TY 2011 Form 990PF

- TIN:

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

Check all that apply:Initial returnInitial return of a former public charityFinal return

Amended returnAddress changeName change

Name of foundation
FRANCES GILMORE FOUNDATION

Number and street (or P.O. box number if mail is not delivered to street address)1525 W WT HARRIS BLVD D1114-044 Room/suite

City or town, state, and ZIP code
CHARLOTTE, NC28288

A Employer identification number

54-6898322

B Telephone number (see page 10 of the instructions)

(336) 747-8190

C If exemption application is pending, check here bullet

D 1. Foreign organizations, check here . bullet

H Check type of organization: Section 501(c)(3) exempt private foundation
Section 4947(a)(1) nonexempt charitable trustOther taxable private foundation 2. Foreign organizations meeting the 85% test,
check here and attach computation bullet

I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16) bullet

$2,366,186J Accounting method: Cash Accrual
Other (specify)
(Part I, column (d) must be on cash basis.)

E If private foundation status was terminated
under section 507(b)(1)(A), check here bullet

F If the foundation is in a 60-month termination
under section 507(b)(1)(B), check here bullet

	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)


1	Contributions, gifts, grants, etc., received (attach schedule)
2	Check
3	Interest on savings and temporary cash investments	111		111
4	Dividends and interest from securities......	71,765		69,822
5a	Gross rents..............
b	Net rental income or (loss)
6a	Net gain or (loss) from sale of assets not on line 10		323,276
b	Gross sales price for all assets on line 6a 2,262,145
7	Capital gain net income (from Part IV, line 2)...			323,276
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).......		2,072	2,072
12	Total. Add lines 1 through 11........	397,224		395,281
13	Compensation of officers, directors, trustees, etc.	44,245		33,184		11,061
14	Other employee salaries and wages......			0	0	0
15	Pension plans, employee benefits.......			0	0
16a	Legal fees (attach schedule).........		850	0	0	850
b	Accounting fees (attach schedule).......
c	Other professional fees (attach schedule)....					0
17	Interest...............					0
18	Taxes (attach schedule) (see page 14 of the instructions)		4,411	1,369		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).......		15			15
24	Total operating and administrative expenses.
	Add lines 13 through 23..........	49,521		34,553	0	11,926
25	Contributions, gifts, grants paid........	82,079				82,079
26	Total expenses and disbursements. Add lines 24 and 25	131,600		34,553	0	94,005
27	Subtract line 26 from line 12:
a	Excess of revenue over expenses and disbursements	265,624
b	Net investment income (if negative, enter -0-)			360,728
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	Beginning of year	End of year
Part II		Balance Sheets	(a) Book Value	(b) Book Value	(c) Fair Market Value
	1	Cash—non-interest-bearing...............
	2	Savings and temporary cash investments..........	168,653	211,673	211,673
	3	Accounts receivable
		Less: allowance for doubtful accounts		0	0
	4	Pledges receivable
		Less: allowance for doubtful accounts
	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)
		Less: allowance for doubtful accounts 0
	8	Inventories for sale or use...............
	9	Prepaid expenses and deferred charges...........
	10a	Investments—U.S. and state government obligations (attach schedule)	597,839	223,396	242,482
	b	Investments—corporate stock (attach schedule)........	1,273,759	1,752,130	1,699,861
	c	Investments—corporate bonds (attach schedule)........	112,709	225,000	212,170
	11	Investments—land, buildings, and equipment: basis
		Less: accumulated depreciation (attach schedule)
	12	Investments—mortgage loans..............
	13	Investments—other (attach schedule)...........			0
	14	Land, buildings, and equipment: basis
		Less: accumulated depreciation (attach schedule)
	15	Other assets (describe )
	16	Total assets (to be completed by all filers—see the
		instructions. Also, see page 1, item I)	2,152,960	2,412,199	2,366,186
	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 )
	23	Total liabilities (add lines 17 through 22)..........		0
		Foundations that follow SFAS 117, check here
		and complete lines 24 through 26 and lines 30 and 31.
	24	Unrestricted....................
	25	Temporarily restricted................
	26	Permanently restricted................
		Foundations that do not follow SFAS 117, check here
		and complete lines 27 through 31.
	27	Capital stock, trust principal, or current funds.........	2,152,960	2,412,199
	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)....................	2,152,960	2,412,199
	31	Total liabilities and net assets/fund balances (see page 17 of
		the instructions)..................	2,152,960	2,412,199

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	2,152,960
2	Enter amount from Part I, line 27a.....................	2	265,624
3	Other increases not included in line 2 (itemize)	3	1,882
4	Add lines 1, 2, and 3..........................	4	2,420,466
5	Decreases not included in line 2 (itemize)	5	8,267
6	Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30.	6	2,412,199

