FISCHER FAM FOUNDATION 2008 CHARITA BLE TR: Form 990PF, tax year 2010

View the entire original 990 at ProPublica ↗

Organization: FISCHER FAM FOUNDATION 2008 CHARITA BLE TR (EIN 38-6863779)
Tax period: 2010-12-01 to 2011-11-30
Filed: 2012-03-26
IRS object ID: 201230869349100008
Schema version: 2010v3.7
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Accounting Fees Schedule
Compensation Explanation
Gain Loss Sale Other Assets Sch
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Other Assets Schedule
Other Expenses Schedule
Other Income Schedule2
Other Liabilities Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-03-26T15:32:42-05:00	Timestamp
Tax Period End Date	2011-11-30	TaxPeriodEndDate

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	ANNEKEN HUEY & MOSER PLLC	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	909 WRIGHTS SUMMIT PARKWAY STE 12	AddressLine1
City	FORT WRIGHT	City
State	KY	State
ZIP Code	41011	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2010-12-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	386863779	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	THE FISCHER FAMILY FOUNDATION 2008	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	FISC	NameControl
Phone	8593414709	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	PO BOX 17160	AddressLine1
City	FT MITCHELL	City
State	KY	State
ZIP Code	41017	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	ELAINE M FISCHER	Name
Title	TRUSTEE	Title
Phone	8593414709	Phone
Date Signed	2012-03-01	DateSigned

Preparer Preparer

Field	Value	IRS element (for citing)
Name	KEVIN J MOSER	Name
Phone	8593315622	Phone
Date Prepared	2012-03-18	DatePrepared

Field	Value	IRS element (for citing)
Tax Year	2010	TaxYear
Build TS	2016-02-24 21:20:13Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Exempt PF	X	ExemptPF
FMV Assets EOY	39387498	FMVAssetsEOY
Method Of Accounting Cash	X	MethodOfAccountingCash

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Not Required To Attach Schedule B	X	NotRequiredToAttachScheduleB
Interest On Savings Rev And Expnss	4817	InterestOnSavingsRevAndExpnss
Interest On Savings Net Invst Incm	4817	InterestOnSavingsNetInvstIncm
Interest On Savings Adj Net Incm	4817	InterestOnSavingsAdjNetIncm
Dividends Rev And Expnss	1278965	DividendsRevAndExpnss
Dividends Net Invst Incm	1277242	DividendsNetInvstIncm
Dividends Adj Net Incm	1278965	DividendsAdjNetIncm
Net Gain Sale Assets Rev And Expnss	858025	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	13128388	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	121627	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	75178	OtherIncomeRevAndExpnss
Other Income Adj Net Incm	75178	OtherIncomeAdjNetIncm
Total Revenue And Expenses	2216985	TotalRevenueAndExpenses
Total Net Investment Income	1403686	TotalNetInvestmentIncome
Total Adjusted Net Income	1358960	TotalAdjustedNetIncome
Accounting Fees Rev And Expnss	23544	AccountingFeesRevAndExpnss
Accounting Fees Net Invst Incm	23544	AccountingFeesNetInvstIncm
Other Prof Fees Rev And Expnss	209076	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	209076	OtherProfFeesNetInvstIncm
Taxes Rev And Expnss	6691	TaxesRevAndExpnss
Taxes Net Invst Incm	6691	TaxesNetInvstIncm
Other Expenses Rev And Expnss	4852	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	4852	OtherExpensesNetInvstIncm
Tot Opr Expenses Rev And Expnss	244163	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	244163	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	0	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	2055000	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	2055000	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	2299163	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	244163	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	2055000	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-82178	ExcessOfRevenueOverExpenses
Net Investment Income	1159523	NetInvestmentIncome
Adjusted Net Income	1358960	AdjustedNetIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	1877057	CashBOY
Cash EOY	913714	CashEOY
Cash EOYFMV	913714	CashEOYFMV
Savings And Temp Cash Invst BOY	1056864	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	1016683	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	1016683	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	3122952	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	1597373	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	1624466	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	26339763	InvestmentsCorpStockBOY
Investments Corp Stock EOY	29315448	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	32440900	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	130730	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	2610632	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	2566772	InvestmentsCorpBondsEOYFMV
Investments Other BOY	3654787	InvestmentsOtherBOY
Investments Other EOY	684102	InvestmentsOtherEOY
Investments Other EOYFMV	796329	InvestmentsOtherEOYFMV
Other Assets BOY	41541	OtherAssetsBOY
Other Assets EOY	28634	OtherAssetsEOY
Other Assets EOYFMV	28634	OtherAssetsEOYFMV
Total Assets BOY	36223694	TotalAssetsBOY
Total Assets EOY	36166586	TotalAssetsEOY
Total Assets EOYFMV	39387498	TotalAssetsEOYFMV
Other Liabilities BOY	40251	OtherLiabilitiesBOY
Other Liabilities EOY	65321	OtherLiabilitiesEOY
Total Liabilities BOY	40251	TotalLiabilitiesBOY
Total Liabilities EOY	65321	TotalLiabilitiesEOY
Org That Follow SFAS117	X	OrgThatFollowSFAS117
Unrestricted BOY	36183443	UnrestrictedBOY
Unrestricted EOY	36101265	UnrestrictedEOY
Total Net Assets BOY	36183443	TotalNetAssetsBOY
Total Net Assets EOY	36101265	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	36223694	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	36166586	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	36183443	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-82178	ExcessOfRevenueOverExpenses
Subtotal	36101265	Subtotal
Total Net Assets Fund Balances EOY	36101265	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Field	Value	IRS element (for citing)
Capital Gain Net Income	121627	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	false	LiableFor4942Tax
Qualifying Distributions Year1	1938025	QualifyingDistributionsYear1
Noncharitable Assets Year1	39555675	NoncharitableAssetsYear1
Distribution Ratio Year1	0.048995	DistributionRatioYear1
Qualifying Distributions Year2	2207147	QualifyingDistributionsYear2
Noncharitable Assets Year2	30332835	NoncharitableAssetsYear2
Distribution Ratio Year2	0.072764	DistributionRatioYear2
Qualifying Distributions Year3	2628150	QualifyingDistributionsYear3
Noncharitable Assets Year3	45565549	NoncharitableAssetsYear3
Distribution Ratio Year3	0.057678	DistributionRatioYear3
Qualifying Distributions Year4	2372675	QualifyingDistributionsYear4
Noncharitable Assets Year4	53548215	NoncharitableAssetsYear4
Distribution Ratio Year4	0.044309	DistributionRatioYear4
Qualifying Distributions Year5	1609434	QualifyingDistributionsYear5
Noncharitable Assets Year5	48983571	NoncharitableAssetsYear5
Distribution Ratio Year5	0.032857	DistributionRatioYear5
Total Distribution Ratio	0.256603	TotalDistributionRatio
Average Distribution Ratio	0.051321	AverageDistributionRatio
Net Noncharitable Assets	39424319	NetNoncharitableAssets
Adjusted Noncharitable Assets	2023295	AdjustedNoncharitableAssets
One Percent Net Investment Income	11595	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	2034890	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2055000	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	11595	InvestmentIncomeExciseTax
Subtotal	11595	Subtotal
Tax Based On Investment Income	11595	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	25000	EstTaxPaymentsAndOverpayment
Total Credits And Payments	25000	TotalCreditsAndPayments
Overpayment	13405	Overpayment
Amount Credited To Next Year	13405	AmountCreditedToNextYear

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	false	LegislativePoliticalActivities
More Than100 Spent	false	MoreThan100Spent
Form1120 POL Filed	false	Form1120POLFiled
Activities Not Prev Reported	false	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	false	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	false	UnrelatedBusIncomeOver1000
Termination Etc	false	TerminationEtc
Requirements Of Sect508e	true	RequirementsOfSect508e
At Least5000 In Assets	true	AtLeast5000InAssets
States Filed With	KY	StatesFiledWith
Form990 PF Filed With AG	true	Form990PFFiledWithAG
Private Operating Foundation	false	PrivateOperatingFoundation
New Substantial Contributors	false	NewSubstantialContributors
Interest In Controlled Entity	false	InterestInControlledEntity
Applicable Insurance Contract	false	ApplicableInsuranceContract
Comply With Public Inspection Rqr	true	ComplyWithPublicInspectionRqr
Website Address	NONE	WebsiteAddress
Books In Care Of Person Name	LINDA MOREHEAD	BooksInCareOfPersonName
Books In Care Of Phone Number	8593414709	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	PO BOX 17160	AddressLine1
City	FT MITCHELL	City
State	KY	State
ZIP Code	41017	ZIPCode

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	false	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	false	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	false	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	false	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	false	TransferAssetsToDsqflyPerson
Payment To Government Offical	false	PaymentToGovernmentOffical
Undistributed Income Prior Years	false	UndistributedIncomePriorYears
Business Holdings	false	BusinessHoldings
Jeopardy Investments	false	JeopardyInvestments
Uncorrected Jeopardy Investments	false	UncorrectedJeopardyInvestments
Influence Legislation	false	InfluenceLegislation
Influence Election	false	InfluenceElection
Grants To Individuals	false	GrantsToIndividuals
Grants To Organizations	false	GrantsToOrganizations
Noncharitable Purpose	false	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	false	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	false	PayPremiumsPrsnlBnftContract

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (2 entries)

Address Line1USAddress/AddressLine1	CityUSAddress/City	StateUSAddress/State	ZIP CodeUSAddress/ZIPCode	TitleTitle	Avg Hours Per Wk Devoted To PositionAvgHoursPerWkDevotedToPosition	CompensationCompensation	Contri To Empl Benefit Plans EtcContriToEmplBenefitPlansEtc	Expense Account Other AllowancesExpenseAccountOtherAllowances
ELAINE M FISCHER
PO BOX 17160	FORT MITCHELL	KY	41017	TRUSTEE	1.00	0	0	0
HENRY K FISCHER
PO BOX 17160	FORT MITCHELL	KY	41017	TRUSTEE	1.00	0	0	0

Field	Value	IRS element (for citing)
Comp Of Highest Paid Empl NONE	NONE	CompOfHighestPaidEmplNONE
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Description1	N/A	Description1

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	37563896	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	2432159	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	28634	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	40024689	TotalFMVOfUnusedAssets
Adj Total FMV Of Unused Assets	40024689	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	600370	CashDeemedCharitable
Net Noncharitable Assets	39424319	NetNoncharitableAssets
Minimum Investment Return	1971216	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	1971216	MinimumInvestmentReturn
Tax Based On Investment Income	11595	TaxBasedOnInvestmentIncome
Total Tax	11595	TotalTax
Distributable Amount Before Adj	1959621	DistributableAmountBeforeAdj
Distributable Amount Before Ded	1959621	DistributableAmountBeforeDed
Distributable Amount As Adjusted	1959621	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2055000	ExpensesAndContributions
Qualifying Distributions	2055000	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	11595	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2043405	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	1959621	DistributableAmountAsAdjusted
Undistributed Income Prior Year	1905143	UndistributedIncomePriorYear
Qualifying Distributions	2055000	QualifyingDistributions
Applied To Year1	1905143	AppliedToYear1
Applied To Current Year	149857	AppliedToCurrentYear
Undistributed Income CY	1809764	UndistributedIncomeCY

Supplementary Information SupplementaryInformation

Field	Value	IRS element (for citing)
Only Contributes To Preselected	X	OnlyContributesToPreselected

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (53 entries)

Business Name Line2RecipientBusinessName/BusinessNameLine2	Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
ALLIANCE FOR CATHOLIC URB
DIOCESE OF COVINGTON	PO BOX 15550	COVINGTON	KY	41015	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
ALZHEIMER'S ASSOCIATION O
	644 LINN STREET SUITE 10	CINCINNATI	OH	45203	NONE	509(A)(1)	GENERAL SUPPORT	$100
AMERICAN DIABETES ASSOCIA
	PO BOX 1834	MERRIFIELD	VA	22116	NONE	509(A)(1)	GENERAL SUPPORT	$200
ARTSWAVE
	20 EAST CENTRAL PARKWAY	CINCINNATI	OH	45202	NONE	509(A)(1)	GENERAL SUPPORT	$1,100
THE ARC OF KENTUCKY
	706 E MAIN STREET SUITE	FRANKFORT	KY	40601	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
BETHANY HOUSE SERVICES I
	1833 FAIRMOUNT AVE	CINCINNATI	OH	45214	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
BLESSED SACRAMENT
TUITION ASSISTANCE PROGRAM	2409 DIXIE HIGHWAY	FORT MITCHELL	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$100
BLUEGRASS INSTITUTE
	400 EAST MAIN AVE SUITE	BOWLING GREEN	KY	42102	NONE	509(A)(1)	GENERAL SUPPORT	$50,000
BOYS & GIRLS CLUBS OF GR
	600 DALTON AVENUE	CINCINNATI	OH	45203	NONE	509(A)(1)	GENERAL SUPPORT	$10,500
BOYS HOPEGIRLS HOPE OF G
	4225 MALSBARY RD SUITE	CINCINNATI	OH	45242	NONE	509(A)(1)	GENERAL SUPPORT	$10,000
THE BRIGHTON CENTER
	741 CENTRAL AVENUE	NEWPORT	KY	41071	NONE	509(A)(1)	GENERAL SUPPORT	$1,577,100
CAMPBELL LODGE BOYS HOME
	5161 SKYLINE DRIVE	COLD SPRING	KY	41076	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
CATHOLIC INNER CITY SCHOO
ARCHDIOCESE OF CINCINNATI	100 EAST EIGHTH STREET	CINCINNATI	OH	45202	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
CATHOLIC SOCIAL SERVICES
	3629 CHURCH STREET	COVINGTON	KY	41015	NONE	509(A)(1)	GENERAL SUPPORT	$20,000
CHILDREN'S HOME OF NO KE
	200 HOME ROAD	COVINGTON	KY	41011	NONE	509(A)(1)	GENERAL SUPPORT	$105,000
CINCINNATI CHILDREN'S HOS
	3333 BURNET AVE MLC 301	CINCINNATI	OH	45229	NONE	509(A)(1)	GENERAL SUPPORT	$50,000
STARSHINE HOSPICE
CHILDREN'S HOSPITAL	3333 BURNET AVENUE	CINCINNATI	OH	45229	NONE	509(A)(1)	GENERAL SUPPORT	$10,000
COVINGTON CATHOLIC HIGH S
	1600 DIXIE HIGHWAY	PARK HILLS	KY	41011	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
CYSTINOSIS FOUNDATION
	58 MILAMONTE DRIVE	MORANGA	CA	94856	NONE	509(A)(1)	GENERAL SUPPORT	$50
DIOCESAN CATHOLIC CHILDRE
	PO BOX 17007	FORT MITCHELL	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
4C FOR CHILDREN
	1924 DANA AVENUE	CINCINNATI	OH	45207	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
FRIENDS OF SCOUTING
DAN BEARD COUNCIL BSA	10078 READING ROAD	CINCINNATI	OH	45241	NONE	509(A)(1)	GENERAL SUPPORT	$500
HABITAT FOR HUMANITY
	9900 PRINCETON-GLENDALE	CINCINNATI	OH	45246	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
HOLLY HILL CHILDREN'S SER
	9599 SUMMER HILL ROAD	CALIFORNIA	KY	41007	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
HOSPICE OF CINCINNATI
	4310 COOPER ROAD	CINCINNATI	OH	45242	NONE	509(A)(1)	GENERAL SUPPORT	$100
INSTITUTE FOR JUSTICE
	901 N GLEBE RD SUITE 9	ARLINGTON	VA	22203	NONE	509(A)(1)	GENERAL SUPPORT	$2,000
JUNIOR ACHIEVEMENT OF GR
	644 LINN STREET SUITE 10	CINCINNATI	OH	45203	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
KENTUCKY COUNCIL ON ECONO
	11601 BLUEGRASS PARKWAY	LOUISVILLE	KY	40299	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
COMMONWEALTH FUND FOR KET
	560 COOPER DRIVE	LEXINGTON	KY	40502	NONE	509(A)(1)	GENERAL SUPPORT	$250
LITERACY NETWORK OF GR C
	19 BROADCAST PLAZA	CINCINNATI	OH	45203	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
MARCH OF DIMES
	PO BOX 2610	BOWLING GREEN	KY	42101	NONE	509(A)(1)	GENERAL SUPPORT	$100
THE MARY ROSE MISSION
	PO BOX 76533	HIGHLAND HEIGHTS	KY	41076	NONE	509(A)(1)	GENERAL SUPPORT	$100
NORTHERN KENTUCKY SYMPHON
	PO BOX 72810	NEWPORT	KY	41072	NONE	509(A)(1)	GENERAL SUPPORT	$3,000
NORTHERN KENTUCKY UNIVERS
	100 NUNN DRIVE AC 503	HIGHLAND HEIGHTS	KY	41099	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
NOTRE DAME ACADEMY
	1699 HILTON DRIVE	PARK HILLS	KY	41011	NONE	509(A)(1)	GENERAL SUPPORT	$3,000
OHIO UNIVERSITY
	PO BOX 869	ATHENS	OH	45701	NONE	509(A)()	GENERAL SUPPORT	$300
PREGNANCY CENTER OF CLERM
	1676 STATE RT 125	AMELIA	OH	45102	NONE	509(A)(1)	GENERAL SUPPORT	$100
REDWOOD REHABILITATION CE
	71 ORPHANAGE ROAD	FORT MITCHELL	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
RONALD MCDONALD HOUSE CHA
	350 ERKENBRECHER AVENUE	CINCINNATI	OH	45229	NONE	509(A)(1)	GENERAL SUPPORT	$2,500
THE SALVATION ARMY
	PO BOX 14076	COVINGTON	KY	41014	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
ST JOSEPH CHURCH
	2470 LORRAINE CT	CRESCENT SPRINGS	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$12,500
ST JOSEPH SCHOOL AAA
	2470 LORRAINE CT	CRESCENT SPRINGS	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$250
ST JOSEPH ORPHANAGE
	5400 EDALBERT DRIVE	CINCINNATI	OH	45239	NONE	509(A)(1)	GENERAL SUPPORT	$10,000
ST HENRY CHURCH
	5813 DIXIE HIGHWAY	ERLANGER	KY	41018	NONE	509(A)(1)	GENERAL SUPPORT	$600
ST LEO CATHOLIC CHURCH B
	28290 BEAUMONT ROAD	BONITA SPRINGS	FL	34134	NONE	509(A)(1)	GENERAL SUPPORT	$100
SOCIETY OF ST VINCENT DE
	1125 BANK STREET	CINCINNATI	OH	45214	NONE	509(A)(1)	GENERAL SUPPORT	$100,000
ST XAVIER HIGH SCHOOL
	600 W NORTH BEND ROAD	CINCINNATI	OH	45224	NONE	509(A)(1)	GENERAL SUPPORT	$5,000
SUSAN G KOMEN SWFL
	26800 S TAMIAMI TRAIL	BONITA SPRINGS	FL	34134	NONE	509(A)(1)	GENERAL SUPPORT	$200
THOMAS MORE COLLEGE
	333 THOMAS MORE PARKWAY	CRESTVIEW HILLS	KY	41017	NONE	509(A)(1)	GENERAL SUPPORT	$100
TRANSITIONS INC
	700 FAIRFIELD AVENUE	BELLEVUE	KY	41073	NONE	509(A)(1)	GENERAL SUPPORT	$1,000
UNITED WAY OF GR CINCINN
	2400 READING ROAD	CINCINNATI	OH	45202	NONE	509(A)(1)	GENERAL SUPPORT	$25,000
WELCOME HOUSE
	141 203-205 PIKE STREET	COVINGTON	KY	41011	NONE	509(A)(1)	GENERAL SUPPORT	$10,000
YWCA
	898 WALNUT STREET	CINCINNATI	OH	45202	NONE	509(A)(1)	GENERAL SUPPORT	$150

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	2055000	TotGrantOrContriPaidDuringYear

Analysis Income Producing Acty AnalysisIncomeProducingActy

Int On Savings And Temp Cash Invst IntOnSavingsAndTempCashInvst

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$4,817	ExclusionAmount

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$1,278,965	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$121,627	ExclusionAmount
Related Or Exempt Function Income	736398	RelatedOrExemptFunctionIncome

Other Revenue Described OtherRevenueDescribed

Field	Value	IRS element (for citing)
Description	FEDERAL INCOME TAX REFUND	Description
Related Or Exempt Function Income	75178	RelatedOrExemptFunctionIncome

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Exclusion	$1,405,409	ExclusionAmount
Related Or Exempt Function Income	811576	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	2216985	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	false	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	false	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	false	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	false	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	false	RentalOfFacilitiesEtc
Reimbursement Arrangements	false	ReimbursementArrangements
Loans Or Loan Guarantees	false	LoansOrLoanGuarantees
Performance Of Services Etc	false	PerformanceOfServicesEtc
Sharing Of Facilities Etc	false	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	false	RelationshipsNoncharitableEOs

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees AccountingFees

Field	Value	IRS element (for citing)
Category	TAX PREPARATION	Category
Amount	$23,544	Amount
Net Investment Income	23544	NetInvestmentIncome

Compensation Explanation CompensationExplanation

Compensation Compensation (2 entries)

ELAINE M FISCHER
HENRY K FISCHER

Gain Loss Sale Other Assets Sch GainLossSaleOtherAssetsSch

Gain Loss Sale Other Asset GainLossSaleOtherAsset (1197 entries)

