2013-05-13T08:04:54-05:00 2012-12-31 GENE R SOLOMON CPA 1342 COLONIAL BLVD STE B11 FORT MYERS FL 33907 990PF 2012-01-01 650297367 FRANCES PEW HAYES FAMILY FOUNDATION INC FRAN 9787796251 103 DRUMLIN HILL ROAD BOLTON MA 01740 JAY HOWARD BLACK 9787796251 2013-05-01 GENE R SOLOMON 2399395303 2013-05-03 X 2012 2016-02-24 21:20:13Z X 4989370 X X 15 15 128180 128180 200859 2731213 200859 163044 163044 492098 492098 47000 47000 30000 30000 23175 23175 2745 1372 1373 13221 3166 4276 5779 70340 68175 2165 186481 72713 4276 109492 219500 219500 405981 72713 4276 328992 86117 419385 11090 39795 39795 97519 97519 4890833 4852056 4852056 913 4902836 4989370 4989370 577 994 577 994 X 4902259 4988376 4902259 4988376 4902836 4989370 4902259 86117 4988376 4988376 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 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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 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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. 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(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. 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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 2418 2418 FOREIGN TAXES W/H - RJ NWQ 355 355 PAYROLL TAXES 5779 5779