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	8. AAR CORP COM		2007-11-15	2011-02-24
b	84. AAR CORP COM		2007-11-15	2011-03-14
c	149. AOL INC		2011-03-11	2011-08-11
d	207. AT&T INC		2010-01-20	2011-02-24
e	190. AU OPTRONICS CORP-ADR COM		2009-04-22	2011-02-24
	7060.177 ADVISORS SER TR PIA BBB BOND		2009-09-15	2011-02-24
	928.909 ADVISORS SER TR PIA BBB BOND		2007-06-22	2011-06-20
	711.759 ADVISORS SER TR PIA BBB BOND		2009-05-13	2011-08-17
	65. ADVISORS SER TR PIA BBB BOND		2011-06-30	2011-08-17
	9. AETNA INC-NEW COM		2011-03-14	2011-06-22
	96. AGILENT TECHNOLOGIES INC COM		2010-02-04	2011-02-24
	55. AGILENT TECHNOLOGIES INC COM		2010-09-03	2011-02-24
	113. AGILENT TECHNOLOGIES INC COM		2010-02-05	2011-03-14
	50. AGILENT TECHNOLOGIES INC COM		2010-09-02	2011-03-14
	33. ALBEMARLE CORP COM		2011-03-29	2011-07-07
	.16 ALLEGHANY CORP DEL COM		2011-03-11	2011-05-04
	6. ALLEGHENY TECHNOLOGIES INC COM		2008-08-05	2011-02-24
	50. ALLEGHENY TECHNOLOGIES INC COM		2008-08-05	2011-03-14
	67. ALLERGAN INC COM W/RIGHTS ATTACHED EXP 2/18/2010		2010-04-21	2011-02-24
	52. ALLERGAN INC COM W/RIGHTS ATTACHED EXP 2/18/2010		2010-02-08	2011-03-14
	21. ALLERGAN INC COM W/RIGHTS ATTACHED EXP 2/18/2010		2010-04-21	2011-03-14
	50. ALLSCRIPTS HEALTHCARE SOLUTIONS COM		2009-04-22	2011-02-24
	57. ALLSCRIPTS HEALTHCARE SOLUTIONS COM		2009-01-27	2011-03-11
	155. ALLSTATE CORP COM W/RIGHTS ATTACHED EXP 2/12/2009		2006-04-28	2011-02-24
	44. AMAZON COM INC COM		2010-09-01	2011-02-24
	4. AMAZON COM INC COM		2010-07-27	2011-03-14
	43. AMAZON COM INC COM		2009-07-14	2011-03-14
	31. AMERICA MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS		2009-07-09	2011-02-24
	89. AMERICAN AXLE & MFG HLDGS INC COM		2009-12-09	2011-02-24
	5. AMERICAN AXLE & MFG HLDGS INC COM		2010-03-30	2011-02-24
	126. AMERICAN AXLE & MFG HLDGS INC COM		2009-12-09	2011-03-11
	28. AMERICAN EXPRESS CO COM		2010-10-14	2011-01-14
	31. AMERICAN EXPRESS CO COM		2009-07-24	2011-01-14
	110. AMERICAN EXPRESS CO COM		2009-07-27	2011-02-24
	30. AMERICAN EXPRESS CO COM		2009-07-17	2011-02-24
	28. AMERICAN EXPRESS CO COM		2009-07-17	2011-02-25
	29. AMERICAN EXPRESS CO COM		2009-07-17	2011-02-25
	29. AMERICAN EXPRESS CO COM		2009-07-16	2011-02-28
	52. AMERICAN TOWER CORP CL A		2008-10-03	2011-02-24
	102. AMERICAN TOWER CORP CL A		2010-11-03	2011-02-24
	6. AMERICAN TOWER CORP CL A		2006-04-26	2011-02-24
	98. AMERICAN TOWER CORP CL A		2006-04-26	2011-03-14
	26. AMGEN INC COM W/RTS ATTACHED EXP 03/21/2007		2011-03-14	2011-10-11
	22. AMGEN INC COM W/RTS ATTACHED EXP 03/21/2007		2011-03-14	2011-10-28
	46. ANSYS INC COM		2009-04-22	2011-02-24
	54. ANSYS INC COM		2006-08-03	2011-03-11
	52. APPLE COMPUTER INC COM		2009-10-15	2011-02-24
	18. APPLE COMPUTER INC COM		2009-03-18	2011-03-14
	187. ARCHER DANIELS MIDLAND CO COM		2009-04-22	2011-02-24
	59. ARCHER DANIELS MIDLAND CO COM		2010-04-13	2011-02-24
	144. ARM HLDGS PLC SPONSORED ADR		2011-02-04	2011-02-24
	153. ARM HLDGS PLC SPONSORED ADR		2011-01-21	2011-03-14
	78. ARVINMERITOR INC COM		2010-07-14	2011-02-24
	112. ARVINMERITOR INC COM		2010-07-14	2011-03-11
	4. ASTORIA FINL CORP COM W/RTS EXP 08/03/2006		2006-04-26	2011-02-04
	8. ASTORIA FINL CORP COM W/RTS EXP 08/03/2006		2006-04-26	2011-02-24
	118. ASTORIA FINL CORP COM W/RTS EXP 08/03/2006		2009-03-17	2011-03-14
	4. ASTRAZENECA PLC SPONSORED ADR		2010-03-30	2011-02-24
	83. ASTRAZENECA PLC SPONSORED ADR		2009-05-22	2011-02-24
	15. ATLAS AIR WORLDWIDE HLDGS INC		2010-09-21	2011-02-24
	20. ATLAS AIR WORLDWIDE HLDGS INC		2010-09-21	2011-03-11
	201. AUSTRALIA & NEW ZEALAND BKG GROUP LTD SPONSORED ADR		2009-07-23	2011-02-24
	8. AUTODESK INC COM W/RIGHTS EXP 12/14/2005		2006-07-14	2011-02-24
	52. AUTODESK INC COM W/RIGHTS EXP 12/14/2005		2006-07-14	2011-03-14
	41. AVON PRODS INC COM W/RTS ATTACHED		2011-07-18	2011-10-27
	119. BNP PARIBAS ADR COM		2010-05-19	2011-02-24
	31. BAIDU INC ADR		2011-01-24	2011-02-24
	27. BAIDU INC ADR		2010-12-31	2011-02-24
	64. BAIDU INC ADR		2010-06-01	2011-03-14
	33. BALLY TECHNOLOGIES INC		2009-04-22	2011-02-24
	47. BALLY TECHNOLOGIES INC		2008-11-18	2011-03-11
	21. BANCO SANTANDER CENT HISPANO SA ADR		2010-03-30	2011-02-24
	473. BANCO SANTANDER CENT HISPANO SA ADR		2009-04-22	2011-02-24
	139. BANCO SANTANDER BRASIL SA - ADR		2009-10-16	2011-02-24
	50000. BANK OF AMERICA CORP 4.850% 6/15/11		2006-01-12	2011-06-15
	150. BANK NEW YORK MELLON CORP COM		2008-11-14	2011-02-24
	233. BARCLAYS PLC PLC ADR		2010-07-16	2011-02-24
	127. BAXTER INTL INC COM W/RIGHTS ATTACHED EXP 3/23/2009		2010-07-19	2011-02-24
	20. BAXTER INTL INC COM W/RIGHTS ATTACHED EXP 3/23/2009		2011-03-14	2011-04-11
	22. BAXTER INTL INC COM W/RIGHTS ATTACHED EXP 3/23/2009		2010-07-16	2011-09-28
	16. BECKMAN COULTER INC COM W/RIGHTS ATTACHED EXP 3/20/2009		2007-03-28	2011-03-14
	11. BED BATH & BEYOND INC COM		2011-03-14	2011-08-18
	13. BED BATH & BEYOND INC COM		2011-03-14	2011-10-05
	14. BED BATH & BEYOND INC COM		2011-03-14	2011-11-11
	9. BED BATH & BEYOND INC COM		2011-03-14	2011-11-22
	30. BED BATH & BEYOND INC COM		2011-03-14	2011-11-29
	13000. BELLSOUTH CORP 5.200% 9/15/14		2007-06-22	2011-02-24
	27. BEST BUY INC COM		2011-03-14	2011-11-01
	100. BHP LIMITED SPONS ADR COM		2009-04-22	2011-02-24
	4. BHP LIMITED SPONS ADR COM		2010-03-30	2011-02-24
	43. BIOMARIN PHARMACEUTICAL INC COM		2008-11-14	2011-02-24
	62. BIOMARIN PHARMACEUTICAL INC COM		2009-04-22	2011-03-11
	29. BIOGEN IDEC INC		2011-03-14	2011-04-21
	9. BIOGEN IDEC INC		2011-03-14	2011-04-21
	3. BIOGEN IDEC INC		2011-03-14	2011-07-29
	13. BIOGEN IDEC INC		2011-03-14	2011-10-20
	62. BJS RESTAURANTS INC		2009-04-22	2011-02-24
	5. BJS RESTAURANTS INC		2010-03-30	2011-02-24
	78. BJS RESTAURANTS INC		2009-03-06	2011-03-11
	6. BORG WARNER INC COM		2010-11-11	2011-02-24
	10. BORG WARNER INC COM		2010-11-11	2011-03-14
	55. BORG WARNER INC COM		2008-11-20	2011-03-14
	63. BRIGHAM EXPL CO		2010-02-01	2011-02-24
	67. BRIGHAM EXPL CO		2010-02-01	2011-03-11
	65. BRUKER CORPORATION		2010-06-25	2011-02-24
	80. BRUKER CORPORATION		2010-07-29	2011-03-11
	101. CVS CORP COM		2010-01-20	2011-02-24
	4. CABOT MICROELECTRONICS CORP COM		2011-02-16	2011-02-24
	44. CABOT MICROELECTRONICS CORP COM		2011-02-16	2011-03-14
	86. CANON INC ADR REPSTG 5 SHS		2009-04-22	2011-02-24
	7. CANON INC ADR REPSTG 5 SHS		2010-03-30	2011-02-24
	26. CAPELLA EDUCATION CO		2011-03-11	2011-08-30
	44. CAPELLA EDUCATION CO		2011-03-11	2011-10-11
	20. CARDINAL HLTH INC COM		2010-04-13	2011-02-24
	150. CARDINAL HLTH INC COM		2009-09-14	2011-02-24
	59. CARMAX INC		2011-03-11	2011-05-05
	15. CARTER HOLDINGS		2011-03-14	2011-08-01
	43. CARTER HOLDINGS		2011-03-14	2011-08-25
	45. CASH AMER INVTS INC COM		2008-10-10	2011-02-24
	55. CASH AMER INVTS INC COM		2009-04-22	2011-03-11
	23. CATALYST HEALTH SOLUTIONS INC		2010-11-11	2011-02-24
	27. CATALYST HEALTH SOLUTIONS INC		2010-11-22	2011-03-11
	4. CENTENE CORP COM		2009-12-11	2011-02-04
	6. CENTENE CORP COM		2009-12-11	2011-02-24
	45. CENTENE CORP COM		2010-08-26	2011-02-24
	8. CENTENE CORP COM		2008-02-08	2011-02-24
	67. CENTENE CORP COM		2009-04-22	2011-03-11
	78. CENTENE CORP COM		2009-12-11	2011-03-14
	2. CEPHALON INC COM		2008-10-23	2011-02-24
	16. CEPHALON INC COM		2008-10-23	2011-03-14
	16. CEPHALON INC COM		2010-12-20	2011-03-14
	243. CHEUNG KONG HLDGS LTD ADR		2009-04-22	2011-02-24
	47. CHEUNG KONG HLDGS LTD ADR		2010-06-09	2011-02-24
	5. CHEVRONTEXACO CORP COM		2010-04-13	2011-02-24
	81. CHEVRONTEXACO CORP COM		2009-04-22	2011-02-24
	95. CHICOS FAS INC COM		2010-08-18	2011-02-24
	95. CHICOS FAS INC COM		2010-08-18	2011-03-11
	41. CHINA CONSTRUCTION BK CORP ADR		2009-05-14	2011-01-21
	101. CHINA CONSTRUCTION BK CORP ADR		2009-05-14	2011-02-24
	51. CHINA UNICOM LTD SPONSORED ADR		2010-03-25	2011-01-21
	159. CHINA UNICOM LTD SPONSORED ADR		2010-03-25	2011-02-24
	112. CISCO SYS INC COM W/RIGHTS ATTACHED EXPIRING 6/10/2008		2011-03-14	2011-06-08
	121. CISCO SYS INC COM W/RIGHTS ATTACHED EXPIRING 6/10/2008		2011-03-14	2011-06-09
	1046. CITIGROUP INC COM		2010-12-07	2011-02-24
	343. CITIGROUP INC COM		2010-11-09	2011-03-02
	802. CITIGROUP INC COM		2010-11-10	2011-03-14
	39. CITRIX SYS INC COM		2010-09-09	2011-01-24
	19. CITRIX SYS INC COM		2010-09-08	2011-01-25
	20. CITRIX SYS INC COM		2010-08-24	2011-01-25
	17. CITRIX SYS INC COM		2011-02-15	2011-02-24
	52. CITRIX SYS INC COM		2010-08-24	2011-02-24
	76. CITRIX SYS INC COM		2010-08-18	2011-03-14
	49. CLOUD PEAK ENERGY INC		2010-08-09	2011-02-24
	61. CLOUD PEAK ENERGY INC		2010-08-09	2011-03-11
	8. COCA-COLA CO COM		2011-03-14	2011-08-05
	38. COGNIZANT TECH SOLUTIONS CRP COM		2011-02-18	2011-02-24
	43. COGNIZANT TECH SOLUTIONS CRP COM		2011-02-22	2011-03-14
	65. COHERENT INC COM		2007-01-22	2011-02-24
	50. COHERENT INC COM		2009-04-22	2011-03-11
	369. COMCAST CORP NEW CL A		2010-01-11	2011-02-24
	12. CON-WAY INC		2011-03-14	2011-06-22
	13000. CONOCO INC SR NT DTD 4/20/99 6.95% 04/15/2029		2006-07-24	2011-02-24
	23. CONOCOPHILLIPS COM		2010-08-05	2011-01-21
	71. CONOCOPHILLIPS COM		2010-08-05	2011-01-27
	69. CONOCOPHILLIPS COM		2010-07-30	2011-01-28
	71. CONOCOPHILLIPS COM		2010-07-28	2011-01-28
	135. CONOCOPHILLIPS COM		2009-04-22	2011-02-24
	152. CONSTELLATION BRANDS INC CL A		2011-03-11	2011-08-30
	20. COSTCO WHOLESALE CORP COM		2011-03-14	2011-06-29
	4. COVANCE INC COM		2006-04-26	2011-02-24
	41. COVANCE INC COM		2006-04-26	2011-03-14
	63. CUMMINS INC COM		2010-07-14	2011-02-24
	14. CUMMINS INC COM		2011-02-07	2011-02-24
	4. CUMMINS INC COM		2006-04-26	2011-02-24
	79. CUMMINS INC COM		2010-07-12	2011-03-14
	58. CUMMINS INC COM		2006-04-26	2011-03-14
	14. D R HORTON INC COM		2006-04-26	2011-02-24
	139. D R HORTON INC COM		2007-03-29	2011-03-14
	47. DTS INC		2009-04-23	2011-02-24
	58. DTS INC		2009-04-23	2011-03-11
	344. DANSKE BK A/S ADR		2010-12-30	2011-02-24
	46. DARDEN RESTAURANTS INC COM		2008-08-14	2011-03-14
	18. DECKERS OUTDOOR CORP		2010-10-12	2011-02-24
	22. DECKERS OUTDOOR CORP		2010-10-12	2011-03-11
	6. DELPHI FINL GRP INC CL A		2008-01-08	2011-02-24
	93. DELPHI FINL GRP INC CL A		2009-02-26	2011-03-14
	64. DELTA AIR LINES INC		2009-10-20	2011-01-03
	94. DELTA AIR LINES INC		2010-04-30	2011-01-03
	151. DELTA AIR LINES INC		2009-10-19	2011-01-04
	159. DELTA AIR LINES INC		2009-10-23	2011-01-05
	160. DELTA AIR LINES INC		2009-11-11	2011-01-05
	53. DESARROLLADORA HOMEX S A DE C V ADR		2010-10-19	2011-02-24
	217. DISNEY (WALT) COMPANY HOLDING COMPANY COM		2010-05-11	2011-02-24
	228. DISNEY (WALT) COMPANY HOLDING COMPANY COM		2010-02-03	2011-03-14
	1. DISNEY (WALT) COMPANY HOLDING COMPANY COM		2010-03-23	2011-03-14
	61. DIRECTV-CLASS A		2010-11-04	2011-02-24
	103. DIRECTV-CLASS A		2011-01-28	2011-02-24
	169. DIRECTV-CLASS A		2010-12-28	2011-03-14
	8. DIRECTV-CLASS A		2011-01-28	2011-03-14
	187. DU PONT E I DE NEMOURS & CO COM		2006-04-28	2011-02-24
	6. DUFF & PHELPS CORP		2009-05-13	2011-02-24
	49. DUFF & PHELPS CORP		2009-05-13	2011-03-11
	154. E M C CORP MASS COM		2009-12-04	2011-02-24
	50. E M C CORP MASS COM		2011-01-25	2011-02-24
	219. E M C CORP MASS COM		2009-08-10	2011-03-14
	5. EMS TECHNOLOGIES INC COM		2010-03-30	2011-02-24
	65. EMS TECHNOLOGIES INC COM		2009-12-23	2011-02-24
	70. EMS TECHNOLOGIES INC COM		2009-12-22	2011-03-11
	105. ENI S P A ADR		2009-05-13	2011-02-24
	19. ENI S P A ADR		2010-06-09	2011-02-24
	285. EAST JAPAN RAILWAY COMPANY ADR		2009-08-10	2011-02-24
	13. EAST JAPAN RAILWAY COMPANY ADR		2010-03-30	2011-02-24
	6. EASTMAN CHEMICAL CO COM		2010-04-30	2011-02-24
	10. EASTMAN CHEMICAL CO COM		2010-04-30	2011-03-14
	26. EASTMAN CHEMICAL CO COM		2006-04-26	2011-03-14
	72. EATON CORP COM W/RTS EXP 07/12/2005		2010-07-30	2011-02-24
	156. EATON CORP COM W/RTS EXP 07/12/2005		2010-07-26	2011-03-14
	4. EATON VANCE CORP COM NON VTG		2006-04-26	2011-02-04
	4. EATON VANCE CORP COM NON VTG		2006-04-26	2011-02-24
	72. EATON VANCE CORP COM NON VTG		2006-04-26	2011-03-14
	17. ECOLAB INC COM		2011-03-14	2011-06-21
	146. EDISON INTL COM		2009-04-17	2011-02-24
	15. EDISON INTL COM		2010-04-13	2011-02-24
	35. EDISON INTL COM		2011-03-14	2011-10-13
	50. EMERSON ELEC CO COM W/RTS ATTACHED EXP 11/01/2008		2010-11-01	2011-01-26
	45. EMERSON ELEC CO COM W/RTS ATTACHED EXP 11/01/2008		2010-11-02	2011-01-27
	64. EMERSON ELEC CO COM W/RTS ATTACHED EXP 11/01/2008		2010-11-02	2011-01-28
	67. EMERSON ELEC CO COM W/RTS ATTACHED EXP 11/01/2008		2010-11-02	2011-01-31
	5. ENCANA CORP COM		2010-03-30	2011-02-24
	104. ENCANA CORP COM		2009-11-20	2011-02-24
	355. ESPRIT HOLDINGS LTD-SPON ADR		2009-11-10	2011-02-24
	16. ESPRIT HOLDINGS LTD-SPON ADR		2010-03-30	2011-02-24
	22. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2011-01-13	2011-02-16
	2. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2011-01-13	2011-02-24
	28. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2010-12-31	2011-02-24
	65. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2010-02-05	2011-02-24
	4. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2010-04-30	2011-02-24
	6. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2006-04-26	2011-02-24
	104. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2010-02-05	2011-03-14
	94. EXPRESS SCRIPTS INC CL A W/RIGHTS ATTACHED EXP 7/25/2001		2006-11-22	2011-03-14
	10. FLIR SYS INC COM W/RIGHTS ATTACHED EXPIR		2009-07-14	2011-02-24
	119. FLIR SYS INC COM W/RIGHTS ATTACHED EXPIR		2006-04-26	2011-03-14
	44. FTI CONSULTING INC COM		2010-07-28	2011-02-24
	61. FTI CONSULTING INC COM		2010-07-28	2011-03-11
	49000. FEDERAL HOME LN MTG CORP BD DTD 07/16/2002 5.125% 07/15/2012		2009-09-24	2011-02-24
	1000. FEDERAL HOME LN MTG CORP BD DTD 07/16/2002 5.125% 07/15/2012		2010-03-30	2011-02-24
	1000. FEDERAL HOME LN MTG CORP BD DTD 07/16/2002 5.125% 07/15/2012		2011-06-30	2011-08-11
	29000. FEDERAL HOME LN MTG CORP BD DTD 07/16/2002 5.125% 07/15/2012		2007-10-24	2011-08-11
	5000. FED HOME LN MTG CORP 4.875% 11/15/13		2011-08-11	2011-12-06
	26000. FED NATL MTG ASSN 4.375% 3/15/13		2010-12-16	2011-02-24
	21. F5 NETWORKS INC COM		2011-02-04	2011-02-24
	24. F5 NETWORKS INC COM		2010-06-22	2011-02-24
	6. F5 NETWORKS INC COM		2010-06-18	2011-03-02
	43. F5 NETWORKS INC COM		2010-06-30	2011-03-14
	158. FORD MTR CO DEL COM		2010-11-03	2011-02-04
	59. FORD MTR CO DEL COM		2010-07-01	2011-02-07
	234. FORD MTR CO DEL COM		2009-11-09	2011-02-24
	180. FORD MTR CO DEL COM		2010-07-01	2011-02-24
	408. FORD MTR CO DEL COM		2009-11-06	2011-03-14
	30. FRESH MARKET INC/THE		2010-11-09	2011-02-24
	40. FRESH MARKET INC/THE		2010-11-09	2011-03-11
	56. FUJIFILM HLDGS CORP ADR		2010-07-30	2011-02-24
	186. FUJIFILM HLDGS CORP ADR		2009-04-22	2011-02-24
	79. GEO GROUP INC		2009-09-28	2011-02-24
	5. GEO GROUP INC		2010-03-30	2011-02-24
	91. GEO GROUP INC		2006-07-25	2011-03-11
	87. GAZPROM O A O SPONSORED ADR		2009-06-11	2011-02-24
	308. GENERAL ELEC CO COM		2011-02-02	2011-02-24
	332. GENERAL ELEC CO COM		2011-02-02	2011-03-14
	14000. GENERAL ELEC CAP COR 5.875% 1/14/38		2008-05-21	2011-02-24
	64. GENESCO INC COM W/RIGHTS ATTACHED EXPIRING 9/5/2000		2009-04-22	2011-02-24
	5. GENESCO INC COM W/RIGHTS ATTACHED EXPIRING 9/5/2000		2010-03-30	2011-02-24
	86. GENESCO INC COM W/RIGHTS ATTACHED EXPIRING 9/5/2000		2008-11-24	2011-03-11
	29. GENUINE PARTS CO COM W/RIGHTS ATTACHED EXP 11/15/2009		2011-03-14	2011-06-24
	28. GENZYME CORP COM -GEN DIV			2011-04-14
	132. GLAXO SMITHKLINE SPONSORED PLC ADR		2009-04-22	2011-02-24
	6. GLAXO SMITHKLINE SPONSORED PLC ADR		2010-03-30	2011-02-24
	4. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011		2006-04-26	2011-02-04
	2. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011		2006-04-26	2011-02-24
	54. GLOBAL PMTS INC COM W/RIGHTS ATTACHED EXP 1/26/2011		2006-04-26	2011-03-14
	14000. GOLDMAN SACHS GROUP 6.150% 4/01/18		2008-04-08	2011-02-24
	6000. GOLDMAN SACHS GROUP 6.150% 4/01/18		2008-11-18	2011-06-20
	9. GOOGLE INC CL A		2010-10-18	2011-02-24
	30. GRAFTECH INTERNATIONAL LTD COM		2009-05-05	2011-02-24
	40. GRAFTECH INTERNATIONAL LTD COM		2010-05-25	2011-02-24
	110. GRAFTECH INTERNATIONAL LTD COM		2009-05-05	2011-03-11
	104. HALLIBURTON CO COM W/RIGHTS EXP 12/15/2005		2010-12-13	2011-02-24
	55. HALLIBURTON CO COM W/RIGHTS EXP 12/15/2005		2011-01-31	2011-02-24
	70. HALLIBURTON CO COM W/RIGHTS EXP 12/15/2005		2010-12-09	2011-03-14
	4. HARRIS CORP DEL COM		2010-04-30	2011-02-04
	2. HARRIS CORP DEL COM		2007-03-28	2011-02-24
	49. HARRIS CORP DEL COM		2007-03-28	2011-03-14
	4. HARSCO CORP COM		2006-04-26	2011-02-04
	6. HARSCO CORP COM		2006-04-26	2011-02-24
	22. HARSCO CORP COM		2010-04-30	2011-03-14
	44. HARSCO CORP COM		2006-04-26	2011-03-14
	22. HASBRO INC COM		2011-03-11	2011-08-11
	13. HEARTWARE INTERNATIONAL INC		2010-12-13	2011-01-28
	24. HELIX ENERGY SOLUTIONS INC		2008-07-29	2011-02-24
	106. HELIX ENERGY SOLUTIONS INC		2010-07-02	2011-03-14
	52. HELIX ENERGY SOLUTIONS INC		2009-07-14	2011-03-14
	644. HENDERSON LD DEV LTD ADR		2010-08-19	2011-02-24
	79. HESS CORP		2011-02-02	2011-02-24
	83. HESS CORP		2011-01-28	2011-03-14
	13. HOLCIM LTD - ADR		2010-03-30	2011-02-24
	294. HOLCIM LTD - ADR		2009-04-22	2011-02-24
	19. HUNTINGTON INGALLS INDUSTRIES		2009-05-18	2011-04-05
	.4999 HUNTINGTON INGALLS INDUSTRIES		2009-05-18	2011-04-07
	142. HUNTSMAN CORP		2009-04-22	2011-02-24
	213. HUNTSMAN CORP		2009-03-18	2011-03-11
	72. HUTCHISON WHAMPOA LTD ADR		2009-04-22	2011-02-24
	4. HUTCHISON WHAMPOA LTD ADR		2010-03-30	2011-02-24
	94. IBERDROLA S.A.ADA ADR		2010-05-12	2011-02-24
	72. IBERDROLA S.A.ADA ADR		2009-09-21	2011-02-24
	7. ITT INDS INC COM		2011-03-14	2011-10-20
	.5 ITT CORP		2011-03-14	2011-11-28
	25. ICON PLC SPONSORED ADR		2009-04-22	2011-02-24
	40. ICON PLC SPONSORED ADR		2009-04-22	2011-03-11
	8. IMMUCOR INC COM		2006-04-26	2011-02-24
	101. IMMUCOR INC COM		2006-04-26	2011-03-14
	132. IMPERIAL TOB GRP PLC SPONSORED ADR		2009-12-08	2011-02-24
	8. IMPERIAL TOB GRP PLC SPONSORED ADR		2010-04-26	2011-02-24
	60. INFORMATICA CORP COM		2009-12-23	2011-02-24
	5. INFORMATICA CORP COM		2010-03-30	2011-02-24
	75. INFORMATICA CORP COM		2009-04-22	2011-03-11
	24. INTEL CORP COM		2010-04-13	2011-02-24
	175. INTEL CORP COM		2006-04-28	2011-02-24
	48. INTL BUSINESS MACHINES CORP COM		2009-04-22	2011-02-24
	49. INTL BUSINESS MACHINES CORP COM		2006-04-28	2011-06-21
	26. INTL FLAVORS & FRAGRANCES INC COM		2011-03-14	2011-09-26
	29. INTERNATIONAL POWER PLC COM		2010-05-18	2011-02-24
	56. INTERNATIONAL POWER PLC COM		2009-12-21	2011-02-24
	8. INTERNATIONAL RECTIFIER CORP COM 08/14/2006		2006-04-26	2011-02-24
	10. INTERNATIONAL RECTIFIER CORP COM 08/14/2006		2010-04-30	2011-03-14
	69. INTERNATIONAL RECTIFIER CORP COM 08/14/2006		2009-09-16	2011-03-14
	4. INTUIT COM W/RTS EXP 5/1/2008		2009-01-09	2011-02-24
	51. INTUIT COM W/RTS EXP 5/1/2008		2009-01-09	2011-03-14
	31. INTREPID POTASH INC		2010-08-06	2011-02-24
	39. INTREPID POTASH INC		2010-08-06	2011-03-11
	186. ITAU UNIBANCO BANCO HOLDING S.A. ADR		2010-06-01	2011-02-24
	198. ITAU UNIBANCO BANCO HOLDING S.A. ADR		2010-05-25	2011-03-14
	12000. JPMORGAN CHASE & CO 3.700% 1/20/15		2009-11-03	2011-02-24
	4. JEFFERIES GRP INC NEW COM		2006-04-26	2011-02-24
	4. JEFFERIES GRP INC NEW COM		2006-04-26	2011-02-24
	16. JEFFERIES GRP INC NEW COM		2010-04-30	2011-03-14
	78. JEFFERIES GRP INC NEW COM		2006-04-26	2011-03-14
	113. JETBLUE AIRWAYS CORP COM		2010-10-20	2011-02-24
	167. JETBLUE AIRWAYS CORP COM		2010-10-20	2011-03-11
	66. JOHNSON & JOHNSON COM		2007-11-26	2011-02-24
	20. JOHNSON & JOHNSON COM		2011-03-14	2011-09-14
	22. JOHNSON & JOHNSON COM		2011-03-14	2011-09-15
	39. JOHNSON & JOHNSON COM		2011-03-14	2011-12-07
	87. JOHNSON CTLS INC COM W/RTS ATTACHED EXP 11/30/2004		2011-02-09	2011-02-24
	90. JOHNSON CTLS INC COM W/RTS ATTACHED EXP 11/30/2004		2011-02-07	2011-03-14
	14. JUNIPER NETWORKS INC COM		2009-11-05	2011-02-24
	150. JUNIPER NETWORKS INC COM		2010-11-03	2011-02-24
	48. JUNIPER NETWORKS INC COM		2010-06-01	2011-03-14
	125. JUNIPER NETWORKS INC COM		2009-11-10	2011-03-14
	20. KEYCORP NEW COM		2010-04-30	2011-02-24
	76. KEYCORP NEW COM		2010-04-30	2011-03-14
	227. KEYCORP NEW COM		2009-07-14	2011-03-14
	8. KIMBERLY-CLARK CORP COM		2010-04-13	2011-02-24
	82. KIMBERLY-CLARK CORP COM		2006-04-28	2011-02-24
	.0432 KINDER MORGAN MANAGEMENT LLC COM		2011-03-11	2011-05-16
	.1095 KINDER MORGAN MANAGEMENT LLC COM		2011-03-11	2011-08-15
	.1075 KINDER MORGAN MANAGEMENT LLC COM		2011-03-11	2011-11-15
	29. KOHLS CORP COM		2010-11-26	2011-01-18
	31. KOHLS CORP COM		2010-11-26	2011-01-19
	64. KOHLS CORP COM		2010-11-24	2011-01-19
	31. KOHLS CORP COM		2010-11-19	2011-01-20
	177. KRAFT FOODS INC-A COM		2007-11-12	2011-02-24
	39. KROGER CO COM		2011-03-14	2011-03-15
	16. KROGER CO COM		2011-03-14	2011-07-29
	6. KROGER CO COM		2011-03-14	2011-10-12
	53. KROGER CO COM		2011-03-14	2011-11-08
	5. LABORATORY CORP AMER HLDGS COM NEW		2011-03-14	2011-05-06
	16. LABORATORY CORP AMER HLDGS COM NEW		2011-03-14	2011-09-23
	22. LANDSTAR SYS INC COM		2006-04-27	2011-02-24
	29. LANDSTAR SYS INC COM		2009-04-22	2011-03-11
	44. LEGG MASON INC COM		2011-03-14	2011-07-29
	194. LOWES COS INC COM W/RIGHTS ATTACHED EXPIRING 9/9/2008		2009-10-09	2011-02-24
	59. LOWES COS INC COM W/RIGHTS ATTACHED EXPIRING 9/9/2008		2011-03-14	2011-09-01
	55. LUFKIN INDS INC COM		2009-02-12	2011-02-24
	75. LUFKIN INDS INC COM		2009-04-22	2011-03-11
	165. MGIC INVT CORP WIS COM W/RIGHTS ATTACHED EXP 7/22/2009		2010-04-22	2011-02-18
	102. MACQUARIE BK LTD ADR		2010-04-08	2011-02-24
	193. MACY'S INC		2010-10-11	2011-02-24
	211. MACY'S INC		2010-08-16	2011-03-14
	5. MADDEN STEVEN LTD COM		2011-02-24	2011-03-11
	30. MADDEN STEVEN LTD COM		2010-03-26	2011-03-11
	231. MARATHON OIL CORP COM		2010-01-20	2011-02-24
	82. MARATHON PETROLEUM CORP		2010-01-20	2011-07-08
	10. MARRIOTT VACATIONS WORLDWIDE C		2011-08-18	2011-11-29
	.8 MARRIOTT VACATIONS WORLDWIDE C		2011-08-18	2011-12-02
	246. MARSH & MCLENNAN COS INC COM		2010-08-26	2011-02-24
	11. MARSH & MCLENNAN COS INC COM		2011-03-14	2011-10-12
	43. MARSH & MCLENNAN COS INC COM		2011-03-14	2011-11-01
	68. MARRIOTT INTL INC NEW CL A		2010-06-21	2011-01-21
	21. MARRIOTT INTL INC NEW CL A		2010-06-17	2011-02-02
