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Contracts | | Description | | Value | |
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| | | OUTSTANDING CALL OPTIONS WRITTEN—(cont’d) | | | | |
| (80,000 | ) | General Electric Co., strike price $34, expires 05/19/06 | | $ | (71,662 | ) |
| (450 | ) | General Electric Co., strike price $35, expires 05/20/06 | | | (11,250 | ) |
| (3,750 | ) | General Electric Co., strike price $35, expires 06/17/06 | | | (206,250 | ) |
| (200,000 | ) | General Electric Co., strike price $35, expires 07/21/06 | | | (148,600 | ) |
| (40,300 | ) | General Growth Properties, strike price $46.60, expires 05/19/06 | | | (57,500 | ) |
| (400 | ) | General Growth Properties, strike price $50, expires 06/17/06 | | | (24,000 | ) |
| (300 | ) | General Growth Properties, strike price $50, expires 07/22/06 | | | (30,750 | ) |
| (47,000 | ) | Health Care Property Investors, Inc., strike price $27.33, expires 06/16/06 | | | (14,288 | ) |
| (382 | ) | Health Care Property Investors, Inc., strike price $28, expires 05/12/06 | | | (3,820 | ) |
| (175 | ) | Health Care Property Investors, Inc., strike price $30, expires 07/22/06 | | | (2,625 | ) |
| (21,200 | ) | Healthcare Realty Trust, Inc., strike price $38.16, expires 05/19/06 | | | (5,412 | ) |
| (25,000 | ) | Healthcare Realty Trust, Inc., strike price $38.65, expires 07/21/06 | | | (20,125 | ) |
| (27,000 | ) | Healthcare Realty Trust, Inc., strike price $38.70, expires 06/16/06 | | | (10,800 | ) |
| (78 | ) | Home Properties, Inc., strike price $50, expires 05/20/06 | | | (7,800 | ) |
| (23,000 | ) | Home Properties, Inc., strike price $50.64, expires 07/21/06 | | | (33,373 | ) |
| (11,000 | ) | Intl. Business Machines Corp., strike price $84.42, expires 06/16/06 | | | (9,081 | ) |
| (110 | ) | Intl. Business Machines Corp., strike price $85, expires 07/22/06 | | | (13,750 | ) |
| (55,000 | ) | Johnson & Johnson, strike price $62.87, expires 05/26/06 | | | (2,689 | ) |
| (15,000 | ) | KeyCorp, strike price $36.53, expires 06/16/06 | | | (28,395 | ) |
| (580 | ) | KeyCorp, strike price $37.50, expires 05/20/06 | | | (34,800 | ) |
| (340 | ) | KeyCorp, strike price $37.50, expires 06/17/06 | | | (35,700 | ) |
| (220 | ) | Kimberly-Clark Corp., strike price $60, expires 06/17/06 | | | (12,100 | ) |
| (9,000 | ) | Kimco Realty Corp., strike price $37.25, expires 07/21/06 | | | (12,148 | ) |
| (235 | ) | Kimco Realty Corp., strike price $40, expires 05/20/06 | | | (3,525 | ) |
| (270 | ) | La-Z-Boy, Inc., strike price $16, expires 06/09/06 | | | (10,530 | ) |
| (305 | ) | La-Z-Boy, Inc., strike price $16, expires 06/23/06 | | | (13,725 | ) |
| (305 | ) | La-Z-Boy, Inc., strike price $17, expires 05/12/06 | | | (610 | ) |
| (40,000 | ) | Lexington Corporate Properties Trust, strike price $22, expires 06/16/06 | | | (20,120 | ) |
| (11,000 | ) | Liberty Property Trust, strike price $45, expires 06/16/06 | | | (12,914 | ) |
| (21,000 | ) | Liberty Property Trust, strike price $47.59, expires 05/19/06 | | | (1,660 | ) |
