Form990-PF

Department of the Treasury
Internal Revenue Service
Return of Private Foundation
or Section 4947(a)(1) Nonexempt Charitable Trust
Treated as a Private Foundation
Note. The foundation may be able to use a copy of this return to satisfy state reporting requirements.
OMB No. 1545-0052
2011
For calendar year 2011, or tax year beginning 12-01-2011 , and ending 11-30-2012
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
FORT 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$41,255,503J 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 2,505 2,505 2,505
4 Dividends and interest from securities...... 1,377,497 1,376,090 1,377,497
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 975,180
b Gross sales price for all assets on line 6a 19,708,124
7 Capital gain net income (from Part IV, line 2)... 140,017
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 8,309   8,309
12 Total. Add lines 1 through 11........ 2,363,491 1,518,612 1,388,311
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 9,075 9,075    
c Other professional fees (attach schedule).... Click to see attachment 182,054 182,054    
17 Interest...............        
18 Taxes (attach schedule) (see page 14 of the instructions) Click to see attachment 12,605 12,605    
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 9,056 9,056    
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 212,790 212,790   0
25 Contributions, gifts, grants paid........ 2,427,550 2,427,550
26 Total expenses and disbursements. Add lines 24 and 25 2,640,340 212,790   2,427,550
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -276,849
b Net investment income (if negative, enter -0-) 1,305,822
c Adjusted net income (if negative, enter -0-)... 1,388,311
For Privacy Act and Paperwork Reduction Act Notice, see page 30 of the instructions.
Cat. No. 11289X Form 990-PF (2011)
Form 990-PF (2011)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............... 913,714 1,960,478 1,960,478
2 Savings and temporary cash investments.......... 1,016,683 2,014,269 2,014,269
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) 1,597,373 1,346,642 1,366,028
b Investments—corporate stock (attach schedule)........ 29,315,448 Click to see attachment26,753,687 32,165,506
c Investments—corporate bonds (attach schedule)........ 2,610,632 Click to see attachment2,942,297 2,883,556
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)........... 684,102 Click to see attachment840,252 849,216
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet) Click to see attachment28,634 Click to see attachment16,450 Click to see attachment16,450
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 36,166,586 35,874,075 41,255,503
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 attachment65,321 Click to see attachment49,659
23 Total liabilities (add lines 17 through 22).......... 65,321 49,659
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted.................... 36,101,265 35,824,416
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).................... 36,101,265 35,824,416
31 Total liabilities and net assets/fund balances (see page 17 of
the instructions).................. 36,166,586 35,874,075
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 36,101,265
2 Enter amount from Part I, line 27a..................... 2 -276,849
3 Other increases not included in line 2 (itemize) bullet 3  
4 Add lines 1, 2, and 3.......................... 4 35,824,416
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 35,824,416
Form 990-PF (2011)
Form 990-PF (2011)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.) 		(b) How acquired
P—Purchase
D—Donation 		(c) Date acquired
(mo., day, yr.) 		(d) Date sold
(mo., day, yr.)
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 2 140,017
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see pages 13 and 17 of the instructions).
If (loss), enter -0- in Part I, line 8 . . . . . . . . . . . . . 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.
Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?
If “Yes,” the foundation does not qualify under section 4940(e). Do not complete this part.
1 Enter the appropriate amount in each column for each year; see page 18 of the instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2010 2,055,000 39,424,319 0.052125
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
2 Total of line 1, column (d) ...................... 2 0.275871
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 0.055174
4 Enter the net value of noncharitable-use assets for 2011 from Part X, line 5..... 4 39,716,678
5 Multiply line 4 by line 3....................... 5 2,191,328
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6 13,058
7 Add lines 5 and 6......................... 7 2,204,386
8 Enter qualifying distributions from Part XII, line 4.............. 8 2,427,550
If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See
the Part VI instructions on page 18.
Form 990-PF (2011)
Form 990-PF (2011)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bulletand enter “N/A” on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 13,058
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 13,058
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 13,058
6 Credits/Payments:
a 2011 estimated tax payments and 2010 overpayment credited to 2011 6a 13,405
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 13,405
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 10 347
11 Enter the amount of line 10 to be: Credited to 2012 estimated taxBullet347 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 2011 or the taxable year beginning in 2011 (see instructions for Part XIV on
    page 27)? If “Yes,” complete Part XIV..........................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If “Yes,” attach a schedule listing their names and addresses.
    10
     
    No
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. (see page 20 of the instructions) .......
    11
     
    No
    12
    Did the foundation acquire a direct or indirect interest in any applicable insurance contract before August 17, 2008?
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website 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 2011, did the foundation have an interest in or a signature or other authority over
    a bank, securities, or other financial account in a foreign country? .................
    16
     
     
    See page 20 of the instructions for exceptions and filing requirements for Form TD F 90-22.1. If "Yes", enter the name of the foreign country bullet  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 5
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the “Yes” column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?.........................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?.................
    (6) Agree to pay money or property to a government official? (Exception. Check “No”
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).........
    b
    If any answer is “Yes” to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance (see page 20 of the instructions)?...
    1b
     
     
    .........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2011?.............
    1c
     
     
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2011, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2011?...............
    If “Yes,” list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer “No” and attach statement—see page 20 of the instructions.) .........
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business
    enterprise at any time during the year?.....................
    b
    If “Yes,” did it have excess business holdings in 2011 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2011.)....................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2011?
    4b
     
    No
    5a
    During the year did the foundation pay or incur any amount to:
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?...............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 509(a)(1), (2), or (3), or section 4940(d)(2)? (see page 22 of the instructions)...
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?........
    b
    If any answer is “Yes” to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance (see page 22 of the instructions)?
    5b
     
     
    .........bullet
    c
    If the answer is “Yes” to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?............
    If “Yes,” attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay
    premiums on a personal benefit contract?....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If “Yes” to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 6
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation (see page 22 of the instructions).
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to
    employee benefit plans
    and deferred compensation     		(e) Expense account,
    other allowances
    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 (2011)
    Form 990-PF (2011)
    Page 7
    Part IX-B
    Summary of Program-Related Investments (see page 23 of the instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1 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
    37,346,387
    b
    Average of monthly cash balances.......................
    1b
    2,952,572
    c
    Fair market value of all other assets (see page 24 of the instructions)............
    1c
    22,542
    d
    Total (add lines 1a, b, and c).........................
    1d
    40,321,501
    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
    40,321,501
    4
    Cash deemed held for charitable activities. Enter 1 1⁄2% of line 3 (for greater amount, see page 25
    of the instructions) ...........................
    4
    604,823
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    39,716,678
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    1,985,834
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    1,985,834
    2a
    Tax on investment income for 2011 from Part VI, line 5......
    2a
    13,058
    b
    Income tax for 2011. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    13,058
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    1,972,776
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    1,972,776
    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
    1,972,776
    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
    2,427,550
    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
    2,427,550
    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
    13,058
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    2,414,492
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 8
    Part XIII
    Undistributed Income (see page 26 of the instructions)
    (a)
    Corpus     		(b)
    Years prior to 2010     		(c)
    2010     		(d)
    2011
    1 Distributable amount for 2011 from Part XI, line 7 1,972,776
    2 Undistributed income, if any, as of the end of 2011:
    a Enter amount for 2010 only....... 1,809,764
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2011:
    a From 2006.......  
    b From 2007.......  
    c From 2008.......  
    d From 2009.......  
    e From 2010.......  
    fTotal of lines 3a through e.........  
    4Qualifying distributions for 2011 from Part
    XII, line 4: bullet$ 2,427,550
    a Applied to 2010, but not more than line 2a 1,809,764
    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 2011 distributable amount..... 617,786
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2011.    
    (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 2010. Subtract line
    4a from line 2a. Taxable amount—see page 27
    of the instructions ...........     		 
    f Undistributed income for 2011. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2011 ..........     		1,354,990
    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 2006 not
    applied on line 5 or line 7 (see page 27 of the
    instructions) .............     		 
    9Excess distributions carryover to 2012.
    Subtract lines 7 and 8 from line 6a ......     		 
    10 Analysis of line 9:
    a Excess from 2007....  
    b Excess from 2008....  
    c Excess from 2009....  
    d Excess from 2010....  
    e Excess from 2011....  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 9
    Part XIV
    Private Operating Foundations (see page 27 of the instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2011, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2011 (b) 2010 (c) 2009 (d) 2008
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ....     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets” alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment” alternative test— enter 2⁄3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support” alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see page 27 of the instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number of the person to whom applications should be addressed:
    bThe form in which applications should be submitted and information and materials they should include:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 10
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    4C FOR CHILDREN
    1924 DANA AVENUE
    CINCINNATI,OH45207     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    ALIGN AMERICA
    226 W PIKE STREET SUITE
    COVINGTON,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    ALLIANCE FOR CATHOLIC URBAN EDUCA
    401 E 20TH STREET
    COVINGTON,KY41015     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    AMERICAN CANCER SOCIETY
    297 BUTTERMILK PIKE
    FORT MITCHELL,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 2,500
    AMERICAN DIABETES ASSOCIA
    1701 BEAUREGARD STREET
    ALEXANDRIA,VA22311     		NONE 509(A)(1) GENERAL SUPPORT 200
    ARTSWAVE
    20 EAST CENTRAL PARKWAY
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 1,100
    BAWAC INC
    7970 KENTUCKY DRIVE
    FLORENCE,KY41042     		NONE 509(A)(1) GENERAL SUPPORT 50
    BETHANY HOUSE SERVICES INC
    1833 FAIRMOUNT AVE
    CINCINNATI,OH45214     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    BLUEGRASS INSTITUTE
    400 EAST MAIN AVE STE 306
    BOWLING GREEN,KY42101     		NONE 509(A)(1) GENERAL SUPPORT 50,000
    BOYS & GIRLS CLUBS OF GR
    600 DALTON AVENUE
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    BOYS HOPEGIRLS HOPE OF G
    4225 MALSBARY RD STE 208
    CINCINNATI,OH45242     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    BURLINGTON BAPTIST CHURCH
    3031 WASHINGTON STREET
    BURLINGTON,KY41005     		NONE 509(A)(1) GENERAL SUPPORT 50
    CANCER GAMILY CARE
    2421 AUBURN AVENUE
    CINCINNATI,OH45219     		NONE 509(A)(1) GENERAL SUPPORT 100
    CATHOLIC INNER CITY SCHOOL
    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 5,000
    CINCINNATI CHILDREN'S HOS
    3333 BURNET AVE MLC 301
    CINCINNATI,OH45229     		NONE 509(A)(1) GENERAL SUPPORT 1,005,000
    CINTI ASSN FOR THE BLIND & VISUAL
    2045 GILBERT AVENUE
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    COMMONWEALTH FUND FOR KET
    560 COOPER DRIVE
    LEXINGTON,KY40502     		NONE 509(A)(1) GENERAL SUPPORT 750
    COMMUNITY ARTS INITIATIVE
    1005 URBANCREST
    CINCINANTI,OH45226     		NONE 509(A)(1) GENERAL SUPPORT 7,500
    COVINGTON CATHOLIC HIGH S
    1600 DIXIE HIGHWAY
    PARK HILLS,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    DIOCESAN CATHOLIC CHILDRE
    75 ORPHANAGE RD
    FORT MITCHELL,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 5,050
    FIRST CHURCH OF CHRIST
    6080 CAMP ERNST ROAD
    BURLINGTON,KY41005     		NONE 509(A)(1) GENERAL SUPPORT 2,500
    FRIENDS OF SCOUTING
    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
    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
    KATIE HAUMESSER FUND
    3586 BROOKHAVEN DRIVE
    AMELIA,OH45102     		NONE 509(A)(1) GENERAL SUPPORT 250
    KENTUCKY COUNCIL ON ECONO
    11601 BLUEGRASS PARKWAY
    LOUISVILLE,KY40299     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    LIGHT THE NIGHT LEUKEMIA & LYMPHOMA
    4370 GLENDALE-MILFORD RD
    CINCINNATI,OH45242     		NONE 509(A)(1) GENERAL SUPPORT 200
    LISA PENICK BENEFIT
    6438 CROFTON COURT
    BURLINGTON,KY41005     		NONE 509(A)(1) GENERAL SUPPORT 200
    LITERACY NETWORK OF GR C
    19 BROADCAST PLAZA
    CINCINNATI,OH45203     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    MARCH OF DIMES
    1043 PREDIGO WAY
    BOWLING GREEN,KY42103     		NONE 509(A)(1) GENERAL SUPPORT 100
    NEW PERCEPTIONS
    ONE SPERTI DRIVE
    EDGEWOOD,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    NEWSPAPERS IN EDUCATION THE ENQUIRE
    312 ELM STREET
    CINCINNATI,OH45202     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    NORTHERN KENTUCKY SYMPHON
    540 LINDEN AVENUE
    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 55,000
    NOTRE DAME ACADEMY
    1699 HILTON DRIVE
    PARK HILLS,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 3,100
    OHIO UNIVERSITY
    1 UNIVERSITY TERRACE
    ATHENS,OH45701     		NONE 509(A)(1) GENERAL SUPPORT 300
    PARKINSON CINCINNATI CHAPTER
    260 STETSON ST SUITE 230
    CINCINNATI,OH45219     		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
    RUAH WOODS
    6675 WESSELMAN ROAD
    CINCINNATI,OH45248     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    SIDS AWARENESS CENTER OF INDIANA
    1810 BROAD RIPPLE AVENUE
    INDIANAPOLIS,IN46220     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    SOCIETY OF ST VINCENT DE
    1125 BANK STREET
    CINCINNATI,OH45214     		NONE 509(A)(1) GENERAL SUPPORT 510,000
    ST JOSEPH CHURCH
    2470 LORRAINE CT
    CRESCENT SPRINGS,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 12,500
    ST JOSEPH ORPHANAGE
    5400 EDALBERT DRIVE
    CINCINNATI,OH45239     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    ST JOSEPH SCHOOL AAA
    2470 LORRAINE CT
    CRESCENT SPRINGS,KY41017     		NONE 509(A)(1) GENERAL SUPPORT 250
    ST JUDE CHILDREN'S RESEARCH HOSPIT
    501 ST JUDE PLACE
    MEMPHIS,TN38105     		NONE 509(A)(1) GENERAL SUPPORT 50
    ST XAVIER HIGH SCHOOL
    600 W NORTH BEND ROAD
    CINCINNATI,OH45224     		NONE 509(A)(1) GENERAL SUPPORT 5,000
    STARSHINE HOSPICE
    3333 BURNET AVENUE
    CINCINNATI,OH45229     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    SUSAN G KOMEN SWFL
    26800 S TAMIAMI TRAIL
    BONITA SPRINGS,FL34134     		NONE 509(A)(1) GENERAL SUPPORT 100
    THE ARC OF KENTUCKY
    706 E MAIN STREET SUITE A
    FRANKFORT,KY40601     		NONE 509(A)(1) GENERAL SUPPORT 1,000
    THE BRIGHTON CENTER
    741 CENTRAL AVENUE
    NEWPORT,KY41071     		NONE 509(A)(1) GENERAL SUPPORT 10,000
    THE HOPE CENTER
    360 W LOUDON AVENUE
    LEXINGTON,KY40508     		NONE 509(A)(1) GENERAL SUPPORT 100
    THE SALVATION ARMY
    1806 SCOTT BOULEVARD
    COVINGTON,KY41014     		NONE 509(A)(1) GENERAL SUPPORT 505,000
    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
    VA MEDICAL CENTER
    3200 VINE STREET
    CINCINNATI,OH45220     		NONE 509(A)(1) GENERAL SUPPORT 500
    WELCOME HOUSE
    141 203-205 PIKE STREET
    COVINGTON,KY41011     		NONE 509(A)(1) GENERAL SUPPORT 100,000
    Total .................................bullet 3a 2,427,550
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 11
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See page 28 of
    the instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3Interest on savings and temporary cash investments     14 2,505  
    4 Dividends and interest from securities....     14 1,377,497  
    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     14 140,017 835,163
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: aOTHER INCOME     1 8,309  
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   1,528,328 835,163
    13Total. Add line 12, columns (b), (d), and (e)..................
    132,363,491
    (See worksheet in line 13 instructions on page 28 to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the organization’s exempt purposes (other than by providing funds for such purposes). (See
    page 28 of the instructions.)
    Form 990-PF (2011)
    Form 990-PF (2011)
    Page 12
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section
    Yes
    No
    501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is “Yes,” complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If “Yes,” complete the following schedule.
    (a) Name of organization (b) Type of organization (c) Description of relationship
    SignHere
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer or fiduciary) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    Signature of officer or trustee Date Title
    PaidPreparersUseOnly Preparer's SignatureBullet Date PTIN
    Firm's namebullet



    Firm's addressbullet







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


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2011 AccountingFeesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    TAX PREPARATION 9,075 9,075    

