E A MORRIS CHARITABLE FOUNDATION: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: E A MORRIS CHARITABLE FOUNDATION (EIN 58-1413060)
Tax period: 2011-01-01 to 2011-12-31
Filed: 2012-11-01
IRS object ID: 201233069349100103
Schema version: 2011v1.2
Source: Download XML · Original 990 at ProPublica

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

Return header
Form 990-PF
Depreciation Schedule
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Land Etc Schedule2
Other Expenses Schedule
Other Income Schedule2
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-11-01T10:40:35-05:00	Timestamp
Tax Period End Date	2011-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Field	Value	IRS element (for citing)
EIN	562231176	EIN

Preparer Firm Business Name PreparerFirmBusinessName

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

Preparer Firm US Address PreparerFirmUSAddress

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

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

Filer Filer

Field	Value	IRS element (for citing)
EIN	581413060	EIN

Name Name

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

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

US Address USAddress

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

Officer Officer

Field	Value	IRS element (for citing)
Name	KENNETH B MORGAN	Name
Title	VICE PRESIDENT & TREASURER	Title
Phone	3362712870	Phone
Date Signed	2012-11-01	DateSigned
Authorize Third Party	0	AuthorizeThirdParty

Preparer Preparer

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

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

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	11669252	FMVAssetsEOY
Method Of Accounting Cash	X	MethodOfAccountingCash

