2011-06-30T11:42:17-05:00 2010-12-31 GLASERDUNCAN CPAS 1040 ANNA KNAPP BLVD MOUNT PLEASANT SC 29464 990PF 2010-01-01 363479461 COYDOG FOUNDATION COYD 6174897300 C/O HARRIS LLOYD 2 BRIGHTON STREET BELMONT MA 02478 BOARDMAN LLOYD 6174897300 2011-06-30 1 KEVIN ST GERMAIN 8436281890 2011-06-30 2010 2016-02-24 21:20:13Z X 43057162 X X 1079635 1079635 99035 16046047 99035 47589 56322 1226259 1234992 0 0 0 154 154 0 12200 12200 0 245125 245125 0 32473 22473 0 16317 16317 0 306269 296269 0 1860193 1860193 2166462 296269 1860193 -940203 938723 1836017 2324229 2324229 6075498 5306851 5282975 17184434 17218303 21270146 9337749 10307097 10612211 5937741 3877741 3567601 40371439 39034221 43057162 0 0 X 40371439 39034221 0 0 0 0 40371439 39034221 40371439 39034221 40371439 -940203 258680 39689916 655695 39034221 GTC BIOTHERAPEUTICS INC - 230 SH 2002-10-11 2010-12-02 69 2074 -2005 -2005 GTC BIOTHERAPEUTICS INC - 230 SH 1997-06-27 2010-12-02 69 20119 -20050 -20050 NEWS CORP - 875 SH 2009-01-15 2010-01-05 12188 6921 5267 5267 HOME DEPOT INC USD 0.05 - 175 SH 2009-03-02 2010-01-14 4955 3515 1440 1440 US BANCORP DEL - 350 SH 2009-05-18 2010-01-19 8569 6635 1934 1934 CATERPILLAR INC - 150 SH 2009-07-09 2010-01-19 9144 4638 4506 4506 ACE LIMITED - 100 SH 2009-03-19 2010-01-22 4828 3929 899 899 INGERSOLL-RAND PLC - 150 SH 2009-11-10 2010-01-22 5317 5275 42 42 LOWES COMPANIES INC COM - 300 SH 2009-07-09 2010-01-25 6652 5665 987 987 BUNGE LIMITED - 25 SH 2009-02-18 2010-01-26 1563 1215 348 348 BUNGE LIMITED - 175 SH 2009-12-04 2010-01-26 10942 11521 -579 -579 TYCO ELECTRONICS LTD - 150 SH 2009-08-11 2010-02-02 3862 3356 506 506 TYCO ELECTRONICS LTD - 300 SH 2009-11-20 2010-02-02 7725 7168 557 557 NEWS CORP - 100 SH 2009-04-20 2010-02-10 1269 781 488 488 TIME WARNER INC. - 108.67 SH 2009-04-17 2010-02-11 2959 2356 603 603 E I DU PONT DE NEMOURS & CO COMM - 350 SH 2009-05-27 2010-02-17 11583 9724 1859 1859 E I DU PONT DE NEMOURS & CO COMM - 125 SH 2009-05-04 2010-02-17 4137 3652 485 485 NORTHROP GRUMMAN CORP - 75 SH 2009-04-16 2010-02-18 4532 3535 997 997 NORTHROP GRUMMAN CORP - 100 SH 2009-08-17 2010-02-18 6043 4663 1380 1380 MASCO CORPORATION - 750 SH 2009-06-15 2010-02-22 10313 7261 3052 3052 PENNEY J C CO INC - 200 SH 2009-12-14 2010-02-26 5545 5768 -223 -223 SYMANTEC CORP - 300 SH 2009-10-30 2010-03-01 5003 5282 -279 -279 FORTUNE BRANDS INC COM - 175 SH 2010-01-04 2010-03-08 8089 7626 463 463 SYMANTEC CORP - 275 SH 2009-03-12 2010-03-08 4651 3738 913 913 J P MORGAN CHASE & CO - 100 SH 2010-01-06 2010-03-17 4354 4376 -22 -22 J P MORGAN CHASE & CO - 100 SH 2010-01-08 2010-03-17 4354 4443 -89 -89 SPX CORP COM - 150 SH 2009-12-14 2010-03-19 9065 8237 828 828 SPX CORP COM - 25 SH 2009-07-13 2010-03-19 1511 1201 310 310 SUPERVALU INC - 650 SH 2009-10-30 2010-03-26 10671 10353 318 318 CONOCOPHILLIPS - 100 SH 2009-11-13 2010-03-30 5121 5281 -160 -160 CONOCOPHILLIPS - 50 SH 2010-02-02 2010-03-30 2561 2461 100 100 RRI ENERGY INC - 1400 SH 2009-07-07 2010-03-30 5325 6513 -1188 -1188 CONOCOPHILLIPS - 100 SH 2009-11-13 2010-03-30 5121 5281 -160 -160 CONOCOPHILLIPS - 200 SH 2009-11-03 2010-03-30 10243 10107 136 136 VALERO ENERGY CORP NEW - 250 SH 2009-08-07 2010-03-31 4928 4662 266 266 VALERO ENERGY CORP NEW - 650 SH 2009-07-27 2010-03-31 12812 12155 657 657 E I DU PONT DE NEMOURS & CO COMM - 25 SH 2009-05-27 2010-04-14 968 695 273 273 E I DU PONT DE NEMOURS & CO COMM - 150 SH 2009-06-24 2010-04-14 5805 3733 2072 2072 E I DU PONT DE NEMOURS & CO COMM - 250 SH 2009-04-20 2010-04-14 9675 6764 2911 2911 GOLDMAN SACHS GROUP INC - 50 SH 2009-11-06 2010-04-16 8086 8623 -537 -537 GOLDMAN SACHS GROUP INC - 100 SH 2009-08-31 2010-04-16 16172 16334 -162 -162 DELL INC - 400 SH 2009-11-23 2010-04-20 6751 5878 873 873 AETNA INC - 150 SH 2009-10-09 2010-04-27 4548 3907 641 641 AETNA INC - 700 SH 2009-09-24 2010-04-27 21224 20490 734 734 DELL INC - 100 SH 2009-07-15 2010-04-28 1649 1228 421 421 DELL INC - 300 SH 2009-12-14 2010-04-28 4946 3940 1006 1006 DELL INC - 200 SH 2009-11-23 2010-04-28 3297 2939 358 358 DELL INC - 600 SH 2009-08-13 2010-04-28 9891 8329 1562 1562 AK STL HLDG CORP - 600 SH 2009-08-21 2010-04-29 10254 12504 -2250 -2250 GARMIN LTD REG SHS - 750 SH 2010-04-30 2010-04-30 1 1 1 E I DU PONT DE NEMOURS & CO COMM - 50 SH 2009-06-24 2010-05-03 1999 1244 755 755 E I DU PONT DE NEMOURS & CO COMM - 450 SH 2009-06-22 2010-05-03 17993 10940 7053 7053 XL CAPITAL LTD CL A - 75 SH 2009-07-08 2010-05-04 1284 828 456 456 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 75 SH 2010-02-11 2010-05-12 5434 5507 -73 -73 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 100 SH 2010-02-22 2010-05-12 7246 7698 -452 -452 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 25 SH 2010-02-10 2010-05-12 1811 1762 49 49 CIMAREX ENERGY CO - 125 SH 2009-11-18 2010-05-17 8629 6012 2617 2617 AMERIPRISE FINL INC - 250 SH 2009-10-26 2010-05-18 10637 9100 1537 1537 MOTOROLA INC COM - 750 SH 2010-01-06 2010-05-18 5096 5954 -858 -858 MOTOROLA INC COM - 100 SH 2010-01-27 2010-05-18 679 733 -54 -54 ROWAN COMPANIES INC - 300 SH 2010-04-01 2010-05-19 7149 8950 -1801 -1801 ROYAL CARIBBEAN CRUISES LTD - 275 SH 2010-01-22 2010-05-19 8232 7062 1170 1170 NOBLE CORPORATION BAAR - 200 SH 2010-02-19 2010-05-20 6394 8572 -2178 -2178 SPRINT CORP - 650 SH 2009-07-31 2010-05-20 2848 2616 232 232 NOKIA CORP ADR-A SHS - 575 SH 2010-03-31 2010-05-24 5767 8931 -3164 -3164 DEVON ENERGY CORPORATION NEW - 100 SH 2009-11-17 2010-05-24 6244 7114 -870 -870 AMERIPRISE FINL INC - 200 SH 2009-10-26 2010-05-25 7412 7280 132 132 SPRINT CORP - 650 SH 2009-07-31 2010-05-26 3213 2616 597 597 PRINCIPAL FINL GROUP INC - 400 SH 2010-01-27 2010-06-11 10318 9340 978 978 PRINCIPAL FINL GROUP INC - 250 SH 2010-03-31 2010-06-11 6449 7246 -797 -797 GENERAL ELECTRIC CO - 500 SH 2010-02-19 2010-06-14 7789 8100 -311 -311 GENERAL ELECTRIC CO - 250 SH 2009-10-16 2010-06-14 3895 4039 -144 -144 CIMAREX ENERGY CO - 25 SH 2009-11-18 2010-06-15 2002 1202 800 800 CIMAREX ENERGY CO - 125 SH 2009-07-23 2010-06-15 10008 4370 5638 5638 NEWFIELD EXPL CO - 150 SH 2010-04-20 2010-06-15 8413 8066 347 347 STEEL DYNAMICS INC - 550 SH 2009-11-19 2010-06-15 7988 8844 -856 -856 TRANSOCEAN LTD ZUG NAMEN-AKT - 100 SH 2010-04-21 2010-06-15 4663 9026 -4363 -4363 TRANSOCEAN LTD ZUG NAMEN-AKT - 100 SH 2010-03-02 2010-06-15 4663 8159 -3496 -3496 BB&T CORP COM - 200 SH 2009-09-14 2010-06-17 6009 5371 638 638 EXXON MOBIL CORP - 275 SH 2010-05-14 2010-06-23 16872 17622 -750 -750 EXXON MOBIL CORP - 50 SH 2010-05-20 2010-06-23 3068 3057 11 11 GENERAL ELECTRIC CO - 550 SH 2009-10-16 2010-06-23 8557 8886 -329 -329 FORD MOTOR CO DEL - 375 SH 2010-04-20 2010-06-23 4150 5195 -1045 -1045 CONOCOPHILLIPS - 50 SH 2010-02-02 2010-06-24 2612 2461 151 151 CONOCOPHILLIPS - 100 SH 2009-10-05 2010-06-24 5225 4770 455 455 GENERAL ELECTRIC CO - 300 SH 2009-12-17 2010-06-25 4492 4749 -257 -257 EXXON MOBIL CORP - 100 SH 2010-05-21 2010-06-25 5953 6043 -90 -90 FORD MOTOR CO DEL - 425 SH 2010-04-20 2010-06-25 4500 5887 -1387 -1387 GENERAL ELECTRIC CO - 200 SH 2009-10-16 2010-06-25 2995 3231 -236 -236 FORD MOTOR CO DEL - 75 SH 2009-11-17 2010-06-25 794 669 125 125 CONOCOPHILLIPS - 75 SH 2009-09-22 2010-06-25 3906 3504 402 402 CONOCOPHILLIPS - 50 SH 2009-10-05 2010-06-25 2604 2385 219 219 EXXON MOBIL CORP - 175 SH 2010-05-20 2010-06-25 10417 10700 -283 -283 SUPERVALU INC - 550 SH 2009-12-02 2010-07-01 5868 7853 -1985 -1985 ENSCO INTERNATIONAL PLC - 100 SH 2010-04-21 2010-07-06 4164 4830 -666 -666 INGERSOLL-RAND PLC - 200 SH 2010-04-20 2010-07-08 6831 7602 -771 -771 INGERSOLL-RAND PLC - 300 SH 2010-03-25 2010-07-08 10246 10564 -318 -318 RELIANCE STL & ALUM CO - 175 SH 2010-04-19 2010-07-09 6560 9008 -2448 -2448 AOL INC - 187 SH 2010-02-19 2010-07-12 3836 4710 -874 -874 DEVON ENERGY CORPORATION NEW - 50 SH 2009-11-17 2010-07-13 3177 3557 -380 -380 CAPITAL ONE FINL CORP COM - 100 SH 2010-05-25 2010-07-19 4137 3963 174 174 MOTOROLA INC COM - 400 SH 2010-01-27 2010-07-21 3174 2933 241 241 MOTOROLA INC COM - 2100 SH 2010-02-03 2010-07-21 16664 14061 2603 2603 SPRINT CORP - 100 SH 2009-08-10 2010-07-27 492 370 122 122 SPRINT CORP - 200 SH 2009-08-10 2010-07-27 984 741 243 243 SPRINT CORP - 1300 SH 2009-08-10 2010-07-27 6398 4813 1585 1585 SPRINT CORP - 900 SH 2009-08-17 2010-07-27 4429 3427 1002 1002 SPRINT CORP - 1500 SH 2009-10-27 2010-07-27 7382 4795 2587 2587 TRANSOCEAN LTD ZUG NAMEN-AKT - 125 SH 2010-03-02 2010-07-28 5920 10198 -4278 -4278 TRANSOCEAN LTD ZUG NAMEN-AKT - 50 SH 2010-04-30 2010-07-28 2368 3703 -1335 -1335 VALERO ENERGY CORP NEW - 200 SH 2009-08-18 2010-08-02 3425 3467 -42 -42 VALERO ENERGY CORP NEW - 300 SH 2009-08-07 2010-08-02 5137 5595 -458 -458 VALERO ENERGY CORP NEW - 400 SH 2009-08-19 2010-08-02 6849 7064 -215 -215 VALERO ENERGY CORP NEW - 400 SH 2010-07-15 2010-08-02 6849 7082 -233 -233 DEAN FOODS CO NEW - 450 SH 2009-10-13 2010-08-25 4563 8609 -4046 -4046 BANK AMER CORP - 400 SH 2010-03-25 2010-08-27 5040 7141 -2101 -2101 BANK AMER CORP - 500 SH 2009-12-07 2010-08-27 6299 8083 -1784 -1784 BANK AMER CORP - 700 SH 2010-04-28 2010-08-27 8819 12341 -3522 -3522 GOLDMAN SACHS GROUP INC - 20 SH 2010-01-22 2010-08-27 2787 3135 -348 -348 GOLDMAN SACHS GROUP INC - 75 SH 2010-01-25 2010-08-27 10453 11785 -1332 -1332 BANK AMER CORP - 600 SH 2010-06-14 2010-08-27 7559 9423 -1864 -1864 BANK AMER CORP - 100 SH 2009-12-08 2010-08-27 1260 1550 -290 -290 COMMUNITY HEALTH SYS INC NEW - 150 SH 2010-05-07 2010-08-30 3967 5889 -1922 -1922 COMMUNITY HEALTH SYS INC NEW - 250 SH 2010-04-15 2010-08-30 6612 9857 -3245 -3245 COMMUNITY HEALTH SYS INC NEW - 150 SH 2010-07-15 2010-08-30 3967 4982 -1015 -1015 RAYTHEON CO - 175 SH 2010-07-30 2010-09-07 8063 8103 -40 -40 GOLDMAN SACHS GROUP INC - 5 SH 2010-01-22 2010-09-10 748 784 -36 -36 GOLDMAN SACHS GROUP INC - 25 SH 2010-01-27 2010-09-10 3738 3739 -1 -1 HUNTSMAN CORP - 900 SH 2009-12-04 2010-09-13 9101 9575 -474 -474 PROCTER & GAMBLE CO COM - 50 SH 2010-06-24 2010-09-28 3036 3057 -21 -21 PROCTER & GAMBLE CO COM - 150 SH 2010-06-15 2010-09-28 9107 9227 -120 -120 PROCTER & GAMBLE CO COM - 100 SH 2010-05-21 2010-09-28 6072 6155 -83 -83 PROCTER & GAMBLE CO COM - 75 SH 2010-05-18 2010-09-28 4554 4755 -201 -201 PROCTER & GAMBLE CO COM - 225 SH 2010-05-17 2010-09-28 13661 14212 -551 -551 TIME WARNER INC. - 175 SH 2010-07-26 2010-09-28 5414 5518 -104 -104 ROSS STORES INC - 175 SH 2010-03-01 2010-09-30 9566 8608 958 958 ROSS STORES INC - 175 SH 2010-03-11 2010-09-30 9566 9173 393 393 SARA LEE CORP COM - 400 SH 2010-05-21 2010-10-04 5852 5785 67 67 SARA LEE CORP COM - 600 SH 2010-06-15 2010-10-04 8777 8850 -73 -73 SARA LEE CORP COM - 100 SH 2010-04-05 2010-10-04 1463 1421 42 42 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 125 SH 2010-02-10 2010-10-14 12422 8812 3610 3610 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 75 SH 2010-02-10 2010-10-18 7247 5287 1960 1960 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 25 SH 2010-06-17 2010-10-18 2416 1656 760 760 BANK AMER CORP - 500 SH 2009-12-08 2010-10-21 5851 7752 -1901 -1901 BANK AMER CORP - 100 SH 2009-12-09 2010-10-21 1170 1546 -376 -376 PEPCO HLDGS INC - 600 SH 2010-03-12 2010-11-02 11595 10220 1375 1375 FREEPORT-MCMORAN COPPER & GOLD INC CL B - 175 SH 2010-06-17 2010-11-03 16932 11590 5342 5342 ROYAL CARIBBEAN CRUISES LTD - 50 SH 2010-01-22 2010-11-04 2107 1284 823 823 ROYAL CARIBBEAN CRUISES LTD - 50 SH 2010-01-27 2010-11-04 2107 1250 857 857 GARMIN LTD - 150 SH 2010-02-02 2010-11-11 4404 4974 -570 -570 PROCTER & GAMBLE CO COM - 150 SH 2010-05-25 2010-11-18 9600 9083 517 517 PROCTER & GAMBLE CO COM - 50 SH 2010-06-24 2010-11-18 3200 3057 143 143 PROCTER & GAMBLE CO COM - 50 SH 2010-06-30 2010-11-18 3200 3008 192 192 PROCTER & GAMBLE CO COM - 25 SH 2010-06-30 2010-11-18 1600 1504 96 96 BANK AMER CORP - 500 SH 2009-12-09 2010-11-22 5641 7728 -2087 -2087 BANK AMER CORP - 300 SH 2010-07-07 2010-11-22 3385 4315 -930 -930 BANK AMER CORP - 300 SH 2010-01-27 2010-11-22 3385 4506 -1121 -1121 BANK AMER CORP - 1200 SH 2010-01-25 2010-11-22 13539 18070 -4531 -4531 PROCTER & GAMBLE CO COM - 125 SH 2010-06-30 2010-11-23 7819 7520 299 299 PROCTER & GAMBLE CO COM - 100 SH 2010-07-02 2010-11-23 6256 5972 284 284 ROWAN COMPANIES INC - 350 SH 2010-02-19 2010-11-23 10646 8891 1755 1755 ALTRIA GROUP INC - 200 SH 2010-10-04 2010-11-29 4861 4779 82 82 ALTRIA GROUP INC - 300 SH 2010-09-27 2010-11-29 7291 7215 76 76 ALTRIA GROUP INC - 200 SH 2010-03-31 2010-11-29 4861 4117 744 744 ALTRIA GROUP INC - 100 SH 2010-03-24 2010-11-29 2430 2046 384 384 MEREDITH CORPORATION COMMON - 275 SH 2010-08-11 2010-12-03 9377 8805 572 572 RAYTHEON CO - 100 SH 2010-10-21 2010-12-09 4590 4749 -159 -159 HESS CORP - 75 SH 2010-11-24 2010-12-22 5716 5282 434 434 HESS CORP - 100 SH 2010-07-26 2010-12-22 7622 5256 2366 2366 SPRINT CORP - 100 SH 2003-12-19 2010-01-07 404 1418 -1014 -1014 SPRINT CORP - 200 SH 2003-12-19 2010-01-07 807 2837 -2030 -2030 SPRINT CORP - 400 SH 2003-12-19 2010-01-07 1614 5674 -4060 -4060 SPRINT CORP - 500 SH 2003-12-19 2010-01-07 2018 7092 -5074 -5074 SPRINT CORP - 600 SH 2008-09-24 2010-01-07 2422 4043 -1621 -1621 HOME DEPOT INC USD 0.05 - 375 SH 2008-10-17 2010-01-14 10619 7323 3296 3296 CHEVRONTEXACO CORP - 225 SH 2003-12-19 2010-01-22 16948 9387 7561 7561 WESTERN DIGITAL CORP - 150 SH 2008-08-29 2010-01-25 6248 4118 2130 2130 MERCK & CO INC - 257.82 SH 2008-04-21 2010-01-25 10131 10232 -101 -101 MERCK & CO INC - 67.19 SH 2008-06-19 2010-01-25 2640 2395 245 245 LOWES COMPANIES INC COM - 25 SH 2008-10-17 2010-01-25 554 464 90 90 TIME WARNER INC. - 142 SH 2008-05-07 2010-01-27 3813 4846 -1033 -1033 TIME WARNER INC. - 300 SH 2008-05-07 2010-01-27 8056 10238 -2182 -2182 TIME WARNER INC. - 8 SH 2008-05-16 2010-01-27 215 276 -61 -61 CORNING INC COM - 250 SH 2009-01-22 2010-02-09 4456 2347 2109 2109 METLIFE INC - 250 SH 2008-10-08 2010-02-09 8795 6625 2170 2170 WESTERN DIGITAL CORP - 100 SH 2008-09-11 2010-02-09 4045 2371 1674 1674 NEWS CORP - 550 SH 2009-01-15 2010-02-10 6978 4350 2628 2628 TIME WARNER INC. - 91.33 SH 2008-05-07 2010-02-11 2487 3117 -630 -630 AT&T INC - 250 SH 2007-08-22 2010-02-18 6306 9885 -3579 -3579 AT&T INC - 200 SH 2007-10-24 2010-02-18 5044 8233 -3189 -3189 AT&T INC - 400 SH 2007-09-17 2010-02-18 