E A MORRIS CHARITABLE FOUNDATION: Form 990PF, tax year 2012

View the entire original 990 at ProPublica ↗

Organization: E A MORRIS CHARITABLE FOUNDATION (EIN 58-1413060)
Tax period: 2012-01-01 to 2012-12-31
Filed: 2013-11-13
IRS object ID: 201313179349100111
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
Depreciation Schedule
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Land Etc Schedule2
Other Assets Schedule
Other Expenses Schedule
Other Income Schedule2
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-11-13T08:38:03-06:00	Timestamp
Tax Period End Date	2012-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Field	Value	IRS element (for citing)
EIN	562231176	EIN

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	KB MORGAN PLLC	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	405 BATTLEGROUND AVENUE SUITE 101	AddressLine1
City	GREENSBORO	City
State	NC	State
ZIP Code	27401	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	581413060	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	EA Morris Charitable Foundation	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	EAMO	NameControl
Phone	9194039498	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	3802 Swarthmore Road	AddressLine1
City	Durham	City
State	NC	State
ZIP Code	27707	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	KENNETH B MORGAN	Name
Title	VICE PRESIDENT & TREASURER	Title
Phone	3362712870	Phone
Date Signed	2013-11-13	DateSigned
Authorize Third Party	0	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	K BARRY MORGAN	Name
PTIN	P00006346	PTIN
Phone	3362712870	Phone
Self Employed	X	SelfEmployed