	22. MARRIOTT INTL INC NEW CL A		2010-06-18	2011-02-03
	42. MARRIOTT INTL INC NEW CL A		2010-06-18	2011-02-04
	42. MARRIOTT INTL INC NEW CL A		2010-06-15	2011-02-07
	87. MARRIOTT INTL INC NEW CL A		2010-07-15	2011-02-08
	4. MASCO CORP COM W/RIGHTS ATTACHED EXP 12/06/2005		2008-01-09	2011-02-04
	8. MASCO CORP COM W/RIGHTS ATTACHED EXP 12/06/2005		2008-01-09	2011-02-24
	121. MASCO CORP COM W/RIGHTS ATTACHED EXP 12/06/2005		2008-01-09	2011-03-14
	5. MASTERCARD INC		2011-03-14	2011-03-24
	4. MASTERCARD INC		2011-03-14	2011-08-03
	15. MCDONALDS CORP COM		2011-03-14	2011-09-09
	9. MCDONALDS CORP COM		2011-03-14	2011-12-07
	73. MEDASSETS INC		2010-12-10	2011-02-24
	7. MEDASSETS INC		2009-12-31	2011-02-24
	78. MEDASSETS INC		2009-04-30	2011-03-11
	43. MEDIDATA SOLUTIONS INC		2010-12-28	2011-02-24
	55. MEDIDATA SOLUTIONS INC		2010-12-31	2011-03-11
	66. MERCK & CO INC NEW		2008-08-12	2011-02-24
	44. MERCK & CO INC NEW		2010-04-13	2011-02-24
	30. MERCK & CO INC NEW		2011-03-14	2011-04-18
	40. MERCK & CO INC NEW		2011-03-14	2011-08-05
	25000. MERRILL LYNCH & CO 4.850% 6/28/11		2006-01-12	2011-06-28
	31. MICROSOFT CORP COM		2011-03-14	2011-08-05
	96. MICROSOFT CORP COM		2011-03-14	2011-12-07
	214. MICRON TECHNOLOGY INC COM		2011-02-07	2011-02-24
	375. MICRON TECHNOLOGY INC COM		2011-03-01	2011-03-14
	57. MITSUBISHI CORP SPONSORED ADR		2009-04-22	2011-02-24
	41. MITSUBISHI CORP SPONSORED ADR		2010-10-13	2011-02-24
	57. MITSUBISHI UFJ FINANCIAL GROUP INC ADR		2010-03-30	2011-02-24
	1196. MITSUBISHI UFJ FINANCIAL GROUP INC ADR		2009-10-02	2011-02-24
	42. MONSTER WORLDWIDE INC		2008-09-04	2011-02-24
	58. MONSTER WORLDWIDE INC		2009-04-22	2011-03-11
	123. MORGAN STANLEY DEAN WITTER & CO COM NEW		2011-03-14	2011-08-12
	.4283 MOTOROLA SOLUTIONS, INC.		2007-03-07	2011-01-11
	23.429 MOTOROLA SOLUTIONS, INC.		2011-02-01	2011-02-24
	93.57256 MOTOROLA SOLUTIONS, INC.		2008-04-03	2011-02-24
	38.99844 MOTOROLA SOLUTIONS, INC.		2008-04-03	2011-02-24
	12. MOTOROLA SOLUTIONS, INC.		2011-03-14	2011-03-15
	18. MOTOROLA SOLUTIONS, INC.		2011-03-14	2011-05-13
	7. MOTOROLA SOLUTIONS, INC.		2011-03-14	2011-06-22
	32. MOTOROLA SOLUTIONS, INC.		2011-03-14	2011-10-20
	.25 MOTOROLA MOBILITY HOLDINGS INC		2007-03-07	2011-01-07
	7.375 MOTOROLA MOBILITY HOLDINGS INC		2010-04-13	2011-02-01
	210.625 MOTOROLA MOBILITY HOLDINGS INC		2010-01-20	2011-02-01
	116. MOTOROLA MOBILITY HOLDINGS INC		2011-07-29	2011-08-15
	31. MOTOROLA MOBILITY HOLDINGS INC		2011-08-02	2011-08-19
	152. MUENCHINER RUECK ADR		2009-05-04	2011-02-24
	296. MURATA MANUFACTUR-UNSPON ADR		2010-04-08	2011-02-16
	192. NTT DOCOMO INC SPONSORED ADR		2009-04-22	2011-02-24
	266. NATIONAL BK GREECE S A SPONSORED ADR		2010-10-05	2011-02-24
	832. NATIONAL BK GREECE S A SPONSORED ADR		2010-01-14	2011-02-24
	4. NATIONAL GRID PLC ADR		2010-03-30	2011-02-24
	70. NATIONAL GRID PLC ADR		2009-07-07	2011-02-24
	210. NATIONAL OILWELL INC COM		2009-09-30	2011-02-24
	31. NATIONAL OILWELL INC COM		2009-09-30	2011-04-13
	5. NATIONAL OILWELL INC COM		2010-04-13	2011-04-13
	41. NATIONAL OILWELL INC COM		2009-10-02	2011-04-13
	24. NATIONAL OILWELL INC COM		2010-04-13	2011-04-13
	24. NETAPP INC		2009-12-09	2011-02-14
	26. NETAPP INC		2009-12-08	2011-02-15
	57. NETAPP INC		2009-12-08	2011-02-18
	29. NETAPP INC		2009-12-07	2011-02-22
	30. NETAPP INC		2010-03-23	2011-02-22
	30. NETLOGIC MICROSYSTEMS INC		2010-09-29	2011-02-24
	40. NETLOGIC MICROSYSTEMS INC		2010-09-27	2011-03-11
	52. NEWFIELD EXPL CO COM W/RIGHTS ATTACHED EXP 2/22/2009		2011-02-17	2011-02-24
	38. NEWFIELD EXPL CO COM W/RIGHTS ATTACHED EXP 2/22/2009		2010-04-21	2011-02-24
	8. NEWFIELD EXPL CO COM W/RIGHTS ATTACHED EXP 2/22/2009		2006-04-26	2011-02-24
	97. NEWFIELD EXPL CO COM W/RIGHTS ATTACHED EXP 2/22/2009		2010-03-23	2011-03-14
	45. NEWFIELD EXPL CO COM W/RIGHTS ATTACHED EXP 2/22/2009		2006-04-26	2011-03-14
	7. NEWMARKET CORP		2011-03-11	2011-05-05
	169. NEXEN INC COM		2010-04-26	2011-02-24
	152. NIPPON TELEG & TEL CORP SPONSORED ADR		2009-04-22	2011-02-24
	192. NIPPON YUSEN KABUSHIKI KAISHA ADR		2010-06-09	2011-02-24
	519. NIPPON YUSEN KABUSHIKI KAISHA ADR		2009-12-17	2011-02-24
	14. NISSAN MTR LTD SPONSORED ADR		2010-03-30	2011-02-24
	322. NISSAN MTR LTD SPONSORED ADR		2009-04-22	2011-02-24
	62. NITTO DENKO CORP. - ADR		2010-12-29	2011-02-24
	341. NOKIA CORP SPONSORED ADR		2009-04-22	2011-02-24
	15. NOKIA CORP SPONSORED ADR		2010-03-30	2011-02-24
	74. NORTHROP GRUMMAN CORP COM W/RTS ATTACHED EXP 10/31/2008		2009-05-18	2011-02-24
	24. NORTHWEST PIPE CO COM		2009-04-22	2011-02-24
	36. NORTHWEST PIPE CO COM		2009-04-22	2011-03-11
	33. NVIDIA CORP COM		2011-05-27	2011-09-19
	43. OYO GEOSPACE CORP		2007-08-03	2011-02-24
	32. OYO GEOSPACE CORP		2009-04-22	2011-03-11
	15. OCCIDENTAL PETE CORP COM		2010-10-14	2011-01-21
	14. OCCIDENTAL PETE CORP COM		2011-01-31	2011-02-24
	52. OCCIDENTAL PETE CORP COM		2010-10-11	2011-02-24
	44. OCCIDENTAL PETE CORP COM		2010-08-20	2011-03-14
	9. OCCIDENTAL PETE CORP COM		2010-08-20	2011-07-12
	2. ONEOK INC NEW COM		2006-04-26	2011-02-24
	44. ONEOK INC NEW COM		2006-04-26	2011-03-14
	304. ORACLE CORP COM		2010-10-25	2011-02-24
	69. ORACLE CORP COM		2010-09-15	2011-03-14
	26. ORACLE CORP COM		2010-09-15	2011-11-23
	25. OPTIONSXPRESS HLDGS INC		2009-11-10	2011-02-24
	30. OPTIONSXPRESS HLDGS INC		2009-11-10	2011-03-11
	23. OWENS & MINOR INC NEW COM		2011-03-11	2011-08-30
	24. POSCO SPONSORED ADR		2009-04-22	2011-02-24
	24. PAREXEL INTERNATIONAL CORP COMMON		2010-12-20	2011-02-24
	31. PAREXEL INTERNATIONAL CORP COMMON		2010-12-20	2011-03-11
	60. PARKER HANNIFIN CORP COM W/RTS ATTACHED EXP 01/31/2007		2011-01-20	2011-02-24
	67. PARKER HANNIFIN CORP COM W/RTS ATTACHED EXP 01/31/2007		2011-01-21	2011-03-14
	18. PARKER HANNIFIN CORP COM W/RTS ATTACHED EXP 01/31/2007		2011-03-14	2011-05-20
	127. PEOPLE'S UNITED FINANCIAL INC		2011-03-14	2011-03-25
	49. PEOPLE'S UNITED FINANCIAL INC		2011-05-19	2011-10-12
	25. PEOPLE'S UNITED FINANCIAL INC		2011-03-14	2011-12-16
	51. PEPSICO INC COM		2011-03-14	2011-07-28
	67. PETROLEO BRASILEIRO SA PETROBRAS ADR		2010-02-05	2011-02-24
	295. PFIZER INC COM W/RTS ATTACHED EXP 10/15/2007		2009-10-16	2011-02-24
	42. PFIZER INC COM W/RTS ATTACHED EXP 10/15/2007		2010-04-13	2011-02-24
	11000. PFIZER INC. 6.200% 3/15/19		2009-10-21	2011-02-24
	6.00025 PHARMACEUTICAL PROD DEV INC COM		2006-04-26	2011-02-24
	3.99975 PHARMACEUTICAL PROD DEV INC COM		2006-04-26	2011-02-24
	96. PHARMACEUTICAL PROD DEV INC COM		2006-04-26	2011-03-14
	2. PHILLIPS VAN HEUSEN CORP COM		2006-04-26	2011-02-24
	59. PHILLIPS VAN HEUSEN CORP COM		2006-04-26	2011-03-14
	68. PINNACLE ENTERTAINMENT INC		2010-06-03	2011-02-24
	92. PINNACLE ENTERTAINMENT INC		2010-06-03	2011-03-11
	17. PITNEY-BOWES INC COM W/RTS ATTACHED EXP 02/20/2006		2011-03-14	2011-04-27
	55. PITNEY-BOWES INC COM W/RTS ATTACHED EXP 02/20/2006		2011-03-14	2011-05-09
	22. PLANTRONICS INC NEW COM		2010-09-22	2011-02-24
	33. PLANTRONICS INC NEW COM		2010-09-22	2011-03-11
	371. PORSCHE AUTOMOBIL-UNSP ADR		2009-09-16	2011-02-24
	489. PORSCHE AUTOMOBIL-UNSP ADR		2010-06-11	2011-02-24
	44. PRECISION CASTPARTS CORP COM W/RIGHTS ATTACHED EXPIRING		2010-04-28	2011-02-24
	48. PRECISION CASTPARTS CORP COM W/RIGHTS ATTACHED EXPIRING		2010-09-14	2011-03-14
	11. PRECISION CASTPARTS CORP COM W/RIGHTS ATTACHED EXPIRING		2011-03-14	2011-03-21
	15. PRICELINE COM INC		2009-11-05	2011-02-24
	16. PRICELINE COM INC		2009-11-02	2011-03-14
	12. PRICESMART INC COM		2011-03-11	2011-08-11
	27. PRICESMART INC COM		2011-03-11	2011-10-11
	159. PROGRESS ENERGY INC COM		2006-04-28	2011-02-24
	2. PROTECTIVE LIFE CORP COM W/RTS EXP 08/18/2005		2006-04-26	2011-02-24
	4. PROTECTIVE LIFE CORP COM W/RTS EXP 08/18/2005		2006-04-26	2011-02-24
	68. PROTECTIVE LIFE CORP COM W/RTS EXP 08/18/2005		2009-06-11	2011-03-14
	5993. PRUDENTIAL FINANCIAL 5.000% 3/15/11		2006-01-12	2011-03-15
	7. PRUDENTIAL FINANCIAL 5.000% 3/15/11		2006-01-12	2011-03-15
	12. PULTE HOMES,INC COM		2006-04-26	2011-02-24
	188. PULTE HOMES,INC COM		2008-06-12	2011-03-14
	21. QLT INC COM		2011-03-11	2011-06-24
	68. QLT INC COM		2011-03-11	2011-06-28
	55. QLIK TECHNOLOGIES INC		2011-03-01	2011-03-11
	117. QUALCOMM INC COM W/RTS ATTACHED		2010-11-05	2011-02-24
	22. QUALCOMM INC COM W/RTS ATTACHED		2011-02-14	2011-02-24
	9. QUALITY SYS INC COM		2006-07-31	2011-02-24
	16. QUALITY SYS INC COM		2006-07-31	2011-03-11
	72. QUEST DIAGNOSTICS INC COM		2010-01-20	2011-02-24
	13. QUEST DIAGNOSTICS INC COM		2010-04-13	2011-02-24
	13. QUEST DIAGNOSTICS INC COM		2011-03-14	2011-06-22
	9. QUEST DIAGNOSTICS INC COM		2011-03-14	2011-11-01
	44. RADIANT SYSTEMS INC COM		2008-05-01	2011-02-24
	61. RADIANT SYSTEMS INC COM		2009-04-22	2011-03-11
	4. RAYMOND JAMES FINL INC COM		2006-04-26	2011-02-04
	4. RAYMOND JAMES FINL INC COM		2006-04-26	2011-02-24
	67. RAYMOND JAMES FINL INC COM		2006-04-26	2011-03-14
	22. RAYTHEON CO COM		2011-03-14	2011-07-15
	45. RAYTHEON CO COM		2011-03-14	2011-08-08
	42. REDWOOD TR INC COM		2009-06-17	2011-02-24
	53. REDWOOD TR INC COM		2009-06-17	2011-03-11
	23. REGAL BELOIT CORP COM		2009-12-17	2011-02-24
	32. REGAL BELOIT CORP COM		2009-05-26	2011-03-11
	24. REGENERON PHARMACEUTICALS INC COM W/RTS ATTACHED EXP		2009-07-28	2011-02-24
	31. REGENERON PHARMACEUTICALS INC COM W/RTS ATTACHED EXP		2009-07-28	2011-03-11
	2. REINSURANCE GROUP AMER CLASS A NEW		2007-11-09	2011-02-24
	44. REINSURANCE GROUP AMER CLASS A NEW		2007-11-09	2011-03-14
	125. REPSOL YPF S A SPONSORED ADR		2009-04-22	2011-02-24
	6.00063 REPUBLIC SVCS INC COM		2006-04-26	2011-02-24
	7.99937 REPUBLIC SVCS INC COM		2006-04-26	2011-02-24
	56. REPUBLIC SVCS INC COM		2006-04-26	2011-03-14
	21. REPUBLIC SVCS INC COM		2006-04-26	2011-10-13
	76. RIVERBED TECHNOLGOY INC		2010-01-05	2011-02-24
	84. RIVERBED TECHNOLGOY INC		2010-01-11	2011-03-11
	16. ROCKWELL COLLINS-WI COM		2011-05-20	2011-11-01
	39. ROVI CORPORATION		2009-04-22	2011-01-10
	5. ROVI CORPORATION		2010-03-30	2011-01-10
	35. ROVI CORPORATION		2009-04-14	2011-02-17
	26. ROVI CORPORATION		2009-02-18	2011-02-24
	35. ROVI CORPORATION		2009-02-18	2011-03-11
	16. ROYAL DUTCH SHELL PLC ADR		2010-04-26	2011-02-24
	94. ROYAL DUTCH SHELL PLC ADR		2009-05-13	2011-02-24
	.3271 ROYAL DUTCH SHELL PLC SPONSORED		2011-03-28	2011-03-30
	2. SBA COMMUNICATIONS CORP COM		2009-02-17	2011-02-04
	4. SBA COMMUNICATIONS CORP COM		2009-02-17	2011-02-24
	58. SBA COMMUNICATIONS CORP COM		2009-02-17	2011-03-14
	154. SAFEWAY INC COM NEW		2006-04-28	2011-02-24
	15. SAFEWAY INC COM NEW		2011-03-14	2011-11-01
	27. SAFEWAY INC COM NEW		2011-03-14	2011-12-16
	30. ST JUDE MED INC COM W/RTS ATTACHED EXP 0		2011-03-14	2011-04-14
	18. ST JUDE MED INC COM W/RTS ATTACHED EXP 0		2011-03-14	2011-12-06
	18. SALESFORCE COM INC		2011-01-06	2011-02-24
	18. SALESFORCE COM INC		2010-10-12	2011-02-24
	31. SALESFORCE COM INC		2010-07-01	2011-03-14
	10. SALIX PHARMACEUTICALS LTD COM		2010-09-20	2011-02-24
	35. SALIX PHARMACEUTICALS LTD COM		2010-09-20	2011-03-11
	3. SALIX PHARMACEUTICALS LTD COM		2011-02-25	2011-03-11
	512. SALZGITTER AG-UNSP ADR		2010-06-09	2011-02-24
	44. SANOFI-AVENTIS SPONSORED ADR		2010-05-12	2011-02-24
	177. SANOFI-AVENTIS SPONSORED ADR		2009-04-22	2011-02-24
	28. SANOFI CONTINGENT VALUE RTS 12/31/20		2011-04-01	2011-04-20
	86. SAPIENT CORP COM		2010-12-14	2011-02-24
	103. SAPIENT CORP COM		2010-12-23	2011-03-11
	60. SCHWAB CHARLES CORP NEW COM		2011-03-14	2011-07-19
	44. SCHWAB CHARLES CORP NEW COM		2011-03-14	2011-08-09
	93. SCHWAB CHARLES CORP NEW COM		2011-03-14	2011-10-12
	2. SCOTTS CO CL A		2006-04-26	2011-02-24
	32. SCOTTS CO CL A		2006-04-26	2011-03-14
	16. SCOTTS CO CL A		2011-06-24	2011-11-02
	50. SEALED AIR CORP NEW COM		2011-03-14	2011-05-20
	2. SEATTLE GENETICS INC		2009-08-12	2011-02-24
	50. SEATTLE GENETICS INC		2010-10-11	2011-02-24
	68. SEATTLE GENETICS INC		2009-08-12	2011-03-11
	73. SEVEN & I HOLDINGS CO., LTD ADR		2010-02-05	2011-02-24
	54. SHIN-ETSU CHEMICAL CO ADR		2010-12-29	2011-02-24
	109. SHUFFLE MASTER INC COM		2009-04-22	2011-02-24
	5. SHUFFLE MASTER INC COM		2010-03-30	2011-02-24
	156. SHUFFLE MASTER INC COM		2009-03-16	2011-03-11
	3. SIGMA ALDRICH CORP COM		2011-03-14	2011-06-22
	36. SIRONA DENTAL SYSTEMS INC		2010-12-01	2011-02-24
	47. SIRONA DENTAL SYSTEMS INC		2010-10-14	2011-03-11
	2. SNAP ON INC COM RTS EXP 11/03/1997		2010-04-30	2011-02-04
	30. SNAP ON INC COM RTS EXP 11/03/1997		2009-02-27	2011-03-14
	10. SNAP ON INC COM RTS EXP 11/03/1997		2010-04-30	2011-03-14
	45. SOTHEBY'S HLDGS INC CL A		2009-06-23	2011-02-24
	60. SOTHEBY'S HLDGS INC CL A		2009-06-23	2011-03-11
	2. SOUTH JERSEY INDS INC COM W/RTS ATTACHED EXP 09/20/2006		2010-04-30	2011-02-04
	2. SOUTH JERSEY INDS INC COM W/RTS ATTACHED EXP 09/20/2006		2010-04-30	2011-02-24
	42. SOUTH JERSEY INDS INC COM W/RTS ATTACHED EXP 09/20/2006		2010-04-30	2011-03-14
	49. SOUTHWESTERN ENERGY CO COM		2011-03-14	2011-03-21
	22. SOUTHWESTERN ENERGY CO COM		2011-03-14	2011-07-18
	46.99983 SOUTHWESTERN ENERGY CO COM		2011-03-14	2011-08-22
	11.00017 SOUTHWESTERN ENERGY CO COM		2011-03-14	2011-08-22
	53. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-03-14	2011-08-08
	90. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-03-14	2011-08-18
	56. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-03-14	2011-09-23
	49. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-03-14	2011-09-29
	88. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-03-14	2011-10-20
	32. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-05-19	2011-11-01
	94. STAPLES INC COM W/INVISIBLE RTS TO PUR SHS UNDER CERTAIN		2011-07-29	2011-12-16
	106. STATOIL ASA SPONSORED ADR		2009-04-22	2011-02-24
	53. SUCCESSFACTORS INC		2011-02-24	2011-03-11
	271. SUMITOMO CHEMICAL CO-UNS ADR		2010-04-26	2011-02-24
	9. SWISSCOM AG-SPONSORED ADR COM		2010-03-30	2011-02-24
	205. SWISSCOM AG-SPONSORED ADR COM		2009-11-23	2011-02-24
	43. SYMANTEC CORP COM W/RTS EXP 8/12/2008		2011-03-14	2011-04-11
	67. SYMANTEC CORP COM W/RTS EXP 8/12/2008		2011-03-14	2011-05-13
	30. SYMANTEC CORP COM W/RTS EXP 8/12/2008		2011-03-14	2011-07-29
	2. SYNOPSYS INC COM		2010-08-12	2011-02-04
	6. SYNOPSYS INC COM		2010-08-12	2011-02-24
	76. SYNOPSYS INC COM		2010-08-12	2011-03-14
	114. TD AMERITRADE HLDG CORP		2011-03-02	2011-03-14
	131. TNT N V ADR		2009-05-01	2011-02-24
	6. TNT N V ADR		2010-03-30	2011-02-24
	.2097 TNT N V ADR		2011-03-18	2011-03-23
	111. TAKEDA PHARMACEUTIC-SP ADR		2009-04-22	2011-02-24
	8. TAKEDA PHARMACEUTIC-SP ADR		2010-03-30	2011-02-24
	18. TARGET CORP COM		2011-03-14	2011-03-18
	35. TARGET CORP COM		2011-03-14	2011-08-17
	33. TARGET CORP COM		2011-03-14	2011-11-01
	7. TECHNE CORP COM		2011-03-14	2011-03-21
	25. TECHNE CORP COM		2011-03-14	2011-05-24
	189. TELEFONICA S A SPONSORED ADR		2010-06-17	2011-02-24
	16. TELLABS INC COM		2010-11-15	2011-02-04
	382. TELLABS INC COM		2010-11-15	2011-02-15
	309. TELSTRA LTD SPON ADR FINAL		2010-03-30	2011-02-24
	35. TENNECO AUTOMOTIVE INC COM W/RIGHTS ATTACHED EXP 9/9/2008		2010-05-25	2011-02-24
	50. TENNECO AUTOMOTIVE INC COM W/RIGHTS ATTACHED EXP 9/9/2008		2010-05-25	2011-03-11
	60. TERADYNE INC COM W/RIGHTS ATTACHED EXP 11/27/2010		2009-06-25	2011-02-24
	85. TERADYNE INC COM W/RIGHTS ATTACHED EXP 11/27/2010		2009-06-25	2011-03-11
	34. TEVA PHARMACEUTICAL INDS LTD ADR		2011-03-14	2011-10-13
	27. TEXAS INSTRS INC COM		2011-07-12	2011-10-21
	27. THERMO ELECTRON CORP COM W/RTS ATTACHED EXP 01/29/2006		2011-03-14	2011-10-26
	58. THORATEC LABS CORP NEW COM		2008-04-21	2011-02-24
	77. THORATEC LABS CORP NEW COM		2008-04-21	2011-03-11
	104. TIBCO SOFTWARE INC COM		2007-09-20	2011-02-24
	146. TIBCO SOFTWARE INC COM		2009-04-22	2011-03-11
	2. TIMKEN CO COM		2006-04-26	2011-02-24
	49. TIMKEN CO COM		2009-03-17	2011-03-14
	79. TITANIUM METALS CORP		2011-02-24	2011-03-11
	49. TORONTO DOMINION BK ONT-COM		2009-05-20	2011-02-24
	5. TOTAL FINA ELF S A SPONSORED ADR		2010-03-30	2011-02-24
	100. TOTAL FINA ELF S A SPONSORED ADR		2009-05-13	2011-02-24
	53. TOYOTA MTR CORP COM (ADR 2)		2010-12-02	2011-02-24
	98. TRAVELERS COMPANIES, INC		2009-04-22	2011-02-24
	20. TRAVELERS COMPANIES, INC		2010-04-13	2011-02-24
	16. TRIUMPH GRP INC NEW COM		2010-04-15	2011-02-24
	24. TRIUMPH GRP INC NEW COM		2010-06-18	2011-03-11
	14. UMB FINL CORP		2009-05-12	2011-02-24
	16. UMB FINL CORP		2009-05-12	2011-03-11
	6. UNILEVER N V NEW YORK SHS NEW		2010-03-30	2011-02-24
	154. UNILEVER N V NEW YORK SHS NEW		2009-04-22	2011-02-24
	58. UNION PAC CORP COM		2010-12-31	2011-02-24
	68. UNION PAC CORP COM		2010-11-03	2011-03-14
	6. UNITED BANKSHARES INC W VA COM		2009-01-23	2011-02-04
	4. UNITED BANKSHARES INC W VA COM		2009-01-23	2011-02-24
	70. UNITED BANKSHARES INC W VA COM		2009-01-23	2011-03-14
	1000. UNITED STATES TREAS BDS DTD 8/15/93 6.25% 08/15/2023		2010-03-30	2011-02-24
	6000. UNITED STATES TREAS BDS DTD 8/15/93 6.25% 08/15/2023		2007-06-22	2011-02-24
	18000. UNITED STATES TREAS BD DTD 8/15/98 5.5%		2009-12-04	2011-02-24
	1000. UNITED STATES TREAS BD DTD 8/15/98 5.5%		2010-03-30	2011-02-24
	1000. UNITED STATES TREAS BD DTD 8/15/98 5.5%		2006-05-01	2011-09-27
	11000. UNITED STATES TREAS BD DTD 2/15/2001 5.375% 02/15/2031		2009-05-12	2011-02-03
	5000. UNITED STATES TREAS BD DTD 2/15/2001 5.375% 02/15/2031		2010-06-29	2011-02-03
	7000. US TREASURY BOND 4.625% 2/15/40		2010-05-20	2011-02-24
	2000. US TREASURY BD DTD 8/15/2002 4.375% 08/1		2010-03-30	2011-02-24
	33000. US TREASURY BD DTD 8/15/2002 4.375% 08/1		2009-05-12	2011-02-24
	20000. US TREASURY BD DTD 8/15/2002 4.375% 08/1		2008-08-11	2011-10-04
	1000. US TREASURY BD DTD 8/15/2002 4.375% 08/1		2011-06-30	2011-10-04
	18000. U S TREASURY NOTES 4.875% 5/31/11		2010-01-26	2011-02-03
	1000. U S TREASURY NOTES 4.875% 5/31/11		2010-03-30	2011-02-03
	23000. U S TREASURY NOTE 4.625% 8/31/11		2008-12-17	2011-02-24
	2000. U S TREASURY NOTE 4.625% 8/31/11		2010-03-30	2011-03-23
	12000. U S TREASURY NOTE 4.625% 8/31/11		2009-02-11	2011-03-23
	12000. U S TREASURY NOTES 4.625% 2/15/17		2009-08-25	2011-02-24
	25000. US TREASURY NOTE 1.375% 3/15/12		2009-07-28	2011-02-24
	14000. US TREASURY NOTE 1.375% 3/15/12		2009-07-28	2011-09-23
	23000. US TREASURY NOTE 3.500% 5/15/20		2011-02-03	2011-02-24
	139. UNITEDHEALTH GRP INC COM		2010-12-31	2011-02-24
	34. UNITEDHEALTH GRP INC COM		2010-03-23	2011-03-14
	123. UNITEDHEALTH GRP INC COM		2010-02-08	2011-03-14
	56. UNIVERSAL ELECTRS INC COM		2008-02-27	2011-02-24
	5. UNIVERSAL ELECTRS INC COM		2010-03-30	2011-03-11
	69. UNIVERSAL ELECTRS INC COM		2009-04-22	2011-03-11
	70. VCA ANTECH INC COM		2011-03-14	2011-05-18
	4. VCA ANTECH INC COM		2011-03-14	2011-05-19
	2. VALSPAR CORP COM W/RIGHTS ATTACHED EXP 5/11/2010		2010-04-30	2011-02-04
	4. VALSPAR CORP COM W/RIGHTS ATTACHED EXP 5/11/2010		2010-04-30	2011-02-24
	56. VALSPAR CORP COM W/RIGHTS ATTACHED EXP 5/11/2010		2007-10-02	2011-03-14
	12. VALSPAR CORP COM W/RIGHTS ATTACHED EXP 5/11/2010		2010-04-30	2011-03-14
	57. VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM		2009-04-22	2011-02-24
	73. VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM		2009-01-12	2011-03-11
	4. VEECO INSTRS INC DEL COM W/RIGHTS ATTACHED EXP 3/30/2011		2010-02-01	2011-02-24
	31. VEECO INSTRS INC DEL COM W/RIGHTS ATTACHED EXP 3/30/2011		2010-02-01	2011-03-11
	209. VERIZON COMMUNICATIONS COM		2006-04-28	2011-02-24
	12000. VERIZON COMMUNICATIO 6.100% 4/15/18		2010-04-15	2011-02-24
	24. VITAL IMAGES INC		2007-02-22	2011-02-24
	31. VITAL IMAGES INC		2009-04-22	2011-03-11
	35. VITAMIN SHOPPE INC		2010-05-20	2011-02-24
	19. VITAMIN SHOPPE INC		2009-10-28	2011-02-24
	66. VITAMIN SHOPPE INC		2009-10-28	2011-03-11
	29. VMWARE INC		2010-12-08	2011-01-24
	52. VMWARE INC		2010-12-08	2011-02-24
	58. VMWARE INC		2010-11-03	2011-03-14
	98. VODAFONE GROUP PLC SPONSORED ADR		2009-04-22	2011-02-24
	11. VODAFONE GROUP PLC SPONSORED ADR		2010-03-30	2011-02-24
	2. WGL HLDG INC COM		2009-02-18	2011-02-04
	33. WGL HLDG INC COM		2009-03-18	2011-03-14
	22. WABCO HOLDINGS INC		2010-06-22	2011-02-24
	33. WABCO HOLDINGS INC		2010-06-22	2011-03-11
	67. WASTE CONNECTIONS INC COM		2009-04-22	2011-02-24
	71. WASTE CONNECTIONS INC COM		2006-04-27	2011-03-11
	161. WASTE MGMT INC DEL COM		2006-04-28	2011-02-24
	6. WATERS CORP COM		2011-03-14	2011-05-06
	14. WATERS CORP COM		2011-03-14	2011-05-23
	28. WATSCO INC CL A		2006-04-26	2011-02-04
	4. WESCO FINL CORP COM		2011-03-11	2011-05-05
	4. WHITING PETE CORP NEW		2010-07-06	2011-02-24
	40. WHITING PETE CORP NEW		2010-07-06	2011-03-14
	280. WILLIAMS COS INC COM W/RTS ATTACHED		2010-04-13	2011-02-24
	9. WILLIAMS COS INC COM W/RTS ATTACHED		2011-03-14	2011-04-07
	11. WILLIAMS COS INC COM W/RTS ATTACHED		2011-03-14	2011-05-09
	49. WILLIAMS COS INC COM W/RTS ATTACHED		2011-03-14	2011-05-20
	10. WISCONSIN ENERGY CORP COM		2011-03-14	2011-05-06
	40. WISCONSIN ENERGY CORP COM		2011-03-14	2011-10-13
	4. XILINX INC COM		2010-12-21	2011-02-04
	2. XILINX INC COM		2010-12-21	2011-02-24
	70. XILINX INC COM		2010-12-21	2011-03-14
	24. XILINX INC COM		2011-05-19	2011-09-02
	34. XILINX INC COM		2011-05-19	2011-11-04
	494. XEROX CORP COM W/RTS ATTACHED EXP 4/16/2007		2010-01-20	2011-02-24
	108. YARA INTL ASA ADR		2010-12-10	2011-02-24
	9. ZIMMER HLDGS INC COM		2011-03-14	2011-04-07
	24. ZIMMER HLDGS INC COM		2011-03-14	2011-05-20
	273. ZURICH FINL SVCS SPONSORED ADR		2009-07-13	2011-02-24
	27. ZURICH FINL SVCS SPONSORED ADR		2010-06-09	2011-02-24
	37. DAIMLERCHRYSLER AG COM		2010-03-23	2011-01-31
	55. DAIMLERCHRYSLER AG COM		2010-03-23	2011-02-24
	61. DAIMLERCHRYSLER AG COM		2010-03-23	2011-03-14
	21. HERBALIFE LTD		2009-02-12	2011-02-24
	19. HERBALIFE LTD		2009-04-22	2011-03-11
	30. TYCO INTERNATIONAL LTD NEW		2011-03-14	2011-10-13
	21. LYONDELLBASELL INDU-CL A		2010-10-13	2011-02-03
	49. LYONDELLBASELL INDU-CL A		2010-10-15	2011-02-04
	52. LYONDELLBASELL INDU-CL A		2010-10-15	2011-02-04
	52. LYONDELLBASELL INDU-CL A		2010-10-12	2011-02-07
	52. LYONDELLBASELL INDU-CL A		2010-10-12	2011-02-07
	6. FLEXTRONICS INTL LTD COM		2006-04-26	2011-02-04
	24. FLEXTRONICS INTL LTD COM		2006-04-26	2011-02-24
	265. FLEXTRONICS INTL LTD COM		2009-03-19	2011-03-14
	CAPITAL GAIN DIVIDENDS	P

