Form990-PF

Department of the Treasury
Internal Revenue Service
Return of Private Foundation
or Section 4947(a)(1) Nonexempt Charitable Trust
Treated as a Private Foundation
Note. The foundation may be able to use a copy of this return to satisfy state reporting requirements.
OMB No. 1545-0052
2011
For calendar year 2011, or tax year beginning 01-01-2011 , and ending 12-31-2011
G
Check all that apply:
Name of foundation
WILLIAM A RUNNELS III CHARITABLE TRUST
 

Number and street (or P.O. box number if mail is not delivered to street address)PO BOX 75000   Room/suite
City or town, state, and ZIP code
DETROIT, MI482753302
A Employer identification number

20-6375162
B Telephone number (see page 10 of the instructions)

(713) 220-5510
C bullet
D 1. bullet
H Check type of organization:
2. bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$714,507J Accounting method:
 
(Part I, column (d) must be on cash basis.)
E bullet
F bullet
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see page 11 of the instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet
3 Interest on savings and temporary cash investments 4 4  
4 Dividends and interest from securities...... 18,938 18,938  
5a Gross rents..............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 74,317
b Gross sales price for all assets on line 6a 475,909
7 Capital gain net income (from Part IV, line 2)... 74,317
8 Net short-term capital gain......... 0
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule).......      
12 Total. Add lines 1 through 11........ 93,259 93,259  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 5,119 5,119    
14 Other employee salaries and wages......   0 0 0
15 Pension plans, employee benefits.......   0 0  
16a Legal fees (attach schedule).........       0
b Accounting fees (attach schedule)....... 900     900
c Other professional fees (attach schedule).... 12,274 12,274   0
17 Interest...............       0
18 Taxes (attach schedule) (see page 14 of the instructions) 1,364     0
19 Depreciation (attach schedule) and depletion... 0 0  
20 Occupancy..............        
21 Travel, conferences, and meetings.......   0 0  
22 Printing and publications..........   0 0  
23 Other expenses (attach schedule).......        
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 19,657 17,393 0 900
25 Contributions, gifts, grants paid........ 36,000 36,000
26 Total expenses and disbursements. Add lines 24 and 25 55,657 17,393 0 36,900
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 37,602
b Net investment income (if negative, enter -0-) 75,866
c Adjusted net income (if negative, enter -0-)... 0
For Privacy Act and Paperwork Reduction Act Notice, see page 30 of the instructions.
Cat. No. 11289X Form 990-PF (2011)
Form 990-PF (2011)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing...............      
2 Savings and temporary cash investments.......... 32,176 25,069 25,069
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet     0 0
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see page 15 of the
instructions)....................      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet0      
8 Inventories for sale or use...............      
9 Prepaid expenses and deferred charges...........      
10a Investments—U.S. and state government obligations (attach schedule) 164,979    
b Investments—corporate stock (attach schedule)........ 317,283 Click to see attachment348,177 371,946
c Investments—corporate bonds (attach schedule)........ 111,434 Click to see attachment289,834 317,492
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)...........     0
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 625,872 663,080 714,507
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable...................    
19 Deferred revenue..................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22)..........   0
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted....................    
25 Temporarily restricted................    
26 Permanently restricted................    
bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds......... 625,872 663,080
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds    
30 Total net assets or fund balances (see page 17 of the
instructions).................... 625,872 663,080
31 Total liabilities and net assets/fund balances (see page 17 of
the instructions).................. 625,872 663,080
Part III Analysis of Changes in Net Assets or Fund Balances
1 Total net assets or fund balances at beginning of year—Part II, column (a), line 30 (must agree
with end-of-year figure reported on prior year’s return)............... 1 625,872
2 Enter amount from Part I, line 27a..................... 2 37,602
3 Other increases not included in line 2 (itemize) bullet 3 0
4 Add lines 1, 2, and 3.......................... 4 663,474
5 Decreases not included in line 2 (itemize) bulletClick to see attachment 5 394
6 Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30. 6 663,080
Form 990-PF (2011)
Form 990-PF (2011)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.) 		(b) How acquired
P—Purchase
D—Donation 		(c) Date acquired
(mo., day, yr.) 		(d) Date sold
(mo., day, yr.)
1 a 1. OASIS PETE INC NEW   2010-09-30 2011-01-03
b 5. BRIGHAM EXPLORATION CO   2010-11-05 2011-01-04
c 1. OASIS PETE INC NEW   2010-09-30 2011-01-04
d 6. SKYWORKS SOLUTIONS INC   2009-11-06 2011-01-04
e 1. OASIS PETE INC NEW   2010-09-30 2011-01-05
4000. UNITED STATES TREAS NTS .75% 11/30/2011   2009-12-10 2011-01-06
3. VALASSIS COMMUNICATIONS INC   2010-10-22 2011-01-06
2. SENSIENT TECHNOLOGIES CORP   2009-09-25 2011-01-07
6. TRIQUINT SEMICONDUCTOR INC   2009-10-22 2011-01-07
4. VALASSIS COMMUNICATIONS INC   2010-10-22 2011-01-07
1. SENSIENT TECHNOLOGIES CORP   2009-09-25 2011-01-10
2. AMAZON COM INC   2009-10-23 2011-01-11
6. AMERICAN EXPRESS CO   2010-04-23 2011-01-11
1. APPLE COMPUTER INC   2006-08-10 2011-01-11
2. CHIPOTLE MEXICAN GRILL INC CL A   2010-06-04 2011-01-11
3. CUMMINS ENGINE INC   2010-07-27 2011-01-11
2. F5 NETWORKS INC   2010-05-05 2011-01-11
1. GOOGLE INC CL A   2005-08-29 2011-01-11
1. OASIS PETE INC NEW   2010-09-30 2011-01-11
1. OASIS PETE INC NEW   2010-09-30 2011-01-11
1. PRICELINE.COM   2009-08-18 2011-01-11
1. SENSIENT TECHNOLOGIES CORP   2009-09-25 2011-01-11
1. VALASSIS COMMUNICATIONS INC   2010-10-01 2011-01-11
4. VALASSIS COMMUNICATIONS INC   2010-10-01 2011-01-11
3. BG GROUP PLC SPON ADR   2010-12-09 2011-01-12
13. NATIONAL-OILWELL INC   2008-11-12 2011-01-12
1. VALASSIS COMMUNICATIONS INC   2010-08-12 2011-01-12
5. VALASSIS COMMUNICATIONS INC   2010-08-23 2011-01-12
9. VALE S A ADR   2007-08-06 2011-01-12
24. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-01-13
1. CLECO CORPORATION   2010-12-10 2011-01-13
16. CREE, INC   2010-08-17 2011-01-13
28. CREE, INC   2009-10-22 2011-01-13
3. DEERE & CO   2009-12-01 2011-01-13
28. DISCOVERY COMMUNICATIONS INC NEW SER A   2010-07-01 2011-01-13
38. DISCOVERY COMMUNICATIONS INC NEW SER A   2009-10-08 2011-01-13
93. DR PEPPER SNAPPLE GROUP   2010-07-01 2011-01-13
2. VALASSIS COMMUNICATIONS INC   2010-08-24 2011-01-13
4. CLECO CORPORATION   2010-12-10 2011-01-14
1. VALASSIS COMMUNICATIONS INC   2010-08-24 2011-01-14
3. VALASSIS COMMUNICATIONS INC   2010-08-24 2011-01-14
2. CLECO CORPORATION   2010-08-02 2011-01-18
1. VALASSIS COMMUNICATIONS INC   2010-11-16 2011-01-18
1. CLECO CORPORATION   2010-08-02 2011-01-19
3. CLECO CORPORATION   2010-05-18 2011-01-19
2. VALASSIS COMMUNICATIONS INC   2010-11-16 2011-01-19
23. ARM HOLDINGS PLC-SPONS ADR   2005-11-08 2011-01-20
34. F5 NETWORKS INC   2010-05-05 2011-01-20
31. HEWLETT PACKARD CO   2008-11-20 2011-01-20
1. SKYWORKS SOLUTIONS INC   2009-11-06 2011-01-20
8. STARBUCKS CORP   2009-08-31 2011-01-20
1. TENNECO INC   2010-03-23 2011-01-20
15. WALGREEN CO   2008-11-05 2011-01-20
1. APPLE COMPUTER INC   2011-01-13 2011-01-21
1. CLECO CORPORATION   2010-05-14 2011-01-21
1. SKYWORKS SOLUTIONS INC   2009-11-06 2011-01-21
3. ACTUANT CORP CL A   2006-07-12 2011-01-24
2. CLECO CORPORATION   2010-05-17 2011-01-24
4. HEXCEL CORP NEW   2010-01-13 2011-01-24
4. PACKAGING CORP OF AMERICA   2009-12-28 2011-01-24
2. SILICON LABORATORIES INC   2010-05-10 2011-01-24
1. TENNECO INC   2010-03-23 2011-01-24
57. HEWLETT PACKARD CO   2008-11-21 2011-01-25
1. KRATON PERFORMANCE POLYMERS INC   2010-03-25 2011-01-25
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-25
64. DOLLAR TREE INC   2010-07-02 2011-01-26
244.09 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-01-26
352.41 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-01-26
214.84 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-01-26
194.63 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-01-26
.8 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-01-26
3.66 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-01-26
129.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-01-26
94.6 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-01-26
.1 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-01-26
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-26
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-26
2. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-26
4. TENNECO INC   2010-03-23 2011-01-26
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-27
9. AMAZON COM INC   2009-10-23 2011-01-28
37. ARM HOLDINGS PLC-SPONS ADR   2008-10-30 2011-01-28
1. GOOGLE INC CL A   2005-08-29 2011-01-28
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-01-31
12. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-02-01
21. FANUC LTD ADR   2009-06-22 2011-02-01
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-02-02
3. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-02-02
1. MID-AMER APARTMENT COMUNITIES INC (REIT)   2011-01-24 2011-02-02
2000. UNITED STATES TREAS BDS 4.375% 02/15/203   2009-02-04 2011-02-02
9000. UNITED STATES TREAS NTS 2.25% 05/31/2014   2009-10-08 2011-02-02
1. KRATON PERFORMANCE POLYMERS INC   2010-03-08 2011-02-03
1. MID-AMER APARTMENT COMUNITIES INC (REIT)   2011-01-24 2011-02-03
2. MID-AMER APARTMENT COMUNITIES INC (REIT)   2010-08-27 2011-02-03
5. NETAPP INC   2010-02-02 2011-02-03
1. KRATON PERFORMANCE POLYMERS INC   2010-03-10 2011-02-04
1. MID-AMER APARTMENT COMUNITIES INC (REIT)   2010-06-30 2011-02-04
6. AARON'S INC   2009-12-16 2011-02-07
7. ACTUANT CORP CL A   2006-07-14 2011-02-07
11. ALLSTATE CORP   2010-04-29 2011-02-07
4. APACHE CORP   2009-12-09 2011-02-07
14. APOLLO INVESTMENT CORP   2009-09-15 2011-02-07
1. APPLE COMPUTER INC   2006-08-10 2011-02-07
27. APPLIED MATLS INC   2009-09-09 2011-02-07
12. ARES CAPITAL CORP   2010-01-13 2011-02-07
7. ASSOCIATED BANC CORP   2010-03-25 2011-02-07
3. ASSOCIATED BANC CORP   2010-01-12 2011-02-07
2. BANK OF HAWAII CORP   2010-12-10 2011-02-07
15. BANK NEW YORK MELLON CORP   2007-07-26 2011-02-07
9. BAXTER INTERNATIONAL INC   2010-04-22 2011-02-07
6. BOEING CO COMMON   2009-06-05 2011-02-07
8. BRIGHAM EXPLORATION CO   2010-11-05 2011-02-07
4. CLECO CORPORATION   2010-05-19 2011-02-07
16. CNO FINL GROUP INC   2009-12-01 2011-02-07
3. CACI INTL INC CL A   2008-10-07 2011-02-07
14. CARNIVAL CORP   2006-04-11 2011-02-07
23. COMCAST CORP SPECIAL CL A   2007-12-12 2011-02-07
2. CONSOLIDATED GRAPHICS INC   2010-10-22 2011-02-07
5. CORRECTIONS CORP OF AMERICA   2010-10-22 2011-02-07
11. DIAMONDROCK HOSPITALITY CO (REIT)   2009-10-01 2011-02-07
6. WALT DISNEY CO   2005-10-11 2011-02-07
13. DISCOVER FINL SVCS   2007-12-12 2011-02-07
7. EL PASO ELECTRIC CO   2010-12-10 2011-02-07
2. ENERSYS   2011-01-26 2011-02-07
2. ENERSYS   2010-12-10 2011-02-07
3. FMC TECHNOLOGIES INC   2009-09-16 2011-02-07
6. FIRST CASH FINCL SERVICES INC   2007-11-09 2011-02-07
2. FIRSTMERIT CORPORATION   2011-01-24 2011-02-07
4. FIRSTMERIT CORPORATION   2010-12-10 2011-02-07
3. FRANKLIN RES INC   2008-11-11 2011-02-07
4. GENERAL DYNAMICS CORP   2009-03-05 2011-02-07
5. GOVERNMENT PPTYS INCOME TR   2010-10-22 2011-02-07
6. GRAFTECH INTERNATIONAL LTD   2009-08-03 2011-02-07
7. HCC INS HLDGS INC   2005-08-29 2011-02-07
5. HANOVER INS GROUP INC   2010-02-05 2011-02-07
10. ILLINOIS TOOL WKS INC   2009-01-09 2011-02-07
31. INTEL CORP   2006-09-28 2011-02-07
4. ISHARES RUSSELL 2000 VALUE   2011-01-06 2011-02-07
12. J P MORGAN CHASE & CO   2009-04-09 2011-02-07
1. KILROY REALTY CORPORATION (REIT)   2010-10-22 2011-02-07
2. KILROY REALTY CORPORATION (REIT)   2011-01-24 2011-02-07
5. MF GLOBAL HLDGS LTD   2009-10-23 2011-02-07
7. MF GLOBAL HLDGS LTD   2011-01-24 2011-02-07
5. MYR GROUP INC DEL   2010-05-18 2011-02-07
10. MARRIOTT INTL INC NEW CL A   2008-12-15 2011-02-07
2. MASTERCARD INC   2010-08-11 2011-02-07
6. MEDTRONIC INC   2010-05-07 2011-02-07
3. MEDTRONIC INC   2010-01-12 2011-02-07
8. MICROSOFT CORP   2009-06-04 2011-02-07
2. MID-AMER APARTMENT COMUNITIES INC (REIT)   2010-06-30 2011-02-07
3. NATIONAL-OILWELL INC   2008-11-12 2011-02-07
7. NATIONAL-OILWELL INC   2008-11-12 2011-02-07
7. OASIS PETE INC NEW   2010-09-30 2011-02-07
3. OIL STATES INTERNATIONAL INC   2009-07-30 2011-02-07
8. OMNICOM GROUP INC   2008-03-26 2011-02-07
6. PACKAGING CORP OF AMERICA   2009-12-28 2011-02-07
2. PACKAGING CORP OF AMERICA   2011-01-24 2011-02-07
4. PHILLIPS-VAN HEUSEN   2008-12-11 2011-02-07
4. PROSPERITY BANCSHARES INC   2009-06-11 2011-02-07
6. QLOGIC CORP   2009-07-21 2011-02-07
3. QLOGIC CORP   2010-05-13 2011-02-07
6. RESOLUTE ENERGY CORP   2010-04-01 2011-02-07
5. ROCKWELL AUTOMATION INC   2009-08-31 2011-02-07
7. SRA INTERNATIONAL INC CL A   2009-12-28 2011-02-07
5. SCOTTS CO   2009-06-11 2011-02-07
5. SENSIENT TECHNOLOGIES CORP   2009-09-25 2011-02-07
3. SILICON LABORATORIES INC   2010-03-02 2011-02-07
6. SILGAN HOLDINGS INC   2010-02-05 2011-02-07
5. SKYWORKS SOLUTIONS INC   2009-11-06 2011-02-07
4. STARWOOD HOTELS & RESORTS   2010-09-01 2011-02-07
2. TELEFLEX INC   2006-11-10 2011-02-07
4. TENNECO INC   2010-05-05 2011-02-07
7. TEXAS INSTRS INC   2006-08-15 2011-02-07
10. THOMPSON CREEK METALS CO INC   2009-09-25 2011-02-07
6. TOWER GROUP INC   2010-12-10 2011-02-07
4. TOWERS WATSON & CO CL A   2009-04-29 2011-02-07
6. ULTRA PETROLEUM CORP   2010-12-07 2011-02-07
5. UNIT CORP   2009-08-07 2011-02-07
2. VALMONT INDS INC   2009-10-27 2011-02-07
3. WADDELL & REED FINL INC CL A   2010-12-10 2011-02-07
1. WADDELL & REED FINL INC CL A   2011-01-24 2011-02-07
10. WASHINGTON FEDERAL INC   2010-05-18 2011-02-07
1. WASHINGTON FEDERAL INC   2009-09-25 2011-02-07
6. WESCO INTERNATIONAL INC   2010-01-28 2011-02-07
2. WILEY JOHN & SONS INC CL A   2009-12-10 2011-02-07
16. WILLIAMS COS INC   2009-01-08 2011-02-07
4. WOLVERINE WORLD WIDE INC   2009-09-25 2011-02-07
3. TRANSOCEAN LTD   2010-04-09 2011-02-07
1. KRATON PERFORMANCE POLYMERS INC   2010-03-09 2011-02-08
1. MID-AMER APARTMENT COMUNITIES INC (REIT)   2010-06-24 2011-02-08
2. ASPEN INSURANCE HOLDINGS LTD   2008-07-17 2011-02-08
2. ASPEN INSURANCE HOLDINGS LTD   2008-12-19 2011-02-08
1. MID-AMER APARTMENT COMUNITIES INC (REIT)   2010-06-24 2011-02-09
1. SRA INTERNATIONAL INC CL A   2009-12-28 2011-02-09
2. SRA INTERNATIONAL INC CL A   2009-12-28 2011-02-09
1. ASPEN INSURANCE HOLDINGS LTD   2008-12-19 2011-02-09
3. ASPEN INSURANCE HOLDINGS LTD   2009-06-17 2011-02-09
4. SRA INTERNATIONAL INC CL A   2009-12-28 2011-02-10
8. SRA INTERNATIONAL INC CL A   2010-01-22 2011-02-10
3. ASPEN INSURANCE HOLDINGS LTD   2009-06-17 2011-02-10
4. ASPEN INSURANCE HOLDINGS LTD   2009-05-27 2011-02-10
2. ASPEN INSURANCE HOLDINGS LTD   2010-05-21 2011-02-10
20. AMERICAN EXPRESS CO   2010-02-02 2011-02-11
27. AMERICAN EXPRESS CO   2010-07-02 2011-02-11
5. COGNIZANT TECHNOLOGY SOLUTIONS   2009-09-01 2011-02-11
1. GOOGLE INC CL A   2011-01-13 2011-02-11
1. KRATON PERFORMANCE POLYMERS INC   2010-03-09 2011-02-11
4. PERRIGO CO   2010-08-12 2011-02-11
2. PRECISION CASTPARTS   2010-01-07 2011-02-11
1. SRA INTERNATIONAL INC CL A   2008-12-11 2011-02-11
2. SALESFORCE.COM INC   2009-09-08 2011-02-11
3. ASPEN INSURANCE HOLDINGS LTD   2010-05-21 2011-02-11
7. ISHARES RUSSELL 2000 VALUE   2011-01-06 2011-02-15
15. MARRIOTT INTL INC NEW CL A   2009-02-04 2011-02-15
28. NOVARTIS A G ADR   2009-03-02 2011-02-15
7. PETROLEO BRASILEIRO S A ADR   2010-06-10 2011-02-15
35. PETROLEO BRASILEIRO S A ADR   2009-03-02 2011-02-15
1. PRICELINE.COM   2009-08-18 2011-02-15
9. STARWOOD HOTELS & RESORTS   2010-09-01 2011-02-15
27. ABB LTD SPONSORED ADR   2006-10-24 2011-02-16
22. ARM HOLDINGS PLC-SPONS ADR   2008-10-30 2011-02-16
10. BAYERISCHE MOTOREN WERKE A G ADR   2010-11-19 2011-02-16
12. CAMECO CORP   2006-11-07 2011-02-16
48. DISCOVER FINL SVCS   2007-12-20 2011-02-16
13. RAO GAZPROM-ADR   2008-09-23 2011-02-16
9. RAO GAZPROM-ADR   2011-02-07 2011-02-16
21. ISHARES RUSSELL 2000 VALUE   2010-07-13 2011-02-16
3. NEW ORIENTAL ED & TECHNOLOGY GRO ADR   2009-10-08 2011-02-16
3. PETROCHINA CO LTD SPON ADR   2009-05-05 2011-02-16
25. PRUDENTIAL PLC ADR   2006-05-18 2011-02-16
8. RIO TINTO PLC ADR   2006-11-15 2011-02-16
14. ROCHE HLDG LTD SPON ADR   2008-10-30 2011-02-16
3. SKYWORKS SOLUTIONS INC   2009-11-06 2011-02-16
5. TRIQUINT SEMICONDUCTOR INC   2010-02-05 2011-02-16
18. WAL-MART DE MEXICO SA SP ADR   2008-10-30 2011-02-16
5. FIFTH STREET FINANCE CORP   2010-01-21 2011-02-17
1. SMITH A O CORP   2011-01-26 2011-02-17
1. SMITH A O CORP   2010-12-10 2011-02-17
5. SKYWORKS SOLUTIONS INC   2009-08-13 2011-02-22
4. SKYWORKS SOLUTIONS INC   2009-08-13 2011-02-23
19. AMERICAN EXPRESS CO   2010-02-11 2011-02-24
16. AMERICAN EXPRESS CO   2010-07-02 2011-02-24
1. GRAFTECH INTERNATIONAL LTD   2009-08-03 2011-02-25
8. GRAFTECH INTERNATIONAL LTD   2009-07-31 2011-02-25
14. MANULIFE FINANCIAL CORP   2006-10-24 2011-02-25
4000. CITIGROUP INC SER WI 5% 09/15/2014   2007-09-20 2011-02-28
178.11 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-02-28
443.65 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-02-28
183.7 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-02-28
11.6 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-02-28
6.78 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-02-28
75.35 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-02-28
214.63 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-02-28
39.33 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-02-28
.1 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-02-28
2. GRAFTECH INTERNATIONAL LTD   2009-10-02 2011-02-28
3. GRAFTECH INTERNATIONAL LTD   2011-01-19 2011-02-28
2. KILROY REALTY CORPORATION (REIT)   2010-10-22 2011-03-01
2. DIAMONDROCK HOSPITALITY CO (REIT)   2009-10-01 2011-03-04
1. DIAMONDROCK HOSPITALITY CO (REIT)   2009-10-01 2011-03-07
1. DIAMONDROCK HOSPITALITY CO (REIT)   2009-10-01 2011-03-07
100. FORD MOTOR CO   2010-02-23 2011-03-07
9. FORD MOTOR CO   2010-10-18 2011-03-07
40. GENERAL MTRS CO   2011-01-13 2011-03-07
25. GENERAL MTRS CO   2010-11-18 2011-03-07
3. MF GLOBAL HLDGS LTD   2009-10-20 2011-03-07
4. DIAMONDROCK HOSPITALITY CO (REIT)   2010-02-10 2011-03-08
6. DIAMONDROCK HOSPITALITY CO (REIT)   2010-02-10 2011-03-08
3. LASALLE HOTEL PROPERTIES (REIT)   2010-01-07 2011-03-08
4. LASALLE HOTEL PROPERTIES (REIT)   2010-01-07 2011-03-08
1. MF GLOBAL HLDGS LTD   2009-10-20 2011-03-08
12. MF GLOBAL HLDGS LTD   2010-01-21 2011-03-08
9. DIAMONDROCK HOSPITALITY CO (REIT)   2010-02-10 2011-03-09
6. LASALLE HOTEL PROPERTIES (REIT)   2010-01-07 2011-03-09
11. MF GLOBAL HLDGS LTD   2010-01-21 2011-03-09
2. THOMPSON CREEK METALS CO INC   2011-02-16 2011-03-09
11. DIAMONDROCK HOSPITALITY CO (REIT)   2010-02-10 2011-03-10
11. MF GLOBAL HLDGS LTD   2010-01-21 2011-03-10
44. NETAPP INC   2010-02-24 2011-03-10
106. NVIDIA CORP   2011-01-24 2011-03-10
1. THOMPSON CREEK METALS CO INC   2011-02-16 2011-03-10
3. THOMPSON CREEK METALS CO INC   2011-02-16 2011-03-10
3. THOMPSON CREEK METALS CO INC   2009-09-25 2011-03-10
2. TRIQUINT SEMICONDUCTOR INC   2010-02-05 2011-03-10
3. TRIQUINT SEMICONDUCTOR INC   2010-02-05 2011-03-10
5. AIXTRON AKTIENGESELLSCHAFT ADR   2010-07-20 2011-03-11
5. BANK OF NOVA SCOTIA   2011-01-20 2011-03-11
2. BHP LIMITED SPONS ADR   2008-10-29 2011-03-11
8. CSL LTD UNSPON ADR   2009-02-18 2011-03-11
1. DIAMONDROCK HOSPITALITY CO (REIT)   2009-11-03 2011-03-11
3. DIAMONDROCK HOSPITALITY CO (REIT)   2009-11-03 2011-03-11
5. FANUC LTD ADR   2010-02-11 2011-03-11
1. GOOGLE INC CL A   2011-02-03 2011-03-11
4. GRAFTECH INTERNATIONAL LTD   2009-10-02 2011-03-11
1. HDFC BANK LTD ADR   2008-10-30 2011-03-11
1. LINCOLN ELECTRIC HLDGS   2007-09-19 2011-03-11
4. MACQUARIE BK LTD ADR   2010-03-08 2011-03-11
7. SONY FINL HLDGS INC ADR   2010-02-08 2011-03-11
3. TEVA PHARMACEUTICAL INDUSTRIES LTD (ISRAEL) ADR   2008-10-30 2011-03-11
10. THOMPSON CREEK METALS CO INC   2009-10-26 2011-03-11
10. LOGITECH INTERNATIONAL-REG   2010-02-09 2011-03-11
3. MILLICOM INTL CELLULAR SA   2006-12-18 2011-03-11
2. DIAMONDROCK HOSPITALITY CO (REIT)   2010-12-10 2011-03-14
1. LINCOLN ELECTRIC HLDGS   2008-03-17 2011-03-14
4. THOMPSON CREEK METALS CO INC   2009-10-26 2011-03-14
3. BG GROUP PLC SPON ADR   2010-02-08 2011-03-15
1. DIAMONDROCK HOSPITALITY CO (REIT)   2010-12-10 2011-03-15
1. DIAMONDROCK HOSPITALITY CO (REIT)   2010-12-10 2011-03-15
1. LINCOLN ELECTRIC HLDGS   2008-03-17 2011-03-15
1. PETROCHINA CO LTD SPON ADR   2009-05-05 2011-03-15
14. TENCENT HLDGS LTD ADR   2009-06-22 2011-03-15
4. VALE S A ADR   2007-08-06 2011-03-15
2. DIAMONDROCK HOSPITALITY CO (REIT)   2010-12-10 2011-03-16
5. DIAMONDROCK HOSPITALITY CO (REIT)   2010-12-10 2011-03-16
3. DIAMONDROCK HOSPITALITY CO (REIT)   2009-11-03 2011-03-17
1. DIAMONDROCK HOSPITALITY CO (REIT)   2010-10-19 2011-03-17
2. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-17
3. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-17
2. TYLER TECHNOLOGIES INC   2007-07-02 2011-03-17
1. WESCO INTERNATIONAL INC   2011-03-17 2011-03-17
5. CATERPILLAR INC   2009-05-29 2011-03-18
4. DIAMONDROCK HOSPITALITY CO (REIT)   2010-11-24 2011-03-18
2. DIAMONDROCK HOSPITALITY CO (REIT)   2009-11-03 2011-03-18
1. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-18
7. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-18
1. MYR GROUP INC DEL   2010-02-10 2011-03-18
1. WESCO INTERNATIONAL INC   2010-03-15 2011-03-18
2. ABB LTD SPONSORED ADR   2006-10-24 2011-03-21
1. ADECCO SA SPON ADR   2011-02-16 2011-03-21
2. ADIDAS AG ADR   2010-12-10 2011-03-21
3. ANGLO AMERICAN PLC ADR   2010-12-09 2011-03-21
3. ARM HOLDINGS PLC-SPONS ADR   2010-03-08 2011-03-21
4. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-03-21
2. BG GROUP PLC SPON ADR   2008-10-14 2011-03-21
3. BAYERISCHE MOTOREN WERKE A G ADR   2010-07-20 2011-03-21
2. BRITISH SKY BROADCASTING GROUP ADR   2005-11-08 2011-03-21
10. COMPAGNIE FINANCIERE RICHEMONT A ADR   2010-11-24 2011-03-21
4. CEMIG COMPANHIA NEW ADR   2011-02-16 2011-03-21
6. DEUTSCHE BOERSE ADR   2008-12-30 2011-03-21
2. DIAMONDROCK HOSPITALITY CO (REIT)   2010-11-24 2011-03-21
6. RAO GAZPROM-ADR   2008-10-30 2011-03-21
1. HSBC HOLDINGS PLC-SPONS ADR   2011-02-16 2011-03-21
4. INDUSTRIAL & COML BK CHINA ADR   2009-05-06 2011-03-21
15. LI & FUNG LTD ADR   2010-02-09 2011-03-21
1. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-21
6. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-21
1. MYR GROUP INC DEL   2010-02-10 2011-03-21
3. MANULIFE FINANCIAL CORP   2006-10-24 2011-03-21
1. NESTLE SA SPONSORED ADR   2005-01-04 2011-03-21
3. PING AN INS GROUP CO CHINA LTD ADR   2011-02-16 2011-03-21
3. PRUDENTIAL PLC ADR   2006-05-18 2011-03-21
1. RIO TINTO PLC ADR   2006-11-15 2011-03-21
1. ROCHE HLDG LTD SPON ADR   2008-10-30 2011-03-21
1. ROLLS-ROYCE PLC ADR   2011-02-01 2011-03-21
1. SOCIEDAD QUIMICA MINERA DE CHILE ADR SPONS ADR REPSTG SER B SHS   2009-12-11 2011-03-21
1. SONOVA HLDG AG ADR   2011-02-16 2011-03-21
13. SUNCOR ENERGY INC NEW   2008-10-29 2011-03-21
1. TELENOR ASA SPONSORED ADR   2010-11-04 2011-03-21
5. VESTAS WIND SYS A/S UTD KINGDOM ADR   2007-05-11 2011-03-21
2. WAL-MART DE MEXICO SA SP ADR   2005-08-29 2011-03-21
1. WESCO INTERNATIONAL INC   2010-03-15 2011-03-21
2. WORLEYPARSONS LTD ADR   2011-02-16 2011-03-21
6. CHIPOTLE MEXICAN GRILL INC CL A   2010-06-04 2011-03-22
1. DIAMONDROCK HOSPITALITY CO (REIT)   2010-11-24 2011-03-22
3. EL PASO ELECTRIC CO   2010-05-20 2011-03-22
6. MF GLOBAL HLDGS LTD   2009-11-06 2011-03-22
12. MF GLOBAL HLDGS LTD   2010-11-24 2011-03-22
1. WESCO INTERNATIONAL INC   2010-03-15 2011-03-22
2. DIAMONDROCK HOSPITALITY CO (REIT)   2010-11-24 2011-03-23
20. DISCOVER FINL SVCS   2007-12-20 2011-03-23
1. BRIGHAM EXPLORATION CO   2010-08-02 2011-03-24
3. BRIGHAM EXPLORATION CO   2010-08-02 2011-03-24
5. EL PASO ELECTRIC CO   2010-05-20 2011-03-24
1. OASIS PETE INC NEW   2010-06-21 2011-03-24
1. RESOLUTE ENERGY CORP   2010-03-12 2011-03-24
48. SONOVA HLDG AG ADR   2011-02-16 2011-03-24
3. BRIGHAM EXPLORATION CO   2010-08-02 2011-03-25
6. EL PASO ELECTRIC CO   2010-05-11 2011-03-25
1. MYR GROUP INC DEL   2010-02-10 2011-03-25
4. OASIS PETE INC NEW   2010-06-21 2011-03-25
1. RESOLUTE ENERGY CORP   2010-03-12 2011-03-25
1. UNIT CORP   2010-03-08 2011-03-25
2. AMAZON COM INC   2008-10-09 2011-03-28
3. APOLLO INVESTMENT CORP   2009-09-15 2011-03-28
1. BRIGHAM EXPLORATION CO   2010-08-02 2011-03-28
1. ENERSYS   2011-02-16 2011-03-28
141.69 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-03-28
343.71 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-03-28
231.01 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-03-28
267.58 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-03-28
.76 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-03-28
84.69 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-03-28
163.28 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-03-28
48.4 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-03-28
.1 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-03-28
1. KILROY REALTY CORPORATION (REIT)   2010-10-22 2011-03-28
12. MYLAN LABS INC   2009-09-23 2011-03-28
3. OASIS PETE INC NEW   2010-06-22 2011-03-28
3. OASIS PETE INC NEW   2010-06-22 2011-03-28
1. RESOLUTE ENERGY CORP   2010-03-12 2011-03-28
2. RESOLUTE ENERGY CORP   2010-03-12 2011-03-28
1. UNIT CORP   2010-03-08 2011-03-28
1. WESCO INTERNATIONAL INC   2010-03-15 2011-03-28
3. MYR GROUP INC DEL   2010-02-10 2011-03-29
5. MYLAN LABS INC   2009-09-23 2011-03-29
4. OASIS PETE INC NEW   2010-07-12 2011-03-29
1. RESOLUTE ENERGY CORP   2010-03-12 2011-03-29
1. UNIT CORP   2010-03-08 2011-03-29
7. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-03-30
11. CATERPILLAR INC   2009-05-29 2011-03-30
9. CEMIG COMPANHIA NEW ADR   2011-02-16 2011-03-30
2. RESOLUTE ENERGY CORP   2010-03-12 2011-03-30
3. SOCIEDAD QUIMICA MINERA DE CHILE ADR SPONS ADR REPSTG SER B SHS   2009-12-11 2011-03-30
1. SONOVA HLDG AG ADR   2011-02-16 2011-03-30
1. UNIT CORP   2010-03-08 2011-03-30
1. UNIT CORP   2010-03-08 2011-03-30
1. FIRST CASH FINCL SERVICES INC   2007-11-09 2011-03-31
12. VESTAS WIND SYS A/S UTD KINGDOM ADR   2007-05-11 2011-03-31
1. FIRST CASH FINCL SERVICES INC   2007-11-09 2011-04-01
.167 HUNTINGTON INGALLS INDS INC   2010-08-10 2011-04-01
3000. KELLOGG CO 6.6% 04/01/2011   2008-06-10 2011-04-01
6. SRA INTERNATIONAL INC CL A   2009-04-29 2011-04-01
20. SRA INTERNATIONAL INC CL A   2010-12-22 2011-04-01
1. WESCO INTERNATIONAL INC   2010-03-15 2011-04-04
1. FIRST CASH FINCL SERVICES INC   2007-12-05 2011-04-05
4. BRIGHAM EXPLORATION CO   2010-09-24 2011-04-06
1. FIRST CASH FINCL SERVICES INC   2008-10-14 2011-04-06
2. FIRST CASH FINCL SERVICES INC   2008-09-23 2011-04-06
1. UNIT CORP   2010-03-08 2011-04-06
70. GENERAL MTRS CO   2010-11-18 2011-04-07
5000. MORGAN STANLEY 4.75% 04/01/2014   2006-04-17 2011-04-07
10. NETAPP INC   2010-04-01 2011-04-07
1. UNIT CORP   2010-03-08 2011-04-07
3. HUNTINGTON INGALLS INDS INC   2010-08-10 2011-04-08
1. UNIT CORP   2010-03-08 2011-04-08
3. ABB LTD SPONSORED ADR   2006-10-24 2011-04-12
1. AIXTRON AKTIENGESELLSCHAFT ADR   2011-03-21 2011-04-12
4. AIXTRON AKTIENGESELLSCHAFT ADR   2010-07-20 2011-04-12
3. ANGLO AMERICAN PLC ADR   2010-12-09 2011-04-12
3. ARM HOLDINGS PLC-SPONS ADR   2008-10-30 2011-04-12
1. BG GROUP PLC SPON ADR   2008-10-14 2011-04-12
1. BAYER AG ADR   2011-02-16 2011-04-12
1. BHP LIMITED SPONS ADR   2008-10-29 2011-04-12
3. CAMECO CORP   2011-03-21 2011-04-12
22. CISCO SYS INC   2010-12-16 2011-04-12
30. CISCO SYS INC   2011-01-04 2011-04-12
4. CEMIG COMPANHIA NEW ADR   2011-02-16 2011-04-12
43. DISCOVER FINL SVCS   2007-12-20 2011-04-12
4. FANUC LTD ADR   2009-06-22 2011-04-12
2. HSBC HOLDINGS PLC-SPONS ADR   2011-02-16 2011-04-12
5. INDUSTRIAL & COML BK CHINA ADR   2009-05-06 2011-04-12
1. NEW ORIENTAL ED & TECHNOLOGY GRO ADR   2009-10-08 2011-04-12
1. NOVO NORDISK A S ADR   2009-07-21 2011-04-12
17. OMNICOM GROUP INC   2008-08-29 2011-04-12
1. PETROCHINA CO LTD SPON ADR   2009-05-05 2011-04-12
8. PRUDENTIAL PLC ADR   2006-05-18 2011-04-12
1. RIO TINTO PLC ADR   2006-11-15 2011-04-12
6. ROCKWELL AUTOMATION INC   2009-08-31 2011-04-12
2. SOCIEDAD QUIMICA MINERA DE CHILE ADR SPONS ADR REPSTG SER B SHS   2009-12-11 2011-04-12
2. TELENOR ASA SPONSORED ADR   2010-11-04 2011-04-12
3. TENCENT HLDGS LTD ADR   2009-06-22 2011-04-12
3. VALE S A ADR   2007-08-06 2011-04-12
1. MILLICOM INTL CELLULAR SA   2006-12-13 2011-04-12
1. MYR GROUP INC DEL   2010-03-29 2011-04-14
1. MYR GROUP INC DEL   2010-03-29 2011-04-14
2. HANOVER INS GROUP INC   2011-03-09 2011-04-19
1. HANOVER INS GROUP INC   2010-07-22 2011-04-19
8. LOGITECH INTERNATIONAL-REG   2010-07-20 2011-04-19
73. LOGITECH INTERNATIONAL-REG   2010-02-09 2011-04-19
3. HANOVER INS GROUP INC   2010-07-22 2011-04-20
2. HANOVER INS GROUP INC   2010-02-05 2011-04-20
7. HANOVER INS GROUP INC   2009-06-11 2011-04-20
5. LOGITECH INTERNATIONAL-REG   2009-07-23 2011-04-20
1. HANOVER INS GROUP INC   2009-06-11 2011-04-21
1. HANOVER INS GROUP INC   2009-06-11 2011-04-21
3. HANOVER INS GROUP INC   2009-06-11 2011-04-21
1. HANOVER INS GROUP INC   2009-06-11 2011-04-25
3. HANOVER INS GROUP INC   2009-06-11 2011-04-25
2. SAIPEM S P A ADR   2011-03-21 2011-04-25
5. SAIPEM S P A ADR   2010-05-14 2011-04-25
7. VALE S A ADR   2007-08-06 2011-04-25
121.46 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-04-26
297.27 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-04-26
140.97 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-04-26
36.3083 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-04-26
161.1017 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-04-26
.78 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-04-26
3.54 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-04-26
129.64 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-04-26
88.73 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-04-26
42.43 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-04-26
1. GOOGLE INC CL A   2011-02-24 2011-04-26
1. HANOVER INS GROUP INC   2009-06-11 2011-04-26
1. HANOVER INS GROUP INC   2009-06-11 2011-04-27
1. HANOVER INS GROUP INC   2009-06-11 2011-04-27
1. HANOVER INS GROUP INC   2009-06-11 2011-04-28
2. NEW ORIENTAL ED & TECHNOLOGY GRO ADR   2009-10-08 2011-04-28
1. OIL STATES INTERNATIONAL INC   2009-05-27 2011-04-28
4. OIL STATES INTERNATIONAL INC   2009-05-21 2011-04-28
1. SCOTTS CO   2009-03-09 2011-04-28
1. TOWERS WATSON & CO CL A   2011-03-09 2011-04-28
43. CISCO SYS INC   2010-12-16 2011-05-02
1. HANOVER INS GROUP INC   2009-06-11 2011-05-02
2. RESOLUTE ENERGY CORP   2010-04-01 2011-05-02
2. BRIGHAM EXPLORATION CO   2010-09-24 2011-05-04
1. OASIS PETE INC NEW   2010-06-18 2011-05-04
1. OIL STATES INTERNATIONAL INC   2009-05-21 2011-05-04
2. RESOLUTE ENERGY CORP   2010-04-01 2011-05-04
5. BRIGHAM EXPLORATION CO   2010-06-02 2011-05-05
5. RESOLUTE ENERGY CORP   2010-04-01 2011-05-05
7. THOMPSON CREEK METALS CO INC   2009-12-14 2011-05-05
4. UNIT CORP   2010-04-20 2011-05-05
2. THOMPSON CREEK METALS CO INC   2009-12-14 2011-05-06
3. THOMPSON CREEK METALS CO INC   2010-10-19 2011-05-06
4. THOMPSON CREEK METALS CO INC   2009-12-14 2011-05-06
1. LINCOLN ELECTRIC HLDGS   2008-01-14 2011-05-09
4. LOUISIANA PAC CORP   2010-12-10 2011-05-09
4. LOUISIANA PAC CORP   2011-01-24 2011-05-09
1. THOMPSON CREEK METALS CO INC   2010-10-19 2011-05-09
17. THOMPSON CREEK METALS CO INC   2010-10-22 2011-05-09
19. ISHARES RUSSELL 2000 VALUE   2011-05-02 2011-05-10
1. THOMPSON CREEK METALS CO INC   2010-05-21 2011-05-10
1. APPLE COMPUTER INC   2006-08-10 2011-05-11
13. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-05-11
13. BAYERISCHE MOTOREN WERKE A G ADR   2010-07-20 2011-05-11
1. CHIPOTLE MEXICAN GRILL INC CL A   2010-06-04 2011-05-11
3. CUMMINS ENGINE INC   2010-07-27 2011-05-11
6. DANAHER CORP   2010-04-22 2011-05-11
4. EATON CORP   2010-12-22 2011-05-11
43. ESPRIT HLDGS LTD ADR   2010-11-19 2011-05-11
13. ESPRIT HLDGS LTD ADR   2011-03-21 2011-05-11
114. ESPRIT HLDGS LTD ADR   2009-07-01 2011-05-11
22. FANUC LTD ADR   2008-12-29 2011-05-11
10. ISHARES RUSSELL 2000 VALUE   2011-05-04 2011-05-11
3. KILROY REALTY CORPORATION (REIT)   2010-05-24 2011-05-11
4. KILROY REALTY CORPORATION (REIT)   2010-05-20 2011-05-11
1. NETFLIX.COM INC   2010-04-22 2011-05-11
6. ORACLE CORPORATION   2008-01-17 2011-05-11
5. PETROCHINA CO LTD SPON ADR   2010-10-18 2011-05-11
1. PETROCHINA CO LTD SPON ADR   2011-03-21 2011-05-11
5. PETROCHINA CO LTD SPON ADR   2009-05-05 2011-05-11
1. PRICELINE.COM   2009-01-15 2011-05-11
33. RIO TINTO PLC ADR   2008-11-28 2011-05-11
10. SONY FINL HLDGS INC ADR   2010-08-17 2011-05-11
110. SONY FINL HLDGS INC ADR   2010-02-08 2011-05-11
7. STARBUCKS CORP   2010-02-10 2011-05-11
6. THOMPSON CREEK METALS CO INC   2010-05-21 2011-05-11
16. TOTAL S A SPONSORED ADR   2010-02-08 2011-05-11
1. TOTAL S A SPONSORED ADR   2011-03-21 2011-05-11
6. TOTAL S A SPONSORED ADR   2010-10-18 2011-05-11
68. VALE S A ADR   2009-03-02 2011-05-11
1. VALE S A ADR   2011-03-21 2011-05-11
2. KILROY REALTY CORPORATION (REIT)   2010-05-20 2011-05-12
4. KILROY REALTY CORPORATION (REIT)   2010-05-25 2011-05-12
11. THOMPSON CREEK METALS CO INC   2010-07-22 2011-05-12
3. ACTUANT CORP CL A   2011-02-16 2011-05-17
1. LINCOLN ELECTRIC HLDGS   2009-04-29 2011-05-17
1. LOUISIANA PAC CORP   2010-12-10 2011-05-17
11. LOUISIANA PAC CORP   2010-12-10 2011-05-17
1. WESCO INTERNATIONAL INC   2010-04-16 2011-05-17
1. WESCO INTERNATIONAL INC   2010-03-11 2011-05-17
1. ACTUANT CORP CL A   2011-02-16 2011-05-18
4. ACTUANT CORP CL A   2009-12-23 2011-05-18
1. LINCOLN ELECTRIC HLDGS   2009-05-27 2011-05-18
1. LINCOLN ELECTRIC HLDGS   2009-03-03 2011-05-18
2. LOUISIANA PAC CORP   2010-12-02 2011-05-18
5. LOUISIANA PAC CORP   2009-08-26 2011-05-18
2. WESCO INTERNATIONAL INC   2010-03-11 2011-05-18
3. DEERE & CO   2011-02-24 2011-05-19
1. HEXCEL CORP NEW   2010-01-13 2011-05-19
5. HEXCEL CORP NEW   2009-12-23 2011-05-19
3. LAUDER ESTEE COS INC   2010-02-01 2011-05-19
12. LOUISIANA PAC CORP   2009-11-09 2011-05-19
3. 3M CO   2010-04-27 2011-05-19
3. VMWARE INC CL A   2010-07-21 2011-05-19
23. MILLICOM INTL CELLULAR SA   2009-03-02 2011-05-19
1. HEXCEL CORP NEW   2009-12-23 2011-05-20
2. HEXCEL CORP NEW   2009-12-23 2011-05-20
11. KAR AUCTION SVCS INC   2011-04-12 2011-05-20
