COYDOG FOUNDATION: Form 990PF, tax year 2012

View the entire original 990 at ProPublica ↗

Organization: COYDOG FOUNDATION (EIN 36-3479461)
Tax period: 2012-01-01 to 2012-12-31
Filed: 2013-06-28
IRS object ID: 201311799349100401
Schema version: 2012v2.1
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Accounting Fees Schedule
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Legal Fees Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-06-28T09:15:21-05:00	Timestamp
Tax Period End Date	2012-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Field	Value	IRS element (for citing)
EIN	205788602	EIN

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	GLASERDUNCAN CPAS	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	1040 ANNA KNAPP BLVD	AddressLine1
City	MOUNT PLEASANT	City
State	SC	State
ZIP Code	29464	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2012-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	363479461	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	COYDOG FOUNDATION	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	COYD	NameControl
Phone	6174897300	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	C/O FAMILY OFFICE SOLUTIONS PO BOX	AddressLine1
Address Line2	2532	AddressLine2
City	MOUNT PLEASANT	City
State	SC	State
ZIP Code	29465	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	BOARDMAN LLOYD	Name
Title	VICE PRESIDENT	Title
Phone	6174897300	Phone
Date Signed	2013-06-26	DateSigned
Authorize Third Party	1	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	KEVIN ST GERMAIN	Name
PTIN	P00292994	PTIN
Phone	8436281890	Phone

Field	Value	IRS element (for citing)
Tax Year	2012	TaxYear
Build TS	2016-02-25 16:41:14Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Address Change	X	AddressChange
Exempt PF	X	ExemptPF
FMV Assets EOY	42108572	FMVAssetsEOY
Method Of Accounting Cash	X	MethodOfAccountingCash

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Dividends Rev And Expnss	1266923	DividendsRevAndExpnss
Dividends Net Invst Incm	1266923	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	3508001	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	38104060	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	3508001	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	27920	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	53172	OtherIncomeNetInvstIncm
Total Revenue And Expenses	4802844	TotalRevenueAndExpenses
Total Net Investment Income	4828096	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	0	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	0	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	0	CompOfcrDirTrstDsbrsChrtblPrps
Legal Fees Rev And Expnss	792	LegalFeesRevAndExpnss
Legal Fees Net Invst Incm	792	LegalFeesNetInvstIncm
Legal Fees Dsbrs Chrtbl Prps	0	LegalFeesDsbrsChrtblPrps
Accounting Fees Rev And Expnss	5600	AccountingFeesRevAndExpnss
Accounting Fees Net Invst Incm	5600	AccountingFeesNetInvstIncm
Accounting Fees Dsbrs Chrtbl Prps	0	AccountingFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	195637	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	195637	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	35165	TaxesRevAndExpnss
Taxes Net Invst Incm	25165	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Other Expenses Rev And Expnss	38017	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	38017	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	0	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	275211	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	265211	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	0	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	2102044	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	2102044	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	2377255	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	265211	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	2102044	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	2425589	ExcessOfRevenueOverExpenses
Net Investment Income	4562885	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Savings And Temp Cash Invst BOY	1798334	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	181501	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	181501	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	4736610	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	0	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	0	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	18033606	InvestmentsCorpStockBOY
Investments Corp Stock EOY	19608625	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	21832403	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	10107102	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	6278745	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	6458394	InvestmentsCorpBondsEOYFMV
Investments Other BOY	2695690	InvestmentsOtherBOY
Investments Other EOY	13379027	InvestmentsOtherEOY
Investments Other EOYFMV	13636274	InvestmentsOtherEOYFMV
Total Assets BOY	37371342	TotalAssetsBOY
Total Assets EOY	39447898	TotalAssetsEOY
Total Assets EOYFMV	42108572	TotalAssetsEOYFMV
Total Liabilities BOY	0	TotalLiabilitiesBOY
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	37371342	CapitalStockBOY
Capital Stock EOY	39447898	CapitalStockEOY
Paid In Or Capital Surplus BOY	0	PaidInOrCapitalSurplusBOY
Paid In Or Capital Surplus EOY	0	PaidInOrCapitalSurplusEOY
Retained Earnings BOY	0	RetainedEarningsBOY
Retained Earnings EOY	0	RetainedEarningsEOY
Total Net Assets BOY	37371342	TotalNetAssetsBOY
Total Net Assets EOY	39447898	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	37371342	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	39447898	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	37371342	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	2425589	ExcessOfRevenueOverExpenses
Other Increases	17745	OtherIncreases
Subtotal	39814676	Subtotal
Other Decreases	366778	OtherDecreases
Total Net Assets Fund Balances EOY	39447898	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1742 entries)

