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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549





FORM 10-K/A

(Amendment No. 1)







|x | ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|- | ------------------------------------------------------------------------------------

For the fiscal year ended December 31, 2010

OR



| ̈ | TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|- | ----------------------------------------------------------------------------------------

For the transition period
from                     to                     
..

Commission file number 001-33740





Cypress Sharpridge Investments, Inc.

(Exact name of registrant as specified in its charter)







|                                                               |  |                                  
|-------------------------------------------------------------- |  | ---------------------------------
|Maryland                                                       |  | 20-4072657                       
|(State or other jurisdiction of incorporation or organization) |  | (IRS Employer Identification No.)
|                                                               | 
|437 Madison Avenue, 33rdFloor New York, New York               |  | 10022                            
|(Address of principal executive offices)                       |  | (Zip Code)                       





(212) 612-3210

(Registrants telephone number, including area code)

Securities registered pursuant to Section 12(b) of the Act:







|                              |  |                                          
|----------------------------- |  | -----------------------------------------
|Title of each class           |  | Name of each exchange on which registered
|Common stock, $0.01 par value |  | New York Stock Exchange                  

Securities registered pursuant to Section 12(g) of the Act: None





Indicate by check mark if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities
Act.    Yes   ̈    No  x

Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Exchange
Act.    Yes   ̈    No  x

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the
Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90
days.    Yes  x    No   ̈

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive
Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).    Yes   ̈    No   ̈

Indicate by check mark if disclosure of delinquent filers pursuant to Item 405 of Regulation S-K is not contained herein, and will not be contained, to the best of the registrants knowledge, in
definitive proxy or information statements incorporated by reference in Part III of this Form 10-K or any amendment to this Form 10-K.  x

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer or a smaller
reporting company. See the definitions of large accelerated filer, accelerated filer and smaller reporting company in Rule 12b-2 of the Exchange Act. Check one:



|                        |  |   |  |                                               |  |                           |  |   |  | 
|----------------------- |  | - |  | --------------------------------------------- |  | ------------------------- |  | - |  | 
|Large accelerated filer |  |  ̈ |  |                                               |  | Accelerated filer         |  | x |  | 
|Non-accelerated filer   |  |  ̈ |  | (Do not check if a smaller reporting company) |  | Smaller reporting company |  |  ̈ |  | 

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange
Act).    Yes   ̈    No  x

The aggregate market value of the voting and non-voting common equity held by non-affiliates of the registrant was approximately
$358,289,947 based on the closing price on the New York Stock Exchange as of June 30, 2010.

Number of the
registrants common stock outstanding as of February 7, 2011: 59,557,854

DOCUMENTS INCORPORATED BY REFERENCE

Portions of the registrants definitive Proxy Statement with respect to its 2011 Annual Meeting of Stockholders to be
filed not later than 120 days after the end of the registrants fiscal year are incorporated by reference into Part III hereof as noted therein.









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EXPLANATORY NOTE

The Registrant is filing this Amendment No. 1 on Form 10-K/A (this Amendment) to its Annual Report on Form 10-K for the
fiscal year ended December 31, 2010 filed with the Securities and Exchange Commission on February 8, 2011 (the Original Filing) to revise percentages shown in the Projected Change in Our Net Income column of the sensitivity
analysis table for December 31, 2010 in Part II, Item 7A Quantitative and Qualitative Disclosures about Market Risk under the subheading Effect on Fair Value and Net Income. In the Original Filing, these percentages were
inadvertently calculated incorrectly, although the empirical data generated by the sensitivity analysis model was calculated correctly.

Pursuant to Rule 12b-15 under the Securities Act of 1934, as amended (the Exchange Act), this Amendment also contains new certifications pursuant to Rules 13a-14(a) and 15(d)-14(a) under the
Exchange Act and pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.

Except as described above, this Annual Report on Form 10-K/A does not amend, update or change any other items or disclosures in the
Annual Report on Form 10-K, as amended, and does not purport to reflect any information or events subsequent to the filing thereof.



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CYPRESS SHARPRIDGE INVESTMENTS, INC.

