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
2010
For calendar year 2010, or tax year beginning 12-01-2010 , and ending 11-30-2011
G
Check all that apply:
Name of foundation
THE FISCHER FAMILY FOUNDATION 2008
 

Number and street (or P.O. box number if mail is not delivered to street address)PO BOX 17160   Room/suite
City or town, state, and ZIP code
FT MITCHELL, KY41017
A Employer identification number

38-6863779
B Telephone number (see page 10 of the instructions)

(859) 341-4709
C bullet
D 1. bullet
H Check type of organization:
2. bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$39,387,498J Accounting method:
 
(Part I, column (d) must be on cash basis.)
E bullet
F bullet
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see page 11 of the instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet
3 Interest on savings and temporary cash investments 4,817 4,817 4,817
4 Dividends and interest from securities...... 1,278,965 1,277,242 1,278,965
5a Gross rents..............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 Click to see attachment 858,025
b Gross sales price for all assets on line 6a 13,128,388
7 Capital gain net income (from Part IV, line 2)... 121,627
8 Net short-term capital gain.........  
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)....... Click to see attachment 75,178   75,178
12 Total. Add lines 1 through 11........ 2,216,985 1,403,686 1,358,960
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc.        
14 Other employee salaries and wages......        
15 Pension plans, employee benefits.......        
16a Legal fees (attach schedule).........        
b Accounting fees (attach schedule)....... Click to see attachment 23,544 23,544    
c Other professional fees (attach schedule).... Click to see attachment 209,076 209,076    
17 Interest...............        
18 Taxes (attach schedule) (see page 14 of the instructions) Click to see attachment 6,691 6,691    
19 Depreciation (attach schedule) and depletion...      
20 Occupancy..............        
21 Travel, conferences, and meetings.......        
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment 4,852 4,852    
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 244,163 244,163   0
25 Contributions, gifts, grants paid........ 2,055,000 2,055,000
26 Total expenses and disbursements. Add lines 24 and 25 2,299,163 244,163   2,055,000
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -82,178
b Net investment income (if negative, enter -0-) 1,159,523
c Adjusted net income (if negative, enter -0-)... 1,358,960
For Privacy Act and Paperwork Reduction Act Notice, see page 30 of the instructions.
Cat. No. 11289X Form 990-PF (2010)
Form 990-PF (2010)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............... 1,877,057 913,714 913,714
2 Savings and temporary cash investments.......... 1,056,864 1,016,683 1,016,683
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see page 15 of the
instructions)....................      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet        
8 Inventories for sale or use...............      
9 Prepaid expenses and deferred charges...........      
10a Investments—U.S. and state government obligations (attach schedule) 3,122,952 Click to see attachment1,597,373 1,624,466
b Investments—corporate stock (attach schedule)........ 26,339,763 Click to see attachment29,315,448 32,440,900
c Investments—corporate bonds (attach schedule)........ 130,730 Click to see attachment2,610,632 2,566,772
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)........... 3,654,787 Click to see attachment684,102 796,329
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet) Click to see attachment41,541 Click to see attachment28,634 Click to see attachment28,634
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 36,223,694 36,166,586 39,387,498
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable...................    
19 Deferred revenue..................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet) Click to see attachment40,251 Click to see attachment65,321
23 Total liabilities (add lines 17 through 22).......... 40,251 65,321
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted.................... 36,183,443 36,101,265
25 Temporarily restricted................    
26 Permanently restricted................    
bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds.........    
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).................... 36,183,443 36,101,265
31 Total liabilities and net assets/fund balances (see page 17 of
the instructions).................. 36,223,694 36,166,586
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 36,183,443
2 Enter amount from Part I, line 27a...................... 2 -82,178
3 Other increases not included in line 2 (itemize) bullet 3  
4 Add lines 1, 2, and 3.......................... 4 36,101,265
5 Decreases not included in line 2 (itemize) bullet 5  
6 Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30.. 6 36,101,265
Form 990-PF (2010)
Form 990-PF (2010)
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.)
1a
b
c
d
e
(e) Gross sales price (f) Depreciation allowed
(or allowable) 		(g) Cost or other basis
plus expense of sale 		(h) Gain or (loss)
(e) plus (f) minus (g)
a
b
c
d
e
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
b
c
d
e
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 121,627
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see pages 13 and 17 of the instructions).
If (loss), enter -0- in Part I, line 8 . . . . . . . . . . . . . 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If “Yes,” the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see page 18 of the instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2009 1,938,025 39,555,675 0.048995
2008 2,207,147 30,332,835 0.072764
2007 2,628,150 45,565,549 0.057678
2006 2,372,675 53,548,215 0.044309
2005 1,609,434 48,983,571 0.032857
2 Total of line 1, column (d) ...................... 2 0.256603
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 0.051321
4 Enter the net value of noncharitable-use assets for 2010 from Part X, line 5..... 4 39,424,319
5 Multiply line 4 by line 3....................... 5 2,023,295
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6 11,595
7 Add lines 5 and 6......................... 7 2,034,890
8 Enter qualifying distributions from Part XII, line 4.............. 8 2,055,000
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 (2010)
Form 990-PF (2010)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bulletand enter “N/A” on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 11,595
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2  
3 Add lines 1 and 2............................ 3 11,595
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-). 4  
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 11,595
6 Credits/Payments:
a 2010 estimated tax payments and 2009 overpayment credited to 2010 6a 25,000
b Exempt foreign organizations—tax withheld at source....... 6b
c Tax paid with application for extension of time to file (Form 8868) 6c  
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 25,000
8 Enter any penalty for underpayment of estimated tax. if Form 2220 is attached. 8  
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10 13,405
11 Enter the amount of line 10 to be: Credited to 2011 estimated taxBullet13,405 Refunded Bullet 11  
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see page 19 of
the instructions for definition)?.............................
1b
 
No
If the answer is “Yes” to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If “Yes,” attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If “Yes,” attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If “Yes,” has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If “Yes,” attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If “Yes,” complete Part II, col. (c), and Part XV.
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see page 19 of the
    instructions)bulletKY
    b
    If the answer is “Yes” to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If “No,” attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2010 or the taxable year beginning in 2010 (see instructions for Part XIV on
    page 27)? If “Yes,” complete Part XIV...........................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If “Yes,” attach a schedule listing their names and addresses.
    10
     
    No
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. (see page 20 of the instructions) .......
    11
     
    No
    12
    Did the foundation acquire a direct or indirect interest in any applicable insurance contract before August 17, 2008?
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbulletNONE
    14
    The books are in care ofbulletLINDA MOREHEAD Telephone no.bullet (859) 341-4709
    Located atbulletPO BOX 17160FT MITCHELLKY ZIP+4bullet41017
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041.........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ......bullet
    15  
    16
    At any time during calendar year 2010, did the foundation have an interest in or a signature or other authority over
    a bank, securities, or other financial account in a foreign country? .................
    16
     
     
    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 (2010)
    Form 990-PF (2010)
    Page 5
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the “Yes” column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?.........................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?.................
    (6) Agree to pay money or property to a government official? (Exception. Check “No”
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).........
    b
    If any answer is “Yes” to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance (see page 20 of the instructions)?...
    1b
     
     
    .........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2010?.............
    1c
     
     
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2010, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2010?...............
    If “Yes,” list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer “No” and attach statement—see page 20 of the instructions.) .........
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business
    enterprise at any time during the year?.....................
    b
    If “Yes,” did it have excess business holdings in 2010 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 2010.)....................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2010?
    4b
     
    No
    5a
    During the year did the foundation pay or incur any amount to:
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?...............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 509(a)(1), (2), or (3), or section 4940(d)(2)? (see page 22 of the instructions)...
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?........
    b
    If any answer is “Yes” to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance (see page 22 of the instructions)?
    5b
     
     
    .........bullet
    c
    If the answer is “Yes” to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?............
    If “Yes,” attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay
    premiums on a personal benefit contract?....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If “Yes” to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2010)
    Form 990-PF (2010)
    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
    ELAINE M FISCHERClick to see attachment TRUSTEE
    1.00     		0 0 0
    PO BOX 17160
    FORT MITCHELL,KY41017
    HENRY K FISCHERClick to see attachment TRUSTEE
    1.00     		0 0 0
    PO BOX 17160
    FORT MITCHELL,KY41017
    2 Compensation of five highest-paid employees (other than those included on line 1—see page 23 of the instructions).
    If none, enter “NONE.”
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet  
    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 (2010)
    Form 990-PF (2010)
    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 N/A  
    2  
    All other program-related investments. See page 24 of the instructions.
    3  
    Total. Add lines 1 through 3...........................bullet  
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,
    see page 24 of the instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    37,563,896
    b
    Average of monthly cash balances.......................
    1b
    2,432,159
    c
    Fair market value of all other assets (see page 24 of the instructions)............
    1c
    28,634
    d
    Total (add lines 1a, b, and c).........................
    1d
    40,024,689
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) ..............
    1e
     
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
     
    3
    Subtract line 2 from line 1d..........................
    3
    40,024,689
    4
    Cash deemed held for charitable activities. Enter 1 1⁄2% of line 3 (for greater amount, see page 25
    of the instructions) ............................
    4
    600,370
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    39,424,319
    6
    Minimum investment return. Enter 5% of line 5...................
    6
    1,971,216
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    1,971,216
    2a
    Tax on investment income for 2010 from Part VI, line 5......
    2a
    11,595
    b
    Income tax for 2010. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    11,595
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    1,959,621
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4.............................
    5
    1,959,621
    6
    Deduction from distributable amount (see page 25 of the instructions)...........
    6
     
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,
    line 1.................................
    7
    1,959,621
    Part XII
    Qualifying Distributions (see page 25 of the instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    2,055,000
    b
    Program-related investments—total from Part IX-B..................
    1b
     
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes................................
    2
     
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
     
    b
    Cash distribution test (attach the required schedule) .................
    3b
     
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    2,055,000
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b (see page 26 of the instructions)............
    5
    11,595
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4...............
    6
    2,043,405
    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 (2010)
    Form 990-PF (2010)
    Page 8
    Part XIII
    Undistributed Income (see page 26 of the instructions)
    (a)
    Corpus     		(b)
    Years prior to 2009     		(c)
    2009     		(d)
    2010
    1 Distributable amount for 2010 from Part XI, line 7 1,959,621
    2 Undistributed income, if any, as of the end of 2010:
    a Enter amount for 2009 only....... 1,905,143
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2010:
    a From 2005.......  
    b From 2006.......  
    c From 2007.......  
    d From 2008.......  
    e From 2009.......  
    fTotal of lines 3a through e.........  
    4Qualifying distributions for 2010 from Part
    XII, line 4: bullet$ 2,055,000
    a Applied to 2009, but not more than line 2a 1,905,143
    b Applied to undistributed income of prior years
    (Election required—see page 26 of the instructions)    		  
    c Treated as distributions out of corpus (Election
    required—see page 26 of the instructions)...     		 
    d Applied to 2010 distributable amount..... 149,857
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2010.    
    (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  
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ...........     		 
    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......     		 
    d Subtract line 6c from line 6b. Taxable
    amount—see page 27 of the instructions ...     		 
    e Undistributed income for 2009. Subtract line
    4a from line 2a. Taxable amount—see page 27
    of the instructions ...........     		 
    f Undistributed income for 2010. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2011 ..........     		1,809,764
    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) ...........     		 
    8Excess distributions carryover from 2005 not
    applied on line 5 or line 7 (see page 27 of the
    instructions) .............     		 
    9Excess distributions carryover to 2011.
    Subtract lines 7 and 8 from line 6a ......     		 
    10 Analysis of line 9:
    a Excess from 2006....  
    b Excess from 2007....  
    c Excess from 2008....  
    d Excess from 2009....  
    e Excess from 2010....  
    Form 990-PF (2010)
    Form 990-PF (2010)
    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 2010, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2010 (b) 2009 (c) 2008 (d) 2007
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ....     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets” alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment” alternative test— enter 2⁄3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support” alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see page 27 of the instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number of the person to whom applications should be addressed:
    bThe form in which applications should be submitted and information and materials they should include:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    Form 990-PF (2010)
    Form 990-PF (2010)
    Page 10
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    ALLIANCE FOR CATHOLIC URB
    DIOCESE OF COVINGTON
    PO BOX 15550
    COVINGTON,KY41015     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    ALZHEIMER'S ASSOCIATION O
    644 LINN STREET SUITE 10
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 100
    AMERICAN DIABETES ASSOCIA
    PO BOX 1834
    MERRIFIELD,VA22116     		NONE 509(A)(1) GENERAL SUPPORT 200
    ARTSWAVE
    20 EAST CENTRAL PARKWAY
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 1,100
    THE ARC OF KENTUCKY
    706 E MAIN STREET SUITE
    FRANKFORT,KY40601     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    BETHANY HOUSE SERVICES I
    1833 FAIRMOUNT AVE
    CINCINNATI,OH45214     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    BLESSED SACRAMENT
    TUITION ASSISTANCE PROGRAM
    2409 DIXIE HIGHWAY
    FORT MITCHELL,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 100
    BLUEGRASS INSTITUTE
    400 EAST MAIN AVE SUITE
    BOWLING GREEN,KY42102     		NONE 509(A)(1) GENERAL SUPPORT 50,000
    BOYS & GIRLS CLUBS OF GR
    600 DALTON AVENUE
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 10,500
    BOYS HOPEGIRLS HOPE OF G
    4225 MALSBARY RD SUITE
    CINCINNATI,OH45242     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    THE BRIGHTON CENTER
    741 CENTRAL AVENUE
    NEWPORT,KY41071     		NONE 509(A)(1) GENERAL SUPPORT 1,577,100
    CAMPBELL LODGE BOYS HOME
    5161 SKYLINE DRIVE
    COLD SPRING,KY41076     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    CATHOLIC INNER CITY SCHOO
    ARCHDIOCESE OF CINCINNATI
    100 EAST EIGHTH STREET
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    CATHOLIC SOCIAL SERVICES
    3629 CHURCH STREET
    COVINGTON,KY41015     		NONE 509(A)(1) GENERAL SUPPORT 20,000
    CHILDREN'S HOME OF NO KE
    200 HOME ROAD
    COVINGTON,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 105,000
    CINCINNATI CHILDREN'S HOS
    3333 BURNET AVE MLC 301
    CINCINNATI,OH45229     		NONE 509(A)(1) GENERAL SUPPORT 50,000
    STARSHINE HOSPICE
    CHILDREN'S HOSPITAL
    3333 BURNET AVENUE
    CINCINNATI,OH45229     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    COVINGTON CATHOLIC HIGH S
    1600 DIXIE HIGHWAY
    PARK HILLS,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    CYSTINOSIS FOUNDATION
    58 MILAMONTE DRIVE
    MORANGA,CA94856     		NONE 509(A)(1) GENERAL SUPPORT 50
    DIOCESAN CATHOLIC CHILDRE
    PO BOX 17007
    FORT MITCHELL,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    4C FOR CHILDREN
    1924 DANA AVENUE
    CINCINNATI,OH45207     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    FRIENDS OF SCOUTING
    DAN BEARD COUNCIL BSA
    10078 READING ROAD
    CINCINNATI,OH45241     		NONE 509(A)(1) GENERAL SUPPORT 500
    HABITAT FOR HUMANITY
    9900 PRINCETON-GLENDALE
    CINCINNATI,OH45246     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    HOLLY HILL CHILDREN'S SER
    9599 SUMMER HILL ROAD
    CALIFORNIA,KY41007     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    HOSPICE OF CINCINNATI
    4310 COOPER ROAD
    CINCINNATI,OH45242     		NONE 509(A)(1) GENERAL SUPPORT 100
    INSTITUTE FOR JUSTICE
    901 N GLEBE RD SUITE 9
    ARLINGTON,VA22203     		NONE 509(A)(1) GENERAL SUPPORT 2,000
    JUNIOR ACHIEVEMENT OF GR
    644 LINN STREET SUITE 10
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    KENTUCKY COUNCIL ON ECONO
    11601 BLUEGRASS PARKWAY
    LOUISVILLE,KY40299     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    COMMONWEALTH FUND FOR KET
    560 COOPER DRIVE
    LEXINGTON,KY40502     		NONE 509(A)(1) GENERAL SUPPORT 250
    LITERACY NETWORK OF GR C
    19 BROADCAST PLAZA
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    MARCH OF DIMES
    PO BOX 2610
    BOWLING GREEN,KY42101     		NONE 509(A)(1) GENERAL SUPPORT 100
    THE MARY ROSE MISSION
    PO BOX 76533
    HIGHLAND HEIGHTS,KY41076     		NONE 509(A)(1) GENERAL SUPPORT 100
    NORTHERN KENTUCKY SYMPHON
    PO BOX 72810
    NEWPORT,KY41072     		NONE 509(A)(1) GENERAL SUPPORT 3,000
    NORTHERN KENTUCKY UNIVERS
    100 NUNN DRIVE AC 503
    HIGHLAND HEIGHTS,KY41099     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    NOTRE DAME ACADEMY
    1699 HILTON DRIVE
    PARK HILLS,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 3,000
    OHIO UNIVERSITY
    PO BOX 869
    ATHENS,OH45701     		NONE 509(A)() GENERAL SUPPORT 300
    PREGNANCY CENTER OF CLERM
    1676 STATE RT 125
    AMELIA,OH45102     		NONE 509(A)(1) GENERAL SUPPORT 100
    REDWOOD REHABILITATION CE
    71 ORPHANAGE ROAD
    FORT MITCHELL,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    RONALD MCDONALD HOUSE CHA
    350 ERKENBRECHER AVENUE
    CINCINNATI,OH45229     		NONE 509(A)(1) GENERAL SUPPORT 2,500
    THE SALVATION ARMY
    PO BOX 14076
    COVINGTON,KY41014     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    ST JOSEPH CHURCH
    2470 LORRAINE CT
    CRESCENT SPRINGS,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 12,500
    ST JOSEPH SCHOOL AAA
    2470 LORRAINE CT
    CRESCENT SPRINGS,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 250
    ST JOSEPH ORPHANAGE
    5400 EDALBERT DRIVE
    CINCINNATI,OH45239     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    ST HENRY CHURCH
    5813 DIXIE HIGHWAY
    ERLANGER,KY41018     		NONE 509(A)(1) GENERAL SUPPORT 600
    ST LEO CATHOLIC CHURCH B
    28290 BEAUMONT ROAD
    BONITA SPRINGS,FL34134     		NONE 509(A)(1) GENERAL SUPPORT 100
    SOCIETY OF ST VINCENT DE
    1125 BANK STREET
    CINCINNATI,OH45214     		NONE 509(A)(1) GENERAL SUPPORT 100,000
    ST XAVIER HIGH SCHOOL
    600 W NORTH BEND ROAD
    CINCINNATI,OH45224     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    SUSAN G KOMEN SWFL
    26800 S TAMIAMI TRAIL
    BONITA SPRINGS,FL34134     		NONE 509(A)(1) GENERAL SUPPORT 200
    THOMAS MORE COLLEGE
    333 THOMAS MORE PARKWAY
    CRESTVIEW HILLS,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 100
    TRANSITIONS INC
    700 FAIRFIELD AVENUE
    BELLEVUE,KY41073     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    UNITED WAY OF GR CINCINN
    2400 READING ROAD
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 25,000
    WELCOME HOUSE
    141 203-205 PIKE STREET
    COVINGTON,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    YWCA
    898 WALNUT STREET
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 150
    Total .................................bullet 3a 2,055,000
    bApproved for future payment
    Total ..................................bullet 3b  
    Form 990-PF (2010)
    Form 990-PF (2010)
    Page 11
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See page 28 of
    the instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3Interest on savings and temporary cash investments     14 4,817  
    4 Dividends and interest from securities....     14 1,278,965  
    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     14 121,627 736,398
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: aFEDERAL INCOME TAX REFUND         75,178
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   1,405,409 811,576
    13Total. Add line 12, columns (b), (d), and (e)...................
    132,216,985
    (See worksheet in line 13 instructions on page 28 to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the organization’s exempt purposes (other than by providing funds for such purposes). (See
    page 28 of the instructions.)
    Form 990-PF (2010)
    Form 990-PF (2010)
    Page 12
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section
    Yes
    No
    501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash....................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements............................
    1b(4)
     
    No
    (5) Loans or loan guarantees..............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is “Yes,” complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If “Yes,” complete the following schedule.
    (a) Name of organization (b) Type of organization (c) Description of relationship
    SignHere
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer or fiduciary) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    Signature of officer or trustee Date Title
    PaidPreparersUseOnly Preparer's SignatureBullet Date PTIN
    Firm's namebullet



    Firm's addressbullet







         		Firm's EINbullet
    Phone no.
    Form 990-PF (2010)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2010 AccountingFeesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    TAX PREPARATION 23,544 23,544    

    TY 2010 CompensationExplanation
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Person Name Explanation
    ELAINE M FISCHER  
    HENRY K FISCHER  

    Note: To capture the full content of this document, please select landscape mode (11" x 8.5") when printing.

