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U.S. Securities and Exchange Commission

SEC News Digest

Issue 2011-149
August 3, 2011


Commission Announcements

SEC Issues Notice of Proposed Distribution Plan and Opportunity for Comment in the Matter of Strong Capital Management, Inc.

The Commission announced today that it has given notice, pursuant to Rule 1103 of the Securities and Exchange Commission’s Rules on Fair Fund and Disgorgement Plans, 17 C.F.R. 201.1103, that the Division of Enforcement has filed a proposed plan (Distribution Plan) for the distribution of monies In the Matter of Strong Capital Management, Inc.

The Distribution Plan provides for distribution of the disgorgement, prejudgment interest, and penalty totaling $2,185,927.60 paid by Strong Capital Management, Inc. plus any accumulated interest, less any federal, state or local taxes on the interest. The Distribution Plan provides that the calculation of amounts to be distributed to investors will be based on records of Strong Capital Management, Inc. and records obtained from third-party intermediaries. Accordingly, the funds are not being distributed according to a claims-made process. The Distribution Plan provides for the distribution of the monies to eligible investors in the Strong High-Yield Municipal Bond Fund (Fund) to compensate them for losses resulting from certain disclosures concerning forbearance agreements in the Fund’s annual and semiannual reports to shareholders.

A copy of the Distribution Plan may be obtained from the Commission’s public website (http://sec.gov), or by submitting a written request to James Davidson, Assistant Regional Director, United States Securities and Exchange Commission, 175 West Jackson Boulevard, Suite 900, Chicago, IL 60604. Any person or entity wishing to comment on the Distribution Plan must do so in writing by submitting their comments within 30 days of the date of the notice (i) to the Office of the Secretary, United States Securities and Exchange Commission, 100 F Street, N.E., Washington, DC 20549-1090; (ii) via the Commission’s Internet comment form (www.sec.gov/litigation/admin.shtml); or (iii) by sending an e-mail to rule-comments@sec.gov. Comments submitted by e-mail or via the Commission’s web site should include the Administrative Proceeding File Number (Admin. Proc. File No. 3-12448) in the subject line. Comments received will be publicly available. Persons should submit only information that they wish to make publicly available. (Rels. 34-65022; 34-65023; File No. 3-12448)

Enforcement Proceedings

In the Matter of Frank R. Peperno

On August 3, 2011, the Commission issued an Order Instituting Administrative Proceedings Pursuant to Section 15(b) of the Securities Exchange Act of 1934, Making Findings, and Imposing Remedial Sanctions (Order) against Frank R. Peperno (Peperno).

The Order finds that the United States District Court for the Middle District of Pennsylvania convicted Peperno on April 14, 2010, based on his guilty plea to one count of mail fraud in connection with a scheme to defraud investors. At the time of his conduct giving rise to his conviction, Peperno was a registered representative associated with a broker-dealer registered with the Commission.

The Order bars Peperno from association with any broker, dealer, investment adviser, municipal securities dealer, municipal advisor, transfer agent, or nationally recognized statistical rating organization and from participating in any offering of a penny stock, including: acting as a promoter, finder, consultant, agent or other person who engages in activities with a broker, dealer or issuer for purposes of the issuance or trading in any penny stock, or inducing or attempting to induce the purchase or sale of any penny stock. Peperno consented to the issuance of the Order without admitting or denying the findings in the Order, except as to his guilty plea which he admits. (Rels. 34-65018; IA- 3256; File No. 3-14498)

In the Matter of Francisco Illarramendi

On August 3, 2011, the Commission issued an the Order Instituting Administrative Proceedings Pursuant to Section 203(f) of the Investment Advisers Act of 1940, Making Findings, and Imposing Remedial Sanctions against Francisco Illarramendi (Illarramendi). The Order finds that on March 7, 2011, Illarramendi pled guilty to two counts of wire fraud, one count of securities fraud, one count of investment adviser fraud and one count of conspiracy to obstruct justice before the United States District Court for the District of Connecticut, in United States v. Francisco Illarramendi, Crim. Information No. 3:11 Cr. 41 (SRU). The counts of the criminal information to which Illarramendi pled guilty alleged, inter alia, that Illarramendi used money provided by new investors to the hedge funds he advised to pay out the returns he promised to earlier investors, created fraudulent and misleading documents related to the hedge funds’ assets, made false representations to investors in an effort to obtain new investments and to prevent them from seeking to liquidate their investments, improperly commingled the investments in each individual hedge fund with investments in the other hedge funds, and engaged in transactions that were not in the best interests of the hedge funds.

Based on the above, the Order bars Illarramendi from association with any broker, dealer, investment adviser, municipal securities dealer, municipal advisor, transfer agent, or nationally recognized statistical rating organization. Illarramendi consented to the issuance of the Order. (Rel. IA-3257; File No. 3-14499)

SEC Charges Investment Adviser, Its Principal and Affiliates in Two Offering Frauds

The Securities and Exchange Commission obtained a temporary restraining order, asset freeze, appointment of a receiver, and other emergency relief in a civil action in United States District Court in Houston, Texas, Brian A. Bjork (Bjork), the Estate of Joel David Salinas, J. David Group of Companies, Inc., J. David Financial Group, LP, Select Asset Management LLC (Select Asset), Select Capital Management LLC (Select Capital), Select Asset Fund I, LLC, and Select Asset Prime Index Fund, LLC.

The Commission’s complaint alleges that from 2004 through the present, Bjork offered securities in two fraudulent securities schemes, raising a total of $52 million. The complaint alleges that in the first scheme, Bjork, alongside business associate Salinas, offered investors corporate and other bonds through J. David Group and J. David Financial Group, and raised approximately $39 million from more than 100 investors. According to the complaint, Bjork and Salinas promised investors safe, fixed income from highly-rated corporate and other bonds, but in reality they never acquired the bonds as promised. The complaint alleges that in the second scheme, Bjork—through Select Asset and its subsidiary defendant Select Capital Management LLC (Select Capital)—offered securities issued by two private funds and raised approximately $13 million from at least 52 investors since August 2007. According to the complaint, the two funds, which were controlled by Bjork, Select Asset and Select Capital, commingled investor money, failed to provide promised financial statements, and transferred money to fund-affiliated entities in related-party transactions undisclosed to investors. The complaint further alleges that in making the affiliated loans, the defendants failed to conduct required due diligence and loan-approval procedures that had been promised to investors in the private placement offering memoranda.

The Commission’s complaint alleges all of the defendants violated and/or aided and abetted violations of Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder and Section 17(a) of the Securities Act of 1933. The Complaint also alleges that Bjork, Select Asset and Select Capital violated Sections 206(1) and 206(2) of the Investment Advisers Act of 1940. The Complaint seeks an asset freeze, appointment of a receiver, temporary and permanent injunctive relief, disgorgement with prejudgment interest, and penalties. [SEC v. Brian A. Bjork, et al., Civil Action No. 4:11-cv-02830, (S.D. Tex.)] (LR-22058)

SEC Charges William Marovitz With Insider Trading in Playboy

The Securities and Exchange Commission today filed an injunctive action in the U.S. District Court for the Northern District of Illinois charging William Marovitz, the spouse of former Playboy CEO Christie Hefner, with illegal insider trading in Playboy stock.

The SEC alleges that on five occasions between 2004 and 2009, Marovitz traded Playboy stock based on confidential information that he obtained through Hefner despite instructions from his wife that he should not trade in shares of Playboy and a warning from the general counsel of Playboy about his buying or selling Playboy stock. Hefner made clear to Marovitz in 1998 that she expected him to keep any information he learned from her about Playboy confidential and not to trade based on this information.

The SEC also alleges that in November 2009, Marovitz learned about Iconix’s potential acquisition of Playboy and used that confidential information to buy Playboy stock in advance of a public announcement of the potential merger. When Iconix ended its efforts to acquire Playboy in December 2009, Marovitz sold Playboy stock the day before the news became public.

