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U.S. Securities and Exchange Commission


Issue 2013-84
May 2, 2013

Commission Announcements

National Exam Program Director Carlo V. Di Florio to Leave Commission

The Securities and Exchange Commission (Commission) today announced that Carlo V. di Florio will leave the agency after leading its National Exam Program for more than three years.

Mr. di Florio will depart next month to lead a new division of risk and strategy at the Financial Industry Regulatory Authority (FINRA). 

“Carlo has been an outstanding leader of the National Exam Program and has made a lasting impact on the SEC by working with his team to comprehensively strengthen the agency’s examination program,” said Mary Jo White, Chair of the SEC.  “Under his leadership, the program recruited experts, implemented risk and quantitative analytics units, deployed new technology and strengthened industry risk governance practices.  Carlo also has shown tremendous leadership in strengthening partnership and coordination among regulators nationally and internationally.” 

Mr. di Florio said, “It has been a great honor and privilege to serve alongside such a talented and dedicated team of exam professionals, who work tirelessly to protect the investing public and our markets by monitoring risk, promoting compliance, preventing fraud, and informing policy as the eyes and ears of the SEC in the field.  I would like to express my appreciation to my colleagues across the agency for their outstanding teamwork and collaboration, and I appreciate the leadership and support of the various chairmen and commissioners under whom I have served.”

Mr. di Florio was appointed Director of the SEC’s Office of Compliance Inspections and Examinations (OCIE) in January 2010 and took the helm of the National Exam Program, which is comprised of a multidisciplinary team of more than 900 staff in 12 offices across the country.  The National Exam Program’s mission is to protect investors, ensure market integrity and promote capital formation by promoting compliance, preventing fraud, monitoring risk and informing policy.  SEC examiners conduct risk-targeted exams of regulated entities including broker-dealers, investment advisers, clearing agencies, transfer agents and self-regulatory organizations.  In addition to promoting compliance, monitoring risk, and informing policy, SEC exams also help prevent fraud and facilitate enforcement actions against insider trading, market manipulation, Ponzi schemes, abusive sales practices, conflicts of interest, and other violations of the federal securities laws.

Mr. di Florio led a comprehensive restructuring of the National Exam Program to strengthen the program’s strategy, structure, expertise, processes, and technology.  He has played a leadership role in strengthening coordination and collaboration among securities and banking regulators nationally and internationally. 

Under Mr. di Florio’s stewardship, the collaborative restructuring of OCIE into a National Exam Program implemented a broad spectrum of improvements and best practices:

  • Breaking down silos to establish a National Exam Program that facilitates information flow, teamwork, and collaboration across regions, programs and divisions, and utilizes central utilities to drive consistent risk analytics, operations, standards, processes, technology, training and communications.
  • Driving specialization and expertise by recruiting a significant number of industry experts and establishing specialized working groups in key areas including derivatives, hedge funds, private equity, valuation, new and structured products, market structure and trading practices, fixed income and municipal securities, risk management, quantitative analytics and technology.
  • Implementing a risk-focused exam strategy supported by a newly formed Risk Analysis and Surveillance Unit to aggregate, analyze and prioritize data from within and outside the SEC to help allocate resources to mission critical efforts.
  • Fighting fraud by enhancing detection and prevention strategies, tools, and technologies, including asset verification, fraud risk analytics, and expertise.
  • Strengthening firm governance, risk, and compliance by institutionalizing risk governance reviews of registrants that engage senior management, the boards of directors, business unit leadership, risk and control function leadership, and internal audit to evaluate the tone at the top, the culture, and the effectiveness of governance, risk management, and compliance enterprise-wide.
  • Leveraging the power of technology to automate the exam process and facilitate risk assessment, exam planning, and execution, trade analytics, monitoring, testing, issues management, and record retention.
  • Keeping pace with the rate of change, complexity, and firm innovation through the establishment of a Quantitative Analytics Unit comprised of quants to examine complex data sets and identify new and emerging risks in algorithmic/high-frequency trading and other investment and trading practices.
  • Monitoring systemic and large firm risk through the establishment of a Large Firm Monitoring Unit that works with other SEC divisions and other regulators nationally and internationally to collaborate on risk assessment and monitoring without duplication of effort.
  • Ensuring quality, consistency, and ongoing professional excellence through the establishing a Certified Examiner Training program to enhance skills, expertise and ongoing technical and leadership training for the SEC’s more than 900 examiners.
  • Improving transparency and promoting compliance by sharing and publishing Risk Alerts and Exam Priorities to provide guidance to industry on key priorities, risk focus areas, and exam observations so firms can incorporate such guidance into their own risk assessments and program improvement efforts, thereby enhancing investor protection and market integrity.

In 2012, Mr. di Florio was recognized as one of the “100 Most Influential Corporate Governance Leaders” by The National Association of Corporate Directors. 

Prior to joining the SEC in 2010, Mr. di Florio was a partner in the Financial Services Risk & Regulatory Practice at PricewaterhouseCoopers (PwC) in New York, where he was a national leader in corporate governance, enterprise risk management, compliance, and ethics. 

Mr. di Florio, 46, received his LL.M with distinction from Georgetown University Law Center, his J.D. from Penn State University’s Dickinson School of Law, and his B.A. in Political Economy from Tulane University.  (Press Rel. 2013-80)

Commission Names Andrew Bowden as Director of National Exam Program

The Commission today announced that Andrew J. Bowden has been named Director of the agency’s Office of Compliance Inspections and Examinations (OCIE) and will lead its National Exam Program.

Mr. Bowden joined the SEC in November 2011 as the National Associate Director for OCIE’s Investment Adviser/Investment Company Examination Program, and he was appointed Deputy Director of OCIE in September 2012.  He will succeed Carlo di Florio, whose departure was announced today.

“Drew has shown true leadership overseeing our investment adviser/investment company examination program and serving as deputy in the office,” said Mary Jo White, Chair of the SEC.  “Drew also has been very engaged in strengthening employee engagement, training and development.  During his time here, he has earned the trust and confidence of his colleagues, our regulatory partners, and the industry.  His dedication, judgment, and leadership will serve him well as he takes on his new post leading an aggressive, effective examination program.”

Mr. Bowden said, “I am grateful for this opportunity to continue to work with the talented and dedicated team in OCIE, Chairman White and the Commissioners, our colleagues across the agency, and our fellow regulators.  I also want to commend Carlo for all he has done for investors and the SEC over the last three years.”

The SEC’s National Exam Program conducts inspections and examinations of SEC-registered investment advisers, investment companies, broker-dealers, self-regulatory organizations, clearing agencies, and transfer agents.  OCIE has adopted a risk-focused examination program, hired industry experts, leveraged technology to increase efficiency, and launched a training program focused on quality and consistency. These initiatives have enabled OCIE to more effectively fulfill its mission to promote compliance with U.S. securities laws, prevent fraud, monitor risk, and inform SEC policy.

Before joining the SEC, Mr. Bowden worked in private law practice, chiefly on legal, regulatory, and compliance issues involving broker-dealer activities. He spent 17 years at Legg Mason in a variety of legal, compliance, and senior business roles related to Legg Mason’s broker-dealer and investment management businesses and served on the Board of Governors and Executive Committee of the Investment Advisers Association.

Mr. Bowden, 51, received his law degree, cum laude, from the University of Pennsylvania Law School and his bachelor’s degree, summa cum laude, from Loyola University in Baltimore.  (Press Rel. 2013-81)

Commission Announces Departure of Senior Enforcement Official David P. Bergers after 13 Years of Federal Service

The Commission today announced that David P. Bergers, Acting Deputy Director of the SEC’s Enforcement Division and Director of the Boston Regional Office, will be leaving the agency this spring after 13 years of federal service.

“David has been a tremendous asset to the agency, both as the head of the Boston Regional Office and as Acting Deputy Director,” said Mary Jo White, Chair of the SEC.  “Not only does he have a deep understanding of the laws we enforce, but he also has a deep appreciation for the mission of the SEC.  Additionally, David is highly regarded for his ability to cultivate strong collaborative relationships within the agency as well as with criminal law enforcement colleagues, state regulators, and self-regulatory organizations across the country.”