7. LOUISIANA PAC CORP   2010-10-22 2011-05-20
2. PHILLIPS-VAN HEUSEN   2010-03-09 2011-05-20
1. WOLVERINE WORLD WIDE INC   2009-09-25 2011-05-20
4. EXPRESS SCRIPTS INC CL A   2009-06-05 2011-05-23
1. HEXCEL CORP NEW   2009-12-23 2011-05-23
2. HEXCEL CORP NEW   2009-12-23 2011-05-23
1. LINCOLN ELECTRIC HLDGS   2009-03-03 2011-05-23
1. LOUISIANA PAC CORP   2010-10-22 2011-05-23
1. LOUISIANA PAC CORP   2009-11-09 2011-05-23
4. LOUISIANA PAC CORP   2009-11-09 2011-05-23
1. NCI   2011-03-28 2011-05-23
1. NCI   2011-03-28 2011-05-23
1. NETFLIX.COM INC   2010-04-22 2011-05-23
1. PACKAGING CORP OF AMERICA   2009-12-28 2011-05-23
2. PACKAGING CORP OF AMERICA   2011-02-16 2011-05-23
3. PACKAGING CORP OF AMERICA   2010-05-18 2011-05-23
2. PHILLIPS-VAN HEUSEN   2010-03-09 2011-05-23
4. QUALCOMM INC   2011-03-15 2011-05-23
3. SCHLUMBERGER LTD   2011-03-07 2011-05-23
1. WOLVERINE WORLD WIDE INC   2009-09-25 2011-05-23
1. HEXCEL CORP NEW   2009-12-23 2011-05-24
1. LINCOLN ELECTRIC HLDGS   2009-03-03 2011-05-24
3. LOUISIANA PAC CORP   2009-11-09 2011-05-24
1. NCI   2011-03-28 2011-05-24
1. PACKAGING CORP OF AMERICA   2009-10-16 2011-05-24
1. PACKAGING CORP OF AMERICA   2009-10-16 2011-05-24
3. WASTE CONNECTIONS INC   2010-05-18 2011-05-24
1. WOLVERINE WORLD WIDE INC   2009-09-25 2011-05-24
1. WOLVERINE WORLD WIDE INC   2009-09-25 2011-05-24
2. HEXCEL CORP NEW   2009-12-23 2011-05-25
2. LINCOLN ELECTRIC HLDGS   2009-03-03 2011-05-25
1. NCI   2011-03-28 2011-05-25
3. PACKAGING CORP OF AMERICA   2009-10-16 2011-05-25
1. WOLVERINE WORLD WIDE INC   2009-09-25 2011-05-25
6. ARES CAPITAL CORP   2011-02-16 2011-05-26
4. BNP PARIBAS ADR   2010-02-11 2011-05-26
4. BNP PARIBAS ADR   2011-03-21 2011-05-26
366.31 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-05-26
104.5 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-05-26
196.47 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-05-26
275.63 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-05-26
199.008 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-05-26
44.822 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-05-26
.8 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-05-26
79.11 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-05-26
190.21 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-05-26
2.11 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-05-26
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-05-26
59.74 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-05-26
1. HEXCEL CORP NEW   2009-12-23 2011-05-26
72. MICROSOFT CORP   2010-05-21 2011-05-26
9. MICROSOFT CORP   2010-06-02 2011-05-26
1. NCI   2011-03-31 2011-05-26
2. PACKAGING CORP OF AMERICA   2009-10-16 2011-05-26
8. ARES CAPITAL CORP   2010-05-18 2011-05-27
4. HEXCEL CORP NEW   2009-12-23 2011-05-27
1. NCI   2011-03-31 2011-05-27
2. PACKAGING CORP OF AMERICA   2009-07-20 2011-05-27
5. HEXCEL CORP NEW   2009-08-26 2011-05-31
2. NCI   2011-03-31 2011-05-31
1. FIRST CASH FINCL SERVICES INC   2007-12-21 2011-06-01
1. ENERSYS   2011-02-16 2011-06-02
1. SCOTTS CO   2008-08-06 2011-06-02
1. ENERSYS   2011-02-16 2011-06-03
3. ENERSYS   2011-03-09 2011-06-03
1. GRAFTECH INTERNATIONAL LTD   2010-04-01 2011-06-03
4. GRAFTECH INTERNATIONAL LTD   2010-04-01 2011-06-03
1. LANDSTAR SYSTEM INC   2011-03-28 2011-06-03
1. SCOTTS CO   2011-03-17 2011-06-03
1. SCOTTS CO   2008-08-06 2011-06-03
1. TOWERS WATSON & CO CL A   2008-01-28 2011-06-03
1. TYLER TECHNOLOGIES INC   2010-05-20 2011-06-03
1. ENERSYS   2010-12-09 2011-06-06
3. GRAFTECH INTERNATIONAL LTD   2010-12-10 2011-06-06
2. GRAFTECH INTERNATIONAL LTD   2011-01-24 2011-06-06
1. GRAFTECH INTERNATIONAL LTD   2010-12-10 2011-06-06
5. GRAFTECH INTERNATIONAL LTD   2010-04-01 2011-06-06
1. LANDSTAR SYSTEM INC   2011-01-14 2011-06-06
1. LANDSTAR SYSTEM INC   2011-01-18 2011-06-06
1. LANDSTAR SYSTEM INC   2011-01-14 2011-06-06
1. SCOTTS CO   2008-08-06 2011-06-06
1. TOWERS WATSON & CO CL A   2008-01-28 2011-06-06
1. TYLER TECHNOLOGIES INC   2010-05-20 2011-06-06
1. GRAFTECH INTERNATIONAL LTD   2010-04-01 2011-06-07
3. GRAFTECH INTERNATIONAL LTD   2009-10-02 2011-06-07
9. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-06-07
2. LANDSTAR SYSTEM INC   2011-01-14 2011-06-07
2. TOWERS WATSON & CO CL A   2008-01-28 2011-06-07
1. TYLER TECHNOLOGIES INC   2010-05-20 2011-06-07
2. ENERSYS   2011-01-24 2011-06-08
3. GRAFTECH INTERNATIONAL LTD   2010-08-02 2011-06-08
3. LANDSTAR SYSTEM INC   2011-01-21 2011-06-08
2. TYLER TECHNOLOGIES INC   2007-07-02 2011-06-08
5. GRAFTECH INTERNATIONAL LTD   2010-08-02 2011-06-09
4. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-06-09
2. TYLER TECHNOLOGIES INC   2007-07-02 2011-06-09
2. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-09
1. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-10
2. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-10
5. ARES CAPITAL CORP   2011-03-28 2011-06-13
1. CACI INTL INC CL A   2011-03-28 2011-06-13
1. CONSOLIDATED GRAPHICS INC   2011-02-16 2011-06-13
1. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-06-13
1. OIL STATES INTERNATIONAL INC   2009-05-21 2011-06-13
1. TELEFLEX INC   2011-02-16 2011-06-13
3. TOWERS WATSON & CO CL A   2008-01-28 2011-06-13
1. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-13
1. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-13
1. UNIT CORP   2010-05-18 2011-06-13
1. WILEY JOHN & SONS INC CL A   2009-12-10 2011-06-13
2. WOLVERINE WORLD WIDE INC   2009-09-25 2011-06-13
1. TYLER TECHNOLOGIES INC   2008-10-27 2011-06-14
3. PACKAGING CORP OF AMERICA   2009-07-20 2011-06-15
2. PACKAGING CORP OF AMERICA   2009-07-20 2011-06-16
2. TYLER TECHNOLOGIES INC   2005-09-20 2011-06-16
1. VALMONT INDS INC   2011-03-28 2011-06-16
2. TYLER TECHNOLOGIES INC   2005-09-20 2011-06-17
19. CEMIG COMPANHIA NEW ADR   2010-05-07 2011-06-22
8. SOCIEDAD QUIMICA MINERA DE CHILE ADR SPONS ADR REPSTG SER B SHS   2009-12-11 2011-06-22
2. SOLUTIA INC   2011-03-31 2011-06-22
5. SOLUTIA INC   2011-03-29 2011-06-22
1. UNITED RENTALS INC   2011-02-16 2011-06-22
3. UNITED RENTALS INC   2011-03-28 2011-06-22
1. VALMONT INDS INC   2011-03-09 2011-06-22
1. VALMONT INDS INC   2010-05-18 2011-06-22
8. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-06-23
4. UNITED RENTALS INC   2011-05-02 2011-06-27
183.18 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-06-28
96.89 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-06-28
254.68 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-06-28
257.45 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-06-28
205.5945 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-06-28
46.3055 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-06-28
6.27 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-06-28
4.52 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-06-28
68.25 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-06-28
2.08 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-06-28
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-06-28
31.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-06-28
20. BANK NEW YORK MELLON CORP   2011-01-25 2011-06-29
130. BANK NEW YORK MELLON CORP   2009-11-18 2011-06-29
31. ACME PACKET INC   2010-12-16 2011-07-01
24. ACME PACKET INC   2011-01-28 2011-07-01
3. APPLE COMPUTER INC   2010-09-01 2011-07-01
1. APPLE COMPUTER INC   2011-02-03 2011-07-01
12. APPLE COMPUTER INC   2005-08-29 2011-07-01
26. BAKER HUGHES INC   2011-03-29 2011-07-01
47. BED BATH & BEYOND INC   2011-04-07 2011-07-01
21. CATERPILLAR INC   2009-05-29 2011-07-01
16. CATERPILLAR INC   2011-02-24 2011-07-01
3. CHIPOTLE MEXICAN GRILL INC CL A   2010-07-01 2011-07-01
5. CHIPOTLE MEXICAN GRILL INC CL A   2010-06-08 2011-07-01
30. COGNIZANT TECHNOLOGY SOLUTIONS   2010-09-03 2011-07-01
44. COGNIZANT TECHNOLOGY SOLUTIONS   2009-08-31 2011-07-01
44. CUMMINS ENGINE INC   2010-09-01 2011-07-01
46. DANAHER CORP   2010-04-22 2011-07-01
17. DEERE & CO   2010-07-09 2011-07-01
34. DEERE & CO   2009-12-07 2011-07-01
3. DEERE & CO   2011-02-24 2011-07-01
14. EATON CORP   2011-03-15 2011-07-01
66. EATON CORP   2010-12-22 2011-07-01
38. EXPRESS SCRIPTS INC CL A   2009-06-05 2011-07-01
8. FMC TECHNOLOGIES INC   2010-10-18 2011-07-01
76. FMC TECHNOLOGIES INC   2010-04-29 2011-07-01
12. FORD MOTOR CO   2010-10-18 2011-07-01
122. FORD MOTOR CO   2010-04-16 2011-07-01
72. JUNIPER NETWORKS INC   2011-02-07 2011-07-01
14. LAUDER ESTEE COS INC   2010-12-22 2011-07-01
24. LAUDER ESTEE COS INC   2011-02-03 2011-07-01
15. LAUDER ESTEE COS INC   2010-01-21 2011-07-01
105. MYLAN LABS INC   2009-09-10 2011-07-01
21. NATIONAL-OILWELL INC   2010-05-04 2011-07-01
20. NATIONAL-OILWELL INC   2010-12-22 2011-07-01
11. NATIONAL-OILWELL INC   2011-06-23 2011-07-01
1. NETAPP INC   2010-07-09 2011-07-01
38. NETAPP INC   2010-05-27 2011-07-01
18. NETFLIX.COM INC   2010-04-22 2011-07-01
20. PANERA BREAD COMPANY-CL A   2011-02-24 2011-07-01
33. PERRIGO CO   2010-06-09 2011-07-01
18. PERRIGO CO   2010-08-12 2011-07-01
15. PRECISION CASTPARTS   2010-05-27 2011-07-01
6. PRECISION CASTPARTS   2010-07-09 2011-07-01
10. PRICELINE.COM   2010-12-16 2011-07-01
2. PRICELINE.COM   2011-05-23 2011-07-01
1. PRICELINE.COM   2009-01-15 2011-07-01
31. SALESFORCE.COM INC   2010-06-08 2011-07-01
30. STARBUCKS CORP   2010-07-01 2011-07-01
95. STARBUCKS CORP   2010-02-10 2011-07-01
23. 3M CO   2010-04-27 2011-07-01
42. VERTEX PHARMACEUTICALS INC   2011-03-17 2011-07-01
25. VMWARE INC CL A   2010-07-21 2011-07-01
1. CACI INTL INC CL A   2008-10-07 2011-07-06
2. CACI INTL INC CL A   2008-10-07 2011-07-06
1. TYLER TECHNOLOGIES INC   2010-10-22 2011-07-06
1. TYLER TECHNOLOGIES INC   2005-09-20 2011-07-06
1. TYLER TECHNOLOGIES INC   2010-10-22 2011-07-07
2. TYLER TECHNOLOGIES INC   2010-10-22 2011-07-08
2. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-07-11
7. ISHARES RUSSELL 2000 VALUE   2011-05-23 2011-07-11
1. SOLUTIA INC   2011-03-28 2011-07-11
1. SOLUTIA INC   2011-03-28 2011-07-11
6. SOLUTIA INC   2011-03-29 2011-07-11
1. ALTERA CORP   2011-07-01 2011-07-12
1. AMAZON COM INC   2008-10-14 2011-07-12
3. AMERICAN EXPRESS CO   2011-07-01 2011-07-12
2. AMGEN INC   2011-07-01 2011-07-12
1. ANALOG DEVICES INC   2011-07-01 2011-07-12
1. AUTOMATIC DATA PROCESSING INC   2011-07-01 2011-07-12
1. BLUE NILE INC   2011-07-01 2011-07-12
10. CISCO SYS INC   2011-07-01 2011-07-12
1. CLOROX CO   2011-07-01 2011-07-12
1. COCA COLA CO   2011-07-01 2011-07-12
7. DANONE SPONSORED ADR   2011-07-01 2011-07-12
1. DIAGEO PLC SPNSRD ADR NEW   2011-07-01 2011-07-12
2. EXPEDITORS INTERNATIONAL   2011-07-01 2011-07-12
2. FACTSET RESEARCH SYSTEMS INC   2011-07-01 2011-07-12
1. GOOGLE INC CL A   2011-03-15 2011-07-12
1. GREENHILL & CO INC   2011-07-01 2011-07-12
2. HOME DEPOT INC   2011-07-01 2011-07-12
2. LEGG MASON INC   2011-07-01 2011-07-12
1. LOWES COS INC   2011-07-01 2011-07-12
2. MERCK & CO INC NEW   2011-07-01 2011-07-12
2. MICROSOFT CORP   2011-07-01 2011-07-12
2. NOVARTIS A G ADR   2011-07-01 2011-07-12
6. ORACLE CORPORATION   2011-07-01 2011-07-12
2. PROCTER & GAMBLE CO   2011-07-01 2011-07-12
3. QUALCOMM INC   2011-07-01 2011-07-12
6. SEI INVESTMENT COMPANY   2011-07-01 2011-07-12
1. SCHLUMBERGER LTD   2011-03-07 2011-07-12
3. SOLUTIA INC   2011-05-24 2011-07-12
2. UNITED PARCEL SERVICE CL B   2011-07-01 2011-07-12
3. VISA INC CL A   2011-07-01 2011-07-12
2. ZIMMER HOLDINGS INC   2011-07-01 2011-07-12
2. EL PASO ELECTRIC CO   2010-05-11 2011-07-13
8. ADIDAS AG ADR   2010-02-11 2011-07-14
34. ALTERA CORP   2011-07-01 2011-07-14
16. ANALOG DEVICES INC   2011-07-01 2011-07-14
9. BRITISH SKY BROADCASTING GROUP ADR   2010-02-08 2011-07-14
9. MACQUARIE BK LTD ADR   2010-07-20 2011-07-14
33. MACQUARIE BK LTD ADR   2010-06-30 2011-07-14
6000. UNITED STATES TREAS NTS 3.875% 05/15/201   2008-10-15 2011-07-14
1. DANONE SPONSORED ADR   2011-07-01 2011-07-15
3. MYR GROUP INC DEL   2010-05-18 2011-07-18
1. OIL STATES INTERNATIONAL INC   2009-05-21 2011-07-18
1. VALMONT INDS INC   2010-05-06 2011-07-18
1. CACI INTL INC CL A   2008-10-07 2011-07-21
1. CACI INTL INC CL A   2011-06-20 2011-07-21
2. CACI INTL INC CL A   2010-02-05 2011-07-21
2. ACTUANT CORP CL A   2009-12-23 2011-07-25
1. ALLIANT TECHSYSTEMS INC   2011-05-19 2011-07-25
1. CACI INTL INC CL A   2009-09-03 2011-07-25
1. DSW INC COMMON STOCK CL A   2011-05-24 2011-07-25
2. PACKAGING CORP OF AMERICA   2009-07-20 2011-07-25
1. THOMAS & BETTS CORP   2011-04-11 2011-07-25
1. WESCO INTERNATIONAL INC   2010-05-21 2011-07-25
1. WILEY JOHN & SONS INC CL A   2009-12-10 2011-07-25
410.53 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-07-26
101.09 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-07-26
191.21 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-07-26
94.18 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-07-26
61.1479 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-07-26
13.7721 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-07-26
.78 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-07-26
82.83 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-07-26
43.3 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-07-26
38.71 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-07-26
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-07-26
47.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-07-26
2. NEW ORIENTAL ED & TECHNOLOGY GRO ADR   2009-10-08 2011-07-26
9. ISHARES RUSSELL 2000 VALUE   2011-06-03 2011-07-27
1. CACI INTL INC CL A   2011-04-11 2011-08-02
1. CACI INTL INC CL A   2011-04-11 2011-08-02
4. ISHARES RUSSELL 2000 VALUE   2011-06-20 2011-08-02
1. CACI INTL INC CL A   2011-03-09 2011-08-03
1. CACI INTL INC CL A   2009-09-03 2011-08-03
3. GOVERNMENT PPTYS INCOME TR   2011-04-11 2011-08-03
4. ISHARES RUSSELL 2000 VALUE   2011-06-20 2011-08-03
1. KBW INC   2010-11-05 2011-08-03
1. KBW INC   2010-11-05 2011-08-03
6. WASTE CONNECTIONS INC   2010-05-18 2011-08-03
1. AUTOMATIC DATA PROCESSING INC   2011-07-01 2011-08-04
2. CISCO SYS INC   2011-07-01 2011-08-04
1. DANONE SPONSORED ADR   2011-07-01 2011-08-04
4. GOVERNMENT PPTYS INCOME TR   2011-03-28 2011-08-04
1. KBW INC   2010-11-05 2011-08-04
2. KBW INC   2010-11-05 2011-08-04
1. LEGG MASON INC   2011-07-01 2011-08-04
1. MERCK & CO INC NEW   2011-07-01 2011-08-04
1. MICROSOFT CORP   2011-07-01 2011-08-04
1. MUELLER WTR PRODS INC SER A   2011-05-03 2011-08-04
4. MUELLER WTR PRODS INC SER A   2011-05-03 2011-08-04
6. MUELLER WTR PRODS INC SER A   2011-05-03 2011-08-04
1. ORACLE CORPORATION   2011-07-01 2011-08-04
1. QUALCOMM INC   2011-07-01 2011-08-04
1. SEI INVESTMENT COMPANY   2011-07-01 2011-08-04
1. KBW INC   2010-11-05 2011-08-05
2. KBW INC   2010-09-27 2011-08-05
1. MUELLER WTR PRODS INC SER A   2011-04-01 2011-08-05
3. MUELLER WTR PRODS INC SER A   2011-04-07 2011-08-05
17. MUELLER WTR PRODS INC SER A   2011-04-07 2011-08-05
7. PEP BOYS MANNY MOE & JACK   2011-06-07 2011-08-05
1. VALMONT INDS INC   2011-07-25 2011-08-05
1. WADDELL & REED FINL INC CL A   2010-12-10 2011-08-05
2. WADDELL & REED FINL INC CL A   2011-03-09 2011-08-05
4. WADDELL & REED FINL INC CL A   2010-11-04 2011-08-05
7. WASTE CONNECTIONS INC   2005-11-10 2011-08-05
3. BRIGHAM EXPLORATION CO   2010-06-02 2011-08-08
5. FIFTH STREET FINANCE CORP   2010-05-18 2011-08-08
1. MUELLER WTR PRODS INC SER A   2011-03-31 2011-08-08
2. OASIS PETE INC NEW   2010-06-18 2011-08-08
1. OASIS PETE INC NEW   2011-06-28 2011-08-08
2. OIL STATES INTERNATIONAL INC   2011-07-25 2011-08-08
3. PEP BOYS MANNY MOE & JACK   2011-06-07 2011-08-08
3. RESOLUTE ENERGY CORP   2010-03-15 2011-08-08
1. TECH DATA CORP   2011-04-11 2011-08-08
8. APOLLO INVESTMENT CORP   2010-05-18 2011-08-09
8. APOLLO INVESTMENT CORP   2011-03-16 2011-08-09
13. APOLLO INVESTMENT CORP   2010-10-22 2011-08-09
43. FIFTH STREET FINANCE CORP   2010-05-18 2011-08-09
6. KBW INC   2010-09-02 2011-08-09
2. KBW INC   2011-07-19 2011-08-09
59. MUELLER WTR PRODS INC SER A   2011-05-18 2011-08-09
10. PEP BOYS MANNY MOE & JACK   2011-06-08 2011-08-09
7. TECH DATA CORP   2011-04-11 2011-08-09
24. CNO FINL GROUP INC   2010-08-06 2011-08-10
8. FIRSTMERIT CORPORATION   2010-12-10 2011-08-10
2. PROSPERITY BANCSHARES INC   2011-03-09 2011-08-10
2. PROSPERITY BANCSHARES INC   2010-05-25 2011-08-10
4. WASHINGTON FEDERAL INC   2010-12-09 2011-08-10
5. WASHINGTON FEDERAL INC   2010-12-09 2011-08-10
20. CNO FINL GROUP INC   2010-08-06 2011-08-11
4. PROSPERITY BANCSHARES INC   2010-07-22 2011-08-11
7. TENNECO INC   2011-04-12 2011-08-11
4. WASHINGTON FEDERAL INC   2011-05-24 2011-08-11
6. WASHINGTON FEDERAL INC   2010-11-24 2011-08-11
1. AMERICAN EXPRESS CO   2011-07-01 2011-08-15
1. AMGEN INC   2011-07-01 2011-08-15
1. CISCO SYS INC   2011-07-01 2011-08-15
1. COCA COLA CO   2011-07-01 2011-08-15
3000. COCA COLA ENTERPRISES INC 6.125% DUE 08/15/2011   2008-11-25 2011-08-15
1. DANONE SPONSORED ADR   2011-07-01 2011-08-15
1. FIRST CASH FINCL SERVICES INC   2007-12-21 2011-08-15
9. ISHARES RUSSELL 2000 VALUE   2011-06-20 2011-08-15
1. UNITED PARCEL SERVICE CL B   2011-07-01 2011-08-15
9. ISHARES RUSSELL 2000 VALUE   2011-08-05 2011-08-16
4. LASALLE HOTEL PROPERTIES (REIT)   2011-06-06 2011-08-16
1. LASALLE HOTEL PROPERTIES (REIT)   2010-11-22 2011-08-16
1. RESOLUTE ENERGY CORP   2010-03-15 2011-08-16
1. RESOLUTE ENERGY CORP   2010-03-15 2011-08-16
2. RESOLUTE ENERGY CORP   2010-03-15 2011-08-16
2. LASALLE HOTEL PROPERTIES (REIT)   2010-11-22 2011-08-17
2. PVH CORP   2010-10-05 2011-08-17
1. RESOLUTE ENERGY CORP   2010-03-15 2011-08-17
2. WADDELL & REED FINL INC CL A   2010-11-04 2011-08-17
1. PVH CORP   2011-03-09 2011-08-18
6. WADDELL & REED FINL INC CL A   2010-11-04 2011-08-18
32. WALGREEN CO   2010-06-29 2011-08-18
1. DSW INC COMMON STOCK CL A   2011-05-24 2011-08-19
3. FIRST CASH FINCL SERVICES INC   2009-03-09 2011-08-19
7. HANESBRANDS INC   2011-05-20 2011-08-19
19. NORTHROP GRUMMAN CORP   2010-08-10 2011-08-19
1. PVH CORP   2011-02-16 2011-08-19
3. WADDELL & REED FINL INC CL A   2010-10-19 2011-08-19
7. WASTE CONNECTIONS INC   2010-08-13 2011-08-19
1. WOLVERINE WORLD WIDE INC   2010-12-10 2011-08-19
62. ATLAS COPCO AB SPONS ADR A   2009-10-12 2011-08-22
32. CREDIT SUISSE GROUP-SPON ADR   2009-03-02 2011-08-22
2. CREDIT SUISSE GROUP-SPON ADR   2011-03-21 2011-08-22
1. TENNECO INC   2011-04-12 2011-08-22
1. TENNECO INC   2010-05-05 2011-08-22
17. VESTAS WIND SYS A/S UTD KINGDOM ADR   2010-11-19 2011-08-22
75. CSL LTD UNSPON ADR   2009-03-11 2011-08-23
1. DSW INC COMMON STOCK CL A   2011-04-28 2011-08-23
4. TENNECO INC   2010-05-05 2011-08-23
38. VESTAS WIND SYS A/S UTD KINGDOM ADR   2010-11-19 2011-08-23
94. VESTAS WIND SYS A/S UTD KINGDOM ADR   2010-02-11 2011-08-23
1. WOLVERINE WORLD WIDE INC   2010-08-02 2011-08-23
2. WOLVERINE WORLD WIDE INC   2010-08-02 2011-08-23
4. COLGATE PALMOLIVE CO   2010-10-11 2011-08-24
21. COLGATE PALMOLIVE CO   2010-06-02 2011-08-24
486.71 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-08-26
111.06 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-08-26
303.41 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-08-26
94.76 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-08-26
9.5369 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-08-26
42.3731 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-08-26
17.3 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-08-26
3.57 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-08-26
67.58 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-08-26
2.03 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-08-26
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-08-26
56.81 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-08-26
30. WILLIAMS COS INC   2009-01-27 2011-08-30
5. ISHARES RUSSELL 2000 VALUE   2011-08-05 2011-09-02
8. ISHARES RUSSELL 2000 VALUE   2011-08-11 2011-09-06
2. ISHARES RUSSELL 2000 VALUE   2011-08-08 2011-09-09
1. TECH DATA CORP   2011-04-01 2011-09-09
6. TRIQUINT SEMICONDUCTOR INC   2011-05-11 2011-09-09
10. TRIQUINT SEMICONDUCTOR INC   2011-07-28 2011-09-09
15. INVESCO MORTGAGE CAPITAL INC (REIT)   2011-03-08 2011-09-12
4. ISHARES RUSSELL 2000 VALUE   2011-08-08 2011-09-12
2. TECH DATA CORP   2011-05-24 2011-09-12
5. TRIQUINT SEMICONDUCTOR INC   2011-07-28 2011-09-12
7. TRIQUINT SEMICONDUCTOR INC   2011-07-28 2011-09-12
2. AMAZON COM INC   2008-10-14 2011-09-13
1. CISCO SYS INC   2011-07-01 2011-09-13
1. EXPEDITORS INTERNATIONAL   2011-07-01 2011-09-13
7. ISHARES RUSSELL 2000 VALUE   2011-08-11 2011-09-13
1. NOVARTIS A G ADR   2011-07-01 2011-09-13
4. SOCIEDAD QUIMICA MINERA DE CHILE ADR SPONS ADR REPSTG SER B SHS   2009-12-11 2011-09-13
8. TRIQUINT SEMICONDUCTOR INC   2011-08-03 2011-09-13
29. TRIQUINT SEMICONDUCTOR INC   2010-02-05 2011-09-13
2. AMAZON COM INC   2008-10-14 2011-09-16
48. BNP PARIBAS ADR   2009-05-07 2011-09-16
7. BNP PARIBAS ADR   2010-12-09 2011-09-16
20. RANGE RESOURCES CORP   2011-01-20 2011-09-19
1. FIRST CASH FINCL SERVICES INC   2008-01-30 2011-09-20
5. FIRSTMERIT CORPORATION   2010-12-09 2011-09-20
1. FIRST CASH FINCL SERVICES INC   2008-01-30 2011-09-21
2. BRIGHAM EXPLORATION CO   2010-06-02 2011-09-22
1. FIRST CASH FINCL SERVICES INC   2008-01-30 2011-09-22
4. ISHARES RUSSELL 2000 VALUE   2011-08-24 2011-09-22
5. ISHARES RUSSELL 2000 VALUE   2011-08-24 2011-09-22
1. RESOLUTE ENERGY CORP   2010-03-17 2011-09-22
1. RESOLUTE ENERGY CORP   2010-03-18 2011-09-22
1. RESOLUTE ENERGY CORP   2010-03-23 2011-09-22
1. TECH DATA CORP   2011-05-24 2011-09-22
1. UNIT CORP   2010-12-10 2011-09-22
9. AMERICAN EXPRESS CO   2011-07-01 2011-09-23
9. BIOGEN IDEC INC   2011-07-01 2011-09-23
2. BRIGHAM EXPLORATION CO   2010-05-24 2011-09-23
1. FIRST CASH FINCL SERVICES INC   2008-01-30 2011-09-23
5. ISHARES RUSSELL 2000 VALUE   2011-08-25 2011-09-23
1. RESOLUTE ENERGY CORP   2010-03-23 2011-09-23
3. RESOLUTE ENERGY CORP   2010-03-23 2011-09-23
1. TECH DATA CORP   2011-06-10 2011-09-23
1. UNIT CORP   2010-12-10 2011-09-23
1. UNIT CORP   2010-12-10 2011-09-23
1. AMGEN INC   2011-07-01 2011-09-26
6. BIOGEN IDEC INC   2011-07-01 2011-09-26
1. CISCO SYS INC   2011-09-16 2011-09-26
1. COCA COLA CO   2011-09-16 2011-09-26
1. DANONE SPONSORED ADR   2011-07-01 2011-09-26
7. INVESCO MORTGAGE CAPITAL INC (REIT)   2011-03-31 2011-09-26
4. ISHARES RUSSELL 2000 VALUE   2011-08-25 2011-09-26
1. RESOLUTE ENERGY CORP   2010-10-22 2011-09-26
5. RESOLUTE ENERGY CORP   2010-10-22 2011-09-26
1. SEI INVESTMENT COMPANY   2011-07-01 2011-09-26
1. TECH DATA CORP   2011-06-10 2011-09-26
2. UNIT CORP   2010-12-09 2011-09-26
1. WADDELL & REED FINL INC CL A   2010-09-24 2011-09-26
3. WADDELL & REED FINL INC CL A   2010-09-24 2011-09-26
660.41 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-09-27
122.26 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-09-27
233.28 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-09-27
127.86 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-09-27
54.2802 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-09-27
241.1698 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-09-27
12.36 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-09-27
73.13 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-09-27
70.05 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-09-27
2.06 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-09-27
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-09-27
98.31 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-09-27
2. MASTERCARD INC   2010-08-11 2011-09-27
6. RESOLUTE ENERGY CORP   2010-03-23 2011-09-27
1. RESOLUTE ENERGY CORP   2010-10-22 2011-09-27
6. WADDELL & REED FINL INC CL A   2010-09-24 2011-09-27
70. ARCELORMITTAL SA LUXEMBOURG   2011-08-22 2011-09-29
2. AMAZON COM INC   2008-10-14 2011-09-30
6. AMERICAN EXPRESS CO   2011-07-01 2011-09-30
1. LENNOX INTERNATIONAL INC   2011-03-09 2011-09-30
2. LENNOX INTERNATIONAL INC   2011-04-28 2011-09-30
1. TENNECO INC   2010-03-08 2011-09-30
1. INVESCO MORTGAGE CAPITAL INC (REIT)   2011-03-22 2011-10-03
2. LENNOX INTERNATIONAL INC   2011-01-28 2011-10-03
2. TENNECO INC   2010-03-08 2011-10-03
13. GENERAL DYNAMICS CORP   2009-03-05 2011-10-04
11. INVESCO MORTGAGE CAPITAL INC (REIT)   2011-08-15 2011-10-04
2. TENNECO INC   2010-03-04 2011-10-04
1. BRIGHAM EXPLORATION CO   2010-05-24 2011-10-05
1. FIRST CASH FINCL SERVICES INC   2008-01-30 2011-10-05
6. INVESCO MORTGAGE CAPITAL INC (REIT)   2011-09-20 2011-10-05
1. LASALLE HOTEL PROPERTIES (REIT)   2010-11-22 2011-10-05
2. LENNOX INTERNATIONAL INC   2011-05-24 2011-10-05
4. TRANSOCEAN LTD   2011-08-18 2011-10-10
37. TRANSOCEAN LTD   2010-05-19 2011-10-10
8. FANUC LTD ADR   2010-07-20 2011-10-11
18. BRIGHAM EXPLORATION CO   2010-05-25 2011-10-17
12. ARM HOLDINGS PLC-SPONS ADR   2010-05-07 2011-10-21
3. BG GROUP PLC SPON ADR   2011-05-11 2011-10-21
19. FANUC LTD ADR   2010-07-20 2011-10-21
1. PVH CORP   2010-07-22 2011-10-24
1. PVH CORP   2010-07-22 2011-10-24
1. SENSIENT TECHNOLOGIES CORP   2010-07-26 2011-10-24
9000. UNITED STATES TREAS NTS 2.25% 05/31/2014   2009-06-10 2011-10-24
2. PVH CORP   2010-07-22 2011-10-25
1. SENSIENT TECHNOLOGIES CORP   2010-07-26 2011-10-25
97.3 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-10-26
126.34 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-10-26
196.53 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-10-26
116.52 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-10-26
63.7454 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-10-26
283.2246 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-10-26
6.92 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-10-26
3.82 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-10-26
95.55 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-10-26
2.1 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-10-26
.05 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-10-26
92. FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-10-26
2. SENSIENT TECHNOLOGIES CORP   2010-07-26 2011-10-26
5. ISHARES RUSSELL 2000 VALUE   2011-10-24 2011-10-28
10. RANGE RESOURCES CORP   2011-01-20 2011-10-28
3. TENNECO INC   2010-05-20 2011-10-28
3. ISHARES RUSSELL 2000 VALUE   2011-10-05 2011-10-31
45. HYPERMARCAS S A ADR   2011-05-11 2011-11-01
3. ISHARES RUSSELL 2000 VALUE   2011-10-05 2011-11-01
6. ISHARES RUSSELL 2000 VALUE   2011-10-05 2011-11-01
1. ADIDAS AG ADR   2006-10-25 2011-11-04
4. AXA-UAP SPON ADR ONE ADR REPRESENTS 1/2 SHR   2011-05-11 2011-11-04
1. CHINA UNICOM LTD SPON ADR   2011-09-29 2011-11-04
9. COMPAGNIE FINANCIERE RICHEMONT A ADR   2010-11-24 2011-11-04
63. ERSTE BK DER OESTERREICHISCHEN SPONSORED ADR   2011-05-19 2011-11-04
1. FANUC LTD ADR   2008-12-29 2011-11-04
204. HYPERMARCAS S A ADR   2011-09-29 2011-11-04
1. INDUSTRIAL & COML BK CHINA ADR   2011-01-20 2011-11-04
1. KOMATSU LTD ADR   2011-05-11 2011-11-04
2. LI & FUNG LTD ADR   2011-05-19 2011-11-04
1. MANULIFE FINANCIAL CORP   2011-05-11 2011-11-04
1. NESTLE SA SPONSORED ADR   2005-01-04 2011-11-04
2. NEW ORIENTAL ED & TECHNOLOGY GRO ADR   2009-10-08 2011-11-04
1. PRUDENTIAL PLC ADR   2011-05-11 2011-11-04
1. SAIPEM S P A ADR   2010-05-14 2011-11-04
1. TENCENT HLDGS LTD ADR   2011-05-11 2011-11-04
1. WAL-MART DE MEXICO SA SP ADR   2005-08-29 2011-11-04
2. CAPITOL FED FINL INC   2011-05-20 2011-11-07
21. BAXTER INTERNATIONAL INC   2010-01-29 2011-11-08
7. ISHARES RUSSELL 2000 VALUE   2011-10-05 2011-11-09
19. ISHARES RUSSELL 2000 VALUE   2011-10-05 2011-11-09
1. ENERSYS   2010-11-24 2011-11-11
7. ENERSYS   2010-11-24 2011-11-11
2. ERSTE BK DER OESTERREICHISCHEN SPONSORED ADR   2011-05-19 2011-11-11
10. ALLSTATE CORP   2011-09-20 2011-11-14
90. ALLSTATE CORP   2010-07-28 2011-11-14
17. ARM HOLDINGS PLC-SPONS ADR   2008-10-30 2011-11-16
5. BANK OF NOVA SCOTIA   2011-09-19 2011-11-16
9. BAYERISCHE MOTOREN WERKE A G ADR   2010-07-20 2011-11-16
6. BHP LIMITED SPONS ADR   2008-10-29 2011-11-16
5. BRITISH SKY BROADCASTING GROUP ADR   2010-02-08 2011-11-16
21. FANUC LTD ADR   2008-12-29 2011-11-16
1. PVH CORP   2010-07-12 2011-11-16
2. PVH CORP   2010-07-12 2011-11-16
4. ROLLS-ROYCE PLC ADR   2011-11-04 2011-11-16
21. MANULIFE FINANCIAL CORP   2011-05-11 2011-11-18
1. PVH CORP   2008-11-26 2011-11-18
1. ENERSYS   2010-11-10 2011-11-21
1. ENERSYS   2010-11-16 2011-11-21
4000. GENERAL ELEC CAP CORP 5.625% 09/15/2017   2008-09-17 2011-11-21
1. MAIDENFORM BRANDS INC   2011-11-08 2011-11-21
3. MAIDENFORM BRANDS INC   2011-11-08 2011-11-21
2. PVH CORP   2009-03-09 2011-11-21
3. TENNECO INC   2010-05-20 2011-11-21
2. ENERSYS   2010-11-16 2011-11-22
.3 MARRIOTT VACATIONS WORLDWIDE COR   2011-05-13 2011-11-22
2. TENNECO INC   2010-05-20 2011-11-22
1. ENERSYS   2010-11-12 2011-11-28
379.25 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-11-28
14.99 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A   2011-10-24 2011-11-28
147.12 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-11-28
238.98 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-11-28
184.26 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-11-28
11.6022 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-11-28
51.5878 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-11-28
.76 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-11-28
83.32 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-11-28
191.76 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/202   2009-08-13 2011-11-28
2.88 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-11-28
.06 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-11-28
134.86 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-11-28
1. ENERSYS   2010-11-08 2011-11-29
1. ENERSYS   2010-11-09 2011-11-29
1. ENERSYS   2010-11-05 2011-11-29
2. ENERSYS   2010-11-05 2011-11-30
1. ENERSYS   2010-11-04 2011-11-30
3. ENERSYS   2011-10-05 2011-11-30
70000. UNITED STATES TREAS NTS .75% 11/30/2011   2010-07-01 2011-11-30
5000. UNITED STATES TREAS NTS .75% 11/30/2011   2011-04-07 2011-11-30
1. ENERSYS   2011-08-11 2011-12-01
2. ENERSYS   2011-08-11 2011-12-01
1. HANESBRANDS INC   2011-04-11 2011-12-01
1. HANESBRANDS INC   2011-06-17 2011-12-01
2. ATMOS ENERGY CORP. COM   2011-07-07 2011-12-02
1. CLECO CORPORATION   2010-05-19 2011-12-02
2. CLECO CORPORATION   2010-05-20 2011-12-02
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-02
1. ENERSYS   2011-08-11 2011-12-02
1. NORTHWESTERN CORP   2010-10-20 2011-12-02
6. STARWOOD HOTELS & RESORTS   2010-09-01 2011-12-02
1. ATMOS ENERGY CORP. COM   2011-07-07 2011-12-05
2. ATMOS ENERGY CORP. COM   2011-07-07 2011-12-05
1. CLECO CORPORATION   2010-05-20 2011-12-05
1. CLECO CORPORATION   2010-05-20 2011-12-05
4. HANESBRANDS INC   2011-06-17 2011-12-05
10. HANESBRANDS INC   2011-02-03 2011-12-05
1. SENSIENT TECHNOLOGIES CORP   2010-05-18 2011-12-05
2. CLECO CORPORATION   2010-05-20 2011-12-06
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-06
1. HANESBRANDS INC   2011-02-03 2011-12-06
2. HANESBRANDS INC   2011-02-03 2011-12-06
1. NORTHWESTERN CORP   2010-10-15 2011-12-06
2. SENSIENT TECHNOLOGIES CORP   2009-09-02 2011-12-06
1. SOUTH JERSEY INDS INC COM   2011-08-26 2011-12-06
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-07
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-07
4. HANESBRANDS INC   2011-02-03 2011-12-07
5. ILLINOIS TOOL WKS INC   2009-01-09 2011-12-07
3. APOLLO INVESTMENT CORP   2011-10-05 2011-12-08
12. APOLLO INVESTMENT CORP   2010-05-18 2011-12-08
2. APOLLO INVESTMENT CORP   2011-10-05 2011-12-08
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-08
1. NORTHWESTERN CORP   2010-10-21 2011-12-08
1. NORTHWESTERN CORP   2010-10-14 2011-12-08
2. PACKAGING CORP OF AMERICA   2010-10-22 2011-12-08
3. APOLLO INVESTMENT CORP   2009-08-07 2011-12-09
9. APOLLO INVESTMENT CORP   2009-08-07 2011-12-09
1. EL PASO ELECTRIC CO   2010-05-11 2011-12-09
2. NORTHWESTERN CORP   2010-11-15 2011-12-09
2. PACKAGING CORP OF AMERICA   2010-10-22 2011-12-09
3. PACKAGING CORP OF AMERICA   2010-10-22 2011-12-09
1. APOLLO INVESTMENT CORP   2009-08-07 2011-12-12
11. APOLLO INVESTMENT CORP   2009-08-17 2011-12-12
116. RAO GAZPROM-ADR   2010-07-20 2011-12-12
28. RAO GAZPROM-ADR   2011-05-11 2011-12-12
1. NORTHWESTERN CORP   2010-10-07 2011-12-12
5. APOLLO INVESTMENT CORP   2009-08-17 2011-12-13
1. EL PASO ELECTRIC CO   2010-05-10 2011-12-13
1. NORTHWESTERN CORP   2010-10-08 2011-12-13
2. NORTHWESTERN CORP   2010-10-12 2011-12-13
2. PACKAGING CORP OF AMERICA   2009-07-10 2011-12-13
3. APOLLO INVESTMENT CORP   2009-08-17 2011-12-14
7. APOLLO INVESTMENT CORP   2009-08-17 2011-12-15
4. APOLLO INVESTMENT CORP   2009-08-17 2011-12-16
58. GILEAD SCIENCES INC   2011-09-26 2011-12-16
4. APOLLO INVESTMENT CORP   2009-08-17 2011-12-19
7. APOLLO INVESTMENT CORP   2009-08-17 2011-12-19
1. NORTHWESTERN CORP   2010-11-16 2011-12-19
1. SOUTH JERSEY INDS INC COM   2011-09-29 2011-12-19
100. WILLIAMS COS INC   2009-03-25 2011-12-20
22. WILLIAMS COS INC   2009-02-23 2011-12-22
15. WILLIAMS COS INC   2011-01-25 2011-12-22
501.56 FEDERAL NATL MTG ASSN POOL #257502 5.5%   2011-04-11 2011-12-28
132.14 FEDERAL NATL MTG ASSN GTD MTG POOL NBR A   2011-10-24 2011-12-28
159.6 FEDERAL NATL MTG ASSN POOL #745355 5% 0   2007-03-27 2011-12-28
331.94 FEDERAL NATL MTG ASSN POOL #888356 5.5%   2007-04-12 2011-12-28
74.97 FEDERAL NATL MTG ASSN POOL #888873 6.5%   2010-12-22 2011-12-28
175.8999 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2007-04-10 2011-12-28
39.5601 FEDERAL NATL MTG ASSN POOL #898565 6.5%   2011-04-13 2011-12-28
8.27 FEDERAL NATL MTG ASSN POOL #904079 5% 1   2007-08-20 2011-12-28
3.27 FEDERAL NATL MTG ASSN GTD MTG PA POOL #929034 6.5% 12/01/2037   2008-07-09 2011-12-28
93.06 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR 931693 5.5% 04/01/2023   2009-08-13 2011-12-28
39.54 FEDERAL NATL MTG ASSN POOL #937630 5% 06   2007-06-26 2011-12-28
.06 FEDERAL NATL MTG ASSN POOL #961879 6.5%   2008-02-14 2011-12-28
92.44 FEDERAL NATL MTG ASSN GTD MTG PA POOL NBR AD7859 5% 06/01/2040   2011-04-13 2011-12-28
1. CLECO CORPORATION   2010-05-20 2011-12-29
1. EL PASO ELECTRIC CO   2010-07-13 2011-12-29
26. VISA INC CL A   2011-07-01 2011-12-30
(e) Gross sales price (f) Depreciation allowed
(or allowable) 		(g) Cost or other basis
plus expense of sale 		(h) Gain or (loss)
(e) plus (f) minus (g)
a 28   19 9
b 138   115 23
c 28   19 9
d 176   73 103
e 28   19 9
4,016   3,997 19
92   106 -14
71   55 16
80   36 44
122   136 -14
36   27 9
367   230 137
270   291 -21
341   64 277
445   293 152
335   242 93
283   139 144
616   287 329
28   19 9
28   19 9
432   146 286
36   27 9
30   34 -4
120   130 -10
312   317 -5
872   321 551
30   32 -2
152   157 -5
328   203 125
596   321 275
31   30 1
1,061   983 78
1,856   1,270 586
270   164 106
1,095   1,002 93
1,486   1,131 355
3,325   3,342 -17
60   62 -2
126   119 7
31   31  
94   92 2
63   58 5
31   31  
31   29 2
94   83 11
62   61 1
560   145 415
3,764   1,834 1,930
1,427   1,035 392
30   12 18
266   152 114
43   24 19
623   371 252
328   346 -18
31   27 4
31   12 19
79   72 7
62   55 7
75   54 21
117   95 22
95   93 2
43   24 19
2,683   1,419 1,264
31   18 13
31   16 15
3,315   2,687 628
244   237 7
352   352  
215   239 -24
195   199 -4
1   1  
4   4  
130   136 -6
95   88 7
       