Description Of AssetDescriptionOfAsset	How AcquiredHowAcquired	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
ISHARES S&P 500 INDEX FUND 4160 SH	P	2012-05-03	2012-10-01	602613	583547	19066	19066
LYONDELLBASELL INDU-CL A-W/I 150 SH	P	2011-05-24	2012-01-06	5181	5945	-764	-764
MARATHON OIL CORP 200 SH	P	2011-04-20	2012-01-11	6132	6414	-282	-282
MARATHON OIL CORP 200 SH	P	2011-01-25	2012-01-11	6132	5163	969	969
MARATHON PETROLEUM CORP 200 SH	P	2011-08-24	2012-01-25	7701	7031	670	670
MARATHON PETROLEUM CORP 50 SH	P	2011-04-20	2012-01-25	1925	2084	-159	-159
MARATHON PETROLEUM CORP 50 SH	P	2011-04-20	2012-01-25	1925	2084	-159	-159
MARATHON PETROLEUM CORP 50 SH	P	2011-01-25	2012-01-25	1925	1677	248	248
TYSON FOODS INC CL A 250 SH	P	2011-05-02	2012-01-27	4670	4965	-295	-295
LOWES COMPANIES INC COM 250 SH	P	2011-02-02	2012-01-31	6713	6149	564	564
TYSON FOODS INC CL A 150 SH	P	2011-06-30	2012-02-02	2790	2912	-122	-122
LYONDELLBASELL INDU-CL A-W/I 125 SH	P	2011-05-24	2012-02-02	5414	4954	460	460
LYONDELLBASELL INDU-CL A-W/I 100 SH	P	2011-08-23	2012-02-02	4331	2964	1367	1367
TYSON FOODS INC CL A 300 SH	P	2011-05-02	2012-02-02	5580	5957	-377	-377
GOLDMAN SACHS GROUP INC 100 SH	P	2011-12-07	2012-02-07	11657	10296	1361	1361
MARATHON PETROLEUM CORP 200 SH	P	2011-12-21	2012-02-14	8820	6477	2343	2343
MARATHON PETROLEUM CORP 50 SH	P	2011-09-28	2012-02-14	2205	1491	714	714
CMS ENERGY CORP 475 SH	P	2011-08-17	2012-02-23	10257	9033	1224	1224
CMS ENERGY CORP 225 SH	P	2011-10-06	2012-02-23	4859	4426	433	433
GENERAL MOTORS CO 225 SH	P	2011-06-23	2012-02-28	5904	6665	-761	-761
GOLDMAN SACHS GROUP INC 75 SH	P	2011-12-07	2012-03-20	9506	7722	1784	1784
MOODYS CORP 150 SH	P	2011-06-23	2012-03-20	6252	5595	657	657
UNITED HEALTH GROUP INC 100 SH	P	2012-02-06	2012-03-20	5507	5131	376	376
UNITED HEALTH GROUP INC 150 SH	P	2011-06-16	2012-03-20	8260	7430	830	830
NEXEN INC 550 SH	P	2012-01-12	2012-04-02	10324	9796	528	528
GILEAD SCIENCES INC 400 SH	P	2011-08-08	2012-04-25	20816	14742	6074	6074
GILEAD SCIENCES INC 200 SH	P	2011-08-15	2012-04-25	10408	7425	2983	2983
HEWLETT PACKARD COMPANY 150 SH	P	2011-05-25	2012-04-25	3705	5397	-1692	-1692
HEWLETT PACKARD COMPANY 500 SH	P	2011-08-05	2012-04-25	12351	16240	-3889	-3889
HEWLETT PACKARD COMPANY 800 SH	P	2011-08-19	2012-04-25	19761	18818	943	943
HEWLETT PACKARD COMPANY 200 SH	P	2011-12-20	2012-04-25	4940	5198	-258	-258
HEWLETT PACKARD COMPANY 200 SH	P	2012-01-12	2012-04-25	4940	5363	-423	-423
HEWLETT PACKARD COMPANY 100 SH	P	2012-03-02	2012-04-25	2470	2542	-72	-72
HEWLETT PACKARD COMPANY 200 SH	P	2012-03-02	2012-04-25	4940	5083	-143	-143
HEWLETT PACKARD COMPANY 300 SH	P	2012-03-22	2012-04-25	7410	6913	497	497
J P MORGAN CHASE & CO 200 SH	P	2011-09-09	2012-04-25	8741	6457	2284	2284
J P MORGAN CHASE & CO 500 SH	P	2012-03-21	2012-04-25	21852	22594	-742	-742
TRANSOCEAN LTD ZUG NAMEN-AKT 100 SH	P	2011-11-22	2012-04-25	4988	4525	463	463
TIME WARNER CABLE INC. 150 SH	P	2011-11-14	2012-04-25	12282	9130	3152	3152
TYSON FOODS INC CL A 200 SH	P	2011-06-30	2012-04-25	3576	3883	-307	-307
TYSON FOODS INC CL A 300 SH	P	2011-10-31	2012-04-25	5364	5821	-457	-457
UNITED HEALTH GROUP INC 150 SH	P	2011-06-16	2012-04-25	8857	7430	1427	1427
UNITED HEALTH GROUP INC 200 SH	P	2011-08-08	2012-04-25	11809	8528	3281	3281
UNITED HEALTH GROUP INC 250 SH	P	2011-08-11	2012-04-25	14761	10703	4058	4058
UNITED HEALTH GROUP INC 100 SH	P	2011-07-15	2012-04-25	5905	4677	1228	1228
VIACOM INC NEW 125 SH	P	2011-06-02	2012-04-25	5850	6308	-458	-458
VIACOM INC NEW 200 SH	P	2011-06-24	2012-04-25	9361	9572	-211	-211
VERTEX PHARMACEUTICALS INC 250 SH	P	2012-01-12	2012-04-25	9244	9183	61	61
WELLS FARGO & CO NEW 350 SH	P	2012-02-09	2012-04-25	11672	10696	976	976
WELLS FARGO & CO NEW 200 SH	P	2012-02-15	2012-04-25	6670	6065	605	605
WELLS FARGO & CO NEW 1150 SH	P	2012-03-21	2012-04-25	38350	39369	-1019	-1019
WELLPOINT INC COM 150 SH	P	2011-04-26	2012-04-25	10811	10956	-145	-145
WELLPOINT INC COM 100 SH	P	2011-08-12	2012-04-25	7208	6087	1121	1121
WELLPOINT INC COM 100 SH	P	2012-01-26	2012-04-25	7208	6494	714	714
ASTRAZENECA PLC SPONS ADR 100 SH	P	2012-01-26	2012-04-25	4555	4803	-248	-248
APPLIED MATERIALS INC 800 SH	P	2011-07-22	2012-04-25	9309	10376	-1067	-1067
APPLIED MATERIALS INC 400 SH	P	2011-10-10	2012-04-25	4655	4416	239	239
APPLIED MATERIALS INC 700 SH	P	2011-10-12	2012-04-25	8145	7950	195	195
APPLIED MATERIALS INC 400 SH	P	2011-10-25	2012-04-25	4655	4766	-111	-111
APPLIED MATERIALS INC 700 SH	P	2011-12-23	2012-04-25	8145	7469	676	676
APPLIED MATERIALS INC 800 SH	P	2012-02-02	2012-04-25	9309	10130	-821	-821
APOLLO GROUP INC CL A 350 SH	P	2011-12-28	2012-04-25	12153	18735	-6582	-6582
APOLLO GROUP INC CL A 125 SH	P	2012-03-14	2012-04-25	4340	5260	-920	-920
BP P L C SPONS ADR 325 SH	P	2011-08-11	2012-04-25	13700	12887	813	813
BP P L C SPONS ADR 125 SH	P	2011-08-12	2012-04-25	5269	4965	304	304
BP P L C SPONS ADR 450 SH	P	2011-09-15	2012-04-25	18970	17688	1282	1282
BP P L C SPONS ADR 200 SH	P	2011-10-07	2012-04-25	8431	7414	1017	1017
BP P L C SPONS ADR 200 SH	P	2011-10-11	2012-04-25	8431	7629	802	802
BP P L C SPONS ADR 100 SH	P	2011-10-27	2012-04-25	4215	4497	-282	-282
BP P L C SPONS ADR 200 SH	P	2011-10-28	2012-04-25	8431	9075	-644	-644
BP P L C SPONS ADR 200 SH	P	2012-04-02	2012-04-25	8431	9098	-667	-667
CENTURYTEL INC 250 SH	P	2011-08-10	2012-04-25	9500	8403	1097	1097
CENTURYTEL INC 200 SH	P	2011-09-12	2012-04-25	7600	6631	969	969
CENTURYTEL INC 300 SH	P	2011-10-05	2012-04-25	11400	9637	1763	1763
CENTERPOINT ENERGY INC 425 SH	P	2011-10-20	2012-04-25	8355	8873	-518	-518
CENTERPOINT ENERGY INC 375 SH	P	2012-02-15	2012-04-25	7372	7056	316	316
JOHNSON & JOHNSON COM 100 SH	P	2011-10-20	2012-04-25	6403	6253	150	150
KROGER COMPANY COMMON 200 SH	P	2011-11-28	2012-04-25	4673	4523	150	150
KROGER COMPANY COMMON 200 SH	P	2012-02-03	2012-04-25	4673	4808	-135	-135
KROGER COMPANY COMMON 400 SH	P	2012-02-03	2012-04-25	9346	9616	-270	-270
LORILLARD INC 100 SH	P	2011-08-09	2012-04-25	12656	10018	2638	2638
LORILLARD INC 75 SH	P	2011-08-11	2012-04-25	9492	7549	1943	1943
LORILLARD INC 25 SH	P	2011-10-12	2012-04-25	3164	2918	246	246
LORILLARD INC 100 SH	P	2011-10-12	2012-04-25	12656	11670	986	986
LORILLARD INC 50 SH	P	2012-01-23	2012-04-25	6328	5492	836	836
LEAR CORP W/I 100 SH	P	2011-10-31	2012-04-25	4276	4685	-409	-409
LYONDELLBASELL INDU-CL A-W/I 225 SH	P	2011-08-23	2012-04-25	10037	6654	3383	3383
LYONDELLBASELL INDU-CL A-W/I 200 SH	P	2011-10-03	2012-04-25	8922	4888	4034	4034
LAM RESH CORP COM 225 SH	P	2011-05-10	2012-04-25	9135	10848	-1713	-1713
LAM RESH CORP COM 275 SH	P	2011-10-31	2012-04-25	11165	11821	-656	-656
MGM MIRAGE 1500 SH	P	2012-01-30	2012-04-25	19815	19583	232	232
MGM MIRAGE 500 SH	P	2012-02-24	2012-04-25	6605	6989	-384	-384
MGM MIRAGE 500 SH	P	2012-02-28	2012-04-25	6605	6775	-170	-170
MGM MIRAGE 400 SH	P	2012-04-03	2012-04-25	5284	5547	-263	-263
MORGAN STANLEY DEAN WITTER & CO 1100 SH	P	2011-12-05	2012-04-25	19355	18098	1257	1257
MOODYS CORP 50 SH	P	2011-06-23	2012-04-25	2101	1865	236	236
MARATHON PETROLEUM CORP 150 SH	P	2011-09-28	2012-04-25	6074	4474	1600	1600
MC GRAW-HILL COMPANIES INC 275 SH	P	2011-04-29	2012-04-25	13151	11141	2010	2010
MICRON TECHNOLOGY 1700 SH	P	2011-10-18	2012-04-25	11251	9648	1603	1603
MICRON TECHNOLOGY 1500 SH	P	2011-10-25	2012-04-25	9927	8318	1609	1609
MICRON TECHNOLOGY 900 SH	P	2011-11-14	2012-04-25	5956	4788	1168	1168
NEWELL RUBBERMAID INC 700 SH	P	2011-10-19	2012-04-25	12394	9236	3158	3158
NV ENERGY INC COM 650 SH	P	2011-08-16	2012-04-25	10643	9457	1186	1186
NV ENERGY INC COM 450 SH	P	2011-12-22	2012-04-25	7368	7145	223	223
PFIZER INC COM 300 SH	P	2011-07-19	2012-04-25	6860	5961	899	899
ROYAL CARIBBEAN CRUISES LTD 250 SH	P	2012-04-19	2012-04-25	6638	7077	-439	-439
TRW AUTOMOTIVE HLDGS CORP 200 SH	P	2011-06-01	2012-04-25	8846	11113	-2267	-2267
TRW AUTOMOTIVE HLDGS CORP 100 SH	P	2011-10-10	2012-04-25	4423	3807	616	616
TRW AUTOMOTIVE HLDGS CORP 150 SH	P	2011-10-10	2012-04-25	6635	5711	924	924
TRANSOCEAN LTD ZUG NAMEN-AKT 150 SH	P	2011-05-17	2012-04-25	7482	10171	-2689	-2689
TRANSOCEAN LTD ZUG NAMEN-AKT 175 SH	P	2011-07-15	2012-04-25	8729	10917	-2188	-2188
TRANSOCEAN LTD ZUG NAMEN-AKT 150 SH	P	2011-08-02	2012-04-25	7482	9046	-1564	-1564
TRANSOCEAN LTD ZUG NAMEN-AKT 175 SH	P	2011-11-10	2012-04-25	8729	8695	34	34
CIT GROUP INC NEW 500 SH	P	2011-12-08	2012-04-25	19386	16997	2389	2389
CIT GROUP INC NEW 250 SH	P	2012-01-09	2012-04-25	9693	8995	698	698
CIT GROUP INC NEW 200 SH	P	2012-01-30	2012-04-25	7755	7599	156	156
CIT GROUP INC NEW 250 SH	P	2012-02-01	2012-04-25	9693	9754	-61	-61
CITIGROUP INC 250 SH	P	2011-04-29	2012-04-25	8454	11395	-2941	-2941
CITIGROUP INC 420 SH	P	2011-05-20	2012-04-25	14203	17312	-3109	-3109
CITIGROUP INC 300 SH	P	2011-07-21	2012-04-25	10145	11863	-1718	-1718
CITIGROUP INC 200 SH	P	2011-07-29	2012-04-25	6763	7665	-902	-902
CITIGROUP INC 200 SH	P	2011-10-27	2012-04-25	6763	6652	111	111
CITIGROUP INC 500 SH	P	2011-11-28	2012-04-25	16908	12632	4276	4276
CISCO SYS INC 750 SH	P	2011-12-22	2012-04-25	14712	13618	1094	1094
CISCO SYS INC 250 SH	P	2012-03-22	2012-04-25	4904	5094	-190	-190
CISCO SYS INC 300 SH	P	2012-04-12	2012-04-25	5885	6030	-145	-145
CORNING INC COM 400 SH	P	2011-09-23	2012-04-25	5595	4960	635	635
DTE ENERGY CO 150 SH	P	2011-08-12	2012-04-25	8433	7040	1393	1393
DEVON ENERGY CORPORATION NEW 75 SH	P	2011-10-10	2012-04-25	5053	4367	686	686
DIRECTV - CLASS A 150 SH	P	2011-11-28	2012-04-25	7160	6913	247	247
DIRECTV - CLASS A 100 SH	P	2012-03-30	2012-04-25	4773	4947	-174	-174
EDISON INTL 250 SH	P	2012-02-21	2012-04-25	10803	10406	397	397
GENERAL MOTORS CO 175 SH	P	2011-06-13	2012-04-25	4047	5036	-989	-989
GENERAL MOTORS CO 250 SH	P	2011-06-15	2012-04-25	5781	7252	-1471	-1471
GENERAL MOTORS CO 75 SH	P	2011-06-23	2012-04-25	1734	2222	-488	-488
GENERAL MOTORS CO 200 SH	P	2011-09-07	2012-04-25	4625	4501	124	124
GENERAL MOTORS CO 200 SH	P	2011-10-28	2012-04-25	4625	5275	-650	-650
GENERAL MOTORS CO 600 SH	P	2011-11-16	2012-04-25	13874	13807	67	67
GANNETT CO INC COM 550 SH	P	2011-10-11	2012-04-25	7535	5965	1570	1570
GANNETT CO INC COM 500 SH	P	2011-10-25	2012-04-25	6850	5729	1121	1121
GENERAL ELECTRIC CO 400 SH	P	2011-12-08	2012-04-25	7872	6561	1311	1311
GENERAL ELECTRIC CO 300 SH	P	2011-12-15	2012-04-25	5904	5045	859	859
GENERAL ELECTRIC CO 400 SH	P	2011-12-21	2012-04-25	7872	6990	882	882
GENERAL ELECTRIC CO 300 SH	P	2012-02-08	2012-04-25	5904	5760	144	144
MARATHON PETROLEUM CORP 50 SH	P	2011-01-25	2012-02-14	2205	1677	528	528
CONOCOPHILLIPS 250 SH	P	2003-12-19	2012-01-12	17698	7959	9739	9739
LOWES COMPANIES INC COM 400 SH	P	2010-12-09	2012-01-31	10740	10051	689	689
INGERSOLL-RAND PLC 200 SH	P	2009-06-09	2012-02-01	7050	4432	2618	2618
INGERSOLL-RAND PLC 75 SH	P	2009-06-11	2012-02-01	2644	1633	1011	1011
GENERAL MOTORS CO 200 SH	P	2010-11-19	2012-02-08	5162	6766	-1604	-1604
DELL INC 550 SH	P	2010-08-31	2012-02-17	9969	6483	3486	3486
GENERAL MOTORS CO 75 SH	P	2010-11-19	2012-02-28	1968	2537	-569	-569
TRAVELERS COS INC 350 SH	P	2003-12-19	2012-03-20	20769	12977	7792	7792
TRAVELERS COS INC 125 SH	P	2010-07-21	2012-03-20	7417	6303	1114	1114
TRAVELERS COS INC 225 SH	P	2011-03-04	2012-03-20	13351	13253	98	98
DTE ENERGY CO 100 SH	P	2011-03-14	2012-03-29	5483	4840	643	643
DTE ENERGY CO 100 SH	P	2011-03-16	2012-03-29	5483	4794	689	689
AT&T INC 175 SH	P	2011-03-09	2012-04-18	5376	5027	349	349
GILEAD SCIENCES INC 50 SH	P	2010-10-25	2012-04-25	2602	1977	625	625
GILEAD SCIENCES INC 150 SH	P	2010-10-25	2012-04-25	7806	5931	1875	1875
GILEAD SCIENCES INC 150 SH	P	2010-12-27	2012-04-25	7806	5433	2373	2373
HEALTH NET INC 325 SH	P	2010-11-19	2012-04-25	12043	9093	2950	2950
HEWLETT PACKARD COMPANY 300 SH	P	2010-05-26	2012-04-25	7410	13875	-6465	-6465
HEWLETT PACKARD COMPANY 75 SH	P	2010-06-01	2012-04-25	1853	3463	-1610	-1610
HEWLETT PACKARD COMPANY 175 SH	P	2010-06-28	2012-04-25	4323	8089	-3766	-3766
HEWLETT PACKARD COMPANY 100 SH	P	2010-08-12	2012-04-25	2470	4006	-1536	-1536
HEWLETT PACKARD COMPANY 100 SH	P	2011-02-24	2012-04-25	2470	4274	-1804	-1804
HEWLETT PACKARD COMPANY 200 SH	P	2011-03-01	2012-04-25	4940	8662	-3722	-3722
J P MORGAN CHASE & CO 200 SH	P	2008-01-15	2012-04-25	8741	7867	874	874
J P MORGAN CHASE & CO 300 SH	P	2009-05-27	2012-04-25	13111	10886	2225	2225
J P MORGAN CHASE & CO 200 SH	P	2009-06-16	2012-04-25	8741	6767	1974	1974
J P MORGAN CHASE & CO 200 SH	P	2010-06-14	2012-04-25	8741	7628	1113	1113
J P MORGAN CHASE & CO 300 SH	P	2010-06-15	2012-04-25	13111	11299	1812	1812
J P MORGAN CHASE & CO 200 SH	P	2010-08-30	2012-04-25	8741	7256	1485	1485
J P MORGAN CHASE & CO 100 SH	P	2010-10-18	2012-04-25	4370	3784	586	586
JOHNSON & JOHNSON COM 300 SH	P	2010-06-16	2012-04-25	19208	17710	1498	1498
JOHNSON & JOHNSON COM 125 SH	P	2010-06-24	2012-04-25	8003	7438	565	565
JOHNSON & JOHNSON COM 425 SH	P	2010-06-28	2012-04-25	27211	25266	1945	1945
TIME WARNER CABLE INC. 58.57 SH	P	2008-10-28	2012-04-25	4796	1564	3232	3232
TIME WARNER CABLE INC. 50.2 SH	P	2008-12-03	2012-04-25	4111	1316	2795	2795
TIME WARNER CABLE INC. 41.84 SH	P	2009-03-23	2012-04-25	3426	1024	2402	2402
TIME WARNER CABLE INC. 299.39 SH	P	2009-04-17	2012-04-25	24515	8717	15798	15798
VIACOM INC NEW 475 SH	P	2010-12-01	2012-04-25	22232	18371	3861	3861
WELLPOINT INC COM 175 SH	P	2011-03-07	2012-04-25	12613	11872	741	741
WELLPOINT INC COM 125 SH	P	2011-03-10	2012-04-25	9010	8545	465	465
WELLPOINT INC COM 200 SH	P	2011-04-15	2012-04-25	14415	13926	489	489
ASTRAZENECA PLC SPONS ADR 425 SH	P	2010-05-14	2012-04-25	19359	17950	1409	1409
ASTRAZENECA PLC SPONS ADR 325 SH	P	2010-06-25	2012-04-25	14804	14492	312	312
ASTRAZENECA PLC SPONS ADR 350 SH	P	2010-11-30	2012-04-25	15943	16438	-495	-495
ASTRAZENECA PLC SPONS ADR 100 SH	P	2010-12-20	2012-04-25	4555	4586	-31	-31
ASTRAZENECA PLC SPONS ADR 100 SH	P	2011-02-08	2012-04-25	4555	4862	-307	-307
ALTRIA GROUP INC 600 SH	P	2003-12-19	2012-04-25	18905	7599	11306	11306
ALTRIA GROUP INC 100 SH	P	2011-03-22	2012-04-25	3151	2548	603	603
ALTRIA GROUP INC 500 SH	P	2011-03-22	2012-04-25	15755	12738	3017	3017
AT&T INC 475 SH	P	2011-03-09	2012-04-25	15170	13645	1525	1525
CONSTELLATION BRANDS INC 600 SH	P	2009-07-29	2012-04-25	13019	8045	4974	4974
CONSTELLATION BRANDS INC 400 SH	P	2009-12-04	2012-04-25	8679	6740	1939	1939
CENTURYTEL INC 25 SH	P	2010-09-20	2012-04-25	950	982	-32	-32
CENTURYTEL INC 325 SH	P	2010-09-20	2012-04-25	12350	12760	-410	-410
CENTURYTEL INC 100 SH	P	2010-09-29	2012-04-25	3800	3974	-174	-174
CENTURYTEL INC 300 SH	P	2011-04-18	2012-04-25	11400	11848	-448	-448
JOHNSON & JOHNSON COM 100 SH	P	2010-09-29	2012-04-25	6403	6226	177	177
JOHNSON & JOHNSON COM 100 SH	P	2011-02-14	2012-04-25	6403	6074	329	329
KROGER COMPANY COMMON 1500 SH	P	2011-02-04	2012-04-25	35046	33473	1573	1573
KROGER COMPANY COMMON 100 SH	P	2011-02-14	2012-04-25	2336	2242	94	94
LEAR CORP W/I 250 SH	P	2010-06-21	2012-04-25	10689	9184	1505	1505
LEAR CORP W/I 150 SH	P	2010-07-26	2012-04-25	6414	5673	741	741
MOODYS CORP 300 SH	P	2011-03-31	2012-04-25	12605	10220	2385	2385
MARATHON OIL CORP 550 SH	P	2010-05-19	2012-04-25	16312	10789	5523	5523
MARATHON OIL CORP 450 SH	P	2010-06-16	2012-04-25	13346	9081	4265	4265
MARATHON PETROLEUM CORP 275 SH	P	2010-05-19	2012-04-25	11137	7011	4126	4126
MARATHON PETROLEUM CORP 225 SH	P	2010-06-16	2012-04-25	9112	5901	3211	3211
NVR INC COM 11 SH	P	2009-07-27	2012-04-25	8499	6804	1695	1695
NORTHROP GRUMMAN CORP 225 SH	P	2009-03-25	2012-04-25	14497	8731	5766	5766
NORTHROP GRUMMAN CORP 75 SH	P	2009-08-17	2012-04-25	4832	3159	1673	1673
PFIZER INC COM 1300 SH	P	2006-05-03	2012-04-25	29727	32810	-3083	-3083
PFIZER INC COM 500 SH	P	2006-05-19	2012-04-25	11434	11979	-545	-545
PFIZER INC COM 800 SH	P	2006-06-13	2012-04-25	18294	18594	-300	-300
PFIZER INC COM 300 SH	P	2007-06-13	2012-04-25	6860	7834	-974	-974
PFIZER INC COM 400 SH	P	2007-07-20	2012-04-25	9147	9997	-850	-850
PFIZER INC COM 500 SH	P	2010-08-30	2012-04-25	11434	8045	3389	3389
PFIZER INC COM 300 SH	P	2010-09-13	2012-04-25	6860	5105	1755	1755
PFIZER INC COM 300 SH	P	2010-11-24	2012-04-25	6860	4987	1873	1873
JOHNSON & JOHNSON COM 150 SH	P	2010-08-30	2012-04-25	9604	8656	948	948
CITIGROUP INC 210 SH	P	2011-03-09	2012-04-25	7101	9735	-2634	-2634
CITIGROUP INC 230 SH	P	2011-03-11	2012-04-25	7778	10440	-2662	-2662
CITIGROUP INC 230 SH	P	2011-03-21	2012-04-25	7778	10313	-2535	-2535
CITIGROUP INC 250 SH	P	2011-03-30	2012-04-25	8454	11243	-2789	-2789
CITIGROUP INC 120 SH	P	2011-04-15	2012-04-25	4058	5312	-1254	-1254
CITIGROUP INC 190 SH	P	2011-04-20	2012-04-25	6425	8665	-2240	-2240
CORNING INC COM 475 SH	P	2009-01-22	2012-04-25	6644	4459	2185	2185
CORNING INC COM 525 SH	P	2010-12-01	2012-04-25	7343	9474	-2131	-2131
CORNING INC COM 300 SH	P	2011-04-21	2012-04-25	4196	6084	-1888	-1888
DEVON ENERGY CORPORATION NEW 75 SH	P	2009-02-10	2012-04-25	5052	4371	681	681
DEVON ENERGY CORPORATION NEW 100 SH	P	2009-03-24	2012-04-25	6737	5020	1717	1717
DEVON ENERGY CORPORATION NEW 100 SH	P	2009-07-16	2012-04-25	6737	5437	1300	1300
DEVON ENERGY CORPORATION NEW 100 SH	P	2010-08-30	2012-04-25	6737	6131	606	606
DELTA AIR LINES INC - W/I 600 SH	P	2010-03-15	2012-04-25	6367	7572	-1205	-1205
DELTA AIR LINES INC - W/I 400 SH	P	2010-12-17	2012-04-25	4245	4981	-736	-736
DELTA AIR LINES INC - W/I 1000 SH	P	2011-01-27	2012-04-25	10611	12193	-1582	-1582
DIRECTV - CLASS A 250 SH	P	2010-04-30	2012-04-25	11933	9169	2764	2764
FORD MOTOR CO DEL 700 SH	P	2009-11-12	2012-04-25	8085	5837	2248	2248
GAMESTOP CORP NEW 400 SH	P	2011-04-18	2012-04-25	8949	10363	-1414	-1414
GANNETT CO INC COM 650 SH	P	2010-09-10	2012-04-25	8905	8658	247	247
GENERAL ELECTRIC CO 600 SH	P	2009-11-13	2012-04-25	11808	9454	2354	2354
GENERAL ELECTRIC CO 500 SH	P	2009-12-17	2012-04-25	9840	7914	1926	1926
BRINKS CO 2100 SH	P	2011-08-31	2012-02-03	51438	54656	-3218	-3218
BRINKS CO 400 SH	P	2011-09-15	2012-02-03	9798	10264	-466	-466
BRINKS CO 800 SH	P	2011-08-30	2012-02-03	19595	20278	-683	-683
BRINKS CO 2165 SH	P	2011-08-30	2012-02-06	53089	54878	-1789	-1789
BRINKS CO 800 SH	P	2011-09-01	2012-02-06	19617	20239	-622	-622
BRINKS CO 200 SH	P	2011-09-07	2012-02-06	4904	4742	162	162
GUESS INC 200 SH	P	2011-07-05	2012-03-15	6588	8498	-1910	-1910
GUESS INC 100 SH	P	2011-07-08	2012-03-15	3294	4386	-1092	-1092
GUESS INC 1043 SH	P	2011-06-30	2012-03-15	34356	44198	-9842	-9842
GUESS INC 1400 SH	P	2011-06-29	2012-03-19	45777	58458	-12681	-12681
GUESS INC 1457 SH	P	2011-06-30	2012-03-19	47641	61741	-14100	-14100
KOHLS CORP 700 SH	P	2012-02-06	2012-03-27	34382	34058	324	324
KOHLS CORP 100 SH	P	2012-02-06	2012-03-28	4924	4865	59	59
BRITISH SKY BROADCASTING GRP PLC ADR 200 SH	P	2012-03-20	2012-05-04	9094	8708	386	386
ALLIED WORLD ASSURANCE COMPANY 300 SH	P	2011-07-01	2012-05-21	22653	17221	5432	5432
ALLIED WORLD ASSURANCE COMPANY 300 SH	P	2011-07-07	2012-05-21	22653	17242	5411	5411
ALLIED WORLD ASSURANCE COMPANY 800 SH	P	2011-07-08	2012-05-21	60407	45832	14575	14575
ALLIED WORLD ASSURANCE COMPANY 500 SH	P	2011-07-13	2012-05-21	37755	28644	9111	9111
ALLIED WORLD ASSURANCE COMPANY 100 SH	P	2011-07-14	2012-05-21	7551	5723	1828	1828
BAKER HUGHES INC 3200 SH	P	2012-02-24	2012-05-21	133318	166616	-33298	-33298
BAKER HUGHES INC 100 SH	P	2012-02-27	2012-05-21	4166	5024	-858	-858
BAKER HUGHES INC 200 SH	P	2012-02-28	2012-05-21	8332	10150	-1818	-1818
BAXTER INTL INC COM 900 SH	P	2011-08-25	2012-05-21	46790	47685	-895	-895
BAXTER INTL INC COM 200 SH	P	2011-08-26	2012-05-21	10398	10698	-300	-300
BAXTER INTL INC COM 700 SH	P	2011-08-30	2012-05-21	36392	38453	-2061	-2061
BAXTER INTL INC COM 700 SH	P	2011-08-31	2012-05-21	36392	39263	-2871	-2871
BAXTER INTL INC COM 300 SH	P	2011-09-01	2012-05-21	15597	16684	-1087	-1087
BAXTER INTL INC COM 100 SH	P	2011-09-09	2012-05-21	5199	5352	-153	-153
BED BATH & BEYOND INC 800 SH	P	2012-02-13	2012-05-21	55543	47525	8018	8018
BED BATH & BEYOND INC 600 SH	P	2012-02-14	2012-05-21	41657	35150	6507	6507
BED BATH & BEYOND INC 1500 SH	P	2012-02-15	2012-05-21	104143	89096	15047	15047
BERRY PETE CO CL A 850 SH	P	2012-01-09	2012-05-21	32802	37409	-4607	-4607
BERRY PETE CO CL A 800 SH	P	2012-01-12	2012-05-21	30873	35528	-4655	-4655
BERRY PETE CO CL A 150 SH	P	2012-01-11	2012-05-21	5789	6571	-782	-782
CBS CORP NEW 1800 SH	P	2011-08-09	2012-05-21	56315	42010	14305	14305
CBS CORP NEW 400 SH	P	2011-08-10	2012-05-21	12514	9309	3205	3205
CBS CORP NEW 600 SH	P	2011-08-12	2012-05-21	18772	14780	3992	3992
CBS CORP NEW 300 SH	P	2011-08-16	2012-05-21	9386	7369	2017	2017
CBS CORP NEW 800 SH	P	2011-08-17	2012-05-21	25029	19874	5155	5155
CBS CORP NEW 200 SH	P	2011-08-19	2012-05-21	6257	4500	1757	1757
CBS CORP NEW 300 SH	P	2011-08-22	2012-05-21	9386	6757	2629	2629
CBS CORP NEW 900 SH	P	2011-08-24	2012-05-21	28157	20948	7209	7209
CBS CORP NEW 100 SH	P	2011-08-25	2012-05-21	3129	2275	854	854
CBS CORP NEW 200 SH	P	2011-08-26	2012-05-21	6257	4627	1630	1630
CBS CORP NEW 1700 SH	P	2011-08-30	2012-05-21	53186	41412	11774	11774
CBS CORP NEW 100 SH	P	2011-09-01	2012-05-21	3129	2496	633	633
CBS CORP NEW 100 SH	P	2011-09-02	2012-05-21	3129	2352	777	777
CSX CORP COM 350 SH	P	2012-03-19	2012-05-21	7427	7742	-315	-315
CSX CORP COM 300 SH	P	2012-03-20	2012-05-21	6366	6468	-102	-102
CSX CORP COM 400 SH	P	2012-03-21	2012-05-21	8488	8638	-150	-150
CSX CORP COM 550 SH	P	2012-03-22	2012-05-21	11671	11590	81	81
CA INC 200 SH	P	2012-02-03	2012-05-21	5033	5305	-272	-272
CA INC 200 SH	P	2012-02-08	2012-05-21	5033	5297	-264	-264
CA INC 300 SH	P	2012-02-10	2012-05-21	7549	7958	-409	-409
CA INC 100 SH	P	2012-02-21	2012-05-21	2516	2676	-160	-160
CA INC 600 SH	P	2012-03-05	2012-05-21	15099	16071	-972	-972
CA INC 900 SH	P	2012-03-06	2012-05-21	22648	23857	-1209	-1209
CA INC 300 SH	P	2012-03-07	2012-05-21	7549	7977	-428	-428
CA INC 500 SH	P	2012-03-08	2012-05-21	12582	13378	-796	-796
CA INC 200 SH	P	2012-04-10	2012-05-21	5033	5327	-294	-294
CA INC 130 SH	P	2012-04-11	2012-05-21	3271	3445	-174	-174
CA INC 600 SH	P	2012-04-12	2012-05-21	15099	16017	-918	-918
CA INC 400 SH	P	2012-04-16	2012-05-21	10066	10658	-592	-592
CA INC 200 SH	P	2012-04-17	2012-05-21	5033	5357	-324	-324
CA INC 200 SH	P	2012-04-18	2012-05-21	5033	5364	-331	-331
CA INC 400 SH	P	2012-04-19	2012-05-21	10066	10656	-590	-590
CA INC 170 SH	P	2012-02-06	2012-05-21	4278	4499	-221	-221
DEERE & COMPANY 300 SH	P	2011-11-29	2012-05-21	22503	22767	-264	-264
DEERE & COMPANY 900 SH	P	2011-12-01	2012-05-21	67508	70681	-3173	-3173
DEERE & COMPANY 800 SH	P	2011-12-02	2012-05-21	60007	62547	-2540	-2540
DEERE & COMPANY 100 SH	P	2011-12-05	2012-05-21	7501	7800	-299	-299
DIAGEO PLC SPON ADR NEW 500 SH	P	2011-10-10	2012-05-21	47862	39736	8126	8126
DIAGEO PLC SPON ADR NEW 200 SH	P	2011-10-11	2012-05-21	19145	15915	3230	3230
DIAGEO PLC SPON ADR NEW 200 SH	P	2011-10-14	2012-05-21	19145	16328	2817	2817
DIAGEO PLC SPON ADR NEW 100 SH	P	2011-10-19	2012-05-21	9572	8321	1251	1251
DIAGEO PLC SPON ADR NEW 100 SH	P	2011-10-20	2012-05-21	9572	8315	1257	1257
DIAGEO PLC SPON ADR NEW 100 SH	P	2011-10-25	2012-05-21	9572	8319	1253	1253
DIAGEO PLC SPON ADR NEW 100 SH	P	2011-11-02	2012-05-21	9572	8183	1389	1389
DIAGEO PLC SPON ADR NEW 600 SH	P	2011-11-04	2012-05-21	57434	49914	7520	7520
DIGITAL RLTY TR INC 400 SH	P	2011-10-14	2012-05-21	27868	22579	5289	5289
DIGITAL RLTY TR INC 100 SH	P	2011-10-19	2012-05-21	6967	5864	1103	1103
DIGITAL RLTY TR INC 200 SH	P	2011-11-03	2012-05-21	13934	12268	1666	1666
DIGITAL RLTY TR INC 100 SH	P	2011-12-23	2012-05-21	6967	6619	348	348
DIGITAL RLTY TR INC 400 SH	P	2011-10-11	2012-05-21	27868	22548	5320	5320
BARRICK GOLD CORP COM 2000 SH	P	2011-07-14	2012-05-21	75934	96390	-20456	-20456
BARRICK GOLD CORP COM 300 SH	P	2011-07-14	2012-05-21	11390	14439	-3049	-3049
BARRICK GOLD CORP COM 200 SH	P	2011-07-15	2012-05-21	7593	9620	-2027	-2027
BARRICK GOLD CORP COM 200 SH	P	2011-07-18	2012-05-21	7593	9754	-2161	-2161
BARRICK GOLD CORP COM 600 SH	P	2011-07-19	2012-05-21	22780	29165	-6385	-6385
BARRICK GOLD CORP COM 400 SH	P	2011-07-25	2012-05-21	15187	20056	-4869	-4869
BARRICK GOLD CORP COM 700 SH	P	2012-03-19	2012-05-21	26577	30705	-4128	-4128
BARRICK GOLD CORP COM 300 SH	P	2012-03-20	2012-05-21	11390	12893	-1503	-1503
DOVER CORPORATION 200 SH	P	2011-11-10	2012-05-21	11396	10773	623	623
DOVER CORPORATION 100 SH	P	2011-11-14	2012-05-21	5698	5591	107	107
DOVER CORPORATION 200 SH	P	2011-11-15	2012-05-21	11396	11133	263	263
DOVER CORPORATION 100 SH	P	2011-11-16	2012-05-21	5698	5531	167	167
ENDO PHARMACEUTICALS HLDGS INC 1700 SH	P	2011-10-11	2012-05-21	56397	49765	6632	6632
ENDO PHARMACEUTICALS HLDGS INC 1000 SH	P	2011-10-12	2012-05-21	33175	29290	3885	3885
ENDO PHARMACEUTICALS HLDGS INC 400 SH	P	2011-10-14	2012-05-21	13270	11760	1510	1510
ENDO PHARMACEUTICALS HLDGS INC 200 SH	P	2011-10-10	2012-05-21	6635	5798	837	837
FEDEX CORPORATION 200 SH	P	2011-11-02	2012-05-21	17253	15964	1289	1289
FEDEX CORPORATION 150 SH	P	2011-11-10	2012-05-21	12939	11984	955	955
FEDEX CORPORATION 100 SH	P	2011-12-23	2012-05-21	8626	8424	202	202
FEDEX CORPORATION 200 SH	P	2011-12-27	2012-05-21	17253	16979	274	274
FEDEX CORPORATION 100 SH	P	2011-12-28	2012-05-21	8626	8351	275	275
HELMERICH & PAYNE INCORPORATED COMMON 1500 SH	P	2011-11-07	2012-05-21	67445	81328	-13883	-13883
HESS CORP 800 SH	P	2011-12-01	2012-05-21	36315	47652	-11337	-11337
HESS CORP 700 SH	P	2011-12-02	2012-05-21	31776	41863	-10087	-10087
HESS CORP 400 SH	P	2011-12-05	2012-05-21	18158	24286	-6128	-6128
HESS CORP 200 SH	P	2011-12-06	2012-05-21	9079	12032	-2953	-2953
HESS CORP 100 SH	P	2011-12-07	2012-05-21	4539	5857	-1318	-1318
HESS CORP 300 SH	P	2011-12-08	2012-05-21	13618	17574	-3956	-3956
HESS CORP 100 SH	P	2011-12-09	2012-05-21	4539	5821	-1282	-1282
HESS CORP 200 SH	P	2011-12-13	2012-05-21	9079	11540	-2461	-2461
ILLINOIS TOOL WORKS INC COM 400 SH	P	2011-06-29	2012-05-21	21706	21943	-237	-237
ILLINOIS TOOL WORKS INC COM 200 SH	P	2011-07-05	2012-05-21	10853	11496	-643	-643
ILLINOIS TOOL WORKS INC COM 400 SH	P	2011-07-07	2012-05-21	21706	23435	-1729	-1729
ILLINOIS TOOL WORKS INC COM 300 SH	P	2011-07-12	2012-05-21	16280	17280	-1000	-1000
ILLINOIS TOOL WORKS INC COM 900 SH	P	2011-07-13	2012-05-21	48839	52162	-3323	-3323
ILLINOIS TOOL WORKS INC COM 700 SH	P	2011-07-14	2012-05-21	37986	40132	-2146	-2146
ILLINOIS TOOL WORKS INC COM 100 SH	P	2011-07-15	2012-05-21	5427	5663	-236	-236
ILLINOIS TOOL WORKS INC COM 200 SH	P	2011-07-18	2012-05-21	10853	11222	-369	-369
ILLINOIS TOOL WORKS INC COM 300 SH	P	2011-08-31	2012-05-21	16280	14054	2226	2226
JABIL CIRCUIT INC 500 SH	P	2011-12-05	2012-05-21	9632	10470	-838	-838
JABIL CIRCUIT INC 1100 SH	P	2011-12-06	2012-05-21	21191	22748	-1557	-1557
JABIL CIRCUIT INC 700 SH	P	2011-12-08	2012-05-21	13485	14123	-638	-638
JABIL CIRCUIT INC 900 SH	P	2011-12-13	2012-05-21	17338	17948	-610	-610
JOHNSON CONTROLS INC 1100 SH	P	2011-08-12	2012-05-21	33271	35476	-2205	-2205
JOHNSON CONTROLS INC 600 SH	P	2011-08-15	2012-05-21	18148	19566	-1418	-1418
JOHNSON CONTROLS INC 600 SH	P	2011-08-16	2012-05-21	18148	19530	-1382	-1382
JOHNSON CONTROLS INC 2800 SH	P	2011-08-17	2012-05-21	84690	89546	-4856	-4856
JOHNSON CONTROLS INC 500 SH	P	2012-03-19	2012-05-21	15123	16325	-1202	-1202
JOHNSON CONTROLS INC 400 SH	P	2012-03-20	2012-05-21	12099	12838	-739	-739
JOHNSON CONTROLS INC 200 SH	P	2012-03-21	2012-05-21	6049	6470	-421	-421
JOHNSON CONTROLS INC 100 SH	P	2012-03-22	2012-05-21	3025	3171	-146	-146
PARKER HANNIFIN CORP 600 SH	P	2011-07-05	2012-05-21	49535	54452	-4917	-4917
PARKER HANNIFIN CORP 200 SH	P	2011-07-06	2012-05-21	16512	18021	-1509	-1509
PARKER HANNIFIN CORP 400 SH	P	2011-07-07	2012-05-21	33023	36145	-3122	-3122
KENNAMETAL INC 1400 SH	P	2012-02-02	2012-05-21	49687	61056	-11369	-11369
WATSON PHARMACEUTICALS INC 1300 SH	P	2012-01-11	2012-05-21	91523	82049	9474	9474
WATSON PHARMACEUTICALS INC 600 SH	P	2012-01-04	2012-05-21	42242	36150	6092	6092
TIMKEN CO 700 SH	P	2012-02-03	2012-05-21	35756	36232	-476	-476
TIMKEN CO 700 SH	P	2012-02-06	2012-05-21	35756	36160	-404	-404
TIMKEN CO 374 SH	P	2012-02-08	2012-05-21	19104	19209	-105	-105
TIMKEN CO 226 SH	P	2012-02-07	2012-05-21	11544	11566	-22	-22
LTC PPTYS INC 1000 SH	P	2011-07-05	2012-05-21	31564	28182	3382	3382
LTC PPTYS INC 800 SH	P	2011-07-08	2012-05-21	25252	22681	2571	2571
LTC PPTYS INC 2100 SH	P	2011-07-13	2012-05-21	66285	58877	7408	7408
LTC PPTYS INC 127 SH	P	2011-07-22	2012-05-21	4009	3550	459	459
NUCOR CORP 300 SH	P	2012-03-19	2012-05-21	10434	13437	-3003	-3003
NUCOR CORP 300 SH	P	2012-03-20	2012-05-21	10434	13151	-2717	-2717
OMEGA HEALTHCARE INVS INC 1100 SH	P	2011-06-07	2012-05-21	22608	21576	1032	1032
OMEGA HEALTHCARE INVS INC 600 SH	P	2011-06-15	2012-05-21	12332	11768	564	564
OMEGA HEALTHCARE INVS INC 600 SH	P	2011-06-28	2012-05-21	12332	12080	252	252
OMEGA HEALTHCARE INVS INC 200 SH	P	2011-06-29	2012-05-21	4111	4053	58	58
OMEGA HEALTHCARE INVS INC 300 SH	P	2011-07-07	2012-05-21	6166	6394	-228	-228
OMEGA HEALTHCARE INVS INC 2900 SH	P	2011-06-09	2012-05-21	59604	56098	3506	3506
POTASH CORP SASK INC 900 SH	P	2012-01-17	2012-05-21	35504	40920	-5416	-5416
POTASH CORP SASK INC 800 SH	P	2012-01-18	2012-05-21	31559	36125	-4566	-4566
POTASH CORP SASK INC 1200 SH	P	2012-01-19	2012-05-21	47339	54528	-7189	-7189
POTASH CORP SASK INC 200 SH	P	2012-01-20	2012-05-21	7890	8937	-1047	-1047
POTASH CORP SASK INC 100 SH	P	2012-01-23	2012-05-21	3945	4551	-606	-606
POTASH CORP SASK INC 200 SH	P	2012-01-24	2012-05-21	7890	8845	-955	-955
POTASH CORP SASK INC 300 SH	P	2012-01-26	2012-05-21	11835	13627	-1792	-1792
POTASH CORP SASK INC 200 SH	P	2012-01-30	2012-05-21	7890	9322	-1432	-1432
POTASH CORP SASK INC 450 SH	P	2012-03-19	2012-05-21	17752	20375	-2623	-2623
POTASH CORP SASK INC 250 SH	P	2012-03-21	2012-05-21	9862	11645	-1783	-1783
THERMO ELECTRON CORP 1100 SH	P	2012-02-01	2012-05-21	57056	59853	-2797	-2797
THERMO ELECTRON CORP 500 SH	P	2012-02-02	2012-05-21	25934	27331	-1397	-1397
THERMO ELECTRON CORP 800 SH	P	2012-02-06	2012-05-21	41495	44617	-3122	-3122
THERMO ELECTRON CORP 600 SH	P	2012-02-08	2012-05-21	31121	33418	-2297	-2297
THERMO ELECTRON CORP 200 SH	P	2012-02-09	2012-05-21	10374	11145	-771	-771
THERMO ELECTRON CORP 200 SH	P	2012-03-19	2012-05-21	10374	11594	-1220	-1220
THERMO ELECTRON CORP 100 SH	P	2012-03-20	2012-05-21	5187	5725	-538	-538
THERMO ELECTRON CORP 100 SH	P	2012-03-21	2012-05-21	5187	5698	-511	-511
TRIANGLE CAPITAL CORP 400 SH	P	2012-04-17	2012-05-21	7869	7781	88	88
TRIANGLE CAPITAL CORP 800 SH	P	2012-04-20	2012-05-21	15738	15568	170	170
TRIANGLE CAPITAL CORP 400 SH	P	2012-05-03	2012-05-21	7869	7968	-99	-99
TRIANGLE CAPITAL CORP 800 SH	P	2012-05-07	2012-05-21	15738	15775	-37	-37
TRIANGLE CAPITAL CORP 500 SH	P	2012-05-10	2012-05-21	9836	10020	-184	-184
TRIANGLE CAPITAL CORP 1100 SH	P	2012-05-11	2012-05-21	21640	21958	-318	-318
TRIANGLE CAPITAL CORP 100 SH	P	2012-05-14	2012-05-21	1967	1983	-16	-16
TRIANGLE CAPITAL CORP 600 SH	P	2012-04-18	2012-05-21	11803	11656	147	147
YAMANA GOLD INC 800 SH	P	2011-10-17	2012-05-21	11401	11933	-532	-532
YAMANA GOLD INC 500 SH	P	2011-10-24	2012-05-21	7126	7390	-264	-264
YAMANA GOLD INC 400 SH	P	2011-11-14	2012-05-21	5701	6509	-808	-808
YAMANA GOLD INC 400 SH	P	2011-11-15	2012-05-21	5701	6422	-721	-721
YAMANA GOLD INC 200 SH	P	2011-11-16	2012-05-21	2850	3190	-340	-340
YAMANA GOLD INC 500 SH	P	2011-11-17	2012-05-21	7126	7881	-755	-755
YAMANA GOLD INC 700 SH	P	2011-11-18	2012-05-21	9976	10842	-866	-866
YAMANA GOLD INC 200 SH	P	2011-11-22	2012-05-21	2850	3045	-195	-195
YAMANA GOLD INC 400 SH	P	2012-03-19	2012-05-21	5701	6173	-472	-472
YAMANA GOLD INC 150 SH	P	2012-03-20	2012-05-21	2138	2280	-142	-142
YAMANA GOLD INC 600 SH	P	2012-03-21	2012-05-21	8551	9394	-843	-843
YAMANA GOLD INC 100 SH	P	2012-03-27	2012-05-21	1425	1596	-171	-171
YAMANA GOLD INC 250 SH	P	2012-03-28	2012-05-21	3563	3910	-347	-347
YAMANA GOLD INC 100 SH	P	2011-10-19	2012-05-21	1425	1454	-29	-29
UNIVERSAL STAINLESS & ALLOY PRODS 400 SH	P	2012-05-22	2012-06-04	15685	16989	-1304	-1304
UNIVERSAL STAINLESS & ALLOY PRODS 500 SH	P	2012-05-13	2012-06-04	19607	22006	-2399	-2399
RYDER SYSTEM INCORPORATED COMMON 700 SH	P	2012-04-26	2012-06-26	24318	36289	-11971	-11971
RYDER SYSTEM INCORPORATED COMMON 100 SH	P	2012-06-07	2012-06-26	3474	4326	-852	-852
RYDER SYSTEM INCORPORATED COMMON 200 SH	P	2012-05-24	2012-06-26	6948	8710	-1762	-1762
RYDER SYSTEM INCORPORATED COMMON 100 SH	P	2012-05-09	2012-06-26	3474	5133	-1659	-1659
FISERV INC COM 100 SH	P	2012-05-25	2012-07-13	7095	6701	394	394
KENNAMETAL INC 800 SH	P	2012-02-02	2012-07-13	26632	34889	-8257	-8257
PARKER HANNIFIN CORP 100 SH	P	2011-07-13	2012-07-13	7356	8687	-1331	-1331
SNAP ON INC 150 SH	P	2012-05-24	2012-07-13	9082	8997	85	85
TIMKEN CO 100 SH	P	2012-02-07	2012-07-13	4154	5118	-964	-964
TIMKEN CO 300 SH	P	2012-02-07	2012-07-17	12619	15353	-2734	-2734
GENERAL CABLE INC COM 50 SH	P	2011-10-14	2012-08-01	1300	1413	-113	-113
GENERAL CABLE INC COM 100 SH	P	2011-10-10	2012-08-08	2738	2548	190	190
GENERAL CABLE INC COM 200 SH	P	2011-10-11	2012-08-08	5476	5206	270	270