George S. Canellos, Co-Director of the SEC’s Division of Enforcement, said, “David is a uniquely talented attorney who combines intelligence and experience with a genuine passion for innovation and a true concern for supporting the efforts of SEC staff around the country.  His willingness to roll up his sleeves and tackle any issue made him an ideal Acting Deputy Director and I’m honored to have served with him.”

Mr. Bergers said, “I have been incredibly fortunate to serve alongside the agency’s talented and dedicated staff working hard every day to protect investors.”

Appointed as Acting Deputy Director of Enforcement in January, Mr. Bergers has helped set enforcement priorities and supervise the civil law enforcement efforts of more than 1,200 SEC staff in 12 offices across the country.  He helped oversee all investigative and litigation activities within the Enforcement Division, including the Office of Market Intelligence, Office of the Whistleblower, and five specialized units – Asset Management, Foreign Corrupt Practices Act, Market Abuse, Municipal Securities and Public Pension Funds, and Structured and New Products.

As Director of the Boston Regional Office, Mr. Bergers has been overseeing the SEC’s enforcement and examination programs in Massachusetts, Connecticut, New Hampshire, Maine, Vermont, and Rhode Island.  The Boston office oversees more than 1,100 investment advisers, 60 mutual fund complexes, and 375 broker-dealers, including more than 200 investment advisers who recently registered with the SEC following the passage of the Dodd-Frank Act. 

Mr. Bergers served at the SEC from 1998 to 2000 and returned in 2001, ascending through various enforcement positions until becoming head of SEC enforcement in Boston.  He was appointed Regional Director of the Boston office in 2006.  Mr. Bergers has led hundreds of SEC investigations into investment and financial fraud, insider trading, and other securities law violations.  During the past four years, he played leadership roles in the reorganization of the Division of Enforcement and the Office of Compliance Inspections and Examinations (OCIE), and also helped write the rules for the SEC’s new national whistleblower program.  Since 2010, Mr. Bergers has served on OCIE’s Executive Committee, which is responsible for setting policy and direction for the national examination program. 

Mr. Bergers, 45, received the SEC’s Stanley Sporkin Award in 2010, the Law and Policy Award in 2011, and the SEC-NTEU Labor-Management Relations Award in 2011 and 2012.  He received a Lawyer of the Year Award from Massachusetts Lawyers Weekly in 2006.

Mr. Bergers previously practiced at law firms in Philadelphia and Boston, and served as a vice president and assistant general counsel of a regional broker-dealer and primary counsel to an affiliated investment adviser.  Mr. Bergers obtained his bachelor’s degree in 1989 from Eastern Nazarene College, and earned his law degree in 1992 at Yale Law School.

* * *

Following the departure of Mr. Bergers, John T. Dugan will become the Acting Director of the Boston Regional Office.  Mr. Dugan has served at the SEC since 1999, and was appointed Associate Regional Director for Enforcement in Boston in 2006.  (Press Rel. 2013-79)

Commission Meetings

Closed Meeting on Thursday, May 9, 2013 at 2:00 p.m.

The subject matter of the Closed Meeting will be: institution and settlement of injunctive actions; institution and settlement of administrative proceedings; and other matters relating to enforcement proceedings.

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) 551-5400.


Commission Charges Gatekeepers of Two Mutual Fund Trusts for Inaccurate Disclosures about Decisions on Behalf of Shareholders

The Exchange Commission today charged the gatekeepers of a pair of mutual fund trusts with causing untrue or misleading disclosures about the factors they considered when approving or renewing investment advisory contracts on behalf of shareholders. 

Some trusts are created as turnkey mutual fund operations that launch numerous funds to be managed by different unaffiliated advisers and overseen by a single board of trustees.  The federal securities laws require all mutual fund directors to evaluate and approve a fund’s contract with its investment adviser, and the funds must report back to shareholders about the material factors considered by the directors in making these decisions.  The SEC Enforcement Division’s Asset Management Unit has been taking a widespread look into the investment advisory contract renewal process and fee arrangements in the fund industry.

An SEC investigation that arose from an examination of the Northern Lights Fund Trust and the Northern Lights Variable Trust found that some of the trusts’ shareholder reports either misrepresented material information considered by the trustees or omitted material information about how they evaluated certain factors in reaching their decisions on behalf of the funds and their shareholders.  The trustees and the trusts’ chief compliance officer Northern Lights Compliance Services (NLCS) were responsible for causing violations of the SEC’s compliance rule, and the trusts’ fund administrator Gemini Fund Services (GFS) caused violations of the Investment Company Act recordkeeping and reporting provisions.

The firms and the trustees have agreed to settle the SEC’s charges.

 “Determining the terms of the investment advisory contract, especially compensation of the adviser, is one of the most critical duties of a mutual fund board,” said George S. Canellos, Co-Director of the SEC’s Division of Enforcement.  “We will aggressively enforce investors’ rights to accurate and complete information about the board’s process and decision-making.” 

The five trustees named in the SEC enforcement action are: Michael Miola of Arizona, Lester M. Bryan of Utah, Anthony J. Hertl of Florida, Gary W. Lanzen of Nevada, and Mark H. Taylor of Ohio.

According to the SEC’s order instituting settled administrative proceedings, the Northern Lights trusts included up to 71 mutual fund series from January 2009 to December 2010, most of which were managed by different advisers and sub-advisers.  The trustees conducted 15 board meetings during that time period, and made decisions about 113 advisory and 32 sub-advisory contracts during what’s known as the 15(c) process.  Section 15(c) of the Investment Company Act requires fund directors to request and evaluate information that is reasonably necessary to evaluate the terms of any contract for an investment adviser of a registered investment company. 

The SEC’s order found that some boilerplate disclosures related to the 15(c) process that were included by GFS in some fund series shareholder reports contained untrue or misleading information.  For example, one disclosure claimed that the trustees had considered peer group information about the advisory fee, however no such data had been provided to the trustees.  Other disclosures misleadingly indicated that the fund’s advisory fee was not materially higher than its peer group range, when in fact the fee was nearly double the peer group’s mean fee or even higher.  GFS failed to ensure that certain shareholder reports contained the required disclosures about the trustees’ evaluation process and failed to ensure that certain series within the trusts maintained and preserved their 15(c) files. 

The SEC’s order also found that certain mutual fund series did not follow their policies and procedures for the trustees’ approval of the investment advisers’ compliance programs.  Fund boards are required to approve the policies and procedures of service providers to a fund, including its adviser.  The policies and procedures of each series within the Northern Lights trusts stated that the trustees could approve the compliance program of each series’ investment adviser based on their review of an adviser’s compliance manual or based on a summary provided by NLCS that familiarized them with the salient features of the compliance program and provided a good understanding of how the program addressed particularly significant compliance risks.  Rather than following this process, the trustees’ approval of the advisers’ compliance programs was based primarily on their review of a brief written statement prepared by NLCS saying that the advisers’ compliance manuals were “sufficient and in use” and a verbal representation by NLCS that such manuals were adequate.

 “These violations make clear that turnkey mutual fund arrangements can pose significant governance concerns, and trustees must be vigilant in ensuring that the funds they oversee meet their disclosure, compliance, reporting, and recordkeeping obligations,” said Marshall S. Sprung, Deputy Chief of the SEC Enforcement Division’s Asset Management Unit. 