NameName	Date AcquiredDateAcquired	How AcquiredHowAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	BasisBasis	Total NetTotalNet
TESORO CORP 73784-770	2010-04	PURCHASE	2010-12	13244	10133	3111
DEBENHAMS PLC UNSP ADR 23CC4-2360	2010-07	PURCHASE	2011-02	9449	9449
ALCATEL S.A. SPD AD 02069-2220	2010-12	PURCHASE	2011-02	11191	6660	4531
DST SYSTEMS INC DEL-270	2010-06	PURCHASE	2011-04	14653	10442	4211
GOODYEAR TIRE RUBBER 33041-490	2010-05	PURCHASE	2011-04	7708	5561	2147
GOODYEAR TIRE RUBBER 33041-120	2010-07	PURCHASE	2011-04	1888	1241	647
GOODYEAR TIRE RUBBER 33041-780	2010-07	PURCHASE	2011-04	12662	8064	4598
GOODYEAR TIRE RUBBER 33041-1140	2010-07	PURCHASE	2011-05	20109	11785	8324
GOODYEAR TIRE RUBBER 33041-470	2010-09	PURCHASE	2011-05	8291	5226	3065
GOODYEAR TIRE RUBBER 33041-610	2010-09	PURCHASE	2011-05	10760	6545	4215
TOKYO STYLE CO 8112 FN JPY PAR ORD	2010-10	PURCHASE	2011-06	15575	15575
TOKYO STYLE CO 8112 FN JPY PAR ORD	2011-05	PURCHASE	2011-06	6701	6701
CHAODA MODERN AGRI LTD 9FSJ0-12000	2010-09	PURCHASE	2011-07	4349	10388	-6039
CHAODA MODERN AGRI LTD 9FSJ0-20000	2011-01	PURCHASE	2011-07	7248	14410	-7162
SNS REAAL N.V. 8F9L0-1990	2010-09	PURCHASE	2011-09	5715	8447	-2732
GOLDMAN SACHS GROUP INC 316A8-91	2010-07	PURCHASE	2010-12	14425	13601	824
CISCO SYS INC-222	2010-03	PURCHASE	2010-12	4257	5811	-1554
MCDONALDS CORP CO 47649-39	2010-06	PURCHASE	2010-12	3044	2638	406
MCDONALDS CORP CO 47649-16	2010-06	PURCHASE	2010-12	1249	1082	167
CELGENE CORP CO 14659-60	2010-05	PURCHASE	2010-12	3425	3603	-178
F5 NETWORKS INC CO 282U1-43	2010-08	PURCHASE	2010-12	5619	3772	1847
STARBUCKS CORP 71795-150	2010-05	PURCHASE	2010-12	4907	4007	900
LABORATORY CP AMER HLDGS-51	2010-05	PURCHASE	2010-12	4509	3956	553
MCDONALDS CORP CO 47649-121	2010-06	PURCHASE	2011-01	9024	8185	839
STARBUCKS CORP 71795-108	2010-05	PURCHASE	2011-01	3445	2885	560
COCA-COLA 11/10/95-71	2010-01	PURCHASE	2011-01	4478	4055	423
COCA-COLA 11/10/95-2	2010-01	PURCHASE	2011-01	126	109	17
COLGATE PALMOLIVE CO-98	2010-01	PURCHASE	2011-01	7671	7893	-222
PRICELINE COM INC-10	2010-07	PURCHASE	2011-01	4327	2129	2198
MCDONALDS CORP CO 47649-52	2010-06	PURCHASE	2011-01	3847	3517	330
MCDONALDS CORP CO 47649-131	2010-06	PURCHASE	2011-01	9644	8861	783
VISA INC CL A SHRS 79EC8-40	2010-05	PURCHASE	2011-01	2866	2927	-61
MCDONALDS CORP CO 47649-76	2010-06	PURCHASE	2011-01	5550	5141	409
AMERICAN TOWER CORP CL 013P8-143	2010-04	PURCHASE	2011-01	7082	5997	1085
AMERICAN TOWER CORP CL 013P8-35	2010-04	PURCHASE	2011-01	1714	1468	246
LABORATORY CP AMER HLDGS-131	2010-05	PURCHASE	2011-01	11756	10161	1595
LABORATORY CP AMER HLDGS-1	2010-05	PURCHASE	2011-01	90	76	14
LABORATORY CP AMER HLDGS-46	2010-05	PURCHASE	2011-01	4134	3511	623
3M COMPANY 74E15-22	2010-06	PURCHASE	2011-02	1932	1702	230
PRICELINE COM INC-17	2010-07	PURCHASE	2011-02	7407	3619	3788
NVIDIA-240	2011-01	PURCHASE	2011-02	5728	4665	1063
TEXAS INSTRUMENTS 73841-200	2010-10	PURCHASE	2011-02	7025	5477	1548
CELGENE CORP CO 14659-162	2010-05	PURCHASE	2011-02	8198	9729	-1531
CELGENE CORP CO 14659-134	2010-05	PURCHASE	2011-02	6781	8018	-1237
CELGENE CORP CO 14659-21	2010-11	PURCHASE	2011-02	1063	1298	-235
NVIDIA-187	2011-01	PURCHASE	2011-02	4493	3635	858
NVIDIA-64	2011-01	PURCHASE	2011-02	1538	1244	294
TEXAS INSTRUMENTS 73841-322	2010-10	PURCHASE	2011-02	11268	8818	2450
CELGENE CORP CO 14659-7	2010-11	PURCHASE	2011-02	357	433	-76
CELGENE CORP CO 14659-57	2010-11	PURCHASE	2011-02	2903	3586	-683
CELGENE CORP CO 14659-31	2010-11	PURCHASE	2011-02	1579	1939	-360
CTRIP.COM INTL LTD AD 144E3-102	2010-11	PURCHASE	2011-02	4217	4729	-512
CISCO SYS INC-176	2010-03	PURCHASE	2011-02	3302	4607	-1305
CISCO SYS INC-679	2010-08	PURCHASE	2011-02	12739	16567	-3828
CTRIP.COM INTL LTD AD 144E3-20	2010-11	PURCHASE	2011-02	829	927	-98
NETFLIX COM INC-22	2010-08	PURCHASE	2011-02	5410	2589	2821
CTRIP.COM INTL LTD AD 144E3-74	2010-11	PURCHASE	2011-02	2999	3431	-432
CTRIP.COM INTL LTD AD 144E3-21	2010-11	PURCHASE	2011-02	851	1005	-154
CTRIP.COM INTL LTD AD 144E3-107	2010-11	PURCHASE	2011-02	4236	5122	-886
AMERICAN TOWER CORP CL 013P8-25	2010-04	PURCHASE	2011-02	1351	1048	303
AMERICAN TOWER CORP CL 013P8-114	2010-04	PURCHASE	2011-02	6159	4852	1307
PRICELINE COM INC-38	2010-07	PURCHASE	2011-03	17398	8090	9308
NETFLIX COM INC-28	2010-08	PURCHASE	2011-03	5724	3296	2428
TARGET CORP COM 74DG3-84	2010-07	PURCHASE	2011-03	4315	4408	-93
TARGET CORP COM 74DG3-80	2010-07	PURCHASE	2011-03	4113	4199	-86
NETFLIX COM INC-24	2010-08	PURCHASE	2011-03	4630	2825	1805
NVIDIA-768	2011-01	PURCHASE	2011-03	14045	14927	-882
POTASH CORP SASKATCHEWA 62400-71	2010-11	PURCHASE	2011-03	3827	3324	503
BOEING COMPANY 09728-51	2010-05	PURCHASE	2011-03	3459	3304	155
COVIDIEN PLC SHS 157N0-217	2010-04	PURCHASE	2011-03	10516	10516
F5 NETWORKS INC CO 282U1-74	2010-08	PURCHASE	2011-03	6928	6491	437
F5 NETWORKS INC CO 282U1-21	2010-08	PURCHASE	2011-03	1966	1860	106
NETAPP INC 53CH4-45	2010-09	PURCHASE	2011-04	2052	2214	-162
NETAPP INC 53CH4-375	2010-09	PURCHASE	2011-04	17277	18448	-1171
AMERICAN TOWER CORP CL 013P8-85	2010-04	PURCHASE	2011-04	4313	3617	696
AMERICAN TOWER CORP CL 013P8-71	2010-04	PURCHASE	2011-04	3581	3022	559
AMERICAN TOWER CORP CL 013P8-74	2010-06	PURCHASE	2011-04	3732	3069	663
AMERICAN TOWER CORP CL 013P8-130	2010-06	PURCHASE	2011-04	6529	5392	1137
FREEPRT-MCMRAN CPR 278X5-70	2010-10	PURCHASE	2011-04	3649	3099	550
ADOBE SYS DEL PV 0.001 00380-76	2010-11	PURCHASE	2011-04	2512	2267	245
ADOBE SYS DEL PV 0.001 00380-173	2010-11	PURCHASE	2011-04	5719	5105	614
FREEPRT-MCMRAN CPR 278X5-147	2010-10	PURCHASE	2011-05	7543	6508	1035
FREEPRT-MCMRAN CPR 278X5-88	2010-10	PURCHASE	2011-05	4288	3896	392
POTASH CORP SASKATCHEWA 62400-100	2010-11	PURCHASE	2011-05	5118	4681	437
CATERPILLAR INC DEL 14565-26	2010-07	PURCHASE	2011-05	2805	1798	1007
CATERPILLAR INC DEL 14565-22	2010-07	PURCHASE	2011-05	2373	1528	845
CATERPILLAR INC DEL 14565-39	2010-07	PURCHASE	2011-05	4221	2708	1513
BORG WARNER INC CO 069K4-36	2010-07	PURCHASE	2011-05	2645	1530	1115
CATERPILLAR INC DEL 14565-78	2010-07	PURCHASE	2011-05	8284	5416	2868
BORG WARNER INC CO 069K4-55	2010-07	PURCHASE	2011-05	3955	2338	1617
CAMERON INTL CORP-159	2010-08	PURCHASE	2011-05	7644	6095	1549
CHECK POINT SOFTWRE TECH-74	2010-07	PURCHASE	2011-05	4029	2391	1638
STARWOOD HOTELS AND RESORTS WORLDWID	2011-01	PURCHASE	2011-05	3147	3411	-264
SALESFORCE COM INC 67897-42	2010-05	PURCHASE	2011-05	5521	3442	2079
NORDSTROM INC 55641-100	2010-09	PURCHASE	2011-05	4614	3531	1083
TEXTRON INC-192	2011-04	PURCHASE	2011-05	4532	5343	-811
CORNING INC 21322-416	2010-05	PURCHASE	2011-05	8455	7255	1200
CORNING INC 21322-266	2010-06	PURCHASE	2011-05	5407	4865	542
CHECK POINT SOFTWRE TECH-25	2010-07	PURCHASE	2011-05	1368	808	560
CORNING INC 21322-436	2010-06	PURCHASE	2011-05	8754	7974	780
TEXTRON INC-25	2011-04	PURCHASE	2011-05	593	696	-103
TEXTRON INC-86	2011-04	PURCHASE	2011-05	2039	2362	-323
FREEPRT-MCMRAN CPR 278X5-33	2010-10	PURCHASE	2011-05	1559	1461	98
FREEPRT-MCMRAN CPR 278X5-32	2010-10	PURCHASE	2011-05	1512	1540	-28
TEXTRON INC-286	2011-04	PURCHASE	2011-05	6395	7854	-1459
TEXTRON INC-9	2011-04	PURCHASE	2011-05	201	245	-44
TEXTRON INC-80	2011-04	PURCHASE	2011-05	1789	2043	-254
CAMERON INTL CORP-102	2010-08	PURCHASE	2011-05	4784	3910	874
EOG RESOURCES INC 257J7-38	2010-10	PURCHASE	2011-05	4041	3801	240
BORG WARNER INC CO 069K4-13	2010-07	PURCHASE	2011-05	864	553	311
BORG WARNER INC CO 069K4-78	2010-08	PURCHASE	2011-05	5185	3565	1620
FLOWSERVE CORP-28	2011-02	PURCHASE	2011-05	3282	3566	-284
FLOWSERVE CORP-27	2011-02	PURCHASE	2011-05	3165	3488	-323
CHECK POINT SOFTWRE TECH-86	2010-07	PURCHASE	2011-05	4572	2779	1793
BORG WARNER INC CO 069K4-10	2010-08	PURCHASE	2011-05	667	457	210
FIRST SOLAR INC-59	2011-03	PURCHASE	2011-05	7018	9306	-2288
TEXTRON INC-97	2011-04	PURCHASE	2011-05	2218	2477	-259
CAMERON INTL CORP-156	2010-08	PURCHASE	2011-06	7348	5980	1368
TEXTRON INC-87	2011-04	PURCHASE	2011-06	1959	2222	-263
TEXTRON INC-105	2011-04	PURCHASE	2011-06	2364	2736	-372
FLOWSERVE CORP-14	2011-02	PURCHASE	2011-06	1576	1808	-232
FLOWSERVE CORP-35	2011-02	PURCHASE	2011-06	3936	4521	-585
NETFLIX COM INC-35	2010-08	PURCHASE	2011-06	9293	4119	5174
FLOWSERVE CORP-20	2011-02	PURCHASE	2011-06	2216	2584	-368
SINA CORPORATION-48	2011-01	PURCHASE	2011-06	4396	4135	261
FLOWSERVE CORP-4	2011-02	PURCHASE	2011-06	426	517	-91
FLOWSERVE CORP-24	2011-03	PURCHASE	2011-06	2555	3114	-559
FLOWSERVE CORP-15	2011-03	PURCHASE	2011-06	1579	1946	-367
FLOWSERVE CORP-29	2011-03	PURCHASE	2011-06	3053	3712	-659
CATERPILLAR INC DEL 14565-37	2010-07	PURCHASE	2011-06	3537	2569	968
COGNIZANT TECH SOLUTNS A-44	2011-03	PURCHASE	2011-06	3108	3385	-277
COGNIZANT TECH SOLUTNS A-33	2011-03	PURCHASE	2011-06	2331	2520	-189
COGNIZANT TECH SOLUTNS A-31	2011-03	PURCHASE	2011-06	2155	2367	-212
ROCKWELL AUTOMATION INC-33	2011-02	PURCHASE	2011-06	2584	2903	-319
ROCKWELL AUTOMATION INC-4	2011-02	PURCHASE	2011-06	314	352	-38
ROCKWELL AUTOMATION INC-13	2011-02	PURCHASE	2011-06	1019	1150	-131
NETFLIX COM INC-16	2010-09	PURCHASE	2011-06	4034	2121	1913
CHECK POINT SOFTWRE TECH-27	2010-07	PURCHASE	2011-06	1448	872	576
HEWLETT PACKARD CO DE 36229-516	2011-02	PURCHASE	2011-06	17965	25027	-7062
CHECK POINT SOFTWRE TECH-81	2010-07	PURCHASE	2011-06	4342	2617	1725
DEVON ENERGY CORP NEW 229B4-98	2011-03	PURCHASE	2011-06	7533	8849	-1316
DEVON ENERGY CORP NEW 229B4-7	2011-03	PURCHASE	2011-06	538	625	-87
FREEPRT-MCMRAN CPR 278X5-102	2010-10	PURCHASE	2011-06	4868	4907	-39
FIRST SOLAR INC-44	2011-03	PURCHASE	2011-06	5355	6940	-1585
FIRST SOLAR INC-48	2011-04	PURCHASE	2011-06	5842	7713	-1871
FIRST SOLAR INC-2	2011-04	PURCHASE	2011-06	243	324	-81
NORDSTROM INC 55641-108	2010-09	PURCHASE	2011-06	4918	3814	1104
NORDSTROM INC 55641-28	2010-09	PURCHASE	2011-06	1275	992	283
SANDISK CORP INC-141	2010-12	PURCHASE	2011-06	6024	6725	-701
SANDISK CORP INC-93	2010-12	PURCHASE	2011-06	3973	4499	-526
FIRST SOLAR INC-5	2011-04	PURCHASE	2011-06	602	809	-207
NORDSTROM INC 55641-151	2010-09	PURCHASE	2011-06	6811	5351	1460
SANDISK CORP INC-99	2010-12	PURCHASE	2011-06	4076	4789	-713
SANDISK CORP INC-78	2011-02	PURCHASE	2011-06	3211	4008	-797
DEVON ENERGY CORP NEW 229B4-31	2011-03	PURCHASE	2011-06	2401	2768	-367
DEVON ENERGY CORP NEW 229B4-49	2011-03	PURCHASE	2011-06	3796	4248	-452
NORDSTROM INC 55641-17	2010-09	PURCHASE	2011-06	763	602	161
NETFLIX COM INC-14	2010-09	PURCHASE	2011-07	4024	1856	2168
SINA CORPORATION-43	2011-01	PURCHASE	2011-07	4593	3704	889
NETFLIX COM INC-15	2010-09	PURCHASE	2011-07	4462	1988	2474
SINA CORPORATION-26	2011-01	PURCHASE	2011-07	3109	2240	869
SALESFORCE COM INC 67897-4	2010-11	PURCHASE	2011-08	581	457	124
SALESFORCE COM INC 67897-39	2010-11	PURCHASE	2011-08	5623	4456	1167
COGNIZANT TECH SOLUTNS A-76	2011-03	PURCHASE	2011-08	5451	5803	-352
COGNIZANT TECH SOLUTNS A-26	2011-03	PURCHASE	2011-08	1865	2017	-152
COGNIZANT TECH SOLUTNS A-15	2011-04	PURCHASE	2011-08	1076	1226	-150
SINA CORPORATION-16	2011-01	PURCHASE	2011-08	1595	1378	217
SINA CORPORATION-6	2011-01	PURCHASE	2011-08	574	517	57
SINA CORPORATION-27	2011-01	PURCHASE	2011-08	2581	2343	238
STRYKER CORP-90	2011-05	PURCHASE	2011-08	4590	5656	-1066
CHECK POINT SOFTWRE TECH-205	2010-10	PURCHASE	2011-08	10199	7589	2610
BAKER HUGHES INC-57	2011-02	PURCHASE	2011-08	3435	3873	-438
COGNIZANT TECH SOLUTNS A-22	2011-04	PURCHASE	2011-08	1402	1798	-396
COGNIZANT TECH SOLUTNS A-65	2011-04	PURCHASE	2011-08	4143	5321	-1178
COGNIZANT TECH SOLUTNS A-1	2011-05	PURCHASE	2011-08	64	82	-18
CHECK POINT SOFTWRE TECH-41	2010-10	PURCHASE	2011-08	1989	1518	471
STRYKER CORP-22	2011-05	PURCHASE	2011-08	1018	1383	-365
STRYKER CORP-57	2011-05	PURCHASE	2011-08	2639	3606	-967
CATERPILLAR INC DEL 14565-53	2011-02	PURCHASE	2011-08	4826	5578	-752
STRYKER CORP-102	2011-05	PURCHASE	2011-08	4577	6452	-1875
STRYKER CORP-57	2011-05	PURCHASE	2011-08	2558	3645	-1087
STRYKER CORP-9	2011-05	PURCHASE	2011-08	401	575	-174
STRYKER CORP-43	2011-05	PURCHASE	2011-08	1918	2752	-834
STRYKER CORP-76	2011-05	PURCHASE	2011-08	3390	4841	-1451
POTASH CORP SASKATCHEWA 62400-14	2010-11	PURCHASE	2011-08	715	655	60
POTASH CORP SASKATCHEWA 62400-165	2010-12	PURCHASE	2011-08	8426	7683	743
POTASH CORP SASKATCHEWA 62400-73	2011-01	PURCHASE	2011-08	3728	4038	-310
POTASH CORP SASKATCHEWA 62400-17	2011-01	PURCHASE	2011-08	879	940	-61
ROCKWELL AUTOMATION INC-65	2011-02	PURCHASE	2011-08	3583	5749	-2166
ROCKWELL AUTOMATION INC-71	2011-02	PURCHASE	2011-08	3913	6286	-2373
ROCKWELL AUTOMATION INC-26	2011-02	PURCHASE	2011-08	1433	2348	-915
ALLEGHENY TECH INC 016N1-14	2010-10	PURCHASE	2011-09	532	668	-136
EOG RESOURCES INC 257J7-42	2010-10	PURCHASE	2011-09	3264	4201	-937
FREEPRT-MCMRAN CPR 278X5-70	2010-10	PURCHASE	2011-09	2286	3368	-1082
FREEPRT-MCMRAN CPR 278X5-6	2010-11	PURCHASE	2011-09	196	287	-91
GILEAD SCIENCES INC COM 32422-197	2011-07	PURCHASE	2011-09	7902	8470	-568
ILLUMINA INC COM-22	2011-01	PURCHASE	2011-10	843	1471	-628
LAS VEGAS SANDS CORP 436S9-103	2011-06	PURCHASE	2011-10	3813	4171	-358
BAKER HUGHES INC-211	2011-02	PURCHASE	2011-10	10151	14338	-4187
FREEPRT-MCMRAN CPR 278X5-378	2010-11	PURCHASE	2011-10	11876	18109	-6233
FREEPRT-MCMRAN CPR 278X5-28	2010-11	PURCHASE	2011-10	880	1502	-622
FREEPRT-MCMRAN CPR 278X5-80	2010-11	PURCHASE	2011-10	2513	4161	-1648
NETFLIX COM INC-46	2010-12	PURCHASE	2011-10	5126	8731	-3605
NETFLIX COM INC-22	2011-04	PURCHASE	2011-10	2452	5124	-2672
NETFLIX COM INC-18	2011-07	PURCHASE	2011-10	2006	4601	-2595
SINA CORPORATION-67	2011-01	PURCHASE	2011-10	4890	5815	-925
ALLEGHENY TECH INC 016N1-21	2010-10	PURCHASE	2011-10	675	1002	-327
ALLEGHENY TECH INC 016N1-168	2010-10	PURCHASE	2011-10	5400	7844	-2444
ILLUMINA INC COM-38	2011-01	PURCHASE	2011-10	1442	2541	-1099
ILLUMINA INC COM-5	2011-01	PURCHASE	2011-10	190	345	-155
SINA CORPORATION-42	2011-01	PURCHASE	2011-10	2933	3645	-712
SINA CORPORATION-11	2011-01	PURCHASE	2011-10	768	960	-192
YUM BRANDS, INC.-116	2011-05	PURCHASE	2011-10	5745	6532	-787
YUM BRANDS, INC.-7	2011-05	PURCHASE	2011-10	347	391	-44
ALLEGHENY TECH INC 016N1-46	2010-10	PURCHASE	2011-10	1515	2148	-633
ALLEGHENY TECH INC 016N1-27	2011-03	PURCHASE	2011-10	890	1724	-834
CANADIAN NATURAL RES LT 13776-76	2010-10	PURCHASE	2011-10	2290	2712	-422
CANADIAN NATURAL RES LT 13776-158	2010-10	PURCHASE	2011-10	4722	5638	-916
CANADIAN NATURAL RES LT 13776-23	2010-11	PURCHASE	2011-10	687	902	-215
CANADIAN NATURAL RES LT 13776-45	2010-11	PURCHASE	2011-10	1345	1713	-368
LORILLARD INC-17	2011-10	PURCHASE	2011-10	1954	1880	74
STERICYCLE INC COM-18	2011-08	PURCHASE	2011-10	1502	1440	62
BG GROUP PLC SPON AD 080X2-30	2011-04	PURCHASE	2011-10	3222	3648	-426
ABERCROMBIE & FITCH CO-39	2011-10	PURCHASE	2011-10	2689	2517	172
DANAHER CORP DEL CO 22576-65	2011-05	PURCHASE	2011-10	3031	3516	-485
FAMILY DOLLAR STORES-55	2011-10	PURCHASE	2011-10	3234	3178	56
GOOGLE INC CL A 31842-20	2011-02	PURCHASE	2011-10	11782	12477	-695
ILLUMINA INC COM-87	2011-01	PURCHASE	2011-10	2331	5998	-3667
INTEL-131	2011-05	PURCHASE	2011-10	3145	3127	18
INTEL-84	2011-05	PURCHASE	2011-10	2017	1960	57
JUNIPER NETWORKS INC 405H1-104	2010-11	PURCHASE	2011-10	2207	3581	-1374
JUNIPER NETWORKS INC 405H1-28	2010-11	PURCHASE	2011-10	594	982	-388
JOHNSON & JOHNSON-139	2011-05	PURCHASE	2011-10	8828	9251	-423
KIMBERLY CLARK 42451-54	2011-09	PURCHASE	2011-10	3923	3716	207
KOHLS CORP-73	2011-08	PURCHASE	2011-10	3955	3497	458
KROGER CO-205	2011-06	PURCHASE	2011-10	4728	5021	-293
KROGER CO-25	2011-06	PURCHASE	2011-10	577	608	-31
LAUDER ESTEE COS INC A-40	2011-08	PURCHASE	2011-10	3864	3679	185
LAS VEGAS SANDS CORP 436S9-103	2011-06	PURCHASE	2011-10	4228	4171	57
MONSANTO CO NEW DEL CO 46HY7-80	2011-05	PURCHASE	2011-10	5957	5667	290
MONSANTO CO NEW DEL CO 46HY7-20	2011-06	PURCHASE	2011-10	1489	1410	79
MCDONALDS CORP CO 47649-62	2011-05	PURCHASE	2011-10	5689	5138	551
MICROSOFT CORP-187	2011-08	PURCHASE	2011-10	5049	4713	336
NATIONAL-OILWELL VARCO 526S0-56	2011-03	PURCHASE	2011-10	3647	4180	-533
PRAXAIR INC 61889-35	2011-08	PURCHASE	2011-10	3598	3292	306
QUALCOMM INC-59	2011-07	PURCHASE	2011-10	3062	3359	-297
REPUBLIC SERVICES INC-90	2011-08	PURCHASE	2011-10	2603	2458	145
RAYTHEON CO DELAWARE NE 64AP3-62	2011-05	PURCHASE	2011-10	2710	3055	-345
RAYTHEON CO DELAWARE NE 64AP3-15	2011-05	PURCHASE	2011-10	656	745	-89
STARWOOD HOTELS AND RESORTS WORLDWID	2011-01	PURCHASE	2011-10	2873	3721	-848
STARWOOD HOTELS AND RESORTS WORLDWID	2011-01	PURCHASE	2011-10	2346	3060	-714
SIGMA ALDRICH CORP-48	2011-06	PURCHASE	2011-10	3247	3263	-16
TYCO INTL LTD NAMEN-AKT-74	2011-06	PURCHASE	2011-10	3300	3428	-128
TIME WARNER INC SHS 74KB0-95	2011-05	PURCHASE	2011-10	3269	3494	-225
TYSON FOODS INC CL A 75775-224	2011-06	PURCHASE	2011-10	4199	4152	47
UNION PACIFIC CORP 76323-52	2011-10	PURCHASE	2011-10	5030	4629	401
VERIFONE SYSTEMS INC-39	2011-09	PURCHASE	2011-10	1501	1538	-37
WATERS CORP-75	2011-02	PURCHASE	2011-10	6006	5939	67
WAL-MART STORES INC-121	2011-06	PURCHASE	2011-10	6895	6419	476
YUM BRANDS, INC.-68	2011-05	PURCHASE	2011-10	3638	3802	-164
CME GROUP INC 153G0-11	2010-12	PURCHASE	2011-10	2900	3290	-390
AMN ELEC POWER CO 02516-78	2011-05	PURCHASE	2011-10	3049	3000	49
PEPSICO-75	2011-05	PURCHASE	2011-10	4660	5331	-671
COMERICA INC COM-102	2011-04	PURCHASE	2011-10	2479	3913	-1434
CME GROUP INC 153G0-17	2010-12	PURCHASE	2011-10	4445	5084	-639
CME GROUP INC 153G0-22	2010-12	PURCHASE	2011-10	5782	6821	-1039
CME GROUP INC 153G0-2	2010-12	PURCHASE	2011-11	547	620	-73
RAYTHEON CO DELAWARE NE 64AP3-64	2011-05	PURCHASE	2011-11	2776	3179	-403
JOHNSON & JOHNSON-90	2011-05	PURCHASE	2011-11	5749	5990	-241
INTEL-276	2011-05	PURCHASE	2011-11	6564	6441	123
STARWOOD HOTELS AND RESORTS WORLDWID	2011-01	PURCHASE	2011-11	2336	3309	-973
U.S. TREASURY NOTE 2.375% JUL 31 201	2010-08	PURCHASE	2011-02	182609	191643	-9034
U.S. TREASURY NOTE 2.375% JUL 31 201	2010-08	PURCHASE	2011-02	118502	124612	-6110
U.S. TREASURY NOTE 2.500% JUN 30 201	2010-08	PURCHASE	2011-02	59646	63059	-3413
U.S. TREASURY NOTE 2.375% OCT 31 201	2010-04	PURCHASE	2011-02	46005	45134	871
U.S. TREASURY NOTE 2.375% OCT 31 201	2010-10	PURCHASE	2011-02	138016	143301	-5285
U.S. TRSY INFLATIN NTE H27H4-50	2010-05	PURCHASE	2011-04	5560	5617	-57
U.S. TREASURY BILL ZERO% SEP 08 2011	2011-03	PURCHASE	2011-05	30994	30980	14
FEDERAL NATL MTG ASSOC NOTES 00.750%	2011-01	PURCHASE	2011-05	7988	7907	81
U.S. TREASURY BILL ZERO% SEP 08 2011	2011-03	PURCHASE	2011-09	394000	393742	258
U.S. TRSY INFLATION NOT H2639-30	2010-11	PURCHASE	2011-10	6038	5656	382
FEDERAL NATL MTG ASSOC NOTES 00.750%	2011-01	PURCHASE	2011-10	6029	5930	99
U.S. TREASURY NOTE 2.125% AUG 15 202	2011-09	PURCHASE	2011-10	4964	5063	-99
U.S. TREASURY NOTE 1.500% JUL 31 201	2011-08	PURCHASE	2011-10	6136	6169	-33
U.S. TRSRY INFLATION BON 2.500% JAN	2010-11	PURCHASE	2011-10	25676	23890	1786
WELLS FARGO ADVANTAGE ASSET ALLOCATI	2010-08	PURCHASE	2010-12	250000	250000
ISHARES BARCLYS 1-3 YEAR TREAS INDEX	2010-10	PURCHASE	2011-08	371969	371536	433
ISHARES BARCLYS 1-3 YEAR TREAS INDEX	2010-10	PURCHASE	2011-08	177531	177324	207
SPDR DOW JONES INDUST AV ETF TRUST-4	2011-08	PURCHASE	2011-08	541007	540500	507
SPDR DOW JONES INDUST AV ETF TRUST-3	2011-08	PURCHASE	2011-08	437410	412300	25110
SPDR DOW JONES INDUST AV ETF TRUST-9	2011-08	PURCHASE	2011-10	105608	97650	7958
ISHARES BARCLYS 1-3 YEAR TREAS INDEX	2010-10	PURCHASE	2011-10	125047	124971	76
WELLS FARGO ADVANTAGE ASSET ALLOCATI	2010-12	PURCHASE	2011-10	75000	75000
ABBOTT LABORATORIES-130	2010-08	PURCHASE	2010-12	6119	6372	-253
ABBOTT LABORATORIES-56	2010-08	PURCHASE	2010-12	2636	2850	-214
ABBOTT LABORATORIES-43	2010-09	PURCHASE	2010-12	2024	2246	-222
BARRICK GOLD CORPORATION-292	2010-08	PURCHASE	2010-12	15512	12006	3506
BANK NEW YORK MELLON 08462-362	2010-08	PURCHASE	2010-12	10438	9075	1363
FRANKLIN RES INC 30655-115	2010-08	PURCHASE	2010-12	13153	11660	1493
METLIFE INC 49DM2-165	2010-08	PURCHASE	2010-12	7227	6924	303
DELTA AIR LINES INC 23146-1073	2010-08	PURCHASE	2011-01	13533	12576	957
DELTA AIR LINES INC 23146-136	2010-08	PURCHASE	2011-01	1710	1594	116
BANK NEW YORK MELLON 08462-552	2010-08	PURCHASE	2011-01	17408	13837	3571