GENERAL CABLE INC COM 50 SH	P	2011-10-19	2012-08-08	1369	1326	43	43
PARKER HANNIFIN CORP 100 SH	P	2011-09-01	2012-08-28	8127	7291	836	836
PARKER HANNIFIN CORP 50 SH	P	2011-08-30	2012-08-28	4064	3517	547	547
PARKER HANNIFIN CORP 50 SH	P	2011-08-30	2012-08-29	4009	3516	493	493
ALLEGHENY TECHNOLOGIES INC 600 SH	P	2012-05-29	2012-09-04	17400	20826	-3426	-3426
ALLEGHENY TECHNOLOGIES INC 640 SH	P	2012-06-07	2012-09-04	18559	20378	-1819	-1819
ALLEGHENY TECHNOLOGIES INC 660 SH	P	2012-06-07	2012-09-05	19174	21015	-1841	-1841
ALLEGHENY TECHNOLOGIES INC 500 SH	P	2012-06-08	2012-09-05	14526	15079	-553	-553
ALLEGHENY TECHNOLOGIES INC 20 SH	P	2012-06-19	2012-09-05	581	604	-23	-23
ALLEGHENY TECHNOLOGIES INC 20 SH	P	2012-06-27	2012-09-05	581	577	4	4
JABIL CIRCUIT INC 750.001819615455 SH	P	2011-12-01	2012-05-21	14448	15221	-773	-773
JABIL CIRCUIT INC 49.9981803845454 SH	P	2011-12-01	2012-05-21	963	1015	-52	-52
TRIANGLE CAPITAL CORP 99.880382775104 SH	P	2012-04-25	2012-05-21	1965	1968	-3	-3
TRIANGLE CAPITAL CORP 400.119617224896 SH	P	2012-04-25	2012-05-21	7871	7885	-14	-14
UNIVERSAL STAINLESS & ALLOY PRODS 499.998323211118 SH	P	2012-05-22	2012-06-01	19745	21236	-1491	-1491
UNIVERSAL STAINLESS & ALLOY PRODS 500.001676788882 SH	P	2012-05-22	2012-06-01	19745	21236	-1491	-1491
RYDER SYSTEM INCORPORATED COMMON 700 SH	P	2012-05-25	2012-06-22	24835	30637	-5802	-5802
RYDER SYSTEM INCORPORATED COMMON 100 SH	P	2012-05-24	2012-06-22	3548	4355	-807	-807
DANA HOLDINGS CORP 259.99102560507 SH	P	2012-05-24	2012-07-13	3121	3492	-371	-371
DANA HOLDINGS CORP 240.00897439493 SH	P	2012-05-24	2012-07-13	2881	3224	-343	-343
C V R PARTNERS LP 600 SH	P	2011-04-07	2012-02-28	15848	8914	6934	6934
C V R PARTNERS LP 1300 SH	P	2011-04-07	2012-02-28	34542	19313	15229	15229
C V R PARTNERS LP 2000 SH	P	2011-04-07	2012-02-29	53821	29712	24109	24109
C V R PARTNERS LP 5000 SH	P	2011-04-07	2012-03-12	126756	74202	52554	52554
C V R PARTNERS LP 1400 SH	P	2011-04-07	2012-03-13	36119	20777	15342	15342
C V R PARTNERS LP 705 SH	P	2011-04-07	2012-03-14	18130	10462	7668	7668
C V R PARTNERS LP 495 SH	P	2011-04-07	2012-03-21	12670	7346	5324	5324
LINN ENERGY LLC 1000 SH	P	2011-12-05	2012-05-21	36175	33340	2835	2835
LINN ENERGY LLC 250 SH	P	2012-03-19	2012-05-21	9044	8517	527	527
LINN ENERGY LLC 1900 SH	P	2011-12-06	2012-05-21	68733	63260	5473	5473
LINN ENERGY LLC 50 SH	P	2012-03-21	2012-05-21	1809	1685	124	124
LINN ENERGY LLC 100 SH	P	2012-03-20	2012-05-21	3617	3358	259	259
SUPER MICRO COMPUTER INC 2700 SH	P	2010-12-10	2012-01-12	44853	32368	12485	12485
VALE SA-SP ADR 4400 SH	P	2007-01-29	2012-01-12	101850	71642	30208	30208
VALE SA-SP ADR 100 SH	P	2008-08-18	2012-01-12	2315	2495	-180	-180
VALE SA-SP ADR 100 SH	P	2008-08-12	2012-01-12	2315	2461	-146	-146
SUPER MICRO COMPUTER INC 2100 SH	P	2010-12-13	2012-01-12	34886	25221	9665	9665
SUPER MICRO COMPUTER INC 4100 SH	P	2010-12-14	2012-01-12	68110	48753	19357	19357
SUPER MICRO COMPUTER INC 673 SH	P	2010-12-15	2012-01-12	11180	7935	3245	3245
VALE SA-SP ADR 1700 SH	P	2007-01-29	2012-01-17	40228	27680	12548	12548
VALE SA-SP ADR 1200 SH	P	2007-01-30	2012-01-17	28396	19376	9020	9020
CARNIVAL CORP 500 SH	P	2010-07-14	2012-01-17	14896	16292	-1396	-1396
CARNIVAL CORP 500 SH	P	2010-07-27	2012-01-17	14896	17375	-2479	-2479
CARNIVAL CORP 400 SH	P	2010-07-15	2012-01-17	11917	12991	-1074	-1074
CARNIVAL CORP 1500 SH	P	2010-07-12	2012-01-18	45458	47624	-2166	-2166
CARNIVAL CORP 100 SH	P	2010-07-20	2012-01-18	3031	3167	-136	-136
CARNIVAL CORP 500 SH	P	2010-07-21	2012-01-18	15153	15875	-722	-722
CARNIVAL CORP 900 SH	P	2010-07-15	2012-01-18	27275	29231	-1956	-1956
CARNIVAL CORP 200 SH	P	2010-07-20	2012-01-19	6281	6334	-53	-53
SUPER MICRO COMPUTER INC 1427 SH	P	2010-12-15	2012-01-19	23780	16824	6956	6956
SUPER MICRO COMPUTER INC 700 SH	P	2010-12-16	2012-01-19	11665	8150	3515	3515
SUPER MICRO COMPUTER INC 400 SH	P	2010-12-17	2012-01-19	6666	4596	2070	2070
SUPER MICRO COMPUTER INC 500 SH	P	2010-12-20	2012-01-19	8332	5690	2642	2642
SUPER MICRO COMPUTER INC 973 SH	P	2010-12-06	2012-01-19	16214	10685	5529	5529
HASBRO INC 200 SH	P	2009-06-22	2012-01-20	6553	4895	1658	1658
HASBRO INC 100 SH	P	2009-06-12	2012-01-20	3277	2491	786	786
SUPER MICRO COMPUTER INC 1927 SH	P	2010-12-06	2012-01-20	32736	21161	11575	11575
HASBRO INC 600 SH	P	2009-06-16	2012-01-20	19660	14653	5007	5007
HASBRO INC 400 SH	P	2009-06-24	2012-01-23	13417	9623	3794	3794
HASBRO INC 500 SH	P	2009-06-23	2012-01-23	16771	11990	4781	4781
HASBRO INC 200 SH	P	2009-06-16	2012-01-23	6708	4884	1824	1824
HASBRO INC 900 SH	P	2009-05-26	2012-01-23	30188	21326	8862	8862
HASBRO INC 100 SH	P	2009-06-25	2012-01-23	3354	2428	926	926
HASBRO INC 200 SH	P	2009-05-26	2012-01-23	6708	4723	1985	1985
HASBRO INC 200 SH	P	2009-05-27	2012-01-24	6827	4639	2188	2188
HASBRO INC 300 SH	P	2009-05-26	2012-01-24	10241	7084	3157	3157
HASBRO INC 400 SH	P	2009-05-28	2012-01-24	13654	9362	4292	4292
HASBRO INC 700 SH	P	2009-05-27	2012-01-24	23895	16272	7623	7623
GENERAL DYNAMICS CORPORATION COM 300 SH	P	2008-10-14	2012-01-25	21046	18470	2576	2576
GENERAL DYNAMICS CORPORATION COM 200 SH	P	2008-10-15	2012-01-25	14030	11780	2250	2250
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-10-17	2012-01-25	7015	5739	1276	1276
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-10-21	2012-01-25	7015	5818	1197	1197
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2009-01-07	2012-01-25	7015	5908	1107	1107
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2009-01-13	2012-01-25	7015	5494	1521	1521
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-10-13	2012-01-25	7015	5725	1290	1290
GENERAL DYNAMICS CORPORATION COM 200 SH	P	2008-10-07	2012-01-25	14030	13292	738	738
GENERAL DYNAMICS CORPORATION COM 300 SH	P	2008-10-06	2012-01-25	21046	19851	1195	1195
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-10-03	2012-01-25	7015	7023	-8	-8
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-12-29	2012-01-25	7015	5456	1559	1559
GENERAL DYNAMICS CORPORATION COM 100 SH	P	2008-12-29	2012-01-25	7009	5456	1553	1553
PRECISION CASTPARTS CORP CO 50 SH	P	2009-04-07	2012-01-27	8265	3012	5253	5253
ROSS STORES INC 100 SH	P	2010-01-08	2012-01-27	5120	2250	2870	2870
AUTOMATIC DATA PROCESSING INC COMMON 200 SH	P	2008-11-05	2012-01-27	11128	7002	4126	4126
NOVARTIS AG SPNSRD ADR 600 SH	P	2008-12-08	2012-01-27	32696	28537	4159	4159
NOVARTIS AG SPNSRD ADR 800 SH	P	2008-12-09	2012-01-27	43595	37436	6159	6159
NOVARTIS AG SPNSRD ADR 200 SH	P	2008-12-04	2012-01-30	10877	9318	1559	1559
NOVARTIS AG SPNSRD ADR 200 SH	P	2008-12-09	2012-01-30	10877	9359	1518	1518
AUTOMATIC DATA PROCESSING INC COMMON 200 SH	P	2008-11-05	2012-01-30	11000	7002	3998	3998
NOVARTIS AG SPNSRD ADR 100 SH	P	2008-12-15	2012-01-30	5439	4596	843	843
NOVARTIS AG SPNSRD ADR 100 SH	P	2008-12-10	2012-01-30	5439	4591	848	848
ROSS STORES INC 200 SH	P	2010-01-08	2012-01-30	10196	4501	5695	5695
AUTOMATIC DATA PROCESSING INC COMMON 100 SH	P	2008-11-05	2012-01-31	5500	3501	1999	1999
NOVARTIS AG SPNSRD ADR 500 SH	P	2008-12-10	2012-01-31	27217	22954	4263	4263
NOVARTIS AG SPNSRD ADR 300 SH	P	2009-02-10	2012-02-01	16663	12728	3935	3935
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-02-11	2012-02-01	5554	4203	1351	1351
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-02-17	2012-02-01	5554	4171	1383	1383
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-02-25	2012-02-01	5554	3766	1788	1788
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-04-02	2012-02-01	5554	3849	1705	1705
AUTOMATIC DATA PROCESSING INC COMMON 100 SH	P	2008-11-05	2012-02-01	5529	3501	2028	2028
AUTOMATIC DATA PROCESSING INC COMMON 100 SH	P	2008-11-03	2012-02-02	5514	3442	2072	2072
AUTOMATIC DATA PROCESSING INC COMMON 200 SH	P	2008-11-03	2012-02-03	11105	6883	4222	4222
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-04-03	2012-02-03	5586	3726	1860	1860
NOVARTIS AG SPNSRD ADR 100 SH	P	2009-04-08	2012-02-06	5604	3714	1890	1890
ROSS STORES INC 100 SH	P	2010-01-08	2012-03-20	5638	2250	3388	3388
BRITISH SKY BROADCASTING GRP PLC ADR 300 SH	P	2007-03-13	2012-05-07	13648	13005	643	643
BRITISH SKY BROADCASTING GRP PLC ADR 500 SH	P	2007-03-13	2012-05-07	22747	21677	1070	1070
BRITISH SKY BROADCASTING GRP PLC ADR 300 SH	P	2007-03-13	2012-05-10	13417	13005	412	412
BRITISH SKY BROADCASTING GRP PLC ADR 400 SH	P	2009-04-02	2012-05-11	17856	10115	7741	7741
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2007-03-13	2012-05-11	4464	4335	129	129
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2007-03-20	2012-05-11	4464	4326	138	138
BRITISH SKY BROADCASTING GRP PLC ADR 200 SH	P	2009-04-06	2012-05-11	8928	5042	3886	3886
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-07	2012-05-11	4464	2526	1938	1938
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-03	2012-05-14	4456	2471	1985	1985
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-08	2012-05-14	4456	2518	1938	1938
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-09	2012-05-14	4456	2494	1962	1962
BRITISH SKY BROADCASTING GRP PLC ADR 300 SH	P	2009-04-14	2012-05-14	13369	7406	5963	5963
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-21	2012-05-14	4456	2479	1977	1977
BRITISH SKY BROADCASTING GRP PLC ADR 100 SH	P	2009-04-22	2012-05-14	4456	2514	1942	1942
BUNGE LIMITED 1500 SH	P	2010-04-06	2012-05-21	90711	90537	174	174
ACE LIMITED 400 SH	P	2009-10-15	2012-05-21	29043	21624	7419	7419
ACE LIMITED 200 SH	P	2009-10-16	2012-05-21	14522	10758	3764	3764
ACE LIMITED 800 SH	P	2009-10-20	2012-05-21	58087	43870	14217	14217
ACE LIMITED 900 SH	P	2009-10-21	2012-05-21	65348	49041	16307	16307
ACE LIMITED 200 SH	P	2009-10-23	2012-05-21	14522	10832	3690	3690
ACE LIMITED 200 SH	P	2009-10-26	2012-05-21	14522	10858	3664	3664
CHECK POINT SOFTWARE TECHNOLOGIES LTD 200 SH	P	2009-02-10	2012-05-21	10766	4588	6178	6178
CHECK POINT SOFTWARE TECHNOLOGIES LTD 200 SH	P	2009-02-11	2012-05-21	10766	4564	6202	6202
CHECK POINT SOFTWARE TECHNOLOGIES LTD 200 SH	P	2009-02-12	2012-05-21	10766	4546	6220	6220
CHECK POINT SOFTWARE TECHNOLOGIES LTD 1200 SH	P	2009-02-19	2012-05-21	64596	26905	37691	37691
CHECK POINT SOFTWARE TECHNOLOGIES LTD 400 SH	P	2009-02-26	2012-05-21	21532	8852	12680	12680
CHECK POINT SOFTWARE TECHNOLOGIES LTD 200 SH	P	2009-02-23	2012-05-21	10766	4334	6432	6432
AGRIUM INC 450 SH	P	2011-04-13	2012-05-21	35564	39875	-4311	-4311
AGRIUM INC 180 SH	P	2011-04-20	2012-05-21	14226	16162	-1936	-1936
AGRIUM INC 220 SH	P	2011-04-28	2012-05-21	17387	19966	-2579	-2579
AGRIUM INC 250 SH	P	2011-03-30	2012-05-21	19758	22078	-2320	-2320
APACHE CORPORATION COM 1700 SH	P	2010-07-23	2012-05-21	139948	149600	-9652	-9652
ARROW ELECTRONICS INC 100 SH	P	2007-06-06	2012-05-21	3484	4049	-565	-565
ARROW ELECTRONICS INC 3200 SH	P	2007-06-06	2012-05-21	111488	129228	-17740	-17740
ARROW ELECTRONICS INC 100 SH	P	2007-06-20	2012-05-21	3484	3991	-507	-507
AUTOMATIC DATA PROCESSING INC COMMON 1600 SH	P	2008-10-30	2012-05-21	84182	52923	31259	31259
AUTOMATIC DATA PROCESSING INC COMMON 400 SH	P	2008-11-03	2012-05-21	21046	13767	7279	7279
AUTOMATIC DATA PROCESSING INC COMMON 400 SH	P	2008-11-06	2012-05-21	21046	13764	7282	7282
AVNET INC 800 SH	P	1999-09-22	2012-05-21	24636	17943	6693	6693
AVNET INC 200 SH	P	1999-09-27	2012-05-21	6159	4276	1883	1883
AVNET INC 200 SH	P	2001-03-26	2012-05-21	6159	4310	1849	1849
AVNET INC 500 SH	P	2006-05-24	2012-05-21	15397	10859	4538	4538
AVNET INC 200 SH	P	2006-05-30	2012-05-21	6159	4374	1785	1785
AVNET INC 100 SH	P	2006-08-17	2012-05-21	3079	1971	1108	1108
AVNET INC 500 SH	P	2006-08-22	2012-05-21	15397	9891	5506	5506
AVNET INC 800 SH	P	2006-08-23	2012-05-21	24636	15668	8968	8968
AVNET INC 100 SH	P	2006-08-30	2012-05-21	3079	1967	1112	1112
AVNET INC 300 SH	P	2006-09-01	2012-05-21	9238	5853	3385	3385
AVNET INC 300 SH	P	2006-09-14	2012-05-21	9238	5878	3360	3360
AVNET INC 300 SH	P	2006-09-15	2012-05-21	9238	5907	3331	3331
AVNET INC 200 SH	P	2006-09-21	2012-05-21	6159	3927	2232	2232
AVNET INC 100 SH	P	2006-09-22	2012-05-21	3079	1929	1150	1150
AVNET INC 100 SH	P	2006-09-26	2012-05-21	3079	1964	1115	1115
AVNET INC 200 SH	P	2006-09-27	2012-05-21	6159	3895	2264	2264
BELDEN CDT INC 1100 SH	P	2010-01-26	2012-05-21	35716	25740	9976	9976
BELDEN CDT INC 300 SH	P	2010-01-27	2012-05-21	9741	6987	2754	2754
BELDEN CDT INC 900 SH	P	2010-01-28	2012-05-21	29222	20920	8302	8302
BELDEN CDT INC 700 SH	P	2010-01-29	2012-05-21	22728	16507	6221	6221
BELDEN CDT INC 200 SH	P	2010-02-02	2012-05-21	6494	4592	1902	1902
BELDEN CDT INC 100 SH	P	2010-03-12	2012-05-21	3247	2427	820	820
BELDEN CDT INC 900 SH	P	2010-02-04	2012-05-21	29222	20378	8844	8844
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2003-02-06	2012-05-21	3965	2188	1777	1777
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2003-02-10	2012-05-21	3965	2100	1865	1865
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2003-02-12	2012-05-21	3965	2090	1875	1875
BERKSHIRE HATHAWAY INC DEL CL B 100 SH	P	2003-02-13	2012-05-21	7930	4170	3760	3760
BERKSHIRE HATHAWAY INC DEL CL B 350 SH	P	1999-09-23	2012-05-21	27757	13664	14093	14093
BERKSHIRE HATHAWAY INC DEL CL B 350 SH	P	1999-10-07	2012-05-21	27757	13321	14436	14436
BERKSHIRE HATHAWAY INC DEL CL B 100 SH	P	1999-10-22	2012-05-21	7930	3604	4326	4326
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-04-19	2012-05-21	3965	1872	2093	2093
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-04-26	2012-05-21	3965	1932	2033	2033
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-05-02	2012-05-21	3965	1816	2149	2149
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-05-09	2012-05-21	3965	1781	2184	2184
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-05-15	2012-05-21	3965	1762	2203	2203
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-05-22	2012-05-21	3965	1826	2139	2139
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-05-24	2012-05-21	3965	1765	2200	2200
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2000-06-22	2012-05-21	3965	1770	2195	2195
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2001-04-10	2012-05-21	3965	2182	1783	1783
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2001-11-09	2012-05-21	3965	2321	1644	1644
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2001-11-12	2012-05-21	3965	2240	1725	1725
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2001-11-13	2012-05-21	3965	2275	1690	1690
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2001-12-07	2012-05-21	3965	2305	1660	1660
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-05	2012-05-21	3965	2402	1563	1563
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-06	2012-05-21	3965	2365	1600	1600
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-06	2012-05-21	3965	2380	1585	1585
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-21	2012-05-21	3965	2410	1555	1555
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-22	2012-05-21	3965	2390	1575	1575
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-26	2012-05-21	3965	2380	1585	1585
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-27	2012-05-21	3965	2380	1585	1585
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2002-03-28	2012-05-21	3965	2375	1590	1590
BERKSHIRE HATHAWAY INC DEL CL B 350 SH	P	2002-08-30	2012-05-21	27757	17080	10677	10677
BERKSHIRE HATHAWAY INC DEL CL B 150 SH	P	2002-09-26	2012-05-21	11896	7170	4726	4726
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2003-01-31	2012-05-21	3965	2208	1757	1757
BERKSHIRE HATHAWAY INC DEL CL B 700 SH	P	2005-05-09	2012-05-21	55513	38991	16522	16522
BERKSHIRE HATHAWAY INC DEL CL B 250 SH	P	2005-05-10	2012-05-21	19826	13805	6021	6021
BERKSHIRE HATHAWAY INC DEL CL B 300 SH	P	2005-07-13	2012-05-21	23791	16846	6945	6945
BERKSHIRE HATHAWAY INC DEL CL B 1400 SH	P	2005-05-06	2012-05-21	111027	78541	32486	32486
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2003-02-20	2012-05-21	3965	2130	1835	1835
BERKSHIRE HATHAWAY INC DEL CL B 50 SH	P	2004-11-12	2012-05-21	3965	2760	1205	1205
BIOMED RLTY TR INC 1000 SH	P	2009-07-06	2012-05-21	18265	9386	8879	8879
BIOMED RLTY TR INC 3600 SH	P	2009-07-07	2012-05-21	65753	34051	31702	31702
BIOMED RLTY TR INC 3100 SH	P	2009-07-09	2012-05-21	56620	28984	27636	27636
BIOMED RLTY TR INC 500 SH	P	2009-07-08	2012-05-21	9132	4654	4478	4478
BOEING COMPANY 420 SH	P	2009-02-12	2012-05-21	29990	16409	13581	13581
BOEING COMPANY 500 SH	P	2009-02-17	2012-05-21	35702	19266	16436	16436
BOEING COMPANY 200 SH	P	2009-02-18	2012-05-21	14281	7582	6699	6699
BOEING COMPANY 1100 SH	P	2009-02-19	2012-05-21	78544	41731	36813	36813
BUCKLE INC 600 SH	P	2009-10-16	2012-05-21	25253	19296	5957	5957
BUCKLE INC 900 SH	P	2009-10-19	2012-05-21	37880	29554	8326	8326
BUCKLE INC 1000 SH	P	2009-10-15	2012-05-21	42089	32020	10069	10069
CSX CORP COM 3300 SH	P	2010-07-27	2012-05-21	70024	58386	11638	11638
CSX CORP COM 1500 SH	P	2010-07-28	2012-05-21	31829	26220	5609	5609
CSX CORP COM 1200 SH	P	2010-07-29	2012-05-21	25463	20994	4469	4469
CSX CORP COM 600 SH	P	2010-07-30	2012-05-21	12732	10404	2328	2328
CSX CORP COM 900 SH	P	2010-08-13	2012-05-21	19098	15171	3927	3927
CSX CORP COM 900 SH	P	2010-08-16	2012-05-21	19098	15090	4008	4008
CISCO SYS INC 1100 SH	P	2008-10-03	2012-05-21	18256	23474	-5218	-5218
CISCO SYS INC 1000 SH	P	2008-10-06	2012-05-21	16596	20125	-3529	-3529
CISCO SYS INC 2100 SH	P	2008-10-07	2012-05-21	34853	40601	-5748	-5748
CISCO SYS INC 300 SH	P	2008-10-08	2012-05-21	4979	5688	-709	-709
CISCO SYS INC 600 SH	P	2008-10-13	2012-05-21	9958	10739	-781	-781
CISCO SYS INC 900 SH	P	2008-10-14	2012-05-21	14937	16882	-1945	-1945
CISCO SYS INC 300 SH	P	2008-10-15	2012-05-21	4979	5191	-212	-212
CISCO SYS INC 100 SH	P	2008-10-20	2012-05-21	1660	1796	-136	-136
CISCO SYS INC 700 SH	P	2008-10-21	2012-05-21	11618	12784	-1166	-1166
CISCO SYS INC 100 SH	P	2008-10-22	2012-05-21	1660	1708	-48	-48
CISCO SYS INC 100 SH	P	2008-11-25	2012-05-21	1660	1540	120	120
CISCO SYS INC 200 SH	P	2008-12-01	2012-05-21	3319	3065	254	254
CISCO SYS INC 100 SH	P	2008-12-02	2012-05-21	1660	1500	160	160
CISCO SYS INC 500 SH	P	2010-11-24	2012-05-21	8298	9739	-1441	-1441
CISCO SYS INC 600 SH	P	2010-11-29	2012-05-21	9958	11592	-1634	-1634
CISCO SYS INC 200 SH	P	2010-11-30	2012-05-21	3319	3848	-529	-529
CISCO SYS INC 800 SH	P	2010-12-02	2012-05-21	13277	15401	-2124	-2124
CISCO SYS INC 200 SH	P	2010-12-03	2012-05-21	3319	3823	-504	-504
CISCO SYS INC 400 SH	P	2010-12-07	2012-05-21	6639	7788	-1149	-1149
CISCO SYS INC 100 SH	P	2010-12-10	2012-05-21	1660	1956	-296	-296
CISCO SYS INC 200 SH	P	2010-12-13	2012-05-21	3319	3949	-630	-630
COCA-COLA FEMSA S A DE C V SPONSORED ADR 200 SH	P	2009-10-09	2012-05-21	21939	10035	11904	11904
COCA-COLA FEMSA S A DE C V SPONSORED ADR 300 SH	P	2009-10-21	2012-05-21	32909	16158	16751	16751
COCA-COLA FEMSA S A DE C V SPONSORED ADR 400 SH	P	2009-10-22	2012-05-21	43878	21407	22471	22471
COCA-COLA FEMSA S A DE C V SPONSORED ADR 150 SH	P	2009-10-23	2012-05-21	16454	8124	8330	8330
COCA-COLA FEMSA S A DE C V SPONSORED ADR 500 SH	P	2009-10-26	2012-05-21	54848	26894	27954	27954
COCA-COLA FEMSA S A DE C V SPONSORED ADR 500 SH	P	2009-10-27	2012-05-21	54848	26519	28329	28329
COCA-COLA FEMSA S A DE C V SPONSORED ADR 100 SH	P	2009-10-30	2012-05-21	10970	5361	5609	5609
COCA-COLA FEMSA S A DE C V SPONSORED ADR 200 SH	P	2009-11-02	2012-05-21	21939	10722	11217	11217
COCA-COLA FEMSA S A DE C V SPONSORED ADR 200 SH	P	2009-11-12	2012-05-21	21939	10670	11269	11269
COMCAST CORP NEW 450 SH	P	1999-09-27	2012-05-21	12694	10260	2434	2434
COMCAST CORP NEW 750 SH	P	2000-05-05	2012-05-21	21156	17743	3413	3413
COMCAST CORP NEW 300 SH	P	2000-05-09	2012-05-21	8462	6615	1847	1847
COMCAST CORP NEW 150 SH	P	2000-08-01	2012-05-21	4231	3306	925	925
COMCAST CORP NEW 300 SH	P	2001-08-10	2012-05-21	8462	7430	1032	1032
COMCAST CORP NEW 150 SH	P	2002-02-11	2012-05-21	4231	3330	901	901
COMCAST CORP NEW 300 SH	P	2003-04-03	2012-05-21	8462	5670	2792	2792
COMCAST CORP NEW 210 SH	P	2003-09-05	2012-05-21	5924	3991	1933	1933
COMCAST CORP NEW 240 SH	P	2003-09-11	2012-05-21	6770	4594	2176	2176
COMCAST CORP NEW 150 SH	P	2003-11-04	2012-05-21	4231	3132	1099	1099
COMCAST CORP NEW 300 SH	P	2003-11-05	2012-05-21	8462	6218	2244	2244
COMCAST CORP NEW 150 SH	P	2004-02-04	2012-05-21	4231	3268	963	963
COMCAST CORP NEW 150 SH	P	2004-02-11	2012-05-21	4231	2986	1245	1245
COMCAST CORP NEW 1200 SH	P	2005-05-05	2012-05-21	33850	25248	8602	8602
COMCAST CORP NEW 1200 SH	P	2005-05-06	2012-05-21	33850	25333	8517	8517
COMCAST CORP NEW 450 SH	P	2005-07-05	2012-05-21	12694	8888	3806	3806
COMCAST CORP NEW 1050 SH	P	2005-07-06	2012-05-21	29618	20521	9097	9097
COMCAST CORP NEW 1200 SH	P	2005-07-12	2012-05-21	33850	24088	9762	9762
COMCAST CORP NEW 900 SH	P	2005-07-14	2012-05-21	25387	17954	7433	7433
COMCAST CORP NEW 300 SH	P	2005-07-15	2012-05-21	8462	5942	2520	2520
COMCAST CORP NEW 100 SH	P	2007-08-21	2012-05-21	2821	2451	370	370
COMCAST CORP NEW 200 SH	P	2007-08-22	2012-05-21	5642	4892	750	750
DARDEN RESTAURANTS INC COM 1600 SH	P	2008-07-18	2012-05-21	83294	50726	32568	32568
DARDEN RESTAURANTS INC COM 500 SH	P	2008-07-24	2012-05-21	26030	16139	9891	9891
DARDEN RESTAURANTS INC COM 1000 SH	P	2008-07-25	2012-05-21	52059	31656	20403	20403
AMERICAN ASSETS TRUST INC 5100 SH	P	2011-01-12	2012-05-21	116176	104199	11977	11977
DISNEY (WALT) COMPANY HOLDING CO. 500 SH	P	1999-09-29	2012-05-21	22101	12908	9193	9193
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2001-08-02	2012-05-21	4420	2627	1793	1793
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2001-10-17	2012-05-21	4420	1834	2586	2586
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2001-10-18	2012-05-21	4420	1778	2642	2642
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2001-11-02	2012-05-21	4420	1854	2566	2566
DISNEY (WALT) COMPANY HOLDING CO. 700 SH	P	2002-08-02	2012-05-21	30942	10390	20552	20552
DISNEY (WALT) COMPANY HOLDING CO. 1400 SH	P	2005-05-05	2012-05-21	61883	36963	24920	24920
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2005-05-06	2012-05-21	4420	2658	1762	1762
DISNEY (WALT) COMPANY HOLDING CO. 400 SH	P	2005-05-11	2012-05-21	17681	10486	7195	7195
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2005-06-17	2012-05-21	4420	2648	1772	1772
DISNEY (WALT) COMPANY HOLDING CO. 100 SH	P	2005-06-21	2012-05-21	4420	2634	1786	1786
DISNEY (WALT) COMPANY HOLDING CO. 1900 SH	P	2005-07-08	2012-05-21	83984	46981	37003	37003
DISNEY (WALT) COMPANY HOLDING CO. 500 SH	P	2005-07-18	2012-05-21	22101	12841	9260	9260
DIRECTV - CLASS A 540.09 SH	P	2005-05-06	2012-05-21	24979	8142	16837	16837
DIRECTV - CLASS A 200.03 SH	P	2005-05-11	2012-05-21	9252	3015	6237	6237
DIRECTV - CLASS A 260.04 SH	P	2005-05-12	2012-05-21	12027	3920	8107	8107
DIRECTV - CLASS A 100.02 SH	P	2005-07-07	2012-05-21	4626	1508	3118	3118
DIRECTV - CLASS A 690.12 SH	P	2005-07-08	2012-05-21	31918	10403	21515	21515
DIRECTV - CLASS A 70.01 SH	P	2005-07-14	2012-05-21	3238	1055	2183	2183
DIRECTV - CLASS A 40.01 SH	P	2005-07-19	2012-05-21	1850	603	1247	1247
DIRECTV - CLASS A 120.02 SH	P	2005-09-06	2012-05-21	5551	1699	3852	3852
DIRECTV - CLASS A 40.01 SH	P	2005-09-09	2012-05-21	1850	571	1279	1279
DIRECTV - CLASS A 40.01 SH	P	2005-09-19	2012-05-21	1850	565	1285	1285
DIRECTV - CLASS A 40.01 SH	P	2005-09-20	2012-05-21	1850	563	1287	1287
DIRECTV - CLASS A 140.02 SH	P	2006-02-23	2012-05-21	6476	1972	4504	4504
DIRECTV - CLASS A 280.05 SH	P	2006-02-24	2012-05-21	12952	3939	9013	9013
DIRECTV - CLASS A 60.01 SH	P	2006-02-28	2012-05-21	2775	845	1930	1930
DIRECTV - CLASS A 140.02 SH	P	2006-03-01	2012-05-21	6476	1974	4502	4502
DIRECTV - CLASS A 60.01 SH	P	2006-03-02	2012-05-21	2775	845	1930	1930
DIRECTV - CLASS A 80.01 SH	P	2006-03-07	2012-05-21	3701	1125	2576	2576
DIRECTV - CLASS A 60.01 SH	P	2006-03-08	2012-05-21	2775	844	1931	1931
DIRECTV - CLASS A 60.01 SH	P	2006-03-10	2012-05-21	2775	839	1936	1936
DIRECTV - CLASS A 60.01 SH	P	2006-03-13	2012-05-21	2775	837	1938	1938
DIRECTV - CLASS A 80.01 SH	P	1999-09-23	2012-05-21	3701	1206	2495	2495
DIRECTV - CLASS A 80.01 SH	P	1999-09-28	2012-05-21	3701	1206	2495	2495
DIRECTV - CLASS A 40.01 SH	P	2000-10-06	2012-05-21	1850	603	1247	1247
DIRECTV - CLASS A 60.01 SH	P	2001-08-09	2012-05-21	2775	905	1870	1870
DIRECTV - CLASS A 100.02 SH	P	2002-02-22	2012-05-21	4626	1508	3118	3118
DIRECTV - CLASS A 400.07 SH	P	2002-10-22	2012-05-21	18503	6031	12472	12472
DIRECTV - CLASS A 100.02 SH	P	2003-10-31	2012-05-21	4626	1508	3118	3118
DIRECTV - CLASS A 80.01 SH	P	2004-02-06	2012-05-21	3701	1206	2495	2495
DIRECTV - CLASS A 100.02 SH	P	2004-06-09	2012-05-21	4626	1508	3118	3118
DIRECTV - CLASS A 59.96 SH	P	2004-06-16	2012-05-21	2773	904	1869	1869
DIRECTV - CLASS A 800.14 SH	P	2006-05-23	2012-05-21	37006	11951	25055	25055
DIRECTV - CLASS A 300.05 SH	P	2006-05-25	2012-05-21	13877	4485	9392	9392
DIRECTV - CLASS A 500.09 SH	P	2006-05-22	2012-05-21	23129	7530	15599	15599
DIRECTV - CLASS A 100.02 SH	P	2006-05-25	2012-05-21	4626	1495	3131	3131
DIRECTV - CLASS A 300.05 SH	P	2006-05-22	2012-05-21	13877	4518	9359	9359
DIRECTV - CLASS A 19 SH	P	2006-03-17	2012-05-21	879	262	617	617
DOVER CORPORATION 1000 SH	P	2008-01-28	2012-05-21	56979	37135	19844	19844
DOVER CORPORATION 100 SH	P	2008-01-24	2012-05-21	5698	3648	2050	2050
FEDEX CORPORATION 25 SH	P	2007-12-28	2012-05-21	2157	2260	-103	-103
FEDEX CORPORATION 200 SH	P	2007-12-31	2012-05-21	17253	17857	-604	-604
FEDEX CORPORATION 100 SH	P	2008-01-03	2012-05-21	8626	8699	-73	-73
FEDEX CORPORATION 300 SH	P	2008-01-08	2012-05-21	25879	25025	854	854
FEDEX CORPORATION 100 SH	P	2008-01-10	2012-05-21	8626	8361	265	265
FEDEX CORPORATION 100 SH	P	2008-01-14	2012-05-21	8626	8449	177	177
FEDEX CORPORATION 200 SH	P	2008-01-15	2012-05-21	17253	16765	488	488
FEDEX CORPORATION 200 SH	P	2008-01-17	2012-05-21	17253	16726	527	527
FEDEX CORPORATION 100 SH	P	2008-01-18	2012-05-21	8626	8345	281	281
FEDEX CORPORATION 300 SH	P	2009-06-26	2012-05-21	25879	16558	9321	9321
FEDEX CORPORATION 50 SH	P	2009-06-29	2012-05-21	4313	2742	1571	1571
FEDEX CORPORATION 50 SH	P	2009-07-02	2012-05-21	4313	2713	1600	1600
G-III APPAREL GROUP LTD 200 SH	P	2011-02-22	2012-05-21	4817	7472	-2655	-2655
G-III APPAREL GROUP LTD 200 SH	P	2011-02-25	2012-05-21	4817	7632	-2815	-2815
G-III APPAREL GROUP LTD 300 SH	P	2011-02-28	2012-05-21	7225	11692	-4467	-4467
G-III APPAREL GROUP LTD 300 SH	P	2011-03-01	2012-05-21	7225	11715	-4490	-4490
G-III APPAREL GROUP LTD 200 SH	P	2011-03-02	2012-05-21	4817	7757	-2940	-2940
G-III APPAREL GROUP LTD 100 SH	P	2011-03-03	2012-05-21	2408	3896	-1488	-1488
G-III APPAREL GROUP LTD 100 SH	P	2011-03-07	2012-05-21	2408	3880	-1472	-1472
G-III APPAREL GROUP LTD 550 SH	P	2011-02-17	2012-05-21	13246	20382	-7136	-7136
GENERAL CABLE INC COM 2200 SH	P	2010-06-21	2012-05-21	64612	67010	-2398	-2398
GOLDMAN SACHS GROUP INC 400 SH	P	1999-09-16	2012-05-21	38399	23070	15329	15329
GOLDMAN SACHS GROUP INC 100 SH	P	2001-08-20	2012-05-21	9600	7765	1835	1835
GOLDMAN SACHS GROUP INC 100 SH	P	2003-09-26	2012-05-21	9600	8463	1137	1137
GOLDMAN SACHS GROUP INC 100 SH	P	2003-09-29	2012-05-21	9600	8481	1119	1119
GOLDMAN SACHS GROUP INC 143 SH	P	2005-05-24	2012-05-21	13728	14176	-448	-448
GOLDMAN SACHS GROUP INC 50 SH	P	2005-05-25	2012-05-21	4800	4898	-98	-98
GOLDMAN SACHS GROUP INC 100 SH	P	2005-06-02	2012-05-21	9600	9768	-168	-168
GOLDMAN SACHS GROUP INC 100 SH	P	2005-06-03	2012-05-21	9600	9741	-141	-141
PRECISION CASTPARTS CORP CO 400 SH	P	2009-04-07	2012-05-21	68428	24096	44332	44332
PRECISION CASTPARTS CORP CO 400 SH	P	2009-04-13	2012-05-21	68428	23504	44924	44924
LABORATORY CORP AMER HLDGS 800 SH	P	2010-07-27	2012-05-21	68054	59480	8574	8574
LABORATORY CORP AMER HLDGS 200 SH	P	2010-07-28	2012-05-21	17014	14724	2290	2290
JOS A BANK CLOTHIERS INC 50 SH	P	2008-08-12	2012-05-21	2308	855	1453	1453
JOS A BANK CLOTHIERS INC 1050 SH	P	2008-11-25	2012-05-21	48477	12884	35593	35593
JOS A BANK CLOTHIERS INC 450 SH	P	2008-11-26	2012-05-21	20776	5499	15277	15277
ZIMMER HLDGS INC 500 SH	P	2009-10-01	2012-05-21	29913	26460	3453	3453
ZIMMER HLDGS INC 500 SH	P	2009-10-02	2012-05-21	29913	25852	4061	4061
ZIMMER HLDGS INC 200 SH	P	2010-11-05	2012-05-21	11965	10343	1622	1622
ZIMMER HLDGS INC 100 SH	P	2010-11-10	2012-05-21	5983	5166	817	817
ZIMMER HLDGS INC 200 SH	P	2010-11-11	2012-05-21	11965	10213	1752	1752
ZIMMER HLDGS INC 100 SH	P	2010-11-12	2012-05-21	5983	5091	892	892
ZIMMER HLDGS INC 500 SH	P	2009-08-31	2012-05-21	29913	23586	6327	6327
V F CORPORATION COM 700 SH	P	2008-07-25	2012-05-21	95125	50813	44312	44312
V F CORPORATION COM 1500 SH	P	2008-07-28	2012-05-21	203839	107129	96710	96710
EXXON MOBIL CORP 2981 SH	P	2000-02-15	2012-05-21	243110	5277	237833	237833
WHITING PETE CORP NEW 3100 SH	P	2004-11-16	2012-05-21	142191	44981	97210	97210
SOVRAN SELF STORAGE INC COM 200 SH	P	2001-08-24	2012-05-21	9891	5105	4786	4786
SOVRAN SELF STORAGE INC COM 300 SH	P	2003-04-03	2012-05-21	14836	7927	6909	6909
SOVRAN SELF STORAGE INC COM 100 SH	P	2003-07-01	2012-05-21	4945	2961	1984	1984
SOVRAN SELF STORAGE INC COM 500 SH	P	2008-07-18	2012-05-21	24727	19217	5510	5510
SOVRAN SELF STORAGE INC COM 600 SH	P	2008-07-24	2012-05-21	29672	23883	5789	5789
SOVRAN SELF STORAGE INC COM 200 SH	P	2008-07-25	2012-05-21	9891	7935	1956	1956
SOVRAN SELF STORAGE INC COM 160 SH	P	2009-07-28	2012-05-21	7913	3974	3939	3939
SOVRAN SELF STORAGE INC COM 446 SH	P	2009-07-29	2012-05-21	22056	11182	10874	10874
SOVRAN SELF STORAGE INC COM 200 SH	P	2009-07-30	2012-05-21	9891	5131	4760	4760
SOVRAN SELF STORAGE INC COM 300 SH	P	2009-08-04	2012-05-21	14836	7657	7179	7179
SOVRAN SELF STORAGE INC COM 100 SH	P	2009-08-11	2012-05-21	4945	2570	2375	2375
SOVRAN SELF STORAGE INC COM 100 SH	P	2009-07-27	2012-05-21	4945	2460	2485	2485
OLYMPIC STL INC 1476 SH	P	2010-08-09	2012-05-21	25257	35544	-10287	-10287
OLYMPIC STL INC 500 SH	P	2010-08-10	2012-05-21	8556	12010	-3454	-3454
OLYMPIC STL INC 1400 SH	P	2010-08-19	2012-05-21	23957	32258	-8301	-8301
METHANEX CORP COM 4100 SH	P	2010-04-07	2012-05-21	116359	104328	12031	12031
MICROSOFT CORP COM 2400 SH	P	2009-01-15	2012-05-21	70908	44725	26183	26183
MICROSOFT CORP COM 200 SH	P	2009-01-16	2012-05-21	5909	3870	2039	2039
MICROSOFT CORP COM 1000 SH	P	2009-01-20	2012-05-21	29545	18785	10760	10760
MICROSOFT CORP COM 100 SH	P	2009-01-21	2012-05-21	2954	1869	1085	1085
MICROSOFT CORP COM 200 SH	P	2009-01-26	2012-05-21	5909	3468	2441	2441
MICROSOFT CORP COM 300 SH	P	2009-01-27	2012-05-21	8863	5276	3587	3587
MICROSOFT CORP COM 300 SH	P	2009-01-29	2012-05-21	8863	5306	3557	3557
MICROSOFT CORP COM 700 SH	P	2009-01-30	2012-05-21	20681	12095	8586	8586
MICROSOFT CORP COM 200 SH	P	2009-02-19	2012-05-21	5909	3586	2323	2323
MICROSOFT CORP COM 100 SH	P	2009-02-23	2012-05-21	2954	1770	1184	1184
NIKE INC CL B 300 SH	P	2009-03-11	2012-05-21	32033	12708	19325	19325
NIKE INC CL B 200 SH	P	2009-03-13	2012-05-21	21356	8672	12684	12684
NORFOLK SOUTHERN CORP 800 SH	P	2007-08-08	2012-05-21	53702	40241	13461	13461
NORFOLK SOUTHERN CORP 350 SH	P	2007-08-21	2012-05-21	23495	18310	5185	5185
NORFOLK SOUTHERN CORP 1200 SH	P	2007-08-23	2012-05-21	80553	61873	18680	18680
NORFOLK SOUTHERN CORP 200 SH	P	2007-08-24	2012-05-21	13425	10242	3183	3183
NORFOLK SOUTHERN CORP 400 SH	P	2007-08-27	2012-05-21	26851	20347	6504	6504
NORFOLK SOUTHERN CORP 100 SH	P	2007-08-28	2012-05-21	6713	5019	1694	1694
NORFOLK SOUTHERN CORP 300 SH	P	2007-08-30	2012-05-21	20138	15197	4941	4941
NORFOLK SOUTHERN CORP 100 SH	P	2007-09-10	2012-05-21	6713	4871	1842	1842
NORFOLK SOUTHERN CORP 100 SH	P	2007-09-17	2012-05-21	6713	4991	1722	1722
NUCOR CORP 2000 SH	P	2010-03-03	2012-05-21	69558	86813	-17255	-17255
NUCOR CORP 600 SH	P	2010-03-04	2012-05-21	20868	25851	-4983	-4983
NUCOR CORP 200 SH	P	2010-03-09	2012-05-21	6956	8942	-1986	-1986
NUCOR CORP 300 SH	P	2010-03-10	2012-05-21	10434	13420	-2986	-2986
NUCOR CORP 200 SH	P	2010-03-11	2012-05-21	6956	8920	-1964	-1964
NUCOR CORP 100 SH	P	2010-03-15	2012-05-21	3478	4504	-1026	-1026
OMNICOM GROUP INC COM 500 SH	P	2008-07-22	2012-05-21	24776	20428	4348	4348
OMNICOM GROUP INC COM 500 SH	P	2008-08-19	2012-05-21	24776	21256	3520	3520
OMNICOM GROUP INC COM 1900 SH	P	2008-08-20	2012-05-21	94149	79727	14422	14422
OMNICOM GROUP INC COM 200 SH	P	2008-08-27	2012-05-21	9910	8445	1465	1465
OMNICOM GROUP INC COM 100 SH	P	2008-09-02	2012-05-21	4955	4271	684	684
OMNICOM GROUP INC COM 100 SH	P	2008-09-03	2012-05-21	4955	4221	734	734
OMNICOM GROUP INC COM 400 SH	P	2008-09-04	2012-05-21	19821	16658	3163	3163
OMNICOM GROUP INC COM 100 SH	P	2008-09-05	2012-05-21	4955	4118	837	837
OMNICOM GROUP INC COM 200 SH	P	2008-09-10	2012-05-21	9910	8349	1561	1561
OMNICOM GROUP INC COM 200 SH	P	2008-09-11	2012-05-21	9910	8215	1695	1695
ORACLE CORPORATION 2500 SH	P	2008-09-04	2012-05-21	65424	50735	14689	14689
ORACLE CORPORATION 700 SH	P	2008-09-05	2012-05-21	18319	13951	4368	4368
ORACLE CORPORATION 700 SH	P	2008-09-08	2012-05-21	18319	13533	4786	4786
ORACLE CORPORATION 300 SH	P	2008-09-09	2012-05-21	7851	5751	2100	2100