The SEC’s order finds that GFS caused violations of Sections 30(e) and 31(a) of the Investment Company Act and Rules 30e-1 and 31a-2(a)(6); NLCS and the trustees caused violations of Rule 38a-1(a)(1) under the Investment Company Act; and the trustees caused violations of Section 34(b) of the Investment Company Act.  Without admitting or denying the SEC’s findings, GFS and NLCS each agreed to pay $50,000 penalties, and the firms and trustees agreed to engage an independent compliance consultant to address the violations found in the SEC’s order.  They agreed to cease and desist from committing or causing any violations and any future violations of those provisions.  (Press Rel. 2013-78; IC-30502; File No. 3-15313)


Immediate Effectiveness of Proposed Rule Change

A proposed rule change filed by NYSE Arca, Inc. (SR-NYSEARCA-2013-46) to amend the NYSE Arca Options Fee Schedule to Raise the Take Liquidity Fee for Firm and Broker Dealer Electronic Executions in Penny Pilot Issues has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934. Publication is expected in the Federal Register during the week of May 7th.  (Rel. 34-69487)

A proposed rule change filed by NYSE MKT LLC (SR-NYSEMKT-2013-38) amending NYSE Amex Options Fee Schedule for Firms to increase the transaction fee for certain proprietary electronic executions and to introduce volume-based tiers for certain proprietary electronic executions has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934.  Publication is expected in the Federal Register during the week of May 7th.  (Rel. 34-69488)

A proposed rule change (SR-NYSEMKT-2013-39) filed by NYSE MKT LLC to amend the NYSE Amex Options Fee Schedule to modify the existing floor broker rebate for executed qualified contingent cross orders has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934.  Publication is expected in the Federal Register during the week of May 7th.  (Rel. 34-69489)

A proposed rule change filed by the EDGA Exchange, Inc. (SR-EDGA-2013-11) relating to amendments to the EDGA Exchange, Inc. Fee Schedule has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934.  Publication of the notice is expected to be made in the Federal Register during the week of May 7th.  (Rel. 34-69481)

A proposed rule change filed by the EDGX Exchange, Inc. (SR-EDGX-2013-14) relating to amendments to the EDGX Exchange, Inc. Fee Schedule has become effective under Section 19(b)(3)(A) of the Securities Exchange Act of 1934.  Publication of the notice is expected to be made in the Federal Register during the week of May 7th.  (Rel. 34-69482)

A proposed rule change filed by Chicago Board Options Exchange, Incorporated relating to fingerprint-based background checks of Exchange directors, officers, employees and others  (SR-CBOE-2013-044) has become effective pursuant to Section 19(b)(3)(A) of the Securities Exchange Act of 1934.  Publication of the proposal is expected in the Federal Register during the week of May 7th.  (Rel. 34-69496).


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.

        A0, 4037504500 - 0 ($3,894,839,338.00) Unallocated (Universal) Shelf, 
        (File 333-188260 - May. 1) (BR. 11C)

        00000, 0 ($0.00) Debt, (File 333-188261 - May. 1) (BR. 04B)

S-1     BIOMET INC, 56 EAST BELL DR, WARSAW, IN, 46582, 5742676639 - 
        0 ($1.00) Other, (File 333-188262 - May. 1) (BR. 10A)

        GRAND CAYMAN, E9, KY1-1104, (281) 404-4700 - 
        0 ($775,000,000.00) Non-Convertible Debt, (File 333-188263 - May. 1) 
        (BR. 04A)

        8474823000 - 0 ($93,100,000.00) Equity, (File 333-188265 - May. 1) 
        (BR. 04B)

        5742352702 - 100,000 ($2,374,000.00) Equity, (File 333-188266 - May. 1) 
        (BR. 07B)

S-8     Charter Financial Corp, 1233 O.G. SKINNER DRIVE, WEST POINT, GA, 31833, 
        (706) 645-1391 - 764,850 ($6,587,184.00) Equity, 693,417 ($0.01) Other, 
        (File 333-188268 - May. 1) (BR. 07)

        EC1A 4DD, 7139607640 - 7,500,000 ($238,500,000.00) Equity, 
        (File 333-188272 - May. 1) (BR. 04B)

S-1     CareView Communications Inc, 405 STATE HIGHWAY 121, SUITE B-240, 
        LEWISVILLE, TX, 75067, 972-943-6050 - 8,720,000 ($4,708,800.00) Equity, 
        (File 333-188273 - May. 1) (BR. 11A)

        DALLAS, TX, 75201, 214-462-6831 - 3,850,000 ($138,561,500.00) Equity, 
        (File 333-188274 - May. 1) (BR. 12A)

S-3     Digital Cinema Destinations Corp., 250 E. BROAD STREET, WESTFIELD, NJ, 
        07090, 908-396-1362 - 10,504,507 ($10,504,507.00) Equity, 
        (File 333-188275 - May. 1) (BR. 05A)

        650-687-3600 - 9,182 ($133,139.00) Equity, (File 333-188276 - May. 1) 
        (BR. 03C)

        CO, 95765, 646-450-1843 - 2,572,823 ($1,286,412.00) Equity, 
        (File 333-188277 - May. 1) (BR. 11C)


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


Entry into a Material Definitive Agreement


Termination of a Material Definitive Agreement


Bankruptcy or Receivership


Completion of Acquisition or Disposition of Assets


Results of Operations and Financial Condition


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


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


Cost Associated with Exit or Disposal Activities


Material Impairments


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


Unregistered Sales of Equity Securities


Material Modifications to Rights of Security Holders


Changes in Registrant's Certifying Accountant


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


Changes in Control of Registrant


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


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


Temporary Suspension of Trading Under Registrant's Employee Benefit Plans


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


Change in Shell Company Status


ABS Informational and Computational Material.


Change of Servicer or Trustee.


Change in Credit Enhancement or Other External Support.


Failure to Make a Required Distribution.


Securities Act Updating Disclosure.


Regulation FD Disclosure


Other Events


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.