    TY 2011 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 2011 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
    MAKHTESHIM-AGAN F ESCRW ADR 2011-11 PURCHASE 2012-01   851       851  
    HELLENIC TELECOM ORGANIZ 750.EUR PAR 2012-02 PURCHASE 2012-03   6,121 5,619     502  
    EMBRAER S A SPONSRD ADR 2011-09 PURCHASE 2012-04   8,714 6,214     2,500  
    WOLTERS-KLUWER NV RT (8GAG6) 2012-05 PURCHASE 2012-05              
    MATSON INC COM COM PAY DATE 07/06/20 2012-07 PURCHASE 2012-07   13,505       13,505  
    ALEXANDER AND BALDWIN INC SHS WHEN I 2012-07 PURCHASE 2012-07   18,059       18,059  
    BOSTON SCIENTIFIC CORP 10180 2012-03 PURCHASE 2012-08   29,755 32,596     -2,841  
    CHESAPEAKE ENERGY OKLA 16228 2012-06 PURCHASE 2012-08   26,117 22,979     3,138  
    COMPUTER SCIENCE CRP 2012-04 PURCHASE 2012-08   9,920 9,359     561  
    COMPUTER SCIENCE CRP 2012-04 PURCHASE 2012-08   24,959 22,538     2,421  
    AEGON N.V. NY REG SHS 2012-03 PURCHASE 2012-08   15,109 16,633     -1,524  
    AEGON N.V. NY REG SHS 2012-06 PURCHASE 2012-08   458       458  
    AEGON N.V. NY REG SHS 2012-06 PURCHASE 2012-08   13,407 10,800     2,607  
    GOODYEAR TIRE RUBBER 33041 2012-04 PURCHASE 2012-08   16,802 15,194     1,608  
    MAGNA INTL INC CL A VTG 46157 2012-01 PURCHASE 2012-08   21,479 15,438     6,041  
    EMBRAER S A SPONSRD ADR 2011-09 PURCHASE 2012-08   24,380 22,711     1,669  
    EMBRAER S A SPONSRD ADR 2012-07 PURCHASE 2012-08   16,075 15,084     991  
    OLD REPUB INTL CORP 57683 2011-11 PURCHASE 2012-08   15,574 12,580     2,994  
    OLD REPUB INTL CORP 57683 2012-07 PURCHASE 2012-08   12,262 11,371     891  
    SAINT(THE)JOE CO (FLA) 2012-02 PURCHASE 2012-08   6,458 5,637     821  
    SAFEWAY INC NE 66472 2011-10 PURCHASE 2012-08   5,652 5,711     -59  
    SAFEWAY INC NE 66472 2012-07 PURCHASE 2012-08   7,913 7,551     362  
    STMICROELECTRONICS NY SH 2011-08 PURCHASE 2012-08   16,088 16,495     -407  
    STMICROELECTRONICS NY SH 2011-08 PURCHASE 2012-08   11,342 11,478     -136  
    WSTN DIGITAL CORP DEL 81665 2011-08 PURCHASE 2012-08   14,022 8,484     5,538  
    WSTN DIGITAL CORP DEL 81665 2011-09 PURCHASE 2012-08   14,475 8,991     5,484  
    WSTN DIGITAL CORP DEL 81665 2011-10 PURCHASE 2012-08   18,998 10,139     8,859  
    PULTE HOMES INC CO 584E7 2011-11 PURCHASE 2012-08   33,683 12,915     20,768  
    LAGARDERE S.C.A. F 91057 2011-09 PURCHASE 2012-08   10,124 9,341     783  
    LAGARDERE S.C.A. F 91057 2011-11 PURCHASE 2012-08   6,364 5,319     1,045  
    LAGARDERE S.C.A. F 91057 2012-02 PURCHASE 2012-08   8,678 8,322     356  
    ITV PLC 8EWX3 2011-09 PURCHASE 2012-08   10,760 6,456     4,304  
    FINMECCANICA SPA, ROMA 4.4 EUR PAR O 2011-11 PURCHASE 2012-08   4,998 7,297     -2,299  
    PARGESA HOLDING SA CHF PAR ORDINARY 2012-05 PURCHASE 2012-08   8,310 7,205     1,105  
    PARGESA HOLDING SA CHF PAR ORDINARY 2012-06 PURCHASE 2012-08   18,537 15,379     3,158  
    PANALPINA WELTTRANSPORT 8FSY5 2011-12 PURCHASE 2012-08   11,536 11,661     -125  
    PANALPINA WELTTRANSPORT 8FSY5 2012-05 PURCHASE 2012-08   7,691 7,496     195  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2011-08 PURCHASE 2012-08   4,926 5,210     -284  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2011-09 PURCHASE 2012-08   22,169 22,705     -536  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2011-11 PURCHASE 2012-08   10,205 10,225     -20  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2011-11 PURCHASE 2012-08   18,650 17,703     947  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2012-04 PURCHASE 2012-08   6,862 6,715     147  
    WOLTERS KLUWER NV .12EUR PAR ORDINAR 2012-05 PURCHASE 2012-08   3,290       3,290  
    LONZA GROUP AG 1.CHF PAR ORDINARY 2011-11 PURCHASE 2012-08   11,896 14,474     -2,578  
    LONZA GROUP AG 1.CHF PAR ORDINARY 2012-02 PURCHASE 2012-08   10,065 11,557     -1,492  
    LONZA GROUP AG 1.CHF PAR ORDINARY 2012-04 PURCHASE 2012-08   6,863 6,797     66  
    PREMIER FOODS PLC ORD GBP0.10 2012-05 PURCHASE 2012-08   10,073       10,073  
    ITALCEMENTI RISP 898P4 2011-12 PURCHASE 2012-08   5,897 7,051     -1,154  
    ITALCEMENTI RISP 898P4 2012-08 PURCHASE 2012-08   6,891 7,029     -138  
    CIMENTS FRNCAIS 89066 2012-03 PURCHASE 2012-08   18,090 22,701     -4,611  
    CIMENTS FRNCAIS 89066 2012-06 PURCHASE 2012-08   4,934 4,659     275  
    YAMAHA MOTOR CO LTD SHS 84AW8 2012-04 PURCHASE 2012-08   10,224 14,384     -4,160  
    YAMAHA MOTOR CO LTD SHS 84AW8 2012-06 PURCHASE 2012-08   4,647 4,607     40  
    AEGON N.V. NY REG SHS 2012-09 PURCHASE 2012-09   669 669        
    PEPSICO 2011-05 PURCHASE 2011-12   10,135 11,231     -1,096  
    PEPSICO 2011-06 PURCHASE 2011-12   2,117 2,242     -125  
    LAS VEGAS SANDS CORP 436S9 2011-06 PURCHASE 2011-12   2,502 2,268     234  
    LAS VEGAS SANDS CORP 436S9 2011-06 PURCHASE 2011-12   4,156 3,755     401  
    RAYTHEON CO DELAWARE NE 64AP3 2011-05 PURCHASE 2011-12   1,772 1,937     -165  
    RAYTHEON CO DELAWARE NE 64AP3 2011-05 PURCHASE 2011-12   4,089 4,459     -370  
    RAYTHEON CO DELAWARE NE 64AP3 2011-05 PURCHASE 2011-12   999 1,087     -88  
    JOHNSON & JOHNSON 2011-05 PURCHASE 2011-12   1,589 1,664     -75  
    JOHNSON & JOHNSON 2011-06 PURCHASE 2011-12   5,910 6,054     -144  
    MICROSOFT CORP 2011-08 PURCHASE 2011-12   6,339 6,327     12  
    PROCTER & GAMBLE 11/10/95 2011-05 PURCHASE 2011-12   4,467 4,584     -117  
    KIMBERLY CLARK 42451 2011-09 PURCHASE 2011-12   3,663 3,579     84  
    KIMBERLY CLARK 42451 2011-10 PURCHASE 2011-12   1,761 1,771     -10  
    RAYTHEON CO DELAWARE NE 64AP3 2011-05 PURCHASE 2011-12   2,100 2,273     -173  
    WAL-MART STORES INC 2011-06 PURCHASE 2011-12   16,895 15,384     1,511  
    WAL-MART STORES INC 2011-06 PURCHASE 2011-12   990 903     87  
    KIMBERLY CLARK 42451 2011-10 PURCHASE 2011-12   71 71        
    REPUBLIC SERVICES INC 2011-08 PURCHASE 2011-12   5,416 5,517     -101  
    REPUBLIC SERVICES INC 2011-08 PURCHASE 2011-12   6,381 6,530     -149  
    KOHLS CORP 2011-08 PURCHASE 2011-12   3,189 3,018     171  
    WATERS CORP 2011-02 PURCHASE 2011-12   1,247 1,346     -99  
    WATERS CORP 2011-02 PURCHASE 2011-12   807 875     -68  
    ILLUMINA INC COM 2011-01 PURCHASE 2011-12   1,711 4,344     -2,633  
    ILLUMINA INC COM 2011-01 PURCHASE 2011-12   435 1,098     -663  
    ILLUMINA INC COM 2011-03 PURCHASE 2011-12   598 1,404     -806  
    WATERS CORP 2011-02 PURCHASE 2011-12   3,065 3,340     -275  
    J P MORGAN CHASE AND CO 405S5 2011-12 PURCHASE 2011-12   8,858 8,888     -30  
    J P MORGAN CHASE AND CO 405S5 2011-12 PURCHASE 2011-12   9,666 10,110     -444  
    INTEL 2011-05 PURCHASE 2011-12   4,890 4,784     106  
    INTEL 2011-05 PURCHASE 2011-12   8,801 8,674     127  
    KROGER CO 2011-06 PURCHASE 2011-12   10,011 10,187     -176  
    KROGER CO 2011-07 PURCHASE 2011-12   8,720 9,164     -444  
    LAUDER ESTEE COS INC A 2011-08 PURCHASE 2011-12   13,733 11,590     2,143  
    LAUDER ESTEE COS INC A 2011-08 PURCHASE 2011-12   2,616 2,248     368  
    JUNIPER NETWORKS INC 405H1 2011-03 PURCHASE 2011-12   1,580 3,519     -1,939  
    JUNIPER NETWORKS INC 405H1 2011-03 PURCHASE 2011-12   1,620 3,631     -2,011  
    LORILLARD INC 2011-10 PURCHASE 2011-12   11,826 11,833     -7  
    MONSANTO CO NEW DEL CO 46HY7 2011-06 PURCHASE 2011-12   13,882 13,893     -11  
    MONSANTO CO NEW DEL CO 46HY7 2011-07 PURCHASE 2011-12   8,174 8,358     -184  
    MONSANTO CO NEW DEL CO 46HY7 2011-10 PURCHASE 2011-12   6,765 7,091     -326  
    MCDONALDS CORP CO 47649 2011-05 PURCHASE 2011-12   7,599 6,382     1,217  
    MCDONALDS CORP CO 47649 2011-05 PURCHASE 2011-12   15,692 13,107     2,585  
    NATIONAL-OILWELL VARCO 526S0 2011-03 PURCHASE 2011-12   10,452 11,571     -1,119  
    NATIONAL-OILWELL VARCO 526S0 2011-08 PURCHASE 2011-12   6,676 7,904     -1,228  
    NETFLIX COM INC 2011-11 PURCHASE 2011-12   12,491 15,836     -3,345  
    ORACLE CORP 2011-09 PURCHASE 2011-12   3,042 2,967     75  
    PRAXAIR INC 61889 2011-08 PURCHASE 2011-12   10,023 9,163     860  
    PRAXAIR INC 61889 2011-08 PURCHASE 2011-12   3,060 2,823     237  
    COCA-COLA 11/10/95 2011-05 PURCHASE 2011-12   12,443 12,377     66  
    COCA-COLA 11/10/95 2011-06 PURCHASE 2011-12   12,717 12,157     560  
    QUALCOMM INC 2011-07 PURCHASE 2011-12   11,149 11,727     -578  
    QUALCOMM INC 2011-07 PURCHASE 2011-12   1,840 1,942     -102  
    QUALCOMM INC 2011-11 PURCHASE 2011-12   5,683 5,864     -181  
    ROCKWELL AUTOMATION INC 2011-12 PURCHASE 2011-12   4,170 4,315     -145  
    ROCKWELL AUTOMATION INC 2011-12 PURCHASE 2011-12   9,085 9,195     -110  
    ROCKWELL AUTOMATION INC 2011-12 PURCHASE 2011-12   4,617 4,715     -98  
    SANDISK CORP INC 2011-12 PURCHASE 2011-12   7,998 8,344     -346  
    SANDISK CORP INC 2011-12 PURCHASE 2011-12   3,804 3,961     -157  
    STERICYCLE INC COM 2011-08 PURCHASE 2011-12   5,709 5,838     -129  
    GOOGLE INC CL A 31842 2011-02 PURCHASE 2011-12   4,415 4,367     48  
    GOOGLE INC CL A 31842 2011-02 PURCHASE 2011-12   8,830 8,798     32  
    GOOGLE INC CL A 31842 2011-02 PURCHASE 2011-12   11,984 11,631     353  
    GOOGLE INC CL A 31842 2011-04 PURCHASE 2011-12   5,677 5,346     331  
    GOOGLE INC CL A 31842 2011-05 PURCHASE 2011-12   5,046 4,302     744  
    GOOGLE INC CL A 31842 2011-05 PURCHASE 2011-12   8,830 7,522     1,308  
    GOOGLE INC CL A 31842 2011-08 PURCHASE 2011-12   8,199 7,800     399  
    GOOGLE INC CL A 31842 2011-12 PURCHASE 2011-12   7,569 7,161     408  
    SCHLUMBERGER LTD 2011-02 PURCHASE 2011-12   6,592 8,611     -2,019  
    SCHLUMBERGER LTD 2011-10 PURCHASE 2011-12   5,301 5,361     -60  
    SCHLUMBERGER LTD 2011-12 PURCHASE 2011-12   5,165 5,661     -496  
    SALESFORCE COM INC 67897 2011-12 PURCHASE 2011-12   7,441 8,866     -1,425  
    SALESFORCE COM INC 67897 2011-12 PURCHASE 2011-12   2,934 3,493     -559  
    SIGMA ALDRICH CORP 2011-06 PURCHASE 2011-12   2,274 2,379     -105  
    SIGMA ALDRICH CORP 2011-06 PURCHASE 2011-12   2,144 2,272     -128  
    SIGMA ALDRICH CORP 2011-07 PURCHASE 2011-12   1,689 1,966     -277  
    SIGMA ALDRICH CORP 2011-07 PURCHASE 2011-12   5,262 5,988     -726  
    TYCO INTL LTD NAMEN-AKT 2011-06 PURCHASE 2011-12   4,520 4,494     26  
    TYCO INTL LTD NAMEN-AKT 2011-07 PURCHASE 2011-12   5,405 5,696     -291  
    TYCO INTL LTD NAMEN-AKT 2011-07 PURCHASE 2011-12   1,398 1,478     -80  
    TYCO INTL LTD NAMEN-AKT 2011-07 PURCHASE 2011-12   2,376 2,480     -104  
    TIME WARNER INC SHS 74KB0 2011-05 PURCHASE 2011-12   8,154 8,605     -451  
    TIME WARNER INC SHS 74KB0 2011-05 PURCHASE 2011-12   4,321 4,562     -241  
    TYSON FOODS INC CL A 75775 2011-06 PURCHASE 2011-12   4,559 4,133     426  
    TYSON FOODS INC CL A 75775 2011-06 PURCHASE 2011-12   8,423 7,777     646  
    TYSON FOODS INC CL A 75775 2011-08 PURCHASE 2011-12   1,738 1,407     331  
    TYSON FOODS INC CL A 75775 2011-08 PURCHASE 2011-12   2,412 1,953     459  
    UNION PACIFIC CORP 76323 2011-10 PURCHASE 2011-12   11,533 10,148     1,385  
    UNION PACIFIC CORP 76323 2011-10 PURCHASE 2011-12   7,588 6,682     906  
    UNION PACIFIC CORP 76323 2011-10 PURCHASE 2011-12   1,416 1,265     151  
    VERIFONE SYSTEMS INC 2011-09 PURCHASE 2011-12   1,935 2,129     -194  
    VERIFONE SYSTEMS INC 2011-09 PURCHASE 2011-12   3,655 4,048     -393  
    VERIFONE SYSTEMS INC 2011-11 PURCHASE 2011-12   358 416     -58  
    VERIFONE SYSTEMS INC 2011-11 PURCHASE 2011-12   2,508 2,979     -471  
    YUM BRANDS, INC. 2011-05 PURCHASE 2011-12   7,989 7,661     328  
    YUM BRANDS, INC. 2011-05 PURCHASE 2011-12   6,939 6,641     298  
    CERNER CORP CO 15604 2011-11 PURCHASE 2011-12   6,231 5,916     315  
    BOEING COMPANY 09728 2011-12 PURCHASE 2011-12   6,160 6,067     93  
    BG GROUP PLC SPON AD 080X2 2011-04 PURCHASE 2011-12   10,957 12,767     -1,810  
    BIOGEN IDEC INC 075W0 2011-11 PURCHASE 2011-12   5,684 5,792     -108  
    BIOGEN IDEC INC 075W0 2011-11 PURCHASE 2011-12   334 341     -7  
    BIOGEN IDEC INC 075W0 2011-11 PURCHASE 2011-12   5,684 5,649     35  
    BORG WARNER INC CO 069K4 2011-11 PURCHASE 2011-12   2,773 3,335     -562  
    BORG WARNER INC CO 069K4 2011-12 PURCHASE 2011-12   5,610 6,208     -598  
    ASML HLDG N.V. NEW YORK REGISTRY SHA 2011-11 PURCHASE 2011-12   6,024 6,172     -148  
    ASML HLDG N.V. NEW YORK REGISTRY SHA 2011-12 PURCHASE 2011-12   6,808 6,854     -46  
    ASML HLDG N.V. NEW YORK REGISTRY SHA 2011-12 PURCHASE 2011-12   2,063 2,081     -18  
    AMERICAN EXPRESS CO 2011-10 PURCHASE 2011-12   11,976 12,478     -502  
    FAMILY DOLLAR STORES 2011-10 PURCHASE 2011-12   9,690 9,648     42  
    FAMILY DOLLAR STORES 2011-10 PURCHASE 2011-12   2,843 2,823     20  
    FAMILY DOLLAR STORES 2011-12 PURCHASE 2011-12   1,741 1,765     -24  
    FAMILY DOLLAR STORES 2011-12 PURCHASE 2011-12   3,887 3,975     -88  
    EDWARDS LIFESCIENCES CRP PER CONSULT 2011-12 PURCHASE 2011-12   8,347 7,992     355  
    EDWARDS LIFESCIENCES CRP PER CONSULT 2011-12 PURCHASE 2011-12   4,279 4,025     254  
    AMN ELEC POWER CO 02516 2011-05 PURCHASE 2011-12   7,463 7,193     270  
    AMN ELEC POWER CO 02516 2011-05 PURCHASE 2011-12   6,425 6,230     195  
    EOG RESOURCES INC 257J7 2011-03 PURCHASE 2011-12   3,243 3,687     -444  
    EOG RESOURCES INC 257J7 2011-12 PURCHASE 2011-12   7,174 7,483     -309  
    EXPRESS SCRIPTS INC COM 2011-05 PURCHASE 2011-12   5,071 6,811     -1,740  
    EXPRESS SCRIPTS INC COM 2011-05 PURCHASE 2011-12   623 833     -210  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-12   6,423 8,555     -2,132  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-01 PURCHASE 2011-12   1,594 2,106     -512  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-08 PURCHASE 2011-12   7,267 7,382     -115  
    STARWOOD HOTELS AND RESORTS WORLDWID 2011-08 PURCHASE 2011-12   3,329 3,017     312  
    DANAHER CORP DEL CO 22576 2011-05 PURCHASE 2011-12   1,871 2,110     -239  
    DANAHER CORP DEL CO 22576 2011-05 PURCHASE 2011-12   9,786 10,910     -1,124  
    AMAZON COM INC COM 011K2 2011-08 PURCHASE 2011-12   7,844 8,215     -371  
    ABERCROMBIE & FITCH CO 2011-10 PURCHASE 2011-12   8,701 11,616     -2,915  
    ABERCROMBIE & FITCH CO 2011-11 PURCHASE 2011-12   2,320 2,781     -461  
    ABERCROMBIE & FITCH CO 2011-11 PURCHASE 2011-12   435 530     -95  
    WAL-MART STORES INC 2011-06 PURCHASE 2011-12   1,181 1,062     119  
    WAL-MART STORES INC 2011-10 PURCHASE 2011-12   7,619 6,706     913  
    PEPSICO 2011-06 PURCHASE 2011-12   9,035 9,375     -340  
    PEPSICO 2011-09 PURCHASE 2011-12   3,601 3,298     303  
    MICROSOFT CORP 2011-08 PURCHASE 2011-12   3,874 3,756     118  
    MICROSOFT CORP 2011-08 PURCHASE 2011-12   20,904 20,006     898  
    LAS VEGAS SANDS CORP 436S9 2011-06 PURCHASE 2011-12   10,211 9,772     439  
    LAS VEGAS SANDS CORP 436S9 2011-08 PURCHASE 2011-12   4,346 4,600     -254  
    LAS VEGAS SANDS CORP 436S9 2011-09 PURCHASE 2011-12   675 700     -25  
    LAS VEGAS SANDS CORP 436S9 2011-09 PURCHASE 2011-12   2,700 2,892     -192  
    KOHLS CORP 2011-08 PURCHASE 2011-12   983 958     25  
    KOHLS CORP 2011-09 PURCHASE 2011-12   4,228 4,115     113  
    KOHLS CORP 2011-10 PURCHASE 2011-12   7,079 7,182     -103  
    KIMBERLY CLARK 42451 2011-10 PURCHASE 2011-12   12,177 11,901     276  
    JOHNSON & JOHNSON 2011-06 PURCHASE 2011-12   9,749 9,830     -81  
    JOHNSON & JOHNSON 2011-07 PURCHASE 2011-12   8,974 9,218     -244  
    ILLUMINA INC COM 2011-03 PURCHASE 2011-12   2,521 6,064     -3,543  
    ILLUMINA INC COM 2011-05 PURCHASE 2011-12   2,123 5,725     -3,602  
    ILLUMINA INC COM 2011-05 PURCHASE 2011-12   1,247 3,354     -2,107  
    ILLUMINA INC COM 2011-08 PURCHASE 2011-12   2,999 6,970     -3,971  
    WATERS CORP 2011-02 PURCHASE 2011-12   1,334 1,431     -97  
    WATERS CORP 2011-02 PURCHASE 2011-12   3,261 3,521     -260  
    WATERS CORP 2011-02 PURCHASE 2011-12   519 560     -41  
    WATERS CORP 2011-05 PURCHASE 2011-12   2,001 2,621     -620  
    WATERS CORP 2011-05 PURCHASE 2011-12   4,076 5,375     -1,299  
    WATERS CORP 2011-07 PURCHASE 2011-12   3,484 4,204     -720  
    PROCTER & GAMBLE 11/10/95 2011-05 PURCHASE 2011-12   4,479 4,517     -38  
    PROCTER & GAMBLE 11/10/95 2011-05 PURCHASE 2011-12   8,366 8,533     -167  
    PROCTER & GAMBLE 11/10/95 2011-06 PURCHASE 2011-12   5,336 5,209     127  
    COMERICA INC COM 2011-04 PURCHASE 2011-12   656 997     -341  
    COMERICA INC COM 2011-04 PURCHASE 2011-12   3,282 4,939     -1,657  
    COMERICA INC COM 2011-04 PURCHASE 2011-12   2,322 3,512     -1,190  
    COMERICA INC COM 2011-04 PURCHASE 2011-12   3,433 5,221     -1,788  
    FEDERAL NATL MTG ASSOC NOTES 00.750% 2011-01 PURCHASE 2011-12   9,053 8,895     158  
    U.S. TREASURY NOTE 2.125% AUG 15 202 2011-09 PURCHASE 2011-12   16,331 16,203     128  
    U.S. TREASURY NOTE 1.500% JUL 31 201 2011-08 PURCHASE 2011-12   8,261 8,226     35  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-01   42,200 37,506     4,694  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-01   11,407 10,205     1,202  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-02   28,901 25,241     3,660  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-02   23,003 20,193     2,810  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-03   28,574 25,241     3,333  
    U.S. TREASURY NOTE 1.500% JUL 31 201 2011-08 PURCHASE 2012-03   66,025 65,805     220  
    U.S. TRSRY INFLATION BON 2.500% JAN 2011-07 PURCHASE 2012-03   14,143 12,620     1,523  
    FNMA PAE0392 05 50%2039 AMORTIZED F 2011-04 PURCHASE 2012-04   50,691 60,594     -9,903  
    FHLMC G0 5188 05%2038 AMORTIZED F 2011-10 PURCHASE 2012-04   26,669 29,243     -2,574  
    FEDERAL HOME LN MTG CORP NOTES 00.62 2012-02 PURCHASE 2012-08   6,041 6,016     25  
    FNMA PAH3645 04%2041 AMORTIZED F 2012-04 PURCHASE 2012-08   33,232 34,641     -1,409  
    U.S. TRSY INFLATION NTE 0.125% JUL 1 2012-07 PURCHASE 2012-08   11,606 11,931     -325  
    FNMA PAB4102 03 50%2041 AMORTIZED F 2012-02 PURCHASE 2012-08   34,011 34,312     -301  
    U.S. TREASURY NOTE 1.375% FEB 28 201 2012-03 PURCHASE 2012-08   13,163 12,949     214  
    U.S. TRSRY INFLATION BON 2.500% JAN 2012-07 PURCHASE 2012-08   2,942 3,063     -121  
    U.S. TREASURY NOTE 2.125% AUG 15 202 2011-09 PURCHASE 2012-08   5,195 5,063     132  
    FHLMC G0 5188 05%2038 AMORTIZED F 2011-10 PURCHASE 2012-08   20,604 24,706     -4,102  
    U.S. TREASURY NOTE 2.000% FEB 15 202 2012-02 PURCHASE 2012-08   7,150 7,048     102  
    U.S. TREASURY NOTE 2.000% NOV 15 202 2012-01 PURCHASE 2012-08   14,347 14,097     250  
    U.S. TREASURY NOTE 2.000% FEB 15 202 2012-02 PURCHASE 2012-09   19,389 19,131     258  
    U.S. TREASURY NOTE 2.000% FEB 15 202 2012-03 PURCHASE 2012-09   29,594 29,063     531  
    U.S. TREASURY NOTE 2.000% FEB 15 202 2012-03 PURCHASE 2012-09   22,450 21,938     512  
    FNMA P745275 05%203 IJ7N2 2012-07 PURCHASE 2012-11   46,107 44,425     1,682  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2011-12 PURCHASE 2012-03   349,346 349,951     -605  
    LOOMIS SAYLES STRATEGIC INC FD CL Y 2012-03 PURCHASE 2012-08   500,000 504,330     -4,330  
    ISHARES BARCLAYS SHORT TREASUR 2012-08 PURCHASE 2012-09   495,955 495,900     55  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2012-08 PURCHASE 2012-09   400,261 400,056     205  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2012-08 PURCHASE 2012-09   97,954 97,902     52  
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 2011-12 PURCHASE 2012-11   4,162 3,908     254  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2011-12 PURCHASE 2012-11   2,431 2,258     173  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2011-12 PURCHASE 2012-11   2,174 2,020     154  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2012-07 PURCHASE 2012-11   1,616 1,598     18  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-12 PURCHASE 2012-11   1,515 1,686     -171  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-12 PURCHASE 2012-11   6,367 7,087     -720  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-12 PURCHASE 2012-11   43,434 41,648     1,786  
    PIMCO COMMODITY REAL RETURN STRATEGY 2012-03 PURCHASE 2012-11   3,294 3,246     48  
    PIMCO COMMODITY REAL RETURN STRATEGY 2012-06 PURCHASE 2012-11   2,614 2,322     292  
    PIMCO COMMODITY REAL RETURN STRATEGY 2012-09 PURCHASE 2012-11   2,994 3,082     -88  
    MCKESSON CORPORATION COM 2011-02 PURCHASE 2011-12   2,735 2,721     14  
    CELANESE CORP DEL SER A TR FROM 6PW1 2011-12 PURCHASE 2011-12   8,506 8,229     277  
    DEERE CO 23029 2011-12 PURCHASE 2011-12   6,029 5,820     209  
    FRANKLIN RES INC 30655 2011-08 PURCHASE 2011-12   10,476 12,933     -2,457  
    CVS CORP DELAWARE CO 135H0 2011-08 PURCHASE 2011-12   4,099 3,576     523  
    CVS CORP DELAWARE CO 135H0 2011-09 PURCHASE 2011-12   3,853 3,383     470  
    CVS CORP DELAWARE CO 135H0 2011-09 PURCHASE 2011-12   3,853 3,344     509  
    CVS CORP DELAWARE CO 135H0 2011-09 PURCHASE 2011-12   3,689 3,299     390  
    CVS CORP DELAWARE CO 135H0 2011-09 PURCHASE 2011-12   1,189 1,056     133  
    CVS CORP DELAWARE CO 135H0 2011-12 PURCHASE 2011-12   1,763 1,618     145  
    DISNEY (WALT) CO COM ST 23892 2011-02 PURCHASE 2011-12   7,612 8,213     -601  
    DISNEY (WALT) CO COM ST 23892 2011-02 PURCHASE 2011-12   6,733 7,953     -1,220  
    DISNEY (WALT) CO COM ST 23892 2011-02 PURCHASE 2011-12   659 752     -93  
    GENERAL ELECTRIC 12/26/95 2011-03 PURCHASE 2011-12   7,905 8,575     -670  
    GENERAL ELECTRIC 12/26/95 2011-06 PURCHASE 2011-12   6,266 6,290     -24  
    M&T BANK CORPORATIO 46EB0 2011-12 PURCHASE 2012-01   572 532     40  
    MICROSOFT CORP 2011-05 PURCHASE 2012-04   3,444 2,792     652  
    EL PASO CORPORATION 259B7 2011-12 PURCHASE 2012-05   3,296 5,815     -2,519  
    WT02 17KINDER MORGAN WI USD 2012-05 PURCHASE 2012-06   1,931       1,931  
    KEYCORP NEW CO 415J3 2011-12 PURCHASE 2012-06   864 878     -14  
    HOME DEPOT INC 2012-03 PURCHASE 2012-06   2,798 2,638     160  
    HOME DEPOT INC 2012-03 PURCHASE 2012-06   2,326 2,240     86  
    HOME DEPOT INC 2012-03 PURCHASE 2012-06   362 349     13  
    INTEL 2011-10 PURCHASE 2012-06   966 823     143  
    COLGATE PALMOLIVE CO 2011-08 PURCHASE 2012-07   3,040 2,444     596  
    COLGATE PALMOLIVE CO 2011-12 PURCHASE 2012-07   3,242 2,945     297  
    CISCO SYS INC 2011-11 PURCHASE 2012-07   3,161 3,698     -537  
    CISCO SYS INC 2011-11 PURCHASE 2012-07   3,112 3,548     -436  
    CISCO SYS INC 2011-12 PURCHASE 2012-07   1,874 2,073     -199  
    CISCO SYS INC 2011-12 PURCHASE 2012-07   1,401 1,537     -136  
    CISCO SYS INC 2011-12 PURCHASE 2012-07   1,222 1,416     -194  
    CISCO SYS INC 2011-12 PURCHASE 2012-07   1,923 2,138     -215  
    CISCO SYS INC 2012-01 PURCHASE 2012-07   1,906 2,222     -316  
    CISCO SYS INC 2012-02 PURCHASE 2012-07   2,021 2,439     -418  
    CISCO SYS INC 2012-03 PURCHASE 2012-07   1,352 1,691     -339  
    CISCO SYS INC 2012-05 PURCHASE 2012-07   1,564 1,807     -243  
    CISCO SYS INC 2012-07 PURCHASE 2012-07   1,695 1,743     -48  
    DUKE ENERGY CORP NEW 23B16 2012-05 PURCHASE 2012-07   2,823 2,683     140  
    DUKE ENERGY CORP NEW 23B16 2012-05 PURCHASE 2012-07   2,823 2,705     118  
    DUKE ENERGY CORP NEW 23B16 2012-05 PURCHASE 2012-07   2,869 2,739     130  
    DUKE ENERGY CORP NEW 23B16 2012-06 PURCHASE 2012-07   3,190 3,102     88  
    DUKE ENERGY CORP NEW 23B16 2012-06 PURCHASE 2012-07   1,538 1,520     18  
    DUKE ENERGY CORP NEW 23B16 2012-06 PURCHASE 2012-07   1,171 1,147     24  
    DISNEY (WALT) CO COM ST 23892 2011-12 PURCHASE 2012-07   5,908 4,457     1,451  
    E M C CORPORATION MASS 25153 2011-12 PURCHASE 2012-07   2,097 1,936     161  
    CITIGROUP INC COM NEW 2011-10 PURCHASE 2012-07   8,500 10,327     -1,827  
    CITIGROUP INC COM NEW 2011-10 PURCHASE 2012-07   2,547 3,074     -527  
    EXXON MOBIL CORP CO 257D4 2012-06 PURCHASE 2012-07   2,223 2,117     106  
    EXXON MOBIL CORP CO 257D4 2012-06 PURCHASE 2012-07   13,094 12,765     329  
    EXXON MOBIL CORP CO 257D4 2012-06 PURCHASE 2012-07   8,894 8,970     -76  
    EXXON MOBIL CORP CO 257D4 2012-06 PURCHASE 2012-07   9,388 9,134     254  
    EMERSON ELEC CO 26435 2011-12 PURCHASE 2012-07   3,250 3,382     -132  
    CLIFFS NATURAL RESOURCES INC 2011-12 PURCHASE 2012-07   1,621 2,262     -641  
    FORD MOTOR COMPANY 2011-12 PURCHASE 2012-07   1,346 1,471     -125  
    FORD MOTOR COMPANY 2012-02 PURCHASE 2012-07   1,286 1,587     -301  
    GENERAL ELECTRIC 12/26/95 2011-12 PURCHASE 2012-07   3,093 2,331     762  
    GENERAL ELECTRIC 12/26/95 2011-08 PURCHASE 2012-07   3,193 2,515     678  
    GENERAL ELECTRIC 12/26/95 2011-08 PURCHASE 2012-07   3,133 2,500     633  
    GENERAL ELECTRIC 12/26/95 2011-12 PURCHASE 2012-07   3,153 2,600     553  
    GENERAL ELECTRIC 12/26/95 2012-03 PURCHASE 2012-07   2,135 1,980     155  
    GENERAL ELECTRIC 12/26/95 2012-03 PURCHASE 2012-07   2,335 2,350     -15  
    GENERAL ELECTRIC 12/26/95 2012-05 PURCHASE 2012-07   3,831 3,670     161  
    GENERAL ELECTRIC 12/26/95 2012-06 PURCHASE 2012-07   3,532 3,380     152  
    CATERPILLAR INC DEL 14565 2011-12 PURCHASE 2012-07   4,393 4,924     -531  
    HESS CORP 35DX1 2011-12 PURCHASE 2012-07   1,374 1,923     -549  
    HERTZ GLOBAL HOLDINGS IN 2011-12 PURCHASE 2012-07   5,115 4,714     401  
    HYATT HOTELS CORP 2011-12 PURCHASE 2012-07   1,986 2,096     -110  
    HEWLETT PACKARD CO DE 36229 2011-11 PURCHASE 2012-07   1,772 2,530     -758  
    HEWLETT PACKARD CO DE 36229 2011-12 PURCHASE 2012-07   1,560 2,113     -553  
    HEWLETT PACKARD CO DE 36229 2011-12 PURCHASE 2012-07   771 1,133     -362  
    HEWLETT PACKARD CO DE 36229 2011-12 PURCHASE 2012-07   1,233 1,642     -409  
    HEWLETT PACKARD CO DE 36229 2012-03 PURCHASE 2012-07   771 984     -213  
    HOME DEPOT INC 2012-03 PURCHASE 2012-07   4,570 4,435     135  
    HOME DEPOT INC 2012-03 PURCHASE 2012-07   5,186 4,973     213  
