FRANCES PEW HAYES FAMILY FOUNDATION INC: Form 990PF, tax year 2012

View the entire original 990 at ProPublica ↗

Organization: FRANCES PEW HAYES FAMILY FOUNDATION INC (EIN 65-0297367)
Tax period: 2012-01-01 to 2012-12-31
Filed: 2013-05-13
IRS object ID: 201341339349100419
Schema version: 2012v2.1
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
Accounting Fees Schedule
Compensation Explanation
Investments Other Schedule2
Other Assets Schedule
Other Expenses Schedule
Other Income Schedule2
Other Liabilities Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2013-05-13T08:04:54-05:00	Timestamp
Tax Period End Date	2012-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	GENE R SOLOMON CPA	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	1342 COLONIAL BLVD STE B11	AddressLine1
City	FORT MYERS	City
State	FL	State
ZIP Code	33907	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2012-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	650297367	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	FRANCES PEW HAYES FAMILY	BusinessNameLine1
Business Name Line2	FOUNDATION INC	BusinessNameLine2

Field	Value	IRS element (for citing)
Name Control	FRAN	NameControl
Phone	9787796251	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	103 DRUMLIN HILL ROAD	AddressLine1
City	BOLTON	City
State	MA	State
ZIP Code	01740	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	JAY HOWARD BLACK	Name
Title	PRESIDENT	Title
Phone	9787796251	Phone
Date Signed	2013-05-01	DateSigned

Preparer Preparer

Field	Value	IRS element (for citing)
Name	GENE R SOLOMON	Name
Phone	2399395303	Phone
Date Prepared	2013-05-03	DatePrepared
Self Employed	X	SelfEmployed

Field	Value	IRS element (for citing)
Tax Year	2012	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	4989370	FMVAssetsEOY
Method Of Accounting Other	X	MethodOfAccountingOther

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Interest On Savings Rev And Expnss	15	InterestOnSavingsRevAndExpnss
Interest On Savings Net Invst Incm	15	InterestOnSavingsNetInvstIncm
Dividends Rev And Expnss	128180	DividendsRevAndExpnss
Dividends Net Invst Incm	128180	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	200859	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	2731213	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	200859	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	163044	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	163044	OtherIncomeNetInvstIncm
Total Revenue And Expenses	492098	TotalRevenueAndExpenses
Total Net Investment Income	492098	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	47000	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	47000	CompOfcrDirTrstDsbrsChrtblPrps
Oth Empl Slrs Wgs Rev And Expnss	30000	OthEmplSlrsWgsRevAndExpnss
Oth Empl Slrs Wgs Dsbrs Chrtbl Prps	30000	OthEmplSlrsWgsDsbrsChrtblPrps
Pension Empl Bnft Rev And Expnss	23175	PensionEmplBnftRevAndExpnss
Pension Empl Bnft Dsbrs Chrtbl Prps	23175	PensionEmplBnftDsbrsChrtblPrps
Accounting Fees Rev And Expnss	2745	AccountingFeesRevAndExpnss
Accounting Fees Net Invst Incm	1372	AccountingFeesNetInvstIncm
Accounting Fees Dsbrs Chrtbl Prps	1373	AccountingFeesDsbrsChrtblPrps
Taxes Rev And Expnss	13221	TaxesRevAndExpnss
Taxes Net Invst Incm	3166	TaxesNetInvstIncm
Taxes Adj Net Incm	4276	TaxesAdjNetIncm
Taxes Dsbrs Chrtbl Prps	5779	TaxesDsbrsChrtblPrps
Other Expenses Rev And Expnss	70340	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	68175	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	2165	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	186481	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	72713	TotOprExpensesNetInvstIncm
Tot Opr Expenses Adj Net Incm	4276	TotOprExpensesAdjNetIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	109492	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	219500	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	219500	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	405981	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	72713	TotalExpensesNetInvstIncm
Total Expenses Adj Net Incm	4276	TotalExpensesAdjNetIncm
Total Expenses Dsbrs Chrtbl Prps	328992	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	86117	ExcessOfRevenueOverExpenses
Net Investment Income	419385	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	11090	CashBOY
Cash EOY	39795	CashEOY
Cash EOYFMV	39795	CashEOYFMV
Savings And Temp Cash Invst EOY	97519	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	97519	SavingsAndTempCashInvstEOYFMV
Investments Other BOY	4890833	InvestmentsOtherBOY
Investments Other EOY	4852056	InvestmentsOtherEOY
Investments Other EOYFMV	4852056	InvestmentsOtherEOYFMV
Other Assets BOY	913	OtherAssetsBOY
Total Assets BOY	4902836	TotalAssetsBOY
Total Assets EOY	4989370	TotalAssetsEOY
Total Assets EOYFMV	4989370	TotalAssetsEOYFMV
Other Liabilities BOY	577	OtherLiabilitiesBOY
Other Liabilities EOY	994	OtherLiabilitiesEOY
Total Liabilities BOY	577	TotalLiabilitiesBOY
Total Liabilities EOY	994	TotalLiabilitiesEOY
Org That Follow SFAS117	X	OrgThatFollowSFAS117
Unrestricted BOY	4902259	UnrestrictedBOY
Unrestricted EOY	4988376	UnrestrictedEOY
Total Net Assets BOY	4902259	TotalNetAssetsBOY
Total Net Assets EOY	4988376	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	4902836	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	4989370	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	4902259	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	86117	ExcessOfRevenueOverExpenses
Subtotal	4988376	Subtotal
Total Net Assets Fund Balances EOY	4988376	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (986 entries)