NAME OF ISSUER                          CODE     8K ITEM NO.          DATE        COMMENT


3D SYSTEMS CORP                         DE       8.01,9.01            05/01/13

Acadia Healthcare Company, Inc.         DE       2.02,9.01            05/01/13

ACCESS MIDSTREAM PARTNERS LP            DE       2.02,9.01            04/30/13

ACTIVE NETWORK INC                      DE       2.02,5.02,8.01,9.01  04/30/13

ADCARE HEALTH SYSTEMS INC               OH       5.02                 04/25/13

ADT Corp                                DE       2.02,9.01            05/01/13

ADVANCED CELL TECHNOLOGY, INC.          DE       1.01,3.02,9.01       04/25/13

ADVANT E CORP                           DE       8.01,9.01            05/01/13

Affinia Group Intermediate Holdings I   DE       1.01,2.03,9.01       04/25/13

AGENUS INC                              DE       8.01,9.01            05/01/13

AGL RESOURCES INC                       GA       5.07                 04/30/13

ALBANY INTERNATIONAL CORP /DE/          DE       2.02,9.01            05/01/13

ALIMERA SCIENCES INC                    DE       8.01                 05/01/13

ALL GRADE MINING, INC.                  CO       4.01                 03/28/13    AMEND

ALLBRITTON COMMUNICATIONS CO            DE       8.01,9.01            05/01/13

ALLERAYDE SAB, INC.                     FL       5.03,9.01            04/30/13

ALLERGAN INC                            DE       2.02,9.01            05/01/13

ALLERGAN INC                            DE       5.07                 04/30/13

ALLSTATE CORP                           DE       2.02,9.01            05/01/13

Ally Financial Inc.                     DE       2.02,9.01            05/01/13

Alon USA Energy, Inc.                   DE       2.02,9.01            04/30/13

Alon USA Partners, LP                   DE       2.02,9.01            04/30/13

AMARU INC                               NV       4.02,9.01            04/18/13    AMEND

AMBASSADORS GROUP INC                   DE       2.02,9.01            03/31/13

AMERICAN DG ENERGY INC                  DE       2.02                 04/30/13

AMERICAN EQUITY INVESTMENT LIFE HOLDI   IA       2.02,9.01            05/01/13

AMERICAN POWER GROUP Corp               DE       5.07                 04/25/13

AMERICAN TOWER CORP /MA/                DE       2.02,9.01            05/01/13

AMERIGAS PARTNERS LP                    DE       2.02,7.01,9.01       04/30/13

AMERISAFE INC                           TX       2.02,9.01            05/01/13

AMERITRANS CAPITAL CORP                 DE       1.03,2.01,2.03,9.01  04/25/13

Amtrust Financial Services, Inc.        DE       2.02,9.01            05/01/13

ANNALY CAPITAL MANAGEMENT INC           MD       2.02,9.01            05/01/13

AnythingIT, Inc.                        DE       2.01,7.01,9.01       05/01/13

APRIA HEALTHCARE GROUP INC              DE       2.02,9.01            05/01/13

APT Systems Inc                                  4.01,9.01            05/01/13

Arlington Asset Investment Corp.        VA       1.01,2.03,9.01       05/01/13

ARRIS GROUP INC                         DE       5.02                 04/25/13

ARROW ELECTRONICS INC                   NY       2.02,9.01            05/01/13

ARROWHEAD RESEARCH CORP                 DE       1.01,3.02,           04/29/13

ASPEN GROUP, INC.                       DE       5.03                 04/25/13

ASSOCIATED MATERIALS, LLC               DE       1.01,2.03            05/01/13

ASTROTECH Corp \WA\                     WA       5.07,9.01            04/26/13

ATHENAHEALTH INC                        DE       5.02                 04/25/13

Athens Bancshares Corp                           2.02,9.01            04/30/13

ATMEL CORP                              DE       2.02,9.01            05/01/13

ATMOS ENERGY CORP                       TX       2.02,9.01            05/01/13

ATWOOD OCEANICS INC                     TX       7.01,9.01            05/01/13

ATWOOD OCEANICS INC                     TX       2.02,9.01            05/01/13

AUTOINFO, INC                           DE       2.01,3.03,5.01,5.02, 04/25/13

AVALONBAY COMMUNITIES INC               MD       2.02,9.01            04/30/13

AVIAT NETWORKS, INC.                    DE       2.02,7.01,9.01       05/01/13

AVIS BUDGET GROUP, INC.                 DE       2.02,9.01            05/01/13

AVISTA CORP                             WA       2.02,9.01            05/01/13

AxoGen, Inc.                            MN       2.02,9.01            04/30/13

AXT INC                                 DE       2.02,9.01            05/01/13

Baltic Trading Ltd                      1T       2.02,9.01            05/01/13

BB&T CORP                               NC       5.03,8.01,9.01       04/29/13

Be Active Holdings, Inc.                DE       3.02,9.01            04/25/13

BEL FUSE INC /NJ                        NJ       2.02,9.01            05/01/13

BioDrain Medical, Inc.                  MN       1.01,9.01            04/25/13

BIOZONE PHARMACEUTICALS, INC.           NV       3.02,9.01            04/25/13

BLACKBAUD INC                                    2.02,9.01            05/01/13

BlueLinx Holdings Inc.                  DE       2.02,9.01            05/01/13

BOB EVANS FARMS INC                     DE       2.02,4.02,9.01       05/01/13

BOK FINANCIAL CORP ET AL                OK       2.02,9.01            04/30/13

BOSTON BEER CO INC                      MA       2.02,9.01            05/01/13

BOSTON PROPERTIES INC                   DE       2.02,9.01            04/30/13

BOSTON PROPERTIES LTD PARTNERSHIP       DE       2.02,9.01            04/30/13

BRE PROPERTIES INC /MD/                 MD       2.02,8.01,9.01       04/30/13

Bridgeline Digital, Inc.                DE       5.07                 04/26/13

BROCADE COMMUNICATIONS SYSTEMS INC      DE       2.02,9.01            05/01/13

Brookdale Senior Living Inc.            DE       2.02,7.01,9.01       05/01/13

BUCKEYE TECHNOLOGIES INC                DE       2.02,7.01,9.01       04/30/13

C&J Energy Services, Inc.               DE       2.02,7.01,9.01       05/01/13

CACI INTERNATIONAL INC /DE/             DE       2.02,7.01,9.01       05/01/13

CAESARS ENTERTAINMENT Corp              DE       2.02,9.01            05/01/13

CALIFORNIA WATER SERVICE GROUP          DE       2.02,9.01            05/01/13

CAMDEN NATIONAL CORP                    ME       5.07                 05/01/13

Cardiovascular Systems Inc              DE       2.02,9.01            05/01/13

CASTLE A M & CO                         MD       8.01                 04/30/13

CBEYOND, INC.                                    2.02,9.01            05/01/13

CBS CORP                                DE       2.02,9.01            05/01/13

CDW Corp                                DE       1.01,1.02,2.03,9.01  04/29/13

CENTERPOINT ENERGY INC                           5.02,9.01            04/25/13

CENTRAL EUROPEAN DISTRIBUTION CORP      DE       1.01                 04/26/13

CENTRAL PACIFIC FINANCIAL CORP          HI       5.02,5.07,9.01       04/26/13

Ceres Ventures, Inc.                    NV       1.01,2.01,5.02,9.01  04/26/13

CHASE BANK USA, NATIONAL ASSOCIATION    DE       8.01,9.01            05/01/13

Chefs' Warehouse, Inc.                  DE       1.01,2.01,7.01,9.01  05/01/13

Chemtura CORP                           DE       2.01,9.01            04/30/13

CHESAPEAKE ENERGY CORP                  OK       2.02,9.01            05/01/13

CHOICE HOTELS INTERNATIONAL INC /DE     DE       5.02,5.03,5.07,9.01  04/26/13

Chrysler Group LLC                      DE       8.01,9.01            05/01/13

CITIGROUP INC                           DE       9.01                 05/01/13

CLEAN HARBORS INC                       MA       2.02,9.01            05/01/13

Clearwire Corp /DE                      DE       2.03,8.01,9.01       05/01/13

CLOROX CO /DE/                          DE       2.02,7.01,9.01       05/01/13

CNL LIFESTYLE PROPERTIES INC            MD       8.01,9.01            04/30/13