    TY 2010 GainLossSaleOtherAssetsSch
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    TESORO CORP 73784-770 2010-04 PURCHASE 2010-12   13,244 10,133     3,111  
    DEBENHAMS PLC UNSP ADR 23CC4-2360 2010-07 PURCHASE 2011-02   9,449 9,449        
    ALCATEL S.A. SPD AD 02069-2220 2010-12 PURCHASE 2011-02   11,191 6,660     4,531  
    DST SYSTEMS INC DEL-270 2010-06 PURCHASE 2011-04   14,653 10,442     4,211  
    GOODYEAR TIRE RUBBER 33041-490 2010-05 PURCHASE 2011-04   7,708 5,561     2,147  
    GOODYEAR TIRE RUBBER 33041-120 2010-07 PURCHASE 2011-04   1,888 1,241     647  
    GOODYEAR TIRE RUBBER 33041-780 2010-07 PURCHASE 2011-04   12,662 8,064     4,598  
    GOODYEAR TIRE RUBBER 33041-1140 2010-07 PURCHASE 2011-05   20,109 11,785     8,324  
    GOODYEAR TIRE RUBBER 33041-470 2010-09 PURCHASE 2011-05   8,291 5,226     3,065  
    GOODYEAR TIRE RUBBER 33041-610 2010-09 PURCHASE 2011-05   10,760 6,545     4,215  
    TOKYO STYLE CO 8112 FN JPY PAR ORD 2010-10 PURCHASE 2011-06   15,575 15,575        
    TOKYO STYLE CO 8112 FN JPY PAR ORD 2011-05 PURCHASE 2011-06   6,701 6,701        
    CHAODA MODERN AGRI LTD 9FSJ0-12000 2010-09 PURCHASE 2011-07   4,349 10,388     -6,039  
    CHAODA MODERN AGRI LTD 9FSJ0-20000 2011-01 PURCHASE 2011-07   7,248 14,410     -7,162  
    SNS REAAL N.V. 8F9L0-1990 2010-09 PURCHASE 2011-09   5,715 8,447     -2,732  
    GOLDMAN SACHS GROUP INC 316A8-91 2010-07 PURCHASE 2010-12   14,425 13,601     824  
    CISCO SYS INC-222 2010-03 PURCHASE 2010-12   4,257 5,811     -1,554  
    MCDONALDS CORP CO 47649-39 2010-06 PURCHASE 2010-12   3,044 2,638     406  
    MCDONALDS CORP CO 47649-16 2010-06 PURCHASE 2010-12   1,249 1,082     167  
    CELGENE CORP CO 14659-60 2010-05 PURCHASE 2010-12   3,425 3,603     -178  
    F5 NETWORKS INC CO 282U1-43 2010-08 PURCHASE 2010-12   5,619 3,772     1,847  
    STARBUCKS CORP 71795-150 2010-05 PURCHASE 2010-12   4,907 4,007     900  
    LABORATORY CP AMER HLDGS-51 2010-05 PURCHASE 2010-12   4,509 3,956     553  
    MCDONALDS CORP CO 47649-121 2010-06 PURCHASE 2011-01   9,024 8,185     839  
    STARBUCKS CORP 71795-108 2010-05 PURCHASE 2011-01   3,445 2,885     560  
    COCA-COLA 11/10/95-71 2010-01 PURCHASE 2011-01   4,478 4,055     423  
    COCA-COLA 11/10/95-2 2010-01 PURCHASE 2011-01   126 109     17  
    COLGATE PALMOLIVE CO-98 2010-01 PURCHASE 2011-01   7,671 7,893     -222  
    PRICELINE COM INC-10 2010-07 PURCHASE 2011-01   4,327 2,129     2,198  
    MCDONALDS CORP CO 47649-52 2010-06 PURCHASE 2011-01   3,847 3,517     330  
    MCDONALDS CORP CO 47649-131 2010-06 PURCHASE 2011-01   9,644 8,861     783  
    VISA INC CL A SHRS 79EC8-40 2010-05 PURCHASE 2011-01   2,866 2,927     -61  
    MCDONALDS CORP CO 47649-76 2010-06 PURCHASE 2011-01   5,550 5,141     409  
    AMERICAN TOWER CORP CL 013P8-143 2010-04 PURCHASE 2011-01   7,082 5,997     1,085  
    AMERICAN TOWER CORP CL 013P8-35 2010-04 PURCHASE 2011-01   1,714 1,468     246  
    LABORATORY CP AMER HLDGS-131 2010-05 PURCHASE 2011-01   11,756 10,161     1,595  
    LABORATORY CP AMER HLDGS-1 2010-05 PURCHASE 2011-01   90 76     14  
    LABORATORY CP AMER HLDGS-46 2010-05 PURCHASE 2011-01   4,134 3,511     623  
    3M COMPANY 74E15-22 2010-06 PURCHASE 2011-02   1,932 1,702     230  
    PRICELINE COM INC-17 2010-07 PURCHASE 2011-02   7,407 3,619     3,788  
    NVIDIA-240 2011-01 PURCHASE 2011-02   5,728 4,665     1,063  
    TEXAS INSTRUMENTS 73841-200 2010-10 PURCHASE 2011-02   7,025 5,477     1,548  
    CELGENE CORP CO 14659-162 2010-05 PURCHASE 2011-02   8,198 9,729     -1,531  
    CELGENE CORP CO 14659-134 2010-05 PURCHASE 2011-02   6,781 8,018     -1,237  
    CELGENE CORP CO 14659-21 2010-11 PURCHASE 2011-02   1,063 1,298     -235  
    NVIDIA-187 2011-01 PURCHASE 2011-02   4,493 3,635     858  
    NVIDIA-64 2011-01 PURCHASE 2011-02   1,538 1,244     294  
    TEXAS INSTRUMENTS 73841-322 2010-10 PURCHASE 2011-02   11,268 8,818     2,450  
    CELGENE CORP CO 14659-7 2010-11 PURCHASE 2011-02   357 433     -76  
    CELGENE CORP CO 14659-57 2010-11 PURCHASE 2011-02   2,903 3,586     -683  
    CELGENE CORP CO 14659-31 2010-11 PURCHASE 2011-02   1,579 1,939     -360  
    CTRIP.COM INTL LTD AD 144E3-102 2010-11 PURCHASE 2011-02   4,217 4,729     -512  
    CISCO SYS INC-176 2010-03 PURCHASE 2011-02   3,302 4,607     -1,305  
    CISCO SYS INC-679 2010-08 PURCHASE 2011-02   12,739 16,567     -3,828  
    CTRIP.COM INTL LTD AD 144E3-20 2010-11 PURCHASE 2011-02   829 927     -98  
    NETFLIX COM INC-22 2010-08 PURCHASE 2011-02   5,410 2,589     2,821  
    CTRIP.COM INTL LTD AD 144E3-74 2010-11 PURCHASE 2011-02   2,999 3,431     -432  
    CTRIP.COM INTL LTD AD 144E3-21 2010-11 PURCHASE 2011-02   851 1,005     -154  
    CTRIP.COM INTL LTD AD 144E3-107 2010-11 PURCHASE 2011-02   4,236 5,122     -886  
    AMERICAN TOWER CORP CL 013P8-25 2010-04 PURCHASE 2011-02   1,351 1,048     303  
    AMERICAN TOWER CORP CL 013P8-114 2010-04 PURCHASE 2011-02   6,159 4,852     1,307  
    PRICELINE COM INC-38 2010-07 PURCHASE 2011-03   17,398 8,090     9,308  
    NETFLIX COM INC-28 2010-08 PURCHASE 2011-03   5,724 3,296     2,428  
    TARGET CORP COM 74DG3-84 2010-07 PURCHASE 2011-03   4,315 4,408     -93  
    TARGET CORP COM 74DG3-80 2010-07 PURCHASE 2011-03   4,113 4,199     -86  
    NETFLIX COM INC-24 2010-08 PURCHASE 2011-03   4,630 2,825     1,805  
    NVIDIA-768 2011-01 PURCHASE 2011-03   14,045 14,927     -882  
    POTASH CORP SASKATCHEWA 62400-71 2010-11 PURCHASE 2011-03   3,827 3,324     503  
    BOEING COMPANY 09728-51 2010-05 PURCHASE 2011-03   3,459 3,304     155  
    COVIDIEN PLC SHS 157N0-217 2010-04 PURCHASE 2011-03   10,516 10,516        
    F5 NETWORKS INC CO 282U1-74 2010-08 PURCHASE 2011-03   6,928 6,491     437  
    F5 NETWORKS INC CO 282U1-21 2010-08 PURCHASE 2011-03   1,966 1,860     106  
    NETAPP INC 53CH4-45 2010-09 PURCHASE 2011-04   2,052 2,214     -162  
    NETAPP INC 53CH4-375 2010-09 PURCHASE 2011-04   17,277 18,448     -1,171  
    AMERICAN TOWER CORP CL 013P8-85 2010-04 PURCHASE 2011-04   4,313 3,617     696  
    AMERICAN TOWER CORP CL 013P8-71 2010-04 PURCHASE 2011-04   3,581 3,022     559  
    AMERICAN TOWER CORP CL 013P8-74 2010-06 PURCHASE 2011-04   3,732 3,069     663  
    AMERICAN TOWER CORP CL 013P8-130 2010-06 PURCHASE 2011-04   6,529 5,392     1,137  
    FREEPRT-MCMRAN CPR 278X5-70 2010-10 PURCHASE 2011-04   3,649 3,099     550  
    ADOBE SYS DEL PV 0.001 00380-76 2010-11 PURCHASE 2011-04   2,512 2,267     245  
    ADOBE SYS DEL PV 0.001 00380-173 2010-11 PURCHASE 2011-04   5,719 5,105     614  
    FREEPRT-MCMRAN CPR 278X5-147 2010-10 PURCHASE 2011-05   7,543 6,508     1,035  
    FREEPRT-MCMRAN CPR 278X5-88 2010-10 PURCHASE 2011-05   4,288 3,896     392  
    POTASH CORP SASKATCHEWA 62400-100 2010-11 PURCHASE 2011-05   5,118 4,681     437  
    CATERPILLAR INC DEL 14565-26 2010-07 PURCHASE 2011-05   2,805 1,798     1,007  
    CATERPILLAR INC DEL 14565-22 2010-07 PURCHASE 2011-05   2,373 1,528     845  
    CATERPILLAR INC DEL 14565-39 2010-07 PURCHASE 2011-05   4,221 2,708     1,513  
    BORG WARNER INC CO 069K4-36 2010-07 PURCHASE 2011-05   2,645 1,530     1,115  
    CATERPILLAR INC DEL 14565-78 2010-07 PURCHASE 2011-05   8,284 5,416     2,868  
    BORG WARNER INC CO 069K4-55 2010-07 PURCHASE 2011-05   3,955 2,338     1,617  
    CAMERON INTL CORP-159 2010-08 PURCHASE 2011-05   7,644 6,095     1,549  
    CHECK POINT SOFTWRE TECH-74 2010-07 PURCHASE 2011-05   4,029 2,391     1,638  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-05   3,147 3,411     -264  
    SALESFORCE COM INC 67897-42 2010-05 PURCHASE 2011-05   5,521 3,442     2,079  
    NORDSTROM INC 55641-100 2010-09 PURCHASE 2011-05   4,614 3,531     1,083  
    TEXTRON INC-192 2011-04 PURCHASE 2011-05   4,532 5,343     -811  
    CORNING INC 21322-416 2010-05 PURCHASE 2011-05   8,455 7,255     1,200  
    CORNING INC 21322-266 2010-06 PURCHASE 2011-05   5,407 4,865     542  
    CHECK POINT SOFTWRE TECH-25 2010-07 PURCHASE 2011-05   1,368 808     560  
    CORNING INC 21322-436 2010-06 PURCHASE 2011-05   8,754 7,974     780  
    TEXTRON INC-25 2011-04 PURCHASE 2011-05   593 696     -103  
    TEXTRON INC-86 2011-04 PURCHASE 2011-05   2,039 2,362     -323  
    FREEPRT-MCMRAN CPR 278X5-33 2010-10 PURCHASE 2011-05   1,559 1,461     98  
    FREEPRT-MCMRAN CPR 278X5-32 2010-10 PURCHASE 2011-05   1,512 1,540     -28  
    TEXTRON INC-286 2011-04 PURCHASE 2011-05   6,395 7,854     -1,459  
    TEXTRON INC-9 2011-04 PURCHASE 2011-05   201 245     -44  
    TEXTRON INC-80 2011-04 PURCHASE 2011-05   1,789 2,043     -254  
    CAMERON INTL CORP-102 2010-08 PURCHASE 2011-05   4,784 3,910     874  
    EOG RESOURCES INC 257J7-38 2010-10 PURCHASE 2011-05   4,041 3,801     240  
    BORG WARNER INC CO 069K4-13 2010-07 PURCHASE 2011-05   864 553     311  
    BORG WARNER INC CO 069K4-78 2010-08 PURCHASE 2011-05   5,185 3,565     1,620  
    FLOWSERVE CORP-28 2011-02 PURCHASE 2011-05   3,282 3,566     -284  
    FLOWSERVE CORP-27 2011-02 PURCHASE 2011-05   3,165 3,488     -323  
    CHECK POINT SOFTWRE TECH-86 2010-07 PURCHASE 2011-05   4,572 2,779     1,793  
    BORG WARNER INC CO 069K4-10 2010-08 PURCHASE 2011-05   667 457     210  
    FIRST SOLAR INC-59 2011-03 PURCHASE 2011-05   7,018 9,306     -2,288  
    TEXTRON INC-97 2011-04 PURCHASE 2011-05   2,218 2,477     -259  
    CAMERON INTL CORP-156 2010-08 PURCHASE 2011-06   7,348 5,980     1,368  
    TEXTRON INC-87 2011-04 PURCHASE 2011-06   1,959 2,222     -263  
    TEXTRON INC-105 2011-04 PURCHASE 2011-06   2,364 2,736     -372  
    FLOWSERVE CORP-14 2011-02 PURCHASE 2011-06   1,576 1,808     -232  
    FLOWSERVE CORP-35 2011-02 PURCHASE 2011-06   3,936 4,521     -585  
    NETFLIX COM INC-35 2010-08 PURCHASE 2011-06   9,293 4,119     5,174  
    FLOWSERVE CORP-20 2011-02 PURCHASE 2011-06   2,216 2,584     -368  
    SINA CORPORATION-48 2011-01 PURCHASE 2011-06   4,396 4,135     261  
    FLOWSERVE CORP-4 2011-02 PURCHASE 2011-06   426 517     -91  
    FLOWSERVE CORP-24 2011-03 PURCHASE 2011-06   2,555 3,114     -559  
    FLOWSERVE CORP-15 2011-03 PURCHASE 2011-06   1,579 1,946     -367  
    FLOWSERVE CORP-29 2011-03 PURCHASE 2011-06   3,053 3,712     -659  
    CATERPILLAR INC DEL 14565-37 2010-07 PURCHASE 2011-06   3,537 2,569     968  
    COGNIZANT TECH SOLUTNS A-44 2011-03 PURCHASE 2011-06   3,108 3,385     -277  
    COGNIZANT TECH SOLUTNS A-33 2011-03 PURCHASE 2011-06   2,331 2,520     -189  
    COGNIZANT TECH SOLUTNS A-31 2011-03 PURCHASE 2011-06   2,155 2,367     -212  
    ROCKWELL AUTOMATION INC-33 2011-02 PURCHASE 2011-06   2,584 2,903     -319  
    ROCKWELL AUTOMATION INC-4 2011-02 PURCHASE 2011-06   314 352     -38  
    ROCKWELL AUTOMATION INC-13 2011-02 PURCHASE 2011-06   1,019 1,150     -131  
    NETFLIX COM INC-16 2010-09 PURCHASE 2011-06   4,034 2,121     1,913  
    CHECK POINT SOFTWRE TECH-27 2010-07 PURCHASE 2011-06   1,448 872     576  
    HEWLETT PACKARD CO DE 36229-516 2011-02 PURCHASE 2011-06   17,965 25,027     -7,062  
    CHECK POINT SOFTWRE TECH-81 2010-07 PURCHASE 2011-06   4,342 2,617     1,725  
    DEVON ENERGY CORP NEW 229B4-98 2011-03 PURCHASE 2011-06   7,533 8,849     -1,316  
    DEVON ENERGY CORP NEW 229B4-7 2011-03 PURCHASE 2011-06   538 625     -87  
    FREEPRT-MCMRAN CPR 278X5-102 2010-10 PURCHASE 2011-06   4,868 4,907     -39  
    FIRST SOLAR INC-44 2011-03 PURCHASE 2011-06   5,355 6,940     -1,585  
    FIRST SOLAR INC-48 2011-04 PURCHASE 2011-06   5,842 7,713     -1,871  
    FIRST SOLAR INC-2 2011-04 PURCHASE 2011-06   243 324     -81  
    NORDSTROM INC 55641-108 2010-09 PURCHASE 2011-06   4,918 3,814     1,104  
    NORDSTROM INC 55641-28 2010-09 PURCHASE 2011-06   1,275 992     283  
    SANDISK CORP INC-141 2010-12 PURCHASE 2011-06   6,024 6,725     -701  
    SANDISK CORP INC-93 2010-12 PURCHASE 2011-06   3,973 4,499     -526  
    FIRST SOLAR INC-5 2011-04 PURCHASE 2011-06   602 809     -207  
    NORDSTROM INC 55641-151 2010-09 PURCHASE 2011-06   6,811 5,351     1,460  
    SANDISK CORP INC-99 2010-12 PURCHASE 2011-06   4,076 4,789     -713  
    SANDISK CORP INC-78 2011-02 PURCHASE 2011-06   3,211 4,008     -797  
    DEVON ENERGY CORP NEW 229B4-31 2011-03 PURCHASE 2011-06   2,401 2,768     -367  
    DEVON ENERGY CORP NEW 229B4-49 2011-03 PURCHASE 2011-06   3,796 4,248     -452  
    NORDSTROM INC 55641-17 2010-09 PURCHASE 2011-06   763 602     161  
    NETFLIX COM INC-14 2010-09 PURCHASE 2011-07   4,024 1,856     2,168  
    SINA CORPORATION-43 2011-01 PURCHASE 2011-07   4,593 3,704     889  
    NETFLIX COM INC-15 2010-09 PURCHASE 2011-07   4,462 1,988     2,474  
    SINA CORPORATION-26 2011-01 PURCHASE 2011-07   3,109 2,240     869  
    SALESFORCE COM INC 67897-4 2010-11 PURCHASE 2011-08   581 457     124  
    SALESFORCE COM INC 67897-39 2010-11 PURCHASE 2011-08   5,623 4,456     1,167  
    COGNIZANT TECH SOLUTNS A-76 2011-03 PURCHASE 2011-08   5,451 5,803     -352  
    COGNIZANT TECH SOLUTNS A-26 2011-03 PURCHASE 2011-08   1,865 2,017     -152  
    COGNIZANT TECH SOLUTNS A-15 2011-04 PURCHASE 2011-08   1,076 1,226     -150  
    SINA CORPORATION-16 2011-01 PURCHASE 2011-08   1,595 1,378     217  
    SINA CORPORATION-6 2011-01 PURCHASE 2011-08   574 517     57  
    SINA CORPORATION-27 2011-01 PURCHASE 2011-08   2,581 2,343     238  
    STRYKER CORP-90 2011-05 PURCHASE 2011-08   4,590 5,656     -1,066  
    CHECK POINT SOFTWRE TECH-205 2010-10 PURCHASE 2011-08   10,199 7,589     2,610  
    BAKER HUGHES INC-57 2011-02 PURCHASE 2011-08   3,435 3,873     -438  
    COGNIZANT TECH SOLUTNS A-22 2011-04 PURCHASE 2011-08   1,402 1,798     -396  
    COGNIZANT TECH SOLUTNS A-65 2011-04 PURCHASE 2011-08   4,143 5,321     -1,178  
    COGNIZANT TECH SOLUTNS A-1 2011-05 PURCHASE 2011-08   64 82     -18  
    CHECK POINT SOFTWRE TECH-41 2010-10 PURCHASE 2011-08   1,989 1,518     471  
    STRYKER CORP-22 2011-05 PURCHASE 2011-08   1,018 1,383     -365  
    STRYKER CORP-57 2011-05 PURCHASE 2011-08   2,639 3,606     -967  
    CATERPILLAR INC DEL 14565-53 2011-02 PURCHASE 2011-08   4,826 5,578     -752  
    STRYKER CORP-102 2011-05 PURCHASE 2011-08   4,577 6,452     -1,875  
    STRYKER CORP-57 2011-05 PURCHASE 2011-08   2,558 3,645     -1,087  
    STRYKER CORP-9 2011-05 PURCHASE 2011-08   401 575     -174  
    STRYKER CORP-43 2011-05 PURCHASE 2011-08   1,918 2,752     -834  
    STRYKER CORP-76 2011-05 PURCHASE 2011-08   3,390 4,841     -1,451  
    POTASH CORP SASKATCHEWA 62400-14 2010-11 PURCHASE 2011-08   715 655     60  
    POTASH CORP SASKATCHEWA 62400-165 2010-12 PURCHASE 2011-08   8,426 7,683     743  
    POTASH CORP SASKATCHEWA 62400-73 2011-01 PURCHASE 2011-08   3,728 4,038     -310  
    POTASH CORP SASKATCHEWA 62400-17 2011-01 PURCHASE 2011-08   879 940     -61  
    ROCKWELL AUTOMATION INC-65 2011-02 PURCHASE 2011-08   3,583 5,749     -2,166  
    ROCKWELL AUTOMATION INC-71 2011-02 PURCHASE 2011-08   3,913 6,286     -2,373  
    ROCKWELL AUTOMATION INC-26 2011-02 PURCHASE 2011-08   1,433 2,348     -915  
    ALLEGHENY TECH INC 016N1-14 2010-10 PURCHASE 2011-09   532 668     -136  
    EOG RESOURCES INC 257J7-42 2010-10 PURCHASE 2011-09   3,264 4,201     -937  
    FREEPRT-MCMRAN CPR 278X5-70 2010-10 PURCHASE 2011-09   2,286 3,368     -1,082  
    FREEPRT-MCMRAN CPR 278X5-6 2010-11 PURCHASE 2011-09   196 287     -91  
    GILEAD SCIENCES INC COM 32422-197 2011-07 PURCHASE 2011-09   7,902 8,470     -568  
    ILLUMINA INC COM-22 2011-01 PURCHASE 2011-10   843 1,471     -628  
    LAS VEGAS SANDS CORP 436S9-103 2011-06 PURCHASE 2011-10   3,813 4,171     -358  
    BAKER HUGHES INC-211 2011-02 PURCHASE 2011-10   10,151 14,338     -4,187  
    FREEPRT-MCMRAN CPR 278X5-378 2010-11 PURCHASE 2011-10   11,876 18,109     -6,233  
    FREEPRT-MCMRAN CPR 278X5-28 2010-11 PURCHASE 2011-10   880 1,502     -622  
    FREEPRT-MCMRAN CPR 278X5-80 2010-11 PURCHASE 2011-10   2,513 4,161     -1,648  
    NETFLIX COM INC-46 2010-12 PURCHASE 2011-10   5,126 8,731     -3,605  
    NETFLIX COM INC-22 2011-04 PURCHASE 2011-10   2,452 5,124     -2,672  
    NETFLIX COM INC-18 2011-07 PURCHASE 2011-10   2,006 4,601     -2,595  
    SINA CORPORATION-67 2011-01 PURCHASE 2011-10   4,890 5,815     -925  
    ALLEGHENY TECH INC 016N1-21 2010-10 PURCHASE 2011-10   675 1,002     -327  
    ALLEGHENY TECH INC 016N1-168 2010-10 PURCHASE 2011-10   5,400 7,844     -2,444  
    ILLUMINA INC COM-38 2011-01 PURCHASE 2011-10   1,442 2,541     -1,099  
    ILLUMINA INC COM-5 2011-01 PURCHASE 2011-10   190 345     -155  
    SINA CORPORATION-42 2011-01 PURCHASE 2011-10   2,933 3,645     -712  
    SINA CORPORATION-11 2011-01 PURCHASE 2011-10   768 960     -192  
    YUM BRANDS, INC.-116 2011-05 PURCHASE 2011-10   5,745 6,532     -787  
    YUM BRANDS, INC.-7 2011-05 PURCHASE 2011-10   347 391     -44  
    ALLEGHENY TECH INC 016N1-46 2010-10 PURCHASE 2011-10   1,515 2,148     -633  
    ALLEGHENY TECH INC 016N1-27 2011-03 PURCHASE 2011-10   890 1,724     -834  
    CANADIAN NATURAL RES LT 13776-76 2010-10 PURCHASE 2011-10   2,290 2,712     -422  
    CANADIAN NATURAL RES LT 13776-158 2010-10 PURCHASE 2011-10   4,722 5,638     -916  
    CANADIAN NATURAL RES LT 13776-23 2010-11 PURCHASE 2011-10   687 902     -215  
    CANADIAN NATURAL RES LT 13776-45 2010-11 PURCHASE 2011-10   1,345 1,713     -368  
    LORILLARD INC-17 2011-10 PURCHASE 2011-10   1,954 1,880     74  
    STERICYCLE INC COM-18 2011-08 PURCHASE 2011-10   1,502 1,440     62  
    BG GROUP PLC SPON AD 080X2-30 2011-04 PURCHASE 2011-10   3,222 3,648     -426  
    ABERCROMBIE & FITCH CO-39 2011-10 PURCHASE 2011-10   2,689 2,517     172  
    DANAHER CORP DEL CO 22576-65 2011-05 PURCHASE 2011-10   3,031 3,516     -485  
    FAMILY DOLLAR STORES-55 2011-10 PURCHASE 2011-10   3,234 3,178     56  
    GOOGLE INC CL A 31842-20 2011-02 PURCHASE 2011-10   11,782 12,477     -695  
    ILLUMINA INC COM-87 2011-01 PURCHASE 2011-10   2,331 5,998     -3,667  
    INTEL-131 2011-05 PURCHASE 2011-10   3,145 3,127     18  
    INTEL-84 2011-05 PURCHASE 2011-10   2,017 1,960     57  
    JUNIPER NETWORKS INC 405H1-104 2010-11 PURCHASE 2011-10   2,207 3,581     -1,374  
    JUNIPER NETWORKS INC 405H1-28 2010-11 PURCHASE 2011-10   594 982     -388  
    JOHNSON & JOHNSON-139 2011-05 PURCHASE 2011-10   8,828 9,251     -423  
    KIMBERLY CLARK 42451-54 2011-09 PURCHASE 2011-10   3,923 3,716     207  
    KOHLS CORP-73 2011-08 PURCHASE 2011-10   3,955 3,497     458  
    KROGER CO-205 2011-06 PURCHASE 2011-10   4,728 5,021     -293  
    KROGER CO-25 2011-06 PURCHASE 2011-10   577 608     -31  
    LAUDER ESTEE COS INC A-40 2011-08 PURCHASE 2011-10   3,864 3,679     185  
    LAS VEGAS SANDS CORP 436S9-103 2011-06 PURCHASE 2011-10   4,228 4,171     57  
    MONSANTO CO NEW DEL CO 46HY7-80 2011-05 PURCHASE 2011-10   5,957 5,667     290  
    MONSANTO CO NEW DEL CO 46HY7-20 2011-06 PURCHASE 2011-10   1,489 1,410     79  
    MCDONALDS CORP CO 47649-62 2011-05 PURCHASE 2011-10   5,689 5,138     551  
    MICROSOFT CORP-187 2011-08 PURCHASE 2011-10   5,049 4,713     336  
    NATIONAL-OILWELL VARCO 526S0-56 2011-03 PURCHASE 2011-10   3,647 4,180     -533  
    PRAXAIR INC 61889-35 2011-08 PURCHASE 2011-10   3,598 3,292     306  
    QUALCOMM INC-59 2011-07 PURCHASE 2011-10   3,062 3,359     -297  
    REPUBLIC SERVICES INC-90 2011-08 PURCHASE 2011-10   2,603 2,458     145  
    RAYTHEON CO DELAWARE NE 64AP3-62 2011-05 PURCHASE 2011-10   2,710 3,055     -345  
    RAYTHEON CO DELAWARE NE 64AP3-15 2011-05 PURCHASE 2011-10   656 745     -89  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-10   2,873 3,721     -848  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-10   2,346 3,060     -714  
    SIGMA ALDRICH CORP-48 2011-06 PURCHASE 2011-10   3,247 3,263     -16  
    TYCO INTL LTD NAMEN-AKT-74 2011-06 PURCHASE 2011-10   3,300 3,428     -128  
    TIME WARNER INC SHS 74KB0-95 2011-05 PURCHASE 2011-10   3,269 3,494     -225  
    TYSON FOODS INC CL A 75775-224 2011-06 PURCHASE 2011-10   4,199 4,152     47  
    UNION PACIFIC CORP 76323-52 2011-10 PURCHASE 2011-10   5,030 4,629     401  
    VERIFONE SYSTEMS INC-39 2011-09 PURCHASE 2011-10   1,501 1,538     -37  
    WATERS CORP-75 2011-02 PURCHASE 2011-10   6,006 5,939     67  
    WAL-MART STORES INC-121 2011-06 PURCHASE 2011-10   6,895 6,419     476  
    YUM BRANDS, INC.-68 2011-05 PURCHASE 2011-10   3,638 3,802     -164  
    CME GROUP INC 153G0-11 2010-12 PURCHASE 2011-10   2,900 3,290     -390  
    AMN ELEC POWER CO 02516-78 2011-05 PURCHASE 2011-10   3,049 3,000     49  
    PEPSICO-75 2011-05 PURCHASE 2011-10   4,660 5,331     -671  
    COMERICA INC COM-102 2011-04 PURCHASE 2011-10   2,479 3,913     -1,434  
    CME GROUP INC 153G0-17 2010-12 PURCHASE 2011-10   4,445 5,084     -639  
    CME GROUP INC 153G0-22 2010-12 PURCHASE 2011-10   5,782 6,821     -1,039  
    CME GROUP INC 153G0-2 2010-12 PURCHASE 2011-11   547 620     -73  
    RAYTHEON CO DELAWARE NE 64AP3-64 2011-05 PURCHASE 2011-11   2,776 3,179     -403  
    JOHNSON & JOHNSON-90 2011-05 PURCHASE 2011-11   5,749 5,990     -241  
    INTEL-276 2011-05 PURCHASE 2011-11   6,564 6,441     123  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-11   2,336 3,309     -973  
    U.S. TREASURY NOTE 2.375% JUL 31 201 2010-08 PURCHASE 2011-02   182,609 191,643     -9,034  
    U.S. TREASURY NOTE 2.375% JUL 31 201 2010-08 PURCHASE 2011-02   118,502 124,612     -6,110  
    U.S. TREASURY NOTE 2.500% JUN 30 201 2010-08 PURCHASE 2011-02   59,646 63,059     -3,413  
    U.S. TREASURY NOTE 2.375% OCT 31 201 2010-04 PURCHASE 2011-02   46,005 45,134     871  
    U.S. TREASURY NOTE 2.375% OCT 31 201 2010-10 PURCHASE 2011-02   138,016 143,301     -5,285  
    U.S. TRSY INFLATIN NTE H27H4-50 2010-05 PURCHASE 2011-04   5,560 5,617     -57  
    U.S. TREASURY BILL ZERO% SEP 08 2011 2011-03 PURCHASE 2011-05   30,994 30,980     14  
    FEDERAL NATL MTG ASSOC NOTES 00.750% 2011-01 PURCHASE 2011-05   7,988 7,907     81  
    U.S. TREASURY BILL ZERO% SEP 08 2011 2011-03 PURCHASE 2011-09   394,000 393,742     258  
    U.S. TRSY INFLATION NOT H2639-30 2010-11 PURCHASE 2011-10   6,038 5,656     382  
    FEDERAL NATL MTG ASSOC NOTES 00.750% 2011-01 PURCHASE 2011-10   6,029 5,930     99  
    U.S. TREASURY NOTE 2.125% AUG 15 202 2011-09 PURCHASE 2011-10   4,964 5,063     -99  
    U.S. TREASURY NOTE 1.500% JUL 31 201 2011-08 PURCHASE 2011-10   6,136 6,169     -33  
    U.S. TRSRY INFLATION BON 2.500% JAN 2010-11 PURCHASE 2011-10   25,676 23,890     1,786  
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 2010-08 PURCHASE 2010-12   250,000 250,000        
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2010-10 PURCHASE 2011-08   371,969 371,536     433  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2010-10 PURCHASE 2011-08   177,531 177,324     207  
    SPDR DOW JONES INDUST AV ETF TRUST-4 2011-08 PURCHASE 2011-08   541,007 540,500     507  
    SPDR DOW JONES INDUST AV ETF TRUST-3 2011-08 PURCHASE 2011-08   437,410 412,300     25,110  
    SPDR DOW JONES INDUST AV ETF TRUST-9 2011-08 PURCHASE 2011-10   105,608 97,650     7,958  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2010-10 PURCHASE 2011-10   125,047 124,971     76  
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 2010-12 PURCHASE 2011-10   75,000 75,000        
    ABBOTT LABORATORIES-130 2010-08 PURCHASE 2010-12   6,119 6,372     -253  
    ABBOTT LABORATORIES-56 2010-08 PURCHASE 2010-12   2,636 2,850     -214  
    ABBOTT LABORATORIES-43 2010-09 PURCHASE 2010-12   2,024 2,246     -222  
    BARRICK GOLD CORPORATION-292 2010-08 PURCHASE 2010-12   15,512 12,006     3,506  
    BANK NEW YORK MELLON 08462-362 2010-08 PURCHASE 2010-12   10,438 9,075     1,363  
    FRANKLIN RES INC 30655-115 2010-08 PURCHASE 2010-12   13,153 11,660     1,493  
    METLIFE INC 49DM2-165 2010-08 PURCHASE 2010-12   7,227 6,924     303  
    DELTA AIR LINES INC 23146-1073 2010-08 PURCHASE 2011-01   13,533 12,576     957  
    DELTA AIR LINES INC 23146-136 2010-08 PURCHASE 2011-01   1,710 1,594     116  
    BANK NEW YORK MELLON 08462-552 2010-08 PURCHASE 2011-01   17,408 13,837     3,571  