10089 16143 -6054 -6054 WESTERN DIGITAL CORP - 200 SH 2008-09-11 2010-02-23 8203 4742 3461 3461 CORNING INC COM - 225 SH 2009-01-22 2010-02-25 3915 2112 1803 1803 PENNEY J C CO INC - 100 SH 2008-10-28 2010-02-26 2773 1924 849 849 AT&T INC - 450 SH 2007-09-07 2010-03-01 11252 17552 -6300 -6300 SYMANTEC CORP - 550 SH 2009-02-24 2010-03-01 9173 7774 1399 1399 AT&T INC - 250 SH 2007-08-22 2010-03-01 6251 9885 -3634 -3634 DEVON ENERGY CORPORATION NEW - 125 SH 2008-08-08 2010-03-08 8669 11293 -2624 -2624 DEVON ENERGY CORPORATION NEW - 75 SH 2008-08-12 2010-03-08 5201 6923 -1722 -1722 SYMANTEC CORP - 50 SH 2009-02-24 2010-03-08 846 707 139 139 LOWES COMPANIES INC COM - 300 SH 2008-10-17 2010-03-11 7278 5574 1704 1704 LOWES COMPANIES INC COM - 50 SH 2008-10-17 2010-03-12 1239 929 310 310 LOWES COMPANIES INC COM - 25 SH 2008-10-17 2010-03-16 626 464 162 162 LOWES COMPANIES INC COM - 200 SH 2009-02-25 2010-03-16 5009 3073 1936 1936 SYMANTEC CORP - 125 SH 2009-03-12 2010-03-17 2139 1699 440 440 SYMANTEC CORP - 300 SH 2009-03-16 2010-03-17 5133 4001 1132 1132 CBS CORP NEW - 350 SH 2006-03-21 2010-03-23 4964 8632 -3668 -3668 MERCK & CO INC - 550 SH 2008-06-19 2010-03-24 20941 19607 1334 1334 CONOCOPHILLIPS - 200 SH 2006-11-15 2010-03-30 10243 12676 -2433 -2433 CONOCOPHILLIPS - 50 SH 2007-01-08 2010-03-30 2561 3399 -838 -838 PENNEY J C CO INC - 300 SH 2008-10-28 2010-04-12 9371 5771 3600 3600 SPRINT CORP - 800 SH 2008-09-24 2010-04-12 3339 5391 -2052 -2052 SPRINT CORP - 800 SH 2008-04-11 2010-04-12 3339 5224 -1885 -1885 GOLDMAN SACHS GROUP INC - 5 SH 2008-09-09 2010-04-16 809 812 -3 -3 DEUTSCHE BANK NPV - 75 SH 2007-08-29 2010-04-19 5509 9230 -3721 -3721 DEUTSCHE BANK NPV - 150 SH 2008-02-08 2010-04-19 11018 16505 -5487 -5487 DEUTSCHE BANK NPV - 75 SH 2008-03-20 2010-04-19 5509 8185 -2676 -2676 XL CAPITAL LTD CL A - 200 SH 2008-09-02 2010-05-04 3424 4021 -597 -597 SPRINT CORP - 1700 SH 2008-04-11 2010-05-12 7042 11101 -4059 -4059 DEUTSCHE BANK NPV - 25 SH 2008-03-20 2010-05-13 1589 2728 -1139 -1139 DEUTSCHE BANK NPV - 150 SH 2009-05-07 2010-05-13 9532 8030 1502 1502 NEWS CORP - 400 SH 2009-04-20 2010-05-13 5791 3124 2667 2667 UNUMPROVIDENT CORP - 450 SH 2009-04-28 2010-05-14 10282 6892 3390 3390 MACYS INC - 300 SH 2007-05-15 2010-05-17 6683 12124 -5441 -5441 MACYS INC - 325 SH 2007-06-05 2010-05-17 7240 13025 -5785 -5785 MOTOROLA INC COM - 550 SH 2008-06-17 2010-05-18 3737 4956 -1219 -1219 SPRINT CORP - 200 SH 2008-04-11 2010-05-20 876 1306 -430 -430 DEVON ENERGY CORPORATION NEW - 50 SH 2008-09-30 2010-05-24 3122 4489 -1367 -1367 NOKIA CORP ADR-A SHS - 125 SH 2008-10-06 2010-05-24 1254 2032 -778 -778 NOKIA CORP ADR-A SHS - 500 SH 2009-02-10 2010-05-24 5014 6372 -1358 -1358 NOKIA CORP ADR-A SHS - 450 SH 2009-02-04 2010-05-24 4513 5713 -1200 -1200 MACYS INC - 300 SH 2007-05-21 2010-06-08 6169 11954 -5785 -5785 MACYS INC - 75 SH 2007-06-05 2010-06-08 1542 3006 -1464 -1464 MERCK & CO INC - 67.19 SH 2008-09-04 2010-06-11 2349 2322 27 27 MERCK & CO INC - 257.82 SH 2008-06-19 2010-06-11 9012 9191 -179 -179 MERCK & CO INC - 25 SH 2008-06-19 2010-06-11 874 891 -17 -17 MERCK & CO INC - 200 SH 2008-08-05 2010-06-11 6991 6829 162 162 MERCK & CO INC - 132.82 SH 2008-09-04 2010-06-11 4643 4590 53 53 MERCK & CO INC - 17.19 SH 2009-04-01 2010-06-11 601 402 199 199 US BANCORP DEL - 400 SH 2009-05-15 2010-06-11 9313 7062 2251 2251 US BANCORP DEL - 25 SH 2009-05-18 2010-06-11 582 474 108 108 US BANCORP DEL - 300 SH 2009-05-27 2010-06-11 6985 5585 1400 1400 MORGAN STANLEY DEAN WITTER & CO - 350 SH 2008-07-30 2010-06-15 8903 13268 -4365 -4365 AOL INC - 21.21 SH 2008-10-28 2010-07-12 435 324 111 111 AOL INC - 48.49 SH 2008-05-07 2010-07-12 995 1331 -336 -336 AOL INC - 20.55 SH 2008-05-16 2010-07-12 422 571 -149 -149 AOL INC - 15.15 SH 2009-03-23 2010-07-12 311 212 99 99 AOL INC - 18.18 SH 2008-12-03 2010-07-12 373 272 101 101 AOL INC - 15.15 SH 2009-01-07 2010-07-12 311 262 49 49 AOL INC - 24.27 SH 2009-04-17 2010-07-12 498 423 75 75 DEVON ENERGY CORPORATION NEW - 50 SH 2009-01-28 2010-07-13 3177 3216 -39 -39 NOKIA CORP ADR-A SHS - 400 SH 2009-01-22 2010-07-13 3423 4889 -1466 -1466 NOKIA CORP ADR-A SHS - 150 SH 2009-02-04 2010-07-13 1284 1904 -620 -620 NOKIA CORP ADR-A SHS - 300 SH 2009-02-23 2010-07-13 2567 3060 -493 -493 MOTOROLA INC COM - 1200 SH 2008-12-01 2010-07-21 9522 5040 4482 4482 CIMAREX ENERGY CO - 100 SH 2009-07-23 2010-07-30 6907 3496 3411 3411 TEXTRON INCORPORATED COMMON - 450 SH 2009-07-14 2010-08-09 9353 4248 5105 5105 MERCK & CO INC - 19.18 SH 2009-05-04 2010-08-10 676 440 236 236 MERCK & CO INC - 155.83 SH 2009-04-01 2010-08-10 5488 3644 1844 1844 MERCK & CO INC - 125 SH 2009-05-04 2010-08-13 4360 2871 1489 1489 TYCO ELECTRONICS LTD - 150 SH 2009-08-11 2010-08-27 3751 3356 395 395 TYCO ELECTRONICS LTD - 150 SH 2009-08-11 2010-08-27 3751 3292 459 459 TYCO ELECTRONICS LTD - 150 SH 2009-08-11 2010-08-27 3751 3356 395 395 GOLDMAN SACHS GROUP INC - 50 SH 2008-09-12 2010-08-27 6968 7868 -900 -900 TYCO ELECTRONICS LTD - 100 SH 2009-06-23 2010-08-27 2501 1856 645 645 GOLDMAN SACHS GROUP INC - 75 SH 2008-09-09 2010-08-27 10453 12176 -1723 -1723 GOLDMAN SACHS GROUP INC - 20 SH 2005-02-01 2010-09-10 2991 2167 824 824 SPX CORP COM - 125 SH 2009-07-13 2010-09-24 7689 6005 1684 1684 TIME WARNER INC. - 158.33 SH 2009-04-17 2010-09-28 4898 3433 1465 1465 TIME WARNER INC. - 166.67 SH 2009-01-07 2010-09-28 5156 3586 1570 1570 TIME WARNER INC. - 50 SH 2008-10-28 2010-09-28 1547 948 599 599 MOTOROLA INC COM - 1100 SH 2008-12-01 2010-10-22 8646 4620 4026 4026 CBS CORP NEW - 450 SH 2006-03-21 2010-11-03 7731 11098 -3367 -3367 CBS CORP NEW - 500 SH 2009-01-26 2010-11-03 8590 3179 5411 5411 TIME WARNER CABLE INC. - 25 SH 2008-05-16 2010-11-08 1549 1217 332 332 TIME WARNER CABLE INC. - 32.69 SH 2008-05-16 2010-11-08 2025 1591 434 434 TIME WARNER CABLE INC. - 92.31 SH 2008-05-07 2010-11-08 5720 4438 1282 1282 D R HORTON INC - 800 SH 2009-06-15 2010-11-22 8306 7479 827 827 FORD MOTOR CO DEL - 525 SH 2009-11-17 2010-11-23 8297 4680 3617 3617 ARCHER DANIELS MIDLAND CO COM - 300 SH 2009-01-20 2010-12-03 9120 7689 1431 1431 ARCHER DANIELS MIDLAND CO COM - 200 SH 2009-02-05 2010-12-03 6080 5273 807 807 ARCHER DANIELS MIDLAND CO COM - 200 SH 2009-01-16 2010-12-03 6080 5035 1045 1045 PULTE HOMES INC - 650 SH 2009-09-02 2010-12-03 4337 7778 -3441 -3441 MOTOROLA INC COM - 1000 SH 2008-12-01 2010-12-07 8140 4200 3940 3940 AT&T INC - 150 SH 2007-09-07 2010-12-14 4357 5851 -1494 -1494 AT&T INC - 300 SH 2008-02-13 2010-12-14 8713 11360 -2647 -2647 AT&T INC - 150 SH 2009-09-17 2010-12-14 4357 3959 398 398 TYCO ELECTRONICS LTD - 100 SH 2009-06-23 2010-12-16 3485 1856 1629 1629 TYCO ELECTRONICS LTD - 25 SH 2009-04-28 2010-12-16 871 421 450 450 AT&T INC - 50 SH 2009-09-17 2010-12-22 1451 1320 131 131 AT&T INC - 250 SH 2009-06-23 2010-12-22 7255 6155 1100 1100 CONOCOPHILLIPS - 200 SH 2009-09-22 2010-12-23 13384 9344 4040 4040 XL GROUP PLC - 275 SH 2009-07-08 2010-12-27 6102 3036 3066 3066 GOVERNMENT PPTYS INCOME TR - 200 SH 2009-06-02 2010-01-04 4593 4000 593 593 VARIAN MED SYS INC - 300 SH 2009-07-01 2010-01-04 14164 10335 3829 3829 VARIAN MED SYS INC - 500 SH 2009-07-01 2010-01-05 23791 17225 6566 6566 GOVERNMENT PPTYS INCOME TR - 100 SH 2009-06-19 2010-01-08 2291 1947 344 344 GOVERNMENT PPTYS INCOME TR - 200 SH 2009-06-04 2010-01-11 4605 3849 756 756 GOVERNMENT PPTYS INCOME TR - 100 SH 2009-06-16 2010-01-13 2292 1924 368 368 GOVERNMENT PPTYS INCOME TR - 300 SH 2009-06-03 2010-01-13 6875 5771 1104 1104 GOVERNMENT PPTYS INCOME TR - 100 SH 2009-06-17 2010-01-14 2289 1902 387 387 GOVERNMENT PPTYS INCOME TR - 100 SH 2009-06-11 2010-01-14 2289 1848 441 441 GOVERNMENT PPTYS INCOME TR - 100 SH 2009-06-10 2010-01-14 2289 1861 428 428 GOVERNMENT PPTYS INCOME TR - 300 SH 2009-06-09 2010-01-14 6867 5631 1236 1236 VARIAN MED SYS INC - 100 SH 2009-05-06 2010-01-20 4895 3332 1563 1563 VARIAN MED SYS INC - 300 SH 2009-05-14 2010-01-20 14684 10132 4552 4552 VARIAN MED SYS INC - 100 SH 2009-05-06 2010-01-21 4910 3332 1578 1578 VARIAN MED SYS INC - 100 SH 2009-07-16 2010-01-21 4910 3330 1580 1580 VARIAN MED SYS INC - 100 SH 2009-04-03 2010-01-22 4913 2968 1945 1945 VARIAN MED SYS INC - 100 SH 2009-07-17 2010-01-22 4913 3267 1646 1646 VARIAN MED SYS INC - 400 SH 2009-04-23 2010-01-22 19651 12941 6710 6710 VARIAN MED SYS INC - 400 SH 2009-04-03 2010-01-25 19464 11872 7592 7592 VARIAN MED SYS INC - 800 SH 2009-04-03 2010-01-26 39169 23744 15425 15425 GAMESTOP CORP NEW - 200 SH 2009-04-22 2010-01-27 3937 5983 -2046 -2046 GAMESTOP CORP NEW - 200 SH 2009-04-15 2010-01-27 3937 6282 -2345 -2345 GAMESTOP CORP NEW - 300 SH 2009-04-14 2010-01-27 5905 9472 -3567 -3567 GAMESTOP CORP NEW - 900 SH 2009-05-12 2010-01-27 17715 23333 -5618 -5618 GAMESTOP CORP NEW - 100 SH 2009-05-06 2010-01-27 1968 2781 -813 -813 GAMESTOP CORP NEW - 100 SH 2009-04-29 2010-01-27 1968 3009 -1041 -1041 GAMESTOP CORP NEW - 200 SH 2009-04-28 2010-01-27 3937 5998 -2061 -2061 GAMESTOP CORP NEW - 200 SH 2009-04-27 2010-01-27 3937 6108 -2171 -2171 GAMESTOP CORP NEW - 800 SH 2009-04-16 2010-01-27 15747 24339 -8592 -8592 GAMESTOP CORP NEW - 200 SH 2009-04-17 2010-01-27 3937 5704 -1767 -1767 GAMESTOP CORP NEW - 700 SH 2009-04-03 2010-01-27 13778 20707 -6929 -6929 GAMESTOP CORP NEW - 300 SH 2009-04-06 2010-01-27 5905 8499 -2594 -2594 GAMESTOP CORP NEW - 100 SH 2009-04-07 2010-01-27 1968 2805 -837 -837 GAMESTOP CORP NEW - 400 SH 2009-05-12 2010-01-28 7980 10370 -2390 -2390 ALLIANT TECHSYSTEMS INC - 1050 SH 2009-04-13 2010-01-28 86110 74232 11878 11878 ALLIANT TECHSYSTEMS INC - 300 SH 2009-04-13 2010-01-29 24238 21209 3029 3029 ALLIANT TECHSYSTEMS INC - 150 SH 2009-04-13 2010-02-02 12027 10605 1422 1422 AVATAR HLDGS INC COM - 1700 SH 2009-09-23 2010-02-09 29530 30600 -1070 -1070 PRESCISION CASTPARTS CORP CO - 190 SH 2009-04-07 2010-02-10 20444 11445 8999 8999 AVATAR HLDGS INC COM - 300 SH 2009-09-23 2010-02-11 5151 5400 -249 -249 AVATAR HLDGS INC COM - 400 SH 2009-09-23 2010-02-16 6889 7200 -311 -311 AVATAR HLDGS INC COM - 100 SH 2009-09-23 2010-02-17 1726 1800 -74 -74 AVATAR HLDGS INC COM - 800 SH 2009-09-23 2010-02-18 13997 14400 -403 -403 AVATAR HLDGS INC COM - 2200 SH 2009-09-23 2010-02-19 37891 39600 -1709 -1709 AVATAR HLDGS INC COM - 1100 SH 2009-09-23 2010-02-22 18939 19800 -861 -861 JACK IN THE BOX INC - 1500 SH 2009-07-30 2010-02-24 30343 32530 -2187 -2187 JACK IN THE BOX INC - 200 SH 2009-07-31 2010-02-25 4058 4266 -208 -208 JACK IN THE BOX INC - 200 SH 2009-07-30 2010-02-25 4058 4337 -279 -279 JACK IN THE BOX INC - 100 SH 2009-07-31 2010-02-26 2134 2133 1 1 JACK IN THE BOX INC - 200 SH 2009-08-03 2010-02-26 4267 4204 63 63 JACK IN THE BOX INC - 100 SH 2009-02-26 2010-02-26 2134 1942 192 192 AVATAR HLDGS INC COM - 1400 SH 2009-09-23 2010-03-02 23832 25200 -1368 -1368 DRYSHIPS INC - 600 SH 2009-05-07 2010-03-04 3313 5994 -2681 -2681 DRYSHIPS INC - 100 SH 2009-05-19 2010-03-04 552 717 -165 -165 DRYSHIPS INC - 100 SH 2009-06-01 2010-03-04 552 791 -239 -239 DRYSHIPS INC - 200 SH 2009-04-30 2010-03-05 1124 1382 -258 -258 DRYSHIPS INC - 300 SH 2009-05-18 2010-03-05 1685 2085 -400 -400 DRYSHIPS INC - 700 SH 2009-05-20 2010-03-05 3933 4847 -914 -914 DRYSHIPS INC - 100 SH 2009-05-27 2010-03-05 562 686 -124 -124 DRYSHIPS INC - 100 SH 2009-05-28 2010-03-05 562 697 -135 -135 DRYSHIPS INC - 500 SH 2009-04-24 2010-03-05 2808 3414 -606 -606 CBIZ INC - 2700 SH 2009-08-24 2010-03-05 16979 19669 -2690 -2690 CBIZ INC - 3400 SH 2009-08-25 2010-03-05 21382 24707 -3325 -3325 CBIZ INC - 2000 SH 2009-08-26 2010-03-05 12577 14540 -1963 -1963 CBIZ INC - 800 SH 2009-08-27 2010-03-05 5031 5792 -761 -761 CBIZ INC - 1000 SH 2009-08-28 2010-03-05 6289 7209 -920 -920 CBIZ INC - 700 SH 2009-08-31 2010-03-05 4402 5005 -603 -603 CBIZ INC - 3000 SH 2009-09-01 2010-03-05 18866 21509 -2643 -2643 CBIZ INC - 300 SH 2009-09-02 2010-03-05 1887 2116 -229 -229 DRYSHIPS INC - 400 SH 2009-04-24 2010-03-08 2360 2731 -371 -371 DRYSHIPS INC - 1000 SH 2009-04-27 2010-03-08 5899 6509 -610 -610 CBIZ INC - 200 SH 2009-09-10 2010-03-08 1273 1402 -129 -129 CBIZ INC - 600 SH 2009-09-08 2010-03-08 3818 4212 -394 -394 CBIZ INC - 345 SH 2009-09-04 2010-03-08 2195 2422 -227 -227 CBIZ INC - 1500 SH 2009-09-03 2010-03-08 9545 10525 -980 -980 CBIZ INC - 1200 SH 2009-09-02 2010-03-08 7636 8462 -826 -826 DRYSHIPS INC - 200 SH 2009-04-28 2010-03-08 1180 1268 -88 -88 DRYSHIPS INC - 100 SH 2009-05-26 2010-03-08 590 677 -87 -87 DRYSHIPS INC - 100 SH 2009-05-22 2010-03-08 590 671 -81 -81 DRYSHIPS INC - 200 SH 2009-05-15 2010-03-08 1180 1357 -177 -177 DRYSHIPS INC - 200 SH 2009-04-28 2010-03-09 1208 1268 -60 -60 DRYSHIPS INC - 100 SH 2009-04-28 2010-03-10 609 634 -25 -25 HQ SUSTAINABLE MARITIME IND - 100 SH 2009-08-28 2010-03-18 622 849 -227 -227 HQ SUSTAINABLE MARITIME IND - 1600 SH 2009-08-31 2010-03-18 9958 13502 -3544 -3544 HQ SUSTAINABLE MARITIME IND - 1300 SH 2009-09-03 2010-03-19 7942 10690 -2748 -2748 HQ SUSTAINABLE MARITIME IND - 2863 SH 2009-08-25 2010-03-19 17486 24053 -6567 -6567 HQ SUSTAINABLE MARITIME IND - 1600 SH 2009-08-26 2010-03-19 9772 13371 -3599 -3599 HQ SUSTAINABLE MARITIME IND - 600 SH 2009-08-26 2010-03-19 3666 5014 -1348 -1348 HQ SUSTAINABLE MARITIME IND - 4100 SH 2009-09-01 2010-03-19 25048 33776 -8728 -8728 HQ SUSTAINABLE MARITIME IND - 1400 SH 2009-09-02 2010-03-19 8553 11480 -2927 -2927 HQ SUSTAINABLE MARITIME IND - 2400 SH 2009-08-31 2010-03-19 14658 20253 -5595 -5595 PRESCISION CASTPARTS CORP CO - 100 SH 2009-04-07 2010-04-01 12824 6024 6800 6800 PATTERSON COS INC - 200 SH 2009-04-20 2010-04-01 6138 4108 2030 2030 PATTERSON COS INC - 100 SH 2009-05-26 2010-04-01 3069 2056 1013 1013 PATTERSON COS INC - 100 SH 2009-06-03 2010-04-01 3069 2076 993 993 PATTERSON COS INC - 100 SH 2009-06-11 2010-04-01 3069 2049 1020 1020 PATTERSON COS INC - 300 SH 2009-04-21 2010-04-01 9207 6133 3074 3074 PATTERSON COS INC - 200 SH 2009-04-21 2010-04-05 6187 4089 2098 2098 PATTERSON COS INC - 200 SH 2009-05-27 2010-04-05 6187 4074 2113 2113 PATTERSON COS INC - 100 SH 2009-06-22 2010-04-05 3093 2033 1060 1060 PATTERSON COS INC - 100 SH 2009-04-22 2010-04-06 3099 2026 1073 1073 PATTERSON COS INC - 100 SH 2009-05-28 2010-04-06 3099 2026 1073 1073 PATTERSON COS INC - 100 SH 2009-04-15 2010-04-06 3099 1999 1100 1100 