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)
Exempt PF	X	ExemptPF
FMV Assets EOY	12216326	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	372092	DividendsRevAndExpnss
Dividends Net Invst Incm	372092	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	-21058	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	8962701	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	0	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	367	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	367	OtherIncomeNetInvstIncm
Total Revenue And Expenses	351401	TotalRevenueAndExpenses
Total Net Investment Income	372459	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	166529	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	8503	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	8326	CompOfcrDirTrstDsbrsChrtblPrps
Taxes Rev And Expnss	4354	TaxesRevAndExpnss
Taxes Net Invst Incm	4344	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	180	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Occupancy Rev And Expnss	6330	OccupancyRevAndExpnss
Occupancy Net Invst Incm	0	OccupancyNetInvstIncm
Occupancy Dsbrs Chrtbl Prps	0	OccupancyDsbrsChrtblPrps
Trav Conf Meeting Rev And Expnss	2216	TravConfMeetingRevAndExpnss
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Dsbrs Chrtbl Prps	0	TravConfMeetingDsbrsChrtblPrps
Other Expenses Rev And Expnss	103751	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	98716	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	0	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	283360	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	111563	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	8326	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	330000	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	330000	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	613360	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	111563	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	338326	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-261959	ExcessOfRevenueOverExpenses
Net Investment Income	260896	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	437681	CashBOY
Cash EOY	19750	CashEOY
Cash EOYFMV	19750	CashEOYFMV
Savings And Temp Cash Invst EOY	628346	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	637231	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	1265642	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	1432676	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	1450281	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	7995924	InvestmentsCorpStockBOY
Investments Corp Stock EOY	8755449	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	9305802	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	1737007	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	687728	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	724091	InvestmentsCorpBondsEOYFMV
Investments Other BOY	422114	InvestmentsOtherBOY
Investments Other EOY	60752	InvestmentsOtherEOY
Investments Other EOYFMV	66582	InvestmentsOtherEOYFMV
Land Building And Equipment Basis	958	LandBuildingAndEquipmentBasis
Accum Deprec Land Bldg And Equip	195	AccumDeprecLandBldgAndEquip
Land Building And Equipment BOY	881	LandBuildingAndEquipmentBOY
Land Building And Equipment EOY	763	LandBuildingAndEquipmentEOY
Land Building And Equipment EOYFMV	763	LandBuildingAndEquipmentEOYFMV
Other Assets BOY	0	OtherAssetsBOY
Other Assets EOY	11826	OtherAssetsEOY
Other Assets EOYFMV	11826	OtherAssetsEOYFMV
Total Assets BOY	11859249	TotalAssetsBOY
Total Assets EOY	11597290	TotalAssetsEOY
Total Assets EOYFMV	12216326	TotalAssetsEOYFMV
Total Liabilities BOY	0	TotalLiabilitiesBOY
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	4474067	CapitalStockBOY
Capital Stock EOY	4474067	CapitalStockEOY
Paid In Or Capital Surplus BOY	0	PaidInOrCapitalSurplusBOY
Paid In Or Capital Surplus EOY	0	PaidInOrCapitalSurplusEOY
Retained Earnings BOY	7385182	RetainedEarningsBOY
Retained Earnings EOY	7123223	RetainedEarningsEOY
Total Net Assets BOY	11859249	TotalNetAssetsBOY
Total Net Assets EOY	11597290	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	11859249	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	11597290	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	11859249	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-261959	ExcessOfRevenueOverExpenses
Other Increases	0	OtherIncreases
Subtotal	11597290	Subtotal
Other Decreases	0	OtherDecreases
Total Net Assets Fund Balances EOY	11597290	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1487 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses	How AcquiredHowAcquired
ADR FRESENIUS MED CRE AG &CO CUSIP XXX-XX-XXXX - 136.0000 SHS	2012-01-31	2012-12-13	4746	4862	-116	-116
ADR FRESENIUS MED CRE AG &CO CUSIP XXX-XX-XXXX - 44.0000 SHS	2012-01-31	2012-12-20	1515	1573	-58	-58
ALCATEL-LUCENT ADR CUSIP XXX-XX-XXXX - 2,669.0000 SHS	2012-01-31	2012-12-18	3683	4689	-1006	-1006
ALCATEL-LUCENT ADR CUSIP XXX-XX-XXXX - 2,184.0000 SHS	2012-01-31	2012-12-31	2884	3837	-953	-953
AMERICA MOVIL SAB DE CV ADR SERIES L CUSIP 02364W105 - 340.0000 SHS		2012-01-31	7905	7976	-71	-71
ASTELLAS PHARMA-UNSO ADR CUSIP 04623U102 - 170.0000 SHS	2011-03-11	2012-01-31	6931	6463	468	468
BANK OF AMERICA CORP CUSIP XXX-XX-XXXX - 670.0000 SHS		2012-01-31	4773	4610	163	163
BASF SE SPONSORED ADR CUSIP XXX-XX-XXXX - 25.0000 SHS	2012-01-31	2012-06-28	1607	1935	-328	-328
BAYTEX ENERGY CORP CUSIP 07317Q105 - 157.0000 SHS	2012-01-31	2012-06-25	5931	9012	-3081	-3081
BG GROUP PLC SPON ADR CUSIP XXX-XX-XXXX - 90.0000 SHS	2012-01-31	2012-06-07	1748	2034	-286	-286
BP PLC CUSIP G12793108 - 1,320.0000 SHS	2011-07-21	2012-01-31	9834	10098	-264	-264
BRIDGESTONE CORP ADR LTD CUSIP XXX-XX-XXXX - 140.0000 SHS		2012-09-24	6552	6509	43	43
BUNZL PLC SPON ADR CUSIP XXX-XX-XXXX - 18.0000 SHS	2012-01-31	2012-10-17	1595	1237	358	358
CARREFOUR SUPERMARCHE CUSIP F13923119 - 100.0000 SHS	2012-01-04	2012-01-31	2275	2348	-73	-73
CHINA MOBIL LTD SPONS ADR CUSIP 16941M109 - 41.0000 SHS	2012-01-31	2012-02-14	2094	2086	8	8
CNOOC LTD-ADR CUSIP XXX-XX-XXXX - 6.0000 SHS	2012-06-18	2012-07-27	1182	1209	-27	-27
CORNING INC CUSIP XXX-XX-XXXX - 180.0000 SHS	2011-06-24	2012-01-20	2598	3161	-563	-563
CORNING INC CUSIP XXX-XX-XXXX - 630.0000 SHS		2012-01-31	8033	10360	-2327	-2327
CREDIT SUISSE GROUP SPON ADR CUSIP XXX-XX-XXXX - 94.0000 SHS	2012-01-31	2012-06-27	1683	2446	-763	-763
CSL LTD UNSPON ADR CUSIP 12637N105 - 140.0000 SHS	2012-01-31	2012-08-08	2943	2316	627	627
DAICHI SANYO CO LTD SPONSORED ADR LEVEL 1 CUSIP 23381D102 - 420.0000 SHS	2011-04-14	2012-01-31	7946	7854	92	92
DIAGEO PLC SPONSORED ORD NEW CUSIP25243Q205 - 83.0000 SHS	2012-01-31	2012-06-19	8309	7348	961	961
ENI SPA SPON ADR CUSIP26874R108 - 60.0000 SHS	2011-03-10	2012-01-31	2663	2915	-252	-252
EXPERIAN PLC ADR CUSIP 30215C101 - 250.0000 SHS	2012-01-31	2012-04-03	3960	3390	570	570
EXPERIAN PLCADR CUSIP 30215C101 - 156.0000 SHS	2012-01-31	2012-11-09	2592	2115	477	477
FRANCE TELECOM SA CUSIP F4113C103 - 130.0000 SHS	2011-11-14	2012-01-31	1930	2253	-323	-323
GAFISA SA ADRCUSIP XXX-XX-XXXX - 386.0000 SHS	2012-01-31	2012-05-16	1233	2118	-885	-885
GOLDCORP INC CUSIP XXX-XX-XXXX - 280.0000 SHS		2012-12-19	10173	13483	-3310	-3310
HEWLETT PACKARD COMPANY CUSIP XXX-XX-XXXX - 420.0000 SHS		2012-01-31	11682	9797	1885	1885
HONDA MOTOR LTD NEW AMERICAN SHARES 10/76 CUSIP XXX-XX-XXXX - 60.0000 SHS	2011-04-14	2012-01-31	2044	2119	-75	-75
J SAINSBURY PLC CUSIP G77732173 - 430.0000 SHS	2011-03-28	2012-01-31	1913	2355	-442	-442
JUPITER TELECOM-UNSPON ADR CUSIP 48206M102 - 0.0008 SHS	2012-08-28	2012-08-24			0	0
KAO CORP-SPONSORED ADR CUSIP XXX-XX-XXXX - 185.0000 SHS	2012-01-31	2012-02-14	4761	4875	-114	-114
KDDI CORP-UNSPONSORED ADR CUSIP 48667L106 - 683.0000 SHS	2012-01-31	2012-04-09	10749	10791	-42	-42
LVMH MOET HENNESSY LOUIS VUITTON ADR CUSIP XXX-XX-XXXX - 73.0000 SHS	2012-01-31	2012-06-18	2184	2364	-180	-180
LVMH MOET HENNESSY LOUIS VUITTON ADR CUSIP XXX-XX-XXXX - 192.0000 SHS	2012-01-31	2012-08-20	6303	6219	84	84
MASCOCORP CUSIP XXX-XX-XXXX - 170.0000 SHS	2011-04-27	2012-01-31	2047	2210	-163	-163
MICROSOFT CORP CUSIP XXX-XX-XXXX - 40.0000 SHS	2011-02-24	2012-01-20	1181	1064	117	117
MICROSOFT CORPCUSIP XXX-XX-XXXX - 720.0000 SHS		2012-01-31	21286	18660	2626	2626
MTN GROUP LTD-SPONS ADR CUSIP 62474M108 - 561.0000 SHS	2012-01-31	2012-02-29	10100	9660	440	440
NEWS CORP INC-CL A CUSIP 65248E104 - 130.0000 SHS	2011-07-29	2012-01-06	2392	2086	306	306
NEWS CORP INC CL A CUSIP 65248E104 - 90.0000 SHS	2011-07-29	2012-01-20	1721	1444	277	277
NEWS CORP INC CL A CUSIP 65248E104 - 630.0000 SHS		2012-01-31	11929	10033	1896	1896
NOVO NORDISKAS ADR CUSIP XXX-XX-XXXX - 39.0000 SHS	2012-01-31	2012-05-31	5242	4666	576	576
NOVO NORDISKAS ADR CUSIP XXX-XX-XXXX - 14.0000 SHS	2012-01-31	2012-10-09	2280	1675	605	605
NTT DOCOMO INC ADR SPONSOREDADR BONY 1/200TH ORD CUSIP 62942M201 - 387.0000	2012-01-31	2012-05-09	6357	6876	-519	-519
OGX PETROLEO E GAS PARTICIPACOES SA-ADR CUSIP XXX-XX-XXXX - 717.0000 SHS	2012-01-31	2012-06-08	3472	6804	-3332	-3332
PENN WEST PETROLEUM LTD COM NEW CUSIP XXX-XX-XXXX - 250.0000 SHS	2012-01-31	2012-06-19	3372	5406	-2034	-2034
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 210.0000 SHS		2012-01-31	13742	13253	489	489
POTASH CORP OF SASKATCHEWAN INC CUSIP 73755L107 - 34.0000 SHS	2012-01-31	2012-02-14	1507	1588	-81	-81
POTASH CORP OF SASKATCHEWAN INC CUSIP 73755L107 - 177.0000 SHS	2012-01-31	2012-04-30	7455	8267	-812	-812
PRECISION DRILLING CORP CUSIP 74022D308 - 698.0000 SHS		2012-06-28	4330	7043	-2713	-2713
REED ELSEVIER PLC-SPOS ADR NEW CUSIP XXX-XX-XXXX - 68.0000 SHS	2012-01-31	2012-02-16	2345	2258	87	87
REED ELSEVIER PLC-SPOS ADRNEW CUSIP XXX-XX-XXXX - 75.0000 SHS	2012-01-31	2012-09-17	2924	2491	433	433
REED ELSEVIER PLC-SPOS ADRNEW CUSIP XXX-XX-XXXX - 38.0000 SHS	2012-01-31	2012-09-27	1474	1262	212	212
RIOTINTOPLC SPONSOREDADR CUSIP XXX-XX-XXXX - 165.0000 SHS	2012-01-31	2012-07-19	7736	9972	-2236	-2236
SAGE GROUP PLC/THE UNSPON CUSIP 78663S102 - 86.0000 SHS	2012-01-31	2012-09-17	1757	1594	163	163
SAGE GROUP PLC/THE UNSPON CUSIP 78663S102 - 281.0000 SHS	2012-01-31	2012-11-02	5578	5207	371	371
SAP AG-SPONSORED ADR CUSIP XXX-XX-XXXX - 54.0000 SHS	2012-01-31	2012-12-06	4263	3268	995	995
SCHNEIDER ELECTRIC-SA ADR CUSIP 80687P106 - 163.0000 SHS	2012-01-31	2012-06-28	1633	2036	-403	-403
SEVEN &I HOLDINGS ADR CUSIP 81783H105 - 50.0000 SHS	2011-03-28	2012-01-31	2801	2497	304	304
SOCIEDAD QUIMICA MINERAL DE CHILE S A SPONS ADRREPSTGSERBSHS CUSIP 83363510	2012-01-31	2012-02-14	1393	1401	-8	-8
SODEXHO SPON ADR CUSIP XXX-XX-XXXX - 25.0000 SHS	2012-01-31	2012-09-20	2000	1829	171	171
SOFTBANK CORP ADR CUSIP 83404D109 - 143.0000 SHS	2012-04-04	2012-09-20	2895	2047	848	848
SONY CORP ADR NEW CUSIP XXX-XX-XXXX - 110.0000 SHS	2011-04-14	2012-01-31	1998	3283	-1285	-1285
SUBSEA7 INC SPONSORED ADR CUSIP XXX-XX-XXXX - 71.0000 SHS	2012-01-31	2012-06-07	1411	1448	-37	-37
SUN HUNG KAI PPTYS LTD SPONSOREDADR HONGKONG CUSIP 86676H302 - 376.0000 SHS	2012-01-31	2012-03-22	5317	5215	102	102
SWISS RE LTD SPONSORED ADR CUSIP XXX-XX-XXXX - 40.0000 SHS	2011-06-03	2012-01-20	2192	2374	-182	-182
SWISS RE LTD SPONSORED	2011-06-03	2012-01-31	8593	9496	-903	-903
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR CUSIP XXX-XX-XXXX - 110.0000 SHS	2011-03-31	2012-01-31	2392	2580	-188	-188
TESCO PLC SPON ADR CUSIP XXX-XX-XXXX - 120.0000 SHS	2012-01-31	2012-09-19	2003	1832	171	171
TESCO PLC SPON ADR CUSIP XXX-XX-XXXX - 243.0000 SHS	2012-01-31	2012-12-06	3955	3711	244	244
TOYOTA MTR CORP ADR NEW 3/82 CUSIP XXX-XX-XXXX - 40.0000 SHS	2012-02-08	2012-09-17	3278	3241	37	37
TURKIYE GARANTI BANKSAI ADR CUSIP XXX-XX-XXXX - 1,137.0000 SHS	2012-01-31	2012-07-27	4401	4184	217	217
UNILEVER NV ADR CUSIP XXX-XX-XXXX - 90.0000 SHS	2011-01-13	2012-01-06	3000	2728	272	272
VALERO ENERGY CORP NEW (VALERO REFNG MKTING) CUSIP91913Y100 - 80.0000 SHS	2011-06-22	2012-01-31	1924	1994	-70	-70
VODAPHONE GROUP PLC SPONSORED ADR NEW CUSIP 92857W209 - 114.0000 SHS	2012-01-31	2012-02-14	3114	3085	29	29
VODAPHONE GROUP PLC SPONSORED ADR NEW CUSIP 92857W209 - 32.0000 SHS	2012-01-31	2012-08-16	937	866	71	71
VODAPHONE GROUP PLC SPONSORED ADR NEW CUSIP 92857W209 - 291.0000 SHS	2012-01-31	2012-10-17	8223	7874	349	349
WELLS FARGO COMPANY CUSIP XXX-XX-XXXX - 80.0000 SHS	2011-06-08	2012-01-31	2345	2071	274	274
WESTERN DIGITAL CORP CUSIP XXX-XX-XXXX - 140.0000 SHS		2012-01-31	5081	4447	634	634
SUBSEA 7 INC RTS SPONSOREDADR SALE OF RIGHTS CUSIP 03920877 - 370.0000 SHS	2012-08-29	2012-08-30	71	77	-6	-6
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR CUSIP XXX-XX-XXXX - 230.0000 SHS	2011-01-21	2012-01-31	5002	5519	-517	-517
TOYOTA MTR CORP ADR NEW 3/82 CUSIP XXX-XX-XXXX - 40.0000 SHS	2011-01-28	2012-01-31	2934	3310	-376	-376
UNILEVER NV ADR CUSIP XXX-XX-XXXX - 51.0000 SHS		2012-01-31	1695	1532	163	163
AEGON NV ORD AMER REG CUSIP XXX-XX-XXXX-1373 SHS		2002-01-31	6674	19834	-13160	-13160
ASTRAZENECA PLC SPON ADR CUSIP XXX-XX-XXXX-230 SHS		2002-01-31	11103	12600	-1497	-1497
AT&T INC CUSIP 00206R102-60 SHS	2005-05-23	2012-01-06	1787	1209	578	578
AT&T INC CUSIP 00206R102-336 SHS		2012-01-31	9897	7716	2181	2181
BANK OF AMERICA CUSIP XXX-XX-XXXX-320 SHS		2012-01-31	2227	36419	-34192	-34192
BANK OF AMERICA CUSIP XXX-XX-XXXX - 637.0000 SHS		2012-01-31	4538	11422	-6884	-6884
BB&T CORP CUSIP XXX-XX-XXXX - 190.0000 SHS	2008-08-27	2012-01-31	5176	5312	-136	-136
BOSTON SCIENTIFIC CORP CUSIP XXX-XX-XXXX - 1,060.0000 SHS		2012-01-31	6371	16421	-10050	-10050
BRASIL TELECOM S A SPONSORED ADR REPSTG COM CUSIP 10553M200 - 44.0000 SHS	2009-11-24	2012-01-31	288	736	-448	-448
BRASIL TELECOM-ADR SPONSORED ADR REPSTG PREFERRED SHARES CUSIP 10553M101 -	2009-11-24	2012-01-31	1473	2443	-970	-970
CANON INC ADR REP 5SHS CUSIP 138006309 - 46.0000 SHS		2012-01-31	1972	1401	571	571
CARREFOUR SUPERMARCHE CUSIP F13923119 - 360.0000 SHS		2012-01-31	8190	19778	-11588	-11588
CENTRAIS ELEC BRAZ COM ELBRAS ON SPON ADR SHRS CUSIP 15234Q207 - 310.0000 S	2009-12-01	2012-01-31	3182	5551	-2369	-2369
CHESAPEAKE ENERGY CORP CUSIP XXX-XX-XXXX - 480.0000 SHS		2012-01-31	10226	10696	-470	-470
CHEVRON CORPORATION CUSIP XXX-XX-XXXX - 20.0000 SHS	2010-03-15	2012-01-20	2127	1465	662	662
CHEVRON CORPORATION CUSIP XXX-XX-XXXX - 80.0000 SHS		2012-01-31	8241	5763	2478	2478
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 247.0000 SHS		2012-01-31	7603	9278	-1675	-1675
DEUTSCHE TELEKOM AG SPON ADR CUSIP XXX-XX-XXXX - 430.0000 SHS		2012-01-20	4915	8177	-3262	-3262
DEUTSCHE TELEKOM AG SPON ADR CUSIP XXX-XX-XXXX - 139.0000 SHS	2005-09-14	2012-01-31	1571	2607	-1036	-1036
ELI LILLY CO CUSIP XXX-XX-XXXX - 70.0000 SHS	2009-08-13	2012-01-20	2782	2275	507	507
ELI LILLY CO CUSIP XXX-XX-XXXX - 220.0000 SHS		2012-01-31	8757	7510	1247	1247
ENI SPA SPON ADR CUSIP 26874R108 - 110.0000 SHS		2012-01-20	4898	5205	-307	-307
ENI SPA SPON ADR CUSIP 26874R108 - 240.0000 SHS		2012-01-31	10653	10697	-44	-44
FRANCE TELECOM SPON ADR CUSIP 35177Q105 - 275.0000 SHS		2012-01-31	4151	5997	-1846	-1846
FRANCE TELECOM SA CUSIP F4113C103 - 500.0000 SHS		2012-01-31	7425	11584	-4159	-4159
FUJIFILM HLDGS CORP ADR 2 0RD CUSIP 35958N107 - 400.0000 SHS		2012-01-31	9480	12122	-2642	-2642
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 100.0000 SHS	2008-11-12	2012-01-06	1870	1689	181	181
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 530.0000 SHS		2012-01-31	9950	7160	2790	2790
GLAXOSMITHKLINE PLC-ADR CUSIP37733W105 - 250.0000 SHS		2012-01-31	11141	12935	-1794	-1794
HONDA MOTOR LTD NEW AMERICAN SHARES 10/76 CUSIP XXX-XX-XXXX - 170.0000 SHS	2009-12-01	2012-01-31	5791	5526	265	265
INTEL CORP CUSIP XXX-XX-XXXX - 270.0000 SHS	2008-10-24	2012-01-31	7151	3758	3393	3393
INTESA SANPAOLO SPON ADR CUSIP 46115H107 - 380.0000 SHS		2012-01-31	4378	8907	-4529	-4529
J SAINSBURY PLC ADR CUSIP G77732173 - 630.0000 SHS	2009-12-02	2012-01-31	2803	3415	-612	-612
J SAINSBURY PLC ADR (NEW) CUSIP XXX-XX-XXXX - 180.0000 SHS		2012-01-31	3254	4360	-1106	-1106
KEYCORP NEW CUSIP XXX-XX-XXXX - 410.0000 SHS	2008-06-12	2012-01-31	3185	4818	-1633	-1633
KONINKLIJKE AHOLD ADR CUSIP XXX-XX-XXXX - 220.0000 SHS	2009-12-01	2012-01-20	2933	3036	-103	-103
KROGER COMPANY COMMON CUSIP XXX-XX-XXXX - 160.0000 SHS	2009-07-24	2012-01-06	3868	3397	471	471
KROGER COMPANY COMMON CUSIP XXX-XX-XXXX - 340.0000 SHS		2012-01-31	8073	7105	968	968
LOWES COMPANIES INC CUSIP XXX-XX-XXXX - 110.0000 SHS	2009-10-28	2012-01-06	2895	2172	723	723
LOWES COMPANIES INC CUSIP XXX-XX-XXXX - 160.0000 SHS		2012-01-20	4246	3168	1078	1078
LOWES COMPANIES INC CUSIP XXX-XX-XXXX - 220.0000 SHS		2012-01-31	5930	4468	1462	1462
MARKS SPENCER PLC-ADR CUSIP XXX-XX-XXXX - 460.0000 SHS	2004-05-06	2012-01-20	4816	4692	124	124
MARKS SPENCER PLC-ADR CUSIP XXX-XX-XXXX - 730.0000 SHS		2012-01-31	7526	8633	-1107	-1107
MARSH AND MC LENNAN COMPANIES INC CUSIP XXX-XX-XXXX - 230.0000 SHS		2012-01-06	7135	5433	1702	1702
MARSH AND MC LENNAN COMPANIES INC CUSIP XXX-XX-XXXX - 210.0000 SHS		2012-01-31	6632	4883	1749	1749
MASCO CORP CUSIP XXX-XX-XXXX - 140.0000 SHS		2012-01-20	1729	2669	-940	-940
MASCO CORP CUSIP XXX-XX-XXXX - 310.0000 SHS	2008-05-21	2012-01-31	3734	5667	-1933	-1933
MERCK CO INC NEW CUSIP 58933Y105 - 50.0000 SHS	2008-09-03	2012-01-06	1928	960	968	968
MERCK CO INC NEW CUSIP 58933Y105 - 209.0000 SHS	2008-09-03	2012-01-31	8037	4011	4026	4026
MICROSOFT CORP CUSIP XXX-XX-XXXX - 190.0000 SHS	2010-12-31	2012-01-20	5610	5263	347	347
MITSUBISHI UFJ FINANCIAL ADR CUSIP XXX-XX-XXXX - 1,490.0000 SHS		2012-01-31	6830	15102	-8272	-8272
MIZUHO FINANCIAL GRP ADR CUSIP 60687Y109 - 2,110.0000 SHS		2012-01-11	5878	24644	-18766	-18766
MORRISON SUPERMARKETS CUSIP G62748119 - 1,220.0000 SHS	2005-05-24	2012-01-31	5392	4270	1122	1122
MS&AD INS GROUP HLDGS CUSIP XXX-XX-XXXX - 1,020.0000 SHS		2012-01-31	10465	19846	-9381	-9381
NIPPN TELEGRAPH & TELEPHONE CORP SPONSOREDADR CUSIP XXX-XX-XXXX - 200.0000 SH		2012-01-20	4961	4728	233	233
NIPPON TELEGRAPH & TELEPHONE CORP SPONSOREDADR CUSIP XXX-XX-XXXX - 490.0000 S		2012-01-31	12247	10459	1788	1788
NISSAN MTR LTD SPONS-ADR CUSIP XXX-XX-XXXX - 130.0000 SHS	2009-12-01	2012-01-20	2434	1947	487	487
NISSAN MTR LTD SPONS-ADR CUSIP XXX-XX-XXXX - 240.0000 SHS	2009-12-01	2012-01-31	4510	3595	915	915
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 270.0000 SHS		2012-01-06	5849	5751	98	98
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 535.0000 SHS		2012-01-31	11455	11414	41	41
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 50.0000 SHS		2012-01-06	2981	17631	-14650	-14650
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 75.0000 SHS	2009-12-01	2012-01-31	4441	4184	257	257
PORTUGAL TELECOM SGPS-SP ADR CUSIP XXX-XX-XXXX - 770.0000 SHS		2012-01-31	3885	8056	-4171	-4171
SAFEWAY INC NEW CUSIP XXX-XX-XXXX - 70.0000 SHS	2006-01-03	2012-01-20	1524	1657	-133	-133
SAFEWAY INC NEW CUSIP XXX-XX-XXXX - 410.0000 SHS		2012-01-31	9016	9484	-468	-468
SANOFI ADR CUSIP80105N105 - 60.0000 SHS	2006-11-17	2012-01-06	2152	2544	-392	-392
SANOFI ADR CUSIP80105N105 - 60.0000 SHS	2006-11-17	2012-01-20	2161	2544	-383	-383
SANOFI ADR CUSIP80105N105 - 290.0000 SHS		2012-01-31	10780	11315	-535	-535
SEVEN I HOLDINGS ADR CUSIP81783H105 - 60.0000 SHS	2010-07-16	2012-01-06	3336	2845	491	491
SEVEN I HOLDINGS ADR CUSIP81783H105 - 130.0000 SHS		2012-01-31	7284	6145	1139	1139
SONY CORP ADR NEW CUSIP XXX-XX-XXXX - 230.0000 SHS		2012-01-31	4178	7074	-2896	-2896
STMICROELECTRONICS NV SHS N Y REGISTRY CUSIP XXX-XX-XXXX - 1,060.0000 SHS	2005-05-27	2012-01-31	7097	16265	-9168	-9168
SUMITOMO MITSUI FINL GROUP INC SPON ADR CUSIP 86562M209 - 1,090.0000 SHS		2012-01-31	6919	15205	-8286	-8286
SUPERVALU INC CUSIP XXX-XX-XXXX - 429.0000 SHS		2012-01-31	2962	9739	-6777	-6777
TE CONNECTIVITY LTD CUSIP H84989104 - 70.0000 SHS	2010-08-19	2012-01-20	2516	1859	657	657
TE CONNECTIVITY LTDCUSIP H84989104 - 250.0000 SHS		2012-01-31	8503	6310	2193	2193
TELE NORTE LESTE PARTICIPACOES S A SPON ADRREPSTGPFD CUSIP XXX-XX-XXXX - 60.0	2001-12-03	2012-01-31	572	951	-379	-379
TELECOM ITALIA SPA SPON ADR CUSIP 87927Y102 - 1,490.0000 SHS		2012-01-31	15220	40322	-25102	-25102
TELEFONICA SA SPON ADR CUSIP XXX-XX-XXXX - 180.0000 SHS	2010-05-04	2012-01-31	3141	4034	-893	-893
TIM PARTICIPACOES SA SPONSOREDADR CUSIP 88706P205 - 9.8182 SHS	2001-12-03	2012-01-31	276	112	164	164
TOKIO MARINE HOLDING ADR CUSIP XXX-XX-XXXX - 445.0000 SHS		2012-01-31	11107	13444	-2337	-2337
TOTAL SA SPNS ADR CUSIP 89151E109 - 50.0000 SHS	2010-03-22	2012-01-20	2577	2846	-269	-269
TOTAL SA SPONS ADR CUSIP 89151E109 - 260.0000 SHS		2012-01-31	13757	14651	-894	-894
TOYOTA MTR CORP ADR NEW 3/82 CUSIP XXX-XX-XXXX - 70.0000 SHS	2009-11-16	2012-01-20	4976	5535	-559	-559
TOYOTA MTR CORP ADR NEW 3/82 CUSIP XXX-XX-XXXX - 80.0000 SHS		2012-01-31	5869	6072	-203	-203
VALERO ENERGY CORP NEW (VALERO REFNG MKTING) CUSIP 91913Y100 - 390.0000 SHS		2012-01-31	9381	6670	2711	2711
WELLS FARGO COMPANY CUSIP XXX-XX-XXXX - 160.0000 SHS		2012-01-20	4845	19480	-14635	-14635
WELLS FARGO COMPANY CUSIP XXX-XX-XXXX - 215.0000 SHS		2012-01-31	6302	8191	-1889	-1889
WESTERN DIGITAL CORP CUSIP XXX-XX-XXXX - 140.0000 SHS	2010-09-28	2012-01-20	4839	3771	1068	1068
WESTERN DIGITAL CORP CUSIP XXX-XX-XXXX - 120.0000 SHS	2010-09-28	2012-01-31	4355	3232	1123	1123
XEROX CORP CUSIP XXX-XX-XXXX - 980.0000 SHS		2012-01-31	7541	13013	-5472	-5472
BRAMBLES LTD-UNSPON ADR CUSIP XXX-XX-XXXX - 407.0000 SHS		2012-07-12	6		6	6
CREDIT SUISSE GROUP SPON ADR CUSIP XXX-XX-XXXX - 160.0000 SHS		2012-08-14	6		6	6
TIM PARTICIPACOES SA SPONSORED ADR CUSIP 88706P205 - 8.1818 SHS	2004-08-27	2012-01-31	230		230	230
ALLERGAN INC CUSIP XXX-XX-XXXX - 19.0000 SHS	2011-09-22	2012-01-20	1662	1539	123	123
ALLERGAN INC CUSIP XXX-XX-XXXX - 49.0000 SHS	2011-09-22	2012-05-18	4341	3970	371	371
ALLERGAN INC CUSIP XXX-XX-XXXX - 47.0000 SHS		2012-05-30	4237	3966	271	271
AMAZON COM INC CUSIP XXX-XX-XXXX - 6.0000 SHS		2012-01-20	1141	1240	-99	-99
AMAZON COM INC CUSIP XXX-XX-XXXX - 13.0000 SHS	2011-08-30	2012-02-16	2346	2713	-367	-367
AMAZON COM INC CUSIP XXX-XX-XXXX - 8.0000 SHS		2012-05-18	1711	1780	-69	-69
AMAZON COM INC CUSIP XXX-XX-XXXX - 6.0000 SHS	2011-09-14	2012-05-30	1263	1347	-84	-84
AMERICAN EXPRESS COMPANY CUSIP XXX-XX-XXXX - 42.0000 SHS		2012-01-20	2092	2114	-22	-22
AMERICAN EXPRESS COMPANY CUSIP XXX-XX-XXXX - 72.0000 SHS	2011-06-17	2012-05-18	3984	3476	508	508
AMERICAN EXPRESS COMPANY CUSIP XXX-XX-XXXX - 32.0000 SHS		2012-05-18	1769	1573	196	196
AMERICAN EXPRESS COMPANY CUSIP XXX-XX-XXXX - 76.0000 SHS	2011-06-22	2012-05-30	4219	3802	417	417
AMERICAN TOWER CORP REIT CUSIP 03027X100 - 43.0000 SHS	2011-09-12	2012-05-30	2836	2228	608	608
SA/NV-SPONSORED ADR CUSIP 03524A108 - 15.0000 SHS	2012-05-04	2012-05-18	1024	1104	-80	-80
SA/NV-SPONSORED ADR CUSIP 03524A108 - 15.0000 SHS	2012-05-04	2012-05-30	1015	1104	-89	-89
BAIDU INCADR CUSIP XXX-XX-XXXX - 3.0000 SHS	2011-09-14	2012-01-20	368	447	-79	-79
BAIDU INCADR CUSIP XXX-XX-XXXX - 8.0000 SHS	2011-09-14	2012-05-18	926	1193	-267	-267
BAIDU INCADR CUSIP XXX-XX-XXXX - 9.0000 SHS	2011-09-14	2012-05-30	1062	1342	-280	-280
BIOGEN IDEC INC CUSIP 09062X103 - 30.0000 SHS		2012-05-18	3943	3664	279	279
BIOGEN IDEC INC CUSIP 09062X103 - 25.0000 SHS		2012-05-30	3285	3147	138	138
BOEING CO CUSIP XXX-XX-XXXX - 12.0000 SHS	2011-04-29	2012-01-20	903	960	-57	-57
BOEING CO CUSIP XXX-XX-XXXX - 33.0000 SHS	2011-04-29	2012-04-11	2385	2640	-255	-255
BOEING CO CUSIP XXX-XX-XXXX - 10.0000 SHS	2011-12-28	2012-05-18	690	741	-51	-51
BOEING CO CUSIP XXX-XX-XXXX - 30.0000 SHS	2011-12-28	2012-05-30	2082	2223	-141	-141
BROADCOM CORP CLA CUSIP XXX-XX-XXXX - 24.0000 SHS	2012-02-29	2012-05-18	751	890	-139	-139
BROADCOM CORP CLA CUSIP XXX-XX-XXXX - 34.0000 SHS	2012-02-29	2012-05-24	1057	1261	-204	-204
CAPITAL ONE FINANCIAL CORP CUSIP 14040H105 - 78.0000 SHS		2012-01-20	3570	3584	-14	-14
CAPITAL ONE FINANCIAL CORP CUSIP 14040H105 - 40.0000 SHS		2012-05-14	2123	1727	396	396
CAPITAL ONE FINANCIAL CORP CUSIP 14040H105 - 109.0000 SHS		2012-05-18	5340	4818	522	522
CAPITAL ONE FINANCIAL CORP CUSIP 14040H105 - 127.0000 SHS		2012-05-30	6438	6025	413	413
CATERPILLAR INC CUSIP XXX-XX-XXXX - 25.0000 SHS	2012-01-26	2012-05-18	2212	2822	-610	-610
CATERPILLAR INC CUSIP XXX-XX-XXXX - 31.0000 SHS		2012-05-30	2782	3548	-766	-766
CHEVRON CORPORATION CUSIP XXX-XX-XXXX - 21.0000 SHS	2012-05-22	2012-05-30	2062	2091	-29	-29
CISCO SYSTEMS IN CUSIP 17275R102 - 48.0000 SHS	2011-10-10	2012-01-20	954	819	135	135
CISCO SYSTEMS INCCUSIP 17275R102 - 127.0000 SHS		2012-05-18	2094	2392	-298	-298
CISCO SYSTEMS INCCUSIP 17275R102 - 191.0000 SHS		2012-05-24	3127	3699	-572	-572
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 129.0000 SHS	2011-10-18	2012-01-17	3660	3794	-134	-134
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 40.0000 SHS	2011-10-18	2012-01-20	1181	1177	4	4
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 84.0000 SHS		2012-05-15	2382	2552	-170	-170
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 140.0000 SHS		2012-05-18	3622	4405	-783	-783
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 160.0000 SHS		2012-05-30	4202	5477	-1275	-1275
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 14.0000 SHS	2012-05-22	2012-05-30	1033	1093	-60	-60
COACH INC CUSIP XXX-XX-XXXX - 38.0000 SHS	2011-09-30	2012-01-11	2332	2025	307	307
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 65.0000 SHS	2011-08-24	2012-01-20	2770	2236	534	534
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 27.0000 SHS	2011-08-24	2012-02-07	1164	929	235	235
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 140.0000 SHS		2012-05-18	6221	4990	1231	1231
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 132.0000 SHS		2012-05-30	5992	5277	715	715
DIRECTV CLASS A COMMON CUSIP25490A101 - 92.0000 SHS	2011-09-27	2012-02-17	4112	4107	5	5
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 9.0000 SHS	2011-03-01	2012-01-20	352	391	-39	-39
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 12.0000 SHS	2012-01-25	2012-05-18	525	475	50	50
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 100.0000 SHS		2012-05-30	4510	4057	453	453
E M C CORP MASS CUSIP XXX-XX-XXXX - 43.0000 SHS	2011-05-12	2012-01-20	997	1193	-196	-196
E M C CORP MASS CUSIP XXX-XX-XXXX - 113.0000 SHS		2012-05-11	2984	2853	131	131
E M C CORP MASS CUSIP XXX-XX-XXXX - 86.0000 SHS	2011-10-18	2012-05-16	2231	2071	160	160
E M C CORP MASS CUSIP XXX-XX-XXXX - 78.0000 SHS		2012-05-18	1941	1894	47	47
E M C CORP MASS CUSIP XXX-XX-XXXX - 83.0000 SHS	2011-10-24	2012-05-30	1992	2018	-26	-26
EBAY INC CUSIP XXX-XX-XXXX - 52.0000 SHS	2012-05-29	2012-05-30	2105	2146	-41	-41
ENSCO PLC CLASS A CUSIP G3157S106 - 66.0000 SHS	2011-10-12	2012-05-30	3121	2973	148	148
ENSCO PLC SPONSOREDADR CUSIP 29358Q109 - 14.0000 SHS		2012-01-20	714	628	86	86
ENSCO PLC SPONSOREDADR CUSIP 29358Q109 - 22.0000 SHS	2011-10-12	2012-05-18	1042	991	51	51
EXPRESS SCRIPTS HLDG CO CUSIP30219G108 - 60.0000 SHS	2011-08-01	2012-05-18	3049	3201	-152	-152
EXPRESS SCRIPTS HLDG CO CUSIP30219G108 - 92.0000 SHS		2012-05-30	4837	4765	72	72
EXXON MOBIL CORP CUSIP30231G102 - 38.0000 SHS	2011-04-04	2012-01-20	3317	3217	100	100
EXXON MOBIL CORP CUSIP30231G102 - 19.0000 SHS	2011-04-04	2012-02-09	1612	1609	3	3
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 174.0000 SHS	2011-12-14	2012-01-20	3327	2901	426	426
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 344.0000 SHS		2012-05-18	6491	5782	709	709
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 363.0000 SHS		2012-05-30	6928	6472	456	456
GENERAL MOTORS CO CUSIP 37045V100 - 82.0000 SHS		2012-01-20	2045	1999	46	46
GENERAL MOTORS CO CUSIP 37045V100 - 78.0000 SHS	2011-10-24	2012-04-11	1888	1948	-60	-60
GENERAL MOTORS CO CUSIP 37045V100 - 80.0000 SHS		2012-05-08	1757	1948	-191	-191
GENERAL MOTORS CO CUSIP 37045V100 - 96.0000 SHS		2012-05-18	2027	2202	-175	-175
GENERAL MOTORS CO CUSIP 37045V100 - 98.0000 SHS	2012-01-26	2012-05-30	2158	2473	-315	-315
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 17.0000 SHS	2011-12-05	2012-01-20	803	679	124	124
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 86.0000 SHS		2012-05-18	4299	4028	271	271
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 84.0000 SHS		2012-05-30	4231	4120	111	111
GOOGLE INCCLA CUSIP 38259P508 - 4.0000 SHS	2011-08-11	2012-01-20	2329	2215	114	114
GOOGLE INCCLA CUSIP 38259P508 - 6.0000 SHS	2011-08-11	2012-01-25	3421	3347	74	74
GOOGLE INCCLA CUSIP 38259P508 - 4.0000 SHS	2011-08-11	2012-03-09	2404	2264	140	140
GOOGLE INCCLA CUSIP 38259P508 - 12.0000 SHS		2012-05-18	7202	6498	704	704
GOOGLE INCCLA CUSIP 38259P508 - 11.0000 SHS		2012-05-30	6444	6011	433	433
HALLIBURTON COMPANY CUSIP XXX-XX-XXXX - 34.0000 SHS	2011-08-15	2012-01-20	1226	1602	-376	-376
HALLIBURTON COMPANY CUSIP XXX-XX-XXXX - 115.0000 SHS		2012-02-15	4054	5043	-989	-989
HOME DEPOT INC CUSIP XXX-XX-XXXX - 63.0000 SHS	2011-10-18	2012-01-20	2793	2268	525	525
HOME DEPOT INC CUSIP XXX-XX-XXXX - 76.0000 SHS		2012-05-18	3571	2765	806	806
HOME DEPOT INC CUSIP XXX-XX-XXXX - 108.0000 SHS		2012-05-30	5292	3945	1347	1347
INTEL CORP CUSIP XXX-XX-XXXX - 31.0000 SHS		2012-01-20	817	690	127	127
INTEL CORP CUSIP XXX-XX-XXXX - 163.0000 SHS	2011-10-05	2012-03-01	4375	3547	828	828
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 10.0000 SHS	2011-09-14	2012-05-30	1947	1693	254	254
JOHNSON & JOHNSON CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-05-12	2012-01-20	980	1010	-30	-30
JOHNSON & HOHNSONCUSIP XXX-XX-XXXX - 30.0000 SHS		2012-02-09	1948	2013	-65	-65
JOHNSON & JOHNSONCUSIP XXX-XX-XXXX - 66.0000 SHS	2011-06-29	2012-04-13	4200	4388	-188	-188
JPMORGAN CHASE CO CUSIP46625H100 - 41.0000 SHS	2011-08-15	2012-01-20	1531	1507	24	24
JPMORGAN CHASE CO CUSIP46625H100 - 139.0000 SHS		2012-05-14	5027	5148	-121	-121
JPMORGAN CHASE CO CUSIP46625H100 - 89.0000 SHS		2012-05-18	2971	3111	-140	-140
JPMORGAN CHASE CO CUSIP46625H100 - 49.0000 SHS	2011-10-19	2012-05-18	1633	1629	4	4
JPMORGAN CHASE CO CUSIP46625H100 - 93.0000 SHS		2012-05-30	3078	3812	-734	-734
KRAFT FOODS INC CL A CUSIP50075N104 - 47.0000 SHS	2011-09-07	2012-01-20	1812	1626	186	186
KRAFT FOODS INC CL A CUSIP50075N104 - 117.0000 SHS		2012-05-18	4497	4129	368	368
KRAFT FOODS INC CL A CUSIP50075N104 - 124.0000 SHS		2012-05-30	4752	4752	0	0
LAS VEGAS SANDS CORP CUSIP XXX-XX-XXXX - 55.0000 SHS		2012-05-18	2541	2817	-276	-276
LAS VEGAS SANDS CORP CUSIP XXX-XX-XXXX - 67.0000 SHS		2012-05-30	3188	3586	-398	-398
MASTERCARD INC CL A CUSIP 57636Q104 - 2.0000 SHS	2011-09-15	2012-01-20	679	695	-16	-16
MASTERCARD INC CL A CUSIP 57636Q104 - 8.0000 SHS		2012-01-23	2712	2818	-106	-106
MASTERCARD INC CL A CUSIP 57636Q104 - 7.0000 SHS		2012-05-18	2771	2418	353	353
MASTERCARD INC CL A CUSIP 57636Q104 - 9.0000 SHS	2011-09-23	2012-05-30	3699	3018	681	681
MCDONALDS CORP CUSIP XXX-XX-XXXX - 8.0000 SHS	2011-08-11	2012-05-18	718	677	41	41
MCDONALDS CORP CUSIP XXX-XX-XXXX - 33.0000 SHS	2011-08-11	2012-05-30	2977	2792	185	185
MERCK CO INC NEW CUSIP58933Y105 - 21.0000 SHS	2011-12-20	2012-01-20	823	776	47	47
MERCK CO INC NEW CUSIP58933Y105 - 106.0000 SHS	2011-12-20	2012-03-21	4000	3916	84	84
METLIFE INC CUSIP59156R108 - 32.0000 SHS	2011-06-29	2012-05-18	963	1390	-427	-427
METLIFE INC CUSIP59156R108 - 120.0000 SHS	2011-06-29	2012-05-30	3605	5212	-1607	-1607
MICROSOFTCORP CUSIP XXX-XX-XXXX - 117.0000 SHS	2011-07-19	2012-01-20	3450	3200	250	250
MICROSOFTCORP CUSIP XXX-XX-XXXX - 67.0000 SHS	2011-07-19	2012-05-14	2067	1833	234	234
MICROSOFTCORP CUSIP XXX-XX-XXXX - 232.0000 SHS		2012-05-18	6780	6160	620	620
MICROSOFTCORP CUSIP XXX-XX-XXXX - 248.0000 SHS		2012-05-30	7245	7016	229	229
MONSANTO CO NEW CUSIP 61166W101 - 14.0000 SHS	2011-11-15	2012-01-20	1117	1050	67	67
MONSANTO CO NEW CUSIP 61166W101 - 19.0000 SHS	2011-11-15	2012-03-01	1523	1425	98	98
MONSANTO CO NEW CUSIP 61166W101 - 26.0000 SHS	2011-11-30	2012-05-08	1890	1889	1	1
MONSANTO CO NEW CUSIP 61166W101 - 30.0000 SHS		2012-05-11	2175	2423	-248	-248
NEWS CORP INC-CLA CUSIP 65248E104 - 199.0000 SHS		2012-01-20	3803	3290	513	513
NEWS CORP INC-CLA CUSIP 65248E104 - 146.0000 SHS	2011-08-12	2012-01-25	2749	2414	335	335
NEWS CORP INC-CLA CUSIP 65248E104 - 218.0000 SHS		2012-05-18	4194	3613	581	581
NEWS CORP INC-CLA CUSIP 65248E104 - 217.0000 SHS	2011-08-24	2012-05-30	4265	3639	626	626
NIKE INC CLASS B CUSIP XXX-XX-XXXX - 12.0000 SHS	2011-11-10	2012-01-20	1220	1129	91	91
NIKE INC CLASS B CUSIP XXX-XX-XXXX - 32.0000 SHS		2012-05-18	3368	2951	417	417
NIKE INC CLASS B CUSIP XXX-XX-XXXX - 30.0000 SHS		2012-05-30	3265	2843	422	422
NORDSTROM INC CUSIP XXX-XX-XXXX - 38.0000 SHS	2012-03-06	2012-05-18	1855	2014	-159	-159
NORDSTROM INC CUSIP XXX-XX-XXXX - 43.0000 SHS		2012-05-30	2162	2349	-187	-187
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 15.0000 SHS	2012-02-02	2012-05-18	1192	1494	-302	-302
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 27.0000 SHS	2012-02-02	2012-05-30	2167	2689	-522	-522
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 31.0000 SHS	2012-05-16	2012-05-18	2106	2129	-23	-23
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 31.0000 SHS	2012-05-16	2012-05-30	2115	2129	-14	-14
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 77.0000 SHS	2011-03-15	2012-01-20	1685	1519	166	166
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 134.0000 SHS	2012-03-29	2012-05-30	2968	3006	-38	-38
PHILIP MORRIS INTERNATIONAL INC CUSIP XXX-XX-XXXX - 32.0000 SHS	2011-08-24	2012-01-18	2346	2235	111	111
PHILIP MORRIS INTERNATIONAL INC CUSIP XXX-XX-XXXX - 9.0000 SHS	2011-10-21	2012-01-20	670	629	41	41
PHILIP MORRIS INTERNATIONAL INC CUSIP XXX-XX-XXXX - 32.0000 SHS	2011-10-21	2012-05-18	2695	2236	459	459
PHILIP MORRIS INTERNATIONAL INC CUSIP XXX-XX-XXXX - 25.0000 SHS	2011-10-21	2012-05-30	2129	1747	382	382
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 18.0000 SHS	2011-10-19	2012-01-20	1072	935	137	137
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 41.0000 SHS	2011-10-19	2012-03-07	2373	2130	243	243
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 41.0000 SHS		2012-05-18	2508	2202	306	306
PNC FINANCIAL SERVICES GROUP CUSIP XXX-XX-XXXX - 34.0000 SHS	2012-01-18	2012-05-30	2097	2035	62	62
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 14.0000 SHS	2012-05-18	2012-05-30	2320	2359	-39	-39
