Form990-PF

Department of the Treasury
Internal Revenue Service
Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter Social Security numbers on this form as it may be made public. By law, the IRS cannot redact the information on the form.
bulletInformation about Form 990-PF and its instructions is at www.irs.gov/form990pf.
OMB No. 1545-0052
2013
Open to Public Inspection
For calendar year 2013, or tax year beginning 01-01-2013 , and ending 12-31-2013
Name of foundation
FRANCES PEW HAYES FAMILY FDN INC
 

Number and street (or P.O. box number if mail is not delivered to street address)103 DRUMLIN HILL ROAD   Room/suite
City or town, state or province, country, and ZIP or foreign postal code
BOLTON, MA01740
A Employer identification number

65-0297367
B Telephone number (see instructions)

(978) 779-6251
C bullet
G Check all that apply:

D 1. bullet
2. bullet
E bullet
H Check type of organization:
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$5,435,366J Accounting method:
MODIFIED CASH
(Part I, column (d) must be on cash basis.)
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 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 30 30  
4 Dividends and interest from securities...... 107,803 107,803  
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 138,095
b Gross sales price for all assets on line 6a 3,047,515
7 Capital gain net income (from Part IV, line 2)... 91
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).......      
12 Total. Add lines 1 through 11........ 245,928 107,924  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 47,000     47,000
14 Other employee salaries and wages...... 30,000     30,000
15 Pension plans, employee benefits....... 10,249     10,249
16a Legal fees (attach schedule).........        
b Accounting fees (attach schedule)....... Click to see attachment 2,495 1,247   1,248
c Other professional fees (attach schedule)....        
17 Interest...............        
18 Taxes (attach schedule) (see instructions) Click to see attachment 9,685 3,086 583 6,016
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 75,441 74,434   1,007
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 174,870 78,767 583 95,520
25 Contributions, gifts, grants paid........ 131,500 131,500
26 Total expenses and disbursements. Add lines 24 and 25 306,370 78,767 583 227,020
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -60,442
b Net investment income (if negative, enter -0-) 29,157
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2013)
Form 990-PF (2013)
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............... 39,795    
2 Savings and temporary cash investments.......... 97,519 108,751 108,751
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 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)      
b Investments—corporate stock (attach schedule)........      
c Investments—corporate bonds (attach schedule)........      
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)........... 4,852,056 Click to see attachment5,322,798 5,322,798
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet)   Click to see attachment3,817 Click to see attachment3,817
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 4,989,370 5,435,366 5,435,366
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 attachment994  
23 Total liabilities (add lines 17 through 22).......... 994 0
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted.................... 4,988,376 5,435,366
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).................... 4,988,376 5,435,366
31 Total liabilities and net assets/fund balances (see page 17 of
the instructions).................. 4,989,370 5,435,366
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 4,988,376
2 Enter amount from Part I, line 27a..................... 2 -60,442
3 Other increases not included in line 2 (itemize) bulletClick to see attachment 3 507,432
4 Add lines 1, 2, and 3.......................... 4 5,435,366
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 5,435,366
Form 990-PF (2013)
Form 990-PF (2013)
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 91
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 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))
2012 324,798 4,871,910 0.066667
2011 276,187 4,865,256 0.056767
2010 323,706 5,002,328 0.064711
2009 381,775 4,714,407 0.080980
2008 309,793 5,488,029 0.056449
2 Total of line 1, column (d) ...................... 2 0.325574
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 0.065115
4 Enter the net value of noncharitable-use assets for 2013 from Part X, line 5..... 4 5,354,409
5 Multiply line 4 by line 3....................... 5 348,652
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6 292
7 Add lines 5 and 6......................... 7 348,944
8 Enter qualifying distributions from Part XII, line 4.............. 8 227,020
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.
Form 990-PF (2013)
Form 990-PF (2013)
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 1 583
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............................ 3 583
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- ..... 5 583
6 Credits/Payments:
a 2013 estimated tax payments and 2012 overpayment credited to 2013 6a 4,400
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 4,400
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 3,817
11 Enter the amount of line 10 to be: Credited to 2014 estimated taxBullet800 RefundedBullet 11 3,017
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 instructions)
    bulletMA
    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 2013 or the taxable year beginning in 2013 (see instructions for Part XIV)?
    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 instructions) .............
    11
     
    No
    12
    Did the foundation make a distribution to a donor advised fund over which the foundation or a disqualified person had
    advisory privileges? If "Yes," attach statement (see instructions).................
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbulletN/A
    14
    The books are in care ofbulletJ HOWARD P BLACK Telephone no.bullet (978) 779-6251
    Located atbullet103 DRUMLIN HILL RDBOLTONMA ZIP+4bullet017401091
    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 2013, did the foundation have an interest in or a signature or other authority over YesNo
    a bank, securities, or other financial account in a foreign country?
    16   No
    See 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 (2013)
    Form 990-PF (2013)
    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
     
    No
    .........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 2013?.............
    1c
     
    No
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2013, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2013?...............
    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 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 2013 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 2013.)....................
    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 2013?
    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 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 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 (2013)
    Form 990-PF (2013)
    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 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
    J HOWARD P BLACKClick to see attachment PRESIDENT
    40.00     		0 0 0
    103 DRUMLIN HILL RD
    BOLTON,MA01740
    MARY S BLACKClick to see attachment DIRECTOR
    40.00     		47,000 10,249 0
    103 DRUMLIN HILL RD
    BOLTON,MA01740
    2 Compensation of five highest-paid employees (other than those included on line 1—see 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 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 (2013)
    Form 990-PF (2013)
    Page 7
    Part IX-B
    Summary of Program-Related Investments (see 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 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
     
    b
    Average of monthly cash balances.......................
    1b
     
    c
    Fair market value of all other assets (see instructions)................
    1c
     
    d
    Total (add lines 1a, b, and c).........................
    1d
     
    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
     
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
     
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
     
    6
    Minimum investment return. Enter 5% of line 5..................
    6
     
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    267,720
    2a
    Tax on investment income for 2013 from Part VI, line 5......
    2a
    583
    b
    Income tax for 2013. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    583
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    267,137
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    267,137
    6
    Deduction from distributable amount (see instructions).................
    6
     
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,
    line 1................................
    7
    267,137
    Part XII
    Qualifying Distributions (see 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
     
    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
     
    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 instructions).................
    5
     
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
     
    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 (2013)
    Form 990-PF (2013)
    Page 8
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2012     		(c)
    2012     		(d)
    2013
    1 Distributable amount for 2013 from Part XI, line 7 267,137
    2 Undistributed income, if any, as of the end of 2013:
    a Enter amount for 2012 only.......  
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2013:
    a From 2008....... 37,656
    b From 2009....... 163,567
    c From 2010....... 81,590
    d From 2011....... 36,011
    e From 2012....... 89,590
    fTotal of lines 3a through e......... 408,414
    4Qualifying distributions for 2013 from Part
    XII, line 4: bullet$ 227,020
    a Applied to 2012, but not more than line 2a  
    b Applied to undistributed income of prior years
    (Election required—see instructions)......     		 
    c Treated as distributions out of corpus (Election
    required—see instructions).........     		 
    d Applied to 2013 distributable amount..... 227,020
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2013. 40,117 40,117
    (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 5 368,297
    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 instructions ...........     		 
    e Undistributed income for 2012. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		 
    f Undistributed income for 2013. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2014 ..........     		0
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (see
    instructions) .............     		 
    8Excess distributions carryover from 2008 not
    applied on line 5 or line 7 (see instructions) ...     		 
    9Excess distributions carryover to 2014.
    Subtract lines 7 and 8 from line 6a ......     		368,297
    10 Analysis of line 9:
    a Excess from 2009.... 161,106
    b Excess from 2010.... 81,590
    c Excess from 2011.... 36,011
    d Excess from 2012.... 89,590
    e Excess from 2013....  
    Form 990-PF (2013)
    Form 990-PF (2013)
    Page 9
    Part XIV
    Private Operating Foundations (see 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 2013, 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) 2013 (b) 2012 (c) 2011 (d) 2010
             
    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 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 or e-mail address of the person to whom applications should be addressed:
    J HOWARD P BLACK
    103 DRUMLIN HILL RD
    BOLTON,MA01740
    (978) 779-6251
    JHOWARD.BLACK@RAYMONDJAMES.COM
    bThe form in which applications should be submitted and information and materials they should include:
    IRS TAX EXEMPT LTR AND PURPOSE OF GRANT
    cAny submission deadlines:
    NONE
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    NONE
    Form 990-PF (2013)
    Form 990-PF (2013)
    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
    CHILDREN'S HOSPITAL TRUST
    300 LONGWOOD AVE
    BOSTON,MA02115     		N/A EXEMPT CORP OPERATIONS 37,500
    CYSTIC FIBROSIS FDN
    PO BOX 96305
    WASHINGTON,DC20090     		N/A EXEMPT CORP OPERATIONS 22,000
    DANA-FARBER CANCER INSTIT
    10 BROOKLINE PLACE WEST
    BROOKLINE,MA02445     		N/A EXEMPT CORP OPERATIONS 20,000
    HODGES UNIVERSITY
    2655 NORTHBROOKE DR
    NAPLES,FL34119     		N/A EXEMPT CORP OPERATIONS 25,000
    JEANNE GEIGER CRISIS CENTER
    2 HARRIS ST
    NEWBURYPORT,MA01950     		N/A EXEMPT CORP OPERATIONS 25,000
    JUST CAUSE
    PO BOX 132
    BOLTON,MA01740     		N/A EXEMPT CORP OPERATIONS 1,000
    SACK FAMILY SUPPORT TRUST
    36A MILLISTON RD
    MILLS,MA02054     		N/A TRUST SUPPORT 1,000
    Total .................................bullet 3a 131,500
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2013)
    Form 990-PF (2013)
    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 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....          
    3
    Interest on savings and temporary cash investments ............     		    14 30  
    4 Dividends and interest from securities....     14 107,803  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6
    Net rental income or (loss) from personal property .............     		         
    7 Other investment income.....          
    8
    Gain or (loss) from sales of assets other than inventory .............     		    14 91 138,004
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: a
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   107,924 138,004
    13Total. Add line 12, columns (b), (d), and (e)..................
    13245,928
    (See worksheet in line 13 instructions 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 foundation’s exempt purposes (other than by providing funds for such purposes). (See
    instructions.)
    Form 990-PF (2013)
    Form 990-PF (2013)
    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 501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political
    Yes
    No
    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
    Sign Here
    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
    May the IRS discuss this return
    with the preparer shown below
    (see instr.)?
    Signature of officer or trustee Date Title
    Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date PTIN
    Firm's namebullet



    Firm's addressbullet







         		Firm's EINbullet
    Phone no.
    Form 990-PF (2013)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2013 AccountingFeesSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    ACCOUNTING 2,495 1,247   1,248

    TY 2013 CompensationExplanation
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Person Name Explanation
    J HOWARD P BLACK  
    MARY S BLACK  

