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

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 2013 or tax year beginning , 2013, 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

IG Check all that apply: Initial return Initial return of a former public charity D 1. Foreign organizations, check here m2. Foreign organizations meeting the

85% test, check here and attach

computation

Final return

Address change

Amended return

IName change m m m m m m m m mH Check type of organization: Section 501(c)(3) exempt private foundation

E 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

4 Dividends and interest from securities m m m m5 a 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)

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

assets on line 6a

7 Capital gain net income (from Part IV, line 2) m8 Net short-term capital gain m m m m m m m m mm m m m m m m m m m m m9 Income modifications

a Gross sales less returns10 m m m m mand allowances

b 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

Re

ve

nu

e

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 m 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 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 mJSA For Paperwork Reduction Act Notice, see instructions. Form 990-PF (2013)3E1410 1.000

THE ANDREW W. MELLON FOUNDATION 13-1879954

(212) 838-8400140 EAST 62ND STREET,

NEW YORK, NY 10065

X

X

6,188,228,476.

X835,666. 835,666. ATCH 1

20,355,248. 16,325,660. ATCH 2

547,659,686.

381,645,716.

7,744. 152,001,463.ATCH 3568,858,344. 550,808,505. 03,914,374. 1,010,941. 2,903,433.8,152,557. 3,107,106. 5,081,162.4,365,700. 1,422,306. 2,601,315.

726,891. 220,607. 570,459.ATCH 4437,735. 139,693. 298,042.ATCH 5

13,142,423. 12,759,062. 395,361.*9,707,366. 9,478,613.ATCH 713,772,153.ATCH 82,420,353. 322,365.

717,970. 139,104. 584,487.588,302. 85,639. 459,830.128,567. 22,707. 105,860.

2,561,455. 546,774. 1,751,249.ATCH 9

60,635,846. 19,776,304. 24,229,811.233,258,046. 234,372,144.293,893,892. 19,776,304. 0 258,601,955.

274,964,452.531,032,201.

0ATCH 6*

43461C 2532 V 13-7.5F

ATCH 2A

ATCH 7A

Notice CP211ATax period December 31, 2013

Notice date

_____

September 1, 2014

Employer ID number 13-1879954

To contact us Phone 1-877-829-5500

_______

FAX_801-620-5555Page 1 of I

important information about your December 31, 2013 Form 990PF

We approved your Form 8868, Application for Extension of Time ToFile an Exempt Organization Return

We approved the Form 8868 for yourDecember 31, 2013 Form 990PF,

Your new de date is November 15, 2014.

What you need to do

File your December 31, 2013 Form 990PF by November 15, 2014.

Visit www.irsgov/charities to learn about approved e-File providers, what types ofreturns can be filed electronically, and whether you are required to file electronically.

Additional information • Visit www.irsgov/cp2l Ia.• For tax forms, instructions, and publications, visit wwwirsgov or call

1-800-TAX-FORM (1-800-829-3676>.• Keep this notice for your records.

IRS

Department of TreasuryInternal Revenue ServiceOgden Ui 84201

057022.479901.186653.10969 1 AT 0.406 370

IuuiiiIIuhl,luuuIiIuhiil.IhuliuIiIluuIhihululhlhlIi

ANDREW W MELLON FOUNDATION% NORTHERN TRUST CO140 E 62ND STNEWYORK NY 10065-8124

57022

If you need assistance, please don’t hesitate to contact us.

Form 990-PF (2013) 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


5 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)


8 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 with

end-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 mIDecreases 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 mForm 990-PF (2013)

JSA

3E1420 1.000


191,582. 220,796. 220,796.120,269,671. 255,933,778. 255,933,778.

4,982,545.9,559,485. 4,982,545. 4,982,545.

120,812.** 191,795,833. 303,653,859. 303,653,859.

ATCH 11ATCH 1,067,873,654. 1,279,498,020. 1,279,498,020.ATCH 12ATCH 261,114,217. 132,147,311. 132,147,311.

3,862,467,115. 4,171,516,368. 4,171,516,368.ATCH 13ATCH 64,918,223.27,773,252. 39,565,324. 37,144,971. 37,144,971.

3,194,878. 3,130,828. 3,130,828.ATCH 14ATCH

5,556,152,571. 6,188,228,476. 6,188,228,476.23,996,801. 31,682,009.39,545,528. 39,785,112.

314,350,000. 274,350,000.ATCH 15ATCH

377,892,329. 345,817,121.X

5,178,260,242. 5,842,411,355.

5,178,260,242. 5,842,411,355.

5,556,152,571. 6,188,228,476.

5,178,260,242.274,964,452.

ATCH 16 397,186,661.5,850,411,355.

ATCH 17 8,000,000.5,842,411,355.

**ATCH 10

43461C 2532 V 13-7.5F

ATCH 10A

ATCH 7A

ATCH 15A

Form 990-PF (2013) 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

e

Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l) Gains (Col. (h) gain minuscol. (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 7

3 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 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

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

2012

2011

2010

2009

2008

2 Total of line 1, column (d) 2m m m m m m m m m m m m 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

number of years the foundation has been in existence if less than 5 years 3m m m m m m m m m m m4 Enter the net value of noncharitable-use assets for 2013 from Part X, line 5 4m m m m m m m m m m5 Multiply line 4 by line 3 5m m m m m m m m m m m m m 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 Enter 1% of net investment income (1% of Part I, line 27b) 6m m m m m m m m m m m m m m m m m m m m7 Add lines 5 and 6 7m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m8 Enter qualifying distributions from Part XII, line 4 8m 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 (2013)3E1430 1.000


SEE PART IV SCHEDULE

381,645,716.

0

X

281,427,094. 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. 0.054515281,992,855. 5,269,927,050. 0.053510

0.265894

0.053179

5,650,305,002.

300,477,570.

5,310,322.

305,787,892.

258,701,955.

43461C 2532 V 13-7.5F

& ATCH 2A


Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948 - see instructions) Part VI

7I and enter "N/A" on line 1.Exempt operating foundations described in section 4940(d)(2), check here1a 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

2Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-)2 m m m3Add lines 1 and 23 m m m m m m m m m m m m m m m m m m m m m 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 2013 estimated tax payments and 2012 overpayment credited to 2013 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

7Total credits and payments. Add lines 6a through 6d7 m m m m m m m m m m m m m m m m m m m m m m m m m m m m m8Enter any penalty for underpayment of estimated tax. Check here8 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 mIOverpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid 1010 m m m m m m m m m mI I11 Enter the amount of line 10 to be: Credited to 2014 estimated tax Refunded 11

Statements Regarding Activities Part VII-A

1a Yes NoDuring the tax year, did the foundation attempt to influence any national, state, or local legislation or did it participate

1aor intervene in any political campaign? m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m mb Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see Instructions for the

1bdefinition)? m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m 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(2)(1) On the foundation. 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.

2Has the foundation engaged in any activities that have not previously been reported to the IRS?2 m m m m m m m m m m m m m m m mIf "Yes," attach a detailed description of the activities.

Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles of incorporation,3

3or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes m m m m m m m m m m m m m m m m m m m4a4 a 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 m4bIf "Yes," has it filed a tax return on Form 990-T for this year?b m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m5Was there a liquidation, termination, dissolution, or substantial contraction during the year?5 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.

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

% By language in the governing instrument, or

% By state legislation that effectively amends the governing instrument so that no mandatory directions that conflict

6with 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 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 m m m m m m m m9 Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3) or

4942(j)(5) for calendar year 2013 or the taxable year beginning in 2013 (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 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 m m m m m m mForm 990-PF (2013)

JSA

3E1440 1.000


10,620,644.

10,620,644.0

10,620,644.

10,040,325.

2,000,000.

12,040,325.X

1,419,681.1,419,681.

X

X

X

X

XXX

X

XX

NY,

X

X

X

43461C 2532 V 13-7.5F


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 the

meaning 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 disqualified

person 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? m m m m

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 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 2013, did the foundation have an interest in or a signature or other authority

over 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 Form TD F 90-22.1. If "Yes," enter the name of

the foreign country IStatements 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 after

termination 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 mIf any answer is "Yes" to 1a(1)-(6), did any of the acts fail to qualify under the exceptions described in Regulations

section 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 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

Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts, that

were not corrected before the first day of the tax year beginning in 2013? m m 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 private

operating foundation defined in section 4942(j)(3) or 4942(j)(5)):

At the end of tax year 2013, did the foundation have any undistributed income (lines 6d and

6e, Part XIII) for tax year(s) beginning before 2013? 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 mIIf "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) to

all 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 enterprise

at 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 2013 as a result of (1) any purchase by the foundation or

disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved by the

Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3) the lapse of

the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine if the

foundation had excess business holdings in 2013.) m m m m m m m m m m m m m 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? m m m m m m m mDid the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its

charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2013?

Form 990-PF (2013)

JSA

3E1450 2.000


X

XX

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

140 EAST 62ND STREET, NEW YORK, NY 10065

X

ATCH 18

X

XX

X

X

X

X

X

X

X

XX

X

43461C 2532 V 13-7.5F

ATCH 18D

PART VIII


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:

(1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))? Yes Nom m m m m m(2) Influence the outcome of any specific public election (see section 4955); or to carry on,

directly or indirectly, any voter registration drive? 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(3) Provide a grant to an individual for travel, study, or other similar purposes? Yes Nom 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 in

section 509(a)(1), (2), or (3), or section 4940(d)(2)? (see instructions) Yes Nom 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 educational

purposes, or for the prevention of cruelty to children or animals? Yes Nom m m m m m m m m m m m m m m m mb If any answer is "Yes" to 5a(1)-(5), did any of the transactions fail to qualify under the exceptions described in

Regulations 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 m

c If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the tax

because it maintained expenditure responsibility for the grant? Yes Nom m m m m m m m m m m m m m m m m m mIf "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 premiums

on 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 mb 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?

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 m7a Yes Nom m

b 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 (2013)

JSA

3E1460 1.000


X

XX

X

X

X

X

XX

X

SEE ATTACHMENT 18A3,584,374. 436,038. 330,000.

SEE ATTACHMENT 18B1,897,081. 399,241. 45,000.

53

43461C 2532 V 13-7.5F

ATCH 21


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 (2013)

JSA

3E1465 1.000


ATCH 19 7,797,325.

23

RESEARCH ACTIVITIES - SEE ATTACHMENT 18C

421,540.

TO SUPPORT AN INCREASE IN FUNDING A ZERO -INTEREST LOAN POOLFOR THE FOUNDATION'S PERFORMING ARTS GRANTEES.

100,000.

NONENONE

100,000.

43461C 2532 V 13-7.5F


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

Part X

1

purposes:

Average monthly fair market value of securities

Average of monthly cash balances

Fair market value of all other assets (see instructions)

Total (add lines 1a, b, and c)

Reduction claimed for blockage or other factors reported on lines 1a and

1c (attach detailed explanation)

Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,

1a

1b

1c

1d

a

b

c

d

e

Acquisition indebtedness applicable to line 1 assets

Subtract 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

1e

2

3

4

2

3

4

5

6

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 m m m mCash deemed held for charitable activities. Enter 1 1/2 % of line 3 (for greater amount, see

instructions)

5m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4

Minimum investment return. Enter 5% of line 56m 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

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 m2a

2b

2 a Tax on investment income for 2013 from Part VI, line 5 m m m m m m mb Income tax for 2013. (This does not include the tax from Part VI.) m m

2c

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 m4 Recoveries of amounts treated as qualifying distributions 4

5

6

7

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 1m m m m m m m m m m m m m m m m m m m m m m m m m m m m 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 26

Program-related investments - total from Part IX-B

purposes

Amounts set aside for specific charitable projects that satisfy the:

Suitability test (prior IRS approval required)

Cash distribution test (attach the required schedule)

Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4

Foundations 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 4

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 mm m m m m m

6m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m

m m m m m m m m m m m m m m m m m m m m m mNote. The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation

qualifies for the section 4940(e) reduction of tax in those years.

Form 990-PF (2013)

JSA

3E1470 1.000


5,723,498,758.1,851,498.

11,000,000.5,736,350,256.

5,736,350,256.

86,045,254.5,650,305,002.

282,515,250.

282,515,250.10,620,644.

10,620,644.271,894,606.

1,353,682.273,248,288.

273,248,288.

258,601,955.100,000.

258,701,955.

0258,701,955.

43461C 2532 V 13-7.5F

Form 990-PF (2013) Page 9Undistributed Income (see instructions) Part XIII

(a)Corpus

(b)Years prior to 2012

(c)2012

(d)20131 Distributable amount for 2013 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 2013:2

a Enter amount for 2012 only m m m m m m m m m mTotal for prior years: 20 ,20b ,20

3 Excess distributions carryover, if any, to 2013:

a From 2008 m m m m m mb From 2009 m m m m m mc From 2010 m m m m m md From 2011 m m m m m me From 2012 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 2013 from Part XII,

Iline 4: $

a Applied to 2012, 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 2013 distributable amount m m m m me Remaining amount distributed out of corpus m m

5 Excess distributions carryover applied to 2013 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 2012. 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 2013. Subtract lines

4d and 5 from line 1. This amount must be

distributed in 2014 m m m m m m m m m m m m m m7 Amounts treated as distributions out of corpus

to satisfy requirements imposed by section

170(b)(1)(F) or 4942(g)(3) (see instructions) m m m8 Excess distributions carryover from 2008 not

applied on line 5 or line 7 (see instructions) m m m9 Excess distributions carryover to 2014.

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

a Excess from 2009 m m mb Excess from 2010 m m mc Excess from 2011 m m md Excess from 2012 m m me Excess from 2013 m m m

Form 990-PF (2013)

JSA

3E1480 1.000


273,248,288.

11 10 09

22,976,499.19,487,856.25,094,957.9,199,473.

22,564,447.99,323,232.

258,701,955.

258,701,955.

14,546,333. 14,546,333.

84,776,899.

8,430,166.

76,346,733.

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

22,564,447.

43461C 2532 V 13-7.5F

Form 990-PF (2013) 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 2013, 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) 2013 (b) 2012 (c) 2011 (d) 2010

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 conduct

of exempt activities m m m m me Qualifying distributions made

directly for active conduct of

exempt activities. Subtract line

2d from line 2c m m m m m m3 Complete 3a, b, or c for the

alternative test relied upon:

a "Assets" alternative test - enter:

(1) Value of all assets m m mValue of assets qualifying(2)under section

4942(j)(3)(B)(i) m m m m mb "Endowment" alternative test-

enter 2/3 of minimum invest-

ment return shown in Part X,

line 6 for each year listed m m mc "Support" alternative test - enter:

Total support other than

gross investment income

(interest, dividends, rents,

payments on securities

loans (section 512(a)(5)),

or royalties)

(1)

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

public and 5 or more

exempt 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 (2013)3E1490 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 13-7.5F

Form 990-PF (2013) 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

AmountName 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 (2013)JSA

3E1491 1.000


SEE ATTACHMENT 20 234,472,144.

234,472,144.

SEE ATTACHMENT 20 24,743,386.

24,743,386.

43461C 2532 V 13-7.5F

Form 990-PF (2013) 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 the

accomplishment of the foundation's exempt purposes (other than by providing funds for such purposes). (See instructions.)

Line No.

L

Form 990-PF (2013)JSA

3E1492 1.000


14 835,666.14 20,355,248.

14 7,744.525990 1,625,977. 18 546,033,709.

1,625,977. 567,232,367.568,858,344.

43461C 2532 V 13-7.5F

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

JSA3E1730 1.000


TOTAL GAIN(LOSS) ................................................ 381645716.