(e) Gross sales price		(g) Cost or other basis plus expense of sale	(h) Gain or (loss) (e) plus (f) minus (g)
a	213	244	-31
b	2,199	2,566	-367
c	1,709	2,859	-1,150
d	5,738	5,337	401
e	1,663	2,562	-899
	70,178	67,778	2,400
	9,484	8,695	789
	7,424	6,397	1,027
	678	656	22
	403	324	79
	3,975	2,813	1,162
	2,278	1,633	645
	5,000	3,271	1,729
	2,212	1,441	771
	2,338	1,805	533
	54	51	3
	386	274	112
	3,154	2,282	872
	4,899	4,283	616
	3,695	3,020	675
	1,492	1,332	160
	1,040	388	652
	1,174	410	764
	4,845	8,723	-3,878
	7,860	5,304	2,556
	663	467	196
	7,125	3,519	3,606
	1,718	1,183	535
	1,153	680	473
	65	52	13
	1,635	962	673
	1,294	1,100	194
	1,433	916	517
	4,812	3,213	1,599
	1,314	839	475
	1,219	779	440
	1,262	791	471
	1,267	783	484
	2,723	1,884	839
	5,342	4,503	839
	315	208	107
	4,913	3,405	1,508
	1,482	1,390	92
	1,255	1,177	78
	2,498	1,133	1,365
	2,861	1,172	1,689
	17,848	6,583	11,265
	6,349	1,720	4,629
	6,799	4,554	2,245
	2,145	1,663	482
	4,041	3,990	51
	3,918	3,898	20
	1,391	1,161	230
	1,982	1,667	315
	59	120	-61
	113	240	-127
	1,614	2,142	-528
	190	178	12
	3,947	2,835	1,112
	1,002	824	178
	1,304	1,098	206
	4,876	2,774	2,102
	323	240	83
	2,084	1,562	522
	777	1,132	-355
	4,511	3,407	1,104
	3,677	3,253	424
	3,203	2,268	935
	7,843	4,755	3,088
	1,247	789	458
	1,663	890	773
	252	281	-29
	5,671	3,719	1,952
	1,669	1,916	-247
	50,000	50,000
	4,546	4,713	-167
	4,779	4,094	685
	6,580	5,395	1,185
	1,085	1,048	37
	1,232	934	298
	1,327	880	447
	564	497	67
	712	588	124
	855	633	222
	527	407	120
	1,789	1,356	433
	14,265	12,783	1,482
	706	843	-137
	9,255	4,870	4,385
	370	323	47
	1,054	744	310
	1,531	969	562
	2,930	2,046	884
	899	639	260
	307	213	94
	1,309	923	386
	2,155	856	1,299
	174	118	56
	3,022	840	2,182
	452	353	99
	745	588	157
	4,099	1,465	2,634
	2,105	859	1,246
	2,203	898	1,305
	1,189	864	325
	1,534	1,029	505
	3,262	3,094	168
	193	192	1
	2,068	2,115	-47
	4,095	3,180	915
	333	324	9
	855	1,395	-540
	1,256	2,361	-1,105
	810	718	92
	6,076	4,027	2,049
	2,044	1,967	77
	491	428	63
	1,233	1,227	6
	1,849	1,435	414
	2,309	1,118	1,191
	1,017	1,012	5
	1,502	1,184	318
	112	77	35
	174	115	59
	1,318	978	340
	234	160	74
	2,072	1,330	742
	2,395	1,498	897
	112	132	-20
	894	1,053	-159
	894	1,035	-141
	3,623	2,447	1,176
	701	534	167
	515	401	114
	8,340	5,033	3,307
	1,300	1,268	32
	1,290	874	416
	745	495	250
	1,695	1,220	475
	802	574	228
	2,561	1,790	771
	1,736	1,990	-254
	1,854	2,150	-296
	4,853	4,778	75
	1,571	1,508	63
	3,577	3,491	86
	2,522	2,469	53
	1,174	1,143	31
	1,246	1,169	77
	1,158	1,219	-61
	3,542	3,032	510
	5,378	4,367	1,011
	1,033	873	160
	1,225	1,087	138
	529	509	20
	2,834	2,931	-97
	3,224	3,409	-185
	3,834	2,250	1,584
	2,893	1,229	1,664
	9,173	6,210	2,963
	453	425	28
	15,547	14,351	1,196
	1,561	1,326	235
	4,897	4,015	882
	4,838	3,782	1,056
	5,028	3,868	1,160
	10,484	8,100	2,384
	3,009	2,946	63
	1,611	1,437	174
	221	247	-26
	2,324	2,527	-203
	6,458	4,580	1,878
	1,435	1,563	-128
	402	112	290
	7,656	5,411	2,245
	5,660	1,630	4,030
	164	443	-279
	1,617	4,163	-2,546
	2,138	1,142	996
	2,738	1,377	1,361
	3,935	4,402	-467
	2,153	1,646	507
	1,587	944	643
	1,841	1,154	687
	180	201	-21
	2,744	1,668	1,076
	799	577	222
	1,173	1,131	42
	1,895	1,357	538
	2,030	1,399	631
	2,090	1,291	799
	1,477	1,839	-362
	9,092	7,513	1,579
	9,546	6,900	2,646
	42	34	8
	2,754	2,604	150
	4,650	4,343	307
	7,679	6,748	931
	364	336	28
	9,939	8,172	1,767
	99	90	9
	734	737	-3
	4,073	2,395	1,678
	1,322	1,192	130
	5,686	3,310	2,376
	95	82	13
	1,233	893	340
	1,341	952	389
	5,016	5,517	-501
	908	741	167
	3,260	2,612	648
	149	147	2
	539	401	138
	939	668	271
	2,442	1,421	1,021
	7,550	5,600	1,950
	7,967	5,879	2,088
	125	116	9
	125	116	9
	2,201	2,081	120
	929	827	102
	5,269	4,101	1,168
	541	515	26
	1,329	1,293	36
	2,944	2,770	174
	2,649	2,458	191
	3,730	3,488	242
	3,849	3,642	207
	161	153	8
	3,352	2,646	706
	3,422	4,431	-1,009
	154	264	-110
	1,270	1,272	-2
	108	116	-8
	1,516	1,495	21
	3,520	2,713	807
	216	200	16
	324	126	198
	5,395	4,271	1,124
	4,901	1,718	3,183
	315	166	149
	3,806	1,551	2,255
	1,495	1,561	-66
	2,186	2,074	112
	52,151	51,379	772
	1,064	1,086	-22
	1,045	1,050	-5
	30,305	29,076	1,229
	5,432	5,512	-80
	27,846	27,996	-150
	2,400	2,554	-154
	2,743	1,798	945
	697	442	255
	4,670	3,066	1,604
	2,483	2,115	368
	956	637	319
	3,449	1,833	1,616
	2,653	1,892	761
	5,814	3,050	2,764
	1,245	1,003	242
	1,572	1,338	234
	1,926	1,816	110
	6,398	5,919	479
	1,946	1,426	520
	123	100	23
	2,171	1,243	928
	2,508	3,581	-1,073
	6,271	6,329	-58
	6,491	6,741	-250
	13,677	13,018	659
	2,472	1,448	1,024
	193	156	37
	3,304	1,664	1,640
	1,513	1,497	16
	7		7
	5,023	6,067	-1,044
	228	229	-1
	195	194	1
	94	97	-3
	2,530	2,618	-88
	15,209	14,260	949
	6,552	5,573	979
	5,485	5,547	-62
	601	301	300
	802	602	200
	2,267	1,104	1,163
	4,827	4,276	551
	2,553	2,379	174
	3,081	2,838	243
	189	207	-18
	92	101	-9
	2,193	2,177	16
	136	169	-33
	202	254	-52
	726	693	33
	1,452	1,863	-411
	800	1,029	-229
	1,150	1,105	45
	350	783	-433
	1,551	1,057	494
	761	1,296	-535
	3,851	4,077	-226
	6,670	6,658	12
	6,539	6,623	-84
	187	190	-3
	4,225	2,242	1,983
	762	523	239
	19	14	5
	2,343	505	1,838
	3,521	646	2,875
	4,026	2,661	1,365
	224	147	77
	3,185	3,022	163
	2,439	2,886	-447
	302	395	-93
	10	11	-1
	500	424	76
	838	559	279
	151	157	-6
	1,901	1,980	-79
	8,391	6,280	2,111
	509	483	26
	2,748	1,593	1,155
	229	134	95
	3,544	1,042	2,502
	509	547	-38
	3,713	3,537	176
	7,677	4,176	3,501
	8,143	4,076	4,067
	1,484	1,505	-21
	1,548	1,339	209
	2,989	2,720	269
	248	342	-94
	311	224	87
	2,143	1,696	447
	208	99	109
	2,508	1,264	1,244
	1,154	798	356
	1,318	1,004	314
	4,049	3,188	861
	4,285	3,311	974
	12,361	12,052	309
	95	136	-41
	95	136	-41
	371	439	-68
	1,807	2,655	-848
	634	800	-166
	1,009	1,182	-173
	3,978	4,464	-486
	1,270	1,181	89
	1,419	1,299	120
	2,500	2,303	197
	3,501	3,480	21
	3,596	3,473	123
	598	364	234
	6,403	4,565	1,838
	2,066	1,223	843
	5,380	3,169	2,211
	183	181	2
	677	687	-10
	2,023	1,434	589
	518	489	29
	5,306	4,830	476
	3	3
	7	7
	7	7
	1,492	1,673	-181
	1,581	1,769	-188
	3,269	3,573	-304
	1,596	1,693	-97
	5,639	5,817	-178
	926	925	1
	401	380	21
	136	142	-6
	1,231	1,258	-27
	487	449	38
	1,261	1,437	-176
	949	949
	1,270	1,147	123
	1,301	1,492	-191
	4,918	4,032	886
	1,179	1,565	-386
	4,088	1,077	3,011
	5,970	1,218	4,752
	1,540	1,976	-436
	3,877	4,668	-791
	4,485	4,338	147
	4,899	4,261	638
	228	210	18
	1,367	979	388
	11,120	11,636	-516
	3,403	1,962	1,441
	163	179	-16
	13	12	1
	7,345	5,763	1,582
	304	336	-32
	1,293	1,314	-21
	2,749	2,413	336
	845	742	103
	888	775	113
	1,678	1,467	211
	1,675	1,446	229
	3,448	2,768	680
	55	78	-23
	101	156	-55
	1,642	2,357	-715
	1,234	1,235	-1
	1,295	988	307
	1,281	1,137	144
	862	682	180
	1,515	1,390	125
	145	141	4
	1,237	1,267	-30
	1,076	1,054	22
	1,398	1,323	75
	2,120	2,381	-261
	1,413	1,617	-204
	1,018	971	47
	1,262	1,295	-33
	25,000	24,858	142
	796	789	7
	2,439	2,442	-3
	2,298	2,432	-134
	3,919	4,321	-402
	3,134	1,657	1,477
	2,255	2,079	176
	307	305	2
	6,437	8,433	-1,996
	717	805	-88
	843	969	-126
	2,074	3,410	-1,336
	17	33	-16
	876	915	-39
	3,499	6,470	-2,971
	1,458	1,529	-71
	482	491	-9
	839	737	102
	323	286	37
	1,425	1,309	116
	8	16	-8
	206	186	20
	5,880	7,635	-1,755
	4,425	2,826	1,599
	1,174	679	495
	2,500	2,090	410
	5,442	4,218	1,224
	3,608	2,704	904
	519	696	-177
	1,623	4,536	-2,913
	184	195	-11
	3,212	3,376	-164
	16,367	9,088	7,279
	2,340	1,342	998
	377	209	168
	3,044	1,681	1,363
	1,782	1,005	777
	1,423	805	618
	1,525	861	664
	3,024	1,873	1,151
	1,503	944	559
	1,555	979	576
	1,186	848	338
	1,574	1,078	496
	3,549	3,674	-125
	2,594	1,985	609
	552	369	183
	6,800	4,893	1,907
	3,161	2,078	1,083
	1,264	910	354
	4,445	4,492	-47
	3,732	3,255	477
	1,665	1,388	277
	4,500	3,188	1,312
	285	240	45
	6,553	5,140	1,413
	3,546	2,857	689
	2,967	7,017	-4,050
	131	231	-100
	4,984	3,515	1,469
	533	793	-260
	773	1,083	-310
	502	637	-135
	4,492	2,949	1,543
	2,988	1,498	1,490
	1,464	1,268	196
	1,458	1,351	107
	5,417	4,103	1,314
	4,317	3,312	1,005
	913	673	240
	127	67	60
	2,836	1,469	1,367
	9,743	8,255	1,488
	2,166	1,773	393
	760	668	92
	393	397	-4
	471	477	-6
	668	708	-40
	2,458	2,254	204
	523	512	11
	747	662	85
	5,240	5,450	-210
	5,723	5,871	-148
	1,566	1,540	26
	1,604	1,582	22
	598	647	-49
	314	311	3
	3,271	3,256	15
	2,729	2,694	35
	5,537	5,634	-97
	788	722	66
	12,697	12,472	225
	163	212	-49
	109	141	-32
	2,709	3,389	-680
	118	77	41
	3,625	2,277	1,348
	862	791	71
	1,162	1,070	92
	443	417	26
	1,354	1,350	4
	746	735	11
	1,128	1,102	26
	2,820	2,874	-54
	3,716	2,564	1,152
	6,273	5,852	421
	6,878	6,101	777
	1,574	1,582	-8
	7,007	2,471	4,536
	7,307	2,566	4,741
	687	413	274
	1,958	929	1,029
	7,212	6,754	458
	55	99	-44
	110	197	-87
	1,820	2,176	-356
	5,993	6,012	-19
	7	7
	84	471	-387
	1,293	4,382	-3,089
	148	145	3
	483	471	12
	1,282	1,434	-152
	6,723	5,659	1,064
	1,264	1,286	-22
	702	296	406
	1,317	527	790
	4,071	3,817	254
	735	759	-24
	791	737	54
	491	510	-19
	743	577	166
	997	408	589
	148	123	25
	149	123	26
	2,466	2,059	407
	1,013	1,130	-117
	1,826	2,312	-486
	677	572	105
	848	768	80
	1,615	1,122	493
	2,259	1,245	1,014
	860	518	342
	1,208	669	539
	117	113	4
	2,623	2,478	145
	4,119	3,411	708
	174	188	-14
	233	251	-18
	1,651	1,674	-23
	595	608	-13
	3,069	914	2,155
	3,497	1,001	2,496
	865	989	-124
	2,359	749	1,610
	302	186	116
	2,071	645	1,426
	1,421	387	1,034
	1,927	520	1,407
	1,141	928	213
	6,702	4,819	1,883
	24	23	1
	86	38	48
	168	75	93
	2,360	1,093	1,267
	3,413	3,876	-463
	287	340	-53
	560	612	-52
	1,561	1,449	112
	664	870	-206
	2,439	2,530	-91
	2,439	1,603	836
	3,868	2,683	1,185
	321	414	-93
	1,174	1,459	-285
	101	99	2
	4,162	4,447	-285
	1,491	1,473	18
	5,997	6,423	-426
	71	62	9
	998	1,067	-69
	1,130	1,274	-144
	904	1,106	-202
	559	811	-252
	1,168	1,714	-546
	106	91	15
	1,783	1,451	332
	749	825	-76
	1,287	1,288	-1
	29	23	6
	730	844	-114
	976	775	201
	4,017	3,244	773
	3,028	2,917	111
	984	435	549
	45	41	4
	1,487	466	1,021
	208	186	22
	1,741	1,400	341
	2,316	1,750	566
	116	97	19
	1,713	922	791
	571	484	87
	2,078	575	1,503
	2,820	767	2,053
	106	91	15
	106	91	15
	2,272	1,905	367
	2,038	1,866	172
	1,041	838	203
	1,695	1,790	-95
	397	419	-22
	704	1,066	-362
	1,203	1,810	-607
	738	1,126	-388
	669	985	-316
	1,293	1,770	-477
	456	532	-76
	1,335	1,526	-191
	2,797	2,740	57
	1,882	1,844	38
	7,040	6,906	134
	392	323	69
	8,921	6,330	2,591
	792	780	12
	1,344	1,215	129
	574	544	30
	56	43	13
	165	130	35
	2,053	1,647	406
	2,426	2,459	-33
	3,411	2,688	723
	156	173	-17
	5	13	-8
	2,708	2,543	165
	195	179	16
	892	919	-27
	1,815	1,787	28
	1,713	1,685	28
	499	503	-4
	2,008	1,796	212
	4,649	3,775	874
	87	108	-21
	2,135	2,583	-448
	4,320	4,423	-103
	1,392	708	684
	2,014	1,012	1,002
	1,070	393	677
	1,436	557	879
	1,323	1,661	-338
	825	847	-22
	1,305	1,470	-165
	1,582	1,105	477
	2,147	1,241	906
	2,473	765	1,708
	3,520	1,057	2,463
	97	70	27
	2,311	1,292	1,019
	1,409	1,473	-64
	3,969	2,167	1,802
	301	288	13
	6,024	5,997	27
	4,758	4,192	566
	5,867	3,691	2,176
	1,197	1,046	151
	1,345	1,159	186
	2,061	1,717	344
	551	647	-96
	624	740	-116
	179	179
	4,600	3,411	1,189
	5,432	5,303	129
	6,360	6,090	270
	171	126	45
	110	84	26
	1,843	1,468	375
	1,246	1,199	47
	7,474	6,583	891
	20,896	18,781	2,115
	1,161	1,116	45
	1,385	1,017	368
	12,421	11,287	1,134
	5,646	5,982	-336
	7,106	7,599	-493
	2,116	2,147	-31
	34,909	35,327	-418
	20,723	19,983	740
	1,036	1,046	-10
	18,269	19,061	-792
	1,015	1,051	-36
	23,521	25,455	-1,934
	2,039	2,111	-72
	12,233	13,264	-1,031
	13,414	12,804	610
	25,276	24,983	293
	14,086	13,990	96
	23,316	23,204	112
	5,991	4,860	1,131
	1,461	1,123	338
	5,285	3,964	1,321
	1,501	1,412	89
	132	113	19
	1,824	1,496	328
	1,766	1,751	15
	101	100	1
	76	63	13
	150	126	24
	2,110	1,523	587
	452	379	73
	2,642	1,216	1,426
	3,140	1,439	1,701
	189	133	56
	1,445	1,027	418
	7,430	6,204	1,226
	13,507	13,116	391
	353	840	-487
	432	842	-410
	1,207	819	388
	655	372	283
	2,206	1,294	912
	2,551	2,487	64
	4,417	4,356	61
	4,642	4,518	124
	2,773	2,062	711
	311	255	56
	75	65	10
	1,241	1,051	190
	1,258	772	486
	1,912	1,158	754
	1,932	1,168	764
	2,021	1,219	802
	5,978	6,070	-92
	581	511	70
	1,364	1,192	172
	1,806	1,840	-34
	1,552	1,556	-4
	257	155	102
	2,516	1,546	970
	8,358	6,728	1,630
	279	267	12
	341	327	14
	1,502	1,455	47
	312	297	15
	1,257	1,188	69
	135	114	21
	65	57	8
	2,239	1,988	251
	713	867	-154
	1,099	1,118	-19
	5,246	3,992	1,254
	5,545	5,739	-194
	551	549	2
	1,628	1,464	164
	7,756	5,284	2,472
	767	558	209
	2,708	1,723	985
	3,814	2,561	1,253
	4,017	2,840	1,177
	1,606	437	1,169
	1,504	375	1,129
	1,320	1,333	-13
	765	565	200
	1,777	1,314	463
	1,880	1,376	504
	1,898	1,349	549
	1,851	1,304	547
	48	69	-21
	195	274	-79
	1,989	2,066	-77
			21