NEWMONT MINING CORP 55370-34	2010-08	PURCHASE	2011-01	1939	1893	46
NEWMONT MINING CORP 55370-36	2010-08	PURCHASE	2011-01	2053	2010	43
BARRICK GOLD CORPORATION-127	2010-08	PURCHASE	2011-01	6271	5222	1049
NEWMONT MINING CORP 55370-34	2010-08	PURCHASE	2011-01	1941	1898	43
HSN INC-44	2010-08	PURCHASE	2011-01	1259	1277	-18
HSN INC-72	2010-08	PURCHASE	2011-01	2095	2089	6
MARATHON OIL CORP 46JR7-144	2010-08	PURCHASE	2011-01	6246	4822	1424
HSN INC-50	2010-08	PURCHASE	2011-01	1441	1451	-10
M&T BANK CORPORATIO 46EB0-46	2010-08	PURCHASE	2011-01	3934	4001	-67
HSN INC-4	2010-08	PURCHASE	2011-01	113	116	-3
CANADIAN NATL RAILWAY C 132T5-133	2010-08	PURCHASE	2011-01	9146	8372	774
TARGET CORP COM 74DG3-149	2010-08	PURCHASE	2011-02	8190	7639	551
EXXON MOBIL CORP CO 257D4-201	2010-08	PURCHASE	2011-02	16162	12056	4106
KROGER CO-147	2010-08	PURCHASE	2011-02	3281	3114	167
AMGEN INC COM PV 0.000 04491-167	2010-08	PURCHASE	2011-02	8832	9136	-304
HALLIBURTON COMPANY 34824-90	2010-08	PURCHASE	2011-02	4237	2668	1569
AMGEN INC COM PV 0.000 04491-144	2010-08	PURCHASE	2011-02	7603	7878	-275
KROGER CO-199	2010-08	PURCHASE	2011-03	4569	4216	353
TARGET CORP COM 74DG3-138	2010-08	PURCHASE	2011-03	7078	7075	3
KEYCORP NEW CO 415J3-1258	2010-08	PURCHASE	2011-03	11380	10616	764
COVIDIEN PLC SHS 157N0-317	2010-08	PURCHASE	2011-03	11748	11748
CHEVRON CORP 144X5-103	2010-08	PURCHASE	2011-03	10884	7765	3119
KROGER CO-204	2010-08	PURCHASE	2011-04	4898	4322	576
ARCHER DANIELS MIDLD 05071-99	2010-08	PURCHASE	2011-04	3472	2692	780
FORD MOTOR COMPANY-817	2010-08	PURCHASE	2011-04	12044	10447	1597
ARCHER DANIELS MIDLD 05071-60	2010-08	PURCHASE	2011-04	2110	1632	478
HALLIBURTON COMPANY 34824-89	2010-08	PURCHASE	2011-04	4351	2639	1712
CITIGROUP INC-1384	2010-05	PURCHASE	2011-05	5218	5218
CITIGROUP INC-2247	2010-06	PURCHASE	2011-05	8561	8561
CITIGROUP INC-1392	2010-08	PURCHASE	2011-05	5721	5721
CITIGROUP INC-1145	2010-09	PURCHASE	2011-05	4408	4408
INTEL-303	2010-08	PURCHASE	2011-05	7070	6296	774
COMCAST CORP NEW CL A 127J0-182	2010-08	PURCHASE	2011-05	4595	3566	1029
MOSAIC CO-228	2010-08	PURCHASE	2011-05	10881	10881
HSN INC-36	2010-08	PURCHASE	2011-05	1180	1045	135
HSN INC-48	2010-08	PURCHASE	2011-06	1554	1393	161
PHILIP MORRIS INTL INC 601S5-75	2011-03	PURCHASE	2011-06	4938	4783	155
COLGATE PALMOLIVE CO-40	2010-08	PURCHASE	2011-06	3431	3039	392
COLGATE PALMOLIVE CO-30	2010-08	PURCHASE	2011-06	2573	2280	293
HALLIBURTON COMPANY 34824-101	2010-08	PURCHASE	2011-06	4710	2994	1716
KROGER CO-157	2010-08	PURCHASE	2011-06	3844	3326	518
SCHLUMBERGER LTD-69	2010-08	PURCHASE	2011-06	5631	4116	1515
PEPSICO-94	2010-08	PURCHASE	2011-06	6436	6091	345
COMCAST CORP NEW CL A 127J0-151	2010-08	PURCHASE	2011-06	3564	2959	605
HERTZ GLOBAL HOLDINGS IN-35	2010-08	PURCHASE	2011-07	576	402	174
HERTZ GLOBAL HOLDINGS IN-52	2010-08	PURCHASE	2011-07	833	598	235
DELTA AIR LINES INC 23146-149	2010-08	PURCHASE	2011-07	1200	1746	-546
DELTA AIR LINES INC 23146-202	2010-08	PURCHASE	2011-07	1630	2367	-737
COVIDIEN PLC SHS NEW-220	2010-07	PURCHASE	2011-07	11052	8153	2899
INTL PAPER CO-119	2010-11	PURCHASE	2011-09	2960	3097	-137
MCKESSON CORPORATION COM-43	2011-02	PURCHASE	2011-11	3368	3343	25
MCKESSON CORPORATION COM-25	2011-02	PURCHASE	2011-11	1961	1944	17
ALCON INC 01901-35	2009-12	PURCHASE	2010-12	5551	5464	87
GILEAD SCIENCES INC COM 32422-19	2009-12	PURCHASE	2010-12	706	885	-179
GILEAD SCIENCES INC COM 32422-28	2010-11	PURCHASE	2010-12	1040	1130	-90
GILEAD SCIENCES INC COM 32422-94	2010-11	PURCHASE	2010-12	3507	3792	-285
GILEAD SCIENCES INC COM 32422-77	2010-11	PURCHASE	2010-12	2877	3106	-229
ACE LTD 02600-13	2010-09	PURCHASE	2010-12	797	757	40
ACE LTD 02600-4	2010-11	PURCHASE	2010-12	245	243	2
ACE LTD 02600-24	2010-11	PURCHASE	2010-12	1465	1456	9
ACE LTD 02600-59	2010-11	PURCHASE	2010-12	3571	3579	-8
ACE LTD 02600-36	2010-11	PURCHASE	2010-12	2193	2184	9
GOLDMAN SACHS GROUP INC 316A8-26	2010-11	PURCHASE	2011-01	4448	4227	221
COLGATE PALMOLIVE CO-11	2010-05	PURCHASE	2011-02	830	935	-105
COLGATE PALMOLIVE CO-15	2010-05	PURCHASE	2011-02	1132	1274	-142
COLGATE PALMOLIVE CO-15	2010-05	PURCHASE	2011-02	1132	1282	-150
COLGATE PALMOLIVE CO-62	2010-11	PURCHASE	2011-02	4681	4849	-168
J P MORGAN CHASE AND CO 405S5-231	2010-11	PURCHASE	2011-02	10516	8517	1999
J P MORGAN CHASE AND CO 405S5-48	2010-12	PURCHASE	2011-02	2185	1901	284
AMERICA MOVIL SER L ADR 018N7-27	2010-11	PURCHASE	2011-02	1521	1575	-54
TYCO ELECTRONICS LTD. REG.SHS-10	2010-05	PURCHASE	2011-03	277	277
TYCO ELECTRONICS LTD. REG.SHS-122	2010-05	PURCHASE	2011-03	3310	3310
TYCO ELECTRONICS LTD. REG.SHS-47	2010-05	PURCHASE	2011-03	1292	1292
TYCO ELECTRONICS LTD. REG.SHS-66	2010-06	PURCHASE	2011-03	1874	1874
TYCO ELECTRONICS LTD. REG.SHS-57	2010-06	PURCHASE	2011-03	1627	1627
TYCO ELECTRONICS LTD. REG.SHS-96	2010-06	PURCHASE	2011-03	2754	2754
TYCO ELECTRONICS LTD. REG.SHS-32	2010-06	PURCHASE	2011-03	919	919
TYCO ELECTRONICS LTD. REG.SHS-90	2010-06	PURCHASE	2011-03	2375	2375
TYCO ELECTRONICS LTD. REG.SHS-48	2010-06	PURCHASE	2011-03	1317	1317
TYCO ELECTRONICS LTD. REG.SHS-26	2010-06	PURCHASE	2011-03	747	747
TYCO ELECTRONICS LTD. REG.SHS-26	2010-06	PURCHASE	2011-03	742	742
TYCO ELECTRONICS LTD. REG.SHS-241	2010-11	PURCHASE	2011-03	7658	7658
TYCO ELECTRONICS LTD. REG.SHS-64	2010-12	PURCHASE	2011-03	2143	2143
YAHOO INC 84AD5-131	2010-04	PURCHASE	2011-03	2109	2378	-269
YAHOO INC 84AD5-36	2010-04	PURCHASE	2011-04	605	653	-48
YAHOO INC 84AD5-140	2010-04	PURCHASE	2011-04	2352	2583	-231
YAHOO INC 84AD5-78	2010-04	PURCHASE	2011-04	1320	1439	-119
YAHOO INC 84AD5-86	2010-04	PURCHASE	2011-04	1448	1587	-139
YAHOO INC 84AD5-243	2010-04	PURCHASE	2011-04	4024	4483	-459
YAHOO INC 84AD5-73	2010-04	PURCHASE	2011-04	1209	1278	-69
YAHOO INC 84AD5-220	2010-08	PURCHASE	2011-04	3644	3079	565
YAHOO INC 84AD5-784	2010-11	PURCHASE	2011-04	12984	12724	260
YAHOO INC 84AD5-209	2010-12	PURCHASE	2011-04	3461	3548	-87
CISCO SYS INC-174	2010-08	PURCHASE	2011-04	2932	3913	-981
CISCO SYS INC-53	2010-09	PURCHASE	2011-04	893	1145	-252
CISCO SYS INC-76	2010-11	PURCHASE	2011-04	1281	1762	-481
CISCO SYS INC-915	2010-11	PURCHASE	2011-04	15506	21208	-5702
GENERAL MOTORS CO COMMON SHARES-48	2010-11	PURCHASE	2011-05	1518	1680	-162
GENERAL MOTORS CO COMMON SHARES-51	2010-11	PURCHASE	2011-05	1607	1785	-178
MICROSOFT CORP-155	2011-01	PURCHASE	2011-05	3917	4325	-408
MICROSOFT CORP-113	2011-01	PURCHASE	2011-05	2842	3153	-311
MICROSOFT CORP-47	2011-01	PURCHASE	2011-05	1182	1317	-135
MICROSOFT CORP-145	2011-01	PURCHASE	2011-05	3626	4062	-436
MICROSOFT CORP-159	2011-01	PURCHASE	2011-05	3957	4454	-497
GENERAL MOTORS CO COMMON SHARES-116	2010-11	PURCHASE	2011-05	3654	4060	-406
GENERAL MOTORS CO COMMON SHARES-37	2010-11	PURCHASE	2011-05	1134	1295	-161
GENERAL MOTORS CO COMMON SHARES-127	2010-11	PURCHASE	2011-06	3695	4445	-750
GENERAL MOTORS CO COMMON SHARES-101	2010-11	PURCHASE	2011-06	2891	3535	-644
GENERAL MOTORS CO COMMON SHARES-29	2010-11	PURCHASE	2011-06	834	1015	-181
GENERAL MOTORS CO COMMON SHARES-54	2010-12	PURCHASE	2011-06	1553	1871	-318
GENERAL MOTORS CO COMMON SHARES-27	2011-01	PURCHASE	2011-06	776	1019	-243
GENERAL MOTORS CO COMMON SHARES-1	2011-01	PURCHASE	2011-06	29	37	-8
CME GROUP INC 153G0-27	2010-11	PURCHASE	2011-06	7177	7806	-629
GENERAL MOTORS CO COMMON SHARES-59	2011-01	PURCHASE	2011-06	1750	2209	-459
GENERAL MOTORS CO COMMON SHARES-35	2011-01	PURCHASE	2011-06	1038	1312	-274
GOOGLE INC CL A 31842-3	2010-09	PURCHASE	2011-06	1422	1538	-116
GOOGLE INC CL A 31842-23	2010-11	PURCHASE	2011-06	10899	14186	-3287
GENERAL MOTORS CO COMMON SHARES-73	2011-01	PURCHASE	2011-06	2181	2736	-555
GOOGLE INC CL A 31842-12	2010-11	PURCHASE	2011-06	5745	7401	-1656
GOOGLE INC CL A 31842-7	2010-12	PURCHASE	2011-06	3351	4128	-777
GOOGLE INC CL A 31842-11	2011-04	PURCHASE	2011-06	5266	6333	-1067
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	5833	7195	-1362
ANHEUSER-BUSCH INBEV ADR-201	2010-11	PURCHASE	2011-07	10996	12742	-1746
ANHEUSER-BUSCH INBEV ADR-51	2010-12	PURCHASE	2011-07	2790	2970	-180
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	161	197	-36
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	3789	4661	-872
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	2656	3275	-619
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	5231	6562	-1331
BANCO SANTNDER BRZL SA AMERICN DEPOS	2010-12	PURCHASE	2011-07	463	581	-118
BANCO SANTNDER BRZL SA AMERICN DEPOS	2011-01	PURCHASE	2011-07	537	684	-147
BANCO SANTNDER BRZL SA AMERICN DEPOS	2011-01	PURCHASE	2011-07	1613	2105	-492
BANCO SANTNDER BRZL SA AMERICN DEPOS	2011-01	PURCHASE	2011-07	3936	5202	-1266
ADOBE SYS DEL PV 0.001 00380-77	2010-11	PURCHASE	2011-10	1977	2255	-278
ADOBE SYS DEL PV 0.001 00380-23	2010-11	PURCHASE	2011-10	597	674	-77
ADOBE SYS DEL PV 0.001 00380-36	2010-11	PURCHASE	2011-10	935	1057	-122
ADOBE SYS DEL PV 0.001 00380-37	2010-11	PURCHASE	2011-10	988	1086	-98
ADOBE SYS DEL PV 0.001 00380-59	2010-11	PURCHASE	2011-10	1575	1736	-161
ADOBE SYS DEL PV 0.001 00380-37	2010-11	PURCHASE	2011-10	1003	1088	-85
ADOBE SYS DEL PV 0.001 00380-47	2010-11	PURCHASE	2011-10	1274	1397	-123
ADOBE SYS DEL PV 0.001 00380-13	2010-11	PURCHASE	2011-10	352	377	-25
ADOBE SYS DEL PV 0.001 00380-59	2010-11	PURCHASE	2011-10	1559	1710	-151
ADOBE SYS DEL PV 0.001 00380-121	2010-11	PURCHASE	2011-10	3197	3520	-323
ADOBE SYS DEL PV 0.001 00380-3	2010-12	PURCHASE	2011-10	79	87	-8
ADOBE SYS DEL PV 0.001 00380-185	2010-12	PURCHASE	2011-10	4818	5384	-566
KIMBERLY CLARK 42451-61	2010-06	PURCHASE	2010-12	3783	3745	38
KIMBERLY CLARK 42451-9	2010-06	PURCHASE	2010-12	558	568	-10
ROGERS COMMUNICATIONS 65563-79	2010-02	PURCHASE	2010-12	2690	2439	251
ROGERS COMMUNICATIONS 65563-72	2010-02	PURCHASE	2010-12	2454	2374	80
ROGERS COMMUNICATIONS 65563-67	2010-02	PURCHASE	2010-12	2264	2209	55
PARKER HANNIFIN CORP-104	2010-08	PURCHASE	2011-01	9111	6616	2495
PACCAR INC-130	2010-05	PURCHASE	2011-01	7315	5177	2138
KELLOGG CO-99	2010-03	PURCHASE	2011-02	5295	5234	61
KELLOGG CO-58	2010-08	PURCHASE	2011-02	3102	2951	151
ROGERS COMMUNICATIONS 65563-79	2010-02	PURCHASE	2011-02	2778	2605	173
PUB SVC ENTERPRISE GRP 63133-231	2010-07	PURCHASE	2011-02	7438	7945	-507
ROGERS COMMUNICATIONS 65563-26	2010-02	PURCHASE	2011-02	905	857	48
ROGERS COMMUNICATIONS 65563-80	2010-08	PURCHASE	2011-02	2784	2821	-37
KIMBERLY CLARK 42451-79	2010-06	PURCHASE	2011-02	5129	4986	143
KIMBERLY CLARK 42451-63	2010-08	PURCHASE	2011-02	4090	4089	1
TYCO INTL LTD NAMEN-AKT-122	2010-05	PURCHASE	2011-02	5464	4373	1091
COVIDIEN PLC SHS 157N0-277	2010-06	PURCHASE	2011-03	12007	12007
HUNTINGTON INGALLS INDS INC-15	2011-04	PURCHASE	2011-04	600		600
RESEARCH IN MOTION LTD 64AP5-137	2011-01	PURCHASE	2011-04	7626	8068	-442
RESEARCH IN MOTION LTD 64AP5-7	2011-01	PURCHASE	2011-04	390	416	-26
CITIGROUP INC-1826	2010-12	PURCHASE	2011-05	8510	8510
CITIGROUP INC-2031	2011-02	PURCHASE	2011-05	9624	9624
ABBOTT LABORATORIES-152	2010-06	PURCHASE	2011-06	7891	7434	457
MERCK AND CO INC SHS-11	2010-08	PURCHASE	2011-06	381	386	-5
ALPHA NATURAL RESOURCES INC-91	2011-04	PURCHASE	2011-08	2594	5128	-2534
ALPHA NATURAL RESOURCES INC-95	2011-04	PURCHASE	2011-08	2708	5407	-2699
CITIGROUP INC COM NEW-182	2010-12	PURCHASE	2011-08	5492	8482	-2990
CITIGROUP INC COM NEW-203	2011-02	PURCHASE	2011-08	6126	9620	-3494
CITIGROUP INC COM NEW-283	2011-05	PURCHASE	2011-08	8540	12527	-3987
NORTHROP GRUMMAN CORP 56637-53	2011-01	PURCHASE	2011-08	2794	3667	-873
AMERIPRISE FINL INC 023T3-121	2011-02	PURCHASE	2011-08	5223	7032	-1809
AMERIPRISE FINL INC 023T3-19	2011-08	PURCHASE	2011-08	820	812	8
ILLINOIS TOOL WORKS INC-118	2011-01	PURCHASE	2011-08	5278	6541	-1263
ILLINOIS TOOL WORKS INC-30	2011-03	PURCHASE	2011-08	1342	1608	-266
SUNTRUST BKS INC CO 72768-140	2011-04	PURCHASE	2011-08	2605	3924	-1319
SUNTRUST BKS INC CO 72768-42	2011-04	PURCHASE	2011-08	782	1183	-401
NORTHROP GRUMMAN CORP 56637-40	2011-01	PURCHASE	2011-08	2082	2768	-686
ILLINOIS TOOL WORKS INC-172	2011-03	PURCHASE	2011-08	7639	9219	-1580
SUNTRUST BKS INC CO 72768-156	2011-04	PURCHASE	2011-08	3039	4394	-1355
AMERIPRISE FINL INC 023T3-106	2011-08	PURCHASE	2011-08	4582	4530	52
HSBC HLDG PLC SPNADR NE 35BN2-86	2011-03	PURCHASE	2011-09	3337	4513	-1176
HSBC HLDG PLC SPNADR NE 35BN2-84	2011-03	PURCHASE	2011-09	3259	4241	-982
BASF SE SPONSORED AD 080W7-80	2011-03	PURCHASE	2011-09	4726	6673	-1947
BASF SE SPONSORED AD 080W7-53	2011-04	PURCHASE	2011-09	3131	4795	-1664
COMCAST CORP NEW CL A 127J0-151	2011-04	PURCHASE	2011-10	3719	3948	-229
US BANCORP (NEW) 76B35-47	2011-08	PURCHASE	2011-10	1185	1044	141
AMERICAN EXPRESS GLB 04.875% JUL 15	2010-04	PURCHASE	2010-12	27768	27614	154
U.S. TREASURY NOTE 2.000% NOV 30 201	2010-10	PURCHASE	2011-01	23688	24038	-350
U.S. TREASURY BOND 4.375% MAY 15 204	2010-08	PURCHASE	2011-01	36379	39869	-3490
U.S. TREASURY NOTE 2.000% NOV 30 201	2010-10	PURCHASE	2011-01	11339	11496	-157
U.S. TREASURY NOTE 2.000% NOV 30 201	2010-12	PURCHASE	2011-01	27832	27784	48
TOTAL CAPITAL SA COMPANY GUARNT GLB	2011-01	PURCHASE	2011-03	39843	40016	-173
U.S. TREASURY NOTE H27Y5-470	2010-03	PURCHASE	2011-03	47140	47360	-220
U.S. TREASURY NOTE 1.125% DEC 15 201	2010-10	PURCHASE	2011-05	2024	2031	-7
WELLS FARGO & CO NOTES SER MTN GLB 0	2011-03	PURCHASE	2011-06	1021	999	22
ANHEUSER-BUSCH INBEV SA COMPANY GUAR	2011-02	PURCHASE	2011-06	1025	986	39
LLOYDS TSB BANK PLC BANK GUARANTEED	2011-01	PURCHASE	2011-06	1056	1008	48
BP CAPITAL MARKETS PLC COMPANY GUARN	2010-09	PURCHASE	2011-06	1024	1018	6
TRANSOCEAN INC COMPANY GUARNT GLB 06	2011-01	PURCHASE	2011-06	1133	1080	53
ROYAL BK OF SCOTLAND PLC COMPANY GUA	2010-09	PURCHASE	2011-06	1019	1023	-4
ALLY FINANCIAL INC GLB 06.875% AUG 2	2010-12	PURCHASE	2011-06	1044	1048	-4
KRAFT FOODS INC GLB 04.125% FEB 09 2	2011-01	PURCHASE	2011-06	1061	1052	9
CITIGROUP INC GLB 05.375% AUG 09 202	2011-03	PURCHASE	2011-06	1050	1035	15
JPMORGAN CHASE & CO SENIOR NOTES GLB	2011-02	PURCHASE	2011-06	1019	999	20
DIRECTV HLDG/FIN INC COMPANY GUARNT	2011-03	PURCHASE	2011-06	1034	997	37
LLOYDS TSB BANK PLC BANK GUARANTEED	2011-01	PURCHASE	2011-06	40028	39304	724
ROYAL BK OF SCOTLAND PLC COMPANY GUA	2010-09	PURCHASE	2011-06	27755	28633	-878
U.S. TREASURY BOND 4.375% MAY 15 204	2011-07	PURCHASE	2011-07	20237	19997	240
CITIGROUP INC GLB 05.375% AUG 09 202	2011-03	PURCHASE	2011-08	21548	20708	840
U.S. TREASURY BOND 4.375% MAY 15 204	2011-07	PURCHASE	2011-08	72085	61990	10095
U.S. TREASURY BOND 4.375% MAY 15 204	2011-07	PURCHASE	2011-09	38659	33995	4664
U.S. TREASURY NOTE 3.125% MAY 15 202	2011-06	PURCHASE	2011-09	86334	81684	4650
ANHEUSER-BUSCH INBEV SA COMPANY GUAR	2011-02	PURCHASE	2011-10	5541	4929	612
DIRECTV HLDG/FIN INC COMPANY GUARNT	2011-03	PURCHASE	2011-10	5450	4986	464
U.S. TRSY INFLATION NTE 0.625% JUL 1	2011-08	PURCHASE	2011-10	2089	2124	-35
U.S. TREASURY NOTE 0.500% NOV 15 201	2011-09	PURCHASE	2011-10	4013	4026	-13
U.S. TREASURY NOTE 1.000% OCT 31 201	2011-03	PURCHASE	2011-10	41000	41215	-215
PROGRESSIVE CRP OHIO 63010-2000	2010-11	PURCHASE	2011-01	88819	89015	-196
MERCK AND CO INC SHS-1000	2010-06	PURCHASE	2011-01	34649	35498	-849
MERCK AND CO INC SHS-300	2010-07	PURCHASE	2011-01	10395	10529	-134
NESTLE S A REP RG SH AD 54035-400	2010-08	PURCHASE	2011-03	21908	20616	1292
METLIFE INC 49DM2-500	2010-10	PURCHASE	2011-06	21876	20205	1671
MEDTRONIC INC-1500	2010-08	PURCHASE	2011-06	59958	47214	12744
MEDTRONIC INC-400	2011-01	PURCHASE	2011-06	15989	14876	1113
MEDTRONIC INC-100	2011-01	PURCHASE	2011-06	3997	3719	278
ORACLE CORP-1500	2011-03	PURCHASE	2011-08	39452	49647	-10195
ORACLE CORP-1500	2011-03	PURCHASE	2011-08	39452	46512	-7060
PEPSICO-500	2011-09	PURCHASE	2011-10	31104	30206	898
CATERPILLAR INC DEL 14565-250	2011-01	PURCHASE	2011-10	21655	23458	-1803
CATERPILLAR INC DEL 14565-250	2011-03	PURCHASE	2011-10	21655	26085	-4430
FIRSTENERGY CORP 277U1-1500	2011-09	PURCHASE	2011-10	68755	64763	3992
TESORO CORP 73784-700	2009-07	PURCHASE	2010-12	12040	8911	3129
TESORO CORP 73784-1280	2009-08	PURCHASE	2010-12	22017	16806	5211
PEUGEOT CITROENS SPN ADR-300	2009-09	PURCHASE	2010-12	12396	9121	3275
MAGNA INTL INC CL A VTG 46157-60	2008-11	PURCHASE	2011-01	3540	830	2710
MAGNA INTL INC CL A VTG 46157-105	2009-05	PURCHASE	2011-01	6195	1711	4484
NORSKE SKOGINDUSTRIER A 9BFE9-1800	2007-10	PURCHASE	2011-01	5351	18218	-12867
NORSKE SKOGINDUSTRIER A 9BFE9-4000	2008-02	PURCHASE	2011-01	11892	23960	-12068
HUHTAMAKI OYJ 90NL7-760	2008-06	PURCHASE	2011-01	10458	7337	3121
INTL FLAVORS&FRAGRN 39155-410	2009-05	PURCHASE	2011-02	24104	12467	11637
DEBENHAMS PLC UNSP ADR 23CC4-680	2007-10	PURCHASE	2011-02	5657	5657
DEBENHAMS PLC UNSP ADR 23CC4-3240	2008-02	PURCHASE	2011-02	18144	18144
DEBENHAMS PLC UNSP ADR 23CC4-3030	2010-01	PURCHASE	2011-02	14726	14726
SUNTRUST BKS INC CO 72768-770	2009-06	PURCHASE	2011-02	24679	13019	11660
ALCATEL S.A. SPD AD 02069-4750	2008-12	PURCHASE	2011-02	23946	10572	13374
FUJI FIRE MARINE 8763 JPY PAR ORDINA	2009-08	PURCHASE	2011-03	246	19796	-19550
LUNDBECK (H) AS EUR PAR ORDINARY-140	2009-08	PURCHASE	2011-03	3250	2757	493
LUNDBECK (H) AS EUR PAR ORDINARY-570	2009-09	PURCHASE	2011-03	13231	12064	1167
COMPANHIA D SNMNTO BSCO 145R4-270	2009-04	PURCHASE	2011-04	15846	6723	9123
SUPERVALU INC DEL CO 72458-790	2008-11	PURCHASE	2011-04	8295	9161	-866
SUPERVALU INC DEL CO 72458-1160	2008-11	PURCHASE	2011-04	12776	13452	-676
MAKHTESHIM-AGAN INDUSTRIES LTD SHS-2	2010-03	PURCHASE	2011-05	22054	21088	966
MAKHTESHIM-AGAN INDUSTRIES LTD SHS-1	2010-04	PURCHASE	2011-05	15784	12664	3120
PREMIER FOODS PLC 8E5W4-15180	2008-02	PURCHASE	2011-05	8633	32758	-24125
TOKYO STYLE CO 8112 FN JPY PAR ORD	2009-08	PURCHASE	2011-06	17092	17092
SARA LEE CORP CO 67017-1400	2009-04	PURCHASE	2011-06	27090	11438	15652
VIVO PARTICIPACOES SA S 79DJ1-770	2009-06	PURCHASE	2011-06	13288	13288
MARSHALL AND ILSLEY CORP NEW-780	2009-11	PURCHASE	2011-07	6006	4173	1833
MARSHALL AND ILSLEY CORP NEW-1220	2009-11	PURCHASE	2011-07	9394	6527	2867
LUNDBECK (H) AS EUR PAR ORDINARY-730	2009-09	PURCHASE	2011-07	18253	15451	2802
CHAODA MODERN AGRI LTD 9FSJ0-34000	2009-10	PURCHASE	2011-07	12322	21321	-8999
COMPANHIA D SNMNTO BSCO 145R4-220	2009-04	PURCHASE	2011-08	13014	5478	7536
OBAYASHI CORP 1802 F 91585-1000	2007-07	PURCHASE	2011-08	4464	5450	-986
OBAYASHI CORP 1802 F 91585-5000	2007-10	PURCHASE	2011-08	22320	24850	-2530
TIM PARTICIPACOES S A A 74FN9-760	2005-06	PURCHASE	2011-08	12170	12170
PROMISE CO LTD AD 596L2-410	2006-08	PURCHASE	2011-08	1564	10069	-8505
PROMISE CO LTD AD 596L2-1250	2006-09	PURCHASE	2011-08	4769	24600	-19831
PROMISE CO LTD AD 596L2-1470	2006-12	PURCHASE	2011-08	5609	23864	-18255
TELECOM C NW ZLND SPNAD 735K8-1610	2009-12	PURCHASE	2011-08	17108	14012	3096
TELECOMUNICACS DE SP ADR-1193	2009-06	PURCHASE	2011-08	34069	13282	20787
TELECOM C NW ZLND SPNAD 735K8-960	2009-12	PURCHASE	2011-08	10363	8355	2008
TELECOM C NW ZLND SPNAD 735K8-980	2009-12	PURCHASE	2011-08	10972	8529	2443
TELECOM C NW ZLND SPNAD 735K8-720	2010-01	PURCHASE	2011-08	8061	6821	1240
TELECOM C NW ZLND SPNAD 735K8-960	2010-03	PURCHASE	2011-08	10748	7185	3563
FIDELITY NATIONAL FINANC INC-650	2010-03	PURCHASE	2011-09	10959	9328	1631
FIRST PAC CO SPNSD ADR 278B7-1820	2005-08	PURCHASE	2011-09	8624	3095	5529
SNS REAAL N.V. 8F9L0-780	2009-06	PURCHASE	2011-09	2240	4536	-2296
SNS REAAL N.V. 8F9L0-1710	2009-06	PURCHASE	2011-09	4911	10073	-5162
GALLAGHER ARTHUR J 31113-780	2009-09	PURCHASE	2011-10	24158	18678	5480
MAKHTESHIM-AGAN INDUSTRIES LTD SHS-6	2010-04	PURCHASE	2011-11	7436	5811	1625
MAKHTESHIM-AGAN INDUSTRIES LTD SHS-1	2010-04	PURCHASE	2011-11	16538	12899	3639
COMPANHIA D SNMNTO BSCO 145R4-360	2009-04	PURCHASE	2011-11	19925	8964	10961
FIRST PAC CO SPNSD ADR 278B7-2290	2005-08	PURCHASE	2011-11	12350	3895	8455
CISCO SYS INC-146	2009-04	PURCHASE	2010-12	2800	2611	189
CISCO SYS INC-20	2009-04	PURCHASE	2010-12	384	357	27
CISCO SYS INC-380	2009-07	PURCHASE	2010-12	7287	8390	-1103
J P MORGAN CHASE AND CO 405S5-87	2009-03	PURCHASE	2010-12	3470	2073	1397
VISA INC CL A SHRS 79EC8-206	2009-04	PURCHASE	2011-01	14762	12503	2259
VISA INC CL A SHRS 79EC8-7	2009-04	PURCHASE	2011-01	502	418	84