43461C 2532 V 13-7.5F

OMB No. 1545-0142Underpayment of Estimated Tax by CorporationsForm 2220 I Attach to the corporation's tax return.Department of the TreasuryInternal Revenue Service I Information about Form 2220 and its separate instructions is at www.irs.gov/form2220. À¾µ·Name Employer identification number

Note: Generally, the corporation is not required to file Form 2220 (see Part II below for exceptions) because the IRS will figure any penalty

owed and bill the corporation. However, the corporation may still use Form 2220 to figure the penalty. If so, enter the amount from page 2, line

38 on the estimated tax penalty line of the corporation's income tax return, but do not attach Form 2220.

Required Annual Payment Part I

1

2d

3

4

5

1 Total tax (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 m m m m m m m m m m m m m m2aPersonal holding company tax (Schedule PH (Form 1120), line 26) included on line 12a m m

b Look-back interest included on line 1 under section 460(b)(2) for completed long-term

contracts or section 167(g) for depreciation under the income forecast method 2bm m m m2cc Credit for federal tax paid on fuels (see instructions) m m m m m m m m m m m m m

d Total. Add lines 2a through 2c m m m m m m m m m m m m m m m 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 Subtract line 2d from line 1. If the result is less than $500, do not complete or file this form. The corporation

does not owe the penalty m m m m m m m m m m m m m m m m m m 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 the tax shown on the corporation's 2012 income tax return (see instructions). Caution: If the tax is zero or4

the tax year was for less than 12 months, skip this line and enter the amount from line 3 on line 5 m m m m m5 Required annual payment. Enter the smaller of line 3 or line 4. If the corporation is required to skip line 4, enter

the amount from 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 m m m m m m mReasons for Filing - Check the boxes below that apply. If any boxes are checked, the corporation must fileForm 2220 even if it does not owe a penalty (see instructions).

Part II

6 The corporation is using the adjusted seasonal installment method.

7 The corporation is using the annualized income installment method.

8 The corporation is a "large corporation" figuring its first required installment based on the prior year's tax.

Figuring the Underpayment Part III (b) (c) (d)(a)

9 Installment due dates. Enter in columns (a)through (d) the 15th day of the 4th (Form 990-PFfilers: Use 5th month), 6th, 9th, and 12th monthsof the corporation's tax year m m m m m m m m m 9

10

11

12

13

14

15

16

17

18

10 Required installments. If the box on line 6

and/or line 7 above is checked, enter the

amounts from Schedule A, line 38. If the box on

line 8 (but not 6 or 7) is checked, see instructions

for the amounts to enter. If none of these boxes

are checked, enter 25% of line 5 above in each

column m m m m m m m m m m m m m m m m m mEstimated tax paid or credited for each period

(see instructions). For column (a) only, enter the

amount from line 11 on line 15

11

m m m m m m m mComplete lines 12 through 18 of one column

before going to the next column.

12 Enter amount, if any, from line 18 of the preceding column m m m13 Add lines 11 and 12 m m m m m m m m m m m m14 Add amounts on lines 16 and 17 of the preceding column

15 Subtract line 14 from line 13. If zero or less, enter -0- m m16 If the amount on line 15 is zero, subtract line 13

from line 14. Otherwise, enter -0- m m m m m m m17 Underpayment. If line 15 is less than or equal to

line 10, subtract line 15 from line 10. Then go to

line 12 of the next column. Otherwise, go to

line 18 m m m m m m m m m m m m m m m m m m18 Overpayment. If line 10 is less than line 15,

subtract line 10 from line 15. Then go to line12 of the next column m m m m m m m m m m m m

Go to Part IV on page 2 to figure the penalty. Do not go to Part IV if there are no entries on line 17 - no penalty is owed.

For Paperwork Reduction Act Notice, see separate instructions. Form 2220 (2013)

JSA

3X8006 2.000


10620644.

10620644.

6,307,885.

6,307,885.

XX

05/15/2013 06/15/2013 09/15/2013 12/15/2013

1,576,971. 1,576,972. 1,576,971. 3,269,086.

7,040,325. 3,000,000.

5,463,354. 3,886,382. 2,309,411.5,463,354. 3,886,382. 5,309,411.

7,040,325. 5,463,354. 3,886,382. 5,309,411.

5,463,354. 3,886,382. 2,309,411.

43461C 2532 V 13-7.5F

Form 2220 (2013) Page 2

Figuring the Penalty Part IV (a) (b) (c) (d)

19 Enter the date of payment or the 15th day of the 3rd month after

the close of the tax year, whichever is earlier (see instructions).

(Form 990-PF and Form 990-T filers: Use 5th month instead of

3rd month.) 19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

m m m m m m m m m m m m m m m m m m m m m m m m m m20

21

Number of days from due date of installment on line 9 to the

date shown on line 19 m m m m m m m m m m m m m m m m m m m m mNumber of days on line 20 after 4/15/2013 and before 7/1/2013

Number of days on line 2122

23

24

Underpayment on line 17 x x 3% $

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

$

365

Number of days on line 20 after 6/30/2013 and before 10/1/2013

Number of days on line 23 Underpayment on line 17 x x 3%

365

25 Number of days on line 20 after 9/30/2013 and before 1/1/2014

Number of days on line 2526 Underpayment on line 17 x x 3%

365

27

28

29

30


Number of days on line 27 Underpayment on line 17 x x *%

365



365


Number of days on line 31 32 Underpayment on line 17 x x *%

365



365



365

37 Add lines 22, 24, 26, 28, 30, 32, 34, and 36 m m m m m m m m m m38 Penalty. Add columns (a) through (d) of line 37. Enter the total here and on Form 1120, line 33; or the comparable

line for other income tax returns 38m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m m*Use the penalty interest rate for each calendar quarter, which the IRS will determine during the first month in the preceding quarter.

These rates are published quarterly in an IRS News Release and in a revenue ruling in the Internal Revenue Bulletin. To obtain this

information on the Internet, access the IRS website at www.irs.gov. You can also call 1-800-829-4933 to get interest rate

information.

Form 2220 (2013)

JSA

3X8007 2.000

43461C 2532 V 13-7.5F

Form 2220 (2013) Page 4

Annualized Income Installment Method Part II (a) (b) (c) (d)

20

21

22

23a

23b

23c

24

25

26

27

28

29

30

31

First First First First

months months months months20 Annualization periods (see instructions) m m m21 Enter taxable income for each annualization period

(see instructions for the treatment of extraordinaryitems) m m m m m m m m m m m m m m m m m m m

22 Annualization amounts (see instructions) m m23 a Annualized taxable income. Multiply line 21

by line 22 m m m m m m m m m m m m m m m m mb Extraordinary items (see instructions) m m m mc Add lines 23a and 23b m m m m m m m m m m m

24 Figure the tax on the amount on line 23c using theinstructions for Form 1120, Schedule J, line 2 (orcomparable line of corporation's return) m m m m m

25 Enter any alternative minimum tax for each

payment period (see instructions) m m m m m m26 Enter any other taxes for each payment

period (see instructions) m m m m m m m m m m27 Total tax. Add lines 24 through 26 m m m m m28 For each period, enter the same type of credits as

allowed on Form 2220, lines 1 and 2c (seeinstructions) m m m m m m m m m m m m m m m m m

29 Total tax after credits. Subtract line 28 from

line 27. If zero or less, enter -0- m m m m m m m30 Applicable percentage 25% 50% 75% 100%m m m m m m m m m m m31 Multiply line 29 by line 30 m m m m m m m m m

Required Installments Part III 1st

installment

2nd

installment

3rd

installment

4th

installmentNote: Complete lines 32 through 38 of one

column before completing the next column.

32 If only Part I or Part II is completed, enter the

amount in each column from line 19 or line 31. If

both parts are completed, enter the smaller of the

amounts in each column from line 19 or line 31 32

33

34

35

36

37

38

m m33 Add the amounts in all preceding columns

of line 38 (see instructions) m m m m m m m m m34 Adjusted seasonal or annualized income

installments. Subtract line 33 from line 32.

If zero or less, enter -0- m m m m m m m m m m m35 Enter 25% of line 5 on page 1 of Form 2220

in each column. Note: "Large corporations,"see the instructions for line 10 for theamounts to enter m m m m m m m m m m m m m

36 Subtract line 38 of the preceding column

from line 37 of the preceding column m m m m37 Add lines 35 and 36 m m m m m m m m m m m m38 Required installments. Enter the smaller of

line 34 or line 37 here and on page 1 of

Form 2220, line 10 (see instructions) m m m mForm 2220 (2013)

JSA

3X8009 2.000

2 3 6 9

52565708. 78848562. 157697124. 300000750.

6.00000 4.00000 2.00000 1.33333

315394248. 315394248. 315394248. 400000000.

315394248. 315394248. 315394248. 400000000.

6,307,885. 6,307,885. 6,307,885. 8,000,000.

6,307,885. 6,307,885. 6,307,885. 8,000,000.

6,307,885. 6,307,885. 6,307,885. 8,000,000.

1,576,971. 3,153,943. 4,730,914. 8,000,000.

1,576,971. 3,153,943. 4,730,914. 8,000,000.

1,576,971. 3,153,943. 4,730,914.

1,576,971. 1,576,972. 1,576,971. 3,269,086.

1,576,971. 3,733,351. 2,655,161. 2,655,161.

2,156,379. 3,234,569.

1,576,971. 3,733,351. 4,811,540. 5,889,730.

1,576,971. 1,576,972. 1,576,971. 3,269,086.

43461C 2532 V 13-7.5F


ATTACHMENT 1

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

REVENUEAND NET ADJUSTED

EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOME

INTEREST BEARING ACCOUNTS 835,666. 835,666.

TOTAL 835,666. 835,666.

ATTACHMENT 143461C 2532 V 13-7.5F


ATTACHMENT 2

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


EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOME

INTEREST ON BONDS & NOTES 5,364,036. 5,364,036.INTEREST ON GOVERNMENT OBLIGATIONS 1,282,130. 1,282,130.INTEREST FROM COLCHESTER 2,252,453.INTEREST FROM WELLINGTON 1,777,135.DIVIDENDS 9,679,494. 9,679,494.

TOTAL 20,355,248. 16,325,660.

ATTACHMENT 243461C 2532 V 13-7.5F

THE ANDREW W. MELLON FOUNDATIONEIN 13-1879954

FYE 12-31-2013

SUMMARYCAPITAL GAIN ON INVESTMENT PROPERTY

PART I,LINE 7 AND PART IV

ATTACHMENT 2APART 1

PAGE 1 OF 1

A) KIND OF PROPERTY E) PROCEEDSG) COST OR

OTHER BASISH) GAIN(LOSS)

Stocks:

ASIA LANDMARK - Part 2 412,638 362,417 50,221

FRONTIER - Part 3 106,271,038 79,802,037 26,469,000

HOLDING ACCOUNT MLN21 - Part 4 274 - 274

IRIDIAN - Part 5 110,741,421 74,486,771 36,254,650

ISHARES MSCI JAPAN ETF - Part 6 36,876,833 34,999,994 1,876,839

JPMORGAN - Part 7 66,402,671 8,290,751 58,111,920

JOHN BRISTOL - Part 8 66,875,493 44,692,089 22,183,404

NORTHERN TRUST - Part 9 31,913 - 31,913

SOUTH EASTERN - Part 10 10,326 - 10,326

WESTWOOD - Part 11 9,744,400 6,284,282 3,460,118

PIMCO - Part 14 70,725 - 70,725

397,437,731 248,918,341 148,519,391

Bonds:

US Treasury (see Part 1A) 418,783,507 421,832,964 (3,049,457)

Other Bonds and Notes (see Part 1A) 316,863,603 312,524,740 4,338,863

Other Fixed Income (see Part 1A) 1,060,779,587 1,060,768,743 10,845

1,796,426,698 1,795,126,447 1,300,251

Options (see Part 1A) 2,087,781 400,621 1,687,161

Other Gains (see Part 1B) 230,138,913

381,645,716

THE ANDREW W. MELLON FOUNDATIONEIN 13-1879954FYE 12-31-2013

CAPITAL GAINS AND LOSSES ON INVESTMENT PROPERTYPART I, LINE 7 AND PART IV

ATTACHMENT 2APART 1A1 OF 1

(A) PROPERTY SOLD (E)GROSS SALES PRICE(G)COST OR OTHER BASIS PLUS

EXPENSE OF SALE (H) GAIN (LOSS)

Fixed Income:

US Treasury Bonds and Notes:

PIMCO (Part 14) 161,141,813 163,605,923 (2,464,110)

PIMCO INVT. GRADE (Part 15) 29,503,217 30,711,494 (1,208,276)

Standish Liquidity (Part 12) 228,138,477 227,515,548 622,929

Total US Treasury Bonds and Notes 418,783,507 421,832,964 (3,049,457)

Other Bonds and Notes:

Bonds and Notes PIMCO (Part 14) 11,109,830 11,438,640 (328,811)

Asset-backed securities PIMCO (Part 14) 168,784,494 168,703,519 80,975

Bonds and Notes PIMCO. Invt. Grade (Part 15) 93,004,420 88,382,152 4,622,268

Asset-backed securities PIMCO Int. Grade (Part 15) 14,714,929 14,669,922 45,007

Asset-backed securities Standish Collateral (Part 13) 586,384 588,185 (1,801)

Asset-backed Securities Standish Liquidity (Part 12) 28,663,546 28,742,321 (78,774)

Total Other Bonds and Notes 316,863,603 312,524,740 4,338,863

Other Fixed Income:

US Treasury Bills Standish Liquidity (Part 12) 271,731,693 271,724,235 7,458

US Treasury Bills PIMCO (Part 14) 2,146,484 2,145,608 876

Commercial Paper PIMCO (Part 14) 733,093,616 733,091,505 2,111

US Treasury Bills PIMCO Invt. Grade (Part 15) 1,607,045 1,606,644 401

Commercial Paper PIMCO Invt. Grade (Part 15) 52,200,750 52,200,750 -

Total Other Fixed Income 1,060,779,587 1,060,768,743 10,845

Options:

PIMCO Invt. Grade (Part 15) 96,770 (907,608) 1,004,377

PIMCO (Part 14) 1,991,011 1,308,228 682,783

Total Options 2,087,781 400,621 1,687,161


CAPITAL GAINS ONINVESTMENT PROPERTY

PART I, LINE 7 AND PART IV

ATTACHMENT 2APART 1B

PAGE 1 OF 10

OTHER GAINS - LIMITED LIQUIDITY INVESTMENTS:

AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Accel VIII LP 14,985

Accel IX LP 876,731

Abingworth V 2,168,102

TA IX, LP (95,170)

TA X, LP (325,334)

TA XI, LP 227,019

TA Subordinated Debt Fund LP (8,770)

TA Subordinated Debt Fund II, LP 43,603

Aisling Capital III 1,798,332

Altira Technology Fund V, LP (1,495,010)

Andreessen Horowitz Fund II 422,442

Andreessen Horowitz Fund III, L.P. 43,345

Andreessen Horowitz Parallel Fund III, L.P. 60,219

Archlight AEP Feeder Fund III, LLLC 925,370

Archlight AEP Feeder Fund IV, LLLC (7,510)

Aurora Equity Partners II, L. P. 4,807,148

Aurora Equity Partners IIl, LP 16,242,300

Avenue Asia Special Situation IV LP 1,479,310

Avenue Special Situations Fund, IV LP 244,589

Avenue Special Situations Fund, V LP 181,536

Avenue Special Situations Fund, VI LP 971,734

Avenue Europe Situations Fund, LP 140,892

AEA - LQ LLC (665)

ABRY Senior Equity II, LP 97,661

ABRY Senior Equity III, LP 1,031,942

ABRY Advanced Securities 142,721

ABRY Partners VI 2,538,045





PAGE 2 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Bain Capital Europe Fund III (251)