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

    TY 2013 GainLossSaleOtherAssetsSch
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    1 800 FLOWERS COM (FLWS) 2005-02 PURCHASE 2013-02   34 60     -26  
    1 800 FLOWERS COM (FLWS) 2005-04 PURCHASE 2013-02   26 45     -19  
    ACI WORLDWIDE INCORPORATED (ACIW) 2013-02 PURCHASE 2013-05   1,876 1,890     -14  
    AERCAP HOLDINGS NV (AER) 2011-02 PURCHASE 2013-02   349 348     1  
    AERCAP HOLDINGS NV (AER) 2011-02 PURCHASE 2013-12   617 242     375  
    AFC ENTERPRISES INCORPORATED (AFCEOL 2007-12 PURCHASE 2013-02   280 107     173  
    AFC ENTERPRISES INCORPORATED (AFCEOL 2007-12 PURCHASE 2013-05   157 59     98  
    AFC ENTERPRISES INCORPORATED (AFCEOL 2007-12 PURCHASE 2013-02   347 131     216  
    AFC ENTERPRISES INCORPORATED (AFCEOL 2007-12 PURCHASE 2013-04   498 178     320  
    AFC ENTERPRISES INCORPORATED (AFCEOL 2007-12 PURCHASE 2013-04   383 131     252  
    ALBEMARLE CORPORATION (ALB) 2011-02 PURCHASE 2013-02   323 287     36  
    ALLETE INCORPORATED COM NEW (ALE) 2008-12 PURCHASE 2013-04   607 373     234  
    ALLETE INCORPORATED COM NEW (ALE) 2008-12 PURCHASE 2013-02   996 652     344  
    ALLIED WRLD ASSUR COM HLDG AG (AWH) 2008-12 PURCHASE 2013-12   550 185     365  
    ALTRA INDL MOTION CORPORATION (AIMC) 2008-01 PURCHASE 2013-02   1,101 719     382  
    ALTRA INDL MOTION CORPORATION (AIMC) 2008-01 PURCHASE 2013-02   225 148     77  
    AMERICAN EQTY INVT LIFE HLD (AEL) 2007-07 PURCHASE 2013-08   1,071 662     409  
    AMERICAN EQTY INVT LIFE HLD (AEL) 2007-07 PURCHASE 2013-08   1,071 662     409  
    AMERICAN EQTY INVT LIFE HLD (AEL) 2007-07 PURCHASE 2013-09   624 387     237  
    AMSURG CORPORATION (AMSG) 2007-05 PURCHASE 2013-12   368 195     173  
    AMSURG CORPORATION (AMSG) 2007-05 PURCHASE 2013-08   631 388     243  
    AMSURG CORPORATION (AMSG) 2007-05 PURCHASE 2013-12   46 24     22  
    AMSURG CORPORATION (AMSG) 2007-05 PURCHASE 2013-12   274 146     128  
    ASPEN TECHNOLOGY INCORPORATED (AZPN) 2007-02 PURCHASE 2013-02   2,491 845     1,646  
    ASPEN TECHNOLOGY INCORPORATED (AZPN) 2007-02 PURCHASE 2013-01   893 302     591  
    ASPEN TECHNOLOGY INCORPORATED (AZPN) 2007-02 PURCHASE 2013-01   1,092 365     727  
    ASPEN TECHNOLOGY INCORPORATED (AZPN) 2007-02 PURCHASE 2013-01   496 188     308  
    ASPEN TECHNOLOGY INCORPORATED (AZPN) 2007-02 PURCHASE 2013-12   550 136     414  
    ASSURED GUARANTY LIMITED (AGO) 2010-06 PURCHASE 2013-02   128 102     26  
    ASSURED GUARANTY LIMITED (AGO) 2008-05 PURCHASE 2013-02   92 116     -24  
    AVID TECHNOLOGY INCORPORATED (AVID) 2006-11 PURCHASE 2013-02   249 1,317     -1,068  
    AVID TECHNOLOGY INCORPORATED (AVID) 2006-11 PURCHASE 2013-08   54 366     -312  
    AVID TECHNOLOGY INCORPORATED (AVID) 2007-03 PURCHASE 2013-08   377 2,334     -1,957  
    AVID TECHNOLOGY INCORPORATED (AVID) 2012-03 PURCHASE 2013-08   32 65     -33  
    BARNES GROUP INCORPORATED (B) 2008-11 PURCHASE 2013-02   132 68     64  
    BARNES GROUP INCORPORATED (B) 2008-11 PURCHASE 2013-12   517 190     327  
    BARNES GROUP INCORPORATED (B) 2008-11 PURCHASE 2013-12   490 176     314  
    BELDEN INCORPORATED (BDC) 2005-08 PURCHASE 2013-12   490 142     348  
    BELDEN INCORPORATED (BDC) 2005-08 PURCHASE 2013-02   357 142     215  
    BENEFICIAL MUTUAL BANCORP (BNCL) 2011-02 PURCHASE 2013-02   76 70     6  
    BERKSHIRE HILLS BANCORP (BHLB) 2010-01 PURCHASE 2013-07   208 155     53  
    BIOMED REALTY TRUST (BMR) 2008-06 PURCHASE 2013-05   567 601     -34  
    BIOMED REALTY TRUST (BMR) 2008-06 PURCHASE 2013-10   439 553     -114  
    BIOMED REALTY TRUST (BMR) 2008-06 PURCHASE 2013-02   402 457     -55  
    CARDINAL FINL CORPORATION (CFNL) 2011-02 PURCHASE 2013-01   327 221     106  
    CARDINAL FINL CORPORATION (CFNL) 2011-02 PURCHASE 2013-01   229 154     75  
    CARTER INCORPORATED (CRI) 2011-02 PURCHASE 2013-04   652 299     353  
    CARTER INCORPORATED (CRI) 2011-02 PURCHASE 2013-02   302 150     152  
    CROSS CTRY HEALTHCARE (CCRN) 2007-07 PURCHASE 2013-02   216 655     -439  
    CUBIST PHARMACEUTICALS (CBST) 2011-02 PURCHASE 2013-02   246 135     111  
    DE MASTER BLENDERS 1753 N.V. (DEMBFO 2012-03 PURCHASE 2013-02   151 194     -43  
    DE MASTER BLENDERS 1753 N.V. (DEMBFO 2011-02 PURCHASE 2013-02   2,508 2,572     -64  
    DEALERTRACK TECHNOLOGIES (TRAK) 2011-02 PURCHASE 2013-08   658 331     327  
    DEALERTRACK TECHNOLOGIES (TRAK) 2011-02 PURCHASE 2013-07   522 289     233  
    DYCOM INDUSTRIES INCORPORATED (DY) 2007-02 PURCHASE 2013-11   959 787     172  
    ELECTRONICS FOR IMAGING (EFII) 2011-02 PURCHASE 2013-12   346 135     211  
    ELECTRONICS FOR IMAGING (EFII) 2011-02 PURCHASE 2013-04   747 420     327  
    EQUINIX INCORPORATED COM NEW (EQIX) 2011-02 PURCHASE 2013-02   1,356 550     806  
    EURONET WORLDWIDE INCORPORATED (EEFT 2008-11 PURCHASE 2013-10   935 232     703  
    EURONET WORLDWIDE INCORPORATED (EEFT 2008-11 PURCHASE 2013-02   296 126     170  
    EURONET WORLDWIDE INCORPORATED (EEFT 2008-11 PURCHASE 2013-12   147 32     115  
    FIRST FINL BANCORP OH (FFBC) 2011-02 PURCHASE 2013-02   366 420     -54  
    GARTNER INCORPORATED (IT) 2011-02 PURCHASE 2013-02   393 299     94  
    GARTNER INCORPORATED (IT) 2011-02 PURCHASE 2013-04   1,728 1,123     605  
    GARTNER INCORPORATED (IT) 2011-02 PURCHASE 2013-08   938 561     377  
    GENESEE & WYO INCORPORATED (GWR) 2011-02 PURCHASE 2013-02   180 105     75  
    GENESEE & WYO INCORPORATED (GWR) 2011-02 PURCHASE 2013-02   532 315     217  
    GOVERNMENT PPTYS INCOME TR (GOV) 2009-06 PURCHASE 2013-05   697 526     171  
    GOVERNMENT PPTYS INCOME TR (GOV) 2009-06 PURCHASE 2013-05   724 545     179  
    HARSCO CORPORATION (HSC) 2010-09 PURCHASE 2013-08   170 165     5  
    HERBALIFE LIMITED COM USD SHS (HLF) 2008-12 PURCHASE 2013-11   1,036 147     889  
    HERBALIFE LIMITED COM USD SHS (HLF) 2008-12 PURCHASE 2013-01   1,190 275     915  
    HERBALIFE LIMITED COM USD SHS (HLF) 2008-12 PURCHASE 2013-02   181 49     132  
    INGRAM MICRO INCORPORATED (IM) 2011-02 PURCHASE 2013-12   580 522     58  
    JARDEN CORPORATION (JAH) 2008-03 PURCHASE 2013-02   849 330     519  
    JARDEN CORPORATION (JAH) 2008-03 PURCHASE 2013-02   544 212     332  
    JARDEN CORPORATION (JAH) 2008-03 PURCHASE 2013-03   22 8     14  
    KAYDON CORPORATION (KDNOLD) 2004-12 PURCHASE 2013-08   1,568 1,733     -165  
    MARKETAXESS HLDGS INCORPORATED (MKTX 2011-02 PURCHASE 2013-12   127 40     87  
    MARKETAXESS HLDGS INCORPORATED (MKTX 2011-02 PURCHASE 2013-02   250 121     129  
    MARKETAXESS HLDGS INCORPORATED (MKTX 2011-02 PURCHASE 2013-01   4,042 2,291     1,751  
    MARKETAXESS HLDGS INCORPORATED (MKTX 2011-02 PURCHASE 2013-01   177 99     78  
    MARKETAXESS HLDGS INCORPORATED (MKTX 2011-02 PURCHASE 2013-02   196 101     95  
    MATTHEWS INTERNATIONAL (MATW) 2009-06 PURCHASE 2013-02   366 337     29  
    MEDNAX INCORPORATED (MD) 2007-02 PURCHASE 2013-02   530 306     224  
    MERIT MED SYSTEMS INCORPORATED (MMSI 2007-02 PURCHASE 2013-02   71 76     -5  
    NASDAQ OMX GROUP INCORPORATED (NDAQ) 2011-02 PURCHASE 2013-02   157 130     27  
    NATIONSTAR MTG HLDGS (NSM) 2012-06 PURCHASE 2013-12   73 36     37  
    NATIONSTAR MTG HLDGS (NSM) 2012-06 PURCHASE 2013-02   1,015 471     544  
    NATIONSTAR MTG HLDGS (NSM) 2012-06 PURCHASE 2013-05   900 363     537  
    NATIONSTAR MTG HLDGS (NSM) 2012-06 PURCHASE 2013-10   1,125 363     762  
    NEUTRAL TANDEM INCORPORATED (IQNTOLD 2012-03 PURCHASE 2013-05   20 45     -25  
    NEUTRAL TANDEM INCORPORATED (IQNTOLD 2011-02 PURCHASE 2013-05   528 1,702     -1,174  
    NEUTRAL TANDEM INCORPORATED (IQNTOLD 2011-02 PURCHASE 2013-02   17 79     -62  
    NU SKIN ENTERPRISES (NUS) 2008-01 PURCHASE 2013-02   202 83     119  
    NU SKIN ENTERPRISES (NUS) 2008-01 PURCHASE 2013-11   1,132 166     966  
    NU SKIN ENTERPRISES (NUS) 2008-01 PURCHASE 2013-02   471 199     272  
    NU SKIN ENTERPRISES (NUS) 2008-01 PURCHASE 2013-01   380 150     230  
    NU SKIN ENTERPRISES (NUS) 2008-01 PURCHASE 2013-11   455 66     389  
    OCEANEERING INTERNATIONAL (OII) 2006-10 PURCHASE 2013-04   742 181     561  
    ON ASSIGNMENT INCORPORATED (ASGN) 2007-12 PURCHASE 2013-01   1,614 493     1,121  
    ON ASSIGNMENT INCORPORATED (ASGN) 2007-12 PURCHASE 2013-04   582 164     418  
    ON ASSIGNMENT INCORPORATED (ASGN) 2007-12 PURCHASE 2013-01   1,070 308     762  
    ORBITAL SCIENCES CORPORATION (ORB) 2009-05 PURCHASE 2013-02   345 347     -2  
    PAREXEL INTERNATIONAL (PRXL) 2009-06 PURCHASE 2013-02   411 150     261  
    PEOPLES UNITED FINANCIAL (PBCT) 2011-02 PURCHASE 2013-05   685 667     18  
    PEOPLES UNITED FINANCIAL (PBCT) 2011-02 PURCHASE 2013-05   1,825 1,760     65  
    PEOPLES UNITED FINANCIAL (PBCT) 2012-02 PURCHASE 2013-05   332 300     32  
    PEOPLES UNITED FINANCIAL (PBCT) 2012-06 PURCHASE 2013-05   55 47     8  
    PEOPLES UNITED FINANCIAL (PBCT) 2013-02 PURCHASE 2013-05   415 388     27  
    PLATINUM UNDERWRITER HLDGS (PTP) 2011-02 PURCHASE 2013-12   242 182     60  
    PRESTIGE BRANDS HLDGS (PBH) 2012-06 PURCHASE 2013-04   268 144     124  
    PRESTIGE BRANDS HLDGS (PBH) 2012-06 PURCHASE 2013-04   107 58     49  
    PRIVATEBANCORP INCORPORATED (PVTB) 2008-12 PURCHASE 2013-07   679 905     -226  
    PRIVATEBANCORP INCORPORATED (PVTB) 2008-12 PURCHASE 2013-07   96 121     -25  
    PRIVATEBANCORP INCORPORATED (PVTB) 2010-01 PURCHASE 2013-07   433 173     260  
    PRIVATEBANCORP INCORPORATED (PVTB) 2010-01 PURCHASE 2013-12   197 67     130  
    PRIVATEBANCORP INCORPORATED (PVTB) 2010-06 PURCHASE 2013-12   365 154     211  
    ROSETTA RESOURCES INCORPORATED (ROSE 2007-01 PURCHASE 2013-10   700 224     476  
    SCHOOL SPECIALTY INCORPORATED (SCHSQ 2006-02 PURCHASE 2013-01   15 3,645     -3,630  
    SIGNATURE BK NEW YORK N Y (SBNY) 2007-02 PURCHASE 2013-02   151 66     85  
    STAGE STORES INCORPORATED COM (SSI) 2004-11 PURCHASE 2013-02   305 213     92  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-04   529 323     206  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-04   497 323     174  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-05   219 143     76  
    STAGE STORES INCORPORATED COM (SSI) 2011-02 PURCHASE 2013-05   247 154     93  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-02   342 251     91  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-02   411 305     106  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-02   183 134     49  
    STAGE STORES INCORPORATED COM (SSI) 2004-12 PURCHASE 2013-04   829 538     291  
    STERLING FINL CORPORATION WASH (STSA 2012-07 PURCHASE 2013-09   1,015 693     322  
    STERLING FINL CORPORATION WASH (STSA 2012-07 PURCHASE 2013-09   310 225     85  
    STERLING FINL CORPORATION WASH (STSA 2012-07 PURCHASE 2013-12   466 287     179  
    STERLING FINL CORPORATION WASH (STSA 2012-07 PURCHASE 2013-12   578 348     230  
