COYDOG FOUNDATION: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: COYDOG FOUNDATION (EIN 36-3479461)
Tax period: 2011-01-01 to 2011-12-31
Filed: 2012-07-16
IRS object ID: 201211989349100006
Schema version: 2011v1.2
Source: Download XML · Original 990 at ProPublica

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

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

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-07-16T09:52:40-05:00	Timestamp
Tax Period End Date	2011-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Field	Value	IRS element (for citing)
EIN	205788602	EIN

Preparer Firm Business Name PreparerFirmBusinessName

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

Preparer Firm US Address PreparerFirmUSAddress

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

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2011-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	363479461	EIN

Name Name

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

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

US Address USAddress

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

Officer Officer

Field	Value	IRS element (for citing)
Name	BOARDMAN LLOYD	Name
Title	VICE PRESIDENT	Title
Phone	6174897300	Phone
Date Signed	2012-07-16	DateSigned
Authorize Third Party	1	AuthorizeThirdParty

Preparer Preparer

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

Field	Value	IRS element (for citing)
Tax Year	2011	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	39711125	FMVAssetsEOY
Method Of Accounting Cash	X	MethodOfAccountingCash

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Dividends Rev And Expnss	1099589	DividendsRevAndExpnss
Dividends Net Invst Incm	1099589	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	-111594	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	18168522	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	0	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	101249	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	99464	OtherIncomeNetInvstIncm
Total Revenue And Expenses	1089244	TotalRevenueAndExpenses
Total Net Investment Income	1199053	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	0	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	0	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	0	CompOfcrDirTrstDsbrsChrtblPrps
Accounting Fees Rev And Expnss	12200	AccountingFeesRevAndExpnss
Accounting Fees Net Invst Incm	12200	AccountingFeesNetInvstIncm
Accounting Fees Dsbrs Chrtbl Prps	0	AccountingFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	269371	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	269371	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	34439	TaxesRevAndExpnss
Taxes Net Invst Incm	24439	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Other Expenses Rev And Expnss	33623	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	33623	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	0	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	349633	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	339633	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	0	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	2025825	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	2025825	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	2375458	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	339633	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	2025825	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-1286214	ExcessOfRevenueOverExpenses
Net Investment Income	859420	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Savings And Temp Cash Invst BOY	2324229	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	1798334	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	1798334	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	5306851	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	4736610	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	4861955	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	17218303	InvestmentsCorpStockBOY
Investments Corp Stock EOY	18033606	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	20442999	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	10307097	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	10107102	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	10466390	InvestmentsCorpBondsEOYFMV
Investments Other BOY	3877741	InvestmentsOtherBOY
Investments Other EOY	2695690	InvestmentsOtherEOY
Investments Other EOYFMV	2141447	InvestmentsOtherEOYFMV
Total Assets BOY	39034221	TotalAssetsBOY
Total Assets EOY	37371342	TotalAssetsEOY
Total Assets EOYFMV	39711125	TotalAssetsEOYFMV
Total Liabilities BOY	0	TotalLiabilitiesBOY
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	39034221	CapitalStockBOY
Capital Stock EOY	37371342	CapitalStockEOY
Paid In Or Capital Surplus BOY	0	PaidInOrCapitalSurplusBOY
Paid In Or Capital Surplus EOY	0	PaidInOrCapitalSurplusEOY
Retained Earnings BOY	0	RetainedEarningsBOY
Retained Earnings EOY	0	RetainedEarningsEOY
Total Net Assets BOY	39034221	TotalNetAssetsBOY
Total Net Assets EOY	37371342	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	39034221	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	37371342	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	39034221	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-1286214	ExcessOfRevenueOverExpenses
Other Increases	76453	OtherIncreases
Subtotal	37824460	Subtotal
Other Decreases	453118	OtherDecreases
Total Net Assets Fund Balances EOY	37371342	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1726 entries)

