2012-11-01T10:40:35-05:00 2011-12-31 562231176 KB MORGAN PLLC 405 BATTLEGROUND AVENUE SUITE 101 GREENSBORO NC 27401 990PF 2011-01-01 581413060 EA Morris Charitable Foundation EAMO 9194039498 3802 Swarthmore Road Durham NC 27707 KENNETH B MORGAN 3362712870 2012-11-01 0 K BARRY MORGAN P00006346 3362712870 X 2011 2016-02-24 21:20:13Z X 11669252 X X 327299 327299 -9498 7117781 0 1156 1156 318957 328455 176006 27186 148820 15190 0 0 103331 103331 0 6202 6202 0 15 0 4239 0 0 6293 0 0 5329 1479 0 316605 138198 148820 600000 600000 916605 138198 748820 -597648 190257 75680 437681 437681 365869 1904427 1265642 1325477 8398033 7995924 7669017 1652136 1737007 1807406 60752 422114 428790 896 15 0 881 881 12456897 11859249 11669252 0 0 X 4474067 4474067 0 0 7982830 7385182 12456897 11859249 12456897 11859249 12456897 -597648 0 11859249 0 11859249 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 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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 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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 P 1231 1231 1231 -9498 0 728091 11958059 0.060887 776334 10779943 0.072017 756000 15639203 0.048340 974513 19556727 0.049830 899901 18484973 0.048683 0.279757 0.055951 12438687 695957 1903 697860 748820 X 1903 0 1903 0 1903 24281 24281 22378 22378 0 0 0 0 0 0 0 0 0 0 0 0 1 NC 1 0 0 0 0 1 N/A K B MORGAN 3362712870 405 BATTLEGROUND AVE SUITE 101 GREENSBORO NC 27401 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 DOROTHY S SHAW 3802 SWARTHMORE RD DURHAM NC 27707 0.10 336 0 0 KATHARINE THOMAS 3802 SWARTHMORE RD DURHAM NC 27707 0.10 336 0 0 E JACK WALKER 3802 SWARTHMORE RD DURHAM NC 27707 0.15 336 0 0 K BARRY MORGAN 405 BATTLEGROUND AVE SUITE 101 GREENSBORO NC 27401 10.00 40597 0 0 JOHN S THOMAS 3802 SWARTHMORE RD DURHAM NC 27707 35.00 134401 0 0 NONE 0 NONE 0 0 12144828 483281 0 12628109 0 0 12628109 189422 12438687 621934 621934 1903 1903 620031 0 620031 0 620031 748820 0 748820 1903 746917 620031 0 0 16850 32651 239503 145620 434624 748820 0 0 0 620031 128789 0 0 563413 0 0 0 0 0 0 16850 546563 32651 239503 145620 128789 X MR JOHN S THOMAS 3802 SWARTHMORE ROAD DURHAM NC 27707 9194039498 APPLICATIONS SHOULD BE SUBMITTED IN LETTER FORM. NONE NONE AMERICAN RED CROSS 100 N PEARTREE RALEIGH NC 27610 NONE PUBLIC CHARITY TORNADO DISASTER RELIEF 7500 AMERICANS FOR PROSPERITY FOUNDATION 1726 M STREET 10TH FL WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 AMISTAD MISSION 55 SCOTT ST BUFORD GA 30158 NONE PUBLIC CHARITY GENERAL SUPPORT 20000 ASIAN ACCESS LIFE MINISTRIES PO BOX 200 SAN DIMAS CA 91773 NONE PUBLIC CHARITY TSUNAMI RELIEF 5000 ASIAN ACCESS LIFE MINISTRIES PO BOX 200 SAN DIMAS CA 91773 NONE PUBLIC CHARITY GENERAL SUPPORT 20000 ASSOCIATION OF SMALL FOUNDATIONS 4905 DEL RAY AVE BETHESDA MD 20814 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 BOY SCOUTS OF AMERICA OLD NORTH STATE COUNCIL PO BOX 29048 GREENSBORO NC 27403 NONE PUBLIC CHARITY GENERAL SUPPORT 500 CHILD EVANGELISM FELLOWSHIP PO BOX 348 WARRENTON MO 63383 NONE PUBLIC CHARITY SUPPORT FOR MISSIONARIES 7500 COLUMBIA INTERNATIONAL UNIVERSITY PO BOX 3122 COLUMBIA SC 29230 NONE PUBLIC CHARITY GENERAL SUPPORT 