    HOME DEPOT INC 2012-03 PURCHASE 2012-07   4,980 4,849     131  
    HOME DEPOT INC 2012-04 PURCHASE 2012-07   2,259 2,226     33  
    HOME DEPOT INC 2012-05 PURCHASE 2012-07   2,824 2,839     -15  
    INTEL 2011-10 PURCHASE 2012-07   3,800 3,382     418  
    INTEL 2011-10 PURCHASE 2012-07   3,081 2,803     278  
    INTEL 2011-10 PURCHASE 2012-07   3,004 2,721     283  
    INTEL 2011-12 PURCHASE 2012-07   2,773 2,595     178  
    INTEL 2012-02 PURCHASE 2012-07   1,926 1,999     -73  
    INTEL 2012-05 PURCHASE 2012-07   2,799 2,755     44  
    INTL PAPER CO 2011-12 PURCHASE 2012-07   2,616 2,748     -132  
    J P MORGAN CHASE AND CO 405S5 2011-12 PURCHASE 2012-07   8,894 8,376     518  
    TRAVELERS COS INC 74HN3 2011-10 PURCHASE 2012-07   4,731 4,339     392  
    TRAVELERS COS INC 74HN3 2011-11 PURCHASE 2012-07   2,303 2,147     156  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2012-07   1,556 1,356     200  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2012-07   1,805 1,571     234  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2012-07   1,245 1,147     98  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2012-07   2,241 2,132     109  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2012-07   1,494 1,380     114  
    TRAVELERS COS INC 74HN3 2012-06 PURCHASE 2012-07   1,805 1,843     -38  
    KRAFT FOODS INC VA CL A 2012-05 PURCHASE 2012-07   2,649 2,775     -126  
    KRAFT FOODS INC VA CL A 2012-05 PURCHASE 2012-07   2,686 2,819     -133  
    KRAFT FOODS INC VA CL A 2012-05 PURCHASE 2012-07   1,530 1,589     -59  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   1,753 1,766     -13  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   2,649 2,669     -20  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   970 982     -12  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   933 956     -23  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   1,641 1,679     -38  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   1,679 1,733     -54  
    KRAFT FOODS INC VA CL A 2012-06 PURCHASE 2012-07   2,052 2,140     -88  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   3,119 2,800     319  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   3,119 2,922     197  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   3,084 2,903     181  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   2,383 2,257     126  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   2,383 2,278     105  
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   2,733 2,733        
    BRISTOL MYERS SQUIBB CO 11011 2011-12 PURCHASE 2012-07   2,068 2,088     -20  
    BRISTOL MYERS SQUIBB CO 11011 2012-05 PURCHASE 2012-07   2,804 2,643     161  
    KINDER MORGAN INC. DEL 2012-05 PURCHASE 2012-07   18,032       18,032  
    KROGER CO 2011-12 PURCHASE 2012-07   840 900     -60  
    LILLY ELI CO 44534 2012-05 PURCHASE 2012-07   2,712 2,685     27  
    LILLY ELI CO 44534 2012-05 PURCHASE 2012-07   2,712 2,681     31  
    LILLY ELI CO 44534 2012-06 PURCHASE 2012-07   1,836 1,771     65  
    LILLY ELI CO 44534 2012-06 PURCHASE 2012-07   1,752 1,685     67  
    LILLY ELI CO 44534 2012-06 PURCHASE 2012-07   1,878 1,862     16  
    LILLY ELI CO 44534 2012-06 PURCHASE 2012-07   918 931     -13  
    MORGAN STANLEY DEAN WITTER CON 2011-12 PURCHASE 2012-07   1,041 1,180     -139  
    MARRIOTT INTL INC NEW A 46FH1 2011-12 PURCHASE 2012-07   3,025 2,369     656  
    BARRICK GOLD CORPORATION 2011-09 PURCHASE 2012-07   2,066 3,128     -1,062  
    BARRICK GOLD CORPORATION 2011-12 PURCHASE 2012-07   1,567 2,011     -444  
    MCKESSON CORPORATION COM 2011-12 PURCHASE 2012-07   1,207 1,016     191  
    MCKESSON CORPORATION COM 2012-02 PURCHASE 2012-07   2,786 2,434     352  
    MCKESSON CORPORATION COM 2012-02 PURCHASE 2012-07   1,114 977     137  
    MCKESSON CORPORATION COM 2012-02 PURCHASE 2012-07   1,857 1,674     183  
    MCKESSON CORPORATION COM 2012-03 PURCHASE 2012-07   2,321 2,055     266  
    MARATHON OIL CORP 46JR7 2011-12 PURCHASE 2012-07   1,657 1,948     -291  
    MERCK AND CO INC SHS 2011-12 PURCHASE 2012-07   5,078 4,728     350  
    MERCK AND CO INC SHS 2012-06 PURCHASE 2012-07   3,224 2,975     249  
    MARATHON PETROLEUM CORP 2011-07 PURCHASE 2012-07   7,993       7,993  
    MARATHON PETROLEUM CORP 2011-12 PURCHASE 2012-07   2,321 1,770     551  
    APACHE CORP 04953 2011-12 PURCHASE 2012-07   2,343 2,531     -188  
    MICROSOFT CORP 2011-12 PURCHASE 2012-07   3,019 2,621     398  
    ANADARKO PETE CORP 04607 2011-12 PURCHASE 2012-07   3,363 4,099     -736  
    NEXTERA ENERGY INC SHS 2011-12 PURCHASE 2012-07   1,751 1,550     201  
    NEXTERA ENERGY INC SHS 2012-05 PURCHASE 2012-07   1,078 1,027     51  
    AT&T INC 2011-08 PURCHASE 2012-07   3,370 2,765     605  
    AT&T INC 2011-08 PURCHASE 2012-07   1,896 1,542     354  
    AT&T INC 2011-09 PURCHASE 2012-07   5,932 4,924     1,008  
    AT&T INC 2011-09 PURCHASE 2012-07   6,845 5,413     1,432  
    AT&T INC 2011-12 PURCHASE 2012-07   8,811 7,413     1,398  
    AT&T INC 2012-03 PURCHASE 2012-07   2,071 1,821     250  
    AT&T INC 2012-03 PURCHASE 2012-07   2,106 1,906     200  
    ADOBE SYS DEL PV 0.001 00380 2011-12 PURCHASE 2012-07   1,420 1,286     134  
    OCCIDENTAL PETE CORP CA 57115 2012-02 PURCHASE 2012-07   3,594 4,663     -1,069  
    OCCIDENTAL PETE CORP CA 57115 2012-02 PURCHASE 2012-07   3,594 4,666     -1,072  
    OCCIDENTAL PETE CORP CA 57115 2012-02 PURCHASE 2012-07   3,594 4,694     -1,100  
    OCCIDENTAL PETE CORP CA 57115 2012-06 PURCHASE 2012-07   4,393 4,511     -118  
    OMNICOM GROUP COM 57830 2011-12 PURCHASE 2012-07   3,530 3,260     270  
    ORACLE CORP 2011-12 PURCHASE 2012-07   1,286 1,175     111  
    UNITED TECHNOLOGIES CORP 2011-12 PURCHASE 2012-07   3,616 3,648     -32  
    PG&E CORP 590F9 2011-12 PURCHASE 2012-07   1,470 1,351     119  
    PPL CORPORATION 594L6 2011-08 PURCHASE 2012-07   2,568 2,526     42  
    PPL CORPORATION 594L6 2011-12 PURCHASE 2012-07   1,547 1,648     -101  
    VALERO ENERGY CORP NEW 79A05 2011-12 PURCHASE 2012-07   2,291 2,032     259  
    PROGRESS ENERGY INC 2011-12 PURCHASE 2012-07   2,336 2,145     191  
    PNC FINCL SERVICES GROU 59788 2011-12 PURCHASE 2012-07   3,288 3,232     56  
    PHILIP MORRIS INTL INC 601S5 2011-08 PURCHASE 2012-07   3,998 3,316     682  
    PHILIP MORRIS INTL INC 601S5 2011-08 PURCHASE 2012-07   5,189 4,018     1,171  
    PHILIP MORRIS INTL INC 601S5 2011-12 PURCHASE 2012-07   3,828 3,492     336  
    PHILIP MORRIS INTL INC 601S5 2012-06 PURCHASE 2012-07   3,573 3,667     -94  
    PEPSICO 2011-12 PURCHASE 2012-07   1,871 1,784     87  
    PEPSICO 2012-06 PURCHASE 2012-07   1,386 1,392     -6  
    PFIZER INC. 2011-09 PURCHASE 2012-07   2,729 2,121     608  
    PFIZER INC. 2011-12 PURCHASE 2012-07   9,575 9,290     285  
    VERIZON COMMUNICATNS CO 79B06 2011-12 PURCHASE 2012-07   9,171 8,015     1,156  
    VERIZON COMMUNICATNS CO 79B06 2011-12 PURCHASE 2012-07   4,585 4,135     450  
    VERIZON COMMUNICATNS CO 79B06 2012-03 PURCHASE 2012-07   1,703 1,546     157  
    VERIZON COMMUNICATNS CO 79B06 2012-06 PURCHASE 2012-07   2,314 2,195     119  
    REGIONS FINL CORP 64D29 2011-12 PURCHASE 2012-07   1,342 910     432  
    ZIONS BANCORP CO 84471 2011-12 PURCHASE 2012-07   2,217 1,899     318  
    SCHLUMBERGER LTD 2011-12 PURCHASE 2012-07   3,656 3,955     -299  
    SUNCOR ENERGY INC NEW 2011-12 PURCHASE 2012-07   1,590 1,633     -43  
    SOUTHERN COMPANY 2011-07 PURCHASE 2012-07   7,880 6,868     1,012  
    SOUTHERN COMPANY 2011-07 PURCHASE 2012-07   1,391 1,215     176  
    SOUTHERN COMPANY 2011-08 PURCHASE 2012-07   2,967 2,573     394  
    SOUTHERN COMPANY 2011-08 PURCHASE 2012-07   3,476 3,000     476  
    SOUTHERN COMPANY 2011-09 PURCHASE 2012-07   4,218 3,914     304  
    SOUTHERN COMPANY 2011-12 PURCHASE 2012-07   3,755 3,699     56  
    SOUTHERN COMPANY 2012-03 PURCHASE 2012-07   1,066 1,010     56  
    SUNTRUST BKS INC CO 72768 2011-12 PURCHASE 2012-07   4,567 3,452     1,115  
    WELLS FARGO & CO E7599 2011-12 PURCHASE 2012-07   11,490 9,733     1,757  
    UNITEDHEALTH GROUP INC 76BT5 2011-12 PURCHASE 2012-07   7,307 6,255     1,052  
    TEXAS INSTRUMENTS 73841 2011-12 PURCHASE 2012-07   2,668 2,905     -237  
    JOHNSON & JOHNSON 2011-09 PURCHASE 2012-07   2,933 2,722     211  
    JOHNSON & JOHNSON 2011-12 PURCHASE 2012-07   7,066 6,864     202  
    UNITED STS STL CORP NEW 76B04 2011-12 PURCHASE 2012-07   865 1,105     -240  
    HSN INC 2011-12 PURCHASE 2012-07   5,263 4,998     265  
    TIME WARNER CABLE INC 74KB1 2011-12 PURCHASE 2012-07   3,731 2,962     769  
    CIGNA CORP 16906 2011-12 PURCHASE 2012-07   2,876 2,789     87  
    BAXTER INTERNTL INC 08470 2012-07 PURCHASE 2012-08   3,364 2,921     443  
    SYMANTEC CORP CO 73079 2012-07 PURCHASE 2012-08   14,886 11,402     3,484  
    HALLIBURTON COMPANY 34824 2011-12 PURCHASE 2012-08   1,096 1,035     61  
    HALLIBURTON COMPANY 34824 2012-06 PURCHASE 2012-08   1,979 1,610     369  
    HALLIBURTON COMPANY 34824 2012-07 PURCHASE 2012-08   2,403 1,835     568  
    HALLIBURTON COMPANY 34824 2012-07 PURCHASE 2012-08   2,650 2,056     594  
    MEDTRONIC INC 2012-07 PURCHASE 2012-09   21,160 18,485     2,675  
    KBR INC 2012-07 PURCHASE 2012-09   9,803 7,641     2,162  
    AETNA INC NEW 018K0 2012-07 PURCHASE 2012-10   5,430 5,131     299  
    UNILEVER NV NY REG SHS 2012-07 PURCHASE 2012-10   41,392 36,014     5,378  
    TEVA PHARMACTCL INDS AD 73763 2011-12 PURCHASE 2012-10   2,316 2,356     -40  
    TEVA PHARMACTCL INDS AD 73763 2012-07 PURCHASE 2012-10   25,394 24,188     1,206  
    AETNA INC NEW 018K0 2012-07 PURCHASE 2012-10   4,445 3,978     467  
    CHEVRON CORP 144X5 2011-12 PURCHASE 2012-11   10,868 10,132     736  
    WESTERN UN CO 8DMJ0 2012-07 PURCHASE 2012-11   42,657 53,954     -11,297  
    CORNING INC 21322 2011-12 PURCHASE 2012-11   1,594 1,725     -131  
    CORNING INC 21322 2012-07 PURCHASE 2012-11   23,036 24,161     -1,125  
    CORNING INC 21322 2012-08 PURCHASE 2012-11   5,224 5,031     193  
    BAXTER INTERNTL INC 08470 2012-07 PURCHASE 2012-11   24,407 19,475     4,932  
    AETNA INC NEW 018K0 2012-07 PURCHASE 2012-11   19,179 17,304     1,875  
    PRUDENTIAL FINANCIAL IN 59442 2011-12 PURCHASE 2012-11   3,866 3,403     463  
    PRUDENTIAL FINANCIAL IN 59442 2012-07 PURCHASE 2012-11   1,876 1,520     356  
    ARCHER DANIELS MIDLD 05071 2011-12 PURCHASE 2012-11   1,701 1,834     -133  
    ARCHER DANIELS MIDLD 05071 2012-04 PURCHASE 2012-11   877 1,014     -137  
    ARCHER DANIELS MIDLD 05071 2012-05 PURCHASE 2012-11   1,249 1,511     -262  
    ARCHER DANIELS MIDLD 05071 2012-05 PURCHASE 2012-11   2,100 2,591     -491  
    ARCHER DANIELS MIDLD 05071 2012-05 PURCHASE 2012-11   1,355 1,692     -337  
    ARCHER DANIELS MIDLD 05071 2012-07 PURCHASE 2012-11   5,448 5,929     -481  
    ARCHER DANIELS MIDLD 05071 2012-07 PURCHASE 2012-11   32,549 36,873     -4,324  
    ARCHER DANIELS MIDLD 05071 2012-07 PURCHASE 2012-11   4,697 5,043     -346  
    EATON CORP 25660 2011-12 PURCHASE 2012-11   2,351 1,993     358  
    EATON CORP 25660 2012-07 PURCHASE 2012-11   1,329 963     366  
    UNITED STS STL CORP NEW 76B04 2011-08 PURCHASE 2012-01   59,359 60,960     -1,601  
    UNITED STS STL CORP NEW 76B04 2011-08 PURCHASE 2012-01   14,840 13,750     1,090  
    UNITED STS STL CORP NEW 76B04 2011-09 PURCHASE 2012-01   14,840 11,825     3,015  
    FACEBOOK INC CLASS A COMMON STOCK 2012-05 PURCHASE 2012-07   44,113 53,200     -9,087  
    BAKER HUGHES INC 2011-03 PURCHASE 2011-12   4,027 5,555     -1,528  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   3,016 4,291     -1,275  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   1,104 1,574     -470  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   1,640 2,433     -793  
    BAKER HUGHES INC 2011-03 PURCHASE 2011-12   5,519 7,664     -2,145  
    BAKER HUGHES INC 2011-03 PURCHASE 2011-12   4,063 5,695     -1,632  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   303 447     -144  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   4,040 5,974     -1,934  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   2,828 4,134     -1,306  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   2,550 3,740     -1,190  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   2,584 3,892     -1,308  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2011-12   805 1,216     -411  
    MICROSOFT CORP 2011-01 PURCHASE 2011-12   3,587 3,922     -335  
    BOEING COMPANY 09728 2011-12 PURCHASE 2011-12   6,322 6,040     282  
    BOSTON PPTYS INC 076X6 2011-08 PURCHASE 2011-12   4,900 4,990     -90  
    BOSTON PPTYS INC 076X6 2011-12 PURCHASE 2011-12   3,900 3,633     267  
    AON CORP 2011-10 PURCHASE 2011-12   654 702     -48  
    AON CORP 2011-10 PURCHASE 2011-12   5,743 6,006     -263  
    AON CORP 2011-12 PURCHASE 2011-12   5,976 5,738     238  
    ANADARKO PETE CORP 04607 2011-10 PURCHASE 2011-12   1,518 1,581     -63  
    ANADARKO PETE CORP 04607 2011-10 PURCHASE 2011-12   11,078 11,433     -355  
    AMERICAN EXPRESS CO 2011-08 PURCHASE 2011-12   7,123 7,345     -222  
    AMN ELEC POWER CO 02516 2011-10 PURCHASE 2011-12   1,355 1,287     68  
    AMN ELEC POWER CO 02516 2011-10 PURCHASE 2011-12   2,668 2,535     133  
    AT&T INC 2011-09 PURCHASE 2011-12   4,046 3,760     286  
    AT&T INC 2011-10 PURCHASE 2011-12   4,312 4,217     95  
    AT&T INC 2011-10 PURCHASE 2011-12   30 29     1  
    AT&T INC 2011-12 PURCHASE 2011-12   3,337 3,290     47  
    ACCENTURE PLC SHS 2011-06 PURCHASE 2011-12   12,573 13,049     -476  
    AVALONBAY CMMUN INC 014H7 2011-08 PURCHASE 2011-12   1,183 1,179     4  
    AVALONBAY CMMUN INC 014H7 2011-08 PURCHASE 2011-12   2,104 2,134     -30  
    AVALONBAY CMMUN INC 014H7 2011-12 PURCHASE 2011-12   3,813 3,616     197  
    CARNIVAL CORP PAIRED SH 136F0 2011-10 PURCHASE 2011-12   424 467     -43  
    CARNIVAL CORP PAIRED SH 136F0 2011-10 PURCHASE 2011-12   2,481 2,710     -229  
    ACE LTD 02600 2011-04 PURCHASE 2011-12   2,086 2,025     61  
    ACE LTD 02600 2011-05 PURCHASE 2011-12   6,676 6,535     141  
    ACE LTD 02600 2011-08 PURCHASE 2011-12   1,600 1,439     161  
    ACE LTD 02600 2011-08 PURCHASE 2011-12   1,669 1,517     152  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2012-01   2,660 3,950     -1,290  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2012-01   4,399 6,404     -2,005  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2012-01   719 1,042     -323  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2012-01   3,012 4,370     -1,358  
    HALLIBURTON COMPANY 34824 2011-04 PURCHASE 2012-01   1,500 2,135     -635  
    HALLIBURTON COMPANY 34824 2011-12 PURCHASE 2012-01   2,058 1,970     88  
    MARRIOTT VACATIONS WORLDWIDE CORP SH 2011-07 PURCHASE 2012-01   1,795 1,922     -127  
    MARRIOTT VACATIONS WORLDWIDE CORP SH 2011-07 PURCHASE 2012-01   162 177     -15  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   141 211     -70  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   2,870 4,331     -1,461  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   3,058 4,595     -1,537  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   1,082 1,621     -539  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   2,463 3,664     -1,201  
    BAKER HUGHES INC 2011-03 PURCHASE 2012-01   2,321 3,502     -1,181  
    BAKER HUGHES INC 2011-12 PURCHASE 2012-01   2,321 2,393     -72  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   1,134 1,684     -550  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   475 721     -246  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   538 832     -294  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   1,244 1,972     -728  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   12 19     -7  
    SCHWAB CHARLES CORP NEW 67344 2011-02 PURCHASE 2012-02   1,629 2,560     -931  
    SCHWAB CHARLES CORP NEW 67344 2011-12 PURCHASE 2012-02   169 159     10  
    SCHWAB CHARLES CORP NEW 67344 2011-12 PURCHASE 2012-02   1,866 1,749     117  
    SCHWAB CHARLES CORP NEW 67344 2011-12 PURCHASE 2012-02   1,349 1,216     133  
    SCHWAB CHARLES CORP NEW 67344 2011-12 PURCHASE 2012-02   1,485 1,318     167  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   1,411 2,797     -1,386  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   1,728 3,414     -1,686  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   749 1,506     -757  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   749 1,509     -760  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   1,267 2,591     -1,324  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   3,139 6,629     -3,490  
    MEDCO HEALTH SOLUTIONS 46J71 2011-05 PURCHASE 2012-04   1,642 3,535     -1,893  
    MEDCO HEALTH SOLUTIONS 46J71 2011-05 PURCHASE 2012-04   2,160 4,661     -2,501  
    MEDCO HEALTH SOLUTIONS 46J71 2011-05 PURCHASE 2012-04   3,715 8,104     -4,389  
    MEDCO HEALTH SOLUTIONS 46J71 2011-12 PURCHASE 2012-04   6,970 13,542     -6,572  
    MEDCO HEALTH SOLUTIONS 46J71 2012-01 PURCHASE 2012-04   2,362 5,088     -2,726  
    MEDCO HEALTH SOLUTIONS 46J71 2012-01 PURCHASE 2012-04   1,786 3,845     -2,059  
    EXPRESS SCRIPTS INC COM 2011-07 PURCHASE 2012-04   30,986 30,986        
    EXPRESS SCRIPTS INC COM 2011-12 PURCHASE 2012-04   4,594 4,594        
    MORGAN STANLEY DEAN WITTER CON 2011-12 PURCHASE 2012-05   1,627 1,894     -267  
    IVANHOE MINES LTD RTS 2012-06 PURCHASE 2012-07              
    FORD MOTOR COMPANY 2011-12 PURCHASE 2012-08   5,044 5,984     -940  
    IVANHOE MINES LTD 2011-09 PURCHASE 2012-08   4,296 4,296        
    IVANHOE MINES LTD 2011-09 PURCHASE 2012-08   5,164 5,164        
    IVANHOE MINES LTD 2011-12 PURCHASE 2012-08   1,344 1,344        
    IVANHOE MINES LTD 2011-12 PURCHASE 2012-08   4,444 4,444        
    IVANHOE MINES LTD 2012-01 PURCHASE 2012-08   7,433 7,433        
    IVANHOE MINES LTD 2012-03 PURCHASE 2012-08   1,181 1,181        
    IVANHOE MINES LTD 2012-07 PURCHASE 2012-08              
    EXPRESS SCRIPTS HLDG CO 2012-04 PURCHASE 2012-09   4,984 4,413     571  
    EXPRESS SCRIPTS HLDG CO 2012-04 PURCHASE 2012-09   3,965 3,464     501  
    EXPRESS SCRIPTS HLDG CO 2012-04 PURCHASE 2012-09   3,860 3,408     452  
    EXPRESS SCRIPTS HLDG CO 2012-04 PURCHASE 2012-09   2,836 2,514     322  
    EXPRESS SCRIPTS HLDG CO 2012-04 PURCHASE 2012-09   1,323 1,173     150  
    MONSTER BEVERAGE CORP 2012-09 PURCHASE 2012-10   1,434 2,027     -593  
    MONSTER BEVERAGE CORP 2012-09 PURCHASE 2012-10   1,434 2,034     -600  
    MONSTER BEVERAGE CORP 2012-09 PURCHASE 2012-10   2,818 4,010     -1,192  
    ACE LTD 02600 2011-04 PURCHASE 2011-12   4,433 4,442     -9  
    ACE LTD 02600 2011-04 PURCHASE 2011-12   336 338     -2  
    PPG INDUSTRIES INC SHS 2011-08 PURCHASE 2011-12   6,124 5,680     444  
    TYCO INTL LTD NAMEN-AKT 2011-08 PURCHASE 2011-12   7,884 7,062     822  
    COMCAST CORP NEW CL A 127J0 2011-04 PURCHASE 2011-12   4,758 4,758        
    COMCAST CORP NEW CL A 127J0 2011-04 PURCHASE 2011-12   2,063 2,063        
    CITIGROUP INC COM NEW 2011-10 PURCHASE 2011-12   10,327 10,327        
    CITIGROUP INC COM NEW 2011-10 PURCHASE 2011-12   3,074 3,074        
    DEERE CO 23029 2011-12 PURCHASE 2011-12   5,820 5,820        
    DISNEY (WALT) CO COM ST 23892 2011-06 PURCHASE 2011-12   6,520 6,520        
    DISNEY (WALT) CO COM ST 23892 2011-12 PURCHASE 2011-12   4,457 4,457        
    FRANKLIN RES INC 30655 2011-08 PURCHASE 2011-12   12,933 12,933        
    GENERAL ELECTRIC 12/26/95 2011-08 PURCHASE 2011-12   2,515 2,515        
    GENERAL ELECTRIC 12/26/95 2011-08 PURCHASE 2011-12   2,500 2,500        
    GENERAL ELECTRIC 12/26/95 2011-12 PURCHASE 2011-12   2,600 2,600        
    CELANESE CORP DEL SER A TR FROM 6PW1 2011-12 PURCHASE 2011-12   8,229 8,229        
    CHEVRON CORP 144X5 2011-10 PURCHASE 2011-12   2,549 2,549        
    CHEVRON CORP 144X5 2011-10 PURCHASE 2011-12   17,368 17,368        
    CHEVRON CORP 144X5 2011-12 PURCHASE 2011-12   10,132 10,132        
    CVS CORP DELAWARE CO 135H0 2011-10 PURCHASE 2011-12   1,181 1,181        
    CVS CORP DELAWARE CO 135H0 2011-10 PURCHASE 2011-12   3,080 3,080        
    AVALONBAY CMMUN INC 014H7 2011-08 PURCHASE 2011-12   1,179 1,179        
    AVALONBAY CMMUN INC 014H7 2011-08 PURCHASE 2011-12   2,134 2,134        
    AVALONBAY CMMUN INC 014H7 2011-12 PURCHASE 2011-12   3,616 3,616        
    ACCENTURE PLC SHS 2011-06 PURCHASE 2011-12   13,049 13,049        
    AT&T INC 2011-09 PURCHASE 2011-12   3,760 3,760        
    AT&T INC 2011-10 PURCHASE 2011-12   4,217 4,217        
    AT&T INC 2011-10 PURCHASE 2011-12   29 29        
    AT&T INC 2011-12 PURCHASE 2011-12   3,290 3,290        
    AMN ELEC POWER CO 02516 2011-10 PURCHASE 2011-12   1,287 1,287        
    AMN ELEC POWER CO 02516 2011-10 PURCHASE 2011-12   2,535 2,535        
    AMERICAN EXPRESS CO 2011-08 PURCHASE 2011-12   7,345 7,345        
    ANADARKO PETE CORP 04607 2011-10 PURCHASE 2011-12   1,581 1,581        
    ANADARKO PETE CORP 04607 2011-10 PURCHASE 2011-12   11,433 11,433        
    APPLE COMPUTERS 8/12/97 2011-02 PURCHASE 2011-12   7,943 7,943        
    APPLE COMPUTERS 8/12/97 2011-06 PURCHASE 2011-12   15,790 15,790        
    APPLE COMPUTERS 8/12/97 2011-12 PURCHASE 2011-12   1,934 1,934        
    AON CORP 2011-10 PURCHASE 2011-12   702 702        
    AON CORP 2011-10 PURCHASE 2011-12   6,006 6,006        
    AON CORP 2011-12 PURCHASE 2011-12   5,738 5,738        
    BOSTON PPTYS INC 076X6 2011-08 PURCHASE 2011-12   4,990 4,990        
    BOSTON PPTYS INC 076X6 2011-12 PURCHASE 2011-12   3,633 3,633        
    BOEING COMPANY 09728 2011-12 PURCHASE 2011-12   6,040 6,040        
    CARNIVAL CORP PAIRED SH 136F0 2011-10 PURCHASE 2011-12   467 467        
    CARNIVAL CORP PAIRED SH 136F0 2011-10 PURCHASE 2011-12   2,710 2,710        
    ACE LTD 02600 2011-04 PURCHASE 2011-12   2,025 2,025        
    ACE LTD 02600 2011-05 PURCHASE 2011-12   6,535 6,535        
    ACE LTD 02600 2011-08 PURCHASE 2011-12   1,439 1,439        
    ACE LTD 02600 2011-08 PURCHASE 2011-12   1,517 1,517        
    HUMANA INC 37621 2011-03 PURCHASE 2011-12   2,827 2,050     777  
    HUMANA INC 37621 2011-03 PURCHASE 2011-12   8,834 6,364     2,470  
    INTL BUSINESS MACHINES 39050 2011-06 PURCHASE 2011-12   2,909 2,642     267  
    J P MORGAN CHASE AND CO 405S5 2011-08 PURCHASE 2011-12   4,747 4,987     -240  
    KOHLS CORP 2011-03 PURCHASE 2011-12   3,162 3,417     -255  
    KOHLS CORP 2011-03 PURCHASE 2011-12   2,717 2,936     -219  
    METLIFE INC 49DM2 2011-08 PURCHASE 2011-12   2,736 2,933     -197  
    MACYS INC 46NM4 2011-12 PURCHASE 2011-12   6,133 5,992     141  
    MICROSOFT CORP 2011-06 PURCHASE 2011-12   10,062 9,491     571  
    ORACLE CORP 2011-03 PURCHASE 2011-12   5,883 7,611     -1,728  
    ORACLE CORP 2011-06 PURCHASE 2011-12   6,191 7,697     -1,506  
    ORACLE CORP 2011-12 PURCHASE 2011-12   3,211 3,832     -621  
    PG&E CORP 590F9 2011-10 PURCHASE 2011-12   533 553     -20  
    PG&E CORP 590F9 2011-10 PURCHASE 2011-12   2,336 2,428     -92  
    PPL CORPORATION 594L6 2011-08 PURCHASE 2011-12   6,722 5,832     890  
    PPL CORPORATION 594L6 2011-08 PURCHASE 2011-12   3,391 3,211     180  
    PPL CORPORATION 594L6 2011-09 PURCHASE 2011-12   4,482 4,209     273  
    PEABODY ENERGY CORP COM 2011-08 PURCHASE 2011-12   3,412 4,297     -885  
    PUB SVC ENTERPRISE GRP 63133 2011-08 PURCHASE 2011-12   9,361 9,661     -300  
    PUB SVC ENTERPRISE GRP 63133 2011-10 PURCHASE 2011-12   611 653     -42  
    PUB SVC ENTERPRISE GRP 63133 2011-10 PURCHASE 2011-12   5,404 5,736     -332  
    REYNOLDS AMERICAN INC 64D43 2011-12 PURCHASE 2011-12   8,178 8,026     152  
    SIMON PROPERTY GROUP DE 67259 2011-02 PURCHASE 2011-12   776 641     135  
    SIMON PROPERTY GROUP DE 67259 2011-02 PURCHASE 2011-12   10,481 8,720     1,761  
    SIMON PROPERTY GROUP DE 67259 2011-08 PURCHASE 2011-12   3,105 2,805     300  
    SIMON PROPERTY GROUP DE 67259 2011-12 PURCHASE 2011-12   4,011 3,754     257  
    TJX COS INC NEW 733F2 2011-10 PURCHASE 2011-12   1,350 1,258     92  
    TJX COS INC NEW 733F2 2011-10 PURCHASE 2011-12   3,085 2,865     220  
    TRAVELERS COS INC 74HN3 2011-09 PURCHASE 2011-12   13,705 11,092     2,613  
    TRAVELERS COS INC 74HN3 2011-12 PURCHASE 2011-12   3,544 3,371     173  
    TIME WARNER INC SHS 74KB0 2011-10 PURCHASE 2011-12   2,088 2,059     29  
    TIME WARNER INC SHS 74KB0 2011-10 PURCHASE 2011-12   9,344 9,072     272  
    TIME WARNER CABLE INC 74KB1 2011-02 PURCHASE 2011-12   6,439 7,337     -898  
    UNILEVER NV NY REG SHS 2011-05 PURCHASE 2011-12   11,403 11,199     204  
    UNITEDHEALTH GROUP INC 76BT5 2011-02 PURCHASE 2011-12   6,139 5,154     985  
    UNITEDHEALTH GROUP INC 76BT5 2011-06 PURCHASE 2011-12   6,748 6,718     30  
    UNITEDHEALTH GROUP INC 76BT5 2011-08 PURCHASE 2011-12   2,486 2,150     336  
    US BANCORP (NEW) 76B35 2011-08 PURCHASE 2011-12   10,574 8,596     1,978  
    UNITED TECHNOLOGIES CORP 2011-08 PURCHASE 2011-12   2,495 2,428     67  
    UNITED TECHNOLOGIES CORP 2011-08 PURCHASE 2011-12   3,595 3,537     58  
    VODAFONE GROUP PLC NEW 79DP4 2011-02 PURCHASE 2011-12   410 437     -27  
    VODAFONE GROUP PLC NEW 79DP4 2011-02 PURCHASE 2011-12   5,851 6,301     -450  
    VODAFONE GROUP PLC NEW 79DP4 2011-04 PURCHASE 2011-12   6,234 6,666     -432  
    HALLIBURTON COMPANY 34824 2011-01 PURCHASE 2011-12   6,076 7,413     -1,337  
    TARGET CORP COM 74DG3 2011-02 PURCHASE 2011-12   4,912 5,000     -88  
    PNC FINCL SERVICES GROU 59788 2011-08 PURCHASE 2011-12   4,364 3,611     753  
    U.S. TREASURY NOTE 1.750% MAY 31 201 2011-08 PURCHASE 2011-12   41,673 41,570     103  
    U.S. TREASURY NOTE 0.500% NOV 15 201 2011-09 PURCHASE 2011-12   14,043 14,090     -47  
    U.S. TRSY INFLATION NTE 0.625% JUL 1 2011-08 PURCHASE 2011-12   8,598 8,494     104  