INDEX



|         |  |                                                            |  |                     |   | 
|-------- |  | ---------------------------------------------------------- |  | ------------------- | - | 
|Item No. |  |                                                            |  | Form 10-KReportPage |  
|         |  | PART II                                                    |  |                     |   | 
|         |  |                                                           
|7A.      |  | Quantitative and Qualitative Disclosures About Market Risk |  |                     | 1 | 
|         |  |                                                           
|         |  | PART IV                                                    |  |                     |   | 
|         |  |                                                           
|15.      |  | Exhibits and Financial Statement Schedules                 |  |                     | 5 | 



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PART II



|Item 7A. | Quantitative and Qualitative Disclosures about Market Risk
|-------- | ----------------------------------------------------------

As of December 31, 2010 and 2009, the primary component of our market risk was interest rate risk, as described below. While we do not seek to avoid risk completely, we do believe that risk can be
quantified from historical experience and seek to actively manage risk, to earn sufficient compensation to justify taking risks and to maintain capital levels consistent with the risks we undertake. Our board of directors has a risk management
committee that oversees our risk management process. See BusinessRisk Management for a further discussion of our risk management committee and risk mitigation practices.

Interest Rate Risk

We are subject to interest rate risk in connection with our investments in Agency RMBS collateralized by ARMs, hybrid ARMs and fixed rate mortgage loans and our related debt obligations, which are
generally repurchase agreements of limited duration that are periodically refinanced at current market rates. We seek to mitigate this risk through utilization of derivative contracts, primarily interest rate swap and cap agreements.

Effect on Net Investment Income. We fund our investments in long term Agency RMBS collateralized by ARMs, hybrid ARMs and
fixed rate mortgage loans with short term borrowings under repurchase agreements. During periods of rising interest rates, the borrowing costs associated with those Agency RMBS tend to increase while the income earned on such Agency RMBS (during the
fixed rate component of such securities) may remain substantially unchanged. This results in a narrowing of the net interest spread between the related assets and borrowings and may even result in losses.

We are a party to the interest rate swap and cap contracts as of December 31, 2010, 2009 and 2008 described in detail under
Item 7. Managements Discussion and Analysis of Financial Condition and Results of OperationsContractual Obligations and Commitments in this annual report on Form 10-K.

Hedging techniques are partly based on assumed levels of prepayments of our Agency RMBS. If prepayments are slower or faster than
assumed, the life of the Agency RMBS will be longer or shorter, which would reduce the effectiveness of any hedging strategies we may use and may cause losses on such transactions.

Occasionally we invest in Agency RMBS collateralized by ARMs which are based on mortgages whose coupon rates reset monthly based on the
Monthly Treasury Average, or MTA. However, our borrowing costs pursuant to our repurchase agreements are generally based on 30-day LIBOR, which may change more quickly than the MTA index. Hence, in a rapidly rising interest rate
environment, we would expect our net interest margin to decrease, temporarily. In a falling interest rate environment, we would expect our net interest margin to rise temporarily. For a discussion of the effects of interest rate changes on our
Agency RMBS collateralized by hybrid ARMs and fixed-rate mortgages, see Extension Risk.

Effect on
Fair Value. Another component of interest rate risk is the effect changes in interest rates will have on the fair value of our assets. We face the risk that the fair value of our assets will increase or decrease at different rates than that
of our liabilities, including our hedging instruments.

We primarily assess our interest rate risk by estimating the duration
of our assets and the duration of our liabilities. Duration essentially measures the market price volatility of financial instruments as interest rates change. We generally calculate duration using various third-party financial models and empirical
data. Different models and methodologies can produce different duration numbers for the same securities.