31   16 15
31   16 15
62   31 31
172   97 75
31   16 15
1,533   762 771
921   220 701
619   287 332
31   16 15
287   161 126
553   273 280
31   16 15
94   47 47
64   62 2
1,930   2,239 -309
9,289   8,838 451
30   16 14
63   62 1
126   112 14
286   155 131
30   15 15
62   52 10
121   113 8
201   163 38
346   368 -22
472   373 99
168   139 29
352   64 288
446   374 72
204   165 39
102   103 -1
44   36 8
94   93 1
474   648 -174
440   449 -9
431   316 115
239   172 67
125   109 16
104   102 2
172   142 30
653   676 -23
510   408 102
113   97 16
127   125 2
138   90 48
247   142 105
275   211 64
193   178 15
68   67 1
68   66 2
289   163 126
203   101 102
34   38 -4
68   75 -7
375   169 206
305   156 149
133   140 -7
137   89 48
219   189 30
241   204 37
550   363 187
677   642 35
293   287 6
543   371 172
39   35 4
78   75 3
41   39 2
57   60 -3
114   92 22
401   160 241
500   421 79
237   248 -11
118   136 -18
225   175 50
124   104 20
237   74 163
541   173 368
224   126 98
203   76 127
383   361 22
173   143 30
58   58  
251   68 183
165   116 49
110   84 26
55   60 -5
109   74 35
417   208 209
187   136 51
263   194 69
165   136 29
137   139 -2
225   162 63
179   59 120
252   206 46
117   126 -9
163   94 69
250   223 27
144   115 29
161   153 8
226   200 26
302   299 3
266   188 78
195   154 41
113   102 11
38   36 2
176   189 -13
18   16 2
343   180 163
95   81 14
446   278 168
144   99 45
240   257 -17
31   15 16
62   52 10
60   46 14
61   46 15
62   52 10
28   19 9
56   39 17
30   23 7
90   69 21
112   77 35
225   141 84
89   68 21
118   88 30
59   50 9
929   399 530
1,254   1,173 81
372   173 199
615   617 -2
30   15 15
290   235 55
296   230 66
28   16 12
277   108 169
89   76 13
519   431 88
625   239 386
1,564   1,324 240
264   270 -6
1,318   867 451
462   146 316
585   440 145
649   389 260
665   107 558
278   249 29
512   416 96
1,055   759 296
352   621 -269
244   263 -19
1,566   1,256 310
293   249 44
410   288 122
585   567 18
584   420 164
501   539 -38
110   35 75
75   31 44
502   207 295
68   59 9
42   43 -1
42   42  
173   57 116
132   45 87
825   727 98
695   631 64
20   15 5
162   108 54
262   452 -190
4,203   3,836 367
178   173 5
444   444  
184   205 -21
12   12  
7   6 1
75   78 -3
215   225 -10
39   37 2
       