Description Of AssetDescriptionOfAsset	How AcquiredHowAcquired	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses
1 800 FLOWERS COM (FLWS)	P	2005-02-28	2012-08-02	76	165	-89	-89
ADOBE SYSTEMS INCORPORATED NTS (US00	P	2012-02-28	2012-09-06	2111	2097	14	14
ALASKA COMMUNICATIONS SYSTEMS (ALSK)	P	2008-05-28	2012-02-15	395	1632	-1237	-1237
ALTRA HOLDINGS INCORPORATED (AIMC)	P	2008-01-02	2012-12-13	644	507	137	137
AMSURG CORPORATION (AMSG)	P	2007-05-21	2012-08-02	114	96	18	18
AON CORPORATION (AONOLD)	P	2009-12-02	2012-03-30	1963	1539	424	424
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-27	2012-08-03	478	890	-412	-412
APTARGROUP INCORPORATED (ATR)	P	2011-02-08	2012-08-02	146	149	-3	-3
ASTRAZENECA PLC (AZN)	P	2011-03-04	2012-08-02	284	293	-9	-9
BANCO DO BRASIL S A (BDORY)	P	2011-04-06	2012-12-11	2464	4222	-1758	-1758
BCE INCORPORATED COM NEW (BCE)	P	2009-01-15	2012-06-27	122	59	63	63
BG GROUP PLC ADR FIN INST N (BRGYY)	P	2008-07-18	2012-01-18	115	109	6	6
BRISTOL MYERS SQUIBB COMPANY (BMY)	P	2007-10-09	2012-06-27	105	90	15	15
CAPITAL ONE FINL CORPORATION (COF)	P	2011-11-03	2012-12-03	3394	2677	717	717
CELGENE CORPORATION NTS ISIN (US1510	P	2012-01-11	2012-09-06	6214	6094	120	120
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-05-17	3070	1720	1350	1350
CME GROUP INCORPORATED (CME)	P	2012-01-18	2012-12-03	4719	3943	776	776
CONOCOPHILLIPS (COP)	P	2009-02-06	2012-01-18	214	141	73	73
CTRIP COM INTERNATIONAL (CTRP)	P	2011-05-06	2012-06-04	838	2247	-1409	-1409
DIGITAL RIV INCORPORATED (DRIV)	P	2012-02-23	2012-08-02	28	37	-9	-9
DUKE ENERGY CORPORATION NEW (DUK)	P	2007-11-13	2012-07-13	22	19	3	3
EL PASO CORPORATION (EPOLDD)	P	2011-10-20	2012-05-24	756	522	234	234
EXELON CORPORATION (EXC)	P	2012-07-20	2012-12-04	3320	4470	-1150	-1150
FANUC CORPORATION (FANUY)	P	2010-09-21	2012-04-27	2464	1799	665	665
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2007-08-16	2012-03-26	19	19
GENWORTH FINL INCORPORATED COM (GNW)	P	2006-05-02	2012-04-19	48	266	-218	-218
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-09	2012-04-27	131	286	-155	-155
GOOGLE INCORPORATED CLASS A (GOOG)	P	2006-06-13	2012-11-20	2003	1153	850	850
HEALTHCARE RLTY TR REIT (HR)	P	2011-02-08	2012-08-02	96	83	13	13
HEWLETT PACKARD COMPANY (HPQ)	P	2012-08-02	2012-11-20	866	1292	-426	-426
INTEL CORPORATION NTS ISIN US4 (US45	P	2011-09-14	2012-10-05	15293	13970	1323	1323
JARDEN CORPORATION (JAH)	P	2008-03-25	2012-08-02	185	94	91	91
KASIKORNBANK PUB COMPANY (KPCPY)	P	2011-12-15	2012-01-18	74	76	-2	-2
KRAFT FOODS INCORPORATED CLASS (KFTO	P	2011-08-18	2012-08-02	234	203	31	31
LOWES COMPANIES INCORPORATED (LOW)	P	2009-10-28	2012-01-18	4414	3162	1252	1252
MARKETAXESS HLDGS INCORPORATED (MKTX	P	2011-02-08	2012-03-13	362	206	156	156
MERCK & COMPANY INCORPORATED (MRK)	P	2012-01-05	2012-01-18	116	116
MITSUBISHI ESTATE LIMITED ADR (MITEY	P	2009-05-07	2012-01-30	2899	2582	317	317
MRV ENGENHARIA PARTICIPACOES S (MRVN	P	2011-06-09	2012-01-18	104	137	-33	-33
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2007-04-11	2012-12-05	472	3339	-2867	-2867
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-08-07	446	271	175	175
OCCIDENTAL PETROLEUM CORPORATI (US67	P	2010-12-13	2012-09-18	18173	15997	2176	2176
ORIENTAL FINL GROUP (OFGOLD)	P	2010-09-30	2012-08-02	102	133	-31	-31
PEPSICO INCORPORATED (PEP)	P	2012-01-18	2012-12-03	351	324	27	27
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-04-19	2012-01-18	221	145	76	76
PLATINUM UNDERWRITER HLDGS (PTP)	P	2011-02-08	2012-08-02	75	91	-16	-16
PROCTER & GAMBLE COMPANY (PG)	P	2009-03-04	2012-08-02	191	142	49	49
RAYTHEON COMPANY COM NEW (RTN)	P	2004-11-16	2012-09-27	577	388	189	189
ROSETTA RESOURCES INCORPORATED (ROSE	P	2007-01-30	2012-02-23	1192	429	763	763
SAP AG SPON ADR (GERMANY) (SAP)	P	2009-09-09	2012-01-18	286	247	39	39
SEMPRA ENERGY NTS ISIN US81685 (US81	P	2009-04-01	2012-10-22	25472	19514	5958	5958
SPRINT NEXTEL CORPORATION COM (S)	P	2007-12-20	2012-08-02	120	384	-264	-264
STAPLES INCORPORATED (SPLS)	P	2008-10-29	2012-12-03	1491	2087	-596	-596
TALISMAN ENERGY INCORPORATED (TLM)	P	2008-06-23	2012-08-07	2496	4208	-1712	-1712
TEVA PHARMACEUTICAL FINANCE CO (US88	P	2012-02-27	2012-12-17	3201	3134	67	67
THE PROCTER & GAMBLE COMPANY N (US74	P	2010-11-15	2012-07-16	10355	9945	410	410
TOWER GROUP INCORPORATED (TWGPOLD)	P	2011-02-08	2012-03-13	176	216	-40	-40
UNILEVER PLC SPON ADR NEW (UL)	P	2008-11-17	2012-10-23	2090	1263	827	827
US TREASURY NOTES 1% 09/30/201 (9128	P	2011-10-06	2012-08-20	22325	22028	297	297
US TREASURY NOTES 2.375% 07/31 (9128	P	2011-06-13	2012-10-17	22645	21379	1266	1266
US TREASURY NOTES 4.5% 02/15/2 (9128	P	2008-05-15	2012-01-24	11539	10328	1211	1211
VERISIGN INCORPORATED (VRSN)	P	2008-10-29	2012-07-25	757	320	437	437
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2005-09-02	2012-02-07	1120	939	181	181
WACHOVIA CMBS 2003-C6 A-3 (929766JD	P	2010-03-23	2012-04-17	189		189	189
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-10-17	854	469	385	385
XSTRATA PLC (XSRAY)	P	2010-03-10	2012-01-18	124	139	-15	-15
ABBOTT LABS (ABT)	P	2010-05-12	2012-01-18	166	148	18	18
AERCAP HOLDINGS NV (AER)	P	2011-02-08	2012-08-02	90	121	-31	-31
ALASKA COMMUNICATIONS SYSTEMS (ALSK)	P	2008-06-25	2012-02-15	228	909	-681	-681
ALTRIA GROUP INCORPORATED (MO)	P	2007-05-31	2012-01-18	87	66	21	21
AMSURG CORPORATION (AMSG)	P	2007-05-22	2012-08-02	86	73	13	13
AON CORPORATION (AONOLD)	P	2009-12-03	2012-03-30	2699	2111	588	588
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-27	2012-10-19	343	841	-498	-498
ARAB REPUBLIC OF EGYPT NTS ISI (US03	P	2010-11-09	2012-08-27	61534	60049	1485	1485
AT&T INCORPORATED (T)	P	2008-05-02	2012-01-18	91	120	-29	-29
BANKUNITED INCORPORATED (BKU)	P	2011-02-08	2012-03-13	119	149	-30	-30
BCE INCORPORATED COM NEW (BCE)	P	2009-01-15	2012-08-02	253	117	136	136
BG GROUP PLC ADR FIN INST N (BRGYY)	P	2008-07-18	2012-08-01	397	437	-40	-40
BRISTOL MYERS SQUIBB COMPANY (BMY)	P	2007-10-09	2012-08-02	199	179	20	20
CAPITAL ONE FINL CORPORATION (COF)	P	2012-01-05	2012-12-03	5638	4457	1181	1181
CELGENE CORPORATION NTS ISIN (US1510	P	2012-02-27	2012-09-06	9321	9230	91	91
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-08-01	388	207	181	181
CME GROUP INCORPORATED (CME)	P	2012-08-02	2012-12-03	111	102	9	9
CONOCOPHILLIPS (COP)	P	2009-02-06	2012-08-02	164	109	55	55
CTRIP COM INTERNATIONAL (CTRP)	P	2012-01-18	2012-06-04	1873	2581	-708	-708
DIGITALGLOBE INCORPORATED COM (DGI)	P	2012-06-26	2012-08-02	56	46	10	10
DUKE ENERGY CORPORATION NEW (DUK)	P	2007-11-13	2012-08-02	201	174	27	27
EL PASO CORPORATION (EPOLDD)	P	2011-10-26	2012-05-24	3037	2238	799	799
EXELON CORPORATION (EXC)	P	2012-08-09	2012-12-04	1980	2620	-640	-640
FANUC CORPORATION (FANUY)	P	2010-09-21	2012-08-01	506	413	93	93
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2009-02-26	2012-03-26	212	218	-6	-6
GENWORTH FINL INCORPORATED COM (GNW)	P	2008-01-04	2012-04-19	1522	6170	-4648	-4648
GLAXOSMITHKLINE PLC (GSK)	P	2008-07-18	2012-01-18	136	143	-7	-7
GOOGLE INCORPORATED CLASS A (GOOG)	P	2010-07-21	2012-04-25	7926	6305	1621	1621
HEALTHCARE RLTY TR REIT (HR)	P	2011-02-08	2012-12-12	2238	1916	322	322
HEWLETT-PACKARD COMPANY NTS PA (US42	P	2010-09-10	2012-09-13	25000	25000
INTEL CORPORATION NTS ISIN US4 (US45	P	2011-09-16	2012-10-05	18570	16973	1597	1597
JOHNSON & JOHNSON (JNJ)	P	2006-02-03	2012-01-18	391	344	47	47
KASIKORNBANK PUB COMPANY (KPCPY)	P	2011-12-15	2012-05-11	2261	1787	474	474
KRATON PERFORMANCE POLYMERS (KRA)	P	2011-02-08	2012-08-02	60	93	-33	-33
LOWES COMPANIES INCORPORATED (LOW)	P	2009-10-28	2012-02-16	1565	1120	445	445
MARKETAXESS HLDGS INCORPORATED (MKTX	P	2011-02-08	2012-08-02	237	165	72	72
MERCK & COMPANY INCORPORATED (MRK)	P	2012-01-05	2012-06-27	122	116	6	6
MITSUBISHI ESTATE LIMITED ADR (MITEY	P	2009-09-09	2012-01-30	1932	2136	-204	-204
MRV ENGENHARIA PARTICIPACOES S (MRVN	P	2011-06-09	2012-02-09	2219	2785	-566	-566
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2010-01-11	2012-12-05	105	578	-473	-473
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-09-14	969	543	426	426
OCCIDENTAL PETROLEUM CORPORATI (US67	P	2011-01-05	2012-09-18	4543	4033	510	510
P T TELEKOMUNIKASI INDONESIA (TLK)	P	2011-02-02	2012-01-18	93	103	-10	-10
PEPSICO INCORPORATED (PEP)	P	2011-10-13	2012-08-02	216	187	29	29
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-04-19	2012-04-13	789	434	355	355
POLYCOM INCORPORATED (PLCM)	P	2010-09-07	2012-10-11	1058	1396	-338	-338
PROGRESS ENERGY CAROLINA 1ST M (1441	P	2010-03-15	2012-04-19	38092	34052	4040	4040
REPUBLIC SVCS INCORPORATED (RSG)	P	2011-11-03	2012-08-02	657	651	6	6
ROSETTA RESOURCES INCORPORATED (ROSE	P	2007-01-30	2012-08-02	164	75	89	89
SAP AG SPON ADR (GERMANY) (SAP)	P	2009-09-09	2012-08-01	943	741	202	202
SHELL INTERNATIONAL FINANCE B. (US82	P	2010-07-20	2012-06-22	25000	25000
SPRINT NEXTEL CORPORATION COM (S)	P	2008-11-19	2012-08-02	137	62	75	75
STERLING FINL CORPORATION WASH (STSA	P	2012-07-11	2012-08-02	115	115
TECHNIP NEW SPONSORED ADR (TKPPY)	P	2010-11-01	2012-01-18	46	43	3	3
TEVA PHARMACEUTICAL INDUSTRIES (TEVA	P	2011-06-07	2012-03-13	840	944	-104	-104
THE PROCTER & GAMBLE COMPANY N (US74	P	2010-11-15	2012-08-08	7242	6962	280	280
TOWER GROUP INCORPORATED (TWGPOLD)	P	2011-02-08	2012-08-02	37	54	-17	-17
UNILEVER PLC SPON ADR NEW (UL)	P	2007-07-10	2012-01-18	288	303	-15	-15
US TREASURY NOTES 1% 09/30/201 (9128	P	2011-10-06	2012-12-13	10193	10012	181	181
US TREASURY NOTES 2.375% 07/31 (9128	P	2011-06-13	2012-12-13	4318	4070	248	248
US TREASURY NOTES 4.5% 02/15/2 (9128	P	2008-05-15	2012-01-25	11534	10328	1206	1206
VERISIGN INCORPORATED (VRSN)	P	2009-08-10	2012-07-25	463	178	285	285
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2005-09-02	2012-09-11	1786	1429	357	357
WAL-MART STORES INCORPORATED (WMT)	P	2009-11-19	2012-01-18	60	54	6	6
WILEY JOHN & SONS INCORPORATED (JW.A	P	2006-03-28	2012-03-13	519	417	102	102
XSTRATA PLC (XSRAY)	P	2010-03-10	2012-02-24	2451	2363	88	88
ABBOTT LABS (ABT)	P	2010-05-12	2012-07-20	2275	1724	551	551
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-04	2012-03-13	476	311	165	165
ALASKA COMMUNICATIONS SYSTEMS (ALSK)	P	2008-06-26	2012-02-15	219	853	-634	-634
ALTRIA GROUP INCORPORATED (MO)	P	2007-05-31	2012-06-27	102	66	36	36
ANALOG DEVICES INCORPORATED (ADI)	P	2011-11-03	2012-01-18	509	471	38	38
AON CORPORATION (AONOLD)	P	2009-12-04	2012-03-30	540	423	117	117
APOLLO GROUP INCORPORATED (APOL)	P	2010-10-15	2012-10-19	2639	4791	-2152	-2152
ARAB REPUBLIC OF EGYPT NTS ISI (US03	P	2011-02-02	2012-08-27	4475	4252	223	223
AT&T INCORPORATED (T)	P	2008-05-02	2012-06-27	106	120	-14	-14
BANKUNITED INCORPORATED (BKU)	P	2011-02-08	2012-08-02	168	208	-40	-40
BED BATH & BEYOND INCORPORATED (BBBY	P	2010-05-07	2012-01-18	487	346	141	141
BHP BILLITON LIMITED SPONSORED (BHP)	P	2009-05-11	2012-01-18	157	108	49	49
BRISTOL-MYERS SQUIBB COMPANY N (US11	P	2012-08-08	2012-11-28	19845	19794	51	51
CAPITAL ONE FINL CORPORATION (COF)	P	2012-03-09	2012-12-03	5868	5132	736	736
CENTURYLINK INCORPORATED (CTL)	P	2008-10-09	2012-06-27	116	100	16	16
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-08-09	3260	1704	1556	1556
COCA COLA COMPANY (KO)	P	2010-08-20	2012-08-02	1285	885	400	400
CONSOLIDATED EDISON (ED)	P	2010-05-17	2012-01-05	2513	1858	655	655
CUBIST PHARMACEUTICALS (CBST)	P	2011-02-08	2012-08-02	254	135	119	119
DISNEY WALT CO MTN ISIN US2546 (US25	P	2011-08-22	2012-06-26	26245	25780	465	465
DUKE ENERGY CORPORATION NEW (DUKOLDD	P	2007-11-13	2012-01-18	64	58	6	6
ELECTRONICS FOR IMAGING (EFII)	P	2011-02-09	2012-08-02	112	120	-8	-8
EXELON CORPORATION (EXC)	P	2012-08-09	2012-12-04	87	119	-32	-32
FHLMC REMIC SERIES R004 AL (FHR004A	P	2006-04-07	2012-04-16	257	253	4	4
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2010-08-16	2012-03-26	160	164	-4	-4
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-10-29	2012-04-19	936	1768	-832	-832
GLAXOSMITHKLINE PLC (GSK)	P	2008-07-18	2012-06-27	137	143	-6	-6
GOOGLE INCORPORATED CLASS A (GOOG)	P	2010-07-21	2012-08-02	629	485	144	144
HEICO CORPORATION NEW CLASS A (HEI.A	P	2011-02-08	2012-03-13	82	65	17	17
HEWLETT-PACKARD COMPANY NTS PA (US42	P	2010-10-28	2012-09-13	23000	23000
INTER-AMERICAN DEVELOPMENT BAN (US45	P	2010-07-08	2012-10-12	48346	46210	2136	2136
JOHNSON & JOHNSON (JNJ)	P	2006-02-03	2012-08-02	619	516	103	103
KAYDON CORPORATION (KDN)	P	2004-11-15	2012-03-13	111	96	15	15
LB-UBS CMBS 2002-C1 A-4 VARIA (5210	P	2011-08-22	2012-02-21	2095	2120	-25	-25
LOWES COMPANIES INCORPORATED (LOW)	P	2009-10-29	2012-02-16	1126	809	317	317
MASTERCARD INCORPORATED CLASS (MA)	P	2008-02-11	2012-02-07	393	206	187	187
MERCK & COMPANY INCORPORATED (MRK)	P	2012-01-05	2012-08-02	264	232	32	32
MOBILE TELESYSTEMS OJSC (MBT)	P	2011-02-02	2012-01-18	100	116	-16	-16
MRV ENGENHARIA PARTICIPACOES S (MRVN	P	2011-06-09	2012-08-03	1351	2550	-1199	-1199
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2010-12-30	2012-12-05	395	1406	-1011	-1011
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-09-27	1303	760	543	543
OCCIDENTAL PETROLEUM CORPORATI (US67	P	2011-11-29	2012-09-18	7951	7662	289	289
P T TELEKOMUNIKASI INDONESIA (TLK)	P	2011-02-02	2012-08-01	391	343	48	48
PERRIGO COMPANY (PRGO)	P	2010-09-08	2012-10-09	1536	767	769	769
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-05-31	2012-04-13	1227	697	530	530
PPL CORPORATION (PPL)	P	2011-05-11	2012-01-18	84	83	1	1
PRUDENTIAL PLC (PUK)	P	2009-03-25	2012-01-18	191	95	96	96
REPUBLIC SVCS INCORPORATED (RSG)	P	2011-11-03	2012-12-03	5506	5493	13	13
ROVI CORPORATION (ROVI)	P	2007-04-17	2012-08-02	54	257	-203	-203
SAP AG SPON ADR (GERMANY) (SAP)	P	2009-09-09	2012-11-30	2746	1730	1016	1016
SHELL INTERNATIONAL FINANCE B. (US82	P	2011-03-28	2012-06-22	9000	9000
SPRINT NEXTEL CORPORATION COM (S)	P	2008-11-19	2012-12-03	9067	3095	5972	5972
STRYKER CORPORATION (SYK)	P	2012-06-15	2012-08-02	514	532	-18	-18
TELEFONICA S A (TEF)	P	2009-10-16	2012-01-18	51	85	-34	-34
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-01-09	227	99	128	128
THE PROCTER & GAMBLE COMPANY N (US74	P	2011-03-24	2012-08-08	17587	16747	840	840
TULLOW OIL PLC (TUWOY)	P	2010-03-26	2012-01-18	344	307	37	37
UNION PAC CORPORATION (UNP)	P	2010-05-06	2012-01-18	110	71	39	39
US TREASURY NOTES 1.75% 05/15/ (9128	P	2012-05-24	2012-08-08	17170	16976	194	194
US TREASURY NOTES 2.375% 07/31 (9128	P	2011-10-26	2012-12-13	6477	6291	186	186
US TREASURY NOTES 4.5% 02/15/2 (9128	P	2008-05-15	2012-11-14	12454	11293	1161	1161
VERISIGN INCORPORATED (VRSN)	P	2009-08-10	2012-08-13	1192	405	787	787
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2005-09-02	2012-09-12	814	653	161	161
WAL-MART STORES INCORPORATED (WMT)	P	2009-11-19	2012-08-02	588	432	156	156
WILEY JOHN & SONS INCORPORATED (JW.A	P	2006-03-28	2012-08-02	139	114	25	25
XSTRATA PLC (XSRAY)	P	2010-06-10	2012-02-24	2340	1807	533	533
ABBOTT LABS (ABT)	P	2010-05-12	2012-08-02	198	148	50	50
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-04	2012-06-04	185	97	88	88
ALBEMARLE CORPORATION (ALB)	P	2011-02-08	2012-08-02	171	172	-1	-1
ALTRIA GROUP INCORPORATED (MO)	P	2007-05-31	2012-08-02	321	197	124	124
ANALOG DEVICES INCORPORATED (ADI)	P	2011-11-03	2012-08-02	314	290	24	24
AON PLC SHS CL A (AON)	P	2006-08-07	2012-08-07	2086	2012	74	74
APOLLO GROUP INCORPORATED (APOL)	P	2011-01-14	2012-10-19	766	1616	-850	-850
ARAB REPUBLIC OF EGYPT NTS ISI (US03	P	2011-12-02	2012-08-27	3356	3311	45	45
AT&T INCORPORATED (T)	P	2008-05-02	2012-08-02	449	479	-30	-30
BARNES GROUP INCORPORATED (B)	P	2008-11-06	2012-03-13	348	176	172	172
BED BATH & BEYOND INCORPORATED (BBBY	P	2010-05-07	2012-12-03	9935	7351	2584	2584
BHP BILLITON LIMITED SPONSORED (BHP)	P	2009-05-11	2012-02-24	2184	1506	678	678
BRISTOL-MYERS SQUIBB COMPANY N (US11	P	2012-10-04	2012-11-28	2977	2996	-19	-19
CAPITAL ONE FINL CORPORATION (COF)	P	2012-08-02	2012-12-03	748	716	32	32
CENTURYLINK INCORPORATED (CTL)	P	2008-10-09	2012-08-02	250	200	50	50
CINCINNATI FINL CORPORATION (CINF)	P	2010-02-04	2012-01-18	94	80	14	14
COCA COLA COMPANY (KO)	P	2010-08-20	2012-12-03	8132	5971	2161	2161
CREDIT SUISSE GROUP (CS)	P	2012-02-21	2012-06-15	3914	5938	-2024	-2024
CVS CAREMARK CORPORATION (CVS)	P	2009-07-10	2012-07-19	2634	1759	875	875
DISNEY WALT COMPANY COM DISNEY (DIS)	P	2011-05-11	2012-01-18	233	254	-21	-21
DUKE ENERGY CORPORATION NEW (DUKOLDD	P	2007-11-13	2012-06-27	69	58	11	11
EMULEX CORPORATION COM NEW (ELX)	P	2011-02-08	2012-03-13	186	214	-28	-28
EXELON GENERATION COMPANY, LLC (US30	P	2009-09-16	2012-07-31	25701	23052	2649	2649
FHLMC REMIC SERIES R004 AL (FHR004A	P	2006-04-20	2012-04-16	405	398	7	7
FRANKLIN RES INCORPORATED (BEN)	P	2012-06-15	2012-08-02	666	649	17	17
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-11-01	2012-04-19	242	460	-218	-218
GLAXOSMITHKLINE PLC (GSK)	P	2008-07-18	2012-08-02	278	285	-7	-7
GOOGLE INCORPORATED CLASS A (GOOG)	P	2010-07-21	2012-12-03	1394	970	424	424
HEICO CORPORATION NEW CLASS A (HEI.A	P	2011-02-08	2012-05-07	24	19	5	5
HILLSHIRE BRANDS COMPANY (HSH)	P	2011-02-08	2012-07-11	18	16	2	2
INTERCONTINENTALEXCHANGE (ICE)	P	2006-11-06	2012-12-27	3825	2605	1220	1220
JOHNSON & JOHNSON (JNJ)	P	2006-02-03	2012-12-03	7988	6591	1397	1397
KAYDON CORPORATION (KDN)	P	2004-12-08	2012-08-02	41	65	-24	-24
LILLY ELI & COMPANY (LLY)	P	2008-11-04	2012-06-27	126	105	21	21
LOWES COMPANIES INCORPORATED (LOW)	P	2009-11-06	2012-02-16	1345	1018	327	327
MASTERCARD INCORPORATED CLASS (MA)	P	2008-03-11	2012-02-07	2358	1103	1255	1255
MERCK & COMPANY INCORPORATED (MRK)	P	2009-02-27	2012-08-07	1498	851	647	647
MOBILE TELESYSTEMS OJSC (MBT)	P	2011-02-02	2012-08-01	383	388	-5	-5
MRV ENGENHARIA PARTICIPACOES S (MRVN	P	2011-06-27	2012-08-03	1320	2227	-907	-907
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2011-02-09	2012-12-05	115	358	-243	-243
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-10-18	96	54	42	42
OCEANEERING INTERNATIONAL (OII)	P	2006-10-12	2012-02-23	1472	427	1045	1045
PACCAR INCORPORATED (PCAR)	P	2011-09-08	2012-03-13	933	732	201	201