    WYNDHAM WORLDWIDE GLB 06.000% DEC 01 2011-01 PURCHASE 2011-12   4,330 4,190     140  
    U.S. TREASURY NOTE 0.375% OCT 31 201 2011-11 PURCHASE 2011-12   28,053 28,062     -9  
    U.S. TREASURY NOTE 1.750% MAY 31 201 2011-08 PURCHASE 2011-12   4,155 4,157     -2  
    WELLS FARGO & CO NOTES SER MTN GLB 0 2011-03 PURCHASE 2011-12   4,276 3,995     281  
    U.S. TREASURY NOTE 3.125% MAY 15 202 2011-06 PURCHASE 2011-12   13,279 12,253     1,026  
    ALCOA INC GLB 05.900% FEB 01 2027 2011-01 PURCHASE 2011-12   3,926 3,949     -23  
    BUNGE LIMITED FINANCE CO COMPANY GUA 2011-03 PURCHASE 2011-12   4,116 4,017     99  
    PROCTER & GAMBLE CO/THE GLB 01.450% 2011-08 PURCHASE 2011-12   5,030 4,982     48  
    OCCIDENTAL PETROLEUM COR GLB 01.750% 2011-12 PURCHASE 2011-12   3,998 3,986     12  
    NEWFIELD EXPLORATION CO GLB 05.750% 2011-10 PURCHASE 2011-12   4,280 4,180     100  
    EXPRESS SCRIPTS INC COMPANY GUARNT 0 2011-11 PURCHASE 2011-12   4,010 3,973     37  
    KRAFT FOODS INC GLB 04.125% FEB 09 2 2011-01 PURCHASE 2011-12   6,459 6,313     146  
    JPMORGAN CHASE & CO SENIOR NOTES GLB 2011-02 PURCHASE 2011-12   6,042 5,993     49  
    U.S. TREASURY NOTE 1.750% MAY 31 201 2011-08 PURCHASE 2012-01   33,414 33,256     158  
    U.S. TREASURY NOTE 3.125% MAY 15 202 2011-06 PURCHASE 2012-01   58,631 54,116     4,515  
    U.S. TREASURY BOND 3.125% NOV 15 204 2011-11 PURCHASE 2012-01   27,356 28,333     -977  
    NEWFIELD EXPLORATION CO GLB 05.750% 2011-10 PURCHASE 2012-03   15,788 15,675     113  
    U.S. TREASURY NOTE 0.500% NOV 15 201 2011-09 PURCHASE 2012-03   12,033 12,077     -44  
    U.S. TREASURY NOTE 1.250% JAN 31 201 2012-02 PURCHASE 2012-03   3,903 3,979     -76  
    U.S. TRSY INFLATION NTE 0.625% JUL 1 2011-08 PURCHASE 2012-03   6,505 6,371     134  
    U.S. TREASURY NOTE 0.375% OCT 31 201 2011-11 PURCHASE 2012-03   31,038 31,069     -31  
    U.S. TREASURY NOTE 0.625% APR 30 201 2012-01 PURCHASE 2012-03   12,049 12,070     -21  
    CITIGROUP INC GLB 04.450% JAN 10 201 2012-01 PURCHASE 2012-03   5,225 5,016     209  
    PROCTER & GAMBLE CO/THE GLB 01.450% 2011-08 PURCHASE 2012-03   6,038 5,979     59  
    EXPRESS SCRIPTS INC COMPANY GUARNT 0 2011-11 PURCHASE 2012-03   6,222 5,959     263  
    OCCIDENTAL PETROLEUM COR GLB 01.750% 2011-12 PURCHASE 2012-03   5,034 4,983     51  
    GOLDMAN SACHS GROUP INC GLB 06.150% 2012-01 PURCHASE 2012-03   6,489 6,281     208  
    U.S. TREASURY NOTE 1.000% APR 30 201 2011-07 PURCHASE 2012-03   18,015 18,120     -105  
    U.S. TREASURY NOTE 1.250% JAN 31 201 2012-02 PURCHASE 2012-04   21,531 21,882     -351  
    U.S. TREASURY NOTE 1.000% APR 30 201 2011-07 PURCHASE 2012-04   20,000 20,134     -134  
    U.S. TREASURY NOTE 1.000% APR 30 201 2011-07 PURCHASE 2012-04   134,000 134,895     -895  
    PROCTER & GAMBLE CO/THE GLB 01.450% 2011-08 PURCHASE 2012-05   29,490 28,897     593  
    OCCIDENTAL PETROLEUM COR GLB 01.750% 2011-12 PURCHASE 2012-05   29,461 28,901     560  
    CITIGROUP INC GLB 04.450% JAN 10 201 2012-01 PURCHASE 2012-05   28,937 28,087     850  
    U.S. TREASURY NOTE 0.375% OCT 31 201 2011-11 PURCHASE 2012-10   169,000 169,376     -376  
    HEWLETT-PACKARD CO GLB 02.600% SEP 1 2012-03 PURCHASE 2012-11   13,319 14,084     -765  
    VANGUARD DIVIDEND APPRECIATION ETF 2011-12 PURCHASE 2012-01   112,758 108,540     4,218  
    GENERAL MILLS 31746 2011-07 PURCHASE 2012-02   57,104 55,729     1,375  
    CISCO SYS INC 2012-02 PURCHASE 2012-06   25,132 29,521     -4,389  
    CISCO SYS INC 2012-02 PURCHASE 2012-07   25,484 29,521     -4,037  
    CISCO SYS INC 2012-02 PURCHASE 2012-07   15,494 20,186     -4,692  
    CISCO SYS INC 2012-03 PURCHASE 2012-07   15,494 19,895     -4,401  
    VANGUARD DIVIDEND APPRECIATION ETF 2011-12 PURCHASE 2012-11   288,644 271,349     17,295  
    VANGUARD DIVIDEND APPRECIATION ETF 2011-12 PURCHASE 2012-11   113,786 108,540     5,246  
    WOLSELEY PLC SHS 2010-11 PURCHASE 2011-12   8,093       8,093  
    WILLIS GROUP HOLDINGS PUBLIC LIMITED 2009-08 PURCHASE 2011-12   12,149 8,287     3,862  
    FIRST PAC CO SPNSD ADR 278B7 2009-09 PURCHASE 2012-02   7,906 4,583     3,323  
    FIDELITY NATIONAL FINANC INC 2010-03 PURCHASE 2012-02   11,027 8,611     2,416  
    USG CORP COM NEW 76705 2009-05 PURCHASE 2012-02   11,646 9,583     2,063  
    BRASIL TELECOM SA SHS 2009-11 PURCHASE 2012-02   8,078 8,078        
    BRASIL TELECOM SA ADR 2009-11 PURCHASE 2012-02   26,680 26,680        
    LENNAR CORP CL 44181 2007-10 PURCHASE 2012-03   26,673 22,484     4,189  
    LENNAR CORP CL 434A8 2008-08 PURCHASE 2012-03   6,420 3,173     3,247  
    WOLSELEY PLC SHS 2010-11 PURCHASE 2012-03   24,083       24,083  
    USG CORP COM NEW 76705 2009-05 PURCHASE 2012-03   1,817 1,334     483  
    USG CORP COM NEW 76705 2010-06 PURCHASE 2012-03   9,747 8,254     1,493  
    USG CORP COM NEW 76705 2010-07 PURCHASE 2012-03   826 650     176  
    UNIPOL GRUPPO FINANZIAR 88449 2009-04 PURCHASE 2012-03   1,673 5,913     -4,240  
    UNIPOL GRUPPO FINANZIAR 88449 2009-08 PURCHASE 2012-03   4,950 19,156     -14,206  
    UNIPOL GRUPPO FINANZIAR 88449 2010-12 PURCHASE 2012-03   2,823 6,271     -3,448  
    HELLENIC TELECOM ORGANIZ 750.EUR PAR 2010-10 PURCHASE 2012-03   11,061 18,780     -7,719  
    HELLENIC TELECOM ORGANIZ 750.EUR PAR 2010-10 PURCHASE 2012-03   5,446 9,942     -4,496  
    USG CORP COM NEW 76705 2010-07 PURCHASE 2012-03   18,728 12,991     5,737  
    USG CORP COM NEW 76705 2010-10 PURCHASE 2012-03   7,117 5,024     2,093  
    ITV PLC 8EWX3 2008-05 PURCHASE 2012-04   15,251 14,502     749  
    PREMIER FOODS PLC 8E5W4 2008-02 PURCHASE 2012-05   26,306 26,306        
    PREMIER FOODS PLC 8E5W4 2010-01 PURCHASE 2012-05   8,367 8,367        
    PREMIER FOODS PLC 8E5W4 2010-04 PURCHASE 2012-05   17,725 17,725        
    PREMIER FOODS PLC 8E5W4 2010-10 PURCHASE 2012-05   9,553 9,553        
    EVEREST RE GROUP LTD 2010-08 PURCHASE 2012-05   6,883 5,409     1,474  
    D R HORTON INC 23609 2010-10 PURCHASE 2012-05   6,784 4,276     2,508  
    D R HORTON INC 23609 2010-10 PURCHASE 2012-06   18,480 11,973     6,507  
    REGIONS FINL CORP 64D29 2009-01 PURCHASE 2012-06   7,946 10,668     -2,722  
    ALEXANDER & BALDWIN INC 2010-07 PURCHASE 2012-06   8,372 8,372        
    ALEXANDER & BALDWIN INC 2010-08 PURCHASE 2012-06   8,845 8,845        
    EVEREST RE GROUP LTD 2010-08 PURCHASE 2012-06   10,501 8,074     2,427  
    ALEXANDER & BALDWIN HLDGS INC 2010-07 PURCHASE 2012-07   8,372 8,372        
    ALEXANDER & BALDWIN HLDGS INC 2010-08 PURCHASE 2012-07   8,845 8,845        
    OI SA ADR 2009-11 PURCHASE 2012-07   2,625 8,078     -5,453  
    ARGO GROUP INTERNATIONA 027L2 2005-11 PURCHASE 2012-08   3,483 14,767     -11,284  
    ARGO GROUP INTERNATIONA 027L2 2005-12 PURCHASE 2012-08   7,986 33,452     -25,466  
    ARGO GROUP INTERNATIONA 027L2 2006-02 PURCHASE 2012-08   5,824 24,541     -18,717  
    ARGO GROUP INTERNATIONA 027L2 2010-11 PURCHASE 2012-08   12,760 14,759     -1,999  
    ARGO GROUP INTERNATIONA 027L2 2011-04 PURCHASE 2012-08   10,058 10,936     -878  
    BANK OF AMERICA CORP 079W8 2008-07 PURCHASE 2012-08   5,559 18,595     -13,036  
    BRIGGS & STRATTON W 10934 2006-10 PURCHASE 2012-08   11,021 16,411     -5,390  
    BRIGGS & STRATTON W 10934 2006-11 PURCHASE 2012-08   26,240 40,336     -14,096  
    BRIGGS & STRATTON W 10934 2006-12 PURCHASE 2012-08   16,619 25,777     -9,158  
    CEMEX SA DE CV SPND AD 140U2 2011-06 PURCHASE 2012-08   5,341 5,734     -393  
    CEMEX SA DE CV SPND AD 140U2 2011-06 PURCHASE 2012-08   15,635 16,619     -984  
    CEMEX SA DE CV SPND AD 140U2 2011-06 PURCHASE 2012-08   836       836  
    EVEREST RE GROUP LTD 2010-08 PURCHASE 2012-08   18,972 14,188     4,784  
    FLEXTRONICS INTL LTD 277K0 2008-11 PURCHASE 2012-08   19,088 11,890     7,198  
    FLEXTRONICS INTL LTD 277K0 2010-09 PURCHASE 2012-08   6,033 4,523     1,510  
    FLEXTRONICS INTL LTD 277K0 2010-09 PURCHASE 2012-08   8,486 7,142     1,344  
    FIRST PAC CO SPNSD ADR 278B7 2009-09 PURCHASE 2012-08   36,068 22,808     13,260  
    FIDELITY NATIONAL FINANC INC 2010-03 PURCHASE 2012-08   574 431     143  
    FIDELITY NATIONAL FINANC INC 2010-04 PURCHASE 2012-08   20,673 16,556     4,117  
    HACHIJUNI BANK LTD ADR 348F1 2007-04 PURCHASE 2012-08   15,247 18,860     -3,613  
    HACHIJUNI BANK LTD ADR 348F1 2011-05 PURCHASE 2012-08   7,341 7,826     -485  
    INGRAM MICRO INC CL A 2010-12 PURCHASE 2012-08   14,101 16,459     -2,358  
    INGRAM MICRO INC CL A 2011-05 PURCHASE 2012-08   13,004 14,965     -1,961  
    INGRAM MICRO INC CL A 2011-06 PURCHASE 2012-08   9,400 10,548     -1,148  
    JONES (THE) GROUP INC 2011-01 PURCHASE 2012-08   5,907 7,002     -1,095  
    JONES (THE) GROUP INC 2011-02 PURCHASE 2012-08   13,435 15,579     -2,144  
    KEYCORP NEW CO 415J3 2008-06 PURCHASE 2012-08   12,653 17,782     -5,129  
    KB HOME 41500 2007-08 PURCHASE 2012-08   7,753 22,543     -14,790  
    KB HOME 41500 2007-10 PURCHASE 2012-08   6,443 15,331     -8,888  
    KB HOME 41500 2010-08 PURCHASE 2012-08   4,914 4,569     345  
    KB HOME 41500 2011-07 PURCHASE 2012-08   18,892 16,295     2,597  
    LENNAR CORP CL 434A8 2008-08 PURCHASE 2012-08   25,709 10,470     15,239  
    MS&AD INS GROUP HLDGS UNSP ADR 2009-05 PURCHASE 2012-08   14,900 22,232     -7,332  
    MAGNA INTL INC CL A VTG 46157 2009-05 PURCHASE 2012-08   16,505 5,946     10,559  
    MASCO CORP 47205 2008-11 PURCHASE 2012-08   1,527 899     628  
    MASCO CORP 47205 2009-06 PURCHASE 2012-08   28,176 20,591     7,585  
    MASCO CORP 47205 2009-09 PURCHASE 2012-08   13,880 13,393     487  
    MASCO CORP 47205 2010-10 PURCHASE 2012-08   8,744 6,779     1,965  
    MASCO CORP 47205 2011-04 PURCHASE 2012-08   7,634 7,315     319  
    OLD REPUB INTL CORP 57683 2007-11 PURCHASE 2012-08   12,441 20,735     -8,294  
    OSHKOSH CORPORATION 2011-05 PURCHASE 2012-08   22,619 27,126     -4,507  
    OSHKOSH CORPORATION 2011-05 PURCHASE 2012-08   10,674 12,083     -1,409  
    OSHKOSH CORPORATION 2011-05 PURCHASE 2012-08   8,641 9,292     -651  
    SAFEWAY INC NE 66472 2011-08 PURCHASE 2012-08   25,355 28,004     -2,649  
    SEIKO EPSON CORP UNSP 678W7 2009-08 PURCHASE 2012-08   7,806 18,252     -10,446  
    SEIKO EPSON CORP UNSP 678W7 2009-09 PURCHASE 2012-08   4,887 10,412     -5,525  
    STANLEY BLACK & DECKER INC 2009-07 PURCHASE 2012-08   21,316 9,337     11,979  
    SUPERVALU INC DEL CO 72458 2008-11 PURCHASE 2012-08   912 4,407     -3,495  
    SUPERVALU INC DEL CO 72458 2009-07 PURCHASE 2012-08   2,520 14,144     -11,624  
    SUPERVALU INC DEL CO 72458 2009-07 PURCHASE 2012-08   3,577 21,531     -17,954  
    SUPERVALU INC DEL CO 72458 2010-12 PURCHASE 2012-08   3,313 11,661     -8,348  
    TURKIYE VAKIFLAR BANKASI TAO SHS 2011-02 PURCHASE 2012-08   20,618 22,343     -1,725  
    TIM PARTICIPACO/S ADR SPONSORED 2011-08 PURCHASE 2012-08   27,602 12,154     15,448  
    WILLIS GROUP HOLDINGS PUBLIC LIMITED 2009-08 PURCHASE 2012-08   11,400 8,028     3,372  
    WILLIS GROUP HOLDINGS PUBLIC LIMITED 2009-08 PURCHASE 2012-08   31,626 22,296     9,330  
    WSTN DIGITAL CORP DEL 81665 2011-08 PURCHASE 2012-08   31,211 20,576     10,635  
    XEROX CORP 83859 2009-03 PURCHASE 2012-08   13,753 8,685     5,068  
    E L FINANCL CORP LTD 2010-05 PURCHASE 2012-08   14,613 16,106     -1,493  
    E L FINANCL CORP LTD 2010-11 PURCHASE 2012-08   4,593 4,402     191  
    PULTE HOMES INC CO 584E7 2007-10 PURCHASE 2012-08   12,085 14,340     -2,255  
    PULTE HOMES INC CO 584E7 2007-08 PURCHASE 2012-08   6,595 17,098     -10,503  
    PULTE HOMES INC CO 584E7 2007-10 PURCHASE 2012-08   1,761 3,558     -1,797  
    PULTE HOMES INC CO 584E7 2007-10 PURCHASE 2012-08   7,065 13,402     -6,337  
    PULTE HOMES INC CO 584E7 2010-11 PURCHASE 2012-08   13,692 6,320     7,372  
    CIMENTS FRANCAIS SP ADR 2011-04 PURCHASE 2012-08   5,206 9,694     -4,488  
    LAGARDERE S.C.A. F 91057 2009-05 PURCHASE 2012-08   8,389 9,133     -744  
    LAGARDERE S.C.A. F 91057 2009-06 PURCHASE 2012-08   9,835 11,496     -1,661  
    LAGARDERE S.C.A. F 91057 2010-01 PURCHASE 2012-08   5,207 7,527     -2,320  
    LAGARDERE S.C.A. F 91057 2010-09 PURCHASE 2012-08   4,917 6,646     -1,729  
    LUNDBECK (H) AS EUR PAR ORDINARY 2009-09 PURCHASE 2012-08   11,019 12,725     -1,706  
    LUNDBECK (H) AS EUR PAR ORDINARY 2010-06 PURCHASE 2012-08   20,050 16,024     4,026  
    ITV PLC 8EWX3 2008-05 PURCHASE 2012-08   21,358 21,257     101  
    FINMECCANICA SPA, ROMA 4.4 EUR PAR O 2011-01 PURCHASE 2012-08   11,927 32,749     -20,822  
    FINMECCANICA SPA, ROMA 4.4 EUR PAR O 2011-05 PURCHASE 2012-08   2,898 9,343     -6,445  
    GRAFTON GROUP PLC EUR PAR ORDINARY 2010-03 PURCHASE 2012-08   20,645 21,492     -847  
    PANALPINA WELTTRANSPORT 8FSY5 2008-10 PURCHASE 2012-08   8,652 5,854     2,798  
    PANALPINA WELTTRANSPORT 8FSY5 2009-09 PURCHASE 2012-08   24,034 20,284     3,750  
    HOME RETAIL GROUP 8GGW1 2008-06 PURCHASE 2012-08   6,218 17,969     -11,751  
    HOME RETAIL GROUP 8GGW1 2010-10 PURCHASE 2012-08   2,296 5,313     -3,017  
    HOME RETAIL GROUP 8GGW1 2011-08 PURCHASE 2012-08   13,817 18,786     -4,969  
    LONZA GROUP AG 1.CHF PAR ORDINARY 2011-07 PURCHASE 2012-08   10,980 18,270     -7,290  
    ITALCEMENTI RISP 898P4 2008-08 PURCHASE 2012-08   4,608 23,169     -18,561  
    ITALCEMENTI RISP 898P4 2011-01 PURCHASE 2012-08   4,122 9,800     -5,678  
    ITALMOBILARE RISP NC FN 5000.ITL PAR 2009-10 PURCHASE 2012-08   4,159 13,710     -9,551  
    ITALCEMENTI FABBRICHE R 891D6 2008-10 PURCHASE 2012-08   6,582 16,389     -9,807  
    NORTEL INV PFD B SPD ADR 2010-07 PURCHASE 2012-08   2,235 3,236     -1,001  
    NORTEL INV PFD B SPD ADR 2010-07 PURCHASE 2012-08   6,704 9,652     -2,948  
    ITALMOBILIARE 89003 2010-01 PURCHASE 2012-08   2,560 7,436     -4,876  
    BANK OF NAGOYA LTD 8522 89B42 2007-07 PURCHASE 2012-08   6,877 12,460     -5,583  
    BANK OF NAGOYA LTD 8522 89B42 2009-12 PURCHASE 2012-08   6,877 8,063     -1,186  
    BANK OF NAGOYA LTD 8522 89B42 2010-01 PURCHASE 2012-08   6,877 8,358     -1,481  
    CHUDENKO CORP 89AJ2 2007-04 PURCHASE 2012-08   15,945 29,568     -13,623  
    TSI HOLDINGS CO LTD 3608 JPY PAR ORD 2009-08 PURCHASE 2012-08   12,637 12,637        
    TSI HOLDINGS CO LTD 3608 JPY PAR ORD 2010-10 PURCHASE 2012-08   12,637 15,575     -2,938  
    TSI HOLDINGS CO LTD 3608 JPY PAR ORD 2011-05 PURCHASE 2012-08   6,318 6,701     -383  
    AKITA BANK LTD 8343 50.JPY PAR ORDIN 2010-10 PURCHASE 2012-08   17,078 17,984     -906  
    HYAKUGO BANK LTD(105TH B JPY PAR ORD 2010-01 PURCHASE 2012-08   22,607 23,896     -1,289  
    ALPINE ELEC INC 6816 JPY PAR ORDINAR 2011-04 PURCHASE 2012-08   22,118 23,357     -1,239  
    KAGOSHIMA BANK 8390 JPY PAR ORDINARY 2011-04 PURCHASE 2012-08   6,329 6,535     -206  
    KAGOSHIMA BANK 8390 JPY PAR ORDINARY 2011-05 PURCHASE 2012-08   12,657 13,512     -855  
    KAGOSHIMA BANK 8390 JPY PAR ORDINARY 2011-05 PURCHASE 2012-08   6,329 6,404     -75  
    TOYO SUISAN KAISHA ADR 2010-10 PURCHASE 2012-08   34,518 29,759     4,759  
    MAGYAR TAVKOZLES RT ADR 46E67 2004-04 PURCHASE 2012-08   2,894 7,050     -4,156  
    MAGYAR TAVKOZLES RT ADR 46E67 2005-01 PURCHASE 2012-08   10,083 25,588     -15,505  
    MAGYAR TAVKOZLES RT ADR 46E67 2010-01 PURCHASE 2012-08   7,656 16,876     -9,220  
    MAGYAR TAVKOZLES RT ADR 46E67 2011-05 PURCHASE 2012-08   8,869 13,412     -4,543  
    ONO PHARMACEUTICAL 4528 JPY PAR ORDI 2011-02 PURCHASE 2012-08   31,598 25,667     5,931  
    ONO PHARMACEUTICAL 4528 JPY PAR ORDI 2011-03 PURCHASE 2012-08   25,278 20,899     4,379  
    NIPPON TV NETWORK F 92782 2006-06 PURCHASE 2012-08   2,829 2,729     100  
    NIPPON TV NETWORK F 92782 2006-07 PURCHASE 2012-08   24,044 22,864     1,180  
    YAMAHA MOTOR CO LTD SHS 84AW8 2009-09 PURCHASE 2012-08   12,083 16,730     -4,647  
    SAN-IN GODO BANK 8381 89E26 2006-02 PURCHASE 2012-08   7,481 9,580     -2,099  
    THOMAS COOK GROUP PLC UNSP ADR 2010-10 PURCHASE 2012-08   788 9,765     -8,977  
    THOMAS COOK GROUP PLC UNSP ADR 2010-10 PURCHASE 2012-08   1,692 20,055     -18,363  
    THOMAS COOK GROUP PLC UNSP ADR 2011-04 PURCHASE 2012-08   740 8,526     -7,786  
    THOMAS COOK GROUP PLC UNSP ADR 2011-07 PURCHASE 2012-08   644 5,508     -4,864  
    THOMAS COOK GROUP PLC UNSP ADR 2011-07 PURCHASE 2012-08   1,600 7,566     -5,966  
    DEBENHAMS PLC SPNSRD ADR 2011-02 PURCHASE 2012-08   54,662       54,662  
    WEIQIAO TEXTILE CO-H SH 9HNL7 2008-05 PURCHASE 2012-08   15,321 47,641     -32,320  
    WEIQIAO TEXTILE CO-H SH 9HNL7 2008-05 PURCHASE 2012-08   1,922 6,024     -4,102  
    OI S A SPONSORED ADR REPSTG PFD 2009-11 PURCHASE 2012-08   11,171 26,680     -15,509  
    E L FINANCL CORP LTD 2010-11 PURCHASE 2012-08   4,146 4,002     144  
    E L FINANCL CORP LTD 2011-04 PURCHASE 2012-08   19,073 23,456     -4,383  
    3M COMPANY 74E15 2010-06 PURCHASE 2011-12   3,357 3,249     108  
    3M COMPANY 74E15 2010-06 PURCHASE 2011-12   7,063 6,730     333  
    PROCTER & GAMBLE 11/10/95 2009-07 PURCHASE 2011-12   2,201 1,787     414  
    JUNIPER NETWORKS INC 405H1 2010-11 PURCHASE 2011-12   6,163 10,940     -4,777  
    MEAD JOHNSON NUTRTION CO 2010-01 PURCHASE 2011-12   6,982 4,221     2,761  
    MEAD JOHNSON NUTRTION CO 2010-01 PURCHASE 2011-12   11,513 7,013     4,500  
    ORACLE CORP 2010-04 PURCHASE 2011-12   16,323 14,549     1,774  
    ORACLE CORP 2010-10 PURCHASE 2011-12   13,778 12,798     980  
    ORACLE CORP 2010-12 PURCHASE 2011-12   8,366 8,697     -331  
    COCA-COLA 11/10/95 2010-03 PURCHASE 2011-12   20,921 16,707     4,214  
    RANGE RESOURCES CORP DE 64AE2 2008-09 PURCHASE 2011-12   4,807 3,286     1,521  
    RANGE RESOURCES CORP DE 64AE2 2009-04 PURCHASE 2011-12   250 160     90  
    RANGE RESOURCES CORP DE 64AE2 2009-12 PURCHASE 2011-12   5,119 4,151     968  
    SCHLUMBERGER LTD 2010-01 PURCHASE 2011-12   680 704     -24  
    SCHLUMBERGER LTD 2010-01 PURCHASE 2011-12   5,097 4,885     212  
    SCHLUMBERGER LTD 2010-11 PURCHASE 2011-12   2,447 2,677     -230  
    SCHLUMBERGER LTD 2010-11 PURCHASE 2011-12   3,670 3,960     -290  
    STARBUCKS CORP 71795 2010-05 PURCHASE 2011-12   3,828 2,348     1,480  
    STARBUCKS CORP 71795 2010-09 PURCHASE 2011-12   17,969 10,487     7,482  
    UNITEDHEALTH GROUP INC 76BT5 2010-06 PURCHASE 2011-12   3,886 2,459     1,427  
    UNITEDHEALTH GROUP INC 76BT5 2010-10 PURCHASE 2011-12   12,504 9,374     3,130  
    UNITED TECHNOLOGIES CORP 2009-05 PURCHASE 2011-12   1,933 1,309     624  
    UNITED TECHNOLOGIES CORP 2009-07 PURCHASE 2011-12   5,576 4,079     1,497  
    UNITED TECHNOLOGIES CORP 2009-09 PURCHASE 2011-12   3,940 3,278     662  
    V F CORPORATION 2010-07 PURCHASE 2011-12   6,441 3,786     2,655  
    V F CORPORATION 2010-07 PURCHASE 2011-12   4,122 2,402     1,720  
    V F CORPORATION 2010-11 PURCHASE 2011-12   5,410 3,495     1,915  
    COVIDIEN PLC SHS NEW 2010-02 PURCHASE 2011-12   2,216 2,511     -295  
    COVIDIEN PLC SHS NEW 2010-04 PURCHASE 2011-12   9,618 10,516     -898  
    COACH INC 143G8 2010-01 PURCHASE 2011-12   13,144 7,867     5,277  
    CITRIX SYSTEMS INC CO 132R9 2010-04 PURCHASE 2011-12   2,651 2,003     648  
    CITRIX SYSTEMS INC CO 132R9 2010-07 PURCHASE 2011-12   9,656 7,355     2,301  
    CITRIX SYSTEMS INC CO 132R9 2010-10 PURCHASE 2011-12   5,238 5,066     172  
    CITRIX SYSTEMS INC CO 132R9 2010-10 PURCHASE 2011-12   1,578 1,547     31  
    BOEING COMPANY 09728 2010-06 PURCHASE 2011-12   507 454     53  
    BOEING COMPANY 09728 2010-07 PURCHASE 2011-12   8,334 7,677     657  
    BORG WARNER INC CO 069K4 2010-08 PURCHASE 2011-12   5,925 4,296     1,629  
    APPLE COMPUTERS 8/12/97 2008-10 PURCHASE 2011-12   9,867 2,481     7,386  
    APPLE COMPUTERS 8/12/97 2008-11 PURCHASE 2011-12   47,757 10,755     37,002  
    APPLE COMPUTERS 8/12/97 2008-12 PURCHASE 2011-12   25,260 6,394     18,866  
    APPLE COMPUTERS 8/12/97 2009-04 PURCHASE 2011-12   1,973 619     1,354  
    APPLE COMPUTERS 8/12/97 2009-11 PURCHASE 2011-12   8,288 4,098     4,190  
    APPLE COMPUTERS 8/12/97 2010-02 PURCHASE 2011-12   7,894 3,863     4,031  
    EOG RESOURCES INC 257J7 2010-10 PURCHASE 2011-12   10,515 10,833     -318  
    EXPRESS SCRIPTS INC COM 2010-06 PURCHASE 2011-12   7,295 8,758     -1,463  
    E M C CORPORATION MASS 25153 2009-06 PURCHASE 2011-12   7,914 4,393     3,521  
    E M C CORPORATION MASS 25153 2009-11 PURCHASE 2011-12   6,183 4,640     1,543  
    ALLERGAN INC 2010-02 PURCHASE 2011-12   4,322 2,876     1,446  
    ALLERGAN INC 2010-11 PURCHASE 2011-12   5,100 4,348     752  
    ALLERGAN INC 2010-11 PURCHASE 2011-12   7,606 6,570     1,036  
    AMAZON COM INC COM 011K2 2010-09 PURCHASE 2011-12   730 585     145  
    PRECISION CASTPARTS 62553 2010-07 PURCHASE 2011-12   3,732 2,818     914  
    PRECISION CASTPARTS 62553 2010-08 PURCHASE 2011-12   12,171 8,970     3,201  
    PRECISION CASTPARTS 62553 2010-10 PURCHASE 2011-12   10,872 9,108     1,764  
    U.S. TRSY INFLATION NOT H2639 2010-11 PURCHASE 2011-12   8,404 7,541     863  
    U.S. TREASURY NOTE 1.375% MAR 15 201 2010-04 PURCHASE 2011-12   4,057 3,985     72  
    U.S. TRSY INFLATION NOT H27A4 2009-09 PURCHASE 2011-12   3,480 3,427     53  
    U.S. TRSY INFLATION NOT H27A4 2009-10 PURCHASE 2011-12   9,388 9,393     -5  
    U.S. TRSRY INFLATION BON 2.500% JAN 2010-11 PURCHASE 2011-12   27,028 23,890     3,138  
    PIMCO FIXED INCOME SHS 9HPC5 2008-12 PURCHASE 2011-12   77,424 78,550     -1,126  
    PIMCO FIXED INCOME SHS 9HPC6 2008-12 PURCHASE 2011-12   88,133 68,747     19,386  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-03 PURCHASE 2011-12   18,030 17,980     50  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-03 PURCHASE 2011-12   1,002 997     5  
    U.S. TRSY INFLATION NOT H2639 2010-11 PURCHASE 2012-02   25,514 22,622     2,892  
    U.S. TRSY INFLATION NOT H2639 2010-11 PURCHASE 2012-02   34,002 30,163     3,839  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-03 PURCHASE 2012-02   79,000 78,793     207  
    U.S. TREASURY NOTE 0.875% FEB 29 201 2010-05 PURCHASE 2012-02   80,000 80,163     -163  
    U.S. TREASURY NOTE 1.375% MAR 15 201 2010-04 PURCHASE 2012-03   33,398 32,874     524  
    FNMA PAL0065 04 50%2041 AMORTIZED F 2011-03 PURCHASE 2012-04   155,857 159,417     -3,560  
    FNMA P745275 05%203 IJ7N2 2010-01 PURCHASE 2012-04   347 510     -163  
    FNMA P889572 05 50%2038 AMORTIZED F 2011-02 PURCHASE 2012-04   312 406     -94  
    FNMA P889982 05 50%203 IW4A5 2009-03 PURCHASE 2012-04   1,995 3,729     -1,734  
    FNMA P995672 04 50%2039 AMORTIZED F 2011-02 PURCHASE 2012-04   1,037 1,236     -199  
    FNMA P995018 05 50%203 IUFG5 2009-05 PURCHASE 2012-04   666 1,305     -639  
    U.S. TRSY INFLATION NOT H27A4 2009-10 PURCHASE 2012-07   19,316 19,445     -129  
    U.S. TRSY INFLATION NOT H27A4 2009-10 PURCHASE 2012-07   51,160 51,535     -375  
    U.S. TRSY INFLATION NOT H27A4 2010-03 PURCHASE 2012-07   38,370 39,107     -737  
    FEDERAL NATL MTG ASSOC NOTES 00.750% 2011-01 PURCHASE 2012-08   83,540 82,031     1,509  
    FNMA PAL0065 04 50%2041 AMORTIZED F 2011-03 PURCHASE 2012-08   29,347 29,106     241  
    FNMA P992033 06%203 IUXL2 2008-12 PURCHASE 2012-08   12,148 12,148        
    FNMA P995018 05 50%203 IUFG5 2009-05 PURCHASE 2012-08   12,510 12,510        
    FNMA P995018 05 50%203 IUFG5 2009-05 PURCHASE 2012-08   9,247 20,269     -11,022  
    PIMCO FIXED INCOME SHS 9HPC5 2008-12 PURCHASE 2012-08   118,665 110,151     8,514  
    PIMCO FIXED INCOME SHS 9HPC6 2008-12 PURCHASE 2012-08   96,987 70,977     26,010  
    U.S. TREASURY NOTE 2.125% AUG 15 202 2011-09 PURCHASE 2012-09   94,725 92,152     2,573  
    FHLMC G0 5188 05%2038 AMORTIZED F 2011-10 PURCHASE 2012-11   24,492 24,517     -25  
    FNMA P745275 05%203 IJ7N2 2010-01 PURCHASE 2012-11   56,667 51,469     5,198  
    FNMA P889572 05 50%2038 AMORTIZED F 2011-02 PURCHASE 2012-11   79,663 78,056     1,607  
    FNMA PAE0392 05 50%2039 AMORTIZED F 2011-04 PURCHASE 2012-11   9,021 8,960     61  
    FNMA P889982 05 50%203 IW4A5 2009-03 PURCHASE 2012-11   5,312 5,061     251  
    FNMA P889982 05 50%203 IW4A5 2009-04 PURCHASE 2012-11   8,314 8,004     310  
    FNMA P889982 05 50%203 IW4A5 2009-04 PURCHASE 2012-11   8,083 7,746     337  
    FNMA P889982 05 50%203 IW4A5 2009-07 PURCHASE 2012-11   2,540 2,440     100  
    FNMA P889982 05 50%203 IW4A5 2009-07 PURCHASE 2012-11   8,083 7,764     319  
    FNMA P889982 05 50%203 IW4A5 2009-07 PURCHASE 2012-11   6,697 6,393     304  
    TEMPLETON GLBL BOND FD ADV CL 2010-07 PURCHASE 2012-03   500,000 504,583     -4,583  
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 2010-10 PURCHASE 2012-03   119,737 119,905     -168  
    PIMCO ALL ASSET ALL AUTHORITY FUND C 2010-06 PURCHASE 2012-05   200,000 203,839     -3,839  
    VANGUARD VALUE ETF 31FM3 2009-04 PURCHASE 2012-08   200,226 126,902     73,324  
    ISHARES RUSSELL 1000 31CK0 2007-05 PURCHASE 2012-08   200,186 177,416     22,770  
    TEMPLETON GLBL BOND FD ADV CL 2010-07 PURCHASE 2012-08   269,392 270,417     -1,025  
    TEMPLETON GLBL BOND FD ADV CL 2010-08 PURCHASE 2012-08   3,054 3,100     -46  
    TEMPLETON GLBL BOND FD ADV CL 2010-09 PURCHASE 2012-08   3,037 3,118     -81  
    TEMPLETON GLBL BOND FD ADV CL 2010-10 PURCHASE 2012-08   2,987 3,130     -143  
    TEMPLETON GLBL BOND FD ADV CL 2010-11 PURCHASE 2012-08   3,044 3,136     -92  
    TEMPLETON GLBL BOND FD ADV CL 2010-12 PURCHASE 2012-08   10,831 11,020     -189  
    TEMPLETON GLBL BOND FD ADV CL 2011-01 PURCHASE 2012-08   3,113 3,198     -85  
    TEMPLETON GLBL BOND FD ADV CL 2011-02 PURCHASE 2012-08   3,110 3,193     -83  
    TEMPLETON GLBL BOND FD ADV CL 2011-03 PURCHASE 2012-08   3,170 3,223     -53  
    TEMPLETON GLBL BOND FD ADV CL 2011-04 PURCHASE 2012-08   3,067 3,230     -163  
    TEMPLETON GLBL BOND FD ADV CL 2011-05 PURCHASE 2012-08   3,112 3,254     -142  
    TEMPLETON GLBL BOND FD ADV CL 2011-06 PURCHASE 2012-08   192,083 203,476     -11,393  
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 2010-12 PURCHASE 2012-11   203,483 180,426     23,057  