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Dividends Rev And Expnss	327299	DividendsRevAndExpnss
Dividends Net Invst Incm	327299	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	-9498	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	7117781	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	0	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	1156	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	1156	OtherIncomeNetInvstIncm
Total Revenue And Expenses	318957	TotalRevenueAndExpenses
Total Net Investment Income	328455	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	176006	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	27186	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	148820	CompOfcrDirTrstDsbrsChrtblPrps
Pension Empl Bnft Rev And Expnss	15190	PensionEmplBnftRevAndExpnss
Pension Empl Bnft Net Invst Incm	0	PensionEmplBnftNetInvstIncm
Pension Empl Bnft Dsbrs Chrtbl Prps	0	PensionEmplBnftDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	103331	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	103331	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	0	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	6202	TaxesRevAndExpnss
Taxes Net Invst Incm	6202	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Deprec And Depletion Rev And Expnss	15	DeprecAndDepletionRevAndExpnss
Deprec And Depletion Net Invst Incm	0	DeprecAndDepletionNetInvstIncm
Occupancy Rev And Expnss	4239	OccupancyRevAndExpnss
Occupancy Net Invst Incm	0	OccupancyNetInvstIncm
Occupancy Dsbrs Chrtbl Prps	0	OccupancyDsbrsChrtblPrps
Trav Conf Meeting Rev And Expnss	6293	TravConfMeetingRevAndExpnss
Trav Conf Meeting Net Invst Incm	0	TravConfMeetingNetInvstIncm
Trav Conf Meeting Dsbrs Chrtbl Prps	0	TravConfMeetingDsbrsChrtblPrps
Other Expenses Rev And Expnss	5329	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	1479	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	0	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	316605	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	138198	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	148820	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	600000	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	600000	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	916605	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	138198	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	748820	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-597648	ExcessOfRevenueOverExpenses
Net Investment Income	190257	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	75680	CashBOY
Cash EOY	437681	CashEOY
Cash EOYFMV	437681	CashEOYFMV
Savings And Temp Cash Invst BOY	365869	SavingsAndTempCashInvstBOY
Investments Govt Oblig BOY	1904427	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	1265642	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	1325477	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	8398033	InvestmentsCorpStockBOY
Investments Corp Stock EOY	7995924	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	7669017	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	1652136	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	1737007	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	1807406	InvestmentsCorpBondsEOYFMV
Investments Other BOY	60752	InvestmentsOtherBOY
Investments Other EOY	422114	InvestmentsOtherEOY
Investments Other EOYFMV	428790	InvestmentsOtherEOYFMV
Land Building And Equipment Basis	896	LandBuildingAndEquipmentBasis
Accum Deprec Land Bldg And Equip	15	AccumDeprecLandBldgAndEquip
Land Building And Equipment BOY	0	LandBuildingAndEquipmentBOY
Land Building And Equipment EOY	881	LandBuildingAndEquipmentEOY
Land Building And Equipment EOYFMV	881	LandBuildingAndEquipmentEOYFMV
Total Assets BOY	12456897	TotalAssetsBOY
Total Assets EOY	11859249	TotalAssetsEOY
Total Assets EOYFMV	11669252	TotalAssetsEOYFMV
Total Liabilities BOY	0	TotalLiabilitiesBOY
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	4474067	CapitalStockBOY
Capital Stock EOY	4474067	CapitalStockEOY
Paid In Or Capital Surplus BOY	0	PaidInOrCapitalSurplusBOY
Paid In Or Capital Surplus EOY	0	PaidInOrCapitalSurplusEOY
Retained Earnings BOY	7982830	RetainedEarningsBOY
Retained Earnings EOY	7385182	RetainedEarningsEOY
Total Net Assets BOY	12456897	TotalNetAssetsBOY
Total Net Assets EOY	11859249	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	12456897	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	11859249	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	12456897	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-597648	ExcessOfRevenueOverExpenses
Other Increases	0	OtherIncreases
Subtotal	11859249	Subtotal
Other Decreases	0	OtherDecreases
Total Net Assets Fund Balances EOY	11859249	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1183 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses	How AcquiredHowAcquired
ALU - ALCATEL-LUCENT ADR 160 SHS	2004-05-26	2011-02-17	792	2260	-1468	-1468
ALU - ALCATEL-LUCENT ADR 430 SHS	2004-08-18	2011-02-17	2128	5190	-3062	-3062
ALU - ALCATEL-LUCENT ADR 100 SHS	2004-08-18	2011-02-25	471	1207	-736	-736
ALU - ALCATEL-LUCENT ADR 570 SHS	2005-05-23	2011-02-25	2683	6641	-3958	-3958
ALU - ALCATEL-LUCENT ADR 80 SHS	2005-05-23	2011-02-25	377	1193	-816	-816
ALU - ALCATEL-LUCENT ADR 680 SHS	2005-05-23	2011-03-04	3595	10137	-6542	-6542
ALU - ALCATEL-LUCENT ADR 317.097 SHS	2005-05-23	2011-03-04	1776	4727	-2951	-2951
ALU - ALCATEL-LUCENT ADR 132.903 SHS	2005-06-08	2011-03-04	744	1906	-1162	-1162
ALU - ALCATEL-LUCENT ADR 99.298 SHS	2005-06-08	2011-04-21	612	1424	-812	-812
ALU - ALCATEL-LUCENT ADR 284.884 SHS	2005-11-08	2011-04-21	1755	3970	-2215	-2215
ALU - ALCATEL-LUCENT ADR 470 SHS	2005-12-09	2011-04-21	2895	5907	-3012	-3012
ALU - ALCATEL-LUCENT ADR 567.818 SHS	2006-02-03	2011-04-21	3498	7883	-4385	-4385
CAJ - CANON INC ADR F 70 SHS	2009-04-16	2011-08-17	3276	2151	1125	1125
CVX - CHEVRON CORPORATION 40 SHS	2010-03-15	2011-07-22	4362	2930	1432	1432
DELL - DELL INC 60 SHS	2006-08-11	2011-03-02	938	1275	-337	-337
DELL - DELL INC 110 SHS	2006-09-25	2011-03-02	1719	2435	-716	-716
DELL - DELL INC 220 SHS	2006-09-25	2011-05-18	3696	4869	-1173	-1173
DELL - DELL INC 60 SHS	2006-09-25	2011-06-28	962	1328	-366	-366
DELL - DELL INC 170 SHS	2008-01-23	2011-06-28	2725	3254	-529	-529
DELL - DELL INC 60 SHS	2008-01-23	2011-09-13	865	1148	-283	-283
DELL - DELL INC 60 SHS	2008-04-09	2011-09-13	865	1126	-261	-261
DELL - DELL INC 160 SHS	2008-04-09	2011-09-27	2463	3001	-538	-538
DELL - DELL INC 430 SHS	2009-01-29	2011-09-27	6621	4352	2269	2269
DIDAF - DISTRIBUIDORA INTL 360 SHS	2011-07-08	2011-08-15	1440	1760	-320	-320
DOW - DOW CHEMICAL COMPANY 130 SHS	2006-12-29	2011-03-21	4803	5200	-397	-397
DOW - DOW CHEMICAL COMPANY 190 SHS	2007-02-12	2011-03-21	7020	8030	-1010	-1010
DTEGY - DEUTSCHE TELEKOM AG 110 SHS	2005-03-30	2011-05-03	1840	2206	-366	-366
DTEGY - DEUTSCHE TELEKOM AG 150 SHS	2005-05-13	2011-05-03	2509	2774	-265	-265
ERIC - ERICSSON (LM) TEL-SP ADR 180 SHS	2008-02-11	2011-07-07	2627	1811	816	816
FITB - FIFTH THIRD BANCORP 220 SHS	2007-03-01	2011-01-14	3278	8816	-5538	-5538
FITB - FIFTH THIRD BANCORP 140 SHS	2007-10-08	2011-01-14	2086	4897	-2811	-2811
INTC - INTEL CORP 40 SHS	2006-03-29	2011-10-06	875	795	80	80
INTC - INTEL CORP 50 SHS	2006-07-26	2011-10-06	1094	878	216	216
INTC - INTEL CORP 80 SHS	2006-07-26	2011-10-18	1864	1404	460	460
INTC - INTEL CORP 100 SHS	2006-07-26	2011-11-16	2534	1755	779	779
INTC - INTEL CORP 80 SHS	2008-10-24	2011-11-16	2027	1113	914	914
MOTOROLA MOBILITY HLDGS 76 SHS	2008-07-25	2011-01-04	2502	1858	644	644
MOTOROLA MOBILITY HLDGS 0.25 SHS	2008-07-25	2011-01-04	8	6	2	2
MSI - MOTOROLA SOLUTIONS INC 0.143 SHS	2011-01-07	2011-01-07	5		5	5
MSI - MOTOROLA SOLUTIONS INC 87 SHS	2008-07-25	2011-03-04	3485	2548	937	937
NOK - NOKIA CORP SPONSORED ADR 800 SHS	2009-12-01	2011-10-12	5109	10733	-5624	-5624
PFE - PFIZER INCORPORATED 180 SHS	2005-11-02	2011-05-31	3822	3875	-53	-53
PFE - PFIZER INCORPORATED 140 SHS	2005-11-02	2011-12-16	2982	3014	-32	-32
RF - REGIONS FINANCIAL CORP 630 SHS	2009-12-01	2011-03-03	4813	3653	1160	1160
STI - SUNTRUST BANKS INC 150 SHS	2009-12-01	2011-01-03	4511	3478	1033	1033
SWISS REINS CO SP ADR 90 SHS	2009-10-22	2011-04-07	5580	4185	1395	1395
SWISS REINS CO SP ADR 70 SHS	2010-04-29	2011-04-07	4340	3123	1217	1217
SWISS REINS CO SP ADR 40 SHS	2010-05-17	2011-04-07	2480	1698	782	782
SWISS REINS CO SP ADR 50 SHS	2010-05-26	2011-04-07	3100	1945	1155	1155
TELEFONOS DE MEX ADR REP 160 SHS	2004-02-20	2011-10-12	2514	1514	1000	1000
TELEFONOS DE MEX ADR REP 240 SHS	2009-12-01	2011-10-12	3771	4389	-618	-618
TSU - TIM PARTICIPACOES S A 0.269 SHS	2001-12-03	2011-08-09	7	3	4	4
TSU - TIM PARTICIPACOES S A 0.224 SHS	2004-08-27	2011-08-09	6		6	6
VIV - TELEFONICA BRASIL SA 7.75 SHS	2001-12-03	2011-10-18	217	76	141	141
VIV - TELEFONICA BRASIL SA 9 SHS	2001-12-03	2011-10-18	252	109	143	143
VIV - TELEFONICA BRASIL SA 10.125 SHS	2003-12-12	2011-10-18	284		284	284
VIV - TELEFONICA BRASIL SA 1.125 SHS	2004-09-14	2011-10-18	32		32	32
VIV - TELEFONICA BRASIL SA 3 SHS	2004-12-29	2011-10-18	84	37	47	47
VLO - VALERO ENERGY CORP NEW 150 SHS	2009-04-20	2011-01-31	3808	3074	734	734
VLO - VALERO ENERGY CORP NEW 90 SHS	2009-04-20	2011-03-31	2702	1844	858	858
VLO - VALERO ENERGY CORP NEW 20 SHS	2009-04-20	2011-04-01	602	410	192	192
VLO - VALERO ENERGY CORP NEW 110 SHS	2009-06-16	2011-04-01	3309	1925	1384	1384
VZ - VERIZON COMMUNICATIONS 80 SHS	2004-02-20	2011-04-27	3064	2669	395	395
VZ - VERIZON COMMUNICATIONS 80 SHS	2004-05-06	2011-04-27	3064	2676	388	388
VZ - VERIZON COMMUNICATIONS 150 SHS	2005-09-19	2011-04-27	5745	4401	1344	1344
CENTRAIS ELEC BRAZ RTS 310 SHS	2011-03-08	2011-03-09	3		3	3
INTESA SANPAOLO SPON RTS 380 SHS	2011-07-01	2011-07-05	280		280	280
TELE NORTE LESTE ADR RTS 60 SHS	2011-04-21	2011-04-21			0	0
TIM PARTICIPACOES SA RTS 11 SHS	2011-06-09	2011-06-09			0	0
AAPL - APPLE INC 8 SHS	2009-11-25	2011-01-10	2733	1634	1099	1099
AAPL - APPLE INC 18 SHS	2009-11-25	2011-03-23	6114	3676	2438	2438
AAPL - APPLE INC 38 SHS	2009-11-25	2011-04-04	12941	7760	5181	5181
AAPL - APPLE INC 45 SHS	2009-11-25	2011-11-18	16950	9189	7761	7761
AAPL - APPLE INC 17 SHS	2009-11-25	2011-11-30	6448	3471	2977	2977
AGN - ALLERGAN INC 75 SHS	2001-09-22	2011-11-18	6188	6077	111	111
AMERICAN TOWER CORP CL A 123 SHS	2007-03-27	2011-04-05	6256	4807	1449	1449
AMERICAN TOWER CORP CL A 80 SHS	2007-03-27	2011-11-18	4549	3126	1423	1423
AMERICAN TOWER CORP CL A 7 SHS	2008-11-04	2011-11-18	398	225	173	173
AMERICAN TOWER CORP CL A 17 SHS	2010-09-08	2011-11-18	967	838	129	129
AMZN - AMAZON COM INC 35 SHS	2010-09-21	2011-10-19	8241	5304	2937	2937
AMZN - AMAZON COM INC 5 SHS	2010-09-21	2011-10-26	1011	758	253	253
AMZN - AMAZON COM INC 17 SHS	2010-09-22	2011-10-26	3438	2557	881	881
AMZN - AMAZON COM INC 13 SHS	2010-09-22	2011-11-18	2589	1955	634	634
AMZN - AMAZON COM INC 25 SHS	2010-10-05	2011-11-18	4979	4012	967	967
AMZN - AMAZON COM INC 14 SHS	2001-06-24	2011-11-18	2788	2708	80	80
AMZN - AMAZON COM INC 14 SHS	2001-06-24	2011-12-06	2684	2708	-24	-24
AMZN - AMAZON COM INC 7 SHS	2001-06-24	2011-12-14	1211	1354	-143	-143
AMZN - AMAZON COM INC 6 SHS	2001-08-11	2011-12-14	1038	1182	-144	-144
AMZN - AMAZON COM INC 16 SHS	2001-08-11	2011-12-21	2791	3152	-361	-361
APA - APACHE CORP COMMON 54 SHS	2011-01-04	2011-09-06	5102	6511	-1409	-1409
APA - APACHE CORP COMMON 23 SHS	2011-01-04	2011-10-03	1763	2773	-1010	-1010
APA - APACHE CORP COMMON 34 SHS	2001-03-30	2011-10-03	2607	4435	-1828	-1828
AXP - AMERICAN EXPRESS CO 145 SHS	2001-05-24	2011-11-18	6805	7348	-543	-543
BA - BOEING CO 97 SHS	2010-02-22	2011-08-05	5986	6178	-192	-192
BA - BOEING CO 39 SHS	2010-03-05	2011-08-05	2407	2630	-223	-223
BA - BOEING CO 24 SHS	2010-03-05	2011-11-18	1624	1619	5	5
BA - BOEING CO 39 SHS	2010-03-11	2011-11-18	2638	2735	-97	-97
BHP - BHP BILLITON LTD 100 SHS	2011-02-07	2011-05-12	9385	9478	-93	-93
BIDU - BAIDU INC ADR 33 SHS	2010-11-02	2011-04-28	4858	3590	1268	1268
BIDU - BAIDU INC ADR 38 SHS	2010-11-02	2011-05-13	5068	4134	934	934
BIDU - BAIDU INC ADR 8 SHS	2010-11-02	2011-09-30	897	870	27	27
BIDU - BAIDU INC ADR 44 SHS	2010-11-09	2011-09-30	4933	4807	126	126
BIDU - BAIDU INC ADR 22 SHS	2001-03-23	2011-09-30	2466	2938	-472	-472
BIDU - BAIDU INC ADR 15 SHS	2001-03-23	2011-11-18	1920	2003	-83	-83
BIDU - BAIDU INC ADR 14 SHS	2001-08-30	2011-11-18	1792	2067	-275	-275
BIDU - BAIDU INC ADR 13 SHS	2001-08-30	2011-12-15	1469	1919	-450	-450
BIDU - BAIDU INC ADR 10 SHS	2001-09-14	2011-12-15	1130	1491	-361	-361
BTU - PEABODY ENERGY CORP 88 SHS	2010-07-07	2011-04-12	5650	3690	1960	1960
BTU - PEABODY ENERGY CORP 78 SHS	2010-07-07	2011-05-13	4602	3271	1331	1331
BTU - PEABODY ENERGY CORP 17 SHS	2010-07-07	2011-06-07	977	713	264	264
BTU - PEABODY ENERGY CORP 54 SHS	2010-08-02	2011-06-07	3103	2565	538	538
BTU - PEABODY ENERGY CORP 117 SHS	2010-08-02	2011-06-10	6503	5556	947	947
BTU - PEABODY ENERGY CORP 6 SHS	2010-08-02	2011-08-24	257	285	-28	-28
BTU - PEABODY ENERGY CORP 80 SHS	2010-09-02	2011-08-24	3428	3610	-182	-182
BTU - PEABODY ENERGY CORP 75 SHS	2010-12-02	2011-08-24	3213	4704	-1491	-1491
C - CITIGROUP INC NEW 0.5 SHS	2011-05-06	2011-05-06	22		22	22
C - CITIGROUP INC NEW 153 SHS	2011-01-03	2011-08-08	4148	7406	-3258	-3258
C - CITIGROUP INC NEW 40.961 SHS	2011-01-03	2011-11-18	1077	1983	-906	-906
C - CITIGROUP INC NEW 90.588 SHS	2011-01-05	2011-11-18	2382	4497	-2115	-2115
C - CITIGROUP INC NEW 120.451 SHS	2011-03-09	2011-11-18	3167	5600	-2433	-2433
C - CITIGROUP INC NEW 2 SHS	1920-10-18	2011-11-18	53	59	-6	-6
COF - CAPITAL ONE FINL CORP 88 SHS	2009-11-25	2011-08-08	3215	3408	-193	-193
COF - CAPITAL ONE FINL CORP 47 SHS	2009-11-25	2011-11-18	1961	1820	141	141
COF - CAPITAL ONE FINL CORP 91 SHS	2010-06-22	2011-11-18	3796	4067	-271	-271
COF - CAPITAL ONE FINL CORP 58 SHS	2001-04-26	2011-11-18	2420	3163	-743	-743
COH - COACH INC 35 SHS	2001-09-30	2011-11-18	2138	1865	273	273
COP - CONOCOPHILLIPS 112 SHS	2011-01-04	2011-05-03	8269	7597	672	672
COP - CONOCOPHILLIPS 25 SHS	2011-01-04	2011-05-12	1784	1696	88	88
COP - CONOCOPHILLIPS 31 SHS	2011-02-07	2011-05-12	2212	2245	-33	-33
COP - CONOCOPHILLIPS 30 SHS	2011-02-07	2011-08-08	1882	2173	-291	-291
COP - CONOCOPHILLIPS 39 SHS	2001-03-23	2011-08-08	2446	3040	-594	-594
COP - CONOCOPHILLIPS 62 SHS	2001-03-23	2011-08-09	3936	4833	-897	-897
CRM - SALESFORCE.COM 67 SHS	2009-12-23	2011-02-22	9130	4870	4260	4260
CSCO - CISCO SYS INC 240 SHS	2001-10-06	2011-11-18	4448	3960	488	488
CSCO - CISCO SYS INC 50 SHS	1920-10-10	2011-11-18	927	853	74	74
CSCO - CISCO SYS INC 124 SHS	1920-10-10	2011-12-21	2216	2115	101	101
CSX - CSX CORP 407 SHS	2001-01-13	2011-08-24	8348	9388	-1040	-1040
CSX - CSX CORP 4 SHS	2001-01-13	2011-09-22	73	92	-19	-19
CSX - CSX CORP 387 SHS	2001-01-26	2011-09-22	7039	9131	-2092	-2092
CVS - CVS CAREMARK CORP 240 SHS	2011-06-02	2011-11-18	9174	9249	-75	-75
CVS - CVS CAREMARK CORP 23 SHS	2001-08-24	2011-11-18	879	791	88	88
CVX - CHEVRON CORPORATION 45 SHS	2001-04-18	2011-08-08	4130	4672	-542	-542
CVX - CHEVRON CORPORATION 43 SHS	2001-04-18	2011-08-09	3966	4465	-499	-499
DD - DU PNT EI DE NEMOURS &CO 88 SHS	2010-03-24	2011-02-23	4694	3360	1334	1334
DD - DU PNT EI DE NEMOURS &CO 89 SHS	2010-04-26	2011-02-23	4747	3624	1123	1123
DD - DU PNT EI DE NEMOURS &CO 83 SHS	2010-04-26	2011-05-13	4392	3380	1012	1012
DD - DU PNT EI DE NEMOURS &CO 65 SHS	2010-04-26	2011-09-23	2638	2647	-9	-9
DD - DU PNT EI DE NEMOURS &CO 56 SHS	2010-08-05	2011-09-23	2272	2358	-86	-86
DD - DU PNT EI DE NEMOURS &CO 83 SHS	2010-08-05	2011-11-18	3854	3494	360	360
DD - DU PNT EI DE NEMOURS &CO 2 SHS	2010-09-16	2011-11-18	93	87	6	6
DE - DEERE & CO 120 SHS	2010-11-11	2011-02-23	10471	9448	1023	1023
DIRECTV CLASS A COM 124 SHS	2009-11-11	2011-01-05	5107	3660	1447	1447
DIRECTV CLASS A COM 35 SHS	2009-11-11	2011-11-18	1639	1033	606	606
DIRECTV CLASS A COM 116 SHS	2009-11-25	2011-11-18	5433	3706	1727	1727
DIRECTV CLASS A COM 118 SHS	2009-12-04	2011-11-18	5526	3856	1670	1670
DIRECTV CLASS A COM 18 SHS	2009-12-04	2011-12-19	758	588	170	170
DIRECTV CLASS A COM 11 SHS	2009-12-11	2011-12-19	463	363	100	100
DIS - DISNEY WALT COMPANY 150 SHS	2009-03-11	2011-08-05	5369	2479	2890	2890
DIS - DISNEY WALT COMPANY 89 SHS	2009-11-04	2011-08-05	3186	2528	658	658
DIS - DISNEY WALT COMPANY 35 SHS	2009-11-04	2011-10-03	1018	994	24	24
DIS - DISNEY WALT COMPANY 68 SHS	2010-03-10	2011-10-03	1977	2277	-300	-300
DIS - DISNEY WALT COMPANY 122 SHS	2010-03-10	2011-11-18	4345	4084	261	261
DOW - DOW CHEMICAL COMPANY 134 SHS	2009-09-09	2011-02-23	4790	3050	1740	1740
DOW - DOW CHEMICAL COMPANY 90 SHS	2009-10-19	2011-02-23	3217	2430	787	787
DOW - DOW CHEMICAL COMPANY 102 SHS	2009-10-19	2011-09-06	2615	2754	-139	-139
DOW - DOW CHEMICAL COMPANY 31 SHS	2010-05-03	2011-09-06	795	970	-175	-175
DOW - DOW CHEMICAL COMPANY 121 SHS	2010-05-03	2011-09-21	3195	3784	-589	-589
EMC - EMC CORP 325 SHS	2001-04-21	2011-08-18	6501	9222	-2721	-2721
EMC - EMC CORP 180 SHS	2001-04-21	2011-11-18	4162	5108	-946	-946
EMC - EMC CORP 110 SHS	2001-05-12	2011-11-18	2544	3051	-507	-507
ENSCO PLC SPON ADR 87 SHS	2001-09-28	2011-11-18	4353	3838	515	515
EXPRESS SCRIPTS INC 23 SHS	2009-04-28	2011-04-04	1316	703	613	613
EXPRESS SCRIPTS INC 128 SHS	2009-04-30	2011-04-04	7322	4144	3178	3178
EXPRESS SCRIPTS INC 12 SHS	2009-07-23	2011-04-04	686	420	266	266
EXPRESS SCRIPTS INC 108 SHS	2009-07-23	2011-10-06	4300	3777	523	523
EXPRESS SCRIPTS INC 90 SHS	2009-07-30	2011-10-06	3583	3297	286	286
EXPRESS SCRIPTS INC 8 SHS	2010-07-13	2011-10-06	319	387	-68	-68
EXPRESS SCRIPTS INC 87 SHS	2010-07-13	2011-11-18	3844	4212	-368	-368
FCX - FRPRT-MCMRN CPPR & GLD B 90 SHS	2010-10-13	2011-01-25	9479	8926	553	553
FCX - FRPRT-MCMRN CPPR & GLD B 4 SHS	2010-10-19	2011-01-25	421	375	46	46
FCX - FRPRT-MCMRN CPPR & GLD B 88 SHS	2010-10-19	2011-04-15	4552	4129	423	423
FCX - FRPRT-MCMRN CPPR & GLD B 34 SHS	2010-10-21	2011-04-15	1759	1618	141	141
FCX - FRPRT-MCMRN CPPR & GLD B 62 SHS	2010-10-21	2011-06-15	3059	2951	108	108
FCX - FRPRT-MCMRN CPPR & GLD B 70 SHS	2010-12-02	2011-06-15	3454	3768	-314	-314
FCX - FRPRT-MCMRN CPPR & GLD B 48 SHS	2010-12-08	2011-06-15	2368	2605	-237	-237
F - FORD MOTOR COMPANY 392 SHS	2010-02-26	2011-04-12	5843	4575	1268	1268
F - FORD MOTOR COMPANY 384 SHS	2010-03-01	2011-04-12	5724	4712	1012	1012
