RAY AND KAY ECKSTEIN CHARITABLE TRUST: Form 990PF, tax year 2011

View the entire original 990 at ProPublica ↗

Organization: RAY AND KAY ECKSTEIN CHARITABLE TRUST (EIN 39-6786592)
Tax period: 2011-01-01 to 2011-12-31
Filed: 2012-11-09
IRS object ID: 201233149349100113
Schema version: 2011v1.2
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
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Legal Fees Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Timestamp	2012-11-09T12:28:05-06:00	Timestamp
Tax Period End Date	2011-12-31	TaxPeriodEndDate

Preparer Firm PreparerFirm

Field	Value	IRS element (for citing)
EIN	208901374	EIN

Preparer Firm Business Name PreparerFirmBusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BLUEGRASS BUSINESS CONSULTING PLLC	BusinessNameLine1

Preparer Firm US Address PreparerFirmUSAddress

Field	Value	IRS element (for citing)
Address Line1	P O BOX 7526	AddressLine1
City	PADUCAH	City
State	KY	State
ZIP Code	420027526	ZIPCode

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnType
Tax Period Begin Date	2011-01-01	TaxPeriodBeginDate

Filer Filer

Field	Value	IRS element (for citing)
EIN	396786592	EIN

Name Name

Field	Value	IRS element (for citing)
Business Name Line1	RAY & KAY ECKSTEIN CHARITABLE TRUST	BusinessNameLine1

Field	Value	IRS element (for citing)
Name Control	ECKS	NameControl
Phone	2705348930	Phone

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	4975 ALBEN BARKLEY DRIVE NO 2	AddressLine1
City	PADUCAH	City
State	KY	State
ZIP Code	42001	ZIPCode

Officer Officer

Field	Value	IRS element (for citing)
Name	RAY A ECKSTEIN	Name
Title	TRUSTEE	Title
Phone	2705348930	Phone
Date Signed	2012-11-09	DateSigned
Authorize Third Party	1	AuthorizeThirdParty

Preparer Preparer

Field	Value	IRS element (for citing)
Name	DOREEN HAHN	Name
PTIN	P01049965	PTIN
Phone	2705343919	Phone

Field	Value	IRS element (for citing)
Tax Year	2011	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	48809894	FMVAssetsEOY
Method Of Accounting Other	X	MethodOfAccountingOther

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	152	InterestOnSavingsRevAndExpnss
Dividends Rev And Expnss	1339629	DividendsRevAndExpnss
Dividends Net Invst Incm	1339629	DividendsNetInvstIncm
Net Gain Sale Assets Rev And Expnss	421728	NetGainSaleAssetsRevAndExpnss
Gross Sales Price	14655902	GrossSalesPrice
Capital Gain Net Incm Net Invst Incm	421728	CapitalGainNetIncmNetInvstIncm
Other Income Rev And Expnss	36	OtherIncomeRevAndExpnss
Other Income Net Invst Incm	36	OtherIncomeNetInvstIncm
Total Revenue And Expenses	1761545	TotalRevenueAndExpenses
Total Net Investment Income	1761393	TotalNetInvestmentIncome
Comp Ofcr Dir Trst Rev And Expnss	0	CompOfcrDirTrstRevAndExpnss
Comp Ofcr Dir Trst Net Invst Incm	0	CompOfcrDirTrstNetInvstIncm
Comp Ofcr Dir Trst Dsbrs Chrtbl Prps	0	CompOfcrDirTrstDsbrsChrtblPrps
Oth Empl Slrs Wgs Rev And Expnss	128960	OthEmplSlrsWgsRevAndExpnss
Oth Empl Slrs Wgs Net Invst Incm	77968	OthEmplSlrsWgsNetInvstIncm
Oth Empl Slrs Wgs Dsbrs Chrtbl Prps	50992	OthEmplSlrsWgsDsbrsChrtblPrps
Pension Empl Bnft Rev And Expnss	20374	PensionEmplBnftRevAndExpnss
Pension Empl Bnft Net Invst Incm	12318	PensionEmplBnftNetInvstIncm
Pension Empl Bnft Dsbrs Chrtbl Prps	8056	PensionEmplBnftDsbrsChrtblPrps
Legal Fees Rev And Expnss	2740	LegalFeesRevAndExpnss
Legal Fees Net Invst Incm	2740	LegalFeesNetInvstIncm
Legal Fees Dsbrs Chrtbl Prps	0	LegalFeesDsbrsChrtblPrps
Other Prof Fees Rev And Expnss	184060	OtherProfFeesRevAndExpnss
Other Prof Fees Net Invst Incm	182314	OtherProfFeesNetInvstIncm
Other Prof Fees Dsbrs Chrtbl Prps	1746	OtherProfFeesDsbrsChrtblPrps
Taxes Rev And Expnss	51794	TaxesRevAndExpnss
Taxes Net Invst Incm	16794	TaxesNetInvstIncm
Taxes Dsbrs Chrtbl Prps	0	TaxesDsbrsChrtblPrps
Occupancy Rev And Expnss	33344	OccupancyRevAndExpnss
Occupancy Net Invst Incm	20159	OccupancyNetInvstIncm
Occupancy Dsbrs Chrtbl Prps	13185	OccupancyDsbrsChrtblPrps
Trav Conf Meeting Rev And Expnss	504	TravConfMeetingRevAndExpnss
Trav Conf Meeting Net Invst Incm	305	TravConfMeetingNetInvstIncm
Trav Conf Meeting Dsbrs Chrtbl Prps	199	TravConfMeetingDsbrsChrtblPrps
Other Expenses Rev And Expnss	18708	OtherExpensesRevAndExpnss
Other Expenses Net Invst Incm	12841	OtherExpensesNetInvstIncm
Other Expenses Dsbrs Chrtbl Prps	5868	OtherExpensesDsbrsChrtblPrps
Tot Opr Expenses Rev And Expnss	440484	TotOprExpensesRevAndExpnss
Tot Opr Expenses Net Invst Incm	325439	TotOprExpensesNetInvstIncm
Tot Opr Expenses Dsbrs Chrtbl Prps	80046	TotOprExpensesDsbrsChrtblPrps
Contri Gifts Paid Rev And Expnss	2436500	ContriGiftsPaidRevAndExpnss
Contri Gifts Paid Dsbrs Chrtbl Prps	2436500	ContriGiftsPaidDsbrsChrtblPrps
Total Expenses Rev And Expnss	2876984	TotalExpensesRevAndExpnss
Total Expenses Net Invst Incm	325439	TotalExpensesNetInvstIncm
Total Expenses Dsbrs Chrtbl Prps	2516546	TotalExpensesDsbrsChrtblPrps
Excess Of Revenue Over Expenses	-1115439	ExcessOfRevenueOverExpenses
Net Investment Income	1435954	NetInvestmentIncome

Balance Sheets BalanceSheets

Field	Value	IRS element (for citing)
Cash BOY	87643	CashBOY
Cash EOY	26967	CashEOY
Cash EOYFMV	26967	CashEOYFMV
Savings And Temp Cash Invst BOY	5689175	SavingsAndTempCashInvstBOY
Savings And Temp Cash Invst EOY	2897436	SavingsAndTempCashInvstEOY
Savings And Temp Cash Invst EOYFMV	2897436	SavingsAndTempCashInvstEOYFMV
Investments Govt Oblig BOY	3334887	InvestmentsGovtObligBOY
Investments Govt Oblig EOY	3690296	InvestmentsGovtObligEOY
Investments Govt Oblig EOYFMV	3690296	InvestmentsGovtObligEOYFMV
Investments Corp Stock BOY	22570592	InvestmentsCorpStockBOY
Investments Corp Stock EOY	20852549	InvestmentsCorpStockEOY
Investments Corp Stock EOYFMV	20852549	InvestmentsCorpStockEOYFMV
Investments Corp Bonds BOY	11221496	InvestmentsCorpBondsBOY
Investments Corp Bonds EOY	11011791	InvestmentsCorpBondsEOY
Investments Corp Bonds EOYFMV	11011791	InvestmentsCorpBondsEOYFMV
Investments Other BOY	9141213	InvestmentsOtherBOY
Investments Other EOY	10330855	InvestmentsOtherEOY
Investments Other EOYFMV	10330855	InvestmentsOtherEOYFMV
Total Assets BOY	52045006	TotalAssetsBOY
Total Assets EOY	48809894	TotalAssetsEOY
Total Assets EOYFMV	48809894	TotalAssetsEOYFMV
Accounts Payable BOY	7366	AccountsPayableBOY
Accounts Payable EOY	6213	AccountsPayableEOY
Total Liabilities BOY	7366	TotalLiabilitiesBOY
Total Liabilities EOY	6213	TotalLiabilitiesEOY
Org That Do Not Follow SFAS117	X	OrgThatDoNotFollowSFAS117
Capital Stock BOY	52037640	CapitalStockBOY
Capital Stock EOY	48803681	CapitalStockEOY
Paid In Or Capital Surplus BOY	0	PaidInOrCapitalSurplusBOY
Paid In Or Capital Surplus EOY	0	PaidInOrCapitalSurplusEOY
Retained Earnings BOY	0	RetainedEarningsBOY
Retained Earnings EOY	0	RetainedEarningsEOY
Total Net Assets BOY	52037640	TotalNetAssetsBOY
Total Net Assets EOY	48803681	TotalNetAssetsEOY
Total Liabilities Net Assets BOY	52045006	TotalLiabilitiesNetAssetsBOY
Total Liabilities Net Assets EOY	48809894	TotalLiabilitiesNetAssetsEOY

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Field	Value	IRS element (for citing)
Total Net Assets Fund Balances BOY	52037640	TotalNetAssetsFundBalancesBOY
Excess Of Revenue Over Expenses	-1115439	ExcessOfRevenueOverExpenses
Other Increases	0	OtherIncreases
Subtotal	50922201	Subtotal
Other Decreases	2118520	OtherDecreases
Total Net Assets Fund Balances EOY	48803681	TotalNetAssetsFundBalancesEOY

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1137 entries)