40   27 13
60   60  
76   70 6
23   16 7
11   8 3
11   8 3
1,416   1,139 277
127   125 2
1,272   1,546 -274
795   881 -86
25   23 2
45   32 13
68   48 20
80   65 15
107   85 22
8   8  
101   92 9
101   72 29
158   126 32
91   77 14
25   28 -3
121   85 36
90   77 13
2,090   1,337 753
1,963   2,580 -617
12   14 -2
35   43 -8
35   34 1
25   12 13
37   18 19
203   150 53
293   279 14
178   73 105
139   94 45
11   8 3
33   23 10
124   76 48
577   610 -33
83   53 30
155   63 92
72   76 -4
141   177 -36
265   202 63
147   122 25
123   114 9
188   159 29
265   184 81
22   22  
71   65 6
48   46 2
363   242 121
11   11  
11   11  
70   65 5
136   96 40
379   166 213
126   90 36
21   22 -1
53   54 -1
32   23 9
11   11  
16   14 2
24   21 3
44   25 19
59   60 -1
526   187 339
44   41 3
22   15 7
8   7 1
56   48 8
24   16 8
60   34 26
47   29 18
33   34 -1
63   67 -4
74   71 3
76   20 56
102   54 48
241   142 99
78   54 24
108   71 37
55   56 -1
71   64 7
45   44 1
22   21 1
189   181 8
51   58 -7
62   47 15
83   69 14
8   7 1
48   41 7
25   16 9
53   97 -44
56   26 30
58   61 -3
71   68 3
66   52 14
35   35  
49   52 -3
53   39 14
19   26 -7
587   330 257
49   51 -2
63   109 -46
57   22 35
61   34 27
59   59  
1,467   880 587
11   10 1
87   63 24
48   41 7
95   94 1
61   34 27
22   21 1
461   309 152
34   18 16
102   53 49
148   104 44
30   16 14
18   12 6
926   1,224 -298
105   53 52
183   125 58
24   15 9
119   63 56
18   12 6
60   46 14
341   121 220
36   30 6
36   18 18
37   37  
142   137 5
344   344  
231   257 -26
268   273 -5
1   1  
85   87 -2
163   171 -8
48   45 3
       