F - FORD MOTOR COMPANY 56 SHS	2010-03-05	2011-04-12	835	722	113	113
F - FORD MOTOR COMPANY 222 SHS	2010-03-05	2011-08-04	2421	2864	-443	-443
F - FORD MOTOR COMPANY 283 SHS	2010-03-29	2011-08-04	3086	3818	-732	-732
F - FORD MOTOR COMPANY 372 SHS	2010-04-21	2011-08-04	4056	5246	-1190	-1190
F - FORD MOTOR COMPANY 77 SHS	2010-11-26	2011-08-04	840	1244	-404	-404
GM - GENERAL MOTORS CO 243 SHS	2001-01-11	2011-06-02	7196	9457	-2261	-2261
GM - GENERAL MOTORS CO 127 SHS	2011-04-04	2011-06-02	3761	4118	-357	-357
GM - GENERAL MOTORS CO 126 SHS	1920-10-21	2011-11-18	2740	3030	-290	-290
GOODRICH CORP 102 SHS	2011-02-03	2011-04-11	8597	9396	-799	-799
GOOG - GOOGLE INC CL A 18 SHS	2009-11-25	2011-04-05	10285	10539	-254	-254
GOOG - GOOGLE INC CL A 13 SHS	2009-11-25	2011-04-18	6783	7612	-829	-829
GOOG - GOOGLE INC CL A 1 SHS	2009-11-25	2011-06-20	485	586	-101	-101
GOOG - GOOGLE INC CL A 8 SHS	2010-06-03	2011-06-20	3882	4063	-181	-181
GOOG - GOOGLE INC CL A 9 SHS	2010-06-03	2011-11-18	5373	4570	803	803
GOOG - GOOGLE INC CL A 9 SHS	2010-07-13	2011-11-18	5373	4371	1002	1002
GOOG - GOOGLE INC CL A 8 SHS	2010-07-23	2011-11-18	4776	3911	865	865
GOOG - GOOGLE INC CL A 6 SHS	2010-09-20	2011-11-18	3582	3043	539	539
GS - GOLDMAN SACHS GROUP INC 48 SHS	2010-07-29	2011-02-09	7942	7258	684	684
GS - GOLDMAN SACHS GROUP INC 10 SHS	2010-07-29	2011-05-13	1403	1512	-109	-109
GS - GOLDMAN SACHS GROUP INC 27 SHS	2010-08-02	2011-05-13	3788	4122	-334	-334
GS - GOLDMAN SACHS GROUP INC 1 SHS	2010-09-10	2011-05-13	140	150	-10	-10
GS - GOLDMAN SACHS GROUP INC 27 SHS	2010-09-10	2011-08-08	3060	4036	-976	-976
GS - GOLDMAN SACHS GROUP INC 5 SHS	2010-10-20	2011-08-08	567	788	-221	-221
GS - GOLDMAN SACHS GROUP INC 25 SHS	2010-10-20	2011-09-02	2664	3941	-1277	-1277
GS - GOLDMAN SACHS GROUP INC 25 SHS	2010-12-08	2011-09-02	2664	4135	-1471	-1471
GS - GOLDMAN SACHS GROUP INC 28 SHS	2010-12-09	2011-09-02	2984	4664	-1680	-1680
GS - GOLDMAN SACHS GROUP INC 23 SHS	2010-12-22	2011-09-02	2451	3896	-1445	-1445
HAL - HALLIBURTON COMPANY 109 SHS	2010-12-22	2011-09-21	3919	4399	-480	-480
HAL - HALLIBURTON COMPANY 89 SHS	2010-12-22	2011-09-21	3316	3592	-276	-276
HAL - HALLIBURTON COMPANY 30 SHS	2010-12-22	2011-11-18	1086	1211	-125	-125
HAL - HALLIBURTON COMPANY 151 SHS	2001-04-25	2011-11-18	5465	7622	-2157	-2157
HAL - HALLIBURTON COMPANY 45 SHS	2001-04-25	2011-11-23	1445	2271	-826	-826
HAL - HALLIBURTON COMPANY 39 SHS	2001-08-15	2011-11-23	1252	1838	-586	-586
HAL - HALLIBURTON COMPANY 21 SHS	2001-08-15	2011-12-14	647	990	-343	-343
HD - HOME DEPOT INC 156 SHS	1920-10-18	2011-11-18	5876	5617	259	259
HOT - STARWOOD HOTELS & RES 169 SHS	2010-05-13	2011-08-04	8200	8963	-763	-763
HOT - STARWOOD HOTELS & RES 82 SHS	2011-02-04	2011-08-04	3979	4981	-1002	-1002
HPQ - HEWLETT-PACKARD COMPANY 48 SHS	2008-11-26	2011-01-10	2147	1663	484	484
HPQ - HEWLETT-PACKARD COMPANY 62 SHS	2009-11-25	2011-01-10	2773	3102	-329	-329
HPQ - HEWLETT-PACKARD COMPANY 192 SHS	2009-11-25	2011-05-17	7028	9606	-2578	-2578
HPQ - HEWLETT-PACKARD COMPANY 119 SHS	2009-12-18	2011-05-17	4356	6115	-1759	-1759
IBM - INTL BUSINESS MACH CORP 72 SHS	2009-11-25	2011-10-18	12719	9165	3554	3554
IBM - INTL BUSINESS MACH CORP 74 SHS	2009-11-25	2011-11-18	13740	9420	4320	4320
IBM - INTL BUSINESS MACH CORP 14 SHS	2009-11-25	2011-12-22	2553	1782	771	771
INTC - INTEL CORP 204 SHS	2001-09-27	2011-11-17	4957	4675	282	282
INTC - INTEL CORP 141 SHS	2001-09-27	2011-11-18	3431	3231	200	200
JNJ - JOHNSON & JOHNSON 166 SHS	2011-05-03	2011-10-19	10421	11000	-579	-579
JNJ - JOHNSON & JOHNSON 53 SHS	2011-05-03	2011-11-18	3384	3512	-128	-128
JNJ - JOHNSON & JOHNSON 30 SHS	2001-05-12	2011-11-18	1915	2020	-105	-105
JNPR - JUNIPER NETWORK INC 239 SHS	2001-05-13	2011-09-16	4793	9555	-4762	-4762
JPM - JPMORGAN CHASE & CO 126 SHS	2010-04-14	2011-05-13	5426	6027	-601	-601
JPM - JPMORGAN CHASE & CO 19 SHS	2010-04-15	2011-05-13	818	915	-97	-97
JPM - JPMORGAN CHASE & CO 216 SHS	2010-04-15	2011-11-18	6623	10402	-3779	-3779
JPM - JPMORGAN CHASE & CO 55 SHS	2010-08-05	2011-11-18	1687	2258	-571	-571
KRAFT FOODS INC CL A 102 SHS	2011-09-07	2011-11-18	3556	3529	27	27
LVS - LAS VEGAS SANDS CORP 58 SHS	2010-09-22	2011-02-07	2683	1853	830	830
LVS - LAS VEGAS SANDS CORP 105 SHS	2010-09-22	2011-03-01	4614	3354	1260	1260
LVS - LAS VEGAS SANDS CORP 89 SHS	2010-09-22	2011-03-08	3751	2843	908	908
LVS - LAS VEGAS SANDS CORP 115 SHS	2010-10-28	2011-03-08	4847	5127	-280	-280
MA - MASTERCARD INC CL A 21 SHS	2001-09-15	2011-11-18	7568	7295	273	273
MCD - MCDONALDS CORP 97 SHS	2010-08-12	2011-02-07	7131	6988	143	143
MCD - MCDONALDS CORP 9 SHS	2010-08-12	2011-11-18	835	648	187	187
MCD - MCDONALDS CORP 51 SHS	2010-09-07	2011-11-18	4731	3871	860	860
MCD - MCDONALDS CORP 17 SHS	2010-12-08	2011-11-18	1577	1332	245	245
MET - METLIFE INC 128 SHS	2010-08-03	2011-09-06	3776	5438	-1662	-1662
MET - METLIFE INC 76 SHS	2010-08-03	2011-11-18	2342	3229	-887	-887
MET - METLIFE INC 188 SHS	2010-09-14	2011-11-18	5793	7671	-1878	-1878
MMM - 3M CO 46 SHS	2009-12-14	2011-01-05	4009	3768	241	241
MMM - 3M CO 64 SHS	2010-03-10	2011-01-05	5578	5236	342	342
MMM - 3M CO 48 SHS	2010-07-26	2011-01-05	4184	4180	4	4
MON - MONSANTO CO NEW 24 SHS	1920-11-15	2011-11-18	1715	1800	-85	-85
MRK - MERCK & CO INC NEW 215 SHS	2010-06-15	2011-01-03	7852	7723	129	129
MRK - MERCK & CO INC NEW 104 SHS	2010-07-12	2011-01-03	3798	3754	44	44
MRK - MERCK & CO INC NEW 238 SHS	2010-07-16	2011-01-03	8692	8655	37	37
MSFT - MICROSOFT CORP 357 SHS	2011-07-08	2011-11-18	9062	9552	-490	-490
MSFT - MICROSOFT CORP 73 SHS	2001-07-19	2011-11-18	1853	1997	-144	-144
NKE - NIKE INC CLASS B 19 SHS	1920-11-10	2011-11-18	1758	1787	-29	-29
NTAP - NETAPP INC 143 SHS	2010-11-08	2011-08-01	6577	7979	-1402	-1402
NTAP - NETAPP INC 29 SHS	2010-11-08	2011-08-18	971	1618	-647	-647
NTAP - NETAPP INC 85 SHS	2010-12-02	2011-08-18	2846	4571	-1725	-1725
NTAP - NETAPP INC 79 SHS	2001-04-25	2011-08-18	2645	4129	-1484	-1484
NWSA - NEWS CORP INC-CL A 567 SHS	2001-07-21	2011-11-18	9341	9374	-33	-33
ORCL - ORACLE CORP 370 SHS	2009-09-09	2011-08-18	9251	8317	934	934
ORCL - ORACLE CORP 26 SHS	2009-11-17	2011-08-18	650	590	60	60
ORCL - ORACLE CORP 202 SHS	2009-11-17	2011-11-18	6198	4583	1615	1615
ORCL - ORACLE CORP 94 SHS	2009-11-25	2011-11-18	2884	2126	758	758
ORCL - ORACLE CORP 105 SHS	2009-11-25	2011-12-16	3131	2375	756	756
OXY - OCCIDENTAL PETE CORP 52 SHS	2009-03-30	2011-04-04	5407	2937	2470	2470
OXY - OCCIDENTAL PETE CORP 41 SHS	2009-05-06	2011-04-04	4263	2593	1670	1670
OXY - OCCIDENTAL PETE CORP 64 SHS	2009-05-06	2011-04-05	6614	4047	2567	2567
OXY - OCCIDENTAL PETE CORP 38 SHS	2009-05-06	2011-04-12	3686	2403	1283	1283
OXY - OCCIDENTAL PETE CORP 33 SHS	2009-11-04	2011-04-12	3201	2673	528	528
OXY - OCCIDENTAL PETE CORP 22 SHS	2009-11-04	2011-04-12	2134	1785	349	349
PCP - PRECISION CASTPARTS CORP 22 SHS	2009-11-20	2011-11-18	3510	2265	1245	1245
PCP - PRECISION CASTPARTS CORP 17 SHS	2009-12-04	2011-11-18	2713	1874	839	839
PFE - PFIZER INCORPORATED 342 SHS	2001-03-15	2011-11-18	6698	6747	-49	-49
PG - PROCTER & GAMBLE CO 75 SHS	2001-05-13	2011-11-15	4768	5022	-254	-254
PG - PROCTER & GAMBLE CO 30 SHS	2001-05-13	2011-11-18	1901	2009	-108	-108
PM - PHILIP MORRIS INTL INC 95 SHS	2010-08-09	2011-01-05	5563	4988	575	575
PM - PHILIP MORRIS INTL INC 40 SHS	2010-08-09	2011-01-10	2264	2100	164	164
PM - PHILIP MORRIS INTL INC 19 SHS	2010-08-09	2011-01-12	1072	998	74	74
PM - PHILIP MORRIS INTL INC 68 SHS	2010-09-20	2011-01-12	3836	3777	59	59
PM - PHILIP MORRIS INTL INC 79 SHS	2010-10-15	2011-01-12	4456	4619	-163	-163
PM - PHILIP MORRIS INTL INC 82 SHS	2001-08-24	2011-11-18	5986	5726	260	260
PNC - PNC FINANCIAL SERVICES 71 SHS	1920-10-19	2011-11-18	3747	3689	58	58
QCOM - QUALCOMM INC 107 SHS	2011-01-05	2011-08-29	5370	5569	-199	-199
QCOM - QUALCOMM INC 76 SHS	2011-01-05	2011-11-18	4233	3956	277	277
QCOM - QUALCOMM INC 89 SHS	2001-01-27	2011-11-18	4957	4881	76	76
QCOM - QUALCOMM INC 9 SHS	2001-04-14	2011-11-18	501	470	31	31
RHT - RED HAT INC 162 SHS	2010-10-26	2011-06-20	6798	6684	114	114
RHT - RED HAT INC 44 SHS	2010-10-26	2011-08-01	1796	1815	-19	-19
RHT - RED HAT INC 104 SHS	2010-12-02	2011-08-01	4244	4880	-636	-636
RHT - RED HAT INC 67 SHS	2010-12-09	2011-08-01	2734	3198	-464	-464
RIG - TRANSOCEAN LTD 28 SHS	1920-10-24	2011-11-18	1343	1548	-205	-205
RIG - TRANSOCEAN LTD 48 SHS	1920-10-24	2011-12-14	1924	2653	-729	-729
RIO - RIO TINTO PLC 125 SHS	2011-02-09	2011-05-04	8619	9567	-948	-948
SLB - SCHLUMBERGER LTD 61 SHS	2010-04-30	2011-09-21	4149	4395	-246	-246
SLB - SCHLUMBERGER LTD 61 SHS	2010-04-30	2011-09-21	4149	4395	-246	-246
SLB - SCHLUMBERGER LTD 61 SHS	2010-04-30	2011-09-21	4149	4395	-246	-246
SLB - SCHLUMBERGER LTD 61 SHS	2010-04-30	2011-09-21	4149	4395	-246	-246
STJ - ST JUDE MEDICAL INC 76 SHS	2011-04-05	2011-09-19	3223	4001	-778	-778
STJ - ST JUDE MEDICAL INC 94 SHS	2011-04-05	2011-09-22	3630	4948	-1318	-1318
STJ - ST JUDE MEDICAL INC 13 SHS	2011-04-05	2011-09-23	492	684	-192	-192
STJ - ST JUDE MEDICAL INC 85 SHS	2011-05-03	2011-09-23	3214	4555	-1341	-1341
T - AT & T INC 443 SHS	2010-09-09	2011-01-10	12483	12342	141	141
TEVA - TEVA PHARMACEUTICAL ADR 2 SHS	2010-03-22	2011-02-08	104	128	-24	-24
TEVA - TEVA PHARMACEUTICAL ADR 95 SHS	2010-09-08	2011-02-08	4938	5155	-217	-217
TEVA - TEVA PHARMACEUTICAL ADR 78 SHS	2010-09-22	2011-02-08	4055	4303	-248	-248
TGT - TARGET CORP 154 SHS	2010-12-22	2011-02-02	8221	9314	-1093	-1093
UNH - UNITEDHEALTH GROUP 89 SHS	2011-05-04	2011-10-13	4072	4385	-313	-313
UNH - UNITEDHEALTH GROUP 104 SHS	2011-05-04	2011-10-18	4640	5124	-484	-484
UNH - UNITEDHEALTH GROUP 4 SHS	2011-06-02	2011-10-18	178	197	-19	-19
UNH - UNITEDHEALTH GROUP 70 SHS	2011-06-02	2011-11-18	3120	3453	-333	-333
UNP - UNION PACIFIC CORP 93 SHS	2009-03-24	2011-08-01	9345	3868	5477	5477
UNP - UNION PACIFIC CORP 61 SHS	2009-08-04	2011-11-18	6240	3695	2545	2545
UNP - UNION PACIFIC CORP 31 SHS	2009-11-25	2011-11-18	3171	1998	1173	1173
UPS - UNITED PARCEL SERVICE-B 54 SHS	2010-04-28	2011-08-01	3633	3657	-24	-24
UPS - UNITED PARCEL SERVICE-B 52 SHS	2010-06-21	2011-08-01	3498	3245	253	253
UPS - UNITED PARCEL SERVICE-B 16 SHS	2010-06-21	2011-08-08	1002	999	3	3
UPS - UNITED PARCEL SERVICE-B 57 SHS	2010-09-22	2011-08-08	3569	3856	-287	-287
UPS - UNITED PARCEL SERVICE-B 63 SHS	2010-09-22	2011-09-23	3862	4262	-400	-400
UPS - UNITED PARCEL SERVICE-B 4 SHS	2010-10-05	2011-09-23	245	273	-28	-28
UPS - UNITED PARCEL SERVICE-B 57 SHS	2010-10-05	2011-11-18	3949	3887	62	62
UTX - UNITED TECHNOLOGIES CORP 100 SHS	2008-10-20	2011-11-18	7620	5023	2597	2597
UTX - UNITED TECHNOLOGIES CORP 34 SHS	2008-11-05	2011-11-18	2591	1891	700	700
UTX - UNITED TECHNOLOGIES CORP 27 SHS	2008-11-10	2011-11-18	2057	1431	626	626
UTX - UNITED TECHNOLOGIES CORP 32 SHS	2008-11-10	2011-11-23	2285	1696	589	589
UTX - UNITED TECHNOLOGIES CORP 29 SHS	2008-11-10	2011-12-13	2182	1537	645	645
VALE - VALE S A ADR 122 SHS	2010-04-27	2011-04-06	4106	3749	357	357
VALE - VALE S A ADR 206 SHS	2010-06-21	2011-04-06	6932	5736	1196	1196
VIAB - VIACOM INC CL B 75 SHS	2011-05-05	2011-10-03	2755	3770	-1015	-1015
VIAB - VIACOM INC CL B 94 SHS	2011-05-05	2011-11-18	4213	4725	-512	-512
WFC - WELLS FARGO COMPANY 285 SHS	2010-12-10	2011-04-14	8595	8682	-87	-87
WFC - WELLS FARGO COMPANY 17 SHS	2010-12-10	2011-04-21	486	518	-32	-32
WFC - WELLS FARGO COMPANY 146 SHS	2010-12-22	2011-04-21	4175	4598	-423	-423
WFC - WELLS FARGO COMPANY 143 SHS	2011-02-09	2011-04-21	4089	4748	-659	-659
WLP - WELLPOINT INC 74 SHS	2001-03-16	2011-10-18	4722	4977	-255	-255
WLP - WELLPOINT INC 62 SHS	2001-03-16	2011-11-18	4243	4170	73	73
WLP - WELLPOINT INC 22 SHS	2001-04-13	2011-11-18	1506	1522	-16	-16
XOM - EXXON MOBIL CORP 111 SHS	2001-02-23	2011-11-18	8655	9719	-1064	-1064
XOM - EXXON MOBIL CORP 47 SHS	2011-04-04	2011-11-18	3665	3979	-314	-314
ABX - BARRICK GOLD CORP 82 SHS	2009-12-04	2011-01-06	4041	3464	577	577
ABX - BARRICK GOLD CORP 32 SHS	2009-12-04	2011-03-02	1721	1352	369	369
ABX - BARRICK GOLD CORP 40 SHS	2010-06-21	2011-03-02	2151	1788	363	363
ABX - BARRICK GOLD CORP 37 SHS	2010-09-30	2011-03-02	1990	1698	292	292
ADBE - ADOBE SYSTEMS INC 160 SHS	2011-01-18	2011-03-02	5517	5461	56	56
ADM - ARCHER DANIELS MIDLAND C 107 SHS	2009-12-08	2011-03-02	3915	3300	615	615
ADM - ARCHER DANIELS MIDLAND C 106 SHS	2009-12-11	2011-03-02	3879	3240	639	639
ADM - ARCHER DANIELS MIDLAND C 111 SHS	2009-12-14	2011-03-02	4062	3352	710	710
AET - AETNA INC 117 SHS	2011-03-02	2011-09-19	4789	4388	401	401
AIG - AMERICAN INTL GROUP INC 255 SHS	2011-03-21	2011-04-25	8034	9338	-1304	-1304
AIG - AMERICAN INTL GROUP INC 375 SHS	2011-03-21	2011-08-01	10686	13732	-3046	-3046
AMGN - AMGEN INC 24 SHS	2008-11-06	2011-02-16	1278	1374	-96	-96
AMGN - AMGEN INC 28 SHS	2009-03-13	2011-02-16	1491	1402	89	89
AMGN - AMGEN INC 63 SHS	2009-07-10	2011-02-16	3356	3689	-333	-333
AMGN - AMGEN INC 29 SHS	2009-07-10	2011-02-17	1530	1698	-168	-168
AMGN - AMGEN INC 32 SHS	2009-07-20	2011-02-17	1688	1862	-174	-174
AMGN - AMGEN INC 15 SHS	2009-09-09	2011-02-17	791	884	-93	-93
AMGN - AMGEN INC 17 SHS	2010-04-21	2011-02-17	897	992	-95	-95
AMGN - AMGEN INC 46 SHS	2010-04-21	2011-03-02	2383	2685	-302	-302
AMGN - AMGEN INC 18 SHS	2010-09-30	2011-03-02	933	988	-55	-55
APA - APACHE CORP COMMON 51 SHS	2010-06-01	2011-03-02	6106	4518	1588	1588
APA - APACHE CORP COMMON 30 SHS	2010-11-10	2011-03-02	3592	3293	299	299
APA - APACHE CORP COMMON 21 SHS	2011-01-13	2011-03-02	2514	2619	-105	-105
APC - ANADARKO PETROLEUM CORP 111 SHS	2010-06-23	2011-03-02	8877	4508	4369	4369
APC - ANADARKO PETROLEUM CORP 77 SHS	2011-02-16	2011-03-02	6158	5982	176	176
BAC - BANK OF AMERICA CORP 871 SHS	2010-11-29	2011-03-02	12187	9822	2365	2365
BAC - BANK OF AMERICA CORP 640 SHS	2011-01-05	2011-03-02	8955	9262	-307	-307
BK - BANK NEW YORK MELLON 347 SHS	2008-07-21	2011-01-05	11001	12354	-1353	-1353
BK - BANK NEW YORK MELLON 21 SHS	2008-09-23	2011-01-05	666	689	-23	-23
BK - BANK NEW YORK MELLON 227 SHS	2008-09-23	2011-03-02	6856	7447	-591	-591
BK - BANK NEW YORK MELLON 35 SHS	2010-04-14	2011-03-02	1057	1123	-66	-66
BMY - BRISTOL MYERS SQUIBB 153 SHS	2011-03-02	2011-09-26	4744	3918	826	826
CAT - CATERPILLAR INC 203 SHS	2010-12-16	2011-03-02	20452	18907	1545	1545
CB - CHUBB CORP 164 SHS	2011-08-01	2011-08-15	10030	10170	-140	-140
CBS - CBS CORP CL B 186 SHS	2011-03-02	2011-07-25	5426	4363	1063	1063
C - CITIGROUP INC NEW 0.2 SHS	2011-05-06	2011-05-06	9		9	9
C - CITIGROUP INC NEW 112.964 SHS	2010-01-27	2011-05-16	4680	3609	1071	1071
C - CITIGROUP INC NEW 45.485 SHS	2010-02-19	2011-05-16	1884	1565	319	319
C - CITIGROUP INC NEW 44.586 SHS	2010-03-29	2011-05-16	1847	1936	-89	-89
C - CITIGROUP INC NEW 59.281 SHS	2010-03-31	2011-05-16	2456	2414	42	42
C - CITIGROUP INC NEW 40.887 SHS	2010-04-14	2011-05-16	1694	1963	-269	-269
C - CITIGROUP INC NEW 9.797 SHS	2010-05-10	2011-05-16	406	415	-9	-9
C - CITIGROUP INC NEW 38 SHS	2010-08-31	2011-05-16	1574	1387	187	187
C - CITIGROUP INC NEW 17.482 SHS	2010-08-31	2011-07-18	651	638	13	13
C - CITIGROUP INC NEW 39.287 SHS	2010-09-23	2011-07-18	1464	1509	-45	-45
C - CITIGROUP INC NEW 216.231 SHS	2011-03-02	2011-07-18	8058	9946	-1888	-1888
CCL - CARNIVAL CORP 252 SHS	2010-12-16	2011-03-02	10229	10727	-498	-498
CI - CIGNA CORPORATION 135 SHS	2010-08-16	2011-03-02	5676	4452	1224	1224
CI - CIGNA CORPORATION 49 SHS	2010-09-13	2011-03-02	2060	1729	331	331
CI - CIGNA CORPORATION 56 SHS	2010-11-05	2011-03-02	2354	2081	273	273
CL - COLGATE PALMOLIVE CO 119 SHS	2010-08-23	2011-03-02	9234	9030	204	204
CLF - CLIFFS NATURAL RESOURCES 121 SHS	2010-12-16	2011-03-02	11481	9133	2348	2348
CMCSA - COMCAST CORP NEW CL A 410 SHS	2010-01-12	2011-03-02	10362	6822	3540	3540
CMCSA - COMCAST CORP NEW CL A 107 SHS	2010-05-21	2011-03-02	2704	1805	899	899
CMCSA - COMCAST CORP NEW CL A 94 SHS	2010-06-29	2011-03-02	2376	1650	726	726
CMCSA - COMCAST CORP NEW CL A 161 SHS	2010-10-04	2011-03-02	4069	2829	1240	1240
CNI - CANADIAN NATL RY CO F 43 SHS	2009-07-10	2011-01-26	2955	1656	1299	1299
CNI - CANADIAN NATL RY CO F 43 SHS	2009-08-21	2011-01-26	2955	2122	833	833
COVIDIEN PLC SHS 28 SHS	2008-04-14	2011-03-02	1444	1266	178	178
COVIDIEN PLC SHS 124 SHS	2008-04-24	2011-03-02	6395	5867	528	528
COVIDIEN PLC SHS 55 SHS	2008-08-07	2011-03-02	2836	2867	-31	-31
CSC - COMPUTER SCIENCES CORP 184 SHS	2011-03-02	2011-06-06	7004	8693	-1689	-1689
CTL - CENTURYLINK INC 0.952 SHS	2011-03-02	2011-04-01	39	38	1	1
CTL - CENTURYLINK INC 445 SHS	2011-03-02	2011-04-04	17998	17971	27	27
CVX - CHEVRON CORPORATION 224 SHS	2010-12-16	2011-03-02	22983	19977	3006	3006
DAL - DELTA AIR LINES INC NEW 803 SHS	2008-12-19	2011-01-03	10287	8643	1644	1644
DAL - DELTA AIR LINES INC NEW 179 SHS	2008-12-19	2011-03-02	1894	1927	-33	-33
DAL - DELTA AIR LINES INC NEW 642 SHS	2009-01-09	2011-03-02	6795	7675	-880	-880
DIS - DISNEY WALT COMPANY 138 SHS	2011-01-27	2011-03-02	5997	5457	540	540
DIS - DISNEY WALT COMPANY 122 SHS	2011-02-14	2011-03-02	5301	5273	28	28
DIS - DISNEY WALT COMPANY 69 SHS	2011-02-24	2011-03-02	2998	2880	118	118
DOW - DOW CHEMICAL COMPANY 528 SHS	2010-12-16	2011-03-02	19334	18145	1189	1189
DTE - DTE ENERGY CO 283 SHS	2011-03-02	2011-03-14	13659	13190	469	469
DVN - DEVON ENERGY CORP 103 SHS	2010-11-15	2011-03-02	9072	7459	1613	1613
EIX - EDISON INTL 195 SHS	2011-03-02	2011-03-14	7189	7259	-70	-70
EL PASO CORPORATION 279 SHS	2009-01-09	2011-03-02	5090	2369	2721	2721
EL PASO CORPORATION 304 SHS	2009-11-19	2011-03-02	5546	2932	2614	2614
EL PASO CORPORATION 171 SHS	2009-12-03	2011-03-02	3120	1640	1480	1480
EMC - EMC CORP 204 SHS	2010-03-16	2011-03-02	5427	3830	1597	1597
EMC - EMC CORP 115 SHS	2010-03-29	2011-03-02	3059	2072	987	987
EMC - EMC CORP 134 SHS	2010-12-14	2011-03-02	3565	3047	518	518
EMR - EMERSON ELECTRIC CO 91 SHS	2009-07-31	2011-03-02	5354	3333	2021	2021
EMR - EMERSON ELECTRIC CO 93 SHS	2011-01-03	2011-03-02	5471	5350	121	121
EMR - EMERSON ELECTRIC CO 45 SHS	2011-02-09	2011-03-02	2647	2747	-100	-100
ETN - EATON CORP 16 SHS	2008-07-02	2011-02-02	1734	1335	399	399
ETN - EATON CORP 31 SHS	2008-07-02	2011-02-28	3345	2587	758	758
ETN - EATON CORP 173 SHS	2008-07-02	2011-03-02	9354	7219	2135	2135
ETN - EATON CORP 173 SHS	2008-07-02	2011-04-07	9519	7219	2300	2300
F - FORD MOTOR COMPANY 1147 SHS	2010-12-16	2011-03-02	16911	19155	-2244	-2244
FITB - FIFTH THIRD BANCORP 1553 SHS	2011-03-02	2011-03-21	21728	21780	-52	-52
FLR - FLUOR CORP (NEW) 159 SHS	2011-05-09	2011-09-06	9033	11454	-2421	-2421
