990-PF Return of Private Foundation Form I or Section 4947 ...description column should be for end-of-year amounts only. (See instructions.) Beginning of year End of year Part II Balance

OMB No. 1545-0052Return of Private FoundationForm 990-PF or Section 4947(a)(1) Trust Treated as Private Foundation

I Do not enter social security numbers on this form as it may be made public. À¾µ¸Department of the TreasuryInternal Revenue Service I Information about Form 990-PF and its separate instructions is at www.irs.gov/form990pf. Open to Public Inspection

For calendar year 2014 or tax year beginning , 2014, and ending , 20Name of foundation A Employer identification number

Number and street (or P.O. box number if mail is not delivered to street address) Room/suite B Telephone number (see instructions)

City or town, state or province, country, and ZIP or foreign postal code

C If exemption application ispending, check here Im m m m m m m

G Check all that apply: Initial return Initial return of a former public charity ID 1. Foreign organizations, check here m mFinal returnAddress change

Amended return 2. Foreign organizations meeting the85% test, check here and attachcomputationName change Im m m m m m m m m

H Check type of organization: Section 501(c)(3) exempt private foundationE If private foundation status was terminated

under section 507(b)(1)(A), check here ISection 4947(a)(1) nonexempt charitable trust Other taxable private foundation mI Fair market value of all assets at J Accounting method: Cash Accrual F If the foundation is in a 60-month termination

under section 507(b)(1)(B), check here Iend of year (from Part II, col. (c), line Other (specify) mI16) $ (Part I, column (d) must be on cash basis.)

(d) Disbursementsfor charitable

purposes(cash basis only)

Analysis of Revenue and Expenses (The Part I (a) Revenue andexpenses per

books

(b) Net investmentincome

(c) Adjusted netincome

total of amounts in columns (b), (c), and (d)may not necessarily equal the amounts incolumn (a) (see instructions).)

1 Contributions, gifts, grants, etc., received (attach schedule) mif the foundation is not required toattach Sch. BICheck2 m m m m m m m m m

3 Interest on savings and temporary cash investments m4 Dividends and interest from securities m m m m5a Gross rents m m m m m m m m m m m m m m m m m

b Net rental income or (loss)

6a Net gain or (loss) from sale of assets not on line 10b Gross sales price for all

assets on line 6a7 Capital gain net income (from Part IV, line 2) m8 Net short-term capital gain m m m m m m m m m m9 Income modifications m m m m m m m m m m m m

a Gross sales less returns10 m m m m mand allowancesb Less: Cost of goods sold mc Gross profit or (loss) (attach schedule) m m m m

11 Other income (attach schedule) m m m m m m m12 Total. Add lines 1 through 11 m m m m m m m m

Reven

ue

13 Compensation of officers, directors, trustees, etc. m m14 Other employee salaries and wages m m m m m15 Pension plans, employee benefits m m m m m m16 a Legal fees (attach schedule) m m m m m m m m m

b Accounting fees (attach schedule) m m m m m mc Other professional fees (attach schedule) m m m

17 Interest m m m m m m m m m m m m m m m m m m m18 Taxes (attach schedule) (see instructions) m m m19 Depreciation (attach schedule) and depletion m20 Occupancy m m m m m m m m m m m m m m m m m21 Travel, conferences, and meetings m m m m m m22 Printing and publications m m m m m m m m m m23 Other expenses (attach schedule) m m m m m m24 Total operating and administrative expenses.

Add lines 13 through 23 m m m m m m m m m m m25 Contributions, gifts, grants paid m m m m m m m26 Total expenses and disbursements. Add lines 24 and 25

Op

era

tin

g a

nd

Ad

min

istr

ati

ve E

xp

en

ses

27 Subtract line 26 from line 12:a Excess of revenue over expenses and disbursements m mb Net investment income (if negative, enter -0-)c Adjusted net income (if negative, enter -0-) m m

JSA For Paperwork Reduction Act Notice, see instructions. Form 990-PF (2014)4E1410 1.000

THE ANDREW W. MELLON FOUNDATION 13-1879954

(212) 838-8400140 EAST 62ND STREET

NEW YORK, NY 10065

X

X

6,427,525,490.

X4,798,839. 4,798,839. ATCH 1

18,379,218. 16,137,342. ATCH 2

414,882,135.

345,166,836.

327. 188,690,458.ATCH 3438,060,519. 554,793,475. 03,592,523. 1,032,448. 2,560,076.9,127,420. 3,581,376. 5,531,995.4,745,703. 1,635,631. 2,853,527.

612,649. 283,007. 327,799.ATCH 4523,885. 148,837. 370,200.ATCH 5

12,859,948. 12,133,422. 707,576.[6]6,274,725. 9,688,711.ATCH 79,249,421.[8]2,369,804. 358,449.

566,091. 131,330. 437,913.776,647. 165,920. 553,495.109,278. 23,517. 85,761.

2,787,533. 852,148. 2,007,843.ATCH 9

53,595,627. 20,346,085. 25,124,896.238,395,502. 231,841,178.291,991,129. 20,346,085. 0 256,966,074.

146,069,390.534,447,390.

0

43461C 2532 V 14-7.3F

ATCH 2A

1

2

Form 990-PF (2014) Page 2Attached schedules and amounts in thedescription column should be for end-of-yearamounts only. (See instructions.)

Beginning of year End of yearBalance Sheets Part II

(a) Book Value (b) Book Value (c) Fair Market Value

1 Cash - non-interest-bearing m m m m m m m m m m m m m m m m m m2 Savings and temporary cash investments m m m m m m m m m m m

I3 Accounts receivable

ILess: allowance for doubtful accounts

I4 Pledges receivable

ILess: allowance for doubtful accounts5 Grants receivable m m m m m m m m m m m m m m m m m m m m m m6 Receivables due from officers, directors, trustees, and other

disqualified persons (attach schedule) (see instructions) m m m mI7 Other notes and loans receivable (attach schedule)

ILess: allowance for doubtful accounts8 Inventories for sale or use m m m m m m m m m m m m m m m m m m9 Prepaid expenses and deferred charges m m m m m m m m m m m m

10 a Investments - U.S. and state government obligations (attach schedule) m mb Investments - corporate stock (attach schedule) m m m m m m m mc Investments - corporate bonds (attach schedule) m m m m m m m m

11 Investments - land, buildings, Iand equipment: basisLess: accumulated depreciation I(attach schedule)

12 Investments - mortgage loans m m m m m m m m m m m m m m m m13 Investments - other (attach schedule) m m m m m m m m m m m m m

Land, buildings, and14 Iequipment: basisLess: accumulated depreciation I(attach schedule)

I15 Other assets (describe )16 Total assets (to be completed by all filers - see the

instructions. Also, see page 1, item I) m m m m m m m m m m m m m

As

se

ts

17 Accounts payable and accrued expenses m m m m m m m m m m m18 Grants payable m m m m m m m m m m m m m m m m m m m m m m m19 Deferred revenue m m m m m m m m m m m m m m m m m m m m m m20 Loans from officers, directors, trustees, and other disqualified persons m21 Mortgages and other notes payable (attach schedule) m m m m m

I22 Other liabilities (describe )

23 Total liabilities (add lines 17 through 22) m m m m m m m m m m m

Lia

bil

itie

s

IFoundations that follow SFAS 117, check hereand complete lines 24 through 26 and lines 30 and 31.

m24 Unrestricted m m m m m m m m m m m m m m m m m m m m m m m m m25 Temporarily restricted m m m m m m m m m m m m m m m m m m m mm m m m m m m m m m m m m m m m m m m m26 Permanently restricted

IFoundations that do not follow SFAS 117,check here and complete lines 27 through 31.

m m m27 Capital stock, trust principal, or current funds m m m m m m m m m28 Paid-in or capital surplus, or land, bldg., and equipment fund m m m m m29 Retained earnings, accumulated income, endowment, or other funds m m30 Total net assets or fund balances (see instructions) m m m m m m31 Total liabilities and net assets/fund balances (see

instructions) m m m m m m m m m m m m m m m m m m m m m m m m m

Ne

t A

ss

ets

or

Fu

nd

Bala

nces

Analysis of Changes in Net Assets or Fund Balances Part III 1

2

3

4

5

6

Total net assets or fund balances at beginning of year - Part II, column (a), line 30 (must agree withend-of-year figure reported on prior year's return) 1

2

3

4

5

6

m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mEnter amount from Part I, line 27a m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

IOther increases not included in line 2 (itemize)Add lines 1, 2, and 3 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

IDecreases not included in line 2 (itemize)Total net assets or fund balances at end of year (line 4 minus line 5) - Part II, column (b), line 30 m m m m

Form 990-PF (2014)

JSA

4E1420 1.000


220,796. 3,033,895. 3,033,895.255,933,778. 327,868,426. 327,868,426.

7,434,297.4,982,545. 7,434,297. 7,434,297.

303,653,859. 246,693,381. 246,693,381.[10]ATCH 11ATCH 1,279,498,020. 1,411,216,521. 1,411,216,521.ATCH 12ATCH 132,147,311. 150,467,756. 150,467,756.

4,171,516,368. 4,243,144,007. 4,243,144,007.ATCH 13ATCH 64,918,223.30,143,056. 37,144,971. 34,775,167. 34,775,167.

3,130,828. 2,892,040. 2,892,040.ATCH 14ATCH

6,188,228,476. 6,427,525,490. 6,427,525,490.31,682,009. 28,774,280.39,785,112. 47,583,665.

274,350,000. 294,350,000.ATCH 15ATCH

345,817,121. 370,707,945.X

5,842,411,355. 6,056,817,545.

5,842,411,355. 6,056,817,545.

6,188,228,476. 6,427,525,490.

5,842,411,355.146,069,390.

ATCH 16 69,736,800.6,058,217,545.

ATCH 17 1,400,000.6,056,817,545.

43461C 2532 V 14-7.3F

ATCH 10A

ATCH 7A

ATCH 15A

3

Form 990-PF (2014) Page 3

Capital Gains and Losses for Tax on Investment Income Part IV (b) How (c) Date

acquired(mo., day, yr.)

(a) List and describe the kind(s) of property sold (e.g., real estate, (d) Date sold(mo., day, yr.)

acquiredP - Purchase2-story brick warehouse; or common stock, 200 shs. MLC Co.)D - Donation

1a

b

c

d

e

(g) Cost or other basis(f) Depreciation allowed (h) Gain or (loss)(e) Gross sales price plus expense of sale(or allowable) (e) plus (f) minus (g)

a

b

c

d

eComplete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l) Gains (Col. (h) gain minus

col. (k), but not less than -0-) or(j) Adjusted basis (k) Excess of col. (i)(i) F.M.V. as of 12/31/69 Losses (from col. (h))as of 12/31/69 over col. (j), if any

a

b

c

d

e

If gain, also enter in Part I, line 72 Capital gain net income or (net capital loss) $ & 2If (loss), enter -0- in Part I, line 73 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):

If gain, also enter in Part I, line 8, column (c) (see instructions). If (loss), enter -0- in &Part I, line 8 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m 3

Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income Part V

(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

If section 4940(d)(2) applies, leave this part blank.

Was the foundation liable for the section 4942 tax on the distributable amount of any year in the base period?If "Yes," the foundation does not qualify under section 4940(e). Do not complete this part.

Yes No

1 Enter the appropriate amount in each column for each year; see the instructions before making any entries.(a) (d)(b) (c)Base period years Distribution ratio

Adjusted qualifying distributions Net value of noncharitable-use assetsCalendar year (or tax year beginning in) (col. (b) divided by col. (c))

20132012201120102009

22 Total of line 1, column (d) m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m3 Average distribution ratio for the 5-year base period - divide the total on line 2 by 5, or by the

3number of years the foundation has been in existence if less than 5 years m m m m m m m m m m m44 Enter the net value of noncharitable-use assets for 2014 from Part X, line 5 m m m m m m m m m m55 Multiply line 4 by line 3 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m66 Enter 1% of net investment income (1% of Part I, line 27b) m m m m m m m m m m m m m m m m m m m77 Add lines 5 and 6 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m88 Enter qualifying distributions from Part XII, line 4 m m m m m m m m m m m m m m m m m m m m m m m m

If line 8 is equal to or greater than line 7, check the box in Part VI, line 1b, and complete that part using a 1% tax rate. See thePart VI instructions.

JSA Form 990-PF (2014)4E1430 1.000


SEE PART IV SCHEDULE & ATCH 2A

345,166,836.

0

X

258,701,955. 5,650,305,002. 0.045785281,427,094. 5,260,162,220. 0.053502269,157,749. 5,322,656,081. 0.050568266,607,675. 4,955,641,791. 0.053799233,448,947. 4,282,271,004. 0.054515

0.258169

0.051634

6,182,416,149.

319,222,875.

5,344,474.

324,567,349.

256,966,074.

43461C 2532 V 14-7.3F 4

Form 990-PF (2014) Page 4Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948 - see instructions) Part VI

7I1a Exempt operating foundations described in section 4940(d)(2), check here and enter "N/A" on line 1. m m mDate of ruling or determination letter: (attach copy of letter if necessary - see instructions)

*b Domestic foundations that meet the section 4940(e) requirements in Part V, check 18Ihere and enter 1% of Part I, line 27b m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mc All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of

Part I, line 12, col. (b).9

22 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) m m m33 Add lines 1 and 2 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m44 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) m m m55 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- m m m m m m m m m m m m m

6 Credits/Payments:6aa 2014 estimated tax payments and 2013 overpayment credited to 2014 m m m m6bb Exempt foreign organizations - tax withheld at source m m m m m m m m m m m m m6cc Tax paid with application for extension of time to file (Form 8868) m m m m m m m6dd Backup withholding erroneously withheld m m m m m m m m m m m m m m m m m m

77 Total credits and payments. Add lines 6a through 6d m m m m m m m m m m m m m m m m m m m m m m m m m m m m m88 Enter any penalty for underpayment of estimated tax. Check here if Form 2220 is attached m m m m m m m

I 99 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed m m m m m m m m m m m m m m m mI 1010 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid m m m m m m m m m m

I I11 Enter the amount of line 10 to be: Credited to 2015 estimated tax Refunded 11

Statements Regarding Activities Part VII-A

Yes No1a During the tax year, did the foundation attempt to influence any national, state, or local legislation or did itparticipate or intervene in any political campaign? 1am m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

b Did it spend more than $100 during the year (either directly or indirectly) for political purposes (seeInstructions for the definition)? 1bm m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mIf the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials

published or distributed by the foundation in connection with the activities.

1cc Did the foundation file Form 1120-POL for this year? m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m md Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:

I I$(1) On the foundation. (2) On foundation managers. $e Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed on

I $foundation managers.22 Has the foundation engaged in any activities that have not previously been reported to the IRS? m m m m m m m m m m m m m m m m

If "Yes," attach a detailed description of the activities.

3 Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles ofincorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes 3m m m m m m m m m m m m

4a4a Did the foundation have unrelated business gross income of $1,000 or more during the year? m m m m m m m m m m m m m m m m m4bb If "Yes," has it filed a tax return on Form 990-T for this year? m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m55 Was there a liquidation, termination, dissolution, or substantial contraction during the year?m m m m m m m m m m m m m m m m m m

If "Yes," attach the statement required by General Instruction T.

6 Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:

% By language in the governing instrument, or

% By state legislation that effectively amends the governing instrument so that no mandatory directions that6conflict with the state law remain in the governing instrument? m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m77 Did the foundation have at least $5,000 in assets at any time during the year? If "Yes," complete Part II, col. (c), and Part XV

I8a Enter the states to which the foundation reports or with which it is registered (see instructions)

b If the answer is "Yes" to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney General(or designate) of each state as required by General Instruction G? If "No," attach explanation 8bm m m m m m m m m m m m m m m m m

9 Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3) or4942(j)(5) for calendar year 2014 or the taxable year beginning in 2014 (see instructions for Part XIV)? If "Yes,"

complete Part XIV 9m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m10 Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their

names and addresses 10m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mForm 990-PF (2014)

JSA

4E1440 1.000


10,688,948.

10,688,948.0

10,688,948.

11,419,681.

5,000,000.

16,419,681.

5,730,733.5,730,733.

X

X

X

X

XXX

X

XX

NY,

X

X

X

43461C 2532 V 14-7.3F

ATCH 17A

5


Statements Regarding Activities (continued) Part VII-A

11

12

13

14

15

At any time during the year, did the foundation, directly or indirectly, own a controlled entity within themeaning of section 512(b)(13)? If "Yes," attach schedule (see instructions) 11

12

13

m m m m m m m m m m m m m m m m m m m m m m m m m m mDid the foundation make a distribution to a donor advised fund over which the foundation or a disqualifiedperson had advisory privileges? If "Yes," attach statement (see instructions) m m m m m m m m m m m m m m m m m m m m m m m m m mDid the foundation comply with the public inspection requirements for its annual returns and exemption application?

IWebsite address

I IThe books are in care of Telephone no.

I ILocated at ZIP+4

ISection 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 - Check here m m m m m m m m m m m mIand enter the amount of tax-exempt interest received or accrued during the year 15m m m m m m m m m m m m m m m m m m

Yes No16 At any time during calendar year 2014, did the foundation have an interest in or a signature or other authorityover a bank, securities, or other financial account in a foreign country? 16

1b

1c

2b

3b

4a

4b

m m m m m m m m m m m m m m m m m m m m m m m m m m m m mSee the instructions for exceptions and filing requirements for FinCEN Form 114, (formerly TD F 90-22.1). If"Yes," enter the name of the foreign country I

Statements Regarding Activities for Which Form 4720 May Be Required Part VII-B Yes NoFile Form 4720 if any item is checked in the "Yes" column, unless an exception applies.

1

2

3

4

a

b

c

a

b

c

a

b

a

b

During the year did the foundation (either directly or indirectly):(1) Engage in the sale or exchange, or leasing of property with a disqualified person? Yes Nom m m m m m m m m(2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from) a

disqualified person? Yes Nom m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m(3) Furnish goods, services, or facilities to (or accept them from) a disqualified person? Yes Nom m m m m m m m m(4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person? Yes Nom m m m m m m m m(5) Transfer any income or assets to a disqualified person (or make any of either available for

the benefit or use of a disqualified person)? Yes Nom m m m m m m m m m m m m m m m m m m m m m m m m m m m(6) Agree to pay money or property to a government official? (Exception. Check "No" if the

foundation agreed to make a grant to or to employ the official for a period aftertermination of government service, if terminating within 90 days.) Yes Nom m m m m m m m m m m m m m m m m

If any answer is "Yes" to 1a(1)-(6), did any of the acts fail to qualify under the exceptions described in Regulationssection 53.4941(d)-3 or in a current notice regarding disaster assistance (see instructions)? m m m m m m m m m m m m m m m m m m

IOrganizations relying on a current notice regarding disaster assistance check here m m m m m m m m m m m m m m mDid the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts, thatwere not corrected before the first day of the tax year beginning in 2014? m m m m m m m m m m m m m m m m m m m m m m m m m m mTaxes on failure to distribute income (section 4942) (does not apply for years the foundation was a privateoperating foundation defined in section 4942(j)(3) or 4942(j)(5)):At the end of tax year 2014, did the foundation have any undistributed income (lines 6d and6e, Part XIII) for tax year(s) beginning before 2014? Yes Nom m m m m m m m m m m m m m m m m m m m m m m m m m

IIf "Yes," list the years , , ,Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)(relating to incorrect valuation of assets) to the year's undistributed income? (If applying section 4942(a)(2) toall years listed, answer "No" and attach statement - see instructions.) m m m m m m m m m m m m m m m m m m m m m m m m m m m m mIf the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.

I , , ,Did the foundation hold more than a 2% direct or indirect interest in any business enterpriseat any time during the year? Yes Nom m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mIf "Yes," did it have excess business holdings in 2014 as a result of (1) any purchase by the foundation ordisqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved by theCommissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3) the lapse ofthe 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine if the

foundation had excess business holdings in 2014.) m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mDid the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize itscharitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2014?

Form 990-PF (2014)

JSA

4E1450 1.000


X

XX

WWW.MELLON.ORGTHOMAS SANDERS, CFO 212-838-8400

140 EAST 62ND STREET, NEW YORK, NY 10065

X

X

XX

X

X

X

X

X

X

X

XX

X

43461C 2532 V 14-7.3F

ATCH 18

PART VIII

ATCH 18D

6


Statements Regarding Activities for Which Form 4720 May Be Required (continued) Part VII-B

5a During the year did the foundation pay or incur any amount to:Yes No(1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))? m m m m m m

(2) Influence the outcome of any specific public election (see section 4955); or to carry on,Yes Nodirectly or indirectly, any voter registration drive?m m m m m m m m m m m m m m m m m m m m m m m mYes No(3) Provide a grant to an individual for travel, study, or other similar purposes? m m m m m m m m m m m

(4) Provide a grant to an organization other than a charitable, etc., organization described inYes Nosection 4945(d)(4)(A)? (see instructions)m m m m m m m m m m m m m m m m m m m m m m m m m m m m

(5) Provide for any purpose other than religious, charitable, scientific, literary, or educationalYes Nopurposes, or for the prevention of cruelty to children or animals? m m m m m m m m m m m m m m m m

b If any answer is "Yes" to 5a(1)-(5), did any of the transactions fail to qualify under the exceptions described inRegulations section 53.4945 or in a current notice regarding disaster assistance (see instructions)? 5b

6b

7b

m m m m m m m m m m m mIOrganizations relying on a current notice regarding disaster assistance check here m m m m m m m m m m m m m m m m m m

c If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the taxYes Nobecause it maintained expenditure responsibility for the grant? m m m m m m m m m m m m m m m m m m m

If "Yes," attach the statement required by Regulations section 53.4945-5(d).

6a Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiumson a personal benefit contract? Yes Nom m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

b Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?If "Yes" to 6b, file Form 8870.

At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?

m m m m m m m m m mYes No7a m m

b If "Yes," did the foundation receive any proceeds or have any net income attributable to the transaction? m m m m m m m m m mInformation About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,and Contractors

Part VIII

1 List all officers, directors, trustees, foundation managers and their compensation (see instructions).(b) Title, and average

hours per weekdevoted to position

(c) Compensation(If not paid,

enter -0-)

(d) Contributions toemployee benefit plans

and deferred compensation(e) Expense account,

other allowances(a) Name and address

2 Compensation of five highest-paid employees (other than those included on line 1 - see instructions). If none, enter"NONE."

(d) Contributions toemployee benefit

plans and deferredcompensation

(b) Title, and averagehours per week

devoted to position(e) Expense account,

other allowances(a) Name and address of each employee paid more than $50,000 (c) Compensation

ITotal number of other employees paid over $50,000 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mForm 990-PF (2014)

JSA

4E1460 1.000


X

XX

X

X

X

X

XX

X

SEE ATTACHMENT 18A3,322,523. 401,782. 270,000.

SEE ATTACHMENT 18B2,050,638. 410,906. 45,000.

60

43461C 2532 V 14-7.3F

ATCH 21

7


Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,and Contractors (continued)

Part VIII

3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE."

(a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation

ITotal number of others receiving over $50,000 for professional services m m m m m m m m m m m m m m m m m m m m m mSummary of Direct Charitable Activities Part IX-A

List the foundation's four largest direct charitable activities during the tax year. Include relevant statistical information such as the number oforganizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses

1

2

3

4

Summary of Program-Related Investments (see instructions) Part IX-B AmountDescribe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2.

1

2

All other program-related investments. See instructions.

3

ITotal. Add lines 1 through 3 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mForm 990-PF (2014)

JSA

4E1465 1.000


ATCH 19 7,718,520.

18

RESEARCH ACTIVITIES - SEE ATTACHMENT 18C

431,344.

NONE

NONENONE

43461C 2532 V 14-7.3F 8


Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,see instructions.)

Part X

1 Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,purposes:Average monthly fair market value of securitiesAverage of monthly cash balancesFair market value of all other assets (see instructions)Total (add lines 1a, b, and c)

1a

1b

1c

1d

e

a

b

c

d

Acquisition indebtedness applicable to line 1 assetsSubtract line 2 from line 1d

m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mm m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

m m m m m m m m m m m m m m m m m m m m m m m m m m mm m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

Reduction claimed for blockage or other factors reported on lines 1a and1e1c (attach detailed explanation)

2

3

4

5

6

m m m m m m m m m m m m m m m m m m m m2

3

4

m m m m m m m m m m m m m m m m m m m m m m m m m m mm m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

Cash deemed held for charitable activities. Enter 1 1/2 % of line 3 (for greater amount, seeinstructions) m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

5 Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4Minimum investment return. Enter 5% of line 56 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

Distributable Amount (see instructions) (Section 4942(j)(3) and (j)(5) private operating foundations Part XI

Iand certain foreign organizations check here and do not complete this part.)11 Minimum investment return from Part X, line 6 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

2a

2b2 a Tax on investment income for 2014 from Part VI, line 5 m m m m m m m

b Income tax for 2014. (This does not include the tax from Part VI.) m m2c

3

c Add lines 2a and 2b m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m3 Distributable amount before adjustments. Subtract line 2c from line 1 m m m m m m m m m m m m m m m m m

4

5

6

7

4 Recoveries of amounts treated as qualifying distributions m m m m m m m m m m m m m m m m m m m m m m m m5 Add lines 3 and 4 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m6 Deduction from distributable amount (see instructions) m m m m m m m m m m m m m m m m m m m m m m m m m m7 Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII,

line 1 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mQualifying Distributions (see instructions) Part XII

1 Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:Expenses, contributions, gifts, etc. - total from Part I, column (d), line 26Program-related investments - total from Part IX-B

purposesAmounts set aside for specific charitable projects that satisfy the:Suitability test (prior IRS approval required)Cash distribution test (attach the required schedule)

a

b

1a

1b

2

m m m m m m m m m m m m m m m m2

m m m m m m m m m m m m m m m m m m m m m m m m m m m mAmounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,

3m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

a

b

3a

3b

4

5

6

m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m4

5

m m m m m m m m m m m m m m m m m m m m m m m m m m mQualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment income. Enter 1% of Part I, line 27b (see instructions)Adjusted qualifying distributions. Subtract line 5 from line 46

m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mm m m m m m m m m m m m m m m m m m m m m m

Note. The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundationqualifies for the section 4940(e) reduction of tax in those years.

Form 990-PF (2014)

JSA

4E1470 1.000


6,262,366,424.3,198,194.

11,000,000.6,276,564,618.

6,276,564,618.

94,148,469.6,182,416,149.

309,120,807.

309,120,807.10,688,948.

10,688,948.298,431,859.

1,244,229.299,676,088.

299,676,088.

256,966,074.

256,966,074.

0256,966,074.

43461C 2532 V 14-7.3F 9

Form 990-PF (2014) Page 9Undistributed Income (see instructions) Part XIII

(a)Corpus

(b)Years prior to 2013

(c)2013

(d)20141 Distributable amount for 2014 from Part XI,

line 7 m m m m m m m m m m m m m m m m m m m m mUndistributed income, if any, as of the end of 2014:2

a Enter amount for 2013 only m m m m m m m m m mTotal for prior years: 20 ,20b ,20

3 Excess distributions carryover, if any, to 2014:a From 2009 m m m m m mb From 2010 m m m m m mc From 2011 m m m m m md From 2012 m m m m m me From 2013 m m m m m mf Total of lines 3a through e m m m m m m m m m m m

4 Qualifying distributions for 2014 from Part XII,

Iline 4: $a Applied to 2013, but not more than line 2a m m mb Applied to undistributed income of prior years

(Election required - see instructions) m m m m m m mc Treated as distributions out of corpus (Election

required - see instructions) m m m m m m m m m m md Applied to 2014 distributable amount m m m m me Remaining amount distributed out of corpus m m

5 Excess distributions carryover applied to 2014 m(If an amount appears in column (d), the sameamount must be shown in column (a).)

6 Enter the net total of each column asindicated below:

a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5

b Prior years' undistributed income. Subtractline 4b from line 2b m m m m m m m m m m m m m m

c Enter the amount of prior years' undistributedincome for which a notice of deficiency hasbeen issued, or on which the section 4942(a)tax has been previously assessed m m m m m m m m

d Subtract line 6c from line 6b. Taxableamount - see instructions m m m m m m m m m m m m

e Undistributed income for 2013. Subtract line4a from line 2a. Taxable amount - seeinstructions m m m m m m m m m m m m m m m m m m

f Undistributed income for 2014. Subtract lines4d and 5 from line 1. This amount must bedistributed in 2015 m m m m m m m m m m m m m m

7 Amounts treated as distributions out of corpusto satisfy requirements imposed by section170(b)(1)(F) or 4942(g)(3) (Election may berequired - see instructions) m m m m m m m m m m m

8 Excess distributions carryover from 2009 notapplied on line 5 or line 7 (see instructions) m m m

9 Excess distributions carryover to 2015.

Subtract lines 7 and 8 from line 6a m m m m m m m10 Analysis of line 9:

a Excess from 2010 m m mb Excess from 2011 m m mc Excess from 2012 m m md Excess from 2013 m m me Excess from 2014 m m m

Form 990-PF (2014)

JSA

4E1480 1.000


299,676,088.

12 11 10

19,487,856.25,094,957.9,199,473.

22,564,447.

76,346,733.

256,966,074.

256,966,074.

42,710,014. 42,710,014.

33,636,719.

33,636,719.

1,872,799.9,199,473.

22,564,447.

43461C 2532 V 14-7.3F 10

Form 990-PF (2014) Page 10

Private Operating Foundations (see instructions and Part VII-A, question 9) Part XIV

1 a If the foundation has received a ruling or determination letter that it is a private operating

Ifoundation, and the ruling is effective for 2014, enter the date of the ruling m m m m m m m m m m m m m mb Check box to indicate whether the foundation is a private operating foundation described in section 4942(j)(3) or 4942(j)(5)

Tax year Prior 3 years2 a Enter the lesser of the ad-

justed net income from PartI or the minimum investmentreturn from Part X for eachyear listed

(e) Total(a) 2014 (b) 2013 (c) 2012 (d) 2011

m m m m m m mb 85% of line 2a m m m m mc Qualifying distributions from Part

XII, line 4 for each year listed md Amounts included in line 2c not

used directly for active conductof exempt activities m m m m m

e Qualifying distributions madedirectly for active conduct ofexempt activities. Subtract line2d from line 2c m m m m m m

3 Complete 3a, b, or c for thealternative test relied upon:

a "Assets" alternative test - enter:

(1) Value of all assets m m mValue of assets qualifying(2)under section4942(j)(3)(B)(i) m m m m m

b "Endowment" alternative test-enter 2/3 of minimum invest-ment return shown in Part X,line 6 for each year listed m m m

c "Support" alternative test - enter:

Total support other thangross investment income(interest, dividends, rents,payments on securitiesloans (section 512(a)(5)),or royalties)

(1)

m m m m m m(2) Support from general

public and 5 or moreexempt organizations as provided in section 4942(j)(3)(B)(iii) m m m m m mLargest amount of sup-port from an exempt organization

(3)

m m m m m mGross investment income(4) m

Supplementary Information (Complete this part only if the foundation had $5,000 or more in assetsat any time during the year - see instructions.)

Part XV

1 Information Regarding Foundation Managers:

a List any managers of the foundation who have contributed more than 2% of the total contributions received by the foundationbefore the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)

b List any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of theownership of a partnership or other entity) of which the foundation has a 10% or greater interest.

Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:2

ICheck here if the foundation only makes contributions to preselected charitable organizations and does not acceptunsolicited requests for funds. If the foundation makes gifts, grants, etc. (see instructions) to individuals or organizations underother conditions, complete items 2a, b, c, and d.

a The name, address, and telephone number or e-mail address of the person to whom applications should be addressed:

b The form in which applications should be submitted and information and materials they should include:

c Any submission deadlines:

d Any restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or otherfactors:

JSA Form 990-PF (2014)4E1490 1.000

THE ANDREW W. MELLON FOUNDATION 13-1879954NOT APPLICABLE

NONE

NONE

ATCH 19A

SEE ATTACHMENT 19A

NONE

THE FOUNDATION DOES NOT MAKE GRANTS TO INDIVIDUALS.

43461C 2532 V 14-7.3F 11

Form 990-PF (2014) Page 11

Supplementary Information (continued) Part XV 3 Grants and Contributions Paid During the Year or Approved for Future Payment

If recipient is an individual,show any relationship toany foundation manageror substantial contributor

Foundationstatus ofrecipient

Recipient Purpose of grant orcontribution Amount

Name and address (home or business)a Paid during the year

ITotal m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m 3a

b Approved for future payment

ITotal m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m 3b

Form 990-PF (2014)JSA4E1491 1.000


SEE ATTACHMENT 20 231,841,178.

231,841,178.

SEE ATTACHMENT 20 35,648,880.

35,648,880.

43461C 2532 V 14-7.3F 12

Form 990-PF (2014) Page 12

Analysis of Income-Producing Activities Part XVI-A (e)

Related or exemptfunction income

(See instructions.)

Unrelated business income Excluded by section 512, 513, or 514Enter gross amounts unless otherwise indicated.(a)

Business code(b)

Amount(d)

Amount(c)

Exclusion code1 Program service revenue:a

b

c

d

e

f

g Fees and contracts from government agencies

2 Membership dues and assessments m m m m m3 Interest on savings and temporary cash investments

4 Dividends and interest from securities m m m mNet rental income or (loss) from real estate:5

a Debt-financed property m m m m m m m m m mb Not debt-financed property m m m m m m m m

6 Net rental income or (loss) from personal property mOther investment income7 m m m m m m m m m m

8 Gain or (loss) from sales of assets other than inventory

9 Net income or (loss) from special events m m m10 Gross profit or (loss) from sales of inventory m m11 Other revenue: a

b

c

d

e

12 Subtotal. Add columns (b), (d), and (e) m m m m13 Total. Add line 12, columns (b), (d), and (e) 13m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m(See worksheet in line 13 instructions to verify calculations.)

Relationship of Activities to the Accomplishment of Exempt Purposes Part XVI-B

Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to theaccomplishment of the foundation's exempt purposes (other than by providing funds for such purposes). (See instructions.)

Line No.

L

Form 990-PF (2014)JSA4E1492 1.000


14 4,798,839.14 18,379,218.

525990 -6,691,637. 14 6,691,964.525990 946,061. 18 413,936,074.

-5,745,576. 443,806,095.438,060,519.

43461C 2532 V 14-7.3F 13

Form 990-PF (20 14) THE ANDREW W. MELLON FOUNDATION 13- 1 87 9 95 4 Page 13 Ut'HQJ!I Information Regarding Transfers To and Transactions and Relationships With Noncharitable

Exempt Organizations 1 Did the organization directly or indirectly engage in any of the following with any other organization described Yes No

in section 501 (c) of the Code (other than section 501(c) (3) organizations) or in section 527, relating to political organizations?

a Transfers from the reporting foundation to a noncharitable exempt organization of:

(1) Cash. 1 a(11 x ( 2) Other assets . 1a(2) x

b Other transactions: (1) Sales of assets to a noncharitable exempt organization. 1 b/11 x (2) Purchases of assets from a noncharitable exempt organization. 1 b(21 x (3) Rental of facilities, equipment, or other assets 1 b(3) x (4) Reimbursement arrangements. 1 b(4) x ( 5) Loans or loan guarantees . 1 b!51 x (6) Performance of services or membership or fundraising solicitations. 1 b/61 x

c Sharing of facilities , equipment, mailing lists, other assets. or paid employees 1c x d If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market

value of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received .

(a) Line no. (b) Am ount involved (c) Name of non charitable exempt organization (d) Descript ion of transfers, transactions, and sharing arrangements

lA(l) 1 67 , 438 . EMPLOYER AN DREW W. MELLON FOUNDATION CONTRI BUTION VEBA HAS ESTABL ISHE D THE EMPLOYER TRUST FOR THE ANDREW CONTRI BUTION VEBA TRU ST FOR w. MELLON FOUNDATION THE PRIMARY PURPOSE OF

PROV I DING PERM I SSIBLE HEALTH AN D WELFARE BENEFITS UNDER CODE SECTION 50 l (C) (9) , TO ELIGIBLE RETIREE S OF THE FOUNDATION.

'

2a Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations described in section 501(c) of the Code (other than section 501 (c)(3)) or in section 527? . . . . . . . . . . . . . CRJ Yes D No

b If "Yes " com lete the followin schedule. (a) Name of organization (b) Type of organization

EMPLOYER 50 l (C) (9) ORG

CONTRIBUTI ON VEBA TRUST FOR THE ANDREW W. MELLON FOUNDATION

Sign Here

Paid Preparer Use Only

JSA

4E 1493 1.000

LAURA J PARELLO Firm's name

Firm's address

.... PRI CEWATERHO

.... 3 00 MAD I SON AVENUE NEW YORK, NY

43 461C 2532 V 14- 6F

(c ) Description of relationship

ANDREW w. MELLON FOUNDATI ON rs THE CREATOR AN D SOLE DONOR TO THE EMPLOYER CONTRIBUTION VEBA TRUST FOR THE ANDREW W. MELLON FOUNDATION.

Check if PTIN

self-employed P 010 8 0 2 9 5 Firm'sEIN .... 13-40 0 832 4

1 0017 Phone no. 646- 471 - 30 00 Form 990-PF (20 14)

FORM 990-PF - PART IVCAPITAL GAINS AND LOSSES FOR TAX ON INVESTMENT INCOME

PDate Date soldorKind of Property Description

acquiredDGross sale Depreciation Excess of GainCost or FMV Adj. basisprice less allowed/ FMV over orother as of as of

expenses of sale adj basis (loss)allowable basis 12/31/69 12/31/69

JSA4E1730 1.000


SEE ATTACHMENT 2A345166836.

TOTAL GAIN(LOSS) ................................................ 345166836.

43461C 2532 V 14-7.3F 15


ATTACHMENT 1

FORM 990PF, PART I - INTEREST ON TEMPORARY CASH INVESTMENTS

REVENUEAND NET ADJUSTED

EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOME

INTEREST BEARING ACCOUNTS 4,798,839. 4,798,839.

TOTAL 4,798,839. 4,798,839.

ATTACHMENT 143461C 2532 V 14-6F 16


ATTACHMENT 2

FORM 990PF, PART I - DIVIDENDS AND INTEREST FROM SECURITIES


EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOME

INTEREST ON BONDS & NOTES 3,308,434. 3,308,434.INTEREST ON GOVERNMENT OBLIGATIONS 1,038,774. 1,038,774.INTEREST FROM WELLINGTON 2,241,876.DIVIDENDS 11,790,134. 11,790,134.

TOTAL 18,379,218. 16,137,342.

ATTACHMENT 243461C 2532 V 14-6F 17

The Andrew W. Mellon FoundationForm 990 ‐ PF13‐1879954Calendar Year 2014

SUMMARYCapital Gains and Losses on

Investment PropertyPart I, Line 7 and Part IV

Attachment 2APart 1

Page 1 of 1

a) Kind of Property e) Proceeds g) Cost or Other

Basis h) Gain (Loss) Stocks:MORGAN STANLEY ACW ETF - Part 2 Page 1 10,000,043 7,875,668 2,124,376 ADVISORY RESEARCH - Part 3 Page 3 12,452,073 9,767,484 2,684,589 FRONTIER - Part 4 Page 79 74,902,375 62,987,070 11,915,305 HOLDING ACCOUNT MLN21 - Part 5 Page 1 41,306 - 41,306 IRIDIAN Part 6 Page 43 62,223,589 43,188,753 19,034,835 JPMORGAN Part 7 Page 15 45,953,935 6,628,161 39,325,775 JOHN BRISTOL Part 8 Page 5 40,982,466 26,921,822 14,060,644 NORTHERN TRUST Part 9 Page 1 69,979 - 69,979 VANGUARD ETF Part 10 Page1 60,000,031 53,149,952 6,850,079 WESTWOOD Part 11 Page 1 656,860 509,613 147,247

307,282,656 211,028,522 96,254,134

Bonds:

US Treasury (see Part 1A Page 1) 1,621,878,153 1,623,669,618 (1,791,465)

Other Bonds and Notes (see Part 1A Page 1) 394,764,930 393,137,592 1,627,338

Other Fixed Income (see Part 1A Page 1) 1,516,968,085 1,516,880,481 87,604 3,533,611,168 3,533,687,691 (76,523)

Options (see Part 1A Page 1) 4,329,816 7,102,007 (2,772,190)

Other Gains (see Part 1B Page 9) 251,761,415 345,166,836

18

The Andrew W. Mellon FoundationForm 990‐PF13‐1879954Calendar Year 2014

Capital Gains and Losses on Investment PropertyPart I, Line 7 and Part IV

Attachment 2APart 1A

1 of 1

(a) Property Sold (e)Gross Sales Price (g)Cost or Other Basis Plus Expense of Sale (h) Gain (Loss)

Other Stock:

Fixed Income:US Treasury Bonds and Notes:PIMCO Part 13 Page 11 1,265,076,251 1,264,171,005 905,246 Standish Liquidity Part 12 Page 16 356,801,902 359,498,613 (2,696,711) Total US Treasury Bonds and Notes 1,621,878,153 1,623,669,618 (1,791,465)

Other Bonds and Notes:

Bonds and Notes PIMCO Part 13 Page 36 78,878,301 76,384,146 2,494,156 Asset-backed securities PIMCO Part 13 Page 33 277,291,767 278,141,752 (849,985) Bonds and Notes Standish Liquidity Part 12 Page 16 750,000 750,000 - Asset-backed Securities Standish Liquidity Part 12 Page 15 37,843,939 37,861,694 (17,756) Bonds and Notes Holdings Account MLN21 Part 5 Page 1 923 - 923 Total Other Bonds and Notes 394,764,930 393,137,592 1,627,338

Other Fixed Income:US Treasury Bills Standish Liquidity Part 12 Page 1 374,272,604 374,272,604 - US Treasury Bills PIMCO Part 13 Page 46 26,970,207 26,968,443 1,764 Commercial Paper PIMCO Part 13 Page 50 1,115,725,274 1,115,639,434 85,840 Total Other Fixed Income 1,516,968,085 1,516,880,481 87,604

Options:PIMCO Part 13 Page 45 4,329,816 7,102,007 (2,772,190)

19


Capital Gains and Losses on Investment Property

Part I, Line 7 and Part IV

Attachment 2APart 1B

Page 1 of 9

OTHER GAINS - LIMITED LIQUIDITY INVESTMENTS:

AMOUNT PER K-1 OR OTHER TAX INFORMATION

Accel VIII LP 267,040Accel IX LP (173,898)Abingworth V 369,072TA IX, LP 431,889TA X, LP 2,988,833TA XI, LP 2,436,128TA Subordinated Debt Fund II, LP 313,947Aisling Capital III 1,381,479Altira Technology Fund V, LP (2,910,535)Andreessen Horowitz Fund II 665,366Andreessen Horowitz Fund III, L.P. 245,294Andreessen Horowitz Parallel Fund III, L.P. 143,052Archlight AEP Feeder Fund III, LLLC 781,864Archlight AEP Feeder Fund IV, LLLC (18,457)Aurora Equity Partners IIl, LP 32,124Avanti 1,987,276Avenue Asia Special Situation IV LP 881,797Avenue Special Situations Fund, IV LP (91,685)Avenue Special Situations Fund, V LP (131,265)Avenue Special Situations Fund, VI LP 1,188,287Avenue Europe Situations Fund, LP 17,902AEA - LQ LLC (5,384)ABRY Senior Equity II, LP 90,229ABRY Senior Equity III, LP 676,582ABRY Senior Equity IV, L.P. (112,957)ABRY Advanced Securities 357,543ABRY Partners VI 3,287,033ABRY Partners VII 103,511

20





Page 2 of 9



Bain Capital Europe Fund III 1,174,502Bain Capital Asia (267,394)Bain Capital Fund VII LP 687,988Bain Capital Fund VIII, LP 2,367,554Bain Capital Partners IX Coinvestment, LP 1,156,034Bain Capital Partners IX, LP 8,174,144Bain Capital Partners X 4,601,368Bain Capital Partners X Coinvestment 296,584Bain Capital Venture Fund 2005 88,556Bain Capital Venture Fund 2007 2,428,556Bain Capital Venture Fund 2012 15,153BC European Capital VII-9 LP 147,100BC European Capital VIII-9 2,079,842Benchmark Capital Partners III, LP (275,493)Benchmark Capital Partners IV, LP 46,730Benchmark Capital Partners V, LP 332,034Benchmark Capital VI 431,867Benchmark Capital VII 2,250,419Benchmark Founders Fund III, L.P. (110,205)Benchmark Founders Fund IV, L.P. 47,609Benchmark Europe I, LP (86,458)Benchmark Europe II, LP 2,365,827Benchmark Europe III, LP 643,704Cadent Energy Partners II, LP 153,497Candover Partners Limited 2001 Fund 987,370Candover 2005 Fund US #3 LP (1,531,674)Canyon Johnson 326,011Centerbridge Capital Partners, LP 1,161,669

21





Page 3 of 9



Centerbridge Credit Partners TE 5,977,115CCG Investment Fund, LP 876,743Clayton Dubilier & Rice V 293,610Clayton Dubilier & Rice VI 541,810Crow Holdings Realty Partners IV-A 2,178,888Crow Holdings Realty Partners V-A 4,813,970Cypress Realty VI 1,455,329Elevation Partners, LP 135,887Elevation Dundee Partners, LP 192,512EnCap Energy Capital Fund IX, L.P. 226,788Frazier VI 3,612,333Fremont Strategic Property Partners II, LP (183,126)General Atlantic - Bermuda 2,549General Atlantic - Bermuda II 14,337,360General Atlantic - Bermuda III 75,580General Atlantic - 79 4,686,947General Atlantic - 80 (669,985)General Atlantic - 82 (652,254)General Atlantic - 83 731,565General Atlantic - 84 2,231,581General Atlantic - 85 16,004General Atlantic - 87 511General Atlantic - 88 537,025General Atlantic - 89A 245,570General Atlantic Partners 91A 873,418General Atlantic - 93 (1,970)General Atlantic - 94I 1,081,485General Atlantic Fundo De Investimento Em Participacoes (88,886)

22





Page 4 of 9



General Atlantic Brazil Fundo De Investimento Em Participacoes (380)General Catalyst Group Ill, LP 564,937General Catalyst Group IV, LP 186,339General Catalyst Group V, LP 577,686General Catalyst Group V Supplemental, LP 276,012Global Private Equity IV, LP (21,221)Global Private Equity V, LP 250,722Global Private Equity VI, LP 2,935,295Global Private Equity VII, LP 128,995Golden Gate Capital Investment Fund II 62,624Golden Gate Annex II 1,087,979Golden Gate Capital Investment Fund II BVI (9,072)Golden Gate Capital Investment Fund IIA (10,123)Golden Gate Opportunity 3,152,834GTCR Fund IX/A, LP 2,245,971GTCR Fund X/A/B LP 396,005Greenbriar Equity Fund III, L.P. (813)Greenfield Acquisition V 2,247,423Highland Capital Partners VII, LP (6,461)Harbourvest International Private Equity Partners III Partnership Fund LP 71,864Harbourvest International Private Equity Partners IV Partnership Fund LP 1,003,777HIPEP V - Asia Pacific and Rest of World Partnership Fund, LP (Harbourvest V) 2,007,685Hutensky 50,442Hummer Winblad Venture Partners IV, LP (256,302)Hummer Winblad Venture Partners V, LP 135,420HFCP VI Domestic AIV 13,479H & F Cayman AIV I LP 1,357,897Hellman & Friedman Capital Partners VI 8,522,990

23





Page 5 of 9



ING Clarion Development Ventures II, LP 10,264JC Flowers II, LP (223,265)JC Flowers II AIV K (1)Kleiner Perkins Caufield & Byers VIII, LP (18,709)Kleiner Perkins Caufield & Byers IX-A, LP 1,474Kleiner Perkins Caufield & Byers X-A, LP (526,844)Kleiner Perkins Caufield & Byers XI-A, LP (502,767)Kleiner Perkins Caufield & Byers XII, LLC (680,799)Kleiner Perkins Caufield & Byers XIII, LLC (147,201)Kleiner Perkins Caufield & Byers XIV, LLC 4,919,567Kleiner Perkins Caufield & Byers XV, LLC 815Kleiner Green Growth (299,793)Kleiner Digital 503,498Kleiner Perkins Caufield & Byers China, LP (27,615)KPCB China Fund II, LP 3,168Kohlberg VI 6,978,256La Salle Medical Office Fund II 1,604,574LS Power Equity Partners II PIE, LP (610,164)Lime Rock V 1,063,898Lionstone II (46,715)Madison Dearborn Capital Partners IV, LP 1,909Madison Dearborn Capital Partners V - A 1,415,754Madison Dearborn Capital Partners V - B (9,181)Madison Dearborn Capital Partners VI 4,953,992Madison Dearborn Capital Partners VI - A Global Investments LP 2,896,038Matrix Partners VI, LP 199Matrix Partners VII, LP 253,497Matrix Partners VIII, LP (645,302)

24





Page 6 of 9



Matrix Partners IX, LP 2,830,397Matrix Partners China 203,149Matrix Partners China II, LP 2,118,061Matrix Partners India I, LLC 427,195Mineral Acquisition Parnters 2004, LP ("MAP") (20,544)Northern Light Venture Fund III, LP 262,146OCM Mezzanine Fund, LP - Class A & B 2,350OCM Mezzanine Fund, II 672,259OCM Opportunities Fund II, LP 1,490OCM Opportunities Fund III, LP 25,488OCM Opportunities Fund IV, LP 66OCM Opportunities Fund VI, LP (828,557)OCM Opportunities Fund VII, LP 197,639OCM Opportunities Fund VIIb, LP 115,036OCM Principal Opportunities Fund II, LP 19,551OCM Principal Opportunities Fund III, L.P. 157,578OCM Principal Opportunities Fund IV, LP 925,646Prudential Senior Housing Fund III 3,529Quantum Energy Partners IV, LP 27,467Quantum Energy Partners V, LP (559)Realty Associates Fund IX 820,831Redpoint Ventures I, LP 8,333Redpoint Ventures II, LP (117,933)Redpoint Ventures III, LP 371,226Redpoint Ventures IV, LP 613,890Redpoint Ventures V, LP 1,337,401Regiment Capital SSF III (23,931)Regiment Capital SSF V 78,270

25





Page 7 of 9



Roark II 5,135,178Sentient Global Resources IV (51,676)Sequoia India II 46,937Sequoia US IV 265,567Sequoia Capital U.S. Growth Fund V, L.P. 1,184,913Sequoia Capital China Venture IV, L.P. 377Sequoia Capital China Venture V, L.P. 266Sierra Ventures VII, LP 2,255Sierra Ventures VIII-A, LP 1,656,360Sierra Ventures IX LP 1,655,581Summit Ventures IV, LP 27Summit Ventures V, LP (147,577)Summit Ventures VI-B, LP 2,474,245Summit Europe 1,253,633Summit Subordinated Debt Fund II, LP 1,098,236Summit Subordinated Debt IIIB 655,172Summit Subordinated Debt Fund IV, LP 637,122Summit Partners Private Equity Fund VII-A, LP 7,669,767Summit Partners Growth Equity Fund VIII-A, L.P. 1,155,505Sun Capital V 195,947Sycamore Partners LP 1,863,071SRI Nine REIT 561,738Thomas H. Lee Equity Fund V, LP 1,798,548U.S. Venture Partners IX, LP (31,642)U.S. Venture Partners X, LP (15,860)W Capital Partners II, LP 970W Capital Partners III, LP 151Yorktown Energy Partners IV, LP 621

26





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Yorktown Energy Partners V, LP 235,358Yorktown Energy Partners VI, LP (1,142,149)Yorktown Energy Partners VII, LP 268,211Yorktown Energy Partners VIII, LP 873,119Yorktown Energy Partners IX, LP 227,293Abrams II 6,717,830Adamas 3,309,551Baupost 1,418,126Convexity Capital Offshore, L.P. G Shares 32,726,565Farallon Capital Institutional (172,822)Highfield Capital IV, Ltd. 2,642,496Kingstreet Capital LP 2,576,861Lone Cascade 12,414,927Riva Capital II 3,222Riva Capital Partners III, LP 1,840,895Seneca Capital Intl, Ltd. (10,204,504)Sub Total - Limited Liquidity Investments 229,291,754

Other Investments which are pass-throughs (Silchester) 12,398,136Other Investments which are pass-throughs (Silchester-Japan) 6,669,749Somerset Emerging 3,934,663WGI Westwood 625,838Wellington Latin America (2,391,341)Wellington Emerging Markets 2,927,540Blakeney 909,003Energy Transfer Equity LP (Chickasaw) (532)Enterprise Products Partners, LP (Chickasaw) (141,241)Tesoro Logistics LP (Chickasaw) (63,153)

27





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Williams Partners LP (Chickasaw) 4Buckeye Partners LP (Chickasaw) (33,293)Western Gas Equity Partners LP (Chickasaw) 78Western Gas Partners LP (Chickasaw) 153Plains All American Pipeline, LP 311Access Midstream Partners, LP (Chickasaw) (26,095)QEP Midstream Partners, LP (Chickasaw) (76,450)Sub total 24,733,370

Other Realized Exchange Gains (Losses) Advisory Research (547,843)Realized Foreign Exchange Gain(Loss) MLN21 (32)Foreign Exchange Gain(Loss) NTR (283,905)Realized Foreign Exch Gain(Loss)-Pimco 527,915Realized Foreign Exch Gain(Loss)-Westwood (11,655)Sub Total - Foreign Exchange Gain/Loss (315,520)

Net gain (loss) on futures contracts represented by daily receipts or payments of variation margins - PIMCO 96,252Net gain (loss) on futures contracts represented by daily receipts or payments of variation margins - Standish Liquidity (4,621,356)Amortization Gain PIMCO (5,977)Pimco Worthless Security Disposal (1,590,000)Total Gain/Loss financial Instruments and Amortization/Accretion (6,121,080)

Capital Gains from final disposition 5,118,953

Less: Capital gains treated as Unrelated Business Income (946,061)

GRAND TOTAL 251,761,415

28



Attachment 2APart 2

Page 1 of 1

Share/Par Value (a) Property Sold

(c) Date Acquired (d) Date Sold

(e) Gross Sales Price

(g) Cost or Other Basis

Plus Expense of Sale (h) Gain (Loss)

124,446 MFC ISHARES MSCI ACWI ETF 8/29/2012 11/3/2014 7,371,334 5,682,901 1,688,43244,379 MFC ISHARES MSCI ACWI ETF 1/17/2013 11/3/2014 2,628,710 2,192,766 435,943

TOTAL 10,000,043 7,875,668 2,124,376

29

The AndrewW. Mellon FoundationForm 990‐PF13‐1879954Calendar Year 2014

Capital Gains and Losses on Investment PropertyPart I, Line 7 Part IV

Attachment 2APart 3

Page 1 of 3





Plus Expense of Sale

(h) Gain (Loss)

73,300 AOZORA BANK NPV 12/20/2013 11/7/2014 249,994 205,058 44,93677,250 AOZORA BANK NPV 12/20/2013 11/4/2014 268,626 216,109 52,51885,000 AOZORA BANK NPV 12/20/2013 11/5/2014 293,274 237,789 55,48573,450 AOZORA BANK NPV 12/20/2013 11/10/2014 249,032 205,478 43,5543,100 ARCS COMPANY LTD NPV 12/24/2013 10/22/2014 64,156 57,950 6,206

10,700 ARCS COMPANY LTD NPV 12/20/2013 10/21/2014 219,291 199,215 20,0762,100 ARCS COMPANY LTD NPV 12/24/2013 10/21/2014 43,038 39,256 3,7821,200 AS ONE CORPORATION NPV 12/20/2013 10/23/2014 35,960 26,549 9,411500 AS ONE CORPORATION NPV 12/24/2013 10/27/2014 15,124 11,259 3,865300 AS ONE CORPORATION NPV 12/24/2013 10/30/2014 8,945 6,755 2,190

2,600 AS ONE CORPORATION NPV 12/24/2013 10/31/2014 76,804 58,547 18,256300 AS ONE CORPORATION NPV 12/20/2013 10/24/2014 8,932 6,637 2,295

1,900 AS ONE CORPORATION NPV 12/24/2013 10/24/2014 56,571 42,785 13,7861,400 AS ONE CORPORATION NPV 12/24/2013 10/28/2014 41,895 31,525 10,3691,800 AS ONE CORPORATION NPV 12/24/2013 11/4/2014 49,517 40,533 8,984500 AS ONE CORPORATION NPV 12/24/2013 11/5/2014 13,837 11,259 2,578900 AS ONE CORPORATION NPV 12/24/2013 10/29/2014 27,350 20,266 7,083

64,000 BK OF YOKOHAMA NPV 12/20/2013 11/5/2014 371,797 340,333 31,46441,000 BK OF YOKOHAMA NPV 12/20/2013 11/10/2014 231,698 218,026 13,67240,000 BK OF YOKOHAMA NPV 12/20/2013 11/7/2014 229,026 212,708 16,3187,000 CHUGOKU MAR PAINTS NPV 12/20/2013 4/4/2014 45,635 35,305 10,3301,000 CHUGOKU MAR PAINTS NPV 12/24/2013 4/4/2014 6,519 5,105 1,4141,000 CHUGOKU MAR PAINTS NPV 12/24/2013 12/24/2014 8,291 5,105 3,1862,000 CHUGOKU MAR PAINTS NPV 12/24/2013 12/30/2014 17,315 10,211 7,1041,000 CHUGOKU MAR PAINTS NPV 12/24/2013 12/29/2014 8,836 5,105 3,7302,000 CHUGOKU MAR PAINTS NPV 12/24/2013 4/7/2014 13,044 10,211 2,833

11,100 DOSHISHA CO LTD NPV 12/24/2013 10/28/2014 183,188 152,464 30,72410,100 DOSHISHA CO LTD NPV 12/20/2013 10/22/2014 170,670 137,696 32,9743,000 DOSHISHA CO LTD NPV 12/24/2013 10/22/2014 50,694 41,206 9,4886,600 DOSHISHA CO LTD NPV 12/24/2013 10/23/2014 110,398 90,654 19,744

15,500 DOSHISHA CO LTD NPV 12/24/2013 10/29/2014 254,206 212,900 41,307600 DOSHISHA CO LTD NPV 12/20/2013 10/21/2014 10,349 8,180 2,169

30



Attachment 2APart 3

Page 2 of 3






(h) Gain (Loss)

2,800 INABA DENKISANGYO NPV 12/20/2013 12/24/2014 91,533 81,882 9,6512,500 INABA DENKISANGYO NPV 12/20/2013 12/29/2014 82,350 73,109 9,2411,700 INABA DENKISANGYO NPV 12/20/2013 12/30/2014 55,406 49,714 5,692

15,800 MS&AD INSURANCE GROUP HOLDINGS, INC. NPV 12/20/2013 12/24/2014 380,194 408,600 (28,406)2,300 OKINAWA BANK NPV 12/20/2013 11/4/2014 101,113 85,544 15,5691,800 OKINAWA BANK NPV 12/20/2013 11/5/2014 79,297 66,947 12,3503,000 OKINAWA BANK NPV 12/24/2013 11/14/2014 128,596 110,644 17,9523,500 OKINAWA BANK NPV 12/24/2013 11/18/2014 146,448 129,085 17,3631,900 OKINAWA BANK NPV 12/25/2013 11/18/2014 79,500 68,978 10,5223,100 OKINAWA BANK NPV 12/24/2013 11/11/2014 131,452 114,332 17,1201,400 OKINAWA BANK NPV 12/25/2013 11/19/2014 58,469 50,826 7,643300 OKINAWA BANK NPV 12/20/2013 11/7/2014 12,756 11,158 1,599500 OKINAWA BANK NPV 12/24/2013 11/7/2014 21,261 18,441 2,820200 OKINAWA BANK NPV 12/25/2013 11/20/2014 8,271 7,261 1,010400 OKINAWA BANK NPV 12/24/2013 11/17/2014 16,749 14,753 1,996

1,300 OKINAWA BANK NPV 12/24/2013 11/13/2014 54,774 47,946 6,828300 OKINAWA BANK NPV 12/24/2013 11/12/2014 12,719 11,064 1,655

30,000 PACIFIC METALS CO NPV 12/24/2013 10/29/2014 97,656 106,350 (8,694)53,000 PACIFIC METALS CO NPV 12/20/2013 10/27/2014 166,783 186,546 (19,763)4,000 PACIFIC METALS CO NPV 12/24/2013 10/27/2014 12,587 14,180 (1,593)

68,000 PACIFIC METALS CO NPV 12/24/2013 10/30/2014 221,263 241,059 (19,796)31,000 PACIFIC METALS CO NPV 12/20/2013 10/24/2014 97,428 109,112 (11,683)27,000 PACIFIC METALS CO NPV 12/20/2013 10/23/2014 84,319 95,033 (10,714)1,290 ROLAND CORPORATION NPV 12/24/2013 6/17/2014 23,665 16,612 7,0525,550 ROLAND CORPORATION NPV 12/20/2013 6/16/2014 101,667 70,428 31,238

30,050 ROLAND CORPORATION NPV 12/24/2013 6/16/2014 550,465 386,979 163,4867,350 ROLAND CORPORATION NPV 12/20/2013 6/13/2014 135,072 93,270 41,803

15,000 SANKYU INC NPV 12/20/2013 3/13/2014 63,720 56,016 7,7052,000 SANKYU INC NPV 12/20/2013 3/14/2014 8,348 7,469 880

21,000 SANKYU INC NPV 12/20/2013 3/12/2014 89,693 78,422 11,27216,000 STAR MICRONICS CO NPV 12/24/2013 10/9/2014 255,285 191,574 63,7119,100 STAR MICRONICS CO NPV 12/20/2013 10/6/2014 143,337 106,107 37,229

31



Attachment 2APart 3

Page 3 of 3






(h) Gain (Loss)

1,000 STAR MICRONICS CO NPV 12/20/2013 10/7/2014 16,337 11,660 4,6779,200 STAR MICRONICS CO NPV 12/20/2013 10/8/2014 149,305 107,273 42,0322,200 STAR MICRONICS CO NPV 12/24/2013 10/8/2014 35,703 26,341 9,3625,500 TAKEUCHI MFG CO NPV 12/20/2013 3/13/2014 145,159 112,761 32,3986,048 TAKEUCHI MFG CO NPV 12/20/2013 7/28/2014 249,081 123,997 125,0845,000 TAKEUCHI MFG CO NPV 12/24/2013 7/28/2014 205,920 107,740 98,1802,400 TAKEUCHI MFG CO NPV 4/8/2014 7/28/2014 98,841 59,411 39,430700 TAKEUCHI MFG CO NPV 12/20/2013 3/14/2014 18,007 14,351 3,656

2,200 TAKEUCHI MFG CO NPV 4/8/2014 10/14/2014 83,999 54,460 29,5391,200 TAKEUCHI MFG CO NPV 4/8/2014 10/17/2014 46,711 29,706 17,0056,300 TAKEUCHI MFG CO NPV 12/20/2013 7/24/2014 268,372 129,163 139,209800 TAKEUCHI MFG CO NPV 4/8/2014 10/15/2014 30,839 19,804 11,035

10,400 TAKEUCHI MFG CO NPV 4/9/2014 12/11/2014 411,409 257,906 153,5031,100 TAKEUCHI MFG CO NPV 4/8/2014 10/16/2014 43,847 27,230 16,6173,500 TAKEUCHI MFG CO NPV 12/20/2013 3/12/2014 92,687 71,757 20,930

16,552 TAKEUCHI MFG CO NPV 12/20/2013 7/25/2014 684,615 339,350 345,2651,100 TAKEUCHI MFG CO NPV 4/8/2014 10/21/2014 42,176 27,230 14,9464,100 TAKEUCHI MFG CO NPV 4/9/2014 10/21/2014 157,203 101,674 55,528

71,000 THE NISHI‐NIPPON CITY BANK LTD 6/20/2014 12/11/2014 213,521 177,108 36,41310,000 THE NISHI‐NIPPON CITY BANK LTD 6/20/2014 12/12/2014 29,710 24,945 4,7653,600 TOKYO OHKA KOGYO NPV 12/20/2013 12/30/2014 110,540 71,141 39,3997,500 TOKYO OHKA KOGYO NPV 12/20/2013 12/24/2014 234,360 148,211 86,1492,700 TOKYO OHKA KOGYO NPV 12/20/2013 12/29/2014 85,078 53,356 31,722

24,000 TSUMURA & CO NPV 12/20/2013 1/23/2014 617,235 623,488 (6,254)16,060 ROLAND CORPORATION NPV 12/24/2013 7/22/2014 297,187 206,818 90,36918,600 ROLAND CORPORATION NPV 12/25/2013 7/22/2014 344,189 239,342 104,84832,700 ROLAND CORPORATION NPV 4/8/2014 7/22/2014 605,107 451,188 153,9206,200 ROLAND CORPORATION NPV 4/9/2014 7/22/2014 114,730 84,847 29,8834,000 ROLAND CORPORATION NPV 4/16/2014 7/22/2014 74,019 53,603 20,416

TOTAL 12,452,073 9,767,484 2,684,589

32



Attachment 2APart 4

Page 1 of 79




(g) Cost or Other Basis Plus

Expense of Sale (h) Gain (Loss)107 IMAX CORP COM 1/5/2012 3/21/2014 2,963 2,050 912

1,863 IMAX CORP COM 1/5/2012 12/15/2014 54,887 35,700 19,188651 RITCHIE BROS AUCTIONEERS INC COM 7/2/2014 12/15/2014 16,333 16,261 72

1,800 RITCHIE BROS AUCTIONEERS INC COM 7/2/2014 12/15/2014 45,160 45,099 61112 FLEETMATICS GROUP PLC COM EUR0.015 7/24/2013 3/21/2014 3,903 3,696 207

4,036 FLEETMATICS GROUP PLC COM EUR0.015 7/24/2013 12/15/2014 146,803 133,188 13,615106 CAESARSTONE SDOT YAM LTD COM STK 5/21/2013 3/21/2014 6,374 2,954 3,419634 CAESARSTONE SDOT YAM LTD COM STK 5/21/2013 12/15/2014 35,849 17,670 18,180960 CAESARSTONE SDOT YAM LTD COM STK 5/22/2013 12/15/2014 54,283 27,574 26,709

2 INTEROIL CORP COM 8/16/2013 3/21/2014 122 135 (14)808 INTEROIL CORP COM 8/21/2013 11/17/2014 47,526 52,896 (5,370)142 INTEROIL CORP COM 10/29/2013 11/17/2014 8,352 9,721 (1,369)900 INTEROIL CORP COM 11/12/2013 12/11/2014 45,642 70,848 (25,206)45 INTEROIL CORP COM 11/12/2013 12/11/2014 2,282 3,603 (1,321)740 INTEROIL CORP COM 8/16/2013 1/7/2014 32,780 50,121 (17,341)360 INTEROIL CORP COM 8/16/2013 1/7/2014 15,947 25,322 (9,375)958 INTEROIL CORP COM 10/29/2013 11/28/2014 52,373 65,584 (13,212)655 INTEROIL CORP COM 11/12/2013 11/28/2014 35,808 52,445 (16,637)58 INTEROIL CORP COM 8/16/2013 11/13/2014 3,357 3,928 (571)700 INTEROIL CORP COM 8/19/2013 11/13/2014 40,519 48,072 (7,554)92 INTEROIL CORP COM 8/21/2013 11/13/2014 5,325 6,023 (697)590 #REORG/FIDELITY PLAN OF REORG FIDELITY NATL FINL INC 2Y1ZAC1 2Y1LAG1 06‐30‐2014 4/26/2012 1/8/2014 18,745 11,219 7,526

3,000 #REORG/FIDELITY PLAN OF REORG FIDELITY NATL FINL INC 2Y1ZAC1 2Y1LAG1 06‐30‐2014 5/4/2012 1/8/2014 95,314 57,089 38,225111 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 3/21/2014 4,046 3,873 173600 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/14/2014 7/16/2014 24,981 19,650 5,331800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/24/2014 36,466 27,139 9,326800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 5/8/2014 28,351 27,915 436800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/25/2014 35,312 26,631 8,680900 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 40,838 30,753 10,084111 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/24/2014 5,027 3,695 1,332

1,189 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/24/2014 53,845 40,336 13,509589 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/25/2014 25,891 19,607 6,284211 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/14/2014 6/25/2014 9,275 6,910 2,365

1,000 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/20/2014 44,717 34,130 10,58789 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 4,085 3,041 1,043811 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 37,220 27,679 9,541800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/20/2014 36,217 27,304 8,913589 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/23/2014 26,735 19,975 6,760311 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/13/2014 6/23/2014 14,116 10,550 3,566800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 36,449 27,304 9,145149 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/18/2014 8/26/2014 10,871 5,008 5,864600 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/19/2014 8/26/2014 43,776 20,110 23,667

1,400 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 4/7/2014 8/26/2014 102,145 42,609 59,5361,051 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 4/28/2014 8/26/2014 76,682 31,986 44,696189 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/20/2014 8,466 6,451 2,015

33



Attachment 2APart 4

Page 2 of 79





Expense of Sale (h) Gain (Loss)711 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/20/2014 31,847 24,113 7,734700 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 32,352 23,891 8,461

1,700 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/14/2014 8/25/2014 123,933 55,067 68,8673,100 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/14/2014 8/25/2014 225,996 100,443 125,55310,949 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/14/2014 8/25/2014 798,204 358,580 439,624

551 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/18/2014 8/25/2014 40,169 18,518 21,651400 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/19/2014 18,526 13,652 4,874

1,989 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/18/2014 92,059 69,405 22,65411 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 3/7/2014 6/18/2014 509 376 133390 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/2/2013 1/29/2014 5,489 4,481 1,008

1,310 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 1/29/2014 18,436 14,471 3,965884 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 3/26/2014 10,621 9,611 1,010200 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/6/2013 3/26/2014 2,403 2,195 208116 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/20/2013 3/26/2014 1,394 1,320 74

1,700 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/20/2013 4/4/2014 19,482 19,343 139484 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/22/2013 5/27/2014 6,233 5,349 884400 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/5/2013 5/27/2014 5,151 4,734 417316 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/5/2013 5/27/2014 4,069 3,738 331300 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 3/11/2014 3,712 3,262 451

6 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 3/21/2014 71 65 61,200 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/22/2013 5/23/2014 14,464 13,263 1,200800 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/5/2013 6/3/2014 10,257 9,464 793300 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/22/2013 5/23/2014 3,624 3,316 308184 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/5/2013 9/30/2014 3,843 2,177 1,667500 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/6/2013 9/30/2014 10,444 5,978 4,466

1,700 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/7/2013 9/30/2014 35,509 20,197 15,3121,600 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/10/2013 9/30/2014 33,420 19,587 13,8342,000 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 6/11/2013 9/30/2014 41,775 24,237 17,5382,100 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 7/31/2014 9/30/2014 43,864 30,727 13,1371,400 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/20/2013 4/22/2014 16,275 15,929 345110 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 3/7/2014 1,386 1,196 191590 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/3/2013 3/7/2014 7,436 6,517 919184 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/20/2013 5/14/2014 1,879 2,094 (215)

2,100 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/21/2013 5/14/2014 21,441 23,541 (2,100)116 #REORG/MOVE INC COM NEW CASH MERGER 12‐15‐2014 5/22/2013 5/14/2014 1,184 1,282 (98)106 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/22/2014 12/31/2014 3,000 1,412 1,587560 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/23/2014 12/31/2014 15,848 7,631 8,217

1,272 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/3/2014 10/21/2014 22,518 10,586 11,932600 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/21/2014 10,622 5,331 5,291128 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/21/2014 2,266 1,134 1,132900 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/24/2014 15,934 7,972 7,962609 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/11/2014 12/30/2014 17,273 8,054 9,219728 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/23/2014 12/31/2014 20,733 9,920 10,814900 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/21/2014 15,754 7,972 7,782

1,100 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/24/2014 19,311 9,744 9,568

34



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Expense of Sale (h) Gain (Loss)4,000 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/17/2014 2/27/2014 48,834 35,327 13,508594 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/11/2014 12/30/2014 16,808 7,856 8,952

1,652 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 11/18/2014 38,438 15,331 23,1071,758 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/26/2014 48,452 19,417 29,0365,700 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/29/2014 10/17/2014 98,419 48,080 50,3402,572 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/29/2014 10/17/2014 44,409 21,752 22,658728 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/31/2014 10/17/2014 12,570 6,124 6,446668 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/18/2014 17,776 7,378 10,398

1,000 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/21/2014 17,783 8,858 8,9262,172 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/24/2014 38,042 19,239 18,802628 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/24/2014 10,999 5,552 5,447

5,050 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 11/17/2014 112,088 46,865 65,2245,900 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/22/2014 2/28/2014 72,209 53,308 18,901300 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/22/2014 2/28/2014 3,672 2,688 984400 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/22/2014 2/28/2014 4,896 3,615 1,280

7,100 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/17/2014 2/27/2014 88,070 62,705 25,365133 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/11/2014 12/30/2014 3,773 1,759 2,014613 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/22/2014 12/30/2014 17,391 8,204 9,186

2,000 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/23/2014 35,030 17,716 17,3152,800 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/31/2014 10/17/2014 47,141 23,552 23,5883,900 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/28/2014 3/13/2014 50,601 32,315 18,286700 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/29/2014 3/13/2014 9,082 5,920 3,162272 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/31/2014 10/20/2014 4,626 2,288 2,338

1,228 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/3/2014 10/20/2014 20,883 10,220 10,6641,100 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/24/2014 19,389 9,724 9,665885 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/19/2014 23,288 9,775 13,513


1,700 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/29/2014 3/13/2014 21,896 14,377 7,5191,949 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/13/2014 12/15/2014 48,289 18,152 30,1381,700 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/20/2014 12/15/2014 42,120 15,817 26,303

31 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/15/2014 768 347 4211,800 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/15/2014 44,598 20,951 23,647800 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/27/2014 14,146 7,072 7,073400 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/22/2014 2/28/2014 4,898 3,584 1,314


1,128 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 11/7/2014 24,964 10,468 14,4961,025 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/10/2014 26,346 9,512 16,834

35



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Expense of Sale (h) Gain (Loss)8,769 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/15/2014 218,143 98,125 120,0182,207 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/15/2014 54,903 24,376 30,5271,700 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/21/2014 2/27/2014 21,290 15,068 6,222550 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/29/2014 15,119 6,075 9,044

2,427 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/10/2014 63,042 22,523 40,5192,300 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/21/2014 2/27/2014 28,505 20,386 8,1204,600 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/22/2014 2/27/2014 57,010 41,574 15,436

11 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/29/2014 299 121 1781,264 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/11/2014 12/29/2014 34,412 16,716 17,6961,147 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/10/2014 29,550 10,644 18,9061,400 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/3/2014 10/21/2014 24,637 11,651 12,986786 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/23/2014 21,343 8,681 12,662

2,200 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/29/2014 42,052 19,066 22,98660 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/12/2014 1,570 557 1,013

1,171 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/13/2014 12/12/2014 30,637 10,906 19,731272 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/28/2014 4,963 2,405 2,558

1,428 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/28/2014 26,056 12,376 13,680591 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/22/2014 12/31/2014 16,506 7,910 8,596200 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/3/2014 10/21/2014 3,496 1,664 1,831407 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/24/2014 12/23/2014 11,023 4,495 6,528

2,100 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/6/2014 10/29/2014 40,477 18,199 22,2771,080 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/13/2014 12/12/2014 28,257 10,058 18,1991,978 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/11/2014 52,350 18,356 33,994596 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/22/2014 12/31/2014 16,830 7,977 8,85394 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 4/22/2014 12/31/2014 2,654 1,253 1,402228 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 1/29/2014 3/21/2014 3,071 1,928 1,143

2,400 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/3/2014 10/21/2014 42,597 19,974 22,6231,199 #REORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 2/11/2014 12/11/2014 31,581 11,127 20,454700 2U INC COM 6/10/2014 12/15/2014 12,568 9,279 3,289400 2U INC COM 6/10/2014 12/15/2014 7,181 5,290 1,892300 2U INC COM 6/11/2014 12/15/2014 5,386 4,150 1,236

1,800 2U INC COM 6/12/2014 12/15/2014 32,317 25,109 7,207100 2U INC COM 6/13/2014 12/15/2014 1,795 1,387 408400 2U INC COM 6/16/2014 12/15/2014 7,181 5,571 1,611

1,100 2U INC COM 6/17/2014 12/15/2014 19,749 15,431 4,318300 2U INC COM 6/18/2014 12/15/2014 5,386 4,309 1,077400 2U INC COM 6/19/2014 12/15/2014 7,181 5,768 1,414241 2U INC COM 6/20/2014 12/15/2014 4,327 3,727 600

2,500 3D SYS CORP DEL COM NEW STK 10/23/2014 12/15/2014 71,701 92,697 (20,995)498 3D SYS CORP DEL COM NEW STK 10/24/2014 12/15/2014 14,283 18,780 (4,497)

1,198 ADVANCED ENERGY INDS INC COM 10/30/2013 10/10/2014 21,575 25,076 (3,501)502 ADVANCED ENERGY INDS INC COM 10/31/2013 10/10/2014 9,041 10,544 (1,503)898 ADVANCED ENERGY INDS INC COM 11/5/2013 10/17/2014 15,119 22,437 (7,318)800 ADVANCED ENERGY INDS INC COM 11/12/2013 10/17/2014 13,469 18,737 (5,268)300 ADVANCED ENERGY INDS INC COM 12/17/2013 10/17/2014 5,051 6,659 (1,608)

36



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Expense of Sale (h) Gain (Loss)2 ADVANCED ENERGY INDS INC COM 12/17/2013 10/17/2014 34 44 (10)

298 ADVANCED ENERGY INDS INC COM 12/30/2013 10/21/2014 5,089 6,714 (1,625)1,300 ADVANCED ENERGY INDS INC COM 12/31/2013 10/21/2014 22,199 29,678 (7,479)102 ADVANCED ENERGY INDS INC COM 1/2/2014 10/21/2014 1,742 2,340 (598)

1,100 ADVANCED ENERGY INDS INC COM 10/9/2013 4/15/2014 25,364 18,942 6,422798 ADVANCED ENERGY INDS INC COM 1/2/2014 10/21/2014 13,657 18,305 (4,648)302 ADVANCED ENERGY INDS INC COM 1/13/2014 10/21/2014 5,169 7,097 (1,928)98 ADVANCED ENERGY INDS INC COM 1/13/2014 10/22/2014 1,692 2,303 (611)

1,400 ADVANCED ENERGY INDS INC COM 1/14/2014 10/22/2014 24,165 34,868 (10,702)102 ADVANCED ENERGY INDS INC COM 1/15/2014 10/22/2014 1,761 2,675 (914)700 ADVANCED ENERGY INDS INC COM 10/9/2013 10/8/2014 12,927 12,023 904600 ADVANCED ENERGY INDS INC COM 10/31/2013 10/13/2014 10,260 12,602 (2,342)198 ADVANCED ENERGY INDS INC COM 10/9/2013 10/8/2014 3,695 3,401 294

1,700 ADVANCED ENERGY INDS INC COM 10/10/2013 10/8/2014 31,721 30,533 1,188102 ADVANCED ENERGY INDS INC COM 10/10/2013 10/8/2014 1,903 1,812 92300 ADVANCED ENERGY INDS INC COM 10/10/2013 10/8/2014 5,589 5,306 284198 ADVANCED ENERGY INDS INC COM 10/10/2013 10/8/2014 3,689 3,516 173202 ADVANCED ENERGY INDS INC COM 10/11/2013 10/8/2014 3,764 3,813 (49)

2,398 ADVANCED ENERGY INDS INC COM 1/16/2014 10/24/2014 43,029 64,109 (21,080)800 ADVANCED ENERGY INDS INC COM 2/3/2014 10/24/2014 14,355 21,523 (7,168)112 ADVANCED ENERGY INDS INC COM 10/9/2013 3/21/2014 3,046 1,929 1,117600 ADVANCED ENERGY INDS INC COM 10/11/2013 10/8/2014 11,097 11,326 (229)

1,298 ADVANCED ENERGY INDS INC COM 12/17/2013 10/20/2014 21,662 28,656 (6,994)200 ADVANCED ENERGY INDS INC COM 12/18/2013 10/20/2014 3,338 4,339 (1,001)500 ADVANCED ENERGY INDS INC COM 12/18/2013 10/20/2014 8,344 10,808 (2,463)402 ADVANCED ENERGY INDS INC COM 12/19/2013 10/20/2014 6,709 8,674 (1,965)198 ADVANCED ENERGY INDS INC COM 10/31/2013 10/14/2014 3,388 4,159 (771)

2,002 ADVANCED ENERGY INDS INC COM 11/5/2013 10/14/2014 34,256 50,020 (15,765)998 ADVANCED ENERGY INDS INC COM 10/11/2013 10/8/2014 18,647 18,839 (192)

2 ADVANCED ENERGY INDS INC COM 10/14/2013 10/8/2014 37 38 (1)498 ADVANCED ENERGY INDS INC COM 10/23/2013 10/10/2014 8,902 9,766 (864)702 ADVANCED ENERGY INDS INC COM 10/23/2013 10/10/2014 12,548 13,653 (1,105)

1,198 ADVANCED ENERGY INDS INC COM 1/15/2014 10/23/2014 21,312 31,414 (10,101)502 ADVANCED ENERGY INDS INC COM 1/16/2014 10/23/2014 8,931 13,421 (4,490)498 ADVANCED ENERGY INDS INC COM 10/23/2013 10/10/2014 8,966 9,686 (719)

1,000 ADVANCED ENERGY INDS INC COM 10/24/2013 10/10/2014 18,005 19,616 (1,611)100 ADVANCED ENERGY INDS INC COM 10/25/2013 10/10/2014 1,800 1,983 (183)402 ADVANCED ENERGY INDS INC COM 10/29/2013 10/10/2014 7,238 8,571 (1,333)998 ADVANCED ENERGY INDS INC COM 10/29/2013 10/10/2014 17,754 21,277 (3,523)

1,102 ADVANCED ENERGY INDS INC COM 10/30/2013 10/10/2014 19,604 23,067 (3,462)198 ADVANCED ENERGY INDS INC COM 10/9/2013 7/18/2014 3,452 3,410 43102 ADVANCED ENERGY INDS INC COM 10/9/2013 7/18/2014 1,778 1,752 26798 ADVANCED ENERGY INDS INC COM 10/14/2013 10/9/2014 14,606 15,322 (716)600 ADVANCED ENERGY INDS INC COM 10/22/2013 10/9/2014 10,982 12,149 (1,167)602 ADVANCED ENERGY INDS INC COM 10/23/2013 10/9/2014 11,018 11,805 (787)

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Expense of Sale (h) Gain (Loss)298 ADVANCED ENERGY INDS INC COM 12/19/2013 10/21/2014 5,128 6,430 (1,301)600 ADVANCED ENERGY INDS INC COM 12/20/2013 10/21/2014 10,326 13,197 (2,871)300 ADVANCED ENERGY INDS INC COM 12/26/2013 10/21/2014 5,163 6,687 (1,524)402 ADVANCED ENERGY INDS INC COM 12/30/2013 10/21/2014 6,918 9,057 (2,139)

6 ADVISORY BRD CO COM 8/27/2008 3/21/2014 414 92 322514 ADVISORY BRD CO COM 8/28/2008 10/22/2014 25,383 7,919 17,464286 ADVISORY BRD CO COM 1/6/2010 10/22/2014 14,124 4,554 9,570

1,300 ADVISORY BRD CO COM 8/27/2008 10/17/2014 64,705 19,910 44,7951,005 ADVISORY BRD CO COM 1/6/2010 12/15/2014 48,260 16,003 32,257614 ADVISORY BRD CO COM 8/27/2008 10/20/2014 30,284 9,403 20,881986 ADVISORY BRD CO COM 8/28/2008 10/20/2014 48,633 15,192 33,441

1,700 ADVISORY BRD CO COM 8/28/2008 10/21/2014 84,207 26,192 58,014630 ALBEMARLE CORP COM 12/21/2012 1/28/2014 39,696 38,832 863

1,200 ALBEMARLE CORP COM 12/24/2012 1/28/2014 75,611 73,952 1,6592,370 ALBEMARLE CORP COM 1/23/2013 1/28/2014 149,332 156,027 (6,695)530 ALBEMARLE CORP COM 1/23/2013 1/28/2014 33,360 34,892 (1,532)953 ALKERMES PLC SHS 7/17/2013 9/4/2014 41,107 28,627 12,480747 ALKERMES PLC SHS 7/17/2013 9/4/2014 32,221 23,145 9,076600 ALKERMES PLC SHS 7/8/2013 7/14/2014 28,919 17,049 11,870700 ALKERMES PLC SHS 6/11/2013 1/16/2014 32,799 21,282 11,517770 ALKERMES PLC SHS 6/11/2013 1/16/2014 36,079 23,583 12,496830 ALKERMES PLC SHS 6/11/2013 1/16/2014 38,890 25,145 13,745247 ALKERMES PLC SHS 7/1/2013 6/25/2014 12,312 7,312 4,999653 ALKERMES PLC SHS 7/2/2013 6/25/2014 32,549 19,582 12,966700 ALKERMES PLC SHS 6/24/2013 1/30/2014 34,633 18,820 15,813570 ALKERMES PLC SHS 6/24/2013 2/4/2014 27,350 15,325 12,026530 ALKERMES PLC SHS 6/26/2013 2/4/2014 25,431 15,141 10,290470 ALKERMES PLC SHS 6/11/2013 1/16/2014 22,314 14,239 8,075630 ALKERMES PLC SHS 6/12/2013 1/16/2014 29,910 18,971 10,939900 ALKERMES PLC SHS 7/2/2013 6/25/2014 44,769 26,989 17,780900 ALKERMES PLC SHS 7/17/2013 8/15/2014 38,812 27,886 10,926500 ALKERMES PLC SHS 6/5/2013 1/3/2014 19,986 14,856 5,130270 ALKERMES PLC SHS 6/13/2013 1/22/2014 13,674 8,000 5,674

2,230 ALKERMES PLC SHS 6/20/2013 1/22/2014 112,936 62,772 50,164570 ALKERMES PLC SHS 6/7/2013 1/15/2014 27,093 17,392 9,701930 ALKERMES PLC SHS 6/11/2013 1/15/2014 44,204 28,483 15,721470 ALKERMES PLC SHS 6/5/2013 1/3/2014 18,800 13,964 4,836330 ALKERMES PLC SHS 6/5/2013 1/3/2014 13,200 9,725 3,475370 ALKERMES PLC SHS 6/20/2013 1/27/2014 17,607 10,415 7,19230 ALKERMES PLC SHS 6/24/2013 1/27/2014 1,428 816 611408 ALKERMES PLC SHS 8/2/2013 12/23/2014 22,715 13,680 9,035

1,900 ALKERMES PLC SHS 7/17/2013 9/3/2014 83,988 58,870 25,118600 ALKERMES PLC SHS 6/5/2013 1/3/2014 23,990 17,682 6,309470 ALKERMES PLC SHS 8/2/2013 12/23/2014 26,637 15,758 10,878

1,347 ALKERMES PLC SHS 6/26/2013 6/20/2014 68,241 38,482 29,760

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Expense of Sale (h) Gain (Loss)53 ALKERMES PLC SHS 7/1/2013 6/20/2014 2,685 1,579 1,106547 ALKERMES PLC SHS 7/8/2013 7/16/2014 24,732 15,543 9,189100 ALKERMES PLC SHS 7/10/2013 7/16/2014 4,521 2,970 1,55253 ALKERMES PLC SHS 7/10/2013 7/16/2014 2,396 1,570 827300 ALKERMES PLC SHS 7/2/2013 6/30/2014 14,972 8,996 5,975

1,347 ALKERMES PLC SHS 7/26/2013 12/15/2014 71,465 43,326 28,1391,400 ALKERMES PLC SHS 7/29/2013 12/15/2014 74,277 47,948 26,3301,866 ALKERMES PLC SHS 7/30/2013 12/15/2014 99,001 64,265 34,7361,000 ALKERMES PLC SHS 6/24/2013 1/28/2014 48,028 27,215 20,8142,100 ALKERMES PLC SHS 7/1/2013 6/20/2014 107,874 62,563 45,311500 ALKERMES PLC SHS 7/10/2013 8/4/2014 21,350 14,809 6,541970 ALKERMES PLC SHS 6/12/2013 1/17/2014 46,495 29,209 17,287430 ALKERMES PLC SHS 6/13/2013 1/17/2014 20,611 12,741 7,871700 ALKERMES PLC SHS 7/10/2013 7/17/2014 31,085 20,732 10,353930 ALKERMES PLC SHS 6/24/2013 1/28/2014 44,682 25,004 19,678

1,170 ALKERMES PLC SHS 6/24/2013 1/28/2014 56,212 31,841 24,371100 ALKERMES PLC SHS 7/1/2013 6/20/2014 5,068 2,979 2,089300 ALKERMES PLC SHS 7/10/2013 8/4/2014 12,807 8,885 3,922570 ALKERMES PLC SHS 6/5/2013 1/7/2014 22,956 16,798 6,158


1,100 ALKERMES PLC SHS 7/10/2013 8/6/2014 46,543 32,579 13,964400 ALKERMES PLC SHS 7/2/2013 6/27/2014 19,777 11,995 7,782647 ALKERMES PLC SHS 7/1/2013 6/20/2014 32,828 19,275 13,553753 ALKERMES PLC SHS 7/1/2013 6/20/2014 38,206 22,293 15,914647 ALKERMES PLC SHS 7/10/2013 8/6/2014 27,071 19,162 7,908453 ALKERMES PLC SHS 7/11/2013 8/6/2014 18,954 13,646 5,308223 ALKERMES PLC SHS 6/26/2013 3/21/2014 10,417 6,371 4,046600 ALKERMES PLC SHS 7/26/2013 9/16/2014 26,165 19,299 6,866247 ALKERMES PLC SHS 7/2/2013 7/9/2014 11,839 7,407 4,432

1,500 ALKERMES PLC SHS 7/2/2013 7/9/2014 71,894 43,928 27,967653 ALKERMES PLC SHS 7/8/2013 7/9/2014 31,298 18,555 12,742434 ALKERMES PLC SHS 7/30/2013 12/17/2014 23,577 14,947 8,630421 ALKERMES PLC SHS 8/2/2013 12/17/2014 22,871 14,115 8,755700 ALKERMES PLC SHS 7/10/2013 7/22/2014 31,748 20,732 11,015230 ALKERMES PLC SHS 6/7/2013 1/14/2014 10,706 7,018 3,688370 ALKERMES PLC SHS 6/7/2013 1/14/2014 17,223 11,514 5,709

2,500 ALKERMES PLC SHS 6/7/2013 1/14/2014 116,373 77,188 39,185847 ALKERMES PLC SHS 7/17/2013 9/5/2014 35,356 25,443 9,913


4,635 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 1/3/2012 12/15/2014 165,439 96,850 68,589116 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 1/4/2012 12/15/2014 4,140 2,406 1,734

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Expense of Sale (h) Gain (Loss)300 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 1/4/2012 12/15/2014 10,708 6,228 4,480

5 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 1/3/2012 3/21/2014 511 313 198114 AMERICAN EAGLE OUTFITTERS INC NEW COM 1/17/2014 3/21/2014 1,472 1,662 (190)

3,538 AMERICAN EAGLE OUTFITTERS INC NEW COM 1/17/2014 12/15/2014 47,491 51,571 (4,079)728 ARTISAN PARTNERS ASSET MGMT INC CL A CL A 11/20/2014 12/15/2014 34,395 37,635 (3,241)523 ARTISAN PARTNERS ASSET MGMT INC CL A CL A 11/20/2014 12/15/2014 24,709 27,120 (2,411)668 ASPEN TECHNOLOGY INC COM 6/11/2014 12/1/2014 24,365 28,949 (4,584)171 ASPEN TECHNOLOGY INC COM 6/17/2014 12/11/2014 5,916 7,648 (1,732)285 ASPEN TECHNOLOGY INC COM 6/19/2014 12/11/2014 9,859 13,057 (3,197)300 ASPEN TECHNOLOGY INC COM 6/11/2014 12/1/2014 10,677 12,988 (2,311)41 ASPEN TECHNOLOGY INC COM 6/11/2014 12/1/2014 1,459 1,777 (318)709 ASPEN TECHNOLOGY INC COM 6/12/2014 12/1/2014 25,233 30,749 (5,516)800 ASPEN TECHNOLOGY INC COM 6/12/2014 12/1/2014 27,326 34,674 (7,348)

1,037 ASPEN TECHNOLOGY INC COM 6/12/2014 12/1/2014 35,422 44,894 (9,472)491 ASPEN TECHNOLOGY INC COM 6/12/2014 12/1/2014 16,772 21,295 (4,523)291 ASPEN TECHNOLOGY INC COM 6/27/2014 12/17/2014 9,438 13,379 (3,942)581 ASPEN TECHNOLOGY INC COM 7/1/2014 12/17/2014 18,843 27,397 (8,553)415 ASPEN TECHNOLOGY INC COM 6/19/2014 12/12/2014 13,809 19,012 (5,203)400 ASPEN TECHNOLOGY INC COM 6/25/2014 12/12/2014 13,310 18,193 (4,882)66 ASPEN TECHNOLOGY INC COM 6/27/2014 12/12/2014 2,196 3,035 (838)163 ASPEN TECHNOLOGY INC COM 6/12/2014 12/10/2014 5,646 7,057 (1,410)329 ASPEN TECHNOLOGY INC COM 6/17/2014 12/10/2014 11,397 14,714 (3,318)220 ASPEN TECHNOLOGY INC COM 7/30/2014 12/29/2014 8,063 10,124 (2,060)900 ASPEN TECHNOLOGY INC COM 6/11/2014 12/1/2014 30,929 39,051 (8,122)391 ASPEN TECHNOLOGY INC COM 6/11/2014 12/1/2014 13,437 16,945 (3,508)119 ASPEN TECHNOLOGY INC COM 7/1/2014 12/23/2014 4,345 5,611 (1,266)255 ASPEN TECHNOLOGY INC COM 7/30/2014 12/23/2014 9,311 11,735 (2,424)643 ASPEN TECHNOLOGY INC COM 6/27/2014 12/15/2014 21,286 29,564 (8,277)

1,963 ATMEL CORP COM 7/2/2013 8/1/2014 16,113 14,679 1,433400 ATMEL CORP COM 12/26/2013 8/1/2014 3,283 3,108 175

2,537 ATMEL CORP COM 12/31/2013 8/1/2014 20,824 20,016 80817,610 ATMEL CORP COM 5/20/2013 2/7/2014 131,138 132,475 (1,337)6,890 ATMEL CORP COM 5/21/2013 2/7/2014 51,308 51,456 (148)444 ATMEL CORP COM 5/21/2013 3/21/2014 3,859 3,314 545

3,400 ATMEL CORP COM 6/11/2013 7/22/2014 31,103 27,112 3,9912,563 ATMEL CORP COM 6/10/2014 8/8/2014 20,414 23,800 (3,386)3,400 ATMEL CORP COM 6/11/2014 8/8/2014 27,080 31,586 (4,506)466 ATMEL CORP COM 6/11/2013 7/22/2014 4,266 3,716 550


6,937 ATMEL CORP COM 1/3/2014 8/7/2014 55,391 55,549 (159)5,200 ATMEL CORP COM 5/21/2013 6/17/2014 50,257 38,811 11,4462,663 ATMEL CORP COM 1/3/2014 8/7/2014 21,224 21,325 (101)4,400 ATMEL CORP COM 1/3/2014 8/7/2014 35,067 35,222 (155)4,100 ATMEL CORP COM 1/3/2014 8/7/2014 32,676 32,469 207

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Expense of Sale (h) Gain (Loss)537 ATMEL CORP COM 1/6/2014 8/7/2014 4,280 4,256 24366 ATMEL CORP COM 5/21/2013 6/18/2014 3,480 2,732 749

2,200 ATMEL CORP COM 5/21/2013 6/18/2014 20,919 16,379 4,5401,934 ATMEL CORP COM 5/23/2013 6/18/2014 18,390 14,498 3,8922,637 ATMEL CORP COM 12/31/2013 8/6/2014 22,349 20,799 1,5501,363 ATMEL CORP COM 12/31/2013 8/6/2014 11,552 10,754 7982,866 ATMEL CORP COM 5/30/2013 7/21/2014 25,589 22,567 3,0221,034 ATMEL CORP COM 5/30/2013 7/21/2014 9,232 8,048 1,1842,763 ATMEL CORP COM 1/6/2014 8/7/2014 21,486 21,896 (411)5,600 ATMEL CORP COM 1/7/2014 8/7/2014 43,547 44,532 (985)2,300 ATMEL CORP COM 1/7/2014 8/7/2014 17,885 18,408 (523)637 ATMEL CORP COM 1/8/2014 8/7/2014 4,953 5,292 (339)366 ATMEL CORP COM 6/12/2013 7/24/2014 3,153 2,787 366


4,500 ATMEL CORP COM 7/2/2013 7/29/2014 37,860 33,719 4,1411,434 ATMEL CORP COM 7/2/2013 7/29/2014 12,065 10,723 1,3411,766 ATMEL CORP COM 5/23/2013 6/18/2014 16,518 13,239 3,2792,834 ATMEL CORP COM 5/28/2013 6/18/2014 26,507 21,630 4,8772,300 ATMEL CORP COM 5/30/2013 7/21/2014 20,579 17,903 2,6772,800 ATMEL CORP COM 1/8/2014 8/7/2014 22,358 23,044 (687)337 ATMEL CORP COM 1/8/2014 8/7/2014 2,691 2,753 (62)

2,763 ATMEL CORP COM 1/8/2014 8/7/2014 22,062 22,954 (892)3,500 ATMEL CORP COM 6/12/2013 7/23/2014 30,878 26,656 4,2225,000 ATMEL CORP COM 6/26/2013 7/24/2014 43,271 36,467 6,8042,466 ATMEL CORP COM 5/28/2013 6/18/2014 23,366 18,822 4,545634 ATMEL CORP COM 5/29/2013 6/18/2014 6,007 4,678 1,330

2,500 ATMEL CORP COM 5/30/2013 7/16/2014 22,254 19,685 2,5691,966 ATMEL CORP COM 5/30/2013 7/21/2014 17,561 15,303 2,2591,134 ATMEL CORP COM 6/11/2013 7/21/2014 10,130 9,043 1,0875,900 ATMEL CORP COM 1/8/2014 8/7/2014 47,169 48,198 (1,029)5,790 ATMEL CORP COM 5/21/2013 2/11/2014 44,035 43,214 8201,210 ATMEL CORP COM 5/21/2013 2/11/2014 9,202 9,037 1664,803 ATMEL CORP COM 7/2/2013 7/30/2014 40,715 35,917 4,7985,763 ATMEL CORP COM 1/8/2014 8/7/2014 45,683 47,079 (1,396)1,600 ATMEL CORP COM 1/10/2014 8/7/2014 12,683 13,955 (1,272)3,837 ATMEL CORP COM 6/10/2014 8/7/2014 30,416 35,631 (5,215)4,566 ATMEL CORP COM 5/29/2013 6/19/2014 43,002 33,689 9,312334 ATMEL CORP COM 5/30/2013 6/19/2014 3,146 2,630 516550 ATWOOD OCEANICS INC COM 2/13/2013 1/30/2014 25,725 29,852 (4,127)550 ATWOOD OCEANICS INC COM 4/1/2013 1/30/2014 25,725 28,355 (2,630)150 ATWOOD OCEANICS INC COM 4/2/2013 1/31/2014 7,146 7,759 (613)550 ATWOOD OCEANICS INC COM 6/11/2013 1/31/2014 26,203 30,350 (4,146)450 ATWOOD OCEANICS INC COM 2/8/2013 1/29/2014 21,155 24,322 (3,166)450 ATWOOD OCEANICS INC COM 2/13/2013 1/29/2014 21,155 24,424 (3,269)

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Expense of Sale (h) Gain (Loss)450 ATWOOD OCEANICS INC COM 2/6/2013 1/24/2014 21,458 23,913 (2,455)350 ATWOOD OCEANICS INC COM 2/7/2013 1/24/2014 16,689 18,709 (2,020)350 ATWOOD OCEANICS INC COM 4/1/2013 1/30/2014 16,472 18,044 (1,572)650 ATWOOD OCEANICS INC COM 4/2/2013 1/30/2014 30,591 33,623 (3,032)50 ATWOOD OCEANICS INC COM 6/11/2013 3/7/2014 2,436 2,759 (323)400 ATWOOD OCEANICS INC COM 6/11/2013 3/7/2014 19,486 21,910 (2,424)350 ATWOOD OCEANICS INC COM 6/12/2013 3/7/2014 17,050 19,259 (2,209)350 ATWOOD OCEANICS INC COM 7/18/2013 3/10/2014 16,975 19,840 (2,865)500 ATWOOD OCEANICS INC COM 8/27/2013 3/10/2014 24,250 28,676 (4,426)350 ATWOOD OCEANICS INC COM 6/12/2013 3/7/2014 17,102 19,259 (2,158)550 ATWOOD OCEANICS INC COM 7/18/2013 3/7/2014 26,874 31,177 (4,303)150 ATWOOD OCEANICS INC COM 2/7/2013 1/27/2014 7,132 8,018 (886)850 ATWOOD OCEANICS INC COM 2/7/2013 1/27/2014 40,417 45,377 (4,960)250 ATWOOD OCEANICS INC COM 2/4/2013 1/3/2014 13,071 13,353 (282)150 ATWOOD OCEANICS INC COM 2/6/2013 1/3/2014 7,842 7,971 (128)900 ATWOOD OCEANICS INC COM 6/11/2013 2/20/2014 41,988 49,663 (7,676)400 ATWOOD OCEANICS INC COM 2/7/2013 1/27/2014 18,976 21,259 (2,283)150 ATWOOD OCEANICS INC COM 2/7/2013 1/27/2014 7,116 8,008 (892)50 ATWOOD OCEANICS INC COM 2/8/2013 1/27/2014 2,372 2,702 (330)700 ATWOOD OCEANICS INC COM 2/8/2013 1/28/2014 33,272 37,833 (4,561)110 BELDEN INC COM 6/4/2010 3/21/2014 7,956 2,759 5,197

2,625 BELDEN INC COM 6/4/2010 12/15/2014 208,464 65,838 142,625540 BERKLEY W R CORP COM 1/6/2010 2/4/2014 20,879 13,164 7,714

1,400 BERKLEY W R CORP COM 7/27/2010 2/4/2014 54,130 37,890 16,2401,260 BERKLEY W R CORP COM 7/28/2010 2/4/2014 48,717 34,060 14,656400 BERKLEY W R CORP COM 7/28/2010 2/5/2014 15,509 10,813 4,696

2,140 BERKLEY W R CORP COM 10/22/2008 2/3/2014 82,742 49,107 33,6352,600 BERKLEY W R CORP COM 10/23/2008 2/3/2014 100,527 60,002 40,5262,900 BERKLEY W R CORP COM 2/11/2009 2/3/2014 112,127 67,313 44,8137,300 BERKLEY W R CORP COM 2/11/2009 2/3/2014 282,250 169,681 112,568760 BERKLEY W R CORP COM 1/6/2010 2/3/2014 29,385 18,528 10,857840 BERKLEY W R CORP COM 7/28/2010 2/7/2014 32,565 22,707 9,858280 BERKLEY W R CORP COM 9/30/2011 2/7/2014 10,855 8,338 2,517

1,800 BERKLEY W R CORP COM 10/22/2008 1/31/2014 70,044 41,305 28,7392,721 BIODELIVERY SCIENCES INTL INC COM 10/9/2014 12/15/2014 33,595 46,527 (12,932)900 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/24/2014 29,272 22,214 7,058

5 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/27/2013 3/21/2014 134 111 221,275 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/27/2013 10/20/2014 42,589 28,320 14,269625 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/28/2013 10/20/2014 20,877 14,027 6,850

1,275 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/28/2013 10/21/2014 42,794 28,614 14,180300 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/1/2013 10/21/2014 10,069 6,867 3,202700 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/1/2013 10/21/2014 23,495 16,008 7,487

1,100 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/29/2013 10/21/2014 36,921 26,267 10,654125 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/30/2013 10/21/2014 4,196 2,988 1,208900 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/23/2014 29,299 22,328 6,971

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Expense of Sale (h) Gain (Loss)525 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/27/2013 10/17/2014 17,472 11,661 5,811275 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/27/2013 10/17/2014 9,152 6,116 3,036375 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/30/2013 10/21/2014 12,657 8,963 3,695200 BLACKHAWK NETWORK HLDGS INC CL A CL A 7/30/2013 10/21/2014 6,751 4,765 1,986125 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/21/2014 4,219 3,101 1,118200 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/21/2014 6,751 4,982 1,769

2,100 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/23/2014 68,898 52,099 16,800400 BLACKHAWK NETWORK HLDGS INC CL A CL A 9/30/2014 10/28/2014 13,370 13,008 361

1,300 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/22/2014 42,727 32,252 10,4751,100 BLACKHAWK NETWORK HLDGS INC CL A CL A 9/30/2014 10/28/2014 36,935 35,773 1,163

75 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/27/2014 2,448 1,851 597500 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/30/2013 10/27/2014 16,318 12,405 3,913325 BLACKHAWK NETWORK HLDGS INC CL A CL A 9/30/2014 10/27/2014 10,607 10,569 37775 BLACKHAWK NETWORK HLDGS INC CL A CL A 9/30/2014 10/29/2014 26,525 25,204 1,321425 BLACKHAWK NETWORK HLDGS INC CL A CL A 10/1/2014 10/29/2014 14,546 13,493 1,053

2,275 BLACKHAWK NETWORK HLDGS INC CL A CL A 10/1/2014 10/30/2014 77,955 72,226 5,730575 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/24/2014 18,805 14,265 4,540525 BLACKHAWK NETWORK HLDGS INC CL A CL A 8/29/2013 10/24/2014 17,170 12,958 4,211800 BLACKHAWK NETWORK HLDGS INC CL B CL B 10/17/2014 12/15/2014 27,622 25,944 1,678

1,285 BLACKHAWK NETWORK HLDGS INC CL B CL B 10/20/2014 12/15/2014 44,368 41,822 2,5461,405 BOISE CASCADE CO COM 11/7/2013 7/14/2014 36,724 31,613 5,111800 BOISE CASCADE CO COM 11/7/2013 7/3/2014 22,602 18,000 4,602

1,100 BOISE CASCADE CO COM 11/7/2013 7/7/2014 30,011 24,750 5,2612,900 BOISE CASCADE CO COM 11/7/2013 6/26/2014 84,551 65,250 19,301

5 BOISE CASCADE CO COM 11/7/2013 3/21/2014 143 113 30700 BOISE CASCADE CO COM 11/7/2013 7/11/2014 18,237 15,750 2,487

3,000 BOISE CASCADE CO COM 11/7/2013 7/2/2014 85,652 67,500 18,1521,200 BOISE CASCADE CO COM 11/7/2013 7/9/2014 31,988 27,000 4,9882,200 BOISE CASCADE CO COM 11/7/2013 7/8/2014 58,685 49,500 9,185105 BOOT BARN HLDGS INC COM 10/30/2014 12/15/2014 2,199 1,680 519700 CADENCE DESIGN SYS INC COM 1/11/2013 6/24/2014 12,064 9,766 2,298409 CADENCE DESIGN SYS INC COM 5/1/2013 7/22/2014 6,808 5,728 1,080

1,691 CADENCE DESIGN SYS INC COM 5/2/2013 7/22/2014 28,146 23,486 4,660809 CADENCE DESIGN SYS INC COM 11/5/2012 5/5/2014 12,571 10,420 2,151800 CADENCE DESIGN SYS INC COM 11/6/2012 5/5/2014 12,431 10,541 1,890800 CADENCE DESIGN SYS INC COM 11/6/2012 5/5/2014 12,431 10,461 1,97091 CADENCE DESIGN SYS INC COM 11/16/2012 5/5/2014 1,414 1,129 285209 CADENCE DESIGN SYS INC COM 10/4/2012 4/23/2014 3,085 2,702 383

1,491 CADENCE DESIGN SYS INC COM 10/8/2012 4/23/2014 22,009 19,212 2,7962,700 CADENCE DESIGN SYS INC COM 1/10/2013 5/28/2014 45,245 37,617 7,628109 CADENCE DESIGN SYS INC COM 12/31/2012 5/15/2014 1,685 1,464 221

2,591 CADENCE DESIGN SYS INC COM 1/10/2013 5/15/2014 40,056 36,099 3,9571,000 CADENCE DESIGN SYS INC COM 1/10/2013 6/2/2014 16,462 13,932 2,5291,000 CADENCE DESIGN SYS INC COM 1/10/2013 5/27/2014 16,836 13,932 2,9042,100 CADENCE DESIGN SYS INC COM 10/17/2012 4/29/2014 32,140 27,222 4,918

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Expense of Sale (h) Gain (Loss)1,109 CADENCE DESIGN SYS INC COM 12/13/2012 5/12/2014 17,428 14,568 2,860691 CADENCE DESIGN SYS INC COM 12/14/2012 5/12/2014 10,859 9,111 1,748509 CADENCE DESIGN SYS INC COM 5/2/2013 8/4/2014 8,681 7,070 1,61191 CADENCE DESIGN SYS INC COM 5/13/2013 8/4/2014 1,552 1,281 271309 CADENCE DESIGN SYS INC COM 10/17/2012 4/29/2014 4,769 4,006 764

2,700 CADENCE DESIGN SYS INC COM 10/18/2012 4/29/2014 41,674 34,669 7,00591 CADENCE DESIGN SYS INC COM 10/19/2012 4/29/2014 1,405 1,161 244309 CADENCE DESIGN SYS INC COM 10/8/2012 4/24/2014 4,627 3,982 646

1,191 CADENCE DESIGN SYS INC COM 10/17/2012 4/24/2014 17,835 15,439 2,3969 CADENCE DESIGN SYS INC COM 5/13/2013 10/21/2014 150 127 23

2,100 CADENCE DESIGN SYS INC COM 5/16/2013 10/21/2014 34,935 30,248 4,687191 CADENCE DESIGN SYS INC COM 6/12/2013 10/21/2014 3,177 2,836 341221 CADENCE DESIGN SYS INC COM 9/28/2012 3/21/2014 3,489 2,846 642

1,009 CADENCE DESIGN SYS INC COM 10/19/2012 4/30/2014 15,725 12,872 2,8531,791 CADENCE DESIGN SYS INC COM 10/25/2012 4/30/2014 27,912 21,997 5,9161,200 CADENCE DESIGN SYS INC COM 1/10/2013 5/23/2014 20,166 16,719 3,447409 CADENCE DESIGN SYS INC COM 10/1/2012 4/17/2014 6,031 5,206 825891 CADENCE DESIGN SYS INC COM 10/4/2012 4/17/2014 13,139 11,518 1,621

1,109 CADENCE DESIGN SYS INC COM 1/10/2013 6/3/2014 18,173 15,451 2,72291 CADENCE DESIGN SYS INC COM 1/11/2013 6/3/2014 1,491 1,270 222

2,309 CADENCE DESIGN SYS INC COM 10/25/2012 4/30/2014 35,777 28,358 7,419391 CADENCE DESIGN SYS INC COM 11/5/2012 4/30/2014 6,058 5,036 1,022

1,109 CADENCE DESIGN SYS INC COM 6/12/2013 10/22/2014 18,243 16,468 1,7763,300 CADENCE DESIGN SYS INC COM 7/15/2013 10/22/2014 54,286 51,866 2,4201,200 CADENCE DESIGN SYS INC COM 12/14/2012 5/14/2014 18,651 15,822 2,8291,000 CADENCE DESIGN SYS INC COM 5/13/2013 9/12/2014 17,878 14,074 3,804609 CADENCE DESIGN SYS INC COM 12/14/2012 5/14/2014 9,477 8,030 1,447491 CADENCE DESIGN SYS INC COM 12/31/2012 5/14/2014 7,641 6,597 1,044



1,091 CADENCE DESIGN SYS INC COM 1/31/2013 7/22/2014 18,230 15,099 3,1311,200 CADENCE DESIGN SYS INC COM 12/31/2012 5/14/2014 18,617 16,122 2,4951,600 CADENCE DESIGN SYS INC COM 5/13/2013 9/11/2014 28,752 22,518 6,2331,109 CADENCE DESIGN SYS INC COM 9/28/2012 4/16/2014 16,196 14,283 1,912591 CADENCE DESIGN SYS INC COM 10/1/2012 4/16/2014 8,631 7,522 1,108709 CADENCE DESIGN SYS INC COM 1/31/2013 7/22/2014 11,929 9,812 2,117


1,300 CADENCE DESIGN SYS INC COM 10/1/2012 4/16/2014 18,958 16,547 2,411909 CADENCE DESIGN SYS INC COM 11/30/2012 5/8/2014 14,291 11,553 2,737191 CADENCE DESIGN SYS INC COM 12/13/2012 5/8/2014 3,003 2,509 494800 CADENCE DESIGN SYS INC COM 5/1/2013 7/22/2014 13,367 11,203 2,164692 CALLIDUS SOFTWARE INC COM STK 9/11/2013 12/15/2014 10,280 5,785 4,495

44



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Expense of Sale (h) Gain (Loss)600 CALLIDUS SOFTWARE INC COM STK 9/13/2013 12/15/2014 8,913 5,298 3,615

2,000 CALLIDUS SOFTWARE INC COM STK 9/13/2013 12/15/2014 29,710 17,699 12,0112,100 CALLIDUS SOFTWARE INC COM STK 9/16/2013 12/15/2014 31,196 18,633 12,563454 CALLIDUS SOFTWARE INC COM STK 9/17/2013 12/15/2014 6,744 4,092 2,652118 CALLIDUS SOFTWARE INC COM STK 9/11/2013 3/21/2014 1,541 986 555

1,064 CARLISLE COMPANIES INC COM 10/8/2010 12/15/2014 91,689 33,893 57,7965 CARLISLE COMPANIES INC COM 10/8/2010 3/21/2014 400 159 240

200 CARLISLE COMPANIES INC COM 10/8/2010 10/20/2014 15,658 6,371 9,287500 CARLISLE COMPANIES INC COM 10/8/2010 10/17/2014 39,072 15,927 23,145

1,500 CARLISLE COMPANIES INC COM 10/8/2010 10/17/2014 117,301 47,781 69,520703 CARRIZO OIL & GAS INC COM 12/30/2013 12/18/2014 27,720 31,100 (3,381)203 CARRIZO OIL & GAS INC COM 12/31/2013 12/18/2014 8,004 9,089 (1,085)400 CARRIZO OIL & GAS INC COM 10/11/2013 8/5/2014 23,815 16,947 6,868300 CARRIZO OIL & GAS INC COM 10/9/2013 6/10/2014 18,260 11,998 6,262800 CARRIZO OIL & GAS INC COM 8/5/2013 5/5/2014 45,234 26,327 18,907239 CARRIZO OIL & GAS INC COM 5/17/2013 4/30/2014 12,705 6,538 6,167761 CARRIZO OIL & GAS INC COM 8/2/2013 4/30/2014 40,454 25,407 15,047719 CARRIZO OIL & GAS INC COM 12/31/2013 12/18/2014 27,591 32,193 (4,602)39 CARRIZO OIL & GAS INC COM 8/27/2013 6/5/2014 2,417 1,348 1,069461 CARRIZO OIL & GAS INC COM 10/9/2013 6/5/2014 28,573 18,437 10,135100 CARRIZO OIL & GAS INC COM 10/11/2013 8/5/2014 5,933 4,235 1,69839 CARRIZO OIL & GAS INC COM 10/11/2013 8/5/2014 2,314 1,652 662261 CARRIZO OIL & GAS INC COM 10/24/2013 8/5/2014 15,485 11,495 3,99076 CARRIZO OIL & GAS INC COM 12/18/2013 12/15/2014 2,513 3,235 (722)300 CARRIZO OIL & GAS INC COM 12/19/2013 12/15/2014 9,919 12,733 (2,814)400 CARRIZO OIL & GAS INC COM 12/20/2013 12/15/2014 13,225 17,118 (3,893)600 CARRIZO OIL & GAS INC COM 12/23/2013 12/15/2014 19,837 26,247 (6,410)300 CARRIZO OIL & GAS INC COM 12/24/2013 12/15/2014 9,919 13,080 (3,161)200 CARRIZO OIL & GAS INC COM 12/30/2013 12/15/2014 6,612 8,898 (2,286)97 CARRIZO OIL & GAS INC COM 12/30/2013 12/15/2014 3,207 4,291 (1,084)400 CARRIZO OIL & GAS INC COM 11/7/2013 10/2/2014 19,633 17,232 2,401239 CARRIZO OIL & GAS INC COM 10/24/2013 8/6/2014 14,254 10,526 3,728161 CARRIZO OIL & GAS INC COM 10/30/2013 8/6/2014 9,602 6,975 2,627800 CARRIZO OIL & GAS INC COM 8/2/2013 4/30/2014 43,263 26,709 16,554600 CARRIZO OIL & GAS INC COM 12/31/2013 12/18/2014 22,729 26,570 (3,841)78 CARRIZO OIL & GAS INC COM 12/31/2013 12/18/2014 2,955 3,492 (538)7 CARRIZO OIL & GAS INC COM 1/2/2014 12/18/2014 265 303 (38)

710 CARRIZO OIL & GAS INC COM 11/13/2013 11/21/2014 37,583 30,740 6,843500 CARRIZO OIL & GAS INC COM 10/24/2013 8/5/2014 30,008 22,021 7,98739 CARRIZO OIL & GAS INC COM 10/30/2013 9/24/2014 2,108 1,690 418561 CARRIZO OIL & GAS INC COM 10/31/2013 9/24/2014 30,320 24,073 6,247500 CARRIZO OIL & GAS INC COM 10/30/2013 8/6/2014 30,142 21,662 8,480239 CARRIZO OIL & GAS INC COM 11/12/2013 11/7/2014 12,650 10,269 2,381361 CARRIZO OIL & GAS INC COM 11/12/2013 11/7/2014 19,107 15,466 3,641300 CARRIZO OIL & GAS INC COM 8/27/2013 5/13/2014 16,623 10,371 6,252

45



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Expense of Sale (h) Gain (Loss)1,000 CARRIZO OIL & GAS INC COM 2/6/2013 4/1/2014 52,120 22,415 29,705839 CARRIZO OIL & GAS INC COM 10/31/2013 9/24/2014 45,030 36,002 9,02861 CARRIZO OIL & GAS INC COM 11/5/2013 9/24/2014 3,274 2,758 516461 CARRIZO OIL & GAS INC COM 10/9/2013 6/18/2014 30,577 18,428 12,149239 CARRIZO OIL & GAS INC COM 10/9/2013 6/18/2014 15,852 9,559 6,294600 CARRIZO OIL & GAS INC COM 10/30/2013 8/6/2014 36,239 25,995 10,244439 CARRIZO OIL & GAS INC COM 11/12/2013 11/7/2014 23,204 18,808 4,396161 CARRIZO OIL & GAS INC COM 11/13/2013 11/7/2014 8,510 6,971 1,539400 CARRIZO OIL & GAS INC COM 1/23/2013 3/18/2014 20,555 8,717 11,838400 CARRIZO OIL & GAS INC COM 8/2/2013 5/1/2014 21,373 13,252 8,121139 CARRIZO OIL & GAS INC COM 8/2/2013 5/1/2014 7,427 4,641 2,786361 CARRIZO OIL & GAS INC COM 8/2/2013 5/1/2014 19,289 11,903 7,386800 CARRIZO OIL & GAS INC COM 11/7/2013 11/6/2014 39,200 34,463 4,737245 CARRIZO OIL & GAS INC COM 12/17/2013 11/25/2014 12,605 10,623 1,983424 CARRIZO OIL & GAS INC COM 12/18/2013 11/25/2014 21,815 18,046 3,769650 CARRIZO OIL & GAS INC COM 1/23/2013 3/18/2014 33,491 14,165 19,32650 CARRIZO OIL & GAS INC COM 2/6/2013 3/18/2014 2,576 1,121 1,455139 CARRIZO OIL & GAS INC COM 8/5/2013 5/8/2014 7,873 4,574 3,299261 CARRIZO OIL & GAS INC COM 8/27/2013 5/8/2014 14,784 9,054 5,730500 CARRIZO OIL & GAS INC COM 8/2/2013 5/1/2014 27,162 16,486 10,675372 CARRIZO OIL & GAS INC COM 1/2/2014 12/29/2014 15,341 15,694 (353)12 CARRIZO OIL & GAS INC COM 1/2/2014 12/29/2014 495 519 (24)39 CARRIZO OIL & GAS INC COM 11/7/2013 11/6/2014 1,933 1,680 253800 CARRIZO OIL & GAS INC COM 11/12/2013 11/6/2014 39,661 34,380 5,281161 CARRIZO OIL & GAS INC COM 11/12/2013 11/6/2014 7,982 6,917 1,064800 CARRIZO OIL & GAS INC COM 2/22/2013 4/4/2014 41,978 16,994 24,983300 CARRIZO OIL & GAS INC COM 2/22/2013 4/7/2014 15,472 6,373 9,099339 CARRIZO OIL & GAS INC COM 8/27/2013 5/8/2014 19,289 11,759 7,53061 CARRIZO OIL & GAS INC COM 8/27/2013 5/8/2014 3,471 2,109 1,362111 CARRIZO OIL & GAS INC COM 2/6/2013 3/21/2014 5,682 2,488 3,194539 CARRIZO OIL & GAS INC COM 2/6/2013 4/2/2014 28,454 12,082 16,37261 CARRIZO OIL & GAS INC COM 2/22/2013 4/2/2014 3,220 1,296 1,924428 CARRIZO OIL & GAS INC COM 1/2/2014 12/29/2014 17,944 18,056 (112)327 CARRIZO OIL & GAS INC COM 1/6/2014 12/29/2014 13,710 13,843 (134)39 CARRIZO OIL & GAS INC COM 10/9/2013 6/24/2014 2,578 1,559 1,01961 CARRIZO OIL & GAS INC COM 10/11/2013 6/24/2014 4,032 2,584 1,448400 CARRIZO OIL & GAS INC COM 10/11/2013 6/24/2014 26,442 17,360 9,083265 CARRIZO OIL & GAS INC COM 11/13/2013 11/24/2014 13,998 11,256 2,742229 CARRIZO OIL & GAS INC COM 11/13/2013 11/24/2014 12,097 9,915 2,182481 CARRIZO OIL & GAS INC COM 1/2/2014 12/23/2014 20,247 20,804 (557)139 CARRIZO OIL & GAS INC COM 2/22/2013 4/29/2014 7,534 2,953 4,581661 CARRIZO OIL & GAS INC COM 5/17/2013 4/29/2014 35,826 18,081 17,745135 CARRIZO OIL & GAS INC COM 11/13/2013 11/24/2014 7,152 5,734 1,418500 CARRIZO OIL & GAS INC COM 12/12/2013 11/24/2014 26,490 20,835 5,655255 CARRIZO OIL & GAS INC COM 12/17/2013 11/24/2014 13,510 11,056 2,454

46



Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)139 CARRIZO OIL & GAS INC COM 8/2/2013 5/5/2014 7,683 4,583 3,100261 CARRIZO OIL & GAS INC COM 8/5/2013 5/5/2014 14,426 8,589 5,837439 CARRIZO OIL & GAS INC COM 11/5/2013 9/30/2014 23,694 19,850 3,844661 CARRIZO OIL & GAS INC COM 11/7/2013 9/30/2014 35,675 28,475 7,200

3,761 CELLDEX THERAPEUTICS INC NEW COM STK 5/14/2014 12/15/2014 65,071 56,221 8,8501,000 CELLDEX THERAPEUTICS INC NEW COM STK 5/14/2014 10/30/2014 16,618 14,948 1,669200 CELLDEX THERAPEUTICS INC NEW COM STK 5/14/2014 10/29/2014 3,328 2,990 339

1,117 CELLDEX THERAPEUTICS INC NEW COM STK 5/14/2014 11/21/2014 22,921 16,697 6,2241,600 CELLDEX THERAPEUTICS INC NEW COM STK 5/14/2014 10/29/2014 26,699 23,917 2,781

49 CENTENE CORP DEL COM 9/24/2014 11/17/2014 4,780 4,010 769487 CENTENE CORP DEL COM 9/29/2014 11/17/2014 47,505 40,623 6,882500 CENTENE CORP DEL COM 8/6/2014 10/29/2014 44,801 36,609 8,192399 CENTENE CORP DEL COM 9/18/2014 11/12/2014 38,670 32,241 6,429101 CENTENE CORP DEL COM 9/19/2014 11/12/2014 9,789 8,247 1,541509 CENTENE CORP DEL COM 9/29/2014 11/18/2014 50,538 42,458 8,079700 CENTENE CORP DEL COM 9/24/2014 11/14/2014 67,493 57,428 10,065400 CENTENE CORP DEL COM 9/19/2014 11/12/2014 38,869 32,663 6,206300 CENTENE CORP DEL COM 12/12/2013 6/3/2014 21,568 16,507 5,061300 CENTENE CORP DEL COM 6/3/2013 5/23/2014 21,437 14,564 6,873104 CENTENE CORP DEL COM 9/29/2014 11/18/2014 10,308 8,675 1,632600 CENTENE CORP DEL COM 10/6/2014 11/18/2014 59,466 48,756 10,710288 CENTENE CORP DEL COM 10/9/2014 11/18/2014 28,544 23,476 5,06849 CENTENE CORP DEL COM 9/24/2014 11/14/2014 4,764 4,020 744301 CENTENE CORP DEL COM 9/24/2014 11/14/2014 29,264 24,690 4,574312 CENTENE CORP DEL COM 10/9/2014 11/18/2014 31,195 25,433 5,762290 CENTENE CORP DEL COM 10/15/2014 11/18/2014 28,995 22,287 6,708

1,300 CENTENE CORP DEL COM 5/7/2013 2/4/2014 75,833 62,804 13,029300 CENTENE CORP DEL COM 5/7/2013 2/5/2014 18,584 14,366 4,219700 CENTENE CORP DEL COM 5/7/2013 2/5/2014 43,364 33,817 9,546100 CENTENE CORP DEL COM 5/10/2013 2/5/2014 6,195 5,049 1,146300 CENTENE CORP DEL COM 5/17/2013 2/12/2014 17,815 15,588 2,227

1,200 CENTENE CORP DEL COM 6/3/2013 2/12/2014 71,261 58,258 13,00410 CENTENE CORP DEL COM 10/15/2014 11/19/2014 984 769 216400 CENTENE CORP DEL COM 10/21/2014 11/19/2014 39,374 32,763 6,61276 CENTENE CORP DEL COM 10/22/2014 11/19/2014 7,481 6,322 1,1591 CENTENE CORP DEL COM 6/3/2013 3/21/2014 66 49 17

299 CENTENE CORP DEL COM 8/6/2014 10/31/2014 27,737 21,892 5,845201 CENTENE CORP DEL COM 9/12/2014 10/31/2014 18,646 15,606 3,041500 CENTENE CORP DEL COM 5/6/2013 1/14/2014 30,265 23,904 6,361508 CENTENE CORP DEL COM 10/22/2014 11/19/2014 49,851 42,256 7,596309 CENTENE CORP DEL COM 10/24/2014 12/3/2014 31,102 25,270 5,831399 CENTENE CORP DEL COM 9/12/2014 10/31/2014 37,262 30,978 6,284301 CENTENE CORP DEL COM 9/17/2014 10/31/2014 28,110 24,025 4,085299 CENTENE CORP DEL COM 6/3/2013 5/28/2014 21,858 14,516 7,342101 CENTENE CORP DEL COM 12/12/2013 5/28/2014 7,383 5,557 1,826

47



Attachment 2APart 4

Page 16 of 79





Expense of Sale (h) Gain (Loss)500 CENTENE CORP DEL COM 5/15/2013 2/11/2014 30,546 25,808 4,738300 CENTENE CORP DEL COM 5/16/2013 2/11/2014 18,328 15,702 2,625601 CENTENE CORP DEL COM 9/17/2014 11/7/2014 55,466 47,798 7,66899 CENTENE CORP DEL COM 9/17/2014 11/7/2014 9,137 7,902 1,235399 CENTENE CORP DEL COM 12/12/2013 10/29/2014 35,939 21,954 13,984101 CENTENE CORP DEL COM 7/23/2014 10/29/2014 9,097 8,093 1,004500 CENTENE CORP DEL COM 5/16/2013 2/11/2014 30,585 26,171 4,414100 CENTENE CORP DEL COM 5/17/2013 2/11/2014 6,117 5,196 92199 CENTENE CORP DEL COM 9/17/2014 11/7/2014 9,058 7,874 1,184501 CENTENE CORP DEL COM 9/17/2014 11/7/2014 45,838 39,785 6,05216 CENTENE CORP DEL COM 10/22/2014 11/21/2014 1,573 1,331 242191 CENTENE CORP DEL COM 10/24/2014 11/21/2014 18,780 15,620 3,159699 CENTENE CORP DEL COM 7/23/2014 10/29/2014 63,702 56,009 7,693

1 CENTENE CORP DEL COM 8/6/2014 10/29/2014 91 73 1899 CENTENE CORP DEL COM 9/17/2014 11/7/2014 9,085 7,862 1,223201 CENTENE CORP DEL COM 9/18/2014 11/7/2014 18,444 16,300 2,145600 CENTENE CORP DEL COM 9/18/2014 11/7/2014 55,058 48,687 6,371199 CENTENE CORP DEL COM 9/19/2014 11/13/2014 19,403 16,250 3,15351 CENTENE CORP DEL COM 9/24/2014 11/13/2014 4,973 4,184 789300 CENTENE CORP DEL COM 9/24/2014 11/13/2014 29,251 24,844 4,407300 CENTENE CORP DEL COM 6/3/2013 5/27/2014 22,018 14,564 7,454300 CENTENE CORP DEL COM 8/6/2014 10/29/2014 26,836 21,965 4,871400 CENTENE CORP DEL COM 9/17/2014 11/6/2014 37,383 31,927 5,456101 CENTENE CORP DEL COM 9/18/2014 11/7/2014 9,181 8,161 1,020399 CENTENE CORP DEL COM 9/18/2014 11/7/2014 36,270 32,356 3,914400 CENTENE CORP DEL COM 5/10/2013 2/6/2014 24,627 20,195 4,432400 CENTENE CORP DEL COM 5/15/2013 2/6/2014 24,627 20,647 3,980299 CENTENE CORP DEL COM 9/24/2014 11/17/2014 29,244 24,525 4,719751 CENTENE CORP DEL COM 9/24/2014 11/17/2014 73,452 61,467 11,986300 CENTENE CORP DEL COM 8/6/2014 10/29/2014 26,946 21,965 4,981300 CENTENE CORP DEL COM 9/17/2014 11/6/2014 28,051 23,945 4,106700 CHARLES RIV LABORATORIES INTL INC COM 6/20/2013 1/10/2014 39,602 29,119 10,483

1,150 CHARLES RIV LABORATORIES INTL INC COM 8/7/2013 1/13/2014 67,697 55,426 12,270900 CHARLES RIV LABORATORIES INTL INC COM 8/16/2013 1/13/2014 52,980 42,357 10,623600 CHARLES RIV LABORATORIES INTL INC COM 8/27/2013 1/13/2014 35,320 28,305 7,015400 CHARLES RIV LABORATORIES INTL INC COM 10/2/2013 1/13/2014 23,547 18,708 4,839700 CHARLES RIV LABORATORIES INTL INC COM 10/24/2013 1/13/2014 41,207 34,143 7,064

1,400 CHARLES RIV LABORATORIES INTL INC COM 11/5/2013 1/13/2014 82,413 70,981 11,433600 CHARLES RIV LABORATORIES INTL INC COM 11/13/2013 1/13/2014 35,320 30,643 4,677150 CHARLES RIV LABORATORIES INTL INC COM 11/22/2013 1/13/2014 8,830 7,796 1,034650 CHARLES RIV LABORATORIES INTL INC COM 4/11/2013 1/8/2014 36,383 28,315 8,068750 CHARLES RIV LABORATORIES INTL INC COM 5/1/2013 1/8/2014 41,981 32,895 9,086450 CHARLES RIV LABORATORIES INTL INC COM 5/16/2013 1/9/2014 25,348 20,563 4,785650 CHARLES RIV LABORATORIES INTL INC COM 6/20/2013 1/9/2014 36,613 27,039 9,574550 CHARLES RIV LABORATORIES INTL INC COM 6/20/2013 1/10/2014 31,131 22,879 8,252