DANAHER CORP DEL CO 22576-133	2008-05	PURCHASE	2011-02	6195	5283	912
DANAHER CORP DEL CO 22576-130	2008-05	PURCHASE	2011-02	5997	5164	833
DANAHER CORP DEL CO 22576-109	2008-05	PURCHASE	2011-02	5016	4329	687
DANAHER CORP DEL CO 22576-10	2009-04	PURCHASE	2011-02	460	280	180
3M COMPANY 74E15-157	2009-12	PURCHASE	2011-02	13787	12853	934
SOUTHWESTERN ENERGY CO-206	2009-12	PURCHASE	2011-02	7701	9777	-2076
SOUTHWESTERN ENERGY CO-52	2009-12	PURCHASE	2011-02	1944	2524	-580
SOUTHWESTERN ENERGY CO-45	2009-12	PURCHASE	2011-02	1665	2184	-519
AMAZON COM INC COM 011K2-26	2008-12	PURCHASE	2011-03	4405	1339	3066
TARGET CORP COM 74DG3-47	2009-11	PURCHASE	2011-03	2414	2264	150
TARGET CORP COM 74DG3-188	2010-01	PURCHASE	2011-03	9657	9528	129
ADOBE SYS DEL PV 0.001 00380-136	2009-05	PURCHASE	2011-03	4504	3754	750
COLGATE PALMOLIVE CO-76	2010-01	PURCHASE	2011-03	5831	6121	-290
COLGATE PALMOLIVE CO-26	2010-01	PURCHASE	2011-03	1998	2094	-96
ROCKWELL COLLINS INC-67	2010-03	PURCHASE	2011-03	4189	4060	129
COVIDIEN PLC SHS 157N0-133	2010-02	PURCHASE	2011-03	6680	6680
ROCKWELL COLLINS INC-31	2010-03	PURCHASE	2011-03	1967	1878	89
ROCKWELL COLLINS INC-88	2010-03	PURCHASE	2011-03	5585	5332	253
AMGEN INC COM PV 0.000 04491-48	2009-06	PURCHASE	2011-04	2574	2534	40
AMGEN INC COM PV 0.000 04491-8	2010-01	PURCHASE	2011-04	429	456	-27
AMGEN INC COM PV 0.000 04491-100	2010-01	PURCHASE	2011-04	5341	5699	-358
CANADIAN NATURAL RES LT 13776-60	2008-05	PURCHASE	2011-04	2659	2940	-281
AMGEN INC COM PV 0.000 04491-55	2010-01	PURCHASE	2011-04	3060	3134	-74
AMGEN INC COM PV 0.000 04491-75	2010-02	PURCHASE	2011-04	4173	4320	-147
AMGEN INC COM PV 0.000 04491-43	2010-02	PURCHASE	2011-04	2365	2477	-112
ADOBE SYS DEL PV 0.001 00380-190	2009-07	PURCHASE	2011-04	6319	5935	384
ADOBE SYS DEL PV 0.001 00380-93	2009-07	PURCHASE	2011-04	3074	2905	169
DENBURY RES INC-453	2010-03	PURCHASE	2011-05	9826	7257	2569
COCA-COLA 11/10/95-138	2010-01	PURCHASE	2011-05	9279	7514	1765
EMERSON ELEC CO 26435-118	2009-05	PURCHASE	2011-05	6408	4006	2402
EMERSON ELEC CO 26435-209	2009-09	PURCHASE	2011-05	11350	8255	3095
CUMMINS INC CO 22195-45	2009-07	PURCHASE	2011-05	5104	1832	3272
SCHLUMBERGER LTD-65	2010-01	PURCHASE	2011-05	5358	4577	781
CANADIAN NATURAL RES LT 13776-133	2008-05	PURCHASE	2011-05	5545	6517	-972
CUMMINS INC CO 22195-32	2009-07	PURCHASE	2011-05	3587	1302	2285
CUMMINS INC CO 22195-58	2009-07	PURCHASE	2011-05	6413	2361	4052
CUMMINS INC CO 22195-9	2009-07	PURCHASE	2011-05	981	366	615
AMAZON COM INC COM 011K2-26	2008-12	PURCHASE	2011-05	5012	1339	3673
CITRIX SYSTEMS INC CO 132R9-24	2009-10	PURCHASE	2011-05	1958	1002	956
ALLEGHENY TECH INC 016N1-145	2010-05	PURCHASE	2011-05	9672	7323	2349
ALLERGAN INC-13	2009-11	PURCHASE	2011-05	1092	755	337
ORACLE CORP-75	2008-05	PURCHASE	2011-05	2529	1630	899
ORACLE CORP-21	2009-04	PURCHASE	2011-05	708	412	296
ORACLE CORP-15	2010-04	PURCHASE	2011-05	506	391	115
RANGE RESOURCES CORP DE 64AE2-85	2008-05	PURCHASE	2011-05	4490	5742	-1252
UNITEDHEALTH GROUP INC 76BT5-23	2009-12	PURCHASE	2011-05	1164	737	427
UNITEDHEALTH GROUP INC 76BT5-8	2010-01	PURCHASE	2011-05	405	273	132
STARBUCKS CORP 71795-69	2010-05	PURCHASE	2011-05	2474	1843	631
STARBUCKS CORP 71795-159	2010-05	PURCHASE	2011-05	5702	4393	1309
UNITEDHEALTH GROUP INC 76BT5-125	2010-01	PURCHASE	2011-05	6310	4270	2040
ALLERGAN INC-56	2009-11	PURCHASE	2011-05	4696	3252	1444
ALLEGHENY TECH INC 016N1-129	2010-05	PURCHASE	2011-05	8480	6515	1965
CITRIX SYSTEMS INC CO 132R9-37	2009-10	PURCHASE	2011-05	3119	1545	1574
CITRIX SYSTEMS INC CO 132R9-30	2009-10	PURCHASE	2011-05	2529	1181	1348
SALESFORCE COM INC 67897-40	2010-05	PURCHASE	2011-05	5821	3278	2543
CUMMINS INC CO 22195-1	2009-07	PURCHASE	2011-05	104	41	63
CUMMINS INC CO 22195-70	2010-04	PURCHASE	2011-05	7253	5318	1935
ORACLE CORP-235	2010-04	PURCHASE	2011-05	7828	6127	1701
SALESFORCE COM INC 67897-1	2010-05	PURCHASE	2011-05	148	82	66
ALLERGAN INC-50	2009-11	PURCHASE	2011-05	4106	2904	1202
E M C CORPORATION MASS 25153-67	2009-04	PURCHASE	2011-06	1773	886	887
E M C CORPORATION MASS 25153-41	2009-04	PURCHASE	2011-06	1085	527	558
E M C CORPORATION MASS 25153-124	2009-06	PURCHASE	2011-06	3282	1548	1734
CITRIX SYSTEMS INC CO 132R9-83	2009-10	PURCHASE	2011-06	6173	3268	2905
J P MORGAN CHASE AND CO 405S5-76	2009-03	PURCHASE	2011-06	3027	1811	1216
J P MORGAN CHASE AND CO 405S5-5	2009-04	PURCHASE	2011-06	199	167	32
J P MORGAN CHASE AND CO 405S5-110	2009-06	PURCHASE	2011-06	4382	3886	496
J P MORGAN CHASE AND CO 405S5-203	2010-04	PURCHASE	2011-06	8086	9734	-1648
ALLEGHENY TECH INC 016N1-56	2010-05	PURCHASE	2011-06	3357	2828	529
ALLEGHENY TECH INC 016N1-12	2010-05	PURCHASE	2011-06	719	654	65
BOEING COMPANY 09728-47	2010-05	PURCHASE	2011-06	3350	3045	305
BOEING COMPANY 09728-61	2010-06	PURCHASE	2011-06	4347	3955	392
AMAZON COM INC COM 011K2-15	2008-12	PURCHASE	2011-07	3223	772	2451
SALESFORCE COM INC 67897-49	2010-05	PURCHASE	2011-07	7239	4016	3223
SALESFORCE COM INC 67897-36	2010-05	PURCHASE	2011-08	5253	2950	2303
AMAZON COM INC COM 011K2-41	2008-12	PURCHASE	2011-08	9180	2111	7069
SALESFORCE COM INC 67897-1	2010-05	PURCHASE	2011-08	145	82	63
EXPRESS SCRIPTS INC COM-78	2010-06	PURCHASE	2011-08	3976	4165	-189
CHECK POINT SOFTWRE TECH-61	2010-07	PURCHASE	2011-08	3204	1971	1233
CHECK POINT SOFTWRE TECH-5	2010-07	PURCHASE	2011-08	249	162	87
CUMMINS INC CO 22195-39	2010-04	PURCHASE	2011-08	3527	2963	564
ROCKWELL COLLINS INC-31	2010-03	PURCHASE	2011-08	1489	1878	-389
ROCKWELL COLLINS INC-25	2010-04	PURCHASE	2011-08	1200	1653	-453
CUMMINS INC CO 22195-39	2010-04	PURCHASE	2011-08	3421	2963	458
ROCKWELL COLLINS INC-160	2010-04	PURCHASE	2011-08	7405	10582	-3177
CANADIAN NATURAL RES LT 13776-109	2008-05	PURCHASE	2011-08	3905	5341	-1436
CANADIAN NATURAL RES LT 13776-26	2008-09	PURCHASE	2011-08	931	1041	-110
ROCKWELL COLLINS INC-40	2010-04	PURCHASE	2011-08	1772	2646	-874
CITRIX SYSTEMS INC CO 132R9-17	2009-10	PURCHASE	2011-08	1056	669	387
CITRIX SYSTEMS INC CO 132R9-69	2010-04	PURCHASE	2011-08	4287	3291	996
CITRIX SYSTEMS INC CO 132R9-22	2010-04	PURCHASE	2011-08	1352	1049	303
CATERPILLAR INC DEL 14565-96	2010-07	PURCHASE	2011-08	8741	6666	2075
NETFLIX COM INC-18	2010-09	PURCHASE	2011-09	3074	2386	688
V F CORPORATION-39	2010-04	PURCHASE	2011-09	4843	3373	1470
ALLEGHENY TECH INC 016N1-57	2010-05	PURCHASE	2011-09	2165	3107	-942
BOEING COMPANY 09728-58	2010-06	PURCHASE	2011-09	3361	3760	-399
PROCTER & GAMBLE 11/10/95-35	2009-07	PURCHASE	2011-09	2190	1828	362
PROCTER & GAMBLE 11/10/95-35	2009-07	PURCHASE	2011-09	2206	1828	378
BOEING COMPANY 09728-134	2010-06	PURCHASE	2011-09	8497	8688	-191
NETFLIX COM INC-13	2010-09	PURCHASE	2011-10	1449	1723	-274
MEAD JOHNSON NUTRTION CO-52	2010-01	PURCHASE	2011-10	3595	2335	1260
CANADIAN NATURAL RES LT 13776-124	2008-09	PURCHASE	2011-10	3736	4965	-1229
CANADIAN NATURAL RES LT 13776-88	2008-09	PURCHASE	2011-10	2651	2968	-317
3M COMPANY 74E15-36	2010-06	PURCHASE	2011-10	2880	2785	95
COACH INC 143G8-67	2010-01	PURCHASE	2011-10	3992	2343	1649
BORG WARNER INC CO 069K4-30	2010-08	PURCHASE	2011-10	2161	1371	790
COCA-COLA 11/10/95-32	2010-01	PURCHASE	2011-10	2169	1742	427
COCA-COLA 11/10/95-105	2010-02	PURCHASE	2011-10	7118	5658	1460
COCA-COLA 11/10/95-43	2010-03	PURCHASE	2011-10	2915	2348	567
E M C CORPORATION MASS 25153-154	2009-06	PURCHASE	2011-10	3689	1922	1767
EXPRESS SCRIPTS INC COM-78	2010-06	PURCHASE	2011-10	3058	4165	-1107
EOG RESOURCES INC 257J7-4	2010-10	PURCHASE	2011-10	362	400	-38
EOG RESOURCES INC 257J7-34	2010-10	PURCHASE	2011-10	3073	3442	-369
MEAD JOHNSON NUTRTION CO-60	2010-01	PURCHASE	2011-10	4365	2694	1671
ORACLE CORP-332	2010-04	PURCHASE	2011-10	10642	8657	1985
COVIDIEN PLC SHS NEW-83	2010-02	PURCHASE	2011-10	3748	4169	-421
PRECISION CASTPARTS 62553-52	2010-07	PURCHASE	2011-10	8795	6371	2424
PROCTER & GAMBLE 11/10/95-138	2009-07	PURCHASE	2011-10	9106	7207	1899
RANGE RESOURCES CORP DE 64AE2-12	2008-05	PURCHASE	2011-10	881	811	70
RANGE RESOURCES CORP DE 64AE2-28	2008-09	PURCHASE	2011-10	2055	1195	860
SCHLUMBERGER LTD-54	2010-01	PURCHASE	2011-10	3617	3803	-186
STARBUCKS CORP 71795-119	2010-05	PURCHASE	2011-10	4988	3288	1700
UNITEDHEALTH GROUP INC 76BT5-125	2010-01	PURCHASE	2011-10	5972	4270	1702
UNITEDHEALTH GROUP INC 76BT5-21	2010-06	PURCHASE	2011-10	1003	662	341
UNITED TECHNOLOGIES CORP-45	2009-05	PURCHASE	2011-10	3388	2266	1122
V F CORPORATION-19	2010-04	PURCHASE	2011-10	2510	1643	867
V F CORPORATION-16	2010-07	PURCHASE	2011-10	2113	1212	901
CITRIX SYSTEMS INC CO 132R9-89	2010-04	PURCHASE	2011-10	5701	4245	1456
AMAZON COM INC COM 011K2-28	2008-12	PURCHASE	2011-10	6521	1442	5079
AMAZON COM INC COM 011K2-6	2009-04	PURCHASE	2011-10	1397	488	909
AMAZON COM INC COM 011K2-5	2009-07	PURCHASE	2011-10	1164	431	733
BOEING COMPANY 09728-31	2010-06	PURCHASE	2011-10	1991	2010	-19
APPLE COMPUTERS 8/12/97-64	2008-10	PURCHASE	2011-10	25097	6353	18744
ALLERGAN INC-33	2009-11	PURCHASE	2011-10	2912	1916	996
ALLERGAN INC-18	2010-02	PURCHASE	2011-10	1588	1035	553
AMAZON COM INC COM 011K2-51	2009-07	PURCHASE	2011-10	10299	4395	5904
AMAZON COM INC COM 011K2-43	2010-09	PURCHASE	2011-10	8683	6006	2677
CITRIX SYSTEMS INC CO 132R9-29	2010-04	PURCHASE	2011-11	2196	1383	813
PROCTER & GAMBLE 11/10/95-1	2009-07	PURCHASE	2011-11	65	52	13
PROCTER & GAMBLE 11/10/95-127	2009-07	PURCHASE	2011-11	8202	6676	1526
V F CORPORATION-26	2010-07	PURCHASE	2011-11	3549	1969	1580
UNITEDHEALTH GROUP INC 76BT5-184	2010-06	PURCHASE	2011-11	8334	5800	2534
AMAZON COM INC COM 011K2-5	2010-09	PURCHASE	2011-11	954	698	256
AMAZON COM INC COM 011K2-27	2010-09	PURCHASE	2011-11	5154	3947	1207
U.S. TREASURY NOTE 4.000% FEB 15 201	2009-09	PURCHASE	2011-02	33996	33192	804
U.S. TREASURY NOTE 4.000% FEB 15 201	2009-10	PURCHASE	2011-02	54832	54105	727
U.S. TREASURY NOTE 4.000% FEB 15 201	2009-10	PURCHASE	2011-02	16450	16163	287
U.S. TREASURY NOTE 4.000% FEB 15 201	2009-10	PURCHASE	2011-02	60315	59039	1276
FNMA PAD0440 06%2039 AMORTIZED F	2010-01	PURCHASE	2011-02	33442	41278	-7836
FNMA P992033 06%203 IUXL2-10	2008-12	PURCHASE	2011-02	175	605	-430
FNMA P889579 06%203 IS066-500	2009-01	PURCHASE	2011-02	21209	37582	-16373
FNMA P889579 06%203 IS066-1070	2009-03	PURCHASE	2011-02	45387	45387
FNMA P889579 06%203 IS066-1240	2009-04	PURCHASE	2011-02	52598	52598
FNMA P889579 06%203 IS066-2190	2009-05	PURCHASE	2011-02	92895	92895
FNMA P992033 06%203 IUXL2-5580	2008-12	PURCHASE	2011-02	97538	97538
FNMA P889579 06%203 IS066-644.12	2009-04	PURCHASE	2011-02	27346	27346
FNMA P889579 06%203 IS066-745.87	2009-05	PURCHASE	2011-02	31666	31666
FNMA P889579 06%203 IS066-250	2009-12	PURCHASE	2011-02	10614	16537	-5923
U.S. TRSY INFLATIN NTE H27H4-1035.87	2009-04	PURCHASE	2011-04	115195	113250	1945
U.S. TRSY INFLATIN NTE H27H4-300	2009-05	PURCHASE	2011-04	33362	32794	568
U.S. TRSY INFLATIN NTE H27H4-100	2009-09	PURCHASE	2011-04	11121	11151	-30
U.S. TRSY INFLATIN NTE H27H4-300	2009-10	PURCHASE	2011-04	33362	33731	-369
U.S. TRSY INFLATIN NTE H27H4-500	2009-10	PURCHASE	2011-04	55603	56248	-645
U.S. TRSY INFLATION NOT H27A4-100	2009-05	PURCHASE	2011-05	13102	12505	597
U.S. TRSY INFLATION NOT H27A4-10	2009-09	PURCHASE	2011-05	1310	1267	43
U.S. TREASURY NOTE 1.375% MAR 15 201	2010-03	PURCHASE	2011-05	2034	1984	50
U.S. TREASURY NOTE 1.375% MAR 15 201	2010-04	PURCHASE	2011-05	1017	996	21
PIMCO FIXED INCOME SHS 9HPC5-6687	2008-12	PURCHASE	2011-05	88870	83922	4948
PIMCO FIXED INCOME SHS 9HPC6-8376	2008-12	PURCHASE	2011-05	89121	67427	21694
U.S. TREASURY NOTE 0.875% FEB 29 201	2010-02	PURCHASE	2011-05	14076	14021	55
U.S. TREASURY NOTE 0.875% FEB 29 201	2010-03	PURCHASE	2011-05	2011	1998	13
FNMA P745275 05%203 IJ7N2-500	2010-01	PURCHASE	2011-10	20562	27886	-7324
FNMA P992033 06%203 IUXL2-1500	2008-12	PURCHASE	2011-10	19118	34949	-15831
U.S. TREASURY NOTE 1.375% MAR 15 201	2010-04	PURCHASE	2011-10	2031	1992	39
U.S. TRSY INFLATION NOT H27A4-50	2009-09	PURCHASE	2011-10	6481	6336	145
PIMCO FIXED INCOME SHS 9HPC6-2326	2008-12	PURCHASE	2011-10	23981	18724	5257
U.S. TREASURY NOTE 0.875% FEB 29 201	2010-03	PURCHASE	2011-10	10029	9989	40
ISHARES BARCLAYS AGGRGT 31FG4-3700	2009-05	PURCHASE	2011-08	402369	374859	27510
ISHARES BARCLAYS AGGRGT 31FG4-1200	2009-05	PURCHASE	2011-10	131259	121576	9683
PIMCO COMMODITY REAL RETURN STRATEGY	2009-10	PURCHASE	2011-10	100000	110327	-10327
PIMCO ALL ASSET ALL AUTHORITY FUND C	2010-06	PURCHASE	2011-10	250000	255780	-5780
BLACKROCK GLOBAL 97E59-4694.836	2008-07	PURCHASE	2011-10	100000	109671	-9671
BLACKROCK GLOBAL ALLOCATION FD INC I	2010-07	PURCHASE	2011-10	75000	70975	4025
NEWMONT MINING CORP 55370-141	2008-12	PURCHASE	2010-12	8647	3842	4805
NEWMONT MINING CORP 55370-1	2008-12	PURCHASE	2011-01	57	27	30
NEWMONT MINING CORP 55370-147	2009-01	PURCHASE	2011-01	8384	5433	2951
EATON CORP 25660-30	2009-02	PURCHASE	2011-02	3263	1336	1927
EATON CORP 25660-16	2009-02	PURCHASE	2011-02	1714	712	1002
EATON CORP 25660-26	2009-09	PURCHASE	2011-02	2785	1381	1404
EATON CORP 25660-99	2009-09	PURCHASE	2011-04	5403	2630	2773
DELTA AIR LINES INC 23146-224	2010-08	PURCHASE	2011-08	1623	2625	-1002
DELTA AIR LINES INC 23146-132	2010-08	PURCHASE	2011-08	1004	1547	-543
BANK NEW YORK MELLON 08462-109	2010-08	PURCHASE	2011-08	2142	2732	-590
COMCAST CORP NEW CL A 127J0-75	2010-08	PURCHASE	2011-08	1514	1470	44
BANK NEW YORK MELLON 08462-63	2010-08	PURCHASE	2011-08	1197	1579	-382
CATERPILLAR INC DEL 14565-27	2010-08	PURCHASE	2011-08	2258	1885	373
COMCAST CORP NEW CL A 127J0-90	2010-08	PURCHASE	2011-08	1831	1764	67
DELTA AIR LINES INC 23146-101	2010-08	PURCHASE	2011-08	730	1184	-454
BANK NEW YORK MELLON 08462-71	2010-08	PURCHASE	2011-08	1346	1780	-434
HERTZ GLOBAL HOLDINGS IN-273	2010-08	PURCHASE	2011-09	3013	3139	-126
WELLS FARGO & CO E7599-140	2009-01	PURCHASE	2011-09	3370	2268	1102
BANK NEW YORK MELLON 08462-140	2010-08	PURCHASE	2011-09	2863	3509	-646
CARNIVAL CORP PAIRED SH 136F0-72	2008-05	PURCHASE	2011-09	2503	2698	-195
SUNTRUST BKS INC CO 72768-120	2008-12	PURCHASE	2011-09	2314	3259	-945
STATE STREET CORP 670C9-114	2010-08	PURCHASE	2011-09	3725	4441	-716
CARNIVAL CORP PAIRED SH 136F0-38	2008-05	PURCHASE	2011-09	1199	1424	-225
STATE STREET CORP 670C9-85	2010-08	PURCHASE	2011-09	2620	3311	-691
E M C CORPORATION MASS 25153-181	2010-08	PURCHASE	2011-09	3690	3612	78
SCHLUMBERGER LTD-62	2010-08	PURCHASE	2011-09	3794	3698	96
MORGAN STANLEY DEAN WITTER CON-153	2010-08	PURCHASE	2011-09	2090	4123	-2033
UNITEDHEALTH GROUP INC 76BT5-33	2008-05	PURCHASE	2011-10	1520	1123	397
STATE STREET CORP 670C9-127	2010-08	PURCHASE	2011-10	4683	4947	-264
KEYCORP NEW CO 415J3-166	2010-08	PURCHASE	2011-10	1150	1401	-251
EATON CORP 25660-96	2009-09	PURCHASE	2011-10	4221	2550	1671
M&T BANK CORPORATIO 46EB0-18	2010-08	PURCHASE	2011-10	1415	1565	-150
M&T BANK CORPORATIO 46EB0-12	2010-08	PURCHASE	2011-11	868	1044	-176
ORACLE CORP-126	2010-09	PURCHASE	2011-11	4178	3020	1158
UNITEDHEALTH GROUP INC 76BT5-91	2008-05	PURCHASE	2011-11	4188	3096	1092
ORACLE CORP-102	2010-09	PURCHASE	2011-11	3236	2445	791
M&T BANK CORPORATIO 46EB0-14	2010-08	PURCHASE	2011-11	1007	1218	-211
ORACLE CORP-110	2010-09	PURCHASE	2011-11	3354	2636	718
CISCO SYS INC-2457	2003-06	PURCHASE	2011-04	42756	33823	8933
CISCO SYS INC-357	2004-03	PURCHASE	2011-04	6212	4914	1298
CISCO SYS INC-2186	2004-03	PURCHASE	2011-04	38036	30092	7944
GOOGLE INC CL A 31842-100	2006-04	PURCHASE	2011-06	47730	40520	7210
AUTOMATIC DATA PRO-500	2003-06	PURCHASE	2011-06	25862	9950	15912
PLAINS ALL AMERN PIPL L 8AG03-500	2008-06	PURCHASE	2011-08	30489	24575	5914
KINDER MORGAN ENERGY PARTNERS LP-200	2009-08	PURCHASE	2011-08	14122	10562	3560
KINDER MORGAN ENERGY PARTNERS LP-300	2009-08	PURCHASE	2011-08	21183	15846	5337
GLOBAL MACRO HEDGEACCES 8EDE8-908.47	2009-07	PURCHASE	2010-12	765		765
COAST ACCESS III LTD 8EBT9-7477	2007-11	PURCHASE	2011-02	7939	10430	-2491
EVENT DRIVN CREDIT HEDG 8EC25-6102.0	2008-11	PURCHASE	2011-03	8031	6339	1692
COAST ACCESS III LTD 8EBT9-12633.67	2007-11	PURCHASE	2011-05	13964	17624	-3660
EVENT DRIVN CREDIT HEDG 8EC25-284.09	2008-11	PURCHASE	2011-05	401	295	106
GLOBAL MACRO HEDGEACCES 8EDE8-822.79	2009-07	PURCHASE	2011-05	758		758
COAST ACCESS III LTD 8EBT9-9743.776	2007-11	PURCHASE	2011-08	10234	13593	-3359
GLOBAL MACRO HEDGEACCES 8EDE8-99.26	2009-07	PURCHASE	2011-09	97		97
COAST ACCESS III LTD 8EBT9-5188.561	2007-11	PURCHASE	2011-11	5277	7238	-1961
GILEAD SCIENCES INC COM 32422-118	2008-02	PURCHASE	2010-12	4381	5642	-1261
GILEAD SCIENCES INC COM 32422-16	2008-10	PURCHASE	2010-12	594	733	-139
GILEAD SCIENCES INC COM 32422-10	2008-10	PURCHASE	2010-12	371	458	-87
APPLE COMPUTERS 8/12/97-39	2008-05	PURCHASE	2010-12	12386	7348	5038
ACE LTD 02600-6	2008-12	PURCHASE	2010-12	355	303	52
ACE LTD 02600-25	2009-02	PURCHASE	2010-12	1480	1063	417
ACE LTD 02600-11	2009-02	PURCHASE	2010-12	651	468	183
ACE LTD 02600-27	2009-06	PURCHASE	2010-12	1598	1189	409
ACE LTD 02600-8	2009-06	PURCHASE	2010-12	474	350	124
ACE LTD 02600-17	2009-06	PURCHASE	2010-12	1011	744	267
ACE LTD 02600-25	2009-06	PURCHASE	2010-12	1487	1109	378
ACE LTD 02600-18	2009-06	PURCHASE	2010-12	1071	802	269
ACE LTD 02600-9	2009-06	PURCHASE	2010-12	541	401	140
ACE LTD 02600-27	2009-06	PURCHASE	2010-12	1624	1119	505
ACE LTD 02600-1	2009-06	PURCHASE	2010-12	60	42	18
ANHEUSER-BUSCH INBEV ADR-28	2009-11	PURCHASE	2010-12	1621	1416	205
ACE LTD 02600-28	2009-06	PURCHASE	2010-12	1716	1178	538
ACE LTD 02600-18	2009-12	PURCHASE	2010-12	1103	883	220
ANHEUSER-BUSCH INBEV ADR-82	2009-11	PURCHASE	2010-12	4741	4147	594
ANHEUSER-BUSCH INBEV ADR-125	2009-11	PURCHASE	2010-12	7168	6322	846
ORACLE CORP-101	2008-05	PURCHASE	2011-01	3173	2200	973
CISCO SYS INC-184	2008-05	PURCHASE	2011-01	3821	4824	-1003
ORACLE CORP-181	2008-05	PURCHASE	2011-01	5613	3942	1671
ORACLE CORP-60	2008-05	PURCHASE	2011-01	1875	1307	568
ORACLE CORP-40	2008-05	PURCHASE	2011-01	1251	871	380
APPLE COMPUTERS 8/12/97-24	2008-05	PURCHASE	2011-01	8012	4522	3490
APPLE COMPUTERS 8/12/97-48	2008-05	PURCHASE	2011-01	16037	9044	6993
APPLE COMPUTERS 8/12/97-16	2008-05	PURCHASE	2011-01	5353	3015	2338
APPLE COMPUTERS 8/12/97-6	2008-06	PURCHASE	2011-01	2007	1012	995
APPLE COMPUTERS 8/12/97-23	2008-06	PURCHASE	2011-01	7702	3878	3824
GOLDMAN SACHS GROUP INC 316A8-13	2008-10	PURCHASE	2011-01	2246	1244	1002
CISCO SYS INC-184	2008-05	PURCHASE	2011-01	3833	4824	-991
ORACLE CORP-106	2008-05	PURCHASE	2011-01	3297	2309	988
GOLDMAN SACHS GROUP INC 316A8-1	2008-10	PURCHASE	2011-01	171	96	75
GOLDMAN SACHS GROUP INC 316A8-1	2008-10	PURCHASE	2011-01	171	93	78
GOLDMAN SACHS GROUP INC 316A8-8	2009-02	PURCHASE	2011-01	1369	742	627
GOLDMAN SACHS GROUP INC 316A8-19	2009-02	PURCHASE	2011-01	3252	1764	1488
ORACLE CORP-139	2008-05	PURCHASE	2011-01	4316	3027	1289
GOLDMAN SACHS GROUP INC 316A8-21	2009-02	PURCHASE	2011-01	3575	1950	1625
GOLDMAN SACHS GROUP INC 316A8-10	2009-02	PURCHASE	2011-01	1702	909	793
ORACLE CORP-326	2008-05	PURCHASE	2011-01	10132	7100	3032
GOLDMAN SACHS GROUP INC 316A8-4	2009-02	PURCHASE	2011-01	684	363	321
COLGATE PALMOLIVE CO-18	2009-06	PURCHASE	2011-02	1359	1261	98
COLGATE PALMOLIVE CO-34	2009-06	PURCHASE	2011-02	2567	2372	195
COLGATE PALMOLIVE CO-33	2009-06	PURCHASE	2011-02	2491	2310	181
COLGATE PALMOLIVE CO-37	2009-06	PURCHASE	2011-02	2793	2590	203
COLGATE PALMOLIVE CO-6	2009-12	PURCHASE	2011-02	453	518	-65
J P MORGAN CHASE AND CO 405S5-23	2008-10	PURCHASE	2011-02	1020	1141	-121
J P MORGAN CHASE AND CO 405S5-28	2008-10	PURCHASE	2011-02	1242	1021	221
J P MORGAN CHASE AND CO 405S5-5	2008-10	PURCHASE	2011-02	222	183	39
J P MORGAN CHASE AND CO 405S5-37	2008-12	PURCHASE	2011-02	1641	1123	518
J P MORGAN CHASE AND CO 405S5-109	2008-12	PURCHASE	2011-02	4835	3332	1503
ORACLE CORP-488	2008-05	PURCHASE	2011-02	15928	10629	5299
ORACLE CORP-15	2008-10	PURCHASE	2011-02	490	270	220
ORACLE CORP-20	2008-10	PURCHASE	2011-02	653	362	291
AMERICA MOVIL SER L ADR 018N7-17	2009-12	PURCHASE	2011-02	984	852	132
J P MORGAN CHASE AND CO 405S5-17	2008-12	PURCHASE	2011-02	770	520	250
J P MORGAN CHASE AND CO 405S5-20	2009-02	PURCHASE	2011-02	906	493	413
J P MORGAN CHASE AND CO 405S5-82	2009-02	PURCHASE	2011-02	3715	2157	1558
J P MORGAN CHASE AND CO 405S5-82	2009-02	PURCHASE	2011-02	3715	2133	1582