Description Of AssetDescriptionOfAsset	How AcquiredHowAcquired	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
GENZYME CORP GENERAL DIVISION COM STK - 1.76 SH	P	1993-01-01	2011-03-02	133	146	-13	-13
GENZYME CORP GENERAL DIVISION COM STK - 0.21 SH	P	1993-01-01	2011-03-02	16	108	-92	-92
GENZYME CORP GENERAL DIVISION COM STK - 49.39 SH	P	1997-11-04	2011-03-02	3727	23236	-19509	-19509
GENZYME CORP GENERAL DIVISION COM STK - 34.17 SH	P	1997-07-01	2011-03-02	2579	22204	-19625	-19625
GENZYME CORP GENERAL DIVISION COM STK - 0.48 SH	P	1993-01-01	2011-03-02	36	211	-175	-175
GOLDMAN SACHS GROUP INC - 35 SH	P	2011-02-14	2011-03-16	5432	5828	-396	-396
KIMBERLY-CLARK CORP COM - 25 SH	P	2011-03-28	2011-04-14	1634	1634	0	0
GOLDMAN SACHS GROUP INC - 15 SH	P	2011-02-14	2011-04-25	2276	2498	-222	-222
DIRECTV - CLASS A - 200 SH	P	2011-01-12	2011-04-28	9594	8356	1238	1238
DELL INC - 400 SH	P	2011-02-02	2011-04-28	6339	5489	850	850
ARCHER DANIELS MIDLAND CO COM - 125 SH	P	2011-03-11	2011-05-19	3937	4437	-500	-500
ARCHER DANIELS MIDLAND CO COM - 175 SH	P	2011-02-16	2011-05-19	5511	6495	-984	-984
EDISON INTL - 175 SH	P	2011-03-07	2011-05-20	6914	6579	335	335
DEVON ENERGY CORPORATION NEW - 50 SH	P	2011-05-06	2011-06-07	4037	4175	-138	-138
DEVON ENERGY CORPORATION NEW - 150 SH	P	2011-02-24	2011-06-07	12111	13271	-1160	-1160
DEVON ENERGY CORPORATION NEW - 50 SH	P	2011-01-25	2011-06-07	4037	4195	-158	-158
DTE ENERGY CO - 25 SH	P	2011-03-14	2011-06-15	1235	1210	25	25
DTE ENERGY CO - 200 SH	P	2011-03-11	2011-06-15	9876	9772	104	104
AT&T INC - 200 SH	P	2011-03-31	2011-06-17	6162	6140	22	22
RELIANCE STL & ALUM CO - 200 SH	P	2011-01-14	2011-06-20	9507	10657	-1150	-1150
STEEL DYNAMICS INC - 500 SH	P	2011-01-07	2011-06-20	7601	9477	-1876	-1876
MOTOROLA INC. - 125 SH	P	2011-05-25	2011-06-29	5760	5818	-58	-58
MOTOROLA INC. - 150 SH	P	2011-03-25	2011-07-06	6807	6633	174	174
MOTOROLA INC. - 25 SH	P	2011-05-25	2011-07-06	1135	1164	-29	-29
MOTOROLA INC. - 25 SH	P	2011-03-11	2011-07-06	1135	1021	114	114
AT&T INC - 200 SH	P	2011-03-31	2011-07-15	6080	6140	-60	-60
AT&T INC - 100 SH	P	2011-04-08	2011-07-15	3040	3055	-15	-15
MOTOROLA INC. - 225 SH	P	2011-03-11	2011-07-19	9922	9192	730	730
AT&T INC - 300 SH	P	2011-04-08	2011-07-19	9025	9164	-139	-139
ENSCO INTERNATIONAL PLC - 100 SH	P	2011-04-27	2011-07-20	5239	5841	-602	-602
ENSCO INTERNATIONAL PLC - 125 SH	P	2011-06-01	2011-07-20	6548	6795	-247	-247
ENSCO INTERNATIONAL PLC - 100 SH	P	2011-05-12	2011-07-20	5239	5483	-244	-244
AT&T INC - 300 SH	P	2011-04-07	2011-07-28	8795	9145	-350	-350
AT&T INC - 200 SH	P	2011-04-07	2011-07-28	5863	6096	-233	-233
AT&T INC - 450 SH	P	2011-03-09	2011-07-28	13192	12927	265	265
DEVON ENERGY CORPORATION NEW - 50 SH	P	2011-05-06	2011-07-28	4027	4175	-148	-148
LOWES COMPANIES INC COM - 400 SH	P	2011-05-12	2011-08-03	8155	10251	-2096	-2096
ALTRIA GROUP INC - 200 SH	P	2011-03-22	2011-08-03	5196	5095	101	101
LOWES COMPANIES INC COM - 250 SH	P	2011-01-27	2011-08-03	5097	6540	-1443	-1443
RAYTHEON CO - 225 SH	P	2011-03-10	2011-08-04	9462	11698	-2236	-2236
RAYTHEON CO - 125 SH	P	2011-04-25	2011-08-04	5256	6102	-846	-846
NABORS INDUSTRIES LTD COM - 325 SH	P	2011-03-24	2011-08-10	6079	9249	-3170	-3170
NABORS INDUSTRIES LTD COM - 375 SH	P	2011-02-22	2011-08-10	7014	10520	-3506	-3506
TESORO PETROLEUM CORPORATION COMMON - 425 SH	P	2011-02-16	2011-08-11	8203	10299	-2096	-2096
HESS CORP - 175 SH	P	2011-05-20	2011-08-11	9693	13610	-3917	-3917
RAYTHEON CO - 25 SH	P	2011-04-25	2011-08-15	1028	1220	-192	-192
DOW CHEMICAL COMPANY COMMON - 225 SH	P	2011-01-04	2011-08-22	5811	7823	-2012	-2012
DOW CHEMICAL COMPANY COMMON - 425 SH	P	2011-01-03	2011-08-22	10977	14845	-3868	-3868
DOW CHEMICAL COMPANY COMMON - 250 SH	P	2011-01-26	2011-08-22	6457	8803	-2346	-2346
DOW CHEMICAL COMPANY COMMON - 200 SH	P	2011-01-12	2011-08-22	5165	7157	-1992	-1992
BUNGE LIMITED - 100 SH	P	2011-09-13	2011-10-03	5695	6200	-505	-505
BUNGE LIMITED - 25 SH	P	2011-09-13	2011-10-03	1424	1424	0	0
ANADARKO PETE CORP - 250 SH	P	2011-07-21	2011-10-04	14938	20697	-5759	-5759
BUNGE LIMITED - 25 SH	P	2011-09-13	2011-10-05	1429	1676	-247	-247
ANADARKO PETE CORP - 150 SH	P	2011-06-27	2011-10-07	9866	10736	-870	-870
ANADARKO PETE CORP - 25 SH	P	2011-07-21	2011-10-07	1644	2070	-426	-426
ANADARKO PETE CORP - 75 SH	P	2011-08-23	2011-10-07	4933	5086	-153	-153
INGERSOLL-RAND PLC - 175 SH	P	2011-08-23	2011-10-07	4927	4946	-19	-19
DIRECTV - CLASS A - 50 SH	P	2011-01-12	2011-10-26	2330	2089	241	241
KROGER COMPANY COMMON - 200 SH	P	2011-02-14	2011-10-27	4690	4484	206	206
CONOCOPHILLIPS - 200 SH	P	2011-04-13	2011-10-28	14380	15496	-1116	-1116
COMCAST CORP NEW CL A - 300 SH	P	2011-01-20	2011-11-09	6561	6976	-415	-415
COMCAST CORP NEW CL A - 300 SH	P	2011-01-18	2011-11-11	6752	6845	-93	-93
J P MORGAN CHASE & CO - 125 SH	P	2011-05-25	2011-11-11	4173	5297	-1124	-1124
J P MORGAN CHASE & CO - 200 SH	P	2011-07-22	2011-11-11	6677	8413	-1736	-1736
MARATHON PETROLEUM CORP - 300 SH	P	2011-08-01	2011-11-16	10320	13427	-3107	-3107
GILEAD SCIENCES INC - 200 SH	P	2011-07-18	2011-11-23	7892	8128	-236	-236
GILEAD SCIENCES INC - 200 SH	P	2011-07-07	2011-11-23	7892	8514	-622	-622
WELLPOINT INC COM - 100 SH	P	2011-05-02	2011-12-05	6915	7747	-832	-832
CONOCOPHILLIPS - 250 SH	P	2011-06-07	2011-12-05	18169	17899	270	270
CONOCOPHILLIPS - 100 SH	P	2011-07-22	2011-12-05	7268	7545	-277	-277
CONOCOPHILLIPS - 150 SH	P	2011-07-15	2011-12-05	10901	11466	-565	-565
CONOCOPHILLIPS - 25 SH	P	2011-04-13	2011-12-05	1817	1937	-120	-120
CONOCOPHILLIPS - 50 SH	P	2011-06-07	2011-12-20	3478	3580	-102	-102
UNITED HEALTH GROUP INC - 100 SH	P	2011-06-24	2011-12-21	4990	5048	-58	-58
UNITED HEALTH GROUP INC - 150 SH	P	2011-06-16	2011-12-21	7486	7430	56	56
UNITED HEALTH GROUP INC - 100 SH	P	2011-06-24	2011-09-19	4970	5049	-79	-79
UNITED HEALTH GROUP INC - 100 SH	P	2011-06-24	2011-09-19	4970	5049	-79	-79
CABLEVISION NY GROUP CL A - 275 SH	P	2010-04-28	2011-01-04	9398	7220	2178	2178
MICROSOFT CORP COM - 325 SH	P	2010-07-09	2011-01-14	9117	7881	1236	1236
CF INDS HLDGS INC - 50 SH	P	2010-08-31	2011-01-19	7336	4601	2735	2735
CABLEVISION NY GROUP CL A - 275 SH	P	2010-04-28	2011-01-20	9346	7220	2126	2126
SARA LEE CORP COM - 600 SH	P	2010-05-05	2011-01-25	10942	8387	2555	2555
SARA LEE CORP COM - 600 SH	P	2010-04-05	2011-01-25	10942	8528	2414	2414
GAP INC - 25 SH	P	2010-03-31	2011-01-26	501	579	-78	-78
GAP INC - 200 SH	P	2010-04-01	2011-01-26	4007	4714	-707	-707
CF INDS HLDGS INC - 25 SH	P	2010-08-31	2011-02-01	3435	2300	1135	1135
ALTRIA GROUP INC - 250 SH	P	2010-03-24	2011-02-01	5898	5116	782	782
CF INDS HLDGS INC - 100 SH	P	2010-08-05	2011-02-01	13739	8616	5123	5123
AGRIUM INC - 100 SH	P	2010-11-22	2011-02-02	9203	8206	997	997
AGRIUM INC - 125 SH	P	2010-08-11	2011-02-02	11504	8003	3501	3501
SAFEWAY INC COM NEW - 300 SH	P	2010-03-30	2011-02-07	6317	7485	-1168	-1168
SAFEWAY INC COM NEW - 900 SH	P	2010-03-30	2011-02-07	18951	22454	-3503	-3503
MICROSOFT CORP COM - 150 SH	P	2010-08-30	2011-02-18	4067	3560	507	507
MICROSOFT CORP COM - 375 SH	P	2010-07-09	2011-02-18	10167	9094	1073	1073
EATON CORPORATION COMMON - 50 SH	P	2010-11-26	2011-02-23	5298	4903	395	395
PARKER HANNIFIN CORP - 100 SH	P	2010-12-09	2011-02-23	8747	8515	232	232
EATON CORPORATION COMMON - 50 SH	P	2010-11-30	2011-02-23	5298	4823	475	475
CAPITAL ONE FINL CORP COM - 200 SH	P	2010-05-25	2011-03-03	9804	7925	1879	1879
CAPITAL ONE FINL CORP COM - 25 SH	P	2010-08-30	2011-03-03	1225	955	270	270
DELTA AIR LINES INC - W/I - 550 SH	P	2010-03-26	2011-03-03	5682	7941	-2259	-2259
FIFTH THIRD BANCORP - 1300 SH	P	2010-06-14	2011-03-03	18417	17675	742	742
ENSCO INTERNATIONAL PLC - 75 SH	P	2010-04-21	2011-03-04	4273	3623	650	650
EATON CORPORATION COMMON - 200 SH	P	2010-11-19	2011-03-08	10674	9614	1060	1060
EATON CORPORATION COMMON - 25 SH	P	2010-11-19	2011-03-08	1334	1202	132	132
PARKER HANNIFIN CORP - 25 SH	P	2010-12-09	2011-03-08	2143	2129	14	14
PARKER HANNIFIN CORP - 25 SH	P	2010-08-20	2011-03-08	2143	1576	567	567
PARKER HANNIFIN CORP - 50 SH	P	2010-08-20	2011-03-08	4285	3153	1132	1132
PARKER HANNIFIN CORP - 75 SH	P	2010-08-12	2011-03-08	6428	4694	1734	1734
VODAFONE GROUP PLC NEW - 250 SH	P	2010-10-05	2011-03-08	7360	6382	978	978
PARKER HANNIFIN CORP - 50 SH	P	2010-11-30	2011-03-08	4285	4019	266	266
CONSTELLATION ENERGY GROUP INC - 75 SH	P	2010-05-04	2011-03-17	2266	2707	-441	-441
CONSTELLATION ENERGY GROUP INC - 150 SH	P	2010-05-04	2011-03-17	4531	5414	-883	-883
DELTA AIR LINES INC - W/I - 150 SH	P	2010-03-26	2011-03-18	1534	2166	-632	-632
DELTA AIR LINES INC - W/I - 600 SH	P	2010-11-19	2011-03-18	6137	8204	-2067	-2067
NEWFIELD EXPL CO - 75 SH	P	2010-09-29	2011-03-23	5524	4303	1221	1221
NEWFIELD EXPL CO - 25 SH	P	2010-04-20	2011-03-23	1841	1344	497	497
GILEAD SCIENCES INC - 150 SH	P	2010-04-13	2011-03-25	6326	6959	-633	-633
COMERICA INC COM - 325 SH	P	2010-05-19	2011-03-29	11835	13045	-1210	-1210
KOHLS CORP - 150 SH	P	2010-10-04	2011-03-30	7942	7856	86	86
SMITHFIELD FOODS - 275 SH	P	2010-05-05	2011-04-06	6341	5135	1206	1206
CAPITAL ONE FINL CORP COM - 200 SH	P	2010-08-30	2011-04-07	10420	7641	2779	2779
EATON CORPORATION COMMON - 175 SH	P	2010-11-19	2011-04-12	9132	8412	720	720
BB&T CORP COM - 250 SH	P	2010-10-28	2011-04-12	6825	5704	1121	1121
KIMBERLY-CLARK CORP COM - 150 SH	P	2010-08-09	2011-04-14	9806	9876	-70	-70
KIMBERLY-CLARK CORP COM - 125 SH	P	2010-08-27	2011-04-14	8172	8328	-156	-156
KOHLS CORP - 350 SH	P	2010-09-01	2011-04-19	18300	16899	1401	1401
CONSTELLATION ENERGY GROUP INC - 175 SH	P	2010-05-04	2011-04-26	5726	6316	-590	-590
CONSTELLATION ENERGY GROUP INC - 150 SH	P	2010-10-21	2011-04-26	4908	4821	87	87
DELL INC - 500 SH	P	2010-10-26	2011-04-28	7924	7259	665	665
DELL INC - 300 SH	P	2010-12-15	2011-04-28	4754	4030	724	724
DELL INC - 100 SH	P	2010-10-07	2011-04-28	1585	1326	259	259
WELLS FARGO & CO NEW - 250 SH	P	2010-10-07	2011-04-28	7319	6555	764	764
EDISON INTL - 275 SH	P	2010-12-06	2011-05-04	10756	10528	228	228
WELLS FARGO & CO NEW - 150 SH	P	2010-10-07	2011-05-05	4183	3933	250	250
JOHNSON & JOHNSON COM - 100 SH	P	2010-12-15	2011-05-12	6645	6265	380	380
EDISON INTL - 100 SH	P	2010-12-06	2011-05-20	3951	3829	122	122
MORGAN STANLEY DEAN WITTER & CO - 150 SH	P	2010-09-02	2011-05-24	3533	3813	-280	-280
DELL INC - 300 SH	P	2010-09-30	2011-05-27	4748	3844	904	904
DELL INC - 500 SH	P	2010-10-07	2011-05-27	7913	6631	1282	1282
JOHNSON & JOHNSON COM - 100 SH	P	2010-09-29	2011-06-14	6697	6226	471	471
PARKER HANNIFIN CORP - 75 SH	P	2010-08-26	2011-06-15	6505	4494	2011	2011
PARKER HANNIFIN CORP - 50 SH	P	2010-08-12	2011-06-15	4337	3129	1208	1208
HUNTINGTON INGALLS INDUSTRIES - 16.67 SH	P	2010-10-05	2011-06-20	600	592	8	8
HUNTINGTON INGALLS INDUSTRIES - 50 SH	P	2010-12-06	2011-06-20	1800	1853	-53	-53
HUNTINGTON INGALLS INDUSTRIES - 33.33 SH	P	2010-10-01	2011-06-20	1200	1176	24	24
COMMERCIAL METALS CO - 650 SH	P	2010-07-13	2011-06-20	8845	8851	-6	-6
DELL INC - 100 SH	P	2010-09-30	2011-07-21	1725	1281	444	444
DEVON ENERGY CORPORATION NEW - 125 SH	P	2010-12-27	2011-07-28	10067	9617	450	450
DEVON ENERGY CORPORATION NEW - 100 SH	P	2010-12-27	2011-07-28	8054	7694	360	360
LOWES COMPANIES INC COM - 50 SH	P	2010-12-10	2011-08-03	1020	1267	-247	-247
JOHNSON & JOHNSON COM - 100 SH	P	2010-09-29	2011-08-09	6046	6226	-180	-180
HESS CORP - 150 SH	P	2010-08-30	2011-08-11	8308	7664	644	644
DEVON ENERGY CORPORATION NEW - 75 SH	P	2010-08-30	2011-08-15	5186	4598	588	588
NORTHROP GRUMMAN CORP - 250 SH	P	2010-12-06	2011-09-06	12832	14420	-1588	-1588
ALCOA INC - 500 SH	P	2010-12-02	2011-09-30	4898	6997	-2099	-2099
ALCOA INC - 100 SH	P	2010-12-02	2011-10-06	986	1400	-414	-414
ALCOA INC - 700 SH	P	2010-11-19	2011-10-06	6904	9306	-2402	-2402
NORTHROP GRUMMAN CORP - 50 SH	P	2010-12-06	2011-10-12	2776	2884	-108	-108
KIMBERLY-CLARK CORP COM - 125 SH	P	2010-08-09	2011-03-10	8071	8230	-159	-159
XL GROUP PLC - 50 SH	P	2009-07-08	2011-01-06	1109	552	557	557
XL GROUP PLC - 400 SH	P	2009-05-21	2011-01-06	8869	3883	4986	4986
AT&T INC - 150 SH	P	2009-06-23	2011-01-11	4183	3693	490	490
AT&T INC - 200 SH	P	2009-07-17	2011-01-11	5577	4788	789	789
AT&T INC - 300 SH	P	2009-06-15	2011-01-11	8365	7363	1002	1002
ALTRIA GROUP INC - 250 SH	P	2006-05-26	2011-02-01	5898	4172	1726	1726
WELLS FARGO & CO NEW - 200 SH	P	2009-11-17	2011-02-15	6808	5645	1163	1163
WELLS FARGO & CO NEW - 275 SH	P	2010-01-20	2011-02-15	9361	7717	1644	1644
WELLS FARGO & CO NEW - 25 SH	P	2010-01-20	2011-02-22	790	702	88	88
WELLS FARGO & CO NEW - 175 SH	P	2009-11-20	2011-02-22	5528	4859	669	669
FORD MOTOR CO DEL - 400 SH	P	2009-11-12	2011-03-07	5636	3335	2301	2301
FORD MOTOR CO DEL - 300 SH	P	2009-11-17	2011-03-07	4227	2674	1553	1553
VODAFONE GROUP PLC NEW - 700 SH	P	2009-05-06	2011-03-08	20609	13505	7104	7104
VODAFONE GROUP PLC NEW - 50 SH	P	2009-05-06	2011-03-08	1472	965	507	507
NEWS CORP - 100 SH	P	2009-01-30	2011-03-10	1665	652	1013	1013
ROYAL CARIBBEAN CRUISES LTD - 100 SH	P	2010-01-27	2011-03-10	4341	2500	1841	1841
NEWS CORP - 300 SH	P	2009-04-20	2011-03-10	4994	2343	2651	2651
DELTA AIR LINES INC - W/I - 100 SH	P	2010-03-15	2011-03-18	1023	1262	-239	-239
TE CONNECTIVITY LTD - 200 SH	P	2009-04-28	2011-03-18	6621	3365	3256	3256
TE CONNECTIVITY LTD - 175 SH	P	2009-04-20	2011-03-18	5794	2592	3202	3202
NEWFIELD EXPL CO - 75 SH	P	2010-02-25	2011-03-23	5524	3651	1873	1873
ENSCO INTERNATIONAL PLC - 100 SH	P	2009-12-23	2011-03-24	5723	4218	1505	1505
ENSCO INTERNATIONAL PLC - 100 SH	P	2009-12-23	2011-03-25	5817	4218	1599	1599
ENSCO INTERNATIONAL PLC - 50 SH	P	2010-02-12	2011-03-25	2908	2014	894	894
J P MORGAN CHASE & CO - 100 SH	P	2009-12-10	2011-03-30	4658	4113	545	545
J P MORGAN CHASE & CO - 25 SH	P	2010-01-22	2011-03-30	1164	1014	150	150
BB&T CORP COM - 275 SH	P	2009-09-14	2011-04-05	7564	7385	179	179
BB&T CORP COM - 125 SH	P	2009-09-14	2011-04-12	3413	3357	56	56
GARMIN LTD - 100 SH	P	2010-02-02	2011-04-15	3394	3316	78	78
GARMIN LTD - 300 SH	P	2009-11-13	2011-04-15	10181	9003	1178	1178
GARMIN LTD - 200 SH	P	2009-12-17	2011-04-15	6787	6153	634	634
NEWS CORP - 300 SH	P	2009-01-30	2011-04-20	5190	1956	3234	3234
TE CONNECTIVITY LTD - 300 SH	P	2009-04-20	2011-04-20	10716	4443	6273	6273
GOLDMAN SACHS GROUP INC - 50 SH	P	2005-02-01	2011-04-25	7586	5416	2170	2170
WELLS FARGO & CO NEW - 175 SH	P	2009-11-20	2011-04-28	5123	4859	264	264
WELLS FARGO & CO NEW - 100 SH	P	2010-01-21	2011-04-28	2927	2758	169	169
WELLS FARGO & CO NEW - 300 SH	P	2010-01-21	2011-04-28	8782	8275	507	507
TIME WARNER INC. - 150 SH	P	2008-10-28	2011-04-29	5676	2844	2832	2832
WELLS FARGO & CO NEW - 150 SH	P	2009-12-17	2011-05-05	4183	3898	285	285
WELLS FARGO & CO NEW - 50 SH	P	2009-12-17	2011-05-19	1429	1299	130	130
WELLS FARGO & CO NEW - 350 SH	P	2009-12-15	2011-05-19	10003	8750	1253	1253
ARCHER DANIELS MIDLAND CO COM - 300 SH	P	2009-01-16	2011-05-19	9448	7552	1896	1896
MORGAN STANLEY DEAN WITTER & CO - 125 SH	P	2008-07-30	2011-05-24	2944	4738	-1794	-1794
MORGAN STANLEY DEAN WITTER & CO - 375 SH	P	2009-09-22	2011-05-24	8832	12033	-3201	-3201
TIME WARNER INC. - 166.67 SH	P	2009-03-23	2011-05-24	5963	2897	3066	3066
TIME WARNER INC. - 200 SH	P	2008-12-03	2011-05-24	7155	3721	3434	3434
TIME WARNER INC. - 33.33 SH	P	2008-10-28	2011-05-24	1193	632	561	561
HUNTINGTON INGALLS INDUSTRIES - 37.5 SH	P	2009-03-25	2011-06-20	1350	935	415	415
HUNTINGTON INGALLS INDUSTRIES - 12.5 SH	P	2009-08-17	2011-06-20	450	338	112	112
NEWFIELD EXPL CO - 125 SH	P	2010-02-25	2011-06-20	7861	6085	1776	1776
TIME WARNER CABLE INC. - 41.56 SH	P	2008-05-07	2011-06-20	3083	1998	1085	1085
TIME WARNER CABLE INC. - 41.84 SH	P	2009-01-07	2011-06-20	3104	1268	1836	1836
TIME WARNER CABLE INC. - 16.61 SH	P	2009-04-17	2011-06-20	1232	483	749	749
TIME WARNER CABLE INC. - 200 SH	P	2009-10-06	2011-06-20	14839	8545	6294	6294
SMITHFIELD FOODS - 300 SH	P	2010-06-21	2011-06-23	6464	4733	1731	1731
SMITHFIELD FOODS - 25 SH	P	2010-05-05	2011-06-23	539	467	72	72
SMITHFIELD FOODS - 75 SH	P	2009-06-19	2011-06-23	1616	960	656	656
INGERSOLL-RAND PLC - 25 SH	P	2009-11-10	2011-07-13	1160	873	287	287
INGERSOLL-RAND PLC - 150 SH	P	2009-09-22	2011-07-13	6962	4717	2245	2245
INGERSOLL-RAND PLC - 25 SH	P	2009-11-10	2011-07-13	1160	873	287	287
INGERSOLL-RAND PLC - 50 SH	P	2010-03-25	2011-07-13	2321	1733	588	588
INGERSOLL-RAND PLC - 225 SH	P	2009-06-11	2011-07-13	10442	5084	5358	5358
ENSCO INTERNATIONAL PLC - 175 SH	P	2010-02-12	2011-07-20	9168	7049	2119	2119
ENSCO INTERNATIONAL PLC - 100 SH	P	2010-06-09	2011-07-20	5239	3816	1423	1423
DELL INC - 600 SH	P	2009-07-15	2011-07-21	10350	7371	2979	2979
GAP INC - 25 SH	P	2010-03-15	2011-08-08	402	573	-171	-171
GAP INC - 325 SH	P	2010-03-15	2011-08-08	5231	7451	-2220	-2220
GAP INC - 450 SH	P	2010-03-15	2011-08-08	7243	10317	-3074	-3074
GAP INC - 175 SH	P	2010-03-31	2011-08-08	2817	4050	-1233	-1233
OFFICE DEPOT INC - 1400 SH	P	2009-09-22	2011-08-10	3528	8960	-5432	-5432
OFFICE DEPOT INC - 1400 SH	P	2009-12-02	2011-08-10	3528	9066	-5538	-5538
HESS CORP - 225 SH	P	2010-07-26	2011-08-11	12462	11825	637	637
DEVON ENERGY CORPORATION NEW - 25 SH	P	2009-01-28	2011-08-15	1729	1608	121	121
RAYTHEON CO - 175 SH	P	2010-07-30	2011-08-15	7199	8103	-904	-904
ROYAL CARIBBEAN CRUISES LTD - 225 SH	P	2010-01-27	2011-08-17	5646	5625	21	21
NEWS CORP - 750 SH	P	2009-01-30	2011-08-19	12036	4891	7145	7145
BUNGE LIMITED - 125 SH	P	2010-07-15	2011-08-25	7603	6689	914	914
BUNGE LIMITED - 25 SH	P	2010-06-25	2011-08-25	1521	1295	226	226
NEWS CORP - 750 SH	P	2009-01-30	2011-09-02	12341	4891	7450	7450
GENERAL ELECTRIC CO - 300 SH	P	2009-12-17	2011-09-12	4493	4749	-256	-256
BUNGE LIMITED - 125 SH	P	2010-06-25	2011-10-05	7144	6475	669	669
INGERSOLL-RAND PLC - 150 SH	P	2009-06-09	2011-10-07	4223	3277	946	946
BUNGE LIMITED - 200 SH	P	2008-11-07	2011-10-10	11293	8673	2620	2620
NORTHROP GRUMMAN CORP - 100 SH	P	2010-10-05	2011-10-12	5552	5531	21	21
NORTHROP GRUMMAN CORP - 25 SH	P	2010-10-01	2011-10-12	1388	1373	15	15
NEXEN INC - 250 SH	P	2009-06-02	2011-10-18	4158	6421	-2263	-2263
NEXEN INC - 350 SH	P	2009-05-29	2011-10-18	5821	8682	-2861	-2861
NEXEN INC - 200 SH	P	2009-07-17	2011-10-18	3326	3949	-623	-623
NEXEN INC - 400 SH	P	2010-01-27	2011-10-18	6652	8589	-1937	-1937
DELL INC - 500 SH	P	2009-07-15	2011-10-24	7779	6142	1637	1637
DELL INC - 50 SH	P	2010-08-31	2011-10-24	778	589	189	189
NORTHROP GRUMMAN CORP - 175 SH	P	2010-10-01	2011-10-24	9874	9612	262	262
DIRECTV - CLASS A - 150 SH	P	2010-04-30	2011-10-26	6991	5501	1490	1490
WELLS FARGO & CO NEW - 400 SH	P	2009-05-08	2011-10-27	10867	8800	2067	2067
WELLS FARGO & CO NEW - 100 SH	P	2009-12-15	2011-10-27	2717	2500	217	217
WELLS FARGO & CO NEW - 200 SH	P	2010-10-18	2011-10-27	5434	4800	634	634
COMCAST CORP NEW CL A - 300 SH	P	2010-03-31	2011-11-11	6752	5644	1108	1108
J P MORGAN CHASE & CO - 75 SH	P	2010-01-22	2011-11-11	2504	3041	-537	-537
SMITHFIELD FOODS - 425 SH	P	2009-06-19	2011-11-16	9886	5440	4446	4446
J P MORGAN CHASE & CO - 200 SH	P	2008-01-15	2011-11-17	6119	7867	-1748	-1748
NVR INC COM - 11 SH	P	2009-08-19	2011-11-17	7069	6997	72	72
NVR INC COM - 3 SH	P	2009-07-27	2011-11-17	1928	1856	72	72
GILEAD SCIENCES INC - 200 SH	P	2010-04-13	2011-11-23	7892	9279	-1387	-1387
GILEAD SCIENCES INC - 100 SH	P	2010-04-15	2011-11-23	3946	4552	-606	-606
GILEAD SCIENCES INC - 50 SH	P	2010-10-25	2011-11-23	1973	1977	-4	-4
COMCAST CORP NEW CL A - 250 SH	P	2010-03-03	2011-12-06	5797	4216	1581	1581
COMCAST CORP NEW CL A - 200 SH	P	2010-03-31	2011-12-06	4637	3763	874	874
COMCAST CORP NEW CL A - 375 SH	P	2010-03-01	2011-12-06	8695	6289	2406	2406
COMCAST CORP NEW CL A - 375 SH	P	2010-03-01	2011-12-09	8514	6289	2225	2225
CONOCOPHILLIPS - 25 SH	P	2009-09-22	2011-12-20	1739	1168	571	571
CONOCOPHILLIPS - 150 SH	P	2003-12-19	2011-12-20	10435	4775	5660	5660
LOWES COMPANIES INC COM - 150 SH	P	2010-12-10	2011-12-21	3845	3801	44	44
LOWES COMPANIES INC COM - 100 SH	P	2010-12-09	2011-12-21	2564	2513	51	51
CHINA XD PLASTICS CO LTD - 100 SH	P	2011-03-02	2011-06-09	355	677	-322	-322
GILEAD SCIENCES INC - 200 SH	P	2011-08-19	2011-11-22	7764	7488	276	276
GILEAD SCIENCES INC - 200 SH	P	2011-08-22	2011-11-22	7764	7590	174	174
GILEAD SCIENCES INC - 600 SH	P	2011-08-24	2011-11-22	23292	22995	297	297
GILEAD SCIENCES INC - 600 SH	P	2011-08-17	2011-11-22	23292	23116	176	176
GILEAD SCIENCES INC - 100 SH	P	2011-08-25	2011-11-22	3882	3790	92	92
GILEAD SCIENCES INC - 100 SH	P	2011-08-09	2011-11-22	3882	3723	159	159
GILEAD SCIENCES INC - 500 SH	P	2011-08-30	2011-11-22	19410	19845	-435	-435
GILEAD SCIENCES INC - 1000 SH	P	2011-08-09	2011-11-23	39124	37226	1898	1898
GILEAD SCIENCES INC - 200 SH	P	2011-08-11	2011-11-23	7825	7211	614	614
GILEAD SCIENCES INC - 300 SH	P	2011-08-10	2011-11-23	11737	10895	842	842
GILEAD SCIENCES INC - 800 SH	P	2011-08-15	2011-11-23	31299	29724	1575	1575
NORTH AMERN ENERGY PARTNERS - 700 SH	P	2010-08-02	2011-02-23	9352	6920	2432	2432
NORTH AMERN ENERGY PARTNERS - 100 SH	P	2010-08-02	2011-02-24	1353	989	364	364
NORTH AMERN ENERGY PARTNERS - 1200 SH	P	2010-07-19	2011-05-19	9021	10632	-1611	-1611
NORTH AMERN ENERGY PARTNERS - 45 SH	P	2010-07-20	2011-05-19	338	405	-67	-67
NORTH AMERN ENERGY PARTNERS - 600 SH	P	2010-07-21	2011-05-19	4510	5418	-908	-908
NORTH AMERN ENERGY PARTNERS - 1300 SH	P	2010-07-28	2011-05-19	9773	12846	-3073	-3073
NORTH AMERN ENERGY PARTNERS - 80 SH	P	2010-07-29	2011-05-19	601	789	-188	-188
NORTH AMERN ENERGY PARTNERS - 3100 SH	P	2010-07-30	2011-05-19	23304	30303	-6999	-6999
NORTH AMERN ENERGY PARTNERS - 400 SH	P	2010-08-03	2011-05-19	3007	3911	-904	-904
NORTH AMERN ENERGY PARTNERS - 2575 SH	P	2010-07-12	2011-05-19	19357	22654	-3297	-3297
NORTH AMERN ENERGY PARTNERS - 400 SH	P	2010-07-15	2011-05-19	3007	3559	-552	-552
NORTH AMERN ENERGY PARTNERS - 2200 SH	P	2010-07-28	2011-05-19	16456	21739	-5283	-5283
NORTH AMERN ENERGY PARTNERS - 1100 SH	P	2010-08-02	2011-05-19	8228	10874	-2646	-2646
NORTH AMERN ENERGY PARTNERS - 2725 SH	P	2010-07-12	2011-05-20	20719	23973	-3254	-3254
CHINA XD PLASTICS CO LTD - 3800 SH	P	2010-11-18	2011-06-09	13481	21522	-8041	-8041
FUSHI COPPERWELD INC - 100 SH	P	2010-09-03	2011-06-09	561	828	-267	-267
FUSHI COPPERWELD INC - 200 SH	P	2010-09-01	2011-06-10	1105	1636	-531	-531
CHINA XD PLASTICS CO LTD - 800 SH	P	2010-11-23	2011-06-10	2849	4520	-1671	-1671
FUSHI COPPERWELD INC - 800 SH	P	2010-08-31	2011-06-10	4422	6499	-2077	-2077
FUSHI COPPERWELD INC - 600 SH	P	2010-09-08	2011-06-10	3316	4876	-1560	-1560
CHINA XD PLASTICS CO LTD - 5100 SH	P	2010-11-18	2011-06-10	18162	28885	-10723	-10723
CHINA XD PLASTICS CO LTD - 700 SH	P	2010-11-19	2011-06-10	2493	3955	-1462	-1462
CHINA XD PLASTICS CO LTD - 1700 SH	P	2010-11-24	2011-06-14	6193	9588	-3395	-3395
CHINA XD PLASTICS CO LTD - 800 SH	P	2010-11-23	2011-06-14	2914	4520	-1606	-1606
CHINA XD PLASTICS CO LTD - 1900 SH	P	2010-11-29	2011-06-15	6889	10713	-3824	-3824
CHINA XD PLASTICS CO LTD - 1000 SH	P	2010-11-19	2011-06-15	3626	5634	-2008	-2008
CHINA XD PLASTICS CO LTD - 2100 SH	P	2010-11-22	2011-06-15	7614	11834	-4220	-4220
CHINA XD PLASTICS CO LTD - 2400 SH	P	2010-11-18	2011-06-17	9024	13518	-4494	-4494
CHINA XD PLASTICS CO LTD - 700 SH	P	2010-11-19	2011-06-17	2632	3944	-1312	-1312
CHINA XD PLASTICS CO LTD - 200 SH	P	2010-12-30	2011-06-20	770	1022	-252	-252
CHINA XD PLASTICS CO LTD - 300 SH	P	2010-12-13	2011-06-20	1154	1532	-378	-378
CHINA XD PLASTICS CO LTD - 200 SH	P	2010-12-27	2011-06-20	770	1024	-254	-254
CHINA XD PLASTICS CO LTD - 300 SH	P	2010-12-08	2011-06-20	1154	1596	-442	-442
CHINA XD PLASTICS CO LTD - 1000 SH	P	2010-12-07	2011-06-20	3848	5406	-1558	-1558
CHINA XD PLASTICS CO LTD - 1000 SH	P	2010-12-06	2011-06-20	3848	5455	-1607	-1607
CHINA XD PLASTICS CO LTD - 900 SH	P	2010-12-03	2011-06-20	3463	4865	-1402	-1402