According to the SEC complaint, Marovitz avoided losses by selling his Playboy stock the day before Playboy announced its first quarter 2008 negative earnings and its second quarter 2004 loss. And, in April 2004, Marovitz purchased Playboy stock before Playboy announced a stock offering that caused its stock price to rise. In total, Marovitz gained profits and avoided losses of $100,952.

Marovitz has consented to entry of a final judgment that permanently enjoins him from violating Section 17(a) of the Securities Act of 1933, Section 10(b) of the Securities Exchange Act of 1934, and Rule 10b-5 thereunder. Marovitz has also consented to pay $168,352 in disgorgement, prejudgment interest and civil penalties. The settlement is subject to approval by the court.

This case originated during a SEC examination of a broker-dealer. The Commission thanks the Internal Revenue Service for its assistance in this matter. [SEC v. William A. Marovitz, 1:11-cv-05259 (N.D. Ill.)] (LR-22059)

Investment Company Act Releases

WNC Tax Credits 40, LLC, et al.

An order has been issued on an application filed by WNC Tax Credits 40, LLC and WNC Tax Credits 41, LLC (Funds), WNC Housing Tax Credits Manager 2, LLC, WNC National Partners, LLC and WNC & Associates, Inc. under Sections 6(c) and 6(e) of the Investment Company Act for an exemption from all provisions of the Act, except Sections 37 through 53 of the Act and the rules and regulations under those sections other than Rule 38a-1. The order permits each Fund to invest in limited liability companies that engage in the ownership and operation of apartment complexes for low and moderate income persons. (Rel. IC-29742 – August 2)

Self-Regulatory Organizations

Immediate Effectiveness of Proposed Rule Changes

A proposed rule change filed by The NASDAQ Stock Market to offer an optional derived data fee for NASDAQ Basic (SR-NASDAQ-2011-091) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-64994)

A proposed rule change filed by Chicago Board Options Exchange (SR-CBOE-2011-071) to amend its Fees Schedule concerning facilitation orders in multiply-listed FLEX Options has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65007)

A proposed rule change filed by the National Securities Clearing Corporation (SR-NSCC-2011-06) to implement new fees relating to its Analytic Reporting Service has become effective pursuant to Section 19(b)(3)(A)(ii) of the Securities Exchange Act of 1934 and Rule 19b-4(f)(2) thereunder. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65008)

A proposed rule change filed by NASDAQ OMX PHLX (SR-Phlx-2011-100) relating to member and member organization participation has become immediately effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65010)

A proposed rule change filed by The NASDAQ Stock Market to modify fees for members using the NASDAQ Market Center (SR-NASDAQ-2011-103) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65013)

A proposed rule change filed by The NASDAQ Stock Market to amend fees assessed under Rule 7015(h) (SR-NASDAQ-2011-101) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65014)

A proposed rule change filed by The NASDAQ Stock Market to amend fees assessed for use of NASDAQ Pre-trade Risk Management (SR-NASDAQ-2011-099) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65020)

Proposed Rule Changes

International Securities Exchange filed a proposed rule change under Rule 19b-4 (SR-ISE-2011-42) relating to Rule 717. Publication is expected to in the Federal Register during the week of August 1. (Rel. 34- 65011)

The Commission issued a notice of filing of a proposed rule change by the Municipal Securities Rulemaking Board pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934, relating to proposed new Rule A-11, on Municipal Advisor Assessments, and new Form A-11-Interim (SR-MSRB-2011-08). Publication is expected to in the Federal Register during the week of August 1. (Rel. 34-65015)

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 viewed in person in the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. To obtain paper copies, please refer to information on the Commission's Web site at http://www.sec.gov/answers/publicdocs.htm. In most cases, you can view and download this information by using the search function located at http://www.sec.gov/edgar/searchedgar/companysearch.html.

S-1     ERA GROUP INC., 600 AIRPORT SERVICE ROAD, LAKE CHARLES, LA, 70605, 
        337-478-6131 - 0 ($150,000,000.00) Equity, (File 333-175942 - Aug. 2) 
        (BR. )

S-8     TEREX CORP, 200 NYALA FARM ROAD, WESTPORT, CT, 06880, 2032227170 - 
        2,000,000 ($44,520,000.00) Equity, (File 333-175943 - Aug. 2) (BR. 10C)

S-4     Vanguard Natural Resources, LLC, 5847 SAN FELIPE, SUITE 3000, HOUSTON, 
        TX, 77057, 832-327-2259 - 0 ($576,067,718.00) Equity, 
        (File 333-175944 - Aug. 2) (BR. 04B)

S-8     ABOVENET INC, 9144216700 - 1,600,000 ($96,720,000.00) Equity, 
        (File 333-175945 - Aug. 2) (BR. 11A)

S-8     EAGLE BANCORP INC, 7815 WOODMONT AVENUE, BETHESDA, MD, 20814, 
        3019861800 - 0 ($6,680,000.00) Equity, (File 333-175966 - Aug. 2) 
        (BR. 07A)

S-8     Chefs' Warehouse, Inc., 100 EAST RIDGE ROAD, RIDGEFIELD, CT, 06877, 
        (203) 894-1345 - 0 ($30,310,000.00) Equity, (File 333-175974 - Aug. 2) 
        (BR. 02A)

S-8     DUSA PHARMACEUTICALS INC, 25 UPTON DRIVE, WILMINGTON, MA, 01887, 
        9786577500 - 0 ($6,464,010.00) Equity, (File 333-175975 - Aug. 2) 
        (BR. 01A)

S-8     Destination Maternity Corp, 456 N 5TH ST, PHILADELPHIA, PA, 19123, 
        2158732200 - 0 ($824,800.00) Equity, (File 333-175976 - Aug. 2) 
        (BR. 09B)

S-8     RIGEL PHARMACEUTICALS INC, 1180 VETERANS BOULEVARD, 
        SOUTH SAN FRANCISCO, CA, 94080, 0 ($37,779,750.00) Equity, 
        (File 333-175977 - Aug. 2) (BR. 01B)

S-3     MERCURY COMPUTER SYSTEMS INC, 201 RIVERNECK ROAD, CHELMSFORD, MA, 
        01824, 9782561300 - 0 ($500,000,000.00) Equity, (File 333-175978 - 
        Aug. 2) (BR. 10B)

S-8     INTEVAC INC, 356O BASSETT ST, SANTA CLARA, CA, 95054, 4089869888 - 
        800,000 ($7,272,000.00) Equity, (File 333-175979 - Aug. 2) (BR. 10B)

S-3     STAAR SURGICAL CO, 1911 WALKER AVE, MONROVIA, CA, 91016, 6263037902 - 
        0 ($75,000,000.00) Equity, (File 333-175980 - Aug. 2) (BR. 10C)

S-8     HEALTHSOUTH CORP, 3660 GRANDVIEW PARKWAY, SUITE 200, BIRMINGHAM, AL, 
        35243, 205-967-7116 - 9,000,000 ($216,450,000.00) Equity, 
        (File 333-175981 - Aug. 2) (BR. 01A)

S-3     CHESAPEAKE MIDSTREAM PARTNERS LP, 900 NW 63RD, OKLAHOMA CITY, OK, 
        73118, (405) 935-1500 - 
        0 ($1,968,634,381.00) Unallocated (Universal) Shelf, (File 333-175982 - 
        Aug. 2) (BR. 02)

S-8     STANDARD PACIFIC CORP /DE/, 26 TECHNOLOGY DRIVE, IRVINE, CA, 92618, 
        9497891600 - 30,000,000 ($88,500,000.00) Equity, (File 333-175983 - 
        Aug. 2) (BR. 06B)