J P MORGAN CHASE AND CO 405S5-72	2009-06	PURCHASE	2011-02	3262	2513	749
J P MORGAN CHASE AND CO 405S5-68	2009-06	PURCHASE	2011-02	3081	2376	705
J P MORGAN CHASE AND CO 405S5-3	2009-11	PURCHASE	2011-02	136	128	8
J P MORGAN CHASE AND CO 405S5-58	2009-11	PURCHASE	2011-02	2640	2466	174
AMERICA MOVIL SER L ADR 018N7-51	2009-12	PURCHASE	2011-02	2872	2555	317
CISCO SYS INC-90	2008-05	PURCHASE	2011-03	1539	2360	-821
CISCO SYS INC-86	2008-05	PURCHASE	2011-03	1478	2255	-777
CISCO SYS INC-154	2008-05	PURCHASE	2011-03	2622	4038	-1416
CISCO SYS INC-154	2008-05	PURCHASE	2011-03	2667	4038	-1371
CISCO SYS INC-122	2008-10	PURCHASE	2011-03	2113	2158	-45
CISCO SYS INC-80	2008-10	PURCHASE	2011-03	1386	1416	-30
CISCO SYS INC-16	2008-12	PURCHASE	2011-03	277	267	10
YAHOO INC 84AD5-11	2009-12	PURCHASE	2011-03	177	173	4
YAHOO INC 84AD5-143	2009-12	PURCHASE	2011-03	2301	2275	26
CISCO SYS INC-139	2008-12	PURCHASE	2011-03	2393	2324	69
CISCO SYS INC-75	2009-07	PURCHASE	2011-03	1291	1515	-224
CISCO SYS INC-105	2009-07	PURCHASE	2011-03	1807	2150	-343
CISCO SYS INC-13	2009-07	PURCHASE	2011-03	224	272	-48
YAHOO INC 84AD5-54	2009-12	PURCHASE	2011-03	887	859	28
YAHOO INC 84AD5-148	2009-12	PURCHASE	2011-03	2431	2353	78
YAHOO INC 84AD5-50	2009-12	PURCHASE	2011-03	821	843	-22
YAHOO INC 84AD5-55	2010-01	PURCHASE	2011-03	903	931	-28
YAHOO INC 84AD5-32	2010-01	PURCHASE	2011-03	526	541	-15
YAHOO INC 84AD5-100	2010-01	PURCHASE	2011-03	1643	1665	-22
YAHOO INC 84AD5-55	2010-01	PURCHASE	2011-03	903	920	-17
YAHOO INC 84AD5-102	2010-01	PURCHASE	2011-03	1642	1706	-64
YAHOO INC 84AD5-88	2010-01	PURCHASE	2011-03	1417	1511	-94
YAHOO INC 84AD5-103	2010-01	PURCHASE	2011-03	1658	1713	-55
YAHOO INC 84AD5-89	2010-01	PURCHASE	2011-03	1433	1491	-58
YAHOO INC 84AD5-93	2010-01	PURCHASE	2011-03	1497	1581	-84
APPLE COMPUTERS 8/12/97-123	2008-06	PURCHASE	2011-04	40691	20738	19953
APPLE COMPUTERS 8/12/97-6	2008-10	PURCHASE	2011-04	1985	659	1326
PETRLEO BRAS VTG SPD AD 59465-65	2009-02	PURCHASE	2011-04	2436	1847	589
PETRLEO BRAS VTG SPD AD 59465-35	2009-02	PURCHASE	2011-04	1312	1059	253
CISCO SYS INC-166	2009-07	PURCHASE	2011-04	2820	3474	-654
CISCO SYS INC-256	2009-11	PURCHASE	2011-04	4350	6063	-1713
CISCO SYS INC-13	2009-12	PURCHASE	2011-04	221	313	-92
PETRLEO BRAS VTG SPD AD 59465-123	2009-02	PURCHASE	2011-04	4583	3722	861
PETRLEO BRAS VTG SPD AD 59465-28	2009-12	PURCHASE	2011-04	1043	1486	-443
PETRLEO BRAS VTG SPD AD 59465-66	2010-01	PURCHASE	2011-04	2459	2791	-332
CISCO SYS INC-121	2009-12	PURCHASE	2011-04	2039	2914	-875
CISCO SYS INC-68	2010-01	PURCHASE	2011-04	1146	1692	-546
CISCO SYS INC-383	2010-01	PURCHASE	2011-04	6454	9506	-3052
ANHEUSER-BUSCH INBEV ADR-66	2009-11	PURCHASE	2011-05	4030	3338	692
ANHEUSER-BUSCH INBEV ADR-182	2009-12	PURCHASE	2011-05	11112	9698	1414
CME GROUP INC 153G0-6	2008-05	PURCHASE	2011-05	1756	2866	-1110
CME GROUP INC 153G0-9	2008-05	PURCHASE	2011-05	2616	4299	-1683
CME GROUP INC 153G0-19	2008-05	PURCHASE	2011-06	5394	9075	-3681
CME GROUP INC 153G0-6	2008-05	PURCHASE	2011-06	1707	2866	-1159
CME GROUP INC 153G0-4	2008-10	PURCHASE	2011-06	1138	1078	60
CME GROUP INC 153G0-6	2008-12	PURCHASE	2011-06	1707	1313	394
CME GROUP INC 153G0-5	2008-12	PURCHASE	2011-06	1422	1019	403
CME GROUP INC 153G0-6	2008-12	PURCHASE	2011-06	1595	1222	373
CME GROUP INC 153G0-4	2009-11	PURCHASE	2011-06	1063	1285	-222
CME GROUP INC 153G0-5	2009-12	PURCHASE	2011-06	1329	1679	-350
GOOGLE INC CL A 31842-11	2008-03	PURCHASE	2011-06	5356	4868	488
GOOGLE INC CL A 31842-13	2008-03	PURCHASE	2011-06	6267	5753	514
GOOGLE INC CL A 31842-16	2008-03	PURCHASE	2011-06	7870	7080	790
GOOGLE INC CL A 31842-14	2008-03	PURCHASE	2011-06	6832	6195	637
GOOGLE INC CL A 31842-11	2008-03	PURCHASE	2011-06	5237	4868	369
GOOGLE INC CL A 31842-13	2008-10	PURCHASE	2011-06	6189	4713	1476
GOOGLE INC CL A 31842-2	2008-10	PURCHASE	2011-06	952	735	217
GOOGLE INC CL A 31842-4	2008-12	PURCHASE	2011-06	1904	1253	651
GOOGLE INC CL A 31842-3	2008-12	PURCHASE	2011-06	1422	940	482
GOOGLE INC CL A 31842-1	2009-04	PURCHASE	2011-06	474	369	105
INTUITIVE SURGICAL INC 388C2-5	2009-02	PURCHASE	2011-07	1853	534	1319
SCHWAB CHARLES CORP NEW 67344-274	2010-01	PURCHASE	2011-07	4255	5294	-1039
SCHWAB CHARLES CORP NEW 67344-225	2010-01	PURCHASE	2011-07	3494	4279	-785
SCHWAB CHARLES CORP NEW 67344-290	2010-01	PURCHASE	2011-07	4504	5460	-956
SCHWAB CHARLES CORP NEW 67344-203	2010-01	PURCHASE	2011-07	3153	3889	-736
SCHWAB CHARLES CORP NEW 67344-323	2010-02	PURCHASE	2011-07	5016	5793	-777
SCHWAB CHARLES CORP NEW 67344-190	2010-02	PURCHASE	2011-07	2951	3412	-461
ANHEUSER-BUSCH INBEV ADR-55	2009-12	PURCHASE	2011-07	3009	2931	78
INTUITIVE SURGICAL INC 388C2-10	2009-02	PURCHASE	2011-07	3621	1068	2553
INTUITIVE SURGICAL INC 388C2-7	2009-02	PURCHASE	2011-07	2519	747	1772
PRUDENTIAL PLC ADR-85	2010-04	PURCHASE	2011-07	1858	1403	455
PRUDENTIAL PLC ADR-56	2010-04	PURCHASE	2011-07	1232	924	308
PRUDENTIAL PLC ADR-181	2010-05	PURCHASE	2011-07	3982	2994	988
PRUDENTIAL PLC ADR-49	2010-05	PURCHASE	2011-07	1078	823	255
PRUDENTIAL PLC ADR-343	2010-05	PURCHASE	2011-08	7369	5762	1607
PRUDENTIAL PLC ADR-32	2010-05	PURCHASE	2011-08	687	532	155
MASTERCARD INC 46L15-22	2009-07	PURCHASE	2011-01	4848	3779	1069
MASTERCARD INC 46L15-28	2009-09	PURCHASE	2011-01	6170	5842	328
PACCAR INC-13	2009-10	PURCHASE	2011-01	732	518	214
NORTHN TRUST CORP 56567-99	2009-01	PURCHASE	2011-02	5141	4652	489
KELLOGG CO-51	2009-12	PURCHASE	2011-02	2728	2677	51
ABBOTT LABORATORIES-153	2009-07	PURCHASE	2011-02	7040	6899	141
NORTHN TRUST CORP 56567-54	2009-01	PURCHASE	2011-02	2816	2538	278
TRAVELERS COS INC 74HN3-20	2008-05	PURCHASE	2011-02	1186	1028	158
INTEL-102	2009-09	PURCHASE	2011-02	2185	2016	169
INTEL-221	2009-10	PURCHASE	2011-02	4735	4205	530
TRAVELERS COS INC 74HN3-106	2008-05	PURCHASE	2011-02	6310	5447	863
VORNADO REALTY TRUST COM REIT-117	2009-10	PURCHASE	2011-02	10375	7352	3023
VORNADO REALTY TRUST COM REIT-16	2009-10	PURCHASE	2011-02	1413	1005	408
VORNADO REALTY TRUST COM REIT-1	2009-12	PURCHASE	2011-02	88		88
TYCO INTL LTD NAMEN-AKT-55	2009-10	PURCHASE	2011-02	2463	1850	613
STAPLES INC 71676-81	2008-12	PURCHASE	2011-03	1612	1421	191
STAPLES INC 71676-225	2009-08	PURCHASE	2011-03	4477	4941	-464
CATERPILLAR INC DEL 14565-86	2009-11	PURCHASE	2011-03	8691	5154	3537
PG&E CORP 590F9-122	2009-10	PURCHASE	2011-03	5259	5241	18
AMN ELEC POWER CO 02516-93	2009-07	PURCHASE	2011-03	3254	2747	507
AMN ELEC POWER CO 02516-85	2009-07	PURCHASE	2011-03	2932	2511	421
COVIDIEN PLC SHS 157N0-12	2009-01	PURCHASE	2011-03	429	429
BEST BUY CO INC 09056-254	2009-07	PURCHASE	2011-03	7313	8932	-1619
CISCO SYS INC-266	2008-11	PURCHASE	2011-03	4581	4009	572
HEWLETT PACKARD CO DE 36229-400	2008-05	PURCHASE	2011-04	16463	18792	-2329
TARGET CORP COM 74DG3-120	2009-08	PURCHASE	2011-04	6115	5150	965
ERICSSON L M TEL CO CL B ADR --436	2009-07	PURCHASE	2011-04	6669	4299	2370
PRUDENTIAL FINANCIAL IN 59442-82	2009-07	PURCHASE	2011-04	5207	3238	1969
MCDONALDS CORP CO 47649-57	2009-07	PURCHASE	2011-04	4448	3248	1200
PEABODY ENERGY CORP COM-78	2010-02	PURCHASE	2011-04	5037	3531	1506
PEABODY ENERGY CORP COM-4	2010-03	PURCHASE	2011-04	258	194	64
US BANCORP (NEW) 76B35-23	2009-07	PURCHASE	2011-04	587	417	170
US BANCORP (NEW) 76B35-163	2010-01	PURCHASE	2011-04	4157	3867	290
METLIFE INC 49DM2-82	2009-07	PURCHASE	2011-04	3812	2545	1267
PRUDENTIAL FINANCIAL IN 59442-13	2009-07	PURCHASE	2011-04	820	513	307
ERICSSON L M TEL CO CL B ADR --98	2009-07	PURCHASE	2011-04	1496	966	530
PEABODY ENERGY CORP COM-48	2010-03	PURCHASE	2011-04	3122	2322	800
UNITED STS STL CORP NEW 76B04-187	2009-11	PURCHASE	2011-05	8684	7120	1564
NESTLE S A REP RG SH AD 54035-167	2008-05	PURCHASE	2011-05	10237	8178	2059
ABBOTT LABORATORIES-176	2009-07	PURCHASE	2011-06	9137	7936	1201
WASTE MANAGEMENT INC NE 9D8C4-318	2009-07	PURCHASE	2011-06	11894	8774	3120
AIR PRODUCTS&CHEM 00661-75	2008-10	PURCHASE	2011-06	6831	4447	2384
AIR PRODUCTS&CHEM 00661-19	2008-10	PURCHASE	2011-06	1749	1126	623
MERCK AND CO INC SHS-86	2008-10	PURCHASE	2011-06	2981	2511	470
MERCK AND CO INC SHS-113	2009-10	PURCHASE	2011-06	3917	3540	377
WAL-MART STORES INC-147	2010-06	PURCHASE	2011-06	7706	7570	136
AVALONBAY CMMUN INC 014H7-41	2009-01	PURCHASE	2011-06	5219	2150	3069
AVALONBAY CMMUN INC 014H7-33	2009-03	PURCHASE	2011-06	4201	1672	2529
INTL BUSINESS MACHINES 39050-22	2008-05	PURCHASE	2011-08	3687	2817	870
MCDONALDS CORP CO 47649-43	2009-07	PURCHASE	2011-08	3638	2450	1188
WAL-MART STORES INC-58	2010-06	PURCHASE	2011-08	2881	2987	-106
WAL-MART STORES INC-57	2010-07	PURCHASE	2011-08	2831	2926	-95
ACCENTURE PLC SHS-83	2010-04	PURCHASE	2011-08	4486	3644	842
GOLDMAN SACHS GROUP INC 316A8-21	2008-10	PURCHASE	2011-08	2321	1825	496
GOLDMAN SACHS GROUP INC 316A8-4	2009-07	PURCHASE	2011-08	442	621	-179
LINCOLN NTL CORP IND NP 44728-77	2009-08	PURCHASE	2011-08	1525	1792	-267
LINCOLN NTL CORP IND NP 44728-37	2009-08	PURCHASE	2011-09	648	861	-213
LINCOLN NTL CORP IND NP 44728-300	2010-06	PURCHASE	2011-09	5251	8528	-3277
PEPSICO-24	2009-07	PURCHASE	2011-10	1488	1368	120
APACHE CORP 04953-24	2009-08	PURCHASE	2011-10	2329	2091	238
APACHE CORP 04953-21	2009-10	PURCHASE	2011-10	2038	1894	144
CONOCOPHILLIPS 145W7-65	2010-04	PURCHASE	2011-10	4679	3698	981
HESS CORP 35DX1-33	2009-07	PURCHASE	2011-10	2009	1677	332
HESS CORP 35DX1-28	2009-09	PURCHASE	2011-10	1705	1490	215
MCDONALDS CORP CO 47649-51	2009-07	PURCHASE	2011-10	4688	2906	1782
MCDONALDS CORP CO 47649-47	2010-01	PURCHASE	2011-10	4321	2882	1439
OCCIDENTAL PETE CORP CA 57115-62	2008-05	PURCHASE	2011-10	5399	5582	-183
PEABODY ENERGY CORP COM-23	2010-03	PURCHASE	2011-10	941	1113	-172
PEABODY ENERGY CORP COM-55	2010-06	PURCHASE	2011-10	2251	2374	-123
PNC FINCL SERVICES GROU 59788-61	2009-07	PURCHASE	2011-10	3347	2391	956
US BANCORP (NEW) 76B35-220	2010-01	PURCHASE	2011-10	5620	5220	400
US BANCORP (NEW) 76B35-15	2010-03	PURCHASE	2011-10	383	392	-9
CONOCOPHILLIPS 145W7-49	2010-04	PURCHASE	2011-10	3507	2788	719
CONOCOPHILLIPS 145W7-8	2010-06	PURCHASE	2011-10	572	410	162
HESS CORP 35DX1-130	2009-09	PURCHASE	2011-10	7790	6917	873
PEABODY ENERGY CORP COM-23	2010-06	PURCHASE	2011-10	886	993	-107
PNC FINCL SERVICES GROU 59788-137	2009-07	PURCHASE	2011-10	7398	5370	2028
US BANCORP (NEW) 76B35-274	2010-03	PURCHASE	2011-10	6906	7156	-250
APACHE CORP 04953-85	2009-10	PURCHASE	2011-10	8094	7667	427
REED ELSEVIER CAPITAL CORP BOND-140	2009-01	PURCHASE	2010-12	16174	14088	2086
REED ELSEVIER CAPITAL CORP BOND-20	2009-05	PURCHASE	2010-12	2311	2150	161
REED ELSEVIER CAPITAL CORP BOND-10	2009-11	PURCHASE	2010-12	1155	1155
KRAFT FOODS CORP BOND-150	2008-12	PURCHASE	2010-12	15714	15613	101
U.S. TREASURY NOTE H27U9-210	2009-04	PURCHASE	2011-01	21098	20850	248
U.S. TREASURY NOTE H27U9-170	2009-05	PURCHASE	2011-01	17080	16623	457
U.S. TREASURY NOTE H27U9-40	2009-10	PURCHASE	2011-01	4019	3865	154
KRAFT FOODS CORP BOND-60	2008-12	PURCHASE	2011-01	6419	6245	174
KRAFT FOODS CORP BOND-10	2009-04	PURCHASE	2011-01	1070	1058	12
KRAFT FOODS CORP BOND-20	2009-05	PURCHASE	2011-01	2140	2168	-28
KRAFT FOODS CORP BOND-10	2009-11	PURCHASE	2011-01	1070	1086	-16
COMCAST CORP BOND-350	2008-12	PURCHASE	2011-02	33195	34012	-817
VALERO ENERGY CORP BOND-20	2008-12	PURCHASE	2011-02	2029	1533	496
VALERO ENERGY CORP BOND-10	2009-04	PURCHASE	2011-02	1015	707	308
VALERO ENERGY CORP BOND-50	2009-04	PURCHASE	2011-02	5073	3759	1314
USD GOLDMAN SACHS CORP BOND-320	2008-12	PURCHASE	2011-02	34613	29343	5270
ANHEUSR BUSCH CORP BOND-240	2008-12	PURCHASE	2011-02	26314	22804	3510
ANHEUSR BUSCH CORP BOND-20	2009-04	PURCHASE	2011-02	2193	1763	430
ANHEUSR BUSCH CORP BOND-30	2009-05	PURCHASE	2011-02	3289	2580	709
ANHEUSR BUSCH CORP BOND-20	2009-11	PURCHASE	2011-02	2193	2098	95
MARATHON OIL CORP BOND-120	2009-03	PURCHASE	2011-02	13649	12056	1593
MARATHON OIL CORP BOND-20	2009-04	PURCHASE	2011-02	2275	2048	227
MARATHON OIL CORP BOND-10	2009-05	PURCHASE	2011-02	1137	1065	72
MARATHON OIL CORP BOND-10	2009-11	PURCHASE	2011-02	1137	1108	29
CITIGROUP INC CORP BOND-260	2008-12	PURCHASE	2011-03	27329	22463	4866
CITIGROUP INC CORP BOND-20	2009-04	PURCHASE	2011-03	2102	1340	762
CITIGROUP INC CORP BOND-40	2009-05	PURCHASE	2011-03	4204	3270	934
CITIGROUP INC CORP BOND-20	2009-11	PURCHASE	2011-03	2102	1965	137
WACHOVIA CORP BOND-90	2008-12	PURCHASE	2011-03	10011	9159	852
WACHOVIA CORP BOND-30	2009-04	PURCHASE	2011-03	3337	2696	641
WACHOVIA CORP BOND-60	2009-05	PURCHASE	2011-03	6674	5715	959
WACHOVIA CORP BOND-30	2009-11	PURCHASE	2011-03	3337	3119	218
CHESAPEAKE ENERGY CORP COMPANY GUARN	2009-11	PURCHASE	2011-04	19935	18540	1395
MORGAN STANLEY C6EG7-180	2009-11	PURCHASE	2011-05	18931	18142	789
LOOMIS SAYLES SECURITIZED ASSETS FD-	2010-03	PURCHASE	2011-05	26117	24670	1447
U.S. TREASURY NOTE H27Y5-40	2010-03	PURCHASE	2011-05	4003	4031	-28
LOOMIS SAYLES HI INCOME 9LNL6-170	2008-12	PURCHASE	2011-05	1802	1044	758
U.S. TREASURY NOTE 1.000% OCT 31 201	2010-03	PURCHASE	2011-05	5018	5022	-4
CREDIT SUISSE FB USA IN CORP BOND-23	2008-12	PURCHASE	2011-06	25187	21527	3660
CREDIT SUISSE FB USA IN CORP BOND-20	2009-04	PURCHASE	2011-06	2190	1874	316
CREDIT SUISSE FB USA IN CORP BOND-30	2009-05	PURCHASE	2011-06	3285	2997	288
CREDIT SUISSE FB USA IN CORP BOND-10	2009-11	PURCHASE	2011-06	1095	1050	45
TIME WARNER CABLE INC COMPANY GUARNT	2009-11	PURCHASE	2011-06	1122	1059	63
BURLINGTN NORTH SANTA FE - 04.700% O	2009-11	PURCHASE	2011-06	1064	1017	47
FORD MOTOR CREDIT CO GLB 07.000% OCT	2010-01	PURCHASE	2011-06	1084	1018	66
DOMINION RESOURCES INC - 05.200% AUG	2010-04	PURCHASE	2011-06	1099	1035	64
ALTRIA GROUP INC CORP BOND-10	2009-02	PURCHASE	2011-06	1314	1029	285
COMCAST CORP BOND-10	2008-12	PURCHASE	2011-06	988	972	16
DUKE ENERGY CORP BOND-10	2008-12	PURCHASE	2011-06	1033	1048	-15
EMBARQ CORP BOND-10	2008-12	PURCHASE	2011-06	1088	647	441
GENERAL ELEC CAP CORP B75W2-10	2009-08	PURCHASE	2011-06	1163	978	185
MORGAN STANLEY C6EG7-10	2009-11	PURCHASE	2011-06	1052	1008	44
NABORS INDUSTRIES INC D27P0-10	2009-07	PURCHASE	2011-06	1121	933	188
VALERO ENERGY CORP BOND-10	2009-04	PURCHASE	2011-06	1059	752	307
SPRINT CAP CORP BOND-10	2008-12	PURCHASE	2011-06	968	556	412
AT&T CORP BOND-10	2008-12	PURCHASE	2011-06	1040	1065	-25
WAL-MART STORES CORP BOND-10	2008-12	PURCHASE	2011-06	1011	1022	-11
USD GOLDMAN SACHS CORP BOND-10	2008-12	PURCHASE	2011-06	1077	917	160
USD TELECOM IT CAP CORP BOND-10	2008-12	PURCHASE	2011-06	916	711	205
TALISMAN ENERGY CORP BOND-10	2008-12	PURCHASE	2011-06	1022	683	339
VODAFONE GROUP CORP BOND-190	2008-12	PURCHASE	2011-06	20765	19148	1617
VODAFONE GROUP CORP BOND-20	2009-04	PURCHASE	2011-06	2186	1875	311
VODAFONE GROUP CORP BOND-20	2009-05	PURCHASE	2011-06	2186	1960	226
VODAFONE GROUP CORP BOND-20	2009-11	PURCHASE	2011-06	2186	2123	63
USD TELEFONICA EMIS CORP BOND-180	2008-12	PURCHASE	2011-06	19819	18131	1688
USD TELEFONICA EMIS CORP BOND-20	2009-04	PURCHASE	2011-06	2202	2050	152
USD TELEFONICA EMIS CORP BOND-20	2009-05	PURCHASE	2011-06	2202	2073	129
USD TELEFONICA EMIS CORP BOND-20	2009-11	PURCHASE	2011-06	2202	2210	-8
USD TELECOM IT CAP CORP BOND-240	2008-12	PURCHASE	2011-06	20266	17059	3207
USD TELECOM IT CAP CORP BOND-20	2009-04	PURCHASE	2011-06	1689	1360	329
USD TELECOM IT CAP CORP BOND-40	2009-05	PURCHASE	2011-06	3378	3000	378
USD TELECOM IT CAP CORP BOND-20	2009-11	PURCHASE	2011-06	1689	1934	-245
U.S. TREASURY NOTE H27Y5-2150	2010-03	PURCHASE	2011-06	215000	216647	-1647
LOOMIS SAYLES SECURITIZED ASSETS FD-	2010-03	PURCHASE	2011-07	89416	84993	4423
SPRINT CAP CORP BOND-230	2008-12	PURCHASE	2011-07	22166	12786	9380
USD GOLDMAN SACHS CORP BOND-210	2008-12	PURCHASE	2011-08	21901	19256	2645
USD GOLDMAN SACHS CORP BOND-40	2009-04	PURCHASE	2011-08	4172	3795	377
USD GOLDMAN SACHS CORP BOND-80	2009-05	PURCHASE	2011-08	8343	8022	321
USD GOLDMAN SACHS CORP BOND-30	2009-11	PURCHASE	2011-08	3129	3170	-41
EL PASO NATURAL GAS - 07.250% JUN 01	2009-11	PURCHASE	2011-08	20385	17955	2430
XEROX CORPORATION CORP BOND-190	2008-12	PURCHASE	2011-08	19000	19054	-54
XEROX CORPORATION CORP BOND-10	2009-04	PURCHASE	2011-08	1000	970	30
XEROX CORPORATION CORP BOND-10	2009-05	PURCHASE	2011-08	1000	1034	-34
XEROX CORPORATION CORP BOND-10	2009-11	PURCHASE	2011-08	1000	1075	-75
LOOMIS SAYLES SECURITIZED ASSETS FD-	2010-03	PURCHASE	2011-10	43171	41371	1800
LOOMIS SAYLES HI INCOME 9LNL6-1452	2008-12	PURCHASE	2011-10	13968	8915	5053
U.S. TREASURY NOTE 1.125% DEC 15 201	2010-10	PURCHASE	2011-10	12125	12187	-62
U.S. TREASURY NOTE 1.000% OCT 31 201	2010-03	PURCHASE	2011-10	28004	28120	-116
INTL PAPER CO CORP BOND-70	2008-12	PURCHASE	2011-10	8208	5519	2689
COMCAST CORP BOND-50	2008-12	PURCHASE	2011-10	5296	4859	437
EMBARQ CORP BOND-80	2008-12	PURCHASE	2011-10	8080	5180	2900
VALERO ENERGY CORP BOND-40	2009-04	PURCHASE	2011-10	4396	3007	1389
TIME WARNER INC CORP BOND-50	2008-12	PURCHASE	2011-10	5720	4612	1108
USG CORP BOND-70	2008-12	PURCHASE	2011-10	5184	4922	262
US WEST TELECOM CORP BOND-50	2009-01	PURCHASE	2011-10	4894	3075	1819
WAL-MART STORES CORP BOND-50	2008-12	PURCHASE	2011-10	5786	5108	678
SHELL INTL FIN CORP BOND-80	2008-12	PURCHASE	2011-10	10814	8961	1853
U.S. TREASURY NOTE 1.000% OCT 31 201	2010-03	PURCHASE	2011-10	181000	181778	-778
MCDONALDS CORP CO 47649-500	2009-04	PURCHASE	2011-01	36204	27820	8384
BECTON DICKINSON CO 08540-100	2009-04	PURCHASE	2011-02	8167	6767	1400
BECTON DICKINSON CO 08540-900	2009-04	PURCHASE	2011-02	73484	60899	12585
BECTON DICKINSON CO 08540-200	2009-04	PURCHASE	2011-02	16330	13002	3328
BECTON DICKINSON CO 08540-50	2009-05	PURCHASE	2011-02	4082	3282	800
WALGREEN CO NEW-700	2003-06	PURCHASE	2011-03	29868	20745	9123
WALGREEN CO NEW-300	2003-06	PURCHASE	2011-03	12804	8891	3913
NESTLE S A REP RG SH AD 54035-200	2009-04	PURCHASE	2011-03	11242	6432	4810
CHUBB CORP 16885-254	2009-04	PURCHASE	2011-03	14952	10400	4552
NORFOLK SOUTHERN-150	2009-04	PURCHASE	2011-03	9973	5302	4671
NORFOLK SOUTHERN-100	2009-04	PURCHASE	2011-03	6649	3534	3115
CHUBB CORP 16885-196	2009-04	PURCHASE	2011-03	11536	8025	3511
NESTLE S A REP RG SH AD 54035-900	2009-04	PURCHASE	2011-03	49292	28944	20348
EMERSON ELEC CO 26435-300	2009-04	PURCHASE	2011-03	17257	9600	7657
CATERPILLAR INC DEL 14565-300	2009-04	PURCHASE	2011-03	30684	8835	21849
CHUBB CORP 16885-200	2009-04	PURCHASE	2011-04	12330	8189	4141
CHUBB CORP 16885-100	2009-04	PURCHASE	2011-04	6166	4095	2071
CHUBB CORP 16885-200	2009-04	PURCHASE	2011-04	12334	8189	4145
CHUBB CORP 16885-450	2009-04	PURCHASE	2011-04	27737	18426	9311
CHUBB CORP 16885-50	2009-05	PURCHASE	2011-04	3082	1969	1113
METLIFE INC 49DM2-500	2009-11	PURCHASE	2011-06	21876	17245	4631
METLIFE INC 49DM2-500	2010-03	PURCHASE	2011-06	21876	21259	617
MICROSOFT CORP-1000	2003-06	PURCHASE	2011-06	24712	30543	-5831
CINN FINCL CRP OHIO 16983-200	2009-04	PURCHASE	2011-06	5800	4857	943
CINN FINCL CRP OHIO 16983-800	2009-04	PURCHASE	2011-06	23192	19427	3765
ALTRIA GROUP INC-2950	2009-04	PURCHASE	2011-07	76787	49471	27316
AT&T INC-1500	2006-04	PURCHASE	2011-07	43499	37228	6271
PEPSICO-250	2010-06	PURCHASE	2011-07	17161	15668	1493
INTEL-2500	2003-06	PURCHASE	2011-09	51049	43216	7833
COCA-COLA 11/10/95-500	2008-08	PURCHASE	2011-09	34509	26580	7929
PEPSICO-250	2010-06	PURCHASE	2011-10	15552	15668	-116
PEPSICO-300	2010-06	PURCHASE	2011-10	18663	18804	-141
PEPSICO-200	2010-08	PURCHASE	2011-10	12442	12815	-373
CATERPILLAR INC DEL 14565-600	2009-04	PURCHASE	2011-10	51971	17669	34302
CATERPILLAR INC DEL 14565-100	2010-10	PURCHASE	2011-10	8662	8062	600
AT&T INC-300	2006-04	PURCHASE	2011-10	8729	7446	1283
AT&T INC-100	2010-07	PURCHASE	2011-10	2910	2602	308
GLAXOSMITHKLINE PLC AD 312G8-200	2010-10	PURCHASE	2011-10	8983	8204	779
JOHNSON & JOHNSON-500	2003-06	PURCHASE	2011-10	31727	23907	7820
VERIZON COMMUNICATNS CO 79B06-300	2004-06	PURCHASE	2011-10	11167	10048	1119
VERIZON COMMUNICATNS CO 79B06-500	2006-09	PURCHASE	2011-10	18612	17864	748
VERIZON COMMUNICATNS CO 79B06-300	2006-10	PURCHASE	2011-10	11167	11009	158
ABBOTT LABORATORIES-1100	2009-04	PURCHASE	2011-10	59205	48470	10735
FT. WASHINGTON HI YLD	2010-12	PURCHASE	2011-11	18572		18572
FT. WASHINGTON HI YLD	2010-11	PURCHASE	2011-11	14711		14711