CHINA XD PLASTICS CO LTD - 1300 SH	P	2010-12-02	2011-06-20	5002	7072	-2070	-2070
CHINA XD PLASTICS CO LTD - 1500 SH	P	2010-12-01	2011-06-20	5772	8231	-2459	-2459
CHINA XD PLASTICS CO LTD - 2400 SH	P	2010-11-30	2011-06-20	9235	13411	-4176	-4176
CHINA XD PLASTICS CO LTD - 200 SH	P	2010-11-18	2011-06-20	770	1126	-356	-356
CHINA XD PLASTICS CO LTD - 100 SH	P	2010-12-13	2011-06-21	408	511	-103	-103
CHINA XD PLASTICS CO LTD - 100 SH	P	2010-12-17	2011-06-23	385	507	-122	-122
CHINA XD PLASTICS CO LTD - 200 SH	P	2010-12-14	2011-06-23	770	1017	-247	-247
CHINA XD PLASTICS CO LTD - 1100 SH	P	2010-12-13	2011-06-23	4232	5619	-1387	-1387
CHINA XD PLASTICS CO LTD - 800 SH	P	2010-12-15	2011-06-24	3263	4048	-785	-785
CHINA XD PLASTICS CO LTD - 100 SH	P	2010-12-17	2011-06-24	408	507	-99	-99
ASPEN INSURANCE HOLDIN USD - 1100 SH	P	2010-12-13	2011-08-18	27499	32373	-4874	-4874
ASPEN INSURANCE HOLDIN USD - 100 SH	P	2010-12-14	2011-08-18	2500	2942	-442	-442
ASPEN INSURANCE HOLDIN USD - 200 SH	P	2010-12-07	2011-08-18	5000	5775	-775	-775
ASPEN INSURANCE HOLDIN USD - 1000 SH	P	2010-12-09	2011-08-18	25000	29325	-4325	-4325
ASPEN INSURANCE HOLDIN USD - 1300 SH	P	2010-12-07	2011-08-23	30853	37535	-6682	-6682
ASPEN INSURANCE HOLDIN USD - 1000 SH	P	2010-12-07	2011-08-24	23968	28873	-4905	-4905
ASPEN INSURANCE HOLDIN USD - 1300 SH	P	2010-12-07	2011-08-29	31590	37536	-5946	-5946
FLUOR CORP NEW - 300 SH	P	2008-10-14	2011-01-28	20827	13430	7397	7397
FLUOR CORP NEW - 200 SH	P	2008-10-21	2011-01-28	13885	8363	5522	5522
FLUOR CORP NEW - 100 SH	P	2008-11-25	2011-01-31	6950	3801	3149	3149
FLUOR CORP NEW - 100 SH	P	2008-10-29	2011-01-31	6950	3562	3388	3388
FLUOR CORP NEW - 500 SH	P	2008-10-30	2011-01-31	34750	19314	15436	15436
FLUOR CORP NEW - 300 SH	P	2008-11-03	2011-01-31	20850	11579	9271	9271
FLUOR CORP NEW - 300 SH	P	2008-11-05	2011-01-31	20850	12083	8767	8767
FLUOR CORP NEW - 200 SH	P	2008-10-21	2011-01-31	13900	8363	5537	5537
FLUOR CORP NEW - 300 SH	P	2008-10-15	2011-01-31	20850	11042	9808	9808
FLUOR CORP NEW - 100 SH	P	2008-10-23	2011-01-31	6950	3591	3359	3359
ORACLE CORPORATION - 200 SH	P	2008-09-04	2011-02-23	6440	4059	2381	2381
GENERAL DYNAMICS CORPORATION COM - 200 SH	P	2008-10-03	2011-02-23	15098	14046	1052	1052
DISNEY (WALT) COMPANY HOLDING CO. - 200 SH	P	2000-10-16	2011-02-23	8486	7456	1030	1030
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2007-06-20	2011-02-23	4243	3443	800	800
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2001-02-20	2011-02-24	4192	3093	1099	1099
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2007-06-14	2011-02-24	4192	3379	813	813
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2001-02-07	2011-02-24	4192	3092	1100	1100
DISNEY (WALT) COMPANY HOLDING CO. - 200 SH	P	2001-01-11	2011-02-24	8385	5921	2464	2464
GENERAL DYNAMICS CORPORATION COM - 300 SH	P	2008-10-03	2011-02-24	22790	21069	1721	1721
ORACLE CORPORATION - 100 SH	P	2008-09-04	2011-02-24	3212	2029	1183	1183
AVNET INC - 200 SH	P	2005-11-29	2011-02-24	6852	4538	2314	2314
AVNET INC - 300 SH	P	2005-11-16	2011-02-25	10302	6756	3546	3546
AVNET INC - 100 SH	P	2005-11-29	2011-02-25	3434	2265	1169	1169
AVNET INC - 100 SH	P	2005-11-30	2011-02-25	3434	2256	1178	1178
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-06-08	2011-02-25	4295	2710	1585	1585
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2001-03-28	2011-02-25	4295	2735	1560	1560
DISNEY (WALT) COMPANY HOLDING CO. - 200 SH	P	2005-05-23	2011-02-25	8591	5445	3146	3146
DISNEY (WALT) COMPANY HOLDING CO. - 500 SH	P	1999-09-16	2011-02-25	21477	13524	7953	7953
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-06-02	2011-02-25	4295	2710	1585	1585
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-06-15	2011-02-28	4349	2681	1668	1668
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-06-06	2011-02-28	4349	2674	1675	1675
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-05-18	2011-02-28	4349	2684	1665	1665
GENERAL DYNAMICS CORPORATION COM - 100 SH	P	2008-10-03	2011-02-28	7672	7023	649	649
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-06-03	2011-02-28	4349	2689	1660	1660
GENERAL DYNAMICS CORPORATION COM - 50 SH	P	2008-10-03	2011-03-01	3809	3511	298	298
DISNEY (WALT) COMPANY HOLDING CO. - 200 SH	P	2005-05-06	2011-03-01	8698	5316	3382	3382
DISNEY (WALT) COMPANY HOLDING CO. - 200 SH	P	2005-05-06	2011-03-02	8718	5316	3402	3402
GENERAL DYNAMICS CORPORATION COM - 50 SH	P	2008-10-03	2011-03-03	3863	3511	352	352
DISNEY (WALT) COMPANY HOLDING CO. - 100 SH	P	2005-05-06	2011-03-08	4334	2658	1676	1676
LTX-CREDENCE CORP - 2634 SH	P	2010-03-02	2011-04-07	24420	22520	1900	1900
LTX-CREDENCE CORP - 3600 SH	P	2010-03-02	2011-04-08	32975	30779	2196	2196
LTX-CREDENCE CORP - 2700 SH	P	2010-03-02	2011-04-21	23836	23084	752	752
LTX-CREDENCE CORP - 3632 SH	P	2010-03-02	2011-04-25	32240	31053	1187	1187
LTX-CREDENCE CORP - 1700 SH	P	2010-03-02	2011-04-26	15202	14535	667	667
UNITED TECHNOLOGIES CORP - 50 SH	P	2008-07-23	2011-05-05	4450	3269	1181	1181
WASHINGTON POST CO CL B - 12 SH	P	2005-03-03	2011-05-17	5001	10770	-5769	-5769
WASHINGTON POST CO CL B - 27 SH	P	2005-05-02	2011-05-17	11251	23157	-11906	-11906
WASHINGTON POST CO CL B - 52 SH	P	2005-05-02	2011-05-19	21837	44598	-22761	-22761
PATTERSON COS INC - 800 SH	P	2009-04-15	2011-05-19	29292	15992	13300	13300
PATTERSON COS INC - 200 SH	P	2009-04-24	2011-05-24	7059	3973	3086	3086
PATTERSON COS INC - 200 SH	P	2009-04-24	2011-05-24	7059	3974	3085	3085
PATTERSON COS INC - 500 SH	P	2009-04-23	2011-05-24	17648	9960	7688	7688
PATTERSON COS INC - 200 SH	P	2009-04-15	2011-05-24	7059	3998	3061	3061
WASHINGTON POST CO CL B - 31 SH	P	2005-07-13	2011-05-24	12776	26443	-13667	-13667
SAFE BULKERS, INC. - 1400 SH	P	2008-05-28	2011-05-24	10887	26600	-15713	-15713
WASHINGTON POST CO CL B - 12 SH	P	2005-05-02	2011-05-24	4945	10292	-5347	-5347
WASHINGTON POST CO CL B - 2 SH	P	2005-07-14	2011-05-25	821	1696	-875	-875
WASHINGTON POST CO CL B - 1 SH	P	2005-07-13	2011-05-25	411	853	-442	-442
WASHINGTON POST CO CL B - 5 SH	P	2005-07-07	2011-05-25	2053	4250	-2197	-2197
WASHINGTON POST CO CL B - 1 SH	P	2004-07-27	2011-05-25	411	850	-439	-439
PATTERSON COS INC - 300 SH	P	2009-04-24	2011-05-25	10544	5960	4584	4584
SAFE BULKERS, INC. - 1200 SH	P	2008-05-28	2011-05-25	9198	22800	-13602	-13602
PATTERSON COS INC - 100 SH	P	2009-04-23	2011-05-25	3515	1979	1536	1536
PATTERSON COS INC - 100 SH	P	2009-04-27	2011-05-25	3515	1984	1531	1531
PATTERSON COS INC - 200 SH	P	2009-04-23	2011-05-26	7014	3957	3057	3057
WASHINGTON POST CO CL B - 24 SH	P	2005-07-14	2011-05-27	9923	20352	-10429	-10429
WASHINGTON POST CO CL B - 21 SH	P	2006-08-17	2011-05-27	8682	15847	-7165	-7165
WASHINGTON POST CO CL B - 7 SH	P	2006-08-29	2011-05-27	2894	5250	-2356	-2356
WASHINGTON POST CO CL B - 6 SH	P	2006-09-05	2011-05-27	2481	4569	-2088	-2088
WASHINGTON POST CO CL B - 1 SH	P	2004-07-28	2011-05-27	413	840	-427	-427
WASHINGTON POST CO CL B - 3 SH	P	2006-09-06	2011-05-27	1240	2256	-1016	-1016
WASHINGTON POST CO CL B - 3 SH	P	2006-08-18	2011-05-27	1240	2249	-1009	-1009
PATTERSON COS INC - 600 SH	P	2009-04-23	2011-05-27	21060	11871	9189	9189
SAFE BULKERS, INC. - 1200 SH	P	2008-05-28	2011-05-27	8804	22800	-13996	-13996
STEALTHGAS INC - 400 SH	P	2007-04-04	2011-05-27	2092	5644	-3552	-3552
STEALTHGAS INC - 100 SH	P	2008-07-18	2011-05-27	523	1458	-935	-935
STEALTHGAS INC - 100 SH	P	2008-07-17	2011-05-27	523	1452	-929	-929
SAFE BULKERS, INC. - 900 SH	P	2008-05-28	2011-05-31	6671	17100	-10429	-10429
SAFE BULKERS, INC. - 2700 SH	P	2008-05-28	2011-06-01	20379	51300	-30921	-30921
SAFE BULKERS, INC. - 600 SH	P	2008-05-28	2011-06-01	4579	11400	-6821	-6821
WASHINGTON POST CO CL B - 8 SH	P	2006-08-22	2011-06-02	3534	5992	-2458	-2458
WASHINGTON POST CO CL B - 2 SH	P	2006-09-19	2011-06-02	883	1485	-602	-602
WASHINGTON POST CO CL B - 2 SH	P	2003-05-29	2011-06-02	883	1404	-521	-521
SAFE BULKERS, INC. - 1000 SH	P	2008-05-28	2011-06-02	7637	19000	-11363	-11363
WASHINGTON POST CO CL B - 8 SH	P	2006-08-23	2011-06-02	3534	5954	-2420	-2420
WASHINGTON POST CO CL B - 2 SH	P	2006-09-11	2011-06-02	883	1495	-612	-612
WASHINGTON POST CO CL B - 13 SH	P	2006-08-18	2011-06-02	5742	9744	-4002	-4002
PATTERSON COS INC - 200 SH	P	2009-04-23	2011-06-02	6756	3957	2799	2799
SAFE BULKERS, INC. - 100 SH	P	2008-06-06	2011-06-03	762	1876	-1114	-1114
SAFE BULKERS, INC. - 100 SH	P	2008-06-03	2011-06-03	762	1883	-1121	-1121
SAFE BULKERS, INC. - 200 SH	P	2008-05-30	2011-06-03	1524	3764	-2240	-2240
SAFE BULKERS, INC. - 500 SH	P	2008-05-28	2011-06-03	3811	9500	-5689	-5689
SAFE BULKERS, INC. - 500 SH	P	2008-05-29	2011-06-03	3811	9355	-5544	-5544
SAFE BULKERS, INC. - 100 SH	P	2008-06-09	2011-06-03	762	1868	-1106	-1106
SAFE BULKERS, INC. - 800 SH	P	2010-03-18	2011-06-03	6097	5600	497	497
SAFE BULKERS, INC. - 200 SH	P	2008-06-13	2011-06-03	1524	3567	-2043	-2043
WASHINGTON POST CO CL B - 30 SH	P	1999-09-23	2011-06-06	12508	16052	-3544	-3544
WASHINGTON POST CO CL B - 4 SH	P	2001-03-21	2011-06-06	1668	2196	-528	-528
WASHINGTON POST CO CL B - 12 SH	P	2001-04-27	2011-06-06	5003	7165	-2162	-2162
WASHINGTON POST CO CL B - 7 SH	P	2001-08-16	2011-06-06	2919	4032	-1113	-1113
WASHINGTON POST CO CL B - 11 SH	P	2003-05-23	2011-06-06	4586	7706	-3120	-3120
WASHINGTON POST CO CL B - 4 SH	P	2003-05-29	2011-06-06	1668	2808	-1140	-1140
WASHINGTON POST CO CL B - 8 SH	P	1999-10-06	2011-06-06	3335	4084	-749	-749
LOEWS CORP - 200 SH	P	2007-11-06	2011-06-06	8206	9408	-1202	-1202
LOEWS CORP - 700 SH	P	2007-11-05	2011-06-06	28721	32996	-4275	-4275
SAFE BULKERS, INC. - 500 SH	P	2010-03-18	2011-06-06	3758	3500	258	258
LOEWS CORP - 700 SH	P	2007-11-06	2011-06-07	28791	32927	-4136	-4136
WASHINGTON POST CO CL B - 22 SH	P	1999-10-06	2011-06-07	9250	11232	-1982	-1982
LOEWS CORP - 700 SH	P	2007-09-20	2011-06-07	28791	32915	-4124	-4124
CNA SURETY CORP - 700 SH	P	2008-07-18	2011-06-08	18585	7984	10601	10601
CNA SURETY CORP - 600 SH	P	2005-05-12	2011-06-08	15930	7956	7974	7974
CNA SURETY CORP - 2000 SH	P	2005-05-10	2011-06-08	53100	26670	26430	26430
CNA SURETY CORP - 700 SH	P	2003-10-24	2011-06-08	18585	7308	11277	11277
CNA SURETY CORP - 1100 SH	P	2002-07-12	2011-06-08	29205	15532	13673	13673
CNA SURETY CORP - 400 SH	P	2002-07-09	2011-06-08	10620	5820	4800	4800
CNA SURETY CORP - 200 SH	P	2005-05-09	2011-06-08	5310	2744	2566	2566
LOEWS CORP - 200 SH	P	2007-11-08	2011-06-08	8182	9226	-1044	-1044
LOEWS CORP - 1300 SH	P	2007-11-07	2011-06-08	53180	60958	-7778	-7778
LOEWS CORP - 100 SH	P	2007-09-20	2011-06-08	4091	4702	-611	-611
PATTERSON COS INC - 500 SH	P	2009-04-28	2011-06-08	15985	9868	6117	6117
SAFE BULKERS, INC. - 2000 SH	P	2010-03-18	2011-06-09	14341	14000	341	341
LOEWS CORP - 300 SH	P	2007-11-08	2011-06-09	12307	13839	-1532	-1532
FUSHI COPPERWELD INC - 400 SH	P	2010-02-26	2011-06-09	2245	3638	-1393	-1393
LOEWS CORP - 400 SH	P	2007-11-12	2011-06-09	16410	18065	-1655	-1655
LOEWS CORP - 900 SH	P	2007-11-14	2011-06-09	36922	41153	-4231	-4231
LOEWS CORP - 200 SH	P	2007-11-15	2011-06-09	8205	9023	-818	-818
LOEWS CORP - 100 SH	P	2007-11-16	2011-06-09	4102	4491	-389	-389
LOEWS CORP - 100 SH	P	2008-02-21	2011-06-09	4102	4315	-213	-213
LOEWS CORP - 100 SH	P	2008-02-25	2011-06-09	4102	4281	-179	-179
FUSHI COPPERWELD INC - 200 SH	P	2010-01-29	2011-06-09	1123	1832	-709	-709
FUSHI COPPERWELD INC - 300 SH	P	2010-02-04	2011-06-09	1684	2714	-1030	-1030
FUSHI COPPERWELD INC - 300 SH	P	2010-02-08	2011-06-09	1684	2683	-999	-999
FUSHI COPPERWELD INC - 1000 SH	P	2010-02-10	2011-06-09	5613	8712	-3099	-3099
FUSHI COPPERWELD INC - 300 SH	P	2010-02-16	2011-06-09	1684	2685	-1001	-1001
FUSHI COPPERWELD INC - 200 SH	P	2010-02-17	2011-06-09	1123	1796	-673	-673
FUSHI COPPERWELD INC - 200 SH	P	2010-02-18	2011-06-09	1123	1774	-651	-651
FUSHI COPPERWELD INC - 200 SH	P	2010-02-22	2011-06-09	1123	1872	-749	-749
FUSHI COPPERWELD INC - 200 SH	P	2010-03-19	2011-06-09	1123	2279	-1156	-1156
FUSHI COPPERWELD INC - 600 SH	P	2010-03-17	2011-06-09	3368	7077	-3709	-3709
SAFE BULKERS, INC. - 1400 SH	P	2010-03-18	2011-06-10	9954	9800	154	154
FUSHI COPPERWELD INC - 500 SH	P	2010-01-27	2011-06-10	2764	4000	-1236	-1236
FUSHI COPPERWELD INC - 1400 SH	P	2010-01-27	2011-06-13	7696	11200	-3504	-3504
SAFE BULKERS, INC. - 700 SH	P	2010-03-18	2011-06-13	5016	4900	116	116
FUSHI COPPERWELD INC - 1900 SH	P	2010-01-27	2011-06-14	10585	15200	-4615	-4615
SAFE BULKERS, INC. - 1700 SH	P	2010-03-18	2011-06-14	12181	11900	281	281
SAFE BULKERS, INC. - 600 SH	P	2010-03-18	2011-06-15	4281	4200	81	81
FUSHI COPPERWELD INC - 1000 SH	P	2010-01-27	2011-06-15	5803	8000	-2197	-2197
FUSHI COPPERWELD INC - 800 SH	P	2010-01-27	2011-06-16	4656	6400	-1744	-1744
SAFE BULKERS, INC. - 800 SH	P	2010-03-18	2011-06-16	5725	5600	125	125
SAFE BULKERS, INC. - 600 SH	P	2010-03-18	2011-06-17	4293	4200	93	93
SAFE BULKERS, INC. - 800 SH	P	2010-03-18	2011-06-20	5760	5600	160	160
SAFE BULKERS, INC. - 400 SH	P	2010-03-18	2011-06-21	2981	2800	181	181
STEALTHGAS INC - 1300 SH	P	2007-04-04	2011-06-22	5567	18343	-12776	-12776
FUSHI COPPERWELD INC - 4700 SH	P	2010-01-27	2011-06-22	27327	37600	-10273	-10273
FUSHI COPPERWELD INC - 200 SH	P	2010-01-27	2011-06-23	1150	1600	-450	-450
FUSHI COPPERWELD INC - 300 SH	P	2010-01-27	2011-06-27	1692	2400	-708	-708
FUSHI COPPERWELD INC - 700 SH	P	2010-01-27	2011-06-28	3976	5600	-1624	-1624
STEALTHGAS INC - 800 SH	P	2007-04-04	2011-06-28	3340	11288	-7948	-7948
FUSHI COPPERWELD INC - 400 SH	P	2010-01-27	2011-06-29	2288	3200	-912	-912
STEALTHGAS INC - 1300 SH	P	2007-03-27	2011-07-01	5508	17563	-12055	-12055
STEALTHGAS INC - 600 SH	P	2007-04-03	2011-07-01	2542	8384	-5842	-5842
STEALTHGAS INC - 900 SH	P	2007-04-04	2011-07-01	3813	12699	-8886	-8886
STEALTHGAS INC - 100 SH	P	2008-07-07	2011-07-01	424	1313	-889	-889
STEALTHGAS INC - 100 SH	P	2008-07-09	2011-07-01	424	1322	-898	-898
STEALTHGAS INC - 200 SH	P	2008-07-09	2011-07-01	847	2660	-1813	-1813
STEALTHGAS INC - 1100 SH	P	2007-03-15	2011-07-01	4661	14113	-9452	-9452
STEALTHGAS INC - 100 SH	P	2008-07-14	2011-07-01	424	1389	-965	-965
STEALTHGAS INC - 500 SH	P	2007-03-15	2011-07-05	2126	6415	-4289	-4289
STEALTHGAS INC - 2500 SH	P	2007-03-20	2011-07-06	10575	31755	-21180	-21180
STEALTHGAS INC - 200 SH	P	2007-03-15	2011-07-06	846	2566	-1720	-1720
STEALTHGAS INC - 1122 SH	P	2007-03-12	2011-07-06	4746	14156	-9410	-9410
STEALTHGAS INC - 1300 SH	P	2007-03-12	2011-07-07	5434	16401	-10967	-10967
STEALTHGAS INC - 378 SH	P	2007-03-12	2011-07-07	1599	4769	-3170	-3170
STEALTHGAS INC - 500 SH	P	2009-02-26	2011-07-07	2115	3126	-1011	-1011
STEALTHGAS INC - 100 SH	P	2009-02-18	2011-07-07	423	561	-138	-138
STEALTHGAS INC - 500 SH	P	2009-02-10	2011-07-07	2115	3027	-912	-912
STEALTHGAS INC - 500 SH	P	2009-02-09	2011-07-07	2115	3091	-976	-976
STEALTHGAS INC - 300 SH	P	2009-01-09	2011-07-07	1269	1584	-315	-315
STEALTHGAS INC - 400 SH	P	2009-01-12	2011-07-07	1692	1880	-188	-188
STEALTHGAS INC - 189 SH	P	2009-01-16	2011-07-07	800	805	-5	-5
STEALTHGAS INC - 100 SH	P	2009-01-22	2011-07-07	423	431	-8	-8
STEALTHGAS INC - 300 SH	P	2009-01-27	2011-07-07	1269	1476	-207	-207
CHECK POINT SOFTWARE TECHNOLOGIES LTD - 200 SH	P	2009-02-10	2011-07-08	11607	4588	7019	7019
PRESCISION CASTPARTS CORP CO - 60 SH	P	2009-04-07	2011-07-08	9752	3614	6138	6138
CHECK POINT SOFTWARE TECHNOLOGIES LTD - 100 SH	P	2009-02-10	2011-07-11	5760	2294	3466	3466
CHECK POINT SOFTWARE TECHNOLOGIES LTD - 100 SH	P	2009-02-10	2011-07-12	5751	2294	3457	3457
CHECK POINT SOFTWARE TECHNOLOGIES LTD - 100 SH	P	2009-02-10	2011-07-13	5794	2294	3500	3500
NEXEN INC - 1700 SH	P	2007-08-21	2011-07-18	39765	46878	-7113	-7113
NEXEN INC - 300 SH	P	2007-08-21	2011-07-18	7017	8230	-1213	-1213
NEWS CORP - 100 SH	P	2004-07-19	2011-07-18	1552	1783	-231	-231
NEWS CORP - 200 SH	P	2007-08-30	2011-07-18	3104	4301	-1197	-1197
NEWS CORP - 200 SH	P	2007-08-28	2011-07-18	3104	4325	-1221	-1221
NEWS CORP - 600 SH	P	2007-08-23	2011-07-18	9311	13129	-3818	-3818
NEWS CORP - 400 SH	P	2007-08-22	2011-07-18	6207	8701	-2494	-2494
NEWS CORP - 400 SH	P	2001-04-25	2011-07-18	6207	7155	-948	-948
NEWS CORP - 200 SH	P	2001-04-24	2011-07-18	3104	3574	-470	-470
NEWS CORP - 200 SH	P	2001-01-05	2011-07-18	3104	3597	-493	-493
NEWS CORP - 200 SH	P	2004-07-08	2011-07-19	3233	3491	-258	-258
NEWS CORP - 400 SH	P	2000-12-14	2011-07-19	6466	6660	-194	-194
NEWS CORP - 400 SH	P	2005-05-05	2011-07-19	6466	6516	-50	-50
NEWS CORP - 700 SH	P	2005-07-14	2011-07-19	11316	12278	-962	-962
NEWS CORP - 200 SH	P	2004-07-15	2011-07-19	3233	3501	-268	-268
NEWS CORP - 1000 SH	P	2005-05-31	2011-07-19	16165	16721	-556	-556
NEWS CORP - 600 SH	P	2005-05-06	2011-07-19	9699	9822	-123	-123
NEWS CORP - 100 SH	P	2004-07-19	2011-07-19	1617	1783	-166	-166
NEWS CORP - 800 SH	P	2005-07-13	2011-07-19	12932	13896	-964	-964
NEXEN INC - 100 SH	P	2007-08-21	2011-07-20	2440	2743	-303	-303
NEWS CORP - 350 SH	P	2005-05-10	2011-07-20	5849	5604	245	245
NEXEN INC - 100 SH	P	2010-01-05	2011-07-20	2440	2464	-24	-24
NEXEN INC - 100 SH	P	2010-01-06	2011-07-20	2440	2464	-24	-24
NEXEN INC - 100 SH	P	2010-01-06	2011-07-20	2440	2462	-22	-22
NEXEN INC - 100 SH	P	2010-01-07	2011-07-20	2440	2398	42	42
NEXEN INC - 100 SH	P	2010-01-12	2011-07-20	2440	2347	93	93
NEXEN INC - 100 SH	P	2010-01-14	2011-07-20	2440	2349	91	91
NEWS CORP - 250 SH	P	2005-05-19	2011-07-20	4178	4005	173	173
NEXEN INC - 1000 SH	P	2005-05-04	2011-07-20	24396	12203	12193	12193
V F CORPORATION COM - 100 SH	P	2010-07-12	2011-07-20	11457	7440	4017	4017
NEWS CORP - 800 SH	P	2005-05-05	2011-07-20	13369	13032	337	337
NEXEN INC - 1000 SH	P	2005-05-04	2011-07-21	24734	12203	12531	12531
NEWS CORP - 200 SH	P	2001-04-02	2011-07-21	3386	3005	381	381
NEWS CORP - 250 SH	P	2005-05-10	2011-07-21	4233	4003	230	230
NEWS CORP - 400 SH	P	2005-05-11	2011-07-21	6773	6375	398	398
NEWS CORP - 350 SH	P	2005-05-16	2011-07-21	5926	5593	333	333
NEWS CORP - 400 SH	P	2005-05-20	2011-07-21	6773	6344	429	429
NEXEN INC - 1400 SH	P	2005-05-04	2011-07-22	34310	17084	17226	17226
NEWS CORP - 600 SH	P	1999-09-16	2011-07-22	10047	8715	1332	1332
NEWS CORP - 800 SH	P	1999-09-23	2011-07-22	13396	11470	1926	1926
NEWS CORP - 200 SH	P	2002-04-09	2011-07-22	3349	2650	699	699
NEWS CORP - 200 SH	P	2002-04-09	2011-07-22	3349	2658	691	691
NEWS CORP - 400 SH	P	2002-08-13	2011-07-22	6698	4210	2488	2488
V F CORPORATION COM - 100 SH	P	2008-07-25	2011-07-25	12000	7259	4741	4741
NEXEN INC - 500 SH	P	2005-05-04	2011-07-25	12310	6102	6208	6208
NEXEN INC - 300 SH	P	2005-05-04	2011-07-26	7292	3661	3631	3631
NEXEN INC - 200 SH	P	2005-05-04	2011-07-27	4800	2441	2359	2359
NEXEN INC - 300 SH	P	2005-05-04	2011-07-28	7135	3661	3474	3474
NEXEN INC - 300 SH	P	2005-05-04	2011-07-29	6988	3661	3327	3327
AEROPOSTALE - 4000 SH	P	2008-10-13	2011-08-09	47954	72880	-24926	-24926
AEROPOSTALE - 325 SH	P	2008-10-13	2011-08-10	3740	5922	-2182	-2182
AEROPOSTALE - 1575 SH	P	2008-11-25	2011-08-10	18123	14856	3267	3267
AEROPOSTALE - 800 SH	P	2008-11-25	2011-08-11	9450	7546	1904	1904
AEROPOSTALE - 175 SH	P	2008-11-25	2011-08-12	2078	1651	427	427
AEROPOSTALE - 150 SH	P	2008-12-01	2011-08-12	1781	1351	430	430
AEROPOSTALE - 175 SH	P	2008-12-02	2011-08-12	2078	1516	562	562
AEROPOSTALE - 500 SH	P	2008-12-02	2011-08-15	5961	4332	1629	1629
AEROPOSTALE - 300 SH	P	2008-12-02	2011-08-16	3689	2599	1090	1090
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2005-09-12	2011-08-17	838	2855	-2017	-2017
ELRON ELECTRONICS INDS LTD ORD - 1200 SH	P	2005-09-12	2011-08-17	4995	17127	-12132	-12132
ELRON ELECTRONICS INDS LTD ORD - 3300 SH	P	2005-09-09	2011-08-18	13149	46522	-33373	-33373
ELRON ELECTRONICS INDS LTD ORD - 1100 SH	P	2005-09-14	2011-08-18	4383	15587	-11204	-11204
ELRON ELECTRONICS INDS LTD ORD - 3200 SH	P	2005-09-12	2011-08-18	12750	45673	-32923	-32923
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2005-09-09	2011-08-19	796	2820	-2024	-2024
ELRON ELECTRONICS INDS LTD ORD - 1800 SH	P	2005-09-13	2011-08-22	7164	25233	-18069	-18069
ELRON ELECTRONICS INDS LTD ORD - 400 SH	P	2005-09-09	2011-08-22	1592	5639	-4047	-4047
ELRON ELECTRONICS INDS LTD ORD - 500 SH	P	2007-12-03	2011-08-22	1990	5662	-3672	-3672
ELRON ELECTRONICS INDS LTD ORD - 400 SH	P	2008-02-22	2011-08-23	1626	4008	-2382	-2382
ELRON ELECTRONICS INDS LTD ORD - 100 SH	P	2008-01-16	2011-08-23	407	1082	-675	-675
ELRON ELECTRONICS INDS LTD ORD - 100 SH	P	2008-01-11	2011-08-23	407	1104	-697	-697
ELRON ELECTRONICS INDS LTD ORD - 300 SH	P	2005-09-28	2011-08-23	1220	3171	-1951	-1951
ELRON ELECTRONICS INDS LTD ORD - 600 SH	P	2005-09-27	2011-08-23	2439	6336	-3897	-3897
ELRON ELECTRONICS INDS LTD ORD - 1000 SH	P	2005-09-22	2011-08-23	4065	10490	-6425	-6425
ELRON ELECTRONICS INDS LTD ORD - 800 SH	P	2005-09-21	2011-08-23	3252	8688	-5436	-5436
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2005-09-20	2011-08-23	813	2213	-1400	-1400
ELRON ELECTRONICS INDS LTD ORD - 1700 SH	P	2005-09-20	2011-08-23	6874	18809	-11935	-11935
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2008-01-15	2011-08-23	809	2216	-1407	-1407
ELRON ELECTRONICS INDS LTD ORD - 100 SH	P	2008-01-10	2011-08-23	404	1108	-704	-704
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2007-12-04	2011-08-23	809	2246	-1437	-1437
ELRON ELECTRONICS INDS LTD ORD - 300 SH	P	2007-12-03	2011-08-23	1213	3397	-2184	-2184
ELRON ELECTRONICS INDS LTD ORD - 400 SH	P	2008-02-27	2011-08-23	1626	3948	-2322	-2322
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2008-02-29	2011-08-23	813	1946	-1133	-1133
ELRON ELECTRONICS INDS LTD ORD - 400 SH	P	2008-02-26	2011-08-23	1626	3936	-2310	-2310
ARCH CAP GROUP LTD - 1000 SH	P	2009-05-26	2011-08-23	32564	19177	13387	13387
ELRON ELECTRONICS INDS LTD ORD - 200 SH	P	2008-02-19	2011-08-23	813	1908	-1095	-1095
ELRON ELECTRONICS INDS LTD ORD - 700 SH	P	2008-10-22	2011-08-24	2789	2121	668	668
ARCH CAP GROUP LTD - 500 SH	P	2009-05-26	2011-08-24	16269	9588	6681	6681
ELRON ELECTRONICS INDS LTD ORD - 1800 SH	P	2008-10-16	2011-08-24	7172	5760	1412	1412
ELRON ELECTRONICS INDS LTD ORD - 400 SH	P	2008-02-19	2011-08-24	1594	3816	-2222	-2222
ELRON ELECTRONICS INDS LTD ORD - 300 SH	P	2008-10-22	2011-08-29	1194	909	285	285
ELRON ELECTRONICS INDS LTD ORD - 900 SH	P	2008-10-23	2011-08-29	3582	2484	1098	1098
ELRON ELECTRONICS INDS LTD ORD - 1200 SH	P	2008-10-30	2011-08-29	4776	2724	2052	2052
ARCH CAP GROUP LTD - 650 SH	P	2009-05-26	2011-08-30	21920	12465	9455	9455
ARCH CAP GROUP LTD - 550 SH	P	2009-05-26	2011-09-01	18645	10547	8098	8098
ARCH CAP GROUP LTD - 850 SH	P	2009-05-27	2011-09-01	28816	16206	12610	12610
ARCH CAP GROUP LTD - 300 SH	P	2009-05-27	2011-09-02	10071	5720	4351	4351
ARCH CAP GROUP LTD - 600 SH	P	2009-05-27	2011-09-07	20105	11440	8665	8665
ARCH CAP GROUP LTD - 300 SH	P	2009-05-27	2011-09-08	10053	5720	4333	4333
ARCH CAP GROUP LTD - 50 SH	P	2009-05-27	2011-09-13	1672	953	719	719
ARCH CAP GROUP LTD - 50 SH	P	2009-05-28	2011-09-13	1672	934	738	738
ARCH CAP GROUP LTD - 200 SH	P	2009-05-28	2011-09-15	6698	3737	2961	2961
ARCH CAP GROUP LTD - 400 SH	P	2009-05-28	2011-09-16	13452	7474	5978	5978
ARCH CAP GROUP LTD - 100 SH	P	2009-05-28	2011-09-20	3348	1868	1480	1480
ARCH CAP GROUP LTD - 450 SH	P	2009-05-28	2011-09-29	14447	8408	6039	6039
INGERSOLL-RAND PLC - 500 SH	P	2005-05-10	2011-10-06	14001	18516	-4515	-4515
INGERSOLL-RAND PLC - 300 SH	P	2006-08-21	2011-10-06	8400	10920	-2520	-2520
INGERSOLL-RAND PLC - 100 SH	P	2006-09-15	2011-10-06	2800	3683	-883	-883
INGERSOLL-RAND PLC - 500 SH	P	2005-07-20	2011-10-06	14001	18123	-4122	-4122
INGERSOLL-RAND PLC - 400 SH	P	2006-08-17	2011-10-06	11200	14770	-3570	-3570
WALGREEN COMPANY COMMON - 300 SH	P	2010-07-16	2011-10-06	9992	8774	1218	1218
WALGREEN COMPANY COMMON - 200 SH	P	2010-07-19	2011-10-06	6661	5826	835	835