PETROFAC LIMITED ADS (JERSEY) (POFCY	P	2011-04-08	2012-01-18	94	101	-7	-7
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-05-31	2012-06-27	255	149	106	106
PPL CORPORATION (PPL)	P	2011-05-11	2012-06-27	83	83
PRUDENTIAL PLC (PUK)	P	2009-03-25	2012-08-01	481	211	270	270
REPUBLIC SVCS INCORPORATED (RSG)	P	2012-01-18	2012-12-03	312	301	11	11
ROYAL DUTCH SHELL PLC (RDS.A)	P	2010-04-27	2012-01-18	141	123	18	18
SAP AG SPON ADR (GERMANY) (SAP)	P	2010-03-16	2012-11-30	235	138	97	97
SHELL INTERNATIONAL FINANCE B. (US82	P	2011-06-22	2012-06-22	12000	12000
SPRINT NEXTEL CORPORATION COM (S)	P	2012-01-18	2012-12-03	365	147	218	218
STRYKER CORPORATION (SYK)	P	2012-06-15	2012-12-03	8203	8040	163	163
TELEFONICA S A (TEF)	P	2009-10-16	2012-05-18	1126	2547	-1421	-1421
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-01-10	329	142	187	187
THERMO FISHER SCIENTIFIC INC N (US88	P	2011-08-10	2012-09-12	24812	24216	596	596
TURKCELL ILETISIM HIZMETLERI (TKC)	P	2011-02-02	2012-01-18	198	257	-59	-59
UNION PAC CORPORATION (UNP)	P	2010-05-06	2012-08-02	242	141	101	101
US TREASURY NOTES 1.75% 05/15/ (9128	P	2012-06-20	2012-08-14	10051	10097	-46	-46
US TREASURY NOTES 4% 08/15/201 (9128	P	2008-11-19	2012-01-18	4711	4150	561	561
US TREASURY NOTES 4.5% 02/15/2 (9128	P	2008-10-03	2012-11-14	10190	9299	891	891
VERISIGN INCORPORATED (VRSN)	P	2009-12-18	2012-08-13	1430	635	795	795
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2006-01-04	2012-09-12	204	168	36	36
WAL-MART STORES INCORPORATED (WMT)	P	2009-11-19	2012-12-03	1937	1459	478	478
WILLIS GROUP HLDGS NTS ISIN US (US97	P	2011-04-11	2012-09-05	19075	16969	2106	2106
XSTRATA PLC (XSRAY)	P	2010-06-10	2012-06-11	1688	1672	16	16
ABBOTT LABS (ABT)	P	2010-05-12	2012-08-09	263	197	66	66
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-05	2012-06-04	41	22	19	19
ALLERGAN INCORPORATED (AGN)	P	2004-11-16	2012-04-20	382	159	223	223
AMERICAN ELEC PWR INCORPORATED (AEP)	P	2012-05-21	2012-08-02	125	113	12	12
ANALOG DEVICES INCORPORATED (ADI)	P	2011-11-03	2012-12-03	6076	5431	645	645
APACHE CORPORATION (APA)	P	2011-05-26	2012-01-18	286	372	-86	-86
APOLLO GROUP INCORPORATED (APOL)	P	2011-10-20	2012-10-19	262	606	-344	-344
ARCH COAL INCORPORATED (ACI)	P	2011-02-08	2012-08-02	28	134	-106	-106
AT&T INCORPORATED (T)	P	2008-05-02	2012-10-12	1119	1237	-118	-118
BARNES GROUP INCORPORATED (B)	P	2008-11-06	2012-08-02	134	81	53	53
BED BATH & BEYOND INCORPORATED (BBBY	P	2012-08-02	2012-12-03	643	660	-17	-17
BHP BILLITON LIMITED SPONSORED (BHP)	P	2009-06-02	2012-02-24	2574	1984	590	590
BRITISH AMERN TOB PLC (BTI)	P	2007-02-14	2012-08-01	1287	758	529	529
CARDINAL FINL CORPORATION (CFNL)	P	2011-02-08	2012-03-13	110	110
CHARLES RIV LABS INTERNATIONAL (CRL)	P	2004-12-08	2012-03-13	37	48	-11	-11
CINCINNATI FINL CORPORATION (CINF)	P	2010-02-04	2012-02-06	3011	2414	597	597
COCA COLA COMPANY (KO)	P	2012-01-18	2012-12-03	828	743	85	85
CROSS CTRY HEALTHCARE (CCRN)	P	2007-07-19	2012-08-02	36	138	-102	-102
DAITO TR CONSTR COMPANY (DITFY)	P	2010-06-23	2012-01-18	112	68	44	44
DISNEY WALT COMPANY COM DISNEY (DIS)	P	2011-05-11	2012-08-02	536	465	71	71
DYCOM INDUSTRIES INCORPORATED (DY)	P	2007-02-01	2012-03-13	903	877	26	26
EMULEX CORPORATION COM NEW (ELX)	P	2011-02-08	2012-08-02	31	59	-28	-28
EXPEDITORS INTERNATIONAL WASH (EXPD)	P	2004-11-16	2012-08-09	7797	5395	2402	2402
FHLMC REMIC SERIES R004 AL (FHR004A	P	2007-02-16	2012-04-16	257	255	2	2
FRANKLIN RES INCORPORATED (BEN)	P	2012-06-15	2012-12-03	9804	8000	1804	1804
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-11-03	2012-04-20	183	346	-163	-163
GLAXOSMITHKLINE PLC (GSK)	P	2007-02-14	2012-01-18	182	234	-52	-52
GOOGLE INCORPORATED CLASS A (GOOG)	P	2011-06-28	2012-12-03	2788	1973	815	815
HEICO CORPORATION NEW CLASS A (HEI.A	P	2011-02-08	2012-08-02	144	129	15	15
HILLSHIRE BRANDS COMPANY (HSH)	P	2011-02-08	2012-08-02	50	53	-3	-3
INTERCONTINENTALEXCHANGE (ICE)	P	2008-02-05	2012-12-27	494	541	-47	-47
JOHNSON & JOHNSON (JNJ)	P	2009-01-15	2012-06-27	201	173	28	28
KIMBERLY CLARK CORPORATION (KMB)	P	2008-03-17	2012-01-18	221	191	30	30
LILLY ELI & COMPANY (LLY)	P	2008-11-04	2012-08-02	261	210	51	51
LOWES COMPANIES INCORPORATED (LOW)	P	2009-11-16	2012-02-16	2937	2354	583	583
MASTERCARD INCORPORATED CLASS (MA)	P	2008-03-11	2012-05-15	1252	552	700	700
MERCK KGAA UNSPON ADR (MKGAY)	P	2011-05-03	2012-01-18	166	182	-16	-16
MONDELEZ INTERNATIONAL (MDLZ)	P	2011-08-18	2012-12-03	5766	4911	855	855
MRV ENGENHARIA PARTICIPACOES S (MRVN	P	2011-09-28	2012-08-03	1528	1683	-155	-155
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2012-06-29	2012-12-05	210	508	-298	-298
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-11-06	193	109	84	84
OCEANEERING INTERNATIONAL (OII)	P	2006-10-12	2012-08-02	209	66	143	143
PACCAR INCORPORATED (PCAR)	P	2011-09-09	2012-03-13	47	35	12	12
PETROFAC LIMITED ADS (JERSEY) (POFCY	P	2011-04-08	2012-08-01	658	718	-60	-60
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-05-31	2012-07-20	4346	2440	1906	1906
PPL CORPORATION (PPL)	P	2011-05-11	2012-08-02	86	83	3	3
QUALCOMM INCORPORATED (QCOM)	P	2004-12-10	2012-10-18	3690	2626	1064	1064
REXAM PLC SP ADR NEW2001 (REXMYOLDDD	P	2011-02-22	2012-01-18	144	149	-5	-5
ROYAL DUTCH SHELL PLC (RDS.A)	P	2010-04-27	2012-04-17	5292	4747	545	545
SBERBANK RUSSIA (SBRCY)	P	2011-06-27	2012-01-18	164	205	-41	-41
SIGNATURE BK NEW YORK N Y (SBNY)	P	2007-02-01	2012-03-13	185	99	86	86
ST JUDE MED INCORPORATED (STJ)	P	2010-05-12	2012-01-18	412	431	-19	-19
STRYKER CORPORATION NTS ISIN (US8636	P	2011-12-13	2012-09-12	25947	25197	750	750
TELEFONICA S A (TEF)	P	2011-05-11	2012-05-18	1539	2980	-1441	-1441
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-02-02	263	113	150	150
TIME WARNER INCORPORATED COM (TWX)	P	2010-10-13	2012-08-20	987	725	262	262
TURKCELL ILETISIM HIZMETLERI (TKC)	P	2011-02-02	2012-04-04	3880	5034	-1154	-1154
UNION PAC CORPORATION (UNP)	P	2010-05-06	2012-12-03	7556	4371	3185	3185
US TREASURY NOTES 1.75% 05/15/ (9128	P	2012-07-17	2012-08-14	24123	24536	-413	-413
US TREASURY NOTES 4% 08/15/201 (9128	P	2008-11-19	2012-05-10	5894	5180	714	714
VALE S A (VALE)	P	2011-02-02	2012-01-18	98	140	-42	-42
VERISIGN INCORPORATED (VRSN)	P	2010-01-19	2012-08-13	1049	474	575	575
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2006-01-04	2012-09-13	874	714	160	160
WAL-MART STORES, INC. NTS ISIN (US93	P	2010-07-01	2012-09-07	20155	18004	2151	2151
WILLIS GROUP HLDGS NTS ISIN US (US97	P	2011-04-11	2012-09-06	8928	7986	942	942
XSTRATA PLC (XSRAY)	P	2010-08-19	2012-06-11	2955	3404	-449	-449
ABBOTT LABS (ABT)	P	2011-06-13	2012-08-09	1252	976	276	276
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-05	2012-06-26	803	415	388	388
ALLERGAN INCORPORATED (AGN)	P	2004-12-10	2012-04-20	1434	583	851	851
AMERICAN EQTY INVT LIFE HLD (AEL)	P	2007-07-18	2012-03-13	367	375	-8	-8
ANALOG DEVICES INCORPORATED (ADI)	P	2012-06-15	2012-12-03	2997	2722	275	275
APACHE CORPORATION (APA)	P	2011-05-26	2012-08-02	82	124	-42	-42
APPLE INCORPORATED (AAPL)	P	2007-11-13	2012-03-28	1846	504	1342	1342
ASPEN TECHNOLOGY INCORPORATED (AZPN)	P	2007-02-01	2012-02-23	212	104	108	108
AT&T INCORPORATED (T)	P	2008-08-06	2012-10-12	975	825	150	150
BARRICK GOLD CORPORATION (ABX)	P	2004-11-16	2012-06-06	4227	2442	1785	1785
BELDEN INCORPORATED (BDC)	P	2005-08-29	2012-03-13	195	101	94	94
BHP BILLITON LIMITED SPONSORED (BHP)	P	2009-06-02	2012-08-01	398	361	37	37
BRITISH SKY BROADCASTING GROUP (BSYB	P	2011-10-20	2012-01-18	43	46	-3	-3
CARDINAL FINL CORPORATION (CFNL)	P	2011-02-08	2012-07-27	330	286	44	44
CHARLES RIV LABS INTERNATIONAL (CRL)	P	2004-12-08	2012-08-02	68	96	-28	-28
CISCO SYSTEMS INCORPORATED (CSCO)	P	2008-02-08	2012-01-18	273	330	-57	-57
COCA COLA COMPANY (KO)	P	2009-03-04	2012-08-02	240	118	122	122
CROWN CASTLE INTERNATIONAL (CCI)	P	2007-07-02	2012-07-26	1513	924	589	589
DAITO TR CONSTR COMPANY (DITFY)	P	2010-06-23	2012-02-02	2095	1223	872	872
DISNEY WALT COMPANY COM DISNEY (DIS)	P	2011-05-11	2012-12-03	15219	13014	2205	2205
DYCOM INDUSTRIES INCORPORATED (DY)	P	2007-02-01	2012-08-02	183	247	-64	-64
EOG RES INCORPORATED (EOG)	P	2008-03-06	2012-01-18	314	357	-43	-43
EXPEDITORS INTERNATIONAL WASH (EXPD)	P	2004-12-10	2012-08-09	2696	1973	723	723
FHLMC REMIC SERIES R004 AL (FHR004A	P	2008-05-15	2012-04-16	45	46	-1	-1
FTI CONSULTING INCORPORATED (FCN)	P	2009-10-07	2012-03-13	77	84	-7	-7
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-11-15	2012-04-20	91	174	-83	-83
GLAXOSMITHKLINE PLC (GSK)	P	2007-02-14	2012-06-01	2577	3458	-881	-881
GOOGLE, INC. NTS ISIN US38259P (US38	P	2011-05-17	2012-04-25	19688	17873	1815	1815
HEINZ H J COMPANY (HNZ)	P	2007-10-19	2012-01-18	160	139	21	21
IAMGOLD CORPORATION (CANADA) (IAG)	P	2006-12-07	2012-08-02	96	82	14	14
INTERSIL CORPORATION CLASS A (ISIL)	P	2011-02-08	2012-03-13	135	155	-20	-20
JOHNSON & JOHNSON (JNJ)	P	2009-01-15	2012-08-02	206	173	33	33
KIMBERLY CLARK CORPORATION (KMB)	P	2008-03-17	2012-07-20	2289	1715	574	574
LILLY ELI & COMPANY (LLY)	P	2008-11-04	2012-10-23	102	70	32	32
LOWES COMPANIES INCORPORATED (LOW)	P	2009-12-14	2012-02-16	1153	1016	137	137
MASTERCARD INCORPORATED CLASS (MA)	P	2008-03-11	2012-07-16	1310	552	758	758
MERIT MED SYSTEMS INCORPORATED (MMSI	P	2007-02-01	2012-08-02	227	215	12	12
MOTOROLA SOLUTIONS (MSI)	P	2008-01-02	2012-02-01	448	618	-170	-170
NASDAQ OMX GROUP INCORPORATED (NDAQ)	P	2011-02-08	2012-03-13	316	311	5	5
NEUSTAR INCORPORATED CLASS A (NSR)	P	2011-02-08	2012-03-13	419	324	95	95
NORTHERN TRUST CORPORATION NTS (US66	P	2010-11-05	2012-06-19	9671	9109	562	562
ON ASSIGNMENT INCORPORATED (ASGN)	P	2007-12-14	2012-03-13	204	102	102	102
PAREXEL INTERNATIONAL (PRXL)	P	2009-06-05	2012-03-13	253	125	128	128
PFIZER INCORPORATED (PFE)	P	2005-12-29	2012-01-18	131	141	-10	-10
PHILIP MORRIS INTERNATIONAL (PM)	P	2007-05-31	2012-08-02	270	149	121	121
PRESTIGE BRANDS HLDGS (PBH)	P	2012-06-25	2012-08-02	62	58	4	4
QUALCOMM INCORPORATED (QCOM)	P	2005-01-31	2012-10-18	363	223	140	140
REXAM PLC SP ADR NEW2001 (REXMYOLDDD	P	2011-02-22	2012-08-01	438	386	52	52
ROYAL DUTCH SHELL PLC (RDS.A)	P	2010-04-27	2012-08-01	413	370	43	43
SBERBANK RUSSIA (SBRCY)	P	2011-06-27	2012-08-01	508	630	-122	-122
SIGNATURE BK NEW YORK N Y (SBNY)	P	2007-02-01	2012-08-02	63	33	30	30
ST JUDE MED INCORPORATED (STJ)	P	2010-05-12	2012-12-03	1050	1215	-165	-165
SUMITOMO MITSUI FINL GROUP (SMFG)	P	2009-05-07	2012-01-18	228	305	-77	-77
TELEFONICA S A (TEF)	P	2011-06-13	2012-05-18	701	1302	-601	-601
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-03-13	70	28	42	42
TIME WARNER INCORPORATED COM (TWX)	P	2010-10-13	2012-09-27	953	662	291	291
TURKIYE GARANTI BANKASI A S (TKGBY)	P	2011-06-09	2012-01-18	86	119	-33	-33
UNION PAC CORPORATION (UNP)	P	2004-12-09	2012-02-01	1862	496	1366	1366
US TREASURY NOTES 1.75% 05/15/ (9128	P	2012-07-17	2012-08-16	999	1022	-23	-23
US TREASURY NOTES 4% 08/15/201 (9128	P	2009-08-06	2012-05-10	5894	5078	816	816
VALEO SPONSORED ADR (FRANCE) (VLEEY)	P	2011-06-03	2012-01-18	94	127	-33	-33
VERIZON COMMUNICATIONS (VZ)	P	2008-02-13	2012-01-18	117	107	10	10
VISA INCORPORATED COM CLASS A (V)	P	2008-04-03	2012-02-08	754	446	308	308
WEICHAI PWR COMPANY LIMITED (WEICY)	P	2011-02-02	2012-01-18	335	466	-131	-131
WINDSTREAM CORPORATION (WIN)	P	2007-02-14	2012-01-18	37	45	-8	-8
XSTRATA PLC (XSRAY)	P	2011-01-07	2012-06-11	1069	1664	-595	-595
ABBOTT LABS (ABT)	P	2011-06-13	2012-10-12	489	360	129	129
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-06	2012-06-26	108	58	50	50
ALLERGAN, INC. NTS ISIN US0184 (US01	P	2010-09-17	2012-06-20	16037	14902	1135	1135
AMERICAN EQTY INVT LIFE HLD (AEL)	P	2007-07-18	2012-08-02	156	175	-19	-19
ANHEUSER BUSCH INBEV SA/NV (BUD)	P	2009-07-06	2012-01-18	186	112	74	74
APACHE CORPORATION (APA)	P	2011-05-26	2012-12-03	5257	8437	-3180	-3180
APPLE INCORPORATED (AAPL)	P	2007-12-31	2012-03-28	6768	2195	4573	4573
ASPEN TECHNOLOGY INCORPORATED (AZPN)	P	2007-02-01	2012-03-13	234	115	119	119
ATLANTIA SPA (ATASY)	P	2011-01-14	2012-01-18	81	117	-36	-36
BARRICK GOLD CORPORATION (ABX)	P	2004-11-16	2012-09-27	42	23	19	19
BELDEN INCORPORATED (BDC)	P	2005-08-29	2012-08-02	125	81	44	44
BIOMED REALTY TRUST (BMR)	P	2008-06-27	2012-03-13	371	484	-113	-113
BRITISH SKY BROADCASTING GROUP (BSYB	P	2011-10-20	2012-09-20	3700	3565	135	135
CARDINAL FINL CORPORATION (CFNL)	P	2011-02-08	2012-08-02	86	77	9	9
CHEMED CORPORATION NEW (CHE)	P	2011-02-08	2012-03-13	308	312	-4	-4
CISCO SYSTEMS INCORPORATED (CSCO)	P	2008-02-08	2012-08-02	111	165	-54	-54
COGNIZANT TECHNOLOGY SOLUTIONS (CTSH	P	2011-11-03	2012-01-18	480	491	-11	-11
CROWN CASTLE INTERNATIONAL (CCI)	P	2007-07-03	2012-07-26	545	333	212	212
DAITO TR CONSTR COMPANY (DITFY)	P	2010-06-23	2012-08-01	390	217	173	173
DOMINION RES INCORPORATED VA (D)	P	2011-02-11	2012-08-02	1129	925	204	204
E M C CORPORATION MASS (EMC)	P	2009-10-28	2012-01-18	361	265	96	96
EOG RES INCORPORATED (EOG)	P	2008-03-11	2012-01-18	1569	1792	-223	-223
EXXON MOBIL CORPORATION (XOM)	P	2009-05-06	2012-01-18	600	477	123	123
FHLMC REMIC SERIES R004 AL (FHR004A	P	2008-07-29	2012-04-16	212	214	-2	-2
FTI CONSULTING INCORPORATED (FCN)	P	2009-10-07	2012-08-02	75	125	-50	-50
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-11-15	2012-04-23	126	243	-117	-117
GLAXOSMITHKLINE PLC (GSK)	P	2007-02-14	2012-07-13	3585	4689	-1104	-1104
GOVERNMENT PPTYS INCOME TR (GOV)	P	2009-06-24	2012-03-13	95	79	16	16
HEINZ H J COMPANY (HNZ)	P	2007-10-19	2012-08-02	328	278	50	50
IDEX CORPORATION (IEX)	P	2011-02-08	2012-03-13	84	82	2	2
INTERSIL CORPORATION CLASS A (ISIL)	P	2011-02-08	2012-08-02	45	65	-20	-20
JP MORGAN CHASE CMBS 2002-C3 A (4662	P	2007-12-20	2012-12-13	1465	1490	-25	-25
KIMBERLY CLARK CORPORATION (KMB)	P	2008-03-17	2012-08-02	260	191	69	69
LILLY ELI & COMPANY (LLY)	P	2008-11-07	2012-10-23	2611	1742	869	869
LOWES COMPANIES INCORPORATED (LOW)	P	2010-01-19	2012-02-16	1482	1252	230	230
MASTERCARD INCORPORATED CLASS (MA)	P	2008-03-11	2012-10-15	475	184	291	291
METLIFE INCORPORATED (MET)	P	2009-10-28	2012-01-18	1098	1074	24	24
MOTOROLA SOLUTIONS (MSI)	P	2009-02-10	2012-02-01	956	327	629	629
NASDAQ OMX GROUP INCORPORATED (NDAQ)	P	2011-02-08	2012-08-02	135	156	-21	-21
NEUSTAR INCORPORATED CLASS A (NSR)	P	2011-02-08	2012-08-02	137	108	29	29
NORTHERN TRUST CORPORATION NTS (US66	P	2011-01-11	2012-06-19	3224	2893	331	331
ON ASSIGNMENT INCORPORATED (ASGN)	P	2007-12-14	2012-08-02	103	47	56	56
PAREXEL INTERNATIONAL (PRXL)	P	2009-06-05	2012-08-02	134	62	72	72
PFIZER INCORPORATED (PFE)	P	2005-12-29	2012-08-02	1411	1389	22	22
PHILIP MORRIS INTERNATIONAL (PM)	P	2004-11-16	2012-09-07	532	173	359	359
PRICELINE COM INCORPORATED COM (PCLN	P	2009-09-30	2012-08-13	558	163	395	395
QUALCOMM INCORPORATED (QCOM)	P	2010-02-04	2012-01-18	577	388	189	189
REYNOLDS AMERICAN INCORPORATED (RAI)	P	2004-12-08	2012-01-18	124	56	68	68
ROYAL DUTCH SHELL PLC (RDS.B)	P	2008-11-04	2012-06-27	205	178	27	27
SCHLUMBERGER LIMITED (SLB)	P	2008-12-18	2012-01-18	70	41	29	29
SILGAN HOLDINGS INCORPORATED (SLGN)	P	2009-10-22	2012-03-13	215	137	78	78
ST JUDE MED INCORPORATED (STJ)	P	2010-10-14	2012-12-03	4574	5345	-771	-771
SWEDBANK A B (SWDBY)	P	2011-04-12	2012-01-18	184	241	-57	-57
TELSTRA CORPORATION LIMITED (TLSYY)	P	2010-11-26	2012-01-18	314	251	63	63
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-06-22	390	142	248	248
TOTAL S A SPONSORED ADR (TOT)	P	2009-07-16	2012-06-27	128	160	-32	-32
TURKIYE GARANTI BANKASI A S (TKGBY)	P	2011-06-09	2012-04-27	4133	5265	-1132	-1132
UNION PAC CORPORATION (UNP)	P	2004-12-09	2012-09-27	477	124	353	353
US TREASURY NOTES 1.75% 05/15/ (9128	P	2012-07-31	2012-08-16	11985	12280	-295	-295
US TREASURY NOTES 4% 08/15/201 (9128	P	2009-08-06	2012-12-13	11761	10143	1618	1618
VALEO SPONSORED ADR (FRANCE) (VLEEY)	P	2011-06-03	2012-10-18	2819	3912	-1093	-1093
VERIZON COMMUNICATIONS (VZ)	P	2008-02-13	2012-06-27	131	107	24	24
VISA INCORPORATED COM CLASS A (V)	P	2008-04-04	2012-02-08	1185	714	471	471
WEICHAI PWR COMPANY LIMITED (WEICY)	P	2011-02-02	2012-07-06	3790	7202	-3412	-3412
WINDSTREAM CORPORATION (WIN)	P	2007-02-14	2012-08-02	91	134	-43	-43
XSTRATA PLC (XSRAY)	P	2011-10-27	2012-06-11	3160	3771	-611	-611
ABBOTT LABS (ABT)	P	2011-10-14	2012-10-12	1955	1470	485	485
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-06	2012-07-31	1247	644	603	603
ALLERGAN, INC. NTS ISIN US0184 (US01	P	2010-09-17	2012-07-17	23863	21858	2005	2005
AMERICAN EXPRESS CREDIT CORPOR (US02	P	2011-09-19	2012-07-27	16022	15045	977	977
ANHEUSER BUSCH INBEV SA/NV (BUD)	P	2009-07-06	2012-01-19	62	37	25	25
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-10	2012-04-09	1987	2601	-614	-614
APPLE INCORPORATED (AAPL)	P	2008-01-16	2012-03-28	1231	327	904	904
ASPEN TECHNOLOGY INCORPORATED (AZPN)	P	2007-02-01	2012-08-02	356	167	189	189
ATLANTIA SPA (ATASY)	P	2011-01-14	2012-06-28	1	3	-2	-2
BARRICK GOLD CORPORATION (ABX)	P	2004-12-09	2012-09-27	583	329	254	254
BENEFICIAL MUTUAL BANCORP (BNCL)	P	2011-02-08	2012-03-13	70	70
BIOMED REALTY TRUST (BMR)	P	2008-06-27	2012-08-02	74	96	-22	-22
CA INCORPORATED (CA)	P	2004-11-16	2012-03-13	3987	4304	-317	-317
CARTER INCORPORATED (CRI)	P	2011-02-08	2012-03-13	97	60	37	37
CHEMED CORPORATION NEW (CHE)	P	2011-02-08	2012-08-02	185	187	-2	-2
CISCO SYSTEMS, INC. NTS ISIN (US1727	P	2008-02-25	2012-08-02	36169	31184	4985	4985
COGNIZANT TECHNOLOGY SOLUTIONS (CTSH	P	2011-11-03	2012-12-03	7406	7646	-240	-240
CROWN CASTLE INTERNATIONAL (CCI)	P	2007-07-03	2012-08-02	4691	2809	1882	1882
DANONE SPONSORED ADR (FRANCE) (DANOY	P	2010-08-03	2012-01-18	96	94	2	2
DOMINION RES INCORPORATED VA (D)	P	2011-02-11	2012-12-03	6952	6032	920	920
E M C CORPORATION MASS (EMC)	P	2009-10-28	2012-08-02	158	99	59	59
EOG RES INCORPORATED (EOG)	P	2008-04-09	2012-01-18	1464	1798	-334	-334
EXXON MOBIL CORPORATION (XOM)	P	2009-05-06	2012-08-02	776	614	162	162
FHLMC REMIC SERIES R004 AL (FHR004A	P	2010-08-16	2012-04-16	302	309	-7	-7
GARTNER INCORPORATED (IT)	P	2011-02-08	2012-03-13	167	150	17	17
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-03	2012-04-23	42	87	-45	-45
GLAXOSMITHKLINE PLC (GSK)	P	2008-12-24	2012-07-13	3361	2688	673	673