48



Attachment 2APart 4

Page 17 of 79





Expense of Sale (h) Gain (Loss)700 CHARLES RIV LABORATORIES INTL INC COM 7/2/2013 1/10/2014 39,622 29,760 9,862650 CHARLES RIV LABORATORIES INTL INC COM 8/7/2013 1/10/2014 36,792 31,328 5,46450 CHARLES RIV LABORATORIES INTL INC COM 11/22/2013 1/13/2014 2,966 2,599 367200 CHARLES RIV LABORATORIES INTL INC COM 12/30/2013 1/13/2014 11,863 10,697 1,166200 CHARLES RIV LABORATORIES INTL INC COM 5/1/2013 1/8/2014 11,197 8,772 2,42550 CHARLES RIV LABORATORIES INTL INC COM 2/8/2013 1/7/2014 2,792 2,086 706850 CHARLES RIV LABORATORIES INTL INC COM 2/13/2013 1/7/2014 47,463 35,134 12,329150 CHARLES RIV LABORATORIES INTL INC COM 5/1/2013 1/8/2014 8,535 6,579 1,956

1,000 CHARLES RIV LABORATORIES INTL INC COM 5/2/2013 1/8/2014 56,899 41,916 14,983450 CHARLES RIV LABORATORIES INTL INC COM 5/10/2013 1/8/2014 25,605 19,948 5,656250 CHARLES RIV LABORATORIES INTL INC COM 2/13/2013 1/7/2014 13,904 10,333 3,570650 CHARLES RIV LABORATORIES INTL INC COM 2/14/2013 1/7/2014 36,149 26,935 9,214600 CHARLES RIV LABORATORIES INTL INC COM 2/14/2013 1/7/2014 33,500 24,863 8,637250 CHARLES RIV LABORATORIES INTL INC COM 2/14/2013 1/7/2014 14,079 10,360 3,720250 CHARLES RIV LABORATORIES INTL INC COM 3/8/2013 1/7/2014 14,079 10,681 3,399250 CHARLES RIV LABORATORIES INTL INC COM 3/8/2013 1/7/2014 13,903 10,681 3,223350 CHARLES RIV LABORATORIES INTL INC COM 3/12/2013 1/7/2014 19,465 15,569 3,895150 CHARLES RIV LABORATORIES INTL INC COM 3/12/2013 1/8/2014 8,467 6,617 1,851850 CHARLES RIV LABORATORIES INTL INC COM 3/13/2013 1/8/2014 47,982 38,641 9,341

1,000 CHARLES RIV LABORATORIES INTL INC COM 3/13/2013 1/8/2014 56,450 45,648 10,8021,550 CHARLES RIV LABORATORIES INTL INC COM 3/12/2013 1/7/2014 87,400 68,372 19,028450 CHARLES RIV LABORATORIES INTL INC COM 3/12/2013 1/7/2014 25,374 20,018 5,35650 CHARLES RIV LABORATORIES INTL INC COM 3/13/2013 1/8/2014 2,819 2,273 546900 CHARLES RIV LABORATORIES INTL INC COM 3/15/2013 1/8/2014 50,744 40,241 10,503450 CHARLES RIV LABORATORIES INTL INC COM 4/1/2013 1/8/2014 25,372 19,685 5,687700 CHARLES RIV LABORATORIES INTL INC COM 3/12/2013 1/7/2014 39,046 30,878 8,16850 CHARLES RIV LABORATORIES INTL INC COM 4/1/2013 1/8/2014 2,799 2,187 612500 CHARLES RIV LABORATORIES INTL INC COM 4/2/2013 1/8/2014 27,995 21,943 6,051600 CHARLES RIV LABORATORIES INTL INC COM 4/2/2013 1/8/2014 33,593 26,479 7,114350 CHARLES RIV LABORATORIES INTL INC COM 4/11/2013 1/8/2014 19,596 15,247 4,349150 CHARLES RIV LABORATORIES INTL INC COM 5/10/2013 1/9/2014 8,450 6,649 1,800850 CHARLES RIV LABORATORIES INTL INC COM 5/16/2013 1/9/2014 47,881 38,841 9,040

2,700 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 5/12/2014 205,010 219,338 (14,328)1,300 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 5/16/2014 93,491 105,607 (12,116)500 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 5/13/2014 37,285 40,618 (3,333)

2 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 3/21/2014 168 162 6618 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 5/19/2014 45,101 50,204 (5,103)300 CHART INDS INC COM PAR $0.01 COM PAR $0.01 3/6/2013 5/19/2014 21,733 24,371 (2,638)

1,410 CHEESECAKE FACTORY INC COM 10/5/2012 1/21/2014 62,531 49,708 12,82330 CHEESECAKE FACTORY INC COM 5/22/2007 1/17/2014 1,361 836 525

4,600 CHEESECAKE FACTORY INC COM 5/23/2007 1/17/2014 208,681 128,763 79,9181,100 CHEESECAKE FACTORY INC COM 5/24/2007 1/17/2014 49,902 30,825 19,077280 CHEESECAKE FACTORY INC COM 9/30/2011 1/17/2014 12,702 7,104 5,599290 CHEESECAKE FACTORY INC COM 10/5/2012 1/17/2014 13,156 10,224 2,932600 CHEESECAKE FACTORY INC COM 10/5/2012 1/17/2014 27,219 21,154 6,065

49



Attachment 2APart 4

Page 18 of 79





Expense of Sale (h) Gain (Loss)1,400 CHEESECAKE FACTORY INC COM 10/5/2012 1/21/2014 62,569 49,356 13,213113 CHICOS FAS INC COM 8/7/2008 3/21/2014 1,889 566 1,323

5,916 CHICOS FAS INC COM 8/7/2008 12/15/2014 92,870 29,631 63,239700 CLARCOR INC COM 6/17/2009 1/17/2014 40,834 21,293 19,540

1,600 CLARCOR INC COM 6/17/2009 1/22/2014 92,829 48,671 44,159600 CLARCOR INC COM 6/17/2009 1/22/2014 34,850 18,252 16,599500 CLARCOR INC COM 6/17/2009 1/23/2014 28,867 15,210 13,657400 CLARCOR INC COM 10/21/2009 1/28/2014 22,741 12,734 10,007

1,500 CLARCOR INC COM 10/21/2009 1/28/2014 85,411 47,751 37,660350 CLARCOR INC COM 10/20/2009 1/27/2014 20,019 10,934 9,085

1,150 CLARCOR INC COM 10/21/2009 1/27/2014 65,776 36,609 29,1661,050 CLARCOR INC COM 6/17/2009 1/24/2014 60,224 31,438 28,786150 CLARCOR INC COM 6/17/2009 1/24/2014 8,603 4,563 4,041300 CLARCOR INC COM 10/21/2009 1/27/2014 17,222 9,550 7,672300 CLARCOR INC COM 6/17/2009 1/21/2014 17,556 9,126 8,43050 CLARCOR INC COM 6/17/2009 1/24/2014 2,859 1,497 1,362950 CLARCOR INC COM 10/20/2009 1/24/2014 54,330 29,677 24,653

1,100 CLARCOR INC COM 6/17/2009 1/21/2014 64,326 33,461 30,865800 CLARCOR INC COM 6/16/2009 1/17/2014 46,692 23,777 22,915750 CLARCOR INC COM 6/16/2009 1/17/2014 43,829 22,291 21,538

1,450 CLARCOR INC COM 6/17/2009 1/17/2014 84,736 44,108 40,62850 CLARCOR INC COM 10/21/2009 1/29/2014 2,839 1,592 1,247170 CLARCOR INC COM 9/30/2011 1/29/2014 9,653 7,132 2,521600 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 6/10/2014 21,301 5,000 16,301700 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 3/17/2014 24,270 6,376 17,895200 COGENT COMMUNICATIONS HLDGS INC 5/28/2010 4/16/2014 6,853 1,815 5,038300 COGENT COMMUNICATIONS HLDGS INC 6/1/2010 4/16/2014 10,279 2,740 7,539800 COGENT COMMUNICATIONS HLDGS INC 6/1/2010 4/16/2014 27,048 7,308 19,740

1,100 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 5/14/2014 39,920 9,202 30,718220 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 3/21/2014 7,683 2,004 5,680120 COGENT COMMUNICATIONS HLDGS INC 5/21/2010 1/7/2014 4,920 1,074 3,846680 COGENT COMMUNICATIONS HLDGS INC 5/24/2010 1/7/2014 27,881 6,037 21,844

2,100 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 12/15/2014 70,601 17,500 53,1011,742 COGENT COMMUNICATIONS HLDGS INC 6/8/2010 12/15/2014 58,565 14,392 44,1731,200 COGENT COMMUNICATIONS HLDGS INC 6/8/2010 12/15/2014 40,343 10,020 30,323300 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 3/26/2014 10,805 2,732 8,072500 COGENT COMMUNICATIONS HLDGS INC 5/26/2010 3/11/2014 18,194 4,492 13,702

1,000 COGENT COMMUNICATIONS HLDGS INC 5/24/2010 1/7/2014 40,398 8,878 31,520100 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 4/15/2014 3,383 911 2,472200 COGENT COMMUNICATIONS HLDGS INC 6/1/2010 4/29/2014 6,824 1,827 4,997300 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 4/29/2014 10,236 2,510 7,726300 COGENT COMMUNICATIONS HLDGS INC 5/21/2010 1/3/2014 12,050 2,684 9,366520 COGENT COMMUNICATIONS HLDGS INC 5/24/2010 1/7/2014 21,239 4,617 16,622380 COGENT COMMUNICATIONS HLDGS INC 5/25/2010 1/7/2014 15,521 3,281 12,240100 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 6/3/2014 3,508 833 2,675

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Expense of Sale (h) Gain (Loss)400 COGENT COMMUNICATIONS HLDGS INC 6/7/2010 6/3/2014 14,032 3,346 10,686200 COGENT COMMUNICATIONS HLDGS INC 5/25/2010 3/6/2014 7,437 1,727 5,711320 COGENT COMMUNICATIONS HLDGS INC 5/26/2010 3/13/2014 11,375 2,875 8,500380 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 3/13/2014 13,508 3,461 10,046320 COGENT COMMUNICATIONS HLDGS INC 5/25/2010 3/10/2014 11,731 2,763 8,968680 COGENT COMMUNICATIONS HLDGS INC 5/26/2010 3/10/2014 24,929 6,110 18,819800 COGENT COMMUNICATIONS HLDGS INC 5/27/2010 3/13/2014 27,780 7,286 20,493600 COGENT COMMUNICATIONS HLDGS INC 5/25/2010 1/28/2014 24,488 5,180 19,308100 COGENT COMMUNICATIONS HLDGS INC 5/25/2010 1/8/2014 4,098 863 3,235

1,300 CONTROL4 CORP COM 1/14/2014 9/12/2014 18,195 31,391 (13,196)700 CONTROL4 CORP COM 1/27/2014 10/8/2014 8,641 17,189 (8,548)600 CONTROL4 CORP COM 1/14/2014 6/3/2014 9,973 14,488 (4,515)



1,105 CONTROL4 CORP COM 1/15/2014 10/1/2014 13,856 29,667 (15,811)600 CONTROL4 CORP COM 1/24/2014 10/6/2014 7,800 14,996 (7,196)

5 CONTROL4 CORP COM 1/14/2014 3/21/2014 112 121 (9)295 CONTROL4 CORP COM 1/15/2014 10/3/2014 3,849 7,920 (4,071)805 CONTROL4 CORP COM 1/24/2014 10/3/2014 10,503 20,119 (9,616)900 CONTROL4 CORP COM 2/12/2014 10/20/2014 11,717 20,604 (8,887)700 CONTROL4 CORP COM 2/12/2014 10/20/2014 9,074 16,025 (6,951)


5 CONTROL4 CORP COM 1/27/2014 10/8/2014 61 123 (62)500 CONTROL4 CORP COM 1/14/2014 6/4/2014 8,714 12,074 (3,359)

7 COVANCE INC COM 2/13/2014 5/12/2014 601 712 (111)293 COVANCE INC COM 3/5/2014 5/12/2014 25,138 30,539 (5,401)

7 COVANCE INC COM 12/20/2013 4/29/2014 637 606 31200 COVANCE INC COM 12/23/2013 4/29/2014 18,193 17,399 794193 COVANCE INC COM 12/30/2013 4/29/2014 17,556 16,997 559207 COVANCE INC COM 12/30/2013 4/30/2014 18,303 18,230 73300 COVANCE INC COM 12/31/2013 4/30/2014 26,527 26,503 24393 COVANCE INC COM 2/5/2014 4/30/2014 34,750 39,173 (4,423)107 COVANCE INC COM 2/12/2014 5/2/2014 8,733 10,793 (2,059)393 COVANCE INC COM 2/13/2014 5/2/2014 32,077 39,946 (7,869)407 COVANCE INC COM 2/5/2014 4/30/2014 36,049 40,568 (4,519)93 COVANCE INC COM 2/12/2014 4/30/2014 8,237 9,380 (1,143)300 COVANCE INC COM 3/5/2014 5/23/2014 25,251 30,904 (5,654)107 COVANCE INC COM 3/5/2014 5/13/2014 9,103 11,153 (2,050)193 COVANCE INC COM 3/5/2014 5/13/2014 16,419 19,882 (3,463)

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Expense of Sale (h) Gain (Loss)400 COVANCE INC COM 7/15/2013 4/17/2014 38,873 31,754 7,119

7 COVANCE INC COM 7/15/2013 4/22/2014 675 556 119893 COVANCE INC COM 8/27/2013 4/22/2014 86,088 73,294 12,794493 COVANCE INC COM 12/20/2013 4/28/2014 44,328 42,694 1,634107 COVANCE INC COM 12/20/2013 4/28/2014 9,621 9,313 308107 COVANCE INC COM 8/27/2013 4/22/2014 10,161 8,782 1,379300 COVANCE INC COM 12/19/2013 4/22/2014 28,490 25,579 2,911493 COVANCE INC COM 12/20/2013 4/22/2014 46,818 42,911 3,907

3 COVANCE INC COM 7/2/2013 3/21/2014 315 233 82107 COVANCE INC COM 7/2/2013 4/16/2014 10,425 8,300 2,125300 COVANCE INC COM 7/3/2013 4/16/2014 29,230 23,164 6,06793 COVANCE INC COM 7/15/2013 4/16/2014 9,061 7,383 1,678700 COVANCE INC COM 2/12/2014 5/1/2014 62,780 70,605 (7,826)307 COVANCE INC COM 3/6/2014 8/4/2014 25,378 32,152 (6,774)307 COVANCE INC COM 3/5/2014 5/28/2014 25,764 31,625 (5,862)93 COVANCE INC COM 3/6/2014 5/28/2014 7,805 9,740 (1,935)500 COVANCE INC COM 2/13/2014 5/8/2014 41,136 50,822 (9,686)

5,900 CROCS INC COM 4/25/2013 8/18/2014 92,465 96,011 (3,547)2,400 CROCS INC COM 4/25/2013 8/20/2014 37,645 39,055 (1,411)443 CROCS INC COM 4/25/2013 8/20/2014 6,944 7,090 (146)557 CROCS INC COM 4/25/2013 8/20/2014 8,731 9,064 (333)

1,357 CROCS INC COM 4/25/2013 8/20/2014 21,250 21,719 (469)700 CROCS INC COM 9/4/2013 8/20/2014 10,962 9,549 1,412

4,000 CROCS INC COM 9/4/2013 8/20/2014 62,639 54,318 8,321743 CROCS INC COM 9/6/2013 8/20/2014 11,635 10,092 1,543113 CROCS INC COM 4/23/2013 3/21/2014 1,736 1,753 (17)

2,057 CROCS INC COM 4/23/2013 8/15/2014 31,967 31,918 495,200 CROCS INC COM 4/24/2013 8/15/2014 80,811 81,794 (983)343 CROCS INC COM 4/25/2013 8/15/2014 5,330 5,582 (251)157 CROCS INC COM 9/6/2013 8/20/2014 2,467 2,133 335643 CROCS INC COM 9/10/2013 8/20/2014 10,104 8,480 1,625800 CROCS INC COM 4/25/2013 8/15/2014 12,530 13,018 (488)

6,700 CROCS INC COM 4/25/2013 8/19/2014 104,889 109,030 (4,141)2,657 CROCS INC COM 9/10/2013 8/21/2014 41,411 35,039 6,372700 CROCS INC COM 4/25/2013 8/19/2014 11,003 11,391 (388)547 DEXCOM INC COM 8/19/2013 12/10/2014 31,558 14,548 17,010141 DEXCOM INC COM 8/21/2013 12/10/2014 8,135 3,779 4,356600 DEXCOM INC COM 8/8/2013 3/10/2014 27,683 16,377 11,305800 DEXCOM INC COM 1/24/2012 2/5/2014 31,977 8,615 23,362297 DEXCOM INC COM 9/27/2013 12/23/2014 16,506 7,975 8,531391 DEXCOM INC COM 8/21/2013 12/10/2014 22,357 10,478 11,878700 DEXCOM INC COM 1/11/2012 1/27/2014 25,592 6,700 18,89136 DEXCOM INC COM 9/27/2013 12/23/2014 1,927 967 961221 DEXCOM INC COM 9/30/2013 12/23/2014 11,832 6,079 5,753

1,040 DEXCOM INC COM 1/11/2012 1/22/2014 38,829 9,955 28,875

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Expense of Sale (h) Gain (Loss)460 DEXCOM INC COM 1/11/2012 1/22/2014 17,175 4,603 12,572853 DEXCOM INC COM 8/16/2013 6/18/2014 33,373 22,425 10,948147 DEXCOM INC COM 8/16/2013 6/18/2014 5,751 3,865 1,887100 DEXCOM INC COM 7/20/2011 1/15/2014 3,706 1,537 2,169368 DEXCOM INC COM 8/21/2013 12/10/2014 21,103 9,862 11,24192 DEXCOM INC COM 8/21/2013 12/10/2014 5,276 2,455 2,821

1,300 DEXCOM INC COM 1/11/2012 1/27/2014 47,540 12,444 35,097306 DEXCOM INC COM 9/30/2013 12/23/2014 16,818 8,417 8,401319 DEXCOM INC COM 8/21/2013 12/11/2014 17,477 8,513 8,964585 DEXCOM INC COM 8/26/2013 12/11/2014 32,050 16,127 15,923271 DEXCOM INC COM 9/30/2013 12/26/2014 14,916 7,454 7,462501 DEXCOM INC COM 9/27/2013 12/18/2014 28,261 13,453 14,808260 DEXCOM INC COM 9/14/2012 3/6/2014 12,566 3,536 9,030640 DEXCOM INC COM 1/25/2013 3/6/2014 30,931 9,910 21,021588 DEXCOM INC COM 8/21/2013 12/10/2014 32,701 15,691 17,010580 DEXCOM INC COM 8/27/2013 12/15/2014 30,866 15,698 15,168800 DEXCOM INC COM 8/29/2013 12/15/2014 42,574 21,868 20,706700 DEXCOM INC COM 9/3/2013 12/15/2014 37,252 18,882 18,370600 DEXCOM INC COM 9/4/2013 12/15/2014 31,931 15,989 15,942900 DEXCOM INC COM 9/4/2013 12/15/2014 47,896 24,166 23,730600 DEXCOM INC COM 9/11/2013 12/15/2014 31,931 16,759 15,171612 DEXCOM INC COM 9/27/2013 12/15/2014 32,569 16,566 16,003900 DEXCOM INC COM 1/11/2012 1/28/2014 33,327 8,615 24,712740 DEXCOM INC COM 8/8/2013 3/11/2014 34,754 19,656 15,098160 DEXCOM INC COM 8/8/2013 3/11/2014 7,514 4,367 3,147200 DEXCOM INC COM 8/26/2013 12/11/2014 11,151 5,490 5,661115 DEXCOM INC COM 8/26/2013 12/11/2014 6,412 3,170 3,24192 DEXCOM INC COM 8/27/2013 12/11/2014 5,129 2,506 2,623360 DEXCOM INC COM 1/25/2013 3/6/2014 16,994 5,574 11,42040 DEXCOM INC COM 8/8/2013 3/6/2014 1,888 1,092 796201 DEXCOM INC COM 8/21/2013 12/10/2014 11,297 5,364 5,93388 DEXCOM INC COM 9/27/2013 12/15/2014 4,680 2,382 2,297

3,189 DEXCOM INC COM 9/27/2013 12/15/2014 169,580 85,633 83,948360 DEXCOM INC COM 1/11/2012 1/28/2014 13,127 3,446 9,681500 DEXCOM INC COM 1/12/2012 1/28/2014 18,232 5,007 13,225340 DEXCOM INC COM 1/13/2012 1/28/2014 12,398 3,403 8,995110 DEXCOM INC COM 10/1/2013 12/30/2014 6,064 3,073 2,991500 DEXCOM INC COM 8/8/2013 3/11/2014 22,999 13,281 9,718708 DEXCOM INC COM 8/27/2013 12/12/2014 38,186 19,286 18,900220 DEXCOM INC COM 8/27/2013 12/12/2014 11,866 5,955 5,911747 DEXCOM INC COM 8/16/2013 7/17/2014 27,428 19,639 7,790353 DEXCOM INC COM 8/19/2013 7/17/2014 12,961 9,388 3,573700 DEXCOM INC COM 8/8/2013 3/13/2014 32,121 18,593 13,528200 DEXCOM INC COM 1/24/2012 2/6/2014 7,885 2,154 5,731303 DEXCOM INC COM 10/1/2013 12/30/2014 16,670 8,465 8,205

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Expense of Sale (h) Gain (Loss)800 DEXCOM INC COM 8/8/2013 3/11/2014 37,567 21,250 16,318260 DEXCOM INC COM 1/24/2012 2/7/2014 9,808 2,800 7,008640 DEXCOM INC COM 3/6/2012 2/7/2014 24,143 6,570 17,573700 DEXCOM INC COM 3/6/2012 2/7/2014 26,406 7,238 19,168400 DEXCOM INC COM 8/8/2013 3/13/2014 18,094 10,625 7,469113 DEXCOM INC COM 8/8/2013 3/21/2014 5,040 3,002 2,038500 DEXCOM INC COM 1/24/2012 2/6/2014 19,520 5,385 14,136200 DEXCOM INC COM 3/6/2012 2/10/2014 7,667 2,053 5,614

2,160 DEXCOM INC COM 3/6/2012 2/24/2014 96,622 22,173 74,450240 DEXCOM INC COM 9/14/2012 2/24/2014 10,736 3,264 7,472147 DEXCOM INC COM 8/8/2013 6/5/2014 5,306 3,905 1,402553 DEXCOM INC COM 8/16/2013 6/5/2014 19,961 14,608 5,353100 DEXCOM INC COM 1/24/2012 2/6/2014 4,013 1,077 2,936153 DEXCOM INC COM 8/16/2013 6/10/2014 5,587 4,022 1,565447 DEXCOM INC COM 8/16/2013 6/10/2014 16,324 11,774 4,550

1,500 DEXCOM INC COM 9/14/2012 2/28/2014 67,839 20,399 47,4403,370 DEXCOM INC COM 7/5/2011 1/14/2014 123,040 50,346 72,694

30 DEXCOM INC COM 7/20/2011 1/14/2014 1,095 461 634800 DEXCOM INC COM 3/6/2012 2/10/2014 30,709 8,212 22,497

1,000 DEXCOM INC COM 8/8/2013 6/4/2014 34,585 26,562 8,023353 DEXCOM INC COM 8/16/2013 6/5/2014 12,699 9,298 3,401147 DEXCOM INC COM 8/16/2013 6/5/2014 5,288 3,883 1,405970 DEXCOM INC COM 7/20/2011 1/16/2014 36,316 14,905 21,411500 DEXCOM INC COM 7/21/2011 1/16/2014 18,719 7,690 11,02930 DEXCOM INC COM 7/22/2011 1/16/2014 1,123 461 662900 DEXCOM INC COM 8/16/2013 6/10/2014 32,857 23,661 9,196302 DEXCOM INC COM 9/30/2013 12/29/2014 16,789 8,307 8,48227 DEXCOM INC COM 10/1/2013 12/29/2014 1,501 754 747700 DEXCOM INC COM 8/8/2013 3/7/2014 32,597 19,107 13,490500 DEXCOM INC COM 8/8/2013 3/10/2014 22,947 13,648 9,30070 DEXCOM INC COM 7/22/2011 1/16/2014 2,607 1,076 1,531300 DEXCOM INC COM 7/25/2011 1/16/2014 11,172 4,614 6,558590 DEXCOM INC COM 9/30/2011 1/16/2014 21,971 7,336 14,636140 DEXCOM INC COM 1/11/2012 1/16/2014 5,214 1,401 3,813200 DEXCOM INC COM 3/6/2012 2/21/2014 8,915 2,053 6,862377 DEXCOM INC COM 9/27/2013 12/23/2014 20,639 10,123 10,515560 DEXCOM INC COM 1/13/2012 1/30/2014 21,887 5,606 16,282140 DEXCOM INC COM 1/24/2012 1/30/2014 5,472 1,508 3,964

3,173 DSW INC CL A CL A 5/7/2014 12/15/2014 113,460 104,175 9,2853 EAGLE MATLS INC COM 9/13/2013 3/21/2014 258 212 46

874 EAGLE MATLS INC COM 9/13/2013 12/15/2014 62,777 61,664 1,113853 ELLIE MAE INC COM STK 10/16/2013 12/15/2014 32,109 25,520 6,589

2,617 ELLIE MAE INC COM STK 11/1/2013 12/15/2014 98,510 62,820 35,690227 ELLIE MAE INC COM STK 10/9/2013 11/24/2014 9,468 7,031 2,43718 ELLIE MAE INC COM STK 10/9/2013 11/24/2014 751 567 184

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Expense of Sale (h) Gain (Loss)603 ELLIE MAE INC COM STK 10/16/2013 12/5/2014 24,443 18,041 6,402

1,436 ELLIE MAE INC COM STK 10/16/2013 11/26/2014 58,999 43,321 15,678247 ELLIE MAE INC COM STK 10/9/2013 11/25/2014 10,145 7,650 2,495700 ELLIE MAE INC COM STK 10/14/2013 11/25/2014 28,751 22,627 6,125157 ELLIE MAE INC COM STK 10/15/2013 11/25/2014 6,448 5,007 1,441220 ELLIE MAE INC COM STK 9/17/2013 3/21/2014 6,348 6,821 (473)518 ELLIE MAE INC COM STK 10/9/2013 11/21/2014 21,585 16,314 5,271518 ELLIE MAE INC COM STK 10/9/2013 11/24/2014 21,782 16,044 5,739250 ELLIE MAE INC COM STK 9/17/2013 11/4/2014 10,002 7,751 2,251350 ELLIE MAE INC COM STK 9/17/2013 11/4/2014 14,003 10,383 3,620743 ELLIE MAE INC COM STK 10/15/2013 11/25/2014 30,804 23,697 7,107573 ELLIE MAE INC COM STK 10/16/2013 11/25/2014 23,756 17,286 6,470403 ELLIE MAE INC COM STK 10/9/2013 11/21/2014 16,857 12,692 4,165200 ELLIE MAE INC COM STK 10/9/2013 11/24/2014 8,424 6,194 2,229272 ELLIE MAE INC COM STK 10/16/2013 12/12/2014 10,562 8,138 2,424700 ELLIE MAE INC COM STK 9/17/2013 11/4/2014 27,570 20,765 6,804403 ELLIE MAE INC COM STK 10/1/2013 11/18/2014 16,229 13,118 3,111308 ELLIE MAE INC COM STK 10/9/2013 11/24/2014 12,924 9,539 3,385166 ELLIE MAE INC COM STK 10/16/2013 12/3/2014 6,695 4,985 1,710703 ELLIE MAE INC COM STK 9/30/2013 11/17/2014 27,863 21,354 6,50997 ELLIE MAE INC COM STK 9/30/2013 11/17/2014 3,845 3,040 804200 ELLIE MAE INC COM STK 10/16/2013 12/12/2014 7,801 5,984 1,818467 ELLIE MAE INC COM STK 10/1/2013 11/18/2014 18,904 15,202 3,703700 ELLIE MAE INC COM STK 9/27/2013 11/13/2014 28,563 21,477 7,086297 ELLIE MAE INC COM STK 9/27/2013 11/13/2014 12,119 9,232 2,887256 ELLIE MAE INC COM STK 9/30/2013 11/13/2014 10,446 8,024 2,42213 ELLIE MAE INC COM STK 11/1/2013 12/19/2014 547 312 23578 ELLIE MAE INC COM STK 10/4/2013 11/20/2014 3,168 2,521 647361 ELLIE MAE INC COM STK 10/9/2013 11/20/2014 14,663 11,369 3,29397 ELLIE MAE INC COM STK 9/30/2013 11/17/2014 3,839 2,946 892387 ELLIE MAE INC COM STK 10/1/2013 11/17/2014 15,315 12,598 2,71821 ELLIE MAE INC COM STK 11/1/2013 12/22/2014 856 504 352305 ELLIE MAE INC COM STK 10/16/2013 12/9/2014 12,320 9,125 3,195243 ELLIE MAE INC COM STK 10/1/2013 11/18/2014 9,878 7,910 1,967118 ELLIE MAE INC COM STK 10/2/2013 11/18/2014 4,797 3,857 940250 ELLIE MAE INC COM STK 9/23/2013 11/10/2014 9,996 7,837 2,15913 ELLIE MAE INC COM STK 9/24/2013 11/10/2014 520 405 115299 ELLIE MAE INC COM STK 11/1/2013 12/19/2014 12,346 7,177 5,169164 ELLIE MAE INC COM STK 11/1/2013 12/22/2014 6,840 3,937 2,904468 ELLIE MAE INC COM STK 10/2/2013 11/18/2014 18,940 15,296 3,644800 ELLIE MAE INC COM STK 9/23/2013 11/7/2014 32,002 25,078 6,925510 ELLIE MAE INC COM STK 10/16/2013 12/2/2014 20,562 15,315 5,24754 ELLIE MAE INC COM STK 11/1/2013 12/19/2014 2,256 1,296 96091 ELLIE MAE INC COM STK 10/16/2013 11/28/2014 3,738 2,745 993233 ELLIE MAE INC COM STK 10/16/2013 11/28/2014 9,572 6,997 2,575

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Expense of Sale (h) Gain (Loss)181 ELLIE MAE INC COM STK 9/26/2013 11/12/2014 7,415 5,585 1,829803 ELLIE MAE INC COM STK 9/27/2013 11/12/2014 32,894 24,961 7,934239 ELLIE MAE INC COM STK 10/2/2013 11/18/2014 9,761 7,806 1,955314 ELLIE MAE INC COM STK 10/2/2013 11/18/2014 12,824 10,262 2,562150 ELLIE MAE INC COM STK 9/17/2013 11/5/2014 5,848 4,450 1,398300 ELLIE MAE INC COM STK 9/20/2013 11/5/2014 11,695 9,476 2,22050 ELLIE MAE INC COM STK 9/23/2013 11/5/2014 1,949 1,567 382161 ELLIE MAE INC COM STK 10/2/2013 11/19/2014 6,552 5,258 1,293

8 ELLIE MAE INC COM STK 10/3/2013 11/19/2014 326 258 68800 ELLIE MAE INC COM STK 9/17/2013 10/30/2014 31,526 24,803 6,723

1,016 ELLIE MAE INC COM STK 9/24/2013 11/11/2014 41,624 31,657 9,967321 ELLIE MAE INC COM STK 10/16/2013 12/4/2014 12,955 9,640 3,316392 ELLIE MAE INC COM STK 10/3/2013 11/19/2014 15,894 12,630 3,264122 ELLIE MAE INC COM STK 10/4/2013 11/19/2014 4,947 3,944 1,003271 ELLIE MAE INC COM STK 10/16/2013 12/1/2014 11,036 8,138 2,89871 ELLIE MAE INC COM STK 9/24/2013 11/11/2014 2,876 2,212 664

1,000 ELLIE MAE INC COM STK 9/25/2013 11/11/2014 40,509 30,978 9,531182 ELLIE MAE INC COM STK 9/26/2013 11/11/2014 7,373 5,616 1,756847 ELLIE MAE INC COM STK 9/30/2013 11/14/2014 34,408 26,549 7,859276 ELLIE MAE INC COM STK 10/16/2013 12/10/2014 11,150 8,257 2,893

4,623 ELLIE MAE INC COM STK 10/16/2013 12/15/2014 175,003 138,312 36,69199 ELLIE MAE INC COM STK 10/16/2013 12/5/2014 4,004 2,973 1,031266 ELLIE MAE INC COM STK 10/16/2013 12/5/2014 10,759 7,958 2,801102 ELLIE MAE INC COM STK 10/16/2013 12/8/2014 4,118 3,052 1,067737 ELLIE MAE INC COM STK 9/26/2013 11/11/2014 29,557 22,743 6,814

1,600 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/28/2014 10,278 9,760 5181,200 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/15/2014 7,412 7,320 921,492 EMERALD OIL INC COM NEW COM NEW 5/17/2013 6/2/2014 9,376 9,101 2751,241 EMERALD OIL INC COM NEW COM NEW 10/29/2014 12/16/2014 1,112 4,308 (3,195)4,900 EMERALD OIL INC COM NEW COM NEW 5/17/2013 4/4/2014 32,897 29,890 3,0071,100 EMERALD OIL INC COM NEW COM NEW 5/17/2013 3/13/2014 7,666 6,710 956108 EMERALD OIL INC COM NEW COM NEW 5/17/2013 3/21/2014 712 659 53

3,000 EMERALD OIL INC COM NEW COM NEW 7/17/2014 11/6/2014 7,864 22,576 (14,712)200 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/14/2014 1,330 1,220 110

2,700 EMERALD OIL INC COM NEW COM NEW 5/17/2013 3/13/2014 19,411 16,470 2,9414,000 EMERALD OIL INC COM NEW COM NEW 7/17/2014 11/10/2014 11,737 30,102 (18,365)1,500 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/29/2014 9,756 9,150 606136 EMERALD OIL INC COM NEW COM NEW 7/30/2014 12/15/2014 139 1,056 (917)

2,700 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/14/2014 17,895 16,470 1,4254,700 EMERALD OIL INC COM NEW COM NEW 7/17/2014 11/5/2014 13,125 35,369 (22,244)944 EMERALD OIL INC COM NEW COM NEW 7/30/2014 12/15/2014 964 7,330 (6,365)500 EMERALD OIL INC COM NEW COM NEW 7/31/2014 12/15/2014 511 3,772 (3,261)

2,400 EMERALD OIL INC COM NEW COM NEW 7/31/2014 12/15/2014 2,452 18,088 (15,636)3,300 EMERALD OIL INC COM NEW COM NEW 8/6/2014 12/15/2014 3,372 25,828 (22,457)700 EMERALD OIL INC COM NEW COM NEW 8/6/2014 12/15/2014 715 5,319 (4,604)

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Expense of Sale (h) Gain (Loss)300 EMERALD OIL INC COM NEW COM NEW 8/6/2014 12/15/2014 307 2,276 (1,969)

5,759 EMERALD OIL INC COM NEW COM NEW 10/29/2014 12/15/2014 5,884 19,989 (14,106)2,800 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/14/2014 18,405 17,080 1,3251,700 EMERALD OIL INC COM NEW COM NEW 5/17/2013 4/1/2014 11,204 10,370 8342,100 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/13/2014 14,227 12,810 1,4172,400 EMERALD OIL INC COM NEW COM NEW 7/17/2014 12/12/2014 2,302 18,061 (15,759)3,600 EMERALD OIL INC COM NEW COM NEW 7/18/2014 12/12/2014 3,453 27,090 (23,637)2,500 EMERALD OIL INC COM NEW COM NEW 7/21/2014 12/12/2014 2,398 18,898 (16,500)1,100 EMERALD OIL INC COM NEW COM NEW 7/22/2014 12/12/2014 1,055 8,583 (7,528)400 EMERALD OIL INC COM NEW COM NEW 7/23/2014 12/12/2014 384 3,109 (2,726)900 EMERALD OIL INC COM NEW COM NEW 7/23/2014 12/12/2014 863 7,007 (6,144)700 EMERALD OIL INC COM NEW COM NEW 7/24/2014 12/12/2014 671 5,433 (4,762)800 EMERALD OIL INC COM NEW COM NEW 7/24/2014 12/12/2014 767 6,237 (5,470)600 EMERALD OIL INC COM NEW COM NEW 7/25/2014 12/12/2014 576 4,660 (4,085)300 EMERALD OIL INC COM NEW COM NEW 7/25/2014 12/12/2014 288 2,308 (2,020)400 EMERALD OIL INC COM NEW COM NEW 7/28/2014 12/12/2014 384 3,124 (2,740)

1,000 EMERALD OIL INC COM NEW COM NEW 7/29/2014 12/12/2014 959 7,817 (6,857)300 EMERALD OIL INC COM NEW COM NEW 7/29/2014 12/12/2014 288 2,348 (2,060)220 EMERALD OIL INC COM NEW COM NEW 7/30/2014 12/12/2014 211 1,708 (1,497)

1,600 EMERALD OIL INC COM NEW COM NEW 5/17/2013 5/28/2014 10,551 9,760 791334 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/4/2013 7/8/2014 17,328 14,445 2,882

1,500 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/5/2013 7/8/2014 77,818 65,464 12,354800 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/6/2013 7/8/2014 41,503 34,710 6,793

1,700 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/7/2013 7/8/2014 88,194 74,885 13,309566 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/8/2013 7/8/2014 29,363 24,918 4,446500 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/8/2013 7/8/2014 25,982 22,012 3,970

1,200 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/4/2013 7/3/2014 62,886 51,899 10,987500 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/8/2013 7/10/2014 26,002 22,012 3,990

1,800 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/4/2013 7/7/2014 93,910 77,848 16,061334 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/8/2013 7/10/2014 17,455 14,704 2,751466 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/11/2013 7/10/2014 24,353 20,413 3,940334 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/11/2013 7/11/2014 17,514 14,631 2,883100 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/26/2013 7/11/2014 5,244 4,383 861100 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/26/2013 7/11/2014 5,244 4,379 865700 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/4/2013 7/7/2014 36,410 30,274 6,135400 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/31/2013 7/2/2014 20,890 17,165 3,725300 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/31/2013 7/2/2014 15,673 12,874 2,800700 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/31/2013 7/2/2014 36,501 30,034 6,467634 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/31/2013 7/2/2014 33,059 27,206 5,853300 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/1/2013 7/2/2014 15,643 13,015 2,629166 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/4/2013 7/2/2014 8,656 7,179 1,477

6 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/31/2013 3/21/2014 320 257 631,700 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 2/8/2013 7/9/2014 88,401 74,841 13,560164 ENVESTNET INC COM STK 4/30/2013 6/18/2014 7,594 2,995 4,599600 ENVESTNET INC COM STK 5/1/2013 6/18/2014 27,783 10,839 16,944

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Expense of Sale (h) Gain (Loss)100 ENVESTNET INC COM STK 5/17/2013 6/18/2014 4,630 2,001 2,63036 ENVESTNET INC COM STK 5/22/2013 6/18/2014 1,667 724 943870 ENVESTNET INC COM STK 3/27/2013 2/5/2014 33,844 15,216 18,629

1,100 ENVESTNET INC COM STK 4/1/2013 2/5/2014 42,792 19,003 23,78930 ENVESTNET INC COM STK 4/3/2013 2/5/2014 1,167 519 648164 ENVESTNET INC COM STK 5/22/2013 6/18/2014 7,644 3,300 4,344336 ENVESTNET INC COM STK 6/26/2013 6/18/2014 15,661 8,004 7,657900 ENVESTNET INC COM STK 3/27/2013 1/7/2014 39,338 15,740 23,598464 ENVESTNET INC COM STK 2/14/2014 11/18/2014 24,464 19,705 4,76051 ENVESTNET INC COM STK 2/20/2014 11/18/2014 2,689 2,214 475275 ENVESTNET INC COM STK 2/24/2014 12/18/2014 13,831 11,591 2,240400 ENVESTNET INC COM STK 3/27/2013 1/30/2014 17,302 6,996 10,307770 ENVESTNET INC COM STK 4/3/2013 2/6/2014 30,084 13,329 16,755130 ENVESTNET INC COM STK 4/11/2013 2/6/2014 5,079 2,361 2,718500 ENVESTNET INC COM STK 2/14/2014 10/24/2014 20,879 21,233 (354)348 ENVESTNET INC COM STK 2/21/2014 12/17/2014 16,571 14,627 1,945

1,000 ENVESTNET INC COM STK 3/27/2013 1/17/2014 47,789 17,489 30,29964 ENVESTNET INC COM STK 2/13/2014 10/23/2014 2,675 2,733 (57)336 ENVESTNET INC COM STK 2/14/2014 10/23/2014 14,044 14,269 (224)931 ENVESTNET INC COM STK 2/20/2014 12/15/2014 43,872 40,417 3,45543 ENVESTNET INC COM STK 2/21/2014 12/15/2014 2,026 1,807 219400 ENVESTNET INC COM STK 2/21/2014 12/15/2014 18,849 16,928 1,921364 ENVESTNET INC COM STK 4/15/2013 6/5/2014 15,282 6,621 8,662436 ENVESTNET INC COM STK 4/24/2013 6/5/2014 18,305 7,844 10,461500 ENVESTNET INC COM STK 3/27/2013 1/28/2014 21,814 8,745 13,070164 ENVESTNET INC COM STK 4/11/2013 5/8/2014 5,848 2,979 2,869200 ENVESTNET INC COM STK 4/12/2013 5/8/2014 7,131 3,637 3,494136 ENVESTNET INC COM STK 4/15/2013 5/8/2014 4,849 2,474 2,37630 ENVESTNET INC COM STK 2/21/2014 12/17/2014 1,433 1,261 17252 ENVESTNET INC COM STK 2/24/2014 12/17/2014 2,483 2,192 291236 ENVESTNET INC COM STK 4/26/2013 6/12/2014 10,745 4,266 6,479264 ENVESTNET INC COM STK 4/26/2013 6/12/2014 12,020 4,792 7,227600 ENVESTNET INC COM STK 8/26/2013 6/25/2014 28,904 17,093 11,810579 ENVESTNET INC COM STK 2/21/2014 12/15/2014 27,267 24,336 2,932364 ENVESTNET INC COM STK 6/26/2013 6/24/2014 17,916 8,671 9,245100 ENVESTNET INC COM STK 6/27/2013 6/24/2014 4,922 2,414 2,50836 ENVESTNET INC COM STK 8/26/2013 6/24/2014 1,772 1,026 746433 ENVESTNET INC COM STK 2/20/2014 11/21/2014 22,453 18,798 3,656

6 ENVESTNET INC COM STK 4/11/2013 3/21/2014 269 109 160564 ENVESTNET INC COM STK 8/26/2013 7/18/2014 25,700 16,068 9,632236 ENVESTNET INC COM STK 2/13/2014 7/18/2014 10,754 10,077 677400 ENVESTNET INC COM STK 2/13/2014 7/23/2014 18,407 17,079 1,328464 ENVESTNET INC COM STK 4/24/2013 6/10/2014 20,490 8,348 12,142336 ENVESTNET INC COM STK 4/26/2013 6/10/2014 14,837 6,099 8,738

1,200 ENVESTNET INC COM STK 3/27/2013 1/15/2014 53,309 20,987 32,322

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Expense of Sale (h) Gain (Loss)100 ENVESTNET INC COM STK 2/13/2014 8/7/2014 4,488 4,270 218864 ENVESTNET INC COM STK 4/26/2013 6/17/2014 41,383 15,616 25,766200 ENVESTNET INC COM STK 4/29/2013 6/17/2014 9,579 3,636 5,94336 ENVESTNET INC COM STK 4/30/2013 6/17/2014 1,724 657 1,067700 ENVESTNET INC COM STK 3/27/2013 1/14/2014 30,023 12,243 17,780300 ENVESTNET INC COM STK 2/13/2014 8/7/2014 13,459 12,809 650600 ENVESTNET INC COM STK 3/27/2013 2/4/2014 24,293 10,494 13,799400 ENVESTNET INC COM STK 4/30/2013 6/17/2014 18,973 7,305 11,668685 ENVESTNET INC COM STK 2/20/2014 12/12/2014 32,578 29,737 2,840225 EXONE CO COM 12/30/2013 9/18/2014 5,896 13,598 (7,702)275 EXONE CO COM 12/31/2013 9/18/2014 7,206 16,728 (9,522)225 EXONE CO COM 10/15/2013 7/2/2014 9,713 12,185 (2,472)375 EXONE CO COM 10/23/2013 7/2/2014 16,189 19,577 (3,388)425 EXONE CO COM 10/31/2013 7/11/2014 15,741 21,855 (6,114)175 EXONE CO COM 11/5/2013 7/11/2014 6,482 10,271 (3,789)425 EXONE CO COM 10/11/2013 6/4/2014 12,157 22,149 (9,991)175 EXONE CO COM 10/14/2013 6/4/2014 5,006 9,213 (4,207)400 EXONE CO COM 11/13/2013 8/6/2014 11,997 23,677 (11,681)125 EXONE CO COM 10/24/2013 7/7/2014 4,950 6,633 (1,683)500 EXONE CO COM 10/24/2013 7/7/2014 19,802 26,512 (6,711)100 EXONE CO COM 10/30/2013 7/7/2014 3,960 5,169 (1,209)75 EXONE CO COM 10/31/2013 7/7/2014 2,970 3,857 (887)600 EXONE CO COM 10/31/2013 7/9/2014 22,370 30,854 (8,484)125 EXONE CO COM 1/3/2014 10/14/2014 2,422 8,191 (5,769)175 EXONE CO COM 1/15/2014 10/14/2014 3,391 9,893 (6,501)725 EXONE CO COM 10/9/2013 5/1/2014 26,206 37,569 (11,363)75 EXONE CO COM 10/11/2013 5/1/2014 2,711 3,909 (1,198)400 EXONE CO COM 11/12/2013 7/21/2014 13,266 24,648 (11,381)325 EXONE CO COM 11/13/2013 9/12/2014 9,262 19,238 (9,976)175 EXONE CO COM 12/30/2013 9/12/2014 4,987 10,576 (5,589)525 EXONE CO COM 10/14/2013 6/24/2014 18,708 27,639 (8,931)75 EXONE CO COM 10/14/2013 6/24/2014 2,673 3,940 (1,268)400 EXONE CO COM 1/15/2014 10/20/2014 9,126 22,612 (13,486)500 EXONE CO COM 10/11/2013 5/8/2014 17,412 26,057 (8,645)600 EXONE CO COM 10/14/2013 6/24/2014 21,553 31,522 (9,969)

5 EXONE CO COM 10/9/2013 3/21/2014 193 259 (66)400 EXONE CO COM 1/15/2014 10/20/2014 8,987 22,612 (13,625)300 EXONE CO COM 10/15/2013 6/25/2014 10,602 16,247 (5,645)300 EXONE CO COM 11/5/2013 7/16/2014 10,203 17,607 (7,405)25 EXONE CO COM 10/14/2013 6/24/2014 900 1,313 (414)275 EXONE CO COM 10/15/2013 6/24/2014 9,897 14,893 (4,996)600 EXONE CO COM 1/15/2014 10/17/2014 13,689 33,918 (20,229)425 EXONE CO COM 1/15/2014 10/21/2014 9,220 24,025 (14,805)400 EXONE CO COM 12/31/2013 10/8/2014 6,585 24,327 (17,742)325 EXONE CO COM 12/31/2013 10/8/2014 5,351 19,769 (14,419)

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Expense of Sale (h) Gain (Loss)175 EXONE CO COM 1/3/2014 10/8/2014 2,881 11,468 (8,587)225 EXONE CO COM 11/5/2013 7/17/2014 7,528 13,205 (5,678)375 EXONE CO COM 11/12/2013 7/17/2014 12,546 23,107 (10,561)225 EXONE CO COM 11/12/2013 7/22/2014 7,507 13,864 (6,357)75 EXONE CO COM 11/13/2013 7/22/2014 2,502 4,440 (1,937)225 EXONE CO COM 10/23/2013 7/7/2014 9,121 11,746 (2,626)475 EXONE CO COM 10/24/2013 7/7/2014 19,255 25,207 (5,953)

5 FIESTA RESTAURANT GROUP INC COM 3/22/2013 3/21/2014 244 129 114505 FIESTA RESTAURANT GROUP INC COM 3/22/2013 12/15/2014 31,223 12,246 18,977200 FIESTA RESTAURANT GROUP INC COM 3/22/2013 12/15/2014 12,365 5,169 7,196685 FIESTA RESTAURANT GROUP INC COM 3/22/2013 12/15/2014 42,352 17,738 24,613

1,901 FLIR SYS INC COM 5/24/2013 12/15/2014 60,112 45,892 14,2205 FLIR SYS INC COM 5/24/2013 3/21/2014 176 121 55

77 FORTINET INC COM 3/12/2013 12/15/2014 2,159 1,879 279900 FORTINET INC COM 4/11/2013 12/15/2014 25,232 17,170 8,063

2,900 FORTINET INC COM 4/11/2013 12/15/2014 81,304 54,428 26,8761,729 FORTINET INC COM 4/11/2013 12/15/2014 48,474 32,444 16,030113 FORTINET INC COM 3/12/2013 3/21/2014 2,632 2,758 (126)333 FOUNDATION MEDICINE INC COM 11/13/2013 5/14/2014 7,257 7,993 (736)367 FOUNDATION MEDICINE INC COM 11/13/2013 5/14/2014 7,998 8,951 (953)67 FOUNDATION MEDICINE INC COM 9/27/2013 4/15/2014 1,673 2,359 (686)233 FOUNDATION MEDICINE INC COM 10/2/2013 4/15/2014 5,819 8,646 (2,827)467 FOUNDATION MEDICINE INC COM 10/2/2013 4/16/2014 12,414 17,329 (4,915)133 FOUNDATION MEDICINE INC COM 10/14/2013 4/16/2014 3,535 4,549 (1,014)267 FOUNDATION MEDICINE INC COM 9/27/2013 3/26/2014 8,727 9,423 (696)233 FOUNDATION MEDICINE INC COM 9/27/2013 3/26/2014 7,616 8,204 (588)

3 FOUNDATION MEDICINE INC COM 9/27/2013 3/21/2014 115 106 9600 FOUNDATION MEDICINE INC COM 10/14/2013 4/16/2014 15,919 20,522 (4,604)767 FOUNDATION MEDICINE INC COM 10/23/2013 5/1/2014 22,649 23,226 (578)33 FOUNDATION MEDICINE INC COM 10/24/2013 5/1/2014 974 1,024 (49)233 FOUNDATION MEDICINE INC COM 3/5/2014 5/28/2014 5,165 8,229 (3,064)167 FOUNDATION MEDICINE INC COM 3/5/2014 5/28/2014 3,702 5,960 (2,258)367 FOUNDATION MEDICINE INC COM 10/14/2013 4/16/2014 9,786 12,553 (2,767)233 FOUNDATION MEDICINE INC COM 10/15/2013 4/16/2014 6,213 8,243 (2,030)67 FOUNDATION MEDICINE INC COM 10/24/2013 5/6/2014 1,997 2,079 (82)500 FOUNDATION MEDICINE INC COM 10/31/2013 5/6/2014 14,902 16,032 (1,130)133 FOUNDATION MEDICINE INC COM 11/13/2013 5/6/2014 3,964 3,244 720400 FOUNDATION MEDICINE INC COM 10/15/2013 4/17/2014 10,252 14,151 (3,899)367 FOUNDATION MEDICINE INC COM 10/23/2013 4/29/2014 10,400 11,195 (795)533 FOUNDATION MEDICINE INC COM 10/23/2013 4/29/2014 15,104 16,140 (1,036)467 FOUNDATION MEDICINE INC COM 3/5/2014 6/2/2014 11,118 16,494 (5,376)267 FOUNDATION MEDICINE INC COM 11/13/2013 5/27/2014 6,019 6,409 (389)633 FOUNDATION MEDICINE INC COM 3/5/2014 5/27/2014 14,271 22,591 (8,321)600 FOUNDATION MEDICINE INC COM 10/23/2013 4/30/2014 16,970 18,169 (1,199)267 FOUNDATION MEDICINE INC COM 10/15/2013 4/22/2014 7,522 9,446 (1,924)

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Expense of Sale (h) Gain (Loss)233 FOUNDATION MEDICINE INC COM 10/23/2013 4/22/2014 6,564 7,108 (544)500 FOUNDATION MEDICINE INC COM 11/13/2013 5/12/2014 11,680 12,195 (515)110 FOX FACTORY HLDG CORP COM 1/14/2014 3/21/2014 1,954 1,901 53

5,176 FOX FACTORY HLDG CORP COM 1/14/2014 12/15/2014 79,066 89,449 (10,383)1,207 GENERAC HLDGS INC COM STK 12/9/2014 12/15/2014 54,817 56,189 (1,371)117 GLOBE SPECIALTY METALS INC COM STK 1/14/2013 3/21/2014 2,541 1,711 831

1,073 GLOBE SPECIALTY METALS INC COM STK 1/14/2013 12/15/2014 16,999 15,688 1,3112,100 GLOBE SPECIALTY METALS INC COM STK 1/15/2013 12/15/2014 33,270 30,526 2,745300 GLOBE SPECIALTY METALS INC COM STK 1/22/2013 12/15/2014 4,753 4,490 262100 GLOBE SPECIALTY METALS INC COM STK 1/30/2013 12/15/2014 1,584 1,483 102585 GLOBE SPECIALTY METALS INC COM STK 2/4/2013 12/15/2014 9,268 8,910 359179 GRUBHUB INC COM 4/4/2014 4/15/2014 6,110 4,654 1,45618 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/17/2013 4/3/2014 899 808 91382 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/31/2013 4/3/2014 19,079 16,413 2,666118 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/5/2013 5/14/2014 4,155 5,165 (1,010)582 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/8/2013 5/14/2014 20,492 25,481 (4,989)118 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/8/2013 5/23/2014 4,520 5,166 (646)482 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/16/2013 5/23/2014 18,463 20,977 (2,514)118 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/1/2013 4/15/2014 4,773 5,135 (361)182 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/2/2013 4/15/2014 7,362 7,935 (573)300 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/29/2013 5/28/2014 11,783 13,757 (1,974)300 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/2/2013 4/16/2014 12,502 13,080 (578)400 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/17/2013 3/26/2014 19,699 17,948 1,751118 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/2/2013 4/17/2014 5,032 5,145 (113)382 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/5/2013 4/17/2014 16,290 16,720 (431)418 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/31/2013 4/4/2014 19,478 17,959 1,519282 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/1/2013 4/4/2014 13,141 12,272 869218 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/29/2013 6/2/2014 8,199 9,997 (1,798)

2 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/17/2013 3/21/2014 103 90 13418 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/16/2013 5/27/2014 16,778 18,191 (1,413)82 GUIDEWIRE SOFTWARE INC COM USD0.0001 8/29/2013 5/27/2014 3,291 3,760 (469)768 HABIT RESTAURANTS INC COM CL A COM CL A 11/20/2014 11/20/2014 26,456 13,824 12,632

4 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 3/21/2014 445 175 270498 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 12/15/2014 51,821 21,752 30,068389 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 12/15/2014 40,478 16,918 23,560

2,502 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 10/10/2014 229,202 109,285 119,9171,098 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 10/10/2014 100,585 48,001 52,584284 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/19/2014 15,111 8,581 6,531871 HEARTLAND PMT SYS INC COM STK 7/2/2014 12/15/2014 45,066 36,190 8,876535 HEARTLAND PMT SYS INC COM STK 4/30/2013 11/26/2014 28,986 17,650 11,335

1,000 HEARTLAND PMT SYS INC COM STK 4/30/2014 11/26/2014 54,179 38,004 16,175535 HEARTLAND PMT SYS INC COM STK 7/2/2014 11/26/2014 28,986 22,229 6,756108 HEARTLAND PMT SYS INC COM STK 1/7/2013 3/21/2014 4,672 3,310 1,362524 HEARTLAND PMT SYS INC COM STK 7/2/2014 11/26/2014 28,350 21,772 6,578352 HEARTLAND PMT SYS INC COM STK 2/7/2013 11/25/2014 19,059 11,009 8,050

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Expense of Sale (h) Gain (Loss)3,386 HEARTLAND PMT SYS INC COM STK 4/30/2013 11/25/2014 183,336 111,709 71,627873 HEARTLAND PMT SYS INC COM STK 1/31/2013 11/21/2014 46,473 27,852 18,621721 HEARTLAND PMT SYS INC COM STK 7/2/2014 11/26/2014 39,038 29,958 9,081779 HEARTLAND PMT SYS INC COM STK 4/30/2013 11/25/2014 42,261 25,700 16,561810 HEARTLAND PMT SYS INC COM STK 1/31/2013 11/21/2014 43,212 25,842 17,370800 HEARTLAND PMT SYS INC COM STK 2/1/2013 11/21/2014 42,679 25,386 17,29285 HEARTLAND PMT SYS INC COM STK 2/4/2013 11/21/2014 4,535 2,697 1,838

1,715 HEARTLAND PMT SYS INC COM STK 2/4/2013 11/24/2014 91,800 54,417 37,383200 HEARTLAND PMT SYS INC COM STK 2/4/2013 11/24/2014 10,706 6,325 4,38048 HEARTLAND PMT SYS INC COM STK 2/7/2013 11/24/2014 2,569 1,501 1,068195 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/20/2014 10,350 5,892 4,458

1,617 HEARTLAND PMT SYS INC COM STK 1/31/2013 11/20/2014 85,823 51,588 34,235300 HEARTLAND PMT SYS INC COM STK 1/31/2013 11/20/2014 15,923 9,581 6,342873 HEARTLAND PMT SYS INC COM STK 1/7/2013 11/17/2014 46,718 26,755 19,963

1,921 HEARTLAND PMT SYS INC COM STK 1/7/2013 11/17/2014 101,878 58,872 43,0063,808 HEARTLAND PMT SYS INC COM STK 1/7/2013 11/17/2014 203,129 116,703 86,427621 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/17/2014 33,126 18,762 14,363

2,239 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/18/2014 121,779 67,647 54,1321,184 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/18/2014 64,294 35,772 28,521377 HEARTLAND PMT SYS INC COM STK 1/8/2013 11/19/2014 20,424 11,390 9,033351 HUB GROUP INC CL A 8/12/2009 10/13/2014 13,193 8,294 4,899100 HUB GROUP INC CL A 8/12/2009 10/13/2014 3,759 2,344 1,415949 HUB GROUP INC CL A 8/19/2009 10/13/2014 35,670 21,215 14,455200 HUB GROUP INC CL A 8/19/2009 10/13/2014 7,517 4,501 3,017

2,351 HUB GROUP INC CL A 10/21/2009 10/16/2014 85,982 61,244 24,738100 HUB GROUP INC CL A 1/6/2010 10/16/2014 3,657 2,719 938250 HUB GROUP INC CL A 9/30/2011 10/16/2014 9,143 7,209 1,934700 HUB GROUP INC CL A 6/27/2013 10/16/2014 25,601 25,605 (4)600 HUB GROUP INC CL A 6/28/2013 10/16/2014 21,944 22,020 (76)199 HUB GROUP INC CL A 6/28/2013 10/16/2014 7,278 7,261 17151 HUB GROUP INC CL A 10/21/2009 10/15/2014 5,554 3,945 1,609

4,149 HUB GROUP INC CL A 10/21/2009 10/15/2014 152,616 108,083 44,533100 HUB GROUP INC CL A 7/1/2013 10/20/2014 3,731 3,651 80901 HUB GROUP INC CL A 7/1/2013 10/20/2014 33,613 32,981 632

1,299 HUB GROUP INC CL A 7/2/2013 10/20/2014 48,462 46,924 1,537500 HUB GROUP INC CL A 7/2/2013 10/20/2014 18,653 18,070 583551 HUB GROUP INC CL A 8/19/2009 10/14/2014 20,715 12,318 8,397300 HUB GROUP INC CL A 8/31/2009 10/14/2014 11,279 6,596 4,683200 HUB GROUP INC CL A 9/1/2009 10/14/2014 7,519 4,395 3,124500 HUB GROUP INC CL A 9/2/2009 10/14/2014 18,798 10,869 7,929100 HUB GROUP INC CL A 9/3/2009 10/14/2014 3,760 2,194 1,566

1,649 HUB GROUP INC CL A 10/21/2009 10/14/2014 61,995 43,080 18,9153,551 HUB GROUP INC CL A 8/6/2009 10/10/2014 134,446 75,858 58,589200 HUB GROUP INC CL A 8/7/2009 10/10/2014 7,572 4,374 3,198200 HUB GROUP INC CL A 8/10/2009 10/10/2014 7,572 4,450 3,122

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Expense of Sale (h) Gain (Loss)49 HUB GROUP INC CL A 8/12/2009 10/10/2014 1,855 1,158 697

1,401 HUB GROUP INC CL A 7/2/2013 10/21/2014 53,252 50,609 2,6431,401 HUB GROUP INC CL A 6/28/2013 10/17/2014 51,940 51,116 824399 HUB GROUP INC CL A 7/1/2013 10/17/2014 14,792 14,606 187

1,351 HUB GROUP INC CL A 8/5/2009 10/9/2014 52,682 29,493 23,189400 HUB GROUP INC CL A 8/6/2009 10/9/2014 15,598 8,616 6,982449 HUB GROUP INC CL A 8/6/2009 10/9/2014 17,509 9,592 7,917109 HUB GROUP INC CL A 8/5/2009 3/21/2014 4,416 2,380 2,03782 HUBSPOT INC COM 10/8/2014 10/22/2014 2,468 2,050 418500 INCYTE CORP COM 4/11/2014 5/13/2014 27,306 23,209 4,098590 INCYTE CORP COM 9/25/2013 1/15/2014 36,871 21,744 15,127600 INCYTE CORP COM 10/9/2013 1/15/2014 37,496 20,187 17,30910 INCYTE CORP COM 11/5/2013 1/15/2014 625 405 220

1,090 INCYTE CORP COM 4/4/2014 5/1/2014 54,379 54,948 (569)210 INCYTE CORP COM 4/7/2014 5/1/2014 10,477 10,646 (169)190 INCYTE CORP COM 4/11/2014 5/14/2014 10,326 8,819 1,507190 INCYTE CORP COM 9/11/2013 1/7/2014 9,851 6,814 3,037310 INCYTE CORP COM 9/24/2013 1/7/2014 16,073 11,068 5,005790 INCYTE CORP COM 4/7/2014 5/2/2014 39,912 40,048 (136)210 INCYTE CORP COM 4/11/2014 5/2/2014 10,610 9,748 862590 INCYTE CORP COM 9/24/2013 1/10/2014 34,196 21,065 13,132510 INCYTE CORP COM 9/25/2013 1/10/2014 29,559 18,796 10,763190 INCYTE CORP COM 11/5/2013 4/17/2014 8,459 7,692 766710 INCYTE CORP COM 4/4/2014 4/17/2014 31,608 35,792 (4,184)300 INCYTE CORP COM 4/11/2014 5/13/2014 16,283 13,925 2,358300 INCYTE CORP COM 11/5/2013 3/13/2014 19,438 12,145 7,292935 INGRAM MICRO INC CL A 2/14/2013 9/12/2014 25,727 18,709 7,019565 INGRAM MICRO INC CL A 10/1/2013 9/12/2014 15,546 13,405 2,142800 INGRAM MICRO INC CL A 10/2/2013 10/10/2014 18,864 18,819 45700 INGRAM MICRO INC CL A 10/2/2013 10/10/2014 16,776 16,466 310635 INGRAM MICRO INC CL A 10/2/2013 10/17/2014 15,000 14,937 62

1,265 INGRAM MICRO INC CL A 10/14/2013 10/17/2014 29,881 29,698 184700 INGRAM MICRO INC CL A 7/16/2014 10/28/2014 18,672 20,963 (2,291)300 INGRAM MICRO INC CL A 10/1/2013 10/9/2014 7,317 7,118 200135 INGRAM MICRO INC CL A 10/14/2013 10/24/2014 3,572 3,169 403965 INGRAM MICRO INC CL A 12/12/2013 10/24/2014 25,534 22,321 3,212900 INGRAM MICRO INC CL A 10/1/2013 10/9/2014 21,964 21,353 611100 INGRAM MICRO INC CL A 12/12/2013 10/24/2014 2,638 2,311 32735 INGRAM MICRO INC CL A 12/12/2013 10/24/2014 923 810 114

2,100 INGRAM MICRO INC CL A 1/10/2014 10/24/2014 55,388 51,495 3,893165 INGRAM MICRO INC CL A 1/13/2014 10/24/2014 4,352 4,096 256535 INGRAM MICRO INC CL A 10/1/2013 10/9/2014 13,088 12,693 395265 INGRAM MICRO INC CL A 10/1/2013 10/9/2014 6,483 6,268 215

1,035 INGRAM MICRO INC CL A 1/13/2014 10/24/2014 27,308 25,695 1,613765 INGRAM MICRO INC CL A 4/25/2014 10/24/2014 20,184 20,641 (457)

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Expense of Sale (h) Gain (Loss)5 INGRAM MICRO INC CL A 3/30/2012 3/21/2014 146 93 53

635 INGRAM MICRO INC CL A 10/1/2013 10/9/2014 15,516 15,019 498565 INGRAM MICRO INC CL A 10/2/2013 10/9/2014 13,806 13,291 515700 INGRAM MICRO INC CL A 4/25/2014 10/24/2014 18,518 18,887 (369)300 INGRAM MICRO INC CL A 7/16/2014 10/30/2014 7,909 8,976 (1,067)235 INGRAM MICRO INC CL A 7/16/2014 10/30/2014 6,195 7,038 (843)

1,300 INGRAM MICRO INC CL A 7/24/2014 10/30/2014 34,271 39,552 (5,281)335 INGRAM MICRO INC CL A 3/30/2012 9/10/2014 9,237 6,257 2,980

1,265 INGRAM MICRO INC CL A 2/14/2013 9/10/2014 34,879 25,312 9,567935 INGRAM MICRO INC CL A 4/25/2014 10/27/2014 24,624 25,228 (604)165 INGRAM MICRO INC CL A 7/16/2014 10/27/2014 4,345 4,941 (596)200 INSPERITY INC COM 1/25/2012 8/13/2014 6,058 5,570 488111 INSPERITY INC COM 3/11/2010 3/21/2014 3,290 2,184 1,105279 INSPERITY INC COM 4/7/2010 8/7/2014 8,359 6,149 2,209521 INSPERITY INC COM 4/8/2010 8/7/2014 15,609 11,490 4,119300 INSPERITY INC COM 2/8/2013 10/6/2014 8,328 10,197 (1,869)179 INSPERITY INC COM 3/16/2012 9/16/2014 5,110 5,312 (202)21 INSPERITY INC COM 3/19/2012 9/16/2014 600 630 (30)79 INSPERITY INC COM 3/13/2012 9/3/2014 2,361 2,304 57

1,000 INSPERITY INC COM 3/14/2012 9/3/2014 29,885 29,258 62721 INSPERITY INC COM 3/15/2012 9/3/2014 628 615 12179 INSPERITY INC COM 4/8/2010 8/7/2014 5,368 3,948 1,420321 INSPERITY INC COM 4/13/2010 8/7/2014 9,626 7,292 2,33479 INSPERITY INC COM 4/13/2010 8/11/2014 2,392 1,794 598200 INSPERITY INC COM 4/16/2010 8/11/2014 6,057 4,573 1,484300 INSPERITY INC COM 4/16/2010 8/11/2014 9,085 6,855 2,23021 INSPERITY INC COM 9/30/2011 8/11/2014 636 472 164300 INSPERITY INC COM 2/27/2012 8/22/2014 9,066 9,059 7479 INSPERITY INC COM 3/22/2012 9/22/2014 13,159 14,169 (1,010)721 INSPERITY INC COM 1/31/2013 9/22/2014 19,807 24,249 (4,443)400 INSPERITY INC COM 2/4/2013 9/29/2014 11,051 13,449 (2,397)179 INSPERITY INC COM 1/30/2012 8/18/2014 5,455 5,015 440700 INSPERITY INC COM 1/31/2012 8/18/2014 21,333 19,613 1,720821 INSPERITY INC COM 2/14/2012 8/18/2014 25,020 24,791 229979 INSPERITY INC COM 2/7/2013 10/3/2014 27,019 32,836 (5,817)121 INSPERITY INC COM 2/8/2013 10/3/2014 3,339 4,113 (773)400 INSPERITY INC COM 2/4/2013 9/30/2014 11,003 13,449 (2,446)

1,000 INSPERITY INC COM 2/28/2012 9/2/2014 29,330 30,298 (968)21 INSPERITY INC COM 2/7/2013 10/2/2014 576 704 (129)379 INSPERITY INC COM 2/7/2013 10/2/2014 10,391 12,800 (2,408)100 INSPERITY INC COM 4/7/2010 8/6/2014 2,998 2,204 794579 INSPERITY INC COM 2/28/2012 9/2/2014 17,063 17,543 (480)100 INSPERITY INC COM 2/29/2012 9/2/2014 2,947 3,012 (65)600 INSPERITY INC COM 3/1/2012 9/2/2014 17,681 18,118 (436)521 INSPERITY INC COM 3/2/2012 9/2/2014 15,353 15,584 (231)

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Expense of Sale (h) Gain (Loss)200 INSPERITY INC COM 3/20/2012 9/18/2014 5,608 5,961 (353)179 INSPERITY INC COM 1/31/2013 9/26/2014 4,931 6,020 (1,089)21 INSPERITY INC COM 2/4/2013 9/26/2014 579 706 (128)179 INSPERITY INC COM 9/30/2011 8/12/2014 5,398 4,020 1,378121 INSPERITY INC COM 1/25/2012 8/12/2014 3,649 3,370 279279 INSPERITY INC COM 3/20/2012 9/19/2014 7,776 8,316 (540)100 INSPERITY INC COM 3/21/2012 9/19/2014 2,787 2,980 (193)121 INSPERITY INC COM 3/22/2012 9/19/2014 3,372 3,579 (207)79 INSPERITY INC COM 3/19/2012 9/17/2014 2,227 2,370 (143)121 INSPERITY INC COM 3/20/2012 9/17/2014 3,411 3,607 (195)100 INSPERITY INC COM 2/22/2012 8/20/2014 3,027 3,048 (21)679 INSPERITY INC COM 2/27/2012 8/26/2014 20,669 20,503 166121 INSPERITY INC COM 2/28/2012 8/26/2014 3,683 3,666 17400 INSPERITY INC COM 1/31/2013 9/24/2014 11,054 13,453 (2,399)100 INSPERITY INC COM 1/31/2013 9/24/2014 2,758 3,363 (605)279 INSPERITY INC COM 1/27/2012 8/15/2014 8,469 7,817 652221 INSPERITY INC COM 1/30/2012 8/15/2014 6,708 6,192 51621 INSPERITY INC COM 3/15/2012 9/4/2014 632 613 19279 INSPERITY INC COM 3/15/2012 9/4/2014 8,398 8,173 22479 INSPERITY INC COM 3/15/2012 9/15/2014 2,266 2,306 (41)321 INSPERITY INC COM 3/16/2012 9/15/2014 9,205 9,526 (321)500 INSPERITY INC COM 1/31/2013 9/23/2014 13,728 16,817 (3,088)379 INSPERITY INC COM 1/25/2012 8/14/2014 11,515 10,555 960500 INSPERITY INC COM 1/26/2012 8/14/2014 15,191 14,017 1,174121 INSPERITY INC COM 1/27/2012 8/14/2014 3,676 3,390 286179 INSPERITY INC COM 3/11/2010 8/1/2014 5,561 3,523 2,039

1,000 INSPERITY INC COM 3/12/2010 8/1/2014 31,069 19,967 11,103400 INSPERITY INC COM 3/15/2010 8/1/2014 12,428 8,008 4,420200 INSPERITY INC COM 3/15/2010 8/1/2014 6,214 3,998 2,216

2,121 INSPERITY INC COM 4/7/2010 8/1/2014 65,898 46,747 19,1514,300 INSPERITY INC COM 4/7/2010 8/1/2014 133,598 94,821 38,777479 INSPERITY INC COM 2/22/2012 8/21/2014 14,473 14,602 (128)100 INSPERITY INC COM 2/23/2012 8/21/2014 3,022 3,048 (27)121 INSPERITY INC COM 2/27/2012 8/21/2014 3,656 3,654 2179 INSPERITY INC COM 2/14/2012 8/19/2014 5,456 5,405 51300 INSPERITY INC COM 2/21/2012 8/19/2014 9,144 9,156 (12)521 INSPERITY INC COM 2/22/2012 8/19/2014 15,881 15,882 (2)279 INSPERITY INC COM 2/8/2013 10/7/2014 7,662 9,483 (1,821)500 INSPERITY INC COM 4/13/2010 8/8/2014 14,984 11,358 3,627579 INSPERITY INC COM 2/4/2013 10/1/2014 15,789 19,467 (3,678)100 INSPERITY INC COM 2/6/2013 10/1/2014 2,727 3,356 (629)21 INSPERITY INC COM 2/7/2013 10/1/2014 573 709 (137)79 INSPERITY INC COM 3/2/2012 9/3/2014 2,363 2,363 (0)321 INSPERITY INC COM 3/13/2012 9/3/2014 9,601 9,361 240200 INSULET CORP COM STK 1/4/2013 9/16/2014 6,346 4,150 2,196

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Expense of Sale (h) Gain (Loss)210 INSULET CORP COM STK 9/18/2012 3/7/2014 10,219 4,529 5,69090 INSULET CORP COM STK 9/20/2012 3/7/2014 4,380 1,981 2,399400 INSULET CORP COM STK 9/20/2012 3/10/2014 19,335 8,804 10,531107 INSULET CORP COM STK 9/28/2012 3/21/2014 5,326 2,305 3,021500 INSULET CORP COM STK 9/20/2012 3/10/2014 24,121 11,005 13,116300 INSULET CORP COM STK 10/4/2012 6/25/2014 11,289 6,585 4,704700 INSULET CORP COM STK 1/4/2013 11/6/2014 29,115 14,525 14,590

3 INSULET CORP COM STK 10/4/2012 6/25/2014 113 66 47497 INSULET CORP COM STK 10/9/2012 6/25/2014 18,650 10,636 8,015348 INSULET CORP COM STK 4/7/2014 12/26/2014 16,121 14,688 1,43397 INSULET CORP COM STK 4/8/2014 12/26/2014 4,494 4,016 477166 INSULET CORP COM STK 3/18/2014 12/18/2014 7,514 8,320 (806)164 INSULET CORP COM STK 4/7/2014 12/18/2014 7,424 6,998 426303 INSULET CORP COM STK 10/9/2012 6/25/2014 11,355 6,484 4,871197 INSULET CORP COM STK 12/14/2012 6/25/2014 7,383 4,346 3,037675 INSULET CORP COM STK 1/3/2014 12/11/2014 30,848 24,802 6,046412 INSULET CORP COM STK 4/7/2014 12/18/2014 18,832 17,580 1,252166 INSULET CORP COM STK 1/4/2013 12/10/2014 7,634 3,445 4,190500 INSULET CORP COM STK 12/26/2013 12/10/2014 22,995 18,793 4,20286 INSULET CORP COM STK 12/30/2013 12/10/2014 3,955 3,235 720114 INSULET CORP COM STK 4/7/2014 12/23/2014 5,174 4,864 309

1,097 INSULET CORP COM STK 1/4/2013 12/9/2014 52,010 22,763 29,24887 INSULET CORP COM STK 1/3/2014 12/12/2014 3,828 3,165 663279 INSULET CORP COM STK 1/3/2014 12/12/2014 12,276 10,251 2,02510 INSULET CORP COM STK 9/5/2012 3/6/2014 487 211 276490 INSULET CORP COM STK 9/18/2012 3/6/2014 23,849 10,568 13,281814 INSULET CORP COM STK 12/30/2013 12/10/2014 37,972 30,618 7,354235 INSULET CORP COM STK 12/31/2013 12/10/2014 10,962 8,830 2,132109 INSULET CORP COM STK 4/7/2014 12/23/2014 4,978 4,651 327152 INSULET CORP COM STK 4/7/2014 12/23/2014 6,941 6,415 526100 INSULET CORP COM STK 9/20/2012 3/11/2014 4,808 2,201 2,607206 INSULET CORP COM STK 1/3/2014 12/12/2014 9,111 7,455 1,656413 INSULET CORP COM STK 1/3/2014 12/12/2014 18,267 15,023 3,244800 INSULET CORP COM STK 9/28/2012 4/4/2014 37,914 17,231 20,682

1,103 INSULET CORP COM STK 12/14/2012 7/17/2014 40,064 24,331 15,73497 INSULET CORP COM STK 1/4/2013 7/17/2014 3,523 2,013 1,511700 INSULET CORP COM STK 9/18/2012 3/6/2014 34,635 15,097 19,538365 INSULET CORP COM STK 12/31/2013 12/10/2014 16,982 13,715 3,267342 INSULET CORP COM STK 1/3/2014 12/10/2014 15,912 12,566 3,346301 INSULET CORP COM STK 4/7/2014 12/19/2014 13,909 12,843 1,065210 INSULET CORP COM STK 9/20/2012 3/11/2014 10,078 4,622 5,456290 INSULET CORP COM STK 9/24/2012 3/11/2014 13,917 6,394 7,523

4 INSULET CORP COM STK 1/3/2014 12/10/2014 190 147 43994 INSULET CORP COM STK 1/3/2014 12/15/2014 42,706 35,973 6,732800 INSULET CORP COM STK 1/6/2014 12/15/2014 34,371 29,555 4,816

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Expense of Sale (h) Gain (Loss)700 INSULET CORP COM STK 1/6/2014 12/15/2014 30,074 25,721 4,354214 INSULET CORP COM STK 1/16/2014 12/15/2014 9,194 8,541 653210 INSULET CORP COM STK 7/21/2011 2/28/2014 9,949 4,737 5,212400 INSULET CORP COM STK 9/30/2011 2/28/2014 18,951 6,301 12,650290 INSULET CORP COM STK 9/5/2012 2/28/2014 13,740 6,123 7,617200 INSULET CORP COM STK 9/28/2012 6/4/2014 7,056 4,308 2,748310 INSULET CORP COM STK 9/24/2012 3/13/2014 14,905 6,835 8,070290 INSULET CORP COM STK 9/28/2012 3/13/2014 13,943 6,246 7,697103 INSULET CORP COM STK 9/28/2012 6/5/2014 3,734 2,219 1,515797 INSULET CORP COM STK 10/1/2012 6/5/2014 28,891 17,185 11,706700 INSULET CORP COM STK 1/4/2013 9/16/2014 22,480 14,525 7,955486 INSULET CORP COM STK 1/16/2014 12/15/2014 20,932 19,398 1,534

1,300 INSULET CORP COM STK 1/23/2014 12/15/2014 55,990 55,080 909800 INSULET CORP COM STK 1/23/2014 12/15/2014 34,455 34,414 41800 INSULET CORP COM STK 3/18/2014 12/15/2014 34,455 40,240 (5,785)243 INSULET CORP COM STK 3/18/2014 12/15/2014 10,466 12,183 (1,717)434 INSULET CORP COM STK 3/18/2014 12/17/2014 18,952 21,752 (2,801)257 INSULET CORP COM STK 3/18/2014 12/17/2014 11,222 12,885 (1,662)603 INSULET CORP COM STK 10/1/2012 6/10/2014 22,329 13,002 9,327497 INSULET CORP COM STK 10/4/2012 6/10/2014 18,404 10,910 7,494

1,100 INSULET CORP COM STK 9/5/2012 2/28/2014 52,778 23,225 29,553300 INSULET CORP COM STK 9/18/2012 3/7/2014 14,511 6,470 8,04088 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 12/11/2014 1,686 1,106 580711 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 12/11/2014 13,621 8,777 4,844

2,110 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 12/15/2014 40,583 26,048 14,5356,600 INTEGRATED DEVICE TECHNOLOGY INC COM 2/21/2014 12/15/2014 126,942 80,725 46,2171,854 INTEGRATED DEVICE TECHNOLOGY INC COM 2/24/2014 12/15/2014 35,659 23,972 11,6871,646 INTEGRATED DEVICE TECHNOLOGY INC COM 2/24/2014 12/15/2014 31,709 21,283 10,4273,600 INTEGRATED DEVICE TECHNOLOGY INC COM 2/27/2014 12/15/2014 69,352 43,703 25,6501,250 INTEGRATED DEVICE TECHNOLOGY INC COM 2/28/2014 12/15/2014 24,081 14,906 9,1741,400 INTEGRATED DEVICE TECHNOLOGY INC COM 2/28/2014 12/15/2014 26,970 16,761 10,2091,224 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 12/12/2014 23,361 15,110 8,2514,255 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 12/12/2014 82,588 52,528 30,0603,100 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 10/28/2014 52,544 39,363 13,1822,312 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 10/28/2014 38,174 29,054 9,121388 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 10/28/2014 6,406 4,927 1,480

1,700 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 3/26/2014 20,871 21,586 (715)112 INTEGRATED DEVICE TECHNOLOGY INC COM 2/20/2014 3/21/2014 1,436 1,422 14147 INTERCEPT INC COM 10/17/2014 12/10/2014 20,911 33,841 (12,929)400 INTERCEPT INC COM 1/17/2014 2/28/2014 160,009 125,319 34,689168 INTERCEPT INC COM 10/16/2014 11/21/2014 25,974 35,860 (9,886)141 INTERCEPT INC COM 10/17/2014 11/21/2014 21,799 32,842 (11,043)450 INTERCEPT INC COM 10/15/2014 11/12/2014 69,630 86,804 (17,174)350 INTERCEPT INC COM 10/15/2014 11/17/2014 54,521 67,142 (12,620)850 INTERCEPT INC COM 10/15/2014 11/12/2014 136,493 163,058 (26,565)

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Expense of Sale (h) Gain (Loss)150 INTERCEPT INC COM 10/15/2014 11/12/2014 24,087 28,935 (4,848)231 INTERCEPT INC COM 10/17/2014 12/11/2014 32,151 53,178 (21,027)83 INTERCEPT INC COM 10/17/2014 12/15/2014 11,448 19,107 (7,659)16 INTERCEPT INC COM 10/21/2014 12/15/2014 2,207 3,727 (1,520)91 INTERCEPT INC COM 10/17/2014 12/1/2014 12,313 20,949 (8,636)159 INTERCEPT INC COM 10/17/2014 12/1/2014 21,514 37,035 (15,521)300 INTERCEPT INC COM 10/15/2014 11/17/2014 46,692 57,550 (10,858)100 INTERCEPT INC COM 1/17/2014 3/7/2014 40,137 31,330 8,808182 INTERCEPT INC COM 10/16/2014 11/18/2014 29,536 38,848 (9,312)248 INTERCEPT INC COM 10/17/2014 12/1/2014 32,796 57,092 (24,296)100 INTERCEPT INC COM 1/17/2014 3/7/2014 39,913 31,330 8,583150 INTERCEPT INC COM 10/16/2014 11/18/2014 24,372 32,018 (7,646)100 INTERCEPT INC COM 1/17/2014 3/7/2014 40,457 31,330 9,127100 INTERCEPT INC COM 1/31/2014 3/7/2014 40,574 30,031 10,543100 INTERCEPT INC COM 2/3/2014 3/7/2014 40,574 28,322 12,252400 INTREXON CORP COM 8/8/2013 3/17/2014 12,165 9,307 2,858412 INTREXON CORP COM 8/16/2013 11/11/2014 9,816 10,394 (579)48 INTREXON CORP COM 8/21/2013 12/18/2014 1,347 1,130 217800 INTREXON CORP COM 8/8/2013 7/16/2014 18,997 18,614 383279 INTREXON CORP COM 8/16/2013 11/11/2014 6,639 7,039 (400)400 INTREXON CORP COM 8/19/2013 11/11/2014 9,519 10,501 (983)600 INTREXON CORP COM 8/21/2013 11/11/2014 14,278 14,325 (47)200 INTREXON CORP COM 8/21/2013 11/11/2014 4,759 4,742 17109 INTREXON CORP COM 8/21/2013 11/11/2014 2,594 2,566 28200 INTREXON CORP COM 8/8/2013 3/14/2014 6,055 4,654 1,401171 INTREXON CORP COM 9/5/2013 12/22/2014 4,799 4,143 656900 INTREXON CORP COM 9/9/2013 12/22/2014 25,258 24,217 1,042900 INTREXON CORP COM 9/11/2013 12/22/2014 25,258 23,124 2,134300 INTREXON CORP COM 9/25/2013 12/22/2014 8,419 6,397 2,022

1,000 INTREXON CORP COM 9/25/2013 12/22/2014 28,065 21,485 6,580500 INTREXON CORP COM 9/26/2013 12/22/2014 14,032 11,224 2,808800 INTREXON CORP COM 9/27/2013 12/22/2014 22,452 18,576 3,876784 INTREXON CORP COM 10/9/2013 12/22/2014 22,003 16,960 5,043600 INTREXON CORP COM 8/8/2013 7/16/2014 14,046 13,961 85109 INTREXON CORP COM 8/16/2013 7/24/2014 2,517 2,750 (232)491 INTREXON CORP COM 8/16/2013 7/24/2014 11,340 12,460 (1,120)119 INTREXON CORP COM 8/8/2013 3/21/2014 3,540 2,769 771500 INTREXON CORP COM 8/8/2013 7/18/2014 10,987 11,634 (647)600 INTREXON CORP COM 8/8/2013 3/18/2014 17,766 13,961 3,805800 INTREXON CORP COM 8/16/2013 7/24/2014 19,144 20,183 (1,039)800 INTREXON CORP COM 8/8/2013 3/7/2014 21,207 18,614 2,593991 INTREXON CORP COM 8/12/2013 7/21/2014 21,941 29,656 (7,715)

9 INTREXON CORP COM 8/16/2013 7/21/2014 199 228 (29)709 INTREXON CORP COM 8/8/2013 7/18/2014 15,978 11,344 4,634500 INTREXON CORP COM 8/8/2013 7/18/2014 11,268 11,010 258

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Expense of Sale (h) Gain (Loss)191 INTREXON CORP COM 8/8/2013 7/18/2014 4,304 4,444 (140)43 INTREXON CORP COM 8/21/2013 12/19/2014 1,209 1,012 196200 INTREXON CORP COM 8/22/2013 12/19/2014 5,621 4,642 979100 INTREXON CORP COM 8/22/2013 12/19/2014 2,811 2,329 481400 INTREXON CORP COM 8/26/2013 12/19/2014 11,242 9,248 1,994

1,400 INTREXON CORP COM 8/27/2013 12/19/2014 39,348 30,568 8,7811,000 INTREXON CORP COM 8/27/2013 12/19/2014 28,106 21,397 6,709200 INTREXON CORP COM 8/28/2013 12/19/2014 5,621 4,288 1,333729 INTREXON CORP COM 9/5/2013 12/19/2014 20,489 17,663 2,827600 INTREXON CORP COM 8/8/2013 3/11/2014 17,074 13,961 3,113991 INTREXON CORP COM 8/8/2013 7/18/2014 22,438 15,856 6,582

9 INTREXON CORP COM 8/12/2013 7/18/2014 204 269 (66)1,100 INTREXON CORP COM 8/8/2013 3/6/2014 29,581 25,594 3,9871,000 INTREXON CORP COM 8/8/2013 7/17/2014 22,381 23,268 (887)800 INTREXON CORP COM 8/8/2013 3/10/2014 21,736 18,614 3,122

1,200 INTREXON CORP COM 8/8/2013 3/13/2014 36,164 27,921 8,243400 INTREXON CORP COM 8/8/2013 3/6/2014 10,808 9,307 1,501600 INTREXON CORP COM 8/8/2013 3/10/2014 16,307 13,961 2,347600 INTREXON CORP COM 8/8/2013 3/13/2014 17,602 13,961 3,642472 JACK HENRY & ASSOC INC COM 6/11/2012 12/15/2014 29,006 16,159 12,847

1 JACK HENRY & ASSOC INC COM 6/12/2012 12/15/2014 61 34 271,500 JACK HENRY & ASSOC INC COM 6/12/2012 12/15/2014 92,179 51,120 41,059108 JACK HENRY & ASSOC INC COM 6/11/2012 3/21/2014 6,079 3,697 2,382

1,200 JIVE SOFTWARE INC 11/12/2013 4/22/2014 8,760 13,238 (4,478)1,500 JIVE SOFTWARE INC 11/12/2013 4/17/2014 10,490 16,548 (6,058)1,300 JIVE SOFTWARE INC 11/12/2013 3/14/2014 11,826 14,341 (2,515)1,400 JIVE SOFTWARE INC 11/12/2013 4/22/2014 10,365 15,445 (5,079)2,369 JIVE SOFTWARE INC 11/12/2013 5/8/2014 18,837 26,134 (7,297)

31 JIVE SOFTWARE INC 11/12/2013 5/8/2014 247 342 (95)1,731 JIVE SOFTWARE INC 1/6/2014 6/2/2014 13,237 19,664 (6,427)2,100 JIVE SOFTWARE INC 11/12/2013 4/4/2014 16,201 23,167 (6,966)631 JIVE SOFTWARE INC 11/12/2013 5/12/2014 5,408 6,961 (1,553)669 JIVE SOFTWARE INC 12/20/2013 5/12/2014 5,733 7,285 (1,552)

1,600 JIVE SOFTWARE INC 11/12/2013 4/29/2014 11,493 17,651 (6,158)700 JIVE SOFTWARE INC 12/20/2013 5/12/2014 5,980 7,597 (1,617)131 JIVE SOFTWARE INC 12/20/2013 5/12/2014 1,119 1,427 (307)600 JIVE SOFTWARE INC 12/30/2013 5/12/2014 5,126 6,766 (1,640)869 JIVE SOFTWARE INC 12/31/2013 5/12/2014 7,424 9,789 (2,365)109 JIVE SOFTWARE INC 11/12/2013 3/21/2014 954 1,202 (249)

2,500 JIVE SOFTWARE INC 11/12/2013 5/9/2014 20,288 27,580 (7,292)400 JIVE SOFTWARE INC 11/12/2013 3/13/2014 3,629 4,413 (784)

1,400 JIVE SOFTWARE INC 11/12/2013 4/30/2014 10,225 15,445 (5,220)1,300 JIVE SOFTWARE INC 11/12/2013 4/2/2014 10,656 14,341 (3,685)531 JIVE SOFTWARE INC 12/31/2013 5/13/2014 4,516 5,982 (1,466)800 JIVE SOFTWARE INC 1/2/2014 5/13/2014 6,804 8,967 (2,163)

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Expense of Sale (h) Gain (Loss)269 JIVE SOFTWARE INC 1/6/2014 5/13/2014 2,288 3,056 (768)

1,900 JIVE SOFTWARE INC 11/12/2013 4/16/2014 13,145 20,961 (7,815)1,700 JIVE SOFTWARE INC 11/12/2013 4/22/2014 12,536 18,754 (6,218)187 JONES LANG LASALLE INC COM STK 2/2/2012 12/15/2014 26,548 15,019 11,528498 JONES LANG LASALLE INC COM STK 2/6/2012 12/15/2014 70,699 40,660 30,039

3 JONES LANG LASALLE INC COM STK 2/2/2012 3/21/2014 363 241 122162 JUNO THERAPEUTICS INC COM 12/19/2014 12/29/2014 8,199 3,888 4,311100 K12 INC COM STOCK USD.0001 5/8/2012 2/3/2014 2,198 2,056 142400 K12 INC COM STOCK USD.0001 5/8/2012 2/4/2014 8,612 8,224 389100 K12 INC COM STOCK USD.0001 5/8/2012 1/29/2014 2,204 2,056 148500 K12 INC COM STOCK USD.0001 3/6/2012 1/21/2014 11,466 10,485 981600 K12 INC COM STOCK USD.0001 3/7/2012 1/21/2014 13,760 12,623 1,137

1,000 K12 INC COM STOCK USD.0001 5/8/2012 1/21/2014 22,933 20,559 2,373800 K12 INC COM STOCK USD.0001 5/8/2012 1/22/2014 18,446 16,448 1,998100 K12 INC COM STOCK USD.0001 5/8/2012 1/23/2014 2,254 2,056 198100 K12 INC COM STOCK USD.0001 5/8/2012 1/30/2014 2,220 2,056 164200 K12 INC COM STOCK USD.0001 5/8/2012 1/30/2014 4,420 4,112 308100 K12 INC COM STOCK USD.0001 3/5/2012 1/17/2014 2,257 2,102 155300 K12 INC COM STOCK USD.0001 3/6/2012 1/17/2014 6,772 6,291 481100 K12 INC COM STOCK USD.0001 5/8/2012 1/31/2014 2,202 2,056 146200 K12 INC COM STOCK USD.0001 5/8/2012 1/28/2014 4,436 4,112 324100 K12 INC COM STOCK USD.0001 5/8/2012 1/27/2014 2,200 2,056 145100 K12 INC COM STOCK USD.0001 5/8/2012 1/24/2014 2,202 2,056 146100 K12 INC COM STOCK USD.0001 2/7/2012 1/16/2014 2,290 2,117 173300 K12 INC COM STOCK USD.0001 2/10/2012 1/16/2014 6,871 6,459 412100 K12 INC COM STOCK USD.0001 3/5/2012 1/16/2014 2,290 2,102 188100 K12 INC COM STOCK USD.0001 1/23/2012 1/15/2014 2,269 2,128 141300 K12 INC COM STOCK USD.0001 1/24/2012 1/15/2014 6,808 6,466 342100 K12 INC COM STOCK USD.0001 5/8/2012 2/3/2014 2,198 2,056 142600 K12 INC COM STOCK USD.0001 1/19/2012 1/14/2014 13,632 12,732 900100 K12 INC COM STOCK USD.0001 1/19/2012 1/14/2014 2,272 2,081 191700 K12 INC COM STOCK USD.0001 1/20/2012 1/14/2014 15,904 14,792 1,112600 K12 INC COM STOCK USD.0001 1/23/2012 1/14/2014 13,632 12,769 863

1,400 K12 INC COM STOCK USD.0001 1/24/2012 1/15/2014 31,869 30,176 1,693200 K12 INC COM STOCK USD.0001 2/7/2012 1/15/2014 4,553 4,249 304

3,737 KAR AUCTION SVCS INC COM STK 12/6/2012 12/15/2014 128,170 65,398 62,772115 KAR AUCTION SVCS INC COM STK 12/6/2012 3/21/2014 3,569 2,013 1,557436 KIOR INC CL A CL A 2/8/2013 8/18/2014 55 2,410 (2,355)500 KIOR INC CL A CL A 2/19/2013 8/18/2014 64 3,015 (2,952)

1,400 KIOR INC CL A CL A 2/20/2013 8/18/2014 178 8,425 (8,247)400 KIOR INC CL A CL A 3/6/2013 8/18/2014 51 2,170 (2,120)200 KIOR INC CL A CL A 3/7/2013 8/18/2014 25 1,103 (1,078)

1,300 KIOR INC CL A CL A 3/12/2013 8/18/2014 165 7,530 (7,365)1,000 KIOR INC CL A CL A 3/13/2013 8/18/2014 127 6,024 (5,897)400 KIOR INC CL A CL A 3/14/2013 8/18/2014 51 2,410 (2,359)

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Expense of Sale (h) Gain (Loss)400 KIOR INC CL A CL A 3/15/2013 8/18/2014 51 2,437 (2,386)


1,300 KIOR INC CL A CL A 4/9/2013 8/18/2014 165 5,543 (5,378)300 KIOR INC CL A CL A 4/9/2013 8/18/2014 38 1,199 (1,160)400 KIOR INC CL A CL A 4/9/2013 8/18/2014 51 1,604 (1,553)100 KIOR INC CL A CL A 4/12/2013 8/18/2014 13 427 (414)

1,000 KIOR INC CL A CL A 4/15/2013 8/18/2014 127 4,170 (4,043)700 KIOR INC CL A CL A 4/18/2013 8/18/2014 89 2,852 (2,763)500 KIOR INC CL A CL A 4/26/2013 8/18/2014 64 2,309 (2,245)100 KIOR INC CL A CL A 4/26/2013 8/18/2014 13 450 (438)800 KIOR INC CL A CL A 4/29/2013 8/18/2014 102 3,846 (3,744)900 KIOR INC CL A CL A 4/30/2013 8/18/2014 114 4,473 (4,358)


1,500 KIOR INC CL A CL A 5/6/2013 8/18/2014 190 7,468 (7,277)1,300 KIOR INC CL A CL A 5/7/2013 8/18/2014 165 6,448 (6,283)1,000 KIOR INC CL A CL A 5/8/2013 8/18/2014 127 4,865 (4,738)1,264 KIOR INC CL A CL A 5/9/2013 8/18/2014 161 5,813 (5,652)2,000 KIOR INC CL A CL A 11/14/2012 8/15/2014 283 13,741 (13,458)

36 KIOR INC CL A CL A 11/14/2012 8/15/2014 5 272 (267)100 KIOR INC CL A CL A 11/15/2012 8/15/2014 14 622 (607)

1,400 KIOR INC CL A CL A 11/15/2012 8/15/2014 198 8,668 (8,470)600 KIOR INC CL A CL A 11/16/2012 8/15/2014 85 3,675 (3,590)

1,700 KIOR INC CL A CL A 11/19/2012 8/15/2014 241 11,347 (11,107)1,500 KIOR INC CL A CL A 1/16/2013 8/15/2014 212 9,480 (9,268)2,400 KIOR INC CL A CL A 1/17/2013 8/15/2014 340 15,189 (14,849)600 KIOR INC CL A CL A 1/18/2013 8/15/2014 85 3,714 (3,629)300 KIOR INC CL A CL A 1/30/2013 8/15/2014 42 1,659 (1,616)


1,100 KIOR INC CL A CL A 2/4/2013 8/15/2014 156 6,077 (5,922)64 KIOR INC CL A CL A 2/8/2013 8/15/2014 9 354 (345)936 KIOR INC CL A CL A 5/9/2013 8/19/2014 105 4,304 (4,199)400 KIOR INC CL A CL A 5/10/2013 8/19/2014 45 1,804 (1,759)



1,300 KIOR INC CL A CL A 5/15/2013 8/19/2014 146 5,888 (5,742)

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Expense of Sale (h) Gain (Loss)3,600 KIOR INC CL A CL A 5/16/2013 8/19/2014 404 16,991 (16,586)900 KIOR INC CL A CL A 5/17/2013 8/19/2014 101 4,205 (4,104)300 KIOR INC CL A CL A 5/21/2013 8/19/2014 34 1,478 (1,444)900 KIOR INC CL A CL A 5/21/2013 8/19/2014 101 4,368 (4,267)

1,000 KIOR INC CL A CL A 5/22/2013 8/19/2014 112 5,034 (4,921)1,900 KIOR INC CL A CL A 6/26/2013 8/19/2014 213 9,040 (8,826)4,600 KIOR INC CL A CL A 6/27/2013 8/19/2014 517 25,743 (25,226)1,500 KIOR INC CL A CL A 6/28/2013 8/19/2014 168 8,528 (8,360)900 KIOR INC CL A CL A 6/28/2013 8/19/2014 101 5,049 (4,948)

2,400 KIOR INC CL A CL A 6/28/2013 8/19/2014 270 13,019 (12,749)1,500 KIOR INC CL A CL A 7/1/2013 8/19/2014 168 8,338 (8,170)600 KIOR INC CL A CL A 7/16/2013 8/19/2014 67 2,661 (2,593)600 KIOR INC CL A CL A 7/17/2013 8/19/2014 67 2,652 (2,585)500 KIOR INC CL A CL A 7/18/2013 8/19/2014 56 2,225 (2,169)100 KIOR INC CL A CL A 7/19/2013 8/19/2014 11 461 (450)500 KIOR INC CL A CL A 7/22/2013 8/19/2014 56 2,284 (2,228)400 KIOR INC CL A CL A 7/24/2013 8/19/2014 45 1,846 (1,801)100 KIOR INC CL A CL A 7/30/2013 8/19/2014 11 462 (451)100 KIOR INC CL A CL A 8/1/2013 8/19/2014 11 462 (451)700 KIOR INC CL A CL A 8/2/2013 8/19/2014 79 3,234 (3,155)


2,700 KIOR INC CL A CL A 8/6/2013 8/19/2014 303 13,296 (12,992)400 KIOR INC CL A CL A 8/6/2013 8/19/2014 45 1,968 (1,923)

1,800 KIOR INC CL A CL A 8/7/2013 8/19/2014 202 8,710 (8,508)600 KIOR INC CL A CL A 8/7/2013 8/19/2014 67 2,904 (2,837)264 KIOR INC CL A CL A 8/13/2013 8/19/2014 30 767 (737)

3,200 KIOR INC CL A CL A 8/13/2013 8/19/2014 359 9,424 (9,065)1,536 KIOR INC CL A CL A 8/23/2013 8/21/2014 155 4,094 (3,939)1,300 KIOR INC CL A CL A 8/30/2013 8/21/2014 131 2,921 (2,790)800 KIOR INC CL A CL A 9/3/2013 8/21/2014 81 1,796 (1,715)




1,100 KIOR INC CL A CL A 10/26/2012 8/14/2014 199 7,092 (6,893)400 KIOR INC CL A CL A 10/31/2012 8/14/2014 72 2,491 (2,419)200 KIOR INC CL A CL A 10/31/2012 8/14/2014 36 1,304 (1,268)200 KIOR INC CL A CL A 11/1/2012 8/14/2014 36 1,330 (1,294)

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Expense of Sale (h) Gain (Loss)300 KIOR INC CL A CL A 11/2/2012 8/14/2014 54 2,046 (1,992)200 KIOR INC CL A CL A 11/5/2012 8/14/2014 36 1,382 (1,346)400 KIOR INC CL A CL A 11/5/2012 8/14/2014 72 2,737 (2,664)600 KIOR INC CL A CL A 11/6/2012 8/14/2014 109 4,177 (4,069)500 KIOR INC CL A CL A 11/7/2012 8/14/2014 91 3,640 (3,550)200 KIOR INC CL A CL A 11/7/2012 8/14/2014 36 1,517 (1,481)

3,200 KIOR INC CL A CL A 11/8/2012 8/14/2014 579 24,516 (23,937)100 KIOR INC CL A CL A 11/8/2012 8/14/2014 18 813 (795)100 KIOR INC CL A CL A 11/8/2012 8/14/2014 18 758 (740)

1,400 KIOR INC CL A CL A 11/9/2012 8/14/2014 253 10,387 (10,134)1,600 KIOR INC CL A CL A 11/12/2012 8/14/2014 290 11,190 (10,901)1,700 KIOR INC CL A CL A 11/13/2012 8/14/2014 308 11,114 (10,806)464 KIOR INC CL A CL A 11/14/2012 8/14/2014 84 3,503 (3,419)454 KIOR INC CL A CL A 10/2/2012 3/21/2014 301 4,097 (3,797)

3,236 KIOR INC CL A CL A 8/13/2013 8/20/2014 329 9,401 (9,072)2,900 KIOR INC CL A CL A 8/13/2013 8/20/2014 295 8,367 (8,072)8,700 KIOR INC CL A CL A 8/13/2013 8/20/2014 884 24,906 (24,022)100 KIOR INC CL A CL A 8/13/2013 8/20/2014 10 286 (276)

3,800 KIOR INC CL A CL A 8/14/2013 8/20/2014 386 10,580 (10,194)1,700 KIOR INC CL A CL A 8/15/2013 8/20/2014 173 4,642 (4,470)3,200 KIOR INC CL A CL A 8/16/2013 8/20/2014 325 8,718 (8,393)4,700 KIOR INC CL A CL A 8/21/2013 8/20/2014 478 12,216 (11,738)400 KIOR INC CL A CL A 8/21/2013 8/20/2014 41 1,078 (1,037)

1,400 KIOR INC CL A CL A 8/22/2013 8/20/2014 142 3,672 (3,530)64 KIOR INC CL A CL A 8/23/2013 8/20/2014 7 171 (164)187 KITE PHARMA INC COM 6/23/2014 11/7/2014 8,430 5,727 2,703113 KITE PHARMA INC COM 6/24/2014 11/7/2014 5,094 3,622 1,472600 KITE PHARMA INC COM 6/20/2014 10/8/2014 19,439 10,200 9,23937 KITE PHARMA INC COM 9/29/2014 11/19/2014 1,592 1,062 530265 KITE PHARMA INC COM 10/17/2014 11/19/2014 11,405 8,722 2,683170 KITE PHARMA INC COM 6/24/2014 11/10/2014 7,495 5,450 2,045317 KITE PHARMA INC COM 6/24/2014 11/10/2014 14,266 10,162 4,105500 KITE PHARMA INC COM 6/26/2014 11/10/2014 22,502 14,743 7,760163 KITE PHARMA INC COM 7/2/2014 11/10/2014 7,336 4,653 2,682151 KITE PHARMA INC COM 6/20/2014 11/7/2014 7,016 2,567 4,449137 KITE PHARMA INC COM 7/2/2014 11/10/2014 5,848 3,911 1,937498 KITE PHARMA INC COM 9/29/2014 11/10/2014 21,256 14,297 6,960149 KITE PHARMA INC COM 6/20/2014 11/7/2014 6,837 2,533 4,304365 KITE PHARMA INC COM 9/29/2014 11/10/2014 16,041 10,479 5,563187 KITE PHARMA INC COM 6/20/2014 11/7/2014 8,632 3,179 5,453413 KITE PHARMA INC COM 6/23/2014 11/7/2014 19,063 12,649 6,415120 KULICKE & SOFFA INDS INC COM 5/10/2013 3/21/2014 1,519 1,384 135100 KULICKE & SOFFA INDS INC COM 5/13/2013 3/21/2014 1,266 1,136 130

4,800 KULICKE & SOFFA INDS INC COM 5/13/2013 12/15/2014 65,491 54,528 10,964440 KULICKE & SOFFA INDS INC COM 5/14/2013 12/15/2014 6,003 5,006 998

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Expense of Sale (h) Gain (Loss)2,351 LIFELOCK INC COM 9/20/2013 12/15/2014 39,317 35,376 3,9422,100 LIFELOCK INC COM 10/23/2013 12/15/2014 35,120 30,293 4,827162 LIFELOCK INC COM 10/23/2013 12/15/2014 2,709 2,334 376109 LIFELOCK INC COM 9/20/2013 3/21/2014 2,155 1,640 515116 LKQ CORP COM LKQ CORP 11/25/2009 3/21/2014 2,974 1,044 1,930

1,344 LKQ CORP COM LKQ CORP 11/25/2009 12/15/2014 37,121 12,099 25,0221,200 LKQ CORP COM LKQ CORP 11/27/2009 12/15/2014 33,144 10,634 22,510960 LKQ CORP COM LKQ CORP 9/30/2011 12/15/2014 26,515 11,856 14,659

2,211 LKQ CORP COM LKQ CORP 10/6/2011 12/15/2014 61,068 29,686 31,3821,265 LUMBER LIQUIDATORS HLDGS INC COM 11/21/2014 12/15/2014 74,771 76,267 (1,496)2,000 MASTEC INC COM 7/30/2008 5/30/2014 72,050 23,935 48,1151,600 MASTEC INC COM 3/7/2012 6/25/2014 46,487 28,924 17,563343 MASTEC INC COM 7/30/2008 3/21/2014 14,569 4,114 10,455

1,760 MASTEC INC COM 9/28/2007 2/28/2014 72,094 24,803 47,2914,040 MASTEC INC COM 10/1/2007 2/28/2014 165,488 60,222 105,2671,477 MASTEC INC COM 5/9/2012 12/15/2014 27,739 25,024 2,715900 MASTEC INC COM 5/10/2012 12/15/2014 16,903 15,222 1,680

3,600 MASTEC INC COM 5/30/2012 12/15/2014 67,611 58,362 9,2481,894 MASTEC INC COM 5/31/2012 12/15/2014 35,571 30,374 5,197

60 MASTEC INC COM 3/25/2008 3/4/2014 2,544 497 2,047300 MASTEC INC COM 3/26/2008 3/4/2014 12,720 2,571 10,149

1,100 MASTEC INC COM 3/26/2008 3/4/2014 46,640 9,455 37,1843,100 MASTEC INC COM 3/27/2008 3/4/2014 131,439 26,830 104,609440 MASTEC INC COM 7/30/2008 3/4/2014 18,656 5,278 13,378

1,000 MASTEC INC COM 10/1/2007 2/28/2014 41,303 14,906 26,396900 MASTEC INC COM 7/30/2008 3/4/2014 38,321 10,795 27,526

2,217 MASTEC INC COM 7/30/2008 3/25/2014 96,156 26,592 69,5641,183 MASTEC INC COM 7/30/2008 3/25/2014 51,309 14,158 37,151460 MASTEC INC COM 10/1/2007 2/28/2014 18,924 6,857 12,067900 MASTEC INC COM 3/25/2008 2/28/2014 37,025 7,569 29,45640 MASTEC INC COM 3/25/2008 2/28/2014 1,646 332 1,314760 MASTEC INC COM 9/27/2007 1/31/2014 27,686 10,648 17,037


1,400 MASTEC INC COM 3/8/2012 6/26/2014 40,976 25,238 15,738600 MASTEC INC COM 3/9/2012 6/26/2014 17,561 10,837 6,724300 MASTEC INC COM 3/20/2012 6/26/2014 8,781 5,420 3,360

1,200 MASTEC INC COM 3/22/2012 6/26/2014 35,122 21,590 13,532800 MASTEC INC COM 3/23/2012 6/26/2014 23,415 14,424 8,990900 MASTEC INC COM 3/29/2012 6/26/2014 26,342 16,232 10,110700 MASTEC INC COM 4/2/2012 6/26/2014 20,488 12,571 7,917



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Expense of Sale (h) Gain (Loss)1,900 MASTEC INC COM 9/27/2007 1/29/2014 68,107 26,621 41,4861,017 MASTEC INC COM 7/30/2008 6/25/2014 29,301 12,171 17,1305,300 MASTEC INC COM 9/9/2008 6/25/2014 152,702 65,194 87,5081,000 MASTEC INC COM 9/10/2008 6/25/2014 28,812 12,279 16,5321,700 MASTEC INC COM 2/6/2009 6/25/2014 48,980 17,796 31,184400 MASTEC INC COM 2/10/2009 6/25/2014 11,525 4,203 7,322

16,200 MASTEC INC COM 9/22/2010 6/25/2014 466,749 158,841 307,9081,600 MASTEC INC COM 9/22/2010 6/25/2014 46,099 15,672 30,427960 MASTEC INC COM 9/30/2011 6/25/2014 27,659 17,580 10,079


1,484 MATRIX SVC CO COM 5/6/2013 12/19/2014 30,128 22,953 7,1751,300 MATRIX SVC CO COM 5/7/2013 12/19/2014 26,393 19,534 6,859400 MATRIX SVC CO COM 5/7/2013 12/19/2014 8,121 6,040 2,081151 MATRIX SVC CO COM 5/9/2013 12/19/2014 3,066 2,290 776

1,024 MATRIX SVC CO COM 5/9/2013 12/23/2014 22,283 15,528 6,75526 MATRIX SVC CO COM 5/9/2013 12/23/2014 566 391 175174 MATRIX SVC CO COM 5/2/2013 12/12/2014 3,483 2,614 869

1,559 MATRIX SVC CO COM 5/10/2013 12/26/2014 34,479 24,383 10,097224 MATRIX SVC CO COM 5/2/2013 12/16/2014 4,383 3,366 1,017426 MATRIX SVC CO COM 5/3/2013 12/16/2014 8,336 6,571 1,765

1,100 MATRIX SVC CO COM 5/3/2013 12/16/2014 21,525 16,986 4,5391,184 MATRIX SVC CO COM 5/3/2013 12/18/2014 24,044 18,264 5,7802,316 MATRIX SVC CO COM 5/6/2013 12/18/2014 47,033 35,822 11,210174 MATRIX SVC CO COM 5/9/2013 12/24/2014 3,799 2,615 1,184102 MATRIX SVC CO COM 5/10/2013 12/24/2014 2,227 1,595 632

2,100 MATRIX SVC CO COM 5/10/2013 12/29/2014 46,644 32,844 13,8001,858 MATRIX SVC CO COM 5/10/2013 12/31/2014 41,455 29,059 12,3962,705 MATRIX SVC CO COM 5/3/2013 12/17/2014 52,459 41,727 10,7321,750 MATRIX SVC CO COM 5/10/2013 12/30/2014 39,074 27,370 11,7041,283 MATRIX SVC CO COM 5/10/2013 12/31/2014 28,668 20,066 8,602467 MATRIX SVC CO COM 5/10/2013 12/31/2014 10,435 7,230 3,204185 MATRIX SVC CO COM 5/3/2013 12/17/2014 3,599 2,854 745248 MATRIX SVC CO COM 5/10/2013 12/30/2014 5,514 3,879 1,635

2,059 MATRIX SVC CO COM 5/1/2013 12/12/2014 41,111 30,903 10,208933 MATRIX SVC CO COM 5/2/2013 12/12/2014 18,629 14,028 4,601111 MATRIX SVC CO COM 5/1/2013 3/21/2014 3,742 1,666 2,076542 MATRIX SVC CO COM 5/2/2013 12/15/2014 10,822 8,144 2,678

1,925 MATRIX SVC CO COM 5/9/2013 12/22/2014 40,464 29,190 11,274267 MATRIX SVC CO COM 5/2/2013 12/12/2014 5,345 4,014 1,330

1,160 MATRIX SVC CO COM 5/2/2013 12/12/2014 23,221 17,430 5,791242 MEDICINES COMPANY COM 12/30/2013 8/7/2014 5,941 9,325 (3,384)58 MEDICINES COMPANY COM 12/30/2013 8/7/2014 1,424 2,195 (771)158 MEDICINES COMPANY COM 11/14/2013 4/9/2014 4,138 6,026 (1,888)442 MEDICINES COMPANY COM 11/14/2013 4/9/2014 11,577 16,862 (5,285)

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Expense of Sale (h) Gain (Loss)142 MEDICINES COMPANY COM 12/5/2013 4/17/2014 3,485 5,464 (1,979)900 MEDICINES COMPANY COM 12/12/2013 4/17/2014 22,086 33,351 (11,265)558 MEDICINES COMPANY COM 12/17/2013 4/17/2014 13,694 20,384 (6,691)242 MEDICINES COMPANY COM 12/20/2013 4/22/2014 6,166 9,204 (3,039)700 MEDICINES COMPANY COM 12/20/2013 4/22/2014 17,835 26,313 (8,478)400 MEDICINES COMPANY COM 12/20/2013 4/22/2014 10,191 15,036 (4,845)100 MEDICINES COMPANY COM 12/20/2013 4/22/2014 2,548 3,714 (1,166)58 MEDICINES COMPANY COM 12/23/2013 4/22/2014 1,478 2,214 (737)758 MEDICINES COMPANY COM 8/30/2013 4/2/2014 18,427 23,996 (5,569)442 MEDICINES COMPANY COM 8/30/2013 4/2/2014 10,745 14,016 (3,271)642 MEDICINES COMPANY COM 1/30/2014 9/12/2014 16,300 22,819 (6,519)500 MEDICINES COMPANY COM 1/30/2014 9/12/2014 12,695 17,761 (5,066)

1,200 MEDICINES COMPANY COM 2/10/2014 9/12/2014 30,468 37,965 (7,497)642 MEDICINES COMPANY COM 12/30/2013 8/7/2014 15,598 24,292 (8,694)558 MEDICINES COMPANY COM 12/31/2013 8/7/2014 13,557 21,532 (7,974)742 MEDICINES COMPANY COM 12/23/2013 5/23/2014 20,095 28,329 (8,234)458 MEDICINES COMPANY COM 12/24/2013 5/23/2014 12,404 17,522 (5,118)

1,042 MEDICINES COMPANY COM 8/30/2013 4/2/2014 25,533 32,986 (7,454)1,000 MEDICINES COMPANY COM 9/3/2013 4/2/2014 24,504 31,894 (7,391)2,200 MEDICINES COMPANY COM 10/23/2013 4/2/2014 53,908 76,844 (22,936)1,358 MEDICINES COMPANY COM 10/24/2013 4/2/2014 33,276 48,788 (15,513)800 MEDICINES COMPANY COM 12/4/2013 4/15/2014 19,639 30,258 (10,618)660 MEDICINES COMPANY COM 8/15/2013 1/14/2014 25,692 20,135 5,557800 MEDICINES COMPANY COM 8/16/2013 1/14/2014 31,142 24,207 6,934

1,140 MEDICINES COMPANY COM 8/16/2013 1/14/2014 44,377 34,468 9,9091,000 MEDICINES COMPANY COM 10/24/2013 4/2/2014 25,048 35,927 (10,878)1,100 MEDICINES COMPANY COM 11/14/2013 4/15/2014 26,564 41,954 (15,390)1,100 MEDICINES COMPANY COM 12/4/2013 4/16/2014 27,092 41,604 (14,512)800 MEDICINES COMPANY COM 8/19/2013 3/26/2014 23,099 24,297 (1,199)200 MEDICINES COMPANY COM 10/24/2013 4/2/2014 4,927 7,185 (2,258)400 MEDICINES COMPANY COM 11/14/2013 4/15/2014 9,564 15,256 (5,692)42 MEDICINES COMPANY COM 12/24/2013 5/28/2014 1,152 1,607 (455)600 MEDICINES COMPANY COM 12/26/2013 5/28/2014 16,451 22,991 (6,540)58 MEDICINES COMPANY COM 12/27/2013 5/28/2014 1,590 2,194 (604)900 MEDICINES COMPANY COM 8/19/2013 3/10/2014 26,908 27,335 (427)842 MEDICINES COMPANY COM 12/4/2013 4/16/2014 20,704 31,846 (11,142)358 MEDICINES COMPANY COM 12/5/2013 4/16/2014 8,803 13,821 (5,018)600 MEDICINES COMPANY COM 11/14/2013 4/15/2014 14,355 22,884 (8,530)700 MEDICINES COMPANY COM 12/31/2013 9/3/2014 18,677 27,011 (8,334)42 MEDICINES COMPANY COM 11/14/2013 4/15/2014 1,007 1,602 (595)


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Expense of Sale (h) Gain (Loss)158 MEDICINES COMPANY COM 1/2/2014 9/10/2014 4,007 5,984 (1,977)342 MEDICINES COMPANY COM 12/27/2013 6/2/2014 9,568 12,939 (3,372)558 MEDICINES COMPANY COM 12/30/2013 6/2/2014 15,611 21,501 (5,891)142 MEDICINES COMPANY COM 11/13/2013 4/9/2014 3,612 5,238 (1,626)

1,758 MEDICINES COMPANY COM 11/14/2013 4/9/2014 44,720 67,067 (22,347)460 MEDICINES COMPANY COM 8/16/2013 3/6/2014 13,664 13,908 (244)500 MEDICINES COMPANY COM 8/16/2013 3/6/2014 14,852 15,088 (236)140 MEDICINES COMPANY COM 8/19/2013 3/6/2014 4,159 4,252 (93)

1,342 MEDICINES COMPANY COM 8/21/2013 4/1/2014 32,174 40,974 (8,800)458 MEDICINES COMPANY COM 8/27/2013 4/1/2014 10,980 14,182 (3,202)118 MEDICINES COMPANY COM 8/19/2013 3/21/2014 3,467 3,584 (116)342 MEDICINES COMPANY COM 12/5/2013 4/17/2014 8,399 13,203 (4,804)858 MEDICINES COMPANY COM 12/5/2013 4/17/2014 21,072 33,014 (11,942)342 MEDICINES COMPANY COM 8/19/2013 3/27/2014 9,708 10,387 (679)358 MEDICINES COMPANY COM 8/21/2013 3/27/2014 10,162 10,930 (769)400 MEDICINES COMPANY COM 10/24/2013 4/3/2014 10,117 14,371 (4,253)


1,200 MEDICINES COMPANY COM 11/14/2013 4/9/2014 30,971 45,780 (14,808)1,242 MEDICINES COMPANY COM 8/27/2013 4/1/2014 29,958 38,459 (8,501)1,400 MEDICINES COMPANY COM 8/28/2013 4/1/2014 33,769 43,449 (9,680)700 MEDICINES COMPANY COM 8/28/2013 4/1/2014 16,885 21,574 (4,689)700 MEDICINES COMPANY COM 8/28/2013 4/1/2014 16,885 21,626 (4,741)700 MEDICINES COMPANY COM 8/28/2013 4/1/2014 16,885 21,574 (4,689)

3,000 MEDICINES COMPANY COM 8/29/2013 4/1/2014 72,363 93,253 (20,890)358 MEDICINES COMPANY COM 8/30/2013 4/1/2014 8,635 11,353 (2,717)900 MEDICINES COMPANY COM 12/5/2013 4/17/2014 22,270 34,630 (12,360)42 MEDICINES COMPANY COM 12/17/2013 4/22/2014 1,069 1,534 (465)300 MEDICINES COMPANY COM 12/19/2013 4/22/2014 7,637 11,025 (3,388)358 MEDICINES COMPANY COM 12/20/2013 4/22/2014 9,114 13,617 (4,503)342 MEDICINES COMPANY COM 10/24/2013 4/3/2014 8,707 12,287 (3,580)258 MEDICINES COMPANY COM 11/13/2013 4/3/2014 6,569 9,734 (3,165)

1,058 MEDICINES COMPANY COM 11/13/2013 4/4/2014 26,010 39,030 (13,019)442 MEDICINES COMPANY COM 11/13/2013 4/4/2014 10,866 16,676 (5,810)448 MEDIDATA SOLUTIONS INC COM 9/24/2014 12/15/2014 19,568 19,696 (128)

1,751 MEDIDATA SOLUTIONS INC COM 9/24/2014 12/15/2014 76,481 78,673 (2,192)449 MEDIDATA SOLUTIONS INC COM 9/24/2014 11/21/2014 18,866 20,174 (1,307)972 MEDNAX INC COM 4/5/2012 4/1/2014 61,845 35,183 26,661628 MEDNAX INC COM 4/9/2012 4/1/2014 39,957 22,393 17,564272 MEDNAX INC COM 5/24/2012 4/14/2014 16,271 8,436 7,835228 MEDNAX INC COM 5/24/2012 4/14/2014 13,639 6,964 6,675900 MEDNAX INC COM 11/30/2010 2/27/2014 54,265 27,520 26,745

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Expense of Sale (h) Gain (Loss)728 MEDNAX INC COM 5/3/2012 4/4/2014 46,365 24,397 21,968672 MEDNAX INC COM 5/3/2012 4/4/2014 42,799 22,740 20,058228 MEDNAX INC COM 5/18/2012 4/9/2014 14,039 7,112 6,927872 MEDNAX INC COM 5/18/2012 4/9/2014 53,693 27,324 26,369172 MEDNAX INC COM 4/9/2012 4/1/2014 10,936 6,133 4,803600 MEDNAX INC COM 4/30/2012 4/1/2014 38,149 21,027 17,123728 MEDNAX INC COM 4/30/2012 4/1/2014 46,288 25,436 20,852772 MEDNAX INC COM 6/1/2012 4/17/2014 46,239 23,049 23,189600 MEDNAX INC COM 6/7/2012 4/17/2014 35,937 18,663 17,27428 MEDNAX INC COM 6/13/2012 4/17/2014 1,677 886 791320 MEDNAX INC COM 11/30/2010 2/28/2014 19,394 9,785 9,609280 MEDNAX INC COM 2/3/2011 2/28/2014 16,970 8,644 8,326272 MEDNAX INC COM 5/3/2012 4/4/2014 17,025 9,116 7,910828 MEDNAX INC COM 5/17/2012 4/4/2014 51,826 26,114 25,713800 MEDNAX INC COM 5/17/2012 4/4/2014 50,074 25,238 24,836600 MEDNAX INC COM 5/18/2012 4/9/2014 37,188 18,716 18,472472 MEDNAX INC COM 4/30/2012 4/1/2014 30,186 16,491 13,695

1,200 MEDNAX INC COM 5/2/2012 4/1/2014 76,745 42,252 34,493728 MEDNAX INC COM 5/2/2012 4/1/2014 46,559 25,508 21,051500 MEDNAX INC COM 6/13/2012 4/17/2014 30,022 15,826 14,19672 MEDNAX INC COM 6/13/2012 4/22/2014 4,355 2,279 2,077528 MEDNAX INC COM 9/26/2012 4/22/2014 31,940 19,488 12,452

1,300 MEDNAX INC COM 5/17/2012 4/4/2014 82,377 41,000 41,37792 MEDNAX INC COM 3/14/2011 3/25/2014 5,818 3,032 2,786600 MEDNAX INC COM 4/15/2011 3/25/2014 37,942 20,108 17,834

8 MEDNAX INC COM 9/30/2011 3/25/2014 506 256 250400 MEDNAX INC COM 5/30/2012 4/15/2014 23,989 12,244 11,745500 MEDNAX INC COM 5/17/2012 4/4/2014 31,627 15,769 15,858672 MEDNAX INC COM 9/30/2011 3/25/2014 42,442 21,485 20,958128 MEDNAX INC COM 12/20/2011 3/25/2014 8,084 4,343 3,74128 MEDNAX INC COM 5/23/2012 4/11/2014 1,675 865 810172 MEDNAX INC COM 5/23/2012 4/11/2014 10,292 5,318 4,974

1,000 MEDNAX INC COM 11/30/2010 2/26/2014 60,499 30,578 29,921572 MEDNAX INC COM 3/23/2012 3/26/2014 36,217 21,142 15,075528 MEDNAX INC COM 4/2/2012 3/26/2014 33,431 19,649 13,78272 MEDNAX INC COM 10/19/2012 10/30/2014 4,418 2,508 1,911928 MEDNAX INC COM 10/31/2012 10/30/2014 56,949 32,045 24,904492 MEDNAX INC COM 3/11/2011 3/24/2014 30,447 16,375 14,072308 MEDNAX INC COM 3/14/2011 3/24/2014 19,060 10,151 8,909372 MEDNAX INC COM 5/18/2012 4/10/2014 22,832 11,604 11,228328 MEDNAX INC COM 5/23/2012 4/10/2014 20,131 10,211 9,920120 MEDNAX INC COM 4/29/2010 1/22/2014 6,654 3,373 3,280980 MEDNAX INC COM 11/8/2010 1/22/2014 54,338 29,683 24,65572 MEDNAX INC COM 5/2/2012 4/2/2014 4,600 2,523 2,077428 MEDNAX INC COM 5/3/2012 4/2/2014 27,345 14,484 12,861

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Expense of Sale (h) Gain (Loss)672 MEDNAX INC COM 12/20/2011 3/25/2014 42,486 22,800 19,685

1,028 MEDNAX INC COM 3/8/2012 3/25/2014 64,993 37,270 27,723572 MEDNAX INC COM 5/23/2012 4/11/2014 34,453 17,676 16,777128 MEDNAX INC COM 5/24/2012 4/11/2014 7,710 3,970 3,740372 MEDNAX INC COM 6/1/2012 4/16/2014 22,375 11,174 11,20128 MEDNAX INC COM 6/1/2012 4/16/2014 1,684 836 848800 MEDNAX INC COM 5/17/2012 4/7/2014 49,318 25,231 24,087272 MEDNAX INC COM 5/30/2012 4/16/2014 16,328 8,326 8,00328 MEDNAX INC COM 6/1/2012 4/16/2014 1,681 841 840400 MEDNAX INC COM 6/1/2012 4/16/2014 24,012 12,027 11,985572 MEDNAX INC COM 11/1/2012 12/15/2014 37,061 20,855 16,206

2,000 MEDNAX INC COM 11/6/2012 12/15/2014 129,586 75,275 54,3101,000 MEDNAX INC COM 12/19/2012 12/15/2014 64,793 40,523 24,270389 MEDNAX INC COM 12/21/2012 12/15/2014 25,204 15,794 9,410600 MEDNAX INC COM 3/14/2011 3/24/2014 37,526 19,775 17,751400 MEDNAX INC COM 5/23/2012 4/10/2014 24,303 12,453 11,850600 MEDNAX INC COM 11/8/2010 1/22/2014 33,264 18,173 15,091900 MEDNAX INC COM 5/3/2012 4/2/2014 57,518 30,456 27,062972 MEDNAX INC COM 3/8/2012 3/25/2014 61,407 35,240 26,168400 MEDNAX INC COM 3/9/2012 3/25/2014 25,271 14,718 10,552428 MEDNAX INC COM 3/23/2012 3/25/2014 27,040 15,820 11,220100 MEDNAX INC COM 10/19/2012 6/30/2014 5,787 3,483 2,304220 MEDNAX INC COM 11/8/2010 2/21/2014 13,325 6,664 6,661780 MEDNAX INC COM 11/30/2010 2/21/2014 47,242 23,851 23,391428 MEDNAX INC COM 5/23/2012 4/10/2014 25,961 13,234 12,72772 MEDNAX INC COM 5/23/2012 4/10/2014 4,367 2,242 2,126372 MEDNAX INC COM 5/24/2012 4/15/2014 22,110 11,362 10,748128 MEDNAX INC COM 5/30/2012 4/15/2014 7,608 3,918 3,690600 MEDNAX INC COM 9/26/2012 4/29/2014 35,543 22,146 13,397300 MEDNAX INC COM 10/19/2012 6/30/2014 17,380 10,449 6,931228 MEDNAX INC COM 2/3/2011 3/21/2014 14,282 7,039 7,243472 MEDNAX INC COM 10/31/2012 10/31/2014 29,347 16,299 13,048328 MEDNAX INC COM 11/1/2012 10/31/2014 20,393 11,968 8,426

1,272 MEDNAX INC COM 9/26/2012 4/29/2014 75,140 46,950 28,19128 MEDNAX INC COM 10/19/2012 4/29/2014 1,654 975 679400 MEDNAX INC COM 2/3/2011 3/21/2014 25,035 12,349 12,686172 MEDNAX INC COM 5/17/2012 4/8/2014 10,518 5,425 5,094400 MEDNAX INC COM 5/18/2012 4/8/2014 24,461 12,571 11,890128 MEDNAX INC COM 5/18/2012 4/8/2014 7,828 4,011 3,817400 MEDNAX INC COM 11/1/2012 10/31/2014 24,763 14,595 10,169600 MEDNAX INC COM 10/19/2012 4/30/2014 35,370 20,898 14,472200 MEDNAX INC COM 2/3/2011 3/6/2014 12,377 6,175 6,202472 MEDNAX INC COM 4/2/2012 3/27/2014 29,228 17,565 11,66328 MEDNAX INC COM 4/5/2012 3/27/2014 1,734 1,014 720200 MEDNAX INC COM 5/24/2012 4/14/2014 11,935 6,203 5,732

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Expense of Sale (h) Gain (Loss)692 MEDNAX INC COM 2/3/2011 3/21/2014 43,422 21,364 22,058108 MEDNAX INC COM 3/11/2011 3/21/2014 6,777 3,595 3,18272 MEDNAX INC COM 11/1/2012 10/31/2014 4,459 2,627 1,831228 MEDNAX INC COM 11/1/2012 10/31/2014 14,119 8,313 5,806700 MEDNAX INC COM 10/19/2012 4/30/2014 41,165 24,381 16,783800 MEDNAX INC COM 11/30/2010 2/24/2014 48,613 24,462 24,150228 MERITOR INC COM 2/1/2011 3/21/2014 2,676 4,701 (2,025)32 MERITOR INC COM 2/1/2011 12/15/2014 439 660 (220)