WALGREEN COMPANY COMMON - 400 SH	P	2010-07-22	2011-10-06	13323	11778	1545	1545
WALGREEN COMPANY COMMON - 800 SH	P	2010-07-27	2011-10-06	26646	23419	3227	3227
WALGREEN COMPANY COMMON - 300 SH	P	2010-07-15	2011-10-06	9992	8859	1133	1133
INGERSOLL-RAND PLC - 100 SH	P	2006-08-24	2011-10-07	2817	3521	-704	-704
WALGREEN COMPANY COMMON - 700 SH	P	2010-07-06	2011-10-07	23498	18638	4860	4860
WALGREEN COMPANY COMMON - 100 SH	P	2010-08-04	2011-10-07	3357	2847	510	510
WALGREEN COMPANY COMMON - 300 SH	P	2010-07-29	2011-10-07	10070	8610	1460	1460
WALGREEN COMPANY COMMON - 800 SH	P	2010-07-12	2011-10-07	26854	22464	4390	4390
INGERSOLL-RAND PLC - 100 SH	P	2006-09-11	2011-10-07	2817	3557	-740	-740
INGERSOLL-RAND PLC - 100 SH	P	2006-08-30	2011-10-07	2817	3551	-734	-734
INGERSOLL-RAND PLC - 100 SH	P	2006-08-23	2011-10-07	2817	3581	-764	-764
INGERSOLL-RAND PLC - 600 SH	P	2005-07-19	2011-10-07	16901	21657	-4756	-4756
WALGREEN COMPANY COMMON - 800 SH	P	2010-07-21	2011-10-10	27050	23220	3830	3830
INGERSOLL-RAND PLC - 400 SH	P	2005-07-19	2011-10-10	11320	14438	-3118	-3118
INGERSOLL-RAND PLC - 300 SH	P	2005-07-20	2011-10-10	8490	10873	-2383	-2383
INGERSOLL-RAND PLC - 800 SH	P	2001-12-31	2011-10-11	22807	15276	7531	7531
WALGREEN COMPANY COMMON - 400 SH	P	2010-07-06	2011-10-11	13440	10650	2790	2790
WALGREEN COMPANY COMMON - 200 SH	P	2010-07-07	2011-10-11	6720	5322	1398	1398
INGERSOLL-RAND PLC - 400 SH	P	2005-07-06	2011-10-11	11403	13686	-2283	-2283
INGERSOLL-RAND PLC - 1000 SH	P	2001-12-31	2011-10-12	29532	19095	10437	10437
INGERSOLL-RAND PLC - 100 SH	P	2001-12-31	2011-10-13	2949	1909	1040	1040
INGERSOLL-RAND PLC - 100 SH	P	2001-12-31	2011-10-14	3007	1909	1098	1098
ROSS STORES INC - 100 SH	P	2010-01-20	2011-11-04	8949	4521	4428	4428
I T T CORP-W/I - 200 SH	P	2008-10-21	2011-11-04	4031	3376	655	655
EXELIS INC - 200 SH	P	2008-11-05	2011-11-04	2296	2241	55	55
EXELIS INC - 500 SH	P	2008-10-14	2011-11-04	5741	5651	90	90
EXELIS INC - 900 SH	P	2008-10-21	2011-11-04	10334	9834	500	500
EXELIS INC - 100 SH	P	2008-10-15	2011-11-04	1148	1064	84	84
DARDEN RESTAURANTS INC COM - 100 SH	P	2008-07-24	2011-11-07	4742	3228	1514	1514
ROSS STORES INC - 200 SH	P	2010-01-15	2011-11-07	17908	9014	8894	8894
JOS A BANK CLOTHIERS INC - 200 SH	P	2008-08-12	2011-11-07	11023	3420	7603	7603
RENT A CTR INC NEW - 500 SH	P	2009-10-26	2011-11-07	17651	10153	7498	7498
I T T CORP-W/I - 250 SH	P	2008-10-14	2011-11-07	5073	4365	708	708
I T T CORP-W/I - 100 SH	P	2008-11-05	2011-11-07	2029	1731	298	298
I T T CORP-W/I - 50 SH	P	2008-10-21	2011-11-07	1015	844	171	171
EXELIS INC - 100 SH	P	2008-10-16	2011-11-08	1098	1022	76	76
EXELIS INC - 300 SH	P	2008-10-15	2011-11-08	3293	3191	102	102
TOYOTA MTR CORP ADR 2 COM - 250 SH	P	2005-05-06	2011-11-08	16108	18628	-2520	-2520
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2004-12-06	2011-11-08	6443	7497	-1054	-1054
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2004-12-02	2011-11-08	6443	7567	-1124	-1124
TOYOTA MTR CORP ADR 2 COM - 300 SH	P	2004-11-30	2011-11-08	19329	22449	-3120	-3120
TOYOTA MTR CORP ADR 2 COM - 50 SH	P	2004-11-29	2011-11-08	3222	3806	-584	-584
JOS A BANK CLOTHIERS INC - 400 SH	P	2008-08-12	2011-11-08	22247	6841	15406	15406
ROSS STORES INC - 100 SH	P	2010-01-08	2011-11-08	9029	4501	4528	4528
ROSS STORES INC - 200 SH	P	2010-01-15	2011-11-08	18058	9014	9044	9044
I T T CORP-W/I - 200 SH	P	2008-10-21	2011-11-08	3956	3376	580	580
V F CORPORATION COM - 100 SH	P	2008-07-25	2011-11-08	13609	7259	6350	6350
DARDEN RESTAURANTS INC COM - 100 SH	P	2008-07-24	2011-11-08	4740	3228	1512	1512
COCA-COLA FEMSA S A DE C V SPONSORED ADR - 50 SH	P	2009-10-23	2011-11-08	4499	2708	1791	1791
EXELIS INC - 100 SH	P	2008-10-23	2011-11-08	1098	1005	93	93
RENT A CTR INC NEW - 200 SH	P	2009-10-19	2011-11-08	7128	4041	3087	3087
RENT A CTR INC NEW - 400 SH	P	2009-10-26	2011-11-08	14256	8122	6134	6134
EXELIS INC - 100 SH	P	2008-11-25	2011-11-08	1098	941	157	157
EXELIS INC - 100 SH	P	2008-11-10	2011-11-08	1098	1059	39	39
EXELIS INC - 100 SH	P	2008-11-07	2011-11-08	1098	1031	67	67
EXELIS INC - 200 SH	P	2008-10-29	2011-11-08	2196	2015	181	181
EXELIS INC - 100 SH	P	2008-12-01	2011-11-09	1069	936	133	133
TOYOTA MTR CORP ADR 2 COM - 300 SH	P	2005-05-06	2011-11-09	19347	22354	-3007	-3007
TOYOTA MTR CORP ADR 2 COM - 200 SH	P	2005-05-23	2011-11-10	12891	14586	-1695	-1695
ROSS STORES INC - 200 SH	P	2010-01-08	2011-11-10	17588	9001	8587	8587
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2005-07-08	2011-11-10	6446	7345	-899	-899
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2005-05-20	2011-11-10	6446	7225	-779	-779
TOYOTA MTR CORP ADR 2 COM - 400 SH	P	2005-07-08	2011-11-11	25634	29380	-3746	-3746
ROSS STORES INC - 100 SH	P	2010-01-08	2011-11-11	8931	4501	4430	4430
JOS A BANK CLOTHIERS INC - 100 SH	P	2008-08-12	2011-11-11	5504	1710	3794	3794
I T T CORP-W/I - 100 SH	P	2008-10-15	2011-11-11	1993	1643	350	350
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2004-12-07	2011-11-11	6408	7448	-1040	-1040
TOYOTA MTR CORP ADR 2 COM - 350 SH	P	2005-05-06	2011-11-11	22430	26079	-3649	-3649
TOYOTA MTR CORP ADR 2 COM - 100 SH	P	2005-05-09	2011-11-11	6408	7398	-990	-990
COCA-COLA FEMSA S A DE C V SPONSORED ADR - 100 SH	P	2009-10-23	2011-11-11	9146	5416	3730	3730
I T T CORP-W/I - 100 SH	P	2008-10-15	2011-11-14	1998	1643	355	355
I T T CORP-W/I - 50 SH	P	2008-11-07	2011-11-14	999	797	202	202
I T T CORP-W/I - 50 SH	P	2008-11-10	2011-11-14	999	818	181	181
I T T CORP-W/I - 50 SH	P	2008-10-29	2011-11-16	995	778	217	217
I T T CORP-W/I - 50 SH	P	2008-10-16	2011-11-16	995	789	206	206
I T T CORP-W/I - 50 SH	P	2008-10-23	2011-11-17	994	777	217	217
I T T CORP-W/I - 50 SH	P	2008-10-29	2011-11-17	994	778	216	216
XYLEM INC-W/I - 300 SH	P	2008-10-21	2011-11-18	7186	7588	-402	-402
XYLEM INC-W/I - 500 SH	P	2008-10-14	2011-11-18	11977	13080	-1103	-1103
XYLEM INC-W/I - 200 SH	P	2008-11-05	2011-11-18	4791	5187	-396	-396
XYLEM INC-W/I - 600 SH	P	2008-10-21	2011-11-21	14199	15176	-977	-977
I T T CORP-W/I - 50 SH	P	2008-12-01	2011-11-21	977	723	254	254
I T T CORP-W/I - 50 SH	P	2008-11-25	2011-11-21	977	727	250	250
MAIDENFORM BRANDS INC - 100 SH	P	2010-07-29	2011-11-23	1734	2399	-665	-665
MAIDENFORM BRANDS INC - 1200 SH	P	2010-07-27	2011-11-23	20802	29213	-8411	-8411
MAIDENFORM BRANDS INC - 300 SH	P	2010-07-28	2011-11-25	5218	7173	-1955	-1955
MAIDENFORM BRANDS INC - 400 SH	P	2010-07-23	2011-11-25	6957	9484	-2527	-2527
MAIDENFORM BRANDS INC - 400 SH	P	2010-07-21	2011-11-25	6957	8852	-1895	-1895
MAIDENFORM BRANDS INC - 600 SH	P	2010-07-15	2011-11-25	10435	13160	-2725	-2725
MAIDENFORM BRANDS INC - 300 SH	P	2010-07-16	2011-11-25	5218	6423	-1205	-1205
XYLEM INC-W/I - 100 SH	P	2008-10-15	2011-11-25	2324	2462	-138	-138
XYLEM INC-W/I - 300 SH	P	2008-10-15	2011-11-28	7133	7386	-253	-253
MAIDENFORM BRANDS INC - 500 SH	P	2010-07-09	2011-11-28	9002	10609	-1607	-1607
MAIDENFORM BRANDS INC - 100 SH	P	2010-07-16	2011-11-28	1800	2141	-341	-341
MAIDENFORM BRANDS INC - 1400 SH	P	2010-07-12	2011-11-28	25206	29714	-4508	-4508
XYLEM INC-W/I - 100 SH	P	2008-11-10	2011-11-28	2378	2452	-74	-74
XYLEM INC-W/I - 100 SH	P	2008-11-07	2011-11-28	2378	2387	-9	-9
XYLEM INC-W/I - 200 SH	P	2008-10-29	2011-11-29	4700	4664	36	36
XYLEM INC-W/I - 100 SH	P	2008-10-16	2011-11-29	2350	2366	-16	-16
MAIDENFORM BRANDS INC - 200 SH	P	2010-07-09	2011-11-29	3592	4243	-651	-651
MAIDENFORM BRANDS INC - 100 SH	P	2010-07-09	2011-11-30	1826	2122	-296	-296
XYLEM INC-W/I - 100 SH	P	2008-10-23	2011-11-30	2407	2327	80	80
MAIDENFORM BRANDS INC - 700 SH	P	2010-07-19	2011-11-30	12779	14763	-1984	-1984
XYLEM INC-W/I - 100 SH	P	2008-12-01	2011-12-01	2402	2167	235	235
XYLEM INC-W/I - 100 SH	P	2008-11-25	2011-12-01	2402	2178	224	224
ROSS STORES INC - 200 SH	P	2010-01-08	2011-12-08	18516	9001	9515	9515
FLEXTRONICS INTL LTD - 900 SH	P	2008-06-19	2011-12-16	5315	9147	-3832	-3832
RAYTHEON CO - 600 SH	P	2009-04-30	2011-12-16	27315	27235	80	80
FLEXTRONICS INTL LTD - 5500 SH	P	2008-06-26	2011-12-16	32482	53902	-21420	-21420
RAYTHEON CO - 200 SH	P	2009-05-15	2011-12-16	9105	9230	-125	-125
RAYTHEON CO - 100 SH	P	2009-05-01	2011-12-16	4552	4551	1	1
FLEXTRONICS INTL LTD - 2000 SH	P	2008-06-27	2011-12-16	11812	19020	-7208	-7208
FLEXTRONICS INTL LTD - 300 SH	P	2008-09-02	2011-12-19	1731	2635	-904	-904
FLEXTRONICS INTL LTD - 300 SH	P	2008-12-10	2011-12-19	1731	732	999	999
FLEXTRONICS INTL LTD - 700 SH	P	2008-12-11	2011-12-19	4040	1702	2338	2338
RAYTHEON CO - 300 SH	P	2009-04-30	2011-12-19	13748	13617	131	131
FLEXTRONICS INTL LTD - 300 SH	P	2008-07-14	2011-12-19	1731	2628	-897	-897
FLEXTRONICS INTL LTD - 200 SH	P	2008-07-11	2011-12-19	1154	1777	-623	-623
FLEXTRONICS INTL LTD - 100 SH	P	2008-07-09	2011-12-19	577	884	-307	-307
FLEXTRONICS INTL LTD - 300 SH	P	2008-07-08	2011-12-19	1731	2678	-947	-947
FLEXTRONICS INTL LTD - 300 SH	P	2008-07-07	2011-12-19	1731	2652	-921	-921
FLEXTRONICS INTL LTD - 500 SH	P	2008-07-02	2011-12-19	2886	4439	-1553	-1553
RAYTHEON CO - 300 SH	P	2009-04-28	2011-12-19	13748	13489	259	259
FLEXTRONICS INTL LTD - 1600 SH	P	2008-06-30	2011-12-19	9234	15086	-5852	-5852
FLEXTRONICS INTL LTD - 300 SH	P	2008-06-27	2011-12-19	1731	2853	-1122	-1122
FLEXTRONICS INTL LTD - 300 SH	P	2008-07-01	2011-12-19	1731	2781	-1050	-1050
FLEXTRONICS INTL LTD - 1400 SH	P	2008-12-03	2011-12-20	8274	3142	5132	5132
FLEXTRONICS INTL LTD - 2500 SH	P	2008-11-25	2011-12-20	14776	5556	9220	9220
FLEXTRONICS INTL LTD - 4900 SH	P	2008-12-08	2011-12-20	28960	11784	17176	17176
RAYTHEON CO - 200 SH	P	2009-05-18	2011-12-20	9353	8916	437	437
RAYTHEON CO - 300 SH	P	2009-04-28	2011-12-20	14029	13489	540	540
RAYTHEON CO - 500 SH	P	2009-04-24	2011-12-20	23382	21722	1660	1660
BEST BUY INC COM - 200 SH	P	2008-07-14	2011-12-20	4612	7488	-2876	-2876
BEST BUY INC COM - 200 SH	P	2008-07-25	2011-12-20	4612	7678	-3066	-3066
BEST BUY INC COM - 400 SH	P	2008-07-24	2011-12-20	9224	15714	-6490	-6490
BEST BUY INC COM - 300 SH	P	2008-07-22	2011-12-20	6918	11469	-4551	-4551
BEST BUY INC COM - 600 SH	P	2008-07-21	2011-12-20	13836	23137	-9301	-9301
BEST BUY INC COM - 500 SH	P	2008-07-18	2011-12-20	11530	19330	-7800	-7800
BEST BUY INC COM - 300 SH	P	2008-07-17	2011-12-20	6918	11383	-4465	-4465
FLEXTRONICS INTL LTD - 1100 SH	P	2008-12-11	2011-12-20	6501	2674	3827	3827
FLEXTRONICS INTL LTD - 700 SH	P	2008-12-12	2011-12-20	4137	1547	2590	2590
FLEXTRONICS INTL LTD - 1600 SH	P	2008-12-01	2011-12-20	9456	3536	5920	5920
BEST BUY INC COM - 200 SH	P	2008-07-10	2011-12-20	4612	7682	-3070	-3070
BEST BUY INC COM - 100 SH	P	2008-07-14	2011-12-21	2301	3744	-1443	-1443
BEST BUY INC COM - 200 SH	P	2010-01-29	2011-12-21	4602	7378	-2776	-2776
BEST BUY INC COM - 800 SH	P	2010-02-04	2011-12-22	18528	28896	-10368	-10368
BEST BUY INC COM - 100 SH	P	2008-10-14	2011-12-22	2316	2731	-415	-415
FLEXTRONICS INTL LTD - 200 SH	P	2008-12-01	2011-12-22	1157	442	715	715
BEST BUY INC COM - 100 SH	P	2010-01-29	2011-12-22	2316	3689	-1373	-1373
FLEXTRONICS INTL LTD - 1000 SH	P	2008-11-26	2011-12-22	5782	2207	3575	3575
FLEXTRONICS INTL LTD - 400 SH	P	2008-12-02	2011-12-22	2313	850	1463	1463
FLEXTRONICS INTL LTD - 5000 SH	P	2008-12-04	2011-12-22	28912	11031	17881	17881
FLEXTRONICS INTL LTD - 600 SH	P	2008-12-15	2011-12-23	3572	1236	2336	2336
FLEXTRONICS INTL LTD - 600 SH	P	2008-12-02	2011-12-23	3572	1275	2297	2297
AVON PRODUCTS INC COM - 160 SH	P	2011-03-17	2011-03-23	4281	4235	46	46
GOOGLE INC - 5 SH	P	2011-03-17	2011-03-24	2923	2822	101	101
OCCIDENTAL PETROLEUM CORPORATION COMMON - 28 SH	P	2011-03-17	2011-03-24	2801	2737	64	64
MICROSOFT CORP COM - 340 SH	P	2011-03-17	2011-04-01	8643	8527	116	116
HEWLETT PACKARD COMPANY - 100 SH	P	2011-03-17	2011-04-07	4117	4074	43	43
AFLAC INC - 200 SH	P	2011-03-17	2011-04-26	10773	10258	515	515
GOOGLE INC - 8 SH	P	2011-03-17	2011-05-02	4318	4516	-198	-198
TERADATA CORP DEL - 80 SH	P	2011-04-19	2011-05-02	4443	4070	373	373
TAIWAN SEMICONDUCTOR ADR - 250 SH	P	2011-03-17	2011-05-05	3398	2892	506	506
EXXON MOBIL CORP - 70 SH	P	2011-03-17	2011-05-09	5817	5627	190	190
INTERNATIONAL BUSINESS MACHINES CORP - 19 SH	P	2011-03-17	2011-05-12	3232	2930	302	302
PHILIP MORRIS INTERNATIONAL - 120 SH	P	2011-03-17	2011-05-13	8266	7496	770	770
WATSON PHARMACEUTICALS INC - 50 SH	P	2011-03-17	2011-05-20	3110	2724	386	386
TARGET CORP - 270 SH	P	2011-03-17	2011-06-01	13204	13786	-582	-582
JUNIPER NETWORKS INC - 280 SH	P	2011-03-17	2011-06-10	8690	11941	-3251	-3251
MORGAN STANLEY DEAN WITTER & CO - 470 SH	P	2011-03-17	2011-06-20	10529	12933	-2404	-2404
OCCIDENTAL PETROLEUM CORPORATION COMMON - 82 SH	P	2011-03-17	2011-06-21	8435	8015	420	420
GOOGLE INC - 6 SH	P	2011-03-17	2011-06-23	2868	3387	-519	-519
GOOGLE INC - 19 SH	P	2011-03-17	2011-06-27	9111	10725	-1614	-1614
ACCENTURE PLC IRELAND SHS CL A - 50 SH	P	2011-03-17	2011-06-28	2995	2474	521	521
HOME DEPOT INC USD 0.05 - 60 SH	P	2011-03-17	2011-07-05	2195	2165	30	30
INTERNATIONAL GAME TECHNOLOGY COM - 280 SH	P	2011-03-17	2011-07-05	4950	4339	611	611
INTERNATIONAL GAME TECHNOLOGY COM - 280 SH	P	2011-03-17	2011-07-06	4966	4339	627	627
TAIWAN SEMICONDUCTOR ADR - 300 SH	P	2011-03-17	2011-07-15	3639	3470	169	169
TAIWAN SEMICONDUCTOR ADR - 430 SH	P	2011-03-17	2011-07-19	5235	4974	261	261
SOUTHWESTERN ENERGY CO - 110 SH	P	2011-03-17	2011-07-20	5229	4468	761	761
EMERSON ELECTRIC COMPANY - 270 SH	P	2011-03-17	2011-07-27	13596	15473	-1877	-1877
AVON PRODUCTS INC COM - 190 SH	P	2011-03-17	2011-08-09	3976	5029	-1053	-1053
RIVERBED TECHNOLOGY INC - 280 SH	P	2011-03-17	2011-08-11	6831	11370	-4539	-4539
ALLSTATE CORP COM - 90 SH	P	2011-03-17	2011-08-12	2287	2811	-524	-524
AMERICAN EXPRESS COMPANY - 300 SH	P	2011-03-17	2011-08-12	13579	12902	677	677
APPLE COMPUTER INC COM - 8 SH	P	2011-03-17	2011-08-19	2913	2696	217	217
ACME PACKET INC - 50 SH	P	2011-06-10	2011-09-27	2404	3373	-969	-969
CAMERON INTL CORP - 140 SH	P	2011-03-17	2011-09-28	6294	8247	-1953	-1953
UNION PACIFIC CORP - 50 SH	P	2011-03-17	2011-09-28	4212	4651	-439	-439
SOUTHWESTERN ENERGY CO - 220 SH	P	2011-03-17	2011-09-28	7763	8936	-1173	-1173
CATERPILLAR INC - 30 SH	P	2011-03-17	2011-09-29	2251	3060	-809	-809
GENERAL ELECTRIC CO - 150 SH	P	2011-03-17	2011-09-29	2367	2890	-523	-523
WATSON PHARMACEUTICALS INC - 30 SH	P	2011-03-17	2011-09-30	2103	1634	469	469
ZIMMER HLDGS INC - 220 SH	P	2011-03-17	2011-09-30	11937	13268	-1331	-1331
HOSPIRA INC - 50 SH	P	2011-05-20	2011-10-20	1425	2759	-1334	-1334
CARDINAL HEALTH INC COM - 70 SH	P	2011-03-17	2011-10-20	2961	2786	175	175
HOSPIRA INC - 200 SH	P	2011-03-17	2011-10-20	5701	10496	-4795	-4795
EXXON MOBIL CORP - 110 SH	P	2011-03-17	2011-10-26	8800	8843	-43	-43
BAIDU COM INC - 25 SH	P	2011-07-15	2011-10-27	3437	3602	-165	-165
BAIDU COM INC - 9 SH	P	2011-06-27	2011-10-27	1237	1192	45	45
BAXTER INTL INC COM - 60 SH	P	2011-03-17	2011-10-28	3317	3052	265	265
WALGREEN COMPANY COMMON - 100 SH	P	2011-03-23	2011-10-28	3379	3938	-559	-559
WALGREEN COMPANY COMMON - 250 SH	P	2011-03-17	2011-10-28	8447	10285	-1838	-1838
CARDINAL HEALTH INC COM - 230 SH	P	2011-03-17	2011-10-28	10442	9154	1288	1288
INTEL CORPORATION - 290 SH	P	2011-03-17	2011-11-04	6870	5814	1056	1056
INTEL CORPORATION - 90 SH	P	2011-08-11	2011-11-04	2132	1870	262	262
ALLSTATE CORP COM - 410 SH	P	2011-03-17	2011-11-08	10839	12808	-1969	-1969
J P MORGAN CHASE & CO - 200 SH	P	2011-03-17	2011-11-08	6842	8906	-2064	-2064
INTEL CORPORATION - 280 SH	P	2011-03-17	2011-11-22	6507	5613	894	894
ACME PACKET INC - 40 SH	P	2011-06-23	2011-11-30	1321	2610	-1289	-1289
ACME PACKET INC - 70 SH	P	2011-06-10	2011-11-30	2313	4722	-2409	-2409
ACME PACKET INC - 60 SH	P	2011-08-11	2011-11-30	1982	3152	-1170	-1170
BAXTER INTL INC COM - 200 SH	P	2011-03-17	2011-12-15	9700	10174	-474	-474
SHIRE PHARMACEUTICALS GROUP - 30 SH	P	2011-03-17	2011-12-15	2955	2566	389	389
NEWFIELD EXPL CO - 60 SH	P	2011-07-20	2011-12-21	2219	4307	-2088	-2088
NEWFIELD EXPL CO - 10 SH	P	2011-07-20	2011-12-22	374	718	-344	-344
NEWFIELD EXPL CO - 130 SH	P	2011-06-21	2011-12-22	4859	8530	-3671	-3671
HEWLETT PACKARD COMPANY - 210 SH	P	2011-03-17	2011-04-19	8330	8555	-225	-225
WASHINGTON ST	P	2010-05-25	2011-01-12	15132	15000	132	132
U.S. TREASURY NOTE 3.5% 5/15/20	P	2010-08-12	2011-01-19	15319	16038	-719	-719
U S TREASURY NOTE	P	2010-08-20	2011-01-19	50439	52908	-2469	-2469
US TREASURY NOTE 3.375% 11/15/19	P	2010-07-23	2011-01-19	5095	5189	-94	-94
U S TREASURY NOTE 3.625% 2/15/20	P	2010-05-10	2011-01-19	10357	10073	284	284
U.S. TREASURY NOTE 2.625% 8/15/20	P	2010-09-02	2011-01-19	4726	5001	-275	-275
U.S. TREASURY NOTE 3.5% 5/15/20	P	2010-08-04	2011-01-19	5106	5238	-132	-132
U S TREASURY NOTES	P	2011-01-06	2011-01-21	10046	10009	37	37
U S TREASURY NOTE	P	2011-01-18	2011-01-28	84730	84514	216	216
UNIVERSITY CALIF REVS	P	2010-12-07	2011-02-09	5013	5000	13	13
UNITED STATES T-NOTE 1.25%	P	2011-02-28	2011-03-08	10009	10025	-16	-16
BNY MELLON S/T US GVT SECS FD CL M	P	2010-10-07	2011-03-21	123791	125000	-1209	-1209
UNITED STATES T-NOTE 1.25%	P	2011-02-15	2011-04-04	10010	9954	56	56
U.S. TREASURY NOTE 1.25%	P	2011-03-11	2011-04-04	5002	5018	-16	-16
U.S. TREASURY NOTE 0.75% 9/15/13	P	2010-09-21	2011-04-14	39800	40045	-245	-245
U S TREASURY NOTE	P	2011-01-28	2011-05-31	5022	5007	15	15
U S TREASURY NOTES	P	2011-01-06	2011-06-07	15480	15014	466	466
U S TREASURY NOTE	P	2011-01-18	2011-08-05	30545	28254	2291	2291
U S TREASURY NOTE	P	2011-03-24	2011-08-05	25454	23540	1914	1914
UNIVERSITY CALIF REVS	P	2010-12-07	2011-09-08	15266	15000	266	266
U S TREASURY NOTE	P	2011-07-18	2011-09-15	5133	5017	116	116
U S TREASURY NOTE	P	2011-07-12	2011-09-15	35934	35033	901	901
U S TREASURY NOTE	P	2011-08-24	2011-09-15	10261	10238	23	23
U S TREASURY NOTE	P	2011-08-05	2011-10-18	5028	5022	6	6
U S TREASURY NOTE	P	2011-08-24	2011-11-07	10064	9884	180	180
U S TREASURY NOTE	P	2011-01-20	2011-11-21	40136	40302	-166	-166
U S TREASURY NOTE 1.375% 10/15/12	P	2011-02-14	2011-11-21	25278	25275	3	3
UNITED STATES TREASU 1.125% 12/15/12	P	2011-01-25	2011-12-01	5050	5048	2	2
UNITED STATES T-NOTE 1.375% 5/15/13	P	2011-02-10	2011-12-01	5084	5042	42	42
UNITED STATES TREASU 1.125% 12/15/12	P	2011-01-11	2011-12-01	10099	10102	-3	-3
JEFFERIES GROUP INC NEW	P	2011-11-08	2011-12-13	15300	14943	357	357
U S TREASURY NOTE	P	2010-11-12	2011-01-28	9415	9895	-480	-480
FED AGRI MTGE CORP 2.1% 8/10/12	P	2009-07-29	2011-01-06	30606	30000	606	606
GENERAL ELEC CAP CORP M/T/N	P	2009-05-11	2011-01-07	42194	40690	1504	1504
VULCAN MATERIALS 5.6% 11/30/12	P	2009-06-24	2011-01-11	10445	10383	62	62
NYSE EURONEXT	P	2009-05-12	2011-01-14	10776	10348	428	428
UNITED STATES TREAS NTS	P	2009-07-29	2011-01-14	23084	22259	825	825
UNITED STATES TREAS NTS	P	2009-05-07	2011-01-15	160000	169301	-9301	-9301
INTUIT	P	2009-12-03	2011-01-20	41812	42871	-1059	-1059
VULCAN MATERIALS 5.6% 11/30/12	P	2009-06-24	2011-01-25	5239	5191	48	48
UNITED STATES TREAS NTS	P	2009-05-06	2011-02-02	15377	16202	-825	-825
VULCAN MATERIALS 5.6% 11/30/12	P	2009-06-24	2011-02-14	26082	25956	126	126
DEERE JOHN CAP CORP	P	2009-05-12	2011-02-14	21369	21874	-505	-505
UNITED STATES TREAS NTS	P	2009-05-06	2011-03-08	22200	22500	-300	-300
AT&T INC 5.8% 2/15/19	P	2009-05-15	2011-03-24	27921	24854	3067	3067
WAL-MART STORES INC	P	2009-05-14	2011-04-12	32151	31815	336	336
FEDERAL FARM CR BKS CONS	P	2009-07-07	2011-04-21	10000	10281	-281	-281
AT&T INC 5.8% 2/15/19	P	2009-05-15	2011-04-26	16798	14912	1886	1886
UNITED STATES TREAS NTS	P	2009-05-06	2011-05-31	75838	81012	-5174	-5174
UNITED STATES TREAS NTS	P	2009-06-24	2011-06-17	27231	26864	367	367
FED NATL MTGE ASSN 3.0% 9/16/14	P	2009-08-28	2011-06-23	21298	20165	1133	1133
UNITED STATES TREAS NTS	P	2009-06-24	2011-06-28	100781	107047	-6266	-6266
UNITED STATES TREAS NTS	P	2009-05-06	2011-06-28	80625	86413	-5788	-5788
FEDERAL HOME LN MTG CO 1.5% 7/12/13	P	2010-06-28	2011-07-12	50000	50025	-25	-25
U S TREAS INFL IDX N/B	P	2009-05-07	2011-08-05	82221	78978	3243	3243
US TREAS-CPI INFLAT	P	2010-05-24	2011-08-05	49373	47150	2223	2223
FED HOME LOAN BANK 2.05% 8/10/12	P	2010-03-09	2011-08-10	20000	20279	-279	-279
FED HOME LOAN BANK 2.05% 8/10/12	P	2009-07-17	2011-08-10	60000	60000	0	0
U S TREASURY NOTE 1.0% 12/31/11	P	2010-01-13	2011-08-24	10034	10015	19	19
UNITED STATES TREAS NTS	P	2009-05-06	2011-08-24	25590	27298	-1708	-1708
CISCO SYS INC	P	2009-05-14	2011-09-15	57627	52981	4646	4646
UNITED STATES TREAS NTS	P	2009-05-06	2011-10-20	152390	163788	-11398	-11398
DEERE JOHN CAP CORP	P	2009-05-12	2011-11-07	20460	21874	-1414	-1414
PROGRESS ENERGY INC	P	2009-06-10	2011-11-08	30760	32225	-1465	-1465
U S TREASURY NOTE	P	2010-11-01	2011-11-21	20083	20213	-130	-130
UNITED STATES TREAS NTS	P	2009-05-14	2011-11-21	5189	5448	-259	-259
UNITED STATES TREAS NTS	P	2009-05-07	2011-11-21	98584	102693	-4109	-4109
UNITED STATES TREAS NTS	P	2009-05-06	2011-11-21	5062	5459	-397	-397
UNITED STATES TREAS NTS	P	2009-11-16	2011-11-21	10377	10819	-442	-442
UNITED STATES TREAS NTS	P	2009-05-07	2011-11-30	15548	16215	-667	-667
UNITED STATES TREAS NTS	P	2009-07-14	2011-12-01	10367	10786	-419	-419
UNITED STATES TREAS NTS	P	2009-08-12	2011-12-01	15550	15997	-447	-447
UNITED STATES TREAS NTS	P	2009-05-07	2011-12-01	93301	97288	-3987	-3987
GENERAL DYNAMICS CORP NT	P	2009-05-28	2011-12-05	27326	26817	509	509
PMCF 2001-ROCK A2	P	2010-02-24	2011-01-10	8020	8330	-310	-310
PMCF 2001-ROCK A2	P	2010-08-27	2011-01-10	2359	2403	-44	-44
BANC AMER COML MTG INC	P	2010-02-01	2011-01-10	213	217	-4	-4
BANC AMER COML MTG INC	P	2010-06-23	2011-01-10	53	54	-1	-1
FNMA SF MTG 4.000% 01/01/2041	P	2010-12-09	2011-01-10	114551	114641	-90	-90
FNMA SF MTG 4.000% 01/01/2041	P	2010-12-09	2011-01-10	199250	199313	-63	-63
U.S. TREASURY NOTE 1.75% 7/31/15	P	2010-09-08	2011-01-11	4995	5073	-78	-78
WASHINGTON ST	P	2010-05-25	2011-01-12	40353	40000	353	353
MERRILL LYNCH MORTGA CKI1 A2FL	P	2010-10-20	2011-01-12	6095	6049	46	46
GOLDMAN SACHS GROUP 3.625% 8/01/12	P	2010-04-19	2011-01-14	10357	10251	106	106
U S TREASURY NOTE	P	2010-12-09	2011-01-14	14122	14932	-810	-810
FIRST UN NATL BK 01-C2 CL A 2	P	2010-02-09	2011-01-14	3446	3575	-129	-129
FIRST UN NATL BK 01-C2 CL A 2	P	2010-02-24	2011-01-14	4307	4464	-157	-157
U S TREASURY NOTE	P	2011-01-04	2011-01-14	4707	4772	-65	-65
FIRST UN NATL BK 01-C2 CL A 2	P	2010-06-22	2011-01-14	862	880	-18	-18
U S TREASURY NOTE	P	2010-12-08	2011-01-14	47074	47418	-344	-344
LBUBS 2000-C5 A2 6.51% 12/15/26	P	2010-02-10	2011-01-15	297	304	-7	-7
MORGAN STANLEY 07-IQ14 CL A-1	P	2010-11-08	2011-01-15	4929	5046	-117	-117
HDMOT 2009-2 A3	P	2010-01-20	2011-01-15	8046	8216	-170	-170
WBCMT 2003-C3 A1	P	2010-07-20	2011-01-15	185	188	-3	-3
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-01-15	10116	10432	-316	-316
LBUBS 2003-C7 A2	P	2010-01-29	2011-01-15	126	127	-1	-1
GOLDMAN SACHS GROUP 3.625% 8/01/12	P	2010-04-19	2011-01-18	10353	10251	102	102
U S TREASURY NOTE	P	2010-03-26	2011-01-18	36111	34343	1768	1768
U S TREASURY NOTE	P	2010-12-08	2011-01-20	27936	28451	-515	-515
U S TREASURY NOTE	P	2010-12-08	2011-01-21	9328	9484	-156	-156
GOLDMAN SACHS GROUP 3.625% 8/01/12	P	2010-04-19	2011-01-24	5176	5126	50	50
U S TREASURY NOTE	P	2010-03-26	2011-01-25	31149	29365	1784	1784
U S TREASURY NOTE	P	2010-03-26	2011-01-25	72682	68685	3997	3997
U S TREASURY NOTE	P	2010-04-06	2011-01-25	10383	9753	630	630
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-01-25	3612	3784	-172	-172
GOLDMAN SACHS GROUP 3.625% 8/01/12	P	2010-04-19	2011-01-28	15545	15377	168	168
U.S. TREASURY NOTE	P	2010-11-10	2011-02-03	14294	15246	-952	-952
COMMIT TO PUR FNMA	P	2011-01-25	2011-02-04	112228	114066	-1838	-1838
COMMIT TO PUR FNMA	P	2011-01-10	2011-02-04	112179	114263	-2084	-2084
COMMIT TO PUR FNMA	P	2011-01-10	2011-02-04	112174	114245	-2071	-2071
