SEC Charges Traders in Fraudulent “Free-Riding” Scheme
The Securities and Exchange Commission today charged a pair of purported money managers with orchestrating an illegal “free-riding” scheme of selling stocks before they paid for them and netting $600,000 in illicit profits.
The SEC alleges that Florida residents Scott Kupersmith and Frederick Chelly portrayed themselves to broker-dealers as money managers for hedge funds or private investors, and they opened brokerage accounts in the names of purported investment funds they created. Kupersmith and Chelly then engaged in illegal free-riding by interchangeably buying and selling the same quantity of the same stock in different accounts – frequently on the same day – with the intention of profiting on swings up or down in the stock price. Unbeknownst to broker-dealers, Kupersmith and Chelly did not have sufficient securities or cash on hand to cover the trades, and they instead used proceeds from stock sales in one brokerage account to pay for the purchase of the same stock in another brokerage account.
The SEC alleges that when trades were profitable, Kupersmith and Chelly took the profits. But when the trades threatened to result in substantial losses, Kupersmith and Chelly failed to cover their sales and left broker-dealers to settle the trades at a significant loss. In total, their brokers suffered more than $2 million in losing trades.
“Kupersmith and Chelly engaged in a classic ‘heads I win, tails you lose’ scheme to trade risk-free at the expense of broker-dealers,” said George S. Canellos, Director of the SEC’s New York Regional Office. “The SEC is firmly committed to pursuing individuals who fraudulently game the system thinking that they will never be caught.”
According to the SEC’s complaint filed in U.S. District Court in New Jersey, Kupersmith and Chelly traded through a special type of cash account that broker-dealers offer to customers with the understanding that the customer has sufficient securities and cash held with a third-party custodial bank to cover the trades that the customer makes in the account. Kupersmith and Chelly never disclosed to broker-dealers that they were instead using proceeds from sales of shares in one brokerage account to pay for their purchase in another brokerage account. Kupersmith and Chelly also used offshore accounts to facilitate their trading activity.
According to the SEC’s complaint, the free-riding scheme occurred in 2009 and 2010, and unraveled when Kupersmith and Chelly failed to deliver shares to settle long sales in various brokerage accounts.
The SEC’s complaint charges Kupersmith and Chelly with violations of Section 17(a) of the Securities Act and Section 10(b) of the Exchange Act, and Rules 10b-5 and 10b-21 thereunder. The complaint seeks a final judgment permanently enjoining the defendants from future violations of these provisions of the federal securities laws and ordering them to disgorge their ill-gotten gains plus prejudgment interest and pay financial penalties.
In parallel actions, the U.S. Attorney’s Office for the District of New Jersey and the Manhattan District Attorney’s Office today announced the unsealing of criminal charges against Kupersmith.
The SEC’s investigation was conducted by Stephanie D. Shuler, Vincenzo A. DeLeo, and Peter Lamore of the SEC’s New York Regional Office. The SEC acknowledges the assistance of the U.S. Attorney’s Office for the District of New Jersey, Federal Bureau of Investigation, and Manhattan District Attorney’s Office.
The SEC’s investigation is continuing. (Press Rel. 2011-224)
SEC Approves Confidential Private Fund Risk Reporting
The Securities and Exchange Commission today voted unanimously to adopt a new rule requiring certain advisers to hedge funds and other private funds to report information for use by the Financial Stability Oversight Council (FSOC) in monitoring risks to the U.S. financial system.
The rule, which implements Sections 404 and 406 of the Dodd-Frank Act, requires SEC-registered investment advisers with at least $150 million in private fund assets under management to periodically file a new reporting form (Form PF).
Information reported on Form PF will remain confidential.
Private fund advisers are divided by size into two broad groups – large advisers and smaller advisers. The amount of information reported and the frequency of reporting depends on the group to which the adviser belongs. The SEC anticipates that most private fund advisers will be regarded as smaller private fund advisers, but that the relatively limited number of large advisers providing more detailed information will represent a substantial portion of industry assets under management. As a result, these thresholds will allow FSOC to monitor a significant portion of private fund assets while reducing the reporting burden for private fund advisers.
“The data collection form that we have adopted will address the dramatic lack of private fund information available to regulators today while easing the burden on private fund managers producing the data,” said SEC Chairman Mary L. Schapiro.
There will be a two-stage phase-in period for compliance with Form PF filing requirements. Most private fund advisers will be required to begin filing Form PF following the end of their first fiscal year or fiscal quarter, as applicable, to end on or after Dec. 15, 2012. Those with $5 billion or more in private fund assets must begin filing Form PF following the end of their first fiscal year or fiscal quarter, as applicable, to end on or after June 15, 2012. (Press Rel. 2011-226)
In the Matter of Anthony J. Cuti, CPA
On October 25, 2011, the Commission issued an Order of Suspension Pursuant to Rule 102(e)(2) of the Commission’s Rules of Practice (Order) against Anthony J. Cuti, CPA (Cuti). The Order finds that Cuti is a certified public accountant, and that he has been convicted of a felony within the meaning of Rule 102(e)(2) of the Commission’s Rules of Practice in United States v. Anthony Cuti and William J. Tennant, No. 08 CR 972 (DAB), in the United States District Court for the Southern District of New York.
Based on the above, the Order suspends Cuti forthwith from appearing or practicing before the Commission pursuant to Rule 102(e)(2) of the Commission’s Rules of Practice. (Rel. 34-65620; AAE Rel. 3331; File No. 3-14602)
In the Matter of William J. Tennant, CPA
On October 25, 2011, the Commission issued an Order of Suspension Pursuant to Rule 102(e)(2) of the Commission’s Rules of Practice (Order) against William J. Tennant, CPA (Tennant). The Order finds that Tennant is a certified public accountant, and that he has been convicted of a felony within the meaning of Rule 102(e)(2) of the Commission’s Rules of Practice in United States v. Anthony Cuti and William J. Tennant, No. 08 CR 972 (DAB), in the United States District Court for the Southern District of New York.
Based on the above, the Order suspends Tennant forthwith from appearing or practicing before the Commission pursuant to Rule 102(e)(2) of the Commission’s Rules of Practice. (Rel. 34-65621; AAE Rel. 3332; File No. 3-14603)
SEC Settles Claims in International Insider Trading Scheme
The United States District Court for the Northern District of California approved a proposed settlement of the Securities and Exchange Commission’s insider trading claims against Annabel McClellan. The Commission alleged that Ms. McClellan obtained confidential information about pending mergers and acquisitions from her husband, a former partner in the San Francisco offices of Deloitte Tax LLP, to tip her sister and brother-in-law in London. As alleged by the Commission, Ms. McClellan’s relatives used the information to place trades in advance of the public announcements of the transaction, making millions of dollars in illicit profits.