    NEWMONT MINING CORP 55370-34 2010-08 PURCHASE 2011-01   1,939 1,893     46  
    NEWMONT MINING CORP 55370-36 2010-08 PURCHASE 2011-01   2,053 2,010     43  
    BARRICK GOLD CORPORATION-127 2010-08 PURCHASE 2011-01   6,271 5,222     1,049  
    NEWMONT MINING CORP 55370-34 2010-08 PURCHASE 2011-01   1,941 1,898     43  
    HSN INC-44 2010-08 PURCHASE 2011-01   1,259 1,277     -18  
    HSN INC-72 2010-08 PURCHASE 2011-01   2,095 2,089     6  
    MARATHON OIL CORP 46JR7-144 2010-08 PURCHASE 2011-01   6,246 4,822     1,424  
    HSN INC-50 2010-08 PURCHASE 2011-01   1,441 1,451     -10  
    M&T BANK CORPORATIO 46EB0-46 2010-08 PURCHASE 2011-01   3,934 4,001     -67  
    HSN INC-4 2010-08 PURCHASE 2011-01   113 116     -3  
    CANADIAN NATL RAILWAY C 132T5-133 2010-08 PURCHASE 2011-01   9,146 8,372     774  
    TARGET CORP COM 74DG3-149 2010-08 PURCHASE 2011-02   8,190 7,639     551  
    EXXON MOBIL CORP CO 257D4-201 2010-08 PURCHASE 2011-02   16,162 12,056     4,106  
    KROGER CO-147 2010-08 PURCHASE 2011-02   3,281 3,114     167  
    AMGEN INC COM PV 0.000 04491-167 2010-08 PURCHASE 2011-02   8,832 9,136     -304  
    HALLIBURTON COMPANY 34824-90 2010-08 PURCHASE 2011-02   4,237 2,668     1,569  
    AMGEN INC COM PV 0.000 04491-144 2010-08 PURCHASE 2011-02   7,603 7,878     -275  
    KROGER CO-199 2010-08 PURCHASE 2011-03   4,569 4,216     353  
    TARGET CORP COM 74DG3-138 2010-08 PURCHASE 2011-03   7,078 7,075     3  
    KEYCORP NEW CO 415J3-1258 2010-08 PURCHASE 2011-03   11,380 10,616     764  
    COVIDIEN PLC SHS 157N0-317 2010-08 PURCHASE 2011-03   11,748 11,748        
    CHEVRON CORP 144X5-103 2010-08 PURCHASE 2011-03   10,884 7,765     3,119  
    KROGER CO-204 2010-08 PURCHASE 2011-04   4,898 4,322     576  
    ARCHER DANIELS MIDLD 05071-99 2010-08 PURCHASE 2011-04   3,472 2,692     780  
    FORD MOTOR COMPANY-817 2010-08 PURCHASE 2011-04   12,044 10,447     1,597  
    ARCHER DANIELS MIDLD 05071-60 2010-08 PURCHASE 2011-04   2,110 1,632     478  
    HALLIBURTON COMPANY 34824-89 2010-08 PURCHASE 2011-04   4,351 2,639     1,712  
    CITIGROUP INC-1384 2010-05 PURCHASE 2011-05   5,218 5,218        
    CITIGROUP INC-2247 2010-06 PURCHASE 2011-05   8,561 8,561        
    CITIGROUP INC-1392 2010-08 PURCHASE 2011-05   5,721 5,721        
    CITIGROUP INC-1145 2010-09 PURCHASE 2011-05   4,408 4,408        
    INTEL-303 2010-08 PURCHASE 2011-05   7,070 6,296     774  
    COMCAST CORP NEW CL A 127J0-182 2010-08 PURCHASE 2011-05   4,595 3,566     1,029  
    MOSAIC CO-228 2010-08 PURCHASE 2011-05   10,881 10,881        
    HSN INC-36 2010-08 PURCHASE 2011-05   1,180 1,045     135  
    HSN INC-48 2010-08 PURCHASE 2011-06   1,554 1,393     161  
    PHILIP MORRIS INTL INC 601S5-75 2011-03 PURCHASE 2011-06   4,938 4,783     155  
    COLGATE PALMOLIVE CO-40 2010-08 PURCHASE 2011-06   3,431 3,039     392  
    COLGATE PALMOLIVE CO-30 2010-08 PURCHASE 2011-06   2,573 2,280     293  
    HALLIBURTON COMPANY 34824-101 2010-08 PURCHASE 2011-06   4,710 2,994     1,716  
    KROGER CO-157 2010-08 PURCHASE 2011-06   3,844 3,326     518  
    SCHLUMBERGER LTD-69 2010-08 PURCHASE 2011-06   5,631 4,116     1,515  
    PEPSICO-94 2010-08 PURCHASE 2011-06   6,436 6,091     345  
    COMCAST CORP NEW CL A 127J0-151 2010-08 PURCHASE 2011-06   3,564 2,959     605  
    HERTZ GLOBAL HOLDINGS IN-35 2010-08 PURCHASE 2011-07   576 402     174  
    HERTZ GLOBAL HOLDINGS IN-52 2010-08 PURCHASE 2011-07   833 598     235  
    DELTA AIR LINES INC 23146-149 2010-08 PURCHASE 2011-07   1,200 1,746     -546  
    DELTA AIR LINES INC 23146-202 2010-08 PURCHASE 2011-07   1,630 2,367     -737  
    COVIDIEN PLC SHS NEW-220 2010-07 PURCHASE 2011-07   11,052 8,153     2,899  
    INTL PAPER CO-119 2010-11 PURCHASE 2011-09   2,960 3,097     -137  
    MCKESSON CORPORATION COM-43 2011-02 PURCHASE 2011-11   3,368 3,343     25  
    MCKESSON CORPORATION COM-25 2011-02 PURCHASE 2011-11   1,961 1,944     17  
    ALCON INC 01901-35 2009-12 PURCHASE 2010-12   5,551 5,464     87  
    GILEAD SCIENCES INC COM 32422-19 2009-12 PURCHASE 2010-12   706 885     -179  
    GILEAD SCIENCES INC COM 32422-28 2010-11 PURCHASE 2010-12   1,040 1,130     -90  
    GILEAD SCIENCES INC COM 32422-94 2010-11 PURCHASE 2010-12   3,507 3,792     -285  
    GILEAD SCIENCES INC COM 32422-77 2010-11 PURCHASE 2010-12   2,877 3,106     -229  
    ACE LTD 02600-13 2010-09 PURCHASE 2010-12   797 757     40  
    ACE LTD 02600-4 2010-11 PURCHASE 2010-12   245 243     2  
    ACE LTD 02600-24 2010-11 PURCHASE 2010-12   1,465 1,456     9  
    ACE LTD 02600-59 2010-11 PURCHASE 2010-12   3,571 3,579     -8  
    ACE LTD 02600-36 2010-11 PURCHASE 2010-12   2,193 2,184     9  
    GOLDMAN SACHS GROUP INC 316A8-26 2010-11 PURCHASE 2011-01   4,448 4,227     221  
    COLGATE PALMOLIVE CO-11 2010-05 PURCHASE 2011-02   830 935     -105  
    COLGATE PALMOLIVE CO-15 2010-05 PURCHASE 2011-02   1,132 1,274     -142  
    COLGATE PALMOLIVE CO-15 2010-05 PURCHASE 2011-02   1,132 1,282     -150  
    COLGATE PALMOLIVE CO-62 2010-11 PURCHASE 2011-02   4,681 4,849     -168  
    J P MORGAN CHASE AND CO 405S5-231 2010-11 PURCHASE 2011-02   10,516 8,517     1,999  
    J P MORGAN CHASE AND CO 405S5-48 2010-12 PURCHASE 2011-02   2,185 1,901     284  
    AMERICA MOVIL SER L ADR 018N7-27 2010-11 PURCHASE 2011-02   1,521 1,575     -54  
    TYCO ELECTRONICS LTD. REG.SHS-10 2010-05 PURCHASE 2011-03   277 277        
    TYCO ELECTRONICS LTD. REG.SHS-122 2010-05 PURCHASE 2011-03   3,310 3,310        
    TYCO ELECTRONICS LTD. REG.SHS-47 2010-05 PURCHASE 2011-03   1,292 1,292        
    TYCO ELECTRONICS LTD. REG.SHS-66 2010-06 PURCHASE 2011-03   1,874 1,874        
    TYCO ELECTRONICS LTD. REG.SHS-57 2010-06 PURCHASE 2011-03   1,627 1,627        
    TYCO ELECTRONICS LTD. REG.SHS-96 2010-06 PURCHASE 2011-03   2,754 2,754        
    TYCO ELECTRONICS LTD. REG.SHS-32 2010-06 PURCHASE 2011-03   919 919        
    TYCO ELECTRONICS LTD. REG.SHS-90 2010-06 PURCHASE 2011-03   2,375 2,375        
    TYCO ELECTRONICS LTD. REG.SHS-48 2010-06 PURCHASE 2011-03   1,317 1,317        
    TYCO ELECTRONICS LTD. REG.SHS-26 2010-06 PURCHASE 2011-03   747 747        
    TYCO ELECTRONICS LTD. REG.SHS-26 2010-06 PURCHASE 2011-03   742 742        
    TYCO ELECTRONICS LTD. REG.SHS-241 2010-11 PURCHASE 2011-03   7,658 7,658        
    TYCO ELECTRONICS LTD. REG.SHS-64 2010-12 PURCHASE 2011-03   2,143 2,143        
    YAHOO INC 84AD5-131 2010-04 PURCHASE 2011-03   2,109 2,378     -269  
    YAHOO INC 84AD5-36 2010-04 PURCHASE 2011-04   605 653     -48  
    YAHOO INC 84AD5-140 2010-04 PURCHASE 2011-04   2,352 2,583     -231  
    YAHOO INC 84AD5-78 2010-04 PURCHASE 2011-04   1,320 1,439     -119  
    YAHOO INC 84AD5-86 2010-04 PURCHASE 2011-04   1,448 1,587     -139  
    YAHOO INC 84AD5-243 2010-04 PURCHASE 2011-04   4,024 4,483     -459  
    YAHOO INC 84AD5-73 2010-04 PURCHASE 2011-04   1,209 1,278     -69  
    YAHOO INC 84AD5-220 2010-08 PURCHASE 2011-04   3,644 3,079     565  
    YAHOO INC 84AD5-784 2010-11 PURCHASE 2011-04   12,984 12,724     260  
    YAHOO INC 84AD5-209 2010-12 PURCHASE 2011-04   3,461 3,548     -87  
    CISCO SYS INC-174 2010-08 PURCHASE 2011-04   2,932 3,913     -981  
    CISCO SYS INC-53 2010-09 PURCHASE 2011-04   893 1,145     -252  
    CISCO SYS INC-76 2010-11 PURCHASE 2011-04   1,281 1,762     -481  
    CISCO SYS INC-915 2010-11 PURCHASE 2011-04   15,506 21,208     -5,702  
    GENERAL MOTORS CO COMMON SHARES-48 2010-11 PURCHASE 2011-05   1,518 1,680     -162  
    GENERAL MOTORS CO COMMON SHARES-51 2010-11 PURCHASE 2011-05   1,607 1,785     -178  
    MICROSOFT CORP-155 2011-01 PURCHASE 2011-05   3,917 4,325     -408  
    MICROSOFT CORP-113 2011-01 PURCHASE 2011-05   2,842 3,153     -311  
    MICROSOFT CORP-47 2011-01 PURCHASE 2011-05   1,182 1,317     -135  
    MICROSOFT CORP-145 2011-01 PURCHASE 2011-05   3,626 4,062     -436  
    MICROSOFT CORP-159 2011-01 PURCHASE 2011-05   3,957 4,454     -497  
    GENERAL MOTORS CO COMMON SHARES-116 2010-11 PURCHASE 2011-05   3,654 4,060     -406  
    GENERAL MOTORS CO COMMON SHARES-37 2010-11 PURCHASE 2011-05   1,134 1,295     -161  
    GENERAL MOTORS CO COMMON SHARES-127 2010-11 PURCHASE 2011-06   3,695 4,445     -750  
    GENERAL MOTORS CO COMMON SHARES-101 2010-11 PURCHASE 2011-06   2,891 3,535     -644  
    GENERAL MOTORS CO COMMON SHARES-29 2010-11 PURCHASE 2011-06   834 1,015     -181  
    GENERAL MOTORS CO COMMON SHARES-54 2010-12 PURCHASE 2011-06   1,553 1,871     -318  
    GENERAL MOTORS CO COMMON SHARES-27 2011-01 PURCHASE 2011-06   776 1,019     -243  
    GENERAL MOTORS CO COMMON SHARES-1 2011-01 PURCHASE 2011-06   29 37     -8  
    CME GROUP INC 153G0-27 2010-11 PURCHASE 2011-06   7,177 7,806     -629  
    GENERAL MOTORS CO COMMON SHARES-59 2011-01 PURCHASE 2011-06   1,750 2,209     -459  
    GENERAL MOTORS CO COMMON SHARES-35 2011-01 PURCHASE 2011-06   1,038 1,312     -274  
    GOOGLE INC CL A 31842-3 2010-09 PURCHASE 2011-06   1,422 1,538     -116  
    GOOGLE INC CL A 31842-23 2010-11 PURCHASE 2011-06   10,899 14,186     -3,287  
    GENERAL MOTORS CO COMMON SHARES-73 2011-01 PURCHASE 2011-06   2,181 2,736     -555  
    GOOGLE INC CL A 31842-12 2010-11 PURCHASE 2011-06   5,745 7,401     -1,656  
    GOOGLE INC CL A 31842-7 2010-12 PURCHASE 2011-06   3,351 4,128     -777  
    GOOGLE INC CL A 31842-11 2011-04 PURCHASE 2011-06   5,266 6,333     -1,067  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   5,833 7,195     -1,362  
    ANHEUSER-BUSCH INBEV ADR-201 2010-11 PURCHASE 2011-07   10,996 12,742     -1,746  
    ANHEUSER-BUSCH INBEV ADR-51 2010-12 PURCHASE 2011-07   2,790 2,970     -180  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   161 197     -36  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   3,789 4,661     -872  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   2,656 3,275     -619  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   5,231 6,562     -1,331  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2010-12 PURCHASE 2011-07   463 581     -118  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2011-01 PURCHASE 2011-07   537 684     -147  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2011-01 PURCHASE 2011-07   1,613 2,105     -492  
    BANCO SANTNDER BRZL SA AMERICN DEPOS 2011-01 PURCHASE 2011-07   3,936 5,202     -1,266  
    ADOBE SYS DEL PV 0.001 00380-77 2010-11 PURCHASE 2011-10   1,977 2,255     -278  
    ADOBE SYS DEL PV 0.001 00380-23 2010-11 PURCHASE 2011-10   597 674     -77  
    ADOBE SYS DEL PV 0.001 00380-36 2010-11 PURCHASE 2011-10   935 1,057     -122  
    ADOBE SYS DEL PV 0.001 00380-37 2010-11 PURCHASE 2011-10   988 1,086     -98  
    ADOBE SYS DEL PV 0.001 00380-59 2010-11 PURCHASE 2011-10   1,575 1,736     -161  
    ADOBE SYS DEL PV 0.001 00380-37 2010-11 PURCHASE 2011-10   1,003 1,088     -85  
    ADOBE SYS DEL PV 0.001 00380-47 2010-11 PURCHASE 2011-10   1,274 1,397     -123  
    ADOBE SYS DEL PV 0.001 00380-13 2010-11 PURCHASE 2011-10   352 377     -25  
    ADOBE SYS DEL PV 0.001 00380-59 2010-11 PURCHASE 2011-10   1,559 1,710     -151  
    ADOBE SYS DEL PV 0.001 00380-121 2010-11 PURCHASE 2011-10   3,197 3,520     -323  
    ADOBE SYS DEL PV 0.001 00380-3 2010-12 PURCHASE 2011-10   79 87     -8  
    ADOBE SYS DEL PV 0.001 00380-185 2010-12 PURCHASE 2011-10   4,818 5,384     -566  
    KIMBERLY CLARK 42451-61 2010-06 PURCHASE 2010-12   3,783 3,745     38  
    KIMBERLY CLARK 42451-9 2010-06 PURCHASE 2010-12   558 568     -10  
    ROGERS COMMUNICATIONS 65563-79 2010-02 PURCHASE 2010-12   2,690 2,439     251  
    ROGERS COMMUNICATIONS 65563-72 2010-02 PURCHASE 2010-12   2,454 2,374     80  
    ROGERS COMMUNICATIONS 65563-67 2010-02 PURCHASE 2010-12   2,264 2,209     55  
    PARKER HANNIFIN CORP-104 2010-08 PURCHASE 2011-01   9,111 6,616     2,495  
    PACCAR INC-130 2010-05 PURCHASE 2011-01   7,315 5,177     2,138  
    KELLOGG CO-99 2010-03 PURCHASE 2011-02   5,295 5,234     61  
    KELLOGG CO-58 2010-08 PURCHASE 2011-02   3,102 2,951     151  
    ROGERS COMMUNICATIONS 65563-79 2010-02 PURCHASE 2011-02   2,778 2,605     173  
    PUB SVC ENTERPRISE GRP 63133-231 2010-07 PURCHASE 2011-02   7,438 7,945     -507  
    ROGERS COMMUNICATIONS 65563-26 2010-02 PURCHASE 2011-02   905 857     48  
    ROGERS COMMUNICATIONS 65563-80 2010-08 PURCHASE 2011-02   2,784 2,821     -37  
    KIMBERLY CLARK 42451-79 2010-06 PURCHASE 2011-02   5,129 4,986     143  
    KIMBERLY CLARK 42451-63 2010-08 PURCHASE 2011-02   4,090 4,089     1  
    TYCO INTL LTD NAMEN-AKT-122 2010-05 PURCHASE 2011-02   5,464 4,373     1,091  
    COVIDIEN PLC SHS 157N0-277 2010-06 PURCHASE 2011-03   12,007 12,007        
    HUNTINGTON INGALLS INDS INC-15 2011-04 PURCHASE 2011-04   600       600  
    RESEARCH IN MOTION LTD 64AP5-137 2011-01 PURCHASE 2011-04   7,626 8,068     -442  
    RESEARCH IN MOTION LTD 64AP5-7 2011-01 PURCHASE 2011-04   390 416     -26  
    CITIGROUP INC-1826 2010-12 PURCHASE 2011-05   8,510 8,510        
    CITIGROUP INC-2031 2011-02 PURCHASE 2011-05   9,624 9,624        
    ABBOTT LABORATORIES-152 2010-06 PURCHASE 2011-06   7,891 7,434     457  
    MERCK AND CO INC SHS-11 2010-08 PURCHASE 2011-06   381 386     -5  
    ALPHA NATURAL RESOURCES INC-91 2011-04 PURCHASE 2011-08   2,594 5,128     -2,534  
    ALPHA NATURAL RESOURCES INC-95 2011-04 PURCHASE 2011-08   2,708 5,407     -2,699  
    CITIGROUP INC COM NEW-182 2010-12 PURCHASE 2011-08   5,492 8,482     -2,990  
    CITIGROUP INC COM NEW-203 2011-02 PURCHASE 2011-08   6,126 9,620     -3,494  
    CITIGROUP INC COM NEW-283 2011-05 PURCHASE 2011-08   8,540 12,527     -3,987  
    NORTHROP GRUMMAN CORP 56637-53 2011-01 PURCHASE 2011-08   2,794 3,667     -873  
    AMERIPRISE FINL INC 023T3-121 2011-02 PURCHASE 2011-08   5,223 7,032     -1,809  
    AMERIPRISE FINL INC 023T3-19 2011-08 PURCHASE 2011-08   820 812     8  
    ILLINOIS TOOL WORKS INC-118 2011-01 PURCHASE 2011-08   5,278 6,541     -1,263  
    ILLINOIS TOOL WORKS INC-30 2011-03 PURCHASE 2011-08   1,342 1,608     -266  
    SUNTRUST BKS INC CO 72768-140 2011-04 PURCHASE 2011-08   2,605 3,924     -1,319  
    SUNTRUST BKS INC CO 72768-42 2011-04 PURCHASE 2011-08   782 1,183     -401  
    NORTHROP GRUMMAN CORP 56637-40 2011-01 PURCHASE 2011-08   2,082 2,768     -686  
    ILLINOIS TOOL WORKS INC-172 2011-03 PURCHASE 2011-08   7,639 9,219     -1,580  
    SUNTRUST BKS INC CO 72768-156 2011-04 PURCHASE 2011-08   3,039 4,394     -1,355  
    AMERIPRISE FINL INC 023T3-106 2011-08 PURCHASE 2011-08   4,582 4,530     52  
    HSBC HLDG PLC SPNADR NE 35BN2-86 2011-03 PURCHASE 2011-09   3,337 4,513     -1,176  
    HSBC HLDG PLC SPNADR NE 35BN2-84 2011-03 PURCHASE 2011-09   3,259 4,241     -982  
    BASF SE SPONSORED AD 080W7-80 2011-03 PURCHASE 2011-09   4,726 6,673     -1,947  
    BASF SE SPONSORED AD 080W7-53 2011-04 PURCHASE 2011-09   3,131 4,795     -1,664  
    COMCAST CORP NEW CL A 127J0-151 2011-04 PURCHASE 2011-10   3,719 3,948     -229  
    US BANCORP (NEW) 76B35-47 2011-08 PURCHASE 2011-10   1,185 1,044     141  
    AMERICAN EXPRESS GLB 04.875% JUL 15 2010-04 PURCHASE 2010-12   27,768 27,614     154  
    U.S. TREASURY NOTE 2.000% NOV 30 201 2010-10 PURCHASE 2011-01   23,688 24,038     -350  
    U.S. TREASURY BOND 4.375% MAY 15 204 2010-08 PURCHASE 2011-01   36,379 39,869     -3,490  
    U.S. TREASURY NOTE 2.000% NOV 30 201 2010-10 PURCHASE 2011-01   11,339 11,496     -157  
    U.S. TREASURY NOTE 2.000% NOV 30 201 2010-12 PURCHASE 2011-01   27,832 27,784     48  
    TOTAL CAPITAL SA COMPANY GUARNT GLB 2011-01 PURCHASE 2011-03   39,843 40,016     -173  
    U.S. TREASURY NOTE H27Y5-470 2010-03 PURCHASE 2011-03   47,140 47,360     -220  
    U.S. TREASURY NOTE 1.125% DEC 15 201 2010-10 PURCHASE 2011-05   2,024 2,031     -7  
    WELLS FARGO & CO NOTES SER MTN GLB 0 2011-03 PURCHASE 2011-06   1,021 999     22  
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR 2011-02 PURCHASE 2011-06   1,025 986     39  
    LLOYDS TSB BANK PLC BANK GUARANTEED 2011-01 PURCHASE 2011-06   1,056 1,008     48  
    BP CAPITAL MARKETS PLC COMPANY GUARN 2010-09 PURCHASE 2011-06   1,024 1,018     6  
    TRANSOCEAN INC COMPANY GUARNT GLB 06 2011-01 PURCHASE 2011-06   1,133 1,080     53  
    ROYAL BK OF SCOTLAND PLC COMPANY GUA 2010-09 PURCHASE 2011-06   1,019 1,023     -4  
    ALLY FINANCIAL INC GLB 06.875% AUG 2 2010-12 PURCHASE 2011-06   1,044 1,048     -4  
    KRAFT FOODS INC GLB 04.125% FEB 09 2 2011-01 PURCHASE 2011-06   1,061 1,052     9  
    CITIGROUP INC GLB 05.375% AUG 09 202 2011-03 PURCHASE 2011-06   1,050 1,035     15  
    JPMORGAN CHASE & CO SENIOR NOTES GLB 2011-02 PURCHASE 2011-06   1,019 999     20  
    DIRECTV HLDG/FIN INC COMPANY GUARNT 2011-03 PURCHASE 2011-06   1,034 997     37  
    LLOYDS TSB BANK PLC BANK GUARANTEED 2011-01 PURCHASE 2011-06   40,028 39,304     724  
    ROYAL BK OF SCOTLAND PLC COMPANY GUA 2010-09 PURCHASE 2011-06   27,755 28,633     -878  
    U.S. TREASURY BOND 4.375% MAY 15 204 2011-07 PURCHASE 2011-07   20,237 19,997     240  
    CITIGROUP INC GLB 05.375% AUG 09 202 2011-03 PURCHASE 2011-08   21,548 20,708     840  
    U.S. TREASURY BOND 4.375% MAY 15 204 2011-07 PURCHASE 2011-08   72,085 61,990     10,095  
    U.S. TREASURY BOND 4.375% MAY 15 204 2011-07 PURCHASE 2011-09   38,659 33,995     4,664  
    U.S. TREASURY NOTE 3.125% MAY 15 202 2011-06 PURCHASE 2011-09   86,334 81,684     4,650  
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR 2011-02 PURCHASE 2011-10   5,541 4,929     612  
    DIRECTV HLDG/FIN INC COMPANY GUARNT 2011-03 PURCHASE 2011-10   5,450 4,986     464  
    U.S. TRSY INFLATION NTE 0.625% JUL 1 2011-08 PURCHASE 2011-10   2,089 2,124     -35  
    U.S. TREASURY NOTE 0.500% NOV 15 201 2011-09 PURCHASE 2011-10   4,013 4,026     -13  
    U.S. TREASURY NOTE 1.000% OCT 31 201 2011-03 PURCHASE 2011-10   41,000 41,215     -215  
    PROGRESSIVE CRP OHIO 63010-2000 2010-11 PURCHASE 2011-01   88,819 89,015     -196  
    MERCK AND CO INC SHS-1000 2010-06 PURCHASE 2011-01   34,649 35,498     -849  
    MERCK AND CO INC SHS-300 2010-07 PURCHASE 2011-01   10,395 10,529     -134  
    NESTLE S A REP RG SH AD 54035-400 2010-08 PURCHASE 2011-03   21,908 20,616     1,292  
    METLIFE INC 49DM2-500 2010-10 PURCHASE 2011-06   21,876 20,205     1,671  
    MEDTRONIC INC-1500 2010-08 PURCHASE 2011-06   59,958 47,214     12,744  
    MEDTRONIC INC-400 2011-01 PURCHASE 2011-06   15,989 14,876     1,113  
    MEDTRONIC INC-100 2011-01 PURCHASE 2011-06   3,997 3,719     278  
    ORACLE CORP-1500 2011-03 PURCHASE 2011-08   39,452 49,647     -10,195  
    ORACLE CORP-1500 2011-03 PURCHASE 2011-08   39,452 46,512     -7,060  
    PEPSICO-500 2011-09 PURCHASE 2011-10   31,104 30,206     898  
    CATERPILLAR INC DEL 14565-250 2011-01 PURCHASE 2011-10   21,655 23,458     -1,803  
    CATERPILLAR INC DEL 14565-250 2011-03 PURCHASE 2011-10   21,655 26,085     -4,430  
    FIRSTENERGY CORP 277U1-1500 2011-09 PURCHASE 2011-10   68,755 64,763     3,992  
    TESORO CORP 73784-700 2009-07 PURCHASE 2010-12   12,040 8,911     3,129  
    TESORO CORP 73784-1280 2009-08 PURCHASE 2010-12   22,017 16,806     5,211  
    PEUGEOT CITROENS SPN ADR-300 2009-09 PURCHASE 2010-12   12,396 9,121     3,275  
    MAGNA INTL INC CL A VTG 46157-60 2008-11 PURCHASE 2011-01   3,540 830     2,710  
    MAGNA INTL INC CL A VTG 46157-105 2009-05 PURCHASE 2011-01   6,195 1,711     4,484  
    NORSKE SKOGINDUSTRIER A 9BFE9-1800 2007-10 PURCHASE 2011-01   5,351 18,218     -12,867  
    NORSKE SKOGINDUSTRIER A 9BFE9-4000 2008-02 PURCHASE 2011-01   11,892 23,960     -12,068  
    HUHTAMAKI OYJ 90NL7-760 2008-06 PURCHASE 2011-01   10,458 7,337     3,121  
    INTL FLAVORS&FRAGRN 39155-410 2009-05 PURCHASE 2011-02   24,104 12,467     11,637  
    DEBENHAMS PLC UNSP ADR 23CC4-680 2007-10 PURCHASE 2011-02   5,657 5,657        
    DEBENHAMS PLC UNSP ADR 23CC4-3240 2008-02 PURCHASE 2011-02   18,144 18,144        
    DEBENHAMS PLC UNSP ADR 23CC4-3030 2010-01 PURCHASE 2011-02   14,726 14,726        
    SUNTRUST BKS INC CO 72768-770 2009-06 PURCHASE 2011-02   24,679 13,019     11,660  
    ALCATEL S.A. SPD AD 02069-4750 2008-12 PURCHASE 2011-02   23,946 10,572     13,374  
    FUJI FIRE MARINE 8763 JPY PAR ORDINA 2009-08 PURCHASE 2011-03   246 19,796     -19,550  
    LUNDBECK (H) AS EUR PAR ORDINARY-140 2009-08 PURCHASE 2011-03   3,250 2,757     493  
    LUNDBECK (H) AS EUR PAR ORDINARY-570 2009-09 PURCHASE 2011-03   13,231 12,064     1,167  
    COMPANHIA D SNMNTO BSCO 145R4-270 2009-04 PURCHASE 2011-04   15,846 6,723     9,123  
    SUPERVALU INC DEL CO 72458-790 2008-11 PURCHASE 2011-04   8,295 9,161     -866  
    SUPERVALU INC DEL CO 72458-1160 2008-11 PURCHASE 2011-04   12,776 13,452     -676  
    MAKHTESHIM-AGAN INDUSTRIES LTD SHS-2 2010-03 PURCHASE 2011-05   22,054 21,088     966  
    MAKHTESHIM-AGAN INDUSTRIES LTD SHS-1 2010-04 PURCHASE 2011-05   15,784 12,664     3,120  
    PREMIER FOODS PLC 8E5W4-15180 2008-02 PURCHASE 2011-05   8,633 32,758     -24,125  
    TOKYO STYLE CO 8112 FN JPY PAR ORD 2009-08 PURCHASE 2011-06   17,092 17,092        
    SARA LEE CORP CO 67017-1400 2009-04 PURCHASE 2011-06   27,090 11,438     15,652  
    VIVO PARTICIPACOES SA S 79DJ1-770 2009-06 PURCHASE 2011-06   13,288 13,288        
    MARSHALL AND ILSLEY CORP NEW-780 2009-11 PURCHASE 2011-07   6,006 4,173     1,833  
    MARSHALL AND ILSLEY CORP NEW-1220 2009-11 PURCHASE 2011-07   9,394 6,527     2,867  
    LUNDBECK (H) AS EUR PAR ORDINARY-730 2009-09 PURCHASE 2011-07   18,253 15,451     2,802  
    CHAODA MODERN AGRI LTD 9FSJ0-34000 2009-10 PURCHASE 2011-07   12,322 21,321     -8,999  
    COMPANHIA D SNMNTO BSCO 145R4-220 2009-04 PURCHASE 2011-08   13,014 5,478     7,536  
    OBAYASHI CORP 1802 F 91585-1000 2007-07 PURCHASE 2011-08   4,464 5,450     -986  
    OBAYASHI CORP 1802 F 91585-5000 2007-10 PURCHASE 2011-08   22,320 24,850     -2,530  
    TIM PARTICIPACOES S A A 74FN9-760 2005-06 PURCHASE 2011-08   12,170 12,170        
    PROMISE CO LTD AD 596L2-410 2006-08 PURCHASE 2011-08   1,564 10,069     -8,505  
    PROMISE CO LTD AD 596L2-1250 2006-09 PURCHASE 2011-08   4,769 24,600     -19,831  
    PROMISE CO LTD AD 596L2-1470 2006-12 PURCHASE 2011-08   5,609 23,864     -18,255  
    TELECOM C NW ZLND SPNAD 735K8-1610 2009-12 PURCHASE 2011-08   17,108 14,012     3,096  
    TELECOMUNICACS DE SP ADR-1193 2009-06 PURCHASE 2011-08   34,069 13,282     20,787  
    TELECOM C NW ZLND SPNAD 735K8-960 2009-12 PURCHASE 2011-08   10,363 8,355     2,008  
    TELECOM C NW ZLND SPNAD 735K8-980 2009-12 PURCHASE 2011-08   10,972 8,529     2,443  
    TELECOM C NW ZLND SPNAD 735K8-720 2010-01 PURCHASE 2011-08   8,061 6,821     1,240  
    TELECOM C NW ZLND SPNAD 735K8-960 2010-03 PURCHASE 2011-08   10,748 7,185     3,563  
    FIDELITY NATIONAL FINANC INC-650 2010-03 PURCHASE 2011-09   10,959 9,328     1,631  
    FIRST PAC CO SPNSD ADR 278B7-1820 2005-08 PURCHASE 2011-09   8,624 3,095     5,529  
    SNS REAAL N.V. 8F9L0-780 2009-06 PURCHASE 2011-09   2,240 4,536     -2,296  
    SNS REAAL N.V. 8F9L0-1710 2009-06 PURCHASE 2011-09   4,911 10,073     -5,162  
    GALLAGHER ARTHUR J 31113-780 2009-09 PURCHASE 2011-10   24,158 18,678     5,480  
    MAKHTESHIM-AGAN INDUSTRIES LTD SHS-6 2010-04 PURCHASE 2011-11   7,436 5,811     1,625  
    MAKHTESHIM-AGAN INDUSTRIES LTD SHS-1 2010-04 PURCHASE 2011-11   16,538 12,899     3,639  
    COMPANHIA D SNMNTO BSCO 145R4-360 2009-04 PURCHASE 2011-11   19,925 8,964     10,961  
    FIRST PAC CO SPNSD ADR 278B7-2290 2005-08 PURCHASE 2011-11   12,350 3,895     8,455  
    CISCO SYS INC-146 2009-04 PURCHASE 2010-12   2,800 2,611     189  
    CISCO SYS INC-20 2009-04 PURCHASE 2010-12   384 357     27  
    CISCO SYS INC-380 2009-07 PURCHASE 2010-12   7,287 8,390     -1,103  
    J P MORGAN CHASE AND CO 405S5-87 2009-03 PURCHASE 2010-12   3,470 2,073     1,397  
    VISA INC CL A SHRS 79EC8-206 2009-04 PURCHASE 2011-01   14,762 12,503     2,259  
    VISA INC CL A SHRS 79EC8-7 2009-04 PURCHASE 2011-01   502 418     84  