7,606 MERITOR INC COM 2/8/2011 12/15/2014 104,408 147,989 (43,581)300 MICROSEMI CORP COM 9/19/2012 10/3/2014 7,683 6,517 1,166600 MICROSEMI CORP COM 3/19/2014 11/6/2014 15,430 15,689 (259)200 MICROSEMI CORP COM 5/17/2013 10/27/2014 4,846 4,447 399155 MICROSEMI CORP COM 3/13/2014 10/30/2014 3,880 3,878 2545 MICROSEMI CORP COM 3/13/2014 10/30/2014 13,643 13,653 (10)45 MICROSEMI CORP COM 10/24/2012 10/21/2014 1,059 854 20555 MICROSEMI CORP COM 11/5/2012 10/21/2014 1,294 1,093 201400 MICROSEMI CORP COM 9/19/2012 10/3/2014 10,216 8,689 1,527600 MICROSEMI CORP COM 3/19/2014 11/7/2014 15,722 15,689 33300 MICROSEMI CORP COM 9/14/2012 9/19/2014 7,726 6,539 1,187813 MICROSEMI CORP COM 6/10/2014 12/31/2014 23,190 21,443 1,747400 MICROSEMI CORP COM 11/5/2012 10/21/2014 9,383 7,950 1,434245 MICROSEMI CORP COM 9/19/2012 10/8/2014 5,921 5,322 599355 MICROSEMI CORP COM 9/24/2012 10/8/2014 8,579 7,526 1,053800 MICROSEMI CORP COM 9/14/2012 9/19/2014 21,108 17,437 3,671100 MICROSEMI CORP COM 11/5/2012 10/21/2014 2,346 1,987 359145 MICROSEMI CORP COM 9/14/2012 9/26/2014 3,574 3,143 432855 MICROSEMI CORP COM 9/19/2012 9/26/2014 21,077 18,573 2,504155 MICROSEMI CORP COM 3/13/2014 10/31/2014 4,018 3,859 159545 MICROSEMI CORP COM 3/13/2014 10/31/2014 14,127 13,624 503

1,300 MICROSEMI CORP COM 3/13/2014 10/31/2014 33,697 32,492 1,206200 MICROSEMI CORP COM 11/5/2012 10/22/2014 4,739 3,975 764700 MICROSEMI CORP COM 1/30/2012 9/12/2014 17,962 13,829 4,133245 MICROSEMI CORP COM 3/19/2014 11/18/2014 6,509 6,406 103607 MICROSEMI CORP COM 4/23/2014 11/18/2014 16,126 15,562 56459 MICROSEMI CORP COM 4/25/2014 12/18/2014 1,640 1,419 221885 MICROSEMI CORP COM 5/13/2014 12/18/2014 24,599 21,807 2,792445 MICROSEMI CORP COM 9/14/2012 9/19/2014 11,679 9,699 1,980355 MICROSEMI CORP COM 9/14/2012 9/19/2014 9,317 7,694 1,623800 MICROSEMI CORP COM 9/14/2012 9/24/2014 20,144 17,338 2,805374 MICROSEMI CORP COM 4/23/2014 11/19/2014 10,004 9,589 415

1,400 MICROSEMI CORP COM 10/24/2012 10/20/2014 31,795 26,565 5,23015 MICROSEMI CORP COM 5/13/2014 12/23/2014 425 370 55148 MICROSEMI CORP COM 6/10/2014 12/23/2014 4,188 3,903 285200 MICROSEMI CORP COM 11/5/2012 10/21/2014 4,706 3,975 731645 MICROSEMI CORP COM 3/14/2014 11/4/2014 16,227 16,115 112

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Expense of Sale (h) Gain (Loss)355 MICROSEMI CORP COM 3/18/2014 11/4/2014 8,931 8,969 (38)145 MICROSEMI CORP COM 6/11/2013 10/29/2014 3,643 3,139 504

1,055 MICROSEMI CORP COM 3/13/2014 10/29/2014 26,508 26,507 2145 MICROSEMI CORP COM 11/5/2012 10/22/2014 3,434 2,882 552

1,055 MICROSEMI CORP COM 12/5/2012 10/22/2014 24,986 21,140 3,8452,445 MICROSEMI CORP COM 1/30/2012 9/12/2014 63,339 48,303 15,036300 MICROSEMI CORP COM 1/31/2012 9/12/2014 7,772 5,934 1,83855 MICROSEMI CORP COM 5/2/2012 9/12/2014 1,425 1,199 226

1,300 MICROSEMI CORP COM 5/17/2013 10/24/2014 31,882 28,907 2,975400 MICROSEMI CORP COM 9/14/2012 9/24/2014 10,169 8,669 1,500219 MICROSEMI CORP COM 4/23/2014 11/19/2014 5,754 5,615 139428 MICROSEMI CORP COM 4/25/2014 11/19/2014 11,245 10,291 954945 MICROSEMI CORP COM 11/21/2011 8/4/2014 22,420 16,226 6,193555 MICROSEMI CORP COM 11/23/2011 8/4/2014 13,167 8,968 4,199

1,100 MICROSEMI CORP COM 3/13/2014 10/31/2014 28,515 27,522 9931,000 MICROSEMI CORP COM 3/18/2014 11/4/2014 25,358 25,266 93800 MICROSEMI CORP COM 3/13/2014 10/29/2014 20,138 20,100 38700 MICROSEMI CORP COM 5/2/2012 9/12/2014 18,088 15,263 2,825645 MICROSEMI CORP COM 9/24/2012 10/17/2014 14,502 13,674 828755 MICROSEMI CORP COM 10/24/2012 10/17/2014 16,975 14,326 2,649558 MICROSEMI CORP COM 4/25/2014 12/17/2014 15,239 13,417 1,822645 MICROSEMI CORP COM 3/13/2014 10/31/2014 16,678 16,138 540355 MICROSEMI CORP COM 3/13/2014 10/31/2014 9,179 8,874 30555 MICROSEMI CORP COM 3/13/2014 10/29/2014 1,383 1,378 4645 MICROSEMI CORP COM 3/13/2014 10/29/2014 16,215 16,205 1045 MICROSEMI CORP COM 5/17/2013 10/28/2014 1,122 1,001 121

1,055 MICROSEMI CORP COM 6/11/2013 10/28/2014 26,297 22,842 3,4541,100 MICROSEMI CORP COM 11/21/2011 6/24/2014 30,538 18,888 11,650300 MICROSEMI CORP COM 5/2/2012 9/15/2014 7,643 6,489 1,15445 MICROSEMI CORP COM 5/2/2012 9/15/2014 1,146 981 165100 MICROSEMI CORP COM 5/2/2012 9/15/2014 2,548 2,150 398455 MICROSEMI CORP COM 9/14/2012 9/15/2014 11,592 9,917 1,675345 MICROSEMI CORP COM 1/5/2012 9/11/2014 9,122 5,975 3,147900 MICROSEMI CORP COM 1/27/2012 9/11/2014 23,796 17,501 6,295155 MICROSEMI CORP COM 1/30/2012 9/11/2014 4,098 3,062 1,036470 MICROSEMI CORP COM 4/25/2014 11/21/2014 12,528 11,301 1,227845 MICROSEMI CORP COM 3/13/2014 11/3/2014 22,026 21,039 987955 MICROSEMI CORP COM 3/14/2014 11/3/2014 24,893 23,860 1,033445 MICROSEMI CORP COM 12/5/2012 10/23/2014 10,862 8,917 1,945855 MICROSEMI CORP COM 5/17/2013 10/23/2014 20,869 19,012 1,858445 MICROSEMI CORP COM 11/23/2011 8/8/2014 10,658 7,190 3,46855 MICROSEMI CORP COM 1/5/2012 8/8/2014 1,317 953 365485 MICROSEMI CORP COM 4/25/2014 12/15/2014 13,332 11,662 1,671645 MICROSEMI CORP COM 3/18/2014 11/6/2014 16,728 16,296 43155 MICROSEMI CORP COM 3/19/2014 11/6/2014 1,426 1,438 (12)

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Expense of Sale (h) Gain (Loss)115 MICROSEMI CORP COM 11/21/2011 3/21/2014 3,017 1,975 1,043160 MICROSEMI CORP COM 11/17/2011 2/26/2014 3,637 2,835 801300 MICROSEMI CORP COM 11/18/2011 2/26/2014 6,819 5,322 1,497140 MICROSEMI CORP COM 11/21/2011 2/26/2014 3,182 2,404 778845 MICROSEMI CORP COM 3/13/2014 10/30/2014 20,859 21,176 (317)455 MICROSEMI CORP COM 3/13/2014 10/30/2014 11,232 11,398 (166)

1,200 MICROSEMI CORP COM 1/5/2012 9/10/2014 31,321 20,783 10,538500 MICROSEMI CORP COM 9/19/2012 10/3/2014 12,707 10,862 1,846

2,155 MOLINA HEALTHCARE INC COM 10/28/2014 12/15/2014 108,907 100,121 8,785487 MONOLITHIC PWR SYS INC COM 6/12/2014 10/22/2014 19,196 20,397 (1,201)113 MONOLITHIC PWR SYS INC COM 7/1/2014 10/22/2014 4,454 4,856 (402)600 MONOLITHIC PWR SYS INC COM 7/17/2013 10/17/2014 22,664 15,722 6,942500 MONOLITHIC PWR SYS INC COM 7/1/2014 10/28/2014 20,855 21,488 (633)600 MONOLITHIC PWR SYS INC COM 2/6/2013 4/22/2014 22,296 13,738 8,558187 MONOLITHIC PWR SYS INC COM 2/6/2013 3/26/2014 6,947 4,330 2,617413 MONOLITHIC PWR SYS INC COM 2/6/2013 3/26/2014 15,343 9,456 5,887187 MONOLITHIC PWR SYS INC COM 2/6/2013 5/8/2014 6,892 4,282 2,611213 MONOLITHIC PWR SYS INC COM 2/7/2013 5/8/2014 7,851 5,246 2,605687 MONOLITHIC PWR SYS INC COM 7/1/2014 10/31/2014 29,977 29,525 452200 MONOLITHIC PWR SYS INC COM 2/6/2013 4/7/2014 7,366 4,579 2,787600 MONOLITHIC PWR SYS INC COM 2/6/2013 4/4/2014 22,239 13,738 8,501900 MONOLITHIC PWR SYS INC COM 7/17/2013 10/21/2014 35,193 23,584 11,609300 MONOLITHIC PWR SYS INC COM 2/7/2013 10/17/2014 11,557 7,389 4,168300 MONOLITHIC PWR SYS INC COM 2/6/2013 4/17/2014 10,821 6,869 3,952187 MONOLITHIC PWR SYS INC COM 7/17/2013 10/21/2014 7,342 4,900 2,442

1,013 MONOLITHIC PWR SYS INC COM 7/18/2013 10/21/2014 39,772 26,703 13,069387 MONOLITHIC PWR SYS INC COM 2/7/2013 10/17/2014 15,038 9,531 5,50713 MONOLITHIC PWR SYS INC COM 7/17/2013 10/17/2014 505 341 165387 MONOLITHIC PWR SYS INC COM 7/18/2013 10/22/2014 15,237 10,201 5,036413 MONOLITHIC PWR SYS INC COM 6/12/2014 10/22/2014 16,261 17,298 (1,037)400 MONOLITHIC PWR SYS INC COM 7/17/2013 10/17/2014 15,060 10,482 4,578

3 MONOLITHIC PWR SYS INC COM 2/6/2013 3/21/2014 115 69 45200 MONOLITHIC PWR SYS INC COM 6/12/2014 10/22/2014 7,873 8,377 (504)

1,000 MONOLITHIC PWR SYS INC COM 7/17/2013 10/17/2014 38,884 26,204 12,6801,600 MRC GLOBAL INC COM 4/12/2012 1/9/2014 50,143 33,600 16,543400 MRC GLOBAL INC COM 8/14/2012 1/15/2014 12,574 8,994 3,580400 MRC GLOBAL INC COM 4/16/2012 1/13/2014 12,586 8,320 4,265200 MRC GLOBAL INC COM 4/12/2012 1/9/2014 6,267 4,200 2,067190 MRC GLOBAL INC COM 4/16/2012 1/13/2014 5,933 3,952 1,981410 MRC GLOBAL INC COM 4/25/2012 1/13/2014 12,803 8,319 4,484690 MRC GLOBAL INC COM 4/12/2012 1/10/2014 21,775 14,490 7,285700 MRC GLOBAL INC COM 4/16/2012 1/10/2014 22,090 14,581 7,509

3,610 MRC GLOBAL INC COM 4/16/2012 1/10/2014 113,924 75,092 38,832884 MRC GLOBAL INC COM 8/14/2012 10/1/2014 20,341 19,877 464

1,000 MRC GLOBAL INC COM 8/15/2012 10/1/2014 23,010 22,425 585

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Expense of Sale (h) Gain (Loss)616 MRC GLOBAL INC COM 8/15/2012 10/1/2014 14,174 13,800 374

6 MRC GLOBAL INC COM 8/14/2012 3/21/2014 155 135 20790 MRC GLOBAL INC COM 4/25/2012 1/13/2014 24,738 16,029 8,709310 MRC GLOBAL INC COM 4/26/2012 1/13/2014 9,707 6,293 3,41484 MRC GLOBAL INC COM 8/15/2012 10/1/2014 1,917 1,882 35

11,616 MRC GLOBAL INC COM 11/9/2012 10/1/2014 265,034 255,552 9,4821,800 MRC GLOBAL INC COM 4/26/2012 1/14/2014 56,073 36,542 19,5311,300 MRC GLOBAL INC COM 4/12/2012 1/8/2014 40,722 27,300 13,422600 MRC GLOBAL INC COM 4/26/2012 1/14/2014 18,702 12,181 6,522

2,300 MRC GLOBAL INC COM 4/12/2012 1/7/2014 72,147 48,300 23,84799 MRC GLOBAL INC COM 11/9/2012 10/2/2014 2,215 2,178 37

1,204 MRC GLOBAL INC COM 11/9/2012 10/2/2014 26,942 26,488 4541,900 MRC GLOBAL INC COM 4/12/2012 1/8/2014 59,488 39,900 19,588400 MRC GLOBAL INC COM 4/26/2012 1/14/2014 12,486 8,120 4,365790 MRC GLOBAL INC COM 4/26/2012 1/15/2014 24,843 16,038 8,80510 MRC GLOBAL INC COM 8/10/2012 1/15/2014 314 225 89190 MRC GLOBAL INC COM 8/10/2012 1/15/2014 5,969 4,282 1,686310 MRC GLOBAL INC COM 8/13/2012 1/15/2014 9,738 6,982 2,756100 MRC GLOBAL INC COM 4/12/2012 1/9/2014 3,148 2,100 1,048390 MRC GLOBAL INC COM 8/13/2012 1/15/2014 12,222 8,784 3,438110 MRC GLOBAL INC COM 8/14/2012 1/15/2014 3,447 2,473 974

5 MSA SAFETY INC COM 11/2/2010 3/21/2014 281 141 140535 MSA SAFETY INC COM 11/2/2010 12/15/2014 26,676 15,134 11,542300 MSA SAFETY INC COM 11/3/2010 12/15/2014 14,959 8,529 6,430571 MSA SAFETY INC COM 11/12/2010 12/15/2014 28,471 16,541 11,930

1,000 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/8/2014 12/15/2014 25,692 21,831 3,861500 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/8/2014 12/15/2014 12,846 10,829 2,017400 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/8/2014 12/15/2014 10,277 8,588 1,689600 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/9/2014 12/15/2014 15,415 13,026 2,389600 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/10/2014 12/15/2014 15,415 13,184 2,23219 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/11/2014 12/15/2014 488 431 57200 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 7/11/2014 12/15/2014 5,138 4,567 571

3,880 NII HLDGS INC COM NEW CL B NEW 1/29/2013 2/26/2014 9,874 28,976 (19,101)4,420 NII HLDGS INC COM NEW CL B NEW 2/4/2013 2/26/2014 11,249 29,457 (18,208)1,680 NII HLDGS INC COM NEW CL B NEW 2/4/2013 2/28/2014 2,159 11,196 (9,037)2,820 NII HLDGS INC COM NEW CL B NEW 2/5/2013 2/28/2014 3,624 16,728 (13,104)300 NII HLDGS INC COM NEW CL B NEW 2/5/2013 2/28/2014 385 1,806 (1,421)

3,780 NII HLDGS INC COM NEW CL B NEW 2/5/2013 2/28/2014 4,688 22,423 (17,735)600 NII HLDGS INC COM NEW CL B NEW 2/6/2013 2/28/2014 744 3,549 (2,805)

5,400 NII HLDGS INC COM NEW CL B NEW 2/8/2013 2/28/2014 6,697 33,580 (26,883)20,300 NII HLDGS INC COM NEW CL B NEW 4/5/2013 2/28/2014 25,176 105,812 (80,636)1,200 NII HLDGS INC COM NEW CL B NEW 4/5/2013 2/28/2014 1,488 6,717 (5,228)900 NII HLDGS INC COM NEW CL B NEW 4/5/2013 2/28/2014 1,116 4,559 (3,442)

6,500 NII HLDGS INC COM NEW CL B NEW 4/8/2013 2/28/2014 8,061 36,208 (28,147)4,600 NII HLDGS INC COM NEW CL B NEW 4/8/2013 2/28/2014 5,705 27,246 (21,541)

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Expense of Sale (h) Gain (Loss)5,600 NII HLDGS INC COM NEW CL B NEW 4/8/2013 2/28/2014 6,945 33,802 (26,857)6,200 NII HLDGS INC COM NEW CL B NEW 4/11/2013 2/28/2014 7,689 45,339 (37,650)3,900 NII HLDGS INC COM NEW CL B NEW 4/11/2013 2/28/2014 4,837 27,699 (22,862)4,800 NII HLDGS INC COM NEW CL B NEW 4/12/2013 2/28/2014 5,953 33,020 (27,067)4,900 NII HLDGS INC COM NEW CL B NEW 4/15/2013 2/28/2014 6,077 35,001 (28,924)4,200 NII HLDGS INC COM NEW CL B NEW 4/17/2013 2/28/2014 5,209 29,507 (24,298)5,700 NII HLDGS INC COM NEW CL B NEW 4/18/2013 2/28/2014 7,069 42,171 (35,102)6,200 NII HLDGS INC COM NEW CL B NEW 5/2/2013 2/28/2014 7,689 48,129 (40,440)10,300 NII HLDGS INC COM NEW CL B NEW 5/2/2013 2/28/2014 12,774 82,764 (69,990)4,500 NII HLDGS INC COM NEW CL B NEW 5/3/2013 2/28/2014 5,581 33,207 (27,626)7,500 NII HLDGS INC COM NEW CL B NEW 5/8/2013 2/28/2014 9,301 50,963 (41,661)7,020 NII HLDGS INC COM NEW CL B NEW 5/9/2013 2/28/2014 8,706 46,483 (37,777)3,080 NII HLDGS INC COM NEW CL B NEW 5/9/2013 3/3/2014 3,585 20,394 (16,809)5,300 NII HLDGS INC COM NEW CL B NEW 5/10/2013 3/3/2014 6,169 36,778 (30,610)3,083 NOODLES & CO CL A CL A 10/17/2014 12/15/2014 76,920 68,009 8,9102,563 ON SEMICONDUCTOR CORP COM 1/13/2014 9/12/2014 24,558 22,316 2,242137 ON SEMICONDUCTOR CORP COM 1/13/2014 9/12/2014 1,313 1,193 119

1,900 ON SEMICONDUCTOR CORP COM 1/8/2014 3/18/2014 17,911 16,234 1,6773,200 ON SEMICONDUCTOR CORP COM 4/28/2014 10/9/2014 26,724 29,794 (3,070)2,937 ON SEMICONDUCTOR CORP COM 4/4/2014 9/25/2014 27,418 28,202 (783)1,363 ON SEMICONDUCTOR CORP COM 4/4/2014 9/25/2014 12,724 12,999 (274)1,863 ON SEMICONDUCTOR CORP COM 1/8/2014 3/28/2014 17,214 15,760 1,454437 ON SEMICONDUCTOR CORP COM 1/8/2014 3/28/2014 4,038 3,730 308

4,900 ON SEMICONDUCTOR CORP COM 1/7/2014 2/21/2014 46,028 39,942 6,0861,700 ON SEMICONDUCTOR CORP COM 1/8/2014 8/4/2014 14,501 14,357 1444,437 ON SEMICONDUCTOR CORP COM 4/4/2014 9/26/2014 41,198 42,315 (1,116)3,700 ON SEMICONDUCTOR CORP COM 4/7/2014 9/26/2014 34,355 35,622 (1,267)2,000 ON SEMICONDUCTOR CORP COM 4/7/2014 9/26/2014 18,570 19,320 (749)963 ON SEMICONDUCTOR CORP COM 4/7/2014 9/26/2014 8,942 9,260 (319)

1,100 ON SEMICONDUCTOR CORP COM 1/8/2014 2/28/2014 10,411 9,399 1,0125,100 ON SEMICONDUCTOR CORP COM 1/7/2014 2/24/2014 48,238 41,572 6,6664,200 ON SEMICONDUCTOR CORP COM 1/13/2014 9/12/2014 40,487 36,569 3,9185,237 ON SEMICONDUCTOR CORP COM 1/8/2014 8/1/2014 44,955 44,302 6533,763 ON SEMICONDUCTOR CORP COM 1/8/2014 8/1/2014 32,302 31,780 5223,400 ON SEMICONDUCTOR CORP COM 1/8/2014 3/25/2014 31,293 29,019 2,2744,700 ON SEMICONDUCTOR CORP COM 7/1/2014 10/17/2014 34,822 44,185 (9,363)2,200 ON SEMICONDUCTOR CORP COM 1/8/2014 3/26/2014 20,244 18,777 1,4675,837 ON SEMICONDUCTOR CORP COM 7/2/2014 10/30/2014 46,079 55,158 (9,079)1,763 ON SEMICONDUCTOR CORP COM 7/21/2014 10/30/2014 13,918 16,695 (2,777)3,200 ON SEMICONDUCTOR CORP COM 7/21/2014 10/30/2014 25,262 30,399 (5,138)2,600 ON SEMICONDUCTOR CORP COM 7/21/2014 10/30/2014 20,525 24,774 (4,248)1,900 ON SEMICONDUCTOR CORP COM 1/8/2014 3/28/2014 17,509 16,073 1,4372,537 ON SEMICONDUCTOR CORP COM 4/7/2014 9/26/2014 23,550 24,396 (846)563 ON SEMICONDUCTOR CORP COM 4/8/2014 9/26/2014 5,226 5,564 (338)

1,500 ON SEMICONDUCTOR CORP COM 1/13/2014 9/12/2014 14,403 13,060 1,343

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Expense of Sale (h) Gain (Loss)7,600 ON SEMICONDUCTOR CORP COM 1/8/2014 8/1/2014 65,862 64,184 1,6783,000 ON SEMICONDUCTOR CORP COM 1/8/2014 3/25/2014 27,826 25,605 2,2225,637 ON SEMICONDUCTOR CORP COM 7/1/2014 10/17/2014 42,004 52,994 (10,990)163 ON SEMICONDUCTOR CORP COM 7/2/2014 10/17/2014 1,215 1,540 (326)

1,837 ON SEMICONDUCTOR CORP COM 7/21/2014 10/30/2014 14,570 17,396 (2,826)663 ON SEMICONDUCTOR CORP COM 7/22/2014 10/30/2014 5,258 6,436 (1,178)

1,400 ON SEMICONDUCTOR CORP COM 1/8/2014 9/10/2014 13,461 11,823 1,6373,900 ON SEMICONDUCTOR CORP COM 1/8/2014 8/8/2014 32,744 32,937 (193)1,263 ON SEMICONDUCTOR CORP COM 4/8/2014 9/30/2014 11,328 12,453 (1,126)8,937 ON SEMICONDUCTOR CORP COM 4/8/2014 9/30/2014 80,155 88,323 (8,168)4,137 ON SEMICONDUCTOR CORP COM 1/13/2014 9/12/2014 39,850 36,020 3,8301,263 ON SEMICONDUCTOR CORP COM 1/14/2014 9/12/2014 12,166 11,227 9393,400 ON SEMICONDUCTOR CORP COM 7/22/2014 10/30/2014 26,842 32,564 (5,721)2,337 ON SEMICONDUCTOR CORP COM 7/22/2014 10/30/2014 18,450 22,686 (4,236)3,500 ON SEMICONDUCTOR CORP COM 8/28/2014 10/30/2014 27,632 33,878 (6,246)563 ON SEMICONDUCTOR CORP COM 8/29/2014 10/30/2014 4,445 5,511 (1,066)

12,037 ON SEMICONDUCTOR CORP COM 1/8/2014 9/10/2014 114,994 101,656 13,33863 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 602 544 58

3,600 ON SEMICONDUCTOR CORP COM 1/8/2014 8/8/2014 30,269 30,403 (134)2,137 ON SEMICONDUCTOR CORP COM 4/8/2014 9/30/2014 19,184 21,071 (1,887)2,400 ON SEMICONDUCTOR CORP COM 4/11/2014 9/30/2014 21,545 23,086 (1,541)

63 ON SEMICONDUCTOR CORP COM 4/28/2014 9/30/2014 566 587 (21)3,337 ON SEMICONDUCTOR CORP COM 1/14/2014 9/12/2014 32,009 29,664 2,3451,563 ON SEMICONDUCTOR CORP COM 1/16/2014 9/12/2014 14,992 13,899 1,0935,300 ON SEMICONDUCTOR CORP COM 1/10/2014 9/11/2014 51,054 46,145 4,9093,037 ON SEMICONDUCTOR CORP COM 1/16/2014 9/15/2014 28,701 27,007 1,6942,363 ON SEMICONDUCTOR CORP COM 1/22/2014 9/15/2014 22,331 20,976 1,3551,137 ON SEMICONDUCTOR CORP COM 4/28/2014 10/13/2014 7,987 10,586 (2,599)6,200 ON SEMICONDUCTOR CORP COM 5/6/2014 10/13/2014 43,553 56,340 (12,787)663 ON SEMICONDUCTOR CORP COM 7/1/2014 10/13/2014 4,657 6,233 (1,576)

9,037 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 87,520 78,028 9,4912,663 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 25,790 22,974 2,8165,100 ON SEMICONDUCTOR CORP COM 1/16/2014 9/12/2014 49,188 45,352 3,8362,137 ON SEMICONDUCTOR CORP COM 1/10/2014 9/11/2014 20,582 18,606 1,9767,463 ON SEMICONDUCTOR CORP COM 1/13/2014 9/11/2014 71,878 65,139 6,7403,400 ON SEMICONDUCTOR CORP COM 1/7/2014 2/28/2014 32,053 27,701 4,3513,600 ON SEMICONDUCTOR CORP COM 1/7/2014 2/28/2014 33,938 29,345 4,5931,937 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 18,677 16,711 1,9663,163 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 30,499 27,017 3,4813,500 ON SEMICONDUCTOR CORP COM 1/13/2014 9/11/2014 33,719 30,549 3,170500 ON SEMICONDUCTOR CORP COM 1/22/2014 9/24/2014 4,762 4,433 330

1,837 ON SEMICONDUCTOR CORP COM 1/22/2014 9/24/2014 17,497 16,304 1,1932,763 ON SEMICONDUCTOR CORP COM 2/13/2014 9/24/2014 26,317 25,473 8441,800 ON SEMICONDUCTOR CORP COM 1/8/2014 3/24/2014 16,767 15,380 1,3874,800 ON SEMICONDUCTOR CORP COM 1/8/2014 6/10/2014 42,931 40,605 2,326

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Expense of Sale (h) Gain (Loss)4,000 ON SEMICONDUCTOR CORP COM 1/7/2014 2/28/2014 37,605 32,590 5,0151,037 ON SEMICONDUCTOR CORP COM 1/9/2014 9/10/2014 9,950 8,858 1,092900 ON SEMICONDUCTOR CORP COM 1/10/2014 9/10/2014 8,635 7,844 792

8,563 ON SEMICONDUCTOR CORP COM 1/10/2014 9/10/2014 82,160 74,555 7,6064,800 ON SEMICONDUCTOR CORP COM 1/8/2014 8/6/2014 41,048 40,537 511637 ON SEMICONDUCTOR CORP COM 1/13/2014 9/11/2014 6,147 5,560 587

6,563 ON SEMICONDUCTOR CORP COM 1/13/2014 9/11/2014 63,329 57,167 6,1623,000 ON SEMICONDUCTOR CORP COM 1/8/2014 3/18/2014 28,047 25,633 2,414763 ON SEMICONDUCTOR CORP COM 1/22/2014 9/16/2014 7,230 6,772 459

2,737 ON SEMICONDUCTOR CORP COM 1/22/2014 9/16/2014 25,937 24,296 1,6402,237 ON SEMICONDUCTOR CORP COM 2/13/2014 9/24/2014 21,285 20,624 6613,263 ON SEMICONDUCTOR CORP COM 2/13/2014 9/24/2014 31,047 29,985 1,0625,100 ON SEMICONDUCTOR CORP COM 1/7/2014 2/26/2014 47,909 41,572 6,3371,937 ON SEMICONDUCTOR CORP COM 1/8/2014 3/24/2014 17,965 16,550 1,415463 ON SEMICONDUCTOR CORP COM 1/8/2014 3/24/2014 4,294 3,952 343

4,700 ON SEMICONDUCTOR CORP COM 1/7/2014 2/28/2014 43,770 38,293 5,477100 ON SEMICONDUCTOR CORP COM 1/8/2014 2/28/2014 931 854 77

1,600 ON SEMICONDUCTOR CORP COM 1/8/2014 3/18/2014 15,072 13,671 1,4012,737 ON SEMICONDUCTOR CORP COM 2/13/2014 9/24/2014 25,939 25,151 7873,663 ON SEMICONDUCTOR CORP COM 4/3/2014 9/24/2014 34,714 36,296 (1,581)3,100 ON SEMICONDUCTOR CORP COM 1/22/2014 9/22/2014 29,657 27,513 2,1455,100 ON SEMICONDUCTOR CORP COM 1/7/2014 2/21/2014 48,336 41,572 6,7641,800 ON SEMICONDUCTOR CORP COM 1/8/2014 8/4/2014 15,369 15,202 1682,800 ON SEMICONDUCTOR CORP COM 1/8/2014 2/28/2014 26,379 23,924 2,455563 ON SEMICONDUCTOR CORP COM 1/8/2014 3/21/2014 5,323 4,810 513

1,100 ON SEMICONDUCTOR CORP COM 1/8/2014 3/18/2014 10,370 9,399 9723,600 ON SEMICONDUCTOR CORP COM 4/3/2014 9/25/2014 33,728 35,460 (1,732)1,337 ON SEMICONDUCTOR CORP COM 4/3/2014 9/25/2014 12,526 13,248 (722)1,500 ON SEMICONDUCTOR CORP COM 4/3/2014 9/25/2014 14,053 14,783 (729)2,063 ON SEMICONDUCTOR CORP COM 4/4/2014 9/25/2014 19,328 19,809 (481)200 ON SEMICONDUCTOR CORP COM 1/7/2014 2/21/2014 1,899 1,630 269

3,100 ON SEMICONDUCTOR CORP COM 1/8/2014 8/4/2014 26,709 26,180 528700 ON SEMICONDUCTOR CORP COM 1/8/2014 2/28/2014 6,566 5,981 585

6,137 ON SEMICONDUCTOR CORP COM 8/29/2014 10/31/2014 51,727 60,069 (8,342)400 PALL CORP COM 12/21/2012 4/15/2014 33,430 24,245 9,18549 PALL CORP COM 12/21/2012 4/16/2014 4,207 2,970 1,237351 PALL CORP COM 12/19/2013 4/16/2014 30,132 29,657 475197 PALL CORP COM 12/20/2013 12/15/2014 18,477 16,771 1,706149 PALL CORP COM 12/19/2013 11/7/2014 14,030 12,590 1,44151 PALL CORP COM 12/20/2013 11/7/2014 4,802 4,342 4601 PALL CORP COM 12/21/2012 3/21/2014 89 61 28

700 PALL CORP COM 12/19/2013 7/9/2014 58,304 59,146 (842)800 PANDORA MEDIA INC 1/6/2014 2/28/2014 30,063 24,230 5,833620 PANDORA MEDIA INC 9/30/2014 11/17/2014 12,986 14,908 (1,922)480 PANDORA MEDIA INC 10/2/2014 11/17/2014 10,054 11,409 (1,355)

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Expense of Sale (h) Gain (Loss)520 PANDORA MEDIA INC 11/13/2013 1/22/2014 18,036 14,972 3,064

1,200 PANDORA MEDIA INC 1/6/2014 1/22/2014 41,622 38,515 3,1071,080 PANDORA MEDIA INC 1/6/2014 1/22/2014 37,460 33,208 4,2511,400 PANDORA MEDIA INC 1/6/2014 1/23/2014 47,839 43,048 4,792120 PANDORA MEDIA INC 11/12/2013 1/17/2014 4,201 3,336 865480 PANDORA MEDIA INC 11/13/2013 1/17/2014 16,803 13,821 2,983

2,400 PANDORA MEDIA INC 9/30/2014 10/29/2014 45,784 57,709 (11,925)200 PANDORA MEDIA INC 1/6/2014 3/13/2014 7,031 6,058 974620 PANDORA MEDIA INC 1/6/2014 1/28/2014 20,916 19,064 1,852980 PANDORA MEDIA INC 1/6/2014 1/28/2014 33,061 29,790 3,271130 PANDORA MEDIA INC 10/2/2014 12/15/2014 2,250 3,090 (840)320 PANDORA MEDIA INC 1/6/2014 10/9/2014 7,261 9,692 (2,431)680 PANDORA MEDIA INC 9/30/2014 10/9/2014 15,429 16,351 (922)

1,120 PANDORA MEDIA INC 1/6/2014 2/28/2014 42,517 34,046 8,471380 PANDORA MEDIA INC 1/6/2014 2/28/2014 14,425 11,509 2,916514 PERKINELMER INC COM 10/18/2012 9/10/2014 23,050 15,215 7,835486 PERKINELMER INC COM 10/18/2012 9/10/2014 21,795 14,471 7,323186 PERKINELMER INC COM 11/5/2012 11/7/2014 8,199 5,840 2,359614 PERKINELMER INC COM 11/7/2012 11/7/2014 27,064 19,204 7,861

4 PERKINELMER INC COM 10/18/2012 3/21/2014 185 119 66810 PERKINELMER INC COM 10/17/2012 2/21/2014 35,623 24,713 10,91090 PERKINELMER INC COM 10/17/2012 2/21/2014 3,958 2,747 1,211286 PERKINELMER INC COM 11/7/2012 11/7/2014 12,482 8,945 3,537209 PERKINELMER INC COM 11/16/2012 11/7/2014 9,122 6,316 2,805290 PERKINELMER INC COM 10/17/2012 2/21/2014 12,669 8,848 3,821610 PERKINELMER INC COM 10/18/2012 2/21/2014 26,648 18,164 8,484591 PERKINELMER INC COM 11/16/2012 11/7/2014 25,847 17,861 7,986109 PERKINELMER INC COM 12/3/2012 11/7/2014 4,767 3,429 1,338400 PERKINELMER INC COM 10/18/2012 9/16/2014 17,488 11,841 5,648291 PERKINELMER INC COM 12/3/2012 11/7/2014 12,662 9,154 3,508209 PERKINELMER INC COM 12/7/2012 11/7/2014 9,094 6,419 2,676500 PERKINELMER INC COM 12/7/2012 11/7/2014 22,051 15,355 6,69686 PERKINELMER INC COM 10/18/2012 11/6/2014 3,803 2,546 1,258414 PERKINELMER INC COM 11/2/2012 11/6/2014 18,310 13,070 5,239165 PERKINELMER INC COM 12/20/2012 12/31/2014 7,305 5,267 2,038260 PERKINELMER INC COM 6/5/2014 12/31/2014 11,510 12,148 (637)186 PERKINELMER INC COM 11/2/2012 11/6/2014 8,235 5,872 2,363214 PERKINELMER INC COM 11/5/2012 11/6/2014 9,475 6,719 2,756

5 PERKINELMER INC COM 12/7/2012 12/11/2014 211 154 58373 PERKINELMER INC COM 12/10/2012 12/11/2014 15,776 11,497 4,279986 PERKINELMER INC COM 12/7/2012 12/10/2014 41,960 30,281 11,679439 PERKINELMER INC COM 12/20/2012 12/22/2014 19,296 14,013 5,283500 PERKINELMER INC COM 11/5/2012 11/6/2014 22,203 15,699 6,504528 PERKINELMER INC COM 12/14/2012 12/19/2014 22,979 16,632 6,347196 PERKINELMER INC COM 12/20/2012 12/19/2014 8,530 6,256 2,274

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Expense of Sale (h) Gain (Loss)556 PERKINELMER INC COM 12/11/2012 12/15/2014 23,032 17,600 5,433627 PERKINELMER INC COM 12/10/2012 12/12/2014 26,184 19,326 6,858219 PERKINELMER INC COM 12/11/2012 12/12/2014 9,146 6,932 2,21325 PERKINELMER INC COM 12/11/2012 12/15/2014 1,035 791 244472 PERKINELMER INC COM 12/14/2012 12/15/2014 19,549 14,868 4,681500 PRIMORIS SVCS CORP COM 2/27/2013 9/9/2014 14,466 9,396 5,070562 PRIMORIS SVCS CORP COM 4/15/2014 9/12/2014 16,071 14,443 1,629

1,762 PRIMORIS SVCS CORP COM 2/27/2013 9/9/2014 50,472 33,112 17,3611,438 PRIMORIS SVCS CORP COM 4/15/2014 9/9/2014 41,191 37,653 3,538838 PRIMORIS SVCS CORP COM 4/15/2014 9/11/2014 24,287 21,536 2,752162 PRIMORIS SVCS CORP COM 4/15/2014 9/11/2014 4,695 4,242 453762 PRIMORIS SVCS CORP COM 1/28/2013 7/24/2014 19,208 14,392 4,81638 PRIMORIS SVCS CORP COM 1/29/2013 7/24/2014 958 720 238

1,438 PRIMORIS SVCS CORP COM 1/24/2013 7/22/2014 36,065 26,738 9,327262 PRIMORIS SVCS CORP COM 1/24/2013 7/22/2014 6,571 4,927 1,644

1,400 PRIMORIS SVCS CORP COM 1/23/2013 7/18/2014 35,692 26,096 9,596462 PRIMORIS SVCS CORP COM 1/23/2013 7/18/2014 11,778 8,639 3,140638 PRIMORIS SVCS CORP COM 1/24/2013 7/18/2014 16,265 11,997 4,268

4,400 PRIMORIS SVCS CORP COM 1/29/2013 7/24/2014 110,974 83,312 27,662900 PRIMORIS SVCS CORP COM 1/24/2013 7/18/2014 22,927 16,924 6,003

1,462 PRIMORIS SVCS CORP COM 2/25/2013 7/29/2014 36,505 27,591 8,914238 PRIMORIS SVCS CORP COM 2/26/2013 7/29/2014 5,943 4,493 1,450108 PRIMORIS SVCS CORP COM 1/22/2013 3/21/2014 3,365 2,017 1,348500 PRIMORIS SVCS CORP COM 1/22/2013 7/17/2014 12,734 9,295 3,439

1,662 PRIMORIS SVCS CORP COM 1/22/2013 7/17/2014 42,328 31,042 11,287838 PRIMORIS SVCS CORP COM 1/23/2013 7/17/2014 21,342 15,669 5,673362 PRIMORIS SVCS CORP COM 1/24/2013 7/23/2014 9,053 6,731 2,322400 PRIMORIS SVCS CORP COM 1/25/2013 7/23/2014 10,004 7,525 2,478738 PRIMORIS SVCS CORP COM 1/28/2013 7/23/2014 18,457 13,939 4,518800 PRIMORIS SVCS CORP COM 2/27/2013 9/5/2014 23,249 15,034 8,215362 PRIMORIS SVCS CORP COM 2/26/2013 9/4/2014 10,494 6,834 3,660338 PRIMORIS SVCS CORP COM 2/27/2013 9/4/2014 9,798 6,352 3,446400 PRIMORIS SVCS CORP COM 1/23/2013 7/17/2014 10,230 7,479 2,750800 PRIMORIS SVCS CORP COM 1/28/2013 7/23/2014 19,970 15,110 4,860462 PRIMORIS SVCS CORP COM 1/29/2013 7/28/2014 11,541 8,748 2,79338 PRIMORIS SVCS CORP COM 2/25/2013 7/28/2014 949 717 232800 PRIMORIS SVCS CORP COM 4/15/2014 9/10/2014 23,228 20,947 2,281

1,000 PRIMORIS SVCS CORP COM 1/29/2013 7/25/2014 25,106 18,935 6,172200 PRIMORIS SVCS CORP COM 2/27/2013 9/8/2014 5,800 3,758 2,041267 PUMA BIOTECHNOLOGY INC COM . 8/19/2014 12/15/2014 52,537 67,554 (15,016)28 PUMA BIOTECHNOLOGY INC COM . 8/25/2014 12/15/2014 5,510 7,323 (1,814)58 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 12/4/2014 11,236 13,606 (2,370)300 PUMA BIOTECHNOLOGY INC COM . 8/8/2014 12/4/2014 58,117 71,342 (13,225)142 PUMA BIOTECHNOLOGY INC COM . 8/13/2014 12/4/2014 27,509 35,377 (7,868)258 PUMA BIOTECHNOLOGY INC COM . 8/13/2014 12/10/2014 51,056 64,276 (13,221)

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Expense of Sale (h) Gain (Loss)57 PUMA BIOTECHNOLOGY INC COM . 8/13/2014 12/10/2014 11,280 14,153 (2,873)143 PUMA BIOTECHNOLOGY INC COM . 8/13/2014 12/12/2014 29,373 35,507 (6,134)33 PUMA BIOTECHNOLOGY INC COM . 8/19/2014 12/12/2014 6,778 8,349 (1,571)445 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/18/2014 96,336 105,098 (8,762)276 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/21/2014 61,189 65,185 (3,995)241 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/18/2014 54,501 56,918 (2,417)50 PUMA BIOTECHNOLOGY INC COM . 7/23/2014 11/17/2014 10,781 11,507 (726)300 PUMA BIOTECHNOLOGY INC COM . 7/31/2014 11/17/2014 64,687 66,224 (1,537)400 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/17/2014 86,249 95,172 (8,923)400 PUMA BIOTECHNOLOGY INC COM . 7/23/2014 11/12/2014 94,031 93,409 62262 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/17/2014 12,950 14,643 (1,693)100 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 11/17/2014 20,888 23,793 (2,905)326 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 12/1/2014 70,477 76,993 (6,516)900 PUMA BIOTECHNOLOGY INC COM . 7/23/2014 11/12/2014 213,644 210,170 3,47450 PUMA BIOTECHNOLOGY INC COM . 7/23/2014 11/12/2014 11,869 11,507 362800 PUMA BIOTECHNOLOGY INC COM . 7/23/2014 11/12/2014 187,943 184,119 3,824342 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 12/4/2014 65,573 80,228 (14,655)150 PUMA BIOTECHNOLOGY INC COM . 8/7/2014 12/4/2014 28,760 35,426 (6,666)187 PUMA BIOTECHNOLOGY INC COM . 8/25/2014 12/31/2014 36,154 48,909 (12,754)231 PUMA BIOTECHNOLOGY INC COM . 8/25/2014 12/17/2014 45,881 60,417 (14,536)145 PUMA BIOTECHNOLOGY INC COM . 8/25/2014 12/29/2014 26,817 37,924 (11,107)400 QLOGIC CORP COM 8/28/2014 10/17/2014 4,307 3,568 739

2,700 QLOGIC CORP COM 8/28/2014 10/17/2014 29,075 24,080 4,9951,900 QLOGIC CORP COM 8/28/2014 12/15/2014 22,607 16,945 5,662600 QLOGIC CORP COM 8/29/2014 12/15/2014 7,139 5,412 1,727

6,000 QLOGIC CORP COM 8/29/2014 12/15/2014 71,390 54,187 17,20396 QLOGIC CORP COM 9/2/2014 12/15/2014 1,142 867 275111 QUANTA SVCS INC COM 8/31/2005 3/21/2014 4,105 1,330 2,775839 QUANTA SVCS INC COM 8/31/2005 12/15/2014 21,796 10,057 11,739

1,033 QUANTA SVCS INC COM 9/1/2005 12/15/2014 26,835 12,491 14,345900 QUANTA SVCS INC COM 9/1/2005 12/15/2014 23,380 10,886 12,495300 QUINSTREET INC COM STK 8/31/2010 3/17/2014 1,994 3,207 (1,213)

1,273 QUINSTREET INC COM STK 10/15/2010 11/10/2014 5,188 19,133 (13,944)17 QUINSTREET INC COM STK 10/18/2010 11/10/2014 69 261 (192)21 QUINSTREET INC COM STK 11/1/2010 11/13/2014 89 330 (241)118 QUINSTREET INC COM STK 8/31/2010 3/31/2014 781 1,261 (480)382 QUINSTREET INC COM STK 9/2/2010 3/31/2014 2,529 4,301 (1,773)100 QUINSTREET INC COM STK 8/31/2010 3/19/2014 664 1,069 (405)959 QUINSTREET INC COM STK 3/14/2011 12/15/2014 4,376 22,429 (18,053)617 QUINSTREET INC COM STK 3/23/2011 12/15/2014 2,816 13,466 (10,651)500 QUINSTREET INC COM STK 8/31/2010 3/11/2014 3,358 5,345 (1,987)418 QUINSTREET INC COM STK 9/3/2010 4/23/2014 2,572 5,130 (2,558)82 QUINSTREET INC COM STK 9/7/2010 4/23/2014 505 1,001 (496)800 QUINSTREET INC COM STK 9/2/2010 4/3/2014 4,920 9,008 (4,088)118 QUINSTREET INC COM STK 9/8/2010 6/4/2014 602 1,442 (840)

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Expense of Sale (h) Gain (Loss)782 QUINSTREET INC COM STK 9/8/2010 6/4/2014 3,988 9,404 (5,416)10 QUINSTREET INC COM STK 11/11/2010 11/24/2014 45 179 (134)100 QUINSTREET INC COM STK 8/25/2010 2/28/2014 668 1,050 (381)318 QUINSTREET INC COM STK 9/2/2010 4/21/2014 1,933 3,581 (1,647)682 QUINSTREET INC COM STK 9/3/2010 4/21/2014 4,147 8,440 (4,293)300 QUINSTREET INC COM STK 10/18/2010 11/12/2014 1,266 4,607 (3,341)

1,353 QUINSTREET INC COM STK 11/1/2010 11/12/2014 5,710 21,262 (15,552)818 QUINSTREET INC COM STK 9/7/2010 6/3/2014 4,282 9,931 (5,649)382 QUINSTREET INC COM STK 9/8/2010 6/3/2014 2,000 4,669 (2,669)224 QUINSTREET INC COM STK 10/18/2010 11/11/2014 921 3,440 (2,519)300 QUINSTREET INC COM STK 9/7/2010 4/24/2014 1,799 3,663 (1,863)

1,101 QUINSTREET INC COM STK 11/11/2010 11/24/2014 4,993 19,725 (14,732)800 QUINSTREET INC COM STK 1/14/2011 11/24/2014 3,628 18,320 (14,692)600 QUINSTREET INC COM STK 2/1/2011 11/24/2014 2,721 13,658 (10,937)32 QUINSTREET INC COM STK 2/2/2011 11/24/2014 145 737 (592)282 QUINSTREET INC COM STK 9/3/2010 4/22/2014 1,755 3,461 (1,707)118 QUINSTREET INC COM STK 9/3/2010 4/22/2014 734 1,460 (726)

1,200 QUINSTREET INC COM STK 9/8/2010 6/3/2014 6,213 14,667 (8,454)92 QUINSTREET INC COM STK 2/24/2011 12/12/2014 422 2,027 (1,605)500 QUINSTREET INC COM STK 2/25/2011 12/12/2014 2,293 11,016 (8,723)200 QUINSTREET INC COM STK 2/28/2011 12/12/2014 917 4,414 (3,497)615 QUINSTREET INC COM STK 3/10/2011 12/12/2014 2,820 14,366 (11,546)300 QUINSTREET INC COM STK 9/9/2010 6/26/2014 1,632 3,679 (2,047)259 QUINSTREET INC COM STK 10/18/2010 11/11/2014 1,113 3,977 (2,865)500 QUINSTREET INC COM STK 9/2/2010 4/1/2014 3,311 5,630 (2,319)430 QUINSTREET INC COM STK 2/2/2011 12/10/2014 2,039 9,907 (7,869)118 QUINSTREET INC COM STK 9/9/2010 6/26/2014 633 1,447 (814)

1,100 QUINSTREET INC COM STK 9/10/2010 6/26/2014 5,902 13,474 (7,573)82 QUINSTREET INC COM STK 9/21/2010 6/26/2014 440 1,233 (793)100 QUINSTREET INC COM STK 8/25/2010 3/10/2014 675 1,050 (375)200 QUINSTREET INC COM STK 8/25/2010 3/3/2014 1,337 2,100 (762)557 QUINSTREET INC COM STK 11/4/2010 11/21/2014 2,501 9,180 (6,679)222 QUINSTREET INC COM STK 8/31/2010 3/21/2014 1,494 2,373 (880)300 QUINSTREET INC COM STK 8/31/2010 3/18/2014 1,991 3,207 (1,216)500 QUINSTREET INC COM STK 9/2/2010 4/16/2014 3,054 5,630 (2,576)345 QUINSTREET INC COM STK 11/4/2010 11/21/2014 1,531 5,686 (4,155)

1,900 QUINSTREET INC COM STK 8/31/2010 3/20/2014 12,673 20,311 (7,638)200 QUINSTREET INC COM STK 8/25/2010 2/26/2014 1,342 2,100 (758)

1,200 QUINSTREET INC COM STK 8/25/2010 3/7/2014 8,108 12,598 (4,490)175 QUINSTREET INC COM STK 9/21/2010 11/7/2014 704 2,632 (1,927)

2,926 QUINSTREET INC COM STK 11/1/2010 11/14/2014 12,391 45,982 (33,591)1,582 QUINSTREET INC COM STK 11/4/2010 11/14/2014 6,700 26,072 (19,372)1,781 QUINSTREET INC COM STK 11/4/2010 11/21/2014 7,895 29,351 (21,456)300 QUINSTREET INC COM STK 11/9/2010 11/21/2014 1,330 5,017 (3,687)800 QUINSTREET INC COM STK 11/10/2010 11/21/2014 3,546 13,472 (9,925)

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Expense of Sale (h) Gain (Loss)129 QUINSTREET INC COM STK 11/11/2010 11/21/2014 572 2,311 (1,739)300 QUINSTREET INC COM STK 8/31/2010 3/20/2014 1,992 3,207 (1,215)

1,100 QUINSTREET INC COM STK 9/9/2010 6/25/2014 6,044 13,489 (7,445)600 QUINSTREET INC COM STK 9/2/2010 4/17/2014 3,677 6,756 (3,079)241 QUINSTREET INC COM STK 9/21/2010 11/7/2014 974 3,624 (2,650)

2,002 QUINSTREET INC COM STK 9/21/2010 11/10/2014 8,158 30,107 (21,950)1,992 QUINSTREET INC COM STK 9/22/2010 11/10/2014 8,117 29,343 (21,226)860 QUINSTREET INC COM STK 11/11/2010 11/21/2014 3,814 15,407 (11,593)110 QUINSTREET INC COM STK 11/4/2010 11/20/2014 483 1,813 (1,330)687 QUINSTREET INC COM STK 11/4/2010 11/17/2014 3,050 11,322 (8,272)300 QUINSTREET INC COM STK 9/21/2010 11/6/2014 1,235 4,512 (3,277)318 QUINSTREET INC COM STK 9/8/2010 6/24/2014 1,789 3,824 (2,036)282 QUINSTREET INC COM STK 9/9/2010 6/24/2014 1,586 3,458 (1,872)418 QUINSTREET INC COM STK 9/7/2010 6/2/2014 2,219 5,103 (2,884)282 QUINSTREET INC COM STK 9/7/2010 6/2/2014 1,497 3,424 (1,927)108 QUINSTREET INC COM STK 9/22/2010 11/10/2014 441 1,591 (1,149)

1,127 QUINSTREET INC COM STK 10/15/2010 11/10/2014 4,606 16,938 (12,332)319 QUINSTREET INC COM STK 11/4/2010 11/19/2014 1,411 5,257 (3,847)

1,719 QUINSTREET INC COM STK 11/4/2010 11/17/2014 7,615 28,330 (20,715)85 QUINSTREET INC COM STK 3/10/2011 12/15/2014 390 1,986 (1,596)500 QUINSTREET INC COM STK 3/11/2011 12/15/2014 2,293 11,695 (9,402)441 QUINSTREET INC COM STK 3/14/2011 12/15/2014 2,022 10,314 (8,292)840 QUINSTREET INC COM STK 8/25/2010 3/11/2014 5,671 8,819 (3,148)60 QUINSTREET INC COM STK 8/31/2010 3/11/2014 405 641 (236)900 QUINSTREET INC COM STK 9/21/2010 11/6/2014 3,701 13,535 (9,834)138 QUINSTREET INC COM STK 2/2/2011 12/11/2014 643 3,180 (2,537)600 QUINSTREET INC COM STK 2/23/2011 12/11/2014 2,795 13,220 (10,425)908 QUINSTREET INC COM STK 2/24/2011 12/11/2014 4,230 20,001 (15,771)

5,008 RAYMOND JAMES FNCL INC COM STK 4/5/2004 12/15/2014 273,004 83,515 189,489220 RAYMOND JAMES FNCL INC COM STK 4/5/2004 3/21/2014 11,983 3,669 8,31425 RE/MAX HLDGS INC CL A CL A 10/1/2013 10/20/2014 778 550 228300 RE/MAX HLDGS INC CL A CL A 10/1/2013 10/17/2014 9,298 6,600 2,698

1,651 REALPAGE INC COM STK 9/30/2013 10/24/2014 29,686 37,224 (7,538)649 REALPAGE INC COM STK 10/1/2013 10/24/2014 11,669 15,827 (4,158)351 REALPAGE INC COM STK 10/1/2013 10/31/2014 7,007 8,560 (1,553)

2,300 REALPAGE INC COM STK 10/2/2013 10/31/2014 45,912 57,074 (11,162)900 REALPAGE INC COM STK 10/3/2013 10/31/2014 17,965 21,884 (3,918)200 REALPAGE INC COM STK 10/4/2013 10/31/2014 3,992 4,972 (980)

1,000 REALPAGE INC COM STK 10/14/2013 10/31/2014 19,962 24,509 (4,547)249 REALPAGE INC COM STK 10/15/2013 10/31/2014 4,970 6,089 (1,119)951 REALPAGE INC COM STK 10/15/2013 12/15/2014 20,312 23,256 (2,943)

1,300 REALPAGE INC COM STK 10/16/2013 12/15/2014 27,767 32,194 (4,428)1,150 REALPAGE INC COM STK 10/17/2013 12/15/2014 24,563 28,946 (4,383)109 REALPAGE INC COM STK 9/30/2013 3/21/2014 2,069 2,458 (388)582 ROVI CORP COM 1/24/2014 10/21/2014 11,475 12,859 (1,384)

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Expense of Sale (h) Gain (Loss)518 ROVI CORP COM 1/24/2014 10/21/2014 10,213 11,330 (1,117)582 ROVI CORP COM 1/27/2014 10/30/2014 11,817 12,913 (1,096)

1,018 ROVI CORP COM 1/27/2014 10/30/2014 20,670 22,221 (1,551)500 ROVI CORP COM 1/31/2014 12/15/2014 10,457 10,613 (155)

1,403 ROVI CORP COM 1/31/2014 12/15/2014 29,342 29,792 (449)1,334 ROVI CORP COM 2/3/2014 12/15/2014 27,899 27,409 490

82 ROVI CORP COM 1/27/2014 11/6/2014 1,712 1,771 (59)500 ROVI CORP COM 1/28/2014 11/6/2014 10,437 10,867 (431)

1,900 ROVI CORP COM 1/28/2014 11/6/2014 39,659 41,498 (1,839)118 ROVI CORP COM 1/29/2014 11/6/2014 2,463 2,554 (91)118 ROVI CORP COM 1/23/2014 3/21/2014 2,954 2,577 377800 ROVI CORP COM 1/27/2014 10/29/2014 16,400 17,750 (1,351)582 ROVI CORP COM 1/24/2014 10/23/2014 11,719 12,730 (1,011)118 ROVI CORP COM 1/27/2014 10/23/2014 2,376 2,618 (242)

1,000 ROVI CORP COM 1/24/2014 10/22/2014 20,072 21,872 (1,800)688 ROVI CORP COM 2/3/2014 12/26/2014 15,762 14,136 1,626694 ROVI CORP COM 1/29/2014 11/21/2014 15,353 15,021 332100 ROVI CORP COM 1/27/2014 10/24/2014 2,022 2,219 (197)

1,000 ROVI CORP COM 1/27/2014 10/29/2014 20,525 22,188 (1,663)318 ROVI CORP COM 1/23/2014 9/10/2014 6,797 6,937 (140)

1,082 ROVI CORP COM 1/23/2014 9/10/2014 23,127 23,628 (501)960 ROVI CORP COM 1/29/2014 12/9/2014 20,507 20,778 (271)

1,082 ROVI CORP COM 1/23/2014 10/21/2014 21,310 23,604 (2,294)318 ROVI CORP COM 1/24/2014 10/21/2014 6,263 7,026 (763)900 ROVI CORP COM 1/24/2014 10/21/2014 17,892 19,886 (1,994)328 ROVI CORP COM 1/29/2014 12/10/2014 6,946 7,099 (153)797 ROVI CORP COM 1/31/2014 12/10/2014 16,877 16,924 (46)100 ROVI CORP COM 1/24/2014 10/21/2014 1,990 2,210 (219)982 ROVI CORP COM 1/27/2014 10/31/2014 20,253 21,435 (1,183)118 ROVI CORP COM 1/27/2014 10/31/2014 2,434 2,548 (115)214 ROVI CORP COM 2/3/2014 12/29/2014 4,904 4,397 507651 RPX CORP COM 11/15/2012 11/18/2014 8,739 5,612 3,128520 RPX CORP COM 6/11/2013 11/18/2014 6,981 8,134 (1,153)

1,001 RPX CORP COM 6/11/2013 11/19/2014 13,153 15,657 (2,505)700 RPX CORP COM 9/28/2012 10/30/2014 9,664 7,858 1,806751 RPX CORP COM 8/17/2012 10/8/2014 10,650 9,194 1,456500 RPX CORP COM 8/22/2012 10/8/2014 7,091 6,050 1,041900 RPX CORP COM 8/28/2012 10/8/2014 12,763 10,768 1,995900 RPX CORP COM 8/29/2012 10/8/2014 12,763 10,827 1,936349 RPX CORP COM 8/30/2012 10/8/2014 4,949 4,092 857700 RPX CORP COM 11/5/2012 11/6/2014 9,642 6,951 2,691651 RPX CORP COM 8/8/2012 9/30/2014 9,124 7,512 1,612100 RPX CORP COM 8/9/2012 9/30/2014 1,402 1,157 245349 RPX CORP COM 8/10/2012 9/30/2014 4,891 4,041 850200 RPX CORP COM 9/24/2012 10/22/2014 2,883 2,377 506

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Expense of Sale (h) Gain (Loss)200 RPX CORP COM 7/26/2012 9/18/2014 2,926 2,616 31051 RPX CORP COM 8/31/2012 10/13/2014 731 598 132

1,049 RPX CORP COM 9/14/2012 10/13/2014 15,025 13,094 1,9321,251 RPX CORP COM 1/24/2012 9/10/2014 18,564 20,500 (1,936)349 RPX CORP COM 1/26/2012 9/10/2014 5,179 5,933 (754)951 RPX CORP COM 8/30/2012 10/8/2014 13,133 11,150 1,98349 RPX CORP COM 8/31/2012 10/8/2014 677 575 102151 RPX CORP COM 11/5/2012 11/6/2014 2,070 1,499 570749 RPX CORP COM 11/15/2012 11/6/2014 10,267 6,456 3,810451 RPX CORP COM 8/10/2012 9/30/2014 6,331 5,223 1,109300 RPX CORP COM 8/15/2012 9/30/2014 4,211 3,567 644200 RPX CORP COM 8/15/2012 9/30/2014 2,808 2,354 454400 RPX CORP COM 8/16/2012 9/30/2014 5,615 4,777 83849 RPX CORP COM 8/17/2012 9/30/2014 688 600 8851 RPX CORP COM 1/26/2012 9/11/2014 759 867 (108)200 RPX CORP COM 1/27/2012 9/11/2014 2,976 3,416 (440)300 RPX CORP COM 1/30/2012 9/11/2014 4,465 5,093 (629)149 RPX CORP COM 2/10/2012 9/11/2014 2,217 2,955 (738)951 RPX CORP COM 6/7/2012 9/15/2014 13,896 12,508 1,389300 RPX CORP COM 7/20/2012 9/15/2014 4,384 3,912 472300 RPX CORP COM 7/23/2012 9/15/2014 4,384 3,895 489700 RPX CORP COM 7/24/2012 9/15/2014 10,229 9,147 1,082349 RPX CORP COM 7/25/2012 9/15/2014 5,100 4,545 555351 RPX CORP COM 9/14/2012 10/13/2014 5,026 4,381 645149 RPX CORP COM 9/17/2012 10/13/2014 2,134 1,834 299526 RPX CORP COM 10/3/2013 12/5/2014 7,133 9,280 (2,148)219 RPX CORP COM 1/24/2012 3/21/2014 3,476 3,589 (113)294 RPX CORP COM 10/3/2013 12/8/2014 4,016 5,187 (1,171)161 RPX CORP COM 10/14/2013 12/8/2014 2,199 2,881 (681)100 RPX CORP COM 7/26/2012 9/17/2014 1,478 1,308 170

1,292 RPX CORP COM 10/30/2013 12/18/2014 17,689 23,810 (6,122)251 RPX CORP COM 2/10/2012 9/11/2014 3,702 4,979 (1,277)449 RPX CORP COM 3/6/2012 9/11/2014 6,623 7,801 (1,179)251 RPX CORP COM 7/25/2012 9/15/2014 3,707 3,269 43849 RPX CORP COM 7/26/2012 9/15/2014 724 641 83800 RPX CORP COM 7/26/2012 9/19/2014 11,788 10,464 1,324300 RPX CORP COM 9/17/2012 10/15/2014 4,425 3,643 782151 RPX CORP COM 7/26/2012 9/19/2014 2,226 1,975 251549 RPX CORP COM 8/2/2012 9/19/2014 8,092 5,630 2,462400 RPX CORP COM 9/25/2012 10/24/2014 5,766 4,688 1,078300 RPX CORP COM 7/26/2012 9/16/2014 4,409 3,924 485200 RPX CORP COM 8/2/2012 9/19/2014 2,921 2,051 870398 RPX CORP COM 10/14/2013 12/10/2014 5,321 7,121 (1,800)600 RPX CORP COM 9/24/2012 10/20/2014 8,661 7,131 1,530151 RPX CORP COM 9/28/2012 10/31/2014 2,120 1,695 425

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Expense of Sale (h) Gain (Loss)149 RPX CORP COM 10/19/2012 10/31/2014 2,092 1,454 638149 RPX CORP COM 9/17/2012 10/14/2014 2,200 1,809 390651 RPX CORP COM 9/17/2012 10/14/2014 9,611 8,015 1,596300 RPX CORP COM 7/26/2012 9/16/2014 4,445 3,924 521541 RPX CORP COM 10/14/2013 12/10/2014 7,132 9,680 (2,547)160 RPX CORP COM 10/30/2013 12/10/2014 2,109 2,994 (884)400 RPX CORP COM 8/2/2012 9/29/2014 5,730 4,043 1,687251 RPX CORP COM 8/2/2012 9/29/2014 3,596 2,574 1,022749 RPX CORP COM 8/8/2012 9/29/2014 10,729 8,643 2,086576 RPX CORP COM 10/30/2013 12/15/2014 7,470 10,777 (3,307)245 RPX CORP COM 10/30/2013 12/15/2014 3,177 4,515 (1,338)

1,100 RPX CORP COM 10/19/2012 10/31/2014 15,425 10,731 4,6941,051 RPX CORP COM 9/25/2012 10/29/2014 14,966 12,318 2,6481,549 RPX CORP COM 9/28/2012 10/29/2014 22,057 17,388 4,669251 RPX CORP COM 9/24/2012 10/23/2014 3,627 2,983 644449 RPX CORP COM 9/25/2012 10/23/2014 6,488 5,262 1,225970 RPX CORP COM 1/24/2012 1/29/2014 15,578 15,898 (320)130 RPX CORP COM 1/24/2012 1/29/2014 2,088 2,130 (43)364 RPX CORP COM 10/30/2013 12/10/2014 4,807 6,810 (2,003)500 RPX CORP COM 9/24/2012 10/21/2014 7,293 5,943 1,351821 RPX CORP COM 10/30/2013 12/15/2014 10,653 15,130 (4,477)551 RPX CORP COM 10/19/2012 10/31/2014 7,692 5,375 2,317300 RPX CORP COM 10/31/2012 10/31/2014 4,188 3,154 1,035449 RPX CORP COM 11/2/2012 10/31/2014 6,268 4,728 1,541100 RPX CORP COM 3/6/2012 9/12/2014 1,476 1,732 (255)251 RPX CORP COM 3/6/2012 9/12/2014 3,705 4,361 (656)200 RPX CORP COM 3/20/2012 9/12/2014 2,952 3,454 (501)500 RPX CORP COM 3/20/2012 9/12/2014 7,381 8,630 (1,249)949 RPX CORP COM 4/4/2012 9/12/2014 14,009 15,110 (1,101)100 RPX CORP COM 9/24/2012 10/21/2014 1,445 1,189 257251 RPX CORP COM 11/2/2012 10/31/2014 3,515 2,643 872249 RPX CORP COM 11/5/2012 10/31/2014 3,487 2,473 1,015151 RPX CORP COM 4/4/2012 9/12/2014 2,225 2,404 (179)400 RPX CORP COM 5/24/2012 9/12/2014 5,894 5,252 642449 RPX CORP COM 6/7/2012 9/12/2014 6,616 5,905 710500 RPX CORP COM 11/15/2012 11/7/2014 6,871 4,310 2,561

1,151 RPX CORP COM 9/17/2012 10/17/2014 16,820 13,977 2,843300 RPX CORP COM 9/18/2012 10/17/2014 4,384 3,653 731149 RPX CORP COM 9/24/2012 10/17/2014 2,177 1,771 40679 RPX CORP COM 6/11/2013 11/21/2014 1,047 1,236 (189)200 RPX CORP COM 10/1/2013 11/21/2014 2,651 3,531 (880)300 RPX CORP COM 10/2/2013 11/21/2014 3,976 5,296 (1,320)380 RPX CORP COM 10/3/2013 11/21/2014 5,036 6,705 (1,668)700 RPX CORP COM 9/28/2012 10/30/2014 9,782 7,858 1,925

1,100 RPX CORP COM 11/5/2012 11/4/2014 15,107 10,923 4,184

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Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)700 RTI INTL METALS INC COM 12/18/2009 6/26/2014 18,232 16,490 1,742

1,100 RTI INTL METALS INC COM 12/29/2009 7/2/2014 29,794 27,263 2,531397 RTI INTL METALS INC COM 12/29/2009 7/3/2014 10,808 9,839 969

1,220 RTI INTL METALS INC COM 12/30/2009 7/3/2014 33,214 30,310 2,904600 RTI INTL METALS INC COM 12/18/2009 6/27/2014 15,693 14,134 1,558280 RTI INTL METALS INC COM 12/30/2009 7/3/2014 7,644 6,956 687120 RTI INTL METALS INC COM 9/30/2011 7/3/2014 3,276 2,827 449

1,000 RTI INTL METALS INC COM 12/18/2009 6/25/2014 26,291 23,557 2,734500 RTI INTL METALS INC COM 12/18/2009 6/27/2014 13,125 11,779 1,346

3 RTI INTL METALS INC COM 12/18/2009 3/21/2014 79 71 9400 RTI INTL METALS INC COM 12/21/2009 7/1/2014 10,785 9,771 1,014597 RTI INTL METALS INC COM 12/18/2009 6/30/2014 15,620 14,064 1,556

1,103 RTI INTL METALS INC COM 12/21/2009 6/30/2014 28,858 26,945 1,914397 RTI INTL METALS INC COM 12/21/2009 7/1/2014 10,687 9,698 989500 RTI INTL METALS INC COM 12/22/2009 7/1/2014 13,460 12,558 902

3 RTI INTL METALS INC COM 12/29/2009 7/1/2014 81 74 6300 RTI INTL METALS INC COM 12/18/2009 6/26/2014 7,798 7,067 731200 RTI INTL METALS INC COM 12/21/2009 6/30/2014 5,213 4,886 327760 SANDRIDGE ENERGY INC COM 11/12/2013 10/15/2014 2,973 4,575 (1,602)

5,540 SANDRIDGE ENERGY INC COM 11/12/2013 10/15/2014 21,674 33,173 (11,499)3,860 SANDRIDGE ENERGY INC COM 12/31/2013 10/16/2014 16,530 23,314 (6,784)2,440 SANDRIDGE ENERGY INC COM 1/10/2014 10/16/2014 10,449 14,783 (4,334)1,960 SANDRIDGE ENERGY INC COM 11/12/2013 10/15/2014 7,540 11,736 (4,197)1,300 SANDRIDGE ENERGY INC COM 11/12/2013 10/15/2014 5,001 7,755 (2,754)4,300 SANDRIDGE ENERGY INC COM 11/13/2013 10/15/2014 16,541 25,939 (9,398)200 SANDRIDGE ENERGY INC COM 12/23/2013 10/15/2014 769 1,182 (413)

1,500 SANDRIDGE ENERGY INC COM 12/30/2013 10/15/2014 5,770 8,895 (3,125)840 SANDRIDGE ENERGY INC COM 12/31/2013 10/15/2014 3,231 5,074 (1,842)100 SANDRIDGE ENERGY INC COM 3/3/2014 10/24/2014 401 659 (258)

2,160 SANDRIDGE ENERGY INC COM 3/3/2014 10/24/2014 8,382 14,242 (5,860)3,140 SANDRIDGE ENERGY INC COM 3/11/2014 10/24/2014 12,185 20,736 (8,551)560 SANDRIDGE ENERGY INC COM 10/14/2013 10/14/2014 2,120 3,461 (1,341)

5,000 SANDRIDGE ENERGY INC COM 11/5/2013 10/14/2014 18,925 32,750 (13,825)1,140 SANDRIDGE ENERGY INC COM 11/12/2013 10/14/2014 4,315 6,863 (2,548)10,400 SANDRIDGE ENERGY INC COM 8/2/2013 10/2/2014 40,979 58,978 (17,999)

860 SANDRIDGE ENERGY INC COM 8/2/2013 10/2/2014 3,389 4,879 (1,491)1,140 SANDRIDGE ENERGY INC COM 8/5/2013 10/2/2014 4,492 6,459 (1,967)5,260 SANDRIDGE ENERGY INC COM 4/17/2014 11/5/2014 19,271 35,525 (16,254)4,900 SANDRIDGE ENERGY INC COM 4/23/2014 11/5/2014 17,952 34,746 (16,794)140 SANDRIDGE ENERGY INC COM 4/23/2014 11/5/2014 513 976 (463)100 SANDRIDGE ENERGY INC COM 3/11/2014 10/24/2014 391 660 (269)

5,060 SANDRIDGE ENERGY INC COM 2/25/2014 10/20/2014 20,607 33,525 (12,917)3,040 SANDRIDGE ENERGY INC COM 2/26/2014 10/20/2014 12,381 19,380 (6,999)9,000 SANDRIDGE ENERGY INC COM 11/12/2013 10/14/2014 32,725 54,179 (21,454)7,760 SANDRIDGE ENERGY INC COM 1/10/2014 10/17/2014 35,139 47,015 (11,876)

95



Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)640 SANDRIDGE ENERGY INC COM 1/29/2014 10/17/2014 2,898 4,036 (1,138)

6,460 SANDRIDGE ENERGY INC COM 7/18/2013 9/24/2014 28,536 34,379 (5,843)700 SANDRIDGE ENERGY INC COM 7/19/2013 9/24/2014 3,092 3,981 (889)

7,600 SANDRIDGE ENERGY INC COM 8/1/2013 9/24/2014 33,571 42,205 (8,634)2,840 SANDRIDGE ENERGY INC COM 8/1/2013 9/24/2014 12,545 15,758 (3,213)1,760 SANDRIDGE ENERGY INC COM 2/26/2014 10/21/2014 7,767 11,220 (3,453)4,440 SANDRIDGE ENERGY INC COM 2/27/2014 10/21/2014 19,593 28,181 (8,588)7,000 SANDRIDGE ENERGY INC COM 2/27/2014 10/21/2014 30,890 44,606 (13,716)680 SANDRIDGE ENERGY INC COM 7/18/2013 3/21/2014 4,339 3,619 720

1,900 SANDRIDGE ENERGY INC COM 3/3/2014 10/23/2014 7,844 12,528 (4,684)4,960 SANDRIDGE ENERGY INC COM 1/29/2014 10/17/2014 22,809 31,279 (8,470)1,640 SANDRIDGE ENERGY INC COM 2/4/2014 10/17/2014 7,542 10,218 (2,676)6,860 SANDRIDGE ENERGY INC COM 8/1/2013 9/24/2014 30,328 38,063 (7,735)4,240 SANDRIDGE ENERGY INC COM 8/2/2013 9/24/2014 18,745 24,056 (5,311)3,760 SANDRIDGE ENERGY INC COM 2/27/2014 10/21/2014 16,959 23,865 (6,906)1,340 SANDRIDGE ENERGY INC COM 3/3/2014 10/21/2014 6,044 8,909 (2,865)1,500 SANDRIDGE ENERGY INC COM 3/3/2014 10/23/2014 6,154 9,891 (3,736)2,000 SANDRIDGE ENERGY INC COM 3/3/2014 10/22/2014 8,768 13,297 (4,529)2,660 SANDRIDGE ENERGY INC COM 2/4/2014 10/17/2014 11,512 16,572 (5,061)2,740 SANDRIDGE ENERGY INC COM 2/13/2014 10/17/2014 11,858 17,135 (5,277)4,860 SANDRIDGE ENERGY INC COM 4/23/2014 11/6/2014 16,584 33,889 (17,305)4,500 SANDRIDGE ENERGY INC COM 6/10/2014 11/6/2014 15,355 30,346 (14,991)4,700 SANDRIDGE ENERGY INC COM 6/11/2014 11/6/2014 16,038 31,685 (15,647)6,000 SANDRIDGE ENERGY INC COM 6/12/2014 11/6/2014 20,474 41,246 (20,772)9,600 SANDRIDGE ENERGY INC COM 6/16/2014 11/6/2014 32,758 68,732 (35,974)2,500 SANDRIDGE ENERGY INC COM 6/17/2014 11/6/2014 8,531 17,994 (9,463)1,700 SANDRIDGE ENERGY INC COM 6/20/2014 11/6/2014 5,801 12,611 (6,810)940 SANDRIDGE ENERGY INC COM 3/3/2014 10/22/2014 3,868 6,198 (2,331)



9,260 SANDRIDGE ENERGY INC COM 3/11/2014 11/4/2014 32,581 61,152 (28,572)1,440 SANDRIDGE ENERGY INC COM 4/17/2014 11/4/2014 5,067 9,725 (4,659)6,300 SANDRIDGE ENERGY INC COM 6/20/2014 11/6/2014 21,408 46,423 (25,015)5,800 SANDRIDGE ENERGY INC COM 6/20/2014 11/6/2014 19,709 43,024 (23,316)500 SANDRIDGE ENERGY INC COM 3/3/2014 10/22/2014 2,147 3,297 (1,150)

7,860 SANDRIDGE ENERGY INC COM 8/5/2013 10/6/2014 30,919 44,534 (13,615)3,440 SANDRIDGE ENERGY INC COM 8/21/2013 10/6/2014 13,532 17,987 (4,455)2,760 SANDRIDGE ENERGY INC COM 10/2/2013 10/13/2014 9,976 16,927 (6,951)1,600 SANDRIDGE ENERGY INC COM 10/3/2013 10/13/2014 5,783 9,728 (3,945)3,000 SANDRIDGE ENERGY INC COM 10/4/2013 10/13/2014 10,843 18,359 (7,516)1,140 SANDRIDGE ENERGY INC COM 10/4/2013 10/13/2014 4,120 6,964 (2,843)

96



Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)100 SANDRIDGE ENERGY INC COM 3/3/2014 10/22/2014 427 659 (232)

1,960 SANDRIDGE ENERGY INC COM 10/4/2013 10/13/2014 7,074 11,973 (4,898)3,400 SANDRIDGE ENERGY INC COM 10/9/2013 10/13/2014 12,272 20,021 (7,749)3,900 SANDRIDGE ENERGY INC COM 10/11/2013 10/13/2014 14,076 24,226 (10,150)3,600 SANDRIDGE ENERGY INC COM 10/11/2013 10/13/2014 12,994 22,337 (9,344)3,540 SANDRIDGE ENERGY INC COM 10/14/2013 10/13/2014 12,777 21,877 (9,100)500 SANDRIDGE ENERGY INC COM 8/21/2013 10/8/2014 1,887 2,608 (720)

6,860 SANDRIDGE ENERGY INC COM 8/21/2013 10/8/2014 25,892 35,870 (9,978)5,000 SANDRIDGE ENERGY INC COM 8/27/2013 10/8/2014 18,872 26,646 (7,773)3,600 SANDRIDGE ENERGY INC COM 9/9/2013 10/8/2014 13,588 20,484 (6,896)2,000 SANDRIDGE ENERGY INC COM 10/1/2013 10/8/2014 7,549 12,277 (4,728)2,640 SANDRIDGE ENERGY INC COM 10/2/2013 10/8/2014 9,964 16,354 (6,390)1,500 SANGAMO BIOSCIENCES INC COM STK 3/7/2014 11/17/2014 16,884 35,520 (18,637)1,900 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/12/2014 22,822 44,705 (21,883)

50 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/12/2014 601 1,142 (541)850 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/13/2014 10,128 19,408 (9,281)287 SANGAMO BIOSCIENCES INC COM STK 3/7/2014 11/13/2014 3,420 6,796 (3,377)473 SANGAMO BIOSCIENCES INC COM STK 3/7/2014 11/19/2014 5,270 10,553 (5,283)900 SANGAMO BIOSCIENCES INC COM STK 3/14/2014 11/19/2014 10,028 20,730 (10,702)191 SANGAMO BIOSCIENCES INC COM STK 3/18/2014 11/19/2014 2,128 4,557 (2,429)475 SANGAMO BIOSCIENCES INC COM STK 3/18/2014 11/19/2014 5,386 11,334 (5,948)

1,600 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/10/2014 18,215 37,646 (19,432)1,400 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/10/2014 15,938 33,775 (17,837)327 SANGAMO BIOSCIENCES INC COM STK 3/7/2014 11/18/2014 3,605 7,296 (3,690)

1,313 SANGAMO BIOSCIENCES INC COM STK 3/7/2014 11/18/2014 14,477 31,092 (16,616)2,000 SANGAMO BIOSCIENCES INC COM STK 3/6/2014 11/10/2014 23,669 47,058 (23,389)160 SEATTLE GENETICS INC COM 10/19/2012 10/22/2014 5,575 4,315 1,260676 SELECT COMFORT CORP OC‐CAP STK OC‐CAP STK 9/6/2011 12/15/2014 18,084 9,738 8,346800 SELECT COMFORT CORP OC‐CAP STK OC‐CAP STK 9/7/2011 12/15/2014 21,401 11,966 9,435

1,800 SELECT COMFORT CORP OC‐CAP STK OC‐CAP STK 9/8/2011 12/15/2014 48,152 26,938 21,214343 SELECT COMFORT CORP OC‐CAP STK OC‐CAP STK 9/9/2011 12/15/2014 9,176 4,951 4,225114 SELECT COMFORT CORP OC‐CAP STK OC‐CAP STK 9/6/2011 3/21/2014 1,976 1,642 334

1,500 SEMTECH CORP COM 2/24/2014 11/5/2014 37,784 37,208 577113 SEMTECH CORP COM 6/17/2014 11/21/2014 2,807 3,157 (350)573 SEMTECH CORP COM 6/27/2014 11/21/2014 14,235 14,990 (755)91 SEMTECH CORP COM 2/26/2014 11/7/2014 2,291 2,279 12809 SEMTECH CORP COM 4/22/2014 11/7/2014 20,365 20,720 (356)427 SEMTECH CORP COM 6/27/2014 11/21/2014 10,630 11,170 (541)14 SEMTECH CORP COM 7/1/2014 11/21/2014 349 376 (27)900 SEMTECH CORP COM 2/13/2014 10/29/2014 22,145 21,033 1,112200 SEMTECH CORP COM 2/24/2014 11/6/2014 5,152 4,941 211691 SEMTECH CORP COM 2/24/2014 11/6/2014 17,799 17,140 659709 SEMTECH CORP COM 2/26/2014 11/6/2014 18,263 17,753 51091 SEMTECH CORP COM 2/13/2014 10/30/2014 2,221 2,127 95809 SEMTECH CORP COM 2/13/2014 10/30/2014 19,749 18,902 846

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Expense of Sale (h) Gain (Loss)491 SEMTECH CORP COM 2/13/2014 10/30/2014 11,789 11,472 317309 SEMTECH CORP COM 2/13/2014 10/30/2014 7,419 7,170 249374 SEMTECH CORP COM 7/1/2014 12/15/2014 10,059 10,044 14

1 SEMTECH CORP COM 4/23/2014 11/20/2014 24 26 (1)855 SEMTECH CORP COM 4/25/2014 11/20/2014 20,708 20,726 (19)409 SEMTECH CORP COM 4/23/2014 11/17/2014 10,017 10,448 (430)291 SEMTECH CORP COM 4/23/2014 11/17/2014 7,127 7,448 (321)341 SEMTECH CORP COM 7/1/2014 12/15/2014 9,146 9,158 (12)595 SEMTECH CORP COM 7/1/2014 12/17/2014 15,351 15,980 (629)890 SEMTECH CORP COM 4/23/2014 11/19/2014 21,414 22,735 (1,321)

1,491 SEMTECH CORP COM 2/13/2014 10/31/2014 37,710 34,599 3,111300 SEMTECH CORP COM 2/19/2014 10/31/2014 7,588 7,064 524

1,700 SEMTECH CORP COM 2/19/2014 10/31/2014 42,996 40,223 2,773300 SEMTECH CORP COM 2/19/2014 10/31/2014 7,588 7,069 518109 SEMTECH CORP COM 2/20/2014 10/31/2014 2,757 2,656 10191 SEMTECH CORP COM 2/20/2014 11/3/2014 2,317 2,217 100

1,700 SEMTECH CORP COM 2/20/2014 11/3/2014 43,280 41,101 2,178209 SEMTECH CORP COM 2/21/2014 11/3/2014 5,321 5,096 225

1,200 SEMTECH CORP COM 2/21/2014 11/4/2014 30,338 29,260 1,078791 SEMTECH CORP COM 4/22/2014 11/10/2014 20,024 20,259 (235)209 SEMTECH CORP COM 4/23/2014 11/10/2014 5,291 5,349 (59)109 SEMTECH CORP COM 2/7/2014 3/21/2014 2,893 2,419 474

1,000 SEMTECH CORP COM 2/7/2014 10/20/2014 22,960 22,197 763900 SEMTECH CORP COM 2/20/2014 10/31/2014 22,646 21,927 719700 SEMTECH CORP COM 2/13/2014 10/28/2014 17,089 16,359 730900 SEMTECH CORP COM 2/7/2014 10/17/2014 20,813 19,977 836191 SEMTECH CORP COM 2/7/2014 10/21/2014 4,501 4,240 261300 SEMTECH CORP COM 2/7/2014 10/21/2014 7,070 6,638 432300 SEMTECH CORP COM 2/10/2014 10/21/2014 7,070 6,768 302600 SEMTECH CORP COM 2/10/2014 10/21/2014 14,140 13,335 805109 SEMTECH CORP COM 2/11/2014 10/21/2014 2,569 2,504 65800 SEMTECH CORP COM 2/7/2014 10/17/2014 18,316 17,758 558713 SEMTECH CORP COM 7/1/2014 12/31/2014 19,768 19,149 619691 SEMTECH CORP COM 2/12/2014 10/24/2014 16,503 16,187 316900 SEMTECH CORP COM 2/12/2014 10/24/2014 21,494 20,997 497409 SEMTECH CORP COM 2/13/2014 10/24/2014 9,768 9,558 210

1,000 SEMTECH CORP COM 2/11/2014 10/21/2014 23,515 22,969 546800 SEMTECH CORP COM 2/12/2014 10/23/2014 19,035 18,740 295

1,100 SEMTECH CORP COM 2/7/2014 10/17/2014 25,434 24,417 1,017200 SEMTECH CORP COM 2/21/2014 11/5/2014 5,123 4,867 256300 SEMTECH CORP COM 2/21/2014 11/5/2014 7,685 7,253 43291 SEMTECH CORP COM 2/21/2014 11/5/2014 2,331 2,219 1129 SEMTECH CORP COM 2/24/2014 11/5/2014 231 223 7

545 SEMTECH CORP COM 4/25/2014 11/21/2014 13,518 13,212 307400 SEMTECH CORP COM 4/28/2014 11/21/2014 9,922 9,783 138

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Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)1,087 SEMTECH CORP COM 6/17/2014 11/21/2014 26,962 30,371 (3,409)591 SEMTECH CORP COM 2/11/2014 10/22/2014 13,951 13,575 376309 SEMTECH CORP COM 2/12/2014 10/22/2014 7,294 7,238 56

5 SIGNATURE BK NY N Y COM 9/25/2012 3/21/2014 650 335 31525 SIGNATURE BK NY N Y COM 9/25/2012 12/15/2014 2,961 1,674 1,287

1,100 SIGNATURE BK NY N Y COM 9/26/2012 12/15/2014 130,290 72,889 57,401103 SIGNATURE BK NY N Y COM 9/27/2012 12/15/2014 12,200 6,897 5,303901 SILVER SPRING NETWORKS INC COM 9/10/2014 11/18/2014 6,967 10,013 (3,046)186 SILVER SPRING NETWORKS INC COM 1/17/2014 11/14/2014 1,456 3,381 (1,925)

3,764 SILVER SPRING NETWORKS INC COM 2/11/2014 11/14/2014 29,474 63,817 (34,344)109 SILVER SPRING NETWORKS INC COM 12/30/2013 3/21/2014 1,852 2,284 (432)599 SILVER SPRING NETWORKS INC COM 9/10/2014 11/20/2014 4,450 6,433 (1,983)

1,291 SILVER SPRING NETWORKS INC COM 1/8/2014 11/11/2014 9,549 28,624 (19,076)1,400 SILVER SPRING NETWORKS INC COM 1/10/2014 11/11/2014 10,355 32,308 (21,953)242 SILVER SPRING NETWORKS INC COM 1/7/2014 11/10/2014 1,830 5,124 (3,294)609 SILVER SPRING NETWORKS INC COM 1/8/2014 11/10/2014 4,604 13,503 (8,899)209 SILVER SPRING NETWORKS INC COM 9/10/2014 11/19/2014 1,552 2,323 (771)174 SILVER SPRING NETWORKS INC COM 9/10/2014 11/20/2014 1,309 1,869 (559)343 SILVER SPRING NETWORKS INC COM 9/10/2014 11/19/2014 2,540 3,812 (1,272)291 SILVER SPRING NETWORKS INC COM 12/30/2013 11/4/2014 2,686 6,097 (3,411)109 SILVER SPRING NETWORKS INC COM 12/31/2013 11/4/2014 1,006 2,317 (1,311)

3,309 SILVER SPRING NETWORKS INC COM 12/31/2013 11/6/2014 25,795 69,972 (44,177)391 SILVER SPRING NETWORKS INC COM 12/31/2013 11/6/2014 3,048 8,312 (5,264)

1,401 SILVER SPRING NETWORKS INC COM 1/17/2014 11/13/2014 11,187 25,466 (14,280)1,084 SILVER SPRING NETWORKS INC COM 9/11/2014 11/24/2014 7,645 13,053 (5,408)700 SILVER SPRING NETWORKS INC COM 9/17/2014 11/24/2014 4,937 7,663 (2,726)409 SILVER SPRING NETWORKS INC COM 9/10/2014 11/21/2014 3,044 4,393 (1,349)

1,316 SILVER SPRING NETWORKS INC COM 9/11/2014 11/21/2014 9,794 15,847 (6,052)2,244 SILVER SPRING NETWORKS INC COM 1/17/2014 11/13/2014 17,615 40,790 (23,174)1,819 SILVER SPRING NETWORKS INC COM 1/17/2014 11/13/2014 14,486 33,064 (18,578)175 SILVER SPRING NETWORKS INC COM 9/10/2014 11/20/2014 1,291 1,945 (653)

1,936 SILVER SPRING NETWORKS INC COM 2/11/2014 11/17/2014 15,127 32,824 (17,697)600 SILVER SPRING NETWORKS INC COM 2/12/2014 11/17/2014 4,688 10,346 (5,658)282 SILVER SPRING NETWORKS INC COM 9/10/2014 11/17/2014 2,203 3,134 (930)491 SILVER SPRING NETWORKS INC COM 12/31/2013 11/7/2014 3,751 10,383 (6,631)900 SILVER SPRING NETWORKS INC COM 1/3/2014 11/7/2014 6,876 18,792 (11,915)

1,058 SILVER SPRING NETWORKS INC COM 1/6/2014 11/7/2014 8,083 22,166 (14,082)918 SILVER SPRING NETWORKS INC COM 9/10/2014 11/20/2014 6,950 9,859 (2,910)828 SILVER SPRING NETWORKS INC COM 9/10/2014 11/20/2014 6,268 9,201 (2,933)

2,150 SILVER SPRING NETWORKS INC COM 1/17/2014 11/12/2014 16,596 39,081 (22,485)1,062 SILVER SPRING NETWORKS INC COM 9/10/2014 11/18/2014 8,051 11,802 (3,751)842 SILVER SPRING NETWORKS INC COM 1/6/2014 11/7/2014 6,368 17,640 (11,272)458 SILVER SPRING NETWORKS INC COM 1/7/2014 11/7/2014 3,464 9,697 (6,233)

1,309 SMITH A O CORP COM 6/11/2008 12/15/2014 69,768 15,285 54,4831,468 SMITH A O CORP COM 6/12/2008 12/15/2014 78,242 17,143 61,100

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Expense of Sale (h) Gain (Loss)111 SMITH A O CORP COM 6/11/2008 3/21/2014 5,054 1,296 3,758110 STOCK BLDG SUPPLY HLDGS INC COM 3/13/2014 3/21/2014 2,201 2,145 56

4,224 STOCK BLDG SUPPLY HLDGS INC COM 3/13/2014 12/15/2014 64,142 82,368 (18,226)428 SYNAPTICS INC COM 8/6/2014 12/31/2014 29,555 35,328 (5,773)800 SYNAPTICS INC COM 6/12/2014 10/20/2014 57,889 68,011 (10,121)96 SYNAPTICS INC COM 8/1/2014 12/17/2014 6,304 7,605 (1,301)38 SYNAPTICS INC COM 8/6/2014 12/17/2014 2,495 3,137 (641)500 SYNAPTICS INC COM 8/6/2014 12/17/2014 32,833 41,573 (8,740)355 SYNAPTICS INC COM 8/6/2014 12/29/2014 24,941 29,302 (4,361)270 SYNAPTICS INC COM 7/1/2014 12/15/2014 17,784 24,752 (6,967)

1,200 SYNAPTICS INC COM 7/2/2014 12/15/2014 79,041 110,506 (31,465)400 SYNAPTICS INC COM 7/17/2014 12/15/2014 26,347 33,601 (7,254)404 SYNAPTICS INC COM 8/1/2014 12/15/2014 26,611 32,006 (5,395)100 SYNAPTICS INC COM 6/12/2014 10/20/2014 7,123 8,501 (1,378)280 SYNAPTICS INC COM 8/6/2014 12/23/2014 19,525 23,112 (3,587)

1,300 SYNAPTICS INC COM 6/12/2014 11/7/2014 82,576 109,335 (26,759)504 SYNAPTICS INC COM 7/1/2014 12/10/2014 32,553 46,203 (13,650)116 SYNAPTICS INC COM 6/20/2014 11/21/2014 6,987 10,452 (3,465)532 SYNAPTICS INC COM 7/1/2014 11/21/2014 32,044 48,770 (16,726)794 SYNAPTICS INC COM 7/1/2014 12/5/2014 50,891 72,788 (21,897)

1,100 SYNAPTICS INC COM 6/12/2014 11/10/2014 68,488 92,514 (24,026)384 SYNAPTICS INC COM 6/16/2014 11/10/2014 23,908 32,992 (9,083)300 SYNAPTICS INC COM 6/12/2014 10/17/2014 21,378 25,504 (4,126)716 SYNAPTICS INC COM 6/16/2014 11/10/2014 44,403 61,516 (17,113)

1,100 SYNAPTICS INC COM 6/17/2014 11/10/2014 68,216 99,366 (31,150)184 SYNAPTICS INC COM 6/17/2014 11/10/2014 11,411 16,588 (5,177)516 SYNAPTICS INC COM 6/18/2014 11/17/2014 31,230 46,285 (15,055)400 SYNAPTICS INC COM 6/19/2014 11/17/2014 24,209 35,949 (11,740)984 SYNAPTICS INC COM 6/20/2014 11/17/2014 59,555 88,663 (29,108)716 SYNAPTICS INC COM 6/17/2014 11/11/2014 44,954 64,547 (19,593)284 SYNAPTICS INC COM 6/18/2014 11/11/2014 17,831 25,475 (7,644)285 SYNAPTICS INC COM 8/6/2014 12/30/2014 19,627 23,524 (3,897)570 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/4/2013 4/4/2014 18,866 17,116 1,750700 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/5/2013 4/4/2014 23,169 21,158 2,011600 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/7/2013 4/4/2014 19,859 18,603 1,25630 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/4/2014 993 932 61370 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 11,475 11,450 25330 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 10,235 10,194 40175 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/22/2013 11/21/2014 7,614 5,172 2,442400 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/17/2013 10/9/2014 17,800 12,916 4,883270 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/26/2013 9/10/2014 11,977 7,381 4,596700 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/26/2013 9/10/2014 31,052 19,100 11,95330 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/29/2013 9/10/2014 1,331 840 491100 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 3,044 3,089 (45)570 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/2/2013 10/6/2014 25,734 16,565 9,170

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Expense of Sale (h) Gain (Loss)30 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/16/2013 10/6/2014 1,354 931 424370 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/20/2013 10/27/2014 17,115 11,614 5,50030 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/2/2013 10/27/2014 1,388 919 469400 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 12,314 12,432 (118)70 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/29/2013 9/16/2014 3,018 1,960 1,058230 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/29/2013 9/16/2014 9,917 6,401 3,515253 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/22/2013 11/21/2014 10,976 7,478 3,49837 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/13/2013 11/21/2014 1,605 1,236 37020 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/15/2014 625 602 2380 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/15/2014 2,500 2,431 69300 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/15/2014 9,376 9,096 280180 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/29/2014 4,744 5,418 (674)700 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/28/2013 1/29/2014 18,448 21,224 (2,775)120 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/4/2013 1/29/2014 3,163 3,603 (441)500 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/16/2013 10/6/2014 22,666 15,515 7,151100 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/2/2013 10/27/2014 4,659 3,063 1,596170 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/29/2013 9/16/2014 7,337 4,732 2,606430 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/30/2013 9/16/2014 18,558 12,215 6,343300 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/15/2014 9,373 9,030 343670 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/16/2013 10/8/2014 29,970 20,790 9,179130 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/17/2013 10/8/2014 5,815 4,198 1,61770 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/30/2013 10/3/2014 3,237 1,988 1,248330 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/2/2013 10/3/2014 15,259 9,590 5,669470 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/2/2013 4/22/2014 15,522 14,301 1,221130 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/12/2013 4/22/2014 4,293 3,623 670

1,080 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/19/2013 1/7/2014 33,112 33,919 (807)620 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/25/2013 1/7/2014 19,009 18,649 360

1,000 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/17/2013 10/8/2014 43,814 32,291 11,523300 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/2/2013 10/3/2014 13,930 8,718 5,212110 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/4/2013 3/21/2014 3,855 3,303 552251 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/13/2013 12/15/2014 10,054 8,366 1,68850 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/10/2014 12/15/2014 2,003 2,648 (645)432 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/10/2013 11/20/2014 18,597 11,913 6,684372 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/22/2013 11/20/2014 16,014 10,995 5,019300 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/11/2013 10/21/2014 13,752 9,493 4,259

1,300 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/12/2013 4/22/2014 42,594 36,234 6,360900 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/22/2014 26,904 27,090 (186)80 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/25/2013 1/7/2014 2,446 2,406 40520 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/27/2013 1/7/2014 15,899 15,803 96300 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/20/2013 10/24/2014 13,918 9,417 4,50070 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/17/2013 10/13/2014 3,022 2,260 761330 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/29/2013 10/13/2014 14,245 10,333 3,912800 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/4/2013 3/26/2014 27,259 24,023 3,236800 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/26/2013 5/8/2014 23,295 21,869 1,426700 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/15/2014 21,150 21,756 (605)

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Expense of Sale (h) Gain (Loss)110 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/13/2013 11/26/2014 4,784 3,673 1,111249 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/13/2013 11/26/2014 10,830 8,300 2,530600 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/29/2013 9/12/2014 26,521 16,798 9,724900 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/29/2013 10/13/2014 37,879 28,181 9,697470 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/2/2013 11/19/2014 19,794 14,394 5,401926 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/10/2013 11/19/2014 38,999 25,535 13,464770 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/12/2013 4/30/2014 22,041 21,462 579

1,000 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/12/2013 4/30/2014 28,625 27,650 975130 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/26/2013 4/30/2014 3,721 3,554 16870 SYNCHRONOSS TECHNOLOGIES INC COM STK 5/29/2013 10/17/2014 3,106 2,192 914330 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/11/2013 10/17/2014 14,642 10,442 4,200570 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/17/2014 17,905 17,608 297130 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/1/2013 4/17/2014 4,084 3,995 88553 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/13/2013 11/24/2014 23,121 18,467 4,654442 SYNCHRONOSS TECHNOLOGIES INC COM STK 7/10/2013 11/19/2014 18,704 12,188 6,515200 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/11/2013 10/23/2014 9,161 6,328 2,833330 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 10,093 10,212 (119)370 SYNCHRONOSS TECHNOLOGIES INC COM STK 3/8/2013 4/16/2014 11,317 11,499 (183)570 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/1/2013 4/17/2014 18,046 17,518 528330 SYNCHRONOSS TECHNOLOGIES INC COM STK 4/2/2013 4/17/2014 10,448 10,041 406170 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/12/2013 10/24/2014 7,902 5,394 2,507930 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/20/2013 10/24/2014 43,226 29,193 14,033470 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/11/2013 10/23/2014 21,814 14,872 6,943430 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/12/2013 10/23/2014 19,958 13,645 6,313229 TANGOE INC COM STK 9/24/2013 3/21/2014 4,178 5,376 (1,197)151 TANGOE INC COM STK 9/24/2013 12/15/2014 1,912 3,545 (1,633)

1,000 TANGOE INC COM STK 9/25/2013 12/15/2014 12,661 23,613 (10,952)600 TANGOE INC COM STK 9/26/2013 12/15/2014 7,596 14,730 (7,134)

1,900 TANGOE INC COM STK 9/27/2013 12/15/2014 24,055 45,950 (21,895)1,100 TANGOE INC COM STK 9/30/2013 12/15/2014 13,927 26,219 (12,293)1,300 TANGOE INC COM STK 9/30/2013 12/15/2014 16,459 31,284 (14,825)300 TANGOE INC COM STK 10/1/2013 12/15/2014 3,798 7,130 (3,331)

1,000 TANGOE INC COM STK 10/1/2013 12/15/2014 12,661 23,813 (11,152)1,100 TANGOE INC COM STK 10/14/2013 12/15/2014 13,927 27,087 (13,160)579 TANGOE INC COM STK 10/23/2013 12/15/2014 7,331 14,002 (6,671)

1,100 TERADYNE INC COM 1/8/2014 2/21/2014 22,267 19,746 2,5212,700 TERADYNE INC COM 1/8/2014 2/21/2014 54,656 48,804 5,8521,700 TERADYNE INC COM 1/9/2014 10/14/2014 28,165 30,693 (2,528)1,093 TERADYNE INC COM 1/14/2014 10/21/2014 19,138 20,390 (1,252)593 TERADYNE INC COM 1/13/2014 10/20/2014 10,097 10,928 (831)

1,007 TERADYNE INC COM 1/13/2014 10/20/2014 17,147 18,513 (1,366)1,400 TERADYNE INC COM 1/9/2014 10/13/2014 22,834 25,483 (2,648)893 TERADYNE INC COM 1/9/2014 10/17/2014 15,000 16,123 (1,123)707 TERADYNE INC COM 1/13/2014 10/17/2014 11,876 13,029 (1,154)293 TERADYNE INC COM 1/13/2014 10/20/2014 5,077 5,387 (310)

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Expense of Sale (h) Gain (Loss)807 TERADYNE INC COM 1/14/2014 10/20/2014 13,982 15,055 (1,072)

2,000 TERADYNE INC COM 1/8/2014 4/17/2014 38,168 35,901 2,267107 TERADYNE INC COM 1/8/2014 3/21/2014 2,160 1,921 239

1,000 TERADYNE INC COM 1/9/2014 10/16/2014 16,784 18,055 (1,271)2,293 TERADYNE INC COM 1/8/2014 10/2/2014 43,026 41,161 1,8653,007 TERADYNE INC COM 1/9/2014 10/2/2014 56,424 54,733 1,690300 TERADYNE INC COM 1/9/2014 10/2/2014 5,629 5,471 159893 TERADYNE INC COM 1/9/2014 10/14/2014 14,660 16,254 (1,595)607 TERADYNE INC COM 1/9/2014 10/14/2014 9,965 10,959 (995)

1,300 TERADYNE INC COM 1/9/2014 10/14/2014 21,508 23,471 (1,963)2,203 TEREX CORP NEW COM 5/31/2013 12/15/2014 57,961 80,364 (22,403)109 TEREX CORP NEW COM 5/31/2013 3/21/2014 4,643 3,976 667229 TESSERA TECHNOLOGIES INC COM STK 7/30/2010 3/21/2014 5,396 4,014 1,38171 TESSERA TECHNOLOGIES INC COM STK 9/6/2011 12/18/2014 2,460 928 1,532620 TESSERA TECHNOLOGIES INC COM STK 9/30/2011 12/18/2014 21,486 7,535 13,951367 TESSERA TECHNOLOGIES INC COM STK 11/16/2011 12/18/2014 12,718 6,337 6,381295 TESSERA TECHNOLOGIES INC COM STK 11/16/2011 12/22/2014 10,218 5,094 5,12499 TESSERA TECHNOLOGIES INC COM STK 11/28/2011 12/22/2014 3,429 1,638 1,791

1,411 TESSERA TECHNOLOGIES INC COM STK 7/30/2010 7/31/2014 36,867 24,735 12,1322,100 TESSERA TECHNOLOGIES INC COM STK 8/11/2010 7/31/2014 54,870 33,188 21,6811,389 TESSERA TECHNOLOGIES INC COM STK 8/12/2010 7/31/2014 36,292 21,841 14,451594 TESSERA TECHNOLOGIES INC COM STK 3/14/2011 12/17/2014 20,282 9,701 10,581991 TESSERA TECHNOLOGIES INC COM STK 11/28/2011 12/22/2014 34,410 16,398 18,012

1,011 TESSERA TECHNOLOGIES INC COM STK 8/12/2010 7/31/2014 26,459 15,897 10,562689 TESSERA TECHNOLOGIES INC COM STK 8/13/2010 7/31/2014 18,032 10,906 7,126481 TESSERA TECHNOLOGIES INC COM STK 11/16/2011 12/19/2014 16,650 8,305 8,344

8 TESSERA TECHNOLOGIES INC COM STK 3/14/2011 12/17/2014 273 131 1421,202 TESSERA TECHNOLOGIES INC COM STK 9/2/2011 12/17/2014 41,013 16,011 25,002987 TESSERA TECHNOLOGIES INC COM STK 11/16/2011 12/19/2014 34,170 17,042 17,127189 TESSERA TECHNOLOGIES INC COM STK 12/1/2010 12/11/2014 6,827 3,836 2,99119 TESSERA TECHNOLOGIES INC COM STK 11/28/2011 12/31/2014 682 314 368570 TESSERA TECHNOLOGIES INC COM STK 11/16/2011 12/19/2014 19,765 9,842 9,923153 TESSERA TECHNOLOGIES INC COM STK 8/13/2010 12/8/2014 5,400 2,422 2,978197 TESSERA TECHNOLOGIES INC COM STK 11/28/2011 12/31/2014 7,170 3,260 3,91149 TESSERA TECHNOLOGIES INC COM STK 11/8/2010 12/10/2014 1,797 1,049 748658 TESSERA TECHNOLOGIES INC COM STK 8/13/2010 12/9/2014 23,210 10,416 12,795200 TESSERA TECHNOLOGIES INC COM STK 11/8/2010 12/9/2014 7,055 4,280 2,775220 TESSERA TECHNOLOGIES INC COM STK 11/8/2010 12/10/2014 8,073 4,708 3,365

1,563 TESSERA TECHNOLOGIES INC COM STK 11/8/2010 12/9/2014 55,449 33,445 22,003330 TESSERA TECHNOLOGIES INC COM STK 12/1/2010 12/12/2014 11,672 6,698 4,975268 TESSERA TECHNOLOGIES INC COM STK 11/8/2010 12/10/2014 9,794 5,735 4,059560 TESSERA TECHNOLOGIES INC COM STK 12/1/2010 12/10/2014 20,465 11,366 9,099921 TESSERA TECHNOLOGIES INC COM STK 12/1/2010 12/15/2014 31,894 18,693 13,201600 TESSERA TECHNOLOGIES INC COM STK 12/3/2010 12/15/2014 20,778 12,149 8,629400 TESSERA TECHNOLOGIES INC COM STK 12/6/2010 12/15/2014 13,852 8,107 5,745

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Expense of Sale (h) Gain (Loss)600 TESSERA TECHNOLOGIES INC COM STK 12/7/2010 12/15/2014 20,778 12,161 8,617500 TESSERA TECHNOLOGIES INC COM STK 12/7/2010 12/15/2014 17,315 10,145 7,170

1,800 TESSERA TECHNOLOGIES INC COM STK 1/14/2011 12/15/2014 62,333 41,022 21,311300 TESSERA TECHNOLOGIES INC COM STK 3/10/2011 12/15/2014 10,389 4,821 5,568800 TESSERA TECHNOLOGIES INC COM STK 3/10/2011 12/15/2014 27,704 12,893 14,810

1,900 TESSERA TECHNOLOGIES INC COM STK 3/11/2011 12/15/2014 65,796 30,934 34,862398 TESSERA TECHNOLOGIES INC COM STK 3/14/2011 12/15/2014 13,783 6,500 7,282298 TESSERA TECHNOLOGIES INC COM STK 9/2/2011 12/18/2014 10,402 3,969 6,432529 TESSERA TECHNOLOGIES INC COM STK 9/6/2011 12/18/2014 18,465 6,917 11,547

5,114 TILLYS INC CL A 11/21/2012 12/15/2014 45,445 66,300 (20,856)219 TILLYS INC CL A 11/21/2012 3/21/2014 2,730 2,839 (109)28 ULTRATECH INC EFF 06‐10‐03 12/19/2013 12/26/2014 518 783 (265)600 ULTRATECH INC EFF 06‐10‐03 12/20/2013 12/26/2014 11,107 16,873 (5,766)88 ULTRATECH INC EFF 06‐10‐03 12/26/2013 12/26/2014 1,629 2,504 (875)982 ULTRATECH INC EFF 06‐10‐03 11/19/2013 11/21/2014 18,455 23,939 (5,483)722 ULTRATECH INC EFF 06‐10‐03 11/21/2013 12/10/2014 13,199 18,521 (5,322)55 ULTRATECH INC EFF 06‐10‐03 11/22/2013 12/10/2014 1,005 1,413 (408)710 ULTRATECH INC EFF 06‐10‐03 11/6/2013 11/13/2014 13,879 18,027 (4,148)790 ULTRATECH INC EFF 06‐10‐03 11/11/2013 11/13/2014 15,443 19,155 (3,712)10 ULTRATECH INC EFF 06‐10‐03 11/11/2013 11/17/2014 194 242 (49)821 ULTRATECH INC EFF 06‐10‐03 11/13/2013 11/17/2014 15,886 20,097 (4,211)93 ULTRATECH INC EFF 06‐10‐03 11/22/2013 12/11/2014 1,689 2,390 (700)

1,000 ULTRATECH INC EFF 06‐10‐03 11/6/2013 11/10/2014 19,148 25,390 (6,242)460 ULTRATECH INC EFF 06‐10‐03 11/13/2013 11/19/2014 8,795 11,260 (2,465)700 ULTRATECH INC EFF 06‐10‐03 11/13/2013 11/19/2014 13,384 16,811 (3,428)

1 ULTRATECH INC EFF 06‐10‐03 11/19/2013 11/19/2014 19 24 (5)410 ULTRATECH INC EFF 06‐10‐03 11/5/2013 10/21/2014 8,652 10,246 (1,594)490 ULTRATECH INC EFF 06‐10‐03 11/6/2013 10/21/2014 10,340 12,441 (2,101)219 ULTRATECH INC EFF 06‐10‐03 11/13/2013 11/17/2014 4,280 5,361 (1,081)152 ULTRATECH INC EFF 06‐10‐03 11/22/2013 12/11/2014 2,718 3,906 (1,188)400 ULTRATECH INC EFF 06‐10‐03 12/10/2013 12/11/2014 7,152 10,244 (3,092)600 ULTRATECH INC EFF 06‐10‐03 12/11/2013 12/11/2014 10,728 16,146 (5,418)140 ULTRATECH INC EFF 06‐10‐03 12/12/2013 12/11/2014 2,503 3,781 (1,278)

1,600 ULTRATECH INC EFF 06‐10‐03 11/5/2013 10/17/2014 33,287 39,984 (6,697)726 ULTRATECH INC EFF 06‐10‐03 12/17/2013 12/18/2014 12,765 20,490 (7,725)572 ULTRATECH INC EFF 06‐10‐03 12/19/2013 12/18/2014 10,057 15,999 (5,941)110 ULTRATECH INC EFF 06‐10‐03 11/5/2013 3/21/2014 3,268 2,749 519260 ULTRATECH INC EFF 06‐10‐03 12/12/2013 12/15/2014 4,542 7,023 (2,480)300 ULTRATECH INC EFF 06‐10‐03 12/12/2013 12/15/2014 5,241 8,095 (2,854)800 ULTRATECH INC EFF 06‐10‐03 12/13/2013 12/15/2014 13,975 21,655 (7,679)374 ULTRATECH INC EFF 06‐10‐03 12/17/2013 12/15/2014 6,534 10,555 (4,022)17 ULTRATECH INC EFF 06‐10‐03 11/19/2013 12/10/2014 309 414 (105)778 ULTRATECH INC EFF 06‐10‐03 11/21/2013 12/10/2014 14,163 19,958 (5,795)533 UNILIFE CORP NEW COM STK 7/23/2012 12/15/2014 1,460 1,736 (276)

2,400 UNILIFE CORP NEW COM STK 7/24/2012 12/15/2014 6,572 7,675 (1,103)

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Expense of Sale (h) Gain (Loss)700 UNILIFE CORP NEW COM STK 7/25/2012 12/15/2014 1,917 2,234 (317)

1,600 UNILIFE CORP NEW COM STK 7/26/2012 12/15/2014 4,382 5,135 (753)1,100 UNILIFE CORP NEW COM STK 7/27/2012 12/15/2014 3,012 3,562 (549)1,200 UNILIFE CORP NEW COM STK 7/30/2012 12/15/2014 3,286 3,918 (632)2,800 UNILIFE CORP NEW COM STK 7/31/2012 12/15/2014 7,668 9,037 (1,369)2,100 UNILIFE CORP NEW COM STK 8/1/2012 12/15/2014 5,751 6,614 (863)2,300 UNILIFE CORP NEW COM STK 8/2/2012 12/15/2014 6,298 6,753 (455)1,200 UNILIFE CORP NEW COM STK 8/3/2012 12/15/2014 3,286 3,663 (377)1,179 UNILIFE CORP NEW COM STK 8/6/2012 12/15/2014 3,229 3,698 (469)300 UNILIFE CORP NEW COM STK 6/29/2012 3/11/2014 1,333 977 356100 UNILIFE CORP NEW COM STK 5/15/2012 3/6/2014 430 392 38100 UNILIFE CORP NEW COM STK 5/16/2012 3/6/2014 430 400 30100 UNILIFE CORP NEW COM STK 5/17/2012 3/6/2014 430 405 25100 UNILIFE CORP NEW COM STK 5/18/2012 3/6/2014 430 402 28100 UNILIFE CORP NEW COM STK 5/24/2012 3/6/2014 430 403 27100 UNILIFE CORP NEW COM STK 5/29/2012 3/6/2014 430 411 19100 UNILIFE CORP NEW COM STK 5/30/2012 3/6/2014 430 403 27200 UNILIFE CORP NEW COM STK 5/31/2012 3/6/2014 859 826 33100 UNILIFE CORP NEW COM STK 6/1/2012 3/6/2014 430 408 21100 UNILIFE CORP NEW COM STK 6/4/2012 3/6/2014 430 401 29100 UNILIFE CORP NEW COM STK 6/5/2012 3/6/2014 430 403 27100 UNILIFE CORP NEW COM STK 6/6/2012 3/6/2014 430 409 20100 UNILIFE CORP NEW COM STK 6/7/2012 3/6/2014 430 411 19600 UNILIFE CORP NEW COM STK 6/8/2012 3/6/2014 2,578 2,667 (89)100 UNILIFE CORP NEW COM STK 6/29/2012 3/6/2014 430 326 104500 UNILIFE CORP NEW COM STK 6/29/2012 3/11/2014 2,198 1,629 569600 UNILIFE CORP NEW COM STK 7/20/2012 3/11/2014 2,637 1,959 679400 UNILIFE CORP NEW COM STK 7/20/2012 3/11/2014 1,772 1,306 466

3,600 UNILIFE CORP NEW COM STK 6/29/2012 3/10/2014 15,442 11,726 3,716300 UNILIFE CORP NEW COM STK 7/20/2012 3/21/2014 1,581 979 602267 UNILIFE CORP NEW COM STK 7/23/2012 3/21/2014 1,407 869 538400 UNVL DISPLAY CORP COM 1/8/2014 6/2/2014 10,387 14,149 (3,762)197 UNVL DISPLAY CORP COM 1/8/2014 11/19/2014 5,410 6,910 (1,500)871 UNVL DISPLAY CORP COM 1/10/2014 11/19/2014 23,920 30,236 (6,316)103 UNVL DISPLAY CORP COM 1/7/2014 5/12/2014 2,746 3,426 (679)697 UNVL DISPLAY CORP COM 1/7/2014 5/12/2014 18,584 23,938 (5,354)300 UNVL DISPLAY CORP COM 1/8/2014 6/4/2014 7,594 10,612 (3,018)

3 UNVL DISPLAY CORP COM 1/8/2014 6/5/2014 83 105 (22)400 UNVL DISPLAY CORP COM 1/8/2014 6/5/2014 11,076 14,068 (2,992)497 UNVL DISPLAY CORP COM 1/8/2014 6/5/2014 13,762 17,581 (3,818)400 UNVL DISPLAY CORP COM 1/8/2014 6/3/2014 10,366 14,149 (3,784)397 UNVL DISPLAY CORP COM 1/3/2014 5/9/2014 10,730 13,493 (2,763)

1,000 UNVL DISPLAY CORP COM 1/6/2014 5/9/2014 27,029 33,598 (6,570)3 UNVL DISPLAY CORP COM 1/7/2014 5/9/2014 81 103 (22)

497 UNVL DISPLAY CORP COM 1/7/2014 5/13/2014 12,614 16,530 (3,915)

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Expense of Sale (h) Gain (Loss)3 UNVL DISPLAY CORP COM 1/8/2014 5/13/2014 76 106 (30)

697 UNVL DISPLAY CORP COM 12/31/2013 4/15/2014 20,386 23,561 (3,175)303 UNVL DISPLAY CORP COM 1/2/2014 4/15/2014 8,862 10,307 (1,445)103 UNVL DISPLAY CORP COM 1/3/2014 4/22/2014 3,023 3,501 (478)397 UNVL DISPLAY CORP COM 1/3/2014 4/22/2014 11,651 13,533 (1,882)497 UNVL DISPLAY CORP COM 1/2/2014 4/16/2014 14,404 16,906 (2,503)

3 UNVL DISPLAY CORP COM 1/2/2014 4/16/2014 87 101 (15)597 UNVL DISPLAY CORP COM 1/2/2014 4/16/2014 17,034 20,191 (3,157)103 UNVL DISPLAY CORP COM 1/3/2014 4/16/2014 2,939 3,511 (572)729 UNVL DISPLAY CORP COM 1/10/2014 11/20/2014 20,125 25,307 (5,182)

3 UNVL DISPLAY CORP COM 12/31/2013 3/21/2014 105 101 3300 UNVL DISPLAY CORP COM 1/3/2014 4/17/2014 8,793 10,226 (1,434)208 UTD THERAPEUTICS CORP DEL COM STK 1/29/2014 7/9/2014 19,330 22,245 (2,915)392 UTD THERAPEUTICS CORP DEL COM STK 1/29/2014 7/9/2014 36,429 42,045 (5,616)192 UTD THERAPEUTICS CORP DEL COM STK 1/10/2014 6/17/2014 16,715 21,059 (4,344)408 UTD THERAPEUTICS CORP DEL COM STK 1/16/2014 6/17/2014 35,520 45,789 (10,269)200 UTD THERAPEUTICS CORP DEL COM STK 4/4/2014 9/29/2014 26,641 18,108 8,533392 UTD THERAPEUTICS CORP DEL COM STK 4/4/2014 10/8/2014 51,070 35,491 15,578

8 UTD THERAPEUTICS CORP DEL COM STK 4/7/2014 10/8/2014 1,042 752 29092 UTD THERAPEUTICS CORP DEL COM STK 6/11/2013 4/15/2014 8,487 6,157 2,330308 UTD THERAPEUTICS CORP DEL COM STK 7/15/2013 4/15/2014 28,413 21,232 7,181492 UTD THERAPEUTICS CORP DEL COM STK 1/16/2014 6/18/2014 42,440 55,216 (12,776)

8 UTD THERAPEUTICS CORP DEL COM STK 1/29/2014 6/18/2014 690 858 (168)392 UTD THERAPEUTICS CORP DEL COM STK 4/7/2014 10/8/2014 51,464 36,843 14,620108 UTD THERAPEUTICS CORP DEL COM STK 4/24/2014 10/8/2014 14,179 10,129 4,050262 UTD THERAPEUTICS CORP DEL COM STK 4/24/2014 12/15/2014 33,868 24,573 9,295200 UTD THERAPEUTICS CORP DEL COM STK 4/24/2014 10/8/2014 26,309 18,758 7,551292 UTD THERAPEUTICS CORP DEL COM STK 1/29/2014 8/29/2014 33,005 31,228 1,777300 UTD THERAPEUTICS CORP DEL COM STK 2/3/2014 8/29/2014 33,910 29,289 4,621500 UTD THERAPEUTICS CORP DEL COM STK 2/27/2014 8/29/2014 56,516 51,042 5,474308 UTD THERAPEUTICS CORP DEL COM STK 2/27/2014 8/29/2014 34,814 31,327 3,486200 UTD THERAPEUTICS CORP DEL COM STK 4/4/2014 10/6/2014 25,685 18,108 7,577

4 UTD THERAPEUTICS CORP DEL COM STK 6/11/2013 3/21/2014 375 268 107292 UTD THERAPEUTICS CORP DEL COM STK 2/27/2014 9/11/2014 35,052 29,700 5,352208 UTD THERAPEUTICS CORP DEL COM STK 3/7/2014 9/11/2014 24,969 20,839 4,130200 UTD THERAPEUTICS CORP DEL COM STK 1/29/2014 7/8/2014 18,643 21,451 (2,808)400 UTD THERAPEUTICS CORP DEL COM STK 3/7/2014 9/19/2014 51,357 40,075 11,282392 UTD THERAPEUTICS CORP DEL COM STK 7/15/2013 4/17/2014 38,184 27,023 11,161

8 UTD THERAPEUTICS CORP DEL COM STK 9/27/2013 4/17/2014 779 633 146292 UTD THERAPEUTICS CORP DEL COM STK 12/30/2013 6/17/2014 25,174 32,656 (7,482)100 UTD THERAPEUTICS CORP DEL COM STK 12/31/2013 6/17/2014 8,621 11,404 (2,782)208 UTD THERAPEUTICS CORP DEL COM STK 12/31/2013 6/17/2014 17,932 23,387 (5,455)192 UTD THERAPEUTICS CORP DEL COM STK 3/7/2014 9/19/2014 24,964 19,236 5,728108 UTD THERAPEUTICS CORP DEL COM STK 4/4/2014 9/19/2014 14,042 9,778 4,264492 UTD THERAPEUTICS CORP DEL COM STK 9/27/2013 6/16/2014 44,552 38,948 5,605

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Expense of Sale (h) Gain (Loss)508 UTD THERAPEUTICS CORP DEL COM STK 10/1/2013 6/16/2014 46,001 41,195 4,80692 UTD THERAPEUTICS CORP DEL COM STK 12/31/2013 6/17/2014 8,108 10,344 (2,236)100 UTD THERAPEUTICS CORP DEL COM STK 1/8/2014 6/17/2014 8,813 10,995 (2,181)

1,000 UTD THERAPEUTICS CORP DEL COM STK 1/8/2014 6/17/2014 88,131 109,793 (21,662)208 UTD THERAPEUTICS CORP DEL COM STK 1/9/2014 6/17/2014 18,331 22,500 (4,169)92 UTD THERAPEUTICS CORP DEL COM STK 10/1/2013 6/16/2014 8,351 7,461 891400 UTD THERAPEUTICS CORP DEL COM STK 10/2/2013 6/16/2014 36,310 33,223 3,086700 UTD THERAPEUTICS CORP DEL COM STK 10/2/2013 6/16/2014 63,542 58,226 5,316108 UTD THERAPEUTICS CORP DEL COM STK 12/30/2013 6/16/2014 9,804 12,078 (2,275)392 UTD THERAPEUTICS CORP DEL COM STK 1/9/2014 6/17/2014 33,960 42,404 (8,444)208 UTD THERAPEUTICS CORP DEL COM STK 1/10/2014 6/17/2014 18,020 22,814 (4,795)400 UTD THERAPEUTICS CORP DEL COM STK 1/10/2014 6/17/2014 34,653 44,247 (9,594)

4,990 UTI WORLDWIDE INC ORD NPV 1/12/2011 3/4/2014 53,417 110,005 (56,588)800 UTI WORLDWIDE INC ORD NPV 1/12/2011 3/4/2014 8,564 17,458 (8,894)

1,500 UTI WORLDWIDE INC ORD NPV 1/13/2011 3/4/2014 16,057 32,692 (16,635)600 UTI WORLDWIDE INC ORD NPV 1/14/2011 3/4/2014 6,423 13,104 (6,681)100 UTI WORLDWIDE INC ORD NPV 1/14/2011 3/4/2014 1,070 2,175 (1,105)900 UTI WORLDWIDE INC ORD NPV 1/18/2011 3/4/2014 9,634 19,844 (10,210)400 UTI WORLDWIDE INC ORD NPV 1/18/2011 3/4/2014 4,282 8,810 (4,528)200 UTI WORLDWIDE INC ORD NPV 1/19/2011 3/4/2014 2,141 4,406 (2,265)380 UTI WORLDWIDE INC ORD NPV 9/30/2011 3/4/2014 4,068 5,047 (979)

1,676 VERA BRADLEY INC COM STK 5/4/2012 12/15/2014 34,094 42,937 (8,843)77 VERA BRADLEY INC COM STK 5/7/2012 12/15/2014 1,566 1,989 (422)4 VERA BRADLEY INC COM STK 5/4/2012 3/21/2014 115 102 13

900 VIRTUSA CORP COM 11/16/2010 1/3/2014 33,140 11,918 21,223604 VIRTUSA CORP COM 11/16/2010 12/15/2014 24,394 7,998 16,396300 VIRTUSA CORP COM 11/17/2010 12/15/2014 12,116 3,941 8,175536 VIRTUSA CORP COM 11/17/2010 12/15/2014 21,647 7,018 14,629

6 VIRTUSA CORP COM 11/16/2010 3/21/2014 209 79 129600 VIRTUSA CORP COM 11/16/2010 8/6/2014 20,084 7,945 12,139107 VITAMIN SHOPPE INC COM 7/11/2013 3/21/2014 4,860 5,113 (253)163 VITAMIN SHOPPE INC COM 7/11/2013 12/15/2014 7,512 7,789 (277)300 VITAMIN SHOPPE INC COM 7/12/2013 12/15/2014 13,825 14,641 (816)

1,225 VITAMIN SHOPPE INC COM 7/12/2013 12/15/2014 56,452 59,684 (3,232)2,051 WABCO HLDGS INC COM STK 12/16/2009 12/15/2014 208,719 51,664 157,054108 WABCO HLDGS INC COM STK 12/16/2009 3/21/2014 11,364 2,721 8,643

3 WADDELL & REED FINL INC CL A COM 10/28/2009 3/21/2014 221 88 132417 WADDELL & REED FINL INC CL A COM 10/28/2009 12/15/2014 18,482 12,260 6,222436 WADDELL & REED FINL INC CL A COM 1/6/2010 12/15/2014 19,324 14,000 5,324652 WASTE CONNECTIONS INC COM 5/27/2004 1/30/2014 26,535 8,124 18,410

1,038 WASTE CONNECTIONS INC COM 5/27/2004 1/30/2014 42,138 12,928 29,2102,363 WASTE CONNECTIONS INC COM 6/8/2004 1/30/2014 95,953 29,748 66,205300 WASTE CONNECTIONS INC COM 9/30/2011 1/30/2014 12,184 10,137 2,048110 WATSCO INC COM 1/24/2007 3/21/2014 10,985 5,509 5,476470 WATSCO INC COM 1/24/2007 12/15/2014 48,440 23,537 24,903

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Expense of Sale (h) Gain (Loss)200 WATSCO INC COM 1/25/2007 12/15/2014 20,613 10,026 10,586

1,808 WATSCO INC COM 2/14/2007 12/15/2014 186,340 94,379 91,961431 WEB COM GROUP INC COM 1/6/2012 12/19/2014 8,522 5,021 3,501400 WEB COM GROUP INC COM 1/9/2012 12/19/2014 7,909 4,665 3,244300 WEB COM GROUP INC COM 1/12/2012 12/19/2014 5,932 3,388 2,544332 WEB COM GROUP INC COM 1/13/2012 12/19/2014 6,565 3,755 2,809118 WEB COM GROUP INC COM 9/9/2011 3/21/2014 4,317 974 3,343

1,072 WEB COM GROUP INC COM 9/9/2011 12/15/2014 18,955 8,852 10,103300 WEB COM GROUP INC COM 9/12/2011 12/15/2014 5,305 2,447 2,858800 WEB COM GROUP INC COM 9/14/2011 12/15/2014 14,146 6,756 7,390

1,200 WEB COM GROUP INC COM 9/19/2011 12/15/2014 21,219 10,294 10,925240 WEB COM GROUP INC COM 9/30/2011 12/15/2014 4,244 1,718 2,526300 WEB COM GROUP INC COM 10/4/2011 12/15/2014 5,305 1,967 3,338100 WEB COM GROUP INC COM 10/21/2011 12/15/2014 1,768 826 942800 WEB COM GROUP INC COM 10/25/2011 12/15/2014 14,146 6,945 7,201259 WEB COM GROUP INC COM 10/26/2011 12/15/2014 4,580 2,149 2,43172 WEB COM GROUP INC COM 10/26/2011 12/18/2014 1,423 597 82669 WEB COM GROUP INC COM 10/26/2011 12/18/2014 1,360 573 787

1,300 WEB COM GROUP INC COM 12/20/2011 12/18/2014 25,622 13,867 11,756300 WEB COM GROUP INC COM 12/21/2011 12/18/2014 5,913 3,155 2,758469 WEB COM GROUP INC COM 1/6/2012 12/18/2014 9,244 5,464 3,780173 WESCO INTL INC COM 9/24/2008 3/25/2014 14,291 6,054 8,236

2,227 WESCO INTL INC COM 7/31/2009 3/25/2014 183,961 54,853 129,108973 WESCO INTL INC COM 8/5/2009 3/26/2014 78,854 24,273 54,581130 WESCO INTL INC COM 9/30/2011 3/26/2014 10,536 4,469 6,066597 WESCO INTL INC COM 10/10/2011 3/26/2014 48,382 22,296 26,086107 WESCO INTL INC COM 9/24/2008 3/21/2014 8,850 3,745 5,105973 WESCO INTL INC COM 7/31/2009 3/26/2014 79,747 23,966 55,781527 WESCO INTL INC COM 8/3/2009 3/26/2014 43,193 13,210 29,983803 WESCO INTL INC COM 10/10/2011 12/15/2014 57,754 29,990 27,764100 WESCO INTL INC COM 10/11/2011 12/15/2014 7,192 3,765 3,428341 WESCO INTL INC COM 10/12/2011 12/15/2014 24,526 13,574 10,952600 WESCO INTL INC COM 9/24/2008 3/25/2014 49,499 20,998 28,501773 WESCO INTL INC COM 8/3/2009 3/26/2014 62,552 19,376 43,176227 WESCO INTL INC COM 8/5/2009 3/26/2014 18,369 5,663 12,706

3 WEX INC COM 8/9/2012 3/21/2014 289 192 97200 WEX INC COM 8/9/2012 12/15/2014 18,925 12,762 6,163477 WEX INC COM 8/9/2012 12/15/2014 45,136 30,490 14,646190 WEX INC COM 8/10/2012 12/15/2014 17,979 12,096 5,883

2,400 WPX ENERGY INC COM SHS 10/10/2014 12/15/2014 25,906 46,723 (20,816)428 WPX ENERGY INC COM SHS 10/10/2014 12/15/2014 4,620 8,213 (3,593)

2,200 WPX ENERGY INC COM SHS 10/10/2014 12/15/2014 23,748 42,708 (18,961)1,400 WPX ENERGY INC COM SHS 10/10/2014 12/15/2014 15,112 27,139 (12,027)

70 YELP INC CL A 1/27/2014 3/13/2014 6,229 5,093 1,137930 YELP INC CL A 1/27/2014 3/13/2014 82,761 66,439 16,322

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Expense of Sale (h) Gain (Loss)330 YELP INC CL A 12/20/2013 2/6/2014 29,784 22,409 7,375170 YELP INC CL A 12/20/2013 2/6/2014 15,343 11,630 3,713900 YELP INC CL A 12/20/2013 2/6/2014 81,228 61,298 19,930170 YELP INC CL A 12/12/2013 2/5/2014 12,716 10,990 1,726430 YELP INC CL A 12/20/2013 2/5/2014 32,164 29,417 2,747700 YELP INC CL A 4/4/2014 5/1/2014 45,180 46,472 (1,293)700 YELP INC CL A 4/28/2014 7/31/2014 46,900 38,961 7,940169 YELP INC CL A 10/2/2014 10/31/2014 9,756 11,643 (1,887)131 YELP INC CL A 10/9/2014 10/31/2014 7,562 9,259 (1,696)69 YELP INC CL A 9/29/2014 10/29/2014 3,946 4,886 (940)731 YELP INC CL A 9/30/2014 10/29/2014 41,807 50,975 (9,168)169 YELP INC CL A 9/24/2014 10/23/2014 9,831 12,306 (2,475)131 YELP INC CL A 9/29/2014 10/23/2014 7,621 9,276 (1,655)500 YELP INC CL A 9/29/2014 10/23/2014 29,087 35,636 (6,550)262 YELP INC CL A 10/9/2014 11/18/2014 15,133 18,517 (3,384)300 YELP INC CL A 1/27/2014 3/13/2014 27,400 21,069 6,33170 YELP INC CL A 1/27/2014 3/13/2014 6,393 5,001 1,393700 YELP INC CL A 1/29/2014 3/13/2014 63,934 51,096 12,838700 YELP INC CL A 1/30/2014 3/13/2014 63,934 52,899 11,034630 YELP INC CL A 2/3/2014 3/13/2014 57,540 47,268 10,272400 YELP INC CL A 2/3/2014 3/13/2014 36,534 30,083 6,450