    WELLS FARGO ADVANTAGE ASSET ALLOCATI 2010-12 PURCHASE 2012-11   4,867 4,589     278  
    ISHARES RUSSELL 1000 31CK0 2007-05 PURCHASE 2012-11   223,330 203,325     20,005  
    VANGUARD VALUE ETF 31FM3 2009-04 PURCHASE 2012-11   188,242 120,615     67,627  
    VANGUARD EUROPE PACIFIC 31ML1 2008-08 PURCHASE 2012-11   69,422 83,640     -14,218  
    PIMCO COMMODITY REAL RETURN STRATEGY 2009-10 PURCHASE 2012-11   140,000 174,535     -34,535  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2010-07 PURCHASE 2012-11   192,394 179,025     13,369  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2010-12 PURCHASE 2012-11   2,710 2,716     -6  
    BLACKROCK GLOBAL ALLOCATION FD INC I 2011-07 PURCHASE 2012-11   2,415 2,568     -153  
    ISHARES MSCI EMERGING 2006-01 PURCHASE 2012-11   107,469 81,786     25,683  
    PIMCO COMMODITY REAL RETURN STRATEGY 2009-10 PURCHASE 2012-11   92,905 115,142     -22,237  
    PIMCO COMMODITY REAL RETURN STRATEGY 2009-12 PURCHASE 2012-11   3,972 4,696     -724  
    PIMCO COMMODITY REAL RETURN STRATEGY 2009-12 PURCHASE 2012-11   7,864 9,596     -1,732  
    PIMCO COMMODITY REAL RETURN STRATEGY 2010-03 PURCHASE 2012-11   8,237 9,580     -1,343  
    PIMCO COMMODITY REAL RETURN STRATEGY 2010-06 PURCHASE 2012-11   9,264 10,216     -952  
    PIMCO COMMODITY REAL RETURN STRATEGY 2010-09 PURCHASE 2012-11   10,102 11,794     -1,692  
    PIMCO COMMODITY REAL RETURN STRATEGY 2010-12 PURCHASE 2012-11   7,717 10,527     -2,810  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-03 PURCHASE 2012-11   10,066 13,791     -3,725  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-06 PURCHASE 2012-11   20,205 26,287     -6,082  
    PIMCO COMMODITY REAL RETURN STRATEGY 2011-09 PURCHASE 2012-11   20,052 24,851     -4,799  
    MARRIOTT VACATIONS WORLDWIDE CORP SH 2010-07 PURCHASE 2011-12   47 58     -11  
    MARRIOTT VACATIONS WORLDWIDE CORP SH 2010-07 PURCHASE 2011-12   834 1,001     -167  
    M&T BANK CORPORATIO 46EB0 2010-08 PURCHASE 2011-12   1,050 1,218     -168  
    AMGEN INC COM PV 0.000 04491 2010-08 PURCHASE 2011-12   4,195 3,994     201  
    AMGEN INC COM PV 0.000 04491 2010-09 PURCHASE 2011-12   1,379 1,317     62  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2011-12   2,275 2,707     -432  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2011-12   1,077 1,575     -498  
    GENL DYNAMICS CORP CO 31564 2009-07 PURCHASE 2011-12   1,443 1,188     255  
    GENL DYNAMICS CORP CO 31564 2009-10 PURCHASE 2011-12   12,860 13,468     -608  
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   11,819 8,503     3,316  
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   9,541 7,611     1,930  
    FREEPRT-MCMRAN CPR 278X5 2009-07 PURCHASE 2011-12   1,891 1,270     621  
    FREEPRT-MCMRAN CPR 278X5 2009-09 PURCHASE 2011-12   6,884 6,493     391  
    FREEPRT-MCMRAN CPR 278X5 2010-02 PURCHASE 2011-12   5,219 5,129     90  
    FIFTH THIRD BANCORP 2009-08 PURCHASE 2011-12   8,333 6,398     1,935  
    COMCAST CORP NEW CL A 127J0 2010-08 PURCHASE 2011-12   3,230 2,685     545  
    CHEVRON CORP 144X5 2010-08 PURCHASE 2011-12   20,261 14,399     5,862  
    COVIDIEN PLC SHS NEW 2010-07 PURCHASE 2011-12   4,290 3,595     695  
    COVIDIEN PLC SHS NEW 2009-01 PURCHASE 2011-12   531 429     102  
    COVIDIEN PLC SHS NEW 2010-06 PURCHASE 2011-12   7,121 6,979     142  
    CITIGROUP INC COM NEW 2010-05 PURCHASE 2011-12   3,787 5,203     -1,416  
    CITIGROUP INC COM NEW 2010-06 PURCHASE 2011-12   4,747 6,591     -1,844  
    EXXON MOBIL CORP CO 257D4 2010-08 PURCHASE 2011-12   23,903 17,034     6,869  
    GOLDMAN SACHS GROUP INC 316A8 2009-01 PURCHASE 2011-12   4,691 4,084     607  
    GENERAL ELECTRIC 12/26/95 2009-02 PURCHASE 2011-12   11,092 7,349     3,743  
    M&T BANK CORPORATIO 46EB0 2010-08 PURCHASE 2011-12   767 870     -103  
    MARATHON OIL CORP 46JR7 2010-08 PURCHASE 2011-12   609 703     -94  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2011-12   2,670 3,661     -991  
    COVIDIEN PLC SHS NEW 2010-06 PURCHASE 2011-12   1,757 1,690     67  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2012-01   1,300 1,709     -409  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2012-01   896 1,176     -280  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2012-01   1,057 1,354     -297  
    HYATT HOTELS CORP 2010-08 PURCHASE 2012-01   1,135 1,129     6  
    EATON CORP 25660 2009-09 PURCHASE 2012-01   1,175 691     484  
    CATERPILLAR INC DEL 14565 2010-08 PURCHASE 2012-01   4,076 2,932     1,144  
    COVIDIEN PLC SHS NEW 2010-06 PURCHASE 2012-01   1,750 1,647     103  
    ARCHER DANIELS MIDLD 05071 2010-08 PURCHASE 2012-01   4,105 3,889     216  
    EATON CORP 25660 2009-09 PURCHASE 2012-01   1,079 584     495  
    M&T BANK CORPORATIO 46EB0 2010-08 PURCHASE 2012-01   2,205 2,348     -143  
    COVIDIEN PLC SHS NEW 2010-06 PURCHASE 2012-01   1,868 1,690     178  
    ARCHER DANIELS MIDLD 05071 2010-08 PURCHASE 2012-02   1,996 1,822     174  
    EATON CORP 25660 2009-09 PURCHASE 2012-02   838 452     386  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-02   2,243 2,199     44  
    HSN INC 2010-08 PURCHASE 2012-02   2,380 1,828     552  
    OMNICOM GROUP COM 57830 2010-08 PURCHASE 2012-02   2,795 2,130     665  
    CATERPILLAR INC DEL 14565 2010-08 PURCHASE 2012-02   1,744 1,047     697  
    DELTA AIR LINES INC 23146 2010-08 PURCHASE 2012-02   1,565 1,910     -345  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-02   1,955 1,895     60  
    SUNTRUST BKS INC CO 72768 2008-12 PURCHASE 2012-02   3,121 3,721     -600  
    TARGET CORP COM 74DG3 2010-08 PURCHASE 2012-02   2,039 1,897     142  
    HSN INC 2010-08 PURCHASE 2012-02   1,174 900     274  
    DELTA AIR LINES INC 23146 2010-08 PURCHASE 2012-02   980 1,184     -204  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-02   2,078 1,996     82  
    CATERPILLAR INC DEL 14565 2010-08 PURCHASE 2012-02   7,527 4,538     2,989  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-03   1,776 1,391     385  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-03   1,462 1,354     108  
    HYATT HOTELS CORP 2010-08 PURCHASE 2012-03   1,238 1,168     70  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-03   1,335 1,035     300  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-03   389 299     90  
    OMNICOM GROUP COM 57830 2010-08 PURCHASE 2012-03   2,590 1,943     647  
    HSN INC 2010-08 PURCHASE 2012-03   1,076 842     234  
    HYATT HOTELS CORP 2010-08 PURCHASE 2012-03   2,081 1,985     96  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-03   1,148 1,015     133  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-03   2,007 1,418     589  
    HSN INC 2010-08 PURCHASE 2012-03   2,459 1,857     602  
    DELTA AIR LINES INC 23146 2010-08 PURCHASE 2012-03   1,923 2,297     -374  
    HSN INC 2010-08 PURCHASE 2012-03   76 58     18  
    HSN INC 2010-08 PURCHASE 2012-04   2,047 1,567     480  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-04   2,417 1,395     1,022  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-04   1,717 1,299     418  
    KEYCORP NEW CO 415J3 2010-08 PURCHASE 2012-04   1,221 1,266     -45  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-05   1,159 839     320  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-05   1,864 1,322     542  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-05   1,961 1,418     543  
    COMCAST CORP NEW CL A 127J0 2010-08 PURCHASE 2012-05   1,864 1,235     629  
    BARRICK GOLD CORPORATION 2010-08 PURCHASE 2012-05   1,596 1,727     -131  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-05   917 681     236  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-05   1,090 947     143  
    KEYCORP NEW CO 415J3 2010-08 PURCHASE 2012-05   1,114 1,266     -152  
    KEYCORP NEW CO 415J3 2010-09 PURCHASE 2012-05   156 162     -6  
    J P MORGAN CHASE AND CO 405S5 2008-10 PURCHASE 2012-05   3,977 5,780     -1,803  
    J P MORGAN CHASE AND CO 405S5 2008-12 PURCHASE 2012-05   876 832     44  
    KEYCORP NEW CO 415J3 2010-09 PURCHASE 2012-05   846 869     -23  
    KEYCORP NEW CO 415J3 2010-10 PURCHASE 2012-05   929 1,004     -75  
    KEYCORP NEW CO 415J3 2010-10 PURCHASE 2012-05   911 971     -60  
    EL PASO CORPORATION 259B7 2010-08 PURCHASE 2012-05   16,979 14,195     2,784  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-06   6,627 4,048     2,579  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-06   5,274 3,266     2,008  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-06   5,204 3,198     2,006  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-06   4,013 2,381     1,632  
    CIGNA CORP 16906 2010-08 PURCHASE 2012-06   2,749 2,054     695  
    CIGNA CORP 16906 2010-08 PURCHASE 2012-06   3,763 2,783     980  
    MICROSOFT CORP 2011-05 PURCHASE 2012-06   3,834 3,163     671  
    KEYCORP NEW CO 415J3 2010-10 PURCHASE 2012-06   391 421     -30  
    DISNEY (WALT) CO COM ST 23892 2010-03 PURCHASE 2012-06   3,335 2,316     1,019  
    CARNIVAL CORP PAIRED SH 136F0 2008-05 PURCHASE 2012-06   1,859 1,986     -127  
    CARNIVAL CORP PAIRED SH 136F0 2008-05 PURCHASE 2012-06   1,950 2,061     -111  
    DISNEY (WALT) CO COM ST 23892 2010-03 PURCHASE 2012-06   2,812 1,952     860  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-06   1,352 964     388  
    OMNICOM GROUP COM 57830 2010-08 PURCHASE 2012-06   1,398 1,083     315  
    DISNEY (WALT) CO COM ST 23892 2010-03 PURCHASE 2012-06   2,917 2,018     899  
    INTEL 2010-08 PURCHASE 2012-06   4,774 3,699     1,075  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-06   1,699 1,489     210  
    DISNEY (WALT) CO COM ST 23892 2011-02 PURCHASE 2012-06   1,035 919     116  
    DISNEY (WALT) CO COM ST 23892 2010-03 PURCHASE 2012-06   1,834 1,290     544  
    COLGATE PALMOLIVE CO 2010-08 PURCHASE 2012-07   11,652 8,740     2,912  
    COLGATE PALMOLIVE CO 2011-04 PURCHASE 2012-07   2,229 1,787     442  
    DISNEY (WALT) CO COM ST 23892 2011-02 PURCHASE 2012-07   2,930 2,591     339  
    DISNEY (WALT) CO COM ST 23892 2011-05 PURCHASE 2012-07   6,664 5,903     761  
    DISNEY (WALT) CO COM ST 23892 2011-06 PURCHASE 2012-07   8,177 6,520     1,657  
    E M C CORPORATION MASS 25153 2010-08 PURCHASE 2012-07   7,139 6,047     1,092  
    E M C CORPORATION MASS 25153 2010-12 PURCHASE 2012-07   4,900 4,724     176  
    CITIGROUP INC COM NEW 2010-06 PURCHASE 2012-07   1,352 1,981     -629  
    CITIGROUP INC COM NEW 2010-07 PURCHASE 2012-07   3,613 5,713     -2,100  
    CITIGROUP INC COM NEW 2010-09 PURCHASE 2012-07   2,963 4,389     -1,426  
    EXXON MOBIL CORP CO 257D4 2010-08 PURCHASE 2012-07   10,047 7,318     2,729  
    EXXON MOBIL CORP CO 257D4 2009-07 PURCHASE 2012-07   6,588 5,442     1,146  
    EXXON MOBIL CORP CO 257D4 2009-09 PURCHASE 2012-07   4,118 3,549     569  
    EXXON MOBIL CORP CO 257D4 2010-02 PURCHASE 2012-07   12,023 9,534     2,489  
    EXXON MOBIL CORP CO 257D4 2010-06 PURCHASE 2012-07   6,753 5,262     1,491  
    EMERSON ELEC CO 26435 2009-09 PURCHASE 2012-07   6,017 4,939     1,078  
    EMERSON ELEC CO 26435 2011-01 PURCHASE 2012-07   6,368 8,343     -1,975  
    EMERSON ELEC CO 26435 2011-02 PURCHASE 2012-07   2,635 3,658     -1,023  
    CLIFFS NATURAL RESOURCES INC 2010-08 PURCHASE 2012-07   8,755 10,681     -1,926  
    FORD MOTOR COMPANY 2010-08 PURCHASE 2012-07   8,376 10,741     -2,365  
    GOLDMAN SACHS GROUP INC 316A8 2009-01 PURCHASE 2012-07   12,933 11,437     1,496  
    GOLDMAN SACHS GROUP INC 316A8 2010-08 PURCHASE 2012-07   831 1,335     -504  
    GOLDMAN SACHS GROUP INC 316A8 2010-09 PURCHASE 2012-07   1,940 2,924     -984  
    GOLDMAN SACHS GROUP INC 316A8 2010-09 PURCHASE 2012-07   1,570 2,549     -979  
    GOLDMAN SACHS GROUP INC 316A8 2009-07 PURCHASE 2012-07   5,173 8,690     -3,517  
    GOLDMAN SACHS GROUP INC 316A8 2009-09 PURCHASE 2012-07   3,418 6,223     -2,805  
    GENERAL ELECTRIC 12/26/95 2011-06 PURCHASE 2012-07   3,153 2,856     297  
    GENERAL ELECTRIC 12/26/95 2009-08 PURCHASE 2012-07   5,367 3,839     1,528  
    GENERAL ELECTRIC 12/26/95 2009-11 PURCHASE 2012-07   7,682 6,063     1,619  
    GENERAL ELECTRIC 12/26/95 2010-02 PURCHASE 2012-07   11,373 9,133     2,240  
    CATERPILLAR INC DEL 14565 2010-08 PURCHASE 2012-07   10,087 8,656     1,431  
    CATERPILLAR INC DEL 14565 2010-10 PURCHASE 2012-07   2,847 2,730     117  
    COMCAST CORP NEW CL A 127J0 2010-08 PURCHASE 2012-07   5,532 3,527     2,005  
    COMCAST CORP NEW CL A 127J0 2010-09 PURCHASE 2012-07   3,196 1,872     1,324  
    COMCAST CORP NEW CL A 127J0 2010-10 PURCHASE 2012-07   5,655 3,310     2,345  
    COMCAST CORP NEW CL A 127J0 2011-04 PURCHASE 2012-07   5,594 4,758     836  
    COMCAST CORP NEW CL A 127J0 2011-04 PURCHASE 2012-07   2,428 2,063     365  
    HESS CORP 35DX1 2010-08 PURCHASE 2012-07   5,779 7,645     -1,866  
    HESS CORP 35DX1 2010-11 PURCHASE 2012-07   1,940 3,340     -1,400  
    HESS CORP 35DX1 2010-11 PURCHASE 2012-07   121 210     -89  
    HERTZ GLOBAL HOLDINGS IN 2010-08 PURCHASE 2012-07   16,122 15,512     610  
    HERTZ GLOBAL HOLDINGS IN 2010-10 PURCHASE 2012-07   3,657 3,117     540  
    HYATT HOTELS CORP 2010-08 PURCHASE 2012-07   8,121 8,913     -792  
    HEWLETT PACKARD CO DE 36229 2011-01 PURCHASE 2012-07   3,390 8,153     -4,763  
    INTL PAPER CO 2010-11 PURCHASE 2012-07   12,364 11,685     679  
    INTL PAPER CO 2010-11 PURCHASE 2012-07   2,699 2,534     165  
    J P MORGAN CHASE AND CO 405S5 2008-12 PURCHASE 2012-07   16,346 14,875     1,471  
    J P MORGAN CHASE AND CO 405S5 2009-01 PURCHASE 2012-07   15,573 11,547     4,026  
    J P MORGAN CHASE AND CO 405S5 2010-08 PURCHASE 2012-07   11,143 12,803     -1,660  
    J P MORGAN CHASE AND CO 405S5 2010-09 PURCHASE 2012-07   3,691 4,191     -500  
    J P MORGAN CHASE AND CO 405S5 2010-11 PURCHASE 2012-07   4,746 5,215     -469  
    KROGER CO 2010-08 PURCHASE 2012-07   4,359 4,068     291  
    MORGAN STANLEY DEAN WITTER CON 2010-08 PURCHASE 2012-07   7,901 15,550     -7,649  
    MARRIOTT INTL INC NEW A 46FH1 2010-08 PURCHASE 2012-07   5,714 5,177     537  
    BARRICK GOLD CORPORATION 2010-08 PURCHASE 2012-07   2,244 2,590     -346  
    BARRICK GOLD CORPORATION 2010-09 PURCHASE 2012-07   2,066 2,659     -593  
    MCKESSON CORPORATION COM 2011-02 PURCHASE 2012-07   464 389     75  
    MCKESSON CORPORATION COM 2011-04 PURCHASE 2012-07   6,128 5,479     649  
    MARATHON OIL CORP 46JR7 2010-08 PURCHASE 2012-07   8,555 11,754     -3,199  
    MERCK AND CO INC SHS 2010-08 PURCHASE 2012-07   12,332 10,507     1,825  
    MERCK AND CO INC SHS 2010-08 PURCHASE 2012-07   1,693 1,468     225  
    MERCK AND CO INC SHS 2010-08 PURCHASE 2012-07   1,491 1,280     211  
    MERCK AND CO INC SHS 2011-05 PURCHASE 2012-07   7,899 7,171     728  
    MERCK AND CO INC SHS 2011-05 PURCHASE 2012-07   3,305 3,076     229  
    APACHE CORP 04953 2009-04 PURCHASE 2012-07   6,443 5,139     1,304  
    APACHE CORP 04953 2010-11 PURCHASE 2012-07   3,765 4,958     -1,193  
    APACHE CORP 04953 2011-01 PURCHASE 2012-07   2,677 4,027     -1,350  
    MICROSOFT CORP 2011-05 PURCHASE 2012-07   2,871 2,397     474  
    MICROSOFT CORP 2011-05 PURCHASE 2012-07   4,972 4,057     915  
    ANADARKO PETE CORP 04607 2008-05 PURCHASE 2012-07   3,425 4,312     -887  
    ANADARKO PETE CORP 04607 2009-10 PURCHASE 2012-07   7,037 7,642     -605  
    ANADARKO PETE CORP 04607 2011-02 PURCHASE 2012-07   7,162 9,022     -1,860  
    NEXTERA ENERGY INC SHS 2010-08 PURCHASE 2012-07   8,824 7,007     1,817  
    AT&T INC 2010-08 PURCHASE 2012-07   31,592 23,425     8,167  
    ADOBE SYS DEL PV 0.001 00380 2011-01 PURCHASE 2012-07   7,376 8,150     -774  
    OMNICOM GROUP COM 57830 2010-08 PURCHASE 2012-07   325 262     63  
    OMNICOM GROUP COM 57830 2010-12 PURCHASE 2012-07   8,082 8,208     -126  
    OMNICOM GROUP COM 57830 2010-12 PURCHASE 2012-07   4,041 4,128     -87  
    ORACLE CORP 2010-09 PURCHASE 2012-07   6,486 5,560     926  
    UNITED TECHNOLOGIES CORP 2011-02 PURCHASE 2012-07   10,992 12,522     -1,530  
    UNITED TECHNOLOGIES CORP 2011-02 PURCHASE 2012-07   7,087 8,214     -1,127  
    PG&E CORP 590F9 2010-08 PURCHASE 2012-07   8,243 8,217     26  
    PPL CORPORATION 594L6 2010-08 PURCHASE 2012-07   3,259 3,228     31  
    PPL CORPORATION 594L6 2010-08 PURCHASE 2012-07   2,458 2,368     90  
    VALERO ENERGY CORP NEW 79A05 2008-05 PURCHASE 2012-07   12,067 24,998     -12,931  
    PROGRESS ENERGY INC 2010-08 PURCHASE 2012-07   12,879 9,038     3,841  
    PNC FINCL SERVICES GROU 59788 2009-01 PURCHASE 2012-07   2,642 1,889     753  
    PNC FINCL SERVICES GROU 59788 2009-07 PURCHASE 2012-07   15,264 9,182     6,082  
    PHILIP MORRIS INTL INC 601S5 2011-03 PURCHASE 2012-07   10,123 7,589     2,534  
    PEPSICO 2010-08 PURCHASE 2012-07   4,505 4,212     293  
    PEPSICO 2010-11 PURCHASE 2012-07   4,990 4,677     313  
    PFIZER INC. 2010-11 PURCHASE 2012-07   26,666 20,137     6,529  
    PFIZER INC. 2011-01 PURCHASE 2012-07   18,277 14,849     3,428  
    VERIZON COMMUNICATNS CO 79B06 2005-12 PURCHASE 2012-07   5,633 3,912     1,721  
    VERIZON COMMUNICATNS CO 79B06 2010-05 PURCHASE 2012-07   11,179 7,100     4,079  
    REGIONS FINL CORP 64D29 2010-08 PURCHASE 2012-07   8,780 10,033     -1,253  
    ZIONS BANCORP CO 84471 2010-08 PURCHASE 2012-07   8,292 9,875     -1,583  
    SCHLUMBERGER LTD 2010-08 PURCHASE 2012-07   19,829 19,087     742  
    SUNCOR ENERGY INC NEW 2010-08 PURCHASE 2012-07   6,011 7,367     -1,356  
    SUNCOR ENERGY INC NEW 2010-11 PURCHASE 2012-07   3,046 4,069     -1,023  
    SUNTRUST BKS INC CO 72768 2008-12 PURCHASE 2012-07   7,275 8,609     -1,334  
    SUNTRUST BKS INC CO 72768 2010-08 PURCHASE 2012-07   14,757 16,578     -1,821  
    SUNTRUST BKS INC CO 72768 2010-10 PURCHASE 2012-07   2,020 2,205     -185  
    WELLS FARGO & CO E7599 2009-01 PURCHASE 2012-07   27,236 13,784     13,452  
    WELLS FARGO & CO E7599 2009-02 PURCHASE 2012-07   14,018 5,488     8,530  
    WELLS FARGO & CO E7599 2009-07 PURCHASE 2012-07   23,427 17,968     5,459  
    WELLS FARGO & CO E7599 2010-08 PURCHASE 2012-07   128 111     17  
    UNITEDHEALTH GROUP INC 76BT5 2008-05 PURCHASE 2012-07   14,379 8,301     6,078  
    UNITEDHEALTH GROUP INC 76BT5 2010-10 PURCHASE 2012-07   3,713 2,210     1,503  
    UNITEDHEALTH GROUP INC 76BT5 2010-10 PURCHASE 2012-07   2,063 1,228     835  
    TEXAS INSTRUMENTS 73841 2010-12 PURCHASE 2012-07   15,264 19,299     -4,035  
    JOHNSON & JOHNSON 2010-08 PURCHASE 2012-07   13,199 11,486     1,713  
    JOHNSON & JOHNSON 2010-11 PURCHASE 2012-07   2,333 2,229     104  
    JOHNSON & JOHNSON 2011-04 PURCHASE 2012-07   10,399 10,216     183  
    JOHNSON & JOHNSON 2011-06 PURCHASE 2012-07   6,933 6,965     -32  
    UNITED STS STL CORP NEW 76B04 2010-08 PURCHASE 2012-07   3,683 8,070     -4,387  
    UNITED STS STL CORP NEW 76B04 2010-09 PURCHASE 2012-07   2,053 4,559     -2,506  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-07   1,366 964     402  
    HSN INC 2010-08 PURCHASE 2012-07   1,443 1,074     369  
    CHEVRON CORP 144X5 2010-08 PURCHASE 2012-07   7,128 5,277     1,851  
    HSN INC 2010-08 PURCHASE 2012-07   17,401 12,855     4,546  
    HSN INC 2010-08 PURCHASE 2012-07   1,218 818     400  
    HSN INC 2010-09 PURCHASE 2012-07   628 422     206  
    TIME WARNER CABLE INC 74KB1 2010-08 PURCHASE 2012-07   2,064 1,475     589  
    TIME WARNER CABLE INC 74KB1 2011-01 PURCHASE 2012-07   9,446 8,020     1,426  
    CIGNA CORP 16906 2010-08 PURCHASE 2012-07   2,522 1,889     633  
    CIGNA CORP 16906 2010-09 PURCHASE 2012-07   3,407 2,710     697  
    CIGNA CORP 16906 2010-11 PURCHASE 2012-07   3,672 3,095     577  
    THE MOSAIC COMPANY COMMON SHARES 2010-07 PURCHASE 2012-07   2,822 2,338     484  
    CHEVRON CORP 144X5 2010-08 PURCHASE 2012-08   1,999 1,357     642  
    PRUDENTIAL FINANCIAL IN 59442 2010-12 PURCHASE 2012-08   4,833 5,170     -337  
    HALLIBURTON COMPANY 34824 2010-08 PURCHASE 2012-08   5,972 5,010     962  
    EATON CORP 25660 2009-09 PURCHASE 2012-08   8,432 4,861     3,571  
    CHEVRON CORP 144X5 2010-08 PURCHASE 2012-10   18,355 12,364     5,991  
    TEVA PHARMACTCL INDS AD 73763 2010-08 PURCHASE 2012-10   10,117 12,058     -1,941  
    CARNIVAL CORP PAIRED SH 136F0 2008-05 PURCHASE 2012-10   3,669 3,560     109  
    CHEVRON CORP 144X5 2010-08 PURCHASE 2012-11   3,216 2,186     1,030  
    CHEVRON CORP 144X5 2010-10 PURCHASE 2012-11   3,771 2,852     919  
    CHEVRON CORP 144X5 2011-10 PURCHASE 2012-11   2,662 2,549     113  
    CHEVRON CORP 144X5 2011-10 PURCHASE 2012-11   18,187 17,368     819  
    CORNING INC 21322 2010-12 PURCHASE 2012-11   4,153 6,712     -2,559  
    CORNING INC 21322 2010-12 PURCHASE 2012-11   5,592 9,091     -3,499  
    PRUDENTIAL FINANCIAL IN 59442 2010-12 PURCHASE 2012-11   14,043 14,349     -306  
    PRUDENTIAL FINANCIAL IN 59442 2011-02 PURCHASE 2012-11   3,070 3,456     -386  
    ARCHER DANIELS MIDLD 05071 2010-08 PURCHASE 2012-11   3,163 3,236     -73  
    EATON CORP 25660 2009-09 PURCHASE 2012-11   4,345 2,258     2,087  
    WALGREEN CO NEW 2003-06 PURCHASE 2012-03   65,319 59,271     6,048  
    WALGREEN CO NEW 2010-02 PURCHASE 2012-03   32,659 34,200     -1,541  
    VANGUARD DIVIDEND APPRECIATION ETF 2010-02 PURCHASE 2012-04   5,758 4,683     1,075  
    VANGUARD DIVIDEND APPRECIATION ETF 2010-02 PURCHASE 2012-04   23,031 18,732     4,299  
    ENTERPRISE PRDTS PRTN LP L P 2010-02 PURCHASE 2012-11   50,009 32,040     17,969  
    AUTOMATIC DATA PRO 2003-06 PURCHASE 2012-11   27,519 9,950     17,569  
    PLAINS ALL AMERN PIPL L 8AG03 2008-06 PURCHASE 2012-11   21,835 24,575     -2,740  
    PLAINS ALL AMERN PIPL L 8AG03 2009-08 PURCHASE 2012-11   4,367 4,734     -367  
    PLAINS ALL AMERN PIPL L 8AG03 2008-06 PURCHASE 2012-11   21,835 12,287     9,548  
    PLAINS ALL AMERN PIPL L 8AG03 2009-08 PURCHASE 2012-11   17,468 9,466     8,002  
    KINDER MORGAN ENERGY PARTNERS LP 2009-08 PURCHASE 2012-11   39,364 26,410     12,954  
    KINDER MORGAN ENERGY PARTNERS LP 2009-09 PURCHASE 2012-11   19,682 13,650     6,032  
    VANGUARD DIVIDEND APPRECIATION ETF 2010-04 PURCHASE 2012-11   56,893 50,260     6,633  
    JOHNSON & JOHNSON 2003-06 PURCHASE 2012-11   34,341 23,907     10,434  
    GOOGLE INC CL A 31842 2006-08 PURCHASE 2012-11   31,911 19,053     12,858  
    GOOGLE INC CL A 31842 2006-09 PURCHASE 2012-11   9,573 6,120     3,453  
    GOOGLE INC CL A 31842 2006-10 PURCHASE 2012-11   22,338 13,988     8,350  
    GLOBAL MACRO HEDGEACCES 8EDE8 2009-07 PURCHASE 2011-12   538       538  
    COAST ACCESS III LTD 8EBT9 2007-11 PURCHASE 2012-02   2,482 3,551     -1,069  
    GLOBAL MACRO HEDGEACCES 8EDE8 2009-07 PURCHASE 2012-03   80       80  
    COAST ACCESS III LTD 8EBT9 2007-11 PURCHASE 2012-05   5,759 8,365     -2,606  
    EVENT DRIVN CREDIT HEDG 8EC25 2008-11 PURCHASE 2012-07   3,263 3,317     -54  
    COAST ACCESS III LTD 8EBT9 2007-11 PURCHASE 2012-08   3,402 4,934     -1,532  
    ML SYSTEMATIC MOMENTUM 73YC0 2011-03 PURCHASE 2012-09   452,365 499,999     -47,634  
    GLOBAL MACRO HEDGEACCES 8EET5 2009-07 PURCHASE 2012-10   523       523  
    GLOBAL MACRO HEDGEACCES 8EDE8 2009-07 PURCHASE 2012-10   313       313  
    HARTFORD CAPITAL 97RR0 2009-04 PURCHASE 2012-11   175,000 113,832     61,168  
    COAST ACCESS III LTD 8EBT9 2007-11 PURCHASE 2012-11   6,530 9,614     -3,084  
    BOEING COMPANY 09728 2010-01 PURCHASE 2011-12   7,809 6,198     1,611  
    BHP BILLITON LTD AD 082E4 2008-12 PURCHASE 2011-12   6,989 3,945     3,044  
    BHP BILLITON LTD AD 082E4 2010-06 PURCHASE 2011-12   7,631 7,577     54  
    BOSTON PPTYS INC 076X6 2009-07 PURCHASE 2011-12   9,000 4,270     4,730  
    APACHE CORP 04953 2009-10 PURCHASE 2011-12   633 631     2  
    APACHE CORP 04953 2010-05 PURCHASE 2011-12   6,147 6,046     101  
    AMGEN INC COM PV 0.000 04491 2008-07 PURCHASE 2011-12   696 664     32  
    AMGEN INC COM PV 0.000 04491 2009-03 PURCHASE 2011-12   3,735 2,826     909  
    AMGEN INC COM PV 0.000 04491 2010-06 PURCHASE 2011-12   12,916 11,756     1,160  
    AMGEN INC COM PV 0.000 04491 2010-08 PURCHASE 2011-12   3,229 2,618     611  
    AMERICAN EXPRESS CO 2009-10 PURCHASE 2011-12   9,450 7,112     2,338  
    AMERICAN EXPRESS CO 2010-05 PURCHASE 2011-12   4,179 3,473     706  
    AMN ELEC POWER CO 02516 2009-07 PURCHASE 2011-12   9,400 6,764     2,636  
    AMN ELEC POWER CO 02516 2010-05 PURCHASE 2011-12   5,377 4,098     1,279  
    AT&T INC 2005-09 PURCHASE 2011-12   6,320 4,231     2,089  
    AT&T INC 2008-10 PURCHASE 2011-12   7,708 6,577     1,131  
    ACCENTURE PLC SHS 2010-04 PURCHASE 2011-12   3,637 3,074     563  
    AVALONBAY CMMUN INC 014H7 2009-03 PURCHASE 2011-12   9,993 3,852     6,141  
    CARNIVAL CORP PAIRED SH 136F0 2009-07 PURCHASE 2011-12   1,795 1,490     305  
    CARNIVAL CORP PAIRED SH 136F0 2009-08 PURCHASE 2011-12   6,398 6,087     311  
    APPLE COMPUTERS 8/12/97 2008-10 PURCHASE 2011-12   6,368 1,757     4,611  
    MICROSOFT CORP 2011-01 PURCHASE 2012-01   1,247 1,233     14  
    MICROSOFT CORP 2011-01 PURCHASE 2012-01   6,944 6,946     -2  
    MICROSOFT CORP 2011-01 PURCHASE 2012-01   85 84     1  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   1,650 2,550     -900  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   1,263 1,957     -694  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   359 558     -199  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   1,975 3,041     -1,066  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   1,328 2,051     -723  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   408 628     -220  
    SCHWAB CHARLES CORP NEW 67344 2010-02 PURCHASE 2012-01   976 1,508     -532  
    SCHWAB CHARLES CORP NEW 67344 2010-09 PURCHASE 2012-01   1,103 1,325     -222  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-01   35 46     -11  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-01   1,334 1,796     -462  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-01   1,705 2,272     -567  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-01   1,709 2,257     -548  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-02   3,383 4,376     -993  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-02   2,001 2,626     -625  
