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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 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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 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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 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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 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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 3508001 0 2017231 42107606 0.047907 1850806 40016679 0.046251 2121021 36948476 0.057405 2377550 42806648 0.055542 2201470 50377063 0.043700 0.250805 0.050161 41159705 2064612 45629 2110241 2102044 91258 0 91258 0 91258 13835 90000 103835 12577 12577 0 0 0 0 0 0 0 0 0 0 0 1 1 IL 1 0 0 0 0 1 N/A BOARDMAN LLOYD 6174897300 C/O HARRIS LLOYD 2 BRIGHTON STREET BELMONT MA 02478 1 CJ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 WILLIAM W HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 ROBERTA HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 BOARDMAN LLOYD 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 DAVID HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 JONATHAN GRABER 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 NONE 0 NONE 0 0 38170016 3616487 0 41786503 0 0 41786503 626798 41159705 2057985 2057985 91258 91258 1966727 0 1966727 0 1966727 2102044 0 2102044 0 2102044 1966727 2041570 0 0 2102044 2041570 0 0 60474 0 0 0 0 0 0 0 0 1906253 0 0 0 X ACHILLES TRACK CLUB INC 42 W 38TH STREET SUITE 400 NEW YORK NY 10018 NONE PUBLIC CHARITY GENERAL 1000 THE AMERICAN PROSPECT 1710 RHODE ISLAND AVE 12TH FLOOR WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 5000 ASPEN MUSIC FESTIVAL AND SCHOOL 225 MUSIC SCHOOL ROAD ASPEN CO 81611 NONE PUBLIC CHARITY GENERAL 8500 AUTHOR'S GUILD FOUNDATION 31 EAST 32ND STREET 7TH FLOOR NEW YORK NY 10016 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 25000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 BRAZELTON TOUCHPOINTS FOUNDATION 1295 BOYLSTON STREET STE 320 BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 25000 CALLEN-LORDE COMMUNITY HEALTH CENTER 356 WEST 18TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 1000 CENTER FOR REPRODUCTIVE RIGHTS 120 WALL STREET NEW YORK NY 10005 NONE PUBLIC CHARITY GENERAL 50000 CENTER ON BUDGET AND POLICY PRIORITIES 820 FIRST STREET NE STE 510 WASHINGTON DC 20002 NONE PUBLIC CHARITY GENERAL 30000 CENTRAL PARK CONSERVANCY INC 14 E 60TH STREET NEW YORK NY 10022 NONE PUBLIC CHARITY GENERAL 1000 CENTRAL SCHOOL PTA 881 ORIENTA AVENUE MAMARONECK NY 10543 NONE PUBLIC CHARITY GENERAL 15000 CHILDREN OF BELLEVUE 462 FIRST AVENUE ME-15 NEW YORK NY 10016 NONE PUBLIC CHARITY GENERAL 10000 CHILDREN'S HEALTH WATCH 88 E NEWTON STREET VOSE HALL 4TH FLOOR SM 423 BOSTON MA 02118 NONE PUBLIC CHARITY GENERAL 25000 CHILDREN'S HOSPITAL TRUST 1 AUTUMN 731 BOSTON MA 02115 NONE PUBLIC CHARITY GENERAL 4000 CHILDREN'S MUSEUM OF MANHATTAN 212 WEST 83RD STREET NEW YORK NY 10024 NONE PUBLIC CHARITY GENERAL 1600 CHILDREN'S RESEARCH AND EDUCATION INSTITUTE 2 BRIGHTON STREET 2ND FLOOR BELMONT MA 02478 NONE PUBLIC CHARITY GENERAL 583000 CITIZEN SCHOOLS INC 308 CONGRESS STREET BOSTON MA 02210 NONE PUBLIC CHARITY GENERAL 2500 COLUMBIA UNIVERSITY SCHOOL OF SOCIAL WORK 1255 AMSTERDAM AVENUE NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 CORNELL UNIVERSITY FOUNDATION DAY HALL LOBBY CORNELL UNIVERSITY ITHACA NY 14853 NONE PUBLIC CHARITY FFOX - 06/07/13 03:31PM WORKSHEET PRIVATE FOUNDATION 6600 COUNCIL FOR THE ARTS AT MIT 