ORACLE CORPORATION 800 SH	P	2008-09-10	2012-05-21	20936	15293	5643	5643
ORACLE CORPORATION 300 SH	P	2008-09-11	2012-05-21	7851	5723	2128	2128
ORACLE CORPORATION 200 SH	P	2008-09-15	2012-05-21	5234	3821	1413	1413
ORACLE CORPORATION 100 SH	P	2008-09-16	2012-05-21	2617	1866	751	751
ORACLE CORPORATION 100 SH	P	2008-09-17	2012-05-21	2617	1834	783	783
ORACLE CORPORATION 300 SH	P	2008-09-23	2012-05-21	7851	5977	1874	1874
ORACLE CORPORATION 200 SH	P	2008-09-24	2012-05-21	5234	3983	1251	1251
ORACLE CORPORATION 700 SH	P	2008-10-03	2012-05-21	18319	13876	4443	4443
ORACLE CORPORATION 400 SH	P	2008-10-06	2012-05-21	10468	7404	3064	3064
ORACLE CORPORATION 300 SH	P	2008-10-07	2012-05-21	7851	5296	2555	2555
PETROLEO BRASILEIRO SA PETROBRAS P 1800 SH	P	2010-03-03	2012-05-21	36593	79440	-42847	-42847
PETROLEO BRASILEIRO SA PETROBRAS P 500 SH	P	2010-03-04	2012-05-21	10165	21650	-11485	-11485
PETROLEO BRASILEIRO SA PETROBRAS P 900 SH	P	2010-03-08	2012-05-21	18297	40116	-21819	-21819
PETROLEO BRASILEIRO SA PETROBRAS P 200 SH	P	2010-03-11	2012-05-21	4066	9302	-5236	-5236
PETROLEO BRASILEIRO SA PETROBRAS P 100 SH	P	2010-03-30	2012-05-21	2033	4402	-2369	-2369
PETROLEO BRASILEIRO SA PETROBRAS P 100 SH	P	2010-03-31	2012-05-21	2033	4407	-2374	-2374
PETROLEO BRASILEIRO SA PETROBRAS P 400 SH	P	2011-04-06	2012-05-21	8132	16178	-8046	-8046
PETROLEO BRASILEIRO SA PETROBRAS P 400 SH	P	2011-04-07	2012-05-21	8132	16163	-8031	-8031
PETROLEO BRASILEIRO SA PETROBRAS P 100 SH	P	2011-04-08	2012-05-21	2033	4051	-2018	-2018
RENT A CTR INC NEW 1400 SH	P	2009-10-19	2012-05-21	46024	28287	17737	17737
RENT A CTR INC NEW 2000 SH	P	2009-10-20	2012-05-21	65749	40288	25461	25461
RENT A CTR INC NEW 400 SH	P	2009-10-16	2012-05-21	13150	7942	5208	5208
ROSS STORES INC 800 SH	P	2010-01-06	2012-05-21	47995	17420	30575	30575
ROSS STORES INC 1000 SH	P	2010-01-08	2012-05-21	59993	22504	37489	37489
ROSS STORES INC 2800 SH	P	2010-01-11	2012-05-21	167981	62720	105261	105261
STATOIL ASA SPONSORED ADR 344.88 SH	P	2007-10-10	2012-05-21	8068	11678	-3610	-3610
STATOIL ASA SPONSORED ADR 431.1 SH	P	2007-10-10	2012-05-21	10085	14597	-4512	-4512
STATOIL ASA SPONSORED ADR 2155.5 SH	P	2007-10-10	2012-05-21	50423	72985	-22562	-22562
STATOIL ASA SPONSORED ADR 761.22 SH	P	2007-10-10	2012-05-21	17807	25775	-7968	-7968
STATOIL ASA SPONSORED ADR 1293.3 SH	P	2007-10-10	2012-05-21	30254	43791	-13537	-13537
STATOIL ASA SPONSORED ADR 300 SH	P	2007-10-17	2012-05-21	7018	10157	-3139	-3139
STATOIL ASA SPONSORED ADR 200 SH	P	2007-10-18	2012-05-21	4679	6691	-2012	-2012
STATOIL ASA SPONSORED ADR 200 SH	P	2007-10-19	2012-05-21	4679	6614	-1935	-1935
STATOIL ASA SPONSORED ADR 100 SH	P	2007-10-22	2012-05-21	2339	3166	-827	-827
STATOIL ASA SPONSORED ADR 100 SH	P	2007-10-23	2012-05-21	2339	3247	-908	-908
STATOIL ASA SPONSORED ADR 500 SH	P	2007-10-31	2012-05-21	11696	16734	-5038	-5038
STATOIL ASA SPONSORED ADR 200 SH	P	2007-11-01	2012-05-21	4679	6564	-1885	-1885
STATOIL ASA SPONSORED ADR 200 SH	P	2008-01-23	2012-05-21	4679	4834	-155	-155
STATOIL ASA SPONSORED ADR 100 SH	P	2008-01-25	2012-05-21	2339	2619	-280	-280
TENARIS S A 3000 SH	P	2008-10-13	2012-05-21	100145	81319	18826	18826
TENARIS S A 1000 SH	P	2008-10-30	2012-05-21	33382	19730	13652	13652
PUBLICIS S A NEW SPONSORED ADR 2000 SH	P	2007-03-22	2012-05-21	47009	48316	-1307	-1307
PUBLICIS S A NEW SPONSORED ADR 1800 SH	P	2007-03-23	2012-05-21	42308	43777	-1469	-1469
PUBLICIS S A NEW SPONSORED ADR 1900 SH	P	2007-03-13	2012-05-21	44658	44175	483	483
TEVA PHARMACEUTICAL INDS ADR 500 SH	P	2009-11-20	2012-05-21	19390	26305	-6915	-6915
TEVA PHARMACEUTICAL INDS ADR 1300 SH	P	2009-11-30	2012-05-21	50413	68535	-18122	-18122
TEVA PHARMACEUTICAL INDS ADR 1100 SH	P	2009-12-03	2012-05-21	42657	59205	-16548	-16548
TEVA PHARMACEUTICAL INDS ADR 100 SH	P	2009-12-08	2012-05-21	3878	5251	-1373	-1373
TEVA PHARMACEUTICAL INDS ADR 100 SH	P	2009-12-09	2012-05-21	3878	5226	-1348	-1348
TEVA PHARMACEUTICAL INDS ADR 200 SH	P	2009-12-11	2012-05-21	7756	10542	-2786	-2786
TEVA PHARMACEUTICAL INDS ADR 200 SH	P	2009-12-16	2012-05-21	7756	10596	-2840	-2840
TEVA PHARMACEUTICAL INDS ADR 100 SH	P	2009-12-29	2012-05-21	3878	5581	-1703	-1703
UNITED TECHNOLOGIES CORP 400 SH	P	2008-07-18	2012-05-21	29311	25532	3779	3779
UNITED TECHNOLOGIES CORP 200 SH	P	2008-07-21	2012-05-21	14655	12727	1928	1928
UNITED TECHNOLOGIES CORP 50 SH	P	2008-07-23	2012-05-21	3664	3269	395	395
UNITED TECHNOLOGIES CORP 500 SH	P	2008-07-24	2012-05-21	36638	32299	4339	4339
UNITED TECHNOLOGIES CORP 700 SH	P	2008-07-28	2012-05-21	51294	45120	6174	6174
UNITED TECHNOLOGIES CORP 100 SH	P	2008-08-01	2012-05-21	7328	6357	971	971
UNITED TECHNOLOGIES CORP 800 SH	P	2008-07-31	2012-05-21	58621	51787	6834	6834
VIACOM INC NEW 50 SH	P	2001-03-01	2012-05-21	2328	2871	-543	-543
VIACOM INC NEW 75 SH	P	2001-03-05	2012-05-21	3493	4270	-777	-777
VIACOM INC NEW 50 SH	P	2001-10-16	2012-05-21	2328	2188	140	140
VIACOM INC NEW 100 SH	P	2003-10-03	2012-05-21	4657	4897	-240	-240
VIACOM INC NEW 100 SH	P	2003-10-13	2012-05-21	4657	5004	-347	-347
VIACOM INC NEW 100 SH	P	2003-10-14	2012-05-21	4657	4988	-331	-331
VIACOM INC NEW 50 SH	P	2003-10-30	2012-05-21	2328	2385	-57	-57
VIACOM INC NEW 100 SH	P	2003-11-17	2012-05-21	4657	4571	86	86
VIACOM INC NEW 400 SH	P	2005-05-04	2012-05-21	18627	16943	1684	1684
VIACOM INC NEW 400 SH	P	2005-05-05	2012-05-21	18627	17191	1436	1436
VIACOM INC NEW 500 SH	P	2005-07-13	2012-05-21	23284	19790	3494	3494
VIACOM INC NEW 350 SH	P	2005-07-14	2012-05-21	16299	13938	2361	2361
VIACOM INC NEW 600 SH	P	2006-01-12	2012-05-21	27941	25006	2935	2935
VIACOM INC NEW 300 SH	P	2006-01-17	2012-05-21	13970	12519	1451	1451
VIACOM INC NEW 100 SH	P	2006-01-18	2012-05-21	4657	4145	512	512
VIACOM INC NEW 200 SH	P	2006-01-25	2012-05-21	9314	8658	656	656
VIACOM INC NEW 200 SH	P	2006-01-26	2012-05-21	9314	8641	673	673
VIACOM INC NEW 200 SH	P	2006-01-30	2012-05-21	9314	8548	766	766
VIACOM INC NEW 300 SH	P	1999-10-13	2012-05-21	13970	14999	-1029	-1029
VIACOM INC NEW 100 SH	P	2000-11-22	2012-05-21	4657	6421	-1764	-1764
WPP PLC 1000 SH	P	2005-07-14	2012-05-21	61685	52410	9275	9275
WPP PLC 1000 SH	P	2005-07-15	2012-05-21	61685	52120	9565	9565
WPP PLC 1000 SH	P	2005-07-18	2012-05-21	61685	51540	10145	10145
WPP PLC 300 SH	P	2005-07-19	2012-05-21	18505	15216	3289	3289
WPP PLC 100 SH	P	2005-08-24	2012-05-21	6168	5311	857	857
WPP PLC 500 SH	P	2008-12-01	2012-05-21	30842	12591	18251	18251
WPP PLC 100 SH	P	2008-12-03	2012-05-21	6168	2496	3672	3672
WELLS FARGO & CO NEW 200 SH	P	2000-06-09	2012-05-21	6252	4324	1928	1928
WELLS FARGO & CO NEW 200 SH	P	2000-06-09	2012-05-21	6252	4339	1913	1913
WELLS FARGO & CO NEW 200 SH	P	2000-06-13	2012-05-21	6252	4333	1919	1919
WELLS FARGO & CO NEW 200 SH	P	2000-06-14	2012-05-21	6252	4365	1887	1887
WELLS FARGO & CO NEW 400 SH	P	2000-06-15	2012-05-21	12504	8486	4018	4018
WELLS FARGO & CO NEW 200 SH	P	2000-06-20	2012-05-21	6252	3967	2285	2285
WELLS FARGO & CO NEW 400 SH	P	2000-07-27	2012-05-21	12504	8235	4269	4269
WELLS FARGO & CO NEW 200 SH	P	2001-08-10	2012-05-21	6252	4545	1707	1707
WELLS FARGO & CO NEW 200 SH	P	2001-10-19	2012-05-21	6252	3875	2377	2377
WELLS FARGO & CO NEW 100 SH	P	2002-11-11	2012-05-21	3126	2287	839	839
WELLS FARGO & CO NEW 200 SH	P	2002-11-19	2012-05-21	6252	4642	1610	1610
WELLS FARGO & CO NEW 150 SH	P	2002-11-29	2012-05-21	4689	3491	1198	1198
WELLS FARGO & CO NEW 200 SH	P	2004-02-04	2012-05-21	6252	5725	527	527
WELLS FARGO & CO NEW 200 SH	P	2004-04-02	2012-05-21	6252	5659	593	593
WELLS FARGO & CO NEW 800 SH	P	2005-05-06	2012-05-21	25008	23924	1084	1084
WELLS FARGO & CO NEW 600 SH	P	2005-05-10	2012-05-21	18756	17913	843	843
WELLS FARGO & CO NEW 700 SH	P	2005-05-12	2012-05-21	21882	20961	921	921
WELLS FARGO & CO NEW 300 SH	P	2005-05-17	2012-05-21	9378	8956	422	422
WELLS FARGO & CO NEW 1200 SH	P	2005-07-14	2012-05-21	37511	37086	425	425
WELLS FARGO & CO NEW 300 SH	P	2005-07-18	2012-05-21	9378	9309	69	69
JOS A BANK CLOTHIERS INC 900 SH	P	2008-12-01	2012-05-22	41714	10856	30858	30858
JOS A BANK CLOTHIERS INC 600 SH	P	2008-11-26	2012-05-22	27809	7332	20477	20477
BUNGE LIMITED 400 SH	P	2010-04-13	2012-05-24	24152	23984	168	168
BUNGE LIMITED 400 SH	P	2010-04-08	2012-05-25	24307	23628	679	679
BUNGE LIMITED 400 SH	P	2010-04-13	2012-05-25	24307	23984	323	323
G-III APPAREL GROUP LTD 700 SH	P	2011-02-15	2012-06-28	15404	25403	-9999	-9999
G-III APPAREL GROUP LTD 850 SH	P	2011-02-16	2012-06-28	18705	30910	-12205	-12205
G-III APPAREL GROUP LTD 100 SH	P	2011-02-24	2012-06-28	2201	3696	-1495	-1495
G-III APPAREL GROUP LTD 1450 SH	P	2011-02-17	2012-06-28	31908	53734	-21826	-21826
BELDEN CDT INC 200 SH	P	2010-02-04	2012-07-13	6460	4528	1932	1932
BELDEN CDT INC 100 SH	P	2010-02-17	2012-07-13	3230	2183	1047	1047
PARKER HANNIFIN CORP 150 SH	P	2011-06-28	2012-07-13	11035	13026	-1991	-1991
PARKER HANNIFIN CORP 100 SH	P	2011-07-08	2012-07-13	7357	8860	-1503	-1503
BELDEN CDT INC 100 SH	P	2010-02-17	2012-07-16	3207	2183	1024	1024
BELDEN CDT INC 100 SH	P	2010-02-17	2012-07-17	3244	2183	1061	1061
BELDEN CDT INC 100 SH	P	2010-02-16	2012-07-17	3244	2170	1074	1074
GENERAL CABLE INC COM 200 SH	P	2010-06-23	2012-07-17	5329	5902	-573	-573
GENERAL CABLE INC COM 400 SH	P	2010-06-23	2012-08-01	10403	11804	-1401	-1401
GENERAL CABLE INC COM 200 SH	P	2010-07-18	2012-08-01	5201	5476	-275	-275
GENERAL CABLE INC COM 50 SH	P	2010-05-31	2012-08-01	1300	1454	-154	-154
GENERAL CABLE INC COM 400 SH	P	2010-07-12	2012-08-06	10558	10719	-161	-161
GENERAL CABLE INC COM 50 SH	P	2010-07-13	2012-08-06	1320	1341	-21	-21
GENERAL CABLE INC COM 100 SH	P	2010-07-14	2012-08-06	2640	2681	-41	-41
GENERAL CABLE INC COM 50 SH	P	2010-07-09	2012-08-06	1320	1336	-16	-16
GENERAL CABLE INC COM 150 SH	P	2010-07-09	2012-08-07	4133	4008	125	125
GENERAL CABLE INC COM 150 SH	P	2010-07-15	2012-08-07	4133	3979	154	154
GENERAL CABLE INC COM 50 SH	P	2010-07-15	2012-08-08	1369	1326	43	43
GENERAL CABLE INC COM 50 SH	P	2010-07-19	2012-08-08	1369	1280	89	89
AGRIUM INC 100 SH	P	2011-03-30	2012-08-22	9997	8831	1166	1166
AGRIUM INC 50 SH	P	2011-04-14	2012-08-22	4999	4410	589	589
PARKER HANNIFIN CORP 50 SH	P	2011-06-28	2012-08-27	4086	4342	-256	-256
PARKER HANNIFIN CORP 200 SH	P	2011-06-29	2012-08-27	16346	17348	-1002	-1002
PARKER HANNIFIN CORP 50 SH	P	2011-07-14	2012-08-27	4087	4322	-235	-235
PARKER HANNIFIN CORP 150 SH	P	2011-07-12	2012-08-28	12191	12924	-733	-733
ARROW ELECTRONICS INC 479.999809526531 SH	P	2007-05-31	2012-05-21	16723	19603	-2880	-2880
ARROW ELECTRONICS INC 220.000190473469 SH	P	2007-05-31	2012-05-21	7665	8985	-1320	-1320
GENERAL CABLE INC COM 900.000856861317 SH	P	2010-06-18	2012-05-21	26432	27387	-955	-955
GENERAL CABLE INC COM 199.999143138683 SH	P	2010-06-18	2012-05-21	5874	6086	-212	-212
GENERAL CABLE INC COM 449.998812464374 SH	P	2010-06-22	2012-07-13	12076	13591	-1515	-1515
GENERAL CABLE INC COM 50.0011875356261 SH	P	2010-06-22	2012-07-13	1342	1510	-168	-168
SUSSER PETROLEUM PARTNERS LP 2400 SH	P	2012-09-19	2012-09-21	55423	49200	6223	6223
SUSSER PETROLEUM PARTNERS LP 1000 SH	P	2012-09-19	2012-09-24	23045	20500	2545	2545
SUSSER PETROLEUM PARTNERS LP 800 SH	P	2012-09-19	2012-09-25	18425	16400	2025	2025
YAMANA GOLD INC 1700 SH	P	2011-10-19	2012-10-10	32158	24721	7437	7437
MC GRAW-HILL COMPANIES INC 400 SH	P	2012-05-22	2012-10-10	22142	17888	4254	4254
KAPSTONE PAPER & PACKAGING 1100 SH	P	2012-05-22	2012-10-10	24433	17697	6736	6736
TAUBMAN CTRS INC COM 45 SH	P	2012-06-20	2012-10-10	3520	3387	133	133
TAUBMAN CTRS INC COM 55 SH	P	2012-06-07	2012-10-10	4302	4074	228	228
DARDEN RESTAURANTS INC COM 40 SH	P	2012-06-19	2012-10-10	2200	2062	138	138
WATSON PHARMACEUTICALS INC 100 SH	P	2012-01-04	2012-10-10	8719	6025	2694	2694
RLJ LODGING TRUST 200 SH	P	2012-05-29	2012-10-11	3705	3594	111	111
MATTEL INC 200 SH	P	2012-06-07	2012-10-11	7125	6390	735	735
PVH CORP 140 SH	P	2012-05-29	2012-10-11	13194	11524	1670	1670
TRIANGLE CAPITAL CORP 400 SH	P	2012-04-18	2012-10-11	10160	7771	2389	2389
TAUBMAN CTRS INC COM 100 SH	P	2012-06-07	2012-10-11	7849	7407	442	442
FISERV INC COM 25 SH	P	2012-05-25	2012-10-11	1832	1675	157	157
TRIANGLE CAPITAL CORP 300 SH	P	2012-04-18	2012-10-15	7602	5828	1774	1774
TAUBMAN CTRS INC COM 20 SH	P	2012-06-07	2012-10-15	1581	1481	100	100
RLJ LODGING TRUST 300 SH	P	2012-05-29	2012-10-15	5500	5391	109	109
SYNNEX CORP 300 SH	P	2012-05-24	2012-10-18	9797	10164	-367	-367
SYNNEX CORP 1200 SH	P	2012-05-22	2012-10-18	39186	41152	-1966	-1966
SYNNEX CORP 300 SH	P	2012-05-24	2012-10-22	9591	10164	-573	-573
SYNNEX CORP 600 SH	P	2012-05-23	2012-10-22	19182	20292	-1110	-1110
ORIENT EXPRESS HOTELS 1500 SH	P	2012-06-20	2012-10-25	18495	13080	5415	5415
ORIENT EXPRESS HOTELS 500 SH	P	2012-07-05	2012-10-25	6165	4420	1745	1745
ORIENT EXPRESS HOTELS 200 SH	P	2012-06-19	2012-10-25	2466	1702	764	764
KAPSTONE PAPER & PACKAGING 2000 SH	P	2012-05-22	2012-10-31	43849	32177	11672	11672
ORIENT EXPRESS HOTELS 1200 SH	P	2012-06-19	2012-11-01	14410	10212	4198	4198
ORIENT EXPRESS HOTELS 300 SH	P	2012-06-19	2012-11-02	3619	2553	1066	1066
KAPSTONE PAPER & PACKAGING 600 SH	P	2012-05-22	2012-11-02	13063	9653	3410	3410
ORIENT EXPRESS HOTELS 300 SH	P	2012-06-19	2012-11-07	3600	2553	1047	1047
KAPSTONE PAPER & PACKAGING 100 SH	P	2012-06-06	2012-11-07	2077	1571	506	506
KAPSTONE PAPER & PACKAGING 800 SH	P	2012-05-24	2012-11-07	16616	12424	4192	4192
ORIENT EXPRESS HOTELS 100 SH	P	2012-06-21	2012-11-07	1200	832	368	368
KAPSTONE PAPER & PACKAGING 500 SH	P	2012-05-22	2012-11-07	10385	8044	2341	2341
ENDO PHARMACEUTICALS HLDGS INC 160 SH	P	2012-06-19	2012-11-16	4319	4822	-503	-503
ENDO PHARMACEUTICALS HLDGS INC 100 SH	P	2012-06-21	2012-11-16	2699	3061	-362	-362
CPI AEROSTRUCTURES INC NEW 1000 SH	P	2012-05-25	2012-11-19	10020	14744	-4724	-4724
CPI AEROSTRUCTURES INC NEW 1000 SH	P	2012-05-29	2012-11-20	10052	14619	-4567	-4567
CPI AEROSTRUCTURES INC NEW 1402 SH	P	2012-06-08	2012-11-20	14092	16849	-2757	-2757
CPI AEROSTRUCTURES INC NEW 200 SH	P	2012-05-22	2012-11-20	2010	2923	-913	-913
CLIFFS NATS RES INC 700 SH	P	2012-05-29	2012-11-21	21662	35947	-14285	-14285
CPI AEROSTRUCTURES INC NEW 900 SH	P	2012-06-08	2012-11-21	9065	10816	-1751	-1751
CLIFFS NATS RES INC 300 SH	P	2012-06-07	2012-11-23	9389	14880	-5491	-5491
CPI AEROSTRUCTURES INC NEW 398 SH	P	2012-06-08	2012-11-23	4056	4783	-727	-727
CPI AEROSTRUCTURES INC NEW 600 SH	P	2012-06-12	2012-11-23	6114	7140	-1026	-1026
CPI AEROSTRUCTURES INC NEW 102 SH	P	2012-06-11	2012-11-23	1039	1210	-171	-171
CLIFFS NATS RES INC 200 SH	P	2012-06-07	2012-11-26	6244	9920	-3676	-3676
CPI AEROSTRUCTURES INC NEW 1098 SH	P	2012-06-11	2012-11-26	11131	13022	-1891	-1891
CLIFFS NATS RES INC 400 SH	P	2012-06-07	2012-11-27	12276	19841	-7565	-7565
BONANZA CREEK ENERGY INC 415 SH	P	2012-10-19	2012-12-28	11402	9968	1434	1434
PVH CORP 75 SH	P	2012-05-29	2012-12-28	8194	6174	2020	2020
BONANZA CREEK ENERGY INC 250 SH	P	2012-12-12	2012-12-28	6869	6340	529	529
BONANZA CREEK ENERGY INC 100 SH	P	2012-10-19	2012-12-31	2735	2402	333	333
BONANZA CREEK ENERGY INC 200 SH	P	2012-10-19	2012-12-31	5481	4804	677	677
BELDEN CDT INC 200 SH	P	2010-02-05	2012-09-20	7888	4278	3610	3610
BELDEN CDT INC 100 SH	P	2010-02-05	2012-09-21	3971	2139	1832	1832
SOVRAN SELF STORAGE INC COM 100 SH	P	2009-07-27	2012-10-10	5744	2358	3386	3386
AMERICAN ASSETS TRUST INC 300 SH	P	2011-01-12	2012-10-10	8253	5718	2535	2535
DARDEN RESTAURANTS INC COM 10 SH	P	2008-07-25	2012-10-10	550	317	233	233
ALLIED WORLD ASSURANCE COMPANY 150 SH	P	2011-07-05	2012-10-11	12037	8575	3462	3462
AMERICAN ASSETS TRUST INC 100 SH	P	2011-01-12	2012-10-11	2770	1906	864	864
ALLIED WORLD ASSURANCE COMPANY 100 SH	P	2011-07-14	2012-10-11	8024	5723	2301	2301
SOVRAN SELF STORAGE INC COM 150 SH	P	2009-07-24	2012-10-19	8620	3499	5121	5121
AGRIUM INC 200 SH	P	2011-04-14	2012-11-12	19210	17642	1568	1568
AGRIUM INC 400 SH	P	2011-03-29	2012-11-13	38659	35104	3555	3555
AGRIUM INC 250 SH	P	2011-04-14	2012-11-13	24162	22052	2110	2110
ENDO PHARMACEUTICALS HLDGS INC 40 SH	P	2011-10-10	2012-11-16	1080	1160	-80	-80
ENDO PHARMACEUTICALS HLDGS INC 460 SH	P	2011-10-10	2012-11-19	12507	13335	-828	-828
ENDO PHARMACEUTICALS HLDGS INC 40 SH	P	2011-10-19	2012-11-19	1087	1148	-61	-61
ENDO PHARMACEUTICALS HLDGS INC 100 SH	P	2011-10-19	2012-11-20	2740	2869	-129	-129
ENDO PHARMACEUTICALS HLDGS INC 500 SH	P	2011-10-19	2012-11-21	13644	14345	-701	-701
ENDO PHARMACEUTICALS HLDGS INC 300 SH	P	2011-10-13	2012-11-23	8275	8604	-329	-329
ENDO PHARMACEUTICALS HLDGS INC 60 SH	P	2011-10-19	2012-11-23	1655	1721	-66	-66
ENDO PHARMACEUTICALS HLDGS INC 40 SH	P	2011-10-18	2012-11-23	1103	1136	-33	-33
ENDO PHARMACEUTICALS HLDGS INC 260 SH	P	2011-10-18	2012-11-26	7255	7387	-132	-132
ENDO PHARMACEUTICALS HLDGS INC 240 SH	P	2011-10-25	2012-11-26	6697	6811	-114	-114
ENDO PHARMACEUTICALS HLDGS INC 200 SH	P	2011-10-25	2012-11-27	5663	5676	-13	-13
ENDO PHARMACEUTICALS HLDGS INC 100 SH	P	2011-10-20	2012-11-28	2810	2801	9	9
ENDO PHARMACEUTICALS HLDGS INC 60 SH	P	2011-10-25	2012-11-28	1686	1703	-17	-17
OLYMPIC STL INC 200 SH	P	2010-08-19	2012-12-12	3831	4608	-777	-777
OLYMPIC STL INC 700 SH	P	2010-08-17	2012-12-12	13407	15981	-2574	-2574
OLYMPIC STL INC 17 SH	P	2010-11-23	2012-12-12	326	371	-45	-45
OLYMPIC STL INC 200 SH	P	2010-11-11	2012-12-12	3831	4380	-549	-549
OLYMPIC STL INC 1100 SH	P	2010-08-23	2012-12-12	21069	24645	-3576	-3576
OLYMPIC STL INC 500 SH	P	2010-08-20	2012-12-12	9577	11005	-1428	-1428
OLYMPIC STL INC 600 SH	P	2010-08-13	2012-12-12	11492	13176	-1684	-1684
ACCENTURE PLC IRELAND SHS CL A 60 SH	P	2011-10-27	2012-01-09	3101	3647	-546	-546
INTERNATIONAL BUSINESS MACHINES CORP 11 SH	P	2011-08-11	2012-01-10	2000	1827	173	173
INTERNATIONAL BUSINESS MACHINES CORP 15 SH	P	2011-03-17	2012-01-10	2727	2313	414	414
INTERNATIONAL BUSINESS MACHINES CORP 16 SH	P	2011-03-17	2012-01-12	2880	2467	413	413
EMC CORP(MASS) USD 0.01 100 SH	P	2011-07-19	2012-01-18	2255	2731	-476	-476
SALESFORCE COM INC 28 SH	P	2011-03-17	2012-01-18	2915	3529	-614	-614
EMC CORP(MASS) USD 0.01 10 SH	P	2011-04-01	2012-01-18	225	268	-43	-43
CITIGROUP INC 170 SH	P	2011-03-17	2012-01-27	5175	7596	-2421	-2421
DUKE ENERGY HLDG CORP 450 SH	P	2011-09-28	2012-01-27	9522	9049	473	473
CAMERON INTL CORP 90 SH	P	2011-03-17	2012-02-10	5060	5302	-242	-242
CAMERON INTL CORP 100 SH	P	2011-05-09	2012-02-10	5622	4956	666	666
TERADATA CORP DEL 70 SH	P	2011-03-17	2012-02-10	4347	3440	907	907
DEERE & COMPANY 150 SH	P	2011-03-17	2012-02-16	12427	13324	-897	-897
APPLE COMPUTER INC COM 10 SH	P	2011-03-17	2012-03-01	5437	3370	2067	2067
NXP SEMICONDUCTORS N V 120 SH	P	2011-05-03	2012-03-06	2688	3888	-1200	-1200
NXP SEMICONDUCTORS N V 50 SH	P	2011-05-02	2012-03-06	1120	1656	-536	-536
TEXAS INSTRUMENTS INC 40 SH	P	2011-11-04	2012-03-09	1290	1276	14	14
TEXAS INSTRUMENTS INC 60 SH	P	2012-01-19	2012-03-09	1934	2031	-97	-97
EXXON MOBIL CORP 120 SH	P	2011-03-17	2012-03-09	10119	9647	472	472
TEXAS INSTRUMENTS INC 40 SH	P	2012-01-18	2012-03-09	1290	1323	-33	-33
TELEFONICA EMISIONES 4.949% 1/15/15 10000 SH	P	2012-03-12	2012-03-13	10379	10429	-50	-50
AMERICAN EXPRESS 2.75% 9/15/15 10000 SH	P	2012-02-15	2012-03-13	10453	10403	50	50
RABOBANK NEDERLAND 5000 SH	P	2011-06-20	2012-03-13	5012	4995	17	17
LLOYDS TSB BANK PLC 4.875% 5000 SH	P	2012-02-10	2012-03-13	5201	5183	18	18
INTEL CORP 50000 SH	P	2011-09-14	2012-03-13	51660	49924	1736	1736
DUKE ENERGY CAROLINAS 1.75% 12/15/16 25000 SH	P	2011-12-05	2012-03-13	25477	24959	518	518
TIME WARNER INC 4.0% 1/15/22 25000 SH	P	2012-02-16	2012-03-13	26059	26389	-330	-330
KROGER CO/THE 2.2% 1/15/17 15000 SH	P	2012-01-12	2012-03-13	15280	15000	280	280
KROGER CO/THE 2.2% 1/15/17 10000 SH	P	2012-02-16	2012-03-13	10187	10226	-39	-39
HSBC FIN CORP 25000 SH	P	2011-06-20	2012-03-13	26534	27265	-731	-731
AMERICAN INTL GROUP 15000 SH	P	2011-09-08	2012-03-13	15526	14917	609	609
AMERICAN INTL GROUP 5000 SH	P	2011-10-18	2012-03-13	5175	4831	344	344
AMERICAN INTL GROUP 5000 SH	P	2012-01-19	2012-03-13	5175	4968	207	207
BBVA US SENIOR SA UNI 3.25% 25000 SH	P	2011-06-17	2012-03-13	24772	24872	-100	-100
HYDRO-QUEBEC 2.0% 6/30/16 20000 SH	P	2011-06-23	2012-03-13	20630	19996	634	634
COMCAST CORP NEW 10000 SH	P	2012-02-16	2012-03-13	11587	11645	-58	-58
NOVA SCOTIA PROV CDA 25000 SH	P	2012-02-06	2012-03-13	29348	29552	-204	-204
DOW CHEMICAL CO/THE 30000 SH	P	2011-11-04	2012-03-13	31791	30718	1073	1073
JEFFERIES GROUP INC 5000 SH	P	2012-03-12	2012-03-13	5427	5438	-11	-11
DAIMLERCHRYSLER NORTH AMER 20000 SH	P	2011-06-20	2012-03-13	21813	22314	-501	-501
PETROBRAS INTL FIN 3.875% 15000 SH	P	2011-04-04	2012-03-13	15692	15084	608	608
THERMO FISHER SCIEN. 3.2% 15000 SH	P	2011-06-07	2012-03-13	16054	15541	513	513
WAL-MART STORES INC 2.8% 4/15/16 30000 SH	P	2011-04-11	2012-03-13	31950	29889	2061	2061
WAL-MART STORES INC 2.8% 4/15/16 5000 SH	P	2011-06-20	2012-03-13	5325	5180	145	145
JOHN DEERE CAPITAL CO 1.25% 12/02/14 15000 SH	P	2011-11-29	2012-03-13	15222	14981	241	241
JOHNSON CTLS INC 30000 SH	P	2011-10-27	2012-03-13	33864	33737	127	127
NORTH TEX TWY AUTH 2.441% 9/01/13 40000 SH	P	2011-04-15	2012-03-13	40740	40000	740	740
PUERTO RICO COMWLTH 3.67% 5/01/14 30000 SH	P	2011-05-12	2012-03-13	30510	30000	510	510
US TREASTURY NOTE 3.125% 7/31/16 50000 SH	P	2011-09-15	2012-03-13	55228	55594	-366	-366
U S TREASURY NOTE 2.375% 9/30/14 125000 SH	P	2011-06-28	2012-03-13	131108	131119	-11	-11
U S TREASURY NOTE 2.375% 9/30/14 65000 SH	P	2011-11-21	2012-03-13	68176	68626	-450	-450
UNITED STATES TREAS 2.375% 10/31/14 65000 SH	P	2011-11-21	2012-03-13	68252	68705	-453	-453
U S TREASURY NOTE 2.125% 11/30/14 65000 SH	P	2011-11-21	2012-03-13	67887	68283	-396	-396
U S TREASURY NOTE 100000 SH	P	2011-06-28	2012-03-13	100722	100383	339	339
UNITED STATES T-NOTE 2.125% 2/29/16 80000 SH	P	2012-02-01	2012-03-13	84397	85219	-822	-822
UNITED STATES T-NOTE 0.625% 5000 SH	P	2011-04-15	2012-03-13	5027	5004	23	23
UNITED STATES T-NOTE 3.125% 80000 SH	P	2011-05-31	2012-03-13	88062	80485	7577	7577
U S TREASURY NOTE 15000 SH	P	2011-07-12	2012-03-13	15436	15014	422	422
U S TREASURY NOTE 125000 SH	P	2011-08-05	2012-03-13	125634	125552	82	82
U S TREASURY NOTE 80000 SH	P	2011-08-05	2012-03-13	80406	80341	65	65
UNITED STATES T-NOTE 2.25% 7/31/18 10000 SH	P	2011-08-24	2012-03-13	10569	10439	130	130
U S TREASURY NOTE 155000 SH	P	2011-10-20	2012-03-13	155944	154443	1501	1501
U S TREASURY NOTE 140000 SH	P	2011-12-01	2012-03-13	139710	139951	-241	-241
U.S. TREASURY NOTE 0.875% 12/31/16 5000 SH	P	2012-01-11	2012-03-13	4990	5010	-20	-20
U S TREASURY NOTE 115000 SH	P	2012-02-24	2012-03-13	114595	114955	-360	-360
U.S. TREASURY NOTE 2.0% 2/15/22 5000 SH	P	2012-03-13	2012-03-13	4964	4973	-9	-9
PRUDENTIAL FINL INC 4.75% 9/17/15 5000 SH	P	2011-06-20	2012-03-13	5448	5424	24	24
AT&T INC 15000 SH	P	2011-04-26	2012-03-13	16686	14989	1697	1697
AT&T INC 5000 SH	P	2012-02-28	2012-03-13	5562	5665	-103	-103
US TREAS-CPI 55187.55 SH	P	2011-08-05	2012-03-14	60133	57397	2736	2736
JEFFERIES GROUP INC NEW 15000 SH	P	2011-11-08	2012-03-15	15000	15000	0	0
APPLE COMPUTER INC COM 9 SH	P	2011-03-17	2012-03-15	5285	3033	2252	2252
AON CORPORATION COM 240 SH	P	2012-01-01	2012-04-02	11771	11486	285	285
ROVI CORP 40 SH	P	2011-07-19	2012-04-13	1175	2278	-1103	-1103
JOHNSON & JOHNSON COM 220 SH	P	2011-09-30	2012-04-19	13841	14071	-230	-230
WELLS FARGO & CO NEW 80 SH	P	2012-01-27	2012-05-01	2721	2366	355	355
AON CORP 80 SH	P	2012-04-27	2012-05-01	4193	4133	60	60
BB&T CORP COM 110 SH	P	2011-11-08	2012-05-01	3577	2643	934	934
MERCK & CO INC 350 SH	P	2011-12-15	2012-05-01	13721	12636	1085	1085
QUALCOMM INC 120 SH	P	2011-11-22	2012-05-01	7726	6568	1158	1158
QUALCOMM INC 100 SH	P	2011-11-30	2012-05-01	6438	5483	955	955
QUALCOMM INC 70 SH	P	2012-02-10	2012-05-01	4507	4323	184	184
QUALCOMM INC 80 SH	P	2012-03-09	2012-05-01	5150	5136	14	14
TEXAS INSTRUMENTS INC 250 SH	P	2011-11-04	2012-05-01	7990	7977	13	13
TEXAS INSTRUMENTS INC 150 SH	P	2012-01-10	2012-05-01	4794	4557	237	237
TEXAS INSTRUMENTS INC 90 SH	P	2012-01-12	2012-05-01	2877	2815	62	62
NXP SEMICONDUCTORS N V 90 SH	P	2011-05-03	2012-05-01	2326	2916	-590	-590
NXP SEMICONDUCTORS N V 100 SH	P	2011-05-05	2012-05-01	2585	3143	-558	-558
NXP SEMICONDUCTORS N V 110 SH	P	2011-05-12	2012-05-01	2843	3267	-424	-424
NXP SEMICONDUCTORS N V 120 SH	P	2011-06-28	2012-05-01	3102	3010	92	92
NXP SEMICONDUCTORS N V 120 SH	P	2012-01-18	2012-05-01	3102	2284	818	818
CENTERPOINT ENERGY INC 490 SH	P	2011-09-28	2012-05-01	9958	9487	471	471
HALLIBURTON COMPANY COM 110 SH	P	2011-10-26	2012-05-01	3833	3850	-17	-17
HALLIBURTON COMPANY COM 120 SH	P	2012-03-09	2012-05-01	4181	4222	-41	-41
MARATHON OIL CORP 80 SH	P	2011-12-21	2012-05-01	2432	2225	207	207
MARATHON OIL CORP 190 SH	P	2011-12-22	2012-05-01	5776	5408	368	368
MARATHON OIL CORP 150 SH	P	2012-01-27	2012-05-01	4560	4706	-146	-146
EATON CORPORATION COMMON 100 SH	P	2012-01-27	2012-05-01	4822	4976	-154	-154
BRISTOL MYERS SQUIBB CO COM 410 SH	P	2012-04-19	2012-05-01	13748	13910	-162	-162
METLIFE INC 330 SH	P	2011-08-12	2012-05-01	11983	11188	795	795
METLIFE INC 70 SH	P	2012-01-27	2012-05-01	2542	2480	62	62
TERADATA CORP DEL 60 SH	P	2011-08-19	2012-05-01	4226	2655	1571	1571
PROCTER & GAMBLE CO COM 120 SH	P	2011-05-13	2012-05-01	7630	8041	-411	-411
PROCTER & GAMBLE CO COM 70 SH	P	2011-09-29	2012-05-01	4451	4454	-3	-3
PHILIP MORRIS INTERNATIONAL 40 SH	P	2011-10-28	2012-05-01	3633	2896	737	737
PNC FINANCIAL SERVICES GROUP INC 100 SH	P	2011-06-20	2012-05-01	6764	5691	1073	1073
PNC FINANCIAL SERVICES GROUP INC 60 SH	P	2011-11-08	2012-05-01	4058	3239	819	819
INGERSOLL-RAND PLC 320 SH	P	2012-02-16	2012-05-01	13901	12984	917	917
NOBLE CORPORATION BAAR 290 SH	P	2012-02-10	2012-05-01	11313	11244	69	69
SCHLUMBERGER LIMITED COM 60 SH	P	2011-10-26	2012-05-01	4548	4083	465	465
SCHLUMBERGER LIMITED COM 70 SH	P	2012-03-09	2012-05-01	5306	5362	-56	-56
LAS VEGAS SANDS CORP 270 SH	P	2011-07-05	2012-05-01	15234	11900	3334	3334
FREEPORT-MCMORAN COPPER & GOLD INC CL B 90 SH	P	2012-04-03	2012-05-01	3462	3504	-42	-42
EXPRESS SCRIPTS HLDG CO 290 SH	P	2011-10-28	2012-05-01	16391	13528	2863	2863
STATE ST CORP COM 130 SH	P	2011-08-12	2012-05-01	6089	4577	1512	1512
YUM BRANDS INC 70 SH	P	2011-10-28	2012-05-01	5193	3784	1409	1409
DOVER CORPORATION 220 SH	P	2011-07-27	2012-05-01	13853	13651	202	202
COMCAST CORP NEW CL A 120 SH	P	2012-04-13	2012-05-01	3679	3557	122	122
COMCAST CORP NEW CL A 140 SH	P	2012-04-16	2012-05-01	4292	4156	136	136
GILEAD SCIENCES INC 250 SH	P	2011-10-20	2012-05-01	12972	10175	2797	2797
VERIZON COMMUNICATIONS INC 60 SH	P	2011-09-27	2012-05-01	2444	2227	217	217
INTERNATIONAL BUSINESS MACHINES CORP 19 SH	P	2012-03-06	2012-05-01	3962	3763	199	199
INTERNATIONAL BUSINESS MACHINES CORP 25 SH	P	2012-03-15	2012-05-01	5213	5150	63	63
ACCENTURE PLC IRELAND SHS CL A 10 SH	P	2011-10-27	2012-05-01	653	608	45	45
MEAD JOHNSON NUTRITION CO-A 60 SH	P	2011-08-09	2012-05-01	5138	4003	1135	1135
MEAD JOHNSON NUTRITION CO-A 70 SH	P	2011-10-28	2012-05-01	5994	5154	840	840
BAIDU COM INC 60 SH	P	2011-06-27	2012-05-01	8116	7948	168	168
BAIDU COM INC 25 SH	P	2012-01-09	2012-05-01	3382	3016	366	366
BAIDU COM INC 21 SH	P	2012-03-01	2012-05-01	2841	2912	-71	-71
SALESFORCE COM INC 17 SH	P	2012-03-01	2012-05-01	2688	2462	226	226
AMAZON COM INC 67 SH	P	2011-06-01	2012-05-01	15541	13130	2411	2411
AON CORP 100 SH	P	2012-04-02	2012-05-01	5241	4905	336	336
AON CORP 140 SH	P	2012-04-02	2012-05-01	7337	6867	470	470
BB&T CORP COM 180 SH	P	2011-06-20	2012-05-01	5853	4724	1129	1129
U.S. TREASURY NOTE 1.75% 7/31/15 15000 SH	P	2010-10-15	2012-01-12	15663	15422	241	241
BARCLAYS BANK PLC 5.0% 9/22/16 5000 SH	P	2009-09-17	2012-01-19	5275	4994	281	281
FEDERAL NATL MTG ASSN DEB 85000 SH	P	2009-09-23	2012-02-01	85163	92191	-7028	-7028
FED NATL MTGE ASSN 3.0% 9/16/14 25000 SH	P	2009-08-28	2012-02-06	26697	25207	1490	1490
FEDERAL FARM CR BK CONS BD 10000 SH	P	2009-08-28	2012-02-16	10064	10092	-28	-28
FEDERAL NATL MTG ASSN DEB 15000 SH	P	2009-09-23	2012-02-16	15000	16269	-1269	-1269
TIME WARNER INC 3.15% 7/15/15 10000 SH	P	2010-07-07	2012-02-16	10597	9988	609	609
FEDERAL HOME LN MTG CORP 10000 SH	P	2009-07-07	2012-02-16	10616	10109	507	507
TIME WARNER INC 3.15% 7/15/15 5000 SH	P	2010-07-08	2012-02-16	5299	5023	276	276
TIME WARNER INC 3.15% 7/15/15 10000 SH	P	2010-07-08	2012-02-16	10597	10063	534	534
U S TREASURY NOTE 20000 SH	P	2011-01-28	2012-02-24	20083	20029	54	54
FEDERAL FARM CR BK CONS BD 30000 SH	P	2009-06-12	2012-02-24	30183	29928	255	255
FEDERAL FARM CR BK CONS BD 65000 SH	P	2009-08-28	2012-02-24	65396	65596	-200	-200
AMERICAN EXPRESS 2.75% 9/15/15 15000 SH	P	2010-09-08	2012-03-13	15680	14912	768	768
RABOBANK NEDERLAND 25000 SH	P	2010-10-05	2012-03-13	25058	24939	119	119
LLOYDS TSB BANK PLC 4.875% 5000 SH	P	2011-01-14	2012-03-13	5201	5001	200	200
LLOYDS TSB BANK PLC 4.875% 20000 SH	P	2011-01-13	2012-03-13	20803	19984	819	819
LLOYDS TSB BANK PLC 4.875% 5000 SH	P	2011-01-14	2012-03-13	5201	5002	199	199
TIME WARNER CABLE INC 35000 SH	P	2010-11-09	2012-03-13	36548	34779	1769	1769
MCDONALDS CORP MEDIUM TERM NTS 35000 SH	P	2009-05-13	2012-03-13	42663	38055	4608	4608
HSBC FIN CORP 25000 SH	P	2010-09-30	2012-03-13	26534	27289	-755	-755
ROYAL BANK OF SCOTLA 4.875% 3/16/15 10000 SH	P	2010-03-09	2012-03-13	10401	10002	399	399
ROYAL BANK OF SCOTLA 4.875% 3/16/15 10000 SH	P	2010-03-09	2012-03-13	10401	10005	396	396
ROYAL BANK OF SCOTLA 4.875% 3/16/15 10000 SH	P	2010-03-09	2012-03-13	10401	9977	424	424
GOLDMAN SACHS GROUP INC 40000 SH	P	2009-05-12	2012-03-13	41453	40336	1117	1117
WACHOVIA CORP NEW 35000 SH	P	2010-10-27	2012-03-13	37656	37909	-253	-253
JPMORGAN CHASE & CO 35000 SH	P	2010-09-22	2012-03-13	37526	38556	-1030	-1030
CITIGROUP INC 6.125% 11/21/17 45000 SH	P	2009-06-25	2012-03-13	50271	40589	9682	9682
GENERAL ELEC CAP CORP MEDIUM 40000 SH	P	2011-01-07	2012-03-13	41073	42750	-1677	-1677
GLAXOSMITHKLINE CAP INC 40000 SH	P	2009-06-30	2012-03-13	48488	42342	6146	6146
COMCAST CORP NEW 20000 SH	P	2009-05-12	2012-03-13	23173	20239	2934	2934
TD AMERITRADE HLDG CO 4.15% 12/01/14 20000 SH	P	2010-01-06	2012-03-13	21436	19960	1476	1476
ASTRAZENECA PLC 40000 SH	P	2009-05-11	2012-03-13	48319	42488	5831	5831
AMGEN INC SR NT 25000 SH	P	2009-05-18	2012-03-13	29269	26386	2883	2883
CATERPILLAR FINANCIA 6.125% 2/17/14 40000 SH	P	2009-05-11	2012-03-13	44041	41927	2114	2114
PFIZER INC 6.2% 3/15/19 30000 SH	P	2009-06-16	2012-03-13	37732	32621	5111	5111
METLIFE INC 6.75% 6/01/16 10000 SH	P	2009-05-26	2012-03-13	11934	9976	1958	1958
METLIFE INC 6.75% 6/01/16 5000 SH	P	2009-05-27	2012-03-13	5967	5024	943	943
KRAFT FOODS INC 4.125% 2/09/16 35000 SH	P	2010-02-04	2012-03-13	38241	34880	3361	3361
ONTARIO (PROVINCE OF) 4.0% 10/07/19 30000 SH	P	2009-09-29	2012-03-13	33705	29948	3757	3757
SIMON PROPERTY GROUP 4.2% 2/01/15 15000 SH	P	2010-01-19	2012-03-13	15960	14967	993	993
SIMON PROPERTY GROUP 4.2% 2/01/15 5000 SH	P	2010-01-19	2012-03-13	5320	5030	290	290
SIMON PROPERTY GROUP 4.2% 2/01/15 5000 SH	P	2010-01-20	2012-03-13	5320	5054	266	266
CRH AMER INC 35000 SH	P	2009-07-22	2012-03-13	36583	34590	1993	1993
NYSE EURONEXT 30000 SH	P	2009-05-12	2012-03-13	31432	31042	390	390
BP CAPITAL MARKETS PLC 30000 SH	P	2011-03-08	2012-03-13	31930	29972	1958	1958
NEWS AMER INC 35000 SH	P	2009-06-25	2012-03-13	38792	35467	3325	3325
OCCIDENTAL PETROLEUM CORP 15000 SH	P	2009-05-14	2012-03-13	16783	14693	2090	2090
PETROBRAS INTL FIN 3.875% 10000 SH	P	2011-01-20	2012-03-13	10461	9966	495	495
THERMO FISHER SCIEN. 3.2% 20000 SH	P	2011-02-14	2012-03-13	21405	19988	1417	1417
CALIFORNIA ST 5.45% 4/01/15 40000 SH	P	2009-10-21	2012-03-13	44320	41261	3059	3059
CALIFORNIA ST 5.45% 4/01/15 35000 SH	P	2009-10-21	2012-03-13	38780	35902	2878	2878
ILLINOIS ST 4.421% 1/01/15 25000 SH	P	2010-01-08	2012-03-13	26227	25000	1227	1227
MASSACHUSETTS ST 55000 SH	P	2010-11-23	2012-03-13	61203	56069	5134	5134
MASSACHUSETTS ST 15000 SH	P	2011-01-12	2012-03-13	16692	15026	1666	1666
UNITED STATES TREAS NTS 85000 SH	P	2009-05-06	2012-03-13	89784	93646	-3862	-3862
UNITED STATES TREAS NTS 200000 SH	P	2009-10-21	2012-03-13	211257	217477	-6220	-6220
UNITED STATES TREAS NTS 65000 SH	P	2009-06-24	2012-03-13	69268	69847	-579	-579
PRIVATE EXPT FDG CORP SER Z 85000 SH	P	2011-01-19	2012-03-13	98660	90669	7991	7991
U S TREASURY NOTE 2.375% 9/30/14 5000 SH	P	2010-07-29	2012-03-13	5244	5203	41	41
U.S. TREASURY NOTE 1.75% 7/31/15 35000 SH	P	2010-07-29	2012-03-13	36368	35137	1231	1231
U.S. TREASURY NOTE 1.75% 7/31/15 10000 SH	P	2010-08-04	2012-03-13	10391	10068	323	323
U.S. TREASURY NOTE 1.75% 7/31/15 175000 SH	P	2010-10-15	2012-03-13	181842	179922	1920	1920
UNITED STATES TREAS 0.75% 8/15/13 95000 SH	P	2010-09-02	2012-03-13	95608	95004	604	604
U.S. TREASURY NOTE 2.625% 8/15/20 35000 SH	P	2010-09-02	2012-03-13	37287	35008	2279	2279
U.S. TREASURY NOTE 0.75% 9/15/13 5000 SH	P	2010-09-14	2012-03-13	5033	4996	37	37
U.S. TREASURY NOTE 0.75% 9/15/13 10000 SH	P	2010-09-21	2012-03-13	10066	10011	55	55
U S TREASURY NOTE 5000 SH	P	2010-10-12	2012-03-13	5014	4989	25	25