COMMIT TO PUR FNMA	P	2011-01-10	2011-02-04	87789	89423	-1634	-1634
NEW YORK N Y	P	2010-10-07	2011-02-09	9254	10000	-746	-746
UNIVERSITY CALIF REVS	P	2010-12-07	2011-02-09	15038	15000	38	38
NEW YORK N Y	P	2010-10-07	2011-02-09	9264	10000	-736	-736
NEW YORK N Y	P	2010-10-07	2011-02-09	9258	10000	-742	-742
PMCF 2001-ROCK A2	P	2010-08-27	2011-02-10	1605	1635	-30	-30
PMCF 2001-ROCK A2	P	2010-02-24	2011-02-10	5458	5669	-211	-211
NEW YORK N Y	P	2010-10-07	2011-02-11	9355	10000	-645	-645
MERRILL LYNCH MORTGA CKI1 A2FL	P	2010-10-20	2011-02-12	17123	16994	129	129
FHLMC GOLD A95828	P	2010-12-17	2011-02-15	766	780	-14	-14
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-02-15	9262	9551	-289	-289
WBCMT 2003-C3 A1	P	2010-07-20	2011-02-15	902	916	-14	-14
MORGAN STANLEY 07-IQ14 CL A-1	P	2010-11-08	2011-02-15	644	659	-15	-15
U.S. TREASURY NOTE	P	2010-09-08	2011-02-15	24608	25367	-759	-759
FHLMC GOLD G04216	P	2010-12-29	2011-02-15	162	173	-11	-11
FHLMC GOLD A92821	P	2010-07-22	2011-02-15	2059	2187	-128	-128
FHLMC GOLD A92988	P	2010-07-22	2011-02-15	5609	5956	-347	-347
FHLMC GOLD G05938	P	2010-07-19	2011-02-15	1100	1167	-67	-67
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-02-15	1727	1799	-72	-72
FHLMC	P	2010-06-10	2011-02-15	307	330	-23	-23
FHLMC	P	2010-10-06	2011-02-15	154	164	-10	-10
FHLMC GOLD G04219	P	2010-06-10	2011-02-15	372	397	-25	-25
FHLMC GOLD A93010	P	2010-07-19	2011-02-15	1172	1215	-43	-43
U.S. TREASURY NOTE	P	2010-08-04	2011-02-16	4921	5039	-118	-118
FHLMC GOLD A93010	P	2010-07-19	2011-02-16	58273	60009	-1736	-1736
U.S. TREASURY NOTE	P	2010-09-08	2011-02-16	39369	40588	-1219	-1219
U S TREASURY NOTE	P	2011-01-25	2011-02-18	14890	14890	0	0
NEW YORK N Y	P	2010-10-07	2011-02-23	9581	10000	-419	-419
FNMA POOL AC8596	P	2010-08-02	2011-02-25	150	157	-7	-7
FNMA POOL AD5672	P	2010-05-05	2011-02-25	490	495	-5	-5
FNMA	P	2010-12-13	2011-02-25	231	237	-6	-6
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-02-25	4849	5079	-230	-230
FNMA	P	2011-01-18	2011-02-25	620	626	-6	-6
FNMA	P	2010-04-26	2011-02-25	5807	6196	-389	-389
FEDERAL NAT'L MTGE ASSN POOL	P	2011-01-01	2011-02-25	3254	3467	-213	-213
UNITED STATES T-NOTE 0.375% 9/30/12	P	2011-01-18	2011-03-02	9980	9976	4	4
U.S. TREASURY NOTE	P	2010-08-04	2011-03-04	14899	15118	-219	-219
FHLMC GOLD A92988	P	2010-07-22	2011-03-04	203271	206584	-3313	-3313
COMMIT TO PUR FNMA	P	2011-02-04	2011-03-08	112718	111802	916	916
COMMIT TO PUR FNMA	P	2011-02-04	2011-03-08	24501	24306	195	195
COMMIT TO PUR FNMA	P	2011-02-04	2011-03-08	88256	87500	756	756
COMMIT TO PUR FNMA	P	2011-02-04	2011-03-08	112772	111855	917	917
COMMIT TO PUR FNMA	P	2011-02-04	2011-03-08	88204	87497	707	707
UNITED STATES TREAS 2.625% 7/31/14	P	2010-08-04	2011-03-09	20818	21114	-296	-296
UNITED STATES TREASURY NOTE	P	2010-11-03	2011-03-09	14727	15599	-872	-872
PMCF 2001-ROCK A2	P	2010-08-27	2011-03-10	860	876	-16	-16
MERRILL LYNCH MORTGA CKI1 A2FL	P	2010-10-20	2011-03-12	20	19	1	1
WBCMT 2003-C3 A1	P	2010-07-20	2011-03-15	433	440	-7	-7
MORGAN STANLEY 07-IQ14 CL A-1	P	2010-11-08	2011-03-15	18249	18683	-434	-434
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-03-15	17910	18469	-559	-559
FHLMC GOLD A93010	P	2010-07-19	2011-03-15	164	170	-6	-6
FHLMC GOLD A95828	P	2010-12-17	2011-03-15	785	800	-15	-15
FHLMC GOLD A92988	P	2010-07-22	2011-03-15	4980	5289	-309	-309
FHLMC GOLD A92821	P	2010-07-22	2011-03-15	1676	1780	-104	-104
FHLMC GOLD G05938	P	2010-07-19	2011-03-15	1180	1252	-72	-72
FHLMC GOLD G04216	P	2010-12-29	2011-03-15	139	149	-10	-10
FHLMC	P	2010-06-10	2011-03-15	162	174	-12	-12
FHLMC	P	2010-10-06	2011-03-15	81	87	-6	-6
FHLMC GOLD G04219	P	2010-06-10	2011-03-15	275	295	-20	-20
BNY MELLON S/T US GVT SECS FD CL M	P	2010-10-07	2011-03-21	435745	440000	-4255	-4255
U.S. TREASURY NOTE	P	2010-06-14	2011-03-23	35852	35697	155	155
U.S. TREASURY NOTE	P	2010-08-12	2011-03-23	97312	101576	-4264	-4264
U S TREASURY NOTE	P	2010-12-08	2011-03-23	37789	37898	-109	-109
U S TREASURY NOTE	P	2010-04-06	2011-03-23	10373	9756	617	617
FEDERAL NAT'L MTGE ASSN POOL	P	2010-12-22	2011-03-25	433	466	-33	-33
FEDERAL NAT'L MTGE ASSN POOL	P	2010-10-19	2011-03-25	347	375	-28	-28
FEDERAL NAT'L MTGE ASSN POOL	P	2010-07-08	2011-03-25	217	234	-17	-17
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-03-25	55	59	-4	-4
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-03-25	327	356	-29	-29
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-03-25	217	232	-15	-15
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-03-25	2420	2535	-115	-115
FNMA	P	2011-01-18	2011-03-25	726	732	-6	-6
FNMA POOL AC8596	P	2010-08-02	2011-03-25	110	115	-5	-5
FNMA POOL AD5672	P	2010-05-05	2011-03-25	361	364	-3	-3
FNMA	P	2010-04-26	2011-03-25	6164	6576	-412	-412
FNMA	P	2011-01-01	2011-03-25	233	240	-7	-7
U.S. TREASURY NOTE 2.0%	P	2011-03-24	2011-03-29	4962	4992	-30	-30
UNITED STATES TREASURY NOTE	P	2010-11-03	2011-03-30	4907	5200	-293	-293
COMMIT TO PUR FNMA SF MTG	P	2011-03-08	2011-04-08	112179	112372	-193	-193
COMMIT TO PUR FNMA SF MTG	P	2011-03-08	2011-04-08	87785	87943	-158	-158
COMMIT TO PUR FNMA SF MTG	P	2011-03-08	2011-04-08	112170	112318	-148	-148
COMMIT TO PUR FNMA SF MTG	P	2011-03-08	2011-04-08	112197	112305	-108	-108
UNITED STATES TREASURY NOTE	P	2010-11-03	2011-04-08	19499	20799	-1300	-1300
PMCF 2001-ROCK A2	P	2010-08-27	2011-04-10	2850	2903	-53	-53
MERRILL LYNCH MORTGA CKI1 A2FL	P	2010-10-20	2011-04-12	23715	23537	178	178
U.S. TREASURY NOTE	P	2010-08-04	2011-04-13	24859	25196	-337	-337
FHLMC GOLD G04719	P	2011-03-09	2011-04-15	557	596	-39	-39
FHLMC	P	2010-06-10	2011-04-15	81	87	-6	-6
FHLMC	P	2010-10-06	2011-04-15	40	43	-3	-3
FHLMC GOLD G04219	P	2010-06-10	2011-04-15	256	273	-17	-17
FHLMC GOLD G04216	P	2010-12-29	2011-04-15	101	108	-7	-7
WBCMT 2003-C3 A1	P	2010-07-20	2011-04-15	2692	2734	-42	-42
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-04-15	9590	9889	-299	-299
FHLMC GOLD A95828	P	2010-12-17	2011-04-15	469	478	-9	-9
FHLMC GOLD G05938	P	2010-07-19	2011-04-15	637	676	-39	-39
FHLMC GOLD A92821	P	2010-07-22	2011-04-15	1313	1394	-81	-81
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-04-20	10060	10030	30	30
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-30	2011-04-20	4024	4020	4	4
FEDERAL NAT'L MTGE ASSN POOL	P	2010-12-22	2011-04-20	20119	20131	-12	-12
FEDERAL NAT'L MTGE ASSN POOL	P	2010-10-19	2011-04-20	16095	16203	-108	-108
FEDERAL NAT'L MTGE ASSN POOL	P	2010-07-08	2011-04-20	10060	10095	-35	-35
FNMA	P	2010-12-13	2011-04-25	258	265	-7	-7
FNMA	P	2011-03-09	2011-04-25	258	267	-9	-9
FNMA POOL AD5672	P	2010-05-05	2011-04-25	202	204	-2	-2
FNMA POOL AC8596	P	2010-08-02	2011-04-25	110	115	-5	-5
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-30	2011-04-25	101	109	-8	-8
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-04-25	253	272	-19	-19
FEDERAL NAT'L MTGE ASSN POOL	P	2010-12-22	2011-04-25	507	545	-38	-38
FEDERAL NAT'L MTGE ASSN POOL	P	2010-10-19	2011-04-25	406	439	-33	-33
FEDERAL NAT'L MTGE ASSN POOL	P	2010-07-08	2011-04-25	253	273	-20	-20
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-04-25	116	127	-11	-11
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-04-25	87	94	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-04-25	523	568	-45	-45
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-04-25	2320	2430	-110	-110
FNMA	P	2011-02-16	2011-04-25	146	148	-2	-2
FNMA	P	2011-03-04	2011-04-25	253	266	-13	-13
FNMA	P	2011-01-18	2011-04-25	707	714	-7	-7
FNMA	P	2010-04-26	2011-04-25	5631	6008	-377	-377
BANC AMER COML MTG INC	P	2010-06-23	2011-05-10	33	33	0	0
U.S. TREASURY NOTE 1.25%	P	2011-03-23	2011-05-12	65629	65279	350	350
FHLMC GOLD G04719	P	2011-03-09	2011-05-15	428	459	-31	-31
FHLMC	P	2010-06-10	2011-05-15	138	148	-10	-10
FHLMC	P	2010-10-06	2011-05-15	69	74	-5	-5
FHLMC GOLD G04216	P	2010-12-29	2011-05-15	87	92	-5	-5
FHLMC GOLD G05938	P	2010-07-19	2011-05-15	776	824	-48	-48
FHLMC GOLD A92821	P	2010-07-22	2011-05-15	1011	1074	-63	-63
FHLMC GOLD A95828	P	2010-12-17	2011-05-15	1039	1059	-20	-20
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-05-15	9882	10190	-308	-308
WBCMT 2003-C3 A1	P	2010-07-20	2011-05-15	195	199	-4	-4
FHLMC	P	2011-04-08	2011-05-15	263	256	7	7
FHLMC	P	2011-04-08	2011-05-15	658	641	17	17
FHLMC GOLD G04219	P	2010-06-10	2011-05-15	228	244	-16	-16
U.S. TREASURY NOTE	P	2011-02-09	2011-05-17	9389	8581	808	808
U.S. TREASURY NOTE	P	2011-02-11	2011-05-17	9389	8673	716	716
U.S. TREASURY NOTE	P	2011-02-09	2011-05-17	9389	8602	787	787
U.S. TREASURY NOTE	P	2011-02-09	2011-05-17	9389	8597	792	792
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-05-25	444	482	-38	-38
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-05-25	74	80	-6	-6
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-05-25	99	107	-8	-8
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-05-25	571	642	-71	-71
FNMA POOL AC8596	P	2010-08-02	2011-05-25	106	111	-5	-5
FNMA	P	2011-04-08	2011-05-25	270	263	7	7
FNMA	P	2011-03-09	2011-05-25	82	85	-3	-3
FNMA	P	2011-02-16	2011-05-25	145	147	-2	-2
FNMA	P	2011-03-04	2011-05-25	257	270	-13	-13
FNMA	P	2011-01-18	2011-05-25	697	703	-6	-6
FNMA	P	2010-12-13	2011-05-25	82	84	-2	-2
BANC AMER COML MTG INC	P	2010-06-23	2011-06-10	439	443	-4	-4
FHLMC	P	2011-04-08	2011-06-15	393	383	10	10
FHLMC	P	2011-04-08	2011-06-15	931	907	24	24
FHLMC GOLD A95828	P	2010-12-17	2011-06-15	600	611	-11	-11
FHLMC GOLD G04719	P	2011-03-09	2011-06-15	345	369	-24	-24
FHLMC GOLD G05938	P	2010-07-19	2011-06-15	683	725	-42	-42
FHLMC GOLD G04216	P	2010-12-29	2011-06-15	105	112	-7	-7
FHLMC	P	2010-10-06	2011-06-15	101	108	-7	-7
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-06-15	19995	20618	-623	-623
WBCMT 2003-C3 A1	P	2010-07-20	2011-06-15	187	190	-3	-3
FHLMC GOLD A92821	P	2010-07-22	2011-06-15	1036	1101	-65	-65
FNMA	P	2011-04-15	2011-06-25	918	986	-68	-68
FNMA	P	2011-04-08	2011-06-25	681	666	15	15
FNMA	P	2011-02-16	2011-06-25	132	134	-2	-2
FNMA	P	2011-03-04	2011-06-25	267	281	-14	-14
FNMA	P	2011-01-18	2011-06-25	1214	1225	-11	-11
FNMA	P	2011-03-09	2011-06-25	84	86	-2	-2
FNMA	P	2010-12-13	2011-06-25	84	86	-2	-2
FNMA POOL AC8596	P	2010-08-02	2011-06-25	90	94	-4	-4
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-06-25	671	754	-83	-83
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-06-25	83	90	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-06-25	497	541	-44	-44
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-06-25	111	120	-9	-9
UNITED STATES T-NOTE 1.25%	P	2011-04-19	2011-06-30	76054	75258	796	796
UNITED STATES TREASURY NOTE	P	2010-11-03	2011-06-30	30355	31198	-843	-843
FHLMC GOLD G04719	P	2011-03-09	2011-07-15	377	403	-26	-26
FHLMC	P	2010-10-06	2011-07-15	70	75	-5	-5
FHLMC GOLD G04216	P	2010-12-29	2011-07-15	73	78	-5	-5
FHLMC GOLD G05938	P	2010-07-19	2011-07-15	621	659	-38	-38
WBCMT 2003-C3 A1	P	2010-07-20	2011-07-15	198	202	-4	-4
FHLMC GOLD A95828	P	2010-12-17	2011-07-15	1451	1478	-27	-27
FHLMC	P	2011-04-08	2011-07-15	964	940	24	24
FHLMC	P	2011-04-08	2011-07-15	815	795	20	20
FHLMC GOLD A92821	P	2010-07-22	2011-07-15	1557	1654	-97	-97
FNMA	P	2011-04-15	2011-07-25	741	796	-55	-55
FNMA	P	2011-05-19	2011-07-25	285	295	-10	-10
FNMA	P	2011-04-20	2011-07-25	1061	1134	-73	-73
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-07-25	565	635	-70	-70
FNMA POOL AA8389	P	2011-06-28	2011-07-25	584	608	-24	-24
FNMA POOL AC8596	P	2010-08-02	2011-07-25	130	136	-6	-6
FNMA	P	2010-12-13	2011-07-25	189	195	-6	-6
FNMA	P	2011-03-09	2011-07-25	189	196	-7	-7
FNMA	P	2011-01-18	2011-07-25	1034	1044	-10	-10
FNMA	P	2011-03-04	2011-07-25	261	275	-14	-14
FNMA	P	2011-02-16	2011-07-25	1273	1287	-14	-14
FNMA	P	2011-04-08	2011-07-25	677	662	15	15
FEDERAL NAT'L MTGE ASSN POOL	P	2011-01-01	2011-07-25	854	928	-74	-74
UNITED STATES TREAS 2.625% 7/31/14	P	2010-08-04	2011-07-28	21161	21114	47	47
FHLMC	P	2011-04-08	2011-08-02	108434	103416	5018	5018
UNITED STATES T-NOTE 1.25%	P	2011-04-19	2011-08-02	25538	25086	452	452
UNITED STATES TREASURY NOTE BO	P	2011-06-28	2011-08-02	35096	35067	29	29
UNITED STATES TREASU 1.125% 12/15/12	P	2011-01-24	2011-08-02	5057	5047	10	10
U S TREASURY NOTE	P	2010-12-08	2011-08-05	229087	214137	14950	14950
U S TREASURY NOTE	P	2011-07-18	2011-08-09	25580	25086	494	494
U S TREASURY NOTE	P	2011-07-18	2011-08-10	25731	25086	645	645
FHLMC	P	2011-04-08	2011-08-15	252	246	6	6
FHLMC	P	2011-04-08	2011-08-15	1058	1032	26	26
FHLMC GOLD A95828	P	2010-12-17	2011-08-15	1349	1374	-25	-25
FHLMC GOLD G04216	P	2011-07-28	2011-08-15	36	39	-3	-3
FHLMC GOLD G04216	P	2010-12-29	2011-08-15	72	76	-4	-4
FHLMC	P	2010-10-06	2011-08-15	42	45	-3	-3
FHLMC GOLD G04719	P	2011-03-09	2011-08-15	368	394	-26	-26
UNITED STATES T-NOTE 0.625%	P	2011-03-31	2011-08-24	20172	19991	181	181
UNITED STATES T-NOTE 0.625%	P	2011-04-15	2011-08-24	40344	40033	311	311
UNITED STATES TREASURY NOTE BO	P	2011-06-28	2011-08-24	115494	115221	273	273
UNITED STATES T-NOTE 1.375% 5/15/13	P	2011-02-10	2011-08-24	15298	15127	171	171
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-08-25	43	48	-5	-5
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-08-25	260	282	-22	-22
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-08-25	484	544	-60	-60
FNMA POOL AA8389	P	2011-06-28	2011-08-25	788	821	-33	-33
FNMA	P	2010-12-13	2011-08-25	322	331	-9	-9
FNMA	P	2011-03-09	2011-08-25	322	333	-11	-11
FNMA	P	2011-01-18	2011-08-25	1372	1384	-12	-12
FNMA	P	2011-03-04	2011-08-25	2921	3070	-149	-149
FNMA	P	2011-02-16	2011-08-25	138	140	-2	-2
FNMA	P	2011-04-08	2011-08-25	210	205	5	5
FNMA	P	2011-07-28	2011-08-25	14	14	0	0
FNMA	P	2011-04-15	2011-08-25	997	1071	-74	-74
FNMA	P	2011-07-28	2011-08-25	1566	1686	-120	-120
FNMA	P	2011-05-19	2011-08-25	291	300	-9	-9
FNMA	P	2011-04-20	2011-08-25	1028	1099	-71	-71
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-08-25	58	63	-5	-5
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-08-25	43	47	-4	-4
FNMA POOL 888967	P	2011-07-28	2011-08-25	66	72	-6	-6
U S TREASURY NOTE	P	2011-08-24	2011-08-30	4974	4974	0	0
UNIVERSITY CALIF REVS	P	2010-12-07	2011-09-08	30532	30000	532	532
FHLMC	P	2011-04-08	2011-09-15	1114	1087	27	27
FHLMC	P	2011-04-08	2011-09-15	267	260	7	7
FHLMC GOLD G04719	P	2011-03-09	2011-09-15	501	536	-35	-35
FHLMC GOLD G04216	P	2011-07-28	2011-09-15	45	48	-3	-3
FHLMC GOLD G04216	P	2010-12-29	2011-09-15	89	95	-6	-6
FHLMC	P	2010-10-06	2011-09-15	94	100	-6	-6
FNMA POOL AA8389	P	2011-06-28	2011-09-15	26798	26255	543	543
FHLMC GOLD A95828	P	2010-12-17	2011-09-15	1038	1058	-20	-20
U S TREASURY NOTE	P	2011-05-27	2011-09-19	20404	20101	303	303
U S TREASURY NOTE	P	2011-05-16	2011-09-19	81615	80178	1437	1437
FNMA	P	2011-01-18	2011-09-25	720	727	-7	-7
FNMA	P	2011-03-09	2011-09-25	519	537	-18	-18
FNMA	P	2011-02-16	2011-09-25	137	139	-2	-2
FNMA	P	2011-04-08	2011-09-25	310	303	7	7
FNMA	P	2011-07-28	2011-09-25	21	21	0	0
FNMA	P	2011-04-15	2011-09-25	948	1018	-70	-70
FNMA	P	2011-07-28	2011-09-25	1490	1604	-114	-114
FNMA	P	2011-05-19	2011-09-25	398	411	-13	-13
FNMA	P	2011-04-20	2011-09-25	1357	1449	-92	-92
FNMA	P	2011-08-02	2011-09-25	1226	1267	-41	-41
FNMA	P	2010-12-13	2011-09-25	519	534	-15	-15
FNMA POOL AA8389	P	2011-06-28	2011-09-25	788	820	-32	-32
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-09-25	540	607	-67	-67
FNMA POOL 888967	P	2011-07-28	2011-09-25	72	79	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-09-25	53	59	-6	-6
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-09-25	71	78	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-09-25	53	58	-5	-5
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-09-25	321	348	-27	-27
FNMA	P	2011-03-04	2011-09-25	4952	5206	-254	-254
FHLMC GOLD G04719	P	2011-03-09	2011-10-15	407	435	-28	-28
FHLMC	P	2011-04-08	2011-10-15	2949	2879	70	70
FHLMC	P	2011-04-08	2011-10-15	592	578	14	14
FHLMC GOLD A95828	P	2011-09-16	2011-10-15	35	37	-2	-2
FHLMC GOLD A95828	P	2010-12-17	2011-10-15	774	789	-15	-15
FHLMC GOLD G04216	P	2011-07-28	2011-10-15	47	51	-4	-4
FHLMC GOLD G04216	P	2010-12-29	2011-10-15	95	101	-6	-6
MICROSOFT CORP	P	2011-02-03	2011-10-17	18364	14873	3491	3491
U S TREASURY BOND	P	2011-10-05	2011-10-17	5596	5880	-284	-284
U S TREASURY NOTE	P	2011-08-05	2011-10-18	20112	20088	24	24
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-10-25	470	528	-58	-58
FNMA	P	2011-01-18	2011-10-25	1277	1289	-12	-12
FNMA	P	2011-03-04	2011-10-25	257	270	-13	-13
FNMA	P	2011-02-16	2011-10-25	137	139	-2	-2
FNMA	P	2011-04-08	2011-10-25	216	211	5	5
FNMA	P	2011-07-28	2011-10-25	14	15	-1	-1
FNMA	P	2011-04-15	2011-10-25	854	918	-64	-64
FNMA	P	2011-07-28	2011-10-25	1342	1445	-103	-103
FNMA	P	2011-05-19	2011-10-25	464	480	-16	-16
FNMA	P	2011-04-20	2011-10-25	1155	1234	-79	-79
FNMA	P	2011-08-02	2011-10-25	1220	1261	-41	-41
FNMA	P	2011-09-14	2011-10-25	1126	1181	-55	-55
FNMA POOL AA8389	P	2011-06-28	2011-10-25	3447	3590	-143	-143
FNMA	P	2011-09-21	2011-10-25	13225	13737	-512	-512
FNMA POOL 888967	P	2011-07-28	2011-10-25	91	100	-9	-9
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-10-25	58	64	-6	-6
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-10-25	77	84	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-10-25	58	63	-5	-5
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-10-25	348	378	-30	-30
FNMA	P	2010-12-13	2011-10-25	319	328	-9	-9
FNMA	P	2011-03-09	2011-10-25	319	330	-11	-11
U S TREASURY NOTE	P	2011-09-21	2011-11-07	20196	20196	0	0
FHLMC	P	2011-04-08	2011-11-15	532	520	12	12
FHLMC	P	2011-04-08	2011-11-15	4549	4443	106	106
FHLMC	P	2011-09-23	2011-11-15	655	698	-43	-43
FHLMC	P	2011-09-15	2011-11-15	41	43	-2	-2
FHLMC GOLD G04719	P	2011-03-09	2011-11-15	456	488	-32	-32
FHLMC GOLD G04216	P	2010-12-29	2011-11-15	77	82	-5	-5
FHLMC GOLD G04216	P	2011-07-28	2011-11-15	38	42	-4	-4
FHLMC GOLD A95828	P	2010-12-17	2011-11-15	1737	1769	-32	-32
FHLMC GOLD A95828	P	2011-09-16	2011-11-15	79	84	-5	-5
U S TREASURY BOND	P	2011-11-10	2011-11-22	46554	44571	1983	1983
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-11-25	74	81	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-11-25	98	107	-9	-9
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-11-25	74	80	-6	-6
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-11-25	442	480	-38	-38
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-11-25	541	608	-67	-67
FNMA	P	2010-12-13	2011-11-25	351	361	-10	-10
FNMA	P	2011-03-09	2011-11-25	351	364	-13	-13
FNMA	P	2011-01-18	2011-11-25	1489	1503	-14	-14
FNMA	P	2011-03-04	2011-11-25	2926	3076	-150	-150
FNMA POOL 888967	P	2011-07-28	2011-11-25	87	96	-9	-9
FNMA	P	2011-02-16	2011-11-25	1772	1793	-21	-21
FNMA	P	2011-04-08	2011-11-25	219	215	4	4
FNMA	P	2011-07-28	2011-11-25	15	15	0	0
FNMA	P	2011-04-15	2011-11-25	903	970	-67	-67
FNMA	P	2011-07-28	2011-11-25	1419	1528	-109	-109
FNMA	P	2011-05-19	2011-11-25	459	474	-15	-15
FNMA	P	2011-04-20	2011-11-25	2044	2184	-140	-140
FNMA	P	2011-08-02	2011-11-25	1606	1660	-54	-54
FNMA	P	2011-09-14	2011-11-25	2019	2118	-99	-99
FNMA	P	2011-09-21	2011-11-25	3247	3373	-126	-126
FNMA	P	2011-10-20	2011-11-25	12126	12323	-197	-197
U S TREASURY NOTE	P	2011-09-21	2011-11-30	20152	20413	-261	-261
COMMIT TO PUR FHLMC GOLD	P	2011-09-21	2011-12-05	97267	97238	29	29
CISCO SYS INC	P	2011-06-30	2011-12-06	28924	28492	432	432
FHLMC	P	2011-04-08	2011-12-15	4297	4199	98	98
FHLMC GOLD A95828	P	2011-09-16	2011-12-15	30	32	-2	-2
FHLMC GOLD A95828	P	2010-12-17	2011-12-15	651	663	-12	-12
FHLMC GOLD G04216	P	2011-07-28	2011-12-15	46	49	-3	-3
FHLMC GOLD G04216	P	2010-12-29	2011-12-15	91	97	-6	-6
FHLMC	P	2011-11-15	2011-12-15	233	251	-18	-18
FHLMC	P	2011-04-08	2011-12-15	784	766	18	18
U S TREASURY NOTE	P	2011-09-21	2011-12-15	20426	20116	310	310
U S TREASURY NOTE	P	2011-09-21	2011-12-15	81706	81654	52	52
U S TREASURY NOTE	P	2011-08-05	2011-12-15	100781	100441	340	340
UNITED STATES T-NOTE 1.25%	P	2011-02-15	2011-12-15	51047	49768	1279	1279
UNITED STATES T-NOTE 1.25%	P	2011-02-15	2011-12-15	86779	84605	2174	2174
FHLMC	P	2011-09-15	2011-12-15	106	113	-7	-7
FHLMC	P	2011-09-23	2011-12-15	1702	1815	-113	-113
FHLMC GOLD G04719	P	2011-01-01	2011-12-15	420	450	-30	-30
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-12-25	427	464	-37	-37
FNMA	P	2011-09-21	2011-12-25	4011	4167	-156	-156
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-12-25	95	103	-8	-8
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-12-25	71	78	-7	-7
FNMA POOL 888967	P	2011-07-28	2011-12-25	87	96	-9	-9
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-12-25	404	455	-51	-51
FNMA	P	2011-03-09	2011-12-25	453	469	-16	-16
FNMA	P	2011-01-18	2011-12-25	1273	1285	-12	-12
FNMA	P	2011-03-04	2011-12-25	2710	2849	-139	-139
FNMA	P	2011-02-16	2011-12-25	875	885	-10	-10
FNMA	P	2011-04-08	2011-12-25	217	213	4	4
FNMA	P	2011-07-28	2011-12-25	14	15	-1	-1
FNMA	P	2011-10-20	2011-12-25	3597	3656	-59	-59
FNMA	P	2011-09-14	2011-12-25	1227	1288	-61	-61
FNMA	P	2011-08-02	2011-12-25	1433	1481	-48	-48
FNMA	P	2011-04-20	2011-12-25	1618	1729	-111	-111
FNMA	P	2011-05-19	2011-12-25	521	538	-17	-17
FNMA	P	2011-07-28	2011-12-25	1279	1377	-98	-98
FNMA	P	2011-04-15	2011-12-25	814	875	-61	-61
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-12-25	71	77	-6	-6
FHLMC POOL Q04584	P	2011-11-07	2011-12-31	83	88	-5	-5
FHLMC	P	2011-04-08	2011-12-31	1608	1573	35	35
FHLMC	P	2011-04-08	2011-12-31	760	743	17	17
FHLMC GOLD A95828	P	2011-09-16	2011-12-31	34	36	-2	-2
FHLMC	P	2011-09-23	2011-12-31	3394	3618	-224	-224
FHLMC	P	2011-11-15	2011-12-31	292	315	-23	-23
FHLMC GOLD G04719	P	2011-11-16	2011-12-31	485	525	-40	-40
FHLMC GOLD G04719	P	2011-03-09	2011-12-31	364	390	-26	-26
FHLMC	P	2011-09-15	2011-12-31	212	225	-13	-13
FHLMC GOLD G04216	P	2011-07-28	2011-12-31	38	42	-4	-4
FNMA	P	2011-04-15	2011-12-31	934	1004	-70	-70
FNMA	P	2011-07-28	2011-12-31	1468	1581	-113	-113
FNMA	P	2011-05-19	2011-12-31	2200	2273	-73	-73
FNMA	P	2011-04-20	2011-12-31	1830	1955	-125	-125
FNMA	P	2011-08-02	2011-12-31	2155	2227	-72	-72
FNMA	P	2011-09-14	2011-12-31	1593	1672	-79	-79
FNMA	P	2011-10-20	2011-12-31	4249	4318	-69	-69
FEDERAL NAT'L MTGE ASSN POOL	P	2011-04-13	2011-12-31	372	418	-46	-46
FNMA	P	2011-07-28	2011-12-31	68	69	-1	-1
FNMA	P	2011-04-08	2011-12-31	1026	1006	20	20
FNMA	P	2011-02-16	2011-12-31	843	853	-10	-10
FNMA	P	2011-03-04	2011-12-31	1223	1286	-63	-63
FNMA	P	2011-03-09	2011-12-31	452	468	-16	-16
FNMA	P	2011-09-21	2011-12-31	4102	4261	-159	-159
FEDERAL NAT'L MTGE ASSN POOL	P	2011-07-15	2011-12-31	86	94	-8	-8
FEDERAL NAT'L MTGE ASSN POOL	P	2011-03-28	2011-12-31	114	125	-11	-11
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-18	2011-12-31	86	93	-7	-7
FEDERAL NAT'L MTGE ASSN POOL	P	2011-02-15	2011-12-31	514	559	-45	-45
FNMA POOL 888967	P	2011-07-28	2011-12-31	72	79	-7	-7
WBCMT 2007-C32 A1	P	2010-01-13	2011-01-15	1620	1668	-48	-48
GE COML MTG CORP	P	2010-02-01	2011-02-10	1598	1641	-43	-43
GE COML MTG CORP	P	2010-02-02	2011-02-10	1826	1876	-50	-50
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-02-15	1733	1723	10	10
FHLMC GOLD G05521	P	2009-08-20	2011-02-15	4459	4652	-193	-193
FHLMC GOLD G05580	P	2009-09-01	2011-02-15	3316	3536	-220	-220
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-02-15	2481	2643	-162	-162
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-02-15	4685	4931	-246	-246
GNMA POOL 706022	P	2009-09-03	2011-02-15	401	414	-13	-13
HDMOT 2009-2 A3	P	2010-01-20	2011-02-15	10709	10936	-227	-227
LBUBS 2003-C7 A2	P	2010-01-29	2011-02-15	127	128	-1	-1
WBCMT 2007-C32 A1	P	2010-01-13	2011-02-15	1628	1677	-49	-49
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-02-15	1486	1533	-47	-47
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-02-15	3814	3985	-171	-171
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-02-15	3784	3898	-114	-114
FNMA	P	2009-08-19	2011-02-25	4184	4345	-161	-161