    SCHWAB CHARLES CORP NEW 67344 2010-11 PURCHASE 2012-02   225 292     -67  
    SCHWAB CHARLES CORP NEW 67344 2010-12 PURCHASE 2012-02   1,730 2,372     -642  
    SCHWAB CHARLES CORP NEW 67344 2010-12 PURCHASE 2012-02   195 260     -65  
    MEDCO HEALTH SOLUTIONS 46J71 2010-11 PURCHASE 2012-04   979 2,072     -1,093  
    MEDCO HEALTH SOLUTIONS 46J71 2010-11 PURCHASE 2012-04   2,333 4,917     -2,584  
    MEDCO HEALTH SOLUTIONS 46J71 2010-11 PURCHASE 2012-04   2,074 4,407     -2,333  
    MEDCO HEALTH SOLUTIONS 46J71 2010-11 PURCHASE 2012-04   2,650 5,547     -2,897  
    MEDCO HEALTH SOLUTIONS 46J71 2010-11 PURCHASE 2012-04   1,210 2,559     -1,349  
    MEDCO HEALTH SOLUTIONS 46J71 2010-12 PURCHASE 2012-04   1,843 4,002     -2,159  
    MEDCO HEALTH SOLUTIONS 46J71 2010-12 PURCHASE 2012-04   691 1,516     -825  
    MEDCO HEALTH SOLUTIONS 46J71 2010-12 PURCHASE 2012-04   2,621 5,796     -3,175  
    MEDCO HEALTH SOLUTIONS 46J71 2011-03 PURCHASE 2012-04   1,008 1,833     -825  
    MEDCO HEALTH SOLUTIONS 46J71 2011-03 PURCHASE 2012-04   461 860     -399  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   1,498 2,870     -1,372  
    MEDCO HEALTH SOLUTIONS 46J71 2011-04 PURCHASE 2012-04   2,707 5,233     -2,526  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-04   675 684     -9  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-04   477 489     -12  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-05   1,985 2,099     -114  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-05   1,048 1,133     -85  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-05   1,975 2,115     -140  
    FORD MOTOR COMPANY 2010-01 PURCHASE 2012-05   1,426 1,607     -181  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-05   1,048 1,267     -219  
    MORGAN STANLEY DEAN WITTER CON 2009-04 PURCHASE 2012-05   5,466 10,804     -5,338  
    MORGAN STANLEY DEAN WITTER CON 2009-12 PURCHASE 2012-05   560 1,301     -741  
    MORGAN STANLEY DEAN WITTER CON 2010-09 PURCHASE 2012-05   627 1,236     -609  
    MORGAN STANLEY DEAN WITTER CON 2010-11 PURCHASE 2012-05   2,533 4,681     -2,148  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-05   6,459 3,741     2,718  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-05   1,733 1,018     715  
    VERTEX PHARMCTLS INC 795E6 2009-02 PURCHASE 2012-06   3,868 2,570     1,298  
    VERTEX PHARMCTLS INC 795E6 2009-02 PURCHASE 2012-06   3,221 2,036     1,185  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-07   2,984 1,573     1,411  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-07   8,426 4,489     3,937  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-07   2,194 1,147     1,047  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-07   2,305 1,193     1,112  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   675 950     -275  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   1,017 1,445     -428  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   1,098 1,560     -462  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   639 905     -266  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   766 1,084     -318  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   892 1,368     -476  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-07   1,271 1,916     -645  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-08   1,828 2,759     -931  
    FORD MOTOR COMPANY 2010-04 PURCHASE 2012-08   1,378 2,104     -726  
    FORD MOTOR COMPANY 2010-08 PURCHASE 2012-08   1,036 1,408     -372  
    FORD MOTOR COMPANY 2010-08 PURCHASE 2012-08   928 1,241     -313  
    FORD MOTOR COMPANY 2010-11 PURCHASE 2012-08   1,072 1,710     -638  
    FORD MOTOR COMPANY 2010-11 PURCHASE 2012-08   5,580 8,907     -3,327  
    FORD MOTOR COMPANY 2010-11 PURCHASE 2012-08   885 1,408     -523  
    FORD MOTOR COMPANY 2010-12 PURCHASE 2012-08   1,427 2,649     -1,222  
    FORD MOTOR COMPANY 2011-06 PURCHASE 2012-08   560 831     -271  
    FORD MOTOR COMPANY 2011-06 PURCHASE 2012-08   3,748 5,468     -1,720  
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   1,432 1,432        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   2,915 2,915        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   2,706 2,706        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   4,337 4,337        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   2,765 2,765        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   2,434 2,434        
    IVANHOE MINES LTD 2011-06 PURCHASE 2012-08   1,023 1,023        
    IVANHOE MINES LTD 2011-07 PURCHASE 2012-08   2,110 2,110        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,561 1,561        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,586 1,586        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,288 1,288        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,499 1,499        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,491 1,491        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   3,036 3,036        
    IVANHOE MINES LTD 2011-08 PURCHASE 2012-08   1,618 1,618        
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-08   4,010 1,950     2,060  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-08   3,397 1,644     1,753  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-08   2,411 1,164     1,247  
    EBAY INC CO 256T9 2010-08 PURCHASE 2012-08   2,071 1,005     1,066  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-08   1,412 714     698  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-08   2,636 1,327     1,309  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-08   2,918 1,489     1,429  
    AMPHENOL CORP CL A NEW 2009-12 PURCHASE 2012-09   1,301 894     407  
    AMPHENOL CORP CL A NEW 2009-12 PURCHASE 2012-09   1,177 817     360  
    AMPHENOL CORP CL A NEW 2009-12 PURCHASE 2012-09   369 258     111  
    AMPHENOL CORP CL A NEW 2009-12 PURCHASE 2012-09   246 181     65  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-09   970 480     490  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-09   1,552 741     811  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   4,884 2,418     2,466  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   1,895 951     944  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   2,919 1,438     1,481  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   940 464     476  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   981 488     493  
    EBAY INC CO 256T9 2010-09 PURCHASE 2012-10   2,551 1,268     1,283  
    MCDONALDS CORP CO 47649 2010-01 PURCHASE 2011-12   12,839 8,033     4,806  
    FIFTH THIRD BANCORP 2009-08 PURCHASE 2011-12   2,322 1,911     411  
    GOLDMAN SACHS GROUP INC 316A8 2009-07 PURCHASE 2011-12   2,562 4,190     -1,628  
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   2,165 1,588     577  
    NESTLE S A REP RG SH AD 54035 2008-05 PURCHASE 2011-12   6,489 5,877     612  
    PRUDENTIAL FINANCIAL IN 59442 2009-07 PURCHASE 2011-12   4,252 3,554     698  
    PEPSICO 2009-07 PURCHASE 2011-12   3,799 3,363     436  
    APACHE CORP 04953 2009-10 PURCHASE 2011-12   4,745 4,781     -36  
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   2,781 2,049     732  
    GOLDMAN SACHS GROUP INC 316A8 2009-07 PURCHASE 2011-12   564 931     -367  
    PNC FINCL SERVICES GROU 59788 2009-07 PURCHASE 2011-12   5,651 4,116     1,535  
    TARGET CORP COM 74DG3 2009-08 PURCHASE 2011-12   3,355 2,747     608  
    TARGET CORP COM 74DG3 2010-05 PURCHASE 2011-12   4,403 4,540     -137  
    WAL-MART STORES INC 2010-07 PURCHASE 2011-12   8,490 7,546     944  
    COVIDIEN PLC SHS NEW 2009-01 PURCHASE 2011-12   429 429        
    COVIDIEN PLC SHS NEW 2010-06 PURCHASE 2011-12   12,007 12,007        
    DISNEY (WALT) CO COM ST 23892 2010-03 PURCHASE 2011-12   7,576 7,576        
    EXXON MOBIL CORP CO 257D4 2009-07 PURCHASE 2011-12   5,442 5,442        
    EXXON MOBIL CORP CO 257D4 2009-09 PURCHASE 2011-12   3,549 3,549        
    EXXON MOBIL CORP CO 257D4 2010-02 PURCHASE 2011-12   9,534 9,534        
    EXXON MOBIL CORP CO 257D4 2010-06 PURCHASE 2011-12   5,262 5,262        
    FREEPRT-MCMRAN CPR 278X5 2009-07 PURCHASE 2011-12   1,270 1,270        
    FREEPRT-MCMRAN CPR 278X5 2009-09 PURCHASE 2011-12   6,493 6,493        
    FREEPRT-MCMRAN CPR 278X5 2010-02 PURCHASE 2011-12   5,129 5,129        
    FIFTH THIRD BANCORP 2009-08 PURCHASE 2011-12   6,398 6,398        
    GENL DYNAMICS CORP CO 31564 2009-07 PURCHASE 2011-12   1,188 1,188        
    GENL DYNAMICS CORP CO 31564 2009-10 PURCHASE 2011-12   13,468 13,468        
    GOLDMAN SACHS GROUP INC 316A8 2009-07 PURCHASE 2011-12   8,690 8,690        
    GOLDMAN SACHS GROUP INC 316A8 2009-09 PURCHASE 2011-12   6,223 6,223        
    GENERAL ELECTRIC 12/26/95 2009-08 PURCHASE 2011-12   3,839 3,839        
    GENERAL ELECTRIC 12/26/95 2009-11 PURCHASE 2011-12   6,063 6,063        
    GENERAL ELECTRIC 12/26/95 2010-02 PURCHASE 2011-12   9,133 9,133        
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   8,503 8,503        
    CONOCOPHILLIPS 145W7 2010-06 PURCHASE 2011-12   7,611 7,611        
    CVS CORP DELAWARE CO 135H0 2010-06 PURCHASE 2011-12   2,206 2,206        
    CVS CORP DELAWARE CO 135H0 2010-06 PURCHASE 2011-12   5,272 5,272        
    CVS CORP DELAWARE CO 135H0 2010-08 PURCHASE 2011-12   5,406 5,406        
    AVALONBAY CMMUN INC 014H7 2009-03 PURCHASE 2011-12   3,852 3,852        
    ACCENTURE PLC SHS 2010-04 PURCHASE 2011-12   3,074 3,074        
    AT&T INC 2005-09 PURCHASE 2011-12   4,231 4,231        
    AT&T INC 2008-10 PURCHASE 2011-12   6,577 6,577        
    AMN ELEC POWER CO 02516 2009-07 PURCHASE 2011-12   6,764 6,764        
    AMN ELEC POWER CO 02516 2010-05 PURCHASE 2011-12   4,098 4,098        
    AMERICAN EXPRESS CO 2009-10 PURCHASE 2011-12   7,112 7,112        
    AMERICAN EXPRESS CO 2010-05 PURCHASE 2011-12   3,473 3,473        
    AMGEN INC COM PV 0.000 04491 2008-07 PURCHASE 2011-12   664 664        
    AMGEN INC COM PV 0.000 04491 2009-03 PURCHASE 2011-12   2,826 2,826        
    AMGEN INC COM PV 0.000 04491 2010-06 PURCHASE 2011-12   11,756 11,756        
    AMGEN INC COM PV 0.000 04491 2010-08 PURCHASE 2011-12   2,618 2,618        
    APACHE CORP 04953 2009-10 PURCHASE 2011-12   631 631        
    APACHE CORP 04953 2010-05 PURCHASE 2011-12   6,046 6,046        
    BOSTON PPTYS INC 076X6 2009-07 PURCHASE 2011-12   4,270 4,270        
    BHP BILLITON LTD AD 082E4 2008-12 PURCHASE 2011-12   3,945 3,945        
    BHP BILLITON LTD AD 082E4 2010-06 PURCHASE 2011-12   7,577 7,577        
    BOEING COMPANY 09728 2010-01 PURCHASE 2011-12   6,198 6,198        
    CARNIVAL CORP PAIRED SH 136F0 2009-07 PURCHASE 2011-12   1,490 1,490        
    CARNIVAL CORP PAIRED SH 136F0 2009-08 PURCHASE 2011-12   6,087 6,087        
    INTL BUSINESS MACHINES 39050 2008-05 PURCHASE 2011-12   17,634 12,421     5,213  
    J P MORGAN CHASE AND CO 405S5 2008-07 PURCHASE 2011-12   8,323 9,617     -1,294  
    J P MORGAN CHASE AND CO 405S5 2009-01 PURCHASE 2011-12   10,463 7,402     3,061  
    J P MORGAN CHASE AND CO 405S5 2009-03 PURCHASE 2011-12   5,549 4,632     917  
    JOHNSON & JOHNSON 2010-06 PURCHASE 2011-12   10,168 9,230     938  
    JOHNSON & JOHNSON 2010-08 PURCHASE 2011-12   16,881 15,115     1,766  
    JOHNSON & JOHNSON 2010-08 PURCHASE 2011-12   3,911 3,491     420  
    KEYCORP NEW CO 415J3 2010-01 PURCHASE 2011-12   3,093 2,814     279  
    KEYCORP NEW CO 415J3 2010-05 PURCHASE 2011-12   6,715 6,761     -46  
    KRAFT FOODS INC VA CL A 2010-08 PURCHASE 2011-12   12,349 9,745     2,604  
    METLIFE INC 49DM2 2009-07 PURCHASE 2011-12   3,917 3,911     6  
    METLIFE INC 49DM2 2009-10 PURCHASE 2011-12   4,757 5,723     -966  
    METLIFE INC 49DM2 2010-01 PURCHASE 2011-12   5,410 6,360     -950  
    MERCK AND CO INC SHS 2010-08 PURCHASE 2011-12   18,137 16,953     1,184  
    MICROSOFT CORP 2009-01 PURCHASE 2011-12   1,419 954     465  
    MICROSOFT CORP 2009-07 PURCHASE 2011-12   6,992 6,499     493  
    MICROSOFT CORP 2010-05 PURCHASE 2011-12   4,205 4,360     -155  
    NATIONAL GRID PLC SP ADR 2010-09 PURCHASE 2011-12   8,069 7,387     682  
    NESTLE S A REP RG SH AD 54035 2008-05 PURCHASE 2011-12   9,286 8,032     1,254  
    OCCIDENTAL PETE CORP CA 57115 2008-05 PURCHASE 2011-12   15,620 14,947     673  
    OCCIDENTAL PETE CORP CA 57115 2009-03 PURCHASE 2011-12   10,633 6,633     4,000  
    ORACLE CORP 2009-07 PURCHASE 2011-12   6,422 5,365     1,057  
    PG&E CORP 590F9 2009-10 PURCHASE 2011-12   11,517 12,073     -556  
    PRUDENTIAL FINANCIAL IN 59442 2009-07 PURCHASE 2011-12   11,974 9,359     2,615  
    PEABODY ENERGY CORP COM 2010-06 PURCHASE 2011-12   6,337 7,856     -1,519  
    HESS CORP 35DX1 2009-09 PURCHASE 2011-12   680 639     41  
    HESS CORP 35DX1 2010-06 PURCHASE 2011-12   8,835 8,885     -50  
    PFIZER INC. 2008-10 PURCHASE 2011-12   3,099 2,478     621  
    PFIZER INC. 2008-10 PURCHASE 2011-12   8,863 6,714     2,149  
    PFIZER INC. 2008-11 PURCHASE 2011-12   10,380 7,202     3,178  
    PFIZER INC. 2009-01 PURCHASE 2011-12   6,761 5,292     1,469  
    PFIZER INC. 2009-07 PURCHASE 2011-12   7,259 5,024     2,235  
    REYNOLDS AMERICAN INC 64D43 2010-12 PURCHASE 2011-12   5,452 4,258     1,194  
    REYNOLDS AMERICAN INC 64D43 2010-12 PURCHASE 2011-12   4,626 3,661     965  
    SEMPRA ENERGY 2010-05 PURCHASE 2011-12   1,735 1,613     122  
    SEMPRA ENERGY 2010-05 PURCHASE 2011-12   13,554 12,470     1,084  
    TJX COS INC NEW 733F2 2008-10 PURCHASE 2011-12   13,305 5,645     7,660  
    TJX COS INC NEW 733F2 2009-03 PURCHASE 2011-12   6,813 2,449     4,364  
    THERMO FISHER SCIENTIFI 74058 2008-12 PURCHASE 2011-12   6,893 4,523     2,370  
    UNITEDHEALTH GROUP INC 76BT5 2009-07 PURCHASE 2011-12   12,938 6,306     6,632  
    UNION PACIFIC CORP 76323 2009-11 PURCHASE 2011-12   24,449 14,582     9,867  
    UNITED TECHNOLOGIES CORP 2008-05 PURCHASE 2011-12   954 964     -10  
    UNITED TECHNOLOGIES CORP 2008-06 PURCHASE 2011-12   15,042 12,587     2,455  
    VERIZON COMMUNICATNS CO 79B06 2008-05 PURCHASE 2011-12   15,793 15,589     204  
    VODAFONE GROUP PLC NEW 79DP4 2010-11 PURCHASE 2011-12   1,312 1,320     -8  
    VODAFONE GROUP PLC NEW 79DP4 2010-11 PURCHASE 2011-12   4,839 4,945     -106  
    WELLS FARGO & CO E7599 2008-05 PURCHASE 2011-12   1,230 1,323     -93  
    WELLS FARGO & CO E7599 2009-01 PURCHASE 2011-12   10,742 9,206     1,536  
    WELLS FARGO & CO E7599 2009-07 PURCHASE 2011-12   18,805 17,392     1,413  
    PEPSICO 2009-07 PURCHASE 2011-12   8,576 7,410     1,166  
    TARGET CORP COM 74DG3 2010-05 PURCHASE 2011-12   921 973     -52  
    WAL-MART STORES INC 2010-07 PURCHASE 2011-12   3,727 3,234     493  
    WAL-MART STORES INC 2010-08 PURCHASE 2011-12   2,366 2,028     338  
    PNC FINCL SERVICES GROU 59788 2009-07 PURCHASE 2011-12   8,554 5,762     2,792  
    U.S. TREASURY NOTE 1.125% DEC 15 201 2010-10 PURCHASE 2011-12   12,113 12,187     -74  
    BP CAPITAL MARKETS PLC COMPANY GUARN 2010-09 PURCHASE 2011-12   4,358 4,072     286  
    US STEEL CORP SENIOR NOTES 07.375% A 2010-03 PURCHASE 2011-12   4,876 5,019     -143  
    LOOMIS SAYLES SECURITIZED ASSETS FD 2010-03 PURCHASE 2011-12   171,756 166,404     5,352  
    TIME WARNER CABLE INC COMPANY GUARNT 2009-11 PURCHASE 2011-12   4,539 4,235     304  
    BURLINGTN NORTH SANTA FE - 04.700% O 2009-11 PURCHASE 2011-12   6,600 6,102     498  
    ALLY FINANCIAL INC GLB 06.875% AUG 2 2010-12 PURCHASE 2011-12   4,036 4,190     -154  
    NISOURCE FINANCE CORP COMPANY GUARNT 2009-12 PURCHASE 2011-12   6,871 6,130     741  
    NEWMONT MINING CORP COMPANY GUARNT 0 2010-01 PURCHASE 2011-12   4,414 4,059     355  
    CSC HOLDINGS INC - 07.625% JUL 15 20 2009-11 PURCHASE 2011-12   6,556 6,117     439  
    DOMINION RESOURCES INC - 05.200% AUG 2010-04 PURCHASE 2011-12   6,799 6,211     588  
    FORD MOTOR CREDIT CO GLB 07.000% OCT 2010-01 PURCHASE 2011-12   4,230 4,070     160  
    GENERAL ELEC CAP CORP GLB 02.800% JA 2010-01 PURCHASE 2011-12   6,113 5,990     123  
    LOOMIS SAYLES HI INCOME 9LNL6 2008-12 PURCHASE 2011-12   3,517 2,315     1,202  
    BELLSOUTH CORP BOND 2009-02 PURCHASE 2011-12   6,801 5,943     858  
    NEWS AMERICA CORP BOND 2008-12 PURCHASE 2011-12   6,420 5,782     638  
    CITIZENS COMMUNICATIONS - 06.250% JA 2009-10 PURCHASE 2011-12   6,117 5,985     132  
    CAPITAL ONE FINL CORP BOND 2008-12 PURCHASE 2011-12   6,180 4,564     1,616  
    DUKE ENERGY CORP BOND 2008-12 PURCHASE 2011-12   6,016 6,289     -273  
    EMBARQ CORP BOND 2008-12 PURCHASE 2011-12   6,075 3,885     2,190  
    GENERAL ELEC CAP CORP B75W2 2009-08 PURCHASE 2011-12   4,627 3,912     715  
    MORGAN STANLEY C6EG7 2009-11 PURCHASE 2011-12   5,871 6,047     -176  
    NABORS INDUSTRIES INC D27P0 2009-07 PURCHASE 2011-12   8,864 7,465     1,399  
    SPRINT CAP CORP BOND 2008-12 PURCHASE 2011-12   2,804 2,224     580  
    AT&T CORP BOND 2008-12 PURCHASE 2011-12   7,066 6,392     674  
    WAL-MART STORES CORP BOND 2008-12 PURCHASE 2011-12   4,606 4,086     520  
    TALISMAN ENERGY CORP BOND 2008-12 PURCHASE 2011-12   5,275 3,417     1,858  
    MCDONALD'S CORP BOND 2009-01 PURCHASE 2011-12   5,856 5,154     702  
    DUKE ENERGY CORP BOND 2008-12 PURCHASE 2012-01   13,000 13,626     -626  
    DUKE ENERGY CORP BOND 2009-04 PURCHASE 2012-01   2,000 2,203     -203  
    DUKE ENERGY CORP BOND 2009-05 PURCHASE 2012-01   3,000 3,274     -274  
    DUKE ENERGY CORP BOND 2009-11 PURCHASE 2012-01   1,000 1,102     -102  
    TRANSOCEAN INC COMPANY GUARNT GLB 06 2011-01 PURCHASE 2012-02   29,083 28,088     995  
    CSC HOLDINGS INC - 07.625% JUL 15 20 2009-11 PURCHASE 2012-03   13,455 12,234     1,221  
    U.S. TREASURY NOTE 1.125% DEC 15 201 2010-10 PURCHASE 2012-03   12,078 12,187     -109  
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR 2011-02 PURCHASE 2012-03   5,555 4,929     626  
    WELLS FARGO & CO NOTES SER MTN GLB 0 2011-03 PURCHASE 2012-03   4,282 3,995     287  
    LOOMIS SAYLES SECURITIZED ASSETS FD 2010-03 PURCHASE 2012-03   166,950 158,550     8,400  
    ALCOA INC GLB 05.900% FEB 01 2027 2011-01 PURCHASE 2012-03   3,077 2,962     115  
    US STEEL CORP SENIOR NOTES 07.375% A 2010-03 PURCHASE 2012-03   3,068 3,011     57  
    BURLINGTN NORTH SANTA FE - 04.700% O 2009-11 PURCHASE 2012-03   4,416 4,068     348  
    ALLY FINANCIAL INC GLB 06.875% AUG 2 2010-12 PURCHASE 2012-03   3,049 3,143     -94  
    TIME WARNER CABLE INC COMPANY GUARNT 2009-11 PURCHASE 2012-03   5,821 5,294     527  
    CITIGROUP INC GLB 05.375% AUG 09 202 2011-03 PURCHASE 2012-03   4,305 4,142     163  
    PRUDENTIAL FINANCIAL INC SER MTN 04. 2010-06 PURCHASE 2012-03   5,414 5,144     270  
    DIRECTV HLDG/FIN INC COMPANY GUARNT 2011-03 PURCHASE 2012-03   7,615 6,981     634  
    DOMINION RESOURCES INC - 05.200% AUG 2010-04 PURCHASE 2012-03   3,446 3,106     340  
    OWENS CORNING INC COMPANY GUARNT GLB 2010-01 PURCHASE 2012-03   6,381 5,805     576  
    NISOURCE FINANCE CORP COMPANY GUARNT 2009-12 PURCHASE 2012-03   3,398 3,065     333  
    ENERGY TRANSFER PARTNERS - 06.700% J 2010-04 PURCHASE 2012-03   4,547 4,409     138  
    NEWMONT MINING CORP COMPANY GUARNT 0 2010-01 PURCHASE 2012-03   3,303 3,044     259  
    WYNDHAM WORLDWIDE GLB 06.000% DEC 01 2011-01 PURCHASE 2012-03   15,690 14,665     1,025  
    KRAFT FOODS INC GLB 04.125% FEB 09 2 2011-01 PURCHASE 2012-03   3,252 3,156     96  
    FORD MOTOR CREDIT CO GLB 07.000% OCT 2010-01 PURCHASE 2012-03   4,268 4,070     198  
    LOOMIS SAYLES HI INCOME 9LNL6 2008-12 PURCHASE 2012-03   15,184 9,167     6,017  
    ALTRIA GROUP INC CORP BOND 2009-02 PURCHASE 2012-03   8,024 6,173     1,851  
    GEORGIA PACIFIC CORP BOND 2009-04 PURCHASE 2012-03   7,413 4,620     2,793  
    INTL PAPER CO CORP BOND 2008-12 PURCHASE 2012-03   5,014 3,154     1,860  
    COMCAST CORP BOND 2008-12 PURCHASE 2012-03   6,558 5,831     727  
    CAPITAL ONE FINL CORP BOND 2008-12 PURCHASE 2012-03   3,293 2,282     1,011  
    EMBARQ CORP BOND 2008-12 PURCHASE 2012-03   5,125 3,237     1,888  
    GENERAL ELEC CAP CORP B75W2 2009-08 PURCHASE 2012-03   7,387 5,868     1,519  
    JPMORGAN CHASE & CO SENIOR NOTES GLB 2011-02 PURCHASE 2012-03   6,246 5,993     253  
    MORGAN STANLEY C6EG7 2009-11 PURCHASE 2012-03   6,103 6,047     56  
    NABORS INDUSTRIES INC D27P0 2009-07 PURCHASE 2012-03   4,544 3,732     812  
    VALERO ENERGY CORP BOND 2009-04 PURCHASE 2012-03   5,475 3,759     1,716  
    VALERO ENERGY CORP BOND 2009-05 PURCHASE 2012-03   3,285 2,399     886  
    SPRINT CAP CORP BOND 2008-12 PURCHASE 2012-03   6,840 5,003     1,837  
    AT&T CORP BOND 2008-12 PURCHASE 2012-03   4,585 4,262     323  
    SIMON PROPERTY GROUP INC - 06.125% M 2009-08 PURCHASE 2012-03   5,879 4,945     934  
    TIME WARNER INC CORP BOND 2008-12 PURCHASE 2012-03   3,548 2,767     781  
    USG CORP BOND 2008-12 PURCHASE 2012-03   5,739 4,219     1,520  
    US WEST TELECOM CORP BOND 2009-01 PURCHASE 2012-03   3,967 2,460     1,507  
    WHIRLPOOL CORP BOND 2009-05 PURCHASE 2012-03   4,475 4,110     365  
    TALISMAN ENERGY CORP BOND 2008-12 PURCHASE 2012-03   3,150 2,050     1,100  
    SHELL INTL FIN CORP BOND 2008-12 PURCHASE 2012-03   3,977 3,360     617  
    COMCAST CORP BOND 2008-12 PURCHASE 2012-05   16,754 14,577     2,177  
    COMCAST CORP BOND 2009-04 PURCHASE 2012-05   2,234 1,635     599  
    COMCAST CORP BOND 2009-05 PURCHASE 2012-05   8,936 6,800     2,136  
    COMCAST CORP BOND 2009-11 PURCHASE 2012-05   4,468 3,768     700  
    EMBARQ CORP BOND 2008-12 PURCHASE 2012-05   16,949 11,006     5,943  
    USG CORP BOND 2008-12 PURCHASE 2012-07   5,768 4,219     1,549  
    USG CORP BOND 2009-05 PURCHASE 2012-07   2,884 2,250     634  
    SPRINT CAP CORP BOND 2008-12 PURCHASE 2012-07   15,780 10,563     5,217  
    ALLY FINANCIAL INC GLB 06.875% AUG 2 2010-12 PURCHASE 2012-08   29,000 30,378     -1,378  
    VALERO ENERGY CORP BOND 2009-05 PURCHASE 2012-09   4,799 3,199     1,600  
    VALERO ENERGY CORP BOND 2009-11 PURCHASE 2012-09   2,399 1,830     569  
    VALERO ENERGY CORP BOND 2010-01 PURCHASE 2012-09   23,994 19,723     4,271  
    AUTOMATIC DATA PRO 2003-06 PURCHASE 2011-12   26,208 9,950     16,258  
    VANGUARD DIVIDEND APPRECIATION ETF 2010-03 PURCHASE 2012-01   56,379 48,718     7,661  
    INTL BUSINESS MACHINES 39050 2009-04 PURCHASE 2012-02   57,899 30,455     27,444  
    MICROSOFT CORP 2003-06 PURCHASE 2012-02   22,011 21,380     631  
    MCDONALDS CORP CO 47649 2009-04 PURCHASE 2012-02   20,000 11,128     8,872  
    MCDONALDS CORP CO 47649 2009-05 PURCHASE 2012-02   5,000 2,704     2,296  
    WALGREEN CO NEW 2003-06 PURCHASE 2012-03   3,260 2,964     296  
    WALGREEN CO NEW 2003-06 PURCHASE 2012-03   9,780 8,891     889  
    WALGREEN CO NEW 2009-09 PURCHASE 2012-03   19,560 20,760     -1,200  
    WALGREEN CO NEW 2010-06 PURCHASE 2012-03   16,300 14,099     2,201  
    AUTOMATIC DATA PRO 2003-06 PURCHASE 2012-04   13,668 4,975     8,693  
    WAL-MART STORES INC 2009-04 PURCHASE 2012-05   16,333 12,332     4,001  
    VERIZON COMMUNICATNS CO 79B06 2006-10 PURCHASE 2012-05   8,296 7,339     957  
    AT&T INC 2010-07 PURCHASE 2012-06   3,517 2,602     915  
    AT&T INC 2010-08 PURCHASE 2012-06   5,276 3,975     1,301  
    INTL BUSINESS MACHINES 39050 2009-04 PURCHASE 2012-07   19,688 10,152     9,536  
    AT&T INC 2010-08 PURCHASE 2012-07   12,951 9,275     3,676  
    AT&T INC 2011-07 PURCHASE 2012-07   5,551 4,701     850  
    MCDONALDS CORP CO 47649 2009-05 PURCHASE 2012-08   4,376 2,704     1,672  
    MCDONALDS CORP CO 47649 2009-08 PURCHASE 2012-08   17,505 11,258     6,247  
    MCDONALDS CORP CO 47649 2009-09 PURCHASE 2012-08   43,761 27,905     15,856  
    MCDONALDS CORP CO 47649 2011-03 PURCHASE 2012-08   43,761 36,758     7,003  
    GLAXOSMITHKLINE PLC AD 312G8 2010-10 PURCHASE 2012-09   27,961 24,612     3,349  
    GLAXOSMITHKLINE PLC AD 312G8 2010-10 PURCHASE 2012-09   9,320 8,202     1,118  
    GLAXOSMITHKLINE PLC AD 312G8 2011-01 PURCHASE 2012-09   23,301 19,510     3,791  
    GLAXOSMITHKLINE PLC AD 312G8 2011-02 PURCHASE 2012-09   23,301 18,964     4,337  
    NORFOLK SOUTHERN 2009-04 PURCHASE 2012-09   29,597 15,905     13,692  
    NORFOLK SOUTHERN 2009-05 PURCHASE 2012-09   6,577 3,488     3,089  
    NORFOLK SOUTHERN 2010-11 PURCHASE 2012-09   13,154 12,469     685  
    NORFOLK SOUTHERN 2011-02 PURCHASE 2012-09   16,443 15,660     783  
    NORFOLK SOUTHERN 2011-06 PURCHASE 2012-09   19,732 21,824     -2,092  
    NORFOLK SOUTHERN 2011-06 PURCHASE 2012-09   13,154 14,549     -1,395  
    VERIZON COMMUNICATNS CO 79B06 2009-05 PURCHASE 2012-10   8,600 5,966     2,634  
    VERIZON COMMUNICATNS CO 79B06 2010-07 PURCHASE 2012-10   4,300 2,622     1,678  
    VERIZON COMMUNICATNS CO 79B06 2010-08 PURCHASE 2012-10   17,200 11,724     5,476  
    VERIZON COMMUNICATNS CO 79B06 2011-01 PURCHASE 2012-10   12,900 10,682     2,218  
    VERIZON COMMUNICATNS CO 79B06 2011-01 PURCHASE 2012-10   8,600 7,122     1,478  
    INTEL 2003-06 PURCHASE 2012-11   50,408 43,216     7,192  
    INTEL 2011-08 PURCHASE 2012-11   50,408 48,919     1,489  
    PRAXAIR INC 61889 2009-04 PURCHASE 2012-11   36,634 22,914     13,720  
    PRAXAIR INC 61889 2009-08 PURCHASE 2012-11   15,700 11,702     3,998  
    PRAXAIR INC 61889 2009-11 PURCHASE 2012-11   10,467 8,302     2,165  
    PRAXAIR INC 61889 2011-01 PURCHASE 2012-11   20,934 18,550     2,384  
    PRAXAIR INC 61889 2011-02 PURCHASE 2012-11   20,934 19,000     1,934  
    INTL BUSINESS MACHINES 39050 2009-04 PURCHASE 2012-11   37,054 20,306     16,748  
    FT WASHINGTON HI YIELD 2011-12 PURCHASE 2012-11   14,293       14,293  
    FT WASHINGTON HI YIELD 2011-11 PURCHASE 2012-11   78,596       78,596  

    TY 2011 InvestmentsCorpBondsSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Name of Bond End of Year Book Value End of Year Fair Market Value
    ALCOA INC GLB 05.900% FEB 01 2027    
    ALLY FINANCIAL INC GLB 06.875% AUG 2    
    ALTRIA GROUP INC CORP BOND    
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR    
    ARCELORMITTAL GLB 03.750% AUG 05 201    
    AT&T CORP BOND    
    BELLSOUTH CORP BOND    
    BP CAPITAL MARKETS PLC COMPANY GUARN    
    BUNGE LIMITED FINANCE CO COMPANY GUA    
    BURLINGTN NORTH SANTA FE - 04.700% O    
    CAPITAL ONE FINL CORP BOND    
    CITIGROUP INC GLB 05.375% AUG 09 202    
    COMCAST CORP BOND    
    DIRECTV HLDG/FIN INC COMPANY GUARNT    
    EMBARQ CORP BOND    
    ENERGY TRANSFER PARTNERS - 06.700% J    
    EXPRESS SCRIPTS INC COMPANY GUARNT 0    
    FEDERAL NATL MTG ASSOC NOTES 00.750%    
    FHLMC G0 5188 05%2038 AMORTIZED F    
    FNMA P745275 05%203 IJ7N2    
    FNMA P889572 05 50%2038 AMORTIZED F    
    FNMA P889982 05 50%203 IW4A5    
    FNMA P992033 06%203 IUXL2    
    FNMA P995018 05 50%203 IUFG5    
    FNMA P995672 04 50%2039 AMORTIZED F    
    FNMA PAE0392 05 50%2039 AMORTIZED F    
    FNMA PAL0065 04 50%2041 AMORTIZED F    
    FORD MOTOR CREDIT CO GLB 07.000% OCT    
    GENERAL ELEC CAP CORP B75W2    
    GENERAL ELEC CAP CORP GLB 02.800% JA    
    GEORGIA PACIFIC CORP BOND    
    INTL PAPER CO CORP BOND    
    JPMORGAN CHASE & CO SENIOR NOTES GLB    
    KRAFT FOODS INC GLB 04.125% FEB 09 2    
    MCDONALD'S CORP BOND    
    NEWFIELD EXPLORATION CO GLB 05.750%    
    NEWMONT MINING CORP COMPANY GUARNT 0    
    NEWS AMERICA CORP BOND    
    NISOURCE FINANCE CORP COMPANY GUARNT    
    OWENS CORNING INC COMPANY GUARNT GLB    
    PROCTER & GAMBLE CO/THE GLB 01.450%    
    PRUDENTIAL FINANCIAL INC SER MTN 04.    
    SHELL INTL FIN CORP BOND    
    SIMON PROPERTY GROUP INC - 06.125% M    
    SPRINT CAP CORP BOND    
    TALISMAN ENERGY CORP BOND    
    TIME WARNER CABLE INC COMPANY GUARNT    
    TIME WARNER INC CORP BOND    
    TRANSOCEAN INC COMPANY GUARNT GLB 06    
    UNITEDHEALTH GROUP CORP BOND    
    US STEEL CORP SENIOR NOTES 07.375% A    
    US WEST TELECOM CORP BOND    
    USG CORP BOND    
    VALERO ENERGY CORP BOND    
    WAL-MART STORES CORP BOND    
    WELLS FARGO & CO E7599    
    WELLS FARGO & CO NOTES SER MTN GLB 0    
    WHIRLPOOL CORP BOND    
    WYNDHAM WORLDWIDE GLB 06.000% DEC 01    
    ALCOA INC GLB 05.900% FEB 01 2027 13,822 14,008
    ALTRIA GROUP INC CORP BOND 7,628 10,112
    ANHEUSER-BUSCH INBEV SA COMPANY GUAR 28,590 34,071
    ARCELORMITTAL GLB 03.750% AUG 05 201 16,938 17,173
    AT&T CORP BOND 22,805 29,014
    BELLSOUTH CORP BOND 11,034 12,747
    BP CAPITAL MARKETS PLC COMPANY GUARN 22,394 25,504
    BUNGE LIMITED FINANCE CO COMPANY GUA 16,069 17,191
    BURLINGTN NORTH SANTA FE - 04.700% O 26,444 30,264
    CAPITAL ONE FINL CORP BOND 12,429 18,409
    CCO HLDGS LLC/CAP 06.625% JAN 31 202 17,043 18,488
    CITIGROUP INC GLB 05.375% AUG 09 202 14,496 16,521
    CITIZENS COMMUNICATIONS 06.250 JAN 1 12,968 13,065
    DIRECTV HLDG/FIN INC COMPANY GUARNT 26,925 30,150
    DOMINION RESOURCES INC 05.200% AUG 1 18,634 21,584
    EMBARQ CORP BOND 10,770 14,178
    ENERGY TRANSFER PARTNERS - 06.700% J 14,331 15,829
    EXPRESS SCRIPTS INC COMPANY GUARNT 0 27,810 29,625
    FHLMC A9 4713 04%2040 AMORTIZED FCR 111,019 109,802
    FHLMC A9 6409 03 50%2041 AMORTIZED F 95,777 96,746
    FNMA P745275 05%203 IJ7N2 44,816 44,635
    FNMA P992033 06%203 IUXL2 249,970 45,600
    FNMA P995672 04 50%2039 AMORTIZED F 118,041 123,767
    FNMA PAB4102 03 50%2041 AMORTIZED FC 55,648 58,212
    FNMA PAH3645 04%2041 AMORTIZED FCR 114,351 115,423
    FNMA PAL0065 04 50%2041 AMORTIZED F 18,358 19,668
    FNMA PAO9925 03 50%2042 AMORTIZED FC 181,349 181,384
    FNMA PAP7553 03%2042 AMORTIZED FCR 98,457 98,469
    FORD MOTOR CREDIT CO GLB 07.000% OCT 24,420 25,100
    GENERAL ELEC CAP CORP B75W2 22,833 31,206
    GENERAL ELEC CAP CORP GLB 02.800% JA 12,979 13,029
    GEORGIA PACIFIC CORP BOND 8,565 15,142
    GOLDMAN SACHS GROUP INC GLB 06.150% 27,218 30,372
    HEWLETT-PACKARD CO GLB 02.600% SEP 1 27,142 25,696
    INTL PAPER CO CORP BOND 7,701 11,651
    ISHARES BARCLAYS SHORT TREASUR 504,165 504,257
    JPMORGAN CHASE & CO SENIOR NOTES GLB 34,130 36,251
    KRAFT FOODS INC GLB 04.125% FEB 09 2 28,408 29,541
    MCDONALD'S CORP BOND 12,394 14,108
    MORGAN STANLEY C6EG7 25,482 25,876
    MORGAN STANLEY 04.750% MAR 22 2017 7,978 8,670
    NABORS INDUSTRIES INC D27P0 21,655 27,246
    NEWMONT MINING CORP COMPANY GUARNT 0 18,264 20,756
    NEWS AMERICA CORP BOND 14,078 18,760
    NISOURCE FINANCE CORP COMPANY GUARNT 12,260 14,514
    OWENS CORNING INC COMPANY GUARNT GLB 12,578 14,624
    PRUDENTIAL FINANCIAL INC SER MTN 04. 13,373 14,323
    SHELL INTL FIN CORP BOND 14,485 18,667
    SIMON PROPERTY GROUP INC - 06.125% M 11,908 14,761
    SPRINT CAP CORP BOND 12,178 18,540
    TALISMAN ENERGY CORP BOND 15,747 25,212
    TEMPLETON GLBL BOND FD ADV CL 506,955 502,997
    TIME WARNER CABLE INC COMPANY GUARNT 26,468 29,627
    TIME WARNER INC CORP BOND 8,920 12,900
    UNITEDHEALTH GROUP CORP BOND 2,984 3,411
    US STEEL CORP SENIOR NOTES 07.375% A 11,041 11,220
    US WEST TELECOM CORP BOND 9,919 15,000
    USD ODAFONE GROUP 1.625% MAR 20 2017 16,820 17,299
    WAL-MART STORES CORP BOND 24,835 30,877
    WELLS FARGO & CO NOTES SER MTN GLB 0 20,975 24,370
    WHIRLPOOL CORP BOND 13,475 14,356
    WYNDHAM WORLDWIDE GLB 06.000% DEC 01 1,048 1,558