Without admitting or denying the Commission’s allegations, Ms. McClellan consented to pay a $1 million civil money penalty. Ms. McClellan also consented to the entry of a final judgment that will enjoin her permanently from violating Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder. The court entered the final judgment against Ms. McClellan on October 25, 2011.
Ms. McClellan previously pleaded guilty to one count of obstructing the Commission’s investigation into the insider trading scheme. The United Kingdom Financial Services Authority filed insider trading charges against Ms. McClellan’s relatives and three others in November 2010.
In a related action, the Commission requested the dismissal of the insider trading claims against Ms. McClellan’s husband, Arnold A. McClellan. [SEC v. Arnold McClellan and Annabel McClellan, Case No. 10-cv-5412 WHA (N.D. Cal.)] (LR-22139)
SEC Files Insider Trading Charges Against Rajat Gupta, Brings New Charges Against Raj Rajaratnam
On October 26, 2011, the Securities and Exchange Commission charged former McKinsey & Co. global head Rajat K. Gupta with insider trading for illegally tipping convicted hedge fund manager Raj Rajaratnam while serving on the boards of Goldman Sachs and Procter & Gamble (P&G). The SEC also filed new insider trading charges against Rajaratnam after first charging him with insider trading in October 2009.
According to the SEC’s complaint filed in federal court in Manhattan, Gupta illegally tipped Rajaratnam with insider information about the quarterly earnings of both Goldman Sachs and P&G as well as an impending $5 billion investment in Goldman by Berkshire Hathaway at the height of the financial crisis. Rajaratnam, the founder of Galleon Management who was recently convicted of multiple counts of insider trading in other securities stemming from unrelated insider trading schemes, allegedly caused various Galleon funds to trade based on Gupta’s inside information, generating illicit profits or loss avoidance of more than $23 million.
The SEC’s complaint alleges that Gupta provided his friend and business associate Rajaratnam with confidential information learned during board calls and in other communications and meetings relating to his official duties as a director of Goldman and P&G. Rajaratnam used the inside information to trade on behalf of certain Galleon funds, or shared the information with others at his firm who caused other Galleon funds to trade on it ahead of public announcements by the firms. During this period, Gupta had a variety of business dealings with Rajaratnam and stood to benefit from his relationship with him.
According to the SEC’s complaint, Gupta while serving as a Goldman board member tipped Rajaratnam about Berkshire Hathaway’s $5 billion investment in Goldman and Goldman’s upcoming public equity offering before that information was publicly announced on Sept. 23, 2008. Based on this inside information, Rajaratnam arranged for Galleon funds to purchase more than 215,000 Goldman shares. Rajaratnam later informed another participant in the scheme that he received the tip on which he traded only minutes before market close. Rajaratnam caused the Galleon funds to liquidate their Goldman holdings the following day after the information became public, making illicit profits of more than $800,000.
The SEC also alleges that Gupta tipped Rajaratnam to inside information about Goldman’s positive financial results for the second quarter of 2008. There was a flurry of calls between Gupta and Rajaratnam on the evening of June 10, 2008, after Gupta learned from Goldman CEO Lloyd Blankfein of the firm’s quarterly earnings results, which were significantly better than analyst consensus estimates. The following morning, minutes after the markets opened, Rajaratnam caused Galleon funds to start purchasing Goldman securities including 7,350 out-of-the-money Goldman call options and 350,000 Goldman shares. Rajaratnam liquidated these positions on or around June 17 – the date when Goldman announced its quarterly earnings – generating illicit profits of more than $18.5 million for the Galleon funds.
The SEC’s complaint further alleges that Gupta tipped Rajaratnam with confidential information that Gupta learned during an Oct. 23, 2008, board posting call about Goldman’s impending negative financial results for the fourth quarter of 2008. Mere seconds after the board call ended, Gupta tipped Rajaratnam, who then arranged for certain Galleon funds to begin selling their Goldman holdings shortly after the financial markets opened the following day until the funds finished selling off their holdings, which had consisted of more than 150,000 shares. In discussing trading and market information that day with another participant in the insider trading scheme, Rajaratnam explained that while Wall Street expected Goldman to earn $2.50 per share, he heard the prior day from a Goldman board member that the company was actually going to lose $2 per share. As a result of Rajaratnam’s trades based on inside information provided by Gupta, the Galleon funds avoided losses of more than $3.6 million.
The SEC’s complaint additionally alleges that Gupta illegally disclosed to Rajaratnam inside information about P&G’s financial results for the quarter ending December 2008. Gupta participated in a telephonic meeting of P&G’s Audit Committee at 9 a.m. on Jan. 29, 2009, to discuss the planned release of P&G’s quarterly earnings the next day. A draft of the earnings release, which had been mailed to Gupta and the other committee members two days before the meeting, indicated that P&G’s expected organic sales would be less than previously publicly predicted. Gupta called Rajaratnam in the early afternoon on January 29, and Rajaratnam shortly afterwards informed another participant in the insider trading scheme that he had learned from a contact on P&G’s board that the company’s organic sales growth would be lower than expected. Galleon funds then sold short approximately 180,000 P&G shares, making illicit profits of more than $570,000.
The SEC’s complaint charges each of the defendants with 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 seeks a final judgment permanently enjoining the defendants from future violations of the above provisions of the federal securities laws, ordering them to disgorge on a joint and several basis their ill-gotten gains plus prejudgment interest, and ordering them to pay financial penalties. The complaint also seeks to permanently prohibit Gupta from acting as an officer or director of any registered public company, and to permanently enjoin him from associating with any broker, dealer or investment adviser.
The SEC previously instituted an administrative proceeding against Gupta for the conduct alleged in today’s enforcement action, but later dismissed those proceedings while reserving the right to file an action against Gupta in federal court.
The SEC previously charged Rajaratnam and others in the widespread insider trading investigation centering on Galleon, the multi-billion dollar New York hedge fund complex founded and controlled by Rajaratnam.
The SEC has now charged 29 defendants in its Galleon-related enforcement actions, which have alleged widespread and repeated insider trading at numerous hedge funds, including Galleon, and by other professional traders and corporate insiders in the securities of more than 15 companies. The insider trading generated illicit profits totaling more than $90 million. [SEC v. Rajat Gupta and Raj Rajaratnam, Civil Action No. 11-CV-7566 (SDNY)] (LR-22140)
Commission Obtains Temporary Restraining Order and Asset Freeze Against Massachusetts-Based Purported Hedge Fund Manager
The Securities and Exchange Commission today announced it has charged Andrey C. Hicks of Boston, Mass., and Locust Offshore Management, LLC, his investment advisory firm, with misleading prospective investors about their supposed quantitative hedge fund and diverting investor money to the money manager’s personal bank account. The SEC also announced that Judge Richard Stearns of the U.S. District Court in Massachusetts has issued a temporary restraining order that, among other things, freezes the assets of the money manager, his advisory firm, and the hedge fund.