S-3     SYNTHETIC FIXED INCOME SECURITIES INC, 301 SOUTH COLLEGE STREET, 
        CHARLOTTE, NC, 28288, 7047152337 - 
        0 ($1,000,000.00) Asset-Backed Securities, (File 333-175984 - Aug. 2) 
        (BR. 05)

S-8     FORTINET INC, 1090 KIFER ROAD, SUNNYVALE, CA, 94086, 408-235-7700 - 
        8,000,000 ($159,120,000.00) Equity, (File 333-175985 - Aug. 2) (BR. 03C)

S-8     DIGIRAD CORP, 13950 STOWE DRIVE, POWAY, CA, 92064, (858) 726-1600 - 
        0 ($979,982.50) Equity, (File 333-175986 - Aug. 2) (BR. 10A)

S-1     NUPATHE INC., 227 WASHINGTON STREET, SUITE 200, CONSHOHOCKEN, PA, 
        19428, 484-567-0130 - 0 ($20,994,048.53) Equity, (File 333-175987 - 
        Aug. 2) (BR. 01A)

Recent 8K Filings

Form 8-K is used by companies to file current reports on the following events:

1.01

Entry into a Material Definitive Agreement

1.02

Termination of a Material Definitive Agreement

1.03

Bankruptcy or Receivership

2.01

Completion of Acquisition or Disposition of Assets

2.02

Results of Operations and Financial Condition

2.03

Creation of a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement of a Registrant

2.04

Triggering Events That Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement

2.05

Cost Associated with Exit or Disposal Activities

2.06

Material Impairments

3.01

Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing

3.02

Unregistered Sales of Equity Securities

3.03

Material Modifications to Rights of Security Holders

4.01

Changes in Registrant's Certifying Accountant

4.02

Non-Reliance on Previously Issued Financial Statements or a Related Audit Report or Completed Interim Review

5.01

Changes in Control of Registrant

5.02

Departure of Directors or Certain Officers; Election of Directors; Appointment of Certain Officers; Compensatory Arrangements of Certain Officer

5.03

Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year

5.04

Temporary Suspension of Trading Under Registrant's Employee Benefit Plans

5.05

Amendments to the Registrant's Code of Ethics, or Waiver of a Provision of the Code of Ethics

5.06

Change in Shell Company Status

6.01

ABS Informational and Computational Material.

6.02

Change of Servicer or Trustee.

6.03

Change in Credit Enhancement or Other External Support.

6.04

Failure to Make a Required Distribution.

6.05

Securities Act Updating Disclosure.

7.01

Regulation FD Disclosure

8.01

Other Events

9.01

Financial Statements and Exhibits

8-K reports may be viewed in person in the Commission's Public Reference Branch at 100 F Street, N.E., Washington, D.C. To obtain paper copies, please refer to information on the Commission's Web site at http://www.sec.gov/answers/publicdocs.htm. In most cases, you can view and download this information by using the search function located at http://www.sec.gov/edgar/searchedgar/companysearch.html.

                                        STATE
NAME OF ISSUER                          CODE     8K ITEM NO.          DATE        COMMENT

3M CO                                   DE       8.01                 07/29/11

3M CO                                   DE       8.01                 07/29/11

3M CO                                   DE       8.01                 07/29/11

Abingdon Futures Fund LP                NY       3.02                 08/01/11

ACACIA RESEARCH CORP                    DE       8.01                 08/01/11

ACACIA RESEARCH CORP                    DE       8.01                 08/01/11

ACACIA RESEARCH CORP                    DE       8.01                 08/01/11

ACE MARKETING & PROMOTIONS INC          NY       3.02                 07/18/11

ACI WORLDWIDE, INC.                     DE       8.01,9.01            08/02/11

ACTUATE CORP                            DE       2.02,9.01            08/02/11

ADCARE HEALTH SYSTEMS INC               OH       1.01,2.03            07/27/11

ADEPT TECHNOLOGY INC                    DE       5.02,9.01            07/29/11

ADVANCED ENERGY INDUSTRIES INC          DE       1.01,5.02,9.01       08/01/11

ADVISORY BOARD CO                       DE       2.02,9.01            08/02/11

AETNA INC /PA/                          PA       5.02                 07/29/11

AETNA INC /PA/                          PA       5.07                 05/20/11    AMEND

AgFeed Industries, Inc.                 NV       1.01                 07/29/11

AgFeed Industries, Inc.                 NV       7.01,9.01            08/02/11

AGL RESOURCES INC                       GA       8.01,9.01            08/02/11

AirTouch Communications, Inc.           DE       1.01,3.02,9.01       07/29/11

AIS FUTURES FUND IV LP                  DE       3.02                 07/31/11

AKORN INC                               LA       1.01,7.01,9.01       08/02/11

AKORN INC                               LA       2.02,9.01            08/02/11

Alexza Pharmaceuticals Inc.             DE       5.02,5.03,5.07,9.01  07/28/11

ALLEGHENY TECHNOLOGIES INC              DE       8.01,9.01            08/01/11

ALLIANCE FINANCIAL CORP /NY/            NY       7.01,9.01            08/02/11

ALLIANT TECHSYSTEMS INC                 DE       5.02,5.07,9.01       08/01/11

ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.   DE       2.02,7.01,9.01       08/02/11