    TOWER GROUP INCORPORATED (TWGPOLD) 2011-02 PURCHASE 2013-03   869 1,188     -319  
    TOWER GROUP INCORPORATED (TWGPOLD) 2013-02 PURCHASE 2013-03   435 406     29  
    TOWER GROUP INCORPORATED (TWGPOLD) 2013-01 PURCHASE 2013-03   2,192 2,132     60  
    TOWER GROUP INCORPORATED (TWGPOLD) 2013-02 PURCHASE 2013-03   178 178        
    TOWER GROUP INCORPORATED (TWGPOLD) 2012-06 PURCHASE 2013-03   277 288     -11  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-12   26 178     -152  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-12   64 435     -371  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-12   322 2,192     -1,870  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-12   126 859     -733  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-03   11 10     1  
    TOWER GROUP INTERNATIONAL (TWGP) 2013-03 PURCHASE 2013-12   41 277     -236  
    WILEY JOHN & SONS INCORPORATED (JW.A 2007-02 PURCHASE 2013-02   262 262        
    WILEY JOHN & SONS INCORPORATED (JW.A 2006-03 PURCHASE 2013-02   37 34     3  
    ALTRIA GROUP INCORPORATED (MO) 2007-05 PURCHASE 2013-06   106 66     40  
    ALTRIA GROUP INCORPORATED (MO) 2007-05 PURCHASE 2013-01   198 131     67  
    ASTRAZENECA PLC (AZN) 2011-03 PURCHASE 2013-01   292 293     -1  
    ASTRAZENECA PLC (AZN) 2011-03 PURCHASE 2013-06   143 147     -4  
    ASTRAZENECA PLC (AZN) 2011-03 PURCHASE 2013-12   1,074 929     145  
    ASTRAZENECA PLC (AZN) 2011-05 PURCHASE 2013-12   622 570     52  
    AT&T INCORPORATED (T) 2008-08 PURCHASE 2013-01   206 183     23  
    AT&T INCORPORATED (T) 2008-08 PURCHASE 2013-06   107 92     15  
    BCE INCORPORATED COM NEW (BCE) 2009-03 PURCHASE 2013-01   2,341 1,049     1,292  
    BCE INCORPORATED COM NEW (BCE) 2009-03 PURCHASE 2013-06   124 57     67  
    BCE INCORPORATED COM NEW (BCE) 2009-03 PURCHASE 2013-09   1,182 534     648  
    BCE INCORPORATED COM NEW (BCE) 2009-01 PURCHASE 2013-01   1,873 861     1,012  
    BCE INCORPORATED COM NEW (BCE) 2009-03 PURCHASE 2013-01   128 57     71  
    BP PLC SPONSORED ADR (BP) 2013-01 PURCHASE 2013-01   134 134        
    BP PLC SPONSORED ADR (BP) 2013-01 PURCHASE 2013-06   125 134     -9  
    BRISTOL MYERS SQUIBB COMPANY (BMY) 2007-10 PURCHASE 2013-01   68 59     9  
    BRISTOL MYERS SQUIBB COMPANY (BMY) 2007-10 PURCHASE 2013-06   4,662 2,997     1,665  
    BRISTOL MYERS SQUIBB COMPANY (BMY) 2007-10 PURCHASE 2013-07   2,028 1,365     663  
    BRISTOL MYERS SQUIBB COMPANY (BMY) 2008-02 PURCHASE 2013-07   926 497     429  
    BRISTOL MYERS SQUIBB COMPANY (BMY) 2007-10 PURCHASE 2013-01   136 120     16  
    CENTURYLINK INCORPORATED (CTL) 2008-10 PURCHASE 2013-02   1,193 1,232     -39  
    CENTURYLINK INCORPORATED (CTL) 2010-04 PURCHASE 2013-02   1,548 1,719     -171  
    CENTURYLINK INCORPORATED (CTL) 2010-05 PURCHASE 2013-02   1,226 1,283     -57  
    CENTURYLINK INCORPORATED (CTL) 2011-10 PURCHASE 2013-02   903 967     -64  
    CENTURYLINK INCORPORATED (CTL) 2012-02 PURCHASE 2013-02   903 1,043     -140  
    CENTURYLINK INCORPORATED (CTL) 2012-07 PURCHASE 2013-02   903 1,160     -257  
    CENTURYLINK INCORPORATED (CTL) 2008-10 PURCHASE 2013-01   242 200     42  
    CHEVRON CORPORATION NEW (CVX) 2009-06 PURCHASE 2013-06   357 214     143  
    CONOCOPHILLIPS (COP) 2009-02 PURCHASE 2013-01   175 109     66  
    DUKE ENERGY CORPORATION NEW (DUK) 2007-11 PURCHASE 2013-01   196 174     22  
    GLAXOSMITHKLINE PLC (GSK) 2008-07 PURCHASE 2013-01   267 285     -18  
    GLAXOSMITHKLINE PLC (GSK) 2008-07 PURCHASE 2013-04   502 475     27  
    GLAXOSMITHKLINE PLC (GSK) 2008-09 PURCHASE 2013-04   1,809 1,612     197  
    GLAXOSMITHKLINE PLC (GSK) 2008-09 PURCHASE 2013-06   150 134     16  
    HCP INCORPORATED REIT (HCP) 2011-11 PURCHASE 2013-01   137 115     22  
    HCP INCORPORATED REIT (HCP) 2011-11 PURCHASE 2013-06   137 115     22  
    HEALTH CARE REIT INCORPORATED (HCN) 2009-10 PURCHASE 2013-01   185 128     57  
    HEINZ H J COMPANY (HNZOLD) 2007-11 PURCHASE 2013-02   6,007 3,799     2,208  
    HEINZ H J COMPANY (HNZOLD) 2007-11 PURCHASE 2013-02   651 412     239  
    HEINZ H J COMPANY (HNZOLD) 2007-10 PURCHASE 2013-02   2,388 1,528     860  
    HEINZ H J COMPANY (HNZOLD) 2007-10 PURCHASE 2013-01   175 139     36  
    KIMBERLY CLARK CORPORATION (KMB) 2008-03 PURCHASE 2013-06   292 191     101  
    KRAFT FOODS GROUP INCORPORATED (KRFT 2012-10 PURCHASE 2013-01   139 139        
    KRAFT FOODS GROUP INCORPORATED (KRFT 2012-10 PURCHASE 2013-06   165 139     26  
    LILLY ELI & COMPANY (LLY) 2009-02 PURCHASE 2013-05   2,120 1,461     659  
    LILLY ELI & COMPANY (LLY) 2009-10 PURCHASE 2013-05   2,228 1,380     848  
    LILLY ELI & COMPANY (LLY) 2009-02 PURCHASE 2013-01   159 112     47  
    MCDONALDS CORPORATION (MCD) 2009-10 PURCHASE 2013-02   770 452     318  
    MERCK & COMPANY INCORPORATED (MRK) 2012-01 PURCHASE 2013-01   130 116     14  
    NATIONAL GRID PLC (NGG) 2011-01 PURCHASE 2013-01   167 136     31  
    NATIONAL GRID PLC (NGG) 2011-01 PURCHASE 2013-09   1,116 859     257  
    PEPSICO INCORPORATED (PEP) 2011-10 PURCHASE 2013-06   246 187     59  
    PHILIP MORRIS INTERNATIONAL (PM) 2007-05 PURCHASE 2013-02   1,858 996     862  
    PPL CORPORATION (PPL) 2011-05 PURCHASE 2013-01   87 83     4  
    REYNOLDS AMERICAN INCORPORATED (RAI) 2004-12 PURCHASE 2013-01   128 56     72  
    ROYAL DUTCH SHELL PLC (RDS.B) 2008-11 PURCHASE 2013-01   215 149     66  
    ROYAL DUTCH SHELL PLC (RDS.B) 2008-11 PURCHASE 2013-06   199 149     50  
    SOUTHERN COMPANY (SO) 2007-11 PURCHASE 2013-01   259 217     42  
    SOUTHERN COMPANY (SO) 2007-11 PURCHASE 2013-02   989 796     193  
    TOTAL S A SPONSORED ADR (TOT) 2009-07 PURCHASE 2013-01   159 160     -1  
    TOTAL S A SPONSORED ADR (TOT) 2009-07 PURCHASE 2013-06   146 160     -14  
    UNILEVER PLC SPON ADR NEW (UL) 2008-11 PURCHASE 2013-06   121 65     56  
    VERIZON COMMUNICATIONS (VZ) 2008-02 PURCHASE 2013-01   260 215     45  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2008-04 PURCHASE 2013-01   239 283     -44  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2008-04 PURCHASE 2013-06   344 378     -34  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2008-04 PURCHASE 2013-12   331 283     48  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2008-10 PURCHASE 2013-12   1,434 836     598  
    WINDSTREAM CORPORATION (WINOLD) 2007-02 PURCHASE 2013-01   30 44     -14  
    WINDSTREAM CORPORATION (WINOLD) 2007-02 PURCHASE 2013-06   436 808     -372  
    WINDSTREAM CORPORATION (WINOLD) 2007-04 PURCHASE 2013-06   428 782     -354  
    WINDSTREAM CORPORATION (WINOLD) 2007-04 PURCHASE 2013-06   682 1,258     -576  
    AKTIEBOLAGETT ELECTROLUX (ELUXY) 2013-08 PURCHASE 2013-10   8,271 9,434     -1,163  
    ANHEUSER BUSCH INBEV SA/NV (BUD) 2009-11 PURCHASE 2013-01   438 239     199  
    ANHEUSER BUSCH INBEV SA/NV (BUD) 2009-11 PURCHASE 2013-07   8,669 4,539     4,130  
    ASSA ABLOY AB (ASAZY) 2010-03 PURCHASE 2013-08   5,102 2,331     2,771  
    ASSA ABLOY AB (ASAZY) 2010-02 PURCHASE 2013-08   778 326     452  
    BAIDU INCORPORATED SPON ADR (BIDU) 2013-05 PURCHASE 2013-10   2,477 1,589     888  
    BAIDU INCORPORATED SPON ADR (BIDU) 2013-05 PURCHASE 2013-11   1,678 1,092     586  
    BHP BILLITON LIMITED SPONSORED (BHP) 2009-06 PURCHASE 2013-01   843 661     182  
    BHP BILLITON LIMITED SPONSORED (BHP) 2010-04 PURCHASE 2013-01   2,989 3,092     -103  
    BNP PARIBAS SPONSORED ADR (BNPQY) 2009-11 PURCHASE 2013-01   396 529     -133  
    BNP PARIBAS SPONSORED ADR (BNPQY) 2010-05 PURCHASE 2013-01   274 303     -29  
    BRITISH AMERN TOB PLC (BTI) 2007-02 PURCHASE 2013-03   4,515 2,718     1,797  
    BRITISH SKY BROADCASTING GROUP (BSYB 2012-04 PURCHASE 2013-05   2,633 2,196     437  
    BRITISH SKY BROADCASTING GROUP (BSYB 2011-10 PURCHASE 2013-05   1,590 1,462     128  
    BRITISH SKY BROADCASTING GROUP (BSYB 2012-05 PURCHASE 2013-05   3,030 2,732     298  
    CANON INCORPORATED SPONSORED (CAJ) 2008-04 PURCHASE 2013-01   458 585     -127  
    CANON INCORPORATED SPONSORED (CAJ) 2008-04 PURCHASE 2013-04   2,074 2,828     -754  
    CANON INCORPORATED SPONSORED (CAJ) 2008-10 PURCHASE 2013-04   3,826 3,638     188  
    CANON INCORPORATED SPONSORED (CAJ) 2009-02 PURCHASE 2013-04   787 606     181  
    CANON INCORPORATED SPONSORED (CAJ) 2011-01 PURCHASE 2013-04   1,251 1,761     -510  
    CIELO S A SPONSORED ADR (CIOXY) 2011-02 PURCHASE 2013-05   11 5     6  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2010-09 PURCHASE 2013-02   2,043 1,406     637  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2010-09 PURCHASE 2013-03   274 201     73  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2010-10 PURCHASE 2013-03   4,385 3,267     1,118  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2011-03 PURCHASE 2013-03   590 541     49  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2011-03 PURCHASE 2013-03   1,687 1,441     246  
    DAITO TR CONSTR COMPANY (DITFYOLD) 2010-06 PURCHASE 2013-02   359 217     142  
    FANUC CORPORATION (FANUY) 2011-01 PURCHASE 2013-05   1,027 1,021     6  
    FANUC CORPORATION (FANUY) 2010-09 PURCHASE 2013-05   4,215 3,308     907  
    FANUC CORPORATION (FANUY) 2011-11 PURCHASE 2013-05   527 533     -6  
    GETINGE AB (GNGBY) 2012-11 PURCHASE 2013-10   1,483 1,452     31  
    GETINGE AB (GNGBY) 2012-10 PURCHASE 2013-10   5,716 5,678     38  
    ING GROEP N V SPONSORED ADR (ING) 2010-11 PURCHASE 2013-04   3,679 5,734     -2,055  
    ING GROEP N V SPONSORED ADR (ING) 2011-05 PURCHASE 2013-04   1,760 2,914     -1,154  
    ING GROEP N V SPONSORED ADR (ING) 2011-10 PURCHASE 2013-04   981 1,163     -182  
    ING GROEP N V SPONSORED ADR (ING) 2010-10 PURCHASE 2013-04   123 190     -67  
    KASIKORNBANK PUB COMPANY (KPCPY) 2011-12 PURCHASE 2013-01   541 321     220  
    KASIKORNBANK PUB COMPANY (KPCPY) 2011-12 PURCHASE 2013-06   2,307 1,451     856  
    KASIKORNBANK PUB COMPANY (KPCPY) 2012-01 PURCHASE 2013-06   2,088 1,282     806  
    KOC HLDG (KHOLY) 2011-09 PURCHASE 2013-01   446 275     171  
    KOC HLDG (KHOLY) 2011-09 PURCHASE 2013-01   2,367 1,463     904  
    LVMH MOET HENNESSY LOU VUITTON (LVMU 2009-06 PURCHASE 2013-01   367 173     194  
    LVMH MOET HENNESSY LOU VUITTON (LVMU 2009-06 PURCHASE 2013-02   5,702 2,752     2,950  
    LVMH MOET HENNESSY LOU VUITTON (LVMU 2011-01 PURCHASE 2013-02   1,291 1,108     183  
    MERCK KGAA UNSPON ADR (MKGAY) 2011-05 PURCHASE 2013-01   630 510     120  
    MERCK KGAA UNSPON ADR (MKGAY) 2011-05 PURCHASE 2013-01   4,915 4,009     906  
    MERCK KGAA UNSPON ADR (MKGAY) 2011-05 PURCHASE 2013-07   4,569 3,353     1,216  
    MERCK KGAA UNSPON ADR (MKGAY) 2012-06 PURCHASE 2013-07   5,115 3,159     1,956  
    NOVARTIS A G SPONSORED ADR (NVS) 2007-02 PURCHASE 2013-01   393 357     36  
    ORICA LIMITED ADR (AUSTRALIA) (OCLDY 2012-03 PURCHASE 2013-03   4,424 5,120     -696  
    ORICA LIMITED ADR (AUSTRALIA) (OCLDY 2012-03 PURCHASE 2013-03   442 526     -84  