38   35 3
267   195 72
90   47 43
90   47 43
18   12 6
36   24 12
60   46 14
62   34 28
71   44 27
111   78 33
120   63 57
18   12 6
60   46 14
184   94 90
1,225   385 840
173   145 28
36   24 12
163   118 45
18   26 -8
61   46 15
61   46 15
39   17 22
172   263 -91
39   17 22
7   6 1
3,000   3,148 -148
186   95 91
621   420 201
64   34 30
38   16 22
143   70 73
38   16 22
76   30 46
61   46 15
2,270   2,468 -198
5,206   4,626 580
471   343 128
61   46 15
116   103 13
62   46 16
72   43 29
43   44 -1
170   120 50
77   71 6
82   15 67
121   71 50
79   77 2
100   37 63
83   96 -13
383   434 -51
522   613 -91
79   64 15
1,029   665 364
103   47 56
106   116 -10
83   59 24
113   83 30
127   57 70
813   750 63
148   96 52
190   181 9
72   52 20
546   249 297
113   79 34
99   103 -4
74   35 39
99   68 31
95   61 34
25   17 8
25   17 8
87   95 -8
44   44  
106   113 -7
969   1,125 -156
127   131 -4
84   78 6
296   260 36
68   77 -9
41   37 4
42   37 5
125   112 13
41   37 4
124   112 12
55   50 5
137   85 52
233   158 75
121   118 3
297   297  
141   157 -16
36   41 -5
161   164 -3
1   1  
4   4  
130   136 -6
89   83 6
42   41 1
533   607 -74
42   37 5
42   37 5
42   37 5
42   37 5
253   166 87
81   25 56
322   94 228
58   27 31
57   58 -1
756   848 -92
42   37 5
36   25 11
58   35 23
28   15 13
78   23 55
34   25 9
141   83 58
83   61 22
79   78 1
217   183 34
23   22 1
34   33 1
45   44 1
76   63 13
34   37 -3
34   40 -6
11   11  
183   171 12
1,438   1,450 -12
11   9 2
346   64 282
341   174 167
378   232 146
273   147 126
340   242 98
324   249 75
208   204 4
337   455 -118
102   114 -12
893   1,330 -437
589   248 341
745   746 -1
121   97 24
160   127 33
240   96 144
210   130 80
677   585 92
135   138 -3
677   480 197
519   72 447
2,229   1,479 750
186   166 20
2,040   1,386 654
250   156 94
64   56 8
941   896 45
59   59  
353   333 20
2,057   1,006 1,051
30   32 -2
80   63 17
160   125 35
118   100 18
75   89 -14
73   43 30
8   9 -1
89   101 -12
53   38 15
53   34 19
25   30 -5
99   75 24
73   42 31
74   28 46
16   18 -2
41   38 3
107   68 39
261   268 -7
22   14 8
108   66 42
306   160 146
99   80 19
283   268 15
278   221 57
2,530   1,010 1,520
21   13 8
43   27 16
219   189 30
57   57  
132   92 40
39   25 14
236   126 110
21   13 8
42   27 15
73   28 45
8   8  
8   7 1
32   26 6
11   13 -2
11   13 -2
246   96 150
28   24 4
57   60 -3
85   70 15
130   92 38
224   208 16
245   273 -28
38   25 13
21   13 8
72   28 44
24   20 4
11   13 -2
28   22 6
28   22 6
93   71 22
38   25 13
38   25 13
41   27 14
145   57 88
10   13 -3
85   66 19
38   25 13
99   106 -7
148   128 20
148   151 -3
366   397 -31
105   101 4
196   196  
276   307 -31
199   203 -4
45   50 -5
1   1  
79   82 -3
190   199 -9
2   2  
       