INTERDIGITAL INC - 500 SH 2010-01-14 2010-04-22 14715 13140 1575 1575 INTERDIGITAL INC - 100 SH 2010-01-14 2010-04-26 2898 2628 270 270 INTERDIGITAL INC - 600 SH 2010-01-12 2010-04-26 17387 15764 1623 1623 TOWER GROUP INC - 1100 SH 2009-08-28 2010-05-10 23639 26534 -2895 -2895 TOWER GROUP INC - 1100 SH 2009-08-28 2010-05-11 23625 26534 -2909 -2909 TOWER GROUP INC - 400 SH 2009-08-28 2010-05-12 8686 9649 -963 -963 TOWER GROUP INC - 1000 SH 2009-08-28 2010-05-13 21877 24122 -2245 -2245 TOWER GROUP INC - 257 SH 2009-08-28 2010-05-14 5520 6199 -679 -679 TOWER GROUP INC - 100 SH 2009-09-10 2010-05-14 2148 2400 -252 -252 TOWER GROUP INC - 490 SH 2009-08-27 2010-05-14 10525 11755 -1230 -1230 TOWER GROUP INC - 53 SH 2009-09-23 2010-05-14 1138 1274 -136 -136 TOWER GROUP INC - 200 SH 2009-08-27 2010-05-17 4350 4798 -448 -448 TOWER GROUP INC - 110 SH 2009-08-27 2010-05-18 2392 2639 -247 -247 TOWER GROUP INC - 900 SH 2009-09-01 2010-05-18 19568 21519 -1951 -1951 CAL DIVE INTL INC DEL - 8500 SH 2009-09-17 2010-06-15 48768 85000 -36232 -36232 CAL DIVE INTL INC DEL - 2600 SH 2009-09-17 2010-06-16 14981 26000 -11019 -11019 CAL DIVE INTL INC DEL - 300 SH 2009-11-09 2010-06-17 1762 2403 -641 -641 CAL DIVE INTL INC DEL - 400 SH 2009-11-10 2010-06-17 2349 3284 -935 -935 CAL DIVE INTL INC DEL - 600 SH 2009-11-11 2010-06-17 3524 4912 -1388 -1388 CAL DIVE INTL INC DEL - 500 SH 2009-11-12 2010-06-17 2936 3979 -1043 -1043 CAL DIVE INTL INC DEL - 3300 SH 2009-09-17 2010-06-17 19380 33000 -13620 -13620 CAL DIVE INTL INC DEL - 1800 SH 2009-11-06 2010-06-17 10571 14234 -3663 -3663 INTERDIGITAL INC - 1700 SH 2010-01-12 2010-07-23 46050 44664 1386 1386 INTERDIGITAL INC - 400 SH 2010-01-13 2010-07-23 10835 10407 428 428 INTERDIGITAL INC - 300 SH 2010-01-13 2010-07-26 8189 7805 384 384 INTERDIGITAL INC - 700 SH 2010-01-21 2010-07-26 19108 18155 953 953 INTERDIGITAL INC - 700 SH 2010-01-15 2010-07-26 19108 18033 1075 1075 INTERDIGITAL INC - 100 SH 2010-01-15 2010-07-27 2714 2576 138 138 INTERDIGITAL INC - 200 SH 2010-01-15 2010-07-27 5434 5152 282 282 INTERDIGITAL INC - 700 SH 2010-01-15 2010-07-28 19000 18033 967 967 BELDEN CDT INC - 100 SH 2010-03-12 2010-12-14 3686 2427 1259 1259 TRANSOCEAN LTD ZUG NAMEN-AKT - 200 SH 2010-02-26 2010-12-16 13916 15856 -1940 -1940 TRANSOCEAN LTD ZUG NAMEN-AKT - 75 SH 2010-03-02 2010-12-16 5218 6025 -807 -807 TRANSOCEAN LTD ZUG NAMEN-AKT - 100 SH 2010-03-01 2010-12-16 6958 8022 -1064 -1064 BELDEN CDT INC - 200 SH 2010-03-12 2010-12-28 7558 4854 2704 2704 BELDEN CDT INC - 100 SH 2010-03-12 2010-12-29 3794 2427 1367 1367 WHITING PETE CORP NEW - 400 SH 2007-08-30 2010-01-04 29585 14775 14810 14810 FLUOR CORP NEW - 100 SH 2008-10-14 2010-01-20 4850 4477 373 373 FLUOR CORP NEW - 100 SH 2008-10-14 2010-02-03 4799 4477 322 322 JACK IN THE BOX INC - 500 SH 2009-02-13 2010-02-18 10375 11548 -1173 -1173 JACK IN THE BOX INC - 100 SH 2009-02-13 2010-02-18 2087 2310 -223 -223 FLEXTRONICS INTL LTD - 2600 SH 2008-06-18 2010-02-19 18928 26975 -8047 -8047 JACK IN THE BOX INC - 300 SH 2009-02-13 2010-02-19 6135 6929 -794 -794 JACK IN THE BOX INC - 500 SH 2009-02-10 2010-02-19 10224 11292 -1068 -1068 JACK IN THE BOX INC - 300 SH 2009-02-10 2010-02-22 6096 6775 -679 -679 JACK IN THE BOX INC - 500 SH 2009-02-10 2010-02-24 10114 11292 -1178 -1178 JACK IN THE BOX INC - 500 SH 2009-02-17 2010-02-24 10114 11096 -982 -982 JACK IN THE BOX INC - 200 SH 2009-02-26 2010-03-01 4285 3884 401 401 JACK IN THE BOX INC - 300 SH 2009-02-26 2010-03-02 6510 5826 684 684 JACK IN THE BOX INC - 300 SH 2009-02-26 2010-03-03 6549 5826 723 723 DRYSHIPS INC - 900 SH 2005-07-11 2010-03-04 4970 14397 -9427 -9427 DRYSHIPS INC - 600 SH 2005-07-13 2010-03-04 3313 9351 -6038 -6038 DRYSHIPS INC - 500 SH 2005-07-19 2010-03-04 2761 7905 -5144 -5144 DRYSHIPS INC - 100 SH 2005-07-21 2010-03-04 552 1628 -1076 -1076 DRYSHIPS INC - 500 SH 2006-10-25 2010-03-04 2761 6725 -3964 -3964 DRYSHIPS INC - 175 SH 2005-05-06 2010-03-04 966 2872 -1906 -1906 DRYSHIPS INC - 225 SH 2005-05-04 2010-03-04 1242 3508 -2266 -2266 DRYSHIPS INC - 400 SH 2005-07-08 2010-03-04 2209 6452 -4243 -4243 BOEING COMPANY - 130 SH 2009-02-12 2010-03-09 8813 5079 3734 3734 BOEING COMPANY - 700 SH 2009-02-12 2010-03-11 48957 27348 21609 21609 FLEXTRONICS INTL LTD - 2100 SH 2008-06-18 2010-03-11 15603 21787 -6184 -6184 FLEXTRONICS INTL LTD - 1400 SH 2008-06-19 2010-03-11 10402 14229 -3827 -3827 FLEXTRONICS INTL LTD - 1300 SH 2008-06-19 2010-03-15 9655 13212 -3557 -3557 BOEING COMPANY - 50 SH 2009-02-12 2010-03-17 3452 1953 1499 1499 FEDEX CORPORATION - 300 SH 2007-12-19 2010-03-22 27097 28518 -1421 -1421 FEDEX CORPORATION - 100 SH 2007-12-21 2010-03-22 9032 9462 -430 -430 FEDEX CORPORATION - 200 SH 2007-12-20 2010-03-25 18266 18614 -348 -348 FEDEX CORPORATION - 100 SH 2007-12-21 2010-03-25 9133 9462 -329 -329 FEDEX CORPORATION - 100 SH 2007-12-27 2010-03-25 9133 9178 -45 -45 FEDEX CORPORATION - 25 SH 2007-12-28 2010-03-25 2283 2260 23 23 FEDEX CORPORATION - 50 SH 2007-12-28 2010-03-26 4582 4520 62 62 XTO ENERGY INC - 250 SH 1999-10-20 2010-04-07 11850 452 11398 11398 XTO ENERGY INC - 175 SH 2000-02-15 2010-04-08 8302 220 8082 8082 XTO ENERGY INC - 275 SH 1999-10-20 2010-04-08 13046 497 12549 12549 AETNA INC - 200 SH 2008-04-10 2010-06-15 5893 8409 -2516 -2516 AETNA INC - 400 SH 2008-04-08 2010-06-15 11787 16897 -5110 -5110 COMMERCIAL METALS CO - 1700 SH 2006-08-22 2010-06-15 27262 38983 -11721 -11721 COMMERCIAL METALS CO - 100 SH 2007-08-31 2010-06-15 1604 2832 -1228 -1228 COMMERCIAL METALS CO - 200 SH 2007-08-29 2010-06-15 3207 5590 -2383 -2383 COMMERCIAL METALS CO - 200 SH 2007-08-28 2010-06-15 3207 5601 -2394 -2394 COMMERCIAL METALS CO - 200 SH 2007-08-23 2010-06-15 3207 5760 -2553 -2553 COMMERCIAL METALS CO - 300 SH 2007-08-21 2010-06-15 4811 8284 -3473 -3473 COMMERCIAL METALS CO - 100 SH 2007-08-20 2010-06-15 1604 2790 -1186 -1186 COMMERCIAL METALS CO - 600 SH 2006-08-21 2010-06-15 9622 14163 -4541 -4541 AETNA INC - 1100 SH 2008-04-03 2010-06-15 32414 46593 -14179 -14179 AETNA INC - 300 SH 2008-04-03 2010-06-15 8840 12720 -3880 -3880 COMMERCIAL METALS CO - 300 SH 2006-08-23 2010-06-16 4907 6793 -1886 -1886 COMMERCIAL METALS CO - 700 SH 2006-08-22 2010-06-16 11449 16052 -4603 -4603 AETNA INC - 500 SH 2008-04-09 2010-06-17 15143 20965 -5822 -5822 AETNA INC - 500 SH 2008-04-04 2010-06-17 15143 20821 -5678 -5678 AETNA INC - 500 SH 2008-04-16 2010-06-17 15143 20708 -5565 -5565 AETNA INC - 100 SH 2008-04-10 2010-06-17 3029 4204 -1175 -1175 AETNA INC - 400 SH 2008-04-11 2010-06-17 12115 16444 -4329 -4329 AETNA INC - 100 SH 2008-04-22 2010-06-18 3046 4025 -979 -979 AETNA INC - 100 SH 2008-04-14 2010-06-18 3046 4072 -1026 -1026 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-04-25 2010-06-21 4185 4566 -381 -381 BRITISH SKY BROADCASTING GRP PLC ADR - 200 SH 2007-04-11 2010-06-21 8369 9012 -643 -643 BRITISH SKY BROADCASTING GRP PLC ADR - 200 SH 2007-03-29 2010-06-21 8369 8882 -513 -513 COMMERCIAL METALS CO - 600 SH 2006-08-23 2010-06-21 9632 13585 -3953 -3953 BRITISH SKY BROADCASTING GRP PLC ADR - 200 SH 2007-04-26 2010-06-21 8369 9076 -707 -707 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-04-09 2010-06-21 4185 4427 -242 -242 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-10-22 2010-06-21 4185 5382 -1197 -1197 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-03-26 2010-06-21 4185 4489 -304 -304 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-03-22 2010-06-21 4185 4473 -288 -288 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-04-09 2010-06-22 4177 4427 -250 -250 COMMERCIAL METALS CO - 200 SH 2006-09-08 2010-06-22 3203 4309 -1106 -1106 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-03-08 2010-06-22 4177 4360 -183 -183 COMMERCIAL METALS CO - 700 SH 2006-08-23 2010-06-22 11212 15849 -4637 -4637 COMMERCIAL METALS CO - 200 SH 2006-08-24 2010-06-22 3203 4386 -1183 -1183 COMMERCIAL METALS CO - 100 SH 2006-08-25 2010-06-22 1602 2211 -609 -609 COMMERCIAL METALS CO - 100 SH 2006-08-28 2010-06-22 1602 2174 -572 -572 COMMERCIAL METALS CO - 200 SH 2006-08-29 2010-06-22 3203 4330 -1127 -1127 COMMERCIAL METALS CO - 100 SH 2006-09-06 2010-06-22 1602 2206 -604 -604 COMMERCIAL METALS CO - 100 SH 2006-09-11 2010-06-22 1602 2036 -434 -434 COMMERCIAL METALS CO - 100 SH 2006-09-12 2010-06-22 1602 2048 -446 -446 COMMERCIAL METALS CO - 400 SH 2006-09-19 2010-06-22 6407 8338 -1931 -1931 COMMERCIAL METALS CO - 100 SH 2006-09-20 2010-06-22 1602 2037 -435 -435 COMMERCIAL METALS CO - 100 SH 2006-09-21 2010-06-22 1602 2011 -409 -409 COMMERCIAL METALS CO - 100 SH 2006-09-22 2010-06-22 1602 1949 -347 -347 COMMERCIAL METALS CO - 100 SH 2006-09-25 2010-06-22 1602 1843 -241 -241 COMMERCIAL METALS CO - 100 SH 2006-10-04 2010-06-22 1602 1999 -397 -397 BRITISH SKY BROADCASTING GRP PLC ADR - 100 SH 2007-03-16 2010-06-22 4177 4371 -194 -194 COMMERCIAL METALS CO - 635 SH 2008-12-11 2010-06-22 10171 7968 2203 2203 BRITISH SKY BROADCASTING GRP PLC ADR - 500 SH 2007-03-08 2010-06-23 20851 21800 -949 -949 BRITISH SKY BROADCASTING GRP PLC ADR - 300 SH 2007-03-09 2010-06-24 12592 13054 -462 -462 BRITISH SKY BROADCASTING GRP PLC ADR - 500 SH 2007-03-13 2010-06-25 20939 21677 -738 -738 ASTRAZENECA PLC SPONS ADR - 300 SH 2007-02-28 2010-07-01 14117 16848 -2731 -2731 NOKIA CORP ADR-A SHS - 200 SH 2006-11-09 2010-07-01 1659 3911 -2252 -2252 ASTRAZENECA PLC SPONS ADR - 800 SH 2007-02-22 2010-07-01 37645 45470 -7825 -7825 ASTRAZENECA PLC SPONS ADR - 500 SH 2007-02-21 2010-07-01 23528 28452 -4924 -4924 ASTRAZENECA PLC SPONS ADR - 200 SH 2007-02-12 2010-07-01 9411 11338 -1927 -1927 NOKIA CORP ADR-A SHS - 900 SH 2006-11-07 2010-07-01 7464 17774 -10310 -10310 NOKIA CORP ADR-A SHS - 300 SH 2006-11-13 2010-07-01 2488 5901 -3413 -3413 NOKIA CORP ADR-A SHS - 1700 SH 2006-11-14 2010-07-01 14099 33450 -19351 -19351 NOKIA CORP ADR-A SHS - 200 SH 2007-01-08 2010-07-01 1659 3943 -2284 -2284 NOKIA CORP ADR-A SHS - 200 SH 2008-03-26 2010-07-01 1659 6282 -4623 -4623 NOKIA CORP ADR-A SHS - 400 SH 2008-03-27 2010-07-01 3317 12360 -9043 -9043 NOKIA CORP ADR-A SHS - 100 SH 2008-03-28 2010-07-01 829 3111 -2282 -2282 NOKIA CORP ADR-A SHS - 200 SH 2008-04-18 2010-07-01 1659 5757 -4098 -4098 NOKIA CORP ADR-A SHS - 100 SH 2008-04-21 2010-07-01 829 2889 -2060 -2060 NOKIA CORP ADR-A SHS - 100 SH 2008-05-09 2010-07-01 829 2876 -2047 -2047 NOKIA CORP ADR-A SHS - 100 SH 2008-05-15 2010-07-01 829 2809 -1980 -1980 NOKIA CORP ADR-A SHS - 200 SH 2008-05-21 2010-07-01 1659 5772 -4113 -4113 NOKIA CORP ADR-A SHS - 200 SH 2008-05-23 2010-07-01 1659 5697 -4038 -4038 NOKIA CORP ADR-A SHS - 200 SH 2008-05-27 2010-07-01 1659 5604 -3945 -3945 NOKIA CORP ADR-A SHS - 500 SH 2008-05-28 2010-07-01 4147 14105 -9958 -9958 NOKIA CORP ADR-A SHS - 200 SH 2008-05-29 2010-07-01 1659 5595 -3936 -3936 NOKIA CORP ADR-A SHS - 100 SH 2008-06-13 2010-07-01 829 2577 -1748 -1748 NOKIA CORP ADR-A SHS - 300 SH 2008-06-16 2010-07-01 2488 7662 -5174 -5174 NOKIA CORP ADR-A SHS - 100 SH 2008-06-26 2010-07-01 829 2524 -1695 -1695 ASTRAZENECA PLC SPONS ADR - 300 SH 2007-02-27 2010-07-01 14117 16941 -2824 -2824 ASTRAZENECA PLC SPONS ADR - 100 SH 2007-08-23 2010-07-02 4712 4801 -89 -89 ASTRAZENECA PLC SPONS ADR - 100 SH 2007-03-01 2010-07-02 4712 5501 -789 -789 BRISTOL MYERS SQUIBB CO COM - 300 SH 2009-04-02 2010-07-02 7503 6421 1082 1082 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-03-18 2010-07-02 2501 2078 423 423 BRISTOL MYERS SQUIBB CO COM - 300 SH 2009-03-16 2010-07-02 7503 6242 1261 1261 ASTRAZENECA PLC SPONS ADR - 100 SH 2007-09-10 2010-07-02 4712 4756 -44 -44 NOKIA CORP ADR-A SHS - 1900 SH 2006-11-09 2010-07-02 16258 37158 -20900 -20900 ASTRAZENECA PLC SPONS ADR - 100 SH 2009-02-13 2010-07-02 4712 3708 1004 1004 ASTRAZENECA PLC SPONS ADR - 300 SH 2009-02-10 2010-07-02 14137 11458 2679 2679 ASTRAZENECA PLC SPONS ADR - 100 SH 2007-09-14 2010-07-02 4712 4769 -57 -57 ASTRAZENECA PLC SPONS ADR - 100 SH 2007-09-13 2010-07-02 4712 4816 -104 -104 ASTRAZENECA PLC SPONS ADR - 100 SH 2009-02-19 2010-07-06 4767 3562 1205 1205 ASTRAZENECA PLC SPONS ADR - 200 SH 2009-04-02 2010-07-06 9534 7121 2413 2413 BRISTOL MYERS SQUIBB CO COM - 1000 SH 2009-03-11 2010-07-06 25080 19770 5310 5310 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-04-14 2010-07-06 2508 1987 521 521 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-04-13 2010-07-06 2508 2013 495 495 BRISTOL MYERS SQUIBB CO COM - 200 SH 2009-04-09 2010-07-06 5016 4045 971 971 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-04-08 2010-07-06 2508 2026 482 482 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-04-07 2010-07-06 2508 2026 482 482 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-04-06 2010-07-06 2508 2041 467 467 BRISTOL MYERS SQUIBB CO COM - 400 SH 2009-04-03 2010-07-06 10032 8064 1968 1968 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-03-19 2010-07-06 2508 2066 442 442 ASTRAZENECA PLC SPONS ADR - 200 SH 2009-04-03 2010-07-06 9534 6977 2557 2557 ASTRAZENECA PLC SPONS ADR - 200 SH 2009-04-06 2010-07-06 9534 6942 2592 2592 NOKIA CORP ADR-A SHS - 700 SH 2006-11-08 2010-07-06 5960 13650 -7690 -7690 NOKIA CORP ADR-A SHS - 400 SH 2006-11-10 2010-07-06 3406 7795 -4389 -4389 BRISTOL MYERS SQUIBB CO COM - 600 SH 2009-03-13 2010-07-06 15048 12356 2692 2692 BRISTOL MYERS SQUIBB CO COM - 1400 SH 2009-03-11 2010-07-07 35627 27678 7949 7949 NOKIA CORP ADR-A SHS - 100 SH 2007-01-09 2010-07-07 861 1947 -1086 -1086 NOKIA CORP ADR-A SHS - 800 SH 2006-11-10 2010-07-07 6886 15590 -8704 -8704 BRISTOL MYERS SQUIBB CO COM - 600 SH 2009-03-11 2010-07-08 15503 11862 3641 3641 NOKIA CORP ADR-A SHS - 100 SH 2007-01-09 2010-07-09 840 1947 -1107 -1107 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-03-09 2010-07-09 2549 1864 685 685 BRISTOL MYERS SQUIBB CO COM - 200 SH 2009-03-10 2010-07-09 5098 3862 1236 1236 BRISTOL MYERS SQUIBB CO COM - 300 SH 2009-03-11 2010-07-09 7647 5931 1716 1716 BRISTOL MYERS SQUIBB CO COM - 100 SH 2009-03-09 2010-07-12 2521 1864 657 657 EXXON MOBIL CORP - 0.16 SH 2000-02-15 2010-07-23 10 10 10 WPP PLC - 100 SH 2007-08-28 2010-07-26 5302 6953 -1651 -1651 INGERSOLL-RAND PLC - 200 SH 2005-05-10 2010-07-26 7620 7563 57 57 DARDEN RESTAURANTS INC COM - 300 SH 2008-07-24 2010-07-26 12933 9683 3250 3250 PUBLICIS S A NEW