The SEC alleges that Hicks and his advisory firm made numerous misrepresentations when soliciting individuals to invest in a purported hedge fund Hicks controlled called Locust Offshore Fund, Ltd. According to the SEC’s Complaint, Hicks and his advisory firm falsely represented to potential investors that:
By making these representations and creating other indicia of legitimacy, the SEC alleges that Hicks may have obtained at least $1.7 million from 10 investors and may have misappropriated at least a portion of these funds for personal expenses.
The SEC's complaint charges Hicks and Locust Offshore Management, LLC with 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, and Section 206(4) of the Investment Advisers Act of 1940 and Rule 206(4)-8 thereunder. The complaint also names the Locust Offshore Fund, Ltd. as a relief defendant, alleging that it received investor funds to which it had no right.
The Commission acknowledges the assistance of the Swiss Financial Market Supervisory Authority and the British Virgin Islands Financial Services Commission. The Commission’s investigation is ongoing. [SEC v. Andrey C. Hicks and Locust Offshore Management, LLC, as Defendants, and Locust Offshore Fund, Ltd., as Relief Defendant (United States District Court for the District of Massachusetts, Civil Action No. 1:11-cv-11888-RGS)] (LR-22141)
Proposed Rule Change
NASDAQ OMX PHLX LLC filed a proposed rule change (SR-PHLX-2011-140) pursuant to Section 19(b)(1) of the Securities Exchange Act, and Rule 19b-4 thereunder to Amend the By-Laws of the NASDAQ OMX Group, Inc. Publication is expected in the Federal Register during the week of October 24. (Rel. 34-65605)
Accelerated Approval of Proposed Rule Change
The Commission granted accelerated approval of a proposed rule change, as modified by Amendment No. 1 (SR-CHX-2011-17), submitted by the Chicago Stock Exchange, Inc. pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 and Rule 19b-4 thereunder, regarding the submission of clearing related information for trades executed otherwise than on the exchange. Publication is expected in the Federal Register during the week of October 24. (Rel. 34-65615)
Immediate Effectiveness of Proposed Rule Changes
A proposed rule change filed by The NASDAQ Stock Market LLC to modify the description of the Nasdaq Daily Share Volume Service (SR-NASDAQ-2011-145) 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 October 24. (Rel. 34-65617)
A proposed rule change filed by the Financial Industry Regulatory Authority, Inc. to expand the exception relating to transfers of proprietary securities positions in connection with certain corporate control transactions (SR-FINRA-2011-061) 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 October 24. (Rel. 34-65618)
Approval of Proposed Rule Change
The Commission granted approval of a proposed rule change (SR-BATS-2011-032) filed by the BATS Exchange, Inc. (BATS) to adopt rules applicable to auctions conducted by BATS for BATS-listed securities. Publication is expected in the Federal Register during the week of October 24. (Rel. 34-65619)
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-4 Avis Budget Car Rental, LLC, 6 SYLVAN WAY, PARSIPPANY, NJ, 07054, 973 496 5700 - 0 ($250,000,000.00) Non-Convertible Debt, (File 333-177490 - Oct. 25) (BR. 05A) F-3 Capital Product Partners L.P., 3 IASSONOS STREET, PIRAEUS, J3, 18537, 0030 210 458 4950 - 0 ($500,000,000.00) Unallocated (Universal) Shelf, (File 333-177491 - Oct. 25) (BR. 05A) S-3 COWEN GROUP, INC., 1221 AVENUE OF THE AMERICAS, NEW YORK, NY, 10020, (646) 562-1000 - 0 ($65,425,228.96) Equity, (File 333-177492 - Oct. 25) (BR. 12A) S-4 KRATOS DEFENSE & SECURITY SOLUTIONS, INC., 4820 EASTGATE MALL, ., SAN DIEGO, CA, 92121, 858-812-7300 - 0 ($115,000,000.00) Debt, (File 333-177493 - Oct. 25) (BR. 11A) S-8 KRATOS DEFENSE & SECURITY SOLUTIONS, INC., 4820 EASTGATE MALL, ., SAN DIEGO, CA, 92121, 858-812-7300 - 0 ($16,088,720.87) Equity, (File 333-177494 - Oct. 25) (BR. 11A) S-3 EGAIN COMMUNICATIONS CORP, 345 E. MIDDLEFIELD ROAD, MOUNTAIN VIEW, CA, 94043, 6502307500 - 12,520,396 ($81,758,185.88) Equity, (File 333-177495 - Oct. 25) (BR. 03B) S-8 OFFICE DEPOT INC, 6600 NORTH MILITARY TRAIL, BOCA RATON, FL, 33496, 561-438-8176 - 0 ($50,280,000.00) Equity, (File 333-177496 - Oct. 25) (BR. 02A) S-4 POLYMER GROUP INC, 9335 HARRIS CORNERS PARKWAY, SUITE 300, CHARLOTTE, NC, 28269, 704-697-5100 - 0 ($560,000,000.00) Non-Convertible Debt, (File 333-177497 - Oct. 25) (BR. 02B) S-1 RXi Pharmaceuticals Corp, 60 PRESCOTT STREET, WORCESTER, MA, 01605, 800-794-6027 - 0 ($121,774.00) Equity, (File 333-177498 - Oct. 25) (BR. ) S-1 PAVANA POWER Corp, 000 WEBBER STREET, #3113, SARASOTA, FL, 34238, 416-916-6987 - 99,665,228 ($11,959,827.00) Equity, (File 333-177499 - Oct. 25) (BR. ) S-1 HAPYKIDZ.COM, 6409 E NISBET ROAD, SCOTTSDALE, AZ, 85254, 480-242-3061 - 3,000,000 ($300,000.00) Equity, (File 333-177500 - Oct. 25) (BR. ) S-3 BCB BANCORP INC, 860 BROADWAY, BAYONNE, NJ, 07002, 0 ($50,000,000.00) Other, (File 333-177502 - Oct. 25) (BR. 07A) S-3 EXTERRAN PARTNERS, L.P., 4444 BRITTMORE ROAD, HOUSTON, TX, 77041-8004, 713-335-7000 - 0 ($286,769,223.45) Equity, (File 333-177505 - Oct. 25) (BR. 02B) S-3 CELL THERAPEUTICS INC, 501 ELLIOTT AVE W, STE 400, SEATTLE, WA, 98119, 2062827100 - 0 ($100,000,000.00) Unallocated (Universal) Shelf, (File 333-177506 - Oct. 25) (BR. 01A) S-4 SUPERIOR ENERGY SERVICES INC, 1105 PETERS ROAD, HARVEY, LA, 70058, 5043624321 - 0 ($500,000,000.00) Non-Convertible Debt, (File 333-177507 - Oct. 25) (BR. 04A)
Form 8-K is used by companies to file current reports on the following events:
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 2.02,9.01 10/25/11 AAR CORP DE 1.01,8.01,9.01 10/20/11 AARON'S INC GA 2.02,9.01 10/24/11 ABAXIS INC CA 2.02,9.01 10/25/11 ACE Ltd V8 2.02,9.01 10/25/11 ADA-ES INC CO 1.01,8.01,9.01 10/24/11 ADCARE HEALTH SYSTEMS INC OH 1.01,9.01 10/19/11 ADOLOR CORP 1.01,3.03,8.01,9.01 10/24/11 ADVENTRX PHARMACEUTICALS INC DE 9.01 04/08/11 AMEND AFFILIATED MANAGERS GROUP INC DE 2.02,8.01,9.01 10/25/11 AGCO CORP /DE DE 2.02,9.01 10/25/11 AGILENT TECHNOLOGIES INC DE 1.01,9.01 10/20/11 AK STEEL HOLDING CORP DE 2.02,9.01 10/25/11 AK STEEL HOLDING CORP DE 7.01,9.01 10/25/11 ALASKA PACIFIC BANCSHARES INC AK 5.02 10/20/11 ALLIANCE FIBER OPTIC PRODUCTS INC CA 2.02,9.01 10/25/11 Allied Nevada Gold Corp. DE 5.07 10/19/11 ALTRIA GROUP, INC. VA 5.02,5.03,9.01 10/25/11 AMAZON COM INC DE 2.02,9.01 10/25/11 American Energy Development Corp. NV 7.01,9.01 10/25/11 American Railcar Industries, Inc. ND 1.01,5.02,9.01 10/19/11 Ameris Bancorp GA 2.02,9.01 10/25/11 AMETEK INC/ DE 8.01 10/25/11 AMETEK INC/ DE 2.02,9.01 10/25/11 AMICO GAMES CORP. NV 5.02 10/19/11 AMSURG CORP TN 2.02,7.01,9.01 10/25/11 Anchor Bancorp WA 5.07 10/19/11 ANIXTER INTERNATIONAL INC DE 2.02,9.01 10/25/11 Apple REIT Eight, Inc. VA 8.01 10/19/11 APPLIED INDUSTRIAL TECHNOLOGIES INC OH 2.02,9.01 10/25/11 ARBITRON INC DE 2.02,9.01 10/25/11 ARROW ELECTRONICS INC NY 8.01,9.01 10/24/11 ASSOCIATED ESTATES REALTY CORP OH 2.02,9.01 10/24/11 ASTEC INDUSTRIES INC TN 2.02,9.01 10/25/11 AUBURN NATIONAL BANCORPORATION, INC DE 2.02,9.01 10/24/11 AUTOLIV INC DE 2.02,7.01,9.01 10/25/11 AVIS BUDGET GROUP, INC. DE 2.01,9.01 10/03/11 AMEND AWARE INC /MA/ MA 2.02,9.01 10/25/11 AXCELIS TECHNOLOGIES INC DE 2.02,9.01 10/25/11 B&G Foods, Inc. DE 2.02,7.01,9.01 10/25/11 Bacterin International Holdings, Inc. DE 7.01,9.01 10/25/11 BANCORPSOUTH INC MS 2.02,7.01,9.01 10/24/11 BARD C R INC /NJ/ NJ 2.02,9.01 10/25/11 Behringer Harvard Opportunity REIT II MD 1.01,2.01,2.03,9.01 10/19/11 BillMyParents, Inc. CO 1.01,3.02,9.01 10/21/11 BIO KEY INTERNATIONAL INC DE 7.01,9.01 10/21/11 Biodel Inc 5.02 10/19/11 BIODELIVERY SCIENCES INTERNATIONAL IN DE 5.02,9.01 10/21/11 Biostar Pharmaceuticals, Inc. MD 8.01,9.01 10/25/11 BIOTIME INC CA 7.01,9.01 10/25/11 BLUESKY SYSTEMS CORP 3.02 10/20/11 BOSTON PRIVATE FINANCIAL HOLDINGS INC MA 2.02,9.01 10/25/11 BOSTON PROPERTIES INC DE 2.02,9.01 10/25/11 BOSTON PROPERTIES LTD PARTNERSHIP DE 2.02,9.01 10/25/11 BOYD GAMING CORP NV 2.02,9.01 10/24/11 BROADCOM CORP CA 2.02,9.01 10/25/11 C H ROBINSON WORLDWIDE INC DE 2.02,9.01 10/25/11 CAMERON INTERNATIONAL