60   63 -3
20   13 7
1,785   1,618 167
223   232 -9
11   12 -1
57   44 13
132   114 18
82   53 29
11   12 -1
57   36 21
103   56 47
22   25 -3
41   15 26
33   37 -4
56   23 33
33   37 -4
99   109 -10
20   14 6
80   57 23
45   44 1
55   56 -1
56   23 33
61   47 14
25   17 8
33   33  
58   60 -2
39   40 -1
20   20  
98   71 27
44   42 2
44   42 2
44   42 2
53   23 30
61   47 14
25   17 8
19   14 5
58   40 18
644   655 -11
88   84 4
120   95 25
25   17 8
64   64  
57   47 10
130   126 4
49   25 24
97   79 18
283   291 -8
49   25 24
49   24 25
24   12 12
49   23 26
81   84 -3
60   62 -2
52   55 -3
69   73 -4
70   23 47
59   61 -2
178   142 36
24   12 12
24   12 12
53   41 12
49   40 9
78   49 29
24   12 12
84   54 30
54   36 18
48   17 31
90   100 -10
48   17 31
382   284 98
495   316 179
44   51 -7
110   124 -14
25   33 -8
73   98 -25
88   98 -10
88   82 6
565   582 -17
93   122 -29
183   198 -15
97   94 3
255   255  
257   287 -30
206   210 -4
46   52 -6
6   6  
5   5  
68   71 -3
2   2  
       