PROCTOR & GAMBLR COCUSIP XXX-XX-XXXX - 5.0000 SHS	2011-05-13	2012-01-20	330	335	-5	-5
PROCTOR & GAMBLE CO CUSIP XXX-XX-XXXX - 32.0000 SHS	2011-05-13	2012-01-23	2077	2143	-66	-66
QUALCOMM INC CUSIP XXX-XX-XXXX - 32.0000 SHS	2011-04-14	2012-01-20	1842	1672	170	170
QUALCOMM INC CUSIP XXX-XX-XXXX - 54.0000 SHS	2011-11-14	2012-05-18	3016	3094	-78	-78
QUALCOMM INC CUSIP XXX-XX-XXXX - 101.0000 SHS		2012-05-30	5782	5678	104	104
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 29.0000 SHS	2011-06-03	2012-03-21	2150	2475	-325	-325
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 60.0000 SHS		2012-05-18	3838	5013	-1175	-1175
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 73.0000 SHS		2012-05-30	4717	5907	-1190	-1190
SCHWAB CHARLES CORP NEW CUSIP XXX-XX-XXXX - 144.0000 SHS	2012-03-07	2012-05-18	1773	2002	-229	-229
SCHWAB CHARLES CORP NEW CUSIP XXX-XX-XXXX - 168.0000 SHS		2012-05-30	2124	2369	-245	-245
UNITED PARCEL SERVICE-B CUSIP XXX-XX-XXXX - 32.0000 SHS	2012-02-02	2012-05-30	2387	2464	-77	-77
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 44.0000 SHS	2011-08-12	2012-05-18	3178	3150	28	28
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 52.0000 SHS		2012-05-30	3846	4015	-169	-169
UNITEDHEALTH GROUP INC CUSIP 91324P102 - 26.0000 SHS		2012-01-20	1352	1297	55	55
UNITEDHEALTH GROUP INC CUSIP 91324P102 - 42.0000 SHS	2011-06-20	2012-05-18	2264	2161	103	103
UNITEDHEALTH GROUP INC CUSIP 91324P102 - 38.0000 SHS	2011-06-20	2012-05-30	2128	1955	173	173
V F CORPORATION CUSIP XXX-XX-XXXX - 14.0000 SHS	2012-03-27	2012-05-18	1872	2128	-256	-256
V F CORPORATION CUSIP XXX-XX-XXXX - 16.0000 SHS		2012-05-30	2255	2387	-132	-132
VIACOM INC CL B CUSIP 92553P201 - 19.0000 SHS	2011-05-05	2012-01-20	904	955	-51	-51
VIACOM INC CL B CUSIP 92553P201 - 42.0000 SHS		2012-04-04	1936	2184	-248	-248
VIACOM INC CL B CUSIP 92553P201 - 96.0000 SHS		2012-05-01	4473	4826	-353	-353
VMWARE INC CLASS A CUSIP XXX-XX-XXXX - 20.0000 SHS	2012-03-02	2012-05-18	1952	2022	-70	-70
VMWARE INC CLASS A CUSIP XXX-XX-XXXX - 21.0000 SHS		2012-05-30	1978	2331	-353	-353
WELLPOINT INC CUSIP 94973V107 - 17.0000 SHS	2011-04-13	2012-01-20	1218	1176	42	42
WELLPOINT INC CUSIP 94973V107 - 24.0000 SHS	2011-04-13	2012-01-26	1536	1660	-124	-124
WELLPOINT INC CUSIP 94973V107 - 31.0000 SHS		2012-01-30	1994	2255	-261	-261
WELLPOINT INC CUSIP 94973V107 - 32.0000 SHS	2011-04-27	2012-01-31	2058	2336	-278	-278
BOEING CO - 21 SHS	2011-04-29	2012-05-18	1448	1680	-232	-232
DISNEY WALT COMPANY-106 SHS	2011-03-01	2012-05-18	4634	4608	26	26
EXXON MOBIL CORP - 61 SHS		2012-05-18	4953	5203	-250	-250
EXXON MOBIL CORP - 64 SHS	2011-04-05	2012-05-30	5173	5468	-295	-295
METLIFE INC - 68 SHS	2011-01-05	2012-01-20	2468	3139	-671	-671
METLIFE INC - 113 SHS		2012-05-18	3405	4988	-1583	-1583
METLIFE INC - 14 SHS	2011-03-02	2012-05-18	421	609	-188	-188
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 224.0000 SHS		2012-05-18	5034	4540	494	494
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 62.0000 SHS	2011-05-04	2012-05-30	1373	1265	108	108
QUALCOMM INC CUSIP XXX-XX-XXXX - 43.0000 SHS	2011-04-14	2012-05-18	2402	2247	155	155
AMERICAN TOWER CORP REIT CUSIP 03027X100 - 23.0000 SHS	2010-09-08	2012-01-20	1413	1134	279	279
AMERICAN TOWER CORP REIT CUSIP 03027X100 - 52.0000 SHS	2010-09-08	2012-05-18	3346	2564	782	782
AMERICAN TOWER CORP REIT CUSIP 03027X100 - 6.0000 SHS	2010-09-08	2012-05-30	396	296	100	100
APPLE INC-10 SHS	2009-11-25	2012-01-20	4206	2042	2164	2164
APPLE INC-17 SHS	2009-11-25	2012-05-18	9015	3471	5544	5544
APPLE INC-20 SHS	2009-11-25	2012-05-30	12525	4492	8033	8033
BOEING CO - 5 SHS	2010-03-11	2012-01-20	376	351	25	25
DIRECTV CLASS A COMMON CUSIP25490A101 - 79.0000 SHS	2009-12-11	2012-01-06	3484	2610	874	874
DIRECTV CLASS A COMMON CUSIP25490A101 - 106.0000 SHS		2012-01-11	4706	4119	587	587
DIRECTV CLASS A COMMON CUSIP25490A101 - 18.0000 SHS	2010-09-16	2012-01-20	775	741	34	34
DIRECTV CLASS A COMMON CUSIP25490A101 - 6.0000 SHS	2010-09-16	2012-02-17	268	247	21	21
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 19.0000 SHS	2010-03-10	2012-01-20	744	636	108	108
DU PONT E I DE NEMOURS AND COMPANY CUSIP XXX-XX-XXXX -18 SHS	2010-09-16	2012-01-20	887	779	108	108
DU PONT E I DE NEMOURS AND COMPANY CUSIP XXX-XX-XXXX - 41.0000 SHS	2010-09-16	2012-05-18	1963	1775	188	188
AND COMPANY CUSIP XXX-XX-XXXX - 43.0000 SHS	2010-09-16	2012-05-30	2085	1861	224	224
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 18.0000 SHS	2010-07-13	2012-05-18	915	871	44	44
EXPRESS SCRIPTS INC CLA CUSIP XXX-XX-XXXX - 31.0000 SHS	2010-07-13	2012-01-20	1601	1501	100	100
GOOGLE INC CL ACUSIP 38259P508 - 3.0000 SHS	2010-09-20	2012-01-20	1747	1521	226	226
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 11.0000 SHS		2012-01-20	2076	1424	652	652
INTERNATIONAL BUSINESSMACHINE CORP CUSIP XXX-XX-XXXX - 16.0000 SHS	2010-06-21	2012-04-19	3180	2099	1081	1081
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 32.0000 SHS		2012-05-18	6254	4186	2068	2068
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 19.0000 SHS	2010-06-23	2012-05-30	3700	2474	1226	1226
JPMORGAN CHASE CO CUSIP46625H100 - 74.0000 SHS	2010-08-05	2012-01-20	2764	3037	-273	-273
MCDONALDS CORP CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-12-08	2012-01-20	1827	1410	417	417
MCDONALS CORP CUSIP XXX-XX-XXXX - 10.0000 SHS	2010-12-08	2012-04-04	979	783	196	196
MCDONALDS CORPCUSIP XXX-XX-XXXX - 23.0000 SHS	2010-12-08	2012-05-18	2066	1802	264	264
METLIFE INC CUSIP 59156R108 - 21.0000 SHS	2010-09-14	2012-01-20	762	857	-95	-95
ORACLE CORPORATION CUSIP 68389X105 - 33.0000 SHS		2012-01-20	945	755	190	190
ORACEL CORPORATION CUSIP 68389X105 - 176.0000 SHS		2012-01-31	4958	4101	857	857
ORACLE CORPORATION CUSIP 68389X105 - 69.0000 SHS	2010-07-23	2012-03-29	2011	1691	320	320
ORACLE CORPORATION CUSIP 68389X105 - 76.0000 SHS	2010-07-23	2012-04-13	2167	1862	305	305
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 12.0000 SHS	2009-12-04	2012-01-20	2124	1323	801	801
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 29.0000 SHS		2012-05-18	4853	3210	1643	1643
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 16.0000 SHS	2009-12-18	2012-05-30	2651	1782	869	869
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 25.0000 SHS	2010-06-21	2012-01-20	1835	1528	307	307
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 29.0000 SHS	2010-06-21	2012-03-14	2143	1773	370	370
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 1.0000 SHS	2010-06-21	2012-03-21	74	61	13	13
UNION PACIFIC CORP CUSIP XXX-XX-XXXX - 20.0000 SHS	2009-11-25	2012-01-20	2255	1289	966	966
UNION PACIFIC CORP CUSIP XXX-XX-XXXX - 10.0000 SHS	2009-11-25	2012-03-14	1084	644	440	440
UNION PACIFIC CORP CUSIP XXX-XX-XXXX - 36.0000 SHS	2009-11-25	2012-05-18	3856	2320	1536	1536
UNION PACIFIC CORP CUSIP XXX-XX-XXXX - 34.0000 SHS	2009-11-25	2012-05-30	3754	2191	1563	1563
UNITED PARCEL SERVICE-B CUSIP XXX-XX-XXXX - 13.0000 SHS		2012-01-20	981	894	87	87
UNITED PARCEL SERVICE-B CUSIP XXX-XX-XXXX - 42.0000 SHS	2010-10-15	2012-05-18	3108	2931	177	177
UNITED PARCEL SERVICE-B CUSIP XXX-XX-XXXX - 13.0000 SHS	2010-10-15	2012-05-30	970	907	63	63
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 22.0000 SHS	2008-11-10	2012-01-20	1688	1166	522	522
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 57.0000 SHS		2012-05-16	4282	4180	102	102
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 3.0000 SHS	2010-10-15	2012-05-18	217	223	-6	-6
ALIGENT TECH INC CUSIP00846U101 - 34SHS	2012-10-08	2012-11-19	1274	1320	-46	-46
AMERICAN INTL GRP INC CUSIP XXX-XX-XXXX - 68SHS	2012-09-17	2012-11-19	2196	2368	-172	-172
APACHE CO COM CUSIP XXX-XX-XXXX - 4SHS	2012-01-23	2012-07-25	334	391	-57	-57
APACHE CO COM CUSIP XXX-XX-XXXX - 236SHS		2012-11-13	18490	23400	-4910	-4910
APPLIED MATERIALS INC CUSIP XXX-XX-XXXX - 406SHS	2011-03-02	2012-02-13	5225	6612	-1387	-1387
APPLIED MATERIALS INC CUSIP XXX-XX-XXXX - 1,111SHS	2011-03-02	2012-02-21	14241	18092	-3851	-3851
ATT INC CUSIP 00206R102 - 10SHS	2012-01-03	2012-07-25	354	305	49	49
ATT INC CUSIP 00206R102 - 34SHS	2012-01-03	2012-11-19	1149	1036	113	113
AVERY DENNISON CO CUSIP XXX-XX-XXXX - 287SHS	2011-03-02	2012-01-03	8470	11439	-2969	-2969
BB&T COCUSIP XXX-XX-XXXX - 450SHS	2012-01-30	2012-04-02	14101	12138	1963	1963
BRISTOL MYERS SQUIBB CO CUSIP XXX-XX-XXXX - 335SHS	2011-03-02	2012-01-03	11742	8578	3164	3164
CAPITAL ONE FIN CO CUSIP 14040H105 - 506SHS	2011-03-02	2012-01-30	22618	24630	-2012	-2012
CBS CO CL B CUSIP XXX-XX-XXXX - 367SHS	2011-03-02	2012-01-03	10162	8610	1552	1552
CHUBB CO CUSIP XXX-XX-XXXX - 160SHS	2011-08-01	2012-02-13	11053	9922	1131	1131
CHUBB CO CUSIP XXX-XX-XXXX - 7SHS	2011-08-01	2012-07-25	486	434	52	52
CISCO SYSTEMS INC CUSIP 17275R102 - 40SHS	2012-02-21	2012-07-25	618	815	-197	-197
CISCO SYSTEMS INC CUSIP 17275R102 - 46SHS	2012-02-21	2012-11-19	843	937	-94	-94
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 109SHS	2012-06-12	2012-07-25	2815	2979	-164	-164
CITIGROUP INC NEW CUSIP XXX-XX-XXXX - 101SHS	2012-06-12	2012-11-19	3648	2760	888	888
CMS ENERGY CORP CUSIP XXX-XX-XXXX - 623SHS	2011-03-02	2012-01-03	13672	11891	1781	1781
COMCAST CO NEW CL A CUSIP 20030N101 - 93SHS	2012-08-27	2012-11-19	3347	3165	182	182
CONOCOPHILIPS CUSIP 20825C104 - 27SHS	2011-08-29	2012-07-02	1500	1399	101	101
CONOCPHILIPS CUSIP 20825C104 - 280SHS		2012-07-16	15472	14630	842	842
CORNING INC CUSIP XXX-XX-XXXX - 801SHS		2012-02-06	10962	17141	-6179	-6179
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 8SHS	2012-07-09	2012-07-25	357	378	-21	-21
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 55SHS	2012-07-09	2012-11-19	2479	2596	-117	-117
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 18SHS	2012-11-13	2012-11-19	860	862	-2	-2
EMC CO MASS CUSIP XXX-XX-XXXX - 64SHS	2012-10-08	2012-11-19	1557	1747	-190	-190
EDISON INTL CUSIP XXX-XX-XXXX - 347SHS	2011-03-02	2012-01-23	14044	12917	1127	1127
GOLDMAN SACHS GRP INC CUSIP 38141G104 - 9SHS	2012-04-30	2012-07-25	864	1034	-170	-170
GOLDMAN SACHS GRP INC CUSIP 38141G104 - 28SHS	2012-04-30	2012-11-19	3327	3215	112	112
HUMANA INC CUSIP XXX-XX-XXXX - 75SHS	2011-10-10	2012-10-08	5538	5382	156	156
LORILLARD INC CUSIP XXX-XX-XXXX - 80SHS	2011-09-26	2012-02-13	9758	8699	1059	1059
LORILLARD INC CUSIP XXX-XX-XXXX - 100SHS		2012-04-30	13503	11039	2464	2464
MACYS INC CUSIP 55616P104 - 18SHS	2011-12-05	2012-07-25	622	595	27	27
MACYS INC CUSIP 55616P104 - 462SHS	2011-12-05	2012-10-08	18101	15265	2836	2836
MARATHON PETRO CORP CUSIP 56585A102 - 12SHS	2012-03-26	2012-07-25	533	539	-6	-6
MARATHON PETRO CORP CUSIP 56585A102 - 58SHS	2012-03-26	2012-11-19	3283	2604	679	679
MEADWESTVACO CORP CUSIP XXX-XX-XXXX - 388SHS	2011-03-02	2012-02-06	11669	11213	456	456
MERCK & CO CUSIP 58933Y105 - 10SHS	2012-06-25	2012-07-25	428	398	30	30
MERCK & CO CUSIP 58933Y105 - 57SHS	2012-06-25	2012-11-19	2465	2268	197	197
METLIFE INC CUSIP 59156R108 - 15SHS	2012-05-14	2012-07-25	430	514	-84	-84
METLIFE INC CUSIP 59156R108 - 42SHS	2012-05-14	2012-11-19	1342	1439	-97	-97
MICROSOFT CORP CUSIP XXX-XX-XXXX - 25SHS	2012-07-02	2012-07-25	726	761	-35	-35
MICROSOFT CORP CUSIP XXX-XX-XXXX - 106SHS	2012-07-02	2012-11-19	2823	3226	-403	-403
MOTOROLA SOLUTIONS INC COM NEW- 203SHS	2011-03-02	2012-01-30	9320	7787	1533	1533
NEWS CO IN CLA CUSIP 65248E104 - 132SHS	2012-08-06	2012-11-19	3149	3106	43	43
NISOURCE INC CUSIP 65473P105 - 640SHS	2011-03-02	2012-01-03	15129	12075	3054	3054
NORTHRUP GRUMMAN CO CUSIP 666807102 - 7SHS	2011-08-22	2012-07-25	445	352	93	93
NORTHRUP GRUMMAN CO CUSIP 666807102 - 167SHS	2011-08-22	2012-08-06	11076	8393	2683	2683
PARKER-HANNIFIN CORP CUSIP XXX-XX-XXXX - 3SHS	2012-01-03	2012-07-25	228	237	-9	-9
PARKER-HANNIFIN CORP CUSIP XXX-XX-XXXX - 22SHS	2012-01-03	2012-11-19	1778	1739	39	39
PENTAIR INC CUSIP XXX-XX-XXXX - 0.5078 SHS		2012-09-28	22	18	4	4
PENTAIR LTD CUSIP H6169Q108 - 26.2008 SHS	2012-01-03	2012-12-03	1268	931	337	337
PHILLIPS 66 CUSIP XXX-XX-XXXX - 0.2949 SHS		2012-04-30	10	10	0	0
PHILLIPS 66 CUSIP XXX-XX-XXXX - 92.3321 SHS	2011-08-29	2012-05-07	2759	2843	-84	-84
PRUDENTIAL FIN INC CUSIP XXX-XX-XXXX - 475SHS		2012-05-14	23869	28094	-4225	-4225
RAYTHEON CO CUSIP XXX-XX-XXXX - 245SHS	2011-03-02	2012-01-03	12006	12427	-421	-421
SUNCOR ENERGY INC CUSIP XXX-XX-XXXX - 55SHS	2012-11-13	2012-11-19	1798	1811	-13	-13
TIME WARNER CABLE CUSIP 88732J207 - 3SHS	2011-09-06	2012-07-25	250	187	63	63
TRAVELERS COS INC CUSIP 89417E109 - 13SHS	2012-05-14	2012-07-25	796	840	-44	-44
TRAVELERS COS INC CUSIP 89417E109 - 23SHS	2012-05-14	2012-11-19	1599	1487	112	112
TYCO INTL LTD SHS CUSIP H89128104 - 22SHS	2011-09-12	2012-07-25	1135	872	263	263
US BANCORP CUSIP XXX-XX-XXXX - 88SHS	2012-07-23	2012-11-19	2816	2920	-104	-104
VERIZON COMM COM CUSIP 92343V104 - 22SHS	2012-02-06	2012-07-25	966	836	130	130
VERIZON COMM COM CUSIP 92343V104 - 67SHS	2012-02-06	2012-11-19	2853	2545	308	308
WAL-MART STORES INC CUSIP XXX-XX-XXXX - 8 SHS	2012-07-09	2012-07-25	577	572	5	5
WAL-MART STORES INC CUSIP XXX-XX-XXXX - 22SHS	2012-07-09	2012-11-19	1510	1573	-63	-63
WALGREEN CO CUSIP XXX-XX-XXXX - 15SHS	2011-09-06	2012-07-25	517	521	-4	-4
WELLS FARGO CO CUSIP XXX-XX-XXXX - 11SHS	2012-01-03	2012-07-25	364	312	52	52
WELLS FARGO CO CUSIP XXX-XX-XXXX - 369SHS	2012-01-03	2012-07-31	12501	10457	2044	2044
WELLS FARGO CO CUSIP XXX-XX-XXXX - 28SHS	2012-10-02	2012-11-19	906	971	-65	-65
WESTERN UNION CO CUSIP XXX-XX-XXXX - 1,170SHS	2012-01-03	2012-11-13	14539	21836	-7297	-7297
3M CO CUSIP 88579Y101 - 5SHS	2012-06-25	2012-07-25	443	429	14	14
3M CO CUSIP 88579Y101 - 12SHS	2012-06-25	2012-11-19	1073	1029	44	44
ADT CORP CUSIP 00101J106- 19 SHS	2011-09-12	2012-11-19	788	489	299	299
AETNA INC CUSIP 00817Y108- 24SHS	2011-03-02	2012-06-11	1031	900	131	131
AETNA INC CUSIP 00817Y108- 538SHS	2011-03-02	2012-10-08	22631	20176	2455	2455
ALCOA INC CUSIP XXX-XX-XXXX- 1431SHS	2011-03-02	2012-06-25	11991	23260	-11269	-11269
AMERISOURCEBERGEN CO- 25SHS	2011-03-02	2012-11-19	1016	937	79	79
ASSURANT INC CUSIP 04621X108- 302SHS	2011-03-02	2012-07-16	10352	12127	-1775	-1775
ASSURANT INC CUSIP 04621X108- 12SHS	2011-03-02	2012-11-19	414	482	-68	-68
ASSURANT INC CUSIP 04621X108- 160SHS	2011-03-02	2012-12-03	5414	6425	-1011	-1011
BERKSHIRE HATHAWAY INC SER B- 9SHS	2011-03-02	2012-11-19	779	771	8	8
BRISTOL MYERS SQUIBB CO - 34SHS	2011-03-02	2012-11-19	1086	871	215	215
CA INC CUSIP 12673P105 - 32SHS	2011-03-02	2012-11-19	701	778	-77	-77
CA INC CUSIP 12673P105 - 429SHS	2011-03-02	2012-12-03	9426	10436	-1010	-1010
CARDINAL HEALTH INC CUSIP 14149Y108 - 301SHS	2011-03-02	2012-06-25	12277	12452	-175	-175
CARDINAL HEALTH INC CUSIP 14149Y108 - 261SHS	2011-03-02	2012-07-09	11030	10797	233	233
CBS CORP CL B CUSIP XXX-XX-XXXX - 9 SHS	2011-03-02	2012-07-25	280	211	69	69
CBS CORP CL B CUSIP XXX-XX-XXXX - 508SHS	2011-03-02	2012-10-08	18439	11917	6522	6522
CHUBB CORP CUSIP XXX-XX-XXXX - 18 SHS	2011-08-01	2012-11-19	1370	1116	254	254
CONOCOPHILIPS CUSIP 20825C104 - 366SHS		2012-07-02	20337	22018	-1681	-1681
COVENTRY HEALTH CARE INC - 597SHS	2011-03-02	2012-06-08	19364	18051	1313	1313
DELL INC CUSIP 24702R101 - 1,533SHS	2011-03-02	2012-07-23	17888	23638	-5750	-5750
DISCOVER FINANCIAL CUSIP XXX-XX-XXXX - 170SHS	2011-03-02	2012-03-19	5528	3605	1923	1923
DISCOVER FINANCIAL CUSIP XXX-XX-XXXX - 7SHS	2011-03-02	2012-07-25	239	148	91	91
DISCOVER FINANCIAL CUSIP XXX-XX-XXXX - 294SHS	2011-03-02	2012-10-08	11816	6235	5581	5581
DISCOVER FINANCIAL CUSIP XXX-XX-XXXX - 53SHS	2011-03-02	2012-11-19	2151	1124	1027	1027
ELI LILLY & CO CUSIP XXX-XX-XXXX - 17SHS	2011-03-02	2012-07-25	739	581	158	158
ELI LILLY & CO CUSIP XXX-XX-XXXX - 32SHS	2011-03-02	2012-11-19	1501	1093	408	408
ENGILITY HOLDINGS INC INC - 24SHS	2011-03-02	2012-07-24	365	449	-84	-84
FLOUR CORP CUSIP XXX-XX-XXXX - 181SHS		2012-07-09	8733	12765	-4032	-4032
GANNETT CO INC DEL CUSIP XXX-XX-XXXX - 588SHS	2011-03-02	2012-08-27	8959	9443	-484	-484
GAP INC CUSIP XXX-XX-XXXX - 48SHS	2011-03-02	2012-11-19	1648	1055	593	593
GAP INC CUSIP XXX-XX-XXXX - 533SHS	2011-03-02	2012-12-21	16631	11718	4913	4913
GENERAL ELECTRIC COMPANY - 67SHS	2011-03-02	2012-11-19	1380	1365	15	15
GENERAL DYNAMIC CO COM - 178SHS	2011-07-25	2012-09-10	11899	12641	-742	-742
GENERAL DYNAMIC CO COM - 122SHS		2012-10-08	8129	7930	199	199
HUMANA INC CUSIP XXX-XX-XXXX - 17SHS	2011-03-02	2012-06-11	1340	1070	270	270
HUMANA INC CUSIP XXX-XX-XXXX - 4SHS	2011-03-02	2012-07-25	281	252	29	29
HUMANA INC CUSIP XXX-XX-XXXX - 178 SHS	2011-03-02	2012-10-08	13144	11205	1939	1939
INTEL CORP CUSIP XXX-XX-XXXX - 15SHS	2011-03-02	2012-07-25	380	322	58	58
INTEL CORP CUSIP XXX-XX-XXXX - 49SHS	2011-03-02	2012-11-19	985	1051	-66	-66
INTEL CORP CUSIP XXX-XX-XXXX - 799SHS		2012-12-03	15698	16965	-1267	-1267
JPMORGAN CHASE CO CUSIP 46625H100 - 61SHS	2011-04-25	2012-11-19	2479	2735	-256	-256
KROGER CO COM CUSIP XXX-XX-XXXX - 423SHS	2011-03-02	2012-07-09	9520	9630	-110	-110
L-3 COMMUNICATIONS HLDGS INC- 144SHS	2011-03-02	2012-08-06	9917	10834	-917	-917
LIMITED BRANDDS INC CUSIP XXX-XX-XXXX - 27SHS	2011-03-02	2012-11-19	1296	855	441	441
LOCKHEED MARTIN CO CUSIP XXX-XX-XXXX - 57SHS	2011-04-04	2012-05-07	4987	4610	377	377
LOCKHEED MARTIN COCUSIP XXX-XX-XXXX - 4SHS	2011-04-04	2012-07-25	350	324	26	26
LOCKHEED MARTIN CO CUSIP XXX-XX-XXXX - 106SHS	2011-04-04	2012-08-06	9447	8573	874	874
LOCKHEED MARTIN CO CUSIP XXX-XX-XXXX - 123SHS	2011-04-04	2012-09-17	11377	9948	1429	1429
MARATHON OIL CORP CUSIP XXX-XX-XXXX - 18 SHS	2011-03-02	2012-05-14	459	540	-81	-81
MARATHON OIL CORP CUSIP XXX-XX-XXXX - 58SHS	2011-03-02	2012-11-19	1810	1739	71	71
MOTOROLA SOLUTIONS INC COM NEW - 295SHS	2011-03-02	2012-04-30	14961	11315	3646	3646
MURPHY OIL CUSIP XXX-XX-XXXX - 200SHS	2011-05-16	2012-06-25	8743	13249	-4506	-4506
NORTHRUP GRUMMAN NEW - 91SHS		2012-09-17	6024	4601	1423	1423
NORTHRUP GRUMMAN NEW - 165SHS	2011-09-06	2012-10-08	11446	8424	3022	3022
PENTAIR INC CUSIP XXX-XX-XXXX - 0.3817 SHS	2011-09-12	2012-09-28	16	11	5	5
PENTAIR LTD CUSIP H6169Q108 - 11SHS	2011-09-12	2012-11-19	500	323	177	177
PENTAIR LTD CUSIP H6169Q108 - 83.7992 SHS		2012-12-03	4054	2655	1399	1399
PFIZER INCORPORATED - 87SHS	2011-01-05	2012-11-19	2095	1582	513	513
PHILLIPS 66 CUSIP XXX-XX-XXXX - 0.2051 SHS	2011-03-02	2012-04-30	7	7	0	0
PHILLIPS 66 CUSIP XXX-XX-XXXX - 182.6679 SHS		2012-05-07	5459	6532	-1073	-1073
RAYTHEON COMPANY - 4.0000 SHS	2011-03-02	2012-07-25	220	203	17	17
RAYTHEON COMPANY - 21.0000 SHS	2011-03-02	2012-11-19	1159	1065	94	94
RYDER SYSTEM INC CUSIP XXX-XX-XXXX - 265 SHS	2011-03-02	2012-03-26	14283	12406	1877	1877
SOUTHWEST AIRLINES CO - 1,328SHS	2011-03-02	2012-06-14	12247	15548	-3301	-3301
SPRINT NEXTEL CO CUSIP XXX-XX-XXXX - 1,484SHS	2011-03-02	2012-06-25	4566	6292	-1726	-1726
SPRINT NEXTEL CO CUSIP XXX-XX-XXXX - 218 SHS	2011-03-02	2012-07-25	749	924	-175	-175
SPRINT NEXTEL CO CUSIP XXX-XX-XXXX - 2,693SHS	2011-03-02	2012-08-27	13195	11418	1777	1777
TIME WARNER CABLE CUSIP 88732J207 - 25SHS	2011-09-06	2012-11-19	2306	1557	749	749
TYCO INTL LTD SHS CUSIP H89128104 - 37SHS	2011-09-12	2012-11-19	999	729	270	270
UNUM GROUP CUSIP 91529Y106 - 608 SHS	2011-03-02	2012-10-31	12346	15775	-3429	-3429
VALERO ENERGY CORP (VALERO REFNG MKTING)- 461SHS	2011-03-14	2012-07-02	11120	13192	-2072	-2072
VALERO ENERGY CORP(VALERO REFNG MKTING) - 52SHS	2011-03-14	2012-11-19	1567	1488	79	79
WALGREEN COMPANY CUSIP XXX-XX-XXXX - 30SHS	2011-09-06	2012-11-19	977	1042	-65	-65
WELLPOINT INC CUSIP 94973V107 - 15SHS	2011-03-02	2012-06-11	1036	1000	36	36
WELLPOINT INC CUSIP 94973V107 - 237SHS	2011-03-02	2012-06-25	16403	15798	605	605
CHEVRON CORP - 17 SHS	2010-12-16	2012-07-25	1798	1516	282	282
CHEVRON CORP-33 SHS	2010-12-16	2012-11-19	3432	2943	489	489
EXXON MOBIL CORP - 123SHS	2009-12-15	2012-01-23	10780	8567	2213	2213
EXXON MOBIL CORP - 17SHS	2009-12-15	2012-07-25	1448	1184	264	264
EXXON MOBIL CORP - 43SHS	2009-12-15	2012-11-19	3760	2995	765	765
INTERNATIONAL PAPER CO - 268SHS	2010-11-10	2012-04-09	9107	6913	2194	2194
INTERNATIONAL PAPER CO - 11SHS	2010-11-10	2012-07-25	344	284	60	60
INTERNATIONAL PAPER CO - 62SHS	2010-11-10	2012-11-19	2204	1599	605	605
JPMORGAN CHASE CO CUSIP 46625H100 - 217SHS		2012-05-21	7131	8964	-1833	-1833
JPMORGAN CHASE CO CUSIP 46625H100 - 90SHS		2012-07-25	3185	3523	-338	-338
JPMORGAN CHASE CO CUSIP 46625H100 - 39SHS	2010-11-22	2012-11-09	1585	1507	78	78
KROGER COMPANY COM CUSIP XXX-XX-XXXX - 495SHS		2012-07-09	11141	10482	659	659
MARATHON OIL CUSIP XXX-XX-XXXX - 244SHS		2012-05-14	6222	4827	1395	1395
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 72SHS	2010-11-12	2012-11-19	1734	1220	514	514
UNITEDHEALTH GRP INC - 229SHS	2010-12-16	2012-01-03	11776	8186	3590	3590
UNITEDHEALTH GRP INC- 50SHS	2010-12-16	2012-06-13	2908	1787	1121	1121
UNITEDHEALTH GRP INC - 40 SHS	2010-12-16	2012-11-19	2106	1430	676	676
AKORN INC CUSIP XXX-XX-XXXX - 117.0000 SHS	2012-07-11	2012-11-19	1507	1890	-383	-383
ALLERGAN INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2011-12-28	2012-04-12	652	609	43	43
ALLERGAN INC CUSIP XXX-XX-XXXX - 14.0000 SHS	2011-12-28	2012-04-27	1354	1217	137	137
ALLERGAN INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2011-12-28	2012-04-27	677	609	68	68
ALLERGAN INC CUSIP XXX-XX-XXXX - 90.0000 SHS	2011-12-28	2012-05-18	8003	7825	178	178
ALLERGAN INC CUSIP XXX-XX-XXXX - 170.0000 SHS	2011-12-28	2012-07-13	15301	14780	521	521
ALLERGAN INC CUSIP XXX-XX-XXXX - 254.0000 SHS	2011-12-28	2012-07-19	22229	22082	147	147
ALLIANCE DATA SYSTEMS CORP CUSIP XXX-XX-XXXX - 5.0000 SHS	2011-12-28	2012-04-12	624	519	105	105
ALLIANCE DATA SYSTEMS CORP CUSIP XXX-XX-XXXX - 11.0000 SHS	2011-12-28	2012-04-27	1433	1143	290	290
ALLIANCE DATA SYSTEMS CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2011-12-28	2012-04-27	783	623	160	160
ALLIANCE DATA SYSTEMS CORP CUSIP XXX-XX-XXXX - 69.0000 SHS	2011-12-28	2012-05-18	8434	7167	1267	1267
ALLIANCE DATA SYSTEMS CORP CUSIP XXX-XX-XXXX - 25.0000 SHS	2011-12-28	2012-11-19	3493	2597	896	896
APPLE INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2011-12-28	2012-04-27	4226	2834	1392	1392
APPLE INC CUSIP XXX-XX-XXXX - 3.0000 SHS	2011-12-28	2012-04-27	1807	1215	592	592
APPLE INC CUSIP XXX-XX-XXXX - 42.0000 SHS	2011-12-28	2012-05-18	22383	17007	5376	5376
APPLE INC CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-12-28	2012-11-19	8373	6074	2299	2299
BED BATH BEYOND INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2012-02-07	2012-04-27	498	430	68	68
BED BATH BEYOND INC CUSIP XXX-XX-XXXX - 4.0000 SHS	2012-02-07	2012-04-27	285	246	39	39
BED BATH BEYOND INC CUSIP XXX-XX-XXXX - 82.0000 SHS	2012-02-07	2012-05-18	5646	5042	604	604
BED BATH BEYOND INC CUSIP XXX-XX-XXXX - 30.0000 SHS	2012-02-07	2012-11-19	1711	1845	-134	-134
CELGENECORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2011-12-28	2012-04-12	474	405	69	69
CELGENECORP CUSIP XXX-XX-XXXX - 12.0000 SHS	2011-12-28	2012-04-27	877	811	66	66
CELGENECORP CUSIP XXX-XX-XXXX - 5.0000 SHS	2011-12-28	2012-04-27	367	338	29	29
CELGENECORP CUSIP XXX-XX-XXXX - 72.0000 SHS	2011-12-28	2012-05-18	4914	4864	50	50
CELGENECORP CUSIP XXX-XX-XXXX - 26.0000 SHS	2011-12-28	2012-11-19	1950	1756	194	194
CERNERCORP CUSIP XXX-XX-XXXX - 12.0000 SHS	2012-07-13	2012-11-19	932	976	-44	-44
CHURCH & DWIGHT CUSIP XXX-XX-XXXX - 23.0000 SHS	2011-12-28	2012-04-12	1147	1063	84	84
CHURCH & DWIGHT CUSIP XXX-XX-XXXX - 23.0000 SHS	2011-12-28	2012-04-27	1164	1063	101	101
CHURCH & DWIGHT CUSIP XXX-XX-XXXX - 11.0000 SHS	2011-12-28	2012-04-27	551	508	43	43
CHURCH & DWIGHT CUSIP XXX-XX-XXXX - 145.0000 SHS	2011-12-28	2012-05-18	7705	6703	1002	1002
CHURCH & DWIGHT CUSIP XXX-XX-XXXX - 52.0000 SHS	2011-12-28	2012-11-19	2741	2404	337	337
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2011-12-28	2012-04-12	1232	1110	122	122
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 11.0000 SHS	2011-12-28	2012-04-27	2280	2034	246	246
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2011-12-28	2012-04-27	1244	1110	134	134
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 71.0000 SHS	2011-12-28	2012-05-18	13962	13129	833	833
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 25.0000 SHS	2011-12-28	2012-11-19	4739	4623	116	116
JOHNSON JOHNSON CUSIP XXX-XX-XXXX - 30.0000 SHS	2012-07-19	2012-11-19	2085	2089	-4	-4
KRAFT FOODS GROUP CUSIP 50076Q106 - 0.6671 SHS	2012-09-04	2012-10-01	30	29	1	1
KRAFT FOODS GROUP CUSIP 50076Q106 - 17.0000 SHS	2012-09-04	2012-11-19	761	743	18	18
LINKEDIN CORP CLASS A CUSIP 53578A108 - 11.0000 SHS	2012-11-09	2012-11-19	1152	1081	71	71
MEAD JOHNSON NUTRITION CO CUSIP XXX-XX-XXXX - 13.0000 SHS	2012-01-23	2012-04-27	1119	935	184	184
MEAD JOHNSON NUTRITION CO CUSIP XXX-XX-XXXX - 6.0000 SHS	2012-01-23	2012-04-27	517	431	86	86
MEAD JOHNSON NUTRITION CO CUSIP XXX-XX-XXXX - 81.0000 SHS	2012-01-23	2012-05-18	6590	5824	766	766
MEAD JOHNSON NUTRITION CO CUSIP XXX-XX-XXXX - 28.0000 SHS	2012-01-23	2012-11-19	1869	2013	-144	-144
MONDELEZ INTL INC CUSIP XXX-XX-XXXX - 52.0000 SHS	2012-09-04	2012-11-19	1341	1401	-60	-60
NCR CORP NEW CUSIP 62886E108 - 939.0000 SHS	2012-07-11	2012-08-15	21348	21353	-5	-5
NET APP INC CUSIP 64110D104 - 163.0000 SHS	2011-03-11	2012-02-13	6392	7861	-1469	-1469
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 2.0000 SHS	2011-12-28	2012-04-12	189	162	27	27
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 13.0000 SHS	2011-12-28	2012-04-27	1378	1054	324	324
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 7.0000 SHS	2011-12-28	2012-04-27	742	568	174	174
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 82.0000 SHS	2011-12-28	2012-05-18	7690	6650	1040	1040
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 84.0000 SHS	2011-12-28	2012-05-21	7861	6813	1048	1048
OREILLY AUTOMOTIVE INC CUSIP67103H107 - 23.0000 SHS	2011-12-28	2012-11-19	2097	1865	232	232
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 2.0000 SHS	2011-06-07	2012-04-12	181	204	-23	-23
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 9.0000 SHS	2011-06-07	2012-04-27	825	919	-94	-94
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 4.0000 SHS	2011-06-07	2012-04-27	367	408	-41	-41
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 56.0000 SHS	2011-06-07	2012-05-18	4505	5716	-1211	-1211
QUESTCOR PHARMACEUTICALS CORP CUSIP 74835Y101 - 123.0000 SHS	2012-05-17	2012-05-18	4734	4919	-185	-185
QUESTCOR PHARMACEUTICALS CORP CUSIP 74835Y101 - 44.0000 SHS	2012-05-17	2012-11-19	1091	1760	-669	-669
RIVERBED TECHNOLOGY INC CUSIP XXX-XX-XXXX - 3.0000 SHS	2011-07-20	2012-04-12	79	95	-16	-16
RIVERBED TECHNOLOGY INC CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-07-20	2012-04-27	308	473	-165	-165
RIVERBED TECHNOLOGY INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2011-07-20	2012-04-27	144	221	-77	-77
RIVERBED TECHNOLOGY INC CUSIP XXX-XX-XXXX - 93.0000 SHS	2011-07-20	2012-05-18	1441	2931	-1490	-1490
RIVERBED TECHNOLOGY INC CUSIP XXX-XX-XXXX - 441.0000 SHS	2011-07-20	2012-07-11	6086	13900	-7814	-7814
ROSS STORES INC (CALIF) CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-08-24	2012-04-27	934	551	383	383
ROSS STORES INC (CALIF) CUSIP XXX-XX-XXXX - 8.0000 SHS	2011-08-24	2012-04-27	498	294	204	204
ROSS STORES INC (CALIF) CUSIP XXX-XX-XXXX - 95.0000 SHS	2011-08-24	2012-05-18	5787	3488	2299	2299
SALIX PHARMACEUTICALS LTD CUSIP XXX-XX-XXXX - 32.0000 SHS	2012-06-25	2012-11-19	1269	1653	-384	-384
SALLY BEAUTY CO INC CUSIP 79546E104 - 67.0000 SHS	2012-06-29	2012-11-19	1633	1707	-74	-74
TRANSDIGM GROUP INC CUSIP XXX-XX-XXXX - 5.0000 SHS	2012-03-28	2012-04-27	639	576	63	63
TRANSDIGM GROUP INC CUSIP XXX-XX-XXXX - 2.0000 SHS	2012-03-28	2012-04-27	255	230	25	25
TRANSDIGM GROUP INC CUSIP XXX-XX-XXXX - 28.0000 SHS	2012-03-28	2012-05-18	3347	3226	121	121
TRANSDIGM GROUP INC CUSIP XXX-XX-XXXX - 10.0000 SHS	2012-03-28	2012-11-19	1308	1152	156	156
V F CORPORATION CUSIP XXX-XX-XXXX - 4.0000 SHS	2011-08-24	2012-04-27	618	449	169	169
V F CORPORATION CUSIP XXX-XX-XXXX - 2.0000 SHS	2011-08-24	2012-04-27	308	224	84	84
V F CORPORATION CUSIP XXX-XX-XXXX - 22.0000 SHS	2011-08-24	2012-05-18	2957	2467	490	490
VERIFONE SYSTEMS INC CUSIP 92342Y109 - 11.0000 SHS	2011-05-04	2012-04-12	597	539	58	58
VERIFONE SYSTEMS INC CUSIP 92342Y109 - 16.0000 SHS	2011-05-04	2012-04-27	863	784	79	79
VERIFONE SYSTEMS INC CUSIP 92342Y109 - 7.0000 SHS	2011-05-04	2012-04-27	383	343	40	40
AMETEK INC NEW 18 SHS	2011-02-10	2012-04-27	907	794	113	113
AMETEK INC NEW 8 SHS	2011-02-10	2012-04-27	406	353	53	53
AMETEK INC NEW 106 SHS	2011-02-10	2012-05-18	5139	4678	461	461
AMETEK INC NEW 58 SHS	2011-02-10	2012-11-19	2084	1707	377	377
COACH INC 17 SHS	2011-03-16	2012-04-27	1268	858	410	410
COACH INC 8 SHS	2011-03-16	2012-04-27	592	404	188	188
COACH INC 107 SHS	2011-03-16	2012-05-18	7096	5398	1698	1698
COACH INC 38 SHS	2011-03-16	2012-11-19	2128	1917	211	211
ILLINOIS TOOL WORKS INC 13 SHS	2011-02-10	2012-04-27	754	724	30	30
ILLINOIS TOOL WORKS INC 6 SHS	2011-02-10	2012-04-27	349	334	15	15
ILLINOIS TOOL WORKS INC 83 SHS	2011-02-10	2012-05-18	4439	4624	-185	-185
ILLINOIS TOOL WORKS INC 29 SHS	2011-02-10	2012-11-19	1727	1615	112	112
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 216.0000 SHS	2011-03-21	2012-07-19	5608	8726	-3118	-3118
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 261.0000 SHS	2011-06-07	2012-06-22	20764	26643	-5879	-5879
QUALCOMM INC CUSIP XXX-XX-XXXX - 21.0000 SHS	2011-03-18	2012-04-27	1349	1091	258	258
QUALCOMM INC CUSIP XXX-XX-XXXX - 10.0000 SHS	2011-03-18	2012-04-27	642	519	123	123
QUALCOMM INC CUSIP XXX-XX-XXXX - 131.0000 SHS	2011-03-18	2012-05-18	7437	6803	634	634
QUALCOMM INC CUSIP XXX-XX-XXXX - 47.0000 SHS	2011-03-18	2012-11-19	2920	2441	479	479
ROSS STORES INC (CALIF) CUSIP XXX-XX-XXXX - 35.0000 SHS	2011-08-24	2012-11-19	1939	1285	654	654
VF CORPORATION CUSIP XXX-XX-XXXX - 8.0000 SHS	2011-08-24	2012-11-19	1252	897	355	355
VERIFONE SYSTEMS INC CUSIP 92342Y109 - 96.0000 SHS	2011-05-04	2012-05-18	4286	4706	-420	-420
VERIFONE SYSTEMS INCCUSIP 92342Y109 - 34.0000 SHS	2011-05-04	2012-11-19	1030	1667	-637	-637
AFFILIATED MANAGERS GROUP CUSIP XXX-XX-XXXX - 4.0000 SHS	2007-04-10	2012-04-12	438	448	-10	-10
AFFILIATED MANAGERS GROUP CUSIP XXX-XX-XXXX - 10.0000 SHS	2007-04-10	2012-04-27	1139	1119	20	20
AFFILIATED MANAGERS GROUP CUSIP XXX-XX-XXXX - 4.0000 SHS	2007-04-10	2012-04-27	457	448	9	9
AFFILIATED MANAGERS GROUP CUSIP XXX-XX-XXXX - 61.0000 SHS	2007-04-10	2012-05-18	6153	6827	-674	-674
AFFILIATED MANAGERS GROUP CUSIP XXX-XX-XXXX - 22.0000 SHS	2007-04-10	2012-11-19	2738	2462	276	276
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 23.0000 SHS	2010-12-08	2012-04-12	886	867	19	19
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 19.0000 SHS	2010-12-08	2012-04-27	677	716	-39	-39
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 10.0000 SHS	2010-12-08	2012-04-27	355	377	-22	-22
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 121.0000 SHS	2010-12-08	2012-05-18	4044	4560	-516	-516
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 43.0000 SHS	2010-12-08	2012-11-19	1336	1621	-285	-285
ANSYS INC CUSIP 03662Q105 - 3.0000 SHS	2010-12-08	2012-04-12	191	153	38	38
ANSYS INC CUSIP 03662Q105 - 13.0000 SHS	2010-12-08	2012-04-27	875	664	211	211
ANSYS INC CUSIP 03662Q105 - 6.0000 SHS	2010-12-08	2012-04-27	405	306	99	99
ANSYS INC CUSIP 03662Q105 - 82.0000 SHS	2010-12-08	2012-05-18	4926	4186	740	740
ANSYS INC CUSIP 03662Q105 - 29.0000 SHS	2010-12-08	2012-11-19	1955	1480	475	475
BAXTER INTERNATIONAL INC CUSIP XXX-XX-XXXX - 19.0000 SHS	2009-12-23	2012-04-27	1041	1116	-75	-75
BAXTER INTERNATIONAL INC CUSIP XXX-XX-XXXX - 9.0000 SHS	2009-12-23	2012-04-27	497	528	-31	-31
BAXTER INTERNATIONAL INC CUSIP XXX-XX-XXXX - 118.0000 SHS	2009-12-23	2012-05-18	6089	6929	-840	-840
BAXTER INTERNATIONAL INC CUSIP XXX-XX-XXXX - 42.0000 SHS	2009-12-23	2012-11-19	2785	2466	319	319
CATALYST HEALTH SOLUTION CUSIP 14888B103 - 8.0000 SHS	2010-12-08	2012-04-12	498	374	124	124
CATALYST HEALTH SOLUTION CUSIP 14888B103 - 15.0000 SHS	2010-12-08	2012-04-27	1305	702	603	603
CATALYST HEALTH SOLUTION CUSIP 14888B103 - 8.0000 SHS	2010-12-08	2012-04-27	698	374	324	324
CATALYST HEALTH SOLUTION CUSIP 14888B103 - 100.0000 SHS	2010-12-08	2012-05-18	8602	4680	3922	3922
CATALYST HEALTH SOLUTION CUSIP 14888B103 - 474.0000 SHS	2010-12-08	2012-07-03	13272	22187	-8915	-8915
CATAMARAN CORP CUSIP XXX-XX-XXXX - 48.0000 SHS	2010-12-08	2012-11-19	2326	1700	626	626
CATAMARAN CORP CUSIP XXX-XX-XXXX - 301.0000 SHS	2010-12-08	2012-12-11	14807	10662	4145	4145
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 1.0000 SHS	2010-12-08	2012-04-12	75	70	5	5
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 8.0000 SHS	2010-12-08	2012-04-27	686	560	126	126
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 3.0000 SHS	2010-12-08	2012-04-27	258	210	48	48
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 48.0000 SHS	2010-12-08	2012-05-18	3621	3362	259	259
CITRIX SYSTEM INC CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-12-08	2012-11-19	1091	1261	-170	-170
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A CUSIP XXX-XX-XXXX - 6.0000 SHS	2010-12-08	2012-04-12	459	418	41	41
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A CUSIP XXX-XX-XXXX - 9.0000 SHS	2010-12-08	2012-04-27	668	627	41	41
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A CUSIP XXX-XX-XXXX - 5.0000 SHS	2010-12-08	2012-04-27	370	348	22	22
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A CUSIP XXX-XX-XXXX - 58.0000 SHS	2010-12-08	2012-05-18	3461	4039	-578	-578
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A CUSIP XXX-XX-XXXX - 21.0000 SHS	2010-12-08	2012-11-19	1393	1462	-69	-69
CONCHO RESOURCES INC CUSIP20605P101 - 12.0000 SHS	2010-12-08	2012-04-27	1284	996	288	288
CONCHO RESOURCES INC CUSIP20605P101 - 5.0000 SHS	2010-12-08	2012-04-27	540	415	125	125
CONCHO RESOURCES INC CUSIP20605P101 - 76.0000 SHS	2010-12-08	2012-05-18	6588	6310	278	278
CONCHO RESOURCES INC CUSIP20605P101 - 191.0000 SHS		2012-06-29	15788	16112	-324	-324
CONCHO RESOURCES INC CUSIP20605P101 - 13.0000 SHS	2010-12-29	2012-11-19	1058	1131	-73	-73
DANAHER CORP CUSIP XXX-XX-XXXX - 13.0000 SHS	2010-12-08	2012-04-12	710	592	118	118
DANAHER CORP CUSIP XXX-XX-XXXX - 25.0000 SHS	2010-12-08	2012-04-27	1362	1139	223	223
DANAHER CORP CUSIP XXX-XX-XXXX - 12.0000 SHS	2010-12-08	2012-04-27	657	547	110	110
DANAHER CORP CUSIP XXX-XX-XXXX - 156.0000 SHS	2010-12-08	2012-05-18	8074	7107	967	967