1,100 YELP INC CL A 1/24/2014 3/6/2014 108,276 83,959 24,31770 YELP INC CL A 12/20/2013 2/6/2014 6,274 4,753 1,521900 YELP INC CL A 12/20/2013 2/6/2014 80,672 60,660 20,012800 YELP INC CL A 12/20/2013 2/6/2014 71,708 54,319 17,389230 YELP INC CL A 12/30/2013 2/6/2014 20,616 15,202 5,41570 YELP INC CL A 2/3/2014 3/19/2014 6,103 5,252 851430 YELP INC CL A 2/3/2014 3/19/2014 37,487 31,855 5,632770 YELP INC CL A 2/20/2014 3/21/2014 64,025 70,773 (6,748)430 YELP INC CL A 2/25/2014 3/21/2014 35,754 41,140 (5,386)169 YELP INC CL A 4/28/2014 7/31/2014 11,486 9,406 2,080531 YELP INC CL A 6/12/2014 7/31/2014 36,091 35,991 99269 YELP INC CL A 9/30/2014 10/29/2014 15,702 18,758 (3,056)531 YELP INC CL A 10/2/2014 10/29/2014 30,995 36,583 (5,588)70 YELP INC CL A 12/30/2013 2/6/2014 6,205 4,627 1,578500 YELP INC CL A 12/30/2013 2/6/2014 44,319 33,026 11,293300 YELP INC CL A 12/31/2013 2/6/2014 26,592 20,043 6,548600 YELP INC CL A 12/31/2013 2/6/2014 53,183 41,308 11,875100 YELP INC CL A 12/31/2013 2/6/2014 8,864 6,611 2,253500 YELP INC CL A 1/2/2014 2/6/2014 44,319 33,631 10,689600 YELP INC CL A 1/2/2014 2/6/2014 53,183 40,739 12,444130 YELP INC CL A 1/6/2014 2/6/2014 11,523 9,358 2,165

1 YELP INC CL A 2/25/2014 3/21/2014 85 96 (11)169 YELP INC CL A 6/12/2014 7/31/2014 11,516 11,455 61

1,131 YELP INC CL A 6/12/2014 7/31/2014 77,070 75,977 1,093

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Expense of Sale (h) Gain (Loss)56 YELP INC CL A 10/9/2014 12/15/2014 3,000 3,958 (958)400 YELP INC CL A 2/25/2014 4/9/2014 28,477 38,270 (9,793)331 YELP INC CL A 2/25/2014 4/9/2014 23,532 31,630 (8,099)269 YELP INC CL A 2/25/2014 4/9/2014 19,124 25,737 (6,613)500 YELP INC CL A 10/2/2014 10/30/2014 28,583 34,447 (5,865)69 YELP INC CL A 4/4/2014 5/2/2014 4,138 4,581 (443)700 YELP INC CL A 4/7/2014 5/2/2014 41,976 46,869 (4,892)531 YELP INC CL A 4/25/2014 5/2/2014 31,842 30,649 1,193

1,130 YELP INC CL A 1/6/2014 2/28/2014 106,084 79,541 26,543170 YELP INC CL A 1/6/2014 2/28/2014 15,960 12,237 3,722

1,600 YELP INC CL A 11/11/2013 2/4/2014 124,106 101,228 22,878670 YELP INC CL A 12/4/2013 2/5/2014 50,660 41,848 8,81330 YELP INC CL A 12/5/2013 2/5/2014 2,268 1,890 378530 YELP INC CL A 1/6/2014 2/28/2014 48,770 36,758 12,012500 YELP INC CL A 1/6/2014 2/28/2014 46,010 34,882 11,128270 YELP INC CL A 1/6/2014 2/28/2014 24,845 19,005 5,84070 YELP INC CL A 11/11/2013 2/4/2014 5,418 4,429 989

1,130 YELP INC CL A 12/4/2013 2/4/2014 87,463 70,606 16,8571,300 YELP INC CL A 12/5/2013 2/5/2014 99,507 81,919 17,587270 YELP INC CL A 1/6/2014 2/28/2014 25,855 18,726 7,129

1,800 YELP INC CL A 1/14/2014 2/28/2014 172,368 141,449 30,919100 YELP INC CL A 1/24/2014 2/28/2014 9,576 7,642 1,934130 YELP INC CL A 1/24/2014 2/28/2014 12,449 9,922 2,526270 YELP INC CL A 12/4/2013 2/4/2014 20,836 16,870 3,965830 YELP INC CL A 12/4/2013 2/4/2014 64,051 51,841 12,210230 YELP INC CL A 12/5/2013 2/5/2014 17,307 14,491 2,815170 YELP INC CL A 12/5/2013 2/5/2014 12,792 10,713 2,079700 YELP INC CL A 9/29/2014 10/24/2014 40,616 49,567 (8,951)800 YELP INC CL A 9/29/2014 10/28/2014 47,111 56,648 (9,538)170 YELP INC CL A 1/24/2014 3/7/2014 16,823 12,975 3,848430 YELP INC CL A 1/27/2014 3/7/2014 42,552 31,284 11,268600 YELP INC CL A 1/27/2014 3/7/2014 59,375 43,928 15,44830 YELP INC CL A 12/5/2013 2/5/2014 2,275 1,887 389

1,270 YELP INC CL A 12/5/2013 2/5/2014 96,316 80,017 16,299170 YELP INC CL A 2/3/2014 3/20/2014 14,382 12,594 1,788330 YELP INC CL A 2/20/2014 3/20/2014 27,918 30,331 (2,413)269 YELP INC CL A 2/25/2014 5/1/2014 17,343 25,706 (8,363)331 YELP INC CL A 4/4/2014 5/1/2014 21,340 21,975 (635)169 YELP INC CL A 4/25/2014 7/31/2014 11,333 9,755 1,579231 YELP INC CL A 4/28/2014 7/31/2014 15,491 12,857 2,634

1,700 YELP INC CL A 4/25/2014 5/28/2014 106,563 98,122 8,441770 YELP INC CL A 12/5/2013 2/5/2014 58,235 48,422 9,813430 YELP INC CL A 12/12/2013 2/5/2014 32,521 27,799 4,722700 YELP INC CL A 4/4/2014 5/1/2014 45,558 46,472 (914)300 YELP INC CL A 4/28/2014 7/31/2014 20,262 16,697 3,564

110



Attachment 2APart 4

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Expense of Sale (h) Gain (Loss)1,069 YELP INC CL A 6/12/2014 10/23/2014 62,698 71,812 (9,114)1,100 YELP INC CL A 7/29/2014 10/23/2014 64,516 76,361 (11,845)1,000 YELP INC CL A 9/19/2014 10/23/2014 58,651 75,911 (17,260)800 YELP INC CL A 9/19/2014 10/23/2014 46,921 61,234 (14,312)600 YELP INC CL A 9/24/2014 10/23/2014 35,191 43,883 (8,692)331 YELP INC CL A 9/24/2014 10/23/2014 19,414 24,102 (4,689)800 YELP INC CL A 9/24/2014 10/23/2014 46,921 58,496 (11,575)949 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 4/28/2014 9/29/2014 70,226 28,881 41,345800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 6/12/2014 9/29/2014 59,200 35,161 24,039800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 7/23/2014 9/29/2014 59,200 37,862 21,338

4,800 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 8/7/2014 9/29/2014 355,200 215,418 139,7822,000 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 8/12/2014 9/29/2014 148,000 90,880 57,1201,000 #REORG/INTERMUNE INC COM CASH MERGER 09‐30‐2014 8/13/2014 9/29/2014 74,000 51,624 22,376

0 COGENT COMMUNICATIONS HLDGS INC 3/27/2014 13,423 0 13,4230 #REORG/PENSON WORLDWIDE PLAN OF REORG PENSION WORLDWIDE 6163973 8/15/2013 5/27/2014 5,252 0 5,2520 NAVISTAR INTL CORP NEW COM 3/13/2014 43 0 43

TOTAL 74,902,375 62,987,070 11,915,305

111



Attachment 2APart 5

Page 1 of 1


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

1 AMERN AIRLS PASS 10.375% DUE 07‐02‐2019 10/30/2013 8/29/2014 923 0 923TOTAL CORPORATE BONDS 923 0 923

0 #REORG/DELL INC CASH MERGER 10‐29‐2013 10/7/2014 39,024 0 39,0240 #REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08 3/19/2014 150 0 1500 COMPUTER SCI CORP COM 10/27/2014 2,084 0 2,0840 GENERAL ELECTRIC CO 10/29/2014 49 0 49

TOTAL EQUITIES 41,306 0 41,306

GRAND TOTAL 42,229

112

The Andrew W. Mellon Foundationform 990‐PF13‐1879954Calendar Year 2014


Attachment 2APart 6

Page 1 of 43





Expense of Sale (h) Gain (Loss)940 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 7/31/2014 110,186 8,455 101,731450 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 7/31/2014 52,147 4,048 48,099720 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 2/28/2014 106,695 6,476 100,218356 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 12/12/2014 49,586 3,203 46,382

3,348 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/10/2009 12/12/2014 466,170 30,942 435,229306 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/12/2009 12/12/2014 42,575 2,894 39,681

1,120 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/4/2009 1/30/2014 151,983 10,245 141,7381,960 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/4/2009 1/10/2014 255,890 17,928 237,961410 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 5/30/2014 54,531 3,688 50,843294 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/4/2009 2/10/2014 40,446 2,686 37,760436 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/9/2009 2/10/2014 60,098 3,925 56,173

1,570 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/24/2013 12/12/2014 121,001 98,905 22,095120 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/24/2013 12/12/2014 9,248 7,540 1,708

1,000 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/26/2013 12/12/2014 77,070 63,570 13,500250 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/21/2013 6/19/2014 22,841 16,642 6,199210 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/26/2013 6/19/2014 19,187 14,340 4,846

1,970 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/26/2013 6/19/2014 179,988 134,922 45,066130 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/6/2013 6/17/2014 11,466 8,454 3,012

1,040 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/7/2013 6/17/2014 91,729 67,796 23,93280 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/13/2013 6/17/2014 7,056 5,177 1,87990 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/5/2013 6/16/2014 8,008 5,794 2,213

4,910 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/6/2013 6/16/2014 436,866 319,321 117,5461,880 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/13/2013 6/18/2014 169,458 121,657 47,801110 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 11/21/2013 6/18/2014 9,915 7,323 2,592



1,180 #REORG/COVIDIEN PLC CASH & STK MERGER MEDTRONIC HLDG 291SAC1 1‐27‐2015 12/24/2013 6/20/2014 106,435 79,774 26,6612,230 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/2/2013 2/18/2014 204,412 125,345 79,0662,220 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/3/2013 2/18/2014 203,495 125,171 78,3241,010 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/4/2013 2/18/2014 92,581 56,650 35,931690 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/5/2013 2/18/2014 63,249 38,458 24,790200 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/13/2013 2/18/2014 18,333 11,102 7,231

1,760 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/13/2013 2/18/2014 161,330 97,755 63,575260 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 1/7/2014 3/11/2014 24,396 15,269 9,127

1,530 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 1/8/2014 3/11/2014 143,560 104,941 38,6191,150 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 1/7/2014 3/10/2014 107,189 67,534 39,655220 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/17/2013 2/20/2014 21,386 12,234 9,152320 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 1/7/2014 2/20/2014 31,107 18,792 12,315160 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/13/2013 2/19/2014 14,999 8,881 6,117

113



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)300 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/16/2013 2/19/2014 28,122 16,676 11,447

1,530 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/17/2013 2/19/2014 143,423 85,084 58,339200 #REORG/FOREST CASH AND STOCK MERGER ACTAVIS PLC 2R1PAW1 07/01/2014 12/13/2013 2/19/2014 18,860 11,102 7,758

2,746 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/17/2012 1/17/2014 30,123 15,749 14,375214 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/24/2013 1/17/2014 2,348 1,585 763880 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/18/2012 1/6/2014 9,662 6,636 3,027

3,296 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/18/2012 1/6/2014 36,189 24,893 11,296364 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/22/2012 1/6/2014 3,997 2,557 1,439

9,186 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/18/2012 1/10/2014 100,441 60,404 40,03684 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/19/2012 1/10/2014 918 565 354

3,440 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/18/2012 1/10/2014 37,622 22,620 15,0012,960 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/19/2012 1/13/2014 32,363 19,898 12,4653,520 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/24/2013 1/17/2014 38,599 26,067 12,5323,070 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/12/2012 1/9/2014 33,555 20,093 13,4611,380 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/19/2012 1/13/2014 15,118 9,277 5,8412,370 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/10/2012 1/14/2014 25,975 14,568 11,4071,386 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/12/2012 1/9/2014 15,157 9,072 6,0867,150 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/13/2012 1/9/2014 78,193 46,578 31,615334 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/15/2012 1/9/2014 3,653 2,141 1,511

7,006 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/15/2012 1/9/2014 76,576 44,916 31,660844 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/18/2012 1/9/2014 9,225 5,550 3,675

3,516 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/19/2012 1/13/2014 38,429 23,636 14,7931,504 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/10/2012 1/13/2014 16,438 9,245 7,193160 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/18/2012 1/3/2014 1,751 1,208 543

2,960 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/24/2013 1/17/2014 32,411 21,920 10,4923,916 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/11/2012 1/16/2014 42,896 23,633 19,2635,514 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/17/2012 1/16/2014 60,401 31,623 28,7783,886 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/10/2012 1/14/2014 42,552 23,887 18,665854 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/11/2012 1/14/2014 9,351 5,154 4,197

6,916 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 12/13/2011 1/3/2014 75,668 39,425 36,2432,784 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 4/27/2012 1/3/2014 30,460 22,344 8,1162,140 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 7/11/2012 1/14/2014 23,428 12,915 10,5134,490 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/22/2012 1/6/2014 49,252 31,546 17,7063,686 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 4/27/2012 1/3/2014 40,329 29,583 10,7464,780 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/8/2012 1/3/2014 52,298 37,004 15,2941,720 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/9/2012 1/3/2014 18,819 13,329 5,4901,954 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/18/2012 1/3/2014 21,379 14,758 6,6212,676 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 4/4/2013 1/27/2014 29,334 17,056 12,2781,136 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/24/2013 1/27/2014 12,456 8,412 4,0445,330 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/30/2013 1/27/2014 58,442 38,618 19,8242,690 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 1/30/2013 1/27/2014 29,495 19,516 9,979

114



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)8,710 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 3/5/2013 1/27/2014 95,503 60,080 35,4245,604 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 4/4/2013 1/27/2014 61,447 35,718 25,7291,936 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 5/22/2012 1/6/2014 21,233 13,602 7,6312,694 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 6/12/2012 1/6/2014 29,546 17,633 11,9148,870 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 12/13/2011 1/2/2014 97,057 50,564 46,4931,280 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 12/13/2011 1/2/2014 14,041 7,297 6,7451,390 #REORG/LSI CORP CASH MERGER EFF 05‐06‐2014 4/4/2013 1/27/2014 15,253 8,859 6,3931,396 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/13/2011 7/29/2014 114,643 54,931 59,7121,230 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/14/2011 7/29/2014 101,011 45,572 55,4391,210 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/15/2011 7/29/2014 99,368 45,559 53,809464 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/16/2011 7/29/2014 38,105 17,721 20,384166 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/15/2012 7/30/2014 13,559 7,091 6,468744 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/15/2013 7/30/2014 60,771 45,578 15,193240 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/12/2011 7/28/2014 19,837 9,365 10,472670 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/15/2012 7/30/2014 54,953 28,622 26,331650 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 10/7/2011 2/12/2014 46,442 24,947 21,495

1,416 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/12/2011 7/28/2014 117,059 55,254 61,8051,024 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/13/2011 7/28/2014 84,653 40,294 44,359626 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/17/2011 7/9/2014 47,341 26,924 20,416104 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/22/2011 7/9/2014 7,865 4,315 3,550

6 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/20/2011 7/30/2014 490 231 259324 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/21/2011 7/30/2014 26,481 12,699 13,781200 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/9/2011 7/17/2014 16,592 7,899 8,693540 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/18/2013 7/31/2014 42,832 33,156 9,676

1,500 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/21/2011 7/30/2014 122,504 58,792 63,712100 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/22/2011 7/15/2014 8,319 4,147 4,172906 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/22/2011 7/15/2014 75,366 37,590 37,776

1,010 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/23/2011 7/15/2014 84,018 40,398 43,619654 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/9/2011 7/15/2014 54,403 25,830 28,574

1,236 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/15/2013 7/31/2014 98,435 75,717 22,717220 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/16/2013 7/31/2014 17,521 13,992 3,529740 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/16/2013 7/31/2014 58,934 46,830 12,104304 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/18/2013 7/31/2014 24,211 18,666 5,545926 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 10/7/2011 2/12/2014 65,770 35,540 30,230884 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/1/2011 2/12/2014 62,787 38,709 24,077126 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/21/2011 7/30/2014 10,312 4,939 5,374344 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/15/2012 7/30/2014 28,154 14,696 13,458710 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/11/2011 4/2/2014 53,407 32,480 20,928196 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/1/2011 2/12/2014 13,862 8,583 5,27944 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/9/2011 2/12/2014 3,112 1,979 1,133

1,210 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/11/2011 2/12/2014 85,499 55,352 30,146

115



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)480 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/9/2011 7/17/2014 39,725 18,958 20,767

1,026 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/9/2011 2/12/2014 73,309 46,144 27,16584 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/11/2011 2/12/2014 6,002 3,843 2,15986 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/9/2011 7/25/2014 7,119 3,397 3,723

754 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/12/2011 7/25/2014 62,419 29,422 32,997500 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/12/2011 7/25/2014 41,392 19,590 21,802766 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/16/2011 7/29/2014 62,913 29,255 33,658

1,240 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/19/2011 7/29/2014 101,844 46,282 55,562394 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 12/20/2011 7/29/2014 32,360 15,179 17,181256 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/11/2011 7/2/2014 19,840 11,711 8,129224 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/17/2011 7/2/2014 17,360 9,634 7,725250 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 11/17/2011 7/2/2014 19,375 10,794 8,581516 #REORG/ROCKWOOD CASH AND STK MERGER ALBEMARLE CORP COM 2006515 01‐13‐2015 4/18/2013 8/1/2014 40,933 31,683 9,25030 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 7/26/2012 7/28/2014 1,356 784 572

910 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/6/2012 7/28/2014 41,119 25,671 15,4481,050 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/10/2012 7/28/2014 47,446 29,126 18,320360 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/10/2012 9/10/2014 15,953 9,986 5,967440 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/13/2012 9/10/2014 19,498 12,093 7,406

2,160 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/25/2012 9/10/2014 95,718 28,933 66,785310 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/25/2012 9/10/2014 13,762 4,152 9,610

1,720 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/28/2012 9/12/2014 76,465 23,622 52,843790 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 12/21/2011 1/10/2014 32,257 18,174 14,084460 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 1/18/2012 1/10/2014 18,783 11,212 7,571310 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 3/28/2012 5/28/2014 13,585 8,558 5,028910 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 4/5/2012 5/28/2014 39,879 24,805 15,074

1,120 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/17/2012 9/15/2014 49,413 31,277 18,135590 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 2/16/2012 1/23/2014 23,880 14,409 9,471190 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/17/2012 9/16/2014 8,444 5,306 3,138

1,930 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/24/2012 9/16/2014 85,777 51,382 34,3951,770 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 12/21/2012 9/16/2014 78,666 52,053 26,613660 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/28/2012 9/11/2014 29,691 9,064 20,626


2,790 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/3/2012 9/12/2014 123,890 80,557 43,3332,540 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/17/2012 9/16/2014 112,094 70,933 41,1611,190 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 2/13/2013 9/17/2014 52,974 37,345 15,6291,440 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 1/18/2012 1/23/2014 58,420 35,097 23,323490 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 2/16/2012 1/23/2014 19,879 11,967 7,912

1,370 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/25/2012 9/11/2014 61,517 18,351 43,1677,630 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/26/2012 9/11/2014 342,611 101,818 240,794

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Expense of Sale (h) Gain (Loss)170 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/10/2012 9/15/2014 7,491 4,771 2,720210 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 10/17/2012 9/15/2014 9,254 5,865 3,389


830 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 9/28/2012 9/11/2014 37,356 11,399 25,95720 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 4/5/2012 7/24/2014 896 545 351





1,460 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 6/7/2012 7/24/2014 65,450 38,678 26,7722,690 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 6/7/2012 7/25/2014 121,798 71,262 50,535

70 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 7/25/2012 7/25/2014 3,169 1,803 1,366840 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 7/25/2012 7/25/2014 37,905 21,637 16,268

1,800 #REORG/TYCO STOCK MERGER TYCO INTL PLC 2Z1SA91 11‐17‐2014 7/26/2012 7/25/2014 81,225 47,022 34,2034,720 ADT CORP COM 10/12/2012 10/24/2013 198,319 169,874 28,444520 ADT CORP COM 9/26/2012 10/10/2013 20,763 10,448 10,314

1,460 ADT CORP COM 6/7/2012 7/12/2013 62,304 58,809 3,49518 ADT CORP COM 6/7/2012 7/15/2013 809 739 70

390 ADT CORP COM 7/25/2012 7/15/2013 17,216 15,281 1,935785 ADT CORP COM 7/26/2012 7/15/2013 34,620 31,166 3,454217 ADT CORP COM 9/6/2012 7/15/2013 9,565 9,301 264

1,386 ADT CORP COM 9/25/2012 7/30/2013 58,361 28,146 30,215664 ADT CORP COM 9/26/2012 7/30/2013 27,951 23,739 4,21310 ADT CORP COM 3/14/2011 4/16/2013 448 346 102

506 ADT CORP COM 3/15/2011 4/16/2013 21,909 16,710 5,199146 ADT CORP COM 3/29/2011 4/16/2013 6,332 4,952 1,381647 ADT CORP COM 3/29/2011 4/16/2013 28,036 21,929 6,108397 ADT CORP COM 8/3/2011 4/30/2013 17,237 13,108 4,129

1,441 ADT CORP COM 8/4/2011 4/30/2013 62,608 45,868 16,740983 ADT CORP COM 8/5/2011 4/30/2013 42,702 30,934 11,768173 ADT CORP COM 9/6/2012 7/15/2013 7,603 7,439 164798 ADT CORP COM 9/10/2012 7/15/2013 34,968 33,642 1,326189 ADT CORP COM 9/13/2012 7/15/2013 8,272 7,885 387260 ADT CORP COM 9/25/2012 7/15/2013 11,417 5,287 6,130240 ADT CORP COM 3/29/2011 4/16/2013 10,441 8,115 2,325

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Expense of Sale (h) Gain (Loss)780 ADT CORP COM 3/30/2011 4/16/2013 33,993 26,464 7,52910 ADT CORP COM 10/12/2012 10/28/2013 418 360 58

860 ADT CORP COM 10/15/2012 10/28/2013 35,924 30,764 5,160550 ADT CORP COM 10/17/2012 10/28/2013 22,974 20,942 2,032160 ADT CORP COM 11/28/2012 10/28/2013 6,683 7,021 (337)330 ADT CORP COM 2/16/2012 7/11/2013 14,050 12,251 1,798730 ADT CORP COM 8/9/2011 7/1/2013 29,459 21,190 8,269459 ADT CORP COM 8/11/2011 7/1/2013 18,520 13,309 5,211411 ADT CORP COM 8/18/2011 7/1/2013 16,607 12,203 4,404980 ADT CORP COM 1/31/2013 10/31/2013 42,694 46,546 (3,852)

1,570 ADT CORP COM 11/28/2012 10/29/2013 66,008 68,892 (2,885)298 ADT CORP COM 2/16/2012 7/11/2013 12,708 11,059 1,649780 ADT CORP COM 3/28/2012 7/11/2013 33,290 32,760 530399 ADT CORP COM 4/5/2012 7/11/2013 17,010 16,529 481802 ADT CORP COM 4/9/2012 7/11/2013 34,205 32,794 1,411301 ADT CORP COM 6/7/2012 7/11/2013 12,845 12,129 716

2,039 ADT CORP COM 3/1/2011 4/10/2013 90,721 70,083 20,638493 ADT CORP COM 3/2/2011 4/10/2013 21,944 16,765 5,178

1,008 ADT CORP COM 3/4/2011 4/10/2013 44,841 34,594 10,247116 ADT CORP COM 3/7/2011 4/10/2013 5,152 3,938 1,214193 ADT CORP COM 3/8/2011 4/10/2013 8,587 6,560 2,027154 ADT CORP COM 3/9/2011 4/10/2013 6,869 5,245 1,624168 ADT CORP COM 3/10/2011 4/10/2013 7,457 5,621 1,836438 ADT CORP COM 9/9/2011 7/8/2013 17,518 13,046 4,472896 ADT CORP COM 10/5/2011 7/8/2013 35,810 27,721 8,090210 ADT CORP COM 10/27/2011 7/8/2013 8,396 7,294 1,102437 ADT CORP COM 11/22/2011 7/8/2013 17,477 15,048 2,429433 ADT CORP COM 11/23/2011 7/8/2013 17,305 14,656 2,650645 ADT CORP COM 12/12/2011 7/8/2013 25,771 22,490 3,28182 ADT CORP COM 3/30/2011 4/18/2013 3,548 2,765 783

184 ADT CORP COM 3/30/2011 4/18/2013 8,024 6,252 1,7721,003 ADT CORP COM 4/28/2011 4/18/2013 43,667 36,593 7,074101 ADT CORP COM 8/3/2011 4/18/2013 4,384 3,329 1,055

1,453 ADT CORP COM 8/5/2011 6/28/2013 58,355 45,737 12,618262 ADT CORP COM 8/8/2011 6/28/2013 10,506 7,878 2,628493 ADT CORP COM 8/8/2011 6/28/2013 19,806 14,111 5,694716 ADT CORP COM 8/8/2011 6/28/2013 28,761 21,415 7,347256 ADT CORP COM 8/9/2011 6/28/2013 10,299 7,445 2,854243 ADT CORP COM 12/12/2011 7/9/2013 10,187 8,463 1,725883 ADT CORP COM 12/13/2011 7/9/2013 37,080 30,812 6,268883 ADT CORP COM 12/14/2011 7/9/2013 37,080 30,013 7,067

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Expense of Sale (h) Gain (Loss)442 ADT CORP COM 12/15/2011 7/9/2013 18,540 15,013 3,526479 ADT CORP COM 12/21/2011 7/9/2013 20,112 16,750 3,362408 ADT CORP COM 12/21/2011 7/10/2013 17,045 14,282 2,763815 ADT CORP COM 1/18/2012 7/10/2013 33,994 30,184 3,811247 ADT CORP COM 2/16/2012 7/10/2013 10,299 9,163 1,136640 ADT CORP COM 11/28/2012 10/31/2013 28,041 28,084 (42)340 ADT CORP COM 11/29/2012 10/31/2013 14,897 15,144 (247)

1,772 ADT CORP COM 9/26/2012 10/21/2013 72,163 35,605 36,5581,448 ADT CORP COM 9/28/2012 10/21/2013 58,964 29,952 29,0122,311 ADT CORP COM 2/24/2011 4/3/2013 104,560 78,042 26,5193,919 ADT CORP COM 2/25/2011 4/3/2013 177,306 133,245 44,061440 ADT CORP COM 3/1/2011 4/3/2013 19,896 15,118 4,778840 ADT CORP COM 11/29/2012 10/31/2013 36,838 37,413 (576)

1,450 ADT CORP COM 1/31/2013 10/31/2013 63,589 68,869 (5,280)160 ADT CORP COM 9/28/2012 10/23/2013 6,649 3,310 3,340

1,430 ADT CORP COM 10/3/2012 10/23/2013 59,430 55,999 3,431571 ADT CORP COM 8/18/2011 7/2/2013 22,609 16,922 5,687497 ADT CORP COM 8/19/2011 7/2/2013 19,712 14,442 5,270493 ADT CORP COM 8/31/2011 7/2/2013 19,542 15,523 4,01959 ADT CORP COM 9/9/2011 7/2/2013 2,338 1,756 582

338 ADT CORP COM 3/10/2011 4/12/2013 15,422 11,351 4,071506 ADT CORP COM 3/11/2011 4/12/2013 23,059 17,011 6,048496 ADT CORP COM 3/14/2011 4/12/2013 22,588 16,579 6,009

1,200 ADT CORP COM 10/3/2012 10/23/2013 49,866 46,992 2,8741,380 ADT CORP COM 10/10/2012 10/23/2013 57,346 51,339 6,007580 ADT CORP COM 10/12/2012 10/23/2013 24,102 20,874 3,228

1,014 ADT CORP COM 9/26/2012 10/1/2013 41,010 20,371 20,6392,166 ADT CORP COM 9/26/2012 10/1/2013 87,617 77,162 10,4551,130 ALERE INC COM 1/13/2014 8/4/2014 39,375 44,066 (4,691)

10 ALERE INC COM 1/14/2014 8/4/2014 348 390 (41)1,220 ALERE INC COM 1/28/2014 8/4/2014 42,511 46,275 (3,764)650 ALERE INC COM 1/29/2014 8/4/2014 22,649 24,525 (1,875)810 ALERE INC COM 1/29/2014 8/4/2014 29,311 30,562 (1,251)

1,330 ALERE INC COM 1/30/2014 8/4/2014 48,127 50,730 (2,603)1,100 ALERE INC COM 1/31/2014 8/4/2014 39,805 41,808 (2,003)470 ALERE INC COM 1/9/2014 7/3/2014 18,600 18,155 444800 ALERE INC COM 2/5/2014 12/12/2014 29,009 29,080 (71)860 ALERE INC COM 3/11/2014 12/12/2014 31,185 31,851 (666)320 ALERE INC COM 1/9/2014 7/3/2014 12,633 12,361 272

1,270 ALERE INC COM 1/10/2014 7/3/2014 50,136 49,378 758160 ALERE INC COM 1/13/2014 7/3/2014 6,316 6,241 75

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Expense of Sale (h) Gain (Loss)250 ALERE INC COM 1/31/2014 8/4/2014 8,964 9,502 (538)880 ALERE INC COM 2/4/2014 8/4/2014 31,553 32,051 (498)

1,060 ALERE INC COM 2/5/2014 8/4/2014 38,007 38,530 (524)80 ALERE INC COM 1/13/2014 7/7/2014 3,076 3,120 (44)

560 ALERE INC COM 1/13/2014 7/7/2014 21,534 21,838 (305)90 ALLIANT TECHSYSTEMS INC COM 10/25/2012 9/3/2014 11,211 5,005 6,20580 ALLIANT TECHSYSTEMS INC COM 11/15/2012 12/12/2014 8,323 4,605 3,717

380 ALLIANT TECHSYSTEMS INC COM 11/16/2012 12/12/2014 39,533 21,798 17,735260 ALLIANT TECHSYSTEMS INC COM 11/29/2012 12/12/2014 27,049 15,893 11,156340 ALLIANT TECHSYSTEMS INC COM 10/2/2012 5/5/2014 52,739 17,579 35,160430 ALLIANT TECHSYSTEMS INC COM 10/10/2012 8/29/2014 54,195 22,098 32,097140 ALLIANT TECHSYSTEMS INC COM 10/1/2012 2/7/2014 19,505 7,217 12,28850 ALLIANT TECHSYSTEMS INC COM 10/1/2012 2/13/2014 6,681 2,577 4,103


150 ALLIANT TECHSYSTEMS INC COM 10/2/2012 4/29/2014 22,322 7,756 14,567480 ALLIANT TECHSYSTEMS INC COM 10/26/2012 9/5/2014 60,069 27,114 32,955110 ALLIANT TECHSYSTEMS INC COM 10/26/2012 9/5/2014 13,766 6,166 7,599510 ALLIANT TECHSYSTEMS INC COM 10/3/2012 8/7/2014 63,529 26,406 37,124230 ALLIANT TECHSYSTEMS INC COM 10/2/2012 6/9/2014 32,010 11,892 20,118170 ALLIANT TECHSYSTEMS INC COM 10/3/2012 6/9/2014 23,659 8,802 14,858280 ALLIANT TECHSYSTEMS INC COM 8/29/2012 1/30/2014 38,721 14,010 24,71170 ALLIANT TECHSYSTEMS INC COM 10/1/2012 1/30/2014 9,680 3,608 6,07230 ALLIANT TECHSYSTEMS INC COM 10/26/2012 9/9/2014 3,876 1,682 2,194


3,150 ALTERA CORP COM 8/27/2014 12/12/2014 118,131 109,292 8,839108 AOL INC COM STK 8/29/2013 6/10/2014 3,955 3,683 271500 AOL INC COM STK 8/29/2013 6/10/2014 18,309 17,024 1,285142 AOL INC COM STK 9/5/2013 6/10/2014 5,200 4,716 483458 AOL INC COM STK 9/12/2013 7/31/2014 17,584 15,803 1,781952 AOL INC COM STK 9/19/2013 7/31/2014 36,551 33,386 3,165

1,008 AOL INC COM STK 8/29/2013 6/4/2014 36,166 34,429 1,737

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Expense of Sale (h) Gain (Loss)202 AOL INC COM STK 8/29/2013 6/4/2014 7,248 6,889 358

1,448 AOL INC COM STK 8/16/2013 5/30/2014 52,923 50,916 2,00722 AOL INC COM STK 8/19/2013 5/30/2014 804 763 41

960 AOL INC COM STK 8/29/2013 6/9/2014 35,304 32,741 2,562170 AOL INC COM STK 8/29/2013 6/4/2014 6,096 5,806 289398 AOL INC COM STK 8/20/2013 6/3/2014 14,277 13,642 635522 AOL INC COM STK 8/29/2013 6/3/2014 18,725 17,829 896960 AOL INC COM STK 9/5/2013 6/11/2014 35,309 31,886 3,423340 AOL INC COM STK 9/11/2013 7/29/2014 13,133 11,363 1,770

2,360 AOL INC COM STK 9/19/2013 12/12/2014 103,846 82,550 21,296628 AOL INC COM STK 9/19/2013 12/12/2014 27,634 22,024 5,610100 AOL INC COM STK 9/20/2013 12/12/2014 4,400 3,532 869

1,110 AOL INC COM STK 9/20/2013 12/12/2014 48,843 39,201 9,6422,032 AOL INC COM STK 9/20/2013 12/12/2014 89,413 71,749 17,664428 AOL INC COM STK 9/11/2013 7/30/2014 16,617 14,234 2,383

1,422 AOL INC COM STK 9/12/2013 7/30/2014 55,209 49,065 6,1441,798 AOL INC COM STK 8/19/2013 6/2/2014 64,860 62,330 2,530302 AOL INC COM STK 8/20/2013 6/2/2014 10,894 10,351 543400 AOL INC COM STK 9/11/2013 6/11/2014 14,726 13,368 1,358768 AOL INC COM STK 9/5/2013 6/11/2014 28,214 25,509 2,706632 AOL INC COM STK 9/11/2013 6/11/2014 23,218 21,122 2,096

1,640 AOL INC COM STK 2/8/2013 1/13/2014 74,547 55,341 19,2061,370 AOL INC COM STK 9/11/2013 7/14/2014 55,599 45,787 9,812778 AOL INC COM STK 1/24/2013 1/10/2014 35,213 24,087 11,125

1,112 AOL INC COM STK 2/8/2013 1/10/2014 50,330 37,524 12,806748 AOL INC COM STK 2/8/2013 1/14/2014 34,038 25,241 8,798332 AOL INC COM STK 8/16/2013 1/14/2014 15,108 11,674 3,43498 AOL INC COM STK 9/11/2013 7/29/2014 3,778 3,275 502

562 AOL INC COM STK 9/11/2013 7/29/2014 21,664 18,690 2,974130 AOL INC COM STK 8/29/2013 6/4/2014 4,657 4,434 22310 AOL INC COM STK 8/29/2013 6/9/2014 365 341 2430 AUTOZONE INC COM 10/8/2013 12/5/2014 17,639 12,492 5,147

160 AUTOZONE INC COM 10/9/2013 12/5/2014 94,075 66,596 27,478110 AUTOZONE INC COM 9/22/2010 8/26/2014 58,953 24,465 34,488190 AUTOZONE INC COM 9/11/2012 11/5/2014 106,422 70,105 36,31770 AUTOZONE INC COM 9/11/2012 11/6/2014 39,322 25,828 13,493

120 AUTOZONE INC COM 4/22/2013 11/6/2014 67,409 45,423 21,98530 AUTOZONE INC COM 12/30/2011 9/10/2014 15,814 9,836 5,97880 AUTOZONE INC COM 1/3/2012 9/10/2014 42,170 25,521 16,64980 AUTOZONE INC COM 10/7/2013 11/21/2014 45,584 33,653 11,93190 AUTOZONE INC COM 1/3/2012 9/12/2014 47,591 28,711 18,880

121



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Expense of Sale (h) Gain (Loss)20 AUTOZONE INC COM 8/8/2012 9/12/2014 10,576 7,268 3,30790 AUTOZONE INC COM 9/21/2010 8/20/2014 48,453 19,555 28,89870 AUTOZONE INC COM 10/7/2013 11/24/2014 39,882 29,446 10,43630 AUTOZONE INC COM 10/8/2013 11/24/2014 17,092 12,492 4,600


100 AUTOZONE INC COM 10/3/2013 11/20/2014 56,757 41,984 14,773150 AUTOZONE INC COM 10/4/2013 11/20/2014 85,135 62,918 22,21850 AUTOZONE INC COM 9/27/2013 11/14/2014 28,379 21,116 7,26450 AUTOZONE INC COM 9/30/2013 11/14/2014 28,379 21,120 7,259

120 AUTOZONE INC COM 9/21/2010 8/21/2014 64,550 26,074 38,47790 AUTOZONE INC COM 10/8/2013 12/3/2014 53,178 37,477 15,701

130 AUTOZONE INC COM 9/21/2010 8/22/2014 69,815 28,246 41,56880 AUTOZONE INC COM 9/22/2010 8/22/2014 42,963 17,793 25,17020 AUTOZONE INC COM 9/22/2010 8/29/2014 10,783 4,448 6,334


100 AUTOZONE INC COM 4/22/2013 11/7/2014 56,141 37,853 18,289150 AUTOZONE INC COM 10/8/2013 12/4/2014 88,357 62,462 25,895110 AUTOZONE INC COM 1/3/2012 9/11/2014 58,311 35,091 23,220250 AUTOZONE INC COM 8/8/2012 9/22/2014 126,314 90,854 35,461140 AUTOZONE INC COM 8/10/2012 9/22/2014 70,736 50,264 20,472140 AUTOZONE INC COM 8/17/2012 9/22/2014 70,736 50,564 20,17320 AUTOZONE INC COM 9/11/2012 9/22/2014 10,105 7,380 2,726




840 AVIS BUDGET GROUP INC COM STK 12/26/2012 2/28/2014 39,786 16,649 23,13790 AVIS BUDGET GROUP INC COM STK 12/28/2012 2/28/2014 4,263 1,744 2,519

1,280 AVIS BUDGET GROUP INC COM STK 12/31/2012 2/28/2014 60,627 25,243 35,384550 AVIS BUDGET GROUP INC COM STK 5/7/2013 8/22/2014 37,891 17,014 20,877

1,100 AVIS BUDGET GROUP INC COM STK 7/10/2013 8/22/2014 75,783 35,401 40,382

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Expense of Sale (h) Gain (Loss)280 AVIS BUDGET GROUP INC COM STK 5/3/2013 7/22/2014 16,698 8,320 8,378470 AVIS BUDGET GROUP INC COM STK 3/1/2013 5/13/2014 25,574 11,075 14,500770 AVIS BUDGET GROUP INC COM STK 2/28/2013 4/2/2014 38,938 18,118 20,820

1,220 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/8/2014 72,425 33,531 38,894810 AVIS BUDGET GROUP INC COM STK 3/4/2013 7/2/2014 49,397 19,328 30,070110 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/2/2014 6,708 3,023 3,685

1,270 AVIS BUDGET GROUP INC COM STK 12/18/2012 1/16/2014 52,615 25,423 27,193600 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/20/2014 41,084 17,785 23,298400 AVIS BUDGET GROUP INC COM STK 5/7/2013 8/20/2014 27,389 12,374 15,015

3,130 AVIS BUDGET GROUP INC COM STK 5/7/2013 8/20/2014 214,320 96,969 117,3511,690 AVIS BUDGET GROUP INC COM STK 7/16/2013 9/2/2014 114,056 52,145 61,9111,060 AVIS BUDGET GROUP INC COM STK 2/27/2013 3/6/2014 51,755 24,909 26,845260 AVIS BUDGET GROUP INC COM STK 12/18/2012 1/17/2014 10,715 5,205 5,51180 AVIS BUDGET GROUP INC COM STK 12/21/2012 1/17/2014 3,297 1,591 1,706

1,840 AVIS BUDGET GROUP INC COM STK 12/21/2012 1/17/2014 75,830 37,060 38,7711,520 AVIS BUDGET GROUP INC COM STK 7/16/2013 8/29/2014 102,833 46,932 55,901860 AVIS BUDGET GROUP INC COM STK 7/16/2013 8/29/2014 58,182 26,535 31,647440 AVIS BUDGET GROUP INC COM STK 2/27/2013 4/2/2014 22,251 10,340 11,911910 AVIS BUDGET GROUP INC COM STK 2/28/2013 4/2/2014 46,018 21,412 24,606

1,470 AVIS BUDGET GROUP INC COM STK 7/16/2013 9/4/2014 97,081 45,357 51,724170 AVIS BUDGET GROUP INC COM STK 7/17/2013 9/4/2014 11,227 5,464 5,764510 AVIS BUDGET GROUP INC COM STK 3/1/2013 5/13/2014 27,688 12,017 15,670360 AVIS BUDGET GROUP INC COM STK 3/1/2013 6/9/2014 21,477 8,483 12,994

1,320 AVIS BUDGET GROUP INC COM STK 3/4/2013 6/9/2014 78,749 31,497 47,2511,510 AVIS BUDGET GROUP INC COM STK 7/17/2013 10/6/2014 79,687 48,529 31,158

90 AVIS BUDGET GROUP INC COM STK 7/17/2013 10/6/2014 4,814 2,892 1,92120 AVIS BUDGET GROUP INC COM STK 12/31/2012 3/6/2014 984 394 590

1,000 AVIS BUDGET GROUP INC COM STK 2/27/2013 3/6/2014 49,203 23,499 25,704920 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/14/2014 55,505 25,286 30,219180 AVIS BUDGET GROUP INC COM STK 7/17/2013 10/6/2014 9,444 5,785 3,659120 AVIS BUDGET GROUP INC COM STK 7/29/2013 10/6/2014 6,296 3,652 2,64460 AVIS BUDGET GROUP INC COM STK 7/29/2013 10/6/2014 3,148 1,829 1,319

540 AVIS BUDGET GROUP INC COM STK 7/31/2013 10/7/2014 27,689 17,075 10,6141,670 AVIS BUDGET GROUP INC COM STK 7/30/2013 10/7/2014 85,607 51,377 34,230550 AVIS BUDGET GROUP INC COM STK 7/31/2013 10/7/2014 28,194 17,391 10,803840 AVIS BUDGET GROUP INC COM STK 2/28/2013 4/3/2014 43,681 19,765 23,916200 AVIS BUDGET GROUP INC COM STK 3/1/2013 4/3/2014 10,400 4,713 5,688

1,200 AVIS BUDGET GROUP INC COM STK 12/18/2012 1/16/2014 49,871 24,021 25,850660 AVIS BUDGET GROUP INC COM STK 3/1/2013 5/5/2014 35,754 15,552 20,203830 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/14/2014 55,065 24,662 30,403160 AVIS BUDGET GROUP INC COM STK 3/4/2013 6/9/2014 9,552 3,818 5,734

123



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Expense of Sale (h) Gain (Loss)460 AVIS BUDGET GROUP INC COM STK 12/21/2012 1/21/2014 18,740 9,150 9,591650 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/18/2014 44,814 19,314 25,500940 AVIS BUDGET GROUP INC COM STK 7/31/2013 10/7/2014 48,217 29,722 18,495100 AVIS BUDGET GROUP INC COM STK 7/16/2013 8/28/2014 6,789 3,088 3,702

1,560 AVIS BUDGET GROUP INC COM STK 7/16/2013 8/28/2014 105,911 48,542 57,369310 AVIS BUDGET GROUP INC COM STK 3/1/2013 5/5/2014 16,853 7,305 9,548

1,210 AVIS BUDGET GROUP INC COM STK 12/24/2012 1/21/2014 49,218 24,283 24,934500 AVIS BUDGET GROUP INC COM STK 12/26/2012 1/21/2014 20,338 9,910 10,428170 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/18/2014 11,652 5,051 6,601470 AVIS BUDGET GROUP INC COM STK 12/21/2012 1/17/2014 19,526 9,349 10,177510 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/18/2014 30,380 14,017 16,363170 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/21/2014 10,122 4,672 5,45090 AVIS BUDGET GROUP INC COM STK 5/3/2013 7/21/2014 5,359 2,674 2,684

130 AVIS BUDGET GROUP INC COM STK 7/31/2013 10/13/2014 6,085 4,111 1,975170 AVIS BUDGET GROUP INC COM STK 7/31/2013 10/13/2014 7,958 5,270 2,688230 AVIS BUDGET GROUP INC COM STK 8/1/2013 10/13/2014 10,766 7,350 3,416830 AVIS BUDGET GROUP INC COM STK 7/10/2013 8/27/2014 57,218 26,712 30,506830 AVIS BUDGET GROUP INC COM STK 7/16/2013 8/27/2014 57,218 25,827 31,391

1,990 AVIS BUDGET GROUP INC COM STK 7/29/2013 10/6/2014 105,370 60,570 44,800460 AVIS BUDGET GROUP INC COM STK 7/30/2013 10/6/2014 24,357 14,152 10,205630 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/9/2014 37,366 17,315 20,051810 AVIS BUDGET GROUP INC COM STK 4/17/2013 7/17/2014 48,182 22,263 25,920480 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/19/2014 33,045 14,228 18,817

1,140 AVIS BUDGET GROUP INC COM STK 5/3/2013 8/19/2014 78,482 33,874 44,6081,490 AVIS BUDGET GROUP INC COM STK 8/1/2013 12/12/2014 89,968 47,615 42,3531,980 AVIS BUDGET GROUP INC COM STK 8/8/2013 12/12/2014 119,555 57,848 61,706120 AVIS BUDGET GROUP INC COM STK 12/21/2012 1/17/2014 4,969 2,387 2,582

1,600 AVIS BUDGET GROUP INC COM STK 8/1/2013 10/13/2014 74,941 51,130 23,811110 CALIFORNIA RES CORP COM 4/19/2012 12/1/2014 685 851 (166)

8 CALIFORNIA RES CORP COM 4/19/2012 12/1/2014 52 62 (10)468 CALIFORNIA RES CORP COM 5/8/2012 12/1/2014 3,013 3,475 (463)

1,068 CALIFORNIA RES CORP COM 5/14/2012 12/1/2014 6,875 7,605 (730)472 CALIFORNIA RES CORP COM 5/18/2012 12/1/2014 3,038 3,291 (252)156 CALIFORNIA RES CORP COM 5/31/2012 12/1/2014 1,004 1,083 (78)80 CALIFORNIA RES CORP COM 5/31/2012 12/1/2014 515 557 (42)48 CALIFORNIA RES CORP COM 6/7/2012 12/1/2014 309 355 (46)

744 CALIFORNIA RES CORP COM 6/8/2012 12/1/2014 4,789 5,455 (666)248 CALIFORNIA RES CORP COM 10/8/2012 12/1/2014 1,596 1,822 (226)256 CALIFORNIA RES CORP COM 10/24/2012 12/1/2014 1,648 1,801 (154)92 CALIFORNIA RES CORP COM 10/25/2012 12/1/2014 592 656 (64)

420 CALIFORNIA RES CORP COM 10/25/2012 12/1/2014 2,720 2,994 (274)

124



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Expense of Sale (h) Gain (Loss)314 CALIFORNIA RES CORP COM 12/9/2013 12/1/2014 2,034 2,551 (517)416 CALIFORNIA RES CORP COM 12/9/2013 12/1/2014 2,694 3,384 (690)320 CALIFORNIA RES CORP COM 2/13/2012 12/1/2014 2,027 2,895 (868)188 CALIFORNIA RES CORP COM 2/14/2012 12/1/2014 1,191 1,716 (526)192 CALIFORNIA RES CORP COM 2/22/2012 12/1/2014 1,216 1,733 (517)192 CALIFORNIA RES CORP COM 3/2/2012 12/1/2014 1,216 1,748 (532)200 CALIFORNIA RES CORP COM 3/7/2012 12/1/2014 1,267 1,745 (478)58 CALIFORNIA RES CORP COM 3/21/2012 12/1/2014 367 497 (129)2 CALIFORNIA RES CORP COM 12/9/2013 12/9/2014 12 16 (4)

150 CALIFORNIA RES CORP COM 3/21/2012 12/1/2014 1,012 1,285 (273)412 CALIFORNIA RES CORP COM 3/26/2012 12/1/2014 2,779 3,551 (772)216 CALIFORNIA RES CORP COM 3/29/2012 12/1/2014 1,457 1,772 (315)170 CALIFORNIA RES CORP COM 4/11/2012 12/1/2014 1,147 1,322 (175)274 CALIFORNIA RES CORP COM 4/11/2012 12/1/2014 1,937 2,131 (194)448 CALIFORNIA RES CORP COM 4/12/2012 12/1/2014 3,167 3,531 (364)176 CALIFORNIA RES CORP COM 4/17/2012 12/1/2014 1,244 1,358 (114)52 CALIFORNIA RES CORP COM 4/17/2012 12/1/2014 368 402 (34)

110 CALIFORNIA RES CORP COM 4/19/2012 12/1/2014 778 851 (73)30 CST BRANDS INC COM USD0.01 6/4/2014 11/21/2014 1,301 1,020 281

730 CST BRANDS INC COM USD0.01 6/6/2014 12/12/2014 31,395 25,493 5,902370 CST BRANDS INC COM USD0.01 6/6/2014 12/12/2014 15,913 12,828 3,085580 CST BRANDS INC COM USD0.01 6/9/2014 12/12/2014 24,944 20,083 4,861550 CST BRANDS INC COM USD0.01 6/9/2014 12/12/2014 23,654 19,108 4,546880 CST BRANDS INC COM USD0.01 6/9/2014 12/12/2014 37,846 30,578 7,269100 CST BRANDS INC COM USD0.01 6/4/2014 11/24/2014 4,339 3,401 939290 CST BRANDS INC COM USD0.01 6/4/2014 11/24/2014 12,584 9,858 2,727830 CST BRANDS INC COM USD0.01 6/5/2014 11/24/2014 36,018 28,440 7,57850 CST BRANDS INC COM USD0.01 6/6/2014 11/24/2014 2,170 1,746 424

270 DELTA AIR LINES INC DEL COM NEW COM NEW 8/15/2013 10/7/2014 9,477 5,261 4,2162,380 DELTA AIR LINES INC DEL COM NEW COM NEW 9/26/2013 10/15/2014 74,010 56,977 17,033660 DELTA AIR LINES INC DEL COM NEW COM NEW 10/1/2013 10/15/2014 20,524 15,943 4,581

2,440 DELTA AIR LINES INC DEL COM NEW COM NEW 9/26/2013 10/15/2014 76,804 58,413 18,3904,710 DELTA AIR LINES INC DEL COM NEW COM NEW 10/1/2013 12/12/2014 228,662 113,773 114,8881,240 DELTA AIR LINES INC DEL COM NEW COM NEW 10/2/2013 12/12/2014 60,200 30,389 29,8112,140 DELTA AIR LINES INC DEL COM NEW COM NEW 8/14/2013 10/7/2014 75,855 41,253 34,6022,210 DELTA AIR LINES INC DEL COM NEW COM NEW 8/15/2013 10/7/2014 78,336 43,272 35,064460 DELTA AIR LINES INC DEL COM NEW COM NEW 8/15/2013 10/7/2014 16,193 9,007 7,186900 DELTA AIR LINES INC DEL COM NEW COM NEW 8/15/2013 10/7/2014 31,682 17,536 14,146

2,740 DELTA AIR LINES INC DEL COM NEW COM NEW 8/27/2013 10/8/2014 95,613 52,437 43,1763,130 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/8/2014 109,626 62,507 47,119390 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/8/2014 13,660 7,816 5,844

125



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Expense of Sale (h) Gain (Loss)410 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/8/2014 14,360 8,194 6,166

1,530 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/8/2014 52,629 30,555 22,0742,570 DELTA AIR LINES INC DEL COM NEW COM NEW 8/15/2013 10/7/2014 91,657 50,075 41,582440 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/7/2014 15,692 8,818 6,875440 DELTA AIR LINES INC DEL COM NEW COM NEW 8/16/2013 10/8/2014 15,626 8,787 6,839400 DELTA AIR LINES INC DEL COM NEW COM NEW 8/27/2013 10/8/2014 14,205 7,655 6,55090 DELTA AIR LINES INC DEL COM NEW COM NEW 8/27/2013 10/13/2014 2,828 1,722 1,105

3,100 DELTA AIR LINES INC DEL COM NEW COM NEW 8/28/2013 10/13/2014 97,398 59,424 37,973120 DELTA AIR LINES INC DEL COM NEW COM NEW 8/28/2013 10/15/2014 3,774 2,300 1,474540 DELTA AIR LINES INC DEL COM NEW COM NEW 9/26/2013 10/15/2014 16,982 12,928 4,055110 DELTA AIR LINES INC DEL COM NEW COM NEW 8/14/2013 10/6/2014 4,031 2,120 1,911

8,790 DELTA AIR LINES INC DEL COM NEW COM NEW 8/14/2013 10/6/2014 318,973 169,447 149,5272,161 DRESSER‐RAND GROUP INC COM 11/5/2013 11/14/2014 176,226 125,854 50,371409 DRESSER‐RAND GROUP INC COM 11/19/2013 11/14/2014 33,353 23,137 10,216109 DRESSER‐RAND GROUP INC COM 6/6/2013 11/7/2014 8,900 6,573 2,327561 DRESSER‐RAND GROUP INC COM 6/6/2013 11/7/2014 45,805 33,894 11,910211 DRESSER‐RAND GROUP INC COM 3/19/2014 12/22/2014 17,097 11,833 5,264660 DRESSER‐RAND GROUP INC COM 3/19/2014 12/22/2014 53,478 37,003 16,47539 DRESSER‐RAND GROUP INC COM 7/23/2014 12/22/2014 3,160 2,529 631

1,701 DRESSER‐RAND GROUP INC COM 8/8/2014 12/26/2014 138,114 107,226 30,888140 DRESSER‐RAND GROUP INC COM 7/23/2014 12/22/2014 11,348 9,080 2,268

1,390 DRESSER‐RAND GROUP INC COM 11/20/2013 12/9/2014 112,368 79,337 33,031230 DRESSER‐RAND GROUP INC COM 7/23/2014 12/22/2014 18,637 14,917 3,720431 DRESSER‐RAND GROUP INC COM 6/4/2013 10/15/2014 34,463 26,087 8,37690 DRESSER‐RAND GROUP INC COM 6/5/2013 10/15/2014 7,196 5,426 1,770

2,040 DRESSER‐RAND GROUP INC COM 6/5/2013 10/15/2014 163,119 122,411 40,709229 DRESSER‐RAND GROUP INC COM 6/6/2013 10/15/2014 18,311 13,836 4,475270 DRESSER‐RAND GROUP INC COM 6/4/2013 10/15/2014 21,626 16,342 5,284211 DRESSER‐RAND GROUP INC COM 7/25/2012 9/23/2014 17,277 9,268 8,010

1,060 DRESSER‐RAND GROUP INC COM 7/26/2012 9/23/2014 86,797 48,075 38,722880 DRESSER‐RAND GROUP INC COM 7/27/2012 9/23/2014 72,058 41,570 30,487569 DRESSER‐RAND GROUP INC COM 7/31/2012 9/23/2014 46,592 26,469 20,123461 DRESSER‐RAND GROUP INC COM 7/31/2012 9/23/2014 37,846 21,445 16,401889 DRESSER‐RAND GROUP INC COM 8/1/2012 9/23/2014 72,983 41,811 31,172161 DRESSER‐RAND GROUP INC COM 6/28/2012 9/22/2014 13,187 6,701 6,486


1,950 DRESSER‐RAND GROUP INC COM 7/2/2012 9/22/2014 159,714 87,170 72,5431,030 DRESSER‐RAND GROUP INC COM 7/5/2012 9/22/2014 84,362 48,250 36,1111,030 DRESSER‐RAND GROUP INC COM 7/6/2012 9/22/2014 84,362 47,458 36,9041,120 DRESSER‐RAND GROUP INC COM 7/9/2012 9/22/2014 91,733 52,116 39,617

126



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Expense of Sale (h) Gain (Loss)259 DRESSER‐RAND GROUP INC COM 7/10/2012 9/22/2014 21,213 11,930 9,28470 DRESSER‐RAND GROUP INC COM 11/19/2013 11/18/2014 5,703 3,960 1,743

440 DRESSER‐RAND GROUP INC COM 7/23/2014 12/23/2014 35,765 28,512 7,25311 DRESSER‐RAND GROUP INC COM 7/23/2014 12/23/2014 894 713 181

330 DRESSER‐RAND GROUP INC COM 7/24/2014 12/23/2014 26,824 20,803 6,021490 DRESSER‐RAND GROUP INC COM 7/24/2014 12/23/2014 39,829 30,895 8,93519 DRESSER‐RAND GROUP INC COM 8/8/2014 12/23/2014 1,544 1,198 347

221 DRESSER‐RAND GROUP INC COM 8/1/2012 10/14/2014 17,915 10,394 7,521360 DRESSER‐RAND GROUP INC COM 5/9/2013 10/14/2014 29,184 22,141 7,043990 DRESSER‐RAND GROUP INC COM 5/10/2013 10/14/2014 80,255 60,522 19,73350 DRESSER‐RAND GROUP INC COM 5/10/2013 10/14/2014 4,053 3,043 1,010

709 DRESSER‐RAND GROUP INC COM 6/4/2013 10/14/2014 57,475 42,913 14,56271 DRESSER‐RAND GROUP INC COM 6/6/2013 11/13/2014 5,791 4,281 1,51090 DRESSER‐RAND GROUP INC COM 6/7/2013 11/13/2014 7,341 5,464 1,877

1,160 DRESSER‐RAND GROUP INC COM 11/1/2013 11/13/2014 94,614 66,846 27,76929 DRESSER‐RAND GROUP INC COM 11/5/2013 11/13/2014 2,365 1,689 676

1,310 DRESSER‐RAND GROUP INC COM 3/17/2014 12/19/2014 106,376 73,314 33,062541 DRESSER‐RAND GROUP INC COM 3/17/2014 12/19/2014 43,931 30,316 13,61579 DRESSER‐RAND GROUP INC COM 3/19/2014 12/19/2014 6,415 4,430 1,985

1,421 DRESSER‐RAND GROUP INC COM 6/6/2012 9/17/2014 104,414 61,839 42,575200 DRESSER‐RAND GROUP INC COM 6/8/2012 9/17/2014 14,696 8,634 6,062730 DRESSER‐RAND GROUP INC COM 6/11/2012 9/17/2014 53,640 31,393 22,247990 DRESSER‐RAND GROUP INC COM 6/15/2012 9/17/2014 72,745 42,876 29,86990 DRESSER‐RAND GROUP INC COM 6/15/2012 9/17/2014 6,613 3,894 2,719

790 DRESSER‐RAND GROUP INC COM 6/18/2012 9/17/2014 58,049 33,673 24,376309 DRESSER‐RAND GROUP INC COM 6/18/2012 9/17/2014 22,705 13,146 9,560

1,101 DRESSER‐RAND GROUP INC COM 6/18/2012 9/22/2014 90,205 46,839 43,3661,090 DRESSER‐RAND GROUP INC COM 6/19/2012 9/22/2014 89,304 47,881 41,4231,090 DRESSER‐RAND GROUP INC COM 6/21/2012 9/22/2014 89,304 46,734 42,5692,190 DRESSER‐RAND GROUP INC COM 6/22/2012 9/22/2014 179,426 93,096 86,330180 DRESSER‐RAND GROUP INC COM 6/25/2012 9/22/2014 14,747 7,483 7,265510 DRESSER‐RAND GROUP INC COM 6/25/2012 9/22/2014 41,784 21,515 20,269780 DRESSER‐RAND GROUP INC COM 6/25/2012 9/22/2014 63,905 32,728 31,17770 DRESSER‐RAND GROUP INC COM 6/26/2012 9/22/2014 5,735 2,900 2,835

180 DRESSER‐RAND GROUP INC COM 6/26/2012 9/22/2014 14,747 7,477 7,270180 DRESSER‐RAND GROUP INC COM 6/26/2012 9/22/2014 14,747 7,432 7,315

1,090 DRESSER‐RAND GROUP INC COM 6/26/2012 9/22/2014 89,304 45,318 43,9861,100 DRESSER‐RAND GROUP INC COM 6/27/2012 9/22/2014 90,123 46,111 44,012939 DRESSER‐RAND GROUP INC COM 6/28/2012 9/22/2014 76,932 39,081 37,851210 DRESSER‐RAND GROUP INC COM 6/4/2013 10/14/2014 17,036 12,711 4,325

1,281 DRESSER‐RAND GROUP INC COM 11/20/2013 12/11/2014 103,669 73,116 30,553

127



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Expense of Sale (h) Gain (Loss)109 DRESSER‐RAND GROUP INC COM 11/21/2013 12/11/2014 8,821 6,349 2,472481 DRESSER‐RAND GROUP INC COM 5/8/2012 9/17/2014 34,894 22,771 12,123320 DRESSER‐RAND GROUP INC COM 5/14/2012 9/17/2014 23,214 15,204 8,010



1,360 DRESSER‐RAND GROUP INC COM 11/19/2013 11/17/2014 110,778 76,934 33,844551 DRESSER‐RAND GROUP INC COM 11/19/2013 11/18/2014 44,877 31,170 13,708869 DRESSER‐RAND GROUP INC COM 11/20/2013 11/18/2014 70,777 49,600 21,177501 DRESSER‐RAND GROUP INC COM 7/10/2012 9/23/2014 41,225 23,076 18,149280 DRESSER‐RAND GROUP INC COM 7/10/2012 9/23/2014 23,040 12,830 10,210100 DRESSER‐RAND GROUP INC COM 7/23/2012 9/23/2014 8,229 4,398 3,830970 DRESSER‐RAND GROUP INC COM 7/24/2012 9/23/2014 79,817 42,372 37,444869 DRESSER‐RAND GROUP INC COM 7/25/2012 9/23/2014 71,506 38,169 33,33661 DRESSER‐RAND GROUP INC COM 6/4/2012 9/17/2014 4,451 2,578 1,873

580 DRESSER‐RAND GROUP INC COM 6/5/2012 9/17/2014 42,318 24,601 17,717729 DRESSER‐RAND GROUP INC COM 6/6/2012 9/17/2014 53,189 31,725 21,464540 DRESSER‐RAND GROUP INC COM 6/4/2013 10/14/2014 43,866 32,684 11,182241 DRESSER‐RAND GROUP INC COM 5/31/2012 9/17/2014 17,526 10,587 6,939240 DRESSER‐RAND GROUP INC COM 6/1/2012 9/17/2014 17,454 10,106 7,347


1,061 DRESSER‐RAND GROUP INC COM 11/21/2013 12/12/2014 85,776 61,800 23,97639 DRESSER‐RAND GROUP INC COM 3/17/2014 12/12/2014 3,153 2,185 967

130 DRESSER‐RAND GROUP INC COM 11/5/2013 11/14/2014 10,607 7,571 3,036490 EASTMAN CHEM CO COM 3/13/2009 7/9/2014 42,744 5,658 37,086140 EASTMAN CHEM CO COM 5/18/2010 7/9/2014 12,213 4,401 7,812300 EASTMAN CHEM CO COM 5/20/2010 7/17/2014 25,864 8,845 17,019630 EASTMAN CHEM CO COM 5/24/2010 7/24/2014 55,373 18,861 36,512

1,880 EASTMAN CHEM CO COM 3/12/2009 5/22/2014 159,919 21,038 138,881250 EASTMAN CHEM CO COM 3/12/2009 5/23/2014 21,447 2,798 18,649

1,000 EASTMAN CHEM CO COM 3/13/2009 5/23/2014 85,788 11,547 74,241620 EASTMAN CHEM CO COM 3/12/2009 5/21/2014 52,834 6,938 45,896630 EASTMAN CHEM CO COM 5/20/2010 7/17/2014 54,183 18,573 35,609370 EASTMAN CHEM CO COM 5/24/2010 7/17/2014 31,822 11,077 20,745890 EASTMAN CHEM CO COM 5/24/2010 12/12/2014 65,237 26,645 38,592

1,460 EASTMAN CHEM CO COM 7/2/2010 12/12/2014 107,017 38,300 68,7181,640 EASTMAN CHEM CO COM 7/6/2010 12/12/2014 120,211 43,518 76,6931,310 EASTMAN CHEM CO COM 3/13/2009 5/27/2014 112,946 15,127 97,819640 EASTMAN CHEM CO COM 5/18/2010 7/10/2014 55,524 20,118 35,406

128



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)60 EASTMAN CHEM CO COM 5/18/2010 7/16/2014 5,168 1,886 3,282

590 EASTMAN CHEM CO COM 5/20/2010 7/16/2014 50,820 17,394 33,426640 EASTMAN CHEM CO COM 5/24/2010 7/22/2014 55,922 19,160 36,762640 EASTMAN CHEM CO COM 5/18/2010 7/14/2014 55,408 20,118 35,290550 EASTMAN CHEM CO COM 5/24/2010 7/23/2014 48,391 16,466 31,925640 EASTMAN CHEM CO COM 5/24/2010 7/23/2014 56,247 19,160 37,087

1,290 FMC CORP COM (NEW) 11/27/2012 10/7/2014 71,475 71,756 (281)300 FMC CORP COM (NEW) 12/11/2012 10/7/2014 16,622 16,268 354180 FMC CORP COM (NEW) 12/12/2012 10/7/2014 9,973 9,951 22950 FMC CORP COM (NEW) 1/24/2013 10/7/2014 52,637 58,237 (5,600)710 FMC CORP COM (NEW) 2/7/2013 10/7/2014 39,339 42,680 (3,341)50 FMC CORP COM (NEW) 6/11/2013 11/4/2014 2,792 3,141 (349)

1,030 FMC CORP COM (NEW) 6/13/2013 11/4/2014 57,518 64,403 (6,885)870 FMC CORP COM (NEW) 6/14/2013 11/4/2014 48,583 54,386 (5,804)110 FMC CORP COM (NEW) 7/9/2012 3/20/2014 8,627 5,813 2,814670 FMC CORP COM (NEW) 10/29/2013 11/13/2014 37,720 48,677 (10,957)310 FMC CORP COM (NEW) 11/1/2013 11/13/2014 17,453 22,529 (5,076)380 FMC CORP COM (NEW) 11/15/2012 7/2/2014 26,888 19,488 7,40050 FMC CORP COM (NEW) 2/7/2013 10/8/2014 2,745 3,006 (261)

240 FMC CORP COM (NEW) 6/28/2013 11/10/2014 13,615 14,799 (1,185)180 FMC CORP COM (NEW) 6/28/2013 11/10/2014 10,211 11,086 (875)540 FMC CORP COM (NEW) 7/25/2013 11/10/2014 30,633 34,302 (3,670)500 FMC CORP COM (NEW) 7/10/2012 7/1/2014 35,602 26,730 8,872

1,190 FMC CORP COM (NEW) 2/7/2013 10/8/2014 65,013 71,534 (6,520)660 FMC CORP COM (NEW) 2/11/2013 10/8/2014 36,058 39,280 (3,222)160 FMC CORP COM (NEW) 6/14/2013 11/6/2014 9,125 10,002 (877)340 FMC CORP COM (NEW) 6/17/2013 11/6/2014 19,390 21,633 (2,243)180 FMC CORP COM (NEW) 6/17/2013 11/6/2014 10,266 11,341 (1,076)180 FMC CORP COM (NEW) 6/17/2013 11/6/2014 10,266 11,342 (1,076)90 FMC CORP COM (NEW) 6/17/2013 11/6/2014 5,133 5,656 (523)

240 FMC CORP COM (NEW) 6/17/2013 11/6/2014 13,687 15,202 (1,515)730 FMC CORP COM (NEW) 6/18/2013 11/6/2014 41,632 47,057 (5,425)690 FMC CORP COM (NEW) 6/7/2013 10/9/2014 37,310 43,174 (5,864)

1,120 FMC CORP COM (NEW) 6/11/2013 10/9/2014 60,561 70,353 (9,792)190 FMC CORP COM (NEW) 7/9/2012 4/24/2014 14,484 10,041 4,443460 FMC CORP COM (NEW) 7/10/2012 4/24/2014 35,065 24,709 10,357730 FMC CORP COM (NEW) 7/10/2012 4/24/2014 55,647 39,026 16,622280 FMC CORP COM (NEW) 6/18/2013 11/7/2014 15,921 18,049 (2,128)

1,020 FMC CORP COM (NEW) 6/25/2013 11/7/2014 57,998 63,012 (5,014)620 FMC CORP COM (NEW) 6/28/2013 11/7/2014 35,254 38,232 (2,978)150 FMC CORP COM (NEW) 2/11/2013 10/8/2014 8,221 8,927 (706)

129



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Expense of Sale (h) Gain (Loss)180 FMC CORP COM (NEW) 2/11/2013 10/8/2014 9,865 10,712 (846)540 FMC CORP COM (NEW) 5/7/2013 10/8/2014 29,596 32,780 (3,184)

1,540 FMC CORP COM (NEW) 5/8/2013 10/8/2014 84,403 94,704 (10,300)1,380 FMC CORP COM (NEW) 6/7/2013 10/8/2014 75,634 86,348 (10,714)230 FMC CORP COM (NEW) 7/9/2012 3/20/2014 18,053 12,154 5,898190 FMC CORP COM (NEW) 7/9/2012 3/20/2014 14,913 10,087 4,826140 FMC CORP COM (NEW) 7/9/2012 3/20/2014 10,989 7,409 3,580570 FMC CORP COM (NEW) 11/13/2013 11/17/2014 32,187 41,728 (9,542)920 FMC CORP COM (NEW) 11/14/2013 11/17/2014 51,951 68,033 (16,082)470 FMC CORP COM (NEW) 11/15/2013 11/17/2014 26,540 35,243 (8,703)570 FMC CORP COM (NEW) 11/26/2012 10/7/2014 31,819 31,494 325510 FMC CORP COM (NEW) 11/27/2012 10/7/2014 28,470 28,369 101

1,090 FMC CORP COM (NEW) 11/15/2012 7/24/2014 74,758 55,900 18,858240 FMC CORP COM (NEW) 11/16/2012 7/24/2014 16,460 12,458 4,003

1,320 FMC CORP COM (NEW) 11/15/2013 11/18/2014 74,709 98,885 (24,176)40 FMC CORP COM (NEW) 11/15/2013 11/18/2014 2,264 2,999 (736)

620 FMC CORP COM (NEW) 11/18/2013 11/18/2014 35,090 46,044 (10,954)710 FMC CORP COM (NEW) 9/8/2014 11/20/2014 39,750 47,069 (7,319)940 FMC CORP COM (NEW) 9/22/2014 11/20/2014 52,627 57,020 (4,393)530 FMC CORP COM (NEW) 9/25/2014 11/20/2014 29,673 31,308 (1,636)270 FMC CORP COM (NEW) 9/25/2014 11/20/2014 15,116 15,850 (734)10 FMC CORP COM (NEW) 7/10/2012 7/2/2014 705 535 17190 FMC CORP COM (NEW) 7/10/2012 7/2/2014 6,349 4,769 1,580

920 FMC CORP COM (NEW) 8/10/2012 7/2/2014 64,901 50,183 14,718300 FMC CORP COM (NEW) 11/14/2012 7/2/2014 21,163 15,412 5,751190 FMC CORP COM (NEW) 11/15/2012 7/2/2014 13,403 9,744 3,659

1,930 FMC CORP COM (NEW) 6/11/2013 11/3/2014 109,061 121,234 (12,172)1,080 FMC CORP COM (NEW) 9/25/2014 11/21/2014 61,287 63,399 (2,112)450 FMC CORP COM (NEW) 11/16/2012 10/6/2014 25,631 23,358 2,273

1,440 FMC CORP COM (NEW) 11/26/2012 10/6/2014 82,020 79,563 2,457610 FMC CORP COM (NEW) 11/1/2013 11/14/2014 34,515 44,331 (9,816)360 FMC CORP COM (NEW) 11/13/2013 11/14/2014 20,370 26,355 (5,985)290 FMC CORP COM (NEW) 11/16/2012 7/24/2014 19,920 15,053 4,867660 FMC CORP COM (NEW) 7/25/2013 11/11/2014 37,481 41,925 (4,444)160 FMC CORP COM (NEW) 7/25/2013 11/11/2014 9,086 10,139 (1,053)160 FMC CORP COM (NEW) 7/25/2013 11/11/2014 9,086 10,141 (1,055)440 FMC CORP COM (NEW) 7/26/2013 11/11/2014 24,987 27,948 (2,961)510 FMC CORP COM (NEW) 7/30/2013 11/11/2014 28,963 32,783 (3,821)570 FMC CORP COM (NEW) 7/30/2013 11/12/2014 32,233 36,478 (4,245)150 FMC CORP COM (NEW) 7/30/2013 11/12/2014 8,482 9,642 (1,160)250 FMC CORP COM (NEW) 10/29/2013 11/12/2014 14,137 18,163 (4,026)

130



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)290 FMC CORP COM (NEW) 11/18/2013 11/19/2014 16,327 21,438 (5,111)10 FMC CORP COM (NEW) 11/18/2013 11/19/2014 563 743 (180)

1,010 FMC CORP COM (NEW) 9/8/2014 11/19/2014 56,862 66,958 (10,095)1,230 GRACE W R & CO DEL NEW COM STK 7/5/2012 12/12/2014 113,938 63,327 50,611940 GRACE W R & CO DEL NEW COM STK 7/6/2012 12/12/2014 87,075 47,687 39,387

1,520 GRACE W R & CO DEL NEW COM STK 7/9/2012 12/12/2014 140,801 77,207 63,5941,470 GRACE W R & CO DEL NEW COM STK 7/10/2012 12/12/2014 136,170 73,810 62,359400 GRACE W R & CO DEL NEW COM STK 7/3/2012 1/23/2014 38,490 20,377 18,113450 GRACE W R & CO DEL NEW COM STK 7/5/2012 1/23/2014 43,301 23,169 20,132210 GRACE W R & CO DEL NEW COM STK 7/5/2012 1/23/2014 20,142 10,812 9,330

3,460 HALOZYME THERAPEUTICS INC COM 10/31/2013 12/12/2014 27,784 40,097 (12,313)3,310 HALOZYME THERAPEUTICS INC COM 11/1/2013 12/12/2014 26,580 38,514 (11,934)140 HALOZYME THERAPEUTICS INC COM 11/1/2013 12/12/2014 1,124 1,626 (502)814 HEALTH NET INC COM 10/2/2012 7/8/2014 34,597 19,305 15,292

1,186 HEALTH NET INC COM 10/10/2012 7/8/2014 50,408 27,653 22,75564 HEALTH NET INC COM 5/8/2013 8/14/2014 2,732 1,978 754

2,060 HEALTH NET INC COM 6/24/2013 8/14/2014 87,929 63,091 24,8371,860 HEALTH NET INC COM 7/11/2013 8/14/2014 79,392 62,202 17,190236 HEALTH NET INC COM 7/18/2013 8/14/2014 10,073 7,887 2,187

1,120 HEALTH NET INC COM 3/5/2013 8/1/2014 46,606 28,887 17,7191,370 HEALTH NET INC COM 8/9/2012 6/6/2014 54,758 28,783 25,975810 HEALTH NET INC COM 2/28/2013 7/25/2014 35,077 20,894 14,183584 HEALTH NET INC COM 10/1/2012 7/7/2014 25,056 13,274 11,781466 HEALTH NET INC COM 10/2/2012 7/7/2014 19,993 11,052 8,941130 HEALTH NET INC COM 8/4/2011 5/12/2014 5,032 3,173 1,859

2,054 HEALTH NET INC COM 8/10/2012 6/11/2014 81,864 43,886 37,977546 HEALTH NET INC COM 8/16/2012 6/11/2014 21,761 11,818 9,943920 HEALTH NET INC COM 2/28/2013 7/24/2014 40,893 23,732 17,161724 HEALTH NET INC COM 8/20/2012 6/27/2014 30,208 15,964 14,244596 HEALTH NET INC COM 8/22/2012 6/27/2014 24,867 13,437 11,431394 HEALTH NET INC COM 10/24/2011 5/22/2014 15,722 10,773 4,949300 HEALTH NET INC COM 10/25/2011 5/22/2014 11,971 8,237 3,73570 HEALTH NET INC COM 10/27/2011 5/22/2014 2,793 1,962 831

496 HEALTH NET INC COM 12/8/2011 5/22/2014 19,793 14,695 5,098424 HEALTH NET INC COM 3/5/2013 8/4/2014 18,091 10,936 7,155456 HEALTH NET INC COM 3/5/2013 8/4/2014 19,457 11,730 7,727884 HEALTH NET INC COM 8/8/2012 6/5/2014 35,316 17,934 17,382476 HEALTH NET INC COM 8/9/2012 6/5/2014 19,016 10,001 9,016

1,670 HEALTH NET INC COM 3/5/2013 8/5/2014 69,123 42,958 26,1652,180 HEALTH NET INC COM 4/16/2013 8/11/2014 91,663 62,228 29,4361,764 HEALTH NET INC COM 8/9/2012 6/9/2014 70,292 37,061 33,231

131



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)636 HEALTH NET INC COM 8/10/2012 6/9/2014 25,343 13,589 11,75430 HEALTH NET INC COM 4/17/2012 5/29/2014 1,198 1,105 93

200 HEALTH NET INC COM 8/9/2012 6/5/2014 8,004 4,202 3,802210 HEALTH NET INC COM 3/5/2013 8/6/2014 9,131 5,402 3,729420 HEALTH NET INC COM 8/5/2011 5/15/2014 16,634 10,030 6,603604 HEALTH NET INC COM 2/28/2013 7/31/2014 24,926 15,580 9,346460 HEALTH NET INC COM 3/1/2013 7/31/2014 18,984 11,789 7,195426 HEALTH NET INC COM 3/5/2013 7/31/2014 17,581 10,988 6,593694 HEALTH NET INC COM 4/16/2013 8/12/2014 29,159 19,810 9,349

1,646 HEALTH NET INC COM 4/17/2013 8/12/2014 69,159 46,099 23,061364 HEALTH NET INC COM 8/22/2012 7/2/2014 15,481 8,206 7,275966 HEALTH NET INC COM 10/1/2012 7/2/2014 41,085 22,054 19,031

1,290 HEALTH NET INC COM 2/28/2013 7/23/2014 55,726 33,276 22,4501,264 HEALTH NET INC COM 2/26/2013 7/16/2014 53,109 32,241 20,867

46 HEALTH NET INC COM 2/27/2013 7/16/2014 1,933 1,189 7441,124 HEALTH NET INC COM 12/8/2011 5/23/2014 44,985 33,300 11,685206 HEALTH NET INC COM 1/9/2012 5/23/2014 8,245 6,849 1,396

1,370 HEALTH NET INC COM 8/20/2012 6/26/2014 55,428 30,208 25,220414 HEALTH NET INC COM 4/10/2012 5/28/2014 16,504 15,512 993

1,046 HEALTH NET INC COM 4/17/2012 5/28/2014 41,700 38,522 3,177100 HEALTH NET INC COM 8/9/2012 6/9/2014 3,993 2,101 1,892790 HEALTH NET INC COM 3/7/2013 8/8/2014 33,060 21,239 11,821

1,584 HEALTH NET INC COM 3/7/2013 8/8/2014 66,288 42,625 23,663600 HEALTH NET INC COM 3/8/2013 8/8/2014 25,109 16,516 8,593556 HEALTH NET INC COM 4/16/2013 8/8/2014 23,268 15,871 7,397344 HEALTH NET INC COM 1/14/2013 7/11/2014 14,709 9,044 5,66540 HEALTH NET INC COM 1/15/2013 7/11/2014 1,710 1,050 660


2,330 HEALTH NET INC COM 8/5/2011 5/16/2014 91,403 55,645 35,7581,290 HEALTH NET INC COM 2/27/2013 7/21/2014 54,915 33,341 21,573904 HEALTH NET INC COM 10/1/2012 7/3/2014 38,796 20,639 18,157126 HEALTH NET INC COM 10/1/2012 7/3/2014 5,407 2,864 2,543850 HEALTH NET INC COM 3/7/2013 8/7/2014 37,174 23,183 13,991770 HEALTH NET INC COM 8/18/2011 5/21/2014 31,039 16,881 14,158290 HEALTH NET INC COM 10/1/2012 7/7/2014 12,440 6,592 5,84980 HEALTH NET INC COM 8/10/2012 6/10/2014 3,183 1,709 1,474

1,610 HEALTH NET INC COM 7/18/2013 8/15/2014 68,566 53,804 14,762

132



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Expense of Sale (h) Gain (Loss)390 HEALTH NET INC COM 2/27/2013 7/17/2014 16,554 10,080 6,474240 HEALTH NET INC COM 5/8/2013 8/14/2014 10,199 7,418 2,781904 HEALTH NET INC COM 1/11/2013 7/10/2014 38,834 23,394 15,440386 HEALTH NET INC COM 1/14/2013 7/10/2014 16,582 10,148 6,433140 HEALTH NET INC COM 8/16/2012 6/12/2014 5,566 3,030 2,536384 HEALTH NET INC COM 4/19/2012 6/2/2014 15,425 14,273 1,152126 HEALTH NET INC COM 4/30/2012 6/2/2014 5,061 4,482 579

1,024 HEALTH NET INC COM 10/10/2012 7/9/2014 43,640 23,875 19,76520 HEALTH NET INC COM 10/12/2012 7/9/2014 852 461 391


1,106 HEALTH NET INC COM 3/7/2013 8/7/2014 46,643 29,762 16,881974 HEALTH NET INC COM 8/17/2012 6/25/2014 39,597 21,374 18,223396 HEALTH NET INC COM 8/20/2012 6/25/2014 16,099 8,732 7,367420 HEALTH NET INC COM 2/27/2013 7/22/2014 18,129 10,855 7,27364 HEALTH NET INC COM 7/18/2013 8/15/2014 2,719 2,139 580

226 HEALTH NET INC COM 7/19/2013 8/15/2014 9,600 7,446 2,154954 HEALTH NET INC COM 8/16/2012 6/13/2014 38,177 20,649 17,528306 HEALTH NET INC COM 8/17/2012 6/13/2014 12,246 6,715 5,530354 HEALTH NET INC COM 8/18/2011 5/22/2014 14,124 7,761 6,363810 HEALTH NET INC COM 10/24/2011 5/22/2014 32,318 22,149 10,169646 HEALTH NET INC COM 10/24/2011 5/22/2014 25,775 17,663 8,111150 HEALTH NET INC COM 8/10/2012 6/10/2014 5,970 3,205 2,765

1,510 HEALTH NET INC COM 8/8/2012 6/4/2014 60,438 30,634 29,8044 HEALTH NET INC COM 7/19/2013 8/18/2014 170 132 38

500 HEALTH NET INC COM 7/19/2013 8/18/2014 21,253 16,455 4,798210 HEALTH NET INC COM 7/24/2013 8/18/2014 8,926 6,936 1,990116 HEALTH NET INC COM 1/14/2014 8/18/2014 4,931 3,660 1,27124 HEALTH NET INC COM 2/25/2013 7/15/2014 1,032 620 412

1,266 HEALTH NET INC COM 2/26/2013 7/15/2014 54,447 32,293 22,154574 HEALTH NET INC COM 4/30/2012 6/3/2014 22,917 20,419 2,497526 HEALTH NET INC COM 8/8/2012 6/3/2014 21,001 10,671 10,329104 HEALTH NET INC COM 8/5/2011 5/19/2014 4,132 2,484 1,648926 HEALTH NET INC COM 8/18/2011 5/19/2014 36,791 20,301 16,490834 HEALTH NET INC COM 2/27/2013 7/22/2014 36,002 21,556 14,44636 HEALTH NET INC COM 2/28/2013 7/22/2014 1,554 929 625

424 HEALTH NET INC COM 8/4/2011 5/13/2014 16,594 10,350 6,2452,096 HEALTH NET INC COM 8/5/2011 5/13/2014 82,032 50,057 31,976

133



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)534 HEALTH NET INC COM 1/16/2014 8/19/2014 23,236 17,433 5,803

1,600 HEALTH NET INC COM 1/17/2014 8/19/2014 69,622 52,910 16,7111,030 HEALTH NET INC COM 1/23/2014 8/19/2014 44,819 35,109 9,7102,040 HEALTH NET INC COM 1/24/2014 8/19/2014 88,767 69,084 19,684220 HEALTH NET INC COM 5/8/2013 8/13/2014 9,293 6,799 2,493204 HEALTH NET INC COM 7/19/2011 5/12/2014 7,913 6,173 1,741

2,416 HEALTH NET INC COM 8/4/2011 5/12/2014 93,719 58,974 34,7451,310 HEALTH NET INC COM 8/22/2012 7/1/2014 56,235 29,534 26,701324 HEALTH NET INC COM 4/17/2012 5/29/2014 12,939 11,932 1,006996 HEALTH NET INC COM 4/19/2012 5/29/2014 39,774 37,021 2,753334 HEALTH NET INC COM 1/9/2012 5/27/2014 13,308 11,104 2,203906 HEALTH NET INC COM 4/10/2012 5/27/2014 36,098 33,945 2,153

1,304 HEALTH NET INC COM 4/17/2013 8/13/2014 55,214 36,520 18,693820 HEALTH NET INC COM 5/7/2013 8/13/2014 34,720 24,849 9,871746 HEALTH NET INC COM 5/8/2013 8/13/2014 31,587 23,056 8,531690 HEALTH NET INC COM 3/5/2013 8/6/2014 29,663 17,677 11,98634 HEALTH NET INC COM 3/5/2013 8/6/2014 1,462 875 587

820 HEALTH NET INC COM 3/6/2013 8/6/2014 35,251 21,690 13,561836 HEALTH NET INC COM 3/7/2013 8/6/2014 35,939 22,801 13,138150 HEALTH NET INC COM 2/28/2013 7/25/2014 6,501 3,869 2,632

1,380 HEALTH NET INC COM 8/17/2012 6/24/2014 55,421 30,284 25,137474 HEALTH NET INC COM 1/14/2014 8/18/2014 20,417 14,955 5,462

1,050 HEALTH NET INC COM 1/15/2014 8/18/2014 45,226 34,107 11,1191,076 HEALTH NET INC COM 1/16/2014 8/18/2014 46,346 35,127 11,2201,290 HEALTH NET INC COM 2/25/2013 7/14/2014 55,708 33,348 22,360740 HEALTH NET INC COM 2/28/2013 7/25/2014 31,968 19,089 12,880580 HEALTH NET INC COM 10/24/2011 5/22/2014 22,847 15,859 6,988170 HEALTH NET INC COM 2/28/2013 7/24/2014 7,541 4,385 3,156190 HEALTH NET INC COM 8/5/2011 5/14/2014 7,441 4,538 2,903

1,940 HERTZ GLOBAL HLDGS INC COM 12/2/2013 8/29/2014 56,788 47,763 9,0259,240 HERTZ GLOBAL HLDGS INC COM 12/2/2013 12/12/2014 201,504 227,237 (25,732)1,090 HERTZ GLOBAL HLDGS INC COM 12/3/2013 12/12/2014 23,771 27,390 (3,619)260 HERTZ GLOBAL HLDGS INC COM 12/3/2013 12/12/2014 5,670 6,564 (894)

2,860 HERTZ GLOBAL HLDGS INC COM 12/2/2013 9/2/2014 83,311 70,414 12,8971,020 HERTZ GLOBAL HLDGS INC COM 12/2/2013 9/2/2014 29,712 25,085 4,628280 HERTZ GLOBAL HLDGS INC COM 12/2/2013 8/29/2014 8,328 6,904 1,424

1,560 HERTZ GLOBAL HLDGS INC COM 12/2/2013 8/29/2014 46,396 38,408 7,9891,640 HEWLETT PACKARD CO COM 1/9/2013 12/29/2014 66,704 25,892 40,8122,390 HEWLETT PACKARD CO COM 12/5/2012 8/20/2014 83,961 33,648 50,314770 HEWLETT PACKARD CO COM 12/12/2012 12/12/2014 29,352 11,257 18,095

7,390 HEWLETT PACKARD CO COM 12/13/2012 12/12/2014 281,706 107,737 173,969

134



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)2,450 HEWLETT PACKARD CO COM 12/14/2012 12/12/2014 93,394 36,056 57,3382,920 HEWLETT PACKARD CO COM 12/12/2012 12/5/2014 114,444 42,689 71,755950 HEWLETT PACKARD CO COM 1/9/2013 12/29/2014 38,684 14,998 23,686

2,850 HEWLETT PACKARD CO COM 12/5/2012 3/7/2014 86,236 40,215 46,021680 HEWLETT PACKARD CO COM 12/5/2012 3/7/2014 20,576 9,573 11,002810 HEWLETT PACKARD CO COM 12/5/2012 11/25/2014 30,598 11,404 19,194

4,270 HEWLETT PACKARD CO COM 12/5/2012 11/25/2014 161,301 59,752 101,54970 HEWLETT PACKARD CO COM 12/12/2012 11/25/2014 2,644 1,023 1,621


2,410 HEWLETT PACKARD CO COM 12/5/2012 8/20/2014 84,546 33,929 50,6173,440 HEWLETT PACKARD CO COM 12/5/2012 2/14/2014 103,097 48,540 54,5571,340 HEWLETT PACKARD CO COM 12/14/2012 12/22/2014 53,187 19,641 33,5461,260 HEWLETT PACKARD CO COM 12/14/2012 12/22/2014 50,012 18,543 31,469980 HEWLETT PACKARD CO COM 12/5/2012 11/25/2014 37,086 13,797 23,289


2,420 INTERPUBLIC GROUP COMPANIES INC COM 5/21/2012 4/10/2014 39,996 25,891 14,1052,010 INTERPUBLIC GROUP COMPANIES INC COM 5/8/2012 4/3/2014 34,403 22,592 11,811440 INTERPUBLIC GROUP COMPANIES INC COM 4/19/2012 3/26/2014 7,358 4,773 2,585

2,590 INTERPUBLIC GROUP COMPANIES INC COM 4/27/2012 3/26/2014 43,310 30,504 12,806430 INTERPUBLIC GROUP COMPANIES INC COM 5/22/2012 4/14/2014 6,997 4,618 2,379


4,190 INTERPUBLIC GROUP COMPANIES INC COM 5/4/2012 4/2/2014 72,050 48,321 23,7301,540 INTERPUBLIC GROUP COMPANIES INC COM 5/8/2012 4/2/2014 26,482 17,310 9,172490 INTERPUBLIC GROUP COMPANIES INC COM 5/21/2012 4/11/2014 7,979 5,242 2,737210 INTERPUBLIC GROUP COMPANIES INC COM 5/22/2012 4/11/2014 3,420 2,255 1,164

3,170 INTERPUBLIC GROUP COMPANIES INC COM 4/19/2012 3/25/2014 53,559 34,385 19,1741,130 INTERPUBLIC GROUP COMPANIES INC COM 5/8/2012 4/9/2014 18,864 12,701 6,1631,050 INTERPUBLIC GROUP COMPANIES INC COM 5/18/2012 4/9/2014 17,529 11,459 6,0703,190 INTERPUBLIC GROUP COMPANIES INC COM 4/13/2012 1/9/2014 55,364 34,707 20,6574,660 INTERPUBLIC GROUP COMPANIES INC COM 4/17/2012 1/9/2014 80,876 51,138 29,7381,100 INTERPUBLIC GROUP COMPANIES INC COM 4/19/2012 1/9/2014 19,091 11,932 7,1592,320 INTERPUBLIC GROUP COMPANIES INC COM 4/30/2012 4/1/2014 39,884 27,455 12,4301,510 INTERPUBLIC GROUP COMPANIES INC COM 5/1/2012 4/1/2014 25,959 18,178 7,7812,370 INTERPUBLIC GROUP COMPANIES INC COM 5/2/2012 4/1/2014 40,744 28,070 12,674

80 INTERPUBLIC GROUP COMPANIES INC COM 5/2/2012 4/2/2014 1,381 948 4333,570 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/21/2014 60,141 34,778 25,3632,620 INTERPUBLIC GROUP COMPANIES INC COM 8/7/2012 4/21/2014 44,137 27,399 16,7381,270 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/17/2014 21,488 12,372 9,116

135



Attachment 2APart 6

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Expense of Sale (h) Gain (Loss)1,180 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/17/2014 19,965 11,651 8,314170 INTERPUBLIC GROUP COMPANIES INC COM 5/22/2012 4/14/2014 2,769 1,826 943


2,440 INTERPUBLIC GROUP COMPANIES INC COM 4/13/2012 1/9/2014 42,354 26,547 15,8073,050 INTERPUBLIC GROUP COMPANIES INC COM 4/27/2012 3/28/2014 51,760 35,921 15,8383,250 INTERPUBLIC GROUP COMPANIES INC COM 5/18/2012 4/9/2014 54,171 35,468 18,7031,740 INTERPUBLIC GROUP COMPANIES INC COM 7/3/2012 4/15/2014 28,225 19,631 8,595590 INTERPUBLIC GROUP COMPANIES INC COM 4/30/2012 3/31/2014 10,089 6,982 3,107

3,560 INTERPUBLIC GROUP COMPANIES INC COM 5/8/2012 4/4/2014 60,577 40,014 20,56240 INTERPUBLIC GROUP COMPANIES INC COM 7/3/2012 4/15/2014 649 451 198

4,430 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/15/2014 71,901 43,741 28,16020 INTERPUBLIC GROUP COMPANIES INC COM 5/18/2012 4/10/2014 336 218 117

780 INTERPUBLIC GROUP COMPANIES INC COM 5/21/2012 4/10/2014 13,093 8,345 4,7483,110 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/16/2014 51,341 30,708 20,633580 INTERPUBLIC GROUP COMPANIES INC COM 5/8/2012 4/3/2014 10,030 6,519 3,510

4,090 INTERPUBLIC GROUP COMPANIES INC COM 4/27/2012 3/31/2014 69,706 48,170 21,5361,500 INTERPUBLIC GROUP COMPANIES INC COM 4/30/2012 3/31/2014 25,564 17,751 7,8141,150 INTERPUBLIC GROUP COMPANIES INC COM 7/26/2012 4/17/2014 19,492 11,355 8,1376,300 INTERPUBLIC GROUP COMPANIES INC COM 8/7/2012 4/22/2014 109,771 65,884 43,888

10,310 INTERPUBLIC GROUP COMPANIES INC COM 8/8/2012 4/22/2014 179,642 107,626 72,0154,590 INTERPUBLIC GROUP COMPANIES INC COM 8/22/2012 4/22/2014 79,976 51,124 28,8521,390 INTREXON CORP COM 5/27/2014 12/12/2014 38,215 25,831 12,383520 JOY GLOBAL INC COM 4/12/2013 5/9/2014 30,561 28,280 2,280

1,050 JOY GLOBAL INC COM 5/7/2013 5/9/2014 61,709 63,110 (1,401)70 JOY GLOBAL INC COM 5/8/2013 5/9/2014 4,114 4,288 (174)

120 JOY GLOBAL INC COM 7/23/2013 5/12/2014 7,209 6,027 1,183210 JOY GLOBAL INC COM 3/8/2013 5/2/2014 12,562 13,247 (685)370 JOY GLOBAL INC COM 3/11/2013 5/2/2014 22,133 22,825 (692)620 JOY GLOBAL INC COM 3/11/2013 5/2/2014 36,806 38,247 (1,441)570 JOY GLOBAL INC COM 3/12/2013 5/2/2014 33,838 34,938 (1,100)

1,260 JOY GLOBAL INC COM 4/4/2013 5/8/2014 74,416 71,199 3,217520 JOY GLOBAL INC COM 4/12/2013 5/8/2014 30,711 28,280 2,431110 JOY GLOBAL INC COM 4/4/2013 5/7/2014 6,411 6,216 195270 JOY GLOBAL INC COM 3/12/2013 5/5/2014 15,940 16,480 (540)150 JOY GLOBAL INC COM 3/12/2013 5/5/2014 8,855 9,194 (339)500 JOY GLOBAL INC COM 3/14/2013 5/5/2014 29,518 30,782 (1,263)910 JOY GLOBAL INC COM 3/25/2013 5/7/2014 53,453 52,575 878770 JOY GLOBAL INC COM 4/4/2013 5/7/2014 45,229 43,510 1,719800 JOY GLOBAL INC COM 3/7/2013 2/14/2014 45,398 49,619 (4,221)

1,010 JOY GLOBAL INC COM 3/8/2013 2/14/2014 57,315 63,710 (6,395)

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Expense of Sale (h) Gain (Loss)2,050 JOY GLOBAL INC COM 3/8/2013 5/1/2014 122,642 129,313 (6,671)

90 JOY GLOBAL INC COM 4/12/2013 5/8/2014 5,316 4,895 4211,870 JOY GLOBAL INC COM 7/23/2013 5/13/2014 111,896 93,914 17,982500 JOY GLOBAL INC COM 3/14/2013 5/6/2014 29,335 30,782 (1,447)680 JOY GLOBAL INC COM 3/19/2013 5/6/2014 39,895 40,449 (554)450 JOY GLOBAL INC COM 3/19/2013 5/6/2014 26,405 26,768 (363)140 JOY GLOBAL INC COM 3/25/2013 5/6/2014 8,215 8,088 126980 JOY GLOBAL INC COM 5/8/2013 5/12/2014 58,645 60,026 (1,381)

1,080 JOY GLOBAL INC COM 7/23/2013 5/12/2014 64,629 54,239 10,390170 JOY GLOBAL INC COM 7/23/2013 5/12/2014 10,148 8,538 1,610580 JOY GLOBAL INC COM 3/8/2013 4/30/2014 35,018 36,586 (1,568)

1,410 LEIDOS HLDGS INC COM 9/30/2013 4/1/2014 51,832 53,904 (2,072)1,210 LEIDOS HLDGS INC COM 9/30/2013 12/3/2013 50,780 46,258 4,522400 LEIDOS HLDGS INC COM 9/30/2013 3/31/2014 14,043 15,292 (1,248)

1,587 LEIDOS HLDGS INC COM 10/16/2013 4/30/2014 58,914 73,443 (14,529)523 LEIDOS HLDGS INC COM 10/17/2013 4/30/2014 19,415 23,903 (4,488)

3,980 LEIDOS HLDGS INC COM 9/30/2013 3/27/2014 146,215 152,155 (5,939)1,960 LEIDOS HLDGS INC COM 9/30/2013 3/27/2014 71,278 74,930 (3,653)550 LEIDOS HLDGS INC COM 9/30/2013 3/11/2014 23,960 21,026 2,934480 LEIDOS HLDGS INC COM 10/21/2013 5/1/2014 17,898 22,696 (4,798)50 LEIDOS HLDGS INC COM 10/1/2013 4/17/2014 1,868 2,361 (493)

673 LEIDOS HLDGS INC COM 10/10/2013 4/25/2014 24,785 30,722 (5,937)507 LEIDOS HLDGS INC COM 10/10/2013 4/25/2014 18,671 23,282 (4,611)520 LEIDOS HLDGS INC COM 9/30/2013 3/10/2014 23,022 19,879 3,143

1,850 LEIDOS HLDGS INC COM 9/30/2013 3/31/2014 64,761 70,725 (5,964)250 LEIDOS HLDGS INC COM 9/30/2013 3/27/2014 8,800 9,557 (758)253 LEIDOS HLDGS INC COM 10/2/2013 4/22/2014 9,489 11,856 (2,367)

1,157 LEIDOS HLDGS INC COM 10/2/2013 4/22/2014 43,395 54,433 (11,038)650 LEIDOS HLDGS INC COM 9/30/2013 2/24/2014 29,506 24,849 4,65760 LEIDOS HLDGS INC COM 9/30/2013 4/2/2014 2,204 2,294 (90)93 LEIDOS HLDGS INC COM 10/10/2013 4/25/2014 3,425 4,241 (817)

687 LEIDOS HLDGS INC COM 10/10/2013 4/25/2014 25,299 31,361 (6,062)1,260 LEIDOS HLDGS INC COM 9/30/2013 4/1/2014 46,132 48,170 (2,037)500 LEIDOS HLDGS INC COM 9/30/2013 2/21/2014 22,818 19,115 3,703130 LEIDOS HLDGS INC COM 9/30/2013 3/10/2014 5,739 4,970 769280 LEIDOS HLDGS INC COM 9/30/2013 2/21/2014 12,793 10,704 2,08960 LEIDOS HLDGS INC COM 9/30/2013 4/16/2014 2,236 2,294 (58)

600 LEIDOS HLDGS INC COM 10/21/2013 5/2/2014 22,273 28,144 (5,870)27 LEIDOS HLDGS INC COM 10/21/2013 5/2/2014 1,002 1,277 (274)

770 LEIDOS HLDGS INC COM 10/24/2013 5/2/2014 28,584 36,595 (8,011)630 LEIDOS HLDGS INC COM 10/25/2013 5/2/2014 23,387 29,806 (6,419)

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Expense of Sale (h) Gain (Loss)820 LEIDOS HLDGS INC COM 9/30/2013 12/6/2013 34,019 31,348 2,671417 LEIDOS HLDGS INC COM 9/30/2013 4/16/2014 15,564 15,942 (377)

2,293 LEIDOS HLDGS INC COM 10/1/2013 4/16/2014 85,585 108,262 (22,676)480 LEIDOS HLDGS INC COM 9/30/2013 12/6/2013 19,912 18,350 1,562407 LEIDOS HLDGS INC COM 10/1/2013 4/21/2014 15,187 19,216 (4,029)893 LEIDOS HLDGS INC COM 10/2/2013 4/21/2014 33,321 42,013 (8,692)

1,020 LEIDOS HLDGS INC COM 10/16/2013 4/30/2014 37,613 47,204 (9,591)467 LEIDOS HLDGS INC COM 10/2/2013 4/24/2014 17,401 21,884 (4,483)403 LEIDOS HLDGS INC COM 10/10/2013 4/24/2014 15,016 18,506 (3,490)300 LEIDOS HLDGS INC COM 9/30/2013 4/2/2014 11,012 11,469 (457)317 LEIDOS HLDGS INC COM 10/17/2013 5/1/2014 11,891 14,488 (2,596)783 LEIDOS HLDGS INC COM 10/18/2013 5/1/2014 29,372 36,504 (7,132)

2,100 LEIDOS HLDGS INC COM 9/30/2013 12/9/2013 87,174 80,283 6,892367 LEIDOS HLDGS INC COM 10/18/2013 5/1/2014 13,745 17,110 (3,365)293 LEIDOS HLDGS INC COM 10/21/2013 5/1/2014 10,974 13,854 (2,880)

1,400 LEIDOS HLDGS INC COM 9/30/2013 11/26/2013 67,862 63,775 4,08816,731 LEIDOS HLDGS INC COM 9/30/2013 11/26/2013 811,270 639,603 171,6661,640 LEIDOS HLDGS INC COM 9/30/2013 3/28/2014 56,650 62,697 (6,047)177 LEIDOS HLDGS INC COM 10/10/2013 4/29/2014 6,621 8,072 (1,451)270 LEIDOS HLDGS INC COM 10/11/2013 4/29/2014 10,100 12,454 (2,353)193 LEIDOS HLDGS INC COM 10/16/2013 4/29/2014 7,220 8,932 (1,712)200 LEIDOS HLDGS INC COM 9/30/2013 2/21/2014 9,126 7,646 1,480660 LEIDOS HLDGS INC COM 9/30/2013 2/20/2014 30,186 25,232 4,954

1,130 LEIDOS HLDGS INC COM 9/30/2013 2/19/2014 51,526 43,200 8,3274,270 LEIDOS HLDGS INC COM 9/30/2013 3/28/2014 147,581 163,241 (15,660)740 LEIDOS HLDGS INC COM 9/30/2013 3/27/2014 26,130 28,290 (2,160)

1,090 LEXMARK INTL INC NEW CL A 11/9/2012 8/15/2014 55,423 23,708 31,716280 LEXMARK INTL INC NEW CL A 11/6/2012 4/4/2014 13,284 6,095 7,189

1,100 LEXMARK INTL INC NEW CL A 11/9/2012 4/15/2014 50,454 23,925 26,529170 LEXMARK INTL INC NEW CL A 11/9/2012 4/14/2014 7,816 3,698 4,119140 LEXMARK INTL INC NEW CL A 10/25/2012 4/3/2014 6,678 3,048 3,630680 LEXMARK INTL INC NEW CL A 10/26/2012 4/3/2014 32,435 14,730 17,70520 LEXMARK INTL INC NEW CL A 11/6/2012 4/3/2014 954 435 519

940 LEXMARK INTL INC NEW CL A 10/15/2012 3/10/2014 38,839 19,779 19,060840 LEXMARK INTL INC NEW CL A 11/9/2012 12/12/2014 33,729 18,270 15,459

1,920 LEXMARK INTL INC NEW CL A 5/10/2013 12/12/2014 77,095 59,279 17,8151,280 LEXMARK INTL INC NEW CL A 5/13/2013 12/12/2014 51,397 39,528 11,868490 LEXMARK INTL INC NEW CL A 10/15/2012 3/10/2014 20,258 10,246 10,012480 LEXMARK INTL INC NEW CL A 10/15/2012 3/10/2014 19,845 10,100 9,745240 LEXMARK INTL INC NEW CL A 10/15/2012 3/11/2014 9,960 5,018 4,942410 LEXMARK INTL INC NEW CL A 10/25/2012 3/11/2014 17,015 8,925 8,090

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Expense of Sale (h) Gain (Loss)1,100 LEXMARK INTL INC NEW CL A 11/9/2012 7/7/2014 54,226 23,925 30,3001,140 LEXMARK INTL INC NEW CL A 10/25/2012 3/25/2014 52,807 24,816 27,990360 LEXMARK INTL INC NEW CL A 11/6/2012 4/14/2014 16,503 7,836 8,666100 LEXMARK INTL INC NEW CL A 11/7/2012 4/14/2014 4,584 2,157 2,427470 LEXMARK INTL INC NEW CL A 11/9/2012 4/14/2014 21,545 10,223 11,322

1,410 LOUISIANA‐PACIFIC CORP COM 5/2/2014 5/16/2014 20,148 23,522 (3,375)750 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/15/2014 10,916 11,964 (1,049)

4,750 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/14/2014 72,205 75,773 (3,568)160 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/14/2014 2,477 2,552 (76)830 LOUISIANA‐PACIFIC CORP COM 5/2/2014 5/16/2014 11,789 13,846 (2,058)60 LOUISIANA‐PACIFIC CORP COM 5/5/2014 5/16/2014 852 992 (139)

4,720 LOUISIANA‐PACIFIC CORP COM 5/5/2014 5/16/2014 67,040 77,898 (10,858)2,460 LOUISIANA‐PACIFIC CORP COM 5/6/2014 5/16/2014 34,940 40,305 (5,365)100 LOUISIANA‐PACIFIC CORP COM 5/2/2014 5/15/2014 1,493 1,668 (176)180 LOUISIANA‐PACIFIC CORP COM 5/2/2014 5/15/2014 2,687 3,005 (319)

1,840 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/14/2014 28,374 29,352 (978)4,000 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/15/2014 58,541 63,699 (5,158)4,190 LOUISIANA‐PACIFIC CORP COM 4/28/2014 5/15/2014 61,322 66,840 (5,518)6,030 LOUISIANA‐PACIFIC CORP COM 4/29/2014 5/15/2014 88,251 96,722 (8,472)290 LOUISIANA‐PACIFIC CORP COM 4/29/2014 5/15/2014 4,244 4,641 (397)530 LOUISIANA‐PACIFIC CORP COM 5/2/2014 5/15/2014 7,757 8,849 (1,093)

1,080 LOWES COS INC COM 2/20/2013 12/12/2014 70,770 41,987 28,7833,040 LOWES COS INC COM 2/21/2013 12/12/2014 199,205 114,999 84,2072,820 LOWES COS INC COM 2/22/2013 12/12/2014 184,789 106,681 78,1091,740 LOWES COS INC COM 2/8/2013 9/2/2014 91,508 67,882 23,625420 LOWES COS INC COM 2/20/2013 9/2/2014 22,088 16,328 5,760330 LOWES COS INC COM 1/25/2013 8/29/2014 17,286 12,882 4,404

3,010 LOWES COS INC COM 1/31/2013 8/29/2014 157,669 115,984 41,6852,080 LOWES COS INC COM 2/1/2013 8/29/2014 108,954 81,027 27,927910 LOWES COS INC COM 2/1/2013 9/2/2014 47,725 35,449 12,275

1,280 LOWES COS INC COM 2/8/2013 9/2/2014 67,130 49,937 17,193150 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/11/2013 7/24/2014 15,387 9,678 5,709250 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/13/2013 7/24/2014 25,645 16,377 9,268340 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/5/2013 3/11/2014 30,815 22,307 8,507190 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/28/2013 10/8/2014 18,937 12,838 6,098

1,190 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/28/2013 10/8/2014 118,604 80,369 38,235350 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/1/2013 10/8/2014 34,883 23,478 11,406390 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/1/2013 10/8/2014 38,870 26,521 12,350

1,590 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/24/2013 10/7/2014 158,796 104,305 54,491530 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/28/2013 10/7/2014 52,932 35,813 17,119220 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/13/2013 9/11/2014 24,854 14,409 10,445

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Expense of Sale (h) Gain (Loss)90 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/18/2013 9/11/2014 10,167 6,209 3,958

690 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/18/2013 9/11/2014 77,950 47,564 30,386250 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/5/2013 6/13/2014 24,757 16,403 8,354850 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/11/2013 6/13/2014 84,172 54,844 29,32870 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/2/2013 12/12/2014 5,018 4,564 454

600 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/2/2013 12/12/2014 43,011 39,413 3,5981,940 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/5/2013 12/12/2014 139,070 130,830 8,241480 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/8/2013 12/12/2014 34,409 32,782 1,627

2,150 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/1/2013 11/12/2014 188,322 144,221 44,102120 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/2/2013 11/12/2014 10,511 7,898 2,613680 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/13/2013 7/24/2014 69,559 44,536 25,022800 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/13/2013 7/24/2014 81,834 52,405 29,428240 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/5/2013 3/11/2014 21,760 15,746 6,014160 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/2/2013 11/12/2014 14,148 10,531 3,61750 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 7/2/2013 11/12/2014 4,421 3,284 1,137

170 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/18/2013 9/12/2014 19,130 11,719 7,411330 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 6/24/2013 9/12/2014 37,134 21,648 15,486

3,790 MASCO CORP COM 9/3/2014 12/12/2014 92,235 88,937 3,2983,670 MASCO CORP COM 9/4/2014 12/12/2014 89,314 87,324 1,9911,980 MASCO CORP COM 9/4/2014 12/12/2014 48,186 47,228 958790 MASCO CORP COM 9/4/2014 12/12/2014 19,226 18,810 416840 MOTOROLA SOLUTIONS INC 9/18/2012 12/12/2014 52,967 41,866 11,101

3,480 MOTOROLA SOLUTIONS INC 9/19/2012 12/12/2014 219,433 175,119 44,314440 MOTOROLA SOLUTIONS INC 9/13/2012 7/31/2014 28,074 21,931 6,14260 MOTOROLA SOLUTIONS INC 9/18/2012 7/31/2014 3,828 2,990 838

1,190 MOTOROLA SOLUTIONS INC 9/18/2012 7/31/2014 75,927 59,374 16,553390 MYRIAD GENETICS INC COM 1/14/2014 7/25/2014 14,498 9,562 4,936150 MYRIAD GENETICS INC COM 1/15/2014 7/25/2014 5,576 3,724 1,852950 MYRIAD GENETICS INC COM 1/14/2014 7/24/2014 35,549 23,292 12,25690 MYRIAD GENETICS INC COM 1/23/2014 7/30/2014 3,321 2,255 1,066

930 MYRIAD GENETICS INC COM 1/24/2014 7/30/2014 34,315 23,569 10,745470 MYRIAD GENETICS INC COM 1/23/2014 7/29/2014 17,453 11,774 5,679520 MYRIAD GENETICS INC COM 1/14/2014 7/23/2014 19,567 12,750 6,818320 MYRIAD GENETICS INC COM 1/24/2014 12/12/2014 11,165 8,110 3,056

1,340 MYRIAD GENETICS INC COM 1/27/2014 12/12/2014 46,755 34,264 12,4922,120 MYRIAD GENETICS INC COM 1/28/2014 12/12/2014 73,971 56,232 17,740210 MYRIAD GENETICS INC COM 1/15/2014 7/28/2014 7,549 5,213 2,336400 MYRIAD GENETICS INC COM 1/15/2014 7/28/2014 14,379 9,903 4,476210 MYRIAD GENETICS INC COM 1/15/2014 7/28/2014 7,549 5,204 2,34560 MYRIAD GENETICS INC COM 1/15/2014 7/28/2014 2,157 1,489 66850 MYRIAD GENETICS INC COM 1/23/2014 7/28/2014 1,797 1,253 545

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Expense of Sale (h) Gain (Loss)2,110 NCR CORP COM 5/14/2014 10/20/2014 49,582 66,359 (16,777)190 NCR CORP COM 5/15/2014 10/20/2014 4,465 5,898 (1,434)

1,360 NCR CORP COM 5/15/2014 10/20/2014 31,958 42,169 (10,211)4,810 NCR CORP COM 5/15/2014 10/20/2014 113,027 150,132 (37,104)420 NCR CORP COM 5/16/2014 10/20/2014 9,869 13,597 (3,728)990 NCR CORP COM 5/16/2014 10/20/2014 23,263 31,877 (8,614)

2,180 NCR CORP COM 5/16/2014 10/20/2014 51,226 71,099 (19,872)1,590 NCR CORP COM 5/16/2014 10/20/2014 36,752 51,197 (14,445)4,700 NCR CORP COM 5/16/2014 10/20/2014 110,426 151,337 (40,910)1,650 NCR CORP COM 5/19/2014 10/20/2014 38,767 53,519 (14,752)560 NCR CORP COM 5/20/2014 10/20/2014 13,157 17,830 (4,673)

1,100 NCR CORP COM 5/20/2014 10/20/2014 25,844 35,011 (9,166)50 NCR CORP COM 5/22/2014 10/20/2014 1,175 1,601 (426)

520 NCR CORP COM 5/22/2014 12/12/2014 14,520 16,611 (2,091)1,110 NCR CORP COM 5/22/2014 12/12/2014 30,995 35,533 (4,538)1,660 NCR CORP COM 5/28/2014 12/12/2014 46,353 54,398 (8,045)1,290 NCR CORP COM 5/29/2014 12/12/2014 36,021 42,068 (6,047)360 OCCIDENTAL PETROLEUM CORP 3/21/2012 12/2/2014 28,564 34,145 (5,581)

1,030 OCCIDENTAL PETROLEUM CORP 3/26/2012 12/2/2014 81,723 98,296 (16,572)20 OCCIDENTAL PETROLEUM CORP 3/29/2012 12/2/2014 1,587 1,817 (230)

160 OCCIDENTAL PETROLEUM CORP 4/12/2012 12/4/2014 13,122 13,964 (843)440 OCCIDENTAL PETROLEUM CORP 4/17/2012 12/4/2014 36,084 37,602 (1,517)130 OCCIDENTAL PETROLEUM CORP 4/17/2012 12/4/2014 10,661 11,126 (465)140 OCCIDENTAL PETROLEUM CORP 4/19/2012 12/4/2014 11,481 11,988 (506)

1,460 OCCIDENTAL PETROLEUM CORP 5/14/2012 12/8/2014 113,315 115,122 (1,807)160 OCCIDENTAL PETROLEUM CORP 1/24/2012 7/25/2014 16,081 16,074 8950 OCCIDENTAL PETROLEUM CORP 1/26/2012 7/25/2014 95,482 95,957 (475)740 OCCIDENTAL PETROLEUM CORP 6/8/2012 12/11/2014 56,592 60,082 (3,490)10 OCCIDENTAL PETROLEUM CORP 5/14/2012 12/9/2014 771 789 (18)

1,140 OCCIDENTAL PETROLEUM CORP 5/18/2012 12/9/2014 87,888 88,012 (124)1,430 OCCIDENTAL PETROLEUM CORP 2/13/2012 11/28/2014 114,362 148,425 (34,064)

40 OCCIDENTAL PETROLEUM CORP 5/18/2012 12/9/2014 3,078 3,088 (11)70 OCCIDENTAL PETROLEUM CORP 5/31/2012 12/9/2014 5,386 5,379 7

200 OCCIDENTAL PETROLEUM CORP 5/31/2012 12/9/2014 15,388 15,429 (41)430 OCCIDENTAL PETROLEUM CORP 4/19/2012 12/5/2014 35,179 36,819 (1,641)

1,170 OCCIDENTAL PETROLEUM CORP 5/8/2012 12/5/2014 95,719 96,208 (489)1,200 OCCIDENTAL PETROLEUM CORP 5/14/2012 12/5/2014 98,173 94,620 3,553500 OCCIDENTAL PETROLEUM CORP 10/25/2012 12/17/2014 38,095 39,473 (1,379)

1,040 OCCIDENTAL PETROLEUM CORP 12/9/2013 12/17/2014 79,237 93,677 (14,440)790 OCCIDENTAL PETROLEUM CORP 12/9/2013 12/17/2014 60,189 71,061 (10,872)450 OCCIDENTAL PETROLEUM CORP 1/26/2012 7/28/2014 44,945 45,453 (509)

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Expense of Sale (h) Gain (Loss)190 OCCIDENTAL PETROLEUM CORP 1/30/2012 7/28/2014 18,977 18,922 54270 OCCIDENTAL PETROLEUM CORP 1/30/2012 7/28/2014 26,967 26,631 335

1,790 OCCIDENTAL PETROLEUM CORP 2/1/2012 7/28/2014 178,780 177,878 902200 OCCIDENTAL PETROLEUM CORP 2/14/2012 12/1/2014 15,477 20,220 (4,742)320 OCCIDENTAL PETROLEUM CORP 5/31/2012 12/10/2014 24,166 24,589 (423)120 OCCIDENTAL PETROLEUM CORP 6/7/2012 12/10/2014 9,062 9,836 (774)690 OCCIDENTAL PETROLEUM CORP 6/8/2012 12/10/2014 52,108 56,022 (3,914)520 OCCIDENTAL PETROLEUM CORP 3/29/2012 12/3/2014 42,830 47,239 (4,409)860 OCCIDENTAL PETROLEUM CORP 4/11/2012 12/3/2014 70,834 74,046 (3,212)350 OCCIDENTAL PETROLEUM CORP 6/8/2012 12/10/2014 26,198 28,417 (2,219)560 OCCIDENTAL PETROLEUM CORP 10/24/2012 12/15/2014 41,650 43,637 (1,987)780 OCCIDENTAL PETROLEUM CORP 10/25/2012 12/15/2014 58,013 61,579 (3,566)260 OCCIDENTAL PETROLEUM CORP 2/14/2012 12/1/2014 20,192 26,285 (6,093)480 OCCIDENTAL PETROLEUM CORP 2/22/2012 12/1/2014 37,278 47,967 (10,689)480 OCCIDENTAL PETROLEUM CORP 3/2/2012 12/1/2014 37,278 48,390 (11,112)500 OCCIDENTAL PETROLEUM CORP 3/7/2012 12/1/2014 38,831 48,310 (9,479)160 OCCIDENTAL PETROLEUM CORP 3/21/2012 12/1/2014 12,426 15,175 (2,750)80 OCCIDENTAL PETROLEUM CORP 6/8/2012 12/12/2014 5,924 6,495 (571)

620 OCCIDENTAL PETROLEUM CORP 10/8/2012 12/12/2014 45,910 50,444 (4,534)80 OCCIDENTAL PETROLEUM CORP 10/24/2012 12/12/2014 5,924 6,234 (310)

800 OCCIDENTAL PETROLEUM CORP 2/13/2012 12/1/2014 61,377 80,140 (18,763)10 OCCIDENTAL PETROLEUM CORP 2/14/2012 12/1/2014 767 1,011 (244)

130 OCCIDENTAL PETROLEUM CORP 2/1/2012 7/30/2014 12,774 12,919 (145)480 OCCIDENTAL PETROLEUM CORP 2/9/2012 7/30/2014 47,165 50,059 (2,894)510 OCCIDENTAL PETROLEUM CORP 2/10/2012 7/30/2014 50,113 52,344 (2,231)250 OCCIDENTAL PETROLEUM CORP 4/11/2012 12/4/2014 20,491 21,525 (1,034)270 OCCIDENTAL PETROLEUM CORP 4/12/2012 12/4/2014 22,130 23,564 (1,434)450 OCCIDENTAL PETROLEUM CORP 2/10/2012 11/12/2014 39,717 46,186 (6,469)170 OCCIDENTAL PETROLEUM CORP 2/13/2012 11/12/2014 15,004 17,645 (2,641)690 OCCIDENTAL PETROLEUM CORP 4/12/2012 12/4/2014 56,906 60,220 (3,314)60 OCCIDENTAL PETROLEUM CORP 2/1/2012 7/28/2014 5,993 5,962 31

630 OMNICARE INC COM 1/19/2011 6/10/2014 41,030 16,133 24,897210 OMNICARE INC COM 1/25/2011 6/10/2014 13,677 5,406 8,271760 OMNICARE INC COM 1/26/2011 11/11/2014 53,068 19,884 33,18520 OMNICARE INC COM 2/24/2011 11/11/2014 1,397 555 842

900 OMNICARE INC COM 1/25/2011 9/23/2014 55,768 23,167 32,601390 OMNICARE INC COM 1/26/2011 9/23/2014 24,166 10,204 13,962500 OMNICARE INC COM 1/26/2011 9/24/2014 30,815 13,082 17,733830 OMNICARE INC COM 1/19/2011 6/4/2014 54,364 21,255 33,108790 OMNICARE INC COM 12/10/2010 2/4/2014 47,904 19,280 28,62430 OMNICARE INC COM 1/19/2011 2/4/2014 1,819 768 1,051

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Expense of Sale (h) Gain (Loss)850 OMNICARE INC COM 1/19/2011 5/21/2014 53,104 21,767 31,336830 OMNICARE INC COM 1/19/2011 6/4/2014 54,868 21,255 33,613890 OMNICARE INC COM 1/25/2011 9/17/2014 56,044 22,910 33,134

1,780 OMNICARE INC COM 2/24/2011 12/12/2014 125,940 49,356 76,5831,730 OMNICARE INC COM 2/28/2011 12/12/2014 122,402 49,457 72,945400 OMNICARE INC COM 2/28/2011 12/12/2014 28,301 11,458 16,843

1,310 OMNICARE INC COM 3/1/2011 12/12/2014 92,686 38,017 54,66920 OMNICARE INC COM 3/7/2011 12/12/2014 1,415 581 83450 OMNICARE INC COM 3/15/2011 12/12/2014 3,538 1,441 2,096

1,750 OMNICARE INC COM 1/26/2011 10/7/2014 106,765 45,785 60,980840 OMNICARE INC COM 1/19/2011 6/3/2014 54,190 21,511 32,678

4,010 PHILLIPS 66 COM 7/18/2014 12/12/2014 265,760 323,747 (57,987)1,740 PITNEY BOWES INC COM 7/8/2013 12/12/2014 42,011 25,101 16,9104,260 PITNEY BOWES INC COM 7/10/2013 12/12/2014 102,854 61,288 41,5664,350 PITNEY BOWES INC COM 7/11/2013 12/12/2014 105,027 61,983 43,044580 PITNEY BOWES INC COM 7/16/2013 12/12/2014 14,004 8,199 5,805320 PITNEY BOWES INC COM 7/1/2013 6/2/2014 8,955 4,810 4,145130 PITNEY BOWES INC COM 7/1/2013 6/6/2014 3,638 1,954 1,684180 PITNEY BOWES INC COM 7/2/2013 6/6/2014 5,037 2,559 2,479

1,320 PITNEY BOWES INC COM 7/2/2013 6/9/2014 37,023 18,763 18,260750 PITNEY BOWES INC COM 7/2/2013 7/30/2014 20,801 10,661 10,140

2,230 PITNEY BOWES INC COM 7/2/2013 7/30/2014 61,440 31,698 29,7422,210 PITNEY BOWES INC COM 7/8/2013 7/30/2014 60,889 31,930 28,960200 PITNEY BOWES INC COM 7/8/2013 7/30/2014 5,483 2,890 2,593100 PITNEY BOWES INC COM 7/8/2013 7/30/2014 2,741 1,443 1,299590 POLYONE CORP COM 3/10/2014 9/16/2014 21,340 22,249 (909)520 POLYONE CORP COM 3/11/2014 9/16/2014 18,808 19,530 (722)550 POLYONE CORP COM 1/29/2014 9/11/2014 20,737 19,335 1,402280 POLYONE CORP COM 1/17/2014 9/4/2014 10,991 9,616 1,376760 POLYONE CORP COM 3/11/2014 9/17/2014 27,373 28,543 (1,171)110 POLYONE CORP COM 3/12/2014 9/17/2014 3,962 4,048 (86)30 POLYONE CORP COM 3/12/2014 9/17/2014 1,081 1,102 (22)

320 POLYONE CORP COM 1/17/2014 9/4/2014 12,521 10,989 1,532270 POLYONE CORP COM 1/17/2014 9/3/2014 10,644 9,272 1,372370 POLYONE CORP COM 1/29/2014 9/15/2014 13,533 13,008 525970 POLYONE CORP COM 1/29/2014 9/15/2014 35,478 33,769 1,709850 POLYONE CORP COM 3/6/2014 9/16/2014 30,818 32,362 (1,544)830 POLYONE CORP COM 3/10/2014 9/16/2014 30,093 31,299 (1,206)

1,080 POLYONE CORP COM 1/24/2014 9/9/2014 40,707 37,859 2,84920 POLYONE CORP COM 3/5/2014 9/16/2014 730 755 (25)70 POLYONE CORP COM 3/5/2014 9/16/2014 2,554 2,645 (91)

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Expense of Sale (h) Gain (Loss)70 POLYONE CORP COM 3/6/2014 9/16/2014 2,554 2,665 (111)80 POLYONE CORP COM 1/17/2014 9/5/2014 3,050 2,746 30490 POLYONE CORP COM 1/17/2014 9/5/2014 3,431 3,091 340

1,050 POLYONE CORP COM 1/21/2014 9/5/2014 40,030 36,700 3,331330 POLYONE CORP COM 1/22/2014 9/5/2014 12,581 11,692 889210 POLYONE CORP COM 2/14/2014 9/15/2014 7,661 7,566 95710 POLYONE CORP COM 2/18/2014 9/15/2014 25,903 25,580 322220 POLYONE CORP COM 2/19/2014 9/15/2014 8,026 7,929 9880 POLYONE CORP COM 2/20/2014 9/15/2014 2,919 2,883 35

420 POLYONE CORP COM 3/5/2014 9/15/2014 15,323 15,869 (547)330 POLYONE CORP COM 1/29/2014 9/15/2014 12,044 11,488 555220 POLYONE CORP COM 2/14/2014 9/15/2014 8,029 7,926 103

1,080 POLYONE CORP COM 1/24/2014 9/9/2014 40,743 37,859 2,884550 POLYONE CORP COM 3/12/2014 9/17/2014 19,671 20,208 (537)90 POLYONE CORP COM 1/22/2014 9/5/2014 3,419 3,189 230

130 POLYONE CORP COM 1/22/2014 9/5/2014 4,939 4,598 341190 POLYONE CORP COM 1/17/2014 9/4/2014 7,406 6,525 882110 POLYONE CORP COM 1/24/2014 9/8/2014 4,171 3,856 315

1,280 POLYONE CORP COM 1/29/2014 9/10/2014 48,317 44,999 3,318350 POLYONE CORP COM 1/29/2014 9/12/2014 13,049 12,304 745100 POLYONE CORP COM 1/29/2014 9/12/2014 3,711 3,516 195710 POLYONE CORP COM 1/24/2014 9/10/2014 26,778 24,889 1,890750 POLYONE CORP COM 1/29/2014 9/10/2014 28,287 26,367 1,920450 POLYONE CORP COM 3/12/2014 9/18/2014 15,749 16,454 (705)300 POLYONE CORP COM 3/12/2014 9/18/2014 10,499 11,023 (523)290 POLYONE CORP COM 4/24/2014 9/18/2014 10,149 10,832 (683)120 POLYONE CORP COM 4/24/2014 9/18/2014 4,200 4,497 (297)

1,020 POLYONE CORP COM 4/24/2014 9/18/2014 35,697 38,307 (2,610)160 POLYONE CORP COM 1/22/2014 9/8/2014 6,085 5,659 426

1,200 POLYONE CORP COM 1/23/2014 9/8/2014 45,637 42,304 3,333260 POLYONE CORP COM 1/24/2014 9/8/2014 9,888 9,114 774140 POLYONE CORP COM 1/17/2014 9/3/2014 5,490 4,808 682960 POLYONE CORP COM 1/29/2014 9/11/2014 36,306 33,749 2,55760 POLYONE CORP COM 1/29/2014 9/10/2014 2,267 2,109 157

4,050 SANDISK CORP COM 9/4/2013 12/12/2014 403,094 233,832 169,261990 SANDISK CORP COM 9/5/2013 12/12/2014 98,534 57,431 41,10327 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4/25/2013 1/8/2014 934 853 81

601 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 5/21/2013 1/8/2014 21,042 20,367 67422 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 6/3/2013 1/8/2014 765 713 52

350 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/24/2013 1/13/2014 12,638 11,667 9701,010 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/1/2013 1/15/2014 37,730 33,096 4,634

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Expense of Sale (h) Gain (Loss)120 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 6/3/2013 1/8/2014 4,196 3,915 281302 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/24/2013 1/15/2014 11,255 10,063 1,192298 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/24/2013 1/15/2014 11,116 9,938 1,178439 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/24/2013 1/15/2014 16,225 14,634 1,591371 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/1/2013 1/15/2014 13,712 12,157 1,55513 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/4/2013 1/10/2014 478 410 6919 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/5/2013 1/10/2014 668 577 9169 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/6/2013 1/10/2014 2,468 2,131 337

444 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/23/2013 1/10/2014 15,992 14,752 1,240545 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/24/2013 1/10/2014 19,628 18,177 1,451169 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/1/2013 1/16/2014 6,250 5,538 713160 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/4/2013 1/16/2014 5,917 5,234 683130 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/1/2013 1/16/2014 4,808 4,260 548810 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 10/4/2013 1/16/2014 29,937 26,499 3,438302 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 6/3/2013 1/9/2014 10,600 9,866 734180 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 6/3/2013 1/9/2014 6,309 5,862 447269 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/4/2013 1/9/2014 9,413 8,325 1,08831 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 9/4/2013 1/9/2014 1,087 955 131

600 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/29/2013 12/5/2014 39,484 24,270 15,214470 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/30/2013 12/5/2014 30,929 19,275 11,654160 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 1/16/2014 9,753 3,609 6,144

1,040 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/18/2012 5/14/2014 53,056 24,684 28,372620 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 1/14/2014 37,188 13,987 23,201200 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/20/2014 13,051 4,900 8,152230 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/20/2012 11/20/2014 15,009 5,522 9,487950 SEAGATE TECHNOLOGY PLC COM USD0.00001 5/2/2013 11/20/2014 61,994 37,838 24,156

3,460 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 4/24/2014 186,760 78,055 108,705330 SEAGATE TECHNOLOGY PLC COM USD0.00001 5/2/2013 11/24/2014 21,877 13,144 8,733530 SEAGATE TECHNOLOGY PLC COM USD0.00001 5/2/2013 11/24/2014 35,014 21,110 13,904930 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 4/21/2014 51,720 20,980 30,740410 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 4/24/2014 22,130 9,249 12,881400 SEAGATE TECHNOLOGY PLC COM USD0.00001 5/2/2013 11/26/2014 26,330 15,932 10,398

