2013-11-13T08:38:03-06:00 2012-12-31 562231176 KB MORGAN PLLC 405 BATTLEGROUND AVENUE SUITE 101 GREENSBORO NC 27401 990PF 2012-01-01 581413060 EA Morris Charitable Foundation EAMO 9194039498 3802 Swarthmore Road Durham NC 27707 KENNETH B MORGAN 3362712870 2013-11-13 0 K BARRY MORGAN P00006346 3362712870 X 2012 2016-02-25 16:41:14Z X 12216326 X X 372092 372092 -21058 8962701 0 367 367 351401 372459 166529 8503 8326 4354 4344 0 180 0 6330 0 0 2216 0 0 103751 98716 0 283360 111563 8326 330000 330000 613360 111563 338326 -261959 260896 437681 19750 19750 628346 637231 1265642 1432676 1450281 7995924 8755449 9305802 1737007 687728 724091 422114 60752 66582 958 195 881 763 763 0 11826 11826 11859249 11597290 12216326 0 0 X 4474067 4474067 0 0 7385182 7123223 11859249 11597290 11859249 11597290 11859249 -261959 0 11597290 0 11597290 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 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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 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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 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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 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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 - 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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 P 4136 4136 4136 -21058 0 746917 12438687 0.060048 728091 11958059 0.060887 776334 10779943 0.072017 756000 15639203 0.048340 974513 19556727 0.049830 0.291122 0.058224 12013769 699490 2609 702099 338326 5218 0 5218 0 5218 22378 22378 17160 17160 0 0 0 0 0 0 0 0 0 0 0 0 1 NC 1 0 0 0 0 1 N/A K B MORGAN 3362712870 405 BATTLEGROUND AVE SUITE 101 GREENSBORO NC 27401 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 DOROTHY S SHAW 3802 SWARTHMORE RD DURHAM NC 27707 0.10 504 0 0 KATHARINE THOMAS 3802 SWARTHMORE RD DURHAM NC 27707 0.10 504 0 0 E JACK WALKER 3802 SWARTHMORE RD DURHAM NC 27707 0.15 504 0 0 K BARRY MORGAN 405 BATTLEGROUND AVE SUITE 101 GREENSBORO NC 27401 10.00 39534 4467 0 JOHN S THOMAS 3802 SWARTHMORE RD DURHAM NC 27707 35.00 125483 13904 0 NONE 0 NONE 0 0 11545613 651107 0 12196720 0 0 12196720 182951 12013769 600688 600688 5218 5218 595470 0 595470 0 595470 338326 0 338326 0 338326 595470 0 0 32651 239503 145620 128789 546563 338326 0 0 0 338326 0 257144 257144 289419 0 0 0 0 0 0 0 289419 15010 145620 128789 X MR JOHN S THOMAS 3802 SWARTHMORE ROAD DURHAM NC 27707 9194039498 APPLICATIONS SHOULD BE SUBMITTED IN LETTER FORM. NONE NONE AMERICANS FOR PROSPERITY FOUNDATION 1726 M STREET 10TH FL WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 AMISTAD MISSION 55 SCOTT ST BUFORD GA 30158 NONE PUBLIC CHARITY GENERAL SUPPORT 10000 ASIAN ACCESS LIFE MINISTRIES PO BOX 200 SAN DIMAS CA 91773 NONE PUBLIC CHARITY TSUNAMI RELIEF 10000 ASSOCIATION OF SMALL FOUNDATIONS 4905 DEL RAY AVE BETHESDA MD 20814 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 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 5000 DUKE UNIVERSITY BOX 90482 DURHAM NC 27708 NONE PUBLIC CHARITY COMPREHENSIVE CANCER CENTER 10000 DURHAM