2012-07-16T09:52:40-05:00 2011-12-31 205788602 GLASERDUNCAN CPAS 1040 ANNA KNAPP BLVD MOUNT PLEASANT SC 29464 990PF 2011-01-01 363479461 COYDOG FOUNDATION COYD 6174897300 C/O HARRIS LLOYD 2 BRIGHTON STREET BELMONT MA 02478 BOARDMAN LLOYD 6174897300 2012-07-16 1 KEVIN ST GERMAIN P00292994 8436281890 2011 2016-02-24 21:20:13Z X 39711125 X X 1099589 1099589 -111594 18168522 0 101249 99464 1089244 1199053 0 0 0 12200 12200 0 269371 269371 0 34439 24439 0 33623 33623 0 349633 339633 0 2025825 2025825 2375458 339633 2025825 -1286214 859420 2324229 1798334 1798334 5306851 4736610 4861955 17218303 18033606 20442999 10307097 10107102 10466390 3877741 2695690 2141447 39034221 37371342 39711125 0 0 X 39034221 37371342 0 0 0 0 39034221 37371342 39034221 37371342 39034221 -1286214 76453 37824460 453118 37371342 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 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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 -111594 0 1850806 40016679 0.046251 2121021 36948476 0.057405 2377550 42806648 0.055542 2201470 50377063 0.043700 1809064 49739337 0.036371 0.239269 0.047854 42107606 2015017 8594 2023611 2025825 X 8594 0 8594 0 8594 12479 10000 22479 50 13835 13835 0 0 0 0 0 0 0 0 0 1 1 0 1 1 IL 1 0 0 0 0 1 N/A BOARDMAN LLOYD 6174897300 C/O HARRIS LLOYD 2 BRIGHTON STREET BELMONT MA 02478 1 CJ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 WILLIAM W HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 ROBERTA HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 BOARDMAN LLOYD 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 DAVID HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 JONATHAN GRABER 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 NONE 0 NONE 0 0 40645068 2103771 0 42748839 0 0 42748839 641233 42107606 2105380 2105380 8594 8594 2096786 0 2096786 0 2096786 2025825 0 2025825 8594 2017231 2096786 1970609 0 0 2025825 1970609 0 0 55216 0 0 0 0 0 0 0 0 2041570 0 0 0 X ACHILLES TRACK CLUB INC 42 W 38TH STREET SUITE 400 NEW YORK NY 10018 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 CALLEN-LORDE COMMUNITY HEALTH CENTER 356 WEST 18TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 1000 CENTER FOR REPRODUCTIVE RIGHTS 120 WALL STREET NEW YORK NY 10005 NONE PUBLIC CHARITY GENERAL 50000 CENTER ON BUDGET AND POLICY PRIORITIES 820 FIRST STREET NE STE 510 WASHINGTON DC 20002 NONE PUBLIC CHARITY GENERAL 25000 CENTRAL PARK CONSERVANCY INC 14 E 60TH STREET NEW YORK NY 10022 NONE PUBLIC CHARITY GENERAL 1000 CHILDREN'S HOSPITAL TRUST 1 AUTUMN 731 BOSTON MA 02115 NONE PUBLIC CHARITY GENERAL 5000 CHILDREN'S MUSEUM OF MANHATTAN 212 WEST 83RD STREET NEW YORK NY 10024 NONE PUBLIC CHARITY GENERAL 5000 CHILDREN'S RESEARCH AND EDUCATION INSTITUTE 2 BRIGHTON STREET 2ND FLOOR BELMONT MA 02478 NONE PUBLIC CHARITY GENERAL 40000 CHILDREN'S RESEARCH AND EDUCATION INSTITUTE 2 