    ORICA LIMITED ADR (AUSTRALIA) (OCLDY 2012-04 PURCHASE 2013-03   1,819 2,048     -229  
    PETROFAC LIMITED ADS (JERSEY) (POFCY 2011-04 PURCHASE 2013-12   3,707 4,760     -1,053  
    PETROFAC LIMITED ADS (JERSEY) (POFCY 2011-07 PURCHASE 2013-12   1,461 1,816     -355  
    PETROFAC LIMITED ADS (JERSEY) (POFCY 2011-11 PURCHASE 2013-12   588 634     -46  
    PETROFAC LIMITED ADS (JERSEY) (POFCY 2011-04 PURCHASE 2013-02   1,895 1,977     -82  
    POTASH CORPORATION SASK (POT) 2012-01 PURCHASE 2013-01   471 488     -17  
    POTASH CORPORATION SASK (POT) 2012-01 PURCHASE 2013-05   5,567 5,899     -332  
    POTASH CORPORATION SASK (POT) 2012-04 PURCHASE 2013-05   1,967 2,063     -96  
    PT BK MANDIRI PERSERO TBK (PPERY) 2012-05 PURCHASE 2013-06   4,091 3,213     878  
    PT BK MANDIRI PERSERO TBK (PPERY) 2012-05 PURCHASE 2013-10   5,512 5,434     78  
    REXAM PLC SP ADR COMNOPAR (REXMY) 2011-02 PURCHASE 2013-02   19 17     2  
    RYANAIR HLDGS PLC (RYAAY) 2011-07 PURCHASE 2013-01   540 411     129  
    SAMPO OYJ (SAXPY) 2010-07 PURCHASE 2013-01   490 352     138  
    SANDVIK AB (SDVKY) 2012-06 PURCHASE 2013-04   6,656 6,083     573  
    SANDVIK AB (SDVKY) 2012-06 PURCHASE 2013-01   417 337     80  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-02 PURCHASE 2013-02   7,318 7,031     287  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2008-12 PURCHASE 2013-02   2,863 1,954     909  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-02 PURCHASE 2013-01   489 437     52  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2008-12 PURCHASE 2013-08   209 124     85  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2009-01 PURCHASE 2013-08   4,437 2,728     1,709  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2009-02 PURCHASE 2013-08   1,148 670     478  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2008-12 PURCHASE 2013-07   2,501 1,488     1,013  
    SBERBANK RUSSIA (SBRCY) 2011-06 PURCHASE 2013-07   5,165 6,066     -901  
    SBERBANK RUSSIA (SBRCY) 2011-06 PURCHASE 2013-07   2,647 3,200     -553  
    SIGNET JEWELERS LIMITED (SIG) 2013-04 PURCHASE 2013-11   3,570 3,019     551  
    SOFTBANK CORPORATION ADR (SFTBY) 2012-07 PURCHASE 2013-04   2,351 2,024     327  
    SOFTBANK CORPORATION ADR (SFTBY) 2012-07 PURCHASE 2013-04   5,944 5,150     794  
    SOFTBANK CORPORATION ADR (SFTBY) 2012-08 PURCHASE 2013-04   599 551     48  
    STANDARD BK GROUP LIMITED (SGBLY) 2011-02 PURCHASE 2013-04   5,109 6,401     -1,292  
    SUMITOMO MITSUI FINL GROUP (SMFG) 2009-05 PURCHASE 2013-01   117 121     -4  
    SUMITOMO MITSUI FINL GROUP (SMFG) 2010-01 PURCHASE 2013-01   382 334     48  
    TAIWAN SEMICONDUCTOR MFG (TSM) 2011-02 PURCHASE 2013-01   400 294     106  
    TECHNIP NEW SPONSORED ADR (TKPPY) 2010-11 PURCHASE 2013-11   2,741 2,265     476  
    TECHNIP NEW SPONSORED ADR (TKPPY) 2010-12 PURCHASE 2013-11   4,240 3,712     528  
    TECHNIP NEW SPONSORED ADR (TKPPY) 2012-10 PURCHASE 2013-11   776 857     -81  
    TURKCELL ILETISIM HIZMETLERI (TKC) 2012-07 PURCHASE 2013-01   449 357     92  
    TURKIYE HALK BANKASI A S (THBIY) 2013-01 PURCHASE 2013-09   5,653 8,372     -2,719  
    UNILEVER PLC SPON ADR NEW (UL) 2007-07 PURCHASE 2013-07   8,095 6,731     1,364  
    UNILEVER PLC SPON ADR NEW (UL) 2007-07 PURCHASE 2013-01   618 538     80  
    UNILEVER PLC SPON ADR NEW (UL) 2008-09 PURCHASE 2013-07   607 423     184  
    VALE S A (VALE) 2011-02 PURCHASE 2013-01   426 737     -311  
    VALE S A (VALE) 2011-02 PURCHASE 2013-11   6,667 14,669     -8,002  
    VALEO SPONSORED ADR (FRANCE) (VLEEY) 2011-06 PURCHASE 2013-06   1,665 1,559     106  
    VALEO SPONSORED ADR (FRANCE) (VLEEY) 2011-09 PURCHASE 2013-06   714 496     218  
    VOLVO AKTIEBOLAGET (VOLVY) 2013-03 PURCHASE 2013-09   6,017 6,052     -35  
    WOLSELEY PLC JERSEY (WOSYY) 2011-10 PURCHASE 2013-12   4 3     1  
    WOLSELEY PLC JERSEY (WOSYYOLDD) 2011-10 PURCHASE 2013-02   3 2     1  
    YAHOO JAPAN CORPORATION ADR (YAHOY) 2010-03 PURCHASE 2013-10   2 3     -1  
    ALLEGION PUB LIMITED COMPANY (ALLE) 2004-11 PURCHASE 2013-12   961 487     474  
    ALLEGION PUB LIMITED COMPANY (ALLE) 2004-12 PURCHASE 2013-12   115 60     55  
    ALLEGION PUB LIMITED COMPANY (ALLE) 2004-12 PURCHASE 2013-12   630 338     292  
    ALLEGION PUB LIMITED COMPANY (ALLE) 2004-12 PURCHASE 2013-12   14 8     6  
    APACHE CORPORATION (APA) 2006-09 PURCHASE 2013-11   276 191     85  
    APACHE CORPORATION (APA) 2007-01 PURCHASE 2013-11   1,105 774     331  
    BARRICK GOLD CORPORATION (ABX) 2004-12 PURCHASE 2013-04   1,955 1,832     123  
    BEST BUY INCORPORATED (BBY) 2012-04 PURCHASE 2013-01   701 1,063     -362  
    BEST BUY INCORPORATED (BBY) 2012-04 PURCHASE 2013-01   609 911     -302  
    BEST BUY INCORPORATED (BBY) 2012-04 PURCHASE 2013-01   869 1,317     -448  
    BEST BUY INCORPORATED (BBY) 2012-04 PURCHASE 2013-01   478 720     -242  
    CA INCORPORATED (CA) 2004-12 PURCHASE 2013-09   642 646     -4  
    CA INCORPORATED (CA) 2005-02 PURCHASE 2013-09   31 28     3  
    CA INCORPORATED (CA) 2005-02 PURCHASE 2013-11   1,147 966     181  
    CA INCORPORATED (CA) 2005-02 PURCHASE 2013-11   757 635     122  
    CA INCORPORATED (CA) 2004-11 PURCHASE 2013-05   1,803 1,929     -126  
    CA INCORPORATED (CA) 2004-11 PURCHASE 2013-06   994 1,009     -15  
    CA INCORPORATED (CA) 2004-12 PURCHASE 2013-06   322 338     -16  
    CA INCORPORATED (CA) 2004-12 PURCHASE 2013-07   993 1,045     -52  
    CA INCORPORATED (CA) 2004-11 PURCHASE 2013-05   692 742     -50  
    CA INCORPORATED (CA) 2004-12 PURCHASE 2013-09   2,463 2,459     4  
    CANADIAN NAT RES LIMITED (CNQ) 2009-11 PURCHASE 2013-11   387 416     -29  
    CISCO SYSTEMS INCORPORATED (CSCO) 2011-05 PURCHASE 2013-10   913 689     224  
    CISCO SYSTEMS INCORPORATED (CSCO) 2011-05 PURCHASE 2013-10   1,114 843     271  
    CISCO SYSTEMS INCORPORATED (CSCO) 2011-05 PURCHASE 2013-10   3,854 2,917     937  
    CISCO SYSTEMS INCORPORATED (CSCO) 2011-05 PURCHASE 2013-08   3,844 2,479     1,365  
    CITIGROUP INCORPORATED COM NEW (C) 2009-12 PURCHASE 2013-01   1,842 1,368     474  
    E M C CORPORATION MASS (EMC) 2013-05 PURCHASE 2013-06   1,778 1,790     -12  
    E M C CORPORATION MASS (EMC) 2012-01 PURCHASE 2013-06   3,843 3,738     105  
    E M C CORPORATION MASS (EMC) 2013-05 PURCHASE 2013-06   480 477     3  
    GOLDMAN SACHS GROUP (GS) 2010-08 PURCHASE 2013-09   1,677 1,444     233  
    GOLDMAN SACHS GROUP (GS) 2010-08 PURCHASE 2013-09   1,502 1,299     203  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   1,610 1,031     579  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   1,150 720     430  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   552 336     216  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   224 147     77  
    HALLIBURTON COMPANY (HAL) 2008-11 PURCHASE 2013-01   3,678 1,636     2,042  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   460 294     166  
    HALLIBURTON COMPANY (HAL) 2008-11 PURCHASE 2013-07   449 176     273  
    HALLIBURTON COMPANY (HAL) 2012-06 PURCHASE 2013-07   674 441     233  
    HARTFORD FINL SVCS GROUP (HIG) 2004-12 PURCHASE 2013-11   419 790     -371  
    HARTFORD FINL SVCS GROUP (HIG) 2004-12 PURCHASE 2013-11   352 658     -306  
    HARTFORD FINL SVCS GROUP (HIG) 2004-11 PURCHASE 2013-11   1,063 1,889     -826  
    HARTFORD FINL SVCS GROUP (HIG) 2004-11 PURCHASE 2013-05   2,823 6,107     -3,284  
    HARTFORD FINL SVCS GROUP (HIG) 2004-12 PURCHASE 2013-11   177 329     -152  
    INGERSOLL-RAND PLC (IR) 2004-11 PURCHASE 2013-08   311 179     132  
    INGERSOLL-RAND PLC (IR) 2004-11 PURCHASE 2013-08   1,799 1,037     762  
    JPMORGAN CHASE & COMPANY (JPM) 2004-11 PURCHASE 2013-03   1,450 1,121     329  
    LINCOLN NATL CORPORATION IND (LNC) 2010-06 PURCHASE 2013-03   1,830 1,463     367  
    LINCOLN NATL CORPORATION IND (LNC) 2010-06 PURCHASE 2013-03   1,237 1,044     193  
    LINCOLN NATL CORPORATION IND (LNC) 2010-06 PURCHASE 2013-03   1,139 943     196  
    LINCOLN NATL CORPORATION IND (LNC) 2010-06 PURCHASE 2013-03   995 808     187  
    LINCOLN NATL CORPORATION IND (LNC) 2010-06 PURCHASE 2013-03   431 346     85  
    MERCK & COMPANY INCORPORATED (MRK) 2009-02 PURCHASE 2013-01   2,840 1,651     1,189  
    MERCK & COMPANY INCORPORATED (MRK) 2009-10 PURCHASE 2013-01   3,957 2,949     1,008  
    MERCK & COMPANY INCORPORATED (MRK) 2009-10 PURCHASE 2013-01   172 128     44  
    METLIFE INCORPORATED (MET) 2008-10 PURCHASE 2013-12   4,207 2,649     1,558  
    MOSAIC COMPANY NEW (MOS) 2012-02 PURCHASE 2013-11   240 275     -35  
    MOSAIC COMPANY NEW (MOS) 2012-02 PURCHASE 2013-11   528 604     -76  
    NOBLE ENERGY INCORPORATED (NBL) 2008-09 PURCHASE 2013-02   1,554 760     794  
    NOBLE ENERGY INCORPORATED (NBL) 2008-09 PURCHASE 2013-02   1,653 814     839  
    NOBLE ENERGY INCORPORATED (NBL) 2008-09 PURCHASE 2013-02   1,661 814     847  
    OCCIDENTAL PETE CORPORATION (OXY) 2010-04 PURCHASE 2013-11   673 600     73  
    OCCIDENTAL PETE CORPORATION (OXY) 2010-04 PURCHASE 2013-11   1,251 1,127     124  
    OCCIDENTAL PETE CORPORATION (OXY) 2010-04 PURCHASE 2013-11   479 429     50  
    PITNEY BOWES INCORPORATED (PBI) 2007-12 PURCHASE 2013-04   507 1,311     -804  
    PITNEY BOWES INCORPORATED (PBI) 2007-12 PURCHASE 2013-04   1,085 2,809     -1,724  
    PITNEY BOWES INCORPORATED (PBI) 2009-08 PURCHASE 2013-04   333 491     -158  
    PITNEY BOWES INCORPORATED (PBI) 2009-08 PURCHASE 2013-04   897 1,323     -426  
    PITNEY BOWES INCORPORATED (PBI) 2007-12 PURCHASE 2013-04   246 637     -391  
    RAYTHEON COMPANY COM NEW (RTN) 2004-12 PURCHASE 2013-11   1,104 504     600  
    RAYTHEON COMPANY COM NEW (RTN) 2004-12 PURCHASE 2013-11   511 233     278  
    RAYTHEON COMPANY COM NEW (RTN) 2004-11 PURCHASE 2013-11   340 155     185  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-04   1,902 1,444     458  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-05   755 577     178  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-01   1,351 1,155     196  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-01   488 412     76  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-01   978 825     153  
    SANOFI SPONSORED ADR (FRANCE) (SNY) 2007-08 PURCHASE 2013-04   3,270 2,475     795  
    TIME WARNER INCORPORATED COM (TWX) 2010-10 PURCHASE 2013-07   924 473     451  
    TIME WARNER INCORPORATED COM (TWX) 2010-10 PURCHASE 2013-07   307 158     149  
    TIME WARNER INCORPORATED COM (TWX) 2010-10 PURCHASE 2013-07   554 284     270  
    UNUM GROUP (UNM) 2010-05 PURCHASE 2013-06   1,089 812     277  
    UNUM GROUP (UNM) 2010-05 PURCHASE 2013-07   1,101 748     353  
    UNUM GROUP (UNM) 2010-05 PURCHASE 2013-07   316 214     102  
    UNUM GROUP (UNM) 2010-05 PURCHASE 2013-07   888 598     290  