Description Of AssetDescriptionOfAsset	Date AcquiredDateAcquired	Date SoldDateSold	Gross Sales PriceGrossSalesPrice	Cost Or Other BasisCostOrOtherBasis	Gain Or LossGainOrLoss	Gains Minus Excess Or LossesGainsMinusExcessOrLosses	How AcquiredHowAcquired
POLO RALPH LAUREN CORPORATION CLASS A COMMON STOCK-222 SH	2010-10-25	2011-01-05	24068	21127	2941	2941
KOHL'S CORP (WISCONSIN) CMN-97 SH	2011-01-05	2011-01-13	4989	5244	-255	-255
KOHL'S CORP (WISCONSIN) CMN-517 SH	2010-11-05	2011-01-13	26591	27408	-817	-817
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-633 SH	2010-11-05	2011-01-14	22969	17855	5114	5114
FREEPORT-MCMORAN COPPER & GOLD CMN-130 SH	2010-10-12	2011-01-20	14399	12309	2090	2090
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-411 SH	2010-11-05	2011-01-21	14434	11593	2841	2841
FREEPORT-MCMORAN COPPER & GOLD CMN-233 SH	2010-10-12	2011-01-20	25659	22062	3597	3597
FREEPORT-MCMORAN COPPER & GOLD CMN-67 SH	2011-01-05	2011-01-20	7421	7885	-464	-464
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-196 SH	2011-01-05	2011-01-21	6883	6821	62	62
RANGE RESOURCES CORPORATION CMN-287 SH	2010-04-15	2011-01-21	13079	14649	-1570	-1570
RANGE RESOURCES CORPORATION CMN-294 SH	2010-05-10	2011-01-21	13398	14064	-666	-666
RANGE RESOURCES CORPORATION CMN-108 SH	2010-08-30	2011-01-21	4922	3689	1233	1233
ARCHER DANIELS MIDLAND CO CMN-337 SH	2010-05-12	2011-02-02	11877	9229	2648	2648
ARCHER DANIELS MIDLAND CO CMN-660 SH	2010-06-16	2011-02-02	23261	17587	5674	5674
ARCHER DANIELS MIDLAND CO CMN-208 SH	2010-06-15	2011-02-02	7331	5545	1786	1786
ARCHER DANIELS MIDLAND CO CMN-236 SH	2011-01-05	2011-02-02	8317	7198	1119	1119
ARCHER DANIELS MIDLAND CO CMN-129 SH	2010-08-30	2011-02-02	4546	3942	604	604
BMC SOFTWARE INC. CMN-133 SH	2010-06-16	2011-02-23	6416	4982	1434	1434
BMC SOFTWARE INC. CMN-215 SH	2010-04-29	2011-02-22	10700	8632	2068	2068
BMC SOFTWARE INC. CMN-279 SH	2010-06-16	2011-02-22	13885	10450	3435	3435
BMC SOFTWARE INC. CMN-116 SH	2011-01-05	2011-02-23	5596	5501	95	95
WEATHERFORD INTERNATIONAL LTD CMN-52 SH	2010-12-22	2011-02-28	1230	1181	49	49
WEATHERFORD INTERNATIONAL LTD CMN-915 SH	2010-12-21	2011-02-28	21651	20698	953	953
SCHLUMBERGER LTD CMN-227 SH	2010-10-27	2011-03-01	21216	15669	5547	5547
ORACLE CORPORATION CMN-145 SH	2011-01-05	2011-03-01	4709	4537	172	172
EMERSON ELECTRIC CO. CMN-87 SH	2010-08-30	2011-03-01	5169	4062	1107	1107
BAXTER INTERNATIONAL INC CMN-77 SH	2010-05-07	2011-03-01	4049	3480	569	569
WEATHERFORD INTERNATIONAL LTD CMN-93 SH	2011-01-28	2011-03-02	1884	2125	-241	-241
WEATHERFORD INTERNATIONAL LTD CMN-818 SH	2010-12-22	2011-03-02	16568	18577	-2009	-2009
WEATHERFORD INTERNATIONAL LTD CMN-991 SH	2011-01-31	2011-03-02	20071	22994	-2923	-2923
CLIFFS NATURAL RESOURCES INC. CMN-165 SH	2011-01-14	2011-03-11	14338	14341	-3	-3
BIOGEN IDEC INC. CMN-106 SH	2010-12-02	2011-03-25	7599	7077	522	522
BIOGEN IDEC INC. CMN-94 SH	2011-01-05	2011-03-25	6739	6238	501	501
BIOGEN IDEC INC. CMN-115 SH	2010-08-30	2011-03-25	8244	6241	2003	2003
BAXTER INTERNATIONAL INC CMN-122 SH	2010-08-30	2011-04-08	6564	5352	1212	1212
BAXTER INTERNATIONAL INC CMN-207 SH	2010-05-07	2011-04-08	11137	9356	1781	1781
BAXTER INTERNATIONAL INC CMN-146 SH	2011-01-05	2011-04-08	7855	7271	584	584
BAXTER INTERNATIONAL INC CMN-170 SH	2010-12-02	2011-04-08	9147	8459	688	688
YUM BRANDS, INC. CMN-532 SH	2011-01-07	2011-04-12	26662	26292	370	370
NEXTERA ENERGY INC CMN-295 SH	2010-10-14	2011-04-15	16250	16342	-92	-92
EMC CORPORATION MASS CMN-867 SH	2010-04-30	2011-04-27	24385	16778	7607	7607
YUM BRANDS, INC. CMN-131 SH	2011-01-10	2011-04-12	6565	6457	108	108
NEXTERA ENERGY INC CMN-87 SH	2011-01-05	2011-04-18	4752	4574	178	178
NEXTERA ENERGY INC CMN-176 SH	2010-10-14	2011-04-18	9613	9750	-137	-137
HESS CORPORATION CMN-274 SH	2011-02-24	2011-05-04	21186	22941	-1755	-1755
HESS CORPORATION CMN-530 SH	2011-02-24	2011-05-04	40981	44717	-3736	-3736
THE BANK OF NY MELLON CORP CMN-216 SH	2010-12-02	2011-05-12	6143	5992	151	151
DOW CHEMICAL CO CMN-34 SH	2010-10-12	2011-05-17	1246	1007	239	239
CBS CORPORATION CMN CLASS B-267 SH	2010-12-08	2011-06-03	7263	4799	2464	2464
NEWELL RUBBERMAID INC CMN-205 SH	2010-08-30	2011-06-07	2970	3151	-181	-181
NEWELL RUBBERMAID INC CMN-342 SH	2011-01-05	2011-06-07	4955	6214	-1259	-1259
NIKE CLASS-B CMN CLASS B-136 SH	2011-04-08	2011-06-22	11158	10573	585	585
PROCTER & GAMBLE COMPANY (THE) CMN-499 SH	2010-08-18	2011-06-22	31977	30205	1772	1772
PROCTER & GAMBLE COMPANY (THE) CMN-88 SH	2010-12-02	2011-06-22	5639	5491	148	148
NIKE CLASS-B CMN CLASS B-302 SH	2011-04-08	2011-06-23	24489	23479	1010	1010
COMCAST CORPORATION CMN CLASS A VOTING-943 SH	2010-08-12	2011-07-18	22416	17077	5339	5339
COMCAST CORPORATION CMN CLASS A VOTING-282 SH	2010-08-30	2011-07-18	6703	4817	1886	1886
COMCAST CORPORATION CMN CLASS A VOTING-370 SH	2010-12-02	2011-07-18	8795	7696	1099	1099
COMCAST CORPORATION CMN CLASS A VOTING-322 SH	2011-01-05	2011-07-18	7654	7216	438	438
PNC FINANCIAL SERVICES GROUP CMN-106 SH	2010-10-19	2011-07-19	5911	5617	294	294
PNC FINANCIAL SERVICES GROUP CMN-362 SH	2010-12-13	2011-07-19	20188	21835	-1647	-1647
PNC FINANCIAL SERVICES GROUP CMN-486 SH	2010-09-28	2011-07-19	27103	25399	1704	1704
PNC FINANCIAL SERVICES GROUP CMN-214 SH	2010-10-20	2011-07-19	11934	11231	703	703
PNC FINANCIAL SERVICES GROUP CMN-111 SH	2011-01-05	2011-07-19	6190	6774	-584	-584
TEXAS INSTRUMENTS INC. CMN-166 SH	2010-12-02	2011-07-21	5249	5443	-194	-194
CLIFFS NATURAL RESOURCES INC. CMN-252 SH	2011-01-14	2011-07-28	22867	21902	965	965
ENTERGY CORPORATION CMN-80 SH	2010-08-30	2011-08-02	5246	6365	-1119	-1119
ENTERGY CORPORATION CMN-73 SH	2010-12-02	2011-08-02	4787	5283	-496	-496
CBS CORPORATION CMN CLASS B-881 SH	2010-12-08	2011-08-03	23372	15835	7537	7537
DOW CHEMICAL CO CMN-770 SH	2010-10-12	2011-08-04	23437	22799	638	638
DOW CHEMICAL CO CMN-241 SH	2010-12-02	2011-08-04	7336	7970	-634	-634
DOW CHEMICAL CO CMN-190 SH	2011-01-05	2011-08-04	5783	6580	-797	-797
CBS CORPORATION CMN CLASS B-674 SH	2010-12-13	2011-08-05	16090	12165	3925	3925
CBS CORPORATION CMN CLASS B-313 SH	2011-01-05	2011-08-05	7472	6041	1431	1431
CBS CORPORATION CMN CLASS B-184 SH	2010-12-08	2011-08-05	4393	3307	1086	1086
PEPSICO INC CMN-60 SH	2010-08-30	2011-08-09	3676	3851	-175	-175
SUNTRUST BANKS INC $1.00 PAR CMN-445 SH	2010-12-20	2011-08-10	8135	12052	-3917	-3917
FIFTH THIRD BANCORP CMN-1425 SH	2011-07-20	2011-08-10	13944	17658	-3714	-3714
SCHLUMBERGER LTD CMN-70 SH	2010-11-01	2011-08-11	5209	4894	315	315
SCHLUMBERGER LTD CMN-149 SH	2010-10-27	2011-08-11	11089	10285	804	804
CONOCOPHILLIPS CMN-310 SH	2011-03-23	2011-08-12	20488	24308	-3820	-3820
CONOCOPHILLIPS CMN-215 SH	2011-03-28	2011-08-15	14443	17239	-2796	-2796
DEVON ENERGY CORPORATION (NEW) CMN-220 SH	2011-01-20	2011-08-15	15279	18080	-2801	-2801
CONOCOPHILLIPS CMN-253 SH	2011-03-23	2011-08-15	16996	19838	-2842	-2842
BAKER HUGHES INC CMN-480 SH	2011-05-31	2011-08-19	26347	35947	-9600	-9600
NEWFIELD EXPLORATION CO. CMN-113 SH	2011-01-05	2011-08-22	5234	8089	-2855	-2855
NEWFIELD EXPLORATION CO. CMN-130 SH	2010-12-02	2011-08-22	6021	8992	-2971	-2971
NEWFIELD EXPLORATION CO. CMN-96 SH	2010-08-30	2011-08-22	4446	4630	-184	-184
ALLSTATE CORPORATION COMMON STOCK-124 SH	2011-01-05	2011-09-20	3039	3947	-908	-908
SCHLUMBERGER LTD CMN-65 SH	2010-12-02	2011-09-23	3988	5264	-1276	-1276
SCHLUMBERGER LTD CMN-175 SH	2010-11-01	2011-09-23	10737	12234	-1497	-1497
SCHLUMBERGER LTD CMN-250 SH	2011-07-08	2011-09-23	15339	22385	-7046	-7046
STATE STREET CORPORATION (NEW) CMN-154 SH	2010-12-02	2011-09-26	4811	7015	-2204	-2204
GENERAL MOTORS COMPANY CMN-766 SH	2010-11-18	2011-09-28	15643	27221	-11578	-11578
RANGE RESOURCES CORPORATION CMN-136 SH	2011-07-28	2011-09-29	7869	8919	-1050	-1050
RANGE RESOURCES CORPORATION CMN-261 SH	2011-07-28	2011-09-28	15897	17116	-1219	-1219
CLIFFS NATURAL RESOURCES INC. CMN-64 SH	2011-03-01	2011-09-29	3504	6176	-2672	-2672
CLIFFS NATURAL RESOURCES INC. CMN-165 SH	2011-01-14	2011-09-29	9034	15925	-6891	-6891
CLIFFS NATURAL RESOURCES INC. CMN-87 SH	2011-01-14	2011-09-29	4763	7561	-2798	-2798
OCCIDENTAL PETROLEUM CORP CMN-29 SH	2010-12-02	2011-09-30	2096	2639	-543	-543
GENERAL MOTORS COMPANY CMN-222 SH	2010-11-18	2011-09-29	4617	7889	-3272	-3272
GENERAL MOTORS COMPANY CMN-185 SH	2011-01-05	2011-09-29	3847	6999	-3152	-3152
CELGENE CORPORATION CMN-336 SH	2011-02-16	2011-10-06	21207	18069	3138	3138
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-700 SH	2011-05-17	2011-10-10	18798	27124	-8326	-8326
CVS CAREMARK CORPORATION CMN-267 SH	2011-01-05	2011-10-06	8934	9393	-459	-459
MICROSOFT CORPORATION CMN-673 SH	2011-02-18	2011-10-10	18017	18194	-177	-177
CELGENE CORPORATION CMN-256 SH	2011-02-16	2011-10-19	16790	13767	3023	3023
CONOCOPHILLIPS CMN-65 SH	2011-03-28	2011-10-25	4619	5212	-593	-593
CONOCOPHILLIPS CMN-222 SH	2011-05-03	2011-10-25	15776	16687	-911	-911
CONOCOPHILLIPS CMN-284 SH	2011-03-31	2011-10-25	20183	22906	-2723	-2723
CENTURYLINK INC CMN-445 SH	2011-01-31	2011-10-27	15689	19299	-3610	-3610
KLA-TENCOR CORPORATION CMN-508 SH	2011-07-26	2011-10-28	23935	22418	1517	1517
RANGE RESOURCES CORPORATION CMN-348 SH	2011-08-09	2011-11-03	24624	18878	5746	5746
CONAGRA INC CMN-1253 SH	2011-08-01	2011-10-31	31906	31944	-38	-38
TEVA PHARMACEUTICAL IND LTD ADS-255 SH	2010-11-12	2011-11-02	9941	12861	-2920	-2920
TEVA PHARMACEUTICAL IND LTD ADS-346 SH	2010-11-11	2011-11-02	13489	17552	-4063	-4063
COCA-COLA ENTERPRISES, INC. CMN-495 SH	2011-06-22	2011-11-03	12920	14478	-1558	-1558
RANGE RESOURCES CORPORATION CMN-109 SH	2011-07-28	2011-11-03	7713	7148	565	565
COCA-COLA ENTERPRISES, INC. CMN-635 SH	2011-06-22	2011-11-04	16411	18573	-2162	-2162
CENTURYLINK INC CMN-571 SH	2011-01-31	2011-11-04	20539	24764	-4225	-4225
DISH NETWORK CORPORATION CMN CLASS A-290 SH	2010-12-02	2011-11-11	7396	5432	1964	1964
DISH NETWORK CORPORATION CMN CLASS A-257 SH	2011-01-05	2011-11-11	6554	5340	1214	1214
EQT CORPORATION CMN-512 SH	2011-08-18	2011-11-17	31070	27557	3513	3513
EQT CORPORATION CMN-255 SH	2011-10-18	2011-11-17	15474	16585	-1111	-1111
MERCK & CO., INC. CMN-289 SH	2010-12-02	2011-11-17	10128	10147	-19	-19
MERCK & CO., INC. CMN-842 SH	2011-05-17	2011-11-17	29509	31131	-1622	-1622
MERCK & CO., INC. CMN-227 SH	2011-01-05	2011-11-17	7956	8204	-248	-248
LEAR CORPORATION CMN-631 SH	2011-10-03	2011-11-17	25411	26329	-918	-918
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-490 SH	2011-05-17	2011-11-17	17147	19066	-1919	-1919
EMC CORPORATION MASS CMN-262 SH	2011-01-05	2011-11-17	6174	6126	48	48
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-756 SH	2011-10-19	2011-11-17	26455	20850	5605	5605
LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A-604 SH	2011-08-09	2011-11-17	21136	18403	2733	2733
THE MOSAIC COMPANY CMN-491 SH	2011-07-08	2011-11-17	26876	34597	-7721	-7721
EMC CORPORATION MASS CMN-339 SH	2010-12-02	2011-11-17	7989	7485	504	504
EMC CORPORATION MASS CMN-714 SH	2010-11-30	2011-11-17	16826	15338	1488	1488
EMC CORPORATION MASS CMN-1012 SH	2011-09-14	2011-11-17	23849	22369	1480	1480
CELGENE CORPORATION CMN-53 SH	2011-02-16	2011-11-17	3427	2850	577	577
CELGENE CORPORATION CMN-540 SH	2011-05-17	2011-11-17	34916	32565	2351	2351
ADOBE SYSTEMS INC CMN-234 SH	2010-12-02	2011-11-17	6578	6723	-145	-145
BOEING COMPANY CMN-88 SH	2010-12-02	2011-11-17	5915	5855	60	60
BOEING COMPANY CMN-309 SH	2011-01-27	2011-11-17	20769	21859	-1090	-1090
GENERAL ELECTRIC CO CMN-953 SH	2010-12-23	2011-11-17	15171	17207	-2036	-2036
THERMO FISHER SCIENTIFIC INC CMN-1289 SH	2011-10-13	2011-11-17	61188	69543	-8355	-8355
GENERAL ELECTRIC CO CMN-747 SH	2010-12-02	2011-11-17	11892	12430	-538	-538
GENERAL ELECTRIC CO CMN-822 SH	2011-01-05	2011-11-17	13086	15264	-2178	-2178
SPRINT NEXTEL CORPORATION CMN-6675 SH	2011-03-03	2011-11-17	18771	29124	-10353	-10353
SPRINT NEXTEL CORPORATION CMN-1296 SH	2010-12-02	2011-11-17	3645	5054	-1409	-1409
NATIONAL OILWELL VARCO, INC. COMMON STOCK CMN-429 SH	2011-10-26	2011-11-17	30158	29596	562	562
BOSTON SCIENTIFIC CORP. COMMON STOCK-3727 SH	2011-05-17	2011-11-17	20656	25310	-4654	-4654
BOSTON SCIENTIFIC CORP. COMMON STOCK-4556 SH	2011-03-01	2011-11-17	25251	34659	-9408	-9408
BOSTON SCIENTIFIC CORP. COMMON STOCK-3451 SH	2011-10-19	2011-11-17	19126	19931	-805	-805
ALLSTATE CORPORATION COMMON STOCK-707 SH	2011-03-01	2011-11-17	18474	22514	-4040	-4040
ALLSTATE CORPORATION COMMON STOCK-77 SH	2011-01-05	2011-11-17	2012	2451	-439	-439
P G & E CORPORATION CMN-137 SH	2010-12-02	2011-11-17	5377	6528	-1151	-1151
P G & E CORPORATION CMN-162 SH	2011-01-05	2011-11-17	6358	7668	-1310	-1310
HARTFORD FINANCIAL SRVCS GROUP CMN-270 SH	2010-12-02	2011-11-17	4727	6469	-1742	-1742
EQT CORPORATION CMN-310 SH	2011-09-01	2011-11-17	18812	18874	-62	-62
ADOBE SYSTEMS INC CMN-696 SH	2011-04-27	2011-11-17	19566	23355	-3789	-3789
TEVA PHARMACEUTICAL IND LTD ADS-113 SH	2011-01-05	2011-11-17	4460	5901	-1441	-1441
TEVA PHARMACEUTICAL IND LTD ADS-146 SH	2010-12-02	2011-11-17	5763	7280	-1517	-1517
ILLINOIS TOOL WORKS CMN-135 SH	2011-01-05	2011-11-17	6088	7347	-1259	-1259
TEVA PHARMACEUTICAL IND LTD ADS-446 SH	2011-03-01	2011-11-17	17604	22437	-4833	-4833
PUBLIC-SVC ENTERPRISE GROUP HOLDING CO-217 SH	2011-08-01	2011-11-17	7109	7118	-9	-9
GENERAL MILLS INC CMN-223 SH	2010-12-02	2011-11-17	8687	7977	710	710
GENERAL MILLS INC CMN-191 SH	2011-01-05	2011-11-17	7441	6916	525	525
PUBLIC-SVC ENTERPRISE GROUP HOLDING CO-752 SH	2011-08-02	2011-11-17	24634	24349	285	285
PFIZER INC. CMN-4069 SH	2011-10-07	2011-11-17	79453	75576	3877	3877
PFIZER INC. CMN-953 SH	2011-11-07	2011-11-17	18609	18957	-348	-348
WALT DISNEY COMPANY (THE) CMN-2352 SH	2011-07-18	2011-11-17	83918	90815	-6897	-6897
WALT DISNEY COMPANY (THE) CMN-311 SH	2011-10-12	2011-11-17	11096	10570	526	526
SUNTRUST BANKS INC $1.00 PAR CMN-164 SH	2010-12-21	2011-11-17	2980	4565	-1585	-1585
P G & E CORPORATION CMN-419 SH	2010-12-03	2011-11-17	16444	20044	-3600	-3600
MORGAN STANLEY CMN-1701 SH	2011-11-01	2011-11-17	24748	27588	-2840	-2840
SIMON PROPERTY GROUP INC CMN-245 SH	2011-09-23	2011-11-17	30242	27348	2894	2894
BANK OF AMERICA CORP CMN-836 SH	2010-12-02	2011-11-17	4999	9773	-4774	-4774
BOSTON PROPERTIES INC COMMON STOCK-392 SH	2011-08-10	2011-11-17	37354	37561	-207	-207
NVIDIA CORP CMN-2064 SH	2011-06-22	2011-11-17	29657	32924	-3267	-3267
BANK OF AMERICA CORP CMN-703 SH	2011-01-05	2011-11-17	4204	10148	-5944	-5944
BANK OF AMERICA CORP CMN-2249 SH	2011-05-17	2011-11-17	13449	26631	-13182	-13182
UNILEVER N.V. NY SHS (NEW) ADR CMN-156 SH	2010-12-02	2011-11-17	5174	4611	563	563
UNILEVER N.V. NY SHS (NEW) ADR CMN-883 SH	2011-03-01	2011-11-17	29287	26730	2557	2557
FORD MOTOR COMPANY CMN-540 SH	2011-01-05	2011-11-17	5606	9445	-3839	-3839
JPMORGAN CHASE & CO CMN-331 SH	2010-12-02	2011-11-17	10335	12998	-2663	-2663
JPMORGAN CHASE & CO CMN-462 SH	2010-12-13	2011-11-17	14425	19096	-4671	-4671
JPMORGAN CHASE & CO CMN-392 SH	2011-01-05	2011-11-17	12240	17483	-5243	-5243
AMERIPRISE FINANCIAL, INC. CMN-428 SH	2011-08-16	2011-11-17	19228	19210	18	18
CBS CORPORATION CMN CLASS B-783 SH	2011-10-10	2011-11-17	19514	17837	1677	1677
LIBERTY INTERACTIVE CORP INTERACTIVE CMN CLASS A-2118 SH	2011-06-07	2011-11-17	34490	37127	-2637	-2637
WALT DISNEY COMPANY (THE) CMN-526 SH	2011-08-16	2011-11-17	18767	17627	1140	1140
SUNTRUST BANKS INC $1.00 PAR CMN-457 SH	2010-12-20	2011-11-17	8303	12377	-4074	-4074
SUNTRUST BANKS INC $1.00 PAR CMN-164 SH	2010-12-22	2011-11-17	2980	4728	-1748	-1748
CAMERON INTERNATIONAL CORP CMN-732 SH	2011-03-07	2011-11-17	37253	45414	-8161	-8161
THE TRAVELERS COMPANIES, INC CMN-158 SH	2011-01-05	2011-11-17	8946	8739	207	207
WILLIAMS COMPANIES INC. (THE) CMN-499 SH	2011-11-04	2011-11-17	15302	15649	-347	-347
SUNTRUST BANKS INC $1.00 PAR CMN-374 SH	2010-12-23	2011-11-17	6795	10766	-3971	-3971
PEPSICO INC CMN-82 SH	2011-01-05	2011-11-17	5256	5412	-156	-156
SUNTRUST BANKS INC $1.00 PAR CMN-838 SH	2011-05-17	2011-11-17	15226	23470	-8244	-8244
PEPSICO INC CMN-95 SH	2010-12-02	2011-11-17	6090	6170	-80	-80
PEPSICO INC CMN-347 SH	2011-03-01	2011-11-17	22243	22067	176	176
PEPSICO INC CMN-370 SH	2011-10-06	2011-11-17	23717	22209	1508	1508
AMERICAN ELECTRIC POWER INC CMN-148 SH	2011-01-05	2011-11-17	5711	5358	353	353
WILLIAMS COMPANIES INC. (THE) CMN-793 SH	2011-11-02	2011-11-17	24318	23849	469	469
INVESCO LTD. CMN-297 SH	2010-12-02	2011-11-17	5821	6748	-927	-927
AMERICAN ELECTRIC POWER INC CMN-193 SH	2010-12-02	2011-11-17	7448	6929	519	519
CISCO SYSTEMS, INC. CMN-2862 SH	2011-10-04	2011-11-17	53638	43285	10353	10353
MAXIM INTEGRATED PRODUCTS INC CMN-559 SH	2011-07-22	2011-11-17	14819	13257	1562	1562
CISCO SYSTEMS, INC. CMN-1066 SH	2011-10-06	2011-11-17	19978	17462	2516	2516
MARSH & MCLENNAN CO INC CMN-161 SH	2011-01-05	2011-11-17	4773	4431	342	342
MAXIM INTEGRATED PRODUCTS INC CMN-969 SH	2011-07-25	2011-11-17	25688	22754	2934	2934
FIFTH THIRD BANCORP CMN-3422 SH	2011-07-20	2011-11-17	41426	42405	-979	-979
ALTERA CORP CMN-871 SH	2011-10-25	2011-11-17	31300	33388	-2088	-2088
JOHNSON CONTROLS INC CMN-188 SH	2010-12-02	2011-11-17	5746	7349	-1603	-1603
FRANKLIN RESOURCES INC CMN-60 SH	2010-12-02	2011-11-17	6005	7192	-1187	-1187
OCCIDENTAL PETROLEUM CORP CMN-117 SH	2010-12-02	2011-11-17	11390	10645	745	745
OCCIDENTAL PETROLEUM CORP CMN-132 SH	2011-01-05	2011-11-17	12850	12681	169	169
OCCIDENTAL PETROLEUM CORP CMN-203 SH	2011-04-01	2011-11-17	19762	21430	-1668	-1668
BOEING COMPANY CMN-77 SH	2011-01-05	2011-11-17	5176	5146	30	30
U.S. BANCORP CMN-262 SH	2010-12-02	2011-11-17	6781	6485	296	296
U.S. BANCORP CMN-852 SH	2010-12-13	2011-11-17	22051	22375	-324	-324
U.S. BANCORP CMN-378 SH	2011-01-05	2011-11-17	9783	10146	-363	-363
PRUDENTIAL FINANCIAL INC CMN-113 SH	2011-01-05	2011-11-17	5853	6887	-1034	-1034
PRUDENTIAL FINANCIAL INC CMN-143 SH	2010-12-02	2011-11-17	7407	7655	-248	-248
SLM CORPORATION CMN-438 SH	2010-12-02	2011-11-17	5660	5339	321	321
GOOGLE, INC. CMN CLASS A-43 SH	2011-01-14	2011-11-17	26182	26783	-601	-601
GOOGLE, INC. CMN CLASS A-9 SH	2010-12-02	2011-11-17	5480	5147	333	333
GOOGLE, INC. CMN CLASS A-48 SH	2011-06-22	2011-11-17	29227	23559	5668	5668
WELLPOINT, INC. CMN-117 SH	2010-12-02	2011-11-17	8018	6721	1297	1297
WELLPOINT, INC. CMN-103 SH	2011-01-05	2011-11-17	7058	6020	1038	1038
LIBERTY GLOBAL INC CMN CLASS A-256 SH	2011-10-11	2011-11-17	10657	9756	901	901
LIBERTY GLOBAL INC CMN CLASS A-103 SH	2011-10-10	2011-11-17	4288	3846	442	442
LIBERTY GLOBAL INC CMN CLASS A-370 SH	2011-10-12	2011-11-17	15402	14235	1167	1167
AMERIPRISE FINANCIAL, INC. CMN-563 SH	2011-03-24	2011-11-17	25293	33802	-8509	-8509
JUNIPER NETWORKS, INC. CMN-1313 SH	2011-07-27	2011-11-17	30478	32379	-1901	-1901
DEVON ENERGY CORPORATION (NEW) CMN-453 SH	2011-01-20	2011-11-17	29757	37228	-7471	-7471
CBS CORPORATION CMN CLASS B-1698 SH	2011-08-08	2011-11-17	42318	36863	5455	5455
STARWOOD HOTELS & RESORTS CMN-575 SH	2011-10-27	2011-11-17	28055	29903	-1848	-1848
UNILEVER N.V. NY SHS (NEW) ADR CMN-1048 SH	2011-01-06	2011-11-17	34760	31930	2830	2830
DEVON ENERGY CORPORATION (NEW) CMN-392 SH	2011-02-01	2011-11-17	25750	35009	-9259	-9259
JUNIPER NETWORKS, INC. CMN-761 SH	2011-10-26	2011-11-17	17665	17645	20	20
DEVON ENERGY CORPORATION (NEW) CMN-236 SH	2011-01-25	2011-11-17	15502	20055	-4553	-4553
DEVON ENERGY CORPORATION (NEW) CMN-246 SH	2011-03-01	2011-11-17	16159	22252	-6093	-6093
DEVON ENERGY CORPORATION (NEW) CMN-291 SH	2011-11-11	2011-11-17	19115	20009	-894	-894
PPL CORPORATION CMN-696 SH	2011-05-17	2011-11-17	20440	19542	898	898
HONEYWELL INTL INC CMN-179 SH	2010-12-02	2011-11-17	9567	9195	372	372
PPL CORPORATION CMN-1756 SH	2011-04-12	2011-11-17	51570	45846	5724	5724
HONEYWELL INTL INC CMN-139 SH	2011-01-05	2011-11-17	7429	7509	-80	-80
EVEREST RE GROUP LTD CMN-93 SH	2010-12-02	2011-11-17	8071	7839	232	232
HOLLYFRONTIER CORP CMN-859 SH	2011-11-17	2011-12-05	20647	21295	-648	-648
HOLLYFRONTIER CORP CMN-728 SH	2011-11-17	2011-12-06	17185	18048	-863	-863
CARRIZO OIL & GAS INC CMN-35 SH	2010-03-04	2011-02-25	1291	900	391	391
WINN-DIXIE STORES, INC. CMN-565 SH	2010-08-30	2011-01-07	3664	4544	-880	-880
CARRIZO OIL & GAS INC CMN-170 SH	2010-03-04	2011-01-27	5441	4370	1071	1071
KINDRED HEALTHCARE INC. CMN-94 SH	2011-01-12	2011-02-08	2270	1860	410	410
TELLABS INC. CMN-2425 SH	2010-08-30	2011-03-02	12716	17881	-5165	-5165
KINDRED HEALTHCARE INC. CMN-24 SH	2011-01-14	2011-03-29	560	495	65	65
KINDRED HEALTHCARE INC. CMN-31 SH	2011-01-12	2011-03-29	724	614	110	110
KINDRED HEALTHCARE INC. CMN-140 SH	2011-01-13	2011-03-29	3269	2869	400	400
KINDRED HEALTHCARE INC. CMN-69 SH	2011-02-07	2011-04-01	1663	1344	319	319
KINDRED HEALTHCARE INC. CMN-96 SH	2011-01-14	2011-04-01	2313	1981	332	332
KINDRED HEALTHCARE INC. CMN-90 SH	2011-02-03	2011-04-01	2169	1732	437	437
KINDRED HEALTHCARE INC. CMN-140 SH	2011-02-01	2011-04-01	3373	2694	679	679
ALBANY MOLECULAR RESEARCH CMN-15 SH	2010-05-28	2011-04-06	63	100	-37	-37
ALBANY MOLECULAR RESEARCH CMN-145 SH	2010-05-28	2011-04-11	614	965	-351	-351
KINDRED HEALTHCARE INC. CMN-141 SH	2011-02-07	2011-04-12	3318	2746	572	572
ALBANY MOLECULAR RESEARCH CMN-155 SH	2010-05-28	2011-04-13	615	1032	-417	-417
SUN HEALTHCARE GROUP INC CMN-1320 SH	2010-11-17	2011-08-01	4257	14447	-10190	-10190
MF GLOBAL HOLDINGS LTD CMN-528 SH	2010-11-16	2011-10-26	647	4142	-3495	-3495
MF GLOBAL HOLDINGS LTD CMN-507 SH	2010-11-17	2011-10-26	622	3966	-3344	-3344
ENDEAVOUR INTERNATIONAL CORP CMN-376 SH	2011-07-18	2011-11-10	2574	5538	-2964	-2964
ENDEAVOUR INTERNATIONAL CORP CMN-129 SH	2011-07-18	2011-11-11	917	1900	-983	-983
ENDEAVOUR INTERNATIONAL CORP CMN-246 SH	2011-07-19	2011-11-11	1749	3414	-1665	-1665
ENDEAVOUR INTERNATIONAL CORP CMN-394 SH	2011-07-19	2011-11-14	2613	5469	-2856	-2856
HEALTH CARE REIT INC (DEL) CMN-357 SH	2010-11-24	2011-01-06	17038	16436	602	602
SL GREEN REALTY CORP CMN-71 SH	2010-03-01	2011-01-05	4828	3649	1179	1179
