MINERVA FOUNDATION INC: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: MINERVA FOUNDATION INC (EIN 20-1836334)
Tax period: 2011-11-01 to 2012-10-31
Filed: 2013-03-04
IRS object ID: 201310639349100601
Schema version: 2011v1.2
Source: Download XML · Original 990 at ProPublica

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

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

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-03-04T13:15:11-00:00	Timestamp
Tax Period End Date	2012-10-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	PRICEWATERHOUSECOOPERS LLP	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	600 GRANT STREET	AddressLine1
City	PITTSBURGH	City
State	PA	State
ZIP Code	15219	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2011-11-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	201836334	EIN

Name Name

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

Field	Value	IRS element (for citing)
Name Control	MINE	NameControl
Phone	6092746834	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	PO BOX 1501 NJ2-130-03-31	AddressLine1
City	PENNINGTON	City
State	NJ	State
ZIP Code	085341501	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	MS KRISITE MILLER	Name
Title	TRUSTEE	Title
Date Signed	2013-02-14	DateSigned
Authorize Third Party	true	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	DONALD J ROMAN	Name
Phone	4123556000	Phone
Date Prepared	2013-03-04	DatePrepared
Self Employed	X	SelfEmployed

Field	Value	IRS element (for citing)
Tax Year	2011	TaxYear
Build TS	2016-03-07 17:11:31Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	6800403	FMVAssetsEOY
Method Of Accounting Cash	X	MethodOfAccountingCash