Ally Financial Inc.                     DE       2.02,9.01            08/02/11

AlphaMetrix Managed Futures III LLC (   DE       3.02                 08/01/11

Alphatec Holdings, Inc.                 DE       5.02,9.01            07/27/11

ALTERRA CAPITAL HOLDINGS Ltd                     5.02,9.01            08/02/11

Alto Group Holdings Inc.                NV       1.01,3.02            08/02/11

AMBASSADORS GROUP INC                   DE       5.02,9.01            08/01/11

AMBIENT CORP /NY                        DE       5.05,9.01            07/28/11

AMEDISYS INC                            DE       2.02,7.01,9.01       08/02/11

AMERICAN CAPITAL, LTD                            2.02,9.01            08/02/11

AMERICAN FINANCIAL GROUP INC            OH       2.02,9.01            08/01/11

AMERICAN PUBLIC EDUCATION INC           DE       2.02,9.01            08/02/11

AMERICAN TOWER CORP /MA/                DE       2.02,9.01            08/02/11

AMERIGON INC                            MI       8.01                 07/30/11

Ameris Bancorp                          GA       7.01,9.01            08/02/11

AMERISAFE INC                           TX       2.02,9.01            08/02/11

AMREP CORP.                             OK       5.02,5.03,9.01       07/28/11

AMYRIS, INC.                            DE       2.02,9.01            08/02/11

AMYRIS, INC.                            DE       5.02                 08/02/11

ANTS SOFTWARE INC                       DE       3.02                 07/20/11

APOLLO GROUP INC                        AZ       1.01,7.01,9.01       08/02/11

AQUA AMERICA INC                        PA       1.01                 07/26/11

ARCHER DANIELS MIDLAND CO               DE       2.02,9.01            08/02/11

ARENA PHARMACEUTICALS INC               DE       8.01                 08/02/11

ARIAD PHARMACEUTICALS INC               DE       2.02,7.01,8.01,9.01  08/02/11

ARKANSAS BEST CORP /DE/                 DE       2.02,9.01            08/02/11

Ascent Capital Group, Inc.              DE       5.02,9.01            08/01/11

ASTORIA FINANCIAL CORP                  DE       2.02,9.01            08/02/11

ASTRONICS CORP                          NY       8.01,9.01            08/02/11

ATLANTIC POWER CORP                     A1       5.07                 06/24/11

ATLANTIC TELE NETWORK INC /DE           DE       2.02,8.01,9.01       08/02/11

ATLAS AIR WORLDWIDE HOLDINGS INC        DE       2.02,9.01            08/02/11

ATLAS PIPELINE PARTNERS LP              DE       2.02,9.01            08/02/11

AtriCure, Inc.                          DE       2.02,9.01            08/02/11

AuraSound, Inc.                         NV       5.02,9.01            07/27/11

AVIS BUDGET GROUP, INC.                 DE       1.01,7.01,9.01       08/01/11

AVNET INC                               NY       8.01,9.01            08/01/11

BASIC ENERGY SERVICES INC                        8.01,9.01            07/27/11

BECTON DICKINSON & CO                   NJ       2.02,9.01            08/02/11

BEHRINGER HARVARD REIT I INC            MD       7.01,9.01            08/02/11

Beneficial Mutual Bancorp Inc           X1       7.01,9.01            08/02/11

BERKSHIRE HILLS BANCORP INC                      7.01,9.01            08/02/11

BEST BUY CO INC                         MN       2.03,9.01            07/27/11

Beyond Commerce                         NV       8.01                 07/28/11

BIG 5 SPORTING GOODS CORP               DE       2.02,9.01            08/02/11

BIO RAD LABORATORIES INC                DE       2.02,9.01            08/02/11

BLACK BOX CORP                          DE       2.02,9.01            08/02/11

Black Raven Energy, Inc.                NV       1.01,2.01,2.03,7.01, 07/27/11
                                                 9.01
    
BLASTGARD INTERNATIONAL INC             CO       5.07,9.01            08/02/11

BLUESKY SYSTEMS CORP                             1.01,9.01            07/27/11

Boardwalk Pipeline Partners, LP         DE       2.02,9.01            08/01/11

BOEING CAPITAL CORP                     DE       8.01,9.01            07/28/11

BofI Holding, Inc.                      DE       7.01,9.01            07/29/11

Booz Allen Hamilton Holding Corp        DE       5.02                 07/31/11

BOSTON BEER CO INC                      MA       2.02,9.01            08/02/11

BOSTON PROPERTIES INC                   DE       2.02,9.01            08/01/11

BOSTON PROPERTIES LTD PARTNERSHIP       DE       2.02,9.01            08/01/11

Brenham Oil & Gas Corp.                 NV       1.01,8.01,9.01       06/30/11

Bridge Capital Holdings                 CA       2.02,9.01            08/02/11

Bridgepoint Education Inc               DE       2.02,9.01            08/02/11

BRISTOL ENERGY FUND LP                  NY       3.02                 08/01/11

BRUKER CORP                             DE       8.01                 08/02/11

BTU INTERNATIONAL INC                   DE       2.02,9.01            08/02/11

Bullfrog Gold Corp.                     DE       5.02                 07/27/11

BUTLER NATIONAL CORP                    DE       1.01,3.03,9.01       08/02/11

Calamos Asset Management, Inc. /DE/              2.02,9.01            08/02/11

CALGON CARBON CORPORATION               DE       2.02,9.01            08/02/11

CALIFORNIA FIRST NATIONAL BANCORP       CA       2.02,7.01,9.01       08/02/11

CALIPER LIFE SCIENCES INC               DE       2.02,9.01            08/02/11

CAMBREX CORP                            DE       2.02,9.01            08/02/11

Capitol Federal Financial Inc           MD       5.07                 08/02/11    AMEND

CAPSALUS CORP                           NV       7.01,9.01            07/28/11

CARDINAL FINANCIAL CORP                 VA       7.01,9.01            08/02/11

CAROLINA BANK HOLDINGS INC              NC       2.02,9.01            08/02/11

CARROLLTON BANCORP                      MD       2.02,9.01            08/01/11

CARROLS RESTAURANT GROUP, INC.                   1.01                 07/27/01

CASCADE MICROTECH INC                            2.02,9.01            08/02/11

CASCADE TECHNOLOGIES CORP               WY       5.02                 08/01/11

CASEY CONTAINER CORP                    NV       8.01,9.01            08/02/11

CASEYS GENERAL STORES INC               IA       5.03,9.01            07/29/11

CASTLE A M & CO                         MD       2.02,9.01            08/02/11

CAVIUM, INC.                            DE       2.02,9.01            08/02/11

CBIZ, Inc.                              DE       2.02,9.01            07/27/11

CBS CORP                                DE       2.02,9.01            08/02/11

CCFNB BANCORP INC                       PA       2.02,9.01            08/02/11

CDSI HOLDINGS INC                       DE       1.01,3.02,5.02,5.03, 07/27/11
                                                 9.01
          