SL GREEN REALTY CORP CMN-256 SH	2010-03-04	2011-01-05	17408	13457	3951	3951
MACK-CALI REALTY CORP CMN-283 SH	2010-11-08	2011-01-05	9257	9698	-441	-441
HERSHA HOSPITALITY TRUST CLASS A COMMON SHARES OF BENEFICIAL INTEREST-1404 S	2010-04-09	2011-01-07	9181	7649	1532	1532
MACERICH COMPANY CMN-369 SH	2010-09-16	2011-01-10	17084	15947	1137	1137
UDR INC CMN-274 SH	2010-05-03	2011-01-10	6209	5846	363	363
MACERICH COMPANY CMN-192 SH	2010-08-18	2011-01-10	8889	7684	1205	1205
UDR INC CMN-236 SH	2010-08-04	2011-01-10	5348	5025	323	323
HERSHA HOSPITALITY TRUST CLASS A COMMON SHARES OF BENEFICIAL INTEREST-631 SH	2010-04-28	2011-01-11	4025	3565	460	460
UDR INC CMN-417 SH	2010-06-22	2011-01-10	9449	8269	1180	1180
HERSHA HOSPITALITY TRUST CLASS A COMMON SHARES OF BENEFICIAL INTEREST-1030 S	2010-04-09	2011-01-10	6548	5612	936	936
HERSHA HOSPITALITY TRUST CLASS A COMMON SHARES OF BENEFICIAL INTEREST-388 SH	2010-04-09	2011-01-11	2475	2114	361	361
SUNSTONE HOTEL INVESTORS INC. CMN-513 SH	2010-11-10	2011-01-11	4784	5180	-396	-396
DEVELOPERS DIVERSIFIED RLTY CP CMN-235 SH	2010-05-27	2011-01-14	3151	2688	463	463
DEVELOPERS DIVERSIFIED RLTY CP CMN-720 SH	2010-02-09	2011-01-14	9653	6583	3070	3070
ACADIA REALTY TRUST CMN-25 SH	2010-06-02	2011-01-18	454	450	4	4
DEVELOPERS DIVERSIFIED RLTY CP CMN-277 SH	2010-05-27	2011-01-18	3697	3169	528	528
ACADIA REALTY TRUST CMN-329 SH	2010-06-02	2011-01-20	5941	5927	14	14
PROLOGIS, INC. CMN-70 SH	2010-03-17	2011-01-27	2405	1994	411	411
PROLOGIS, INC. CMN-195 SH	2010-03-18	2011-01-27	6913	5542	1371	1371
DEVELOPERS DIVERSIFIED RLTY CP CMN-129 SH	2010-05-27	2011-02-10	1852	1476	376	376
PROLOGIS, INC. CMN-147 SH	2010-03-18	2011-01-27	5050	4178	872	872
SL GREEN REALTY CORP CMN-63 SH	2011-01-19	2011-02-08	4646	4413	233	233
TANGER FACTORY OUTLET CENTERS CMN-140 SH	2010-06-15	2011-02-10	3810	2951	859	859
EQUITY RESIDENTIAL CMN-63 SH	2010-09-17	2011-03-10	3367	3088	279	279
NATIONWIDE HEALTH PROPERTIES INC-98 SH	2010-03-10	2011-03-10	4004	3404	600	600
NATIONWIDE HEALTH PROPERTIES INC-78 SH	2010-08-27	2011-03-10	3187	3002	185	185
EQUITY RESIDENTIAL CMN-63 SH	2010-09-17	2011-04-20	3569	3088	481	481
CORPORATE OFFICE PROPERTIES TRUST (MD)-212 SH	2011-01-20	2011-04-28	7490	7270	220	220
RTS/BROOKFIELD PROPERTIES CRP EXP06/10/2011-169 SH	2011-04-28	2011-05-23	14		14	14
RTS/BROOKFIELD PROPERTIES CRP EXP06/10/2011-1117 SH	2011-02-09	2011-05-23	92		92	92
RTS/BROOKFIELD PROPERTIES CRP EXP06/10/2011-741 SH	2011-01-21	2011-05-23	61		61	61
RTS/BROOKFIELD PROPERTIES CRP EXP06/10/2011-785 SH	2011-03-10	2011-05-23	65		65	65
PROLOGIS INC CMN-0.17 SH	2010-06-17	2011-06-06	6		6	6
MACERICH COMPANY CMN-210 SH	2010-09-16	2011-06-15	10412	9075	1337	1337
HOME PROPERTIES INC CMN-81 SH	2010-08-24	2011-06-15	4829	3904	925	925
HOME PROPERTIES INC CMN-144 SH	2010-08-26	2011-06-15	8585	7180	1405	1405
HOME PROPERTIES INC CMN-86 SH	2010-09-22	2011-06-15	5127	4557	570	570
CORPORATE OFFICE PROPERTIES TRUST (MD)-39 SH	2011-01-20	2011-06-17	1225	1338	-113	-113
CORPORATE OFFICE PROPERTIES TRUST (MD)-401 SH	2011-03-10	2011-06-17	12596	13899	-1303	-1303
BROOKFIELD OFFICE PROP INC CMN-252 SH	2011-01-21	2011-08-04	4387	4378	9	9
BROOKFIELD OFFICE PROP INC CMN-141 SH	2011-01-21	2011-08-09	2182	2450	-268	-268
EQUITY RESIDENTIAL CMN-129 SH	2010-09-17	2011-08-16	7865	6324	1541	1541
CBL & ASSOC PROPERTIES, INC. CMN-241 SH	2010-12-15	2011-08-16	3804	4109	-305	-305
CBL & ASSOC PROPERTIES, INC. CMN-104 SH	2011-01-11	2011-08-16	1642	1783	-141	-141
DUKE REALTY CORP CMN-187 SH	2011-02-09	2011-09-16	2132	2561	-429	-429
DUKE REALTY CORP CMN-6 SH	2011-02-09	2011-10-25	70	82	-12	-12
DUKE REALTY CORP CMN-187 SH	2011-02-10	2011-10-25	2178	2546	-368	-368
BRE PROPERTIES, INC. CMN CLASS A-161 SH	2011-08-16	2011-10-27	8112	7985	127	127
MACERICH COMPANY CMN-122 SH	2011-08-16	2011-10-27	6074	6187	-113	-113
PARKWAY PROPERTIES INC MD CMN-325 SH	2011-06-02	2011-10-28	4222	5638	-1416	-1416
APARTMENT INVT & MGMT CO CL-A CMN CLASS A-605 SH	2011-08-16	2011-10-27	16324	15812	512	512
WEINGARTEN REALTY INVS (SBI) CMN-442 SH	2011-08-16	2011-10-28	10405	10111	294	294
BROOKFIELD OFFICE PROP INC CMN-163 SH	2011-02-09	2011-11-23	2316	2869	-553	-553
BROOKFIELD OFFICE PROP INC CMN-348 SH	2011-01-21	2011-11-23	4945	6046	-1101	-1101
KRAFT FOODS INC. CMN CLASS A-126 SH	2010-08-30	2011-01-06	3954	3781	173	173
KRAFT FOODS INC. CMN CLASS A-140 SH	2011-01-05	2011-01-06	4394	4430	-36	-36
NETAPP, INC. CMN-322 SH	2010-07-01	2011-01-26	17529	12176	5353	5353
VISA INC. CMN CLASS A-70 SH	2010-12-02	2011-02-07	5179	5338	-159	-159
BROADCOM CORP CL-A CMN CLASS A-175 SH	2010-12-02	2011-03-11	7040	8167	-1127	-1127
SOUTHWESTERN ENERGY CO. CMN-34 SH	2010-04-14	2011-03-21	1419	1405	14	14
SOUTHWESTERN ENERGY CO. CMN-779 SH	2010-04-05	2011-03-21	32511	33357	-846	-846
PEOPLES UNITED FINANCIAL INC CMN-337 SH	2010-12-02	2011-03-25	4257	4314	-57	-57
CISCO SYSTEMS, INC. CMN-209 SH	2010-09-27	2011-06-08	3236	4648	-1412	-1412
CISCO SYSTEMS, INC. CMN-293 SH	2010-08-30	2011-06-08	4537	6080	-1543	-1543
CISCO SYSTEMS, INC. CMN-438 SH	2010-11-03	2011-06-09	6717	10237	-3520	-3520
CISCO SYSTEMS, INC. CMN-292 SH	2011-01-05	2011-06-09	4478	6046	-1568	-1568
CISCO SYSTEMS, INC. CMN-897 SH	2010-09-27	2011-06-09	13756	19947	-6191	-6191
CISCO SYSTEMS, INC. CMN-307 SH	2010-12-02	2011-06-09	4708	5901	-1193	-1193
RAYTHEON CO CMN-358 SH	2010-09-01	2011-07-15	16380	16107	273	273
SOUTHWESTERN ENERGY CO. CMN-9 SH	2010-08-20	2011-07-18	424	304	120	120
MERCK & CO., INC. CMN-189 SH	2010-12-02	2011-08-05	5938	6636	-698	-698
RAYTHEON CO CMN-347 SH	2010-09-01	2011-08-08	14031	15612	-1581	-1581
RAYTHEON CO CMN-283 SH	2011-01-07	2011-08-08	11443	14138	-2695	-2695
RAYTHEON CO CMN-92 SH	2010-12-02	2011-08-08	3720	4436	-716	-716
MORGAN STANLEY CMN-293 SH	2010-12-17	2011-08-12	4929	7749	-2820	-2820
MORGAN STANLEY CMN-221 SH	2010-11-03	2011-08-12	3718	5481	-1763	-1763
SOUTHWESTERN ENERGY CO. CMN-231 SH	2010-12-02	2011-08-19	8373	8706	-333	-333
SOUTHWESTERN ENERGY CO. CMN-130 SH	2010-08-30	2011-08-19	4712	4355	357	357
SOUTHWESTERN ENERGY CO. CMN-574 SH	2010-08-20	2011-08-19	20805	19380	1425	1425
NVIDIA CORP CMN-603 SH	2011-02-18	2011-09-19	9165	15301	-6136	-6136
STAPLES, INC. CMN-588 SH	2010-10-26	2011-09-29	8016	12139	-4123	-4123
STAPLES, INC. CMN-273 SH	2010-10-07	2011-09-23	3591	5682	-2091	-2091
STAPLES, INC. CMN-226 SH	2010-10-07	2011-09-29	3081	4704	-1623	-1623
STAPLES, INC. CMN-214 SH	2010-10-26	2011-10-20	3152	4418	-1266	-1266
CHARLES SCHWAB CORPORATION CMN-494 SH	2010-12-02	2011-10-12	6213	7934	-1721	-1721
STAPLES, INC. CMN-336 SH	2010-11-03	2011-10-20	4950	6830	-1880	-1880
STAPLES, INC. CMN-472 SH	2011-01-05	2011-10-20	6953	11149	-4196	-4196
STAPLES, INC. CMN-384 SH	2011-03-03	2011-10-20	5657	8058	-2401	-2401
TEXAS INSTRUMENTS INC. CMN-437 SH	2011-07-12	2011-10-21	13283	13771	-488	-488
AMGEN INC. CMN-338 SH	2010-12-20	2011-10-28	19572	19458	114	114
TARGET CORPORATION CMN-148 SH	2010-12-02	2011-11-01	7676	8763	-1087	-1087
MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN-38 SH	2011-08-01	2011-11-29	613	765	-152	-152
MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN-63 SH	2011-06-15	2011-11-29	1016	1337	-321	-321
MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN-39 SH	2011-08-05	2011-11-29	629	729	-100	-100
MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN-35 SH	2011-08-18	2011-11-29	564	597	-33	-33
BED BATH & BEYOND INC. CMN-118 SH	2011-01-05	2011-11-30	7162	5799	1363	1363
JOHNSON & JOHNSON CMN-113 SH	2011-01-05	2011-12-07	7250	7126	124	124
FRONTIER COMMUNICATIONS CORPORATION CMN-400 SH	2010-03-11	2011-01-28	3605	3149	456	456
CENTURYLINK INC CMN-450 SH	2010-03-11	2011-01-28	19357	15626	3731	3731
VERIZON COMMUNICATIONS INC. CMN-1670 SH	2010-03-11	2011-01-28	59631	46717	12914	12914
AT&T INC CMN-1965 SH	2010-03-11	2011-01-28	54095	50049	4046	4046
FRONTIER COMMUNICATIONS CORPORATION CMN-1990 SH	2010-03-11	2011-01-28	17935	15104	2831	2831
PORTUGAL TELECOM SGPS SA SPONSORED ADR CMN-1425 SH	2010-03-11	2011-01-28	16057	15796	261	261
TELEFONICA S.A. ADR SPONSORED ADR CMN-1155 SH	2010-03-11	2011-01-28	28447	28266	181	181
FRANCE TELECOM SA SPONSORED ADR CMN-1545 SH	2010-03-11	2011-01-28	33154	37666	-4512	-4512
VODAFONE GROUP PLC SPONSORED ADR CMN-1645 SH	2010-03-11	2011-01-28	46240	37522	8718	8718
BAXTER INTERNATIONAL INC CMN-135 SH	2009-07-02	2011-01-13	6798	7108	-310	-310
BAXTER INTERNATIONAL INC CMN-13 SH	2009-09-02	2011-01-13	655	727	-72	-72
BAXTER INTERNATIONAL INC CMN-100 SH	2009-06-02	2011-01-13	5036	4886	150	150
BAXTER INTERNATIONAL INC CMN-105 SH	2009-05-04	2011-01-13	5288	5224	64	64
BAXTER INTERNATIONAL INC CMN-133 SH	2009-06-05	2011-01-13	6698	6325	373	373
BAXTER INTERNATIONAL INC CMN-115 SH	2009-04-03	2011-01-13	5791	5618	173	173
BAXTER INTERNATIONAL INC CMN-150 SH	2009-08-04	2011-01-13	7554	8400	-846	-846
OCCIDENTAL PETROLEUM CORP CMN-54 SH	2009-06-02	2011-01-25	5205	3757	1448	1448
OCCIDENTAL PETROLEUM CORP CMN-50 SH	2009-06-25	2011-01-25	4819	3257	1562	1562
OCCIDENTAL PETROLEUM CORP CMN-60 SH	2009-06-26	2011-01-25	5783	3881	1902	1902
OCCIDENTAL PETROLEUM CORP CMN-81 SH	2009-07-02	2011-01-25	7807	5129	2678	2678
OCCIDENTAL PETROLEUM CORP CMN-96 SH	2009-08-13	2011-01-31	9204	6761	2443	2443
OCCIDENTAL PETROLEUM CORP CMN-11 SH	2009-09-02	2011-01-31	1055	792	263	263
OCCIDENTAL PETROLEUM CORP CMN-115 SH	2009-08-04	2011-01-31	11025	8243	2782	2782
OCCIDENTAL PETROLEUM CORP CMN-49 SH	2009-07-02	2011-01-31	4698	3102	1596	1596
BIOGEN IDEC INC. CMN-98 SH	2009-10-02	2011-02-16	6589	4795	1794	1794
BIOGEN IDEC INC. CMN-75 SH	2009-07-02	2011-02-16	5042	3401	1641	1641
BIOGEN IDEC INC. CMN-75 SH	2009-05-04	2011-02-16	5042	3509	1533	1533
BIOGEN IDEC INC. CMN-85 SH	2009-04-03	2011-02-16	5715	4333	1382	1382
BIOGEN IDEC INC. CMN-60 SH	2009-08-03	2011-02-16	4034	2888	1146	1146
BIOGEN IDEC INC. CMN-70 SH	2009-06-02	2011-02-16	4706	3634	1072	1072
BIOGEN IDEC INC. CMN-204 SH	2009-08-04	2011-02-16	13715	9883	3832	3832
BIOGEN IDEC INC. CMN-106 SH	2009-09-02	2011-02-16	7127	5212	1915	1915
OCCIDENTAL PETROLEUM CORP CMN-122 SH	2009-09-02	2011-02-24	12683	8780	3903	3903
OCCIDENTAL PETROLEUM CORP CMN-127 SH	2009-10-02	2011-02-24	13203	9449	3754	3754
OCCIDENTAL PETROLEUM CORP CMN-13 SH	2009-11-06	2011-02-24	1351	1039	312	312
GENERAL MILLS INC CMN-3 SH	2010-01-05	2011-03-01	111	106	5	5
AFLAC INCORPORATED CMN-75 SH	2009-11-06	2011-03-01	4404	3131	1273	1273
HONEYWELL INTL INC CMN-14 SH	2009-10-15	2011-03-01	804	523	281	281
AFLAC INCORPORATED CMN-51 SH	2009-08-27	2011-03-01	2995	2097	898	898
BAXTER INTERNATIONAL INC CMN-130 SH	2009-12-02	2011-03-01	6836	7256	-420	-420
BAXTER INTERNATIONAL INC CMN-119 SH	2009-09-02	2011-03-01	6257	6659	-402	-402
BAXTER INTERNATIONAL INC CMN-128 SH	2009-11-06	2011-03-01	6731	7014	-283	-283
BAXTER INTERNATIONAL INC CMN-75 SH	2010-01-05	2011-03-01	3944	4352	-408	-408
BAXTER INTERNATIONAL INC CMN-129 SH	2009-10-02	2011-03-01	6783	7192	-409	-409
BAXTER INTERNATIONAL INC CMN-63 SH	2010-02-02	2011-03-01	3313	3640	-327	-327
HONEYWELL INTL INC CMN-131 SH	2009-10-02	2011-03-01	7520	4720	2800	2800
AFLAC INCORPORATED CMN-119 SH	2009-09-02	2011-03-01	6988	4566	2422	2422
AFLAC INCORPORATED CMN-114 SH	2009-10-02	2011-03-01	6695	4594	2101	2101
HONEYWELL INTL INC CMN-8 SH	2009-08-04	2011-03-01	459	283	176	176
HONEYWELL INTL INC CMN-144 SH	2009-09-02	2011-03-01	8267	5174	3093	3093
GENERAL MILLS INC CMN-90 SH	2009-05-04	2011-03-01	3316	2318	998	998
GENERAL MILLS INC CMN-80 SH	2009-06-02	2011-03-01	2948	2058	890	890
HONEYWELL INTL INC CMN-134 SH	2009-10-14	2011-03-01	7693	4997	2696	2696
GENERAL MILLS INC CMN-90 SH	2009-04-03	2011-03-01	3316	2273	1043	1043
GENERAL MILLS INC CMN-80 SH	2009-07-02	2011-03-01	2948	2321	627	627
GENERAL MILLS INC CMN-90 SH	2009-08-04	2011-03-01	3316	2629	687	687
GENERAL MILLS INC CMN-74 SH	2009-10-02	2011-03-01	2727	2351	376	376
EMERSON ELECTRIC CO. CMN-273 SH	2009-11-18	2011-03-01	16221	11579	4642	4642
GENERAL MILLS INC CMN-78 SH	2009-09-02	2011-03-01	2874	2292	582	582
EMERSON ELECTRIC CO. CMN-105 SH	2009-12-02	2011-03-01	6239	4437	1802	1802
GENERAL MILLS INC CMN-76 SH	2009-11-06	2011-03-01	2800	2511	289	289
EMERSON ELECTRIC CO. CMN-85 SH	2010-01-05	2011-03-01	5050	3671	1379	1379
ORACLE CORPORATION CMN-566 SH	2009-12-28	2011-03-01	18382	14099	4283	4283
ORACLE CORPORATION CMN-80 SH	2009-12-24	2011-03-01	2598	1992	606	606
ORACLE CORPORATION CMN-131 SH	2010-01-05	2011-03-01	4254	3220	1034	1034
OCCIDENTAL PETROLEUM CORP CMN-41 SH	2009-11-16	2011-03-23	4117	3464	653	653
INVESCO LTD. CMN-190 SH	2009-06-02	2011-03-24	4916	3209	1707	1707
OCCIDENTAL PETROLEUM CORP CMN-113 SH	2009-11-06	2011-03-23	11346	9035	2311	2311
NEWFIELD EXPLORATION CO. CMN-139 SH	2009-10-05	2011-03-23	10184	6077	4107	4107
OCCIDENTAL PETROLEUM CORP CMN-48 SH	2009-12-02	2011-03-23	4819	3925	894	894
INVESCO LTD. CMN-130 SH	2009-07-02	2011-03-24	3364	2237	1127	1127
INVESCO LTD. CMN-230 SH	2009-04-03	2011-03-24	5952	3489	2463	2463
INVESCO LTD. CMN-195 SH	2009-05-04	2011-03-24	5046	2944	2102	2102
BIOGEN IDEC INC. CMN-101 SH	2009-12-02	2011-03-25	7241	4842	2399	2399
DISH NETWORK CORPORATION CMN CLASS A-162 SH	2009-04-23	2011-03-25	3961	2142	1819	1819
DISH NETWORK CORPORATION CMN CLASS A-46 SH	2009-08-04	2011-03-25	1125	828	297	297
BIOGEN IDEC INC. CMN-2 SH	2009-10-02	2011-03-25	143	98	45	45
BIOGEN IDEC INC. CMN-99 SH	2009-11-06	2011-03-25	7097	4379	2718	2718
BIOGEN IDEC INC. CMN-62 SH	2010-01-05	2011-03-25	4445	3391	1054	1054
CBS CORPORATION CMN CLASS B-456 SH	2009-11-18	2011-03-25	11393	6206	5187	5187
CBS CORPORATION CMN CLASS B-243 SH	2010-01-05	2011-03-25	6071	3438	2633	2633
DISH NETWORK CORPORATION CMN CLASS A-150 SH	2009-05-04	2011-03-25	3667	2221	1446	1446
DISH NETWORK CORPORATION CMN CLASS A-129 SH	2009-05-19	2011-03-25	3154	2226	928	928
DISH NETWORK CORPORATION CMN CLASS A-225 SH	2009-06-02	2011-03-25	5501	3778	1723	1723
DISH NETWORK CORPORATION CMN CLASS A-22 SH	2009-05-20	2011-03-25	538	387	151	151
DISH NETWORK CORPORATION CMN CLASS A-200 SH	2009-07-02	2011-03-25	4890	3225	1665	1665
CBS CORPORATION CMN CLASS B-29 SH	2010-03-08	2011-03-25	725	427	298	298
NEWFIELD EXPLORATION CO. CMN-74 SH	2009-10-06	2011-04-05	5604	3417	2187	2187
NEWFIELD EXPLORATION CO. CMN-226 SH	2009-10-05	2011-04-05	17116	9880	7236	7236
NEWFIELD EXPLORATION CO. CMN-275 SH	2009-10-06	2011-04-28	19210	12699	6511	6511
NEWFIELD EXPLORATION CO. CMN-85 SH	2009-11-06	2011-05-04	5614	3616	1998	1998
NEWFIELD EXPLORATION CO. CMN-32 SH	2009-10-06	2011-05-04	2114	1478	636	636
NEWFIELD EXPLORATION CO. CMN-95 SH	2009-12-02	2011-05-04	6275	4141	2134	2134
NEWFIELD EXPLORATION CO. CMN-18 SH	2010-02-02	2011-05-04	1189	932	257	257
THE BANK OF NY MELLON CORP CMN-401 SH	2009-10-28	2011-05-12	11405	11105	300	300
THE BANK OF NY MELLON CORP CMN-129 SH	2009-11-06	2011-05-12	3669	3406	263	263
THE BANK OF NY MELLON CORP CMN-128 SH	2009-12-02	2011-05-12	3640	3473	167	167
THE BANK OF NY MELLON CORP CMN-146 SH	2010-02-02	2011-05-12	4152	4307	-155	-155
SLM CORPORATION CMN-203 SH	2009-07-02	2011-05-17	3256	1957	1299	1299
DOW CHEMICAL CO CMN-65 SH	2009-10-02	2011-05-17	2382	1566	816	816
DOW CHEMICAL CO CMN-205 SH	2009-11-06	2011-05-17	7511	5040	2471	2471
DOW CHEMICAL CO CMN-97 SH	2009-11-16	2011-05-17	3554	2771	783	783
DOW CHEMICAL CO CMN-164 SH	2010-01-05	2011-05-17	6009	4869	1140	1140
DOW CHEMICAL CO CMN-668 SH	2009-11-11	2011-05-17	24475	17819	6656	6656
DOW CHEMICAL CO CMN-187 SH	2009-12-02	2011-05-17	6852	5348	1504	1504
DOW CHEMICAL CO CMN-133 SH	2010-02-02	2011-05-17	4873	3615	1258	1258
SLM CORPORATION CMN-285 SH	2009-05-04	2011-05-17	4571	1558	3013	3013
SLM CORPORATION CMN-275 SH	2009-04-03	2011-05-17	4411	1460	2951	2951
SLM CORPORATION CMN-62 SH	2009-11-06	2011-05-18	997	608	389	389
SLM CORPORATION CMN-265 SH	2009-06-02	2011-05-17	4250	1704	2546	2546
SLM CORPORATION CMN-240 SH	2009-08-04	2011-05-18	3858	2094	1764	1764
NEWELL RUBBERMAID INC CMN-182 SH	2009-11-06	2011-06-07	2637	2643	-6	-6
SLM CORPORATION CMN-67 SH	2009-07-02	2011-05-18	1077	646	431	431
SLM CORPORATION CMN-227 SH	2009-09-02	2011-05-18	3649	1867	1782	1782
OCCIDENTAL PETROLEUM CORP CMN-36 SH	2010-05-03	2011-05-25	3711	3250	461	461
OCCIDENTAL PETROLEUM CORP CMN-40 SH	2009-12-02	2011-05-25	4123	3270	853	853
OCCIDENTAL PETROLEUM CORP CMN-71 SH	2010-01-05	2011-05-25	7319	5880	1439	1439
OCCIDENTAL PETROLEUM CORP CMN-63 SH	2010-02-02	2011-05-25	6494	5024	1470	1470
CBS CORPORATION CMN CLASS B-540 SH	2010-03-08	2011-06-03	14690	7943	6747	6747
NEWELL RUBBERMAID INC CMN-1213 SH	2009-09-28	2011-06-07	17576	19020	-1444	-1444
NEWELL RUBBERMAID INC CMN-183 SH	2009-10-02	2011-06-07	2652	2667	-15	-15
NEWELL RUBBERMAID INC CMN-311 SH	2010-01-05	2011-06-07	4506	4699	-193	-193
PEPSICO INC CMN-314 SH	2010-05-07	2011-06-22	21671	20112	1559	1559
ENTERGY CORPORATION CMN-31 SH	2009-08-04	2011-07-01	2119	2439	-320	-320
ENTERGY CORPORATION CMN-120 SH	2009-07-02	2011-07-01	8203	9179	-976	-976
PEPSICO INC CMN-50 SH	2010-05-07	2011-07-08	3486	3203	283	283
COMCAST CORPORATION CMN CLASS A VOTING-1497 SH	2010-06-22	2011-07-18	35585	27513	8072	8072
ENTERGY CORPORATION CMN-13 SH	2009-05-04	2011-07-01	889	906	-17	-17
ENTERGY CORPORATION CMN-115 SH	2009-06-02	2011-07-01	7862	8779	-917	-917
PEPSICO INC CMN-305 SH	2010-07-01	2011-07-08	21267	18650	2617	2617
COMCAST CORPORATION CMN CLASS A VOTING-1246 SH	2010-07-02	2011-07-18	29618	21662	7956	7956
TEXAS INSTRUMENTS INC. CMN-926 SH	2010-06-25	2011-07-21	29280	22339	6941	6941
ENTERGY CORPORATION CMN-103 SH	2009-09-02	2011-08-02	6754	8115	-1361	-1361
ENTERGY CORPORATION CMN-84 SH	2009-08-04	2011-08-02	5508	6609	-1101	-1101
ENTERGY CORPORATION CMN-69 SH	2009-10-02	2011-08-02	4524	5344	-820	-820
ENTERGY CORPORATION CMN-70 SH	2009-12-02	2011-08-02	4590	5719	-1129	-1129
ENTERGY CORPORATION CMN-68 SH	2009-11-06	2011-08-02	4459	5249	-790	-790
ENTERGY CORPORATION CMN-42 SH	2010-01-05	2011-08-02	2754	3446	-692	-692
NEWFIELD EXPLORATION CO. CMN-240 SH	2010-07-06	2011-08-05	13351	11549	1802	1802
NEWFIELD EXPLORATION CO. CMN-88 SH	2010-02-02	2011-08-05	4895	4557	338	338
BANK OF AMERICA CORP CMN-701 SH	2009-07-02	2011-08-08	5127	9036	-3909	-3909
BANK OF AMERICA CORP CMN-255 SH	2009-04-13	2011-08-08	1865	2787	-922	-922
BANK OF AMERICA CORP CMN-550 SH	2009-05-04	2011-08-08	4022	5071	-1049	-1049
BANK OF AMERICA CORP CMN-361 SH	2009-05-01	2011-08-08	2640	3171	-531	-531
BANK OF AMERICA CORP CMN-79 SH	2009-05-08	2011-08-08	578	1141	-563	-563
BANK OF AMERICA CORP CMN-454 SH	2009-06-02	2011-08-08	3320	5209	-1889	-1889
BANK OF AMERICA CORP CMN-560 SH	2009-06-02	2011-08-08	4096	6270	-2174	-2174
PEPSICO INC CMN-275 SH	2010-07-01	2011-08-09	16848	16816	32	32
SUNTRUST BANKS INC $1.00 PAR CMN-593 SH	2010-02-03	2011-08-10	10841	13947	-3106	-3106
STATE STREET CORPORATION (NEW) CMN-66 SH	2010-02-02	2011-08-16	2287	2930	-643	-643
STATE STREET CORPORATION (NEW) CMN-72 SH	2009-11-16	2011-08-16	2495	2956	-461	-461
STATE STREET CORPORATION (NEW) CMN-342 SH	2009-12-15	2011-08-16	11849	13630	-1781	-1781
OCCIDENTAL PETROLEUM CORP CMN-89 SH	2010-05-27	2011-08-19	7325	7261	64	64
OCCIDENTAL PETROLEUM CORP CMN-126 SH	2010-05-03	2011-08-19	10370	11375	-1005	-1005
NEWFIELD EXPLORATION CO. CMN-26 SH	2010-07-06	2011-08-22	1204	1251	-47	-47
GOOGLE, INC. CMN CLASS A-44 SH	2010-03-31	2011-09-14	23299	24974	-1675	-1675
ALLSTATE CORPORATION COMMON STOCK-748 SH	2010-06-23	2011-09-20	18333	22767	-4434	-4434
STATE STREET CORPORATION (NEW) CMN-375 SH	2010-05-18	2011-09-26	11714	15270	-3556	-3556
STATE STREET CORPORATION (NEW) CMN-26 SH	2010-02-02	2011-09-26	812	1154	-342	-342
OCCIDENTAL PETROLEUM CORP CMN-80 SH	2010-05-27	2011-09-30	5782	6527	-745	-745
OCCIDENTAL PETROLEUM CORP CMN-103 SH	2010-08-30	2011-09-30	7444	7723	-279	-279
DISH NETWORK CORPORATION CMN CLASS A-219 SH	2009-12-02	2011-10-06	5486	4641	845	845
CVS CAREMARK CORPORATION CMN-914 SH	2010-03-04	2011-10-06	30582	31858	-1276	-1276
CVS CAREMARK CORPORATION CMN-548 SH	2010-05-07	2011-10-06	18336	19062	-726	-726
DISH NETWORK CORPORATION CMN CLASS A-119 SH	2009-08-04	2011-10-06	2981	2143	838	838
DISH NETWORK CORPORATION CMN CLASS A-247 SH	2009-09-02	2011-10-06	6187	3910	2277	2277
DISH NETWORK CORPORATION CMN CLASS A-192 SH	2009-10-02	2011-10-06	4809	3761	1048	1048
DISH NETWORK CORPORATION CMN CLASS A-276 SH	2009-11-06	2011-10-06	6913	5029	1884	1884
DISH NETWORK CORPORATION CMN CLASS A-635 SH	2009-10-28	2011-10-06	15906	10988	4918	4918
CVS CAREMARK CORPORATION CMN-115 SH	2010-08-30	2011-10-06	3848	3174	674	674
MERCK & CO., INC. CMN-326 SH	2009-12-17	2011-10-12	10585	12287	-1702	-1702
WELLPOINT, INC. CMN-14 SH	2009-07-02	2011-10-12	944	702	242	242
MERCK & CO., INC. CMN-112 SH	2009-12-16	2011-10-12	3636	4230	-594	-594
WELLPOINT, INC. CMN-125 SH	2009-05-04	2011-10-12	8429	5455	2974	2974
WELLPOINT, INC. CMN-68 SH	2009-08-04	2011-10-14	4540	3609	931	931
WELLPOINT, INC. CMN-140 SH	2009-04-03	2011-10-12	9441	5358	4083	4083
WELLPOINT, INC. CMN-125 SH	2009-06-02	2011-10-12	8429	6016	2413	2413
MERCK & CO., INC. CMN-130 SH	2010-02-02	2011-10-24	4332	4966	-634	-634
WELLPOINT, INC. CMN-111 SH	2009-07-02	2011-10-14	7411	5568	1843	1843
P G & E CORPORATION CMN-495 SH	2010-08-19	2011-10-19	21282	22247	-965	-965
MERCK & CO., INC. CMN-418 SH	2010-02-23	2011-10-24	13928	15258	-1330	-1330
UNILEVER N.V. NY SHS (NEW) ADR CMN-189 SH	2009-11-06	2011-10-24	6458	5730	728	728
MERCK & CO., INC. CMN-143 SH	2009-12-17	2011-10-24	4765	5390	-625	-625
UNILEVER N.V. NY SHS (NEW) ADR CMN-177 SH	2009-09-02	2011-10-24	6048	4806	1242	1242
UNILEVER N.V. NY SHS (NEW) ADR CMN-198 SH	2009-10-02	2011-10-24	6766	5623	1143	1143
WELLPOINT, INC. CMN-42 SH	2009-08-04	2011-10-28	2894	2229	665	665
WELLPOINT, INC. CMN-93 SH	2009-10-02	2011-10-28	6408	4221	2187	2187
U.S. BANCORP CMN-262 SH	2010-06-18	2011-10-28	6806	6146	660	660
U.S. BANCORP CMN-940 SH	2010-05-24	2011-10-28	24419	22603	1816	1816
WELLPOINT, INC. CMN-117 SH	2009-09-02	2011-10-28	8061	6142	1919	1919