1,330 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/24/2013 11/26/2014 87,547 56,692 30,856270 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/20/2014 17,617 6,615 11,00310 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 4/21/2014 556 226 331

870 SEAGATE TECHNOLOGY PLC COM USD0.00001 5/2/2013 11/21/2014 56,522 34,652 21,870660 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/30/2013 12/5/2014 43,312 27,068 16,245880 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/17/2014 55,644 21,559 34,086

2,840 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/30/2013 12/12/2014 183,862 116,473 67,3902,080 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/31/2013 12/12/2014 134,660 85,573 49,086340 SEAGATE TECHNOLOGY PLC COM USD0.00001 8/14/2013 12/12/2014 22,012 14,034 7,977

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Expense of Sale (h) Gain (Loss)170 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/18/2012 11/12/2014 10,492 4,035 6,457720 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/12/2014 44,436 17,639 26,79870 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/20/2014 4,569 1,715 2,854

250 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 1/13/2014 14,990 5,640 9,3501,070 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/18/2012 7/16/2014 64,840 25,396 39,444140 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/24/2013 11/28/2014 9,280 5,968 3,313590 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/29/2013 11/28/2014 39,110 23,866 15,245

1,860 SEAGATE TECHNOLOGY PLC COM USD0.00001 7/29/2013 11/28/2014 123,215 75,237 47,978880 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/17/2014 56,355 21,559 34,796870 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/19/2012 11/18/2014 56,034 21,314 34,720110 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 4/25/2014 5,827 2,482 3,345920 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/18/2012 4/25/2014 48,733 21,836 26,897690 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/5/2012 1/15/2014 42,057 15,566 26,491780 SEAGATE TECHNOLOGY PLC COM USD0.00001 6/18/2012 7/16/2014 47,265 18,513 28,752220 SEALED AIR CORP NEW COM STK 5/28/2013 12/11/2014 9,217 5,343 3,874

2,700 SEALED AIR CORP NEW COM STK 5/29/2013 12/11/2014 113,123 65,732 47,3911,580 SEALED AIR CORP NEW COM STK 5/29/2013 12/11/2014 66,198 38,232 27,966980 SEALED AIR CORP NEW COM STK 5/23/2013 11/10/2014 38,096 23,326 14,770

3,520 SEALED AIR CORP NEW COM STK 5/24/2013 11/10/2014 136,834 83,324 53,510250 SEALED AIR CORP NEW COM STK 5/24/2013 11/10/2014 9,718 5,915 3,803810 SEALED AIR CORP NEW COM STK 5/28/2013 11/10/2014 31,487 19,673 11,814100 SEALED AIR CORP NEW COM STK 6/4/2013 12/31/2014 4,287 2,455 1,832860 SEALED AIR CORP NEW COM STK 5/28/2013 12/11/2014 36,048 20,888 15,160850 SEALED AIR CORP NEW COM STK 5/29/2013 12/12/2014 35,343 20,568 14,775

2,480 SEALED AIR CORP NEW COM STK 5/30/2013 12/12/2014 103,119 60,637 42,482210 SEALED AIR CORP NEW COM STK 5/30/2013 12/12/2014 8,732 5,146 3,586

5,420 SEALED AIR CORP NEW COM STK 5/31/2013 12/12/2014 225,365 132,098 93,2664,570 SEALED AIR CORP NEW COM STK 6/4/2013 12/12/2014 190,021 112,204 77,818630 SEALED AIR CORP NEW COM STK 6/4/2013 12/31/2014 26,948 15,468 11,480500 SEALED AIR CORP NEW COM STK 6/5/2013 12/31/2014 21,387 11,841 9,547

2,100 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 42,282 63,000 (20,718)490 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 9,803 14,700 (4,897)

4,890 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 93,824 146,700 (52,876)1,660 SEAWORLD ENTMT INC COM 12/24/2013 8/13/2014 31,850 47,767 (15,917)600 SEAWORLD ENTMT INC COM 12/24/2013 8/13/2014 11,512 17,181 (5,669)



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Expense of Sale (h) Gain (Loss)940 SEAWORLD ENTMT INC COM 1/23/2014 8/13/2014 18,036 31,284 (13,248)

1,420 SEAWORLD ENTMT INC COM 1/24/2014 8/13/2014 27,246 47,187 (19,942)710 SEAWORLD ENTMT INC COM 3/7/2014 8/13/2014 13,623 23,618 (9,995)910 SEAWORLD ENTMT INC COM 3/7/2014 8/13/2014 17,460 30,315 (12,855)290 SEAWORLD ENTMT INC COM 5/21/2014 8/13/2014 5,564 8,973 (3,408)500 SEAWORLD ENTMT INC COM 6/24/2014 8/13/2014 9,593 14,453 (4,859)

1,010 SEAWORLD ENTMT INC COM 6/24/2014 8/13/2014 19,379 29,195 (9,817)410 SEAWORLD ENTMT INC COM 6/24/2014 8/13/2014 7,867 11,822 (3,956)90 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 1,865 2,700 (835)

610 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 12,011 18,300 (6,289)18,790 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 355,317 563,700 (208,383)

120 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 2,394 3,600 (1,206)30 SEAWORLD ENTMT INC COM 12/12/2013 8/13/2014 621 900 (279)70 SEMGROUP CORP CL A CL A 2/1/2013 12/10/2014 4,581 3,082 1,499

1,060 SEMGROUP CORP CL A CL A 2/1/2013 12/10/2014 69,469 46,665 22,804770 SEMGROUP CORP CL A CL A 2/1/2013 12/1/2014 54,385 33,898 20,487590 SEMGROUP CORP CL A CL A 2/1/2013 12/10/2014 38,692 25,974 12,718

1,260 SEMGROUP CORP CL A CL A 2/1/2013 12/12/2014 80,244 55,470 24,774400 SEMGROUP CORP CL A CL A 2/1/2013 12/12/2014 25,474 17,469 8,005250 SEMGROUP CORP CL A CL A 2/4/2013 12/12/2014 15,921 11,288 4,634

1,680 SEMGROUP CORP CL A CL A 2/4/2013 12/12/2014 106,992 75,515 31,47790 SERVICE CORP INTL COM 5/30/2012 12/12/2014 1,998 1,037 961

1,390 SERVICE CORP INTL COM 5/31/2012 12/12/2014 30,855 15,901 14,9543,450 SERVICE CORP INTL COM 6/18/2012 12/12/2014 76,582 40,787 35,7964,510 SERVICE CORP INTL COM 6/19/2012 12/12/2014 100,112 54,428 45,684960 SERVICE CORP INTL COM 6/20/2012 12/12/2014 21,310 11,681 9,629

3,080 SIRIUS XM HLDGS INC COM 4/9/2014 12/12/2014 10,536 9,716 8202,240 SIRIUS XM HLDGS INC COM 4/9/2014 12/12/2014 7,663 7,034 629

45,340 SIRIUS XM HLDGS INC COM 4/9/2014 12/12/2014 155,105 142,504 12,6016,330 SIRIUS XM HLDGS INC COM 4/10/2014 12/12/2014 21,654 19,748 1,9072,620 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK 10/23/2013 12/12/2014 209,279 184,022 25,257120 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/12/2014 2,138 2,959 (821)

1,370 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/9/2014 19,330 33,784 (14,454)780 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/5/2014 10,995 19,235 (8,240)430 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/12/2014 11,974 10,604 1,370350 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/14/2014 6,144 8,631 (2,487)230 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/26/2014 3,738 5,672 (1,934)100 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/30/2014 2,998 2,466 532870 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/12/2014 12,151 21,454 (9,303)270 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/20/2014 4,276 6,658 (2,383)190 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/13/2014 3,383 4,685 (1,302)

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Expense of Sale (h) Gain (Loss)590 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/16/2014 8,029 14,549 (6,521)260 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/8/2014 8,548 6,412 2,13620 THERAVANCE BIOPHARMA INC COM 6/3/2014 8/5/2014 600 493 106

130 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/3/2014 1,888 3,206 (1,317)410 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/24/2014 6,555 10,111 (3,556)270 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/26/2014 6,607 6,658 (51)780 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/9/2014 25,401 19,235 6,167280 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/21/2014 4,483 6,905 (2,421)

1,030 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/8/2014 14,458 25,400 (10,942)240 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/1/2014 3,756 5,918 (2,163)20 THERAVANCE BIOPHARMA INC COM 6/3/2014 8/6/2014 599 493 106

110 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/18/2014 1,868 2,713 (845)1,390 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/11/2014 38,927 34,277 4,6502,380 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/2/2014 36,239 58,691 (22,452)

40 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/11/2014 564 986 (422)1,100 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/9/2014 31,559 27,126 4,433360 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/17/2014 6,307 8,878 (2,570)

0 THERAVANCE BIOPHARMA INC COM 6/3/2014 6/3/2014 11 10 1510 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/29/2014 12,016 12,577 (560)

1,120 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/17/2014 14,844 27,619 (12,775)930 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/15/2014 12,856 22,934 (10,078)200 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/15/2014 5,238 4,932 30640 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/17/2014 705 986 (281)

130 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/30/2014 3,048 3,206 (158)240 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/12/2014 4,272 5,918 (1,647)50 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/15/2014 707 1,233 (526)

870 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/4/2014 12,312 21,454 (9,142)10 THERAVANCE BIOPHARMA INC COM 6/3/2014 8/11/2014 300 247 53

540 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/3/2014 7,826 13,316 (5,491)160 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/25/2014 3,942 3,946 (3)380 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/25/2014 6,038 9,371 (3,333)80 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/28/2014 2,468 1,973 49570 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/10/2014 2,201 1,726 475

210 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/28/2014 3,410 5,179 (1,768)740 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/11/2014 10,509 18,248 (7,739)190 THERAVANCE BIOPHARMA INC COM 6/3/2014 7/29/2014 5,823 4,685 1,138170 THERAVANCE BIOPHARMA INC COM 6/3/2014 11/19/2014 2,790 4,192 (1,402)830 THERAVANCE BIOPHARMA INC COM 6/3/2014 9/10/2014 23,386 20,468 2,918680 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/10/2014 9,550 16,769 (7,219)921 THERAVANCE BIOPHARMA INC COM 6/3/2014 12/18/2014 12,401 22,712 (10,311)260 THERAVANCE INC COM STK 3/2/2011 3/26/2014 8,039 5,881 2,158

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Expense of Sale (h) Gain (Loss)430 THERAVANCE INC COM STK 3/10/2011 3/26/2014 13,295 9,156 4,139640 THERAVANCE INC COM STK 3/11/2011 3/26/2014 19,788 14,027 5,761870 THERAVANCE INC COM STK 3/14/2011 3/26/2014 26,899 19,574 7,32560 THERAVANCE INC COM STK 2/16/2012 4/7/2014 1,682 1,163 519

200 THERAVANCE INC COM STK 2/21/2012 4/7/2014 5,606 3,656 1,9502,560 THERAVANCE INC COM STK 2/21/2012 12/12/2014 34,463 46,798 (12,335)2,170 THERAVANCE INC COM STK 3/5/2012 12/12/2014 29,213 38,330 (9,117)

50 THERAVANCE INC COM STK 3/6/2012 12/12/2014 673 852 (179)350 THERAVANCE INC COM STK 3/6/2012 12/12/2014 4,712 5,968 (1,256)60 THERAVANCE INC COM STK 6/4/2012 12/12/2014 808 1,082 (275)

1,660 THERAVANCE INC COM STK 11/1/2012 12/12/2014 22,347 37,365 (15,018)700 THERAVANCE INC COM STK 11/2/2012 12/12/2014 9,423 14,844 (5,421)340 THERAVANCE INC COM STK 11/15/2012 12/12/2014 4,577 6,812 (2,235)710 THERAVANCE INC COM STK 11/16/2012 12/12/2014 9,558 14,169 (4,610)490 THERAVANCE INC COM STK 12/21/2012 12/12/2014 6,596 10,673 (4,076)410 THERAVANCE INC COM STK 12/24/2012 12/12/2014 5,519 9,094 (3,574)320 THERAVANCE INC COM STK 12/26/2012 12/12/2014 4,308 7,171 (2,863)220 THERAVANCE INC COM STK 2/16/2012 4/4/2014 6,239 4,265 1,97480 THERAVANCE INC COM STK 3/14/2011 3/27/2014 2,411 1,800 611

490 THERAVANCE INC COM STK 3/15/2011 3/27/2014 14,767 10,840 3,9282,290 THERAVANCE INC COM STK 2/16/2012 3/27/2014 69,014 44,394 24,6201,700 TIMKEN CO COM 9/10/2014 12/12/2014 70,445 75,747 (5,302)280 TIMKEN CO COM 9/10/2014 12/12/2014 11,603 12,461 (859)150 TIMKEN CO COM 9/11/2014 12/12/2014 6,216 6,787 (571)830 TIMKEN CO COM 9/11/2014 12/12/2014 34,394 37,462 (3,068)20 TRIBUNE MEDIA COMPANY CLASS A 4/30/2014 12/15/2014 1,207 1,403 (195)30 TRIBUNE MEDIA COMPANY CLASS A 5/1/2014 12/15/2014 1,811 2,194 (383)90 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/16/2014 5,132 6,552 (1,420)

130 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 10/8/2014 8,013 9,052 (1,038)30 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 10/8/2014 1,849 2,105 (256)90 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/16/2014 5,195 6,552 (1,358)

790 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/18/2014 45,950 57,514 (11,564)70 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/25/2014 5,318 4,874 444

890 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 11/12/2014 54,256 62,174 (7,918)150 TRIBUNE MEDIA COMPANY CLASS A 7/16/2014 12/22/2014 9,089 11,860 (2,771)350 TRIBUNE MEDIA COMPANY CLASS A 7/29/2014 12/29/2014 20,965 29,278 (8,313)150 TRIBUNE MEDIA COMPANY CLASS A 7/30/2014 12/29/2014 8,985 12,613 (3,628)70 TRIBUNE MEDIA COMPANY CLASS A 7/31/2014 12/29/2014 4,193 5,779 (1,586)

300 TRIBUNE MEDIA COMPANY CLASS A 8/1/2014 12/30/2014 17,885 25,044 (7,159)420 TRIBUNE MEDIA COMPANY CLASS A 4/22/2014 11/21/2014 27,072 29,098 (2,025)460 TRIBUNE MEDIA COMPANY CLASS A 4/24/2014 11/21/2014 29,651 32,539 (2,888)

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Expense of Sale (h) Gain (Loss)50 TRIBUNE MEDIA COMPANY CLASS A 7/31/2014 12/29/2014 2,986 4,128 (1,142)

180 TRIBUNE MEDIA COMPANY CLASS A 8/1/2014 12/29/2014 10,748 15,026 (4,278)170 TRIBUNE MEDIA COMPANY CLASS A 4/28/2014 12/15/2014 10,216 12,289 (2,073)30 TRIBUNE MEDIA COMPANY CLASS A 4/29/2014 12/15/2014 1,803 2,097 (294)

360 TRIBUNE MEDIA COMPANY CLASS A 4/30/2014 12/15/2014 21,634 25,248 (3,614)30 TRIBUNE MEDIA COMPANY CLASS A 7/23/2014 12/24/2014 1,796 2,449 (653)

140 TRIBUNE MEDIA COMPANY CLASS A 7/29/2014 12/24/2014 8,383 11,711 (3,328)550 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/22/2014 42,105 38,295 3,809150 TRIBUNE MEDIA COMPANY CLASS A 7/23/2014 12/24/2014 9,007 12,244 (3,237)420 TRIBUNE MEDIA COMPANY CLASS A 7/16/2014 12/23/2014 25,599 33,207 (7,608)220 TRIBUNE MEDIA COMPANY CLASS A 7/22/2014 12/23/2014 13,409 17,804 (4,395)170 TRIBUNE MEDIA COMPANY CLASS A 8/1/2014 12/30/2014 10,112 14,192 (4,080)290 TRIBUNE MEDIA COMPANY CLASS A 8/4/2014 12/30/2014 17,250 24,494 (7,244)120 TRIBUNE MEDIA COMPANY CLASS A 4/24/2014 12/12/2014 7,273 8,488 (1,216)130 TRIBUNE MEDIA COMPANY CLASS A 4/24/2014 12/12/2014 7,879 9,145 (1,266)550 TRIBUNE MEDIA COMPANY CLASS A 4/25/2014 12/12/2014 33,334 39,431 (6,097)460 TRIBUNE MEDIA COMPANY CLASS A 4/28/2014 12/12/2014 27,879 33,268 (5,389)150 TRIBUNE MEDIA COMPANY CLASS A 4/28/2014 12/12/2014 9,091 10,843 (1,752)470 TRIBUNE MEDIA COMPANY CLASS A 7/2/2014 12/19/2014 27,855 37,313 (9,458)

1,300 TRIBUNE MEDIA COMPANY CLASS A 7/3/2014 12/19/2014 77,047 104,225 (27,178)330 TRIBUNE MEDIA COMPANY CLASS A 7/14/2014 12/19/2014 19,558 25,709 (6,151)590 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/17/2014 33,697 42,953 (9,256)980 TRIBUNE MEDIA COMPANY CLASS A 4/22/2014 11/19/2014 62,582 67,895 (5,313)140 TRIBUNE MEDIA COMPANY CLASS A 7/1/2014 12/19/2014 8,212 10,936 (2,724)190 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 11/18/2014 12,119 13,273 (1,154)680 TRIBUNE MEDIA COMPANY CLASS A 4/17/2014 11/18/2014 43,374 47,595 (4,221)160 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 10/8/2014 9,915 11,177 (1,262)

2,290 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 10/8/2014 141,912 160,689 (18,777)820 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 10/8/2014 50,816 57,393 (6,577)360 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/18/2014 20,900 26,209 (5,309)

1,290 TRIBUNE MEDIA COMPANY CLASS A 6/25/2014 12/18/2014 74,891 100,963 (26,072)180 TRIBUNE MEDIA COMPANY CLASS A 7/1/2014 12/18/2014 10,450 14,060 (3,610)460 TRIBUNE MEDIA COMPANY CLASS A 7/29/2014 12/26/2014 27,568 38,480 (10,912)200 TRIBUNE MEDIA COMPANY CLASS A 7/22/2014 12/23/2014 12,097 16,186 (4,089)30 TRIBUNE MEDIA COMPANY CLASS A 7/23/2014 12/23/2014 1,815 2,449 (634)

370 TRIBUNE MEDIA COMPANY CLASS A 5/1/2014 12/16/2014 21,286 27,058 (5,772)160 TRIBUNE MEDIA COMPANY CLASS A 5/1/2014 12/16/2014 9,205 11,494 (2,289)10 TRIBUNE MEDIA COMPANY CLASS A 5/2/2014 12/16/2014 575 728 (153)

370 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/16/2014 21,286 26,937 (5,651)60 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/16/2014 3,452 4,372 (920)

410 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/21/2014 31,856 28,548 3,309

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Expense of Sale (h) Gain (Loss)420 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/21/2014 32,633 29,343 3,290540 TRIBUNE MEDIA COMPANY CLASS A 4/15/2014 10/9/2014 32,373 37,723 (5,351)160 TRIBUNE MEDIA COMPANY CLASS A 7/1/2014 12/19/2014 9,533 12,498 (2,965)840 TRIBUNE MEDIA COMPANY CLASS A 7/2/2014 12/19/2014 50,050 66,687 (16,637)610 TRIBUNE MEDIA COMPANY CLASS A 5/5/2014 12/16/2014 34,985 44,409 (9,424)330 TRIBUNE MEDIA COMPANY CLASS A 7/14/2014 12/22/2014 19,993 25,709 (5,716)90 TRIBUNE MEDIA COMPANY CLASS A 7/16/2014 12/22/2014 5,453 7,116 (1,663)

230 TRIBUNE MEDIA COMPANY CLASS A 7/29/2014 12/26/2014 13,792 19,240 (5,447)350 TRIBUNE MEDIA COMPANY CLASS A 8/4/2014 12/31/2014 20,885 29,561 (8,676)690 TRIBUNE MEDIA COMPANY CLASS A 8/11/2014 12/31/2014 41,173 55,032 (13,859)

1,220 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/14/2014 92,995 85,236 7,759230 TRIBUNE MEDIA COMPANY CLASS A 4/14/2014 8/14/2014 17,532 16,087 1,445540 TRIBUNE MEDIA COMPANY CLASS A 7/31/2014 12/29/2014 32,312 44,580 (12,267)

3 TRIBUNE PUBG CO COM 5/5/2014 8/6/2014 52 49 3323 TRIBUNE PUBG CO COM 6/25/2014 8/6/2014 6,761 6,849 (88)120 TRIBUNE PUBG CO COM 7/1/2014 8/6/2014 2,516 2,544 (28)328 TRIBUNE PUBG CO COM 7/2/2014 8/6/2014 6,866 7,055 (189)325 TRIBUNE PUBG CO COM 7/3/2014 8/6/2014 6,813 7,070 (257)165 TRIBUNE PUBG CO COM 7/14/2014 8/6/2014 3,459 3,488 (29)165 TRIBUNE PUBG CO COM 7/16/2014 8/6/2014 3,459 3,540 (81)105 TRIBUNE PUBG CO COM 7/22/2014 8/6/2014 2,201 2,306 (105)53 TRIBUNE PUBG CO COM 7/23/2014 8/6/2014 1,101 1,163 (62)58 TRIBUNE PUBG CO COM 4/14/2014 8/5/2014 1,245 1,091 154

163 TRIBUNE PUBG CO COM 4/14/2014 8/5/2014 3,519 3,081 439138 TRIBUNE PUBG CO COM 4/14/2014 8/6/2014 2,881 2,607 275290 TRIBUNE PUBG CO COM 4/14/2014 8/6/2014 6,077 5,479 598205 TRIBUNE PUBG CO COM 4/15/2014 8/6/2014 4,296 3,893 403580 TRIBUNE PUBG CO COM 4/15/2014 8/6/2014 12,155 11,044 1,111445 TRIBUNE PUBG CO COM 4/15/2014 8/6/2014 9,325 8,435 890170 TRIBUNE PUBG CO COM 4/17/2014 8/6/2014 3,563 3,229 334350 TRIBUNE PUBG CO COM 4/22/2014 8/6/2014 7,335 6,580 755145 TRIBUNE PUBG CO COM 4/24/2014 8/6/2014 3,039 2,783 25533 TRIBUNE PUBG CO COM 4/24/2014 8/6/2014 681 620 61

138 TRIBUNE PUBG CO COM 4/25/2014 8/6/2014 2,881 2,675 207115 TRIBUNE PUBG CO COM 4/28/2014 8/6/2014 2,410 2,257 15380 TRIBUNE PUBG CO COM 4/28/2014 8/6/2014 1,676 1,569 1078 TRIBUNE PUBG CO COM 4/29/2014 8/6/2014 157 142 15

95 TRIBUNE PUBG CO COM 4/30/2014 8/6/2014 1,991 1,808 18340 TRIBUNE PUBG CO COM 5/1/2014 8/6/2014 838 780 59

100 TRIBUNE PUBG CO COM 5/1/2014 8/6/2014 2,096 1,984 1113 TRIBUNE PUBG CO COM 5/2/2014 8/6/2014 52 49,402 (49,350)

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Expense of Sale (h) Gain (Loss)723 TRIBUNE PUBG CO COM 5/5/2014 8/6/2014 15,141 14,273 86815 TRIBUNE PUBG CO COM 5/5/2014 8/6/2014 314 297 18

110 TRIBUNE PUBG CO COM 4/14/2014 8/5/2014 2,363 2,085 278510 UTD THERAPEUTICS CORP DEL COM STK 9/10/2014 11/18/2014 64,269 61,077 3,192370 UTD THERAPEUTICS CORP DEL COM STK 9/10/2014 11/17/2014 46,438 44,311 2,128930 UTD THERAPEUTICS CORP DEL COM STK 9/10/2014 12/12/2014 120,744 111,375 9,36890 VALSPAR CORP COM 1/12/2011 9/3/2014 7,259 3,163 4,096

530 VALSPAR CORP COM 7/22/2011 9/3/2014 42,750 18,209 24,541400 VALSPAR CORP COM 3/12/2009 1/10/2014 29,041 6,899 22,142700 VALSPAR CORP COM 10/7/2010 1/10/2014 50,821 22,400 28,421170 VALSPAR CORP COM 11/23/2010 1/10/2014 12,342 5,667 6,675740 VALSPAR CORP COM 11/29/2010 7/2/2014 56,095 24,671 31,424750 VALSPAR CORP COM 11/23/2010 1/16/2014 53,946 25,002 28,944290 VALSPAR CORP COM 11/23/2010 1/17/2014 20,866 9,668 11,198430 VALSPAR CORP COM 11/29/2010 7/3/2014 33,200 14,296 18,90490 VALSPAR CORP COM 11/29/2010 7/3/2014 6,949 3,001 3,948

210 VALSPAR CORP COM 12/6/2010 7/3/2014 16,214 7,108 9,10660 VALSPAR CORP COM 11/23/2010 1/10/2014 4,361 2,000 2,361

650 VALSPAR CORP COM 1/12/2011 9/2/2014 52,606 22,846 29,76020 VALSPAR CORP COM 3/12/2009 1/9/2014 1,449 345 1,10450 VALSPAR CORP COM 3/12/2009 1/9/2014 3,635 862 2,773

400 VALSPAR CORP COM 11/23/2010 1/16/2014 28,815 13,335 15,480790 VALSPAR CORP COM 7/22/2011 9/4/2014 63,528 27,141 36,386280 VALSPAR CORP COM 7/22/2011 12/12/2014 23,295 9,620 13,676770 VALSPAR CORP COM 7/25/2011 12/12/2014 64,063 26,633 37,430

1,600 VALSPAR CORP COM 7/26/2011 12/12/2014 133,117 54,409 78,7071,600 VALSPAR CORP COM 8/1/2011 12/12/2014 133,117 52,617 80,500

80 VALSPAR CORP COM 8/5/2011 12/12/2014 6,656 2,397 4,2591,230 VALSPAR CORP COM 11/23/2010 2/11/2014 87,501 41,004 46,497

70 VALSPAR CORP COM 11/23/2010 2/11/2014 4,988 2,334 2,655120 VALSPAR CORP COM 11/29/2010 2/11/2014 8,551 4,001 4,55150 VALSPAR CORP COM 12/6/2010 8/29/2014 4,034 1,692 2,342

710 VALSPAR CORP COM 1/12/2011 8/29/2014 57,285 24,955 32,3301,520 VIACOM INC NEW CL B 2/14/2012 12/9/2014 113,303 74,347 38,9561,370 VIACOM INC NEW CL B 2/13/2012 12/3/2014 102,279 67,964 34,314970 VIACOM INC NEW CL B 2/23/2012 12/29/2014 74,684 46,179 28,505400 VIACOM INC NEW CL B 6/7/2012 12/29/2014 30,798 18,971 11,826400 VIACOM INC NEW CL B 6/7/2012 12/31/2014 30,371 18,971 11,399

1,980 VIACOM INC NEW CL B 2/14/2012 12/12/2014 144,711 96,847 47,86480 VIACOM INC NEW CL B 2/23/2012 12/12/2014 5,847 3,809 2,038

290 VIACOM INC NEW CL B 6/7/2012 12/31/2014 22,127 13,754 8,373

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Expense of Sale (h) Gain (Loss)1,220 VIACOM INC NEW CL B 2/9/2012 3/10/2014 106,782 60,467 46,314660 VIACOM INC NEW CL B 2/9/2012 12/1/2014 48,982 32,712 16,270400 VIACOM INC NEW CL B 2/14/2012 12/5/2014 30,837 19,602 11,235130 VIACOM INC NEW CL B 2/14/2012 12/5/2014 10,022 6,359 3,664920 VIACOM INC NEW CL B 2/13/2012 12/5/2014 70,983 45,640 25,34330 VIACOM INC NEW CL B 2/14/2012 12/5/2014 2,315 1,470 845

920 VIACOM INC NEW CL B 2/13/2012 12/3/2014 68,512 45,640 22,87140 VIACOM INC NEW CL B 2/9/2012 12/1/2014 2,989 1,983 1,007

800 VIACOM INC NEW CL B 2/13/2012 12/1/2014 59,788 39,687 20,1011,310 VISTEON CORP COM NEW COM NEW 5/6/2014 12/12/2014 123,839 116,889 6,950

60 VISTEON CORP COM NEW COM NEW 5/6/2014 12/12/2014 5,672 5,354 318320 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/10/2014 23,766 9,717 14,049

1,070 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/10/2014 79,477 32,493 46,985370 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/11/2014 27,682 11,236 16,446

1,130 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 9/10/2014 91,573 33,266 58,308250 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 9/10/2014 20,260 7,242 13,018490 WYNDHAM WORLDWIDE CORP COM STK 1/18/2011 7/25/2014 38,279 14,619 23,660920 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 7/25/2014 71,871 27,084 44,788400 WYNDHAM WORLDWIDE CORP COM STK 1/6/2011 7/8/2014 30,256 11,960 18,295540 WYNDHAM WORLDWIDE CORP COM STK 1/11/2011 7/8/2014 40,845 16,079 24,76760 WYNDHAM WORLDWIDE CORP COM STK 1/11/2011 7/8/2014 4,538 1,783 2,755

1,460 WYNDHAM WORLDWIDE CORP COM STK 1/11/2011 7/9/2014 111,564 43,387 68,177780 WYNDHAM WORLDWIDE CORP COM STK 1/6/2011 4/3/2014 57,249 23,323 33,926830 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 11/13/2014 66,492 24,044 42,448620 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 4/2/2014 46,384 18,827 27,55730 WYNDHAM WORLDWIDE CORP COM STK 1/6/2011 4/2/2014 2,244 897 1,347

520 WYNDHAM WORLDWIDE CORP COM STK 1/11/2011 7/15/2014 39,757 15,453 24,304150 WYNDHAM WORLDWIDE CORP COM STK 1/18/2011 7/15/2014 11,468 4,475 6,993470 WYNDHAM WORLDWIDE CORP COM STK 1/6/2011 7/8/2014 35,605 14,053 21,552780 WYNDHAM WORLDWIDE CORP COM STK 12/15/2010 1/16/2014 57,532 23,368 34,165790 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 9/17/2014 64,044 22,885 41,159600 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 9/17/2014 48,557 17,381 31,176690 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 9/18/2014 56,486 19,988 36,498340 WYNDHAM WORLDWIDE CORP COM STK 1/19/2011 11/14/2014 27,143 9,849 17,294200 WYNDHAM WORLDWIDE CORP COM STK 1/25/2011 11/14/2014 15,967 5,808 10,159680 WYNDHAM WORLDWIDE CORP COM STK 1/25/2011 12/4/2014 56,617 19,746 36,871470 WYNDHAM WORLDWIDE CORP COM STK 1/25/2011 12/12/2014 38,950 13,648 25,302

2,110 WYNDHAM WORLDWIDE CORP COM STK 1/27/2011 12/12/2014 174,861 61,252 113,6091,280 WYNDHAM WORLDWIDE CORP COM STK 2/11/2011 12/12/2014 106,077 38,298 67,779770 WYNDHAM WORLDWIDE CORP COM STK 1/11/2011 7/14/2014 59,337 22,882 36,455710 WYNDHAM WORLDWIDE CORP COM STK 1/18/2011 7/24/2014 55,355 21,182 34,172

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Expense of Sale (h) Gain (Loss)300 WYNDHAM WORLDWIDE CORP COM STK 12/15/2010 1/16/2014 22,153 8,988 13,166320 WYNDHAM WORLDWIDE CORP COM STK 1/3/2011 1/16/2014 23,630 9,838 13,792110 WYNDHAM WORLDWIDE CORP COM STK 1/3/2011 2/11/2014 7,706 3,379 4,327

1,200 WYNDHAM WORLDWIDE CORP COM STK 1/3/2011 2/11/2014 84,067 36,891 47,176140 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 2/11/2014 9,808 4,257 5,55150 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/10/2014 3,718 1,518 2,199

400 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/7/2014 30,280 12,163 18,118310 WYNDHAM WORLDWIDE CORP COM STK 1/5/2011 3/7/2014 23,467 9,414 14,054

(6,670) ADT CORP COM 4/3/2013 (301,762) (227,239) (74,523)(3,060) ADT CORP COM 7/8/2013 (122,277) (100,122) (22,156)(3,180) ADT CORP COM 10/1/2013 (128,627) (97,396) (31,231)(980) ADT CORP COM 10/31/2013 (42,694) (46,381) 3,687

(4,170) ADT CORP COM 4/10/2013 (185,570) (143,329) (42,241)(2,930) ADT CORP COM 7/9/2013 (122,999) (100,924) (22,075)(520) ADT CORP COM 10/10/2013 (20,763) (10,426) (10,337)

(1,340) ADT CORP COM 4/12/2013 (61,069) (45,108) (15,961)(1,470) ADT CORP COM 7/10/2013 (61,338) (53,564) (7,774)(3,220) ADT CORP COM 10/21/2013 (131,127) (65,418) (65,709)(1,310) ADT CORP COM 4/16/2013 (56,725) (44,099) (12,626)(330) ADT CORP COM 7/11/2013 (14,050) (12,237) (1,813)

(1,590) ADT CORP COM 10/23/2013 (66,079) (59,240) (6,839)(1,020) ADT CORP COM 4/16/2013 (44,433) (34,706) (9,727)(2,580) ADT CORP COM 7/11/2013 (110,059) (105,160) (4,899)(3,160) ADT CORP COM 10/23/2013 (131,314) (119,068) (12,246)(1,370) ADT CORP COM 4/18/2013 (59,624) (49,110) (10,514)(1,460) ADT CORP COM 7/12/2013 (62,304) (58,746) (3,558)(4,720) ADT CORP COM 10/24/2013 (198,319) (169,670) (28,649)(2,820) ADT CORP COM 4/30/2013 (122,547) (90,263) (32,284)(1,410) ADT CORP COM 7/15/2013 (62,210) (56,425) (5,785)(1,580) ADT CORP COM 10/28/2013 (65,999) (59,018) (6,982)(3,180) ADT CORP COM 6/28/2013 (127,726) (96,448) (31,279)(1,420) ADT CORP COM 7/15/2013 (62,260) (54,192) (8,068)(1,570) ADT CORP COM 10/29/2013 (66,008) (68,824) 2,816(1,600) ADT CORP COM 7/1/2013 (64,586) (46,633) (17,953)(2,050) ADT CORP COM 7/30/2013 (86,312) (51,795) (34,517)(980) ADT CORP COM 10/31/2013 (42,938) (43,185) 246

(1,620) ADT CORP COM 7/2/2013 (64,201) (48,572) (15,629)(2,290) ADT CORP COM 10/31/2013 (100,426) (106,002) 5,576(1,210) LEIDOS HLDGS INC COM 12/3/2013 (50,780) (46,258) (4,522)(820) LEIDOS HLDGS INC COM 12/6/2013 (34,019) (31,348) (2,671)(480) LEIDOS HLDGS INC COM 12/6/2013 (19,912) (18,350) (1,562)

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Expense of Sale (h) Gain (Loss)(2,100) LEIDOS HLDGS INC COM 12/9/2013 (87,174) (80,283) (6,892)

(18,130) LEIDOS HLDGS INC COM 11/26/2013 (879,132) (703,378) (175,754)0 COMPUTER SCI CORP COM 10/27/2014 76,428 0 76,428

TOTAL 62,223,589 43,188,753 19,034,835

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(c) Date Acquired (d) Date Sold (e) Gross Sales Price

(g) Cost or Other Basis Plus Expense of Sale (h) Gain (Loss)

11,630 BIOCRYST PHARM 8/9/2007 1/15/2014 129,832 90,714 39,118451 FACEBOOK 1/14/2011 1/22/2014 26,585 8,975 17,610

1,428 FACEBOOK 3/4/2011 1/22/2014 84,177 0 84,17764 FACEBOOK 4/5/2012 1/22/2014 3,773 0 3,773

3,754 GROUPON 1/10/2011 1/6/2014 46,201 29,647 16,5543,029 LIFELOCK 4/23/2007 1/31/2014 62,319 3,029 59,2902,020 LIFELOCK 4/23/2007 1/31/2014 40,859 2,020 38,8394,040 LIFELOCK 4/23/2007 1/13/2014 73,459 4,040 69,4192,020 LIFELOCK 4/23/2007 1/22/2014 38,260 2,020 36,2404,040 LIFELOCK 4/23/2007 1/13/2014 74,622 4,040 70,5822,020 LIFELOCK 4/23/2007 1/23/2014 39,969 2,020 37,9494,039 LIFELOCK 4/23/2007 1/23/2014 79,400 4,039 75,3611,011 LIFELOCK 4/23/2007 1/23/2014 19,875 1,011 18,8642,020 LIFELOCK 4/23/2007 1/15/2014 37,990 2,020 35,9701,012 LIFELOCK 4/23/2007 1/23/2014 20,308 1,012 19,2961,008 LIFELOCK 4/23/2007 1/23/2014 20,228 1,008 19,2204,275 PROOFPOINT 10/10/2003 1/1/2014 153,692 10,944 142,7482,527 PROOFPOINT 10/10/2003 1/1/2014 90,849 6,469 84,3801,716 PROOFPOINT 10/10/2003 1/1/2014 61,693 4,393 57,3002,480 PROOFPOINT 10/10/2003 1/3/2014 84,925 6,349 78,5765,901 PROOFPOINT 9/3/2004 1/3/2014 202,074 28,443 173,6312,943 PROOFPOINT 9/3/2004 1/3/2014 100,780 14,185 86,5952,849 PROOFPOINT 9/3/2004 1/15/2014 106,002 13,732 92,270393 RUCKUS 9/11/2009 1/8/2014 6,057 739 5,318

5 RUCKUS 9/11/2009 1/8/2014 77 9 68398 RUCKUS 9/11/2009 1/8/2014 5,961 749 5,212

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393 RUCKUS 9/11/2009 1/8/2014 5,916 739 5,1775 RUCKUS 9/11/2009 1/8/2014 75 9 66

398 RUCKUS 9/11/2009 1/8/2014 6,071 749 5,322668 SILVER SPRING 10/1/2008 1/10/2014 15,322 5,678 9,644668 SILVER SPRING 10/1/2008 1/16/2014 15,689 5,678 10,011

7 SILVER SPRING 10/1/2008 1/8/2014 158 60 981,668 SILVER SPRING 10/1/2008 1/17/2014 29,578 14,178 15,400327 SILVER SPRING 10/1/2008 1/9/2014 7,360 2,780 4,580

1,421 BETFAIR 6/25/2003 2/27/2014 26,486 5,357 21,1296,025 BETFAIR 5/11/2000 2/14/2014 110,144 10,785 99,3594,976 BETFAIR 5/11/2000 2/21/2014 91,550 8,907 82,643

95 BETFAIR 8/16/2002 2/21/2014 1,748 114 1,6344,579 BETFAIR 8/16/2002 2/24/2014 84,135 5,495 78,640762 BETFAIR 6/25/2003 2/24/2014 14,001 2,873 11,128

3,521 BETFAIR 6/25/2003 2/25/2014 64,690 13,274 51,4157,908 BETFAIR 5/11/2000 2/20/2014 143,929 14,155 129,773421 FACEBOOK 1/14/2011 2/3/2014 26,500 8,378 18,123842 FACEBOOK 1/14/2011 2/7/2014 54,138 16,756 37,382842 FACEBOOK 1/14/2011 2/13/2014 55,396 16,756 38,640842 FACEBOOK 1/14/2011 2/13/2014 56,579 16,756 39,824842 FACEBOOK 1/14/2011 2/24/2014 59,150 16,756 42,395

13,135 GROUPON 1/10/2011 2/12/2014 139,177 103,734 35,4442,020 LIFELOCK 4/23/2007 2/7/2014 43,611 2,020 41,5911,009 LIFELOCK 4/23/2007 2/13/2014 22,604 1,009 21,5951,009 LIFELOCK 4/23/2007 2/4/2014 21,297 1,009 20,2881,010 LIFELOCK 4/23/2007 2/19/2014 22,793 1,010 21,783

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300 MIDCON ENERGY 10/1/2008 2/18/2014 7,232 1,882 5,350158 PROOFPOINT 9/3/2004 2/21/2014 6,612 1,095 5,517

3,569 PROOFPOINT 9/3/2004 2/21/2014 149,349 17,203 132,1462,682 RPX CORP 12/19/2008 2/12/2014 46,650 5,803 40,848910 RPX CORP 12/19/2008 2/12/2014 15,828 1,969 13,860

5,472 YELP INC 9/29/2006 2/26/2014 538,535 6,785 531,7502,736 YELP INC 9/29/2006 2/24/2014 259,451 3,393 256,0595,472 YELP INC 9/29/2006 2/24/2014 526,188 6,785 519,4031,496 BETFAIR 6/25/2003 3/3/2014 28,242 5,640 22,6023,261 BETFAIR 12/29/2003 3/5/2014 61,533 15,653 45,8805,771 BETFAIR 6/25/2003 3/4/2014 108,249 21,757 86,4921,984 BETFAIR 12/29/2003 3/4/2014 37,215 9,523 27,691336 BETFAIR 12/29/2003 3/6/2014 6,475 1,613 4,862

13,597 BETFAIR 12/29/2003 3/7/2014 261,514 65,266 196,2481,750 HALLADOR 2/22/2006 3/21/2014 15,230 3,850 11,3806,678 HALLADOR 2/22/2006 3/21/2014 58,116 14,692 43,4244,294 HALLADOR 2/22/2006 3/21/2014 37,369 9,447 27,9223,902 HALLADOR 2/22/2006 3/24/2014 33,530 8,584 24,9452,850 HALLADOR 2/22/2006 3/13/2014 24,183 6,270 17,9131,000 HALLADOR 2/22/2006 3/14/2014 8,545 2,200 6,3451,698 HALLADOR 2/22/2006 3/26/2014 14,525 3,736 10,7891,300 HALLADOR 2/22/2006 3/17/2014 11,101 2,860 8,2413,200 HALLADOR 2/22/2006 3/27/2014 27,037 7,040 19,9974,854 HALLADOR 2/22/2006 3/31/2014 41,435 10,679 30,7564,102 HALLADOR 2/22/2006 3/11/2014 36,257 9,024 27,2335,628 HALLADOR 2/22/2006 3/18/2014 47,808 12,382 35,426

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954 HALLADOR 2/22/2006 3/28/2014 8,120 2,099 6,0212,195 HALLADOR 2/22/2006 3/28/2014 18,683 4,829 13,8542,325 HALLADOR 2/22/2006 3/12/2014 20,332 5,115 15,2177,678 HALLADOR 2/22/2006 3/19/2014 65,561 16,892 48,669

15,241 HALLADOR 2/22/2006 3/19/2014 130,140 33,530 96,6101,281 HALLADOR 2/22/2006 3/19/2014 10,938 2,818 8,120

12,862 HALLADOR 2/22/2006 3/20/2014 111,063 28,296 82,76712,138 HALLADOR 2/22/2006 3/20/2014 104,812 26,704 78,10810,090 INVENSENSE 3/28/2008 3/17/2014 233,877 12,360 221,51725,225 INVENSENSE 3/28/2008 3/5/2014 586,398 30,901 555,49715,135 INVENSENSE 3/28/2008 3/21/2014 362,666 18,540 344,1263,478 PROOFPOINT 9/3/2004 3/4/2014 148,246 24,103 124,1433,976 PROOFPOINT 3/21/2006 3/4/2014 169,472 27,554 141,9193,852 PROOFPOINT 3/21/2006 3/5/2014 172,252 18,567 153,6853,602 PROOFPOINT 3/21/2006 3/5/2014 161,073 24,962 136,1113,865 PROOFPOINT 3/21/2006 3/5/2014 170,833 18,629 152,2033,589 PROOFPOINT 2/19/2008 3/5/2014 158,634 38,187 120,4472,645 RPX CORP 12/19/2008 3/6/2014 42,344 5,723 36,6214,052 RPX CORP 7/14/2009 3/6/2014 64,869 12,164 52,7055,388 RPX CORP 7/14/2009 3/6/2014 86,257 16,175 70,082

11,118 RPX CORP 7/14/2009 3/31/2014 180,944 33,376 147,5671,456 RPX CORP 11/12/2010 3/31/2014 23,696 11,328 12,368398 RUCKUS 9/11/2009 3/5/2014 6,082 749 5,333796 RUCKUS 9/11/2009 3/5/2014 11,952 1,497 10,454393 RUCKUS 9/11/2009 3/31/2014 4,720 739 3,981796 RUCKUS 9/11/2009 3/5/2014 11,975 1,497 10,478

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796 RUCKUS 9/11/2009 3/5/2014 12,185 1,497 10,6872,781 RUCKUS 9/11/2009 3/4/2014 39,918 5,231 34,6874,462 YELP INC 9/29/2006 3/5/2014 450,791 5,533 445,2581,010 YELP INC 2/25/2008 3/5/2014 102,039 4,171 97,868

16,524 ZYNGA 7/18/2008 3/4/2014 93,813 6,940 86,87327,131 ZYNGA 7/18/2008 3/4/2014 151,475 11,395 140,0806,081 ZYNGA 2/2/2012 3/4/2014 33,951 2,615 31,336

16,524 ZYNGA 7/18/2008 3/4/2014 92,189 6,940 85,2492,430 ZYNGA 2/2/2012 3/4/2014 13,164 1,045 12,119

33,212 ZYNGA 2/2/2012 3/4/2014 185,901 14,281 171,62049,815 ZYNGA 2/2/2012 3/31/2014 211,211 21,420 189,79033,212 ZYNGA 2/2/2012 3/11/2014 194,204 14,281 179,92314,176 ZYNGA 7/18/2008 3/3/2014 74,246 5,954 68,2928,262 ZYNGA 7/18/2008 3/4/2014 44,677 3,470 41,207

36,865 ZYNGA 2/2/2012 3/31/2014 158,332 15,852 142,4804,442 ZYNGA 8/19/2013 3/31/2014 19,078 1,910 17,1683,252 HALLADOR 2/22/2006 4/1/2014 27,744 7,154 20,590

10,890 HALLADOR 2/22/2006 4/2/2014 93,800 23,958 69,8424,381 HALLADOR 2/22/2006 4/2/2014 37,735 9,638 28,0975,542 HALLADOR 2/22/2006 4/3/2014 47,903 12,192 35,710

16,432 HALLADOR 2/22/2006 4/3/2014 142,032 36,150 105,8817,453 PROOFPOINT 2/19/2008 4/15/2014 211,016 79,300 131,7163,727 PROOFPOINT 2/19/2008 4/15/2014 105,522 39,655 65,8678,208 YELP INC 2/25/2008 4/15/2014 489,161 33,899 455,2622,841 DURATA THERAPEUTICS 7/20/2012 5/23/2014 47,630 25,569 22,061420 FACEBOOK 1/14/2011 5/28/2014 26,649 8,358 18,291

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1,021 FOUNDATION MEDICINE 8/3/2011 5/30/2014 24,286 4,084 20,2021,021 FOUNDATION MEDICINE 8/3/2011 5/30/2014 23,827 4,084 19,7439,089 LIFELOCK 4/23/2007 5/19/2014 98,642 9,089 89,5531,322 MIDCON ENERGY 10/1/2008 5/13/2014 28,941 8,293 20,6471,899 MIDCON ENERGY 12/31/2011 5/13/2014 41,572 0 41,5722,579 MIDCON ENERGY 12/31/2011 5/13/2014 56,458 0 56,4582,100 MIDCON ENERGY 12/31/2011 5/14/2014 45,546 0 45,5465,973 MIDCON ENERGY 12/31/2011 5/15/2014 129,443 0 129,4433,287 MIDCON ENERGY 12/31/2011 5/15/2014 71,234 0 71,23415,154 ZELTIQ 5/26/2010 5/23/2014 234,457 44,553 189,905

944 ZILLOW 7/14/2006 5/13/2014 96,425 11,507 84,9181,888 ZILLOW 7/14/2006 5/16/2014 201,607 23,015 178,5921,023 ZILLOW 7/14/2006 5/19/2014 113,404 12,470 100,933865 ZILLOW 9/7/2006 5/19/2014 95,889 13,511 82,377

1,888 ZILLOW 9/7/2006 5/22/2014 217,009 29,491 187,519947 ZILLOW 9/7/2006 5/23/2014 112,698 14,792 97,905

1,888 ZILLOW 7/14/2006 5/16/2014 196,748 23,015 173,7342,651 WIX.COM 3/29/2010 6/25/2014 53,622 7,052 46,5706,004 WIX.COM 3/29/2010 6/24/2014 114,917 15,971 98,9463,353 WIX.COM 3/29/2010 6/24/2014 67,821 8,919 58,9026,004 WIX.COM 3/29/2010 6/24/2014 116,238 15,971 100,267500 WIX.COM 3/29/2010 6/10/2014 9,063 1,330 7,733

2,502 WIX.COM 3/29/2010 6/24/2014 46,605 6,655 39,9506,004 WIX.COM 3/29/2010 6/24/2014 117,612 15,971 101,6424,622 BIOCRYST PHARM 12/16/2005 6/11/2014 55,182 62,212 (7,030)1,193 BIOCRYST PHARM 8/9/2007 6/11/2014 14,243 9,305 4,938

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5,815 BIOCRYST PHARM 8/9/2007 6/11/2014 67,791 45,357 22,4344,454 DURATA THERAPEUTICS 7/20/2012 6/26/2014 75,794 40,086 35,7082,841 DURATA THERAPEUTICS 7/20/2012 6/19/2014 47,437 25,569 21,8681,229 DURATA THERAPEUTICS 7/20/2012 6/27/2014 20,628 11,061 9,5671,021 FOUNDATION MEDICINE 8/8/2011 6/5/2014 24,868 4,084 20,7841,022 FOUNDATION MEDICINE 8/8/2011 6/9/2014 25,475 4,088 21,3871,021 FOUNDATION MEDICINE 8/8/2011 6/9/2014 25,336 4,084 21,2521,021 FOUNDATION MEDICINE 8/8/2011 6/26/2014 25,724 4,084 21,6402,043 FOUNDATION MEDICINE 8/8/2011 6/26/2014 51,473 8,172 43,3013,026 HOMEAWAY 5/26/2006 6/9/2014 85,777 363 85,414

12,662 HOMEAWAY 11/2/2006 6/9/2014 358,927 63,310 295,6177,921 HOMEAWAY 11/2/2006 6/9/2014 224,535 39,605 184,9305,012 HOMEAWAY 1/5/2007 6/9/2014 142,074 25,060 117,0142,412 HOMEAWAY 1/7/2007 6/9/2014 68,372 12,060 56,3122,475 HOMEAWAY 10/23/2008 6/9/2014 70,158 40,427 29,7317,992 HOMEAWAY 11/18/2008 6/9/2014 226,547 130,544 96,0041,708 HOMEAWAY 11/18/2008 6/10/2014 49,768 27,899 21,8701,617 HOMEAWAY 12/29/2008 6/10/2014 47,117 26,413 20,7042,900 MIDCON ENERGY 6/1/2009 6/30/2014 66,804 0 66,80411,956 POTBELLY 9/18/2002 6/19/2014 198,196 35,868 162,3285,978 POTBELLY 9/18/2002 6/18/2014 97,041 17,934 79,1071,341 RUCKUS 9/11/2009 6/25/2014 15,016 2,522 12,4931,440 RUCKUS 9/11/2009 6/25/2014 16,124 2,709 13,4152,132 RUCKUS 9/11/2009 6/27/2014 25,165 4,010 21,155650 RUCKUS 2/3/2012 6/27/2014 7,672 3,540 4,132

2,134 TWITTER 12/14/2010 6/16/2014 81,170 16,291 64,879

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2,134 TWITTER 12/14/2010 6/26/2014 86,825 16,291 70,5342,134 TWITTER 12/14/2010 6/19/2014 83,112 16,291 66,8212,134 TWITTER 12/14/2010 6/12/2014 79,271 16,291 62,9802,134 TWITTER 12/14/2010 6/12/2014 77,760 16,291 61,4692,000 WIX.COM 6/8/2010 7/30/2014 36,234 5,320 30,914179 WIX.COM 3/29/2010 7/23/2014 3,243 476 2,76721 WIX.COM 6/8/2010 7/23/2014 380 56 325

1,263 LIFELOCK 4/23/2007 7/31/2014 18,514 1,263 17,2512,900 MIDCON ENERGY 6/1/2009 7/9/2014 68,063 0 68,0631,679 MIDCON ENERGY 6/1/2009 7/25/2014 40,627 0 40,627121 MIDCON ENERGY 6/1/2009 7/25/2014 2,928 0 2,928199 MIDCON ENERGY 6/1/2009 7/28/2014 4,829 0 4,829

2,900 MIDCON ENERGY 6/1/2009 7/23/2014 69,679 0 69,6791,061 MIDCON ENERGY 6/1/2009 7/24/2014 25,711 0 25,711400 MIDCON ENERGY 6/1/2009 7/21/2014 9,495 0 9,495

2,660 MIDCON ENERGY 6/1/2009 7/22/2014 63,162 0 63,1622,134 TWITTER 12/14/2010 7/1/2014 90,916 16,291 74,6242,134 TWITTER 12/14/2010 7/30/2014 101,927 16,291 85,6366,402 TWITTER 12/14/2010 7/30/2014 301,790 48,874 252,9162,966 YUME 7/7/2006 7/18/2014 18,629 3,582 15,0461,400 YUME 7/7/2006 7/22/2014 8,956 1,691 7,266732 YUME 7/7/2006 7/23/2014 4,683 884 3,799300 WIX.COM 3/29/2010 8/6/2014 5,455 798 4,657

1,940 WIX.COM 3/29/2010 8/18/2014 33,783 5,160 28,6234,725 BIOCRYST PHARM 12/16/2005 8/18/2014 67,988 63,599 4,3893,925 BOISE CASCADE 10/1/2004 8/20/2014 119,897 67,628 52,269

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100 BOISE CASCADE 10/1/2004 8/27/2014 3,056 1,723 1,3332,400 BOISE CASCADE 10/1/2004 8/26/2014 73,404 41,352 32,0526,474 BOISE CASCADE 10/1/2004 8/19/2014 198,048 111,547 86,501910 LIFELOCK 4/23/2007 8/25/2014 13,465 910 12,555

1,616 LIFELOCK 4/23/2007 8/26/2014 23,912 1,616 22,2961,716 POTBELLY 3/23/2005 8/29/2014 19,950 14,946 5,0042,938 POTBELLY 3/23/2005 8/29/2014 34,157 25,590 8,567362 POTBELLY 2/13/2006 8/29/2014 4,209 3,562 647356 POTBELLY 2/13/2006 8/29/2014 4,139 3,503 636482 POTBELLY 12/29/2008 8/29/2014 5,604 2,892 2,712492 POTBELLY 12/29/2008 8/29/2014 5,720 2,952 2,768

5,505 POTBELLY 9/18/2002 8/27/2014 66,719 16,515 50,204495 POTBELLY 9/18/2002 8/27/2014 5,999 1,485 4,514

12,578 POTBELLY 9/18/2002 8/28/2014 150,109 37,734 112,3757,803 POTBELLY 10/10/2003 8/28/2014 93,123 53,997 39,1267,949 POTBELLY 10/10/2003 8/28/2014 94,865 55,007 39,8581,169 POTBELLY 3/23/2005 8/28/2014 13,951 10,182 3,7691,516 TWITTER 9/24/2009 8/28/2014 74,103 4,033 70,0716,004 TWITTER 12/14/2010 8/28/2014 293,481 45,836 247,6457,776 TWITTER 12/14/2010 8/28/2014 381,865 59,364 322,5027,776 TWITTER 9/24/2009 8/28/2014 387,073 20,684 366,3892,138 TWITTER 12/14/2010 8/28/2014 105,952 16,322 89,6302,134 TWITTER 9/24/2009 8/28/2014 104,038 5,676 98,36213,070 TWITTER 5/6/2009 8/22/2014 596,847 9,410 587,4367,520 TWITTER 12/14/2010 8/28/2014 371,762 57,409 314,353

13,070 TWITTER 5/6/2009 8/22/2014 595,460 9,410 586,050

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2,134 TWITTER 5/6/2009 8/22/2014 97,314 1,536 95,7771,630 TWITTER 12/14/2010 8/29/2014 81,470 12,444 69,027

24,510 TWITTER 12/14/2010 8/29/2014 1,225,056 187,114 1,037,94213,070 TWITTER 5/6/2009 8/26/2014 611,510 9,410 602,09926,140 TWITTER 5/6/2009 8/26/2014 1,247,886 18,821 1,229,065

403 TWITTER 5/6/2009 8/26/2014 19,224 290 18,9333,357 TWITTER 9/24/2009 8/26/2014 160,133 8,930 151,2043,888 TWITTER 9/24/2009 8/26/2014 185,444 10,342 175,1025,200 TWITTER 5/6/2009 8/12/2014 232,370 3,744 228,6267,870 TWITTER 5/6/2009 8/14/2014 351,683 5,666 346,0164,380 WIX.COM 3/29/2010 9/11/2014 77,689 11,651 66,0384,724 BIOCRYST PHARM 12/16/2005 9/19/2014 51,999 63,585 (11,586)7,899 BOISE CASCADE 10/1/2004 9/2/2014 241,325 136,100 105,2259,800 BOISE CASCADE 10/1/2004 9/2/2014 300,985 168,854 132,131599 BOISE CASCADE 10/1/2004 9/3/2014 18,484 10,321 8,164

10,399 BOISE CASCADE 10/1/2004 9/4/2014 316,303 179,175 137,128798 CASTLIGHT 5/11/2012 9/12/2014 11,744 2,957 8,787

2,809 CASTLIGHT 5/11/2012 9/11/2014 39,166 10,407 28,7595,618 CASTLIGHT 5/11/2012 9/11/2014 81,093 20,815 60,2795,618 CASTLIGHT 5/11/2012 9/11/2014 82,374 20,815 61,5604,820 CASTLIGHT 5/11/2012 9/11/2014 71,375 17,858 53,5175,262 FIVE PRIME THERAPEUTIC 4/27/2007 9/19/2014 62,379 65,617 (3,239)5,527 FIVE PRIME THERAPEUTIC 4/27/2007 9/19/2014 65,520 67,982 (2,462)155 FIVE PRIME THERAPEUTIC 5/15/2008 9/19/2014 1,837 3,548 (1,711)163 FIVE PRIME THERAPEUTIC 5/15/2008 9/19/2014 1,932 3,709 (1,777)

2,526 LIFELOCK 4/23/2007 9/2/2014 38,287 2,526 35,761

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2,526 LIFELOCK 4/23/2007 9/4/2014 39,289 2,526 36,7633,784 LIFELOCK 4/23/2007 9/24/2014 54,933 3,784 51,1492,900 MIDCON ENERGY 6/1/2009 9/10/2014 63,562 0 63,5621,842 MIDCON ENERGY 6/1/2009 9/12/2014 39,894 0 39,8944,441 MIDCON ENERGY 6/1/2009 9/11/2014 96,292 0 96,2923,304 NIMBLE 12/21/2007 9/12/2014 93,935 1,682 92,253

11,722 NOVAVAX 2/24/2006 9/26/2014 48,532 50,991 (2,459)3,760 TWITTER 1/3/2011 9/10/2014 198,854 35,479 163,3752,134 TWITTER 12/14/2010 9/2/2014 107,951 16,291 91,6602,507 TWITTER 1/3/2011 9/11/2014 134,095 23,656 110,440955 TWITTER 12/14/2010 9/2/2014 48,310 7,291 41,019

2,136 TWITTER 12/14/2010 9/2/2014 108,053 16,307 91,7464,429 TWITTER 12/14/2010 9/2/2014 224,047 33,812 190,2357,776 TWITTER 1/3/2011 9/2/2014 396,103 73,373 322,7307,585 TWITTER 12/14/2010 9/2/2014 386,409 57,905 328,5034,950 TWITTER 1/3/2011 9/2/2014 252,172 46,707 205,4643,888 TWITTER 1/3/2011 9/11/2014 207,326 36,686 170,639

13,070 TWITTER 1/3/2011 9/8/2014 680,813 123,326 557,4872,136 TWITTER 1/3/2011 9/8/2014 111,983 20,155 91,8287,700 YUME 7/7/2006 9/15/2014 41,613 9,300 32,313457 YUME 7/7/2006 9/16/2014 2,419 552 1,867

16,400 YUME 7/7/2006 9/12/2014 90,936 19,808 71,1283,880 WIX.COM 3/29/2010 10/3/2014 70,458 10,321 60,1388,426 CASTLIGHT 7/7/2010 10/14/2014 96,369 34,639 61,7301,909 FACEBOOK 11/29/2010 10/23/2014 153,267 74,354 78,9134,463 FACEBOOK 4/5/2012 10/23/2014 358,319 73,805 284,515

166



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895 FACEBOOK 11/29/2010 10/23/2014 71,749 34,860 36,8892,526 LIFELOCK 4/23/2007 10/31/2014 41,700 2,526 39,1742,526 LIFELOCK 4/23/2007 10/30/2014 42,682 2,526 40,1562,526 LIFELOCK 4/23/2007 10/23/2014 39,976 2,526 37,4502,526 LIFELOCK 4/23/2007 10/28/2014 40,737 2,526 38,2115,179 MIDCON ENERGY 6/1/2009 10/14/2014 80,316 0 80,316621 MIDCON ENERGY 6/1/2009 10/14/2014 9,631 0 9,631

3,304 NIMBLE 12/21/2007 10/20/2014 83,223 1,682 81,54113,203 NIMBLE 12/21/2007 10/20/2014 332,564 6,720 325,8442,600 NORDSTROM 6/21/2013 10/23/2014 187,475 21,858 165,6174,111 NORDSTROM 6/21/2013 10/30/2014 296,280 34,561 261,7193,800 NORDSTROM 6/21/2013 10/22/2014 273,990 31,947 242,0435,014 TWITTER 1/7/2011 10/9/2014 278,609 38,278 240,3311,265 TWITTER 1/7/2011 10/3/2014 68,627 9,657 58,97011,806 TWITTER 1/7/2011 10/3/2014 640,484 90,129 550,354

791 TWITTER 1/3/2011 10/3/2014 42,010 7,464 34,546783 TWITTER 1/7/2011 10/3/2014 41,585 5,978 35,607

7,774 TWITTER 1/7/2011 10/8/2014 430,716 59,348 371,3685,012 TWITTER 1/7/2011 10/14/2014 246,528 38,263 208,2653,148 TWITTER 1/7/2011 10/3/2014 170,606 24,032 146,57310,670 TWITTER 1/7/2011 10/8/2014 590,229 81,457 508,7721,940 WIX.COM 3/29/2010 11/5/2014 34,432 5,160 29,2713,880 WIX.COM 3/29/2010 11/12/2014 70,645 10,321 60,3243,080 WIX.COM 3/29/2010 11/12/2014 57,450 8,193 49,257800 WIX.COM 6/8/2010 11/12/2014 14,922 2,128 12,794

1,405 CASTLIGHT 7/7/2010 11/25/2014 17,095 5,776 11,319

167



Attachment 2APart 7

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1,000 CASTLIGHT 7/7/2010 11/25/2014 12,401 4,111 8,2901,810 CASTLIGHT 7/7/2010 11/26/2014 22,473 7,441 15,0323,200 FACEBOOK 1/1/2012 11/17/2014 241,853 13,879 227,973

19,778 FACEBOOK 1/1/2012 11/24/2014 1,466,216 85,783 1,380,4324,488 FACEBOOK 4/5/2012 11/25/2014 339,342 74,218 265,124

18,490 FACEBOOK 5/31/2013 11/25/2014 1,398,048 41,151 1,356,897564 FIREEYE 4/6/2011 11/13/2014 18,883 3,956 14,927

3,957 GRUBHUB 11/4/2010 11/28/2014 145,422 6,806 138,6162,521 LIFELOCK 4/23/2007 11/12/2014 43,909 2,521 41,3881,755 LIFELOCK 8/13/2007 11/12/2014 30,567 3,510 27,057684 LIFELOCK 8/13/2007 11/12/2014 11,913 1,368 10,545485 LIFELOCK 1/18/2008 11/12/2014 8,447 2,425 6,022

1,769 LIFELOCK 1/18/2008 11/12/2014 30,811 8,845 21,966321 LIFELOCK 1/18/2008 11/14/2014 5,668 1,605 4,063

2,200 LIFELOCK 1/18/2008 11/13/2014 38,849 11,000 27,8491,537 LIFELOCK 1/18/2008 11/17/2014 27,364 7,685 19,6792,954 LIFELOCK 5/14/2009 11/17/2014 52,592 16,707 35,8852,723 LIFELOCK 5/14/2009 11/17/2014 48,480 15,401 33,079

10,511 NORDSTROM 6/21/2013 11/3/2014 761,417 88,366 673,05121,971 TWITTER 5/6/2009 11/12/2014 922,660 15,819 906,84121,971 TWITTER 5/6/2009 11/12/2014 940,503 15,819 924,6846,234 JD COM 8/23/2011 12/9/2014 156,381 45,274 111,1073,117 JD COM 8/23/2011 12/9/2014 76,947 22,637 54,3103,117 JD COM 8/23/2011 12/19/2014 76,633 22,637 53,9966,234 JD COM 8/23/2011 12/9/2014 159,862 45,274 114,588500 CASTLIGHT 4/26/2012 12/9/2014 6,680 2,862 3,818

168



Attachment 2APart 7

Page 14 of 15




2,810 CASTLIGHT 4/26/2012 12/9/2014 36,596 16,082 20,5142,200 CASTLIGHT 4/26/2012 12/10/2014 29,397 12,591 16,8061,404 CASTLIGHT 7/7/2010 12/8/2014 17,819 5,772 12,0471,406 CASTLIGHT 4/26/2012 12/8/2014 17,845 8,047 9,7981,541 FACEBOOK 5/31/2013 12/22/2014 125,719 3,430 122,289770 FACEBOOK 5/31/2013 12/22/2014 62,934 1,714 61,221564 FIREEYE 4/6/2011 12/19/2014 18,823 3,956 14,868

18,355 GOPRO 3/10/2011 12/23/2014 1,109,919 46,493 1,063,42618,351 GOPRO 3/10/2011 12/24/2014 1,171,304 46,483 1,124,8214,037 LIFELOCK 5/14/2009 12/5/2014 70,313 22,832 47,481457 LIFELOCK 12/14/2009 12/5/2014 7,960 1,371 6,589178 LIFELOCK 12/14/2009 12/5/2014 3,100 534 2,566290 LIFELOCK 12/21/2009 12/5/2014 5,051 870 4,181744 LIFELOCK 12/21/2009 12/5/2014 12,958 2,232 10,726219 LIFELOCK 1/14/2010 12/5/2014 3,814 657 3,15785 LIFELOCK 1/14/2010 12/5/2014 1,480 255 1,225

1,019 LIFELOCK 6/4/2010 12/5/2014 17,748 5,763 11,985185 LIFELOCK 6/4/2010 12/5/2014 3,222 1,046 2,176

2,431 LIFELOCK 6/4/2010 12/9/2014 43,168 13,749 29,4193,364 LIFELOCK 3/13/2012 12/9/2014 59,736 17,803 41,9331,419 LIFELOCK 3/13/2012 12/9/2014 25,198 7,509 17,688

14,362 MIDCON ENERGY 3/12/2014 12/5/2014 123,147 0 123,1472,204 NIMBLE 12/21/2007 12/18/2014 62,678 1,122 61,556

26,433 NIMBLE 12/21/2007 12/23/2014 765,631 13,454 752,1761,100 NIMBLE 12/21/2007 12/10/2014 31,326 560 30,7663,338 OPOWER 11/24/2010 12/12/2014 47,433 29,708 17,725

169



Attachment 2APart 7

Page 15 of 15




2,043 PRIVATEBANCORP 11/2/2009 12/23/2014 68,601 17,488 51,113

TOTAL 45,953,935 6,628,161 39,325,775

170



Attachment 2APart 8

Page 1 of 5


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

75,299 ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 3/18/2014 3/18/2014 796,917 792,176 4,741561 CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 8/9/2012 12/12/2014 98,972 47,363 51,609

1,445 CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 8/10/2012 12/12/2014 254,928 122,133 132,7952,737 CDN NAT RES LTD COM CDN NAT RES COM STK 2/6/2003 12/12/2014 80,020 10,888 69,132672 CDN NAT RES LTD COM CDN NAT RES COM STK 9/1/2011 12/12/2014 19,647 25,345 (5,698)

2,770 CDN NAT RES LTD COM CDN NAT RES COM STK 12/21/2012 12/12/2014 80,985 80,577 4084,131 MEG ENERGY CORP COM STK 6/14/2013 11/17/2014 96,550 132,475 (35,925)1,596 MEG ENERGY CORP COM STK 6/17/2013 11/17/2014 37,302 51,354 (14,052)3,658 MEG ENERGY CORP COM STK 6/11/2013 11/11/2014 87,748 109,831 (22,083)1,705 MEG ENERGY CORP COM STK 6/12/2013 11/11/2014 40,899 51,955 (11,055)617 MEG ENERGY CORP COM STK 6/13/2013 11/14/2014 14,367 19,425 (5,057)

8,173 MEG ENERGY CORP COM STK 6/14/2013 11/14/2014 190,316 262,096 (71,779)3,671 MEG ENERGY CORP COM STK 6/13/2013 11/13/2014 84,763 115,573 (30,809)7,341 MEG ENERGY CORP COM STK 6/12/2013 11/12/2014 177,925 223,695 (45,770)3,241 MEG ENERGY CORP COM STK 6/13/2013 11/12/2014 78,552 102,035 (23,483)2,809 MEG ENERGY CORP COM STK 6/17/2013 11/18/2014 64,756 90,384 (25,628)321 MEG ENERGY CORP COM STK 8/12/2013 11/18/2014 7,400 10,268 (2,868)

3,207 ADR DANONE SPONSORED ADR 10/24/2013 12/12/2014 42,743 49,075 (6,332)15,126 ADR DANONE SPONSORED ADR 10/25/2013 12/12/2014 201,599 232,280 (30,681)9,168 ADIDAS AG 3/4/2014 8/12/2014 356,218 524,265 (168,046)

11,900 ADIDAS AG 3/5/2014 8/12/2014 462,369 661,755 (199,386)5,052 ADIDAS AG 3/6/2014 8/12/2014 196,293 279,743 (83,450)8,082 ADIDAS AG 3/7/2014 8/12/2014 314,022 452,834 (138,811)7,189 ADR NESTLE S A SPONSORED ADR REPSTG REG SH 7/13/2004 12/12/2014 525,523 195,351 330,1723,303 ADR NOVARTIS AG 7/26/2005 12/12/2014 311,221 160,509 150,7129,990 ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 6/27/2011 12/12/2014 371,560 207,309 164,2512,372 3M CO COM 9/17/2010 12/12/2014 375,008 203,541 171,467

18,698 ADOBE SYS INC COM 11/23/2010 3/4/2014 1,284,822 527,239 757,583471 ADOBE SYS INC COM 11/23/2010 12/12/2014 35,908 13,281 22,627

3,688 ADOBE SYS INC COM 11/24/2010 12/12/2014 281,165 105,639 175,5262,662 AIR PROD & CHEM INC COM 9/26/2008 12/12/2014 371,541 188,155 183,3854,336 AIR PROD & CHEM INC COM 9/21/2005 12/9/2014 626,156 238,554 387,602528 AIR PROD & CHEM INC COM 9/26/2008 12/9/2014 76,248 37,320 38,928

7,394 ALTERA CORP COM 12/4/2012 12/12/2014 276,047 237,686 38,3611,024 AMAZON COM INC COM 3/2/2011 12/12/2014 315,105 175,415 139,6905,455 AMERICAN EXPRESS CO 11/9/2001 12/12/2014 501,080 156,387 344,693

171



Attachment 2APart 8

Page 2 of 5


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

5,937 ANALOG DEVICES INC COM 10/9/2007 12/23/2014 337,491 217,377 120,1135,343 ANALOG DEVICES INC COM 10/10/2007 12/23/2014 303,725 196,237 107,4886,943 ANALOG DEVICES INC COM 2/11/2010 12/30/2014 385,679 191,357 194,322586 ANALOG DEVICES INC COM 9/1/2011 12/30/2014 32,552 19,484 13,068573 ANALOG DEVICES INC COM 12/20/2006 5/15/2014 29,055 19,050 10,004

7,787 ANALOG DEVICES INC COM 10/9/2007 5/15/2014 394,849 285,113 109,7363,106 ANALOG DEVICES INC COM 12/20/2006 5/13/2014 160,563 103,265 57,2984,713 ANALOG DEVICES INC COM 10/9/2007 12/12/2014 264,108 172,562 91,5476,474 ANALOG DEVICES INC COM 2/11/2010 12/29/2014 362,462 178,431 184,031

10,563 ANALOG DEVICES INC COM 10/9/2007 5/16/2014 540,009 386,754 153,2554,652 ANALOG DEVICES INC COM 10/10/2007 12/24/2014 263,877 170,858 93,020203 ANALOG DEVICES INC COM 2/10/2010 12/24/2014 11,515 5,475 6,040

3,258 ANALOG DEVICES INC COM 12/20/2006 5/14/2014 166,668 108,318 58,3501,661 ANALOG DEVICES INC COM 9/1/2011 12/31/2014 92,782 55,226 37,556579 ANALOG DEVICES INC COM 8/12/2013 12/31/2014 32,342 28,705 3,637

3,775 ANALOG DEVICES INC COM 2/10/2010 12/26/2014 212,731 101,811 110,9201,080 ANALOG DEVICES INC COM 2/11/2010 12/26/2014 60,861 29,766 31,0952,888 APPLE INC COM STK 2/15/2011 12/12/2014 319,258 148,084 171,174

11,252 APPLE INC COM STK 2/15/2011 7/7/2014 1,074,043 576,952 497,0901,889 BAKER HUGHES INC COM 2/11/2010 11/17/2014 124,401 85,701 38,700

15,658 BAKER HUGHES INC COM 6/1/2010 11/17/2014 1,031,165 565,168 465,997779 BAKER HUGHES INC COM 9/1/2011 11/17/2014 51,301 48,031 3,270

14,326 BAKER HUGHES INC COM 12/21/2011 11/17/2014 943,445 686,432 257,01311,705 BAKER HUGHES INC COM 1/2/2013 11/17/2014 770,838 490,568 280,270

385 BAKER HUGHES INC COM 8/12/2013 11/17/2014 25,354 18,317 7,0374,423 BECTON DICKINSON & CO COM 2/8/2000 12/23/2014 613,533 113,008 500,5252,255 BECTON DICKINSON & CO COM 2/8/2000 12/12/2014 310,193 57,615 252,577764 CARBO CERAMICS INC COM 7/6/2012 12/12/2014 26,629 57,231 (30,602)802 CARBO CERAMICS INC COM 7/10/2012 12/12/2014 27,954 60,150 (32,196)501 CARBO CERAMICS INC COM 7/11/2012 12/12/2014 17,462 38,043 (20,581)

2,774 CATERPILLAR INC COM 5/27/2009 12/12/2014 251,800 97,715 154,0861,942 CHART INDS INC COM PAR $0.01 COM PAR $0.01 9/22/2014 12/12/2014 63,436 120,333 (56,898)421 CHART INDS INC COM PAR $0.01 COM PAR $0.01 9/23/2014 12/12/2014 13,752 26,333 (12,581)

20,965 CISCO SYSTEMS INC 1/10/2006 8/25/2014 517,252 398,513 118,7397,269 CISCO SYSTEMS INC 1/10/2006 8/26/2014 180,429 138,173 42,2565,234 CISCO SYSTEMS INC 1/10/2006 12/12/2014 140,947 99,490 41,456

172



Attachment 2APart 8

Page 3 of 5


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

7,695 CISCO SYSTEMS INC 6/12/2008 12/12/2014 207,219 201,067 6,1535,817 CIT GROUP INC NEW COM NEW COM NEW 1/21/2014 12/12/2014 271,362 288,648 (17,285)

23,850 COCA COLA CO COM 6/2/2008 4/29/2014 970,089 678,854 291,235464 COCA COLA CO COM 8/12/2013 4/29/2014 18,873 18,466 407

14,247 COCA COLA CO COM 7/27/2007 4/28/2014 583,724 376,003 207,72115,304 COCA COLA CO COM 6/2/2008 4/28/2014 627,031 435,605 191,4255,594 COMCAST CORP NEW‐CL A 10/9/2007 12/12/2014 310,701 134,018 176,6831,148 COMCAST CORP NEW‐CL A 11/9/2009 12/12/2014 63,762 17,321 46,441348 COSTCO WHOLESALE CORP NEW COM 4/27/2007 12/12/2014 48,364 18,805 29,559

1,858 COSTCO WHOLESALE CORP NEW COM 4/30/2007 12/12/2014 258,220 101,071 157,1486,676 EBAY INC COM USD0.001 5/10/2012 12/12/2014 374,859 275,059 99,8013,890 EMERSON ELECTRIC CO COM 10/8/2008 12/12/2014 229,637 143,901 85,7367,679 FACEBOOK INC CL A CL A 5/17/2012 2/25/2014 536,692 291,802 244,8901,369 FACEBOOK INC CL A CL A 5/18/2012 2/25/2014 95,681 54,023 41,6582,404 FACEBOOK INC CL A CL A 5/18/2012 12/12/2014 188,401 94,866 93,5351,835 FEDEX CORP COM 9/9/2008 12/12/2014 324,424 157,241 167,1843,887 FEDEX CORP COM 9/9/2008 12/9/2014 691,109 333,076 358,033118 FEDEX CORP COM 4/30/2007 1/2/2014 16,773 12,581 4,192925 FEDEX CORP COM 9/9/2008 1/2/2014 131,484 79,263 52,221408 GOOGLE INC CL A 11/6/2008 12/12/2014 214,535 67,679 146,856408 GOOGLE INC COM USD0.001 CL'C' 11/6/2008 12/12/2014 212,718 67,463 145,255

1,269 GRAINGER W W INC COM 7/21/2006 12/12/2014 313,860 78,429 235,4315,945 INTERNATIONAL BUSINESS MACHS CORP COM 4/13/1998 1/22/2014 1,079,606 318,276 761,330

99 INTERNATIONAL BUSINESS MACHS CORP COM 8/12/2013 1/22/2014 17,978 18,702 (724)5,492 INTERNATIONAL BUSINESS MACHS CORP COM 4/13/1998 1/21/2014 1,034,044 294,024 740,0204,252 JOHNSON & JOHNSON COM USD1 5/19/2000 12/12/2014 447,665 186,858 260,8075,373 JPMORGAN CHASE & CO COM 4/28/2014 12/12/2014 324,866 298,225 26,6422,937 MCGRAW HILL FINANCIAL INC 10/8/2013 12/12/2014 262,270 193,420 68,8504,329 MICROSOFT CORP COM 5/31/2006 12/23/2014 210,095 99,829 110,2668,703 MICROSOFT CORP COM 6/21/2006 12/23/2014 422,373 199,978 222,396

16,597 MICROSOFT CORP COM 5/31/2006 4/21/2014 662,211 382,735 279,4769,621 MICROSOFT CORP COM 5/31/2006 12/12/2014 454,672 221,865 232,8071,830 MONSANTO CO NEW COM 9/10/2009 12/12/2014 216,889 144,511 72,3781,373 MONSANTO CO NEW COM 2/5/2010 12/12/2014 162,726 105,672 57,0542,907 NIKE INC CL B 8/12/2014 12/12/2014 281,860 224,412 57,4492,342 NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 5/13/2014 12/12/2014 102,745 75,909 26,837

173



Attachment 2APart 8

Page 4 of 5


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

2,162 NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 5/14/2014 12/12/2014 94,849 70,142 24,7062,368 OCCIDENTAL PETROLEUM CORP 8/17/2011 9/29/2014 228,436 211,189 17,2471,133 OCCIDENTAL PETROLEUM CORP 8/17/2011 9/30/2014 109,424 101,046 8,3783,589 OCCIDENTAL PETROLEUM CORP 7/9/2009 9/23/2014 346,908 219,190 127,7182,423 OCCIDENTAL PETROLEUM CORP 5/9/2011 9/26/2014 236,750 261,687 (24,937)3,159 OCCIDENTAL PETROLEUM CORP 8/17/2011 9/26/2014 308,664 281,734 26,931413 OCCIDENTAL PETROLEUM CORP 7/9/2009 9/25/2014 40,033 25,223 14,810

4,545 OCCIDENTAL PETROLEUM CORP 5/9/2011 9/25/2014 440,553 490,865 (50,312)1,182 OCCIDENTAL PETROLEUM CORP 8/17/2011 10/1/2014 112,599 105,416 7,183824 OCCIDENTAL PETROLEUM CORP 9/1/2011 10/1/2014 78,495 71,622 6,873214 OCCIDENTAL PETROLEUM CORP 8/12/2013 10/1/2014 20,386 18,868 1,518

2,551 OCCIDENTAL PETROLEUM CORP 7/9/2009 9/24/2014 248,479 155,797 92,6832,548 OCCIDENTAL PETROLEUM CORP 7/9/2009 9/22/2014 246,047 155,614 90,4333,831 PACCAR INC COM 10/7/2014 12/12/2014 261,372 219,011 42,3623,209 PEPSICO INC COM 4/23/2007 12/12/2014 306,437 214,331 92,106

72 PEPSICO INC COM 6/2/2008 12/12/2014 6,875 4,860 2,0163,897 PROCTER & GAMBLE COM NPV 7/27/2007 12/12/2014 351,373 245,549 105,8249,938 PROGRESSIVE CORP OH COM 2/5/2008 12/12/2014 263,556 184,520 79,0365,253 QUALCOMM INC COM 2/5/2010 10/9/2014 390,853 200,340 190,513934 QUALCOMM INC COM 9/1/2011 10/9/2014 69,495 48,361 21,134242 QUALCOMM INC COM 8/12/2013 10/9/2014 18,006 16,047 1,959

7,903 QUALCOMM INC COM 12/15/2008 10/7/2014 583,406 266,447 316,9597,460 QUALCOMM INC COM 2/5/2010 10/7/2014 550,704 284,511 266,1936,400 QUALCOMM INC COM 2/5/2010 10/8/2014 474,519 244,084 230,4354,866 SOUTHWESTERN ENERGY CO COM 4/27/2011 12/12/2014 141,782 202,190 (60,407)3,510 SOUTHWESTERN ENERGY CO COM 4/28/2011 12/12/2014 102,272 150,065 (47,793)8,014 TEXAS INSTRUMENTS INC COM 6/29/2010 12/12/2014 431,076 191,780 239,2972,816 TIFFANY & CO COM 5/14/2008 12/12/2014 295,182 129,753 165,4293,449 UNION PAC CORP COM 2/2/2009 12/12/2014 393,967 74,342 319,6256,619 US BANCORP 6/28/2011 12/12/2014 292,086 164,006 128,080

26,651 UTI WORLDWIDE INC ORD NPV 3/30/2007 2/28/2014 269,751 655,194 (385,442)2,412 UTI WORLDWIDE INC ORD NPV 4/2/2007 2/28/2014 24,413 58,981 (34,568)

10,662 UTI WORLDWIDE INC ORD NPV 4/2/2007 3/3/2014 100,989 260,720 (159,731)7,604 UTI WORLDWIDE INC ORD NPV 4/3/2007 3/3/2014 72,024 187,147 (115,124)1,939 UTI WORLDWIDE INC ORD NPV 9/1/2011 3/3/2014 18,366 30,649 (12,283)

11,000 UTI WORLDWIDE INC ORD NPV 10/17/2012 3/3/2014 104,190 149,481 (45,291)

174



Attachment 2APart 8

Page 5 of 5


(c) Date Acquired

(d) Date Sold



Plus Expense of

Sale(h) Gain (Loss)

12,555 UTI WORLDWIDE INC ORD NPV 10/18/2012 3/3/2014 118,919 173,208 (54,289)634 UTI WORLDWIDE INC ORD NPV 8/12/2013 3/3/2014 6,005 10,517 (4,512)

4,326 WALT DISNEY CO 8/31/2011 12/12/2014 397,407 147,220 250,1874,507 WELLS FARGO & CO NEW COM STK 5/1/2009 12/12/2014 243,612 90,267 153,3451,822 WELLS FARGO & CO NEW COM STK 12/17/2009 12/12/2014 98,483 47,577 50,9063,674 YUM BRANDS INC COM 8/2/2013 12/12/2014 268,874 272,778 (3,904)

13,160 ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS 3/19/2014 12/12/2014 101,126 150,290 (49,164)0 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 8/5/2014 404 0 4040 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 7/22/2014 88 0 880 #REORG/CITIGROUP REV STK SPLIT CITIGROUPINC COM NEW 2A1AAX1 5‐9‐2011 7/29/2014 404 0 4040 #REORG/COUNTRYWIDE FINL STK MERGER TO BKOF AMER CORP 2028343 EFF 7/1/08 8/28/2014 9,402 0 9,4020 #REORG/DELL INC CASH MERGER 10‐29‐2013 10/7/2014 19,144 0 19,1440 #REORG/EL PASO CASH &STOCK MERGER KINDERMORGAN 2066259 2H1HAX1 5/25/12 4/29/2014 618 0 6180 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/21/2014 2,451 0 2,4510 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/26/2014 3,012 0 3,0120 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 12/23/2014 2,469 0 2,4690 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/19/2014 12,367 0 12,3670 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/25/2014 2,711 0 2,711

TOTAL 40,982,466 26,921,822 14,060,644

175

The Andrew W. Mellon Foundation13‐1879954Form 990‐PFCalendar Year 2014


Attachment 2APart 9

Page 1 of 1


(c) Date Acquired

(d) Date Sold



Plus Expense of Sale (h) Gain (Loss)

0 #REORG/SATYAM COMPUTER ADR TERMINATION 09/12/2011 4/8/2014 14,062 0 14,0620 #REORG DYNEGY INC NEW CL A COM SEE 2031304 EFF 4/2/07 7/7/2014 1,667 0 1,6670 #REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01‐04‐2011 1/29/2014 9,918 0 9,9180 #REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01‐04‐2011 9/11/2014 2,545 0 2,5450 #REORG/AMBAC FINANCIAL WORTHLESS EFF DT 05/01/2013 2/26/2014 2,630 0 2,6300 #REORG/CITIGROUP REV STK SPLIT CITIGROUPINC COM NEW 2A1AAX1 5‐9‐2011 7/29/2014 525 0 5250 #REORG/COMPUTER ASSOC INTL INC NAME CHANGE TO CA INC 2020021 2/26/2014 29 0 290 #REORG/DELL INC CASH MERGER 10‐29‐2013 10/7/2014 1,083 0 1,0830 #REORG/DELL INC CASH MERGER 10‐29‐2013 10/7/2014 4,045 0 4,0450 #REORG/HEALTHSOUTH CORP COM STK REVERSE SPLIT TO 2028661 EFFECTIVE 10/25/06 4/29/2014 202 0 2020 #REORG/VERITAS SOFTWARE STK MERGER TO SYMANTEC SEC # 2851423 EFF 7/1/05 12/17/2014 97 0 970 #REORG/WACHOVIA STOCK MERGER TO WELLS FARGO CO 2912332 12/31/08 3/19/2014 11,205 0 11,2050 CARDINAL HLTH INC 8/12/2014 26 0 260 GENERAL ELECTRIC CO 10/29/2014 380 0 3800 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/25/2014 16 0 160 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/26/2014 13 0 130 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 12/29/2014 2,073 0 2,0730 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 12/23/2014 6,423 0 6,4230 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 6/26/2014 2,666 0 2,6660 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 11/10/2014 33 0 330 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 3/27/2014 13 0 130 ##WACHOVIA CAP TR IV GTD TR PFD SECS DO NOT USE SEE SEC#1A1DAA1 2/19/2014 10,330 0 10,330

TOTAL 69,979 0 69,979

176



Attachment 2APart 10

Page 1 of 1

Share/Par Value (a) Property Sold(c) Date Acquired

(d) Date Sold



Expense of Sale (h) Gain (Loss)38,791 MFC VANGUARD FTSE EMERGING MKTS ETF 5/24/2010 6/24/2014 1,676,704 1,451,831 224,873377,815 MFC VANGUARD FTSE EMERGING MKTS ETF 10/13/2011 6/24/2014 16,330,692 14,999,973 1,330,719971,511 MFC VANGUARD FTSE EMERGING MKTS ETF 7/8/2013 6/24/2014 41,992,634 36,698,148 5,294,487

TOTAL 60,000,031 53,149,952 6,850,079

177




Page 1 of 1





Expense of Sale (h) Gain (Loss)505 HANKOOK TIRE CO KRW500 2/2/2009 12/30/2014 24,004 5,475 18,528674 HANKOOK TIRE CO KRW500 2/2/2009 12/24/2014 32,716 7,308 25,409459 HANKOOK TIRE CO KRW500 2/2/2009 12/29/2014 22,091 4,977 17,114

1,264 HANKOOK TIRE CO KRW500 2/2/2009 12/26/2014 60,988 13,705 47,2830 YAGEO CORP TWD10 8/7/2007 10/9/2014 181,196 181,196 00 YAGEO CORP TWD10 9/6/2007 10/9/2014 184,406 184,406 00 YAGEO CORP TWD10 10/4/2011 10/9/2014 1,123 702 4220 YAGEO CORP TWD10 10/5/2011 10/9/2014 1,444 891 5540 YAGEO CORP TWD10 10/6/2011 10/9/2014 1,926 1,218 7080 YAGEO CORP TWD10 10/7/2011 10/9/2014 2,568 1,683 8850 YAGEO CORP TWD10 10/11/2011 10/9/2014 3,852 2,782 1,0700 YAGEO CORP TWD10 10/12/2011 10/9/2014 2,086 1,540 5470 YAGEO CORP TWD10 10/13/2011 10/9/2014 2,568 1,939 6290 YAGEO CORP TWD10 10/14/2011 10/9/2014 1,123 831 2930 YAGEO CORP TWD10 10/17/2011 10/9/2014 963 725 2380 YAGEO CORP TWD10 10/18/2011 10/9/2014 481 361 1210 YAGEO CORP TWD10 10/19/2011 10/9/2014 802 604 1980 YAGEO CORP TWD10 10/20/2011 10/9/2014 1,765 1,306 4600 YAGEO CORP TWD10 10/21/2011 10/9/2014 1,123 818 3050 YAGEO CORP TWD10 10/24/2011 10/9/2014 1,926 1,454 4720 YAGEO CORP TWD10 10/25/2011 10/9/2014 2,247 1,741 5060 YAGEO CORP TWD10 10/26/2011 10/9/2014 2,247 1,754 4930 YAGEO CORP TWD10 12/12/2011 10/9/2014 78,962 47,948 31,0140 YAGEO CORP TWD10 5/2/2014 10/9/2014 44,250 44,250 01 YAGEO CORP TWD10 8/7/2007 10/9/2014 0 0 (0)

TOTAL 656,860 509,613 147,247

178

The Andrew W. Mellon FoundationForm 990‐PF13‐1879954Calendar year 2014



Page 1 of 16


(c) Date Acquired

(d) Date Sold



Expense of Sale(h) Gain (Loss)

10,000 UNITED STATES OF AMER TREAS BILLS DUE 11‐13‐2014 REG 5/16/2014 11/13/2014 9,998 9,998 0230,000 UNITED STATES OF AMER TREAS BILLS DUE 11‐13‐2014 REG 5/16/2014 11/13/2014 229,962 229,954 8130,000 UNITED STATES OF AMER TREAS BILLS DUE 11‐13‐2014 REG 5/19/2014 11/13/2014 129,979 129,974 4815,000 UNITED STATES OF AMER TREAS BILLS DUE 11‐13‐2014 REG 6/11/2014 11/13/2014 814,867 814,862 5235,000 UNITED STATES OF AMER TREAS BILLS DUE 11‐13‐2014 REG 7/18/2014 11/13/2014 234,962 234,979 (18)

1,298,000 UNITED STATES TREAS BILLS 01‐02‐2014 UNITED STATES TREAS BILLS 7/26/2013 1/2/2014 1,297,712 1,297,712 022,420,000 UNITED STATES TREAS BILLS 01‐09‐2014 UNITED STATES TREAS BILLS 10/3/2013 1/9/2014 22,415,785 22,419,396 (3,611)38,000,000 UNITED STATES TREAS BILLS 01‐09‐2014 UNITED STATES TREAS BILLS 10/15/2013 1/9/2014 37,992,856 37,991,297 1,55950,000,000 UNITED STATES TREAS BILLS 01‐09‐2014 UNITED STATES TREAS BILLS 10/15/2013 1/9/2014 49,990,600 49,988,549 2,052

710,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/10/2014 709,891 709,891 015,532,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/28/2014 15,529,612 15,529,612 034,468,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/20/2013 2/28/2014 34,462,836 34,462,836 09,575,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 3/20/2014 9,574,174 9,574,174 011,044,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 3/20/2014 11,043,047 11,043,047 01,560,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/4/2014 1,559,760 1,559,760 0569,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/20/2013 2/28/2014 568,915 568,915 0

38,956,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 2/28/2014 38,952,640 38,952,640 010,475,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 2/28/2014 10,474,097 10,474,097 03,900,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/18/2014 3,899,400 3,899,400 01,750,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 3/3/2014 1,749,849 1,749,849 043,706,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 1/10/2014 43,699,280 43,699,280 06,294,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 1/10/2014 6,293,032 6,293,032 019,500,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 1/10/2014 19,497,002 19,497,002 01,956,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 3/12/2014 1,955,831 1,955,831 02,500,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/11/2014 2,499,616 2,499,616 036,719,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 1/9/2014 3/12/2014 36,715,833 36,715,833 0

4,000 UNITED STATES TREAS BILLS 03‐20‐2014 UNITED STATES TREAS BILLS 12/19/2013 2/28/2014 3,999 3,999 0500,000 UNITED STATES TREAS BILLS 04‐16‐2015 UNITED STATES TREAS BILLS 12/12/2014 12/30/2014 499,939 499,939 055,000 UNITED STATES TREAS BILLS 06‐12‐2014 UNITED STATES TREAS BILLS 12/19/2013 6/12/2014 54,989 54,979 10550,000 UNITED STATES TREAS BILLS 06‐12‐2014 UNITED STATES TREAS BILLS 1/10/2014 6/12/2014 549,895 549,889 610,000 UNITED STATES TREAS BILLS 06‐12‐2014 UNITED STATES TREAS BILLS 2/5/2014 6/12/2014 9,998 9,998 (0)200,000 UNITED STATES TREAS BILLS 06‐12‐2014 UNITED STATES TREAS BILLS 3/13/2014 6/12/2014 199,962 199,978 (16)

2,060,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 4/8/2014 2,059,729 2,059,729 01,630,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 4/10/2014 1,629,786 1,629,786 01,720,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 4/29/2014 1,719,774 1,719,774 0700,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 4/22/2014 699,908 699,908 0

1,720,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 4/15/2014 1,719,774 1,719,774 01,900,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 3/26/2014 1,899,750 1,899,750 05,485,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 5/15/2014 5,484,279 5,484,279 05,440,000 UNITED STATES TREAS BILLS 06‐19‐2014 UNITED STATES TREAS BILLS 3/19/2014 5/13/2014 5,439,285 5,439,285 0

TOTAL US T‐BILLS 374,272,604 374,272,604 0

17,546 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 11/20/2014 17,546 17,544 1750,000 ALLY MASTER OWNER 2.15000009537% DUE 01‐15‐2016 3/16/2012 1/15/2014 750,000 750,000 0

179




Page 2 of 16


(c) Date Acquired

(d) Date Sold




600,000 ALLY MASTER OWNER 2011‐4 ASSET BACKED NTCL A‐2 1 DUE 09‐15‐2016 5/9/2012 9/15/2014 600,000 600,000 09,166 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 10/8/2014 9,166 9,165 01,213 AMERICREDIT 1.17% DUE 01‐08‐2016 4/2/2012 4/8/2014 1,213 1,213 0

29,378 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 10/8/2014 29,378 29,378 040,507 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 6/20/2014 40,507 40,500 622,836 CARMAX AUTO OWNER 1.29% DUE 09‐15‐2015 5/4/2012 3/17/2014 22,836 22,836 06,648 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 12/15/2014 6,648 6,647 1

100,548 FORD CR AUTO LEASE 1.42% DUE 01‐15‐2015 4/2/2012 4/15/2014 100,548 100,548 0297,589 FORD CR AUTO LEASE TR 1.03 SER 2012‐A CLA4 04‐15‐2015 4/24/2012 7/15/2014 297,589 297,589 012,996 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 10/22/2014 12,996 12,996 033,486 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 11/17/2014 33,486 33,486 014,622 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 11/21/2014 14,622 14,622 01,728 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 6/18/2014 1,728 1,728 03,560 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 7/15/2014 3,560 3,557 32,392 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 11/17/2014 2,392 2,392 0

0 HYUNDAI AUTO .72% DUE 03‐15‐2016 10/15/2014 11/17/2014 0 0 042,938 MERCEDES BENZ AUTO .88% DUE 11‐17‐2014 3/15/2012 4/15/2014 42,938 42,936 239,508 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 6/16/2014 39,508 39,502 622,265 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 7/15/2014 22,265 22,263 22,562 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 6/16/2014 2,562 2,562 03,045 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 12/15/2014 3,045 3,045 09,305 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 12/15/2014 9,305 9,304 1

500,000 SANTANDER DR AUTO 2.43000006676% DUE 05‐15‐2017 4/2/2012 5/15/2014 500,000 500,000 0579 SANTANDER DRIVE AUTO RECEIVABLES TR 2012NT CL A‐2 .91 DUE 05‐15‐2013 3/14/2012 1/15/2014 579 579 0

24,934 SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012‐6 CL A2 .47 09‐15‐2015 10/3/2012 4/15/2014 24,934 24,933 249,626 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 11/20/2014 49,626 49,616 10500,000 VOLKSWAGEN AUTO 1.39% DUE 10‐20‐2016 6/26/2013 1/21/2014 500,000 500,000 011,953 WORLD OMNI AUTO 1.11% DUE 05‐15‐2015 5/9/2012 1/15/2014 11,953 11,953 074,834 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 10/15/2014 74,834 74,823 1137,592 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 7/21/2014 37,592 37,589 333,318 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 8/20/2014 33,318 33,315 343,054 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 5/20/2014 43,054 43,051 429,133 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 10/20/2014 29,133 29,131 223,124 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 4/21/2014 23,124 23,123 238,043 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 6/20/2014 38,043 38,040 328,190 ALLY AUTO .57% DUE 08‐20‐2015 9/11/2012 9/22/2014 28,190 28,187 247,537 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 11/20/2014 47,537 47,535 241,713 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 12/22/2014 41,713 41,710 251,139 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 9/22/2014 51,139 51,136 316,256 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 8/20/2014 16,256 16,256 148,824 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 10/20/2014 48,824 48,821 271,066 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 10/15/2014 71,066 71,368 (302)33,549 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 6/16/2014 33,549 33,719 (170)57,317 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 12/15/2014 57,317 57,536 (219)68,621 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 11/17/2014 68,621 68,896 (276)

180




Page 3 of 16


(c) Date Acquired

(d) Date Sold




78,934 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 7/15/2014 78,934 79,319 (385)80,507 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 8/15/2014 80,507 80,883 (376)70,484 ALLY AUTO SER 2011‐4 CL A4 1.14 DUE 06‐15‐2016 5/2/2012 9/15/2014 70,484 70,798 (314)16,640 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 9/8/2014 16,640 16,640 120,335 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 3/10/2014 20,335 20,334 118,164 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 1/8/2014 18,164 18,163 120,528 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 4/8/2014 20,528 20,527 118,357 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 6/9/2014 18,357 18,356 119,295 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 5/8/2014 19,295 19,294 118,588 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 8/8/2014 18,588 18,588 120,550 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 2/10/2014 20,550 20,549 117,772 AMERICREDIT .49% DUE 06‐08‐2016 1/15/2013 7/8/2014 17,772 17,771 115,016 AMERICREDIT .62000000477% DUE 06‐08‐2017 11/14/2012 11/10/2014 15,016 15,014 211,268 AMERICREDIT .62000000477% DUE 06‐08‐2017 11/14/2012 8/8/2014 11,268 11,267 214,744 AMERICREDIT .62000000477% DUE 06‐08‐2017 11/14/2012 10/8/2014 14,744 14,742 210,978 AMERICREDIT .62000000477% DUE 06‐08‐2017 11/14/2012 12/8/2014 10,978 10,976 214,158 AMERICREDIT .62000000477% DUE 06‐08‐2017 11/14/2012 9/8/2014 14,158 14,156 252,374 AMERICREDIT 1.17% DUE 01‐08‐2016 4/2/2012 1/8/2014 52,374 52,533 (159)55,644 AMERICREDIT 1.17% DUE 01‐08‐2016 4/2/2012 3/10/2014 55,644 55,798 (154)56,261 AMERICREDIT 1.17% DUE 01‐08‐2016 4/2/2012 2/10/2014 56,261 56,424 (163)59,122 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 5/8/2014 59,122 59,349 (227)64,454 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 2/10/2014 64,454 64,727 (273)49,157 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 8/8/2014 49,157 49,326 (169)50,331 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 7/8/2014 50,331 50,510 (180)58,243 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 3/10/2014 58,243 58,482 (239)48,189 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 9/8/2014 48,189 48,348 (159)24,680 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 1/8/2014 24,680 24,788 (108)61,547 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 4/8/2014 61,547 61,792 (245)54,898 AMERICREDIT 1.23000001907% DUE 09‐08‐2016 6/27/2013 6/9/2014 54,898 55,101 (203)49,884 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 10/8/2014 49,884 49,879 542,248 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 12/8/2014 42,248 42,244 467,281 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 4/8/2014 67,281 67,274 748,997 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 9/8/2014 48,997 48,992 561,320 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 5/8/2014 61,320 61,314 657,775 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 6/9/2014 57,775 57,769 653,331 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 11/10/2014 53,331 53,326 555,657 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 7/8/2014 55,657 55,652 558,681 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 8/8/2014 58,681 58,675 651,575 AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012‐2 CL A‐3 1.05 DUE 10‐11‐2016 4/11/2012 3/10/2014 51,575 51,570 523,236 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 11/17/2014 23,236 23,235 133,297 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 2/18/2014 33,297 33,296 129,161 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 3/17/2014 29,161 29,160 124,900 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 9/15/2014 24,900 24,899 126,761 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 7/15/2014 26,761 26,760 133,017 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 1/15/2014 33,017 33,016 1

181




Page 4 of 16


(c) Date Acquired

(d) Date Sold




19,832 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 12/15/2014 19,832 19,831 125,141 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 10/15/2014 25,141 25,141 128,216 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 6/16/2014 28,216 28,215 126,871 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 8/15/2014 26,871 26,870 130,178 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 5/15/2014 30,178 30,177 131,227 BK AMER AUTO TR .77999997139% DUE 06‐15‐2016 4/11/2012 4/15/2014 31,227 31,226 163,977 BMW VEH LEASE TR .54000002146% DUE 09‐21‐2015 1/16/2013 12/22/2014 63,977 63,966 1074,063 BMW VEH LEASE TR .54000002146% DUE 09‐21‐2015 1/16/2013 9/22/2014 74,063 74,052 1243,300 BMW VEH LEASE TR .54000002146% DUE 09‐21‐2015 1/16/2013 8/20/2014 43,300 43,293 774,787 BMW VEH LEASE TR .54000002146% DUE 09‐21‐2015 1/16/2013 10/20/2014 74,787 74,776 1271,101 BMW VEH LEASE TR .54000002146% DUE 09‐21‐2015 1/16/2013 11/20/2014 71,101 71,090 1183,449 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 3/20/2014 83,449 83,436 13103,926 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 5/20/2014 103,926 103,910 16103,735 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 1/21/2014 103,735 103,719 1692,693 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 2/20/2014 92,693 92,679 15104,732 BMW VEH LEASE TR .75% DUE 02‐20‐2015 4/18/2012 4/21/2014 104,732 104,715 1665,459 CA REP AUTO .62000000477% DUE 01‐17‐2017 3/18/2014 11/17/2014 65,459 65,454 566,032 CA REP AUTO .62000000477% DUE 01‐17‐2017 3/18/2014 12/15/2014 66,032 66,027 551,068 CA REP AUTO .62000000477% DUE 01‐17‐2017 3/18/2014 9/15/2014 51,068 51,064 470,835 CA REP AUTO .62000000477% DUE 01‐17‐2017 3/18/2014 10/15/2014 70,835 70,829 658,584 CA REP AUTO SER 2014‐2 CL A2 .54 DUE 03‐15‐2017 6/3/2014 12/15/2014 58,584 58,582 29,290 CAP AUTO RECEIVABLES SR 2013‐2 CL A2 .92 DUE 09‐20‐2016 REG 6/20/2013 11/20/2014 9,290 9,288 1

20,465 CAP AUTO RECEIVABLES SR 2013‐2 CL A2 .92 DUE 09‐20‐2016 REG 6/20/2013 12/22/2014 20,465 20,462 327,470 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 11/17/2014 27,470 27,464 625,402 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 12/15/2014 25,402 25,396 610,957 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 5/15/2014 10,957 10,955 333,517 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 8/15/2014 33,517 33,509 832,379 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 7/15/2014 32,379 32,371 728,434 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 10/15/2014 28,434 28,427 731,356 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 9/15/2014 31,356 31,349 733,817 CARMAX AUTO OWNER .51999998093% DUE 07‐17‐2017 10/3/2012 6/16/2014 33,817 33,810 817,816 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 7/15/2014 17,816 17,812 49,631 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 1/15/2014 9,631 9,629 2

19,818 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 5/15/2014 19,818 19,814 418,796 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 8/15/2014 18,796 18,792 420,515 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 4/15/2014 20,515 20,511 418,860 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 6/16/2014 18,860 18,856 419,366 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 3/17/2014 19,366 19,362 416,113 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 10/15/2014 16,113 16,110 317,455 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 9/15/2014 17,455 17,451 416,093 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 11/17/2014 16,093 16,090 319,389 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 2/18/2014 19,389 19,385 414,159 CARMAX AUTO OWNER .84% DUE 03‐15‐2017 6/6/2012 12/15/2014 14,159 14,156 328,394 CARMAX AUTO OWNER 1.29% DUE 09‐15‐2015 5/4/2012 1/15/2014 28,394 28,486 (92)28,727 CARMAX AUTO OWNER 1.29% DUE 09‐15‐2015 5/4/2012 2/18/2014 28,727 28,815 (88)

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19,759 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 9/15/2014 19,759 19,806 (47)21,211 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 3/17/2014 21,211 21,276 (65)21,246 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 6/16/2014 21,246 21,305 (58)21,499 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 1/15/2014 21,499 21,570 (71)22,846 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 2/18/2014 22,846 22,919 (73)18,213 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 11/17/2014 18,213 18,252 (39)18,108 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 10/15/2014 18,108 18,150 (41)15,484 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 12/15/2014 15,484 15,516 (32)22,125 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 5/15/2014 22,125 22,188 (63)21,274 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 8/15/2014 21,274 21,327 (54)19,954 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 7/15/2014 19,954 20,007 (52)22,671 CARMAX AUTO OWNER TR 2011‐3 ASSET BACKEDNT CL A‐3 1.07 DUE 06‐15‐2016 4/2/2012 4/15/2014 22,671 22,738 (67)23,363 CARMAX AUTO OWNER TR 2013‐1 .6 10‐16‐2017 2/6/2013 11/17/2014 23,363 23,363 124,542 CARMAX AUTO OWNER TR 2013‐1 .6 10‐16‐2017 2/6/2013 12/15/2014 24,542 24,542 1109,490 CNH EQUIP TR .65% DUE 04‐16‐2018 11/15/2012 10/15/2014 109,490 109,469 2230,047 CNH EQUIP TR .65% DUE 04‐16‐2018 11/15/2012 12/15/2014 30,047 30,041 6103,356 CNH EQUIP TR .65% DUE 04‐16‐2018 11/15/2012 11/17/2014 103,356 103,335 2114,852 CNH EQUIP TR .65% DUE 04‐16‐2018 11/15/2012 9/15/2014 14,852 14,849 319,303 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 3/17/2014 19,303 19,625 (323)18,909 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 5/15/2014 18,909 19,206 (297)13,623 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 8/15/2014 13,623 13,816 (192)26,539 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 11/17/2014 26,539 26,869 (331)37,051 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 12/15/2014 37,051 37,495 (444)12,103 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 7/15/2014 12,103 12,281 (177)16,293 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 6/16/2014 16,293 16,540 (247)14,008 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 10/15/2014 14,008 14,191 (183)10,435 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 9/15/2014 10,435 10,577 (142)57,796 CNH EQUIP TR 2.04% DUE 10‐17‐2016 4/2/2012 4/15/2014 57,796 58,735 (938)5,503 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 10/15/2014 5,503 5,503 0

24,159 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 12/15/2014 24,159 24,157 28,274 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 7/15/2014 8,274 8,274 1




11,643 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 3/17/2014 11,643 11,642 17,734 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 5/15/2014 7,734 7,733 19,898 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 4/15/2014 9,898 9,897 1

36,897 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 2/18/2014 36,897 36,896 115,359 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 8/15/2014 15,359 15,358 138,975 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 6/16/2014 38,975 38,973 145,971 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 3/17/2014 45,971 45,969 22,579 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 1/15/2014 2,579 2,578 0

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58,954 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 5/15/2014 58,954 58,952 216,185 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 11/17/2014 16,185 16,184 166,783 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 4/15/2014 66,783 66,781 212,214 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 12/15/2014 12,214 12,213 012,554 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 9/15/2014 12,554 12,554 016,776 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 10/15/2014 16,776 16,775 116,963 CNH EQUIP TR 2012‐B CL A3 0.86 09‐15‐2017 6/12/2012 7/15/2014 16,963 16,962 134,040 CNH EQUIP TR 2013‐A CL A3 .69 07‐15‐2019 2/13/2013 12/15/2014 34,040 34,040 044,684 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 6/16/2014 44,684 44,681 347,827 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 5/15/2014 47,827 47,823 438,547 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 4/15/2014 38,547 38,544 326,621 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 11/17/2014 26,621 26,619 231,792 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 9/15/2014 31,792 31,790 227,425 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 10/15/2014 27,425 27,423 238,680 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 7/15/2014 38,680 38,677 337,777 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 8/15/2014 37,777 37,774 3188,031 FORD CR AUTO LEASE 1.42% DUE 01‐15‐2015 4/2/2012 3/17/2014 188,031 188,661 (631)36,069 FORD CR AUTO LEASE 1.42% DUE 01‐15‐2015 4/2/2012 1/15/2014 36,069 36,216 (146)175,352 FORD CR AUTO LEASE 1.42% DUE 01‐15‐2015 4/2/2012 2/18/2014 175,352 175,997 (645)414,452 FORD CR AUTO LEASE TR 1.03 SER 2012‐A CLA4 04‐15‐2015 4/24/2012 6/16/2014 414,452 414,966 (514)37,958 FORD CR AUTO LEASE TR 1.03 SER 2012‐A CLA4 04‐15‐2015 4/24/2012 5/15/2014 37,958 38,010 (52)26,179 FORD CR AUTO LEASE TR 2013‐A CL A3 .6 DUE 03‐15‐2016 3/12/2013 10/15/2014 26,179 26,176 327,697 FORD CR AUTO LEASE TR 2013‐A CL A3 .6 DUE 03‐15‐2016 3/12/2013 11/17/2014 27,697 27,694 315,508 FORD CR AUTO LEASE TR 2013‐A CL A3 .6 DUE 03‐15‐2016 3/12/2013 9/15/2014 15,508 15,507 219,797 FORD CR AUTO LEASE TR 2013‐A CL A3 .6 DUE 03‐15‐2016 3/12/2013 12/15/2014 19,797 19,795 217,484 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 2/18/2014 17,484 17,482 120,692 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 7/15/2014 20,692 20,690 221,683 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 5/15/2014 21,683 21,682 223,291 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 4/15/2014 23,291 23,290 219,097 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 9/15/2014 19,097 19,095 119,542 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 10/15/2014 19,542 19,540 120,696 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 8/15/2014 20,696 20,695 215,201 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 12/15/2014 15,201 15,200 120,965 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 6/16/2014 20,965 20,963 221,054 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 3/17/2014 21,054 21,052 219,091 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 11/17/2014 19,091 19,090 139,247 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 3/17/2014 39,247 39,239 838,093 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 6/16/2014 38,093 38,085 835,218 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 9/15/2014 35,218 35,211 742,810 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 2/18/2014 42,810 42,801 936,374 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 10/15/2014 36,374 36,366 740,423 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 5/15/2014 40,423 40,415 828,351 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 12/15/2014 28,351 28,345 644,008 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 4/15/2014 44,008 43,999 943,942 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 1/15/2014 43,942 43,933 9

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39,369 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 7/15/2014 39,369 39,361 839,398 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 8/15/2014 39,398 39,390 834,310 FORD CR AUTO OWNER .72000002861% DUE 12‐15‐2016 4/18/2012 11/17/2014 34,310 34,303 752,595 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 11/24/2014 52,595 52,586 932,368 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 4/22/2014 32,368 32,363 534,389 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 6/23/2014 34,389 34,384 673,071 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 5/22/2014 73,071 73,059 1234,361 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 9/22/2014 34,361 34,355 666,165 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 7/22/2014 66,165 66,154 1142,360 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 12/22/2014 42,360 42,353 746,561 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 10/22/2014 46,561 46,554 860,888 GE EQUIP MIDTICKET LLC SER 2012‐1 CL A3 .6 05‐23‐2016 9/19/2012 8/22/2014 60,888 60,878 1052,601 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 9/24/2014 52,601 52,592 951,509 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 7/24/2014 51,509 51,500 965,511 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 8/25/2014 65,511 65,500 1141,927 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 12/24/2014 41,927 41,920 748,023 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 10/24/2014 48,023 48,015 861,385 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 11/24/2014 61,385 61,374 1165,078 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 5/27/2014 65,078 65,066 1144,044 GE EQUIP TRANSN .62% DUE 07‐25‐2016 10/16/2012 6/24/2014 44,044 44,036 89,100 GE EQUIP TRANSN LLC SER 2013‐1 CL A3 0.69 11‐25‐2016 3/12/2013 12/24/2014 9,100 9,099 1

34,250 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 3/14/2012 4/22/2014 34,250 34,247 429,803 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 6/23/2014 29,803 29,815 (12)37,809 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 3/14/2012 3/24/2014 37,809 37,805 442,788 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 3/14/2012 5/22/2014 42,788 42,784 411,321 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 5/22/2014 11,321 11,326 (5)61,187 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 3/14/2012 1/22/2014 61,187 61,180 632,798 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 9/22/2014 32,798 32,809 (11)48,116 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 3/14/2012 2/24/2014 48,116 48,111 538,498 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 7/22/2014 38,498 38,513 (15)45,585 GE EQUIP TRANSN SER 2012‐1 CL A3 .96 DUE 11‐23‐2015 6/27/2013 8/22/2014 45,585 45,602 (17)23,114 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 9/15/2014 23,114 23,110 428,297 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 4/15/2014 28,297 28,292 526,068 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 3/17/2014 26,068 26,064 529,697 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 5/15/2014 29,697 29,691 58,523 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 1/15/2014 8,523 8,522 1

25,405 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 2/18/2014 25,405 25,401 425,664 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 8/15/2014 25,664 25,659 421,829 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 11/17/2014 21,829 21,826 418,145 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 12/15/2014 18,145 18,142 325,312 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 7/15/2014 25,312 25,308 426,880 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 6/16/2014 26,880 26,876 522,844 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 10/15/2014 22,844 22,840 441,528 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 9/15/2014 41,528 41,667 (139)43,592 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 8/15/2014 43,592 43,743 (152)

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46,875 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 6/16/2014 46,875 47,050 (176)46,655 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 3/17/2014 46,655 46,849 (194)43,564 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 1/15/2014 43,564 43,757 (193)43,850 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 2/18/2014 43,850 44,038 (188)41,310 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 10/15/2014 41,310 41,443 (132)42,991 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 7/15/2014 42,991 43,147 (155)49,385 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 5/15/2014 49,385 49,577 (192)52,862 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 4/15/2014 52,862 53,075 (213)9,860 HARLEY DAVIDSON 1.47000002861% DUE 08‐15‐2017 5/21/2012 11/20/2014 9,860 9,927 (67)

65,045 HARLEY DAVIDSON 1.47000002861% DUE 08‐15‐2017 5/21/2012 12/15/2014 65,045 65,474 (429)21,476 HARLEY‐DAVIDSON .65% DUE 07‐16‐2018 4/16/2013 11/17/2014 21,476 21,476 01,900 HARLEY‐DAVIDSON .65% DUE 07‐16‐2018 4/16/2013 10/15/2014 1,900 1,900 0

17,202 HARLEY‐DAVIDSON .65% DUE 07‐16‐2018 4/16/2013 12/15/2014 17,202 17,202 051,917 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 5/15/2014 51,917 51,917 053,109 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 4/15/2014 53,109 53,109 041,385 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 11/17/2014 41,385 41,384 046,550 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 7/15/2014 46,550 46,550 046,916 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 8/15/2014 46,916 46,916 044,319 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 9/15/2014 44,319 44,319 050,164 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 3/17/2014 50,164 50,164 048,014 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 6/16/2014 48,014 48,013 044,039 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 10/15/2014 44,039 44,039 015,760 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 2/18/2014 15,760 15,760 037,202 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 12/15/2014 37,202 37,202 044,039 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 3/17/2014 44,039 44,031 835,829 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 11/17/2014 35,829 35,822 648,907 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 2/18/2014 48,907 48,898 841,093 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 7/15/2014 41,093 41,086 745,676 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 5/15/2014 45,676 45,668 847,778 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 4/15/2014 47,778 47,769 838,517 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 9/15/2014 38,517 38,510 741,118 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 8/15/2014 41,118 41,111 737,351 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 10/15/2014 37,351 37,345 625,245 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 1/15/2014 25,245 25,241 430,468 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 12/15/2014 30,468 30,463 542,275 HONDA AUTO .69999998808% DUE 02‐16‐2016 4/18/2012 6/16/2014 42,275 42,268 744,074 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 1/21/2014 44,074 44,175 (100)42,206 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 4/21/2014 42,206 42,288 (82)35,703 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 7/21/2014 35,703 35,760 (57)34,265 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 8/21/2014 34,265 34,316 (51)41,161 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 3/21/2014 41,161 41,245 (84)36,944 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 6/23/2014 36,944 37,007 (63)39,438 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 5/21/2014 39,438 39,510 (72)44,305 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 2/21/2014 44,305 44,401 (96)32,445 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 9/22/2014 32,445 32,489 (44)

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31,388 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 10/21/2014 31,388 31,427 (39)26,133 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 3/18/2014 26,133 26,171 (37)27,370 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 4/18/2014 27,370 27,406 (36)25,812 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 5/19/2014 25,812 25,842 (31)28,276 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 2/18/2014 28,276 28,320 (44)29,137 HONDA AUTO RECEIVABLES 2011‐2 OWNER TR HAROT CL A‐3 0.94 DUE 04‐18‐2014 REG 5/9/2012 1/21/2014 29,137 29,185 (48)7,282 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 6/18/2014 7,282 7,282 1

32,549 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 11/18/2014 32,549 32,546 333,165 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 10/20/2014 33,165 33,162 327,503 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 12/18/2014 27,503 27,500 335,700 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 7/18/2014 35,700 35,697 334,105 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 9/18/2014 34,105 34,102 336,012 HONDA AUTO RECEIVABLES SER 2012‐4 CL A3 .52 08‐18‐2016 10/11/2012 8/18/2014 36,012 36,009 319,138 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 2/18/2014 19,138 19,125 1319,183 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 1/15/2014 19,183 19,170 1318,937 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 5/15/2014 18,937 18,924 1320,257 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 4/15/2014 20,257 20,243 1417,649 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 6/16/2014 17,649 17,636 1217,707 HUNTINGTON AUTO TR .38% DUE 09‐15‐2015 6/26/2013 3/17/2014 17,707 17,695 1245,183 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 9/15/2014 45,183 45,178 543,119 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 11/17/2014 43,119 43,114 535,386 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 12/15/2014 35,386 35,382 447,315 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 8/15/2014 47,315 47,310 538,384 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 7/15/2014 38,384 38,380 444,057 HUNTINGTON AUTO TR 2012‐2 CL A3 .51 04‐17‐2017 10/3/2012 10/15/2014 44,057 44,053 528,382 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 8/15/2014 28,382 28,399 (18)33,934 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 4/15/2014 33,934 33,959 (25)31,424 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 6/16/2014 31,424 31,446 (21)30,900 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 3/17/2014 30,900 30,924 (24)23,776 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 10/15/2014 23,776 23,789 (13)34,222 HYUNDAI AUTO .72% DUE 03‐15‐2016 5/9/2012 1/15/2014 34,222 34,234 (12)32,847 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 5/15/2014 32,847 32,871 (23)28,835 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 7/15/2014 28,835 28,854 (19)26,251 HYUNDAI AUTO .72% DUE 03‐15‐2016 5/9/2012 2/18/2014 26,251 26,260 (9)8,669 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 2/18/2014 8,669 8,676 (7)

25,787 HYUNDAI AUTO .72% DUE 03‐15‐2016 6/27/2013 9/15/2014 25,787 25,802 (15)51,696 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 11/17/2014 51,696 51,690 752,503 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 10/15/2014 52,503 52,496 755,672 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 7/15/2014 55,672 55,665 757,779 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 8/15/2014 57,779 57,771 756,229 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 9/15/2014 56,229 56,222 745,279 HYUNDAI AUTO RECEIVABLES SER 2012‐C CL A3.53 04‐17‐2017 10/10/2012 12/15/2014 45,279 45,273 651,037 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 8/15/2014 51,037 51,028 954,979 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 1/15/2014 54,979 54,970 957,552 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 2/18/2014 57,552 57,542 10

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45,425 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 10/15/2014 45,425 45,418 853,313 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 6/16/2014 53,313 53,304 954,569 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 5/15/2014 54,569 54,560 943,077 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 11/17/2014 43,077 43,069 758,566 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 4/15/2014 58,566 58,557 1047,875 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 9/15/2014 47,875 47,867 837,456 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 12/15/2014 37,456 37,450 651,131 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 7/15/2014 51,131 51,122 952,804 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 3/17/2014 52,804 52,795 926,195 HYUNDAI AUTO RECEIVABLES TR 2013‐A NT CLA‐3 .56 DUE 07‐17‐2017 REG 1/24/2013 10/15/2014 26,195 26,194 146,568 HYUNDAI AUTO RECEIVABLES TR 2013‐A NT CLA‐3 .56 DUE 07‐17‐2017 REG 1/24/2013 11/17/2014 46,568 46,567 142,635 HYUNDAI AUTO RECEIVABLES TR 2013‐A NT CLA‐3 .56 DUE 07‐17‐2017 REG 1/24/2013 12/15/2014 42,635 42,634 123,828 JOHN DEERE OWNER .60000002384% DUE 03‐15‐2017 4/3/2013 11/17/2014 23,828 23,828 150,202 JOHN DEERE OWNER .60000002384% DUE 03‐15‐2017 4/3/2013 12/15/2014 50,202 50,200 153,791 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 6/16/2014 53,791 53,790 247,207 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 11/17/2014 47,207 47,206 133,814 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 9/15/2014 33,814 33,813 181,341 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 5/15/2014 81,341 81,339 364,020 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 4/15/2014 64,020 64,018 234,628 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 12/15/2014 34,628 34,627 132,071 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 7/15/2014 32,071 32,070 137,957 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 8/26/2014 37,957 37,956 147,643 JOHN DEERE OWNER TR 2012‐B CL A3 0.53 DUE 07‐15‐2016 8/28/2012 10/15/2014 47,643 47,641 145,753 MERCEDES BENZ AUTO .88% DUE 11‐17‐2014 3/15/2012 2/18/2014 45,753 45,751 341,723 MERCEDES BENZ AUTO .88% DUE 11‐17‐2014 3/15/2012 3/17/2014 41,723 41,721 247,122 MERCEDES BENZ AUTO .88% DUE 11‐17‐2014 3/15/2012 1/15/2014 47,122 47,120 360,789 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 5/15/2014 60,789 60,783 652,601 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 4/15/2014 52,601 52,596 545,841 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 11/17/2014 45,841 45,836 439,428 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 12/15/2014 39,428 39,424 447,037 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 9/15/2014 47,037 47,032 450,316 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 10/15/2014 50,316 50,311 555,159 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 7/15/2014 55,159 55,153 553,090 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 8/15/2014 53,090 53,085 557,974 MERCEDES‐BENZ AUTO .47% DUE 10‐17‐2016 9/11/2012 6/16/2014 57,974 57,968 680,048 MERCEDES‐BENZ AUTO .58999997377% DUE 02‐15‐2016 4/16/2013 11/17/2014 80,048 80,041 722,883 MERCEDES‐BENZ AUTO .58999997377% DUE 02‐15‐2016 4/16/2013 10/15/2014 22,883 22,881 273,046 MERCEDES‐BENZ AUTO .58999997377% DUE 02‐15‐2016 4/16/2013 12/15/2014 73,046 73,040 617,190 NISSAN AUTO .41999998689% DUE 11‐15‐2016 2/11/2014 9/15/2014 17,190 17,189 145,002 NISSAN AUTO .41999998689% DUE 11‐15‐2016 2/11/2014 10/15/2014 45,002 45,000 238,548 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 12/15/2014 38,548 38,548 151,273 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 8/15/2014 51,273 51,272 154,478 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 6/16/2014 54,478 54,477 152,206 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 5/15/2014 52,206 52,205 147,357 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 10/15/2014 47,357 47,357 1

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46,358 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 11/17/2014 46,358 46,357 146,482 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 9/15/2014 46,482 46,482 152,719 NISSAN AUTO .46000000834% DUE 10‐17‐2016 7/31/2012 7/15/2014 52,719 52,718 122,478 NISSAN AUTO .5% DUE 05‐15‐2017 1/9/2013 9/15/2014 22,478 22,474 422,926 NISSAN AUTO .5% DUE 05‐15‐2017 1/9/2013 11/17/2014 22,926 22,921 424,449 NISSAN AUTO .5% DUE 05‐15‐2017 1/9/2013 10/15/2014 24,449 24,444 518,788 NISSAN AUTO .5% DUE 05‐15‐2017 1/9/2013 12/15/2014 18,788 18,785 444,262 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 3/17/2014 44,262 44,388 (126)38,171 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 9/15/2014 38,171 38,252 (81)41,792 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 7/15/2014 41,792 41,891 (99)51,031 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 1/15/2014 51,031 51,188 (158)30,224 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 12/15/2014 30,224 30,277 (53)39,320 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 10/15/2014 39,320 39,398 (78)42,983 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 6/16/2014 42,983 43,089 (106)41,122 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 8/15/2014 41,122 41,214 (92)44,934 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 5/15/2014 44,934 45,051 (117)48,303 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 4/15/2014 48,303 48,435 (132)36,361 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 11/17/2014 36,361 36,428 (67)50,970 NISSAN AUTO .95% DUE 02‐16‐2016 4/2/2012 2/18/2014 50,970 51,120 (151)116,338 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 9/15/2014 116,338 116,332 5125,394 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 11/17/2014 125,394 125,388 6116,709 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 10/15/2014 116,709 116,703 531,563 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 7/15/2014 31,563 31,561 1117,323 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 12/15/2014 117,323 117,318 5110,263 NISSAN AUTO LEASE .57999998331% DUE 11‐16‐2015 10/17/2012 8/15/2014 110,263 110,258 566,384 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 3/17/2014 66,384 66,373 1152,813 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 1/15/2014 52,813 52,804 955,212 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 5/15/2014 55,212 55,203 969,115 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 4/15/2014 69,115 69,104 1153,440 NISSAN AUTO LEASE .98000001907% DUE 05‐15‐2015 3/15/2012 2/18/2014 53,440 53,431 931,339 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 10/15/2014 31,339 31,337 383,691 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 7/15/2014 83,691 83,684 721,183 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 11/17/2014 21,183 21,181 219,725 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 12/15/2014 19,725 19,724 292,756 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 8/15/2014 92,756 92,749 833,034 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 6/16/2014 33,034 33,031 370,725 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 9/15/2014 70,725 70,719 630,253 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 5/15/2014 30,253 30,251 233,519 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 4/15/2014 33,519 33,517 333,508 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 2/18/2014 33,508 33,506 333,542 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 3/17/2014 33,542 33,539 328,105 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 1/15/2014 28,105 28,102 230,139 SANTANDER DR AUTO .47% DUE 03‐15‐2016 3/6/2013 6/16/2014 30,139 30,136 233,702 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 1/15/2014 33,702 33,700 235,078 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 2/18/2014 35,078 35,076 2

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(c) Date Acquired

(d) Date Sold




31,217 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 5/15/2014 31,217 31,215 233,768 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 4/15/2014 33,768 33,766 232,423 SANTANDER DR AUTO .48% DUE 02‐16‐2016 1/9/2013 3/17/2014 32,423 32,421 235,486 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 7/15/2014 35,486 35,484 236,466 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 3/17/2014 36,466 36,464 235,918 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 8/15/2014 35,918 35,916 233,254 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 1/15/2014 33,254 33,252 233,258 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 2/18/2014 33,258 33,256 238,292 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 6/16/2014 38,292 38,290 238,767 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 5/15/2014 38,767 38,764 232,416 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 10/15/2014 32,416 32,414 234,013 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 11/17/2014 34,013 34,011 239,556 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 4/15/2014 39,556 39,554 232,636 SANTANDER DR AUTO .55000001192% DUE 09‐15‐2016 5/8/2013 9/15/2014 32,636 32,634 217,699 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 9/15/2014 17,699 17,698 117,362 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 11/17/2014 17,362 17,360 117,116 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 10/15/2014 17,116 17,114 117,033 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 3/17/2014 17,033 17,032 118,367 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 7/15/2014 18,367 18,365 223,932 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 1/15/2014 23,932 23,930 218,432 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 2/18/2014 18,432 18,430 219,246 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 8/15/2014 19,246 19,244 219,535 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 5/15/2014 19,535 19,534 220,065 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 4/15/2014 20,065 20,063 219,307 SANTANDER DR AUTO .88999998569% DUE 09‐15‐2016 7/11/2013 6/16/2014 19,307 19,305 260,894 SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012‐6 CL A2 .47 09‐15‐2015 10/3/2012 3/17/2014 60,894 60,890 461,522 SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012‐6 CL A2 .47 09‐15‐2015 10/3/2012 2/18/2014 61,522 61,518 460,817 SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012‐6 CL A2 .47 09‐15‐2015 10/3/2012 1/15/2014 60,817 60,813 452,233 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 7/15/2014 52,233 52,228 530,057 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 4/15/2014 30,057 30,054 348,428 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 9/15/2014 48,428 48,423 553,229 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 6/16/2014 53,229 53,224 543,728 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 11/17/2014 43,728 43,724 439,737 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 12/15/2014 39,737 39,733 455,591 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 5/15/2014 55,591 55,586 550,274 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 8/15/2014 50,274 50,270 547,247 TOYOTA AUTO .46000000834% DUE 07‐15‐2016 9/18/2012 10/15/2014 47,247 47,243 413,927 TOYOTA AUTO .55000001192% DUE 01‐17‐2017 4/9/2013 12/15/2014 13,927 13,927 032,885 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 12/15/2014 32,885 32,878 644,963 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 7/15/2014 44,963 44,955 854,513 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 1/15/2014 54,513 54,503 1044,096 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 8/15/2014 44,096 44,088 840,243 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 10/15/2014 40,243 40,235 845,095 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 6/16/2014 45,095 45,086 837,623 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 11/17/2014 37,623 37,616 7