GE - GENERAL ELECTRIC COMPANY 104 SHS	2007-09-05	2011-09-06	1574	4021	-2447	-2447
GE - GENERAL ELECTRIC COMPANY 119 SHS	2008-12-02	2011-09-06	1801	2040	-239	-239
GE - GENERAL ELECTRIC COMPANY 205 SHS	2009-01-09	2011-09-06	3103	3282	-179	-179
GE - GENERAL ELECTRIC COMPANY 633 SHS	2011-03-02	2011-09-06	9582	12900	-3318	-3318
GLW - CORNING INC 546 SHS	2010-12-21	2011-03-02	12123	10369	1754	1754
GLW - CORNING INC 389 SHS	2011-03-07	2011-09-06	5374	8846	-3472	-3472
GS - GOLDMAN SACHS GROUP INC 99 SHS	2009-11-30	2011-03-02	16101	16601	-500	-500
GS - GOLDMAN SACHS GROUP INC 26 SHS	2010-07-28	2011-03-02	4229	3837	392	392
GS - GOLDMAN SACHS GROUP INC 8 SHS	2010-08-16	2011-03-02	1301	1184	117	117
GS - GOLDMAN SACHS GROUP INC 13 SHS	2010-09-01	2011-03-02	2114	1803	311	311
GS - GOLDMAN SACHS GROUP INC 6 SHS	2010-09-22	2011-03-02	976	898	78	78
HAL - HALLIBURTON COMPANY 59 SHS	2009-11-30	2011-02-17	2798	1720	1078	1078
HAL - HALLIBURTON COMPANY 236 SHS	2009-11-30	2011-03-02	10807	6879	3928	3928
HES - HESS CORPORATION 6 SHS	2009-04-01	2011-03-02	504	323	181	181
HES - HESS CORPORATION 90 SHS	2009-06-03	2011-03-02	7557	5319	2238	2238
HES - HESS CORPORATION 41 SHS	2010-09-07	2011-03-02	3442	2189	1253	1253
H - HYATT HOTELS CORP CL A 152 SHS	2010-02-03	2011-03-02	6883	4500	2383	2383
H - HYATT HOTELS CORP CL A 78 SHS	2010-07-01	2011-03-02	3532	2791	741	741
HON - HONEYWELL INTERNATIONAL 277 SHS	2011-03-02	2011-03-07	15618	15670	-52	-52
HPQ - HEWLETT-PACKARD COMPANY 117 SHS	2011-01-18	2011-03-02	5065	5423	-358	-358
HSNI - HSN INC 587 SHS	2011-02-24	2011-03-02	17854	18238	-384	-384
HTZ - HERTZ GLOBAL HLDGS INC 1647 SHS	2010-12-16	2011-03-02	24199	23415	784	784
INTC - INTEL CORP 40 SHS	2009-04-01	2011-05-09	914	610	304	304
INTC - INTEL CORP 106 SHS	2009-04-09	2011-05-09	2422	1699	723	723
INTC - INTEL CORP 172 SHS	2009-07-07	2011-05-09	3929	2885	1044	1044
INTC - INTEL CORP 150 SHS	2011-03-02	2011-05-09	3427	3218	209	209
INTC - INTEL CORP 327 SHS	2011-03-02	2011-09-26	7204	7016	188	188
JNJ - JOHNSON & JOHNSON 54 SHS	2009-08-05	2011-03-02	3273	3275	-2	-2
JNJ - JOHNSON & JOHNSON 56 SHS	2009-09-14	2011-03-02	3394	3381	13	13
JNJ - JOHNSON & JOHNSON 22 SHS	2009-09-22	2011-03-02	1333	1338	-5	-5
JNJ - JOHNSON & JOHNSON 25 SHS	2010-11-12	2011-03-02	1515	1594	-79	-79
JPM - JPMORGAN CHASE & CO 726 SHS	2009-11-30	2011-03-02	33018	30337	2681	2681
KEY - KEYCORP NEW 742 SHS	2010-01-12	2011-03-02	6681	4824	1857	1857
KEY - KEYCORP NEW 249 SHS	2010-04-09	2011-03-02	2242	2089	153	153
KEY - KEYCORP NEW 142 SHS	2010-07-01	2011-03-02	1279	1051	228	228
KEY - KEYCORP NEW 108 SHS	2010-09-07	2011-03-02	972	824	148	148
KEY - KEYCORP NEW 157 SHS	2010-10-20	2011-03-02	1414	1271	143	143
KR - KROGER COMPANY COMMON 94 SHS	2009-11-06	2011-02-07	2101	2186	-85	-85
LTD - LIMITED BRANDS INC 165 SHS	2011-03-02	2011-07-11	6547	5223	1324	1324
MAR - MARRIOTT INTL INC NEW 354 SHS	2010-12-16	2011-03-02	13585	14576	-991	-991
MCK - MCKESSON CORPORATION 71 SHS	2011-02-08	2011-03-02	5600	5537	63	63
MET - METLIFE INC 60 SHS	2009-06-29	2011-03-02	2642	1805	837	837
MET - METLIFE INC 56 SHS	2010-08-16	2011-03-02	2466	2156	310	310
MET - METLIFE INC 60 SHS	2010-11-05	2011-03-02	2642	2531	111	111
M - MACY'S INC 446 SHS	2011-03-02	2011-05-09	11607	10274	1333	1333
M - MACY'S INC 470 SHS	2011-03-02	2011-05-16	13231	10827	2404	2404
MPC - MARATHON PETROLEUM CORP 0.052 SHS	2009-10-21	2011-07-01	2	1	1	1
MPC - MARATHON PETROLEUM CORP 0.076 SHS	2009-12-04	2011-07-01	3	2	1	1
MPC - MARATHON PETROLEUM CORP 0.021 SHS	2010-04-26	2011-07-01	1	1	0	0
MPC - MARATHON PETROLEUM CORP 0.056 SHS	2010-04-27	2011-07-01	2	1	1	1
MPC - MARATHON PETROLEUM CORP 0.295 SHS	2011-03-02	2011-07-01	13	12	1	1
MPC - MARATHON PETROLEUM CORP 30.948 SHS	2009-10-21	2011-07-06	1296	886	410	410
MPC - MARATHON PETROLEUM CORP 44.924 SHS	2009-12-04	2011-07-06	1881	1170	711	711
MPC - MARATHON PETROLEUM CORP 12.479 SHS	2010-04-26	2011-07-06	523	332	191	191
MPC - MARATHON PETROLEUM CORP 33.444 SHS	2010-04-27	2011-07-06	1401	872	529	529
MPC - MARATHON PETROLEUM CORP 175.205 SHS	2011-03-02	2011-07-06	7338	7106	232	232
MRK - MERCK & CO INC NEW 122 SHS	2009-08-03	2011-03-02	3972	3644	328	328
MRK - MERCK & CO INC NEW 79 SHS	2009-08-05	2011-03-02	2572	2336	236	236
MRK - MERCK & CO INC NEW 31 SHS	2010-08-13	2011-03-02	1009	1084	-75	-75
MRK - MERCK & CO INC NEW 23 SHS	2010-08-19	2011-03-02	749	796	-47	-47
MRO - MARATHON OIL CORP 19 SHS	2009-09-24	2011-01-13	825	609	216	216
MRO - MARATHON OIL CORP 51 SHS	2009-09-30	2011-01-13	2214	1636	578	578
MRO - MARATHON OIL CORP 32 SHS	2009-10-21	2011-01-13	1389	1135	254	254
MSI - MOTOROLA SOLUTIONS INC 98 SHS	2011-03-02	2011-10-10	4352	3759	593	593
MS - MORGAN STANLEY & CO 476 SHS	2009-11-30	2011-03-02	13810	14730	-920	-920
MTB - M & T BANK CORP 33 SHS	2010-12-16	2011-01-14	2846	2721	125	125
MTB - M & T BANK CORP 62 SHS	2010-12-16	2011-03-02	5344	5112	232	232
MWV - MEADWESTVACO CORP 275 SHS	2011-03-02	2011-11-07	7811	7948	-137	-137
NEE - NEXTERA ENERGY INC 87 SHS	2010-08-10	2011-03-02	4655	4617	38	38
NEM - NEWMONT MINING CORP 46 SHS	2010-06-30	2011-01-07	2643	2860	-217	-217
NEM - NEWMONT MINING CORP 82 SHS	2010-07-27	2011-01-07	4711	4588	123	123
NEM - NEWMONT MINING CORP 29 SHS	2010-08-03	2011-01-07	1666	1615	51	51
NEM - NEWMONT MINING CORP 8 SHS	2010-09-20	2011-01-07	460	506	-46	-46
NI - NISOURCE INC 553 SHS	2011-03-02	2011-05-02	10720	10434	286	286
OMC - OMNICOM GROUP 8 SHS	2009-05-12	2011-03-02	397	252	145	145
OMC - OMNICOM GROUP 88 SHS	2009-10-01	2011-03-02	4363	3215	1148	1148
OMC - OMNICOM GROUP 174 SHS	2010-12-03	2011-03-02	8626	8235	391	391
ORCL - ORACLE CORP 374 SHS	2010-09-08	2011-03-02	11805	8957	2848	2848
PCG - P G & E CORPORATION 25 SHS	2009-10-01	2011-03-02	1156	1010	146	146
PCG - P G & E CORPORATION 34 SHS	2010-01-26	2011-03-02	1572	1499	73	73
PCG - P G & E CORPORATION 63 SHS	2010-05-07	2011-03-02	2912	2753	159	159
PEP - PEPSICO INCORPORATED 105 SHS	2010-01-27	2011-03-02	6587	6290	297	297
PEP - PEPSICO INCORPORATED 48 SHS	2010-11-10	2011-03-02	3011	3123	-112	-112
PFE - PFIZER INCORPORATED 729 SHS	2010-11-12	2011-03-02	13956	12356	1600	1600
PG - PROCTER & GAMBLE CO 190 SHS	2010-11-18	2011-03-02	11877	12144	-267	-267
PG - PROCTER & GAMBLE CO 65 SHS	2011-02-07	2011-03-02	4063	4210	-147	-147
PH - PARKER HANNIFIN CORP 174 SHS	2011-03-02	2011-08-29	12161	15139	-2978	-2978
PNC - PNC FINANCIAL SERVICES 197 SHS	2008-11-06	2011-03-02	11920	13772	-1852	-1852
PPL - PPL CORPORATION 81 SHS	2010-06-23	2011-03-02	2106	1992	114	114
PPL - PPL CORPORATION 57 SHS	2010-08-10	2011-03-02	1482	1521	-39	-39
PROGRESS ENERGY INC 97 SHS	2007-10-11	2011-03-02	4417	4602	-185	-185
PROGRESS ENERGY INC 45 SHS	2010-05-18	2011-03-02	2049	1800	249	249
PRU - PRUDENTIAL FINANCIAL INC 223 SHS	2010-12-17	2011-03-02	14157	12859	1298	1298
PRU - PRUDENTIAL FINANCIAL INC 38 SHS	2011-02-24	2011-03-02	2412	2413	-1	-1
PRU - PRUDENTIAL FINANCIAL INC 40 SHS	2011-07-05	2011-11-14	2142	2564	-422	-422
PRU - PRUDENTIAL FINANCIAL INC 73 SHS	2011-07-06	2011-11-14	3909	4650	-741	-741
RF - REGIONS FINANCIAL CORP 232 SHS	2009-10-02	2011-03-02	1739	1360	379	379
RF - REGIONS FINANCIAL CORP 148 SHS	2009-10-14	2011-03-02	1109	909	200	200
RF - REGIONS FINANCIAL CORP 308 SHS	2010-01-26	2011-03-02	2308	1879	429	429
RF - REGIONS FINANCIAL CORP 272 SHS	2010-04-14	2011-03-02	2038	2397	-359	-359
SARA LEE CORP 810 SHS	2011-03-02	2011-12-05	15212	13697	1515	1515
SLB - SCHLUMBERGER LTD 303 SHS	2010-12-16	2011-03-02	27472	24581	2891	2891
SNDK - SANDISK CORP 206 SHS	2011-03-02	2011-07-25	9177	9928	-751	-751
S - SPRINT NEXTEL CORP 1137 SHS	2011-03-02	2011-05-31	6653	4821	1832	1832
STI - SUNTRUST BANKS INC 852 SHS	2010-12-16	2011-03-02	25299	21990	3309	3309
STT - STATE STR CORP 25 SHS	2009-04-15	2011-03-02	1102	861	241	241
STT - STATE STR CORP 88 SHS	2009-05-12	2011-03-02	3880	3360	520	520
STT - STATE STR CORP 71 SHS	2009-05-27	2011-03-02	3130	3085	45	45
STT - STATE STR CORP 31 SHS	2010-03-31	2011-03-02	1367	1397	-30	-30
SU - SUNCOR ENERGY INC NEW 40 SHS	2009-10-28	2011-03-02	1887	1335	552	552
SU - SUNCOR ENERGY INC NEW 108 SHS	2009-12-04	2011-03-02	5095	3868	1227	1227
SU - SUNCOR ENERGY INC NEW 76 SHS	2010-11-10	2011-03-02	3585	2750	835	835
T - AT & T INC 343 SHS	2007-03-27	2011-04-04	10535	13562	-3027	-3027
T - AT & T INC 131 SHS	2010-05-21	2011-04-04	4024	3238	786	786
T - AT & T INC 119 SHS	2010-06-11	2011-04-04	3655	3003	652	652
T - AT & T INC 85 SHS	2011-03-02	2011-04-04	2611	2402	209	209
TENET HEALTHCARE CORP 1703 SHS	2011-06-15	2011-10-03	6573	10484	-3911	-3911
TEVA - TEVA PHARMACEUTICAL ADR 169 SHS	2009-11-30	2011-03-02	8479	8899	-420	-420
TGT - TARGET CORP 97 SHS	2009-11-30	2011-01-27	5328	4484	844	844
TGT - TARGET CORP 198 SHS	2009-11-30	2011-08-22	9928	9153	775	775
TGT - TARGET CORP 25 SHS	2011-03-02	2011-08-22	1254	1306	-52	-52
THE MOSAIC COMPANY 38 SHS	2009-11-24	2011-03-02	3225	2054	1171	1171
THE MOSAIC COMPANY 70 SHS	2009-12-08	2011-03-02	5940	4196	1744	1744
THE MOSAIC COMPANY 91 SHS	2010-08-23	2011-03-02	7722	5354	2368	2368
TRV - TRAVELERS COS INC/ THE 240 SHS	2011-05-16	2011-08-01	13107	15099	-1992	-1992
TWC - TIME WARNER CABLE 27 SHS	2009-08-07	2011-03-02	1895	950	945	945
TWC - TIME WARNER CABLE 57 SHS	2009-10-01	2011-03-02	4001	2362	1639	1639
TWC - TIME WARNER CABLE 73 SHS	2011-01-03	2011-03-02	5124	4904	220	220
TXN - TEX INSTRUMENTS INC 312 SHS	2010-12-08	2011-03-02	11218	10501	717	717
TXN - TEX INSTRUMENTS INC 66 SHS	2010-12-13	2011-03-02	2373	2160	213	213
UTX - UNITED TECHNOLOGIES CORP 101 SHS	2011-02-02	2011-03-02	8308	8325	-17	-17
UTX - UNITED TECHNOLOGIES CORP 66 SHS	2011-02-09	2011-03-02	5429	5511	-82	-82
VLO - VALERO ENERGY CORP NEW 246 SHS	2010-03-31	2011-03-02	6596	4845	1751	1751
VLO - VALERO ENERGY CORP NEW 35 SHS	2010-05-06	2011-03-02	938	685	253	253
VLO - VALERO ENERGY CORP NEW 67 SHS	2010-05-21	2011-03-02	1797	1185	612	612
VZ - VERIZON COMMUNICATIONS 54 SHS	2009-05-29	2011-09-12	1880	1461	419	419
VZ - VERIZON COMMUNICATIONS 201 SHS	2009-06-19	2011-09-12	6997	5593	1404	1404
VZ - VERIZON COMMUNICATIONS 184 SHS	2011-03-02	2011-09-12	6405	6689	-284	-284
WFC - WELLS FARGO COMPANY 994 SHS	2008-11-06	2011-03-02	31374	28597	2777	2777
WFC - WELLS FARGO COMPANY 237 SHS	2008-11-19	2011-03-02	7481	5996	1485	1485
WFC - WELLS FARGO COMPANY 52 SHS	2009-01-15	2011-03-02	1641	1044	597	597
XOM - EXXON MOBIL CORP 20 SHS	2009-12-03	2011-01-31	1605	1507	98	98
XOM - EXXON MOBIL CORP 111 SHS	2009-12-15	2011-01-31	8908	7732	1176	1176
X - UNITED STATES STEEL CORP 77 SHS	2010-01-28	2011-03-02	4307	3541	766	766
X - UNITED STATES STEEL CORP 47 SHS	2010-07-01	2011-03-02	2629	1768	861	861
X - UNITED STATES STEEL CORP 62 SHS	2010-09-20	2011-03-02	3468	2828	640	640
ZION - ZIONS BANCORP 629 SHS	2010-12-16	2011-03-02	14489	13962	527	527
ABV - COMPANHIA DE BEBIDAS F 193 SHS	2010-12-17	2011-10-12	6354	5594	760	760
AKBTY - AKBANK TAS SIRKETI-ADR 168 SHS	2010-12-17	2011-05-04	1740	1754	-14	-14
ASX - ADVANCED SEMICONDUCTOR 336 SHS	2010-12-17	2011-02-03	2134	1975	159	159
ASX - ADVANCED SEMICONDUCTOR 1328 SHS	2010-12-17	2011-05-27	7705	7807	-102	-102
BMA - BANCO MACRO SA ADR 10 SHS	2010-12-17	2011-03-02	407	513	-106	-106
CIBEY - COMMERCIAL INTERNATIONAL 209 SHS	2010-12-17	2011-03-03	1116	1668	-552	-552
CIELO S A SPONSORED ADR 30 SHS	2010-12-17	2011-03-02	238	244	-6	-6
CIG - COMPANHIA ENERGETICA 31 SHS	2010-12-17	2011-03-02	529	539	-10	-10
CIOXY - CIELO SA 0 SHS	2010-12-17	2011-05-31	24		24	24
CIOXY - CIELO SA SPONSORED ADR 288 SHS	2010-12-17	2011-09-01	7465	5845	1620	1620
FMX - FOMENTO ECONOMICO MEX SA 28 SHS	2010-12-17	2011-03-28	1641	1569	72	72
FMX - FOMENTO ECONOMICO MEX SA 22 SHS	2010-12-17	2011-04-21	1398	1233	165	165
FMX - FOMENTO ECONOMICO MEX SA 39 SHS	2010-12-17	2011-04-27	2463	2185	278	278
FMX - FOMENTO ECONOMICO MEX SA 39 SHS	2010-12-17	2011-05-19	2425	2185	240	240
KIROY - KUMBA IRON ORE LTD ADR 75 SHS	2010-12-17	2011-02-04	4846	4634	212	212
KIROY - KUMBA IRON ORE LTD ADR 53 SHS	2010-12-17	2011-05-31	3586	3275	311	311
KIROY - KUMBA IRON ORE LTD ADR 26 SHS	2010-12-17	2011-08-29	1686	1607	79	79
KIROY - KUMBA IRON ORE LTD ADR 30 SHS	2010-12-17	2011-09-29	1684	1854	-170	-170
LUKOY - LUKOIL OIL CO 10 SHS	2008-05-30	2011-01-27	632	1120	-488	-488
LUKOY - LUKOIL OIL CO 28 SHS	2008-09-29	2011-01-27	1770	1582	188	188
LUKOY - LUKOIL OIL CO 5 SHS	2009-11-30	2011-01-27	316	290	26	26
LUKOY - LUKOIL OIL CO 3 SHS	2010-12-17	2011-01-27	190	172	18	18
LUKOY - LUKOIL OIL CO 5 SHS	2010-12-17	2011-03-03	363	287	76	76
LUKOY - LUKOIL OIL CO 29 SHS	2010-12-17	2011-03-22	2035	1665	370	370
LUKOY - LUKOIL OIL CO 80 SHS	2010-12-17	2011-03-28	5715	4592	1123	1123
MASSMART HLDNG LTD ADR 209 SHS	2010-12-17	2011-07-26	4626	8786	-4160	-4160
MURZY - MUR&RBRTS HLDGS ADR 1021 SHS	2010-12-17	2011-03-03	3408	5881	-2473	-2473
NTES - NETEASE.COM INC 64 SHS	2010-12-17	2011-03-29	3123	2333	790	790
OFLMY - ORIFLAME COSMETICS SA- 24 SHS	2010-12-17	2011-03-03	696	604	92	92
ORSCY - ORASCOM CONSTR SP ADR 18 SHS	2010-12-28	2011-03-03	621	868	-247	-247
PHI - PHILIPPINE LONG DIST TEL 7 SHS	2010-12-17	2011-03-02	353	394	-41	-41
PPERY - PT BK MANDIRI TBK ADR 434 SHS	2010-12-17	2011-07-19	3860	3147	713	713
PPERY - PT BK MANDIRI TBK ADR 310 SHS	2010-12-17	2011-08-03	2803	2248	555	555
PPERY - PT BK MANDIRI TBK ADR 72 SHS	2011-01-04	2011-08-03	651	523	128	128
PSGTY - PT SEMEN GRSK PRSRO ADR 13 SHS	2010-12-17	2011-03-03	615	676	-61	-61
PSGTY - PT SEMEN GRSK PRSRO ADR 98 SHS	2010-12-17	2011-07-01	5618	5098	520	520
PUTKY - PT UNTD TRCTORS TBK ADR 65 SHS	2010-12-17	2011-08-04	3884	3315	569	569
SHG - SHINHAN FINL GRP ADR 31 SHS	2010-12-17	2011-01-26	2786	2761	25	25
SID - COMPANHIA SIDERURGICA E 20 SHS	2010-12-17	2011-03-02	320	324	-4	-4
SLLDY - SANLAM LTD SPON ADR 107 SHS	2010-12-17	2011-07-11	2148	2162	-14	-14
TLK - PERUSAHAAN PERSEROAN 12 SHS	2010-12-17	2011-03-02	408	418	-10	-10
TSM - TAIWAN SEMICONDUCTOR MFG 376 SHS	2010-12-17	2011-01-27	5027	4755	272	272
TV - GRUPO TV SA DE CV GLOBAL 68 SHS	2010-12-17	2011-03-29	1617	1713	-96	-96
UGP - ULTRAPAR PARTICIPACOES 21 SHS	2010-12-17	2011-03-02	336	322	14	14
UGP - ULTRAPAR PARTICIPACOES 531 SHS	2010-12-17	2011-09-01	9646	8133	1513	1513
USNZY - USINAS SIDERURGICAS DE F 436 SHS	2010-12-17	2011-03-03	5133	5027	106	106
USNZY - USINAS SIDERURGICAS DE F 145 SHS	2010-12-17	2011-03-16	1827	1672	155	155
USNZY - USINAS SIDERURGICAS DE F 454 SHS	2010-12-17	2011-06-29	3924	5235	-1311	-1311
WEICY - WEICHAI POWER CO LTD - 0.5 SHS	2011-08-05	2011-08-05	9		9	9
COMPANHIA DE BEBIDAS RTS 514 SHS	2011-06-14	2011-06-15	6		6	6
PT BANK MANDIRI SUB RTS 1334 SHS	2011-03-30	2011-03-30	60		60	60
PT UNITED TRACTORS RTS 182 SHS	2011-06-21	2011-06-21	332		332	332
ACWI - ISHARES MSCI ACWI ETF 260 SHS	2011-04-01	2011-10-03	9963	12697	-2734	-2734
CSJ - ISHRS BRCLYS 1-3YR ETF 111 SHS	2010-10-01	2011-04-01	11555	11656	-101	-101
CSJ - ISHRS BRCLYS 1-3YR ETF 4 SHS	2011-01-03	2011-04-01	416	417	-1	-1
DJP - BARCLAYS IPATH LNKD ETN 66 SHS	2010-12-03	2011-10-03	2761	3058	-297	-297
DJP - BARCLAYS IPATH LNKD ETN 136 SHS	2010-12-03	2011-11-16	6052	6302	-250	-250
DJP - BARCLAYS IPATH LNKD ETN 134 SHS	2010-12-03	2011-08-11	6325	6209	116	116
EEM - ISHARES TR MSCI EMERGING 649 SHS	2010-12-03	2011-04-01	32095	30462	1633	1633
EEM - ISHARES TR MSCI EMG ETF 701 SHS	2010-12-03	2011-10-03	24442	32903	-8461	-8461
EEM - ISHARES TR MSCI EMG ETF 46 SHS	2001-08-11	2011-10-03	1604	1893	-289	-289
EWA - ISHARES MSCI AUSTRLA ETF 249 SHS	2011-04-01	2011-10-03	4881	6725	-1844	-1844
EWC - ISHARES MSCI CANADA ETF 195 SHS	2011-04-01	2011-10-03	4860	6635	-1775	-1775
EWJ - ISHARES MSCI JAPAN ETF 610 SHS	2011-04-01	2011-10-03	5747	6299	-552	-552
HYG - ISHARES IBOXX $ YLD ETF 210 SHS	2010-12-03	2011-07-01	19185	18753	432	432
HYG - ISHARES IBOXX $ YLD ETF 95 SHS	2010-12-03	2011-11-16	8242	8483	-241	-241
IAU - ISHARES GOLD TRUST ETF 137 SHS	2011-07-01	2011-08-11	2350	1987	363	363
IAU - ISHARES GOLD TRUST ETF 103 SHS	2011-07-01	2011-11-16	1763	1493	270	270
IDU - ISHARES DOW JNS US ETF 22 SHS	2010-12-03	2011-07-01	1836	1682	154	154
IDU - ISHARES DOW JNS US ETF 20 SHS	2010-12-03	2011-11-16	1699	1529	170	170
IDU - ISHARES DOW JNS US UTIL 118 SHS	2010-12-03	2011-01-03	9152	9021	131	131
IDU - ISHARES DOW JNS US UTIL 6 SHS	2010-12-03	2011-04-01	480	459	21	21
IEF - ISHRE BRLCY 7-10 YR ETF 5 SHS	2011-07-01	2011-10-03	528	477	51	51
IEF - ISHRE BRLCY 7-10 YR ETF 4 SHS	2011-07-01	2011-11-16	418	381	37	37
IEF - ISHRE BRLCY 7-10 YR ETF 16 SHS	2011-07-01	2011-08-11	1632	1526	106	106
IWN - ISHARES RUSSELL 2000 ETF 44 SHS	2010-12-03	2011-11-16	2849	2996	-147	-147
IWN - ISHARES RUSSELL 2000 VAL 52 SHS	2010-12-03	2011-04-01	3952	3541	411	411
IWO - ISHARES RUSSELL 2000 ETF 153 SHS	2010-12-03	2011-11-16	13015	12894	121	121
IWO - ISHARES RUSSELL 2000 GR 167 SHS	2010-12-03	2011-04-01	16050	14074	1976	1976
IYZ - ISHARES DW JN US TELECOM 242 SHS	2009-01-05	2011-01-03	5728	4035	1693	1693
IYZ - ISHARES DW JN US TELECOM 170 SHS	2010-12-03	2011-01-03	4024	3813	211	211
JJG - IPATH DJ UBS GRN T/R ETN 25 SHS	2001-10-03	2011-11-16	1119	1086	33	33
JNK - SPDR BRCL CP H/Y BND ETF 478 SHS	2009-10-01	2011-07-01	19226	18046	1180	1180
JNK - SPDR BRCL CP H/Y BND ETF 168 SHS	2009-10-01	2011-11-16	6364	6343	21	21
JNK - SPDR BRCL CP H/Y BND ETF 53 SHS	2010-01-04	2011-11-16	2008	2080	-72	-72
OIL - IPATH GOLDMAN SACHS ETF 355 SHS	2010-12-03	2011-10-03	6947	8870	-1923	-1923
OIL - IPATH GOLDMAN SACHS ETF 131 SHS	2011-07-01	2011-10-03	2564	3203	-639	-639
OIL -IPATH GOLDMAN SACHS CRUD 632 SHS	2010-12-03	2011-01-03	16260	15791	469	469
OIL -IPATH GOLDMAN SACHS CRUD 273 SHS	2010-12-03	2011-04-01	7792	6821	971	971
TLT - ISHRE BRCLY 20+ YR T ETF 51 SHS	2011-07-01	2011-08-11	5322	4768	554	554
TLT - ISHRE BRCLY 20+ YR T ETF 27 SHS	2011-07-01	2011-10-03	3310	2524	786	786
TLT - ISHRE BRCLY 20+ YR T ETF 6 SHS	2011-07-01	2011-11-16	707	561	146	146
VWO - VANGUARD MSCI EMRG ETF 16 SHS	2011-04-01	2011-07-01	787	797	-10	-10
VWO - VANGUARD MSCI EMRG ETF 697 SHS	2011-04-01	2011-10-03	24813	34701	-9888	-9888
XLB - MATERIALS SECTOR SP ETF 212 SHS	2009-11-27	2011-07-01	8408	6796	1612	1612
XLB - MATERIALS SECTOR SP ETF 70 SHS	2010-12-03	2011-07-01	2776	2580	196	196
XLB - MATERIALS SECTOR SP ETF 76 SHS	2011-01-03	2011-07-01	3014	2957	57	57
XLB - MATERIALS SECTOR SP ETF 40 SHS	2011-01-03	2011-10-03	1160	1556	-396	-396
XLB - MATERIALS SECTOR SP ETF 32 SHS	2011-01-03	2011-11-16	1103	1245	-142	-142