SPONSORED ADR - 100 SH 2007-03-23 2010-07-26 2269 2432 -163 -163 WHITING PETE CORP NEW - 100 SH 2007-08-30 2010-07-26 8572 3694 4878 4878 WPP PLC - 100 SH 2006-06-09 2010-07-27 5330 5882 -552 -552 PUBLICIS S A NEW SPONSORED ADR - 100 SH 2007-03-23 2010-07-27 2266 2432 -166 -166 INGERSOLL-RAND PLC - 100 SH 2005-05-10 2010-07-27 3821 3782 39 39 AEROPOSTALE - 100 SH 2008-10-13 2010-07-27 3019 1822 1197 1197 WHITING PETE CORP NEW - 65 SH 2005-05-04 2010-07-28 5464 1915 3549 3549 INGERSOLL-RAND PLC - 100 SH 2005-05-10 2010-07-28 3800 3782 18 18 DARDEN RESTAURANTS INC COM - 100 SH 2008-07-24 2010-07-28 4309 3228 1081 1081 WHITING PETE CORP NEW - 135 SH 2005-05-04 2010-07-29 11743 3977 7766 7766 INGERSOLL-RAND PLC - 100 SH 2005-05-10 2010-07-29 3788 3782 6 6 INGERSOLL-RAND PLC - 200 SH 2005-05-10 2010-07-30 7498 7563 -65 -65 WPP PLC - 100 SH 2006-06-12 2010-08-02 5501 5841 -340 -340 DARDEN RESTAURANTS INC COM - 400 SH 2008-07-24 2010-08-03 16871 12911 3960 3960 PUBLICIS S A NEW SPONSORED ADR - 200 SH 2007-03-23 2010-08-03 4542 4864 -322 -322 WHITING PETE CORP NEW - 100 SH 2005-05-04 2010-10-15 10419 2946 7473 7473 VALE SA-SP ADR - 100 SH 2008-07-11 2010-10-15 3228 3154 74 74 ORACLE CORPORATION - 1800 SH 2008-09-03 2010-10-15 51605 37959 13646 13646 VALE SA-SP ADR - 100 SH 2008-08-28 2010-10-15 3228 2676 552 552 VALE SA-SP ADR - 200 SH 2008-08-22 2010-10-15 6455 5334 1121 1121 VALE SA-SP ADR - 100 SH 2008-07-14 2010-10-15 3228 3189 39 39 WHITING PETE CORP NEW - 100 SH 2004-11-16 2010-10-18 10483 2902 7581 7581 NORFOLK SOUTHERN CORP - 285 SH 2007-07-10 2010-10-18 17568 15368 2200 2200 ORACLE CORPORATION - 200 SH 2008-09-03 2010-10-18 5795 4218 1577 1577 ORACLE CORPORATION - 500 SH 2008-09-04 2010-10-18 14487 10147 4340 4340 VALE SA-SP ADR - 200 SH 2008-08-14 2010-10-18 6523 5217 1306 1306 VALE SA-SP ADR - 300 SH 2008-08-25 2010-10-18 9784 7836 1948 1948 VALE SA-SP ADR - 100 SH 2008-08-20 2010-10-18 3261 2620 641 641 VALE SA-SP ADR - 100 SH 2008-08-26 2010-10-18 3261 2576 685 685 VALE SA-SP ADR - 600 SH 2008-08-18 2010-10-18 19568 14972 4596 4596 NORFOLK SOUTHERN CORP - 150 SH 2007-08-21 2010-10-20 9217 7847 1370 1370 NORFOLK SOUTHERN CORP - 115 SH 2007-07-10 2010-10-20 7067 6201 866 866 WHITING PETE CORP NEW - 100 SH 2004-11-16 2010-10-21 10200 2902 7298 7298 CNA SURETY CORP - 300 SH 2007-05-14 2010-11-01 6939 5913 1026 1026 CNA SURETY CORP - 600 SH 2007-05-07 2010-11-01 13877 12150 1727 1727 CNA SURETY CORP - 500 SH 2007-05-01 2010-11-01 11565 10005 1560 1560 CNA SURETY CORP - 200 SH 2007-05-10 2010-11-01 4626 3936 690 690 CNA SURETY CORP - 200 SH 2007-08-23 2010-11-02 4632 3608 1024 1024 CNA SURETY CORP - 300 SH 2007-08-21 2010-11-02 6947 5531 1416 1416 CNA SURETY CORP - 300 SH 2007-08-20 2010-11-02 6947 5598 1349 1349 CNA SURETY CORP - 200 SH 2007-07-31 2010-11-02 4632 3404 1228 1228 CNA SURETY CORP - 200 SH 2007-05-15 2010-11-02 4632 3918 714 714 CNA SURETY CORP - 200 SH 2007-05-10 2010-11-02 4632 3936 696 696 CNA SURETY CORP - 100 SH 2007-08-28 2010-11-02 2316 1741 575 575 CNA SURETY CORP - 400 SH 2005-07-08 2010-11-02 9263 5997 3266 3266 CNA SURETY CORP - 100 SH 2007-09-24 2010-11-02 2316 1831 485 485 CNA SURETY CORP - 100 SH 2007-09-21 2010-11-02 2316 1864 452 452 CNA SURETY CORP - 100 SH 2007-09-20 2010-11-02 2316 1863 453 453 CNA SURETY CORP - 100 SH 2007-09-17 2010-11-02 2316 1706 610 610 CNA SURETY CORP - 100 SH 2007-09-10 2010-11-02 2316 1785 531 531 CNA SURETY CORP - 100 SH 2007-09-12 2010-11-02 2316 1771 545 545 CNA SURETY CORP - 100 SH 2007-09-14 2010-11-02 2316 1732 584 584 CNA SURETY CORP - 300 SH 2005-07-08 2010-11-03 6986 4498 2488 2488 CNA SURETY CORP - 500 SH 2005-07-08 2010-11-04 11758 7497 4261 4261 CNA SURETY CORP - 100 SH 2005-07-21 2010-11-05 2336 1491 845 845 CNA SURETY CORP - 300 SH 2005-07-08 2010-11-05 7009 4498 2511 2511 CNA SURETY CORP - 100 SH 2005-07-21 2010-11-08 2341 1491 850 850 CNA SURETY CORP - 900 SH 2002-07-09 2010-11-08 21071 13095 7976 7976 CNA SURETY CORP - 300 SH 2002-07-09 2010-11-09 7074 4365 2709 2709 COMMERCIAL METALS CO - 300 SH 2008-12-04 2010-11-09 4417 2762 1655 1655 COMMERCIAL METALS CO - 35 SH 2008-12-03 2010-11-09 515 313 202 202 COMMERCIAL METALS CO - 100 SH 2008-12-15 2010-11-09 1472 1209 263 263 COMMERCIAL METALS CO - 65 SH 2008-12-11 2010-11-09 957 816 141 141 COMMERCIAL METALS CO - 100 SH 2008-12-10 2010-11-09 1472 1198 274 274 CNA SURETY CORP - 600 SH 2002-07-09 2010-11-10 14065 8730 5335 5335 SYSCO CORP - 500 SH 2008-10-14 2010-11-11 14394 13137 1257 1257 SYSCO CORP - 100 SH 2008-10-20 2010-11-11 2879 2579 300 300 SYSCO CORP - 600 SH 2008-10-15 2010-11-11 17262 14964 2298 2298 SYSCO CORP - 400 SH 2008-10-21 2010-11-11 11508 10151 1357 1357 SYSCO CORP - 800 SH 2008-10-30 2010-11-11 23017 20238 2779 2779 SYSCO CORP - 200 SH 2008-11-05 2010-11-11 5754 5034 720 720 SYSCO CORP - 100 SH 2008-11-10 2010-11-11 2877 2519 358 358 COMMERCIAL METALS CO - 100 SH 2008-12-03 2010-11-11 1440 895 545 545 SYSCO CORP - 400 SH 2008-10-29 2010-11-11 11515 10160 1355 1355 SYSCO CORP - 100 SH 2008-10-23 2010-11-12 2864 2360 504 504 SYSCO CORP - 300 SH 2008-10-15 2010-11-12 8592 7482 1110 1110 SYSCO CORP - 100 SH 2008-11-24 2010-11-12 2864 2230 634 634 SYSCO CORP - 800 SH 2008-12-01 2010-11-12 22912 17864 5048 5048 COMMERCIAL METALS CO - 165 SH 2008-12-03 2010-11-15 2353 1476 877 877 SYSCO CORP - 200 SH 2008-11-26 2010-11-15 5770 4352 1418 1418 SYSCO CORP - 100 SH 2008-12-02 2010-11-15 2885 2146 739 739 SYSCO CORP - 100 SH 2008-12-03 2010-11-15 2885 2151 734 734 TRANSOCEAN LTD ZUG NAMEN-AKT - 175 SH 2009-08-26 2010-12-16 12176 13389 -1213 -1213 TRANSOCEAN LTD ZUG NAMEN-AKT - 25 SH 2009-08-26 2010-12-17 1737 1913 -176 -176 TRANSOCEAN LTD ZUG NAMEN-AKT - 200 SH 2009-08-31 2010-12-17 13897 15062 -1165 -1165 TRANSOCEAN LTD ZUG NAMEN-AKT - 75 SH 2009-09-01 2010-12-17 5211 5639 -428 -428 TRANSOCEAN LTD ZUG NAMEN-AKT - 525 SH 2009-09-01 2010-12-20 36674 39472 -2798 -2798 TRANSOCEAN LTD ZUG NAMEN-AKT - 300 SH 2009-09-02 2010-12-20 20957 22134 -1177 -1177 TRANSOCEAN LTD ZUG NAMEN-AKT - 100 SH 2009-09-03 2010-12-20 6985 7468 -483 -483 EL PASO PIPELINE PARTNERS LP - 800 SH 2007-11-16 2010-07-26 25332 11295 14037 14037 EL PASO PIPELINE PARTNERS LP - 400 SH 2007-11-16 2010-07-29 12152 5487 6665 6665 EL PASO PIPELINE PARTNERS LP - 1100 SH 2007-11-16 2010-07-30 33881 15091 18790 18790 EL PASO PIPELINE PARTNERS LP - 300 SH 2007-11-16 2010-08-02 9559 4111 5448 5448 EL PASO PIPELINE PARTNERS LP - 200 SH 2007-11-16 2010-08-03 6336 2740 3596 3596 EL PASO PIPELINE PARTNERS LP - 200 SH 2007-11-16 2010-08-04 6381 2740 3641 3641 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2005-07-19 2010-07-26 5924 1708 4216 4216 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2005-07-22 2010-07-26 5924 1708 4216 4216 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2007-05-16 2010-07-26 5924 1708 4216 4216 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2005-07-14 2010-08-02 5616 1708 3908 3908 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2005-07-19 2010-08-02 5616 1708 3908 3908 ENBRIDGE ENERGY PARTNERS L P - 300 SH 2005-05-06 2010-12-27 18293 5123 13170 13170 ENBRIDGE ENERGY PARTNERS L P - 300 SH 2005-05-09 2010-12-27 18293 5123 13170 13170 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2005-07-14 2010-12-27 6098 1708 4390 4390 ENBRIDGE ENERGY PARTNERS L P - 600 SH 2005-05-20 2010-12-28 36746 10246 26500 26500 ENBRIDGE ENERGY PARTNERS L P - 300 SH 2004-05-04 2010-12-28 18373 5123 13250 13250 ENBRIDGE ENERGY PARTNERS L P - 300 SH 2004-05-04 2010-12-29 18488 5123 13365 13365 ENBRIDGE ENERGY PARTNERS L P - 100 SH 2004-09-09 2010-12-29 6163 1708 4455 4455 UNITED STATES TREAS NTS 2009-09-14 2010-01-06 5416 5457 -41 -41 UNITED STATES TREAS NTS 2009-10-14 2010-01-06 5416 5455 -39 -39 UNITED STATES TREAS NTS 2009-06-24 2010-01-06 10832 10746 86 86 UNITED STATES TREAS NTS 2009-05-06 2010-01-11 27234 28125 -891 -891 SIMON PROPERTY GRP LP 5.75% 5/01/12 2009-06-02 2010-01-20 37713 34658 3055 3055 UNITED STATES TREAS NTS 2009-05-06 2010-01-26 5507 5625 -118 -118 UNITED STATES TREAS NTS 2009-07-29 2010-02-04 5670 5565 105 105 UNITED STATES TREAS NTS 2009-07-08 2010-02-04 28352 28522 -170 -170 FEDERAL NATL MTG ASSN 5.25% 3/05/14 2009-06-03 2010-03-05 65000 66852 -1852 -1852 AETNA U S HEALTHCARE INC 2009-06-19 2010-03-09 36790 36651 139 139 U S TREASURY NOTE 1.5% 7/15/12 2010-03-11 2010-05-10 5062 5044 18 18 U S ETREASURY NOTE 1.375% 2/15/13 2010-02-24 2010-05-10 5012 4995 17 17 UNITED STATES TREAS NTS 2009-07-29 2010-05-25 17366 16695 671 671 FEDERAL FARM CR BKS CONS 2009-07-07 2010-06-29 5087 5140 -53 -53 FEDERAL HOME LN MTG CORP 2010-03-09 2010-06-30 45000 45000 0 0 U S TREASURY NOTE 2009-07-29 2010-07-23 5126 4786 340 340 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 5295 4997 298 298 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 10591 9985 606 606 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 5295 4998 297 297 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 21182 19969 1213 1213 U.S. TREASURY NOTE 1.75% 7/31/15 2010-08-04 2010-08-26 20352 20136 216 216 U.S. TREASURY NOTE 1.75% 7/31/15 2010-08-04 2010-09-08 15231 15102 129 129 FED FARM CREDIT BANK 3.875% 10/07/13 2009-09-24 2010-09-21 21751 21177 574 574 FED FARM CREDIT BANK 3.875% 10/07/13 2009-09-24 2010-09-21 27191 26471 720 720 PEPSICO INC 3.1% 1/15/15 2010-01-11 2010-10-05 26720 24975 1745 1745 U S TREASURY NOTE 2010-07-16 2010-11-01 10179 10065 114 114 UNITED STATES T-NOTE 1.375% 5/15/13 2010-05-14 2010-11-01 10238 10027 211 211 U.S. TREASURY NOTE 2.625% 8/15/20 2010-11-08 2010-11-09 19932 20146 -214 -214 U.S. TREASURY NOTE 2.625% 8/15/20 2010-09-29 2010-11-09 14949 15149 -200 -200 U.S. TREASURY NOTE 2.625% 8/15/20 2010-11-08 2010-11-23 44657 45329 -672 -672 U.S. TREASURY NOTE 2.625% 8/15/20 2010-09-02 2010-11-23 9924 10002 -78 -78 UNITED STATES TREAS NTS 2009-05-06 2010-05-24 46137 47655 -1518 -1518 UNITED STATES TREAS NTS 2009-05-06 2010-07-08 25507 26475 -968 -968 FEDERAL FARM CR BKS CONS 2009-07-07 2010-08-04 50811 51403 -592 -592 TIME WARNER CABLE INC 8.25% 4/01/19 2009-06-25 2010-08-20 19197 16973 2224 2224 TIME WARNER CABLE INC 8.25% 4/01/19 2009-05-22 2010-08-20 31996 27830 4166 4166 UNITED STATES TREAS NTS 2009-05-06 2010-09-02 131924 137668 -5744 -5744 UNITED STATES TREAS NTS 2009-05-07 2010-09-02 10148 10581 -433 -433 JPMORGAN CHASE & CO 2009-07-07 2010-09-22 37914 37079 835 835 UNITED STATES TREAS NTS 2009-05-07 2010-09-29 15178 15872 -694 -694 HOUSEHOLD FIN CORP 2009-06-03 2010-09-30 27327 25906 1421 1421 HOUSEHOLD FIN CORP 2009-06-03 2010-10-14 27317 25906 1411 1411 COMCAST CORP NEW 2009-05-12 2010-10-14 23299 20239 3060 3060 AMGEN INC SR NT 2009-05-29 2010-10-14 29929 26649 3280 3280 UNITED TECHNOLOGIES CORP NT 2009-05-29 2010-10-14 55560 48706 6854 6854 GENERAL ELEC CAP CORP M/T/N 2009-05-29 2010-10-14 31889 31345 544 544 WELLS FARGO & CO NEW 2009-06-09 2010-10-27 36467 36832 -365 -365 UNITED STATES TREAS NTS 2009-05-07 2010-11-08 65485 68778 -3293 -3293 XTO ENERGY INC 2009-07-07 2010-11-17 29728 25155 4573 4573 UNITED STATES TREAS NTS 2009-05-06 2010-12-10 21028 21838 -810 -810 COCA COLA CO 2009-05-18 2010-12-14 41267 37532 3735 3735 UNITED STATES TREAS NTS 2009-07-22 2010-01-11 5596 5654 -58 -58 UNITED STATES TREAS NTS 2009-08-04 2010-01-11 37562 37452 110 110 UNITED STATES TREAS NTS 2009-07-22 2010-01-12 11238 11308 -70 -70 UNITED STATES TREAS NTS 2009-11-30 2010-01-13 10857 11026 -169 -169 UNITED STATES TREAS NTS 2009-08-31 2010-01-13 10865 10870 -5 -5 UNITED STATES TREAS NTS 2009-11-20 2010-01-20 26568 26775 -207 -207 SIMON PROPERTY GRP LP 5.75% 5/01/12 2009-08-11 2010-01-20 75425 73213 2212 2212 UNITED STATES TREAS NTS 2009-08-24 2010-01-20 74391 74925 -534 -534 U S TREASURY NOTE 1.375% 10/15/12 2009-12-30 2010-01-20 30060 29888 172 172 UNITED STATES TREAS NTS 2009-07-22 2010-01-22 39579 39577 2 2 UNITED STATES TREAS NTS 2009-08-24 2010-01-29 64619 64906 -287 -287 UNITED STATES TREAS NTS 2009-08-24 2010-02-01 138145 139146 -1001 -1001 UNITED STATES TREAS NTS 2009-08-24 2010-02-02 37681 37862 -181 -181 FNMA POOL 0975116 2009-09-23 2010-02-03 211221 208441 2780 2780 UNITED STATES TREAS NTS 2009-07-22 2010-02-04 68046 67847 199 199 UNITED STATES TREAS NTS 2009-08-31 2010-02-05 10941 10870 71 71 UNITED STATES TREAS NTS 2009-11-09 2010-02-10 68976 69502 -526 -526 UNITED STATES TREAS NTS 2009-08-24 2010-02-10 5306 5352 -46 -46 UNITED STATES TREAS NTS 2009-08-24 2010-02-10 15936 16055 -119 -119 UNITED STATES TREAS NTS 2009-11-16 2010-02-11 10742 10820 -78 -78 UNITED STATES TREAS NTS 2009-08-24 2010-02-12 26896 27044 -148 -148 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-02-15 875 867 8 8 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-02-15 5200 5424 -224 -224 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-02-15 3274 3491 -217 -217 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-02-15 3870 4122 -252 -252 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-02-15 630 650 -20 -20 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-02-15 1301 1372 -71 -71 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-02-15 4989 5212 -223 -223 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-02-15 1449 1492 -43 -43 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-02-15 2844 2933 -89 -89 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-02-15 1121 1155 -34 -34 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-02-15 1065 1121 -56 -56 JPMORGAN CHASE & CO 2009-11-12 2010-02-17 108265 109296 -1031 -1031 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-02-18 2383 2397 -14 -14 UNITED STATES TREAS NTS 2009-11-09 2010-02-22 21198 21385 -187 -187 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-02-25 4488 4651 -163 -163 FNMA POOL 0889572 2009-08-19 2010-02-25 4793 4977 -184 -184 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-02-25 910 916 -6 -6 FNMA POOL 0975116 2009-09-23 2010-02-25 2513 2576 -63 -63 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-02-25 5581 5875 -294 -294 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-02-25 601 610 -9 -9 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-02-25 253 262 -9 -9 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-02-25 