| (30,000 | ) | Lincoln National Corp., strike price $56.24, expires 05/19/06 | | | (86,760 | ) |
| (24,000 | ) | Lincoln National Corp., strike price $57.50, expires 06/16/06 | | | (55,392 | ) |
| (457 | ) | Lincoln National Corp., strike price $60, expires 06/17/06 | | | (67,408 | ) |
| (250 | ) | McDonald’s Corp., strike price $35, expires 06/17/06 | | | (22,500 | ) |
| (270 | ) | McDonald’s Corp., strike price $35.50, expires 05/12/06 | | | (5,940 | ) |
| (129 | ) | McDonald’s Corp., strike price $37.50, expires 06/17/06 | | | (2,258 | ) |
| (613 | ) | Merck & Co., Inc, strike price $37.50, expires 05/20/06 | | | (3,065 | ) |
| (190,000 | ) | Merck & Co., Inc, strike price $37.50, expires 06/16/06 | | | (15,960 | ) |
| (22,000 | ) | Merck & Co., Inc., strike price $34, expires 05/31/06 | | | (23,298 | ) |
| (665 | ) | Merck & Co., Inc., strike price $35, expires 05/20/06 | | | (23,275 | ) |
| (700 | ) | Merck & Co., Inc., strike price $35, expires 06/17/06 | | | (45,500 | ) |
| (540 | ) | Merck & Co., Inc., strike price $36.50, expires 06/09/06 | | | (15,120 | ) |
| (360 | ) | Merck & Co., Inc., strike price $37.50, expires 07/22/06 | | | (9,000 | ) |
| (98,000 | ) | National City Corp., strike price $35.72, expires 06/16/06 | | | (173,656 | ) |
| (800 | ) | National City Corp., strike price $35.75, expires 05/12/06 | | | (106,400 | ) |
| (375 | ) | National City Corp., strike price $36, expires 05/26/06 | | | (49,500 | ) |
| (400 | ) | National City Corp., strike price $36.50, expires 05/12/06 | | | (31,600 | ) |
| (163 | ) | National City Corp., strike price $37.50, expires 05/20/06 | | | (4,075 | ) |
| (17,500 | ) | National Fuel Gas Co., strike price $32.83, expires 05/19/06 | | | (16,732 | ) |
| (275 | ) | National Fuel Gas Co., strike price $33.50, expires 06/09/06 | | | (18,700 | ) |
| (63,000 | ) | Nicor, Inc., strike price $42, expires 05/19/06 | | | (8,064 | ) |
| (73,000 | ) | Old Republic Intl. Group, strike price $22.50, expires 05/19/06 | | | (22,338 | ) |
| (16,000 | ) | Otter Tail Corp., strike price $29.50, expires 05/19/06 | | | (10,109 | ) |
| (10 | ) | Otter Tail Corp., strike price $30, expires 05/20/06 | | | (500 | ) |
| (150 | ) | Otter Tail Corp., strike price $30, expires 07/22/06 | | | (16,500 | ) |
| (17,500 | ) | Otter Tail Corp., strike price $30.03, expires 06/16/06 | | | (15,103 | ) |
| (80,000 | ) | Peoples Energy Corp., strike price $35.81, expires 06/16/06 | | | (125,920 | ) |
| (250,000 | ) | Pfizer, Inc., strike price $25.50, expires 06/30/06 | | | (141,000 | ) |
| (135,000 | ) | Pfizer, Inc., strike price $25.60, expires 06/16/06 | | | (53,865 | ) |
| (1,200 | ) | Pfizer, Inc., strike price $25.62, expires 07/07/06 | | | (60,000 | ) |
| (600 | ) | Pfizer, Inc., strike price $26, expires 05/26/06 | | | (15,000 | ) |
| (50,000 | ) | Pfizer, Inc., strike price $26, expires 06/16/06 | | | (12,700 | ) |
| (63,600 | ) | Pfizer, Inc., strike price $26.25, expires 05/19/06 | | | (2,022 | ) |
| (295,300 | ) | Pfizer, Inc., strike price $26.68, expires 05/26/06 | | | (6,792 | ) |
See Notes to Financial Statements.