CORP DE 2.01,9.01 10/25/11 CAPELLA EDUCATION CO 2.02,9.01 10/25/11 CAPITAL CITY BANK GROUP INC FL 2.02,9.01 09/30/11 CAPITAL SOUTHWEST CORP TX 2.02,9.01 10/25/11 CARLISLE COMPANIES INC DE 2.02,9.01 10/25/11 CARVER BANCORP INC DE 7.01 10/25/11 CCFNB BANCORP INC PA 2.02,9.01 10/25/11 Celanese CORP DE 2.02,7.01,9.01 10/25/11 CELL THERAPEUTICS INC WA 2.02,9.01 10/25/11 CENTENE CORP 2.02,9.01 10/25/11 CENTURY ALUMINUM CO DE 2.02,9.01 10/25/11 CERADYNE INC DE 7.01,9.01 10/25/11 CHEMED CORP DE 2.02,9.01 10/25/11 CHEMICAL FINANCIAL CORP MI 2.02,9.01 10/25/11 CHICAGO BRIDGE & IRON CO N V 2.02,9.01 10/25/11 China Marketing Media Holdings, Inc. TX 4.01,9.01 10/19/11 Chino Commercial Bancorp CA 2.02,9.01 10/24/11 CIT GROUP INC DE 2.02,9.01 10/25/11 CITIZENS FIRST CORP KY 2.02,7.01,9.01 10/25/11 Clearwater Paper Corp DE 5.02,9.01 10/20/11 CNB FINANCIAL CORP/PA PA 2.02,9.01 10/24/11 CNO Financial Group, Inc. DE 2.02,9.01 10/25/11 COACH INC MD 2.02,9.01 10/25/11 COLDWATER CREEK INC DE 5.07 06/11/11 AMEND COLUMBIA SPORTSWEAR CO OR 2.02,7.01,9.01 10/25/11 COLUMBUS MCKINNON CORP NY 5.07 07/27/11 AMEND COMMITTED CAPITAL ACQUISITION Corp DE 1.01,5.03,8.01,9.01 10/24/11 COMPUWARE CORP MI 2.02,9.01 10/20/11 CONCEPTUS INC DE 2.02,7.01,9.01 10/25/11 Congaree Bancshares Inc SC 2.02,9.01 10/25/11 Conmed Healthcare Management, Inc. DE 1.01,8.01,9.01 10/24/11 Corporate Capital Trust, Inc. MD 8.01,9.01 10/24/11 CRC Health CORP DE 9.01 10/17/11 AMEND CRESCENT FINANCIAL CORP NC 2.02,9.01 10/24/11 CSS INDUSTRIES INC DE 2.02,9.01 10/25/11 CUMMINS INC IN 2.02,7.01,9.01 10/25/11 Cyber Supply Inc. NV 5.06 10/03/11 AMEND CYNOSURE INC 2.02,9.01 10/25/11 CYS Investments, Inc. MD 8.01 10/25/11 DAVITA INC DE 7.01,9.01 10/21/11 DDI CORP CA 2.02,9.01 10/25/11 DEER VALLEY CORP 2.03,9.01 10/24/11 DELTA AIR LINES INC /DE/ DE 2.02,9.01 10/25/11 DELTA APPAREL, INC GA 1.01 10/21/11 DEVRY INC DE 2.02,9.01 10/25/11 Digimarc CORP OR 2.02,9.01 10/25/11 Dorman Products, Inc. PA 2.02,9.01 10/25/11 DreamWorks Animation SKG, Inc. 2.02,9.01 10/25/11 DreamWorks Animation SKG, Inc. 5.02,9.01 10/19/11 DRIL-QUIP INC DE 5.02,5.03,9.01 10/20/11 DUKE REALTY CORP IN 1.01,7.01,9.01 10/20/11 DUKE REALTY LIMITED PARTNERSHIP/ IN 1.01,7.01,9.01 10/20/11 DUPONT E I DE NEMOURS & CO DE 2.02,9.01 10/25/11 Eagle Bancorp Montana, Inc. 5.07 10/25/11 Eagle Bancorp Montana, Inc. 2.02,9.01 10/25/11 ECOLAB INC DE 2.02,8.01,9.01 10/25/11 eHealth, Inc. DE 2.02,9.01 10/25/11 Emergent BioSolutions Inc. DE 1.01 10/21/11 ENER1 INC FL 3.01 10/19/11 ETHAN ALLEN INTERIORS INC DE 2.02,9.01 10/24/11 EXAR CORP DE 2.02,9.01 10/25/11 Exelis Inc. IN 7.01,9.01 10/25/11 EXPRESS SCRIPTS INC DE 2.02,9.01 10/25/11 EXPRESS SCRIPTS INC DE 8.01,9.01 10/25/11 EXTERRAN HOLDINGS INC. DE 5.02,9.01 10/24/11 EXTERRAN PARTNERS, L.P. DE 5.02,9.01 10/24/11 F5 NETWORKS INC WA 2.02,8.01,9.01 10/25/11 Fairmount Bancorp, Inc. MD 5.02 10/19/11 Federal Home Loan Bank of Atlanta X1 2.03 10/25/11 Federal Home Loan Bank of Boston X1 2.03 10/20/11 Federal Home Loan Bank of Chicago X1 2.02,9.01 10/25/11 Federal Home Loan Bank of Chicago X1 2.03 10/19/11 Federal Home Loan Bank of Cincinnati X1 2.03,9.01 10/19/11 Federal Home Loan Bank of Des Moines X1 2.03,9.01 10/21/11 Federal Home Loan Bank of Indianapoli X1 2.03,9.01 10/25/11 Federal Home Loan Bank of New York X1 2.03,9.01 10/21/11 Federal Home Loan Bank of Pittsburgh PA 2.03,9.01 10/19/11 Federal Home Loan Bank of San Francis X1 2.03 10/19/11 Federal Home Loan Bank of Seattle 2.03 10/19/11 Federal Home Loan Bank of Topeka 2.03,9.01 10/19/11 FIRST BUSEY CORP /NV/ NV 2.02,9.01 10/25/11 FIRST CAPITAL INC IN 2.02,9.01 10/21/11 FIRST DEFIANCE FINANCIAL CORP OH 2.02,9.01 10/24/11 FIRST FARMERS & MERCHANTS CORP TN 2.02,9.01 10/24/11 First Financial Northwest, Inc. WA 2.02,9.01 10/21/11 FIRST MERCHANTS CORP IN 2.02,9.01 10/25/11 FIRST MERCHANTS CORP IN 2.02,9.01 10/25/11 FIRST OTTAWA BANCSHARES INC DE 2.02,9.01 10/25/11 FIRST TRUST ACTIVE DIVIDEND INCOME FU 7.01,9.01 10/25/11 FIRSTBANK CORP MI 2.02,9.01 10/25/11 FIRSTBANK CORP MI 8.01,9.01 10/25/11 FIRSTMERIT CORP /OH/ OH 2.02,9.01 10/25/11 FNB United Corp. NC 