GOVERNMENT PPTYS INCOME TR (GOV)	P	2009-06-25	2012-03-13	118	99	19	19
HERBALIFE LIMITED COM USD SHS (HLF)	P	2008-12-22	2012-08-02	263	49	214	214
IDEX CORPORATION (IEX)	P	2011-02-08	2012-08-02	111	123	-12	-12
INVESCO LIMITED SHS (BERMUDA) (IVZ)	P	2010-12-09	2012-01-18	737	788	-51	-51
JP MORGAN CHASE CMBS 2002-C3 A (4662	P	2011-08-30	2012-12-13	1145	1145
KIMBERLY CLARK CORPORATION (KMB)	P	2008-03-17	2012-08-09	3145	2413	732	732
LILLY ELI & COMPANY (LLY)	P	2009-02-02	2012-10-23	461	337	124	124
LOWES COMPANIES INCORPORATED (LOW)	P	2010-07-01	2012-02-16	1537	1140	397	397
MASTERCARD INCORPORATED CLASS (MA)	P	2008-03-14	2012-10-15	2850	1230	1620	1620
METLIFE INCORPORATED (MET)	P	2009-10-28	2012-12-03	771	797	-26	-26
MOTOROLA SOLUTIONS (MSI)	P	2009-02-10	2012-03-13	2874	912	1962	1962
NATIONAL GRID PLC (NGG)	P	2011-01-05	2012-06-27	156	136	20	20
NEUTRAL TANDEM INCORPORATED (IQNT)	P	2011-02-08	2012-08-02	65	79	-14	-14
NORTHERN TRUST CORPORATION NTS (US66	P	2011-09-12	2012-06-19	5373	5148	225	225
ON ASSIGNMENT INCORPORATED (ASGN)	P	2007-12-17	2012-08-02	88	41	47	47
PAREXEL INTERNATIONAL (PRXL)	P	2009-06-05	2012-10-18	310	125	185	185
PFIZER INCORPORATED (PFE)	P	2005-12-29	2012-12-03	4304	4050	254	254
PHILIP MORRIS INTERNATIONAL (PM)	P	2004-12-09	2012-09-07	799	278	521	521
PRICELINE COM INCORPORATED COM (PCLN	P	2009-10-21	2012-08-13	3909	1236	2673	2673
QUALCOMM INCORPORATED (QCOM)	P	2010-02-04	2012-08-02	293	194	99	99
REYNOLDS AMERICAN INCORPORATED (RAI)	P	2004-12-08	2012-06-27	132	56	76	76
ROYAL DUTCH SHELL PLC (RDS.B)	P	2008-11-04	2012-08-02	71	59	12	12
SCHLUMBERGER LIMITED (SLB)	P	2008-12-18	2012-08-02	494	285	209	209
SILGAN HOLDINGS INCORPORATED (SLGN)	P	2009-10-22	2012-08-02	40	27	13	13
ST JUDE MED INCORPORATED (STJ)	P	2012-08-02	2012-12-03	68	74	-6	-6
SWEDBANK A B (SWDBY)	P	2011-04-12	2012-05-18	2812	3712	-900	-900
TELSTRA CORPORATION LIMITED (TLSYY)	P	2010-11-26	2012-01-25	4938	3938	1000	1000
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-08-02	85	28	57	57
TOTAL S A SPONSORED ADR (TOT)	P	2009-07-16	2012-08-02	139	160	-21	-21
TYCO INTERNATIONAL LIMITED SHS (TYC)	P	2007-08-08	2012-01-18	490	468	22	22
UNION PACIFIC CORPORATION NTS (US907	P	2008-01-31	2012-09-20	25461	21039	4422	4422
US TREASURY NOTES 1.75% 10/31/ (9128	P	2012-05-11	2012-08-16	16616	16619	-3	-3
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-02-23	2012-01-18	3328	3165	163	163
VENTAS INCORPORATED REIT (VTR)	P	2012-04-13	2012-08-02	199	169	30	30
VERIZON COMMUNICATIONS (VZ)	P	2008-02-13	2012-08-02	269	215	54	54
VISA INCORPORATED COM CLASS A (V)	P	2008-04-23	2012-05-07	2016	1190	826	826
WEICHAI PWR COMPANY LIMITED (WEICY)	P	2011-04-11	2012-07-06	1624	3181	-1557	-1557
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2010-07-01	2012-01-18	112	100	12	12
YAHOO JAPAN CORPORATION ADR (YAHOY)	P	2010-01-28	2012-01-18	93	110	-17	-17
ACTIVISION BLIZZARD (ATVI)	P	2009-11-09	2012-01-18	303	288	15	15
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-06	2012-08-02	170	92	78	78
ALLETE INCORPORATED COM NEW (ALE)	P	2008-12-18	2012-03-13	503	373	130	130
AMERICAN EXPRESS CREDIT CORPOR (US02	P	2011-09-19	2012-11-28	6367	6017	350	350
ANHEUSER BUSCH INBEV SA/NV (BUD)	P	2009-11-12	2012-01-19	1810	1386	424	424
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-10	2012-04-25	1465	1986	-521	-521
APPLE INCORPORATED (AAPL)	P	2008-01-16	2012-08-02	4243	1145	3098	3098
ASSA ABLOY AB (ASAZY)	P	2010-02-04	2012-01-18	121	82	39	39
AURICO GOLD INCORPORATED (AUQ)	P	2011-02-08	2012-08-02	104	138	-34	-34
BAYER A G SPONSORED ADR (BAYRY)	P	2012-06-11	2012-08-01	456	379	77	77
BENEFICIAL MUTUAL BANCORP (BNCL)	P	2011-02-08	2012-08-02	100	106	-6	-6
BIOMED REALTY TRUST (BMR)	P	2008-06-27	2012-12-07	755	937	-182	-182
CAMPUS CREST CMNTYS (CCG)	P	2011-02-08	2012-03-13	161	180	-19	-19
CARTER INCORPORATED (CRI)	P	2011-02-08	2012-06-21	314	179	135	135
CHEMED CORPORATION NEW (CHE)	P	2011-02-08	2012-10-19	349	312	37	37
CITIGROUP INCORPORATED COM NEW (C)	P	2009-12-17	2012-09-27	765	732	33	33
COGNIZANT TECHNOLOGY SOLUTIONS (CTSH	P	2012-06-15	2012-12-03	4688	4131	557	557
CROWN CASTLE INTERNATIONAL (CCI)	P	2007-10-02	2012-08-02	370	241	129	129
DANONE SPONSORED ADR (FRANCE) (DANOY	P	2010-08-03	2012-07-26	1305	1328	-23	-23
DOMINION RES INCORPORATED VA (D)	P	2012-01-18	2012-12-03	152	151	1	1
E M C CORPORATION MASS (EMC)	P	2009-10-28	2012-12-03	9812	6560	3252	3252
EQUINIX INCORPORATED COM NEW (EQIX)	P	2011-02-08	2012-03-13	278	183	95	95
EXXON MOBIL CORPORATION (XOM)	P	2009-05-06	2012-12-03	1671	1296	375	375
FIRST FINL BANCORP OH (FFBC)	P	2011-02-08	2012-03-13	238	243	-5	-5
GARTNER INCORPORATED (IT)	P	2011-02-08	2012-08-02	87	75	12	12
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-06	2012-04-23	222	460	-238	-238
GLAXOSMITHKLINE PLC (GSK)	P	2008-12-24	2012-11-02	3139	2580	559	559
GOVERNMENT PPTYS INCOME TR (GOV)	P	2009-06-25	2012-08-02	88	79	9	9
HESS CORPORATION (HES)	P	2007-04-19	2012-01-03	2047	1964	83	83
INFORMA PLC (IFPJY)	P	2011-01-31	2012-01-18	202	235	-33	-33
INVESCO LIMITED SHS (BERMUDA) (IVZ)	P	2010-12-09	2012-12-03	8295	7737	558	558
JPMORGAN CHASE & CO. MTN ISIN (US466	P	2011-10-24	2012-05-16	25661	24913	748	748
KINDER MORGAN INCORPORATED DEL (KMI)	P	2011-10-18	2012-06-01	14	14
LINCOLN NATL CORPORATION IND (LNC)	P	2010-06-22	2012-03-15	2099	2116	-17	-17
LOWES COMPANIES INCORPORATED (LOW)	P	2010-09-28	2012-02-16	906	738	168	168
MATTHEWS INTERNATIONAL (MATW)	P	2009-06-04	2012-03-13	32	31	1	1
METLIFE INCORPORATED (MET)	P	2010-09-30	2012-12-03	4258	4890	-632	-632
MOTOROLA SOLUTIONS (MSI)	P	2009-02-10	2012-04-25	1510	471	1039	1039
NATIONAL GRID PLC (NGG)	P	2011-01-05	2012-08-02	313	271	42	42
NEWMONT MINING CORPORATION NTS (US65	P	2010-04-14	2012-08-14	26051	23333	2718	2718
NOVARTIS A G SPONSORED ADR (NVS)	P	2007-02-14	2012-01-18	459	476	-17	-17
ORACLE CORPORATION (ORCL)	P	2010-11-12	2012-01-18	1604	1619	-15	-15
PENTAIR LIMITED SHS (PNR)	P	2007-08-08	2012-10-12	3	2	1	1
PFIZER INCORPORATED (PFE)	P	2007-08-01	2012-12-03	7106	6705	401	401
PHILIP MORRIS INTERNATIONAL (PM)	P	2004-12-09	2012-09-11	1333	464	869	869
PRIVATEBANCORP INCORPORATED (PVTB)	P	2008-12-18	2012-03-13	349	724	-375	-375
QUALCOMM INCORPORATED (QCOM)	P	2010-02-04	2012-12-03	255	155	100	100
REYNOLDS AMERICAN INCORPORATED (RAI)	P	2004-12-08	2012-08-02	139	56	83	83
ROYAL DUTCH SHELL PLC (RDS.B)	P	2008-11-17	2012-08-02	142	99	43	43
SCHLUMBERGER LIMITED (SLB)	P	2008-12-18	2012-12-03	5648	3220	2428	2428
SLM CORPORATION (SLM)	P	2011-09-22	2012-01-18	213	187	26	26
STAGE STORES INCORPORATED COM (SSI)	P	2004-11-15	2012-03-13	585	614	-29	-29
SWS GROUP INCORPORATED (SWS)	P	2011-02-08	2012-01-11	281	168	113	113
TELSTRA CORPORATION LIMITED (TLSYY)	P	2010-11-26	2012-08-01	2919	1927	992	992
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-09-21	1152	340	812	812
TOTAL S A SPONSORED ADR (TOT)	P	2004-11-17	2012-01-18	103	106	-3	-3
TYCO INTERNATIONAL LIMITED SHS (TYC)	P	2007-08-08	2012-08-02	595	515	80	80
UNITED TECHNOLOGIES (UTX)	P	2006-12-19	2012-01-18	696	559	137	137
US TREASURY NOTES 1.75% 10/31/ (9128	P	2012-05-11	2012-08-20	11438	11425	13	13
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-04-19	2012-01-18	7766	7381	385	385
VENTAS INCORPORATED REIT (VTR)	P	2012-04-13	2012-08-09	2297	2025	272	272
VERIZON COMMUNICATIONS INC. NT (US92	P	2010-04-15	2012-06-28	27578	23960	3618	3618
VISA INCORPORATED COM CLASS A (V)	P	2008-04-23	2012-05-14	1059	630	429	429
WELLS FARGO & COMPANY NEW (WFC)	P	2004-11-16	2012-03-13	2269	2208	61	61
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2010-07-01	2012-10-12	986	922	64	64
YAHOO JAPAN CORPORATION ADR (YAHOY)	P	2010-01-28	2012-04-02	2626	3027	-401	-401
ACTIVISION BLIZZARD (ATVI)	P	2009-11-09	2012-08-02	852	840	12	12
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-06	2012-10-19	236	104	132	132
ALLETE INCORPORATED COM NEW (ALE)	P	2008-12-18	2012-08-02	250	186	64	64
AMERICAN EXPRESS CREDIT CORPOR (US02	P	2011-09-23	2012-11-28	15918	14944	974	974
ANHEUSER BUSCH INBEV SA/NV (BUD)	P	2009-11-12	2012-08-01	720	430	290	290
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-16	2012-04-25	174	243	-69	-69
APPLE INCORPORATED (AAPL)	P	2010-05-06	2012-01-18	1283	723	560	560
ASSA ABLOY AB (ASAZY)	P	2010-02-04	2012-02-14	2871	1776	1095	1095
AVID TECHNOLOGY INCORPORATED (AVID)	P	2006-11-09	2012-08-02	41	183	-142	-142
BAYERISCHE MOTOREN WERKE A G (BAMXY)	P	2011-02-09	2012-01-18	107	112	-5	-5
BERKSHIRE HILLS BANCORP (BHLB)	P	2010-01-05	2012-03-13	310	271	39	39
BMC SOFTWARE, INC. NTS ISIN US (US05	P	2012-04-25	2012-05-24	17114	17226	-112	-112
CAMPUS CREST CMNTYS (CCG)	P	2011-02-08	2012-08-02	21	25	-4	-4
CARTER INCORPORATED (CRI)	P	2011-02-08	2012-08-02	98	60	38	38
CHEVRON CORPORATION NEW (CVX)	P	2010-12-02	2012-01-18	106	84	22	22
CME GROUP INCORPORATED (CME)	P	2005-04-04	2012-08-02	2231	1682	549	549
COGNIZANT TECHNOLOGY SOLUTIONS (CTSH	P	2012-08-02	2012-12-03	68	56	12	12
CTRIP COM INTERNATIONAL (CTRP)	P	2011-01-27	2012-05-29	1276	2939	-1663	-1663
DANONE SPONSORED ADR (FRANCE) (DANOY	P	2010-10-25	2012-07-26	4054	4540	-486	-486
DOMINION RES INCORPORATED VA (D)	P	2009-02-02	2012-01-05	363	253	110	110
E M C CORPORATION MASS (EMC)	P	2011-02-09	2012-12-03	4113	4377	-264	-264
EQUINIX INCORPORATED COM NEW (EQIX)	P	2011-02-08	2012-06-12	2021	1100	921	921
FANNIE MAE POOL 313812 (FN313812)	P		2012-05-25		14	-14	-14
FIRST FINL BANCORP OH (FFBC)	P	2011-02-09	2012-03-13	34	35	-1	-1
GEA GROUP AG (GEAGY)	P	2011-08-04	2012-01-18	62	62
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-06	2012-04-24	91	186	-95	-95
GLAXOSMITHKLINE PLC (GSK)	P	2010-02-02	2012-11-02	4622	4137	485	485
HALLIBURTON COMPANY (HAL)	P	2008-11-12	2012-09-27	478	246	232	232
HESS CORPORATION (HES)	P	2007-04-19	2012-01-04	2111	2020	91	91
INFORMA PLC (IFPJY)	P	2011-01-31	2012-08-01	346	415	-69	-69
INVESCO LIMITED SHS (BERMUDA) (IVZ)	P	2011-06-28	2012-12-03	2409	2205	204	204
JPMORGAN CHASE & COMPANY (JPM)	P	2009-12-02	2012-01-13	2804	3301	-497	-497
KINDER MORGAN INCORPORATED DEL (KMI.	P	2011-10-18	2012-06-01
LIXIL GROUP CORPORATION ADR (JSGRY)	P	2011-01-31	2012-08-01	373	397	-24	-24
LOWES COMPANIES INCORPORATED (LOW)	P	2010-10-14	2012-01-18	1096	871	225	225
MATTHEWS INTERNATIONAL (MATW)	P	2009-06-04	2012-08-02	140	153	-13	-13
METLIFE INCORPORATED (MET)	P	2008-10-08	2012-03-13	731	607	124	124
MOTOROLA SOLUTIONS (MSI)	P	2010-01-29	2012-04-25	1795	875	920	920
NATIONSTAR MTG HLDGS (NSM)	P	2012-06-13	2012-08-02	111	91	20	20
NIKE INCORPORATED CLASS B (NKE)	P	2009-04-01	2012-11-23	2208	1082	1126	1126
NOVARTIS A G SPONSORED ADR (NVS)	P	2007-02-14	2012-08-01	817	833	-16	-16
ORACLE CORPORATION (ORCL)	P	2010-11-12	2012-08-02	391	369	22	22
PENTAIR LIMITED SHS (PNR)	P	2007-08-08	2012-12-03	483	347	136	136
PFIZER INCORPORATED (PFE)	P	2010-03-29	2012-03-13	2758	2177	581	581
PHILLIPS 66 (PSX)	P	2008-12-18	2012-05-17	158	122	36	36
PRIVATEBANCORP INCORPORATED (PVTB)	P	2008-12-18	2012-08-02	181	362	-181	-181
RADIOSHACK CORPORATION (RSH)	P	2011-09-15	2012-08-02	25	112	-87	-87
ROGERS COMMUNICATIONS (RCI)	P	2009-11-06	2012-01-18	269	209	60	60
RYANAIR HLDGS PLC (RYAAY)	P	2011-07-05	2012-01-18	124	118	6	6
SCHLUMBERGER LIMITED (SLB)	P	2012-06-15	2012-12-03	7722	7166	556	556
SLM CORPORATION (SLM)	P	2011-09-22	2012-12-03	4041	3048	993	993
STAGE STORES INCORPORATED COM (SSI)	P	2004-11-15	2012-08-02	134	119	15	15
SWS GROUP INCORPORATED (SWS)	P	2011-02-08	2012-03-13	48	39	9	9
TELSTRA CORPORATION LIMITED (TLSYY)	P	2010-11-26	2012-08-10	976	684	292	292
TEXAS CAPITAL BANCSHARES (TCBI)	P	2010-01-05	2012-10-18	479	142	337	337
TOTAL S A SPONSORED ADR (TOT)	P	2004-11-17	2012-02-22	1104	1060	44	44
TYCO INTERNATIONAL LIMITED SHS (TYC)	P	2007-08-08	2012-12-03	1176	978	198	198
UNITED TECHNOLOGIES (UTX)	P	2006-12-19	2012-12-03	6883	5345	1538	1538
US TREASURY NOTES 1.75% 10/31/ (9128	P	2012-05-11	2012-08-21	15579	15580	-1	-1
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-04-19	2012-01-19	14418	13708	710	710
VERISIGN INCORPORATED (VRSN)	P	2008-07-28	2012-03-30	346	273	73	73
VIACOM INC NTS ISIN US92553PAK (US92	P	2012-02-23	2012-09-06	8070	7986	84	84
VISA INCORPORATED COM CLASS A (V)	P	2008-04-24	2012-05-14	353	214	139	139
WELLS FARGO & COMPANY NEW (WFC)	P	2004-11-16	2012-09-19	1837	1617	220	220
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2010-09-21	2012-10-12	2614	2943	-329	-329
YAHOO JAPAN CORPORATION ADR (YAHOY)	P	2010-03-04	2012-04-02	1542	1794	-252	-252
ACTIVISION BLIZZARD (ATVI)	P	2009-11-09	2012-12-03	4819	4913	-94	-94
AFC ENTERPRISES INCORPORATED (AFCE)	P	2007-12-07	2012-10-19	236	107	129	129
ALLIED WRLD ASSUR COM HLDG AG (AWH)	P	2008-12-22	2012-03-13	141	74	67	67
AMERIGROUP CORPORATION (AGPOLD)	P	2008-07-28	2012-02-23	761	278	483	483
ANNALY CAP MGMT INCORPORATED (NLY)	P	2011-08-18	2012-08-02	205	218	-13	-13
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-16	2012-05-04	842	1214	-372	-372
APPLE INCORPORATED (AAPL)	P	2010-05-06	2012-02-15	3088	1446	1642	1642
ASSA ABLOY AB (ASAZY)	P	2010-02-04	2012-08-01	478	290	188	188
AXA SA SPONSORED ADR (FRANCE) (AXAHY	P	2011-10-27	2012-01-18	57	70	-13	-13
BAYERISCHE MOTOREN WERKE A G (BAMXY)	P	2011-02-09	2012-02-08	4156	3823	333	333
BERKSHIRE HILLS BANCORP (BHLB)	P	2010-01-05	2012-08-02	110	97	13	13
BNP PARIBAS SPONSORED ADR (BNPQY)	P	2009-11-05	2012-01-18	83	163	-80	-80
CAMPUS CREST CMNTYS (CCG)	P	2011-02-09	2012-08-02	53	63	-10	-10
CATERPILLAR INCORPORATED DEL (CAT)	P	2011-08-08	2012-01-18	2710	2166	544	544
CHEVRON CORPORATION NEW (CVX)	P	2010-12-02	2012-08-02	1202	928	274	274
CME GROUP INCORPORATED (CME)	P	2007-06-12	2012-08-02	992	2213	-1221	-1221
COHEN & STEERS INCORPORATED (CNS)	P	2011-02-08	2012-03-13	280	257	23	23
CTRIP COM INTERNATIONAL (CTRP)	P	2011-01-28	2012-05-29	895	2003	-1108	-1108
DE MASTER BLENDERS 1753 N.V. (DEMBF)	P	2011-02-08	2012-08-02	96	107	-11	-11
DOMINION RES INCORPORATED VA (D)	P	2009-02-06	2012-01-05	2490	1774	716	716
E M C CORPORATION MASS (EMC)	P	2012-01-23	2012-09-27	797	678	119	119
EQUINIX INCORPORATED COM NEW (EQIX)	P	2011-02-08	2012-06-21	669	367	302	302
FANNIE MAE POOL 336554 (FN336554)	P		2012-06-25	20	246	-226	-226
FIRST FINL BANCORP OH (FFBC)	P	2011-02-09	2012-08-02	77	87	-10	-10
GEA GROUP AG (GEAGY)	P	2011-08-04	2012-05-22	2754	3191	-437	-437
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-07	2012-04-24	91	190	-99	-99
GOLDMAN SACHS GROUP (GS)	P	2010-08-25	2012-09-27	579	722	-143	-143
HARSCO CORPORATION (HSC)	P	2010-09-09	2012-03-13	158	165	-7	-7
HEWLETT PACKARD COMPANY (HPQ)	P	2012-03-05	2012-11-20	1601	3362	-1761	-1761
ING GROEP N V SPONSORED ADR (ING)	P	2010-10-26	2012-01-18	112	145	-33	-33
INVESCO LIMITED SHS (BERMUDA) (IVZ)	P	2012-08-02	2012-12-03	248	214	34	34
JPMORGAN CHASE & COMPANY (JPM)	P	2010-10-06	2012-01-13	4260	4790	-530	-530
KOC HLDG (KHOLY)	P	2011-09-06	2012-01-18	85	90	-5	-5
LOEWS CORPORATION (L)	P	2007-11-09	2012-07-03	413	459	-46	-46
LOWES COMPANIES INCORPORATED (LOW)	P	2010-10-14	2012-12-03	11024	6616	4408	4408
MCDONALDS CORPORATION (MCD)	P	2009-10-09	2012-01-05	2598	1469	1129	1129
MICROSOFT CORPORATION NTS ISIN (US59	P	2011-03-04	2012-09-05	24036	23507	529	529
MOTOROLA SOLUTIONS (MSI)	P	2010-02-01	2012-04-25	696	347	349	349
NATIONSTAR MTG HLDGS (NSM)	P	2012-06-13	2012-08-15	247	163	84	84
NIKE INCORPORATED CLASS B (NKE)	P	2009-04-09	2012-11-23	2400	1333	1067	1067
NOVO-NORDISK A S (NVO)	P	2009-03-04	2012-08-02	3492	1072	2420	2420
ORACLE CORPORATION (ORCL)	P	2010-11-12	2012-12-03	9252	8123	1129	1129
PENTAIR LIMITED SHS (PNR)	P	2008-11-21	2012-12-03	1738	443	1295	1295
PFIZER INCORPORATED (PFE)	P	2010-03-29	2012-05-21	1216	933	283	283
PHILLIPS 66 (PSX)	P	2009-02-20	2012-05-17	947	545	402	402
PRIVATEBANCORP INCORPORATED (PVTB)	P	2008-12-18	2012-10-19	419	754	-335	-335
RANGE RES CORPORATION (RRC)	P	2011-02-08	2012-03-13	62	50	12	12
ROGERS COMMUNICATIONS (RCI)	P	2009-11-06	2012-03-09	883	686	197	197
RYANAIR HLDGS PLC (RYAAY)	P	2011-07-05	2012-04-27	2394	2086	308	308
SCHOOL SPECIALTY INCORPORATED (SCHSQ	P	2006-02-13	2012-08-02	13	152	-139	-139
SOFTBANK CORPORATION ADR (SFTBY)	P	2012-07-18	2012-10-15	1156	1518	-362	-362
STANDARD BK GROUP LIMITED ADR (SBGOY	P	2011-02-02	2012-01-18	288	326	-38	-38
SWS GROUP INCORPORATED (SWS)	P	2011-02-08	2012-06-29	502	406	96	96
TELSTRA CORPORATION LIMITED (TLSYY)	P	2011-02-17	2012-08-10	9600	7213	2387	2387
TEXAS INSTRUMENTS INCORPORATED (US88	P	2011-06-20	2012-09-11	26391	25176	1215	1215
TOTAL S A SPONSORED ADR (TOT)	P	2004-12-08	2012-02-22	3863	3667	196	196
TYCO INTERNATIONAL LIMITED SHS (TYC)	P	2008-11-21	2012-12-03	4202	1238	2964	2964
UNITED TECHNOLOGIES (UTX)	P	2012-08-02	2012-12-03	320	296	24	24
US TREASURY NOTES 1.75% 10/31/ (9128	P	2012-08-02	2012-08-21	5193	5274	-81	-81
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-05-03	2012-01-19	15527	14780	747	747
VERISIGN INCORPORATED (VRSN)	P	2008-08-12	2012-03-30	3269	2576	693	693
VIACOM INC NTS ISIN US92553PAK (US92	P	2012-02-23	2012-09-06	14122	14025	97	97
VISA INCORPORATED COM CLASS A (V)	P	2008-04-24	2012-07-16	1271	712	559	559
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-02-23	583	427	156	156
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2010-11-30	2012-10-12	214	217	-3	-3
OTHER	P	2011-12-31	2012-12-31	84601	84587	14	14
ACTIVISION BLIZZARD (ATVI)	P	2010-03-29	2012-12-03	2257	2400	-143	-143
AGCO CORPORATION (AGCO)	P	2011-02-08	2012-02-23	523	531	-8	-8
ALLIED WRLD ASSUR COM HLDG AG (AWH)	P	2008-12-22	2012-08-02	77	37	40	40
AMERIGROUP CORPORATION (AGPOLD)	P	2008-07-28	2012-08-02	449	126	323	323
ANNALY CAP MGMT INCORPORATED (NLY)	P	2011-08-18	2012-11-13	4535	5697	-1162	-1162
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-16	2012-05-10	883	1311	-428	-428
APPLE INCORPORATED (AAPL)	P	2010-05-06	2012-03-08	5350	2409	2941	2941
ASSURED GUARANTY LIMITED (AGO)	P	2008-05-22	2012-03-13	37	46	-9	-9
AXA SA SPONSORED ADR (FRANCE) (AXAHY	P	2011-10-27	2012-07-06	3802	5404	-1602	-1602
BAYERISCHE MOTOREN WERKE A G (BAMXY)	P	2011-02-09	2012-06-05	2371	2839	-468	-468
BEST BUY INCORPORATED (BBY)	P	2012-04-11	2012-09-27	352	435	-83	-83