Bain Capital Asia 973,517

Bain Capital Fund VII LP 2,367,492

Bain Capital Fund VIII, LP 3,242,834

Bain Capital Partners IX Coinvestment, LP 2,538,375

Bain Capital Partners IX, LP 10,787,595

Bain Capital Partners X 1,115,973

Bain Capital Partners X Coinvestment 133,201

Bain Capital Venture Fund 2005 564,369

Bain Capital Venture Fund 2007 (905,956)

BC European Capital VII-9 LP (1,030)

BC European Capital VIII-9 1,372,434

Benchmark Capital Partners IV, LP (63,895)

Benchmark Capital Partners V, LP 482,645

Benchmark Capital VI (775,558)

Benchmark Founders Fund IV, L.P. (66,642)

Benchmark Europe I, LP (143,172)

Benchmark Europe III, LP (146,667)

Cadent Energy Partners II, LP 3,262,723

Candover Partners Limited 2001 Fund 34,176

Canyon Johnson 18,419

Centerbridge Capital Partners, LP 5,316,618

Centerbridge Credit Partners TE 3,878,264

Clayton Dubilier & Rice V 236,017

Clayton Dubilier & Rice VI 1,602,595

Clearwater III (Annex) 61,900

Crow Holdings Realty Partners IV-A 1,145,280





PAGE 3 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Crow Holdings Realty Partners V-A 979,005

Cypress Realty VI 1,140,963

Elevation Partners, LP 3,775,951

Enervest Energy (426,128)

Frazier VI 1,544,781

Fremont Strategic Property Partners II, LP (129,611)

General Atlantic - Bermuda 92,566

General Atlantic - Bermuda II 1,602,663

General Atlantic - 79 1,970,308

General Atlantic - 80 (39,918)

General Atlantic - 82 (38,265)


General Atlantic - 84 626,753




General Atlantic - 89A 121,929

General Atlantic Fundo De Investimento Em Participacoes 334,075

General Atlantic Brazil Fundo De Investimento Em Participacoes (357)

General Catalyst Group Ill, LP 4,101,546

General Catalyst Group IV, LP 412,695

General Catalyst Group V, LP 793,841

General Catalyst Group V Supplemental, LP 788,544

Global Private Equity IV, LP (724,661)

Global Private Equity V, LP 12,311,671

Global Private Equity VI, LP 7,958,726

Golden Gate Capital Investment Fund II 547,946





PAGE 4 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Golden Gate Capital Investment Fund II BVI (197,861)

Golden Gate Opportunity 7,924,119

GTCR Fund IX/A, LP 5,608,531

GTCR Fund X/A/B LP 28,660

Greenbriar Equity Fund III, L.P. 5,420

Greenfield Acquisition V 115,717

Greenfield Land II 1,011

Highland Capital Partners VII, LP 528,018

Harbourvest International Private Equity Partners III Partnership Fund LP (24,062)

Harbourvest International Private Equity Partners IV Partnership Fund LP 1,002,164

HIPEP V - Asia Pacific and Rest of World Partnership Fund, LP (Harbourvest V) 1,796,285

Hutensky 331,914

Hummer Winblad Venture Partners II, LP (795,028)

Hummer Winblad Venture Partners III, LP (1,061,939)

Hummer Winblad Venture Partners IV, LP (603,354)

Hummer Winblad Venture Partners V, LP 31

HFCP VI Domestic AIV 56

H & F Cayman AIV I LP 23,310

Hellman & Friedman Capital Partners VI 1,263,512

Hellman & Friedman Capital Partners VI - AIV 6,833

ING Clarion Development Ventures II, LP 46,214

Institutional Venture Partners VII (472,255)

Institutional Venture Partners VIII 15,880

JC Flowers II, LP 357

JC Flowers Jupiter AIV II Special (75,599)

Kleiner Perkins Caufield & Byers VIII, LP (15,740)

Kleiner Perkins Caufield & Byers IX-A, LP 3,030,765





PAGE 5 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Kleiner Perkins Caufield & Byers X-A, LP (200,810)

Kleiner Perkins Caufield & Byers XI-A, LP 310,635

Kleiner Perkins Caufield & Byers XII, LLC (534,236)

Kleiner Perkins Caufield & Byers XIII, LLC (552,957)

Kleiner Perkins Caufield & Byers XIV, LLC 30,031

Kleiner Green Growth (105,505)

Kleiner Digital 369,291

Kleiner Perkins Caufield & Byers Pandemic Preparedness & Biodefense 239,913

Kleiner Perkins Caufield & Byers China, LP (149,834)

KPCB China Fund II, LP (67,860)

Kohlberg VI 689,497

La Salle Medical Office Fund II 1,981,343

LS Power Equity Partners II PIE, LP 993,004

Lime Rock V (87,241)

Lionstone II 670,320

Madison Dearborn Capital Partners III, LP 5,139

Madison Dearborn Capital Partners IV, LP 2,068,962

Madison Dearborn Capital Partners IV Global Investments, LP (1,540)

Madison Dearborn Capital Partners V - A 661,568

Madison Dearborn Capital Partners V - B 7,812

Madison Dearborn Capital Partners VI 7,625

Matrix Partners VI, LP 411,050

Matrix Partners VII, LP (467,451)

Matrix Partners VIII, LP (1,118,157)

Matrix Partners IX, LP 28,140

Matrix Partners China 1,070,154

Matrix Partners China II, LP 600,888





PAGE 6 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Matrix Partners India I, LLC 7,286

Mineral Acquisition Parnters 2004, LP ("MAP") (10,810)

Northern Light Venture Fund III, LP (25,791)

OCM Mezzanine Fund, LP - Class A & B (136,979)

OCM Mezzanine Fund, II (397,877)

OCM Opportunities Fund II, LP 819

OCM Opportunities Fund III, LP 1,978

OCM Opportunities Fund IV, LP 9

OCM Opportunities Fund VI, LP 2,503,654

OCM Opportunities Fund VII, LP 452,911

OCM Opportunities Fund VIIb, LP 182,041

OCM Principal Opportunities Fund II, LP (450,643)

OCM Principal Opportunities Fund III, L.P. 24,277

OCM Principal Opportunities Fund IV, LP 1,324,937

PLA Residential III 51,252

Quantum Energy Partners IV, LP 57,443

Quantum Energy Partners V, LP (258)

Quantum Resource A1 LP 32,164

Realty Associates Fund VII 662,773

Realty Associates Fund IX 566,682

Redpoint Ventures I, LP 163,527

Redpoint Ventures II, LP 179,544

Redpoint Ventures III, LP 859,711

Redpoint Ventures IV, LP (266,672)

Regiment Capital SSF III (31,744)

Regiment Capital SSF IV (17,289)

Roark II 1,628,084





PAGE 7 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Sequoia India II 89,944

Sequoia US IV 417,731

Sequoia Capital U.S. Growth Fund V, L.P. (7)

Sierra Ventures VII, LP (184,491)

Sierra Ventures VIII-A, LP (909,971)

Sierra Ventures IX LP 258,654

Summit Ventures IV, LP (6,591)

Summit Ventures V, LP (4,341)

Summit Ventures VI-B, LP 6,139,855

Summit Subordinated Debt Fund II, LP 391,792

Summit Subordinated Debt IIIB (7,723)

Summit Subordinated Debt Fund IV, LP 53,868

Summit Partners Private Equity Fund VII-A, LP 3,222,376

Sun Capital V 832,821

Sycamore Partners LP 177,938

Thomas H. Lee Equity Fund V, LP 955,077

U.S. Venture Partners IX, LP 49,061

U.S. Venture Partners X, LP 2,821,638

Vestar Capital Partners V, LP (516,159)

W Capital Partners II, LP 1,102,638

W Capital Partners III, LP 261,699

Post Oak 19,220

Yorktown Energy Partners IV, LP 55,481

Yorktown Energy Partners V, LP (814,788)

Yorktown Energy Partners VI, LP (92,120)

Yorktown Energy Partners VII, LP (92,592)

Yorktown Energy Partners VIII, LP 11,687





PAGE 8 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Yorktown Energy Partners IX, LP 32,154

Abrams II 8,953,578

Adamas 1,868,057

Baupost 5,181,495

Farallon Capital Institutional 14,704,630

Highfield Capital IV, Ltd. 258,280

Kingstreet Capital LP 2,783,109

Lone Cascade 12,282,914

Lone Dragon Pine 1,590,359

Riva Capital II 633,913

Riva Capital Partners III, LP 751,789

Seneca Capital Intl, Ltd. (329,821)

Sub Total - Limited Liquidity Investments 211,212,323

Other Investments which are pass-throughs (Silchester) 13,177,124

Other Investments which are pass-throughs (Sil-Japanese 4,294,745Somerset Emerging 3,778,047

WGI Westwood (377,612)

Wellington Latin America (210,998)

Wellington Emerging Markets 1,468,999

Blakeney 969,675

Colchester (14,938)

Sub total 23,085,042

Net Gain from final distribution of alternative investments (2,052,981)





PAGE 9 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Other

Realized Exchange Gains (Losses) Advisory Research 15,630

Realized Foreign Exchange Gain(Loss) MLN21 (81)

Foreign Exchange Gain(Loss) NTR (134,657)

Foreign Exchange Gain(Loss) MST (1)

Realized Foreign Exch Gain(Loss)-Pimco (258,041)

Realized Foreign Exch Gain(Loss)-Pimco Inv. Grade 47,001

Realized Foreign Exch Gain(Loss)-Westwood (29,318)

Sub Total - Foreign Exchange Gain/Loss (359,467)

Net gain (loss) on futures contracts represented by daily receipts or payments of variationmargins - PIMCO 290,097

Net gain (loss) on futures contracts represented by daily receipts or payments of variationmargins - PIMCO Inv. Grade (87,776)

Net gain (loss) on futures contracts represented by daily receipts or payments of variationmargins - Standish Liquidity 92,898

Amortization Gain PIMCO PIM (558)

Amortization Gain PIMCO PIN 243

Total Gain/Loss financial Instruments and Amortization/Accretion 294,903

Other Capital Gains - Total 232,179,820





PAGE 10 OF 10


AMOUNT PER K-1

OR OTHER TAX

INFORMATION

Less: Capital gains treated as Unrelated Business Income (2,040,907)

GRAND TOTAL 230,138,913


CAPITAL GAIN ON INVESTMENT PROPERTYPART I, LINE 7 AND PART IV

ATTACHMENT 2APART 2

PAGE 1 OF 1

SHARE/PARVALUE (A) PROPERTY SOLD

(C) DATEACQUIRED

(D) DATESOLD

(E) GROSSSALES PRICE

(G) COST OROTHER BASISPLUS EXPENSE

OF SALE(H) GAIN(LOSS)

345 CF ASIA LANDMARK LTD CL B UNRESTRICTED PARTICIPATING SHARES FD 6/1/2012 1/2/2013 72,350 63,543 8,806



TOTAL 412,638 362,417 50,221



ATTACHMENT 2APART 3

PAGE 1 OF 87


(C) DATEACQUIRED

(D) DATESOLD




2,700 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 8/6/2013 11/26/2013 39,150 27,361 11,789

600 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 8/7/2013 11/26/2013 8,700 6,015 2,685














5,100 IMAX CORP COM 1/4/2012 11/27/2013 155,190 96,048 59,142

120 IMAX CORP COM 1/5/2012 11/27/2013 3,652 2,299 1,352

2,900 IMAX CORP COM 1/4/2012 7/9/2013 72,514 54,616 17,898

300 FLEETMATICS GROUP PLC COM EUR0.015 4/26/2013 9/6/2013 15,399 6,858 8,542



200 FLEETMATICS GROUP PLC COM EUR0.015 6/28/2013 11/25/2013 7,557 6,675 882




1,600 FLEETMATICS GROUP PLC COM EUR0.015 4/22/2013 8/8/2013 71,372 36,064 35,309





















ATTACHMENT 2APART 3

PAGE 2 OF 87


(C) DATEACQUIRED

(D) DATESOLD




















1,600 CAESARSTONE SDOT YAM LTD COM STK 5/20/2013 11/27/2013 76,355 44,782 31,572

2,860 CAESARSTONE SDOT YAM LTD COM STK 5/21/2013 11/27/2013 136,484 79,708 56,776

2,000 CAESARSTONE SDOT YAM LTD COM STK 5/17/2013 7/9/2013 54,600 55,700 (1,100)

400 CAESARSTONE SDOT YAM LTD COM STK 5/17/2013 7/9/2013 10,920 11,096 (176)

100 CAESARSTONE SDOT YAM LTD COM STK 5/20/2013 7/9/2013 2,730 2,799 (69)

630 INTEROIL CORP COM 3/30/2012 2/20/2013 47,277 31,924 15,353


260 INTEROIL CORP COM 5/3/2013 12/6/2013 16,109 20,313 (4,204)


1,070 INTEROIL CORP COM 10/17/2012 7/9/2013 73,357 77,810 (4,453)


230 INTEROIL CORP COM 10/19/2012 7/9/2013 15,768 16,554 (785)

1,500 INTEROIL CORP COM 4/23/2013 11/27/2013 132,012 113,464 18,548

70 INTEROIL CORP COM 4/23/2013 11/27/2013 6,161 5,342 819







1,600 INTEROIL CORP COM 7/10/2013 12/11/2013 85,023 109,976 (24,953)










ATTACHMENT 2APART 3

PAGE 3 OF 87


(C) DATEACQUIRED

(D) DATESOLD




































1,170 INTEROIL CORP COM 4/12/2013 11/18/2013 107,878 89,247 18,631














ATTACHMENT 2APART 3

PAGE 4 OF 87


(C) DATEACQUIRED

(D) DATESOLD


























100 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 5/13/2013 11/5/2013 1,445 615 830











100 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 4/23/2013 7/9/2013 813 471 342

200 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 4/24/2013 7/9/2013 1,626 1,002 624












ATTACHMENT 2APART 3

PAGE 5 OF 87


(C) DATEACQUIRED

(D) DATESOLD













200 #REORG/ACTIVE NETWORK CASH MERGER 11-15-2013 8/6/2013 11/7/2013 2,890 2,094 796































390 #REORG/CYMER CASH & STOCK MERGER ASML HOLDING 2KK11AA1 EFF 5/31/13 1/20/2012 1/17/2013 36,986 20,371 16,614






ATTACHMENT 2APART 3

PAGE 6 OF 87


(C) DATEACQUIRED

(D) DATESOLD















10 #REORG/CYMER CASH & STOCK MERGER ASML HOLDING 2KK11AA1 EFF 5/31/13 1/31/2012 1/18/2013 955 500 455


10 #REORG/CYMER CASH & STOCK MERGER ASML HOLDING 2KK11AA1 EFF 5/31/13 3/13/2012 1/22/2013 968 475 493









1,200 #REORG/GREENWAY MED CASH MERGER 11-05-2013 10/4/2012 6/7/2013 14,117 22,645 (8,528)

600 #REORG/GREENWAY MED CASH MERGER 11-05-2013 10/5/2012 7/5/2013 6,721 11,124 (4,403)








100 #REORG/GREENWAY MED CASH MERGER 11-05-2013 10/5/2012 7/9/2013 1,078 1,811 (733)















ATTACHMENT 2APART 3

PAGE 7 OF 87


(C) DATEACQUIRED

(D) DATESOLD














1,000 #REORG/GREENWAY MED CASH MERGER 11-05-2013 10/31/2012 9/24/2013 20,209 16,523 3,687

100 #REORG/GREENWAY MED CASH MERGER 11-05-2013 11/2/2012 9/24/2013 2,021 1,600 421





600 #REORG/GREENWAY MED CASH MERGER 11-05-2013 2/15/2013 9/24/2013 12,126 8,952 3,174





















43 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 8/31/2012 10/18/2013 1,277 715 563