    UNUM GROUP (UNM) 2010-05 PURCHASE 2013-11   2,093 1,410     683  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-05   1,383 840     543  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-08   2,755 1,470     1,285  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-10   413 210     203  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-10   1,330 672     658  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-05   347 210     137  
    VIACOM INCORPORATED NEW CLASS (VIAB) 2006-01 PURCHASE 2013-05   1,670 1,008     662  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-10   394 300     94  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-10   358 273     85  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-02 PURCHASE 2013-10   897 623     274  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-02 PURCHASE 2013-10   1,384 972     412  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-09   1,479 1,246     233  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-02 PURCHASE 2013-10   1,324 922     402  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-09   1,115 928     187  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-09   131 108     23  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-01 PURCHASE 2013-09   1,314 1,084     230  
    VODAFONE GROUP PLC NEW (VODOLDDD) 2013-02 PURCHASE 2013-10   966 738     228  
    WELLS FARGO & COMPANY NEW (WFC) 2004-11 PURCHASE 2013-07   2,151 1,550     601  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-04 PURCHASE 2013-01   1,627 1,169     458  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-05 PURCHASE 2013-01   1,021 748     273  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-05 PURCHASE 2013-07   530 294     236  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-05 PURCHASE 2013-10   1,976 1,016     960  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-07 PURCHASE 2013-10   780 487     293  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-07 PURCHASE 2013-10   1,731 1,040     691  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-07 PURCHASE 2013-10   1,466 877     589  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2010-02 PURCHASE 2013-10   380 224     156  
    ADOBE SYSTEMS INCORPORATED (ADBE) 2009-05 PURCHASE 2013-07   3,231 1,855     1,376  
    ALLERGAN INCORPORATED (AGN) 2004-12 PURCHASE 2013-05   1,977 778     1,199  
    ALLERGAN INCORPORATED (AGN) 2004-12 PURCHASE 2013-01   2,599 972     1,627  
    APPLE INCORPORATED (AAPL) 2008-01 PURCHASE 2013-01   4,514 1,201     3,313  
    APPLE INCORPORATED (AAPL) 2008-01 PURCHASE 2013-05   2,303 667     1,636  
    APPLE INCORPORATED (AAPL) 2008-02 PURCHASE 2013-05   2,303 664     1,639  
    APPLE INCORPORATED (AAPL) 2008-02 PURCHASE 2013-07   1,284 399     885  
    APPLE INCORPORATED (AAPL) 2008-01 PURCHASE 2013-01   3,511 1,145     2,366  
    APPLE INCORPORATED (AAPL) 2008-09 PURCHASE 2013-08   1,008 285     723  
    APPLE INCORPORATED (AAPL) 2008-10 PURCHASE 2013-08   2,520 448     2,072  
    APPLE INCORPORATED (AAPL) 2008-10 PURCHASE 2013-10   1,061 179     882  
    APPLE INCORPORATED (AAPL) 2008-10 PURCHASE 2013-10   1,061 210     851  
    APPLE INCORPORATED (AAPL) 2008-01 PURCHASE 2013-01   1,056 327     729  
    APPLE INCORPORATED (AAPL) 2008-09 PURCHASE 2013-07   2,997 999     1,998  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-04 PURCHASE 2013-03   1,096 1,104     -8  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-03   365 377     -12  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   454 418     36  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-04 PURCHASE 2013-02   1,869 1,840     29  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   1,454 1,287     167  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   1,317 1,161     156  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   181 160     21  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   1,496 1,338     158  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   3,490 3,410     80  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   1,677 1,613     64  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-06 PURCHASE 2013-05   1,360 1,252     108  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-06 PURCHASE 2013-05   2,674 2,573     101  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-06 PURCHASE 2013-06   2,080 2,006     74  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-06 PURCHASE 2013-06   995 931     64  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-08 PURCHASE 2013-06   769 697     72  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-11 PURCHASE 2013-06   2,397 2,183     214  
    BMC SOFTWARE INCORPORATED (BMCOLD) 2012-05 PURCHASE 2013-05   954 842     112  
    CATERPILLAR INCORPORATED DEL (CAT) 2011-08 PURCHASE 2013-06   4,938 4,916     22  
    CATERPILLAR INCORPORATED DEL (CAT) 2011-08 PURCHASE 2013-06   1,423 1,407     16  
    CELGENE CORPORATION (CELG) 2012-11 PURCHASE 2013-07   4,695 2,702     1,993  
    EOG RES INCORPORATED (EOG) 2008-04 PURCHASE 2013-11   178 128     50  
    EOG RES INCORPORATED (EOG) 2008-04 PURCHASE 2013-11   3,017 2,338     679  
    EOG RES INCORPORATED (EOG) 2008-04 PURCHASE 2013-11   2,663 1,945     718  
    INTERCONTINENTALEXCHANGE (ICEOLDD) 2008-02 PURCHASE 2013-10   2,492 1,760     732  
    INTUIT (INTU) 2004-12 PURCHASE 2013-08   2,751 927     1,824  
    INTUIT (INTU) 2005-01 PURCHASE 2013-08   1,394 450     944  
    INTUIT (INTU) 2004-12 PURCHASE 2013-08   1,964 668     1,296  
    KINDER MORGAN INCORPORATED DEL (KMI. 2011-10 PURCHASE 2013-10   166 64     102  
    KINDER MORGAN INCORPORATED DEL (KMI. 2011-10 PURCHASE 2013-10   665 254     411  
    KINDER MORGAN INCORPORATED DEL (KMI. 2011-10 PURCHASE 2013-10   669 255     414  
    MASTERCARD INCORPORATED CLASS (MA) 2008-03 PURCHASE 2013-01   2,093 820     1,273  
    MASTERCARD INCORPORATED CLASS (MA) 2008-03 PURCHASE 2013-10   726 205     521  
    NIKE INCORPORATED CLASS B (NKE) 2009-04 PURCHASE 2013-01   1,712 853     859  
    NOVO-NORDISK A S (NVO) 2009-03 PURCHASE 2013-03   1,399 358     1,041  
    NOVO-NORDISK A S (NVO) 2009-03 PURCHASE 2013-03   2,273 606     1,667  
    PERRIGO COMPANY (PRGOOLD) 2010-09 PURCHASE 2013-12   10,564 4,494     6,070  
    PERRIGO COMPANY (PRGOOLD) 2010-09 PURCHASE 2013-12   4,660 1,771     2,889  
    POLYCOM INCORPORATED (PLCM) 2010-09 PURCHASE 2013-03   334 493     -159  
    POLYCOM INCORPORATED (PLCM) 2010-09 PURCHASE 2013-03   1,728 2,606     -878  
    POLYCOM INCORPORATED (PLCM) 2011-01 PURCHASE 2013-03   446 948     -502  
    POLYCOM INCORPORATED (PLCM) 2011-10 PURCHASE 2013-03   929 1,607     -678  
    POLYCOM INCORPORATED (PLCM) 2012-07 PURCHASE 2013-03   929 856     73  
    PRICELINE GRP INCORPORATED COM (PCLN 2009-10 PURCHASE 2013-07   2,711 530     2,181  
    PRICELINE GRP INCORPORATED COM (PCLN 2009-10 PURCHASE 2013-10   1,066 177     889  
    PRICELINE GRP INCORPORATED COM (PCLN 2009-11 PURCHASE 2013-10   2,132 413     1,719  
    PROGRESSIVE CORPORATION OHIO (PGR) 2012-02 PURCHASE 2013-07   4,089 3,408     681  
    SALLY BEAUTY HLDGS (SBH) 2012-11 PURCHASE 2013-08   1,064 977     87  
    SALLY BEAUTY HLDGS (SBH) 2012-11 PURCHASE 2013-07   835 676     159  
    STAPLES INCORPORATED (SPLS) 2004-11 PURCHASE 2013-02   6,120 9,064     -2,944  
    STAPLES INCORPORATED (SPLS) 2004-12 PURCHASE 2013-02   152 242     -90  
    STAPLES INCORPORATED (SPLS) 2004-12 PURCHASE 2013-02   2,293 3,781     -1,488  
    STAPLES INCORPORATED (SPLS) 2010-07 PURCHASE 2013-02   253 361     -108  
    STAPLES INCORPORATED (SPLS) 2010-07 PURCHASE 2013-02   436 608     -172  
    STAPLES INCORPORATED (SPLS) 2011-08 PURCHASE 2013-02   2,587 2,562     25  
    SYNGENTA AG SPONSORED ADR (SYT) 2009-02 PURCHASE 2013-01   248 127     121  
    SYNGENTA AG SPONSORED ADR (SYT) 2009-03 PURCHASE 2013-01   2,150 1,101     1,049  
    VERISIGN INCORPORATED (VRSN) 2010-01 PURCHASE 2013-01   1,264 711     553  
    VERISIGN INCORPORATED (VRSN) 2011-05 PURCHASE 2013-01   1,187 1,106     81  
    VISA INCORPORATED COM CLASS A (V) 2008-04 PURCHASE 2013-01   641 285     356  
    VISA INCORPORATED COM CLASS A (V) 2008-06 PURCHASE 2013-01   2,562 1,306     1,256  
    VISA INCORPORATED COM CLASS A (V) 2008-10 PURCHASE 2013-01   1,281 419     862  
    VISA INCORPORATED COM CLASS A (V) 2008-10 PURCHASE 2013-10   2,846 734     2,112  
    WALGREEN COMPANY (WAG) 2004-12 PURCHASE 2013-08   1,808 1,472     336  
    ANHEUSER-BUSCH INBEV WORLDWIDE (US03 2011-01 PURCHASE 2013-05   23,091 23,008     83  
    ANHEUSER-BUSCH INBEV WORLDWIDE (US03 2011-06 PURCHASE 2013-05   8,032 8,012     20  
    ANHEUSER-BUSCH INBEV WORLDWIDE (US03 2011-02 PURCHASE 2013-05   4,016 4,004     12  
    AON PLC NTS ISIN US037389AY94 (US037 2011-07 PURCHASE 2013-05   2,117 2,000     117  
    BP CAPITAL MARKETS PLC NTS PAY (US05 2011-12 PURCHASE 2013-08   19,055 18,994     61  
    BP CAPITAL MARKETS PLC NTS PAY (US05 2011-12 PURCHASE 2013-09   11,031 10,997     34  
    BP CAPITAL MARKETS PLC NTS PAY (US05 2011-12 PURCHASE 2013-09   16,044 15,996     48  
    CAROLINA POWER & LIGHT COMPANY (US14 2012-04 PURCHASE 2013-04   19,228 18,467     761  
    CAROLINA POWER & LIGHT COMPANY (US14 2012-04 PURCHASE 2013-04   15,982 15,390     592  
    COMCAST CORPORATION NTS ISIN (US2003 2012-06 PURCHASE 2013-07   3,941 4,038     -97  
    DISCOVERY COMMUNICATIONS INC. (US254 2012-05 PURCHASE 2013-06   15,876 15,879     -3  
    DISCOVERY COMMUNICATIONS INC. (US254 2012-05 PURCHASE 2013-05   10,039 9,924     115  
    DISCOVERY COMMUNICATIONS INC. (US254 2012-05 PURCHASE 2013-05   7,027 6,947     80  
    FHLMC REMIC SERIES 4098 PB (FH4098PB 2012-08 PURCHASE 2013-10   23,536 25,407     -1,871  
    FNMA REMIC TRUST 201-93 TY (FN2012-9 2012-09 PURCHASE 2013-10   45,722 49,681     -3,959  
    GEORGIA POWER COMPANY NTS PAYS (US37 2010-11 PURCHASE 2013-03   20,000 20,096     -96  
    GEORGIA POWER COMPANY NTS PAYS (US37 2010-12 PURCHASE 2013-03   8,000 8,039     -39  
    GILEAD SCIENCES, INC. NTS ISIN (US37 2011-03 PURCHASE 2013-05   16,986 14,858     2,128  
    GILEAD SCIENCES, INC. NTS ISIN (US37 2011-03 PURCHASE 2013-05   5,725 4,953     772  
    GOOGLE, INC. NTS ISIN US38259P (US38 2011-05 PURCHASE 2013-06   5,178 4,969     209  
    GOOGLE, INC. NTS ISIN US38259P (US38 2011-08 PURCHASE 2013-06   16,570 16,939     -369  
    INTERNATIONAL BANK FOR RECONST (US45 2011-01 PURCHASE 2013-11   25,966 24,953     1,013  
    JOHN DEERE CAPITAL CORPORATION (US24 2011-10 PURCHASE 2013-02   22,064 22,000     64  
    PNC FUNDING CORP. NTS ISIN US6 (US69 2010-12 PURCHASE 2013-07   25,714 23,771     1,943  
    PRIVATE EXPORT FUNDING CORPORA (US74 2011-05 PURCHASE 2013-01   13,616 13,388     228  
    PRIVATE EXPORT FUNDING CORPORA (US74 2011-03 PURCHASE 2013-01   31,422 30,665     757  
    PRIVATE EXPORT FUNDING CORPORA (US74 2011-08 PURCHASE 2013-10   21,566 21,438     128  
    PROVINCE OF ONTARIO USD FGN BD (US68 2010-06 PURCHASE 2013-09   47,731 45,930     1,801  