XLB - MATERIALS SECTOR SP ETF 3 SHS	2011-04-01	2011-11-16	103	121	-18	-18
XLE - ENERGY SECTOR SPDR ETF 130 SHS	2010-12-03	2011-11-16	9211	8515	696	696
XLE - ENERGY SECTOR SPDR ETF 99 SHS	2009-11-27	2011-04-01	7958	5561	2397	2397
XLE - ENERGY SECTOR SPDR ETF 36 SHS	2010-10-01	2011-04-01	2894	2042	852	852
XLE - ENERGY SECTOR SPDR ETF 52 SHS	2010-10-01	2011-07-01	3950	2950	1000	1000
XLE - ENERGY SECTOR SPDR ETF 66 SHS	2010-12-03	2011-07-01	5014	4323	691	691
XLF - FINANCIAL SECTOR SPD ETF 586 SHS	2009-11-27	2011-07-01	9139	8337	802	802
XLF - FINANCIAL SECTOR SPD ETF 496 SHS	2010-10-01	2011-07-01	7736	7174	562	562
XLF - FINANCIAL SECTOR SPD ETF 89 SHS	2010-10-01	2011-10-03	1023	1287	-264	-264
XLF - FINANCIAL SECTOR SPD ETF 209 SHS	2010-12-03	2011-10-03	2402	3138	-736	-736
XLF - FINANCIAL SECTOR SPD ETF 226 SHS	2010-12-03	2011-11-16	2907	3394	-487	-487
XLI - INDUSTRIAL SECTOR SP ETF 330 SHS	2009-11-27	2011-07-01	12512	8946	3566	3566
XLI - INDUSTRIAL SECTOR SP ETF 37 SHS	2010-10-01	2011-07-01	1403	1160	243	243
XLI - INDUSTRIAL SECTOR SP ETF 78 SHS	2010-10-01	2011-10-03	2235	2445	-210	-210
XLI - INDUSTRIAL SECTOR SP ETF 206 SHS	2010-12-03	2011-10-03	5903	6978	-1075	-1075
XLI - INDUSTRIAL SECTOR SP ETF 100 SHS	2010-12-03	2011-11-16	3361	3388	-27	-27
XLI - INDUSTRIAL SECTOR SPDR 16 SHS	2009-11-27	2011-04-01	610	434	176	176
XLK - TECHNOLOGY SECTOR SP ETF 251 SHS	2010-10-01	2011-07-01	6554	5789	765	765
XLK - TECHNOLOGY SECTOR SP ETF 26 SHS	2010-12-03	2011-07-01	679	643	36	36
XLK - TECHNOLOGY SECTOR SP ETF 268 SHS	2010-12-03	2011-11-16	7009	6624	385	385
XLK - TECHNOLOGY SECTOR SPDR 356 SHS	2009-11-27	2011-01-03	9084	7650	1434	1434
XLK - TECHNOLOGY SECTOR SPDR 144 SHS	2010-10-01	2011-01-03	3674	3321	353	353
XLP - CONSUMR STPLE SCTOR ETF 115 SHS	2010-12-03	2011-11-16	3585	3307	278	278
XLP- CONSUMR STPLE SCTOR SPDR 80 SHS	2009-11-27	2011-01-03	2348	2131	217	217
XLP- CONSUMR STPLE SCTOR SPDR 219 SHS	2010-10-01	2011-01-03	6428	6114	314	314
XLP- CONSUMR STPLE SCTOR SPDR 11 SHS	2010-12-03	2011-01-03	323	316	7	7
XLV - HEALTH CARE SECTOR ETF 115 SHS	2010-12-03	2011-11-16	3847	3562	285	285
XLV - HEALTH CARE SECTOR SPDR 71 SHS	2009-11-27	2011-01-03	2260	2158	102	102
XLV - HEALTH CARE SECTOR SPDR 207 SHS	2010-10-01	2011-01-03	6589	6307	282	282
XLV - HEALTH CARE SECTOR SPDR 28 SHS	2010-12-03	2011-01-03	891	867	24	24
XLY - CONSUMR DISC SECTOR ETF 194 SHS	2009-11-27	2011-07-01	7952	5496	2456	2456
XLY - CONSUMR DISC SECTOR ETF 11 SHS	2010-10-01	2011-07-01	451	368	83	83
XLY - CONSUMR DISC SECTOR ETF 112 SHS	2010-10-01	2011-10-03	3833	3749	84	84
XLY - CONSUMR DISC SECTOR ETF 26 SHS	2010-12-03	2011-10-03	890	967	-77	-77
XLY - CONSUMR DISC SECTOR ETF 80 SHS	2010-12-03	2011-11-16	3117	2977	140	140
XLY - CONSUMR DISC SECTOR SPDR 8 SHS	2009-11-27	2011-04-01	316	227	89	89
ADM - ARCHER DANIELS MIDLAND C 170 SHS	2010-05-13	2011-02-02	5985	4659	1326	1326
ADM - ARCHER DANIELS MIDLAND C 380 SHS	2010-06-16	2011-02-02	13378	10145	3233	3233
AEP - AMERICAN ELECTRIC POWER 63 SHS	2009-11-27	2011-12-15	2488	1998	490	490
AEP - AMERICAN ELECTRIC POWER 23 SHS	2010-06-11	2011-12-15	908	743	165	165
AFL - AFLAC INC 148 SHS	2010-12-16	2011-03-01	8535	8133	402	402
ALL - ALLSTATE CORP 308 SHS	2010-06-23	2011-09-20	7581	9368	-1787	-1787
ALL - ALLSTATE CORP 22 SHS	2010-06-23	2011-12-13	570	669	-99	-99
ALL - ALLSTATE CORP 256 SHS	2011-03-01	2011-12-13	6634	8081	-1447	-1447
BA - BOEING CO 66 SHS	2008-10-14	2011-12-16	4681	3081	1600	1600
BAC - BANK OF AMERICA CORP 769 SHS	2009-11-27	2011-08-08	5302	12048	-6746	-6746
BAC - BANK OF AMERICA CORP 2077 SHS	2009-11-27	2011-11-22	11195	32540	-21345	-21345
BAC - BANK OF AMERICA CORP 745 SHS	2009-12-07	2011-11-22	4015	11882	-7867	-7867
BAC - BANK OF AMERICA CORP 810 SHS	2011-05-17	2011-11-22	4366	9607	-5241	-5241
BAX - BAXTER INTERNATIONAL INC 169 SHS	2008-01-16	2011-01-14	8497	10786	-2289	-2289
BAX - BAXTER INTERNATIONAL INC 97 SHS	2008-01-23	2011-01-14	4877	5832	-955	-955
BAX - BAXTER INTERNATIONAL INC 91 SHS	2008-01-23	2011-03-01	4747	5472	-725	-725
BAX - BAXTER INTERNATIONAL INC 4 SHS	2008-04-25	2011-03-01	209	247	-38	-38
BAX - BAXTER INTERNATIONAL INC 144 SHS	2009-06-05	2011-03-01	7513	6847	666	666
BAX - BAXTER INTERNATIONAL INC 103 SHS	2009-06-05	2011-04-08	5549	4898	651	651
BAX - BAXTER INTERNATIONAL INC 125 SHS	2010-05-07	2011-04-08	6735	5635	1100	1100
BHI - BAKER HUGHES INC 169 SHS	2011-05-25	2011-08-19	9301	12167	-2866	-2866
BIIB - BIOGEN IDEC INC 265 SHS	2010-12-16	2011-02-16	17835	17521	314	314
BIIB - BIOGEN IDEC INC 205 SHS	2010-12-16	2011-03-25	14646	13554	1092	1092
BK - BANK NEW YORK MELLON 2 SHS	2009-10-23	2011-05-12	57	59	-2	-2
BK - BANK NEW YORK MELLON 386 SHS	2009-10-27	2011-05-12	11050	10689	361	361
BMC - BMC SOFTWARE INC 70 SHS	2010-04-29	2011-02-23	3367	2793	574	574
BMC - BMC SOFTWARE INC 8 SHS	2010-04-29	2011-02-24	386	319	67	67
BMC - BMC SOFTWARE INC 180 SHS	2010-06-16	2011-02-24	8685	6759	1926	1926
BSX - BOSTON SCIENTIFIC CORP 1295 SHS	2011-03-01	2011-12-13	6933	9870	-2937	-2937
BSX - BOSTON SCIENTIFIC CORP 323 SHS	2011-03-01	2011-12-22	1698	2462	-764	-764
BSX - BOSTON SCIENTIFIC CORP 416 SHS	2011-05-17	2011-12-22	2187	2809	-622	-622
CAG - CONAGRA FOODS INC 440 SHS	2011-08-01	2011-10-31	11171	11187	-16	-16
CAM - CAMERON INTERNATINL CRP 114 SHS	2011-03-07	2011-12-15	5283	7079	-1796	-1796
CAM - CAMERON INTERNATINL CRP 145 SHS	2011-03-07	2011-12-16	6757	9004	-2247	-2247
CBS - CBS CORP CL B 233 SHS	2009-11-18	2011-03-25	5790	3185	2605	2605
CBS - CBS CORP CL B 52 SHS	2009-11-18	2011-06-03	1411	711	700	700
CBS - CBS CORP CL B 233 SHS	2010-03-08	2011-06-03	6324	3431	2893	2893
CBS - CBS CORP CL B 5 SHS	2010-03-08	2011-08-03	132	74	58	58
CBS - CBS CORP CL B 309 SHS	2010-12-08	2011-08-03	8147	5569	2578	2578
CBS - CBS CORP CL B 110 SHS	2010-12-08	2011-08-05	2545	1983	562	562
CBS - CBS CORP CL B 303 SHS	2010-12-13	2011-08-05	7011	5436	1575	1575
CCE - COCA-COLA ENTERPRISES 400 SHS	2001-06-22	2011-11-03	10445	11674	-1229	-1229
CELG - CELGENE CORP 118 SHS	2011-02-16	2011-10-06	7448	6341	1107	1107
CELG - CELGENE CORP 96 SHS	2011-02-16	2011-10-18	6310	5159	1151	1151
CLF - CLIFFS NATURAL RESOURCES 57 SHS	2011-01-14	2011-03-11	4995	4935	60	60
CLF - CLIFFS NATURAL RESOURCES 89 SHS	2011-01-14	2011-07-27	8333	7705	628	628
CLF - CLIFFS NATURAL RESOURCES 33 SHS	2011-01-14	2011-09-29	1783	2857	-1074	-1074
CLF - CLIFFS NATURAL RESOURCES 80 SHS	2011-03-01	2011-09-29	4321	7710	-3389	-3389
CMCSA - COMCAST CORP NEW CL A 1620 SHS	2010-12-16	2011-07-15	38958	35186	3772	3772
COP - CONOCOPHILLIPS 110 SHS	2011-03-23	2011-08-12	7313	8637	-1324	-1324
COP - CONOCOPHILLIPS 91 SHS	2011-03-23	2011-08-15	6131	7145	-1014	-1014
COP - CONOCOPHILLIPS 78 SHS	2011-03-23	2011-08-15	5255	6227	-972	-972
COP - CONOCOPHILLIPS 19 SHS	2011-03-23	2011-10-25	1348	1517	-169	-169
COP - CONOCOPHILLIPS 100 SHS	2011-03-23	2011-10-25	7095	8082	-987	-987
COP - CONOCOPHILLIPS 80 SHS	2011-05-03	2011-10-25	5676	6138	-462	-462
CTL - CENTURYLINK INC 158 SHS	2001-01-31	2011-10-27	5542	6840	-1298	-1298
CTL - CENTURYLINK INC 202 SHS	2011-01-31	2011-11-04	7242	8745	-1503	-1503
CVS - CVS CAREMARK CORP 402 SHS	2010-03-04	2011-10-06	13475	14009	-534	-534
CVS - CVS CAREMARK CORP 242 SHS	2010-05-07	2011-10-06	8112	8429	-317	-317
DIS - DISNEY WALT COMPANY 220 SHS	2001-07-15	2011-12-02	8051	8607	-556	-556
DISH - DISH NETWORK CORP CL A 319 SHS	2009-11-27	2011-03-25	7750	6596	1154	1154
DISH - DISH NETWORK CORP CL A 593 SHS	2009-11-27	2011-10-07	15400	12261	3139	3139
DISH - DISH NETWORK CORP CL A 392 SHS	2009-11-27	2011-11-11	9932	8105	1827	1827
DOW - DOW CHEMICAL COMPANY 529 SHS	2010-12-16	2011-05-17	19672	17873	1799	1799
DOW - DOW CHEMICAL COMPANY 426 SHS	2010-12-16	2011-08-04	13088	14393	-1305	-1305
DVN - DEVON ENERGY CORP 87 SHS	2011-01-20	2011-08-15	6055	7143	-1088	-1088
EMC - EMC CORP 291 SHS	2010-04-29	2011-04-28	8190	5713	2477	2477
EMR - EMERSON ELECTRIC CO 211 SHS	2010-12-16	2011-03-01	12277	12227	50	50
EQT - EQT CORP 106 SHS	2001-08-18	2011-12-05	6560	5697	863	863
EQT - EQT CORP 83 SHS	2001-08-18	2011-12-12	4566	4461	105	105
EQT - EQT CORP 105 SHS	2011-09-01	2011-12-12	5777	6402	-625	-625
EQT - EQT CORP 86 SHS	2001-10-18	2011-12-12	4731	5413	-682	-682
ETR - ENTERGY CORP NEW 100 SHS	2006-11-14	2011-07-01	6832	8777	-1945	-1945
ETR - ENTERGY CORP NEW 17 SHS	2007-03-27	2011-07-01	1161	1780	-619	-619
ETR - ENTERGY CORP NEW 142 SHS	2007-03-27	2011-08-02	9369	14870	-5501	-5501
ETR - ENTERGY CORP NEW 66 SHS	2008-02-26	2011-08-02	4355	6957	-2602	-2602
FCX - FRPRT-MCMRN CPPR & GLD B 80 SHS	2010-10-12	2011-01-20	8800	7538	1262	1262
FCX - FRPRT-MCMRN CPPR & GLD B 71 SHS	2010-10-12	2011-01-20	7865	6690	1175	1175
F - FORD MOTOR COMPANY 1315 SHS	2010-12-16	2011-12-15	13481	21666	-8185	-8185
FITB - FIFTH THIRD BANCORP 493 SHS	2001-07-20	2011-08-10	4924	6104	-1180	-1180
GIS - GENL MILLS INC 218 SHS	2009-11-27	2011-03-01	8034	7394	640	640
GM - GENERAL MOTORS CO 401 SHS	2010-11-18	2011-09-29	8365	14147	-5782	-5782
GOOG - GOOGLE INC CL A 15 SHS	2010-03-31	2011-09-14	7949	8521	-572	-572
GOOG - GOOGLE INC CL A 11 SHS	2010-03-31	2011-12-09	6843	6249	594	594
GOOG - GOOGLE INC CL A 3 SHS	2011-01-14	2011-12-09	1866	1864	2	2
GOOG - GOOGLE INC CL A 4 SHS	2011-01-14	2011-12-12	2483	2485	-2	-2
GOOG - GOOGLE INC CL A 5 SHS	2011-01-14	2011-12-16	3123	3107	16	16
GOOG - GOOGLE INC CL A 1 SHS	2011-06-22	2011-12-16	625	491	134	134
HES - HESS CORPORATION 187 SHS	2011-02-24	2011-05-04	14563	15759	-1196	-1196
HES - HESS CORPORATION 97 SHS	2011-02-25	2011-05-04	7554	8145	-591	-591
HON - HONEYWELL INTERNATIONAL 139 SHS	2010-12-16	2011-03-01	7869	7240	629	629
IVZ - INVESCO PLC 81 SHS	2008-02-22	2011-03-25	2096	2074	22	22
IVZ - INVESCO PLC 233 SHS	2008-03-20	2011-03-25	6030	5740	290	290
JCI - JOHNSON CONTROLS INC 121 SHS	2010-12-16	2011-12-15	3504	4621	-1117	-1117
KLAC - KLA-TENCOR CORP 179 SHS	2001-07-26	2011-10-28	8441	7934	507	507
KSS - KOHLS CORP 212 SHS	2010-11-05	2011-01-13	10931	11243	-312	-312
LEA - LEAR CORP 223 SHS	2011-10-03	2011-11-22	8866	9487	-621	-621
LYB - LYONDELLBASELL IND A 202 SHS	2010-11-08	2011-01-14	7336	5724	1612	1612
LYB - LYONDELLBASELL IND A 215 SHS	2010-11-08	2011-01-21	7527	6092	1435	1435
LYB - LYONDELLBASELL IND A 257 SHS	2011-05-17	2011-10-10	7005	9937	-2932	-2932
MRK - MERCK & CO INC NEW 175 SHS	2009-12-17	2011-10-12	5680	6566	-886	-886
MRK - MERCK & CO INC NEW 124 SHS	2009-12-17	2011-10-24	4131	4653	-522	-522
MRK - MERCK & CO INC NEW 115 SHS	2010-02-23	2011-10-24	3831	4201	-370	-370
MSFT - MICROSOFT CORP 256 SHS	2011-02-18	2011-10-10	6866	6920	-54	-54
NEE - NEXTERA ENERGY INC 194 SHS	2010-10-14	2011-04-15	10725	10757	-32	-32
NFX - NEWFIELD EXPL COMPANY 36 SHS	2010-12-16	2011-03-23	2650	2563	87	87
NFX - NEWFIELD EXPL COMPANY 110 SHS	2010-12-16	2011-04-05	8368	7831	537	537
NFX - NEWFIELD EXPL COMPANY 100 SHS	2010-12-16	2011-04-28	6987	7119	-132	-132
NFX - NEWFIELD EXPL COMPANY 78 SHS	2010-12-16	2011-05-04	5141	5553	-412	-412
NFX - NEWFIELD EXPL COMPANY 116 SHS	2010-12-16	2011-08-08	6049	8258	-2209	-2209
NFX - NEWFIELD EXPL COMPANY 130 SHS	2010-12-16	2011-08-22	5903	9255	-3352	-3352
NKE - NIKE INC CLASS B 155 SHS	2011-04-08	2011-06-22	12848	12058	790	790
NOV - NATIONAL OILWELL VARCO 151 SHS	2011-10-26	2011-12-05	10965	10339	626	626
NWL - NEWELL RUBBERMAID INC 853 SHS	2009-09-28	2011-06-08	12264	13321	-1057	-1057
ORCL - ORACLE CORP 319 SHS	2009-12-24	2011-03-01	10097	7922	2175	2175
OXY - OCCIDENTAL PETE CORP 77 SHS	2010-12-16	2011-01-25	7393	7227	166	166
OXY - OCCIDENTAL PETE CORP 97 SHS	2010-12-16	2011-01-31	9292	9104	188	188
OXY - OCCIDENTAL PETE CORP 91 SHS	2010-12-16	2011-02-24	9471	8541	930	930
OXY - OCCIDENTAL PETE CORP 71 SHS	2010-12-16	2011-03-23	7111	6664	447	447
OXY - OCCIDENTAL PETE CORP 74 SHS	2010-12-16	2011-05-25	7589	6946	643	643
OXY - OCCIDENTAL PETE CORP 71 SHS	2010-12-16	2011-08-19	5813	6664	-851	-851
OXY - OCCIDENTAL PETE CORP 78 SHS	2010-12-16	2011-09-30	5663	7321	-1658	-1658
PCG - P G & E CORPORATION 163 SHS	2010-08-19	2011-10-19	6982	7342	-360	-360
PEG - PUB SVC ENTERPRISE 331 SHS	2011-08-03	2011-12-21	10470	10564	-94	-94
PEP - PEPSICO INCORPORATED 115 SHS	2010-05-07	2011-06-22	7933	7442	491	491
PEP - PEPSICO INCORPORATED 44 SHS	2010-05-07	2011-07-08	3058	2847	211	211
PEP - PEPSICO INCORPORATED 74 SHS	2010-07-01	2011-07-08	5143	4513	630	630
PEP - PEPSICO INCORPORATED 128 SHS	2010-07-01	2011-08-09	7898	7807	91	91
PG - PROCTER & GAMBLE CO 220 SHS	2010-08-18	2011-06-22	14090	13409	681	681
PNC - PNC FINANCIAL SERVICES 200 SHS	2010-09-29	2011-07-20	11123	10427	696	696
PNC - PNC FINANCIAL SERVICES 137 SHS	2010-10-19	2011-07-20	7619	7254	365	365
PNC - PNC FINANCIAL SERVICES 107 SHS	2010-12-13	2011-07-20	5951	6437	-486	-486
POLO RALPH LAUREN CORP 91 SHS	2010-10-25	2011-01-05	9910	8637	1273	1273
RRC - RANGE RESOURCES CORP 14 SHS	2010-02-26	2011-01-24	638	711	-73	-73
RRC - RANGE RESOURCES CORP 147 SHS	2010-04-16	2011-01-24	6704	7273	-569	-569
RRC - RANGE RESOURCES CORP 101 SHS	2010-05-10	2011-01-24	4606	4840	-234	-234
RRC - RANGE RESOURCES CORP 94 SHS	2011-07-28	2011-09-28	5645	6167	-522	-522
RRC - RANGE RESOURCES CORP 51 SHS	2011-07-28	2011-09-29	2984	3346	-362	-362
RRC - RANGE RESOURCES CORP 34 SHS	2011-07-28	2011-11-03	2385	2231	154	154
RRC - RANGE RESOURCES CORP 125 SHS	2011-08-09	2011-11-03	8770	6917	1853	1853
SLB - SCHLUMBERGER LTD 92 SHS	2010-10-28	2011-03-01	8497	6432	2065	2065
SLB - SCHLUMBERGER LTD 62 SHS	2010-10-28	2011-08-10	4581	4334	247	247
SLB - SCHLUMBERGER LTD 12 SHS	2010-11-01	2011-08-10	887	836	51	51
SLB - SCHLUMBERGER LTD 88 SHS	2010-11-01	2011-09-23	5406	6134	-728	-728
SLB - SCHLUMBERGER LTD 92 SHS	2011-07-08	2011-09-23	5652	8206	-2554	-2554
SLM - SLM CORP 127 SHS	2008-05-22	2011-05-17	2048	2896	-848	-848
SLM - SLM CORP 528 SHS	2008-08-22	2011-05-17	8517	7471	1046	1046
STI - SUNTRUST BANKS INC 261 SHS	2010-02-03	2011-08-10	4893	6077	-1184	-1184
STI - SUNTRUST BANKS INC 106 SHS	2010-12-27	2011-08-10	1987	3097	-1110	-1110
STT - STATE STR CORP 191 SHS	2009-12-15	2011-08-16	6603	7598	-995	-995
STT - STATE STR CORP 30 SHS	2009-12-15	2011-09-26	943	1193	-250	-250
STT - STATE STR CORP 168 SHS	2010-05-18	2011-09-26	5282	6868	-1586	-1586
TEVA - TEVA PHARMACEUTICAL ADR 211 SHS	2010-11-12	2011-11-02	8213	10649	-2436	-2436
TEVA - TEVA PHARMACEUTICAL ADR 149 SHS	2010-11-12	2011-12-14	6148	7520	-1372	-1372
TEVA - TEVA PHARMACEUTICAL ADR 43 SHS	2010-11-15	2011-12-14	1774	2190	-416	-416
TXN - TEX INSTRUMENTS INC 405 SHS	2010-06-25	2011-07-22	12764	9782	2982	2982
UN - UNILEVER N V F 195 SHS	2008-01-22	2011-10-25	6605	6220	385	385
USB - US BANCORP NEW 415 SHS	2010-05-24	2011-10-27	10883	9944	939	939
USB - US BANCORP NEW 22 SHS	2010-06-18	2011-10-27	577	515	62	62
WFT - WEATHRFORD INLT LTD REG 342 SHS	2010-12-22	2011-02-28	8205	7744	461	461
WFT - WEATHRFORD INLT LTD REG 323 SHS	2010-12-22	2011-03-02	6482	7314	-832	-832
WFT - WEATHRFORD INLT LTD REG 349 SHS	2001-01-31	2011-03-02	7004	8160	-1156	-1156
WLP - WELLPOINT INC 81 SHS	2007-01-09	2011-10-12	5441	6225	-784	-784
WLP - WELLPOINT INC 57 SHS	2007-03-27	2011-10-12	3829	4626	-797	-797
WLP - WELLPOINT INC 2 SHS	2008-04-25	2011-10-12	134	101	33	33
WLP - WELLPOINT INC 6 SHS	2008-04-25	2011-10-14	399	302	97	97
WLP - WELLPOINT INC 50 SHS	2008-06-05	2011-10-14	3327	2785	542	542
WLP - WELLPOINT INC 90 SHS	2008-06-05	2011-10-28	6192	5013	1179	1179
WLP - WELLPOINT INC 10 SHS	2008-06-05	2011-12-16	647	557	90	90
WLP - WELLPOINT INC 221 SHS	2008-09-04	2011-12-16	14297	11348	2949	2949
WMB - WILLIAMS COMPANIES INC 281 SHS	2001-11-02	2011-12-16	8560	8489	71	71
WMB - WILLIAMS COMPANIES INC 182 SHS	2011-11-04	2011-12-16	5545	5712	-167	-167
YUM - YUM BRANDS INC 235 SHS		2011-04-12	11774	11654	120	120
FN 190391 6% 09/01/38 75000 SHS	2010-01-28	2011-02-10	33729	34791	-1062	-1062
FN 889579 6% 05/01/38 140000 SHS	2010-01-21	2011-02-08	59333	61638	-2305	-2305
FN 889579 6% 05/01/38 12000 SHS	2010-01-21	2011-02-10	5094	5283	-189	-189
FN 995876 6% 110138 20000 SHS	2010-02-11	2011-02-10	11283	11542	-259	-259
UST 2.375% 04/15/11 70000 SHS	2010-01-21	2011-04-15	77844	79231	-1387	-1387
UST 2.375% 04/15/11 5000 SHS	2010-05-13	2011-04-15	5560	5617	-57	-57
UST 2.375% 04/15/11 5000 SHS	2010-07-29	2011-04-15	5560	5579	-19	-19
UST BILL 0.0 081811 23000 SHS	2011-05-17	2011-07-11	23000	22998	2	2
UST BILL 0.0 090111 99000 SHS	2011-05-31	2011-09-01	98986	98986	0	0
UST BILL 0.0 090811 99000 SHS	2011-03-10	2011-05-31	98986	98933	53	53
UST NTS 2.5% 063017 19000 SHS	2010-08-19	2011-02-09	18544	19646	-1102	-1102
UST NTS 2.375% 103114 5000 SHS	2010-04-29	2011-02-10	5119	5015	104	104
UST NTS 2.375% 103114 15000 SHS	2010-06-29	2011-02-10	15356	15483	-127	-127
UST NTS 2.375% 103114 15000 SHS	2010-09-09	2011-02-10	15356	15665	-309	-309
UST NTS 2.375% 103114 10000 SHS	2010-10-27	2011-02-10	10238	10543	-305	-305
UST NTS 2.375% 103114 10000 SHS	2010-12-08	2011-02-10	10238	10379	-141	-141
UST NTS 2.375% 07/31/17 35000 SHS	2010-08-13	2011-02-04	33966	35684	-1718	-1718
UST NTS 2.375% 07/31/17 31000 SHS	2010-08-17	2011-02-04	30085	31656	-1571	-1571
UST NTS 4% 02/15/15 50000 SHS	2010-01-21	2011-02-01	54898	53922	976	976
AG - FIRST MAJESTIC SILVER 100 SHS	2010-12-09	2011-03-21	1830	1242	588	588
AGPPY - ANGLO AMERN PLATINUM LTD 1020 SHS	2010-01-22	2011-08-12	12194	16873	-4679	-4679
ANR - ALPHA NATURAL RSRCS INC 95 SHS	2010-01-22	2011-12-29	1878	4375	-2497	-2497
ANR - ALPHA NATURAL RSRCS INC 75 SHS	2010-06-15	2011-12-29	1482	2889	-1407	-1407
ANR - ALPHA NATURAL RSRCS INC 200 SHS	2001-03-21	2011-12-29	3953	11176	-7223	-7223
AVL - AVALON RARE METALS INC 1600 SHS	2001-03-21	2011-08-12	7238	10635	-3397	-3397
AZK - AURIZON MINES LIMITED 1160 SHS	2010-10-18	2011-03-18	8206	8187	19	19
BRY - BERRY PETRO CO CL A 450 SHS	2010-12-09	2011-03-18	20941	18391	2550	2550
CCJ - CAMECO CORP 500 SHS	2010-12-09	2011-06-14	12559	18634	-6075	-6075
CNX - CONSOL ENERGY INC 343 SHS	2001-06-14	2011-12-30	12555	16724	-4169	-4169
CTGO - CONTANGO ORE INC 19 SHS	2010-12-17	2011-01-18	200	95	105	105
CVE - CENOVUS ENERGY INC 600 SHS	2010-12-09	2011-08-12	21260	18635	2625	2625
ECA - ENCANA CORP 465 SHS	2010-01-22	2011-12-29	8533	15158	-6625	-6625
ECA - ENCANA CORP 150 SHS	2010-10-22	2011-12-29	2753	4132	-1379	-1379
GLD - SPDR GOLD TRUST ETF 160 SHS	2010-12-09	2011-01-18	21315	21708	-393	-393
HES - HESS CORPORATION 250 SHS	2010-12-09	2011-03-18	20121	18499	1622	1622
IMO - IMPERIAL OIL LTD NEW 50 SHS	2010-01-22	2011-03-21	2584	1856	728	728