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-02-25	1581	1592	-11	-11
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-02-25	3166	3333	-167	-167
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-02-25	1601	1625	-24	-24
FEDERAL NAT'L MTGE ASSN POOL	P	2009-08-05	2011-02-25	3073	3184	-111	-111
FNMA POOL AA7694	P	2009-11-10	2011-02-25	3142	3267	-125	-125
FNMA POOL AC8596	P	2010-02-11	2011-02-25	827	843	-16	-16
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-02-25	670	716	-46	-46
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-02-25	720	747	-27	-27
PMCF 2001-ROCK A2	P	2010-02-24	2011-03-10	2924	3037	-113	-113
GE COML MTG CORP	P	2010-02-01	2011-03-10	263	270	-7	-7
GE COML MTG CORP	P	2010-02-02	2011-03-10	300	308	-8	-8
LBUBS 2003-C7 A2	P	2010-01-29	2011-03-15	150	151	-1	-1
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-03-15	97	102	-5	-5
HDMOT 2009-2 A3	P	2010-01-20	2011-03-15	11004	11237	-233	-233
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-03-15	3054	3214	-160	-160
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-03-15	3126	3330	-204	-204
FHLMC GOLD G05580	P	2009-09-01	2011-03-15	4257	4539	-282	-282
FHLMC GOLD G05521	P	2009-08-20	2011-03-15	3677	3836	-159	-159
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-03-15	924	919	5	5
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-03-15	6425	6627	-202	-202
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-03-15	1137	1171	-34	-34
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-03-15	3570	3730	-160	-160
GNMA POOL 706022	P	2009-09-03	2011-03-15	643	663	-20	-20
WBCMT 2007-C32 A1	P	2010-01-13	2011-03-17	36798	37886	-1088	-1088
AT&T INC	P	2009-10-27	2011-03-24	22337	21435	902	902
FEDERAL NAT'L MTGE ASSN POOL	P	2010-02-25	2011-03-25	1300	1373	-73	-73
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-03-25	483	502	-19	-19
FNMA POOL AC8596	P	2010-02-11	2011-03-25	604	616	-12	-12
FNMA POOL AA7694	P	2009-11-10	2011-03-25	1427	1484	-57	-57
FEDERAL NAT'L MTGE ASSN POOL	P	2010-03-24	2011-03-25	173	184	-11	-11
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-03-25	1257	1276	-19	-19
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-03-25	2512	2644	-132	-132
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-03-25	1430	1440	-10	-10
FNMA	P	2009-08-19	2011-03-25	3342	3471	-129	-129
FEDERAL NAT'L MTGE ASSN POOL	P	2009-08-05	2011-03-25	2654	2750	-96	-96
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-03-25	599	639	-40	-40
U S TREASURY BONDS	P	2009-08-04	2011-03-31	19977	19342	635	635
GE COML MTG CORP	P	2010-02-01	2011-04-10	14910	15311	-401	-401
GE COML MTG CORP	P	2010-02-02	2011-04-10	17040	17513	-473	-473
PMCF 2001-ROCK A2	P	2010-02-24	2011-04-10	9690	10065	-375	-375
WAL-MART STORES INC	P	2007-01-25	2011-04-12	476907	432855	44052	44052
WBCMT 2005-C20 A4	P	2010-01-29	2011-04-15	1520	1537	-17	-17
WBCMT 2005-C20 A4	P	2010-02-01	2011-04-15	1014	1025	-11	-11
HDMOT 2009-2 A3	P	2010-01-20	2011-04-15	13589	13877	-288	-288
LBUBS 2003-C7 A2	P	2010-01-29	2011-04-15	881	886	-5	-5
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-04-15	88	92	-4	-4
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-04-15	883	929	-46	-46
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-04-15	2427	2585	-158	-158
FHLMC GOLD G05580	P	2009-09-01	2011-04-15	3992	4256	-264	-264
FHLMC GOLD G05521	P	2009-08-20	2011-04-15	2570	2681	-111	-111
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-04-15	1435	1427	8	8
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-04-15	6763	6976	-213	-213
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-04-15	1141	1175	-34	-34
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-04-15	3734	3901	-167	-167
GNMA POOL 706022	P	2009-09-03	2011-04-15	795	820	-25	-25
FEDERAL NAT'L MTGE ASSN POOL	P	2009-08-05	2011-04-18	63353	61697	1656	1656
FNMA	P	2009-08-19	2011-04-20	121370	117549	3821	3821
FEDERAL NAT'L MTGE ASSN POOL	P	2010-03-24	2011-04-20	8048	7963	85	85
FEDERAL NAT'L MTGE ASSN POOL	P	2010-02-25	2011-04-20	57684	56677	1007	1007
FEDERAL NAT'L MTGE ASSN POOL	P	2010-03-24	2011-04-25	203	216	-13	-13
FEDERAL NAT'L MTGE ASSN POOL	P	2010-02-25	2011-04-25	1521	1606	-85	-85
FNMA POOL AC8596	P	2010-02-11	2011-04-25	603	614	-11	-11
FEDERAL NAT'L MTGE ASSN POOL	P	2009-08-05	2011-04-25	1910	1979	-69	-69
FNMA POOL AA7694	P	2009-11-10	2011-04-25	1256	1306	-50	-50
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-04-25	328	340	-12	-12
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-04-25	603	612	-9	-9
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-04-25	2577	2712	-135	-135
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-04-25	988	995	-7	-7
FNMA	P	2009-08-19	2011-04-25	3271	3396	-125	-125
FEDERAL NAT'L MTGE ASSN POOL	P	2010-01-01	2011-04-25	693	740	-47	-47
AT&T INC	P	2009-10-27	2011-04-26	44795	42871	1924	1924
GE COML MTG CORP	P	2010-02-01	2011-05-10	3700	3800	-100	-100
BANC AMER COML MTG INC	P	2010-02-01	2011-05-10	130	133	-3	-3
GE COML MTG CORP	P	2010-02-02	2011-05-10	4229	4346	-117	-117
ABBOTT LABS	P	2007-01-25	2011-05-15	100000	101275	-1275	-1275
HDMOT 2009-2 A3	P	2010-01-20	2011-05-15	12497	12762	-265	-265
LBUBS 2003-C7 A2	P	2010-01-29	2011-05-15	137	138	-1	-1
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-05-15	96	100	-4	-4
GNMA POOL 706022	P	2009-09-03	2011-05-15	297	306	-9	-9
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-05-15	1806	1901	-95	-95
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-05-15	2745	2868	-123	-123
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-05-15	1145	1180	-35	-35
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-05-15	1945	2006	-61	-61
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-05-15	1409	1401	8	8
FHLMC GOLD G05521	P	2009-08-20	2011-05-15	1920	2003	-83	-83
FHLMC GOLD G05580	P	2009-09-01	2011-05-15	1421	1515	-94	-94
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-05-15	4023	4285	-262	-262
U S TREASURY BOND	P	2010-05-10	2011-05-17	10679	10363	316	316
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-05-19	174406	168193	6213	6213
FNMA POOL AD5672	P	2010-05-05	2011-05-19	42170	41286	884	884
FNMA	P	2009-08-19	2011-05-25	2891	3002	-111	-111
FEDERAL NAT'L MTGE ASSN POOL	P	2009-08-05	2011-05-25	1676	1736	-60	-60
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-05-25	3017	3160	-143	-143
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-05-25	607	648	-41	-41
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-05-25	701	706	-5	-5
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-05-25	2356	2480	-124	-124
FEDERAL NAT'L MTGE ASSN POOL	P	2010-02-25	2011-05-25	2488	2627	-139	-139
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-05-25	100	104	-4	-4
FNMA POOL AA7694	P	2009-11-10	2011-05-25	683	711	-28	-28
FNMA POOL AC8596	P	2010-02-11	2011-05-25	582	594	-12	-12
FNMA POOL AD5672	P	2010-05-05	2011-05-25	140	142	-2	-2
FNMA	P	2010-04-26	2011-05-25	5654	6032	-378	-378
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-05-25	2036	2067	-31	-31
GE COML MTG CORP	P	2010-02-01	2011-06-10	5046	5181	-135	-135
BANC AMER COML MTG INC	P	2010-02-01	2011-06-10	1754	1789	-35	-35
GE COML MTG CORP	P	2010-02-02	2011-06-10	5766	5926	-160	-160
BEAR STEARNS COML MTG SECS INC	P	2010-02-01	2011-06-11	8055	8220	-165	-165
FHLMC GOLD G05521	P	2009-08-20	2011-06-15	2002	2088	-86	-86
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-06-15	137	141	-4	-4
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-06-15	4723	4865	-142	-142
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-06-15	3290	3437	-147	-147
GNMA POOL 706022	P	2009-09-03	2011-06-15	37	38	-1	-1
FHLMC GOLD G05580	P	2009-09-01	2011-06-15	2216	2363	-147	-147
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-06-15	1128	1201	-73	-73
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-06-15	1487	1565	-78	-78
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-06-15	87	90	-3	-3
FHLMC	P	2010-06-10	2011-06-15	202	217	-15	-15
FHLMC GOLD G04219	P	2010-06-10	2011-06-15	194	208	-14	-14
HDMOT 2009-2 A3	P	2010-01-20	2011-06-15	11884	12136	-252	-252
FHLMC GOLD POOL A87301 4.5% 7/01/39	P	2009-08-06	2011-06-15	1082	1075	7	7
LBUBS 2003-C7 A2	P	2010-01-29	2011-06-15	616	620	-4	-4
FED NATL MTGE ASSN	P	2009-08-13	2011-06-23	42597	39892	2705	2705
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-06-25	713	761	-48	-48
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-06-25	883	889	-6	-6
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-06-25	1837	1934	-97	-97
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-06-25	1213	1231	-18	-18
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-06-25	211	219	-8	-8
FNMA POOL AA7694	P	2009-11-10	2011-06-25	982	1021	-39	-39
FNMA POOL AC8596	P	2010-02-11	2011-06-25	494	503	-9	-9
FNMA	P	2010-04-26	2011-06-25	4908	5236	-328	-328
FNMA POOL AD5672	P	2010-05-05	2011-06-25	239	242	-3	-3
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-06-25	2332	2443	-111	-111
GMACC 2001-C1 D	P	2010-03-11	2011-06-29	54794	57292	-2498	-2498
GE COML MTG CORP	P	2010-02-02	2011-07-10	2729	2805	-76	-76
GE COML MTG CORP	P	2010-02-01	2011-07-10	2388	2452	-64	-64
BEAR STEARNS COML MTG SECS INC	P	2010-02-01	2011-07-11	5813	5932	-119	-119
FHLMC GOLD G04219	P	2010-06-10	2011-07-15	173	185	-12	-12
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-07-15	1235	1300	-65	-65
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-07-15	1912	2036	-124	-124
LBUBS 2003-C7 A2	P	2010-01-29	2011-07-15	629	632	-3	-3
HDMOT 2009-2 A3	P	2010-01-20	2011-07-15	11618	11864	-246	-246
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-07-15	2554	2634	-80	-80
FHLMC	P	2010-06-10	2011-07-15	140	151	-11	-11
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-07-15	90	94	-4	-4
FHLMC GOLD G05580	P	2009-09-01	2011-07-15	2720	2900	-180	-180
GNMA POOL 706022	P	2009-09-03	2011-07-15	266	275	-9	-9
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-07-15	3007	3142	-135	-135
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-07-15	1077	1109	-32	-32
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-07-15	3851	3972	-121	-121
FHLMC GOLD G05521	P	2009-08-20	2011-07-15	1750	1825	-75	-75
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-07-25	2040	2148	-108	-108
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-07-25	1559	1570	-11	-11
FNMA	P	2010-04-26	2011-07-25	5141	5485	-344	-344
FNMA POOL AC8596	P	2010-02-11	2011-07-25	713	726	-13	-13
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-07-25	2265	2373	-108	-108
FNMA POOL AA7694	P	2009-11-10	2011-07-25	485	505	-20	-20
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-07-25	97	101	-4	-4
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-07-25	603	612	-9	-9
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-07-25	600	641	-41	-41
US TREAS-CPI INFLAT	P	2010-05-24	2011-08-05	60339	57623	2716	2716
US TREAS-CPI INFLAT	P	2010-05-24	2011-08-05	5	5	0	0
U S TREAS INFL IDX N/B	P	2009-08-04	2011-08-05	109628	105314	4314	4314
GE COML MTG CORP	P	2010-02-02	2011-08-10	1626	1671	-45	-45
GE COML MTG CORP	P	2010-02-01	2011-08-10	1423	1461	-38	-38
BEAR STEARNS COML MTG SECS INC	P	2010-02-01	2011-08-11	28569	29153	-584	-584
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-08-15	1655	1742	-87	-87
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-08-15	90	94	-4	-4
FHLMC	P	2010-06-10	2011-08-15	84	91	-7	-7
FHLMC GOLD G04219	P	2010-06-10	2011-08-15	222	237	-15	-15
FHLMC GOLD G05938	P	2010-07-19	2011-08-15	970	1029	-59	-59
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-08-15	844	899	-55	-55
FHLMC GOLD G05580	P	2009-09-01	2011-08-15	2706	2886	-180	-180
FHLMC GOLD G05521	P	2009-08-20	2011-08-15	2009	2096	-87	-87
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-08-15	2106	2172	-66	-66
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-08-15	1173	1208	-35	-35
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-08-15	2530	2644	-114	-114
FHLMC GOLD A92821	P	2010-07-22	2011-08-15	2656	2822	-166	-166
LBUBS 2003-C7 A2	P	2010-01-29	2011-08-15	119	120	-1	-1
HDMOT 2009-2 A3	P	2010-01-20	2011-08-15	10978	11211	-233	-233
J P MORGAN CHASE COML MTG SECS	P	2010-06-29	2011-08-15	2146	2213	-67	-67
WBCMT 2003-C3 A1	P	2010-07-20	2011-08-15	184	187	-3	-3
GNMA POOL 706022	P	2009-09-03	2011-08-15	171	177	-6	-6
UNITED STATES TREAS NTS	P	2009-11-30	2011-08-24	156458	159880	-3422	-3422
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-08-25	1228	1236	-8	-8
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-08-25	2877	3029	-152	-152
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-08-25	1251	1270	-19	-19
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-08-25	2718	2847	-129	-129
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-08-25	515	549	-34	-34
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-08-25	105	109	-4	-4
FNMA	P	2010-04-26	2011-08-25	4126	4402	-276	-276
FNMA POOL AC8596	P	2010-08-02	2011-08-25	150	157	-7	-7
FNMA POOL AC8596	P	2010-02-11	2011-08-25	824	840	-16	-16
FNMA POOL AA7694	P	2009-11-10	2011-08-25	2322	2414	-92	-92
DIAGEO FIN BV	P	2009-10-06	2011-08-30	53671	54449	-778	-778
GE COML MTG CORP	P	2010-02-01	2011-09-10	1366	1403	-37	-37
GE COML MTG CORP	P	2010-02-02	2011-09-10	1562	1605	-43	-43
BEAR STEARNS COML MTG SECS INC	P	2010-02-01	2011-09-13	22563	23025	-462	-462
LBUBS 2003-C7 A2	P	2010-01-29	2011-09-15	120	121	-1	-1
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-09-15	136267	129438	6829	6829
WBCMT 2003-C3 A1	P	2010-07-20	2011-09-15	185	188	-3	-3
HDMOT 2009-2 A3	P	2010-01-20	2011-09-15	11367	11608	-241	-241
FHLMC GOLD A92821	P	2010-07-22	2011-09-15	2242	2381	-139	-139
FHLMC GOLD G05938	P	2010-07-19	2011-09-15	824	875	-51	-51
FHLMC GOLD G04219	P	2010-06-10	2011-09-15	217	232	-15	-15
FHLMC	P	2010-06-10	2011-09-15	188	202	-14	-14
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-09-15	2162	2251	-89	-89
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-09-15	2151	2264	-113	-113
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-09-15	1163	1239	-76	-76
FHLMC GOLD G05580	P	2009-09-01	2011-09-15	2310	2463	-153	-153
FHLMC GOLD G05521	P	2009-08-20	2011-09-15	2388	2491	-103	-103
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-09-15	1226	1264	-38	-38
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-09-15	951	980	-29	-29
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-09-15	2739	2862	-123	-123
GNMA POOL 706022	P	2009-09-03	2011-09-15	197	203	-6	-6
UNITED STATES TREAS NTS	P	2009-11-30	2011-09-16	48468	49618	-1150	-1150
UNITED STATES TREAS NTS	P	2009-11-30	2011-09-19	10777	11026	-249	-249
FNMA	P	2010-04-26	2011-09-21	22522	21850	672	672
FHLMC GOLD G05580	P	2009-09-01	2011-09-21	104253	99933	4320	4320
FHLMC GOLD PL G05509 6.0% 6/01/39	P	2009-08-06	2011-09-21	103506	98484	5022	5022
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-09-21	65040	62258	2782	2782
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-09-25	141	147	-6	-6
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-09-25	618	627	-9	-9
FNMA POOL AD0132 6% 9/1/2039	P	2009-09-23	2011-09-25	2151	2264	-113	-113
FNMA POOL AA7694	P	2009-11-10	2011-09-25	1966	2044	-78	-78
FNMA POOL AC8596	P	2010-02-11	2011-09-25	757	771	-14	-14
FNMA POOL AC8596	P	2010-08-02	2011-09-25	138	144	-6	-6
FNMA	P	2010-04-26	2011-09-25	6120	6529	-409	-409
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-09-25	2822	2841	-19	-19
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-09-25	574	613	-39	-39
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-09-25	3201	3353	-152	-152
UNITED STATES TREAS NTS	P	2009-11-30	2011-10-05	5368	5513	-145	-145
UNITED STATES TREAS NTS	P	2009-11-30	2011-10-06	64357	66157	-1800	-1800
GE COML MTG CORP	P	2010-02-02	2011-10-10	187	192	-5	-5
GE COML MTG CORP	P	2010-02-01	2011-10-10	164	168	-4	-4
HDMOT 2009-2 A3	P	2010-01-20	2011-10-15	9686	9891	-205	-205
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-10-15	830	873	-43	-43
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-10-15	87	91	-4	-4
FHLMC	P	2010-06-10	2011-10-15	242	260	-18	-18
FHLMC	P	2010-10-06	2011-10-15	121	129	-8	-8
FHLMC GOLD G04219	P	2010-06-10	2011-10-15	307	329	-22	-22
FHLMC GOLD G05938	P	2010-07-19	2011-10-15	684	726	-42	-42
FHLMC GOLD A92821	P	2010-07-22	2011-10-15	3625	3851	-226	-226
LBUBS 2003-C7 A2	P	2010-01-29	2011-10-15	128	129	-1	-1
FHLMC GOLD G05521	P	2009-08-20	2011-10-15	2896	3021	-125	-125
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-10-15	3512	3622	-110	-110
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-10-15	1053	1085	-32	-32
GNMA POOL 706022	P	2009-09-03	2011-10-15	192	198	-6	-6
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-10-15	1649	1756	-107	-107
U S TREASURY BOND	P	2010-05-10	2011-10-17	19309	15544	3765	3765
WBCMT 2003-C3 A1	P	2010-07-20	2011-10-17	1149	1167	-18	-18
U S TREASURY BOND	P	2010-05-10	2011-10-19	25472	20725	4747	4747
UNITED STATES TREAS NTS	P	2009-11-30	2011-10-20	155393	159880	-4487	-4487
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-10-25	708	736	-28	-28
FNMA POOL AA7694	P	2009-11-10	2011-10-25	1674	1741	-67	-67
LBUBS 2003-C7 A2	P	2010-01-29	2011-10-25	2166	2185	-19	-19
FNMA POOL AC8596	P	2010-08-02	2011-10-25	257	269	-12	-12
FNMA	P	2010-04-26	2011-10-25	4159	4438	-279	-279
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-10-25	2235	2342	-107	-107
FNMA POOL 930924 4.5% 4/1/2039	P	2009-09-01	2011-10-25	4164	4193	-29	-29
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-10-25	1266	1285	-19	-19
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-10-25	499	533	-34	-34
FNMA POOL AC8596	P	2010-02-11	2011-10-25	1414	1441	-27	-27
U S TREASURY BOND	P	2010-05-10	2011-11-07	26078	20725	5353	5353
U S TREASURY BONDS	P	2009-08-04	2011-11-07	52322	45131	7191	7191
HDMOT 2009-2 A3	P	2010-01-20	2011-11-09	58914	59862	-948	-948
UNITED STATES TREAS NTS	P	2009-11-30	2011-11-10	42806	44105	-1299	-1299
GE COML MTG CORP	P	2010-02-02	2011-11-10	174	178	-4	-4
GE COML MTG CORP	P	2010-02-01	2011-11-10	152	156	-4	-4
FHLMC	P	2010-10-06	2011-11-15	68	73	-5	-5
FHLMC	P	2010-06-10	2011-11-15	137	147	-10	-10
GNMA POOL 706022	P	2009-09-03	2011-11-15	291	300	-9	-9
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-11-15	690	719	-29	-29
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-11-15	1968	2096	-128	-128
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-11-15	1480	1557	-77	-77
FHLMC GOLD A92821	P	2010-07-22	2011-11-15	3604	3828	-224	-224
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-11-15	7723	7955	-232	-232
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-11-15	5707	5886	-179	-179
FHLMC GOLD G05521	P	2009-08-20	2011-11-15	2922	3048	-126	-126
FHLMC GOLD G04219	P	2010-06-10	2011-11-15	276	295	-19	-19
FHLMC GOLD G05938	P	2010-07-19	2011-11-15	918	974	-56	-56
UNITED STATES TREAS	P	2010-10-27	2011-11-15	5045	5026	19	19
UNITED STATES TREAS NTS	P	2009-11-30	2011-11-16	21384	22052	-668	-668
UNITED STATES TREAS NTS	P	2009-11-30	2011-11-17	5344	5513	-169	-169
FNMA POOL AC8596	P	2010-08-02	2011-11-25	304	317	-13	-13
FNMA POOL AC8596	P	2010-02-11	2011-11-25	1670	1701	-31	-31
FNMA POOL AA7694	P	2009-11-10	2011-11-25	2827	2940	-113	-113
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-11-25	3172	3323	-151	-151
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-11-25	2150	2182	-32	-32
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-11-25	575	614	-39	-39
FNMA	P	2010-04-26	2011-11-25	4556	4861	-305	-305
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-11-25	1363	1415	-52	-52
UNITED STATES TREAS NTS	P	2009-11-30	2011-12-07	10670	11026	-356	-356
UNITED STATES TREAS NTS	P	2009-07-22	2011-12-07	32010	32660	-650	-650
GE COML MTG CORP	P	2010-02-02	2011-12-10	189	194	-5	-5
GE COML MTG CORP	P	2010-02-01	2011-12-10	165	169	-4	-4
FHLMC GOLD G05938	P	2010-07-19	2011-12-15	843	894	-51	-51
UNITED STATES TREAS	P	2010-10-27	2011-12-15	100859	100516	343	343
U.S. TREASURY NOTE	P	2010-07-29	2011-12-15	26124	25098	1026	1026
U.S. TREASURY NOTE	P	2010-08-04	2011-12-15	182868	176375	6493	6493
FHLMC GOLD A92821	P	2010-07-22	2011-12-15	2318	2462	-144	-144
FHLMC GOLD G04219	P	2010-06-10	2011-12-15	296	317	-21	-21
FHLMC	P	2010-10-06	2011-12-15	155	165	-10	-10
FHLMC	P	2010-06-10	2011-12-15	310	333	-23	-23
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-12-15	89	93	-4	-4
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-12-15	842	886	-44	-44
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-12-15	3971	4229	-258	-258
FHLMC GOLD G05521	P	2009-08-20	2011-12-15	2718	2835	-117	-117
GNMA POOL 706022	P	2009-09-03	2011-12-15	557	575	-18	-18
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-12-15	10106	10409	-303	-303
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-12-15	2685	2770	-85	-85
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-12-20	77321	74443	2878	2878
FEDERAL NATL MTG ASSN	P	2009-10-29	2011-12-23	5309	5417	-108	-108
FED FARM CREDIT BANK	P	2008-08-29	2011-12-23	25875	26188	-313	-313
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-12-25	776	805	-29	-29
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-12-25	430	459	-29	-29
FNMA REMIC 2003-64 BC 5.5% 3/25/30	P	2010-05-20	2011-12-25	3253	3408	-155	-155
FNMA	P	2010-12-13	2011-12-25	453	466	-13	-13
FNMA	P	2010-04-26	2011-12-25	3399	3626	-227	-227
FNMA POOL AA7694	P	2009-11-10	2011-12-25	3623	3767	-144	-144
FNMA POOL AC8596	P	2010-02-11	2011-12-25	1727	1759	-32	-32
FNMA POOL AC8596	P	2010-08-02	2011-12-25	314	328	-14	-14
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-12-25	1513	1536	-23	-23
GNMA POOL 706022	P	2009-09-03	2011-12-31	631	650	-19	-19
FHLMC GOLD POOL J10276 4.5% 5/01/23	P	2009-08-05	2011-12-31	856	881	-25	-25
FHLMC GOLD POOL G05669 6.5% 4/01/39	P	2009-09-10	2011-12-31	2245	2390	-145	-145
FHLMC GOLD A95828	P	2010-12-17	2011-12-31	752	766	-14	-14
FHLMC GOLD A92821	P	2010-07-22	2011-12-31	3234	3435	-201	-201
FHLMC GOLD G05938	P	2010-07-19	2011-12-31	694	736	-42	-42
FHLMC GOLD G04216	P	2010-12-29	2011-12-31	77	82	-5	-5
FHLMC GOLD G04219	P	2010-06-10	2011-12-31	269	287	-18	-18
FHLMC	P	2010-10-06	2011-12-31	194	207	-13	-13
FHLMC GOLD POOL A82899 5.5% 11/01/38	P	2009-08-06	2011-12-31	3583	3695	-112	-112
FHLMC GOLD G05521	P	2009-08-20	2011-12-31	2747	2866	-119	-119
FHLMC GOLD POOL G30459 5.0% 5/01/29	P	2009-10-16	2011-12-31	1007	1059	-52	-52
FHLMC GOLD POOL A90393 5.0% 12/01/39	P	2010-03-08	2011-12-31	89	92	-3	-3
FHLMC	P	2010-06-10	2011-12-31	389	417	-28	-28
FNMA POOL 981644 4.5% 6/1/2023	P	2009-10-14	2011-12-31	93	96	-3	-3
FNMA POOL AC1520 4% 9/1/2024	P	2009-10-14	2011-12-31	2276	2310	-34	-34
FEDERAL NAT'L MTGE ASSN POOL	P	2009-09-10	2011-12-31	395	422	-27	-27
FNMA	P	2011-01-18	2011-12-31	1457	1471	-14	-14
FNMA	P	2010-12-13	2011-12-31	452	465	-13	-13
FNMA	P	2010-04-26	2011-12-31	4225	4507	-282	-282
FNMA POOL AA7694	P	2009-11-10	2011-12-31	2877	2992	-115	-115
FNMA POOL AC8596	P	2010-02-11	2011-12-31	1717	1750	-33	-33
OILTANKING PARTNERS LP	P	2011-07-14	2011-10-18	176979	163066	13913	13913
ENBRIDGE ENERGY PARTNERS L P	P	2004-09-09	2011-01-24	119976	77330	42646	42646
EL PASO PIPELINE PARTNERS LP	P	2007-11-16	2011-11-28	246882	159325	87557	87557
SHORT-TERM LOSS FROM PARTNERSHIPS	P	2011-01-01	2011-12-31		59308	-59308	-59308
LONG-TERM LOSS FROM PARTNERSHIPS	P	2001-01-01	2011-12-31		23427	-23427	-23427
WASH SALE OFFSET - UNITED HEALTH GROUP INC	P			78		78	78
WASH SALE OFFSET - KIMBERLY-CLARK CORP COM	P			159		159	159
WASH SALE OFFSET - HEWLETT PACKARD COMPANY	P			225		225	225
WASH SALE OFFSET - U S TREASURY NOTE	P			481		481	481
CAPITAL GAINS DIVIDENDS	P			545		545	545