    TENNESSEE VALLEY AUTHORITY DEB (8805 2010-09 PURCHASE 2013-05   5,960 5,615     345  
    TORONTO-DOMINION BANK MTN ISIN (US89 2011-08 PURCHASE 2013-01   20,949 20,278     671  
    TORONTO-DOMINION BANK MTN ISIN (US89 2011-08 PURCHASE 2013-01   4,187 4,055     132  
    TOTAL CAPITAL CANADA LTD NTS P (US89 2011-09 PURCHASE 2013-04   35,103 35,033     70  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-10 PURCHASE 2013-06   9,120 9,009     111  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-11 PURCHASE 2013-06   6,080 6,020     60  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-11 PURCHASE 2013-08   39,207 39,124     83  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-10 PURCHASE 2013-01   5,090 5,006     84  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-11 PURCHASE 2013-09   10,052 10,042     10  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-11 PURCHASE 2013-10   17,150 17,070     80  
    US TREASURY NOTES 1% 09/30/201 (9128 2011-11 PURCHASE 2013-08   22,117 22,094     23  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-04   15,752 15,425     327  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-04   6,297 6,167     130  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-04   9,446 9,307     139  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-04   14,689 14,477     212  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-04   1,049 1,034     15  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-05   15,729 15,512     217  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-05   1,047 1,034     13  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-12 PURCHASE 2013-05   20,943 20,787     156  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-01   3,154 3,089     65  
    US TREASURY NOTES 2% 04/30/201 (9128 2011-08 PURCHASE 2013-01   2,103 2,061     42  
    US TREASURY NOTES 2.375% 07/31 (9128 2012-09 PURCHASE 2013-12   12,617 12,764     -147  
    US TREASURY NOTES 2.375% 07/31 (9128 2012-07 PURCHASE 2013-11   10,554 10,637     -83  
    US TREASURY NOTES 2.375% 07/31 (9128 2011-11 PURCHASE 2013-11   3,166 3,135     31  
    US TREASURY NOTES 2.375% 07/31 (9128 2011-11 PURCHASE 2013-10   33,740 33,464     276  
    US TREASURY NOTES 2.375% 07/31 (9128 2011-10 PURCHASE 2013-10   7,381 7,277     104  
    US TREASURY NOTES 2.375% 07/31 (9128 2011-10 PURCHASE 2013-01   5,379 5,239     140  
    US TREASURY NOTES 4% 08/15/201 (9128 2009-08 PURCHASE 2013-01   5,850 5,071     779  
    WAL-MART STORES, INC. NTS ISIN (US93 2010-07 PURCHASE 2013-05   20,608 19,004     1,604  
    AT&T INC. NTS ISIN US00206RBM3 (US00 2013-04 PURCHASE 2013-12   16,720 17,071     -351  
    BB&T CORPORATION MTN ISIN US05 (US05 2012-08 PURCHASE 2013-03   18,158 18,020     138  
    BERKSHIRE HATHAWAY INC. NTS IS (US08 2012-01 PURCHASE 2013-01   11,325 11,000     325  
    BERKSHIRE HATHAWAY INC. NTS IS (US08 2012-01 PURCHASE 2013-01   12,355 12,058     297  
    BP CAPITAL MARKETS PLC NTS ISI (US05 2013-08 PURCHASE 2013-12   14,241 14,016     225  
    CARMAX AUTO TR 2013-1 A-2 AUT (14313 2013-02 PURCHASE 2013-10   11,530 11,531     -1  
    CARMAX AUTO TR 2013-1 A-2 AUT (14313 2013-05 PURCHASE 2013-10   13,177 13,184     -7  
    CELGENE CORPORATION NTS ISIN (US1510 2013-03 PURCHASE 2013-06   2,963 3,036     -73  
    CELGENE CORPORATION NTS ISIN (US1510 2013-03 PURCHASE 2013-06   21,694 22,266     -572  
    CIGNA CORPORATION NTS ISIN US1 (US12 2012-06 PURCHASE 2013-03   19,441 18,795     646  
    CME GROUP INC. NTS ISIN US1257 (US12 2012-09 PURCHASE 2013-05   2,025 1,994     31  
    CME GROUP INC. NTS ISIN US1257 (US12 2012-09 PURCHASE 2013-06   3,933 3,988     -55  
    CME GROUP INC. NTS ISIN US1257 (US12 2012-09 PURCHASE 2013-06   11,799 12,030     -231  
    CME GROUP INC. NTS ISIN US1257 (US12 2012-09 PURCHASE 2013-05   17,004 16,950     54  
    CNH EQUIPMENT TR 2013-A A-2 (12591FA 2013-02 PURCHASE 2013-11   23,999 23,998     1  
    CNH EQUIPMENT TR 2013-A A-2 (12591FA 2013-10 PURCHASE 2013-11   14,999 14,991     8  
    COMCAST CORPORATION NTS ISIN (US2003 2012-06 PURCHASE 2013-06   17,226 17,164     62  
    COMCAST CORPORATION NTS ISIN (US2003 2012-07 PURCHASE 2013-07   11,822 12,541     -719  
    DISCOVERY COMMUNICATIONS INC. (US254 2012-05 PURCHASE 2013-05   2,076 1,985     91  
    FANNIE MAE 2012-113 PB (3136A8V6C2) 2012-09 PURCHASE 2013-05   63,951 64,074     -123  
    FEDERAL FARM CREDIT BANKS DEBE (3133 2013-05 PURCHASE 2013-12   31,717 32,016     -299  
    FEDERAL FARM CREDIT BANKS DEBE (3133 2013-05 PURCHASE 2013-12   1,982 1,997     -15  
    FEDERAL FARM CREDIT BANKS DEBE (3133 2013-05 PURCHASE 2013-12   29,708 29,950     -242  
    FHLMC REMIC SERIES 4097 EG (FH4097EG 2012-09 PURCHASE 2013-05   42,826 42,663     163  
    FHLMC REMIC SERIES 4098 PB (FH4098PB 2013-03 PURCHASE 2013-10   16,812 18,299     -1,487  
    FHLMC REMIC SERIES 4105 KB (FH4105KB 2012-09 PURCHASE 2013-07   45,099 47,670     -2,571  
    FNMA REMIC TRUST 2012-132 MD (FN1213 2012-11 PURCHASE 2013-10   23,351 24,936     -1,585  
    FNMA REMIC TRUST 2012-132 MD (FN1213 2012-11 PURCHASE 2013-10   34,594 36,952     -2,358  
    FNMA REMIC TRUST 2012-96 PD (FN2012- 2012-09 PURCHASE 2013-07   50,700 53,459     -2,759  
    FORD CREDIT AUTO TR 2013-A A-2 (3453 2013-02 PURCHASE 2013-11   22,637 22,632     5  
    FREDDIE MAC GROUP G14724 (FGG14724) 2013-05 PURCHASE 2013-08   29,008 30,216     -1,208  
    FREDDIE MAC GROUP J22836 (FGJ22836) 2013-05 PURCHASE 2013-07   26,297 27,381     -1,084  
    GE EQUIP TRANS LLC 2013-1 A-2 (36162 2013-03 PURCHASE 2013-10   24,992 24,999     -7  
    GENERAL MILLS, INC. NTS PAYS Q (US37 2012-08 PURCHASE 2013-02   37,116 37,125     -9  
    GOLDMAN SACHS GROUP, INC. MTN (US381 2013-01 PURCHASE 2013-05   2,043 1,999     44  
    INTER-AMERICAN DEVELOPMENT BAN (US45 2013-01 PURCHASE 2013-05   5,014 4,992     22  
    JOHN DEERE CAPITAL CORPORATION (US24 2012-10 PURCHASE 2013-02   22,020 22,024     -4  
    JOHN DEERE CAPITAL CORPORATION (US24 2012-08 PURCHASE 2013-02   1,001 1,001        
    NEWMONT MINING CORPORATION NTS (US65 2012-08 PURCHASE 2013-06   12,814 15,100     -2,286  
    NEWMONT MINING CORPORATION NTS (US65 2012-08 PURCHASE 2013-06   9,467 11,073     -1,606  
    RIO TINTO FINANCE (USA) PLC NT (US76 2012-08 PURCHASE 2013-03   2,015 1,990     25  
    RIO TINTO FINANCE (USA) PLC NT (US76 2012-09 PURCHASE 2013-03   14,102 14,037     65  
    RIO TINTO FINANCE (USA) PLC NT (US76 2012-08 PURCHASE 2013-02   16,131 15,921     210  
    RIO TINTO FINANCE (USA) PLC NT (US76 2012-08 PURCHASE 2013-03   3,022 2,997     25  
    SEMPRA ENERGY NTS ISIN US81685 (US81 2012-10 PURCHASE 2013-07   14,021 15,286     -1,265  
    SEMPRA ENERGY NTS ISIN US81685 (US81 2012-10 PURCHASE 2013-07   7,451 8,153     -702  
    SEMPRA ENERGY NTS ISIN US81685 (US81 2012-10 PURCHASE 2013-05   2,007 2,039     -32  
    SHELL INTERNATIONAL FINANCE B. (US82 2012-08 PURCHASE 2013-05   15,767 15,935     -168  
    SHELL INTERNATIONAL FINANCE B. (US82 2012-08 PURCHASE 2013-02   21,508 21,909     -401  
    TORONTO-DOMINION BANK MTN ISIN (US89 2012-06 PURCHASE 2013-01   10,466 10,323     143  
    U.S. BANCORP MTN ISIN US91159J (US91 2012-10 PURCHASE 2013-05   14,634 15,276     -642  
    U.S. BANCORP MTN ISIN US91159J (US91 2012-10 PURCHASE 2013-06   9,588 10,183     -595  
    U.S. BANCORP MTN ISIN US91159J (US91 2012-12 PURCHASE 2013-06   7,671 8,109     -438  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-02 PURCHASE 2013-05   5,041 5,009     32  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-03 PURCHASE 2013-11   15,827 16,033     -206  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-03 PURCHASE 2013-11   4,946 5,032     -86  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-03 PURCHASE 2013-10   15,798 16,104     -306  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-02 PURCHASE 2013-10   1,975 2,003     -28  
    US TREASURY NOTES 0.875% 01/31 (9128 2013-02 PURCHASE 2013-05   9,959 10,018     -59  
    US TREASURY NOTES 1% 09/30/201 (9128 2013-07 PURCHASE 2013-10   20,191 20,159     32  
    US TREASURY NOTES 1% 09/30/201 (9128 2013-07 PURCHASE 2013-10   3,026 3,023     3  
    US TREASURY NOTES 1% 09/30/201 (9128 2013-07 PURCHASE 2013-10   11,105 11,084     21  
    US TREASURY NOTES 1.375% 07/31 (9128 2013-08 PURCHASE 2013-12   31,979 31,742     237  
    US TREASURY NOTES 1.375% 07/31 (9128 2013-08 PURCHASE 2013-12   29,797 29,760     37  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-04 PURCHASE 2013-08   6,423 6,998     -575  
    US TREASURY NOTES 1.625% 11/15 (9128 2012-12 PURCHASE 2013-05   15,666 16,014     -348  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-04 PURCHASE 2013-06   12,413 12,956     -543  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-04 PURCHASE 2013-06   1,910 1,999     -89  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-04 PURCHASE 2013-06   20,799 21,993     -1,194  
    US TREASURY NOTES 1.625% 11/15 (9128 2012-12 PURCHASE 2013-06   955 1,001     -46  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-05 PURCHASE 2013-08   15,598 16,363     -765  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-05 PURCHASE 2013-08   3,628 3,850     -222  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-05 PURCHASE 2013-08   9,070 9,636     -566  
    US TREASURY NOTES 1.625% 11/15 (9128 2013-06 PURCHASE 2013-08   15,415 16,411     -996  
    US TREASURY NOTES 1.625% 11/15 (9128 2012-12 PURCHASE 2013-01   4,891 5,005     -114  
    UNDETERMINED 2012-12 PURCHASE 2013-12   104,160 104,159     1  
    ABBOTT LABS (ABT) 2012-12 PURCHASE 2013-01   1,691 1,579     112  
    ABBVIE INCORPORATED (ABBV) 2012-12 PURCHASE 2013-01   1,770 1,713     57  
    ACTAVIS PLC (ACT) 2012-12 PURCHASE 2013-10   34 17     17  
    AECOM TECHNOLOGY CORPORATION (ACM) 2013-04 PURCHASE 2013-09   3,581 3,831     -250  
    ALLIANT TECHSYSTEMS (ATK) 2012-12 PURCHASE 2013-01   65 60     5  
    ALLIED WRLD ASSUR COM HLDG AG (AWH) 2012-12 PURCHASE 2013-07   2,429 2,129     300  
    ALLIED WRLD ASSUR COM HLDG AG (AWH) 2012-12 PURCHASE 2013-01   163 164     -1  
    ALLIED WRLD ASSUR COM HLDG AG (AWH) 2012-12 PURCHASE 2013-07   1,869 1,622     247  
    ALLSTATE CORPORATION (ALL) 2012-12 PURCHASE 2013-01   172 163     9  
    ALTRIA GROUP INCORPORATED (MO) 2012-12 PURCHASE 2013-01   164 169     -5  
    AMERICAN CAPITAL AGENCY (AGNC) 2013-09 PURCHASE 2013-10   2,472 2,513     -41  
    AMERICAN CAPITAL AGENCY (AGNC) 2013-09 PURCHASE 2013-11   2,466 2,703     -237  
    AMERICAN EAGLE OUTFITTERS NEW (AEO) 2013-01 PURCHASE 2013-03   163 174     -11  
    AMERICAN EAGLE OUTFITTERS NEW (AEO) 2012-12 PURCHASE 2013-03   2,750 3,227     -477  
    APPLE INCORPORATED (AAPL) 2010-05 PURCHASE 2013-01   1,954 969     985  
    APPLE INCORPORATED (AAPL) 2011-06 PURCHASE 2013-01   2,205 1,677     528  
    APPLE INCORPORATED (AAPL) 2010-05 PURCHASE 2013-01   2,205 1,211     994  