Celanese CORP                           DE       5.02,9.01            08/01/11

CENTER BANCORP INC                      NJ       2.02,9.01            07/28/11

CenterState Banks, Inc.                 FL       7.01,9.01            08/02/11

CEPHALON INC                            DE       2.02,9.01            08/02/11

CHARLES RIVER LABORATORIES INTERNATIO            2.02,9.01            08/02/11

CHARTER COMMUNICATIONS, INC. /MO/       DE       2.02,9.01            08/02/11

CHECKPOINT SYSTEMS INC                  PA       2.02                 08/02/11

Chefs' Warehouse, Inc.                  DE       5.02,5.03,8.01,9.01  08/02/11

CHEROKEE INC                            DE       5.02,9.01            07/27/11

Chesapeake Lodging Trust                MD       2.02,9.01            08/02/11

CHINA BAK BATTERY INC                   NV       2.02,9.01            08/02/11

CHINA JO-JO DRUGSTORES, INC.                     1.01,5.02,8.01,9.01  08/01/11

Chrysler Group LLC                      DE       8.01,9.01            08/02/11

CITIZENS SOUTH BANKING CORP             DE       7.01,9.01            08/02/11

CLOUD PEAK ENERGY INC.                  DE       2.02,9.01            08/02/11

CMS Bancorp, Inc.                       DE       2.02,9.01            08/02/11

CNB CORP /MI/                           MI       8.01,9.01            08/01/11

CNL Properties Trust, Inc.              MD       1.01,8.01,9.01       07/29/11

COACH INC                               MD       2.02,9.01            08/02/11

COAST DISTRIBUTION SYSTEM INC           DE       1.01,9.01            07/27/11

COGNIZANT TECHNOLOGY SOLUTIONS CORP              2.02,9.01            08/02/11

COMMUNITY TRUST BANCORP INC /KY/        KY       7.01,9.01            06/30/11

COMMVAULT SYSTEMS INC                   DE       2.02,9.01            08/02/11

COMPX INTERNATIONAL INC                 DE       7.01,9.01            08/01/11

COMTECH TELECOMMUNICATIONS CORP /DE/    DE       5.02,9.01            08/01/11

Con-way Inc.                            DE       1.01,8.01,9.01       08/02/11

Cooper Industries plc                            8.01,9.01            08/01/11

COOPER TIRE & RUBBER CO                 DE       1.01,2.03,9.01       07/27/11

CORGENIX MEDICAL CORP/CO                NV       1.01,9.01            07/28/11

CORVEL CORP                             DE       2.02,9.01            08/02/11

CRACKER BARREL OLD COUNTRY STORE, INC   TN       5.02,9.01            07/27/11

CRESCENT FINANCIAL CORP                 NC       2.02,9.01            08/02/11

CSG SYSTEMS INTERNATIONAL INC           DE       2.02,9.01            08/02/11

Delanco Bancorp, Inc                             2.02,9.01            08/01/11

DELTATHREE INC                          DE       5.07                 08/01/11

DENNYS CORP                             DE       2.02,9.01            08/02/11

DIGITALGLOBE INC                                 2.02,9.01            08/02/11

DineEquity, Inc                         DE       2.02,9.01            08/02/11

DIRECTV                                 DE       5.02,9.01            07/28/11

Dolan Co.                               DE       2.02,9.01            08/02/11

DOLLAR FINANCIAL CORP                   DE       5.02                 07/27/11

DREW INDUSTRIES INC                     DE       7.01,9.01            08/01/11

Duke Energy CORP                        DE       2.02,9.01            08/02/11

DUKE REALTY CORP                        IN       2.02,8.01,9.01       07/27/11

DUKE REALTY LIMITED PARTNERSHIP/        IN       2.02,8.01,9.01       07/27/11

DYNAMIC MATERIALS CORP                  DE       2.02,9.01            08/02/11

EchoStar CORP                           NV       5.02                 08/01/11

EMERGING CTA PORTFOLIO LP               NY       3.02                 08/01/11

EMERSON ELECTRIC CO                     MO       2.02,9.01            08/02/11

EMTEC INC/NJ                            UT       2.02,9.01            08/01/11

Energy Transfer Equity, L.P.            DE       3.01                 07/29/11

Energy Transfer Partners, L.P.          DE       1.01,1.02,2.03,9.01  07/28/11

ENPRO INDUSTRIES, INC                   NC       8.01,9.01            08/01/11

ENTERGY CORP /DE/                       DE       2.02,7.01,9.01       08/02/11

ENTERPRISE FINANCIAL SERVICES CORP      DE       7.01,9.01            08/02/11

EQUITY LIFESTYLE PROPERTIES INC         MD       2.01,2.02,3.02,9.01  08/01/11

ERIE INDEMNITY CO                       PA       2.02,9.01            08/02/11

ESCO TECHNOLOGIES INC                   MO       2.02,7.01,9.01       08/02/11

ESSA Bancorp, Inc.                      PA       2.02,9.01            07/27/11

EURO SOLAR PARKS, INC.                  NV       3.02,8.01,9.01       07/29/11

EXACT SCIENCES CORP                     DE       2.02,9.01            08/02/11

EXACTECH INC                            FL       2.02,7.01,9.01       08/02/11

ExamWorks Group, Inc.                   DE       2.02,9.01            08/02/11

Federal Home Loan Bank of Atlanta       X1       2.03                 08/02/11

Federal Home Loan Bank of Chicago       X1       2.03                 07/27/11

Federal Home Loan Bank of Cincinnati    X1       2.03,9.01            07/27/11

Federal Home Loan Bank of Des Moines    X1       2.03,9.01            07/29/11

Federal Home Loan Bank of Indianapoli   X1       2.03,9.01            08/02/11

Federal Home Loan Bank of Pittsburgh    PA       2.03,9.01            07/27/11

Federal Home Loan Bank of San Francis   X1       2.03                 07/27/11

Federal Home Loan Bank of Seattle                2.03                 07/27/11

Federal Home Loan Bank of Topeka                 2.03,9.01            07/27/11

FEI CO                                  OR       2.02,9.01            08/02/11

FelCor Lodging Trust Inc                MD       2.02,9.01            08/02/11

FERRO CORP                              OH       2.02,9.01            08/01/11

Fidelity National Financial, Inc.                1.01,3.02,8.01,9.01  07/27/11

FIFTH THIRD BANCORP                     OH       8.01,9.01            08/02/11

Financial Engines, Inc.                 DE       2.02,9.01            08/02/11

FINANCIAL INSTITUTIONS INC              NY       7.01,9.01            08/02/11

First California Financial Group, Inc   DE       7.01,9.01            08/02/11

FIRST COMMUNITY BANCSHARES INC /NV/     NV       7.01,9.01            08/02/11

FIRST KEYSTONE CORP                     PA       2.02                 07/29/11

FIRST M&F CORP/MS                       MS       8.01,9.01            08/02/11

FIRST MERCHANTS CORP                    IN       8.01,9.01            08/01/11

FIRSTENERGY CORP                        OH       2.02,9.01            08/02/11

FLOW INTERNATIONAL CORP                 WA       5.02,9.01            08/01/11

FLUSHING FINANCIAL CORP                 DE       7.01,9.01            08/02/11

FMC CORP                                DE       2.02,9.01            08/01/11

FORD MOTOR CO                           DE       8.01,9.01            08/02/11

FORD MOTOR CREDIT CO LLC                DE       8.01,9.01            08/02/11

FOREST OIL CORP                         NY       2.02,9.01            08/02/11

FORTUNE INDUSTRIES, INC.                DE       5.02                 07/31/11

FOSTER WHEELER AG                       V8       2.02,9.01            08/02/11

FRANKLIN RESOURCES INC                  DE       2.02,9.01            08/02/11

FRANKLIN STREET PROPERTIES CORP /MA/             2.02,9.01            08/02/11

FRESH DEL MONTE PRODUCE INC             E9       2.02,9.01            08/02/11

Freshwater Technologies Inc.            NV       3.03,5.03,8.01       07/27/11

FRISCHS RESTAURANTS INC                 OH       5.02                 07/27/11

GALLAGHER ARTHUR J & CO                 DE       8.01,9.01            08/02/11

GARTNER INC                             DE       2.02,5.02,9.01       08/02/11

GAYLORD ENTERTAINMENT CO /DE            DE       2.02,9.01            08/02/11

General Growth Properties, Inc.         DE       7.01,9.01            08/01/11

General Growth Properties, Inc.         DE       2.02,7.01,9.01       08/02/11

GENESEE & WYOMING INC                   DE       2.02,9.01            08/02/11

GENESEE & WYOMING INC                   DE       1.01,2.03,8.01,9.01  07/29/11

Genpact LTD                             D0       2.02,9.01            08/02/11

GigOptix, Inc.                          DE       2.02,9.01            08/02/11

GLADSTONE COMMERCIAL CORP               MD       2.02,9.01            08/02/11

GLEACHER & COMPANY, INC.                DE       2.02,5.02,9.01       07/28/11

GLOBE SPECIALTY METALS INC                       2.01,2.03,8.01,9.01  07/28/11

GLU MOBILE INC                          DE       1.01,2.01,2.02,3.02, 07/28/11
                                                 5.02,9.01
     