Field	Value	IRS element (for citing)
Capital Gain Net Income	-111594	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	1850806	QualifyingDistributionsYear1
Noncharitable Assets Year1	40016679	NoncharitableAssetsYear1
Distribution Ratio Year1	0.046251	DistributionRatioYear1
Qualifying Distributions Year2	2121021	QualifyingDistributionsYear2
Noncharitable Assets Year2	36948476	NoncharitableAssetsYear2
Distribution Ratio Year2	0.057405	DistributionRatioYear2
Qualifying Distributions Year3	2377550	QualifyingDistributionsYear3
Noncharitable Assets Year3	42806648	NoncharitableAssetsYear3
Distribution Ratio Year3	0.055542	DistributionRatioYear3
Qualifying Distributions Year4	2201470	QualifyingDistributionsYear4
Noncharitable Assets Year4	50377063	NoncharitableAssetsYear4
Distribution Ratio Year4	0.043700	DistributionRatioYear4
Qualifying Distributions Year5	1809064	QualifyingDistributionsYear5
Noncharitable Assets Year5	49739337	NoncharitableAssetsYear5
Distribution Ratio Year5	0.036371	DistributionRatioYear5
Total Distribution Ratio	0.239269	TotalDistributionRatio
Average Distribution Ratio	0.047854	AverageDistributionRatio
Net Noncharitable Assets	42107606	NetNoncharitableAssets
Adjusted Noncharitable Assets	2015017	AdjustedNoncharitableAssets
One Percent Net Investment Income	8594	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	2023611	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2025825	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	8594	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	8594	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	8594	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	12479	EstTaxPaymentsAndOverpayment
Tax Paid With Extension	10000	TaxPaidWithExtension
Total Credits And Payments	22479	TotalCreditsAndPayments
Penalty For Underpayment	50	PenaltyForUnderpayment
Overpayment	13835	Overpayment
Amount Credited To Next Year	13835	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	0	LegislativePoliticalActivities
More Than100 Spent	0	MoreThan100Spent
Form1120 POL Filed	0	Form1120POLFiled
Sect4955 Tax On Organization	0	Sect4955TaxOnOrganization
Sect4955 Tax On Managers	0	Sect4955TaxOnManagers
Reimbursement Of Tax	0	ReimbursementOfTax
Activities Not Prev Reported	0	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	1	UnrelatedBusIncomeOver1000
Form990 T Filed	1	Form990TFiled
Termination Etc	0	TerminationEtc
Requirements Of Sect508e	1	RequirementsOfSect508e
At Least5000 In Assets	1	AtLeast5000InAssets
States Filed With	IL	StatesFiledWith
Form990 PF Filed With AG	1	Form990PFFiledWithAG
Private Operating Foundation	0	PrivateOperatingFoundation
New Substantial Contributors	0	NewSubstantialContributors
Interest In Controlled Entity	0	InterestInControlledEntity
Applicable Insurance Contract	0	ApplicableInsuranceContract
Comply With Public Inspection Rqr	1	ComplyWithPublicInspectionRqr
Website Address	N/A	WebsiteAddress