BOEING COMPANY (BA)	P	2010-05-21	2012-01-18	903	774	129	129
CANON INCORPORATED SPONSORED (CAJ)	P	2007-09-12	2012-01-18	131	160	-29	-29
CBEYOND INCORPORATED (CBEY)	P	2011-02-08	2012-03-13	131	246	-115	-115
CHINA MOBILE LIMITED (CHL)	P	2012-03-09	2012-08-01	403	378	25	25
CME GROUP INCORPORATED (CME)	P	2008-02-11	2012-08-02	1835	3826	-1991	-1991
COHEN & STEERS INCORPORATED (CNS)	P	2011-02-08	2012-08-02	161	142	19	19
CTRIP COM INTERNATIONAL (CTRP)	P	2011-01-28	2012-05-29	287	639	-352	-352
DEALERTRACK TECHNOLOGIES (TRAK)	P	2011-02-08	2012-02-23	343	248	95	95
DOMINION RES INCORPORATED VA (D)	P	2009-02-06	2012-08-02	161	111	50	50
EBAY INC. NTS ISIN US278642AB9 (US27	P	2010-11-05	2012-06-25	23581	22993	588	588
EQUINIX INCORPORATED COM NEW (EQIX)	P	2011-02-08	2012-08-02	174	92	82	82
FANUC CORPORATION (FANUY)	P	2009-06-03	2012-01-18	109	55	54	54
FLIR SYSTEMS INCORPORATED (FLIR)	P	2010-12-30	2012-08-02	82	120	-38	-38
GENESEE & WYO INCORPORATED (GWR)	P	2011-02-08	2012-03-13	235	210	25	25
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-07	2012-04-25	310	673	-363	-363
GOLDMAN SACHS GROUP (GS)	P	2010-08-26	2012-09-27	463	577	-114	-114
HARSCO CORPORATION (HSC)	P	2010-09-09	2012-08-02	159	189	-30	-30
HEWLETT PACKARD COMPANY (HPQ)	P	2012-03-06	2012-11-20	1162	2409	-1247	-1247
INGERSOLL-RAND PLC (IR)	P	2004-11-16	2012-02-21	817	728	89	89
INVESTMENT TECHNOLOGY GRP NEW (ITG)	P	2009-06-26	2012-03-13	66	119	-53	-53
JPMORGAN CHASE & COMPANY (JPM)	P	2010-12-02	2012-01-13	4260	4628	-368	-368
KOC HLDG (KHOLY)	P	2011-09-06	2012-07-13	17	16	1	1
LOEWS CORPORATION (L)	P	2007-11-09	2012-07-05	410	459	-49	-49
LOWES COMPANIES INCORPORATED (LOW)	P	2010-12-02	2012-12-03	8957	6036	2921	2921
MEDNAX INCORPORATED (MD)	P	2007-02-01	2012-03-13	74	51	23	23
MICROSOFT CORPORATION NTS ISIN (US59	P	2011-04-20	2012-09-05	16721	16405	316	316
MOTOROLA SOLUTIONS (MSI)	P	2011-08-12	2012-04-25	718	560	158	158
NCR CORPORATION NEW (NCR)	P	2011-02-08	2012-03-13	421	380	41	41
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-03-13	964	543	421	421
NOVO-NORDISK A S (NVO)	P	2009-03-04	2012-11-12	1234	373	861	861
ORBITAL SCIENCES CORPORATION (ORB)	P	2009-05-19	2012-03-13	27	30	-3	-3
PEOPLES UNITED FINANCIAL (PBCT)	P	2011-02-08	2012-03-13	51	53	-2	-2
PFIZER INCORPORATED (PFE)	P	2010-03-29	2012-07-18	1016	743	273	273
PHILLIPS 66 (PSX)	P	2009-10-30	2012-05-17	947	687	260	260
PROCTER & GAMBLE COMPANY (PG)	P	2011-08-30	2012-08-02	636	635	1	1
RANGE RES CORPORATION (RRC)	P	2011-02-08	2012-08-02	124	100	24	24
ROGERS COMMUNICATIONS (RCI)	P	2010-03-01	2012-03-09	2919	2574	345	345
SAMPO OYJ (SAXPY)	P	2010-07-26	2012-01-18	62	61	1	1
SECTOR SPDR TR (XLB)	P	2009-12-03	2012-01-18	730	668	62	62
SOLAR CAP LIMITED (SLRC)	P	2011-02-08	2012-08-02	67	75	-8	-8
STAPLES INCORPORATED (SPLS)	P	2008-01-17	2012-01-18	551	769	-218	-218
SWS GROUP INCORPORATED (SWS)	P	2011-02-09	2012-06-29	881	898	-17	-17
TELSTRA CORPORATION LIMITED (TLSYY)	P	2011-08-12	2012-08-10	1633	1292	341	341
TEXAS INSTRUMENTS INCORPORATED (US88	P	2011-08-18	2012-09-11	9501	9238	263	263
TOTAL S A SPONSORED ADR (TOT)	P	2007-02-14	2012-02-22	552	699	-147	-147
U.S. BANCORP MTN ISIN US91159H (US91	P	2011-10-27	2012-09-05	31447	29935	1512	1512
UNITEDHEALTH GROUP (UNH)	P	2009-06-12	2012-01-18	588	265	323	323
US TREASURY NOTES 2% 04/30/201 (9128	P	2011-05-03	2012-11-19	11601	11020	581	581
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-05-03	2012-02-23	6621	6323	298	298
VERISIGN INCORPORATED (VRSN)	P	2008-09-15	2012-03-30	231	136	95	95
VIACOM INC NTS ISIN US92553PAK (US92	P	2012-05-17	2012-09-06	8070	8006	64	64
VISA INCORPORATED COM CLASS A (V)	P	2008-04-24	2012-10-09	2883	1495	1388	1388
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-03-13	196	128	68	68
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2010-11-30	2012-12-11	2591	2599	-8	-8
ACTIVISION BLIZZARD (ATVI)	P	2011-02-10	2012-12-03	1738	1628	110	110
AGCO CORPORATION (AGCO)	P	2011-02-08	2012-08-02	86	106	-20	-20
ALPHA NATURAL RESOURCES (ANR)	P	2011-02-08	2012-08-02	27	216	-189	-189
AMERIGROUP CORPORATION (AGPOLD)	P	2008-07-28	2012-12-21	10396	2856	7540	7540
ANNALY CAP MGMT INCORPORATED (NLY)	P	2012-01-18	2012-11-13	29	33	-4	-4
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-21	2012-05-10	458	703	-245	-245
APPLE INCORPORATED (AAPL)	P	2010-05-06	2012-04-25	5491	2168	3323	3323
ASSURED GUARANTY LIMITED (AGO)	P	2008-05-22	2012-08-02	81	162	-81	-81
BANCO DO BRASIL S A (BDORY)	P	2011-02-01	2012-01-18	134	167	-33	-33
BAYERISCHE MOTOREN WERKE A G (BAMXY)	P	2011-02-09	2012-08-01	168	197	-29	-29
BEST BUY INCORPORATED (BBY)	P	2012-04-13	2012-09-27	211	265	-54	-54
BOEING COMPANY (BA)	P	2010-05-21	2012-08-02	144	129	15	15
CANON INCORPORATED SPONSORED (CAJ)	P	2007-09-12	2012-07-09	420	585	-165	-165
CBEYOND INCORPORATED (CBEY)	P	2011-02-09	2012-03-13	46	88	-42	-42
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-01-18	142	96	46	46
CME GROUP INCORPORATED (CME)	P	2011-03-17	2012-01-05	3823	4580	-757	-757
COMSTOCK RES INCORPORATED COM (CRK)	P	2006-02-07	2012-08-02	77	144	-67	-67
CTRIP COM INTERNATIONAL (CTRP)	P	2011-02-16	2012-05-29	728	1502	-774	-774
DEALERTRACK TECHNOLOGIES (TRAK)	P	2011-02-08	2012-03-13	365	248	117	117
DRESSER-RAND GROUP (DRC)	P	2007-02-01	2012-02-23	1140	531	609	609
EBAY INC. NTS ISIN US278642AB9 (US27	P	2011-03-11	2012-06-25	2051	1947	104	104
EURONET WORLDWIDE INCORPORATED (EEFT	P	2008-11-06	2012-03-13	446	263	183	183
FANUC CORPORATION (FANUY)	P	2009-06-03	2012-04-09	2375	1144	1231	1231
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2007-02-27	2012-03-26	34	34
GENESEE & WYO INCORPORATED (GWR)	P	2011-02-08	2012-08-02	121	105	16	16
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-08	2012-04-25	99	221	-122	-122
GOOGLE INCORPORATED CLASS A (GOOG)	P	2006-03-21	2012-05-07	1815	1041	774	774
HCP INCORPORATED REIT (HCP)	P	2011-11-11	2012-06-27	128	116	12	12
HEWLETT PACKARD COMPANY (HPQ)	P	2012-03-13	2012-11-20	771	1592	-821	-821
INGERSOLL-RAND PLC (IR)	P	2004-11-16	2012-09-27	680	539	141	141
INVESTMENT TECHNOLOGY GRP NEW (ITG)	P	2009-06-26	2012-06-28	442	1012	-570	-570
JS GROUP CORPORATION ADR (JSGRYOLD)	P	2011-01-31	2012-01-18	124	132	-8	-8
KRAFT FOODS GROUP INCORPORATED (KRFT	P	2011-08-18	2012-10-12	31	24	7	7
LOEWS CORPORATION (L)	P	2007-11-09	2012-07-18	1027	1147	-120	-120
LOWES COMPANIES INCORPORATED (LOW)	P	2012-08-02	2012-12-03	1813	1271	542	542
MEDNAX INCORPORATED (MD)	P	2007-02-01	2012-08-02	133	102	31	31
MITSUBISHI ESTATE LIMITED ADR (MITEY	P	2009-05-07	2012-01-18	31	29	2	2
MR PRICE GROUP LIMITED (MRPLY)	P	2011-07-19	2012-08-01	493	354	139	139
NCR CORPORATION NEW (NCR)	P	2011-02-08	2012-08-02	196	152	44	44
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-07-30	446	271	175	175
NU SKIN ENTERPRISES (NUS)	P	2008-01-03	2012-02-23	269	83	186	186
ORBITAL SCIENCES CORPORATION (ORB)	P	2009-05-19	2012-08-02	114	136	-22	-22
PEOPLES UNITED FINANCIAL (PBCT)	P	2011-02-08	2012-08-02	90	107	-17	-17
PFIZER INCORPORATED (PFE)	P	2010-04-14	2012-07-18	2835	2046	789	789
PHILLIPS 66 (PSX)	P	2009-02-06	2012-05-04	848	593	255	255
PROCTER & GAMBLE COMPANY (PG)	P	2011-08-30	2012-12-03	8085	7366	719	719
RAYTHEON COMPANY COM NEW (RTN)	P	2004-11-16	2012-03-13	784	582	202	202
ROGERS COMMUNICATIONS (RCI)	P	2010-04-30	2012-03-09	2842	2636	206	206
SANOFI SPONSORED ADR (FRANCE) (SNY)	P	2007-02-14	2012-01-18	181	218	-37	-37
SECTOR SPDR TR (XLB)	P	2009-12-03	2012-08-02	276	267	9	9
SOUTHERN COMPANY (SO)	P	2007-11-08	2012-01-18	136	108	28	28
STAPLES INCORPORATED (SPLS)	P	2008-01-17	2012-08-02	88	150	-62	-62
SYNGENTA AG SPONSORED ADR (SYT)	P	2009-02-26	2012-11-20	3039	1687	1352	1352
TENNESSEE VALLEY AUTHORITY DEB (8805	P	2010-09-17	2012-01-18	8521	8111	410	410
THE ADT CORPORATION (ADT)	P	2007-08-08	2012-12-03	940	639	301	301
TOTAL S A SPONSORED ADR (TOT)	P	2007-02-14	2012-08-01	373	560	-187	-187
U.S. BANCORP MTN ISIN US91159H (US91	P	2012-06-25	2012-09-05	10482	10312	170	170
UNITEDHEALTH GROUP (UNH)	P	2009-06-12	2012-12-03	5938	2652	3286	3286
US TREASURY NOTES 2% 04/30/201 (9128	P	2011-05-03	2012-12-11	12641	12021	620	620
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-05-14	2012-02-23	15449	14842	607	607
VERISIGN INCORPORATED (VRSN)	P	2008-09-15	2012-05-16	1568	882	686	686
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2004-12-17	2012-01-05	1735	1602	133	133
VODAFONE GROUP PLC NEW (VOD)	P	2008-04-09	2012-01-18	81	94	-13	-13
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-04-09	613	427	186	186
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2012-05-14	2012-12-11	1900	1981	-81	-81
ADOBE SYSTEMS INCORPORATED (ADBE)	P	2009-04-30	2012-10-18	1735	1414	321	321
AGL RES INCORPORATED (GAS)	P	2007-02-01	2012-03-13	358	350	8	8
ALTRA HOLDINGS INCORPORATED (AIMC)	P	2008-01-02	2012-03-13	38	33	5	5
AMERIGROUP CORPORATION (AGPOLD)	P	2012-03-13	2012-12-21	552	386	166	166
AON CORPORATION (AONOLD)	P	2006-08-07	2012-03-13	1493	981	512	512
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-21	2012-08-03	558	1054	-496	-496
APPLE INCORPORATED (AAPL)	P	2010-05-20	2012-04-25	1220	484	736	736
ASSURED GUARANTY LIMITED (AGO)	P	2008-05-22	2012-12-12	710	1160	-450	-450
BANCO DO BRASIL S A (BDORY)	P	2011-02-01	2012-08-01	367	614	-247	-247
BAYERISCHE MOTOREN WERKE A G (BAMXY)	P	2011-02-14	2012-08-01	168	199	-31	-31
BEST BUY INCORPORATED (BBY)	P	2012-04-13	2012-10-24	557	729	-172	-172
BOEING COMPANY (BA)	P	2010-05-21	2012-12-03	5987	5222	765	765
CANON INCORPORATED SPONSORED (CAJ)	P	2008-04-17	2012-07-09	1412	1804	-392	-392
CBEYOND INCORPORATED (CBEY)	P	2011-02-09	2012-08-02	45	88	-43	-43
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-04-02	5263	2924	2339	2339
CME GROUP INCORPORATED (CME)	P	2011-03-17	2012-03-08	4964	5153	-189	-189
CONOCOPHILLIPS (COP)	P	2008-12-18	2012-01-18	357	267	90	90
CTRIP COM INTERNATIONAL (CTRP)	P	2011-02-23	2012-05-29	460	895	-435	-435
DEALERTRACK TECHNOLOGIES (TRAK)	P	2011-02-08	2012-06-21	173	124	49	49
DRESSER-RAND GROUP (DRC)	P	2007-02-01	2012-03-13	51	25	26	26
ECOLAB INC. DEBENTURE ISIN US2 (US27	P	2011-12-08	2012-09-11	24592	23396	1196	1196
EURONET WORLDWIDE INCORPORATED (EEFT	P	2008-11-06	2012-08-02	119	74	45	45
FANUC CORPORATION (FANUY)	P	2010-06-03	2012-04-09	3233	1981	1252	1252
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2007-02-28	2012-03-26	373	376	-3	-3
GENWORTH FINL INCORPORATED COM (GNW)	P	2004-12-09	2012-04-18	289	1206	-917	-917
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-08	2012-04-26	207	456	-249	-249
GOOGLE INCORPORATED CLASS A (GOOG)	P	2006-05-02	2012-10-15	2944	1563	1381	1381
HEALTH CARE REIT INCORPORATED (HCN)	P	2009-10-19	2012-08-02	184	130	54	54
HEWLETT PACKARD COMPANY (HPQ)	P	2012-03-14	2012-11-20	996	2040	-1044	-1044
INGRAM MICRO INCORPORATED (IM)	P	2011-02-08	2012-03-13	134	146	-12	-12
INVESTMENT TECHNOLOGY GRP NEW (ITG)	P	2009-06-26	2012-08-02	47	119	-72	-72
JULIUS BAER GROUP LIMITED ADR (JBAXY	P	2011-09-30	2012-01-18	39	34	5	5
KRAFT FOODS GROUP INCORPORATED (KRFT	P	2011-08-18	2012-12-03	3368	2631	737	737
LOEWS CORPORATION (L)	P	2007-11-09	2012-07-19	246	275	-29	-29
LVMH MOET HENNESSY LOU VUITTON (LVMU	P	2009-04-24	2012-01-18	91	46	45	45
MERCK & CO., INC. NTS ISIN US5 (US58	P	2010-12-07	2012-09-20	20969	19968	1001	1001
MITSUBISHI ESTATE LIMITED ADR (MITEY	P	2009-05-07	2012-01-20	1673	1492	181	181
MR PRICE GROUP LIMITED ADR (MRPZYOLD	P	2011-07-19	2012-01-18	65	63	2	2
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2007-04-11	2012-03-13	414	1113	-699	-699
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-08-01	885	543	342	342
NU SKIN ENTERPRISES (NUS)	P	2008-01-03	2012-03-13	180	50	130	130
ORICA LIMITED ADR (AUSTRALIA) (OCLDY	P	2012-03-01	2012-11-23	1152	1365	-213	-213
PEPSICO INCORPORATED (PEP)	P	2010-10-07	2012-08-02	575	526	49	49
PFIZER INCORPORATED (PFE)	P	2010-04-14	2012-12-10	1405	938	467	467
PHILLIPS 66 (PSX)	P	2010-04-08	2012-05-04	447	359	88	88
PROCTER & GAMBLE COMPANY (PG)	P	2012-01-18	2012-12-03	139	132	7	7
RAYTHEON COMPANY COM NEW (RTN)	P	2004-11-16	2012-04-26	540	388	152	152
ROGERS COMMUNICATIONS (RCI)	P	2011-01-07	2012-03-09	576	522	54	54
SANOFI SPONSORED ADR (FRANCE) (SNY)	P	2007-02-14	2012-08-01	892	961	-69	-69
SECTOR SPDR TR (XLB)	P	2009-12-03	2012-12-03	5487	5046	441	441
SOUTHERN COMPANY (SO)	P	2007-11-08	2012-06-27	140	108	32	32
STAPLES INCORPORATED (SPLS)	P	2008-01-31	2012-08-02	13	24	-11	-11
TAIWAN SEMICONDUCTOR MFG (TSM)	P	2011-02-02	2012-01-18	180	174	6	6
TEVA PHARMACEUTICAL FINANCE CO (US88	P	2011-11-30	2012-12-14	9636	8821	815	815
THE ADT CORPORATION (ADT)	P	2008-11-21	2012-12-03	3356	810	2546	2546
TOTAL S A SPONSORED ADR (TOT)	P	2007-02-14	2012-12-04	6142	8533	-2391	-2391
UNILEVER PLC SPON ADR NEW (UL)	P	2008-11-17	2012-01-18	95	65	30	30
URS CORPORATION NEW (URS)	P	2005-01-28	2012-03-13	131	84	47	47
US TREASURY NOTES 2% 04/30/201 (9128	P	2011-08-05	2012-12-11	10534	10304	230	230
US TREASURY NOTES 4.25% 11/15/ (9128	P	2010-05-14	2012-05-11	12069	11611	458	458
VERISIGN INCORPORATED (VRSN)	P	2008-09-15	2012-06-27	1174	610	564	564
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2005-09-02	2012-01-05	440	388	52	52
VODAFONE GROUP PLC NEW (VOD)	P	2008-04-09	2012-06-27	85	94	-9	-9
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-08-02	59	43	16	16
WM MORRISON SUPERMARKETS PLC (MRWSY)	P	2012-05-15	2012-12-11	648	668	-20	-20
ADOBE SYSTEMS INCORPORATED NTS (US00	P	2012-01-19	2012-09-06	27446	27161	285	285
AGL RES INCORPORATED (GAS)	P	2007-02-01	2012-08-02	201	195	6	6
ALTRA HOLDINGS INCORPORATED (AIMC)	P	2008-01-02	2012-08-02	96	98	-2	-2
AMSURG CORPORATION (AMSG)	P	2007-05-21	2012-03-13	104	96	8	8
AON CORPORATION (AONOLD)	P	2006-08-07	2012-03-30	6577	4240	2337	2337
APOLLO GROUP INCORPORATED (APOL)	P	2010-09-23	2012-08-03	611	1182	-571	-571
APPLE INCORPORATED (AAPL)	P	2010-05-20	2012-08-02	1208	484	724	724
ASTRAZENECA PLC (AZN)	P	2011-03-04	2012-06-27	131	147	-16	-16
BANCO DO BRASIL S A (BDORY)	P	2011-02-01	2012-12-11	7359	12439	-5080	-5080
BCE INCORPORATED COM NEW (BCE)	P	2009-01-15	2012-01-18	126	59	67	67
BEST BUY INCORPORATED (BBY)	P	2012-04-16	2012-10-24	962	1244	-282	-282
BRISTOL MYERS SQUIBB COMPANY (BMY)	P	2007-10-09	2012-01-18	101	90	11	11
CAPITAL ONE FINL CORPORATION (COF)	P	2011-11-03	2012-01-18	5872	5445	427	427
CELGENE CORPORATION NTS ISIN (US1510	P	2010-10-26	2012-09-06	25892	25051	841	841
CIELO S A SPONSORED ADR (CIOXY)	P	2011-02-01	2012-05-14	12	6	6	6
CME GROUP INCORPORATED (CME)	P	2011-03-17	2012-12-03	1110	1145	-35	-35
CONOCOPHILLIPS (COP)	P	2008-12-18	2012-08-02	438	330	108	108
CTRIP COM INTERNATIONAL (CTRP)	P	2011-02-23	2012-06-04	1213	2534	-1321	-1321
DEALERTRACK TECHNOLOGIES (TRAK)	P	2011-02-08	2012-08-02	141	103	38	38
DRESSER-RAND GROUP (DRC)	P	2007-02-01	2012-08-02	184	101	83	83
EL PASO CORPORATION (EPOLDD)	P	2011-10-18	2012-05-24	3023	2037	986	986
EXELON CORPORATION (EXC)	P	2012-07-20	2012-08-02	114	118	-4	-4
FANUC CORPORATION (FANUY)	P	2010-06-03	2012-04-27	708	438	270	270
FNMA REMIC TRUST 2006-B1 AB (FN2006-	P	2007-04-17	2012-03-26	63	64	-1	-1
GENWORTH FINL INCORPORATED COM (GNW)	P	2006-05-02	2012-04-18	910	4927	-4017	-4017
GENWORTH FINL INCORPORATED COM (GNW)	P	2010-12-08	2012-04-27	119	261	-142	-142
GOOGLE INCORPORATED CLASS A (GOOG)	P	2006-05-02	2012-11-20	1335	781	554	554
HEALTHCARE RLTY TR REIT (HR)	P	2011-02-08	2012-03-13	84	83	1	1
HEWLETT PACKARD COMPANY (HPQ)	P	2012-03-21	2012-11-20	1376	2722	-1346	-1346
INGRAM MICRO INCORPORATED (IM)	P	2011-02-08	2012-08-02	102	146	-44	-44
JARDEN CORPORATION (JAH)	P	2008-03-25	2012-03-13	309	189	120	120
JULIUS BAER GROUP LIMITED ADR (JBAXY	P	2011-09-30	2012-02-17	3506	2959	547	547
KRAFT FOODS INCORPORATED CLASS (KFTO	P	2011-08-18	2012-01-18	116	101	15	15
LOEWS CORPORATION (L)	P	2008-10-03	2012-07-19	903	798	105	105
LVMH MOET HENNESSY LOU VUITTON (LVMU	P	2009-04-24	2012-01-30	2959	1426	1533	1533
MERCK & CO., INC. NTS ISIN US5 (US58	P	2011-02-09	2012-09-20	17823	16723	1100	1100
MITSUBISHI ESTATE LIMITED ADR (MITEY	P	2009-05-07	2012-01-23	1874	1635	239	239
MR PRICE GROUP LIMITED ADR (MRPZYOLD	P	2011-07-19	2012-05-09	3277	2687	590	590
NET 1 UEPS TECHNOLOGIES (UEPS)	P	2007-04-11	2012-08-02	123	371	-248	-248
NOBLE ENERGY INCORPORATED (NBL)	P	2008-09-16	2012-08-06	437	271	166	166
NU SKIN ENTERPRISES (NUS)	P	2008-01-03	2012-08-02	197	66	131	131
ORIENTAL FINL GROUP (OFGOLD)	P	2010-09-30	2012-03-13	168	186	-18	-18
PEPSICO INCORPORATED (PEP)	P	2010-10-07	2012-12-03	7361	6903	458	458
PFIZER INCORPORATED (PFE)	P	2010-04-14	2012-12-11	1717	1142	575	575
PLATINUM UNDERWRITER HLDGS (PTP)	P	2011-02-08	2012-03-13	148	182	-34	-34
PROCTER & GAMBLE COMPANY (PG)	P	2009-03-04	2012-04-13	1452	1040	412	412
RAYTHEON COMPANY COM NEW (RTN)	P	2004-11-16	2012-04-27	1403	1009	394	394
ROGERS CORPORATION (ROG)	P	2012-06-25	2012-08-02	40	39	1	1
SANOFI SPONSORED ADR (FRANCE) (SNY)	P	2007-08-02	2012-08-07	1477	1444	33	33
SECTOR SPDR TR (XLB)	P	2012-06-15	2012-12-03	7631	7207	424	424
SOUTHERN COMPANY (SO)	P	2007-11-08	2012-08-02	282	217	65	65
STAPLES INCORPORATED (SPLS)	P	2008-01-31	2012-12-03	3831	7964	-4133	-4133
TAIWAN SEMICONDUCTOR MFG (TSM)	P	2011-02-02	2012-08-01	695	668	27	27
TEVA PHARMACEUTICAL FINANCE CO (US88	P	2011-11-30	2012-12-17	5336	4901	435	435
THE COCA-COLA COMPANY DEBENTUR (US19	P	2011-11-29	2012-12-07	25191	23739	1452	1452
TOTAL S A SPONSORED ADR (TOT)	P	2011-02-24	2012-12-04	4481	5377	-896	-896
UNILEVER PLC SPON ADR NEW (UL)	P	2008-11-17	2012-08-02	215	131	84	84
URS CORPORATION NEW (URS)	P	2005-01-28	2012-08-02	171	140	31	31
US TREASURY NOTES 2% 04/30/201 (9128	P	2011-08-05	2012-12-13	10528	10304	224	224
US TREASURY NOTES 4.25% 11/15/ (9128	P	2011-02-24	2012-05-11	32916	32027	889	889
VERISIGN INCORPORATED (VRSN)	P	2008-09-15	2012-07-25	883	475	408	408
VIACOM INCORPORATED NEW CLASS (VIAB)	P	2005-09-02	2012-02-06	1215	1020	195	195
VODAFONE GROUP PLC NEW (VOD)	P	2008-04-09	2012-08-02	263	283	-20	-20
WESTLAKE CHEMICAL CORPORATION (WLK)	P	2011-02-09	2012-09-19	1200	683	517	517
WOLSELEY PLC SPONSORED ADR (WOSYYOLD	P	2011-10-20	2012-01-18	56	48	8	8