U S TREASURY NOTE 55000 SH	P	2011-01-18	2012-03-13	58454	52206	6248	6248
U S TREASURY NOTE 5000 SH	P	2011-02-02	2012-03-13	5314	4924	390	390
U S TREASURY NOTES 5000 SH	P	2011-01-06	2012-03-13	5272	5005	267	267
U S TREASURY NOTE 70000 SH	P	2011-01-28	2012-03-13	70254	70101	153	153
U.S. TREASURY NOTE 2.0% 5000 SH	P	2011-02-02	2012-03-13	5249	4979	270	270
U.S. TREASURY NOTE 2.625% 5000 SH	P	2011-02-02	2012-03-13	5410	4933	477	477
FEDERAL NATL MTG ASSN 60000 SH	P	2009-09-30	2012-03-13	63255	64947	-1692	-1692
FED HOME LOAN BANK 3.625% 10/18/13 100000 SH	P	2009-05-29	2012-03-13	105134	103635	1499	1499
FEDERAL HOME LN MTG CORP 90000 SH	P	2009-07-07	2012-03-13	95286	90977	4309	4309
FED NATL MTGE ASSN 3.0% 9/16/14 45000 SH	P	2009-08-13	2012-03-13	47773	44878	2895	2895
FED NATL MTGE ASSN 3.0% 9/16/14 10000 SH	P	2009-08-28	2012-03-13	10616	10083	533	533
BANK AMER CORP 65000 SH	P	2009-06-24	2012-03-13	66958	60281	6677	6677
DIAGEO FIN BV 35000 SH	P	2009-06-18	2012-03-13	36792	36557	235	235
MORGAN STANLEY 40000 SH	P	2009-09-23	2012-03-13	40513	39942	571	571
ROGERS WIRELESS INC 15000 SH	P	2009-05-20	2012-03-13	16553	15818	735	735
ROGERS WIRELESS INC 20000 SH	P	2009-07-15	2012-03-13	22071	21707	364	364
VERIZON COMMUNICATIONS INC 45000 SH	P	2009-06-01	2012-03-13	52941	44549	8392	8392
ORACLE CORP 45000 SH	P	2009-05-12	2012-03-13	54904	47915	6989	6989
PRUDENTIAL FINL INC 4.75% 9/17/15 15000 SH	P	2009-09-10	2012-03-13	16343	14965	1378	1378
PRUDENTIAL FINL INC 4.75% 9/17/15 5000 SH	P	2010-01-26	2012-03-13	5448	5225	223	223
BARCLAYS BANK PLC 5.0% 9/22/16 35000 SH	P	2009-09-17	2012-03-13	37812	34955	2857	2857
TELEFONICA EMISIONES 4.949% 1/15/15 10000 SH	P	2009-06-22	2012-03-13	10379	10000	379	379
TELEFONICA EMISIONES 4.949% 1/15/15 20000 SH	P	2010-08-26	2012-03-13	20759	21653	-894	-894
TSY INFL IX N/B 56071.5 SH	P	2009-06-24	2012-03-14	66256	57781	8475	8475
U S TREAS INFL IDX N/B 52437.5 SH	P	2009-10-21	2012-03-14	60475	52567	7908	7908
AIR PRODUCTS AND CHEMICALS INC COMMON 40 SH	P	2011-03-17	2012-04-03	3664	3428	236	236
ROVI CORP 83 SH	P	2011-03-17	2012-04-13	2438	4644	-2206	-2206
ROVI CORP 137 SH	P	2011-03-17	2012-04-16	3960	7665	-3705	-3705
STATE ST CORP COM 100 SH	P	2011-03-17	2012-04-27	4628	4352	276	276
AT&T INC 410 SH	P	2011-03-17	2012-05-01	13634	11344	2290	2290
BB&T CORP COM 410 SH	P	2011-04-26	2012-05-01	13332	10667	2665	2665
J P MORGAN CHASE & CO 420 SH	P	2011-03-17	2012-05-01	18476	18702	-226	-226
VALERO ENERGY CORP NEW 600 SH	P	2011-03-17	2012-05-01	15259	16751	-1492	-1492
INVESCO LTD 620 SH	P	2011-03-17	2012-05-01	15650	15313	337	337
CITIGROUP INC 258 SH	P	2011-03-17	2012-05-01	8708	11527	-2819	-2819
CITIGROUP INC 115 SH	P	2011-03-24	2012-05-01	3881	5115	-1234	-1234
HALLIBURTON COMPANY COM 240 SH	P	2011-03-17	2012-05-01	8362	10526	-2164	-2164
KRAFT FOODS INC 480 SH	P	2011-03-17	2012-05-01	19105	14913	4192	4192
DISNEY (WALT) COMPANY HOLDING CO. 460 SH	P	2011-03-17	2012-05-01	20112	18919	1193	1193
JOHNSON CONTROLS INC 470 SH	P	2011-03-17	2012-05-01	15271	18672	-3401	-3401
CARNIVAL CORP 350 SH	P	2011-03-17	2012-05-01	11564	13866	-2302	-2302
US BANCORP DEL 460 SH	P	2011-03-17	2012-05-01	14983	12207	2776	2776
EATON CORPORATION COMMON 240 SH	P	2011-03-17	2012-05-01	11573	12280	-707	-707
COVIDIEN PLC 240 SH	P	2011-03-17	2012-05-01	13373	12259	1114	1114
EXXON MOBIL CORP 210 SH	P	2011-03-17	2012-05-01	18318	16881	1437	1437
UNION PACIFIC CORP 100 SH	P	2011-03-17	2012-05-01	11498	9302	2196	2196
TERADATA CORP DEL 210 SH	P	2011-03-17	2012-05-01	14792	10319	4473	4473
HOME DEPOT INC USD 0.05 340 SH	P	2011-03-17	2012-05-01	17799	12270	5529	5529
PROCTER & GAMBLE CO COM 150 SH	P	2011-03-17	2012-05-01	9537	9100	437	437
PHILIP MORRIS INTERNATIONAL 130 SH	P	2011-03-17	2012-05-01	11807	8121	3686	3686
PNC FINANCIAL SERVICES GROUP INC 150 SH	P	2011-03-17	2012-05-01	10146	9262	884	884
COCA-COLA CO USD 290 SH	P	2011-03-17	2012-05-01	22295	18061	4234	4234
SCHLUMBERGER LIMITED COM 120 SH	P	2011-03-17	2012-05-01	9096	10188	-1092	-1092
CELANESE CORP DEL 270 SH	P	2011-03-17	2012-05-01	13118	10791	2327	2327
FREEPORT-MCMORAN COPPER & GOLD INC CL B 200 SH	P	2011-03-17	2012-05-01	7692	10390	-2698	-2698
STATE ST CORP COM 150 SH	P	2011-03-17	2012-05-01	7025	6528	497	497
YUM BRANDS INC 200 SH	P	2011-03-17	2012-05-01	14838	10276	4562	4562
CATERPILLAR INC 162 SH	P	2011-03-17	2012-05-01	16691	16525	166	166
QEP RESOURCES INC 270 SH	P	2011-03-17	2012-05-01	8426	10373	-1947	-1947
HONEYWELL INTL INC 250 SH	P	2011-03-17	2012-05-01	15295	13797	1498	1498
PLAINS EXPL & PRODTN CO COM 260 SH	P	2011-03-17	2012-05-01	10832	9115	1717	1717
VERIZON COMMUNICATIONS INC 190 SH	P	2011-03-17	2012-05-01	7741	6593	1148	1148
AGILENT TECHNOLOGIES INC 240 SH	P	2011-03-17	2012-05-01	10332	10353	-21	-21
SEMPRA ENERGY 230 SH	P	2011-03-17	2012-05-01	14966	11787	3179	3179
INTERNATIONAL BUSINESS MACHINES CORP 110 SH	P	2011-03-17	2012-05-01	22937	16963	5974	5974
UNITED TECHNOLOGIES CORP 200 SH	P	2011-03-17	2012-05-01	16399	15904	495	495
ACCENTURE PLC IRELAND SHS CL A 170 SH	P	2011-03-17	2012-05-01	11094	8411	2683	2683
APPLE COMPUTER INC COM 98 SH	P	2011-03-17	2012-05-01	58283	33022	25261	25261
WATSON PHARMACEUTICALS INC 160 SH	P	2011-03-17	2012-05-01	11950	8716	3234	3234
CHEVRONTEXACO CORP 140 SH	P	2011-03-17	2012-05-01	15147	14110	1037	1037
COSTCO WHSL CORP NEW 140 SH	P	2011-03-17	2012-05-01	12203	9867	2336	2336
AIR PRODUCTS AND CHEMICALS INC COMMON 120 SH	P	2011-03-17	2012-05-01	10405	10284	121	121
SALESFORCE COM INC 88 SH	P	2011-03-17	2012-05-01	13914	11090	2824	2824
SHIRE PHARMACEUTICALS GROUP 100 SH	P	2011-03-17	2012-05-01	9794	8553	1241	1241
EMC CORP(MASS) USD 0.01 160 SH	P	2011-04-19	2012-05-01	4572	4245	327	327
EMC CORP(MASS) USD 0.01 150 SH	P	2011-04-07	2012-05-01	4286	3933	353	353
EMC CORP(MASS) USD 0.01 310 SH	P	2011-04-01	2012-05-01	8857	8320	537	537
WELLS FARGO & CO NEW 520 SH	P	2011-03-17	2012-05-01	17686	16467	1219	1219
GENERAL ELECTRIC CO 580 SH	P	2011-03-17	2012-05-01	11462	11175	287	287
PFIZER INC COM 1040 SH	P	2011-03-17	2012-05-01	23828	20340	3488	3488
PEPSICO INC 170 SH	P	2011-03-17	2012-05-01	11290	10704	586	586
COMMIT TO PUR FHLMC GOLD SFM 1/01/42 115000 SH	P	2011-12-05	2012-01-09	119191	117426	1765	1765
COMMIT TO PUR FNMA SF MTG 105000 SH	P	2011-12-20	2012-01-09	108429	107592	837	837
TIME WARNER INC 3.15% 7/15/15 20000 SH	P	2011-06-29	2012-01-10	21089	20695	394	394
FNMA POOL 0AD2351 6734.07 SH	P	2011-03-09	2012-01-13	7133	6972	161	161
FNMA POOL #0AL0201 23103.47 SH	P	2011-07-28	2012-01-13	24916	24876	40	40
TELEFONICA EMISIONES 4.949% 1/15/15 15000 SH	P	2011-06-29	2012-01-24	15356	15966	-610	-610
FNMA POOL #0AL0573 108875.07 SH	P	2011-08-02	2012-02-08	114651	112533	2118	2118
COMMIT TO PUR FNMA SF MTG 115000 SH	P	2012-01-09	2012-02-09	119277	118428	849	849
COMMIT TO PUR FHLMC GOLD 2/01/27 120000 SH	P	2012-01-09	2012-02-14	124800	123984	816	816
FHLMC POOL G0-5337 293.43 SH	P	2011-11-15	2012-02-15	293	317	-24	-24
FHLMC GOLD G04216 5.5% 12/01/37 46.27 SH	P	2011-07-28	2012-02-15	46	50	-4	-4
FHLMC GOLD A95828 4.5% 12/01/40 44.81 SH	P	2011-09-16	2012-02-15	45	48	-3	-3
FHLMC POOL #G0-6222 1143.21 SH	P	2011-04-08	2012-02-15	1143	1119	24	24
FHLMC POOL #Q0-3517 3273.78 SH	P	2011-09-23	2012-02-15	3274	3491	-217	-217
FHLMC POOL #Q0-3517 204.61 SH	P	2011-09-15	2012-02-15	205	217	-12	-12
FHLMC POOL Q04584 4.5% 11/01/41 83.87 SH	P	2011-11-07	2012-02-15	84	89	-5	-5
FHLMC GOLD G04719 5.5% 1/01/38 471.21 SH	P	2011-11-16	2012-02-15	471	510	-39	-39
FHLMC GOLD G04719 5.5% 1/01/38 353.41 SH	P	2011-03-09	2012-02-15	353	378	-25	-25
FHLMC POOL #A9-5160 574.43 SH	P	2011-04-08	2012-02-15	574	562	12	12
FNMA POOL # AJ5643 4.0% 11/01/41 61872.07 SH	P	2012-01-19	2012-02-23	65159	65111	48	48
FEDERAL NAT'L MTGE ASSN POOL 255364 48.61 SH	P	2011-07-15	2012-02-25	49	53	-4	-4
FEDERAL NAT'L MTGE ASSN POOL 255364 64.81 SH	P	2011-03-28	2012-02-25	65	71	-6	-6
FNMA POOL 888967 6.0% 12/01/37 72.16 SH	P	2011-07-28	2012-02-25	72	79	-7	-7
FNMA POOL #0AE5895 4717.28 SH	P	2011-09-21	2012-02-25	4717	4900	-183	-183
FEDERAL NAT'L MTGE ASSN POOL 745948 468.08 SH	P	2011-04-13	2012-02-25	468	526	-58	-58
FNMA POOL 0AD2351 163.33 SH	P	2011-03-09	2012-02-25	163	169	-6	-6
FNMA POOL #0AH4794 251.89 SH	P	2011-03-04	2012-02-25	252	265	-13	-13
FNMA POOL #0AH3519 1868.04 SH	P	2011-04-08	2012-02-25	1868	1832	36	36
FNMA POOL #0AH3519 124.54 SH	P	2011-07-28	2012-02-25	125	125	0	0
FNMA POOL #0AL0201 801.67 SH	P	2011-04-15	2012-02-25	802	861	-59	-59
FNMA POOL #0AL0201 572.62 SH	P	2011-07-28	2012-02-25	573	617	-44	-44
FNMA POOL #0MA0708 539.17 SH	P	2011-05-19	2012-02-25	539	557	-18	-18
FNMA POOL #0975268 826.72 SH	P	2011-04-20	2012-02-25	827	883	-56	-56
FNMA POOL #0AL0573 2907.45 SH	P	2011-08-02	2012-02-25	2907	3005	-98	-98
FNMA POOL #0AJ1758 1825.64 SH	P	2011-09-14	2012-02-25	1826	1916	-90	-90
FNMA POOL #0AL0219 4270.36 SH	P	2011-10-20	2012-02-25	4270	4340	-70	-70
COMMIT TO PUR FNMA SF MTG 115000 SH	P	2012-02-09	2012-03-05	118935	118904	31	31
COMMIT TO PURCHASE FHLMC 3/1/27 150000 SH	P	2012-02-14	2012-03-05	155625	155607	18	18
FNMA POOL #0AJ1758 100329.6 SH	P	2011-09-14	2012-03-13	105158	105283	-125	-125
FNMA POOL #0AL0201 18680.26 SH	P	2011-07-28	2012-03-13	20046	20113	-67	-67
FNMA POOL #0AL0201 24823.57 SH	P	2011-04-15	2012-03-13	26639	26666	-27	-27
FNMA POOL #0AK2439 99515.09 SH	P	2012-02-08	2012-03-13	104304	105486	-1182	-1182
CISCO SYS INC 25000 SH	P	2011-06-30	2012-03-13	29176	28492	684	684
AT&T INC 15000 SH	P	2011-04-26	2012-03-13	16686	14989	1697	1697
AT&T INC 20000 SH	P	2012-01-19	2012-03-13	22248	22223	25	25
AT&T INC 10000 SH	P	2012-01-23	2012-03-13	11124	11053	71	71
AT&T INC 25000 SH	P	2012-02-09	2012-03-13	27811	27933	-122	-122
HEWLETT-PACKARD CO 3.3% 12/09/16 25000 SH	P	2011-12-06	2012-03-13	26105	24948	1157	1157
TELEFONICA SA 25000 SH	P	2012-01-24	2012-03-13	25842	25308	534	534
TELEFONICA EMISIONES SAU 50000 SH	P	2012-01-25	2012-03-13	49084	48149	935	935
HEWLETT-PACKARD CO 2.6% 9/15/17 30000 SH	P	2012-03-07	2012-03-13	29972	29996	-24	-24
TIME WARNER CABLE INC 10000 SH	P	2011-06-29	2012-03-13	10442	9713	729	729
THERMO FISHER SCIENTIFIC 25000 SH	P	2011-08-09	2012-03-13	25849	24957	892	892
THERMO FISHER SCIENTIFIC 25000 SH	P	2011-08-10	2012-03-13	25849	25318	531	531
TIME WARNER INC 4.0% 1/15/22 55000 SH	P	2012-01-10	2012-03-13	57329	56966	363	363
CITIGROUP INC 110000 SH	P	2011-06-29	2012-03-13	113988	115140	-1152	-1152
BEAR STEARNS CO INC 100000 SH	P	2012-01-20	2012-03-13	109843	107007	2836	2836
ROYAL BANK OF SCOTLA 4.875% 3/16/15 25000 SH	P	2011-06-29	2012-03-13	26004	25884	120	120
GENERAL ELEC CAP CORP 125000 SH	P	2012-02-22	2012-03-13	137390	135931	1459	1459
AMERICAN INTL GROUP 30000 SH	P	2011-09-08	2012-03-13	31052	29834	1218	1218
AMERICAN INTL GROUP 20000 SH	P	2011-10-18	2012-03-13	20701	19324	1377	1377
AMERICAN INTL GROUP 25000 SH	P	2012-01-18	2012-03-13	25877	24779	1098	1098
AMERICAN INTL GROUP 5000 SH	P	2012-01-19	2012-03-13	5175	4968	207	207
AMCAR 2011-3 A3 1.17% 1/08/16 40000 SH	P	2011-06-08	2012-03-13	39850	39995	-145	-145
HYDRO-QUEBEC 2.0% 6/30/16 40000 SH	P	2011-06-23	2012-03-13	41260	39992	1268	1268
WFRBS 2011-C5 A2 2.684% 11/15/44 45000 SH	P	2011-11-01	2012-03-13	46181	45450	731	731
UBSC 2011-C1 A2 2.804% 1/10/45 105000 SH	P	2011-12-09	2012-03-13	108511	106571	1940	1940
COMCAST CORP NEW 100000 SH	P	2011-06-29	2012-03-13	115866	114329	1537	1537
BOSTON PROPERTIES LP 55000 SH	P	2011-08-30	2012-03-13	57349	54116	3233	3233
AMGEN INC 5.65% 6/15/42 25000 SH	P	2012-02-24	2012-03-13	27132	27984	-852	-852
AMGEN INC 5.65% 6/15/42 5000 SH	P	2012-02-24	2012-03-13	5426	5595	-169	-169
AMGEN INC 5.65% 6/15/42 15000 SH	P	2012-02-24	2012-03-13	16279	16798	-519	-519
AMGEN INC 5.65% 6/15/42 20000 SH	P	2012-03-06	2012-03-13	21705	22393	-688	-688
FEDERAL NAT'L MTGE ASSN POOL 255364 3391.44 SH	P	2011-03-28	2012-03-13	3717	3692	25	25
FEDERAL NAT'L MTGE ASSN POOL 255364 2543.57 SH	P	2011-07-15	2012-03-13	2788	2797	-9	-9
FHLMC GOLD G04719 5.5% 1/01/38 19566.77 SH	P	2011-11-16	2012-03-13	21157	21163	-6	-6
FEDERAL NAT'L MTGE ASSN POOL 745948 18811.99 SH	P	2011-04-13	2012-03-13	20693	21152	-459	-459
FHLMC GOLD G04216 5.5% 12/01/37 1630.37 SH	P	2011-07-28	2012-03-13	1750	1768	-18	-18
FHLMC GOLD A95828 4.5% 12/01/40 9349.12 SH	P	2011-09-16	2012-03-13	9907	9957	-50	-50
FNMA POOL #0AH3519 9588.86 SH	P	2011-07-28	2012-03-13	10062	9661	401	401
FNMA POOL #0AH3519 141719.86 SH	P	2011-04-08	2012-03-13	148717	138997	9720	9720
FHLMC POOL #A9-5160 38953.68 SH	P	2011-04-08	2012-03-13	40780	38142	2638	2638
FHLMC POOL #G0-6222 135769.53 SH	P	2011-04-08	2012-03-13	142134	132940	9194	9194
FNMA POOL #0MA0708 187870.13 SH	P	2011-05-19	2012-03-13	191628	194093	-2465	-2465
FNMA POOL #0975268 37837.46 SH	P	2011-04-20	2012-03-13	41018	40423	595	595
FHLMC POOL Q04584 4.5% 11/01/41 64660.25 SH	P	2011-11-07	2012-03-13	68479	68550	-71	-71
FNMA POOL #0AB4113 108272.95 SH	P	2012-02-03	2012-03-13	111420	112384	-964	-964
FNMA POOL #0AK2717 134792.93 SH	P	2012-02-23	2012-03-13	141448	142859	-1411	-1411
TYCO INTL FIN 3.375% 10/15/15 5000 SH	P	2011-06-29	2012-03-13	5298	5195	103	103
JEFFERIES GROUP INC 30000 SH	P	2012-03-12	2012-03-13	32563	32625	-62	-62
BP CAPITAL MARKETS PLC 65000 SH	P	2011-06-29	2012-03-13	69182	66499	2683	2683
RABOBANK NEDERLAND 50000 SH	P	2011-05-17	2012-03-13	53167	49213	3954	3954
LOS ANGELES CALIF CMN 6.75% 8/01/49 20000 SH	P	2011-10-17	2012-03-13	26412	25225	1187	1187
LOS ANGELES CALIF CMN 6.75% 8/01/49 15000 SH	P	2011-10-17	2012-03-13	19809	18921	888	888
LOS ANGELES CALIF CMN 6.75% 8/01/49 20000 SH	P	2011-10-19	2012-03-13	26412	24867	1545	1545
PUERTO RICO COMWLTH 3.67% 5/01/14 65000 SH	P	2011-05-12	2012-03-13	66106	65000	1106	1106
CHICAGO ILL 6.034% 1/01/42 75000 SH	P	2011-11-09	2012-03-13	76749	75000	1749	1749
FNMA POOL 888967 6.0% 12/01/37 5033.21 SH	P	2011-07-28	2012-03-13	5475	5536	-61	-61
FHLMC POOL G0-5337 5942.62 SH	P	2011-11-15	2012-03-13	6420	6425	-5	-5
FHLMC POOL #Q0-3517 145455.09 SH	P	2011-09-23	2012-03-13	154319	155091	-772	-772
FHLMC POOL #Q0-3517 9090.94 SH	P	2011-09-15	2012-03-13	9645	9641	4	4
FNMA POOL #0AE5895 140080.41 SH	P	2011-09-21	2012-03-13	141481	145508	-4027	-4027
FNMA POOL #0AL0219 122594.5 SH	P	2011-10-20	2012-03-13	125046	124587	459	459
U S TREASURY NOTE 3.625% 11/15/18 25000 SH	P	2011-04-26	2012-03-13	28811	26546	2265	2265
U.S. TREASURY NOTE 2.0% 15000 SH	P	2011-03-24	2012-03-13	15746	14976	770	770
U.S. TREASURY NOTE 1.25% 115000 SH	P	2011-03-23	2012-03-13	117057	115494	1563	1563
U.S. TREASURY NOTE 1.25% 125000 SH	P	2011-03-23	2012-03-13	127236	125474	1762	1762
U S TREASURY NOTE 30000 SH	P	2011-05-16	2012-03-13	30404	30067	337	337
U S TREASURY NOTE 20000 SH	P	2011-06-14	2012-03-13	20161	19980	181	181
U S TREASURY NOTE 30000 SH	P	2011-06-15	2012-03-13	30241	30057	184	184
U S TREASURY NOTE 20000 SH	P	2011-06-22	2012-03-13	20161	20048	113	113
U S TREASURY NOTE 55000 SH	P	2011-06-29	2012-03-13	55442	54968	474	474
U S TREASURY NOTE 10000 SH	P	2011-07-18	2012-03-13	10291	10034	257	257
U S TREASURY NOTE 25000 SH	P	2011-07-26	2012-03-13	25727	24998	729	729
U S TREASURY NOTE 50000 SH	P	2011-08-05	2012-03-13	50254	50221	33	33
U S TREASURY NOTE 45000 SH	P	2011-08-16	2012-03-13	46297	46125	172	172
U S TREASURY NOTE 110000 SH	P	2011-08-24	2012-03-13	113171	112617	554	554
UNITED STATES T-NOTE 2.25% 7/31/18 110000 SH	P	2011-08-24	2012-03-13	116264	114830	1434	1434
U S TREASURY NOTE 20000 SH	P	2011-08-11	2012-03-13	20227	19844	383	383
U S TREASURY NOTE 20000 SH	P	2011-08-24	2012-03-13	20227	19927	300	300
U S TREASURY NOTE 120000 SH	P	2011-08-24	2012-03-13	121364	118604	2760	2760
U S TREASURY NOTE 5000 SH	P	2011-08-05	2012-03-13	5057	4968	89	89
U S TREASURY NOTE 5000 SH	P	2011-10-17	2012-03-13	5057	4975	82	82
U S TREASURY NOTE 45000 SH	P	2011-10-20	2012-03-13	45511	44854	657	657
U S TREASURY NTS 45000 SH	P	2011-11-22	2012-03-13	44847	45136	-289	-289
U.S. TREASURY NOTE 0.25% 1/15/15 150000 SH	P	2012-01-13	2012-03-13	149103	149573	-470	-470
U.S. TREASURY NOTE 2.0% 2/15/22 65000 SH	P	2012-02-24	2012-03-13	64527	65119	-592	-592
U S TREASURY NOTE 190000 SH	P	2012-02-29	2012-03-13	188767	189629	-862	-862
US TREASURY NOTE 0.875% 11/30/16 20000 SH	P	2011-11-30	2012-03-13	19977	19920	57	57
US TREAS-CPI 220750.2 SH	P	2011-08-05	2012-03-14	240531	229588	10943	10943
FHLMC GOLD G04216 5.5% 12/01/37 41.59 SH	P	2011-07-28	2012-03-15	41	45	-4	-4
FHLMC POOL #G0-6222 934.98 SH	P	2011-04-08	2012-03-15	935	915	20	20
JEFFERIES GROUP INC NEW 30000 SH	P	2011-11-08	2012-03-15	30000	30000	0	0
JEFFERIES GROUP INC NEW 30000 SH	P	2011-11-09	2012-03-15	30000	30000	0	0
FHLMC POOL Q04584 4.5% 11/01/41 86.83 SH	P	2011-11-07	2012-03-15	87	92	-5	-5
FHLMC POOL #Q0-3517 4487.92 SH	P	2011-09-23	2012-03-15	4488	4785	-297	-297
FHLMC POOL #Q0-3517 280.49 SH	P	2011-09-15	2012-03-15	280	297	-17	-17
FHLMC GOLD A95828 4.5% 12/01/40 67.5 SH	P	2011-09-16	2012-03-15	67	72	-5	-5
FHLMC POOL #A9-5160 907.98 SH	P	2011-04-08	2012-03-15	908	889	19	19
FHLMC POOL G0-5337 157.04 SH	P	2011-11-15	2012-03-15	157	170	-13	-13
FHLMC GOLD G04719 5.5% 1/01/38 722.97 SH	P	2011-11-16	2012-03-15	723	782	-59	-59
FNMA POOL #0AE5895 1025.34 SH	P	2011-09-21	2012-03-25	1025	1065	-40	-40
FNMA POOL #0AL0219 5441.88 SH	P	2011-10-20	2012-03-25	5442	5530	-88	-88
FNMA POOL # AJ5643 4.0% 11/01/41 2298.76 SH	P	2012-01-19	2012-03-25	2299	2419	-120	-120
FNMA POOL #0AK2439 484.91 SH	P	2012-02-08	2012-03-25	485	514	-29	-29
FNMA POOL #0AB4113 460.97 SH	P	2012-02-03	2012-03-25	461	478	-17	-17
FNMA POOL 888967 6.0% 12/01/37 74.27 SH	P	2011-07-28	2012-03-25	74	82	-8	-8
FNMA POOL #0AJ1758 1880.5 SH	P	2011-09-14	2012-03-25	1881	1973	-92	-92
FNMA POOL #0AL0201 1328.81 SH	P	2011-04-15	2012-03-25	1329	1427	-98	-98
FNMA POOL #0MA0708 782.4 SH	P	2011-05-19	2012-03-25	782	808	-26	-26
FNMA POOL #0975268 1022.97 SH	P	2011-04-20	2012-03-25	1023	1093	-70	-70
COMMIT TO PUR FHLMC GOLD SFM 110000 SH	P	2012-03-05	2012-04-09	113773	113205	568	568
COMMIT TO PUR FHLMC GOLD SFM 160000 SH	P	2012-03-05	2012-04-11	166600	165550	1050	1050
FNMA POOL #0AH3519 2113.03 SH	P		2012-03-25	2113	2073	40	40
FEDERAL NATL MTG ASSN 25000 SH	P	2009-10-29	2012-01-09	26525	27084	-559	-559
TIME WARNER INC 3.15% 7/15/15 10000 SH	P	2010-07-08	2012-01-10	10545	10045	500	500
TIME WARNER INC 3.15% 7/15/15 25000 SH	P	2010-07-07	2012-01-10	26361	24970	1391	1391
GE COML MTG CORP 2073.09 SH	P	2010-02-01	2012-01-10	2073	2129	-56	-56
GE COML MTG CORP 2369.25 SH	P	2010-02-02	2012-01-10	2369	2435	-66	-66
FNMA POOL AC8596 4.0% 1/01/25 32582.51 SH	P	2010-02-11	2012-01-13	34548	33204	1344	1344
FHLMC GOLD POOL J10276 4.5% 5/01/23 69489.4 SH	P	2009-08-05	2012-01-13	73832	71574	2258	2258
FNMA POOL AC8596 4.0% 1/01/25 6236.27 SH	P	2010-08-02	2012-01-13	6612	6522	90	90
BARCLAYS BANK PLC 5.0% 9/22/16 25000 SH	P	2009-09-17	2012-01-18	26326	24968	1358	1358
SBC COMMUNICATIONS INC 20000 SH	P	2009-08-11	2012-01-19	20598	21793	-1195	-1195
BARCLAYS BANK PLC 5.0% 9/22/16 5000 SH	P	2009-09-17	2012-01-19	5275	4994	281	281
FEDERAL NATL MTG ASSN 5000 SH	P	2009-09-30	2012-01-20	5304	5412	-108	-108
JPMORGAN CHASE & CO 100000 SH	P	2010-02-17	2012-01-20	105761	105026	735	735
SBC COMMUNICATIONS INC 10000 SH	P	2009-08-11	2012-01-23	10297	10897	-600	-600
TELEFONICA EMISIONES 4.949% 1/15/15 10000 SH	P	2009-08-10	2012-01-24	10238	10571	-333	-333
TELEFONICA EMISIONES 4.949% 1/15/15 50000 SH	P	2009-08-10	2012-01-25	51185	52854	-1669	-1669
FNMA REMIC 2003-64 BC 5.5% 3/25/30 2327.59 SH	P	2010-05-20	2012-01-25	2328	2438	-110	-110
FEDERAL NATL MTG ASSN 70000 SH	P	2009-09-30	2012-02-08	74079	75772	-1693	-1693
UNITED STATES TREAS NTS 35000 SH	P	2009-07-22	2012-02-08	37111	38104	-993	-993
SBC COMMUNICATIONS INC 25000 SH	P	2009-08-11	2012-02-09	25683	27242	-1559	-1559
GE COML MTG CORP 201.85 SH	P	2010-02-02	2012-02-10	202	207	-5	-5
GE COML MTG CORP 176.61 SH	P	2010-02-01	2012-02-10	177	181	-4	-4
GNMA POOL 706022 5.0% 1/15/39 498.82 SH	P	2009-09-03	2012-02-15	499	514	-15	-15
FHLMC GOLD POOL A82899 5.5% 11/01/38 4163.22 SH	P	2009-08-06	2012-02-15	4163	4294	-131	-131
FHLMC GOLD A95828 4.5% 12/01/40 985.84 SH	P	2010-12-17	2012-02-15	986	1004	-18	-18
FHLMC GOLD A92821 5.0% 7/01/40 3119.97 SH	P	2010-07-22	2012-02-15	3120	3314	-194	-194
FHLMC GOLD G05938 5.0% 1/01/36 740.15 SH	P	2010-07-19	2012-02-15	740	785	-45	-45
FHLMC GOLD G04216 5.5% 12/01/37 92.55 SH	P	2010-12-29	2012-02-15	93	99	-6	-6
FHLMC GOLD G04219 5.5% 4/01/38 259.9 SH	P	2010-06-10	2012-02-15	260	278	-18	-18
FHLMC GOLD G05521 5.5% 5/01/37 2375.68 SH	P	2009-08-20	2012-02-15	2376	2478	-102	-102
FHLMC GOLD POOL G30459 5.0% 5/01/29 745.1 SH	P	2009-10-16	2012-02-15	745	784	-39	-39
FHLMC GOLD POOL A90393 5.0% 12/01/39 809.27 SH	P	2010-03-08	2012-02-15	809	843	-34	-34
FHLMC POOL G0-5337 391.24 SH	P	2010-06-10	2012-02-15	391	420	-29	-29
FHLMC POOL G0-5337 195.62 SH	P	2010-10-06	2012-02-15	196	209	-13	-13
GENERAL ELEC CAP CORP MEDIUM 125000 SH	P	2009-08-06	2012-02-22	143156	125516	17640	17640
UNITED STATES TREAS NTS 10000 SH	P	2009-07-22	2012-02-23	10587	10887	-300	-300
UNITED STATES TREAS 0.75% 8/15/13 15000 SH	P	2010-10-27	2012-02-24	15106	15077	29	29
GENERAL MLS INC NT 50000 SH	P	2009-11-04	2012-02-24	59966	53617	6349	6349
UNITED STATES TREAS 0.75% 8/15/13 40000 SH	P	2010-10-27	2012-02-24	40286	40206	80	80
UNITED STATES TREAS NTS 25000 SH	P	2009-07-22	2012-02-24	26460	27217	-757	-757
FEDERAL NAT'L MTGE ASSN POOL 255364 291.65 SH	P	2011-02-15	2012-02-25	292	317	-25	-25
FEDERAL NAT'L MTGE ASSN POOL 255364 48.61 SH	P	2011-02-18	2012-02-25	49	53	-4	-4
FEDERAL NAT'L MTGE ASSN POOL 745948 497.33 SH	P	2009-09-10	2012-02-25	497	531	-34	-34
FNMA POOL AC1520 4% 9/1/2024 932.91 SH	P	2009-10-14	2012-02-25	933	947	-14	-14
FNMA POOL 981644 4.5% 6/1/2023 195.43 SH	P	2009-10-14	2012-02-25	195	203	-8	-8
FNMA POOL AA7694 4.5% 7/01/24 1254.64 SH	P	2009-11-10	2012-02-25	1255	1305	-50	-50
FNMA POOL 0AD0207 4764 SH	P	2010-04-26	2012-02-25	4764	5083	-319	-319
FNMA POOL 0AD2351 326.66 SH	P	2010-12-13	2012-02-25	327	336	-9	-9
FNMA POOL #0AH3620 1834.2 SH	P	2011-01-18	2012-02-25	1834	1851	-17	-17
FNMA POOL #0AH8932 3299.35 SH	P	2011-02-16	2012-02-25	3299	3338	-39	-39
FNMA REMIC 2003-64 BC 5.5% 3/25/30 2646.37 SH	P	2010-05-20	2012-02-25	2646	2772	-126	-126
UNITED STATES TREAS 0.75% 8/15/13 125000 SH	P	2010-10-27	2012-02-29	125893	125645	248	248
U.S. TREASURY NOTE 0.75% 9/15/13 10000 SH	P	2010-09-14	2012-02-29	10074	9993	81	81
U.S. TREASURY NOTE 0.75% 9/15/13 55000 SH	P	2010-09-24	2012-02-29	55406	55101	305	305
NYSE EURONEXT 20000 SH	P	2009-10-28	2012-03-06	21023	21156	-133	-133
U.S. TREASURY NOTE 0.75% 9/15/13 30000 SH	P	2010-09-14	2012-03-07	30212	29978	234	234
GE COML MTG CORP 173.52 SH	P	2010-02-01	2012-03-10	174	178	-4	-4
GE COML MTG CORP 198.31 SH	P	2010-02-02	2012-03-10	198	204	-6	-6
ILLINOIS ST 4.421% 1/01/15 55000 SH	P	2010-01-08	2012-03-13	57699	55000	2699	2699
NEW YORK N Y CITY MU 6.282% 6/15/42 45000 SH	P	2010-11-10	2012-03-13	50780	45000	5780	5780
MASSACHUSETTS ST 40000 SH	P	2011-01-12	2012-03-13	44511	40071	4440	4440
NEW JERSEY ST TPK AUTH TPK REV 65000 SH	P	2010-12-08	2012-03-13	89289	65000	24289	24289
FHLMC GOLD POOL A82899 5.5% 11/01/38 66543.41 SH	P	2009-08-06	2012-03-13	72033	68633	3400	3400
FHLMC GOLD POOL A90393 5.0% 12/01/39 55948.57 SH	P	2010-03-08	2012-03-13	60145	58256	1889	1889
FHLMC POOL G0-5337 7923.52 SH	P	2010-06-10	2012-03-13	8560	8510	50	50
FHLMC POOL G0-5337 3961.75 SH	P	2010-10-06	2012-03-13	4280	4229	51	51
FHLMC GOLD G05938 5.0% 1/01/36 19721.27 SH	P	2010-07-19	2012-03-13	21126	20926	200	200
FHLMC GOLD A92821 5.0% 7/01/40 175753.45 SH	P	2010-07-22	2012-03-13	188990	186683	2307	2307
GNMA POOL 706022 5.0% 1/15/39 23106.01 SH	P	2009-09-03	2012-03-13	24723	23832	891	891
UNITED STATES TREAS 2.625% 7/31/14 105000 SH	P	2010-08-04	2012-03-13	110512	110849	-337	-337
U.S. TREASURY NOTE 1.75% 7/31/15 70000 SH	P	2010-07-29	2012-03-13	72737	70273	2464	2464
UNITED STATES TREASURY NOTE 30000 SH	P	2010-11-03	2012-03-13	32061	31198	863	863
U.S. TREASURY NOTE 0.75% 9/15/13 20000 SH	P	2010-09-14	2012-03-13	20132	19985	147	147
U S TREASURY NOTE 75000 SH	P	2010-10-12	2012-03-13	75217	74843	374	374
U S TREASURY NOTE 35000 SH	P	2010-10-13	2012-03-13	35101	34919	182	182
U S TREASURY NOTE 15000 SH	P	2010-10-19	2012-03-13	15043	14978	65	65
U S TREASURY NOTE 65000 SH	P	2010-12-08	2012-03-13	69083	62024	7059	7059
U S TREASURY NOTE 10000 SH	P	2010-11-10	2012-03-13	10628	9420	1208	1208
U S TREASURY NOTE 55000 SH	P	2010-12-13	2012-03-13	55397	54616	781	781
U S TREASURY NOTE 10000 SH	P	2011-01-21	2012-03-13	10121	9982	139	139
U S TREASURY NOTE 30000 SH	P	2011-01-25	2012-03-13	30363	29971	392	392
U S TREASURY NOTE 15000 SH	P	2011-01-25	2012-03-13	15182	15069	113	113
U.S. TREASURY NOTE 1.25% 45000 SH	P	2011-03-11	2012-03-13	45805	45165	640	640
FED NATL MTGE ASSN 3.0% 9/16/14 15000 SH	P	2009-08-13	2012-03-13	15924	14960	964	964
FNMA POOL AC1520 4% 9/1/2024 94787.66 SH	P	2009-10-14	2012-03-13	100416	96209	4207	4207
FNMA POOL 981644 4.5% 6/1/2023 12187.92 SH	P	2009-10-14	2012-03-13	12995	12656	339	339
FNMA POOL AA7694 4.5% 7/01/24 54362.77 SH	P	2009-11-10	2012-03-13	57964	56529	1435	1435
FNMA POOL 0AD2351 6570.73 SH	P	2011-03-09	2012-03-13	6940	6803	137	137
FNMA POOL 0AD2351 12179.43 SH	P	2010-12-13	2012-03-13	12865	12532	333	333
FNMA POOL #0AH3620 94665.42 SH	P	2011-01-18	2012-03-13	99221	95538	3683	3683
BANK AMER CORP 125000 SH	P	2009-08-31	2012-03-13	128766	123848	4918	4918
MORGAN STANLEY 75000 SH	P	2009-08-18	2012-03-13	75962	74455	1507	1507
ROGERS WIRELESS INC 70000 SH	P	2009-08-10	2012-03-13	77248	77185	63	63
BLACKROCK INC 65000 SH	P	2009-11-25	2012-03-13	78557	71667	6890	6890
VERIZON COMMUNICATIONS INC 100000 SH	P	2009-08-06	2012-03-13	117646	105257	12389	12389
ORACLE CORP 100000 SH	P	2009-08-06	2012-03-13	122008	109094	12914	12914
PRUDENTIAL FINL INC 4.75% 9/17/15 40000 SH	P	2009-09-10	2012-03-13	43580	39907	3673	3673
PRUDENTIAL FINL INC 4.75% 9/17/15 10000 SH	P	2010-01-13	2012-03-13	10895	10403	492	492
BARCLAYS BANK PLC 5.0% 9/22/16 75000 SH	P	2009-09-17	2012-03-13	81025	74903	6122	6122
PEPSICO INC 4.5% 1/15/20 45000 SH	P	2010-01-11	2012-03-13	51339	44849	6490	6490
PEPSICO INC 4.5% 1/15/20 10000 SH	P	2010-01-12	2012-03-13	11409	10022	1387	1387
LLOYDS TSB BANK PLC 10000 SH	P	2011-01-14	2012-03-13	10855	10012	843	843
LLOYDS TSB BANK PLC 65000 SH	P	2011-01-13	2012-03-13	70558	64806	5752	5752
GOLDMAN SACHS GROUP IN 7.5% 2/15/19 125000 SH	P	2009-04-13	2012-03-13	141278	130720	10558	10558
TIME WARNER CABLE INC 80000 SH	P	2010-11-09	2012-03-13	83539	79495	4044	4044
HSBC FIN CORP 125000 SH	P	2009-08-11	2012-03-13	132667	125018	7649	7649
ROYAL BANK OF SCOTLA 4.875% 3/16/15 20000 SH	P	2010-03-09	2012-03-13	20803	20003	800	800
ROYAL BANK OF SCOTLA 4.875% 3/16/15 15000 SH	P	2010-03-09	2012-03-13	15602	15008	594	594
ROYAL BANK OF SCOTLA 4.875% 3/16/15 20000 SH	P	2010-03-09	2012-03-13	20803	19954	849	849
ALLYA 2010-3 A4 1.55% 8/17/15 25000 SH	P	2010-08-12	2012-03-13	24562	24991	-429	-429
GMAC COML MTG SEC INC 01-C2 B 35000 SH	P	2010-03-11	2012-03-13	34923	36765	-1842	-1842
AMCAR 2010-3 A3 1.14% 4/08/15 55000 SH	P	2010-09-15	2012-03-13	55000	54992	8	8
NAROT 2010-A A4 1.31% 9/15/16 30000 SH	P	2010-09-15	2012-03-13	29737	29995	-258	-258
WORLD OMNI AUTO RECEIVABL A A3 50000 SH	P	2011-03-02	2012-03-13	50000	49999	1	1
FNMA REMIC 2003-64 BC 5.5% 3/25/30 35862.38 SH	P	2010-05-20	2012-03-13	35885	37566	-1681	-1681
MET LIFE GLOB FNDG 7.717% 2/15/19 70000 SH	P	2009-08-18	2012-03-13	89230	80810	8420	8420
TD AMERITRADE HLDG CO 4.15% 12/01/14 45000 SH	P	2009-12-11	2012-03-13	48230	45171	3059	3059
TD AMERITRADE HLDG CO 4.15% 12/01/14 10000 SH	P	2009-12-14	2012-03-13	10718	10066	652	652
KRAFT FOODS INC 70000 SH	P	2010-09-08	2012-03-13	81043	77286	3757	3757
ONTARIO (PROVINCE OF) 4.0% 10/07/19 80000 SH	P	2009-09-29	2012-03-13	89881	79862	10019	10019
GE COML MTG CORP 1402.95 SH	P	2010-02-01	2012-03-13	1354	1441	-87	-87
GE COML MTG CORP 1603.36 SH	P	2010-02-02	2012-03-13	1547	1648	-101	-101
SIMON PROPERTY GROUP 5.65% 2/01/20 5000 SH	P	2010-01-19	2012-03-13	5777	5020	757	757
SIMON PROPERTY GROUP 5.65% 2/01/20 60000 SH	P	2010-01-19	2012-03-13	69323	59773	9550	9550
FHLMC GOLD POOL G30459 5.0% 5/01/29 56584.02 SH	P	2009-10-16	2012-03-13	60545	59555	990	990
FEDERAL NAT'L MTGE ASSN POOL 255364 15261.48 SH	P	2011-02-15	2012-03-13	16726	16590	136	136
FEDERAL NAT'L MTGE ASSN POOL 255364 2020.67 SH	P	2011-02-18	2012-03-13	2214	2191	23	23
FHLMC GOLD G04719 5.5% 1/01/38 14675.08 SH	P	2011-03-09	2012-03-13	15867	15707	160	160
FHLMC GOLD G05521 5.5% 5/01/37 92575.23 SH	P	2009-08-20	2012-03-13	100184	96568	3616	3616
FEDERAL NAT'L MTGE ASSN POOL 745948 18977.69 SH	P	2009-09-10	2012-03-13	20875	20263	612	612
FNMA POOL 0AD0207 162792.39 SH	P	2010-04-26	2012-03-13	178614	173679	4935	4935
FHLMC GOLD G04219 5.5% 4/01/38 7544.71 SH	P	2010-06-10	2012-03-13	8122	8069	53	53
FHLMC GOLD G04216 5.5% 12/01/37 3260.7 SH	P	2010-12-29	2012-03-13	3499	3480	19	19
FHLMC GOLD A95828 4.5% 12/01/40 205680.58 SH	P	2010-12-17	2012-03-13	217957	209569	8388	8388
FNMA POOL #0AH4794 190462.12 SH	P	2011-03-04	2012-03-13	205342	200223	5119	5119
FNMA POOL #0AH8932 89574.87 SH	P	2011-02-16	2012-03-13	95173	90624	4549	4549
CRH AMER INC 65000 SH	P	2009-08-26	2012-03-13	67940	65205	2735	2735
NYSE EURONEXT 30000 SH	P	2009-10-28	2012-03-13	31432	31735	-303	-303
TYCO INTL FIN 3.375% 10/15/15 80000 SH	P	2010-04-28	2012-03-13	84770	79741	5029	5029
PETROBRAS INTL FIN CO 30000 SH	P	2011-01-20	2012-03-13	32485	29940	2545	2545
PETROBRAS INTL FIN CO 10000 SH	P	2011-01-20	2012-03-13	10828	10071	757	757
PETROBRAS INTL FIN CO 15000 SH	P	2011-01-28	2012-03-13	16243	15173	1070	1070
JOHNSON CTLS INC 40000 SH	P	2010-01-22	2012-03-13	45152	41721	3431	3431
JOHNSON CTLS INC 20000 SH	P	2010-03-04	2012-03-13	22576	21634	942	942
CALIFORNIA ST 7.3% 10/01/39 125000 SH	P	2009-10-08	2012-03-13	156849	126029	30820	30820
U S TREAS INFL IDX N/B 104875 SH	P	2009-08-04	2012-03-14	120950	101278	19672	19672
US TREAS-CPI INFLATION INDEX 67977.65 SH	P	2010-06-23	2012-03-14	78586	69411	9175	9175
TSY INFL IX N/B 112143 SH	P	2009-08-04	2012-03-14	132512	116019	16493	16493
FHLMC GOLD A92821 5.0% 7/01/40 3814.77 SH	P	2010-07-22	2012-03-15	3815	4052	-237	-237
FHLMC GOLD A95828 4.5% 12/01/40 1485.09 SH	P	2010-12-17	2012-03-15	1485	1513	-28	-28
FHLMC GOLD G05938 5.0% 1/01/36 828.18 SH	P	2010-07-19	2012-03-15	828	879	-51	-51
FHLMC GOLD G04216 5.5% 12/01/37 83.18 SH	P	2010-12-29	2012-03-15	83	89	-6	-6
FHLMC GOLD G04219 5.5% 4/01/38 253.42 SH	P	2010-06-10	2012-03-15	253	271	-18	-18
FHLMC POOL G0-5337 104.69 SH	P	2010-10-06	2012-03-15	105	112	-7	-7
FHLMC POOL G0-5337 209.39 SH	P	2010-06-10	2012-03-15	209	225	-16	-16
FHLMC GOLD POOL A90393 5.0% 12/01/39 616.97 SH	P	2010-03-08	2012-03-15	617	642	-25	-25
FHLMC GOLD POOL G30459 5.0% 5/01/29 2507.07 SH	P	2009-10-16	2012-03-15	2507	2639	-132	-132
FHLMC GOLD G05521 5.5% 5/01/37 3588.51 SH	P	2009-08-20	2012-03-15	3588	3743	-155	-155
FHLMC GOLD POOL A82899 5.5% 11/01/38 1011.18 SH	P	2009-08-06	2012-03-15	1011	1043	-32	-32
GNMA POOL 706022 5.0% 1/15/39 219.17 SH	P	2009-09-03	2012-03-15	219	226	-7	-7
FHLMC GOLD G04719 5.5% 1/01/38 542.22 SH	P	2011-03-09	2012-03-15	542	580	-38	-38
FNMA POOL 981644 4.5% 6/1/2023 457.98 SH	P	2009-10-14	2012-03-25	458	475	-17	-17
FNMA POOL #0AH8932 1527.11 SH	P	2011-02-16	2012-03-25	1527	1545	-18	-18
FNMA POOL AA7694 4.5% 7/01/24 1135.66 SH	P	2009-11-10	2012-03-25	1136	1181	-45	-45
FEDERAL NAT'L MTGE ASSN POOL 255364 522.89 SH	P	2011-02-18	2012-03-25	523	567	-44	-44
FNMA REMIC 2003-64 BC 5.5% 3/25/30 2798.74 SH	P	2010-05-20	2012-03-25	2799	2932	-133	-133
FNMA POOL AC1520 4% 9/1/2024 622.84 SH	P	2009-10-14	2012-03-25	623	632	-9	-9
FEDERAL NAT'L MTGE ASSN POOL 745948 1010.06 SH	P	2009-09-10	2012-03-25	1010	1078	-68	-68
FNMA POOL #0AH4794 2650.81 SH	P	2011-03-04	2012-03-25	2651	2787	-136	-136
FNMA POOL #0AH3620 913.03 SH	P	2011-01-18	2012-03-25	913	921	-8	-8
FNMA POOL 0AD0207 4979.13 SH	P	2010-04-26	2012-03-25	4979	5312	-333	-333
FNMA POOL 0AD2351 962.04 SH	P	2010-12-13	2012-03-25	962	990	-28	-28
WASH SALE OFFSET - JABIL CIRCUIT INC	P	2011-12-01	2012-05-21	52		52	52
WASH SALE OFFSET - TRIANGLE CAPITAL CORP	P	2012-04-25	2012-05-21	13		13	13
WASH SALE OFFSET - UNIVERSAL STAINLESS & ALLOY PRODS	P	2012-05-22	2012-06-01	1491		1491	1491
WASH SALE OFFSET - RYDER SYSTEM INCORPORATED - COMMON	P	2012-05-25	2012-06-22	5802		5802	5802
WASH SALE OFFSET - RYDER SYSTEM INCORPORATED - COMMON	P	2012-05-24	2012-06-22	807		807	807
WASH SALE OFFSET - DANA HOLDINGS CORP	P	2012-05-24	2012-07-13	342		342	342
WASH SALE OFFSET - ARROW ELECTRIC INC	P	2007-05-31	2012-05-21	1320		1320	1320
WASH SALE OFFSET - GENERAL CABLE INC COM	P	2010-06-18	2012-05-21	212		212	212
WASH SALE OFFSET - GENERAL CABLE INC COM	P	2010-05-22	2012-07-13	168		168	168
SHORT TERM GAIN FROM PARTNERSHIPS	P	2012-01-01	2012-12-31	13320		13320	13320
LONG TERM GAIN FROM PARTNERSHIPS	P	2001-01-01	2012-12-31	51345		51345	51345
CAPITAL GAINS DIVIDENDS	P			14803		14803	14803