GOODYEAR TIRE & RUBBER CO /OH/          OH       5.02,9.01            08/01/11

GOODYEAR TIRE & RUBBER CO /OH/          OH       5.07                 04/12/11    AMEND

Government Properties Income Trust      MD       2.02,9.01            08/02/11

GRANT PARK FUTURES FUND LIMITED PARTN   IL       7.01,9.01            08/02/11

Great Lakes Dredge & Dock CORP          DE       2.02,9.01            08/02/11

Great Wolf Resorts, Inc.                DE       2.02,9.01            08/02/11

GREEN EQUITY HOLDINGS, INC.             NV       1.01                 08/02/11

GREEN EQUITY HOLDINGS, INC.             NV       5.02                 07/25/11    AMEND

GRIFFON CORP                            DE       2.02,9.01            08/01/11

GRYPHON GOLD CORP                       NV       7.01,9.01            08/02/11

HAMPTON ROADS BANKSHARES INC            VA       1.01,8.01,9.01       08/01/11

HANCOCK HOLDING CO                      MS       8.01,9.01            08/01/11

HARRIS CORP /DE/                        DE       2.02,7.01,8.01,9.01  08/02/11

HAWKINS INC                             MN       2.02,9.01            08/01/11

HCP, INC.                               MD       2.02,9.01            08/02/11

HEADWATERS INC                          DE       2.02,9.01            08/02/11

HEALTH CARE REIT INC /DE/               DE       1.01,2.03,9.01       07/27/11

HEALTH NET INC                          DE       8.01                 08/01/11

HEALTHCARE REALTY TRUST INC             MD       2.02,9.01            08/02/11

HEALTHCARE TRUST OF AMERICA, INC.       MD       1.01,8.01,9.01       08/01/11

HEALTHCARE TRUST OF AMERICA, INC.       MD       7.01,9.01            08/02/11

HealthSpring, Inc.                      DE       2.02,9.01            08/02/11

HealthWarehouse.com, Inc.               DE       5.02                 08/01/11

HENRY SCHEIN INC                        DE       2.02,9.01            06/25/11

HERTZ CORP                              DE       2.02,7.01,9.01       08/02/11

HERTZ GLOBAL HOLDINGS INC                        2.02,7.01,8.01       08/02/11

HF FINANCIAL CORP                       DE       2.02,9.01            08/02/11

Higher One Holdings, Inc.               DE       2.02,7.01,9.01       08/02/11

Home Federal Bancorp, Inc.              MD       7.01,9.01            08/02/11

HomeTown Bankshares Corp                         2.02,9.01            07/28/11

HORIZON BANCORP /IN/                    IN       8.01,9.01            08/02/11

HORIZON PHARMA, INC.                    DE       5.03,9.01            08/02/11

Hyatt Hotels Corp                       DE       2.02,9.01            08/02/11

IASIS Healthcare LLC                    DE       2.02,9.01            08/02/11

II-VI INC                               PA       2.02,9.01            08/02/11

IMPAX LABORATORIES INC                  DE       2.02,9.01            08/02/11

INDEPENDENCE REALTY TRUST, INC          MD       8.01,9.01            07/28/11

INDEPENDENT BANK CORP                   MA       8.01                 08/02/11

Innophos Holdings, Inc.                          5.07,8.01,9.01       04/28/11

INSITE VISION INC                       DE       2.02,9.01            08/02/11

INSMED INC                              VA       8.01,9.01            08/01/11

INSTITUTIONAL FINANCIAL MARKETS, INC.   MD       9.01                 05/31/11    AMEND

INSULET CORP                            DE       2.02,9.01            08/02/11

INSWEB CORP                                      2.02                 08/01/11

INTERPHASE CORP                         TX       1.01,3.03,8.01,9.01  07/29/11

INTERPUBLIC GROUP OF COMPANIES, INC.    DE       2.02,9.01            07/28/11

IntraLinks Holdings, Inc.               DE       5.07                 07/27/11

INVESTORS CAPITAL HOLDINGS LTD          MA       5.01,5.02            08/02/11

INVESTORS TITLE CO                      NC       2.02,9.01            08/02/11

ION GEOPHYSICAL CORP                    DE       2.02,7.01,9.01       08/02/11

IPG PHOTONICS CORP                      DE       2.02,8.01,9.01       07/28/11

ISLE OF CAPRI CASINOS INC               DE       5.02,9.01            08/01/11

ISSUER DIRECT CORP                               2.02,9.01            08/02/11

Kaiser Federal Financial Group, Inc.    MD       7.01,9.01            08/02/11

KEMET CORP                              DE       7.01,9.01            08/02/11

KEMET CORP                              DE       5.02,5.07,9.01       07/27/11

KEY TRONIC CORP                         WA       5.02                 07/27/11

KEYCORP /NEW/                           OH       8.01,9.01            08/02/11

KFORCE  INC                             FL       2.02,9.01            08/02/11

Kodiak Oil & Gas Corp                   B0       3.01,7.01,9.01       08/01/11

KONA GRILL INC                          DE       5.02,8.01,9.01       07/28/11

KULICKE & SOFFA INDUSTRIES INC          PA       2.02,9.01            08/02/11

Lantis Laser Inc.                       NV       2.01,9.01            05/23/11    AMEND