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Contri Received Rev And Expnss	300000	ContriReceivedRevAndExpnss
Dividends Rev And Expnss	161920	DividendsRevAndExpnss
Dividends Net Invst Incm	154440	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	239790	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	3632472	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	239790	CapitalGainNetIncmNetInvstIncm
Total Revenue And Expenses	701710	TotalRevenueAndExpenses
Total Net Investment Income	394230	TotalNetInvestmentIncome
Accounting Fees Rev And Expnss	1500	AccountingFeesRevAndExpnss
Accounting Fees Dsbrs Chrtbl Prps	1500	AccountingFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	55524	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	33314	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	22210	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	5379	TaxesRevAndExpnss
Taxes Net Invst Incm	837	TaxesNetInvstIncm
Other Expenses Rev And Expnss	755	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	730	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	25	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	63158	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	34881	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	23735	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	160000	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	160000	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	223158	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	34881	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	183735	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	478552	ExcessOfRevenueOverExpenses
Net Investment Income	359349	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	9061	CashBOY
Cash EOY	5243	CashEOY
Cash EOYFMV	5243	CashEOYFMV
Savings And Temp Cash Invst BOY	216137	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	288956	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	288956	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	1144383	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	1181853	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	1225356	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	3534946	InvestmentsCorpStockBOY
Investments Corp Stock EOY	3644440	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	4541612	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	395731	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	419249	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	442385	InvestmentsCorpBondsEOYFMV
Investments Other BOY	2994	InvestmentsOtherBOY
Investments Other EOY	239611	InvestmentsOtherEOY
Investments Other EOYFMV	296851	InvestmentsOtherEOYFMV
Total Assets BOY	5303252	TotalAssetsBOY
Total Assets EOY	5779352	TotalAssetsEOY
Total Assets EOYFMV	6800403	TotalAssetsEOYFMV
Total Liabilities EOY	0	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	5303252	CapitalStockBOY
Capital Stock EOY	5779352	CapitalStockEOY
Total Net Assets BOY	5303252	TotalNetAssetsBOY
Total Net Assets EOY	5779352	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	5303252	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	5779352	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	5303252	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	478552	ExcessOfRevenueOverExpenses
Other Increases	3926	OtherIncreases
Subtotal	5785730	Subtotal
Other Decreases	6378	OtherDecreases
Total Net Assets Fund Balances EOY	5779352	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1875 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
WACHOVIA PFD FUNDING	2009-02-26	2012-09-17	461	219	242	242
WACHOVIA PFD FUNDING	2009-02-26	2012-07-31	136	65	71	71
WACHOVIA PFD FUNDING	2009-02-26	2012-07-30	109	52	57	57
WACHOVIA PFD FUNDING	2009-02-26	2012-07-27	109	52	57	57
WACHOVIA PFD FUNDING	2009-02-26	2012-07-26	109	52	57	57
WACHOVIA PFD FUNDING	2009-02-26	2012-07-26	55	26	29	29
WACHOVIA PFD FUNDING	2009-02-26	2012-07-25	109	52	57	57
WACHOVIA PFD FUNDING	2009-02-26	2012-07-24	82	39	43	43
WACHOVIA PFD FUNDING	2009-02-26	2012-07-23	136	65	71	71
WACHOVIA PFD FUNDING	2009-02-26	2012-07-20	109	52	57	57
WACHOVIA PFD FUNDING	2009-02-26	2012-07-19	136	65	71	71
WACHOVIA PFD FUNDING	2009-02-26	2012-07-06	647	310	337	337
WACHOVIA PFD FUNDING	2009-02-26	2012-07-05	54	26	28	28
WACHOVIA PFD FUNDING	2009-02-26	2012-07-03	54	26	28	28
WACHOVIA PFD FUNDING	2009-02-26	2012-07-02	162	77	85	85
WACHOVIA PFD FUNDING	2009-02-26	2012-06-29	243	116	127	127
WACHOVIA PFD FUNDING	2009-02-26	2012-06-22	27	13	14	14
WACHOVIA PFD FUNDING	2009-02-26	2012-06-21	187	90	97	97
WACHOVIA PFD FUNDING	2009-02-26	2012-06-20	318	155	163	163
WACHOVIA PFD FUNDING	2009-02-26	2012-06-19	134	65	69	69
WACHOVIA PFD FUNDING	2009-02-26	2012-06-19	54	26	28	28
WACHOVIA PFD FUNDING	2009-02-26	2012-06-18	188	90	98	98
WACHOVIA PFD FUNDING	2009-02-26	2012-06-15	107	52	55	55
WACHOVIA PFD FUNDING	2009-02-26	2012-06-13	134	65	69	69
VORNADO RLTY LP	2009-09-30	2012-07-25	28	25	3	3
VORNADO RLTY LP	2009-09-30	2012-07-24	28	25	3	3
VORNADO RLTY LP	2009-09-30	2012-07-23	56	50	6	6
VORNADO RLTY LP	2009-09-30	2012-07-20	84	75	9	9
VORNADO RLTY LP	2009-09-30	2012-07-19	56	50	6	6
VORNADO RLTY LP	2009-09-30	2012-07-18	111	101	10	10
VORNADO RLTY LP	2009-09-30	2012-07-17	166	151	15	15
VORNADO REALTY TRUST COM	2010-04-07	2012-10-17	879	864	15	15
MEADWESTVACO CORP	2010-03-16	2012-01-31	3295	2863	432	432
METLIFE INC	2009-02-27	2012-05-02	203	125	78	78
METLIFE INC	2009-02-27	2012-05-01	76	47	29	29
METLIFE INC	2009-02-27	2012-04-23	101	62	39	39
METLIFE INC	2009-02-27	2012-04-20	202	125	77	77
METLIFE INC	2009-02-27	2012-04-19	152	94	58	58
METLIFE INC	2009-02-27	2012-04-18	101	62	39	39
METLIFE INC	2009-02-27	2012-03-13	25	16	9	9
METLIFE INC	2009-02-27	2012-03-12	127	78	49	49
METLIFE INC	2009-02-27	2012-03-07	178	109	69	69
METLIFE INC	2009-02-27	2012-03-06	179	109	70	70
METLIFE INC	2009-02-27	2012-01-05	179	109	70	70
METLIFE INC	2009-02-27	2012-01-04	179	109	70	70
METLIFE INC	2009-02-27	2011-12-27	177	109	68	68
METLIFE INC	2009-02-27	2011-12-23	177	109	68	68
METLIFE INC	2009-02-27	2011-12-22	102	62	40	40
METLIFE INC COM	2009-03-23	2012-10-24	2039	1316	723	723
METLIFE INC COM	2012-10-18	2012-10-24	2707	2871	-164	-164
METLIFE INC COM	2010-01-26	2012-08-02	1396	1597	-201	-201
METLIFE INC COM	2009-03-23	2012-08-02	2729	1951	778	778
METLIFE INC COM	2009-10-26	2012-08-02	1079	1220	-141	-141
MERCK AND CO INC SHS	2012-01-30	2012-02-13	2555	2611	-56	-56
MEDCO HEALTH SOLUTIONS I	2012-01-25	2012-04-03	490	291	199	199
MEDCO HEALTH SOLUTIONS I	2011-05-05	2012-04-03	634	364	270	270
MEDCO HEALTH SOLUTIONS I	2011-05-05	2012-04-03	576	334	242	242
MEDCO HEALTH SOLUTIONS I	2011-04-28	2012-04-03	1181	629	552	552
MEDCO HEALTH SOLUTIONS I	2011-04-27	2012-04-03	490	228	262	262
MEDCO HEALTH SOLUTIONS I	2011-04-26	2012-04-03	288	124	164	164
MEDCO HEALTH SOLUTIONS I	2011-04-26	2012-04-03	288	126	162	162
MEDCO HEALTH SOLUTIONS I	2011-04-04	2012-04-03	634	252	382	382
MEDCO HEALTH SOLUTIONS I	2011-04-04	2012-04-03	547	221	326	326
MEDCO HEALTH SOLUTIONS I	2011-03-31	2012-04-03	1066	378	688	688
MEDCO HEALTH SOLUTIONS I	2011-03-29	2012-04-03	547	185	362	362
MEDCO HEALTH SOLUTIONS I	2011-03-25	2012-04-03	173	50	123	123
MEDCO HEALTH SOLUTIONS I	2011-03-24	2012-04-03	374	90	284	284
MEDCO HEALTH SOLUTIONS I	2010-11-30	2012-04-03	461	247	214	214
MEDCO HEALTH SOLUTIONS I	2010-11-29	2012-04-03	1037	534	503	503
MEDCO HEALTH SOLUTIONS I	2010-11-24	2012-04-03	2045	1118	927	927
MEDCO HEALTH SOLUTIONS I	2012-01-25	2012-01-30	2092	2131	-39	-39
MEADWESTVACO CORP	2012-01-03	2012-01-31	1294	1346	-52	-52
MEADWESTVACO CORP	2011-01-03	2012-01-31	5296	4891	405	405
VORNADO REALTY TRUST COM	2010-03-16	2012-04-24	834	748	86	86
VORNADO REALTY TRUST COM	2010-03-16	2012-03-22	417	374	43	43
VORNADO REALTY TRUST COM	2010-03-10	2012-03-22	250	218	32	32
VORNADO REALTY TRUST COM	2010-03-10	2011-12-02	1037	1019	18	18
VODAFONE GROP PLC SP ADR	2010-11-02	2012-08-02	613	582	31	31
VODAFONE GROP PLC SP ADR	2011-02-15	2012-08-02	263	264	-1	-1
VODAFONE GROP PLC SP ADR	2011-04-06	2012-08-02	1722	1732	-10	-10
VODAFONE GROP PLC SP ADR	2006-02-02	2012-08-02	759	621	138	138
VMWARE, INC.	2012-02-17	2012-10-19	336	396	-60	-60
VISA INC CL A SHRS	2011-07-06	2012-05-17	823	619	204	204
VISA INC CL A SHRS	2011-07-06	2012-05-15	234	177	57	57
VISA INC CL A SHRS	2011-06-30	2012-05-15	1172	851	321	321
VIACOM INC	2009-11-17	2012-01-09	500	467	33	33
VIACOM INC	2009-02-26	2012-01-09	4675	3134	1541	1541
VERTEX PHARMCTLS INC	2009-03-23	2012-08-02	149	89	60	60
VERTEX PHARMCTLS INC	2012-05-08	2012-08-02	3828	4717	-889	-889
VERTEX PHARMCTLS INC	2011-06-22	2011-12-16	1183	1599	-416	-416
VERTEX PHARMCTLS INC	2009-03-23	2011-12-16	1082	945	137	137
VERTEX PHARMCTLS INC	2010-11-01	2011-12-16	169	190	-21	-21
VERTEX PHARMCTLS INC	2010-11-03	2011-12-16	1150	1251	-101	-101
VERISK ANALYTICS INC	2011-11-28	2012-09-26	1688	1362	326	326
VERIZON COMMUNICATIONS	2011-03-23	2012-01-26	24605	23968	637	637
VERIZON COMMUNICATNS COM	2012-02-13	2012-06-25	218	191	27	27
VERIZON COMMUNICATNS COM	2012-01-03	2012-06-25	3136	2869	267	267
VERIZON COMMUNICATNS COM	2011-01-03	2012-06-25	6141	5143	998	998
VERIZON COMMUNICATNS COM	2010-01-04	2012-06-25	6925	4977	1948	1948
VERIZON COMMUNICATNS COM	2009-04-20	2012-06-25	7361	4924	2437	2437
VERIZON COMMUNICATNS COM	2009-04-13	2012-06-25	610	417	193	193
VERIZON COMMUNICATNS COM	2009-03-23	2012-02-13	6876	5111	1765	1765
VENTAS INC	2011-06-22	2012-02-22	56	54	2	2
VENTAS INC	2010-12-31	2012-02-22	613	583	30	30
VENTAS INC	2010-12-30	2012-02-22	613	583	30	30
VENTAS INC	2010-06-16	2012-02-22	279	249	30	30
VENTAS INC	2010-06-16	2012-02-03	1642	1397	245	245
VENTAS INC	2010-05-21	2012-02-03	59	45	14	14
VENTAS INC	2010-05-21	2011-12-20	482	405	77	77
VALERO ENERGY CORP NEW	2011-06-06	2012-06-27	12131	13234	-1103	-1103
VALERO ENERGY CORP NEW	2011-06-06	2012-06-13	6406	7533	-1127	-1127
VALERO ENERGY CORP NEW	2011-06-06	2012-06-11	3103	3766	-663	-663
UNUM GROUP	2012-01-03	2012-06-28	2617	3043	-426	-426
UNUM GROUP	2011-01-03	2012-06-28	2019	2696	-677	-677
MEADWESTVACO CORP	2010-03-16	2012-01-30	505	435	70	70
MEADWESTVACO CORP	2010-03-12	2012-01-30	2791	2399	392	392
MEADWESTVACO CORP	2010-03-08	2012-01-30	7244	6091	1153	1153
MEADWESTVACO CORP	2010-02-23	2012-01-30	3295	2632	663	663
MEADWESTVACO CORP	2010-02-23	2012-01-05	2804	2229	575	575
MEADWESTVACO CORP	2010-02-22	2012-01-05	4117	3293	824	824
MEADWESTVACO CORP	2010-02-22	2012-01-04	8033	6370	1663	1663
MEAD JOHNSON NUTRTION CO	2011-12-22	2012-10-26	496	548	-52	-52
MEAD JOHNSON NUTRTION CO	2011-12-22	2012-10-25	127	137	-10	-10
MEAD JOHNSON NUTRTION CO	2011-09-21	2012-10-25	508	601	-93	-93
MEAD JOHNSON NUTRTION CO	2011-08-17	2012-10-25	381	427	-46	-46
MEAD JOHNSON NUTRTION CO	2011-08-17	2012-10-03	509	499	10	10
MEAD JOHNSON NUTRTION CO	2010-10-25	2012-10-03	73	60	13	13
MEAD JOHNSON NUTRTION CO	2010-10-25	2012-09-28	440	358	82	82
MEAD JOHNSON NUTRTION CO	2010-10-22	2012-09-28	73	59	14	14
MEAD JOHNSON NUTRTION CO	2010-10-22	2012-09-12	374	296	78	78
MEAD JOHNSON NUTRTION CO	2010-10-22	2012-09-11	373	296	77	77
MEAD JOHNSON NUTRTION CO	2010-08-02	2012-09-11	299	216	83	83
MEAD JOHNSON NUTRTION CO	2010-08-02	2012-05-01	597	378	219	219
MCKESSON CORPORATION COM	2012-01-09	2012-07-09	15663	13243	2420	2420
MCDONALDS CORP COM	2008-01-25	2012-10-26	87	55	32	32
MCDONALDS CORP COM	2007-10-09	2012-10-26	956	630	326	326
MCDONALDS CORP COM	2007-10-09	2012-04-19	853	515	338	338
MCDONALDS CORP COM	2007-07-02	2012-04-19	1138	616	522	522
MCDONALDS CORP COM	2009-04-15	2011-12-14	3121	1707	1414	1414
MCDONALDS CORP COM	2009-05-15	2011-12-14	4681	2574	2107	2107
MARUI GROUP CO LTD ADR	2009-03-19	2011-12-12	3195	2398	797	797
MARRIOTT INTL INC NEW A	2011-07-15	2011-12-16	1408	1613	-205	-205
MARRIOTT VACATIONS	2011-07-15	2012-01-12	546	596	-50	-50
MARKEL CORPORATION CLD	2009-02-26	2012-08-01	1550	1225	325	325
MARKEL CORPORATION CLD	2009-02-26	2012-05-09	102	79	23	23
MARKEL CORPORATION CLD	2009-02-26	2012-05-08	77	59	18	18
MARKEL CORPORATION CLD	2009-02-26	2012-05-02	77	59	18	18
MARKEL CORPORATION CLD	2009-02-26	2012-05-01	77	59	18	18
MARKEL CORPORATION	2009-02-26	2011-12-01	201	158	43	43
MARKEL CORPORATION	2009-02-26	2011-11-30	76	59	17	17
MARKEL CORPORATION	2009-02-26	2011-11-02	51	40	11	11
MARKEL CORP COM	2009-03-23	2012-10-22	960	507	453	453
MARKEL CORP COM	2010-11-03	2011-12-20	814	706	108	108
MARATHON PETROLEUM CORP	2012-05-07	2012-07-09	13068	11741	1327	1327
UNUM GROUP	2011-01-03	2012-06-27	207	275	-68	-68
UNUM GROUP	2010-01-04	2012-06-27	3915	4191	-276	-276
UNUM GROUP	2009-03-12	2012-06-27	602	334	268	268
UNUM GROUP	2009-03-12	2012-06-26	3582	1992	1590	1590
UNUM GROUP	2009-03-11	2012-06-26	544	289	255	255
UNUM GROUP	2009-03-11	2012-06-25	3089	1666	1423	1423
UNUM GROUP	2009-01-02	2012-06-25	555	545	10	10
UNIVERSAL HEALTH SVCS B	2010-01-20	2012-03-16	3192	2198	994	994
UNITEDHEALTH GROUP INC	2011-06-22	2012-08-28	1858	1772	86	86
UNITEDHEALTH GROUP INC	2009-03-02	2012-06-13	10171	3089	7082	7082
UNITED TECHS CORP COM	2009-01-30	2012-06-04	2500	1691	809	809
UNITED TECHS CORP COM	2011-04-12	2012-06-04	1929	2267	-338	-338
U.S. TREASURY NOTE	2012-06-06	2012-08-03	33981	33837	144	144
U.S. TREASURY NOTE	2011-12-20	2012-04-05	49709	49795	-86	-86
U.S. TREASURY NOTE	2011-08-23	2011-11-30	100398	100102	296	296
U.S. TREASURY NOTE	2011-10-27	2012-03-05	18290	17706	584	584
U.S. TREASURY NOTE	2011-09-22	2012-03-05	6097	6181	-84	-84
U.S. TREASURY NOTE	2011-09-22	2011-12-20	17417	17524	-107	-107
U.S. TREASURY NOTE	2011-08-12	2011-12-20	8196	7905	291	291
U.S. TREASURY NOTE	2011-08-12	2011-11-30	43269	42489	780	780
U.S. TREASURY NOTE	2011-06-16	2012-03-14	33766	32345	1421	1421
U.S. TREASURY NOTE	2011-07-19	2012-10-09	33861	33173	688	688
U.S. TREASURY NOTE	2011-06-30	2012-10-09	1026	996	30	30
U.S. TREASURY NOTE	2011-06-30	2011-11-08	7174	6969	205	205
U.S. TREASURY NOTE	2011-05-03	2011-11-08	17422	16709	713	713
U.S. TREASURY NOTE	2012-01-31	2012-05-23	8296	8237	59	59
U.S. TREASURY NOTE	2011-07-26	2012-05-23	3555	3317	238	238
U.S. TREASURY NOTE	2011-07-26	2012-04-24	5872	5535	337	337
U.S. TREASURY NOTE	2011-04-29	2012-04-24	9395	8597	798	798
U.S. TREASURY NOTE	2011-03-31	2012-04-24	1174	1061	113	113
U.S. TREASURY NOTE	2011-03-31	2011-11-03	1168	1065	103	103
U.S. TREASURY NOTE	2011-02-28	2011-11-03	11678	10690	988	988
U.S. TREASURY NOTE	2011-01-31	2011-11-03	4671	4297	374	374
U.S. TREASURY BOND	2011-02-03	2012-06-22	7751	6080	1671	1671
U.S. TREASURY BOND	2010-07-07	2012-06-22	1550	1299	251	251
U.S. TREASURY BOND	2010-07-07	2012-05-17	6163	5202	961	961
U.S. TREASURY BOND	2009-12-23	2012-05-17	1541	1194	347	347
UNITED PARCEL SVC CL B	2010-08-19	2012-08-02	2536	2228	308	308
UNION PACIFIC CORP	2008-10-14	2012-10-19	750	377	373	373
UNION PACIFIC CORP	2008-10-14	2012-10-18	125	63	62	62
UNION PACIFIC CORP	2009-11-10	2012-08-02	971	498	473	473
MARATHON OIL CORP	2012-05-15	2012-08-02	2286	2232	54	54
MARATHON OIL CORP	2012-02-24	2012-08-02	360	492	-132	-132
MARATHON OIL CORP	2009-07-06	2012-05-14	8009	5336	2673	2673
MARATHON OIL CORP	2009-01-02	2012-05-14	3290	2217	1073	1073
MARATHON OIL CORP	2008-01-02	2012-05-14	128	184	-56	-56
MARATHON OIL CORP	2007-01-03	2012-05-14	3163	3279	-116	-116
PRICELINE COM INC	2010-04-14	2012-06-20	1341	529	812	812
MARATHON OIL CORP	2012-02-24	2012-03-16	2650	2706	-56	-56
MACYS INC	2011-12-14	2012-08-02	36	31	5	5
MACYS INC	2012-03-02	2012-08-02	2717	2874	-157	-157
MACK CALI REALTY CORP	2012-01-23	2012-02-17	316	313	3	3
MACK CALI REALTY CORP	2012-01-20	2012-02-17	4338	4252	86	86
MACERICH CO	2012-08-24	2012-10-22	2529	2713	-184	-184
MACERICH CO	2012-09-04	2012-09-28	627	657	-30	-30
MACERICH CO	2012-08-24	2012-09-28	2508	2591	-83	-83
MACERICH CO	2012-08-24	2012-09-28	627	648	-21	-21
MGM RESORTS INTERNATIONL	2012-01-18	2012-05-29	2474	2871	-397	-397
MGM RESORTS INTERNATIONL	2011-07-22	2011-12-16	159	273	-114	-114
MGM RESORTS INTERNATIONL	2011-07-13	2011-12-16	1450	2330	-880	-880
MGM RESORTS INTERNATIONL	2011-08-10	2011-12-16	674	774	-100	-100
LULULEMON ATHLETICA INC	2012-06-07	2012-08-02	162	192	-30	-30
LULULEMON ATHLETICA INC	2012-03-22	2012-08-02	162	226	-64	-64
LULULEMON ATHLETICA INC	2012-06-07	2012-08-01	108	128	-20	-20
LULULEMON ATHLETICA INC	2012-06-07	2012-08-01	216	256	-40	-40
LULULEMON ATHLETICA INC	2012-03-22	2012-08-01	162	222	-60	-60
LULULEMON ATHLETICA INC	2011-11-23	2012-08-01	486	421	65	65
LULULEMON ATHLETICA INC	2011-11-22	2012-08-01	162	141	21	21
LOCKHEED MARTIN CORP	2012-01-03	2012-10-08	8290	7269	1021	1021
LOCKHEED MARTIN CORP	2011-07-11	2012-10-08	17711	15042	2669	2669
LOCKHEED MARTIN CORP	2011-07-11	2012-09-17	13403	11602	1801	1801
LOCKHEED MARTIN CORP	2011-07-11	2012-08-13	22367	19683	2684	2684
LLOYDS BANKING GROUP PLC	2011-10-03	2011-12-05	518	664	-146	-146
LLOYDS BANKING GROUP PLC	2010-08-09	2011-12-05	801	2344	-1543	-1543
LLOYDS BANKING GROUP PLC	2010-08-09	2011-12-02	368	1192	-824	-824
LIMITED BRANDS INC	2012-03-22	2012-08-10	490	490
LIMITED BRANDS INC	2012-03-22	2012-08-09	445	441	4	4
LIMITED BRANDS INC	2011-06-22	2012-08-02	1845	1447	398	398
LIMITED BRANDS INC	2010-05-11	2012-06-26	3931	2595	1336	1336
LIMITED BRANDS INC	2010-05-10	2012-06-26	2825	1844	981	981
LIMITED BRANDS INC	2010-05-10	2012-06-25	8044	5238	2806	2806
LIMITED BRANDS INC	2011-06-22	2012-03-23	822	631	191	191
LIMITED BRANDS INC	2011-06-22	2011-12-16	771	742	29	29
UNION PACIFIC CORP	2008-10-14	2012-07-23	704	377	327	327
UNION PACIFIC CORP	2008-01-31	2012-07-23	704	375	329	329
UNION PACIFIC CORP	2008-01-31	2012-06-25	909	500	409	409
UNION PACIFIC CORP	2006-04-03	2012-06-25	454	190	264	264
UNION PACIFIC CORP	2006-04-03	2012-06-22	570	238	332	332
UNION PACIFIC CORP	2006-04-03	2012-06-20	585	238	347	347
UNION PACIFIC CORP	2006-03-30	2012-06-20	117	46	71	71
UNION PACIFIC CORP	2009-11-10	2012-06-04	1597	933	664	664
UMPQUA HLDGS CORP ORE	2010-05-26	2012-01-30	1421	1466	-45	-45
USB CAPITAL XII CLD	2009-03-16	2012-05-18	675	418	257	257
USB CAPITAL XI CLD	2009-02-27	2012-01-19	126	80	46	46
USB CAPITAL XI CLD	2009-02-27	2012-01-18	404	255	149	149
USB CAPITAL XI CLD	2009-02-27	2012-01-05	25	16	9	9
USB CAPITAL XI CLD	2009-02-27	2012-01-04	51	32	19	19
USB CAPITAL XI CLD	2009-02-27	2012-01-03	50	32	18	18
USB CAPITAL XI	2009-02-27	2011-12-30	76	48	28	28
USB CAPITAL XI	2009-02-27	2011-12-29	76	48	28	28
USB CAPITAL XI	2009-02-27	2011-12-28	151	96	55	55
USB CAPITAL XI	2009-02-27	2011-12-27	151	96	55	55
USB CAPITAL XI	2009-02-27	2011-12-23	201	127	74	74
USB CAPITAL XI	2009-02-27	2011-12-15	101	64	37	37
USB CAPITAL XI	2009-02-27	2011-12-13	126	80	46	46
UDR INC	2012-01-13	2012-06-18	1277	1180	97	97
UDR INC	2011-05-18	2012-06-18	443	480	-37	-37
UDR INC	2011-05-18	2012-06-12	1158	1270	-112	-112
TRANSOCEAN INC	2011-04-06	2012-09-10	16362	15610	752	752
TRANSDIGM GROUP INC	2012-02-13	2012-08-02	1319	1306	13	13
TOTAL S.A. SP ADR	2009-04-22	2012-09-19	1064	937	127	127
TOTAL S.A. SP ADR	2004-06-30	2012-08-28	1183	1131	52	52
TOTAL S.A. SP ADR	2009-04-22	2012-08-28	542	515	27	27
TIME WARNER CABLE INC	2009-12-08	2012-04-05	16557	14688	1869	1869
TIME WARNER CABLE INC	2011-02-16	2012-01-13	1566	1729	-163	-163
PRICELINE COM INC	2010-04-14	2012-02-28	1909	793	1116	1116
PRECISION CASTPARTS	2010-07-23	2012-06-28	321	235	86	86
PARKER HANNIFIN CORP	2012-01-03	2012-08-13	16729	15988	741	741
PRECISION CASTPARTS	2010-07-23	2012-06-27	652	471	181	181
PRAXAIR INC	2011-06-29	2012-10-02	830	858	-28	-28
PRAXAIR INC	2010-12-07	2012-10-02	519	472	47	47
PRAXAIR INC	2010-12-07	2012-09-27	520	472	48	48
PRAXAIR INC	2010-12-07	2012-09-26	625	566	59	59
PRAXAIR INC	2010-07-09	2012-09-26	208	162	46	46
PRAXAIR INC	2010-07-09	2012-09-24	643	487	156	156
PRAXAIR INC	2007-07-24	2012-09-13	744	546	198	198
PRAXAIR INC	2007-07-24	2012-09-12	425	312	113	113
PRAXAIR INC	2007-07-24	2012-07-13	322	234	88	88
PRAXAIR INC	2007-05-16	2012-07-13	214	135	79	79
PRAXAIR INC	2007-05-16	2012-05-14	666	404	262	262
PRAXAIR INC	2007-05-15	2012-05-14	666	401	265	265
PRAXAIR INC	2007-05-15	2012-02-03	540	334	206	206
PRAXAIR INC	2006-11-16	2012-02-03	756	444	312	312
PRAXAIR INC	2006-11-16	2012-01-09	322	190	132	132
PHILLIPS 66 SHS	2010-09-13	2012-05-24	16	12	4	4
PHILLIPS 66 SHS	2012-01-03	2012-05-08	4045	4683	-638	-638
PHILLIPS 66 SHS	2011-01-03	2012-05-08	1476	1567	-91	-91
PHILLIPS 66 SHS	2010-01-04	2012-05-08	1565	1281	284	284
PHILLIPS 66 SHS	2009-01-02	2012-05-08	1270	1070	200	200
PHILLIPS 66 SHS	2009-01-02	2012-05-07	1280	1070	210	210
PHILLIPS 66 SHS	2008-09-15	2012-05-07	893	975	-82	-82
PHILLIPS 66 SHS	2008-06-17	2012-05-07	744	1098	-354	-354
PHILLIPS 66 SHS	2008-06-16	2012-05-07	447	655	-208	-208
PHILLIPS 66 SHS	2008-06-06	2012-05-07	268	387	-119	-119
PHILLIPS 66 SHS	2008-06-05	2012-05-07	476	675	-199	-199
PHILLIPS 66 SHS	2008-06-04	2012-05-07	447	623	-176	-176
PHILLIPS 66 SHS	2008-06-03	2012-05-07	238	340	-102	-102
PHILIP MORRIS INTL INC	2012-05-15	2012-08-02	2794	2636	158	158
PHILIP MORRIS INTL INC	2011-08-08	2012-04-16	16039	12467	3572	3572
PETROCHINA CO LTD SP ADR	2010-01-25	2012-07-30	2100	1990	110	110
PEPSICO INC	2009-03-19	2012-02-24	2907	2252	655	655
PEPSICO INC	2009-04-22	2012-02-24	1959	1503	456	456
PEABODY ENERGY CORP COM	2010-06-10	2012-06-04	808	1353	-545	-545
PEABODY ENERGY CORP COM	2010-06-18	2012-06-04	333	579	-246	-246
PEABODY ENERGY CORP COM	2010-02-25	2011-12-16	862	1185	-323	-323
PEABODY ENERGY CORP COM	2010-06-18	2011-12-16	962	1200	-238	-238
FNMA P835163 05 502035	2011-12-27	2011-12-27	29	29
FORD MOTOR CO	2012-01-30	2012-05-29	1947	2257	-310	-310
FORD MOTOR CO	2012-03-16	2012-04-23	4960	5608	-648	-648
FORD MOTOR CO	2010-04-05	2012-02-13	2165	2217	-52	-52
FORD MOTOR CO	2012-01-30	2012-02-13	529	527	2	2
FORD MOTOR CO	2010-04-05	2012-02-13	2165	2209	-44	-44
FORD MOTOR CO	2010-04-13	2011-12-16	811	1020	-209	-209
FORD MOTOR CO	2010-04-05	2011-12-16	996	1250	-254	-254
FIRST INDL REALTY TR INC	2011-04-14	2012-01-05	1186	1420	-234	-234
FIRST INDL REALTY TR INC	2011-04-13	2012-01-05	536	632	-96	-96
FIFTH THIRD CAP TRUS CLD	2009-02-26	2012-08-15	1300	472	828	828
FIFTH THIRD CAPITAL CLD	2011-10-24	2012-08-08	75	75
FIFTH THIRD CAPITAL CLD	2011-10-21	2012-08-08	200	199	1	1
FIFTH THIRD CAPITAL CLD	2011-10-20	2012-08-08	125	124	1	1
FIFTH THIRD CAPITAL CLD	2009-02-26	2012-08-08	1825	658	1167	1167
FEDEX CORP DELAWARE COM	2012-06-04	2012-08-02	2013	1974	39	39
FNMA PAE6118 03 502040	2011-12-27	2011-12-27	1195	1195
FNMA PAE6118 03 502040	2011-11-25	2011-11-25	619	619
FNMA PAE0981 03 502041	2011-12-27	2011-12-27	577	577
FNMA PAE0981 03 502041	2011-11-25	2011-11-25	467	467
FNMA PAA1072 05 502038	2011-12-27	2011-12-27	216	216
FNMA PAA1072 05 502038	2011-11-25	2011-11-25	280	280
FNMA P994148 052023	2011-12-27	2011-12-27	72	72
FNMA P994148 052023	2011-11-25	2011-11-25	64	64
FNMA P986014 05 502038	2011-12-27	2011-12-27	232	232
FNMA P986014 05 502038	2011-11-25	2011-11-25	170	170
FNMA P975376 05 502038	2011-12-27	2011-12-27	370	370
TIME WARNER INC SHS	2011-10-25	2012-05-29	946	927	19	19
TIME WARNER INC SHS	2012-01-30	2012-05-29	1471	1581	-110	-110
TIME WARNER INC SHS	2011-12-23	2012-03-19	252	251	1	1
TIME WARNER INC SHS	2011-12-23	2012-03-16	611	610	1	1
TIME WARNER INC SHS	2011-06-29	2012-03-16	647	650	-3	-3
TIME WARNER INC SHS	2011-06-28	2012-03-16	719	717	2	2
TIME WARNER INC SHS	2011-06-28	2012-03-15	573	573
TIME WARNER INC SHS	2011-04-21	2012-03-15	609	622	-13	-13
TIME WARNER INC SHS	2011-04-19	2012-03-15	72	71	1	1
LIMITED BRANDS INC	2011-06-22	2011-12-16	578	561	17	17
ELI LILLY CO	2011-02-07	2012-06-12	6277	5423	854	854
LIBERTY PPTY TR SBI	2012-02-17	2012-03-19	4583	4542	41	41
LIBERTY PPTY TR SBI	2012-01-30	2012-03-19	1516	1533	-17	-17
LIBERTY PPTY TR SBI	2012-01-23	2012-02-10	1453	1483	-30	-30
LIBERTY PPTY TR SBI	2011-10-17	2012-02-10	1486	1321	165	165
LIBERTY PPTY TR SBI	2011-10-14	2012-02-10	165	149	16	16
LIBERTY PPTY TR SBI	2011-10-14	2011-12-09	2352	2318	34	34
LIBERTY PPTY TR SBI	2011-07-21	2011-12-09	664	774	-110	-110
LIBERTY PPTY TR SBI	2011-07-21	2011-12-09	573	701	-128	-128
LAUDER ESTEE COS INC A	2011-08-15	2012-08-31	481	377	104	104
LAUDER ESTEE COS INC A	2011-08-15	2012-08-30	180	141	39	39
LAUDER ESTEE COS INC A	2011-03-16	2012-08-30	180	133	47	47
LAUDER ESTEE COS INC A	2011-03-16	2012-08-01	981	843	138	138
LAUDER ESTEE COS INC A	2010-09-24	2012-08-01	52	31	21	21
LAUDER ESTEE COS INC A	2010-09-24	2012-04-19	815	401	414	414
LAUDER ESTEE COS INC A	2010-09-24	2012-04-12	368	185	183	183
LAUDER ESTEE COS INC A	2010-08-13	2012-04-12	491	233	258	258
LAUDER ESTEE COS INC A	2010-08-12	2012-04-12	368	176	192	192
LAUDER ESTEE COS INC A	2010-08-12	2012-01-06	224	117	107	107
LAUDER ESTEE COS INC A	2010-07-16	2012-01-05	1127	640	487	487
LAUDER ESTEE COS INC A	2010-07-15	2012-01-05	563	325	238	238
LASALLE HOTEL PPTYS BN I	2011-03-02	2011-11-16	1003	1177	-174	-174
LASALLE HOTEL PPTYS BN I	2010-11-03	2011-11-16	537	540	-3	-3
LASALLE HOTEL PPTYS BN I	2010-11-03	2011-11-15	328	329	-1	-1
LASALLE HOTEL PPTYS BN I	2010-10-14	2011-11-15	798	857	-59	-59
LASALLE HOTEL PPTYS BN I	2010-09-07	2011-11-15	258	248	10	10
L-3 COMMNCTNS HLDGS	2012-01-03	2012-08-07	2709	2538	171	171
L-3 COMMNCTNS HLDGS	2011-01-03	2012-08-07	2640	2589	51	51
L-3 COMMNCTNS HLDGS	2010-01-04	2012-08-07	1181	1431	-250	-250
L-3 COMMNCTNS HLDGS	2010-01-04	2012-08-06	2142	2610	-468	-468
L-3 COMMNCTNS HLDGS	2009-01-02	2012-08-06	5943	6201	-258	-258
L-3 COMMNCTNS HLDGS	2008-01-02	2012-08-06	3455	5006	-1551	-1551
L-3 COMMNCTNS HLDGS	2007-10-03	2012-08-06	829	1202	-373	-373
KROGER CO	2012-01-03	2012-07-16	5384	6045	-661	-661
KROGER CO	2011-10-03	2012-07-16	1297	1306	-9	-9
KROGER CO	2011-10-03	2012-07-13	6798	6794	4	4
KROGER CO	2011-10-03	2012-07-12	7132	7193	-61	-61
KROGER CO	2011-10-03	2012-07-11	7714	7481	233	233
KROGER CO	2011-10-03	2012-07-10	6794	6640	154	154
KROGER CO	2011-10-03	2012-07-09	6731	6617	114	114
TIME WARNER INC SHS	2011-04-18	2012-03-15	896	888	8	8
TIME WARNER INC SHS	2011-04-14	2012-03-15	538	535	3	3
TIME WARNER INC SHS	2011-03-04	2012-03-15	645	670	-25	-25
TIME WARNER INC SHS	2011-03-03	2012-03-15	323	341	-18	-18
TIME WARNER INC SHS	2011-03-02	2012-03-15	143	149	-6	-6
TIME WARNER INC SHS	2011-03-02	2012-03-13	219	224	-5	-5
TIME WARNER INC SHS	2011-03-01	2012-03-13	1057	1109	-52	-52
TIME WARNER INC SHS	2012-01-30	2012-02-13	2544	2522	22	22
TIME WARNER INC SHS	2011-10-25	2011-12-16	2523	2506	17	17
TIFFANY CO NEW	2011-01-12	2012-03-19	1303	1164	139	139
TIFFANY CO NEW	2011-01-11	2012-03-19	617	544	73	73
TIFFANY CO NEW	2010-07-28	2012-03-19	1166	714	452	452
TIFFANY CO NEW	2010-07-28	2011-12-23	450	294	156	156
TIFFANY CO NEW	2010-07-15	2011-12-23	193	121	72	72
TIFFANY CO NEW	2010-07-15	2011-12-19	188	121	67	67
TIFFANY CO NEW	2010-03-22	2011-12-19	251	188	63	63
TIFFANY CO NEW	2010-03-22	2011-12-16	567	423	144	144
FNMA P975376 05 502038	2011-11-25	2011-11-25	313	313
FNMA P963451 052023	2011-12-27	2011-12-27	299	299
FNMA P963451 052023	2011-11-25	2011-11-25	165	165
FNMA P961768 05 502038	2011-12-27	2011-12-27	75	75
FNMA P961768 05 502038	2011-11-25	2011-11-25	45	45
FNMA P905690 05 502036	2011-12-27	2011-12-27	41	41
FNMA P905690 05 502036	2011-11-25	2011-11-25	53	53
FNMA P899871 05 502037	2011-12-27	2011-12-27	182	182
FNMA P899871 05 502037	2011-11-25	2011-11-25	184	184
FNMA P894009 05 502036	2011-12-27	2011-12-27	70	70
FNMA P894009 05 502036	2011-11-25	2011-11-25	31	31
FNMA P878174 05 502036	2011-12-27	2011-12-27	2083	2083
FNMA P878174 05 502036	2011-11-25	2011-11-25	2161	2161
DUKE REALTY CORPORAT CLD	2010-03-24	2012-03-05	400	359	41	41
EBAY INC COM	2011-06-24	2012-08-27	516	313	203	203
EBAY INC COM	2010-09-08	2012-08-27	234	123	111	111
EBAY INC COM	2011-06-24	2012-08-02	961	627	334	334
EBAY INC COM	2010-08-20	2012-07-20	2063	1104	959	959
EBAY INC COM	2010-08-19	2012-07-20	4610	2442	2168	2168
EBAY INC COM	2010-09-24	2012-05-29	825	498	327	327
EBAY INC COM	2011-06-24	2012-01-06	2395	2222	173	173