1,600 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 9/14/2012 10/18/2013 47,524 27,248 20,276

957 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 10/4/2012 10/18/2013 28,426 15,971 12,455



343 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 5/9/2012 8/1/2013 4,901 8,925 (4,024)

2,300 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 5/14/2012 8/1/2013 32,863 49,864 (17,001)



ATTACHMENT 2APART 3

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(D) DATESOLD












43 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 7/15/2013 11/7/2013 1,278 561 717






57 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 6/1/2012 8/6/2013 834 1,224 (390)







1,057 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 7/10/2012 9/6/2013 16,571 15,880 691


157 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 7/10/2012 9/19/2013 2,599 2,326 273























ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD




100 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 5/30/2012 8/2/2013 1,539 2,369 (829)














































ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD





















1,000 #REORG/MAKO SURGICAL CORP CASH MERGER 12-17-2013 7/10/2012 9/10/2013 15,636 15,024 613







300 #REORG/ONYX PHARMACEUT CASH MERGER EFF 10-02-2013 6/3/2013 8/8/2013 38,126 27,809 10,318









1,300 #REORG/ONYX PHARMACEUT CASH MERGER EFF 10-02-2013 9/28/2012 7/2/2013 173,388 110,455 62,933













ATTACHMENT 2APART 3

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(D) DATESOLD


















































ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD


















400 #REORG/RUE21 INC COM CASH MERGER 10/11/2013 9/6/2011 5/23/2013 16,742 9,355 7,387

1,800 #REORG/RUE21 INC COM CASH MERGER 10/11/2013 9/7/2011 5/23/2013 75,339 45,494 29,845


























3,750 #REORG/WMS INDS INC COM STK CASH MERGER 10/18/2013 8/11/2005 1/31/2013 92,725 76,605 16,119

4,800 #REORG/WMS INDS INC COM STK CASH MERGER 10/18/2013 3/22/2007 1/31/2013 118,687 129,222 (10,535)




ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD





450 #REORG/WMS INDS INC COM STK CASH MERGER 10/18/2013 3/23/2007 1/31/2013 11,127 12,065 (938)


150 #REORG/WMS INDS INC COM STK CASH MERGER 10/18/2013 9/30/2011 1/31/2013 3,709 2,720 989

1,700 3D SYS CORP DEL COM NEW STK 2/25/2013 2/28/2013 62,712 59,929 2,783




2,100 ABIOMED INC COM 11/21/2012 1/10/2013 26,921 29,335 (2,414)

900 ABIOMED INC COM 11/26/2012 1/16/2013 11,241 12,863 (1,622)

800 ABIOMED INC COM 11/27/2012 1/16/2013 9,992 11,840 (1,848)

1,600 ABIOMED INC COM 11/27/2012 1/17/2013 20,540 23,680 (3,140)

800 ABIOMED INC COM 11/27/2012 1/22/2013 9,960 11,840 (1,879)

1,600 ABIOMED INC COM 11/30/2012 1/23/2013 19,934 21,618 (1,684)

300 ABIOMED INC COM 11/27/2012 1/22/2013 3,751 4,440 (689)

1,200 ABIOMED INC COM 11/28/2012 1/22/2013 15,003 17,050 (2,047)

3,600 ABIOMED INC COM 11/26/2012 1/14/2013 44,038 51,450 (7,412)

1,100 ABIOMED INC COM 11/21/2012 1/11/2013 13,590 15,366 (1,776)

800 ABIOMED INC COM 11/23/2012 1/11/2013 9,884 11,344 (1,461)

200 ABIOMED INC COM 11/26/2012 1/11/2013 2,471 2,858 (387)

200 ABIOMED INC COM 11/21/2012 1/10/2013 2,571 2,794 (223)

800 ADVANCED ENERGY INDS INC COM 10/2/2013 11/27/2013 19,008 14,495 4,513

2,400 ADVANCED ENERGY INDS INC COM 10/3/2013 11/27/2013 57,025 42,898 14,127



900 ADVENT SOFTWARE INC COM STK 5/17/2012 3/14/2013 25,909 24,018 1,891

100 ADVENT SOFTWARE INC COM STK 5/24/2012 7/24/2013 2,870 2,634 236




















ATTACHMENT 2APART 3

PAGE 14 OF 87


(C) DATEACQUIRED

(D) DATESOLD


















300 ADVISORY BRD CO COM 8/19/2008 7/9/2013 16,336 4,741 11,595

2,000 ADVISORY BRD CO COM 8/19/2008 7/9/2013 108,908 31,709 77,198









1,200 ALBEMARLE CORP COM 12/21/2012 11/27/2013 81,810 73,966 7,843

700 ALBEMARLE CORP COM 12/20/2012 6/3/2013 45,818 43,421 2,396


30 ALBEMARLE CORP COM 9/30/2011 5/31/2013 2,009 1,229 780












270 ALKERMES PLC SHS 5/21/2013 12/16/2013 10,542 8,564 1,977

2,000 ALKERMES PLC SHS 6/3/2013 12/16/2013 78,089 60,673 17,415

630 ALKERMES PLC SHS 6/5/2013 12/16/2013 24,598 18,718 5,880

500 ALKERMES PLC SHS 5/21/2013 12/13/2013 19,676 15,860 3,816

3,100 ALKERMES PLC SHS 4/11/2013 7/9/2013 89,134 74,952 14,182



ATTACHMENT 2APART 3

PAGE 15 OF 87


(C) DATEACQUIRED

(D) DATESOLD




4,300 ALKERMES PLC SHS 4/12/2013 7/9/2013 123,637 106,780 16,857

2,300 ALKERMES PLC SHS 4/15/2013 7/9/2013 66,131 56,581 9,550

1,300 ALKERMES PLC SHS 5/20/2013 12/11/2013 51,308 42,460 8,849

4,300 ALKERMES PLC SHS 4/15/2013 11/7/2013 151,980 105,782 46,198

3,900 ALKERMES PLC SHS 4/16/2013 11/7/2013 137,842 97,828 40,014

1,100 ALKERMES PLC SHS 4/17/2013 11/7/2013 38,879 32,434 6,445

1,100 ALKERMES PLC SHS 5/21/2013 12/13/2013 43,031 34,892 8,138

970 ALKERMES PLC SHS 5/20/2013 12/11/2013 37,616 31,681 5,935

530 ALKERMES PLC SHS 5/21/2013 12/11/2013 20,553 16,812 3,741

2,000 ALKERMES PLC SHS 5/16/2013 12/10/2013 79,796 61,001 18,795

400 ALKERMES PLC SHS 4/17/2013 11/8/2013 14,425 11,794 2,631

1,300 ALKERMES PLC SHS 4/17/2013 11/8/2013 46,882 37,304 9,578

100 ALKERMES PLC SHS 4/18/2013 11/8/2013 3,606 3,038 568

70 ALKERMES PLC SHS 5/16/2013 12/10/2013 2,796 2,135 661

1,200 ALKERMES PLC SHS 5/17/2013 12/10/2013 47,928 37,974 9,954

730 ALKERMES PLC SHS 5/17/2013 12/10/2013 29,156 22,694 6,462

1,300 ALKERMES PLC SHS 4/18/2013 11/8/2013 47,170 39,498 7,672

1,370 ALKERMES PLC SHS 5/15/2013 12/9/2013 54,580 42,777 11,803

130 ALKERMES PLC SHS 5/16/2013 12/9/2013 5,179 3,965 1,214

1,230 ALKERMES PLC SHS 5/17/2013 12/10/2013 49,309 38,165 11,144

170 ALKERMES PLC SHS 5/17/2013 12/10/2013 6,815 5,285 1,530

100 ALKERMES PLC SHS 5/21/2013 12/12/2013 4,002 3,172 830

670 ALKERMES PLC SHS 5/17/2013 12/10/2013 26,760 20,789 5,971

1,030 ALKERMES PLC SHS 5/20/2013 12/10/2013 41,138 33,641 7,497

1,400 ALKERMES PLC SHS 4/18/2013 11/27/2013 55,562 42,536 13,026

4,800 ALKERMES PLC SHS 4/22/2013 11/27/2013 190,498 148,572 41,926

1,500 ALKERMES PLC SHS 4/24/2013 11/27/2013 59,531 47,318 12,213

1,100 ALKERMES PLC SHS 4/25/2013 11/27/2013 43,656 35,480 8,176

1,900 ALKERMES PLC SHS 4/26/2013 11/27/2013 75,406 59,694 15,712

900 ALKERMES PLC SHS 4/26/2013 11/27/2013 35,718 28,122 7,596

1,200 ALKERMES PLC SHS 4/29/2013 11/27/2013 47,625 37,847 9,778

2,900 ALKERMES PLC SHS 4/30/2013 11/27/2013 115,093 88,797 26,295

1,700 ALKERMES PLC SHS 5/1/2013 11/27/2013 67,468 50,401 17,068

1,700 ALKERMES PLC SHS 5/10/2013 11/27/2013 67,468 52,919 14,549

1,300 ALKERMES PLC SHS 5/10/2013 11/27/2013 51,593 39,379 12,214

1,500 ALKERMES PLC SHS 5/13/2013 11/27/2013 59,531 47,296 12,235

600 ALKERMES PLC SHS 5/13/2013 11/27/2013 23,812 19,029 4,783

30 ALKERMES PLC SHS 5/15/2013 11/27/2013 1,191 937 254

1,800 ALKERMES PLC SHS 5/21/2013 12/16/2013 69,344 57,097 12,247

600 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 12/22/2011 7/9/2013 55,535 37,066 18,469

1,400 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 12/23/2011 7/9/2013 129,581 87,915 41,666






ATTACHMENT 2APART 3

PAGE 16 OF 87


(C) DATEACQUIRED

(D) DATESOLD






600 AMERESCO INC 7/21/2010 3/5/2013 4,561 6,000 (1,439)

200 AMERESCO INC 7/21/2010 1/23/2013 1,861 2,000 (139)

200 AMERESCO INC 7/21/2010 2/13/2013 1,775 2,000 (225)

100 AMERESCO INC 7/21/2010 2/15/2013 888 1,000 (112)

1,100 AMERESCO INC 7/21/2010 5/21/2013 9,192 11,000 (1,808)

1,200 AMERESCO INC 7/21/2010 5/23/2013 9,721 12,000 (2,279)

900 AMERESCO INC 7/21/2010 1/22/2013 8,572 9,000 (428)

400 AMERESCO INC 7/21/2010 2/21/2013 3,291 4,000 (709)

100 AMERESCO INC 7/21/2010 1/2/2013 998 1,000 (2)

400 AMERESCO INC 7/21/2010 5/17/2013 3,249 4,000 (751)

300 AMERESCO INC 7/21/2010 3/8/2013 2,395 3,000 (605)

1,100 AMERESCO INC 7/21/2010 5/17/2013 8,879 11,000 (2,121)

300 AMERESCO INC 7/21/2010 1/16/2013 2,812 3,000 (188)

300 AMERESCO INC 7/21/2010 3/11/2013 2,394 3,000 (606)

1,200 AMERESCO INC 7/21/2010 5/16/2013 9,825 12,000 (2,175)

300 AMERESCO INC 7/21/2010 1/15/2013 2,827 3,000 (173)

500 AMERESCO INC 7/21/2010 5/22/2013 4,182 5,000 (818)

300 AMERESCO INC 2/11/2011 5/31/2013 2,472 4,520 (2,049)

900 AMERESCO INC 2/11/2011 5/31/2013 7,416 13,604 (6,188)

500 AMERESCO INC 7/21/2010 2/22/2013 4,132 5,000 (869)

700 AMERESCO INC 7/21/2010 4/1/2013 5,048 7,000 (1,952)

600 AMERESCO INC 7/21/2010 1/14/2013 5,726 6,000 (274)

900 AMERESCO INC 7/21/2010 5/28/2013 7,452 9,000 (1,548)

100 AMERESCO INC 2/9/2011 5/28/2013 828 1,512 (684)

400 AMERESCO INC 2/9/2011 5/29/2013 3,258 6,048 (2,790)

100 AMERESCO INC 2/10/2011 5/29/2013 815 1,512 (697)

100 AMERESCO INC 2/11/2011 5/29/2013 815 1,512 (697)

500 AMERESCO INC 4/1/2011 6/13/2013 4,332 7,041 (2,708)

600 AMERESCO INC 4/15/2011 6/13/2013 5,199 9,465 (4,266)

200 AMERESCO INC 9/30/2011 6/13/2013 1,733 2,013 (280)

1,500 AMERESCO INC 7/21/2010 1/24/2013 14,086 15,000 (914)

600 AMERESCO INC 7/21/2010 4/18/2013 4,429 6,000 (1,571)

200 AMERESCO INC 7/21/2010 4/2/2013 1,451 2,000 (549)

900 AMERESCO INC 7/21/2010 2/14/2013 7,940 9,000 (1,060)

900 AMERESCO INC 7/21/2010 1/17/2013 8,448 9,000 (552)

1,400 AMERESCO INC 7/21/2010 3/4/2013 10,799 14,000 (3,201)

100 AMERESCO INC 2/11/2011 6/12/2013 868 1,507 (639)

500 AMERESCO INC 2/14/2011 6/12/2013 4,339 7,528 (3,188)

500 AMERESCO INC 3/31/2011 6/12/2013 4,339 7,051 (2,712)

300 AMERESCO INC 4/1/2011 6/12/2013 2,604 4,224 (1,621)

21,600 ARIAD PHARMACEUTICALS INC COM 10/30/2013 10/31/2013 50,133 85,657 (35,524)

792 ARTISAN PARTNERS ASSET MGMT INC CL A CL A 3/7/2013 3/7/2013 27,893 23,760 4,133



ATTACHMENT 2APART 3

PAGE 17 OF 87


(C) DATEACQUIRED

(D) DATESOLD




5,200 ATMEL CORP COM 5/14/2013 9/16/2013 39,417 36,547 2,870

7,200 ATMEL CORP COM 5/15/2013 9/20/2013 54,629 52,429 2,200

900 ATMEL CORP COM 5/16/2013 10/31/2013 6,353 6,584 (230)

10,000 ATMEL CORP COM 5/16/2013 10/31/2013 70,593 72,463 (1,870)

9,400 ATMEL CORP COM 5/16/2013 10/31/2013 68,318 68,115 203

800 ATMEL CORP COM 5/16/2013 11/27/2013 6,122 5,797 325

13,200 ATMEL CORP COM 5/17/2013 11/27/2013 101,013 98,262 2,750

10,390 ATMEL CORP COM 5/20/2013 11/27/2013 79,509 78,161 1,348

4,000 ATMEL CORP COM 5/13/2013 9/4/2013 30,127 27,602 2,525

300 ATMEL CORP COM 5/14/2013 9/4/2013 2,260 2,108 151

21,800 ATMEL CORP COM 5/13/2013 7/9/2013 162,438 150,429 12,009

1,200 ATMEL CORP COM 5/14/2013 9/9/2013 9,101 8,434 668

1,100 ATMEL CORP COM 5/14/2013 9/4/2013 8,233 7,731 502

3,500 ATMEL CORP COM 5/14/2013 9/9/2013 26,568 24,599 1,969

3,100 ATMEL CORP COM 5/15/2013 9/24/2013 23,328 22,574 755

2,500 ATMEL CORP COM 5/15/2013 9/27/2013 18,370 18,205 165

1,300 ATMEL CORP COM 5/15/2013 10/18/2013 9,425 9,466 (41)