529 547 -18 -18 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-02-25 2357 2451 -94 -94 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-02-25 370 383 -13 -13 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-02-25 3404 3635 -231 -231 UNITED STATES TREAS NTS 2009-11-09 2010-02-25 106093 106926 -833 -833 UNITED STATES TREAS NTS 2009-11-30 2010-02-25 92666 93723 -1057 -1057 UNITED STATES TREAS NTS 2009-11-16 2010-03-04 21502 21639 -137 -137 UNITED STATES TREAS NTS 2009-08-31 2010-03-08 104704 104029 675 675 AETNA U S HEALTHCARE INC 2009-08-06 2010-03-09 52557 52578 -21 -21 UNITED STATES TREAS NTS 2009-11-09 2010-03-12 74028 74848 -820 -820 FIRST UN NATL BK 01-C2 CL A 2 2010-01-01 2010-03-12 80 83 -3 -3 COMM 2000-C1 2010-02-12 2010-03-15 2561 2573 -12 -12 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-03-15 8042 8389 -347 -347 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-03-15 181 186 -5 -5 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-03-15 1127 1161 -34 -34 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-03-15 574 569 5 5 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-03-15 221 226 -5 -5 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-03-15 20665 22010 -1345 -1345 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-03-15 9356 9650 -294 -294 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-03-15 39147 41740 -2593 -2593 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-03-15 18457 19285 -828 -828 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-03-15 4062 4284 -222 -222 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-03-15 2063 2124 -61 -61 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-03-15 2199 2315 -116 -116 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-03-17 181 182 -1 -1 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-03-17 2996 3048 -52 -52 UNITED STATES TREAS NTS 2009-08-24 2010-03-24 10695 10818 -123 -123 UNITED STATES TREAS NTS 2009-11-09 2010-03-24 31649 32078 -429 -429 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-03-25 486 490 -4 -4 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-03-25 4867 5123 -256 -256 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-03-25 622 631 -9 -9 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-03-25 380 393 -13 -13 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-03-25 563 582 -19 -19 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-03-25 605 629 -24 -24 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-03-25 271 282 -11 -11 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-03-25 310 316 -6 -6 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-03-25 2560 2704 -144 -144 FNMA POOL 0889572 2009-08-19 2010-03-25 4530 4704 -174 -174 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-03-25 3267 3385 -118 -118 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-03-25 3944 4211 -267 -267 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-03-25 1522 1607 -85 -85 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-03-25 246 256 -10 -10 UNITED STATES TREAS NTS 2009-11-09 2010-03-26 226959 229891 -2932 -2932 UNITED STATES TREAS NTS 2009-08-24 2010-03-26 37433 37862 -429 -429 UNITED STATES TREAS NTS 2009-08-24 2010-04-05 15996 16226 -230 -230 UNITED STATES TREAS NTS 2009-08-24 2010-04-06 21341 21635 -294 -294 UNITED STATES TREAS NTS 2009-08-24 2010-04-09 32028 32453 -425 -425 PMCF 2001-ROCK A2 2010-02-24 2010-04-10 143 148 -5 -5 UNITED STATES TREAS NTS 2009-08-24 2010-04-13 42730 43270 -540 -540 UNITED STATES TREAS NTS 2009-08-24 2010-04-14 21351 21635 -284 -284 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-04-14 163 169 -6 -6 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-04-14 131 136 -5 -5 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-04-15 92 96 -4 -4 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-04-15 2328 2402 -74 -74 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-04-15 2407 2539 -132 -132 COMM 2000-C1 2010-02-12 2010-04-15 15720 15793 -73 -73 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-04-15 151 155 -4 -4 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-04-15 1302 1370 -68 -68 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-04-15 5086 5417 -331 -331 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-04-15 5041 5375 -334 -334 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-04-15 5711 5957 -246 -246 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-04-15 325 322 3 3 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-04-15 5965 6152 -187 -187 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-04-15 1135 1169 -34 -34 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-04-15 5575 5825 -250 -250 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-04-15 7255 7373 -118 -118 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-04-15 2746 2784 -38 -38 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-04-15 1220 1238 -18 -18 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-04-15 2441 2474 -33 -33 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-04-15 1467 1511 -44 -44 CHASE COML MTG SECS 00-3 CL A2 2010-01-01 2010-04-15 11917 12103 -186 -186 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-04-16 134 135 -1 -1 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-04-17 6888 7006 -118 -118 UNITED STATES TREAS NTS 2009-08-24 2010-04-19 42744 43270 -526 -526 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-04-25 4829 5005 -176 -176 FNMA POOL 0889572 2009-08-19 2010-04-25 6000 6231 -231 -231 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-04-25 521 524 -3 -3 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-04-25 5278 5673 -395 -395 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-04-25 1371 1392 -21 -21 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-04-25 850 882 -32 -32 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-04-25 741 767 -26 -26 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-04-25 987 1020 -33 -33 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-04-25 2891 3006 -115 -115 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-04-25 856 891 -35 -35 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-04-25 421 429 -8 -8 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-04-25 2311 2441 -130 -130 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-04-25 22664 24199 -1535 -1535 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-04-25 277 294 -17 -17 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-04-25 2075 2191 -116 -116 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-04-25 6968 7335 -367 -367 UNITED STATES TREAS NTS 2009-11-16 2010-04-26 53314 54098 -784 -784 U S TREASURY NOTE 1.5% 7/15/12 2010-03-11 2010-04-26 25169 25218 -49 -49 UNITED STATES TREAS NTS 2009-11-09 2010-04-26 74640 75513 -873 -873 UNITED STATES TREAS NTS 2009-08-24 2010-04-26 181368 183899 -2531 -2531 UNITED STATES TREAS NTS 2009-08-31 2010-04-28 5476 5475 1 1 UNITED STATES TREAS NTS 2009-08-31 2010-04-28 48756 48917 -161 -161 UNITED STATES TREAS NTS 2009-11-30 2010-04-28 37849 38592 -743 -743 U S TREASURY NOTE 3.625% 2/15/20 2010-03-26 2010-05-05 35157 34343 814 814 UNITED STATES TREAS NTS 2010-03-26 2010-05-05 11364 11194 170 170 UNITED STATES TREAS NTS 2009-11-09 2010-05-10 128620 129450 -830 -830 UNITED STATES TREASU 1.125% 12/15/12 2010-02-24 2010-05-10 29937 29852 85 85 PMCF 2001-ROCK A2 2010-02-24 2010-05-10 2321 2410 -89 -89 UNITED STATES TREAS NTS 2010-04-27 2010-05-11 393091 393815 -724 -724 UNITED STATES TREAS NTS 2009-11-09 2010-05-13 21440 21575 -135 -135 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-05-14 72 74 -2 -2 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-05-14 89 93 -4 -4 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-05-15 1958 2075 -117 -117 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-05-15 14701 14803 -102 -102 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-05-15 33076 33128 -52 -52 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-05-15 92 96 -4 -4 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-05-15 808 851 -43 -43 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-05-15 4669 4973 -304 -304 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-05-15 4167 4443 -276 -276 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-05-15 5052 5270 -218 -218 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-05-15 367 364 3 3 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-05-15 2575 2656 -81 -81 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-05-15 1192 1228 -36 -36 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-05-15 5703 5959 -256 -256 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-05-15 9748 9987 -239 -239 COMM 2000-C1 2010-02-12 2010-05-15 3982 4001 -19 -19 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-05-15 1991 2100 -109 -109 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-05-15 2625 2662 -37 -37 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-05-15 1167 1184 -17 -17 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-05-15 2334 2366 -32 -32 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-05-15 5834 5929 -95 -95 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-05-15 1676 1726 -50 -50 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-05-15 331 341 -10 -10 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-05-17 144 145 -1 -1 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-05-17 4633 4712 -79 -79 UNITED STATES TREAS NTS 2009-11-09 2010-05-20 59151 59331 -180 -180 UNITED STATES TREAS NTS 2009-11-09 2010-05-24 53769 53938 -169 -169 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-05-25 4309 4465 -156 -156 FNMA POOL 0889572 2009-08-19 2010-05-25 5315 5519 -204 -204 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-05-25 578 582 -4 -4 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-05-25 15638 16462 -824 -824 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-05-25 1550 1609 -59 -59 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-05-25 2533 2675 -142 -142 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-05-25 377 385 -8 -8 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-05-25 4029 4196 -167 -167 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-05-25 998 1038 -40 -40 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-05-25 1047 1082 -35 -35 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-05-25 478 494 -16 -16 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-05-25 4355 4650 -295 -295 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-05-25 260 277 -17 -17 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-05-25 1951 2060 -109 -109 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-05-25 823 885 -62 -62 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-05-25 806 818 -12 -12 UNITED STATES TREAS NTS 2009-11-30 2010-06-02 60049 60644 -595 -595 UNITED STATES TREAS NTS 2010-05-14 2010-06-10 20002 20056 -54 -54 FNMA SINGLE FAMILY TBA 30YRS 2010-04-23 2010-06-10 21450 20975 475 475 PMCF 2001-ROCK A2 2010-02-24 2010-06-10 142 148 -6 -6 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-06-14 659 683 -24 -24 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-06-14 527 547 -20 -20 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-06-15 6397 6813 -416 -416 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-06-15 2400 2526 -126 -126 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-06-15 94 98 -4 -4 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-06-15 1702 1804 -102 -102 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-06-15 527 543 -16 -16 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-06-15 1830 1930 -100 -100 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-06-15 3813 4066 -253 -253 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-06-15 3716 3876 -160 -160 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-06-15 483 479 4 4 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-06-15 3018 3113 -95 -95 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-06-15 1186 1221 -35 -35 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-06-15 4952 5175 -223 -223 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-06-15 3479 3530 -51 -51 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-06-15 7828 7936 -108 -108 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-06-15 6958 7055 -97 -97 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-06-15 17396 17679 -283 -283 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-06-15 1528 1573 -45 -45 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-06-15 2665 2669 -4 -4 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-06-15 1185 1193 -8 -8 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-06-15 3593 3681 -88 -88 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-06-16 4328 4354 -26 -26 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-06-17 3659 3722 -63 -63 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-06-17 3834 3900 -66 -66 UNITED STATES TREAS NTS 2009-11-09 2010-06-22 5367 5394 -27 -27 UNITED STATES TREAS NTS 2009-11-09 2010-06-24 5380 5394 -14 -14 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-06-25 5537 5829 -292 -292 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-06-25 609 618 -9 -9 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-06-25 1470 1527 -57 -57 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-06-25 889 920 -31 -31 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-06-25 236 244 -8 -8 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-06-25 2340 2433 -93 -93 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-06-25 2165 2255 -90 -90 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-06-25 429 438 -9 -9 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-06-25 1912 2020 -108 -108 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-06-25 706 759 -53 -53 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-06-25 112 113 -1 -1 FNMA POOL 0AD0207 2010-04-26 2010-06-25 11160 11907 -747 -747 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-06-25 7128 7466 -338 -338 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-06-25 859 865 -6 -6 FNMA POOL 0889572 2009-08-19 2010-06-25 14171 14715 -544 -544 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-06-25 3910 4052 -142 -142 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-06-25 4014 4286 -272 -272 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-06-25 856 911 -55 -55 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-06-25 6422 6781 -359 -359 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-06-25 1860 2010 -150 -150 UNITED STATES TREAS NTS 2009-11-09 2010-06-30 107711 107875 -164 -164 UNITED STATES TREAS NTS 2009-11-09 2010-07-08 10760 10788 -28 -28 UNITED STATES TREAS NTS 2009-11-09 2010-07-08 32275 32363 -88 -88 UNITED STATES TREAS NTS 2009-11-09 2010-07-09 21507 21575 -68 -68 UNITED STATES TREAS NTS 2009-11-09 2010-07-09 16134 16181 -47 -47 PMCF 2001-ROCK A2 2010-02-24 2010-07-10 1804 1874 -70 -70 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-07-14 2279 2364 -85 -85 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-07-14 2848 2952 -104 -104 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-07-14 570 582 -12 -12 UNITED STATES TREAS NTS 2009-12-15 2010-07-14 10748 10784 -36 -36 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-07-14 1330 1378 -48 -48 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-07-14 266 272 -6 -6 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-07-14 1064 1104 -40 -40 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-07-15 5207 5441 -234 -234 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-07-15 1782 1834 -52 -52 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-07-15 1556 1605 -49 -49 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-07-15 891 885 6 6 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-07-15 3733 3894 -161 -161 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-07-15 5518 5884 -366 -366 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-07-15 4555 4851 -296 -296 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-07-15 971 1022 -51 -51 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-07-15 91 94 -3 -3 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-07-15 1879 1992 -113 -113 FHLMC POOL G0-5337 2010-06-10 2010-07-15 443 476 -33 -33 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-07-15 864 891 -27 -27 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-07-15 2048 2160 -112 -112 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-07-15 142 143 -1 -1 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-07-15 320 321 -1 -1 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-07-15 13405 13733 -328 -328 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-07-15 564 581 -17 -17 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-07-15 1150 1185 -35 -35 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-07-16 14037 14265 -228 -228 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-07-16 5615 5692 -77 -77 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-07-16 2854 2871 -17 -17 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-07-16 6316 6404 -88 -88 UNITED STATES TREAS NTS 2009-12-15 2010-07-16 21543 21569 -26 -26 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-07-16 2807 2848 -41 -41 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-02-01 2010-07-17 17302 17501 -199 -199 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-01-29 2010-07-17 25953 26242 -289 -289 UNITED STATES TREAS NTS 2009-08-21 2010-07-20 16149 16085 64 64 UNITED STATES TREAS NTS 2009-12-30 2010-07-20 5382 5352 30 30 UNITED STATES TREAS NTS 2009-12-30 2010-07-20 26915 26761 154 154 UNITED STATES TREAS NTS 2009-12-15 2010-07-20 10766 10784 -18 -18 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-07-22 111235 108092 3143 3143 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-07-22 220491 215765 4726 4726 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-07-22 111374 108219 3155 3155 UNITED STATES TREAS NTS 2009-12-30 2010-07-23 32292 32113 179 179 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-01-01 2010-07-25 1864 1970 -106 -106 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-07-25 3330 3488 -158 -158 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-07-25 3261 3380 -119 -119 FNMA POOL 0889572 2009-08-19 2010-07-25 4497 4669 -172 -172 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-07-25 1076 1083 -7 -7 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-07-25 4956 5217 -261 -261 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-07-25 2972 3017 -45 -45 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-07-25 305 316 -11 -11 FNMA POOL AC5401 5% 10/1/2039 2009-10-09 2010-07-25 911 943 -32 -32 FNMA POOL MA0259 5% 12/1/2039 2009-10-09 2010-07-25 1207 1249 -42 -42 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-07-25 1777 1848 -71 -71 FNMA POOL AC3278 5.0% 9/01/39 2010-02-02 2010-07-25 1525 1588 -63 -63 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-07-25 623 635 -12 -12 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-07-25 2051 2167 -116 -116 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-07-25 679 729 -50 -50 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-07-25 257 260 -3 -3 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-07-25 1497 1618 -121 -121 FNMA POOL 0AD0207 2010-04-26 2010-07-25 8809 9398 -589 -589 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-07-25 3391 3621 -230 -230 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 10591 9994 597 597 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 15886 14994 892 892 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 58250 54916 3334 3334 FED FARM CREDIT BANK 3.0% 9/22/14 2009-08-18 2010-07-29 31773 29954 1819 1819 U S TREASURY NOTE 2.375% 9/30/14 2010-07-29 2010-08-02 10437 10406 31 31 UNITED STATES TREAS NTS 2009-12-30 2010-08-04 43095 42817 278 278 UNITED STATES TREAS NTS 2009-11-30 2010-08-04 253709 253603 106 106 UNITED STATES T-NOTE 1.375% 5/15/13 2010-05-14 2010-08-04 45754 45123 631 631 U S TREASURY NOTE 2010-07-16 2010-08-04 45434 45292 142 142 PMCF 2001-ROCK A2 2010-02-24 2010-08-10 15074 15656 -582 -582 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-08-15 4055 4323 -268 -268 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-08-15 4627 4826 -199 -199 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-08-15 5136 5470 -334 -334 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-08-15 3032 3191 -159 -159 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-08-15 93 97 -4 -4 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-08-15 1647 1745 -98 -98 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-08-15 1577 1623 -46 -46 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-08-15 16815 17227 -412 -412 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-08-15 187 188 -1 -1 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-08-15 83 84 -1 -1 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-08-15 3050 3146 -96 -96 WBCMT 2003-C3 A1 4.037% 2/15/35 2010-07-20 2010-08-15 169 172 -3 -3 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-08-15 1927 2032 -105 -105 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-08-15 504 519 -15 -15 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2010-08-15 436 467 -31 -31 FHLMC POOL G0-5337 2010-06-10 2010-08-15 344 370 -26 -26 FHLMC GOLD G12633 5.0% 4/01/22 2010-07-09 2010-08-15 397 425 -28 -28 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-08-16 124 125 -1 -1 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-08-16 7995 8106 -111 -111 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-08-16 3554 3606 -52 -52 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-08-16 7107 7205 -98 -98 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-08-16 17768 18057 -289 -289 FIRST UN NATL BK COML MTG TR 2010-02-19 2010-08-17 1124 1143 -19 -19 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-01-29 2010-08-17 583 589 -6 -6 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-02-01 2010-08-17 388 393 -5 -5 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-08-25 2589 2712 -123 -123 FNMA POOL 0AD0207 2010-04-26 2010-08-25 9432 10063 -631 -631 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-08-25 1884 2036 -152 -152 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-08-25 538 544 -6 -6 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-08-25 569 612 -43 -43 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-08-25 2290 2419 -129 -129 FNMA POOL AC8596 4.0% 1/01/25 2010-01-01 2010-08-25 804 819 -15 -15 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-08-25 1891 1966 -75 -75 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-08-25 2383 2474 -91 -91 FNMA POOL 889072 6.5% 12/01/37 2010-07-16 2010-08-25 584 643 -59 -59 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-08-25 752 763 -11 -11 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-08-25 4734 4983 -249 -249 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-08-25 2116 2131 -15 -15 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-08-25 3342 3568 -226 -226 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-07-08 2010-08-25 275 297 -22 -22 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-08-25 220 234 -14 -14 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-08-25 1651 1744 -93 -93 UNITED STATES TREAS NTS 2009-11-30 2010-08-27 16527 16539 -12 -12 UNITED STATES TREAS NTS 2009-11-30 2010-09-08 60614 60644 -30 -30 U S TREASURY NOTE 2010-08-20 2010-09-08 73396 74072 -676 -676 KRAFT FOODS INC 4.125% 2/09/16 2010-02-04 2010-09-08 74886 69761 5125 5125 PMCF 2001-ROCK A2 2010-08-27 2010-09-10 1011 1030 -19 -19 PMCF 2001-ROCK A2 2010-02-24 2010-09-10 3439 3571 -132 -132 BANC AMER COML MTG INC 2010-06-23 2010-09-10 2909 2937 -28 -28 BANC AMER COML MTG INC 2010-02-01 2010-09-10 11635 11868 -233 -233 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-09-14 1285 1333 -48 -48 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-09-14 1607 1665 -58 -58 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-09-14 321 328 -7 -7 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-09-15 4322 4457 -135 -135 WBCMT 2003-C3 A1 4.037% 2/15/35 2010-07-20 2010-09-15 170 173 -3 -3 FHLMC GOLD A92821 5.0% 7/01/40 2010-07-22 2010-09-15 845 897 -52 -52 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2010-09-15 1473 1563 -90 -90 FHLMC GOLD A93010 4.5% 7/01/40 2010-07-19 2010-09-15 337 349 -12 -12 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2010-09-15 543 581 -38 -38 FHLMC POOL G0-5337 2010-06-10 2010-09-15 461 495 -34 -34 FHLMC GOLD G12633 5.0% 4/01/22 2010-07-09 2010-09-15 516 551 -35 -35 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-09-15 2136 2264 -128 -128 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-09-15 706 735 -29 -29 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-09-15 2490 2621 -131 -131 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-09-15 3791 3998 -207 -207 FHLMC GOLD A92988 5.0% 7/01/40 2010-07-22 2010-09-15 1903 2021 -118 -118 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-09-15 1585 1632 -47 -47 CHASE COML MTG SECS 00-3 CL A2 2010-04-09 2010-09-15 292 296 -4 -4 CHASE COML MTG SECS 00-3 CL A2 2010-04-05 2010-09-15 130 132 -2 -2 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-09-15 12601 12909 -308 -308 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-09-15 541 544 -3 -3 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-09-15 3515 3539 -24 -24 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-09-15 7908 7921 -13 -13 CHASE COML MTG SECS 00-3 CL A2 2010-03-12 2010-09-15 12659 12865 -206 -206 CHASE COML MTG SECS 00-3 CL A2 2010-03-24 2010-09-15 758 769 -11 -11 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-02-01 2010-09-17 1296 1311 -15 -15 WBCMT 2005-C20 A4 5.285% 7/15/42 2010-01-29 2010-09-17 1944 1966 -22 -22 UNITED STATES TREAS NTS 2009-11-30 2010-09-21 33107 33079 28 28 AEP TEXAS CENTRAL 5.17% 1/01/18 2010-06-02 2010-09-21 64056 61497 2559 2559 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-07-08 2010-09-25 314 339 -25 -25 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-09-25 1142 1160 -18 -18 FNMA POOL 889072 6.5% 12/01/37 2010-07-16 2010-09-25 575 633 -58 -58 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-09-25 3164 3286 -122 -122 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-09-25 3354 3488 -134 -134 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-09-25 1354 1379 -25 -25 FNMA POOL AC8596 4.0% 1/01/25 2010-08-02 2010-09-25 246 257 -11 -11 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-09-25 2623 2770 -147 -147 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-09-25 551 592 -41 -41 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-09-25 922 932 -10 -10 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-09-25 1556 1681 -125 -125 FNMA POOL 0AD0207 2010-04-26 2010-09-25 8245 8797 -552 -552 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-09-25 2882 3019 -137 -137 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-09-25 1887 1992 -105 -105 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-09-25 252 268 -16 -16 FED NATL MTG ASSN 2.0% 9/28/12 2009-10-28 2010-09-28 85000 85255 -255 -255 FED HOME LOAN MTG CORP 2.0% 9/28/12 2009-10-28 2010-09-28 10000 10030 -30 -30 U S TREASURY NOTE 3.625% 2/15/20 2010-05-10 2010-09-28 5510 5036 474 474 U S TREASURY NOTE 2010-08-20 2010-09-28 21351 21163 188 188 U S TREASURY NOTE 2.75% 2/15/19 2010-09-21 2010-09-28 57311 56401 910 910 U S TREASURY BOND 2010-05-10 2010-10-07 87278 77719 9559 9559 U.S. TREASURY NOTE 3.875% 8/15/40 2010-09-08 2010-10-07 56609 56536 73 73 BANC AMER COML MTG INC 2010-06-23 2010-10-10 1443 1457 -14 -14 PMCF 2001-ROCK A2 2010-08-27 2010-10-10 2190 2230 -40 -40 BANC AMER COML MTG INC 2010-02-01 2010-10-10 5772 5887 -115 -115 PMCF 2001-ROCK A2 2010-02-24 2010-10-10 7445 7733 -288 -288 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-10-13 18287 17952 335 335 NEW YORK N Y 2010-10-07 2010-10-14 19700 20000 -300 -300 NEW YORK N Y 2010-10-07 2010-10-14 19750 20000 -250 -250 FHLMC GOLD A92988 5.0% 7/01/40 