77 MASS AVENUE CAMBRIDGE MA 02139 NONE PUBLIC CHARITY GENERAL 5000 DALTON SCHOOL 108 EAST 89TH STREET NEW YORK NY 10128 NONE PUBLIC CHARITY GENERAL 5000 DEMOCRACY NOW 207 W 25TH STREET FL 11 NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 1000 ECONOMIC POLICY INSTITUTE 1333 H STREET NW STE 300 EAST TOWER WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 50000 ERIC CARLE MUSEUM 125 WEST BAY ROAD AMHERST MA 01002 NONE PUBLIC CHARITY GENERAL 5000 ETHICAL CULTURE FIELDSTON SCHOOLS 33 CENTRAL PARK WEST NEW YORK NY 10023 NONE PUBLIC CHARITY GENERAL 5000 FOOD RESEARCH AND ACTION CENTER 1875 CONNECTICUT AVE NW SUITE 540 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 5000 FREEDOM TO READ FOUNDATION 50 EAST HURON STREET CHICAGO IL 60611 NONE PUBLIC CHARITY GENERAL 10000 FRESH AIR FUND 633 THIRD AVENUE 14TH FLOOR NEW YORK NY 10017 NONE PUBLIC CHARITY GENERAL 6000 GAY MEN'S HEALTH CRISIS INC 119 WEST 24TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 5000 GERMAINE LAWRENCE INCORPORATED 18 CLAREMONT AVENUE ARLINGTON MA 02476 NONE PUBLIC CHARITY GENERAL 2000 GUTTMACHER INSTITUTE 125 MAIDEN LANE 7TH FLOOR NEW YORK NY 10038 NONE PUBLIC CHARITY GENERAL 20000 HARRIS THEATER FOR MUSIC AND DANCE 205 E RANDOLPH DRIVE CHICAGO IL 60601 NONE PUBLIC CHARITY GENERAL 5000 INSTITUTE ON TAXATION AND ECONOMIC POLICY 1616 P STREET NW SUITE 200 WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 66407 JOHN FITZGERALD KENNEDY LIBRARY FOUNDATION INC COLUMBUS POINT BOSTON MA 02125 NONE PUBLIC CHARITY GENERAL 15000 LESLEY UNIVERSITY 29 EVERETT STREET CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 5000 LITTLE RED SCHOOL HOUSE 14 E CASINO ROAD BUILDING A EVERETT WA 98208 NONE PUBLIC CHARITY GENERAL 1000 MASSACHUSETTS ALLIANCE ON TEEN PREGNANCY 105 CHAUNCY STREET BOSTON MA 02111 NONE PUBLIC CHARITY GENERAL 12000 MASSACHUSETTS GENERAL HOSPITAL - THE STOECKLE CENTER 15 PARKMAN STREET BOSTON MA 02114 NONE PUBLIC CHARITY GENERAL 10000 MATH FOR AMERICA 160 FIFTH AVENUE 8TH FLOOR NEW YORK NY 10010 NONE PUBLIC CHARITY GENERAL 10000 MEMORIAL SLOAN-KETTERING CANCER CENTER 1275 YORK AVENUE NEW YORK NY 10065 NONE PUBLIC CHARITY GENERAL 5000 METROPOLITAN OPERA LINCOLN CENTER PLAZA NEW YORK NY 10023 NONE PUBLIC CHARITY GENERAL 9755 MILTON ACADEMY 170 CENTER STREET MILTON MA 02186 NONE PUBLIC CHARITY GENERAL 10000 MOSHOLU MONTEFIORE COMMUNITY CENTER 3450 DEKALB AVENUE BRONX NY 10467 NONE PUBLIC CHARITY GENERAL 2000 MOUNT ZION TEMPLE 1300 SUMMIT AVENUE ST PAUL MN 55105 NONE PUBLIC CHARITY GENERAL 10000 NARAL PRO-CHOICE AMERICA FOUNDATION 1156 15TH STREET NW SUITE 700 WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 10000 NATIONAL COALITION AGAINST CENSORSHIP 275 SEVENTH AVENUE NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 15000 NATIONAL PARTNERSHIP FOR WOMEN AND FAMILIES 1875 CONNECTICUT AVENUE NW SUITE 650 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 15000 NEW YORK CITY AUDUBON 71 W 23RD STREET NEW YORK NY 10010 NONE PUBLIC CHARITY GENERAL 1000 NEW YORK ROAD RUNNERS FOUNDATION 9 EAST 89TH STREET NEW YORK NY 10128 NONE PUBLIC CHARITY GENERAL 1000 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 5000 NEW VENTURE FUND 1201 CONNECTICUT AVE NW STE 300 WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 110000 NEWARK PUBLIC RADIO - WBGO 54 PARK PLACE NEWARK NJ 07102 NONE PUBLIC CHARITY GENERAL 1000 OGLALA LAKOTA COLLEGE 127 KNOLLWOOD DR RAPID CITY SD 57701 NONE PUBLIC CHARITY GENERAL 1000 ON THE RISE INC 341 BROADWAY CAMBRIDGE MA 02139 NONE PUBLIC CHARITY GENERAL 5000 PAUL TAYLOR FOUNDATION 551 GRAND STREET NEW YORK NY 10002 