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (62 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
AT&T 340 SHARES
BP GLOBAL CAPITAL MKTS 270 SHARES
WELLS FARGO
ALCOA INC GLB 05.900% FEB 01 2027	20734	20004
ALLY FINANCIAL INC GLB 06.875% AUG 2	37710	36223
ALTRIA GROUP INC CORP BOND	26365	32195
ANHEUSER-BUSCH INBEV SA COMPANY GUAR	33519	37301
ARCELORMITTAL GLB 03.750% AUG 05 201	16938	16124
AT&T CORP BOND	34642	37096
BELLSOUTH CORP BOND	16976	19368
BP CAPITAL MARKETS PLC COMPANY GUARN	26465	27978
BUNGE LIMITED FINANCE CO COMPANY GUA	20086	20310
BURLINGTN NORTH SANTA FE - 04.700% O	36615	39657
CAPITAL ONE FINL CORP BOND	19276	25663
CITIGROUP INC GLB 05.375% AUG 09 202	18637	18067
COMCAST CORP BOND	32610	36195
DIRECTV HLDG/FIN INC COMPANY GUARNT	33905	35271
EMBARQ CORP BOND	28898	41232
ENERGY TRANSFER PARTNERS - 06.700% J	18740	18801
EXPRESS SCRIPTS INC COMPANY GUARNT 0	37742	37720
FEDERAL NATL MTG ASSOC NOTES 00.750%	90925	92330
FHLMC G0 5188 05%2038 AMORTIZED F	105960	105570
FNMA P745275 05%203 IJ7N2	119940	89007
FNMA P889572 05 50%2038 AMORTIZED F	166247	136386
FNMA P889982 05 50%203 IW4A5	115360	68029
FNMA P992033 06%203 IUXL2	91235	96711
FNMA P995018 05 50%203 IUFG5	56146	31787
FNMA P995672 04 50%2039 AMORTIZED F	243742	224757
FNMA PAE0392 05 50%2039 AMORTIZED F	82028	71909
FNMA PAL0065 04 50%2041 AMORTIZED F	229330	227663
FORD MOTOR CREDIT CO GLB 07.000% OCT	32560	33782
GENERAL ELEC CAP CORP B75W2	32613	36688
GENERAL ELEC CAP CORP GLB 02.800% JA	18970	19338
GEORGIA PACIFIC CORP BOND	13185	21413
INTL PAPER CO CORP BOND	10854	15496
JPMORGAN CHASE & CO SENIOR NOTES GLB	46116	45633
KRAFT FOODS INC GLB 04.125% FEB 09 2	37878	38596
MCDONALD'S CORP BOND	17547	19963
NEWFIELD EXPLORATION CO GLB 05.750%	19855	20021
NEWMONT MINING CORP COMPANY GUARNT 0	25367	27169
NEWS AMERICA CORP BOND	19861	22559
NISOURCE FINANCE CORP COMPANY GUARNT	21456	23645
OWENS CORNING INC COMPANY GUARNT GLB	18383	18797
PROCTER & GAMBLE CO/THE GLB 01.450%	39858	39992
PRUDENTIAL FINANCIAL INC SER MTN 04.	18517	18905
SHELL INTL FIN CORP BOND	17845	21176
SIMON PROPERTY GROUP INC - 06.125% M	16853	19295
SPRINT CAP CORP BOND	29968	34875
TALISMAN ENERGY CORP BOND	21214	31077
TIME WARNER CABLE INC COMPANY GUARNT	35996	38306
TIME WARNER INC CORP BOND	11687	14686
TRANSOCEAN INC COMPANY GUARNT GLB 06	28088	25860
UNITEDHEALTH GROUP CORP BOND	2984	3447
US STEEL CORP SENIOR NOTES 07.375% A	19071	18074
US WEST TELECOM CORP BOND	12379	18620
USG CORP BOND	10687	11363
VALERO ENERGY CORP BOND	30910	35651
WAL-MART STORES CORP BOND	28921	32460
WELLS FARGO & CO E7599	143785	146135
WELLS FARGO & CO NOTES SER MTN GLB 0	28965	30712
WHIRLPOOL CORP BOND	17585	19029
WYNDHAM WORLDWIDE GLB 06.000% DEC 01	19903	20655