DISH NETWORK CORPORATION CMN CLASS A-56 SH	2009-12-02	2011-11-11	1428	1187	241	241
DISH NETWORK CORPORATION CMN CLASS A-170 SH	2010-01-05	2011-11-11	4335	3577	758	758
DISH NETWORK CORPORATION CMN CLASS A-321 SH	2010-08-30	2011-11-11	8186	5723	2463	2463
MERCK & CO., INC. CMN-208 SH	2010-08-30	2011-11-17	7290	7280	10	10
MERCK & CO., INC. CMN-501 SH	2010-03-26	2011-11-17	17558	18942	-1384	-1384
MERCK & CO., INC. CMN-451 SH	2010-02-23	2011-11-17	15806	16462	-656	-656
EMC CORPORATION MASS CMN-934 SH	2010-07-23	2011-11-17	22010	18896	3114	3114
EMC CORPORATION MASS CMN-185 SH	2010-08-30	2011-11-17	4360	3402	958	958
EMC CORPORATION MASS CMN-498 SH	2010-04-30	2011-11-17	11736	9637	2099	2099
ADOBE SYSTEMS INC CMN-229 SH	2010-10-29	2011-11-17	6438	6448	-10	-10
FRANKLIN RESOURCES INC CMN-29 SH	2010-01-05	2011-11-17	2903	3125	-222	-222
BOEING COMPANY CMN-42 SH	2009-10-02	2011-11-17	2823	2132	691	691
BOEING COMPANY CMN-256 SH	2009-11-18	2011-11-17	17207	13390	3817	3817
BOEING COMPANY CMN-70 SH	2010-01-05	2011-11-17	4705	3926	779	779
BOEING COMPANY CMN-90 SH	2009-11-06	2011-11-17	6049	4463	1586	1586
BOEING COMPANY CMN-89 SH	2009-12-02	2011-11-17	5982	4820	1162	1162
BOEING COMPANY CMN-56 SH	2010-02-02	2011-11-17	3764	3433	331	331
BOEING COMPANY CMN-283 SH	2010-05-24	2011-11-17	19022	18117	905	905
GENERAL ELECTRIC CO CMN-1358 SH	2009-12-17	2011-11-17	21618	21522	96	96
GENERAL ELECTRIC CO CMN-1149 SH	2010-10-19	2011-11-17	18291	18425	-134	-134
GENERAL ELECTRIC CO CMN-953 SH	2009-12-03	2011-11-17	15171	15499	-328	-328
GENERAL ELECTRIC CO CMN-1084 SH	2010-02-22	2011-11-17	17257	17580	-323	-323
GENERAL ELECTRIC CO CMN-588 SH	2009-11-24	2011-11-17	9361	9443	-82	-82
GENERAL ELECTRIC CO CMN-248 SH	2010-01-05	2011-11-17	3948	3884	64	64
GENERAL ELECTRIC CO CMN-722 SH	2010-04-06	2011-11-17	11494	13390	-1896	-1896
GENERAL ELECTRIC CO CMN-881 SH	2010-04-23	2011-11-17	14025	16711	-2686	-2686
SPRINT NEXTEL CORPORATION CMN-999 SH	2010-08-30	2011-11-17	2809	3992	-1183	-1183
GENERAL ELECTRIC CO CMN-452 SH	2010-08-30	2011-11-17	7196	6631	565	565
SPRINT NEXTEL CORPORATION CMN-784 SH	2009-05-04	2011-11-17	2205	4116	-1911	-1911
SPRINT NEXTEL CORPORATION CMN-1405 SH	2009-06-02	2011-11-17	3951	6997	-3046	-3046
SPRINT NEXTEL CORPORATION CMN-1349 SH	2009-07-28	2011-11-17	3794	6178	-2384	-2384
SPRINT NEXTEL CORPORATION CMN-1494 SH	2009-09-02	2011-11-17	4201	5289	-1088	-1088
SPRINT NEXTEL CORPORATION CMN-1390 SH	2009-07-02	2011-11-17	3909	6338	-2429	-2429
SPRINT NEXTEL CORPORATION CMN-1520 SH	2009-08-04	2011-11-17	4274	6110	-1836	-1836
SPRINT NEXTEL CORPORATION CMN-1444 SH	2009-10-02	2011-11-17	4061	5386	-1325	-1325
SPRINT NEXTEL CORPORATION CMN-1445 SH	2009-11-06	2011-11-17	4064	4104	-40	-40
SPRINT NEXTEL CORPORATION CMN-892 SH	2010-01-05	2011-11-17	2508	3550	-1042	-1042
SPRINT NEXTEL CORPORATION CMN-1438 SH	2009-12-02	2011-11-17	4044	5507	-1463	-1463
P G & E CORPORATION CMN-115 SH	2010-08-30	2011-11-17	4513	5467	-954	-954
P G & E CORPORATION CMN-109 SH	2010-08-19	2011-11-17	4278	4899	-621	-621
P G & E CORPORATION CMN-418 SH	2010-10-12	2011-11-17	16405	19439	-3034	-3034
MERCK & CO., INC. CMN-491 SH	2010-06-28	2011-11-17	17208	17508	-300	-300
ADOBE SYSTEMS INC CMN-262 SH	2010-10-28	2011-11-17	7365	7356	9	9
ADOBE SYSTEMS INC CMN-632 SH	2010-11-01	2011-11-17	17767	17819	-52	-52
ILLINOIS TOOL WORKS CMN-535 SH	2010-08-19	2011-11-17	24127	22549	1578	1578
TEVA PHARMACEUTICAL IND LTD ADS-273 SH	2010-11-12	2011-11-17	10775	13769	-2994	-2994
GENERAL MILLS INC CMN-127 SH	2010-01-05	2011-11-17	4948	4484	464	464
TEVA PHARMACEUTICAL IND LTD ADS-509 SH	2010-11-15	2011-11-17	20091	25852	-5761	-5761
GENERAL MILLS INC CMN-158 SH	2010-08-30	2011-11-17	6155	5667	488	488
GENERAL MILLS INC CMN-370 SH	2010-04-28	2011-11-17	14414	12996	1418	1418
GENERAL MILLS INC CMN-464 SH	2010-01-22	2011-11-17	18076	16568	1508	1508
GENERAL MILLS INC CMN-566 SH	2010-04-29	2011-11-17	22050	20112	1938	1938
HARTFORD FINANCIAL SRVCS GROUP CMN-610 SH	2010-06-23	2011-11-17	10680	14957	-4277	-4277
HARTFORD FINANCIAL SRVCS GROUP CMN-888 SH	2010-03-26	2011-11-17	15548	24882	-9334	-9334
BANK OF AMERICA CORP CMN-640 SH	2009-09-02	2011-11-17	3827	10397	-6570	-6570
BANK OF AMERICA CORP CMN-512 SH	2010-08-30	2011-11-17	3062	6431	-3369	-3369
BANK OF AMERICA CORP CMN-439 SH	2009-12-02	2011-11-17	2625	6901	-4276	-4276
BANK OF AMERICA CORP CMN-4 SH	2009-07-02	2011-11-17	24	52	-28	-28
BANK OF AMERICA CORP CMN-735 SH	2009-08-04	2011-11-17	4395	11267	-6872	-6872
BANK OF AMERICA CORP CMN-638 SH	2009-11-06	2011-11-17	3815	9493	-5678	-5678
BANK OF AMERICA CORP CMN-644 SH	2009-10-02	2011-11-17	3851	10206	-6355	-6355
BANK OF AMERICA CORP CMN-207 SH	2009-11-16	2011-11-17	1238	3349	-2111	-2111
BANK OF AMERICA CORP CMN-1073 SH	2009-12-07	2011-11-17	6416	17097	-10681	-10681
BANK OF AMERICA CORP CMN-424 SH	2010-01-05	2011-11-17	2535	6738	-4203	-4203
BANK OF AMERICA CORP CMN-371 SH	2010-02-02	2011-11-17	2219	5750	-3531	-3531
UNILEVER N.V. NY SHS (NEW) ADR CMN-198 SH	2009-12-02	2011-11-17	6567	6374	193	193
EVEREST RE GROUP LTD CMN-65 SH	2009-04-03	2011-11-17	5641	4672	969	969
EVEREST RE GROUP LTD CMN-50 SH	2009-06-02	2011-11-17	4339	3640	699	699
EVEREST RE GROUP LTD CMN-50 SH	2009-08-04	2011-11-17	4339	4210	129	129
EVEREST RE GROUP LTD CMN-65 SH	2009-09-02	2011-11-17	5641	5483	158	158
EVEREST RE GROUP LTD CMN-53 SH	2009-11-06	2011-11-17	4599	4570	29	29
EVEREST RE GROUP LTD CMN-55 SH	2009-10-02	2011-11-17	4773	4791	-18	-18
FORD MOTOR COMPANY CMN-314 SH	2010-08-30	2011-11-17	3260	3636	-376	-376
EVEREST RE GROUP LTD CMN-60 SH	2010-02-02	2011-11-17	5207	5129	78	78
EVEREST RE GROUP LTD CMN-55 SH	2009-12-02	2011-11-17	4773	4685	88	88
JPMORGAN CHASE & CO CMN-210 SH	2010-08-30	2011-11-17	6557	7682	-1125	-1125
FORD MOTOR COMPANY CMN-2166 SH	2009-10-28	2011-11-17	22487	15515	6972	6972
FORD MOTOR COMPANY CMN-315 SH	2010-01-05	2011-11-17	3270	3352	-82	-82
JPMORGAN CHASE & CO CMN-345 SH	2009-04-03	2011-11-17	10772	9591	1181	1181
FORD MOTOR COMPANY CMN-448 SH	2009-11-16	2011-11-17	4651	3889	762	762
JPMORGAN CHASE & CO CMN-305 SH	2009-05-04	2011-11-17	9523	10357	-834	-834
JPMORGAN CHASE & CO CMN-300 SH	2009-08-04	2011-11-17	9367	11847	-2480	-2480
JPMORGAN CHASE & CO CMN-340 SH	2009-06-02	2011-11-17	10616	11859	-1243	-1243
JPMORGAN CHASE & CO CMN-285 SH	2009-07-02	2011-11-17	8899	9499	-600	-600
JPMORGAN CHASE & CO CMN-251 SH	2009-09-30	2011-11-17	7837	11081	-3244	-3244
JPMORGAN CHASE & CO CMN-309 SH	2009-11-06	2011-11-17	9648	13321	-3673	-3673
PEPSICO INC CMN-9 SH	2010-08-30	2011-11-17	577	578	-1	-1
THE TRAVELERS COMPANIES, INC CMN-150 SH	2009-08-04	2011-11-17	8493	6900	1593	1593
THE TRAVELERS COMPANIES, INC CMN-65 SH	2010-08-30	2011-11-17	3680	3214	466	466
THE TRAVELERS COMPANIES, INC CMN-31 SH	2009-07-02	2011-11-17	1755	1234	521	521
THE TRAVELERS COMPANIES, INC CMN-196 SH	2009-09-02	2011-11-17	11098	9699	1399	1399
THE TRAVELERS COMPANIES, INC CMN-139 SH	2009-10-02	2011-11-17	7870	6802	1068	1068
THE TRAVELERS COMPANIES, INC CMN-71 SH	2010-01-05	2011-11-17	4020	3497	523	523
INVESCO LTD. CMN-181 SH	2009-09-02	2011-11-17	3547	3589	-42	-42
AMERICAN ELECTRIC POWER INC CMN-149 SH	2010-06-15	2011-11-17	5750	4959	791	791
THE TRAVELERS COMPANIES, INC CMN-139 SH	2009-11-06	2011-11-17	7870	7093	777	777
THE TRAVELERS COMPANIES, INC CMN-49 SH	2009-11-16	2011-11-17	2774	2617	157	157
THE TRAVELERS COMPANIES, INC CMN-91 SH	2009-12-02	2011-11-17	5153	4800	353	353
AMERICAN ELECTRIC POWER INC CMN-560 SH	2010-06-10	2011-11-17	21610	18150	3460	3460
INVESCO LTD. CMN-80 SH	2009-07-02	2011-11-17	1568	1377	191	191
AMERICAN ELECTRIC POWER INC CMN-122 SH	2010-08-30	2011-11-17	4708	4349	359	359
INVESCO LTD. CMN-177 SH	2009-11-06	2011-11-17	3469	3997	-528	-528
INVESCO LTD. CMN-185 SH	2009-08-04	2011-11-17	3626	3654	-28	-28
AMERICAN ELECTRIC POWER INC CMN-564 SH	2010-06-16	2011-11-17	21765	18977	2788	2788
INVESCO LTD. CMN-176 SH	2009-10-02	2011-11-17	3449	3816	-367	-367
INVESCO LTD. CMN-176 SH	2009-12-02	2011-11-17	3449	3936	-487	-487
AMERICAN ELECTRIC POWER INC CMN-18 SH	2010-01-05	2011-11-17	695	630	65	65
MARSH & MCLENNAN CO INC CMN-591 SH	2009-09-10	2011-11-17	17520	13759	3761	3761
INVESCO LTD. CMN-204 SH	2010-02-02	2011-11-17	3998	4072	-74	-74
MARSH & MCLENNAN CO INC CMN-200 SH	2010-08-30	2011-11-17	5929	4744	1185	1185
MARSH & MCLENNAN CO INC CMN-144 SH	2009-11-16	2011-11-17	4269	3488	781	781
MARSH & MCLENNAN CO INC CMN-88 SH	2009-10-02	2011-11-17	2609	2149	460	460
JOHNSON CONTROLS INC CMN-39 SH	2009-08-04	2011-11-17	1192	1051	141	141
JOHNSON CONTROLS INC CMN-100 SH	2009-09-02	2011-11-17	3056	2419	637	637
JOHNSON CONTROLS INC CMN-98 SH	2009-10-02	2011-11-17	2995	2360	635	635
JOHNSON CONTROLS INC CMN-168 SH	2010-01-05	2011-11-17	5134	4696	438	438
JOHNSON CONTROLS INC CMN-97 SH	2009-11-06	2011-11-17	2965	2525	440	440
JOHNSON CONTROLS INC CMN-568 SH	2010-05-18	2011-11-17	17359	16767	592	592
FRANKLIN RESOURCES INC CMN-208 SH	2010-06-18	2011-11-17	20818	19335	1483	1483
FRANKLIN RESOURCES INC CMN-3 SH	2009-09-02	2011-11-17	300	270	30	30
FRANKLIN RESOURCES INC CMN-56 SH	2009-10-02	2011-11-17	5605	5434	171	171
U.S. BANCORP CMN-868 SH	2010-06-21	2011-11-17	22465	20703	1762	1762
FRANKLIN RESOURCES INC CMN-55 SH	2009-11-06	2011-11-17	5505	6034	-529	-529
FRANKLIN RESOURCES INC CMN-57 SH	2009-12-02	2011-11-17	5705	6216	-511	-511
BOEING COMPANY CMN-66 SH	2010-08-30	2011-11-17	4436	4147	289	289
JPMORGAN CHASE & CO CMN-282 SH	2009-09-02	2011-11-17	8805	11842	-3037	-3037
JPMORGAN CHASE & CO CMN-313 SH	2009-10-02	2011-11-17	9773	12879	-3106	-3106
JPMORGAN CHASE & CO CMN-95 SH	2009-11-16	2011-11-17	2966	4099	-1133	-1133
JPMORGAN CHASE & CO CMN-220 SH	2009-12-02	2011-11-17	6869	9206	-2337	-2337
JPMORGAN CHASE & CO CMN-155 SH	2010-02-02	2011-11-17	4840	6237	-1397	-1397
JPMORGAN CHASE & CO CMN-172 SH	2010-01-05	2011-11-17	5370	7440	-2070	-2070
U.S. BANCORP CMN-610 SH	2010-06-18	2011-11-17	15787	14311	1476	1476
U.S. BANCORP CMN-153 SH	2010-08-30	2011-11-17	3960	3303	657	657
PRUDENTIAL FINANCIAL INC CMN-361 SH	2010-10-25	2011-11-17	18698	19293	-595	-595
PRUDENTIAL FINANCIAL INC CMN-105 SH	2009-07-02	2011-11-17	5438	3773	1665	1665
PRUDENTIAL FINANCIAL INC CMN-64 SH	2010-08-30	2011-11-17	3315	3251	64	64
PRUDENTIAL FINANCIAL INC CMN-58 SH	2009-06-03	2011-11-17	3004	2370	634	634
PRUDENTIAL FINANCIAL INC CMN-100 SH	2009-08-04	2011-11-17	5179	4502	677	677
PRUDENTIAL FINANCIAL INC CMN-265 SH	2009-12-23	2011-11-17	13726	13784	-58	-58
PRUDENTIAL FINANCIAL INC CMN-89 SH	2009-09-02	2011-11-17	4610	4093	517	517
PRUDENTIAL FINANCIAL INC CMN-90 SH	2009-10-02	2011-11-17	4662	4255	407	407
PRUDENTIAL FINANCIAL INC CMN-90 SH	2009-11-06	2011-11-17	4662	3981	681	681
SLM CORPORATION CMN-548 SH	2010-08-30	2011-11-17	7082	6160	922	922
PRUDENTIAL FINANCIAL INC CMN-91 SH	2009-12-02	2011-11-17	4713	4564	149	149
PRUDENTIAL FINANCIAL INC CMN-68 SH	2010-01-05	2011-11-17	3522	3528	-6	-6
SLM CORPORATION CMN-403 SH	2009-11-06	2011-11-17	5208	3951	1257	1257
SLM CORPORATION CMN-1840 SH	2010-01-19	2011-11-17	23779	20884	2895	2895
SLM CORPORATION CMN-401 SH	2010-01-05	2011-11-17	5182	4664	518	518
GOOGLE, INC. CMN CLASS A-14 SH	2010-03-31	2011-11-17	8524	7946	578	578
WELLPOINT, INC. CMN-53 SH	2010-02-02	2011-11-17	3632	3406	226	226
WELLPOINT, INC. CMN-17 SH	2009-10-02	2011-11-17	1165	772	393	393
WELLPOINT, INC. CMN-76 SH	2010-08-30	2011-11-17	5208	3869	1339	1339
WELLPOINT, INC. CMN-109 SH	2009-11-06	2011-11-17	7469	5543	1926	1926
WELLPOINT, INC. CMN-66 SH	2010-01-05	2011-11-17	4523	4012	511	511
WELLPOINT, INC. CMN-110 SH	2009-12-02	2011-11-17	7538	6019	1519	1519
UNILEVER N.V. NY SHS (NEW) ADR CMN-7 SH	2009-11-06	2011-11-17	232	212	20	20
UNILEVER N.V. NY SHS (NEW) ADR CMN-151 SH	2010-02-02	2011-11-17	5008	4686	322	322
HONEYWELL INTL INC CMN-169 SH	2009-12-02	2011-11-17	9032	6694	2338	2338
HONEYWELL INTL INC CMN-132 SH	2010-08-30	2011-11-17	7055	5201	1854	1854
HONEYWELL INTL INC CMN-166 SH	2009-11-06	2011-11-17	8872	6215	2657	2657
HONEYWELL INTL INC CMN-82 SH	2010-02-02	2011-11-17	4382	3213	1169	1169
HONEYWELL INTL INC CMN-138 SH	2009-10-15	2011-11-17	7375	5150	2225	2225
HONEYWELL INTL INC CMN-101 SH	2010-01-05	2011-11-17	5398	4062	1336	1336
HONEYWELL INTL INC CMN-474 SH	2010-03-09	2011-11-17	25333	20035	5298	5298
EVEREST RE GROUP LTD CMN-70 SH	2009-05-04	2011-11-17	6075	5127	948	948
EVEREST RE GROUP LTD CMN-65 SH	2009-07-02	2011-11-17	5641	4668	973	973
SCHNITZER STEEL INDUSTRIES,INC CLASS A-25 SH	2009-07-20	2011-01-14	1581	1327	254	254
SCHNITZER STEEL INDUSTRIES,INC CLASS A-50 SH	2009-07-20	2011-01-20	3093	2655	438	438
SCHNITZER STEEL INDUSTRIES,INC CLASS A-65 SH	2009-07-20	2011-01-26	4104	3451	653	653
TELLABS INC. CMN-5 SH	2009-12-02	2011-03-01	27	28	-1	-1
TELLABS INC. CMN-470 SH	2009-09-25	2011-03-01	2493	3169	-676	-676
TELLABS INC. CMN-460 SH	2009-11-06	2011-03-01	2440	2824	-384	-384
TELLABS INC. CMN-260 SH	2009-10-02	2011-03-01	1379	1698	-319	-319
TELLABS INC. CMN-600 SH	2009-12-02	2011-03-02	3146	3372	-226	-226
LEUCADIA NATIONAL CORP CMN-240 SH	2009-07-20	2011-03-22	8430	4960	3470	3470
UMB FINANCIAL CORP CMN-5 SH	2009-07-20	2011-03-29	187	200	-13	-13
ALBANY MOLECULAR RESEARCH CMN-205 SH	2009-11-06	2011-04-04	880	1702	-822	-822
ALBANY MOLECULAR RESEARCH CMN-180 SH	2009-12-02	2011-04-05	770	1545	-775	-775
ALBANY MOLECULAR RESEARCH CMN-10 SH	2009-11-06	2011-04-05	43	83	-40	-40
ALBANY MOLECULAR RESEARCH CMN-120 SH	2009-12-02	2011-04-06	505	1030	-525	-525
LEUCADIA NATIONAL CORP CMN-5 SH	2009-08-04	2011-04-07	187	126	61	61
LEUCADIA NATIONAL CORP CMN-135 SH	2009-07-20	2011-04-07	5046	2790	2256	2256
UMB FINANCIAL CORP CMN-95 SH	2009-07-20	2011-04-12	3564	3809	-245	-245
UMB FINANCIAL CORP CMN-70 SH	2009-08-04	2011-06-08	2894	2929	-35	-35
ALBANY MOLECULAR RESEARCH CMN-121 SH	2010-05-28	2011-06-10	610	806	-196	-196
CABOT OIL & GAS CORPORATION CMN-65 SH	2009-07-20	2011-05-31	3794	2254	1540	1540
UMB FINANCIAL CORP CMN-91 SH	2009-07-20	2011-06-07	3794	3648	146	146
UMB FINANCIAL CORP CMN-9 SH	2009-07-20	2011-06-08	372	361	11	11
ALBANY MOLECULAR RESEARCH CMN-95 SH	2010-05-28	2011-06-09	500	632	-132	-132
ALBANY MOLECULAR RESEARCH CMN-115 SH	2010-05-28	2011-06-13	569	766	-197	-197
ALBANY MOLECULAR RESEARCH CMN-30 SH	2010-05-28	2011-06-14	146	200	-54	-54
UMB FINANCIAL CORP CMN-85 SH	2009-10-02	2011-06-29	3523	3331	192	192
ALBANY MOLECULAR RESEARCH CMN-70 SH	2010-05-28	2011-06-15	341	466	-125	-125
UMB FINANCIAL CORP CMN-15 SH	2009-11-06	2011-06-29	622	590	32	32
UMB FINANCIAL CORP CMN-5 SH	2009-08-04	2011-06-29	207	209	-2	-2
GOVT PROPERTIES INCOME TRUST CMN-151 SH	2010-05-28	2011-07-21	3813	4082	-269	-269
GOVT PROPERTIES INCOME TRUST CMN-340 SH	2010-03-08	2011-07-21	8586	8150	436	436
UMB FINANCIAL CORP CMN-70 SH	2009-12-02	2011-07-25	3037	2753	284	284
UMB FINANCIAL CORP CMN-55 SH	2009-11-06	2011-07-25	2386	2162	224	224
GOVT PROPERTIES INCOME TRUST CMN-190 SH	2010-05-28	2011-08-04	4258	5136	-878	-878
UMB FINANCIAL CORP CMN-20 SH	2009-12-02	2011-08-16	736	787	-51	-51
UMB FINANCIAL CORP CMN-250 SH	2010-05-28	2011-08-16	9205	9738	-533	-533
CABOT OIL & GAS CORPORATION CMN-160 SH	2009-10-02	2011-08-19	10803	5427	5376	5376
CABOT OIL & GAS CORPORATION CMN-40 SH	2009-08-04	2011-08-19	2701	1463	1238	1238
CABOT OIL & GAS CORPORATION CMN-120 SH	2009-09-02	2011-08-19	8102	4174	3928	3928
CABOT OIL & GAS CORPORATION CMN-85 SH	2009-07-20	2011-08-19	5739	2948	2791	2791
CABOT OIL & GAS CORPORATION CMN-100 SH	2009-12-02	2011-08-19	6752	3896	2856	2856
CABOT OIL & GAS CORPORATION CMN-35 SH	2009-12-22	2011-09-06	2482	1566	916	916
CABOT OIL & GAS CORPORATION CMN-5 SH	2009-12-02	2011-09-06	355	195	160	160
GOVT PROPERTIES INCOME TRUST CMN-124 SH	2010-05-28	2011-09-06	2676	3352	-676	-676
UNITED FIRE & CASUALTY CO CMN-25 SH	2009-07-20	2011-10-21	480	453	27	27
MF GLOBAL HOLDINGS LTD CMN-550 SH	2010-05-20	2011-10-25	1034	4467	-3433	-3433
GOVT PROPERTIES INCOME TRUST CMN-3 SH	2010-06-18	2011-09-06	65	78	-13	-13
GOVT PROPERTIES INCOME TRUST CMN-12 SH	2010-06-15	2011-09-06	259	314	-55	-55
GOVT PROPERTIES INCOME TRUST CMN-200 SH	2010-08-30	2011-09-06	4316	5159	-843	-843
CABOT OIL & GAS CORPORATION CMN-40 SH	2009-12-22	2011-09-09	2830	1790	1040	1040
ALBANY MOLECULAR RESEARCH CMN-1154 SH	2010-05-28	2011-09-28	3389	7683	-4294	-4294
UNITED FIRE & CASUALTY CO CMN-25 SH	2009-07-20	2011-10-20	468	453	15	15
UNITED FIRE & CASUALTY CO CMN-24 SH	2009-07-20	2011-10-24	469	435	34	34
MF GLOBAL HOLDINGS LTD CMN-518 SH	2010-07-26	2011-10-25	974	3331	-2357	-2357
UNITED FIRE & CASUALTY CO CMN-25 SH	2009-07-20	2011-10-25	477	453	24	24
MF GLOBAL HOLDINGS LTD CMN-480 SH	2010-05-18	2011-10-25	902	4147	-3245	-3245
MF GLOBAL HOLDINGS LTD CMN-530 SH	2010-05-26	2011-10-25	996	4141	-3145	-3145
UNITED FIRE & CASUALTY CO CMN-26 SH	2009-07-20	2011-10-26	494	471	23	23
MF GLOBAL HOLDINGS LTD CMN-510 SH	2010-05-28	2011-10-25	959	3948	-2989	-2989
MF GLOBAL HOLDINGS LTD CMN-930 SH	2010-07-30	2011-10-26	1140	5965	-4825	-4825
MF GLOBAL HOLDINGS LTD CMN-720 SH	2010-09-07	2011-10-26	883	5115	-4232	-4232
MF GLOBAL HOLDINGS LTD CMN-797 SH	2010-07-26	2011-10-26	977	5125	-4148	-4148
MF GLOBAL HOLDINGS LTD CMN-1160 SH	2010-08-30	2011-10-26	1422	8044	-6622	-6622
SABRA HEALTH CARE REIT, INC. CMN-157 SH	2010-08-13	2011-10-28	1625	3793	-2168	-2168
SABRA HEALTH CARE REIT, INC. CMN-212 SH	2010-08-13	2011-11-01	2131	5122	-2991	-2991
SABRA HEALTH CARE REIT, INC. CMN-107 SH	2010-08-30	2011-11-02	1087	2744	-1657	-1657
SABRA HEALTH CARE REIT, INC. CMN-94 SH	2010-08-13	2011-11-02	955	2271	-1316	-1316
CABOT OIL & GAS CORPORATION CMN-20 SH	2010-02-01	2011-11-18	1643	782	861	861
SABRA HEALTH CARE REIT, INC. CMN-373 SH	2010-08-30	2011-11-16	3850	9565	-5715	-5715
CABOT OIL & GAS CORPORATION CMN-15 SH	2010-05-28	2011-11-18	1232	514	718	718
CABOT OIL & GAS CORPORATION CMN-55 SH	2009-12-22	2011-11-18	4518	2461	2057	2057
SABRA HEALTH CARE REIT, INC. CMN-34 SH	2010-08-30	2011-11-18	348	872	-524	-524
SABRA HEALTH CARE REIT, INC. CMN-48 SH	2010-09-03	2011-11-18	492	1193	-701	-701
SABRA HEALTH CARE REIT, INC. CMN-155 SH	2010-09-07	2011-11-18	1588	3839	-2251	-2251
SABRA HEALTH CARE REIT, INC. CMN-140 SH	2010-10-12	2011-11-18	1434	3638	-2204	-2204
NATIONWIDE HEALTH PROPERTIES INC-121 SH	2009-08-04	2011-01-05	4358	3624	734	734
UDR INC CMN-140 SH	2009-12-29	2011-01-07	3152	2365	787	787
UDR INC CMN-94 SH	2009-12-29	2011-01-10	2130	1588	542	542
UDR INC CMN-561 SH	2009-12-30	2011-01-10	12712	9351	3361	3361
ACADIA REALTY TRUST CMN-160 SH	2009-05-04	2011-01-14	2917	2189	728	728
ACADIA REALTY TRUST CMN-57 SH	2009-04-03	2011-01-14	1039	632	407	407
ACADIA REALTY TRUST CMN-190 SH	2009-06-02	2011-01-14	3463	2669	794	794
ACADIA REALTY TRUST CMN-88 SH	2009-09-02	2011-01-18	1599	1294	305	305
ACADIA REALTY TRUST CMN-196 SH	2009-07-02	2011-01-14	3573	2521	1052	1052
ACADIA REALTY TRUST CMN-24 SH	2009-07-02	2011-01-18	436	309	127	127
ACADIA REALTY TRUST CMN-165 SH	2009-08-04	2011-01-18	2998	2294	704	704
BOSTON PROPERTIES INC COMMON STOCK-14 SH	2009-04-03	2011-01-19	1267	535	732	732
BOSTON PROPERTIES INC COMMON STOCK-70 SH	2009-06-02	2011-01-19	6336	3392	2944	2944
BOSTON PROPERTIES INC COMMON STOCK-125 SH	2009-05-04	2011-01-19	11314	5980	5334	5334
ALEXANDRIA REAL ESTATE EQUITIES, INC.-42 SH	2009-06-02	2011-01-21	3172	1561	1611	1611
ALEXANDRIA REAL ESTATE EQUITIES, INC.-40 SH	2009-07-02	2011-01-21	3021	1379	1642	1642
ALEXANDRIA REAL ESTATE EQUITIES, INC.-80 SH	2009-07-02	2011-01-24	6045	2758	3287	3287
PROLOGIS CMN-799 SH	2009-12-14	2011-01-27	12774	11133	1641	1641
PROLOGIS CMN-402 SH	2009-12-14	2011-01-27	6275	5601	674	674
VORNADO REALTY TRUST CMN-9 SH	2009-06-02	2011-02-08	784	435	349	349
VORNADO REALTY TRUST CMN-37 SH	2009-05-04	2011-02-08	3224	1819	1405	1405
DOUGLAS EMMETT INC. CMN-48 SH	2009-08-04	2011-02-09	863	510	353	353
DOUGLAS EMMETT INC. CMN-588 SH	2009-07-02	2011-02-09	10567	5192	5375	5375
SIMON PROPERTY GROUP INC CMN-59 SH	2009-06-02	2011-02-10	6245	3266	2979	2979
VENTAS, INC. CMN-185 SH	2009-07-02	2011-02-28	10195	5450	4745	4745
NATIONWIDE HEALTH PROPERTIES INC-3 SH	2009-08-04	2011-03-02	120	90	30	30
NATIONWIDE HEALTH PROPERTIES INC-202 SH	2009-10-02	2011-03-02	8065	6131	1934	1934
NATIONWIDE HEALTH PROPERTIES INC-79 SH	2009-09-02	2011-03-02	3154	2359	795	795
VENTAS, INC. CMN-43 SH	2009-07-02	2011-03-02	2237	1267	970	970
VENTAS, INC. CMN-211 SH	2009-08-04	2011-03-02	10975	7457	3518	3518
HOST HOTELS & RESORTS INC CMN-193 SH	2009-07-02	2011-03-10	3442	1532	1910	1910
NATIONWIDE HEALTH PROPERTIES INC-473 SH	2009-12-16	2011-03-10	19323	16475	2848	2848
AVALONBAY COMMUNITIES INC CMN-19 SH	2009-12-14	2011-03-10	2194	1463	731	731
PUBLIC STORAGE CMN-21 SH	2009-05-04	2011-03-10	2327	1369	958	958
VORNADO REALTY TRUST CMN-31 SH	2009-06-02	2011-03-10	2704	1497	1207	1207
NATIONWIDE HEALTH PROPERTIES INC-21 SH	2009-10-02	2011-03-10	858	637	221	221
KIMCO REALTY CORPORATION CMN-120 SH	2009-09-02	2011-03-10	2164	1394	770	770
SIMON PROPERTY GROUP INC CMN-18 SH	2009-06-02	2011-03-10	1900	996	904	904
BOSTON PROPERTIES INC COMMON STOCK-162 SH	2009-06-02	2011-03-10	14935	7851	7084	7084
PUBLIC STORAGE CMN-34 SH	2009-05-04	2011-03-23	3643	2216	1427	1427
ALEXANDRIA REAL ESTATE EQUITIES, INC.-24 SH	2009-08-04	2011-03-30	1848	969	879	879
PROLOGIS CMN-139 SH	2009-12-14	2011-03-30	2187	1937	250	250
HCP, INC. CMN-6 SH	2009-07-02	2011-04-20	228	127	101	101
PUBLIC STORAGE CMN-22 SH	2009-06-02	2011-04-20	2472	1444	1028	1028
PUBLIC STORAGE CMN-6 SH	2009-05-04	2011-04-20	674	391	283	283
HCP, INC. CMN-75 SH	2009-06-02	2011-04-20	2854	1727	1127	1127
BOSTON PROPERTIES INC COMMON STOCK-44 SH	2009-06-08	2011-05-23	4554	2195	2359	2359
BOSTON PROPERTIES INC COMMON STOCK-13 SH	2009-06-02	2011-05-23	1346	630	716	716
VORNADO REALTY TRUST CMN-125 SH	2009-06-02	2011-05-23	11868	6035	5833	5833
PROLOGIS, INC. CMN-50 SH	2010-03-18	2011-05-23	1733	1421	312	312
PROLOGIS, INC. CMN-77 SH	2010-04-07	2011-05-23	2669	2136	533	533
KIMCO REALTY CORPORATION CMN-293 SH	2009-10-28	2011-06-15	5036	3760	1276	1276