31   33 -2
506   630 -124
3,289   4,542 -1,253
2,218   1,659 559
1,717   1,434 283
1,018   741 277
339   343 -4
4,073   549 3,524
1,893   1,928 -35
2,784   2,540 244
2,276   561 1,715
1,734   1,553 181
929   414 515
1,548   707 841
2,228   1,846 382
3,268   1,470 1,798
4,669   3,533 1,136
2,483   1,854 629
1,426   987 439
2,852   1,725 1,127
252   268 -16
737   710 27
3,473   2,891 582
2,052   1,197 855
354   288 66
3,363   2,199 1,164
168   167 1
1,704   1,636 68
2,291   2,688 -397
1,462   1,030 432
2,507   2,101 406
1,567   797 770
2,601   1,488 1,113
1,634   689 945
1,556   1,309 247
856   800 56
54   39 15
2,057   1,348 709
4,791   1,491 3,300
2,579   2,303 276
2,926   1,899 1,027
1,596   1,048 548
2,465   1,765 700
986   658 328
5,202   2,974 2,228
1,040   960 80
520   72 448
4,610   2,018 2,592
1,199   729 470
3,798   1,816 1,982
2,224   1,679 545
2,153   1,872 281
2,479   1,838 641
66   47 19
132   94 38
27   22 5
27   8 19
27   22 5
54   43 11
147   145 2
514   509 5
22   25 -3
22   25 -3
132   147 -15
45   47 -2
213   55 158
159   157 2
114   116 -2
37   40 -3
54   54  
46   44 2
158   159 -1
71   68 3
68   68  
100   105 -5
81   82 -1
102   105 -3
198   206 -8
535   564 -29
52   54 -2
73   74 -1
64   67 -3
23   24 -1
72   71 1
53   52 1
122   122  
196   198 -2
130   128 2
169   172 -3
132   138 -6
87   91 -4
65   71 -6
147   148 -1
266   262 4
127   129 -2
67   42 25
317   199 118
1,467   1,612 -145
576   640 -64
408   315 93
269   304 -35
987   1,354 -367
6,677   5,949 728
14   15 -1
76   52 24
81   23 58
107   80 27
62   47 15
62   62  
124   92 32
53   38 15
69   73 -4
62   45 17
54   51 3
55   36 19
55   58 -3
57   36 21
52   40 12
411   445 -34
101   98 3
191   191  
94   105 -11
61   62 -1
14   15 -1
1   1  
83   85 -2
43   45 -2
39   36 3
       
48   50 -2
254   166 88
643   651 -8
53   60 -7
53   60 -7
276   283 -7
52   60 -8
52   45 7
68   80 -12
271   283 -12
15   25 -10
15   25 -10
189   102 87
48   54 -6
30   32 -2
13   15 -2
90   101 -11
15   25 -10
30   51 -21
27   34 -7
32   36 -4
26   26  
3   5 -2
10   18 -8
14   27 -13
29   33 -4
51   57 -6
18   23 -5
14   25 -11
29   49 -20
2   4 -2
7   13 -6
38   76 -38
65   88 -23
88   106 -18
32   34 -2
65   81 -16
129   125 4
215   104 111
71   50 21
44   62 -18
2   4 -2
44   31 13
22   28 -6
134   155 -21
26   34 -8
41   36 5
40   52 -12
63   91 -28
63   91 -28
103   142 -39
382   470 -88
81   136 -55
27   35 -8
123   257 -134
88   113 -25
275   358 -83
133   144 -11
99   151 -52
75   83 -8
76   72 4
58   62 -4
72   77 -5
113   105 8
148   135 13
224   291 -67
59   61 -2
88   90 -2
46   52 -6
52   58 -6
16   16  
68   68  
3,000   3,142 -142
14   15 -1
46   15 31
563   632 -69
66   74 -8
561   578 -17
78   104 -26
19   23 -4
13   12 1
13   12 1
27   24 3
39   46 -7
121   125 -4
13   12 1
63   63  
56   62 -6
171   178 -7
1,114   822 292
38   51 -13
127   33 94
168   213 -45
942   1,017 -75
53   61 -8
84   83 1
215   151 64
31   31  
1,259   830 429
833   1,614 -781
52   86 -34
29   40 -11
29   24 5
113   186 -73
1,091   876 215
40   48 -8
115   91 24
243   416 -173
601   1,296 -695
32   29 3
66   59 7
349   299 50
1,830   1,609 221
487   527 -40
111   108 3
303   303  
95   106 -11
10   11 -1
42   43 -1
17   16 1
4   4  
68   71 -3
2   2  
       
57   60 -3
801   455 346
307   321 -14
477   502 -25
120   123 -3
45   50 -5
37   83 -46
63   121 -58
240   355 -115
238   247 -9
89   92 -3
30   40 -10
42   56 -14
431   110 321
16   16  
43   52 -9
426   431 -5
55   61 -6
223   158 65
48   62 -14
173   177 -4
470   110 360
971   1,510 -539
142   241 -99
1,318   924 394
52   10 42
58   94 -36
50   10 40
52   33 19
47   10 37
230   245 -15
287   307 -20
12   12  
12   12  
12   12  
45   46 -1
40   45 -5
416   471 -55
846   973 -127
51   30 21
44   10 34
286   304 -18
12   12  
35   36 -1
44   45 -1
38   45 -7
39   45 -6
55   58 -3
568   649 -81
16   17 -1
68   72 -4
12   15 -3
102   150 -48
230   244 -14
12   12  
57   58 -1
15   23 -8
44   45 -1
75   86 -11
26   28 -2
78   83 -5
660   715 -55
122   118 4
233   233  
128   142 -14
54   61 -7
241   246 -5
12   12  
73   75 -2
70   73 -3
2   2  
       
98   103 -5
676   421 255
72   71 1
12   12  
169   165 4
1,176   2,255 -1,079
437   110 327
273   314 -41
26   51 -25
52   98 -46
27   22 5
13   21 -8
53   96 -43
51   44 7
733   507 226
144   218 -74
48   43 5
24   15 9
40   10 30
82   103 -21
18   23 -5
52   93 -41
195   215 -20
1,800   2,901 -1,101
199   153 46
656   268 388
321   64 257
321   333 -12
496   222 274
73   50 23
74   50 24
37   30 7
9,424   8,726 698
144   97 47
36   30 6
97   105 -8
126   122 4
197   196 1
117   130 -13
64   72 -8
283   289 -6
7   6 1
4   4  
96   100 -4
2   2  
       
92   96 -4
71   60 11
337   310 27
722   462 260
99   61 38
198   173 25
222   495 -273
189   173 16
380   346 34
35   25 10
57   85 -28
21   21  
48   50 -2
662   1,556 -894
27   11 16
961   1,904 -943
13   15 -2
25   35 -10
8   10 -2
13   18 -5
57   26 31
58   41 17
20   25 -5
22   17 5
23   28 -5
26   11 15
22   24 -2
1,145   1,185 -40
451   403 48
1,218   1,095 123
26   31 -5
182   209 -27
20   48 -28
263   248 15
2,368   2,795 -427
506   83 423
250   263 -13
224   161 63
450   220 230
229   165 64
578   237 341
69   47 22
138   94 44
228   215 13
232   384 -152
66   17 49
24   30 -6
24   29 -5
4,365   3,575 790
17   25 -8
52   74 -22
127   29 98
78   60 18
47   59 -12
5   6 -1
52   40 12
23   29 -6
379   411 -32
15   16 -1
147   143 4
239   239  
184   205 -21
12   13 -1
52   53 -1
1   1  
83   86 -3
192   201 -9
3   3  
       
135   141 -6
23   28 -5
23   28 -5
23   28 -5
48   55 -7
24   27 -3
72   56 16
70,000   69,981 19
5,000   5,018 -18
24   19 5
48   37 11
23   27 -4
23   27 -4
65   68 -3
36   27 9
72   54 18
34   21 13
24   18 6
35   30 5
291   294 -3
33   34 -1
66   68 -2
36   27 9
36   27 9
94   104 -10
236   241 -5
37   29 8
72   54 18
34   21 13
23   24 -1
47   48 -1
35   30 5
74   53 21
55   50 5
33   21 12
33   21 12
93   96 -3
234   174 60
21   22 -1
84   126 -42
14   15 -1
33   21 12
34   29 5
34   29 5
50   48 2
21   27 -6
64   82 -18
33   21 12
68   58 10
50   48 2
74   64 10
7   9 -2
75   99 -24
1,222   1,088 134
295   412 -117
34   29 5
33   44 -11
33   21 12
34   29 5
69   58 11
48   32 16
19   26 -7
44   61 -17
25   35 -10
2,184   2,267 -83
24   35 -11
42   54 -12
35   29 6
55   50 5
3,139   1,303 1,836
706   242 464
482   395 87
502   543 -41
132   137 -5
160   155 5
332   332  
75   83 -8
176   179 -3
40   45 -5
8   8  
3   3  
93   97 -4
40   37 3
       
92   97 -5
38   27 11
35   20 15
2,654   2,273 381
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l) Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i) F.M.V. as of 12/31/69 (j) Adjusted basis
as of 12/31/69 		(k) Excess of col. (i)
over col. (j), if any
a       9
b       23
c       9
d       103
e       9
      19
      -14
      16
      44
      -14
      9
      137
      -21
      277
      152
      93
      144
      329
      9
      9
      286
      9
      -4
      -10
      -5
      551
      -2
      -5
      125
      275
      1
      78
      586
      106
      93
      355
      -17
      -2
      7
       
      2
      5
       
      2
      11
      1
      415
      1,930
      392
      18
      114
      19
      252
      -18
      4
      19
      7
      7
      21
      22
      2
      19
      1,264
      13
      15
      628
      7
       
      -24
      -4
       
       
      -6
      7
       
      15
      15
      31
      75
      15
      771
      701
      332
      15
      126
      280
      15
      47
      2
      -309
      451
      14
      1
      14
      131
      15
      10
      8
      38
      -22
      99
      29
      288
      72
      39
      -1
      8
      1
      -174
      -9
      115
      67
      16
      2
      30
      -23
      102
      16
      2
      48
      105
      64
      15
      1
      2
      126
      102
      -4
      -7
      206
      149
      -7
      48
      30
      37
      187
      35
      6
      172
      4
      3
      2
      -3
      22
      241
      79
      -11
      -18
      50
      20
      163
      368
      98
      127
      22
      30
       
      183
      49
      26
      -5
      35
      209
      51
      69
      29
      -2
      63
      120
      46
      -9
      69
      27
      29
      8
      26
      3
      78
      41
      11
      2
      -13
      2
      163
      14
      168
      45
      -17
      16
      10
      14
      15
      10
      9
      17
      7
      21
      35
      84
      21
      30
      9
      530
      81
      199
      -2
      15
      55
      66
      12
      169
      13
      88
      386
      240
      -6
      451
      316
      145
      260
      558
      29
      96
      296
      -269
      -19
      310
      44
      122
      18
      164
      -38
      75
      44
      295
      9
      -1
       
      116
      87
      98
      64
      5
      54
      -190
      367
      5
       
      -21
       
      1
      -3
      -10
      2
       
      13
       
      6
      7
      3
      3
      277
      2
      -274
      -86
      2
      13
      20
      15
      22
       
      9
      29
      32
      14
      -3
      36
      13
      753
      -617
      -2
      -8
      1
      13
      19
      53
      14
      105
      45
      3
      10
      48
      -33
      30
      92
      -4
      -36
      63
      25
      9
      29
      81
       
      6
      2
      121
       
       
      5
      40
      213
      36
      -1
      -1
      9
       
      2
      3
      19
      -1
      339
      3
      7
      1
      8
      8
      26
      18
      -1
      -4
      3
      56
      48
      99
      24
      37
      -1
      7
      1
      1
      8
      -7
      15
      14
      1
      7
      9
      -44
      30
      -3
      3
      14
       
      -3
      14
      -7
      257
      -2
      -46
      35
      27
       
      587
      1
      24
      7
      1
      27
      1
      152
      16
      49
      44
      14
      6
      -298
      52
      58
      9
      56
      6
      14
      220
      6
      18
       
      5
       
      -26
      -5
       
      -2
      -8
      3
       
      3
      72
      43
      43
      6
      12
      14
      28
      27
      33
      57
      6
      14
      90
      840
      28
      12
      45
      -8
      15
      15
      22
      -91
      22
      1
      -148
      91
      201
      30
      22
      73
      22
      46
      15
      -198
      580
      128
      15
      13
      16
      29
      -1
      50
      6
      67
      50
      2
      63
      -13
      -51
      -91
      15
      364
      56
      -10
      24
      30
      70
      63
      52
      9
      20
      297
      34
      -4
      39
      31
      34
      8
      8
      -8
       
      -7
      -156
      -4
      6
      36
      -9
      4
      5
      13
      4
      12
      5
      52
      75
      3
       
      -16
      -5
      -3
       
       
      -6
      6
      1
      -74
      5
      5
      5
      5
      87
      56
      228
      31
      -1
      -92
      5
      11
      23
      13
      55
      9
      58
      22
      1
      34
      1
      1
      1
      13
      -3
      -6
       
      12
      -12
      2
      282
      167
      146
      126
      98
      75
      4
      -118
      -12
      -437
      341
      -1
      24
      33
      144
      80
      92
      -3
      197
      447
      750
      20
      654
      94
      8
      45
       
      20
      1,051
      -2
      17
      35
      18
      -14
      30
      -1
      -12
      15
      19
      -5
      24
      31
      46
      -2
      3
      39
      -7
      8
      42
      146
      19
      15
      57
      1,520
      8
      16
      30
       
      40
      14
      110
      8
      15
      45
       
      1
      6
      -2
      -2
      150
      4
      -3
      15
      38
      16
      -28
      13
      8
      44
      4
      -2
      6
      6
      22
      13
      13
      14
      88
      -3
      19
      13
      -7
      20
      -3
      -31
      4
       
      -31
      -4
      -5
       
      -3
      -9
       
       
      -3
      7
      167
      -9
      -1
      13
      18
      29
      -1
      21
      47
      -3
      26
      -4
      33
      -4
      -10
      6
      23
      1
      -1
      33
      14
      8
       
      -2
      -1
       
      27
      2
      2
      2
      30
      14
      8
      5
      18
      -11
      4
      25
      8
       
      10
      4
      24
      18
      -8
      24
      25
      12
      26
      -3
      -2
      -3
      -4
      47
      -2
      36
      12
      12
      12
      9
      29
      12
      30
      18
      31
      -10
      31
      98
      179
      -7
      -14
      -8
      -25
      -10
      6
      -17
      -29
      -15
      3
       