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (603 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
3M COMPANY 74E15-344
ABBOTT LABORATORIES-2760
ACCENTURE PLC SHS-153
ACE LTD 02600-356
ADOBE SYS DEL PV 0.001 00380-1177
AIR PRODUCTS&CHEM 00661-94
AKITA BANK LTD 8343 50.JPY PAR ORDIN
ALCATEL S.A. SPD AD 02069-4750
ALCON INC 01901-35
ALEXANDER & BALDWIN INC-530
ALLEGHENY TECH INC 016N1-648
ALLERGAN INC-367
ALTRIA GROUP INC-2950
AMAZON COM INC COM 011K2-277
AMERICA MOVIL SER L ADR 018N7-95
AMERICAN EXPRESS CO-287
AMERICAN TOWER CORP CL 013P8-677
AMGEN INC COM PV 0.000 04491-1062
AMN ELEC POWER CO 02516-538
AMPHENOL CORP CL A NEW-316
ANADARKO PETE CORP 04607-168
ANHEUSER-BUSCH INBEV ADR-739
APACHE CORP 04953-380
APPLE COMPUTERS 8/12/97-919
ARCHER DANIELS MIDLD 05071-488
ARGO GROUP INTERNATIONA 027L2-1001
AT&T INC-3875
AUTOMATIC DATA PRO-10000
AVALONBAY CMMUN INC 014H7-150
BANK NEW YORK MELLON 08462-1297
BANK OF AMERICA CORP 079W8-701
BANK OF NAGOYA LTD 8522 89B42-6000
BARRICK GOLD CORPORATION-582
BECTON DICKINSON CO 08540-1250
BERKSHIRE HATHAWAY INC DELAWARE CL A
BEST BUY CO INC 09056-254
BHP BILLITON LTD AD 082E4-205
BOEING COMPANY 09728-1609
BORG WARNER INC CO 069K4-316
BOSTON PPTYS INC 076X6-90
BRASIL TELECOM SA ADR-852
BRASIL TELECOM SA SHS-483
BRIGGS & STRATTON W 10934-3080
CAMERON INTL CORP-417
CANADIAN NATL RAILWAY C 132T5-133
CANADIAN NATURAL RES LT 13776-842
CARNIVAL CORP PAIRED SH 136F0-628
CATERPILLAR INC DEL 14565-1692
CELGENE CORP CO 14659-1642
CHAODA MODERN AGRI LTD 9FSJ0-46000
CHECK POINT SOFTWRE TECH-605
CHEVRON CORP 144X5-3109
CHUBB CORP 16885-1450
CHUDENKO CORP 89AJ2-1600
CIGNA CORP 16906-363
CINN FINCL CRP OHIO 16983-5000
CISCO SYS INC-10516
CITIGROUP INC-6168
CITRIX SYSTEMS INC CO 132R9-703
CLIFFS NATURAL RESOURCES INC-189
CME GROUP INC 153G0-97
COACH INC 143G8-292
COAST ACCESS III LTD 8EBT9-85947
COCA-COLA 11/10/95-1997
COLGATE PALMOLIVE CO-616
COMCAST CORP NEW CL A 127J0-1166
COMPANHIA D SNMNTO BSCO 145R4-850
CONOCOPHILLIPS 145W7-493
CORNING INC 21322-1118
COVIDIEN PLC SHS 157N0-956
CROWN CASTLE INTL CORP 138N1-1061
CTRIP.COM INTL LTD AD 144E3-324
CUMMINS INC CO 22195-293
CVS CORP DELAWARE CO 135H0-417
D R HORTON INC 23609-1520
DANAHER CORP DEL CO 22576-382
DEBENHAMS PLC UNSP ADR 23CC4-9310
DELTA AIR LINES INC 23146-2477
DENBURY RES INC-453
DEVON ENERGY CORP NEW 229B4-155
DISNEY (WALT) CO COM ST 23892-229
DOW CHEMICAL CO 24465-665
DST SYSTEMS INC DEL-270
E L FINANCL CORP LTD-56
E M C CORPORATION MASS 25153-1497
EATON CORP 25660-336
EBAY INC CO 256T9-2338
EL PASO CORPORATION 259B7-1159
EL PASO NATURAL GAS - 07.250% JUN 01
EMERSON ELEC CO 26435-1964
EOG RESOURCES INC 257J7-225
EVENT DRIVN CREDIT HEDG 8EC25-9579.2
EVEREST RE GROUP LTD-353
EXPRESS SCRIPTS INC COM-320
EXXON MOBIL CORP CO 257D4-5115
F5 NETWORKS INC CO 282U1-138
FANUC LTD-UNSP-430
FIDELITY NATIONAL FINANC INC-2360
FIFTH THIRD BANCORP-848
FIRST PAC CO SPNSD ADR 278B7-14130
FLEXTRONICS INTL LTD 277K0-5069
FORD MOTOR COMPANY-4559
FRANKLIN RES INC 30655-115
FREEPRT-MCMRAN CPR 278X5-702
FUJI FIRE MARINE 8763 JPY PAR ORDINA
GALLAGHER ARTHUR J 31113-780
GENERAL ELECTRIC 12/26/95-11840
GENERAL MOTORS CO COMMON SHARES-509
GENL DYNAMICS CORP CO 31564-218
GILEAD SCIENCES INC COM 32422-362
GLAXOSMITHKLINE PLC AD 312G8-1000
GLOBAL MACRO HEDGEACCES 8EDE8-3562.6
GLOBAL MACRO HEDGEACCES 8EET5-11657
GOLDMAN SACHS GROUP INC 316A8-582
GOODYEAR TIRE RUBBER 33041-3610
GOOGLE INC CL A 31842-426
GRAFTON GROUP PLC EUR PAR ORDINARY-5
HACHIJUNI BANK LTD ADR 348F1-270
HALLIBURTON COMPANY 34824-449
HELLENIC TELECOM ORGANIZ 750.EUR PAR
HERTZ GLOBAL HOLDINGS IN-2553
HESS CORP 35DX1-553
HEWLETT PACKARD CO DE 36229-400
HOME RETAIL GROUP 8GGW1-5860
HSN INC-1024
HYAKUGO BANK LTD(105TH B JPY PAR ORD
HYATT HOTELS CORP-339
INTEL-15804
INTL BUSINESS MACHINES 39050-1269
INTL FLAVORS&FRAGRN 39155-410
INTL PAPER CO-666
INTUITIVE SURGICAL INC 388C2-76
ISHARES BARCLAYS AGGRGT 31FG4-4900
ISHARES BARCLYS 1-3 YEAR TREAS INDEX
ISHARES MSCI EMERGING-5160
ISHARES RUSSELL 1000 31CK0-20000
ITALCEMENTI RISP 898P4-2180
ITALMOBILARE RISP NC FN 5000.ITL PAR
ITALMOBILIARE 89003-160
ITV PLC 8EWX3-26680
J P MORGAN CHASE AND CO 405S5-7653
JOHNSON & JOHNSON-5408
JUNIPER NETWORKS INC 405H1-444
KB HOME 41500-1750
KELLOGG CO-208
KEYCORP NEW CO 415J3-4936
KIMBERLY CLARK 42451-212
KINDER MORGAN ENERGY PARTNERS LP-200
KRAFT FOODS INC VA CL A-331
KROGER CO-899
LABORATORY CP AMER HLDGS-229
LAGARDERE S.C.A. F 91057-980
LENNAR CORP CL 434A8-1290
LENNAR CORP CL 44181-1020
LIMITED BRANDS INC 44609-1292
LINCOLN NTL CORP IND NP 44728-414
LUNDBECK (H) AS EUR PAR ORDINARY-316
M&T BANK CORPORATIO 46EB0-141
MAGNA INTL INC CL A VTG 46157-265
MAGYAR TAVKOZLES RT ADR 46E67-2210
MAKHTESHIM-AGAN INDUSTRIES LTD SHS-5
MARATHON OIL CORP 46JR7-516
MARRIOTT INTL INC NEW A 46FH1-555
MARSHALL AND ILSLEY CORP NEW-2000
MASCO CORP 47205-3770
MASTERCARD INC 46L15-50
MCDONALDS CORP CO 47649-2264
MEAD JOHNSON NUTRTION CO-361
MEDCO HEALTH SOLUTIONS 46J71-321
MEDTRONIC INC-1500
MERCK AND CO INC SHS-2378
METLIFE INC 49DM2-2466
MICROSOFT CORP-6489
MORGAN STANLEY DEAN WITTER CON-1419
MOSAIC CO-228
MS&AD INS GROUP HLDGS UNSP ADR-1793
NATIONAL GRID PLC SP ADR-169
NESTLE S A REP RG SH AD 54035-1951
NETAPP INC 53CH4-420
NETFLIX COM INC-185
NEWMONT MINING CORP 55370-393
NEWS CORP CL 53BL0-3734
NEXTERA ENERGY INC SHS-131
NORDSTROM INC 55641-404
NORFOLK SOUTHERN-1000
NORTEL INV PFD B SPD ADR-660
NORTHN TRUST CORP 56567-153
OBAYASHI CORP 1802 F 91585-6000
OCCIDENTAL PETE CORP CA 57115-341
OLD REPUB INTL CORP 57683-1390
OMNICOM GROUP COM 57830-145
ORACLE CORP-5218
PACCAR INC-143
PANALPINA WELTTRANSPORT 8FSY5-340
PARKER HANNIFIN CORP-104
PEABODY ENERGY CORP COM-413
PEPSICO-4444
PETRLEO BRAS VTG SPD AD 59465-317
PEUGEOT CITROENS SPN ADR-300
PFIZER INC.-2870
PG&E CORP 590F9-588
PHILIP MORRIS INTL INC 601S5-1300
PLAINS ALL AMERN PIPL L 8AG03-2000
PNC FINCL SERVICES GROU 59788-755
POTASH CORP SASKATCHEWA 62400-109
PPL CORPORATION 594L6-207
PRAXAIR INC 61889-600
PRECISION CASTPARTS 62553-402
PREMIER FOODS PLC 8E5W4-116810
PRICE T ROWE GROUP INC 595K0-1400
PRICELINE COM INC-65
PROCTER & GAMBLE 11/10/95-11912
PROGRESSIVE CRP OHIO 63010-2215
PROMISE CO LTD AD 596L2-3130
PRUDENTIAL FINANCIAL IN 59442-422
PRUDENTIAL PLC ADR-1645
PUB SVC ENTERPRISE GRP 63133-231
PULTE HOMES INC CO 584E7-3106
RANGE RESOURCES CORP DE 64AE2-288
REGIONS FINL CORP 64D29-2657
ROCKWELL COLLINS INC-442
ROGERS COMMUNICATIONS 65563-403
ROYAL DUTCH SHELL PLC-3500
SALESFORCE COM INC 67897-212
SARA LEE CORP CO 67017-1400
SCHLUMBERGER LTD-1945
SCHWAB CHARLES CORP NEW 67344-3174
SEIKO EPSON CORP UNSP 678W7-3870
SEMPRA ENERGY-282
SNS REAAL N.V. 8F9L0-4480
SOUTHWESTERN ENERGY CO-303
STANLEY BLACK & DECKER INC-315
STAPLES INC 71676-306
STARBUCKS CORP 71795-1089
STATE STREET CORP 670C9-326
SUNCOR ENERGY INC NEW-336
SUNTRUST BKS INC CO 72768-2075
SUPERVALU INC DEL CO 72458-4870
TARGET CORP COM 74DG3-1133
TELECOM C NW ZLND SPNAD 735K8-5230
TESORO CORP 73784-2750
TEVA PHARMACTCL INDS AD 73763-249
TEXAS INSTRUMENTS 73841-522
THERMO FISHER SCIENTIFI 74058-151
THOMAS COOK GROUP PLC UNSP ADR-5160
TIM PARTICIPACOES S A A 74FN9-760
TIME WARNER CABLE INC 74KB1-122
TJX COS INC NEW 733F2-313
TOKYO STYLE CO 8112 FN JPY PAR ORD
TOYO SUISAN KAISHA ADR-140
TRAVELERS COS INC 74HN3-126
TYCO ELECTRONICS LTD. REG.SHS-861
TYCO INTL LTD NAMEN-AKT-177
UNION PACIFIC CORP 76323-235
UNIPOL GRUPPO FINANZIAR 88449-30050
UNITED PARCEL SVC CL B 76BN1-703
UNITED STS STL CORP NEW 76B04-472
UNITED TECHNOLOGIES CORP-1217
UNITEDHEALTH GROUP INC 76BT5-1956
US BANCORP (NEW) 76B35-3695
USG CORP COM NEW 76705-2920
V F CORPORATION-224
VALERO ENERGY CORP NEW 79A05-511
VANGUARD DIVIDEND APPRECIATION ETF-2
VANGUARD EUROPE PACIFIC 31ML1-31100
VANGUARD VALUE ETF 31FM3-19975
VERIZON COMMUNICATNS CO 79B06-2787
VERTEX PHARMCTLS INC 795E6-460
VISA INC CL A SHRS 79EC8-253
VIVO PARTICIPACOES SA S 79DJ1-770
VODAFONE GROUP PLC NEW 79DP4-225
VORNADO REALTY TRUST COM REIT-134
WALGREEN CO NEW-5500
WAL-MART STORES INC-2012
WILLIS GROUP HOLDINGS PUBLIC LIMITED
WOLSELEY PLC SHS-8840
XEROX CORP 83859-1870
YAHOO INC 84AD5-2914
YAMAHA MOTOR CO LTD SHS 84AW8-1300
ZIONS BANCORP CO 84471-872
MUTUAL FUND
AMERICAN EURO PACIFIC 97154-41982.54
BLACKROCK GLOBAL 97E59-33742.842
BLACKROCK GLOBAL ALLOCATION FD INC I
COLUMBIA ACORN FUND Z 97011-18509.64
FIRST EAGLE 9E3S2-81696.196
HARTFORD CAPITAL 97RR0-35506.105
HUHTAMAKI OYJ 90NL7-760
ITALCEMENTI FABBRICHE R 891D6-1540
LAZARD EMERGING MKTS 97NY6-33848.51
LOOMIS SAYLES SECURITIZED ASSETS FD-
MATTHEWS ASIAN FUNDS PACIFIC TIGERS
NIPPON TV NETWORK F 92782-190
OPPENHEIMER DEVELOPING MARKETS FD CL
PIMCO ALL ASSET ALL AUTHORITY FUND C
PIMCO COMMODITY REAL RETURN STRATEGY
SAN-IN GODO BANK 8381 89E26-1000
TEMPLETON GLBL BOND FD ADV CL-59633.
WELLS FARGO ADVANTAGE ASSET ALLOCATI
AMERICAN EURO PACIFIC 97154	1506130	1823058
BLACKROCK GLOBAL 97E59	644391	625026
BLACKROCK GLOBAL ALLOCATION FD INC I	184309	195455
COLUMBIA ACORN FUND Z 97011	401090	532708
HARTFORD CAPITAL 97RR0	1463341	1728316
ITALCEMENTI FABBRICHE R 891D6	16389	9640
LAZARD EMERGING MKTS 97NY6	673833	640081
LOOMIS SAYLES SECURITIZED ASSETS FD	1233128	1299626
MATTHEWS ASIAN FUNDS PACIFIC TIGERS	117496	135749
NIPPON TV NETWORK F 92782	25593	25430
OPPENHEIMER DEVELOPING MARKETS FD CL	506477	519976
PIMCO ALL ASSET ALL AUTHORITY FUND C	1196071	1136294
PIMCO COMMODITY REAL RETURN STRATEGY	411011	379845
SAN-IN GODO BANK 8381 89E26	9580	7098
TEMPLETON GLBL BOND FD ADV CL	1448121	1360624
WELLS FARGO ADVANTAGE ASSET ALLOCATI	185024	199703
CITIZENS COMMUNICATIONS - 06.250% JA	18953	19285
COAST ACCESS III LTD 8EBT9	71011	52156
CSC HOLDINGS INC - 07.625% JUL 15 20	18351	19440
DOMINION RESOURCES INC - 05.200% AUG	27951	30814
DUKE ENERGY CORP BOND	26494	25147
ENTERPRISE PRDTS PRTN LP L P	32040	45490
EVENT DRIVN CREDIT HEDG 8EC25	3317	4404
FIRST EAGLE 9E3S2	1417156	1908018
GLOBAL MACRO HEDGEACCES 8EDE8		1688
GLOBAL MACRO HEDGEACCES 8EET5		2071
LOOMIS SAYLES HI INCOME 9LNL6	51882	74200
ML SYSTEMATIC MOMENTUM 73YC0	934678	901165
MORGAN STANLEY C6EG7	37577	35516
NABORS INDUSTRIES INC D27P0	32852	39050
PIMCO FIXED INCOME SHS 9HPC5	829854	803806
PIMCO FIXED INCOME SHS 9HPC6	739176	821335
WASTE MANAGEMENT INC NE 9D8C4	76802	78250
WEIQIAO TEXTILE CO-H SH 9HNL7	53665	26024
3M COMPANY 74E15	9979	10454
ABBOTT LABORATORIES	64608	76370
ABERCROMBIE & FITCH CO	14927	11355
ACCENTURE PLC SHS	16123	18074
ACE LTD 02600	16295	16965
ADOBE SYS DEL PV 0.001 00380	8150	6553
AKITA BANK LTD 8343 50.JPY PAR ORDIN	17984	17622
ALEXANDER & BALDWIN INC	17217	20082
ALLERGAN INC	13795	16493
ALPINE ELEC INC 6816 JPY PAR ORDINAR	23357	24967
AMAZON COM INC COM 011K2	8800	9038
AMERICAN EXPRESS CO	121803	129083
AMGEN INC COM PV 0.000 04491	23175	24438
AMN ELEC POWER CO 02516	28108	31982
AMPHENOL CORP CL A NEW	15397	15004
ANADARKO PETE CORP 04607	33991	36490
AON CORP	6708	6298
APACHE CORP 04953	25582	28042
APPLE COMPUTERS 8/12/97	262322	412776
ARCHER DANIELS MIDLD 05071	8948	9909
ARGO GROUP INTERNATIONA 027L2	98455	39145
ASML HLDG N.V. NEW YORK REGISTRY SHA	6172	5771
AT&T INC	104074	109342
AUTOMATIC DATA PRO	200022	485355
AVALONBAY CMMUN INC 014H7	7165	12610
BAKER HUGHES INC	36837	28506
BANK OF AMERICA CORP 079W8	18595	3813
BANK OF NAGOYA LTD 8522 89B42	28881	20559
BARRICK GOLD CORPORATION	10104	11686
BERKSHIRE HATHAWAY INC DELAWARE CL A	222699	237000
BG GROUP PLC SPON AD 080X2	12767	11251
BHP BILLITON LTD AD 082E4	11523	15410
BIOGEN IDEC INC 075W0	11782	12070
BOEING COMPANY 09728	95508	101455
BORG WARNER INC CO 069K4	7631	9097
BOSTON PPTYS INC 076X6	9259	13258
BRASIL TELECOM SA ADR	26680	15183
BRASIL TELECOM SA SHS	8078	3101
BRIGGS & STRATTON W 10934	82524	46416
C.H. ROBINSON WORLDWIDE 149L9	37584	32953
CARNIVAL CORP PAIRED SH 136F0	20761	20152
CATERPILLAR INC DEL 14565	19903	27504
CELGENE CORP CO 14659	93192	102757
CEMEX SA DE CV SPND AD 140U2	22353	12629
CERNER CORP CO 15604	5916	6342
CHEVRON CORP 144X5	303942	384958
CHUDENKO CORP 89AJ2	29568	16962
CIGNA CORP 16906	12531	16055
CIMENTS FRANCAIS SP ADR	9694	7481
CINN FINCL CRP OHIO 16983	103748	118600
CISCO SYS INC	7246	7176
CITIGROUP INC COM NEW	37278	28607
CITRIX SYSTEMS INC CO 132R9	15971	21631
CLIFFS NATURAL RESOURCES INC	10681	12816
COACH INC 143G8	7867	14083
COCA-COLA 11/10/95	133655	146158
COLGATE PALMOLIVE CO	12971	15281
COMCAST CORP NEW CL A 127J0	19449	21060
COMERICA INC COM	14669	9684
CONOCOPHILLIPS 145W7	19751	26460
CORNING INC 21322	15803	10868
COVIDIEN PLC SHS NEW	29058	29744
CROWN CASTLE INTL CORP 138N1	31900	47060
CVS CORP DELAWARE CO 135H0	31802	36626
D R HORTON INC 23609	16249	18103
DANAHER CORP DEL CO 22576	13019	11756
DEBENHAMS PLC SPNSRD ADR		35099
DELTA AIR LINES INC 23146	5391	3735
DEVON ENERGY CORP NEW 229B4	11168	10146
DISNEY (WALT) CO COM ST 23892	40427	37176
DOW CHEMICAL CO 24465	22530	22140
E L FINANCL CORP LTD	47966	37621
E M C CORPORATION MASS 25153	86612	82100
EATON CORP 25660	8846	14955
EBAY INC CO 256T9	103565	113685
EL PASO CORPORATION 259B7	14195	28987
EMBRAER S A SPONSRD ADR	28950	29603
EMERSON ELEC CO 26435	74267	96245
EOG RESOURCES INC 257J7	14520	14524
EVEREST RE GROUP LTD	27671	30969
EXPRESS SCRIPTS INC COM	47388	38118
EXXON MOBIL CORP CO 257D4	229546	411370
FAMILY DOLLAR STORES	12471	12835
FANUC LTD-UNSP	56165	62746
FIDELITY NATIONAL FINANC INC	25597	27138
FIFTH THIRD BANCORP	8309	10252
FINMECCANICA SPA, ROMA 4.4 EUR PAR O	49388	20396
FIRST PAC CO SPNSD ADR 278B7	32395	56813
FLEXTRONICS INTL LTD 277K0	23555	30262
FORD MOTOR COMPANY	57847	46322
FRANKLIN RES INC 30655	12933	11090
FREEPRT-MCMRAN CPR 278X5	12892	14652
GENERAL ELECTRIC 12/26/95	192086	208453
GENERAL MILLS 31746	55729	59925
GENL DYNAMICS CORP CO 31564	14655	14401
GLAXOSMITHKLINE PLC AD 312G8	71288	80064
GOLDMAN SACHS GROUP INC 316A8	42362	34797
GOOGLE INC CL A 31842	191132	230166
GRAFTON GROUP PLC EUR PAR ORDINARY	21492	19179
HACHIJUNI BANK LTD ADR 348F1	26686	23600
HALLIBURTON COMPANY 34824	58024	46736
HELLENIC TELECOM ORGANIZ 750.EUR PAR	28722	16527
HERTZ GLOBAL HOLDINGS IN	24815	24803
HESS CORP 35DX1	20719	21800
HEWLETT PACKARD CO DE 36229	10684	7491
HOME RETAIL GROUP 8GGW1	42068	21659
HSN INC	22220	27566
HUMANA INC 37621	8414	11706
HYAKUGO BANK LTD(105TH B JPY PAR ORD	23896	20031
HYATT HOTELS CORP	13194	12099
ILLUMINA INC COM	28960	12130
INGRAM MICRO INC CL A	41972	41963
INTEL	291887	402869
INTL BUSINESS MACHINES 39050	158533	265644
INTL PAPER CO	14220	15535
INTUITIVE SURGICAL INC 388C2	9263	23447
IRON MOUNTAIN INC NEW	30551	26634
ISHARES BARCLYS 1-3 YEAR TREAS INDEX	119905	120047
ISHARES MSCI EMERGING	170294	206452
ISHARES RUSSELL 1000 31CK0	1174729	1164000
ITALCEMENTI RISP 898P4	32969	11286
ITALMOBILARE RISP NC FN 5000.ITL PAR	13710	6190
ITALMOBILIARE 89003	7436	3438
ITV PLC 8EWX3	42215	35304
IVANHOE MINES LTD	41262	38355
J P MORGAN CHASE AND CO 405S5	246699	200655
JOHNSON & JOHNSON	307400	363726
JONES (THE) GROUP INC	22581	18120
JUNIPER NETWORKS INC 405H1	18090	10765
KAGOSHIMA BANK 8390 JPY PAR ORDINARY	26451	27463
KB HOME 41500	58738	25578
KEYCORP NEW CO 415J3	33315	25602
KIMBERLY CLARK 42451	17322	17582
KINDER MORGAN ENERGY PARTNERS LP	81010	117300
KOHLS CORP	21626	23242
KRAFT FOODS INC VA CL A	9745	11966
KROGER CO	23419	22624
LAGARDERE S.C.A. F 91057	49461	37714
LAS VEGAS SANDS CORP 436S9	23986	26812
LAUDER ESTEE COS INC A	13838	17697
LENNAR CORP CL 434A8	13643	18125
LENNAR CORP CL 44181	22484	18778
LILLY ELI CO 44534	57055	56775
LIMITED BRANDS INC 44609	52915	78818
LONZA GROUP AG 1.CHF PAR ORDINARY	33827	30654
LORILLARD INC	11833	11943
LUNDBECK (H) AS EUR PAR ORDINARY	28749	33283
M&T BANK CORPORATIO 46EB0	4435	3722
MAGNA INTL INC CL A VTG 46157	5946	12976
MAGYAR TAVKOZLES RT ADR 46E67	62925	35803
MARATHON OIL CORP 46JR7	12457	10401
MARATHON PETROLEUM CORP		6211
MARRIOTT INTL INC NEW A 46FH1	55696	49788
MARRIOTT VACATIONS WORLDWIDE CORP SH	3157	2589
MASCO CORP 47205	48977	41386
MCDONALDS CORP CO 47649	119979	178336
MCKESSON CORPORATION COM	8589	8619
MEAD JOHNSON NUTRTION CO	11234	18765
MEDCO HEALTH SOLUTIONS 46J71	76358	72084
MERCK AND CO INC SHS	93248	94595
METLIFE INC 49DM2	29792	25404
MGM MIRAGE	26834	20045
MICROSOFT CORP	296885	277313
MONSANTO CO NEW DEL CO 46HY7	29342	30041
MORGAN STANLEY DEAN WITTER CON	33572	18724
MS&AD INS GROUP HLDGS UNSP ADR	22232	17428
NATIONAL GRID PLC SP ADR	7387	8352
NATIONAL-OILWELL VARCO 526S0	19475	18212
NESTLE S A REP RG SH AD 54035	13908	15941
NETFLIX COM INC	15836	11293
NEWS CORP CL 53BL0	50596	68469
NEXTERA ENERGY INC SHS	7007	7263
NIKE INC CL B 55492	20966	23564
NORFOLK SOUTHERN	83894	113310
NORTEL INV PFD B SPD ADR	12888	15589
OCCIDENTAL PETE CORP CA 57115	21580	27593
OLD REPUB INTL CORP 57683	33315	25729
OMNICOM GROUP COM 57830	17753	17527
ONO PHARMACEUTICAL 4528 JPY PAR ORDI	46566	46142
ORACLE CORP	96930	112421
OSHKOSH CORPORATION	48501	33858
PANALPINA WELTTRANSPORT 8FSY5	26745	33770
PEABODY ENERGY CORP COM	12153	10984
PEPSICO	136182	237440
PFIZER INC.	63816	76447
PG&E CORP 590F9	23270	20818
PHILIP MORRIS INTL INC 601S5	77364	131666
PLAINS ALL AMERN PIPL L 8AG03	72417	97290
PNC FINCL SERVICES GROU 59788	24560	34261
PPG INDUSTRIES INC SHS	5680	6669
PPL CORPORATION 594L6	21373	23866
PRAXAIR INC 61889	92453	114648
PRECISION CASTPARTS 62553	43643	62440
PREMIER FOODS PLC 8E5W4	61950	9370
PRICE T ROWE GROUP INC 595K0	54233	85140
PROCTER & GAMBLE 11/10/95	447506	809320
PROGRESSIVE CRP OHIO 63010	9038	11692
PRUDENTIAL FINANCIAL IN 59442	35888	36309
PRUDENTIAL PLC ADR	17774	19196
PUB SVC ENTERPRISE GRP 63133	16050	15745
PULTE HOMES INC CO 584E7	67633	34008
QUALCOMM INC	19533	18906
RANGE RESOURCES CORP DE 64AE2	7597	11689
RAYTHEON CO DELAWARE NE 64AP3	9756	8977
REGIONS FINL CORP 64D29	20702	10920
REPUBLIC SERVICES INC	12048	12078
REYNOLDS AMERICAN INC 64D43	7920	10214
ROYAL DUTCH SHELL PLC	153339	245000
SAFEWAY INC NE 66472	33716	38400
SCHLUMBERGER LTD	177255	163466
SCHWAB CHARLES CORP NEW 67344	37703	26886
SEIKO EPSON CORP UNSP 678W7	28665	26510
SEMPRA ENERGY	14082	15000
SIGMA ALDRICH CORP	12606	11342
SIMON PROPERTY GROUP DE 67259	12167	13802
SOUTHERN COMPANY	17571	18881
STANLEY BLACK & DECKER INC	9337	20610
STARBUCKS CORP 71795	12835	21044
STARWOOD HOTELS AND RESORTS WORLDWID	21059	18929
STERICYCLE INC COM	5838	5914
STMICROELECTRONICS NY SH	27973	28169
SUNCOR ENERGY INC NEW	11436	10087
SUNTRUST BKS INC CO 72768	31114	21484
SUPERVALU INC DEL CO 72458	51741	31605
TARGET CORP COM 74DG3	21513	22292
TE CONNECTIVITY LTD REG.SHS	31116	32852
TEVA PHARMACTCL INDS AD 73763	12058	9863
TEXAS INSTRUMENTS 73841	19299	17217
THE MOSAIC COMPANY COMMON SHARES	10881	12029
THERMO FISHER SCIENTIFI 74058	4523	7135
THOMAS COOK GROUP PLC UNSP ADR	51420	5685
TIM PARTICIPACO/S ADR SPONSORED	12154	30405
TIME WARNER CABLE INC 74KB1	22278	20745
TIME WARNER INC SHS 74KB0	24298	23712
TJX COS INC NEW 733F2	12217	23569
TOYO SUISAN KAISHA ADR	29759	29953
TRAVELERS COS INC 74HN3	17578	19406
TSI HOLDINGS CO LTD 3608 JPY PAR ORD	26987	26987
TURKIYE VAKIFLAR BANKASI TAO SHS	22343	13578
TYCO INTL LTD NAMEN-AKT	21207	22493
TYSON FOODS INC CL A 75775	15270	16877
UNILEVER NV NY REG SHS	11199	11529
UNION PACIFIC CORP 76323	32676	45294
UNIPOL GRUPPO FINANZIAR 88449	31339	10179
UNITED PARCEL SVC CL B 76BN1	46907	52808
UNITED STS STL CORP NEW 76B04	99164	89681
UNITED TECHNOLOGIES CORP	103057	130603
UNITEDHEALTH GROUP INC 76BT5	58188	80422
US BANCORP (NEW) 76B35	65096	87791
USG CORP COM NEW 76705	37836	28587
V F CORPORATION	9683	17198
VALERO ENERGY CORP NEW 79A05	24998	11380
VANGUARD DIVIDEND APPRECIATION ETF	122393	136100
VANGUARD EUROPE PACIFIC 31ML1	984479	1007018
VANGUARD VALUE ETF 31FM3	769232	1030510
VERIFONE SYSTEMS INC	9573	10349
VERIZON COMMUNICATNS CO 79B06	72055	82516
VERTEX PHARMCTLS INC 795E6	19547	15133
VODAFONE GROUP PLC NEW 79DP4	19670	18516
WALGREEN CO NEW	140184	151740
WAL-MART STORES INC	113105	129933
WATERS CORP	23272	21440
WILLIS GROUP HOLDINGS PUBLIC LIMITED	38611	52537
WOLSELEY PLC SHS		25901
WOLTERS KLUWER NV .12EUR PAR ORDINAR	55843	55222
WSTN DIGITAL CORP DEL 81665	48190	50582
XEROX CORP 83859	8685	15241
YAMAHA MOTOR CO LTD SHS 84AW8	16730	17516
YUM BRANDS, INC.	14302	14346
ZIONS BANCORP CO 84471	19350	14030