IMPUY - IMPALA PLATINUM SPON ADR 570 SHS	2010-12-09	2011-06-13	15088	18297	-3209	-3209
IOC - INTEROIL CORP 125 SHS	2010-01-22	2011-01-18	9529	9869	-340	-340
IOC - INTEROIL CORP 91 SHS	2010-06-15	2011-01-18	6937	5044	1893	1893
JJC - IPATH DJ UBS CPR T/R ETN 159 SHS	2010-12-09	2011-06-14	8709	8629	80	80
JJC - IPATH DJ UBS CPR T/R ETN 341 SHS	2010-12-09	2011-10-04	13690	18506	-4816	-4816
JJC - IPATH DJ UBS CPR T/R ETN 180 SHS	2001-08-12	2011-10-04	7226	9390	-2164	-2164
LD - IPATH DOW JONES-UBS ETF 205 SHS	2010-01-22	2011-10-04	9718	11934	-2216	-2216
LD - IPATH DOW JONES-UBS ETF 105 SHS	2010-06-15	2011-10-04	4977	4675	302	302
MCP - MOLYCORP INC 95 SHS	2010-10-18	2011-01-18	4434	2993	1441	1441
MCP - MOLYCORP INC 205 SHS	2010-10-18	2011-10-04	6365	6458	-93	-93
MCP - MOLYCORP INC 250 SHS	2001-03-21	2011-10-04	7762	10906	-3144	-3144
MCP - MOLYCORP INC 70 SHS	2001-08-18	2011-10-04	2173	3627	-1454	-1454
MOS - MOSAIC COMPANY 239 SHS	2010-10-14	2011-12-30	12067	15979	-3912	-3912
MVG - MAG SILVER CORP 765 SHS	2010-12-09	2011-10-05	5539	8746	-3207	-3207
NORTHGATE MINERALS CORP 5935 SHS	2010-01-22	2011-01-18	16654	17777	-1123	-1123
OIL - IPATH GOLDMAN SACHS CRUD 1927 SHS	2010-01-22	2011-03-21	52508	46912	5596	5596
PCXCQ - PATRIOT COAL CORP 810 SHS	2001-03-21	2011-10-11	8385	19500	-11115	-11115
PGM - IPATH DOW JONES-UBS ETN 700 SHS	2010-01-22	2011-01-18	30036	26103	3933	3933
PGM - IPATH DOW JONES-UBS ETN 485 SHS	2010-01-22	2011-08-12	20283	18086	2197	2197
PLG - PLATINUM GROUP METALS 3880 SHS	2010-02-25	2011-08-12	5279	7542	-2263	-2263
PXP - PLAINS EXPLORATION & 97 SHS	2010-10-13	2011-11-17	3271	2752	519	519
PZG - PARAMOUNT GOLD & SILVER 2500 SHS	2010-01-22	2011-01-18	8960	4550	4410	4410
PZG - PARAMOUNT GOLD & SILVER 1305 SHS	2010-01-22	2011-03-18	4883	2375	2508	2508
PZG - PARAMOUNT GOLD & SILVER 1431 SHS	2010-06-15	2011-03-18	5355	2028	3327	3327
REE - RARE ELEMENT RESOURCES 1000 SHS	2001-03-21	2011-08-12	9742	10359	-617	-617
RGLD - ROYAL GOLD INC 338 SHS	2010-01-22	2011-12-30	22674	15165	7509	7509
RGLD - ROYAL GOLD INC 70 SHS	2001-01-18	2011-12-30	4696	3342	1354	1354
RYN - RAYONIER INC 510 SHS	2010-01-22	2011-12-30	22993	14825	8168	8168
SA - SEABRIDGE GOLD INC 263 SHS	2010-10-18	2011-08-12	7305	7652	-347	-347
SA - SEABRIDGE GOLD INC 327 SHS	2010-10-18	2011-10-05	6980	9515	-2535	-2535
SCCO - SOUTHERN COPPER CORP 410 SHS	2001-01-18	2011-06-14	13126	19311	-6185	-6185
SLW - SILVER WHEATON CORP 50 SHS	2010-12-09	2011-03-21	2074	1924	150	150
SU - SUNCOR ENERGY INC NEW 520 SHS	2010-01-22	2011-01-18	20218	17746	2472	2472
TCK - TECK RESOURCES LTD CL B 350 SHS	2010-12-09	2011-06-14	16663	19242	-2579	-2579
TLM - TALISMAN ENERGY INC 885 SHS	2010-01-22	2011-10-05	9970	15387	-5417	-5417
UEC - URANIUM ENERGY CORP 1450 SHS	2010-12-09	2011-06-14	4387	8971	-4584	-4584
UEC - URANIUM ENERGY CORP 105 SHS	2001-01-18	2011-06-14	318	598	-280	-280
UEC - URANIUM ENERGY CORP 1995 SHS	2001-01-18	2011-06-15	5951	11369	-5418	-5418
VALE - VALE S A ADR 550 SHS	2001-01-18	2011-06-14	16870	20398	-3528	-3528
WLT - WALTER ENERGY INC 155 SHS	2001-01-24	2011-10-11	10094	19070	-8976	-8976
XEC - CIMAREX ENERGY CO 180 SHS	2001-03-18	2011-10-05	9913	19313	-9400	-9400
XRA - EXETER RESOURCE CORP 1075 SHS	2010-02-25	2011-08-12	4604	8434	-3830	-3830
XRA - EXETER RESOURCE CORP 217 SHS	2010-06-15	2011-08-12	929	1444	-515	-515
XRA - EXETER RESOURCE CORP 300 SHS	2010-10-22	2011-08-12	1285	1698	-413	-413
FHLB 1.625% 031611 100000 SHS	2009-03-30	2011-03-16	100000	100259	-259	-259
FHLMC MTN 3.75% 032719 15000 SHS	2010-03-18	2011-11-18	16939	14827	2112	2112
FNMA 4.625% 10/15/14 90000 SHS	2009-03-05	2011-11-18	99965	99008	957	957
FNMA 5.125% 04/15/11 100000 SHS	2009-03-18	2011-04-15	100000	106916	-6916	-6916
GECC 5.875% 02/15/12 35000 SHS	2010-12-21	2011-03-08	36697	36919	-222	-222
METLIFE INC 5% 06/15/15 20000 SHS	2009-03-16	2011-08-02	22224	18402	3822	3822
ORACLE CORP/ 5% 01/15/11 40000 SHS	2009-03-05	2011-01-18	40000	42282	-2282	-2282
PSEG POWER 6.95% 6/1/12 35000 SHS	2009-03-13	2011-06-22	36931	36516	415	415
VERIZON 4.35% 02/15/13 50000 SHS	2010-01-21	2011-09-13	52300	53326	-1026	-1026
VERIZON 4.625% 3/15/13 40000 SHS	2009-03-09	2011-08-02	42128	39685	2443	2443
WACHOVIA 5.625% 10/15/16 2000 SHS	2010-03-16	2011-08-02	2221	2114	107	107
WACHOVIA 5.625% 10/15/16 30000 SHS	2010-03-16	2011-11-18	32072	31707	365	365
AAPL - APPLE INC 39 SHS	2010-12-09	2011-06-27	12911	12546	365	365
BBBY - BED BATH & BEYOND INC 186 SHS	2010-04-01	2011-08-16	10064	8232	1832	1832
BBBY - BED BATH & BEYOND INC 1 SHS	2010-04-12	2011-08-16	54	46	8	8
CAT - CATERPILLAR INC 169 SHS	2011-06-27	2011-07-25	17859	16976	883	883
FLR - FLUOR CORP (NEW) 259 SHS	2010-12-09	2011-12-27	13142	16184	-3042	-3042
GS - GOLDMAN SACHS GROUP INC 97 SHS	2010-07-21	2011-02-01	16051	14422	1629	1629
GS - GOLDMAN SACHS GROUP INC 6 SHS	2010-08-13	2011-02-01	993	894	99	99
HPQ - HEWLETT-PACKARD COMPANY 353 SHS	2010-06-24	2011-05-18	12723	16354	-3631	-3631
HPQ - HEWLETT-PACKARD COMPANY 161 SHS	2010-08-09	2011-05-18	5803	6889	-1086	-1086
HPQ - HEWLETT-PACKARD COMPANY 86 SHS	2010-08-13	2011-05-18	3100	3513	-413	-413
IVZ - INVESCO PLC 447 SHS	2009-12-31	2011-09-19	7890	10476	-2586	-2586
LIFE - LIFE TECHNOLOGIES CORP 193 SHS	2009-12-31	2011-08-02	8505	10080	-1575	-1575
MEDCO HEALTH SOLUTIONS 264 SHS	2009-12-31	2011-08-25	13997	17093	-3096	-3096
PCP - PRECISION CASTPARTS CORP 124 SHS	2010-12-09	2011-06-27	19055	17627	1428	1428
PEP - PEPSICO INCORPORATED 441 SHS	2007-03-27	2011-08-25	27968	27823	145	145
SCHW - SCHWAB CHARLES CORP NEW 931 SHS	2011-02-01	2011-09-09	10512	17197	-6685	-6685
AAPL - APPLE INC 103 SHS	2010-12-08	2011-01-18	34758	32827	1931	1931
AAPL - APPLE INC 170 SHS	2010-12-08	2011-12-28	68830	54180	14650	14650
ADS - ALLIANCE DATA SYS CORP 418 SHS	2009-11-25	2011-12-28	43405	26190	17215	17215
AGN - ALLERGAN INC 542 SHS	2007-09-27	2011-12-28	47118	34425	12693	12693
ALTR - ALTERA CORPORATION 196 SHS	2010-12-08	2011-01-11	7055	7386	-331	-331
ANSS - ANSYS INC 283 SHS	2010-12-08	2011-03-18	14512	14446	66	66
CELG - CELGENE CORP 435 SHS	2007-08-13	2011-12-28	29383	26158	3225	3225
CHD - CHURCH & DWIGHT INC 888 SHS	2009-11-25	2011-12-28	41049	26180	14869	14869
CSCO - CISCO SYS INC 1199 SHS	2009-11-25	2011-03-18	20528	28461	-7933	-7933
CTSH - COGNIZANT TECHNOLOGY 120 SHS	2010-12-08	2011-01-11	9058	8356	702	702
CTXS - CITRIX SYSTEMS INC 208 SHS	2010-12-08	2011-01-11	14268	14567	-299	-299
ECL - ECOLAB INC 518 SHS	2006-10-17	2011-03-18	24688	23086	1602	1602
HITT - HITTITE MICROWAVE CORP 479 SHS	2010-12-08	2011-01-11	29165	29438	-273	-273
IBM - INTL BUSINESS MACH CORP 432 SHS	2010-12-08	2011-12-28	79887	62827	17060	17060
ORLY - O'REILLY AUTOMOTIVE INC 109 SHS	2010-12-08	2011-04-29	6394	6642	-248	-248
ORLY - O'REILLY AUTOMOTIVE INC 493 SHS	2010-12-08	2011-12-28	39981	30041	9940	9940
PCAR - PACCAR INC 463 SHS	2010-12-20	2011-08-30	17491	26258	-8767	-8767
RMD - RESMED INC 527 SHS	2010-12-08	2011-01-26	16876	17504	-628	-628
RMD - RESMED INC 523 SHS	2010-12-08	2011-01-31	16383	17371	-988	-988
SPLS - STAPLES INC 1323 SHS	2009-11-25	2011-05-18	22219	31138	-8919	-8919
SRCL - STERICYCLE INC 139 SHS	2010-12-08	2011-03-21	11913	10733	1180	1180
SWKS - SKYWORKS SOLUTIONS INC 240 SHS	2010-12-08	2011-01-11	7492	6544	948	948
SWKS - SKYWORKS SOLUTIONS INC 642 SHS	2010-12-08	2011-08-19	12795	17505	-4710	-4710
TMO - THERMO FISHER SCI INC 563 SHS	2009-11-25	2011-02-01	32414	26887	5527	5527
WRC - WARNACO GROUP INC CL A 402 SHS	2010-03-26	2011-08-24	19927	18683	1244	1244
FHLMC GOLD PASS THRU POOL G04688 PR RET 14000	2011-11-10	2011-11-30	161	161	0	0
FHLMC GOLD PASS THRU POOL G04688 PR RET 14000	2011-11-10	2011-12-31	158	158	0	0
FHLMC GOLD PASS THRU POOL G04913 PR RET 7000	2011-11-10	2011-11-30	84	84	0	0
FHLMC GOLD PASS THRU POOL G04913 PR RET 7000	2011-11-10	2011-12-31	86	86	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-02-28	58	58	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-03-31	78	78	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-04-30	88	88	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-05-31	152	152	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-06-30	229	229	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-07-31	203	203	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-08-31	412	412	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-09-30	854	854	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-10-31	946	946	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-11-30	856	856	0	0
FHLMC GOLD PASS THRU POOL A97 47 PR RET 38000	2011-02-11	2011-12-31	609	609	0	0
FNMA PASS THRU POOL 190391 PR RET 75000	2010-01-28	2011-01-31	1147	1147	0	0
FNMA PASS THRU POOL AI1888 PR RET 2000	2011-10-07	2011-10-31	69	69	0	0
FNMA PASS THRU POOL AI1888 PR RET 2000	2011-10-07	2011-11-30	59	59	0	0
FNMA PASS THRU POOL AI1888 PR RET 2000	2011-10-07	2011-12-31	57	57	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-05-31	7	7	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-06-30	6	6	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-07-31	10	10	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-08-31	19	19	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-09-30	17	16	1	1
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-10-31	6	6	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-11-30	30	30	0	0
FNMA PASS THRU POOL AI1969 PR RET 3000	2011-05-10	2011-12-31	39	39	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-02-28	77	77	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-03-31	149	149	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-04-30	109	109	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-05-31	151	151	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-06-30	167	167	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-07-31	302	302	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-08-31	367	367	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-09-30	551	551	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-10-31	734	734	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-11-30	637	637	0	0
FNMA PASS THRU POOL AH5583 PR RET 38000	2011-02-09	2011-12-31	644	644	0	0
FNMA PASS THRU POOL 725205 PR RET 60000	2011-10-07	2011-10-31	522	522	0	0
FNMA PASS THRU POOL 725205 PR RET 60000	2011-10-07	2011-11-30	533	533	0	0
FNMA PASS THRU POOL 725205 PR RET 60000	2011-10-07	2011-12-31	534	534	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-01-31	187	187	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-02-28	154	154	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-03-31	134	134	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-04-30	128	128	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-05-31	103	103	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-06-30	125	125	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-07-31	131	131	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-08-31	155	155	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-09-30	153	153	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-10-31	188	188	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-11-30	174	174	0	0
FNMA PASS THRU POOL 735580 PR RET 18000	2010-01-28	2011-12-31	196	196	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-01-31	1406	1406	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-02-28	1122	1122	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-03-31	931	931	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-04-30	797	797	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-05-31	789	789	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-06-30	866	866	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-07-31	886	886	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-08-31	971	971	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-09-30	1051	1051	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-10-31	1146	1146	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-11-30	1273	1273	0	0
FNMA PASS THRU POOL 745275 PR RET 110000	2010-01-21	2011-12-31	1235	1235	0	0
FNMA PASS THRU POOL 745418 PR RET 23000	2011-09-09	2011-09-30	168	168	0	0
FNMA PASS THRU POOL 745418 PR RET 23000	2011-09-09	2011-10-31	181	181	0	0
FNMA PASS THRU POOL 745418 PR RET 23000	2011-09-09	2011-11-30	191	191	0	0
FNMA PASS THRU POOL 745418 PR RET 23000	2011-09-09	2011-12-31	192	192	0	0
FNMA PASS THRU POOL 889579 PR RET 270000	2010-01-21	2011-01-31	3136	3136	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-02-28	1298	1298	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-03-31	1407	1407	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-04-30	1212	1212	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-05-31	1115	1115	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-06-30	1095	1095	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-07-31	1003	1003	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-08-31	1008	1008	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-09-30	919	919	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-10-31	930	930	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-11-30	887	887	0	0
FNMA PASS THRU POOL 889579 PR RET 118000	2010-01-21	2011-12-31	890	890	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-05-31	53	53	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-06-30	46	46	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-07-31	65	65	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-08-31	73	73	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-09-30	50	50	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-10-31	92	92	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-11-30	61	61	0	0
FNMA PASS THRU POOL 903812 PR RET 6000	2011-05-10	2011-12-31	58	58	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-06-30	48	48	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-07-31	51	51	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-08-31	61	61	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-09-30	56	56	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-10-31	61	61	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-11-30	68	68	0	0
FNMA PASS THRU POOL 972295 PR RET 7000	2011-06-09	2011-12-31	72	72	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-01-31	62	62	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-02-28	59	59	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-03-31	28	28	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-04-30	37	37	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-05-31	31	31	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-06-30	26	26	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-07-31	29	29	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-08-31	43	43	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-09-30	31	31	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-10-31	41	41	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-11-30	35	35	0	0
FNMA PASS THRU POOL 986761 PR RET 3000	2010-02-11	2011-12-31	31	31	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-01-31	1173	1173	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-02-28	989	989	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-03-31	1004	1004	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-04-30	853	853	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-05-31	789	789	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-06-30	789	789	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-07-31	719	719	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-08-31	738	738	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-09-30	755	755	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-10-31	766	766	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-11-30	750	750	0	0
FNMA PASS THRU POOL 995018 PR RET 77000	2010-01-21	2011-12-31	774	774	0	0
FNMA PASS THRU POOL 995876 PR RET 20000	2010-01-21	2011-01-31	205	205	0	0
FNMA PASS THRU POOL AB1248 PR RET 3000	2010-01-21	2011-09-30	67	67	0	0
FNMA PASS THRU POOL AB1248 PR RET 3000	2010-01-21	2011-10-31	96	96	0	0
FNMA PASS THRU POOL AB1248 PR RET 3000	2010-01-21	2011-11-30	105	105	0	0
FNMA PASS THRU POOL AB1248 PR RET 3000	2010-01-21	2011-12-31	69	69	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-02-28	363	363	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-03-31	127	127	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-04-30	219	219	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-05-31	228	228	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-06-30	407	407	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-07-31	355	355	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-08-31	528	528	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-09-30	1839	1839	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-10-31	1800	1800	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-11-30	1420	1420	0	0
FNMA PASS THRU POOL AB1389 PR RET 55000	2011-02-02	2011-12-31	1177	1177	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-04-30	1320	1320	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-05-31	1123	1123	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-06-30	1390	1390	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-07-31	1306	1306	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-08-31	1361	1361	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-09-30	1278	1278	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-10-31	1404	1404	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-11-30	1355	1355	0	0
FNMA PASS THRU POOL AE0115 PR RET 86000	2011-04-19	2011-12-31	1497	1497	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-03-31	59	59	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-04-30	103	103	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-05-31	88	88	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-06-30	153	153	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-07-31	232	232	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-08-31	184	184	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-09-30	448	448	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-10-31	422	422	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-11-30	480	480	0	0
FNMA PASS THRU POOL AE0984 PR RET 24000	2011-03-02	2011-12-31	393	393	0	0
Capital Gains Dividends			1231		1231	1231	P