COMMUNITY CONCERT BAND PO BOX 52133 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 FAITH IN ACTION 705 GREENE ST GREENSBORO NC 27401 NONE PUBLIC CHARITY GENERAL SUPPORT 15000 FOCUS ON THE FAMILY 8605 EXPLORER DR COLORADO SPRINGS CO 80920 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 GLOBAL ACTION 7680 GODDARD ST STE 100 COLORADO SPRINGS CO 80920 NONE PUBLIC CHARITY GENERAL SUPPORT 10000 HINSHAW MEMORIAL UNITED METHODIST CHURCH 4501 HIGH POINT RD GREENSBORO NC 27407 NONE CHURCH APPALACHIAN SERVICE PROJECT 5000 JAZZ FOUNDATION OF NORTH CAROLINA INC PO BOX 51523 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 JUNIOR ACHIEVEMENT OF CENTRAL INC INC 3220 NORTHLINE AVE GREENSBORO NC 27408 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 LEADERSHIP EDGE PO BOX 51657 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 35000 MISSION TRAINING INTERNATIONAL PO BOX 1220 PALMER LAKE CO 80133 NONE PUBLIC CHARITY MISSIONARY STAFF SUPPORT 5000 NATIONAL RIGHT TO WORK LEGAL DEFENSE FOUNDATION 8001 BRADDOCK RD SPRINGFIELD VA 22160 NONE PUBLIC CHARITY GENERAL SUPPORT 10000 NATIONAL TAXPAYERS UNION FOUNDATION 108 NORTH ALFRED ST ALEXANDRIA VA 22314 NONE PUBLIC CHARITY GENERAL SUPPORT 10000 NORTH CAROLINA MUSEUM OF LIFE AND SCIENCE 433 W MURRAY STREET DURHAM NC 27704 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 OMICRON DELTA KAPPA FOUNDATION 224 MCLAUGHLIN STREET LEXINGTON VA 244502002 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 REFORMED UNIVERSITY FELLOWSHIP 1600 BROWN RD SUITE 104 LAWRENCEVILLE GA 30043 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 ST STEPHENS EPISCOPAL CHURCH 82 KIMBERLY DR DURHAM NC 27707 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 THE EMILY KRYZEWSKI FAMILY LIFE CENTER 904 WEST CHAPEL HILL STREET DURHAM NC 27701 NONE PUBLIC CHARITY GENERAL SUPPORT 1500 THE GATHERING 601 SHELBY DR STE 201 TYLER TX 75701 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 THE JESSE HELMS CENTER FOUNDATION PO BOX 247 WINGATE NC 28270 NONE PUBLIC CHARITY GENERAL SUPPORT 25000 THE JOHN LOCK FOUNDATION 200 WEST MORGAN ST SUITE 200 RALEIGH NC 27601 NONE PUBLIC CHARITY EA MORRIS FELLOWHIP PROGRAM 140000 UNC LAW FOUNDATION VAN HECKE WETACCH HALL 160 RIDGE RD CHAPEL HILL NC 27599 NONE PUBLIC CHARITY GENERAL SUPPORT 1500 UNC-CHARLOTTE FOUNDATION 9201 UNIVERSITY CITY BLVD CHARLOTTE NC 28223 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 330000 0 14 372092 15 367 18 -21058 0 351401 0 351401 0 0 0 0 0 0 0 0 0 0 COMPUTER 2011-11-30 896 15 SL 5.000000000000 179 0 TELEPHONE 2012-12-13 62 SL 5.000000000000 1 0 Corporate bonds at Wells Fargo Advisors 687728 724091 Corporate stocks at Wells Fargo Advisors 8755449 9305802 1432676 1450281 0 0 Foreign bonds at Wells Fargo Advisors AT COST 60752 66582 COMPUTER 896 194 702 TELEPHONE 62 1 61 INTEREST INCOME REPORTED IN 2012 AND RECVD IN 2013 0 11826 11826 DUES 695 0 0 TELEPHONE & INTERNET 1763 0 0 OFFICE SUPPLIES 45 0 0 PAYROLL PROCESSING 1067 0 0 OTHER INVESTMENT EXPENSES 2943 2943 0 INVESTMENT MANAGEMENT FEES 95734 95734 0 ADR FEES 39 39 0 LEGAL FEES 1465 0 0 MESABI TRUST 367 367 367 FOREIGN TAX W/H 4344 4344 0 PERSONAL PROPERTY TAX 10 0 0