    DANAHER CORP DEL CO 22576-133 2008-05 PURCHASE 2011-02   6,195 5,283     912  
    DANAHER CORP DEL CO 22576-130 2008-05 PURCHASE 2011-02   5,997 5,164     833  
    DANAHER CORP DEL CO 22576-109 2008-05 PURCHASE 2011-02   5,016 4,329     687  
    DANAHER CORP DEL CO 22576-10 2009-04 PURCHASE 2011-02   460 280     180  
    3M COMPANY 74E15-157 2009-12 PURCHASE 2011-02   13,787 12,853     934  
    SOUTHWESTERN ENERGY CO-206 2009-12 PURCHASE 2011-02   7,701 9,777     -2,076  
    SOUTHWESTERN ENERGY CO-52 2009-12 PURCHASE 2011-02   1,944 2,524     -580  
    SOUTHWESTERN ENERGY CO-45 2009-12 PURCHASE 2011-02   1,665 2,184     -519  
    AMAZON COM INC COM 011K2-26 2008-12 PURCHASE 2011-03   4,405 1,339     3,066  
    TARGET CORP COM 74DG3-47 2009-11 PURCHASE 2011-03   2,414 2,264     150  
    TARGET CORP COM 74DG3-188 2010-01 PURCHASE 2011-03   9,657 9,528     129  
    ADOBE SYS DEL PV 0.001 00380-136 2009-05 PURCHASE 2011-03   4,504 3,754     750  
    COLGATE PALMOLIVE CO-76 2010-01 PURCHASE 2011-03   5,831 6,121     -290  
    COLGATE PALMOLIVE CO-26 2010-01 PURCHASE 2011-03   1,998 2,094     -96  
    ROCKWELL COLLINS INC-67 2010-03 PURCHASE 2011-03   4,189 4,060     129  
    COVIDIEN PLC SHS 157N0-133 2010-02 PURCHASE 2011-03   6,680 6,680        
    ROCKWELL COLLINS INC-31 2010-03 PURCHASE 2011-03   1,967 1,878     89  
    ROCKWELL COLLINS INC-88 2010-03 PURCHASE 2011-03   5,585 5,332     253  
    AMGEN INC COM PV 0.000 04491-48 2009-06 PURCHASE 2011-04   2,574 2,534     40  
    AMGEN INC COM PV 0.000 04491-8 2010-01 PURCHASE 2011-04   429 456     -27  
    AMGEN INC COM PV 0.000 04491-100 2010-01 PURCHASE 2011-04   5,341 5,699     -358  
    CANADIAN NATURAL RES LT 13776-60 2008-05 PURCHASE 2011-04   2,659 2,940     -281  
    AMGEN INC COM PV 0.000 04491-55 2010-01 PURCHASE 2011-04   3,060 3,134     -74  
    AMGEN INC COM PV 0.000 04491-75 2010-02 PURCHASE 2011-04   4,173 4,320     -147  
    AMGEN INC COM PV 0.000 04491-43 2010-02 PURCHASE 2011-04   2,365 2,477     -112  
    ADOBE SYS DEL PV 0.001 00380-190 2009-07 PURCHASE 2011-04   6,319 5,935     384  
    ADOBE SYS DEL PV 0.001 00380-93 2009-07 PURCHASE 2011-04   3,074 2,905     169  
    DENBURY RES INC-453 2010-03 PURCHASE 2011-05   9,826 7,257     2,569  
    COCA-COLA 11/10/95-138 2010-01 PURCHASE 2011-05   9,279 7,514     1,765  
    EMERSON ELEC CO 26435-118 2009-05 PURCHASE 2011-05   6,408 4,006     2,402  
    EMERSON ELEC CO 26435-209 2009-09 PURCHASE 2011-05   11,350 8,255     3,095  
    CUMMINS INC CO 22195-45 2009-07 PURCHASE 2011-05   5,104 1,832     3,272  
    SCHLUMBERGER LTD-65 2010-01 PURCHASE 2011-05   5,358 4,577     781  
    CANADIAN NATURAL RES LT 13776-133 2008-05 PURCHASE 2011-05   5,545 6,517     -972  
    CUMMINS INC CO 22195-32 2009-07 PURCHASE 2011-05   3,587 1,302     2,285  
    CUMMINS INC CO 22195-58 2009-07 PURCHASE 2011-05   6,413 2,361     4,052  
    CUMMINS INC CO 22195-9 2009-07 PURCHASE 2011-05   981 366     615  
    AMAZON COM INC COM 011K2-26 2008-12 PURCHASE 2011-05   5,012 1,339     3,673  
    CITRIX SYSTEMS INC CO 132R9-24 2009-10 PURCHASE 2011-05   1,958 1,002     956  
    ALLEGHENY TECH INC 016N1-145 2010-05 PURCHASE 2011-05   9,672 7,323     2,349  
    ALLERGAN INC-13 2009-11 PURCHASE 2011-05   1,092 755     337  
    ORACLE CORP-75 2008-05 PURCHASE 2011-05   2,529 1,630     899  
    ORACLE CORP-21 2009-04 PURCHASE 2011-05   708 412     296  
    ORACLE CORP-15 2010-04 PURCHASE 2011-05   506 391     115  
    RANGE RESOURCES CORP DE 64AE2-85 2008-05 PURCHASE 2011-05   4,490 5,742     -1,252  
    UNITEDHEALTH GROUP INC 76BT5-23 2009-12 PURCHASE 2011-05   1,164 737     427  
    UNITEDHEALTH GROUP INC 76BT5-8 2010-01 PURCHASE 2011-05   405 273     132  
    STARBUCKS CORP 71795-69 2010-05 PURCHASE 2011-05   2,474 1,843     631  
    STARBUCKS CORP 71795-159 2010-05 PURCHASE 2011-05   5,702 4,393     1,309  
    UNITEDHEALTH GROUP INC 76BT5-125 2010-01 PURCHASE 2011-05   6,310 4,270     2,040  
    ALLERGAN INC-56 2009-11 PURCHASE 2011-05   4,696 3,252     1,444  
    ALLEGHENY TECH INC 016N1-129 2010-05 PURCHASE 2011-05   8,480 6,515     1,965  
    CITRIX SYSTEMS INC CO 132R9-37 2009-10 PURCHASE 2011-05   3,119 1,545     1,574  
    CITRIX SYSTEMS INC CO 132R9-30 2009-10 PURCHASE 2011-05   2,529 1,181     1,348  
    SALESFORCE COM INC 67897-40 2010-05 PURCHASE 2011-05   5,821 3,278     2,543  
    CUMMINS INC CO 22195-1 2009-07 PURCHASE 2011-05   104 41     63  
    CUMMINS INC CO 22195-70 2010-04 PURCHASE 2011-05   7,253 5,318     1,935  
    ORACLE CORP-235 2010-04 PURCHASE 2011-05   7,828 6,127     1,701  
    SALESFORCE COM INC 67897-1 2010-05 PURCHASE 2011-05   148 82     66  
    ALLERGAN INC-50 2009-11 PURCHASE 2011-05   4,106 2,904     1,202  
    E M C CORPORATION MASS 25153-67 2009-04 PURCHASE 2011-06   1,773 886     887  
    E M C CORPORATION MASS 25153-41 2009-04 PURCHASE 2011-06   1,085 527     558  
    E M C CORPORATION MASS 25153-124 2009-06 PURCHASE 2011-06   3,282 1,548     1,734  
    CITRIX SYSTEMS INC CO 132R9-83 2009-10 PURCHASE 2011-06   6,173 3,268     2,905  
    J P MORGAN CHASE AND CO 405S5-76 2009-03 PURCHASE 2011-06   3,027 1,811     1,216  
    J P MORGAN CHASE AND CO 405S5-5 2009-04 PURCHASE 2011-06   199 167     32  
    J P MORGAN CHASE AND CO 405S5-110 2009-06 PURCHASE 2011-06   4,382 3,886     496  
    J P MORGAN CHASE AND CO 405S5-203 2010-04 PURCHASE 2011-06   8,086 9,734     -1,648  
    ALLEGHENY TECH INC 016N1-56 2010-05 PURCHASE 2011-06   3,357 2,828     529  
    ALLEGHENY TECH INC 016N1-12 2010-05 PURCHASE 2011-06   719 654     65  
    BOEING COMPANY 09728-47 2010-05 PURCHASE 2011-06   3,350 3,045     305  
    BOEING COMPANY 09728-61 2010-06 PURCHASE 2011-06   4,347 3,955     392  
    AMAZON COM INC COM 011K2-15 2008-12 PURCHASE 2011-07   3,223 772     2,451  
    SALESFORCE COM INC 67897-49 2010-05 PURCHASE 2011-07   7,239 4,016     3,223  
    SALESFORCE COM INC 67897-36 2010-05 PURCHASE 2011-08   5,253 2,950     2,303  
    AMAZON COM INC COM 011K2-41 2008-12 PURCHASE 2011-08   9,180 2,111     7,069  
    SALESFORCE COM INC 67897-1 2010-05 PURCHASE 2011-08   145 82     63  
    EXPRESS SCRIPTS INC COM-78 2010-06 PURCHASE 2011-08   3,976 4,165     -189  
    CHECK POINT SOFTWRE TECH-61 2010-07 PURCHASE 2011-08   3,204 1,971     1,233  
    CHECK POINT SOFTWRE TECH-5 2010-07 PURCHASE 2011-08   249 162     87  
    CUMMINS INC CO 22195-39 2010-04 PURCHASE 2011-08   3,527 2,963     564  
    ROCKWELL COLLINS INC-31 2010-03 PURCHASE 2011-08   1,489 1,878     -389  
    ROCKWELL COLLINS INC-25 2010-04 PURCHASE 2011-08   1,200 1,653     -453  
    CUMMINS INC CO 22195-39 2010-04 PURCHASE 2011-08   3,421 2,963     458  
    ROCKWELL COLLINS INC-160 2010-04 PURCHASE 2011-08   7,405 10,582     -3,177  
    CANADIAN NATURAL RES LT 13776-109 2008-05 PURCHASE 2011-08   3,905 5,341     -1,436  
    CANADIAN NATURAL RES LT 13776-26 2008-09 PURCHASE 2011-08   931 1,041     -110  
    ROCKWELL COLLINS INC-40 2010-04 PURCHASE 2011-08   1,772 2,646     -874  
    CITRIX SYSTEMS INC CO 132R9-17 2009-10 PURCHASE 2011-08   1,056 669     387  
    CITRIX SYSTEMS INC CO 132R9-69 2010-04 PURCHASE 2011-08   4,287 3,291     996  
    CITRIX SYSTEMS INC CO 132R9-22 2010-04 PURCHASE 2011-08   1,352 1,049     303  
    CATERPILLAR INC DEL 14565-96 2010-07 PURCHASE 2011-08   8,741 6,666     2,075  
    NETFLIX COM INC-18 2010-09 PURCHASE 2011-09   3,074 2,386     688  
    V F CORPORATION-39 2010-04 PURCHASE 2011-09   4,843 3,373     1,470  
    ALLEGHENY TECH INC 016N1-57 2010-05 PURCHASE 2011-09   2,165 3,107     -942  
    BOEING COMPANY 09728-58 2010-06 PURCHASE 2011-09   3,361 3,760     -399  
    PROCTER & GAMBLE 11/10/95-35 2009-07 PURCHASE 2011-09   2,190 1,828     362  
    PROCTER & GAMBLE 11/10/95-35 2009-07 PURCHASE 2011-09   2,206 1,828     378  
    BOEING COMPANY 09728-134 2010-06 PURCHASE 2011-09   8,497 8,688     -191  
    NETFLIX COM INC-13 2010-09 PURCHASE 2011-10   1,449 1,723     -274  
    MEAD JOHNSON NUTRTION CO-52 2010-01 PURCHASE 2011-10   3,595 2,335     1,260  
    CANADIAN NATURAL RES LT 13776-124 2008-09 PURCHASE 2011-10   3,736 4,965     -1,229  
    CANADIAN NATURAL RES LT 13776-88 2008-09 PURCHASE 2011-10   2,651 2,968     -317  
    3M COMPANY 74E15-36 2010-06 PURCHASE 2011-10   2,880 2,785     95  
    COACH INC 143G8-67 2010-01 PURCHASE 2011-10   3,992 2,343     1,649  
    BORG WARNER INC CO 069K4-30 2010-08 PURCHASE 2011-10   2,161 1,371     790  
    COCA-COLA 11/10/95-32 2010-01 PURCHASE 2011-10   2,169 1,742     427  
    COCA-COLA 11/10/95-105 2010-02 PURCHASE 2011-10   7,118 5,658     1,460  
    COCA-COLA 11/10/95-43 2010-03 PURCHASE 2011-10   2,915 2,348     567  
    E M C CORPORATION MASS 25153-154 2009-06 PURCHASE 2011-10   3,689 1,922     1,767  
    EXPRESS SCRIPTS INC COM-78 2010-06 PURCHASE 2011-10   3,058 4,165     -1,107  
    EOG RESOURCES INC 257J7-4 2010-10 PURCHASE 2011-10   362 400     -38  
    EOG RESOURCES INC 257J7-34 2010-10 PURCHASE 2011-10   3,073 3,442     -369  
    MEAD JOHNSON NUTRTION CO-60 2010-01 PURCHASE 2011-10   4,365 2,694     1,671  
    ORACLE CORP-332 2010-04 PURCHASE 2011-10   10,642 8,657     1,985  
    COVIDIEN PLC SHS NEW-83 2010-02 PURCHASE 2011-10   3,748 4,169     -421  
    PRECISION CASTPARTS 62553-52 2010-07 PURCHASE 2011-10   8,795 6,371     2,424  
    PROCTER & GAMBLE 11/10/95-138 2009-07 PURCHASE 2011-10   9,106 7,207     1,899  
    RANGE RESOURCES CORP DE 64AE2-12 2008-05 PURCHASE 2011-10   881 811     70  
    RANGE RESOURCES CORP DE 64AE2-28 2008-09 PURCHASE 2011-10   2,055 1,195     860  
    SCHLUMBERGER LTD-54 2010-01 PURCHASE 2011-10   3,617 3,803     -186  
    STARBUCKS CORP 71795-119 2010-05 PURCHASE 2011-10   4,988 3,288     1,700  
    UNITEDHEALTH GROUP INC 76BT5-125 2010-01 PURCHASE 2011-10   5,972 4,270     1,702  
    UNITEDHEALTH GROUP INC 76BT5-21 2010-06 PURCHASE 2011-10   1,003 662     341  
    UNITED TECHNOLOGIES CORP-45 2009-05 PURCHASE 2011-10   3,388 2,266     1,122  
    V F CORPORATION-19 2010-04 PURCHASE 2011-10   2,510 1,643     867  
    V F CORPORATION-16 2010-07 PURCHASE 2011-10   2,113 1,212     901  
    CITRIX SYSTEMS INC CO 132R9-89 2010-04 PURCHASE 2011-10   5,701 4,245     1,456  
    AMAZON COM INC COM 011K2-28 2008-12 PURCHASE 2011-10   6,521 1,442     5,079  
    AMAZON COM INC COM 011K2-6 2009-04 PURCHASE 2011-10   1,397 488     909  
    AMAZON COM INC COM 011K2-5 2009-07 PURCHASE 2011-10   1,164 431     733  
    BOEING COMPANY 09728-31 2010-06 PURCHASE 2011-10   1,991 2,010     -19  
    APPLE COMPUTERS 8/12/97-64 2008-10 PURCHASE 2011-10   25,097 6,353     18,744  
    ALLERGAN INC-33 2009-11 PURCHASE 2011-10   2,912 1,916     996  
    ALLERGAN INC-18 2010-02 PURCHASE 2011-10   1,588 1,035     553  
    AMAZON COM INC COM 011K2-51 2009-07 PURCHASE 2011-10   10,299 4,395     5,904  
    AMAZON COM INC COM 011K2-43 2010-09 PURCHASE 2011-10   8,683 6,006     2,677  
    CITRIX SYSTEMS INC CO 132R9-29 2010-04 PURCHASE 2011-11   2,196 1,383     813  
    PROCTER & GAMBLE 11/10/95-1 2009-07 PURCHASE 2011-11   65 52     13  
    PROCTER & GAMBLE 11/10/95-127 2009-07 PURCHASE 2011-11   8,202 6,676     1,526  
    V F CORPORATION-26 2010-07 PURCHASE 2011-11   3,549 1,969     1,580  
    UNITEDHEALTH GROUP INC 76BT5-184 2010-06 PURCHASE 2011-11   8,334 5,800     2,534  
    AMAZON COM INC COM 011K2-5 2010-09 PURCHASE 2011-11   954 698     256  
    AMAZON COM INC COM 011K2-27 2010-09 PURCHASE 2011-11   5,154 3,947     1,207  
    U.S. TREASURY NOTE 4.000% FEB 15 201 2009-09 PURCHASE 2011-02   33,996 33,192     804  
    U.S. TREASURY NOTE 4.000% FEB 15 201 2009-10 PURCHASE 2011-02   54,832 54,105     727  
    U.S. TREASURY NOTE 4.000% FEB 15 201 2009-10 PURCHASE 2011-02   16,450 16,163     287  
    U.S. TREASURY NOTE 4.000% FEB 15 201 2009-10 PURCHASE 2011-02   60,315 59,039     1,276  
    FNMA PAD0440 06%2039 AMORTIZED F 2010-01 PURCHASE 2011-02   33,442 41,278     -7,836  
    FNMA P992033 06%203 IUXL2-10 2008-12 PURCHASE 2011-02   175 605     -430  
    FNMA P889579 06%203 IS066-500 2009-01 PURCHASE 2011-02   21,209 37,582     -16,373  
    FNMA P889579 06%203 IS066-1070 2009-03 PURCHASE 2011-02   45,387 45,387        
    FNMA P889579 06%203 IS066-1240 2009-04 PURCHASE 2011-02   52,598 52,598        
    FNMA P889579 06%203 IS066-2190 2009-05 PURCHASE 2011-02   92,895 92,895        
    FNMA P992033 06%203 IUXL2-5580 2008-12 PURCHASE 2011-02   97,538 97,538        
    FNMA P889579 06%203 IS066-644.12 2009-04 PURCHASE 2011-02   27,346 27,346        
    FNMA P889579 06%203 IS066-745.87 2009-05 PURCHASE 2011-02   31,666 31,666        
    FNMA P889579 06%203 IS066-250 2009-12 PURCHASE 2011-02   10,614 16,537     -5,923  
    U.S. TRSY INFLATIN NTE H27H4-1035.87 2009-04 PURCHASE 2011-04   115,195 113,250     1,945  
    U.S. TRSY INFLATIN NTE H27H4-300 2009-05 PURCHASE 2011-04   33,362 32,794     568  
    U.S. TRSY INFLATIN NTE H27H4-100 2009-09 PURCHASE 2011-04   11,121 11,151     -30  
    U.S. TRSY INFLATIN NTE H27H4-300 2009-10 PURCHASE 2011-04   33,362 33,731     -369  
    U.S. TRSY INFLATIN NTE H27H4-500 2009-10 PURCHASE 2011-04   55,603 56,248     -645  
    U.S. TRSY INFLATION NOT H27A4-100 2009-05 PURCHASE 2011-05   13,102 12,505     597  
    U.S. TRSY INFLATION NOT H27A4-10 2009-09 PURCHASE 2011-05   1,310 1,267     43  
    U.S. TREASURY NOTE 1.375% MAR 15 201 2010-03 PURCHASE 2011-05   2,034 1,984     50  
    U.S. TREASURY NOTE 1.375% MAR 15 201 2010-04 PURCHASE 2011-05   1,017 996     21  
    PIMCO FIXED INCOME SHS 9HPC5-6687 2008-12 PURCHASE 2011-05   88,870 83,922     4,948  
    PIMCO FIXED INCOME SHS 9HPC6-8376 2008-12 PURCHASE 2011-05   89,121 67,427     21,694  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-02 PURCHASE 2011-05   14,076 14,021     55  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-03 PURCHASE 2011-05   2,011 1,998     13  
    FNMA P745275 05%203 IJ7N2-500 2010-01 PURCHASE 2011-10   20,562 27,886     -7,324  
    FNMA P992033 06%203 IUXL2-1500 2008-12 PURCHASE 2011-10   19,118 34,949     -15,831  
    U.S. TREASURY NOTE 1.375% MAR 15 201 2010-04 PURCHASE 2011-10   2,031 1,992     39  
    U.S. TRSY INFLATION NOT H27A4-50 2009-09 PURCHASE 2011-10   6,481 6,336     145  
    PIMCO FIXED INCOME SHS 9HPC6-2326 2008-12 PURCHASE 2011-10   23,981 18,724     5,257  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-03 PURCHASE 2011-10   10,029 9,989     40  
    ISHARES BARCLAYS AGGRGT 31FG4-3700 2009-05 PURCHASE 2011-08   402,369 374,859     27,510  
    ISHARES BARCLAYS AGGRGT 31FG4-1200 2009-05 PURCHASE 2011-10   131,259 121,576     9,683  
    PIMCO COMMODITY REAL RETURN STRATEGY 2009-10 PURCHASE 2011-10   100,000 110,327     -10,327  
    PIMCO ALL ASSET ALL AUTHORITY FUND C 2010-06 PURCHASE 2011-10   250,000 255,780     -5,780  
    BLACKROCK GLOBAL 97E59-4694.836 2008-07 PURCHASE 2011-10   100,000 109,671     -9,671  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2010-07 PURCHASE 2011-10   75,000 70,975     4,025  
    NEWMONT MINING CORP 55370-141 2008-12 PURCHASE 2010-12   8,647 3,842     4,805  
    NEWMONT MINING CORP 55370-1 2008-12 PURCHASE 2011-01   57 27     30  
    NEWMONT MINING CORP 55370-147 2009-01 PURCHASE 2011-01   8,384 5,433     2,951  
    EATON CORP 25660-30 2009-02 PURCHASE 2011-02   3,263 1,336     1,927  
    EATON CORP 25660-16 2009-02 PURCHASE 2011-02   1,714 712     1,002  
    EATON CORP 25660-26 2009-09 PURCHASE 2011-02   2,785 1,381     1,404  
    EATON CORP 25660-99 2009-09 PURCHASE 2011-04   5,403 2,630     2,773  
    DELTA AIR LINES INC 23146-224 2010-08 PURCHASE 2011-08   1,623 2,625     -1,002  
    DELTA AIR LINES INC 23146-132 2010-08 PURCHASE 2011-08   1,004 1,547     -543  
    BANK NEW YORK MELLON 08462-109 2010-08 PURCHASE 2011-08   2,142 2,732     -590  
    COMCAST CORP NEW CL A 127J0-75 2010-08 PURCHASE 2011-08   1,514 1,470     44  
    BANK NEW YORK MELLON 08462-63 2010-08 PURCHASE 2011-08   1,197 1,579     -382  
    CATERPILLAR INC DEL 14565-27 2010-08 PURCHASE 2011-08   2,258 1,885     373  
    COMCAST CORP NEW CL A 127J0-90 2010-08 PURCHASE 2011-08   1,831 1,764     67  
    DELTA AIR LINES INC 23146-101 2010-08 PURCHASE 2011-08   730 1,184     -454  
    BANK NEW YORK MELLON 08462-71 2010-08 PURCHASE 2011-08   1,346 1,780     -434  
    HERTZ GLOBAL HOLDINGS IN-273 2010-08 PURCHASE 2011-09   3,013 3,139     -126  
    WELLS FARGO & CO E7599-140 2009-01 PURCHASE 2011-09   3,370 2,268     1,102  
    BANK NEW YORK MELLON 08462-140 2010-08 PURCHASE 2011-09   2,863 3,509     -646  
    CARNIVAL CORP PAIRED SH 136F0-72 2008-05 PURCHASE 2011-09   2,503 2,698     -195  
    SUNTRUST BKS INC CO 72768-120 2008-12 PURCHASE 2011-09   2,314 3,259     -945  
    STATE STREET CORP 670C9-114 2010-08 PURCHASE 2011-09   3,725 4,441     -716  
    CARNIVAL CORP PAIRED SH 136F0-38 2008-05 PURCHASE 2011-09   1,199 1,424     -225  
    STATE STREET CORP 670C9-85 2010-08 PURCHASE 2011-09   2,620 3,311     -691  
    E M C CORPORATION MASS 25153-181 2010-08 PURCHASE 2011-09   3,690 3,612     78  
    SCHLUMBERGER LTD-62 2010-08 PURCHASE 2011-09   3,794 3,698     96  
    MORGAN STANLEY DEAN WITTER CON-153 2010-08 PURCHASE 2011-09   2,090 4,123     -2,033  
    UNITEDHEALTH GROUP INC 76BT5-33 2008-05 PURCHASE 2011-10   1,520 1,123     397  
    STATE STREET CORP 670C9-127 2010-08 PURCHASE 2011-10   4,683 4,947     -264  
    KEYCORP NEW CO 415J3-166 2010-08 PURCHASE 2011-10   1,150 1,401     -251  
    EATON CORP 25660-96 2009-09 PURCHASE 2011-10   4,221 2,550     1,671  
    M&T BANK CORPORATIO 46EB0-18 2010-08 PURCHASE 2011-10   1,415 1,565     -150  
    M&T BANK CORPORATIO 46EB0-12 2010-08 PURCHASE 2011-11   868 1,044     -176  
    ORACLE CORP-126 2010-09 PURCHASE 2011-11   4,178 3,020     1,158  
    UNITEDHEALTH GROUP INC 76BT5-91 2008-05 PURCHASE 2011-11   4,188 3,096     1,092  
    ORACLE CORP-102 2010-09 PURCHASE 2011-11   3,236 2,445     791  
    M&T BANK CORPORATIO 46EB0-14 2010-08 PURCHASE 2011-11   1,007 1,218     -211  
    ORACLE CORP-110 2010-09 PURCHASE 2011-11   3,354 2,636     718  
    CISCO SYS INC-2457 2003-06 PURCHASE 2011-04   42,756 33,823     8,933  
    CISCO SYS INC-357 2004-03 PURCHASE 2011-04   6,212 4,914     1,298  
    CISCO SYS INC-2186 2004-03 PURCHASE 2011-04   38,036 30,092     7,944  
    GOOGLE INC CL A 31842-100 2006-04 PURCHASE 2011-06   47,730 40,520     7,210  
    AUTOMATIC DATA PRO-500 2003-06 PURCHASE 2011-06   25,862 9,950     15,912  
    PLAINS ALL AMERN PIPL L 8AG03-500 2008-06 PURCHASE 2011-08   30,489 24,575     5,914  
    KINDER MORGAN ENERGY PARTNERS LP-200 2009-08 PURCHASE 2011-08   14,122 10,562     3,560  
    KINDER MORGAN ENERGY PARTNERS LP-300 2009-08 PURCHASE 2011-08   21,183 15,846     5,337  
    GLOBAL MACRO HEDGEACCES 8EDE8-908.47 2009-07 PURCHASE 2010-12   765       765  
    COAST ACCESS III LTD 8EBT9-7477 2007-11 PURCHASE 2011-02   7,939 10,430     -2,491  
    EVENT DRIVN CREDIT HEDG 8EC25-6102.0 2008-11 PURCHASE 2011-03   8,031 6,339     1,692  
    COAST ACCESS III LTD 8EBT9-12633.67 2007-11 PURCHASE 2011-05   13,964 17,624     -3,660  
    EVENT DRIVN CREDIT HEDG 8EC25-284.09 2008-11 PURCHASE 2011-05   401 295     106  
    GLOBAL MACRO HEDGEACCES 8EDE8-822.79 2009-07 PURCHASE 2011-05   758       758  
    COAST ACCESS III LTD 8EBT9-9743.776 2007-11 PURCHASE 2011-08   10,234 13,593     -3,359  
    GLOBAL MACRO HEDGEACCES 8EDE8-99.26 2009-07 PURCHASE 2011-09   97       97  
    COAST ACCESS III LTD 8EBT9-5188.561 2007-11 PURCHASE 2011-11   5,277 7,238     -1,961  
    GILEAD SCIENCES INC COM 32422-118 2008-02 PURCHASE 2010-12   4,381 5,642     -1,261  
    GILEAD SCIENCES INC COM 32422-16 2008-10 PURCHASE 2010-12   594 733     -139  
    GILEAD SCIENCES INC COM 32422-10 2008-10 PURCHASE 2010-12   371 458     -87  
    APPLE COMPUTERS 8/12/97-39 2008-05 PURCHASE 2010-12   12,386 7,348     5,038  
    ACE LTD 02600-6 2008-12 PURCHASE 2010-12   355 303     52  
    ACE LTD 02600-25 2009-02 PURCHASE 2010-12   1,480 1,063     417  
    ACE LTD 02600-11 2009-02 PURCHASE 2010-12   651 468     183  
    ACE LTD 02600-27 2009-06 PURCHASE 2010-12   1,598 1,189     409  
    ACE LTD 02600-8 2009-06 PURCHASE 2010-12   474 350     124  
    ACE LTD 02600-17 2009-06 PURCHASE 2010-12   1,011 744     267  
    ACE LTD 02600-25 2009-06 PURCHASE 2010-12   1,487 1,109     378  
    ACE LTD 02600-18 2009-06 PURCHASE 2010-12   1,071 802     269  
    ACE LTD 02600-9 2009-06 PURCHASE 2010-12   541 401     140  
    ACE LTD 02600-27 2009-06 PURCHASE 2010-12   1,624 1,119     505  
    ACE LTD 02600-1 2009-06 PURCHASE 2010-12   60 42     18  
    ANHEUSER-BUSCH INBEV ADR-28 2009-11 PURCHASE 2010-12   1,621 1,416     205  
    ACE LTD 02600-28 2009-06 PURCHASE 2010-12   1,716 1,178     538  
    ACE LTD 02600-18 2009-12 PURCHASE 2010-12   1,103 883     220  
    ANHEUSER-BUSCH INBEV ADR-82 2009-11 PURCHASE 2010-12   4,741 4,147     594  
    ANHEUSER-BUSCH INBEV ADR-125 2009-11 PURCHASE 2010-12   7,168 6,322     846  
    ORACLE CORP-101 2008-05 PURCHASE 2011-01   3,173 2,200     973  
    CISCO SYS INC-184 2008-05 PURCHASE 2011-01   3,821 4,824     -1,003  
    ORACLE CORP-181 2008-05 PURCHASE 2011-01   5,613 3,942     1,671  
    ORACLE CORP-60 2008-05 PURCHASE 2011-01   1,875 1,307     568  
    ORACLE CORP-40 2008-05 PURCHASE 2011-01   1,251 871     380  
    APPLE COMPUTERS 8/12/97-24 2008-05 PURCHASE 2011-01   8,012 4,522     3,490  
    APPLE COMPUTERS 8/12/97-48 2008-05 PURCHASE 2011-01   16,037 9,044     6,993  
    APPLE COMPUTERS 8/12/97-16 2008-05 PURCHASE 2011-01   5,353 3,015     2,338  
    APPLE COMPUTERS 8/12/97-6 2008-06 PURCHASE 2011-01   2,007 1,012     995  
    APPLE COMPUTERS 8/12/97-23 2008-06 PURCHASE 2011-01   7,702 3,878     3,824  
    GOLDMAN SACHS GROUP INC 316A8-13 2008-10 PURCHASE 2011-01   2,246 1,244     1,002  
    CISCO SYS INC-184 2008-05 PURCHASE 2011-01   3,833 4,824     -991  
    ORACLE CORP-106 2008-05 PURCHASE 2011-01   3,297 2,309     988  
    GOLDMAN SACHS GROUP INC 316A8-1 2008-10 PURCHASE 2011-01   171 96     75  
    GOLDMAN SACHS GROUP INC 316A8-1 2008-10 PURCHASE 2011-01   171 93     78  
    GOLDMAN SACHS GROUP INC 316A8-8 2009-02 PURCHASE 2011-01   1,369 742     627  
    GOLDMAN SACHS GROUP INC 316A8-19 2009-02 PURCHASE 2011-01   3,252 1,764     1,488  
    ORACLE CORP-139 2008-05 PURCHASE 2011-01   4,316 3,027     1,289  
    GOLDMAN SACHS GROUP INC 316A8-21 2009-02 PURCHASE 2011-01   3,575 1,950     1,625  
    GOLDMAN SACHS GROUP INC 316A8-10 2009-02 PURCHASE 2011-01   1,702 909     793  
    ORACLE CORP-326 2008-05 PURCHASE 2011-01   10,132 7,100     3,032  
    GOLDMAN SACHS GROUP INC 316A8-4 2009-02 PURCHASE 2011-01   684 363     321  
    COLGATE PALMOLIVE CO-18 2009-06 PURCHASE 2011-02   1,359 1,261     98  
    COLGATE PALMOLIVE CO-34 2009-06 PURCHASE 2011-02   2,567 2,372     195  
    COLGATE PALMOLIVE CO-33 2009-06 PURCHASE 2011-02   2,491 2,310     181  
    COLGATE PALMOLIVE CO-37 2009-06 PURCHASE 2011-02   2,793 2,590     203  
    COLGATE PALMOLIVE CO-6 2009-12 PURCHASE 2011-02   453 518     -65  
    J P MORGAN CHASE AND CO 405S5-23 2008-10 PURCHASE 2011-02   1,020 1,141     -121  
    J P MORGAN CHASE AND CO 405S5-28 2008-10 PURCHASE 2011-02   1,242 1,021     221  
    J P MORGAN CHASE AND CO 405S5-5 2008-10 PURCHASE 2011-02   222 183     39  
    J P MORGAN CHASE AND CO 405S5-37 2008-12 PURCHASE 2011-02   1,641 1,123     518  
    J P MORGAN CHASE AND CO 405S5-109 2008-12 PURCHASE 2011-02   4,835 3,332     1,503  
    ORACLE CORP-488 2008-05 PURCHASE 2011-02   15,928 10,629     5,299  
    ORACLE CORP-15 2008-10 PURCHASE 2011-02   490 270     220  
    ORACLE CORP-20 2008-10 PURCHASE 2011-02   653 362     291  
    AMERICA MOVIL SER L ADR 018N7-17 2009-12 PURCHASE 2011-02   984 852     132  
    J P MORGAN CHASE AND CO 405S5-17 2008-12 PURCHASE 2011-02   770 520     250  
    J P MORGAN CHASE AND CO 405S5-20 2009-02 PURCHASE 2011-02   906 493     413  
    J P MORGAN CHASE AND CO 405S5-82 2009-02 PURCHASE 2011-02   3,715 2,157     1,558  
    J P MORGAN CHASE AND CO 405S5-82 2009-02 PURCHASE 2011-02   3,715 2,133     1,582  