Field	Value	IRS element (for citing)
Capital Gain Net Income	3508001	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	2017231	QualifyingDistributionsYear1
Noncharitable Assets Year1	42107606	NoncharitableAssetsYear1
Distribution Ratio Year1	0.047907	DistributionRatioYear1
Qualifying Distributions Year2	1850806	QualifyingDistributionsYear2
Noncharitable Assets Year2	40016679	NoncharitableAssetsYear2
Distribution Ratio Year2	0.046251	DistributionRatioYear2
Qualifying Distributions Year3	2121021	QualifyingDistributionsYear3
Noncharitable Assets Year3	36948476	NoncharitableAssetsYear3
Distribution Ratio Year3	0.057405	DistributionRatioYear3
Qualifying Distributions Year4	2377550	QualifyingDistributionsYear4
Noncharitable Assets Year4	42806648	NoncharitableAssetsYear4
Distribution Ratio Year4	0.055542	DistributionRatioYear4
Qualifying Distributions Year5	2201470	QualifyingDistributionsYear5
Noncharitable Assets Year5	50377063	NoncharitableAssetsYear5
Distribution Ratio Year5	0.043700	DistributionRatioYear5
Total Distribution Ratio	0.250805	TotalDistributionRatio
Average Distribution Ratio	0.050161	AverageDistributionRatio
Net Noncharitable Assets	41159705	NetNoncharitableAssets
Adjusted Noncharitable Assets	2064612	AdjustedNoncharitableAssets
One Percent Net Investment Income	45629	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	2110241	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2102044	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	91258	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	91258	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	91258	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	13835	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	90000	TaxPaidWithExtension
Total Credits And Payments	103835	TotalCreditsAndPayments
Overpayment	12577	Overpayment
Amount Credited To Next Year	12577	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	0	LegislativePoliticalActivities
More Than100 Spent	0	MoreThan100Spent
Form1120 POL Filed	0	Form1120POLFiled
Sect4955 Tax On Organization	0	Sect4955TaxOnOrganization
Sect4955 Tax On Managers	0	Sect4955TaxOnManagers
Reimbursement Of Tax	0	ReimbursementOfTax
Activities Not Prev Reported	0	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	0	UnrelatedBusIncomeOver1000
Termination Etc	0	TerminationEtc
Requirements Of Sect508e	1	RequirementsOfSect508e
At Least5000 In Assets	1	AtLeast5000InAssets
States Filed With	IL	StatesFiledWith
Form990 PF Filed With AG	1	Form990PFFiledWithAG
Private Operating Foundation	0	PrivateOperatingFoundation
New Substantial Contributors	0	NewSubstantialContributors
Interest In Controlled Entity	0	InterestInControlledEntity
Applicable Insurance Contract	0	ApplicableInsuranceContract
Comply With Public Inspection Rqr	1	ComplyWithPublicInspectionRqr
Website Address	N/A	WebsiteAddress