2010-07-22 2010-10-15 2684 2851 -167 -167 WBCMT 2003-C3 A1 4.037% 2/15/35 2010-07-20 2010-10-15 187 190 -3 -3 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-10-15 2175 2257 -82 -82 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-10-15 2719 2818 -99 -99 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-10-15 544 556 -12 -12 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-10-15 133 134 -1 -1 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-10-15 5375 5543 -168 -168 FHLMC GOLD A92821 5.0% 7/01/40 2010-07-22 2010-10-15 2953 3136 -183 -183 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2010-10-15 1459 1548 -89 -89 FHLMC GOLD A93010 4.5% 7/01/40 2010-07-19 2010-10-15 243 252 -9 -9 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2010-10-15 538 575 -37 -37 FHLMC POOL G0-5337 2010-01-01 2010-10-15 557 598 -41 -41 FHLMC GOLD G12633 5.0% 4/01/22 2010-07-09 2010-10-15 545 583 -38 -38 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-10-15 2258 2394 -136 -136 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-10-15 2327 2423 -96 -96 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-10-15 1560 1642 -82 -82 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-10-15 6249 6402 -153 -153 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-10-15 1807 1860 -53 -53 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-10-15 704 705 -1 -1 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-10-15 313 315 -2 -2 UNITED STATES TREAS 2.625% 7/31/14 2010-08-04 2010-10-19 10695 10557 138 138 U S TREASURY NOTE 2.375% 9/30/14 2010-07-29 2010-10-19 10606 10406 200 200 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-10-25 1440 1497 -57 -57 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-10-25 1440 1467 -27 -27 FNMA POOL AC8596 4.0% 1/01/25 2010-08-02 2010-10-25 262 274 -12 -12 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-10-25 3044 3215 -171 -171 FNMA POOL 889072 6.5% 12/01/37 2010-07-16 2010-10-25 469 517 -48 -48 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-01-01 2010-10-25 2513 2663 -150 -150 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-10-25 521 560 -39 -39 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-10-25 2839 2974 -135 -135 FNMA POOL 0AD0207 2010-04-26 2010-10-25 8720 9303 -583 -583 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-10-25 1607 1737 -130 -130 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-10-25 1323 1337 -14 -14 FNMA POOL 889072 6.5% 12/01/37 2010-07-16 2010-10-27 21068 21050 18 18 FNMA POOL 995230 6.5% 1/01/39 2010-04-26 2010-10-27 51923 50958 965 965 FEDERAL NAT'L MTGE ASSN POOL 888890 2010-03-08 2010-10-27 22918 22283 635 635 NEW YORK N Y 2010-10-07 2010-10-28 14813 15000 -187 -187 NEW YORK N Y 2010-10-07 2010-10-29 14843 15000 -157 -157 U.S. TREASURY NOTE 0.375% 8/31/12 2010-09-24 2010-11-03 95074 94889 185 185 UNITED STATES T-NOTE 0.375% 9/30/12 2010-09-28 2010-11-03 35029 34964 65 65 NEW YORK N Y 2010-10-07 2010-11-03 9875 10000 -125 -125 NEW YORK N Y 2010-10-07 2010-11-03 4938 5000 -62 -62 NEW YORK N Y 2010-10-07 2010-11-04 9913 10000 -87 -87 U S TREASURY NOTE 3.625% 2/15/20 2010-05-10 2010-11-05 5512 5036 476 476 U S TREASURY NOTE 3.625% 2/15/20 2010-03-26 2010-11-05 16536 14718 1818 1818 UNITED STATES T-NOTE 0.375% 9/30/12 2010-09-28 2010-11-08 29985 29970 15 15 U.S. TREASURY NOTE 3.5% 5/15/20 2010-08-12 2010-11-09 32286 32077 209 209 U.S. TREASURY NOTE 2.625% 8/15/20 2010-09-08 2010-11-09 4983 4990 -7 -7 U.S. TREASURY NOTE 2.625% 8/15/20 2010-08-24 2010-11-09 44847 45545 -698 -698 U.S. TREASURY NOTE 4.25% 5/15/40 2010-11-04 2010-11-09 10253 10575 -322 -322 U.S. TREASURY NOTE 4.25% 5/15/40 2010-10-29 2010-11-09 15380 15867 -487 -487 U.S. TREASURY NOTE 4.25% 5/15/40 2010-10-14 2010-11-09 20507 21645 -1138 -1138 U.S. TREASURY NOTE 4.25% 5/15/40 2010-10-14 2010-11-09 20507 21655 -1148 -1148 U S TREASURY NOTE 2010-11-05 2010-11-10 20101 20127 -26 -26 PMCF 2001-ROCK A2 2010-02-24 2010-11-10 9734 10110 -376 -376 PMCF 2001-ROCK A2 2010-08-27 2010-11-10 2863 2916 -53 -53 BANC AMER COML MTG INC 2010-02-01 2010-11-10 234 239 -5 -5 UNITED STATES T-NOTE 0.375% 9/30/12 2010-09-28 2010-11-10 9983 9990 -7 -7 BANC AMER COML MTG INC 2010-06-23 2010-11-10 58 59 -1 -1 FHLMC GOLD G12633 5.0% 4/01/22 2010-07-09 2010-11-11 13303 13370 -67 -67 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-11-11 55114 54936 178 178 NEW YORK N Y CITY MU 6.282% 6/15/42 2010-11-10 2010-11-12 20117 20000 117 117 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-11-12 44226 43843 383 383 UNITED STATES TREASURY NOTE 2010-11-03 2010-11-12 25733 25998 -265 -265 MERRILL LYNCH MORTGA CKI1 A2FL 2010-10-20 2010-11-12 1595 1583 12 12 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-11-15 1602 1650 -48 -48 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-11-15 127 127 0 0 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-11-15 10473 10729 -256 -256 WBCMT 2003-C3 A1 4.037% 2/15/35 2010-07-20 2010-11-15 380 387 -7 -7 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-11-15 1192 1219 -27 -27 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-11-15 5962 6178 -216 -216 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-11-15 4769 4948 -179 -179 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-11-15 505 521 -16 -16 FHLMC GOLD A92988 5.0% 7/01/40 2010-07-22 2010-11-15 2757 2927 -170 -170 FHLMC GOLD A92821 5.0% 7/01/40 2010-07-22 2010-11-15 3028 3216 -188 -188 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2010-11-15 1728 1834 -106 -106 FHLMC GOLD A93010 4.5% 7/01/40 2010-07-19 2010-11-15 1135 1177 -42 -42 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2010-11-15 518 554 -36 -36 FHLMC GOLD G12633 5.0% 4/01/22 2010-07-09 2010-11-15 596 637 -41 -41 FHLMC POOL G0-5337 2010-06-10 2010-11-15 582 625 -43 -43 FHLMC POOL G0-5337 2010-10-06 2010-11-15 291 311 -20 -20 FHLMC GOLD G12633 5.0% 4/01/22 2010-04-14 2010-11-15 2471 2619 -148 -148 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-11-15 1161 1209 -48 -48 U.S. TREASURY NOTE 4.25% 5/15/40 2010-11-10 2010-11-18 15126 15246 -120 -120 CREDIT SUISSE FIRST BOSTON MTG 2010-01-29 2010-11-18 62 62 0 0 CREDIT SUISSE FIRST BOSTON MTG 2010-04-12 2010-11-18 139 139 0 0 U.S. TREASURY NOTE 4.25% 5/15/40 2010-10-28 2010-11-18 15126 15799 -673 -673 U.S. TREASURY NOTE 4.25% 5/15/40 2010-11-03 2010-11-18 10084 10495 -411 -411 U.S. TREASURY NOTE 4.25% 5/15/40 2010-11-03 2010-11-18 5042 5238 -196 -196 U.S. TREASURY NOTE 4.25% 5/15/40 2010-11-12 2010-11-18 20168 20513 -345 -345 U S TREASURY NOTE 3.625% 2/15/20 2010-03-26 2010-11-19 112793 103028 9765 9765 FNMA POOL 0AD0207 2010-04-26 2010-11-25 7045 7516 -471 -471 FEDERAL NAT'L MTGE ASSN POOL 987214 2010-02-11 2010-11-25 3612 3815 -203 -203 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-11-25 1893 1999 -106 -106 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-11-25 252 268 -16 -16 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-07-08 2010-11-25 316 340 -24 -24 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-10-19 2010-11-25 505 546 -41 -41 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-11-25 1587 1617 -30 -30 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-11-25 1862 1882 -20 -20 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-11-25 4055 4248 -193 -193 FNMA POOL AC8596 4.0% 1/01/25 2010-08-02 2010-11-25 289 302 -13 -13 DEERE JOHN CAP CORP 2010-02-10 2010-12-01 70177 72049 -1872 -1872 NEW YORK NY CITY TRANSITIONAL 2010-11-19 2010-12-08 65345 65000 345 345 UNITED STATES TREASU 1.125% 12/15/12 2010-11-19 2010-12-08 65624 65759 -135 -135 UNITED STATES T-NOTE 0.375% 9/30/12 2010-09-28 2010-12-08 9959 9990 -31 -31 U S TREASURY NOTE 2010-12-01 2010-12-08 65477 65546 -69 -69 FNMA SF MTG 4.000% 12/01/2040 2010-11-19 2010-12-09 114982 116797 -1815 -1815 FNMA SF MTG 4.000% 12/01/2040 2010-11-12 2010-12-09 199906 204766 -4860 -4860 PMCF 2001-ROCK A2 2010-02-24 2010-12-10 12418 12897 -479 -479 PMCF 2001-ROCK A2 2010-08-27 2010-12-10 3652 3720 -68 -68 BANC AMER COML MTG INC 2010-02-01 2010-12-10 262 267 -5 -5 BANC AMER COML MTG INC 2010-06-23 2010-12-10 66 66 0 0 MERRILL LYNCH MORTGA CKI1 A2FL 2010-10-20 2010-12-12 1725 1712 13 13 U S TREASURY NOTE 2010-10-19 2010-12-13 4940 4993 -53 -53 U S TREASURY NOTE 2010-12-10 2010-12-13 14801 14796 5 5 FIRST UN NATL BK 01-C2 CL A 2 2010-06-22 2010-12-15 444 454 -10 -10 FIRST UN NATL BK 01-C2 CL A 2 2010-02-24 2010-12-15 2221 2302 -81 -81 FIRST UN NATL BK 01-C2 CL A 2 2010-02-09 2010-12-15 1777 1844 -67 -67 J P MORGAN CHASE COML MTG SECS 2010-06-29 2010-12-15 8054 8305 -251 -251 MORGAN STANLEY 07-IQ14 CL A-1 2010-11-08 2010-12-15 2464 2522 -58 -58 FHLMC GOLD A92988 5.0% 7/01/40 2010-07-22 2010-12-15 5448 5785 -337 -337 FHLMC GOLD A92821 5.0% 7/01/40 2010-07-22 2010-12-15 3580 3803 -223 -223 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2010-12-15 1434 1522 -88 -88 FHLMC GOLD A93010 4.5% 7/01/40 2010-07-19 2010-12-15 2589 2685 -96 -96 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2010-12-15 520 556 -36 -36 FHLMC POOL G0-5337 2010-10-06 2010-12-15 99 106 -7 -7 FHLMC POOL G0-5337 2010-06-10 2010-12-15 199 213 -14 -14 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2010-12-15 1159 1207 -48 -48 WBCMT 2003-C3 A1 4.037% 2/15/35 2010-07-20 2010-12-15 340 345 -5 -5 WBCMT 2007-C32 A1 5.686% 6/15/49 2010-01-13 2010-12-15 1824 1878 -54 -54 LBUBS 2003-C7 A2 4.064% 9/15/27 2010-01-29 2010-12-15 136 137 -1 -1 LBUBS 2000-C5 A2 6.51% 12/15/26 2010-02-10 2010-12-15 713 730 -17 -17 U S TREASURY NOTE 2010-11-12 2010-12-17 14011 14011 0 0 U S TREASURY NOTE 2010-12-08 2010-12-17 210172 213310 -3138 -3138 UNITED STATES TREASURY NOTE BO 2010-12-17 2010-12-22 19948 19949 -1 -1 UNITED STATES TREAS 0.75% 8/15/13 2010-10-27 2010-12-22 4980 5026 -46 -46 FNMA POOL AC8596 4.0% 1/01/25 2010-08-02 2010-12-25 265 277 -12 -12 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2010-12-25 1449 1465 -16 -16 FNMA POOL 0AD0207 2010-04-26 2010-12-25 7647 8158 -511 -511 FNMA REMIC 2003-64 BC 5.5% 3/25/30 2010-05-20 2010-12-25 3037 3181 -144 -144 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-10-19 2010-12-25 528 571 -43 -43 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-07-08 2010-12-25 330 356 -26 -26 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2010-12-25 264 281 -17 -17 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2010-12-25 1980 2091 -111 -111 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2010-12-25 1457 1485 -28 -28 UNITED STATES TREAS 2.625% 7/31/14 2010-08-04 2010-12-29 5224 5279 -55 -55 FHLMC GOLD A92988 5.0% 7/01/40 2010-07-22 2011-01-15 6181 6564 -383 -383 FHLMC GOLD A92821 5.0% 7/01/40 2010-07-22 2011-01-15 4367 4639 -272 -272 FHLMC GOLD G05938 5.0% 1/01/36 2010-07-19 2011-01-15 1378 1462 -84 -84 FHLMC GOLD G04216 5.5% 12/01/37 2010-12-29 2011-01-15 188 201 -13 -13 FHLMC GOLD POOL A90393 5.0% 12/01/39 2010-03-08 2011-01-15 1146 1193 -47 -47 FHLMC GOLD G04219 5.5% 4/01/38 2010-06-10 2011-01-15 452 484 -32 -32 FHLMC POOL G0-5337 2010-10-06 2011-01-15 235 250 -15 -15 FHLMC POOL G0-5337 2010-06-10 2011-01-15 469 504 -35 -35 FHLMC GOLD A93010 4.5% 7/01/40 2010-07-19 2011-01-15 1342 1392 -50 -50 FNMA POOL 0AD0207 2010-04-26 2011-01-15 6992 7459 -467 -467 FNMA POOL AD5672 4.5% 5/01/40 2010-05-05 2011-01-15 1256 1270 -14 -14 FNMA POOL AC8596 4.0% 1/01/25 2010-08-02 2011-01-15 249 261 -12 -12 FNMA POOL AC8596 4.0% 1/01/25 2010-02-11 2011-01-15 1371 1397 -26 -26 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-12-22 2011-01-15 643 691 -48 -48 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-10-19 2011-01-15 514 556 -42 -42 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-07-08 2011-01-15 321 347 -26 -26 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-03-24 2011-01-15 257 273 -16 -16 FNMA POOL 0AD2351 2010-12-13 2011-01-15 481 495 -14 -14 FEDERAL NAT'L MTGE ASSN POOL 745418 2010-02-25 2011-01-15 1928 2036 -108 -108 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-08-15 4721 4932 -211 -211 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-08-15 1172 1207 -35 -35 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-08-15 10143 10462 -319 -319 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-08-15 848 843 5 5 TIME WARNER CABLE INC 8.25% 4/01/19 2009-08-10 2010-08-20 95987 90050 5937 5937 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-08-25 4070 4217 -147 -147 FNMA POOL 0889572 2009-08-19 2010-08-25 4825 5011 -186 -186 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-09-15 1711 1764 -53 -53 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-09-15 4887 5106 -219 -219 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-09-15 1174 1210 -36 -36 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-09-15 4989 5146 -157 -157 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-09-15 785 780 5 5 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-09-15 6203 6470 -267 -267 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-09-15 4570 4873 -303 -303 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-09-15 4007 4268 -261 -261 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-09-25 3341 3567 -226 -226 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-09-25 4005 4150 -145 -145 FNMA POOL 0889572 2009-08-19 2010-09-25 5014 5207 -193 -193 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-09-25 3709 3734 -25 -25 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-09-25 5292 5571 -279 -279 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-10-13 17166 16662 504 504 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-10-15 5075 5303 -228 -228 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-10-15 1172 1207 -35 -35 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-10-15 7918 8167 -249 -249 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-10-15 1964 1953 11 11 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-10-15 4387 4576 -189 -189 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-10-15 4343 4631 -288 -288 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-10-15 3771 4016 -245 -245 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-10-15 887 915 -28 -28 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-10-15 