KIMCO REALTY CORPORATION CMN-83 SH	2009-09-02	2011-06-15	1427	964	463	463
SIMON PROPERTY GROUP INC CMN-87 SH	2009-06-02	2011-06-15	9731	4815	4916	4916
VORNADO REALTY TRUST CMN-3 SH	2009-06-12	2011-06-17	275	146	129	129
VORNADO REALTY TRUST CMN-27 SH	2009-07-02	2011-06-17	2479	1185	1294	1294
VORNADO REALTY TRUST CMN-110 SH	2009-06-02	2011-06-17	10099	5311	4788	4788
VORNADO REALTY TRUST CMN-45 SH	2009-06-29	2011-06-17	4131	1989	2142	2142
PUBLIC STORAGE CMN-89 SH	2009-06-02	2011-08-01	10576	5842	4734	4734
VORNADO REALTY TRUST CMN-44 SH	2009-07-02	2011-08-01	4071	1932	2139	2139
BOSTON PROPERTIES INC COMMON STOCK-3 SH	2009-07-02	2011-08-01	319	139	180	180
SIMON PROPERTY GROUP INC CMN-37 SH	2009-06-12	2011-08-16	4342	2003	2339	2339
AMERICAN CAMPUS CMNTYS, INC CMN-210 SH	2009-07-02	2011-08-17	7819	4616	3203	3203
BOSTON PROPERTIES INC COMMON STOCK-19 SH	2009-06-08	2011-08-01	2020	948	1072	1072
LIBERTY PROPERTY TRUST SBI CMN-13 SH	2009-06-02	2011-08-08	350	313	37	37
LIBERTY PROPERTY TRUST SBI CMN-65 SH	2009-05-04	2011-08-08	1752	1574	178	178
LIBERTY PROPERTY TRUST SBI CMN-78 SH	2009-04-03	2011-08-08	2102	1585	517	517
HCP, INC. CMN-130 SH	2009-07-02	2011-08-09	3910	2755	1155	1155
ALEXANDRIA REAL ESTATE EQUITIES, INC.-32 SH	2009-08-04	2011-08-09	2023	1292	731	731
MFA FINANCIAL INC CMN-455 SH	2010-05-20	2011-08-09	3121	3166	-45	-45
MFA FINANCIAL INC CMN-149 SH	2010-05-19	2011-08-09	1022	1047	-25	-25
SIMON PROPERTY GROUP INC CMN-6 SH	2009-06-16	2011-08-16	704	308	396	396
KIMCO REALTY CORPORATION CMN-313 SH	2009-12-09	2011-08-16	5437	3887	1550	1550
SIMON PROPERTY GROUP INC CMN-112 SH	2009-06-02	2011-08-16	13143	6199	6944	6944
KIMCO REALTY CORPORATION CMN-541 SH	2009-10-28	2011-08-16	9398	6942	2456	2456
ESSEX PROPERTY TRUST INC CMN-61 SH	2009-12-14	2011-08-16	8523	5107	3416	3416
CAMDEN PROPERTY TRUST CMN-245 SH	2010-05-06	2011-08-17	16425	11447	4978	4978
AMERICAN CAMPUS CMNTYS, INC CMN-1 SH	2009-08-04	2011-08-17	37	23	14	14
TANGER FACTORY OUTLET CENTERS CMN-42 SH	2010-06-16	2011-08-17	1124	879	245	245
TANGER FACTORY OUTLET CENTERS CMN-424 SH	2010-06-15	2011-08-17	11344	8938	2406	2406
AMERICAN CAMPUS CMNTYS, INC CMN-125 SH	2009-06-02	2011-08-17	4654	2835	1819	1819
BOSTON PROPERTIES INC COMMON STOCK-102 SH	2009-07-02	2011-09-16	10460	4734	5726	5726
VORNADO REALTY TRUST CMN-99 SH	2009-07-02	2011-09-16	8460	4347	4113	4113
DIGITAL REALTY TRUST, INC. CMN-33 SH	2009-08-04	2011-09-16	1873	1335	538	538
DIGITAL REALTY TRUST, INC. CMN-2 SH	2009-07-14	2011-09-16	114	72	42	42
LIBERTY PROPERTY TRUST SBI CMN-112 SH	2009-06-02	2011-09-16	3599	2696	903	903
LIBERTY PROPERTY TRUST SBI CMN-135 SH	2009-07-02	2011-09-16	4338	3039	1299	1299
HCP, INC. CMN-101 SH	2009-07-02	2011-09-23	3537	2140	1397	1397
KILROY RLTY CORP COMMON STOCK-66 SH	2009-11-02	2011-10-25	2328	1878	450	450
DIGITAL REALTY TRUST, INC. CMN-36 SH	2009-08-04	2011-10-25	2241	1456	785	785
DOUGLAS EMMETT INC. CMN-114 SH	2009-08-04	2011-10-25	2146	1211	935	935
ALEXANDRIA REAL ESTATE EQUITIES, INC.-29 SH	2009-08-04	2011-10-25	2020	1170	850	850
ALEXANDRIA REAL ESTATE EQUITIES, INC.-5 SH	2009-09-02	2011-10-25	348	259	89	89
DIGITAL REALTY TRUST, INC. CMN-104 SH	2009-08-04	2011-10-26	6315	4206	2109	2109
KIMCO REALTY CORPORATION CMN-56 SH	2010-09-14	2011-10-27	976	888	88	88
KIMCO REALTY CORPORATION CMN-64 SH	2009-12-09	2011-10-27	1116	795	321	321
KIMCO REALTY CORPORATION CMN-142 SH	2010-06-02	2011-10-27	2475	2007	468	468
MACERICH COMPANY CMN-367 SH	2010-09-16	2011-10-27	18273	15860	2413	2413
PUBLIC STORAGE CMN-55 SH	2009-06-02	2011-11-07	6802	3610	3192	3192
HCP, INC. CMN-127 SH	2009-07-02	2011-11-11	4927	2691	2236	2236
HCP, INC. CMN-120 SH	2009-08-04	2011-12-02	4573	3035	1538	1538
HCP, INC. CMN-11 SH	2009-07-02	2011-12-02	419	233	186	186
KRAFT FOODS INC. CMN CLASS A-80 SH	2009-08-04	2011-01-06	2511	2250	261	261
KRAFT FOODS INC. CMN CLASS A-95 SH	2009-04-03	2011-01-06	2982	2158	824	824
KRAFT FOODS INC. CMN CLASS A-85 SH	2009-07-02	2011-01-06	2668	2204	464	464
VISA INC. CMN CLASS A-65 SH	2010-02-02	2011-02-07	4809	5465	-656	-656
KRAFT FOODS INC. CMN CLASS A-150 SH	2009-11-16	2011-01-06	4708	4100	608	608
KRAFT FOODS INC. CMN CLASS A-153 SH	2009-10-02	2011-01-06	4802	3952	850	850
KRAFT FOODS INC. CMN CLASS A-70 SH	2009-06-02	2011-01-06	2197	1879	318	318
BAXTER INTERNATIONAL INC CMN-71 SH	2009-08-04	2011-01-25	3585	3976	-391	-391
KRAFT FOODS INC. CMN CLASS A-85 SH	2009-05-04	2011-01-06	2668	2022	646	646
HALLIBURTON COMPANY CMN-43 SH	2010-01-05	2011-01-25	1731	1337	394	394
HALLIBURTON COMPANY CMN-161 SH	2009-12-02	2011-01-25	6483	4739	1744	1744
HALLIBURTON COMPANY CMN-313 SH	2009-12-08	2011-01-25	12603	8535	4068	4068
BAXTER INTERNATIONAL INC CMN-137 SH	2009-07-02	2011-01-25	6917	7214	-297	-297
HALLIBURTON COMPANY CMN-53 SH	2009-11-06	2011-01-25	2134	1603	531	531
VISA INC. CMN CLASS A-70 SH	2009-12-02	2011-02-07	5179	5808	-629	-629
BAXTER INTERNATIONAL INC CMN-64 SH	2009-08-04	2011-02-07	3130	3584	-454	-454
BAXTER INTERNATIONAL INC CMN-131 SH	2009-10-02	2011-02-07	6407	7303	-896	-896
BAXTER INTERNATIONAL INC CMN-128 SH	2009-09-02	2011-02-07	6260	7164	-904	-904
BAXTER INTERNATIONAL INC CMN-93 SH	2009-11-06	2011-02-07	4548	5096	-548	-548
VISA INC. CMN CLASS A-70 SH	2009-10-02	2011-02-07	5179	4806	373	373
VISA INC. CMN CLASS A-24 SH	2009-08-04	2011-02-07	1776	1648	128	128
VISA INC. CMN CLASS A-69 SH	2009-11-06	2011-02-07	5105	5452	-347	-347
CISCO SYSTEMS, INC. CMN-430 SH	2009-06-02	2011-02-11	8032	8475	-443	-443
VISA INC. CMN CLASS A-68 SH	2009-09-02	2011-02-07	5031	4746	285	285
CISCO SYSTEMS, INC. CMN-195 SH	2009-10-02	2011-02-11	3643	4485	-842	-842
CISCO SYSTEMS, INC. CMN-495 SH	2009-05-04	2011-02-11	9246	9789	-543	-543
CISCO SYSTEMS, INC. CMN-210 SH	2009-04-03	2011-02-11	3923	3820	103	103
CISCO SYSTEMS, INC. CMN-485 SH	2009-07-02	2011-02-11	9060	8982	78	78
CISCO SYSTEMS, INC. CMN-425 SH	2009-09-02	2011-02-11	7939	8992	-1053	-1053
CISCO SYSTEMS, INC. CMN-475 SH	2009-08-04	2011-02-11	8873	10612	-1739	-1739
CME GROUP INC. CMN CLASS A-20 SH	2009-06-02	2011-02-15	5831	6794	-963	-963
CME GROUP INC. CMN CLASS A-14 SH	2009-08-04	2011-02-15	4082	3933	149	149
CME GROUP INC. CMN CLASS A-6 SH	2009-05-04	2011-02-15	1749	1373	376	376
CME GROUP INC. CMN CLASS A-20 SH	2009-07-02	2011-02-15	5831	6028	-197	-197
BROADCOM CORP CL-A CMN CLASS A-154 SH	2009-10-23	2011-02-24	6275	4383	1892	1892
BROADCOM CORP CL-A CMN CLASS A-241 SH	2009-11-06	2011-02-24	9820	6512	3308	3308
BROADCOM CORP CL-A CMN CLASS A-83 SH	2009-12-02	2011-02-24	3382	2541	841	841
PROCTER & GAMBLE COMPANY (THE) CMN-88 SH	2009-07-02	2011-02-25	5532	4529	1003	1003
PROCTER & GAMBLE COMPANY (THE) CMN-68 SH	2009-09-02	2011-02-25	4275	3613	662	662
PROCTER & GAMBLE COMPANY (THE) CMN-170 SH	2009-08-04	2011-02-25	10687	9465	1222	1222
PROCTER & GAMBLE COMPANY (THE) CMN-101 SH	2009-10-02	2011-03-03	6287	5708	579	579
PROCTER & GAMBLE COMPANY (THE) CMN-111 SH	2009-09-02	2011-03-03	6910	5897	1013	1013
JOHNSON & JOHNSON CMN-160 SH	2009-07-02	2011-03-10	9594	8969	625	625
JOHNSON & JOHNSON CMN-122 SH	2009-09-02	2011-03-10	7315	7292	23	23
JOHNSON & JOHNSON CMN-160 SH	2009-08-04	2011-03-10	9594	9759	-165	-165
BROADCOM CORP CL-A CMN CLASS A-141 SH	2009-12-02	2011-03-11	5672	4317	1355	1355
BROADCOM CORP CL-A CMN CLASS A-225 SH	2010-02-02	2011-03-11	9051	6203	2848	2848
TARGET CORPORATION CMN-140 SH	2009-07-02	2011-03-18	6959	5256	1703	1703
TARGET CORPORATION CMN-124 SH	2009-08-04	2011-03-18	6163	5278	885	885
MASTERCARD INCORPORATED CMN CLASS A-83 SH	2010-02-05	2011-03-24	20441	18264	2177	2177
PEOPLES UNITED FINANCIAL INC CMN-331 SH	2009-08-11	2011-03-25	4181	5572	-1391	-1391
PEOPLES UNITED FINANCIAL INC CMN-540 SH	2009-08-05	2011-03-25	6821	9162	-2341	-2341
PEOPLES UNITED FINANCIAL INC CMN-173 SH	2009-09-02	2011-03-25	2185	2712	-527	-527
PEOPLES UNITED FINANCIAL INC CMN-289 SH	2010-01-05	2011-03-25	3651	4805	-1154	-1154
PEOPLES UNITED FINANCIAL INC CMN-324 SH	2009-11-06	2011-03-25	4093	5118	-1025	-1025
BAXTER INTERNATIONAL INC CMN-118 SH	2009-12-02	2011-04-11	6390	6591	-201	-201
ST JUDE MEDICAL INC CMN-151 SH	2009-09-02	2011-04-14	7847	5714	2133	2133
BAXTER INTERNATIONAL INC CMN-81 SH	2009-12-09	2011-04-11	4386	4500	-114	-114
BAXTER INTERNATIONAL INC CMN-31 SH	2009-11-06	2011-04-11	1679	1699	-20	-20
BAXTER INTERNATIONAL INC CMN-129 SH	2009-12-02	2011-04-11	6985	7201	-216	-216
ST JUDE MEDICAL INC CMN-9 SH	2009-10-02	2011-04-14	468	342	126	126
ST JUDE MEDICAL INC CMN-81 SH	2009-07-22	2011-04-14	4209	2996	1213	1213
ST JUDE MEDICAL INC CMN-135 SH	2009-08-04	2011-04-14	7015	5233	1782	1782
MERCK & CO., INC. CMN-57 SH	2009-07-02	2011-04-18	1934	1548	386	386
MERCK & CO., INC. CMN-95 SH	2009-10-02	2011-04-18	3223	2964	259	259
MERCK & CO., INC. CMN-158 SH	2009-09-02	2011-04-18	5361	4929	432	432
MERCK & CO., INC. CMN-145 SH	2009-08-04	2011-04-18	4920	4353	567	567
BIOGEN IDEC INC. CMN-60 SH	2009-11-16	2011-04-21	6087	2803	3284	3284
BIOGEN IDEC INC. CMN-121 SH	2010-02-02	2011-04-21	12274	6453	5821	5821
BIOGEN IDEC INC. CMN-245 SH	2009-12-17	2011-04-21	24853	12140	12713	12713
CISCO SYSTEMS, INC. CMN-164 SH	2009-11-16	2011-06-08	2539	3928	-1389	-1389
CISCO SYSTEMS, INC. CMN-244 SH	2009-10-02	2011-06-08	3778	5612	-1834	-1834
CISCO SYSTEMS, INC. CMN-416 SH	2009-11-06	2011-06-08	6441	9867	-3426	-3426
CISCO SYSTEMS, INC. CMN-234 SH	2010-01-05	2011-06-08	3623	5754	-2131	-2131
CISCO SYSTEMS, INC. CMN-263 SH	2009-12-02	2011-06-08	4072	6303	-2231	-2231
ECOLAB INC CMN-259 SH	2010-02-11	2011-06-21	14185	10819	3366	3366
COSTCO WHOLESALE CORPORATION CMN-33 SH	2009-04-28	2011-06-29	2645	1572	1073	1073
COSTCO WHOLESALE CORPORATION CMN-49 SH	2009-07-02	2011-06-29	3928	2207	1721	1721
COSTCO WHOLESALE CORPORATION CMN-85 SH	2009-04-03	2011-06-29	6814	4100	2714	2714
COSTCO WHOLESALE CORPORATION CMN-115 SH	2009-05-04	2011-06-29	9218	5501	3717	3717
COSTCO WHOLESALE CORPORATION CMN-95 SH	2009-06-02	2011-06-29	7615	4707	2908	2908
OCCIDENTAL PETROLEUM CORP CMN-85 SH	2009-12-23	2011-07-12	8713	6967	1746	1746
OCCIDENTAL PETROLEUM CORP CMN-29 SH	2009-11-06	2011-07-12	2973	2319	654	654
SOUTHWESTERN ENERGY CO. CMN-237 SH	2010-04-14	2011-07-18	11177	9796	1381	1381
SOUTHWESTERN ENERGY CO. CMN-103 SH	2010-06-02	2011-07-18	4857	4028	829	829
CHARLES SCHWAB CORPORATION CMN-17 SH	2009-09-17	2011-07-19	255	304	-49	-49
CHARLES SCHWAB CORPORATION CMN-255 SH	2009-08-04	2011-07-19	3829	4570	-741	-741
CHARLES SCHWAB CORPORATION CMN-228 SH	2009-09-02	2011-07-19	3423	4016	-593	-593
CHARLES SCHWAB CORPORATION CMN-98 SH	2009-06-02	2011-07-19	1471	1789	-318	-318
PEPSICO INC CMN-100 SH	2009-10-02	2011-07-28	6428	6016	412	412
PEPSICO INC CMN-145 SH	2009-04-03	2011-07-28	9320	7605	1715	1715
CHARLES SCHWAB CORPORATION CMN-250 SH	2009-07-02	2011-07-19	3754	4251	-497	-497
PEPSICO INC CMN-105 SH	2009-08-04	2011-07-28	6749	6134	615	615
PEPSICO INC CMN-135 SH	2009-05-04	2011-07-28	8678	6647	2031	2031
PEPSICO INC CMN-105 SH	2009-06-02	2011-07-28	6749	5821	928	928
PEPSICO INC CMN-141 SH	2009-09-02	2011-07-28	9063	7900	1163	1163
COCA-COLA COMPANY (THE) CMN-64 SH	2009-08-04	2011-08-05	4218	3194	1024	1024
PEPSICO INC CMN-130 SH	2009-07-02	2011-07-28	8356	7300	1056	1056
MASTERCARD INCORPORATED CMN CLASS A-16 SH	2010-05-13	2011-08-03	5235	3802	1433	1433
MASTERCARD INCORPORATED CMN CLASS A-52 SH	2010-02-05	2011-08-03	17015	11442	5573	5573
MICROSOFT CORPORATION CMN-129 SH	2009-08-04	2011-08-05	3309	3052	257	257
MERCK & CO., INC. CMN-57 SH	2009-10-02	2011-08-05	1791	1778	13	13
MERCK & CO., INC. CMN-130 SH	2009-12-02	2011-08-05	4084	4776	-692	-692
MERCK & CO., INC. CMN-129 SH	2010-02-02	2011-08-05	4053	4927	-874	-874
COCA-COLA COMPANY (THE) CMN-88 SH	2009-07-02	2011-08-05	5800	4322	1478	1478
MERCK & CO., INC. CMN-132 SH	2009-11-06	2011-08-05	4147	4279	-132	-132
MICROSOFT CORPORATION CMN-56 SH	2009-06-02	2011-08-05	1436	1212	224	224
MICROSOFT CORPORATION CMN-480 SH	2009-07-02	2011-08-05	12311	11222	1089	1089
STAPLES, INC. CMN-160 SH	2009-08-04	2011-08-08	2132	3416	-1284	-1284
STAPLES, INC. CMN-132 SH	2009-07-24	2011-08-08	1759	2820	-1061	-1061
STAPLES, INC. CMN-555 SH	2009-07-22	2011-08-08	7395	11793	-4398	-4398
STAPLES, INC. CMN-202 SH	2009-08-27	2011-08-08	2692	4423	-1731	-1731
CHARLES SCHWAB CORPORATION CMN-201 SH	2009-10-02	2011-08-09	2556	3744	-1188	-1188
CHARLES SCHWAB CORPORATION CMN-493 SH	2009-09-17	2011-08-09	6270	8815	-2545	-2545
MORGAN STANLEY CMN-223 SH	2010-01-05	2011-08-12	3752	6969	-3217	-3217
MORGAN STANLEY CMN-147 SH	2009-06-19	2011-08-12	2473	4117	-1644	-1644
MORGAN STANLEY CMN-100 SH	2009-06-02	2011-08-12	1682	2887	-1205	-1205
MORGAN STANLEY CMN-204 SH	2009-05-18	2011-08-12	3432	5566	-2134	-2134
MORGAN STANLEY CMN-150 SH	2009-07-02	2011-08-12	2524	4109	-1585	-1585
MORGAN STANLEY CMN-137 SH	2009-09-02	2011-08-12	2305	3781	-1476	-1476
MORGAN STANLEY CMN-130 SH	2009-11-06	2011-08-12	2187	4149	-1962	-1962
MORGAN STANLEY CMN-130 SH	2009-08-04	2011-08-12	2187	3795	-1608	-1608
MORGAN STANLEY CMN-135 SH	2009-10-02	2011-08-12	2271	3941	-1670	-1670
TARGET CORPORATION CMN-181 SH	2009-09-02	2011-08-17	9304	8445	859	859
TARGET CORPORATION CMN-131 SH	2009-11-06	2011-08-17	6734	6478	256	256
TARGET CORPORATION CMN-61 SH	2009-08-04	2011-08-17	3136	2596	540	540
TARGET CORPORATION CMN-181 SH	2009-10-02	2011-08-17	9304	8367	937	937
BED BATH & BEYOND INC. CMN-199 SH	2010-04-26	2011-08-18	10188	9598	590	590
STAPLES, INC. CMN-220 SH	2009-10-02	2011-08-18	2980	4975	-1995	-1995
STAPLES, INC. CMN-219 SH	2009-12-02	2011-08-18	2966	5311	-2345	-2345
STAPLES, INC. CMN-23 SH	2010-08-02	2011-08-18	312	480	-168	-168
STAPLES, INC. CMN-238 SH	2009-09-02	2011-08-18	3223	5055	-1832	-1832
STAPLES, INC. CMN-140 SH	2009-08-27	2011-08-18	1896	3065	-1169	-1169
STAPLES, INC. CMN-214 SH	2009-11-06	2011-08-18	2898	4730	-1832	-1832
STAPLES, INC. CMN-218 SH	2010-02-02	2011-08-18	2952	5142	-2190	-2190
LOWES COMPANIES INC CMN-97 SH	2009-09-02	2011-09-01	1940	2020	-80	-80
LOWES COMPANIES INC CMN-260 SH	2009-08-04	2011-09-01	5200	5933	-733	-733
LOWES COMPANIES INC CMN-265 SH	2009-07-02	2011-09-01	5300	4993	307	307
LOWES COMPANIES INC CMN-64 SH	2009-05-04	2011-09-01	1280	1359	-79	-79
LOWES COMPANIES INC CMN-260 SH	2009-06-02	2011-09-01	5200	5301	-101	-101
XILINX INCORPORATED CMN-369 SH	2010-01-25	2011-09-02	11035	8975	2060	2060
MC DONALDS CORP CMN-5 SH	2009-11-13	2011-09-09	429	312	117	117
MC DONALDS CORP CMN-22 SH	2009-08-04	2011-09-09	1888	1214	674	674
MC DONALDS CORP CMN-62 SH	2009-10-02	2011-09-09	5320	3484	1836	1836
MC DONALDS CORP CMN-65 SH	2009-09-02	2011-09-09	5577	3583	1994	1994
MC DONALDS CORP CMN-61 SH	2009-11-06	2011-09-09	5234	3738	1496	1496
JOHNSON & JOHNSON CMN-36 SH	2009-09-02	2011-09-14	2278	2152	126	126
JOHNSON & JOHNSON CMN-155 SH	2009-10-02	2011-09-14	9808	9275	533	533
JOHNSON & JOHNSON CMN-165 SH	2009-12-08	2011-09-15	10612	10600	12	12
JOHNSON & JOHNSON CMN-151 SH	2009-12-02	2011-09-15	9712	9672	40	40
JOHNSON & JOHNSON CMN-131 SH	2009-11-06	2011-09-14	8289	7824	465	465
JOHNSON & JOHNSON CMN-8 SH	2010-01-05	2011-09-15	515	515	0	0
JOHNSON & JOHNSON CMN-17 SH	2009-11-06	2011-09-15	1093	1015	78	78
STAPLES, INC. CMN-207 SH	2010-08-30	2011-09-23	2723	3703	-980	-980
STAPLES, INC. CMN-419 SH	2010-08-02	2011-09-23	5511	8743	-3232	-3232
BED BATH & BEYOND INC. CMN-203 SH	2010-04-26	2011-10-05	11093	9791	1302	1302
AMGEN INC. CMN-389 SH	2010-06-02	2011-10-11	22183	21686	497	497
CHARLES SCHWAB CORPORATION CMN-117 SH	2009-10-02	2011-10-12	1471	2179	-708	-708
CHARLES SCHWAB CORPORATION CMN-305 SH	2009-11-06	2011-10-12	3836	5184	-1348	-1348
CHARLES SCHWAB CORPORATION CMN-310 SH	2010-02-02	2011-10-12	3899	5702	-1803	-1803
CHARLES SCHWAB CORPORATION CMN-315 SH	2009-12-02	2011-10-12	3962	5767	-1805	-1805
THERMO FISHER SCIENTIFIC INC CMN-160 SH	2009-08-04	2011-10-26	7748	7338	410	410
AVON PRODUCTS INC. CMN-26 SH	2009-06-02	2011-10-27	490	718	-228	-228
THERMO FISHER SCIENTIFIC INC CMN-50 SH	2009-10-02	2011-10-26	2421	2171	250	250
THERMO FISHER SCIENTIFIC INC CMN-49 SH	2009-07-02	2011-10-26	2373	1939	434	434
THERMO FISHER SCIENTIFIC INC CMN-161 SH	2009-09-02	2011-10-26	7797	7056	741	741
AVON PRODUCTS INC. CMN-63 SH	2009-09-02	2011-10-28	1187	1941	-754	-754
AVON PRODUCTS INC. CMN-21 SH	2009-04-03	2011-10-27	396	440	-44	-44
AVON PRODUCTS INC. CMN-125 SH	2009-05-04	2011-10-27	2356	3064	-708	-708
AVON PRODUCTS INC. CMN-99 SH	2009-06-02	2011-10-28	1865	2733	-868	-868
AVON PRODUCTS INC. CMN-140 SH	2009-07-02	2011-10-28	2637	3601	-964	-964
AVON PRODUCTS INC. CMN-105 SH	2009-08-04	2011-10-28	1978	3434	-1456	-1456
AMGEN INC. CMN-17 SH	2010-06-02	2011-10-28	984	948	36	36
TARGET CORPORATION CMN-151 SH	2009-12-02	2011-11-01	7832	7154	678	678
TARGET CORPORATION CMN-20 SH	2009-11-06	2011-11-01	1037	989	48	48
TARGET CORPORATION CMN-65 SH	2010-08-30	2011-11-01	3371	3354	17	17
TARGET CORPORATION CMN-150 SH	2010-02-02	2011-11-01	7780	7635	145	145
XILINX INCORPORATED CMN-557 SH	2010-01-25	2011-11-04	17993	13548	4445	4445
BED BATH & BEYOND INC. CMN-231 SH	2010-04-26	2011-11-11	14003	11141	2862	2862
BED BATH & BEYOND INC. CMN-86 SH	2010-06-30	2011-11-22	5051	3251	1800	1800
BED BATH & BEYOND INC. CMN-65 SH	2010-04-26	2011-11-22	3817	3135	682	682
ORACLE CORPORATION CMN-217 SH	2009-07-02	2011-11-23	6341	4574	1767	1767
ORACLE CORPORATION CMN-280 SH	2009-06-02	2011-11-23	8182	5676	2506	2506
BED BATH & BEYOND INC. CMN-217 SH	2010-06-30	2011-11-30	13171	8202	4969	4969
BED BATH & BEYOND INC. CMN-144 SH	2010-11-03	2011-11-30	8740	6339	2401	2401
ST JUDE MEDICAL INC CMN-175 SH	2009-10-22	2011-12-06	6431	6029	402	402
ST JUDE MEDICAL INC CMN-133 SH	2009-10-02	2011-12-06	4888	5059	-171	-171
MC DONALDS CORP CMN-149 SH	2009-11-13	2011-12-07	14299	9303	4996	4996
JOHNSON & JOHNSON CMN-109 SH	2010-01-05	2011-12-07	6994	7014	-20	-20
JOHNSON & JOHNSON CMN-116 SH	2010-08-30	2011-12-07	7443	6677	766	766
MICROSOFT CORPORATION CMN-22 SH	2009-11-16	2011-12-07	562	655	-93	-93
MICROSOFT CORPORATION CMN-423 SH	2009-09-02	2011-12-07	10809	10139	670	670
JOHNSON & JOHNSON CMN-79 SH	2010-02-02	2011-12-07	5069	4967	102	102
MICROSOFT CORPORATION CMN-276 SH	2009-08-04	2011-12-07	7053	6530	523	523
MICROSOFT CORPORATION CMN-419 SH	2009-10-02	2011-12-07	10707	10368	339	339
JOHNSON & JOHNSON CMN-125 SH	2010-11-03	2011-12-07	8020	8003	17	17
MICROSOFT CORPORATION CMN-332 SH	2009-11-06	2011-12-07	8484	9439	-955	-955
JOHNSON & JOHNSON CMN-98 SH	2010-12-02	2011-12-07	6288	6138	150	150
COMCAST CORPORATION PFD USD1.6562(6.62%) --8000 SH	2007-05-03	2011-05-19	207356	200000	7356	7356
CBS CORPORATION PFD USD0.0000(0.00%)-3000 SH	2007-04-16	2011-05-19	76475	76767	-292	-292
CREDIT SUISSE (GUERNSEY) PFD USD1.9750(7.90%) BRH CAP NT TIER 1-8000 SH	2008-03-25	2011-05-19	219194	200000	19194	19194
CITIGROUP CAPITAL TRUST IX PFD 6% TR PFD 02/14/2033-3000 SH	2008-04-28	2011-05-19	70488	62300	8188	8188
CITIGROUP CAPITAL TRUST IX PFD 6% TR PFD 02/14/2033-2017 SH	2006-01-05	2011-05-19	47392	49516	-2124	-2124
JPMORGAN CHASE & CO. PFD USD2.1562(8.62%) SERIES J DEPOSITARY SHS REPSTG 1/4	2008-08-14	2011-05-19	219516	200000	19516	19516
NATL CITY CAP TR III PFD USD0.0000(0.00%) --6000 SH	2007-05-18	2011-05-19	153537	150000	3537	3537
CITIGROUP CAPITAL TRUST IX PFD 6% TR PFD 02/14/2033-136 SH	2008-04-25	2011-05-19	3195	2755	440	440
CITIGROUP CAPITAL TRUST IX PFD 6% TR PFD 02/14/2033-1000 SH	2006-05-16	2011-05-19	23496	23047	449	449
USB CAPITAL VIII 6.35% 12/29/2065 TR PFD SECS-4000 SH	2005-12-21	2011-05-19	100808	100000	808	808
ROYAL BANK OF SCOTLAND PLC 6.40% PFD ADR SER M PERPETUAL-3000 SH	2006-01-06	2011-05-19	56206	78474	-22268	-22268
PFD 6.0000 08/25/2035 PFD 6.0000 08/25/2035 SERIES Z SERIES Z BEO-2000 SH	2006-01-05	2011-05-19	48096	50122	-2026	-2026
PFD 6.0000 08/25/2035 PFD 6.0000 08/25/2035 SERIES Z SERIES Z BEO-1000 SH	2006-05-16	2011-05-19	24048	22992	1056	1056
USB CAPITAL VIII 6.35% 12/29/2065 TR PFD SECS-1000 SH	2006-05-16	2011-05-19	25202	23533	1669	1669
AT&T INC. PFD USD0.0000(0.00%)-2000 SH	2007-02-06	2011-05-19	53307	50000	3307	3307
ROYAL BK OF SCOTLAND GRP PLC PFD USD1.5313(6.13%) SERIES R BEO-2000 SH	2006-12-14	2011-05-19	35971	50000	-14029	-14029
AT&T INC. PFD USD0.0000(0.00%)-4000 SH	2007-04-16	2011-05-19	106614	103136	3478	3478
GENERAL ELECTRIC CAPITAL CORP PFD USD1.5000(6.00%)-4000 SH	2007-04-17	2011-05-19	102362	100000	2362	2362
GENERAL ELECTRIC CAPITAL CORP PFD USD1.5000(6.00%)-2000 SH	2008-04-25	2011-05-19	51181	50780	401	401
MORGAN STANLEY CAPITAL PFD 6.45 4/15/2067 SER VIII .-8000 SH	2007-04-19	2011-05-19	198045	200000	-1955	-1955
MERRILL LYNCH CAPITAL TRUST I PFD 6.450 06/15/2087 - --8000 SH	2007-04-25	2011-05-19	193975	200000	-6025	-6025
WACHOVIA CAPITAL TRUST IX PFD 6.375% 06/15/2047-8000 SH	2007-05-01	2011-05-19	202562	200000	2562	2562
WELLS FARGO CAPITAL XI PFD USD1.5625(6.25%)-8000 SH	2007-05-16	2011-05-19	203280	200000	3280	3280
CAISSE D'AMORTISSEMENT DE LA D 5.25% 11/02/2016-100000 SH	2009-09-22	2011-09-14	117340	107321	10019	10019
CAISSE D'AMORTISSEMENT DE LA D 5.25% 11/02/2016-100000 SH	2010-07-26	2011-09-14	117340	112515	4825	4825
MORGAN STANLEY 2.0% 09/22/2011 SR LIEN-250000 SH	2009-03-10	2011-09-22	250000	250000	0	0
INTL FIN FAC FOR IMMUN CO 5.0% 11/14/2011 PVT REGS-400000 SH	2009-06-03	2011-11-14	400000	400000	0	0
COUNCIL OF EUROPE DEVELOPMENT 5.125% 04/20/2017-200000 SH	2009-06-10	2011-11-29	229960	204905	25055	25055
KELLOGG COMPANY 4.45% 05/30/2016 SR LIEN-500000 SH	2009-07-02	2011-11-04	559700	504626	55074	55074
VERIZON COMMUNICATIONS, INC. 7.375% 09/01/2012 USD-400000 SH	2009-06-03	2011-11-28	420976	412498	8478	8478
COUNCIL OF EUROPE DEVELOPMENT 5.125% 04/20/2017-300000 SH	2009-07-07	2011-11-29	344940	316116	28824	28824
EIB 4.875% 01/17/2017 JJ SR LIEN-250000 SH	2009-03-11	2011-11-29	282938	260196	22742	22742
KFW 4.5% 07/16/2018 JJ-200000 SH	2009-06-10	2011-12-08	229906	197800	32106	32106
EIB 3.0% 04/08/2014 AO-200000 SH	2009-06-10	2011-12-01	207300	197960	9340	9340
CAPITAL GAINS DIVIDENDS			34421		34421	34421	P