EATON CORP	2012-08-09	2012-08-28	2009	2013	-4	-4
EATON CORP	2011-10-14	2012-03-21	746	632	114	114
EATON CORP	2011-10-14	2012-03-20	599	506	93	93
EATON CORP	2011-10-14	2012-03-19	51	42	9	9
EATON CORP	2011-10-13	2012-03-19	254	205	49	49
EATON CORP	2011-10-13	2012-03-16	254	205	49	49
EATON CORP	2011-04-21	2012-03-16	662	702	-40	-40
EATON CORP	2011-04-21	2012-03-15	202	216	-14	-14
EATON CORP	2011-04-21	2012-03-13	549	594	-45	-45
EATON CORP	2011-03-21	2012-03-13	50	53	-3	-3
EATON CORP	2011-03-21	2012-01-06	453	530	-77	-77
EATON CORP	2011-03-18	2012-01-06	45	48	-3	-3
EATON CORP	2011-03-18	2012-01-05	183	208	-25	-25
EATON CORP	2011-03-18	2011-11-17	222	259	-37	-37
EATON CORP	2011-03-17	2011-11-17	178	173	5	5
EATON CORP	2011-03-17	2011-11-16	181	173	8	8
EATON CORP	2011-03-17	2011-11-16	45	48	-3	-3
EATON CORP	2011-03-17	2011-11-08	362	381	-19	-19
EATON CORP	2011-03-18	2011-11-07	45	52	-7	-7
EATON CORP	2011-03-17	2011-11-07	406	458	-52	-52
EOG RESOURCES INC	2012-08-28	2012-10-24	2444	2394	50	50
E M C CORPORATION MASS	2012-07-27	2012-10-18	25	27	-2	-2
E M C CORPORATION MASS	2012-07-19	2012-10-18	579	591	-12	-12
E M C CORPORATION MASS	2012-07-06	2012-10-18	378	362	16	16
E M C CORPORATION MASS	2012-06-29	2012-10-18	277	279	-2	-2
E M C CORPORATION MASS	2012-06-29	2012-10-18	101	101
E M C CORPORATION MASS	2012-06-20	2012-10-18	101	101
E M C CORPORATION MASS	2012-06-20	2012-10-18	554	557	-3	-3
E M C CORPORATION MASS	2012-06-19	2012-10-18	655	666	-11	-11
E M C CORPORATION MASS	2011-05-25	2012-05-29	435	501	-66	-66
E M C CORPORATION MASS	2011-05-13	2012-05-29	314	363	-49	-49
E M C CORPORATION MASS	2011-05-13	2012-05-29	750	864	-114	-114
DUKE REALTY CORPORAT CLD	2011-01-06	2012-03-05	400	385	15	15
CONOCOPHILLIPS	2010-06-18	2011-12-14	137	112	25	25
CONOCOPHILLIPS	2010-04-20	2011-12-14	4177	3509	668	668
COMPANHIA ENERG DE ADR	2009-03-23	2012-09-17	2412	1660	752	752
COMPANHIA ENERG DE ADR	2010-05-10	2012-09-17	409	379	30	30
COMPANHIA ENERG DE ADR	2010-05-10	2012-05-29	9	5	4	4
WSC SALE - 21	2001-01-01	2012-08-24	5		5	5
COMMONWEALTH REIT CLD	2009-03-19	2012-08-24	2575	895	1680	1680
COMCAST CORPORATION	2011-03-14	2012-07-23	250	259	-9	-9
COMCAST CORPORATION	2009-02-26	2012-07-23	2775	2099	676	676
COMCAST CORP	2010-06-16	2012-03-28	402	401	1	1
COMCAST CORP	2009-02-26	2012-03-28	729	587	142	142
COMCAST CORP	2009-02-26	2012-03-16	429	344	85	85
COMCAST CORP NEW CL A	2012-01-18	2012-01-30	2488	2431	57	57
COMCAST CORP NEW CL A	2011-08-17	2011-12-16	1239	1130	109	109
TIFFANY CO NEW	2010-01-26	2011-12-16	189	125	64	64
TIFFANY CO NEW	2010-01-26	2011-11-22	217	125	92	92
TIFFANY CO NEW	2010-01-14	2011-11-22	435	273	162	162
THERMO FISHER SCIENTIFIC	2011-02-14	2012-01-09	16974	15990	984	984
TEVA PHARMA FIN IV LLC	2011-11-07	2011-11-30	17028	16978	50	50
TELEPHONE DATA SYSTEMS	2009-03-30	2012-05-02	276	162	114	114
TELEPHONE DATA SYSTEMS	2009-03-30	2012-05-01	76	44	32	32
TELEFONICA EMISIONES SAU	2011-02-07	2012-02-07	16109	16000	109	109
TECK RESOURCES LTD CLS B	2010-07-21	2012-10-24	757	807	-50	-50
TECK RESOURCES LTD CLS B	2010-08-03	2012-10-24	1198	1389	-191	-191
TECK RESOURCES LTD CLS B	2012-06-13	2012-10-24	126	128	-2	-2
TAUBMAN CENTERS INC COM	2011-03-03	2012-09-10	1041	700	341	341
TAUBMAN CENTERS INC COM	2011-03-02	2012-09-10	4406	2945	1461	1461
TARGET CORP COM	2009-08-10	2011-12-14	1579	1259	320	320
TARGET CORP COM	2011-02-25	2011-12-14	2736	2715	21	21
TJX COS INC NEW	2010-06-18	2012-10-26	529	301	228	228
TJX COS INC NEW	2010-06-18	2012-10-16	731	393	338	338
TJX COS INC NEW	2010-06-18	2012-08-13	754	393	361	361
TJX COS INC NEW	2010-06-10	2012-08-13	488	254	234	234
TJX COS INC NEW	2010-06-10	2012-08-09	360	185	175	175
TJX COS INC NEW	2010-06-10	2012-08-08	631	323	308	308
TJX COS INC NEW	2010-06-10	2012-08-03	272	139	133	133
TJX COS INC NEW	2010-06-10	2012-08-02	225	115	110	110
TJX COS INC NEW	2010-05-27	2012-08-02	90	46	44	44
KRAFT FOODS GROUP INC	2010-09-28	2012-10-16	16	11	5	5
KOHLS CORP WISC PV 1CT	2011-03-15	2012-01-30	183	214	-31	-31
KOHLS CORP WISC PV 1CT	2011-03-16	2012-01-30	1238	1444	-206	-206
KINGFISHER PLC SP ADR	2010-04-01	2012-03-22	451	317	134	134
KINGFISHER PLC SP ADR	2010-02-16	2012-03-22	1296	920	376	376
KINGFISHER PLC SP ADR	2010-02-16	2011-12-07	1598	1377	221	221
KIMCO REALTY CORP CLD	2009-11-02	2012-10-10	325	304	21	21
KIMCO REALTY CORP CLD	2009-10-30	2012-10-10	750	714	36	36
KIMCO REALTY CORP CLD	2009-02-26	2012-10-10	1700	882	818	818
KIMCO REALTY CORP CLD	2009-02-26	2012-07-18	51	26	25	25
KIMCO REALTY CORP CLD	2009-02-26	2012-07-17	228	117	111	111
KIMCO REALTY CORP CLD	2009-02-26	2012-07-13	76	39	37	37
KEYCORP NEW COM	2012-01-17	2012-01-30	2463	2616	-153	-153
JPMORGAN CHASE CAP XXIX	2010-05-04	2012-09-25	106	97	9	9
JPMORGAN CHASE CAP XXIX	2010-05-04	2012-09-24	106	97	9	9
JPMORGAN CHASE CAP XXIX	2010-05-04	2012-09-21	132	122	10	10
JPMORGAN CHASE CAP XXIX	2010-05-04	2012-09-20	53	49	4	4
JPMORGAN CHASE CAP XXIX	2010-04-16	2012-09-20	79	73	6	6
JPMORGAN CHASE CAP XXIX	2010-04-16	2012-09-19	290	267	23	23
JPMORGAN CHASE CAP XXIX	2010-04-16	2012-07-24	26	24	2	2
JPMORGAN CHASE CAP XXIX	2010-04-16	2012-07-23	233	219	14	14
JPMORGAN CHASE CAP XXIX	2010-04-16	2012-07-20	156	146	10	10
JPMORGAN CHASE CAP XXIX	2010-04-13	2012-07-20	52	49	3	3
JPMORGAN CHASE CAP XXIX	2010-04-13	2012-06-27	359	344	15	15
JPMORGAN CHASE CAP XXIX	2010-04-01	2012-06-27	282	271	11	11
JPMORGAN CHASE CAP XXIX	2010-04-01	2012-06-26	281	271	10	10
JPMORGAN CHASE CAP XXIX	2010-04-01	2012-06-25	312	295	17	17
JPM CAPXXVIII SER BB CLD	2010-03-25	2012-03-16	282	295	-13	-13
JPM CAPXXVIII SER BB CLD	2010-03-25	2012-03-15	208	215	-7	-7
JPM CAPXXVIII SER BB CLD	2010-02-24	2012-03-15	26	26
JPM CAPXXVIII SER BB CLD	2010-02-23	2012-03-15	469	471	-2	-2
JPM CAPXXVIII SER BB CLD	2010-01-14	2012-03-15	130	130
JP MORGAN CHASE CAP XIV	2009-02-27	2012-03-13	50	33	17	17
JP MORGAN CHASE CAP XIV	2009-02-27	2012-03-12	101	66	35	35
JP MORGAN CHASE CAP XIV	2009-02-27	2012-03-09	126	82	44	44
JP MORGAN CHASE CAP XIV	2009-02-27	2012-03-08	151	98	53	53
JP MORGAN CHASE CAP XIV	2009-02-27	2012-02-08	226	148	78	78
JP MORGAN CHASE CAP XIV	2009-02-27	2012-02-07	76	49	27	27
JP MORGAN CHASE CAP XIV	2009-02-27	2012-02-06	101	66	35	35
JOHNSON CONTROLS INC	2012-01-13	2012-08-09	361	491	-130	-130
TJX COS INC NEW	2009-03-23	2012-06-22	7792	2276	5516	5516
TJX COS INC NEW	2010-05-27	2012-06-14	924	505	419	419
COMCAST CORP NEW CL A	2011-04-28	2011-12-16	467	525	-58	-58
COMCAST CORP NEW CL A	2011-04-29	2011-12-16	912	1023	-111	-111
COLONIAL PPTYS T SBI ALA	2011-10-14	2011-11-09	568	545	23	23
COLONIAL PPTYS T SBI ALA	2011-01-25	2011-11-09	1606	1563	43	43
COLONIAL PPTYS T SBI ALA	2011-01-24	2011-11-09	685	664	21	21
COGNIZANT TECH SOLUTNS A	2011-09-28	2012-02-06	1019	928	91	91
COGNIZANT TECH SOLUTNS A	2011-09-28	2012-02-03	220	199	21	21
COACH INC	2012-03-21	2012-08-01	251	395	-144	-144
COACH INC	2012-03-21	2012-07-31	301	474	-173	-173
COACH INC	2012-03-20	2012-07-31	201	313	-112	-112
COACH INC	2011-06-30	2012-07-31	603	769	-166	-166
COACH INC	2011-06-30	2012-07-31	345	448	-103	-103
COACH INC	2011-06-29	2012-07-31	444	559	-115	-115
COACH INC	2011-06-29	2012-06-21	182	186	-4	-4
COACH INC	2011-06-10	2012-06-21	487	474	13	13
COACH INC	2011-06-09	2012-06-21	608	603	5	5
COACH INC	2011-06-09	2012-04-23	226	181	45	45
COACH INC	2011-06-06	2012-04-23	301	244	57	57
CLIFFS NATURAL RESOURCES	2012-01-03	2012-05-29	2077	2652	-575	-575
CLIFFS NATURAL RESOURCES	2011-05-03	2012-05-29	3271	5772	-2501	-2501
CLIFFS NATURAL RESOURCES	2011-05-02	2012-05-29	10281	18487	-8206	-8206
CITIGROUP CAPITAL VIII	2009-09-29	2012-10-12	200	161	39	39
CITIGROUP CAPITAL VIII	2009-09-29	2012-10-11	151	121	30	30
CITIGROUP INC	2012-03-21	2012-06-06	16549	16805	-256	-256
CITIGROUP INC	2011-01-10	2012-03-21	15826	15516	310	310
CITIGROUP INC COM NEW	2012-03-22	2012-04-23	2473	2791	-318	-318
CITIGROUP INC COM NEW	2011-10-25	2011-12-16	2258	2703	-445	-445
AMGEN INC COM PV 0.0001	2009-03-23	2012-07-02	5257	3505	1752	1752
AMGEN INC COM PV 0.0001	2009-03-23	2012-05-08	1681	1185	496	496
AMGEN INC COM PV 0.0001	2010-06-10	2012-05-08	350	271	79	79
AMGEN INC COM PV 0.0001	2010-08-24	2012-05-08	910	666	244	244
AMGEN INC COM PV 0.0001	2009-01-26	2012-01-03	10908	9245	1663	1663
AMGEN INC COM PV 0.0001	2009-01-21	2012-01-03	3016	2588	428	428
AMGEN INC COM PV 0.0001	2009-01-20	2012-01-03	2823	2510	313	313
AMGEN INC COM PV 0.0001	2009-01-02	2012-01-03	1283	1166	117	117
AMGEN INC COM PV 0.0001	2010-06-18	2011-12-16	1452	1328	124	124
AMGEN INC COM PV 0.0001	2010-06-10	2011-12-16	1271	1137	134	134
AMETEK INC NEW	2009-03-23	2012-07-16	17	7	10	10
AMERIPRISE FINANCIAL INC	2009-06-09	2012-07-05	313	243	70	70
AMERIPRISE FINL INC	2012-02-13	2012-08-28	1478	1491	-13	-13
AMERIPRISE FINL INC	2012-02-13	2012-04-23	2518	2651	-133	-133
AMERIPRISE FINL INC	2012-01-13	2012-01-30	2139	2058	81	81
AMERISOURCEBERGEN CORP	2012-01-03	2012-07-11	4756	4635	121	121
AMERISOURCEBERGEN CORP	2011-01-03	2012-07-11	314	277	37	37
AMERISOURCEBERGEN CORP	2011-01-03	2012-07-10	2880	2558	322	322
AMERISOURCEBERGEN CORP	2010-01-04	2012-07-10	7862	5404	2458	2458
AMERISOURCEBERGEN CORP	2010-01-04	2012-07-09	1863	1284	579	579
AMERISOURCEBERGEN CORP	2009-02-23	2012-07-09	10210	4604	5606	5606
AMERICAN RLTY CAP TR INC	2012-04-10	2012-06-18	1730	1726	4	4
AMER EXPRESS COMPANY	2011-08-25	2012-10-24	3335	2910	425	425
AMAZON COM INC COM	2012-02-02	2012-10-03	505	356	149	149
AMAZON COM INC COM	2012-02-01	2012-10-03	253	179	74	74
AMAZON COM INC COM	2012-02-01	2012-09-13	521	359	162	162
AMAZON COM INC COM	2012-02-01	2012-08-24	983	717	266	266
AMAZON COM INC COM	2012-03-06	2012-03-16	2223	2175	48	48
AMAZON COM INC COM	2011-08-31	2011-12-21	1739	2149	-410	-410
AMAZON COM INC COM	2010-09-03	2011-12-21	522	415	107	107
AMAZON COM INC COM	2010-09-03	2011-12-20	547	415	132	132
AMAZON COM INC COM	2010-07-14	2011-12-20	547	368	179	179
AMAZON COM INC COM	2010-03-02	2011-12-20	1094	762	332	332
AMAZON COM INC COM	2010-03-02	2011-12-02	393	254	139	139
AMAZON COM INC COM	2010-03-02	2011-12-02	590	379	211	211
ALTERA CORP COM	2011-01-03	2012-01-04	10468	10234	234	234
ALTERA CORP COM	2011-01-03	2012-01-03	8100	7794	306	306
ALTERA CORP COM	2010-11-09	2012-01-03	2423	2160	263	263
ALLERGAN INC	2011-09-28	2012-08-27	1024	1021	3	3
TJX COS INC NEW	2010-05-25	2012-06-14	84	45	39	39
TJX COS INC NEW	2009-03-23	2012-06-04	2714	825	1889	1889
TJX COS INC NEW	2010-01-06	2012-06-04	1727	784	943	943
TJX COS INC NEW	2010-06-10	2012-06-04	329	186	143	143
TJX COS INC NEW	2010-06-10	2012-05-16	933	510	423	423
TJX COS INC NEW	2010-05-25	2011-11-17	360	267	93	93
TJX COS INC NEW	2010-05-25	2011-11-16	243	178	65	65
SYMANTEC CORP COM	2012-01-03	2012-10-08	5337	4795	542	542
SYMANTEC CORP COM	2011-08-08	2012-10-08	35473	33175	2298	2298
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-23	104	63	41	41
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-22	182	110	72	72
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-21	130	79	51	51
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-07	130	79	51	51
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-06	78	47	31	31
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-03	104	63	41	41
SUNTRUST CAPITAL IX CLD	2009-02-26	2012-02-02	78	47	31	31
SUNTRUST CAPITAL IX	2009-02-26	2011-11-29	202	126	76	76
SUNTRUST CAPITAL IX	2009-02-26	2011-11-28	127	79	48	48
SUMITOMO CORP SP ADR	2009-03-19	2012-04-11	4515	2915	1600	1600
SUMITOMO CORP SP ADR	2010-04-07	2012-04-11	167	148	19	19
STRATEGIC HOTEL CAP INC	2012-06-22	2012-08-22	375	388	-13	-13
STRATEGIC HOTEL CAP INC	2012-04-18	2012-08-22	511	585	-74	-74
STRATEGIC HOTEL CAP INC	2012-03-09	2012-08-22	868	924	-56	-56
STRATEGIC HOTEL CAP INC	2012-03-08	2012-08-22	244	252	-8	-8
STRATEGIC HOTEL CAP INC	2012-02-15	2012-08-22	416	450	-34	-34
STRATEGIC HOTEL CAP INC	2011-12-21	2012-08-22	107	98	9	9
STRATEGIC HOTEL CAP INC	2011-12-21	2012-08-21	1837	1659	178	178
STRATEGIC HOTEL CAP INC	2011-12-20	2012-08-21	1470	1338	132	132
STATE STREET CORP	2012-01-13	2012-01-30	1832	2018	-186	-186
STARBUCKS CORP	2011-03-01	2012-10-26	683	499	184	184
STARBUCKS CORP	2011-02-10	2012-10-26	46	33	13	13
STARBUCKS CORP	2011-03-01	2012-10-26	184	133	51	51
STARBUCKS CORP	2011-02-10	2012-10-25	324	233	91	91
STARBUCKS CORP	2011-02-02	2012-10-25	185	128	57	57
STARBUCKS CORP	2011-02-02	2012-10-19	184	128	56	56
STARBUCKS CORP	2011-02-01	2012-10-19	184	129	55	55
STARBUCKS CORP	2011-02-01	2012-05-02	1153	647	506	506
STARBUCKS CORP	2010-12-06	2012-05-02	288	164	124	124
STARBUCKS CORP	2010-12-06	2012-04-23	234	131	103	103
JOHNSON CONTROLS INC	2012-01-13	2012-01-30	1853	2032	-179	-179
JOHNSON AND JOHNSON COM	2010-08-05	2012-08-02	2319	2036	283	283
JOHNSON AND JOHNSON COM	2010-05-28	2012-08-02	682	584	98	98
JOHNSON AND JOHNSON COM	2010-06-01	2012-02-06	13512	12254	1258	1258
JOHNSON AND JOHNSON COM	2010-01-04	2012-02-06	6397	6369	28	28
JOHNSON AND JOHNSON COM	2009-01-02	2012-02-06	7768	7182	586	586
JOHNSON AND JOHNSON COM	2008-05-09	2012-02-06	2350	2399	-49	-49
JOHNSON AND JOHNSON COM	2008-05-07	2012-02-06	1240	1277	-37	-37
JOHNSON AND JOHNSON COM	2008-05-05	2012-02-06	2546	2650	-104	-104
JPM CHASE CAP TR XI	2009-10-01	2012-10-17	402	347	55	55
JPM CHASE CAP TR XI	2009-10-01	2012-09-18	175	152	23	23
JPM CHASE CAP TR XI	2009-09-25	2012-09-18	50	44	6	6
JPM CHASE CAP TR XI	2009-09-24	2012-09-18	226	196	30	30
JPM CHASE CAP TR XI	2009-09-24	2012-09-18	125	110	15	15
JPM CHASE CAP TR XI	2009-09-24	2012-08-07	100	88	12	12
JPM CHASE CAP TR XI	2009-09-24	2012-08-06	50	44	6	6
JPM CHASE CAP TR XI	2009-09-24	2012-08-03	151	132	19	19
JPM CHASE CAP TR XI	2009-09-24	2012-08-02	75	66	9	9
JPM CHASE CAP TR XI	2009-02-27	2012-08-02	25	16	9	9
JPM CHASE CAP TR XI	2009-02-27	2012-06-26	25	16	9	9
JPM CHASE CAP TR XI	2009-02-27	2012-06-25	100	63	37	37
JPM CHASE CAP TR XI	2009-02-27	2012-06-22	125	79	46	46
JPM CHASE CAP TR XI	2009-02-27	2012-06-21	151	95	56	56
JPM CHASE CAP TR XI	2009-02-27	2012-06-20	125	79	46	46
JPM CHASE CAP TR XI	2009-02-27	2012-03-29	75	48	27	27
JPM CHASE CAP TR XI	2009-02-27	2012-03-28	175	111	64	64
JPM CHASE CAP TR XI	2009-02-27	2012-03-27	200	127	73	73
JPM CHASE CAP TR XI	2009-02-27	2012-03-26	150	95	55	55
ALLERGAN INC	2011-09-21	2012-08-27	341	331	10	10
CHECK POINT SOFTWRE TECH	2012-04-23	2012-09-14	524	667	-143	-143
CHECK POINT SOFTWRE TECH	2012-02-06	2012-09-14	143	175	-32	-32
CHECK POINT SOFTWRE TECH	2012-02-06	2012-09-13	481	584	-103	-103
CHECK POINT SOFTWRE TECH	2011-08-17	2012-09-13	144	173	-29	-29
CHECK POINT SOFTWRE TECH	2011-08-17	2012-08-28	385	461	-76	-76
CHECK POINT SOFTWRE TECH	2011-08-16	2012-08-27	390	454	-64	-64
CHECK POINT SOFTWRE TECH	2011-08-16	2012-07-25	95	113	-18	-18
CHECK POINT SOFTWRE TECH	2011-08-15	2012-07-25	618	731	-113	-113
CHECK POINT SOFTWRE TECH	2011-08-15	2012-07-12	354	450	-96	-96
TYCO INTL LTD NAMEN-AKT	2011-08-25	2011-12-14	3816	3417	399	399
TE CONNECTIVITY LTD	2010-05-28	2011-12-16	1396	1331	65	65
TE CONNECTIVITY LTD	2011-06-22	2011-12-16	1184	1369	-185	-185
PENTAIR LTD	2012-01-04	2012-10-08	1936	1530	406	406
PENTAIR LTD	2012-01-03	2012-10-08	9409	7452	1957	1957
ACE LIMITED	2011-04-28	2012-08-28	370	337	33	33
ACE LIMITED	2011-04-29	2012-08-28	222	203	19	19
ACE LIMITED	2012-02-13	2012-08-28	1258	1261	-3	-3
ACE LIMITED	2012-02-13	2012-03-16	2613	2670	-57	-57
ACE LIMITED	2011-04-29	2011-12-16	935	945	-10	-10
ACE LIMITED	2011-05-10	2011-12-16	1335	1361	-26	-26
SEAGATE TECH PLC SHS	2012-08-13	2012-09-07	185	207	-22	-22
SEAGATE TECH PLC SHS	2012-08-10	2012-09-07	1016	1130	-114	-114
RENAISSANCERE HLDGS LTD	2009-02-26	2012-10-31	76	48	28	28
PRUDENTIAL PLC	2009-02-26	2012-08-17	352	138	214	214
PRUDENTIAL PLC	2009-02-26	2012-08-16	251	99	152	152
PRUDENTIAL PLC	2009-02-26	2012-07-03	435	168	267	267
PRUDENTIAL PLC	2009-02-26	2012-05-17	25	10	15	15
PRUDENTIAL PLC	2009-02-26	2012-05-16	25	10	15	15
PRUDENTIAL PLC	2009-02-26	2012-05-15	50	20	30	30
PRUDENTIAL PLC	2009-02-26	2012-05-14	100	40	60	60
PRUDENTIAL PLC	2009-02-26	2012-05-09	75	30	45	45
PRUDENTIAL PLC	2009-02-26	2012-05-08	75	30	45	45
PARTNERRE LTD	2009-02-26	2012-05-01	427	296	131	131
NABORS INDUSTRIES LTD	2012-01-03	2012-08-28	2087	2668	-581	-581
NABORS INDUSTRIES LTD	2011-01-03	2012-08-28	2042	3190	-1148	-1148
PACCAR INC	2012-02-13	2012-08-02	1312	1498	-186	-186
PS BUSINESS PARKS IN CLD	2011-03-23	2012-06-15	700	695	5	5
WSC SALE - 21	2001-01-01	2012-06-15	10		10	10
PS BUSINESS PARKS IN CLD	2009-03-13	2012-03-15	203	128	75	75
PS BUSINESS PARKS IN CLD	2009-03-12	2012-03-15	102	60	42	42
WSC SALE - 21	2001-01-01	2012-10-09	1		1	1
PS BUSINESS PARKS INC	2010-04-06	2012-10-09	550	485	65	65
PPL CAPITAL FUNDING INC	2011-03-14	2012-08-14	225	227	-2	-2
PPL CAPITAL FUNDING INC	2009-02-26	2012-08-14	925	869	56	56
PPL CORPORATION	2011-08-10	2012-04-23	2975	2890	85	85
PPL CORPORATION	2011-09-13	2012-04-23	352	365	-13	-13
PNC CAPITAL TRUST E	2009-02-26	2012-02-16	51	38	13	13
PNC CAPITAL TRUST E	2009-02-26	2012-02-15	77	56	21	21
PNC CAPITAL TRUST E	2009-02-26	2012-02-14	103	75	28	28
PNC CAPITAL TRUST E	2009-02-26	2012-02-13	77	56	21	21
PNC CAPITAL TRUST E	2009-02-26	2012-02-08	155	113	42	42
PNC CAPITAL TRUST E	2009-02-26	2012-02-06	104	75	29	29
PNC CAPITAL TRUST D CLD	2009-02-26	2012-03-23	876	603	273	273
PNC CAPITAL TRUST D CLD	2009-02-26	2012-03-14	151	103	48	48
PNC CAPITAL TRUST D	2009-02-26	2011-12-15	501	344	157	157
PPG INDUSTRIES INC SHS	2011-06-30	2012-03-21	1128	1088	40	40
PPG INDUSTRIES INC SHS	2010-07-21	2012-03-20	564	390	174	174
PPG INDUSTRIES INC SHS	2010-07-09	2012-03-20	188	129	59	59
PPG INDUSTRIES INC SHS	2010-03-26	2012-03-20	188	132	56	56
PPG INDUSTRIES INC SHS	2010-03-26	2012-03-15	374	263	111	111
PPG INDUSTRIES INC SHS	2010-03-26	2012-03-14	281	197	84	84
PPG INDUSTRIES INC SHS	2010-03-26	2011-12-14	482	395	87	87
PPG INDUSTRIES INC SHS	2009-09-09	2011-12-14	241	168	73	73
PPG INDUSTRIES INC SHS	2011-08-10	2011-12-14	481	453	28	28
PPG INDUSTRIES INC SHS	2009-09-08	2011-12-13	412	277	135	135
PPG INDUSTRIES INC SHS	2009-09-08	2011-11-17	167	111	56	56
JSC MMC NORILSK NCKL ADR	2011-11-10	2012-10-24	1707	2027	-320	-320
JSC MMC NORILSK NCKL ADR	2009-03-19	2011-11-03	6640	1393	5247	5247
IVANHOE MINES LTD	2011-08-05	2012-08-02	482	1367	-885	-885
IVANHOE MINES LTD	2011-09-01	2012-08-02	611	1713	-1102	-1102
IVANHOE MINES LTD	2011-09-01	2012-08-02	1414	3966	-2552	-2552
IVANHOE MINES LTD	2011-06-23	2012-08-02	313	879	-566	-566
IVANHOE MINES LTD	2011-06-15	2012-03-16	663	850	-187	-187
IVANHOE MINES LTD	2011-08-05	2012-03-16	1755	2234	-479	-479
ISHARES FTSE HK	2010-03-17	2012-03-08	425	458	-33	-33
ISHARES FTSE HK	2010-06-18	2012-03-08	1739	1829	-90	-90
ISHARES FTSE HK	2010-03-17	2011-12-07	622	708	-86	-86
IRON MOUNTAIN INC NEW	2012-10-12	2012-10-24	701	749	-48	-48
IRON MOUNTAIN INC NEW	2012-10-12	2012-10-24	1570	1677	-107	-107
STARBUCKS CORP	2010-12-03	2012-04-23	410	229	181	181
STARBUCKS CORP	2010-12-03	2012-02-03	1014	686	328	328
SPRINT NEXTEL CORP	2012-01-03	2012-06-25	3253	2592	661	661
SPRINT NEXTEL CORP	2011-07-05	2012-06-25	9157	16412	-7255	-7255
SPRINT NEXTEL CORP	2011-06-06	2012-06-25	11179	21037	-9858	-9858
SOUTHWEST AIRLNS CO	2012-01-03	2012-06-15	3582	3474	108	108
SOUTHWEST AIRLNS CO	2011-01-03	2012-06-15	3162	4733	-1571	-1571
SOUTHWEST AIRLNS CO	2010-11-03	2012-06-15	5190	8193	-3003	-3003
SOUTHWEST AIRLNS CO	2010-11-03	2012-06-14	608	931	-323	-323
SOUTHWEST AIRLNS CO	2010-11-02	2012-06-14	7531	11533	-4002	-4002
SOUTHWEST AIRLNS CO	2010-11-01	2012-06-14	4222	6410	-2188	-2188
SOTHEBYS DELAWARE	2011-05-11	2011-12-15	56	84	-28	-28
SOTHEBYS DELAWARE	2011-05-11	2011-12-14	111	168	-57	-57
SOTHEBYS DELAWARE	2011-05-10	2011-12-14	83	131	-48	-48
SOTHEBYS DELAWARE	2011-05-10	2011-12-13	176	263	-87	-87
SOLERA HOLDINGS INC	2011-08-05	2012-08-02	851	1168	-317	-317
SOLERA HOLDINGS INC	2012-01-27	2012-08-02	503	630	-127	-127
SIMON PROPERTY GROUP DEL	2010-08-11	2012-09-04	1419	821	598	598
SIMON PROPERTY GROUP DEL	2010-06-29	2012-09-04	631	332	299	299
SIMON PROPERTY GROUP DEL	2010-06-14	2012-09-04	473	265	208	208
SIMON PROPERTY GROUP DEL	2010-06-08	2012-09-04	473	246	227	227
SIMON PROPERTY GROUP DEL	2010-05-27	2012-09-04	315	169	146	146
SIMON PROPERTY GROUP DEL	2011-02-15	2012-08-09	472	321	151	151
SIMON PROPERTY GROUP DEL	2011-02-16	2012-08-09	3460	2371	1089	1089
SIMON PROPERTY GROUP DEL	2011-12-14	2012-08-09	1101	848	253	253
SIMON PROPERTY GROUP DEL	2010-05-27	2012-06-12	149	85	64	64
SIMON PROPERTY GROUP DEL	2010-05-06	2012-06-12	1637	942	695	695
SIMON PROPERTY GROUP DEL	2011-12-14	2012-05-15	3995	3151	844	844
SIMON PROPERTY GROUP DEL	2010-05-06	2012-04-10	3024	1798	1226	1226
SIMON PROPERTY GROUP DEL	2010-04-28	2012-04-10	4752	2910	1842	1842
SIMON PROPERTY GROUP DEL	2010-04-16	2012-04-10	720	417	303	303
SIMON PROPERTY GROUP DEL	2010-04-16	2012-01-20	917	584	333	333
SIMON PROPERTY GROUP DEL	2010-02-24	2012-01-20	131	79	52	52
SIEMENS AG ADR	2009-03-19	2012-08-09	1090	720	370	370
THE SCOTTS MIRACLE GRO	2011-05-02	2012-02-09	1219	1358	-139	-139
THE SCOTTS MIRACLE GRO	2011-06-22	2012-02-09	1575	1598	-23	-23
THE SCOTTS MIRACLE GRO	2011-05-02	2011-12-16	1303	1698	-395	-395
SCHWAB CHARLES CORP NEW	2011-08-17	2012-02-06	2167	2156	11	11
SCHWAB CHARLES CORP NEW	2010-02-04	2012-02-01	2226	3327	-1101	-1101
SCHWAB CHARLES CORP NEW	2010-02-08	2012-02-01	1563	2369	-806	-806
HOST HOTELS RESORTS	2010-06-29	2011-12-20	570	555	15	15
IRON MOUNTAIN INC NEW	2011-07-11	2012-08-02	2676	2957	-281	-281
IRON MOUNTAIN INC NEW	2011-07-14	2012-03-16	1456	1761	-305	-305
IRON MOUNTAIN INC NEW	2011-07-11	2012-03-16	204	246	-42	-42
INTUITIVE SURGICAL INC	2009-03-23	2011-12-20	886	192	694	694
INTL BUSINESS MACHINES	2008-10-31	2012-08-02	387	183	204	204
INTL BUSINESS MACHINES	2008-12-31	2012-08-02	581	253	328	328
INTEL CORP	2012-01-03	2012-10-08	6742	7430	-688	-688
INTEL CORP	2011-01-03	2012-10-08	9439	8794	645	645
INTEL CORP	2010-07-06	2012-10-08	13103	11440	1663	1663
INTEL CORP	2010-06-28	2012-10-08	15485	13972	1513	1513
INTEL CORP	2010-01-04	2012-10-08	4090	3832	258	258
INTEL CORP	2009-03-02	2012-10-08	1169	657	512	512
PPG INDUSTRIES INC SHS	2009-09-01	2011-11-17	668	435	233	233
PPG INDUSTRIES INC SHS	2009-08-31	2011-11-17	167	111	56	56
PGE CORP	2009-10-26	2012-10-24	378	376	2	2
PGE CORP	2009-10-26	2012-08-02	1365	1254	111	111
PGE CORP	2009-10-26	2012-01-30	967	1003	-36	-36
PGE CORP	2011-10-25	2012-01-30	483	512	-29	-29
PGE CORP	2011-10-25	2011-12-16	2709	2899	-190	-190
ORACLE CORP 0.01 DEL	2012-01-03	2012-01-17	2540	2414	126	126
ORACLE CORP 0.01 DEL	2011-05-02	2012-01-17	16538	21789	-5251	-5251
ORACLE CORP 0.01 DEL	2011-06-29	2011-12-21	980	1268	-288	-288
FHLMC G1 4139 052041	2011-11-15	2011-11-15	63	63
FNMA P835163 05 502035	2011-11-25	2011-11-25	14	14
FNMA P725223 05 502034	2011-12-27	2011-12-27	43	43
FNMA P725223 05 502034	2011-11-25	2011-11-25	41	41
FEDERAL NATL MTG ASSOC	2011-05-11	2012-02-02	70254	69373	881	881
FEDERAL NATL MTG ASSOC	2009-04-07	2012-02-02	22020	21135	885	885
FEDERAL NATL MTG ASSOC	2009-03-19	2012-02-02	41942	40298	1644	1644
FNMA PAL0232 052025	2011-12-27	2011-12-27	136	136
FNMA PAL0232 052025	2011-11-25	2011-11-25	129	129
FNMA PAH6783 042041	2011-12-27	2011-12-27	290	290
FNMA PAH6783 042041	2011-11-25	2011-11-25	257	257
FNMA P256513 05 50 2036	2011-12-27	2011-12-27	101	101
FNMA P256513 05 50 2036	2011-11-25	2011-11-25	157	157
FEDERAL NATL MTG ASSOC	2012-02-28	2012-08-20	9100	9003	97	97
FEDERAL NATL MTG ASSOC	2012-02-02	2012-03-07	15907	15959	-52	-52
FEDERAL NATL MTGE ASSOC	2011-10-18	2012-01-18	17185	17167	18	18
FEDERAL NATL MTG ASSOC	2011-11-30	2012-02-28	8157	8070	87	87
FEDERAL NATL MTG ASSOC	2011-11-22	2012-02-28	9323	9212	111	111
FEDERAL NATL MTG ASSOC	2011-11-08	2012-02-07	25698	25478	220	220
FEDERAL NATL MTG ASSOC	2011-04-06	2012-01-18	2331	2199	132	132
FEDERAL NATL MTG ASSOC	2011-02-03	2012-01-18	40792	38408	2384	2384
FHLMC Q0 4087 03 502041	2011-12-15	2011-12-15	91	91
FHLMC Q0 4087 03 502041	2011-11-15	2011-11-15	67	67
FHLMC E0 2688 052025	2011-12-15	2011-12-15	79	79
FHLMC E0 2688 052025	2011-11-15	2011-11-15	102	102
FHLMC A9 7474 042041	2011-12-15	2011-12-15	451	451
FHLMC A9 7474 042041	2011-11-15	2011-11-15	191	191
FHLMC A9 7294 042041	2011-12-15	2011-12-15	677	677
FHLMC A9 7294 042041	2011-11-15	2011-11-15	390	390
FHLMC A9 6312 042041	2011-12-15	2011-12-15	360	360
FHLMC A9 6312 042041	2011-11-15	2011-11-15	438	438
FHLMC A9 5258 042040	2011-12-15	2011-12-15
FHLMC A9 5258 042040	2011-11-15	2011-11-15
FHLMC A9 3748 042040	2011-12-15	2011-12-15	704	704
FHLMC J1 1372 052024	2011-12-15	2011-12-15	129	129
FHLMC J1 1372 052024	2011-11-15	2011-11-15	254	254
FHLMC J0 8546 052023	2011-12-15	2011-12-15	26	26
FHLMC J0 8546 052023	2011-11-15	2011-11-15	18	18
FHLMC C9 1447 03 502032	2012-05-22	2012-10-18	15527	15428	99	99
FHLMC G1 4139 052041	2011-12-15	2011-12-15	57	57
DUKE REALTY CORP	2012-04-23	2012-10-17	223	216	7	7
DUKE REALTY CORP	2011-07-17	2012-10-17	802	815	-13	-13
DUKE REALTY CORP	2011-07-14	2012-10-17	639	651	-12	-12
DUKE REALTY CORP	2011-07-14	2012-08-27	286	303	-17	-17
DUKE REALTY CORP	2011-07-14	2012-08-24	14	15	-1	-1
DUKE REALTY CORP	2011-07-09	2012-08-24	257	281	-24	-24
DUKE REALTY CORP	2011-07-06	2012-08-24	757	840	-83	-83
DUKE REALTY CORP	2011-07-06	2012-06-12	482	555	-73	-73
DUKE REALTY CORP	2011-06-15	2012-06-12	289	328	-39	-39
DUKE REALTY CORP	2012-02-10	2012-03-29	157	152	5	5
DUKE REALTY CORP	2011-12-09	2012-03-29	569	473	96	96
DUKE REALTY CORP	2011-09-12	2012-03-29	356	275	81	81
DUKE REALTY CORP	2011-06-22	2012-03-29	768	804	-36	-36
DUKE REALTY CORP	2011-06-19	2012-03-29	911	957	-46	-46
DUKE REALTY CORP	2011-06-14	2012-03-29	1252	1358	-106	-106
DUKE REALTY CORP	2011-06-14	2012-03-29	256	278	-22	-22
INFOSYS TECH LTD ADR	2011-08-30	2011-12-16	1164	1176	-12	-12
INFOSYS TECH LTD ADR	2011-09-14	2011-12-16	152	150	2	2
ICAP PLC SPONSORED ADR	2009-03-23	2012-06-07	1723	1508	215	215
HYATT HOTELS CORP	2012-06-08	2012-09-10	80	74	6	6
HYATT HOTELS CORP	2012-05-21	2012-09-10	319	302	17	17
HYATT HOTELS CORP	2012-05-21	2012-09-07	516	491	25	25
HYATT HOTELS CORP	2012-04-16	2012-09-07	1032	1062	-30	-30
HYATT HOTELS CORP	2012-04-13	2012-09-07	436	448	-12	-12
HYATT HOTELS CORP	2011-12-21	2012-09-07	1547	1410	137	137
HYATT HOTELS CORP	2011-12-21	2012-02-16	863	723	140	140
HYATT HOTELS CORP	2011-11-16	2012-02-16	1811	1502	309	309
HYATT HOTELS CORP	2011-11-16	2012-02-15	1371	1144	227	227
HUMANA INC	2011-03-16	2012-08-28	699	638	61	61
HUMANA INC	2011-03-15	2012-08-02	1007	1027	-20	-20
HUMANA INC	2011-03-16	2012-08-02	2454	2487	-33	-33
HOST HOTELS RESORTS	2011-04-13	2012-10-22	308	339	-31	-31
HOST HOTELS RESORTS	2011-03-23	2012-10-22	848	962	-114	-114
HOST HOTELS RESORTS	2011-03-02	2012-10-22	432	503	-71	-71
HOST HOTELS RESORTS	2011-03-02	2012-09-28	1008	1131	-123	-123
HOST HOTELS RESORTS	2011-02-07	2012-07-12	210	272	-62	-62
HOST HOTELS RESORTS	2011-01-24	2012-07-12	1141	1395	-254	-254
HOST HOTELS RESORTS	2010-10-06	2012-07-12	225	231	-6	-6
HOST HOTELS RESORTS	2010-08-11	2012-07-12	315	299	16	16
HOST HOTELS RESORTS	2010-08-03	2012-07-12	195	192	3	3
HOST HOTELS RESORTS	2010-08-03	2012-06-22	1034	989	45	45
HOST HOTELS RESORTS	2010-07-30	2012-06-22	401	377	24	24
HOST HOTELS RESORTS	2010-07-22	2012-06-22	509	464	45	45
HOST HOTELS RESORTS	2010-06-29	2012-06-22	15	14	1	1
SCHWAB CHARLES CORP NEW	2010-02-10	2012-02-01	865	1310	-445	-445
SCHWAB CHARLES CORP NEW	2010-12-07	2012-02-01	272	376	-104	-104
SCHWAB CHARLES CORP NEW	2011-08-17	2012-02-01	166	176	-10	-10
SCHLUMBERGER LTD	2012-07-02	2012-08-02	2121	1943	178	178
SCHLUMBERGER LTD	2012-03-22	2012-08-02	495	502	-7	-7
SCHLUMBERGER LTD	2012-03-22	2012-05-29	1940	2080	-140	-140
SARA LEE CORP COM	2011-01-03	2011-12-07	4135	3879	256	256
SARA LEE CORP COM	2010-06-22	2011-12-07	10073	8057	2016	2016
SARA LEE CORP COM	2010-06-21	2011-12-07	11107	8795	2312	2312
SAP AG SHS	2009-03-19	2012-10-03	852	455	397	397
SAP AG SHS	2009-03-19	2012-09-20	796	417	379	379