    TY 2011 InvestmentsCorpStockSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Name of Stock End of Year Book Value End of Year Fair Market Value
    AMERICAN EURO PACIFIC 97154    
    BLACKROCK GLOBAL 97E59    
    BLACKROCK GLOBAL ALLOCATION FD INC I    
    COLUMBIA ACORN FUND Z 97011    
    HARTFORD CAPITAL 97RR0    
    ITALCEMENTI FABBRICHE R 891D6    
    LAZARD EMERGING MKTS 97NY6    
    LOOMIS SAYLES SECURITIZED ASSETS FD    
    MATTHEWS ASIAN FUNDS PACIFIC TIGERS    
    NIPPON TV NETWORK F 92782    
    OPPENHEIMER DEVELOPING MARKETS FD CL    
    PIMCO ALL ASSET ALL AUTHORITY FUND C    
    PIMCO COMMODITY REAL RETURN STRATEGY    
    SAN-IN GODO BANK 8381 89E26    
    TEMPLETON GLBL BOND FD ADV CL    
    WELLS FARGO ADVANTAGE ASSET ALLOCATI    
    CITIZENS COMMUNICATIONS - 06.250% JA    
    COAST ACCESS III LTD 8EBT9    
    CSC HOLDINGS INC - 07.625% JUL 15 20    
    DOMINION RESOURCES INC - 05.200% AUG    
    DUKE ENERGY CORP BOND    
    ENTERPRISE PRDTS PRTN LP L P    
    EVENT DRIVN CREDIT HEDG 8EC25    
    FIRST EAGLE 9E3S2    
    LOOMIS SAYLES HI INCOME 9LNL6    
    ML SYSTEMATIC MOMENTUM 73YC0    
    MORGAN STANLEY C6EG7    
    NABORS INDUSTRIES INC D27P0    
    PIMCO FIXED INCOME SHS 9HPC5    
    PIMCO FIXED INCOME SHS 9HPC6    
    WASTE MANAGEMENT INC NE 9D8C4    
    WEIQIAO TEXTILE CO-H SH 9HNL7    
    3M COMPANY 74E15    
    ABBOTT LABORATORIES    
    ABERCROMBIE & FITCH CO    
    ACCENTURE PLC SHS    
    ACE LTD 02600    
    ADOBE SYS DEL PV 0.001 00380    
    AKITA BANK LTD 8343 50.JPY PAR ORDIN    
    ALEXANDER & BALDWIN INC    
    ALLERGAN INC    
    ALPINE ELEC INC 6816 JPY PAR ORDINAR    
    AMAZON COM INC COM 011K2    
    AMERICAN EXPRESS CO    
    AMGEN INC COM PV 0.000 04491    
    AMN ELEC POWER CO 02516    
    AMPHENOL CORP CL A NEW    
    ANADARKO PETE CORP 04607    
    AON CORP    
    APACHE CORP 04953    
    APPLE COMPUTERS 8/12/97    
    ARCHER DANIELS MIDLD 05071    
    ARGO GROUP INTERNATIONA 027L2    
    ASML HLDG N.V. NEW YORK REGISTRY SHA    
    AT&T INC    
    AUTOMATIC DATA PRO    
    AVALONBAY CMMUN INC 014H7    
    BAKER HUGHES INC    
    BANK OF AMERICA CORP 079W8    
    BANK OF NAGOYA LTD 8522 89B42    
    BARRICK GOLD CORPORATION    
    BERKSHIRE HATHAWAY INC DELAWARE CL A    
    BG GROUP PLC SPON AD 080X2    
    BHP BILLITON LTD AD 082E4    
    BIOGEN IDEC INC 075W0    
    BOEING COMPANY 09728    
    BORG WARNER INC CO 069K4    
    BOSTON PPTYS INC 076X6    
    BRASIL TELECOM SA ADR    
    BRASIL TELECOM SA SHS    
    BRIGGS & STRATTON W 10934    
    C.H. ROBINSON WORLDWIDE 149L9    
    CARNIVAL CORP PAIRED SH 136F0    
    CATERPILLAR INC DEL 14565    
    CELGENE CORP CO 14659    
    CEMEX SA DE CV SPND AD 140U2    
    CERNER CORP CO 15604    
    CHEVRON CORP 144X5    
    CHUDENKO CORP 89AJ2    
    CIGNA CORP 16906    
    CIMENTS FRANCAIS SP ADR    
    CINN FINCL CRP OHIO 16983    
    CISCO SYS INC    
    CITIGROUP INC COM NEW    
    CITRIX SYSTEMS INC CO 132R9    
    CLIFFS NATURAL RESOURCES INC    
    COACH INC 143G8    
    COCA-COLA 11/10/95    
    COLGATE PALMOLIVE CO    
    COMCAST CORP NEW CL A 127J0    
    COMERICA INC COM    
    CONOCOPHILLIPS 145W7    
    CORNING INC 21322    
    COVIDIEN PLC SHS NEW    
    CROWN CASTLE INTL CORP 138N1    
    CVS CORP DELAWARE CO 135H0    
    D R HORTON INC 23609    
    DANAHER CORP DEL CO 22576    
    DELTA AIR LINES INC 23146    
    DEVON ENERGY CORP NEW 229B4    
    DISNEY (WALT) CO COM ST 23892    
    DOW CHEMICAL CO 24465    
    E L FINANCL CORP LTD    
    E M C CORPORATION MASS 25153    
    EATON CORP 25660    
    EBAY INC CO 256T9    
    EL PASO CORPORATION 259B7    
    EMBRAER S A SPONSRD ADR    
    EMERSON ELEC CO 26435    
    EOG RESOURCES INC 257J7    
    EVEREST RE GROUP LTD    
    EXPRESS SCRIPTS INC COM    
    EXXON MOBIL CORP CO 257D4    
    FAMILY DOLLAR STORES    
    FANUC LTD-UNSP    
    FIDELITY NATIONAL FINANC INC    
    FIFTH THIRD BANCORP    
    FINMECCANICA SPA, ROMA 4.4 EUR PAR O    
    FIRST PAC CO SPNSD ADR 278B7    
    FLEXTRONICS INTL LTD 277K0    
    FORD MOTOR COMPANY    
    FRANKLIN RES INC 30655    
    FREEPRT-MCMRAN CPR 278X5    
    GENERAL ELECTRIC 12/26/95    
    GENERAL MILLS 31746    
    GENL DYNAMICS CORP CO 31564    
    GLAXOSMITHKLINE PLC AD 312G8    
    GOLDMAN SACHS GROUP INC 316A8    
    GOOGLE INC CL A 31842    
    GRAFTON GROUP PLC EUR PAR ORDINARY    
    HACHIJUNI BANK LTD ADR 348F1    
    HALLIBURTON COMPANY 34824    
    HELLENIC TELECOM ORGANIZ 750.EUR PAR    
    HERTZ GLOBAL HOLDINGS IN    
    HESS CORP 35DX1    
    HEWLETT PACKARD CO DE 36229    
    HOME RETAIL GROUP 8GGW1    
    HSN INC    
    HUMANA INC 37621    
    HYAKUGO BANK LTD(105TH B JPY PAR ORD    
    HYATT HOTELS CORP    
    ILLUMINA INC COM    
    INGRAM MICRO INC CL A    
    INTEL    
    INTL BUSINESS MACHINES 39050    
    INTL PAPER CO    
    INTUITIVE SURGICAL INC 388C2    
    IRON MOUNTAIN INC NEW    
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX    
    ISHARES MSCI EMERGING    
    ISHARES RUSSELL 1000 31CK0    
    ITALCEMENTI RISP 898P4    
    ITALMOBILARE RISP NC FN 5000.ITL PAR    
    ITALMOBILIARE 89003    
    ITV PLC 8EWX3    
    IVANHOE MINES LTD    
    J P MORGAN CHASE AND CO 405S5    
    JOHNSON & JOHNSON    
    JONES (THE) GROUP INC    
    JUNIPER NETWORKS INC 405H1    
    KAGOSHIMA BANK 8390 JPY PAR ORDINARY    
    KB HOME 41500    
    KEYCORP NEW CO 415J3    
    KIMBERLY CLARK 42451    
    KINDER MORGAN ENERGY PARTNERS LP    
    KOHLS CORP    
    KRAFT FOODS INC VA CL A    
    KROGER CO    
    LAGARDERE S.C.A. F 91057    
    LAS VEGAS SANDS CORP 436S9    
    LAUDER ESTEE COS INC A    
    LENNAR CORP CL 434A8    
    LENNAR CORP CL 44181    
    LILLY ELI CO 44534    
    LIMITED BRANDS INC 44609    
    LONZA GROUP AG 1.CHF PAR ORDINARY    
    LORILLARD INC    
    LUNDBECK (H) AS EUR PAR ORDINARY    
    M&T BANK CORPORATIO 46EB0    
    MAGNA INTL INC CL A VTG 46157    
    MAGYAR TAVKOZLES RT ADR 46E67    
    MARATHON OIL CORP 46JR7    
    MARRIOTT INTL INC NEW A 46FH1    
    MARRIOTT VACATIONS WORLDWIDE CORP SH    
    MASCO CORP 47205    
    MCDONALDS CORP CO 47649    
    MCKESSON CORPORATION COM    
    MEAD JOHNSON NUTRTION CO    
    MEDCO HEALTH SOLUTIONS 46J71    
    MERCK AND CO INC SHS    
    METLIFE INC 49DM2    
    MGM MIRAGE    
    MICROSOFT CORP    
    MONSANTO CO NEW DEL CO 46HY7    
    MORGAN STANLEY DEAN WITTER CON    
    MS&AD INS GROUP HLDGS UNSP ADR    
    NATIONAL GRID PLC SP ADR    
    NATIONAL-OILWELL VARCO 526S0    
    NESTLE S A REP RG SH AD 54035    
    NETFLIX COM INC    
    NEWS CORP CL 53BL0    
    NEXTERA ENERGY INC SHS    
    NIKE INC CL B 55492    
    NORFOLK SOUTHERN    
    NORTEL INV PFD B SPD ADR    
    OCCIDENTAL PETE CORP CA 57115    
    OLD REPUB INTL CORP 57683    
    OMNICOM GROUP COM 57830    
    ONO PHARMACEUTICAL 4528 JPY PAR ORDI    
    ORACLE CORP    
    OSHKOSH CORPORATION    
    PANALPINA WELTTRANSPORT 8FSY5    
    PEABODY ENERGY CORP COM    
    PEPSICO    
    PFIZER INC.    
    PG&E CORP 590F9    
    PHILIP MORRIS INTL INC 601S5    
    PLAINS ALL AMERN PIPL L 8AG03    
    PNC FINCL SERVICES GROU 59788    
    PPG INDUSTRIES INC SHS    
    PPL CORPORATION 594L6    
    PRAXAIR INC 61889    
    PRECISION CASTPARTS 62553    
    PREMIER FOODS PLC 8E5W4    
    PRICE T ROWE GROUP INC 595K0    
    PROCTER & GAMBLE 11/10/95    
    PROGRESSIVE CRP OHIO 63010    
    PRUDENTIAL FINANCIAL IN 59442    
    PRUDENTIAL PLC ADR    
    PUB SVC ENTERPRISE GRP 63133    
    PULTE HOMES INC CO 584E7    
    QUALCOMM INC    
    RANGE RESOURCES CORP DE 64AE2    
    RAYTHEON CO DELAWARE NE 64AP3    
    REGIONS FINL CORP 64D29    
    REPUBLIC SERVICES INC    
    REYNOLDS AMERICAN INC 64D43    
    ROYAL DUTCH SHELL PLC    
    SAFEWAY INC NE 66472    
    SCHLUMBERGER LTD    
    SCHWAB CHARLES CORP NEW 67344    
    SEIKO EPSON CORP UNSP 678W7    
    SEMPRA ENERGY    
    SIGMA ALDRICH CORP    
    SIMON PROPERTY GROUP DE 67259    
    SOUTHERN COMPANY    
    STANLEY BLACK & DECKER INC    
    STARBUCKS CORP 71795    
    STARWOOD HOTELS AND RESORTS WORLDWID    
    STERICYCLE INC COM    
    STMICROELECTRONICS NY SH    
    SUNCOR ENERGY INC NEW    
    SUNTRUST BKS INC CO 72768    
    SUPERVALU INC DEL CO 72458    
    TARGET CORP COM 74DG3    
    TE CONNECTIVITY LTD REG.SHS    
    TEVA PHARMACTCL INDS AD 73763    
    TEXAS INSTRUMENTS 73841    
    THE MOSAIC COMPANY COMMON SHARES    
    THERMO FISHER SCIENTIFI 74058    
    THOMAS COOK GROUP PLC UNSP ADR    
    TIM PARTICIPACO/S ADR SPONSORED    
    TIME WARNER CABLE INC 74KB1    
    TIME WARNER INC SHS 74KB0    
    TJX COS INC NEW 733F2    
    TOYO SUISAN KAISHA ADR    
    TRAVELERS COS INC 74HN3    
    TSI HOLDINGS CO LTD 3608 JPY PAR ORD    
    TURKIYE VAKIFLAR BANKASI TAO SHS    
    TYCO INTL LTD NAMEN-AKT    
    TYSON FOODS INC CL A 75775    
    UNILEVER NV NY REG SHS    
    UNION PACIFIC CORP 76323    
    UNIPOL GRUPPO FINANZIAR 88449    
    UNITED PARCEL SVC CL B 76BN1    
    UNITED STS STL CORP NEW 76B04    
    UNITED TECHNOLOGIES CORP    
    UNITEDHEALTH GROUP INC 76BT5    
    US BANCORP (NEW) 76B35    
    USG CORP COM NEW 76705    
    V F CORPORATION    
    VALERO ENERGY CORP NEW 79A05    
    VANGUARD DIVIDEND APPRECIATION ETF    
    VANGUARD EUROPE PACIFIC 31ML1    
    VANGUARD VALUE ETF 31FM3    
    VERIFONE SYSTEMS INC    
    VERIZON COMMUNICATNS CO 79B06    
    VERTEX PHARMCTLS INC 795E6    
    VODAFONE GROUP PLC NEW 79DP4    
    WALGREEN CO NEW    
    WAL-MART STORES INC    
    WATERS CORP    
    WILLIS GROUP HOLDINGS PUBLIC LIMITED    
    WOLTERS KLUWER NV .12EUR PAR ORDINAR    
    WSTN DIGITAL CORP DEL 81665    
    XEROX CORP 83859    
    YAMAHA MOTOR CO LTD SHS 84AW8    
    YUM BRANDS, INC.    
    ZIONS BANCORP CO 84471    
    ABBOTT LABORATORIES 106,596 135,005
    ACE LTD 02600 36,080 40,090
    AEGON N.V. NY REG SHS 738 740
    AETNA INC NEW 018K0 34,499 38,007
    AMAZON COM INC COM 011K2 20,536 28,230
    AMERICAN EURO PACIFIC 97154 1,506,130 2,028,991
    AMERICAN EXPRESS CO 91,395 111,800
    AMPHENOL CORP CL A NEW 15,810 20,929
    APPLE COMPUTERS 8/12/97 279,815 534,361
    AT&T INC 67,445 68,260
    AUTOMATIC DATA PRO 175,147 468,146
    BAXTER INTERNTL INC 08470 31,519 40,756
    BERKSHIRE HATHAWAY INC DELAWARE CL A 222,699 263,832
    BLACKROCK GLOBAL 97E59 653,128 698,560
    BOEING COMPANY 09728 100,054 111,420
    C.H. ROBINSON WORLDWIDE 149L9 43,451 34,936
    CARNIVAL CORP PAIRED SH 136F0 50,975 58,647
    CELGENE CORP CO 14659 114,085 152,476
    CHEVRON CORP 144X5 272,920 348,777
    CINN FINCL CRP OHIO 16983 173,251 243,120
    CISCO SYS INC 99,996 105,896
    COAST ACCESS III LTD 8EBT9 44,547 30,257
    COCA-COLA 11/10/95 92,414 113,760
    COLUMBIA ACORN FIND Z 97011 401,090 578,797
    CROWN CASTLE INTL CORP 138N1 43,096 91,292
    CVS CORP DELAWARE CO 135H0 30,599 36,603
    DEVON ENERGY CORP NEW 229B4 56,770 49,913
    DOW CHEMICAL CO 24465 59,604 61,980
    E M C CORPORATION MASS 25153 77,051 71,693
    EATON CORP 25660 41,351 58,263
    EBAY INC CO 256T9 94,854 171,862
    EMERSON ELEC CO 26435 75,813 95,437
    EXPRESS SCRIPTS HLDG CO 101,891 98,920
    EXXON MOBIL CORP CO 257D4 181,407 383,409
    FANUC LTD-UNSP 69,517 80,084
    FIRST EAGLE 9E3S2 1,472,763 2,010,387
    FLEXTRONICS INTL LTD 277K0 53,980 51,964
    FORD MOTOR COMPANY 57,999 59,746
    GENERAL ELECTRIC 12/26/95 142,966 211,300
    GILEAD SCIENCES INC COM 32422 20,645 24,075
    GOOGLE INC CL A 31842 225,390 268,872
    HALLIBURTON COMPANY 34824 60,982 74,170
    HARBOR INTERNATIONAL FUND INSTL CL 1,500,000 1,586,590
    HARTFORD CAPITAL 97RR0 1,549,508 2,015,348
    HOME DEPOT INC 79,954 97,605
    HONEYWELL INTL INC DEL 54,111 62,986
    HOSPIRA INC 35,947 31,797
    INTEL 177,070 195,650
    INTL BUSINESS MACHINES 39050 82,562 133,049
    INTUITIVE SURGICAL INC 388C2 13,734 33,856
    IRON MOUNTAIN INC NEW 38,531 35,708
    ISHARES BARCLAYS AGGRGT 31FG4 599,944 613,446
    ISHARES BARCLYS 1-3 YEAR TREAS INDEX 302,061 302,211
    ISHARES MSCI EMERGING 88,508 104,463
    ISHARES RUSSELL 1000 31CK0 793,988 885,822
    J P MORGAN CHASE AND CO 405S5 218,662 215,670
    JOHNSON & JOHNSON 257,863 320,758
    KBR INC 46,101 54,683
    KINDER MORGAN ENERGY PARTNERS LP 40,950 61,133
    LAZARD EMERGING MKTS 97NY6 709,218 700,473
    LIFE TECHNOLOGIES CORP 38,620 39,085
    LILLY ELI CO 44534 91,480 110,340
    LIMITED BRANDS INC 44609 69,160 117,843
    LOOMIS SAYLES HI INCOME 9LNL6 40,400 62,974
    LOOMIS SAYLES SECURITIZED ASSETS FD 1,029,213 1,101,516
    LOOMIS SAYLES STRATEFIC INC FD CL Y 521,209 527,521
    MARRIOTT INTL INC NEW A 46FH1 41,339 46,951
    MASTERCARD INC 46L15 17,170 21,502
    MATTHEWS ASIAN FUNDS PACIFIC TIGERS 320,335 391,865
    MEDTRONICS INC 130,475 145,237
    MERCK AND CO INC SHS 80,977 99,675
    METLIFE INC 49DM2 39,384 41,255
    MGM MIRAGE 34,428 27,662
    MICROSOFT CORP 265,039 252,417
    ML SYSTEMATIC MOMENTUM 73YC0 500,000 416,026
    MONSTER BEVERAGE CORP 32,854 29,106
    NEWS CORP CL 53BL0 66,108 117,799
    NIKE INC CL B 55492 25,784 28,854
    NORFOLK SOUTHERN 60,844 53,195
    NYSE EURONEXT 36,030 33,764
    OCCIDENTAL PETE CORP CA 57115 60,182 51,519
    ON SEMINCONDUCTOR CRP CO 57CY5 40,087 39,650
    OPPENHEIMER DEVELOPING MARKETS FD CL 512,984 586,160
    ORACLE CORP 60,189 72,797
    PARTNERRE LTD 584T4 38,224 42,932
    PEPSICO 185,250 315,945
    PHILIP MORRIS INTL INC 601S5 103,740 179,760
    PIMCO ALL ASSET ALL AUTHORITY FUND C 1,076,345 1,103,393
    PIMCO FIXED INCOME SHS 9HPC5 641,152 691,591
    PIMCO FIXED INCOME SHS 9HPC6 599,452 697,004
    PLAINS ALL AMERN PIPL L 8AG03 36,010 69,870
    PRECISION CASTPARTS 62553 30,557 48,045
    PRICE T ROWE GROUP INC 595K0 54,233 97,005
    PROCTER & GAMBLE 11/10/95 446,559 866,101
    PRUDENTIAL FINANCIAL IN 59442 31,413 35,546
    PRUDENTIAL PLC ADR 21,231 33,499
    REGIONS FINL CORP 64D29 38,946 39,440
    ROCKWELL AUTOMATION INC 38,622 43,265
    ROYAL DUTCH SHELL PLC 241,149 323,197
    SCHLUMBERGER LTD 134,856 107,430
    SUPERIOR ENERGY SVCS INC 35,879 38,589
    SYMANTEC CORP CO 73079 64,800 81,812
    TARGET CORP COM 74DG3 53,180 59,595
    TE CONNECTIVITY LTD REG.SHS 37,546 43,588
    THE MOSAIC COMPANY COMMON SHARES 57,287 58,979
    TURQUOISE HILL RES LTD COM 62,904 26,414
    UNION PACIFIC CORP 76323 108,056 112,466
    UNITED PARCEL SVC CL B 76BN1 59,369 65,282
    UNITED TECHNOLOGIES CORP 54,139 80,110
    US BANCORP (NEW) 76B35 72,503 112,910
    VALERO ENERGY CORP NEW 79A05 56,270 62,294
    VANGUARD DIVIDEND APPRECIATION ETF 162,809 179,340
    VANGUARD EUROPE PACIFIC 31ML1 2,199,952 2,354,970
    VANGUARD GROWTH ETF 199,973 232,538
    VANGUARD MSCI EMERGING MRKETS ETF 199,992 216,293
    VANGUARD VALUE ETF 31FM3 821,762 1,103,198
    VERTEX PHARMCTLS INC 795E6 21,545 21,646
    VODAFONE GROUP PLC NEW 79DP4 117,540 106,585
    WAL-MART STORES INC 81,024 108,030
    WASTE MANAGEMENT INC NE 9D8C4 85,347 89,568
    WELLS FARGO & CO E7599 91,929 99,030
    WILLIS GROUP HOLDINGS PUBLIC LIMITED 35,981 35,782
    WISOMTREE L/C DIVID FD 152,160 160,740

    TY 2011 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   840,252 849,216

    TY 2011 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 28,634 16,450 16,450


    TY 2011 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 9,056 9,056    


    TY 2011 OtherIncomeSchedule2
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    OTHER INCOME 8,309   8,309


    TY 2011 OtherLiabilitiesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Description Beginning of Year - Book Value End of Year - Book Value
    SHORT SALES 65,321 46,760
    FEDERAL INCOME TAX PAYABLE   2,899


    TY 2011 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 182,054 182,054    


    TY 2011 TaxesSchedule
    Name:
    THE FISCHER FAMILY FOUNDATION 2008
    EIN: 38-6863779
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAX 5,105 5,105    
    FEDERAL TAX 7,500 7,500