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			-31
b			-367
c			-1,150
d			401
e			-899
			2,400
			789
			1,027
			22
			79
			1,162
			645
			1,729
			771
			533
			3
			112
			872
			616
			675
			160
			652
			764
			-3,878
			2,556
			196
			3,606
			535
			473
			13
			673
			194
			517
			1,599
			475
			440
			471
			484
			839
			839
			107
			1,508
			92
			78
			1,365
			1,689
			11,265
			4,629
			2,245
			482
			51
			20
			230
			315
			-61
			-127
			-528
			12
			1,112
			178
			206
			2,102
			83
			522
			-355
			1,104
			424
			935
			3,088
			458
			773
			-29
			1,952
			-247

			-167
			685
			1,185
			37
			298
			447
			67
			124
			222
			120
			433
			1,482
			-137
			4,385
			47
			310
			562
			884
			260
			94
			386
			1,299
			56
			2,182
			99
			157
			2,634
			1,246
			1,305
			325
			505
			168
			1
			-47
			915
			9
			-540
			-1,105
			92
			2,049
			77
			63
			6
			414
			1,191
			5
			318
			35
			59
			340
			74
			742
			897
			-20
			-159
			-141
			1,176
			167
			114
			3,307
			32
			416
			250
			475
			228
			771
			-254
			-296
			75
			63
			86
			53
			31
			77
			-61
			510
			1,011
			160
			138
			20
			-97
			-185
			1,584
			1,664
			2,963
			28
			1,196
			235
			882
			1,056
			1,160
			2,384
			63
			174
			-26
			-203
			1,878
			-128
			290
			2,245
			4,030
			-279
			-2,546
			996
			1,361
			-467
			507
			643
			687
			-21
			1,076
			222
			42
			538
			631
			799
			-362
			1,579
			2,646
			8
			150
			307
			931
			28
			1,767
			9
			-3
			1,678
			130
			2,376
			13
			340
			389
			-501
			167
			648
			2
			138
			271
			1,021
			1,950
			2,088
			9
			9
			120
			102
			1,168
			26
			36
			174
			191
			242
			207
			8
			706
			-1,009
			-110
			-2
			-8
			21
			807
			16
			198
			1,124
			3,183
			149
			2,255
			-66
			112
			772
			-22
			-5
			1,229
			-80
			-150
			-154
			945
			255
			1,604
			368
			319
			1,616
			761
			2,764
			242
			234
			110
			479
			520
			23
			928
			-1,073
			-58
			-250
			659
			1,024
			37
			1,640
			16
			7
			-1,044
			-1
			1
			-3
			-88
			949
			979
			-62
			300
			200
			1,163
			551
			174
			243
			-18
			-9
			16
			-33
			-52
			33
			-411
			-229
			45
			-433
			494
			-535
			-226
			12
			-84
			-3
			1,983
			239
			5
			1,838
			2,875
			1,365
			77
			163
			-447
			-93
			-1
			76
			279
			-6
			-79
			2,111
			26
			1,155
			95
			2,502
			-38
			176
			3,501
			4,067
			-21
			209
			269
			-94
			87
			447
			109
			1,244
			356
			314
			861
			974
			309
			-41
			-41
			-68
			-848
			-166
			-173
			-486
			89
			120
			197
			21
			123
			234
			1,838
			843
			2,211
			2
			-10
			589
			29
			476