SANOFI-AVENTIS	2011-03-22	2012-05-22	25101	23877	1224	1224
SALLY BEAUTY HLDGS INC	2009-03-19	2012-05-23	762	159	603	603
SALESFORCE COM INC	2011-06-29	2011-12-21	285	441	-156	-156
SALESFORCE COM INC	2011-01-03	2011-12-21	190	271	-81	-81
SALESFORCE COM INC	2010-12-31	2011-12-21	95	132	-37	-37
SALESFORCE COM INC	2010-12-31	2011-12-19	209	264	-55	-55
SALESFORCE COM INC	2010-09-24	2011-12-19	313	358	-45	-45
SALESFORCE COM INC	2010-09-24	2011-12-16	322	358	-36	-36
SALESFORCE COM INC	2010-09-03	2011-12-16	214	240	-26	-26
SALESFORCE COM INC	2010-09-03	2011-12-15	320	360	-40	-40
SABRA HEALTH CARE REIT	2011-07-27	2012-07-13	943	804	139	139
SABRA HEALTH CARE REIT	2011-07-27	2012-07-12	194	167	27	27
SABRA HEALTH CARE REIT	2011-07-27	2012-06-18	714	668	46	46
SL GREEN REALTY CORP	2012-04-30	2012-10-05	157	165	-8	-8
SL GREEN REALTY CORP	2012-02-03	2012-10-05	549	544	5	5
SL GREEN REALTY CORP	2011-12-09	2012-10-05	470	409	61	61
SL GREEN REALTY CORP	2011-12-09	2012-10-04	784	682	102	102
SL GREEN REALTY CORP	2011-06-20	2012-10-04	1412	1487	-75	-75
SL GREEN REALTY CORP	2011-04-14	2012-10-04	1255	1196	59	59
SL GREEN REALTY CORP	2011-04-14	2012-07-18	477	448	29	29
SL GREEN REALTY CORP	2011-04-14	2012-04-20	687	672	15	15
SL GREEN REALTY CORP	2011-04-14	2012-03-29	306	299	7	7
SL GREEN REALTY CORP	2011-04-13	2012-03-29	1532	1497	35	35
SL GREEN REALTY CORP	2011-02-21	2012-03-29	613	628	-15	-15
SL GREEN REALTY CORP	2011-02-07	2012-03-29	536	515	21	21
SL GREEN REALTY CORP	2011-02-07	2012-03-22	535	515	20	20
SL GREEN REALTY CORP	2011-02-07	2012-01-20	582	588	-6	-6
RYDER SYSTEM INC	2012-01-03	2012-04-10	4447	4824	-377	-377
DUKE REALTY CORP	2011-05-24	2012-03-29	299	320	-21	-21
DUKE REALTY CORP	2011-09-12	2012-01-23	53	44	9	9
DUKE REALTY CORP	2011-06-01	2012-01-23	847	917	-70	-70
DUKE REALTY CORP	2011-06-01	2012-01-20	718	774	-56	-56
DUKE REALTY CORP	2011-05-24	2012-01-20	1409	1576	-167	-167
DUKE REALTY CORP	2011-05-17	2012-01-20	1303	1159	144	144
DUKE REALTY CORP	2011-05-03	2012-01-20	279	308	-29	-29
DR PEPPER SNAPPLE GROUP	2012-01-03	2012-04-25	3218	3151	67	67
DR PEPPER SNAPPLE GROUP	2011-01-03	2012-04-25	2982	2698	284	284
DR PEPPER SNAPPLE GROUP	2011-01-03	2012-04-24	2785	2449	336	336
DR PEPPER SNAPPLE GROUP	2010-07-20	2012-04-24	7145	6976	169	169
DR PEPPER SNAPPLE GROUP	2010-07-19	2012-04-24	444	427	17	17
DR PEPPER SNAPPLE GROUP	2010-07-19	2012-04-23	4997	4856	141	141
DR PEPPER SNAPPLE GROUP	2010-07-14	2012-04-23	3038	2996	42	42
DOW CHEMICAL CO	2010-10-13	2012-04-09	1331	1229	102	102
DOW CHEMICAL CO	2010-10-13	2012-04-04	33	30	3	3
DOW CHEMICAL CO	2010-09-22	2012-04-04	803	657	146	146
DOW CHEMICAL CO	2010-09-22	2012-04-03	239	192	47	47
DOW CHEMICAL CO	2009-12-30	2012-04-03	614	512	102	102
DOW CHEMICAL CO	2009-12-30	2011-12-14	508	569	-61	-61
DOW CHEMICAL CO	2009-12-30	2011-12-13	442	484	-42	-42
DOUGLAS EMMETT INC	2012-03-30	2012-07-11	721	708	13	13
DOUGLAS EMMETT INC	2012-03-30	2012-06-21	424	434	-10	-10
DOUGLAS EMMETT INC	2012-03-29	2012-06-21	513	521	-8	-8
DOUGLAS EMMETT INC	2012-03-29	2012-04-30	1128	1110	18	18
CHURCHDWIGHT CO INC	2009-06-15	2012-08-02	228	103	125	125
CHURCHDWIGHT CO INC	2011-03-01	2012-08-02	569	375	194	194
CHURCHDWIGHT CO INC	2011-03-01	2012-06-04	742	525	217	217
CHEVRON CORP	2011-10-25	2012-08-02	1853	1797	56	56
CHEVRON CORP	2012-02-24	2012-08-02	981	983	-2	-2
CHEVRON CORP	2012-02-24	2012-04-23	2452	2621	-169	-169
CHEVRON CORP	2011-10-25	2012-02-13	2765	2748	17	17
CHEVRON CORP	2011-10-25	2011-12-16	2592	2748	-156	-156
CENTURYLINK INC SHS	2012-02-13	2012-10-24	1862	1835	27	27
CENTURYLINK INC SHS	2012-02-13	2012-04-23	2533	2561	-28	-28
CELGENE CORP COM	2011-04-14	2012-02-16	829	622	207	207
CELANESE CORP DEL SER A	2011-12-14	2012-06-22	812	967	-155	-155
CELANESE CORP DEL SER A	2011-12-14	2012-05-29	2374	2395	-21	-21
CARNIVAL CORP PAIRED SHS	2009-07-07	2012-01-30	3621	3032	589	589
CARDINAL HEALTH INC OHIO	2012-01-03	2012-07-16	4229	4178	51	51
CARDINAL HEALTH INC OHIO	2012-01-03	2012-07-13	1529	1504	25	25
CARDINAL HEALTH INC OHIO	2011-01-03	2012-07-13	2464	2265	199	199
CARDINAL HEALTH INC OHIO	2011-01-03	2012-07-12	3864	3592	272	272
CARDINAL HEALTH INC OHIO	2011-01-03	2012-07-11	764	703	61	61
CARDINAL HEALTH INC OHIO	2010-07-22	2012-07-11	3352	2780	572	572
CARDINAL HEALTH INC OHIO	2010-07-22	2012-07-10	3502	2886	616	616
CARDINAL HEALTH INC OHIO	2010-01-04	2012-07-10	641	489	152	152
CARDINAL HEALTH INC OHIO	2010-01-04	2012-07-09	2962	2283	679	679
CARDINAL HEALTH INC OHIO	2009-12-31	2012-07-09	2158	1668	490	490
CARDINAL HEALTH INC OHIO	2009-12-31	2012-06-28	1263	1014	249	249
CARDINAL HEALTH INC OHIO	2009-12-30	2012-06-28	1956	1572	384	384
CARDINAL HEALTH INC OHIO	2009-12-30	2012-06-27	2917	2358	559	559
CARDINAL HEALTH INC OHIO	2009-12-29	2012-06-27	810	662	148	148
CARDINAL HEALTH INC OHIO	2009-12-29	2012-06-26	5679	4600	1079	1079
CARDINAL HEALTH INC OHIO	2009-12-29	2012-06-25	5505	4468	1037	1037
CAPITAL ONE FINL	2012-01-03	2012-01-30	3886	3834	52	52
CAPITAL ONE FINL	2011-01-03	2012-01-30	2680	2639	41	41
CAPITAL ONE FINL	2010-04-07	2012-01-30	5717	5552	165	165
CAPITAL ONE FINL	2010-04-06	2012-01-30	5539	5359	180	180
CAPITAL ONE FINL	2010-04-05	2012-01-30	5673	5422	251	251
CANADIAN NATL RAILWAY CO	2010-03-30	2011-11-07	794	611	183	183
CANADIAN NATL RAILWAY CO	2010-04-16	2011-11-07	1032	807	225	225
CAMDEN PPTY TR COM SBI	2011-10-14	2012-01-13	2383	2272	111	111
CAMDEN PPTY TR COM SBI	2011-09-27	2012-01-13	1668	1590	78	78
CA INC	2012-01-03	2012-10-08	3665	2970	695	695
ALLERGAN INC	2011-09-21	2012-08-23	255	248	7	7
ALLERGAN INC	2011-09-01	2012-08-23	255	243	12	12
RYDER SYSTEM INC	2011-01-03	2012-04-10	3790	3979	-189	-189
RYDER SYSTEM INC	2010-01-04	2012-04-10	2274	1882	392	392
HALLIBURTON COMPANY	2011-01-26	2011-12-16	850	1115	-265	-265
HOST HOTELS RESORTS	2010-06-08	2011-12-20	542	515	27	27
HOST HOTELS RESORTS	2010-05-17	2011-12-20	328	348	-20	-20
HOST HOTELS RESORTS	2010-04-28	2011-12-20	570	656	-86	-86
HOST HOTELS RESORTS	2010-04-07	2011-12-20	328	350	-22	-22
HOST HOTELS RESORTS	2010-03-26	2011-12-20	299	315	-16	-16
HOST HOTELS RESORTS	2010-03-26	2011-11-15	572	600	-28	-28
HONEYWELL INTL INC DEL	2012-02-13	2012-08-02	513	543	-30	-30
HONEYWELL INTL INC DEL	2012-06-04	2012-08-02	2166	2030	136	136
HONEYWELL INTL INC DEL	2012-02-13	2012-03-16	2537	2533	4	4
HOME DEPOT INC	2011-12-06	2012-10-26	358	244	114	114
HOME DEPOT INC	2011-12-05	2012-10-26	955	649	306	306
HOME DEPOT INC	2011-12-02	2012-10-26	60	40	20	20
HOME DEPOT INC	2011-12-02	2012-07-31	732	562	170	170
HIGHWOODS PPTYS INC	2012-03-19	2012-04-30	929	887	42	42
HEWLETT PACKARD CO DEL	2012-01-13	2012-06-22	1877	2443	-566	-566
HESS CORP	2009-07-28	2012-05-15	962	1119	-157	-157
HESS CORP	2009-07-07	2012-05-15	1603	1701	-98	-98
HESS CORP	2009-07-14	2012-05-15	779	841	-62	-62
HESS CORP	2009-09-08	2012-05-15	779	907	-128	-128
HEALTH CARE REIT INC COM	2011-03-02	2012-10-17	473	409	64	64
HEALTH CARE REIT INC COM	2011-03-02	2012-07-18	2196	1839	357	357
HEALTH CARE REIT INC COM	2010-12-07	2012-07-18	1159	869	290	290
HEALTH CARE REIT INC COM	2010-11-19	2012-07-18	549	412	137	137
HEALTH CARE REIT INC COM	2010-11-03	2012-07-18	366	306	60	60
HEALTH CARE REIT INC COM	2010-10-21	2012-07-18	305	268	37	37
HEALTH CARE REIT INC COM	2010-10-14	2012-07-18	1037	845	192	192
HEALTH CARE REIT INC COM	2010-10-04	2012-07-18	549	428	121	121
HALLIBURTON COMPANY	2011-08-25	2012-07-03	146	205	-59	-59
HALLIBURTON COMPANY	2011-07-21	2012-07-03	556	1079	-523	-523
HALLIBURTON COMPANY	2011-07-21	2012-07-02	514	1022	-508	-508
HALLIBURTON COMPANY	2011-05-05	2012-07-02	286	470	-184	-184
HALLIBURTON COMPANY	2011-05-05	2012-06-28	220	376	-156	-156
HALLIBURTON COMPANY	2011-03-23	2012-06-28	578	964	-386	-386
HALLIBURTON COMPANY	2011-03-14	2012-06-28	193	316	-123	-123
HALLIBURTON COMPANY	2011-02-03	2012-06-28	193	328	-135	-135
HALLIBURTON COMPANY	2011-02-03	2012-06-07	394	650	-256	-256
HALLIBURTON COMPANY	2011-02-03	2012-06-07	197	328	-131	-131
HALLIBURTON COMPANY	2011-02-02	2012-06-07	928	1537	-609	-609
HALLIBURTON COMPANY	2011-01-26	2012-03-22	526	661	-135	-135
HALLIBURTON COMPANY	2011-01-26	2012-03-16	1558	1859	-301	-301
RYDER SYSTEM INC	2010-01-04	2012-04-09	2233	1798	435	435
RYDER SYSTEM INC	2009-10-14	2012-04-09	4518	3736	782	782
RYDER SYSTEM INC	2009-10-13	2012-04-09	2908	2345	563	563
RYDER SYSTEM INC	2009-10-12	2012-04-09	9451	7649	1802	1802
ROYAL BK OF SCOT GRP PLC	2011-06-20	2012-07-17	56	55	1	1
ROYAL BK OF SCOT GRP PLC	2011-06-07	2012-07-17	113	115	-2	-2
ROYAL BK OF SCOT GRP PLC	2011-06-07	2012-07-16	151	154	-3	-3
ROYAL BK OF SCOT GRP PLC	2011-06-07	2012-07-13	169	173	-4	-4
ROSS STORES INC COM	2012-01-03	2012-01-09	4738	4439	299	299
ROSS STORES INC COM	2011-01-03	2012-01-09	9174	5823	3351	3351
ROSS STORES INC COM	2010-01-26	2012-01-09	16432	7379	9053	9053
ROSS STORES INC COM	2010-01-25	2012-01-09	5343	2361	2982	2982
ROGERS COMMUNICATIONS B	2012-08-09	2012-08-28	2021	2018	3	3
REYNOLDS AMERICAN INC	2010-12-03	2012-05-15	2622	2105	517	517
REYNOLDS AMERICAN INC	2010-12-06	2012-05-15	2219	1805	414	414
REYNOLDS AMERICAN INC	2011-04-12	2012-05-15	2501	2231	270	270
REGENCY CENTERS CORP CLD	2009-02-26	2012-09-13	350	209	141	141
REGENCY CENTERS CORP CLD	2009-02-26	2012-07-18	75	45	30	30
REGENCY CENTERS CORP CLD	2009-02-26	2012-07-17	126	75	51	51
REGENCY CENTERS CORP CLD	2009-02-26	2012-07-10	101	60	41	41
REGENCY CENTERS CORP CLD	2009-02-26	2012-04-02	575	357	218	218
REGENCY CENTERS CORP CLD	2009-05-01	2012-01-05	403	310	93	93
REGENCY CENTERS CORP	2011-12-27	2012-07-11	1736	1405	331	331
ALLERGAN INC	2011-08-31	2012-08-23	424	409	15	15
ALLERGAN INC	2011-08-25	2012-08-23	339	308	31	31
ALLERGAN INC	2011-08-25	2012-08-20	599	539	60	60
ALLERGAN INC	2011-08-25	2012-07-31	328	308	20	20
ALEXANDRIA REAL EST EQTS	2011-10-17	2012-02-08	7876	6914	962	962
ALEXANDRIA REAL EST EQTS	2011-10-17	2012-02-07	1105	960	145	145
ALEXANDRIA REAL EST EQTS	2011-10-14	2012-02-07	3093	2701	392	392
AGILENT TECHNOLOGIES INC	2012-01-03	2012-05-07	5107	4597	510	510
AGILENT TECHNOLOGIES INC	2011-01-18	2012-05-07	10622	11509	-887	-887
AGILENT TECHNOLOGIES INC	2011-01-18	2012-05-07	4903	5185	-282	-282
AGILENT TECHNOLOGIES INC	2011-01-18	2012-05-07	4535	4786	-251	-251
AGILENT TECHNOLOGIES INC	2011-01-18	2012-02-13	4875	4914	-39	-39
AGILENT TECHNOLOGIES INC	2011-01-18	2012-02-13	9442	9517	-75	-75
AGILENT TECHNOLOGIES INC	2011-01-18	2012-02-13	5270	5312	-42	-42
AFFILIATED MANAGERS GRP	2009-03-23	2012-09-21	874	300	574	574
AETNA INC NEW	2012-01-03	2012-08-29	8668	9500	-832	-832
AETNA INC NEW	2011-01-03	2012-08-29	3787	3016	771	771
AETNA INC NEW	2011-01-03	2012-08-28	2865	2301	564	564
AETNA INC NEW	2010-04-14	2012-08-28	4685	3883	802	802
AETNA INC NEW	2010-04-12	2012-08-28	4646	3979	667	667
AETNA INC NEW	2010-04-12	2012-08-27	6981	5936	1045	1045
AETNA INC NEW	2010-01-04	2012-08-27	4524	3823	701	701
AETNA INC NEW	2009-09-28	2012-08-27	1092	822	270	270
AETNA INC NEW	2009-09-28	2012-06-12	3760	2583	1177	1177
AETNA INC NEW	2009-09-28	2012-06-11	3219	2201	1018	1018
AETNA INC NEW	2009-09-28	2012-01-09	8577	5723	2854	2854
AETNA INC NEW	2009-05-04	2012-01-09	3387	1768	1619	1619
ADIDAS AG SPONSORED ADR	2009-03-23	2012-10-24	2975	1196	1779	1779
ADIDAS AG SPONSORED ADR	2009-03-23	2011-12-07	2068	1028	1040	1040
ABBOTT LABS	2012-07-12	2012-10-03	1326	1240	86	86
ABBOTT LABS	2012-07-11	2012-10-03	698	655	43	43
ABBOTT LABS	2012-07-09	2012-10-03	698	655	43	43
ABBOTT LABS	2012-07-02	2012-10-03	70	65	5	5
ATT INC	2011-06-22	2012-06-22	1648	1461	187	187
ABBOTT LABS	2012-07-02	2012-10-02	1302	1228	74	74
AARONS INC SHS A	2009-03-19	2012-08-09	702	380	322	322
ATT INC	2011-12-14	2012-06-22	1368	1131	237	237
ATT INC	2010-07-28	2012-02-08	16803	15951	852	852
ATT INC	2009-03-19	2012-08-09	445	308	137	137
ATT INC	2011-12-14	2012-08-09	2412	1884	528	528
NABORS INDUSTRIES LTD	2010-01-04	2012-08-28	3784	5859	-2075	-2075
NABORS INDUSTRIES LTD	2009-12-04	2012-08-28	2177	2979	-802	-802
NABORS INDUSTRIES LTD	2009-12-03	2012-08-28	2417	3312	-895	-895
NABORS INDUSTRIES LTD	2009-12-02	2012-08-28	2192	3038	-846	-846
ACCENTURE PLC SHS	2011-09-27	2012-10-23	334	271	63	63
ACCENTURE PLC SHS	2011-09-20	2012-10-23	334	273	61	61
ACCENTURE PLC SHS	2011-09-20	2012-10-19	544	436	108	108
ACCENTURE PLC SHS	2011-09-19	2012-10-19	612	493	119	119
ACCENTURE PLC SHS	2011-09-19	2012-10-08	141	109	32	32
ACCENTURE PLC SHS	2011-09-16	2012-10-08	423	325	98	98
ACCENTURE PLC SHS	2011-09-19	2012-10-05	777	602	175	175
ACCENTURE PLC SHS	2011-09-16	2012-09-14	330	271	59	59
ACCENTURE PLC SHS	2011-09-16	2012-06-26	677	649	28	28
ACCENTURE PLC SHS	2010-04-28	2012-01-30	3130	2400	730	730
ACCENTURE PLC SHS	2010-04-28	2012-01-13	1011	829	182	182
ACCENTURE PLC SHS	2011-06-22	2012-01-13	3459	3574	-115	-115
ARCH CAPITAL GROUP L CLD	2010-05-06	2012-05-02	200	195	5	5
ARCH CAPITAL GROUP L CLD	2010-05-04	2012-05-02	450	440	10	10
ARCH CAPITAL GROUP L CLD	2009-03-02	2012-05-02	50	34	16	16
ARCH CAPITAL GROUP L CLD	2009-03-02	2012-03-09	75	50	25	25
ARCH CAPITAL GROUP L CLD	2009-03-02	2012-03-08	50	33	17	17
ARCH CAPITAL GROUP L CLD	2009-03-02	2012-03-07	126	84	42	42
ARCH CAPITAL GROUP CLD	2009-03-16	2012-05-02	50	38	12	12
ARCH CAPITAL GROUP CLD	2009-03-13	2012-05-02	75	54	21	21
ARCH CAPITAL GROUP CLD	2009-03-12	2012-05-02	125	87	38	38
ARCH CAPITAL GROUP CLD	2009-03-02	2012-05-02	1000	717	283	283
ARCH CAPITAL GROUP CLD	2009-03-02	2012-03-08	76	54	22	22
ARCH CAPITAL GROUP CLD	2009-03-02	2012-03-07	203	144	59	59
REGENCY CENTERS CORP	2011-08-12	2012-07-11	375	315	60	60
REGENCY CENTERS CORP	2011-08-12	2012-06-22	137	118	19	19
REGENCY CENTERS CORP	2011-08-09	2012-06-22	183	142	41	41
REGENCY CENTERS CORP	2011-04-14	2012-06-22	1191	1109	82	82
REGENCY CENTERS CORP	2011-04-14	2012-05-29	487	469	18	18
REGENCY CENTERS CORP	2011-04-13	2012-05-29	620	590	30	30
REGENCY CENTERS CORP	2011-02-07	2012-05-29	310	295	15	15
REGENCY CENTERS CORP	2010-12-31	2012-05-29	354	340	14	14
REGENCY CENTERS CORP	2010-12-31	2012-05-14	895	808	87	87
REGENCY CENTERS CORP	2010-12-30	2012-05-14	754	678	76	76
REGENCY CENTERS CORP	2010-12-15	2012-05-14	471	361	110	110
REGENCY CENTERS CORP	2010-12-15	2012-05-14	1650	1426	224	224
REGENCY CENTERS CORP	2010-12-15	2011-11-21	643	734	-91	-91
REGENCY CENTERS CORP	2010-12-14	2011-11-21	179	180	-1	-1
RED HAT INC	2011-09-28	2011-12-22	764	852	-88	-88
RED HAT INC	2011-09-21	2011-12-22	282	288	-6	-6
RED HAT INC	2011-08-16	2011-12-22	644	606	38	38
RED HAT INC	2011-07-19	2011-12-21	599	668	-69	-69
GENERAL GROWTH PROPERTIE	2011-08-26	2011-11-15	1887	1738	149	149
HALLIBURTON COMPANY	2011-04-18	2011-12-16	1480	2247	-767	-767
HALLIBURTON COMPANY	2011-04-21	2011-12-16	1921	3009	-1088	-1088
HALLIBURTON COMPANY	2011-04-27	2011-12-16	1197	1892	-695	-695
HALLIBURTON COMPANY	2011-04-27	2011-12-16	1795	2836	-1041	-1041
HSBC HOLDINGS PLC	2009-02-26	2012-07-16	156	113	43	43
HSBC HOLDINGS PLC	2009-02-26	2012-07-13	261	189	72	72
HSBC HOLDINGS PLC	2009-02-26	2012-07-12	131	94	37	37
HCP INC	2010-06-23	2011-11-04	652	550	102	102
HCP INC	2010-05-06	2011-11-04	537	439	98	98
GREEN MOUNTN COFFEE ROS	2011-06-08	2011-11-22	799	1216	-417	-417
GREEN MOUNTN COFFEE ROS	2011-04-06	2011-11-22	799	1056	-257	-257
GREEN MOUNTN COFFEE ROS	2011-04-05	2011-11-22	200	265	-65	-65
GOOGLE INC CL A	2012-05-29	2012-08-02	1880	1773	107	107
GOOGLE INC CL A	2011-11-11	2012-06-21	2266	2443	-177	-177
GOOGLE INC CL A	2011-10-14	2012-06-21	1133	1184	-51	-51
GOOGLE INC CL A	2011-07-27	2012-04-30	604	643	-39	-39
GOOGLE INC CL A	2011-07-27	2012-04-23	597	643	-46	-46
GOOGLE INC CL A	2011-07-15	2012-04-23	597	597
GOOGLE INC CL A	2011-07-15	2012-02-03	595	597	-2	-2
GOLDMAN SACHS GROUP INC	2009-10-02	2012-10-03	63	57	6	6
GOLDMAN SACHS GROUP INC	2009-10-02	2012-10-02	64	57	7	7
GOLDMAN SACHS GROUP INC	2009-10-02	2012-10-01	42	38	4	4
GOLDMAN SACHS GROUP INC	2009-10-01	2012-09-28	84	76	8	8
GOLDMAN SACHS GROUP INC	2009-10-01	2012-09-27	106	95	11	11
GOLDMAN SACHS GROUP INC	2010-12-01	2012-04-30	16245	16618	-373	-373
GOLDMAN SACHS GROUP INC	2009-04-03	2011-12-14	1874	2360	-486	-486
GOLDMAN SACHS GROUP INC	2008-12-12	2011-12-14	843	629	214	214
GOLDMAN SACHS GROUP INC	2009-01-15	2011-12-14	656	496	160	160
GLIMCHER REALTY TR SBI	2011-10-10	2012-01-19	588	495	93	93
GLIMCHER REALTY TR SBI	2011-05-19	2012-01-19	842	904	-62	-62
GLIMCHER REALTY TR SBI	2011-05-19	2012-01-18	561	602	-41	-41
GLIMCHER REALTY TR SBI	2011-03-24	2012-01-18	82	80	2	2
GLIMCHER REALTY TR SBI	2011-03-23	2012-01-18	1141	1099	42	42
GLIMCHER REALTY TR SBI	2011-03-23	2012-01-17	152	148	4	4
GLIMCHER REALTY TR SBI	2011-01-25	2012-01-17	107	107
GLIMCHER REALTY TR SBI	2011-01-24	2012-01-17	2121	2116	5	5
GENERAL GROWTH PROPERTIE	2012-04-10	2012-08-24	2893	2443	450	450
GENERAL GROWTH PROPERTIE	2011-09-13	2011-11-16	996	878	118	118
GENERAL GROWTH PROPERTIE	2011-09-13	2011-11-15	447	389	58	58
RED HAT INC	2011-08-16	2011-12-21	278	265	13	13
RED HAT INC	2011-07-19	2011-12-21	596	668	-72	-72
REALTY INCOME CORP	2009-11-03	2012-03-13	101	92	9	9
REALTY INCOME CORP	2009-11-02	2012-03-13	101	92	9	9
REALTY INCOME CORP	2009-11-02	2012-03-12	101	92	9	9
REALTY INCOME CORP	2009-10-30	2012-03-12	25	23	2	2
REALTY INCOME CORP	2009-10-30	2012-03-09	152	136	16	16
REALTY INCOME CORP	2009-10-30	2012-03-08	152	136	16	16
REALTY INCOME CORP	2009-03-19	2012-03-08	51	28	23	23
SANTANDER FIN PFD SA UNI	2009-09-29	2012-06-25	180		180	180
SANTANDER FIN PFD SA UNI	2009-09-29	2012-06-22	259	1	258	258
SANTANDER FIN PFD SA UNI	2009-09-29	2012-05-09	496	1	495	495
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-30	26		26	26
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-27	79		79	79
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-26	106		106	106
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-25	212		212	212
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-10	132		132	132
SANTANDER FIN PFD SA UNI	2009-09-29	2012-04-09	27		27	27
SANTANDER FIN PFD SA UNI	2009-02-26	2012-04-09	106	80	26	26
SANTANDER FIN PFD SA UNI	2009-02-26	2012-04-05	107	80	27	27
SANTANDER FIN PFD SA UNI	2009-02-26	2012-04-04	134	99	35	35
ORACLE CORP 0.01 DEL	2011-06-28	2011-12-21	528	679	-151	-151
ORACLE CORP 0.01 DEL	2011-01-31	2011-12-21	528	673	-145	-145
ORACLE CORP 0.01 DEL	2010-12-17	2011-12-21	352	449	-97	-97
ORACLE CORP 0.01 DEL	2010-11-19	2011-12-21	553	625	-72	-72
ORACLE CORP 0.01 DEL	2010-11-18	2011-12-21	151	171	-20	-20
ORACLE CORP 0.01 DEL	2010-11-18	2011-12-20	262	256	6	6
ORACLE CORP 0.01 DEL	2010-10-19	2011-12-20	1079	1067	12	12
ORACLE CORP 0.01 DEL	2010-10-15	2011-12-20	175	174	1	1
OCCIDENTAL PETE CORP CAL	2011-09-27	2012-09-21	874	800	74	74
OCCIDENTAL PETE CORP CAL	2011-06-29	2012-09-21	437	515	-78	-78
OCCIDENTAL PETE CORP CAL	2011-06-29	2012-09-18	892	1031	-139	-139
OCCIDENTAL PETE CORP CAL	2011-05-31	2012-09-18	446	541	-95	-95
OCCIDENTAL PETE CORP CAL	2011-05-31	2012-09-14	92	108	-16	-16
OCCIDENTAL PETE CORP CAL	2011-05-27	2012-09-14	276	324	-48	-48
OCCIDENTAL PETE CORP CAL	2011-05-05	2012-09-14	368	426	-58	-58
OCCIDENTAL PETE CORP CAL	2011-05-02	2012-09-14	184	233	-49	-49
OCCIDENTAL PETE CORP CAL	2011-05-02	2012-09-13	271	350	-79	-79
OCCIDENTAL PETE CORP CAL	2011-05-02	2012-07-12	504	700	-196	-196
OCCIDENTAL PETE CORP CAL	2011-04-29	2012-07-12	336	446	-110	-110
OCCIDENTAL PETE CORP CAL	2011-04-29	2012-06-26	77	111	-34	-34
OCCIDENTAL PETE CORP CAL	2011-03-21	2012-06-26	387	513	-126	-126
OCCIDENTAL PETE CORP CAL	2011-03-21	2012-06-26	310	404	-94	-94
OCCIDENTAL PETE CORP CAL	2011-03-21	2012-06-20	840	1009	-169	-169
OCCIDENTAL PETE CORP CAL	2011-03-21	2012-06-20	420	505	-85	-85
OREILLY AUTOMOTIVE INC	2011-06-17	2012-10-18	240	186	54	54
OREILLY AUTOMOTIVE INC	2011-06-16	2012-10-18	399	306	93	93
OREILLY AUTOMOTIVE INC	2009-03-19	2012-05-11	4075	1387	2688	2688
OREILLY AUTOMOTIVE INC	2010-01-20	2012-05-11	836	305	531	531
OREILLY AUTOMOTIVE INC	2010-01-20	2012-01-27	989	457	532	532
OREILLY AUTOMOTIVE INC	2010-01-20	2011-12-20	487	228	259	259
NORTHROP GRUMMAN CORP	2012-01-31	2012-09-24	11935	10489	1446	1446
NORTHROP GRUMMAN CORP	2012-01-31	2012-09-20	5063	4429	634	634
NORTHROP GRUMMAN CORP	2012-01-30	2012-09-20	1599	1399	200	200
NORTHROP GRUMMAN CORP	2012-01-30	2012-09-18	6229	5480	749	749
NORTHROP GRUMMAN CORP	2012-01-30	2012-08-13	21993	18773	3220	3220
NINTENDO LTD ADR	2009-03-19	2012-07-03	1515	3771	-2256	-2256
NINTENDO LTD ADR	2009-08-04	2012-07-03	490	1106	-616	-616
NIKE INC CL B	2008-12-03	2012-09-13	198	101	97	97
NIKE INC CL B	2008-07-17	2012-09-13	793	465	328	328
NIKE INC CL B	2008-07-17	2012-09-04	98	58	40	40
FHLMC G1 3888 052025	2011-12-15	2011-12-15	1170	1170
FHLMC G1 3888 052025	2011-11-15	2011-11-15	1140	1140
FHLMC G1 3255 052023	2011-12-15	2011-12-15	71	71
FHLMC G1 3255 052023	2011-11-15	2011-11-15	67	67
FHLMC G1 2522 052022	2011-12-15	2011-12-15	420	420
FHLMC G1 2522 052022	2011-11-15	2011-11-15	268	268
FHLMC G0 6231 042040	2011-12-15	2011-12-15	570	570
FHLMC G0 6231 042040	2011-11-15	2011-11-15	549	549
FHLMC G1 1981 052021	2011-12-15	2011-12-15	181	181
FHLMC G1 1981 052021	2011-11-15	2011-11-15	157	157
FHLMC A5 2207 072036	2011-12-15	2011-12-15
FHLMC A5 2207 072036	2011-11-15	2011-11-15
FANUC LTD-UNSP	2011-02-18	2012-08-02	1680	1774	-94	-94
REALTY INCOME CORP	2009-03-19	2012-03-05	51	28	23	23
REALTY INCOME CORP	2009-03-19	2012-03-02	127	70	57	57
REALTY INCOME CORP	2009-03-19	2012-02-21	378	210	168	168
RLJ LODGING TRUST	2012-03-09	2012-10-01	816	753	63	63
RLJ LODGING TRUST	2012-03-08	2012-10-01	323	297	26	26
RLJ LODGING TRUST	2012-02-17	2012-10-01	19	18	1	1
RLJ LODGING TRUST	2012-02-17	2012-09-28	360	348	12	12
RLJ LODGING TRUST	2012-02-16	2012-09-28	1840	1767	73	73
RLJ LODGING TRUST	2012-02-16	2012-06-11	665	674	-9	-9
RLJ LODGING TRUST	2012-02-16	2012-06-08	947	965	-18	-18
RLJ LODGING TRUST	2011-06-21	2011-12-20	632	682	-50	-50
RLJ LODGING TRUST	2011-06-20	2011-12-20	1196	1248	-52	-52
PUBLICIS GROUPE SPON ADR	2010-03-31	2011-12-07	778	715	63	63
PUBLICIS GROUPE SPON ADR	2010-03-30	2011-12-07	1555	1422	133	133
PUBLIC STORAGE CLD	2010-01-19	2012-05-01	101	90	11	11
PUBLIC STORAGE CLD	2010-01-19	2012-04-30	25	23	2	2
PUBLIC STORAGE CLD	2010-01-19	2012-04-27	101	90	11	11
PUBLIC STORAGE CLD	2010-01-19	2012-04-25	126	113	13	13
PUBLIC STORAGE CLD	2010-01-19	2012-04-20	25	23	2	2
PUBLIC STORAGE CLD	2009-02-26	2012-07-12	300	204	96	96
WSC SALE - 21	2001-01-01	2012-07-12	1		1	1
PUBLIC STORAGE CLD	2009-02-26	2012-04-27	355	239	116	116
PUBLIC STORAGE CLD	2009-02-26	2012-02-21	250	171	79	79
WSC SALE - 21	2001-01-01	2011-11-28	3		3	3
PUBLIC STORAGE INC CLD	2009-02-26	2011-11-28	300	210	90	90
PUBLIC STORAGE INC	2009-02-26	2012-02-09	1000	688	312	312
PUBLIC STORAGE, INC.	2009-02-26	2012-03-09	2035	1382	653	653
PUBLIC STORAGE, INC.	2009-02-26	2011-11-25	611	414	197	197
PUBLIC STORAGE 0.10	2012-07-13	2012-08-28	429	440	-11	-11
PUBLIC STORAGE 0.10	2012-08-09	2012-08-28	1573	1586	-13	-13
PUBLIC STORAGE 0.10	2012-07-13	2012-08-28	429	444	-15	-15
PUBLIC STORAGE 0.10	2008-12-02	2012-08-13	1294	540	754	754
GENERAL ELEC CAP CORP	2010-09-13	2012-09-05	26614	23812	2802	2802
GENERAL ELEC CAP COR CLD	2009-02-26	2012-01-26	336	242	94	94
GENERAL ELEC CAP COR CLD	2009-02-26	2012-01-25	77	56	21	21
GENERAL ELEC CAP CORP	2009-02-26	2011-11-16	385	279	106	106
GENERAL ELEC CAP CORP	2009-02-26	2011-11-03	282	205	77	77
GENERAL ELECTRIC CAP COR	2009-02-26	2012-10-17	281	196	85	85
GENERAL ELECTRIC CAP COR	2009-02-26	2012-07-27	129	89	40	40
GENERAL ELECTRIC CAP COR	2009-02-26	2012-07-26	77	53	24	24
GENERAL ELECTRIC CAP COR	2009-02-26	2012-07-25	104	71	33	33
GENERAL ELECTRIC CAP COR	2009-02-26	2012-06-29	282	196	86	86
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-31	229	160	69	69
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-30	76	53	23	23
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-08	25	18	7	7
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-07	25	18	7	7
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-04	76	53	23	23
GENERAL ELECTRIC CAP COR	2009-02-26	2012-05-03	126	89	37	37
GENERAL ELECTRIC CAP COR	2009-02-26	2012-04-03	25	18	7	7
GENERAL ELECTRIC CAP COR	2009-02-26	2012-04-02	51	36	15	15
GENERAL ELECTRIC CAP COR	2009-02-26	2012-03-30	101	71	30	30
DELL INC	2011-02-28	2012-07-25	4981	6803	-1822	-1822
DELL INC	2011-02-28	2012-07-24	4267	5779	-1512	-1512
DELL INC	2011-02-07	2012-07-24	4465	5433	-968	-968
DELL INC	2011-02-07	2012-07-23	17789	21521	-3732	-3732
DEERE CO	2012-01-18	2012-01-30	2362	2320	42	42
DEERE CO	2011-12-14	2011-12-16	1918	1928	-10	-10
DECKERS OUTDOORS CORP	2012-02-24	2012-06-21	188	320	-132	-132
DECKERS OUTDOORS CORP	2012-02-24	2012-06-20	94	160	-66	-66
DECKERS OUTDOORS CORP	2012-01-25	2012-06-20	141	247	-106	-106
DECKERS OUTDOORS CORP	2011-12-29	2012-06-20	188	315	-127	-127
DECKERS OUTDOORS CORP	2011-12-28	2012-06-20	330	592	-262	-262
DANAHER CORP DEL COM	2010-05-12	2012-05-29	53	44	9	9
DANAHER CORP DEL COM	2010-05-04	2012-05-29	638	499	139	139
DANAHER CORP DEL COM	2010-05-04	2012-05-24	684	540	144	144
DANAHER CORP DEL COM	2010-05-04	2012-05-15	53	42	11	11
DANAHER CORP DEL COM	2010-04-30	2012-05-15	425	372	53	53
FANUC LTD-UNSP	2011-04-12	2012-08-02	1364	1462	-98	-98
FANUC LTD-UNSP	2011-04-14	2012-08-02	1169	1291	-122	-122
FANUC LTD-UNSP	2011-06-29	2012-08-02	998	1159	-161	-161
FANUC LTD-UNSP	2011-04-15	2012-08-02	877	959	-82	-82
FLORIDA PWR LT CAP TR	2010-11-19	2012-03-21	51	49	2	2
FLORIDA PWR LT CAP TR	2010-11-19	2012-03-20	51	49	2	2
FLORIDA PWR LT CAP TR	2010-11-19	2012-03-19	76	74	2	2
FLORIDA PWR LT CAP TR	2010-11-19	2012-03-15	101	98	3	3
FLORIDA PWR LT CAP TR	2010-11-19	2012-01-30	51	49	2	2
FLORIDA PWR LT CAP TR	2010-11-19	2012-01-25	52	49	3	3
FLORIDA PWR LT CAP TR	2010-11-19	2012-01-23	52	49	3	3
FLORIDA PWR LT CAP TR	2010-11-19	2012-01-20	77	74	3	3
FLIR SYSTEMS INC	2012-05-22	2012-08-28	254	275	-21	-21
FLIR SYSTEMS INC	2009-07-27	2012-08-28	802	886	-84	-84
FLIR SYSTEMS INC	2009-06-17	2012-08-28	587	691	-104	-104
FLIR SYSTEMS INC	2009-07-21	2012-08-02	142	161	-19	-19
FLIR SYSTEMS INC	2009-06-17	2012-08-02	1607	1819	-212	-212
FLIR SYSTEMS INC	2010-09-21	2012-02-13	123	139	-16	-16
FLIR SYSTEMS INC	2011-07-29	2012-02-13	1678	1899	-221	-221
FLIR SYSTEMS INC	2009-07-21	2012-02-13	49	46	3	3
EXXON MOBIL CORP COM	2012-06-22	2012-08-08	2907	2728	179	179
EXTRA SPACE STORAGE INC	2011-10-25	2012-08-14	99	64	35	35
EXTRA SPACE STORAGE INC	2011-10-25	2012-08-13	593	387	206	206
EXTRA SPACE STORAGE INC	2011-10-25	2011-12-20	405	365	40	40
EXPRESS SCRIPTS HLDG CO	2011-07-25	2012-09-10	62	57	5	5
EXPRESS SCRIPTS HLDG CO	2012-08-10	2012-09-10	993	991	2	2
EXPRESS SCRIPTS HLDG CO	2010-11-24	2012-09-10	1676	1519	157	157
DOUGLAS EMMETT INC	2012-03-07	2012-04-30	1013	966	47	47
DOUGLAS EMMETT INC	2012-01-05	2012-04-30	46	37	9	9
DOUGLAS EMMETT INC	2011-12-09	2012-04-30	230	183	47	47
DOUGLAS EMMETT INC	2011-12-09	2012-04-24	458	367	91	91
DOUGLAS EMMETT INC	2011-12-09	2012-02-23	523	459	64	64
DOUGLAS EMMETT INC	2011-09-12	2012-02-23	544	446	98	98
DOUGLAS EMMETT INC	2011-08-09	2012-02-23	586	461	125	125
DOUGLAS EMMETT INC	2011-08-09	2012-02-17	846	658	188	188
DOUGLAS EMMETT INC	2011-05-23	2012-02-17	402	381	21	21
DOUGLAS EMMETT INC	2011-05-23	2012-02-03	624	581	43	43
DOUGLAS EMMETT INC	2011-05-19	2012-02-03	603	532	71	71
DOUGLAS EMMETT INC	2011-05-19	2012-02-03	22	21	1	1
DOUGLAS EMMETT INC	2011-05-19	2012-02-03	818	733	85	85
DOUGLAS EMMETT INC	2011-05-19	2012-01-23	571	578	-7	-7
DOUGLAS EMMETT INC	2011-05-19	2012-01-20	764	784	-20	-20
DOUGLAS EMMETT INC	2011-05-19	2011-11-02	190	206	-16	-16
DOUGLAS EMMETT INC	2011-03-02	2011-11-02	628	606	22	22
DOLLAR TREE INC	2011-12-28	2012-08-16	92	84	8	8
DOLLAR TREE INC	2011-12-28	2012-08-15	551	463	88	88
DOLLAR TREE INC	2011-12-28	2012-08-13	50	42	8	8
DOLLAR TREE INC	2011-12-27	2012-08-13	399	336	63	63
DOLLAR TREE INC	2011-12-23	2012-08-10	304	250	54	54
DOLLAR GENERAL CORP	2012-06-26	2012-10-17	100	109	-9	-9
DOLLAR GENERAL CORP	2012-06-26	2012-10-16	552	602	-50	-50