DANAHER CORP CUSIP XXX-XX-XXXX - 55.0000 SHS	2010-12-08	2012-11-19	2900	2506	394	394
DECKERS OUTDOOR CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2010-12-08	2012-04-12	384	475	-91	-91
DECKERS OUTDOOR CORP CUSIP XXX-XX-XXXX - 11.0000 SHS	2010-12-08	2012-04-27	571	871	-300	-300
DECKERS OUTDOOR CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2010-12-08	2012-04-27	310	475	-165	-165
DECKERS OUTDOOR CORP CUSIP XXX-XX-XXXX - 69.0000 SHS	2010-12-08	2012-05-18	3672	5464	-1792	-1792
DECKERS OUTDOOR CORP CUSIP XXX-XX-XXXX - 24.0000 SHS	2010-12-08	2012-11-19	789	1901	-1112	-1112
DENBURY RESOURCES INC NEW CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-10-19	2012-04-12	327	324	3	3
DENBURY RESOURCES INC NEW CUSIP XXX-XX-XXXX - 36.0000 SHS	2010-10-19	2012-04-27	669	648	21	21
DENBURY RESOURCES INC NEW CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-10-19	2012-04-27	336	324	12	12
DENBURY RESOURCES INC NEW CUSIP XXX-XX-XXXX - 230.0000 SHS	2010-10-19	2012-05-18	3483	4137	-654	-654
DENBURY RESOURCES INC NEW CUSIP XXX-XX-XXXX - 82.0000 SHS	2010-10-19	2012-11-19	1264	1475	-211	-211
E M C CORP MASS CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-10-01	2012-04-12	520	367	153	153
E M C CORP MASS CUSIP XXX-XX-XXXX - 58.0000 SHS	2010-10-01	2012-04-27	1651	1182	469	469
E M C CORP MASS CUSIP XXX-XX-XXXX - 28.0000 SHS	2010-10-01	2012-04-27	795	571	224	224
E M C CORP MASS CUSIP XXX-XX-XXXX - 366.0000 SHS	2010-10-01	2012-05-18	9158	7458	1700	1700
E M C CORP MASS CUSIP XXX-XX-XXXX - 816.0000 SHS	2010-10-01	2012-07-11	19143	16627	2516	2516
E M C CORP MASS CUSIP XXX-XX-XXXX - 68.0000 SHS	2010-10-01	2012-11-19	1651	1386	265	265
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 10.0000 SHS	2010-12-08	2012-04-12	571	543	28	28
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 19.0000 SHS	2010-12-08	2012-04-27	1065	1032	33	33
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 9.0000 SHS	2010-12-08	2012-04-27	504	489	15	15
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 118.0000 SHS	2010-12-08	2012-05-18	6021	6412	-391	-391
EXPRESS SCRIPTS HLDG CO CUSIP 30219G108 - 43.0000 SHS	2010-12-08	2012-11-19	2242	2336	-94	-94
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 8.0000 SHS	2007-12-26	2012-04-12	368	376	-8	-8
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 15.0000 SHS	2007-12-26	2012-04-27	784	706	78	78
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2007-12-26	2012-04-27	365	329	36	36
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 99.0000 SHS	2007-12-26	2012-05-18	4943	4658	285	285
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 35.0000 SHS	2007-12-26	2012-11-19	2606	1647	959	959
GILEAD SCIENCES INC CUSIP XXX-XX-XXXX - 141.0000 SHS	2007-12-26	2012-12-11	10696	6635	4061	4061
GOOGLE INCCLA CUSIP 38259P508 - 58.0000 SHS	2009-11-25	2012-02-13	35534	33955	1579	1579
GOOGLE INCCLA CUSIP 38259P508 - 1.0000 SHS	2009-11-25	2012-04-27	614	585	29	29
GOOGLE INCCLA CUSIP 38259P508 - 1.0000 SHS	2009-11-25	2012-04-27	614	585	29	29
GOOGLE INCCLA CUSIP 38259P508 - 7.0000 SHS	2009-11-25	2012-05-18	4311	4098	213	213
GOOGLE INCCLA CUSIP 38259P508 - 3.0000 SHS	2009-11-25	2012-11-19	2001	1756	245	245
IDEXCORP CUSIP 45167R104 - 10.0000 SHS	2010-12-08	2012-04-12	411	390	21	21
IDEXCORP CUSIP 45167R104 - 19.0000 SHS	2010-12-08	2012-04-27	828	741	87	87
IDEXCORP CUSIP 45167R104 - 9.0000 SHS	2010-12-08	2012-04-27	396	351	45	45
IDEXCORP CUSIP 45167R104 - 121.0000 SHS	2010-12-08	2012-05-18	4709	4717	-8	-8
IDEXCORP CUSIP 45167R104 - 572.0000 SHS	2010-12-08	2012-08-01	21655	22298	-643	-643
INTERCONTINENTALEXCHANG INC CUSIP 45865V100 - 4.0000 SHS	2007-03-15	2012-04-12	534	520	14	14
INTERCONTINENTALEXCHANG INC CUSIP 45865V100 - 5.0000 SHS		2012-04-27	659	708	-49	-49
INTERCONTINENTALEXCHANG INC CUSIP 45865V100 - 3.0000 SHS	2007-06-28	2012-04-27	398	448	-50	-50
INTERCONTINENTALEXCHANG INC CUSIP 45865V100 - 32.0000 SHS	2007-06-28	2012-05-18	3940	4778	-838	-838
INTERCONTINENTALEXCHANG INC CUSIP 45865V100 - 12.0000 SHS	2007-06-28	2012-11-19	1555	1792	-237	-237
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 14.0000 SHS	2007-11-05	2012-04-12	444	600	-156	-156
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 27.0000 SHS	2007-11-05	2012-04-27	867	1158	-291	-291
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 13.0000 SHS	2007-11-05	2012-04-27	420	558	-138	-138
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 169.0000 SHS	2007-11-05	2012-05-18	5037	7248	-2211	-2211
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 584.0000 SHS	2007-11-05	2012-07-19	15163	25045	-9882	-9882
MSC INDUSTRIAL DIRECT CO INC CLASS A CUSIP XXX-XX-XXXX - 5.0000 SHS	2010-04-16	2012-04-12	393	277	116	116
MSC INDUSTRIAL DIRECT CO INC CLASS A CUSIP XXX-XX-XXXX - 12.0000 SHS	2010-04-16	2012-04-27	897	664	233	233
MSC INDUSTRIAL DIRECT CO INC CLASS A CUSIP XXX-XX-XXXX - 5.0000 SHS	2010-04-16	2012-04-27	373	277	96	96
MSC INDUSTRIAL DIRECT CO INC CLASS A CUSIP XXX-XX-XXXX - 72.0000 SHS	2010-04-16	2012-05-18	4940	3987	953	953
MSC INDUSTRIAL DIRECT CO INC CLASS A CUSIP XXX-XX-XXXX - 26.0000 SHS	2010-04-16	2012-11-19	1819	1440	379	379
NETAPPINC CUSIP 64110D104 - 525.0000 SHS	2010-12-08	2012-02-13	20588	28628	-8040	-8040
NETLOGIC MICROSYSTEMS INC CUSIP 64118B100 - 670.0000 SHS	2010-09-27	2012-02-17	33500	18410	15090	15090
ORACLE CORPORATION CUSIP 68389X105 - 699.0000 SHS	2010-10-06	2012-03-19	20702	19354	1348	1348
ORACLE CORPORATION CUSIP 68389X105 - 17.0000 SHS	2010-10-06	2012-04-27	498	471	27	27
ORACLE CORPORATION CUSIP 68389X105 - 9.0000 SHS	2010-10-06	2012-04-27	263	249	14	14
ORACLE CORPORATION CUSIP 68389X105 - 108.0000 SHS	2010-10-06	2012-05-18	2770	2990	-220	-220
ORACLE CORPORATION CUSIP 68389X105 - 39.0000 SHS	2010-10-06	2012-11-19	1174	1080	94	94
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 6.0000 SHS	2009-11-25	2012-04-12	389	379	10	10
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 13.0000 SHS	2009-11-25	2012-04-27	861	821	40	40
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 6.0000 SHS	2009-11-25	2012-04-27	397	379	18	18
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 80.0000 SHS	2009-11-25	2012-05-18	5436	5052	384	384
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 29.0000 SHS	2009-11-25	2012-11-19	1988	1831	157	157
PRAXAIR INC CUSIP 74005P104 - 10.0000 SHS	2010-04-26	2012-04-27	1165	889	276	276
PRAXAIR INC CUSIP 74005P104 - 4.0000 SHS	2010-04-26	2012-04-27	466	356	110	110
PRAXAIR INC CUSIP 74005P104 - 60.0000 SHS	2010-04-26	2012-05-18	6321	5333	988	988
PRAXAIR INC CUSIP 74005P104 - 22.0000 SHS	2010-04-26	2012-11-19	2311	1956	355	355
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 2.0000 SHS	2010-12-08	2012-04-12	342	282	60	60
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 6.0000 SHS	2010-12-08	2012-04-27	1063	846	217	217
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 2.0000 SHS	2010-12-08	2012-04-27	355	282	73	73
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 37.0000 SHS	2010-12-08	2012-05-18	6232	5216	1016	1016
PRECISION CASTPARTS CORP CUSIP XXX-XX-XXXX - 13.0000 SHS	2010-12-08	2012-11-19	2292	1833	459	459
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 1.0000 SHS	2010-12-08	2012-04-12	740	415	325	325
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 1.0000 SHS	2010-12-08	2012-04-27	759	415	344	344
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 1.0000 SHS	2010-12-08	2012-04-27	762	415	347	347
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 19.0000 SHS	2010-12-08	2012-05-08	13547	7889	5658	5658
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 7.0000 SHS	2010-12-08	2012-05-18	4455	2906	1549	1549
PRICELINECOM INC COM NEW CUSIP XXX-XX-XXXX - 2.0000 SHS	2010-12-08	2012-11-19	1250	830	420	420
PROCTER GAMBLE CO CUSIP XXX-XX-XXXX - 608.0000 SHS	2009-11-25	2012-01-26	39534	38253	1281	1281
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 5.0000 SHS	2008-09-03	2012-04-12	348	451	-103	-103
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 12.0000 SHS	2008-09-03	2012-04-27	884	1082	-198	-198
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 6.0000 SHS	2008-09-03	2012-04-27	443	541	-98	-98
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 76.0000 SHS	2008-09-03	2012-05-18	4915	6855	-1940	-1940
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 28.0000 SHS	2008-09-03	2012-11-19	1951	2526	-575	-575
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 10.0000 SHS	2009-11-25	2012-04-12	286	450	-164	-164
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 19.0000 SHS	2009-11-25	2012-04-27	571	855	-284	-284
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 10.0000 SHS	2009-11-25	2012-04-27	304	450	-146	-146
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 126.0000 SHS	2009-11-25	2012-05-18	3684	5672	-1988	-1988
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 45.0000 SHS	2009-11-25	2012-11-19	1622	2026	-404	-404
STERICYCLE INC CUSIP XXX-XX-XXXX - 2.0000 SHS	2010-12-08	2012-04-12	174	154	20	20
STERICYCLE INC CUSIP XXX-XX-XXXX - 7.0000 SHS	2010-12-08	2012-04-27	612	541	71	71
STERICYCLE INC CUSIP XXX-XX-XXXX - 4.0000 SHS	2010-12-08	2012-04-27	351	309	42	42
STERICYCLE INC CUSIP XXX-XX-XXXX - 48.0000 SHS	2010-12-08	2012-05-18	3915	3706	209	209
STERICYCLE INC CUSIP XXX-XX-XXXX - 18.0000 SHS	2010-12-08	2012-11-19	1625	1390	235	235
SXC HEALTH SOLUTIONS CUSIP78505P100 - 0.1244 SHS	2010-12-08	2012-07-05	12	9	3	3
TARGET CORP CUSIP87612E106 - 598.0000 SHS	2010-12-08	2012-01-05	28711	35394	-6683	-6683
VISA INC CLASS A CUSIP 92826C839 - 3.0000 SHS	2009-11-25	2012-04-12	358	246	112	112
VISA INC CLASS A CUSIP 92826C839 - 6.0000 SHS	2009-11-25	2012-04-27	739	491	248	248
VISA INC CLASS A CUSIP 92826C839 - 3.0000 SHS	2009-11-25	2012-04-27	371	246	125	125
VISA INC CLASS A CUSIP 92826C839 - 41.0000 SHS	2009-11-25	2012-05-18	4661	3357	1304	1304
VISA INC CLASS A CUSIP 92826C839 - 15.0000 SHS	2009-11-25	2012-11-19	2177	1228	949	949
WASTE CONNECTIONS NC CUSIP XXX-XX-XXXX - 23.0000 SHS	2010-12-08	2012-04-12	746	606	140	140
WASTE CONNECTIONS NC CUSIP XXX-XX-XXXX - 29.0000 SHS	2010-12-08	2012-04-27	930	765	165	165
WASTE CONNECTIONS NC CUSIP XXX-XX-XXXX - 14.0000 SHS	2010-12-08	2012-04-27	454	369	85	85
WASTE CONNECTIONS NC CUSIP XXX-XX-XXXX - 185.0000 SHS	2010-12-08	2012-05-18	5750	4878	872	872
WASTE CONNECTIONS NC CUSIP XXX-XX-XXXX - 67.0000 SHS	2010-12-08	2012-11-19	2082	1767	315	315
CHINA MOBILE LTD SPONS ADR CUSIP 16941M109 - 7.0000 SHS	2012-02-06	2012-12-13	400	353	47	47
KOC HOLDINGS AS-UNSPON ADR CUSIP 49989A109 - 0.1000 SHS	2012-06-19	2012-06-19	2		2	2
PT SEMEN INDONESIA ADR PERSERO TBK CUSIP 69367J100 - 0.5000 SHS	2012-03-08	2012-03-07	12		12	12
WOOLWORTHS HOLDINGS LTD GDR CUSIP 98088R505 - 42.0000 SHS	2012-10-26	2012-11-20	3184	3117	67	67
COMPANIA DE BEBIDAS RTS DAS AMERSAMBEV SPON ADR REPSTG PFD SHS CUSIP 039005	2012-06-26	2012-06-27	3		3	3
WEICHAI POWER CO LTD UNSPON ADR CUSIP XXX-XX-XXXX - 0.4000 SHS	2012-09-04	2012-09-04	4		4	4
CLICKS GROUP LTD UNSPONSORED ADR CUSIP 18682W106-10 SHS	2011-06-09	2012-12-13	302	253	49	49
COMPANHIA SIDERURGICA NACIONAL SPON ADR RPSTG ORD SHS CUSIP 20440W105		2012-11-29	861	2159	-1298	-1298
DESARROLLADORA HOMEX SA DE CV CUSIP 25030W100	2011-03-03	2012-04-12	3832	6201	-2369	-2369
PT PERUSAHAAN GAS NEGARA UNSPONSORED ADR-RPSTG 50 CLASS B SHARES CUSIP 6936		2012-08-31	7659	9335	-1676	-1676
AMERICA MOVIL SAB DE CV ADR SERIES L CUSIP02364W105 - 17.0000 SHS	2010-12-17	2012-12-13	405	481	-76	-76
BIDVEST GROUP LTD SPONS ADR CUSIP XXX-XX-XXXX - 62.0000 SHSCI	2010-12-17	2012-11-02	2921	2880	41	41
CIELO SA SPONSORED ADR CUSIP XXX-XX-XXXX - 131.0000 SHS	2010-12-17	2012-02-23	4495	2659	1836	1836
CIELO SA SPONSORED ADR CUSIP XXX-XX-XXXX - 158.0000 SHS	2010-12-17	2012-09-17	4476	2676	1800	1800
COMMERCIAL INTERNATIONAL BANK CUSIP XXX-XX-XXXX - 923.0000 SHS	2010-12-17	2012-08-28	4400	7366	-2966	-2966
COMPANHIA DE BEBIDAS DAS AMERSAMBEV SPONS ADR REPSTG PFD SHS CUSIP 20441W20	2010-12-17	2012-04-30	4439	3043	1396	1396
COMPANHIA ENERGETICA DE MINAS GERAIS-CEMIG SPONS ADR CUSIP XXX-XX-XXXX - 208.	2010-12-17	2012-03-07	4633	3618	1015	1015
COMPANHIA ENERGETICA DE MINAS GERAIS-CEMIG SPONS ADR CUSIP XXX-XX-XXXX - 193.	2010-12-17	2012-04-05	4765	3358	1407	1407
COMPANHIA ENERGETICA DE MINAS GERAIS-CEMIG SPONS ADR CUSIP XXX-XX-XXXX - 128.	2010-12-17	2012-06-06	2237	1781	456	456
COMPANHIA ENERGETICA DE MINAS GERAIS-CEMIG SPONS ADR CUSIP XXX-XX-XXXX - 427.	2010-12-17	2012-10-19	5192	5943	-751	-751
COMPANHIA SIDERGICA NACIONAL SPON ADR RPSTG ORD SHS CUSIP20440W105 - 735.00	2010-12-17	2012-11-29	3788	11912	-8124	-8124
INFOSYS LTD SP ADR CUSIP XXX-XX-XXXX - 144.0000 SHS	2010-12-17	2012-10-26	6159	10642	-4483	-4483
KOC HOLDING AS-UNSPON ADR CUSIP 49989A109 - 16.0000 SHS	2010-12-17	2012-12-13	398	362	36	36
KUMBA IRON ORE LTD ADR CUSIP 50125N104 - 15.0000 SHS	2010-12-17	2012-01-04	957	927	30	30
KUMBA IRON ORE LTD ADR CUSIP 50125N104 - 34.0000 SHS	2010-12-17	2012-01-19	2256	2101	155	155
ORASCOM CONSTRUCTION INDS SAE-SPONSORED ADR CUSIP 68554N403 - 41.0000 SHS	2010-12-28	2012-12-13	1610	1978	-368	-368
PERUSAHAAN PERSEROAN PERSERO PT INDONESIA TELEKOMUNIKIASI SPON ADR CUSIP 71	2010-12-17	2012-12-13	530	488	42	42
PHILIPPINE LONG DISTANCE TELEPHONE CO SPONSORED ADR CUSIP XXX-XX-XXXX - 28.00	2010-12-17	2012-03-14	1804	1574	230	230
PT SEMEN INDONESIA ADR PERSERO TBK CUSIP 69367J100 - 84.0000 SHS	2010-12-17	2012-02-01	5272	4370	902	902
PT UNITED TRACTORS TBK UNSPONSORED ADR CUSIP 69367T108 - 26.0000 SHS	2010-12-17	2012-02-07	1614	1326	288	288
SHOPRITE HOLDINGS LTD ADR CUSIP 82510E100 - 75.0000 SHS	2010-12-17	2012-04-30	2578	2171	407	407
SHOPRITE HOLDINGS LTD ADR CUSIP 82510E100 - 43.0000 SHS	2010-12-17	2012-10-26	1748	1244	504	504
TIGER BRANDS LTD-SPON ADR CUSIP 88673M201 - 113.0000 SHS	2010-12-17	2012-02-02	3765	3170	595	595
TURKCELL ILETISIN HIZMETLERI CUSIP XXX-XX-XXXX - 30.0000 SHS	2010-12-17	2012-12-13	467	496	-29	-29
CIELO SA SPONSORED ADR CUSIP XXX-XX-XXXX - 0.8000 SHS		2012-05-03	24		24	24
MASSMART HOLDINGS LTD CUSIP XXX-XX-XXXX - 102.0000 SHS	2011-07-26	2012-10-10	3948	4288	-340	-340
BARCLAYS BK PLC IPATH INDEX LKD SECS TO DOW JONES UBS CUSIP 06738C778 - 37.	2011-01-03	2012-01-03	1594	1820	-226	-226
FINANCIAL SELECT SECTOR SPDR CUSIP 81369Y605 - 1,351.0000 SHS		2012-01-03	18117	22047	-3930	-3930
IPATH DOW JONES UBS GRAINS TOTAL RETURN SUB-INDEX CUSIP 06739H305 - 35.0000	2011-10-03	2012-01-03	1586	1521	65	65
IPATH DOW JONES UBS GRAINS TOTAL RETURN SUB-INDEX CUSIP 06739H305 - 19.0000	2011-10-03	2012-01-20	815	825	-10	-10
IPATH DOW JONES UBS GRAINS TOTAL RETURN SUB-INDEX CUSIP 06739H305 - 158.000	2011-10-03	2012-04-02	7481	6864	617	617
ISHARES BARCLAYS 7-10 YR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-07-01	2012-01-20	1566	1430	136	136
ISHARES BARCLAYS 7-10 YR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 73.0000 SHS		2012-04-02	7550	7117	433	433
INTERMEDIATE CREDIT BOND FUND CUSIP XXX-XX-XXXX - 61.0000 SHS	2012-04-02	2012-10-01	6773	6651	122	122
ISHARES BARCLAYS 20 YEAR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 11.0000 SHS	2011-07-01	2012-01-03	1310	1028	282	282
ISHARES BARCLAYS 20 YEAR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 21.0000 SHS	2011-07-01	2012-01-20	2458	1963	495	495
ISHARES BARCLAYS 20 YEAR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 116.0000 SHS	2011-07-01	2012-04-02	13089	10846	2243	2243
ISHARES IBOXX YIELDET CORPORATE BOND FUND CUSIP XXX-XX-XXXX - 192.0000 SHS	2011-10-03	2012-04-02	17347	15752	1595	1595
ISHARES IBOXX YIELDET CORPORATE BOND FUND CUSIP XXX-XX-XXXX - 131.0000 SHS	2011-10-03	2012-07-02	11863	10748	1115	1115
ISHARES IBOXX YIELDET CORPORATE BOND FUND CUSIP XXX-XX-XXXX - 131.0000 SHS	2012-01-03	2012-12-28	12188	11740	448	448
ISHARES IBOXX INV ET GRADE CORP BOND FUND CUSIP XXX-XX-XXXX - 58.0000 SHS	2012-04-02	2012-10-01	7048	6684	364	364
ISHARES TR RUSSELL 2000 VALUE INDEX CUSIP XXX-XX-XXXX - 61.0000 SHS	2011-07-01	2012-01-20	4229	4541	-312	-312
ISHARES TR RUSSELL 2000 VALUE INDEX CUSIP XXX-XX-XXXX - 179.0000 SHS		2012-04-02	13045	12355	690	690
ISHARES TR RUSSELL 2000 VALUE INDEX CUSIP XXX-XX-XXXX - 20.0000 SHS	2012-01-03	2012-10-01	1490	1339	151	151
ISHARES TR RUSSELL 2000 VALUE INDEX CUSIP XXX-XX-XXXX - 307.0000 SHS		2012-12-28	22837	20811	2026	2026
ISHARES TR -DOW JONES US UTILS SECTOR INDEX FD CUSIP XXX-XX-XXXX - 32.0000 SH	2011-10-03	2012-04-02	2757	2572	185	185
ISHARES TR-DOW JONES US FINCL SECTOR INDEX FD CUSIP XXX-XX-XXXX - 73.0000 SHS	2012-01-03	2012-01-20	3838	3669	169	169
ISHARES TR-DOW JONES US FINCL SECTOR INDEX FD CUSIP XXX-XX-XXXX - 154.0000 SH	2012-01-03	2012-07-02	8528	7740	788	788
ISHARES TR-DOW JONES US FINCL SECTOR INDEX FD CUSIP XXX-XX-XXXX - 413.0000 SH		2012-12-28	24955	22945	2010	2010
ISHARES TR-DOW JONES US TECHNOLOGY SECTOR INDEX FD CUSIP XXX-XX-XXXX - 122.00	2012-01-03	2012-01-20	8307	7941	366	366
ISHARES TR-DOW JONES US TECHNOLOGY SECTOR INDEX FD CUSIP XXX-XX-XXXX - 69.000	2012-01-03	2012-04-02	5359	4491	868	868
ISHARES TR-DOW JONES US TECHNOLOGY SECTOR INDEX FD CUSIP XXX-XX-XXXX - 75.000	2012-01-03	2012-10-01	5732	4882	850	850
ISHARES TR-RUSSELL 2000 GROWTH INDEX FD CUSIP XXX-XX-XXXX - 134.0000 SHS	2011-07-01	2012-01-03	11436	12888	-1452	-1452
ISHARES TR-RUSSELL 2000 GROWTH INDEX FD CUSIP XXX-XX-XXXX - 80.0000 SHS	2011-07-01	2012-01-20	7149	7694	-545	-545
ISHARES TR-RUSSELL 2000 GROWTH INDEX FD CUSIP XXX-XX-XXXX - 142.0000 SHS	2011-07-01	2012-04-02	13494	13657	-163	-163
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO CUSIP 73937B803 - 371.0000 SH	2012-04-02	2012-07-02	11049	11119	-70	-70
SECTOR SPDR TR TECHNOLOGY SELECT SECTOR CUSIP 81369Y803 - 81.0000 SHS		2012-01-03	2098	1889	209	209
SELECT SECTOR SPDR FD MATERIALS CUSIP 81369Y100 - 29.0000 SHS	2011-04-01	2012-01-20	1059	1169	-110	-110
SELECT SECTOR SPDR FD CONSUMER DISCRETIONARY CUSIP 81369Y407 - 92.0000 SHS	2012-04-02	2012-12-28	4302	4134	168	168
SPDR BARCLAYS HIGH YIELD BOND ETF CUSIP 78464A417 - 471.0000 SHS	2011-10-03	2012-04-02	18521	16844	1677	1677
SPDR BARCLAYS HIGH YIELD BOND ETF CUSIP 78464A417 - 299.0000 SHS	2011-10-03	2012-07-02	11705	10693	1012	1012
SPDR BARCLAYS HIGH YIELD BOND ETF CUSIP 78464A417 - 325.0000 SHS	2012-01-03	2012-12-28	13206	12587	619	619
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 234.0000 SHS	2011-07-01	2012-01-03	3653	3389	264	264
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 105.0000 SHS		2012-01-20	1704	1558	146	146
IPATH INDEX LKD SECS TO DOW JONES UBS CUSIP 06738C778 - 85.0000 SHS	2011-01-03	2012-01-20	3585	4180	-595	-595
CORPORATE BOND FUND CUSIP XXX-XX-XXXX - 30.0000 SHS	2011-04-01	2012-04-02	2710	2745	-35	-35
CORPORATE BOND FUND CUSIP XXX-XX-XXXX - 179.0000 SHS	2011-10-03	2012-12-28	16653	14686	1967	1967
ISHARES TR -RUSSELL 2000 GROWTH INDEX FD CUSIP XXX-XX-XXXX - 15.0000 SHS	2011-07-01	2012-10-01	1449	1443	6	6
HEALTH CARE CUSIP 81369Y209 - 248.0000 SHS		2012-12-28	9847	8715	1132	1132
CONSUMER DISCRETIONARY CUSIP 81369Y407 - 17.0000 SHS	2011-01-03	2012-01-20	699	645	54	54
CONSUMER DISCRETIONARY CUSIP 81369Y407 - 341.0000 SHS	2011-01-03	2012-12-28	15945	12938	3007	3007
SELECT SECTOR SPDR TR CONSUMER STAPLES CUSIP 81369Y308 - 238.0000 SHS		2012-12-28	8262	7025	1237	1237
SPDR BARCLAYS HIGH YIELD BOND ETF CUSIP 78464A417 - 97.0000 SHS		2012-04-02	3814	3890	-76	-76
SPDR BARCLAYS HIGH YIELD BOND ETF CUSIP 78464A417 - 391.0000 SHS	2011-10-03	2012-12-28	15888	13983	1905	1905
BARCLAYS BK PLC IPATH INDEX CUSIP 06738C778-349 SHS	2010-12-03	2012-01-03	15038	16172	-1134	-1134
ENERGY SELECT SEXTOR SPDR-73 SHS	2010-12-03	2012-01-20	5189	4781	408	408
ENERGY SELECT SEXTOR SPDR-23 SHS	2010-12-03	2012-07-02	1518	1506	12	12
FINANCIAL SELECT SECTOR SPDR-85 SHS	2010-12-03	2012-01-03	1140	1276	-136	-136
INDUSTIRAL SELECT SECTOR SPDR-97 SHS	2010-12-03	2012-01-20	3506	3286	220	220
ISHARES IBOXX $ YLD CORP BOND FUND-145 SHS	2010-12-03	2012-01-20	12999	12948	51	51
ISHARES IBOXX $ YLD CORP BOND FUND-70 SHS	2010-12-03	2012-04-02	6324	6251	73	73
ISHARES TR RUSSELL 2000 VALUE INDEX CUSIP XXX-XX-XXXX - 39.0000 SHS	2010-12-03	2012-01-20	2704	2656	48	48
ISHARES TR-DOW JONES US UTILS SECTOR INDEX FD CUSIP XXX-XX-XXXX - 34.0000 SHS	2010-12-03	2012-01-20	2893	2599	294	294
ISHARES TR-DOW JONESUS UTILS SECTOR INDEX FD CUSIP XXX-XX-XXXX - 50.0000 SHS	2010-12-03	2012-04-02	4307	3822	485	485
ISHARES TR -RUSSELL 2000 GROWTH INDEX FD CUSIP XXX-XX-XXXX - 110.0000 SHS	2010-12-03	2012-01-03	9388	9270	118	118
SELECT SECTOR SPDR FD TECHNOLOGY SELECT SECTOR CUSIP 81369Y803 - 1,406.0000	2010-12-03	2012-01-03	36415	34752	1663	1663
SELECT SECTOR SPDR FD HEALTH CARE CUSIP 81369Y209 - 54.0000 SHS	2010-12-03	2012-01-03	1902	1673	229	229
SELECT SECTOR SPDR FD HEALTH CARE CUSIP 81369Y209 - 160.0000 SHS	2010-12-03	2012-01-20	5732	4956	776	776
SELECT SECTOR SPDR FD HEALTH CARE CUSIP 81369Y209 - 38.0000 SHS	2010-12-03	2012-04-02	1430	1177	253	253
SELECT SECTOR SPDR FD HEALTH CARE CUSIP 81369Y209 - 425.0000 SHS	2010-12-03	2012-12-28	16874	13165	3709	3709
SELECT SECTOR SPDR FD CONSUMER DISCRETIONARY CUSIP 81369Y407 - 64.0000 SHS	2010-12-03	2012-01-20	2632	2381	251	251
SELECT SECTOR SPDR FD CONSUMER STAPLES CUSIP 81369Y308 - 58.0000 SHS	2010-12-03	2012-01-03	1887	1668	219	219
SELECT SECTOR SPDR FD CONSUMER STAPLES CUSIP 81369Y308 - 145.0000 SHS	2010-12-03	2012-01-20	4694	4170	524	524
SELECT SECTOR SPDR FD CONSUMER STAPLES CUSIP 81369Y308 - 329.0000 SHS	2010-12-03	2012-04-02	11252	9461	1791	1791
SELECT SECTOR SPDR FD CONSUMER STAPLES CUSIP 81369Y308 - 192.0000 SHS	2010-12-03	2012-12-28	6665	5521	1144	1144
SPDR BARCLAYS ET HIGH YIELD BOND ETF CUSIP 78464A417 - 350.0000 SHS		2012-01-20	13651	13982	-331	-331
SPDR BARCLAYS ET HIGH YIELD BOND ETF CUSIP 78464A417 - 104.0000 SHS	2010-12-03	2012-04-02	4089	4155	-66	-66
ISHARES GOLD TRUST		2012-01-31	1		1	1
ISHARES GOLD TRUST		2012-02-29	1		1	1
ISHARES GOLD TRUST		2012-03-30	1		1	1
ISHARES GOLD TRUST		2012-04-30	3		3	3
ISHARES GOLD TRUST		2012-05-31	3		3	3
ISHARES GOLD TRUST		2012-06-29	3		3	3
ISHARES GOLD TRUST		2012-07-31	3		3	3
ISHARES GOLD TRUST		2012-08-31	3		3	3
ISHARES GOLD TRUST		2012-09-28	3		3	3
ISHARES GOLD TRUST		2012-10-31	3		3	3
ISHARES GOLD TRUST		2012-11-30	3		3	3
ISHARES GOLD TRUST		2012-12-31	3		3	3
ADOBE SYSTEMS INC CUSIP 00724F101 - 231.0000 SHS	2011-04-28	2012-01-26	7310	7862	-552	-552
ALTERA CORPORATION CUSIP XXX-XX-XXXX - 313.0000 SHS	2011-10-25	2012-01-26	12883	11956	927	927
AMERICAN EXPRESS COMPANY CUSIP XXX-XX-XXXX - 85.0000 SHS	2012-01-26	2012-05-29	4771	4295	476	476
AMERIPRISE FINANCIAL INC CUSIP 03076C106 - 352.0000 SHS		2012-01-26	19282	18879	403	403
AT&T INC CUSIP 00206R102 - 708.0000 SHS		2012-01-26	20931	20692	239	239
BAKER HUGHES INC CUSIP XXX-XX-XXXX - 210.0000 SHS	2012-01-10	2012-01-24	9734	10920	-1186	-1186
BANK OF AMERICA CORP CUSIP XXX-XX-XXXX - 2,094.0000 SHS		2012-01-26	15474	15131	343	343
BAXTER INTERNATIONAL INC CUSIP XXX-XX-XXXX - 130.0000 SHS	2012-01-26	2012-11-19	8588	7329	1259	1259
BOEING CO CUSIP XXX-XX-XXXX - 110.0000 SHS	2011-01-27	2012-01-26	8299	7796	503	503
BOSTON PROPERTIES REIT CUSIP XXX-XX-XXXX - 139.0000 SHS	2011-08-10	2012-01-26	14461	13268	1193	1193
BOSTON SCIENTIFIC CORP CUSIP XXX-XX-XXXX - 2,125.0000 SHS		2012-01-26	12882	13117	-235	-235
CBS CORP CL B CUSIP XXX-XX-XXXX - 852.0000 SHS		2012-01-26	24745	18567	6178	6178
CELGENE CORP CUSIP XXX-XX-XXXX - 204.0000 SHS		2012-01-26	14957	12056	2901	2901
CHEVRON CORPORATION CUSIP XXX-XX-XXXX - 104.0000 SHS	2011-09-23	2012-01-11	11178	9392	1786	1786
CHUBB CORP CUSIP XXX-XX-XXXX - 80.0000 SHS	2012-01-27	2012-11-19	6097	5369	728	728
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 205.0000 SHS	2012-01-26	2012-02-08	8944	8701	243	243
CVS CAREMARK CORP CUSIP XXX-XX-XXXX - 375.0000 SHS	2012-01-26	2012-05-29	17008	15917	1091	1091
DEVON ENERGY CORP CUSIP 25179M103 - 339.0000 SHS		2012-01-26	22224	28111	-5887	-5887
DISNEY WALT COMPANY CUSIP XXX-XX-XXXX - 887.0000 SHS		2012-01-26	35084	33155	1929	1929
DR PEPPER SNAPPLE GROUP INC CUSIP 26138E109 - 145.0000 SHS	2012-01-26	2012-11-19	6296	5699	597	597
EMC CORP MASS CUSIP XXX-XX-XXXX - 362.0000 SHS	2011-09-14	2012-01-26	9309	7987	1322	1322
EBAY INC CUSIP XXX-XX-XXXX - 255.0000 SHS	2012-01-26	2012-11-19	12220	8204	4016	4016
ELI LILLY & CO CUSIP XXX-XX-XXXX - 570.0000 SHS	2012-01-26	2012-01-31	22652	22784	-132	-132
FIFTH THIRD BANCORP CUSIP XXX-XX-XXXX - 1,212.0000 SHS	2011-07-20	2012-01-26	16156	15005	1151	1151
FREEPORT-MCMORAN COPPER&GOLD INC CLASS B CUSIP 35671D857 - 413.0000 SHS		2012-01-26	19784	17016	2768	2768
GOOGLE INC CUSIP 38259P508 - 16.0000 SHS	2011-06-22	2012-01-06	10402	7861	2541	2541
GOOGLE INC CUSIP 38259P508 - 26.0000 SHS	2012-01-26	2012-10-05	19978	14924	5054	5054
HALLIBURTON COMPANY CUSIP XXX-XX-XXXX - 527.0000 SHS		2012-01-26	19368	18446	922	922
HOME DEPOT INC CUSIP XXX-XX-XXXX - 587.0000 SHS		2012-01-26	26450	22845	3605	3605
JOHNSON & JOHNSON CUSIP XXX-XX-XXXX - 70.0000 SHS	2012-01-26	2012-11-19	4874	4593	281	281
JUNIPER NETWORK INC CUSIP 48203R104 - 735.0000 SHS		2012-01-26	17019	17628	-609	-609
LIBERTY GLOBAL INC SER A CUSIP XXX-XX-XXXX - 259.0000 SHS	2011-10-10	2012-01-26	11911	9636	2275	2275
LIBERTY INTERACTIVE CORP CUSIP 53071M104 - 751.0000 SHS	2011-06-08	2012-01-26	12722	13066	-344	-344
LOWES COMPANIES INC CUSIP XXX-XX-XXXX - 828.0000 SHS		2012-01-26	22017	21640	377	377
LYONDELLBASELL INDUSTRIES AF SCA CLASS A CUSIP N53745100 - 281.0000 SHS		2012-01-18	11436	8671	2765	2765
LYONDELLBASELL INDUSTRIES AF SCA CLASS A CUSIP N53745100 - 358.0000 SHS		2012-01-26	14476	8725	5751	5751
MACYS INC CUSIP55616P104 - 319.0000 SHS	2011-12-09	2012-01-26	10699	10405	294	294
MAXIM INTEGRATED PRODS INC CUSIP57772K101 - 534.0000 SHS	2011-07-25	2012-01-26	14874	12546	2328	2328
MEDTRONIC INC CUSIP XXX-XX-XXXX - 105.0000 SHS	2012-01-26	2012-11-19	4363	4204	159	159
MERCK & CO INC NEW CUSIP 58933Y105 - 330.0000 SHS	2011-05-17	2012-01-26	12818	12199	619	619
MORGAN STANLEY & CO CUSIP XXX-XX-XXXX - 1,249.0000 SHS		2012-01-26	23078	19651	3427	3427
MOSAIC COMPANY CUSIP 61945C103 - 177.0000 SHS	2011-07-08	2012-01-19	9522	12390	-2868	-2868
MYLAN INC CUSIP XXX-XX-XXXX - 511.0000 SHS	2011-12-14	2012-01-26	10968	10268	700	700
NETAPP INC CUSIP 64110D104 - 292.0000 SHS	2011-11-18	2012-01-26	11176	10221	955	955
NEWFIELD EXPLORATION COMPANY COMPANY CUSIP XXX-XX-XXXX - 187.0000 SHS	2012-01-25	2012-01-26	7619	7422	197	197
NORTHROP GRUMMAN CORP NEW CUSIP 666807102 - 80.0000 SHS	2012-01-26	2012-11-19	5170	4741	429	429
NVIDIA CORP CUSIP 67066G104 - 730.0000 SHS	2011-06-22	2012-01-26	10879	11583	-704	-704
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 141.0000 SHS		2012-01-26	14390	13820	570	570
PFIZER INCORPORATED CUSIP XXX-XX-XXXX - 2,316.0000 SHS		2012-01-26	50198	44288	5910	5910
PHILLIPS 66 CUSIP XXX-XX-XXXX - 270.0000 SHS	2012-01-26	2012-05-03	8603	8603	0	0
PPL CORPORATION CUSIP 69351T106 - 868.0000 SHS		2012-01-26	24620	23401	1219	1219
PROCTOR & GAMBLE CO CUSIP XXX-XX-XXXX - 55.0000 SHS	2012-01-17	2012-11-19	3707	3648	59	59
SCHWAB CHARLES CORP NEW CUSIP XXX-XX-XXXX - 410.0000 SHS	2012-01-26	2012-11-19	5266	4860	406	406
SIMON PROPERTY GROUP REIT INC NEW CUSIP XXX-XX-XXXX - 86.0000 SHS	2011-09-23	2012-01-26	11752	9568	2184	2184
SPRINT NEXTEL CORP CUSIP XXX-XX-XXXX - 2,114.0000 SHS	2011-03-03	2012-01-26	4615	9196	-4581	-4581
STAPLES INC CUSIP XXX-XX-XXXX - 2,010.0000 SHS		2012-09-18	23972	31014	-7042	-7042
STARWOOD HOTELS & RESORTS WORLDWIDE INC CUSIP 85590A401 - 200.0000 SHS	2011-10-27	2012-01-26	10900	10358	542	542
TARGET CORP CUSIP 87612E106 - 230.0000 SHS	2012-01-26	2012-11-19	14476	11706	2770	2770
TEVA PHARMACEUTIAL ADR INDS LTD CUSIP XXX-XX-XXXX - 169.0000 SHS	2011-03-01	2012-01-26	7676	8494	-818	-818
TEXAS INSTRUMENTS INC CUSIP XXX-XX-XXXX - 357.0000 SHS	2011-12-19	2012-01-25	11512	10134	1378	1378
TEXTRON INC CUSIP XXX-XX-XXXX - 517.0000 SHS	2012-01-23	2012-01-26	12576	11244	1332	1332
THERMO FISHER SCIENTIFIC INC CUSIP XXX-XX-XXXX - 460.0000 SHS	2011-10-13	2012-01-26	24541	24826	-285	-285
TRANSOCEAN LTD ORDINARY SHARES CUSIP H8817H100 - 362.0000 SHS		2012-01-26	17164	15651	1513	1513
UNILEVER NV ADR CUSIP XXX-XX-XXXX - 311.0000 SHS	2011-03-01	2012-01-18	10168	9375	793	793
UNILEVER NV ADR CUSIP XXX-XX-XXXX - 120.0000 SHS	2012-01-26	2012-11-19	4334	4023	311	311
UNITEDHEALTH GROUP INC CUSIP 91324P102 - 391.0000 SHS	2011-12-19	2012-01-26	19788	19197	591	591
VERTEX PHARMACEUTICALS INC CUSIP 92532F100 - 304.0000 SHS	2012-01-11	2012-01-26	10783	11160	-377	-377
WAL-MART STORES INC CUSIP XXX-XX-XXXX - 130.0000 SHS	2012-01-26	2012-11-19	8866	8009	857	857
WALGREEN COMPANY CUSIP XXX-XX-XXXX - 431.0000 SHS	2012-01-12	2012-01-26	14992	14416	576	576
WELLS FARGO COMPANY CUSIP XXX-XX-XXXX - 335.0000 SHS	2012-01-26	2012-05-29	10778	9988	790	790
WILLIAMS SONOMA INC CUSIP XXX-XX-XXXX - 320.0000 SHS	2012-01-20	2012-01-26	11087	11204	-117	-117
XCEL ENERGY INC CUSIP 98389B100 - 412.0000 SHS	2012-01-03	2012-01-26	11291	11258	33	33
CHEVRON CORPORATION-70 SHS		2012-12-19	7761	6393	1368	1368
CISCO SYSTEMS INC-385 SHS	2011-10-03	2012-12-11	7679	5884	1795	1795
DEVON ENERGY CORP-233 SHS		2012-01-26	15275	19259	-3984	-3984
MICROSOFT CORP-280 SHS	2011-02-18	2012-05-29	8217	7569	648	648
PEPSICO INCORPORATED-7 SHS	2011-03-01	2012-11-19	480	443	37	37
UNILEVER NV ADR-28 SHS	2011-01-06	2012-01-10	955	849	106	106
UNILEVER NV ADR-326 SHS	2011-01-06	2012-01-18	10659	9887	772	772
ADOBE SYSTEMS INC CUSIP00724F101 - 492.0000 SHS	2010-11-03	2012-01-26	15569	14103	1466	1466
AFLAC INC CUSIP XXX-XX-XXXX - 302.0000 SHS	2010-12-16	2012-01-26	14805	16596	-1791	-1791
AMERICAN ELECTRIC POWER INC CUSIP XXX-XX-XXXX - 523.0000 SHS		2012-01-26	21596	17288	4308	4308
BOEING CO CUSIP XXX-XX-XXXX - 328.0000 SHS		2012-01-26	24747	18515	6232	6232
EMC CORP MASS CUSIP XXX-XX-XXXX - 1,037.0000 SHS		2012-01-26	26666	21121	5545	5545
EVEREST RE GROUP LTD BERMUDA CUSIP G3223R108 - 255.0000 SHS		2012-01-26	21947	21076	871	871
FRANKLIN RESOURCES INC CUSIP XXX-XX-XXXX - 178.0000 SHS		2012-01-24	18307	17996	311	311
GENERAL ELECTRIC COMPANY CUSIP XXX-XX-XXXX - 3,475.0000 SHS		2012-01-26	66860	58398	8462	8462
ENERAL MILLS INC CUSIP XXX-XX-XXXX - 744.0000 SHS		2012-01-26	30335	26348	3987	3987
HARTFORD FINL SVCS GROUP INC CUSIP XXX-XX-XXXX - 655.0000 SHS		2012-01-26	11823	17538	-5715	-5715
HONEYWELL INTERNATIONAL INCINC CUSIP XXX-XX-XXXX - 561.0000 SHS	2010-12-16	2012-01-26	32994	29222	3772	3772
ILLINOIS TOOL WORKS INC CUSIP XXX-XX-XXXX - 235.0000 SHS	2010-08-19	2012-01-26	12554	9919	2635	2635
INVESCO PLC CUSIP G491BT108 - 520.0000 SHS		2012-01-26	11837	12654	-817	-817
JOHNSON CONTROLS INC CUSIP XXX-XX-XXXX - 349.0000 SHS	2010-12-16	2012-01-23	10895	13328	-2433	-2433
JPMORGAN CHASE & COCUSIP 46625H100 - 1,663.0000 SHS		2012-01-26	62761	72522	-9761	-9761
MARSH AND MC LENNAN COMPANIES INC CUSIP XXX-XX-XXXX - 416.0000 SHS	2009-09-09	2012-01-06	12810	9641	3169	3169
MERCK & CO INC NEW CUSIP 58933Y105 - 720.0000 SHS		2012-01-26	27967	26429	1538	1538
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 83.0000 SHS	2010-12-16	2012-01-24	8352	7790	562	562
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 8.0000 SHS	2010-12-16	2012-01-26	816	751	65	65
PEPSICO INCORPORATED CUSIP XXX-XX-XXXX - 53.0000 SHS	2010-07-01	2012-11-19	3634	3232	402	402
PG&E CORPORATION CUSIP 69331C108 - 480.0000 SHS		2012-01-26	19749	22280	-2531	-2531
PRUDENTIAL FINANCIAL INC CUSIP XXX-XX-XXXX - 570.0000 SHS	2010-12-16	2012-01-26	32800	32455	345	345
SLM CORP CUSIP 78442P106 - 1,287.0000 SHS		2012-01-26	19170	15625	3545	3545
SPRINT NEXTEL CORP CUSIP XXX-XX-XXXX - 5,719.0000 SHS		2012-01-26	12484	41293	-28809	-28809
SUNTRUST BANKS INC CUSIP XXX-XX-XXXX - 255.0000 SHS	2010-12-27	2012-11-19	6845	7450	-605	-605
TEVA PHARMACEUTICAL ADR INDS LTD CUSIP XXX-XX-XXXX - 166.0000 SHS	2010-11-15	2012-01-26	7540	8453	-913	-913
TRAVELERS COS INC/THE CUSIP 89417E109 - 75.0000 SHS	2009-11-27	2012-11-19	5215	3906	1309	1309
UNILEVER NV ADR CUSIP XXX-XX-XXXX - 203.0000 SHS		2012-01-10	6922	6527	395	395
FEDERAL HOME LN MTG CORP NOTES CPN 0.625% DUE 12/29/14 DTD 12/16/11 FC 06/2		2012-08-03	15101	15036	65	65
FEDERAL NATL MTG ASSN NOTES CPN 0.750% DUE 12/18/13 DTD 11/01/10 FC 12/18/1	2012-05-30	2012-08-03	8053	8053	0	0
FHLMC GOLD PASS THRU POOL CPN 5.000% DUE 03/01/38 DTD 11/01/08 FC 12/15/08	2011-11-10	2012-01-24	3052	3054	-2	-2
FHLMC GOLD PASS THRU POOL CPN 5.500% DUE 09/01/38 DTD 09/01/08 FC 10/15/08	2011-11-10	2012-01-24	3133	3136	-3	-3
FNMA PASS THRU POOL CPN 5.500% DUE 02/01/35 DTD 12/01/09 FC 01/25/10 CUSIP	2012-06-11	2012-11-28	15728	16041	-313	-313
FNMA PASS THRU POOLCPN 5.500% DUE 04/01/37 DTD 11/01/10 FC 12/25/10 CUSIP31	2012-03-07	2012-04-05	6435	6430	5	5
FNMA PASS THRU POOLCPN 4.500% DUE 05/01/41 DTD 04/01/11 FC 05/25/11 CUSIP31	2012-01-18	2012-01-23	9326	9358	-32	-32
FNMA PASS THRU POOLCPN 4.500% DUE 05/01/41 DTD 04/01/11 FC 05/25/11 CUSIP31	2012-01-18	2012-04-15	1700	1708	-8	-8
FNMA PASS THRU POOLCPN 3.500% DUE 01/01/42 DTD 12/01/11 FC 01/25/12 CUSIP31	2012-01-10	2012-01-24	5136	5148	-12	-12
FNMA PASS THRU POOLCPN 5.000% DUE 11/01/35 DTD 04/01/07 FC 05/25/07 CUSIP31	2012-09-07	2012-11-26	3614	3684	-70	-70
FNMA PASS THRU POOLCPN 4.500% DUE 05/01/41 DTD 05/01/11 FC 06/25/11 CUSIP31	2011-10-07	2012-01-24	1813	1805	8	8
FNMA PASS THRU POOL CUSIP 31416WL67-3000 SHS	2011-09-09	2012-01-24	2408	2422	-14	-14
FNMA PASS THRU POOL CUSIP 3138AJK50-10000 SHS	2012-03-07	2012-04-16	8379	8350	29	29
FNMA PASS THRU POOL-CUSIP31411CDR9-6000 SHS	2011-05-10	2012-01-24	1705	1737	-32	-32
FNMA PASS THRU POOL CUSIP 3138AFFK1-3000 SHS	2011-05-10	2012-01-24	3061	2972	89	89
FNMA PASS THRU POOL CUSIP 31414PUU1-7000 SHS	2011-06-09	2012-01-24	1622	1660	-38	-38
FNMA PASS THRU POOL CUSIP 31402RRN1-78000 SHS	2012-07-10	2012-11-26	20834	21352	-518	-518
FNMA PASS HEU POOL CUSIP 31416BMK1-38000 SHS	2012-06-11	2012-11-26	11642	11877	-235	-235
FNMA PASS THRU POOL CUSIP31403DDX4-26000 SHS	2011-09-09	2012-04-05	7020	7148	-128	-128
FNMA PASSTHRU POOL CUSIP 31402CUB7-26000 SHS	2011-10-07	2012-04-16	6815	6842	-27	-27
US TREASURY NOTES-CUSIP 912828SF8-36000 SHS		2012-09-14	36726	36271	455	455
US TREASURY NOTES-CUSIP912828RR3-86000 SHS		2012-12-07	90098	87430	2668	2668
US TREASUTY NOTES-CUSIP 912828QX1-23000 SHS	2011-08-08	2012-03-01	23717	23476	241	241
US TREASURY INFLATION IDX NOTE CPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/1	2011-07-12	2012-01-26	2842	2520	322	322