    J P MORGAN CHASE AND CO 405S5-72 2009-06 PURCHASE 2011-02   3,262 2,513     749  
    J P MORGAN CHASE AND CO 405S5-68 2009-06 PURCHASE 2011-02   3,081 2,376     705  
    J P MORGAN CHASE AND CO 405S5-3 2009-11 PURCHASE 2011-02   136 128     8  
    J P MORGAN CHASE AND CO 405S5-58 2009-11 PURCHASE 2011-02   2,640 2,466     174  
    AMERICA MOVIL SER L ADR 018N7-51 2009-12 PURCHASE 2011-02   2,872 2,555     317  
    CISCO SYS INC-90 2008-05 PURCHASE 2011-03   1,539 2,360     -821  
    CISCO SYS INC-86 2008-05 PURCHASE 2011-03   1,478 2,255     -777  
    CISCO SYS INC-154 2008-05 PURCHASE 2011-03   2,622 4,038     -1,416  
    CISCO SYS INC-154 2008-05 PURCHASE 2011-03   2,667 4,038     -1,371  
    CISCO SYS INC-122 2008-10 PURCHASE 2011-03   2,113 2,158     -45  
    CISCO SYS INC-80 2008-10 PURCHASE 2011-03   1,386 1,416     -30  
    CISCO SYS INC-16 2008-12 PURCHASE 2011-03   277 267     10  
    YAHOO INC 84AD5-11 2009-12 PURCHASE 2011-03   177 173     4  
    YAHOO INC 84AD5-143 2009-12 PURCHASE 2011-03   2,301 2,275     26  
    CISCO SYS INC-139 2008-12 PURCHASE 2011-03   2,393 2,324     69  
    CISCO SYS INC-75 2009-07 PURCHASE 2011-03   1,291 1,515     -224  
    CISCO SYS INC-105 2009-07 PURCHASE 2011-03   1,807 2,150     -343  
    CISCO SYS INC-13 2009-07 PURCHASE 2011-03   224 272     -48  
    YAHOO INC 84AD5-54 2009-12 PURCHASE 2011-03   887 859     28  
    YAHOO INC 84AD5-148 2009-12 PURCHASE 2011-03   2,431 2,353     78  
    YAHOO INC 84AD5-50 2009-12 PURCHASE 2011-03   821 843     -22  
    YAHOO INC 84AD5-55 2010-01 PURCHASE 2011-03   903 931     -28  
    YAHOO INC 84AD5-32 2010-01 PURCHASE 2011-03   526 541     -15  
    YAHOO INC 84AD5-100 2010-01 PURCHASE 2011-03   1,643 1,665     -22  
    YAHOO INC 84AD5-55 2010-01 PURCHASE 2011-03   903 920     -17  
    YAHOO INC 84AD5-102 2010-01 PURCHASE 2011-03   1,642 1,706     -64  
    YAHOO INC 84AD5-88 2010-01 PURCHASE 2011-03   1,417 1,511     -94  
    YAHOO INC 84AD5-103 2010-01 PURCHASE 2011-03   1,658 1,713     -55  
    YAHOO INC 84AD5-89 2010-01 PURCHASE 2011-03   1,433 1,491     -58  
    YAHOO INC 84AD5-93 2010-01 PURCHASE 2011-03   1,497 1,581     -84  
    APPLE COMPUTERS 8/12/97-123 2008-06 PURCHASE 2011-04   40,691 20,738     19,953  
    APPLE COMPUTERS 8/12/97-6 2008-10 PURCHASE 2011-04   1,985 659     1,326  
    PETRLEO BRAS VTG SPD AD 59465-65 2009-02 PURCHASE 2011-04   2,436 1,847     589  
    PETRLEO BRAS VTG SPD AD 59465-35 2009-02 PURCHASE 2011-04   1,312 1,059     253  
    CISCO SYS INC-166 2009-07 PURCHASE 2011-04   2,820 3,474     -654  
    CISCO SYS INC-256 2009-11 PURCHASE 2011-04   4,350 6,063     -1,713  
    CISCO SYS INC-13 2009-12 PURCHASE 2011-04   221 313     -92  
    PETRLEO BRAS VTG SPD AD 59465-123 2009-02 PURCHASE 2011-04   4,583 3,722     861  
    PETRLEO BRAS VTG SPD AD 59465-28 2009-12 PURCHASE 2011-04   1,043 1,486     -443  
    PETRLEO BRAS VTG SPD AD 59465-66 2010-01 PURCHASE 2011-04   2,459 2,791     -332  
    CISCO SYS INC-121 2009-12 PURCHASE 2011-04   2,039 2,914     -875  
    CISCO SYS INC-68 2010-01 PURCHASE 2011-04   1,146 1,692     -546  
    CISCO SYS INC-383 2010-01 PURCHASE 2011-04   6,454 9,506     -3,052  
    ANHEUSER-BUSCH INBEV ADR-66 2009-11 PURCHASE 2011-05   4,030 3,338     692  
    ANHEUSER-BUSCH INBEV ADR-182 2009-12 PURCHASE 2011-05   11,112 9,698     1,414  
    CME GROUP INC 153G0-6 2008-05 PURCHASE 2011-05   1,756 2,866     -1,110  
    CME GROUP INC 153G0-9 2008-05 PURCHASE 2011-05   2,616 4,299     -1,683  
    CME GROUP INC 153G0-19 2008-05 PURCHASE 2011-06   5,394 9,075     -3,681  
    CME GROUP INC 153G0-6 2008-05 PURCHASE 2011-06   1,707 2,866     -1,159  
    CME GROUP INC 153G0-4 2008-10 PURCHASE 2011-06   1,138 1,078     60  
    CME GROUP INC 153G0-6 2008-12 PURCHASE 2011-06   1,707 1,313     394  
    CME GROUP INC 153G0-5 2008-12 PURCHASE 2011-06   1,422 1,019     403  
    CME GROUP INC 153G0-6 2008-12 PURCHASE 2011-06   1,595 1,222     373  
    CME GROUP INC 153G0-4 2009-11 PURCHASE 2011-06   1,063 1,285     -222  
    CME GROUP INC 153G0-5 2009-12 PURCHASE 2011-06   1,329 1,679     -350  
    GOOGLE INC CL A 31842-11 2008-03 PURCHASE 2011-06   5,356 4,868     488  
    GOOGLE INC CL A 31842-13 2008-03 PURCHASE 2011-06   6,267 5,753     514  
    GOOGLE INC CL A 31842-16 2008-03 PURCHASE 2011-06   7,870 7,080     790  
    GOOGLE INC CL A 31842-14 2008-03 PURCHASE 2011-06   6,832 6,195     637  
    GOOGLE INC CL A 31842-11 2008-03 PURCHASE 2011-06   5,237 4,868     369  
    GOOGLE INC CL A 31842-13 2008-10 PURCHASE 2011-06   6,189 4,713     1,476  
    GOOGLE INC CL A 31842-2 2008-10 PURCHASE 2011-06   952 735     217  
    GOOGLE INC CL A 31842-4 2008-12 PURCHASE 2011-06   1,904 1,253     651  
    GOOGLE INC CL A 31842-3 2008-12 PURCHASE 2011-06   1,422 940     482  
    GOOGLE INC CL A 31842-1 2009-04 PURCHASE 2011-06   474 369     105  
    INTUITIVE SURGICAL INC 388C2-5 2009-02 PURCHASE 2011-07   1,853 534     1,319  
    SCHWAB CHARLES CORP NEW 67344-274 2010-01 PURCHASE 2011-07   4,255 5,294     -1,039  
    SCHWAB CHARLES CORP NEW 67344-225 2010-01 PURCHASE 2011-07   3,494 4,279     -785  
    SCHWAB CHARLES CORP NEW 67344-290 2010-01 PURCHASE 2011-07   4,504 5,460     -956  
    SCHWAB CHARLES CORP NEW 67344-203 2010-01 PURCHASE 2011-07   3,153 3,889     -736  
    SCHWAB CHARLES CORP NEW 67344-323 2010-02 PURCHASE 2011-07   5,016 5,793     -777  
    SCHWAB CHARLES CORP NEW 67344-190 2010-02 PURCHASE 2011-07   2,951 3,412     -461  
    ANHEUSER-BUSCH INBEV ADR-55 2009-12 PURCHASE 2011-07   3,009 2,931     78  
    INTUITIVE SURGICAL INC 388C2-10 2009-02 PURCHASE 2011-07   3,621 1,068     2,553  
    INTUITIVE SURGICAL INC 388C2-7 2009-02 PURCHASE 2011-07   2,519 747     1,772  
    PRUDENTIAL PLC ADR-85 2010-04 PURCHASE 2011-07   1,858 1,403     455  
    PRUDENTIAL PLC ADR-56 2010-04 PURCHASE 2011-07   1,232 924     308  
    PRUDENTIAL PLC ADR-181 2010-05 PURCHASE 2011-07   3,982 2,994     988  
    PRUDENTIAL PLC ADR-49 2010-05 PURCHASE 2011-07   1,078 823     255  
    PRUDENTIAL PLC ADR-343 2010-05 PURCHASE 2011-08   7,369 5,762     1,607  
    PRUDENTIAL PLC ADR-32 2010-05 PURCHASE 2011-08   687 532     155  
    MASTERCARD INC 46L15-22 2009-07 PURCHASE 2011-01   4,848 3,779     1,069  
    MASTERCARD INC 46L15-28 2009-09 PURCHASE 2011-01   6,170 5,842     328  
    PACCAR INC-13 2009-10 PURCHASE 2011-01   732 518     214  
    NORTHN TRUST CORP 56567-99 2009-01 PURCHASE 2011-02   5,141 4,652     489  
    KELLOGG CO-51 2009-12 PURCHASE 2011-02   2,728 2,677     51  
    ABBOTT LABORATORIES-153 2009-07 PURCHASE 2011-02   7,040 6,899     141  
    NORTHN TRUST CORP 56567-54 2009-01 PURCHASE 2011-02   2,816 2,538     278  
    TRAVELERS COS INC 74HN3-20 2008-05 PURCHASE 2011-02   1,186 1,028     158  
    INTEL-102 2009-09 PURCHASE 2011-02   2,185 2,016     169  
    INTEL-221 2009-10 PURCHASE 2011-02   4,735 4,205     530  
    TRAVELERS COS INC 74HN3-106 2008-05 PURCHASE 2011-02   6,310 5,447     863  
    VORNADO REALTY TRUST COM REIT-117 2009-10 PURCHASE 2011-02   10,375 7,352     3,023  
    VORNADO REALTY TRUST COM REIT-16 2009-10 PURCHASE 2011-02   1,413 1,005     408  
    VORNADO REALTY TRUST COM REIT-1 2009-12 PURCHASE 2011-02   88       88  
    TYCO INTL LTD NAMEN-AKT-55 2009-10 PURCHASE 2011-02   2,463 1,850     613  
    STAPLES INC 71676-81 2008-12 PURCHASE 2011-03   1,612 1,421     191  
    STAPLES INC 71676-225 2009-08 PURCHASE 2011-03   4,477 4,941     -464  
    CATERPILLAR INC DEL 14565-86 2009-11 PURCHASE 2011-03   8,691 5,154     3,537  
    PG&E CORP 590F9-122 2009-10 PURCHASE 2011-03   5,259 5,241     18  
    AMN ELEC POWER CO 02516-93 2009-07 PURCHASE 2011-03   3,254 2,747     507  
    AMN ELEC POWER CO 02516-85 2009-07 PURCHASE 2011-03   2,932 2,511     421  
    COVIDIEN PLC SHS 157N0-12 2009-01 PURCHASE 2011-03   429 429        
    BEST BUY CO INC 09056-254 2009-07 PURCHASE 2011-03   7,313 8,932     -1,619  
    CISCO SYS INC-266 2008-11 PURCHASE 2011-03   4,581 4,009     572  
    HEWLETT PACKARD CO DE 36229-400 2008-05 PURCHASE 2011-04   16,463 18,792     -2,329  
    TARGET CORP COM 74DG3-120 2009-08 PURCHASE 2011-04   6,115 5,150     965  
    ERICSSON L M TEL CO CL B ADR --436 2009-07 PURCHASE 2011-04   6,669 4,299     2,370  
    PRUDENTIAL FINANCIAL IN 59442-82 2009-07 PURCHASE 2011-04   5,207 3,238     1,969  
    MCDONALDS CORP CO 47649-57 2009-07 PURCHASE 2011-04   4,448 3,248     1,200  
    PEABODY ENERGY CORP COM-78 2010-02 PURCHASE 2011-04   5,037 3,531     1,506  
    PEABODY ENERGY CORP COM-4 2010-03 PURCHASE 2011-04   258 194     64  
    US BANCORP (NEW) 76B35-23 2009-07 PURCHASE 2011-04   587 417     170  
    US BANCORP (NEW) 76B35-163 2010-01 PURCHASE 2011-04   4,157 3,867     290  
    METLIFE INC 49DM2-82 2009-07 PURCHASE 2011-04   3,812 2,545     1,267  
    PRUDENTIAL FINANCIAL IN 59442-13 2009-07 PURCHASE 2011-04   820 513     307  
    ERICSSON L M TEL CO CL B ADR --98 2009-07 PURCHASE 2011-04   1,496 966     530  
    PEABODY ENERGY CORP COM-48 2010-03 PURCHASE 2011-04   3,122 2,322     800  
    UNITED STS STL CORP NEW 76B04-187 2009-11 PURCHASE 2011-05   8,684 7,120     1,564  
    NESTLE S A REP RG SH AD 54035-167 2008-05 PURCHASE 2011-05   10,237 8,178     2,059  
    ABBOTT LABORATORIES-176 2009-07 PURCHASE 2011-06   9,137 7,936     1,201  
    WASTE MANAGEMENT INC NE 9D8C4-318 2009-07 PURCHASE 2011-06   11,894 8,774     3,120  
    AIR PRODUCTS&CHEM 00661-75 2008-10 PURCHASE 2011-06   6,831 4,447     2,384  
    AIR PRODUCTS&CHEM 00661-19 2008-10 PURCHASE 2011-06   1,749 1,126     623  
    MERCK AND CO INC SHS-86 2008-10 PURCHASE 2011-06   2,981 2,511     470  
    MERCK AND CO INC SHS-113 2009-10 PURCHASE 2011-06   3,917 3,540     377  
    WAL-MART STORES INC-147 2010-06 PURCHASE 2011-06   7,706 7,570     136  
    AVALONBAY CMMUN INC 014H7-41 2009-01 PURCHASE 2011-06   5,219 2,150     3,069  
    AVALONBAY CMMUN INC 014H7-33 2009-03 PURCHASE 2011-06   4,201 1,672     2,529  
    INTL BUSINESS MACHINES 39050-22 2008-05 PURCHASE 2011-08   3,687 2,817     870  
    MCDONALDS CORP CO 47649-43 2009-07 PURCHASE 2011-08   3,638 2,450     1,188  
    WAL-MART STORES INC-58 2010-06 PURCHASE 2011-08   2,881 2,987     -106  
    WAL-MART STORES INC-57 2010-07 PURCHASE 2011-08   2,831 2,926     -95  
    ACCENTURE PLC SHS-83 2010-04 PURCHASE 2011-08   4,486 3,644     842  
    GOLDMAN SACHS GROUP INC 316A8-21 2008-10 PURCHASE 2011-08   2,321 1,825     496  
    GOLDMAN SACHS GROUP INC 316A8-4 2009-07 PURCHASE 2011-08   442 621     -179  
    LINCOLN NTL CORP IND NP 44728-77 2009-08 PURCHASE 2011-08   1,525 1,792     -267  
    LINCOLN NTL CORP IND NP 44728-37 2009-08 PURCHASE 2011-09   648 861     -213  
    LINCOLN NTL CORP IND NP 44728-300 2010-06 PURCHASE 2011-09   5,251 8,528     -3,277  
    PEPSICO-24 2009-07 PURCHASE 2011-10   1,488 1,368     120  
    APACHE CORP 04953-24 2009-08 PURCHASE 2011-10   2,329 2,091     238  
    APACHE CORP 04953-21 2009-10 PURCHASE 2011-10   2,038 1,894     144  
    CONOCOPHILLIPS 145W7-65 2010-04 PURCHASE 2011-10   4,679 3,698     981  
    HESS CORP 35DX1-33 2009-07 PURCHASE 2011-10   2,009 1,677     332  
    HESS CORP 35DX1-28 2009-09 PURCHASE 2011-10   1,705 1,490     215  
    MCDONALDS CORP CO 47649-51 2009-07 PURCHASE 2011-10   4,688 2,906     1,782  
    MCDONALDS CORP CO 47649-47 2010-01 PURCHASE 2011-10   4,321 2,882     1,439  
    OCCIDENTAL PETE CORP CA 57115-62 2008-05 PURCHASE 2011-10   5,399 5,582     -183  
    PEABODY ENERGY CORP COM-23 2010-03 PURCHASE 2011-10   941 1,113     -172  
    PEABODY ENERGY CORP COM-55 2010-06 PURCHASE 2011-10   2,251 2,374     -123  
    PNC FINCL SERVICES GROU 59788-61 2009-07 PURCHASE 2011-10   3,347 2,391     956  
    US BANCORP (NEW) 76B35-220 2010-01 PURCHASE 2011-10   5,620 5,220     400  
    US BANCORP (NEW) 76B35-15 2010-03 PURCHASE 2011-10   383 392     -9  
    CONOCOPHILLIPS 145W7-49 2010-04 PURCHASE 2011-10   3,507 2,788     719  
    CONOCOPHILLIPS 145W7-8 2010-06 PURCHASE 2011-10   572 410     162  
    HESS CORP 35DX1-130 2009-09 PURCHASE 2011-10   7,790 6,917     873  
    PEABODY ENERGY CORP COM-23 2010-06 PURCHASE 2011-10   886 993     -107  
    PNC FINCL SERVICES GROU 59788-137 2009-07 PURCHASE 2011-10   7,398 5,370     2,028  
    US BANCORP (NEW) 76B35-274 2010-03 PURCHASE 2011-10   6,906 7,156     -250  
    APACHE CORP 04953-85 2009-10 PURCHASE 2011-10   8,094 7,667     427  
    REED ELSEVIER CAPITAL CORP BOND-140 2009-01 PURCHASE 2010-12   16,174 14,088     2,086  
    REED ELSEVIER CAPITAL CORP BOND-20 2009-05 PURCHASE 2010-12   2,311 2,150     161  
    REED ELSEVIER CAPITAL CORP BOND-10 2009-11 PURCHASE 2010-12   1,155 1,155        
    KRAFT FOODS CORP BOND-150 2008-12 PURCHASE 2010-12   15,714 15,613     101  
    U.S. TREASURY NOTE H27U9-210 2009-04 PURCHASE 2011-01   21,098 20,850     248  
    U.S. TREASURY NOTE H27U9-170 2009-05 PURCHASE 2011-01   17,080 16,623     457  
    U.S. TREASURY NOTE H27U9-40 2009-10 PURCHASE 2011-01   4,019 3,865     154  
    KRAFT FOODS CORP BOND-60 2008-12 PURCHASE 2011-01   6,419 6,245     174  
    KRAFT FOODS CORP BOND-10 2009-04 PURCHASE 2011-01   1,070 1,058     12  
    KRAFT FOODS CORP BOND-20 2009-05 PURCHASE 2011-01   2,140 2,168     -28  
    KRAFT FOODS CORP BOND-10 2009-11 PURCHASE 2011-01   1,070 1,086     -16  
    COMCAST CORP BOND-350 2008-12 PURCHASE 2011-02   33,195 34,012     -817  
    VALERO ENERGY CORP BOND-20 2008-12 PURCHASE 2011-02   2,029 1,533     496  
    VALERO ENERGY CORP BOND-10 2009-04 PURCHASE 2011-02   1,015 707     308  
    VALERO ENERGY CORP BOND-50 2009-04 PURCHASE 2011-02   5,073 3,759     1,314  
    USD GOLDMAN SACHS CORP BOND-320 2008-12 PURCHASE 2011-02   34,613 29,343     5,270  
    ANHEUSR BUSCH CORP BOND-240 2008-12 PURCHASE 2011-02   26,314 22,804     3,510  
    ANHEUSR BUSCH CORP BOND-20 2009-04 PURCHASE 2011-02   2,193 1,763     430  
    ANHEUSR BUSCH CORP BOND-30 2009-05 PURCHASE 2011-02   3,289 2,580     709  
    ANHEUSR BUSCH CORP BOND-20 2009-11 PURCHASE 2011-02   2,193 2,098     95  
    MARATHON OIL CORP BOND-120 2009-03 PURCHASE 2011-02   13,649 12,056     1,593  
    MARATHON OIL CORP BOND-20 2009-04 PURCHASE 2011-02   2,275 2,048     227  
    MARATHON OIL CORP BOND-10 2009-05 PURCHASE 2011-02   1,137 1,065     72  
    MARATHON OIL CORP BOND-10 2009-11 PURCHASE 2011-02   1,137 1,108     29  
    CITIGROUP INC CORP BOND-260 2008-12 PURCHASE 2011-03   27,329 22,463     4,866  
    CITIGROUP INC CORP BOND-20 2009-04 PURCHASE 2011-03   2,102 1,340     762  
    CITIGROUP INC CORP BOND-40 2009-05 PURCHASE 2011-03   4,204 3,270     934  
    CITIGROUP INC CORP BOND-20 2009-11 PURCHASE 2011-03   2,102 1,965     137  
    WACHOVIA CORP BOND-90 2008-12 PURCHASE 2011-03   10,011 9,159     852  
    WACHOVIA CORP BOND-30 2009-04 PURCHASE 2011-03   3,337 2,696     641  
    WACHOVIA CORP BOND-60 2009-05 PURCHASE 2011-03   6,674 5,715     959  
    WACHOVIA CORP BOND-30 2009-11 PURCHASE 2011-03   3,337 3,119     218  
    CHESAPEAKE ENERGY CORP COMPANY GUARN 2009-11 PURCHASE 2011-04   19,935 18,540     1,395  
    MORGAN STANLEY C6EG7-180 2009-11 PURCHASE 2011-05   18,931 18,142     789  
    LOOMIS SAYLES SECURITIZED ASSETS FD- 2010-03 PURCHASE 2011-05   26,117 24,670     1,447  
    U.S. TREASURY NOTE H27Y5-40 2010-03 PURCHASE 2011-05   4,003 4,031     -28  
    LOOMIS SAYLES HI INCOME 9LNL6-170 2008-12 PURCHASE 2011-05   1,802 1,044     758  
    U.S. TREASURY NOTE 1.000% OCT 31 201 2010-03 PURCHASE 2011-05   5,018 5,022     -4  
    CREDIT SUISSE FB USA IN CORP BOND-23 2008-12 PURCHASE 2011-06   25,187 21,527     3,660  
    CREDIT SUISSE FB USA IN CORP BOND-20 2009-04 PURCHASE 2011-06   2,190 1,874     316  
    CREDIT SUISSE FB USA IN CORP BOND-30 2009-05 PURCHASE 2011-06   3,285 2,997     288  
    CREDIT SUISSE FB USA IN CORP BOND-10 2009-11 PURCHASE 2011-06   1,095 1,050     45  
    TIME WARNER CABLE INC COMPANY GUARNT 2009-11 PURCHASE 2011-06   1,122 1,059     63  
    BURLINGTN NORTH SANTA FE - 04.700% O 2009-11 PURCHASE 2011-06   1,064 1,017     47  
    FORD MOTOR CREDIT CO GLB 07.000% OCT 2010-01 PURCHASE 2011-06   1,084 1,018     66  
    DOMINION RESOURCES INC - 05.200% AUG 2010-04 PURCHASE 2011-06   1,099 1,035     64  
    ALTRIA GROUP INC CORP BOND-10 2009-02 PURCHASE 2011-06   1,314 1,029     285  
    COMCAST CORP BOND-10 2008-12 PURCHASE 2011-06   988 972     16  
    DUKE ENERGY CORP BOND-10 2008-12 PURCHASE 2011-06   1,033 1,048     -15  
    EMBARQ CORP BOND-10 2008-12 PURCHASE 2011-06   1,088 647     441  
    GENERAL ELEC CAP CORP B75W2-10 2009-08 PURCHASE 2011-06   1,163 978     185  
    MORGAN STANLEY C6EG7-10 2009-11 PURCHASE 2011-06   1,052 1,008     44  
    NABORS INDUSTRIES INC D27P0-10 2009-07 PURCHASE 2011-06   1,121 933     188  
    VALERO ENERGY CORP BOND-10 2009-04 PURCHASE 2011-06   1,059 752     307  
    SPRINT CAP CORP BOND-10 2008-12 PURCHASE 2011-06   968 556     412  
    AT&T CORP BOND-10 2008-12 PURCHASE 2011-06   1,040 1,065     -25  
    WAL-MART STORES CORP BOND-10 2008-12 PURCHASE 2011-06   1,011 1,022     -11  
    USD GOLDMAN SACHS CORP BOND-10 2008-12 PURCHASE 2011-06   1,077 917     160  
    USD TELECOM IT CAP CORP BOND-10 2008-12 PURCHASE 2011-06   916 711     205  
    TALISMAN ENERGY CORP BOND-10 2008-12 PURCHASE 2011-06   1,022 683     339  
    VODAFONE GROUP CORP BOND-190 2008-12 PURCHASE 2011-06   20,765 19,148     1,617  
    VODAFONE GROUP CORP BOND-20 2009-04 PURCHASE 2011-06   2,186 1,875     311  
    VODAFONE GROUP CORP BOND-20 2009-05 PURCHASE 2011-06   2,186 1,960     226  
    VODAFONE GROUP CORP BOND-20 2009-11 PURCHASE 2011-06   2,186 2,123     63  
    USD TELEFONICA EMIS CORP BOND-180 2008-12 PURCHASE 2011-06   19,819 18,131     1,688  
    USD TELEFONICA EMIS CORP BOND-20 2009-04 PURCHASE 2011-06   2,202 2,050     152  
    USD TELEFONICA EMIS CORP BOND-20 2009-05 PURCHASE 2011-06   2,202 2,073     129  
    USD TELEFONICA EMIS CORP BOND-20 2009-11 PURCHASE 2011-06   2,202 2,210     -8  
    USD TELECOM IT CAP CORP BOND-240 2008-12 PURCHASE 2011-06   20,266 17,059     3,207  
    USD TELECOM IT CAP CORP BOND-20 2009-04 PURCHASE 2011-06   1,689 1,360     329  
    USD TELECOM IT CAP CORP BOND-40 2009-05 PURCHASE 2011-06   3,378 3,000     378  
    USD TELECOM IT CAP CORP BOND-20 2009-11 PURCHASE 2011-06   1,689 1,934     -245  
    U.S. TREASURY NOTE H27Y5-2150 2010-03 PURCHASE 2011-06   215,000 216,647     -1,647  
    LOOMIS SAYLES SECURITIZED ASSETS FD- 2010-03 PURCHASE 2011-07   89,416 84,993     4,423  
    SPRINT CAP CORP BOND-230 2008-12 PURCHASE 2011-07   22,166 12,786     9,380  
    USD GOLDMAN SACHS CORP BOND-210 2008-12 PURCHASE 2011-08   21,901 19,256     2,645  
    USD GOLDMAN SACHS CORP BOND-40 2009-04 PURCHASE 2011-08   4,172 3,795     377  
    USD GOLDMAN SACHS CORP BOND-80 2009-05 PURCHASE 2011-08   8,343 8,022     321  
    USD GOLDMAN SACHS CORP BOND-30 2009-11 PURCHASE 2011-08   3,129 3,170     -41  
    EL PASO NATURAL GAS - 07.250% JUN 01 2009-11 PURCHASE 2011-08   20,385 17,955     2,430  
    XEROX CORPORATION CORP BOND-190 2008-12 PURCHASE 2011-08   19,000 19,054     -54  
    XEROX CORPORATION CORP BOND-10 2009-04 PURCHASE 2011-08   1,000 970     30  
    XEROX CORPORATION CORP BOND-10 2009-05 PURCHASE 2011-08   1,000 1,034     -34  
    XEROX CORPORATION CORP BOND-10 2009-11 PURCHASE 2011-08   1,000 1,075     -75  
    LOOMIS SAYLES SECURITIZED ASSETS FD- 2010-03 PURCHASE 2011-10   43,171 41,371     1,800  
    LOOMIS SAYLES HI INCOME 9LNL6-1452 2008-12 PURCHASE 2011-10   13,968 8,915     5,053  
    U.S. TREASURY NOTE 1.125% DEC 15 201 2010-10 PURCHASE 2011-10   12,125 12,187     -62  
    U.S. TREASURY NOTE 1.000% OCT 31 201 2010-03 PURCHASE 2011-10   28,004 28,120     -116  
    INTL PAPER CO CORP BOND-70 2008-12 PURCHASE 2011-10   8,208 5,519     2,689  
    COMCAST CORP BOND-50 2008-12 PURCHASE 2011-10   5,296 4,859     437  
    EMBARQ CORP BOND-80 2008-12 PURCHASE 2011-10   8,080 5,180     2,900  
    VALERO ENERGY CORP BOND-40 2009-04 PURCHASE 2011-10   4,396 3,007     1,389  
    TIME WARNER INC CORP BOND-50 2008-12 PURCHASE 2011-10   5,720 4,612     1,108  
    USG CORP BOND-70 2008-12 PURCHASE 2011-10   5,184 4,922     262  
    US WEST TELECOM CORP BOND-50 2009-01 PURCHASE 2011-10   4,894 3,075     1,819  
    WAL-MART STORES CORP BOND-50 2008-12 PURCHASE 2011-10   5,786 5,108     678  
    SHELL INTL FIN CORP BOND-80 2008-12 PURCHASE 2011-10   10,814 8,961     1,853  
    U.S. TREASURY NOTE 1.000% OCT 31 201 2010-03 PURCHASE 2011-10   181,000 181,778     -778  
    MCDONALDS CORP CO 47649-500 2009-04 PURCHASE 2011-01   36,204 27,820     8,384  
    BECTON DICKINSON CO 08540-100 2009-04 PURCHASE 2011-02   8,167 6,767     1,400  
    BECTON DICKINSON CO 08540-900 2009-04 PURCHASE 2011-02   73,484 60,899     12,585  
    BECTON DICKINSON CO 08540-200 2009-04 PURCHASE 2011-02   16,330 13,002     3,328  
    BECTON DICKINSON CO 08540-50 2009-05 PURCHASE 2011-02   4,082 3,282     800  
    WALGREEN CO NEW-700 2003-06 PURCHASE 2011-03   29,868 20,745     9,123  
    WALGREEN CO NEW-300 2003-06 PURCHASE 2011-03   12,804 8,891     3,913  
    NESTLE S A REP RG SH AD 54035-200 2009-04 PURCHASE 2011-03   11,242 6,432     4,810  
    CHUBB CORP 16885-254 2009-04 PURCHASE 2011-03   14,952 10,400     4,552  
    NORFOLK SOUTHERN-150 2009-04 PURCHASE 2011-03   9,973 5,302     4,671  
    NORFOLK SOUTHERN-100 2009-04 PURCHASE 2011-03   6,649 3,534     3,115  
    CHUBB CORP 16885-196 2009-04 PURCHASE 2011-03   11,536 8,025     3,511  
    NESTLE S A REP RG SH AD 54035-900 2009-04 PURCHASE 2011-03   49,292 28,944     20,348  
    EMERSON ELEC CO 26435-300 2009-04 PURCHASE 2011-03   17,257 9,600     7,657  
    CATERPILLAR INC DEL 14565-300 2009-04 PURCHASE 2011-03   30,684 8,835     21,849  
    CHUBB CORP 16885-200 2009-04 PURCHASE 2011-04   12,330 8,189     4,141  
    CHUBB CORP 16885-100 2009-04 PURCHASE 2011-04   6,166 4,095     2,071  
    CHUBB CORP 16885-200 2009-04 PURCHASE 2011-04   12,334 8,189     4,145  
    CHUBB CORP 16885-450 2009-04 PURCHASE 2011-04   27,737 18,426     9,311  
    CHUBB CORP 16885-50 2009-05 PURCHASE 2011-04   3,082 1,969     1,113  
    METLIFE INC 49DM2-500 2009-11 PURCHASE 2011-06   21,876 17,245     4,631  
    METLIFE INC 49DM2-500 2010-03 PURCHASE 2011-06   21,876 21,259     617  
    MICROSOFT CORP-1000 2003-06 PURCHASE 2011-06   24,712 30,543     -5,831  
    CINN FINCL CRP OHIO 16983-200 2009-04 PURCHASE 2011-06   5,800 4,857     943  
    CINN FINCL CRP OHIO 16983-800 2009-04 PURCHASE 2011-06   23,192 19,427     3,765  
    ALTRIA GROUP INC-2950 2009-04 PURCHASE 2011-07   76,787 49,471     27,316  
    AT&T INC-1500 2006-04 PURCHASE 2011-07   43,499 37,228     6,271  
    PEPSICO-250 2010-06 PURCHASE 2011-07   17,161 15,668     1,493  
    INTEL-2500 2003-06 PURCHASE 2011-09   51,049 43,216     7,833  
    COCA-COLA 11/10/95-500 2008-08 PURCHASE 2011-09   34,509 26,580     7,929  
    PEPSICO-250 2010-06 PURCHASE 2011-10   15,552 15,668     -116  
    PEPSICO-300 2010-06 PURCHASE 2011-10   18,663 18,804     -141  
    PEPSICO-200 2010-08 PURCHASE 2011-10   12,442 12,815     -373  
    CATERPILLAR INC DEL 14565-600 2009-04 PURCHASE 2011-10   51,971 17,669     34,302  
    CATERPILLAR INC DEL 14565-100 2010-10 PURCHASE 2011-10   8,662 8,062     600  
    AT&T INC-300 2006-04 PURCHASE 2011-10   8,729 7,446     1,283  
    AT&T INC-100 2010-07 PURCHASE 2011-10   2,910 2,602     308  
    GLAXOSMITHKLINE PLC AD 312G8-200 2010-10 PURCHASE 2011-10   8,983 8,204     779  
    JOHNSON & JOHNSON-500 2003-06 PURCHASE 2011-10   31,727 23,907     7,820  
    VERIZON COMMUNICATNS CO 79B06-300 2004-06 PURCHASE 2011-10   11,167 10,048     1,119  
    VERIZON COMMUNICATNS CO 79B06-500 2006-09 PURCHASE 2011-10   18,612 17,864     748  
    VERIZON COMMUNICATNS CO 79B06-300 2006-10 PURCHASE 2011-10   11,167 11,009     158  
    ABBOTT LABORATORIES-1100 2009-04 PURCHASE 2011-10   59,205 48,470     10,735  
    FT. WASHINGTON HI YLD 2010-12 PURCHASE 2011-11   18,572       18,572  
    FT. WASHINGTON HI YLD 2010-11 PURCHASE 2011-11   14,711       14,711  

    TY 2010 InvestmentsCorpBondsSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Name of Bond End of Year Book Value End of Year Fair Market Value
    AT&T 340 SHARES    
    BP GLOBAL CAPITAL MKTS 270 SHARES    
    WELLS FARGO    
    ALCOA INC GLB 05.900% FEB 01 2027 20,734 20,004
    ALLY FINANCIAL INC GLB 06.875% AUG 2 37,710 36,223
    ALTRIA GROUP INC CORP BOND 26,365 32,195
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR 33,519 37,301
    ARCELORMITTAL GLB 03.750% AUG 05 201 16,938 16,124
    AT&T CORP BOND 34,642 37,096
    BELLSOUTH CORP BOND 16,976 19,368
    BP CAPITAL MARKETS PLC COMPANY GUARN 26,465 27,978
    BUNGE LIMITED FINANCE CO COMPANY GUA 20,086 20,310
    BURLINGTN NORTH SANTA FE - 04.700% O 36,615 39,657
    CAPITAL ONE FINL CORP BOND 19,276 25,663
    CITIGROUP INC GLB 05.375% AUG 09 202 18,637 18,067
    COMCAST CORP BOND 32,610 36,195
    DIRECTV HLDG/FIN INC COMPANY GUARNT 33,905 35,271
    EMBARQ CORP BOND 28,898 41,232
    ENERGY TRANSFER PARTNERS - 06.700% J 18,740 18,801
    EXPRESS SCRIPTS INC COMPANY GUARNT 0 37,742 37,720
    FEDERAL NATL MTG ASSOC NOTES 00.750% 90,925 92,330
    FHLMC G0 5188 05%2038 AMORTIZED F 105,960 105,570
    FNMA P745275 05%203 IJ7N2 119,940 89,007
    FNMA P889572 05 50%2038 AMORTIZED F 166,247 136,386
    FNMA P889982 05 50%203 IW4A5 115,360 68,029
    FNMA P992033 06%203 IUXL2 91,235 96,711
    FNMA P995018 05 50%203 IUFG5 56,146 31,787
    FNMA P995672 04 50%2039 AMORTIZED F 243,742 224,757
    FNMA PAE0392 05 50%2039 AMORTIZED F 82,028 71,909
    FNMA PAL0065 04 50%2041 AMORTIZED F 229,330 227,663
    FORD MOTOR CREDIT CO GLB 07.000% OCT 32,560 33,782
    GENERAL ELEC CAP CORP B75W2 32,613 36,688
    GENERAL ELEC CAP CORP GLB 02.800% JA 18,970 19,338
    GEORGIA PACIFIC CORP BOND 13,185 21,413
    INTL PAPER CO CORP BOND 10,854 15,496
    JPMORGAN CHASE & CO SENIOR NOTES GLB 46,116 45,633
    KRAFT FOODS INC GLB 04.125% FEB 09 2 37,878 38,596
    MCDONALD'S CORP BOND 17,547 19,963
    NEWFIELD EXPLORATION CO GLB 05.750% 19,855 20,021
    NEWMONT MINING CORP COMPANY GUARNT 0 25,367 27,169
    NEWS AMERICA CORP BOND 19,861 22,559
    NISOURCE FINANCE CORP COMPANY GUARNT 21,456 23,645
    OWENS CORNING INC COMPANY GUARNT GLB 18,383 18,797
    PROCTER & GAMBLE CO/THE GLB 01.450% 39,858 39,992
    PRUDENTIAL FINANCIAL INC SER MTN 04. 18,517 18,905
    SHELL INTL FIN CORP BOND 17,845 21,176
    SIMON PROPERTY GROUP INC - 06.125% M 16,853 19,295
    SPRINT CAP CORP BOND 29,968 34,875
    TALISMAN ENERGY CORP BOND 21,214 31,077
    TIME WARNER CABLE INC COMPANY GUARNT 35,996 38,306
    TIME WARNER INC CORP BOND 11,687 14,686
    TRANSOCEAN INC COMPANY GUARNT GLB 06 28,088 25,860
    UNITEDHEALTH GROUP CORP BOND 2,984 3,447
    US STEEL CORP SENIOR NOTES 07.375% A 19,071 18,074
    US WEST TELECOM CORP BOND 12,379 18,620
    USG CORP BOND 10,687 11,363
    VALERO ENERGY CORP BOND 30,910 35,651
    WAL-MART STORES CORP BOND 28,921 32,460
    WELLS FARGO & CO E7599 143,785 146,135
    WELLS FARGO & CO NOTES SER MTN GLB 0 28,965 30,712
    WHIRLPOOL CORP BOND 17,585 19,029
    WYNDHAM WORLDWIDE GLB 06.000% DEC 01 19,903 20,655