Extension
Risk. We invest in Agency RMBS collateralized by hybrid ARMs, which have interest rates that are fixed for the first few years of the loan (typically three, five, seven or 10 years) and thereafter reset



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periodically on the same basis as Agency RMBS collateralized by ARMs. We compute the projected weighted average life of our Agency RMBS collateralized by hybrid ARMs based on assumptions
regarding the rate at which the borrowers will prepay the underlying mortgages. In general, when Agency RMBS collateralized by fixed rate or hybrid ARMs is acquired with borrowings, we may, but are not required to, enter into an interest rate swap
agreement or other hedging instrument that effectively fixes our borrowing costs for a period close to the anticipated weighted average life of the fixed rate portion of the related Agency RMBS. This strategy is designed to protect us from rising
interest rates by fixing our borrowing costs for the duration of the fixed rate period of the collateral underlying the related Agency RMBS.

We have structured our swaps to expire in conjunction with the estimated weighted average life of the fixed period of the mortgages underlying our Agency RMBS portfolio. However, in a rising interest rate
environment, the weighted average life of the fixed rate mortgages underlying our Agency RMBS could extend beyond the term of the swap agreement or other hedging instrument. This could have a negative impact on our results from operations, as
borrowing costs would no longer be fixed after the term of the hedging instrument while the income earned on the remaining Agency RMBS would remain fixed for a period of time. This situation may also cause the market value of our Agency RMBS to
decline, with little or no offsetting gain from the related hedging transactions. In extreme situations, we may be forced to sell assets to maintain adequate liquidity, which could cause us to incur losses.

Interest Rate Cap Risk. Both the ARMs and hybrid ARMs that collateralize our Agency RMBS are typically subject to periodic
and lifetime interest rate caps and floors, which limit the amount by which the securitys interest yield may change during any given period. However, our borrowing costs will not be subject to similar restrictions. Therefore, in a period of
increasing interest rates, the interest costs on our borrowings could increase without limitation by caps, while the interest-rate yields on our Agency RMBS would effectively be limited by caps. This problem will be magnified to the extent that we
acquire Agency RMBS that are collateralized by hybrid ARMs that are not fully indexed. In addition, the underlying mortgages may be subject to periodic payment caps that result in some portion of the interest being deferred and added to the
principal outstanding. This could result in our receipt of less cash income on our Agency RMBS than we need in order to pay the interest cost on our related borrowings. These factors could lower our net investment income or cause a net loss during
periods of rising interest rates, which would harm our financial condition, cash flows and results of operations.

Interest
Rate Mismatch Risk. We intend to fund a substantial portion of our acquisitions of Agency RMBS with borrowings that, after the effect of hedging, have interest rates based on indices and repricing terms similar to, but of somewhat shorter
maturities than, the interest rate indices and repricing terms of the Agency RMBS. Thus, we anticipate that in most cases the interest rate indices and repricing terms of our Agency RMBS and our funding sources will not be identical, thereby
creating an interest rate mismatch between assets and liabilities. Therefore, our cost of funds would likely rise or fall more quickly than would our earnings rate on assets. During periods of changing interest rates, such interest rate mismatches
could negatively impact our financial condition, cash flows and results of operations. To mitigate interest rate mismatches, we may utilize the hedging strategies discussed above.

Our analysis of risks is based on our Managers experience, estimates, models and assumptions. These analyses rely on models which
utilize estimates of fair value and interest rate sensitivity. Actual economic conditions or implementation of investment decisions by our management may produce results that differ significantly from the estimates and assumptions used in our models
and the projected results reflected herein.

Prepayment Risk

Prepayments are the full or partial repayment of principal prior to the original contractual maturity of a mortgage loan and typically
occur due to refinancing of mortgage loans. Prepayment rates for existing Agency RMBS generally increase when prevailing mortgage interest rates fall. In addition, prepayment rates on Agency



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RMBS collateralized by ARMs and hybrid ARMs generally increase when the difference between long term and short term interest rates declines or becomes negative. Some ARMs underlying our Agency
RMBS may bear initial teaser mortgage interest rates that are lower than their fully-indexed rates, which refers to the applicable index rates plus a margin. In the event that such an ARM is prepaid prior to or soon after the time of adjustment to a
fully-indexed rate, the holder of the related Agency RMBS would have held such security while it was less profitable and lost the opportunity to receive interest at the fully-indexed rate over the expected life of the Agency RMBS. We currently do
not own any Agency RMBS collateralized by ARMs with teaser mortgage interest rates. Additionally, we currently own Agency RMBS that were purchased at a premium. The prepayment of such Agency RMBS at a rate faster than anticipated would result in a
write-off of any remaining capitalized premium amount.