Books In Care Of Business Name BooksInCareOfBusinessName

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

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

Books In Care Of US Address BooksInCareOfUSAddress

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

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

Statements Regarding Acty4720 StatementsRegardingActy4720

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

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

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

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

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Total	0	Total

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	40645068	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	2103771	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	42748839	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	42748839	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	641233	CashDeemedCharitable
Net Noncharitable Assets	42107606	NetNoncharitableAssets
Minimum Investment Return	2105380	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	2105380	MinimumInvestmentReturn
Tax Based On Investment Income	8594	TaxBasedOnInvestmentIncome
Total Tax	8594	TotalTax
Distributable Amount Before Adj	2096786	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	2096786	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	2096786	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2025825	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	2025825	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	8594	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2017231	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	2096786	DistributableAmountAsAdjusted
Undistributed Income Prior Year	1970609	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Total Excess Distri Carryover	0	TotalExcessDistriCarryover
Qualifying Distributions	2025825	QualifyingDistributions
Applied To Year1	1970609	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	55216	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	0	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	2041570	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	0	ExcessDistriCyovToNextYear

Supplementary Information SupplementaryInformation

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

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (86 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount	Address Line2RecipientUSAddress/AddressLine2
ACHILLES TRACK CLUB INC
42 W 38TH STREET SUITE 400	NEW YORK	NY	10018	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET COLLEGE OF EDUCATION
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$20,000
BANK STREET COLLEGE OF EDUCATION
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET COLLEGE OF EDUCATION
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$1,000
BANK STREET SCHOOL FOR CHILDREN
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$20,000
BANK STREET SCHOOL FOR CHILDREN
610 WEST 112TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$20,000
BARNARD COLLEGE
3009 BROADWAY	NEW YORK	NY	10027	NONE	PUBLIC CHARITY	GENERAL	$5,000
BARNARD COLLEGE
3009 BROADWAY	NEW YORK	NY	10027	NONE	PUBLIC CHARITY	GENERAL	$5,000
CALLEN-LORDE COMMUNITY HEALTH CENTER
356 WEST 18TH STREET	NEW YORK	NY	10011	NONE	PUBLIC CHARITY	GENERAL	$1,000
CENTER FOR REPRODUCTIVE RIGHTS
120 WALL STREET	NEW YORK	NY	10005	NONE	PUBLIC CHARITY	GENERAL	$50,000
CENTER ON BUDGET AND POLICY PRIORITIES
820 FIRST STREET NE STE 510	WASHINGTON	DC	20002	NONE	PUBLIC CHARITY	GENERAL	$25,000
CENTRAL PARK CONSERVANCY INC
14 E 60TH STREET	NEW YORK	NY	10022	NONE	PUBLIC CHARITY	GENERAL	$1,000
CHILDREN'S HOSPITAL TRUST
1 AUTUMN 731	BOSTON	MA	02115	NONE	PUBLIC CHARITY	GENERAL	$5,000
CHILDREN'S MUSEUM OF MANHATTAN
212 WEST 83RD STREET	NEW YORK	NY	10024	NONE	PUBLIC CHARITY	GENERAL	$5,000
CHILDREN'S RESEARCH AND EDUCATION INSTITUTE
2 BRIGHTON STREET 2ND FLOOR	BELMONT	MA	02478	NONE	PUBLIC CHARITY	GENERAL	$40,000
CHILDREN'S RESEARCH AND EDUCATION INSTITUTE
2 BRIGHTON STREET 2ND FLOOR	BELMONT	MA	02478	NONE	PUBLIC CHARITY	GENERAL	$45,000
COLUMBUS PARK WEST NURSERY SCHOOL
100 WEST 94TH STREET	NEW YORK	NY	10025	NONE	PUBLIC CHARITY	GENERAL	$1,000
DALTON SCHOOL
108 EAST 89TH STREET	NEW YORK	NY	10128	NONE	PUBLIC CHARITY	GENERAL	$5,000
ECONOMIC POLICY INSTITUTE
1333 H STREET NW STE 300 EAST TOWER	WASHINGTON	DC	20005	NONE	PUBLIC CHARITY	GENERAL	$25,000
ERIC CARLE MUSEUM
125 WEST BAY ROAD	AMHERST	MA	01002	NONE	PUBLIC CHARITY	GENERAL	$5,000
ETHICAL CULTURE FIELDSTON SCHOOLS
33 CENTRAL PARK WEST	NEW YORK	NY	10023	NONE	PUBLIC CHARITY	GENERAL	$5,000
FAIR SHARE ALLIANCE EDUCATION FUND
218 D STREET SE STE 205	WASHINGTON	DC	20003	NONE	PUBLIC CHARITY	GENERAL	$20,000
FARM SCHOOL
488 MOORE HILL ROAD	ATHOL	MA	01331	NONE	PUBLIC CHARITY	GENERAL	$1,000
FOOD RESEARCH AND ACTION CENTER
1875 CONNECTICUT AVE NW SUITE 540	WASHINGTON	DC	20009	NONE	PUBLIC CHARITY	GENERAL	$5,000
FREEDOM TO READ FOUNDATION
50 EAST HURON STREET	CHICAGO	IL	60611	NONE	PUBLIC CHARITY	GENERAL	$10,000
FRESH AIR FUND
633 THIRD AVENUE 14TH FLOOR	NEW YORK	NY	10017	NONE	PUBLIC CHARITY	GENERAL	$1,000
FRESH AIR FUND
633 THIRD AVENUE 14TH FLOOR	NEW YORK	NY	10017	NONE	PUBLIC CHARITY	GENERAL	$5,000
GAY MEN'S HEALTH CRISIS INC
119 WEST 24TH STREET	NEW YORK	NY	10011	NONE	PUBLIC CHARITY	GENERAL	$5,000
GUTTMACHER INSTITUTE
125 MAIDEN LANE 7TH FLOOR	NEW YORK	NY	10038	NONE	PUBLIC CHARITY	GENERAL	$20,000
HARRIS THEATER FOR MUSIC AND DANCE
205 E RANDOLPH DRIVE	CHICAGO	IL	60601	NONE	PUBLIC CHARITY	GENERAL	$5,000
INSTITUTE ON TAXATION AND ECONOMIC POLICY
1616 P STREET NW SUITE 200	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL	$35,000
JOHN FITZGERALD KENNEDY LIBRARY FOUNDATION INC
COLUMBUS POINT	BOSTON	MA	02125	NONE	PUBLIC CHARITY	GENERAL	$15,000
LESLEY UNIVERSITY
29 EVERETT STREET	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$5,000
LITTLE RED SCHOOL HOUSE
14 E CASINO ROAD BUILDING A	EVERETT	WA	98208	NONE	PUBLIC CHARITY	GENERAL	$1,000
MASSACHUSETTS GENERAL HOSPITAL
15 PARKMAN STREET	BOSTON	MA	02114	NONE	PUBLIC CHARITY	GENERAL	$120,000
MASSACHUSETTS GENERAL HOSPITAL - THE STOECKLE CENTER
15 PARKMAN STREET	BOSTON	MA	02114	NONE	PUBLIC CHARITY	GENERAL	$10,000
MATH FOR AMERICA
160 FIFTH AVENUE 8TH FLOOR	NEW YORK	NY	10010	NONE	PUBLIC CHARITY	GENERAL	$10,000
MEMORIAL SLOAN-KETTERING CANCER CENTER
1275 YORK AVENUE	NEW YORK	NY	10065	NONE	PUBLIC CHARITY	GENERAL	$5,000
METROPOLITAN OPERA
LINCOLN CENTER PLAZA	NEW YORK	NY	10023	NONE	PUBLIC CHARITY	GENERAL	$10,000
MILTON ACADEMY
170 CENTER STREET	MILTON	MA	02186	NONE	PUBLIC CHARITY	GENERAL	$7,500
MILTON ACADEMY
170 CENTER STREET	MILTON	MA	02186	NONE	PUBLIC CHARITY	GENERAL	$5,000
MILTON ACADEMY
170 CENTER STREET	MILTON	MA	02186	NONE	PUBLIC CHARITY	GENERAL	$5,000
MOSHOLU MONTEFIORE COMMUNITY CENTER
3450 DEKALB AVENUE	BRONX	NY	10467	NONE	PUBLIC CHARITY	GENERAL	$1,000
MOSHOLU MONTEFIORE COMMUNITY CENTER
3450 DEKALB AVENUE	BRONX	NY	10467	NONE	PUBLIC CHARITY	GENERAL	$1,000
MUSEUM OF FINE ARTS - BOSTON
465 HUNTINGTON AVENUE	BOSTON	MA	02115	NONE	PUBLIC CHARITY	GENERAL	$750
NARAL PRO-CHOICE AMERICA FOUNDATION
1156 15TH STREET NW SUITE 700	WASHINGTON	DC	20005	NONE	PUBLIC CHARITY	GENERAL	$10,000
NATIONAL COALITION AGAINST CENSORSHIP
275 SEVENTH AVENUE	NEW YORK	NY	10001	NONE	PUBLIC CHARITY	GENERAL	$5,000
NATIONAL COALITION AGAINST CENSORSHIP
275 SEVENTH AVENUE	NEW YORK	NY	10001	NONE	PUBLIC CHARITY	GENERAL	$10,000
NATIONAL PARTNERSHIP FOR WOMEN AND FAMILIES
1875 CONNECTICUT AVENUE NW SUITE	WASHINGTON	DC	20009	NONE	PUBLIC CHARITY	GENERAL	$15,000	650
NEW YORK CITY AUDUBON
71 W 23RD STREET	NEW YORK	NY	10010	NONE	PUBLIC CHARITY	GENERAL	$1,000
NEW YORK ROAD RUNNERS FOUNDATION
9 EAST 89TH STREET	NEW YORK	NY	10128	NONE	PUBLIC CHARITY	GENERAL	$1,000
NEW YORK SOCIETY LIBRARY
53 EAST 79TH STREET	NEW YORK	NY	10075	NONE	PUBLIC CHARITY	GENERAL	$500
NEWARK PUBLIC RADIO - WBGO
54 PARK PLACE	NEWARK	NJ	07102	NONE	PUBLIC CHARITY	GENERAL	$1,000
OUNCE OF PREVENTION FUND
33 WEST MONROE SUITE 2400	CHICAGO	IL	60611	NONE	PUBLIC CHARITY	GENERAL	$25,000
PAUL TAYLOR FOUNDATION
551 GRAND STREET	NEW YORK	NY	10002	NONE	PUBLIC CHARITY	GENERAL	$2,500
PEN AMERICAN CENTER
588 BROADWAY SUITE 303	NEW YORK	NY	10012	NONE	PUBLIC CHARITY	GENERAL	$10,000
PEN NEW ENGLAND
77 MASSACHUSETTS AVE	CAMBRIDGE	MA	02139	NONE	PUBLIC CHARITY	GENERAL	$1,000
PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS
1055 COMMONWEALTH AVENUE	BOSTON	MA	02215	NONE	PUBLIC CHARITY	GENERAL	$60,000
PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS
1055 COMMONWEALTH AVENUE	BOSTON	MA	02215	NONE	PUBLIC CHARITY	GENERAL	$20,000
PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS
1055 COMMONWEALTH AVENUE	BOSTON	MA	02215	NONE	PUBLIC CHARITY	GENERAL	$50,000
PLANNED PARENTHOOD OF ROCKY MOUNTAINS
7155 E 38TH AVENUE	DENVER	CO	80207	NONE	PUBLIC CHARITY	GENERAL	$5,000
POLICE ATHLETIC LEAGUE
34 EAST 12TH STREET	NEW YORK	NY	10003	NONE	PUBLIC CHARITY	GENERAL	$1,000
PRO-CHOICE MASSACHUSETTS FOUNDATION
15 COURT SQUARE STE 900	BOSTON	MA	02108	NONE	PUBLIC CHARITY	GENERAL	$1,000
QUIT (QUAKER INITIATIVE TO END TORTURE)
7514 KENSINGTON STREET	PITTSBURGH	PA	15221	NONE	PUBLIC CHARITY	GENERAL	$6,500
REGENTS OF THE UNIVERSITY OF CALIFORNIA
1111 FRANKLIN ST 12TH FLOOR	OAKLAND	CA	94607	NONE	PUBLIC CHARITY	GENERAL	$75,000
REGENTS OF THE UNIVERSITY OF CALIFORNIA
1111 FRANKLIN ST 12TH FLOOR	OAKLAND	CA	94607	NONE	PUBLIC CHARITY	GENERAL	$75,000
RESOURCES FOR CHILD CARING
2021 E HENNEPIN AVE 250	MINNEAPOLIS	MN	55413	NONE	PUBLIC CHARITY	GENERAL	$10,000
RIVERSIDE PARK FUND
475 RIVERSIDE DRIVE SUITE 455	NEW YORK	NY	10115	NONE	PUBLIC CHARITY	GENERAL	$5,000
SEEGER- BARTLETT SCHOLARSHIP FOUNDATION
PO BOX 1	HANCOCK	VT	05748	NONE	PUBLIC CHARITY	GENERAL	$50,000
SHADY HILL SCHOOL
178 COOLIDGE HILL	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$5,000
SHADY HILL SCHOOL
178 COOLIDGE HILL	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$6,000
SHADY HILL SCHOOL
178 COOLIDGE HILL	CAMBRIDGE	MA	02138	NONE	PUBLIC CHARITY	GENERAL	$5,000
TOWN SCHOOL
540 EAST 76TH STREET	NEW YORK	NY	10021	NONE	PUBLIC CHARITY	GENERAL	$4,000
UNIVERSITY OF NORTH CAROLINA
301 EAST CAMERON AVENUE	CHAPEL HILL	NC	27514	NONE	PUBLIC CHARITY	GENERAL	$137,875
UNIVERSITY OF UTAH
201 PRESIDENTS CIRCLE ROOM 201	SALT LAKE CITY	UT	84112	NONE	PUBLIC CHARITY	GENERAL	$300,000
UNIVERSITY OF UTAH
201 PRESIDENTS CIRCLE ROOM 201	SALT LAKE CITY	UT	84112	NONE	PUBLIC CHARITY	GENERAL	$435,000
VANDERBILT UNIVERSITY INSTITUTE FOR PUBLIC POLICY STUDIES
BOX 1817 STATION B VANDERBILT	NASHVILLE	TN	37235	NONE	PUBLIC CHARITY	GENERAL	$1,000	UNIVERSITY
VANDERBILT UNIVERSITY MEDICAL CENTER
VU STATION B 357727	NASHVILLE	TN	37235	NONE	PUBLIC CHARITY	GENERAL	$1,000
VERMONT COMMUNITY FOUNDATION
PO BOX 30	MIDDLEBURY	VT	05753	NONE	PUBLIC CHARITY	GENERAL	$1,000
WESLEYAN UNIVERSITY
318 HIGH STREET	MIDDLETOWN	CT	06457	NONE	PUBLIC CHARITY	GENERAL	$25,000
WESLEYAN UNIVERSITY
318 HIGH STREET	MIDDLETOWN	CT	06457	NONE	PUBLIC CHARITY	GENERAL	$20,000
WESLEYAN UNIVERSITY
318 HIGH STREET	MIDDLETOWN	CT	06457	NONE	PUBLIC CHARITY	GENERAL	$20,000
WHEATON COLLEGE
501 COLLEGE AVENUE	WHEATON	IL	60187	NONE	PUBLIC CHARITY	GENERAL	$5,000
WNYC RADIO
PO BOX 1550	NEW YORK	NY	10116	NONE	PUBLIC CHARITY	GENERAL	$1,000
YALE UNIVERSITY CHILD CTR CALVIN HILL DAY CARE CTR
150 HIGHLAND STREET	NEW HAVEN	CT	06511	NONE	PUBLIC CHARITY	GENERAL	$24,200
YALE UNIVERSITY
PO BOX 2038	NEW HAVEN	CT	06521	NONE	PUBLIC CHARITY	GENERAL	$5,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	2025825	TotGrantOrContriPaidDuringYear
Tot Grant Or Contri Approved Future	0	TotGrantOrContriApprovedFuture

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$1,099,589	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Business Code	900001	BusinessCode
Exclusion Code	18	ExclusionCode
Exclusion	-$111,594	ExclusionAmount

Other Revenue Described OtherRevenueDescribed (4 entries)

DescriptionDescription	Business CodeBusinessCode	Unrelated Business IncomeUnrelatedBusinessIncomeAmount	Exclusion CodeExclusionCode	ExclusionExclusionAmount
PARTNERSHIP INCOME/(LOSS)	900001	$1,785	14	-$1,346
MISCELLANEOUS			14	$796
STATE TAX REFUND			14	$1,000
PTP				$99,014

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	$1,785	UnrelatedBusinessIncomeAmount
Exclusion	$1,087,459	ExclusionAmount
Related Or Exempt Function Income	0	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	1089244	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
ACCOUNTING	$10,000	10000	0
TAX PREP FEES	$2,200	2200	0

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Field	Value	IRS element (for citing)
Name Of Bond	BONDS	NameOfBond
EOY Book Value	10107102	EOYBookValue
EOYFMV	10466390	EOYFMV

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Field	Value	IRS element (for citing)
Name Of Stock	EQUITIES	NameOfStock
EOY Book Value	18033606	EOYBookValue
EOYFMV	20442999	EOYFMV

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	4736610	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	4861955	USGovtSecuritiesEOYFMV
State Local Securities EOY Book Val	0	StateLocalSecuritiesEOYBookVal
State Local Securities EOYFMV	0	StateLocalSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Category Or Item	OTHER	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	2695690	BookValue
EOYFMV	2141447	EOYFMV

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases

Field	Value	IRS element (for citing)
Description	BASIS ADJUSTMENTS	Description
Amount	$453,118	Amount

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
PARTNERSHIP DEDUCTIONS	21360	21360
ADR FEES	641	641
CMO EXPENSES	11622	11622

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome (4 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Adjusted Net IncomeAdjustedNetIncome
PARTNERSHIP INCOME/(LOSS)	439	-1346	439
MISCELLANEOUS	796	796	796
STATE TAX REFUND	1000	1000	1000
PTP	99014	99014	99014

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (3 entries)

DescriptionDescription	AmountAmount
PARTNERSHIP INCOME ADJUSTMENT	$39,064
PARTNERSHIP DISTRIBUTIONS	$25,284
RESIDUAL INCOME/(LOSS)	$12,105

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (4 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
INVESTMENT ADVISORY FEES	$237,337	237337
CUSTODY FEES	$13,506	13506
H&L FEES	$18,500	18500
ILLINOIS ANNUAL REPORT	$28	28

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
ESTIMATES	$10,000	0	0
FOREIGN TAXES PAID	$24,439	24439	0

COYDOG FOUNDATION: Form 990PF, tax year 2011

Return header ReturnHeader

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Preparer Firm US Address PreparerFirmUSAddress

Filer Filer

Name Name

US Address USAddress

Officer Officer

Preparer Preparer

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Balance Sheets BalanceSheets

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1726 entries)

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Statements Regarding Activities StatementsRegardingActivities

Books In Care Of Business Name BooksInCareOfBusinessName

Books In Care Of US Address BooksInCareOfUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Distributable DistributableAmount

Qualifying Distributions QualifyingDistributions

Undistributed Income UndistributedIncome

Supplementary Information SupplementaryInformation

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (86 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Other Revenue Described OtherRevenueDescribed (4 entries)

Subtotals Part XVIA SubtotalsPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees (2 entries)

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome (4 entries)

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (3 entries)

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (4 entries)

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

Comments