    BLOCK H & R INCORPORATED (HRB) 2013-10 PURCHASE 2013-12   3,613 3,769     -156  
    BROCADE COMMUNICATIONS SYSTEMS (BRCD 2012-12 PURCHASE 2013-01   28 28        
    BROCADE COMMUNICATIONS SYSTEMS (BRCD 2012-12 PURCHASE 2013-05   2,514 2,610     -96  
    BROCADE COMMUNICATIONS SYSTEMS (BRCD 2012-12 PURCHASE 2013-05   657 664     -7  
    CBS CORPORATION NEW CLASS B (CBS) 2012-12 PURCHASE 2013-01   116 108     8  
    CF INDUSTRIES HLDGS (CF) 2012-12 PURCHASE 2013-01   436 423     13  
    CF INDUSTRIES HLDGS (CF) 2012-12 PURCHASE 2013-12   5,144 5,077     67  
    CHEVRON CORPORATION NEW (CVX) 2010-12 PURCHASE 2013-01   223 169     54  
    CIGNA CORPORATION (CI) 2012-12 PURCHASE 2013-01   166 157     9  
    CISCO SYSTEMS INCORPORATED (CSCO) 2012-12 PURCHASE 2013-11   1,102 996     106  
    CISCO SYSTEMS INCORPORATED (CSCO) 2013-09 PURCHASE 2013-11   1,760 2,016     -256  
    CISCO SYSTEMS INCORPORATED (CSCO) 2013-09 PURCHASE 2013-11   2,629 2,993     -364  
    CISCO SYSTEMS INCORPORATED (CSCO) 2008-02 PURCHASE 2013-01   41 47     -6  
    CISCO SYSTEMS INCORPORATED (CSCO) 2010-10 PURCHASE 2013-11   2,563 2,850     -287  
    CISCO SYSTEMS INCORPORATED (CSCO) 2012-12 PURCHASE 2013-11   1,623 1,456     167  
    CISCO SYSTEMS INCORPORATED (CSCO) 2008-02 PURCHASE 2013-11   1,324 1,460     -136  
    CITIGROUP INCORPORATED COM NEW (C) 2012-12 PURCHASE 2013-01   126 104     22  
    CITIGROUP INCORPORATED COM NEW (C) 2012-12 PURCHASE 2013-09   7,676 5,355     2,321  
    COMMUNITY HEALTH SYSTEMS (CYH) 2012-12 PURCHASE 2013-07   3,807 2,595     1,212  
    COMMUNITY HEALTH SYSTEMS (CYH) 2012-12 PURCHASE 2013-01   337 295     42  
    COMMUNITY HEALTH SYSTEMS (CYH) 2012-12 PURCHASE 2013-07   173 119     54  
    CONAGRA FOODS INCORPORATED (CAG) 2012-12 PURCHASE 2013-05   3,619 3,017     602  
    CONAGRA FOODS INCORPORATED (CAG) 2012-12 PURCHASE 2013-01   61 60     1  
    CONOCOPHILLIPS (COP) 2009-02 PURCHASE 2013-02   3,463 1,835     1,628  
    CONOCOPHILLIPS (COP) 2012-12 PURCHASE 2013-02   1,154 1,145     9  
    CONOCOPHILLIPS (COP) 2013-01 PURCHASE 2013-02   58 58        
    CONOCOPHILLIPS (COP) 2008-12 PURCHASE 2013-02   115 82     33  
    CONOCOPHILLIPS (COP) 2009-10 PURCHASE 2013-02   3,463 2,311     1,152  
    COPA HOLDINGS SA (CPA) 2012-12 PURCHASE 2013-02   1,877 1,798     79  
    COPA HOLDINGS SA (CPA) 2012-12 PURCHASE 2013-01   204 189     15  
    COPA HOLDINGS SA (CPA) 2012-12 PURCHASE 2013-02   889 870     19  
    CST BRANDS INCORPORATED (CST) 2012-12 PURCHASE 2013-06   24 19     5  
    CST BRANDS INCORPORATED (CST) 2012-12 PURCHASE 2013-05   564 409     155  
    CVS CAREMARK CORPORATION (CVS) 2012-12 PURCHASE 2013-01   307 278     29  
    DEAN FOODS COMPANY NEW (DFOLDD) 2012-12 PURCHASE 2013-03   3,094 3,023     71  
    DEAN FOODS COMPANY NEW (DFOLDD) 2012-12 PURCHASE 2013-01   160 158     2  
    DOLLAR TREE INCORPORATED (DLTR) 2013-09 PURCHASE 2013-11   6,587 6,843     -256  
    EASTMAN CHEMICAL COMPANY (EMN) 2012-12 PURCHASE 2013-04   3,860 3,484     376  
    EASTMAN CHEMICAL COMPANY (EMN) 2012-12 PURCHASE 2013-01   212 183     29  
    ENERGIZER HLDGS INCORPORATED (ENR) 2012-12 PURCHASE 2013-01   166 159     7  
    ENERGIZER HLDGS INCORPORATED (ENR) 2012-12 PURCHASE 2013-09   2,676 2,229     447  
    EVEREST RE GROUP LIMITED (RE) 2012-12 PURCHASE 2013-01   113 109     4  
    EXPEDIA INCORPORATED DEL COM (EXPE) 2012-12 PURCHASE 2013-01   125 122     3  
    EXPEDIA INCORPORATED DEL COM (EXPE) 2012-12 PURCHASE 2013-08   4,837 6,430     -1,593  
    EXXON MOBIL CORPORATION (XOM) 2010-05 PURCHASE 2013-08   9,157 6,142     3,015  
    EXXON MOBIL CORPORATION (XOM) 2009-05 PURCHASE 2013-08   5,036 3,751     1,285  
    FIFTH THIRD BANCORP (FITB) 2012-12 PURCHASE 2013-01   123 116     7  
    FLOWSERVE CORPORATION (FLS) 2012-12 PURCHASE 2013-02   2,974 2,651     323  
    FLOWSERVE CORPORATION (FLS) 2012-12 PURCHASE 2013-01   155 140     15  
    FOOT LOCKER INCORPORATED (FL) 2012-12 PURCHASE 2013-04   6,736 7,590     -854  
    FORD MTR COMPANY DEL COM PAR (F) 2013-01 PURCHASE 2013-03   1,407 1,508     -101  
    FORD MTR COMPANY DEL COM PAR (F) 2012-12 PURCHASE 2013-03   3,544 3,087     457  
    FORD MTR COMPANY DEL COM PAR (F) 2012-12 PURCHASE 2013-01   252 208     44  
    GANNETT INCORPORATED (GCI) 2012-12 PURCHASE 2013-06   1,600 1,171     429  
    GANNETT INCORPORATED (GCI) 2012-12 PURCHASE 2013-06   4,750 3,489     1,261  
    GANNETT INCORPORATED (GCI) 2012-12 PURCHASE 2013-01   132 127     5  
    GAP INCORPORATED DEL (GPS) 2012-12 PURCHASE 2013-10   4,020 3,765     255  
    GAP INCORPORATED DEL (GPS) 2013-01 PURCHASE 2013-10   111 95     16  
    GAP INCORPORATED DEL (GPS) 2013-06 PURCHASE 2013-10   1,438 1,599     -161  
    GILEAD SCIENCES INCORPORATED (GILD) 2012-12 PURCHASE 2013-04   4,524 3,423     1,101  
    GILEAD SCIENCES INCORPORATED (GILD) 2012-12 PURCHASE 2013-01   234 226     8  
    GOLDMAN SACHS GROUP (GS) 2012-12 PURCHASE 2013-01   410 358     52  
    HCC INS HLDGS INCORPORATED (HCC) 2012-12 PURCHASE 2013-01   38 37     1  
    HOLLYFRONTIER CORPORATION (HFC) 2012-12 PURCHASE 2013-07   3,677 3,992     -315  
    HOLLYFRONTIER CORPORATION (HFC) 2012-12 PURCHASE 2013-06   2,440 2,450     -10  
    HOLLYFRONTIER CORPORATION (HFC) 2012-12 PURCHASE 2013-01   133 136     -3  
    JARDEN CORPORATION (JAH) 2012-12 PURCHASE 2013-03   22 18     4  
    JARDEN CORPORATION (JAH) 2012-12 PURCHASE 2013-01   272 266     6  
    JPMORGAN CHASE & COMPANY (JPM) 2012-12 PURCHASE 2013-01   322 288     34  
    KEYCORP NEW (KEY) 2012-12 PURCHASE 2013-01   88 81     7  
    LEAR CORPORATION COM NEW (LEA) 2012-12 PURCHASE 2013-01   287 260     27  
    LINCOLN NATL CORPORATION IND (LNC) 2012-12 PURCHASE 2013-09   5,323 3,211     2,112  
    LINCOLN NATL CORPORATION IND (LNC) 2012-12 PURCHASE 2013-07   3,291 2,082     1,209  
    LOCKHEED MARTIN CORPORATION (LMT) 2012-12 PURCHASE 2013-01   94 92     2  
    MACYS INCORPORATED (M) 2012-12 PURCHASE 2013-01   2,176 2,228     -52  
    MACYS INCORPORATED (M) 2012-12 PURCHASE 2013-08   4,002 3,419     583  
    MACYS INCORPORATED (M) 2012-12 PURCHASE 2013-01   74 77     -3  
    MARATHON PETE CORPORATION (MPC) 2012-12 PURCHASE 2013-11   2,477 2,084     393  
    MARATHON PETE CORPORATION (MPC) 2012-12 PURCHASE 2013-09   2,797 2,441     356  
    MARATHON PETE CORPORATION (MPC) 2013-01 PURCHASE 2013-11   142 124     18  
    MCKESSON CORPORATION (MCK) 2012-12 PURCHASE 2013-01   101 95     6  
    MEDTRONIC INCORPORATED (MDT) 2013-01 PURCHASE 2013-01   176 173     3  
    METLIFE INCORPORATED (MET) 2010-09 PURCHASE 2013-04   424 462     -38  
    METLIFE INCORPORATED (MET) 2011-08 PURCHASE 2013-04   3,607 3,377     230  
    METLIFE INCORPORATED (MET) 2012-08 PURCHASE 2013-04   212 187     25  
    METLIFE INCORPORATED (MET) 2010-09 PURCHASE 2013-01   217 231     -14  
    MFA FINL INCORPORATED REIT (MFA) 2013-04 PURCHASE 2013-06   3,568 3,759     -191  
    MICROSOFT CORPORATION (MSFT) 2012-12 PURCHASE 2013-04   6,501 6,011     490  
    MICROSOFT CORPORATION (MSFT) 2013-01 PURCHASE 2013-09   2,183 1,948     235  
    MICROSOFT CORPORATION (MSFT) 2012-12 PURCHASE 2013-09   2,838 2,420     418  
    MICROSOFT CORPORATION (MSFT) 2013-01 PURCHASE 2013-09   187 161     26  
    ORACLE CORPORATION (ORCL) 2010-11 PURCHASE 2013-01   419 341     78  
    PETSMART INCORPORATED (PETM) 2012-12 PURCHASE 2013-03   3,897 4,401     -504  
    PETSMART INCORPORATED (PETM) 2013-01 PURCHASE 2013-03   124 136     -12  
    PFIZER INCORPORATED (PFE) 2007-08 PURCHASE 2013-01   373 331     42  
    PROCTER & GAMBLE COMPANY (PG) 2013-02 PURCHASE 2013-05   2,272 2,136     136  
    PROCTER & GAMBLE COMPANY (PG) 2013-04 PURCHASE 2013-08   2,589 2,558     31  
    PROCTER & GAMBLE COMPANY (PG) 2013-02 PURCHASE 2013-08   809 753     56  
    PROCTER & GAMBLE COMPANY (PG) 2013-02 PURCHASE 2013-05   3,813 3,541     272  
    PRUDENTIAL FINL INCORPORATED (PRU) 2012-12 PURCHASE 2013-04   1,488 1,409     79  
    PRUDENTIAL FINL INCORPORATED (PRU) 2012-12 PURCHASE 2013-01   517 470     47  
    QUALCOMM INCORPORATED (QCOM) 2010-02 PURCHASE 2013-01   260 155     105  
    RAYTHEON COMPANY COM NEW (RTN) 2012-12 PURCHASE 2013-01   3,428 3,448     -20  
    RPM INTERNATIONAL INCORPORATED (RPM) 2012-12 PURCHASE 2013-01   3,211 3,048     163  
    SERVICE CORPORATION (SCI) 2012-12 PURCHASE 2013-10   454 348     106  
    SERVICE CORPORATION (SCI) 2012-12 PURCHASE 2013-10   3,447 2,644     803  
    SERVICE CORPORATION (SCI) 2012-12 PURCHASE 2013-01   87 83     4  
    SLM CORPORATION (SLM) 2011-09 PURCHASE 2013-01   139 100     39  
    THERMO FISHER SCIENTIFIC (TMO) 2012-12 PURCHASE 2013-06   1,279 961     318  
    THERMO FISHER SCIENTIFIC (TMO) 2012-12 PURCHASE 2013-09   3,671 2,625     1,046  
    THERMO FISHER SCIENTIFIC (TMO) 2012-12 PURCHASE 2013-01   135 128     7  
    TIME WARNER CABLE INCORPORATED (TWC) 2012-12 PURCHASE 2013-02   2,818 3,060     -242  
    TIME WARNER CABLE INCORPORATED (TWC) 2012-12 PURCHASE 2013-01   98 96     2  
    TJX COMPANIES INCORPORATED NEW (TJX) 2012-12 PURCHASE 2013-01   176 177     -1  
    TOWERS WATSON & COMPANY CLASS (TW) 2013-03 PURCHASE 2013-11   3,235 1,979     1,256  
    TYSON FOODS INCORPORATED CLASS (TSN) 2013-02 PURCHASE 2013-10   2,638 2,190     448  
    TYSON FOODS INCORPORATED CLASS (TSN) 2013-02 PURCHASE 2013-10   1,500 1,255     245  
    UNITEDHEALTH GROUP (UNH) 2009-06 PURCHASE 2013-11   5,577 1,808     3,769  
    UNITEDHEALTH GROUP (UNH) 2009-06 PURCHASE 2013-01   158 72     86  
    UNIVERSAL HLTH SVCS (UHS) 2012-12 PURCHASE 2013-01   101 90     11  
    UNUM GROUP (UNM) 2012-12 PURCHASE 2013-09   4,261 2,897     1,364  
    UNUM GROUP (UNM) 2012-12 PURCHASE 2013-01   177 164     13  
    URS CORPORATION NEW (URS) 2012-12 PURCHASE 2013-04   5,258 4,537     721  
    URS CORPORATION NEW (URS) 2012-12 PURCHASE 2013-01   122 113     9  
    URS CORPORATION NEW (URS) 2012-12 PURCHASE 2013-04   745 644     101  
    US BANCORP DEL (USB) 2012-12 PURCHASE 2013-07   3,253 2,839     414  
    US BANCORP DEL (USB) 2012-12 PURCHASE 2013-09   2,559 2,226     333  
    US BANCORP DEL (USB) 2012-12 PURCHASE 2013-01   234 226     8  
    VALERO ENERGY CORPORATION NEW (VLO) 2012-12 PURCHASE 2013-01   70 65     5  
    VALIDUS HOLDINGS LIMITED COM (VR) 2012-12 PURCHASE 2013-01   35 35        
    VISA INCORPORATED COM CLASS A (V) 2012-12 PURCHASE 2013-11   3,420 2,549     871  
    VISA INCORPORATED COM CLASS A (V) 2012-12 PURCHASE 2013-01   322 300     22  
    WAL-MART STORES INCORPORATED (WMT) 2009-11 PURCHASE 2013-05   8,058 5,619     2,439  
    WAL-MART STORES INCORPORATED (WMT) 2013-01 PURCHASE 2013-05   465 412     53  
    WARNER CHILCOTT PLC IRELAND (WCRXOLD 2012-12 PURCHASE 2013-01   378 337     41  
    WELLS FARGO & COMPANY NEW (WFC) 2012-12 PURCHASE 2013-01   35 33     2  
    WYNDHAM WORLDWIDE CORPORATION (WYN) 2012-12 PURCHASE 2013-01   164 152     12  