Field	Value	IRS element (for citing)
Capital Gain Net Income	-9498	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	728091	QualifyingDistributionsYear1
Noncharitable Assets Year1	11958059	NoncharitableAssetsYear1
Distribution Ratio Year1	0.060887	DistributionRatioYear1
Qualifying Distributions Year2	776334	QualifyingDistributionsYear2
Noncharitable Assets Year2	10779943	NoncharitableAssetsYear2
Distribution Ratio Year2	0.072017	DistributionRatioYear2
Qualifying Distributions Year3	756000	QualifyingDistributionsYear3
Noncharitable Assets Year3	15639203	NoncharitableAssetsYear3
Distribution Ratio Year3	0.048340	DistributionRatioYear3
Qualifying Distributions Year4	974513	QualifyingDistributionsYear4
Noncharitable Assets Year4	19556727	NoncharitableAssetsYear4
Distribution Ratio Year4	0.049830	DistributionRatioYear4
Qualifying Distributions Year5	899901	QualifyingDistributionsYear5
Noncharitable Assets Year5	18484973	NoncharitableAssetsYear5
Distribution Ratio Year5	0.048683	DistributionRatioYear5
Total Distribution Ratio	0.279757	TotalDistributionRatio
Average Distribution Ratio	0.055951	AverageDistributionRatio
Net Noncharitable Assets	12438687	NetNoncharitableAssets
Adjusted Noncharitable Assets	695957	AdjustedNoncharitableAssets
One Percent Net Investment Income	1903	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	697860	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	748820	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	1903	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	1903	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	1903	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	24281	EstTaxPaymentsAndOverpayment
Total Credits And Payments	24281	TotalCreditsAndPayments
Overpayment	22378	Overpayment
Amount Credited To Next Year	22378	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