In early March 2010, both Freddie Mac and Fannie Mae announced they
would purchase from the pools of mortgage loans underlying RMBS guaranteed by them, all mortgage loans that are more than 120 days delinquent. The impact of these programs thus far is reflected in the CPR of our portfolio. Because a substantial
portion of our portfolio consists of Agency RMBS backed by 15 year fixed-rate loans, which have low delinquency rates, these programs have not caused a significant increase in the CPR of our portfolio.

Our Manager seeks to mitigate our prepayment risk by investing in Agency RMBS with (i) a variety of prepayment characteristics,
(ii) prepayment prohibitions and penalties and (iii) prepayment protections, as well as by balancing Agency RMBS purchased at a premium with Agency RMBS purchased at a discount.

Effect on Fair Value and Net Income

Another component of interest rate risk is the effect changes in interest rates will have on the fair value of our assets and our net income exclusive of the effect on fair value. We face the risk that
the fair value of our assets and net investment income will increase or decrease at different rates than that of our liabilities, including our hedging instruments.

We primarily assess our interest rate risk by estimating the duration of our assets and the duration of our liabilities. Duration essentially measures the market price volatility of financial instruments
as interest rates change. We generally calculate duration using various financial models and empirical data. Different models and methodologies can produce different duration numbers for the same securities.

The following sensitivity analysis table shows the estimated impact on the fair value and net income exclusive of the effect on fair
value of our interest rate-sensitive investments and repurchase agreement liabilities at December 31, 2010 and 2009, assuming a static portfolio and that rates instantaneously fall 25, 50 and 75 basis points and rise 25, 50 and 75 basis points.

December 31, 2010



|                         |  |                                                 |       |   |                                  |  |        |  
|------------------------ |  | ----------------------------------------------- | ----- | - | -------------------------------- |  | ------ | -
|Change in Interest Rates |  | Projected Change in theFair Value of Our Assets |       |   | Projected Change inOur NetIncome | 
|- 75 basis points        |  |                                                 | 2.79  | % |                                  |  | 1.69   | %
|- 50 basis points        |  |                                                 | 1.93  | % |                                  |  | 0.97   | %
|- 25 basis points        |  |                                                 | 0.99  | % |                                  |  | 0.26   | %
|No Change                |  |                                                 | 0.00  | % |                                  |  | 0.00   | %
|+ 25 basis points        |  |                                                 | -1.03 | % |                                  |  | -4.05  | %
|+ 50 basis points        |  |                                                 | -2.01 | % |                                  |  | -7.64  | %
|+ 75 basis points        |  |                                                 | -3.19 | % |                                  |  | -11.22 | %



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December 31, 2009



|                         |  |                                                 |       |   |                                  |  |       |  
|------------------------ |  | ----------------------------------------------- | ----- | - | -------------------------------- |  | ----- | -
|Change in Interest Rates |  | Projected Change in theFair Value of Our Assets |       |   | Projected Change inOur NetIncome | 
|- 75 basis points        |  |                                                 | 0.83  | % |                                  |  | 2.50  | %
|- 50 basis points        |  |                                                 | 0.65  | % |                                  |  | 1.35  | %
|- 25 basis points        |  |                                                 | 0.38  | % |                                  |  | 0.29  | %
|No Change                |  |                                                 | 0.00  | % |                                  |  | 0.00  | %
|+ 25 basis points        |  |                                                 | -0.45 | % |                                  |  | -1.59 | %
|+ 50 basis points        |  |                                                 | -0.98 | % |                                  |  | -4.76 | %
|+ 75 basis points        |  |                                                 | -1.57 | % |                                  |  | -6.85 | %