COMCAST CORP                            PA       2.02,9.01            05/01/13

COMFORT SYSTEMS USA INC                          2.02,8.01,9.01       05/01/13

Comverse, Inc.                          DE       2.02,5.08,8.01,9.01  04/29/13

Con-way Inc.                            DE       2.02,9.01            05/01/13

CONCUR TECHNOLOGIES INC                 DE       2.02,9.01            05/01/13

CONSTELLATION BRANDS, INC.              DE       5.02,9.01            04/26/13

CONTANGO OIL & GAS CO                   DE       8.01,9.01            04/29/13

CONTANGO OIL & GAS CO                   DE       1.01,5.01,5.02,9.01  04/29/13

Copano Energy, L.L.C.                            2.01,3.01,3.03,4.01, 04/30/13

Copano Energy, L.L.C.                            1.02,8.01,9.01       05/01/13

CORNERSTONE BANCSHARES INC              TN       5.07                 04/25/13

Cornerstone OnDemand Inc                DE       2.02,9.01            05/01/13

CORPORATE EXECUTIVE BOARD CO            DE       2.02,9.01            05/01/13

CORPORATE OFFICE PROPERTIES TRUST       MD       8.01,9.01            05/01/13

CORTLAND BANCORP INC                    OH       8.01,9.01            04/30/13

COSTCO WHOLESALE CORP /NEW              WA       8.01,9.01            04/30/13

COTT CORP /CN/                                   2.02,5.02,           04/30/13

COURIER Corp                            MA       2.02,8.01,9.01       04/30/13

COVANCE INC                             DE       2.02,9.01            05/01/13

COVENTRY HEALTH CARE INC                DE       2.02,9.01            05/01/13

COVENTRY HEALTH CARE INC                DE       5.02,9.01            04/30/13

CPI CORP                                DE       1.03,5.02,8.01       05/01/13

Crescent Financial Bancshares, Inc.              2.02,9.01            05/01/13

CST Brands, Inc.                        DE       1.01,2.03,5.02,5.03, 04/29/13

CVS CAREMARK CORP                       DE       2.02,9.01            04/26/13

CVS CAREMARK CORP                       DE       5.02                 05/01/13

Cyalume Technologies Holdings, Inc.     DE       5.02,8.01,9.01       04/30/13

DATA I/O CORP                           WA       2.02,9.01            04/29/13

DCT Industrial Trust Inc.               MD       5.03,8.01,9.01       05/01/13

DDR CORP                                OH       2.02,9.01            04/30/13

DEAN FOODS CO                           DE       5.02,8.01,9.01       05/01/13

DECISION DIAGNOSTICS CORP               NV       4.01,9.01            04/16/13    AMEND

Delphi Automotive PLC                   Y9       2.02,9.01            05/01/13

DELTA MUTUAL INC                        DE       5.02                 04/25/13

Development Capital Group, Inc.         FL       5.02                 04/29/13

DEVON ENERGY CORP/DE                    DE       2.02,9.01            05/01/13

DEXCOM INC                              DE       2.02,9.01            05/01/13

DFC GLOBAL CORP.                        DE       2.02,9.01            05/01/13

Diversicare Healthcare Services, Inc.   DE       1.01,2.01            05/01/13

Dividend Capital Diversified Property   MD       8.01                 04/01/13

DIXIE GROUP INC                         TN       2.02,9.01            05/01/13

DIXIE GROUP INC                         TN       7.01,9.01            05/01/13

DOCUMENT SECURITY SYSTEMS INC           NY       1.01,9.01            04/30/13

DOMINOS PIZZA INC                                7.01,9.01            05/01/13

DTE ENERGY CO                           MI       7.01,9.01            05/01/13

DXP ENTERPRISES INC                     TX       2.02,9.01            05/01/13

DYNEGY INC.                             DE       7.01,9.01            04/30/13

E-WASTE CORP.                           FL       5.02                 04/26/13

EAGLE ROCK ENERGY PARTNERS L P          DE       2.02,9.01            05/01/13

EASTMAN KODAK CO                        NJ       7.01,9.01            05/01/13

EASTMAN KODAK CO                        NJ       1.01,9.01            04/26/13

EBIX INC                                DE       8.01,9.01            05/01/13

EDGEWATER TECHNOLOGY INC/DE/            DE       2.02,9.01            05/01/13

EL PASO ELECTRIC CO /TX/                TX       2.02,9.01            05/01/13

ENDEAVOUR INTERNATIONAL CORP            NV       1.01,3.02,9.01       04/30/13

ENDURANCE SPECIALTY HOLDINGS LTD                 2.02,9.01            05/01/13

ENERGIZER HOLDINGS INC                  MO       2.02,5.02,9.01       05/01/13

Energy Transfer Equity, L.P.            DE       5.02                 05/01/13

Energy Transfer Equity, L.P.            DE       1.01,2.01,5.03,      04/25/13

Energy Transfer Partners, L.P.          DE       1.01,2.01,3.02,      04/30/13

EnteroMedics Inc                                 2.02,9.01            05/01/13

EnteroMedics Inc                                 5.02                 04/25/13

ENVIRONMENTAL SCIENCE & TECHNOLOGIES,   DE       5.01,5.02,9.01       12/10/12    AMEND

EQUITY ONE, INC.                                 2.02,7.01,9.01       05/01/13

EQUITY RESIDENTIAL                      MD       2.02,9.01            04/30/13

Erickson Air-Crane Inc.                 DE       1.01,8.01,9.01       04/25/13

ESSA Bancorp, Inc.                      PA       5.02,9.01            05/01/13

Eureka Financial Corp.                           2.02,9.01            04/30/13

EXACT SCIENCES CORP                     DE       2.02,9.01            05/01/13

EXCO RESOURCES INC                      TX       2.02,9.01            04/30/13

EXELON CORP                             PA       2.02,7.01,9.01       05/01/13

ExlService Holdings, Inc.               DE       2.02,9.01            05/01/13

EXOPACK HOLDING CORP                             2.02,8.01            05/01/13

EXPEDITORS INTERNATIONAL OF WASHINGTO   WA       2.02,9.01            05/01/13

EXTREME NETWORKS INC                    DE       5.02,9.01            04/25/13

Facebook Inc                                     2.02,5.02,9.01       04/25/13

FARMERS NATIONAL BANC CORP /OH/         OH       5.03,5.07,9.01       04/25/13

FEDERAL REALTY INVESTMENT TRUST         MD       2.02,9.01            05/01/13

FIDELITY D & D BANCORP INC              PA       2.02,9.01            05/01/13

Fidelity National Financial, Inc.                2.02,9.01            05/01/13

FIDELITY SOUTHERN CORP                  GA       5.07                 04/25/13

FIRST KEYSTONE CORP                     PA       2.02,9.01            04/29/13

FIRST NIAGARA FINANCIAL GROUP INC       DE       7.01,9.01            04/30/13

FIRST NORTHERN COMMUNITY BANCORP        CA       2.02,7.01,9.01       03/31/13

FIRST OF LONG ISLAND CORP               NY       2.02,9.01            04/30/13

FIRSTIN WIRELESS TECHNOLOGY, INC.       NV       5.02                 04/01/13

FLIR SYSTEMS INC                        OR       5.07                 04/26/13

FLIR SYSTEMS INC                        OR       5.02,9.01            04/25/13

FLUIDIGM CORP                           DE       2.02,9.01            05/01/13

FORD MOTOR CO                           DE       8.01,9.01            04/30/13

FORD MOTOR CREDIT CO LLC                DE       8.01,9.01            05/01/13

FORMFACTOR INC                          DE       2.02,9.01            05/01/13

FRANKLIN FINANCIAL SERVICES CORP /PA/   PA       5.07                 05/01/13

FRESH DEL MONTE PRODUCE INC             E9       5.07                 05/01/13

FRESH DEL MONTE PRODUCE INC             E9       7.01,9.01            05/01/13

FRESH START PRIVATE MANAGEMENT, INC.    NV       1.01,3.02,9.01       04/30/13

FRONTIER COMMUNICATIONS CORP            DE       8.01,9.01            05/01/13

FS Investment CORP                      MD       8.01                 05/01/13

FS Investment Corp II                   MD       2.02                 04/30/13

FuLuCai Productions Ltd.                NV       5.02                 04/26/13