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

Books In Care Of Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	K B MORGAN	BusinessNameLine1

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

Books In Care Of US Address BooksInCareOfUSAddress

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

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

Statements Regarding Acty4720 StatementsRegardingActy4720

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

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation	Contri To Empl Benefit Plans EtcContriToEmplBenefitPlansEtc	Expense Account Other AllowancesExpenseAccountOtherAllowances
DOROTHY S SHAW
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR	0.10	336	0	0
KATHARINE THOMAS
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR	0.10	336	0	0
E JACK WALKER
3802 SWARTHMORE RD	DURHAM	NC	27707	DIRECTOR,SECRETARY	0.15	336	0	0
K BARRY MORGAN
405 BATTLEGROUND AVE SUITE 101	GREENSBORO	NC	27401	DIRECTOR,VICE PRES,TREAS	10.00	40597	0	0
JOHN S THOMAS
3802 SWARTHMORE RD	DURHAM	NC	27707	PRESIDENT	35.00	134401	0	0

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

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Total	0	Total

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	12144828	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	483281	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	12628109	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	12628109	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	189422	CashDeemedCharitable
Net Noncharitable Assets	12438687	NetNoncharitableAssets
Minimum Investment Return	621934	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	621934	MinimumInvestmentReturn
Tax Based On Investment Income	1903	TaxBasedOnInvestmentIncome
Total Tax	1903	TotalTax
Distributable Amount Before Adj	620031	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	620031	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	620031	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	748820	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	748820	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	1903	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	746917	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	620031	DistributableAmountAsAdjusted
Undistributed Income Prior Year	0	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Excess Distri Carryover Year5	16850	ExcessDistriCarryoverYear5
Excess Distri Carryover Year4	32651	ExcessDistriCarryoverYear4
Excess Distri Carryover Year2	239503	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	145620	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	434624	TotalExcessDistriCarryover
Qualifying Distributions	748820	QualifyingDistributions
Applied To Year1	0	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	620031	AppliedToCurrentYear
Remaining Distri From Corpus	128789	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	563413	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	0	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	16850	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	546563	ExcessDistriCyovToNextYear
Excess From Year4	32651	ExcessFromYear4
Excess From Year2	239503	ExcessFromYear2
Excess From Year1	145620	ExcessFromYear1
Excess From Current Year	128789	ExcessFromCurrentYear

Supplementary Information SupplementaryInformation

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

Appication Submission Info AppicationSubmissionInfo

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

Recipient US Address RecipientUSAddress

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

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

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (33 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
AMERICAN RED CROSS
100 N PEARTREE	RALEIGH	NC	27610	NONE	PUBLIC CHARITY	TORNADO DISASTER RELIEF	$7,500
AMERICANS FOR PROSPERITY FOUNDATION
1726 M STREET 10TH FL	WASHINGTON	DC	20036	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
AMISTAD MISSION
55 SCOTT ST	BUFORD	GA	30158	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$20,000
ASIAN ACCESS LIFE MINISTRIES
PO BOX 200	SAN DIMAS	CA	91773	NONE	PUBLIC CHARITY	TSUNAMI RELIEF	$5,000
ASIAN ACCESS LIFE MINISTRIES
PO BOX 200	SAN DIMAS	CA	91773	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$20,000
ASSOCIATION OF SMALL FOUNDATIONS
4905 DEL RAY AVE	BETHESDA	MD	20814	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
BOY SCOUTS OF AMERICA OLD NORTH STATE COUNCIL
PO BOX 29048	GREENSBORO	NC	27403	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$500
CHILD EVANGELISM FELLOWSHIP
PO BOX 348	WARRENTON	MO	63383	NONE	PUBLIC CHARITY	SUPPORT FOR MISSIONARIES	$7,500
COLUMBIA INTERNATIONAL UNIVERSITY
PO BOX 3122	COLUMBIA	SC	29230	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$7,500
DUKE UNIVERSITY
BOX 90482	DURHAM	NC	27708	NONE	PUBLIC CHARITY	COMPREHENSIVE CANCER CENTER	$75,000
DURHAM COMMUNITY CONCERT BAND
PO BOX 52133	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
DURHAM RESCUE MISSION
PO BOX 11858	DURHAM	NC	27703	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500
FAITH IN ACTION
705 GREENE ST	GREENSBORO	NC	27401	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$25,000
FOCUS ON THE FAMILY
8605 EXPLORER DR	COLORADO SPRINGS	CO	80920	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$10,000
GLOBAL ACTION
7680 GODDARD ST STE 100	COLORADO SPRINGS	CO	80920	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$15,000
HINSHAW MEMORIAL UNITED METHODIST CHURCH
4501 HIGH POINT RD	GREENSBORO	NC	27407	NONE	CHURCH	GENERAL SUPPORT	$5,000
JAZZ FOUNDATION OF NORTH CAROLINA INC
PO BOX 51523	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
LEADERSHIP EDGE
PO BOX 51657	DURHAM	NC	27717	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$50,000
MISSION TRAINING INTERNATIONAL
PO BOX 1220	PALMER LAKE	CO	80133	NONE	PUBLIC CHARITY	MISSIONARY STAFF SUPPORT	$5,000
NATIONAL RIGHT TO WORK LEGAL DEFENSE FOUNDATION
8001 BRADDOCK RD	SPRINGFIELD	VA	22160	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$25,000
NATIONAL TAXPAYERS UNION FOUNDATION
108 NORTH ALFRED ST	ALEXANDRIA	VA	22314	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$30,000
NORTH CAROLINA MUSEUM OF LIFE AND SCIENCE
433 W MURRAY STREET	DURHAM	NC	27704	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500
OMICRON DELTA KAPPA FOUNDATION
224 MCLAUGHLIN STREET	LEXINGTON	VA	244502002	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
REFORMED UNIVERSITY FELLOWSHIP
1600 BROWN RD SUITE 104	LAWRENCEVILLE	GA	30043	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$2,500
ST STEPHENS EPISCOPAL CHURCH
82 KIMBERLY DR	DURHAM	NC	27707	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$5,000
THE EMILY KRYZEWSKI FAMILY LIFE CENTER
904 WEST CHAPEL HILL STREET	DURHAM	NC	27701	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,500
THE GATHERING
601 SHELBY DR STE 201	TYLER	TX	75701	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,000
THE JESSE HELMS CENTER FOUNDATION
PO BOX 247	WINGATE	NC	28270	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$15,000
THE JOHN LOCK FOUNDATION
200 WEST MORGAN ST SUITE 200	RALEIGH	NC	27601	NONE	PUBLIC CHARITY	EA MORRIS FELLOWHIP PROGRAM	$115,000
TRANS WORLD RADIO
PO BOX 8700	CARY	NC	27512	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$7,500
UNC LAW FOUNDATION
VAN HECKE WETACCH HALL 160 RIDGE RD	CHAPEL HILL	NC	27599	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$1,500
UNC SCHOOL OF GOVERNMENT
CAMPUS BOX 3330	CHAPEL HILL	NC	27599	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$25,000
WASHINGTON & LEE UNIVERSITY
204 WEST WASHINGTON STREET	LEXINGTON	VA	24450	NONE	PUBLIC CHARITY	GENERAL SUPPORT	$100,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	600000	TotGrantOrContriPaidDuringYear
Tot Grant Or Contri Approved Future	0	TotGrantOrContriApprovedFuture

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$327,299	ExclusionAmount

Other Investment Income Part VII OtherInvestmentIncomePartVII

Field	Value	IRS element (for citing)
Exclusion Code	15	ExclusionCode
Exclusion	$1,156	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	-$9,498	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	$0	UnrelatedBusinessIncomeAmount
Exclusion	$318,957	ExclusionAmount
Related Or Exempt Function Income	0	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	318957	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

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

Depreciation Schedule DepreciationSchedule

Depreciation Depreciation

Field	Value	IRS element (for citing)
Description Of Property	COMPUTER	DescriptionOfProperty
Date Acquired	2011-11-30	DateAcquired
Cost Or Other Basis	896	CostOrOtherBasis
Computation Method	SL	ComputationMethod
Life	5.000000000000	Life
Current Year Expense	15	CurrentYearExpense
Net Investment Income	0	NetInvestmentIncome

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (2 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
Corporate bonds at Wells Fargo Advisors	1714746	1785145
Other	22261	22261

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Field	Value	IRS element (for citing)
Name Of Stock	Corporate stocks at Wells Fargo Advisors	NameOfStock
EOY Book Value	7995924	EOYBookValue
EOYFMV	7669017	EOYFMV

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	1265642	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	1325477	USGovtSecuritiesEOYFMV
State Local Securities EOY Book Val	0	StateLocalSecuritiesEOYBookVal
State Local Securities EOYFMV	0	StateLocalSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Category Or Item	Foreign bonds at Wells Fargo Advisors	CategoryOrItem
Listed At Cost Or FMV	AT COST	ListedAtCostOrFMV
Book Value	422114	BookValue
EOYFMV	428790	EOYFMV

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtc

Field	Value	IRS element (for citing)
Category Or Item	COMPUTER	CategoryOrItem
Cost Or Other Basis	896	CostOrOtherBasis
Accumulated Depreciation	15	AccumulatedDepreciation
Book Value	881	BookValue

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (6 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
DUES	695	0
TELEPHONE & INTERNET	1814	0
OFFICE SUPPLIES	88	0
PAYROLL PROCESSING	1241	0
BANK CHARGES	12	0
OTHER INVESTMENT EXPENSES	1479	1479

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	MESABI TRUST	Description
Revenue And Expenses Per Books	1156	RevenueAndExpensesPerBooks
Net Investment Income	1156	NetInvestmentIncome
Adjusted Net Income	1156	AdjustedNetIncome

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Field	Value	IRS element (for citing)
Category	INVESTMENT MANAGEMENT FEES	Category
Amount	$103,331	Amount
Net Investment Income	103331	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

Taxes Schedule TaxesSchedule

Taxes Taxes

Field	Value	IRS element (for citing)
Category	FOREIGN TAX W/H	Category
Amount	$6,202	Amount
Net Investment Income	6202	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

E A MORRIS CHARITABLE FOUNDATION: Form 990PF, tax year 2011

Return header ReturnHeader

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Preparer Firm US Address PreparerFirmUSAddress

Filer Filer

Name Name

US Address USAddress

Officer Officer

Preparer Preparer

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Balance Sheets BalanceSheets

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1183 entries)

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Statements Regarding Activities StatementsRegardingActivities

Books In Care Of Business Name BooksInCareOfBusinessName

Books In Care Of US Address BooksInCareOfUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (5 entries)

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Distributable DistributableAmount

Qualifying Distributions QualifyingDistributions

Undistributed Income UndistributedIncome

Supplementary Information SupplementaryInformation

Appication Submission Info AppicationSubmissionInfo

Recipient US Address RecipientUSAddress

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (33 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Other Investment Income Part VII OtherInvestmentIncomePartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Subtotals Part XVIA SubtotalsPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Depreciation Schedule DepreciationSchedule

Depreciation Depreciation

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (2 entries)

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtc

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (6 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Taxes Schedule TaxesSchedule

Taxes Taxes

Comments