1,600 ATMEL CORP COM 5/16/2013 10/18/2013 11,600 11,704 (104)

4,000 ATMEL CORP COM 5/14/2013 9/17/2013 30,745 28,113 2,632

2,700 ATMEL CORP COM 5/14/2013 9/19/2013 20,910 18,976 1,933

300 ATMEL CORP COM 5/15/2013 9/19/2013 2,323 2,185 139

4,800 ATMEL CORP COM 5/15/2013 9/30/2013 34,446 34,953 (507)

1,100 ATMEL CORP COM 5/15/2013 9/26/2013 8,255 8,010 245

3,700 ATMEL CORP COM 5/15/2013 9/20/2013 28,399 26,943 1,456

2,300 ATMEL CORP COM 5/14/2013 9/5/2013 17,390 16,165 1,225

2,800 ATMEL CORP COM 5/15/2013 9/20/2013 21,276 20,389 887

2,900 ATMEL CORP COM 5/14/2013 9/5/2013 22,010 20,382 1,628

300 ATWOOD OCEANICS INC COM 2/4/2013 12/20/2013 15,234 16,024 (790)

600 ATWOOD OCEANICS INC COM 1/28/2013 12/18/2013 30,308 31,892 (1,584)




900 ATWOOD OCEANICS INC COM 1/23/2013 11/27/2013 47,342 46,454 887


1,300 ATWOOD OCEANICS INC COM 1/25/2013 11/27/2013 68,383 68,745 (363)


800 ATWOOD OCEANICS INC COM 1/22/2013 11/19/2013 44,455 40,777 3,678

900 ATWOOD OCEANICS INC COM 1/23/2013 11/19/2013 50,012 47,060 2,951

2,100 ATWOOD OCEANICS INC COM 1/22/2013 7/9/2013 116,090 107,040 9,050





3,500 BELDEN INC COM 1/11/2010 7/9/2013 189,131 86,893 102,238



ATTACHMENT 2APART 3

PAGE 18 OF 87


(C) DATEACQUIRED

(D) DATESOLD




500 BELDEN INC COM 1/11/2010 7/9/2013 27,019 12,335 14,684

600 BELDEN INC COM 1/11/2010 11/27/2013 41,947 14,802 27,145

700 BELDEN INC COM 1/12/2010 11/27/2013 48,938 17,339 31,599

200 BELDEN INC COM 1/13/2010 11/27/2013 13,982 4,973 9,009

400 BELDEN INC COM 1/15/2010 11/27/2013 27,964 9,790 18,174

100 BELDEN INC COM 1/19/2010 11/27/2013 6,991 2,492 4,499

100 BELDEN INC COM 1/19/2010 11/27/2013 6,991 2,497 4,494

400 BELDEN INC COM 1/20/2010 11/27/2013 27,964 9,781 18,183

100 BELDEN INC COM 1/20/2010 11/27/2013 6,991 2,481 4,511

500 BELDEN INC COM 1/21/2010 11/27/2013 34,956 12,024 22,932

400 BELDEN INC COM 1/22/2010 11/27/2013 27,964 9,311 18,653

400 BELDEN INC COM 1/25/2010 11/27/2013 27,964 9,347 18,617

200 BELDEN INC COM 1/26/2010 11/27/2013 13,982 4,692 9,290

200 BELDEN INC COM 1/27/2010 11/27/2013 13,982 4,673 9,310

300 BELDEN INC COM 1/28/2010 11/27/2013 20,973 6,970 14,003

100 BELDEN INC COM 1/29/2010 11/27/2013 6,991 2,365 4,626

300 BELDEN INC COM 1/29/2010 11/27/2013 20,973 7,110 13,863

100 BELDEN INC COM 6/3/2010 11/27/2013 6,991 2,588 4,403

2,240 BELDEN INC COM 6/4/2010 11/27/2013 156,601 56,182 100,419

3,100 BERKLEY W R CORP COM 10/21/2008 7/9/2013 131,598 71,986 59,612

700 BERKLEY W R CORP COM 10/21/2008 11/27/2013 30,880 16,255 14,625



2,840 BLACKHAWK NETWORK HLDGS INC CL A CL A 4/19/2013 11/27/2013 63,111 65,320 (2,209)

720 BLACKHAWK NETWORK HLDGS INC CL A CL A 6/27/2013 11/27/2013 16,000 16,014 (14)

3,390 BOISE CASCADE CO COM 11/7/2013 11/27/2013 84,662 76,275 8,387

300 BONANZA CREEK ENERGY INC COM COM STK 10/19/2012 4/12/2013 10,690 7,184 3,506










100 BONANZA CREEK ENERGY INC COM COM STK 2/1/2013 5/22/2013 3,944 2,950 994










ATTACHMENT 2APART 3

PAGE 19 OF 87


(C) DATEACQUIRED

(D) DATESOLD







1,000 BONANZA CREEK ENERGY INC COM COM STK 11/5/2012 4/16/2013 33,260 25,969 7,291

























800 BRIGHT HORIZONS FA COM USD0.001 1/25/2013 5/31/2013 29,961 17,600 12,361

1,300 CADENCE DESIGN SYS INC COM 9/14/2012 10/24/2013 17,021 17,661 (640)


2,900 CADENCE DESIGN SYS INC COM 9/14/2012 10/24/2013 37,969 39,236 (1,267)

1,500 CADENCE DESIGN SYS INC COM 8/27/2012 7/9/2013 22,546 19,110 3,437











700 CADENCE DESIGN SYS INC COM 9/14/2012 10/24/2013 9,257 9,510 (252)



ATTACHMENT 2APART 3

PAGE 20 OF 87


(C) DATEACQUIRED

(D) DATESOLD




8,300 CADENCE DESIGN SYS INC COM 9/14/2012 10/24/2013 109,554 112,757 (3,203)

2,500 CALLIDUS SOFTWARE INC COM STK 9/11/2013 11/27/2013 27,010 21,036 5,975

690 CALLIDUS SOFTWARE INC COM STK 9/11/2013 11/27/2013 7,455 5,768 1,687

8,200 CALLIDUS SOFTWARE INC COM STK 9/11/2013 11/27/2013 88,594 68,960 19,633

3,530 CARLISLE COMPANIES INC COM 10/8/2010 11/27/2013 258,299 112,445 145,854

1,900 CARLISLE COMPANIES INC COM 10/8/2010 7/9/2013 120,515 60,523 59,992

140 CARRIZO OIL & GAS INC COM 11/6/2012 8/8/2013 4,572 3,532 1,040


100 CARRIZO OIL & GAS INC COM 12/21/2010 4/23/2013 2,410 3,181 (771)

1,000 CARRIZO OIL & GAS INC COM 1/11/2011 4/23/2013 24,099 34,458 (10,359)

100 CARRIZO OIL & GAS INC COM 12/20/2010 4/18/2013 2,371 3,088 (717)

800 CARRIZO OIL & GAS INC COM 12/20/2010 4/18/2013 18,967 24,859 (5,891)

3,140 CARRIZO OIL & GAS INC COM 11/3/2011 7/18/2013 101,371 87,527 13,844










1,300 CARRIZO OIL & GAS INC COM 8/10/2011 6/27/2013 37,029 36,054 975

300 CARRIZO OIL & GAS INC COM 9/6/2011 6/27/2013 8,545 8,084 461























ATTACHMENT 2APART 3

PAGE 21 OF 87


(C) DATEACQUIRED

(D) DATESOLD


































400 CENTENE CORP DEL COM 6/27/2012 4/8/2013 16,906 12,103 4,803






1,500 CENTENE CORP DEL COM 6/27/2012 4/5/2013 63,417 45,690 17,727










ATTACHMENT 2APART 3

PAGE 22 OF 87


(C) DATEACQUIRED

(D) DATESOLD






































500 CHARLES RIV LABORATORIES INTL INC COM 1/16/2013 7/9/2013 21,500 20,735 765

2,200 CHARLES RIV LABORATORIES INTL INC COM 1/16/2013 7/9/2013 94,601 91,031 3,570

200 CHARLES RIV LABORATORIES INTL INC COM 1/16/2013 11/27/2013 10,419 8,276 2,143










ATTACHMENT 2APART 3

PAGE 23 OF 87


(C) DATEACQUIRED

(D) DATESOLD




900 CHART INDS INC COM PAR $0.01 COM PAR $0.01 2/28/2013 11/27/2013 88,320 63,288 25,032



2,470 CHEESECAKE FACTORY INC COM 5/22/2007 11/27/2013 120,516 68,845 51,671

1,400 CHEESECAKE FACTORY INC COM 5/22/2007 7/9/2013 60,980 39,021 21,958

4,000 CHICOS FAS INC COM 6/6/2008 7/9/2013 67,639 28,922 38,717



100 CHICOS FAS INC COM 6/6/2008 2/5/2013 1,785 723 1,062






600 CHICOS FAS INC COM 3/28/2008 1/23/2013 10,603 4,232 6,371
































ATTACHMENT 2APART 3

PAGE 24 OF 87


(C) DATEACQUIRED

(D) DATESOLD







1,900 CLARCOR INC COM 6/16/2009 7/9/2013 102,027 56,471 45,556

3,550 CLARCOR INC COM 6/16/2009 11/27/2013 214,432 105,511 108,921

3,600 COGENT COMMUNICATIONS GROUP INC COM NEW 5/19/2010 11/27/2013 137,165 34,019 103,146




300 COGENT COMMUNICATIONS GROUP INC COM NEW 5/21/2010 12/27/2013 12,291 2,684 9,607


30 COMSCORE INC COM 3/4/2011 1/17/2013 420 859 (439)

370 COMSCORE INC COM 3/11/2011 1/17/2013 5,176 10,216 (5,040)

30 COMSCORE INC COM 11/16/2011 2/22/2013 474 601 (127)

800 COMSCORE INC COM 12/22/2011 2/22/2013 12,648 16,418 (3,770)

670 COMSCORE INC COM 12/23/2011 2/22/2013 10,592 13,908 (3,315)

30 COMSCORE INC COM 12/23/2011 2/22/2013 463 623 (160)

200 COMSCORE INC COM 12/27/2011 2/22/2013 3,085 4,184 (1,099)

200 COMSCORE INC COM 12/28/2011 2/22/2013 3,085 4,231 (1,146)

700 COMSCORE INC COM 12/28/2011 2/22/2013 10,798 14,739 (3,942)

170 COMSCORE INC COM 1/5/2012 2/22/2013 2,622 3,558 (936)

130 COMSCORE INC COM 4/18/2011 1/29/2013 1,920 3,743 (1,823)

600 COMSCORE INC COM 4/29/2011 1/29/2013 8,861 18,060 (9,200)

300 COMSCORE INC COM 4/29/2011 1/29/2013 4,430 9,084 (4,654)

200 COMSCORE INC COM 5/3/2011 1/29/2013 2,954 5,572 (2,619)

270 COMSCORE INC COM 5/3/2011 1/29/2013 3,987 7,441 (3,454)

130 COMSCORE INC COM 11/15/2011 2/20/2013 2,036 2,569 (533)

170 COMSCORE INC COM 11/16/2011 2/20/2013 2,662 3,405 (742)

30 COMSCORE INC COM 1/24/2012 2/26/2013 468 674 (206)

300 COMSCORE INC COM 1/25/2012 2/26/2013 4,682 6,752 (2,070)

270 COMSCORE INC COM 3/30/2012 2/26/2013 4,213 5,823 (1,609)

130 COMSCORE INC COM 2/1/2011 1/10/2013 1,811 3,206 (1,395)

1,000 COMSCORE INC COM 2/2/2011 1/10/2013 13,930 24,938 (11,008)

800 COMSCORE INC COM 2/8/2011 1/10/2013 11,144 21,104 (9,960)

1,600 COMSCORE INC COM 2/11/2011 1/10/2013 22,288 43,312 (21,025)

970 COMSCORE INC COM 2/14/2011 1/10/2013 13,512 26,062 (12,550)

730 COMSCORE INC COM 4/14/2011 1/28/2013 10,738 21,101 (10,363)

500 COMSCORE INC COM 4/15/2011 1/28/2013 7,355 14,502 (7,147)

300 COMSCORE INC COM 4/15/2011 1/28/2013 4,413 8,704 (4,291)

170 COMSCORE INC COM 4/18/2011 1/28/2013 2,501 4,895 (2,394)

230 COMSCORE INC COM 3/23/2011 1/24/2013 3,293 6,500 (3,207)

500 COMSCORE INC COM 3/24/2011 1/24/2013 7,158 14,301 (7,142)

70 COMSCORE INC COM 3/25/2011 1/24/2013 1,002 1,993 (991)

30 COMSCORE INC COM 5/3/2011 2/1/2013 448 827 (379)



ATTACHMENT 2APART 3

PAGE 25 OF 87


(C) DATEACQUIRED

(D) DATESOLD




70 COMSCORE INC COM 5/5/2011 2/1/2013 1,044 1,925 (881)

700 COMSCORE INC COM 9/2/2011 2/15/2013 11,108 10,799 309

100 COMSCORE INC COM 9/2/2011 2/15/2013 1,587 1,552 35

530 COMSCORE INC COM 9/2/2011 2/15/2013 8,411 8,251 159

300 COMSCORE INC COM 9/6/2011 2/15/2013 4,761 4,599 162

270 COMSCORE INC COM 9/7/2011 2/15/2013 4,285 4,214 70

130 COMSCORE INC COM 3/30/2012 3/1/2013 2,070 2,800 (730)

600 COMSCORE INC COM 3/30/2012 3/1/2013 9,554 12,885 (3,331)

270 COMSCORE INC COM 4/2/2012 3/1/2013 4,299 5,763 (1,464)

230 COMSCORE INC COM 3/11/2011 1/22/2013 3,234 6,350 (3,116)

900 COMSCORE INC COM 3/16/2011 1/22/2013 12,655 24,403 (11,748)

70 COMSCORE INC COM 3/16/2011 1/22/2013 984 1,891 (907)

30 COMSCORE INC COM 2/14/2011 1/16/2013 422 806 (384)

670 COMSCORE INC COM 3/4/2011 1/16/2013 9,416 19,175 (9,760)

200 COMSCORE INC COM 11/16/2011 2/21/2013 3,076 4,005 (930)

200 COMSCORE INC COM 4/2/2012 3/1/2013 3,157 4,269 (1,112)

530 COMSCORE INC COM 5/5/2011 2/4/2013 7,914 14,575 (6,661)

500 COMSCORE INC COM 6/14/2011 2/4/2013 7,466 13,012 (5,546)

500 COMSCORE INC COM 6/15/2011 2/4/2013 7,466 13,012 (5,546)

700 COMSCORE INC COM 6/16/2011 2/4/2013 10,452 18,174 (7,722)

70 COMSCORE INC COM 7/20/2011 2/4/2013 1,045 1,822 (777)

330 COMSCORE INC COM 3/25/2011 1/25/2013 4,751 9,397 (4,646)

400 COMSCORE INC COM 3/28/2011 1/25/2013 5,758 11,559 (5,800)

270 COMSCORE INC COM 4/14/2011 1/25/2013 3,887 7,805 (3,918)

30 COMSCORE INC COM 3/16/2011 1/23/2013 424 811 (386)

370 COMSCORE INC COM 3/23/2011 1/23/2013 5,231 10,456 (5,225)

330 COMSCORE INC COM 1/5/2012 2/25/2013 5,352 6,907 (1,555)

100 COMSCORE INC COM 1/6/2012 2/25/2013 1,622 2,126 (504)

200 COMSCORE INC COM 1/6/2012 2/25/2013 3,244 4,360 (1,116)

770 COMSCORE INC COM 1/24/2012 2/25/2013 12,489 17,340 (4,851)

400 COMSCORE INC COM 9/2/2011 2/8/2013 5,965 6,227 (262)

230 COMSCORE INC COM 4/2/2012 3/5/2013 3,890 4,909 (1,019)

1,100 COMSCORE INC COM 5/18/2012 3/5/2013 18,606 20,491 (1,885)