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	1597373	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	1624466	USGovtSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (62 entries)

Category Or ItemCategoryOrItem	Book ValueBookValue	EOYFMVEOYFMV
FT. WASHINGTON HIGH YIELD	684102	796329
ALTRIA GROUP INC CORP BOND-260
AMERICAN EXPRESS GLB 04.875% JUL 15
ANHEUSR BUSCH CORP BOND-310
ARCELORMITTAL GLB 03.750% AUG 05 201
BELLSOUTH CORP BOND-170
BURLINGTN NORTH SANTA FE - 04.700% O
CAPITAL ONE FINL CORP BOND-250
CHESAPEAKE ENERGY CORP COMPANY GUARN
CITIGROUP INC CORP BOND-340
CITIZENS COMMUNICATIONS - 06.250% JA
COMCAST CORP BOND-760
CREDIT SUISSE FB USA IN CORP BOND-29
CSC HOLDINGS INC - 07.625% JUL 15 20
DOMINION RESOURCES INC - 05.200% AUG
DUKE ENERGY CORP BOND-260
EMBARQ CORP BOND-500
ENERGY TRANSFER PARTNERS - 06.700% J
ENTERPRISE PRDTS PRTN LP L P-1000
FORD MOTOR CREDIT CO GLB 07.000% OCT
GENERAL ELEC CAP CORP B75W2-340
GENERAL ELEC CAP CORP GLB 02.800% JA
GEORGIA PACIFIC CORP BOND-170
INTL PAPER CO CORP BOND-200
KRAFT FOODS CORP BOND-250
LOOMIS SAYLES HI INCOME 9LNL6-9524
MARATHON OIL CORP BOND-160
MCDONALD'S CORP BOND-170
MORGAN STANLEY C6EG7-460
NABORS INDUSTRIES INC D27P0-360
NEWMONT MINING CORP COMPANY GUARNT 0
NEWS AMERICA CORP BOND-210
NISOURCE FINANCE CORP COMPANY GUARNT
NORSKE SKOGINDUSTRIER A 9BFE9-5800
OWENS CORNING INC COMPANY GUARNT GLB
PIMCO FIXED INCOME SHS 9HPC5-59597
PIMCO FIXED INCOME SHS 9HPC6-76601
PRUDENTIAL FINANCIAL INC SER MTN 04.
REED ELSEVIER CAPITAL CORP BOND-170
ROYAL BK OF SCOTLAND PLC COMPANY GUA
SHELL INTL FIN CORP BOND-240
SIMON PROPERTY GROUP INC - 06.125% M
SPRINT CAP CORP BOND-730
TALISMAN ENERGY CORP BOND-310
TIME WARNER CABLE INC COMPANY GUARNT
TIME WARNER INC CORP BOND-180
UNITEDHEALTH GROUP CORP BOND-30
US STEEL CORP SENIOR NOTES 07.375% A
US WEST TELECOM CORP BOND-240
USD GOLDMAN SACHS CORP BOND-690
USD TELECOM IT CAP CORP BOND-330
USD TELEFONICA EMIS CORP BOND-240
USG CORP BOND-220
VALERO ENERGY CORP BOND-470
VODAFONE GROUP CORP BOND-250
WACHOVIA CORP BOND-210
WAL-MART STORES CORP BOND-350
WASTE MANAGEMENT INC NE 9D8C4-2318
WEIQIAO TEXTILE CO-H SH 9HNL7-49000
WHIRLPOOL CORP BOND-170
ERICSSON L M TEL CO CL B ADR --534
XEROX CORPORATION CORP BOND-220

Other Assets Schedule OtherAssetsSchedule

Other Assets OtherAssets

Field	Value	IRS element (for citing)
Description	ACCRUED INTEREST MERRILL LYNCH	Description
BOY Book Value	41541	BOYBookValue
EOY Book Value	28634	EOYBookValue
EOYFMV	28634	EOYFMV

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (2 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome
EXPENSES
MISCELLANEOUS INVESTMENT EXPE	4852	4852

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	FEDERAL INCOME TAX REFUND	Description
Revenue And Expenses Per Books	75178	RevenueAndExpensesPerBooks
Adjusted Net Income	75178	AdjustedNetIncome

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities OtherLiabilities

Field	Value	IRS element (for citing)
Description	SHORT SALES	Description
BOY Book Value	40251	BOYBookValue
EOY Book Value	65321	EOYBookValue

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees

Field	Value	IRS element (for citing)
Category	INVESTMENT MANAGEMENT FEES	Category
Amount	$209,076	Amount
Net Investment Income	209076	NetInvestmentIncome

Taxes Schedule TaxesSchedule

Taxes Taxes

Field	Value	IRS element (for citing)
Category	FOREIGN TAX	Category
Amount	$6,691	Amount
Net Investment Income	6691	NetInvestmentIncome