US TREASURY INFLATION IDX NOTECPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15	2011-08-02	2012-01-27	7126	6680	446	446
US TREASURY INFLATION IDX NOTECPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15	2011-07-12	2012-01-31	8657	7558	1099	1099
US TREASURY INFLATION IDX NOTECPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15	2011-08-02	2012-02-28	10050	9335	715	715
US TREASURY INFLATION IDX NOTECPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15	2011-08-02	2012-02-29	8549	8001	548	548
US TREASURY INFLATION IDX NOTECPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15	2011-08-02	2012-03-01	5662	5334	328	328
US TREASURY NOTE CPN 3.625% DUE 04/15/28 DTD 04/15/98 FC 10/15/98 CUSIP9128	2011-03-29	2012-02-14	6378	5345	1033	1033
US TREASURY NOTESCPN 2.125% DUE 08/15/21 DTD 08/15/11 FC 02/15/12 CUSIP9128	2011-09-13	2012-01-24	4035	4050	-15	-15
US TREASURY NOTES CPN 2.125% DUE 08/15/21 DTD 08/15/11 FC 02/15/12 CUSIP912	2012-05-30	2012-09-17	12489	12633	-144	-144
US TREASRY INFLATION PROTECTED NOTECPN 3.000% DUE 07/15/12 DTD 07/15/02 FC	2012-05-30	2012-07-16	10232	10263	-31	-31
ALLIANZ GLOBAL INV MNGD ACCTS TR FIXED INCM SHS SERIES C CUSIP01882B205 - 2	2010-01-21	2012-01-23	35334	35139	195	195
ALLIANZ GLOBAL INV MANAGED ACCOUNTS TR FIXED INCOME SHS SERM CUSIP01882B304	2010-01-21	2012-01-23	23963	22504	1459	1459
FEDERAL NATL MTG ASSN NOTES CPN 0.750% DUE 12/18/13 DTD 11/01/10 FC 12/18/1	2011-01-11	2012-01-24	3023	2978	45	45
FEDERAL NATL MTG ASSN NOTESCPN 0.750% DUE 12/18/13 DTD 11/01/10 FC 12/18/10		2012-08-03	29192	28823	369	369
FHLMC GOLD PASS THRU POOL CPN 5.500% DUE 09/01/38 DTD 09/01/08 FC 10/15/08	2011-11-10	2012-11-28	1092	1151	-59	-59
FHLMC GOLD PASS THRU POOL CPN 4.500% DUE 02/01/41 DTD 02/01/11 FC 03/15/11	2011-02-11	2012-04-16	26845	25348	1497	1497
FNMA PASS THRU POOL CPN 5.500% DUE 12/01/35 DTD 06/01/10 FC 07/25/10 CUSIP3	2011-04-19	2012-11-28	43577	44889	-1312	-1312
FNMA PASS THRU POOL CPN 4.500% DUE 02/01/41 DTD 02/01/11 FC 03/25/11 CUSIP3	2011-03-02	2012-04-05	21579	20652	927	927
FNMA PASS THRU POOLCPN 5.500% DUE 07/01/38 DTD 07/01/08 FC 08/25/08 CUSIP31	2010-02-11	2012-01-24	1325	1346	-21	-21
FNMA PASS THRU POOLCPN 5.500% DUE 06/01/38 DTD 10/01/08 FC 11/25/08 CUSIP31	2010-01-21	2012-04-16	8673	9053	-380	-380
FNMA PASS THRU POOL CPN 5.500% DUE 06/01/38 DTD 10/01/08 FC 11/25/08 CUSIP3		2012-11-28	11792	13124	-1332	-1332
FNMA PASS THRU POOLCPN 5.000% DUE 06/01/35 DTD 05/01/05 FC 06/25/05 CUSIP31	2010-01-28	2012-01-24	2383	2364	19	19
FNMA PASS THRU POOLCPN 5.000% DUE 06/01/35 DTD 05/01/05 FC 06/25/05 CUSIP31		2012-04-05	3421	3401	20	20
FNMA PASS THRU POOLCPN 5.000% DUE 02/01/36 DTD 01/01/06 FC 02/25/06 CUSIP31	2010-01-21	2012-11-26	28391	29080	-689	-689
FNMA PASS THRU POOLCPN 6.000% DUE 05/01/38 DTD 05/01/08 FC 06/25/08 CUSIP31	2010-01-21	2012-01-24	37997	40189	-2192	-2192
FNMA PASS THRU POOLCPN 5.000% DUE 03/01/34 DTD 02/01/04 FC 03/25/04 CUSIP31	2011-10-07	2012-11-26	6948	7151	-203	-203
US TREASURY NOTES CPN 1.375% DUE 03/15/13 DTD 03/15/10 FC 09/15/10 CUSIP912	2010-04-29	2012-01-24	3042	2989	53	53
US TREASURY NOTES CPN 1.375% DUE 03/15/13 DTD 03/15/10 FC 09/15/10 CUSIP912		2012-03-01	12145	12069	76	76
US TREASURY NOTES CPN 0.875% DUE 02/29/12 DTD 02/28/10 FC 08/31/10 CUSIP912	2010-02-26	2012-01-24	3003	3004	-1	-1
US TREASURY NOTES CPN 0.875% DUE 02/29/12 DTD 02/28/10 FC 08/31/10 CUSIP912		2012-02-29	57000	57079	-79	-79
US TREASURY IDX NOTE CPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15/09 CUSIP	2010-10-12	2012-01-24	9791	8908	883	883
US TREASURY IDX NOTE CPN 2.500% DUE 01/15/29 DTD 01/15/09 FC 07/15/09 CUSIP	2010-10-12	2012-01-26	11368	10180	1188	1188
US TREASURY NOTE CPN 3.625% DUE 04/15/28 DTD 04/15/98 FC 10/15/98 CUSIP9128	2010-09-29	2012-01-24	6230	5616	614	614
US TREASURY NOTE CPN 3.625% DUE 04/15/28 DTD 04/15/98 FC 10/15/98 CUSIP9128		2012-02-14	14883	13251	1632	1632
US TREASURY NOTES CPN 2.125% DUE 08/15/21 DTD 08/15/11 FC 02/15/12 CUSIP912	2011-09-13	2012-09-17	36426	35438	988	988
US TREASURY INFLATION PROTECTED NOTE CPN 3.000% DUE 07/15/12 DTD 07/15/02 F	2010-01-21	2012-01-24	3862	4084	-222	-222
US TREASURY INFLATION PROTECTED NOTE CPN 3.000% DUE 07/15/12 DTD 07/15/02 F		2012-07-16	40928	41543	-615	-615
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-01-31	53	53	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-02-29	61	61	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-03-31	66	66	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-04-30	59	59	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-05-31	71	71	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-06-15	62	62	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-07-15	57	57	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-08-15	56	56	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-09-30	50	50	0	0
FHLMC GOLD PASS THRU POOL G04688 PRIN RETURN		2012-10-31	56	56	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-01-31	832	832	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-02-29	985	985	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-03-31	875	875	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-04-30	122	122	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-05-31	107	107	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-06-15	125	125	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-07-15	149	149	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-08-15	183	183	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-09-30	143	143	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-10-31	171	171	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-11-30	136	136	0	0
FHLMC GOLD PASS THRU POOL A97047 PRIN RETURN		2012-12-31	193	193	0	0
FNMA PASS THRU POOL A10620-PRIN RETURN		2012-01-31	37	37	0	0
FNMA PASS THRU POOL A10620-PRIN RETURN		2012-02-29	33	33	0	0
FNMA PASS THRU POOL A10620-PRIN RETURN		2012-03-31	93	93	0	0
FNMA PASS THRU POOL A14815-PRIN RETURN		2012-03-31	301	301	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-04-30	904	904	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-05-31	699	699	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-06-30	1731	1731	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-07-31	1405	1405	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-08-31	1559	1559	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-09-30	928	928	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-10-31	1527	1527	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-11-30	1996	1996	0	0
FNMA PASS THRU POOL AJ4052-PRIN RETURN		2012-12-31	2308	2308	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-01-31	671	671	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-02-29	1110	1110	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-03-31	753	753	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-04-30	541	541	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-05-31	549	549	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-06-30	643	643	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-07-31	687	687	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-08-31	857	857	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-09-30	814	814	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-10-31	773	773	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-11-30	754	754	0	0
FNMA PASS THRU POOL AH5583-PRIN RETURN		2012-12-31	838	838	0	0
FNMA PASS THRU POOL AL1948-PRIN RETURN		2012-08-31	398	398	0	0
FNMA PASS THRU POOL AL1948-PRIN RETURN		2012-09-30	641	641	0	0
FNMA PASS THRU POOL AL1948-PRIN RETURN		2012-10-31	323	323	0	0
FNMA PASS THRU POOL AL1948-PRIN RETURN		2012-11-30	468	468	0	0
FNMA PASS THRU POOL AL1948-PRIN RETURN		2012-12-31	645	645	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-01-31	474	474	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-02-29	512	512	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-03-31	480	480	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-04-30	252	252	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-05-31	270	270	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-06-30	233	233	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-07-31	240	240	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-08-31	276	276	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-09-30	254	254	0	0
FNMA PASS THRU POOL 725205-PRIN RETURN		2012-10-30	272	272	0	0
FNMA PASS THRU POOL 735580-PRIN RETURN		2012-01-31	96	96	0	0
FNMA PASS THRU POOL 735580-PRIN RETURN		2012-02-29	110	110	0	0
FNMA PASS THRU POOL 735580-PRIN RETURN		2012-03-31	111	111	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-07-31	1764	1764	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-08-31	1824	1824	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-09-30	1715	1715	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-10-31	1862	1862	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-11-30	771	771	0	0
FNMA PASS THRU POOL 735893-PRIN RETURN		2012-12-31	837	837	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-01-31	1102	1102	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-02-29	1192	1192	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-03-31	1232	1232	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-04-30	1187	1187	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-05-31	1343	1343	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-06-30	1282	1282	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-07-31	1220	1220	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-08-31	1342	1342	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-09-30	1180	1180	0	0
FNMA PASS THRU POOL 745275-PRIN RETURN		2012-10-30	1361	1361	0	0
FNMA PASS THRU POOL 745418-PRIN RETURN		2012-01-31	176	176	0	0
FNMA PASS THRU POOL 745418-PRIN RETURN		2012-02-29	210	210	0	0
FNMA PASS THRU POOL 745418-PRIN RETURN		2012-03-31	220	220	0	0
FNMA PASS THRU POOL 888343-PRIN RETURN		2012-09-30	133	133	0	0
FNMA PASS THRU POOL 888343-PRIN RETURN		2012-10-31	172	172	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-01-31	709	709	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-02-29	870	870	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-03-31	910	910	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-04-30	632	632	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-05-31	722	722	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-06-30	717	717	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-07-31	683	683	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-08-31	689	689	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-09-30	530	530	0	0
FNMA PASS THRU POOL 995018-PRIN RETURN		2012-10-30	657	657	0	0
FNMA PASS THRU POOL 995062-PRIN RETURN		2012-06-30	542	542	0	0
FNMA PASS THRU POOL 995062-PRIN RETURN		2012-07-31	547	547	0	0
FNMA PASS THRU POOL 995062-PRIN RETURN		2012-08-31	553	553	0	0
FNMA PASS THRU POOL 995062-PRIN RETURN		2012-09-30	473	473	0	0
FNMA PASS THRU POOL 995062-PRIN RETURN		2012-10-30	608	608	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-01-31	1222	1222	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-02-29	1630	1630	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-03-31	1563	1563	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-04-30	1225	1225	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-05-31	1069	1069	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-06-30	1359	1359	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-07-31	1617	1617	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-08-31	1354	1354	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-09-30	1011	1011	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-10-31	1273	1273	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-11-30	1490	1490	0	0
FNMA PASS THRU POOL AB1389-PRIN RETURN		2012-12-31	1620	1620	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-06-30	493	493	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-07-31	649	649	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-08-31	851	851	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-09-30	639	639	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-10-31	655	655	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-11-30	893	893	0	0
FNMA PASS THRU POOL AB13314-PRIN RETURN		2012-12-31	904	904	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-01-31	85	85	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-02-29	62	62	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-03-31	140	140	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-04-30	241	241	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-05-31	286	286	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-06-30	306	306	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-07-31	355	355	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-08-31	968	968	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-09-30	1077	1077	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-10-31	716	716	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-11-30	1330	1330	0	0
FNMA PASS THRU POOL AB4297-PRIN RETURN		2012-12-31	849	849	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-06-30	150	150	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-07-31	361	361	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-08-31	1280	1280	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-09-30	777	777	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-10-31	481	481	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-11-30	617	617	0	0
FNMA PASS THRU POOL AB4528-PRIN RETURN		2012-12-31	766	766	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-06-30	145	145	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-07-31	324	324	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-08-31	669	669	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-09-30	890	890	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-10-31	759	759	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-11-30	2576	2576	0	0
FNMA PASS THRU POOL AB5468-PRIN RETURN		2012-12-31	1503	1503	0	0
FNMA PASS THRU POOL AB5670-PRIN RETURN		2012-10-31	782	782	0	0
FNMA PASS THRU POOL AB5670-PRIN RETURN		2012-11-30	798	798	0	0
FNMA PASS THRU POOL AB5670-PRIN RETURN		2012-12-31	1552	1552	0	0
FNMA PASS THRU POOL AB7079-PRIN RETURN		2012-11-30	108	108	0	0
FNMA PASS THRU POOL AB7079-PRIN RETURN		2012-12-31	90	90	0	0
FNMA PASS THRU POOL AD0495-PRIN RETURN		2012-06-30	606	606	0	0
FNMA PASS THRU POOL AD0495-PRIN RETURN		2012-07-31	619	619	0	0
FNMA PASS THRU POOL AD0495-PRIN RETURN		2012-08-31	585	585	0	0
FNMA PASS THRU POOL AD0495-PRIN RETURN		2012-09-30	581	581	0	0
FNMA PASS THRU POOL AD0495-PRIN RETURN		2012-10-31	603	603	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-01-31	1315	1315	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-02-29	1408	1408	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-03-31	1642	1642	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-04-30	1445	1445	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-05-31	1668	1668	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-06-30	1495	1495	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-07-31	1516	1516	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-08-31	1592	1592	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-09-30	1436	1436	0	0
FNMA PASS THRU POOL AE0115-PRIN RETURN		2012-10-31	1627	1627	0	0
FNMA PASS THRU POOL AE0609-PRIN RETURN		2012-03-31	163	163	0	0
FNMA PASS THRU POOL AE0984-PRIN RETURN		2012-01-31	308	308	0	0
FNMA PASS THRU POOL AE0984-PRIN RETURN		2012-02-29	420	420	0	0
FNMA PASS THRU POOL AE0984-PRIN RETURN		2012-03-31	445	445	0	0
FIRST TRUST TECHNLGY ET ALPHADEX FUND CUSIP 33734X176 - 280.0000 SHS	2012-04-20	2012-10-18	5908	6423	-515	-515
FIRST TRUST TECHNLGY ET ALPHADEX FUND CUSIP 33734X176 - 143.0000 SHS	2012-04-20	2012-10-31	2893	3281	-388	-388
GUGGENHEIM ET S&P 500 EQUAL WEIGHTED INDEX FD CUSIP 78355W106 - 494.0000 SH		2012-07-12	23860	25187	-1327	-1327
ISHARES BARCLAYS ET 7-10 YR TREASURY BOND FUND CUSIP XXX-XX-XXXX - 229.0000 S		2012-02-09	23939	24359	-420	-420
ISHARES CORE TOTAL ET U S BOND MARKET CUSIP XXX-XX-XXXX - 229.0000 SHS	2012-01-31	2012-04-10	25226	25390	-164	-164
ISHARES CORE TOTAL ET U S BOND MARKET CUSIP XXX-XX-XXXX - 224.0000 SHS	2012-01-31	2012-10-31	25127	24836	291	291
ISHARES HIGH ET DIVIDEND EQUITY FD CUSIP 46429B663 - 233.0000 SHS	2012-02-09	2012-11-08	13715	12918	797	797
ISHARES HIGH ET DIVIDEND EQUITY FD CUSIP 46429B663 - 210.0000 SHS		2012-12-12	12732	12092	640	640
PROSHARES SHORT S&P 500 NON-TRADITIONAL ETF IX CUSIP 74347R503 - 607.0000 S	2012-01-31	2012-02-09	22700	23448	-748	-748
PROSHARES SHORT S&P 500 NON-TRADITIONAL ETF IX CUSIP 74347R503 - 670.0000 S	2012-01-31	2012-04-04	24088	25882	-1794	-1794
PROSHARES SHORT S&P 500 NON-TRADITIONAL ETF IX CUSIP 74347R503 - 677.0000 S		2012-04-10	24979	26019	-1040	-1040
SELECT SECTOR SPDR TR UTILITIES SELECT SECTOR CUSIP 81369Y886 - 220.0000 SH	2012-05-09	2012-10-09	8085	7838	247	247
SELECT SECTOR SPDR TR UTILITIES SELECT SECTOR CUSIP 81369Y886 - 251.0000 SH		2012-10-18	9372	9037	335	335
SELECT SECTOR SPDR TR UTILITIES SELECT SECTOR CUSIP 81369Y886 - 244.0000 SH	2012-07-12	2012-10-31	8975	9045	-70	-70
SHORT QQQ PROSHARES NON-TRADITIONAL ETF IX CUSIP 74347R602 - 847.0000 SHS		2012-02-09	23455	24398	-943	-943
SPDR PHARMACEUTICALS ET CUSIP 78464A722 - 54.0000 SHS	2012-01-31	2012-10-18	3262	2839	423	423
SPDR PHARMACEUTICALS ET CUSIP 78464A722 - 408.0000 SHS	2012-01-31	2012-12-12	23151	21452	1699	1699
SPDR S&P DIVIDEND ET CUSIP 78464A763 - 222.0000 SHS	2012-01-31	2012-07-12	12176	12169	7	7
SPDR S&P DIVIDEND ET CUSIP 78464A763 - 219.0000 SHS	2012-01-31	2012-11-08	12469	12005	464	464
VANGUARD MSCI ET EMERGING MARKETS ETF CUSIP XXX-XX-XXXX - 287.0000 SHS		2012-04-30	12209	12819	-610	-610
VANGUARD MSCI EAFE ET CUSIP XXX-XX-XXXX - 373.0000 SHS		2012-04-30	12371	12683	-312	-312
ALLIED NEVADA GOLD CORP CUSIP XXX-XX-XXXX - 104.0000 SHS	2012-04-05	2012-05-18	2573	3161	-588	-588
ANGLO AMERICAN PLC ADR CUSIP 03485P201 - 241.0000 SHS	2011-11-17	2012-05-18	3796	4545	-749	-749
BARRICK GOLD CORP CUSIP XXX-XX-XXXX - 420.0000 SHS	2011-06-14	2012-04-05	17070	18530	-1460	-1460
BARRICK GOLD CORP CUSIP XXX-XX-XXXX - 286.0000 SHS	2012-05-22	2012-12-13	9822	10985	-1163	-1163
BERRY PETRO CO CLASS A CUSIP XXX-XX-XXXX - 100.0000 SHS	2011-12-30	2012-05-18	3675	4220	-545	-545
BERRY PETRO CO CLASS A CUSIP XXX-XX-XXXX - 277.0000 SHS		2012-12-13	9158	12141	-2983	-2983
BP PLC SPONS ADR CUSIP XXX-XX-XXXX - 63.0000 SHS	2011-12-29	2012-05-18	2344	2681	-337	-337
BP PLC SPONS ADR CUSIP XXX-XX-XXXX - 138.0000 SHS	2011-12-29	2012-05-22	5275	5872	-597	-597
CAMECO CORP CUSIP 13321L108 - 360.0000 SHS	2012-04-05	2012-05-18	6859	7362	-503	-503
CAMECO CORP CUSIP 13321L108 - 198.0000 SHS	2012-04-05	2012-12-13	3867	4049	-182	-182
CF INDUSTRIES HOLDINGS INC CUSIP XXX-XX-XXXX - 170.0000 SHS		2012-01-05	27152	24717	2435	2435
CONCHO RESOURCES INC CUSIP20605P101 - 44.0000 SHS	2012-01-05	2012-05-18	3813	4461	-648	-648
CONCHO RESOURCES INC CUSIP20605P101 - 117.0000 SHS	2012-01-05	2012-05-22	10727	11862	-1135	-1135
CONOCOPHILLIPS CUSIP20825C104 - 116.0000 SHS	2011-08-12	2012-05-18	5932	5869	63	63
CONOCOPHILLIPS CUSIP20825C104 - 99.0000 SHS	2011-08-12	2012-05-22	5161	5009	152	152
DELTIC TIMBER CORP CUSIP XXX-XX-XXXX - 42.0000 SHS	2012-04-05	2012-05-18	2396	2554	-158	-158
ELDORADO GOLD CORP NEW CUSIP XXX-XX-XXXX - 0.1562 SHS	2011-06-15	2012-03-01	2	2	0	0
ELDORADO GOLD CORP NEW CUSIP XXX-XX-XXXX - 947.5938 SHS	2011-06-15	2012-04-05	12214	11439	775	775
ENERGY XXI BERMUDA LTD CUSIP G10082140 - 156.0000 SHS	2012-01-05	2012-05-18	4631	5053	-422	-422
ENERGY XXI BERMUDA LTD CUSIP G10082140 - 343.0000 SHS	2012-01-05	2012-12-13	11048	11110	-62	-62
EUROPEAN GOLDFIELDS LIMITED CUSIP XXX-XX-XXXX - 1,115.0003 SHS	2011-06-15	2012-03-01			0	0
EXXON MOBIL CORP CUSIP 30231G102 - 84.0000 SHS	2011-10-05	2012-05-18	6883	6191	692	692
EXXON MOBIL CORP CUSIP 30231G102 - 61.0000 SHS	2011-10-05	2012-07-13	5197	4496	701	701
FREEPORT-MCMORAN COPPER & GOLDINC CLASS B CUSIP35671D857 - 250.0000 SHS	2011-08-12	2012-04-05	9433	11323	-1890	-1890
GOLDCORP INC CUSIP XXX-XX-XXXX - 150.0000 SHS	2011-08-12	2012-07-13	5096	7436	-2340	-2340
PHILLIPS 66 CUSIP XXX-XX-XXXX - 207.0000 SHS	2011-08-12	2012-05-18	6522	6225	297	297
PLUM CREEK TIMBER CO INC DEPOSITARY UNIT CUSIP XXX-XX-XXXX - 105.0000 SHS	2012-04-05	2012-05-18	3851	4339	-488	-488
POTASH CORP OF SASKATCHEWAN INC CUSIP 73755L107 - 154.0000 SHS	2011-08-12	2012-07-13	6808	8365	-1557	-1557
POTLATCH HLDGS INC CUSIP XXX-XX-XXXX - 164.0000 SHS	2012-04-05	2012-05-18	4772	5029	-257	-257
POTLATCH HLDGS INC CUSIP XXX-XX-XXXX - 350.0000 SHS	2012-04-05	2012-12-28	13545	10593	2952	2952
RAYONIER INC CUSIP XXX-XX-XXXX - 109.0000 SHS	2011-12-30	2012-05-18	4618	4911	-293	-293
ROYAL GOLD INC CUSIP XXX-XX-XXXX - 73.0000 SHS	2011-12-30	2012-05-18	4611	4903	-292	-292
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 60.0000 SHS	2011-01-18	2012-01-05	2005	2331	-326	-326
TALISMAN ENERGY INC CUSIP 87425E103 - 1,261.0000 SHS	2011-12-30	2012-05-22	12668	15881	-3213	-3213
ULTRA PETROLEUM CORP CUSIP XXX-XX-XXXX - 500.0000 SHS	2012-07-13	2012-12-13	9749	10713	-964	-964
WEYERHAUSER CO CUSIP XXX-XX-XXXX - 293.0000 SHS	2012-04-05	2012-05-18	5504	6299	-795	-795
WEYERHAUSER CO CUSIP XXX-XX-XXXX - 812.0000 SHS	2012-04-05	2012-12-28	22566	17455	5111	5111
I SHARES SILVER TRUST CUSIP 46428Q109 - 22.0000 SHS	2011-06-16	2012-05-18	612	758	-146	-146
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 1,453.0000 SHS	2011-06-14	2012-05-18	22481	21465	1016	1016
FIRST MAJESTIC SILVER CORP-432 SHS	2011-06-16	2012-12-28	8498	7240	1258	1258
MCMORAN EXPL CO-1193 SHS	2011-03-18	2012-03-27	12168	19571	-7403	-7403
NEWMONT MINING CORP-176 SHS		2012-12-13	7780	10048	-2268	-2268
POTASH CORP OF SASKATCHEWAN-109 SHS	2011-01-18	2012-05-18	4267	6327	-2060	-2060
POTASH CORP OF SASKATCHEWAN-236 SHS	2011-01-18	2012-07-13	10433	13698	-3265	-3265
BHP BILLITON LTD SPON ADR CUSIP XXX-XX-XXXX - 93.0000 SHS	2010-01-22	2012-05-18	5820	6944	-1124	-1124
BHP BILLITON LTD SPON ADR CUSIP XXX-XX-XXXX - 74.0000 SHS	2010-01-22	2012-07-13	4674	5526	-852	-852
CLIFFS NATURAL RESOURCES CUSIP 18683K101 - 43.0000 SHS	2010-12-09	2012-05-18	2111	3088	-977	-977
CLIFFS NATURAL RESOURCES CUSIP 18683K101 - 207.0000 SHS	2010-12-09	2012-12-06	5966	14865	-8899	-8899
CONTANGO OIL GAS NEW CUSIP 21075N204 - 141.0000 SHS		2012-05-18	7593	7234	359	359
ELDORADO GOLD CORP NEW CUSIP XXX-XX-XXXX - 0.0938 SHS	2010-12-09	2012-03-01	1	2	-1	-1
ELDORADO GOLD CORP NEW CUSIP XXX-XX-XXXX - 569.4062 SHS	2010-12-09	2012-04-05	7339	9133	-1794	-1794
ENERPLUSCORP CUSIP XXX-XX-XXXX - 600.0000 SHS	2010-12-09	2012-05-30	8082	17868	-9786	-9786
EUROPEAN GOLDFILEDS LIMITED CUSIP XXX-XX-XXXX - 669.9998 SHS	2010-12-09	2012-03-01			0	0
FIRST MAJESTIC SILVER CORP CUSIP 32076V103 - 317.0000 SHS	2010-12-09	2012-05-18	4222	3937	285	285
FIRST MAJESTIC SILVER CORP CUSIP 32076V103 - 333.0000 SHS	2010-12-09	2012-12-28	6551	4136	2415	2415
FRANCO-NEVADA CORP CUSIP XXX-XX-XXXX - 296.0000 SHS	2010-12-09	2012-05-18	11860	9867	1993	1993
FRANCO-NEVADA CORP CUSIP XXX-XX-XXXX - 254.0000 SHS	2010-12-09	2012-12-28	14371	8467	5904	5904
FREE-PORT MCMORAN COPPER & GOLD INC CLASS B CUSIP 35671D857 - 330.0000 SHS	2010-12-09	2012-04-05	12452	18201	-5749	-5749
GOLDCORP INC CUSIP XXX-XX-XXXX - 117.0000 SHS	2010-12-09	2012-05-18	4117	5378	-1261	-1261
GOLDCORP INC CUSIP XXX-XX-XXXX - 283.0000 SHS	2010-12-09	2012-07-13	9614	13009	-3395	-3395
I SHARES SILVER TRUST CUSIP 46428Q109 - 377.0000 SHS	2010-12-09	2012-04-05	11597	10531	1066	1066
I SHARES SILVER TRUST CUSIP 46428Q109 - 273.0000 SHS	2010-12-09	2012-05-18	7596	7623	-27	-27
IMPERIAL OIL LTD NEW CUSIP XXX-XX-XXXX - 174.0000 SHS	2010-01-22	2012-05-18	7033	6458	575	575
IMPERIAL OIL LTD NEW CUSIP XXX-XX-XXXX - 251.0000 SHS	2010-01-22	2012-12-13	10624	9315	1309	1309
MESABI TRUST CTF BEN INT CUSIP XXX-XX-XXXX - 470.0000 SHS		2012-04-05	14100	21485	-7385	-7385
MURPHY OIL CORP CUSIP XXX-XX-XXXX - 41.0000 SHS	2010-12-09	2012-05-18	1902	2872	-970	-970
NEWMONT MINING CORP NEW CUSIP XXX-XX-XXXX - 144.0000 SHS	2010-12-09	2012-05-18	6609	8661	-2052	-2052
NEWMONT MINING CORP NEW CUSIP XXX-XX-XXXX - 156.0000 SHS	2010-12-09	2012-12-13	6896	9383	-2487	-2487
PLAINS EXPLORATION PRODUCTION CO CUSIP XXX-XX-XXXX - 200.0000 SHS	2010-10-13	2012-05-18	7212	5674	1538	1538
PLAINS EXPLORATION PRODUCTION CO CUSIP XXX-XX-XXXX - 283.0000 SHS	2010-10-13	2012-12-06	12307	8028	4279	4279
SILVER WHEATON CORP CUSIP XXX-XX-XXXX - 222.0000 SHS	2010-12-09	2012-04-05	6911	8543	-1632	-1632
SILVER WHEATON CORP CUSIP XXX-XX-XXXX - 97.0000 SHS	2010-12-09	2012-05-18	2392	3733	-1341	-1341
SOCIEDAD QUIMICA MINERAL DE CHILE S A SPONS ADR-149 SHS	2010-12-09	2012-05-18	7911	8005	-94	-94
SOCIEDAD QUIMICA MINERAL DE CHILE S A SPONS ADR- 191 SHS	2010-12-09	2012-07-13	11152	10262	890	890
SOUTHWESTERN ENERGY CO CUSIP XXX-XX-XXXX - 445.0000 SHS	2010-10-18	2012-01-05	14867	15458	-591	-591
SPDR GOLD TRUST CUSIP 78463V107 - 94.0000 SHS	2010-12-09	2012-05-18	14498	12676	1822	1822
YAMANA GOLD INC CUSIP 98462Y100 - 891.0000 SHS	2010-01-22	2012-05-18	12176	9687	2489	2489
YAMANA GOLD INC CUSIP 98462Y100 - 744.0000 SHS	2010-01-22	2012-12-28	12507	8089	4418	4418
ISHARES SILVER TRUST		2012-01-31	22		22	22
ISHARES SILVER TRUST		2012-02-29	22		22	22
ISHARES SILVER TRUST		2012-03-30	24		24	24
ISHARES SILVER TRUST		2012-04-30	17		17	17
ISHARES SILVER TRUST		2012-05-31	13		13	13
ISHARES SILVER TRUST		2012-06-29	12		12	12
ISHARES SILVER TRUST		2012-07-31	12		12	12
ISHARES SILVER TRUST		2012-08-31	13		13	13
ISHARES SILVER TRUST		2012-09-28	14		14	14
ISHARES SILVER TRUST		2012-10-31	15		15	15
ISHARES SILVER TRUST		2012-11-30	14		14	14
ISHARES SILVER TRUST		2012-12-31	14		14	14
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 5,397.0000 SHS		2012-01-31	18		18	18
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 5,397.0000 SHS		2012-02-29	18		18	18
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 5,397.0000 SHS		2012-03-30	19		19	19
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 5,397.0000 SHS		2012-04-30	18		18	18
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-05-31	13		13	13
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-06-29	12		12	12
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-07-31	13		13	13
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-08-31	13		13	13
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-09-28	13		13	13
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-10-31	14		14	14
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-11-30	13		13	13
ISHARES GOLD TRUST CUSIP XXX-XX-XXXX - 3,944.0000 SHS		2012-12-31	14		14	14
SPDR GOLD TRUST ET CUSIP78463V107 - 160.0000 SHS		2012-01-11	8		8	8
SPDR GOLD TRUST ET CUSIP78463V107 - 160.0000 SHS		2012-02-14	8		8	8
SPDR GOLD TRUST ET CUSIP78463V107 - 160.0000 SHS		2012-03-13	8		8	8
SPDR GOLD TRUST ET CUSIP78463V107 - 60.0000 SHS		2012-04-10	9		9	9
SPDR GOLD TRUST ET CUSIP78463V107 - 60.0000 SHS		2012-05-16	10		10	10
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-06-12	3		3	3
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-07-06	3		3	3
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-08-10	3		3	3
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-09-12	3		3	3
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-10-08	4		4	4
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-11-19	4		4	4
SPDR GOLD TRUST ET CUSIP78463V107 - 66.0000 SHS		2012-12-11	3		3	3
FEDERAL NATL MTG ASSN NOTES CPN 2.375% DUE 04/11/16 -25,000SHS	2011-04-28	2012-01-20	26409	25243	1166	1166
MOTOROLA INC CPN 6.000% DUE 11/15/17 -25,000SHS	2011-03-08	2012-01-20	28228	27320	908	908
VERIZON COMM SR UNSECURED CPN 4.600% DUE 04/01/21-22,000SHS	2011-09-13	2012-01-20	24654	24257	397	397
VERIZON COMM SR UNSECURED CPN 4.600% DUE 04/01/21-10,000SHS	2011-09-13	2012-05-18	11403	11026	377	377
ABBOTT LABS SR UNSECURD CPN 4.125% DUE 05/27/20 -25,000SHS	2010-08-25	2012-01-20	27527	27189	338	338
ABBOTT LABS SR UNSECURD CPN 4.125% DUE 05/27/20-10,000SHS	2010-08-25	2012-05-18	11411	10875	536	536
ABBOT LABS NOTES CALLABLE CPN 5.600% DUE 11/30/17-40,000SHS	2009-03-09	2012-12-10	49207	42230	6977	6977
AMER EXPRESS CCO MED TERM NOTES SER C CPN 7.300% DUE 08/20/13-20,000SHS	2010-01-27	2012-06-13	21410	22712	-1302	-1302
BOEING CO GLOBAL NOTES CALABLE CPN 5.125% DUE 02/15/13-40,000SHS	2009-03-05	2012-01-20	41934	41972	-38	-38
BOTTLING GRP LLC SR UNSECRD NOTES CPN 5.125% DUE 01/15/19-60,000SHS		2012-05-18	70830	61312	9518	9518
FEDERAL HOME LN MTG CORP MED TERM NOTE CPN 3.750% DUE 03/27/19-45,000SHS	2010-12-21	2012-05-18	51713	46429	5284	5284
FEDERAL HOME LN MTG CO NOTES CPN 4.375% DUE 07/17/15-45,000SHS	2009-03-06	2012-05-18	50255	48683	1572	1572
FEDERAL HOME LN BANK BDS CPN 3.375% DUE 02/27/13-100,000 SHS	2009-03-06	2012-01-20	103465	104298	-833	-833
FEDERAK NATL MTG ASSN NOTES CPN 5.250% DUE 09/15/16-25,000SHS	2009-03-11	2012-01-20	29655	27819	1836	1836
GLAXOSMITHKLINE CAP INC NOTES CALLABLE CPN 5.650% DUE 05/15/18-30,000SHS	2009-03-09	2012-01-20	36356	31072	5284	5284
GLAXOSMITHKLINE CAP INC NOTES CALLABLE CPN 5.650% DUE 05/15/18-15,000SHS		2012-04-30	18169	15834	2335	2335
GLAXOSMITHKLINE CALLABLE CPN 5.650% DUE 05/15/18-45,000SHS	2010-01-21	2012-11-06	55121	49289	5832	5832
HEWLETT-PACKARD CO SENIOR NOTES CALLABLE CPN 5.500% DUE 03/01/18-10,000SHS	2009-03-09	2012-05-18	11136	10200	936	936
HEWLETT-PACKARD CO SENIOR NOTES CALLABLE CPN 5.500% DUE 03/01/18-50,000SHS		2012-11-27	52647	52212	435	435
IBM CORP GLBL BDS CPN 4.750% DUE 11/29/12-40,000SHS	2009-03-05	2012-04-30	40956	42574	-1618	-1618
METLIFE INC NOTES CPN 5.000% DUE 06/15/15-50,000SHS		2012-06-13	54662	51976	2686	2686
MOTOROLA INC SENIOR NOTES CPN 6.000% DUE 11/15/17-10,000SHS	2011-03-08	2012-05-18	11525	10928	597	597
MOTOROLA INC SENIOR NOTES CPN 6.000% DUE 11/15/17-50,000SHS	2011-03-08	2012-06-13	57383	54640	2743	2743
TARGET CORP GLBL NOTES CALLABLE CPN 5.875% DUE 03/01/12-40,000SHS	2009-03-05	2012-01-20	40215	42411	-2196	-2196
US TREASURY NOTES CPN 3.000% DUE 02/28/17-50,000SHS	2010-11-18	2012-01-20	55131	52930	2201	2201
US TREASURY NOTES CPN 3.125% DUE 05/15/19-50,000SHS	2010-01-21	2012-05-18	56725	48332	8393	8393
US TREASURY NOTES CPN 3.125% DUE 05/15/19-60,000SHS		2012-09-26	68384	58327	10057	10057
US TREASURY NOTES CPN 2.250% DUE 05/31/14-50,000SHS	2010-01-21	2012-01-20	52279	50346	1933	1933
WALGREEN CO NOTES CALLABLE CPN 5.250% DUE 01/15/19-30,000SHS	2009-03-18	2012-01-20	35209	29498	5711	5711
WALGREENS CO NOTES CALLABLE CPN 5.250% DUE 01/15/19-10,000SHS	2009-03-18	2012-05-18	11714	9833	1881	1881
WALT DISNEY COMPANY GLBL NOTES CPN 6.375% DUE 03/01/12-40,000SHS	2009-03-05	2012-01-20	40235	43150	-2915	-2915
AMGEN INC CUSIP XXX-XX-XXXX - 23.0000 SHS	2011-11-22	2012-07-31	1913	1275	638	638
CLIFFS NATURAL RESOURCES -CUSIP 18683K101 - 4.0000 SHS	2012-07-31	2012-08-24	156	164	-8	-8
NVIDIA CORP 35 SHS	2011-06-27	2012-07-31	478	541	-63	-63
ALLERGAN IN - 22 SHS	2009-12-31	2012-07-31	1851	1396	455	455
APPLE INC - 7 SHS	2010-12-09	2012-07-31	4272	2252	2020	2020
CELGENE CORP CUSIP XXX-XX-XXXX - 21.0000 SHS	2009-09-24	2012-07-31	1457	1127	330	330
CLIFFS NATURAL RESOURCES CUSIP 18683K101 - 188.0000 SHS	2010-10-21	2012-08-24	7335	12020	-4685	-4685
COACH INC CUSIP XXX-XX-XXXX - 30.0000 SHS	2009-12-31	2012-07-31	1523	1108	415	415
COACH INC CUSIP XXX-XX-XXXX - 406.0000 SHS	2009-12-31	2012-09-11	25027	15000	10027	10027
DOVER CORP COMMON CUSIP 260003108 - 24.0000 SHS	2010-12-09	2012-07-31	1312	1404	-92	-92
DR PEPPER SNAPPLE GROUP INC CUSIP 26138E109 - 20.0000 SHS	2010-06-24	2012-07-31	915	749	166	166
EMC CORP MASS CUSIP XXX-XX-XXXX - 79.0000 SHS	2010-07-22	2012-07-31	2091	1561	530	530
EMERSON ELECTRIC CO CUSIP XXX-XX-XXXX - 429.0000 SHS	2010-12-09	2012-05-25	20328	24361	-4033	-4033
EXXON MOBIL CORP CUSIP 30231G102 - 19.0000 SHS	2010-07-26	2012-07-31	1661	1146	515	515
FISERV INC CUSIP XXX-XX-XXXX - 32.0000 SHS	2007-03-27	2012-07-31	2217	1720	497	497
FREEPORT-MCMORAN COPPER&GOLD INC CLASS B CUSIP 35671D857 - 36.0000 SHS	2010-12-09	2012-07-31	1224	2003	-779	-779
GOOGLE INC CL A CUSIP 38259P508 - 47.0000 SHS		2012-03-02	29179	27974	1205	1205
HOME DEPOT INC CUSIP XXX-XX-XXXX - 22.0000 SHS	2010-04-01	2012-07-31	1152	715	437	437
HONEYWELL INTERNATIONAL INC CUSIP XXX-XX-XXXX - 20.0000 SHS	2010-12-09	2012-07-31	1170	1033	137	137
INTEL CORP CUSIP XXX-XX-XXXX - 63.0000 SHS	2009-12-31	2012-07-31	1633	1299	334	334
INTERNATIONAL BUSINESS MACHINE CORP CUSIP XXX-XX-XXXX - 12.0000 SHS	2010-12-09	2012-07-31	2368	1742	626	626
NETAPP INC CUSIP 64110D104 - 304.0000 SHS	2010-12-09	2012-01-26	11525	16817	-5292	-5292
NIKE INC CUSIP XXX-XX-XXXX - 302.0000 SHS	2010-12-09	2012-07-10	27623	26589	1034	1034
OCCIDENTAL PETE CORP CUSIP XXX-XX-XXXX - 7.0000 SHS	2009-12-31	2012-07-31	618	575	43	43
ORACLE CORPORATION CUSIP 68389X105 - 772.0000 SHS	2010-12-09	2012-02-13	21986	22709	-723	-723
PHILLIP MORRIS INTERNATIONAL INC CUSIP XXX-XX-XXXX - 29.0000 SHS	2010-12-09	2012-07-31	2653	1728	925	925
PROCTOR & GAMBLE CO CUSIP XXX-XX-XXXX - 19.0000 SHS	2008-11-05	2012-07-31	1229	1252	-23	-23
SCHLUMBERGER LTD CUSIP XXX-XX-XXXX - 14.0000 SHS	2010-11-04	2012-07-31	1009	1045	-36	-36
TARGET CORP CUSIP 87612E106 - 25.0000 SHS	2007-03-27	2012-07-31	1518	1508	10	10
TEVA PHARMACEUTICAL ADR INDS LTD CUSIP XXX-XX-XXXX - 21.0000 SHS	2010-06-24	2012-07-31	858	1097	-239	-239
UNION PACIFIC CORP- CUSIP XXX-XX-XXXX - 14.0000 SHS	2010-12-09	2012-07-31	1726	1306	420	420
UNION PACIFIC CORP CUSIP XXX-XX-XXXX - 192.0000 SHS	2010-12-09	2012-09-21	23126	17911	5215	5215
UNITED TECHNOLOGIES CORP CUSIP XXX-XX-XXXX - 33.0000 SHS	2009-12-31	2012-07-31	2467	2327	140	140
VERIZON COMMUNICATIONS COM COM CUSIP 92343V104 - 44.0000 SHS	2010-12-09	2012-07-31	2000	1457	543	543
WAL-MART STORES INC CUSIP XXX-XX-XXXX - 15.0000 SHS	2010-03-10	2012-07-31	1121	808	313	313
WAL-MART STORES INC CUSIP XXX-XX-XXXX - 208.0000 SHS		2012-11-16	14151	11221	2930	2930
YUM BRANDS INC CUSIP XXX-XX-XXXX - 42.0000 SHS	2010-12-09	2012-07-31	2757	2123	634	634
3M CO CUSIP 88579Y101 - 14.0000 SHS	2010-04-01	2012-07-31	1281	1176	105	105
Capital Gains Dividends			4136		4136	4136	P