LBO CAPITAL CORP                        CO       8.01                 07/24/11

LCNB CORP                               OH       8.01                 07/27/11

LEAP WIRELESS INTERNATIONAL INC         DE       5.02,5.07,8.01,9.01  07/28/11

LEXMARK INTERNATIONAL INC /KY/          DE       1.01,5.03,8.01,9.01  07/28/11

Liberty Global, Inc.                             2.03,9.01            08/02/11

Liberty Global, Inc.                             2.02,7.01            08/02/11

LIMITED BRANDS INC                      DE       8.01                 08/02/11

LINCOLN NATIONAL CORP                   IN       2.02,9.01            08/02/11

LINN ENERGY, LLC                        DE       8.01,9.01            08/02/11

LIONBRIDGE TECHNOLOGIES INC /DE/        DE       9.01                 08/02/11

LIQUIDITY SERVICES INC                           2.02,9.01            08/02/11

LIQUIDITY SERVICES INC                           7.01,9.01            08/02/11

LITTLEFIELD CORP                        DE       2.02,9.01            07/27/11

LOCAL.COM                               DE       1.01,1.02,9.01       07/29/11

LogMeIn, Inc.                           DE       5.02,9.01            08/02/11

LOJACK CORP                             MA       2.02,9.01            08/02/11

Lone Pine Resources Inc.                DE       2.02,9.01            08/02/11

LOOKSMART LTD                           DE       2.02,9.01            08/02/11

lululemon athletica inc.                DE       5.02                 07/28/11

Lumber Liquidators Holdings, Inc.                5.02                 07/27/11

LYDALL INC /DE/                         DE       2.02,9.01            08/02/11

MACE SECURITY INTERNATIONAL INC         DE       8.01,9.01            08/02/11

Magnolia Solar Corp                     NV       8.01,9.01            08/02/11

MAP Pharmaceuticals, Inc.               DE       8.01,9.01            08/02/11

MARATHON OIL CORP                       DE       2.02,9.01            08/02/11

Marathon Petroleum Corp                 DE       2.02,9.01            08/02/11

MARLIN BUSINESS SERVICES CORP                    2.02,9.01            08/02/11

MARTIN MARIETTA MATERIALS INC           NC       2.02,7.01,9.01       08/02/11

MCKESSON CORP                           DE       5.03,5.07,8.01,9.01  07/27/11

MDU RESOURCES GROUP INC                 DE       2.02,7.01,9.01       06/30/11

MEDCO HEALTH SOLUTIONS INC              DE       8.01,9.01            07/29/11

Medical Design Studios, Inc.            NV       5.02                 08/01/11

MEDNAX, INC.                            FL       2.02,9.01            08/02/11

MERCER INTERNATIONAL INC.               WA       2.02,9.01            08/02/11

MERCURY COMPUTER SYSTEMS INC            MA       2.02,5.02,9.01       08/02/11

MERITOR INC                             IN       2.02,9.01            08/02/11

METROPCS COMMUNICATIONS INC             DE       2.02,9.01            08/02/11

MIDSOUTH BANCORP INC                    LA       8.01,9.01            07/29/11

MINDSPEED TECHNOLOGIES, INC             DE       5.02                 07/28/11

MOLINA HEALTHCARE INC                   DE       7.01,9.01            08/01/11

MOLSON COORS BREWING CO                 DE       2.02,8.01,9.01       08/02/11

MONOLITHIC POWER SYSTEMS INC            CA       2.02,9.01            08/02/11

Morgans Hotel Group Co.                 DE       8.01,9.01            08/01/11

Morgans Hotel Group Co.                 DE       2.02,9.01            08/02/11

Motors Liquidation Co                   DE       8.01,9.01            08/02/11

MPG Office Trust, Inc.                  MD       7.01,8.01,9.01       08/01/11

Myriad Interactive Media, Inc.          DE       5.02,9.01            07/29/11

NATIONAL FINANCIAL PARTNERS CORP                 7.01,9.01            08/02/11

NATIONAL PROPERTY INVESTORS 4           CA       1.01,9.01            07/28/11    AMEND

NEWS CORP                                        8.01,9.01            08/02/11

NextWave Wireless Inc.                  DE       1.01,9.01            08/01/11

NGP Capital Resources Co                MD       2.01,7.01,9.01       07/28/11

NIC INC                                 CO       2.02,7.01,9.01       08/02/11

NISOURCE INC/DE                         DE       2.02,9.01            08/02/11

NL INDUSTRIES INC                       NJ       7.01,9.01            08/01/11

NOBEL LEARNING COMMUNITIES INC          DE       5.07                 08/02/11

NORTEL NETWORKS CORP                             8.01                 07/29/11

NORTH EUROPEAN OIL ROYALTY TRUST        DE       2.02,9.01            07/31/11

NORTH VALLEY BANCORP                    CA       2.02,9.01            08/02/11

NORTHEAST BANCORP /ME/                  ME       2.02,9.01            06/30/11

NORTHEAST UTILITIES                     MA       2.02,9.01            08/02/11

NORTHERN CALIFORNIA BANCORP INC                  5.03,9.01            07/29/11

NOVAVAX INC                             DE       1.01                 08/02/11

NPC INTERNATIONAL INC                   KS       2.02,9.01            08/02/11

NPS PHARMACEUTICALS INC                 DE       2.02,9.01            08/02/11

NU SKIN ENTERPRISES INC                 DE       2.02,9.01            08/02/11

NUPATHE INC.                            DE       1.01,3.02,7.01,9.01  08/02/11

NVR INC                                 VA       5.07                 07/28/11    AMEND

NYSE Euronext                           DE       2.02,9.01            08/02/11

NYXIO TECHNOLOGIES Corp                 NV       5.02,9.01            07/27/11

Och-Ziff Capital Management Group LLC   DE       7.01                 08/02/11

Och-Ziff Capital Management Group LLC   DE       2.02,8.01,9.01       08/02/11

OFFICEMAX INC                           DE       2.02,5.02,9.01       07/27/11

OMNIVISION TECHNOLOGIES INC             DE       5.02                 07/28/11

ONCOR ELECTRIC DELIVERY CO LLC          DE       2.02,9.01            08/02/11

ONEOK INC /NEW/                         OK       1.01,1.02,2.03,7.01, 08/02/11
                                                 9.01
          
ONEOK Partners LP                       DE       1.01,1.02,2.03,7.01, 08/02/11
                                                 9.01
          
Onstream Media CORP                     FL       3.02                 07/28/11

OPENTABLE INC                           DE       2.02,5.02,8.01,9.01  08/01/11

OPNET TECHNOLOGIES INC                  DE       2.02,8.01,9.01       08/02/11

Orient Paper Inc.                       NV       2.02,9.01            07/28/11

ORION FUTURES FUND LP                   NY       3.02                 08/01/11

OVERSEAS SHIPHOLDING GROUP INC          DE       2.02,8.01,9.01       08/02/11

Panacea Global, Inc.                    NV       5.02,9.01            07/26/11

PANHANDLE OIL & GAS INC                 OK       5.02,5.03,9.01       08/02/11

PAPA JOHNS INTERNATIONAL INC            DE       2.02,9.01            08/02/11

PARAMETRIC TECHNOLOGY CORP              MA       5.02                 07/29/11

PARK NATIONAL CORP /OH/                 OH       7.01,9.01            08/02/11

PARKER HANNIFIN CORP                    OH       2.02,7.01,9.01       08/02/11

PARKWAY PROPERTIES INC                  MD       2.02,9.01            08/01/11

PARTNERRE LTD                                    2.02,9.01            08/01/11

PEETS COFFEE & TEA INC                  WA       2.02,9.01            08/02/11

Pegasi Energy Resources Corporation.    NV       1.01,3.02,7.01,9.01  07/28/11

PENN VIRGINIA CORP                      VA       1.01,5.05,7.01,9.01  07/27/11

PENNSYLVANIA REAL ESTATE INVESTMENT T   PA       2.02,9.01            07/28/11

PEOPLES EDUCATIONAL HOLDINGS            MN       7.01,9.01            08/02/11

PETROLEUM DEVELOPMENT CORP              NV       1.01,9.01            07/27/11

PFIZER INC                              DE       2.02,9.01            08/02/11

Pharmasset Inc                                   7.01                 08/02/11

PINNACLE WEST CAPITAL CORP              AZ       2.02,7.01,9.01       06/30/11

POST PROPERTIES INC                     GA       2.02,9.01            08/01/11

POTLATCH CORP                           DE       7.01,9.01            08/02/11

POTOMAC FUTURES FUND LP                 NY       3.02                 08/01/11

POWER INTEGRATIONS INC                  CA       2.02,9.01            08/02/11

Primerica, Inc.                         DE       2.02,7.01,9.01       08/02/11

PRINCIPAL FINANCIAL GROUP INC           DE       2.02,9.01            08/01/11

PROCERA NETWORKS INC                    NV       5.02                 07/29/11

PROSPECT GLOBAL RESOURCES INC.          NV       1.01,8.01,9.01       07/27/11

PROSPERITY BANCSHARES INC               TX       7.01,9.01            08/02/11

PUBLIX SUPER MARKETS INC                FL       2.02,9.01            08/01/11

QCR HOLDINGS INC                        DE       8.01,9.01            08/02/11

QUEST SOFTWARE INC                      CA       2.02,9.01            08/02/11

QUICKLOGIC CORPORATION                  CA       2.02,9.01            08/02/11

QUIDEL CORP /DE/                        DE       2.02,9.01            08/02/11

RADIAN GROUP INC                        DE       2.02,9.01            08/02/11

RADIENT PHARMACEUTICALS Corp            DE       1.01,2.03,9.01       08/02/11

RBS GLOBAL INC                          DE       2.02,9.01            08/02/11

ReachLocal Inc                          DE       9.01                 08/02/11

Real Mex Restaurants, Inc.              DE       1.01,3.03,5.02,5.07, 07/27/11
                                                 9.01
          
RealD Inc.                              DE       5.02,5.07,8.01,9.01  07/29/11

REALTY INCOME CORP                      MD       5.03,9.01            08/01/11

Reef Oil & Gas Income & Development F   TX       1.01,2.01,9.01       06/24/11

REPUBLIC AIRWAYS HOLDINGS INC           DE       2.02,9.01            08/02/11

Resource Capital Corp.                  MD       2.02,9.01            06/30/11

RESOURCES CONNECTION INC                DE       8.01,9.01            07/28/11

REVA Medical, Inc.                      DE       2.02,7.01,9.01       08/01/11

REVONERGY INC                           NV       5.02                 07/31/11

REX ENERGY CORP                         DE       2.02,7.01,9.01       08/02/11

Roadrunner Transportation Systems, In   DE       8.01,9.01            08/01/11

Rockville Financial, Inc. /CT/          CT       2.02,9.01            08/02/11

ROWAN COMPANIES INC                     DE       2.02,9.01            08/02/11

RPX Corp                                DE       2.02,9.01            08/02/11

RTI INTERNATIONAL METALS INC            OH       1.01,2.02,9.01       07/29/11

S1 CORP /DE/                            DE       7.01,9.01            08/02/11

S1 CORP /DE/                            DE       8.01,9.01            08/02/11

S1 CORP /DE/                            DE       8.01,9.01            08/02/11

Samson Oil & Gas LTD                    C3       2.02,9.01            07/28/11

SaVi Media Group, Inc.                  NV       1.01,3.02,7.01,9.01  08/02/11

SBA COMMUNICATIONS CORP                 FL       2.02,9.01            08/01/11

SCBT FINANCIAL CORP                     SC       8.01,9.01            08/02/11

SCBT FINANCIAL CORP                     SC       5.02,9.01            07/28/11

SCBT FINANCIAL CORP                     SC       1.01,2.01,9.01       07/29/11

SEACOAST BANKING CORP OF FLORIDA        FL       2.02,7.01,9.01       07/28/11

SEALED AIR CORP/DE                      DE       5.02                 07/28/11

SELECTIVE INSURANCE GROUP INC           NJ       7.01                 08/01/11

Shearson American REIT, Inc.            NV       4.01,9.01            07/11/11

SIGNATURE GROUP HOLDINGS INC            NV       8.01                 07/29/11

SILGAN HOLDINGS INC                     DE       1.01,1.02,2.03,7.01, 07/28/11
                                                 9.01
          