Field	Value	IRS element (for citing)
Capital Gain Net Income	200859	CapitalGainNetIncome
Net Short Term Capital Gain Or Loss	3697	NetShortTermCapitalGainOrLoss

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	276187	QualifyingDistributionsYear1
Noncharitable Assets Year1	4865256	NoncharitableAssetsYear1
Distribution Ratio Year1	0.056767	DistributionRatioYear1
Qualifying Distributions Year2	323706	QualifyingDistributionsYear2
Noncharitable Assets Year2	5002328	NoncharitableAssetsYear2
Distribution Ratio Year2	0.064711	DistributionRatioYear2
Qualifying Distributions Year3	381775	QualifyingDistributionsYear3
Noncharitable Assets Year3	4714407	NoncharitableAssetsYear3
Distribution Ratio Year3	0.080980	DistributionRatioYear3
Qualifying Distributions Year4	309793	QualifyingDistributionsYear4
Noncharitable Assets Year4	5488029	NoncharitableAssetsYear4
Distribution Ratio Year4	0.056449	DistributionRatioYear4
Qualifying Distributions Year5	463552	QualifyingDistributionsYear5
Noncharitable Assets Year5	6341088	NoncharitableAssetsYear5
Distribution Ratio Year5	0.073103	DistributionRatioYear5
Total Distribution Ratio	0.332010	TotalDistributionRatio
Average Distribution Ratio	0.066402	AverageDistributionRatio
Net Noncharitable Assets	4871910	NetNoncharitableAssets
Adjusted Noncharitable Assets	323505	AdjustedNoncharitableAssets
One Percent Net Investment Income	4194	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	327699	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	328992	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	4194	InvestmentIncomeExciseTax
Subtotal	4194	Subtotal
Tax Based On Investment Income	4194	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	3200	EstTaxPaymentsAndOverpayment
Total Credits And Payments	3200	TotalCreditsAndPayments
Tax Due	994	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 Business Name BooksInCareOfBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	J HOWARD P BLACK	BusinessNameLine1