2.01,3.02,5.02,5.03, 10/19/11 5.07,9.01 FRANKLIN COVEY CO UT 8.01 10/24/11 GALLAGHER ARTHUR J & CO DE 2.02,9.01 10/25/11 GC China Turbine Corp. NV 8.01,9.01 10/25/11 General Moly, Inc DE 8.01,9.01 10/25/11 Global Entertainment Holdings, Inc. NV 4.02 09/16/11 AMEND Global Pharm Holdings Group, Inc. DE 9.01 07/04/11 AMEND GOLDEN CENTURY RESOURCES Ltd DE 1.01,9.01 10/24/11 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01,9.01 10/25/11 GRANT PARK FUTURES FUND LIMITED PARTN IL 7.01,9.01 10/25/11 GREAT LAKES AVIATION LTD IA 1.01,9.01 08/31/11 AMEND GREAT SOUTHERN BANCORP INC MD 2.02,9.01 10/25/11 GROUP 1 AUTOMOTIVE INC DE 2.02,9.01 10/25/11 HALF ROBERT INTERNATIONAL INC /DE/ DE 2.02,8.01,9.01 10/25/11 HARMAN INTERNATIONAL INDUSTRIES INC / DE 1.01,9.01 10/21/11 Hatteras Financial Corp 2.02,9.01 10/25/11 HEIDRICK & STRUGGLES INTERNATIONAL IN DE 2.02,8.01,9.01 10/25/11 HEIDRICK & STRUGGLES INTERNATIONAL IN DE 2.02,9.01 10/25/11 AMEND HELIX ENERGY SOLUTIONS GROUP INC MN 2.02,7.01,9.01 10/24/11 HI TECH PHARMACAL CO INC NY 1.01,9.01 10/18/11 HMN FINANCIAL INC DE 2.02,9.01 10/20/11 HOME BANCORP, INC. LA 2.02,9.01 10/25/11 HUB GROUP INC DE 2.02,9.01 09/30/11 HUDSON TECHNOLOGIES INC /NY NY 2.02,9.01 10/25/11 HUMAN GENOME SCIENCES INC DE 2.02,9.01 10/25/11 II-VI INC PA 2.02,9.01 10/25/11 ILLINOIS TOOL WORKS INC DE 2.02,9.01 10/25/11 ILLUMINA INC DE 2.02,9.01 10/25/11 IMATION CORP DE 2.02,9.01 10/25/11 INDIANA COMMUNITY BANCORP IN 2.02,9.01 10/25/11 INFORMATION ARCHITECTS CORP NC 4.01,9.01 10/25/11 AMEND INFORMATION ARCHITECTS CORP NC 4.01 10/25/11 AMEND INNERWORKINGS INC 1.01,2.01,8.01,9.01 10/24/11 INSULET CORP DE 5.02,9.01 10/19/11 INTER PARFUMS INC DE 2.02 10/25/11 INTERNATIONAL BUSINESS MACHINES CORP NY 5.02,9.01 10/25/11 INTERNATIONAL PAPER CO /NEW/ NY 5.02,7.01,9.01 10/20/11 INTERNATIONAL SILVER INC AZ 1.01,9.01 01/04/11 AMEND IROBOT CORP DE 2.02,9.01 10/25/11 ISTAR FINANCIAL INC MD 8.01 10/25/11 JDS UNIPHASE CORP /CA/ DE 7.01,9.01 10/25/11 JETBLUE AIRWAYS CORP DE 1.01 10/19/11 JOURNAL COMMUNICATIONS INC 2.02,9.01 10/25/11 JOY GLOBAL INC DE 8.01,9.01 10/24/11 KENTUCKY BANCSHARES INC /KY/ KY 2.02,9.01 10/25/11 KINETIC CONCEPTS INC TX 7.01,9.01 10/25/11 Kips Bay Medical, Inc. DE 1.01,3.02,8.01,9.01 10/24/11 Kiwibox.Com, Inc. DE 7.01,9.01 10/25/11 KONA GRILL INC DE 2.02,9.01 10/25/11 KOSS CORP DE 8.01,9.01 10/24/11 KOSS CORP DE 2.02,9.01 10/25/11 LAKELAND FINANCIAL CORP IN 2.02,9.01 10/25/11 LARREA BIOSCIENCES CORP NV 8.01,9.01 10/25/11 Latitude Solutions, Inc. NV 5.02,5.03,5.07 10/20/11 LCA VISION INC DE 2.02,9.01 10/25/11 LEHMAN BROTHERS HOLDINGS INC DE 7.01,9.01 10/24/11 Lender Processing Services, Inc. DE 2.02,9.01 10/25/11 LENNOX INTERNATIONAL INC DE 1.01,2.02,2.03,9.01 10/25/11 LEXMARK INTERNATIONAL INC /KY/ DE 2.02,9.01 10/25/11 LIBERATOR MEDICAL HOLDINGS, INC. NV 5.07 10/20/11 LIBERTY PROPERTY TRUST MD 2.02,9.01 10/25/11 Life Technologies Corp DE 2.02,7.01,9.01 10/25/11 LIGHTPATH TECHNOLOGIES INC DE 8.01,9.01 10/25/11 LNB BANCORP INC OH 7.01,9.01 10/25/11 Location Based Technologies, Inc. NV 8.01,9.01 10/25/11 LODGENET INTERACTIVE CORP DE 2.02,9.01 10/25/11 LTS Nutraceuticals, Inc. NV 1.01,7.01,9.01 10/20/11 MACROSOLVE INC OK 1.01,2.03,9.01 09/30/11 AMEND MACROSOLVE INC OK 1.01,2.03,9.01 10/20/11 AMEND MAINLAND RESOURCES INC. 8.01,9.01 10/21/11 MAINSOURCE FINANCIAL GROUP IN 2.02,9.01 10/25/11 MARCUS CORP WI 5.02 10/21/11 MARKWEST ENERGY PARTNERS L P 8.01,9.01 10/25/11 MASIMO CORP DE 2.02,9.01 10/25/11 MATTSON TECHNOLOGY INC DE 2.02,9.01 10/25/11 MBT FINANCIAL CORP MI 2.02,9.01 10/25/11 MCKESSON CORP DE 2.02,9.01 10/25/11 MEADOWBROOK INSURANCE GROUP INC MI 5.07 05/19/11 AMEND MERCURY COMPUTER SYSTEMS INC MA 2.02,9.01 10/25/11 MEREDITH CORP IA 8.01,9.01 10/25/11 MERIDIAN INTERSTATE BANCORP INC 2.02,9.01 10/25/11 MERIT MEDICAL SYSTEMS INC UT 2.02,9.01 10/25/11 METRO BANCORP, INC. 5.03 10/21/11 MF Global Holdings Ltd. DE 2.02,9.01 10/25/11 MGIC INVESTMENT CORP WI 8.01 10/19/11 MICRONETICS INC DE 5.07 10/20/11 MICROVISION INC DE 2.02,9.01 10/25/11 Millennium India Acquisition CO Inc. DE 9.01 10/24/11 MOLEX INC DE 2.02,9.01 10/25/11 MOLINA