230 COMSCORE INC COM 7/20/2011 2/4/2013 3,435 5,987 (2,552)

100 COMSCORE INC COM 7/21/2011 2/4/2013 1,493 2,594 (1,100)

700 COMSCORE INC COM 8/25/2011 2/4/2013 10,454 10,630 (175)

170 COMSCORE INC COM 8/26/2011 2/4/2013 2,539 2,585 (46)

130 COMSCORE INC COM 8/26/2011 2/7/2013 1,934 1,977 (43)

900 COMSCORE INC COM 9/1/2011 2/7/2013 13,386 14,274 (888)

470 COMSCORE INC COM 9/2/2011 2/7/2013 6,991 7,317 (327)

970 COMSCORE INC COM 1/24/2012 2/25/2013 15,457 21,806 (6,349)

230 COMSCORE INC COM 1/24/2012 2/25/2013 3,665 5,180 (1,514)

630 COMSCORE INC COM 9/7/2011 2/19/2013 10,061 9,833 228

300 COMSCORE INC COM 9/9/2011 2/19/2013 4,791 4,710 81



ATTACHMENT 2APART 3

PAGE 26 OF 87


(C) DATEACQUIRED

(D) DATESOLD




300 COMSCORE INC COM 9/30/2011 2/19/2013 4,791 5,240 (449)

870 COMSCORE INC COM 11/15/2011 2/19/2013 13,894 17,193 (3,300)

330 COMSCORE INC COM 3/30/2012 2/27/2013 5,263 7,116 (1,853)

370 COMSCORE INC COM 3/30/2012 2/27/2013 5,901 7,970 (2,069)

100 CONMED CORP COM 10/29/2010 9/19/2013 3,350 2,200 1,150

300 CONMED CORP COM 10/28/2010 9/11/2013 10,020 6,483 3,537

300 CONMED CORP COM 10/29/2010 9/11/2013 10,020 6,600 3,420

400 CONMED CORP COM 5/6/2010 2/20/2013 12,127 8,804 3,324

700 CONMED CORP COM 4/30/2010 2/1/2013 20,628 15,920 4,709

300 CONMED CORP COM 9/30/2011 9/19/2013 10,059 6,976 3,083

700 CONMED CORP COM 11/12/2009 1/22/2013 20,050 15,285 4,765

600 CONMED CORP COM 5/6/2010 2/26/2013 18,496 13,206 5,291

200 CONMED CORP COM 11/12/2009 1/24/2013 5,796 4,367 1,429

800 CONMED CORP COM 11/13/2009 1/24/2013 23,184 17,321 5,863

200 CONMED CORP COM 11/16/2009 1/24/2013 5,796 4,500 1,296

400 CONMED CORP COM 5/6/2010 3/13/2013 12,794 8,804 3,990

600 CONMED CORP COM 5/7/2010 3/13/2013 19,191 13,154 6,036

400 CONMED CORP COM 10/29/2010 9/17/2013 13,247 8,799 4,448

100 CONMED CORP COM 9/24/2010 7/9/2013 3,189 2,119 1,069

100 CONMED CORP COM 9/24/2010 7/9/2013 3,189 2,134 1,055

100 CONMED CORP COM 9/27/2010 7/9/2013 3,189 2,143 1,046

200 CONMED CORP COM 9/28/2010 7/9/2013 6,377 4,373 2,004

200 CONMED CORP COM 9/30/2010 7/9/2013 6,377 4,495 1,882

100 CONMED CORP COM 9/21/2010 5/17/2013 3,308 2,103 1,205

500 CONMED CORP COM 9/22/2010 5/17/2013 16,540 10,520 6,020

600 CONMED CORP COM 4/30/2010 2/6/2013 17,704 13,646 4,059

50 CONMED CORP COM 9/30/2011 9/20/2013 1,677 1,163 514

900 CONMED CORP COM 11/12/2009 1/22/2013 25,938 19,652 6,286

700 CONMED CORP COM 4/30/2010 2/5/2013 20,590 15,920 4,671

200 CONMED CORP COM 10/29/2010 9/18/2013 6,746 4,400 2,347

200 CONMED CORP COM 10/28/2010 9/6/2013 6,531 4,326 2,205

100 CONMED CORP COM 5/4/2010 2/14/2013 2,932 2,202 729

100 CONMED CORP COM 5/6/2010 2/14/2013 2,932 2,201 731

300 CONMED CORP COM 4/29/2010 1/28/2013 8,806 6,868 1,938

800 CONMED CORP COM 4/29/2010 1/28/2013 23,482 18,354 5,128

400 CONMED CORP COM 5/3/2010 2/13/2013 11,715 8,845 2,869

100 CONMED CORP COM 5/4/2010 2/13/2013 2,929 2,202 726

300 CONMED CORP COM 5/4/2010 2/13/2013 8,786 6,648 2,138

200 CONMED CORP COM 10/28/2010 8/2/2013 6,594 4,326 2,268

100 CONMED CORP COM 5/6/2010 2/21/2013 3,019 2,201 818

200 CONMED CORP COM 5/7/2010 4/2/2013 6,762 4,385 2,378

700 CONMED CORP COM 10/29/2010 9/16/2013 23,161 15,399 7,762

900 CONMED CORP COM 9/22/2010 5/22/2013 29,885 18,869 11,017

600 CONMED CORP COM 5/6/2010 2/14/2013 17,622 13,206 4,416



ATTACHMENT 2APART 3

PAGE 27 OF 87


(C) DATEACQUIRED

(D) DATESOLD




300 CONMED CORP COM 10/29/2010 9/13/2013 9,878 6,600 3,278

600 CONMED CORP COM 11/12/2009 1/23/2013 17,294 13,101 4,193

200 CONMED CORP COM 10/6/2010 7/24/2013 6,493 4,582 1,911

300 CONMED CORP COM 10/7/2010 7/24/2013 9,739 7,014 2,725

400 CONMED CORP COM 9/21/2010 4/18/2013 12,842 8,414 4,428

100 CONMED CORP COM 5/7/2010 4/2/2013 3,406 2,192 1,214

400 CONMED CORP COM 9/20/2010 4/2/2013 13,625 8,371 5,255

200 CONMED CORP COM 9/21/2010 4/2/2013 6,813 4,207 2,606

100 CONMED CORP COM 9/22/2010 6/12/2013 3,208 2,097 1,112

300 CONMED CORP COM 9/23/2010 6/12/2013 9,625 6,305 3,320

600 CONMED CORP COM 11/16/2009 1/25/2013 17,426 13,501 3,925

900 CONMED CORP COM 11/17/2009 1/25/2013 26,139 20,462 5,677

400 CONMED CORP COM 9/22/2010 5/21/2013 13,372 8,406 4,966

300 CONMED CORP COM 9/22/2010 5/21/2013 10,029 6,312 3,717

400 CONMED CORP COM 10/8/2010 8/1/2013 13,240 9,516 3,724

100 CONMED CORP COM 10/28/2010 8/1/2013 3,310 2,163 1,147

200 CONMED CORP COM 4/30/2010 2/11/2013 5,915 4,549 1,366

500 CONMED CORP COM 5/3/2010 2/11/2013 14,786 11,057 3,730

100 CONMED CORP COM 9/22/2010 5/21/2013 3,319 2,097 1,223

200 CONMED CORP COM 9/22/2010 5/21/2013 6,638 4,203 2,435

100 CONMED CORP COM 5/6/2010 2/27/2013 3,092 2,201 891

600 CONMED CORP COM 10/28/2010 9/5/2013 19,629 12,978 6,651

200 CONMED CORP COM 9/30/2010 7/23/2013 6,578 4,495 2,083

100 CONMED CORP COM 10/1/2010 7/23/2013 3,289 2,249 1,040

200 CONMED CORP COM 10/4/2010 7/23/2013 6,578 4,436 2,142

200 CONMED CORP COM 10/5/2010 7/23/2013 6,578 4,559 2,019

400 CONMED CORP COM 9/21/2010 4/30/2013 12,506 8,414 4,092

100 CONMED CORP COM 4/29/2010 1/29/2013 2,955 2,289 666

500 CONMED CORP COM 4/30/2010 1/29/2013 14,775 11,371 3,404

200 CONMED CORP COM 5/6/2010 3/8/2013 6,308 4,402 1,906

300 CONMED CORP COM 9/21/2010 4/30/2013 9,378 6,310 3,067

700 CONMED CORP COM 4/30/2010 1/31/2013 20,504 15,920 4,585

100 CONMED CORP COM 10/28/2010 8/29/2013 3,142 2,163 979

100 CONMED CORP COM 5/6/2010 3/12/2013 3,198 2,201 997

500 CONMED CORP COM 10/28/2010 9/9/2013 16,557 10,815 5,742

200 CONMED CORP COM 10/28/2010 9/9/2013 6,623 4,322 2,301

600 CONSTANT CONTACT INC COM STK 11/1/2010 5/2/2013 8,544 13,818 (5,274)

1,000 CONSTANT CONTACT INC COM STK 11/1/2010 5/6/2013 14,256 22,896 (8,639)