			-181
			-188
			-304
			-97
			-178
			1
			21
			-6
			-27
			38
			-176

			123
			-191
			886
			-386
			3,011
			4,752
			-436
			-791
			147
			638
			18
			388
			-516
			1,441
			-16
			1
			1,582
			-32
			-21
			336
			103
			113
			211
			229
			680
			-23
			-55
			-715
			-1
			307
			144
			180
			125
			4
			-30
			22
			75
			-261
			-204
			47
			-33
			142
			7
			-3
			-134
			-402
			1,477
			176
			2
			-1,996
			-88
			-126
			-1,336
			-16
			-39
			-2,971
			-71
			-9
			102
			37
			116
			-8
			20
			-1,755
			1,599
			495
			410
			1,224
			904
			-177
			-2,913
			-11
			-164
			7,279
			998
			168
			1,363
			777
			618
			664
			1,151
			559
			576
			338
			496
			-125
			609
			183
			1,907
			1,083
			354
			-47
			477
			277
			1,312
			45
			1,413
			689
			-4,050
			-100
			1,469
			-260
			-310
			-135
			1,543
			1,490
			196
			107
			1,314
			1,005
			240
			60
			1,367
			1,488
			393
			92
			-4
			-6
			-40
			204
			11
			85
			-210
			-148
			26
			22
			-49
			3
			15
			35
			-97
			66
			225
			-49
			-32
			-680
			41
			1,348
			71
			92
			26
			4
			11
			26
			-54
			1,152
			421
			777
			-8
			4,536
			4,741
			274
			1,029
			458
			-44
			-87
			-356
			-19