BRIGHTON STREET 2ND FLOOR BELMONT MA 02478 NONE PUBLIC CHARITY GENERAL 45000 COLUMBUS PARK WEST NURSERY SCHOOL 100 WEST 94TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 DALTON SCHOOL 108 EAST 89TH STREET NEW YORK NY 10128 NONE PUBLIC CHARITY GENERAL 5000 ECONOMIC POLICY INSTITUTE 1333 H STREET NW STE 300 EAST TOWER WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 25000 ERIC CARLE MUSEUM 125 WEST BAY ROAD AMHERST MA 01002 NONE PUBLIC CHARITY GENERAL 5000 ETHICAL CULTURE FIELDSTON SCHOOLS 33 CENTRAL PARK WEST NEW YORK NY 10023 NONE PUBLIC CHARITY GENERAL 5000 FAIR SHARE ALLIANCE EDUCATION FUND 218 D STREET SE STE 205 WASHINGTON DC 20003 NONE PUBLIC CHARITY GENERAL 20000 FARM SCHOOL 488 MOORE HILL ROAD ATHOL MA 01331 NONE PUBLIC CHARITY GENERAL 1000 FOOD RESEARCH AND ACTION CENTER 1875 CONNECTICUT AVE NW SUITE 540 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 5000 FREEDOM TO READ FOUNDATION 50 EAST HURON STREET CHICAGO IL 60611 NONE PUBLIC CHARITY GENERAL 10000 FRESH AIR FUND 633 THIRD AVENUE 14TH FLOOR NEW 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SUITE 700 WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 10000 NATIONAL COALITION AGAINST CENSORSHIP 275 SEVENTH AVENUE NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 5000 NATIONAL COALITION AGAINST CENSORSHIP 275 SEVENTH AVENUE NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 10000 NATIONAL PARTNERSHIP FOR WOMEN AND FAMILIES 1875 CONNECTICUT AVENUE NW SUITE 650 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 15000 NEW YORK CITY AUDUBON 71 W 23RD STREET NEW YORK NY 10010 NONE PUBLIC CHARITY GENERAL 1000 NEW YORK ROAD RUNNERS FOUNDATION 9 EAST 89TH STREET NEW YORK NY 10128 NONE PUBLIC CHARITY GENERAL 1000 NEW YORK SOCIETY LIBRARY 53 EAST 79TH STREET NEW YORK NY 10075 NONE PUBLIC CHARITY GENERAL 500 NEWARK PUBLIC RADIO - WBGO 54 PARK PLACE NEWARK NJ 07102 NONE PUBLIC CHARITY GENERAL 1000 OUNCE OF PREVENTION FUND 33 WEST MONROE SUITE 2400 CHICAGO IL 60611 NONE PUBLIC CHARITY GENERAL 25000 PAUL TAYLOR FOUNDATION 551 GRAND STREET NEW YORK NY 10002 NONE PUBLIC CHARITY GENERAL 2500 PEN AMERICAN CENTER 588 BROADWAY SUITE 303 NEW YORK NY 10012 NONE PUBLIC CHARITY GENERAL 10000 PEN NEW ENGLAND 77 MASSACHUSETTS AVE CAMBRIDGE MA 02139 NONE PUBLIC CHARITY GENERAL 1000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 60000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 20000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 50000 PLANNED PARENTHOOD OF ROCKY MOUNTAINS 7155 E 38TH AVENUE DENVER CO 80207 NONE PUBLIC CHARITY GENERAL 5000 POLICE ATHLETIC LEAGUE 34 EAST 12TH STREET NEW YORK NY 10003 NONE PUBLIC CHARITY GENERAL 1000 PRO-CHOICE MASSACHUSETTS FOUNDATION 15 COURT SQUARE STE 900 BOSTON MA 02108 NONE PUBLIC CHARITY GENERAL 1000 QUIT (QUAKER INITIATIVE TO END TORTURE) 7514 KENSINGTON STREET PITTSBURGH PA 15221 NONE PUBLIC