    TY 2010 InvestmentsCorpStockSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Name of Stock End of Year Book Value End of Year Fair Market Value
    3M COMPANY 74E15-344    
    ABBOTT LABORATORIES-2760    
    ACCENTURE PLC SHS-153    
    ACE LTD 02600-356    
    ADOBE SYS DEL PV 0.001 00380-1177    
    AIR PRODUCTS&CHEM 00661-94    
    AKITA BANK LTD 8343 50.JPY PAR ORDIN    
    ALCATEL S.A. SPD AD 02069-4750    
    ALCON INC 01901-35    
    ALEXANDER & BALDWIN INC-530    
    ALLEGHENY TECH INC 016N1-648    
    ALLERGAN INC-367    
    ALTRIA GROUP INC-2950    
    AMAZON COM INC COM 011K2-277    
    AMERICA MOVIL SER L ADR 018N7-95    
    AMERICAN EXPRESS CO-287    
    AMERICAN TOWER CORP CL 013P8-677    
    AMGEN INC COM PV 0.000 04491-1062    
    AMN ELEC POWER CO 02516-538    
    AMPHENOL CORP CL A NEW-316    
    ANADARKO PETE CORP 04607-168    
    ANHEUSER-BUSCH INBEV ADR-739    
    APACHE CORP 04953-380    
    APPLE COMPUTERS 8/12/97-919    
    ARCHER DANIELS MIDLD 05071-488    
    ARGO GROUP INTERNATIONA 027L2-1001    
    AT&T INC-3875    
    AUTOMATIC DATA PRO-10000    
    AVALONBAY CMMUN INC 014H7-150    
    BANK NEW YORK MELLON 08462-1297    
    BANK OF AMERICA CORP 079W8-701    
    BANK OF NAGOYA LTD 8522 89B42-6000    
    BARRICK GOLD CORPORATION-582    
    BECTON DICKINSON CO 08540-1250    
    BERKSHIRE HATHAWAY INC DELAWARE CL A    
    BEST BUY CO INC 09056-254    
    BHP BILLITON LTD AD 082E4-205    
    BOEING COMPANY 09728-1609    
    BORG WARNER INC CO 069K4-316    
    BOSTON PPTYS INC 076X6-90    
    BRASIL TELECOM SA ADR-852    
    BRASIL TELECOM SA SHS-483    
    BRIGGS & STRATTON W 10934-3080    
    CAMERON INTL CORP-417    
    CANADIAN NATL RAILWAY C 132T5-133    
    CANADIAN NATURAL RES LT 13776-842    
    CARNIVAL CORP PAIRED SH 136F0-628    
    CATERPILLAR INC DEL 14565-1692    
    CELGENE CORP CO 14659-1642    
    CHAODA MODERN AGRI LTD 9FSJ0-46000    
    CHECK POINT SOFTWRE TECH-605    
    CHEVRON CORP 144X5-3109    
    CHUBB CORP 16885-1450    
    CHUDENKO CORP 89AJ2-1600    
    CIGNA CORP 16906-363    
    CINN FINCL CRP OHIO 16983-5000    
    CISCO SYS INC-10516    
    CITIGROUP INC-6168    
    CITRIX SYSTEMS INC CO 132R9-703    
    CLIFFS NATURAL RESOURCES INC-189    
    CME GROUP INC 153G0-97    
    COACH INC 143G8-292    
    COAST ACCESS III LTD 8EBT9-85947    
    COCA-COLA 11/10/95-1997    
    COLGATE PALMOLIVE CO-616    
    COMCAST CORP NEW CL A 127J0-1166    
    COMPANHIA D SNMNTO BSCO 145R4-850    
    CONOCOPHILLIPS 145W7-493    
    CORNING INC 21322-1118    
    COVIDIEN PLC SHS 157N0-956    
    CROWN CASTLE INTL CORP 138N1-1061    
    CTRIP.COM INTL LTD AD 144E3-324    
    CUMMINS INC CO 22195-293    
    CVS CORP DELAWARE CO 135H0-417    
    D R HORTON INC 23609-1520    
    DANAHER CORP DEL CO 22576-382    
    DEBENHAMS PLC UNSP ADR 23CC4-9310    
    DELTA AIR LINES INC 23146-2477    
    DENBURY RES INC-453    
    DEVON ENERGY CORP NEW 229B4-155    
    DISNEY (WALT) CO COM ST 23892-229    
    DOW CHEMICAL CO 24465-665    
    DST SYSTEMS INC DEL-270    
    E L FINANCL CORP LTD-56    
    E M C CORPORATION MASS 25153-1497    
    EATON CORP 25660-336    
    EBAY INC CO 256T9-2338    
    EL PASO CORPORATION 259B7-1159    
    EL PASO NATURAL GAS - 07.250% JUN 01    
    EMERSON ELEC CO 26435-1964    
    EOG RESOURCES INC 257J7-225    
    EVENT DRIVN CREDIT HEDG 8EC25-9579.2    
    EVEREST RE GROUP LTD-353    
    EXPRESS SCRIPTS INC COM-320    
    EXXON MOBIL CORP CO 257D4-5115    
    F5 NETWORKS INC CO 282U1-138    
    FANUC LTD-UNSP-430    
    FIDELITY NATIONAL FINANC INC-2360    
    FIFTH THIRD BANCORP-848    
    FIRST PAC CO SPNSD ADR 278B7-14130    
    FLEXTRONICS INTL LTD 277K0-5069    
    FORD MOTOR COMPANY-4559    
    FRANKLIN RES INC 30655-115    
    FREEPRT-MCMRAN CPR 278X5-702    
    FUJI FIRE MARINE 8763 JPY PAR ORDINA    
    GALLAGHER ARTHUR J 31113-780    
    GENERAL ELECTRIC 12/26/95-11840    
    GENERAL MOTORS CO COMMON SHARES-509    
    GENL DYNAMICS CORP CO 31564-218    
    GILEAD SCIENCES INC COM 32422-362    
    GLAXOSMITHKLINE PLC AD 312G8-1000    
    GLOBAL MACRO HEDGEACCES 8EDE8-3562.6    
    GLOBAL MACRO HEDGEACCES 8EET5-11657    
    GOLDMAN SACHS GROUP INC 316A8-582    
    GOODYEAR TIRE RUBBER 33041-3610    
    GOOGLE INC CL A 31842-426    
    GRAFTON GROUP PLC EUR PAR ORDINARY-5    
    HACHIJUNI BANK LTD ADR 348F1-270    
    HALLIBURTON COMPANY 34824-449    
    HELLENIC TELECOM ORGANIZ 750.EUR PAR    
    HERTZ GLOBAL HOLDINGS IN-2553    
    HESS CORP 35DX1-553    
    HEWLETT PACKARD CO DE 36229-400    
    HOME RETAIL GROUP 8GGW1-5860    
    HSN INC-1024    
    HYAKUGO BANK LTD(105TH B JPY PAR ORD    
    HYATT HOTELS CORP-339    
    INTEL-15804    
    INTL BUSINESS MACHINES 39050-1269    
    INTL FLAVORS&FRAGRN 39155-410    
    INTL PAPER CO-666    
    INTUITIVE SURGICAL INC 388C2-76    
    ISHARES BARCLAYS AGGRGT 31FG4-4900    
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX    
    ISHARES MSCI EMERGING-5160    
    ISHARES RUSSELL 1000 31CK0-20000    
    ITALCEMENTI RISP 898P4-2180    
    ITALMOBILARE RISP NC FN 5000.ITL PAR    
    ITALMOBILIARE 89003-160    
    ITV PLC 8EWX3-26680    
    J P MORGAN CHASE AND CO 405S5-7653    
    JOHNSON & JOHNSON-5408    
    JUNIPER NETWORKS INC 405H1-444    
    KB HOME 41500-1750    
    KELLOGG CO-208    
    KEYCORP NEW CO 415J3-4936    
    KIMBERLY CLARK 42451-212    
    KINDER MORGAN ENERGY PARTNERS LP-200    
    KRAFT FOODS INC VA CL A-331    
    KROGER CO-899    
    LABORATORY CP AMER HLDGS-229    
    LAGARDERE S.C.A. F 91057-980    
    LENNAR CORP CL 434A8-1290    
    LENNAR CORP CL 44181-1020    
    LIMITED BRANDS INC 44609-1292    
    LINCOLN NTL CORP IND NP 44728-414    
    LUNDBECK (H) AS EUR PAR ORDINARY-316    
    M&T BANK CORPORATIO 46EB0-141    
    MAGNA INTL INC CL A VTG 46157-265    
    MAGYAR TAVKOZLES RT ADR 46E67-2210    
    MAKHTESHIM-AGAN INDUSTRIES LTD SHS-5    
    MARATHON OIL CORP 46JR7-516    
    MARRIOTT INTL INC NEW A 46FH1-555    
    MARSHALL AND ILSLEY CORP NEW-2000    
    MASCO CORP 47205-3770    
    MASTERCARD INC 46L15-50    
    MCDONALDS CORP CO 47649-2264    
    MEAD JOHNSON NUTRTION CO-361    
    MEDCO HEALTH SOLUTIONS 46J71-321    
    MEDTRONIC INC-1500    
    MERCK AND CO INC SHS-2378    
    METLIFE INC 49DM2-2466    
    MICROSOFT CORP-6489    
    MORGAN STANLEY DEAN WITTER CON-1419    
    MOSAIC CO-228    
    MS&AD INS GROUP HLDGS UNSP ADR-1793    
    NATIONAL GRID PLC SP ADR-169    
    NESTLE S A REP RG SH AD 54035-1951    
    NETAPP INC 53CH4-420    
    NETFLIX COM INC-185    
    NEWMONT MINING CORP 55370-393    
    NEWS CORP CL 53BL0-3734    
    NEXTERA ENERGY INC SHS-131    
    NORDSTROM INC 55641-404    
    NORFOLK SOUTHERN-1000    
    NORTEL INV PFD B SPD ADR-660    
    NORTHN TRUST CORP 56567-153    
    OBAYASHI CORP 1802 F 91585-6000    
    OCCIDENTAL PETE CORP CA 57115-341    
    OLD REPUB INTL CORP 57683-1390    
    OMNICOM GROUP COM 57830-145    
    ORACLE CORP-5218    
    PACCAR INC-143    
    PANALPINA WELTTRANSPORT 8FSY5-340    
    PARKER HANNIFIN CORP-104    
    PEABODY ENERGY CORP COM-413    
    PEPSICO-4444    
    PETRLEO BRAS VTG SPD AD 59465-317    
    PEUGEOT CITROENS SPN ADR-300    
    PFIZER INC.-2870    
    PG&E CORP 590F9-588    
    PHILIP MORRIS INTL INC 601S5-1300    
    PLAINS ALL AMERN PIPL L 8AG03-2000    
    PNC FINCL SERVICES GROU 59788-755    
    POTASH CORP SASKATCHEWA 62400-109    
    PPL CORPORATION 594L6-207    
    PRAXAIR INC 61889-600    
    PRECISION CASTPARTS 62553-402    
    PREMIER FOODS PLC 8E5W4-116810    
    PRICE T ROWE GROUP INC 595K0-1400    
    PRICELINE COM INC-65    
    PROCTER & GAMBLE 11/10/95-11912    
    PROGRESSIVE CRP OHIO 63010-2215    
    PROMISE CO LTD AD 596L2-3130    
    PRUDENTIAL FINANCIAL IN 59442-422    
    PRUDENTIAL PLC ADR-1645    
    PUB SVC ENTERPRISE GRP 63133-231    
    PULTE HOMES INC CO 584E7-3106    
    RANGE RESOURCES CORP DE 64AE2-288    
    REGIONS FINL CORP 64D29-2657    
    ROCKWELL COLLINS INC-442    
    ROGERS COMMUNICATIONS 65563-403    
    ROYAL DUTCH SHELL PLC-3500    
    SALESFORCE COM INC 67897-212    
    SARA LEE CORP CO 67017-1400    
    SCHLUMBERGER LTD-1945    
    SCHWAB CHARLES CORP NEW 67344-3174    
    SEIKO EPSON CORP UNSP 678W7-3870    
    SEMPRA ENERGY-282    
    SNS REAAL N.V. 8F9L0-4480    
    SOUTHWESTERN ENERGY CO-303    
    STANLEY BLACK & DECKER INC-315    
    STAPLES INC 71676-306    
    STARBUCKS CORP 71795-1089    
    STATE STREET CORP 670C9-326    
    SUNCOR ENERGY INC NEW-336    
    SUNTRUST BKS INC CO 72768-2075    
    SUPERVALU INC DEL CO 72458-4870    
    TARGET CORP COM 74DG3-1133    
    TELECOM C NW ZLND SPNAD 735K8-5230    
    TESORO CORP 73784-2750    
    TEVA PHARMACTCL INDS AD 73763-249    
    TEXAS INSTRUMENTS 73841-522    
    THERMO FISHER SCIENTIFI 74058-151    
    THOMAS COOK GROUP PLC UNSP ADR-5160    
    TIM PARTICIPACOES S A A 74FN9-760    
    TIME WARNER CABLE INC 74KB1-122    
    TJX COS INC NEW 733F2-313    
    TOKYO STYLE CO 8112 FN JPY PAR ORD    
    TOYO SUISAN KAISHA ADR-140    
    TRAVELERS COS INC 74HN3-126    
    TYCO ELECTRONICS LTD. REG.SHS-861    
    TYCO INTL LTD NAMEN-AKT-177    
    UNION PACIFIC CORP 76323-235    
    UNIPOL GRUPPO FINANZIAR 88449-30050    
    UNITED PARCEL SVC CL B 76BN1-703    
    UNITED STS STL CORP NEW 76B04-472    
    UNITED TECHNOLOGIES CORP-1217    
    UNITEDHEALTH GROUP INC 76BT5-1956    
    US BANCORP (NEW) 76B35-3695    
    USG CORP COM NEW 76705-2920    
    V F CORPORATION-224    
    VALERO ENERGY CORP NEW 79A05-511    
    VANGUARD DIVIDEND APPRECIATION ETF-2    
    VANGUARD EUROPE PACIFIC 31ML1-31100    
    VANGUARD VALUE ETF 31FM3-19975    
    VERIZON COMMUNICATNS CO 79B06-2787    
    VERTEX PHARMCTLS INC 795E6-460    
    VISA INC CL A SHRS 79EC8-253    
    VIVO PARTICIPACOES SA S 79DJ1-770    
    VODAFONE GROUP PLC NEW 79DP4-225    
    VORNADO REALTY TRUST COM REIT-134    
    WALGREEN CO NEW-5500    
    WAL-MART STORES INC-2012    
    WILLIS GROUP HOLDINGS PUBLIC LIMITED    
    WOLSELEY PLC SHS-8840    
    XEROX CORP 83859-1870    
    YAHOO INC 84AD5-2914    
    YAMAHA MOTOR CO LTD SHS 84AW8-1300    
    ZIONS BANCORP CO 84471-872    
    MUTUAL FUND    
    AMERICAN EURO PACIFIC 97154-41982.54    
    BLACKROCK GLOBAL 97E59-33742.842    
    BLACKROCK GLOBAL ALLOCATION FD INC I    
    COLUMBIA ACORN FUND Z 97011-18509.64    
    FIRST EAGLE 9E3S2-81696.196    
    HARTFORD CAPITAL 97RR0-35506.105    
    HUHTAMAKI OYJ 90NL7-760    
    ITALCEMENTI FABBRICHE R 891D6-1540    
    LAZARD EMERGING MKTS 97NY6-33848.51    
    LOOMIS SAYLES SECURITIZED ASSETS FD-    
    MATTHEWS ASIAN FUNDS PACIFIC TIGERS    
    NIPPON TV NETWORK F 92782-190    
    OPPENHEIMER DEVELOPING MARKETS FD CL    
    PIMCO ALL ASSET ALL AUTHORITY FUND C    
    PIMCO COMMODITY REAL RETURN STRATEGY    
    SAN-IN GODO BANK 8381 89E26-1000    
    TEMPLETON GLBL BOND FD ADV CL-59633.    
    WELLS FARGO ADVANTAGE ASSET ALLOCATI    
    AMERICAN EURO PACIFIC 97154 1,506,130 1,823,058
    BLACKROCK GLOBAL 97E59 644,391 625,026
    BLACKROCK GLOBAL ALLOCATION FD INC I 184,309 195,455
    COLUMBIA ACORN FUND Z 97011 401,090 532,708
    HARTFORD CAPITAL 97RR0 1,463,341 1,728,316
    ITALCEMENTI FABBRICHE R 891D6 16,389 9,640
    LAZARD EMERGING MKTS 97NY6 673,833 640,081
    LOOMIS SAYLES SECURITIZED ASSETS FD 1,233,128 1,299,626
    MATTHEWS ASIAN FUNDS PACIFIC TIGERS 117,496 135,749
    NIPPON TV NETWORK F 92782 25,593 25,430
    OPPENHEIMER DEVELOPING MARKETS FD CL 506,477 519,976
    PIMCO ALL ASSET ALL AUTHORITY FUND C 1,196,071 1,136,294
    PIMCO COMMODITY REAL RETURN STRATEGY 411,011 379,845
    SAN-IN GODO BANK 8381 89E26 9,580 7,098
    TEMPLETON GLBL BOND FD ADV CL 1,448,121 1,360,624
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 185,024 199,703
    CITIZENS COMMUNICATIONS - 06.250% JA 18,953 19,285
    COAST ACCESS III LTD 8EBT9 71,011 52,156
    CSC HOLDINGS INC - 07.625% JUL 15 20 18,351 19,440
    DOMINION RESOURCES INC - 05.200% AUG 27,951 30,814
    DUKE ENERGY CORP BOND 26,494 25,147
    ENTERPRISE PRDTS PRTN LP L P 32,040 45,490
    EVENT DRIVN CREDIT HEDG 8EC25 3,317 4,404
    FIRST EAGLE 9E3S2 1,417,156 1,908,018
    GLOBAL MACRO HEDGEACCES 8EDE8   1,688
    GLOBAL MACRO HEDGEACCES 8EET5   2,071
    LOOMIS SAYLES HI INCOME 9LNL6 51,882 74,200
    ML SYSTEMATIC MOMENTUM 73YC0 934,678 901,165
    MORGAN STANLEY C6EG7 37,577 35,516
    NABORS INDUSTRIES INC D27P0 32,852 39,050
    PIMCO FIXED INCOME SHS 9HPC5 829,854 803,806
    PIMCO FIXED INCOME SHS 9HPC6 739,176 821,335
    WASTE MANAGEMENT INC NE 9D8C4 76,802 78,250
    WEIQIAO TEXTILE CO-H SH 9HNL7 53,665 26,024
    3M COMPANY 74E15 9,979 10,454
    ABBOTT LABORATORIES 64,608 76,370
    ABERCROMBIE & FITCH CO 14,927 11,355
    ACCENTURE PLC SHS 16,123 18,074
    ACE LTD 02600 16,295 16,965
    ADOBE SYS DEL PV 0.001 00380 8,150 6,553
    AKITA BANK LTD 8343 50.JPY PAR ORDIN 17,984 17,622
    ALEXANDER & BALDWIN INC 17,217 20,082
    ALLERGAN INC 13,795 16,493
    ALPINE ELEC INC 6816 JPY PAR ORDINAR 23,357 24,967
    AMAZON COM INC COM 011K2 8,800 9,038
    AMERICAN EXPRESS CO 121,803 129,083
    AMGEN INC COM PV 0.000 04491 23,175 24,438
    AMN ELEC POWER CO 02516 28,108 31,982
    AMPHENOL CORP CL A NEW 15,397 15,004
    ANADARKO PETE CORP 04607 33,991 36,490
    AON CORP 6,708 6,298
    APACHE CORP 04953 25,582 28,042
    APPLE COMPUTERS 8/12/97 262,322 412,776
    ARCHER DANIELS MIDLD 05071 8,948 9,909
    ARGO GROUP INTERNATIONA 027L2 98,455 39,145
    ASML HLDG N.V. NEW YORK REGISTRY SHA 6,172 5,771
    AT&T INC 104,074 109,342
    AUTOMATIC DATA PRO 200,022 485,355
    AVALONBAY CMMUN INC 014H7 7,165 12,610
    BAKER HUGHES INC 36,837 28,506
    BANK OF AMERICA CORP 079W8 18,595 3,813
    BANK OF NAGOYA LTD 8522 89B42 28,881 20,559
    BARRICK GOLD CORPORATION 10,104 11,686
    BERKSHIRE HATHAWAY INC DELAWARE CL A 222,699 237,000
    BG GROUP PLC SPON AD 080X2 12,767 11,251
    BHP BILLITON LTD AD 082E4 11,523 15,410
    BIOGEN IDEC INC 075W0 11,782 12,070
    BOEING COMPANY 09728 95,508 101,455
    BORG WARNER INC CO 069K4 7,631 9,097
    BOSTON PPTYS INC 076X6 9,259 13,258
    BRASIL TELECOM SA ADR 26,680 15,183
    BRASIL TELECOM SA SHS 8,078 3,101
    BRIGGS & STRATTON W 10934 82,524 46,416
    C.H. ROBINSON WORLDWIDE 149L9 37,584 32,953
    CARNIVAL CORP PAIRED SH 136F0 20,761 20,152
    CATERPILLAR INC DEL 14565 19,903 27,504
    CELGENE CORP CO 14659 93,192 102,757
    CEMEX SA DE CV SPND AD 140U2 22,353 12,629
    CERNER CORP CO 15604 5,916 6,342
    CHEVRON CORP 144X5 303,942 384,958
    CHUDENKO CORP 89AJ2 29,568 16,962
    CIGNA CORP 16906 12,531 16,055
    CIMENTS FRANCAIS SP ADR 9,694 7,481
    CINN FINCL CRP OHIO 16983 103,748 118,600
    CISCO SYS INC 7,246 7,176
    CITIGROUP INC COM NEW 37,278 28,607
    CITRIX SYSTEMS INC CO 132R9 15,971 21,631
    CLIFFS NATURAL RESOURCES INC 10,681 12,816
    COACH INC 143G8 7,867 14,083
    COCA-COLA 11/10/95 133,655 146,158
    COLGATE PALMOLIVE CO 12,971 15,281
    COMCAST CORP NEW CL A 127J0 19,449 21,060
    COMERICA INC COM 14,669 9,684
    CONOCOPHILLIPS 145W7 19,751 26,460
    CORNING INC 21322 15,803 10,868
    COVIDIEN PLC SHS NEW 29,058 29,744
    CROWN CASTLE INTL CORP 138N1 31,900 47,060
    CVS CORP DELAWARE CO 135H0 31,802 36,626
    D R HORTON INC 23609 16,249 18,103
    DANAHER CORP DEL CO 22576 13,019 11,756
    DEBENHAMS PLC SPNSRD ADR   35,099
    DELTA AIR LINES INC 23146 5,391 3,735
    DEVON ENERGY CORP NEW 229B4 11,168 10,146
    DISNEY (WALT) CO COM ST 23892 40,427 37,176
    DOW CHEMICAL CO 24465 22,530 22,140
    E L FINANCL CORP LTD 47,966 37,621
    E M C CORPORATION MASS 25153 86,612 82,100
    EATON CORP 25660 8,846 14,955
    EBAY INC CO 256T9 103,565 113,685
    EL PASO CORPORATION 259B7 14,195 28,987
    EMBRAER S A SPONSRD ADR 28,950 29,603
    EMERSON ELEC CO 26435 74,267 96,245
    EOG RESOURCES INC 257J7 14,520 14,524
    EVEREST RE GROUP LTD 27,671 30,969
    EXPRESS SCRIPTS INC COM 47,388 38,118
    EXXON MOBIL CORP CO 257D4 229,546 411,370
    FAMILY DOLLAR STORES 12,471 12,835
    FANUC LTD-UNSP 56,165 62,746
    FIDELITY NATIONAL FINANC INC 25,597 27,138
    FIFTH THIRD BANCORP 8,309 10,252
    FINMECCANICA SPA, ROMA 4.4 EUR PAR O 49,388 20,396
    FIRST PAC CO SPNSD ADR 278B7 32,395 56,813
    FLEXTRONICS INTL LTD 277K0 23,555 30,262
    FORD MOTOR COMPANY 57,847 46,322
    FRANKLIN RES INC 30655 12,933 11,090
    FREEPRT-MCMRAN CPR 278X5 12,892 14,652
    GENERAL ELECTRIC 12/26/95 192,086 208,453
    GENERAL MILLS 31746 55,729 59,925
    GENL DYNAMICS CORP CO 31564 14,655 14,401
    GLAXOSMITHKLINE PLC AD 312G8 71,288 80,064
    GOLDMAN SACHS GROUP INC 316A8 42,362 34,797
    GOOGLE INC CL A 31842 191,132 230,166
    GRAFTON GROUP PLC EUR PAR ORDINARY 21,492 19,179
    HACHIJUNI BANK LTD ADR 348F1 26,686 23,600
    HALLIBURTON COMPANY 34824 58,024 46,736
    HELLENIC TELECOM ORGANIZ 750.EUR PAR 28,722 16,527
    HERTZ GLOBAL HOLDINGS IN 24,815 24,803
    HESS CORP 35DX1 20,719 21,800
    HEWLETT PACKARD CO DE 36229 10,684 7,491
    HOME RETAIL GROUP 8GGW1 42,068 21,659
    HSN INC 22,220 27,566
    HUMANA INC 37621 8,414 11,706
    HYAKUGO BANK LTD(105TH B JPY PAR ORD 23,896 20,031
    HYATT HOTELS CORP 13,194 12,099
    ILLUMINA INC COM 28,960 12,130
    INGRAM MICRO INC CL A 41,972 41,963
    INTEL 291,887 402,869
    INTL BUSINESS MACHINES 39050 158,533 265,644
    INTL PAPER CO 14,220 15,535
    INTUITIVE SURGICAL INC 388C2 9,263 23,447
    IRON MOUNTAIN INC NEW 30,551 26,634
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 119,905 120,047
    ISHARES MSCI EMERGING 170,294 206,452
    ISHARES RUSSELL 1000 31CK0 1,174,729 1,164,000
    ITALCEMENTI RISP 898P4 32,969 11,286
    ITALMOBILARE RISP NC FN 5000.ITL PAR 13,710 6,190
    ITALMOBILIARE 89003 7,436 3,438
    ITV PLC 8EWX3 42,215 35,304
    IVANHOE MINES LTD 41,262 38,355
    J P MORGAN CHASE AND CO 405S5 246,699 200,655
    JOHNSON & JOHNSON 307,400 363,726
    JONES (THE) GROUP INC 22,581 18,120
    JUNIPER NETWORKS INC 405H1 18,090 10,765
    KAGOSHIMA BANK 8390 JPY PAR ORDINARY 26,451 27,463
    KB HOME 41500 58,738 25,578
    KEYCORP NEW CO 415J3 33,315 25,602
    KIMBERLY CLARK 42451 17,322 17,582
    KINDER MORGAN ENERGY PARTNERS LP 81,010 117,300
    KOHLS CORP 21,626 23,242
    KRAFT FOODS INC VA CL A 9,745 11,966
    KROGER CO 23,419 22,624
    LAGARDERE S.C.A. F 91057 49,461 37,714
    LAS VEGAS SANDS CORP 436S9 23,986 26,812
    LAUDER ESTEE COS INC A 13,838 17,697
    LENNAR CORP CL 434A8 13,643 18,125
    LENNAR CORP CL 44181 22,484 18,778
    LILLY ELI CO 44534 57,055 56,775
    LIMITED BRANDS INC 44609 52,915 78,818
    LONZA GROUP AG 1.CHF PAR ORDINARY 33,827 30,654
    LORILLARD INC 11,833 11,943
    LUNDBECK (H) AS EUR PAR ORDINARY 28,749 33,283
    M&T BANK CORPORATIO 46EB0 4,435 3,722
    MAGNA INTL INC CL A VTG 46157 5,946 12,976
    MAGYAR TAVKOZLES RT ADR 46E67 62,925 35,803
    MARATHON OIL CORP 46JR7 12,457 10,401
    MARATHON PETROLEUM CORP   6,211
    MARRIOTT INTL INC NEW A 46FH1 55,696 49,788
    MARRIOTT VACATIONS WORLDWIDE CORP SH 3,157 2,589
    MASCO CORP 47205 48,977 41,386
    MCDONALDS CORP CO 47649 119,979 178,336
    MCKESSON CORPORATION COM 8,589 8,619
    MEAD JOHNSON NUTRTION CO 11,234 18,765
    MEDCO HEALTH SOLUTIONS 46J71 76,358 72,084
    MERCK AND CO INC SHS 93,248 94,595
    METLIFE INC 49DM2 29,792 25,404
    MGM MIRAGE 26,834 20,045
    MICROSOFT CORP 296,885 277,313
    MONSANTO CO NEW DEL CO 46HY7 29,342 30,041
    MORGAN STANLEY DEAN WITTER CON 33,572 18,724
    MS&AD INS GROUP HLDGS UNSP ADR 22,232 17,428
    NATIONAL GRID PLC SP ADR 7,387 8,352
    NATIONAL-OILWELL VARCO 526S0 19,475 18,212
    NESTLE S A REP RG SH AD 54035 13,908 15,941
    NETFLIX COM INC 15,836 11,293
    NEWS CORP CL 53BL0 50,596 68,469
    NEXTERA ENERGY INC SHS 7,007 7,263
    NIKE INC CL B 55492 20,966 23,564
    NORFOLK SOUTHERN 83,894 113,310
    NORTEL INV PFD B SPD ADR 12,888 15,589
    OCCIDENTAL PETE CORP CA 57115 21,580 27,593
    OLD REPUB INTL CORP 57683 33,315 25,729
    OMNICOM GROUP COM 57830 17,753 17,527
    ONO PHARMACEUTICAL 4528 JPY PAR ORDI 46,566 46,142
    ORACLE CORP 96,930 112,421
    OSHKOSH CORPORATION 48,501 33,858
    PANALPINA WELTTRANSPORT 8FSY5 26,745 33,770
    PEABODY ENERGY CORP COM 12,153 10,984
    PEPSICO 136,182 237,440
    PFIZER INC. 63,816 76,447
    PG&E CORP 590F9 23,270 20,818
    PHILIP MORRIS INTL INC 601S5 77,364 131,666
    PLAINS ALL AMERN PIPL L 8AG03 72,417 97,290
    PNC FINCL SERVICES GROU 59788 24,560 34,261
    PPG INDUSTRIES INC SHS 5,680 6,669
    PPL CORPORATION 594L6 21,373 23,866
    PRAXAIR INC 61889 92,453 114,648
    PRECISION CASTPARTS 62553 43,643 62,440
    PREMIER FOODS PLC 8E5W4 61,950 9,370
    PRICE T ROWE GROUP INC 595K0 54,233 85,140
    PROCTER & GAMBLE 11/10/95 447,506 809,320
    PROGRESSIVE CRP OHIO 63010 9,038 11,692
    PRUDENTIAL FINANCIAL IN 59442 35,888 36,309
    PRUDENTIAL PLC ADR 17,774 19,196
    PUB SVC ENTERPRISE GRP 63133 16,050 15,745
    PULTE HOMES INC CO 584E7 67,633 34,008
    QUALCOMM INC 19,533 18,906
    RANGE RESOURCES CORP DE 64AE2 7,597 11,689
    RAYTHEON CO DELAWARE NE 64AP3 9,756 8,977
    REGIONS FINL CORP 64D29 20,702 10,920
    REPUBLIC SERVICES INC 12,048 12,078
    REYNOLDS AMERICAN INC 64D43 7,920 10,214
    ROYAL DUTCH SHELL PLC 153,339 245,000
    SAFEWAY INC NE 66472 33,716 38,400
    SCHLUMBERGER LTD 177,255 163,466
    SCHWAB CHARLES CORP NEW 67344 37,703 26,886
    SEIKO EPSON CORP UNSP 678W7 28,665 26,510
    SEMPRA ENERGY 14,082 15,000
    SIGMA ALDRICH CORP 12,606 11,342
    SIMON PROPERTY GROUP DE 67259 12,167 13,802
    SOUTHERN COMPANY 17,571 18,881
    STANLEY BLACK & DECKER INC 9,337 20,610
    STARBUCKS CORP 71795 12,835 21,044
    STARWOOD HOTELS AND RESORTS WORLDWID 21,059 18,929
    STERICYCLE INC COM 5,838 5,914
    STMICROELECTRONICS NY SH 27,973 28,169
    SUNCOR ENERGY INC NEW 11,436 10,087
    SUNTRUST BKS INC CO 72768 31,114 21,484
    SUPERVALU INC DEL CO 72458 51,741 31,605
    TARGET CORP COM 74DG3 21,513 22,292
    TE CONNECTIVITY LTD REG.SHS 31,116 32,852
    TEVA PHARMACTCL INDS AD 73763 12,058 9,863
    TEXAS INSTRUMENTS 73841 19,299 17,217
    THE MOSAIC COMPANY COMMON SHARES 10,881 12,029
    THERMO FISHER SCIENTIFI 74058 4,523 7,135
    THOMAS COOK GROUP PLC UNSP ADR 51,420 5,685
    TIM PARTICIPACO/S ADR SPONSORED 12,154 30,405
    TIME WARNER CABLE INC 74KB1 22,278 20,745
    TIME WARNER INC SHS 74KB0 24,298 23,712
    TJX COS INC NEW 733F2 12,217 23,569
    TOYO SUISAN KAISHA ADR 29,759 29,953
    TRAVELERS COS INC 74HN3 17,578 19,406
    TSI HOLDINGS CO LTD 3608 JPY PAR ORD 26,987 26,987
    TURKIYE VAKIFLAR BANKASI TAO SHS 22,343 13,578
    TYCO INTL LTD NAMEN-AKT 21,207 22,493
    TYSON FOODS INC CL A 75775 15,270 16,877
    UNILEVER NV NY REG SHS 11,199 11,529
    UNION PACIFIC CORP 76323 32,676 45,294
    UNIPOL GRUPPO FINANZIAR 88449 31,339 10,179
    UNITED PARCEL SVC CL B 76BN1 46,907 52,808
    UNITED STS STL CORP NEW 76B04 99,164 89,681
    UNITED TECHNOLOGIES CORP 103,057 130,603
    UNITEDHEALTH GROUP INC 76BT5 58,188 80,422
    US BANCORP (NEW) 76B35 65,096 87,791
    USG CORP COM NEW 76705 37,836 28,587
    V F CORPORATION 9,683 17,198
    VALERO ENERGY CORP NEW 79A05 24,998 11,380
    VANGUARD DIVIDEND APPRECIATION ETF 122,393 136,100
    VANGUARD EUROPE PACIFIC 31ML1 984,479 1,007,018
    VANGUARD VALUE ETF 31FM3 769,232 1,030,510
    VERIFONE SYSTEMS INC 9,573 10,349
    VERIZON COMMUNICATNS CO 79B06 72,055 82,516
    VERTEX PHARMCTLS INC 795E6 19,547 15,133
    VODAFONE GROUP PLC NEW 79DP4 19,670 18,516
    WALGREEN CO NEW 140,184 151,740
    WAL-MART STORES INC 113,105 129,933
    WATERS CORP 23,272 21,440
    WILLIS GROUP HOLDINGS PUBLIC LIMITED 38,611 52,537
    WOLSELEY PLC SHS   25,901
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 55,843 55,222
    WSTN DIGITAL CORP DEL 81665 48,190 50,582
    XEROX CORP 83859 8,685 15,241
    YAMAHA MOTOR CO LTD SHS 84AW8 16,730 17,516
    YUM BRANDS, INC. 14,302 14,346
    ZIONS BANCORP CO 84471 19,350 14,030