			-387
			-3,089
			3
			12
			-152
			1,064
			-22
			406
			790
			254
			-24
			54
			-19
			166
			589
			25
			26
			407
			-117
			-486
			105
			80
			493
			1,014
			342
			539
			4
			145
			708
			-14
			-18
			-23
			-13
			2,155
			2,496
			-124
			1,610
			116
			1,426
			1,034
			1,407
			213
			1,883
			1
			48
			93
			1,267
			-463
			-53
			-52
			112
			-206
			-91
			836
			1,185
			-93
			-285
			2
			-285
			18
			-426
			9
			-69
			-144
			-202
			-252
			-546
			15
			332
			-76
			-1
			6
			-114
			201
			773
			111
			549
			4
			1,021
			22
			341
			566
			19
			791
			87
			1,503
			2,053
			15
			15
			367
			172
			203
			-95
			-22
			-362
			-607
			-388
			-316
			-477
			-76
			-191
			57
			38
			134
			69
			2,591
			12
			129
			30
			13
			35
			406
			-33
			723
			-17
			-8
			165
			16
			-27
			28
			28
			-4
			212
			874
			-21
			-448
			-103
			684
			1,002
			677
			879
			-338
			-22
			-165
			477
			906
			1,708
			2,463
			27
			1,019
			-64
			1,802
			13
			27
			566
			2,176
			151
			186
			344
			-96
			-116

			1,189
			129
			270
			45
			26
			375
			47
			891
			2,115
			45
			368
			1,134
			-336
			-493
			-31
			-418
			740
			-10
			-792
			-36
			-1,934
			-72
			-1,031
			610
			293
			96
			112
			1,131
			338
			1,321
			89
			19
			328
			15
			1
			13
			24
			587
			73
			1,426
			1,701
			56
			418
			1,226
			391
			-487
			-410
			388
			283
			912
			64
			61
			124
			711
			56
			10
			190
			486
			754
			764
			802
			-92
			70
			172
			-34
			-4
			102
			970
			1,630
			12
			14
			47
			15
			69
			21
			8
			251
			-154
			-19
			1,254
			-194
			2
			164
			2,472
			209
			985
			1,253
			1,177
			1,169
			1,129
			-13
			200
			463
			504
			549
			547
			-21
			-79
			-77

2	Capital gain net income or (net capital loss)	If gain, also enter in Part I, line 7 If (loss), enter -0- in Part I, line 7	2	323,276
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 . . . . . . . . . . . . .		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? Yes No

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	96,218	1,584,027	0.060743
2009
2008
2007
2006

2	Total of line 1, column (d) ......................	2	0.060743
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	0.060743
4	Enter the net value of noncharitable-use assets for 2011 from Part X, line 5.....	4	2,468,968
5	Multiply line 4 by line 3.......................	5	149,973
6	Enter 1% of net investment income (1% of Part I, line 27b)...........	6	3,607
7	Add lines 5 and 6.........................	7	153,580
8	Enter qualifying distributions from Part XII, line 4..............	8	94,005
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)

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	Exempt operating foundations described in section 4940(d)(2), check hereand enter “N/A” on line 1.
	Date of ruling or determination letter: (attach copy of letter if necessary–see instructions)
b	Domestic foundations that meet the section 4940(e) requirements in Part V, check	1	7,215
	hereand 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	7,215
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	7,215
6	Credits/Payments:

a	2011 estimated tax payments and 2010 overpayment credited to 2011	6a	1,660
b	Exempt foreign organizations—tax withheld at source.......	6b
c	Tax paid with application for extension of time to file (Form 8868)	6c	0
d	Backup withholding erroneously withheld ...........	6d

7	Total credits and payments. Add lines 6a through 6d..............		7	1,660
8	Enter any penalty for underpayment of estimated tax. Check hereif 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.......		9	5,555
10	Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...		10
11	Enter the amount of line 10 to be: Credited to 2012 estimated tax	Refunded	11	0

Part VII-A

Statements Regarding Activities

During the tax year, did the foundation attempt to influence any national, state, or local legislation or did

Yes

it participate or intervene in any political campaign? ....................

Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see page 19 of

the instructions for definition)?............................

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.

Did the foundation file Form 1120-POL for this year?.....................

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

Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed

on foundation managers. bullet

Has the foundation engaged in any activities that have not previously been reported to the IRS?.......

If “Yes,” attach a detailed description of the activities.

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....

Did the foundation have unrelated business gross income of $1,000 or more during the year?........

If “Yes,” has it filed a tax return on Form 990-T for this year?...................

Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........

If “Yes,” attach the statement required by General Instruction T.

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?................

Yes

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.

Yes

Enter the states to which the foundation reports or with which it is registered (see page 19 of the

instructions) bullet

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 .

Yes

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..........................

Did any persons become substantial contributors during the tax year? If “Yes,” attach a schedule listing their names and addresses.

Yes

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) .......

Did the foundation acquire a direct or indirect interest in any applicable insurance contract before August 17, 2008?

Did the foundation comply with the public inspection requirements for its annual returns and exemption application?

Yes

Website address bullet

The books are in care of bullet

WELLS FARGO BANK NA Telephone no. bullet

(336) 747-8190

Located at bullet

1 WEST 4TH STREET 2ND FLOORWINSTONSALEMNC ZIP+4 bullet

271013818

Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 —Check here......... bullet

and enter the amount of tax-exempt interest received or accrued during the year ...... bullet

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? .................

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)

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

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? YesNo

(2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)

a disqualified person?.........................YesNo

(3) Furnish goods, services, or facilities to (or accept them from) a disqualified person? YesNo

(4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person? YesNo

(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)?.................YesNo

(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.).........YesNo

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)?...

Organizations relying on a current notice regarding disaster assistance check here......... bullet

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?.............

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)):

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?...............YesNo

If “Yes,” list the years bullet

20, 20, 20, 20

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.) .........

If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.

20, 20, 20, 20

Did the foundation hold more than a 2% direct or indirect interest in any business

enterprise at any time during the year?.....................YesNo

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.)....................

Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?

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?

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))? YesNo

(2) Influence the outcome of any specific public election (see section 4955); or to carry

on, directly or indirectly, any voter registration drive?...............YesNo

(3) Provide a grant to an individual for travel, study, or other similar purposes? YesNo

(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)...YesNo

(5) Provide for any purpose other than religious, charitable, scientific, literary, or

educational purposes, or for the prevention of cruelty to children or animals?........YesNo

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)?

Organizations relying on a current notice regarding disaster assistance check here......... bullet

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?............YesNo

If “Yes,” attach the statement required by Regulations section 53.4945–5(d).

Did the foundation, during the year, receive any funds, directly or indirectly, to pay

premiums on a personal benefit contract?....................YesNo

Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....

If “Yes” to 6b, file Form 8870.

At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction? YesNo

If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....

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
WELLS FARGO BANK NA	TRUSTEE 40	44,245
1525 W WT HARRIS BLVD CHARLOTTE,NC282881161	TRUSTEE 40	44,245

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...................				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............. bullet

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)

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.)

Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,

purposes:

Average monthly fair market value of securities...................

2,273,221

Average of monthly cash balances.......................

233,346

Fair market value of all other assets (see page 24 of the instructions)............

Total (add lines 1a, b, and c).........................

2,506,567

Reduction claimed for blockage or other factors reported on lines 1a and

1c (attach detailed explanation) .............

Acquisition indebtedness applicable to line 1 assets..................

Subtract line 2 from line 1d.........................

2,506,567

Cash deemed held for charitable activities. Enter 1 1⁄2% of line 3 (for greater amount, see page 25

of the instructions) ...........................

37,599

Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4

2,468,968

Minimum investment return. Enter 5% of line 5..................

123,448

Part XI

Distributable Amount (see page 25 of the instructions) (Section 4942(j)(3) and (j)(5) private operating foundations and certain foreign organizations check here bullet

and do not complete this part.)

Minimum investment return from Part X, line 6....................

123,448

Tax on investment income for 2011 from Part VI, line 5......

7,215

Income tax for 2011. (This does not include the tax from Part VI.)...

Add lines 2a and 2b............................

7,215

Distributable amount before adjustments. Subtract line 2c from line 1............

116,233

Recoveries of amounts treated as qualifying distributions................

Add lines 3 and 4............................

116,233

Deduction from distributable amount (see page 25 of the instructions)...........

Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,

line 1................................

116,233

Part XII

Qualifying Distributions (see page 25 of the instructions)

Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:

Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........

94,005

Program-related investments—total from Part IX-B..................

Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,

purposes...............................

Amounts set aside for specific charitable projects that satisfy the:

Suitability test (prior IRS approval required)....................

Cash distribution test (attach the required schedule) .................

Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4

94,005

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)............

Adjusted qualifying distributions. Subtract line 5 from line 4..............

94,005

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)

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					116,233
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.......	0
b From 2007.......	0
c From 2008.......	0
d From 2009.......	0
e From 2010.......	18,399
fTotal of lines 3a through e.........		18,399
4Qualifying distributions for 2011 from Part
XII, line 4: $ 94,005
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.....					94,005
e Remaining amount distributed out of corpus		0
5 Excess distributions carryover applied to 2011.		18,399			18,399
(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		0
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 ..........					3,829
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) .............		0
9Excess distributions carryover to 2012. Subtract lines 7 and 8 from line 6a ......		0
10 Analysis of line 9:
a Excess from 2007....	0
b Excess from 2008....	0
c Excess from 2009....	0
d Excess from 2010....	0
e Excess from 2011....	0

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 section4942(j)(3) or4942(j)(5)

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	(e) Total

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

if the foundation only makes contributions to preselected charitable organizations and does not accept
unsolicited requests for funds. If the foundation makes gifts, grants, etc. (see page 28 of the instructions) to individuals or organizations
under other conditions, complete items 2a, b, c, and d.

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)

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)		Foundation status of recipient	Purpose of grant or contribution	Amount
aPaid during the year
ANTI-CRUELTY SOCIETY 157 W GRAND AVENUE CHICAGO,IL60610	NONE	PUBLIC CHARITY	CONTRIBUTION	20,520
CATCHING THE DREAM 8200 MOUNTAIN ROAD NE ALBUQUERQUE,NM87110	NONE	PUBLIC CHARITY	CONTRIBUTION	61,559
Total ................................. 3a				82,079

bApproved for future payment

Total ................................. 3b

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
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	111
4 Dividends and interest from securities....			14	71,765
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	323,276
9 Net income or (loss) from special events:
10 Gross profit or (loss) from sales of inventory..
11 Other revenue: aGENZYME EX. OFFER			1	2,072
b
c
d
e
12 Subtotal. Add columns (b), (d), and (e)..				397,224

13Total. Add line 12, columns (b), (d), and (e)..................

13397,224

(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.	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)

Page 12

Part XVII

Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations

Did the organization directly or indirectly engage in any of the following with any other organization described in section

Yes

501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?

Transfers from the reporting foundation to a noncharitable exempt organization of:

(1) Cash...................................

1a(1)

(2) Other assets.................................

1a(2)

Other transactions:

(1) Sales of assets to a noncharitable exempt organization....................

1b(1)

(2) Purchases of assets from a noncharitable exempt organization..................

1b(2)

(3) Rental of facilities, equipment, or other assets.......................

1b(3)

(4) Reimbursement arrangements...........................

1b(4)

(5) Loans or loan guarantees.............................

1b(5)

(6) Performance of services or membership or fundraising solicitations................

1b(6)

Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............

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

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?...........YesNo

If “Yes,” complete the following schedule.

(a) Name of organization	(b) Type of organization	(c) Description of relationship

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.

	Signature of officer or trustee	Date	Title

Preparer's Signature	Date	Check if self- employed	PTIN
Firm's name Firm's address		Firm's EIN
		Phone no.

Form 990-PF (2011)

Additional Data

Software ID:
Software Version:

Form 990PF - Special Condition Description:

Special Condition Description

Name of Bond	End of Year Book Value	End of Year Fair Market Value
007989577 ADVISIOR SER TR
261980494 DREYFUS EMG MKT DEBT	45,000	40,813
51855Q655 LAUDUS MONDRIAN INTL	90,000	87,506
76628T645 RIDGEWORTH SEIX HY B	90,000	83,851

Description	Amount
MUTUAL FUNDS POSTING CURRENT TAX YR EFFECTIVE PREV YR	460
MUTUAL FUNDS POSTING NEXT TAX YR EFFECTIVE CURRENT	3,586
WASH SALES DISALLOWED	4,216
ROUNDING	5