Field	Value	IRS element (for citing)
Books In Care Of Phone Number	9787796251	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	103 DRUMLIN HILL RD	AddressLine1
City	BOLTON	City
State	MA	State
ZIP Code	017401091	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	true	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	false	TransferAssetsToDsqflyPerson
Payment To Government Offical	false	PaymentToGovernmentOffical
Acts Fail To Qualify As Exceptions	false	ActsFailToQualifyAsExceptions
Uncorrected Prior Acts	false	UncorrectedPriorActs
Undistributed Income Prior Years	false	UndistributedIncomePriorYears
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
Rcv Funds To Pay Prsnl Bnft Contract	false	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	false	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	false	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (2 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation	Contri To Empl Benefit Plans EtcContriToEmplBenefitPlansEtc	Expense Account Other AllowancesExpenseAccountOtherAllowances
J HOWARD P BLACK
103 DRUMLIN HILL RD	BOLTON	MA	01740	PRESIDENT	40.00	0	0	0
MARY S BLACK
103 DRUMLIN HILL RD	BOLTON	MA	01740	DIRECTOR	40.00	47000	15224	0

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Description1	N/A	Description1

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	4858978	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	74202	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	12922	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	4946102	TotalFMVOfUnusedAssets
Adj Total FMV Of Unused Assets	4946102	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	74192	CashDeemedCharitable
Net Noncharitable Assets	4871910	NetNoncharitableAssets
Minimum Investment Return	243596	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	243596	MinimumInvestmentReturn
Tax Based On Investment Income	4194	TaxBasedOnInvestmentIncome
Total Tax	4194	TotalTax
Distributable Amount Before Adj	239402	DistributableAmountBeforeAdj
Distributable Amount Before Ded	239402	DistributableAmountBeforeDed
Distributable Amount As Adjusted	239402	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	328992	ExpensesAndContributions
Qualifying Distributions	328992	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	4194	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	324798	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	239402	DistributableAmountAsAdjusted
Excess Distri Carryover Year5	154179	ExcessDistriCarryoverYear5
Excess Distri Carryover Year4	37656	ExcessDistriCarryoverYear4
Excess Distri Carryover Year3	163567	ExcessDistriCarryoverYear3
Excess Distri Carryover Year2	81590	ExcessDistriCarryoverYear2
Excess Distri Carryover Year1	36011	ExcessDistriCarryoverYear1
Total Excess Distri Carryover	473003	TotalExcessDistriCarryover
Qualifying Distributions	328992	QualifyingDistributions
Applied To Current Year	239402	AppliedToCurrentYear
Remaining Distri From Corpus	89590	RemainingDistriFromCorpus
Total Corpus	562593	TotalCorpus
Undistributed Income CY	0	UndistributedIncomeCY
Excess Distri Cyov From Year5	154179	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	408414	ExcessDistriCyovToNextYear
Excess From Year4	37656	ExcessFromYear4
Excess From Year3	163567	ExcessFromYear3
Excess From Year2	81590	ExcessFromYear2
Excess From Year1	36011	ExcessFromYear1
Excess From Current Year	89590	ExcessFromCurrentYear

