"Ann. return" seems to be off

Recently Valero Co. did a" NON-TAXABLE SPIN OFF/LIQUIDATION DISTRIBUTION" , for each 9 shares of Valero Stock I received 1 share of the new ccompany (CST) .

The transaction downloaded into MS Money as "added Shares". it came to 55 shares @29.85 for a total of $1641.00.

This is all well, but since there was no money exchanged it shows up in the "Ann.return" column as 5467% gain

Any other way to account for this? I am sure the price of Valero stock dropped accordingly but I am not sure of it.

gunther schwarz