DOLLAR GENERAL CORP	2012-06-26	2012-10-16	201	219	-18	-18
DISCOVER FINL SVCS	2011-05-09	2012-10-09	7468	4597	2871	2871
DISCOVER FINL SVCS	2011-05-09	2012-10-08	4588	2803	1785	1785
DISCOVER FINL SVCS	2011-04-07	2012-10-08	5232	3151	2081	2081
DISCOVER FINL SVCS	2011-04-06	2012-10-08	9418	5736	3682	3682
DISCOVER FINL SVCS	2011-04-05	2012-10-08	3019	1856	1163	1163
DISCOVER FINL SVCS	2011-04-05	2012-05-14	5971	4381	1590	1590
DISCOVER FINL SVCS	2011-04-04	2012-05-14	8299	6048	2251	2251
DIAMONDROCK HOSPITALITY	2011-10-10	2012-04-16	470	343	127	127
DIAMONDROCK HOSPITALITY	2011-10-10	2012-04-13	908	672	236	236
DIAMONDROCK HOSPITALITY	2011-10-10	2012-03-09	441	336	105	105
DIAMONDROCK HOSPITALITY	2011-08-09	2012-03-09	1293	1025	268	268
DIAMONDROCK HOSPITALITY	2011-08-09	2012-03-08	543	435	108	108
DIAMONDROCK HOSPITALITY	2011-08-09	2011-12-20	1117	893	224	224
DELL INC	2012-01-03	2012-07-26	3306	4255	-949	-949
DELL INC	2012-01-03	2012-07-25	1856	2447	-591	-591
DANAHER CORP DEL COM	2010-04-22	2012-05-15	266	208	58	58
DANAHER CORP DEL COM	2010-04-22	2011-11-17	524	458	66	66
DANAHER CORP DEL COM	2010-04-22	2011-11-16	195	166	29	29
DDR CORP COM	2012-06-22	2012-09-28	490	453	37	37
DDR CORP COM	2012-05-30	2012-09-28	1117	1033	84	84
DDR CORP COM	2012-05-29	2012-09-28	1117	1042	75	75
DDR CORP COM	2012-05-29	2012-08-21	89	86	3	3
DDR CORP COM	2012-04-10	2012-08-21	835	801	34	34
DDR CORP COM	2011-11-21	2012-08-21	1073	797	276	276
DDR CORP COM	2011-09-16	2012-08-21	1163	903	260	260
DDR CORP COM	2011-08-12	2012-08-21	507	425	82	82
DDR CORP COM	2011-08-12	2012-03-22	102	87	15	15
DDR CORP COM	2011-04-13	2012-03-22	395	362	33	33
DDR CORP COM	2011-03-23	2012-03-22	1799	1682	117	117
DDR CORP COM	2011-03-23	2012-01-20	287	287
DDR CORP COM	2011-03-02	2012-01-20	356	361	-5	-5
DDR CORP COM	2011-02-21	2012-01-20	151	139	12	12
DDR CORP COM	2011-02-20	2012-01-20	1273	1256	17	17
DDR CORP COM	2011-02-18	2012-01-20	643	549	94	94
DDR CORP COM	2011-02-08	2012-01-20	465	494	-29	-29
DDR CORP COM	2011-02-08	2012-01-20	110	110
DDR CORP COM	2011-02-08	2011-12-27	50	58	-8	-8
DDR CORP COM	2011-02-07	2011-12-27	1853	2040	-187	-187
DDR CORP COM	2011-02-08	2011-11-09	1126	1353	-227	-227
DDR CORP COM	2011-02-08	2011-11-09	97	116	-19	-19
DDR CORP COM	2011-02-07	2011-11-09	1805	2157	-352	-352
BOSTON PPTYS INC	2010-03-22	2012-01-04	497	381	116	116
BOEING COMPANY	2011-12-14	2012-08-02	2943	2883	60	60
BNY CAPITAL V CLD	2009-02-26	2012-09-25	125	90	35	35
BNY CAPITAL V CLD	2009-02-26	2012-09-24	276	199	77	77
BIOMED REALTY TR INC	2012-02-07	2012-10-12	727	736	-9	-9
BHP BILLITON LTD ADR	2009-03-23	2012-10-24	6234	4175	2059	2059
BHP BILLITON LTD ADR	2011-10-03	2012-10-18	720	664	56	56
BHP BILLITON LTD ADR	2009-03-23	2012-10-18	72	47	25	25
BERKSHIRE HATHAWAY INC	2011-09-22	2012-01-20	16272	16194	78	78
BELLE INTERNAT-UNSPON AD	2011-01-18	2011-12-16	1247	1269	-22	-22
BED BATH BEYOND INC	2012-03-22	2012-08-28	472	462	10	10
BED BATH BEYOND INC	2012-03-22	2012-08-02	1990	2178	-188	-188
BARCLAYS BANK PLC	2010-11-17	2011-11-03	23322	24000	-678	-678
BK YOKOHAMA LTD JAPN ADR	2009-08-05	2012-06-13	2166	2884	-718	-718
BANCO SANTANDER SA ADR	2009-02-02	2012-01-09	342	375	-33	-33
BANCO SANTANDER SA ADR	2011-02-10	2012-01-09	28	45	-17	-17
BANCO SANTANDER SA ADR	2008-11-26	2012-01-09	1597	1809	-212	-212
BAKER HUGHES INC	2011-03-21	2012-01-25	1716	2536	-820	-820
BAKER HUGHES INC	2011-03-21	2011-12-09	3396	4789	-1393	-1393
BAKER HUGHES INC	2011-03-23	2011-12-09	599	847	-248	-248
BAKER HUGHES INC	2011-03-23	2011-12-09	1248	1770	-522	-522
BAIDU INC SPON ADR	2010-10-08	2012-10-26	567	493	74	74
BAIDU INC SPON ADR	2009-11-06	2012-10-26	1021	367	654	654
BAIDU INC SPON ADR	2009-11-06	2012-09-10	551	204	347	347
BAIDU INC SPON ADR	2009-11-06	2012-09-06	660	245	415	415
BAIDU INC SPON ADR	2009-11-06	2012-07-12	541	204	337	337
BAIDU INC SPON ADR	2009-11-06	2012-07-10	331	122	209	209
BAIDU INC SPON ADR	2009-11-06	2012-07-06	231	82	149	149
BAIDU INC SPON ADR	2009-11-05	2012-07-06	694	238	456	456
BRE PPTYS INC MARYLAND A	2012-03-13	2012-09-21	1548	1660	-112	-112
BRE PPTYS INC MARYLAND A	2011-10-14	2012-09-21	188	182	6	6
BRE PPTYS INC MARYLAND A	2011-10-14	2012-08-14	1121	1044	77	77
BRE PPTYS INC MARYLAND A	2011-06-22	2012-08-14	97	100	-3	-3
BRE PPTYS INC MARYLAND A	2011-06-22	2012-08-01	1938	1896	42	42
BRE PPTYS INC MARYLAND A	2011-06-22	2012-04-30	1414	1347	67	67
BRE PPTYS INC MARYLAND A	2011-06-22	2012-01-13	1438	1447	-9	-9
AVALONBAY CMMUN INC	2010-04-01	2012-10-26	666	431	235	235
AVALONBAY CMMUN INC	2010-04-01	2012-10-17	400	259	141	141
AVALONBAY CMMUN INC	2010-03-16	2012-10-17	533	350	183	183
AVALONBAY CMMUN INC	2010-03-16	2012-07-11	854	526	328	328
PUBLIC STORAGE 0.10	2008-11-19	2012-08-13	575	247	328	328
PUBLIC STORAGE 0.10	2012-07-13	2012-08-02	2222	2202	20	20
DELL INC	2011-03-01	2012-07-25	1972	2669	-697	-697
CA INC	2011-01-03	2012-10-08	5283	5215	68	68
CA INC	2010-06-28	2012-10-08	13725	10613	3112	3112
CA INC	2010-01-04	2012-10-08	4929	4502	427	427
CMS ENERGY CORP	2011-01-03	2012-01-03	4051	3486	565	565
CMS ENERGY CORP	2010-07-22	2012-01-03	3788	2751	1037	1037
CMS ENERGY CORP	2009-06-08	2012-01-03	14933	8067	6866	6866
CMS ENERGY CORP	2009-06-02	2012-01-03	2847	1560	1287	1287
C.H. ROBINSON WORLDWIDE,	2011-01-11	2011-12-16	67	80	-13	-13
C.H. ROBINSON WORLDWIDE,	2011-01-07	2011-12-16	1069	1276	-207	-207
C.H. ROBINSON WORLDWIDE,	2011-01-07	2011-12-16	468	557	-89	-89
CF INDS HLDGS INC	2011-09-06	2012-08-13	26813	23526	3287	3287
CBS CORPORATION	2009-03-12	2012-03-15	424	178	246	246
CBS CORPORATION	2009-02-26	2012-03-15	4293	2063	2230	2230
CBL ASSOC PPTYS INC	2012-04-10	2012-08-29	2079	1785	294	294
CBL ASSOC PPTYS INC	2012-01-19	2012-08-29	594	458	136	136
CBL ASSOC PPTYS INC	2012-01-19	2012-07-18	1535	1293	242	242
CBL ASSOC PPTYS INC	2012-01-18	2012-07-18	1380	1150	230	230
CBL ASSOC PPTYS INC	2012-01-17	2012-07-18	1846	1510	336	336
BROOKFIELD OFFICE	2011-05-19	2012-10-19	321	391	-70	-70
BROOKFIELD OFFICE	2011-05-19	2012-04-20	217	234	-17	-17
BROOKFIELD OFFICE	2011-03-23	2012-04-20	290	302	-12	-12
BROOKFIELD OFFICE	2011-03-23	2012-01-04	252	271	-19	-19
BROOKFIELD OFFICE	2011-03-23	2012-01-04	126	151	-25	-25
BROOKFIELD OFFICE	2011-03-23	2011-11-03	964	983	-19	-19
BRISTOL-MYERS SQUIBB CO	2011-12-05	2012-09-20	1255	1256	-1	-1
BRISTOL-MYERS SQUIBB CO	2011-11-30	2012-09-20	132	130	2	2
BRISTOL-MYERS SQUIBB CO	2011-11-30	2012-09-18	1087	1072	15	15
BRISTOL-MYERS SQUIBB CO	2011-02-28	2012-01-03	15473	11432	4041	4041
BOSTON PPTYS INC	2010-03-22	2012-07-18	999	686	313	313
BOSTON PPTYS INC	2010-03-22	2012-04-24	945	686	259	259
SANTANDER FIN PFD SA UNI	2009-02-26	2012-03-21	568	418	150	150
SANTANDER FIN PFD SA UNI	2009-02-26	2012-03-20	162	119	43	43
SANTANDER FIN PFD SA UNI	2009-02-26	2012-03-19	461	338	123	123
PROTECTIVE LIFE CORP	2009-02-26	2012-06-14	150	54	96	96
COMCAST CORP	2009-02-26	2012-02-27	1550	1251	299	299
YUM BRANDS INC	2011-08-25	2012-09-27	135	104	31	31
YUM BRANDS INC	2011-08-24	2012-09-27	473	372	101	101
YUM BRANDS INC	2011-07-08	2012-09-27	203	166	37	37
YUM BRANDS INC	2011-07-08	2012-09-11	537	442	95	95
YUM BRANDS INC	2010-10-01	2012-09-11	201	140	61	61
YUM BRANDS INC	2010-10-01	2012-09-06	257	186	71	71
YUM BRANDS INC	2010-10-01	2012-08-31	318	233	85	85
YUM BRANDS INC	2010-09-14	2012-08-31	127	92	35	35
YUM BRANDS INC	2010-09-14	2012-08-27	510	367	143	143
YUM BRANDS INC	2010-09-14	2012-08-21	66	46	20	20
YUM BRANDS INC	2010-09-03	2012-08-21	1180	794	386	386
YUM BRANDS INC	2010-09-03	2012-07-31	325	220	105	105
YUM BRANDS INC	2010-09-02	2012-07-31	195	131	64	64
YUM BRANDS INC	2010-09-02	2012-05-17	415	263	152	152
YUM BRANDS INC	2010-09-02	2012-02-17	717	482	235	235
YUM BRANDS INC	2010-09-02	2012-02-14	192	131	61	61
YOUKU TUDOU INC ADR	2011-07-01	2012-06-20	265	403	-138	-138
YOUKU TUDOU INC ADR	2011-07-01	2012-06-19	340	513	-173	-173
YOUKU TUDOU INC ADR	2011-06-28	2012-06-19	316	482	-166	-166
YOUKU TUDOU INC ADR	2011-06-07	2012-06-18	218	319	-101	-101
YOUKU TUDOU INC ADR	2011-05-20	2012-06-18	339	667	-328	-328
YOUKU TUDOU INC ADR	2011-05-19	2012-06-18	314	648	-334	-334
XCEL ENERGY INC	2009-02-26	2011-12-27	137	124	13	13
XCEL ENERGY INC	2009-02-26	2011-12-23	110	99	11	11
XCEL ENERGY INC	2009-02-26	2011-12-20	110	99	11	11
WYNN RESORTS LTD	2010-07-15	2012-07-02	102	84	18	18
WYNN RESORTS LTD	2010-07-14	2012-07-02	510	416	94	94
WYNN RESORTS LTD	2010-07-14	2012-04-23	376	250	126	126
WESTERN UN CO	2010-11-08	2012-10-08	808	805	3	3
WESTERN UN CO	2010-11-02	2012-10-08	3363	3269	94	94
WESTERN UN CO	2010-11-01	2012-10-08	12366	12072	294	294
WELLS FARGO CAPITAL XII	2009-02-26	2012-03-09	262	187	75	75
PUBLIC STORAGE 0.10	2008-11-19	2012-02-06	1122	493	629	629
PUBLIC STORAGE 0.10	2008-11-13	2012-02-06	701	346	355	355
PUB SVC ENTERPRISE GRP	2011-11-15	2012-03-22	1718	1937	-219	-219
PUB SVC ENTERPRISE GRP	2011-11-15	2012-01-30	1813	2004	-191	-191
PUB SVC ENTERPRISE GRP	2011-08-25	2011-12-16	1730	1840	-110	-110
PUB SVC ENTERPRISE GRP	2011-11-15	2011-12-16	723	768	-45	-45
PRUDENTIAL FINANCIAL INC	2012-04-30	2012-05-15	7094	10355	-3261	-3261
PRUDENTIAL FINANCIAL INC	2012-05-01	2012-05-14	1206	1474	-268	-268
PRUDENTIAL FINANCIAL INC	2012-04-30	2012-05-14	8242	9965	-1723	-1723
PRUDENTIAL FINANCIAL INC	2012-04-30	2012-05-14	7237	8749	-1512	-1512
PRUDENTIAL FINANCIAL INC	2009-05-15	2011-12-14	3008	2396	612	612
PROTECTIVE LIFE CORP	2009-02-26	2012-06-15	425	152	273	273
PROLOGIS INC	2009-04-09	2012-09-28	75	37	38	38
PROLOGIS INC	2009-04-08	2012-09-28	25	12	13	13
PROLOGIS INC	2009-04-08	2012-09-27	175	81	94	94
PROLOGIS INC	2009-04-08	2012-05-04	124	58	66	66
PROLOGIS INC	2009-04-08	2012-05-03	50	23	27	27
PROLOGIS INC	2009-04-08	2012-05-02	50	23	27	27
PROLOGIS INC	2011-04-14	2012-04-23	1435	1495	-60	-60
PROLOGIS INC	2011-04-14	2012-04-20	417	427	-10	-10
PROLOGIS INC	2011-04-13	2012-04-20	1217	1229	-12	-12
PROLOGIS INC	2011-02-07	2012-04-20	174	154	20	20
PROLOGIS INC	2011-02-07	2012-04-20	1112	989	123	123
PROLOGIS INC	2011-02-07	2012-04-20	70	60	10	10
PROLOGIS INC	2011-02-07	2012-04-20	695	594	101	101
PROLOGIS INC	2011-02-07	2012-03-29	1471	1415	56	56
PROLOGIS INC	2011-02-07	2012-03-29	420	370	50	50
PROLOGIS INC	2011-02-07	2012-03-22	1537	1483	54	54
PROLOGIS INC	2011-02-07	2012-02-09	1840	1819	21	21
PROLOGIS INC	2011-02-07	2012-01-26	65	67	-2	-2
PROLOGIS INC	2011-02-07	2012-01-26	649	674	-25	-25
PROLOGIS INC	2011-02-07	2012-01-20	1005	1078	-73	-73
PRICELINE COM INC	2011-06-29	2012-10-18	583	500	83	83
PRICELINE COM INC	2011-06-28	2012-10-18	583	494	89	89
PRICELINE COM INC	2010-07-21	2012-10-18	583	222	361	361
PRICELINE COM INC	2010-07-21	2012-07-16	1275	443	832	832
PRICELINE COM INC	2010-05-12	2012-07-12	639	219	420	420
PRICELINE COM INC	2010-04-20	2012-07-12	639	255	384	384
PRICELINE COM INC	2010-04-20	2012-06-20	671	255	416	416
GENERAL ELECTRIC CAP COR	2009-02-26	2012-03-29	380	267	113	113
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-10-03	51	35	16	16
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-10-02	253	176	77	77
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-09-07	103	70	33	33
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-09-06	103	70	33	33
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-09-05	77	53	24	24
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-07-20	26	18	8	8
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-07-19	103	70	33	33
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-07-18	156	106	50	50
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-14	202	141	61	61
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-11	101	70	31	31
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-08	25	18	7	7
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-07	25	18	7	7
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-04	76	53	23	23
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-03	152	106	46	46
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-05-01	353	247	106	106
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-04-30	101	70	31	31
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-04-23	101	70	31	31
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-04-20	101	70	31	31
GENERAL ELECTRIC CAPITAL	2009-02-26	2012-04-19	75	53	22	22
GENL DYNAMICS CORP COM	2012-01-03	2012-08-06	3280	3567	-287	-287
GENL DYNAMICS CORP COM	2011-08-22	2012-08-06	21512	19930	1582	1582
GENL DYNAMICS CORP COM	2009-03-23	2012-02-13	281	155	126	126
GENL DYNAMICS CORP COM	2009-05-15	2012-02-13	913	715	198	198
GENL DYNAMICS CORP COM	2009-07-07	2012-02-13	1124	836	288	288
OAO GAZPROM SPON ADR	2007-12-13	2012-07-30	571	1721	-1150	-1150
OAO GAZPROM SPON ADR	2009-03-19	2012-07-30	1731	1372	359	359
GAFISA S A SPON ADR	2010-04-07	2012-05-22	283	1520	-1237	-1237
WELLS FARGO CAPITAL XII	2009-02-26	2012-03-08	288	206	82	82
WELLS FARGO CAPITAL XI	2009-02-26	2012-06-15	2275	1358	917	917
WELLS FARGO CAPITAL XI	2009-02-26	2012-03-20	25	15	10	10
WELLS FARGO CAPITAL XI	2009-02-26	2012-03-19	126	75	51	51
NIKE INC CL B	2008-07-15	2012-09-04	98	57	41	41
NIKE INC CL B	2008-07-15	2012-08-31	195	114	81	81
NIKE INC CL B	2008-07-15	2012-07-31	471	285	186	186
NIKE INC CL B	2008-07-15	2012-05-10	323	171	152	152
NIKE INC CL B	2008-07-14	2012-05-10	647	337	310	310
NEXTERA ENERGY CAP HLDGS	2009-03-20	2012-06-18	250	229	21	21
NEXTERA ENERGY CAP HLDGS	2009-03-20	2012-06-15	111	102	9	9
NEXTERA ENERGY CAPITAL H	2009-02-26	2011-11-08	152	153	-1	-1
NEXTERA ENERGY CAPITAL H	2009-02-26	2011-11-07	354	357	-3	-3
NEXEN INC	2012-03-30	2012-06-27	50	50
NEXEN INC	2012-03-22	2012-06-27	75	75
NEXEN INC	2011-10-18	2012-06-27	125	125
NEXEN INC	2011-10-14	2012-06-27	100	99	1	1
NEXEN INC	2011-10-13	2012-06-27	75	73	2	2
NEXEN INC	2011-10-12	2012-06-27	100	98	2	2
NEWS CORP CL A	2009-11-20	2012-08-02	2137	1131	1006	1006
NEWS CORP CL A	2009-11-20	2012-05-18	736	462	274	274
NEWS CORP CL A	2009-11-20	2011-12-16	257	182	75	75
NEWS CORP CL A	2009-12-17	2011-12-16	994	775	219	219
NEWS CORP CL A	2010-09-22	2011-12-16	223	177	46	46
NESTLE S A REP RG SH ADR	2009-03-19	2012-10-05	650	323	327	327
NESTLE S A REP RG SH ADR	2009-12-18	2012-10-05	130	96	34	34
NESTLE S A REP RG SH ADR	2009-12-18	2011-12-20	621	529	92	92
NESTLE S A REP RG SH ADR	2009-12-18	2011-12-14	1083	962	121	121
NATL RURAL UTILITY CFC	2009-02-26	2012-03-08	404	336	68	68
NATL RURAL UTILITY CFC	2009-02-26	2011-12-15	253	210	43	43
NATL RURAL UTILITY CFC	2009-02-26	2011-11-16	713	588	125	125
NATIONAL-OILWELL VARCO	2011-07-21	2012-06-28	619	813	-194	-194
NATIONAL GRID PLC SP ADR	2012-05-30	2012-08-02	3999	3906	93	93
NATIONAL CITY CAPITAL TR	2009-05-14	2012-05-25	250	171	79	79
NATIONAL CITY CAPITAL TR	2009-05-13	2012-05-25	300	207	93	93
NATIONAL CITY CAPITAL TR	2009-05-12	2012-05-25	175	122	53	53
NATIONAL CITY CAPITAL TR	2009-02-26	2012-05-25	125	71	54	54
NATIONAL CITY CAPITAL TR	2009-02-26	2012-03-28	482	270	212	212
NATIONAL CITY CAP TR CLD	2010-09-09	2011-11-15	625	618	7	7
NATIONAL CITY CAP TR CLD	2009-03-04	2011-11-15	300	136	164	164
NATIONAL CITY CAP TR CLD	2009-03-03	2011-11-15	325	141	184	184
NATIONAL CITY CAP TR CLD	2009-02-26	2011-11-15	1775	1002	773	773
MOTOROLA SOLUTIONS INC	2012-01-03	2012-05-01	8939	8113	826	826
MOTOROLA SOLUTIONS INC	2011-01-24	2012-05-01	1860	1381	479	479
MOTOROLA SOLUTIONS INC	2011-01-24	2012-04-30	18421	13922	4499	4499
WELLS FARGO CAPITAL XI	2009-02-26	2012-03-16	326	194	132	132
WELLS FARGO CAPITAL XI	2009-02-26	2012-03-15	201	119	82	82
WELLS FARGO CAPITAL IX	2009-02-26	2012-04-30	25	14	11	11
WELLS FARGO CAPITAL IX	2009-02-26	2012-04-27	25	14	11	11
WELLS FARGO CAPITAL IX	2009-02-26	2012-04-26	50	28	22	22
WELLS FARGO CAPITAL IX	2009-02-26	2012-04-25	125	71	54	54
WELLS FARGO CAPITAL IX	2009-02-26	2012-04-24	75	42	33	33
WELLS FARGO CAPITAL IX	2009-02-26	2012-03-16	123	71	52	52
WELLS FARGO CAPITAL IX	2009-02-26	2012-03-15	271	156	115	115
WELLS FARGO CAPITAL IX	2009-02-26	2012-03-14	124	71	53	53
WELLS FARGO CAPTL TR VII	2009-02-26	2012-05-01	576	326	250	250
WELLS FARGO CAPTL TR VII	2009-02-26	2012-03-16	174	99	75	75
WELLS FARGO CAPTL TR VII	2009-02-26	2012-03-15	323	184	139	139
WELLS FARGO CAPTL TR VII	2009-02-26	2012-03-14	175	99	76	76
WELLS FARGO CO NEW DEL	2009-03-23	2012-08-02	1261	622	639	639
WELLS FARGO CO NEW DEL	2009-03-23	2012-03-22	1472	720	752	752
WELLPOINT INC	2010-01-04	2012-06-26	5122	4407	715	715
WELLPOINT INC	2009-03-04	2012-06-26	4845	2304	2541	2541
WELLPOINT INC	2009-03-03	2012-06-26	2007	892	1115	1115
WELLPOINT INC	2012-01-03	2012-06-26	4803	4691	112	112
WELLPOINT INC	2011-01-03	2012-06-26	4037	3354	683	683
WELLPOINT INC	2010-01-04	2012-06-26	3272	2799	473	473
GAFISA S A SPON ADR	2010-02-16	2012-05-22	439	2512	-2073	-2073
GDF SUEZ ADR	2009-03-23	2012-05-29	1150	2086	-936	-936
GDF SUEZ ADR	2011-03-25	2012-05-29	262	515	-253	-253
FRANKLIN RES INC	2011-08-25	2012-01-13	2206	2667	-461	-461
FOREST CITY ENTRPRS CL A	2009-03-23	2012-09-20	785	197	588	588
FORD MOTOR CO	2010-01-13	2012-08-01	480	619	-139	-139
FORD MOTOR CO	2010-01-11	2012-07-30	1755	2339	-584	-584
FORD MOTOR CO	2010-01-12	2012-07-30	1599	2096	-497	-497
FORD MOTOR CO	2010-01-13	2012-07-30	1216	1554	-338	-338
FORD MOTOR CO	2010-08-19	2012-07-30	1216	1597	-381	-381
FORD MOTOR CO	2012-01-30	2012-07-30	347	477	-130	-130
FORD MOTOR CO	2012-03-16	2012-05-29	552	653	-101	-101
ENGILITY HOLDINGS INC	2012-01-03	2012-07-24	103	117	-14	-14
EXPRESS SCRIPTS HLDG CO	2011-07-25	2012-08-02	1293	1313	-20	-20
EXPRESS SCRIPTS HLDG CO	2012-04-04	2012-08-02	225	229	-4	-4
EXPRESS SCRIPTS HLDG CO	2012-04-04	2012-05-29	2453	2629	-176	-176
EXPRESS SCRIPTS HLDG CO	2012-01-25	2012-04-25	32	31	1	1
ESSEX PPTY TR INC COM	2011-02-07	2012-10-12	439	341	98	98
ESSEX PPTY TR INC COM	2010-11-30	2012-10-12	1024	778	246	246
EQUITY RESIDENTIAL	2010-11-19	2012-10-12	619	547	72	72
EQUITY RESIDENTIAL	2010-10-22	2012-10-12	1971	1788	183	183
EQUITY RESIDENTIAL	2010-10-22	2012-07-11	938	766	172	172
EQUITY RESIDENTIAL	2010-10-22	2012-05-21	185	153	32	32
EQUITY RESIDENTIAL	2010-10-14	2012-05-21	985	801	184	184
EQUITY RESIDENTIAL	2010-10-14	2011-11-17	654	600	54	54
EQUITY RESIDENTIAL	2010-08-17	2011-11-17	926	778	148	148
EQUITY ONE	2012-03-06	2012-08-17	1352	1221	131	131
EQUITY ONE	2011-12-09	2012-08-17	380	300	80	80
EQUITY ONE	2011-12-09	2012-08-14	552	433	119	119
EQUITY ONE	2011-11-09	2012-08-14	616	488	128	128
EQUITY ONE	2011-11-09	2012-08-13	573	454	119	119
EQUITY ONE	2011-11-09	2012-04-10	2349	2019	330	330
EQTY LIFESTYLS PPTYS INC	2011-12-02	2012-03-13	1302	1202	100	100
EQTY LIFESTYLS PPTYS INC	2011-11-03	2012-03-13	959	927	32	32
EQUIFAX INC	2010-12-06	2012-08-02	411	318	93	93
EQUIFAX INC	2011-03-01	2012-08-02	1232	965	267	267
ENGILITY HOLDINGS INC	2012-08-01	2012-08-01
ENGILITY HOLDINGS INC	2011-01-03	2012-07-24	89	102	-13	-13
ENGILITY HOLDINGS INC	2010-01-04	2012-07-24	74	105	-31	-31
ENGILITY HOLDINGS INC	2010-01-04	2012-07-24	44	63	-19	-19
ENGILITY HOLDINGS INC	2009-01-02	2012-07-24	207	251	-44	-44
ENGILITY HOLDINGS INC	2008-01-02	2012-07-24	133	224	-91	-91
ENGILITY HOLDINGS INC	2007-10-03	2012-07-24	15	25	-10	-10
EDUCATION REALTY TR INC	2012-08-14	2012-10-08	1267	1435	-168	-168
EBAY INC COM	2010-09-08	2012-10-05	246	123	123	123
EBAY INC COM	2010-09-09	2012-10-05	1916	952	964	964
EBAY INC COM	2010-09-08	2012-10-02	1590	815	775	775
EBAY INC COM	2010-09-24	2012-08-27	2297	1219	1078	1078
CUMMINS INC COM	2011-09-27	2012-07-16	1299	1379	-80	-80
CUMMINS INC COM	2010-09-24	2012-07-12	337	366	-29	-29
CUMMINS INC COM	2010-09-23	2012-07-12	506	531	-25	-25
CUMMINS INC COM	2010-08-13	2012-07-12	337	313	24	24
CUMMINS INC COM	2010-08-13	2012-06-22	270	235	35	35
CUMMINS INC COM	2010-08-12	2012-06-22	270	235	35	35
CUMMINS INC COM	2010-08-12	2012-06-21	187	157	30	30
CUMMINS INC COM	2010-07-15	2012-06-21	467	364	103	103
CUMMINS INC COM	2010-07-15	2012-04-30	1038	655	383	383
CULLEN FRST BKRS PV0.01	2010-05-17	2011-12-16	1341	1510	-169	-169
CUBESMART COM	2012-08-14	2012-09-10	2408	2340	68	68
CUBESMART COM	2012-08-13	2012-09-10	612	589	23	23
CROWN CASTLE INTL CORP	2009-03-23	2012-08-02	1669	557	1112	1112
CROWN CASTLE INTL CORP	2009-03-23	2012-05-21	746	289	457	457
CROWN CASTLE INTL CORP	2009-03-23	2011-12-16	1106	536	570	570
CREDIT SUISSE GP SP ADR	2006-03-10	2012-05-07	22	53	-31	-31
CREDIT SUISSE GP SP ADR	2004-08-12	2012-05-07	351	460	-109	-109
CREDIT SUISSE GP SP ADR	2004-08-12	2012-05-07	702	961	-259	-259
CORNING INC	2012-01-03	2012-02-13	4314	4188	126	126
WELLPOINT INC	2009-03-03	2012-06-12	1318	585	733	733
WELLPOINT INC	2009-01-02	2012-06-12	2081	1288	793	793
WELLPOINT INC	2009-01-02	2012-06-11	3874	2405	1469	1469
WEINGARTEN REALTY	2009-03-12	2012-10-16	633	236	397	397
WEINGARTEN REALTY	2009-03-12	2012-10-05	51	19	32	32
WEINGARTEN REALTY	2009-03-12	2012-10-04	25	9	16	16
WEINGARTEN REALTY	2009-03-12	2012-10-03	76	28	48	48
WEINGARTEN REALTY	2009-03-12	2012-09-27	253	95	158	158
WEINGARTEN REALTY	2009-03-12	2012-08-09	204	76	128	128
WEINGARTEN REALTY	2009-03-12	2012-08-03	76	28	48	48
WEINGARTEN REALTY	2009-03-12	2012-08-01	101	38	63	63
WEINGARTEN REALTY	2009-03-12	2012-07-18	201	76	125	125
WEINGARTEN REALTY	2009-03-12	2012-07-17	177	66	111	111
WEINGARTEN REALTY	2009-03-12	2012-05-01	476	180	296	296
WEINGARTEN REALTY	2009-03-12	2012-03-13	50	19	31	31
WEINGARTEN REALTY	2009-03-12	2012-03-12	75	28	47	47
WEINGARTEN REALTY	2009-03-12	2012-03-09	100	38	62	62
WEINGARTEN REALTY	2009-03-12	2012-03-08	100	38	62	62
WEINGARTEN RLTY INVS SBI	2012-07-11	2012-08-21	2141	2040	101	101
MOTOROLA SOLUTIONS INC	2011-01-24	2012-01-31	1109	920	189	189
MOTOROLA SOLUTIONS INC	2011-01-03	2012-01-31	3976	3206	770	770
MOTOROLA SOLUTIONS INC	2010-10-11	2012-01-31	3097	2276	821	821
MOTOROLA SOLUTIONS INC	2010-10-11	2012-01-30	4313	3193	1120	1120
MOTOROLA SOLUTIONS INC	2010-09-07	2012-01-30	14270	9915	4355	4355
MORGAN STANLEY CAP TRVII	2009-02-26	2012-10-23	75	47	28	28
MORGAN STANLEY CAP TRVII	2009-02-26	2012-10-22	100	62	38	38
MORGAN STANLEY CAP TRVII	2009-02-26	2012-10-19	150	94	56	56
MORGAN STANLEY CAP TRVII	2009-02-26	2012-10-18	300	187	113	113
MORGAN STANLEY	2009-12-02	2012-05-22	1300	2949	-1649	-1649
MONSTER BEVERAGE CORP	2012-09-10	2012-10-24	1859	2299	-440	-440
MONSTER BEVERAGE CORP	2012-09-11	2012-10-24	1208	1470	-262	-262
MONSANTO CO NEW DEL COM	2010-07-01	2012-08-08	264	139	125	125
MONSANTO CO NEW DEL COM	2010-06-11	2012-08-08	352	205	147	147
MONSANTO CO NEW DEL COM	2010-06-11	2012-05-17	564	410	154	154
MONSANTO CO NEW DEL COM	2010-06-11	2012-04-19	536	359	177	177
MITSUI CO ADR	2010-04-06	2011-12-16	296	345	-49	-49
MITSUI CO ADR	2010-04-07	2011-12-16	888	1041	-153	-153
MID AMERICA APT CMNTYS	2011-11-09	2012-01-13	2852	2983	-131	-131
MICROSOFT CORP	2011-01-10	2012-10-24	168	169	-1	-1
MICROSOFT CORP	2012-08-10	2012-10-24	4591	4993	-402	-402
MICROSOFT CORP	2011-01-10	2012-08-02	1891	1834	57	57
MICROSOFT CORP	2011-01-13	2012-08-02	2036	1978	58	58
MICROSOFT CORP	2011-01-14	2012-08-02	2415	2343	72	72
MICROSOFT CORP	2011-01-11	2011-12-16	312	340	-28	-28
MICROSOFT CORP	2011-01-13	2011-12-16	1067	1158	-91	-91
MICROSOFT CORP	2010-01-11	2011-12-12	635	762	-127	-127
MICROSOFT CORP	2010-01-04	2011-12-12	4143	5071	-928	-928
MICROSOFT CORP	2009-01-02	2011-12-12	4346	3435	911	911
MICROSOFT CORP	2008-01-02	2011-12-12	1347	1882	-535	-535
METLIFE INC	2009-02-27	2012-09-10	102	62	40	40
METLIFE INC	2009-02-27	2012-09-07	102	62	40	40
METLIFE INC	2009-02-27	2012-09-06	128	78	50	50
METLIFE INC	2009-02-27	2012-09-05	102	62	40	40
METLIFE INC	2009-02-27	2012-07-05	103	62	41	41
METLIFE INC	2009-02-27	2012-07-03	77	47	30	30
METLIFE INC	2009-02-27	2012-07-02	103	62	41	41
METLIFE INC	2009-02-27	2012-05-14	76	47	29	29
METLIFE INC	2009-02-27	2012-05-11	102	62	40	40
METLIFE INC	2009-02-27	2012-05-10	153	94	59	59
METLIFE INC	2009-02-27	2012-05-09	127	78	49	49
WAL-MART STORES INC	2012-06-26	2012-09-14	520	481	39	39
WAL-MART STORES INC	2010-07-14	2012-03-01	2117	1817	300	300
WAL-MART STORES INC	2010-07-28	2012-03-01	176	154	22	22
WAL-MART STORES INC	2010-08-16	2012-03-01	1235	1061	174	174
WACHOVIA PFD FUNDING	2009-02-26	2012-10-31	136	65	71	71
WACHOVIA PFD FUNDING	2009-02-26	2012-10-24	54	26	28	28
WACHOVIA PFD FUNDING	2009-02-26	2012-10-23	163	77	86	86
WACHOVIA PFD FUNDING	2009-02-26	2012-10-22	82	39	43	43
WACHOVIA PFD FUNDING	2009-02-26	2012-10-19	164	77	87	87
CORNING INC	2011-03-14	2012-02-13	7522	11842	-4320	-4320
CORNING INC	2011-01-03	2012-02-13	3399	4817	-1418	-1418
CORNING INC	2010-08-30	2012-02-13	17160	20379	-3219	-3219
CONTINENTAL RESOURCES	2011-05-31	2012-06-15	490	462	28	28
CONTINENTAL RESOURCES	2011-05-31	2012-06-14	353	330	23	23
CONTINENTAL RESOURCES	2011-03-23	2012-06-14	564	554	10	10
CONTINENTAL RESOURCES	2011-03-18	2012-06-14	141	132	9	9
CONOCOPHILLIPS	2012-05-14	2012-07-10	14512	14300	212	212
CONOCOPHILLIPS	2012-01-03	2012-07-10	14082	15056	-974	-974
CONOCOPHILLIPS	2012-01-03	2012-07-09	651	690	-39	-39
CONOCOPHILLIPS	2011-01-03	2012-07-09	5372	5227	145	145
CONOCOPHILLIPS	2010-01-04	2012-07-09	5806	4347	1459	1459
CONOCOPHILLIPS	2009-01-02	2012-07-09	9279	7121	2158	2158
CONOCOPHILLIPS	2008-09-15	2012-07-09	3256	3278	-22	-22
CONOCOPHILLIPS	2008-06-17	2012-07-09	2713	3692	-979	-979
CONOCOPHILLIPS	2008-06-16	2012-07-09	1628	2202	-574	-574
CONOCOPHILLIPS	2008-06-06	2012-07-09	1031	1376	-345	-345
CONOCOPHILLIPS	2008-06-05	2012-07-09	1682	2200	-518	-518
CONOCOPHILLIPS	2008-06-04	2012-07-09	1628	2096	-468	-468
CONOCOPHILLIPS	2008-06-03	2012-07-09	923	1214	-291	-291
CONOCOPHILLIPS	2010-09-13	2012-02-24	609	444	165	165
CONOCOPHILLIPS	2010-06-18	2012-02-24	2892	2133	759	759
ANADARKO PETE CORP	2011-10-25	2011-12-16	2461	2669	-208	-208
AVALONBAY CMMUN INC	2010-03-16	2012-06-12	1252	788	464	464
AVALONBAY CMMUN INC	2009-03-23	2012-05-15	1156	379	777	777
ARCELORMITTAL SA,	2010-01-22	2012-05-14	173	440	-267	-267
ARCELORMITTAL SA,	2009-03-23	2012-05-14	1587	1859	-272	-272
APPLIED MATERIAL INC	2011-04-11	2012-02-21	8536	10262	-1726	-1726
APPLIED MATERIAL INC	2011-04-06	2012-02-21	3473	4293	-820	-820
APPLIED MATERIAL INC	2011-04-05	2012-02-21	3332	4068	-736	-736
APPLIED MATERIAL INC	2011-04-04	2012-02-21	3204	3880	-676	-676
APPLIED MATERIAL INC	2011-03-21	2012-02-21	5755	6482	-727	-727
APPLIED MATERIAL INC	2011-03-21	2012-02-21	5011	6011	-1000	-1000
APPLIED MATERIAL INC	2011-03-21	2012-01-17	7585	9870	-2285	-2285
APPLIED MATERIAL INC	2011-03-21	2012-01-17	5305	6903	-1598	-1598
APPLE INC	2011-09-27	2012-10-15	1263	809	454	454
APPLE INC	2011-09-27	2012-10-03	1332	809	523	523
APPLE INC	2010-07-21	2012-10-03	666	259	407	407
APPLE INC	2010-04-29	2012-10-03	1999	809	1190	1190
APPLE INC	2010-04-29	2012-10-02	1956	809	1147	1147
APPLE INC	2010-01-27	2012-10-02	1304	415	889	889
APPLE INC	2009-10-01	2012-10-02	652	183	469	469
APPLE INC	2009-10-01	2012-09-11	1326	366	960	960
APPLE INC	2011-06-22	2012-08-02	606	325	281	281
APPLE INC	2011-06-22	2012-08-02	5452	2930	2522	2522
APPLE INC	2009-10-01	2012-05-10	1716	549	1167	1167
APPLE INC	2011-06-22	2012-04-23	1143	650	493	493
APPLE INC	2011-06-22	2012-03-22	3606	1951	1655	1655
APPLE INC	2011-06-22	2012-02-15	1019	650	369	369
APPLE INC	2011-06-22	2012-01-30	906	650	256	256
APPLE INC	2011-06-22	2011-12-16	1523	1301	222	222
APPLE INC	2009-10-01	2011-11-22	746	366	380	380
APPLE INC	2009-04-02	2011-11-11	2699	795	1904	1904
APARTMENT INVT MGMT CO	2012-01-13	2012-10-26	422	362	60	60
APACHE CORP	2012-01-17	2012-08-28	22123	24097	-1974	-1974
APACHE CORP	2009-03-23	2012-08-09	3633	2788	845	845
APACHE CORP	2009-07-07	2012-08-09	975	734	241	241
AON CORP	2011-10-25	2012-02-13	2673	2717	-44	-44
A N S Y S INC COM	2009-03-23	2012-09-21	1182	383	799	799
ANALOG DEVICES INC COM	2011-01-21	2012-01-03	8038	8666	-628	-628
ANALOG DEVICES INC COM	2011-01-20	2012-01-03	10102	10873	-771	-771
ANALOG DEVICES INC COM	2011-01-19	2012-01-03	9631	10455	-824	-824
ANALOG DEVICES INC COM	2011-01-18	2012-01-03	471	516	-45	-45
ANADARKO PETE CORP	2011-10-25	2012-04-23	1770	1962	-192	-192
WASH SALES SEE ATTACHED	2011-11-01	2012-10-31	8271		8271	8271