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52,929 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 2/18/2014 52,929 52,919 1040,038 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 9/15/2014 40,038 40,031 749,724 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 3/17/2014 49,724 49,715 948,557 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 5/15/2014 48,557 48,548 951,482 TOYOTA AUTO RECEIVABLES 2012‐A NT CL A‐3.75 DUE 02‐16‐2016 4/11/2012 4/15/2014 51,482 51,472 1059,925 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 7/15/2014 59,925 59,918 761,772 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 8/15/2014 61,772 61,764 752,988 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 9/15/2014 52,988 52,982 652,021 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 10/15/2014 52,021 52,015 631,501 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 3/17/2014 31,501 31,497 463,724 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 6/16/2014 63,724 63,716 743,295 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 12/15/2014 43,295 43,290 566,361 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 5/15/2014 66,361 66,353 870,455 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 4/15/2014 70,455 70,446 849,238 USAA AUTO OWNER TR .43% DUE 08‐15‐2016 9/10/2012 11/17/2014 49,238 49,233 681,828 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 9/22/2014 81,828 81,811 1665,852 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 6/20/2014 65,852 65,839 1355,090 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 1/21/2014 55,090 55,079 1156,517 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 10/20/2014 56,517 56,506 1149,395 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 3/20/2014 49,395 49,385 1064,970 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 8/20/2014 64,970 64,957 1358,364 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 4/21/2014 58,364 58,352 1261,029 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 7/21/2014 61,029 61,017 1270,989 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 2/20/2014 70,989 70,975 1456,938 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 5/20/2014 56,938 56,927 1147,084 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 8/20/2014 47,084 47,081 320,924 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 7/21/2014 20,924 20,923 144,253 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 10/20/2014 44,253 44,251 351,676 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 11/20/2014 51,676 51,673 340,005 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 12/22/2014 40,005 40,003 257,932 VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012‐2 CL A‐3 .46 DUE 01‐20‐2017 REG 10/3/2012 9/22/2014 57,932 57,929 37,496 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 7/15/2014 7,496 7,496 0

55,303 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 10/15/2014 55,303 55,303 055,939 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 9/15/2014 55,939 55,939 051,563 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 11/17/2014 51,563 51,563 042,720 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 12/15/2014 42,720 42,720 056,600 WORLD OMNI AUTO .61% DUE 06‐15‐2017 10/17/2012 8/15/2014 56,600 56,599 028,438 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 7/15/2014 28,438 28,485 (47)32,309 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 2/18/2014 32,309 32,373 (64)30,019 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 6/16/2014 30,019 30,070 (52)26,173 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 8/15/2014 26,173 26,214 (42)19,856 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 12/15/2014 19,856 19,882 (26)28,684 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 3/17/2014 28,684 28,738 (55)34,240 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 1/15/2014 34,240 34,310 (70)30,057 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 5/15/2014 30,057 30,111 (54)

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24,780 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 10/15/2014 24,780 24,816 (36)23,795 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 11/17/2014 23,795 23,828 (33)31,547 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 4/15/2014 31,547 31,605 (58)23,229 WORLD OMNI AUTO RECEIVABLES TR 2011‐B ASSET BACKED NT CL A‐3 1.21 04‐15‐2015 4/2/2012 9/15/2014 23,229 23,265 (35)26,610 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 8/15/2014 26,610 26,608 225,943 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 10/15/2014 25,943 25,941 229,917 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 6/16/2014 29,917 29,915 218,345 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 3/17/2014 18,345 18,344 123,765 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 11/17/2014 23,765 23,763 225,086 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 9/15/2014 25,086 25,084 230,034 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 5/15/2014 30,034 30,032 231,654 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 4/15/2014 31,654 31,652 220,908 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 12/15/2014 20,908 20,906 227,979 WORLD OMNI AUTO RECEIVABLES TR SER 2012‐A CL A3 1.0%02‐15‐2017 7/11/2012 7/15/2014 27,979 27,977 297,703 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 6/16/2014 97,703 97,690 1454,051 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 3/17/2014 54,051 54,043 82,174 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 2/18/2014 2,174 2,174 0

106,206 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 7/15/2014 106,206 106,191 1572,667 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 5/15/2014 72,667 72,657 1058,921 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 4/15/2014 58,921 58,913 8121,217 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 8/15/2014 121,217 121,200 17112,226 WORLD OMNI AUTOMOB LEASE SECUR TR 2012‐AASSET BACKED NT CL A‐3 .93 11‐16‐2015 6/5/2012 9/15/2014 112,226 112,210 16

0 ALLY AUTO .72% DUE 05‐20‐2016 5/30/2013 10/15/2014 0 0 (0)1,000,000 BA CR CARD TR 2014‐2 NT CL A 09‐16‐2019 REG 5/7/2014 10/14/2014 1,000,000 1,000,000 0680,000 BMW VEH OWNER TR .67000001669% DUE 11‐27‐2017 10/29/2013 10/16/2014 680,106 679,985 122

1,000,000 CHASE ISSUANCE TR 2014‐3 CL A NTS 05‐15‐2018 REG 3/27/2014 10/14/2014 999,609 1,000,000 (391)1,000,000 CHASE ISSUANCE TR CHASESER 2014‐4 NT CL A4 VAR RATE DUE 04‐16‐2018 REG 4/9/2014 10/14/2014 998,320 1,000,000 (1,680)750,000 CITIBANK CR CARD FLTG RT .36825% DUE 08‐24‐2018 9/9/2014 10/14/2014 749,063 750,000 (938)

1,000,000 CITIBANK CR CARD ISSUANCE TR 2014‐A3 NT FLTG RATE 05‐09‐2018 REG 3/5/2014 10/14/2014 999,609 1,000,000 (391)0 CNH EQUIP TR 2012‐A NT CL A3 .94 DUE 05‐15‐2017 3/14/2012 10/15/2014 0 0 (0)0 FORD CR AUTO LEASE .56999999285% DUE 09‐15‐2015 9/26/2012 10/15/2014 0 0 (0)0 FORD CR AUTO OWNER .58% DUE 12‐15‐2016 7/17/2012 10/15/2014 0 0 (0)0 HARLEY DAVIDSON .68% DUE 04‐17‐2017 7/17/2012 10/15/2014 0 0 (0)0 HARLEY DAVIDSON 1.11000001431% DUE 09‐15‐2016 5/9/2012 10/15/2014 0 0 (0)

500,000 HONDA AUTO .53% DUE 02‐16‐2017 4/17/2013 10/14/2014 500,078 499,953 1250 HONDA AUTO .56% DUE 05‐15‐2016 7/17/2012 10/15/2014 0 0 (0)

1,000,000 HONDA AUTO .67% DUE 12‐21‐2017 2/19/2014 10/16/2014 998,281 999,891 (1,610)0 HONDA AUTO .88% DUE 09‐21‐2015 5/9/2012 10/15/2014 0 0 (0)

750,000 HONDA AUTO RECEIVABLES 2014‐2 CL A3 .77 03‐19‐2018 5/13/2014 10/16/2014 749,121 749,910 (789)0 HYUNDAI AUTO RECEIVABLES TR 2012‐B CL A3.62 09‐15‐2016 7/10/2012 10/15/2014 0 0 (0)

700,000 JOHN DEERE OWNER TR 2013‐B CL A3 .87 DUE 08‐15‐2017 REG 8/27/2013 10/16/2014 701,750 699,905 1,8450 NISSAN AUTO .41999998689% DUE 11‐15‐2016 2/11/2014 10/21/2014 0 0 0

437,809 NISSAN AUTO .41999998689% DUE 11‐15‐2016 2/11/2014 10/14/2014 437,706 437,792 (86)180,000 PVTPL CHASE ISSUANCE TR CHASESERIES 2013‐8 NT CL A 1.01 DUE 10‐15‐2018 REG 10/25/2013 10/14/2014 180,211 179,959 252455,000 PVTPL CHASE ISSUANCE TR CHASESERIES 2013‐8 NT CL A 1.01 DUE 10‐15‐2018 REG 10/25/2013 10/14/2014 455,533 454,896 637

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0 PVTPL CNH EQUIP TR 2012‐C NT CL A‐3 .56999999285% DUE 12‐15‐2017 REG 9/19/2012 10/15/2014 0 0 (0)700,000 PVTPL HYUNDAI AUTO RECEIVABLES TR 2013‐BNT CL A‐3 .71% DUE 09‐15‐2017 REG 6/19/2013 10/16/2014 700,930 699,864 1,066

1,000,000 TOYOTA AUTO .67% DUE 12‐15‐2017 3/11/2014 10/16/2014 998,750 999,815 (1,065)0 VOLKSWAGEN AUTO .87% DUE 07‐20‐2015 6/13/2012 10/15/2014 0 0 (0)

615,000 VOLKSWAGEN AUTO LN .56% DUE 08‐21‐2017 2/21/2013 10/14/2014 614,976 614,965 111,000,000 VOLKSWAGEN AUTO LN .91% DUE 10‐22‐2018 4/23/2014 10/16/2014 1,000,313 999,803 510

3,730 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 4/16/2014 3,730 3,793 (64)3,263 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 10/16/2014 3,263 3,318 (55)2,254 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 7/16/2014 2,254 2,292 (38)

18,708 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 8/18/2014 18,708 19,025 (317)11,798 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 12/16/2014 11,798 11,997 (199)2,251 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 9/16/2014 2,251 2,289 (38)5,361 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 6/16/2014 5,361 5,452 (91)2,270 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 11/17/2014 2,270 2,308 (38)2,198 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 2/18/2014 2,198 2,235 (38)

10,783 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 5/16/2014 10,783 10,966 (184)2,174 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 1/16/2014 2,174 2,212 (37)2,385 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 3/17/2014 2,385 2,426 (41)2,103 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 8/18/2014 2,103 2,142 (40)2,128 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 11/17/2014 2,128 2,168 (40)2,073 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 5/16/2014 2,073 2,112 (39)2,047 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 1/16/2014 2,047 2,086 (39)2,064 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 4/16/2014 2,064 2,103 (39)2,059 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 3/17/2014 2,059 2,098 (39)2,124 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 10/16/2014 2,124 2,163 (40)2,054 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 2/18/2014 2,054 2,093 (39)2,098 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 7/16/2014 2,098 2,137 (40)2,108 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 9/16/2014 2,108 2,148 (40)2,133 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 12/16/2014 2,133 2,173 (40)2,091 GNMA 2013‐063 REMIC PASSTHRU SECS CL MX‐AM VAR RT DUE 02‐16‐2047 4/12/2013 6/16/2014 2,091 2,130 (40)

0 GNMA 2012‐120 REMIC PASSTHRU SECS CL A 1.9 DUE 02‐16‐2053 10/10/2012 10/15/2014 0 0 (0)3,549 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 8/18/2014 3,549 3,555 (7)3,486 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 5/16/2014 3,486 3,493 (7)3,433 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 1/16/2014 3,433 3,440 (7)3,479 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 4/16/2014 3,479 3,485 (7)3,495 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 6/16/2014 3,495 3,502 (7)3,611 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 10/16/2014 3,611 3,618 (7)3,471 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 3/17/2014 3,471 3,478 (7)

13,778 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 7/16/2014 13,778 13,804 (26)3,619 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 11/17/2014 3,619 3,626 (7)3,459 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 2/18/2014 3,459 3,465 (7)3,576 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 9/16/2014 3,576 3,583 (7)3,627 GNMA 2013‐057 REMIC PASSTHRU CL A 1.35 06‐16‐2037 4/12/2013 12/16/2014 3,627 3,634 (7)

TOTAL MORTGAGE BACKED SECURITIES 37,843,939 37,861,694 (17,756)

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750,000 FORD CR FLOORPLAN 2.24% DUE 02‐15‐2016 4/2/2012 2/18/2014 750,000 750,000 0

TOTAL CORPORATE BONDS 750,000 750,000 0

23,630,000 US TREAS NTS 3.875 NTS 15/05/2018 USD1000 3.875 DUE 05‐15‐2018 REG 12/11/2014 12/29/2014 25,652,396 25,729,144 (76,748)45,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 5/15/2014 44,991 44,984 6

48,220,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 5/15/2014 48,209,962 48,203,166 6,79624,720,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 7/17/2014 24,716,144 24,711,370 4,7741,030,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 7/22/2014 1,029,841 1,029,640 2001,715,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 10/8/2014 1,715,251 1,714,401 850970,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 6/24/2014 969,764 969,661 102900,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 6/17/2014 899,778 899,686 92

1,000,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 7/29/2014 999,893 999,651 242765,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 10/2/2014 765,134 764,733 401

2,000,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 4/7/2014 10/10/2014 2,000,290 1,999,154 1,1367,910,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 10/9/2014 7,911,470 7,907,239 4,2311,780,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 10/9/2014 1,780,331 1,779,379 95224,320,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 4/7/2014 10/9/2014 24,324,519 24,309,710 14,8091,705,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 9/22/2014 1,705,141 1,704,405 7362,000,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 8/26/2014 1,999,855 1,999,302 553600,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 4/7/2014 10/15/2014 600,079 599,746 333

1,660,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 9/16/2014 1,660,139 1,659,420 718175,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 8/8/2014 174,989 174,939 51

2,010,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 8/8/2014 2,009,880 2,009,298 5823,440,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/28/2014 6/10/2014 3,439,142 3,438,799 3434,685,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 1/9/2014 12/11/2014 4,835,037 4,847,323 (12,286)14,060,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 1/9/2014 12/11/2014 14,492,191 14,547,143 (54,953)35,145,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 3/12/2014 12/11/2014 36,225,323 36,702,944 (477,621)

795,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 5/15/2014 12/11/2014 819,438 836,265 (16,827)45,315,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 1/9/2014 12/11/2014 46,766,214 46,885,050 (118,835)4,685,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 1/9/2014 12/11/2014 4,835,037 4,847,323 (12,286)1,148,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 5/15/2014 12/11/2014 1,183,288 1,207,588 (24,299)46,872,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 5/15/2014 12/11/2014 48,286,428 49,304,916 (1,018,488)16,905,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 10/9/2014 12/11/2014 17,098,413 17,416,441 (318,028)15,760,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 10/9/2014 12/11/2014 15,915,320 16,236,801 (321,480)

440,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 10/9/2014 12/11/2014 443,918 453,312 (9,394)13,175,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 10/22/2014 12/11/2014 13,292,308 13,565,680 (273,371)

TOTAL US GOVERNMENT NOTES & BONDS 356,801,902 359,498,613 (2,696,711)

GRAND TOTAL 769,668,445 772,382,911 (2,714,466)

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(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/16/2014 7/30/2014 (370,875) (362,692) (8,183)400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 12/5/2013 12/19/2013 326,750 325,809 941(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 12/19/2013 1/3/2014 (324,625) (326,276) 1,651(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 3/26/2014 4/9/2014 (349,500) (346,555) (2,945)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 6/4/2014 6/18/2014 (358,625) (359,943) 1,318(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 4/9/2014 4/23/2014 (355,000) (349,058) (5,942)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/31/2014 2/14/2014 (339,750) (345,057) 5,307(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 3/12/2014 3/26/2014 (347,000) (341,309) (5,691)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 2/26/2014 3/12/2014 (341,750) (341,682) (68)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/2/2014 7/16/2014 (363,125) (359,445) (3,680)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 9/10/2014 9/24/2014 (371,750) (370,315) (1,435)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/3/2014 1/17/2014 (335,250) (324,184) (11,066)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/30/2014 8/13/2014 (370,375) (370,443) 68(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/17/2014 1/31/2014 (345,500) (334,805) (10,695)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 10/8/2014 10/22/2014 (391,125) (385,317) (5,808)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 5/21/2014 6/4/2014 (360,375) (361,189) 814(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 5/7/2014 5/21/2014 (361,625) (360,063) (1,562)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 6/18/2014 7/2/2014 (359,875) (358,193) (1,682)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 11/5/2014 11/19/2014 (384,625) (384,566) (59)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 4/23/2014 5/7/2014 (360,500) (354,558) (5,942)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 8/27/2014 9/10/2014 (370,750) (379,315) 8,565(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 10/22/2014 11/5/2014 (385,000) (390,694) 5,694(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 12/5/2013 12/19/2013 (326,750) (325,809) (941)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 8/13/2014 8/27/2014 (379,750) (369,942) (9,808)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 2/14/2014 2/26/2014 (342,125) (339,369) (2,756)(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 9/24/2014 10/8/2014 (385,750) (371,315) (14,435)1,200,000 AUSTRALIA(CMNWLTH) 5.25% BDS 15/03/19 AUD'220 8/13/2014 11/19/2014 1,156,973 1,218,318 (61,345)

12,200,000 AUSTRALIA(CMNWLTH) 5.25% BDS 15/03/19 AUD'220 10/9/2014 11/19/2014 11,762,557 11,732,759 29,798700,000 AUSTRALIA(CMNWLTH) 5.75% BDS 15/05/21 AUD1000 5/30/2013 11/19/2014 710,774 768,759 (57,985)

4,600 BRAZIL(FED REP OF) 10% T‐NTS 1/1/2021 BRL1000 10/9/2014 11/17/2014 1,624,288 1,836,509 (212,221)1,500,000 QATAR ST BD DTD 11/2009 144A 5.25% DUE 01‐20‐2020/11‐24‐2009 BEO 11/18/2009 11/19/2014 1,698,750 1,505,217 193,533100,000 QATAR ST BD DTD 11/2009 144A 5.25% DUE 01‐20‐2020/11‐24‐2009 BEO 11/18/2009 11/19/2014 113,250 100,291 12,959

3,700,000 UNITED STATES TREAS BDS 3.125 DUE 08‐15‐2044 8/14/2014 10/9/2014 3,743,215 3,629,909 113,3063,000,000 UNITED STATES TREAS NTS 0.25 DUE 05‐15‐2016 1/13/2014 6/19/2014 2,989,230 2,984,648 4,5825,500,000 UNITED STATES TREAS NTS 0.25 DUE 05‐15‐2016 1/13/2014 3/14/2014 5,480,020 5,471,855 8,164500,000 UNITED STATES TREAS NTS 0.25 DUE 05‐15‐2016 1/13/2014 3/14/2014 498,184 497,441 742

1,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/20/2014 10/21/2014 1,007,188 1,007,146 416,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/20/2014 10/21/2014 6,345,281 6,341,071 4,2105,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/1/2014 10/3/2014 5,201,625 5,194,938 6,687200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/2/2014 10/3/2014 200,063 200,173 (111)

2,700,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/17/2014 9/19/2014 2,692,406 2,694,864 (2,458)3,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/18/2014 9/19/2014 3,889,031 3,886,494 2,538

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500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/15/2014 9/17/2014 499,063 499,063 06,400,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/16/2014 9/17/2014 6,388,000 6,391,830 (3,830)9,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/24/2014 10/28/2014 9,355,219 9,356,830 (1,611)600,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/15/2014 9/16/2014 599,250 598,922 328

9,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 11/3/2014 11/10/2014 9,323,250 9,321,116 2,1342,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/8/2014 10/10/2014 2,006,250 2,002,382 3,8682,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/20/2014 10/22/2014 2,015,000 2,013,026 1,9745,100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/21/2014 10/22/2014 5,138,250 5,136,460 1,790100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/25/2014 9/29/2014 99,875 99,810 65

3,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/30/2014 10/2/2014 3,203,000 3,193,885 9,115900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/1/2014 10/2/2014 900,844 899,124 1,720600,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/16/2014 9/18/2014 597,938 599,234 (1,296)

1,800,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/16/2014 9/18/2014 1,793,813 1,797,702 (3,890)4,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/17/2014 9/18/2014 4,185,563 4,192,011 (6,449)9,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/28/2014 11/3/2014 9,323,250 9,353,135 (29,885)3,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/3/2014 10/7/2014 3,901,219 3,900,698 5211,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/6/2014 10/7/2014 1,500,469 1,499,431 1,0372,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/25/2014 9/30/2014 2,295,688 2,295,620 673,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/26/2014 9/30/2014 3,892,688 3,897,239 (4,552)3,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/15/2014 9/16/2014 2,996,250 2,994,375 1,8755,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/15/2014 9/16/2014 5,193,500 5,190,656 2,844800,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/9/2014 10/14/2014 805,000 803,452 1,548

6,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/10/2014 10/14/2014 6,540,625 6,520,411 20,2142,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/10/2014 10/14/2014 2,012,500 2,005,567 6,9332,700,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/24/2014 9/26/2014 2,698,313 2,695,710 2,6024,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/25/2014 9/26/2014 4,197,375 4,192,002 5,3732,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/22/2014 10/24/2014 2,213,750 2,216,405 (2,655)7,100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/23/2014 10/24/2014 7,144,375 7,144,137 2381,800,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/15/2014 9/16/2014 1,797,539 1,796,625 9141,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/8/2014 10/10/2014 1,906,531 1,902,263 4,2684,600,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/9/2014 10/10/2014 4,615,813 4,619,922 (4,109)1,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/15/2014 10/17/2014 1,309,344 1,309,623 (279)8,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/16/2014 10/17/2014 8,057,500 8,084,475 (26,975)2,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/23/2014 9/25/2014 2,495,313 2,496,007 (695)4,100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/24/2014 9/25/2014 4,092,313 4,093,486 (1,174)8,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/17/2014 10/20/2014 8,354,469 8,358,768 (4,299)3,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/7/2014 10/9/2014 3,917,063 3,900,893 16,1701,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/8/2014 10/9/2014 1,506,563 1,501,788 4,7742,700,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/18/2014 9/22/2014 2,694,094 2,690,649 3,4444,100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/19/2014 9/22/2014 4,091,031 4,088,044 2,9871,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/17/2014 10/20/2014 1,007,188 1,007,080 1078,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/14/2014 10/15/2014 8,261,500 8,250,501 10,999

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2,200,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/21/2014 10/23/2014 2,213,750 2,215,713 (1,963)4,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/22/2014 10/23/2014 4,930,625 4,936,573 (5,948)2,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/22/2014 9/24/2014 2,496,094 2,494,454 1,6404,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/23/2014 9/24/2014 4,293,281 4,293,133 1491,100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/14/2014 10/16/2014 1,111,688 1,106,768 4,9196,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/15/2014 10/16/2014 6,973,313 6,951,125 22,1882,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/19/2014 9/23/2014 2,496,094 2,492,710 3,3844,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/22/2014 9/23/2014 4,293,281 4,290,461 2,8213,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/2/2014 10/6/2014 3,898,781 3,903,373 (4,592)1,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/3/2014 10/6/2014 1,499,531 1,500,269 (737)9,300,000 UNITED STATES TREAS NTS 1 09‐15‐2017 11/10/2014 11/21/2014 9,330,152 9,321,263 8,8903,900,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/6/2014 10/8/2014 3,904,875 3,898,522 6,3531,500,000 UNITED STATES TREAS NTS 1 09‐15‐2017 10/7/2014 10/8/2014 1,501,875 1,500,344 1,5313,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/26/2014 10/1/2014 2,997,188 2,997,876 (689)100,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/29/2014 10/1/2014 99,906 99,869 37

3,000,000 UNITED STATES TREAS NTS 1 09‐15‐2017 9/30/2014 10/1/2014 2,997,188 2,994,267 2,9201,200,000 UNITED STATES TREAS NTS 1.5 DUE 12‐31‐2018 REG 1/22/2014 2/19/2014 1,203,328 1,188,891 14,438900,000 UNITED STATES TREAS NTS 1.5 DUE 12‐31‐2018 REG 1/22/2014 2/19/2014 902,496 891,000 11,496

2,300,000 UNITED STATES TREAS NTS 1.5 DUE 12‐31‐2018 REG 1/22/2014 3/7/2014 2,290,746 2,277,000 13,746400,000 UNITED STATES TREAS NTS 1.5 DUE 12‐31‐2018 REG 1/22/2014 3/7/2014 398,328 396,000 2,328



1,200,000 UNITED STATES TREAS NTS 2.125 DUE 01‐31‐2021 REG 2/3/2014 2/4/2014 1,203,000 1,203,186 (186)200,000 UNITED STATES TREAS NTS DTD 00419 .25% DUE 08‐31‐2014 REG 8/15/2013 1/13/2014 200,180 200,108 72100,000 UNITED STATES TREAS NTS DTD 00419 .25% DUE 08‐31‐2014 REG 9/5/2013 1/13/2014 100,090 100,052 38100,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09‐30‐2019 REG 7/24/2013 2/10/2014 96,082 95,828 254

3,200,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07‐31‐2018 REG 8/21/2013 2/5/2014 3,207,375 3,168,000 39,375200,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07‐31‐2018 REG 8/21/2013 2/19/2014 200,688 198,000 2,688400,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07‐31‐2018 REG 8/23/2013 2/19/2014 401,375 395,423 5,952700,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07‐31‐2018 REG 8/30/2013 2/19/2014 702,406 693,327 9,079

1,000,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/12/2014 8/15/2014 1,000,938 999,348 1,589600,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/12/2014 8/18/2014 600,000 599,609 391400,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/13/2014 8/18/2014 400,000 399,739 261

5,600,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/15/2014 9/15/2014 5,580,750 5,578,856 1,8942,300,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/12/2014 9/15/2014 2,292,246 2,290,477 1,7703,800,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/15/2014 9/15/2014 3,787,190 3,785,652 1,5382,100,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/9/2014 9/11/2014 2,089,500 2,092,732 (3,232)7,500,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/10/2014 9/11/2014 7,462,500 7,469,347 (6,847)2,100,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/10/2014 9/12/2014 2,091,469 2,091,417 527,400,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/11/2014 9/12/2014 7,369,938 7,362,789 7,148

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4,800,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/8/2014 8/12/2014 4,797,000 4,799,438 (2,438)2,100,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/11/2014 8/12/2014 2,098,688 2,098,620 676,500,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/13/2014 9/8/2014 6,489,844 6,495,765 (5,921)3,200,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/14/2014 9/8/2014 3,195,000 3,200,903 (5,903)1,000,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/15/2014 9/8/2014 998,438 1,000,892 (2,455)1,000,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/18/2014 9/8/2014 998,438 999,976 (1,539)3,200,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/12/2014 8/14/2014 3,201,000 3,197,915 3,0859,600,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/8/2014 9/9/2014 9,567,000 9,584,745 (17,745)6,900,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/8/2014 8/11/2014 6,895,688 6,899,191 (3,504)4,800,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/11/2014 8/13/2014 4,797,000 4,796,846 1542,100,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 8/12/2014 8/13/2014 2,098,688 2,098,632 562,100,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/8/2014 9/10/2014 2,091,469 2,096,663 (5,194)7,500,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/9/2014 9/10/2014 7,469,531 7,474,045 (4,513)2,200,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/11/2014 9/15/2014 2,191,750 2,188,937 2,8137,200,000 UNITED STATES TREAS NTS DTD 00498 .875% DUE 07‐15‐2017 REG 9/12/2014 9/15/2014 7,173,000 7,170,189 2,8114,000,000 UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04‐30‐2018 REG 7/25/2013 4/1/2014 3,874,063 3,874,063 03,900,000 UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04‐30‐2018 REG 7/26/2013 4/1/2014 3,777,211 3,778,265 (1,054)1,700,000 UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04‐30‐2018 REG 7/31/2013 4/1/2014 1,646,477 1,646,477 04,100,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/18/2014 6/19/2014 4,069,250 4,048,479 20,7714,100,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/16/2014 6/17/2014 4,067,969 4,071,541 (3,572)3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/4/2014 6/5/2014 3,170,000 3,173,655 (3,655)4,100,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/17/2014 6/18/2014 4,048,750 4,067,698 (18,948)3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/10/2014 6/11/2014 3,166,000 3,163,518 2,482400,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/11/2014 6/13/2014 396,000 394,859 1,141300,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/12/2014 6/13/2014 297,000 297,281 (281)200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/12/2014 6/13/2014 198,000 198,125 (125)

2,800,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/12/2014 6/13/2014 2,772,000 2,762,875 9,1253,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 5/29/2014 5/30/2014 3,208,000 3,216,765 (8,765)3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/11/2014 6/12/2014 3,158,000 3,165,524 (7,524)2,500,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 5/30/2014 6/2/2014 2,499,219 2,505,699 (6,480)400,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/12/2014 6/16/2014 397,250 394,696 2,554

3,700,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/13/2014 6/16/2014 3,674,563 3,661,451 13,1122,500,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/2/2014 6/3/2014 2,485,938 2,499,011 (13,073)700,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/2/2014 6/3/2014 696,063 700,596 (4,534)

2,300,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 5/28/2014 5/29/2014 2,312,219 2,311,407 811900,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 5/28/2014 5/29/2014 904,781 904,745 36

3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/9/2014 6/10/2014 3,164,000 3,168,523 (4,523)700,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 5/30/2014 6/2/2014 700,656 701,596 (939)

3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/3/2014 6/4/2014 3,174,000 3,181,721 (7,721)2,800,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/19/2014 8/13/2014 2,821,000 2,778,814 42,1863,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/5/2014 6/6/2014 3,182,000 3,169,575 12,4251,300,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/19/2014 8/13/2014 1,309,953 1,290,164 19,789

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3,200,000 UNITED STATES TREAS NTS DTD 05/15/2014 2.5% DUE 05‐15‐2024 REG 6/6/2014 6/9/2014 3,169,000 3,180,644 (11,644)11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 9/3/2014 9/4/2014 11,774,188 11,755,245 18,9421,600,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/28/2014 8/29/2014 1,599,500 1,600,423 (923)

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/19/2014 8/20/2014 11,814,750 11,843,706 (28,956)11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/22/2014 8/25/2014 11,785,250 11,794,700 (9,450)4,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/16/2014 10/20/2014 4,244,625 4,251,270 (6,645)3,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/17/2014 10/20/2014 3,436,125 3,435,929 196

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/27/2014 8/28/2014 11,803,688 11,788,344 15,34311,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/26/2014 8/27/2014 11,788,938 11,784,729 4,2095,100,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/13/2014 8/14/2014 5,112,750 5,111,947 8032,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/13/2014 8/14/2014 2,406,000 2,405,809 1911,900,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 11/3/2014 11/21/2014 1,904,973 1,900,577 4,3963,600,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 11/6/2014 11/21/2014 3,609,422 3,599,228 10,1946,300,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 11/10/2014 11/21/2014 6,316,488 6,306,057 10,4316,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/10/2014 10/16/2014 6,482,000 6,425,072 56,928200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 9/5/2014 10/9/2014 200,625 199,787 838

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/25/2014 8/26/2014 11,785,250 11,784,706 54411,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/18/2014 8/19/2014 11,844,250 11,828,947 15,3031,700,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/20/2014 11/3/2014 1,701,063 1,717,443 (16,381)4,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/27/2014 11/3/2014 4,803,000 4,836,030 (33,030)

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/15/2014 8/18/2014 11,829,500 11,831,427 (1,927)4,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/17/2014 10/27/2014 4,232,813 4,244,213 (11,400)3,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/20/2014 10/27/2014 3,426,563 3,435,020 (8,458)

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/20/2014 8/21/2014 11,792,625 11,814,202 (21,577)4,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/10/2014 10/16/2014 4,253,813 4,216,454 37,359

11,600,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 9/5/2014 10/10/2014 11,647,125 11,587,637 59,488200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/9/2014 10/10/2014 200,813 200,588 224

10,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/28/2014 8/29/2014 10,196,813 10,202,699 (5,887)1,600,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/29/2014 9/2/2014 1,598,000 1,599,191 (1,191)

10,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/29/2014 9/2/2014 10,187,250 10,194,954 (7,704)1,200,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/10/2014 10/17/2014 1,212,750 1,204,699 8,0516,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/16/2014 10/17/2014 6,468,000 6,481,189 (13,189)

11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 9/4/2014 9/5/2014 11,788,938 11,773,696 15,24211,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/21/2014 8/22/2014 11,796,313 11,792,071 4,2412,500,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/20/2014 10/30/2014 2,508,594 2,525,708 (17,114)2,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/27/2014 11/6/2014 2,800,875 2,820,983 (20,108)800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/30/2014 11/6/2014 800,250 802,522 (2,272)

1,700,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 10/30/2014 11/10/2014 1,702,125 1,705,347 (3,222)4,600,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 11/3/2014 11/10/2014 4,605,750 4,601,401 4,3492,900,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/14/2014 8/15/2014 2,908,156 2,910,643 (2,487)7,500,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/14/2014 8/15/2014 7,521,094 7,518,407 2,6871,400,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 8/14/2014 8/15/2014 1,403,938 1,404,318 (381)

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11,800,000 UNITED STATES TREAS NTS DTD 07/31/2014 1.625% DUE 07‐31‐2019 REG 9/2/2014 9/3/2014 11,755,750 11,784,699 (28,949)100,000 UNITED STATES TREAS NTS DTD 10‐15‐2011 0.5 10‐15‐2014 10/30/2013 1/15/2014 100,281 100,265 16100,000 UNITED STATES TREAS NTS DTD 10/31/2012 .25% DUE 10‐31‐2014 REG 10/28/2013 1/15/2014 100,102 100,092 10100,000 UNITED STATES TREAS NTS DTD 10/31/2012 .25% DUE 10‐31‐2014 REG 10/31/2013 1/15/2014 100,102 100,096 6

1,000,000 UNITED STATES TREAS NTS DTD 11/15/2012 1.625% DUE 11‐15‐2022 REG 4/7/2014 4/14/2014 933,789 927,842 5,9472,000,000 UNITED STATES TREAS NTS DTD 11/15/2012 1.625% DUE 11‐15‐2022 REG 4/7/2014 9/8/2014 1,897,109 1,861,767 35,342100,000 UNITED STATES TREAS NTS DTD 11/30/2012 .25% DUE 11‐30‐2014 REG 11/8/2013 2/18/2014 100,109 100,072 37

1,700,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/3/2014 1/22/2014 1,701,859 1,704,568 (2,708)1,700,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/3/2014 1/22/2014 1,701,859 1,704,633 (2,774)4,200,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/3/2014 1/22/2014 4,204,594 4,208,706 (4,112)1,200,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/3/2014 1/22/2014 1,201,313 1,202,349 (1,037)1,400,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/6/2014 1/22/2014 1,401,531 1,403,287 (1,756)1,100,000 UNITED STATES TREAS NTS DTD 12/31/2011 .875% DUE 12‐31‐2016 REG 1/6/2014 1/22/2014 1,101,203 1,102,794 (1,591)8,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/8/2014 5/9/2014 8,630,156 8,624,169 5,9871,900,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/16/2014 8/14/2014 1,963,086 1,926,561 36,5258,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/12/2014 5/13/2014 8,611,563 8,600,271 11,291900,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/16/2014 10/21/2014 945,070 912,364 32,706200,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/18/2014 10/21/2014 210,016 202,385 7,631

8,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/2/2014 5/5/2014 8,622,188 8,545,861 76,3278,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/13/2014 5/14/2014 8,664,688 8,610,255 54,4322,400,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 4/3/2014 4/10/2014 2,424,750 2,389,125 35,6258,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/7/2014 5/8/2014 8,624,844 8,610,886 13,9588,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/5/2014 5/6/2014 8,598,281 8,621,518 (23,237)5,200,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/14/2014 6/11/2014 5,258,500 5,298,519 (40,019)5,200,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/11/2014 6/18/2014 5,266,625 5,255,720 10,9053,300,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/14/2014 6/16/2014 3,348,469 3,362,446 (13,978)2,400,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 4/10/2014 5/2/2014 2,413,500 2,424,073 (10,573)4,000,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 4/11/2014 5/2/2014 4,022,500 4,044,157 (21,657)2,100,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 4/25/2014 5/2/2014 2,111,813 2,116,053 (4,240)8,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/6/2014 5/7/2014 8,611,563 8,597,608 13,9548,500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 5/9/2014 5/12/2014 8,600,938 8,628,143 (27,206)5,000,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/18/2014 11/21/2014 5,199,609 5,059,150 140,460500,000 UNITED STATES TREAS NTS DTD 2.75% DUE 02‐15‐2024 REG 6/16/2014 8/14/2014 515,996 506,990 9,006

2,800,000 UNITED STATES TREAS NTS FLTG RT 04‐30‐2016 4/30/2014 5/2/2014 2,800,000 2,800,000 02,100,000 UNITED STATES TREAS NTS NT 2.25% DUE 03‐31‐2016 REG 1/13/2014 6/19/2014 2,169,153 2,167,791 1,362200,000 UNITED STATES TREAS NTS NT 2.25% DUE 03‐31‐2016 REG 1/15/2014 6/19/2014 206,586 206,277 309

1,100,000 UNITED STATES TREAS NTS NT 2.25% DUE 03‐31‐2016 REG 1/13/2014 3/25/2014 1,139,230 1,140,178 (947)1,700,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/2/2014 1/3/2014 1,693,758 1,693,507 2505,000,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 12/10/2013 1/2/2014 4,981,250 4,999,110 (17,860)1,100,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/3/2014 1/6/2014 1,095,832 1,096,066 (234)2,100,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 12/10/2013 1/3/2014 2,092,781 2,099,626 (6,845)2,900,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/2/2014 1/3/2014 2,890,031 2,888,924 1,107

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1,400,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/3/2014 1/6/2014 1,394,203 1,394,993 (790)400,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/2/2014 1/3/2014 398,500 398,472 28

1,300,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/3/2014 1/3/2014 1,295,125 1,295,351 (226)1,200,000 UNITED STATES TREAS NTS NTS .625% DUE 12‐15‐2016 REG 1/3/2014 1/3/2014 1,194,797 1,195,709 (912)700,000 UNITED STATES TREAS NTS TNOTE .25% DUE 09‐15‐2014 REG 9/24/2013 1/15/2014 700,656 700,595 61600,000 US TREAS NTS 0.375 03‐15‐2016 11/13/2013 6/19/2014 599,906 599,484 422900,000 US TREAS NTS 0.375 03‐15‐2016 11/13/2013 6/19/2014 899,859 899,191 668200,000 US TREAS NTS 0.375 03‐15‐2016 1/15/2014 6/19/2014 199,969 199,625 344300,000 US TREAS NTS 0.375 03‐15‐2016 1/15/2014 6/19/2014 299,953 299,438 516200,000 US TREAS NTS DTD 00362 .50 DUE 08‐15‐2014 REG 8/22/2013 1/13/2014 200,469 200,404 65100,000 US TREAS NTS DTD 00362 .50 DUE 08‐15‐2014 REG 9/12/2013 1/13/2014 100,230 100,207 23600,000 US TREAS NTS DTD 02/28/2011 2.125 DUE 02‐29‐2016 REG 11/13/2013 6/19/2014 617,813 617,638 175

1,200,000 US TREAS NTS DTD 02/28/2011 2.125 DUE 02‐29‐2016 REG 11/13/2013 6/19/2014 1,235,625 1,235,414 211100,000 UTD STATES TREAS .25% DUE 10‐31‐2015 2/18/2014 6/19/2014 100,020 100,016 4100,000 UTD STATES TREAS .25% DUE 10‐31‐2015 2/18/2014 6/19/2014 100,020 100,013 771,000 UTD STATES TREAS .25% DUE 10‐31‐2015 2/18/2014 6/19/2014 71,014 71,009 5

100,000 UTD STATES TREAS .25% DUE 10‐31‐2015 2/18/2014 6/19/2014 100,020 100,013 71,100,000 UTD STATES TREAS .375% DUE 02‐15‐2016 11/13/2013 6/19/2014 1,100,301 1,099,785 516700,000 UTD STATES TREAS .375% DUE 02‐15‐2016 11/13/2013 6/19/2014 700,191 699,891 301

1,000,000 UTD STATES TREAS .375% DUE 02‐15‐2016 11/13/2013 6/19/2014 1,000,273 999,844 430100,000 UTD STATES TREAS 1% DUE 11‐30‐2019 2/10/2014 7/18/2014 95,941 95,941 0200,000 UTD STATES TREAS 1.50 DUE 06‐30‐2016 11/13/2013 3/25/2014 204,078 204,497 (419)800,000 UTD STATES TREAS 1.50 DUE 06‐30‐2016 11/13/2013 3/25/2014 816,250 817,988 (1,738)

3,800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/14/2014 5/15/2014 3,816,625 3,805,768 10,8573,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/8/2014 5/9/2014 3,701,156 3,696,370 4,7864,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/27/2014 5/28/2014 4,735,250 4,718,876 16,3741,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/7/2014 1,398,688 1,398,031 6562,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/2/2014 5/7/2014 2,098,031 2,089,232 8,7991,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/28/2014 5/30/2014 1,105,844 1,106,820 (976)3,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/29/2014 5/30/2014 3,719,656 3,724,106 (4,450)2,900,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/6/2014 5/8/2014 2,900,000 2,892,624 7,376700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/6/2014 5/8/2014 700,000 697,782 2,218

1,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/15/2014 5/16/2014 1,304,875 1,305,507 (632)11,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/15/2014 5/16/2014 11,643,500 11,639,339 4,1611,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 6/16/2014 1,596,000 1,599,434 (3,434)2,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/6/2014 5/9/2014 1,999,375 1,993,663 5,7123,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/7/2014 5/9/2014 3,498,906 3,496,566 2,3402,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/7/2014 5/9/2014 2,599,188 2,593,386 5,802800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/8/2014 5/9/2014 799,750 799,215 535

3,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/8/2014 5/9/2014 3,598,875 3,599,526 (651)7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/22/2014 5/23/2014 7,532,813 7,526,786 6,0267,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/20/2014 5/21/2014 7,532,813 7,541,830 (9,017)

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11,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/13/2014 5/15/2014 11,338,844 11,303,036 35,808300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/14/2014 5/15/2014 301,031 300,455 576

7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/27/2014 5/28/2014 7,546,875 7,530,122 16,7537,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/20/2014 5/21/2014 7,532,813 7,530,128 2,6855,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/20/2014 5/21/2014 5,423,625 5,430,118 (6,493)7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/23/2014 5/27/2014 7,528,125 7,534,752 (6,627)3,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/29/2014 6/2/2014 3,712,719 3,724,068 (11,349)3,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/29/2014 6/2/2014 3,411,688 3,420,753 (9,065)

12,900,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/21/2014 5/22/2014 12,948,375 12,955,838 (7,463)7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/16/2014 5/19/2014 7,532,813 7,527,390 5,4222,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/6/2014 2,691,563 2,696,203 (4,641)100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 11/18/2014 100,500 99,965 535

2,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 11/18/2014 2,010,000 1,999,292 10,7082,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/5/2014 11/18/2014 2,713,500 2,703,153 10,3474,900,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/5/2014 11/18/2014 4,924,500 4,905,048 19,4522,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/5/2014 11/18/2014 2,613,000 2,603,036 9,9644,800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/6/2014 11/18/2014 4,824,000 4,796,911 27,0891,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/16/2014 11/18/2014 1,608,000 1,595,935 12,0651,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/17/2014 11/18/2014 1,507,500 1,491,726 15,774200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 10/27/2014 11/18/2014 201,000 201,787 (787)

1,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/5/2014 1,098,281 1,098,453 (172)2,200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/5/2014 2,196,563 2,197,766 (1,203)800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/27/2014 5/29/2014 805,000 802,961 2,039

3,900,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/28/2014 5/29/2014 3,924,375 3,929,062 (4,687)2,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/7/2014 2,593,500 2,596,344 (2,844)7,200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/9/2014 5/13/2014 7,202,250 7,196,796 5,4545,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/12/2014 5/13/2014 5,101,594 5,094,999 6,5951,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 6/17/2014 1,492,969 1,499,469 (6,500)3,200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/3/2014 6/6/2014 3,199,000 3,204,859 (5,859)1,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 6/6/2014 1,599,500 1,599,434 665,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/22/2014 5/23/2014 5,425,313 5,419,286 6,0267,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/22/2014 5/23/2014 7,535,156 7,525,441 9,7154,900,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/2/2014 5/8/2014 4,895,406 4,874,875 20,5313,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/5/2014 5/8/2014 3,296,906 3,294,556 2,3503,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/5/2014 5/8/2014 2,997,188 2,995,183 2,004500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/6/2014 5/8/2014 499,531 498,728 803

1,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/2/2014 6/5/2014 1,101,375 1,102,608 (1,233)3,800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/3/2014 6/5/2014 3,804,750 3,805,773 (1,023)3,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/14/2014 5/15/2014 3,014,063 3,004,553 9,509100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/30/2014 6/4/2014 99,969 100,486 (517)

1,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/2/2014 6/5/2014 1,001,563 1,002,371 (808)1,600,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/2/2014 6/5/2014 1,602,500 1,605,426 (2,926)

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5,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/14/2014 5/16/2014 5,018,750 5,007,585 11,1652,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/15/2014 5/16/2014 2,509,375 2,510,590 (1,215)700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/27/2014 5/29/2014 704,594 702,810 1,784

6,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/27/2014 5/29/2014 6,743,969 6,724,801 19,1681,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/29/2014 6/2/2014 1,303,250 1,307,935 (4,685)3,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/30/2014 6/2/2014 3,508,750 3,518,414 (9,664)5,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/16/2014 5/20/2014 5,430,375 5,419,485 10,8907,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/19/2014 5/20/2014 7,542,188 7,532,464 9,723200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/4/2014 10/27/2014 201,938 199,929 2,008

7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/23/2014 5/27/2014 7,530,469 7,531,430 (961)5,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/23/2014 5/27/2014 5,421,938 5,425,021 (3,084)7,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/21/2014 5/22/2014 7,525,781 7,532,468 (6,687)2,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/2/2014 6/5/2014 2,704,219 2,706,400 (2,182)3,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/6/2014 3,391,500 3,395,219 (3,719)3,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/5/2014 2,995,313 2,996,953 (1,641)7,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/12/2014 5/14/2014 7,311,406 7,292,842 18,5643,800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/12/2014 5/14/2014 3,805,938 3,793,556 12,3821,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/13/2014 5/14/2014 1,001,563 1,000,269 1,2943,800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/9/2014 5/12/2014 3,794,063 3,798,309 (4,247)1,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/30/2014 6/4/2014 1,399,563 1,406,802 (7,240)5,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 6/2/2014 6/4/2014 5,498,281 5,518,661 (20,379)7,200,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/8/2014 5/12/2014 7,193,250 7,192,936 3141,500,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/9/2014 5/12/2014 1,498,594 1,499,333 (739)3,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/9/2014 5/12/2014 3,696,531 3,700,991 (4,460)5,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/16/2014 5/20/2014 5,421,938 5,419,710 2,2272,100,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/16/2014 5/20/2014 2,108,531 2,107,577 9547,000,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/1/2014 5/2/2014 6,965,000 6,992,891 (27,891)800,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/28/2014 5/30/2014 804,000 805,958 (1,958)

6,400,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/28/2014 5/30/2014 6,432,000 6,439,681 (7,681)5,700,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/30/2014 6/3/2014 5,708,906 5,727,710 (18,804)1,300,000 UTD STATES TREAS 1.625% DUE 04‐30‐2019 5/30/2014 6/3/2014 1,302,031 1,306,836 (4,805)100,000 UTD STATES TREAS 2.125% DUE 06‐30‐2021 7/18/2014 11/21/2014 100,859 99,934 926

2,200,000 UTD STATES TREAS 2.125% DUE 09‐30‐2021 10/23/2014 11/21/2014 2,214,953 2,224,315 (9,362)4,200,000 UTD STATES TREAS 2.25% DUE 04‐30‐2021 5/7/2014 11/21/2014 4,273,828 4,218,279 55,5494,900,000 UTD STATES TREAS 2.25% DUE 04‐30‐2021 5/7/2014 11/21/2014 4,986,133 4,922,036 64,0971,900,000 UTD STATES TREAS 2.25% DUE 04‐30‐2021 8/26/2014 11/21/2014 1,933,398 1,924,275 9,1241,500,000 UTD STATES TREAS 2.375% DUE 12‐31‐2020 1/6/2014 11/21/2014 1,541,133 1,499,648 41,484

13,200,000 UTD STATES TREAS CPN .25 DUE 05‐31‐2014 10/25/2013 1/13/2014 13,208,766 13,207,515 1,2512,800,000 WI TREASURY SEC FLTG RATE DUE 01‐31‐2016 REG 2/26/2014 4/30/2014 2,799,070 2,798,964 106400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 9/10/2014 370,315 370,315 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/2/2014 359,445 359,445 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/16/2014 362,692 362,692 0

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400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 3/26/2014 346,555 346,555 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 4/23/2014 354,558 354,558 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/3/2014 324,184 324,184 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 8/13/2014 369,942 369,942 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 6/18/2014 358,193 358,193 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 10/8/2014 385,317 385,317 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 4/9/2014 349,058 349,058 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 12/19/2013 326,276 326,276 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/17/2014 334,805 334,805 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 6/4/2014 359,943 359,943 0(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 12/19/2013 (326,276) (326,276) 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 2/14/2014 339,369 339,369 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 10/22/2014 390,694 390,694 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 8/27/2014 379,315 379,315 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 5/21/2014 361,189 361,189 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 11/5/2014 384,566 384,566 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 1/31/2014 345,057 345,057 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 2/26/2014 341,682 341,682 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 7/30/2014 370,443 370,443 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 3/12/2014 341,309 341,309 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 9/24/2014 371,315 371,315 0400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05‐15‐2043 5/7/2014 360,063 360,063 0200,000 GERMANY(FED REP) IDX/LKD 15/04/18 EUR 2/11/2014 7/10/2014 305,183 299,435 5,747300,000 GERMANY(FED REP) IDX/LKD 15/04/18 EUR 2/11/2014 7/10/2014 457,774 449,270 8,504300,000 GERMANY(FED REP) IDX/LKD 15/04/18 EUR 3/11/2014 7/10/2014 457,774 459,315 (1,541)

1,000,000 GERMANY(FED REP) IDX/LKD 15/04/18 EUR 2/11/2014 7/10/2014 1,526,131 1,497,565 28,565200,000 ITALY(REP OF) IDX/LKD BDS 26/03/2016 EUR 4/15/2014 11/19/2014 256,801 282,367 (25,567)300,000 ITALY(REP OF) IDX/LKD BDS 26/03/2016 EUR 4/15/2014 11/19/2014 385,201 423,378 (38,178)900,000 ITALY(REP OF) IDX/LKD BDS 26/03/2016 EUR 4/15/2014 11/19/2014 1,155,602 1,270,221 (114,619)500,000 ITALY(REP OF) IDX/LKD BDS 26/03/2016 EUR 4/16/2014 11/19/2014 642,001 706,214 (64,213)300,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/28/2014 9/29/2014 288,982 298,294 (9,312)200,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/28/2014 9/29/2014 192,655 198,662 (6,007)350,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/29/2014 9/29/2014 337,146 348,183 (11,037)800,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/29/2014 9/29/2014 770,619 795,517 (24,899)

5,000,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 9/26/2014 9/29/2014 4,816,368 4,842,961 (26,593)6,650,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 9/29/2014 11/18/2014 6,449,334 6,408,730 40,605500,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/17/2014 9/26/2014 484,321 495,273 (10,952)100,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/18/2014 9/26/2014 96,864 99,098 (2,233)100,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/22/2014 9/26/2014 96,864 99,096 (2,231)

4,200,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/24/2014 9/26/2014 4,068,300 4,156,283 (87,983)100,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEX 0.125 NTS 07‐15‐2024 7/28/2014 9/26/2014 96,864 99,431 (2,567)

1,000,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 12/19/2013 6/24/2014 1,057,649 1,028,399 29,250

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100,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 12/19/2013 4/17/2014 104,129 102,980 1,149400,000 UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04‐15‐2018 12/19/2013 4/17/2014 416,673 411,920 4,753600,000 UNITED STATES TREAS BDS 2.125 2‐15‐2041 6/23/2011 6/23/2014 817,922 664,658 153,264100,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 4/17/2014 6/24/2014 103,825 101,872 1,954200,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 4/17/2014 6/24/2014 207,651 203,812 3,839100,000 UNITED STATES TREAS NTS 0.125 04‐15‐2019 4/17/2014 6/24/2014 103,825 101,918 1,907400,000 UNITED STATES TREAS NTS DTD 01/15/2013 TIPS 01‐15‐2023 1/24/2013 11/19/2014 401,652 424,410 (22,759)

1,600,000 UNITED STATES TREAS NTS INDEX LINKED 01‐15‐2022 3/22/2012 11/19/2014 1,652,851 1,625,928 26,92233,000 US TREAS BDS INDEX LINKED 2.5 DUE 01‐15‐2029 REG 7/20/2011 11/19/2014 45,274 39,965 5,30967,000 US TREAS BDS INDEX LINKED 2.5 DUE 01‐15‐2029 REG 7/20/2011 11/19/2014 91,920 81,495 10,425

300,000 US TREAS NTS TIPS 07‐15‐2022 8/10/2012 11/18/2014 305,678 317,088 (11,410)100,000 US TREAS NTS TIPS 07‐15‐2022 7/7/2014 11/18/2014 101,893 103,062 (1,170)200,000 US TREAS NTS TIPS 07‐15‐2022 7/8/2014 11/18/2014 203,785 206,647 (2,862)100,000 US TREAS NTS TIPS 07‐15‐2022 7/8/2014 11/18/2014 101,893 103,323 (1,430)500,000 US TREAS NTS TIPS DTD 07‐15‐2011 07‐15‐2021 3/16/2012 11/19/2014 540,902 529,689 11,213500,000 US TREAS NTS TIPS DTD 07‐15‐2011 07‐15‐2021 3/16/2012 11/19/2014 540,902 529,744 11,158350,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/24/2014 7/29/2014 371,252 366,128 5,124200,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/8/2014 209,746 209,073 673100,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/8/2014 104,921 104,536 384400,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/28/2014 424,052 418,042 6,010100,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/29/2014 106,031 104,509 1,522750,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/24/2014 7/29/2014 795,236 784,560 10,675100,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/18/2014 105,683 104,523 1,159200,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/28/2014 211,827 209,021 2,806100,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/22/2014 105,663 104,518 1,145500,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/17/2014 528,137 522,623 5,514100,000 US TSY INFL IX TREAS BD 0.625 01‐15‐2024 6/23/2014 7/7/2014 104,560 104,538 22200,000 USA TREASURY NTS 1.125% TIPS 15/1/21 USD1000 01‐15‐2021 6/22/2011 11/19/2014 229,065 208,445 20,620600,000 USA TREASURY NTS 1.125% TIPS 15/1/21 USD1000 01‐15‐2021 6/22/2011 11/19/2014 687,194 625,150 62,045500,000 USA TREASURY NTS 1.125% TIPS 15/1/21 USD1000 01‐15‐2021 3/16/2012 11/19/2014 572,662 556,216 16,446300,000 USA TREASURY NTS 1.125% TIPS 15/1/21 USD1000 01‐15‐2021 3/16/2012 11/19/2014 343,597 333,664 9,933700,000 USA TREASURY NTS TIPS DTD 00340 04‐15‐2016 3/25/2014 6/24/2014 772,345 753,420 18,925400,000 USA TREASURY NTS TIPS DTD 00340 04‐15‐2016 3/25/2014 6/24/2014 441,340 430,554 10,785700,000 USA TREASURY NTS TIPS DTD 00340 04‐15‐2016 3/25/2014 6/24/2014 772,345 753,369 18,975300,000 USA TREASURY NTS TIPS DTD 00340 04‐15‐2016 3/26/2014 6/24/2014 331,005 323,037 7,968

TOTAL US GOVERNMENT NOTES & BONDS 1,265,076,251 1,264,171,005 905,246

(856,098) FNMA POOL #960605 5% 08‐01‐2037 BEO 12/6/2013 1/9/2014 (929,669) (929,001) (669)(143,901) FNMA POOL #960605 5% 08‐01‐2037 BEO 12/6/2013 1/9/2014 (156,268) (156,156) (112)(856,098) FNMA POOL #960605 5% 08‐01‐2037 BEO 12/6/2013 1/9/2014 (929,669) (929,001) (669)(143,901) FNMA POOL #995841 5% 06‐01‐2039 BEO 12/6/2013 1/9/2014 (156,268) (156,156) (112)

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(1,000,000) FNMA POOL #995841 5% 06‐01‐2039 BEO 12/6/2013 1/9/2014 (1,085,937) (1,085,156) (781)(999,999) FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 3/11/2014 (1,006,796) (1,012,343) 5,547(999,999) FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 3/11/2014 (1,006,796) (1,012,343) 5,547(999,999) FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 3/11/2014 (1,006,796) (1,012,343) 5,547

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/4/2014 3/7/2014 (959,375) (967,344) 7,969(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/6/2014 3/7/2014 (959,375) (962,813) 3,438(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/7/2014 3/7/2014 (959,375) (959,375) 0(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 3/11/2014 4/7/2014 (3,031,523) (3,011,719) (19,805)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES AUGUST 7/7/2014 7/23/2014 (5,130,469) (5,091,406) (39,063)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES DECEMBER 11/3/2014 11/17/2014 (5,171,875) (5,148,438) (23,438)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES FEBRUARY 1/3/2014 2/7/2014 (3,046,055) (2,967,656) (78,398)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 12/5/2013 1/3/2014 (2,976,914) (2,985,000) 8,086(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 6/3/2014 7/7/2014 (5,107,422) (5,101,563) (5,859)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/5/2014 6/3/2014 (3,071,602) (3,046,406) (25,195)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/6/2014 6/3/2014 (2,047,734) (2,031,563) (16,172)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 4/7/2014 5/5/2014 (3,056,484) (3,021,563) (34,922)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/5/2014 5/6/2014 (2,039,375) (2,027,813) (11,563)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/6/2014 5/6/2014 (1,019,688) (1,019,688) 0(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES NOVEMBER 10/3/2014 11/3/2014 (5,162,695) (5,117,480) (45,215)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES OCTOBER 9/4/2014 10/3/2014 (5,132,031) (5,115,625) (16,406)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES SEPTEMBER 7/23/2014 9/4/2014 (5,131,055) (5,116,406) (14,648)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES APRIL 2/24/2014 4/1/2014 (3,114,375) (3,118,125) 3,750

(11,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES AUGUST 6/27/2014 7/23/2014 (11,635,938) (11,630,781) (5,156)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 10/30/2014 11/3/2014 (5,291,016) (5,294,531) 3,516(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/3/2014 11/17/2014 (5,311,328) (5,290,625) (20,703)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/5/2014 11/17/2014 (1,062,266) (1,058,438) (3,828)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES FEBRUARY 12/23/2013 2/5/2014 (3,148,828) (3,088,125) (60,703)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY 11/3/2014 11/17/2014 (5,294,531) (5,275,000) (19,531)

(11,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JULY 5/13/2014 6/27/2014 (11,665,586) (11,512,188) (153,398)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/7/2014 5/13/2014 (3,150,938) (3,152,109) 1,172(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 4/16/2014 5/13/2014 (3,150,938) (3,120,938) (30,000)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/7/2014 5/13/2014 (5,251,563) (5,253,516) 1,953(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/5/2014 2/24/2014 (3,127,441) (3,139,219) 11,777(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MAY 4/1/2014 4/16/2014 (3,131,250) (3,103,594) (27,656)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 11/3/2014 (1,060,977) (1,049,219) (11,758)(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 11/3/2014 (4,243,906) (4,199,375) (44,531)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 10/30/2014 (5,308,984) (5,246,094) (62,891)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 11/5/2014 (1,061,289) (1,049,844) (11,445)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 8/1/2014 9/26/2014 (5,264,844) (5,242,969) (21,875)(6,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 8/26/2014 9/26/2014 (6,314,063) (6,326,250) 12,188(6,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 7/23/2014 8/26/2014 (6,347,461) (6,329,063) (18,398)(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 7/23/2014 8/1/2014 (5,259,766) (5,274,219) 14,453

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(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 6/30/2014 8/4/2014 (5,399,805) (5,399,219) (586)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 6/25/2014 7/21/2014 (3,237,656) (3,234,844) (2,813)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 5/28/2014 6/25/2014 (3,242,227) (3,234,375) (7,852)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 5/28/2014 6/30/2014 (2,164,531) (2,156,250) (8,281)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 6/4/2014 6/30/2014 (3,246,797) (3,225,000) (21,797)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/29/2014 6/4/2014 (3,233,730) (3,244,219) 10,488(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/7/2014 5/29/2014 (3,244,219) (3,225,117) (19,102)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 (2,162,813) (2,162,813) 0(5,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/7/2014 5/28/2014 (5,405,273) (5,375,195) (30,078)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/1/2014 11/10/2014 (3,260,508) (3,234,844) (25,664)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/22/2014 11/10/2014 (2,173,672) (2,165,781) (7,891)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 9/25/2014 10/24/2014 (1,082,188) (1,075,000) (7,188)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/1/2014 10/24/2014 (2,164,375) (2,156,563) (7,813)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 9/25/2014 10/24/2014 (2,164,375) (2,150,000) (14,375)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 8/15/2014 9/25/2014 (3,233,672) (3,229,219) (4,453)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 8/15/2014 10/1/2014 (2,161,875) (2,152,813) (9,063)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 9/8/2014 10/1/2014 (3,242,813) (3,234,375) (8,438)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 7/21/2014 8/15/2014 (2,158,516) (2,153,750) (4,766)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/4/2014 9/8/2014 (3,242,344) (3,232,500) (9,844)(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 7/21/2014 8/15/2014 (1,079,258) (1,076,875) (2,383)(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/4/2014 8/15/2014 (2,158,516) (2,155,000) (3,516)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES APRIL 3/11/2014 4/8/2014 (3,280,547) (3,272,813) (7,734)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES AUGUST 7/9/2014 8/6/2014 (3,313,125) (3,314,297) 1,172(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JULY 6/6/2014 7/9/2014 (3,321,094) (3,306,563) (14,531)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 5/7/2014 6/6/2014 (3,316,641) (3,291,563) (25,078)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MARCH 2/7/2014 3/11/2014 (3,278,906) (3,280,313) 1,406(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MAY 4/8/2014 5/7/2014 (3,303,047) (3,273,750) (29,297)(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES OCTOBER 8/21/2014 10/2/2014 (3,316,875) (3,300,938) (15,938)(5,000,000) FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 10/24/2014 11/17/2014 (5,423,047) (5,400,000) (23,047)(5,000,000) FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 11/10/2014 11/17/2014 (5,423,047) (5,417,969) (5,078)(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 1/9/2014 2/7/2014 (3,287,461) (3,250,313) (37,148)(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 10/2/2014 10/22/2014 (3,320,156) (3,309,844) (10,313)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5 30 YEARS SETTLES MAY 4/16/2014 5/16/2014 (1,086,719) (1,079,844) (6,875)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES APRIL 3/17/2014 4/16/2014 (1,082,266) (1,081,250) (1,016)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 7/14/2014 8/15/2014 (1,088,125) (1,085,625) (2,500)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 11/6/2014 11/17/2014 (1,091,250) (1,089,531) (1,719)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 12/12/2013 1/16/2014 (1,077,969) (1,069,531) (8,438)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 6/16/2014 7/14/2014 (1,087,539) (1,085,938) (1,602)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/16/2014 6/16/2014 (1,088,398) (1,084,688) (3,711)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/15/2014 11/6/2014 (1,091,250) (1,087,813) (3,438)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 9/12/2014 10/15/2014 (1,089,141) (1,082,344) (6,797)(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/15/2014 9/12/2014 (1,084,648) (1,086,563) 1,914

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(1,000,000) GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 2/18/2014 3/17/2014 (1,083,906) (1,078,594) (5,313)(198,340) GNMA POOL #439075 4.5% 02‐15‐2039 BEO 1/16/2014 2/18/2014 (214,524) (213,246) (1,278)(708,600) GNMA POOL #713871 SER 2039 4.5 DUE 09‐15‐2039 REG 1/16/2014 2/18/2014 (766,423) (761,856) (4,567)(93,061) GNMA POOL #717173 4.5% 06‐15‐2039 BEO 1/16/2014 2/18/2014 (100,655) (100,055) (600)589,549 PVTPL GOLDEN KNIGHT II CLO LTD / GOLDEN KNIGHT CL A 1ST PRTY SR NT 04‐15‐2019 3/17/2014 11/19/2014 586,307 584,686 1,621500,000 PVTPL GULF STREAM‐SEXTANT CLO 2006‐1 LTD/ GUL NT CL B FLTG 144A 08‐21‐2020 3/18/2014 11/19/2014 497,250 490,609 6,641

4,081 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 11/19/2014 4,080 4,081 (1)58,839 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 6/15/2012 11/19/2014 58,830 54,925 3,905

200,000 FREMONT HOME LN TR FLTG RT .65825% DUE 07‐25‐2035 3/18/2014 11/20/2014 166,063 174,500 (8,438)1,400,000 PVTPL SPRINGCASTLE SPV 2.7 DUE 05‐25‐2023 BEO 9/18/2014 11/19/2014 1,403,500 1,399,908 3,592145,040 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 11/20/2014 130,764 145,171 (14,407)

291 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 12/25/2006 11/20/2014 262 291 (29)332 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 1/25/2007 11/20/2014 299 332 (33)346 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 2/25/2007 11/20/2014 312 346 (34)365 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 3/25/2007 11/20/2014 329 365 (36)358 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 4/1/2007 11/20/2014 323 358 (35)345 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 5/25/2007 11/20/2014 311 345 (34)323 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 6/25/2007 11/20/2014 292 323 (32)310 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 7/25/2007 11/20/2014 279 310 (30)259 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 8/25/2007 11/20/2014 233 259 (25)161 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 9/25/2007 11/20/2014 145 161 (16)67 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 10/25/2007 11/20/2014 61 67 (7)4 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/25/2007 11/20/2014 4 4 (0)

177,741 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 11/20/2014 179,629 179,977 (347)400,000 CANADA HSG TR NO 1 CDA HSG TR SER 48 2.4% 144A 15/12/2022 2/14/2013 11/19/2014 356,403 394,497 (38,095)

1,900,000 RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 10‐15‐2019 10/30/2013 11/19/2014 1,725,998 1,726,981 (983)2,400,000 RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 10‐15‐2019 10/30/2013 11/19/2014 2,180,208 2,180,341 (133)2,289,939 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 11/18/2014 2,432,702 2,247,809 184,893762,058 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 11/20/2014 774,084 763,705 10,379

4,320 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 8/1/2005 11/20/2014 4,388 4,320 684,421 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 9/25/2005 11/20/2014 4,491 4,421 704,867 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 10/25/2005 11/20/2014 4,944 4,867 775,308 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 11/1/2005 11/20/2014 5,392 5,308 845,754 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 12/1/2005 11/20/2014 5,844 5,754 916,206 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 1/25/2006 11/20/2014 6,304 6,206 986,730 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 2/1/2006 11/20/2014 6,836 6,730 1067,014 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 3/25/2006 11/20/2014 7,124 7,014 1117,090 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 4/25/2006 11/20/2014 7,202 7,090 1127,435 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 5/25/2006 11/20/2014 7,552 7,435 1176,876 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 6/25/2006 11/20/2014 6,984 6,876 1096,747 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2006 11/20/2014 6,853 6,747 1067,003 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 8/25/2006 11/20/2014 7,113 7,003 111

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7,238 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 9/25/2006 11/20/2014 7,352 7,238 1147,498 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 10/25/2006 11/20/2014 7,616 7,498 1187,416 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 11/25/2006 11/20/2014 7,533 7,416 1177,544 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 12/25/2006 11/20/2014 7,663 7,544 1197,445 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 1/25/2007 11/20/2014 7,562 7,445 1177,359 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 2/25/2007 11/20/2014 7,475 7,359 1167,229 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 3/25/2007 11/20/2014 7,343 7,229 1146,836 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 4/25/2007 11/20/2014 6,943 6,836 1086,456 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 5/25/2007 11/20/2014 6,558 6,456 1025,727 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 6/25/2007 11/20/2014 5,817 5,727 905,367 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/25/2007 11/20/2014 5,452 5,367 855,078 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 8/25/2007 11/20/2014 5,158 5,078 804,848 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 9/25/2007 11/20/2014 4,925 4,848 774,774 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 10/25/2007 11/20/2014 4,849 4,774 754,468 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 11/25/2007 11/20/2014 4,539 4,468 714,240 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 12/28/2007 11/20/2014 4,307 4,240 674,030 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 1/25/2008 11/20/2014 4,093 4,030 643,808 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 2/25/2008 11/20/2014 3,868 3,808 603,527 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 3/25/2008 11/20/2014 3,583 3,527 562,099 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 4/25/2008 11/20/2014 2,132 2,099 33

29,949 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 11/20/2014 31,016 30,162 8540 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 10/15/2014 11/20/2014 0 0 0

165,046 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 11/20/2014 165,252 165,218 340 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 10/15/2014 11/20/2014 0 0 0

105,143 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 11/20/2014 109,776 104,306 5,4710 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/15/2014 11/20/2014 0 0 0

154,549 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 11/20/2014 163,532 154,114 9,41862,001 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 11/19/2014 65,295 62,441 2,855

0 FNMA POOL #979639 5% 06‐01‐2023 BEO 10/15/2014 11/19/2014 0 0 0458,283 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 11/19/2014 507,549 466,043 41,506

1,121,119 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 11/19/2014 1,241,639 1,140,025 101,6141,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/7/2014 3/27/2014 966,094 959,570 6,5241,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/12/2014 3/27/2014 966,094 964,739 1,3551,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/12/2014 3/27/2014 966,094 964,739 1,3553,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/28/2014 3/28/2014 2,903,672 2,903,672 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/7/2014 3/12/2014 1,929,219 1,918,848 10,3714,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 8/8/2014 8/8/2014 3,959,375 3,959,375 01,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 6/30/2014 8/7/2014 986,289 984,688 1,6024,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 6/30/2014 8/7/2014 3,945,938 3,938,750 7,1881,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 8/8/2014 8/8/2014 989,844 989,844 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 11/19/2014 11/19/2014 5,001,953 5,001,953 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 10/27/2014 11/17/2014 5,001,953 5,004,688 (2,734)

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5,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JULY 7/2/2014 7/2/2014 4,905,469 4,905,469 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JULY 5/28/2014 6/30/2014 4,935,742 4,941,406 (5,664)2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 4/11/2014 5/28/2014 1,982,031 1,941,602 40,4301,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 4/11/2014 5/28/2014 991,016 970,801 20,2152,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 4/23/2014 5/28/2014 1,982,031 1,936,167 45,8642,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 1,984,375 1,984,375 01,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 992,188 992,188 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 1,984,375 1,984,375 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 3/10/2014 3/10/2014 2,887,500 2,887,500 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 2/5/2014 3/7/2014 1,923,438 1,938,798 (15,360)1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 2/12/2014 3/7/2014 961,719 960,959 7602,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 2/12/2014 3/7/2014 1,923,438 1,921,918 1,5192,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 3/10/2014 3/10/2014 1,925,000 1,925,000 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/24/2014 4/24/2014 1,940,625 1,940,625 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/11/2014 4/23/2014 1,941,055 1,947,813 (6,758)3,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 3/27/2014 4/11/2014 2,919,375 2,890,215 29,1605,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 10/27/2014 10/27/2014 5,019,141 5,021,484 (2,344)5,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 9/19/2014 10/27/2014 5,021,484 4,877,812 143,6731,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 8/11/2014 9/19/2014 977,988 982,833 (4,844)4,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 8/15/2014 9/19/2014 3,911,953 3,950,457 (38,504)1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 9/22/2014 9/22/2014 983,359 983,359 04,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 9/22/2014 9/22/2014 3,933,438 3,933,438 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/21/2014 8/21/2014 2,960,391 2,960,391 (0)1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/21/2014 8/21/2014 986,797 986,797 01,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/7/2014 8/15/2014 990,391 983,711 6,6803,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/7/2014 8/15/2014 2,971,172 2,951,719 19,4531,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/7/2014 8/11/2014 985,547 983,906 1,6411,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/21/2014 8/21/2014 986,797 986,797 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 4/8/2014 4/8/2014 3,030,703 3,030,703 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES AUGUST 7/24/2014 7/24/2014 5,115,625 5,115,625 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES DECEMBER 11/19/2014 11/19/2014 5,171,094 5,171,094 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 1/3/2014 1/3/2014 2,986,172 2,986,172 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 7/7/2014 7/7/2014 5,107,422 5,106,250 1,1722,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/4/2014 6/4/2014 2,045,625 2,045,625 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/5/2014 6/5/2014 2,046,094 2,046,094 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/4/2014 6/4/2014 3,068,672 3,068,672 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/6/2014 6/6/2014 2,050,781 2,050,781 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/6/2014 5/6/2014 2,041,875 2,038,359 3,5161,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/6/2014 5/6/2014 1,019,688 1,019,688 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/6/2014 5/6/2014 2,039,375 2,041,875 (2,500)5,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES OCTOBER 10/6/2014 10/6/2014 5,137,109 5,137,109 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES SEPTEMBER 9/5/2014 9/5/2014 5,145,703 5,145,703 0

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3,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES APRIL 4/3/2014 4/3/2014 3,109,688 3,109,688 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY 11/19/2014 11/19/2014 5,294,922 5,294,922 0

11,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JULY 6/30/2014 6/30/2014 11,671,172 11,671,172 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/14/2014 5/14/2014 3,155,859 3,155,859 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/14/2014 5/14/2014 3,155,859 3,155,859 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/14/2014 5/14/2014 5,259,766 5,259,766 (0)3,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/25/2014 2/25/2014 3,130,547 3,130,547 01,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 9/30/2014 9/30/2014 1,053,672 1,053,672 (0)5,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 9/30/2014 9/30/2014 5,268,359 5,268,359 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 9/30/2014 9/30/2014 5,268,359 5,268,359 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 8/5/2014 8/5/2014 5,398,047 5,398,047 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 7/2/2014 7/2/2014 5,402,344 5,402,344 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 6/6/2014 6/6/2014 3,239,297 3,239,297 02,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 2,162,813 2,162,813 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/29/2014 5/29/2014 3,244,219 3,244,219 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 10/2/2014 10/2/2014 5,408,594 5,408,594 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 9/9/2014 9/9/2014 3,241,641 3,241,641 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES AUGUST 8/7/2014 8/7/2014 3,312,188 3,312,188 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JULY 7/10/2014 7/10/2014 3,322,500 3,322,500 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 6/9/2014 6/9/2014 3,314,766 3,314,766 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MAY 5/7/2014 5/7/2014 3,303,047 3,301,289 1,7583,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES OCTOBER 10/2/2014 10/2/2014 3,316,875 3,316,523 3525,000,000 FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 11/19/2014 11/19/2014 5,425,000 5,425,000 05,000,000 FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 11/19/2014 11/19/2014 5,425,000 5,425,000 03,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 10/24/2014 10/24/2014 3,318,750 3,318,750 03,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES SEP 8/22/2014 8/22/2014 3,308,438 3,308,438 03,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES FEBRUARY 1/14/2014 2/11/2014 2,964,141 2,921,470 42,6703,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JANUARY 12/10/2013 1/14/2014 2,929,219 2,909,328 19,8901,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5 30 YEARS SETTLES MAY 5/16/2014 5/16/2014 1,086,719 1,087,305 (586)1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES APRIL 4/16/2014 4/16/2014 1,083,047 1,083,047 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 8/18/2014 8/18/2014 1,087,500 1,087,500 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 11/19/2014 11/19/2014 1,092,344 1,092,344 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 7/16/2014 7/16/2014 1,086,875 1,086,875 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 6/16/2014 6/16/2014 1,088,438 1,088,438 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 9/15/2014 9/15/2014 1,084,531 1,084,531 03,000,000 GNMA I SINGLE FAMILY MTG 3 30 YEARS SETTLES MAR 2/11/2014 2/12/2014 2,941,172 2,955,938 (14,766)1,000,000 GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 3/17/2014 3/17/2014 1,082,969 1,082,969 0

55,338 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 11/19/2014 60,613 56,175 4,4380 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 10/15/2014 11/19/2014 0 0 0

14,326 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 11/19/2014 15,691 14,542 1,149162,962 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 11/19/2014 178,495 165,427 13,068

0 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 10/15/2014 11/19/2014 0 0 0

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423,799 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 11/19/2014 465,252 430,199 35,054193,031 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 11/19/2014 211,430 195,950 15,480

0 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 10/15/2014 11/19/2014 0 0 0448,899 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 11/19/2014 491,685 455,687 35,998

0 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 10/15/2014 11/19/2014 0 0 0450,874 BERICA ABS SER 2011‐1 CL A1 FLTG RT 30/12/2055 11/15/2012 11/20/2014 563,157 526,548 36,608205,849 GIOVECCA MORTGAGES S.R.L. 2011‐1 CL A FLT RT DUE 23/04/2048 4/11/2014 11/20/2014 258,326 281,825 (23,499)190,307 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 11/19/2014 188,404 189,831 (1,427)343,367 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 11/20/2014 342,937 341,221 1,71786,047 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 11/19/2014 86,101 86,047 54

383,711 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 11/20/2014 365,724 384,769 (19,044)533,483 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 11/20/2014 538,155 531,733 6,422391,146 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 9/24/2014 393,102 386,868 6,234283,709 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 11/20/2014 207,551 274,425 (66,874)673,369 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 11/20/2014 498,293 673,369 (175,076)360,458 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 11/20/2014 359,782 358,318 1,46495,248 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 11/19/2014 92,689 92,689 0

160,421 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 11/19/2014 151,999 159,255 (7,257)168,666 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 11/19/2014 171,460 168,666 2,794283,813 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 11/20/2014 268,913 283,846 (14,934)31,967 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 11/20/2014 31,696 31,967 (270)

681,848 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 11/20/2014 643,494 668,844 (25,349)385,278 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 11/20/2014 355,419 378,054 (22,635)46,330 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 11/20/2014 41,957 46,330 (4,372)

1 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 1/1/2006 11/20/2014 1 1 (0)1 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 2/1/2006 11/20/2014 1 1 (0)2 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 3/25/2006 11/20/2014 2 2 (0)4 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 4/25/2006 11/20/2014 3 4 (0)

16 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/25/2006 11/20/2014 14 16 (2)41 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 6/2/2006 11/20/2014 37 41 (4)31 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 7/1/2006 11/20/2014 28 31 (3)6 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 8/25/2006 11/20/2014 6 6 (1)

27 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 9/25/2006 11/20/2014 25 27 (3)60 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 10/25/2006 11/20/2014 55 60 (6)83 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 11/25/2006 11/20/2014 75 83 (8)

103 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 12/25/2006 11/20/2014 93 103 (10)114 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 1/1/2007 11/20/2014 104 114 (11)119 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 2/25/2007 11/20/2014 108 119 (11)119 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 3/25/2007 11/20/2014 108 119 (11)124 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 4/25/2007 11/20/2014 112 124 (12)67 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/25/2007 11/20/2014 60 67 (6)

20,778 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 11/20/2014 18,778 20,782 (2,004)

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1 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 11/1/2005 11/20/2014 1 1 (0)1 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 12/1/2005 11/20/2014 1 1 (0)2 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 1/25/2006 11/20/2014 2 2 (0)2 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 2/1/2006 11/20/2014 2 2 (0)4 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 3/25/2006 11/20/2014 4 4 (0)2 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 4/25/2006 11/20/2014 2 2 (0)5 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 5/25/2006 11/20/2014 5 5 (0)3 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 6/2/2006 11/20/2014 3 3 (0)3 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/1/2006 11/20/2014 3 3 (0)5 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 8/25/2006 11/20/2014 5 5 (1)

17 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 9/25/2006 11/20/2014 15 17 (2)34 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 10/25/2006 11/20/2014 31 34 (3)48 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 11/25/2006 11/20/2014 44 48 (5)57 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 12/25/2006 11/20/2014 51 57 (5)57 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 1/25/2007 11/20/2014 51 57 (5)50 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 2/25/2007 11/20/2014 45 50 (5)2 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 3/25/2007 11/20/2014 2 2 (0)

206,657 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 11/20/2014 192,191 206,760 (14,569)332,761 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 11/20/2014 330,889 337,233 (6,344)411,910 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 11/20/2014 261,563 261,821 (257)53,080 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 11/19/2014 45,649 53,080 (7,431)

14 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 12/25/2005 11/19/2014 12 14 (2)56 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 1/25/2006 11/19/2014 48 56 (8)96 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 2/25/2006 11/19/2014 83 96 (13)

113 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2006 11/19/2014 97 113 (16)187 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 4/1/2006 11/19/2014 161 187 (26)193 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 5/25/2006 11/19/2014 166 193 (27)261 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 6/25/2006 11/19/2014 225 261 (37)333 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 7/1/2006 11/19/2014 287 333 (47)303 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 8/25/2006 11/19/2014 260 303 (42)298 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 9/25/2006 11/19/2014 256 298 (42)198 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 10/25/2006 11/19/2014 170 198 (28)72 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 11/1/2006 11/19/2014 62 72 (10)0 PVTPL GOLDEN KNIGHT II CLO LTD / GOLDEN KNIGHT CL A 1ST PRTY SR NT 04‐15‐2019 3/17/2014 10/15/2014 0 0 (0)

345,426 PVTPL GOLDEN KNIGHT II CLO LTD / GOLDEN KNIGHT CL A 1ST PRTY SR NT 04‐15‐2019 3/17/2014 7/15/2014 345,426 342,576 2,850228,018 PVTPL GOLDEN KNIGHT II CLO LTD / GOLDEN KNIGHT CL A 1ST PRTY SR NT 04‐15‐2019 3/17/2014 4/15/2014 228,018 226,137 1,881110,601 PVTPL GOLDEN KNIGHT II CLO LTD / GOLDEN KNIGHT CL A 1ST PRTY SR NT 04‐15‐2019 3/17/2014 10/15/2014 110,601 109,689 912

5,260 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 2/25/2014 5,260 5,260 01,274 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 1/25/2014 1,274 1,274 0

0 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 6/15/2012 11/28/2014 0 0 05,421 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 10/25/2014 5,421 5,421 0

0 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 10/15/2014 0 0 (0)

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6,196 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 7/25/2014 6,196 6,196 06,473 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 4/25/2014 6,473 6,473 06,172 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 9/25/2014 6,172 6,172 03,980 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 3/25/2014 3,980 3,980 07,060 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 5/25/2014 7,060 7,060 03,037 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 6/25/2014 3,037 3,037 03,217 ABS CORP HOME EQTY LN TR 2004‐HE6 MTG PASSTHRU CTF CL A1 FLTG 09‐25‐2034 9/1/2006 8/25/2014 3,217 3,217 0616 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 7/25/2014 616 616 (1)599 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 9/25/2014 599 600 (1)518 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 10/25/2014 518 518 (0)

2,246 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 2/25/2014 2,246 2,248 (3)2,241 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 8/25/2014 2,241 2,243 (2)8,613 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 3/25/2014 8,613 8,623 (9)6,716 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 1/25/2014 6,716 6,723 (8)669 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 4/25/2014 669 670 (1)

0 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 10/15/2014 0 0 (0)6,691 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 5/25/2014 6,691 6,698 (7)525 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 11/1/2014 525 526 (0)

3,053 WAMU MTG PASS‐THRU CTFS SER 2002‐AR17 CLI‐A FLT RT 11‐25‐2042 BEO 11/1/2006 6/25/2014 3,053 3,056 (3)1,939 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 8/25/2014 1,939 1,963 (25)1,201 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 1/25/2014 1,201 1,217 (15)2,501 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 3/25/2014 2,501 2,533 (32)1,735 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 7/25/2014 1,735 1,758 (22)1,718 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 6/25/2014 1,718 1,740 (22)2,622 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 2/25/2014 2,622 2,655 (34)

0 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 10/15/2014 0 0 (0)955 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 4/25/2014 955 967 (12)

0 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 10/25/2014 0 0 (0)2,447 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 5/25/2014 2,447 2,478 (31)1,320 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 10/25/2014 1,320 1,336 (17)1,214 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05‐25‐2043 BEO 9/13/2005 9/25/2014 1,214 1,230 (15)

66,882 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 6/3/2014 66,882 65,393 1,48990,548 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 4/2/2014 90,548 88,606 1,94270,882 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 2/4/2014 70,882 69,173 1,70983,495 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 5/2/2014 83,495 81,612 1,88478,947 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 3/4/2014 78,947 77,237 1,71062,313 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 11/4/2014 62,313 61,142 1,17167,722 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 8/4/2014 67,722 66,247 1,47564,550 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 7/2/2014 64,550 63,118 1,43162,648 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 10/2/2014 62,648 61,316 1,33162,075 FHLMC MULTICLASS SER 3010 CL WB 4.5 07‐15‐2020 8/16/2006 9/3/2014 62,075 60,743 1,3328,042 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 4/25/2014 8,042 8,066 (24)

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11,858 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 9/25/2014 11,858 11,890 (32)1,011 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 4/25/2008 11/25/2014 1,011 1,011 02,631 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 5/25/2008 11/25/2014 2,631 2,631 01,972 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 6/25/2008 11/25/2014 1,972 1,972 01,457 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/25/2008 11/25/2014 1,457 1,457 01,178 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 8/25/2008 11/25/2014 1,178 1,178 0896 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 9/26/2008 11/25/2014 896 896 0612 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 10/25/2008 11/25/2014 612 612 0410 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 11/25/2008 11/25/2014 410 410 0239 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 12/25/2008 11/25/2014 239 239 0104 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 1/25/2009 11/25/2014 104 104 041 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 2/25/2009 11/25/2014 41 41 016 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 3/25/2009 11/25/2014 16 16 07 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 4/25/2009 11/25/2014 7 7 03 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 5/1/2009 11/25/2014 3 3 00 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 10/15/2014 11/25/2014 0 0 00 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 11/25/2014 11/25/2014 0 0 0

15,810 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 6/25/2014 15,810 15,855 (46)11,764 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 7/25/2014 11,764 11,797 (33)15,954 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 10/25/2014 15,954 15,998 (43)8,839 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 2/25/2014 8,839 8,866 (27)6,492 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 1/25/2014 6,492 6,512 (20)7,432 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 5/25/2014 7,432 7,454 (22)

10,634 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 8/25/2014 10,634 10,664 (30)13,081 FHLMC MULTICLASS SER T‐61 CL 1A1 FLT RT 07‐25‐2044 7/1/2005 3/25/2014 13,081 13,121 (39)

178 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 9/3/2014 178 180 (1)179 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 5/2/2014 179 180 (1)

2,937 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 10/2/2014 2,937 2,958 (21)200 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 2/4/2014 200 201 (1)178 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 1/3/2014 178 180 (1)

2,287 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 3/4/2014 2,287 2,304 (16)171 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 11/4/2014 171 172 (1)182 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 4/2/2014 182 184 (1)173 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 7/2/2014 173 174 (1)196 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 6/3/2014 196 197 (1)173 FNMA POOL #606116 ADJ RT DUE 09‐01‐2031 REG 4/12/2004 8/4/2014 173 174 (1)735 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 3/4/2014 735 736 (1)734 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 2/4/2014 734 735 (1)764 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 11/4/2014 764 765 (1)736 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 4/2/2014 736 737 (1)738 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 5/2/2014 738 739 (1)757 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 6/3/2014 757 758 (1)

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732 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 1/3/2014 732 733 (1)758 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 7/2/2014 758 759 (1)760 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 8/4/2014 760 760 (1)761 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 9/3/2014 761 762 (1)762 FNMA POOL #638987 ADJ RT DUE 12‐01‐2030 BEO 6/15/2004 10/2/2014 762 763 (1)447 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 1/3/2014 447 443 4322 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 7/2/2014 322 320 3316 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 9/3/2014 316 314 3321 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 10/2/2014 321 318 3

51,666 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 3/4/2014 51,666 51,254 412422 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 8/4/2014 422 418 3304 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 4/2/2014 304 302 2322 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 11/4/2014 322 319 3311 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 6/3/2014 311 308 2447 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 2/4/2014 447 444 4306 FNMA POOL #838982 2.26% 06‐01‐2035 BEO 10/19/2006 5/2/2014 306 303 2609 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 2/4/2014 609 607 2609 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 4/2/2014 609 608 2416 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 10/2/2014 416 415 1

0 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 10/15/2014 0 0 (0)70,853 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 9/3/2014 70,853 70,653 199

611 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 5/2/2014 611 609 2600 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 7/2/2014 600 599 2608 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 3/4/2014 608 606 2612 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 6/3/2014 612 611 2594 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 1/3/2014 594 593 2602 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 8/4/2014 602 600 2417 FNMA POOL #870897 2.25% 01‐01‐2037 BEO 12/18/2006 11/4/2014 417 416 1

2,215 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 9/3/2014 2,215 2,231 (16)1,741 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 10/2/2014 1,741 1,753 (12)2,335 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 1/3/2014 2,335 2,351 (17)1,844 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 11/4/2014 1,844 1,857 (13)4,598 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 8/4/2014 4,598 4,631 (33)4,419 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 2/4/2014 4,419 4,450 (31)5,137 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 6/3/2014 5,137 5,174 (36)3,308 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 7/2/2014 3,308 3,332 (23)1,406 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 4/2/2014 1,406 1,416 (10)896 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 3/4/2014 896 903 (6)

3,243 FNMA POOL #979639 5% 06‐01‐2023 BEO 12/11/2008 5/2/2014 3,243 3,266 (23)7,111 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 2/4/2014 7,111 7,232 (120)7,865 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 1/3/2014 7,865 7,998 (133)

0 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 10/15/2014 0 0 (0)

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16,443 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 6/3/2014 16,443 16,722 (278)5,810 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 5/2/2014 5,810 5,908 (98)6,571 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 4/2/2014 6,571 6,683 (111)8,755 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 9/3/2014 8,755 8,903 (148)

17,602 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 10/2/2014 17,602 17,900 (298)2,951 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 3/4/2014 2,951 3,001 (50)

13,737 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 11/4/2014 13,737 13,970 (233)4,026 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 7/2/2014 4,026 4,094 (68)

11,208 FNMA POOL #MA0243 5% 11‐01‐2029 BEO 3/26/2010 8/4/2014 11,208 11,398 (190)35,670 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 8/4/2014 35,670 36,271 (602)30,862 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 2/4/2014 30,862 31,383 (520)24,347 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 10/2/2014 24,347 24,757 (411)13,957 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 11/4/2014 13,957 14,192 (235)17,694 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 1/3/2014 17,694 17,992 (298)36,059 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 6/3/2014 36,059 36,667 (608)29,050 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 3/4/2014 29,050 29,540 (490)24,058 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 4/2/2014 24,058 24,464 (406)26,574 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 5/2/2014 26,574 27,023 (448)

0 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 10/15/2014 0 0 (0)36,861 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 9/3/2014 36,861 37,482 (622)42,751 FNMA POOL #MA0295 5% 01‐01‐2030 BEO 3/26/2010 7/2/2014 42,751 43,471 (721)19,285 FNMA SERIES 2003‐88 CLASS‐FE 05‐25‐2030/01‐25‐2014 10/26/2005 1/3/2014 19,285 19,285 (0)

87 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 9/3/2014 87 88 (1)94 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 3/4/2014 94 95 (1)93 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 1/3/2014 93 95 (1)96 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 7/2/2014 96 97 (1)86 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 5/2/2014 86 87 (1)88 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 11/4/2014 88 89 (1)95 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 6/3/2014 95 97 (1)94 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 2/4/2014 94 95 (1)94 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 4/2/2014 94 96 (1)87 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 8/4/2014 87 88 (1)87 GNMA POOL #444188 4.5% 02‐15‐2041 BEO 2/23/2011 10/2/2014 87 89 (1)

286 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 7/2/2014 286 290 (4)285 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 6/3/2014 285 289 (4)288 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 1/3/2014 288 292 (4)289 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 2/4/2014 289 293 (4)

8,189 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 9/3/2014 8,189 8,313 (124)284 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 10/2/2014 284 288 (4)


7,303 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 5/2/2014 7,303 7,414 (110)

217




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365 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 8/4/2014 365 370 (6)291 GNMA POOL #682917 4.5% 01‐15‐2041 BEO 2/23/2011 4/2/2014 291 296 (4)674 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 1/3/2014 674 684 (10)683 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 4/2/2014 683 693 (10)680 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 3/4/2014 680 690 (10)686 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 5/2/2014 686 696 (10)700 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 6/3/2014 700 710 (11)704 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 8/4/2014 704 715 (11)691 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 7/2/2014 691 702 (10)703 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 11/4/2014 703 714 (11)708 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 9/3/2014 708 719 (11)677 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 2/4/2014 677 687 (10)

0 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 10/15/2014 0 0 (0)700 GNMA POOL #706855 4.5% 09‐15‐2040 BEO 2/23/2011 10/2/2014 700 711 (11)388 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 2/4/2014 388 394 (6)

13,748 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 4/2/2014 13,748 13,956 (208)343 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 9/3/2014 343 348 (5)375 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 3/4/2014 375 380 (6)346 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 6/3/2014 346 351 (5)335 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 11/4/2014 335 341 (5)


8,601 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 7/2/2014 8,601 8,731 (130)351 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 5/2/2014 351 356 (5)375 GNMA POOL #707729 4.5% 02‐15‐2041 BEO 2/23/2011 1/3/2014 375 380 (6)682 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 3/4/2014 682 693 (10)705 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 2/4/2014 705 716 (11)687 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 4/2/2014 687 697 (10)703 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 11/4/2014 703 714 (11)700 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 6/3/2014 700 711 (11)710 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 7/2/2014 710 721 (11)688 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 5/2/2014 688 699 (10)700 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 10/2/2014 700 711 (11)674 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 1/3/2014 674 684 (10)694 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 8/4/2014 694 705 (11)714 GNMA POOL #760111 4.5 DUE 02‐15‐2041 REG 2/23/2011 9/3/2014 714 725 (11)

22,073 BERICA ABS SER 2011‐1 CL A1 FLTG RT 30/12/2055 11/15/2012 3/31/2014 30,355 25,777 4,57840,028 BERICA ABS SER 2011‐1 CL A1 FLTG RT 30/12/2055 11/15/2012 6/30/2014 54,600 46,746 7,85421,125 BERICA ABS SER 2011‐1 CL A1 FLTG RT 30/12/2055 11/15/2012 9/30/2014 26,800 24,670 2,13015,357 GIOVECCA MORTGAGES S.R.L. 2011‐1 CL A FLT RT DUE 23/04/2048 4/11/2014 10/23/2014 19,452 21,026 (1,573)23,655 GIOVECCA MORTGAGES S.R.L. 2011‐1 CL A FLT RT DUE 23/04/2048 4/11/2014 4/23/2014 32,635 32,385 25019,969 GIOVECCA MORTGAGES S.R.L. 2011‐1 CL A FLT RT DUE 23/04/2048 4/11/2014 7/23/2014 26,894 27,340 (446)

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1,108 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 10/2/2014 1,108 1,106 36,038 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 8/26/2014 6,038 6,023 155,017 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 4/26/2014 5,017 5,004 133,026 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 7/26/2014 3,026 3,018 8823 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 6/26/2014 823 821 2

7,005 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 9/26/2014 7,005 6,988 1810,151 BCAP LLC 2011‐RR11 FLTG RT 2.38765% DUE 01‐26‐2034 3/11/2014 5/2/2014 10,151 10,126 25

0 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 10/15/2014 0 0 (0)10,571 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 5/25/2014 10,571 10,505 661,776 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 6/25/2014 1,776 1,765 11

13,703 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 9/25/2014 13,703 13,617 861,753 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 1/25/2014 1,753 1,742 116,362 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 4/25/2014 6,362 6,322 406,134 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 10/25/2014 6,134 6,095 382,107 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 11/25/2014 2,107 2,094 13

17,560 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 2/25/2014 17,560 17,450 11010,101 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 7/25/2014 10,101 10,038 631,765 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 8/25/2014 1,765 1,754 111,667 CMO AMERICAN HOME MTG INVT TR SER 2004‐3CL 5A VAR RATE DUE 10‐25‐2034 REG 5/19/2005 3/25/2014 1,667 1,657 103,777 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 6/25/2014 3,777 3,777 0407 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 11/25/2014 407 407 0366 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 10/25/2014 366 366 0466 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 9/25/2014 466 466 0

1,354 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 3/25/2014 1,354 1,354 0467 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 2/25/2014 467 467 0

1 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 10/15/2014 0 1 (1)428 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 4/25/2014 428 428 0464 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 8/25/2014 464 464 0377 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 7/25/2014 377 377 0

4,107 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 1/25/2014 4,107 4,107 03,799 CMO BANC AMER MTG SECS INC SER 2004‐1 CLASS‐5A1 6.5 DUE 02‐25‐2034 REG 1/14/2004 5/25/2014 3,799 3,799 03,228 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 7/25/2014 3,228 3,238 (10)2,631 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 8/25/2014 2,631 2,638 (8)4,686 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 11/25/2014 4,686 4,698 (13)4,335 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 2/25/2014 4,335 4,349 (15)4,465 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 1/25/2014 4,465 4,481 (16)3,648 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 3/25/2014 3,648 3,660 (12)1,731 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 5/25/2014 1,731 1,737 (6)3,086 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 6/25/2014 3,086 3,096 (10)

0 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 10/15/2014 0 0 (0)2,319 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 4/25/2014 2,319 2,326 (8)4,571 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 9/25/2014 4,571 4,584 (13)

219




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3,259 CMO BEAR STEARNS ALT‐A TR SER 2005‐4 CL II‐3A‐2 DUE 05‐25‐2035 REG 4/1/2005 10/25/2014 3,259 3,268 (9)8,271 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 4/25/2014 8,271 8,230 41

11,334 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 10/25/2014 11,334 11,295 4014,525 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 1/25/2014 14,525 14,442 8313,468 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 3/25/2014 13,468 13,397 7017,353 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 11/25/2014 17,353 17,297 5611,865 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 8/25/2014 11,865 11,818 474,768 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 2/25/2014 4,768 4,742 268,604 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 9/25/2014 8,604 8,572 32

11,087 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 7/25/2014 11,087 11,040 470 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 10/15/2014 0 0 (0)

8,442 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 6/25/2014 8,442 8,404 3810,319 CMO BEAR STEARNS ARM TR SER 2005‐2 CL A‐1 FLT RT DUE 03‐25‐2035 BEO 8/7/2007 5/25/2014 10,319 10,271 499,572 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 7/25/2014 9,572 9,467 1051,503 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 5/25/2014 1,503 1,487 168,929 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 3/25/2014 8,929 8,832 98

12,076 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 4/25/2014 12,076 11,944 1328,119 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 1/25/2014 8,119 8,030 895,102 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 8/25/2014 5,102 5,046 564,854 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 2/25/2014 4,854 4,801 53

0 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 9/25/2014 0 0 (0)10,764 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 9/25/2014 10,764 10,646 1189,378 CMO CHASE MTG FIN TR SER 2007‐A1 PASSTHRU CTF CL 1‐A1 4.366 03‐25‐37 REG 2/6/2007 6/25/2014 9,378 9,275 103

0 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 10/15/2014 0 0 (0)166 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 2/25/2014 0 160 (160)55 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 5/25/2014 0 53 (53)

3,333 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 7/25/2014 3,333 3,279 545,818 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 6/25/2014 0 5,628 (5,628)132 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 4/25/2014 0 128 (128)

1,947 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 4/25/2014 1,947 1,914 331,839 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 8/25/2014 0 1,779 (1,779)2,126 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 2/25/2014 2,126 2,089 37941 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 10/25/2014 941 926 15

8,394 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 6/25/2014 8,394 8,255 1384,599 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 11/25/2014 0 4,449 (4,449)645 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 7/25/2014 11/25/2014 0 0 0175 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 10/25/2014 11/25/2014 0 0 0

3,277 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 11/25/2014 3,277 3,227 501,114 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 1/25/2014 0 1,077 (1,077)2,348 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 8/25/2014 2,348 2,311 386,607 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 9/25/2014 6,607 6,502 104

91 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 3/25/2014 0 88 (88)

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230 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 9/25/2014 0 223 (223)2,056 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 3/25/2014 2,056 2,020 353,508 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 1/25/2014 3,508 3,446 622,730 CMO CITIGROUP MTG LN TR 2005‐3 MTG DUE 08‐25‐2035 8/15/2007 5/25/2014 2,730 2,685 468,677 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 5/20/2014 8,677 8,677 03,197 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 8/20/2014 3,197 3,197 03,999 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 1/20/2014 3,999 3,999 01,951 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 9/20/2014 1,951 1,951 03,180 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 11/20/2014 3,180 3,180 04,268 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 7/20/2014 4,268 4,268 06,439 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 2/20/2014 6,439 6,439 04,008 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 6/20/2014 4,008 4,008 02,597 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 10/20/2014 2,597 2,597 02,797 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 3/20/2014 2,797 2,797 05,141 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 4/20/2014 5,141 5,141 0

0 CMO CWALT ALT LN TR SER 2006‐OA19 CL A‐1FLT RT DUE 02‐20‐2047 BEO 10/27/2006 10/15/2014 0 0 (0)19,596 CMO FNMA SERIES 2003‐88 CLASS‐F DUE 05‐25‐2030/01‐25‐2014 REG 10/26/2005 1/3/2014 19,596 19,547 49

0 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 10/15/2014 0 0 (0)12,290 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 1/25/2014 12,290 12,217 737,032 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 6/25/2014 7,032 6,990 427,903 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 5/25/2014 7,903 7,856 475,414 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 9/25/2014 5,414 5,382 325,946 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 11/25/2014 5,946 5,911 355,729 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 7/25/2014 5,729 5,695 342,259 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 2/25/2014 2,259 2,246 137,732 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 10/25/2014 7,732 7,686 467,911 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 4/25/2014 7,911 7,864 478,518 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 8/25/2014 8,518 8,468 514,931 CMO GS MTG SECS CORP SER 2005‐AR6 CL 2A1DUE 09‐25‐2035/10‐25‐2005 REG 9/15/2005 3/25/2014 4,931 4,902 29427 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 6/25/2014 427 422 5

1,849 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 2/25/2014 1,849 1,821 283,387 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 3/25/2014 3,387 3,338 49447 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 8/25/2014 447 442 5

1,715 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 11/25/2014 1,715 1,699 160 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 10/15/2014 11/25/2014 0 0 0

329 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 10/25/2014 329 326 3349 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 4/25/2014 349 344 5369 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 9/25/2014 369 366 4301 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 5/25/2014 301 297 4374 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 7/25/2014 374 370 4

1,884 CMO J P MORGAN MTG TR 2005‐A1 MTG PASSTHRU CTF CL 6‐T‐1 DUE 02‐25‐2035 REG 8/10/2007 1/25/2014 1,884 1,855 30485 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 10/25/2014 485 481 4

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751 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 6/25/2014 751 746 5369 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 1/25/2014 369 366 3

0 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 10/15/2014 0 0 (0)373 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 2/25/2014 373 371 3455 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 3/25/2014 455 452 3464 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 5/25/2014 464 460 3298 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 9/25/2014 298 296 2568 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 7/25/2014 568 564 4690 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 4/25/2014 690 685 5295 CMO MASTR ADJ RATE MTGS TR 2004‐4 MTG PASSTHRU CTF CL 4‐A‐1 VAR DUE 5‐25‐2034 3/31/2006 11/25/2014 295 293 2

15,017 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 7/25/2014 15,017 15,017 06,581 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 9/25/2014 6,581 6,581 0450 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 6/25/2014 450 450 0493 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 8/25/2014 493 493 0

3,239 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 4/25/2014 3,239 3,239 010,001 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 2/25/2014 10,001 10,001 012,615 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 1/25/2014 12,615 12,615 (0)1,930 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 5/25/2014 1,930 1,930 05,045 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 10/25/2014 5,045 5,045 03,184 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 3/25/2014 3,184 3,184 0

1 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 10/15/2014 0 1 (1)2,704 CMO MASTR AST SECURITIZATION TR 2003‐7 MTG PASSTHRU CTF CL 1‐A‐2 5.5 09‐25‐33 5/23/2003 11/25/2014 2,704 2,704 01,594 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 10/15/2014 1,594 1,594 (0)1,986 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 1/15/2014 1,986 1,987 (1)6,533 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 8/15/2014 6,533 6,535 (1)1,434 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 11/15/2014 1,434 1,434 (0)9,461 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 5/15/2014 9,461 9,464 (3)9,728 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 3/15/2014 9,728 9,732 (4)1,618 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 6/15/2014 1,618 1,618 (0)1,789 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 4/15/2014 1,789 1,790 (1)8,924 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 9/15/2014 8,924 8,926 (2)7,844 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 7/15/2014 7,844 7,846 (2)1,727 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 2/15/2014 1,727 1,728 (1)

1 CMO MELLON RESDNTL FDG CORP 2000‐TBC3 MTG PASSTHRU CTF CL A‐1 VAR 12‐15‐2030 5/25/2004 10/15/2014 0 1 (1)91 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 6/25/2014 91 91 088 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 10/25/2014 88 88 00 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 10/15/2014 0 0 (0)

88 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 11/25/2014 88 88 090 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 3/25/2014 90 90 087 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 9/25/2014 87 87 092 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 7/25/2014 92 92 089 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 2/25/2014 89 89 0

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91 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 5/25/2014 91 91 091 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 4/25/2014 91 91 0

2,322 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 8/25/2014 2,322 2,322 095 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003‐S9 CL A‐1 6.5 03‐25‐2032 REG 5/9/2003 1/25/2014 95 95 0

24,670 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 4/25/2014 24,670 24,199 4713,014 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 10/25/2014 3,014 2,956 57501 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 1/25/2014 501 491 10

5,677 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 9/25/2014 5,677 5,569 1080 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 10/15/2014 0 0 (0)

11,314 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 8/25/2014 11,314 11,098 21611,957 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 11/25/2014 11,957 11,729 2284,077 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 6/25/2014 4,077 3,999 78

16,331 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 7/25/2014 16,331 16,020 311559 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01‐25‐2035 REG 8/14/2007 5/25/2014 559 549 11

25,542 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 6/19/2014 25,542 25,063 479111 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 3/19/2014 111 109 2

0 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 10/15/2014 0 0 (0)458 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 7/19/2014 458 449 9

7,418 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 1/19/2014 7,418 7,278 1393,114 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 10/19/2014 3,114 3,056 58

14,386 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 11/19/2014 14,386 14,116 2708,668 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 9/19/2014 8,668 8,506 163

17,185 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 8/19/2014 17,185 16,863 3226,572 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 4/19/2014 6,572 6,449 1234,678 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 5/19/2014 4,678 4,590 88

94 CMO STRUCTURED AST MTG INVTS II INC DUE 07‐19‐2035 REG 8/10/2007 2/19/2014 94 92 2649 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 2/25/2014 649 649 0204 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 10/25/2014 204 204 0215 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 4/25/2014 215 215 0

0 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 10/25/2014 0 0 (0)1,023 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 5/25/2014 1,023 1,023 0975 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 1/25/2014 975 975 0

1,069 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 6/25/2014 1,069 1,069 03,775 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 7/25/2014 3,775 3,775 0397 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 3/25/2014 397 397 0184 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 9/25/2014 184 184 0198 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/20/2005 8/25/2014 198 198 054 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 5/25/2007 11/25/2014 54 54 0

102 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 6/1/2007 11/25/2014 102 102 041 CMO WA MUT MTG SECS CORP 2002‐AR9 MTG PASSTHRU CTF CL I‐A DUE 08‐25‐2042 REG 7/25/2007 11/25/2014 41 41 086 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 6/25/2014 86 86 (0)0 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 10/15/2014 0 0 (0)

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540 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 7/25/2014 540 541 (0)82 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 9/25/2014 82 82 (0)38 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 3/25/2007 11/25/2014 38 38 033 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 4/25/2007 11/25/2014 33 33 021 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 5/30/2007 11/25/2014 21 21 088 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 4/25/2014 88 89 (0)82 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 2/25/2014 82 82 (0)90 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 10/25/2014 90 90 (0)91 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 5/25/2014 91 91 (0)

526 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 3/25/2014 526 526 (0)88 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 8/25/2014 88 88 (0)

104 CMO WAMU MTG PASS‐THROUGH CTFS TRUST 2002‐AR6 CL A VAR DUE 06‐25‐42 BEO 7/19/2004 1/25/2014 104 104 (0)1,862 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 10/25/2014 1,862 1,863 (1)1,371 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 9/25/2014 1,371 1,372 (1)1,616 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 5/25/2014 1,616 1,617 (1)3,320 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 1/25/2014 3,320 3,322 (2)2,848 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 4/25/2014 2,848 2,850 (2)1,042 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 7/25/2014 1,042 1,043 (1)2,757 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 3/25/2014 2,757 2,759 (2)886 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 2/25/2014 886 886 (1)

3,244 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 8/25/2014 3,244 3,246 (2)1,681 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 6/25/2014 1,681 1,682 (1)

0 CMO WAMU MTG PASS‐THRU CTFS 2005‐AR8 CTFCL 2‐A‐1A DUE 07‐25‐2045 REG 3/10/2006 10/15/2014 0 0 (0)17,664 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 11/28/2014 17,664 17,902 (237)23,092 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 5/29/2014 23,092 23,407 (315)1,116 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 10/29/2014 1,116 1,131 (15)845 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 7/29/2014 845 856 (11)

10,249 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 6/27/2014 10,249 10,388 (140)785 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 8/27/2014 785 795 (11)

0 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 10/15/2014 0 0 (0)526 CSMC SER 2009‐12R VAR RT 2.52052% DUE 09‐27‐2036 3/19/2014 9/29/2014 526 533 (7)259 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 8/25/2014 0 165 (165)551 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 9/26/2014 0 350 (350)996 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 6/26/2014 0 633 (633)990 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 4/26/2014 0 629 (629)

2,691 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 7/28/2014 0 1,711 (1,711)695 PVTPL CMO MORGAN STANLEY RE‐REMIC TR 2010‐R4 CL 4B FLTG RT DUE 02‐26‐2037 4/16/2014 5/28/2014 0 442 (442)276 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 4/25/2014 276 276 074 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 11/1/2006 11/25/2014 74 74 0

100 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 12/1/2006 11/25/2014 100 100 073 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 1/25/2007 11/25/2014 73 73 035 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 2/25/2007 11/25/2014 35 35 0

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5,393 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 8/25/2014 5,393 5,393 0281 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 1/25/2014 281 281 0

0 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 10/15/2014 0 0 (0)293 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 6/25/2014 293 293 0297 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 5/25/2014 297 297 0274 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 3/25/2014 274 274 0256 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 7/25/2014 256 256 0255 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 10/25/2014 255 255 0949 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 2/25/2014 949 949 0267 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002‐P1 CL‐A 144A VAR RT 3‐25‐32 BEO 3/25/2002 9/25/2014 267 267 0

1,000,000 FNMA POOL #960605 5% 08‐01‐2037 BEO 12/6/2013 1,085,156 1,085,156 0856,098 FNMA POOL #960605 5% 08‐01‐2037 BEO 12/6/2013 929,001 929,001 0

1,000,000 FNMA POOL #995841 5% 06‐01‐2039 BEO 12/6/2013 1,085,156 1,085,156 0143,901 FNMA POOL #995841 5% 06‐01‐2039 BEO 12/6/2013 156,156 156,156 0999,999 FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 1,012,343 1,012,343 0999,999 FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 1,012,343 1,012,343 0999,999 FNMA POOL #AU2372 3.5% 07‐01‐2043 BEO 2/7/2014 1,012,343 1,012,343 0

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/6/2014 962,813 962,813 01,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/4/2014 967,344 967,344 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 3/11/2014 3,011,719 3,011,719 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES AUGUST 7/7/2014 5,091,406 5,091,406 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES DECEMBER 11/3/2014 5,148,438 5,148,438 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES FEBRUARY 1/3/2014 2,967,656 2,967,656 0(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 12/5/2013 (2,985,000) (2,985,000) 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 12/5/2013 2,985,000 2,985,000 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 6/3/2014 5,101,563 5,101,563 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/5/2014 3,046,406 3,046,406 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/6/2014 2,031,563 2,031,563 02,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/5/2014 2,027,813 2,027,813 03,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 4/7/2014 3,021,563 3,021,563 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES NOVEMBER 10/3/2014 5,117,480 5,117,480 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES OCTOBER 9/4/2014 5,115,625 5,115,625 05,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES SEPTEMBER 7/23/2014 5,116,406 5,116,406 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES APRIL 2/24/2014 3,118,125 3,118,125 0

11,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES AUGUST 6/27/2014 11,630,781 11,630,781 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/3/2014 5,290,625 5,290,625 01,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/5/2014 1,058,438 1,058,438 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 10/30/2014 5,294,531 5,294,531 0(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES FEBRUARY 12/23/2013 (3,088,125) (3,088,125) 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES FEBRUARY 12/23/2013 3,088,125 3,088,125 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY 11/3/2014 5,275,000 5,275,000 0

11,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JULY 5/13/2014 11,512,188 11,512,188 0

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8,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/7/2014 8,405,625 8,405,625 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 4/16/2014 3,120,938 3,120,938 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/5/2014 3,139,219 3,139,219 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MAY 4/1/2014 3,103,594 3,103,594 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 5,249,219 5,249,219 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 5,246,094 5,246,094 01,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 9/26/2014 1,049,219 1,049,219 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 8/1/2014 5,242,969 5,242,969 06,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 8/26/2014 6,326,250 6,326,250 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 7/23/2014 5,274,219 5,274,219 06,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 7/23/2014 6,329,063 6,329,063 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 6/25/2014 3,234,844 3,234,844 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 6/30/2014 5,399,219 5,399,219 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 6/4/2014 3,225,000 3,225,000 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 5/28/2014 5,390,625 5,390,625 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/7/2014 5,375,195 5,375,195 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/7/2014 3,225,117 3,225,117 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/1/2014 5,391,406 5,391,406 02,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/22/2014 2,165,781 2,165,781 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 9/25/2014 3,225,000 3,225,000 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 9/8/2014 3,234,375 3,234,375 05,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 8/15/2014 5,382,031 5,382,031 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 7/21/2014 3,230,625 3,230,625 03,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/4/2014 3,232,500 3,232,500 02,000,000 FNMA SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/4/2014 2,155,000 2,155,000 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES APRIL 3/11/2014 3,272,813 3,272,813 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES AUGUST 7/9/2014 3,314,297 3,314,297 0(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JANUARY 12/6/2013 (3,255,469) (3,255,469) 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JULY 6/6/2014 3,306,563 3,306,563 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 5/7/2014 3,291,563 3,291,563 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MARCH 2/7/2014 3,280,313 3,280,313 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MAY 4/8/2014 3,273,750 3,273,750 03,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES OCTOBER 8/21/2014 3,300,938 3,300,938 05,000,000 FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 10/24/2014 5,400,000 5,400,000 05,000,000 FNMA SINGLE FAMILY MTG 4.5 30 YEARS SETTLES DEC 11/10/2014 5,417,969 5,417,969 03,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 1/9/2014 3,250,313 3,250,313 03,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 10/2/2014 3,309,844 3,309,844 03,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES SEP 8/6/2014 3,307,969 3,307,969 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5 30 YEARS SETTLES MAY 4/16/2014 1,079,844 1,079,844 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES APRIL 3/17/2014 1,081,250 1,081,250 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES AUGUST 7/14/2014 1,085,625 1,085,625 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 11/6/2014 1,089,531 1,089,531 0

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(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 12/12/2013 (1,069,531) (1,069,531) 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 12/12/2013 1,069,531 1,069,531 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JULY 6/16/2014 1,085,938 1,085,938 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/16/2014 1,084,688 1,084,688 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 10/15/2014 1,087,813 1,087,813 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES OCTOBER 9/12/2014 1,082,344 1,082,344 01,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES SEPTEMBER 8/15/2014 1,086,563 1,086,563 01,000,000 GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 2/18/2014 1,078,594 1,078,594 0198,340 GNMA POOL #439075 4.5% 02‐15‐2039 BEO 1/16/2014 213,246 213,246 0708,600 GNMA POOL #713871 SER 2039 4.5 DUE 09‐15‐2039 REG 1/16/2014 761,856 761,856 093,061 GNMA POOL #717173 4.5% 06‐15‐2039 BEO 1/16/2014 100,055 100,055 0

1,200,000 EXPORT IMPORT BK KOREA NT 8.125% DUE 01‐21‐2014 REG 12/13/2011 1/21/2014 1,200,000 1,231,706 (31,706)1,100,000 PERMANENT MASTER I FRN M/BKD 7/2042 EUR'144' 4/14/2011 1/15/2014 1,505,625 1,595,330 (89,705)400,000 PVTPL CMO PERM MASTER ISSUER PLC 2011‐1 MTG PASS THRU DUE 07‐15‐42 4/14/2011 1/15/2014 400,000 400,000 0

TOTAL MORTGAGE BACKED SECURITIES 277,291,767 278,141,752 (849,985)

250,000 VOLKSWAGEN INTL FLTG RT .8321% DUE 11‐20‐2014 11/13/2012 11/20/2014 250,000 250,000 01,000,000 LIBBEY GLASS INC DUE 04‐09‐2021 BEO 4/7/2014 4/14/2014 997,500 997,500 0844,444 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 11/17/2014 837,463 842,333 (4,870)

1,400,000 CREDIT AGRICOLE LONDON 144A FLTG RT 04‐15‐2019 4/9/2014 8/5/2014 1,410,163 1,400,000 10,1631,400,000 DEXIA CR LOC NY FLT RT 144A DUE 11‐07‐2016 10/30/2013 11/19/2014 1,406,720 1,399,160 7,5601,400,000 EDF S A NT FLTG 144A DUE 01‐20‐2017 BEO 1/13/2014 11/19/2014 1,404,176 1,400,000 4,176600,000 SCHAEFFLER FINANCE 7.75% NTS 15/02/17 EUR'REGS 6/24/2014 11/20/2014 850,584 916,969 (66,385)300,000 SCHAEFFLER FINANCE 7.75% NTS 15/02/17 EUR'REGS 7/16/2014 11/20/2014 425,292 456,617 (31,325)

1,200,000 PVTPL INTESA SANPAOLO S P A SR MED TERM NT CL X 6.5 2‐24‐2021 2/14/2011 1/6/2014 1,321,718 1,190,796 130,922400,000 PVTPL INTESA SANPAOLO S P A SR MED TERM NT CL X 6.5 2‐24‐2021 2/14/2011 1/6/2014 440,573 396,932 43,641

2,600,000 PVTPL SUMITOMO MITSUI FINL GROUP INC SUBNT 144A 4.436% DUE 04‐02‐2024 BEO 3/26/2014 4/3/2014 2,613,104 2,600,000 13,104500,000 PETROBRAS GLOBAL FIN B V GTD NT FLTG RATE DUE 03‐17‐2017 REG 3/10/2014 11/19/2014 487,500 500,000 (12,500)400,000 PETROBRAS GLOBAL FIN B V GTD NT FLTG RATE DUE 03‐17‐2017 REG 3/10/2014 11/19/2014 390,000 400,000 (10,000)900,000 PETROBRAS GLOBAL FIN B V GTD NT FLTG RATE DUE 03‐17‐2017 REG 3/10/2014 11/19/2014 877,500 900,000 (22,500)

1,300,000 PVTPL LEASEPLAN CORP N V 2.5 DUE 05‐16‐2018 REG 5/7/2013 11/20/2014 1,311,674 1,293,942 17,732300,000 RABOBANK NEDERLAND 4.5 DUE 01‐11‐2021 1/4/2011 8/1/2014 330,189 299,187 31,002

1,200,000 RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12‐29‐2049/06‐30‐2019 BEO 11/18/2009 11/20/2014 1,563,150 1,489,022 74,128300,000 BANCO ESPIRITO SANTO SA BDS 5.0% DUE 04/04/2019 8/11/2014 11/20/2014 351,056 389,356 (38,300)150,000 GAZ CAPITAL SA 6.51% SNR MTN 07/03/22 USD 10/6/2010 4/30/2014 148,875 160,247 (11,372)

1,600,000 PVTPL NORDEA BANK AB 4.875 SNR MTN DUE 01‐14‐2021 BEO 1/11/2011 11/19/2014 1,788,784 1,592,368 196,416349,000 UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTRANCHE # SR 00108 5.875 DUE 12‐20‐2017 1/28/2009 11/19/2014 391,706 338,462 53,244

2,100,000 ABBEY NATL TREAS SVCS PLC GTD NT FLTG RATE DUE 03‐13‐2017 REG 3/10/2014 11/19/2014 2,103,528 2,100,000 3,528600,000 BP CAP MKTS P L C 3.125% DUE 10‐01‐2015 9/28/2010 6/19/2014 620,166 598,296 21,870700,000 BP CAP MKTS P L C 4.5% DUE 10‐01‐2020 9/28/2010 11/19/2014 759,124 696,157 62,967

2,834,000 LBG CAPITAL 1 PLC 7.5884% GTD 12/05/2020GBP 1/13/2014 1/13/2014 5,010,406 5,004,566 5,840

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100,000 ABBEY NATL TREAS SVCS PLC MED TRM NT TCHE # TR 00049 3.875 DUE 11‐10‐2014 11/4/2009 5/23/2014 101,505 99,977 1,528100,000 ALLY FINL INC 4.625% DUE 06‐26‐2015 1/27/2014 11/19/2014 101,563 101,662 (100)100,000 ALLY FINL INC 4.625% DUE 06‐26‐2015 1/31/2014 11/19/2014 101,563 101,600 (38)400,000 ALLY FINL INC 4.75% DUE 09‐10‐2018 3/19/2014 11/19/2014 413,000 421,489 (8,489)200,000 ALLY FINL INC 8.3% DUE 02‐12‐2015 1/27/2014 11/19/2014 202,800 202,932 (132)100,000 ALLY FINL INC 8.3% DUE 02‐12‐2015 3/11/2014 11/19/2014 101,400 101,548 (148)200,000 ALLY FINL INC 8.3% DUE 02‐12‐2015 3/19/2014 11/19/2014 202,800 203,077 (277)100,000 ALLY FINL INC 8.3% DUE 02‐12‐2015 3/20/2014 11/19/2014 101,400 101,524 (124)100,000 ALLY FINL INC 8.3% DUE 02‐12‐2015 4/25/2014 11/19/2014 101,400 101,636 (236)

2,100,000 AMERICAN EXPRESS CREDIT DUE 03‐18‐2019 REG 3/13/2014 5/23/2014 2,113,503 2,100,000 13,5033,000,000 BANK AMER CORP 2.65% DUE 04‐01‐2019 3/27/2014 8/12/2014 3,026,580 2,999,160 27,4201,000,000 BANK AMER CORP 7.625% DUE 06‐01‐2019 9/22/2010 11/19/2014 1,210,866 1,108,411 102,4551,200,000 BK AMER N A CHARLOTTE N C MEDIUM TERM FLTG RT DUE 11‐14‐2016 11/4/2014 11/19/2014 1,200,492 1,200,729 (237)1,400,000 CHESAPEAKE ENERGY CORP SR NT FLTG RATE DUE 04‐15‐2019 4/10/2014 11/19/2014 1,396,500 1,418,927 (22,427)100,000 CITIGROUP INC 6.125 DUE 05‐15‐2018 12/13/2010 11/19/2014 113,406 104,434 8,972400,000 CITIGROUP INC 6.125 DUE 05‐15‐2018 12/13/2010 11/19/2014 453,623 417,737 35,887800,000 CITIGROUP INC GLOBAL SR NT FLTG RATE RATE DUE 11‐15‐2016 11/7/2013 11/20/2014 802,193 800,000 2,193

1,500,000 CITIGROUP INC SR GLOBAL NT FLTG RT 03‐10‐2017 3/4/2014 11/19/2014 1,499,715 1,500,000 (285)100,000 ECHOSTAR DBS CORP 7.75% DUE 05‐31‐2015 3/18/2014 11/19/2014 103,438 103,331 106

1,900,000 FORD MTR CR CO LLC FLTG RT 1.0699% DUE 03‐12‐2019 3/5/2014 8/12/2014 1,911,324 1,900,000 11,324500,000 GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01‐09‐2023 10/31/2013 2/27/2014 489,620 483,552 6,068500,000 GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01‐09‐2023 10/31/2013 2/27/2014 489,620 483,480 6,140100,000 GMAC INC FORMERLY 6.75% DUE 12‐01‐2014 1/27/2014 11/19/2014 100,080 100,167 (87)500,000 GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGS 5.75 10/01/16 5.75 10‐1‐16 BEO 7/24/2007 11/20/2014 541,400 495,935 45,465200,000 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENTRY NT 5.375% DUE 03‐15‐2020 3/1/2010 8/5/2014 226,008 198,616 27,392

1,000,000 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS TRANCHE # TR 00590 VAR RT DUE 11‐15‐2018 1/28/2014 11/19/2014 1,012,068 1,003,986 8,082500,000 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS TRANCHE # TR 00590 VAR RT DUE 11‐15‐2018 1/28/2014 8/5/2014 508,705 502,133 6,572950,000 GOLDMAN SACHS GROUP INC NT FLTG RATE DUE03‐22‐2016 REG 3/25/2009 5/23/2014 949,364 851,826 97,538100,000 HCA INC 6.375% DUE 01‐15‐2015 4/25/2014 11/19/2014 100,563 100,805 (242)500,000 HSBC FIN CORP GLOBAL NT FLTG RATE DUE 06‐01‐2016 REG 6/3/2009 5/23/2014 499,905 461,141 38,764

1,900,000 HSBC FIN CORP GLOBAL NT FLTG RATE DUE 06‐01‐2016 REG 6/3/2009 5/23/2014 1,899,639 1,752,335 147,304900,000 HSBC FIN CORP GLOBAL NT FLTG RATE DUE 06‐01‐2016 REG 8/5/2009 5/23/2014 899,829 847,665 52,164100,000 INTL LEASE FIN 4.875 DUE 04‐01‐2015 4/22/2014 11/19/2014 101,000 101,335 (335)50,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/14/2014 11/19/2014 52,063 52,569 (507)75,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/23/2014 11/19/2014 78,094 78,834 (741)

400,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/14/2014 11/19/2014 416,500 420,556 (4,056)50,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/23/2014 11/19/2014 52,063 52,556 (494)50,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/14/2014 11/19/2014 52,063 52,569 (507)75,000 INTL LEASE FIN 5.75% DUE 05‐15‐2016 1/23/2014 11/19/2014 78,094 78,834 (741)

300,000 INTL LEASE FIN 8.625% DUE 09‐15‐2015 3/7/2014 11/19/2014 315,188 331,500 (16,313)1,500,000 J P MORGAN CHASE & CO MEDIUM TERM SR NTSTRANCHE # SR 00216 DUE 02‐15‐2017 REG 2/12/2014 11/19/2014 1,500,690 1,500,000 690400,000 JPMORGAN CHASE & 4.625 DUE 05‐10‐2021 4/20/2012 11/19/2014 438,014 416,823 21,191

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600,000 JPMORGAN CHASE & 6.3% DUE 04‐23‐2019 11/9/2009 11/19/2014 695,143 632,144 62,999100,000 JPMORGAN CHASE & 6.3% DUE 04‐23‐2019 9/14/2010 11/19/2014 115,857 108,565 7,292

1,400,000 MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00453 5 DUE 01‐15‐2015 7/24/2007 3/28/2014 1,448,678 1,388,994 59,684300,000 MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00453 5 DUE 01‐15‐2015 7/24/2007 5/23/2014 308,403 298,084 10,319100,000 MERRILL LYNCH & CO INC TRANCHE # TR 00677 6.875% DUE 04‐25‐2018 4/22/2008 11/19/2014 115,445 99,914 15,531100,000 MERRILL LYNCH & CO INC TRANCHE # TR 00677 6.875% DUE 04‐25‐2018 2/17/2010 11/19/2014 115,445 102,527 12,917100,000 MGM MIRAGE 6.625% DUE 07‐15‐2015 4/11/2014 11/19/2014 102,750 103,260 (510)100,000 MGM MIRAGE 6.625% DUE 07‐15‐2015 4/17/2014 11/19/2014 102,750 103,250 (500)100,000 MORGAN STANLEY 5.5% DUE 07‐24‐2020 7/25/2011 11/19/2014 112,940 101,130 11,810100,000 MORGAN STANLEY 5.5% DUE 07‐24‐2020 7/25/2011 11/19/2014 112,940 101,218 11,722700,000 MORGAN STANLEY 7.3% DUE 05‐13‐2019 10/6/2009 11/19/2014 834,741 746,014 88,727100,000 MORGAN STANLEY 7.3% DUE 05‐13‐2019 12/13/2010 11/19/2014 119,249 106,946 12,302100,000 MORGAN STANLEY 7.3% DUE 05‐13‐2019 12/13/2010 11/19/2014 119,249 106,878 12,371

1,300,000 PHILLIPS 66 4.3% DUE 04‐01‐2022 3/7/2012 7/1/2014 1,398,800 1,296,919 101,881200,000 PVTPL CIT GROUP INC NEW 2ND PRIORITY SECD NT SER C 4.75 DUE 02‐15‐2015 1/23/2014 11/19/2014 201,250 201,652 (402)100,000 PVTPL CIT GROUP INC NEW 2ND PRIORITY SECD NT SER C 4.75 DUE 02‐15‐2015 1/31/2014 11/19/2014 100,625 100,758 (133)700,000 PVTPL JEFFERIES FIN LLC SR NT 6.875 DUE 04‐15‐2022 3/26/2014 11/19/2014 666,750 700,000 (33,250)100,000 PVTPL NGPL PIPECO LLC SR NT 144A 7.119% DUE 12‐15‐2017 BEO 6/17/2009 5/1/2014 100,250 102,046 (1,796)100,000 PVTPL NGPL PIPECO LLC SR NT 144A 7.119% DUE 12‐15‐2017 BEO 6/17/2009 1/23/2014 92,500 102,181 (9,681)400,000 PVTPL NGPL PIPECO LLC SR NT 144A 7.119% DUE 12‐15‐2017 BEO 6/17/2009 4/30/2014 400,500 408,188 (7,688)200,000 PVTPL NGPL PIPECO LLC SR NT 144A 7.119% DUE 12‐15‐2017 BEO 6/17/2009 1/31/2014 189,500 204,342 (14,842)195,000 PVTPL PRUDENTIAL COVERED TR 2012‐1 GTD NT CL A 2.997 DUE 09‐30‐2015 BEO 3/27/2012 11/19/2014 198,521 195,000 3,521832,000 PVTPL PRUDENTIAL COVERED TR 2012‐1 GTD NT CL A 2.997 DUE 09‐30‐2015 BEO 3/27/2012 5/23/2014 854,622 832,000 22,622

1,400,000 SPRINT NEXTEL CORP 8.375% DUE 08‐15‐2017 1/14/2014 11/19/2014 1,541,750 1,576,195 (34,445)1,300,000 TIME WARNER INC 3.4% DUE 06‐15‐2022 6/8/2012 4/15/2014 1,311,687 1,298,141 13,546400,000 TYSON FOODS INC 4.5% DUE 06‐15‐2022 6/6/2012 11/21/2014 430,092 397,935 32,157

1,000,000 VERIZON COMMUNICATIONS 5.15 BDS DUE 09‐15‐2023 USD2000 REG 9/11/2013 4/15/2014 1,104,420 996,760 107,660600,000 VERIZON COMMUNICATIONS 5.15 BDS DUE 09‐15‐2023 USD2000 REG 9/13/2013 4/15/2014 662,652 624,125 38,527600,000 VERIZON COMMUNICATIONS 6.4 NTS DUE 09‐15‐2033 USD REG 9/11/2013 4/14/2014 720,660 599,400 121,260200,000 VERIZON COMMUNICATIONS 6.55 BDS DUE 09‐15‐2043 USD2000 BEO 9/12/2013 4/14/2014 246,584 215,053 31,531700,000 VERIZON COMMUNICATIONS INC 4.5 DUE 09‐15‐2020 9/11/2013 11/19/2014 760,853 699,090 61,763200,000 BAY AREA TOLL AUTH CALIF TOLL BRDG REV 5% 04‐01‐2024 BEO 9/26/2012 3/4/2014 237,120 239,631 (2,511)700,000 CALIFORNIA ST 7.5% 04‐01‐2034 BEO TAXABLE 4/22/2009 11/18/2014 1,005,046 704,690 300,356

1,200,000 LOS ANGELES CALIF CMNTY COLLEGE DIST 6.68% 08‐01‐2036 BEO TAXABLE 2/19/2014 11/19/2014 1,578,324 1,483,047 95,2771,150,000 MA BAY TRANSN AUTH MASS SALESTAX REV SR‐SER C VAR RT DUE 07‐01‐2020 BEO N/C 12/12/2008 11/19/2014 1,198,145 1,040,284 157,860100,000 NEW JERSEY ST TPK AUTH TPK REV 5% 01‐01‐2025 BEO 8/24/2012 6/19/2014 115,424 115,924 (500)200,000 NEW JERSEY ST TPK AUTH TPK REV 5% 01‐01‐2026 BEO 8/24/2012 5/1/2014 229,456 231,127 (1,671)100,000 NEW JERSEY ST TPK AUTH TPK REV 5% 01‐01‐2027 BEO 8/24/2012 5/14/2014 114,838 114,935 (97)