While the charts above
reflect the estimated immediate impact of interest rate increases and decreases on a static portfolio, we rebalance our portfolio from time to time either to take advantage or minimize the impact of changes in interest rates. Additionally, the
effects of interest rate changes on our portfolio illustrated in the above chart does not take into account the effect that our hedging instruments, mainly interest rate swaps and caps, would have on the fair value of our portfolio, but does take
into account the effect that our hedging instruments, would have on our net income exclusive of the effect on fair value. Generally, our interest rate swaps reset in the quarter following changes in interest rates. It is important to note that the
impact of changing interest rates on fair value and net income can change significantly when interest rates change beyond 75 basis points from current levels. Therefore, the volatility in the fair value of our assets could increase significantly
when interest rates change beyond 75 basis points. In addition, other factors impact the fair value of and net income from our interest rate-sensitive investments and hedging instruments, such as the shape of the yield curve, market expectations as
to future interest rate changes and other market conditions. Accordingly, in the event of changes in actual interest rates, the change in the fair value of our assets and our net income would likely differ from that shown above, and such difference
might be material and adverse to our stockholders.

Risk Management

Our board of directors exercises its oversight of risk management in many ways, including through its Risk Management Committee. The Risk
Management Committee was established to oversee our senior managements and our Managers risk-related responsibilities, including reviewing management policies and performance against these policies and related benchmarks.

As part of our risk management process, our Manager seeks to actively manage the interest rate, liquidity, prepayment and counterparty
risks associated with our Agency RMBS portfolio. Our Manager seeks to mitigate our interest rate risk exposure by entering into various hedging instruments in order to minimize our exposure to potential interest rate mismatches between the interest
we earn on our investments and our borrowing costs.

Our Manager seeks to mitigate our liquidity risks by monitoring our
liquidity position on a daily basis and maintaining a prudent level of leverage, which we currently consider to be between 6 and 10 times the amount of net assets in our overall portfolio, based on current market conditions and various other
factors, including the health of the financial institutions that lend to us under our repurchase agreements and the presence of special liquidity programs provided by domestic and foreign central banks.

Our Manager seeks to mitigate our prepayment risk by investing in Agency RMBS with (i) a variety of prepayment characteristics,
(ii) prepayment prohibitions and penalties and (iii) prepayment protections, as well as by balancing Agency RMBS purchased at a premium with Agency RMBS purchased at a discount.

Our Manager seeks to mitigate our counterparty risk by (i) diversifying our exposure across a broad number of counterparties
(ii) limiting our exposure to any one counterparty and (iii) monitoring the financial stability of our counterparties.



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PART IV



|Item 15. | Exhibits and Financial Statement Schedules
|-------- | ------------------------------------------

1. Exhibits

See the exhibit
index attached hereto and incorporated herein by reference. The following exhibits listed on the exhibit index are filed as exhibits to the Registrants Annual Report on Form 10-K/A (Amendment No. 1) for the year ended December 31, 2010.



|              |  |                                                                                                                                                   
|------------- |  | --------------------------------------------------------------------------------------------------------------------------------------------------
|ExhibitNumber |  | Description of Exhibit                                                                                                                            
|              | 
|31.1          |  | Certification of Chief Executive Officer pursuant to Section 302 of the SarbanesOxley Act of 2002                                                
|              | 
|31.2          |  | Certification of Chief Financial Officer pursuant to Section 302 of the SarbanesOxley Act of 2002                                                
|              | 
|32.1          |  | Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the SarbanesOxley Act of 2002.
|              | 
|32.2          |  | Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the SarbanesOxley Act of 2002.