Field	Value	IRS element (for citing)
Capital Gain Net Income	239790	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	356020	QualifyingDistributionsYear1
Noncharitable Assets Year1	6071523	NoncharitableAssetsYear1
Distribution Ratio Year1	000.058638	DistributionRatioYear1
Qualifying Distributions Year2	276728	QualifyingDistributionsYear2
Noncharitable Assets Year2	5431890	NoncharitableAssetsYear2
Distribution Ratio Year2	000.050945	DistributionRatioYear2
Qualifying Distributions Year3	297115	QualifyingDistributionsYear3
Noncharitable Assets Year3	4671587	NoncharitableAssetsYear3
Distribution Ratio Year3	000.063600	DistributionRatioYear3
Qualifying Distributions Year4	306634	QualifyingDistributionsYear4
Noncharitable Assets Year4	6265519	NoncharitableAssetsYear4
Distribution Ratio Year4	000.048940	DistributionRatioYear4
Qualifying Distributions Year5	325085	QualifyingDistributionsYear5
Noncharitable Assets Year5	6722438	NoncharitableAssetsYear5
Distribution Ratio Year5	000.048358	DistributionRatioYear5
Total Distribution Ratio	000.270481	TotalDistributionRatio
Average Distribution Ratio	000.054096	AverageDistributionRatio
Net Noncharitable Assets	6440501	NetNoncharitableAssets
Adjusted Noncharitable Assets	348405	AdjustedNoncharitableAssets
One Percent Net Investment Income	3593	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	351998	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	183735	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Investment Income Excise Tax	7187	InvestmentIncomeExciseTax
Subtotal	7187	Subtotal
Tax Based On Investment Income	7187	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	3848	EstTaxPaymentsAndOverpayment
Total Credits And Payments	3848	TotalCreditsAndPayments
Tax Paid Original Return	3848	TaxPaidOriginalReturn
Tax Due	3339	TaxDue