FutureFuel Corp.                        DE       8.01,9.01            05/01/13

GAP INC                                 DE       1.01,2.03,9.01       05/01/13

GARMIN LTD                              V8       2.02,9.01            05/01/13

GASCO ENERGY INC                        NV       3.01                 04/29/13

GATX CORP                               NY       5.07                 05/01/13

GENCO SHIPPING & TRADING LTD                     2.02,9.01            05/01/13

GENERAL CABLE CORP /DE/                 DE       2.02,9.01            04/30/13

GENESEE & WYOMING INC                   DE       2.02,9.01            05/01/13

Genpact LTD                             D0       2.02,9.01            05/01/13

GLATFELTER P H CO                       PA       2.01,2.02,9.01       04/30/13

GLOBAL GROUP ENTERPRISES CORP.          FL       5.02                 04/26/13

GLU MOBILE INC                          DE       2.02,2.05,9.01       04/30/13

GlyEco, Inc.                            NV       7.01,9.01            04/25/13

GREAT WEST LIFE & ANNUITY INSURANCE C   CO       5.05                 04/26/13

GROUP 1 AUTOMOTIVE INC                  DE       8.01,9.01            04/30/13

GRYPHON GOLD CORP                       NV       5.02,7.01,9.01       05/01/13

GT Advanced Technologies Inc.           DE       2.02,7.01,9.01       05/01/13

GUIDED THERAPEUTICS INC                 DE       7.01,9.01            05/01/13

GULFMARK OFFSHORE INC                   DE       2.02,9.01            04/29/13

GULFMARK OFFSHORE INC                   DE       7.01,9.01            04/30/13

HAEMONETICS CORP                        MA       2.02,2.05,9.01       04/30/13

HALLIBURTON CO                          DE       8.01                 04/29/13

HCA Holdings, Inc.                               1.01,2.03,9.01       04/25/13

HEALTHCARE REALTY TRUST INC             MD       2.02,7.01,9.01       05/01/13

HERSHA HOSPITALITY TRUST                MD       2.02,9.01            04/30/13

HFF, Inc.                               DE       2.02,9.01            05/01/13

HICKORY TECH CORP                       MN       2.02,9.01            05/01/13

HIGHWOODS PROPERTIES INC                MD       8.01,9.01            05/01/13

HIGHWOODS PROPERTIES INC                MD       8.01,9.01            05/01/13

HILLMAN COMPANIES INC                   DE       9.01                 02/19/13    AMEND

HINTO ENERGY, INC                       WY       7.01,9.01            04/30/13

HKN, Inc.                               DE       5.03,9.01            04/26/13

HomeTown Bankshares Corp                         2.02,9.01            04/26/13

HOSPIRA INC                             DE       2.02,9.01            05/01/13

HOSPIRA INC                             DE       2.02,9.01            05/01/13

HUDSON TECHNOLOGIES INC /NY             NY       2.02,9.01            05/01/13

HUMANA INC                              DE       2.02,7.01,9.01       05/01/13

HUMANA INC                              DE       5.07                 04/25/13

Hyatt Hotels Corp                       DE       2.02,8.01,9.01       05/01/13

HYSTER-YALE MATERIALS HANDLING, INC.    DE       2.02,9.01            05/01/13

HYSTER-YALE MATERIALS HANDLING, INC.    DE       2.02,7.01,9.01       05/01/13

iBio, Inc.                              DE       1.02,9.01            04/26/13

IEC ELECTRONICS CORP                    DE       4.02,7.01,9.01       04/25/13

iGambit, Inc.                           DE       1.01                 04/25/13

IMAGE SENSING SYSTEMS INC               MN       2.02,9.01            05/01/13

IMAGING DIAGNOSTIC SYSTEMS INC /FL/     FL       5.02                 04/30/13

IMATION CORP                            DE       2.02,9.01            05/01/13

IMPAX LABORATORIES INC                  DE       2.02,9.01            05/01/13

Imperial Holdings, Inc.                          1.01,1.02,2.01,      04/29/13

INFINITY ENERGY RESOURCES, INC          DE       2.03,3.02,9.01       04/29/13

Inland Diversified Real Estate Trust,   MD       7.01,9.01            05/01/13

INPHI Corp                              DE       2.02,9.01            05/01/13

INSIGHT ENTERPRISES INC                 DE       2.02,9.01            05/01/13

INSIGNIA SYSTEMS INC/MN                 MN       2.02,9.01            05/01/13

INSMED INC                              VA       3.02                 04/30/13

INTEGRYS ENERGY GROUP, INC.             WI       2.02,9.01            05/01/13

INTERCONTINENTALEXCHANGE INC            DE       2.02,8.01,9.01       05/01/13

Intrepid Potash, Inc.                   DE       2.02,9.01            05/01/13

Invesco Mortgage Capital Inc.           MD       2.02,9.01            05/01/13

Investors Bancorp Inc                   DE       8.01                 04/25/13

ION GEOPHYSICAL CORP                    DE       2.02,7.01,9.01       04/30/13

ION GEOPHYSICAL CORP                    DE       7.01,9.01            05/01/13

IPARTY CORP                             DE       8.01                 05/01/13

IPG PHOTONICS CORP                      DE       2.02,9.01            05/01/13

IRON MOUNTAIN INC                       DE       2.02,9.01            05/01/13

iTalk Inc.                              NV       8.01,9.01            05/01/13

ITRONICS INC                            TX       2.02                 04/23/13

JACOBS ENGINEERING GROUP INC /DE/       DE       2.02,9.01            04/29/13

James River Coal CO                     VA       2.02,7.01,9.01       05/01/13

JDS UNIPHASE CORP /CA/                  DE       2.02,9.01            05/01/13

JF CHINA REGION FUND INC                MD       3.01                 04/24/13

JONES GROUP INC                         PA       2.02,7.01,9.01       05/01/13

JONES LANG LASALLE INC                  MD       2.02,9.01            04/30/13

JPMORGAN CHASE & CO                     DE       8.01,9.01            05/01/13

K SWISS INC                             DE       5.07,8.01,9.01       04/26/13

KAR Auction Services, Inc.              DE       2.02,9.01            05/01/13

KEWAUNEE SCIENTIFIC CORP /DE/           DE       5.02,9.01            04/29/13

KILROY REALTY CORP                      MD       2.02,7.01,9.01       04/30/13

KIMCO REALTY CORP                       MD       2.02                 05/01/13

KIMCO REALTY CORP                       MD       5.07                 04/30/13

KINDER MORGAN ENERGY PARTNERS L P       DE       2.01,8.01,9.01       05/01/13

KINDER MORGAN ENERGY PARTNERS L P       DE       1.01,9.01            05/01/13

KKR Financial Holdings LLC              DE       2.02,8.01,9.01       05/01/13

KNIGHT CAPITAL GROUP, INC.              DE       2.02,7.01,9.01       05/01/13

KOPIN CORP                              DE       8.01                 04/30/13

LAKELAND INDUSTRIES INC                 DE       2.02,9.01            05/01/13

LANDMARK BANCORP INC                    DE       2.02,8.01,9.01       05/01/13

LANNETT CO INC                          DE       2.02,9.01            04/30/13

LAS VEGAS SANDS CORP                    NV       2.02,9.01            05/01/13

LaSalle Hotel Properties                MD       5.07                 04/30/13

LEARNING TREE INTERNATIONAL INC         DE       5.07                 04/29/13

Legend Oil & Gas, Ltd.                  CO       8.01                 05/01/13

LEXMARK INTERNATIONAL INC /KY/          DE       8.01                 05/01/13

Li3 Energy, Inc.                        NV       1.01,2.01,8.01,9.01  04/16/13

LIFELOCK, INC.                          DE       2.02,9.01            05/01/13

LIFESTYLE MEDICAL NETWORK, INC.         NV       4.02                 04/26/13

LINCOLN NATIONAL CORP                   IN       2.02,9.01            05/01/13

LINCOLN NATIONAL CORP                   IN       5.04,9.01            05/01/13

LIONBRIDGE TECHNOLOGIES INC /DE/        DE       8.01                 05/01/13

LKQ CORP                                DE       8.01,9.01            05/01/13

LOOKSMART LTD                           DE       5.02                 04/25/13