7500 DUKE UNIVERSITY BOX 90482 DURHAM NC 27708 NONE PUBLIC CHARITY COMPREHENSIVE CANCER CENTER 75000 DURHAM COMMUNITY CONCERT BAND PO BOX 52133 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 DURHAM RESCUE MISSION PO BOX 11858 DURHAM NC 27703 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 FAITH IN ACTION 705 GREENE ST GREENSBORO NC 27401 NONE PUBLIC CHARITY GENERAL SUPPORT 25000 FOCUS ON THE FAMILY 8605 EXPLORER DR COLORADO SPRINGS CO 80920 NONE PUBLIC CHARITY GENERAL SUPPORT 10000 GLOBAL ACTION 7680 GODDARD ST STE 100 COLORADO SPRINGS CO 80920 NONE PUBLIC CHARITY GENERAL SUPPORT 15000 HINSHAW MEMORIAL UNITED METHODIST CHURCH 4501 HIGH POINT RD GREENSBORO NC 27407 NONE CHURCH GENERAL SUPPORT 5000 JAZZ FOUNDATION OF NORTH CAROLINA INC PO BOX 51523 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 LEADERSHIP EDGE PO BOX 51657 DURHAM NC 27717 NONE PUBLIC CHARITY GENERAL SUPPORT 50000 MISSION TRAINING INTERNATIONAL PO BOX 1220 PALMER LAKE CO 80133 NONE PUBLIC CHARITY MISSIONARY STAFF SUPPORT 5000 NATIONAL RIGHT TO WORK LEGAL DEFENSE FOUNDATION 8001 BRADDOCK RD SPRINGFIELD VA 22160 NONE PUBLIC CHARITY GENERAL SUPPORT 25000 NATIONAL TAXPAYERS UNION FOUNDATION 108 NORTH ALFRED ST ALEXANDRIA VA 22314 NONE PUBLIC CHARITY GENERAL SUPPORT 30000 NORTH CAROLINA MUSEUM OF LIFE AND SCIENCE 433 W MURRAY STREET DURHAM NC 27704 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 OMICRON DELTA KAPPA FOUNDATION 224 MCLAUGHLIN STREET LEXINGTON VA 244502002 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 REFORMED UNIVERSITY FELLOWSHIP 1600 BROWN RD SUITE 104 LAWRENCEVILLE GA 30043 NONE PUBLIC CHARITY GENERAL SUPPORT 2500 ST STEPHENS EPISCOPAL CHURCH 82 KIMBERLY DR DURHAM NC 27707 NONE PUBLIC CHARITY GENERAL SUPPORT 5000 THE EMILY KRYZEWSKI FAMILY LIFE CENTER 904 WEST CHAPEL HILL STREET DURHAM NC 27701 NONE PUBLIC CHARITY GENERAL SUPPORT 1500 THE GATHERING 601 SHELBY DR STE 201 TYLER TX 75701 NONE PUBLIC CHARITY GENERAL SUPPORT 1000 THE JESSE HELMS CENTER FOUNDATION PO BOX 247 WINGATE NC 28270 NONE PUBLIC CHARITY GENERAL SUPPORT 15000 THE JOHN LOCK FOUNDATION 200 WEST MORGAN ST SUITE 200 RALEIGH NC 27601 NONE PUBLIC CHARITY EA MORRIS FELLOWHIP PROGRAM 115000 TRANS WORLD RADIO PO BOX 8700 CARY NC 27512 NONE PUBLIC CHARITY GENERAL SUPPORT 7500 UNC LAW FOUNDATION VAN HECKE WETACCH HALL 160 RIDGE RD CHAPEL HILL NC 27599 NONE PUBLIC CHARITY GENERAL SUPPORT 1500 UNC SCHOOL OF GOVERNMENT CAMPUS BOX 3330 CHAPEL HILL NC 27599 NONE PUBLIC CHARITY GENERAL SUPPORT 25000 WASHINGTON & LEE UNIVERSITY 204 WEST WASHINGTON STREET LEXINGTON VA 24450 NONE PUBLIC CHARITY GENERAL SUPPORT 100000 600000 0 14 327299 15 1156 18 -9498 0 318957 0 318957 0 0 0 0 0 0 0 0 0 0 COMPUTER 2011-11-30 896 SL 5.000000000000 15 0 Corporate bonds at Wells Fargo Advisors 1714746 1785145 Other 22261 22261 Corporate stocks at Wells Fargo Advisors 7995924 7669017 1265642 1325477 0 0 Foreign bonds at Wells Fargo Advisors AT COST 422114 428790 COMPUTER 896 15 881 DUES 695 0 0 TELEPHONE & INTERNET 1814 0 0 OFFICE SUPPLIES 88 0 0 PAYROLL PROCESSING 1241 0 0 BANK CHARGES 12 0 0 OTHER INVESTMENT EXPENSES 1479 1479 0 MESABI TRUST 1156 1156 1156 INVESTMENT MANAGEMENT FEES 103331 103331 0 FOREIGN TAX W/H 6202 6202 0