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	false	LegislativePoliticalActivities
More Than100 Spent	false	MoreThan100Spent
Form1120 POL Filed	false	Form1120POLFiled
Activities Not Prev Reported	false	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	false	UnrelatedBusIncomeOver1000
Termination Etc	false	TerminationEtc
Requirements Of Sect508e	true	RequirementsOfSect508e
At Least5000 In Assets	true	AtLeast5000InAssets
Form990 PF Filed With AG	true	Form990PFFiledWithAG
Private Operating Foundation	false	PrivateOperatingFoundation
New Substantial Contributors	false	NewSubstantialContributors
Interest In Controlled Entity	false	InterestInControlledEntity
Applicable Insurance Contract	false	ApplicableInsuranceContract
Comply With Public Inspection Rqr	true	ComplyWithPublicInspectionRqr
Website Address	N/A	WebsiteAddress
Books In Care Of Phone Number	6092746834	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	PO Box 1501 NJ2-130-03-31	AddressLine1
City	Pennington	City
State	NJ	State
ZIP Code	085341501	ZIPCode

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

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	false	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	false	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	false	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	false	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	false	TransferAssetsToDsqflyPerson
Payment To Government Offical	false	PaymentToGovernmentOffical
Uncorrected Prior Acts	false	UncorrectedPriorActs
Undistributed Income Prior Years	false	UndistributedIncomePriorYears
Undistr Income4942a2 Not Applied	false	UndistrIncome4942a2NotApplied
Business Holdings	false	BusinessHoldings
Jeopardy Investments	false	JeopardyInvestments
Uncorrected Jeopardy Investments	false	UncorrectedJeopardyInvestments
Influence Legislation	false	InfluenceLegislation
Influence Election	false	InfluenceElection
Grants To Individuals	false	GrantsToIndividuals
Grants To Organizations	false	GrantsToOrganizations
Noncharitable Purpose	false	NoncharitablePurpose
Pay Premiums Prsnl Bnft Contract	false	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	false	ProhibitedTaxShelterTransactn
Proceeds Or Net Income	true	ProceedsOrNetIncome

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (3 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation
KRISTIE MILLER
5907 FRAZIER LANE	MCLEAN	VA	22101	PRESIDENT	020.00	0
WILLIAM TWADDELL
323 W 96TH STREET APT 402	NEW YORK	NY	10001	VICE PRESIDENT	002.00	0
ELLEN JOHNSON TWADDELL
146 TABER AVE	PROVIDENCE	RI	02906	SECRETARY	010.00	0

Summary Of Direct Charitable Acty SummaryOfDirectCharitableActy

Field	Value	IRS element (for citing)
Description1	NONE	Description1
Expenses1	0	Expenses1

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Description1	NONE	Description1

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	6266000	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	272580	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	6538580	TotalFMVOfUnusedAssets
Adj Total FMV Of Unused Assets	6538580	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	98079	CashDeemedCharitable
Net Noncharitable Assets	6440501	NetNoncharitableAssets
Minimum Investment Return	322025	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	322025	MinimumInvestmentReturn
Tax Based On Investment Income	7187	TaxBasedOnInvestmentIncome
Total Tax	7187	TotalTax
Distributable Amount Before Adj	314838	DistributableAmountBeforeAdj
Distributable Amount Before Ded	314838	DistributableAmountBeforeDed
Distributable Amount As Adjusted	314838	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	183735	ExpensesAndContributions
Qualifying Distributions	183735	QualifyingDistributions
Adj Qualifying Distributions	183735	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	314838	DistributableAmountAsAdjusted
Undistributed Income Prior Year	153044	UndistributedIncomePriorYear
Qualifying Distributions	183735	QualifyingDistributions
Applied To Year1	153044	AppliedToYear1
Applied To Current Year	30691	AppliedToCurrentYear
Undistributed Income CY	284147	UndistributedIncomeCY

Supplementary Information SupplementaryInformation

Field	Value	IRS element (for citing)
Contributing Manager	KRISTIE MILLER	ContributingManager
Only Contributes To Preselected	X	OnlyContributesToPreselected

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (6 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
NEW URBAN ARTS
705 WESTMINSTER STREET	PROVIDENCE	RI	02903	NONE	501 (C) (3)	GENERAL OPERATING	$10,000
LONG ISLAND ALZHEIMERS FOUNDATION
5 CHANNEL DRIVE	PORT WASHINGTON	NY	11050	NONE	501 (C) (3)	GENERAL OPERATING	$50,000
PLANNED PARENTHOOD DISTRIBUTIONS
434 WEST 33RD STREET	NEW YORK	NY	10001	NONE	501 (C) (3)	GENERAL OPERATING	$40,000
DOCTORS WITHOUT BORDERS
BOX 5030	HAGERSTOWN	MD	21741	NONE	501 (C) (3)	GENERAL OPERATING	$25,000
SARAH LAWRENCE COLLEGE
1 MEADWAY	BRONXEVILLE	NY	10708	NONE	501 (C) (3)	GENERAL OPERATING	$25,000
AUDOBON NATURALIST SOCIETY
8940 JONES MILL ROAD	CHEVY CHASE	MD	20815	NONE	501 (C) (3)	GENERAL OPERATING	$10,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	160000	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$161,920	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$239,790	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$401,710	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	401710	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