2773 2925 -152 -152 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-10-25 3314 3538 -224 -224 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-10-25 4070 4217 -147 -147 FNMA POOL 0889572 2009-08-19 2010-10-25 4907 5096 -189 -189 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-10-25 3224 3247 -23 -23 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-10-25 5519 5810 -291 -291 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-10-25 1016 1055 -39 -39 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-10-25 1736 1762 -26 -26 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-10-27 44494 43217 1277 1277 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-10-27 82202 79609 2593 2593 GNMA POOL 782368 6.0% 7/15/38 2009-09-17 2010-10-27 68534 65957 2577 2577 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-11-11 11333 11022 311 311 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-11-15 8498 8764 -266 -266 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-11-15 1091 1084 7 7 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-11-15 5381 5613 -232 -232 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-11-15 4487 4784 -297 -297 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-11-15 3315 3531 -216 -216 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-11-15 4590 4831 -241 -241 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-11-15 866 894 -28 -28 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-11-15 4207 4396 -189 -189 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-11-15 1176 1211 -35 -35 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-11-25 719 768 -49 -49 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-11-25 4155 4305 -150 -150 FNMA POOL 0889572 2009-08-19 2010-11-25 4931 5120 -189 -189 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-11-25 4051 4079 -28 -28 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-11-25 3170 3337 -167 -167 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-11-25 620 629 -9 -9 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-11-25 468 486 -18 -18 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-11-25 2919 3036 -117 -117 FED FARM CREDIT BANK 5.2% 3/20/13 2008-08-29 2010-12-08 393829 377114 16715 16715 FED AGRI MTGE CORP 2.1% 8/10/12 2009-07-29 2010-12-08 71370 70000 1370 1370 FED NATL MTGE AS 2.625% 12/10/14 2009-12-01 2010-12-10 65000 65000 0 0 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2010-12-15 11481 11842 -361 -361 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2010-12-15 2249 2236 13 13 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2010-12-15 5514 5752 -238 -238 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2010-12-15 3504 3736 -232 -232 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2010-12-15 4259 4536 -277 -277 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2010-12-15 2275 2395 -120 -120 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2010-12-15 4262 4453 -191 -191 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2010-12-15 621 641 -20 -20 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2010-12-15 1241 1278 -37 -37 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2010-12-25 666 711 -45 -45 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2010-12-25 3464 3589 -125 -125 FNMA POOL 0889572 2009-08-19 2010-12-25 4953 5143 -190 -190 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2010-12-25 3718 3744 -26 -26 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2010-12-25 3336 3512 -176 -176 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2010-12-25 761 772 -11 -11 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2010-12-25 1211 1258 -47 -47 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2010-12-25 3484 3622 -138 -138 GNMA POOL 706022 5.0% 1/15/39 2009-09-03 2011-01-15 2180 2249 -69 -69 FHLMC GOLD PL G05509 6.0% 6/01/39 2009-08-06 2011-01-15 4188 4376 -188 -188 FHLMC GOLD POOL G30459 5.0% 5/01/29 2009-10-16 2011-01-15 2532 2665 -133 -133 FHLMC GOLD POOL G05669 6.5% 4/01/39 2009-09-10 2011-01-15 3317 3533 -216 -216 FHLMC GOLD G05580 6.5% 4/01/39 2009-09-01 2011-01-15 2886 3078 -192 -192 FHLMC GOLD G05521 5.5% 5/01/37 2009-08-20 2011-01-15 4601 4800 -199 -199 FHLMC GOLD POOL A87301 4.5% 7/01/39 2009-08-06 2011-01-15 1468 1460 8 8 FHLMC GOLD POOL A82899 5.5% 11/01/38 2009-08-06 2011-01-15 7936 8185 -249 -249 FHLMC GOLD POOL J10276 4.5% 5/01/23 2009-08-05 2011-01-15 3138 3232 -94 -94 FNMA POOL 981644 4.5% 6/1/2023 2009-10-14 2011-01-25 523 543 -20 -20 FNMA POOL AC1520 4% 9/1/2024 2009-10-14 2011-01-25 1453 1475 -22 -22 FNMA POOL AD0132 6% 9/1/2039 2009-09-23 2011-01-25 2809 2957 -148 -148 FNMA POOL 930924 4.5% 4/1/2039 2009-09-01 2011-01-25 4742 4775 -33 -33 FNMA POOL 0889572 2009-08-19 2011-01-25 4728 4909 -181 -181 FEDERAL NAT'L MTGE ASSN POOL 889291 2009-08-05 2011-01-25 4268 4423 -155 -155 FEDERAL NAT'L MTGE ASSN POOL 745948 2009-09-10 2011-01-25 739 789 -50 -50 FNMA POOL AA7694 4.5% 7/01/24 2009-11-10 2011-01-25 2131 2216 -85 -85 SHORT TERM CAPITAL GAINS FROM PARTNERSHIPS P 2010-01-01 2010-12-31 25423 25423 25423 LONG TERM CAPITAL GAINS FROM PARTNERSHIPS P 2001-01-01 2010-12-31 60153 60153 60153 RENAISSANCE INSITUTIONAL EQUITIES FUND, LLC - LOSS ON REDEMPTION P 2007-01-01 2010-01-01 3943 -3943 -3943 CAPITAL GAINS DIVIDENDS P 2357 2357 2357 99035 0 2121021 36948476 0.057405 2377550 42806648 0.055542 2201470 50377063 0.043700 1809064 49739337 0.036371 815724 41010442 0.019891 0.212909 0.042582 40016679 1703990 9387 1713377 1860193 X 9387 0 9387 0 9387 11931 11931 65 2479 2479 0 0 0 0 0 0 0 0 0 0 0 1 1 IL 1 0 0 0 0 1 N/A BOARDMAN LLOYD 6174897300 C/O HARRIS LLOYD 2 BRIGHTON STREET BELMONT MA 02478 1 CJ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 WILLIAM W HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 ROBERTA HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 BOARDMAN LLOYD 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 DAVID HARRIS 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 JONATHAN GRABER 191 N WACKER DRIVE CHICAGO IL 606061899 0.00 0 0 0 NONE 0 NONE 0 0 38106054 2520016 0 40626070 0 0 40626070 609391 40016679 2000834 2000834 9387 9387 1991447 0 1991447 0 1991447 1860193 0 1860193 9387 1850806 1991447 1839355 0 0 1860193 1839355 0 0 20838 0 0 0 0 0 0 0 0 1970609 0 0 0 X ACHILLES TRACK CLUB INC 42 W 38TH STREET SUITE 400 NEW YORK NY 10018 NONE PUBLIC CHARITY GENERAL 1000 ARTS FOR ALL INCORPORATED 2520 N ORACLE ROAD TUCSON AZ 85705 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 30000 BANK STREET COLLEGE OF EDUCATION 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BANK STREET SCHOOL FOR CHILDREN 610 WEST 112TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 20000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 BARNARD COLLEGE 3009 BROADWAY NEW YORK NY 10027 NONE PUBLIC CHARITY GENERAL 5000 BOSTON MEDICAL CENTER ONE BOSTON MEDICAL CENTER PLACE BOSTON MA 02118 NONE PUBLIC CHARITY GENERAL 1000 BOSTON RONALD MCDONALD HOUSE 229 KENT STREET BROOKLINE MA 02446 NONE PUBLIC CHARITY GENERAL 1000 CALLEN-LORDE COMMUNITY HEALTH CENTER 356 WEST 18TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 5000 CENTRAL PARK CONSERVANCY INC 14 E 60TH STREET NEW YORK NY 10022 NONE PUBLIC CHARITY GENERAL 1000 CHILDREN'S HOSPITAL TRUST 1 AUTUMN 731 BOSTON MA 02115 NONE PUBLIC CHARITY GENERAL 5000 CHILDREN'S RESEARCH AND EDUCATION INSTITUTE 2 BRIGHTON STREET 2ND FLOOR BELMONT MA 02478 NONE PUBLIC CHARITY GENERAL 50000 COMMUNITY SERVICE SOCIETY OF NY 105 E 22ND ST 303 NEW YORK NY 10010 NONE PUBLIC CHARITY GENERAL 5000 COLUMBUS PARK WEST PLAYGROUP 100 WEST 94TH STREET NEW YORK NY 10025 NONE PUBLIC CHARITY GENERAL 1000 DALTON SCHOOL 108 EAST 89TH STREET NEW YORK NY 10128 NONE PUBLIC CHARITY GENERAL 5000 ETHICAL CULTURE FIELDSTON SCHOOLS 33 CENTRAL PARK WEST NEW YORK NY 10023 NONE PUBLIC CHARITY GENERAL 5000 EVERY CHILD SUCCEEDS 3333 BURNET AVENUE ML 3005 CINCINNATI OH 45229 NONE PUBLIC CHARITY GENERAL 63000 FARM SCHOOL 488 MOORE HILL ROAD ATHOL MA 01331 NONE PUBLIC CHARITY GENERAL 1000 FOOD RESEARCH AND ACTION CENTER 1875 CONNECTICUT AVE NW SUITE 540 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 5000 FREEDOM TO READ FOUNDATION 50 EAST HURON STREET CHICAGO IL 60611 NONE PUBLIC CHARITY GENERAL 10000 FRESH AIR FUND 633 THIRD AVENUE 14TH FLOOR NEW YORK NY 10017 NONE PUBLIC CHARITY GENERAL 1000 FRESH AIR FUND 633 THIRD AVENUE 14TH FLOOR NEW YORK NY 10017 NONE PUBLIC CHARITY GENERAL 1000 GAY MEN'S HEALTH CRISIS INC 119 WEST 24TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 5000 GUTTMACHER INSTITUTE 125 MAIDEN LANE 7TH FLOOR NEW YORK NY 10038 NONE PUBLIC CHARITY GENERAL 20000 INSTITUTE FOR AMERICA'S FUTURE 1025 CONNECTICUT AVENUE NW WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 100000 INSTITUTE ON TAXATION AND ECONOMIC POLICY 1616 P STREET NW SUITE 200 WASHINGTON DC 20036 NONE PUBLIC CHARITY GENERAL 50000 JOHN FITZGERALD KENNEDY LIBRARY FOUNDATION INC COLUMBUS POINT BOSTON MA 02125 NONE PUBLIC CHARITY GENERAL 15000 JUSTICE RESOURCE INSTITUTE 1025 VERMONT AVENUE NW 3RD FLOOR WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 1000 LITTLE RED SCHOOL HOUSE 14 E CASINO ROAD BUILDING A EVERETT WA 98208 NONE PUBLIC CHARITY GENERAL 1000 MASSACHUSETTS GENERAL HOSPITAL 15 PARKMAN STREET BOSTON MA 02114 NONE PUBLIC CHARITY GENERAL 263860 MASSACHUSETTS GENERAL HOSPITAL - THE STOECKLE CTR 15 PARKMAN STREET BOSTON MA 02114 NONE PUBLIC CHARITY GENERAL 10000 MEMORIAL SLOAN-KETTERING CANCER CENTER 1275 YORK AVENUE NEW YORK NY 10065 NONE PUBLIC CHARITY GENERAL 5000 MILTON ACADEMY 170 CENTER STREET MILTON MA 02186 NONE PUBLIC CHARITY GENERAL 5000 MILTON ACADEMY 170 CENTER STREET MILTON MA 02186 NONE PUBLIC CHARITY GENERAL 5000 MOSHOLU MONTEFIORE COMMUNITY CENTER 3450 DEKALB AVENUE BRONX NY 10467 NONE PUBLIC CHARITY GENERAL 1000 MOSHOLU MONTEFIORE COMMUNITY CENTER 3450 DEKALB AVENUE BRONX NY 10467 NONE PUBLIC CHARITY GENERAL 1000 MUSEUM OF FINE ARTS - BOSTON 465 HUNTINGTON AVENUE BOSTON MA 02115 NONE PUBLIC CHARITY GENERAL 750 NARAL PRO-CHOICE AMERICA FOUNDATION 1156 15TH STREET NW SUITE 700 WASHINGTON DC 20005 NONE PUBLIC CHARITY GENERAL 10000 NATIONAL COALITION AGAINST CENSORSHIP 275 SEVENTH AVENUE NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 500 NATIONAL PARTNERSHIP FOR WOMEN AND FAMILIES 1875 CONNECTICUT AVENUE NW SUITE 650 WASHINGTON DC 20009 NONE PUBLIC CHARITY GENERAL 15000 NATIONAL RESOURCES DEFENSE COUNCIL 40 WEST 20TH STREET NEW YORK NY 10011 NONE PUBLIC CHARITY GENERAL 1000 NEW YORK SOCIETY LIBRARY 53 EAST 79TH STREET NEW YORK NY 10075 NONE PUBLIC CHARITY GENERAL 1000 NEWARK PUBLIC RADIO - WBGO 54 PARK PLACE NEWARK NJ 07102 NONE PUBLIC CHARITY GENERAL 1000 OUNCE OF PREVENTION FUND 33 WEST MONROE SUITE 2400 CHICAGO IL 60611 NONE PUBLIC CHARITY GENERAL 25000 PEN AMERICAN CENTER 588 BROADWAY SUITE 303 NEW YORK NY 10012 NONE PUBLIC CHARITY GENERAL 10000 PLANNED PARENTHOOD FEDERATION OF AMERICA INC 434 W 33RD STREET 8TH FLOOR NEW YORK NY 10001 NONE PUBLIC CHARITY GENERAL 50000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 60000 PLANNED PARENTHOOD LEAGUE OF MASSACHUSETTS 1055 COMMONWEALTH AVENUE BOSTON MA 02215 NONE PUBLIC CHARITY GENERAL 60000 POLICE ATHLETIC LEAGUE 34 EAST 12TH STREET NEW YORK NY 10003 NONE PUBLIC CHARITY GENERAL 1000 QUIT (QUAKER INITIATIVE TO END TORTURE) 7514 KENSINGTON STREET PITTSBURGH PA 15221 NONE PUBLIC CHARITY GENERAL 6500 RIVERSIDE PARK FUND 475 RIVERSIDE DRIVE SUITE 455 NEW YORK NY 10115 NONE PUBLIC CHARITY GENERAL 5000 SEEGER- BARTLETT SCHOLARSHIP FOUNDATION PO BOX 1 HANCOCK VT 05748 NONE PUBLIC CHARITY GENERAL 40000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 6000 SHADY HILL SCHOOL 178 COOLIDGE HILL CAMBRIDGE MA 02138 NONE PUBLIC CHARITY GENERAL 5000 TIDES CENTER PO BOX 29198 SAN FRANCISCO CA 94129 NONE PUBLIC CHARITY GENERAL 106383 TOWN SCHOOL 540 EAST 76TH STREET NEW YORK NY 10021 NONE PUBLIC CHARITY GENERAL 5000 REGENTS OF THE UNIVERSITY OF CALIFORNIA 1111 FRANKLIN ST 12TH FLOOR OAKLAND CA 94607 NONE PUBLIC CHARITY GENERAL 100000 UNIVERSITY OF UTAH 201 PRESIDENTS CIRCLE ROOM 201 SALT LAKE CITY UT 84112 NONE PUBLIC CHARITY GENERAL 500000 UNIVERSITY OF UTAH 201 PRESIDENTS CIRCLE ROOM 201 SALT LAKE CITY UT 84112 NONE PUBLIC CHARITY GENERAL 15000 VANDERBILT UNIVERSITY INSTITUTE FOR PUBLIC POLICY STUDIES BOX 1817 STATION B VANDERBILT UNIVERSITY NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VANDERBILT UNIVERSITY MEDICAL CENTER VU STATION B 357727 NASHVILLE TN 37235 NONE PUBLIC CHARITY GENERAL 1000 VERMONT COMMUNITY FOUNDATION PO BOX 30 MIDDLEBURY VT 05753 NONE PUBLIC CHARITY GENERAL 2000 VILLAGE COMMUNITY SCHOOL 272 WEST 10TH STREET NEW YORK NY 10014 NONE PUBLIC CHARITY GENERAL 1000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 25000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 20000 WESLEYAN UNIVERSITY 318 HIGH STREET MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 20000 WNYC RADIO PO BOX 1550 NEW YORK NY 10116 NONE PUBLIC CHARITY GENERAL 1000 YALE UNIVERSITY CHILD CTR CALVIN HILL DAY CARE CTR 150 HIGHLAND STREET NEW HAVEN CT 06511 NONE PUBLIC CHARITY GENERAL 24200 YALE UNIVERSITY PO BOX 2038 NEW HAVEN CT 06521 NONE PUBLIC CHARITY GENERAL 5000 ZERO TO THREE 1255 23RD STREET NW SUITE 350 WASHINGTON DC 20037 NONE PUBLIC CHARITY GENERAL 10000 1860193 0 14 1079635 900001 18 99035 PARTNERSHIP INCOME/(LOSS) 900001 -8733 14 4015 FEDERAL TAX REFUND 14 52323 MISCELLANEOUS 14 -16 -8733 1234992 0 1226259 0 0 0 0 0 0 0 0 0 0 ACCOUNTING 10200 10200 0 TAX PREP FEES 2000 2000 0 BONDS 10307097 10612211 EQUITIES 17218303 21270146 5306851 5282975 0 0 OTHER AT COST 3877741 3567601 LEGAL FEES 154 154 0 PARTNERSHIP INCOME ADJUSTMENT 136157 BASIS ADJUSTMENTS 519538 PARTNERSHIP DEDUCTIONS 3292 3292 0 ADR FEES 629 629 0 CMO EXPENSES 12396 12396 0 PARTNERSHIP INCOME/(LOSS) -4718 4015 -4718 FEDERAL TAX REFUND 52323 52323 52323 MISCELLANEOUS -16 -16 -16 PARTNERSHIP DISTRIBUTIONS 31506 RESIDUAL INCOME/(LOSS) 226350 OTHER INCREASES/(DECREASES) 824 INVESTMENT ADVISORY FEES 214429 214429 0 CUSTODY FEES 12168 12168 0 H&L FEES 18500 18500 0 ILLINOIS ANNUAL REPORT 28 28 0 ESTIMATES 10000 0 0 FOREIGN TAXES PAID 22473 22473 0