Supplementary Information SupplementaryInformation

Appication Submission Info AppicationSubmissionInfo

Field	Value	IRS element (for citing)
Recipient Name	J HOWARD P BLACK	RecipientName

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	103 DRUMLIN HILL RD	AddressLine1
City	BOLTON	City
State	MA	State
ZIP Code	01740	ZIPCode

Field	Value	IRS element (for citing)
Recipient Phone Number	9787796251	RecipientPhoneNumber
Recipient Email Address	JHOWARD.BLACK@RAYMONDJAMES.COM	RecipientEmailAddress
Form And Info And Materials	IRS TAX EXEMPT LTR AND PURPOSE OF GRANT	FormAndInfoAndMaterials
Submission Deadlines	NONE	SubmissionDeadlines
Restrictions On Awards	NONE	RestrictionsOnAwards

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (14 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
AVOW HOSPICE
1095 WHIPPOORWILL LN	NAPLES	FL	34105	N/A	EXEMPT CORP	OPERATIONS	$10,000
CHILDREN'S HOSPITAL TRUST
300 LONGWOOD AVE	BOSTON	MA	02115	N/A	EXEMPT CORP	OPERATIONS	$50,000
CONSERVANCY OF SOUTHWEST
991 2ND AVE N	NAPLES	FL	34102	N/A	EXEMPT CORP	OPERATIONS	$10,000
CYSTIC FIBROSIS FDN
PO BOX 96305	WASHINGTON	DC	20090	N/A	EXEMPT CORP	OPERATIONS	$18,500
DANA-FARBER CANCER INSTIT
10 BROOKLINE PLACE WEST	BROOKLINE	MA	02445	N/A	EXEMPT CORP	OPERATIONS	$20,000
FRIENDS OF FOSTER CHILDREN
2640 GOLDEN GATE PKY 112	NAPLES	FL	34105	N/A	EXEMPT CORP	OPERATIONS	$10,000
HODGES UNIVERSITY
2655 NORTHBROOKE DR	NAPLES	FL	34119	N/A	EXEMPT CORP	OPERATIONS	$25,000
JEANNE GEIGER CRISIS CENTER
2 HARRIS ST	NEWBURYPORT	MA	01950	N/A	EXEMPT CORP	OPERATIONS	$25,000
MARCH OF DIMES
6314 CORPORATE CT	FORT MYERS	FL	33919	N/A	EXEMPT ORG	OPERATIONS	$1,000
NAPLES PLAYERS
701 5TH AVE S	NAPLES	FL	34102	N/A	EXEMPT ORG	OPERATIONS	$5,000
NEIGHBORHOOD HEALTH CLINIC
121 GOODLETTE-FRAND RD	NAPLES	FL	34102	N/A	EXEMPT ORG	OPERATIONS	$10,000
SHELTER FOR ABUSED WOMEN
PO BOX 10102	NAPLES	FL	34101	N/A	EXEMPT ORG	OPERATIONS	$15,000
SW FLORIDA BOY SCOUTS OF AMERICA
1801 BOY SCOUT DR	FORT MYERS	FL	33907	N/A	EXEMPT ORG	OPERATIONS	$10,000
YOUTH HAVEN
5687 WHITAKER RD	NAPLES	FL	34112	N/A	EXEMPT ORG	OPERATIONS	$10,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	219500	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

Int On Savings And Temp Cash Invst IntOnSavingsAndTempCashInvst

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$15	ExclusionAmount

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$128,180	ExclusionAmount

Other Investment Income Part VII OtherInvestmentIncomePartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$163,044	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$200,859	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$492,098	ExclusionAmount

Field	Value	IRS element (for citing)
Total Part XVIA	492098	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

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees

Field	Value	IRS element (for citing)
Category	ACCOUNTING	Category
Amount	$2,745	Amount
Net Investment Income	1372	NetInvestmentIncome
Disbursements Charitable Prps	1373	DisbursementsCharitablePrps

Compensation Explanation CompensationExplanation

Compensation Compensation (2 entries)

J HOWARD P BLACK
MARY S BLACK

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (2 entries)

Category Or ItemCategoryOrItem	Listed At Cost Or FMVListedAtCostOrFMV	Book ValueBookValue	EOYFMVEOYFMV
RAYMOND JAMES SECURITIES & MONEY MKT	FMV	4839590	4839590
TEDDY BEARS, ART, SHOP, FIXED ASSETS	FMV	12466	12466

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

Field	Value	IRS element (for citing)
Description	ES 990PF PMTS	Description
BOY Book Value	913	BOYBookValue

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (3 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
EXPENSES
TRUST COMPANY FEES	68175	68175
OFFICE EXPENSE	2165		2165

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	UNREALIZED GAIN/LOSS	Description
Revenue And Expenses Per Books	163044	RevenueAndExpensesPerBooks
Net Investment Income	163044	NetInvestmentIncome

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities OtherLiabilities (2 entries)

DescriptionDescription	BOY Book ValueBOYBookValue	EOY Book ValueEOYBookValue
ST WITHHOLDING	577
FED EXCISE TAX DUE		994

Taxes Schedule TaxesSchedule

Taxes Taxes (8 entries)

CategoryCategory	AmountAmount	Adjusted Net IncomeAdjustedNetIncome	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
COMMONWEALTH OF MASSACHUSETTS	$82	82
FED EXCISE TAX	$4,194	4194
FOREIGN TAXES W/H - RJ AWAD	$15		15
FOREIGN TAXES W/H - RJ DEL	$151		151
FOREIGN TAXES W/H - RJ FED	$227		227
FOREIGN TAXES W/H - RJ LAZ	$2,418		2418
FOREIGN TAXES W/H - RJ NWQ	$355		355
PAYROLL TAXES	$5,779			5779