100 CONSTANT CONTACT INC COM STK 8/25/2010 4/30/2013 1,466 1,699 (233)






ATTACHMENT 2APART 3

PAGE 28 OF 87


(C) DATEACQUIRED

(D) DATESOLD


























130 CONTAINER STORE GROUP INC COM 11/1/2013 11/27/2013 5,307 2,340 2,967

509 CONTAINER STORE GROUP INC COM 11/1/2013 12/20/2013 19,976 9,162 10,814

200 COVANCE INC COM 12/10/2012 5/16/2013 15,364 11,720 3,644

100 COVANCE INC COM 12/10/2012 5/16/2013 7,682 5,861 1,821

100 COVANCE INC COM 12/11/2012 5/16/2013 7,682 5,882 1,800

200 COVANCE INC COM 12/11/2012 5/16/2013 15,364 11,793 3,571

100 COVANCE INC COM 10/8/2012 1/22/2013 6,547 4,905 1,642

400 COVANCE INC COM 10/8/2012 1/22/2013 26,189 19,627 6,563

300 COVANCE INC COM 10/9/2012 1/22/2013 19,642 14,726 4,917

300 COVANCE INC COM 10/10/2012 1/25/2013 20,099 14,696 5,402

200 COVANCE INC COM 10/10/2012 1/25/2013 13,399 9,791 3,609

300 COVANCE INC COM 10/11/2012 1/25/2013 20,099 14,867 5,232

500 COVANCE INC COM 11/5/2012 2/25/2013 33,147 25,274 7,873

600 COVANCE INC COM 10/31/2012 2/12/2013 41,270 29,193 12,077

400 COVANCE INC COM 10/31/2012 2/12/2013 27,513 19,567 7,946

100 COVANCE INC COM 11/5/2012 2/27/2013 6,622 5,036 1,586

300 COVANCE INC COM 11/6/2012 2/27/2013 19,865 16,137 3,728

500 COVANCE INC COM 10/11/2012 1/25/2013 33,617 24,778 8,839

400 COVANCE INC COM 10/12/2012 1/25/2013 26,893 19,674 7,219

400 COVANCE INC COM 10/4/2012 1/16/2013 25,369 19,425 5,944

600 COVANCE INC COM 10/4/2012 1/16/2013 38,053 29,130 8,923

400 COVANCE INC COM 10/5/2012 1/16/2013 25,369 19,622 5,747



ATTACHMENT 2APART 3

PAGE 29 OF 87


(C) DATEACQUIRED

(D) DATESOLD




100 COVANCE INC COM 3/13/2013 10/30/2013 8,881 7,053 1,828

200 COVANCE INC COM 12/11/2012 5/22/2013 15,292 11,764 3,528

300 COVANCE INC COM 12/12/2012 5/22/2013 22,938 17,616 5,322

100 COVANCE INC COM 12/31/2012 5/22/2013 7,646 5,724 1,922

100 COVANCE INC COM 3/13/2013 10/30/2013 8,831 7,053 1,777

700 COVANCE INC COM 3/18/2013 10/30/2013 61,815 50,321 11,494

200 COVANCE INC COM 6/24/2013 10/30/2013 17,661 15,384 2,278

600 COVANCE INC COM 10/19/2012 1/30/2013 40,020 29,452 10,568

400 COVANCE INC COM 11/9/2012 5/3/2013 29,139 21,017 8,122

500 COVANCE INC COM 11/5/2012 2/22/2013 33,350 25,274 8,076

500 COVANCE INC COM 7/2/2013 11/19/2013 42,367 39,093 3,274

400 COVANCE INC COM 12/3/2012 5/3/2013 29,174 22,935 6,239

300 COVANCE INC COM 12/4/2012 5/3/2013 21,880 17,183 4,697

300 COVANCE INC COM 12/5/2012 5/3/2013 21,880 17,187 4,693

1,100 COVANCE INC COM 12/31/2012 5/30/2013 83,150 62,963 20,187

500 COVANCE INC COM 3/12/2013 5/30/2013 37,795 35,139 2,657

300 COVANCE INC COM 10/5/2012 1/17/2013 19,354 14,717 4,637

500 COVANCE INC COM 11/6/2012 4/18/2013 36,282 26,161 10,121

200 COVANCE INC COM 11/6/2012 4/18/2013 14,513 10,758 3,755

600 COVANCE INC COM 7/2/2013 11/19/2013 50,639 46,911 3,728

900 COVANCE INC COM 11/6/2012 5/2/2013 66,667 47,090 19,577

200 COVANCE INC COM 11/7/2012 5/2/2013 14,815 11,005 3,810

500 COVANCE INC COM 11/5/2012 2/26/2013 32,795 25,274 7,521

200 COVANCE INC COM 11/5/2012 2/26/2013 13,118 10,072 3,046

600 COVANCE INC COM 3/12/2013 5/31/2013 45,333 42,167 3,166

600 COVANCE INC COM 10/26/2012 2/5/2013 41,041 29,417 11,624

800 COVANCE INC COM 10/5/2012 1/17/2013 51,387 39,233 12,153

300 COVANCE INC COM 10/5/2012 1/17/2013 19,270 14,717 4,553

200 COVANCE INC COM 10/8/2012 1/17/2013 12,847 9,813 3,033

200 COVANCE INC COM 7/2/2013 11/19/2013 16,944 15,637 1,307

300 COVANCE INC COM 11/7/2012 5/2/2013 21,891 16,507 5,384

100 COVANCE INC COM 11/9/2012 5/2/2013 7,297 5,254 2,043

300 COVANCE INC COM 12/5/2012 5/7/2013 22,155 17,187 4,967

100 COVANCE INC COM 12/7/2012 5/7/2013 7,385 5,812 1,573

100 COVANCE INC COM 3/12/2013 6/5/2013 7,229 7,028 201

600 COVANCE INC COM 3/13/2013 6/5/2013 43,375 42,324 1,051

300 COVANCE INC COM 7/2/2013 11/22/2013 25,104 23,449 1,655

100 COVANCE INC COM 7/2/2013 11/22/2013 8,368 7,819 549

800 COVANCE INC COM 3/12/2013 6/3/2013 58,888 56,222 2,666

800 COVANCE INC COM 10/19/2012 2/1/2013 54,298 39,269 15,029

200 COVANCE INC COM 10/16/2012 1/29/2013 13,356 9,931 3,425

700 COVANCE INC COM 10/9/2012 1/24/2013 46,391 34,360 12,031

400 COVANCE INC COM 10/9/2012 1/24/2013 26,509 19,614 6,895

500 COVANCE INC COM 10/10/2012 1/24/2013 33,136 24,494 8,642



ATTACHMENT 2APART 3

PAGE 30 OF 87


(C) DATEACQUIRED

(D) DATESOLD




100 COVANCE INC COM 10/10/2012 1/24/2013 6,627 4,902 1,725

500 COVANCE INC COM 12/7/2012 5/14/2013 38,447 29,059 9,388

200 COVANCE INC COM 12/10/2012 5/14/2013 15,379 11,721 3,657

390 COVANCE INC COM 7/2/2013 11/27/2013 33,082 30,254 2,828

100 COVANCE INC COM 7/2/2013 11/27/2013 8,482 7,816 666

100 COVANCE INC COM 10/19/2012 2/1/2013 6,776 4,909 1,867

300 COVANCE INC COM 10/22/2012 2/1/2013 20,328 14,709 5,619

200 COVANCE INC COM 10/23/2012 2/1/2013 13,552 9,755 3,797

500 COVANCE INC COM 10/23/2012 2/1/2013 33,880 24,401 9,479

100 COVANCE INC COM 10/16/2012 1/29/2013 6,718 4,955 1,764

500 COVANCE INC COM 10/16/2012 1/29/2013 33,592 24,828 8,764

100 COVANCE INC COM 10/17/2012 1/29/2013 6,718 4,960 1,759

200 COVANCE INC COM 10/17/2012 1/29/2013 13,437 9,912 3,525

100 COVANCE INC COM 10/12/2012 1/28/2013 6,720 4,903 1,817

100 COVANCE INC COM 10/12/2012 1/28/2013 6,720 4,919 1,801

100 COVANCE INC COM 10/15/2012 1/28/2013 6,720 4,936 1,784

300 COVANCE INC COM 10/31/2012 2/13/2013 20,683 14,597 6,086

200 COVANCE INC COM 11/1/2012 2/13/2013 13,789 10,010 3,779

200 COVANCE INC COM 11/2/2012 2/13/2013 13,789 10,001 3,788

100 COVANCE INC COM 11/2/2012 2/13/2013 6,894 4,997 1,898

200 COVANCE INC COM 11/2/2012 2/21/2013 13,365 9,993 3,372

1,100 COVANCE INC COM 11/5/2012 2/21/2013 73,505 55,603 17,902

700 COVANCE INC COM 3/13/2013 6/20/2013 52,404 49,374 3,030

100 COVANCE INC COM 3/13/2013 6/20/2013 7,486 7,054 432

1,100 COVANCE INC COM 6/24/2013 11/12/2013 94,541 84,611 9,930

200 COVANCE INC COM 7/2/2013 11/12/2013 17,189 15,637 1,552

300 COVANCE INC COM 10/17/2012 1/29/2013 20,081 14,868 5,213

700 COVANCE INC COM 10/17/2012 1/29/2013 46,856 34,628 12,228

300 COVANCE INC COM 10/18/2012 1/29/2013 20,081 14,810 5,272

700 COVANCE INC COM 10/18/2012 1/29/2013 46,856 34,591 12,265

200 COVANCE INC COM 10/19/2012 1/29/2013 13,387 9,817 3,570

100 COVANCE INC COM 10/19/2012 1/29/2013 6,694 4,926 1,768

600 COVANCE INC COM 3/13/2013 7/9/2013 47,125 42,320 4,805

300 COVANCE INC COM 10/26/2012 2/8/2013 20,612 14,709 5,904

300 COVANCE INC COM 10/31/2012 2/8/2013 20,612 14,676 5,937

1,830 CROCS INC COM 4/23/2013 11/27/2013 25,394 28,396 (3,001)

7,200 CROCS INC COM 4/23/2013 11/27/2013 99,912 111,852 (11,940)

2,700 CROCS INC COM 4/22/2013 7/9/2013 46,689 41,060 5,629

1,300 CROCS INC COM 4/23/2013 7/9/2013 22,480 20,196 2,284

100 CUMBERLAND PHARMACEUTICALS INC COM STK 7/27/2011 3/1/2013 435 633 (198)

400 CUMBERLAND PHARMACEUTICALS INC COM STK 7/28/2011 3/1/2013 1,741 2,526 (786)



200 CUMBERLAND PHARMACEUTICALS INC COM STK 5/20/2010 1/7/2013 890 1,294 (404)



ATTACHMENT 2APART 3

PAGE 31 OF 87


(C) DATEACQUIRED

(D) DATESOLD







600 CUMBERLAND PHARMACEUTICALS INC COM STK 6/29/2010 2/4/2013 2,678 3,935 (1,257)

















1,000 CUMBERLAND PHARMACEUTICALS INC COM STK 5/20/2010 1/4/2013 4,406 6,471 (2,066)


























ATTACHMENT 2APART 3

PAGE 32 OF 87


(C) DATEACQUIRED

(D) DATESOLD






















2,900 CYPRESS SEMICONDUCTOR CORP COM 1/26/2012 1/29/2013 29,225 55,629 (26,404)


900 CYPRESS SEMICONDUCTOR CORP COM 11/17/2011 1/24/2013 9,068 17,336 (8,267)









300 CYPRESS SEMICONDUCTOR CORP COM 12/5/2012 2/5/2013 2,970 3,008 (38)





1,900 CYPRESS SEMICONDUCTOR CORP COM 12/5/2012 2/21/2013 18,952 19,048 (96)




1,100 CYPRESS SEMICONDUCTOR CORP COM 1/14/2013 3/1/2013 11,219 11,152 67





900 CYPRESS SEMICONDUCTOR CORP COM 1/14/2013 2/25/2013 9,027 9,124 (97)



ATTACHMENT 2APART 3

PAGE 33 OF 87


(C) DATEACQUIRED

(D) DATESOLD




800 CYPRESS SEMICONDUCTOR CORP COM 1/14/2013 3/5/2013 8,477 8,110 367









1,600 DENDREON CORP COM STK ISIN US24823Q1076 6/14/2012 4/1/2013 7,344 12,316 (4,973)












200 DEXCOM INC COM 5/4/2010 5/22/2013 4,265 2,191 2,074

900 DEXCOM INC COM 4/30/2010 5/14/2013 17,865 9,970 7,895

800 DEXCOM INC COM 11/5/2010 6/5/2013 17,480 8,935 8,544

600 DEXCOM INC COM 11/5/2010 8/6/2013 13,483 6,577 6,906

1,300 DEXCOM INC COM 11/5/2010 7/31/2013 29,153 14,250 14,903

2,500 DEXCOM INC COM 11/5/2010 7/9/2013 56,584 27,923 28,661

2,300 DEXCOM INC COM 11/5/2010 7/9/2013 52,057 25,211 26,846

100 DEXCOM INC COM 5/4/2010 5/22/2013 2,108 1,096 1,012

200 DEXCOM INC COM 11/5/2010 5/22/2013 4,215 2,234 1,982

900 DEXCOM INC COM 11/5/2010 8/1/2013 19,827 9,865 9,962

300 DEXCOM INC COM 11/5/2010 8/7/2013 6,592 3,288 3,303

1,100 DEXCOM INC COM 11/5/2010 6/20/2013 22,298 12,286 10,012

700 DEXCOM INC COM 4/30/2010 5/9/2013 13,688 7,755 5,934

100 DEXCOM INC COM 11/5/2010 11/7/2013 3,207 1,096 2,111

800 DEXCOM INC COM 5/3/2010 5/21/2013 16,789 8,975 7,814

500 DEXCOM INC COM 5/4/2010 5/21/2013 10,493 5,478 5,015

1,600 DEXCOM INC COM 11/5/2010 11/7/2013 52,064 17,538 34,526

500 DEXCOM INC COM 11/5/2010 7/23/2013 11,588 5,481 6,108

600 DEXCOM INC COM 4/30/2010 5/10/2013 11,974 6,647 5,327

200 DEXCOM INC COM 4/27/2010 5/3/2013 3,705 2,144 1,561

800 DEXCOM INC COM 4/27/2010 5/3/2013 14,821 8,604 6,217

200 DEXCOM INC COM 11/5/2010 6/14/2013 4,401 2,234 2,167

500 DEXCOM INC COM 4/27/2010 5/3/2013 9,179 5,360 3,819



ATTACHMENT 2APART 3

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(D) DATESOLD




1,000 DEXCOM INC COM 4/28/2010 5/3/2013 18,357 10,900 7,457

200 DEXCOM INC COM 4/29/2010 5/3/2013 3,672 2,260 1,412

500 DEXCOM INC COM 11/5/2010 11/27/2013 16,376 5,481 10,895

4,600 DEXCOM INC COM 11/9/2010 11/27/2013 150,657 48,760 101,897

7,000 DEXCOM INC COM 2/8/2011 11/27/2013 229,261 99,329 129,932

400 DEXCOM INC COM 2/15/2011 11/27/2013 13,101 5,861 7,240

200 DEXCOM INC COM 2/16/2011 11/27/2013 6,550 2,938 3,612

1,100 DEXCOM INC COM 2/24/2011 11/27/2013 36,027 15,591 20,436

530 DEXCOM INC COM 7/5/2011 11/27/2013 17,358 7,918 9,440

800 DEXCOM INC COM 11/5/2010 6/14/2013 17,602 8,935 8,667

1,200 DEXCOM INC COM 4/29/2010 5/3/2013 22,142 13,308 8,833

100 DEXCOM INC COM 4/29/2010 5/3/2013 1,845 1,130 715

400 DEXCOM INC COM 4/30/2010 5/3/2013 7,381 4,498 2,883

100 DEXCOM INC COM 4/30/2010 5/3/2013 1,845 1,108 737

1,700 DEXCOM INC COM 1/15/2010 5/2/2013 30,561 14,875 15,686

1,300 DEXCOM INC COM 4/27/2010 5/2/2013 23,370 13,981 9,389

700 DEXCOM INC COM 11/5/2010 6/14/2013 15,373 7,818 7,555

400 DEXCOM INC COM 5/4/2010 5/22/2013 8,333 4,382 3,951

1,500 DEXCOM INC COM 11/5/2010 6/19/2013 32,205 16,754 15,451

1,400 DEXCOM INC COM 4/30/2010 5/7/2013 25,186 15,509 9,677

800 DEXCOM INC COM 11/5/2010 6/5/2013 17,442 8,935 8,507

500 DEXCOM INC COM 11/5/2010 8/5/2013 11,403 5,481 5,923

600 DEXCOM INC COM 11/5/2010 7/31/2013 13,091 6,577 6,514

1,700 EAGLE MATLS INC COM 9/12/2013 11/27/2013 132,349 119,199 13,150

200 EAGLE MATLS INC COM 9/12/2013 11/27/2013 15,570 13,993 1,577

540 EAGLE MATLS INC COM 9/13/2013 11/27/2013 42,040 38,099 3,941

1,500 ELLIE MAE INC COM STK 8/29/2013 11/27/2013 42,656 42,588 68

1,700 ELLIE MAE INC COM STK 8/30/2013 11/27/2013 48,343 49,216 (872)

1,900 ELLIE MAE INC COM STK 9/3/2013 11/27/2013 54,031 54,847 (816)

1,400 ELLIE MAE INC COM STK 9/4/2013 11/27/2013 39,812 41,955 (2,143)

700 ELLIE MAE INC COM STK 9/6/2013 11/27/2013 19,906 21,025 (1,119)

300 ELLIE MAE INC COM STK 9/9/2013 11/27/2013 8,531 9,006 (475)



800 ELLIE MAE INC COM STK 9/13/2013 11/27/2013 22,750 23,806 (1,056)





4,700 EMERALD OIL INC COM NEW COM NEW 5/17/2013 7/9/2013 34,258 28,670 5,588







ATTACHMENT 2APART 3

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(D) DATESOLD






2,100 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/29/2013 7/9/2013 107,508 89,814 17,694

200 ENDURANCE SPECIALTY HOLDINGS LTD COM USD1 1/29/2013 11/27/2013 11,383 8,554 2,829



170 ENVESTNET INC COM STK 3/27/2013 12/2/2013 6,589 2,982 3,607


1,000 ENVESTNET INC COM STK 3/27/2013 12/10/2013 38,325 17,489 20,836















1,700 EXONE CO COM 10/8/2013 11/19/2013 99,609 86,478 13,130

182 EXONE CO COM 2/6/2013 2/8/2013 5,706 3,276 2,430

1,718 EXONE CO COM 2/7/2013 2/8/2013 53,865 46,241 7,624

1,470 EXONE CO COM 10/9/2013 11/27/2013 77,852 76,174 1,678

900 EXONE CO COM 10/9/2013 11/27/2013 47,665 47,646 19

1,882 EXONE CO COM 2/7/2013 2/12/2013 52,896 50,655 2,240

1,700 EXONE CO COM 10/8/2013 11/25/2013 87,494 86,478 1,015

900 FEI CO COM 1/11/2013 3/15/2013 55,862 52,609 3,254

500 FEI CO COM 1/11/2013 3/27/2013 31,758 29,227 2,531

300 FEI CO COM 1/14/2013 3/27/2013 19,055 17,297 1,757

200 FEI CO COM 1/14/2013 3/27/2013 12,684 11,493 1,191

100 FEI CO COM 1/14/2013 3/27/2013 6,342 5,766 576

600 FEI CO COM 1/15/2013 3/27/2013 38,051 34,507 3,544

1,800 FIDELITY NATIONAL FINANCIAL INC CL A 1/13/2012 6/17/2013 43,924 29,568 14,356



910 FIDELITY NATIONAL FINANCIAL INC CL A 4/26/2012 11/27/2013 26,165 17,304 8,861







ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD







200 FIDELITY NATIONAL FINANCIAL INC CL A 1/26/2012 6/21/2013 4,488 3,648 840




















3,410 FIESTA RESTAURANT GROUP INC COM 3/22/2013 11/27/2013 168,098 88,303 79,795

1,700 FIESTA RESTAURANT GROUP INC COM 3/22/2013 7/9/2013 58,516 44,022 14,494

313 FIREEYE INC COM 9/19/2013 11/19/2013 11,360 6,260 5,100

3,410 FLIR SYS INC COM 5/24/2013 11/27/2013 101,526 82,321 19,204

1,900 FLIR SYS INC COM 5/24/2013 7/9/2013 54,487 45,868 8,618

400 FLUIDIGM CORP DEL COM STK 2/6/2012 11/4/2013 11,825 6,005 5,821








1,400 FLUIDIGM CORP DEL COM STK 1/25/2012 1/10/2013 21,304 21,095 210




1,200 FLUIDIGM CORP DEL COM STK 1/25/2012 7/9/2013 20,307 18,081 2,226






ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD
















700 FORTINET INC COM 10/24/2011 1/10/2013 13,576 12,635 941

400 FORTINET INC COM 10/25/2011 1/10/2013 7,758 8,051 (293)

300 FORTINET INC COM 1/3/2012 11/27/2013 5,835 6,396 (561)

1,000 FORTINET INC COM 10/19/2012 11/27/2013 19,449 19,464 (16)

1,500 FORTINET INC COM 10/19/2012 11/27/2013 29,173 29,236 (63)

1,800 FORTINET INC COM 10/19/2012 11/27/2013 35,008 35,137 (129)

400 FORTINET INC COM 10/19/2012 11/27/2013 7,780 7,852 (72)

900 FORTINET INC COM 10/22/2012 11/27/2013 17,504 17,661 (157)

1,100 FORTINET INC COM 10/23/2012 11/27/2013 21,394 21,508 (115)

2,210 FORTINET INC COM 3/12/2013 11/27/2013 42,982 53,942 (10,960)