HEALTHCARE INC DE 2.02,9.01 10/25/11 Molycorp, Inc. DE 5.02,8.01 10/18/11 MONEYGRAM INTERNATIONAL INC 1.01 10/24/11 MONRO MUFFLER BRAKE INC NY 2.02,8.01,9.01 10/20/11 MSC INDUSTRIAL DIRECT CO INC NY 5.02,9.01 10/21/11 MUELLER INDUSTRIES INC DE 2.02,9.01 10/25/11 MULTI FINELINE ELECTRONIX INC 1.02 10/21/11 MUSTANG ALLIANCES, INC. 4.01,9.01 10/24/11 MUTUALFIRST FINANCIAL INC MD 2.02,9.01 10/25/11 NATIONAL OILWELL VARCO INC DE 2.02,9.01 10/25/11 Naugatuck Valley Financial Corp MD 2.02,9.01 10/24/11 NBT BANCORP INC DE 2.02,9.01 10/24/11 Neuralstem, Inc. DE 8.01,9.01 10/24/11 NEVADA GOLD & CASINOS INC NV 7.01,9.01 10/25/11 NEW CENTURY BANCORP INC NC 5.02,9.01 09/27/11 NEW ENERGY TECHNOLOGIES, INC. 7.01,9.01 10/20/11 NEWMONT MINING CORP /DE/ DE 5.02,9.01 10/25/11 NEWS CORP 8.01,9.01 10/25/11 NEWTEK BUSINESS SERVICES INC NY 2.05,9.01 10/24/11 NICOR INC IL 5.04,9.01 10/24/11 NTS MORTGAGE INCOME FUND DE 7.01,9.01 10/24/11 NU SKIN ENTERPRISES INC DE 2.02,9.01 10/25/11 OCWEN FINANCIAL CORP FL 2.02,9.01 10/24/11 OFFICE DEPOT INC DE 2.02,9.01 10/25/11 OFFICEMAX INC DE 5.02 10/19/11 OLD LINE BANCSHARES INC MD 5.02 10/21/11 OLD POINT FINANCIAL CORP VA 2.02,9.01 10/25/11 OMEGA PROTEIN CORP NV 8.01,9.01 10/24/11 OMEROS CORP WA 8.01 10/21/11 OMNICARE INC DE 2.02,9.01 09/30/11 OMNICELL, Inc CA 1.01 10/20/11 OPNEXT INC 7.01,9.01 10/24/11 ORAMED PHARMACEUTICALS INC. NV 7.01,9.01 10/25/11 ORB Automotive E9 3.02 08/31/11 OSI SYSTEMS INC DE 2.02,9.01 10/25/11 OWENS & MINOR INC/VA/ VA 2.02,9.01 10/24/11 PACCAR INC DE 2.02,9.01 10/25/11 PANERA BREAD CO DE 2.02,7.01,9.01 10/25/11 PEABODY ENERGY CORP DE 2.02,9.01 10/25/11 PEABODY ENERGY CORP DE 7.01,9.01 10/25/11 PEOPLES BANCORP INC OH 2.02,9.01 10/25/11 PERKINELMER INC MA 8.01,9.01 10/20/11 PERVASIP CORP NY 1.01,3.02 10/21/11 PERVASIVE SOFTWARE INC DE 2.02,9.01 10/25/11 PILGRIMS PRIDE CORP DE 1.01,2.03,9.01 10/19/11 PINNACLE AIRLINES CORP DE 5.02,9.01 10/19/11 Plan A Promotions, Inc. UT 1.01,3.02,9.01 10/21/11 Plures Technologies, Inc./DE DE 8.01 10/25/11 PMI GROUP INC DE 5.02 10/24/11 POLYONE CORP 2.02,9.01 10/25/11 POLYONE CORP 7.01,9.01 10/25/11 PPL Corp 8.01,9.01 10/19/11 PRGX GLOBAL, INC. GA 2.02,9.01 10/24/11 Primoris Services Corp DE 1.01,9.01 10/20/11 PRIVATEBANCORP, INC DE 2.02,9.01 10/25/11 PVF CAPITAL CORP OH 2.02,9.01 10/25/11 Pzena Investment Management, Inc. DE 2.02,9.01 09/30/11 QCR HOLDINGS INC DE 2.02,9.01 10/24/11 QUAKER CHEMICAL CORP PA 2.02,9.01 10/25/11 QUEST DIAGNOSTICS INC DE 2.02,8.01,9.01 10/25/11 QUEST DIAGNOSTICS INC DE 5.02,9.01 10/24/11 QUIDEL CORP /DE/ DE 2.02,9.01 10/25/11 RADIOSHACK CORP DE 2.02,8.01,9.01 10/19/11 RARUS MINERALS INC NV 4.01,9.01 10/18/11 AMEND RAYONIER INC NC 2.02,9.01 10/25/11 RAYONIER INC NC 5.02,9.01 10/21/11 RCLC, INC. NJ 1.03,8.01,9.01 10/24/11 REAL ESTATE ASSOCIATES LTD II CA 1.01,9.01 10/20/11 Regency Energy Partners LP DE 7.01,8.01,9.01 10/25/11 Regency Energy Partners LP DE 7.01 10/25/11 REGIONS FINANCIAL CORP DE 2.02,7.01,9.01 10/25/11 RENAISSANCE LEARNING INC WI 1.01,2.03,3.01,3.03, 10/19/11 5.01,5.02,5.03,9.01 RENT A CENTER INC DE 2.02,9.01 10/24/11 Resource Real Estate Opportunity REIT MD 2.01 10/21/11 REXNORD LLC DE 1.01,2.03,9.01 10/20/11 REYNOLDS AMERICAN INC 2.02,9.01 10/25/11 RF MICRO DEVICES INC NC 2.02,9.01 10/25/11 Ruby Creek Resources, Inc. NV 8.01,9.01 10/20/11 RURBAN FINANCIAL CORP OH 5.02 10/19/11 RYDER SYSTEM INC FL 2.02,9.01 10/25/11 S&T BANCORP INC PA 8.01 10/24/11 SANGAMO BIOSCIENCES INC DE 2.02,9.01 10/25/11 SAVE THE WORLD AIR INC NV 7.01,9.01 10/24/11 SAVVY BUSINESS SUPPORT INC NV 4.01,9.01 10/24/11 SeaBright Holdings, Inc. DE 2.02,9.01 10/25/11 SecureAlert, Inc. UT 9.01 08/04/11 AMEND SemGroup Corp DE 8.01,9.01 10/24/11 SHARPS COMPLIANCE CORP DE 2.02,9.01 10/25/11 SHERWIN WILLIAMS CO OH 2.02,9.01 10/25/11 SIGMA ALDRICH CORP DE 2.02,7.01,9.01 10/25/11 SILICON IMAGE INC DE 2.02,9.01 10/25/11 SIMON PROPERTY GROUP INC /DE/ DE 2.02,7.01,9.01 10/25/11 SMG Indium Resources Ltd. DE 4.01,9.01 10/21/11 SOCKET MOBILE, INC. DE 2.02,9.01 09/30/11 SONIC AUTOMOTIVE INC DE 2.02,7.01,9.01 10/25/11 SONOSITE INC 2.02,9.01 10/25/11 SONUS NETWORKS INC DE 