1,200,000 SUMITOMO MITSUI BKG CORP N Y BRH INSTL DTD 04‐29‐2014 FLTG RT 04‐29‐2016 10/7/2014 11/20/2014 1,201,260 1,200,751 5091,100,000 BANCO BILBAO VIZCAYA CTF DEP DTD 04‐23‐2014 VAR RT DUE 10‐23‐2015 10/7/2014 11/20/2014 1,101,571 1,100,392 1,1791,400,000 INTESA SANPAOLO 04‐11‐2014 CERT OF DEP FLTG RT DUE 04‐11‐2016 4/7/2014 11/21/2014 1,409,450 1,400,000 9,450950,000 IL DEV FIN AUTH REV VAR‐ADVENTIST HLTH SYS‐SER B VAR 01‐01‐2019 BEO SF N/C 12/12/2008 11/19/2014 1,015,047 904,185 110,862

229




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37,037 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 9/30/2014 37,037 36,944 9329,630 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 9/4/2014 29,630 29,556 7414,815 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 11/28/2014 14,815 14,778 3751,852 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 8/1/2014 51,852 51,722 13022,222 SIGNODE INDUSTRIAL GROUP INITIAL TERM LNB DUE 04‐08‐2021 BEO 4/8/2014 10/31/2014 22,222 22,167 5613,000 PVTPL PRUDENTIAL COVERED TR 2012‐1 GTD NT CL A 2.997 DUE 09‐30‐2015 BEO 3/27/2012 9/30/2014 13,000 13,000 065,000 PVTPL PRUDENTIAL COVERED TR 2012‐1 GTD NT CL A 2.997 DUE 09‐30‐2015 BEO 3/27/2012 3/30/2014 65,000 65,000 0

0 SCHAEFFLER FINANCE 7.75% NTS 15/02/17 EUR'REGS 10/17/2014 2,876 0 2,876

TOTAL BONDS 78,878,301 76,384,146 2,494,156

(1,052,000) CURRENCY OPTION CALL CITIUS33 GBP/USD 1.6875 European 26/11/2014 317505485 8/26/2014 10/9/2014 (507) (6,994) 6,486(1,052,000) CURRENCY OPTION PUT CITIUS33 GBP/USD 1.6265 European 26/11/2014 317505493 8/26/2014 10/9/2014 (24,693) (6,716) (17,977)(761,000) CURRENCY OPTION CALL CITIUS33 USD/BRL 2.444 European 11‐25‐2014 3175054B8 8/26/2014 10/9/2014 (19,786) (7,333) (12,453)

(1,432,000) CURRENCY OPTION CALL CITIUS33 USD/KRW 1045 European 11‐26‐2014 3175053X1 8/26/2014 10/9/2014 (40,268) (7,153) (33,115)(671,000) CURRENCY OPTION CALL MSBKUS5WFXO USD/BRL2.444 European 11‐25‐2014 3175054A0 8/26/2014 10/9/2014 (17,698) (6,744) (10,954)

(1,432,000) CURRENCY OPTION PUT CITIUS33 USD/KRW 1000 European 11‐26‐2014 3175053W3 8/26/2014 10/9/2014 (430) (6,895) 6,465(41) FUT CALL MAR 14 T‐NOTE OPTION 1275 11/27/2013 2/21/2014 (4) (19,791) 19,787(18) FUT PUT MAR 14 IMM ED 3YR MC 9737 11/1/2013 3/14/2014 0 (6,728) 6,728(26) FUT PUT MAR 14 IMM ED 3YR MC 9737 11/1/2013 3/14/2014 0 (10,356) 10,356(27) FUT PUT MAR 14 IMM ED 3YR MC 9737 11/1/2013 3/14/2014 0 (9,742) 9,742(41) FUT PUT MAR 14 T‐NOTE OPTION 1230 11/27/2013 2/21/2014 (4) (19,791) 19,787

(900,000) PUT SWAPTION AUD CHASUS33 6M 4.125%/BBSWEuropean 317U828G7 25/11/2014 8/25/2014 10/9/2014 (709) (3,851) 3,142(900,000) PUT SWAPTION AUD CITIUS33 6M 4.046%/BBSWEuropean 317U835G8 26/11/2014 8/26/2014 10/9/2014 (1,260) (3,975) 2,715(500,000) PUT SWPTN AUD CSFPGB2L 6M 4.02375%/BBSW European 317U844G7 27/11/2014 8/27/2014 10/9/2014 (831) (2,284) 1,452

(1,700,000) CALL SWAPTION EUR GSCMUS33 6MEURIB/12M .95% European 317U001H4 23/03/2015 9/17/2014 10/9/2014 (6,470) (3,410) (3,060)(1,700,000) PUT SWPTN EUR GSCMUS33 12M 1.55%/6MEURIBEuropean 317U002H3 23/03/2015 9/17/2014 10/9/2014 (7,225) (15,402) 8,177(500,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 2.42% European 317U831G2 12‐01‐2014 8/25/2014 10/9/2014 (2,950) (2,200) (750)

(2,500,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 2.42% European 317U829G6 12‐01‐2014 8/25/2014 10/9/2014 (14,750) (10,750) (4,000)(500,000) PUT SWPTN USD DEUTGB2L 6M 2.86%/3MLIBOR European 317U832G1 12‐01‐2014 8/25/2014 10/9/2014 (700) (2,225) 1,525

(15,200,000) PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03‐31‐2014 11/15/2013 3/24/2014 (7,600) (13,133) 5,533(28,400,000) PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03‐31‐2014 11/13/2013 3/24/2014 (14,200) (36,920) 22,720(2,500,000) PUT SWPTN USD MSCSUS33 6M 2.86%/3MLIBOR European 317U830G3 12‐01‐2014 8/25/2014 10/9/2014 (3,500) (11,750) 8,250(3,400,000) PUT SWPTN USD RBOSGB2RTCM 2.5 / LIBOR EUROPEAN 317U484D9 09‐21‐2015 9/20/2012 10/9/2014 (37,400) (64,600) 27,2001,052,000 CURRENCY OPTION CALL CITIUS33 GBP/USD 1.6875 European 26/11/2014 317505485 8/26/2014 6,994 6,994 01,052,000 CURRENCY OPTION PUT CITIUS33 GBP/USD 1.6265 European 26/11/2014 317505493 8/26/2014 6,716 6,716 0761,000 CURRENCY OPTION CALL CITIUS33 USD/BRL 2.444 European 11‐25‐2014 3175054B8 8/26/2014 7,333 7,333 0

1,432,000 CURRENCY OPTION CALL CITIUS33 USD/KRW 1045 European 11‐26‐2014 3175053X1 8/26/2014 7,153 7,153 0671,000 CURRENCY OPTION CALL MSBKUS5WFXO USD/BRL2.444 European 11‐25‐2014 3175054A0 8/26/2014 6,744 6,744 0

1,432,000 CURRENCY OPTION PUT CITIUS33 USD/KRW 1000 European 11‐26‐2014 3175053W3 8/26/2014 6,895 6,895 02,000,000 BND P OP DEUTGB2L 101.390625 05‐05‐2014 3175RWF36 2/20/2014 6,250 6,250 02,000,000 BND P OP DEUTGB2L 98.390625 05‐05‐2014 3175RS239 2/20/2014 10,938 10,938 0

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(2,000,000) BND P OP DEUTGB2L 101.390625 05‐05‐2014 3175RWF36 2/20/2014 5/5/2014 0 (6,250) 6,250(2,000,000) BND P OP DEUTGB2L 98.390625 05‐05‐2014 3175RS239 2/20/2014 5/5/2014 0 (10,938) 10,938

900,000 PUT SWAPTION AUD CHASUS33 6M 4.125%/BBSWEuropean 317U828G7 25/11/2014 8/25/2014 3,851 3,851 0900,000 PUT SWAPTION AUD CITIUS33 6M 4.046%/BBSWEuropean 317U835G8 26/11/2014 8/26/2014 3,975 3,975 0500,000 PUT SWPTN AUD CSFPGB2L 6M 4.02375%/BBSW European 317U844G7 27/11/2014 8/27/2014 2,284 2,284 0

1,700,000 CALL SWAPTION EUR GSCMUS33 6MEURIB/12M .95% European 317U001H4 23/03/2015 9/17/2014 3,410 3,410 01,700,000 PUT SWPTN EUR GSCMUS33 12M 1.55%/6MEURIBEuropean 317U002H3 23/03/2015 9/17/2014 15,402 15,402 02,600,000 PUT SWAPTION EUR CSFPGB2L 3M .7% EUROPEAN 3175RSH74 17/09/2014 8/27/2014 1,030 1,030 01,200,000 CALL SWAPTION GBP GSCMUS33 6MLIBOR/6M 1.7% European 317U684F2 06/05/2014 1/28/2014 2,138 2,138 01,200,000 PUT SWPTN GBP GSCMUS33 6M 2.4%/6MLIBOR European 317U683F3 06/05/2014 1/28/2014 8,353 8,353 0500,000 CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 2.42% European 317U831G2 12‐01‐2014 8/25/2014 2,200 2,200 0

2,500,000 CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 2.42% European 317U829G6 12‐01‐2014 8/25/2014 10,750 10,750 07,600,000 PUT SWPTN USD DEUTGB2L 6M 1.2%/3MLIBOR European 317U846F7 09‐03‐2014 3/6/2014 6,536 6,536 0500,000 PUT SWPTN USD DEUTGB2L 6M 2.86%/3MLIBOR European 317U832G1 12‐01‐2014 8/25/2014 2,225 2,225 0

2,500,000 PUT SWPTN USD MSCSUS33 6M 2.86%/3MLIBOR European 317U830G3 12‐01‐2014 8/25/2014 11,750 11,750 07,700,000 PUT SWPTN USD RBOSGB2RTCM 4.25 / LIBOR EUROPEAN 317U703F9 07‐28‐2014 1/31/2014 76,615 76,615 0(2,600,000) PUT SWAPTION EUR CSFPGB2L 3M .7% EUROPEAN 3175RSH74 17/09/2014 8/27/2014 9/17/2014 0 (1,030) 1,030(1,200,000) CALL SWAPTION GBP GSCMUS33 6MLIBOR/6M 1.7% European 317U684F2 06/05/2014 1/28/2014 5/6/2014 0 (2,138) 2,138(1,200,000) PUT SWPTN GBP GSCMUS33 6M 2.4%/6MLIBOR European 317U683F3 06/05/2014 1/28/2014 5/6/2014 0 (8,353) 8,353(7,000,000) PUT SWPTN USD BOFAUS6S 6M 3.9%/3MLIBOR European 317U384F5 05‐19‐2014 11/27/2013 5/19/2014 0 (23,800) 23,800(7,600,000) PUT SWPTN USD DEUTGB2L 6M 1.2%/3MLIBOR European 317U846F7 09‐03‐2014 3/6/2014 9/3/2014 0 (6,536) 6,536(3,600,000) PUT SWPTN USD PNBPUS3W 2 / LIBOR EUROPEAN 317U337F3 03‐03‐2014 11/13/2013 3/3/2014 0 (13,140) 13,140(1,400,000) PUT SWPTN USD PNBPUS3W 6M 2.0%/3MLIBOR European 317U337F3 03‐03‐2014 11/13/2013 3/3/2014 0 (5,040) 5,040

800,000 PUT SWPTN USD RBOSGB2RTCM 3.45 / LIBOR EUROPEAN 317U488D5 09‐21‐2015 9/20/2012 10/9/2014 27,760 63,767 (36,007)(7,700,000) PUT SWPTN USD RBOSGB2RTCM 4.25 / LIBOR EUROPEAN 317U703F9 07‐28‐2014 1/31/2014 7/28/2014 0 (76,615) 76,6152,100,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 (76,786) (51,401) (25,384)2,400,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 (87,755) (56,964) (30,791)1,300,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 (47,534) (31,377) (16,157)800,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 (29,252) (19,961) (9,291)

1,100,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 (40,221) (27,210) (13,011)900,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 8/26/2014 (31,098) (21,722) (9,375)

2,500,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 3.75% 11/12/2018 SWU003CB4 3/8/2013 4/1/2014 0 (5,612) 5,612300,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 17/09/2024 SWU007I29 2/26/2014 7/17/2014 (22,940) 0 (22,940)700,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 8/22/2014 10/9/2014 (18,568) (27,923) 9,355200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/4/2014 10/9/2014 (5,305) (363) (4,942)200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/17/2014 10/9/2014 (5,305) 0 (5,305)200,000 CME_IRS CME_CSFBUS EUR P 2.75%/R 6M EURIB 17/09/2044 SWU005NQ4 7/17/2014 9/17/2014 (44,683) (40,868) (3,816)300,000 CME_IRS CME_NWSCUS EUR P 2.25%/R 6M EURIB 19/03/2024 SWU005NA9 9/16/2013 2/26/2014 (14,047) 0 (14,047)

2,700,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/4/2014 10/9/2014 (52,137) (33,515) (18,621)2,800,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/12/2014 10/9/2014 (54,068) (17,485) (36,582)400,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/15/2014 10/9/2014 (7,724) (2,784) (4,940)

2,800,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 10/9/2014 (287,952) 0 (287,952)

231




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2,900,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 10/9/2014 (298,236) 0 (298,236)400,000 CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.25% 09/05/2018 SWU005JL0 9/3/2013 9/10/2013 (12,567) 0 (12,567)

3,700,000 CME_IRS CME_NWSCUS USD P 3M LIBOR/R 1.4% 09/05/2018 SWU005JT3 9/3/2013 9/10/2013 (89,266) 0 (89,266)100,000 IRS 15/03/2018 SWU000MW3 6/8/2012 5/20/2014 0 (11) 11500,000 IRS 15/03/2018 SWU000MW3 6/8/2012 3/8/2013 0 (55) 55100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 (3,279) (614) (2,664)100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 (3,338) (616) (2,721)100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 (3,337) (661) (2,676)100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 (3,167) (635) (2,532)200,000 IRS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 0 (1,630) 1,630100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 0 (635) 635300,000 IRS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 0 (1,843) 1,843100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 0 (704) 704100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 0 (614) 614900,000 IRS 15/12/2017 SWU0888P9 10/6/2010 5/20/2014 0 (4,450) 4,450500,000 IRS 15/12/2017 SWU0889P8 10/6/2010 5/20/2014 0 (2,209) 2,20986,089 IRS 02/01/2015 SWU023PD4 2/5/2013 4/1/2014 (1,424) (200) (1,224)

0 IRS 02/01/2015 SWU023PD4 4/1/2014 4/1/2014 0 0 085,136 IRS 02/01/2015 SWU023PT9 2/5/2013 6/11/2014 (1,113) 0 (1,113)

1,461,940 IRS 02/01/2015 SWU023Z35 1/24/2013 6/11/2014 (23,549) (3,538) (20,012)516,773 IRS 02/01/2015 SWU02FFG1 1/24/2013 4/1/2014 (8,863) (1,449) (7,414)380,287 IRS 02/01/2015 SWU036C24 2/15/2012 6/11/2014 0 (189) 189

1,307,451 IRS 02/01/2015 SWU036QU7 10/11/2012 6/11/2014 (8,133) 0 (8,133)163,431 IRS 02/01/2015 SWU036QU7 10/11/2012 6/11/2014 (1,017) 0 (1,017)680,936 IRS 02/01/2015 SWU09H555 2/5/2013 4/1/2014 (10,009) (263) (9,746)425,585 IRS 02/01/2015 SWU09H555 2/5/2013 6/11/2014 (5,927) (164) (5,762)504,089 IRS 02/01/2017 SWU003PU8 4/2/2013 6/13/2014 (13,676) 0 (13,676)796,007 IRS 02/01/2017 SWU023JK5 4/24/2013 2/25/2014 (32,332) 0 (32,332)

0 IRS 02/01/2017 SWU023JK5 2/25/2014 2/25/2014 0 0 04,385,025 IRS 02/01/2017 SWU023VS4 4/1/2013 6/13/2014 (121,653) (5,550) (116,103)

0 IRS 02/01/2017 SWU023VS4 6/13/2014 6/13/2014 0 0 01,231,675 IRS 02/01/2017 SWU023WA2 4/24/2013 2/25/2014 (51,994) (1,300) (50,694)724,515 IRS 02/01/2017 SWU023WA2 4/24/2013 2/25/2014 (30,585) (763) (29,822)215,267 IRS 02/01/2017 SWU023WF1 4/15/2013 2/25/2014 (7,718) (292) (7,426)206,616 IRS 02/01/2017 SWU09G516 4/2/2013 2/25/2014 (7,054) 0 (7,054)286,761 IRS 02/01/2017 SWU09H753 4/15/2013 6/13/2014 (8,464) (210) (8,254)

0 IRS 02/01/2017 SWU09H753 6/13/2014 6/13/2014 0 0 03,274,409 IRS 04/01/2016 SWU008DF3 6/11/2014 10/9/2014 (8,000) (16,345) 8,345145,672 IRS 04/01/2021 SWU009E52 6/11/2014 10/9/2014 0 (192) 192

1,893,741 IRS 04/01/2021 SWU009E52 6/13/2014 10/9/2014 0 0 0437,017 IRS 04/01/2021 SWU009F51 6/13/2014 10/9/2014 0 (178) 178100,000 CDS BARCGB33 CDS_DUMMY_INDEX 20/03/2017 SWPC169R5 1/5/2012 8/1/2014 (2,507) 0 (2,507)

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1,600,000 CDS CITIUS33 20/12/2017 SWPC137V5 10/15/2012 10/9/2014 (166,197) 0 (166,197)1,000,000 CDS MSCSUS33 20/03/2017 SWPC300R5 1/17/2012 10/9/2014 (82,145) 0 (82,145)600,000 IRS 21/03/2017 SWU0307U1 11/23/2011 3/2/2012 0 (3,645) 3,645200,000 IRS 21/03/2017 SWU0307U1 2/2/2012 3/2/2012 0 0 0

1,500,000 IRS 21/03/2017 SWU0307U1 11/23/2011 3/2/2012 0 (9,113) 9,113700,000 CDS / STS CME_CSFBUS 06‐20‐2016 SWPC16GT3 5/22/2012 5/13/2013 (14,498) (145) (14,353)

1,800,000 CDS / STS CME_CSFBUS 06‐20‐2016 SWPC16GT3 5/22/2012 9/27/2013 (32,767) (372) (32,395)800,000 CDS BOFAUS6NGFX 12‐20‐2019 SWPC06OM0 9/23/2014 10/9/2014 (38,434) (43,905) 5,471

1,300,000 CDS CITIUS33 03‐20‐2019 SWPC02FP2 1/28/2014 3/21/2014 (101,255) (47,424) (53,831)1,300,000 CDS CITIUS33 03‐20‐2019 SWPC02FP2 1/28/2014 3/21/2014 (94,889) (47,424) (47,465)200,000 CDS CSFPGB2L 09‐20‐2016 SWPC120N2 7/13/2011 1/10/2014 (760) 0 (760)

1,100,000 CDS DEUTGB2L 12‐20‐2016 SWPC460Q3 11/16/2011 10/9/2014 (20,689) 0 (20,689)600,000 CDS GSILGB2X 12‐20‐2016 SWPC458Q7 11/16/2011 10/9/2014 (11,285) 0 (11,285)600,000 CDS GSILGB2X 12‐20‐2019 SWPC006O9 9/23/2014 10/9/2014 (28,825) (32,131) 3,306

3,300,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12‐20‐2018 SWPC969Z9 12/17/2013 1/6/2014 (59,588) (55,732) (3,856)500,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12‐20‐2018 SWPC969Z9 1/6/2014 1/6/2014 (9,028) (9,028) 0

1,200,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 0 0 03,800,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 0 0 01,400,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 0 0 0600,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 0 0 0

4,400,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 0 0 0900,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 4.0% 18/06/2019 SWU006I21 5/20/2014 0 0 0

2,400,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 56,964 56,964 02,100,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 51,401 51,401 0(500,000) CME_IRS CME_GOLDUS AUD P 3.75%/R 6M BBSW 15/03/2018 SWU000MW3 3/8/2013 (3,980) (3,980) 0(200,000) CME_IRS CME_NWSCUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 7/18/2013 0 0 01,100,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 27,210 27,210 02,200,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 53,099 53,099 0800,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 19,961 19,961 0

1,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.5% 18/06/2019 SWU008SX8 5/20/2014 0 0 01,600,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/15/2014 0 0 0900,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 0 0 0

1,700,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 0 0 01,700,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 0 0 01,100,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 0 0 02,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 0 0 04,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 0 0 0100,000 CME_IRS CME_SBSIUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 7/18/2013 0 0 0100,000 CME_IRS CME_SBSIUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 7/18/2013 0 0 0100,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 3/6/2013 0 0 0100,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 3/6/2013 0 0 0300,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 17/09/2024 SWU007I29 2/26/2014 0 0 0

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700,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 8/22/2014 27,923 27,923 0200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/4/2014 363 363 0200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/17/2014 0 0 0200,000 CME_IRS CME_CSFBUS EUR P 2.75%/R 6M EURIB 17/09/2044 SWU005NQ4 7/17/2014 40,868 40,868 0

2,700,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/4/2014 33,515 33,515 0400,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/15/2014 2,784 2,784 0

2,800,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/12/2014 17,485 17,485 01,900,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R .36% 09/17/2015 SWU00AEH3 9/15/2014 0 0 07,000,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R .5% 12/17/2015 SWU006QR7 9/16/2014 0 0 0

21,100,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.25% 06/18/2017 SWU006OD0 5/29/2014 0 0 01,600,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 0 0 01,600,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 0 0 03,700,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/7/2014 0 0 0(4,500,000) CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 11/20/2013 (118,620) (118,620) 0(800,000) CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 10/30/2013 (20,504) (20,504) 0

(3,300,000) CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 12/2/2013 (73,359) (73,359) 02,900,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 0 0 02,900,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 0 0 0

13,300,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R .75% 09/17/2015 SWU005MH5 9/12/2014 0 0 010,500,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 0 0 010,500,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 0 0 012,400,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/20/2014 0 0 0

400,000 CME_IRS CME_MSCSUS USD P 1.25%/R 3M LIBOR 09/05/2018 SWU005JL0 9/10/2013 0 0 03,700,000 CME_IRS CME_NWSCUS USD P 1.4%/R 3M LIBOR 09/05/2018 SWU005JT3 9/10/2013 0 0 08,300,000 CME_IRS CME_SBSIUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/20/2014 0 0 0390,000 OTC DERIVATIVE CASH COLL PAY FROM GOLDMAN SACHS INTERNATIONAL 8/19/2014 390,000 390,000 0360,000 OTC DERIVATIVE CASH COLL PAY TO GOLDMAN SACHS 11/7/2014 360,000 360,000 060,000 TBA COLLATERAL PAYABLE FROM CITIBANK 5/8/2014 60,000 60,000 060,000 TBA COLLATERAL PAYABLE FROM CITIBANK 7/7/2014 60,000 60,000 060,000 TBA COLLATERAL PAYABLE FROM CITIBANK 10/7/2014 60,000 60,000 050,000 TBA COLLATERAL PAYABLE FROM MORGAN STANLEY 4/16/2014 50,000 50,000 065,000 OTC DERIVATIVE CASH COLL PAY FROM MORGANSTANLEY 7/22/2014 10/15/2014 65,000 65,000 0

245,000 OTC DERIVATIVE CASH COLL PAY FROM MORGANSTANLEY 10/15/2014 10/15/2014 245,000 245,000 00 IRS 02/01/2015 SWU023PD4 4/1/2014 0 0 0

3,187,910 IRS 02/01/2017 SWU005HD0 6/11/2014 0 0 0350,403 IRS 02/01/2017 SWU006L35 4/1/2014 0 0 0700,806 IRS 02/01/2017 SWU006L68 4/1/2014 0 0 0

0 IRS 02/01/2017 SWU023JK5 2/25/2014 0 0 00 IRS 02/01/2017 SWU023VS4 6/13/2014 0 0 00 IRS 02/01/2017 SWU09H753 6/13/2014 0 0 0

3,274,409 IRS 04/01/2016 SWU008DF3 6/11/2014 16,345 16,345 0145,672 IRS 04/01/2021 SWU009E52 6/11/2014 192 192 0

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1,893,741 IRS 04/01/2021 SWU009E52 6/13/2014 0 0 0437,017 IRS 04/01/2021 SWU009F51 6/13/2014 178 178 0

(2,100,000) IRS 21/03/2017 SWU0307U1 2/2/2012 0 0 0(800,000) IRS 21/03/2017 SWU0307U1 3/2/2012 (24,925) (24,925) 02,100,000 IRS 21/03/2017 SWU0307U1 2/2/2012 0 0 0(1,500,000) IRS 21/03/2017 SWU0307U1 3/2/2012 (46,935) (46,935) 0(1,800,000) CDS / STS CME_CSFBUS 06‐20‐2016 SWPC16GT3 9/27/2013 0 0 0(700,000) CDS / STS CME_CSFBUS 06‐20‐2016 SWPC16GT3 5/13/2013 0 0 0(500,000) CDS / STS ICE_CSFBUS 06‐20‐2019 SWPC03GC8 3/26/2014 0 0 0

(10,400,000) CDS / STS ICE_CSFBUS 12‐20‐2018 SWPC969Z9 12/17/2013 (175,640) (175,640) 0800,000 CDS BOFAUS6NGFX 12‐20‐2019 SWPC06OM0 9/23/2014 43,905 43,905 0

2,600,000 CDS CITIUS33 03‐20‐2019 SWPC02FP2 1/28/2014 94,848 94,848 01,900,000 CDS GSILGB2X 09‐20‐2019 SWPC05YQ2 8/12/2014 0 0 0600,000 CDS GSILGB2X 12‐20‐2019 SWPC006O9 9/23/2014 32,131 32,131 0500,000 CDS MSCSUS33 12‐20‐2018 SWPC05UE3 8/5/2014 0 0 0

0 IRS 02/01/2017 SWU005HD0 10/9/2014 10/10/2014 0 0 03,300,000 CDS / STS ICE_CSFBUS 12‐20‐2018 SWPC969Z9 12/17/2013 1/6/2014 0 0 0500,000 CDS / STS ICE_CSFBUS 12‐20‐2018 SWPC969Z9 1/6/2014 1/6/2014 0 0 059,000 CCP RECEIVABLE FROM UCREDIT SUISSE SECURITIES 11/8/2013 4/15/2014 59,000 59,000 015,000 CCP RECEIVABLE FROM UCREDIT SUISSE SECURITIES 11/8/2013 1/7/2014 15,000 15,000 012,000 CCP DUE FROM BARCLAYS 3/19/2013 4/1/2014 12,000 12,000 01,000 CCP DUE FROM BARCLAYS 8/20/2014 10/10/2014 1,000 1,000 0

175,000 CCP DUE TO/FROM CREDIT SUISSE 10/1/2013 4/3/2014 175,000 175,000 014,000 CCP DUE TO/FROM CREDIT SUISSE 3/10/2014 4/3/2014 14,000 14,000 010,000 CCP DUE TO/FROM CREDIT SUISSE 10/1/2013 3/7/2014 10,000 10,000 09,000 CCP DUE TO/FROM CREDIT SUISSE 9/17/2014 10/10/2014 9,000 9,000 0

63,000 CCP DUE TO/FROM MORGAN STANLEY 10/1/2013 4/23/2014 63,000 63,000 08,000 CCP DUE TO/FROM MORGAN STANLEY 9/6/2013 3/21/2014 8,000 8,000 03,000 CCP DUE TO/FROM MORGAN STANLEY 10/1/2013 3/21/2014 3,000 3,000 04,000 OTC DER CASH COLL REC FROM DEUTSCHE BANK 7/8/2013 4/16/2014 4,000 4,000 0

64,000 OTC DER CASH COLL REC FROM DEUTSCHE BANK 10/1/2013 4/16/2014 64,000 64,000 010,000 OTC DER CASH COLL REC FROM DEUTSCHE BANK 8/26/2014 10/10/2014 10,000 10,000 052,000 OTC DERICASH COLL RECEI FROM CITIBANK 3/21/2014 8/27/2014 52,000 52,000 06,000 OTC DERICASH COLL RECEI FROM CITIBANK 3/24/2014 8/27/2014 6,000 6,000 07,000 OTC DERICASH COLL RECEI FROM CITIBANK 3/15/2013 5/2/2014 7,000 7,000 08,000 OTC DERICASH COLL RECEI FROM CITIBANK 6/27/2013 5/2/2014 8,000 8,000 06,000 OTC DERICASH COLL RECEI FROM CITIBANK 6/28/2013 5/2/2014 6,000 6,000 09,000 OTC DERICASH COLL RECEI FROM CITIBANK 7/2/2013 5/2/2014 9,000 9,000 0

10,000 OTC DERICASH COLL RECEI FROM CITIBANK 7/9/2013 5/2/2014 10,000 10,000 059,000 OTC DERICASH COLL RECEI FROM CITIBANK 10/1/2013 5/2/2014 59,000 59,000 022,000 OTC DERICASH COLL RECEI FROM CITIBANK 3/21/2014 5/2/2014 22,000 22,000 0

260,000 OTC DERIVATIVE CASH COLL RECEIVABLE FROMCITIBANK 2/4/2014 9/30/2014 260,000 260,000 0

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272,000 OTC DERIVATIVE CASH COLL RECEIVABLE FROMHSBC 5/8/2014 6/19/2014 272,000 272,000 08,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 10/1/2013 4/3/2014 8,000 8,000 0

227,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 10/17/2013 4/3/2014 227,000 227,000 06,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 1/21/2014 4/3/2014 6,000 6,000 07,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 1/24/2014 4/3/2014 7,000 7,000 06,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 1/30/2014 4/3/2014 6,000 6,000 07,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 2/4/2014 4/3/2014 7,000 7,000 0

13,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 6/26/2014 10/10/2014 13,000 13,000 010,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 7/18/2014 10/10/2014 10,000 10,000 07,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 7/28/2014 10/10/2014 7,000 7,000 08,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 8/18/2014 10/10/2014 8,000 8,000 09,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 8/28/2014 10/10/2014 9,000 9,000 09,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 10/8/2014 10/10/2014 9,000 9,000 01,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 6/12/2012 3/21/2014 1,000 1,000 01,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 6/21/2012 3/21/2014 1,000 1,000 06,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 8/10/2012 3/21/2014 6,000 6,000 0

10,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 12/6/2012 3/21/2014 10,000 10,000 020,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 10/1/2013 3/21/2014 20,000 20,000 0

1,200,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 10/9/2014 21,808 21,810 (2)600,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 10/9/2014 10,904 10,981 (77)

4,400,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 10/9/2014 79,963 72,197 7,7663,800,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 10/9/2014 69,059 63,127 5,9321,400,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 10/9/2014 25,443 23,858 1,585900,000 CME_IRS CME_BARCUS AUD P 6M BBSW/R 4.0% 18/06/2019 SWU006I21 5/20/2014 10/9/2014 30,320 21,643 8,677

2,400,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 0 0 02,100,000 CME_IRS CME_CSFBUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 0 0 0100,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 8/26/2014 0 0 0800,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 8/26/2014 0 0 0

2,200,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 0 0 01,000,000 CME_IRS CME_NWSCUS AUD P 4.25%/R 6M BBSW 17/12/2024 SWU009H00 8/13/2014 10/9/2014 0 0 01,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.5% 18/06/2019 SWU008SX8 5/20/2014 10/9/2014 13,170 2,898 10,2711,700,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 10/9/2014 30,895 29,833 1,062900,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 10/9/2014 16,356 16,487 (131)

1,700,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/11/2014 10/9/2014 30,895 30,578 3171,100,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/14/2014 10/9/2014 19,991 20,131 (141)1,600,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 7/15/2014 10/9/2014 29,077 28,278 7994,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 10/9/2014 72,694 65,568 7,1262,000,000 CME_IRS CME_NWSCUS AUD P 6M BBSW/R 3.75% 17/12/2019 SWU009I66 8/13/2014 10/9/2014 36,347 33,866 2,4802,500,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 3.75% 11/12/2018 SWU003CB4 3/8/2013 4/1/2014 16,498 0 16,498100,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 2/22/2013 8/26/2014 4,432 75 4,357100,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 3/6/2013 8/26/2014 4,432 718 3,714300,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 17/09/2024 SWU007I29 2/26/2014 7/17/2014 0 1,357 (1,357)

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700,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 8/22/2014 10/9/2014 0 0 0200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/4/2014 10/9/2014 0 0 0200,000 CME_IRS CME_CSFBUS EUR P 2.0%/R 6M EURIB 18/03/2045 SWU00A1G9 9/17/2014 10/9/2014 0 4,234 (4,234)200,000 CME_IRS CME_CSFBUS EUR P 2.75%/R 6M EURIB 17/09/2044 SWU005NQ4 7/17/2014 9/17/2014 0 0 0300,000 CME_IRS CME_NWSCUS EUR P 2.25%/R 6M EURIB 19/03/2024 SWU005NA9 9/16/2013 2/26/2014 0 4,011 (4,011)100,000 CME_IRS CME_BARCUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 7/31/2014 540 0 540

2,700,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/4/2014 10/9/2014 0 0 02,800,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/12/2014 10/9/2014 0 0 0400,000 CME_IRS CME_CSFBUS USD P 2.25%/R 3M LIBOR 12/17/2019 SWU009FM4 9/15/2014 10/9/2014 0 0 0

1,900,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R .36% 09/17/2015 SWU00AEH3 9/15/2014 10/9/2014 1,235 0 1,2357,000,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R .5% 12/17/2015 SWU006QR7 9/16/2014 10/9/2014 7,225 140 7,085

12,400,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.25% 06/18/2017 SWU006OD0 5/29/2014 8/8/2014 91,636 122,351 (30,715)5,400,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.25% 06/18/2017 SWU006OD0 5/29/2014 7/17/2014 36,018 53,282 (17,264)3,300,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.25% 06/18/2017 SWU006OD0 5/29/2014 6/19/2014 19,305 32,561 (13,256)2,400,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 10/9/2014 71,040 0 71,0401,600,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 10/9/2014 47,360 0 47,3603,700,000 CME_IRS CME_CSFBUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/7/2014 5/1/2014 95,017 29,785 65,2322,900,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 10/9/2014 0 162,690 (162,690)2,800,000 CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 10/16/2013 10/9/2014 0 157,920 (157,920)

13,300,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R .75% 09/17/2015 SWU005MH5 9/12/2014 10/9/2014 60,382 50,484 9,898800,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 10/30/2013 20,504 11,536 8,968

10,500,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 3/20/2014 190,575 150,885 39,6903,300,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 12/2/2013 73,359 47,586 25,7734,500,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 11/20/2013 118,620 64,890 53,730300,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 3/20/2014 5,445 4,311 1,134

1,900,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10/16/2013 3/20/2014 34,485 27,398 7,08712,400,000 CME_IRS CME_GOLDUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/20/2014 5/1/2014 318,434 163,680 154,754

400,000 CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.25% 09/05/2018 SWU005JL0 9/3/2013 9/10/2013 0 0 0400,000 CME_IRS CME_MSCSUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 10/9/2014 11,840 0 11,840

3,700,000 CME_IRS CME_NWSCUS USD P 3M LIBOR/R 1.4% 09/05/2018 SWU005JT3 9/3/2013 9/10/2013 0 0 08,300,000 CME_IRS CME_SBSIUS USD P 3M LIBOR/R 4.5% 06/19/2024 SWU006TF0 3/20/2014 5/1/2014 213,146 107,070 106,076

0 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 4/4/2013 (145,374) (145,374) 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 10/1/2012 (111,500) (111,500) 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 4/4/2013 145,374 145,374 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 10/1/2012 111,500 111,500 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 10/3/2013 (167,818) (167,818) 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 10/3/2013 167,818 167,818 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 4/3/2014 186,249 186,249 00 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 10/2/2014 135,283 135,283 0

2,900,000 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/17/2012 11/20/2014 427,750 1,965,257 (1,537,507)295,717 RECEIVABLE FROM LEHMAN LSI ‐ PIMCO 12/19/2014 0 295,717 (295,717)900,000 IRS AUD BARCGB33 15/12/2017 SWU0888P9 10/6/2010 5/20/2014 76,629 0 76,629

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500,000 IRS AUD CME_GOLDUS 15/03/2018 SWU000MW3 6/8/2012 3/8/2013 3,980 0 3,980100,000 IRS AUD CME_GOLDUS 15/03/2018 SWU000MW3 6/8/2012 5/20/2014 1,968 0 1,968100,000 IRS AUD CME_GOLDUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 1,287 0 1,287300,000 IRS AUD CME_GOLDUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 3,861 0 3,861100,000 IRS AUD CME_GOLDUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 1,287 0 1,287

1,100,000 IRS AUD CME_NWSCUS 15/03/2018 SWU000MW3 6/15/2012 5/20/2014 21,651 4,815 16,836100,000 IRS AUD CME_NWSCUS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 0 0 0100,000 IRS AUD CME_NWSCUS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 0 0 0100,000 IRS AUD CME_NWSCUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 1,287 0 1,287100,000 IRS AUD CME_NWSCUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 1,287 0 1,287100,000 IRS AUD CME_SBSIUS 15/03/2023 SWU000YP5 12/5/2012 8/26/2014 1,287 0 1,287100,000 IRS AUD CME_SBSIUS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 0 0 0100,000 IRS AUD CME_SBSIUS 15/03/2023 SWU000YP5 12/5/2012 7/18/2013 0 0 0500,000 IRS AUD DEUTGB2L 15/12/2017 SWU0889P8 10/6/2010 5/20/2014 42,440 0 42,440

3,274,409 IRS BRL / 1D 11.32% BOFAUS6S 04/01/2016 SWU008DF3 6/11/2014 10/9/2014 0 0 0145,672 IRS BRL / 1D 11.68% BNPAFRPP 04/01/2021 SWU009E52 6/11/2014 10/9/2014 2,141 0 2,141

1,893,741 IRS BRL / 1D 11.68% BNPAFRPP 04/01/2021 SWU009E52 6/13/2014 10/9/2014 27,827 1,200 26,6260 IRS BRL / 1D 11.68% BNPAFRPP 04/01/2021 SWU009E52 6/13/2014 10/10/2014 0 0 0

3,187,910 IRS BRL / 1M 11.47% BOFAUS3DCRD 02/01/2017 SWU005HD0 6/11/2014 10/9/2014 14,385 19,419 (5,034)0 IRS BRL / 1M 11.47% BOFAUS3DCRD 02/01/2017 SWU005HD0 10/9/2014 10/9/2014 0 0 0

85,136 IRS BRL / 1M 7.89% CHASUS33 02/01/2015 SWU023PT9 2/5/2013 6/11/2014 0 60 (60)0 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/24/2012 6/11/2014 0 0 0

363,225 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/24/2012 6/11/2014 8,688 3,016 5,672435,870 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/24/2012 6/11/2014 10,425 3,286 7,139581,161 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/24/2012 6/11/2014 13,900 4,768 9,132437,017 IRS BRL / ZERO 11.68% DEUTGB2L 04/01/2021 SWU009F51 6/13/2014 10/9/2014 6,422 0 6,422

0 IRS BRL / ZERO 12.255% BNPAFRPP 02/01/2017 SWU006L35 4/1/2014 6/11/2014 0 0 0350,403 IRS BRL / ZERO 12.255% BNPAFRPP 02/01/2017 SWU006L35 4/1/2014 6/11/2014 4,496 181 4,315700,806 IRS BRL / ZERO 12.255% USMSMYK1 02/01/2017 SWU006L68 4/1/2014 6/13/2014 9,298 363 8,934

0 IRS BRL / ZERO 12.255% USMSMYK1 02/01/2017 SWU006L68 4/1/2014 6/13/2014 0 0 0516,773 IRS BRL / ZERO 7.55% GSCMUS33 02/01/2015SWU02FFG1 1/24/2013 4/1/2014 0 0 0

1,461,940 IRS BRL / ZERO 7.585% BOFAUS3N 02/01/2015 SWU023Z35 1/24/2013 6/11/2014 0 0 086,089 IRS BRL / ZERO 7.62% DEUTGB2L 02/01/2015SWU023PD4 2/5/2013 4/1/2014 0 0 0

0 IRS BRL / ZERO 7.62% DEUTGB2L 02/01/2015SWU023PD4 4/1/2014 4/1/2014 0 0 00 IRS BRL / ZERO 7.795% MSCSUS33 02/01/2015 SWU09H555 2/5/2013 6/11/2014 0 0 0

680,936 IRS BRL / ZERO 7.795% MSCSUS33 02/01/2015 SWU09H555 2/5/2013 4/1/2014 0 0 0425,585 IRS BRL / ZERO 7.795% MSCSUS33 02/01/2015 SWU09H555 2/5/2013 6/11/2014 0 0 0724,515 IRS BRL / ZERO 8.495% CSFPGB2L 02/01/2017 SWU023WA2 4/24/2013 2/25/2014 0 0 0507,160 IRS BRL / ZERO 8.495% CSFPGB2L 02/01/2017 SWU023WA2 4/24/2013 2/25/2014 0 0 0724,515 IRS BRL / ZERO 8.495% CSFPGB2L 02/01/2017 SWU023WA2 4/24/2013 2/25/2014 0 0 0796,007 IRS BRL / ZERO 8.6% DEUTGB2L 02/01/2017 SWU023JK5 4/24/2013 2/25/2014 0 594 (594)

0 IRS BRL / ZERO 8.6% DEUTGB2L 02/01/2017 SWU023JK5 2/25/2014 2/25/2014 0 0 0

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206,616 IRS BRL / ZERO 8.86% BOFAUS6S 02/01/2017SWU09G516 4/2/2013 2/25/2014 0 215 (215)4,385,025 IRS BRL / ZERO 8.9% HSBCUS33 02/01/2017 SWU023VS4 4/1/2013 6/13/2014 0 0 0

0 IRS BRL / ZERO 8.9% HSBCUS33 02/01/2017 SWU023VS4 6/13/2014 6/13/2014 0 0 0215,267 IRS BRL / ZERO 8.9% USMSMYK1 02/01/2017 SWU023WF1 4/15/2013 2/25/2014 0 0 0286,761 IRS BRL / ZERO 8.935% CSFPGB2L 02/01/2017 SWU09H753 4/15/2013 6/13/2014 0 0 0

0 IRS BRL / ZERO 8.935% CSFPGB2L 02/01/2017 SWU09H753 6/13/2014 6/13/2014 0 0 00 IRS BRL / ZERO 9.14% MSCSUS33 02/01/2017SWU003PU8 4/2/2013 6/13/2014 0 0 0

504,089 IRS BRL / ZERO 9.14% MSCSUS33 02/01/2017SWU003PU8 4/2/2013 6/13/2014 0 0 00 IRS BRL /ZERO 8.44% BOFAUS3N 02/01/2015 SWU036QU7 10/11/2012 6/11/2014 0 0 0

1,307,451 IRS BRL /ZERO 8.44% BOFAUS3N 02/01/2015 SWU036QU7 10/11/2012 6/11/2014 0 9,776 (9,776)163,431 IRS BRL /ZERO 8.44% BOFAUS3N 02/01/2015 SWU036QU7 10/11/2012 6/11/2014 0 1,241 (1,241)380,287 IRS BRL /ZERO 9.98% CHASUS33 02/01/2015 SWU036C24 2/15/2012 6/11/2014 5,493 0 5,493100,000 CDS BARCGB33 BUY PROTECTION ON CDS_DUMMY_INDEX 20/03/2017 SWPC169R5 1/5/2012 8/1/2014 0 2,100 (2,100)

1,600,000 CDS CITIUS33 PURC PROTECTION ON INTESA SANPAOLO S.P. 20/12/2017 SWPC137V5 10/15/2012 10/9/2014 0 4,884 (4,884)1,000,000 CDS MSCSUS33 PURC PROTECTION ON INTESA SANPAOLO S.P. 20/03/2017 SWPC300R5 1/17/2012 10/9/2014 0 80,574 (80,574)1,500,000 IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 11/23/2011 3/2/2012 46,935 0 46,935600,000 IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 11/23/2011 3/2/2012 18,694 0 18,694200,000 IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 2/2/2012 3/2/2012 6,231 5,928 303

1,900,000 IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 2/2/2012 3/20/2014 104,759 56,316 48,443700,000 CDS / STS CME_CSFBUS PURC PROTECTION ON CDX NAIGS16V1 5Y 06‐20‐2016 SWPC16GT3 5/22/2012 5/13/2013 0 0 0

1,800,000 CDS / STS CME_CSFBUS PURC PROTECTION ON CDX NAIGS16V1 5Y 06‐20‐2016 SWPC16GT3 5/22/2012 9/27/2013 0 0 07,100,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12‐20‐2018 SWPC969Z9 11/7/2013 12/17/2013 119,908 109,014 10,8943,300,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12‐20‐2018 SWPC969Z9 12/17/2013 12/17/2013 55,732 55,732 0500,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12‐20‐2018 SWPC969Z9 1/6/2014 3/26/2014 8,853 9,028 (176)500,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS22V1 5Y 06‐20‐2019 SWPC03GC8 3/26/2014 4/14/2014 8,140 7,465 675800,000 CDS BOFAUS6NGFX SELL PROTECTION ON DELL COMPUTER CORP 12‐20‐2019 SWPC06OM0 9/23/2014 10/9/2014 0 0 0

1,300,000 CDS CITIUS33 SELL PROTECTION ON RUSSIAN FEDN 03‐20‐2019 SWPC02FP2 1/28/2014 3/21/2014 0 0 01,300,000 CDS CITIUS33 SELL PROTECTION ON RUSSIAN FEDN 03‐20‐2019 SWPC02FP2 1/28/2014 3/21/2014 0 0 0200,000 CDS CSFPGB2L PURC PROTECTION ON INTESA SANPAOLO S.P. 09‐20‐2016 SWPC120N2 7/13/2011 1/10/2014 0 12,826 (12,826)

1,100,000 CDS DEUTGB2L PURC PROTECTION ON AMERICANEXPRESS CO 12‐20‐2016 SWPC460Q3 11/16/2011 10/9/2014 0 8,749 (8,749)600,000 CDS GSILGB2X PURC PROTECTION ON AMERICANEXPRESS CO 12‐20‐2016 SWPC458Q7 11/16/2011 10/9/2014 0 4,772 (4,772)600,000 CDS GSILGB2X SELL PROTECTION ON DELL COMPUTER CORP 12‐20‐2019 SWPC006O9 9/23/2014 10/9/2014 0 0 0

1,900,000 CDS GSILGB2X SELL PROTECTION ON FORD MOTOR CREDIT CO 09‐20‐2019 SWPC05YQ2 8/12/2014 10/9/2014 365,490 401,522 (36,032)500,000 CDS MSCSUS33 SELL PROTECTION ON GOLDMAN SACHS GROUP 12‐20‐2018 SWPC05UE3 8/5/2014 10/9/2014 5,719 5,913 (194)

TOTAL OPTIONS 4,329,816 7,102,007 (2,772,190)

71,000 UNITED STATES OF AMER TREAS BILLS 0 TB DUE 05‐29‐2014 USD1000 5/29/2013 2/18/2014 70,990 70,903 87200,000 UNITED STATES OF AMER TREAS BILLS 0 TB DUE 05‐29‐2014 USD1000 6/6/2013 2/18/2014 199,973 199,748 225600,000 UNITED STATES TREAS BILLS 04‐24‐2014 UNITED STATES TREAS BILLS 3/24/2014 3/27/2014 599,982 599,979 3

6,600,000 UNITED STATES TREAS BILLS 04‐24‐2014 UNITED STATES TREAS BILLS 3/24/2014 4/14/2014 6,599,933 6,599,769 1648,500,000 UNITED STATES TREAS BILLS 05‐08‐2014 UNITED STATES TREAS BILLS 2/28/2014 3/24/2014 8,499,752 8,499,221 531

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8,128,000 UNITED STATES TREAS BILLS 05‐08‐2014 UNITED STATES TREAS BILLS 2/28/2014 3/28/2014 8,127,828 8,127,255 5731,300,000 UNITED STATES TREAS BILLS 10‐23‐2014 UNITED STATES TREAS BILLS 4/21/2014 5/2/2014 1,299,749 1,299,639 1101,300,000 UNITED STATES TREAS BILLS 04‐24‐2014 UNITED STATES TREAS BILLS 3/24/2014 4/24/2014 1,300,000 1,299,955 46272,000 UNITED STATES TREAS BILLS 05‐08‐2014 UNITED STATES TREAS BILLS 2/28/2014 5/8/2014 272,000 271,975 25

TOTAL US T‐BILLS 26,970,207 26,968,443 1,764

2,000,000 BUY TO OPEN REPO W/BARCLAYS .02% FROM 01‐21‐2014 TO 01‐22‐2014 1/22/2014 2,000,000 2,000,000 02,900,000 BUY TO OPEN REPO W/BARCLAYS .03% FROM 02‐10‐2014 TO 02‐11‐2014 2/11/2014 2,900,000 2,900,000 07,700,000 BUY TO OPEN REPO W/BARCLAYS .03% FROM 02‐24‐2014 TO 02‐25‐2014 2/25/2014 7,700,000 7,700,000 06,600,000 BUY TO OPEN REPO W/BARCLAYS .05% FROM 02‐11‐2014 TO 02‐12‐2014 2/12/2014 6,600,000 6,600,000 0700,000 BUY TO OPEN REPO W/BARCLAYS .05% FROM 04‐17‐2014 TO 04‐21‐2014 4/21/2014 700,000 700,000 0

5,000,000 BUY TO OPEN REPO W/BARCLAYS .06% FROM 01‐03‐2014 TO 01‐06‐2014 1/6/2014 5,000,000 5,000,000 04,900,000 BUY TO OPEN REPO W/BARCLAYS .06% FROM 07‐23‐2014 TO 07‐24‐2014 7/24/2014 4,900,000 4,900,000 05,800,000 BUY TO OPEN REPO W/BARCLAYS .07% FROM 07‐22‐2014 TO 07‐23‐2014 7/23/2014 5,800,000 5,800,000 02,000,000 BUY TO OPEN REPO W/BARCLAYS .07% FROM 10‐10‐2014 TO 10‐14‐2014 10/14/2014 2,000,000 2,000,000 02,700,000 BUY TO OPEN REPO W/BARCLAYS .08% FROM 07‐11‐2014 TO 07‐14‐2014 7/14/2014 2,700,000 2,700,000 05,900,000 BUY TO OPEN REPO W/BARCLAYS .08% FROM 07‐21‐2014 TO 07‐22‐2014 7/22/2014 5,900,000 5,900,000 05,700,000 BUY TO OPEN REPO W/BARCLAYS .08% FROM 07‐29‐2014 TO 07‐30‐2014 7/30/2014 5,700,000 5,700,000 07,000,000 BUY TO OPEN REPO W/BARCLAYS .08% FROM 07‐30‐2014 TO 07‐31‐2014 7/31/2014 7,000,000 7,000,000 02,500,000 BUY TO OPEN REPO W/BARCLAYS .09% FROM 07‐14‐2014 TO 07‐15‐2014 7/15/2014 2,500,000 2,500,000 05,800,000 BUY TO OPEN REPO W/BARCLAYS .09% FROM 07‐16‐2014 TO 07‐17‐2014 7/17/2014 5,800,000 5,800,000 07,100,000 BUY TO OPEN REPO W/BARCLAYS .09% FROM 07‐28‐2014 TO 07‐29‐2014 7/29/2014 7,100,000 7,100,000 05,100,000 BUY TO OPEN REPO W/BARCLAYS .1% FROM 07‐25‐2014 TO 07‐28‐2014 7/28/2014 5,100,000 5,100,000 0

17,000,000 BUY TO OPEN REPO W/BNP PARIB .01% FROM 01‐29‐2014 TO 01‐30‐2014 1/30/2014 17,000,000 17,000,000 05,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐02‐2014 TO 01‐03‐2014 1/3/2014 5,000,000 5,000,000 0

16,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐09‐2014 TO 01‐10‐2014 1/10/2014 16,000,000 16,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐22‐2014 TO 01‐23‐2014 1/23/2014 17,000,000 17,000,000 016,900,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐23‐2014 TO 01‐24‐2014 1/24/2014 16,900,000 16,900,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐24‐2014 TO 01‐27‐2014 1/27/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐27‐2014 TO 01‐28‐2014 1/28/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐28‐2014 TO 01‐29‐2014 1/29/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 01‐30‐2014 TO 01‐31‐2014 1/31/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .02% FROM 02‐11‐2014 TO 02‐12‐2014 2/12/2014 17,000,000 17,000,000 016,100,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 01‐13‐2014 TO 01‐14‐2014 1/14/2014 16,100,000 16,100,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 01‐14‐2014 TO 01‐15‐2014 1/15/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐03‐2014 TO 02‐04‐2014 2/4/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐05‐2014 TO 02‐06‐2014 2/6/2014 17,000,000 17,000,000 02,100,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐05‐2014 TO 02‐06‐2014 2/6/2014 2,100,000 2,100,000 0

15,200,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐06‐2014 TO 02‐07‐2014 2/7/2014 15,200,000 15,200,000 015,200,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐07‐2014 TO 02‐10‐2014 2/10/2014 15,200,000 15,200,000 020,700,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐10‐2014 TO 02‐11‐2014 2/11/2014 20,700,000 20,700,000 0

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17,000,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐12‐2014 TO 02‐13‐2014 2/13/2014 17,000,000 17,000,000 017,000,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐13‐2014 TO 02‐14‐2014 2/14/2014 17,000,000 17,000,000 09,300,000 BUY TO OPEN REPO W/BNP PARIB .03% FROM 02‐20‐2014 TO 02‐21‐2014 2/21/2014 9,300,000 9,300,000 01,300,000 BUY TO OPEN REPO W/BNP PARIB .04% FROM 04‐23‐2014 TO 04‐24‐2014 4/24/2014 1,300,000 1,300,000 0

14,400,000 BUY TO OPEN REPO W/BNP PARIB .06% FROM 01‐03‐2014 TO 01‐06‐2014 1/6/2014 14,400,000 14,400,000 07,700,000 BUY TO OPEN REPO W/BNP PARIB .06% FROM 04‐09‐2014 TO 04‐10‐2014 4/10/2014 7,700,000 7,700,000 0900,000 BUY TO OPEN REPO W/BNP PARIB .08% FROM 03‐05‐2014 TO 03‐06‐2014 3/6/2014 900,000 900,000 0

8,300,000 BUY TO OPEN REPO W/BNP PARIB .1% FROM 07‐18‐2014 TO 07‐21‐2014 7/21/2014 8,300,000 8,300,000 05,100,000 BUY TO OPEN REPO W/CHASE SEC .02% FROM 01‐24‐2014 TO 01‐27‐2014 1/27/2014 5,100,000 5,100,000 0700,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 01‐14‐2014 TO 01‐15‐2014 1/15/2014 700,000 700,000 0700,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 01‐17‐2014 TO 01‐21‐2014 1/21/2014 700,000 700,000 0600,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 01‐22‐2014 TO 01‐23‐2014 1/23/2014 600,000 600,000 0

1,100,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 01‐27‐2014 TO 01‐28‐2014 1/28/2014 1,100,000 1,100,000 03,600,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 02‐12‐2014 TO 02‐13‐2014 2/13/2014 3,600,000 3,600,000 08,600,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 02‐14‐2014 TO 02‐18‐2014 2/18/2014 8,600,000 8,600,000 02,400,000 BUY TO OPEN REPO W/CHASE SEC .03% FROM 02‐25‐2014 TO 02‐26‐2014 2/26/2014 2,400,000 2,400,000 0700,000 BUY TO OPEN REPO W/CHASE SEC .04% FROM 01‐15‐2014 TO 01‐16‐2014 1/16/2014 700,000 700,000 0

2,100,000 BUY TO OPEN REPO W/CHASE SEC .04% FROM 02‐13‐2014 TO 02‐14‐2014 2/14/2014 2,100,000 2,100,000 04,000,000 BUY TO OPEN REPO W/CHASE SEC .04% FROM 02‐24‐2014 TO 02‐25‐2014 2/25/2014 4,000,000 4,000,000 04,000,000 BUY TO OPEN REPO W/CHASE SEC .04% FROM 02‐25‐2014 TO 02‐26‐2014 2/26/2014 4,000,000 4,000,000 0

12,800,000 BUY TO OPEN REPO W/CHASE SEC .05% FROM 01‐31‐2014 TO 02‐03‐2014 2/3/2014 12,800,000 12,800,000 011,500,000 BUY TO OPEN REPO W/CHASE SEC .05% FROM 02‐19‐2014 TO 02‐20‐2014 2/20/2014 11,500,000 11,500,000 011,900,000 BUY TO OPEN REPO W/CHASE SEC .05% FROM 02‐26‐2014 TO 02‐27‐2014 2/27/2014 11,900,000 11,900,000 07,700,000 BUY TO OPEN REPO W/CHASE SEC .06% FROM 04‐04‐2014 TO 04‐07‐2014 4/7/2014 7,700,000 7,700,000 04,000,000 BUY TO OPEN REPO W/CHASE SEC .07% FROM 02‐28‐2014 TO 03‐03‐2014 3/3/2014 4,000,000 4,000,000 07,800,000 BUY TO OPEN REPO W/CHASE SEC .07% FROM 04‐07‐2014 TO 04‐08‐2014 4/8/2014 7,800,000 7,800,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .07% FROM 07‐22‐2014 TO 07‐23‐2014 7/23/2014 2,000,000 2,000,000 04,600,000 BUY TO OPEN REPO W/CHASE SEC .08% FROM 04‐01‐2014 TO 04‐02‐2014 4/2/2014 4,600,000 4,600,000 04,300,000 BUY TO OPEN REPO W/CHASE SEC .08% FROM 07‐09‐2014 TO 07‐10‐2014 7/10/2014 4,300,000 4,300,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .08% FROM 07‐23‐2014 TO 07‐24‐2014 7/24/2014 2,000,000 2,000,000 02,700,000 BUY TO OPEN REPO W/CHASE SEC .08% FROM 08‐06‐2014 TO 08‐07‐2014 8/7/2014 2,700,000 2,700,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 06‐20‐2014 TO 06‐23‐2014 6/23/2014 2,000,000 2,000,000 02,600,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐02‐2014 TO 07‐03‐2014 7/3/2014 2,600,000 2,600,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐03‐2014 TO 07‐07‐2014 7/7/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐10‐2014 TO 07‐11‐2014 7/11/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐11‐2014 TO 07‐14‐2014 7/14/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐21‐2014 TO 07‐22‐2014 7/22/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐24‐2014 TO 07‐25‐2014 7/25/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐29‐2014 TO 07‐30‐2014 7/30/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 07‐30‐2014 TO 07‐31‐2014 7/31/2014 2,000,000 2,000,000 02,400,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 08‐05‐2014 TO 08‐06‐2014 8/6/2014 2,400,000 2,400,000 02,800,000 BUY TO OPEN REPO W/CHASE SEC .09% FROM 08‐07‐2014 TO 08‐08‐2014 8/8/2014 2,800,000 2,800,000 0

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5,100,000 BUY TO OPEN REPO W/CHASE SEC .1% FROM 06‐24‐2014 TO 06‐25‐2014 6/25/2014 5,100,000 5,100,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .1% FROM 07‐14‐2014 TO 07‐15‐2014 7/15/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .1% FROM 07‐17‐2014 TO 07‐18‐2014 7/18/2014 2,000,000 2,000,000 02,400,000 BUY TO OPEN REPO W/CHASE SEC .1% FROM 08‐04‐2014 TO 08‐05‐2014 8/5/2014 2,400,000 2,400,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .11% FROM 07‐16‐2014 TO 07‐17‐2014 7/17/2014 2,000,000 2,000,000 02,000,000 BUY TO OPEN REPO W/CHASE SEC .11% FROM 07‐25‐2014 TO 07‐28‐2014 7/28/2014 2,000,000 2,000,000 02,300,000 BUY TO OPEN REPO W/CHASE SEC .12% FROM 08‐01‐2014 TO 08‐04‐2014 8/4/2014 2,300,000 2,300,000 02,500,000 BUY TO OPEN REPO W/CHASE SEC .14% FROM 07‐31‐2014 TO 08‐01‐2014 8/1/2014 2,500,000 2,500,000 01,400,000 BUY TO OPEN REPO W/CHASE SEC .14% FROM 11‐03‐2014 TO 11‐04‐2014 11/4/2014 1,400,000 1,400,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .03% FROM 02‐07‐2014 TO 02‐10‐2014 2/10/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .03% FROM 02‐14‐2014 TO 02‐18‐2014 2/18/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .03% FROM 02‐24‐2014 TO 02‐25‐2014 2/25/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .03% FROM 02‐25‐2014 TO 02‐26‐2014 2/26/2014 8,300,000 8,300,000 0

15,500,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 02‐18‐2014 TO 02‐19‐2014 2/19/2014 15,500,000 15,500,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 02‐21‐2014 TO 02‐24‐2014 2/24/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 02‐26‐2014 TO 02‐27‐2014 2/27/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 02‐27‐2014 TO 02‐28‐2014 2/28/2014 8,300,000 8,300,000 0900,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 04‐10‐2014 TO 04‐11‐2014 4/11/2014 900,000 900,000 0

8,300,000 BUY TO OPEN REPO W/CITIGROUP .05% FROM 02‐20‐2014 TO 02‐21‐2014 2/21/2014 8,300,000 8,300,000 08,300,000 BUY TO OPEN REPO W/CITIGROUP .06% FROM 02‐28‐2014 TO 03‐03‐2014 3/3/2014 8,300,000 8,300,000 04,300,000 BUY TO OPEN REPO W/CITIGROUP .06% FROM 04‐21‐2014 TO 04‐22‐2014 4/22/2014 4,300,000 4,300,000 01,000,000 BUY TO OPEN REPO W/CITIGROUP .07% FROM 03‐04‐2014 TO 03‐05‐2014 3/5/2014 1,000,000 1,000,000 04,500,000 BUY TO OPEN REPO W/CITIGROUP .07% FROM 03‐11‐2014 TO 03‐12‐2014 3/12/2014 4,500,000 4,500,000 01,500,000 BUY TO OPEN REPO W/CITIGROUP .07% FROM 03‐20‐2014 TO 03‐21‐2014 3/21/2014 1,500,000 1,500,000 02,400,000 BUY TO OPEN REPO W/CITIGROUP .13% FROM 06‐27‐2014 TO 06‐30‐2014 6/30/2014 2,400,000 2,400,000 02,500,000 BUY TO OPEN REPO W/CITIGROUP .14% FROM 06‐30‐2014 TO 07‐01‐2014 7/1/2014 2,500,000 2,500,000 05,100,000 BUY TO OPEN REPO W/DEUTSCHE .01% FROM 01‐23‐2014 TO 01‐24‐2014 1/24/2014 5,100,000 5,100,000 05,000,000 BUY TO OPEN REPO W/DEUTSCHE .01% FROM 01‐28‐2014 TO 01‐29‐2014 1/29/2014 5,000,000 5,000,000 05,000,000 BUY TO OPEN REPO W/DEUTSCHE .01% FROM 01‐29‐2014 TO 01‐30‐2014 1/30/2014 5,000,000 5,000,000 0

17,000,000 BUY TO OPEN REPO W/DEUTSCHE .02% FROM 01‐21‐2014 TO 01‐22‐2014 1/22/2014 17,000,000 17,000,000 04,300,000 BUY TO OPEN REPO W/DEUTSCHE .02% FROM 01‐30‐2014 TO 01‐31‐2014 1/31/2014 4,300,000 4,300,000 0900,000 BUY TO OPEN REPO W/DEUTSCHE .02% FROM 02‐04‐2014 TO 02‐05‐2014 2/5/2014 900,000 900,000 0

1,700,000 BUY TO OPEN REPO W/DEUTSCHE .03% FROM 02‐25‐2014 TO 02‐26‐2014 2/26/2014 1,700,000 1,700,000 05,800,000 BUY TO OPEN REPO W/DEUTSCHE .04% FROM 04‐03‐2014 TO 04‐04‐2014 4/4/2014 5,800,000 5,800,000 04,600,000 BUY TO OPEN REPO W/DEUTSCHE .05% FROM 02‐28‐2014 TO 03‐03‐2014 3/3/2014 4,600,000 4,600,000 05,000,000 BUY TO OPEN REPO W/DEUTSCHE .08% FROM 07‐24‐2014 TO 07‐25‐2014 7/25/2014 5,000,000 5,000,000 04,100,000 BUY TO OPEN REPO W/GOLDMAN S .02% FROM 01‐27‐2014 TO 01‐28‐2014 1/28/2014 4,100,000 4,100,000 04,100,000 BUY TO OPEN REPO W/GOLDMAN S .03% FROM 02‐03‐2014 TO 02‐04‐2014 2/4/2014 4,100,000 4,100,000 04,100,000 BUY TO OPEN REPO W/GOLDMAN S .04% FROM 02‐19‐2014 TO 02‐20‐2014 2/20/2014 4,100,000 4,100,000 04,800,000 BUY TO OPEN REPO W/GOLDMAN S .05% FROM 09‐26‐2014 TO 09‐29‐2014 9/29/2014 4,800,000 4,800,000 0

13,700,000 BUY TO OPEN REPO W/MLPFS INC .01% FROM 12‐31‐2013 TO 01‐02‐2014 1/2/2014 13,700,000 13,700,000 014,400,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐02‐2014 TO 01‐03‐2014 1/3/2014 14,400,000 14,400,000 0

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10,200,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐06‐2014 TO 01‐07‐2014 1/7/2014 10,200,000 10,200,000 08,700,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐07‐2014 TO 01‐08‐2014 1/8/2014 8,700,000 8,700,000 0

14,300,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐08‐2014 TO 01‐09‐2014 1/9/2014 14,300,000 14,300,000 016,900,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐16‐2014 TO 01‐17‐2014 1/17/2014 16,900,000 16,900,000 01,100,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 01‐16‐2014 TO 01‐17‐2014 1/17/2014 1,100,000 1,100,000 08,300,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 02‐06‐2014 TO 02‐07‐2014 2/7/2014 8,300,000 8,300,000 04,100,000 BUY TO OPEN REPO W/MLPFS INC .03% FROM 02‐20‐2014 TO 02‐21‐2014 2/21/2014 4,100,000 4,100,000 0

17,000,000 BUY TO OPEN REPO W/MLPFS INC .04% FROM 01‐15‐2014 TO 01‐16‐2014 1/16/2014 17,000,000 17,000,000 08,300,000 BUY TO OPEN REPO W/MLPFS INC .04% FROM 01‐31‐2014 TO 02‐03‐2014 2/3/2014 8,300,000 8,300,000 07,700,000 BUY TO OPEN REPO W/MLPFS INC .04% FROM 04‐08‐2014 TO 04‐09‐2014 4/9/2014 7,700,000 7,700,000 02,200,000 BUY TO OPEN REPO W/MLPFS INC .08% FROM 03‐06‐2014 TO 03‐07‐2014 3/7/2014 2,200,000 2,200,000 04,500,000 BUY TO OPEN REPO W/MLPFS INC .08% FROM 03‐10‐2014 TO 03‐11‐2014 3/11/2014 4,500,000 4,500,000 03,000,000 BUY TO OPEN REPO W/MLPFS INC .08% FROM 03‐18‐2014 TO 03‐19‐2014 3/19/2014 3,000,000 3,000,000 02,400,000 BUY TO OPEN REPO W/MLPFS INC .08% FROM 07‐03‐2014 TO 07‐07‐2014 7/7/2014 2,400,000 2,400,000 02,700,000 BUY TO OPEN REPO W/MLPFS INC .08% FROM 07‐10‐2014 TO 07‐11‐2014 7/11/2014 2,700,000 2,700,000 07,500,000 BUY TO OPEN REPO W/MLPFS INC .1% FROM 07‐15‐2014 TO 07‐16‐2014 7/16/2014 7,500,000 7,500,000 02,200,000 BUY TO OPEN REPO W/MORGAN ST .06% FROM 03‐12‐2014 TO 03‐13‐2014 3/13/2014 2,200,000 2,200,000 01,500,000 BUY TO OPEN REPO W/MORGAN ST .07% FROM 03‐13‐2014 TO 03‐14‐2014 3/14/2014 1,500,000 1,500,000 0700,000 BUY TO OPEN REPO W/MORGAN ST .07% FROM 03‐14‐2014 TO 03‐17‐2014 3/17/2014 700,000 700,000 0

8,800,000 BUY TO OPEN REPO W/MORGAN ST .08% FROM 06‐23‐2014 TO 06‐24‐2014 6/24/2014 8,800,000 8,800,000 06,800,000 BUY TO OPEN REPO W/MORGAN ST .1% FROM 06‐25‐2014 TO 06‐26‐2014 6/26/2014 6,800,000 6,800,000 03,400,000 BUY TO OPEN REPO W/MORGAN ST .11% FROM 06‐26‐2014 TO 06‐27‐2014 6/27/2014 3,400,000 3,400,000 02,500,000 BUY TO OPEN REPO W/MORGAN ST .12% FROM 07‐01‐2014 TO 07‐02‐2014 7/2/2014 2,500,000 2,500,000 03,700,000 BUY TO OPEN REPO W/REPO W BARCLAYS .03 FROM 02‐25‐2014 02‐26‐2014 2/26/2014 3,700,000 3,700,000 05,100,000 BUY TO OPEN REPO W/REPO W BNP PARIBAS .09 FROM 03‐17‐2014 03‐18‐2014 3/18/2014 5,100,000 5,100,000 04,100,000 BUY TO OPEN REPO W/REPO W CHASE SEC .06 FROM 04‐03‐2014 04‐04‐2014 4/4/2014 4,100,000 4,100,000 02,400,000 BUY TO OPEN REPO W/REPO W CITIGROUP .09 FROM 03‐07‐2014 03‐10‐2014 3/10/2014 2,400,000 2,400,000 0

16,000,000 BUY TO OPEN REPO W/REPO W MLPFS INC .03 FROM 01‐10‐2014 01‐13‐2014 1/13/2014 16,000,000 16,000,000 017,000,000 BUY TO OPEN REPO W/REPO WITH BNP PARIB .02% FROM 01‐17‐2014 OPEN MATURITY 1/21/2014 17,000,000 17,000,000 04,900,000 BUY TO OPEN REPO W/REPO WITH JP MORGAN .07% FROM 08‐08‐2014 TO 08‐11‐2014 8/11/2014 4,900,000 4,900,000 0

17,000,000 BUY TO OPEN REPO W/TORONTO D .03% FROM 02‐04‐2014 TO 02‐05‐2014 2/5/2014 17,000,000 17,000,000 013,200,000 BUY TO OPEN REPO W/TORONTO D .04% FROM 02‐21‐2014 TO 02‐24‐2014 2/24/2014 13,200,000 13,200,000 011,800,000 BUY TO OPEN REPO W/TORONTO D .04% FROM 02‐27‐2014 TO 02‐28‐2014 2/28/2014 11,800,000 11,800,000 02,000,000 BUY TO OPEN REPO W/TORONTO D .05% FROM 04‐22‐2014 TO 04‐23‐2014 4/23/2014 2,000,000 2,000,000 03,000,000 BUY TO OPEN REPO W/TORONTO D .06% FROM 03‐19‐2014 TO 03‐20‐2014 3/20/2014 3,000,000 3,000,000 0

12,700,000 BUY TO OPEN REPO W/TORONTO D .06% FROM 04‐02‐2014 TO 04‐03‐2014 4/3/2014 12,700,000 12,700,000 0700,000 BUY TO OPEN REPO W/TORONTO D .07% FROM 03‐21‐2014 TO 03‐24‐2014 3/24/2014 700,000 700,000 0

7,400,000 BUY TO OPEN REPO W/TORONTO D .08% FROM 03‐31‐2014 TO 04‐01‐2014 4/1/2014 7,400,000 7,400,000 05,800,000 BUY TO OPEN REPO W/TORONTO D .08% FROM 07‐07‐2014 TO 07‐08‐2014 7/8/2014 5,800,000 5,800,000 05,900,000 BUY TO OPEN REPO W/TORONTO D .08% FROM 07‐08‐2014 TO 07‐09‐2014 7/9/2014 5,900,000 5,900,000 06,800,000 BUY TO OPEN REPO W/TORONTO D .09% FROM 06‐20‐2014 TO 06‐23‐2014 6/23/2014 6,800,000 6,800,000 05,800,000 BUY TO OPEN REPO W/TORONTO D .09% FROM 07‐17‐2014 TO 07‐18‐2014 7/18/2014 5,800,000 5,800,000 0

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1,100,000 SLOVENIA(REP OF) 0% T‐BILL 09/04/15 EUR1000 10/8/2014 10/30/2014 1,401,268 1,387,975 13,293100,000 FED HOME LN DISCOUNT NT 01‐28‐2015 10/29/2014 11/18/2014 99,996 99,984 12

1,600,000 FEDERAL HOME LN BK DISC NT DUE 06‐11‐2014 4/9/2014 5/2/2014 1,599,947 1,599,862 84700,000 FEDERAL HOME LN BK DISC NT DUE 06‐11‐2014 4/9/2014 5/1/2014 699,984 699,940 44

2,200,000 FEDERAL HOME LN BK DISC NT DUE 06‐11‐2014 4/9/2014 4/28/2014 2,199,919 2,199,811 1092,300,000 FEDERAL HOME LN BK DISC NT DUE 09‐26‐2014 4/9/2014 5/2/2014 2,299,437 2,299,244 192100,000 FEDERAL HOME LN MTG CORP 02‐02‐2015 11/4/2014 11/18/2014 99,990 99,988 2300,000 FHLB DISC NT 01‐23‐2015 11/7/2014 11/18/2014 299,978 299,965 14100,000 FHLMC DISC NT 01‐20‐2015 10/27/2014 10/28/2014 99,988 99,989 (1)

5,600,000 FED HOME LN DISCOUNT NT DUE 01‐08‐2014 10/8/2013 1/8/2014 5,600,000 5,598,131 1,8691,600,000 BK OF NOVA SCOTIA 0% NTS 10/02/15 CAD 10/7/2014 10/29/2014 1,426,537 1,424,473 2,0642,100,000 CREDIT SUISSE GROUP AG N Y BRH INSTL CTFDEP 02‐12‐2014 VAR RT 01‐12‐2015 2/7/2014 11/19/2014 2,100,252 2,100,000 252200,000 MEXICAN CETES T‐BILL 12/06/2014 2/10/2014 6/12/2014 153,477 148,101 5,376400,000 MEXICAN CETES T‐BILL 22/05/2014 2/18/2014 5/22/2014 309,762 300,609 9,152

1,580,000 MEXICAN CETES 06/02/2014 11/5/2013 2/6/2014 1,180,955 1,206,192 (25,237)3,900,000 MEXICAN CETES 20/02/2014 11/19/2013 2/20/2014 2,940,788 3,000,714 (59,926)2,400,000 MEXICAN CETES T‐BILL DUE 05/06/2014 3/4/2014 6/5/2014 1,852,781 1,790,469 62,3121,800,000 MEXICAN CETES TBILL 13/03/2014 2/11/2014 3/13/2014 1,356,085 1,346,440 9,645400,000 MEXICAN CETES ZCP 18/09/2014 4/9/2014 9/18/2014 303,501 304,184 (684)300,000 MEXICO(UTD MEX ST) 0% BDS 15/05/14 MXN10 2/19/2014 5/15/2014 232,405 224,933 7,472

1,000,000 MEXICO(UTD MEX ST) 0% CETES 02/01/2014 MXN10 12/3/2013 1/2/2014 763,525 755,234 8,2911,900,000 MEXICO(UTD MEX ST) 0% CETES 02/10/2014 MXN10 4/1/2014 10/2/2014 1,413,138 1,430,975 (17,836)400,000 MEXICO(UTD MEX ST) 0% CETES 02/10/2014 MXN10 4/9/2014 10/2/2014 297,503 303,770 (6,267)

2,400,000 MEXICO(UTD MEX ST) 0% CETES 03/07/2014 MXN10 4/1/2014 7/3/2014 1,851,345 1,823,858 27,487200,000 MEXICO(UTD MEX ST) 0% CETES 04/09/2014 MXN10 4/9/2014 9/4/2014 152,806 152,299 507200,000 MEXICO(UTD MEX ST) 0% CETES 21/08/14 MXN10 2/10/2014 8/21/2014 152,943 147,038 5,906600,000 MEXICO(UTD MEX ST) 0% CETES 21/08/14 MXN10 2/10/2014 8/21/2014 458,830 441,113 17,717100,000 MEXICO(UTD MEX ST) 0% CETES 26/06/2014 MXN10 2/10/2014 6/26/2014 76,814 73,943 2,871900,000 MEXICO(UTD MEX ST) 0% CETES 26/06/2014 MXN10 4/9/2014 6/26/2014 691,324 690,057 1,267300,000 MEXICO(UTD MEX ST) 0% CETES 26/06/2014 MXN10 4/9/2014 6/26/2014 230,441 230,019 422

4,100,000 MEXICO(UTD MEX ST) 0% TB 06/03/14 MXN10 12/3/2013 3/6/2014 3,094,340 3,077,269 17,071500,000 UTD.MEXICAN STATES 0% T‐BILL 10/07/2014 4/9/2014 7/10/2014 385,215 382,856 2,359

TOTAL COMMERCIAL PAPER 1,115,725,274 1,115,639,434 85,840

244


ATTACHMENT 3

FORM 990PF, PART I - OTHER INCOME


EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOMEINCOME - LIMITED LIABILITY INVESTMENTS 127,246,503.OTHER ALTERNATIVE INVESTMENTS 61,443,628.OTHER INCOME 327. 327.

TOTALS 327. 188,690,458.

ATTACHMENT 343461C 2532 V 14-7.3F 245


ATTACHMENT 4

FORM 990PF, PART I - LEGAL FEES


EXPENSES INVESTMENT NET CHARITABLEDESCRIPTION PER BOOKS INCOME INCOME PURPOSES

LEGAL FEES 612,649. 283,007. 327,799.

TOTALS 612,649. 283,007. 327,799.

ATTACHMENT 443461C 2532 V 14-6F 246


ATTACHMENT 5

FORM 990PF, PART I - ACCOUNTING FEES



AUDIT FEES 523,885. 148,837. 370,200.

TOTALS 523,885. 148,837. 370,200.

ATTACHMENT 543461C 2532 V 14-6F 247


ATTACHMENT 6

FORM 990PF, PART I - OTHER PROFESSIONAL FEES



OTHER PROFESSIONAL FEES 12,859,948. 12,133,422. 707,576. (PRIMARILY INVESTMENT ADVISORY FEES)

TOTALS 12,859,948. 12,133,422. 707,576.

ATTACHMENT 643461C 2532 V 14-6F 248


ATTACHMENT 7

FORM 990PF, PART I - INTEREST EXPENSE



INTEREST ON DEBT 6,274,725. 9,688,711.

TOTALS 6,274,725. 9,688,711.

ATTACHMENT 743461C 2532 V 14-6F 249

The Andrew W. Mellon Foundation

Form 990PF

13-1879954

Calendar Year 2014

NET LAND AND DEPRECIABLE ASSETS (Part I, Line 19 and Part II, Line 14)

Buildings and Furnishings and

Land Improvements Equipment Total

Office Building, 140-144 E. 62nd St.,New York , NY (Note A) 4,132,500 18,931,292 - 23,063,792

Furnishings and Equipmentof Office Building - - 3,015,228 3,015,228

Office Building, 151,153 and 155 E. 61st St.,New York, NY (Note B) - 38,839,203 - 38,839,203

Total Assets at January 1, 2014 4,132,500 57,770,495 3,015,228 64,918,223

2014 Additions/Deletions: - - - -

Total Assets at December 31, 2014 4,132,500 57,770,495 3,015,228 64,918,223 FORM 990PF, PART II, LINE 14

Reserve for Depreciation

Reserve for Depreciation at January 1, 2014 - 24,784,757 2,988,495 27,773,252

Additions - Provision for 2014Depreciation (Note C) - 2,368,397 1,407 2,369,804 FORM 990PF, PART I, LINE 19

Reserve for Depreciation at December 31, 2014 - 27,153,154 2,989,902 30,143,056 FORM 990PF, PART II, LINE 14

Net Property at December 31, 2014 4,132,500 30,617,341 25,326 34,775,167 FORM 990PF, PART II, LINE 14

NET LAND AND DEPRECIABLE ASSETS (NOTES)

Note (A)

Note (B)

Note (C)

This building was purchased in 2002 and was converted to an office building. The Foundation leased this building rent free, under alease that expired on December 31, 2014, to Ithaka Harbors, Inc. and ARTstor Inc. which are two independent not-for profitentities.

The amounts shown for land and office building at 140 to 144 East 62nd Street represent the actual cost plus renovations andimprovements.

The office buildings in use are depreciated on a straight-line basis over their useful lives, generally 25-28 years. Buildingimprovements are depreciated over the remaining useful life of the building. Furniture and equipment are depreciated on a straight-line basis over 7 years. The portion of the 2014 depreciation expense allocated towards investment income was $358,449 (Part I,line 19, column b).

ATTACHMENT 7A250


ATTACHMENT 8

FORM 990PF, PART I - TAXES



FEDERAL EXCISE TAX PROVISION 9,570,644.FEDERAL UBI TAX PROVISION -778,936.STATE TAX PROVISION 457,713.

TOTALS 9,249,421.

ATTACHMENT 843461C 2532 V 14-6F 251


ATTACHMENT 9

FORM 990PF, PART I - OTHER EXPENSES


EXPENSES INVESTMENT NET CHARITABLEDESCRIPTION PER BOOKS INCOME INCOME PURPOSESTECHNOLOGY EXPENSES 1,454,836. 586,662. 1,012,410.INSURANCE 175,136. 55,873. 126,563.COMMUNICATIONS 92,870. 26,603. 66,267.OFFICE SUPPLIES 194,788. 60,746. 134,042.DATA ACQUISITION 122,398. 41,702. 80,696.TEMPORARY HELP 99,423. 58,932. 40,491.MISCELLANEOUS 648,082. 21,630. 547,374.

TOTALS 2,787,533. 852,148. 2,007,843.

ATTACHMENT 943461C 2532 V 14-6F 252

The Andrew W. Mellon Foundation13-1879954Form 990-PFCalendar Year 2014

Part II Balance SheetLine 2

Savings Temporary Investments

Attachment 10a1 of 1

Security Shares Tax Cost Market ValueUnited States dollar 394,193 394,193 394,193United States dollar 504,160 504,160 504,160United States dollar 3,086,176 3,086,176 3,086,176MONEY MKT FUND-BANK OF NY 25,796 25,796MFB NORTHERN INSTL FDS GOVT SELECT PORTFOLIO 323,858,102 323,858,102 323,858,102

TOTAL 327,868,426 327,868,426

253


FORM 990PF, PART II - U.S. AND STATE OBLIGATIONSATTACHMENT 10

BEGINNING ENDING ENDINGDESCRIPTION BOOK VALUE BOOK VALUE FMV

SEE STATEMENT 303,653,859. 246,693,381. 246,693,381.

US OBLIGATIONS TOTAL 303,653,859. 246,693,381. 246,693,381.

ATTACHMENT 1043461C 2532 V 14-6F 254


Part II Line 10aInvestments - US State Obligations

Attachment 101 of 1

Security Shares Tax Cost Market ValueUNITED STATES TREAS BILLS 02-19-2015 UNITED STATES TREAS BILLS 1,710,000 1,709,947 1,709,961UNITED STATES TREAS BILLS 04-16-2015 UNITED STATES TREAS BILLS 103,500,000 103,487,422 103,489,650US GOVT NATIONAL T-BILL 0 06-25-2015 28,525,000 28,515,603 28,512,934WI TREASURY SEC FLTG RATE DUE 01-31-2016 REG 13,080,000 13,074,466 13,076,429US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG 21,100,000 29,217,249 28,956,645US TREAS NTS TIPS 07-15-2022 46,780,000 47,474,640 47,062,076US TREAS NTS TIPS DTD 07-15-2011 07-15-2021 22,390,000 24,798,168 23,885,687

TOTAL 248,277,495 246,693,381

255


ATTACHMENT 11

FORM 990PF, PART II - CORPORATE STOCK


SEE STATEMENT 1,279,498,020. 1,411,216,521. 1,411,216,521.

TOTALS 1,279,498,020. 1,411,216,521. 1,411,216,521.

ATTACHMENT 1143461C 2532 V 14-6F 256


Part II Line 10bCorporate Stock

Attachment 111 of 12

Security Shares Tax Cost Market Value2U INC COM 57,046 954,432 1,121,524 3D SYS CORP DEL COM NEW STK 34,415 1,244,667 1,131,221 3M CO COM 18,736 1,598,862 3,078,700 ADOBE SYS INC COM 32,857 1,366,037 2,388,704 ADR DANONE SPONSORED ADR 144,835 2,182,791 1,885,317 ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS 180,202 4,417,787 6,137,680 ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR 349,322 5,233,293 4,544,679 ADR JD COM INC SPONSORED ADR REPSTG COM CL A 12,468 297,362 288,510 ADR NESTLE S A SPONSORED ADR REPSTG REG SH 56,793 1,640,234 4,143,049 ADR NOVARTIS AG 26,094 1,522,550 2,417,870 ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 166,861 3,985,657 1,218,085 ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SH 103,983 1,208,243 788,191 ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SH 81,846 2,145,737 620,393 ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 78,918 1,657,488 2,682,423 ADR TENARIS S A SPONSORED ADR 93,611 4,015,473 2,827,988 ADVISORY BRD CO COM 13,005 311,533 636,985 AIR PROD & CHEM INC COM 21,029 1,620,862 3,033,013 ALERE INC COM 16,160 578,669 614,080 ALKERMES PLC SHS 44,101 1,772,177 2,582,555 ALLIANT TECHSYSTEMS INC COM 7,800 759,625 906,750 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 55,207 1,592,189 2,093,449 ALTERA CORP COM 31,270 1,106,158 1,155,114 ALTERA CORP COM 58,409 1,868,014 2,157,628 AMADA CO LTD NPV 115,000 801,916 994,662 AMAZON COM INC COM 8,088 1,761,610 2,510,111 AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS 237,264 6,606,625 5,262,516 AMERICAN EAGLE OUTFITTERS INC NEW COM 35,148 507,788 487,854 AMERICAN EXPRESS CO 43,095 1,887,105 4,009,559 ANGLO AMERICAN USD0.54945 116,102 5,037,497 2,161,015

257




Security Shares Tax Cost Market ValueAOL INC COM STK 47,878 1,756,802 2,210,527 AOZORA BANK NPV 532,000 1,516,216 1,659,519 APPLE INC COM STK 22,813 1,157,778 2,518,099 ARCS COMPANY LTD NPV 112,300 2,128,903 2,329,456 ARISTA NETWORKS INC COM 2,408 103,544 146,310 ARTISAN PARTNERS ASSET MGMT INC CL A CL A 12,426 636,677 627,886 AS ONE CORPORATION NPV 26,700 646,639 701,489 ASPEN TECHNOLOGY INC COM 4,925 187,594 172,474 AUTOZONE INC COM 2,455 1,092,415 1,519,915 AVALANCHE BIOTECHNOLOGIES INC. COM 18,276 556,811 986,904 AVIS BUDGET GROUP INC COM STK 34,960 1,069,908 2,318,897 AZBIL CORP NPV 75,900 1,732,492 1,766,220 BARLOWORLD LTD ZAR0.05 341,979 2,524,481 2,830,130 BECTON DICKINSON & CO COM 13,389 388,441 1,863,213 BELDEN INC COM 26,085 774,821 2,055,759 BIODELIVERY SCIENCES INTL INC COM 27,032 445,962 324,925 BK OF YOKOHAMA NPV 343,000 1,752,130 1,880,428 BLACKHAWK NETWORK HLDGS INC CL B CL B 20,715 675,635 780,748 BLAKENEY 35,454,406 35,454,406 45,943,591 BLUEBIRD BIO INC COM 15,209 758,691 1,394,969 BOOT BARN HLDGS INC COM 1,045 16,720 19,019 CAESARSTONE SDOT YAM LTD COM STK 15,840 459,740 947,549 CALLIDUS SOFTWARE INC COM STK 58,090 630,408 948,610 CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 15,846 1,474,989 3,053,366 CARBO CERAMICS INC COM 16,330 1,281,424 654,017 CARLISLE COMPANIES INC COM 10,571 356,361 953,927 CARMAX INC COM 21,878 1,296,184 1,456,637 CARRIZO OIL & GAS INC COM 15,669 664,539 651,830 CASTLIGHT HEALTH INC CL B CL B 15,555 196,334 181,994

258




Security Shares Tax Cost Market ValueCATERPILLAR INC COM 21,915 1,174,819 2,005,880 CDN NAT RES LTD COM CDN NAT RES COM STK 48,826 1,414,823 1,507,747 CELLDEX THERAPEUTICS INC NEW COM STK 37,547 630,391 685,233 CERNER CORP COM 23,490 1,538,828 1,518,863 CF ASIA LANDMARK LTD CL B UNRESTRICTED PARTICIPATING SHARES FD 294,643 59,637,583 63,331,868 CF ASTENBACK OFFSHORE COMMODITIES CL C RES SER 2013 1 (MELLON FDN O 16,920 25,000,000 26,454,733 CF CASH AWAITING EQTY INVT 10,000,000 10,000,000 10,000,000 CF CEPHEI QFII CHINA ABSOLUTE RETURN OFFSHORE FEEDER CL A NON REST 600,000 60,000,000 76,128,000 CF CF WGI EMERGING MARKETS SMALLER COMPANIES FUND LLC 3,268,108 42,550,292 38,598,685 CF LUBBEN LTD USD SERIES ONE APRIL 2006 (MELLON FOUNDATION ONLY) FU 14,858 25,000,000 25,205,433 CF SILCHESER INTL INVESTORS JAPANESE EQ TR 5,415,213 81,177,911 76,829,695 CF SILCHESTER INTL VALUE EQTY TR FD 2,479,927 228,200,449 256,714,926 CF WELLINGTON TR CO NATL ASSN MULTIPLE COM TR FUNDS TR LATIN AMER 5,952,643 61,879,623 54,407,153 CF WTC CTF EMERGING MARKETS LCL E FD 4,362,847 51,785,700 55,888,068 CHART INDS INC COM PAR $0.01 COM PAR $0.01 18,679 1,141,855 638,822 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 26,080 1,718,581 2,049,106 CHICOS FAS INC COM 58,776 724,925 952,759 CHINA MOBILE LTD HKD0.10 552,000 6,333,343 6,441,904 CHIYODA CORP NPV 171,000 2,251,972 1,434,805 CHUGOKU MAR PAINTS NPV 357,000 1,883,068 3,049,068 CISCO SYSTEMS INC 102,146 2,112,397 2,841,191 CIT GROUP INC NEW COM NEW COM NEW 45,956 2,279,369 2,198,075 COGENT COMMUNICATIONS HLDGS INC 50,442 1,342,706 1,785,142 COMCAST CORP NEW‐CL A 53,264 841,813 3,089,845 COMMERCIAL INTL BK EGP10 671,147 2,546,561 4,617,271 COSEL CO LTD NPV 88,200 1,022,245 907,784 COSTCO WHOLESALE CORP NEW COM 17,429 981,764 2,470,561 CST BRANDS INC COM USD0.01 32,100 1,118,890 1,399,881 DAISEKI CO LTD NPV 123,100 2,203,354 2,151,003

259




Security Shares Tax Cost Market ValueDELTA AIR LINES INC DEL COM NEW COM NEW 72,830 2,540,654 3,582,508 DENKI KAGAKU KOGYO NPV 705,000 2,709,811 2,610,784 DEXCOM INC COM 29,810 1,101,521 1,641,041 DOSHISHA CO LTD NPV 101,800 1,453,608 1,449,373 DSW INC CL A CL A 31,527 945,855 1,175,957 EAGLE MATLS INC COM 8,683 618,830 660,168 EASTMAN CHEM CO COM 36,050 1,530,489 2,734,753 EBAY INC COM USD0.001 52,741 2,464,900 2,959,825 ELLIE MAE INC COM STK 35,641 1,033,062 1,437,045 EMAAR PROPERTIES AED1 1,858,622 2,136,466 3,673,726 EMERSON ELECTRIC CO COM 30,730 992,538 1,896,963 ENLINK MIDSTREAM LLC COM UNIT REPSTG LTD LIABILITY CO INTS 73,400 2,864,661 2,610,104 ENVESTNET INC COM STK 12,373 470,323 608,009 FACEBOOK INC CL A CL A 89,007 6,681,897 6,944,326 FACEBOOK INC CL A CL A 18,994 667,218 1,481,912 FEDEX CORP COM 14,500 1,253,641 2,518,070 FIBRIA CELULOSE SA COMSTK 327,200 4,368,219 4,001,682 FIESTA RESTAURANT GROUP INC COM 13,815 418,952 839,952 FIREEYE INC COM 4,512 146,144 142,489 FLEETMATICS GROUP PLC COM EUR0.015 40,467 1,405,389 1,436,174 FLIR SYS INC COM 18,884 534,277 610,142 FORTINET INC COM 57,138 1,280,932 1,751,851 FOX FACTORY HLDG CORP COM 51,426 844,645 834,644 GENERAC HLDGS INC COM STK 11,990 554,294 560,652 GLOBE SPECIALTY METALS INC COM STK 41,315 608,542 711,857 GOOGLE INC CL A 3,220 675,340 1,708,725 GOOGLE INC COM USD0.001 CL'C' 3,220 673,182 1,695,008 GRACE W R & CO DEL NEW COM STK 49,870 3,616,471 4,757,099 GRAINGER W W INC COM 10,026 710,376 2,555,527

260




Security Shares Tax Cost Market ValueGRAPHIC PACKAGING HLDG CO COM STK 229,080 2,866,572 3,120,070 GREEN DOT CORP COM STK 10,286 235,447 210,760 GRUBHUB INC COM 35,615 1,263,050 1,293,537 GRUPO BIMBO SAB DE CV 603,700 1,323,191 1,666,961 GUANGZHOU AUTOMOBILE GROUP COMPANY LTD COMMON STOCK 3,366,143 3,460,074 3,064,530 HALOZYME THERAPEUTICS INC COM 66,770 701,422 644,331 HANKOOK TIRE CO KRW500 76,136 1,665,423 3,650,427 HARMAN INTL INDS INC NEW COM STK USD0.01 8,811 704,242 940,222 HEARTLAND PMT SYS INC COM STK 8,649 414,800 466,614 HERTZ GLOBAL HLDGS INC COM 117,240 2,996,212 2,923,966 HEWLETT PACKARD CO COM 85,410 2,016,169 3,427,503 HOGY MEDICAL CO NPV 49,000 2,514,638 2,247,800 HOKUTO CORP NPV 118,900 2,280,345 1,984,394 HON HAI PRECISION TWD10 1,657,678 3,215,482 4,610,781 HORIBA LTD NPV 51,700 1,770,288 1,731,311 HYUNDAI MOTOR CO KRW5000 20,809 4,653,005 3,199,491 IBIDEN CO LTD NPV 126,900 2,377,340 1,892,466 ICOM INCORPORATED NPV 37,600 888,200 908,208 IMAX CORP COM 18,510 399,796 571,959 INABA DENKISANGYO NPV 65,100 1,946,378 2,120,318 INSULET CORP COM STK 24,353 932,100 1,121,699 INSYS THERAPEUTICS INC NEW COM NEW USD0.0002145 (POST REV‐SPLI 7,501 321,277 316,242 INTEGRATED DEVICE TECHNOLOGY INC COM 83,616 1,220,505 1,638,874 INTERCEPT INC COM 984 224,660 153,504 INTREXON CORP COM 80,438 1,890,208 2,214,458 INTREXON CORP COM 13,930 318,275 383,493 JACK HENRY & ASSOC INC COM 19,599 671,853 1,217,882 JAPAN PETROLEUM EX NPV 70,600 2,515,461 2,237,625 JOHNSON & JOHNSON COM USD1 33,590 1,957,950 3,512,506

261




Security Shares Tax Cost Market ValueJONES LANG LASALLE INC COM STK 6,802 556,700 1,019,824 JPMORGAN CHASE & CO COM 42,445 2,366,169 2,656,208 JUNO THERAPEUTICS INC COM 187 4,488 9,765 KAR AUCTION SVCS INC COM STK 37,128 674,694 1,286,485 KITE PHARMA INC COM 8,353 415,692 481,718 KITZ CORPORATION NPV 453,300 2,171,923 1,867,719 KOMERCNI BANKA CZK500 13,283 2,775,997 2,748,927 KULICKE & SOFFA INDS INC COM 52,060 637,616 752,788 LEXMARK INTL INC NEW CL A 40,040 1,612,213 1,652,451 LIFELOCK INC COM 45,838 715,060 848,461 LIFELOCK INC COM 7,216 121,950 133,568 LKQ CORP COM LKQ CORP 56,789 1,283,698 1,596,907 LOJAS AMERICANAS PRF NPV 454,190 2,896,864 2,945,691 LOWES COS INC COM 59,490 2,516,527 4,092,912 LUMBER LIQUIDATORS HLDGS INC COM 12,568 775,321 833,384 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 29,370 2,152,556 2,331,684 MARUICHI STEEL TUBE LTD 97,400 2,386,236 2,088,623 MASCO CORP COM 103,790 2,389,610 2,615,508 MASSMART HOLDINGS LIMITED 84,854 1,317,097 1,047,404 MASTEC INC COM 78,206 1,931,841 1,768,238 MATRIX SVC CO COM 11,933 273,077 266,345 MATSUMOTOKIYOSHI H NPV 11,700 316,764 337,645 MCGRAW HILL FINANCIAL INC 23,205 1,542,738 2,064,781 MEDICINES COMPANY COM 42,324 1,130,821 1,171,105 MEDIDATA SOLUTIONS INC COM 21,852 906,350 1,043,433 MEDNAX INC COM 40,461 1,971,437 2,674,877 MERITOR INC COM 75,894 1,181,263 1,149,794 MFC ISHARES MSCI ACWI ETF 158,009 7,807,225 9,243,527 MFC VANGUARD FTSE EMERGING MKTS ETF 87,410 3,301,852 3,498,148

262




Security Shares Tax Cost Market ValueMICRON TECH INC COM 52,650 1,871,859 1,843,277 MICROSEMI CORP COM 2,339 62,055 66,381 MICROSOFT CORP COM 62,974 1,467,591 2,925,142 MITSUBISHI UFJ FIN NPV 309,500 1,721,385 1,715,357 MITSUI & CO LTD NPV 85,400 1,364,323 1,154,978 MLP ANTERO MIDSTREAM PARTNERS LP UNIT LTD PARTNERSHIP INT 37,700 1,072,604 1,036,750 MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS 20,000 1,582,318 1,513,200 MLP DOMINION MIDSTREAM PARTNERS 4,500 94,500 176,400 MLP ENERGY TRANSFER EQUITY L P COM UNIT LTD PARTNERSHIP 37,000 2,238,846 2,123,060 MLP ENLINK MIDSTREAM PARTNERS LP COM UNITS REPSTG LTD PARTNER IN 13,200 396,297 382,932 MLP ENTERPRISE PRODS PARTNERS L P COM UNIT 30,000 1,224,282 1,083,600 MLP EQT MIDSTREAM PARTNERS L P UNIT LTD PARTNERSHIP INT 13,475 1,225,575 1,185,800 MLP GENESIS ENERGY L P UNIT LTD PARTNERSHIP INT 55,900 2,871,618 2,371,278 MLP MAGELLAN MIDSTREAM PARTNERS LP COM UNIT REPSTG LTD PARTNER I 22,900 1,919,715 1,892,914 MLP MPLX LP COM UNIT REPSTG LTD PARTNER INT . 13,700 828,850 1,006,813 MLP OILTANKING PARTNERS L P UNIT LTD PARTNERSHIP INT 39,000 1,957,896 1,816,620 MLP PHILLIPS 66 PARTNERS LP LP 18,100 1,220,962 1,247,633 MLP PLAINS GP HLDGS L P SHS CL A REPSTG LTD PARTNER INT PLAINS GP HLDG 26,300 802,598 675,384 MLP SHELL MIDSTREAM PA COM UNITS REPR LIMTEDPRT 61,100 1,868,215 2,503,878 MLP SUNOCO LOGISTICS PARTNERS L P COM UNITS 46,700 2,262,045 1,951,126 MLP TARGA RES PARTNERS LP COM UNIT LTD PARTNERSHIP INT 16,700 1,186,096 799,596 MLP TESORO LOGISTICS LP COM UNIT LTD PARTNERSHIP INT 13,500 955,998 794,475 MLP VALERO ENERGY PARTNERS LP UNIT REPSTG LTD PARTNER INTS 23,000 1,033,174 994,750 MLP VTTI ENERGY PARTNERS LP COM UNIT REPSTG LTD PARTNER INT 32,100 774,036 795,759 MLP WESTERN GAS EQUITY PARTNERS LP COM UNIT LTD PARTNERSHIP INT 31,700 1,882,281 1,909,291 MLP WESTN GAS PARTNERS LP COM UNIT REPSTG LTD PARTNER INT 16,100 1,217,894 1,176,105 MLP WILLIAMS PARTNERS L P COM UNIT LTD PARTNERSHIP INT 15,200 792,150 680,200 MOLINA HEALTHCARE INC COM 23,161 1,131,477 1,239,808 MONSANTO CO NEW COM 25,306 1,874,041 3,023,308

263




Security Shares Tax Cost Market ValueMOTOROLA SOLUTIONS INC 40,500 2,123,953 2,716,740 MS&AD INSURANCE GROUP HOLDINGS, INC. NPV 103,400 2,485,654 2,484,205 MSA SAFETY INC COM 13,969 585,033 741,614 MYRIAD GENETICS INC COM 36,900 1,232,288 1,256,814 NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001 32,981 700,051 929,075 NCR CORP COM 44,600 1,465,902 1,299,644 NEW RELIC INC COM 5,678 195,090 197,822 NIKE INC CL B 22,963 1,772,675 2,207,892 NIPPON ELECTRIC GLASS CO LTD 369,000 1,771,259 1,677,343 NISSIN KOGYO NPV 99,100 1,967,900 1,387,788 NOODLES & CO CL A CL A 30,637 695,930 807,285 NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 35,583 1,178,154 1,663,861 OKINAWA BANK NPV 25,900 1,029,357 1,060,670 OMNICARE INC COM 47,360 1,542,819 3,453,965 PACCAR INC COM 30,260 1,746,355 2,057,983 PACK CORP (THE) NPV 43,000 790,617 821,302 PALL CORP COM 1,952 165,965 197,562 PANDORA MEDIA INC 1,290 30,661 23,001 PEPSICO INC COM 25,918 1,689,902 2,450,806 PERKINELMER INC COM 3,440 160,604 150,431 PHILLIPS 66 COM 40,350 3,316,866 2,893,095 PITNEY BOWES INC COM 114,520 2,148,964 2,790,852 PLAINS ALL AMERN PIPELN UNIT LTD PARTNERSHIP INT 47,900 2,819,718 2,458,228 PRIVATEBANCORP INC COM 18,389 598,378 614,193 PROCTER & GAMBLE COM NPV 30,787 2,254,295 2,804,388 PROGRESSIVE CORP OH COM 78,519 1,405,998 2,119,228 PUMA BIOTECHNOLOGY INC COM . 2,369 632,961 448,381 QLOGIC CORP COM 85,966 834,925 1,145,067 QUANTA SVCS INC COM 27,547 506,288 782,059

264




Security Shares Tax Cost Market Value15,663 229,083 95,074 53,254 1,043,480 3,050,922 37,288 840,932 818,844 42,569 762,691 1,172,776 24,349 607,738 654,745 31,264 728,196 706,254

6,042 103,273 83,259 116,900 2,405,264 2,571,127

4,206 269,058 249,458 9,962 3,078,241 6,027,010 2,335 2,435,265 2,819,037

47,610 3,503,678 4,664,828 49,149 969,795 747,556

587,000 2,216,254 2,408,808 42,320 1,887,781 2,814,280

121,590 3,585,839 5,159,064 32,200 1,867,452 1,865,207 35,957 716,009 971,918 33,250 2,042,121 2,273,968

2,063 54,434 56,877 97,660 1,617,626 2,216,882

260,000 1,139,256 1,515,826 100,923 5,154,671 4,081,360 269,961 1,990,286 1,902,640 455,700 2,593,705 2,520,894

12,197 847,280 1,536,334 566,660 1,868,309 1,983,310 430,500 2,304,119 2,567,309

QUINSTREET INC COM STKRAYMOND JAMES FNCL INC COM STKREALPAGE INC COM STKREORG/TRIQUINT STOCK MERGER QORVO INC 291XAB1 01‐02‐2015 RITCHIE BROS AUCTIONEERS INC COMROVI CORP COMRPX CORP COMRYOSAN CO LTD NPVSALESFORCE COM INC COM STKSAMSUNG ELECTRONIC GDRSAMSUNG ELECTRONIC KRW5000SANDISK CORP COMSANGAMO BIOSCIENCES INC COM STKSANKYU INC NPVSEAGATE TECHNOLOGY PLC COM USD0.00001SEALED AIR CORP NEW COM STKSECOM CO NPVSELECT COMFORT CORP OC‐CAP STK OC‐CAP STKSEMGROUP CORP CL A CL ASEMTECH CORP COMSERVICE CORP INTL COMSHINDENGEN ELECTRC NPVSHINHAN FIN GROUP KRW5000SHINKO PLANTECH NPVSIAM COMMERCIAL BK THB10 SIGNATURE BK NY N Y COMSIRIUS XM HLDGS INC COMSKY PERFECT JSAT HOLDINGS INC NPVSMITH A O CORP COM 27,592 417,025 1,556,465

265




Security Shares Tax Cost Market ValueSOMERSET EMERGING MARKETS SMALL CAP FUNDLLC 70,000,000 70,000,000 103,029,227 SOUTHWESTERN ENERGY CO COM 66,179 2,466,958 1,806,025 STANDARD BK GR LTD ZAR0.1 219,561 3,047,439 2,723,078 STAR MICRONICS CO NPV 153,300 1,802,333 1,969,073 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK 25,310 1,931,717 2,051,882 STOCK BLDG SUPPLY HLDGS INC COM 41,966 804,384 642,919 SUMITOMO MITSUI FINANCIAL GROUP NPV 36,400 1,455,438 1,328,246 SYNAPTICS INC COM 20,614 1,536,720 1,419,068 SYNCHRONOSS TECHNOLOGIES INC COM STK 2,992 155,470 125,245 TAIWAN SEMICON MAN TWD10 1,875,596 4,210,979 8,368,427 TAKUMA CO LTD NPV 133,000 919,848 895,208 TANGOE INC COM STK 91,052 1,459,940 1,186,408 TARGA RES CORP COM 15,200 2,031,382 1,611,960 TATA CONSULTANCY S INR1 164,870 4,002,444 6,681,907 TEREX CORP NEW COM 21,888 795,312 610,237 TESSERA TECHNOLOGIES INC COM STK 74,338 1,454,158 2,658,327 TEXAS INSTRUMENTS INC COM 63,307 1,732,107 3,384,709 THE NISHI‐NIPPON CITY BANK LTD 816,000 2,115,990 2,382,084 THERAVANCE INC COM STK 85,860 2,656,930 1,214,919 TIFFANY & CO COM 22,244 1,180,515 2,376,994 TILLYS INC CL A 50,817 656,873 492,417 TIMKEN CO COM 29,800 1,323,895 1,271,864 TKC CORPORATION NPV 52,500 902,765 870,512 TOKIO MARINE HOLDINGS INC NPV 19,500 628,401 639,754 TOKYO OHKA KOGYO NPV 79,400 1,646,198 2,450,311 TOYOTA INDUSTRIES NPV 43,200 1,904,888 2,237,558 TRUWORTHS INTERNAT ZAR0.00015 636,936 3,373,439 4,254,774 TUPRAS(T PETR RAF) TRY1 149,933 3,087,310 3,546,699 TWITTER INC COM 199,376 8,298,262 7,151,617

266




Security Shares Tax Cost Market ValueULTRATECH INC EFF 06‐10‐03 15,212 395,575 282,335 UNILIFE CORP NEW COM STK 170,021 529,607 569,570 UNION PAC CORP COM 27,245 1,088,177 3,245,697 UNIPRES CORP NPV 145,900 2,706,533 2,411,892 UNITEDHEALTH GROUP INC COM 18,022 1,854,652 1,821,844 US BANCORP 52,285 1,298,093 2,350,211 UTD THERAPEUTICS CORP DEL COM STK 3,201 423,787 414,497 UTD THERAPEUTICS CORP DEL COM STK 9,410 1,185,184 1,218,501 VALE SA 313,155 4,643,234 2,265,432 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 36,295 1,726,530 5,194,177 VALSPAR CORP COM 40,560 1,908,576 3,507,629 VERA BRADLEY INC COM STK 17,423 427,335 355,081 VIACOM INC NEW CL B 16,690 1,047,099 1,255,923 VIRTUSA CORP COM 14,304 234,425 596,048 VISTEON CORP COM NEW COM NEW 14,490 1,378,909 1,548,401 VITAMIN SHOPPE INC COM 16,775 820,150 814,930 WABCO HLDGS INC COM STK 20,381 529,055 2,135,521 WADDELL & REED FINL INC CL A COM 8,474 269,378 422,175 WALT DISNEY CO 34,177 1,257,036 3,219,132 WATSCO INC COM 24,622 1,546,241 2,634,554 WEB COM GROUP INC COM 46,708 1,043,236 886,985 WELLS FARGO & CO NEW COM STK 50,000 1,332,952 2,741,000 WESCO INTL INC COM 12,359 878,812 941,879 WEX INC COM 8,610 586,022 851,701 WILLIAMS CO INC COM 45,600 2,561,162 2,049,264 WIPRO INR2 610,525 3,786,435 5,369,931 WPX ENERGY INC COM SHS 71,112 1,121,605 827,033 WYNDHAM WORLDWIDE CORP COM STK 39,240 1,799,181 3,365,222 YAGEO CORP TWD10 721,354 485,998 1,164,137

267




Security Shares Tax Cost Market ValueYAMAHA CORP NPV 91,000 1,210,461 1,362,400 YELP INC CL A 551 38,942 30,156 YUM BRANDS INC COM 29,025 2,178,742 2,114,471 YUSEN LOGISTICS CO LTD NPV 150,900 1,862,235 1,676,457

TOTAL 1,236,858,621 1,411,216,521

268


ATTACHMENT 12

FORM 990PF, PART II - CORPORATE BONDS


SEE STATEMENT 132,147,311. 150,467,756. 150,467,756.

TOTALS 132,147,311. 150,467,756. 150,467,756.

ATTACHMENT 1243461C 2532 V 14-6F 269


Part II Line 10cCorporate Bond

Attachment 121 of 6

Security Shares Tax Cost Market ValueGNMA 2013-057 REMIC PASSTHRU CL A 1.35 06-16-2037 1,220,343 1,222,629 1,199,483GNMA 2012-120 REMIC PASSTHRU SECS CL A 1.9 DUE 02-16-2053 1,303,648 1,325,612 1,236,430GNMA 2013-063 REMIC PASSTHRU SECS CL MX-AM VAR RT DUE 02-16-2047 1,258,723 1,282,238 1,224,9855TH 3RD AUTO TR .61000001431% DUE 09-15-2017 500,000 499,974 499,9965TH 3RD AUTO TR .68000000715% DUE 04-16-2018 1,000,000 999,875 998,6085TH 3RD AUTO TR .89% DUE 11-15-2018 1,000,000 999,830 997,652ALLY AUTO .72% DUE 05-20-2016 294,532 294,517 294,631ALLY AUTO .75% DUE 02-21-2017 800,000 799,953 798,598ALLY AUTO SER 2011-4 CL A4 1.14 DUE 06-15-2016 289,523 290,632 289,709ALLY MASTER OWNER TR 2012-1 ASSET BACKEDNT CL A-2 7 DUE 02-15-2017 REG 375,000 375,066 375,367ALLY MASTER OWNER TR 2014-2 ASSET BACKEDNT CL A FLT RT 01-16-2018 REG 1,000,000 1,000,000 999,158ALLY MASTER OWNER TR FLTG AMOT 2014-4 A1 06-17-2019 BEO 500,000 500,000 497,570ALLY MASTER OWNER TR VAR RT 01-15-2019 BEO 1,000,000 1,000,000 998,969AMERICREDIT .62000000477% DUE 06-08-2017 78,836 78,825 78,849AMERICREDIT .65% DUE 12-08-2017 255,000 254,949 255,044AMERICREDIT .9% DUE 01-08-2019 1,000,000 999,865 997,632AMERICREDIT .9% DUE 09-10-2018 300,000 299,959 299,899AMERICREDIT .92% DUE 04-09-2018 500,000 499,954 500,812AMERICREDIT .93999999762% DUE 02-08-2019 1,000,000 999,975 996,056AMERICREDIT 1.15% DUE 06-10-2019 600,000 599,983 599,116AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012-2 CL A-3 1.05 DUE 10-11-2016 3,250 3,250 3,251AMERICREDIT SER 2013-4 CL A-3 .96 DUE 04-09-2018 140,000 139,988 140,169AMERN EXPRESS CR .98% DUE 05-15-2019 250,000 249,971 249,914AMERN EXPRESS CR A/C MASTER TR FLTG RT SER 2014-4 CL A 12-15-2021 1,000,000 1,000,000 996,961BA CR CARD TR .4564999938% DUE 01-15-2020 1,000,000 1,000,000 999,820BARCLAYS DRYROCK ISSUANCE TR FLTG RT SER2014-1 NT CL A 12-16-2019 900,000 900,000 898,865BARCLAYS DRYROCK ISSUANCE TR SER 2014-2 FLTG RT CL A 03-16-2020 BEO 650,000 650,000 649,252BK AMER AUTO TR .77999997139% DUE 06-15-2016 56,260 56,258 56,267BMW VEH LEASE TR .54000002146% DUE 09-21-2015 317,771 317,720 317,823BMW VEH LEASE TR .73% DUE 02-21-2017 1,000,000 999,835 999,086

270



Attachment 122 of 6

Security Shares Tax Cost Market ValueBMW VEH OWNER TR .97000002861% DUE 11-26-2018 1,000,000 999,999 998,916CA REP AUTO .62000000477% DUE 01-17-2017 496,606 496,568 496,567CA REP AUTO .62999999523% DUE 06-15-2017 750,000 749,949 750,009CA REP AUTO SER 2014-2 CL A2 .54 DUE 03-15-2017 691,416 691,387 691,057CAP 1 .96 DUE 09-16-2019 500,000 499,940 498,159CAP 1 MULTI-ASSET FLTG RT .4533% DUE 11-15-2019 1,000,000 1,000,000 998,555CAP AUTO 1.18% DUE 12-20-2017 1,000,000 999,840 1,000,009CAP AUTO RECEIVABLES SR 2013-2 CL A2 .92 DUE 09-20-2016 REG 145,245 145,223 145,399CAPITAL AUTO RECEIVABLES ASSET TR 2013-3ASSET BACKED NTS CL A-2 1.08 11-21-2016295,000 294,990 295,681CAPITAL AUTO RECEIVABLES ASSET TR 2014-1CL A2 04-20-2017 REG 450,000 449,956 450,523CAPITAL AUTO RECEIVABLES ASSET TR 2014-2CL A2 0.92 04-20-2017 1,000,000 999,830 999,452CARMAX AUTO OWNER .51999998093% DUE 07-17-2017 336,668 336,591 336,381CARMAX AUTO OWNER .79000002146% DUE 10-15-2018 1,000,000 999,862 997,030CARMAX AUTO OWNER .84% DUE 03-15-2017 136,990 136,962 137,153CARMAX AUTO OWNER .97 DUE 11-15-2016 SER-2013-3 CL-A3 560,000 559,865 561,181CARMAX AUTO OWNER 1.15999996662% DUE 06-17-2019 860,000 859,932 856,767CARMAX AUTO OWNER SER 2013-4 CL A-3 1.1 DUE 07-16-2018 400,000 399,965 399,540CARMAX AUTO OWNER TR 2011-3 ASSET BACKEDNT CL A-3 1.07 DUE 06-15-2016 23,269 23,317 23,276CARMAX AUTO OWNER TR 2013-1 .6 10-16-2017 377,094 377,083 376,904CARMAX AUTO OWNER TR 2013-2 CL A3 .86 01-16-2018 750,000 749,961 749,465CARMAX AUTO OWNER TR 2014-2 CL A3 1.21 DUE 01-15-2019 REG 1,000,000 999,928 996,963CHASE ISSUANCE TR 1.15% DUE 01-15-2019 700,000 699,873 699,656CHASE ISSUANCE TR CHASESERIES 2014-5 NT CL A 04-15-2021 REG 1,000,000 1,000,000 996,687CHRYSLER CAP AUTO 1.27% DUE 05-15-2019 900,000 899,829 900,946CITIBANK CR CARD 1.32000005245% DUE 09-07-2018 700,000 705,606 703,881CITIBANK CR CARD ISSUANCE TR CL 2013-A10NTS FLTG 02-07-2018 REG 500,000 500,000 499,944CNH EQUIP TR .65% DUE 04-16-2018 442,254 442,166 442,013CNH EQUIP TR .91000002623% DUE 05-15-2019 1,000,000 999,971 997,105CNH EQUIP TR 2.04% DUE 10-17-2016 273,938 277,217 274,096CNH EQUIP TR 2012-A NT CL A3 .94 DUE 05-15-2017 61,148 61,144 61,161

271



Attachment 123 of 6

Security Shares Tax Cost Market ValueCNH EQUIP TR 2012-B CL A3 0.86 09-15-2017 209,790 209,783 209,951CNH EQUIP TR 2013-A CL A3 .69 07-15-2019 635,960 635,960 635,841CNH EQUIP TR SER 2014-A CL A3 .84 DUE 05-15-2019 1,000,000 999,988 997,276FIFTH THIRD AUTO TR 2013-1 CL A-3 1.17 DUE 08-15-2017 REG 725,000 724,871 726,085FORD CR AUTO LEASE .89% DUE 09-15-2017 1,000,000 999,937 998,549FORD CR AUTO LEASE FIXED .68% DUE 04-15-2017 600,000 599,913 599,455FORD CR AUTO LEASE TR 2013-A CL A3 .6 DUE 03-15-2016 135,818 135,805 135,857FORD CR AUTO OWNER .58% DUE 12-15-2016 131,204 131,195 131,229FORD CR AUTO OWNER .72000002861% DUE 12-15-2016 180,876 180,840 180,969FORD CR AUTO OWNER 2.25999999046% DUE 11-15-2025 850,000 849,788 854,537FORD CR FLOORPLAN MASTER OWNER TR A 2014-1 NT CL A-2 02-15-2019 REG 900,000 900,000 900,448GE CAP CR CARD 1.02999997139% DUE 01-15-2018 550,000 550,051 550,108GE DEALER FLOORPLAN MASTER SER 2014-1 CLA ASSET BACKED FLTG RT 07-20-2017 750,000 750,000 749,276GE EQUIP MIDTICKET 1.13999998569% DUE 05-22-2018 900,000 899,995 899,559GE EQUIP MIDTICKET LLC SER 2012-1 CL A3 .6 05-23-2016 307,243 307,193 307,206GE EQUIP MIDTICKET LLC SER 2013-1 CL A-3 0.95 03-22-2017 REG 225,000 224,995 225,628GE EQUIP TRANSN .62% DUE 07-25-2016 269,922 269,875 269,936GE EQUIP TRANSN LLC SER 2013-1 CL A3 0.69 11-25-2016 365,900 365,869 366,037GE EQUIP TRANSN LLC SER 2013-2 ASSET BACKED NT CL A-3 .92 DUE 09-25-2017 360,000 359,982 360,787GE EQUIP TRANSN LLC SER 2014-1 CL A3 .97 04-23-2018 REG 850,000 849,926 849,353GM FINL AUTOMOBILE 1.22000002861% DUE 01-22-2018 900,000 899,850 900,146HARLEY DAVIDSON .68% DUE 04-17-2017 128,222 128,199 128,275HARLEY DAVIDSON 1.47000002861% DUE 08-15-2017 625,095 629,214 627,040HARLEY-DAVIDSON .65% DUE 07-16-2018 284,422 284,421 284,431HARLEY-DAVIDSON 1.1% DUE 09-15-2019 1,000,000 999,740 998,101HONDA AUTO .56% DUE 05-15-2016 245,624 245,623 245,676HONDA AUTO .68999999762% DUE 09-18-2017 400,000 399,932 399,699HONDA AUTO .69999998808% DUE 02-16-2016 136,706 136,682 136,761HONDA AUTO .76999998093% DUE 05-15-2017 125,000 124,980 125,108HONDA AUTO RECEIVABLES SER 2012-4 CL A3 .52 08-18-2016 243,684 243,660 243,704

272



Attachment 124 of 6

Security Shares Tax Cost Market ValueHUNTINGTON AUTO TR 2012-2 CL A3 .51 04-17-2017 401,557 401,515 401,516HYUNDAI AUTO .9% DUE 12-17-2018 1,000,000 999,970 997,311HYUNDAI AUTO 1.00999999046% DUE 02-15-2018 140,000 139,975 140,403HYUNDAI AUTO LEASE .98% DUE 11-15-2017 1,000,000 999,875 998,210HYUNDAI AUTO RECEIVABLES SER 2012-C CL A3.53 04-17-2017 405,843 405,791 405,856HYUNDAI AUTO RECEIVABLES TR 2012-B CL A3.62 09-15-2016 135,315 135,292 135,361HYUNDAI AUTO RECEIVABLES TR 2013-A NT CLA-3 .56 DUE 07-17-2017 REG 484,601 484,586 484,784HYUNDAI AUTO RECEIVABLES TR 2014-A A3 .79 07-16-2018 500,000 499,911 499,370JOHN DEERE OWNER .60000002384% DUE 03-15-2017 675,970 675,951 676,789JOHN DEERE OWNER TR 2012-B CL A3 0.53 DUE 07-15-2016 317,527 317,518 317,569JOHN DEERE OWNER TR SER 2014-B CLS A3 1.07 11-15-2018 900,000 899,803 896,472MERCEDES-BENZ AUTO .47% DUE 10-17-2016 287,767 287,740 287,786MERCEDES-BENZ AUTO .58999997377% DUE 02-15-2016 284,023 283,998 284,003MERCEDES-BENZ AUTO .89999997616% DUE 12-16-2019 1,000,000 999,911 999,533MERCEDES-BENZ AUTO 1.06 SER 2013-B CL A3DUE 07-15-2016 500,000 499,976 500,211MERCEDES-BENZ AUTO SER 2013-1 CL A-3.78 DUE 08-15-2017 700,000 699,974 700,989NISSAN AUTO .46000000834% DUE 10-17-2016 335,579 335,575 335,541NISSAN AUTO .5% DUE 05-15-2017 226,359 226,316 226,388NISSAN AUTO .72% DUE 08-15-2018 625,000 624,856 623,587NISSAN AUTO .95% DUE 02-16-2016 83,875 84,021 83,918NISSAN AUTO LEASE .57999998331% DUE 11-16-2015 107,410 107,405 107,413NISSAN AUTO LEASE .61% DUE 04-15-2016 500,000 499,998 499,808NISSAN AUTO LEASE 1.12000000477% DUE 09-15-2017 1,000,000 999,970 995,947NISSAN AUTO LEASE SER 2013-B CL A-3 0.75DUE 06-15-2016 350,000 349,995 350,274NISSAN AUTO LEASE TR 2014-A CL A3 .79 DUE 02-15-2017 REG 1,000,000 999,987 999,331PORSCHE FINL AUTO .89% DUE 01-23-2018 1,000,000 999,980 999,469PORSCHE INNOVATIVE 1.03% DUE 11-20-2017 1,000,000 999,831 998,584PVTPL CNH EQUIP TR 2012-C NT CL A-3 .56999999285% DUE 12-15-2017 REG 397,547 397,514 397,699PVTPL DELL EQUIP FIN TR 2014-1 AST BACKED NT CL A-3 144A .94 DUE 06-22-2020 1,000,000 999,878 999,006PVTPL ENTERPRISE FLEET FING LLC SER 2014-2 CL A-2 144A .99 03-20-2020 BEO 1,000,000 999,839 998,978

273



Attachment 125 of 6

Security Shares Tax Cost Market ValuePVTPL MMAF EQUIP FIN LLC 2014-A CL A-2 .52 04-10-2017 BEO 750,000 749,937 748,449PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TR2014-1 CL A2 .7 05-15-2017 500,000 499,964 499,810PVTPL WHEELS SPV LLC SR 2014-1A CL A2 .87 03-20-2023 BEO 600,000 599,962 600,055SANTANDER DR AUTO .81% DUE 07-16-2018 700,000 699,992 698,393SANTANDER DR AUTO .82% DUE 02-15-2018 500,000 499,994 500,295SANTANDER DR AUTO .87000000477% DUE 01-16-2018 300,000 299,981 300,089SANTANDER DR AUTO 1.01% DUE 04-16-2018 500,000 499,940 498,688SANTANDER DR AUTO 1.08% DUE 09-17-2018 1,000,000 999,953 998,774TCF AUTO 1% DUE 05-15-2017 500,000 499,986 499,821TOYOTA AUTO .46000000834% DUE 07-15-2016 329,477 329,445 329,541TOYOTA AUTO .55000001192% DUE 01-17-2017 196,073 196,071 196,181TOYOTA AUTO .93% DUE 07-16-2018 1,000,000 999,957 999,792TOYOTA AUTO RECEIVABLES 2012-A NT CL A-3.75 DUE 02-16-2016 142,115 142,088 142,185TOYOTA AUTO RECEIVABLES 2013-B CL A3 0.89 DUE 07-17-2017 REG 435,000 434,979 435,815USAA AUTO OWNER TR .43% DUE 08-15-2016 198,721 198,698 198,740USAA AUTO OWNER TR .58% DUE 12-15-2017 1,000,000 999,955 998,058VOLKSWAGEN AUTO .80000001192% DUE 04-20-2017 1,000,000 999,918 996,810VOLKSWAGEN AUTO .84% DUE 07-20-2016 340,000 339,956 340,575VOLKSWAGEN AUTO LN .7% DUE 04-20-2018 600,000 599,862 598,211VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012-2 CL A-3 .46 DUE 01-20-2017 REG438,126 438,101 438,046WORLD FINL NETWORK 3.96000003815% DUE 04-15-2019 650,000 659,174 659,847WORLD FINL NETWORK CR CARD MASTER NT FLTG RT SER 2014-A CL A 12-15-2019 750,000 750,000 750,294WORLD OMNI 1.09% DUE 12-15-2016 350,000 349,944 351,286WORLD OMNI AUTO .61% DUE 06-15-2017 455,379 455,377 455,539WORLD OMNI AUTO .83% DUE 08-15-2018 500,000 499,932 499,678WORLD OMNI AUTO RECEIVABLES TR 2013-A CL A3 .64 DUE 04-16-2018 700,000 699,963 699,558WORLD OMNI AUTO RECEIVABLES TR SR 2014-A CL A3 .94 04-15-2019 REG 1,000,000 999,871 998,226WORLD OMNI AUTO RECEIVABLES TR 2011-B ASSET BACKED NT CL A-3 1.21 04-15-2015 53,677 53,749 53,695WORLD OMNI AUTO RECEIVABLES TR SER 2012-A CL A3 1.0%02-15-2017 159,757 159,746 159,821WORLD OMNI AUTOMOBILE LEASE SECURITIZATISER 2014-A CLS A3 1.16% 09-15-2017 900,000 899,938 901,914

274



Attachment 126 of 6

Security Shares Tax Cost Market ValueCMO JOHN DEERE OWNER TR 2014 ASSET BACKED NT CL A-3 .92% DUE 04-16-2018 REG1,000,000 999,840 999,542CF BIL LTD CL Y SER A-14 ( ONLY MELLON FDN.) FUND 311,144 30,000,000 32,717,451CF BIL LTD CL Y SER D-14 ( ONLY MELLON FDN.) FUND 300,000 30,000,000 30,039,000

TOTAL 147,949,299 150,467,756

275


ATTACHMENT 13

FORM 990PF, PART II - OTHER INVESTMENTS


- DERIVATIVE FINANCIAL 1,101,449. INSTRUMENTS- INTEREST IN LIMITED 4,170,414,919. 4,243,144,007. 4,243,144,007. LIQUIDITY INVESTMENTS

TOTALS 4,171,516,368. 4,243,144,007. 4,243,144,007.