    TY 2010 InvestmentsGovtObligationsSch
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    US Government Securities - End of Year Book Value:

    1,597,373
    US Government Securities - End of Year Fair Market Value:

    1,624,466
    State & Local Government Securities - End of Year Book Value:


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


     


    TY 2010 InvestmentsOtherSchedule2
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    FT. WASHINGTON HIGH YIELD   684,102 796,329
    ALTRIA GROUP INC CORP BOND-260      
    AMERICAN EXPRESS GLB 04.875% JUL 15      
    ANHEUSR BUSCH CORP BOND-310      
    ARCELORMITTAL GLB 03.750% AUG 05 201      
    BELLSOUTH CORP BOND-170      
    BURLINGTN NORTH SANTA FE - 04.700% O      
    CAPITAL ONE FINL CORP BOND-250      
    CHESAPEAKE ENERGY CORP COMPANY GUARN      
    CITIGROUP INC CORP BOND-340      
    CITIZENS COMMUNICATIONS - 06.250% JA      
    COMCAST CORP BOND-760      
    CREDIT SUISSE FB USA IN CORP BOND-29      
    CSC HOLDINGS INC - 07.625% JUL 15 20      
    DOMINION RESOURCES INC - 05.200% AUG      
    DUKE ENERGY CORP BOND-260      
    EMBARQ CORP BOND-500      
    ENERGY TRANSFER PARTNERS - 06.700% J      
    ENTERPRISE PRDTS PRTN LP L P-1000      
    FORD MOTOR CREDIT CO GLB 07.000% OCT      
    GENERAL ELEC CAP CORP B75W2-340      
    GENERAL ELEC CAP CORP GLB 02.800% JA      
    GEORGIA PACIFIC CORP BOND-170      
    INTL PAPER CO CORP BOND-200      
    KRAFT FOODS CORP BOND-250      
    LOOMIS SAYLES HI INCOME 9LNL6-9524      
    MARATHON OIL CORP BOND-160      
    MCDONALD'S CORP BOND-170      
    MORGAN STANLEY C6EG7-460      
    NABORS INDUSTRIES INC D27P0-360      
    NEWMONT MINING CORP COMPANY GUARNT 0      
    NEWS AMERICA CORP BOND-210      
    NISOURCE FINANCE CORP COMPANY GUARNT      
    NORSKE SKOGINDUSTRIER A 9BFE9-5800      
    OWENS CORNING INC COMPANY GUARNT GLB      
    PIMCO FIXED INCOME SHS 9HPC5-59597      
    PIMCO FIXED INCOME SHS 9HPC6-76601      
    PRUDENTIAL FINANCIAL INC SER MTN 04.      
    REED ELSEVIER CAPITAL CORP BOND-170      
    ROYAL BK OF SCOTLAND PLC COMPANY GUA      
    SHELL INTL FIN CORP BOND-240      
    SIMON PROPERTY GROUP INC - 06.125% M      
    SPRINT CAP CORP BOND-730      
    TALISMAN ENERGY CORP BOND-310      
    TIME WARNER CABLE INC COMPANY GUARNT      
    TIME WARNER INC CORP BOND-180      
    UNITEDHEALTH GROUP CORP BOND-30      
    US STEEL CORP SENIOR NOTES 07.375% A      
    US WEST TELECOM CORP BOND-240      
    USD GOLDMAN SACHS CORP BOND-690      
    USD TELECOM IT CAP CORP BOND-330      
    USD TELEFONICA EMIS CORP BOND-240      
    USG CORP BOND-220      
    VALERO ENERGY CORP BOND-470      
    VODAFONE GROUP CORP BOND-250      
    WACHOVIA CORP BOND-210      
    WAL-MART STORES CORP BOND-350      
    WASTE MANAGEMENT INC NE 9D8C4-2318      
    WEIQIAO TEXTILE CO-H SH 9HNL7-49000      
    WHIRLPOOL CORP BOND-170      
    ERICSSON L M TEL CO CL B ADR --534      
    XEROX CORPORATION CORP BOND-220      

    TY 2010 OtherAssetsSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Beginning of Year - Book Value End of Year - Book Value End of Year - Fair Market Value
    ACCRUED INTEREST MERRILL LYNCH 41,541 28,634 28,634


    TY 2010 OtherExpensesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    MISCELLANEOUS INVESTMENT EXPE 4,852 4,852    


    TY 2010 OtherIncomeSchedule2
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    FEDERAL INCOME TAX REFUND 75,178   75,178


    TY 2010 OtherLiabilitiesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Beginning of Year - Book Value End of Year - Book Value
    SHORT SALES 40,251 65,321


    TY 2010 OtherProfessionalFeesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    INVESTMENT MANAGEMENT FEES 209,076 209,076    


    TY 2010 TaxesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAX 6,691 6,691