Books In Care Of Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BOARDMAN LLOYD	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	6174897300	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	C/O HARRIS LLOYD 2 BRIGHTON STREET	AddressLine1
City	BELMONT	City
State	MA	State
ZIP Code	02478	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	1	ForeignBank
Name Of Foreign Country	CJ	NameOfForeignCountry

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	0	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	0	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	0	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	0	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	0	TransferAssetsToDsqflyPerson
Payment To Government Offical	0	PaymentToGovernmentOffical
Uncorrected Prior Acts	0	UncorrectedPriorActs
Undistributed Income Prior Years	0	UndistributedIncomePriorYears
Business Holdings	0	BusinessHoldings
Jeopardy Investments	0	JeopardyInvestments
Uncorrected Jeopardy Investments	0	UncorrectedJeopardyInvestments
Influence Legislation	0	InfluenceLegislation
Influence Election	0	InfluenceElection
Grants To Individuals	0	GrantsToIndividuals
Grants To Organizations	0	GrantsToOrganizations
Noncharitable Purpose	0	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	0	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	0	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	0	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation	Contri To Empl Benefit Plans EtcContriToEmplBenefitPlansEtc	Expense Account Other AllowancesExpenseAccountOtherAllowances
WILLIAM W HARRIS
191 N WACKER DRIVE	CHICAGO	IL	606061899	CHAIRMAN, PRESIDENT & TREA	0.00	0	0	0
ROBERTA HARRIS
191 N WACKER DRIVE	CHICAGO	IL	606061899	VICE PRESIDENT, ASST TREAS	0.00	0	0	0
BOARDMAN LLOYD
191 N WACKER DRIVE	CHICAGO	IL	606061899	VICE PRESIDENT & SECRETARY	0.00	0	0	0
DAVID HARRIS
191 N WACKER DRIVE	CHICAGO	IL	606061899	VICE PRESIDENT, ASST TREAS	0.00	0	0	0
JONATHAN GRABER
191 N WACKER DRIVE	CHICAGO	IL	606061899	ASSISTANT SECRETARY	0.00	0	0	0