ATTACHMENT 1343461C 2532 V 14-6F 276

The Andrew W. Mellon FoundationForm 990-PF13-1879954Calendar Year 2014


Investments - Other


Security Shares Tax Cost Market Value

Abingworth Bioventures V 4,120,954 3,351,945Abingworth Bioventures VI 4,808,150 5,348,263Abrams Capital Partners II, LP 85,040,552 85,040,552ABRY Advanced Securities Fund, LP 467,800 488,610ABRY Senior Equity II 706,481 760,594ABRY Senior Equity III 4,466,009 6,742,711ABRY Senior Equity IV, L.P. 3,627,078 4,382,393ABRY Senior Equity VI 4,072,191 5,642,858ABRY Senior Equity VII 11,926,654 15,353,516Accel IX 3,443,392 7,705,411Accel VIII 917,054 834,766Adamas Opportunity, LP 63,499,845 63,438,285Advent International GPE VI, LP 27,824,486 45,223,620Advent International GPE VII-A, LP 29,090,133 38,205,624AEP Feeder 3,192,645 3,192,645AEP Feeder IV 6,946,013 6,946,013Aisling Capital III, LP 5,918,721 8,116,363Altira Technology Fund V, LP 5,244,978 4,108,456Anchorage Illiquid Opportunities Offshore IV, LP 5,809,573 5,809,573Andreessen Horowitz Annex Fund II, L.P. 4,817,109 6,728,699Andreessen Horowitz Fund II, L.P. 5,179,024 16,332,374Andreessen Horowitz Fund III, L.P. 6,092,311 12,892,114Andreessen Horowitz Fund IV, L.P. 2,426,282 3,095,220Andreessen Horowitz Parallel Fund III, L.P. 2,631,168 4,588,023Andreessen Horowitz Parallel Fund IV, L.P. 1,960,034 2,187,491Archipelago Holdings, Ltd 40,000,000 60,325,917Aurora Equity Partners IIl, L.P. 2,281,194 1,636,239Avanti Strategic Land Investors VI, LLLP 9,078,740 9,078,740Avenue ASIA Special Situations Fund IV 4,257,461 12,977,583

277



Investments - Other



Avenue Europe Special Situations 0 618,549Avenue Special Situations Fund IV 0 184,886Avenue Special Situations Fund V 0 65,837Avenue Special Situations Fund VI (B-Feeder), L.P. 16,032,518 16,989,388Bain Capital ASIA 5,469,831 5,345,534Bain Capital EUROPE III 15,115,766 18,276,861Bain Capital Fund VII 16,228,863 7,217,611Bain Capital Fund VIII 16,017,008 10,448,139Bain Capital Venture Fund 2005 3,336,067 3,903,215Bain Capital Venture Fund 2007 4,292,407 10,149,522Bain Capital Venture Fund 2012 3,763,039 4,496,620Bain Capital Venture Fund 2014 531,158 531,158Bain IX 24,946,257 22,134,350Bain IX Coinvestment 5,451,713 5,437,740Bain X 24,335,607 30,582,122Bain X Coinvestment 1,782,111 2,140,475Bain XI 6,366,167 6,182,773Balderton Capital I, LP 590,151 2,271,684Balderton Capital II, LP 5,316,151 1,852,989Balderton Capital III, LP 9,621,820 8,694,770Baupost Value Partners, L.P. IV 132,250,211 130,954,211BC European Capital Fund VII-9 4,027,084 121,399BC European Capital Fund VIII-9 7,350,202 8,720,717Benchmark Capital Partners III, LP 355,742 394,437Benchmark Capital Partners IV, LP 1,374,308 1,154,681Benchmark Capital Partners V, LP 13,733,547 17,519,463Benchmark Capital Partners VI, LP 8,661,430 47,317,101Benchmark Capital Partners VII, LP 17,346,900 172,924,982Benchmark Capital Partners VIII, LP 2,716,671 2,801,044

278



Investments - Other



Benchmark Founders Fund III, L.P. 254,402 179,842Benchmark Founders Fund IV, L.P. 1,084,857 1,201,693Bennett Restructuring Fund, LP 92,582,787 81,943,273Broadreach Capital Partners 8,716,528 8,716,528Brookside 5,497,232 3,404,480Cadent Energy Parnters I, LP 10,635,581 7,956,930Cadent Energy Parnters II, LP 15,641,800 17,834,906Candover Partners Limited 2005 Fund 23,075,551 12,272,070Candover Partners Limited 2008 Fund 5,820,682 4,689,861Canyon-Johnson Urban Fund III, L.P. 13,743,685 13,743,685CCG Investment Fund, LP 2,658,359 1,424,982CCG Investments BVI Fund, LP 2,541,610 3,539,490CCG Investments LLC 428,038 413,255Centerbridge 9,317,404 17,678,026Centerbridge Credit TE 90,219,464 93,676,317Clayton, Dubilier & Rice Fund VI, LP 65,720 65,720Clearwater Capital Partners Fund III (Annex), L.P. 0 1,787,929Clearwater Fund III Feeder Fund, LP 5,549,651 11,799,890Clearwater Fund IV Feeder Fund, LP 18,086,646 17,815,116Convexity Capital Offshore, L.P. G Shares 0 38,886,012Convexity Capital Offshore, L.P. H Shares 66,058,151 75,394,550Crow Holdings IV 4,760,626 4,760,626Crow Holdings V 10,266,965 10,266,965Cypress Realty VI 11,704,065 9,865,656Elevation Partners, LP 628,959 806,533Elliott International Limited - Class B Shares 16,632,000 18,144,336Eminence Fund Ltd. 40,000,000 52,002,272Eminence Long Fund 40,000,000 44,523,436EnCap Energy Capital Fund IX, L.P. 5,993,482 6,007,049

279



Investments - Other



EnCap Flatrock Midstream Fund III, L.P. 271,346 294,415Energy Spectrum Capital VII, LP (16,181) (16,181)Enervest Energy 2,452,221 2,452,221EnerVest Energy Institutional Fund XIII-C, L.P. 22,531,102 22,531,102EQT Credit II (No. 1) 10,768,473 9,955,102EQT IV (No. 1) LP 6,270,128 8,365,461EQT V 11,954,740 10,701,917EQT VI 15,960,829 18,911,167Europa Fund III, LP 8,983,186 11,682,996Farallon Capital Institutional Partners, LP 108,787,259 178,089,537Frazier Healthcare VI, LP 4,579,772 13,341,079Fremont Strategic Property Partners 7,837,435 3,567,712General Atlantic Partners (2005) 45,112,925 57,624,462General Atlantic Partners (2010) 66,524,718 86,081,152General Catalyst Group V, Supplemental 3,780,041 7,960,348General Catalyst III 3,116,913 1,927,560General Catalyst IV 5,514,797 12,016,525General Catalyst V 8,777,288 17,634,487Global Private Equity III, LP 303,225 390,430Global Private Equity IV, LP 716,411 716,411Global Private Equity V, LP 7,351,540 6,165,750Golden Gate Capital Investment Annex Fund II 788,075 462,622Golden Gate Capital Investment Fund II 3,709,311 6,932,248Golden Gate Capital Investment Fund II BVI 5,146,752 5,627,563Golden Gate Capital Investment Fund II, LLC 308,658 322,700Golden Gate Capital Investment Fund IIA 1,763,809 861,932Golden Gate Capital Investment Fund IIA BVI 2,684,633 3,857,594Golden Gate Capital Opportunity Fund, L.P. 78,648,567 112,575,347Greenbriar Equity III 6,533,837 7,779,235

280



Investments - Other



Greenfield Acquisition Partners V, LP 4,813,967 5,414,364Greenfield Land Partners II, LP 11,775,426 3,147,128Greenlight 25,000,000 24,387,304GS Vintage Fund II Offshore LP 4,141,136 3,192,151GS Vintage Fund IV Offshore LP 11,046,745 14,280,762GTCR Fund IX/A LP 10,889,561 20,715,702GTCR Fund X/A/B LP 14,545,459 22,575,358GTCR Fund XI, LP 1,385,654 1,544,839Harbourvest International III 1,248,391 1,263,341Harbourvest International IV 5,038,980 5,964,314Hellman & Friedman Capital Partners VI 10,400,028 10,400,028Hellman & Friedman Capital Partners VII 7,579,003 7,579,003Highcross Regional UK Partners III 2,001,989 1,352,201Highfield Capital IV LP 104,924,659 188,491,036Highland Capital VII 5,504,074 7,482,151Hillhouse Fund II Feeder, LP 4,447,499 4,447,499HIPEP V Asia/Rest of the World Partnership Fund LP 8,522,082 9,813,298HIPEP VI-Cayman Asia Pacific Fund L.P. 7,935,862 10,559,393Hoplite Offshore 65,000,000 83,712,192Hummer Winblad Venture Partners V, LP 6,697,974 11,292,466Hutensky Capital REIT I 5,383,003 7,667,212ING Clarion Development Ventures II, LP 2,736,415 318,400ING Clarion Development Ventures III, LP 22,416,252 20,755,462Institutional Venture Partners VIII, LP 441,982 99,357JC Flowers II AIV K 305,624 268,447JC Flowers II, LP 3,911,892 3,275,609JC Flowers L.P. Jupiter AIV II Special LP 4,270,820 2,062,624JC Flowers, LP /HSH AIV 1 Trust 5,662,252 4,495Kingstreet 83,302,005 79,153,820

281



Investments - Other



Kleiner Perkins Caufield & Byers Digital Growth Fund II 3,651,628 3,892,239Kleiner Perkins Caufield & Byers Green Growth Fund 4,810,456 4,579,788Kleiner Perkins Caufield & Byers IX-A, LP (710,407) 1,165,475Kleiner Perkins Caufield & Byers VII, LP 632,464 87,964Kleiner Perkins Caufield & Byers VIII, LP 391,896 523,158Kleiner Perkins Caufield & Byers X-A, LP 3,198,468 1,923,728Kleiner Perkins Caufield & Byers XI-A, L.P. 5,409,736 4,648,399Kleiner Perkins Caufield & Byers XII, LLC 4,329,175 3,512,360Kleiner Perkins Caufield & Byers XIII, LLC 6,207,273 9,282,424Kleiner Perkins Caufield & Byers XIV, LLC 5,432,096 6,548,106Kleiner Perkins Caufield & Byers XV, LLC 6,170,520 9,918,662Kleiner Perkins Caufield & Byers XVI, LLC 2,377,155 2,377,155Kohlberg Investor VII, LP 6,775,050 8,806,622Kohlberg TE Investors VI 5,167,101 7,419,364KPCB China Fund II, LP 6,855,794 7,280,515KPCB China Fund, LP 4,514,444 5,842,322KPCB Digital Growth Fund, LLC 7,564,247 15,228,183KPCB Pandemic Preparedness & Biodefense Fund, LLC 1,324,343 482,138La Salle Medical Office Fund II 2,714,478 1,475,256LaSalle Asia Opportunity Fund III, LP 4,828,756 4,917,225Lime Rock Partners V, LP 5,159,897 4,676,420Lionstone Urban Investments Two, LP 1,239,617 1,239,617Lone Cascade 69,944,599 110,902,114Lone Pinon, Ltd 0 15,933,932Lone Savin 25,000,000 26,157,802LS Power Equity Partners II PIE, LP 9,239,961 16,716,363Madison Dearborn Capital Partners IV, LP 5,291,132 7,740,267Madison Dearborn Capital Partners V, LP 13,047,828 23,315,505Madison Dearborn Capital Partners VI, LP 14,143,253 23,064,476

282



Investments - Other



Mason Capital, Ltd. 40,000,000 45,109,509Matrix Capital Management Fund (Offshore) 40,000,000 69,136,611Matrix India 7,635,819 13,973,475Matrix India II 6,112,506 9,504,513Matrix Partners China I, LP 6,088,574 15,692,234Matrix Partners China II, LP 17,138,652 55,017,993Matrix Partners China III, LP 7,609,710 9,388,324Matrix Partners IX, LP 9,792,894 18,195,804Matrix Partners VI, LP 604,498 766,943Matrix Partners VII, LP 2,680,327 2,779,957Matrix Partners VIII, LP 11,041,259 25,943,314Matrix Partners X, LP 3,009,553 3,052,243Merchants' Gate Offshore Fund Ltd 45,000,000 56,289,938Merit Energy Partners C-1 2,429,471 3,740,958Merit Energy Partners D-1 5,743,902 8,761,115Merit Energy Partners E-1 2,519,654 3,889,132Merit Energy Partners F-1 472,994 127,754Mineral Acquisition Partners "MAP" 7,781,571 25,168,016Moorfield Real Estate Fund II "A" Limited 25,955,369 26,007,520New Century Holdings XI 10,692,263 237,366Northern Light Venture Fund III, LP 6,670,097 10,865,437NXT Capital Senior Loan Fund II Feeder Fund 19,808,404 19,808,404OCM Mezzanine Fund II, LP 5,602,837 3,536,392OCM Mezzanine Fund, LP 1,225,881 74,511OCM Opportunities Fund III, LP 89,126 132,600OCM Opportunities Fund IV, LP 180,905 38,767OCM Opportunities Fund V (Cayman), Ltd. 3,404,913 836,867OCM Opportunities Fund VI 1,020,953 1,053,923OCM Opportunities Fund VII 779,770 2,056,171

283



Investments - Other



OCM Opportunities Fund VII-b 1,250,111 1,543,313OCM Principal Opportunities Fund II, LP 0 27,239OCM Principal Opportunities Fund III, L.P. 3,099,462 1,595,091OCM Principal Opportunities Fund IV, L.P. 5,256,057 7,516,070Old Lane India 13,877,282 23,980,520OZ Fund 9,391,262 2,669,310PLA Residential Fund III, LP 18,123,337 15,987,275Post Oak Companies 12,398 385,469Prudential Senior Housing III (3,528) 1,334,524Quantum Energy IV, LP 6,170,766 10,916,956Quantum Energy V, LP 13,055,458 26,585,175Quantum Resource A-1 1,359,435 2,100,000Realterm Logistics Fund, L.P. 7,495,401 9,055,668Realty Associates Fund IX, L.P. 17,581,636 17,581,636Realty Associates Fund VII 8,697,392 10,511,455Realty Associates Fund VIII 14,993,424 12,931,236Red Kite Mine Finance Fund II, LP 13,163,870 13,163,870Redpoint I, LP 406,023 166,233Redpoint II, LP 2,231,735 1,982,838Redpoint III, LP 4,436,684 7,331,112Redpoint IV, LP 8,786,386 13,293,272Redpoint V, LP 7,472,520 8,721,209Regiment Capital SSF III 3,447,440 2,530,922Regiment Capital SSF V 6,648,465 6,742,782Riva Capital Partners II, LP 1,643,442 2,876,104Riva Capital Partners III, LP 13,762,723 13,762,723Roark Capital Partners II, LP 3,885,376 32,707,798Roark Capital Partners III, LP 13,125,236 16,416,237Sankaty Credit Opportunities II, LP 0 4,193,433

284



Investments - Other



Sankaty Credit Opportunities III, LP 4,787,862 6,958,110Senator Global Opportunity Offshore Fund, Ltd. 70,000,000 71,870,554Sentient Global Resources IV 12,314,778 11,854,668Sentinel Capital V, LP 4,544,314 4,554,801Sequoia Capital China Growth Fund III, L.P. 2,488,390 2,596,123Sequoia Capital China Venture IV, L.P. 2,333,852 2,514,306Sequoia Capital China Venture V, L.P. 1,582,007 1,584,884Sequoia Capital India Growth Fund II, L.P. 13,025,856 20,439,346Sequoia Capital U.S. Growth Fund IV, L.P. 5,311,151 9,348,246Sequoia Capital U.S. Growth Fund V, L.P. 6,369,201 8,286,281Sequoia Capital U.S. Growth Fund VI, L.P. 2,578,685 2,638,713Sequoia Capital U.S. Venture XIV, L.P. 1,252,390 2,394,898Sierra Ventures IX, LP 8,942,523 15,115,083Sierra Ventures VII, LP 2,381,563 1,529,944Sierra Ventures VIII-A, LP 6,266,671 4,272,576SRI Nine REIT 14,651,657 14,628,404Summit Partners Europe Private Equity Fund, L.P. 8,856,581 9,317,902Summit Partners Growth Equity Fund VIII-A, L.P. 10,631,044 11,097,309Summit Partners PE Fund VII-A, LP 17,417,764 26,340,930Summit Partners Venture Capital Fund III-A, L.P. 6,426,346 7,118,917Summit Subordinated Debt Fund II, LP 51,945 51,945Summit Subordinated Debt IIIB 2,295,594 2,431,494Summit Subordinated Debt IV-A 9,041,930 8,449,943Summit Ventures IV, LP 37,678 37,678Summit Ventures V, LP 59,275 71,562Summit Ventures VI-B, LP 2,861,226 5,249,089Sun Capital Partners V, LP 8,025,292 14,511,379Swiftcurrent Offshore, Ltd. 40,000,000 56,419,995Sycamore Partners II LP 1,272,850 1,421,926

285



Investments - Other



Sycamore Partners LP 7,905,862 14,366,493TA IX, LP 144,813 144,813TA Subordinated Debt Fund II LP 3,479,289 2,656,697TA X, LP 10,983,647 14,253,333TA XI, LP 9,770,576 12,299,778Thomas H. Lee Equity Fund V, LP 446,118 401,147Triton Fund IV US, L.P. 5,080,743 4,964,584US Venture Partners IX 5,222,055 7,940,672US Venture Partners X 8,543,859 13,234,893Vestar Capital Partners V, LP 13,237,718 16,923,559W Capital Partners II, LP 7,523,231 9,270,608W Capital Partners III, LP 4,190,838 5,278,338Yorktown Energy Partners IV, LP 4,313,884 1,628,645Yorktown Energy Partners IX, LP 23,235,688 23,721,681Yorktown Energy Partners V, LP 5,007,709 5,180,458Yorktown Energy Partners VI, LP 3,445,493 7,403,635Yorktown Energy Partners VII, LP 9,427,958 15,525,814Yorktown Energy Partners VIII, LP 16,386,252 20,866,040Yorktown Energy Partners X, LP 13,207,158 13,721,838

TOTAL FOR LIMITED LIQUIDITY 3,213,847,521 4,243,144,007

286


ATTACHMENT 14

FORM 990PF, PART II - OTHER ASSETS


MISC RECEIVABLES 4,896. 10,390. 10,390.BOND CAPITALIZATION COSTS 355,034. 207,096. 207,096.EMPLOYEE BENEFIT PLAN INVEST. 1,568,398. 1,737,054. 1,737,054.PROGRAM-RELATED INVESTMENTS 1,365,000. 1,100,000. 1,100,000.ALLOWANCE FOR DOUBTFUL ACCTS. -162,500. -162,500. -162,500.

TOTALS 3,130,828. 2,892,040. 2,892,040.

ATTACHMENT 1443461C 2532 V 14-6F 287


ATTACHMENT 15

FORM 990PF, PART II - OTHER LIABILITIES

BEGINNING ENDINGDESCRIPTION BOOK VALUE BOOK VALUE

2008 SERIES BONDS 44,350,000. 44,350,000.2009 SERIES BONDS 230,000,000.BORROWINGS UNDER NON-REVOLVING LINES OF CREDIT 210,000,000.BORROWINGS UNDER REVOLVING LINES OF CREDIT 40,000,000.

TOTALS 274,350,000. 294,350,000.

43461C 2532 V 14-6F 288

The Andrew W. Mellon FoundationEIN: 13-1879954For Year Ended December 31, 2014

Form 990-PF, Part II, Line 17 - Accounts Payable and Accrued Expenses

Beginning EndingDescription Book Value Book Value

Accrued Expenses 8,982,009$ 4,674,280Deferred Federal Excise Tax 22,700,000 24,100,000

Totals 31,682,009$ 28,774,280$

ATTACHMENT 15A289


ATTACHMENT 16

FORM 990PF, PART III - OTHER INCREASES IN NET WORTH OR FUND BALANCES

DESCRIPTION AMOUNT

UNREALIZED LOSS- MARKETABLE SECURITIES -54,200,588.UNREALIZED GAIN- ALTERNATIVE INVESTMENTS 123,908,745.FOREIGN EXCHANGE 28,643.

TOTAL 69,736,800.

43461C 2532 V 14-6F 290


ATTACHMENT 17

FORM 990PF, PART III - OTHER DECREASES IN NET WORTH OR FUND BALANCES

DESCRIPTION AMOUNT

INCREASE IN DEFERRED TAX LIABILITY 1,400,000.

TOTAL 1,400,000.

43461C 2532 V 14-6F 291

292

BYLAWS

OF

THE ANDREW W. MELLON FOUNDATION

ARTICLE I

TRUSTEES

Section 1. The Board of Trustees of The Andrew W. Mellon Foundation (the

“Foundation”) shall have no fewer than eight nor more than ten Directors, who shall be

known and styled as Trustees, of the Foundation. Notwithstanding the foregoing, in

exceptional circumstances, a maximum of 11 Trustees shall be permitted for a period of

less than one year. The minimum and maximum number of Trustees may be changed

by amendment of this Bylaw approved by majority vote of the entire Board, provided

that no amendment of this Bylaw shall shorten the term of any incumbent Trustee or

reduce the number of Trustees to less than three. The “entire Board” for purposes of

these Bylaws shall consist of the total number of Trustees that were elected as of the

most recently held election of Trustees.

Section 2. The Trustees shall be elected at each annual meeting of the Board of

Trustees by a majority vote of the Trustees then in office. The Trustees shall hold office

from the time of their election and qualification until the conclusion of the next annual

meeting of the Trustees. Trustees first elected in 2007 or thereafter shall be eligible for

reelection at the four consecutive annual meetings following the initial election. Such a

293

Trustee shall be eligible for reelection at an additional five consecutive annual meetings.

Such a Trustee, however, may after a hiatus of no less than one year again be elected to

the Board of Trustees but only by unanimous vote of the Trustees then in office and

subject to the other limits set out in this Section 2. A Trustee may hold office no longer

than the conclusion of the annual meeting following the Trustee’s seventy-second

birthday. However, under exceptional circumstances, a Trustee may be reelected for one

or more one-year periods from the conclusion of the first annual meeting of the Trustees

following such Trustee’s seventy-second birthday, by resolution of the Trustees, following

a determination that such reelection is merited by compelling interests of the Foundation.

Section 3. Vacancies occurring among the Trustees by reason of death,

resignation, failure of reelection as a Trustee, removal, or other cause shall be filled

by majority vote of the Trustees then in office.

Section 4. No person who has made a substantial contribution of money or other

property to the Foundation or is a member of the family of any such contributor shall be

entitled to compensation for his services as a Trustee or officer of the Foundation.

Subject to the foregoing, the Trustees may authorize the payment of reasonable

compensation to Trustees for services rendered to the Foundation and shall fix the

salaries of officers of the Foundation.

294

ARTICLE II

Meetings

Section 1. The annual meeting of the Trustees of the Foundation for the election of

Trustees and the transaction of such other business as may come before the meeting shall

be held at a time, date, and place designated by the Board of Trustees, provided that it is

held within the first six months of each calendar year. Special meetings of the Trustees of

the Foundation shall be held at such times, dates, and places as the Trustees shall from

time to time designate, or upon call of the Chairman or Vice Chairman of the Board or the

President or of any Trustee upon demand (either written or electronic) of not less than

one-fifth of the entire Board. Except as otherwise provided herein, two-thirds of the

entire Board shall constitute a quorum at all meetings of the Trustees. Except as

otherwise required by state or federal law or these Bylaws, action by the Board of

Trustees shall require the vote of a majority of the Trustees present at the time of the vote

with a quorum present at such time.

Section 2. Notice (either written or electronic) of all meetings shall be provided

by the Secretary, or other officer performing his duties, or by the Chairman of the Board

or the President or Trustee calling the meeting, at least five days before the date fixed for

the meeting of the Trustees, provided, however, that notice shall be unnecessary as to

any Trustee who submits a waiver (either written or electronic) thereof either before or

after the meeting or if the Trustee attends the meeting without protesting before the

meeting or at its beginning the lack of notice.

295

Section 3. Any action required or permitted to be taken by the Board of Trustees or

any committee thereof may be taken without a meeting if all members of the Board of

Trustees or such committee consent to the adoption of a resolution authorizing the action.

Such consent may be written or electronic. The resolution and the consents thereto by the

members of the Board of Trustees or committee thereof shall be filed with the minutes of

the proceedings of the Board of Trustees or such committee, as the case may be. Any one

or more members of the Board of Trustees or any committee thereof may participate in a

meeting of the Board of Trustees or committee by means of a conference telephone,

videoconference, or similar communications equipment. Participation by such means

shall constitute presence in person at a meeting as long as all persons participating in the

meeting can hear each other at the same time and can participate in all matters before the

Board of Trustees or committee of the Board of Trustees, including the ability to propose,

object to, and vote upon specific actions.

ARTICLE III

Officers

Section 1. The officers of the Foundation shall consist of a Chairman of the Board,

a President, a Secretary, a Financial Vice President, and such other officers as the Trustees

may from time to time elect. The Chairman of the Board shall be chosen from among the

Trustees. A Vice Chairman of the Board may also be chosen from among the Trustees,

and shall preside over meetings of the Trustees in the absence of the Chairman. No

employee of the Foundation shall serve as the Chairman of the Board or Vice Chairman of

296

the Board or as Chairman or Vice Chairman of any committee of the Board of Trustees.

Officers shall be elected annually by majority vote of the Board of Trustees and shall hold

office until their respective successors are elected and qualify; but any officer elected by

the Board of Trustees may be removed, with or without cause, at any time by majority

vote of the Board of Trustees. No officer shall be eligible for reelection following such

officer’s seventy-second birthday. Any two or more offices may be held by the same

person, except the offices of President and Secretary.

Section 2. The President shall exercise general control and supervision over all the

affairs of the Foundation, its agents and employees, and generally shall perform such

duties and exercise such powers as may appertain to the office of President and as may be

assigned to him by the Board of Trustees from time to time. The President shall be an ex

officio member of the Board of Trustees and of all committees of the Board of Trustees,

except for the Audit Committee and the Compensation and Governance Committee.

In the absence or disability of the President, the Trustees shall appoint an

individual, with the exception of the Secretary, to act in his stead and to assume the

powers and duties of the President until a new President or an acting President has been

appointed by the Board of Trustees.

Section 3. The Secretary shall give notice of and shall attend all meetings of the

Board of Trustees and of all committees of the Board of Trustees, and shall have

custody of the seal of the Foundation, of all written contracts and of all deeds, leases,

records and evidence of title to the real estate owned, held or controlled by the

297

Foundation. He shall perform all duties incident to the office of Secretary and such

other duties as may be assigned to him from time to time by the Board of Trustees or the

Chairman or Vice Chairman of the Board or the President.

In the case of the absence or inability to act of the Secretary, the President shall

appoint one of the remaining officers, with the exception of the President, to act in his

stead, subject to approval by the Board of Trustees, until a successor is elected by the

Board of Trustees.

Section 4. The Financial Vice President shall have responsibility for coordinating

and developing policies and plans for the financial, investment, administrative, and

corporate operations of the Foundation. He shall have charge, under the direction of the

President, of the business operations of the Foundation and shall render to the President

and Board of Trustees whenever required a statement of the Foundation’s financial

condition. He shall have the custody of all moneys, funds, and securities of the

Foundation and shall make all payments on the Foundation’s account. He shall perform

all duties incident to the office of Financial Vice President and such other duties as may

be assigned to him from time to time by the Board of Trustees or the Chairman or Vice

Chairman of the Board or the President. The Financial Vice President shall supervise the

chief financial officer of the Foundation and may delegate duties to the chief financial

officer, primarily those duties incident to the custody, collection and payment of moneys

and funds.

298

In the case of the absence or inability to act of the Financial Vice President, the

President shall appoint one of the remaining officers to act in his stead, subject to

approval by the Board of Trustees, until a successor is elected by the Board of Trustees.

ARTICLE IV

Committees

Section 1. The Board of Trustees may by majority vote of the entire Board provide

for and create among its members an Investment and Finance Committee, an Audit

Committee, a Compensation and Governance Committee, and such additional

committees as it may deem wise, which shall have and may exercise such powers as shall

be conferred or authorized by the resolution appointing them. A majority of any such

committee may determine its action and fix the time and place of its meetings, unless the

Board of Trustees shall otherwise provide. Members of each committee shall be

appointed at each annual meeting of the Board of Trustees by majority vote of the entire

Board. The Board of Trustees may by majority vote of the entire Board change the

membership of any such committee, fill vacancies therein and discharge any such

committee. Each committee shall have a Chairman, who shall be appointed by the Board

of Trustees.

Section 2. The Board of Trustees may authorize the appointment to the

Investment and Finance Committee of one or two persons who have significant

experience in the field of financial management, including an understanding of asset

allocations and investment strategies, and who are not members of the Board of

299

Trustees. Such non-Trustees would serve as voting members of the Investment and

Finance Committee.

Section 3. Any non-Trustees on the Investment and Finance Committee shall serve

from the time of their appointment and qualification until the conclusion of the annual

meeting of the Board of Trustees. Such non-Trustees shall be eligible for reappointment

by the Board of Trustees at the four consecutive annual meetings following the initial

appointment. A non-Trustee on the Investment and Finance Committee may hold office

no longer than the conclusion of the annual meeting of the Board of Trustees following

such non-Trustee’s seventy-second birthday.

Section 4. Each committee must be composed of a minimum of three

Trustees. A majority of the total number of Trustees on the Investment and Finance

Committee, but not fewer than three Trustees, shall constitute a quorum at all

meetings of such committee.

Section 5. The Board of Trustees may designate one or more committees

other than committees of the Board of Trustees, which shall be committees of the

Foundation, to carry out functions that the Board of Trustees may specify and as

permitted by law. Each member of a committee of the Foundation shall be

appointed and may be removed, with or without cause, by the Board of Trustees.

The members of committees of the Foundation need not be Trustees. No committee

of the Foundation shall have the authority to bind the Board of Trustees.

300

ARTICLE V

General Provisions

Section 1. The seal of the Foundation shall be circular in form and inscribed

with the corporate name and the state and year of incorporation.

Section 2. These Bylaws shall be construed without regard to gender.

Section 3. The Foundation shall indemnify and advance expenses to its

Trustees and officers to the fullest extent permitted by law and shall have the power

to indemnify and advance expenses to its employees and agents to the fullest extent

permitted by law.

Section 4. In addition to any specific authorizations contained in or pursuant to

these Bylaws, the Board of Trustees may authorize one or more officers or other

persons to enter into any contract or to execute and to deliver and instrument or to sign

checks or authorize electronic transfers upon any accounts held by the Foundation. Any

such officers or other persons with these responsibilities shall be bonded for the faithful

performance of their duties, as appropriate.

Section 5. No indebtedness shall be incurred on behalf of the Foundation and no

negotiable paper shall be issued on its behalf unless authorized by majority vote of the

Board of Trustees. When so authorized, any officer of the Foundation may effect loans

and advances at any time for the Foundation from any bank, trust company, or other

similar institution or from any firm, corporation, or individual.

Section 6. These Bylaws may be amended from time to time by majority vote of

the Board of Trustees at any meeting, provided that notice of the proposed change is

301

included in the notice of the meeting, and provided, further that any action to change the

minimum or maximum number of Trustees set forth in Article I, Section 1 will require a

majority vote of the entire Board.

Section 7. These Bylaws shall be construed in accordance with all applicable

federal and state laws.

----

(Incorporating amendments through December 5, 2014)

302

The Andrew W. Mellon Foundation 13-18799542014 Attachment 18

Form 990PF, Part VII-A, Line 16- List of Foreign Countries

BrazilChileChinaColumbiaCzech RepublicDenmarkEgyptEstoniaGreeceHungaryIndiaIndonesiaIsraelJapanKorea, Republic of (South)MexicoMalaysiaNigeriaPeruPolandQatarTaiwanTurkeyUnited Arab Emirates

303

The Andrew W. Mellon Foundation Attachment 18A

Form 990-PF

13-1879954

Calendar Year 2014

(D) Contributions to (E) Expense Acct

(B) Title and Average Employee Benefit and Other

(A) Name and Address Hours per Week (C) Compensation (1) Plan & Def. Comp. Allowances (1)

Earl Lewis140 East 62nd Street PresidentNew York, NY 10065 Full time (2) 770,893$ 75,810$ 150,000$ (3)

John E. Hull Financial Vice President &140 East 62nd Street Chief Investment OfficerNew York, NY 10065 Full time (2) 874,248 74,333 -

Michele S. Warman Vice President,General Counsel140 East 62nd Street & SecretaryNew York, NY 10065 Full time (2) 539,885 88,452 -

Philip E. Lewis140 East 62nd Street Vice PresidentNew York, NY 10065 Full time (2) 474,363 74,865 60,000 (3)

Mariet Westermann140 East 62nd Street Vice PresidentNew York, NY 10065 Full time (2) 473,134 88,322 60,000 (3)

Danielle S. Allen140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 25,000 - -

Eric M. Mindich140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 25,000 - -

W. Taylor Reveley III140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 25,000 - -

Glenn D. Lowry140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 23,750 - -

Richard H. Brodhead140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 20,000 - -

Katherine G. Farley140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 20,000 - -

Kathryn A. Hall140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 20,000 - -

Sarah E. Thomas140 East 62nd Street TrusteeNew York, NY 10065 Part time (4) 20,000 - -

Part VIII - Listing of Officers and Trustees

304

The Andrew W. Mellon Foundation Attachment 18A

Form 990-PF

13-1879954

Calendar Year 2014

(D) Contributions to (E) Expense Acct

(B) Title and Average Employee Benefit and Other

(A) Name and Address Hours per Week (C) Compensation (1) Plan & Def. Comp. Allowances (1)

Part VIII - Listing of Officers and Trustees

Lewis W. Bernard Trustee140 East 62nd Street Service ended March 14, 2014New York, NY 10065 Part time (4) 6,250 - -

Paul LeClerc Trustee140 East 62nd Street Service ended March 14, 2014New York, NY 10065 Part time (4) 5,000 - -

3,322,523$ 401,782$ 270,000$

NOTES:

(1) Compensation (column C) 3,322,523$Expense Accounts and Other Allowances (column E) 270,000Compensation of Officers, Directors, Trustees (Part I, Line 13) 3,592,523$

(2) The officers work, at a minimum, a full time schedule of 40 hours per week and frequently more.

(3) Housing allowance included as Form W-2 compensation.

(4) Trustees provide significant services to the Foundation in advance of and between meetings.

305

The Andrew W. Mellon Foundation Attachment 18B

Form 990-PF

13-1879954

Calendar Year 2014

Contributions to Expense Acct

Title and Average Employee Benefit and Other

Name and Address Hours per Week Compensation Plan & Def. Comp. Allowances

Monica C. Spencer140 East 62nd Street Senior Portfolio ManagerNew York, NY 10065 40 hr minimum 487,909$ 88,389$ -$

Michele M. Dinn140 East 62nd Street Senior Portfolio ManagerNew York, NY 10065 40 hr minimum 445,525 73,653 -

Karen Grieb Inal140 East 62nd Street Senior Portfolio ManagerNew York, NY 10065 40 hr minimum 413,670 88,208 -

Thomas J. Sanders140 East 62nd Street Chief Financial OfficerNew York, NY 10065 40 hr minimum 383,830 87,020 -

Donald J. Waters140 East 62nd Street Senior Program OfficerNew York, NY 10065 40 hr minimum 319,704 73,636 45,000 (1)

2,050,638$ 410,906$ 45,000$

Total Other Employees with YTD Compensation >$50,000 60

(1) Housing allowance included as Form W-2 compensation.

Part VIII - Compensation of five highest paid employees (other than officers and directors)

306

The Andrew W. Mellon Foundation13-1879954Calendar Year 2014 Attachment 18C

Form 990PF; Part IX-A Summary of Charitable Activities

RESEARCH ACTIVITIES:

Members of the Foundation's staff engage in research in areas that support the Foundation'smission, principally on issues that relate to higher education as it pertains to colleges anduniversities, and diversity initiatives.

Expenses associated with research (1)

Compensation of officers, directors, trustees, etc. 153,252$Other employee salaries and wages 128,627Pension plans, employee benefits 99,465Other professional fees 50,000

Part IX-A, line 1 431,344$

(1) Presented on a cash basis as these are disbursements for charitable purposes.

307

The Andrew W. Mellon Foundation Attachment 18D

13-1879954

Calendar Year 2014

Part VII-A, Question 12

The Andrew W. Mellon Foundation sponsors a Matching Gift program available to its staff and trustees.

Participants, including disqualified persons, under the terms of the program may request the Foundation

to make matching gifts to the Fidelity Charitable Donor Advisor Fund (“Fund”). Participants have

advisory privileges with respect to amounts invested in the Fund. Qualifying distributions made in 2014

by the Foundation to the Fund were $366,440.

In addition, qualifying distributions in 2014 include a $50,000 matching gift made to the Jewish

Communal Fund, a donor advisor fund, for which participants have advisory privileges with respect to

amounts invested in the fund.

These donor advisor funds make contributions to public charities consistent with IRC Section 170 (c) (2)

(B).

308


990PF, PART VIII- COMPENSATION OF THE FIVE HIGHEST PAID PROFESSIONALS

ATTACHMENT 19

NAME AND ADDRESS TYPE OF SERVICE COMPENSATION

SILCHESTER INTERNATIONAL INVESTORS, INC. INVESTMENT MGMT 2,218,539.780 THIRD AVENUE, 42ND FLOORNEW YORK, NY 10017

GENERAL ATLANTIC GLOBAL INVESTORS INVESTMENT MGMT 1,806,358.600 STEAMBOAT ROAD, SUITE 105GREENWICH, CT 06830

WESTWOOD GLOBAL INVESTMENTS INVESTMENT MGMT 1,511,196.ONE FINANCIAL CENTER, SUITE 1620BOSTON, MA 02111

WELLINGTON MANAGEMENT INVESTMENT MGMT 1,178,188.280 CONGRESS STREETBOSTON, MA 02210

FRONTIER CAPITAL MANAGEMENT INVESTMENT MGMT 1,004,239.99 SUMMER STREETBOSTON, MA 02110

TOTAL COMPENSATION 7,718,520.

43461C 2532 V 14-6F 309

The Andrew W. Mellon Foundation 13-1879954Calendar Year 2014

Form 990 PF, Part XV, Information Regarding Application for Grants, Lines 2a, 2b

Line 2a: Name, address and phone number for application:

Michele S. Warman, Vice President, General Counsel & Secretary140 East 62nd StreetNew York, NY 10065212-838-8400

Line 2b: Application Requirements:

Grant applications are reviewed throughout the year.The Foundation makes grants in five core program areas: higher education and scholarship in the humanities; arts and cultural heritage; scholarly communications; diversity; and international higher education and strategic projects. Collaborative planning by the Foundation and its grantee institutions generally precedes awards and is an integral part of grantmaking. Unsolicited proposals are rarely funded. Prospective applicants are therefore encouraged not to submit a fullproposal at the outset but rather a query letter of a page or less that sets forth the need,nature and the amount of their request, along with evidence of suitable classification by theInternal Revenue Service. Additional guidelines for programs in specific areas areavailable on the Foundation's web site at http:/www. mellon.org

Attachment 19A

310

The Andrew W. Mellon FoundationEIN: 13-1879954Calendar Year ended December 31, 2014

Summary of Grants and Contributions, 2014

Grants and

Contributions Paid

During the Year

Grants and Contributions

Approved for Future PaymentHigher Education and Scholarship 110,522,839$ 10,550,000$

in the Humanities

Arts and Cultural Heritage 60,068,978 20,476,880

Scholarly Communications 33,204,315 4,297,000

Diversity 15,898,222 -

International Higher Education and 8,511,700 325,000Strategic Projects

Public Affairs 550,000 -

Conservation and the 1,893,001 -Environment

Contributions 305,000 -

Matching Gifts 887,123

Totals 231,841,178$ 35,648,880$

Form 990PF,

Part XV, Line 3a

Form 990PF,

Part XV, Line 3b

ATTACHMENT 20311


Form 990PF Part XV Line 3a - Grants and Contributions Paid During the Year

Recipient name Recipient address Purpose of Grant Status of Recipient Grant Amount

HIGHER EDUCATION AND SCHOLARSHIP IN THE HUMANITIES

Agnes Scott College 141 East College AvenueDecatur, GA 30030

To support new faculty positions withspecialization in the Middle East

PC $ 750,000

Albion College 611 East Porter StreetAlbion, MI 49224

To support student-faculty collaboration andproblem-based curricula in the humanities

PC 100,000

American Council of Learned Societies 633 Third Avenue, 8th FloorNew York, NY 10017-6795

To continue support for a program enablingnon-academic organizations to appoint PhDs inthe humanities to postdoctoral positions

PC 6,525,000


To support dissertation completion fellowshipsfor graduate students in the humanities andsocial sciences

PC 5,000,000


To support a fellowship competition forscholars in the humanities

PC 2,800,000


To support a fellowship competition forscholars in the humanities

PC 1,230,000

American Historical Association 400 A Street, SEWashington, DC 20003

To support a series of pilot projects to helpgraduate students in the field of historyprepare for a range of non-academic as well asacademic careers

PC 1,600,000

American University in Cairo 420 Fifth Avenue, 3rd FloorNew York, NY 10018-2729

To support the planning of research seminars,inter-institutional partnerships, and publicoutreach

PC 50,000

Amherst College 103 Converse HallPO Box 5000Amherst, MA 01002-5000

To support faculty bridge appointments in thearts, humanities, and humanistic social sciences

PC 875,000


To support a New Directions Fellowship PC 262,500

Associated Colleges of the South, Inc. 2970 Clairmont Road, Suite 1030Atlanta, GA 30328

To support diversity and inclusion-basedinitiatives

SO I 34,800

Association of American Colleges and Universities 1818 R Street, NWWashington, DC 20009

To support a study of capstone academicexperiences

PC 50,000

Austin College 900 North Grand AvenueSherman, TX 75090-4400

To support interdisciplinary collaborations inthe digital humanities

PC 500,000

Bard College PO Box 5000Annandale-on-Hudson, NY 12504-5000

To support a digital humanities curricularinitiative

PC 800,000

Barnard College 3009 BroadwayNew York, NY 10027-6501

To support the integration of technology intothe curriculum through partnerships with localcultural and scientific institutions

PC 800,000

Bennington College One College DriveBennington, VT 05201-6003

To support presidential leadership PC 100,000

Birmingham-Southern College 900 Arkadelphia RoadBirmingham, AL 35254-0001

To support a faculty position in Arabic PC 100,000

Boston University One Silber Way, 8th FloorBoston, MA 02215


Brandeis University Irving Enclave 113Mail Stop 100Waltham, MA 02454-9110


Brown University One Prospect StreetCampus Box 1860Providence, RI 02912

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Displacement and the Making of the ModernWorld: Histories, Ecologies, and Subjectivities"

PC 175,000

1 of 27 ATTACHMENT 20312




Bucknell University 112 Marts HallLewisburg, PA 17837

To support faculty renewal and diversity PC 800,000

Carleton College One North College StreetLaird Hall 100Northfield, MN 55057-4010


Carnegie Mellon University 5000 Forbes AvenueWarner Hall, # 600Pittsburgh, PA 15213

To support an initiative that would trainhumanities PhD students in digital scholarshipand pedagogic use of technology-enhancedlearning tools

PC 2,000,000

Case Western Reserve University University CircleCleveland, OH 44106-4901

To support collaborations with humanitiesfaculty at Cuyahoga Community College, and aninitiative that would facilitate transfer ofcommunity college students to the university'sfour-year degree programs

PC 1,550,000

Claremont McKenna College Bauer Center500 East Ninth StreetClaremont, CA 91711-6400


Claremont University Consortium 101 South Mills AvenueClaremont, CA 91711

To support digital humanities initiatives SO I 1,500,000

Colgate University 13 Oak DriveHamilton, NY 13346

To support faculty experimentation with onlinepedagogies

PC 91,280

College of William and Mary PO Box 8795Williamsburg, VA 23187-8795

To support the implementation of a new liberalarts curriculum

PC 900,000

Columbia University 202 Low Memorial Library535 West 116th Street, MC 4309New York, NY 10027

To continue support for a collaboration thatuses online interactive video technology fordelivering instruction in the less commonlytaught languages

PC 1,200,000


To support the Pulitzer Prize Board's CentennialCampfires Initiative

PC 1,000,000


To endow scholarly initiatives in French Studies PC 500,000


To support the development of aninterdisciplinary Center for Science and Society

PC 500,000

Concordia College 901 Eighth Street SouthMoorhead, MN 56562

To support digital humanities initiatives PC 100,000

Concordia College 901 Eighth Street SouthMoorhead, MN 56562

To support the integration of language andcultural programs

PC 53,000

Cornell College 600 First Street SWMount Vernon, IA 52314-1098

To support faculty development in the digitalliberal arts and the expansion of experientiallearning

PC 500,000

Council for European Studies 420 West 118th StreetMailcode 3307, Suite 1209New York, NY 10027

To support dissertation completion fellowshipsin European studies

PC 975,000

Council of Independent Colleges One Dupont Circle, Suite 320Washington, DC 20036-1142

To support faculty development seminars inclassical studies and American history

PC 756,000

Council on Library and Information Resources 1707 L Street NW, Suite 650Washington, DC 20036-4201

To support renewal of fellowships for researchwith original sources

PC 1,400,000

Denison University 100 West College StreetGranville, OH 43023-1359






Dickinson College PO Box 1773Carlisle, PA 17013-2896


Doane College 1014 Boswell AvenueCrete, NE 68333

To support planning for an Asian studiesprogram

PC 50,000

Duke University 207 Allen BuildingBox 90001Durham, NC 27708-0001

To support the Seminars in Historical, Global,and Emerging Humanities at the John HopeFranklin Institute for the Humanities

PC 1,300,000

Elizabethtown College 1 Alpha DriveElizabethtown, PA 17022-2298

To support strengthening the liberal artscurriculum

PC 100,000

Emory & Henry College PO Box 947Emory, VA 24327-0947

To support a project-based core curriculum PC 100,000

The Five Colleges of Ohio 102 Allen HouseKenyon CollegeGambier, OH 43022

To support language pedagogy collaborationsbetween liberal arts colleges and a researchuniversity

SO I 2,000,000

The Five Colleges of Ohio 102 Allen HouseKenyon CollegeGambier, OH 43022

To support the acquisition and implementationof a shared web-based procurement system

SO I 100,000

Franklin & Marshall College PO Box 3003Lancaster, PA 17604-3003

To support the establishment of a center onteaching and scholarship

PC 700,000

French American Cultural Exchange 972 Fifth AvenueNew York, NY 10075

To support the Partner University Fundprogram to establish partnerships in thehumanities between universities in France andthe US

PC 1,000,000

Georgetown University 204 Healy Hall37th and O Street, NWWashington, DC 20057


Graduate School and University Center, City University of New York 365 Fifth AvenueNew York, NY 10016-4309

To support a research seminar on the publichumanities at the Center for the Humanities

PC 380,000

Graduate School and University Center, City University of New York 365 Fifth AvenueNew York, NY 10016-4309

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Cultures and Histories of Freedom: Ideology,Slavery, and Creolization, 1500-1900"

PC 175,000

Grinnell College Nollen HouseGrinnell, IA 50112-1690

To support humanities-centered collaborationswith a research university in the digital liberalarts

PC 1,600,000

Guilford College 5800 West Friendly AvenueGreensboro, NC 27410-4108

To support a program for the digital arts andhumanities

PC 100,000

Gustavus Adolphus College 800 West College AvenueSt. Peter, MN 56082-1498

To support the curricular integration of coreliberal arts skills

PC 100,000

Hamilton College 198 College Hill RoadClinton, NY 13323-1218

To support the development and production ofonline courses

PC 250,000

Hampden-Sydney College 1 College RoadHampden-Sydney, VA 23943

To support faculty training in the WesternCulture program

PC 100,000

Hampshire College 893 West StreetAmherst, MA 01002

To support institutional and faculty renewal PC 300,000

Hampshire College 893 West StreetAmherst, MA 01002

To support planning for a learning commons PC 65,000

Harvard University Massachusetts HallCambridge, MA 02138

To establish a new initiative in UrbanLandscape Studies

PC 850,000

Harvey Mudd College 301 Platt BoulevardClaremont, CA 91711

To support a summer bridge program for first-year students from underrepresented anddisadvantaged backgrounds

PC 375,000





Harvey Mudd College 301 Platt BoulevardClaremont, CA 91711

To support the development of interdisciplinarycourses integrating the sciences with the artsand humanities

PC 150,000

Haverford College 370 Lancaster AvenueHaverford, PA 19041-1392

To support the creation of a new Visual StudiesProgram

PC 800,000

Haverford College 370 Lancaster AvenueHaverford, PA 19041-1392


Hobart and William Smith Colleges 337 Pulteney StreetGeneva, NY 14456-3397

To support a comprehensive review of thecurriculum

PC 50,000

Illinois College 1101 West College AvenueJacksonville, IL 62650-2299

To support a faculty training program in thedigital humanities

PC 100,000

Intercollegiate Center for Classical Studies c/o Duke University114 South Buchanan Boulevard, Bay 6PO Box 90057Durham, NC 27708-0057

To support the Professor-in-Charge position PC 500,000

Juniata College 1700 Moore StreetHuntingdon, PA 16652-2119

To support an assessment of the generaleducation curriculum

PC 100,000

Kalamazoo College 1200 Academy StreetKalamazoo, MI 49006-3295

To support diversity and inclusion initiatives PC 616,000

Kenyon College Ransom HallGambier, OH 43022-9623

To support the establishment of a center forcommunity engagement

PC 800,000




To support a unified teaching and learninginitiative to address the core competencies ofliberal education

PC 25,000

Knox College 2 East South StreetGalesburg, IL 61401-4999

To support faculty development in teaching andscholarship

PC 400,000

Lafayette College 316 Markle Hall730 High StreetEaston, PA 18042-1768


Lake Forest College 555 North Sheridan RoadLake Forest, IL 60045-2338

To support a digital humanities project topreserve and document the history andmaterial culture of architectural sites inChicago

PC 800,000

Lawrence University 711 East Boldt WayAppleton, WI 54911

To support faculty renewal PC 750,000




To support institutional collaboration withRipon College

PC 100,000

Luther College 700 College DriveDecorah, IA 52101-1041

To support student-faculty collaborativeresearch

PC 100,000

Lycoming College 700 College PlaceWilliamsport, PA 17701

To support student-faculty collaborativeresearch in the arts, humanities, andhumanities-focused social sciences

PC 100,000

Macalester College 1600 Grand AvenueSaint Paul, MN 55105-1899

To support faculty development through digitalapproaches to scholarship, pedagogy, andmultimodal writing instruction

PC 800,000

Macalester College 1600 Grand AvenueSaint Paul, MN 55105-1899

To support strategic planning initiatives PC 250,000





Marlboro College PO Box A2582 South RoadMarlboro, VT 05344

To support artistic residencies that introducedigital media into the arts curriculum

PC 50,000

Massachusetts Institute of Technology 77 Massachusetts Avenue, Room 3-208Cambridge, MA 02139-4307

To support initiatives at the intellectual andinstitutional intersection of architecture,urbanism, and the humanities

PC 1,000,000

McDaniel College 2 College HillWestminster, MD 21157-4390

To support undergraduate research in thehumanities

PC 100,000

Middlebury College Old Chapel9 Old Chapel RoadMiddlebury, VT 05753

To support the study and teaching of the digitalliberal arts

PC 800,000

Mills College 5000 MacArthur BoulevardOakland, CA 94613-1399

To support strengthening the humanitiesthrough language study

PC 100,000

Millsaps College 1701 North State StreetJackson, MS 39210

To support the integration of writing and oralcommunication into the general educationprogram

PC 100,000

Modern Language Association of America 26 Broadway, 3rd FloorNew York, NY 10004-1789

To support an initiative in language andliterature graduate programs designed torenew the curriculum, strengthen pedagogicaltraining, and prepare students for a range ofnon-academic as well as academic careers

PC 1,900,000

Monmouth College 700 East BroadwayMonmouth, IL 61462-1963

To support the first-year experience in the coreliberal arts program

PC 100,000

Moravian College 1200 Main StreetBethlehem, PA 18018-6614

To support blended learning and the digitalhumanities

PC 100,000

Muhlenberg College 2400 Chew StreetAllentown, PA 18104-5586

To support international and interdisciplinarycurricular renewal

PC 428,000

Museum of the City of New York 1220 Fifth AvenueNew York, NY 10029

To support predoctoral and postdoctoralfellowships in public history

PC 800,000

National History Center, Inc. 400 A Street, SEWashington, DC 20003

To support a program that maintains andexpands the center's nonpartisan congressionalbriefings

PC 130,000

National Humanities Center 7 T.W. Alexander DrivePO Box 12256Research Triangle Park, NC 27709-2256

To support a program of summer institutes forhumanist scholars in the digital humanities

PC 425,000

National Humanities Center 7 T.W. Alexander DrivePO Box 12256Research Triangle Park, NC 27709-2256

To support a final set of transatlantic summerinstitutes for recent PhDs in the humanities andrelated social sciences affiliated with US andEuropean institutions

PC 200,000

National September 11 Memorial & Museum at the World Trade CenterFoundation, Inc.

1 Liberty Plaza, 20th FloorNew York, NY 10006

To support the museum's engagement ofhumanities scholars in its mission and publicprograms

PC 750,000

New York Council for the Humanities 150 Broadway, Suite 1700New York, NY 10038

To support innovative work by humanitiescenters in research universities

PC 500,000

New York University 70 Washington Square SouthNew York, NY 10012-1091

To strengthen support for graduate study in keyhumanities departments

PC 2,725,000

Newberry Library 60 West Walton StreetChicago, IL 60610-3380

To support residential fellowships PC 85,432

New-York Historical Society 170 Central Park WestNew York, NY 10024

To support the establishment of the Women'sHistory Center

PC 770,000





Oberlin College Cox Administration Building, Room 20170 North Professor StreetOberlin, OH 44074-1090

To support faculty bridge positions in thehumanities and humanistic social sciences

PC 800,000

Oglethorpe University 4484 Peachtree Road NEAtlanta, GA 30319-2737

To support the core curriculum PC 100,000

The Pennsylvania State University 201 Old MainUniversity Park, PA 16802

To support enhanced programming in theuniversity's Institute for the Arts andHumanities

PC 260,000

Pitzer College 1050 North Mills AvenueClaremont, CA 91711-6101

To support planning for a Center for Pedagogyand Education Technology

PC 55,000

Pomona College 550 North College AvenueClaremont, CA 91711-6301

To support an interdisciplinary program onAfrica

PC 250,000

Princeton University One Nassau HallPrinceton, NJ 08544-0015

To support the establishment of fellowships inthe Society of Fellows in the Arts

PC 1,333,333




To support a Sawyer Seminar on theComparative Study of Cultures entitled"Imperial Histories and Global Regimes"

PC 175,000

Queens College 65-30 Kissena BoulevardKiely Hall, Room 1200Flushing, NY 11367-1597


Randolph College 2500 Rivermont AvenueLynchburg, VA 24503-1526

To support the general education curriculum PC 100,000

Reed College 3203 Southeast Woodstock BoulevardPortland, OR 97202-8199

To support collaborative programs in dance andthe creation of a dance major

PC 800,000

Rhodes College 2000 North ParkwayMemphis, TN 38112-1690

To support faculty and curricular initiatives atthe Memphis Center for Teaching, Learning,and Scholarship

PC 600,000

Rice University 440 Allen Center, MS 16100 Main StreetHouston, TX 77005

To support development of new curriculum andfaculty and student engagement in the publichumanities

PC 600,000

Rice University 440 Allen Center, MS 16100 Main StreetHouston, TX 77005

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Platforms of Knowledge in a Wide Web ofWorlds: Production, Participation, and Politics"

PC 175,000

Rutgers, The State University of New Jersey Old Queen’s Building, Suite 10183 Somerset StreetNew Brunswick, NJ 08901-1281

To support a third and final round of graduatefellowships in the university's humanitiesprograms

PC 1,500,000


To endow a chaired professorship of philosophy PC 1,500,000

Scripps College 1030 Columbia AvenueClaremont, CA 91711

To support an evaluation of a reduced teachingload on the academic program

PC 72,000

Skidmore College 815 North BroadwaySaratoga Springs, NY 12866-1632

To support an initiative to advance visualliteracy and communication

PC 750,000

Skidmore College 815 North BroadwaySaratoga Springs, NY 12866-1632

To support a new faculty center for teaching,learning, and leadership

PC 250,000

Smith College College Hall 201Northampton, MA 01063






Social Science Research Council One Pierrepont Plaza, 15th FloorBrooklyn, NY 11201

To support the International DissertationResearch Fellowship program for graduatestudents in the humanities and social sciences

PC 5,150,000

Southwestern University University at MaplePO Box 770Georgetown, TX 78627-0770

To support initiatives of the National Institutefor Technology in Liberal Education

PC 500,000

Southwestern University University at MaplePO Box 770Georgetown, TX 78627-0770


Spelman College 350 Spelman Lane South WestAtlanta, GA 30314-4399

To support faculty positions in the Computerand Information Science department and theAfricans in the Diaspora and the Worldprogram

PC 583,416

St. John's College 60 College AvenueAnnapolis, MD 21404

To support a project exploring the effects ofdigital technology on language

PC 800,000

St. Olaf College 1520 St. Olaf AvenueNorthfield, MN 55057

To support the establishment of the Institutefor Freedom and Community

PC 150,000

Susquehanna University 514 University AvenueSelinsgrove, PA 17870-1164

To support the development of interdisciplinaryminors

PC 100,000

Swarthmore College 500 College AvenueSwarthmore, PA 19081-1397

To support the endowment of a new tenure-track position in environmental economics andto provide dedicated funds for course andprogram development

PC 1,000,000

Syracuse University 900 South Crouse AvenueCrouse-Hinds Hall, Suite 600Syracuse, NY 13244-2130

To support in perpetuity the Central New YorkHumanities Corridor, a collaborative researchinitiative of Syracuse University, CornellUniversity, and the University of Rochester

PC 300,000

Trinity University One Trinity PlaceSan Antonio, TX 78212-7200

To support the implementation of a newgeneral education curriculum

PC 800,000

Tufts University Ballou Hall, 2nd FloorMedford, MA 02155

To support the launch of a major initiative ininterdisciplinary faculty hiring

PC 1,430,000

Union College Armand V. & Donald S. Feigenbaum Hall807 Union StreetSchenectady, NY 12308

To support an interdisciplinary program withinthe college's Common Curriculum

PC 150,000

University of California at Berkeley 200 California Hall, #1500Berkeley, CA 94720-1500

To support a program of digital humanitiestraining and research for faculty, students,postdoctoral scholars, and curators

PC 2,000,000

University of California at Berkeley 200 California Hall, #1500Berkeley, CA 94720-1500

To support innovative work by humanitiescenters in research universities

PC 950,000

University of California at Davis Mrak Hall, 5th FloorOne Shields AvenueDavis, CA 95616-8558

To support four new interdisciplinary graduateresearch initiatives in the humanities

PC 1,725,000


To support a Sawyer Seminar on theComparative Study of Cultures entitled"Surveillance Democracies?"

PC 175,000

University of California at Riverside 4108 Hinderaker HallRiverside, CA 92521

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Alternative Futurisms"

PC 175,000

University of Chicago 5801 South Ellis Avenue, Suite 501Chicago, IL 60637

To support renewal of the ResidentialFellowships for Arts Practice & Scholarship atthe Gray Center for Arts and Inquiry

PC 1,500,000






To support the Midwest Faculty Seminar PC 19,808

University of Illinois at Urbana-Champaign Swanlund Administration Building601 East John StreetChampaign, IL 61820

To support research clusters in the biological,environmental, and legal humanities

PC 2,050,000

University of Massachusetts at Amherst 374 Whitmore Building181 Presidents DriveAmherst, MA 01003-9313


University of Massachusetts at Amherst 374 Whitmore Building181 Presidents DriveAmherst, MA 01003-9313

To support a Sawyer Seminar on theComparative Study of Cultures entitled "TheMedieval in the Modern: Rethinking GlobalParadigms of Political Economy and Culture"

PC 175,000

University of Michigan 503 Thompson Street2074 Fleming Administration BuildingAnn Arbor, MI 48109-1340

To develop a collaborative program ofinstruction in Global Islamic Studies withpartner universities in the Committee onInstitutional Cooperation

PC 3,000,000


To support experimental programs in theRackham Graduate School that broaden careerhorizons for doctoral students in thehumanities

PC 500,000

University of North Carolina at Chapel Hill 103 South BuildingCampus Box 9100Chapel Hill, NC 27599-9100


University of Oxford Wellington SquareOxford OX1 2JDUnited Kingdom

To support the Oxford Humanities Center PC 566,370

University of Pittsburgh 107 Cathedral of LearningPittsburgh, PA 15260

To support and strengthen the university'sVisual Cultural "Constellation" effort foruniversity-wide undergraduate and graduatecurriculum reform in the humanities.

PC 1,000,000

University of Puget Sound 1500 North Warner StreetTacoma, WA 98416-1094

To support interdisciplinary curricular initiatives PC 600,000

University of Southern California Office of the PresidentADM 110 MC 0012Los Angeles, CA 90089-0012

To support the Early Modern Studies Institute PC 1,000,000

University of Southern California Office of the PresidentADM 110 MC 0012Los Angeles, CA 90089-0012

To support New Directions Fellowships PC 222,500

University of St. Michael's College 81 St. Mary StreetToronto, Ontario M5S 1J4Canada

To support the research and editorial costs ofthe Catalogus Translationum etCommentariorum

PC - Public Charity Equivalent 132,000

University of Texas at Austin Main Building 400PO Box TAustin, TX 78713-8920


University of the South 735 University AvenueSewanee, TN 37383-1000

To support an interdisciplinary andcollaborative curricular program for SouthernAppalachian studies

PC 800,000

University of Toronto 27 King’s College CircleSimcoe Hall, Room 206Toronto, Ontario M5S 1A1Canada

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Religious Materiality in the Indian OceanWorld, 1300-1800"

PC 175,000





University of Washington 301 Gerberding HallBox 351230Seattle, WA 98195

To support the Reimagining the HumanitiesPhD program at the Simpson Center

PC 750,000

University of Wisconsin at Madison 500 Lincoln DriveBascom Hall 161Madison, WI 53706

To support a Sawyer Seminar on theComparative Study of Cultures entitled"Bibliomigrancy: World Literature inthe Public Sphere"

PC 175,000


To provide bridging support for theInterdisciplinary Workshop in the HumanitiesCenter

PC 30,000

Vanderbilt University 211 Kirkland HallNashville, TN 37240

To support a Sawyer Seminar on theComparative Study of Cultures entitled "Whenthe Fringe Dwarfs the Center: Vernacular IslamBeyond the Arab World"

PC 175,000

Vassar College 124 Raymond Avenue, Box 1Poughkeepsie, NY 12604-0001

To support the Career and CurricularTransitions Postdoctoral Fellowships

PC 1,500,000

Vassar College 124 Raymond Avenue, Box 1Poughkeepsie, NY 12604-0001

To support an evaluation of capstone projectsand writing instruction across the curriculum

PC 150,000

Wabash College 301 West WabashPO Box 352Crawfordsville, IN 47933-0352


Washington and Jefferson College 60 South Lincoln StreetWashington, PA 15301

To support the implementation of thePennsylvania Consortium for the Liberal Arts

PC 800,000

Washington University in St. Louis One Brookings DriveCampus Box 1192St. Louis, MO 63130-4899

To support an interdisciplinary initiative thatwould study urban segregation, with anemphasis on St. Louis

PC 650,000



Wellesley College 106 Central StreetWellesley, MA 02481-8203

To support innovation in teaching, learning,and research that integrates blended learningpedagogies

PC 800,000

Wellesley College 106 Central StreetWellesley, MA 02481-8203

To support faculty experimentation with onlinelearning in the liberal arts

PC 55,000

Wesleyan University 229 High StreetMiddletown, CT 06459-0290

To endow the College of Film and the MovingImage

PC 1,000,000

Willamette University 900 State StreetSalem, OR 97301-3930

To support an interdisciplinary student-facultyresearch program in the arts, humanities, andhuman sciences

PC 700,000

Wofford College 429 North Church StreetSpartanburg, SC 29303-3663

To support digital humanities initiatives PC 100,000

Yale University 105 Wall StreetPO Box 208229New Haven, CT 06520-8229

To support the Whitney Humanities Center's"Thinking Humanities in the 21st Century: AProgram of Mid-Career Research Fellows"

PC 575,000

Total Higher Education and Scholarship in the Humanities $ 110,522,839

ARTS AND CULTURAL HERITAGE

Aaron Davis Hall, Inc. The Gatehouse150 Convent AvenueNew York, NY 10031

To support residency activities for the operaMakandal

PC 75,000





The Actors' Fund of America 729 Seventh Avenue10th FloorNew York, NY 10019

To support expanded health insuranceenrollment services and planning for the futureof the Al Hirschfeld Free Health Clinic

PC 100,000

Alarm Will Sound, Inc. 51 Wooster Street, 4th FloorNew York, NY 10013-2292

To support artistic initiatives and organizationaldevelopment

PC 175,000

Alliance of Resident Theatres New York, Inc. 520 Eighth Avenue, Suite 319New York, NY 10018

To support theater rehearsal space subsidiesthrough the Creative Space Grant program

PC 476,600

Alternate ROOTS, Inc. 1083 Austin Avenue NEAtlanta, GA 30307

To support the Artistic Assistance and Partnersin Action programs

PC 300,000

American Folk Art Museum 1865 BroadwayNew York, NY 10023

To support strategic planning for the Folk ArtAnnex

PC 54,500

American Opera Projects, Inc. 138 South Oxford StreetBrooklyn, NY 11217-1695

To support artistic initiatives and capacitybuilding

PC 200,000

American Symphony Orchestra League 33 West 60th Street, 5th FloorNew York, NY 10023

To support the Knowledge Center andleadership development initiatives

PC 500,000


To strengthen student and faculty engagementwith the collections at the Mead Art Museum

PC 300,000

The Art Institute of Chicago 111 South Michigan AvenueChicago, IL 60603-6110

To support collaborative programs tostrengthen object-centered training of doctoralstudents in art history

PC 623,026

Ballet Hispanico of New York, Inc. 167 West 89 StreetNew York, NY 10024

To support subsidized rehearsal space for theprofessional nonprofit dance field

PC 35,000



PC 25,000


To support the Bard Music Festival PC 250,000


To support an evaluation of the effects oforchestra-related El Sistema-inspired musiceducation programs in the US

PC 100,000

Baryshnikov Arts Center, Inc. 450 West 37th Street, Suite 501New York, NY 10018


PF 35,000



PF 25,000

Brandeis University Irving Enclave 113Mail Stop 100Waltham, MA 02454-9110

To support strengthening student and facultyengagement with the collections of the RoseArt Museum

PC 100,000

The British Museum Great Russell StreetLondon WC1B 3DGUnited Kingdom

To support further development of acollaborative online research environment forart historians, curators, conservators, andscientists

PC - Public Charity Equivalent 1,500,000

Brooklyn Arts Exchange, Inc. 421 Fifth Avenue, 2nd FloorBrooklyn, NY 11215


PC 48,500



PC 22,500


To support a collaborative initiative tostrengthen student and faculty engagementwith the collections at the HaffenrefferMuseum and the RISD Museum of Art

PC 76,804

Buffalo State College Foundation, Inc. Cleveland Hall 5111300 Elmwood AvenueBuffalo, NY 14222

To endow student stipends in the conservationgraduate program

PC 264,000





Carnegie Hall Society, Inc. 881 Seventh AvenueNew York, NY 10019

To support the UBUNTU: Music and Arts ofSouth Africa Festival

PC 120,000

Carnegie Institute 4400 Forbes AvenuePittsburgh, PA 15213

To continue support for the time-based mediaarts initiative at the Carnegie Museum of Art

PC 500,000

Center for Performance Research, Inc. 361 Manhattan Avenue, Unit 1Brooklyn, NY 11211


PC 47,000



PC 25,000

Chamber Music America, Inc. 12 West 32 Street, 7th FloorNew York, NY 10001

To support a commissioning program forclassical music

PC 750,000

Chez Bushwick, Inc. 304 Boerum Street, #23Brooklyn, NY 11206


PC 20,000



PC 14,000

The Chinati Foundation 1 Cavalry RowMarfa, TX 79843-1135

To support a master planning process for thefoundation's land, buildings, and art

PC 195,000

Corporation of the Fine Arts Museums 50 Hagiwara Tea Garden DriveGolden Gate ParkSan Francisco, CA 94118

To support staff and training capacity in theconservation of textiles, objects, and works onpaper

PC 813,000

Creative Capital Foundation 65 Bleecker Street, 7th FloorNew York, NY 10012-2420

To support the Multi-Arts Production Fund PC 500,000

Creative Time, Inc. 59 East 4th Street, Suite 6ENew York, NY 10003

To support fellowships in the practice andscholarship of community-based art

PC 270,000

Dance Heritage Coalition, Inc. 1111 16th Street, NW, Suite 300Washington, DC 20036

To support the Dance Preservation DigitizationProject

PC 155,000

Dancewave, Inc. 45 Fourth AvenueBrooklyn, NY 11217


PC 17,500



PC 12,500

Dartmouth College 207 Parkhurst HallHanover, NH 03755

To support classical music presenting activitiesat the Hopkins Center for the Arts

PC 400,000

Detroit Institute of Arts 5200 Woodward AvenueDetroit, MI 48202

To support the "Grand Bargain" that will enablethe museum to hold its collections for thepublic in perpetuity

PC 5,000,000

Detroit Symphony Orchestra Hall, Inc. 3711 Woodward AvenueDetroit, MI 48201

To support artistic initiatives that encouragediversity and inclusion

PC 900,000

Discalced, Inc. 3 Lafayette AvenueBrooklyn, NY 11217-1415


PC 50,000



PC 25,000


To continue support for strengthening studentand faculty engagement with the collections atthe Nasher Museum of Art

PC 500,000

Emerson College 120 Boylston StreetBoston, MA 02116-4611

To support HowlRound: A Center for theTheater Commons, the Latina/o TheatreCommons, and the Center for Performance andCivic Practice

PC 1,150,000


To support developmental residencies atArtsEmerson

PC 375,000


To support a producer position for the Latina/oTheatre Commons

PC 50,000





Emory University 408 Administration Building201 Dowman DriveAtlanta, GA 30322

To continue support for a collaborativeinitiative to provide object-centered trainingbased on the collections at the High Museum tograduate students in Emory's art historydepartment

PC 440,200

A Far Cry, Inc. 146 A South StreetJamaica Plain, MA 02130


PC 175,000

Fourth Arts Block, Inc. 61 East 4th StreetNew York, NY 10003-8963


PC 40,000

Fractured Atlas Productions, Inc. 248 West 35th Street, 10th FloorNew York, NY 10001-2505

To support the Artful.ly business and ticketingmanagement software platform

PC 600,000

Frick Collection 1 East 70th StreetNew York, NY 10021

To establish an endowment for the position ofchief conservator

PC 233,721

Gina Gibney Dance, Inc. 890 Broadway, 5th FloorNew York, NY 10003

To support the Dance in Process residencyprogram

PC 750,000


To support planning for the signing of a long-term lease on a dance rehearsal andperformance venue, and subsequentassimilation of the space into the organization'soperations

PC 67,675



PC 25,000

Graham Gund Gallery 101 1/2 College DriveEaton CenterGambier, OH 43022

To support an artist residency program SO I 100,000

Greater Washington Educational Telecommunications Association, Inc. 3939 Campbell AvenueArlington, VA 22206

To support the expansion and strengthening ofarts and cultural programming on PBSNewsHour through the creation of a "CultureDesk"

PC 400,000

Hamilton College 198 College Hill RoadClinton, NY 13323-1218

To support a qualitative study on how publicschools utilize the collections at the WellinMuseum of Art

PC 100,000


To endow the program of postdoctoralconservation science fellowships at the StrausCenter for Conservation

PC 750,000

Home for Contemporary Theatre and Art, Ltd. 145 Sixth AvenueNew York, NY 10013-1548

To support Prototype, an annual contemporaryopera music-theater festival

PC 69,375

Houston Grand Opera Association, Inc. Wortham Theater Center510 Preston StreetHouston, TX 77002-1504

To support development and production of newAmerican operas

PC 750,000

Institute of International Education, Inc. 809 United Nations PlazaNew York, NY 10017-3580

To support exploration of a new initiative insupport of artists at risk of persecution and/orphysical harm

PC 79,291

International Contemporary Ensemble Foundation, Inc. 4306 Third Ave, 4th FloorBrooklyn, NY 11232-3604

To support the OpenICE initiative PC 450,000

International Network for the Conservation of Contemporary Art - North America Bobst Library at New York University70 Washington Square South, Suite 8SWNew York, NY 10012

To continue support for the Artist InterviewProject

PC 100,000

Iziko Museums of South Africa South African MuseumPO Box 61Cape Town 8000South Africa

To strengthen conservation capacity PC - Public Charity Equivalent 182,400





Jacob's Pillow Dance Festival, Inc. 358 George Carter RoadBecket, MA 01223

To support the festival's dance archives PC 229,000

Jazz at Lincoln Center, Inc. 3 Columbus Circle, 12th FloorNew York, NY 10019

To support artistic initiatives and an operatingreserve fund

PC 250,000

John F. Kennedy Center for the Performing Arts 2700 F. Street, NWWashington, DC 20566-0001

To support a festival of North Americanorchestras

PC 200,000

Joyce Theater Foundation, Inc. 175 Eighth AvenueNew York, NY 10011


PC 26,250



PC 18,750

Lark Theatre Company, Inc. 311 West 43rd Street, Suite 406New York, NY 10036

To support capacity building and a revolvingcash reserve fund

PC 109,695

Latino Theater Company 514 South Spring StreetLos Angeles, CA 90013-2304

To support an artistic director fellowshipprogram at the theater's Fall 2014 Encuentro

PC 82,500

Long Beach Opera 507 Pacific AvenueLong Beach, CA 90802-2302


PC 150,000


To support a production of John Adams's operaThe Death of Klinghoffer

PC 50,000

The Louisiana Philharmonic Orchestra 1010 Common Street, Suite 2120New Orleans, LA 70112

To support a permanent revolving cash reservefund

PC 300,000

Lower Manhattan Cultural Council, Inc. 125 Maiden Lane, 2nd FloorNew York, NY 10038

To support the Extended Life Dance ResidencyProgram

PC 600,000

LYRASIS 1438 West Peachtree Street NW, Suite 200Atlanta, GA 30309-2955

To continue support for the HBCU PhotographicPreservation Project

PC 700,000

Magic Theatre, Inc. Fort Mason, Building DSan Francisco, CA 94123

To support the development of new work and apermanent revolving cash reserve fund

PC 385,000

Margaret Jenkins Dance Studio, Inc. 507 Polk Street, Suite 320San Francisco, CA 94102

To support the Choreographers in MentorshipExchange program

PC 25,000

Massachusetts Museum of Contemporary Art Foundation, Inc. 1040 Mass MoCA WayNorth Adams, MA 01247

To support development of interdisciplinarypractice through the Confluence ArtistsResidencies

PC 500,000

Metropolitan Museum of Art 1000 Fifth AvenueNew York, NY 10028

To support an initiative to engage postdoctoralfellows in collection-based research and toadvance online publication of the museum'scatalog information

PC 600,000


To support the conservation of Chinesepaintings

PC 200,000


To support travel to assess the damage to thecollections at the Museum of Islamic Art, Cairo

PC 17,000

Mid Atlantic Arts Foundation, Inc. 201 North Charles Street, Suite 401Baltimore, MD 21201

To support the US Artists International program PC 700,000

The Minnesota Opera 620 North First StreetMinneapolis, MN 55401

To support the development and production ofnew American operas

PC 750,000

Movement Research, Inc. 55 Avenue CNew York, NY 10009-6855


PC 35,000

Museum of Fine Arts, Boston 465 Huntington AvenueBoston, MA 02115

To endow the position of senior conservator ofAsian art and support an associate conservatorof Chinese paintings

PC 725,585

Music Forward 1275 Prospect AvenueBrooklyn, NY 11218


PC 225,000





Musical Arts Association Severance Hall11001 Euclid AvenueCleveland, OH 44106

To support the Artistic Excellence andInitiatives Fund

PC 307,686

National Arts Strategies, Inc. 2000 Duke Street, Suite 115Alexandria, VA 22314

To support professional development programsfor the arts and cultural sector

PC 500,000

National Association of Latino Arts & Culture 1208 Buena Vista StreetSan Antonio, TX 78207

To support planning for and the pilot round ofthe Advanced Intercultural Leadership Institute

PC 75,000

National Gallery of Art 6th and Constitution Avenue, NWWashington, DC 20565

To continue support for ConservationSpace, anopen source web-based software applicationfor managing conservation documentation

PC 1,680,000

National Performance Network, Inc. PO Box 56698New Orleans, LA 70156-6698

To support the Forth Fund program PC 700,000

Network of Ensemble Theaters, Inc. 1709 N Avenue 56Los Angeles, CA 90042-1118

To support the Touring and Exchange Network PC 400,000

New England Foundation for the Arts, Inc. 145 Tremont Street, 7th FloorBoston, MA 02111

To support the National Theater Project PC 3,625,000

New England Foundation for the Arts, Inc. 145 Tremont Street, 7th FloorBoston, MA 02111

To support regional meetings of artists andpresenters in conjunction with the 2015 and2016 National Theater Project cohort meetings

PC 45,000

New Museum of Contemporary Art 235 BoweryNew York, NY 10002

To support the museum's role as a platform forresearch and debate on contemporary art

PC 500,000

New York City Center, Inc. 130 West 56th StreetNew York, NY 10019-3818

To support the Choreography FellowshipProgram

PC 225,000

New York City Center, Inc. 130 West 56th StreetNew York, NY 10019-3818


PC 25,000

New York Live Arts, Inc. 219 West 19th StreetNew York, NY 10011


PC 42,000



PC 25,500

New York Shakespeare Festival 425 Lafayette StreetNew York, NY 10003

To support the Public Works program andMobile Shakespeare Unit

PC 950,000


To support the 2012-13 season of the PublicLab and a subsequent pilot program

PC 100,000



PC 540,000

Nonprofit Finance Fund 70 West 36th Street, 11th FloorNew York, NY 10018

To support planning for a multiyear financialhealth initiative serving small-to-midsizednonprofit arts and cultural heritageorganizations

PC 485,000

Northwestern University 2-130 Rebecca Crown Center633 Clark StreetEvanston, IL 60209


PC 259,753

Opera America, Inc. 330 Seventh Avenue, 7th FloorNew York, NY 10001

To support the Opera Center PC 250,000

Orpheus Chamber Orchestra, Inc. 490 Riverside Drive, 11th FloorNew York, NY 10027-5788

To support the Next Generation Orpheusinitiative

PC 400,000


To support classical music presenting activitiesat the Center for the Performing Arts

PC 400,000

People's Light & Theatre Co. 39 Conestoga RdMalvern, PA 19355-1706

To support the New Play Frontiers playwrightresidency initiative

PC 86,000

Performa, Inc. 100 West 23rd Street, 5th FloorNew York, NY 10011-0028

To support postdoctoral fellowships in thehistory and production of performance art

PC 460,000





Pick Up Performance Company, Inc. 440 West 34th Street, Suite 5BNew York, NY 10001

To support David Gordon's dance archives PC 200,000

Pierpont Morgan Library 225 Madison AvenueNew York, NY 10016-3405

To endow the position of curator of modernand contemporary drawings

PC 628,126

Pittsburgh Symphony, Inc. Heinz Hall for the Performing Arts600 Penn AvenuePittsburgh, PA 15222-3209

To support the Music for the Spirit initiative PC 400,000

Playwrights' Center, Inc. 2301 Franklin Avenue EastMinneapolis, MN 55406

To support developmental activities andcollaborations with producing theaters

PC 500,000

Plymouth Philharmonic Orchestra, Inc 32 Court Street, Suite 1Plymouth, MA 02361-3174

To support the New Music for Americacommissioning consortium

PC 35,000

Portland Institute for Contemporary Art 415 SW 10th Avenue, Suite 300Portland, OR 97205

To support the development of interdisciplinarypractice through the Creative Exchange Lab

PC 500,000

Rhode Island School of Design 2 College StreetProvidence, RI 02903

To support a collaborative initiative tostrengthen student and faculty engagementwith the collections at the RISD Museum of Artand the Haffenreffer Museum at BrownUniversity

PC 423,196

Rockefeller Philanthropy Advisors, Inc. 6 West 48th Street, 10th FloorNew York, NY 10036-1802

To support ArtPlace America, a nationalregranting program to promote the role of artsand culture in US communities

PC 3,000,000

Rod Rodgers Dance Company, Inc. 62 East 4th StreetNew York, NY 10003-8994


PC 12,500

San Francisco Symphony Davies Symphony Hall201 Van Ness AvenueSan Francisco, CA 94102

To support the SoundBox concert series PC 600,000

Sandglass Center For Puppetry & Theater Research Ltd. 17 Kimball HillPutney, VT 05346-0970

To support the Compassionate Borders Festivaland Symposium

PC 15,000

Seventh Regiment Armory Conservancy, Inc. 643 Park AvenueNew York, NY 10065

To support productions in the Wade ThompsonDrill and an artists-in-residence program

PC 632,000

Signature Theatre Company, Inc. The Pershing SquareSignature Center480 West 42nd StreetNew York, NY 10036

To support the development and production oftwo new plays by Residency Five writers

PC 450,000

Smithsonian Institution PO Box 37012MRC 016Washington, DC 20013-7012

To continue support for a series of object studyworkshops organized by the Freer and SacklerGalleries for PhD students specializing inChinese art history

PC 540,000


To endow the position of an assistantconservator of Chinese painting at the Freerand Sackler Galleries

PC 266,667


To support planning for the Cultural CrisisRecovery Center

PC 250,000


To support planning for a museum trainingprogram for scholars in Native American art

PC 150,000

South Arts, Inc. 1800 Peachtree Street NW, Suite 808Atlanta, GA 30309

To support the Dance Touring Initiative PC 450,000

Spanish-English Ensemble Theatre, Inc. PO Box 1200 Cooper StationNew York, NY 10276


PC 8,300






To support a pilot undergraduate program incuratorial studies

PC 250,000

Sphinx Organization, Inc. 400 Renaissance Center, Suite 2550Detroit, MI 48243

To support a national touring program and acommissioning program for musicians fromunderrepresented communities

PC 165,000

Sphinx Organization, Inc. 400 Renaissance Center, Suite 2550Detroit, MI 48243

To support planning for a new careerdevelopment program for musicians fromunderrepresented communities

PC 50,000

St. Ann's Warehouse, Inc. 55 Washington Street, Suite 458Brooklyn, NY 11201

To support artistic initiatives and a permanentrevolving cash reserve fund

PC 300,000

Sterling and Francine Clark Art Institute, Inc. 225 South StreetWilliamstown, MA 01267

To endow a fellowship in the Research andAcademic Program

SO I 150,000

The Studio Museum in Harlem, Inc. 144 West 125th StreetNew York, NY 10027

To continue support for curatorial research anda fellowship program

PC 1,000,000

Sundance Institute 1825 Three Kings DrivePark City, UT 84060

To support the Sundance Institute TheatreProgram

PC 400,000

Theatre Communications Group, Inc. 520 Eighth Avenue, 24th FloorNew York, NY 10018-4156

To support a professional developmentregranting program

PC 1,750,000

Theatre Communications Group, Inc. 520 Eighth Avenue, 24th FloorNew York, NY 10018-4156

To support an international exchangeregranting program

PC 350,000

TOPAZ ARTS, Inc. 55-03 39th AvenueWoodside, NY 11377


PC 35,000



PC 25,000

Trisha Brown Company, Inc. 465 Greenwich StreetNew York, NY 10013

To support dance archives PC 500,000

Triskelion Arts-Kick-StanDance, Inc. 106 Calyer StreetBrooklyn, NY 11222


PC 16,250

UCLA Foundation Box 951405Murphy Hall 2147Los Angeles, CA 90095-1405

To provide core faculty and student support forthe ULCA/Getty Master’s InterdepartmentalProgram in Archaeological and EthnographicConservation

PC 250,000

Regents of the University of California 1111 Franklin Street, 12th FloorOakland, CA 94607-5200

To support development and presentation ofinterdisciplinary work at the Center for the Artof Performance, University of California at LosAngeles

PC 500,000


To support classical music presenting activitiesat the Robert & Magrit Mondavi Center for thePerforming Arts at the University of Californiaat Davis

PC 400,000



PC 416,625

University of Delaware 104 Hullihen HallNewark, DE 19716

To endow student stipends in conservationgraduate program

PC 605,390


To support the next phase of the Middle EastPhotograph Preservation Initiative

PC 440,000


To endow the position of Academic Coordinatorand to support a collections assistant and tworesearch fellows from the university's history ofart department

PC 250,000






To support classical music presenting activitiesat Texas Performing Arts

PC 400,000

Victoria and Albert Museum Cromwell RoadSouth KensingtonLondon SW7 2RLUnited Kingdom

To support planning activities for a newresearch institute in object-based inquiry in artand material culture


The Virginia Arts Festival, Inc. 440 Bank StreetNorfolk, VA 23510

To support the John Duffy Composers Institute PC 155,000

Walters Art Museum Foundation, Inc. 600 North Charles StreetBaltimore, MD 21201-5118

To establish an endowment in support ofscholarly research and publications related toexhibitions

SO I 419,043

Walters Art Museum Foundation, Inc. 600 North Charles StreetBaltimore, MD 21201

To establish a permanent endowment for theposition of senior scientist

SO I 300,238

Washington Drama Society, Inc. 120 Boylston StreetBoston, MA 02116-4611

To support the American Voices New PlayInstitute

PC 83,333

Whitney Museum of American Art 99 Gansevoort StreetNew York, NY 10014

To endow a curator of performance andsupport the position while matching funds arebeing raised

PC 250,000

Total Arts and Cultural Heritage $ 60,068,978

SCHOLARLY COMMUNICATIONS


To support the Digital Innovation Fellowshipprogram

PC $ 729,000

American Historical Association 400 A Street, SEWashington, DC 20003

To support the development of guidelines forthe evaluation of digital scholarship in the fieldof history

PC 36,500

Arizona State University Fulton Center 410300 East University DrivePO Box 877705Tempe, AZ 85287-7705

To continue support for a digital repository ofUS archaeological data and reports

PC 1,000,000

ARTstor, Inc. 120 Fifth Avenue, 5th FloorNew York, NY 10011

To support office relocation expenses PC 760,000

Association for Asian Studies, Inc. 825 Victors WaySuite 310Ann Arbor, MI 48108

To support a grantmaking competition tostrengthen research library collections ofmaterials from China, Korea, and Japan

PC 288,000

Association of American University Presses, Inc. 28 West 36th StreetNew York, NY 10018

To support the professional development ofuniversity press staff

PC 39,000

Bay Area Video Coalition, Inc. 2727 Mariposa Street, 2nd FloorSan Francisco, CA 94110

To support the creation of online educationalresources in the field of audiovisualpreservation

PC 140,000

Biblioteca Apostolica Vaticana Cortile BelvedereCitta del vaticannoVatican City V-00120Italy

To support planning for the implementation ofinteroperability protocols for digitizedmanuscripts

NC - Foreign Org - See ER Report 20,500

The Book Arts Press, Inc. 114 Alderman LibraryUniversity of VirginiaCharlottesville, VA 22904-4103

To support a summer fellowship program incritical bibliography

PC 757,000





The British Library 96 Euston RoadLondon NW1 2DBUnited Kingdom

To support continuation and expansion ofservices for digital scholarship



To support planning activities of the newdirector of the John Carter Brown Library

PC 125,000

Center for Research Libraries 6050 South Kenwood AvenueChicago, IL 60637-2804

To support the redesign of standard licensingtemplates for electronic resources

PC 46,500

College Art Association of America, Inc. 50 Broadway, 21st FloorNew York, NY 10004

To support the development of guidelines forthe evaluation of digital scholarship in tenureand promotion in the fields of art andarchitectural history

PC 90,000


To endow a new senior conservator position inthe university library

PC 631,315


To support the implementation of asustainability plan for an online database ofjazz discography

PC 174,000

Cornell University 300 Day HallIthaca, NY 14853-2801

To support software development that wouldallow libraries to create and share linked data

PC 999,000

Council of Independent Colleges One Dupont Circle, Suite 320Washington, DC 20036-1142

To support the collaborative management anduse of digital images

PC 2,200,000


To support the final year of a nationalgrantmaking competition for the cataloging ofHidden Collections of scholarly and culturalimportance

PC 4,000,000


To support postdoctoral fellowships in datacuration

PC 916,000


To support the administration of a nationalgrantmaking competition for the digitization ofHidden Collections of scholarly and culturalimportance

PC 340,000


To support planning for the transition of theHidden Collections program from an emphasison cataloging to a focus on digitization

PC 50,000

Digital Public Library of America c/o Boston Public Library700 Boylston StreetBoston, MA 02461

To support development and implementationof a business plan to broaden the base ofsupport for the Digital Public Library of America

PC 594,000

The Dunhuang Foundation, Inc. 551 Fifth Avenue, 33rd FloorNew York, NY 10176

To support further development of digital assetmanagement capacities, staff training, andfundraising activities

PC 329,000

Emory University 408 Administration Building201 Dowman DriveAtlanta, GA 30322

To support an investigation of the feasibility ofinstitutional support for the production anddissemination of scholarly works by humanitiesfaculty

PC 56,500

Furman University 3300 Poinsett HighwayGreenville, SC 29613-0001

To support development of an experimentaldigital humanities course in historical botany

PC 50,000


To support the completion of the Dictionary ofCaribbean and Afro-Latin American Biography

PC 200,000


To support planning for the future of theProgram for Latin American Libraries andArchives

PC 68,000





Historical Society of Pennsylvania 1300 Locust StreetPhiladelphia, PA 19107-5699

To support a survey and assessment ofcollections in small libraries, archives, and othercollecting institutions in the state ofPennsylvania

PC 289,000

Johns Hopkins University 242 Garland Hall3400 North Charles StreetBaltimore, MD 21218-2691

To support initiatives to facilitate the use andinteroperability of digitized collections

PC 488,000

Hypothes.is Project 2261 Market Street, Room 632San Francisco, CA 94114

To support the development of annotationservices for digital scholarly materials

PC 752,000

Indiana University 107 South Indiana AvenueBryan Hall 200Bloomington, IN 47405

To support further development of an opensource integrated library system

PC 882,000

Ithaka Harbors, Inc. 2 Rector Street, 17th FloorNew York, NY 10006

To support a study of the costs of digitalmonograph production

PC 142,000


To support a study of the role of Amazon inacquisition patterns at US university libraries

PC 57,500


To support planning for a study of the costs ofdigital monograph production

PC 19,500

Lyrasis 1438 West Peachtree Street NW, Suite 200Atlanta, GA 30309-2955

To support the further development of andbusiness planning for an open sourcecollections management system for museums

PC 1,500,000

New York Public Library 476 Fifth Avenue, Room 210New York, NY 10018-2788

To support partial costs of a conference on thetheoretical and practical aspects of publishingin the digital age

PC 50,500

North Carolina State University Campus Box 7001Raleigh, NC 27695-7001

To support the further development of a shareddatabase of bibliographical and administrativeinformation needed for the purchase andmanagement of electronic resources

PC 333,000

Northeastern University 360 Huntington AvenueBoston, MA 02115

To support the development of scholarly toolsfor the identification of interrelated texts inlarge unstructured corpora of digitized works

PC 500,000

Northwestern University 2-130 Rebecca Crown Center633 Clark StreetEvanston, IL 60209

To support development of a new version oftext encoding for early modern texts in digitalformats

PC 51,500


To support innovations in online publishing ofjournals in philosophy

PC 549,000


To support enhancements to Zotero that wouldhelp scholars archive their publications

PC 440,000

Purdue University Hovde Hall, Room 200610 Purdue MallWest Lafayette, IN 47907-2040

To support interdisciplinary research andpublication on "Grand Challenges"

PC 539,000

Rochester Institute of Technology 2 Lomb Memorial DriveRochester, NY 14623-5604

To support a series of training workshops inhow to conserve digitally printed materials

PC 300,000


To support planning by a consortium of artmuseums for the implementation of methodsand systems for publishing linked open data

PC 50,000

Stanford University Main Quadrangle, Building 10Stanford, CA 94305-2060

To support capacities at universities andpresses for the development, publication, andpreservation of born-digital interactivescholarly works

PC 1,200,000

Stanford University Main Quadrangle, Building 10Stanford, CA 94305-2060

To support planning for a new methodology forthe assessment of research libraries

PC 50,000





Swarthmore College 500 College AvenueSwarthmore, PA 19081-1397

To support the development of software for anopen access database of information aboutwriting programs and instruction at institutionsof higher education in the US

PC 60,000

University College Dublin, National University of Ireland BelfieldDublin 4Ireland

To support the expansion of an online catalogof printed works in Spanish and Portuguese inthe 16th and 17th centuries



To support research on the economicimplications of open access journal publishing

PC 800,000

University of California at Los Angeles Box 951405Murphy Hall 2147Los Angeles, CA 90095-1405

To support the planning of an initiative for thetextual analysis of East Asian literature

PC 55,500


To support training in book and paperconservation

PC 338,000

University of Illinois at Chicago 601 South Morgan Street, Suite 2833Chicago, IL 60607

To support development of an online portal forhistorical collections related to Chicago

PC 194,000

University of Illinois at Chicago 601 South Morgan Street, Suite 2833Chicago, IL 60607

To support the assessment of the papers of theReverend Jesse L. Jackson, Sr. and the RainbowPUSH Coalition

PC 25,000

University of Lincoln Brayford PoolLincoln LN6 7TSUnited Kingdom

To support the planning of a platform andeditorial framework for open access journalarticles in the humanities



To support development of software andworkflows for the accession, processing, andpreservation of electronic records

PC 355,000

University of Missouri at Columbia 105 Jesse HallColumbia, MO 65203

To support the salvage of mold-damagedlibrary collections and restoration of access todamaged content

PC 400,000


To support the development of forensicsoftware tools that facilitate the preservation,management, and use of digital archives

PC 750,000


To support planning for the large scaledigitization and preservation of audio andaudiovisual collections, and development ofaccess mechanisms for the resulting digital files

PC 188,000


To support planning for collaborations betweenresearch libraries in the US and Middle East

PC 150,000

University of North Carolina Press 116 South Boundary StreetChapel Hill, NC 27514

To support the development of a servicebureau to provide a broad array of digitalpublishing services to university presses

PC 998,000

University of Oklahoma 660 Parrington Oval, Room 110Norman, OK 73019-0390

To support the first phase of development of adigital library of Latin texts and publicationmechanisms for new critical editions

PC 572,000

University of Oxford Wellington SquareOxford OX1 2JDUnited Kingdom

To support the implementation of SharedCanvas, the International Image InteroperabilityFramework, and related tools to improve accessto library collections

PC 685,000

University of Pennsylvania One College Hall, Room 100Philadelphia, PA 19104-6380

To support software development for a digitallibrary of manuscripts from northern Thailand

PC 50,000





University of Pittsburgh 107 Cathedral of LearningPittsburgh, PA 15260

To support research on the costs, operations,and effects of an emerging national digitalinfrastructure in higher education

PC 726,000

University of Toronto 27 King’s College CircleSimcoe Hall, Room 206Toronto, Ontario M5S 1A1Canada

To support a meeting of scholars and technicalexperts on the interoperability of manuscriptsources

PC 26,500

University of Victoria PO Box 1700 STN CSCVictoria, BC V8W 2Y2Canada

To support the planning of a federation ofdigital projects and resources in Renaissancestudies

PC 50,000

University of Virginia PO Box 400224Charlottesville, VA 22904-4224

To support further development of a databaseand software tools to assist historical researchon individuals and institutions

PC 345,000

University of York HeslingtonYork YO10 5DDUnited Kingdom

To support improved access to the Registers ofthe Archbishops of York at the university'sBorthwick Institute for Archives


Vanderbilt University 211 Kirkland HallNashville, TN 37240

To support the development of a strategic planand five-year operational roadmap for theCommittee on Coherence at Scale

PC 149,000

Virginia Foundation for the Humanities and Public Policy 145 Ednam DriveCharlottesville, VA 22903-4629

To support completion of a comprehensiveprosopography of individuals and organizationsfrom the founding period of the US

PC 609,000


To support an initiative of the new universitylibrarian

PC 50,000

West Virginia University 1500 University AvenueMorgantown, WV 26506

To support development of a multimediajournal editing platform

PC 1,000,000


To support the creation of an online platformfor collaborative transcription, annotation, andtranslation of premodern Chinese sources

PC 430,000

Total Scholarly Communications $ 33,204,315

DIVERSITY


To support planning for the administration ofthe Mellon Mays Undergraduate Fellowshipprogram

PC $ 165,000

American Philosophical Association, Inc. 31 Amstel AvenueNewark, DE 19711

To support undergraduate summer institutes toaddress diversity in the field of philosophy

PC 600,000


To renew support for undergraduate studentsummer research in the humanities and socialsciences

PC 500,000


To support the one-year renewal of a MellonMays Undergraduate Fellowship program

PC 188,500

Clark Atlanta University 223 James P. Brawley DriveHarkness Hall, Room 306Atlanta, GA 30314

To support comprehensive planning anddevelopment

PC 100,000



PC 230,900





Community MusicWorks 1392 Westminster StreetProvidence, RI 02909

To support programming that promotes therole of music in building diverse and equitablecommunities

PC 150,000


To create a professional socialization programto increase promotion and tenure rates forunderrepresented and other early-careerfaculty

PC 623,000

Firelight Media, Inc. 324 Convent AvenueNew York, NY 10031-6300

To support the production of Tell Them We AreRising, a historical documentary series onHistorically Black Colleges and Universities

PC 400,000

Fisk University Cravath Hall, 2nd Floor1000 17th Avenue NorthNashville, TN 37208-3051

To support the development of the Center forTeaching and Learning

PC 500,000


To continue support for the production of theMellon Mays Undergraduate Fellowshipprogram undergraduate journal

PC 60,000

Morehouse College 830 Westview Drive, SWAtlanta, GA 30314-3773

To renew support for the Cinema, Television,and Emerging Media Studies program

PC 386,000

National Center For Civil And Human Rights Foundation Inc 250 Williams Street, NW Suite 2322Atlanta, GA 30303-1032

To support the creation of the John LewisFellowship

SO I 600,000

Pomona College 550 North College AvenueClaremont, CA 91711-6301

To support the establishment of a Mellon MaysUndergraduate Fellowship program at fourcampuses

PC 1,000,000

Social Science Research Council One Pierrepont Plaza, 15th FloorBrooklyn, NY 11201

To support administration of both the SocialScience Research Council Predoctoral Grantsand the Graduate Initiatives Grants Program forMellon Mays graduate students

PC 4,214,822


To support curricular development PC 357,000


To support three Democratizing Knowledgefaculty collaborative summer institutes

PC 500,000

Tougaloo College 500 West County Line RoadTougaloo, MS 39174

To support faculty development activities in theuse of digital technologies and digitalhumanities methodologies

PC 500,000

Tougaloo College 500 West County Line RoadTougaloo, MS 39174

To support planning for the development of anInstitute for the Study of Modern Slavery

PC 65,000


To support the establishment of a Mellon MaysUndergraduate Fellowship program

PC 500,000


To support a seminar series in interculturalstudies exploring the importance of campusdiversity to teaching and research

PC 208,000


To support a summer research program forfellows in the Mellon Mays UndergraduateFellowship program

PC 800,000

The Board of Trustees of the University of Illinois 601 South Morgan Street, Suite 2833Chicago, IL 60607

To support dissertation completion fellowshipsin Latino studies centers at four universities

PC 800,000

University of New Mexico MSC05 33001 University of New MexicoAlbuquerque, NM 87131-0001

To support the establish of a Mellon MaysUndergraduate Fellowship program

PC 420,000





University of Pennsylvania One College Hall, Room 100Philadelphia, PA 19104-6380

To support research and publication of "DiverseStudents, Diverse Experiences: MinorityStudent Achievement at America's SelectiveColleges and Universities"

PC 400,000


To support the establishment of a Mellon MaysUndergraduate Fellowship program

PC 500,000



PC 125,000



PC 45,000

Williams College PO Box 687Williamstown, MA 01267


PC 60,000

Xavier University of Louisiana 1 Drexel DriveNew Orleans, LA 70125-1098

To support the Center for the Advancement ofTeaching

PC 500,000

Xavier University of Louisiana 1 Drexel DriveNew Orleans, LA 70125-1098

To support the Center for UndergraduateResearch

PC 400,000

Total Diversity $ 15,898,222

INTERNATIONAL HIGHER EDUCATION AND STRATEGIC PROJECTS

Rhodes University PO Box 94Grahamstown 6140South Africa

To support further development of researchand graduate education focus areas in thehumanities

PC - Public Charity Equivalent $ 700,000

Rhodes University PO Box 94Grahamstown 6140South Africa

To support the establishment of a PostgraduateStudies Centre


Stellenbosch University Private Bag X1Matieland 7602South Africa

To support the expansion of the Early ResearchCareer Development Program


Stellenbosch University Private Bag X1Matieland 7602South Africa

To support the conceptualization and planningof a research program entitled "Indexing theHuman"


University of Cape Town Private Bag X3RondeboschCape Town 7701South Africa

To support the Institute for Humanities inAfrica

PC - Public Charity Equivalent 1,286,000


To support expansion and development of theactivities of the Centre for Social ScienceResearch



To support the Other Histories project of theCenter for Curating the Archive



To support the Fine Music Radio lecture series PC - Public Charity Equivalent 16,000





University of Pretoria Private Bag X20HatfieldPretoria 0002South Africa

To support a second and final phase of theHuman Economy Project


University of the Free State PO Box 339Bloemfontein 9300South Africa

To support a research and graduate trainingprogram on trauma, memory, andrepresentations of the past


University of the Western Cape Robert Sobukwe RoadBellville 7535South Africa

To support graduate student mentorship PC - Public Charity Equivalent 1,000,000


To support a research and graduate trainingproject on food contestation



To support research masters and PhD studentsand postdoctoral fellows


University of the Witwatersrand Private Bag 3, Wits 2050JohannesburgSouth Africa

To support a research project in the field ofmedical humanities



To support a research and postgraduatedevelopment project entitled "GoverningMorality: Gender Sexuality and Migration inSouth Africa" at the African Center forMigration and Society



To provide discretionary initiatives to the newvice-chancellor


Total International Higher Education and Strategic Projects $ 8,511,700

PUBLIC AFFAIRS

Classroom, Inc. 245 Fifth Avenue, 20th FloorNew York, NY 10016-8728

To support expansion and dissemination ofgame-based learning and teacher developmentprograms to improve outcomes fordisadvantaged middle- and high-schoolstudents

PC $ 500,000

Independent Sector 1602 L Street, NW, Suite 900Washington, DC 20036

To support publication of an updated Principlesfor Good Governance and Ethical Practice

PC 10,000

Philanthropy New York, Inc. 1500 Broadway, 7th FloorNew York, NY 10036

To support a membership program PC 40,000

Total Public Affairs $ 550,000

CONSERVATION AND THE ENVIRONMENT

Azerbaijan National Academy of Sciences Institute of BotanyBadamdar Highway 40Baku AZ1073Azerbaijan

To complete Foundation support for thedevelopment of a coordinated digital databaseof images and information on plants of theworld

NC - Foreign Org - See ER Report $ 10,000







PC 5,000

Field Museum of Natural History 1400 South Lake Shore DriveChicago, IL 60605-2496

To support digital reference materials andconservation tools programs

PC 200,000

Geliantus LLC Institutsky per., 5Saint Petersburg RU-194021Russia



Museo Nacional de Historia Natural y Antropologia Casilla de Correo 399Montevideo 11000Uruguay

To support the development of a coordinateddigital database of images and information onplants of Africa, Latin America, and other areas


Museu Nacional Universidade Federal do Rio de Janeiro Quinta da Boa Vista s. no. Sao CristovaoRio de Janeiro RJ 20940-040Brazil



Naturhistorisches Museum Wien Burgring 7Vienna A-1010Austria



Siberian Branch of the Russian Academy of Sciences Central Siberian Botanical Garden SB RASZolotodolinskaya str., home 101Novosibirsk 630090Russia




To support a visiting research fellows programat the Smithsonian Tropical Research Institutein Panama

PC 458,500

South African National Parks 643 Leyds StreetMuckleneukPretoria 0002South Africa

To support a South African National ParksResearch Fund


Universidade de Coimbra Faculty of Sciences and TechnologyDirective CommitteeRua Sílvio Lima - I Polo IICoimbra 3030-790Portugal



Universitat Bayreuth Zentrale UniversitätsverwaltungBüro 2.05Bayreuth 95440Germany



Universitat de Barcelona Gran Via de les Corts Catalanes 585Barcelona 08007Spain



University of Dublin, Trinity College College GreenDublin 2Ireland



Total Conservation and the Environment $ 1,893,001





CONTRIBUTIONS

Doe Fund, Inc. 232 East 84th StreetNew York, NY 10028

To provide general support PC $ 100,000

Foundation Center 79 Fifth AvenueNew York, NY 10003

To provide general support PC 75,000

GrowNYC 51 Chambers Street, Room 228New York, NY 10007

To provide general support PC 30,000

GuideStar USA, Inc. 4801 Courthouse Street, Suite 220Williamsburg, VA 23188

To support a membership program PC 25,000

Nonprofit Coordinating Committee of New York, Inc. 135 West 36th Street, 15th FloorNew York, NY 10018

To provide general operating support PC 75,000

Total Contributions $ 305,000

MATCHING GIFTS

American Council of Learned Societies 633 3rd Avenue, New York, NY 10017 Matching Gift PC $ 5,000

Americans for Oxford University North American Office, 500 Fifth Ave. NewYork, NY 10110

Matching Gift PC 42,500

Bryn Mawr College 101 North Merion Avenue, Bryn Mawr, PA19010-2899


Columbia University 622 West 113th Street, New York, NY 10025 Matching Gift PC 30,000

Concordia College 901 8th Street, Moorhead, MN 56562 Matching Gift PC 10,000

Fidelity Charitable P.O. Box 77001, Cincinnati, OH 45277-0053 Matching Gift PC 366,440

Fractured Atlas 248 West 35th Street, 10th Floor, New York, NY10001


Groton School Box 991, 282 Farmers Row, Groton, MA 01450 Matching Gift PC 30,000

Holy Cross High School 26-20 Francis Lewis Blvd. Flushing, NY 11358-1197


JDRF International 26 Broadway, 14th Floor, New York, NY 10004 Matching Gift PC 15,750

Jewish Communal Fund 575 Madison Avenue, Suite 703, New York, NY10022


Kingdom Life Ministries International 770 Park Place, Brooklyn, New York 11216 Matching Gift PC 20,160

Metropolitan YMCA 139 East McClellan Ave, Livingston, NJ 07039 Matching Gift PC 12,000

Mud/Bone Collective P. O. Box 21167, Brooklyn, NY 11202 Matching Gift PC 13,800

National Multiple Sclerosis Society 733 Third Avenue, New York, NY 10017 Matching Gift PC 7,400

New York City Center 130 West 56th Street, New York, NY 10019 Matching Gift PC 50,000

Sacred Heart High School 142 South Elm Street, Waterbury, CT 06706 Matching Gift PC 15,000

Saint Thomas Episcopal Church P. O. Box 51, Brooktondale, NY 14817 Matching Gift PC 8,460





Sanctuary for Families P. O. Box 1406 Wall Street Station, New York,NY 10268


St. Bonaventure University St. Bonaventure University, St. Bonaventure, NY14778


Stanford University 362 Galvez Street, Stanford, CA 94305 Matching Gift PC 6,000

Sweet Briar College P. O. Box 1057 Sweet Briar, VA 24595 Matching Gift PC 7,500

The Nightingale-Bamford School 20 East 92nd Street, New York, NY 10128 Matching Gift PC 15,000

The Re-evaluation Foundation P. O. Box 9292 Queen Anne Station, Seattle,WA 98109


Trinity School 139 West 91st Street, New York, NY 10024 Matching Gift PC 33,000

University of Michigan 3003 South State Street, Suite 9000, Ann Arbor,MI 48109


Wildwood Foundation 2995C Curry Road Extension, Schenectady, NY12303


All other matching gifts below $5,000 45,613

Total Matching Gifts $ 887,123

TOTAL GRANTS PAID IN 2014 $ 231,841,178



Form 990PF Part XV Line 3b - Grants and Contributions Approved for Future Payment


HIGHER EDUCATION AND SCHOLARSHIP IN THE HUMANITIES

American Council on the Teaching of Foreign Languages, Inc. 1001 North Fairfax Street, Suite 200Alexandria, VA 22314-1797

To support a campaign to promote the learningof foreign languages by students in USeducational institutions

PC $ 500,000

Cornell University 300 Day HallIthaca, NY 14853-2801


PC 750,000

Greater Washington Educational Telecommunications Association, Inc. 3939 Campbell AvenueArlington, VA 22206

To support the completion of two publictelevision series on the last half-century ofAfrican American history and on the greatcivilizations of Africa from its ancient history tothe late 19th century

PC 2,000,000

Lehigh University 27 Memorial Drive WestBethlehem, PA 18015-3089

To support a community engagement initiativeintegrating digital media across the humanitiescurriculum

PC 800,000


To support a third and final round of graduatefellowships in the university's humanitiesprograms

PC 2,000,000



PC 2,000,000

University of California at Los Angeles Box 951405Murphy Hall 2147Los Angeles, CA 90095-1405

To support renewal and expansion of a programto reform the undergraduate curriculum forLiteratures in English

PC 600,000

University of Rochester 240 Wallis HallRochester, NY 14627-0011


PC 500,000


To endow a program of InterdisciplinaryWorkshops in the University's Center for theHumanities

PC 400,000


To endow the College of Film and the MovingImage

PC 1,000,000

Total Higher Education and Scholarship in the Humanities $ 10,550,000

ARTS AND CULTURAL HERITAGE

Alternate ROOTS, Inc. 1083 Austin Avenue NEAtlanta, GA 30307

To support the Artistic Assistance and Partnersin Action programs

PC $ 300,000



PC 85,000



PF 85,000



PC 117,900

Buffalo State College Foundation, Inc. Cleveland Hall 5111300 Elmwood AvenueBuffalo, NY 14222


PC 1,250,000



PC 113,000







PC 48,000



PC 42,500

Detroit Institute of Arts 5200 Woodward AvenueDetroit, MI 48202

To support the "Grand Bargain" that will enablethe museum to hold its collections for thepublic in perpetuity

PC 5,000,000



PC 120,000


To support HowlRound: A Center for theTheater Commons, the Latina/o TheatreCommons, the Center for Performance and CivicPractice

PC 150,000

Fourth Arts Block, Inc. 61 East 4th StreetNew York, NY 10003-8963


PC 96,000

International Network for the Conservation of Contemporary Art - North America Bobst Library at New York University70 Washington Square South, Suite 8SWNew York, NY 10012

To continue support for the Artist InterviewProject

PC 200,000

John F. Kennedy Center for the Performing Arts 2700 F. Street, NWWashington, DC 20566-0001

To support a festival of North Americanorchestras

PC 700,000



PC 63,750

Khan Academy, Inc. PO Box 1630Mountain View, CA 94042-1630

To support an initiative to accelerateproduction of high-quality teaching materialsfor global art history made available throughKhan Academy's Smarthistory platform

PC 250,000



PC 150,000

The Louisiana Philharmonic Orchestra 1010 Common Street, Suite 2120New Orleans, LA 70112

To support a permanent revolving cash reservefund

PC 100,000

Magic Theatre, Inc. Fort Mason, Building DSan Francisco, CA 94123

To support the development of new work and apermanent revolving cash reserve fund

PC 65,000


To support the conservation of Chinesepaintings

PC 1,250,000

Movement Research, Inc. 55 Avenue CNew York, NY 10009-6855


PC 85,000

National Arts Strategies, Inc. 2000 Duke Street, Suite 115Alexandria, VA 22314

To support professional development programsfor the arts and cultural sector

PC 500,000



PC 100,600


To support the Public Works program andMobile Shakespeare Unit

PC 950,000



PC 1,000,000

St. Ann's Warehouse, Inc. 55 Washington Street, Suite 458Brooklyn, NY 11201

To support artistic initiatives and a permanentrevolving cash reserve fund

PC 500,000

Stichting tot Exploitatie van het Rijksbureau voor Kunsthistorische Documentatie Prins Willem-Alexanderhof 5The Hague NL-2509 LKThe Netherlands

To continue support for the RembrandtDatabase

PC -Public Charity Equivalent 1,000,000

Toledo Museum of Art 2445 Monroe StreetToledo, OH 43620

To endow a series of postdoctoral curatorialfellowships

PC 1,000,000



PC 85,000





Triskelion Arts-Kick-StanDance, Inc. 106 Calyer StreetBrooklyn, NY 11222


PC 72,000


To endow student stipends in conservationgraduate program

PC 669,610


To endow the position of Academic Coordinatorand to support a collections assistant and tworesearch fellows from the university's history ofart department

PC 750,000

Whitney Museum of American Art 99 Gansevoort StreetNew York, NY 10014

To endow a curator of performance andsupport the position while matching funds arebeing raised

PC 1,250,000

Robert W. Woodruff Arts Center, Inc. 1280 Peachtree Street, North EastAtlanta, GA 30309

To continue support for a collaborativeinitiative that provides object-centered trainingbased on the collections at the High Museum tograduate students in Emory University's arthistory department

PC 328,520


To endow the position of director of the ArtConservation Research Center

PC 2,000,000

Total Arts and Cultural Heritage $ 20,476,880

SCHOLARLY COMMUNICATIONS


To support capacities at universities and pressesfor the development, publication, andpreservation of born-digital interactivescholarly works

PC $ 1,300,000


To support the development of software toassist libraries in the preservation,management, and dissemination of audiovisualfiles in digital formats

PC 750,000


To support research on scholarly publishing PC 181,000


To support the development of software andprocedures to facilitate the archiving of thewebsites of contemporary composers

PC 480,000


To support development of a web-based opensource publishing platform

PC 746,000


To support development of a platform andservices for the publication of digitalmonographs in art history

PC 840,000

Total Scholarly Communications $ 4,297,000





INTERNATIONAL HIGHER EDUCATION AND STRATEGIC PROJECTS


To endow the Opera School Fellowship Program PC -Public Charity Equivalent $ 325,000

Total International Higher Education and Strategic Projects $ 325,000

TOTAL GRANTS APPROVED FOR FUTURE PAYMENT 2014 $ 35,648,880


Expenditure Responsibility Statement For the year 2014

Pursuant to IRC Regulation § 53.4945-5(d)(2), The Andrew W. Mellon Foundation provides the following information:

(i) Grantee: Association Tela Botanica

Institut de Botanique 163 rue Auguste Broussonet Montpellier 34090 France

(ii) Amount of Grants: October 22, 2012 — $336,000

November 18, 2013 — $350,000

(iii) Purpose of Grants: To support the development of a coordinated digital database of images and information on plants of the world.

(iv) & (vi) Reports Association Tela Botanica was scheduled to submit interim narrative and financial reports of its expenditures on the 2012 grant on or before March 31, 2014. The reports were received on March 24, 2014. As of this financial report, all of the grant funds have been spent.

Association Tela Botanica was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before March 31, 2014. The reports were received on March 24, 2014. As of this financial report, $87,077 of the grant funds had been spent. Final narrative and financial reports were received on December 12, 2014. As of this financial report, all of the grant funds have been spent.

(v) Diversions: With respect to each grant, to the knowledge of the grantor, no funds have been diverted to any activity other than the activity for which the grants were originally made.

(vii) Verification The grantor has no reason to doubt the accuracy or reliability of the reports from the grantee; therefore, no independent verification of the reports was made.

343



(i) Grantee: Azerbaijan National Academy of Sciences

Institute of Botany Badamdar Highway 40 Baku AZ1073 Azerbaijan

(ii) Amount of Grants: January 27, 2014 — $10,000

(iii) Purpose of Grants: To complete Foundation support for the development of a coordinated digital database of images and information on plants of the world.

(iv) & (vi) Reports A grant to Azerbaijan National Academy of Sciences was paid by the Foundation in January 2014. Azerbaijan National Academy of Sciences was not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 25, 2015—three months after the end of its fiscal year. No report was received in 2014.

(v) Diversions: To the knowledge of the grantor, no funds have been diverted to any activity other than the activity for which the grant was originally made.

(vii) Verification Not applicable.

344



(i) Grantee: Bergius Foundation at the Royal Swedish Academy of Sciences

University of Sweden SE-106 91 Stockholm Sweden

(ii) Amount of Grants: November 5, 2012 — $82,000


(iv) & (vi) Reports Bergius Foundation at the Royal Swedish Academy of Sciences was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The narrative report was received on March 26, 2014 and the financial report was received on March 31, 2014. As of this financial report, $43,197 of the grant funds had been spent. Final narrative and financial reports were received on September 11, 2014. As of this financial report, all of the grant funds have been spent.


(vii) Verification The grantor has no reason to doubt the accuracy or reliability of the reports from the grantee; therefore, no independent verification of the report was made.

345



(i) Grantee: Biblioteca Apostolica Vaticana

Cortile Belvedere Citta del vaticanno Vatican City V-00120 Italy

(ii) Amount of Grants: December 1, 2014 — $20,500

(iii) Purpose of Grants: To support planning for the implementation of interoperability protocols for digitized manuscripts.

(iv) & (vi) Reports A grant to Biblioteca Apostolica Vaticana was paid by the Foundation in December 2014. Biblioteca Apostolica Vaticana was not scheduled to submit interim financial and narrative reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.



346



(i) Grantee: Cairo University

Giza 12613 Egypt



(iv) & (vi) Reports Cairo University was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before September 30, 2014. The reports were received on September 18, 2014. As of this financial report, $17,990 of the grant funds has been spent.



347



(i) Grantee: Canadian Centre for Architecture

1920 rue Baile Montreal, Quebec H3H 2S6 Canada


July 29, 2013 — $710,000

(iii) Purpose of Grants: 2009 Grant: To support visiting fellowships for senior scholars.

2013 Grant: To support multidisciplinary research groups in architectural history and design.

The Canadian Centre for Architecture, Inc. has a 501(c)(3) ruling as a private foundation.

(iv) & (vi) Reports The Canadian Centre for Architecture, Inc. was scheduled to submit interim narrative and financial reports of its expenditures on the 2009 grant on or before March 31, 2014. The reports were received on March 31, 2014. As of this financial report, $245,782 of the grant funds has been spent.

The Canadian Centre for Architecture, Inc. was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before March 31, 2014. The reports were received on March 31, 2014. As of this financial report, $1.30 has been spent.



348



(i) Grantee: Charles University in Prague

Albertov 6 Praha 1280 1 Czech Republic

(ii) Amount of Grants: August 19, 2013 — $37,000


(iv) & (vi) Reports Charles University in Prague was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 21, 2014. As of this financial report, $7,482 of the grant funds has been spent.



349



(i) Grantee: Corporacion para el Desarrollo de las Ciencias Vegetales en America Latina

Instituto de Ecologia Universidad Nacional Autónoma de México Ciudad Universitaria AP 70-275, CP 04510 Coyoacán 780-0024 Mexico

(ii) Amount of Grants: June 26, 2009 — $85,000

(iii) Purpose of Grants: To support the Latin American Plants Sciences Network (Red Latinoamericana de Botánica).

(iv) & (vi) Reports Corporacion para el Desarrollo de las Ciencias Vegetales en America Latina was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 7, 2014. As of this financial report, all of the grant funds have been spent.



350



(i) Grantee: Fundacion para el Desarrollo de la Ecologia FUND-ECO

Instituto de Ecologia UMSA, Campus Universitario Cota-Cota Calle 27 La Paz 10077 Bolivia


(iii) Purpose of Grants: To support the development of a coordinated digital database of images and information on plants of Africa, Latin America, and other areas.

(iv) & (vi) Reports Fundacion para el Desarrollo de la Ecologia FUND-ECO was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. Foundation staff contacted the grantee with a reminder of the reporting due dates on January 22, 2014. The reports were received on April 10, 2014. As of this financial report, all of the grant funds have been spent.



351



(i) Grantee: Geliantus LLC

Institutsky per., 5 Saint Petersburg RU-194021 Russia

(ii) Amount of Grants: April 16, 2012 — $33,000

January 27, 2014 — $22,500

(iii) Purpose of Grants: To support for the development of a coordinated digital database of images and information on plants of the world.

(iv) & (vi) Reports Geliantus LLC was scheduled to submit interim narrative and financial reports of its expenditures on the 2012 grant on or before March 31, 2014. The reports were received on January 28, 2014. As of this financial report, all of the grant funds have been spent.

A grant to Geliantus LLC was paid by the Foundation on January 27, 2014. Geliantus LLC was not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.



352



(i) Grantee: HBCU Library Alliance, Inc.

1438 W Peachtree St NW, Suite 200 Atlanta, GA 30309-2955


November 11, 2013 — $247,000

(iii) Purpose of Grants: 2010 Grant: To support documentation and dissemination of the organization’s history and accomplishments.

2013 Grant: To support the assessment and strengthening of library services for faculty research at historically black colleges and universities.

(iv) & (vi) Reports HBCU Library Alliance, Inc. was scheduled to submit final narrative and financial reports of its expenditures on the 2010 grant on or before January 31, 2014. The reports were received on January 24, 2014. As of this financial report, all of the grant funds have been spent.

HBCU Library Alliance, Inc. was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before September 30, 2014. The reports were received on September 18, 2014. As of this financial report, $72,164 of the grant funds has been spent.



353



(i) Grantee: Her Majesty the Queen in Right of Canada as represented by the Minister of Agriculture and Agri-Food

Science Centres Directorate 1341 Baseline Road, Tower 5 Ottawa, Ontario K1A 0C5 Canada

(ii) Amount of Grants: October 31, 2011 — $65,000


(iv) & (vi) Reports Her Majesty the Queen in Right of Canada as represented by the Minister of Agriculture and Agri-Food was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before June 30, 2014. The narrative report was received on February 5, 2014 and the financial report was received on February 12, 2014. As of this financial report, $62,732 of the grant has been spent.



354



(i) Grantee: Ilia State University

Kakutsa Cholokashvili Ave 3/5 Tbilisi 0162 Georgia



(iv) & (vi) Reports Ilia State University was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on January 29, 2014. As of this financial report, all of the grant funds have been spent.



355



(i) Grantee: Institute of Botany of the Slovak Academy of Sciences

Dúbravská cesta 9 Bratislava SK-845 23 Slovakia



(iv) & (vi) Reports Institute of Botany of the Slovak Academy of Sciences was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 20, 2014. As of this financial report, all of the grant funds have been spent.



356



(i) Grantee: Instituto de Ecologia A.C.

Km 2.5 Carretera Antigua a Coatepec No. 351 Congregación El Haya Xalapa Veracruz CP 91070 Mexico

(ii) Amount of Grants: September 16, 2013 — $54,000


(iv) & (vi) Reports Instituto de Ecologia A.C. was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The narrative report was received on April 9, 2014 and the financial report was received on April 14, 2014. As of this financial report, $9,687 has been spent.



357



(i) Grantee: Instituto Nacional de Tecnologia Agropecuaria

Rivadavia 1439 Buenos Aires 1033 Argentina


(iii) Purpose of Grants: To continue support for the development of a coordinated digital database of images and information on plants of the world.

(iv) & (vi) Reports Instituto Nacional de Tecnologia Agropecuaria was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on January 13, 2014. As of this financial report, $26,699 of the grant funds has been spent.



358



(i) Grantee: Instituto Politecnico Nacional, Centro Interdisciplinario de Investigacion para el Desarrollo Integral Regional, Unidad Durango

Instituto Politécnico Nacional Edificio de la Secretaría Académica 2o. Piso Av. Luis Enrique Erro s/n Unidad Profesional “Adolfo López Mateos” Zacatenco 07738 Mexico



(iv) & (vi) Reports Instituto Politécnico Nacional, Centro Interdisciplinario de Investigación para el Desarrollo Integral Regional, Unidad Durango was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before February 15, 2014. The narrative report was received on January 23, 2014 and the financial report was received on January 27, 2014. An updated interim financial report was received on May 9, 2014. As of this financial report, $7,312 of the grant funds has been spent.



359



(i) Grantee: Ivan Franko National University of L’viv

Universytetska Street, 1 Lviv 79000 Ukraine



(iv) & (vi) Reports Ivan Franko National University of L’viv was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 31, 2014. However, Foundation staff requested a revised financial report on April 2, 2014 to ensure compliance with reporting requirements. The revised financial report was received on April 9, 2014. As of this financial report, all of the grant funds have been spent.



360



(i) Grantee: Jardin Botanico Nacional Dr. Rafael Ma. Moscoso

Av. Republica de Colulmbia Los jardines del Norte Santo Domingo 21-9 Dominican Republic



(iv) & (vi) Reports Jardín Botanico Nacional Dr. Rafael Ma. Moscoso was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. Foundation staff contacted the grantee with a reminder of the reporting due dates on February 4, 2014. Foundation staff sent additional requests for the reports on April 25th and September 20th of 2014. The Foundation received the reports on October 7, 2014. Foundation staff instructed Jardín Botanico Nacional Dr. Rafael Ma. Moscoso to request an extension and to submit a revised interim financial report on October 15, 2014. The financial report was received on November 4, 2014. As of this financial report, $10,262 of the grant funds has been spent.



361



(i) Grantee: Komarov Botanical Institute of the Russian Academy of Sciences

Professor Popov Street, 2 St. Petersburg 197376 Russia

(ii) Amount of Grants: March 26, 2012 — $90,000 September 3, 2013 — $94,000


(iv) & (vi) Reports Komarov Botanical Institute of the Russian Academy of Sciences was scheduled to submit final narrative and financial reports of its expenditures on the September 2011 grant on or before March 31, 2014. The reports were received on March 31, 2014. However, Foundation staff requested a revised financial report on April 9, 2014 to ensure compliance with reporting requirements. The revised financial report was received on April 9, 2014. As of this financial report, all of the grant funds have been spent.

Komarov Botanical Institute of the Russian Academy of Sciences was scheduled to submit interim narrative and financial reports of its expenditures on the June 2013 grant on or before March 31, 2014. The reports were received on March 31, 2014. As of this financial report, $21,129 of the grant funds has been spent.



362



(i) Grantee: Lunds Universitet

Universitetshuset, Paradisgatan 2 Lund S-221 00 Sweden

(ii) Amount of Grants: July 1, 2013 — $98,000


(iv) & (vi) Reports Lunds Universitet was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 12, 2014. As of this financial report, none of the grant funds have been spent.



363



(i) Grantee: M.G. Kholodny Institute of Botany of the National Academy of Sciences of Ukraine

2, Tereshchenkivska Street Kiev 01601 Ukraine



(iv) & (vi) Reports M.G. Kholodny Institute of Botany of the National Academy of Sciences of Ukraine was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 31, 2014. An updated interim financial report was received on June 20, 2014. As of this financial report, $40,456 of the grant funds has been spent.



364



(i) Grantee: Museo di Storia Naturale

Via La Pira, 4 Florence I-50121 Italy


July 8, 2013 — $192,000


(iv) & (vi) Reports Museo di Storia Naturale was scheduled to submit interim narrative and financial reports of its expenditures on the 2011 grant on or before March 31, 2013. The narrative report was received on March 29, 2013 and the financial report was received on April 8, 2013. As of this financial report, all of the grant funds have been spent.

Museo di Storia Naturale was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before March 31, 2014. The reports were received on March 31, 2014. As of this financial report, $15,718 of the grant funds has been spent.



365



(i) Grantee: Museo Nacional de Historia Natural y Antropologia

Casilla de Correo 399 Montevideo 11000 Uruguay

(ii) Amount of Grants: March 3, 2014 — $18,000


(iv) & (vi) Reports A grant to Museo Nacional de Historia Natural y Antropologia was paid by the Foundation in March 2014. Museo Nacional de Historia Natural y Antropologia was not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.



366



(i) Grantee: Museu Nacional Universidade Federal do Rio de Janeiro

Quinta da Boa Vista s. no. Sao Cristovao Rio de Janeiro RJ 20940-040 Brazil



(iv) & (vi) Reports A grant to Museu Nacional Universidade Federal do Rio de Janeiro was paid by the Foundation in September 2014. Museu Nacional Universidade Federal do Rio de Janeiro was not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.



367



(i) Grantee: Museu Paraense Emilio Goeldi

Av. Magalhães Barata, 376 Bairro São Brás P.O. 399 Belém-Pará 66.070-530 Brazil



(iv) & (vi) Reports Museu Paraense Emilio Goeldi was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The financial report was received on February 10, 2014 and the narrative report was received on February 20, 2014. As of this financial report, $31,446 of the grant funds has been spent.



368



(i) Grantee: National Academy of Sciences of the Republic of Armenia, Institute of Botany

Acharian Street 1 Yerevan 0063 Republic of Armenia



(iv) & (vi) Reports National Academy of Sciences of the Republic of Armenia, Institute of Botany was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 12, 2014. However, Foundation staff requested a revised financial report on February 12, 2014 to ensure compliance with reporting requirements. Foundation staff sent an additional request for the revised financial report on October 20, 2014. The revised financial report was received on October 28, 2014. As of this financial report, $4,664 of the grant funds has been spent.



369



(i) Grantee: National Parks Board

1 Cluny Road Singapore 259569 Singapore



(iv) & (vi) Reports National Parks Board was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The narrative report was received on February 2, 2014 and the financial report was received on February 17, 2014. As of this financial report, $66,398 of the grant funds has been spent.



370



(i) Grantee: Pilgrim Trust

55a Catherine Place London SW1E 6DY United Kingdom


(iii) Purpose of Grants: To support a regranting program that would provide awards for cataloging unprocessed library and archival collections.

(iv) & (vi) Reports Pilgrim Trust was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 26, 2014. As of this financial report, £79,125 ($131,943) of the grant funds has been spent.



371



(i) Grantee: Pontificia Universidad Catolica del Ecuador

Avenida 12 de Octubre 1076 y Roca Apartado postal 17-01-2184 Quito Ecuador



(iv) & (vi) Reports Pontificia Universidad Catolica del Ecuador was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. Foundation staff contacted the grantee with a reminder of the reporting due dates on January 30, 2014. Foundation staff sent additional requests for the reports on May 7th, May 30th, June 7th, August 12th, and October 3rd of 2014. The reports were received on November 27, 2014. As of this financial report, $48,550 has been spent.



372



(i) Grantee: Real Jardin Botanico de Madrid

Plaza de Murillo, 2 Madrid 28014 Spain


July 8, 2013 — $38,000


(iv) & (vi) Reports Real Jardin Botanico de Madrid was scheduled to submit interim narrative and financial reports of its expenditures on the 2012 grant on or before March 31, 2014. The reports were received on March 20, 2014. As of this financial report, $192,729 of the grant funds has been spent.

Real Jardin Botanico de Madrid was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before March 31, 2014. The reports were received on March 28, 2014. As of this financial report, none of the grant funds have been spent.



373



(i) Grantee: Scientific Production Centre “Botanika”

32 Khojaev Street Tashkent 100125 Uzbekistan

(ii) Amount of Grants: May 16, 2011 — $32,000


(iv) & (vi) Reports Scientific Production Centre “Botanika” was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The financial report was received on February 19, 2014. As of this financial report, all of the grant funds have been spent. Foundation staff contacted the grantee with a reminder of the reporting due dates on February 18, 2014 and notified the grantee that the narrative report was past due on April 16, 2014. The narrative report was received on April 17, 2014.



374



(i) Grantee: Siberian Branch of the Russian Academy of Sciences

Central Siberian Botanical Garden SB RAS Zolotodolinskaya str., home 101 Novosibirsk 630090 Russia



(iv) & (vi) Reports A grant to Siberian Branch of the Russian Academy of Sciences was paid by the Foundation on January 13, 2014. Siberian Branch of the Russian Academy of Sciences is not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.



375



(i) Grantee: Universidad de Antioquia

Cuidad Universitaria Calle 67 Norte, Numero 53-108 Medellín Colombia



(iv) & (vi) Reports Universidad de Antioquia was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 20, 2014. As of this financial report, none of the grant funds have been spent.



376



(i) Grantee: Universidad de Buenos Aires

Calle Viamonte, no. 430 Buenos Aires Argentina


February 11, 2013 — $6,800


(iv) & (vi) Reports Universidad de Buenos Aires was scheduled to submit final narrative and financial reports of its expenditures on the 2012 grant on or before March 31, 2014. Foundation staff contacted the grantee with a reminder of the reporting due dates on January 23, 2014. The financial report was received on February 27, 2014. As of this financial report, all of the grant funds have been spent.

Universidad de Buenos Aires was scheduled to submit interim narrative and financial reports of its expenditures on the 2013 grant on or before March 31, 2014. Foundation staff contacted the grantee with a reminder of the reporting due dates on January 23, 2014. The financial report was received on February 27, 2014. As of this financial report, all of the grant funds have been spent.



377



(i) Grantee: Universidad Nacional de Cordoba

Avenida Velez Sarsfield 299 Cordoba 5016 Argentina



(iv) & (vi) Reports Universidad Nacional de Cordoba was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The financial report was received on March 5, 2014 and the narrative report was received on March 18, 2014. As of this financial report, $17,209 of the grant funds has been spent.



378



(i) Grantee: Universidad Nacional de La Plata

Presidencia Avenida 7 nº 776 1900 La Plata Buenos Aires Argentina

(ii) Amount of Grants: March 26, 2012 — $12,000


(iv) & (vi) Reports Universidad Nacional de La Plata was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 12, 2014. As of this financial report, all of the grant funds have been spent.



379



(i) Grantee: Universidade de Lisboa

Alameda da Universidade, Ciudade Universitária Lisbon 1649-0004 Portugal

(ii) Amount of Grants: July 18, 2011 — $36,000


(iv) & (vi) Reports Universidade de Lisboa was scheduled to submit final narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on March 28, 2014. As of this financial report and the email exchange with program staff dated March 24, 2014, all of the grant funds have been spent.



380



(i) Grantee: Universidade de Santiago de Compostela

E-15782 Santiago de Compostela Galicia Spain



(iv) & (vi) Reports Universidade de Santiago de Compostela was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 17, 2014. An updated interim financial report was received on June 20, 2014. As of this financial report, $66,267 of the grant funds has been spent.



381



(i) Grantee: Universitat Bayreuth

Zentrale Universitätsverwaltung Büro 2.05 Bayreuth 95440 Germany

(ii) Amount of Grants: February 24, 2014 — $118,000


(iv) & (vi) Reports A grant to Universitat Bayreuth was paid on February 24, 2014. Universitat Bayreuth is not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before February 15, 2015—three months after the end of its fiscal year. No report was received in 2014.



382



(i) Grantee: Universitat de Barcelona

Gran Via de les Corts Catalanes Barcelona 585, 08007 Spain

(ii) Amount of Grants: February 10, 2014 — $5,000


(iv) & (vi) Reports A grant to Universitat de Barcelona was paid on February 10, 2014. Universitat de Barcelona is not scheduled to submit interim narrative and financial reports of its expenditures on this grant until on or before March 31, 2015—three months after the end of its fiscal year. No report was received in 2014.

(v) Diversions: The grantor has no reason to doubt the accuracy or reliability of the reports from the grantee; therefore, no independent verification of the report was made.


383



(i) Grantee: University of British Columbia

6328 Memorial Road Vancouver, British Columbia V6T 1Z2 Canada


(iii) Purpose of Grants: To support a curator of the Asian collections and an emerging curatorial fellowships program.

(iv) & (vi) Reports The University of British Columbia was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before June 30, 2014. The reports were received on July 3, 2014. As of this financial report, $5,206 of the grant funds has been spent.



384



(i) Grantee: University of South Africa

Pretoria 0001 South Africa

(ii) Amount of Grants: June 25, 2012— $97,000

(iii) Purpose of Grants: To support a publication of the history of science in South African national parks.

(iv) & (vi) Reports University of South Africa was scheduled to submit interim narrative and financial reports of its expenditures on this grant on or before March 31, 2014. The reports were received on February 14, 2014. As of this financial report, $31,983 of the grant funds has been spent.



385

Documents

990-PF Return of Private Foundation Form I or Section 4947 ...description column should be for end-of-year amounts only. (See instructions.) Beginning of year End of year Part II Balance