SILICON IMAGE INC                       DE       2.02,9.01            08/02/11

SIRIUS XM RADIO INC.                    DE       2.02,9.01            08/02/11

Skilled Healthcare Group, Inc.          DE       8.01,9.01            08/02/11

SM Energy Co                            DE       2.02,7.01,9.01       08/01/11

SMITH MICRO SOFTWARE INC                DE       2.02,9.01            08/02/11

SMUCKER J M CO                          OH       1.01,2.03,9.01       07/29/11

Solar Capital Ltd.                      MD       2.02,9.01            08/02/11

Solar Senior Capital Ltd.               MD       2.02,9.01            08/02/11

SOLTA MEDICAL INC                       DE       2.02,9.01            08/02/11

Somaxon Pharmaceuticals, Inc.           DE       1.01,1.02,2.02,3.02, 07/28/11
                                                 9.01
          
Sono Resources, Inc.                    NV       7.01,9.01            08/02/11

SONUS NETWORKS INC                      DE       2.02,9.01            08/02/11

SpectrumDNA, Inc.                       DE       5.02,8.01            07/22/11

SPRINT NEXTEL CORP                      KS       5.02                 08/01/11

SPRINT NEXTEL CORP                      KS       5.02                 08/01/11

STANLEY BLACK & DECKER, INC.            CT       7.01,9.01            08/01/11

STARTEK INC                             DE       1.01                 07/27/11

STARWOOD PROPERTY TRUST, INC.                    2.02,9.01            08/02/11

STATE BANK FINANCIAL CORP               GA       5.02                 07/27/11

STERIS CORP                             OH       2.02,5.02,5.07,8.01, 07/28/11 
                                                 9.01
          
SuccessFactors, Inc.                    DE       2.02,9.01            08/02/11

SUN COMMUNITIES INC                     MD       1.01,2.03,9.01       07/27/11

SUNOCO LOGISTICS PARTNERS L.P.          DE       1.01,9.01            07/28/11

Super Micro Computer, Inc.              CA       2.02,9.01            08/02/11

SUPERMEDIA INC.                         DE       2.02,7.01,9.01       08/02/11

SYNCHRONOSS TECHNOLOGIES INC                     2.02,9.01            08/01/11

SYNERGY PHARMACEUTICALS, INC.           FL       7.01,9.01            08/02/11

Synutra International, Inc.             DE       2.02,9.01            08/02/11

TACTICAL DIVERSIFIED FUTURES FUND L.P   NY       3.02                 08/01/11

TALBOTS INC                             DE       1.01,3.03,8.01,9.01  08/01/11

TANGER FACTORY OUTLET CENTERS INC       NC       2.02,7.01,9.01       08/02/11

TANGER FACTORY OUTLET CENTERS INC       NC       5.07                 08/02/11    AMEND

TEAM HEALTH HOLDINGS INC.               DE       2.02,9.01            08/02/11

TEAMSTAFF INC                           NJ       8.01                 08/01/11

TECHNE CORP /MN/                        MN       2.02,9.01            08/02/11

TECHNE CORP /MN/                        MN       8.01,9.01            08/02/11

TELULAR CORP                            DE       2.02,8.01,9.01       07/28/11

TENET HEALTHCARE CORP                   NV       2.02,9.01            08/02/11

TENET HEALTHCARE CORP                   NV       5.02                 08/02/11

TETRIDYN SOLUTIONS INC                  NV       1.01,2.03,9.01       07/28/11

Texas Roadhouse, Inc.                   DE       2.02,9.01            08/01/11

THERMOGENESIS CORP                      DE       5.02,9.01            07/29/11

TITANIUM METALS CORP                    DE       7.01,9.01            08/01/11

TITANIUM METALS CORP                    DE       2.02,7.01,9.01       08/02/11

TNS INC                                          2.02,7.01,9.01       08/01/11

Tower International, Inc.               DE       5.02                 07/27/11

TRIMBLE NAVIGATION LTD /CA/             CA       2.02,9.01            08/02/11

TWIN DISC INC                           WI       2.02,7.01,9.01       08/02/11

U S GOLD CORP                           CO       5.02,7.01,9.01       07/27/11

UIL HOLDINGS CORP                       CT       8.01,9.01            08/02/11

Uni-Pixel                               DE       8.01,9.01            08/02/11

UNION FIRST MARKET BANKSHARES CORP      VA       8.01,9.01            08/02/11

UNION FIRST MARKET BANKSHARES CORP      VA       8.01,9.01            07/29/11

UNIT CORP                               DE       2.02,9.01            08/02/11

UNITED SURGICAL PARTNERS INTERNATIONA   DE       2.02,9.01            08/02/11

UNIVERSAL AMERICAN CORP.                DE       2.02,9.01            08/01/11

Unum Group                              DE       2.02,9.01            08/02/11

URANIUM 308 CORP.                       NV       3.02,9.01            07/27/11

US CONCRETE INC                         DE       7.01                 08/02/11

US ECOLOGY, INC.                        DE       2.02,9.01            08/02/11

US ENERGY CORP                          WY       5.07                 06/24/11    AMEND

UTAH MEDICAL PRODUCTS INC               UT       9.01                 03/17/11    AMEND

VALLEY NATIONAL BANCORP                 NJ       7.01,9.01            08/02/11

VALUECLICK INC/CA                       DE       1.01,2.02,9.01       08/01/11

Vantage Drilling CO                     E9       5.02,5.07,8.01,9.01  07/28/11

VASCULAR SOLUTIONS INC                  MN       2.02,9.01            08/02/11

Venoco, Inc.                            DE       2.02,9.01            08/02/11

Verisk Analytics, Inc.                  DE       2.02,9.01            08/02/11

VIRTUS INVESTMENT PARTNERS, INC.        DE       5.07                 04/28/11    AMEND

VISHAY INTERTECHNOLOGY INC              DE       2.02,7.01,9.01       08/02/11

Vocus, Inc.                             DE       8.01                 07/29/11

VSE CORP                                DE       2.02,9.01            07/28/11

VSE CORP                                DE       8.01                 07/29/11

VWR Funding, Inc.                       DE       7.01,9.01            08/02/11

WABASH NATIONAL CORP /DE                DE       2.02,9.01            08/02/11

WARRINGTON FUND LP                      NY       3.02                 08/01/11

WASHINGTON MUTUAL, INC                  WA       7.01,9.01            08/01/11

WATTS WATER TECHNOLOGIES INC            DE       2.02,9.01            08/02/11

WAYNE SAVINGS BANCSHARES INC /DE/       DE       2.02,9.01            08/02/11

WebMD Health Corp.                      DE       2.02,7.01,9.01       08/02/11

WESTAR ENERGY INC /KS                   KS       5.02,7.01,9.01       08/02/11

WESTLAKE CHEMICAL CORP                           2.02,9.01            08/02/11

WEYCO GROUP INC                         WI       2.02,9.01            08/02/11

White River Capital Inc                 IN       2.02,9.01            08/02/11

WILLIAMS COMPANIES INC                  DE       5.02                 07/27/11

WILSHIRE BANCORP INC                             2.02,9.01            07/26/11

WINDSTREAM CORP                         DE       1.01,9.01            07/31/11

WINDSTREAM CORP                         DE       7.01,8.01,9.01       07/31/11    AMEND

WORLD FUEL SERVICES CORP                FL       2.02,7.01,9.01       08/02/11

XL GROUP PLC                            L2       2.02,9.01            08/02/11

ZIPREALTY INC                                    2.02,9.01            08/02/11

 

http://www.sec.gov/news/digest/2011/dig080311.htm


Modified: 08/03/2011