Field	Value	IRS element (for citing)
Capital Gain Net Income	-21058	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	746917	QualifyingDistributionsYear1
Noncharitable Assets Year1	12438687	NoncharitableAssetsYear1
Distribution Ratio Year1	0.060048	DistributionRatioYear1
Qualifying Distributions Year2	728091	QualifyingDistributionsYear2
Noncharitable Assets Year2	11958059	NoncharitableAssetsYear2
Distribution Ratio Year2	0.060887	DistributionRatioYear2
Qualifying Distributions Year3	776334	QualifyingDistributionsYear3
Noncharitable Assets Year3	10779943	NoncharitableAssetsYear3
Distribution Ratio Year3	0.072017	DistributionRatioYear3
Qualifying Distributions Year4	756000	QualifyingDistributionsYear4
Noncharitable Assets Year4	15639203	NoncharitableAssetsYear4
Distribution Ratio Year4	0.048340	DistributionRatioYear4
Qualifying Distributions Year5	974513	QualifyingDistributionsYear5
Noncharitable Assets Year5	19556727	NoncharitableAssetsYear5
Distribution Ratio Year5	0.049830	DistributionRatioYear5
Total Distribution Ratio	0.291122	TotalDistributionRatio
Average Distribution Ratio	0.058224	AverageDistributionRatio
Net Noncharitable Assets	12013769	NetNoncharitableAssets
Adjusted Noncharitable Assets	699490	AdjustedNoncharitableAssets
One Percent Net Investment Income	2609	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	702099	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	338326	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	5218	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	5218	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	5218	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	22378	EstTaxPaymentsAndOverpayment
Total Credits And Payments	22378	TotalCreditsAndPayments
Overpayment	17160	Overpayment
Amount Credited To Next Year	17160	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	0	RequirementsOfSect508e
At Least5000 In Assets	1	AtLeast5000InAssets
States Filed With	NC	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	K B MORGAN	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	3362712870	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	405 BATTLEGROUND AVE SUITE 101	AddressLine1
City	GREENSBORO	City
State	NC	State
ZIP Code	27401	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	0	ForeignBank