NONE PUBLIC CHARITY GENERAL 2500 PEN AMERICAN CENTER 588 BROADWAY SUITE 303 NEW YORK NY 10012 NONE PUBLIC CHARITY GENERAL 10000 PLANNED PARENTHOOD OF CENTRAL TEXAS 301 S HENDERSON FORT WORTH TX 76104 NONE PUBLIC CHARITY GENERAL 5000 PLANNED PARENTHOOD FEDERATION OF AMERICA INC 434 WEST 33RD STREET NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 50000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 75000 PLANNED PARENTHOOD OF ROCKY MOUNTAINS 7155 E 38TH AVENUE DENVER CO 80207 NONE PUBLIC CHARITY GENERAL 5000 POLICE ATHLETIC LEAGUE 34 EAST 12TH STREET NEW YORK NY 10003 NONE PUBLIC CHARITY GENERAL 1000 POLITICAL RESEARCH ASSOCIATES 1310 BROADWAY SOMERVILLE MA 02144 NONE PUBLIC CHARITY GENERAL 25000 QUIT (QUAKER INITIATIVE TO END TORTURE) 7514 KENSINGTON STREET PITTSBURGH PA 15221 NONE PUBLIC CHARITY GENERAL 6500 REACH OUT AND READ 56 ROLAND STREET STE 100D BOSTON MA 02129 NONE PUBLIC CHARITY GENERAL 10000 RESOURCES FOR CHILD CARING 2021 E HENNEPIN AVE 250 MINNEAPOLIS MN 55413 NONE PUBLIC CHARITY GENERAL 10000 RIVERSIDE PARK FUND 475 RIVERSIDE DRIVE SUITE 455 NEW YORK NY 10115 NONE PUBLIC CHARITY GENERAL 5000 SEEGER- BARTLETT SCHOLARSHIP FOUNDATION PO BOX 1 HANCOCK VT 05748 NONE PUBLIC CHARITY GENERAL 50000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 12500 SHARE OUR STRENGTH 1730 M STREET STE 700 WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 5000 SOUTH END COMMUNITY HEALTH CENTER INC 1601 WASHINGTON STREET BOSTON MA 02118 NONE PUBLIC CHARITY GENERAL 50000 STREET SQUASH 40 WEST 116TH STREET NEW YORK NY 10026 NONE PUBLIC CHARITY GENERAL 66407 TOWN SCHOOL 540 EAST 76TH STREET NEW YORK NY 10021 NONE PUBLIC CHARITY GENERAL 4000 UNIVERSITY OF CALIFORNIA 1111 FRANKLIN ST 12 FL OAKLAND CA 94607 NONE PUBLIC CHARITY GENERAL 160000 UNIVERSITY OF NORTH CAROLINA 301 EAST CAMERON AVENUE CHAPEL HILL NC 27514 NONE PUBLIC CHARITY GENERAL 137875 VANDERBILT UNIVERSITY INSTITUTE FOR PUBLIC POLICY STUDIES BOX 1817 STATION B VANDERBILT UNIVERSITY NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VANDERBILT UNIVERSITY MEDICAL CENTER VU STATION B 357727 NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VILLAGE COMMUNITY SCHOOL 272 WEST 10TH STREET NEW YORK NY 10014 NONE PUBLIC CHARITY GENERAL 1000 VOICES FOR PROGRESS EDUCATION FUND 1220 19TH STREET NW STE 205 WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 10000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 50000 WHEATON COLLEGE 501 COLLEGE AVENUE WHEATON IL 60187 NONE PUBLIC CHARITY GENERAL 10000 WNYC RADIO PO BOX 1550 NEW YORK NY 10116 NONE PUBLIC CHARITY GENERAL 1000 YALE UNIVERSITY PO BOX 2038 NEW HAVEN CT 06521 NONE PUBLIC CHARITY GENERAL 6200 YALE UNIVERSITY CHILD CTR CALVIN HILL DAY CARE CTR 150 HIGHLAND STREET NEW HAVEN CT 06511 NONE PUBLIC CHARITY GENERAL 24200 ZERO TO THREE 1255 23RD STREET NW STE 350 WASHINGTON DC 20037 NONE PUBLIC CHARITY GENERAL 10000 2102044 0 14 1266923 900001 18 3508001 PARTNERSHIP INCOME/(LOSS) 900001 -25252 14 53813 MISCELLANEOUS 14 -641 -25252 4828096 0 4802844 0 0 0 0 0 0 0 0 0 0 TAX PREP FEES 5600 5600 0 BONDS 6278745 6458394 EQUITIES 19608625 21832403 0 0 0 0 OTHER AT COST 13379027 13636274 LEGAL FEES 792 792 0 PARTNERSHIP INCOME ADJUSTMENT 286045 BASIS ADJUSTMENTS 80733 PARTNERSHIP DEDUCTIONS 35359 35359 0 ADR FEES 164 164 0 CMO EXPENSES 2494 2494 0 PARTNERSHIP INCOME/(LOSS) 28561 53813 28561 MISCELLANEOUS -641 -641 -641 PARTNERSHIP DISTRIBUTIONS 17745 INVESTMENT ADVISORY FEES 165478 165478 0 CUSTODY FEES 16259 16259 0 H&L FEES 13875 13875 0 ILLINOIS ANNUAL REPORT 25 25 0 ESTIMATES 10000 0 0 FOREIGN TAXES PAID 25165 25165 0