      -30
      -4
      -6
       
       
      -3
       
       
      -2
      -124
      -1,253
      559
      283
      277
      -4
      3,524
      -35
      244
      1,715
      181
      515
      841
      382
      1,798
      1,136
      629
      439
      1,127
      -16
      27
      582
      855
      66
      1,164
      1
      68
      -397
      432
      406
      770
      1,113
      945
      247
      56
      15
      709
      3,300
      276
      1,027
      548
      700
      328
      2,228
      80
      448
      2,592
      470
      1,982
      545
      281
      641
      19
      38
      5
      19
      5
      11
      2
      5
      -3
      -3
      -15
      -2
      158
      2
      -2
      -3
       
      2
      -1
      3
       
      -5
      -1
      -3
      -8
      -29
      -2
      -1
      -3
      -1
      1
      1
       
      -2
      2
      -3
      -6
      -4
      -6
      -1
      4
      -2
      25
      118
      -145
      -64
      93
      -35
      -367
      728
      -1
      24
      58
      27
      15
       
      32
      15
      -4
      17
      3
      19
      -3
      21
      12
      -34
      3
       
      -11
      -1
      -1
       
      -2
      -2
      3
       
      -2
      88
      -8
      -7
      -7
      -7
      -8
      7
      -12
      -12
      -10
      -10
      87
      -6
      -2
      -2
      -11
      -10
      -21
      -7
      -4
       
      -2
      -8
      -13
      -4
      -6
      -5
      -11
      -20
      -2
      -6
      -38
      -23
      -18
      -2
      -16
      4
      111
      21
      -18
      -2
      13
      -6
      -21
      -8
      5
      -12
      -28
      -28
      -39
      -88
      -55
      -8
      -134
      -25
      -83
      -11
      -52
      -8
      4
      -4
      -5
      8
      13
      -67
      -2
      -2
      -6
      -6
       
       
      -142
      -1
      31
      -69
      -8
      -17
      -26
      -4
      1
      1
      3
      -7
      -4
      1
       
      -6
      -7
      292
      -13
      94
      -45
      -75
      -8
      1
      64
       
      429
      -781
      -34
      -11
      5
      -73
      215
      -8
      24
      -173
      -695
      3
      7
      50
      221
      -40
      3
       
      -11
      -1
      -1
      1
       
      -3
       
       
      -3
      346
      -14
      -25
      -3
      -5
      -46
      -58
      -115
      -9
      -3
      -10
      -14
      321
       
      -9
      -5
      -6
      65
      -14
      -4
      360
      -539
      -99
      394
      42
      -36
      40
      19
      37
      -15
      -20
       
       
       
      -1
      -5
      -55
      -127
      21
      34
      -18
       
      -1
      -1
      -7
      -6
      -3
      -81
      -1
      -4
      -3
      -48
      -14
       
      -1
      -8
      -1
      -11
      -2
      -5
      -55
      4
       
      -14
      -7
      -5
       
      -2
      -3
       
       
      -5
      255
      1
       
      4
      -1,079
      327
      -41
      -25
      -46
      5
      -8
      -43
      7
      226
      -74
      5
      9
      30
      -21
      -5
      -41
      -20
      -1,101
      46
      388
      257
      -12
      274
      23
      24
      7
      698
      47
      6
      -8
      4
      1
      -13
      -8
      -6
      1
       
      -4
       
       
      -4
      11
      27
      260
      38
      25
      -273
      16
      34
      10
      -28
       
      -2
      -894
      16
      -943
      -2
      -10
      -2
      -5
      31
      17
      -5
      5
      -5
      15
      -2
      -40
      48
      123
      -5
      -27
      -28
      15
      -427
      423
      -13
      63
      230
      64
      341
      22
      44
      13
      -152
      49
      -6
      -5
      790
      -8
      -22
      98
      18
      -12
      -1
      12
      -6
      -32
      -1
      4
       
      -21
      -1
      -1
       
      -3
      -9
       
       
      -6
      -5
      -5
      -5
      -7
      -3
      16
      19
      -18
      5
      11
      -4
      -4
      -3
      9
      18
      13
      6
      5
      -3
      -1
      -2
      9
      9
      -10
      -5
      8
      18
      13
      -1
      -1
      5
      21
      5
      12
      12
      -3
      60
      -1
      -42
      -1
      12
      5
      5
      2
      -6
      -18
      12
      10
      2
      10
      -2
      -24
      134
      -117
      5
      -11
      12
      5
      11
      16
      -7
      -17
      -10
      -83
      -11
      -12
      6
      5
      1,836
      464
      87
      -41
      -5
      5
       
      -8
      -3
      -5
       
       
      -4
      3
       
      -5
      11
      15
      381
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 74,317
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see pages 13 and 17 of the instructions).
If (loss), enter -0- in Part I, line 8 . . . . . . . . . . . . . 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If “Yes,” the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see page 18 of the instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2010 36,554 709,505 0.05152
2009 36,849 642,317 0.057369
2008 36,000 763,778 0.047134
2007 39,522 860,857 0.04591
2006 36,000 744,258 0.04837
2 Total of line 1, column (d) ...................... 2 0.250303
3 Average distribution ratio for the 5-year base period—divide the total on line 2 by 5, or by
the number of years the foundation has been in existence if less than 5 years. . . 		3 0.050061
4 Enter the net value of noncharitable-use assets for 2011 from Part X, line 5..... 4 738,006
5 Multiply line 4 by line 3....................... 5 36,945
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6 759
7 Add lines 5 and 6......................... 7 37,704
8 Enter qualifying distributions from Part XII, line 4.............. 8 36,900
If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See
the Part VI instructions on page 18.
Form 990-PF (2011)
Form 990-PF (2011)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bulletand enter “N/A” on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 1,517
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2 0
3 Add lines 1 and 2............................ 3 1,517
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-). 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 1,517
6 Credits/Payments:
a 2011 estimated tax payments and 2010 overpayment credited to 2011 6a 350
b Exempt foreign organizations—tax withheld at source....... 6b
c Tax paid with application for extension of time to file (Form 8868) 6c 2,648
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 2,998
8 Enter any penalty for underpayment of estimated tax. if Form 2220 is attached. 8 0
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10 1,481
11 Enter the amount of line 10 to be: Credited to 2012 estimated taxBullet1,481 Refunded Bullet 11 0
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see page 19 of
the instructions for definition)?............................
1b
 
No
If the answer is “Yes” to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If “Yes,” attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If “Yes,” attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If “Yes,” has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If “Yes,” attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If “Yes,” complete Part II, col. (c), and Part XV.
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see page 19 of the
    instructions)bulletTX
    b
    If the answer is “Yes” to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If “No,” attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2011 or the taxable year beginning in 2011 (see instructions for Part XIV on
    page 27)? If “Yes,” complete Part XIV..........................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If “Yes,” attach a schedule listing their names and addresses.
    10
     
    No
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. (see page 20 of the instructions) .......
    11
     
    No
    12
    Did the foundation acquire a direct or indirect interest in any applicable insurance contract before August 17, 2008?
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbullet  
    14
    The books are in care ofbulletCOMERICA BANK Telephone no.bullet (877) 405-1091
    Located atbullet101 NORTH MAIN STREETANN ARBORMI ZIP+4bullet48104
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041.........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ......bullet
    15  
    16
    At any time during calendar year 2011, did the foundation have an interest in or a signature or other authority over
    a bank, securities, or other financial account in a foreign country? .................
    16
     
    No
    See page 20 of the instructions for exceptions and filing requirements for Form TD F 90-22.1. If "Yes", enter the name of the foreign country bullet  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 5
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the “Yes” column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?.........................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?.................
    (6) Agree to pay money or property to a government official? (Exception. Check “No”
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).........
    b
    If any answer is “Yes” to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance (see page 20 of the instructions)?...
    1b
     
     
    .........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2011?.............
    1c
     
    No
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2011, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2011?...............
    If “Yes,” list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer “No” and attach statement—see page 20 of the instructions.) .........
    2b
     
    No
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business
    enterprise at any time during the year?.....................
    b
    If “Yes,” did it have excess business holdings in 2011 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2011.)....................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2011?
    4b
     
    No
    5a
    During the year did the foundation pay or incur any amount to:
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?...............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 509(a)(1), (2), or (3), or section 4940(d)(2)? (see page 22 of the instructions)...
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?........
    b
    If any answer is “Yes” to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance (see page 22 of the instructions)?
    5b
     
     
    .........bullet
    c
    If the answer is “Yes” to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?............
    If “Yes,” attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay
    premiums on a personal benefit contract?....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If “Yes” to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 6
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation (see page 22 of the instructions).
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to
    employee benefit plans
    and deferred compensation     		(e) Expense account,
    other allowances
    COMERICA BANK TRUSTEE
    2     		5,119    
    PO BOX 75000 MC 3302
    DETROIT,MI482753302
    2 Compensation of five highest-paid employees (other than those included on line 1—see page 23 of the instructions).
    If none, enter “NONE.”
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet 0
    3 Five highest-paid independent contractors for professional services (see page 23 of the instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet0
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1
     
    2  
    3  
    4  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 7
    Part IX-B
    Summary of Program-Related Investments (see page 23 of the instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1  
    2  
    All other program-related investments. See page 24 of the instructions.
    3  
    Total. Add lines 1 through 3..........................bullet  
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,
    see page 24 of the instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    718,085
    b
    Average of monthly cash balances.......................
    1b
    31,160
    c
    Fair market value of all other assets (see page 24 of the instructions)............
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    749,245
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
    0
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
    0
    3
    Subtract line 2 from line 1d.........................
    3
    749,245
    4
    Cash deemed held for charitable activities. Enter 1 1⁄2% of line 3 (for greater amount, see page 25
    of the instructions) ...........................
    4
    11,239
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    738,006
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    36,900
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    36,900
    2a
    Tax on investment income for 2011 from Part VI, line 5......
    2a
    1,517
    b
    Income tax for 2011. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    1,517
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    35,383
    4
    Recoveries of amounts treated as qualifying distributions................
    4
    0
    5
    Add lines 3 and 4............................
    5
    35,383
    6
    Deduction from distributable amount (see page 25 of the instructions)...........
    6
    0
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,
    line 1................................
    7
    35,383
    Part XII
    Qualifying Distributions (see page 25 of the instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    36,900
    b
    Program-related investments—total from Part IX-B..................
    1b
    0
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
    0
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
    0
    b
    Cash distribution test (attach the required schedule) .................
    3b
    0
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    36,900
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b (see page 26 of the instructions)............
    5
    0
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    36,900
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 8
    Part XIII
    Undistributed Income (see page 26 of the instructions)
    (a)
    Corpus     		(b)
    Years prior to 2010     		(c)
    2010     		(d)
    2011
    1 Distributable amount for 2011 from Part XI, line 7 35,383
    2 Undistributed income, if any, as of the end of 2011:
    a Enter amount for 2010 only....... 0
    b Total for prior years:2009, 20, 20 0
    3 Excess distributions carryover, if any, to 2011:
    a From 2006....... 6,359
    b From 2007....... 0
    c From 2008....... 0
    d From 2009....... 4,835
    e From 2010....... 1,771
    fTotal of lines 3a through e......... 12,965
    4Qualifying distributions for 2011 from Part
    XII, line 4: bullet$ 36,900
    a Applied to 2010, but not more than line 2a 0
    b Applied to undistributed income of prior years
    (Election required—see page 26 of the instructions)    		 0
    c Treated as distributions out of corpus (Election
    required—see page 26 of the instructions)...     		0
    d Applied to 2011 distributable amount..... 35,383
    e Remaining amount distributed out of corpus 1,517
    5 Excess distributions carryover applied to 2011. 0 0
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 14,482
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ...........     		0
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		0
    d Subtract line 6c from line 6b. Taxable
    amount—see page 27 of the instructions ...     		0
    e Undistributed income for 2010. Subtract line
    4a from line 2a. Taxable amount—see page 27
    of the instructions ...........     		0
    f Undistributed income for 2011. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2011 ..........     		0
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (see page 27
    of the instructions) ...........     		0
    8Excess distributions carryover from 2006 not
    applied on line 5 or line 7 (see page 27 of the
    instructions) .............     		6,359
    9Excess distributions carryover to 2012.
    Subtract lines 7 and 8 from line 6a ......     		8,123
    10 Analysis of line 9:
    a Excess from 2007.... 0
    b Excess from 2008.... 0
    c Excess from 2009.... 4,835
    d Excess from 2010.... 1,771
    e Excess from 2011.... 1,517
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 9
    Part XIV
    Private Operating Foundations (see page 27 of the instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2011, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2011 (b) 2010 (c) 2009 (d) 2008
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ....     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets” alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment” alternative test— enter 2⁄3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support” alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see page 27 of the instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number of the person to whom applications should be addressed:
    bThe form in which applications should be submitted and information and materials they should include:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 10
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    SAMMY FUENTES MINISTRIES
    4910 BRANSCOM DRIVE
    CORPUS CHRISTI,TX78411     		NONE EXEMPT SUPPORT 3,000
    THE SALVATION ARMY NATIONAL HEAD
    PO BOX 269
    ALEXANDRIA,VA22313     		NONE EXEMPT SUPPORT 3,000
    ELECTRONIC FRONTIER FOUNDATION
    454 SHOTWELL STREET
    SAN FRANCISCO,CA941101914     		NONE EXEMPT SUPPORT 3,000
    AMERICAN BIBLE SOCIETY
    1865 BROADWAY
    NEW YORK,NY100239980     		NONE EXEMPT SUPPORT 3,000
    MARCH OF DIMES
    1275 MAMARONECK AVENUE
    WHITE PLAINS,NY10605     		NONE EXEMPT SUPPORT 3,000
    MERCY SHIP INTERNATIONAL OPS CNT
    15862 STATE HWY 110
    LINDALE,TX75771     		NONE EXEMPT SUPPORT 3,000
    AMERICAN CENTER FOR LAW
    AND JUSTICE
    PO BOX 64429
    VIRGINIA BEACH,VA23467     		NONE EXEMPT SUPPORT 3,000
    CHRISTIAN APPALACHIAN PROJECT INC
    6550 S KEY ROUTE 321
    HAGERHILL,KY41222     		NONE EXEMPT SUPPORT 3,000
    AMERICA FAMILY ASSOCIATION INC
    PO BOX 2440
    TUPELO,MS38803     		NONE EXEMPT SUPPORT 3,000
    BOYS HAVEN OF AMERICA
    PO BOX 5815
    BEAUMONT,TX77726     		NONE EXEMPT SUPPORT 3,000
    THE UNIVERSITY OF TEXAS
    ATTN CATHERINE BIGLER
    AUSTIN,TX787670250     		NONE EXEMPT SUPPORT 3,000
    FLOYD JONES EVANGELISM
    AND TEACHING MINISTRIES INC
    PO BOX 130220
    THE WOODLANDS,TX773930220     		NONE EXEMPT SUPPORT 3,000
    Total .................................bullet 3a 36,000
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 11
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See page 28 of
    the instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3Interest on savings and temporary cash investments     14 4  
    4 Dividends and interest from securities....     14 18,938  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6Net rental income or (loss) from personal property          
    7 Other investment income.....          
    8Gain or (loss) from sales of assets other than inventory     18 74,317  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: a
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   93,259  
    13Total. Add line 12, columns (b), (d), and (e)..................
    1393,259
    (See worksheet in line 13 instructions on page 28 to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the organization’s exempt purposes (other than by providing funds for such purposes). (See
    page 28 of the instructions.)
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 12
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section
    Yes
    No
    501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is “Yes,” complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If “Yes,” complete the following schedule.
    (a) Name of organization (b) Type of organization (c) Description of relationship
    SignHere
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer or fiduciary) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    Signature of officer or trustee Date Title
    PaidPreparersUseOnly Preparer's SignatureBullet Date PTIN
    Firm's namebullet



    Firm's addressbullet







         		Firm's EINbullet
    Phone no.
    Form 990-PF (2011)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2011 InvestmentsCorpBondsSchedule
    Name:
    WILLIAM A RUNNELS III CHARITABLE TRUST
    EIN: 20-6375162
    Name of Bond End of Year Book Value End of Year Fair Market Value

    TY 2011 InvestmentsCorpStockSchedule
    Name:
    WILLIAM A RUNNELS III CHARITABLE TRUST
    EIN: 20-6375162
    Name of Stock End of Year Book Value End of Year Fair Market Value
    CORPORATE STOCK 348,177 371,946

    TY 2011 InvestmentsGovtObligationsSch
    Name:
    WILLIAM A RUNNELS III CHARITABLE TRUST
    EIN: 20-6375162
    US Government Securities - End of Year Book Value:

     
    US Government Securities - End of Year Fair Market Value:

     
    State & Local Government Securities - End of Year Book Value:


     
    State & Local Government Securities - End of Year Fair Market Value:


     


    TY 2011 OtherDecreasesSchedule
    Name:
    WILLIAM A RUNNELS III CHARITABLE TRUST
    EIN: 20-6375162
    Description Amount
    DIFFERENCE BETWEEN TAX INCOME AND ACCOUNTING INCOME. 394