Field	Value	IRS element (for citing)
Capital Gain Net Income	421728	CapitalGainNetIncome

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Field	Value	IRS element (for citing)
Liable For4942 Tax	0	LiableFor4942Tax
Qualifying Distributions Year1	2453574	QualifyingDistributionsYear1
Noncharitable Assets Year1	50906817	NoncharitableAssetsYear1
Distribution Ratio Year1	0.048197	DistributionRatioYear1
Qualifying Distributions Year2	2848114	QualifyingDistributionsYear2
Noncharitable Assets Year2	49778733	NoncharitableAssetsYear2
Distribution Ratio Year2	0.057215	DistributionRatioYear2
Qualifying Distributions Year3	2464948	QualifyingDistributionsYear3
Noncharitable Assets Year3	58446689	NoncharitableAssetsYear3
Distribution Ratio Year3	0.042174	DistributionRatioYear3
Qualifying Distributions Year4	849235	QualifyingDistributionsYear4
Noncharitable Assets Year4	52260415	NoncharitableAssetsYear4
Distribution Ratio Year4	0.016250	DistributionRatioYear4
Qualifying Distributions Year5	676500	QualifyingDistributionsYear5
Noncharitable Assets Year5	13452517	NoncharitableAssetsYear5
Distribution Ratio Year5	0.050288	DistributionRatioYear5
Total Distribution Ratio	0.214124	TotalDistributionRatio
Average Distribution Ratio	0.042825	AverageDistributionRatio
Net Noncharitable Assets	51470915	NetNoncharitableAssets
Adjusted Noncharitable Assets	2204242	AdjustedNoncharitableAssets
One Percent Net Investment Income	14360	OnePercentNetInvestmentIncome
Adj Nonchrtbl Assets And One	2218602	AdjNonchrtblAssetsAndOnePct
Qualifying Distributions	2516546	QualifyingDistributions