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Tot Number Of Oth Empl Paid Over50k	0	TotNumberOfOthEmplPaidOver50k
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE
Tot Number Of Cntrct Paid Over50k	0	TotNumberOfCntrctPaidOver50k

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Total	0	Total

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	38170016	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	3616487	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	41786503	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	41786503	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	626798	CashDeemedCharitable
Net Noncharitable Assets	41159705	NetNoncharitableAssets
Minimum Investment Return	2057985	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	2057985	MinimumInvestmentReturn
Tax Based On Investment Income	91258	TaxBasedOnInvestmentIncome
Total Tax	91258	TotalTax
Distributable Amount Before Adj	1966727	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	1966727	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	1966727	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2102044	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	2102044	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2102044	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	1966727	DistributableAmountAsAdjusted
Undistributed Income Prior Year	2041570	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Total Excess Distri Carryover	0	TotalExcessDistriCarryover
Qualifying Distributions	2102044	QualifyingDistributions
Applied To Year1	2041570	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	60474	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	0	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	1906253	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	0	ExcessDistriCyovToNextYear

Supplementary Information SupplementaryInformation

Field	Value	IRS element (for citing)
Only Contributes To Preselected	X	OnlyContributesToPreselected

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (91 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount	Address Line2RecipientUSAddress/AddressLine2
ACHILLES TRACK CLUB INC
42 W 38TH STREET SUITE 400	NEW YORK	NY	10018	NONE	PUBLIC CHARITY	GENERAL	$1,000
THE AMERICAN PROSPECT
1710 RHODE ISLAND AVE 12TH FLOOR	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$5,000
ASPEN MUSIC FESTIVAL AND SCHOOL
225 MUSIC SCHOOL ROAD	ASPEN	CO	81611	NONE	PUBLIC CHARITY	GENERAL	$8,500
AUTHOR'S GUILD FOUNDATION
31 EAST 32ND STREET 7TH FLOOR	NEW YORK	NY	10016	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET COLLEGE OF EDUCATION
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET COLLEGE OF EDUCATION
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET SCHOOL FOR CHILDREN
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$25,000
BANK STREET SCHOOL FOR CHILDREN
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$20,000
BANK STREET SCHOOL FOR CHILDREN
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$20,000
BARNARD COLLEGE
3009 BROADWAY	NEW YORK	NY	10027	NONE	PUBLIC CHARITY	GENERAL	$5,000
BARNARD COLLEGE
3009 BROADWAY	NEW YORK	NY	10027	NONE	PUBLIC CHARITY	GENERAL	$5,000
BRAZELTON TOUCHPOINTS FOUNDATION
1295 BOYLSTON STREET STE 320	BOSTON	MA	02215	NONE	PUBLIC CHARITY	GENERAL	$25,000
CALLEN-LORDE COMMUNITY HEALTH CENTER
356 WEST 18TH STREET	NEW YORK	NY	10011	NONE	PUBLIC CHARITY	GENERAL	$1,000
CENTER FOR REPRODUCTIVE RIGHTS
120 WALL STREET	NEW YORK	NY	10005	NONE	PUBLIC CHARITY	GENERAL	$50,000
CENTER ON BUDGET AND POLICY PRIORITIES
820 FIRST STREET NE STE 510	WASHINGTON	DC	20002	NONE	PUBLIC CHARITY	GENERAL	$30,000
CENTRAL PARK CONSERVANCY INC
14 E 60TH STREET	NEW YORK	NY	10022	NONE	PUBLIC CHARITY	GENERAL	$1,000
CENTRAL SCHOOL PTA
881 ORIENTA AVENUE	MAMARONECK	NY	10543	NONE	PUBLIC CHARITY	GENERAL	$15,000
CHILDREN OF BELLEVUE
462 FIRST AVENUE ME-15	NEW YORK	NY	10016	NONE	PUBLIC CHARITY	GENERAL	$10,000
CHILDREN'S HEALTH WATCH
88 E NEWTON STREET VOSE HALL 4TH	BOSTON	MA	02118	NONE	PUBLIC CHARITY	GENERAL	$25,000	FLOOR SM 423
CHILDREN'S HOSPITAL TRUST
1 AUTUMN 731	BOSTON	MA	02115	NONE	PUBLIC CHARITY	GENERAL	$4,000
CHILDREN'S MUSEUM OF MANHATTAN
212 WEST 83RD STREET	NEW YORK	NY	10024	NONE	PUBLIC CHARITY	GENERAL	$1,600
CHILDREN'S RESEARCH AND EDUCATION INSTITUTE
2 BRIGHTON STREET 2ND FLOOR	BELMONT	MA	02478	NONE	PUBLIC CHARITY	GENERAL	$583,000
CITIZEN SCHOOLS INC
308 CONGRESS STREET	BOSTON	MA	02210	NONE	PUBLIC CHARITY	GENERAL	$2,500
COLUMBIA UNIVERSITY SCHOOL OF SOCIAL WORK
1255 AMSTERDAM AVENUE	NEW YORK	NY	10027	NONE	PUBLIC CHARITY	GENERAL	$5,000
CORNELL UNIVERSITY FOUNDATION
DAY HALL LOBBY CORNELL UNIVERSITY	ITHACA	NY	14853	NONE	PUBLIC CHARITY	FFOX - 06/07/13 03:31PM WORKSHEET PRIVATE FOUNDATION	$6,600
COUNCIL FOR THE ARTS AT MIT
77 MASS AVENUE	CAMBRIDGE	MA	02139	NONE	PUBLIC CHARITY	GENERAL	$5,000
DALTON SCHOOL
108 EAST 89TH STREET	NEW YORK	NY	10128	NONE	PUBLIC CHARITY	GENERAL	$5,000
DEMOCRACY NOW
207 W 25TH STREET FL 11	NEW YORK	NY	10001	NONE	PUBLIC CHARITY	GENERAL	$1,000
ECONOMIC POLICY INSTITUTE
1333 H STREET NW STE 300 EAST TOWER	WASHINGTON	DC	20005	NONE	PUBLIC CHARITY	GENERAL	$50,000
ERIC CARLE MUSEUM
125 WEST BAY ROAD	AMHERST	MA	01002	NONE	PUBLIC CHARITY	GENERAL	$5,000
ETHICAL CULTURE FIELDSTON SCHOOLS
33 CENTRAL PARK WEST	NEW YORK	NY	10023	NONE	PUBLIC CHARITY	GENERAL	$5,000
FOOD RESEARCH AND ACTION CENTER
1875 CONNECTICUT AVE NW SUITE 540	WASHINGTON	DC	20009	NONE	PUBLIC CHARITY	GENERAL	$5,000
FREEDOM TO READ FOUNDATION
50 EAST HURON STREET	CHICAGO	IL	60611	NONE	PUBLIC CHARITY	GENERAL	$10,000
FRESH AIR FUND
633 THIRD AVENUE 14TH FLOOR	NEW YORK	NY	10017	NONE	PUBLIC CHARITY	GENERAL	$6,000
GAY MEN'S HEALTH CRISIS INC
119 WEST 24TH STREET	NEW YORK	NY	10011	NONE	PUBLIC CHARITY	GENERAL	$5,000
GERMAINE LAWRENCE INCORPORATED
18 CLAREMONT AVENUE	ARLINGTON	MA	02476	NONE	PUBLIC CHARITY	GENERAL	$2,000
GUTTMACHER INSTITUTE
125 MAIDEN LANE 7TH FLOOR	NEW YORK	NY	10038	NONE	PUBLIC CHARITY	GENERAL	$20,000
HARRIS THEATER FOR MUSIC AND DANCE
205 E RANDOLPH DRIVE	CHICAGO	IL	60601	NONE	PUBLIC CHARITY	GENERAL	$5,000
INSTITUTE ON TAXATION AND ECONOMIC POLICY
1616 P STREET NW SUITE 200	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$66,407
JOHN FITZGERALD KENNEDY LIBRARY FOUNDATION INC
COLUMBUS POINT	BOSTON	MA	02125	NONE	PUBLIC CHARITY	GENERAL	$15,000
LESLEY UNIVERSITY
29 EVERETT STREET	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$5,000
LITTLE RED SCHOOL HOUSE
14 E CASINO ROAD BUILDING A	EVERETT	WA	98208	NONE	PUBLIC CHARITY	GENERAL	$1,000
MASSACHUSETTS ALLIANCE ON TEEN PREGNANCY
105 CHAUNCY STREET	BOSTON	MA	02111	NONE	PUBLIC CHARITY	GENERAL	$12,000
MASSACHUSETTS GENERAL HOSPITAL - THE STOECKLE CENTER
15 PARKMAN STREET	BOSTON	MA	02114	NONE	PUBLIC CHARITY	GENERAL	$10,000
MATH FOR AMERICA
160 FIFTH AVENUE 8TH FLOOR	NEW YORK	NY	10010	NONE	PUBLIC CHARITY	GENERAL	$10,000
MEMORIAL SLOAN-KETTERING CANCER CENTER
1275 YORK AVENUE	NEW YORK	NY	10065	NONE	PUBLIC CHARITY	GENERAL	$5,000
METROPOLITAN OPERA
LINCOLN CENTER PLAZA	NEW YORK	NY	10023	NONE	PUBLIC CHARITY	GENERAL	$9,755
MILTON ACADEMY
170 CENTER STREET	MILTON	MA	02186	NONE	PUBLIC CHARITY	GENERAL	$10,000
MOSHOLU MONTEFIORE COMMUNITY CENTER
3450 DEKALB AVENUE	BRONX	NY	10467	NONE	PUBLIC CHARITY	GENERAL	$2,000
MOUNT ZION TEMPLE
1300 SUMMIT AVENUE	ST PAUL	MN	55105	NONE	PUBLIC CHARITY	GENERAL	$10,000
NARAL PRO-CHOICE AMERICA FOUNDATION
1156 15TH STREET NW SUITE 700	WASHINGTON	DC	20005	NONE	PUBLIC CHARITY	GENERAL	$10,000
NATIONAL COALITION AGAINST CENSORSHIP
275 SEVENTH AVENUE	NEW YORK	NY	10001	NONE	PUBLIC CHARITY	GENERAL	$15,000
NATIONAL PARTNERSHIP FOR WOMEN AND FAMILIES
1875 CONNECTICUT AVENUE NW SUITE	WASHINGTON	DC	20009	NONE	PUBLIC CHARITY	GENERAL	$15,000	650
NEW YORK CITY AUDUBON
71 W 23RD STREET	NEW YORK	NY	10010	NONE	PUBLIC CHARITY	GENERAL	$1,000
NEW YORK ROAD RUNNERS FOUNDATION
9 EAST 89TH STREET	NEW YORK	NY	10128	NONE	PUBLIC CHARITY	GENERAL	$1,000
NEW YORK SOCIETY LIBRARY
53 EAST 79TH STREET	NEW YORK	NY	10075	NONE	PUBLIC CHARITY	GENERAL	$500
NEW YORK UNIVERSITY
70 WASHINGTON SQUARE S	NEW YORK	NY	10012	NONE	PUBLIC CHARITY	GENERAL	$5,000
NEW VENTURE FUND
1201 CONNECTICUT AVE NW STE 300	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$110,000
NEWARK PUBLIC RADIO - WBGO
54 PARK PLACE	NEWARK	NJ	07102	NONE	PUBLIC CHARITY	GENERAL	$1,000
OGLALA LAKOTA COLLEGE
127 KNOLLWOOD DR	RAPID CITY	SD	57701	NONE	PUBLIC CHARITY	GENERAL	$1,000
ON THE RISE INC
341 BROADWAY	CAMBRIDGE	MA	02139	NONE	PUBLIC CHARITY	GENERAL	$5,000
PAUL TAYLOR FOUNDATION
551 GRAND STREET	NEW YORK	NY	10002	NONE	PUBLIC CHARITY	GENERAL	$2,500
PEN AMERICAN CENTER
588 BROADWAY SUITE 303	NEW YORK	NY	10012	NONE	PUBLIC CHARITY	GENERAL	$10,000
PLANNED PARENTHOOD OF CENTRAL TEXAS
301 S HENDERSON	FORT WORTH	TX	76104	NONE	PUBLIC CHARITY	GENERAL	$5,000
PLANNED PARENTHOOD FEDERATION OF AMERICA INC
434 WEST 33RD STREET	NEW YORK	NY	10001	NONE	PUBLIC CHARITY	GENERAL	$50,000
PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS
1055 COMMONWEALTH AVENUE	BOSTON	MA	02215	NONE	PUBLIC CHARITY	GENERAL	$75,000
PLANNED PARENTHOOD OF ROCKY MOUNTAINS
7155 E 38TH AVENUE	DENVER	CO	80207	NONE	PUBLIC CHARITY	GENERAL	$5,000
POLICE ATHLETIC LEAGUE
34 EAST 12TH STREET	NEW YORK	NY	10003	NONE	PUBLIC CHARITY	GENERAL	$1,000
POLITICAL RESEARCH ASSOCIATES
1310 BROADWAY	SOMERVILLE	MA	02144	NONE	PUBLIC CHARITY	GENERAL	$25,000
QUIT (QUAKER INITIATIVE TO END TORTURE)
7514 KENSINGTON STREET	PITTSBURGH	PA	15221	NONE	PUBLIC CHARITY	GENERAL	$6,500
REACH OUT AND READ
56 ROLAND STREET STE 100D	BOSTON	MA	02129	NONE	PUBLIC CHARITY	GENERAL	$10,000
RESOURCES FOR CHILD CARING
2021 E HENNEPIN AVE 250	MINNEAPOLIS	MN	55413	NONE	PUBLIC CHARITY	GENERAL	$10,000
RIVERSIDE PARK FUND
475 RIVERSIDE DRIVE SUITE 455	NEW YORK	NY	10115	NONE	PUBLIC CHARITY	GENERAL	$5,000
SEEGER- BARTLETT SCHOLARSHIP FOUNDATION
PO BOX 1	HANCOCK	VT	05748	NONE	PUBLIC CHARITY	GENERAL	$50,000
SHADY HILL SCHOOL
178 COOLIDGE HILL	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$12,500
SHARE OUR STRENGTH
1730 M STREET STE 700	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$5,000
SOUTH END COMMUNITY HEALTH CENTER INC
1601 WASHINGTON STREET	BOSTON	MA	02118	NONE	PUBLIC CHARITY	GENERAL	$50,000
STREET SQUASH
40 WEST 116TH STREET	NEW YORK	NY	10026	NONE	PUBLIC CHARITY	GENERAL	$66,407
TOWN SCHOOL
540 EAST 76TH STREET	NEW YORK	NY	10021	NONE	PUBLIC CHARITY	GENERAL	$4,000
UNIVERSITY OF CALIFORNIA
1111 FRANKLIN ST 12 FL	OAKLAND	CA	94607	NONE	PUBLIC CHARITY	GENERAL	$160,000
UNIVERSITY OF NORTH CAROLINA
301 EAST CAMERON AVENUE	CHAPEL HILL	NC	27514	NONE	PUBLIC CHARITY	GENERAL	$137,875
VANDERBILT UNIVERSITY INSTITUTE FOR PUBLIC POLICY STUDIES
BOX 1817 STATION B VANDERBILT	NASHVILLE	TN	37235	NONE	PUBLIC CHARITY	GENERAL	$1,000	UNIVERSITY
VANDERBILT UNIVERSITY MEDICAL CENTER
VU STATION B 357727	NASHVILLE	TN	37235	NONE	PUBLIC CHARITY	GENERAL	$1,000
VILLAGE COMMUNITY SCHOOL
272 WEST 10TH STREET	NEW YORK	NY	10014	NONE	PUBLIC CHARITY	GENERAL	$1,000
VOICES FOR PROGRESS EDUCATION FUND
1220 19TH STREET NW STE 205	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$10,000
WESLEYAN UNIVERSITY
318 HIGH STREET	MIDDLETOWN	CT	06457	NONE	PUBLIC CHARITY	GENERAL	$50,000
WHEATON COLLEGE
501 COLLEGE AVENUE	WHEATON	IL	60187	NONE	PUBLIC CHARITY	GENERAL	$10,000
WNYC RADIO
PO BOX 1550	NEW YORK	NY	10116	NONE	PUBLIC CHARITY	GENERAL	$1,000
YALE UNIVERSITY
PO BOX 2038	NEW HAVEN	CT	06521	NONE	PUBLIC CHARITY	GENERAL	$6,200
YALE UNIVERSITY CHILD CTR CALVIN HILL DAY CARE CTR
150 HIGHLAND STREET	NEW HAVEN	CT	06511	NONE	PUBLIC CHARITY	GENERAL	$24,200
ZERO TO THREE
1255 23RD STREET NW STE 350	WASHINGTON	DC	20037	NONE	PUBLIC CHARITY	GENERAL	$10,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	2102044	TotGrantOrContriPaidDuringYear
Tot Grant Or Contri Approved Future	0	TotGrantOrContriApprovedFuture

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$1,266,923	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Business Code	900001	BusinessCode
Exclusion Code	18	ExclusionCode
Exclusion	$3,508,001	ExclusionAmount

Other Revenue Described OtherRevenueDescribed (2 entries)

DescriptionDescription	Business CodeBusinessCode	Unrelated Business IncomeUnrelatedBusinessIncomeAmount	Exclusion CodeExclusionCode	ExclusionExclusionAmount
PARTNERSHIP INCOME/(LOSS)	900001	-$25,252	14	$53,813
MISCELLANEOUS			14	-$641

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	-$25,252	UnrelatedBusinessIncomeAmount
Exclusion	$4,828,096	ExclusionAmount
Related Or Exempt Function Income	0	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	4802844	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	0	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	0	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	0	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	0	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	0	RentalOfFacilitiesEtc
Reimbursement Arrangements	0	ReimbursementArrangements
Loans Or Loan Guarantees	0	LoansOrLoanGuarantees
Performance Of Services Etc	0	PerformanceOfServicesEtc
Sharing Of Facilities Etc	0	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	0	RelationshipsNoncharitableEOs

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees

Field	Value	IRS element (for citing)
Category	TAX PREP FEES	Category
Amount	$5,600	Amount
Net Investment Income	5600	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Field	Value	IRS element (for citing)
Name Of Bond	BONDS	NameOfBond
EOY Book Value	6278745	EOYBookValue
EOYFMV	6458394	EOYFMV

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Field	Value	IRS element (for citing)
Name Of Stock	EQUITIES	NameOfStock
EOY Book Value	19608625	EOYBookValue
EOYFMV	21832403	EOYFMV

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	0	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	0	USGovtSecuritiesEOYFMV
State Local Securities EOY Book Val	0	StateLocalSecuritiesEOYBookVal
State Local Securities EOYFMV	0	StateLocalSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Category Or Item	OTHER	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	13379027	BookValue
EOYFMV	13636274	EOYFMV

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFees

Field	Value	IRS element (for citing)
Category	LEGAL FEES	Category
Amount	$792	Amount
Net Investment Income	792	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (2 entries)

DescriptionDescription	AmountAmount
PARTNERSHIP INCOME ADJUSTMENT	$286,045
BASIS ADJUSTMENTS	$80,733

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
PARTNERSHIP DEDUCTIONS	35359	35359
ADR FEES	164	164
CMO EXPENSES	2494	2494

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome (2 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Adjusted Net IncomeAdjustedNetIncome
PARTNERSHIP INCOME/(LOSS)	28561	53813	28561
MISCELLANEOUS	-641	-641	-641

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases

Field	Value	IRS element (for citing)
Description	PARTNERSHIP DISTRIBUTIONS	Description
Amount	$17,745	Amount

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (4 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
INVESTMENT ADVISORY FEES	$165,478	165478
CUSTODY FEES	$16,259	16259
H&L FEES	$13,875	13875
ILLINOIS ANNUAL REPORT	$25	25

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
ESTIMATES	$10,000	0	0
FOREIGN TAXES PAID	$25,165	25165	0

COYDOG FOUNDATION: Form 990PF, tax year 2012

Return header ReturnHeader

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Preparer Firm US Address PreparerFirmUSAddress

Filer Filer

Name Name

US Address USAddress

Officer Officer

Preparer Preparer

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Balance Sheets BalanceSheets

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1742 entries)

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Statements Regarding Activities StatementsRegardingActivities

Books In Care Of Business Name BooksInCareOfBusinessName

Books In Care Of US Address BooksInCareOfUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Distributable DistributableAmount

Qualifying Distributions QualifyingDistributions

Undistributed Income UndistributedIncome

Supplementary Information SupplementaryInformation

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (91 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Other Revenue Described OtherRevenueDescribed (2 entries)

Subtotals Part XVIA SubtotalsPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFees

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (2 entries)

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome (2 entries)

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (4 entries)

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

Comments