5.07 06/01/11 AMEND SONUS NETWORKS INC DE 5.02,9.01 08/24/11 AMEND SOUTHERN FIRST BANCSHARES INC SC 2.02,9.01 10/25/11 SRKP 16 INC DE 1.01,9.01 07/18/11 STAAR SURGICAL CO DE 2.02,9.01 10/20/11 STAMPS.COM INC DE 1.01 10/19/11 STAMPS.COM INC DE 5.07 06/15/11 AMEND STAR GAS PARTNERS LP DE 2.02,7.01,9.01 10/25/11 Steel Excel Inc. DE 2.02,8.01,9.01 10/24/11 STEINWAY MUSICAL INSTRUMENTS INC DE 5.02,8.01,9.01 10/20/11 STEREO VISION ENTERTAINMENT INC 2.01 10/24/11 STERLING FINANCIAL CORP /WA/ WA 2.02,9.01 10/25/11 STONE ENERGY CORP DE 5.05,9.01 10/20/11 STRATS SM TRUST FOR Goldman Sachs Cap 8.01,9.01 10/17/11 STRATS SM TRUST FOR GOLDMAN SACHS GRO 8.01,9.01 10/17/11 STRATS SM TRUST FOR JPMORGAN CHASE & 8.01,9.01 10/17/11 STRATS SM TRUST FOR WAL-MART STORES, 8.01,9.01 10/17/11 STRATS(SM) TRUST FOR DOMINION RESOURC 8.01,9.01 10/17/11 STRATS(SM) TRUST FOR GEN ELEC CAP COR 8.01,9.01 10/17/11 STRATS(SM) Trust For Goldman Sachs Ca 8.01,9.01 10/17/11 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 10/17/11 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 10/17/11 STRUCTURED OBLIGATIONS CORP LONG TERM DE 8.01,9.01 10/17/11 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 10/17/11 STRUCTURED OBLIGATIONS CORP SELECT NO DE 8.01,9.01 10/17/11 SUN COMMUNITIES INC MD 2.02,9.01 10/25/11 SUN RIVER ENERGY, INC CO 7.01,9.01 10/19/11 SUNOCO LOGISTICS PARTNERS L.P. DE 2.02,7.01,8.01,9.01 10/25/11 Super Micro Computer, Inc. CA 2.02,9.01 10/25/11 SUPERIOR ENERGY SERVICES INC DE 8.01,9.01 10/25/11 SUPERTEX INC CA 2.01,9.01 10/25/11 TAKEDOWN ENTERTAINMENT INC. NV 7.01,9.01 09/22/11 TANGER FACTORY OUTLET CENTERS INC NC 2.02,7.01,9.01 10/25/11 TD AMERITRADE HOLDING CORP DE 2.02,5.02,9.01 10/20/11 TECHNE CORP /MN/ MN 2.02,9.01 09/30/11 TELECOM HOLDRS TRUST NY 8.01,9.01 10/25/11 TELEFLEX INC DE 2.02,9.01 10/25/11 TELEFLEX INC DE 7.01,9.01 10/25/11 TELEFLEX INC DE 1.01,9.01 10/20/11 TELLABS INC DE 2.02,9.01 10/25/11 TENNANT CO MN 2.02,9.01 10/25/11 Territorial Bancorp Inc. MD 5.04,9.01 10/21/11 TESCO CORP 7.01,8.01 10/19/11 TEXTRON INC DE 1.01,1.02,8.01,9.01 10/25/11 TII NETWORK TECHNOLOGIES, INC. DE 5.02,9.01 10/24/11 Titan Holding Group, Inc. FL 5.03,8.01,9.01 10/25/11 TMST, Inc. MD 7.01,9.01 10/21/11 TMX Finance LLC DE 8.01,9.01 10/25/11 TOTAL SYSTEM SERVICES INC GA 2.02,7.01,8.01,9.01 10/25/11 TRAILER BRIDGE INC 1.01,9.01 10/24/11 TRUSTMARK CORP MS 2.02,9.01 10/25/11 TWIN DISC INC WI 2.02,5.07,7.01,8.01, 10/25/11 9.01 U S GOLD CORP CO 7.01,9.01 10/25/11 Ulta Salon, Cosmetics & Fragrance, In DE 1.01,2.03,9.01 10/19/11 Under Armour, Inc. MD 2.02,9.01 10/25/11 UNION FIRST MARKET BANKSHARES CORP VA 2.02,5.02,9.01 10/24/11 UNISYS CORP DE 9.01 10/24/11 AMEND UNITED BANKSHARES INC/WV WV 2.02,9.01 10/25/11 UNITED PARCEL SERVICE INC DE 2.02,9.01 10/25/11 UNITED STATES STEEL CORP DE 2.02,9.01 10/25/11 UNITED STATIONERS INC DE 2.02,9.01 10/24/11 US Highland, Inc. OK 5.02 10/20/11 USANA HEALTH SCIENCES INC UT 2.02,9.01 10/25/11 VANTONE INTERNATIONAL GROUP, INC. NV 1.01,1.02,9.01 10/18/11 VASCULAR SOLUTIONS INC MN 2.02,9.01 10/25/11 VelaTel Global Communications, Inc. NV 1.01,9.01 10/21/11 VICOR CORP DE 2.02,9.01 10/25/11 VIST FINANCIAL CORP PA 2.02,9.01 10/25/11 Vocus, Inc. DE 2.02,9.01 10/25/11 VOIS Inc. FL 5.02 10/25/11 Vu1 CORP CA 5.03,9.01 09/30/11 W R GRACE & CO DE 2.02,9.01 10/25/11 WADDELL & REED FINANCIAL INC DE 2.02,9.01 10/25/11 WALT DISNEY CO/ DE 5.02 10/21/11 WATERS CORP /DE/ DE 2.02,9.01 10/25/11 Weatherford International Ltd./Switze V8 2.02,7.01,9.01 10/25/11 WEB.COM GROUP, INC. DE 5.07 10/25/11 WEBSENSE INC DE 2.02,9.01 10/25/11 WESBANCO INC WV 2.02,9.01 10/25/11 WESTERN CAPITAL RESOURCES, INC. MN 1.01,2.03 10/18/11 Western Union CO DE 2.02,7.01,9.01 10/25/11 WESTINGHOUSE AIR BRAKE TECHNOLOGIES C DE 2.02,7.01,9.01 10/25/11 WHITE SMILE GLOBAL, INC. NV 1.01,2.01,5.02 10/13/11 WILLIS GROUP HOLDINGS PLC L2 2.02,9.01 10/24/11 Win Gaming Media, Inc. NV 5.03 10/25/11 WSI INDUSTRIES, INC. MN 2.02,5.02,8.01,9.01 10/20/11 WVS FINANCIAL CORP PA 8.01,9.01 10/25/11 XEROX CORP NY 2.02,9.01 10/25/11 YATERRA VENTURES CORP. 5.01 10/19/11 ZIX CORP TX 2.02,9.01 10/25/11