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Field	Value	IRS element (for citing)
Domestic Org Meeting Sect4940e	X	DomesticOrgMeetingSect4940e
Investment Income Excise Tax	14360	InvestmentIncomeExciseTax
Tax Under Section511	0	TaxUnderSection511
Subtotal	14360	Subtotal
Subtitle A Tax	0	SubtitleATax
Tax Based On Investment Income	14360	TaxBasedOnInvestmentIncome
Est Tax Payments And Overpayment	32701	EstTaxPaymentsAndOverpayment
Total Credits And Payments	32701	TotalCreditsAndPayments
Penalty For Underpayment	24	PenaltyForUnderpayment
Overpayment	18317	Overpayment
Amount Credited To Next Year	18317	AmountCreditedToNextYear
Amount To Be Refunded	0	AmountToBeRefunded

Statements Regarding Activities StatementsRegardingActivities

Field	Value	IRS element (for citing)
Legislative Political Activities	0	LegislativePoliticalActivities
More Than100 Spent	0	MoreThan100Spent
Form1120 POL Filed	0	Form1120POLFiled
Sect4955 Tax On Organization	0	Sect4955TaxOnOrganization
Sect4955 Tax On Managers	0	Sect4955TaxOnManagers
Reimbursement Of Tax	0	ReimbursementOfTax
Activities Not Prev Reported	0	ActivitiesNotPrevReported
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylaws
Unrelated Bus Income Over1000	0	UnrelatedBusIncomeOver1000
Termination Etc	0	TerminationEtc
Requirements Of Sect508e	1	RequirementsOfSect508e
At Least5000 In Assets	1	AtLeast5000InAssets
States Filed With	WI	StatesFiledWith
States Filed With	KY	StatesFiledWith
Form990 PF Filed With AG	1	Form990PFFiledWithAG
Private Operating Foundation	0	PrivateOperatingFoundation
New Substantial Contributors	0	NewSubstantialContributors
Interest In Controlled Entity	0	InterestInControlledEntity
Applicable Insurance Contract	0	ApplicableInsuranceContract
Comply With Public Inspection Rqr	1	ComplyWithPublicInspectionRqr
Website Address	N/A	WebsiteAddress
Books In Care Of Person Name	DOREEN HAHN	BooksInCareOfPersonName
Books In Care Of Phone Number	2705348930	BooksInCareOfPhoneNumber

Books In Care Of US Address BooksInCareOfUSAddress

Field	Value	IRS element (for citing)
Address Line1	4975 ALBEN BARKLEY DRIVE SUITE 2	AddressLine1
City	PADUCAH	City
State	KY	State
ZIP Code	42001	ZIPCode

Field	Value	IRS element (for citing)
Foreign Bank	0	ForeignBank

Statements Regarding Acty4720 StatementsRegardingActy4720

Field	Value	IRS element (for citing)
Sale Or Exchange With Dsqfly Person	0	SaleOrExchangeWithDsqflyPerson
Borrow Or Lend With Dsqfly Person	0	BorrowOrLendWithDsqflyPerson
Furnished Goods With Dsqfly Person	0	FurnishedGoodsWithDsqflyPerson
Pay Compensation To Dsqfly Person	1	PayCompensationToDsqflyPerson
Transfer Assets To Dsqfly Person	0	TransferAssetsToDsqflyPerson
Payment To Government Offical	0	PaymentToGovernmentOffical
Acts Fail To Qualify As Exceptions	0	ActsFailToQualifyAsExceptions
Uncorrected Prior Acts	0	UncorrectedPriorActs
Undistributed Income Prior Years	0	UndistributedIncomePriorYears
Business Holdings	0	BusinessHoldings
Jeopardy Investments	0	JeopardyInvestments
Uncorrected Jeopardy Investments	0	UncorrectedJeopardyInvestments
Influence Legislation	0	InfluenceLegislation
Influence Election	0	InfluenceElection
Grants To Individuals	0	GrantsToIndividuals
Grants To Organizations	0	GrantsToOrganizations
Noncharitable Purpose	0	NoncharitablePurpose
Rcv Funds To Pay Prsnl Bnft Contract	0	RcvFundsToPayPrsnlBnftContract
Pay Premiums Prsnl Bnft Contract	0	PayPremiumsPrsnlBnftContract
Prohibited Tax Shelter Transactn	0	ProhibitedTaxShelterTransactn

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (3 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
RAY A ECKSTEIN
P O BOX 7606	PADUCAH	KY	420027606	TRUSTEE	10.00	0	0	0
KATHRYN A ECKSTEIN
P O BOX 7606	PADUCAH	KY	420027606	TRUSTEE	1.00	0	0	0
CYNTHIA L ERICKSON
P O BOX 7606	PADUCAH	KY	420027606	TRUSTEE	1.00	0	0	0

Compensation Of Highest Paid Empl CompensationOfHighestPaidEmpl

Field	Value	IRS element (for citing)
Name	DOREEN M HAHN	Name

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	P O BOX 7606	AddressLine1
City	PADUCAH	City
State	KY	State
ZIP Code	42001	ZIPCode

Field	Value	IRS element (for citing)
Title	OPERATIONS MGR	Title
Average Hours Per Week	30.00	AverageHoursPerWeek
Compensation	92960	Compensation
Employee Benefits	2789	EmployeeBenefits
Expense Account	0	ExpenseAccount

Field	Value	IRS element (for citing)
Tot Number Of Oth Empl Paid Over50k	0	TotNumberOfOthEmplPaidOver50k
Comp Of Hghst Paid Cntrct NONE	NONE	CompOfHghstPaidCntrctNONE
Tot Number Of Cntrct Paid Over50k	0	TotNumberOfCntrctPaidOver50k

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Field	Value	IRS element (for citing)
Total	0	Total

Minimum Investment Return MinimumInvestmentReturn

Field	Value	IRS element (for citing)
Avg Monthly FMV Of Securities	52041051	AvgMonthlyFMVOfSecurities
Avg Monthly Cash Balances	213685	AvgMonthlyCashBalances
FMV All Other Noncharitable Assets	0	FMVAllOtherNoncharitableAssets
Total FMV Of Unused Assets	52254736	TotalFMVOfUnusedAssets
Reduction Claimed	0	ReductionClaimed
Acquisition Indebtedness	0	AcquisitionIndebtedness
Adj Total FMV Of Unused Assets	52254736	AdjTotalFMVOfUnusedAssets
Cash Deemed Charitable	783821	CashDeemedCharitable
Net Noncharitable Assets	51470915	NetNoncharitableAssets
Minimum Investment Return	2573546	MinimumInvestmentReturn

Distributable DistributableAmount

Field	Value	IRS element (for citing)
Minimum Investment Return	2573546	MinimumInvestmentReturn
Tax Based On Investment Income	14360	TaxBasedOnInvestmentIncome
Total Tax	14360	TotalTax
Distributable Amount Before Adj	2559186	DistributableAmountBeforeAdj
Recoveries Qlfy Distributions	0	RecoveriesQlfyDistributions
Distributable Amount Before Ded	2559186	DistributableAmountBeforeDed
Deduction Fr Distributable	$0	DeductionFrDistributableAmount
Distributable Amount As Adjusted	2559186	DistributableAmountAsAdjusted

Qualifying Distributions QualifyingDistributions

Field	Value	IRS element (for citing)
Expenses And Contributions	2516546	ExpensesAndContributions
Program Related Investments Total	0	ProgramRelatedInvestmentsTotal
Qualifying Distributions	2516546	QualifyingDistributions
One Pct Sect4940e Org Net Invst Incm	14360	OnePctSect4940eOrgNetInvstIncm
Adj Qualifying Distributions	2502186	AdjQualifyingDistributions

Undistributed Income UndistributedIncome

Field	Value	IRS element (for citing)
Distributable Amount As Adjusted	2559186	DistributableAmountAsAdjusted
Undistributed Income Prior Year	2427990	UndistributedIncomePriorYear
Total For Prior Years	0	TotalForPriorYears
Total Excess Distri Carryover	0	TotalExcessDistriCarryover
Qualifying Distributions	2516546	QualifyingDistributions
Applied To Year1	2427990	AppliedToYear1
Applied To Prior Years	0	AppliedToPriorYears
Treated As Distri From Corpus	0	TreatedAsDistriFromCorpus
Applied To Current Year	88556	AppliedToCurrentYear
Remaining Distri From Corpus	0	RemainingDistriFromCorpus
Excess Distri Cyov App CY Corpus	0	ExcessDistriCyovAppCYCorpus
Excess Distri Cyov Applied CY	0	ExcessDistriCyovAppliedCY
Total Corpus	0	TotalCorpus
Prior Year Undistributed Income	0	PriorYearUndistributedIncome
Prior Year Deficiency Or Tax	0	PriorYearDeficiencyOrTax
Taxable Amount1	0	TaxableAmount1
Taxable Amount2	0	TaxableAmount2
Undistributed Income CY	2470630	UndistributedIncomeCY
Distri From Corpus170b1 E Or4942g3	0	DistriFromCorpus170b1EOr4942g3
Excess Distri Cyov From Year5	0	ExcessDistriCyovFromYear5
Excess Distri Cyov To Next Year	0	ExcessDistriCyovToNextYear

Supplementary Information SupplementaryInformation

Field	Value	IRS element (for citing)
Contributing Manager	RAY A ECKSTEIN	ContributingManager
Contributing Manager	KATHRYN A ECKSTEIN	ContributingManager

Appication Submission Info AppicationSubmissionInfo

Field	Value	IRS element (for citing)
Recipient Name	DOREEN HAHN	RecipientName

Recipient US Address RecipientUSAddress

Field	Value	IRS element (for citing)
Address Line1	P O BOX 7606	AddressLine1
City	PADUCAH	City
State	KY	State
ZIP Code	420027606	ZIPCode

Field	Value	IRS element (for citing)
Recipient Phone Number	2705348930	RecipientPhoneNumber
Form And Info And Materials	FOR 2012 THE FOUNDATION HAS ENTERED INTO COMMITTMENTS THAT HAVE CAUSED ALL OF ITS AVAILABLE GRANT FUNDS TO BE FULLY UTILIZED. SUBMIT REQUESTS FOR 2013 FUNDING IN WRITING & INCLUDE IRS DETERMINATION LETTER.	FormAndInfoAndMaterials
Submission Deadlines	FOR 2013 FUNDING, THE FOUNDATION WILL CONSIDER APPLICATIONS BEGINNING IN OCTOBER 2012.	SubmissionDeadlines
Restrictions On Awards	EMPHASIS IS PLACED ON (A) CATHOLIC CHURCH AFFILIATED ORGANIZATIONS, AND (B) EDUCATIONAL, MISSIONARY AND MINISTRY PROGRAMS (CATHOLIC AND NON-CATHOLIC). GRANTS AND AWARDS ARE NOT, HOWEVER, STRICTLY LIMITED TO THESE KINDS OF INSTITUTIONS OR CHARITABLE FIELDS.	RestrictionsOnAwards

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (21 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
AMERICAN CANCER SOCIETY
135 CASCADE DRIVE	PADUCAH	KY	42001	NONE	PUBLIC CHARITY	PUBLIC HEALTH & SAFETY	$1,000
CLARKE UNIVERSITY
1550 CLARKE DRIVE	DUBUQUE	IA	52001	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$7,500
COMMUNITY MINISTRIES INC
PO BOX 1252	PADUCAH	KY	42001	NONE	PUBLIC CHARITY	INDIGENT CARE	$20,000
FOOD FOR THE POOR INC
6401 LYONS ROAD	COCONUT CREEK	FL	33097	NONE	PUBLIC CHARITY	INDIGENT CARE	$1,000
GRANT COUNTY CENTER ON AGING
8820 HWY 35/61 SOUTH	LANCASTER	WI	53813	NONE	PUBLIC CHARITY	PUBLIC HEALTH & SAFETY	$20,000
GRANT COUNTY FAIR ASSOCIATION
12722 COUNTY ROAD V	GLEN HAVEN	WI	53810	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$30,000
GRANT COUNTY SHERIFF'S DEPARTMENT
PO BOX 506	LANCASTER	WI	53813	NONE	PUBLIC CHARITY	PUBLIC SAFETY	$10,000
INHEALTH COMMUNITY WELLNESS FREE CLINIC
109 EAST BLUFF STREET	BOSCOBEL	WI	53805	NONE	PUBLIC CHARITY	INDIGENT CARE	$10,000
KNIGHTS OF COLUMBUS
PO BOX 767	CALVERT CITY	KY	42029	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$2,000
LAKE COUNTRY CARING INC
P O BOX 591	HARTLAND	WI	53029	NONE	PUBLIC CHARITY	INDIGENT CARE	$10,000
LOURDES FOUNDATION INC
1530 LONE OAK ROAD	PADUCAH	KY	42001	NONE	PUBLIC CHARITY	TO IMPROVE HEALTH CARE	$200,000
LUTHER COLLEGE
700 COLLEGE DRIVE	DECORAH	IA	52101	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$7,500
MARQUETTE UNIVERSITY
P O BOX 1881	MILWAUKEE	WI	532011881	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$2,000,000
MILWAUKEE SCHOOL OF ENGINEERING
1025 N BROADWAY	MILWAUKEE	WI	532023109	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$5,000
SALVATION ARMY OF PADUCAH
P O BOX 569	PADUCAH	KY	420020569	NONE	PUBLIC CHARITY	INDIGENT CARE	$20,000
SCHOOL DISTRICT OF CASSVILLE
715 E AMELIA STREET	CASSVILLE	WI	53806	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$15,000
SCHOOLS FOR HAITI INC
301 WIOTA STREET	CASSVILLE	WI	53806	NONE	PUBLIC CHARITY	RELIGIOUS MISSION WORK	$5,000
ST SCHOLASTICA ACADEMY
7416 NORTH RIDGE BOULEVARD	CHICAGO	IL	60645	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$40,000
STONEHILL FRANCISCAN SERVICES
3485 WINDSOR AVENUE	DUBUQUE	IA	52001	NONE	PUBLIC CHARITY	TO IMPROVE HEALTH CARE	$10,000
UNIVERSITY OF WI-MADISON
333 EAST CAMPUS MALL 10501	MADISON	WI	53715	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$2,500
UNIVERSITY OF WI-PLATTEVILLE
ONE UNIVERSITY PLAZA	PLATTEVILLE	WI	53818	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$20,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Paid During Year	2436500	TotGrantOrContriPaidDuringYear

Grant Or Contri Approved For Future GrantOrContriApprovedForFuture (9 entries)

Address Line1RecipientUSAddress/AddressLine1	CityRecipientUSAddress/City	StateRecipientUSAddress/State	ZIP CodeRecipientUSAddress/ZIPCode	Recipient RelationshipRecipientRelationship	Recipient Foundation StatusRecipientFoundationStatus	Purpose Of Grant Or ContributionPurposeOfGrantOrContribution	AmountAmount
CASSVILLE SCHOOL DISTRICT SCHOLARSHIP
715 E AMELIA STREET	CASSVILLE	WI	53806	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$62,500
COMMUNITY MINISTRIES INC
P O BOX 1252	PADUCAH	KY	420021252	NONE	PUBLIC CHARITY	INDIGENT CARE	$20,000
GRANT COUNTY CENTER ON AGING
8820 HWY 35/61 SOUTH	LANCASTER	WI	53813	NONE	PUBLIC CHARITY	PUBLIC HEALTH & SAFETY	$20,000
GRANT COUNTY FAIR ASSOCIATION
111 S JEFFERSON STREET	LANCASTER	WI	53813	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$120,000
KNIGHTS OF COLUMBUS
PO BOX 767	CALVERT CITY	KY	42029	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$2,000
LOURDES FOUNDATION INC
1530 LONE OAK ROAD	PADUCAH	KY	42001	NONE	PUBLIC CHARITY	TO IMPROVE HEALTH CARE	$200,000
MARQUETTE UNIVERSITY
P O BOX 1881	MILWAUKEE	WI	532011881	NONE	PUBLIC CHARITY	TO ENHANCE EDUCATION	$29,500,000
SALVATION ARMY OF PADUCAH
P O BOX 569	PADUCAH	KY	420020569	NONE	PUBLIC CHARITY	INDIGENT CARE	$120,000
STONEHILL FRANCISCAN SERVICES
3485 WINDSOR AVENUE	DUBUQUE	IA	52001	NONE	PUBLIC CHARITY	TO IMPROVE HEALTH CARE	$90,000

Field	Value	IRS element (for citing)
Tot Grant Or Contri Approved Future	30134500	TotGrantOrContriApprovedFuture

Analysis Income Producing Acty AnalysisIncomeProducingActy

Int On Savings And Temp Cash Invst IntOnSavingsAndTempCashInvst

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$152	ExclusionAmount

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Field	Value	IRS element (for citing)
Exclusion Code	14	ExclusionCode
Exclusion	$1,339,629	ExclusionAmount

Other Investment Income Part VII OtherInvestmentIncomePartVII

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$36	ExclusionAmount

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Field	Value	IRS element (for citing)
Exclusion Code	18	ExclusionCode
Exclusion	$421,728	ExclusionAmount

Subtotals Part XVIA SubtotalsPartXVIA

Field	Value	IRS element (for citing)
Unrelated Business Income	$0	UnrelatedBusinessIncomeAmount
Exclusion	$1,761,545	ExclusionAmount
Related Or Exempt Function Income	0	RelatedOrExemptFunctionIncome

Field	Value	IRS element (for citing)
Total Part XVIA	1761545	TotalPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Noncharitable EO	0	TrnsfrOfCashToNoncharitableEO
Trnsfr Oth Assets Noncharitable EO	0	TrnsfrOthAssetsNoncharitableEO
Sales Or Exchanges Of Assets	0	SalesOrExchangesOfAssets
Purchase Assets Noncharitable EO	0	PurchaseAssetsNoncharitableEO
Rental Of Facilities Etc	0	RentalOfFacilitiesEtc
Reimbursement Arrangements	0	ReimbursementArrangements
Loans Or Loan Guarantees	0	LoansOrLoanGuarantees
Performance Of Services Etc	0	PerformanceOfServicesEtc
Sharing Of Facilities Etc	0	SharingOfFacilitiesEtc
Relationships Noncharitable E Os	0	RelationshipsNoncharitableEOs