LRR Energy, L.P.                        DE       2.02,9.01            05/01/13

LSB INDUSTRIES INC                      DE       1.01,9.01            04/29/13

Lumos Networks Corp.                    VA       5.07                 05/01/13

LYDALL INC /DE/                         DE       2.02,9.01            05/01/13

MACERICH CO                             MD       2.02,7.01,9.01       05/01/13

MAGNUM HUNTER RESOURCES CORP            DE       7.01                 05/01/13

Manning & Napier, Inc.                           2.02,9.01            05/01/13

Manning & Napier, Inc.                           5.02                 04/30/13

ManpowerGroup Inc.                      WI       5.07,8.01            04/30/13

MANTECH INTERNATIONAL CORP              DE       2.02,7.01,8.01,9.01  05/01/13

MARKEL CORP                             VA       2.01,5.02,9.01       05/01/13

MARRIOTT INTERNATIONAL INC /MD/         DE       2.02,9.01            05/01/13

MASTERCARD INC                          DE       2.02,7.01,9.01       05/01/13

MATERION Corp                                    7.01,9.01            05/01/13

MATERION Corp                                    8.01,9.01            05/01/13

MATERION Corp                                    7.01,9.01            05/01/13

Mayflower Bancorp Inc                   MA       2.02,8.01,9.01       04/30/13

MCGRATH RENTCORP                        CA       2.02,9.01            05/01/13

MDU RESOURCES GROUP INC                 DE       2.02,7.01,9.01       04/30/13

MEDASSETS INC                           DE       2.02,9.01            05/01/13

MEDGENICS, INC.                         DE       5.02,5.07,9.01       04/30/13

MEDISAFE 1 TECHNOLOGIES CORP            DE       8.01,9.01            04/30/13

MEDIZONE INTERNATIONAL INC              NV       8.01,9.01            05/01/13

MeetMe, Inc.                            DE       1.01,2.03,           04/29/13

Merck & Co. Inc.                        NJ       2.02,9.01            05/01/13

Merriman Holdings, Inc                  DE       3.02,9.01            04/26/13

METLIFE INC                             DE       2.02,9.01            05/01/13

MFA FINANCIAL, INC.                     MD       2.02,7.01            05/01/13

MFRI INC                                DE       1.01,2.01,7.01,9.01  04/25/13

MICRON TECHNOLOGY INC                   DE       8.01                 04/30/13

MICROSOFT CORP                          WA       8.01,9.01            04/25/13

MID AMERICA APARTMENT COMMUNITIES INC   TN       2.02,9.01            05/01/13

MIDDLEBURG FINANCIAL CORP               VA       2.02,7.01,8.01,9.01  05/01/13

MIDSOUTH BANCORP INC                    LA       2.02,9.01            03/31/13

Midway Gold Corp                        A1       7.01,9.01            05/01/13

MIMEDX GROUP, INC.                      FL       2.02,9.01            05/01/13

mLight Tech, Inc.                       FL       4.01,9.01            04/26/13

MOD PAC CORP                            NY       2.02,9.01            05/01/13

Monotype Imaging Holdings Inc.          DE       2.02,9.01            05/01/13

MOVADO GROUP INC                        NY       5.02                 04/30/13

Moxian Group Holdings, Inc.             FL       1.01,2.01,3.02,      04/25/13

MSB FINANCIAL CORP.                     X1       5.02                 04/26/13

MSCI Inc.                               DE       2.02,9.01            05/01/13

Mueller Water Products, Inc.            DE       7.01,9.01            05/01/13

MURPHY OIL CORP /DE                     DE       2.02,9.01            05/01/13

NACCO INDUSTRIES INC                    DE       2.02,9.01            05/01/13

NACCO INDUSTRIES INC                    DE       2.02,7.01,9.01       05/01/13

NANOPHASE TECHNOLOGIES CORPORATION      IL       2.02,9.01            05/01/13

National Automation Services Inc        NV       5.02,9.01            05/01/13

National Bank Holdings Corp             DE       7.01,8.01,9.01       05/01/13

NATUS MEDICAL INC                       DE       9.01                 06/29/12    AMEND

NAVIDEA BIOPHARMACEUTICALS, INC.        DE       8.01,9.01            05/01/13

NCI, Inc.                               DE       2.02,7.01,9.01       05/01/13

NEOMEDIA TECHNOLOGIES INC               DE       4.01                 04/25/13

NeoStem, Inc.                           DE       8.01,9.01            04/30/13

Neutral Tandem Inc                               2.02,9.01            05/01/13

NEW YORK COMMUNITY BANCORP INC          DE       7.01,9.01            05/01/13

NEW YORK TIMES CO                       NY       5.07                 05/01/13

NEWPARK RESOURCES INC                   DE       7.01,9.01            05/01/13

NEWPORT CORP                            NV       2.02,9.01            05/01/13

NEWS CORP                                        8.01,9.01            05/01/13

NewStar Financial, Inc.                          2.02,9.01            05/01/13

NEXSTAR BROADCASTING GROUP INC          DE       2.01,9.01            02/15/13

NEXSTAR BROADCASTING GROUP INC          DE       2.02,8.01,9.01       05/01/13

NORTH EUROPEAN OIL ROYALTY TRUST        DE       2.02,9.01            04/30/13

NORTH VALLEY BANCORP                    CA       2.02,9.01            04/30/13

NORTHEAST UTILITIES                     MA       2.02,9.01            05/01/13

Northern Tier Energy LP                 DE       1.01,7.01,9.01       04/29/13

NorthStar Real Estate Income Trust, I   MD       8.01                 04/30/13

NOVAGEN SOLAR INC.                      NV       5.03,9.01            04/30/13

NU SKIN ENTERPRISES INC                 DE       7.01,9.01            04/30/13

NuSTATE ENERGY HOLDINGS, INC.           NV       4.01,9.01            04/25/13

NUTRI SYSTEM INC /DE/                   DE       2.02,7.01,9.01       05/01/13

NVE CORP /NEW/                          MN       2.02                 05/01/13

Ocean Shore Holding Co.                          2.02,9.01            04/30/13

Oconee Federal Financial Corp.                   2.02,9.01            05/01/13

OLIN CORP                               VA       5.07                 04/25/13

OmniAmerican Bancorp, Inc.              MD       2.02,9.01            05/01/13

ORRSTOWN FINANCIAL SERVICES INC         PA       5.07                 05/01/13

ORRSTOWN FINANCIAL SERVICES INC         PA       7.01,9.01            04/30/13

OWENS & MINOR INC/VA/                   VA       5.03,5.07,8.01,9.01  04/26/13

OXYGEN BIOTHERAPEUTICS, INC.            DE       5.07                 04/26/13

PAN GLOBAL, CORP.                       NV       1.01,2.03,3.02,      04/25/13

PAR TECHNOLOGY CORP                     DE       2.02                 05/01/13

PAREXEL INTERNATIONAL CORP              MA       2.02,9.01            04/30/13

PARK OHIO HOLDINGS CORP                 OH       2.02,9.01            05/01/13

PARKER DRILLING CO /DE/                 DE       2.02,9.01            05/01/13

Patriot Coal CORP                       DE       8.01                 04/25/13

PATRIOT TRANSPORTATION HOLDING INC      FL       2.02,9.01            05/01/13

PATRIOT TRANSPORTATION HOLDING INC      FL       2.02,9.01            05/01/13    AMEND

PDC ENERGY, INC.                        NV       2.02,9.01            05/01/13

PGT, Inc.                               DE       2.02,9.01            05/01/13

PHARMA INVESTING NEWS, INC.             NV       5.02,8.01            04/25/13

PHARMACYCLICS INC                       DE       2.02,9.01            05/01/13

PharMerica CORP                         DE       2.02,9.01            05/01/13

Phillips 66                             DE       2.02,9.01            05/01/13

PINNACLE ENTERTAINMENT INC.             DE       2.02,9.01            05/01/13

PIONEER NATURAL RESOURCES CO            DE       2.02,9.01            05/01/13

Pioneer Southwest Energy Partners L.P   DE       2.02,9.01            05/01/13
PLANAR SYSTEMS INC                      OR       5.07                 04/25/13