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
DOROTHY S SHAW
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR	0.10	504	0	0
KATHARINE THOMAS
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR	0.10	504	0	0
E JACK WALKER
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR,SECRETARY	0.15	504	0	0
K BARRY MORGAN
405 BATTLEGROUND AVE SUITE 101	GREENSBORO	NC	27401	DIRECTOR,VICE PRES,TREAS	10.00	39534	4467	0
JOHN S THOMAS
3802 SWARTHMORE RD	DURHAM	NC	27707	PRESIDENT	35.00	125483	13904	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	11545613	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	651107	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	12196720	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	12196720	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	182951	CashDeemedCharitable
Net Noncharitable Assets	12013769	NetNoncharitableAssets
Minimum Investment Return	600688	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	600688	MinimumInvestmentReturn
Tax Based On Investment Income	5218	TaxBasedOnInvestmentIncome
Total Tax	5218	TotalTax
Distributable Amount Before Adj	595470	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	595470	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	595470	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	338326	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	338326	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	0	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	338326	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	595470	DistributableAmountAsAdjusted
Undistributed Income Prior Year	0	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year5	32651	ExcessDistriCarryoverYear5
Excess Distri Carryover Year3	239503	ExcessDistriCarryoverYear3
Excess Distri Carryover Year2	145620	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	128789	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	546563	TotalExcessDistriCarryover
Qualifying Distributions	338326	QualifyingDistributions
Applied To Year1	0	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	338326	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	257144	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	257144	ExcessDistriCyovAppliedCY
Total Corpus	289419	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	0	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	289419	ExcessDistriCyovToNextYear
Excess From Year3	15010	ExcessFromYear3
Excess From Year2	145620	ExcessFromYear2
Excess From Year1	128789	ExcessFromYear1