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (25 entries)

Name Of BondNameOfBond	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
MERCK & CO., INC. 5.0% 06/30/2019 USD SR LIEN M-W+20.00BP-500000 SH	589635	589635
WAL-MART STORES, INC. 4.5% 07/01/2015 USD-150000 SH	171357	171357
WAL-MART STORES, INC. 5.8% 02/15/2018-200000 SH	249548	249548
ABBOTT LABORATORIES 5.875% 05/15/2016-200000 SH	236123	236123
AMERISOURCEBERGEN CORP 3.5% 11/15/2021 SR LIEN M-W+25.00BP-475000 SH	489953	489953
AMGEN INC. 2.5% 11/15/2016 SR LIEN M-W+25.00BP-400000 SH	406213	406213
AMGEN INC. 4.85% 11/18/2014 USD-200000 SH	217911	217911
BAXTER INTERNATIONAL INC. CPN 4.6250 03/15/2015-650000 SH	727648	727648
CBS CORPORATION 5.75% 04/15/2020 SR LIEN M-W+30.00BP-400000 SH	454568	454568
CITIGROUP FUNDING INC. 2.125% 07/12/2012-150000 SH	153026	153026
COUNCIL OF EUROPE DEVELOPMENT 4.25% 04/22/2013 USD-250000 SH	267094	267094
CVS CAREMARK CORPORATION 6.6% 03/15/2019 M-W+50.00BP-225000 SH	277145	277145
DIRECTV HOLDINGS LLC 3.55% 03/15/2015 M-W+20.00BP-525000 SH	551944	551944
FFCB 4.875000% 12/16/2015 JD-450000 SH	520003	520003
JOHNSON & JOHNSON 3.8% 05/15/2013 USD-500000 SH	526223	526223
KFW 5.125% 03/14/2016 MS-500000 SH	586040	586040
KRAFT FOODS INC. 6.0% 02/11/2013 SR LIEN-400000 SH	430749	430749
OMNICOM GROUP INC. 6.25% 07/15/2019 M-W+45.00BP-450000 SH	525946	525946
ONTARIO (PROVINCE OF) 3.15% 12/15/2017-975000 SH	1035197	1035197
PFIZER INC. 5.35% 03/15/2015 SR LIEN M-W+50.00BP-500000 SH	573471	573471
PROCTER & GAMBLE COMPANY (THE) 4.95% 08/15/2014 USD-500000 SH	564125	564125
THE KROGER CO. 6.4% 08/15/2017 SR LIEN M-W+25.00BP-300000 SH	364049	364049
THE WALT DISNEY COMPANY MTN 6.375% 03/01/2012 USD-100000 SH	103008	103008
UNITED TECHNOLOGIES CORP 4.875% 05/01/2015 M-W+15.00BP-500000 SH	565723	565723
VODAFONE GROUP PLC 4.15% 06/10/2014 SR LIEN M-W+30.00BP-400000 SH	425092	425092

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (192 entries)

Name Of StockNameOfStock	EOY Book ValueEOYBookValue	EOYFMVEOYFMV
ALEXANDRIA REAL ESTATE EQUITIES, INC.-562 SH	38761	38761
ALTRIA GROUP, INC. CMN-3574 SH	105969	105969
AMERICAN CAMPUS CMNTYS, INC CMN-851 SH	35708	35708
AMERICAN RAILCAR INDUSTRIES, I CMN-1590 SH	38049	38049
APPLE, INC. CMN-256 SH	103680	103680
APPLE, INC. CMN-749 SH	303345	303345
BROOKDALE SENIOR LIVING, INC. CMN-646 SH	11234	11234
CASEY'S GENERAL STORES,INC CMN-590 SH	30391	30391
CBL & ASSOC PROPERTIES, INC. CMN-1424 SH	22357	22357
CF INDUSTRIES HOLDINGS, INC. CMN-500 SH	72490	72490
COPA HOLDINGS, S.A. CMN CLASS A-2050 SH	120274	120274
DIAMOND OFFSHORE DRILLING, INC CMN-1274 SH	70401	70401
DIGITAL REALTY TRUST, INC. CMN-697 SH	46469	46469
DISCOVERY COMMUNICATIONS, INC. CMN SERIES A-518 SH	21222	21222
FEDERATED INVESTORS, INC. CMN CLASS B-8781 SH	133032	133032
FOOT LOCKER, INC. CMN-1825 SH	43508	43508
GOOGLE, INC. CMN CLASS A-269 SH	173747	173747
HCP, INC. CMN-2184 SH	90483	90483
HUDSON PACIFIC PROPERTIES, INC CMN-1709 SH	24199	24199
INVESTORS BANCORP, INC. CMN-2800 SH	37744	37744
MARRIOTT INTERNATIONAL, INC. CMN CLASS A-2353 SH	68637	68637
NATIONAL OILWELL VARCO, INC. COMMON STOCK CMN-333 SH	22641	22641
NETAPP, INC. CMN-2099 SH	76131	76131
OLYMPIC STEEL, INC. CMN-840 SH	19589	19589
PRAXAIR, INC CMN SERIES-1011 SH	108076	108076
RABOBANK NEDERLAND, UTRECHT LINKED TO TOPIX 0% DUE 06/11/2012 STRUCTURED NO	404344	404344
ROSS STORES,INC CMN-1060 SH	50382	50382
SALESFORCE.COM, INC CMN-376 SH	38149	38149
SCHNITZER STEEL INDUSTRIES,INC CLASS A-500 SH	21140	21140
STANCORP FINANCIAL CORP, INC. CMN-610 SH	22418	22418
VAIL RESORTS, INC. CMN-1130 SH	47867	47867
VENTAS, INC. CMN-1842 SH	101549	101549
WADDELL & REED FIN., INC. CLASS A COMMON-5850 SH	144905	144905
YUM BRANDS, INC. CMN-404 SH	23840	23840
YUM BRANDS, INC. CMN-905 SH	53404	53404
ABBOTT LABORATORIES CMN-1556 SH	87494	87494
ACCENTURE PLC CMN-728 SH	38751	38751
AFLAC INCORPORATED CMN-3565 SH	154222	154222
AMAZON.COM INC CMN-514 SH	88973	88973
AMERICAN EXPRESS CO. CMN-1852 SH	87359	87359
AMERICAN TOWER CORPORATION CMN CLASS A-2556 SH	153386	153386
AMPHENOL CORP CL-A (NEW) CMN CLASS A-1585 SH	71943	71943
ANALOGIC CORP (NEW) CMN-600 SH	34392	34392
APACHE CORP. CMN-843 SH	76359	76359
AVALONBAY COMMUNITIES INC CMN-603 SH	78752	78752
AVNET INC. CMN-1585 SH	49278	49278
AVON PRODUCTS INC. CMN-2838 SH	49580	49580
BANK OF AMERICA CORPORATION 3.125% 06/15/2012 SR LIEN-300000 SH	304452	304452
BAXTER INTERNATIONAL INC CMN-808 SH	39980	39980
BOSTON PROPERTIES INC COMMON STOCK-776 SH	77290	77290
BRANDYWINE REALTY TRUST NEW CMN-1555 SH	14773	14773
BROOKFIELD OFFICE PROP INC CMN-1908 SH	29841	29841
CABOT OIL & GAS CORPORATION CMN-615 SH	46679	46679
CAMDEN PROPERTY TRUST CMN-832 SH	51784	51784
CAMERON INTERNATIONAL CORP CMN-917 SH	45107	45107
CAMPBELL SOUP CO CMN-2425 SH	80607	80607
CAPITALSOURCE INC. CMN-2185 SH	14640	14640
CARRIZO OIL & GAS INC CMN-1550 SH	40843	40843
CBRE GROUP INC CMN-3593 SH	54685	54685
CHEVRON CORPORATION CMN-825 SH	87780	87780
CHICO'S FAS INC CMN-2680 SH	29855	29855
CLIFFS NATURAL RESOURCES INC. CMN-1495 SH	93213	93213
CME GROUP INC. CMN CLASS A-300 SH	73101	73101
COACH INC CMN-1935 SH	118112	118112
COCA-COLA COMPANY (THE) CMN-679 SH	47510	47510
COLGATE-PALMOLIVE CO CMN-769 SH	71048	71048
CORE LABORATORIES N.V. CMN-871 SH	99250	99250
CORE MARK HLDG CO INC CMN-925 SH	36630	36630
CORNING INCORPORATED CMN-3743 SH	48584	48584
COSTCO WHOLESALE CORPORATION CMN-1421 SH	118398	118398
CROWN CASTLE INTL CORP COMMON STOCK-2348 SH	105190	105190
CUMMINS INC COMMON STOCK-852 SH	74993	74993
DANAHER CORPORATION CMN-1395 SH	65621	65621
DDR CORP CMN-1897 SH	23086	23086
DEERE & COMPANY CMN-3500 SH	270725	270725
DELTIC TIMBER CORP CMN-875 SH	52841	52841
DENBURY RESOURCES INC CMN-2230 SH	33673	33673
DEVON ENERGY CORPORATION (NEW) CMN-1005 SH	62310	62310
DIAMONDROCK HOSPITALITY CO CMN-1420 SH	13689	13689
DIVIDENDS EARNED BUT NOT YET PAID-N/A SH	23771	23771
DOUGLAS EMMETT INC. CMN-1266 SH	23092	23092
DUKE REALTY CORP CMN-2719 SH	32764	32764
EASTGROUP PROPERTIES INC CMN-141 SH	6131	6131
EATON VANCE CORP (NON-VTG) CMN-6595 SH	155906	155906
ECOLAB INC CMN-632 SH	36536	36536
ELI LILLY & CO CMN-1021 SH	42433	42433
EMERSON ELECTRIC CO. CMN-1592 SH	74171	74171
ENCORE WIRE CORP CMN-1365 SH	35354	35354
ENDO HEALTH SOLUTIONS INC CMN-2839 SH	98031	98031
ENSTAR GROUP LTD CMN-350 SH	34370	34370
EQUINIX INC CMN-589 SH	59725	59725
EQUITY RESIDENTIAL CMN-1929 SH	110011	110011
ESSEX PROPERTY TRUST INC CMN-270 SH	37938	37938
EXPRESS SCRIPTS COMMON CMN-1949 SH	87101	87101
EXXON MOBIL CORPORATION CMN-1789 SH	151636	151636
FEDERAL RLTY INVT TR SBI CMN-317 SH	28768	28768
FREEPORT-MCMORAN COPPER & GOLD CMN-1799 SH	66185	66185
GATX CORPORATION CMN-1375 SH	60033	60033
GENERAL ELECTRIC CO CMN-15280 SH	273665	273665
GENERAL GROWTH PROPERTIES INC CMN-2351 SH	35312	35312
GILEAD SCIENCES CMN-1261 SH	51613	51613
GILEAD SCIENCES CMN-2034 SH	83252	83252
GOLDMAN SACHS BANK DEPOSIT (BDA)-115723.1 SH	115723	115723
GOLDMAN SACHS BANK DEPOSIT (BDA)-77668.95 SH	77669	77669
GS EMERGING MARKETS EQUITY FUND INSTITUTIONAL SHARES-36451.309 SH	524899	524899
GS FINANCIAL SQUARE FEDERAL FUND - FST SHARES-117901.2 SH	117901	117901
GS FINANCIAL SQUARE FEDERAL FUND - FST SHARES-53291.22 SH	53291	53291
GS HIGH YIELD FUND INSTITUTIONAL SHARES-383606.348 SH	2635376	2635376
GS INTERNATIONAL REAL ESTATE SECURITIES INSTITUTIONAL CLASS SHARES-166959.	808084	808084
GS STRUCTURED INTERNATIONAL EQUITY FUND INSTITUTIONAL SHARES-340230.886 SH	2840920	2840920
HALLIBURTON COMPANY CMN-2145 SH	74024	74024
HALLIBURTON COMPANY CMN-2163 SH	74645	74645
HEALTH CARE REIT INC (DEL) CMN-700 SH	38171	38171
HEALTHCARE SVCS GROUP INC CMN-2212 SH	39130	39130
HERBALIFE LTD. CMN-2098 SH	108404	108404
HOLLYFRONTIER CORP CMN-1384 SH	32386	32386
HOST HOTELS & RESORTS INC CMN-5373 SH	79359	79359
INTERCONTINENTALEXCHANGE INC CMN-169 SH	20373	20373
INTL BUSINESS MACHINES CORP CMN-506 SH	93043	93043
INTL SPEEDWAY CORP-CL A CMN CLASS A-1070 SH	27125	27125
JOHNSON & JOHNSON CMN-4012 SH	263107	263107
KAISER ALUMINUM CORPORATION CMN-1220 SH	55974	55974
KELLOGG COMPANY CMN-1247 SH	63061	63061
KILROY RLTY CORP COMMON STOCK-828 SH	31522	31522
KIMCO REALTY CORPORATION CMN-3106 SH	50441	50441
LASALLE HOTEL PROPERTIES CMN-743 SH	17988	17988
LEUCADIA NATIONAL CORP CMN-1455 SH	33087	33087
LIBERTY PROPERTY TRUST SBI CMN-1166 SH	36006	36006
LOCKHEED MARTIN CORPORATION CMN-1090 SH	88181	88181
LOWES COMPANIES INC CMN-4143 SH	105149	105149
MARATHON OIL CORPORATION CMN-3220 SH	94249	94249
MARCUS CORP CMN-2235 SH	28183	28183
MASTERCARD INCORPORATED CMN CLASS A-315 SH	117438	117438
MC DONALDS CORP CMN-308 SH	30902	30902
MENS WEARHOUSE INC (THE) CMN-1635 SH	52990	52990
MFA FINANCIAL INC CMN-1731 SH	11632	11632
MICROSOFT CORPORATION CMN-2327 SH	60409	60409
MICROSOFT CORPORATION CMN-3881 SH	100751	100751
MOLEX INC CLASS-A CMN CLASS A-1630 SH	32241	32241
NAVIGATORS GROUP INC CMN-415 SH	19787	19787
NIKE CLASS-B CMN CLASS B-1207 SH	116319	116319
NORTHERN TRUST CORP CMN-1751 SH	69445	69445
NVIDIA CORP CMN-2330 SH	32294	32294
OCCIDENTAL PETROLEUM CORP CMN-330 SH	30921	30921
ONEBEACON INSURANCE GROUP LTD CMN-2705 SH	41630	41630
ORACLE CORPORATION CMN-3661 SH	93905	93905
ORIENTAL FINANCIAL GROUP CMN-1930 SH	23372	23372
PEBBLEBROOK HOTEL TRUST CMN-498 SH	9552	9552
PEPSICO INC CMN-1451 SH	96274	96274
PHILIP MORRIS INTL INC CMN-1299 SH	101946	101946
POST PROPERTIES INC CMN-565 SH	24702	24702
POTASH CORP OF SASKATCHEWAN INC-4700 SH	194016	194016
PRICE T ROWE GROUP INC CMN-575 SH	32746	32746
PROCTER & GAMBLE COMPANY (THE) CMN-1008 SH	67244	67244
PROLOGIS INC CMN-2845 SH	81339	81339
PUBLIC STORAGE CMN-945 SH	127065	127065
PVH CORP CMN-761 SH	53643	53643
QUALCOMM INC CMN-3715 SH	203211	203211
RAYMOND JAMES FINANCIAL INC CMN-1360 SH	42106	42106
RESOLUTE ENERGY CORPORATION CMN-2965 SH	32022	32022
ROCKWELL AUTOMATION INC CMN-318 SH	23332	23332
ROYAL BANK OF CANADA LINKED TO MSCI EMERG MKTS INDX 0% COUPON DUE 6/14/2012	672161	672161
RPC INC CMN-1970 SH	35953	35953
SCHLUMBERGER LTD CMN-2377 SH	162373	162373
SIMON PROPERTY GROUP INC CMN-1820 SH	234671	234671
SL GREEN REALTY CORP CMN-557 SH	37118	37118
SL GREEN REALTY CORP CMN-630 SH	41983	41983
SPDR S&P BANK ETF-9550 SH	189377	189377
SPIRIT AEROSYSTEMS HOLDINGS INC CMN-1665 SH	34599	34599
ST JUDE MEDICAL INC CMN-1833 SH	62872	62872
STAGE STORES INC CMN-1870 SH	25974	25974
STARWOOD HOTELS & RESORTS CMN-185 SH	8874	8874
SYMETRA FINANCIAL CORPORATION CMN-3695 SH	33514	33514
TANGER FACTORY OUTLET CENTERS CMN-1038 SH	30434	30434
TAUBMAN CENTERS INC CMN-408 SH	25337	25337
TECH DATA CORP CMN-940 SH	46445	46445
TEVA PHARMACEUTICAL IND LTD ADS-1366 SH	55132	55132
TEXAS INSTRUMENTS INC. CMN-686 SH	19969	19969
THERMO FISHER SCIENTIFIC INC CMN-1287 SH	57876	57876
TJX COMPANIES INC (NEW) CMN-2642 SH	170541	170541
TRINITY INDUSTRIES INC (DEL) CMN-1855 SH	55761	55761
UNION PACIFIC CORP. CMN-223 SH	23625	23625
UNITED FIRE & CASUALTY CO CMN-755 SH	15236	15236
URBAN OUTFITTERS INC CMN-2071 SH	57077	57077
VALERO ENERGY CORPORATION CMN-1540 SH	32417	32417
VIACOM INC CMN CLASS B-1460 SH	66299	66299
VORNADO REALTY TRUST CMN-797 SH	61257	61257
WATERS CORPORATION COMMON STOCK-1332 SH	98635	98635
WESTERN DIGITAL CORPORATION CMN-2576 SH	79727	79727
WESTERN UNION COMPANY (THE) CMN-2801 SH	51146	51146
WINDSTREAM CORPORATION CMN-8175 SH	95975	95975
XILINX INCORPORATED CMN-2769 SH	88774	88774

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Securities EOY Book Value	3690296	USGovtSecuritiesEOYBookValue
US Govt Securities EOYFMV	3690296	USGovtSecuritiesEOYFMV
State Local Securities EOY Book Val	0	StateLocalSecuritiesEOYBookVal
State Local Securities EOYFMV	0	StateLocalSecuritiesEOYFMV

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (9 entries)

Category Or ItemCategoryOrItem	Listed At Cost Or FMVListedAtCostOrFMV	Book ValueBookValue	EOYFMVEOYFMV
BNP PARIBAS LNKD TO DEC 2012 WTI CRUDE OIL 0% COUPON DUE NOV 20, 2012 STRUC	FMV	938410	938410
COAST ACCESS III LTD, CLASS C-45550 SH	FMV	46630	46630
GOLDMAN SACHS COMMODITY OPPORTUNITIES FUND OFFSHORE, LTD. CLASS A SERIES 4-	FMV	1079139	1079139
GOLDMAN SACHS HEDGE FUND OPPORTUNITIES, LTD. CLASS A SERIES 1- SH	FMV	3171570	3171570
GOLDMAN SACHS PRINCETON FUND, LTD. CLASS A SERIES 1- SH	FMV	1079325	1079325
GS INVESTMENT PARTNERS PRIVATE OPPORTUNITIES FUND OFFSHORE HOLDINGS, L.P.	FMV	418170	418170
GS MOUNT KELLETT CAPITAL PARTNERS ACCESS FUND OFFSHORE, L.P. (C)- SH	FMV	969664	969664
GOLDMAN SACHS CORPORATE CREDIT INVESTMENT FUND CLASS A ACCUM SERIES ACCUMULA	FMV	2619391	2619391
IVY RISING STARS ACCESS LTD SPV H-13419 SH	FMV	8556	8556

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFees

Field	Value	IRS element (for citing)
Category	LEGAL	Category
Amount	$2,740	Amount
Net Investment Income	2740	NetInvestmentIncome
Disbursements Charitable Prps	0	DisbursementsCharitablePrps

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases

Field	Value	IRS element (for citing)
Description	C/Y CHANGE IN UNREALIZED GAIN/LOSS ON INV	Description
Amount	$2,118,520	Amount

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (7 entries)

DescriptionDescription	Revenue And Expenses Per BooksRevenueAndExpensesPerBooks	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
INSURANCE	3744	2264	1480
SUPPLIES	2946	1781	1165
POSTAGE & MAILING	2960	1790	1171
DUES & SUBSCRIPTIONS	2417	1461	956
STAFF TRAINING	562	340	222
CAPITAL PURCHASES	1669	1009	660
OTHER	4410	4196	214

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Field	Value	IRS element (for citing)
Description	OTHER INVESTMENT REVENUE	Description
Revenue And Expenses Per Books	36	RevenueAndExpensesPerBooks
Net Investment Income	36	NetInvestmentIncome
Adjusted Net Income	36	AdjustedNetIncome

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
INVESTMENT ADVISORY	$179,645	179645	0
IT CONSULTING	$4,415	2669	1746

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

CategoryCategory	AmountAmount	Net Investment IncomeNetInvestmentIncome	Disbursements Charitable PrpsDisbursementsCharitablePrps
EXCISE TAX	$35,000	0	0
FOREIGN DIVIDENDS	$16,794	16794	0

RAY AND KAY ECKSTEIN CHARITABLE TRUST: Form 990PF, tax year 2011

Return header ReturnHeader

Preparer Firm PreparerFirm

Preparer Firm Business Name PreparerFirmBusinessName

Preparer Firm US Address PreparerFirmUSAddress

Filer Filer

Name Name

US Address USAddress

Officer Officer

Preparer Preparer

Form 990-PF IRS990PF

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Balance Sheets BalanceSheets

Changes In Net Assets Fund Balances ChangesInNetAssetsFundBalances

Capital Gains And Losses CapitalGainsAndLosses

Capital Gains And Losses Info CapitalGainsAndLossesInfo (1137 entries)

Qlfy Und Sect4940e For Reduced Tax QlfyUndSect4940eForReducedTax

Excise Tax Based On Investment Incm ExciseTaxBasedOnInvestmentIncm

Statements Regarding Activities StatementsRegardingActivities

Books In Care Of US Address BooksInCareOfUSAddress

Statements Regarding Acty4720 StatementsRegardingActy4720

Ofcr Dir Trustees Key Employee Info OfcrDirTrusteesKeyEmployeeInfo

Ofcr Dir Trustees Or Key Employee OfcrDirTrusteesOrKeyEmployee (3 entries)

Compensation Of Highest Paid Empl CompensationOfHighestPaidEmpl

US Address USAddress

Sum Of Program Related Investments SumOfProgramRelatedInvestments

Minimum Investment Return MinimumInvestmentReturn

Distributable DistributableAmount

Qualifying Distributions QualifyingDistributions

Undistributed Income UndistributedIncome

Supplementary Information SupplementaryInformation

Appication Submission Info AppicationSubmissionInfo

Recipient US Address RecipientUSAddress

Grant Or Contri Paid During Year GrantOrContriPaidDuringYear (21 entries)

Grant Or Contri Approved For Future GrantOrContriApprovedForFuture (9 entries)

Analysis Income Producing Acty AnalysisIncomeProducingActy

Int On Savings And Temp Cash Invst IntOnSavingsAndTempCashInvst

Dividends And Int From Sec Part VII DividendsAndIntFromSecPartVII

Other Investment Income Part VII OtherInvestmentIncomePartVII

Gain Sales Assets Oth Than Invntry GainSalesAssetsOthThanInvntry

Subtotals Part XVIA SubtotalsPartXVIA

Trnsfr Tr Rln With Noncharitable EO TrnsfrTrRlnWithNoncharitableEO

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corp Bonds InvestmentsCorpBonds (25 entries)

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corp Stock InvestmentsCorpStock (192 entries)

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOther (9 entries)

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFees

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases OtherDecreases

Other Expenses Schedule OtherExpensesSchedule

Other Expenses OtherExpenses (7 entries)

Other Income Schedule2 OtherIncomeSchedule2

Other Income OtherIncome

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees OtherProfessionalFees (2 entries)

Taxes Schedule TaxesSchedule

Taxes Taxes (2 entries)

Comments