CHARITY GENERAL 6500 REGENTS OF THE UNIVERSITY OF CALIFORNIA 1111 FRANKLIN ST 12TH FLOOR OAKLAND CA 94607 NONE PUBLIC CHARITY GENERAL 75000 REGENTS OF THE UNIVERSITY OF CALIFORNIA 1111 FRANKLIN ST 12TH FLOOR OAKLAND CA 94607 NONE PUBLIC CHARITY GENERAL 75000 RESOURCES FOR CHILD CARING 2021 E HENNEPIN AVE 250 MINNEAPOLIS MN 55413 NONE PUBLIC CHARITY GENERAL 10000 RIVERSIDE PARK FUND 475 RIVERSIDE DRIVE SUITE 455 NEW YORK NY 10115 NONE PUBLIC CHARITY GENERAL 5000 SEEGER- BARTLETT SCHOLARSHIP FOUNDATION PO BOX 1 HANCOCK VT 05748 NONE PUBLIC CHARITY GENERAL 50000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 5000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 6000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 5000 TOWN SCHOOL 540 EAST 76TH STREET NEW YORK NY 10021 NONE PUBLIC CHARITY GENERAL 4000 UNIVERSITY OF NORTH CAROLINA 301 EAST CAMERON AVENUE CHAPEL HILL NC 27514 NONE PUBLIC CHARITY GENERAL 137875 UNIVERSITY OF UTAH 201 PRESIDENTS CIRCLE ROOM 201 SALT LAKE CITY UT 84112 NONE PUBLIC CHARITY GENERAL 300000 UNIVERSITY OF UTAH 201 PRESIDENTS CIRCLE ROOM 201 SALT LAKE CITY UT 84112 NONE PUBLIC CHARITY GENERAL 435000 VANDERBILT UNIVERSITY INSTITUTE FOR PUBLIC POLICY STUDIES BOX 1817 STATION B VANDERBILT UNIVERSITY NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VANDERBILT UNIVERSITY MEDICAL CENTER VU STATION B 357727 NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VERMONT COMMUNITY FOUNDATION PO BOX 30 MIDDLEBURY VT 05753 NONE PUBLIC CHARITY GENERAL 1000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 25000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 20000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 20000 WHEATON COLLEGE 501 COLLEGE AVENUE WHEATON IL 60187 NONE PUBLIC CHARITY GENERAL 5000 WNYC RADIO PO BOX 1550 NEW YORK NY 10116 NONE PUBLIC CHARITY GENERAL 1000 YALE UNIVERSITY CHILD CTR CALVIN HILL DAY CARE CTR 150 HIGHLAND STREET NEW HAVEN CT 06511 NONE PUBLIC CHARITY GENERAL 24200 YALE UNIVERSITY PO BOX 2038 NEW HAVEN CT 06521 NONE PUBLIC CHARITY GENERAL 5000 2025825 0 14 1099589 900001 18 -111594 PARTNERSHIP INCOME/(LOSS) 900001 1785 14 -1346 MISCELLANEOUS 14 796 STATE TAX REFUND 14 1000 PTP 99014 1785 1087459 0 1089244 0 0 0 0 0 0 0 0 0 0 ACCOUNTING 10000 10000 0 TAX PREP FEES 2200 2200 0 BONDS 10107102 10466390 EQUITIES 18033606 20442999 4736610 4861955 0 0 OTHER AT COST 2695690 2141447 BASIS ADJUSTMENTS 453118 PARTNERSHIP DEDUCTIONS 21360 21360 0 ADR FEES 641 641 0 CMO EXPENSES 11622 11622 0 PARTNERSHIP INCOME/(LOSS) 439 -1346 439 MISCELLANEOUS 796 796 796 STATE TAX REFUND 1000 1000 1000 PTP 99014 99014 99014 PARTNERSHIP INCOME ADJUSTMENT 39064 PARTNERSHIP DISTRIBUTIONS 25284 RESIDUAL INCOME/(LOSS) 12105 INVESTMENT ADVISORY FEES 237337 237337 0 CUSTODY FEES 13506 13506 0 H&L FEES 18500 18500 0 ILLINOIS ANNUAL REPORT 28 28 0 ESTIMATES 10000 0 0 FOREIGN TAXES PAID 24439 24439 0