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SIGNATURES

Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly
authorized.



|                      |  |                                      |  |                                                  
|--------------------- |  | ------------------------------------ |  | -------------------------------------------------
|                      |  | CYPRESS SHARPRIDGE INVESTMENTS, INC.
|                      |  |                                     
|Dated: April 19, 2011 |  | By:                                  |  | /s/    KEVIN E.
GRANT                            
|                      |  |                                      |  | Kevin E. Grant                                   
|                      |  |                                      |  | Chairman of the Board
and Chief Executive Officer





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EXHIBIT INDEX



|                  |  |                                                                                                                                                                                                                                                                       
|----------------- |  | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|ExhibitNumber     |  | Description of Exhibit                                                                                                                                                                                                                                                
|3.1*              |  | Articles of Amendment and Restatement of Cypress Sharpridge Investments, Inc.                                                                                                                                                                                         
|                  | 
|3.2*              |  | Bylaws of Cypress Sharpridge Investments, Inc.                                                                                                                                                                                                                        
|                  | 
|3.3*              |  | Amended and Restated Bylaws of Cypress Sharpridge Investments, Inc.                                                                                                                                                                                                   
|                  | 
|3.4**             |  | Articles of Amendment to the Articles of Amendment and Restatement.                                                                                                                                                                                                   
|                  | 
|3.5**  4.1* 
4.2* |  | Articles of Amendment to the Articles of Amendment and Restatement.
 Form of Certificate for Common Stock for Cypress Sharpridge Investments,
Inc.  Warrant Agreement, by and between Cypress Sharpridge Investments,
Inc. and National City Bank, dated May 22, 2008.
|                  | 
|4.3*              |  | First Amendment to Warrant Agreement, by and between Cypress Sharpridge Investments, Inc. and National City Bank, dated as of June 11, 2008.                                                                                                                          
|                  | 
|10.1*             |  | License Agreement, between Cypress Sharpridge Investments, Inc. and The Cypress Group L.L.C., dated as of February 10, 2006.                                                                                                                                          
|                  | 
|10.2*             |  | License Agreement, between Cypress Sharpridge Investments, Inc. and Sharpridge Capital Management, L.P., dated as of February 10, 2006.                                                                                                                               
|                  | 
|10.3*            |  | 2006 Stock Incentive Plan.                                                                                                                                                                                                                                            
|                  | 
|10.4***          |  | Forms of Restricted Stock Award Agreement.                                                                                                                                                                                                                            
|                  | 
|10.5*            |  | Form of Stock Option Agreement.                                                                                                                                                                                                                                       
|                  | 
|10.6*             |  | Second Amended and Restated Management Agreement, by and between Cypress Sharpridge Investments, Inc. and Cypress Sharpridge Advisors LLC, effective as of January 1,
2009.                                                                                           
|                  | 
|10.7*             |  | Form of Indemnification Agreement.                                                                                                                                                                                                                                    
|                  | 
|12.1              |  | Statement re: Computation of Ratio of Earnings to Combined Fixed Charges and Preferred Stock Dividends.                                                                                                                                                               
|                  | 
|23.1              |  | Consent of Independent Registered Public Accounting Firm.                                                                                                                                                                                                             
|                  | 
|31.1            |  | Certification of Chief Executive Officer pursuant to Section 302 of the SarbanesOxley Act of 2002.                                                                                                                                                                   
|                  | 
|31.2            |  | Certification of Chief Financial Officer pursuant to Section 302 of the SarbanesOxley Act of 2002.                                                                                                                                                                   
|                  | 
|32.1            |  | Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the SarbanesOxley Act of 2002.                                                                                                                    
|                  | 
|32.2            |  | Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the SarbanesOxley Act of 2002.                                                                                                                    



|* | Incorporated by reference to the Registrants Registration Statement on Form S-11 filed with the Securities and Exchange Commission (File No. 333-142236).
|- | ----------------------------------------------------------------------------------------------------------------------------------------------------------

|** | Incorporated by reference from the Registrants Form 10-K filed with the Securities and Exchange Commission on February 10, 2010.
|-- | ---------------------------------------------------------------------------------------------------------------------------------

|*** | Incorporated by reference from the Registrants Current Report on Form 8-K filed with the Securities and Exchange Commission on November 3, 2010; the
Registrants Quarterly Report on Form 10-Q filed with the Securities and Exchange Commission on October 22, 2009 and to the Registrants Registration Statement on Form S-11 filed with the Securities and Exchange Commission (File No.
333-142236).
|--- | -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

| | Compensatory plan or arrangement.
|- | ---------------------------------

| | Filed herewith.
|-- | ---------------



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