Name of Stock	End of Year Book Value	End of Year Fair Market Value
20030N101 COMCAST CORP CLASS A	5,297	7,492
548661107 LOWES COS INC	6,816	6,523
039483102 ARCHER DANIELS MIDLA	4,437	6,149
126650100 CVS/CAREMARK CORP	7,290	9,910
494368103 KIMBERLY CLARK	6,488	8,827
50075N104 KRAFT FOODS	6,139	9,191
786514208 SAFEWAY INC	7,993	7,385
166764100 CHEVRON CORP	4,508	7,980
20825C104 CONOCOPHILLPS
565849106 MARATHON OIL CORP	5,801	7,464
637071101 NATIONAL OILWELL VAR
969457100 WILLIAMS COS	6,320	8,684
020002101 ALLSTATE CORP	6,805	6,798
064058100 BANK NEW YORK MELLON	6,710	5,157
571748102 MARSH & MCLENNAN	6,130	8,316
89417E109 TRAVELERS COMPANIES	4,607	7,751
071813109 BAXTER INTL
14149Y108 CARDINAL HEALTH INC	4,847	7,838
478160104 JOHNSON & JOHNSON	7,677	8,525
58933Y105 MERK & CO	6,570	9,199
717081103 PFIZER INC	5,812	8,937
74834L100 QUEST DIAGNOSTICS
666807102 NORTHROP GRUMMAN COR	5,950	7,719
94106L109 WASTE MANAGEMENT INC	6,387	6,836
458140100 INTEL CORP	6,899	9,021
459200101 INTERNATIONAL BUSIN
620076109 MOTOROLA INC	9,304	9,721
984121103 XEROX CORP	4,205	5,803
263534109 DU PONT EI DE NEMOUR	4,323	6,684
00206R102 AT & T INC	7,010	8,467
92343V104 VERIZON COMMUNICATIO	6,357	8,746
281020107 EDISON INTL	6,098	9,025
743263105 PROGRESS ENERGY INC	6,302	9,579
023135106 AMAZON COM	5,290	4,501
345370860 FORD MOTOR COMPANY
500255104 KOHLS CORP
55616P104 MACY'S CORP
571903202 MARRIOTT INTERNATION	4,294	4,230
741503403 PRICELINE COM
25490A101 THE DIRECTV GROUP
254687106 WALT DISNEY CO
20825C104 CONOCOPHILLIPS	3,916	7,360
406216101 HALLIBURTON CO
651290108 NEWFIELD EXPL
674599105 OCCIDENTAL PETE
025816109 AMERICAN EXPRESS CO
172967101 CITIGROUP INC
018490102 ALLERGAN INC
302182100 EXPRESS SCRIPTS
91324P102 UNITEDHEALTH GROUP
231021106 CUMMINGS INC
247361702 DELTA AIR LINES
278058102 EATON CORP
291011104 EMERSON ELECTRIC
740189105 PRECISION CASTPARTS
907818108 UNION PACIFIC
00846U101 AGILENT TECHNOLOGIES
037833100 APPLE INC
177376100 CITRIX SYS
268648102 EMC CORP
315616102 F5 NETWORKS
38259P508 GOOGLE INC
48203R104 JUNIPER NETWORKS
64110D104 NETAPP INC
68389X105 ORACLE CORP
747525103 QUALCOMM
79466L302 SALESFORCES COM
928563402 VMARE INC
029912201 AMERICAN TOWERS SYST
056752108 BAIDU INC
D1668R123 DAIMLERCHRYSLER
N53745100 LYONDELLBASELL
02364W105 AMERICA MOVIL
046353108 ASTRAZENECA PLC
002255107 AU OPTRONICS
052528304 AUSTRAILIA & NEW ZEA
05967A107 BANCO SANTANDER BRAS
05964H105 BANCO SANTANDER CEN
06738E204 BARCLAYS PLC
088606108 BHP BILLITON LIMITED
05565A202 BNP PARIBAS-ADR
138006309 CANNON INC-ADR
166744201 CHEUNG KONG (HOLDING
168919108 CHINA CONSTRUCTION
16945R104 CHINA UNICOM (HONG
25030W100 DESARROLLADORA HOMEX
273202101 EAST JAPAN RAILWAY C
292505104 ENCANA CORP
26874R108 ENI SPA ADR
29666V204 ESPRIT HOLDINGS LIMI
35958N107 FUJIFILM HLDGS CORP
37733W105 GLAX0SMITHKLINE PLC
425166303 HENDERSON LD DEV LTD
434741203 HOLCIM LTD
448415208 HUTCHISON WHAMPOA
450737101 IBERDROLA SA
453142101 IMPERIAL TOBACO GROU
46018M104 INTERNATIONAL POWER
55607P105 MACQUARIE BK LTD
606769305 MITSUBISHI CORPORATI
606822104 MITSUBISHI UFJ FINL
626188106 MUENCHINER RUECK ADR
626425102 MURATA MANUFACTURING
633643408 NATIONAL BANK OF GRE
636274300 NATIONAL GRID PLC
65334H102 NEXEN INC
654624105 NIPPON TELEGRAPH AND
654633304 NIPPON YUSEN KABUSHI
654744408 NISSAN MOTOR CO LTD
654802206 NITTO DENKO CORP ADR
654902204 NOKIA CORPORATION AD
62942M201 NTT DOMOMO INC ADR
71654V408 PETROLEO BRASILEIRO
73328P106 PORSCHE AUTOMOBIL HO
693483109 POSCO ADR
76026T205 REPSOL YPF ADR
780259107 ROYAL DUTCH SHELL PL
795842202 SALZGITTER AG
80105N105 SANOFI-AVENTIS ADR
81783H105 SEVEN & I HOLDINGS
824551105 SHIN ETSU CHEMICAL
85771P102 STATOIL ASA
865612105 SUMITOMO CHEMICAL
871013108 SWISSCOM AG ADR
874060205 TAKEDA PHARMACEUTICA
879382208 TELEFONICA SA ADR
87969N204 TELSTRA CORPORATION
891160509 TORONTO DOMINION BK
87260W101 TNT NV
89151E109 TOTAL SA ADR
892331307 TOYOTA MOTOR CORP AD
904784709 UNILEVER NV ADR
92857W209 VODAFONE GROUP PLC
984851204 YARA INTL ASA
98982M107 ZURICH FINANCIAL SVC
368287207 OAO GAZPROM LEVEL
099724106 BORG WARNER INC
23331A109 DR HORTON INC
237194105 DARDEN RESTAURANTS
718592108 PHILLIPS VAN HEUSEN
745867101 PULTE GROUP
833034101 SNAP ON
42330P107 HELIX ENERGY SOLUTIO
651290108 NEWFIELD EXPL
966387102 WHITING PETE CORP
046265104 ASTORIA FINL
247131105 DELPHI FIN GROUP
278265103 EATON VANCE CORP
472319102 JEFFERIEC GROUP
493267108 KEYCORP NEW
743674103 PROTECTIVE LIFE
754730109 RAYMOND JAMES
759351604 REINSURANCE GROUP
909907107 UNITED BANSHARES
075811109 BECKMAN COULTER INC
15135B101 CENTENE CORP
156708109 CEPHALON INC
222816100 COVANCE INC
302182100 EXPRESS SCRIPTS INC
452526106 IMMUCOR INC
717124101 PHARMACEUTICAL
000361105 AAR CORP
231021106 CUMMINS INC
415864107 HARSCO CORP
574599106 MASCO CORP
760759100 REPUBLIC SERVICES
887389104 TIMKEN CO
942622200 WATSCO INC
052769106 AUTODESK INC
302445101 FLIR SYS INC
37940X102 GLOBAL PMTS INC
413875105 HARRIS CORP
460254105 INTERNATIONAL RECTIF
461202103 INTUIT COM
871607107 SYNOPSYS INC
879664100 TELLABS OPERATIONS
983919101 XILINX INC
01741R102 ALLEGHNEY TECHNOLOGI
277432100 EASTMAN CHEM
810186106 THE SCOTTS MIRACLE
920355104 VALSPAR CORP
78388J106 SBA COMMUNICATIONS
029912201 AMERICAN TOWER SYSTE
682680103 ONEOK INC
838518108 SOUTH JERSEY IND
92924F106 WGL HOLDINGS
Y2573F102 FLEXTRONICS INC LTD
024061103 AMERICAN AXLE & MFG
043353101 ARVINMERITOR INC
05874B107 BALLY TECHNOLOGIES
09180C106 BJS RESTAURANTS
168615102 CHICO FAS INC
243537107 DECKERS OUTDOOR
302941109 FTI CONSULTING
371532102 GENESCO INC
723456109 PENNACLE ENTERTAINME
825549108 SHUFFLE MASTER INC
835898107 SOTHEBYS
556269108 STEVEN MADDEN LTD
880349105 TENNECO INC
913483103 UNIVERSAL ELECTRONIC
92927K102 WABCO HOLDINGS
35804H106 FRESH MARKETS
92849E101 VITAMIN SHOPPE INC
109178103 BRIGHAM EXPLORATION
18911Q102 CLOUD PEAK ENERGY
549764108 LUFKIN INDS
671074102 OYO GEOSPACE CORP
14754D100 CASH AMERICA INTERNA
26433B107 DUFF & PHELPS CORP
552848103 MGIC INVT CORP
684010101 OPTIONSXPRESS HLDGS
902788108 UMB FIN CORP
01988P108 ALLSCRIPTS HEALTHCAR
09061G101 BIOMARIN PHARMACEUTI
116794108 BRUKER CORPORATION
14888B103 CATALYST HEALTH SOLU
15135B101 CENTENE CORP
422368100 HEARTWARE INTERNATIO
584045108 MEDASSETS INC
58471A105 MEDIDATA SOLUTIONS
699462107 PAREXEL INTEL
75886F107 REGENERON PHARMACEUT
795435106 SALIX PHARMACEUTICAL
812578102 SEATTLE GENETICS
82966C103 SIRONA DENTAL SYSTEM
885175307 THORATEC LABORATORIE
92846N104 VITAL IMAGES
049164205 ATLAS AIR WORLDWIDE
36159R103 GEO GROUP
384313102 GRAFTECH INTL
477143101 JETBLUE AWYS
515098101 LANDSTAR SYS
611742107 MONSTER WORLDWIDE IN
667746101 NORTHWEST PIPE
758750103 REGAL BELOIT CORP
896818101 TRIUMPH GROUP
941053100 WASTE CONNECTIONS
03662Q105 ANSYS INC
192479103 COHERENT IN
23335C101 DTS INC
45666Q102 INFORMATICA CORP
64118B100 NETLOGIC MICROSYSTEM
727493108 PLATRONICS INC
747582104 QUALITY SYSTEMS INC
75025N102 RADIANT SYSTEMS
768573107 RIVERBED TECHNOLOGY
779376102 ROVI CORPORATION
803062108 SAPIENT CORP
880770102 TERADYNE INC
88632Q103 TIBCO SOFTWARE INC
922207105 VARIAN SEMICONDUCTOR
922417100 VEECO INSTRUC
447011107 HUNTSMAN CORP
46121Y102 INTREPID POTASH
26873N108 EMS TECHNOLOGIES
G4412G101 HERBALIFE LTD
45103T107 ICON PLC ADR
758075402 REDWOOD TR INC
22544R305 CREDIT SUISSE COMM R	120,000	100,988
25264S833 DIAMOND HILL LONG-SH	75,000	75,089
256206103 DODGE & COX INT'L ST	160,000	127,269
411511306 HARBOR INTERNATION F	160,000	134,058
448108100 HUSSMAN STRATEGIC GR	100,000	103,154
589509108 MERGER FD SH BEN INT	50,000	48,749
683974505 OPPENHEIMER DEVELOPI	76,000	64,097
73753A103 POSTNL. N.V. SPONSOR	124	6
780259206 ROYAL DUTCH SHELL PL	70	73
78463X863 SPDR DJ WILSHIRE INT	69,876	56,307
87262N109 TNT EXPRESS NV-ADR	28	15
922042858 VANGUARD MSCI EMERGI	75,922	62,550
922908553 VANGUARD REIT VIPER	165,136	166,170
086516101 BEST BUY INC	1,609	1,239
17306X102 CITI TRENDS INC	1,265	939
36467W109 GAMESTOP CORP NEW	2,462	2,558
401617105 GUESS INC	2,628	2,117
418056107 HASBRO	1,675	1,499
054303102 AVON	2,482	1,625
60871R209 MOLSON COORS	3,350	3,266
786514208 SAFEWAY	4,003	3,745
12802T101 CAL DRIVE INTERNATIO	2,890	1,197
13342B105 CAMERON	3,187	2,951
261608103 DRESER RAND	1,751	1,747
651290108 NEWFIELD EXPL	1,062	868
723787107 NEWFIELD	1,893	1,790
845467109 SOUTHWESTERN	2,654	2,268
91913Y100 VALERO ENERGY	2,122	1,558
524901105 LEGG MASON	2,780	1,972
665859104 NORTHERN TRUST	4,489	3,688
712704105 PEOPLES UNITED	3,665	3,829
693366205 PICO HOLDINGS	1,660	1,317
743315103 PROGRESSIVE CORP	2,061	2,010
808513105 SCHAWB CHARLES	2,543	2,500
00817Y108 AETNA	1,296	1,519
101137107 BOSTON SCI	5,143	3,717
436440101 HOLOGIC	2,693	2,206
74834L100 QUEST DIAGNOSTICS	1,530	1,568
918194101 VCA ANTECH INC	1,193	1,383
018804104 ALLIANT	4,650	3,830
205944101 CONWAY	1,523	1,254
30162A108 EXELIS	879	606
302130109 EXPEDITORS	1,519	1,311
450911201 ITT CORP	713	638
760759100 REPUBLIC SERVICES	1,116	1,378
774341101 ROCKWELL COLLINS	1,494	1,495
784635104 SPX CORP	1,197	1,386
880779103 TEREX CORP	1,669	1,986
98419M100 XYLEM INC NY	2,180	1,721
032095101 AMPHENOL CORP	1,189	1,271
12673P105 CA INC	3,985	3,618
25659T107 DOLBY LAB	2,367	2,349
346375108 FORM FACTOR	2,376	1,351
53578106 LINEAR TECH	1,921	1,802
871503108 SYMANTEC CORP	1,614	1,393
879664100 TELLABS OP	1,255	1,301
959802109 WESTERN UNION	2,753	2,629
826552101 MATERIALS	1,361	1,374
810186106 THE SCOTTS MIRACLE	1,429	1,354
591708102 METROPCS	1,684	1,658
902681105 UGI CORP	1,459	1,352
008474108 AGNICO	1,587	1,126
12626K203 CRH PLC ADR	2,010	1,883
H27178104 FOSTER WHEELER	2,680	1,723
H2906T109 GARMIN	1,464	1,592
G47791101 INGERSOLL RAND	1,169	1,219
760975102 RESEARCH IN MOTION	2,561	1,436
83172R108 SMART TECH	2,670	1,148
H8817H100 TRANSOCEAN	1,161	1,113
H27013103 WEATHERFORD INTERNAT	4,619	3,543
25470F104 DISCOVERY COMM	1,228	1,311
580135101 MCDONALDS	1,440	1,906
654106103 NIKE	6,340	7,228
693656100 PVH CORP	3,032	3,313
91747102 URBAN OUTFITTERS	3,648	3,500
92553P201 VIACOM	3,949	4,087
988498101 YUM BRANDS INC	1,326	1,475
054303102 AVON	4,537	2,970
191216100 COCA COLA	2,738	3,009
2216OK105 COSTCO WHOLESALE	6,394	7,415
713448108 PEPSICO INC	5,746	5,972
742718109 PROCTER AND GAMBLE	3,850	4,136
13342B105 CAMERON	2,618	2,755
25179M103 DEVON ENERGY	5,465	3,906
406216101 HALLIBURTON	5,283	4,590
637071101 NATIONAL OILWELL	1,429	1,428
674599105 OCCIDENTAL	1,493	1,874
025816109 AMERICAN EXPRESS	4,980	5,283
12504L109 BBRE GROUP	4,827	3,379
12572Q105 CME GROUP INCE	5,519	4,630
45865V100 INTERCONTINENTAL EXC	1,251	1,206
665859104 NORTHERN TRUST	5,157	4,283
74144T108 T ROWE PRICE	1,853	1,993
002824100 ABBOT LABS	5,273	5,454
071813109 BAXTER INTL	2,620	2,474
375558106 GILEAD SCIENCE	3,092	3,111
790849103 ST JUDE MED	5,317	3,876
883556102 THERMO	4,354	3,598
235851102 DANAHER INC	4,252	4,045
291011104 EMERSON ELECTRIC	5,265	4,566
77303109 ROCKWELL	1,253	1,467
907818108 UNION PAC CORP	1,213	1,483
032095101 AMPHENOL	5,183	4,448
037833100 APPLE	5,903	19,035
29444U502 EQUINOX	3,093	3,650
38259P508 GOOGLE	10,123	10,980
57636Q104 MASTERCARD	4,940	7,456
594918104 MICROSOFT CORP	3,663	3,783
64110D104 NETAPP	5,687	4,606
67066G104 NVIDIA	2,266	2,024
68389X105 ORACLE CORP	5,838	5,848
747525103 QUALCOMM INC	11,297	12,417
79466L302 SALESFORCE	2,322	2,435
882508104 TEXAS INSTRUMENTS	1,162	1,223
959802109 WESTERN UNION	3,555	3,104
983919101 XILINX	5,501	5,482
278865100 ECOLAB	1,898	2,255
7400 PRAXAIR INC COM	6,052	6,628
029912201 AMERICAN TOWER	5,137	9,602
228277104 CROWN CASTLE	5,703	6,496
806558107 SCHLUMBERGER LTD	12,451	10,110
881624209 TEVA PHARM	3,920	3,431
02553E106 AMERICAN EAGLE OUTFI	1,322	1,865
126804301 CABELAS	6,684	6,431
418056107 HASBRO INC	1,590	1,084
817565104 SERVICE CORP	5,081	4,984
864159108 STRUM RUGER AND CO	2,603	4,450
29266R108 ENERGIZER HOLDINGS	2,640	3,022
67018T105 NU SKIN	4,712	6,411
741511109 PRICESMART INC	3,785	7,655
050095108 ATWOOD OCEANICS	6,744	6,167
49455U100 KINDER MORGAN INC	3,884	5,025
07175100 ALLEGHANY	2,564	2,282
27826103 EATON VANCE	7,303	6,336
55262C100 MBIA INC	4,328	4,879
879080109 TEJON RANCH	3,658	2,962
690732102 OWEN AND MINOR	1,662	1,501
88033G100 TENET HEALTHCARE	4,871	3,524
014482103 ALEXANDER AND BALD	5,644	5,470
22025Y407 CORRECTIONS CORP	4,664	3,972
483548103 KAMAN CORP	4,073	3,251
498904200 KNOLL INC	1,650	1,247
679580100 OLD DOM FREIGHT LINE	4,989	6,161
894650100 TREDEGAR CORP	4,648	5,288
007974108 ADVENT SOFTWARE	3,509	3,142
594732101 MICREL INC COM	4,637	3,902
92046N102 VALUECLICK INC	4,117	4,594
012653101 ALBERMARLE	6,693	6,902
573284106 MARTEN MARRIETTA	2,555	2,262
65187107 NEWMARKET	4,551	6,934
G62185106 MONTPELIER RE	4,054	3,941
G9618E107 WHITE MTNS	2,903	3,628
32054K103 FIRST INDL RLTY	2,569	2,465
41902R103 HATTERAS	3,467	2,980
902653104 UDR INC	3,102	3,313
548661107 LOWES	6,415	7,893
071813109 BAXTER	5,463	6,383
74834L100 QUEST	6,673	8,012
755111507 RAYTHEON	8,198	8,128
17275102 CISCO	8,611	9,420

Category	Amount	Net Investment Income
FOREIGN TAXES	126	126
FEDERAL TAX PAYMENT - PRIOR YE	1,382	0
FEDERAL ESTIMATES - PRINCIPAL	1,660	0
FOREIGN TAXES ON QUALIFIED FOR	1,054	1,054
FOREIGN TAXES ON NONQUALIFIED	189	189