Supplementary Information SupplementaryInformation

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

Appication Submission Info AppicationSubmissionInfo

Field	Value	IRS element (for citing)
Recipient Name	MR JOHN S THOMAS	RecipientName

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	3802 SWARTHMORE ROAD	AddressLine1
City	DURHAM	City
State	NC	State
ZIP Code	27707	ZIPCode

Field	Value	IRS element (for citing)
Recipient Phone Number	9194039498	RecipientPhoneNumber
Form And Info And Materials	APPLICATIONS SHOULD BE SUBMITTED IN LETTER FORM.	FormAndInfoAndMaterials
Submission Deadlines	NONE	SubmissionDeadlines
Restrictions On Awards	NONE	RestrictionsOnAwards

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (28 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
AMERICANS FOR PROSPERITY FOUNDATION
1726 M STREET 10TH FL	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
AMISTAD MISSION
55 SCOTT ST	BUFORD	GA	30158	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$10,000
ASIAN ACCESS LIFE MINISTRIES
PO BOX 200	SAN DIMAS	CA	91773	NONE	PUBLIC CHARITY	TSUNAMI RELIEF	$10,000
ASSOCIATION OF SMALL FOUNDATIONS
4905 DEL RAY AVE	BETHESDA	MD	20814	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
BOY SCOUTS OF AMERICA OLD NORTH STATE COUNCIL
PO BOX 29048	GREENSBORO	NC	27403	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$500
CHILD EVANGELISM FELLOWSHIP
PO BOX 348	WARRENTON	MO	63383	NONE	PUBLIC CHARITY	SUPPORT FOR MISSIONARIES	$5,000
DUKE UNIVERSITY
BOX 90482	DURHAM	NC	27708	NONE	PUBLIC CHARITY	COMPREHENSIVE CANCER CENTER	$10,000
DURHAM COMMUNITY CONCERT BAND
PO BOX 52133	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
FAITH IN ACTION
705 GREENE ST	GREENSBORO	NC	27401	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$15,000
FOCUS ON THE FAMILY
8605 EXPLORER DR	COLORADO SPRINGS	CO	80920	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
GLOBAL ACTION
7680 GODDARD ST STE 100	COLORADO SPRINGS	CO	80920	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$10,000
HINSHAW MEMORIAL UNITED METHODIST CHURCH
4501 HIGH POINT RD	GREENSBORO	NC	27407	NONE	CHURCH	APPALACHIAN SERVICE PROJECT	$5,000
JAZZ FOUNDATION OF NORTH CAROLINA INC
PO BOX 51523	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
JUNIOR ACHIEVEMENT OF CENTRAL INC INC
3220 NORTHLINE AVE	GREENSBORO	NC	27408	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
LEADERSHIP EDGE
PO BOX 51657	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$35,000
MISSION TRAINING INTERNATIONAL
PO BOX 1220	PALMER LAKE	CO	80133	NONE	PUBLIC CHARITY	MISSIONARY STAFF SUPPORT	$5,000
NATIONAL RIGHT TO WORK LEGAL DEFENSE FOUNDATION
8001 BRADDOCK RD	SPRINGFIELD	VA	22160	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$10,000
NATIONAL TAXPAYERS UNION FOUNDATION
108 NORTH ALFRED ST	ALEXANDRIA	VA	22314	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$10,000
NORTH CAROLINA MUSEUM OF LIFE AND SCIENCE
433 W MURRAY STREET	DURHAM	NC	27704	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500
OMICRON DELTA KAPPA FOUNDATION
224 MCLAUGHLIN STREET	LEXINGTON	VA	244502002	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
REFORMED UNIVERSITY FELLOWSHIP
1600 BROWN RD SUITE 104	LAWRENCEVILLE	GA	30043	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500
ST STEPHENS EPISCOPAL CHURCH
82 KIMBERLY DR	DURHAM	NC	27707	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
THE EMILY KRYZEWSKI FAMILY LIFE CENTER
904 WEST CHAPEL HILL STREET	DURHAM	NC	27701	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,500
THE GATHERING
601 SHELBY DR STE 201	TYLER	TX	75701	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
THE JESSE HELMS CENTER FOUNDATION
PO BOX 247	WINGATE	NC	28270	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$25,000
THE JOHN LOCK FOUNDATION
200 WEST MORGAN ST SUITE 200	RALEIGH	NC	27601	NONE	PUBLIC CHARITY	EA MORRIS FELLOWHIP PROGRAM	$140,000
UNC LAW FOUNDATION
VAN HECKE WETACCH HALL 160 RIDGE RD	CHAPEL HILL	NC	27599	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,500
UNC-CHARLOTTE FOUNDATION
9201 UNIVERSITY CITY BLVD	CHARLOTTE	NC	28223	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	330000	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	$372,092	ExclusionAmount

Other Investment Income Part VII OtherInvestmentIncomePartVII

Field	Value	IRS element (for citing)
Exclusion Code	15	ExclusionCode
Exclusion	$367	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	-$21,058	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	$0	UnrelatedBusinessIncomeAmount
Exclusion	$351,401	ExclusionAmount
Related Or Exempt Function Income	0	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	351401	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

Depreciation Schedule DepreciationSchedule

Depreciation Depreciation (2 entries)

Description Of PropertyDescriptionOfProperty	Date AcquiredDateAcquired	Cost Or Other BasisCostOrOtherBasis	Prior Years DepreciationPriorYearsDepreciation	Computation MethodComputationMethod	LifeLife	Current Year ExpenseCurrentYearExpense	Net Investment IncomeNetInvestmentIncome
COMPUTER	2011-11-30	896	15	SL	5.000000000000	179	0
TELEPHONE	2012-12-13	62		SL	5.000000000000	1	0

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Field	Value	IRS element (for citing)
Name Of Bond	Corporate bonds at Wells Fargo Advisors	NameOfBond
EOY Book Value	687728	EOYBookValue
EOYFMV	724091	EOYFMV

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Field	Value	IRS element (for citing)
Name Of Stock	Corporate stocks at Wells Fargo Advisors	NameOfStock
EOY Book Value	8755449	EOYBookValue
EOYFMV	9305802	EOYFMV

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	1432676	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	1450281	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	Foreign bonds at Wells Fargo Advisors	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	60752	BookValue
EOYFMV	66582	EOYFMV

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtc (2 entries)

Category Or ItemCategoryOrItem	Cost Or Other BasisCostOrOtherBasis	Accumulated DepreciationAccumulatedDepreciation	Book ValueBookValue
COMPUTER	896	194	702
TELEPHONE	62	1	61

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

Field	Value	IRS element (for citing)
Description	INTEREST INCOME REPORTED IN 2012 AND RECVD IN 2013	Description
BOY Book Value	0	BOYBookValue
EOY Book Value	11826	EOYBookValue
EOYFMV	11826	EOYFMV

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (8 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
DUES	695	0
TELEPHONE & INTERNET	1763	0
OFFICE SUPPLIES	45	0
PAYROLL PROCESSING	1067	0
OTHER INVESTMENT EXPENSES	2943	2943
INVESTMENT MANAGEMENT FEES	95734	95734
ADR FEES	39	39
LEGAL FEES	1465	0

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	MESABI TRUST	Description
Revenue And Expenses Per Books	367	RevenueAndExpensesPerBooks
Net Investment Income	367	NetInvestmentIncome
Adjusted Net Income	367	AdjustedNetIncome

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
FOREIGN TAX W/H	$4,344	4344	0
PERSONAL PROPERTY TAX	$10	0	0

E A MORRIS CHARITABLE 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 (1487 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

Appication Submission Info AppicationSubmissionInfo

Recipient US Address RecipientUSAddress

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (28 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Other Investment Income Part VII OtherInvestmentIncomePartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Subtotals Part XVIA SubtotalsPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Depreciation Schedule DepreciationSchedule

Depreciation Depreciation (2 entries)

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

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtc (2 entries)

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (8 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

Comments