    TY 2013 InvestmentsOtherSchedule2
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    RAYMOND JAMES SECURITIES & MONEY MKT FMV 5,310,332 5,310,332
    TEDDY BEARS, ART, SHOP, FIXED ASSETS FMV 12,466 12,466

    TY 2013 OtherAssetsSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Description Beginning of Year - Book Value End of Year - Book Value End of Year - Fair Market Value
    ES 990PF PMTS   3,817 3,817


    TY 2013 OtherExpensesSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    TRUST COMPANY FEES 70,143 70,143    
    OFFICE EXPENSE 2,015 1,008   1,007
    OTHER 3,283 3,283    


    TY 2013 OtherIncreasesSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Description Amount
    UNREALIZED GAIN/LOSS - SECURITIES 507,432


    TY 2013 OtherLiabilitiesSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Description Beginning of Year - Book Value End of Year - Book Value
    ST WITHHOLDING    
    FED EXCISE TAX DUE 994  


    TY 2013 TaxesSchedule
    Name:
    FRANCES PEW HAYES FAMILY FDN INC
    EIN: 65-0297367
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FED EXCISE TAX 583   583  
    FOREIGN TAXES W/H - RJ AWAD 6 6    
    FOREIGN TAXES W/H - RJ DEL 132 132    
    FOREIGN TAXES W/H - RJ FED 203 203    
    FOREIGN TAXES W/H - RJ LAZ 2,745 2,745    
    PAYROLL TAXES 5,891     5,891
    OTHER 125     125