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

Schedule B IRS990ScheduleB

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	X	Organization501c3ExemptPF
General Rule	X	GeneralRule

Contributor Info ContributorInfo

Field	Value	IRS element (for citing)
Contributor Number	0001	ContributorNumber
Contributor Name Individual	KRISTIE MILLER CHARITABLE ANNUITY T	ContributorNameIndividual

Contributor Address US ContributorAddressUS

Field	Value	IRS element (for citing)
Address Line1	PO BOX 1501	AddressLine1
City	PENNINGTON	City
State	NJ	State
ZIP Code	085341501	ZIPCode

Field	Value	IRS element (for citing)
Aggregate Contributions	300000	AggregateContributions
Person Contribution Type	X	PersonContributionType

Field	Value	IRS element (for citing)
Total Under1000 Contributions	300000	TotalUnder1000Contributions

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees

Field	Value	IRS element (for citing)
Category	TAX PREP FEES	Category
Amount	$1,500	Amount
Disbursements Charitable Prps	1500	DisbursementsCharitablePrps

General Explanation Attachment GeneralExplanationAttachment

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds

Field	Value	IRS element (for citing)
Name Of Bond	CATERPILLAR INC	NameOfBond
EOY Book Value	419249	EOYBookValue
EOYFMV	442385	EOYFMV

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (449 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
VALE SA PFD SHS ADR	210500	4541612
358 shares of AT T INC	2874
44 shares of AEGON NV PFD	582
85 shares of AEGON NV	450
ENTERGY ARKANSAS INC	452
NEXTERA ENERGY CAPITAL	2000
TELEPHONE DATA SYSTEMS	1512
26 shares of DIGITAL REALTY TRUST INC	650
96 shares of QWEST CORP CTL 25 PAR	2788
311 shares of EQUITY RESIDENTIAL SBI	17008
262 shares of HEALTH CARE REIT INC	11465
449 shares of MGM MIRAGE	7218
64 shares of NOVARTIS AG SPNSRD ADR	3202
112 shares of OCEANEERING INTERNATIONAL INC	1821
98 shares of BARCLAYS BANK PLC	1017
CBS CORP NEW CL B	7325
CHIPOTLE MEXICAN GRILL	2215
60 shares of DB CAPITAL FDG VIII	533
NATIONAL HEALTH INVS INC	1809
PUBLIC STORAGE INC COM	2307
93 shares of ROCHE HLDG LTD SPONSORED ADR	2995
195 shares of SEI INVESTMENTS CO	2268
112 shares of SCHEIN HENRY INC	3908
PERRIGO CO COM	1306
17 shares of POTASH CORP SASK INC	2200
141 shares of PUBLIC STORAGE INC COM	13148
183 shares of STARBUCKS CORP COM	2783
STATE ST CORP COM	1318
92 shares of VERTEX PHARMACEUTICALS INC	2624
PENNSYLVANIA REAL ESTATE INVT TR	4598
27 shares of CLARCOR INC	4021
PACCAR INC	1584
134 shares of TAUBMAN CTRS INC COM	10877
133 shares of KILROY RLTY CORP	4763
GILEAD SCIENCES INC	6855
GILEAD SCIENCES INC	8617
232 shares of FLIR SYS INC	2086
47 shares of FACTSET RESH SYS INC	2106
DEUTSCHE TELEKOM AG SPONSORED ADR	400
264 shares of DOUGLAS EMMETT INC	3713
322 shares of VODAFONE GROUP PLC NEW	3197
43 shares of MORGAN STANLEY CAP TR VI	1002
MASTERCARD INC	49351
MASTERCARD INC	3116
106 shares of MORGAN STANLEY CAP TRVII	1407
42 shares of STARWOOD HOTELS AND	6861
322 shares of SALLY BEAUTY HLDGS INC	1591
36 shares of CITIGROUP CAPITAL XVI	293
ROYAL BK SCOTLAND GROUP	563
69 shares of CITIGROUP CAPITAL XVII	813
40 shares of AEGON NV	562
DCT INDUSTRIAL TRUST INC	3582
120 shares of TRAVELERS COS INC	6391
62 shares of UDR INC	6426
168 shares of WEINGARTEN REALTY	1214
79 shares of MACYS INC	2418
274 shares of GAFISA S A SPON ADR	14
ING GROEP N.V.	1017
51 shares of MORGAN STANLEY CAP VIII	1254
ROYAL BK SCOTLND GRP PLC	744
22 shares of SOLERA HOLDINGS INC	1745
239 shares of DB CONT CAP TRST II	3404
1670 shares of DISCOVER FINL SVCS	20189
70 shares of MORGAN STANLEY	709
30 shares of US BANCORP	392
115 shares of BARCLAYS BANK PLC	1181
12 shares of LULULEMON ATHLETICA INC	4105
284 shares of HCP INC	12905
16 shares of DTE ENERGY CO. DTE	708
173 shares of BOSTON PPTYS INC	14963
73 shares of BOSTON PPTYS INC	3840
60 shares of BIO RAD LABS INC CL A	3850
127 shares of CARLISLE COMPANIES INC	4232
153 shares of AMETEK INC NEW	2730
AMAZON COM INC	1135
AMAZON COM INC	3054
136 shares of VORNADO RLTY TR COM	10969
80 shares of SAP AKTIENGESELLSCHAFT ADR	2157
RIO TINTO PLC SPON ADR	992
1945 shares of VALERO ENERGY CORP NEW	29070
APARTMENT INVT MGMT CO CL A	5019
103 shares of AVALONBAY CMNTYS INC	10993
60 shares of AVALONBAY CMNTYS INC	2178
BRITISH AMERICAN TOBACCO	2076
61 shares of CANADIAN NATL RY CO	3598
82 shares of CANON INC ADR REPSTG 5 SHS	1634
47 shares of COLUMBIA SPORTSWEAR CO	1887
105 shares of CITY NATIONAL CORP	3943
66 shares of ENI S P A SPONSORED ADR	2889
EBAY INC	5149
1221 shares of EBAY INC	17017
67 shares of COPART INC	1998
51 shares of CUMMINS ENGINE INC	3320
246 shares of COUSINS PPTYS INC COM	2488
378 shares of CROWN CASTLE INTL CORP	6685
111 shares of GRACO INC	1526
257 shares of MARRIOTT INTERNATIONAL INC CL A	8444
58 shares of NATIONAL-OILWELL INC	5756
NATIONAL-OILWELL INC	6195
FIRST NIAGARA FINCL GRP	1620
177 shares of GOLDMAN SACHS GP	3681
EXPRESS SCRIPTS HLDG CO	5836
EXPRESS SCRIPTS HLDG CO	22774
PHILLIPS 66 SHS	4619
HOSPITALITY PROP TRUST	1943
PS BUSINESS PARKS INC	1375
US BANCORP	649
KIMCO REALTY CORP KIM	2140
NEXTERA ENERGY CAPITAL	708
ARCH CAPITAL GROUP LTD	2159
US BANCORP	874
FEDERAL RLTY INV TR	12810
172 shares of BARCLAYS BANK PLC	2965
269 shares of CREDIT SUISSE	6618
63 shares of HSBC HOLDINGS PLC	790
704 shares of PHILIP MORRIS INTL INC	46120
PHILIP MORRIS INTL INC	4078
78 shares of XCEL ENERGY INC	1634
258 shares of ALLIANZ SE	4388
107 shares of PRUDENTIAL FINANCIAL	1647
161 shares of MTN GROUP LTD-SPONS ADR	2999
74 shares of VISA INC CL A SHRS	4797
35 shares of ACE LIMITED	3017
84 shares of ING GROUP NV	770
VMWARE, INC.	4580
143 shares of RENAISSANCERE HLDGS LTD	1259
45 shares of AEGON NV	350
TERADATA CORP DEL	34825
140 shares of DB CONT CAP TRUST III	3183
63 shares of KB FINL GROUP INC SPN AD	1542
36 shares of DEUTSCHE BK CAPITAL FDG	653
89 shares of BARCLAYS BANK PLC	1333
TRANSDIGM GROUP INC	1424
927 shares of FANUC LTD-UNSP	16359
SHIN-ETSU CHEM-UNSPON	3463
108 shares of APTARGROUP INC	3262
123 shares of BRE PPTYS INC	1805
38 shares of BAYER A G SPONSORED ADR	1978
110 shares of BRISTOL MYERS SQUIBB CO COM	4025
77 shares of BOEING COMPANY	2295
140 shares of CAMDEN PPTY TR SBI	7377
REGENCY CENTERS CORP	1407
NATL RETAIL PPTY INC	1860
STANLEY BLACKDECKER	1494
KRAFT FOODS GROUP INC	1672
DTE ENERGY CO. SER C	451
CAPITAL ONE FINANCIAL	4133
THE GOLDMAN SACHS GRP	3921
HARTFORD FINL SVCS GRP	1395
ASPEN INSURANCE HLDG LTD	1001
PS BUSINESS PARKS,INC	2188
PROTECTIVE LIFE CORP	1285
AMERICAN FINANCIAL	723
COMMONWEALTH REIT	727
PUBLIC STORAGE	743
AFLAC INC	768
TYCO FLOW CONTROL INTL	4082
MONSTER BEVERAGE CORP	4529
PUBLIC STORAGE	720
JPMORGAN CHASE CO.	3352
PROTECTIVE LIFE CORP	453
PNC FINANCIAL SERVICES	4115
AFFILIATED MANAGERS	304
REGENCY CENTERS CORP	446
TURQUOISE HILL RES LTD	4564
PNC FINANCIAL SRV GRP	670
PUBLIC STORAGE PSA	2379
AMERICAN TOWER REIT INC	5032
THE CHARLES SCHWAB	2230
SENIOR HOUSING PPTY	1558
BBT CORPORATION	2560
HEALTH CARE REIT INC	1833
PUBLIC STORAGE PSA	2438
QWEST CORPORATION	1453
WEINGARTEN REALTY INVST	423
BBT CORPORATION	1301
KIMCO REALTY CORP	744
158 shares of FIFTH THIRD BANCORP	1548
982 shares of GAP INC	9160
W W GRAINGER INCORPORATED	5993
GRUPO TELEVISA SA DE CV GDR	2052
74 shares of HUNT JB TRANS SVCS INC COM	2958
159 shares of IDEX CORP COM	3382
136 shares of HENRY JACK ASSOC INC	2217
86 shares of HOME DEPOT INC USD 0.05	4050
747 shares of INTERNATIONAL PAPER COMPANY COMMON	33251
131 shares of INTERNATIONAL BUSINESS MACHINES CORP	49281
58 shares of INTERNATIONAL BUSINESS MACHINES CORP	3853
127 shares of JACOBS ENGR GROUP INC COM	3356
KLA TENCOR CORP	27844
134 shares of KEYCORP NEW COM	1124
131 shares of KIRBY CORP	3272
57 shares of DEUTSCHE BK CAP TRUST V	1938
211 shares of VORNADO RLTY LP	4812
133 shares of HYATT HOTELS CORP	3938
120 shares of VERISK ANALYTICS INC	2688
PEBBLEBROOK HOTEL TRUST	3551
DOLLAR GENERAL CORP	2808
PIEDMONT OFFICE REALTY	6010
NEXTERA ENERGY INC SHS	3744
111 shares of SL GREEN RLTY CORP	4478
306 shares of SIMON PPTY GROUP INC NEW	32835
68 shares of SEMPRA ENERGY	3429
294 shares of TAIWAN SEMICONDUCTOR ADR	2587
UNITED RENTALS INC	672
282 shares of VENTAS INC	20994
69 shares of VOLKSWAGEN A G SPONSORED A ADR	2194
88 shares of WELLS FARGO CO NEW	8224
558 shares of WELLS FARGO CO NEW	7717
142 shares of JOHN WILEY SONS CL A	4552
91 shares of HSBC HLDGS PLC	3128
56 shares of LUKOIL-SPONS ADR	2579
54 shares of BP P L C SPONS ADR	2548
73 shares of BANK OF NOVA SCOTIA CAD COM NPV	2646
165 shares of ALEXANDRIA REAL ESTATE	10627
CAMECO CORP	2078
CENTURYTEL INC	1336
GOLDMAN SACHS GROUP INC	64208
38 shares of GOLDMAN SACHS GROUP INC	2654
618 shares of HOST MARRIOTT CORP NEW	1969
EOG RES INC	3122
38 shares of ESSEX PPTY TR	4268
71 shares of FOREST CITY ENTERPRISES INC CL A	1842
394 shares of FOREST CITY ENTERPRISES INC CL A	1279
MCKESSON CORPORATION	34787
327 shares of UMPQUA HLDGS CORP	2481
59 shares of VARIAN MED SYS INC	1886
BANK OF NEW YORK MELLON	3556
TORCHMARK CORP	452
PS BUSINESS PARKS INC	451
MONDELEZ INTERNATIONAL	3114
VORNADO REALTY TR	1058
AEGON N.V. AEG	3225
WEX INC	1090
DIGITAL REALTY TRUST INC	725
TCF FINANCIAL CO	1192
STATE STREET CORP	601
GENERAL ELEC CAP CORP	3840
QWEST CORPORATION	726
RAYMOND JAMES FINANCIAL	1885
NEXTERA ENERGY CAPITAL	720
REALTY INCOME	2105
AXIS CAPITAL HLDGS LTD	2613
ALEXANDRIA REAL ESTATE	423
AMERICAN FINANCIAL	452
AFFILIATED MANAGERS GROU	457
KIMCO REALTY CORP	765
CHUBB CORPORATION COM	39472
134 shares of CHURCH DWIGHT CO INCORPORATED	2712
292 shares of COCA-COLA CO USD	17972
17 shares of CULLEN FROST BKRS INC	986
89 shares of DANAHER CORP COMMON	2817
EMC CORPMASS USD 0.01	39219
674 shares of EMC CORPMASS USD 0.01	20015
DISNEY WALT COMPANY HOLDING CO.	44957
216 shares of DISNEY WALT COMPANY HOLDING CO.	7364
CAPITAL ONE FINL CORP COM	3495
170 shares of JPMORGAN CHASE CAP XXIX	1257
29 shares of ENTERGY LOUISIANA LLC	724
14 shares of PUBLIC STORAGE	347
212 shares of BERKSHIRE HATHAWAYINC	20416
47 shares of COMMONWEALTH REIT	888
205 shares of PING AN INS GROUP CO	2719
254 shares of LLOYDS BANKING GRP PLC	8373
345 shares of HSBC HLDGS PLC	10474
187 shares of SANTANDER FIN PFD SA UNI	1213
16 shares of PS BUSINESS PARKS INC	397
16 shares of PUBLIC STORAGE	400
LYONDELLBASELL INDUSTRIE	6661
LYONDELLBASELL INDUSTRIE	2611
LOWES COMPANIES INC COM	5337
LOWES COMPANIES INC COM	559
50 shares of LIBERTY PROPERTY TRUST	6813
1284 shares of ELI LILLY CO COM	50238
565 shares of LIMITED INC	9729
LIMITED INC	2559
605 shares of LIMITED INC	11924
30 shares of MARKEL CORPORATION HOLDING COMPANY	6336
79 shares of MC DONALDS CORPORATION COMMON	2497
9 shares of MITSUI CO LTD ADR	3102
NIKE INC CL B	34015
84 shares of NIKE INC CL B	2861
54 shares of NIKE INC CL B	4519
200 shares of NESTLE S A SPONSORED ADR	5571
132 shares of OCCIDENTAL PETROLEUM CORPORATION COMMON	7477
599 shares of ORACLE CORPORATION	51833
813 shares of ORACLE CORPORATION	17926
957 shares of PFIZER INC COM	80313
670 shares of PFIZER INC COM	8604
134 shares of PNC FINANCIAL SERVICES GROUP INC	5348
PPG INDUSTRIES INC	30607
24 shares of PALL CORPORATION COM	1234
73 shares of QUALCOMM INC	7261
ROGERS COMMUNICATIONS INC CL B	2583
SCHLUMBERGER LIMITED COM	7688
SCHLUMBERGER LIMITED COM	1553
196 shares of AARONS INC SHS A	2846
206 shares of GOLDMAN SACHS GROUP INC	5041
GENERAL GROWTH PROPERTIE	6055
62 shares of KIMCO REALTY CORP	1542
94 shares of CITIGROUP CAPITAL XIII	3979
CORESITE REALTY CORP	1785
31 shares of ENTERGY ARKANSAS	774
16 shares of ENTERGY LA LLC	394
26 shares of TELEPHONE DATA SYSTEM	648
864 shares of SUMITOMO MITSUI TR HLDGS	3024
33 shares of ENTERGY MISSISSIPPI INC	814
KINDER MORGAN INC. DEL	3102
54 shares of TELEPHONE DATA SYSTEM	1348
38 shares of VORNADO REALTY TR SER J	955
136 shares of COVIDIEN PLC SHS NEW	4378
55 shares of PUBLIC STORAGE PFD SHR	1354
TYCO INTL LTD NAMEN-AKT	25161
59 shares of TIME WARNER INC SHS	1097
58 shares of WELLS FARGO CO NEW	1311
INGERSOLL-RAND PLC	42454
COMCAST CORPORATION	1508
EATON CORP PLC	519
PRUDENTIAL FINCL INC.	2278
518 shares of CELGENE CORP	23160
18 shares of DRIL-QUIP INC	1035
275 shares of TESCO PLC SPONSORED ADR R/B/R	4074
650 shares of EXXON MOBIL CORP	125310
201 shares of UNILEVER NV NY SHARE F NEW	6129
134 shares of EXXON MOBIL CORP	9844
96 shares of AFFILIATED MANAGERS GROUP INC	3422
706 shares of AGILENT TECHNOLOGIES INC	38490
124 shares of AMPHENOL CORP NEW	3825
129 shares of ANSYS INC	2506
20 shares of METTLER-TOLEDO INTL INC	993
HONEYWELL INTL INC	2188
LASALLE HOTEL PPTYS	14228
234 shares of UNITED PARCEL SVC INC CL B	10588
94 shares of DBS GROUP HLDGS LTD	2009
32 shares of INFOSYS TECHNOLOGIES LTD	2684
220 shares of EQUITY ONE INC	6490
46 shares of TARGET CORP	4921
483 shares of VERIZON COMMUNICATIONS INC	40178
231 shares of IRON MTN INC PA	6631
1025 shares of UNITED HEALTH GROUP INC	30623
247 shares of UNITED HEALTH GROUP INC	6431
177 shares of BHP BILLITON LIMITED	3347
98 shares of MONSANTO CO NEW	3722
486 shares of J P MORGAN CHASE CO	85881
344 shares of J P MORGAN CHASE CO	9304
US BANCORP DEL	52497
177 shares of US BANCORP DEL	2282
TOYOTA MTR CORP ADR 2 COM	2202
163 shares of TJX COS INC NEW	4430
TEVA PHARMACEUTICAL INDS ADR	1910
68 shares of UNION PACIFIC CORP	2061
113 shares of UNION PACIFIC CORP	5034
52 shares of WESTPAC BKG CORP SPONSORED ADR	3440
4 shares of AUTOZONE INC	5026
6 shares of DEERE COMPANY	1475
159 shares of US BANCORP DEL	3087
133 shares of ABB LTD	3385
CNOOC LTD SPONSORED ADR	2020
48 shares of SIEMENS A G	2171
651 shares of RAYTHEON CO	37441
198 shares of REGENCY CTRS CORP	7837
590 shares of CHEVRONTEXACO CORP	73670
91 shares of CHEVRONTEXACO CORP	12622
95 shares of YUM BRANDS INC	2330
164 shares of ING GROEP N V PERPETUAL DEBT SECS	3464
175 shares of JSC MMC NORILSK NICKEL SPONSORED	1165
123 shares of CONOCOPHILLIPS	6776
118 shares of CARMAX INC	1345
1331 shares of COMCAST CORP NEW CL A	45952
COMCAST CORP NEW CL A	2437
17 shares of COMCAST CORP NEW CL A	4304
DICKS SPORTING GOODS INC	1236
68 shares of SANOFI-SYNTHELABO	2397
286 shares of ASAHI GLASS ADR	3492
112 shares of BNP PARIBAS	2433
367 shares of PRUDENTIAL PLC ADR	5931
62 shares of TECK CORP LTD CL B NPV	1473
90 shares of ACUITY BRANDS INC	3837
3M CO	48946
1423 shares of MARATHON OIL CORP	30687
162 shares of BROOKFIELD PPTYS CORP	1742
69 shares of ICICI BK LTD	2593
60 shares of WYNN RESORTS LTD	6309
121 shares of ING GROEP N V	3411
181 shares of WACHOVIA PFD FDG CORP	1880
996 shares of GENERAL ELECTRIC CO	29478
666 shares of GENERAL ELECTRIC CO	8932
2308 shares of MICROSOFT CORP COM	71334
791 shares of MICROSOFT CORP COM	12854
160 shares of EQUIFAX INC	4061
34 shares of PRESCISION CASTPARTS CORP CO	5371
76 shares of PRESCISION CASTPARTS CORP CO	5465
135 shares of CITIGROUP CAP IX PFD	2761
101 shares of MORGAN STANLEY CAP TR III 6.25 PFD	1845
171 shares of SANDVIK AB ADR	2167
156 shares of UBS PFD FDG TR IV	781
EQUINIX INC	3630
INTUITIVE SURGICAL INC	4082
20 shares of INTUITIVE SURGICAL INC	1630
120 shares of J P MORGAN CHASE CAP XI	434
62 shares of MORGAN STANLEY CAP TR V PFD	831
16 shares of PRICELINE COM INC	4870
56 shares of PRTNER RE HOLDINGS LTD	1393
466 shares of KINGFISHER PLC	1893
72 shares of MORGAN STANLEY CAP TR IV PFD	1052
298 shares of LKQ CORP	3565
59 shares of CITIGROUP CAP X	480
55 shares of BIOGEN IDEC INC	6542
51 shares of WELLS FARGO CAP IX	254
REGIONS FINL CORP NEW	3325
567 shares of STRATEGIC HOTEL CAP INC	2247
ROYAL BK SCOTLAND GROUP PLC	559
109 shares of EXTRA SPACE STORAGE INC	4007
161 shares of EVEREST RE CAP TR II PFD	2139
AMERICAN CAMPUS CMNTYS INC	7283
51 shares of CITIGROUP CAP XI	1123
40 shares of GOOGLE INC	75259
10 shares of GOOGLE INC	2767
GOOGLE INC	4729
256 shares of ROYAL BK SCOTLAND GROUP PLC	4463
237 shares of BLACKBAUD INC	2481
NEWS CORP	61898
130 shares of UNITED TECHNOLOGIES CORP	3055
73 shares of THERMO ELECTRON CORP	2492
180 shares of FAIR ISSAC CO INC	2246
172 shares of GENTEX CORP COM	6828
749 shares of JOHNSON JOHNSON COM	23214
186 shares of JOHNSON JOHNSON COM	8269
61 shares of GLAXO SMITHKLINE PLC	2521
176 shares of FREEPORT-MCMORAN COPPER GOLD INC CL B	4063
EDISON INTL	422
AIRGAS INC	2255
CVS CORP	64549
195 shares of CVS CORP	8447
61 shares of ESTEE LAUDER COMPANIES INC CL A	1785
227 shares of HCC INS HLDGS INC	5872
1286 shares of NEWS CORP	7470
177 shares of BANCO BRADESCO S A ADR	1437
250 shares of AEGON NV	4459
AMERIPRISE FINL INC	1500
172 shares of W.R. BERKLEY CAPTL TR II	2985
AFLAC INC	1920
ABBOTT LABORATORIES	33554
176 shares of AMERICAN ELECTRIC POWER CO INC	4633
212 shares of AMERICAN EXPRESS COMPANY	4561
794 shares of AMGEN INC	20353
34 shares of ANADARKO PETE CORP	1821
103 shares of APPLE COMPUTER INC COM	87438
24 shares of APPLE COMPUTER INC COM	7303

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	1181853	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	1225356	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther

Field	Value	IRS element (for citing)
Book Value	239611	BookValue
EOYFMV	296851	EOYFMV

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases (3 entries)

DescriptionDescription	AmountAmount
BOND AMORTIZATION	$6,018
GAIN ON CY SALES NOT SETTLED AT YEAR END	$99
PURCHASE OF ACCRUED INTEREST C/O TO NEXT YEAR	$261

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
ADR FEES	247	247
STATE AG FEES	25		25
INVESTMENT FEES	483	483

Other Increases Schedule OtherIncreasesSchedule

Other Increases OtherIncreases (3 entries)

DescriptionDescription	AmountAmount
COST BASIS	$925
GAIN ON PY SALES SETTLED IN THE CY	$2,517
PURCHASE OF ACCRUED INTEREST C/O FROM PY	$484

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Field	Value	IRS element (for citing)
Category	MERRILL LYNCH FEES AS AGENT	Category
Amount	$55,524	Amount
Net Investment Income	33314	NetInvestmentIncome
Disbursements Charitable Prps	22210	DisbursementsCharitablePrps

Taxes Schedule TaxesSchedule

Taxes Taxes (3 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome
PY FED EXCISE TAX	$694	0
ESTIMATED EXCISE TAX PAID	$3,848	0
FOREIGN TAX WITHHELD	$837	837