PMI GROUP INC                           DE       7.01,8.01,9.01       04/30/13

PNC FINANCIAL SERVICES GROUP, INC.      PA       8.01                 05/01/13

POLYONE CORP                                     2.02,9.01            05/01/13

POLYONE CORP                                     2.02,9.01            05/01/13

POLYONE CORP                                     9.01                 03/13/13    AMEND

PORTLAND GENERAL ELECTRIC CO /OR/       OR       2.02,7.01,9.01       05/01/13

Power REIT                              MD       8.01,9.01            05/01/13

ProUroCare Medical Inc.                 NV       8.01,9.01            05/01/13

PROVIDENT FINANCIAL HOLDINGS INC        DE       8.01,9.01            04/30/13

PRUDENTIAL FINANCIAL INC                NJ       2.02,7.01,9.01       05/01/13

QLOGIC CORP                             DE       5.02,8.01,9.01       04/29/13

QUANTUM FUEL SYSTEMS TECHNOLOGIES WOR   DE       3.01                 04/30/13

QUICKLOGIC CORPORATION                  CA       2.02,9.01            05/01/13

RADIAN GROUP INC                        DE       2.02,9.01            05/01/13

RAND CAPITAL CORP                       NY       5.07                 05/01/13

Raptor Pharmaceutical Corp              DE       1.01,8.01,9.01       04/25/13

REALNETWORKS INC                        WA       2.02,9.01            05/01/13

REALOGY HOLDINGS CORP.                  DE       2.02,9.01            05/01/13

REGAL BELOIT CORP                       WI       2.02,7.01,9.01       04/30/13

REGIONS FINANCIAL CORP                  DE       8.01,9.01            04/25/13

REGIONS FINANCIAL CORP                  DE       8.01,9.01            04/30/13

REGIS CORP                              MN       5.02                 04/29/13

RELIV INTERNATIONAL INC                 DE       2.02,9.01            05/01/13

REMY INTERNATIONAL, INC.                DE       2.02,9.01            05/01/13

RENAISSANCERE HOLDINGS LTD              D0       2.02,9.01            05/01/13

Renewable Energy Group, Inc.            DE       2.02,9.01            05/01/13

Resource Capital Corp.                  MD       8.01,9.01            04/29/13

RESPECT YOUR UNIVERSE, INC.             NV       5.02                 04/29/13

RF MICRO DEVICES INC                    NC       5.02                 04/26/13

Roadrunner Transportation Systems, In   DE       2.02,9.01            05/01/13

Rockwood Holdings, Inc.                 DE       7.01,9.01            05/01/13

ROMA FINANCIAL CORP                     X1       8.01                 04/25/13

Rovi Corp                               DE       2.02,9.01            05/01/13

ROWAN COMPANIES PLC                     X0       2.02,9.01            05/01/13

RTI INTERNATIONAL METALS INC            OH       5.07                 04/26/13

S Y BANCORP INC                         KY       8.01,9.01            04/30/13

Sabra Health Care REIT, Inc.            MD       2.02,9.01            05/01/13

SAIA INC                                DE       5.02,5.07            04/25/13

Samson Oil & Gas LTD                    C3       2.02,9.01            04/30/13

SANFILIPPO JOHN B & SON INC             DE       2.02,9.01            04/30/13

Sanwire Corp                                     5.02                 04/30/13

SBT Bancorp, Inc.                       CT       5.02,9.01            04/25/13

SCG Financial Acquisition Corp.         DE       4.01,5.02,9.01       04/25/13

SCHAWK INC                                       2.02,9.01            05/01/13

Seagate Technology plc                  L2       2.02,9.01            05/01/13

SEALED AIR CORP/DE                      DE       2.02,2.05,9.01       05/01/13

SEARS HOLDINGS CORP                     DE       5.07                 05/01/13

Sebring Software, Inc.                  NV       1.01,2.01,           04/25/13

SENESCO TECHNOLOGIES INC                DE       1.01,3.02,9.01       04/26/13

SEQUENTIAL BRANDS GROUP, INC.           DE       2.02,5.02,7.01,9.01  05/01/13

Sequoia Mortgage Trust 2013-6                    8.01,9.01            04/01/13

SHARPS COMPLIANCE CORP                  DE       2.02,9.01            05/01/13

Shea Homes Limited Partnership          CA       2.02,9.01            05/01/13

Shire plc                                        8.01,9.01            05/01/13

SHUTTERFLY INC                          DE       2.02,9.01            05/01/13

SIGNATURE GROUP HOLDINGS, INC.          NV       8.01                 04/30/13

SILVER SPRING NETWORKS INC              DE       2.02,9.01            05/01/13

SINOCOKING COAL & COKE CHEMICAL INDUS   FL       8.01,9.01            05/01/13

SM Energy Co                            DE       2.02,9.01            04/30/13

SMITH MICRO SOFTWARE INC                DE       2.02,9.01            05/01/13

Snap Interactive, Inc                   DE       2.02,9.01            05/01/13

Solar Capital Ltd.                      MD       5.07                 04/30/13

Solar Power, Inc.                       CA       1.01,9.01            04/25/13

Solar Senior Capital Ltd.               MD       5.07                 04/30/13

SOLIGENIX, INC.                         DE       1.01,3.02,9.01       04/27/13

SOLTA MEDICAL INC                       DE       2.02,9.01            05/01/13

SOUTH AMERICAN GOLD CORP.               NV       1.01,7.01,9.01       05/01/13

SOUTHWESTERN ENERGY CO                  DE       1.01,8.01,9.01       04/25/13

SOVRAN SELF STORAGE INC                 MD       2.02,9.01            05/01/13

SPAN AMERICA MEDICAL SYSTEMS INC        SC       2.02,9.01            05/01/13

SPARK NETWORKS INC                      DE       8.01                 05/01/13

SPEEDWAY MOTORSPORTS INC                DE       2.02,9.01            05/01/13

SPX CORP                                DE       2.02,9.01            05/01/13

SquareTwo Financial Corp                DE       1.01,9.01            04/30/13

SS&C Technologies Holdings Inc          DE       2.02,9.01            05/01/13

STAAR SURGICAL CO                       DE       2.02,7.01,9.01       05/01/13

STR HOLDINGS, INC.                      DE       2.02,9.01            05/01/13

STRYKER CORP                            MI       5.07                 05/01/13

SUNPOWER CORP                           DE       5.02                 04/29/13

SUPERVALU INC                           DE       5.02,5.03,9.01       04/25/13

Support.com, Inc.                       DE       2.02,9.01            05/01/13

SUSSEX BANCORP                          NJ       2.02,9.01            05/01/13

SW China Imports, Inc.                  NV       5.03,8.01,9.01       04/30/13

Swisher Hygiene Inc.                    DE       2.02,9.01            05/01/13

Swisher Hygiene Inc.                    DE       5.02,9.01            04/29/13

Swisher Hygiene Inc.                    DE       9.01                 11/15/12    AMEND

SYMMETRICOM INC                         DE       5.02,5.03,7.01,9.01  04/26/13

SYNCHRONOSS TECHNOLOGIES INC                     2.02,9.01            05/01/13

SYNOVUS FINANCIAL CORP                  GA       5.07                 04/25/13

T3 Motion, Inc.                         DE       5.02                 04/26/13

TECH DATA CORP                          FL       1.01                 04/29/13

TELULAR CORP                            DE       1.01,9.01            04/29/13

TELULAR CORP                            DE       1.01,9.01            04/29/13    AMEND

Territorial Bancorp Inc.                MD       8.01,9.01            05/01/13
Territorial Bancorp Inc.                MD       8.01,9.01            05/01/13

TESCO CORP                                       7.01,9.01            04/25/13

TESORO CORP /NEW/                       DE       2.02,9.01            05/01/13

TILE SHOP HOLDINGS, INC.                DE       2.02,9.01            05/01/13

TIME WARNER INC.                        DE       2.02,9.01            05/01/13

TITAN PHARMACEUTICALS INC               DE       8.01,9.01            04/30/13

Titanium Asset Management Corp          DE       2.02,9.01            05/01/13

Tonix Pharmaceuticals Holding Corp.     NV       5.03,8.01,9.01       05/01/13

Travelport LTD                          D0       5.02                 04/25/13

Triangle Petroleum Corp                 DE       2.02,7.01,9.01       05/01/13

TRINITY INDUSTRIES INC                  DE       2.02,7.01,9.01       04/30/13

TRIPLE-S MANAGEMENT CORP                         5.07                 04/30/13

TRIPLE-S MANAGEMENT CORP                         2.02,9.01            05/01/13

Tropicana Entertainment Inc.            DE       1.01,7.01,9.01       04/25/13

Tropicana Las Vegas Hotel & Casino, I   DE       5.07                 04/30/13

Truli Media Group, Inc.                          5.02                 05/01/13

TUTOR PERINI Corp                       MA       2.02,9.01            05/01/13

U S PRECIOUS METALS INC                 DE       8.01                 05/01/13

UAN Power Corp                          DE       5.02                 01/25/13

UGI CORP /PA/                           PA       2.02,7.01,9.01       04/30/13

UGI UTILITIES INC                       PA       2.02,9.01            04/30/13

ULTIMATE SOFTWARE GROUP INC             DE       2.02,9.01            04/30/13

UNIGENE LABORATORIES INC                DE       1.01,2.01,2.03,      04/25/13

United Continental Holdings, Inc.       DE       9.01                 04/25/13    AMEND

UNITED INSURANCE HOLDINGS CORP.         DE       2.02,9.01            05/01/13

UNITED SECURITY BANCSHARES              CA       5.02                 04/30/13

UNITED STATES LIME & MINERALS INC       TX       5.03,5.07,9.01       04/26/13

UNIVERSAL STAINLESS & ALLOY PRODUCTS    DE       2.02,9.01            05/01/13

Unum Group                              DE       2.02,9.01            05/01/13

UQM TECHNOLOGIES INC                    CO       1.01,5.02            05/01/13

VALERO ENERGY CORP/TX                   DE       8.01,9.01            05/01/13

VALLEY FINANCIAL CORP /VA/              VA       5.07                 05/01/13

VANGUARD HEALTH SYSTEMS INC             DE       2.02,7.01,9.01       04/30/13

VASCO DATA SECURITY INTERNATIONAL INC   DE       2.02,9.01            04/25/13

Viacom Inc.                             DE       2.02,9.01            05/01/13

VIROPHARMA INC                          DE       2.02,9.01            05/01/13

VIRTUS INVESTMENT PARTNERS, INC.        DE       2.02,9.01            04/30/13

VIRTUSA CORP                                     2.03                 04/30/13

VISA INC.                               DE       2.02,9.01            05/01/13

VistaGen Therapeutics, Inc.             NV       1.01,9.01            05/01/13

VISUALANT INC                           NV       1.01,9.01            04/26/13

Voltari Corp                            DE       1.02                 05/01/13

VONAGE HOLDINGS CORP                    DE       2.02                 05/01/13

W R GRACE & CO                          DE       5.02,9.01            05/01/13

WEIS MARKETS INC                        PA       5.07                 04/25/13

WESTERN ALLIANCE BANCORPORATION         NV       8.01                 04/30/13

Western Gas Equity Partners, LP         DE       2.02,9.01            05/01/13

Western Gas Partners LP                 DE       2.02,9.01            05/01/13

WESTFIELD FINANCIAL INC                 MA       2.02,8.01,9.01       05/01/13

WEX Inc.                                         2.02,5.02,9.01       04/26/13

WILLIS GROUP HOLDINGS PLC               L2       2.02,7.01,9.01       04/30/13

WMI Liquidating Trust                   DE       8.01,9.01            04/30/13

WMX Group Holdings, Inc.                FL       1.01,2.01,3.02,      04/29/13

XCel Brands, Inc.                       DE       7.01,9.01            05/01/13

YELP INC                                         2.02,9.01            05/01/13

Zalicus Inc.                            DE       1.01,9.01            04/30/13



Modified: 05/01/2013