1,000 FORTINET INC COM 10/24/2011 1/4/2013 19,175 18,050 1,124

1,100 FORTINET INC COM 10/25/2011 7/9/2013 20,040 22,141 (2,100)

1,500 FORTINET INC COM 10/26/2011 7/9/2013 27,328 30,862 (3,534)

900 FORTINET INC COM 12/28/2011 7/9/2013 16,397 19,205 (2,808)

100 FORTINET INC COM 1/3/2012 7/9/2013 1,822 2,132 (310)

600 FORTINET INC COM 10/21/2011 1/3/2013 11,578 10,629 949

600 FORTINET INC COM 10/24/2011 1/3/2013 11,578 10,830 748

100 FOUNDATION MEDICINE INC COM 9/25/2013 11/27/2013 2,520 1,800 720

430 FOUNDATION MEDICINE INC COM 9/27/2013 11/27/2013 10,835 15,176 (4,341)

100 FOUNDATION MEDICINE INC COM 9/27/2013 11/27/2013 2,520 3,577 (1,057)

1,400 FOUNDATION MEDICINE INC COM 9/27/2013 11/27/2013 35,277 50,220 (14,943)

3,500 GLOBE SPECIALTY METALS INC COM STK 1/2/2013 7/9/2013 38,350 49,803 (11,454)

600 GLOBE SPECIALTY METALS INC COM STK 1/3/2013 7/9/2013 6,574 8,607 (2,033)

1,600 GLOBE SPECIALTY METALS INC COM STK 1/7/2013 7/9/2013 17,531 22,832 (5,301)

8,800 GLOBE SPECIALTY METALS INC COM STK 1/7/2013 11/27/2013 156,551 125,576 30,975

1,400 GLOBE SPECIALTY METALS INC COM STK 1/9/2013 11/27/2013 24,906 20,436 4,470

600 GLOBE SPECIALTY METALS INC COM STK 1/10/2013 11/27/2013 10,674 8,871 1,803

600 GLOBE SPECIALTY METALS INC COM STK 1/11/2013 11/27/2013 10,674 8,847 1,827

210 GLOBE SPECIALTY METALS INC COM STK 1/14/2013 11/27/2013 3,736 3,070 666

300 GREEN DOT CORP COM STK 10/25/2011 1/3/2013 3,758 9,814 (6,056)

1,800 GREEN DOT CORP COM STK 10/27/2011 1/3/2013 22,548 62,409 (39,860)




ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD









400 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/2/2013 10/22/2013 19,735 17,337 2,398


100 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/2/2013 11/27/2013 4,672 4,334 338



620 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/8/2013 12/11/2013 27,246 28,082 (836)


20 GUIDEWIRE SOFTWARE INC COM USD0.0001 7/5/2013 12/10/2013 903 895 8


500 HANESBRANDS INC COM STK 5/20/2011 3/7/2013 19,577 15,229 4,348


4,000 HANESBRANDS INC COM STK 5/23/2011 3/8/2013 158,099 120,842 37,256







1,722 HARMAN INTL INDS INC NEW COM STK USD0.01 1/26/2012 11/27/2013 138,742 75,801 62,941

398 HARMAN INTL INDS INC NEW COM STK USD0.01 1/27/2012 11/27/2013 32,067 17,399 14,668














1,178 HARMAN INTL INDS INC NEW COM STK USD0.01 1/26/2012 5/1/2013 52,402 51,855 547

3,600 HEARTLAND PMT SYS INC COM STK 1/2/2013 11/27/2013 162,700 108,822 53,878

500 HEARTLAND PMT SYS INC COM STK 1/3/2013 11/27/2013 22,597 15,151 7,447

300 HEARTLAND PMT SYS INC COM STK 1/4/2013 11/27/2013 13,558 9,237 4,322





ATTACHMENT 2APART 3

PAGE 39 OF 87


(C) DATEACQUIRED

(D) DATESOLD




200 HEARTWARE INTL INC COM COM 3/13/2013 10/18/2013 15,038 17,290 (2,252)



500 HEARTWARE INTL INC COM COM 3/13/2013 7/9/2013 47,714 44,210 3,504

120 HEARTWARE INTL INC COM COM 4/24/2013 11/27/2013 11,156 10,262 894








100 HEARTWARE INTL INC COM COM 4/24/2013 12/30/2013 9,321 8,552 769






800 HLTH MGMT ASSOC INC NEW CL A COM 4/5/2012 1/16/2013 7,585 5,759 1,827

1,200 HLTH MGMT ASSOC INC NEW CL A COM 6/12/2012 1/16/2013 11,378 7,998 3,379



100 HLTH MGMT ASSOC INC NEW CL A COM 9/24/2012 1/17/2013 963 857 105









1,000 HORNBECK OFFSHORE SVCS INC NEW COM 1/25/2013 7/19/2013 56,466 37,175 19,292

200 HORNBECK OFFSHORE SVCS INC NEW COM 4/2/2013 9/16/2013 11,474 8,998 2,476








100 HORNBECK OFFSHORE SVCS INC NEW COM 6/11/2013 10/1/2013 5,719 5,296 423






ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD


















































ATTACHMENT 2APART 3

PAGE 41 OF 87


(C) DATEACQUIRED

(D) DATESOLD









700 HUB GROUP INC CL A 3/25/2009 11/27/2013 26,334 11,215 15,119

200 HUB GROUP INC CL A 3/30/2009 11/27/2013 7,524 3,312 4,212

100 HUB GROUP INC CL A 3/31/2009 11/27/2013 3,762 1,657 2,105

100 HUB GROUP INC CL A 4/1/2009 11/27/2013 3,762 1,670 2,092

800 HUB GROUP INC CL A 4/1/2009 11/27/2013 30,096 13,724 16,372

500 HUB GROUP INC CL A 8/3/2009 11/27/2013 18,810 11,014 7,796

1,900 HUB GROUP INC CL A 8/4/2009 11/27/2013 71,479 41,831 29,648

2,240 HUB GROUP INC CL A 8/5/2009 11/27/2013 84,270 48,900 35,369

100 HUB GROUP INC CL A 3/24/2009 7/9/2013 3,713 1,508 2,205

1,500 HUB GROUP INC CL A 3/24/2009 7/9/2013 55,688 24,071 31,617

2,000 HUB GROUP INC CL A 3/25/2009 7/9/2013 74,251 32,044 42,207

600 ILLUMINA INC COM 12/9/2011 5/7/2013 39,683 17,274 22,409

400 ILLUMINA INC COM 4/15/2013 7/24/2013 32,030 23,238 8,792

100 ILLUMINA INC COM 4/30/2013 7/24/2013 8,007 6,445 1,562

400 ILLUMINA INC COM 11/15/2011 5/6/2013 26,504 12,725 13,778

200 ILLUMINA INC COM 4/2/2013 5/21/2013 14,635 10,946 3,689

600 ILLUMINA INC COM 4/11/2013 5/21/2013 43,905 34,802 9,103

900 ILLUMINA INC COM 12/9/2011 5/10/2013 64,207 25,803 38,404

100 ILLUMINA INC COM 12/9/2011 5/10/2013 7,134 2,879 4,255

900 ILLUMINA INC COM 1/10/2012 5/10/2013 64,207 28,087 36,121

400 ILLUMINA INC COM 6/7/2012 5/10/2013 28,537 16,216 12,321

300 ILLUMINA INC COM 6/8/2012 5/10/2013 21,402 11,585 9,817

200 ILLUMINA INC COM 11/15/2011 5/6/2013 13,312 6,363 6,949

200 ILLUMINA INC COM 11/16/2011 5/6/2013 13,312 6,254 7,058

400 ILLUMINA INC COM 4/11/2013 5/21/2013 29,305 23,201 6,104

200 ILLUMINA INC COM 6/8/2012 5/10/2013 13,435 7,724 5,711

900 ILLUMINA INC COM 6/13/2012 5/10/2013 60,457 35,507 24,951

500 ILLUMINA INC COM 7/9/2012 5/10/2013 33,588 20,385 13,202

600 ILLUMINA INC COM 7/19/2012 5/10/2013 40,305 25,534 14,771

300 ILLUMINA INC COM 8/16/2012 5/10/2013 20,153 12,461 7,692

500 ILLUMINA INC COM 11/16/2011 5/6/2013 33,027 15,635 17,392

200 ILLUMINA INC COM 8/16/2012 5/13/2013 13,691 8,307 5,384

100 ILLUMINA INC COM 10/18/2012 5/13/2013 6,846 4,704 2,142

400 ILLUMINA INC COM 10/19/2012 5/13/2013 27,382 18,801 8,581

800 ILLUMINA INC COM 10/19/2012 5/13/2013 54,765 37,571 17,194

300 ILLUMINA INC COM 10/13/2011 1/22/2013 15,219 7,962 7,258

1,000 ILLUMINA INC COM 10/25/2011 1/22/2013 50,731 30,950 19,781

500 ILLUMINA INC COM 4/30/2013 10/2/2013 40,132 32,227 7,905

200 ILLUMINA INC COM 12/21/2012 5/17/2013 14,372 11,148 3,224



ATTACHMENT 2APART 3

PAGE 42 OF 87


(C) DATEACQUIRED

(D) DATESOLD




300 ILLUMINA INC COM 12/21/2012 5/17/2013 21,558 17,025 4,533

200 ILLUMINA INC COM 10/19/2012 5/13/2013 13,833 9,393 4,440

1,000 ILLUMINA INC COM 11/7/2012 5/13/2013 69,164 48,692 20,472

400 ILLUMINA INC COM 12/20/2012 5/13/2013 27,666 22,665 5,001

2,600 ILLUMINA INC COM 12/20/2012 5/13/2013 179,826 147,401 32,426

500 ILLUMINA INC COM 12/21/2012 5/17/2013 35,597 27,869 7,727

600 ILLUMINA INC COM 10/25/2011 5/3/2013 38,974 17,938 21,035

300 ILLUMINA INC COM 10/25/2011 5/3/2013 19,487 9,285 10,202

500 ILLUMINA INC COM 10/27/2011 5/3/2013 32,478 15,794 16,684

100 ILLUMINA INC COM 4/15/2013 7/9/2013 7,387 5,809 1,577

1,600 ILLUMINA INC COM 10/27/2011 5/3/2013 104,745 50,542 54,204

1,200 ILLUMINA INC COM 11/15/2011 5/3/2013 78,559 38,176 40,382

300 ILLUMINA INC COM 4/11/2013 5/22/2013 21,701 17,401 4,300

600 ILLUMINA INC COM 12/9/2011 5/8/2013 39,691 17,274 22,417

300 ILLUMINA INC COM 12/20/2012 5/14/2013 20,780 16,999 3,782

700 ILLUMINA INC COM 12/20/2012 5/14/2013 48,487 38,930 9,558

100 ILLUMINA INC COM 12/21/2012 5/14/2013 6,927 5,675 1,252

600 ILLUMINA INC COM 11/15/2011 5/3/2013 38,873 19,088 19,785

300 ILLUMINA INC COM 4/11/2013 5/22/2013 21,552 17,401 4,151

200 ILLUMINA INC COM 4/15/2013 5/22/2013 14,368 11,619 2,749

900 ILLUMINA INC COM 12/9/2011 5/8/2013 60,083 25,911 34,172

500 ILLUMINA INC COM 12/21/2012 5/14/2013 34,444 28,376 6,068

100 ILLUMINA INC COM 12/21/2012 5/20/2013 7,301 5,574 1,727

600 ILLUMINA INC COM 4/2/2013 5/20/2013 43,807 32,839 10,968

600 INCYTE CORP COM 8/29/2013 12/3/2013 28,149 21,024 7,125

1,000 INCYTE CORP COM 8/29/2013 12/2/2013 46,201 35,040 11,161

4,500 INCYTE CORP COM 3/8/2013 8/13/2013 121,398 104,796 16,602

3,200 INCYTE CORP COM 3/8/2013 8/13/2013 86,327 74,560 11,767

2,300 INCYTE CORP COM 3/12/2013 8/13/2013 62,048 53,925 8,123

3,900 INCYTE CORP COM 3/13/2013 8/13/2013 105,212 93,175 12,036

310 INCYTE CORP COM 8/29/2013 11/29/2013 14,484 10,862 3,621

590 INCYTE CORP COM 8/29/2013 11/29/2013 27,565 20,708 6,857

800 INCYTE CORP COM 6/17/2013 11/22/2013 38,667 17,151 21,515

100 INCYTE CORP COM 8/1/2013 11/22/2013 4,833 2,551 2,282

200 INCYTE CORP COM 3/15/2013 11/7/2013 7,154 4,964 2,190

1,200 INCYTE CORP COM 4/24/2013 11/7/2013 42,925 26,630 16,294

600 INCYTE CORP COM 8/1/2013 11/22/2013 29,813 15,309 14,504

900 INCYTE CORP COM 8/2/2013 11/27/2013 42,307 24,434 17,873

1,200 INCYTE CORP COM 8/27/2013 11/27/2013 56,410 41,763 14,647

110 INCYTE CORP COM 8/29/2013 11/27/2013 5,171 3,861 1,310

500 INCYTE CORP COM 4/24/2013 11/7/2013 18,047 11,096 6,951

1,400 INCYTE CORP COM 4/26/2013 11/19/2013 65,606 31,425 34,181

100 INCYTE CORP COM 5/13/2013 11/19/2013 4,686 2,342 2,344

10 INCYTE CORP COM 9/11/2013 12/18/2013 480 359 121



ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD




590 INCYTE CORP COM 9/11/2013 12/18/2013 28,296 21,253 7,042

700 INCYTE CORP COM 3/15/2013 10/22/2013 26,344 17,375 8,970

400 INCYTE CORP COM 4/24/2013 11/7/2013 14,395 8,877 5,518

1,800 INCYTE CORP COM 4/25/2013 11/7/2013 64,777 40,916 23,861

1,100 INCYTE CORP COM 4/26/2013 11/7/2013 39,586 24,691 14,895

1,000 INCYTE CORP COM 5/13/2013 11/19/2013 46,741 23,419 23,322

100 INCYTE CORP COM 6/17/2013 11/19/2013 4,674 2,144 2,530

100 INCYTE CORP COM 8/1/2013 11/25/2013 4,792 2,551 2,240

400 INCYTE CORP COM 3/13/2013 10/18/2013 15,180 9,556 5,623

400 INCYTE CORP COM 3/15/2013 10/18/2013 15,180 9,928 5,251

600 INCYTE CORP COM 8/1/2013 11/26/2013 28,425 15,309 13,116

100 INCYTE CORP COM 8/2/2013 11/26/2013 4,738 2,715 2,023

3,100 INCYTE CORP COM 3/7/2013 7/9/2013 70,704 71,351 (647)

100 INCYTE CORP COM 3/7/2013 8/8/2013 2,630 2,302 328

100 INCYTE CORP COM 3/8/2013 8/8/2013 2,630 2,330 300

700 INCYTE CORP COM 8/1/2013 11/25/2013 33,465 17,860 15,605

800 INCYTE CORP COM 3/8/2013 8/8/2013 21,259 18,640 2,619

500 INCYTE CORP COM 3/7/2013 8/7/2013 13,194 11,508 1,686

500 INCYTE CORP COM 6/17/2013 11/21/2013 23,852 10,720 13,132

1,300 INCYTE CORP COM 3/7/2013 8/7/2013 34,574 29,922 4,652

800 INCYTE CORP COM 6/17/2013 11/21/2013 38,071 17,151 20,920

600 INCYTE CORP COM 9/11/2013 12/31/2013 30,289 21,519 8,770

190 INCYTE CORP COM 8/29/2013 12/11/2013 9,089 6,658 2,432

800 INCYTE CORP COM 8/30/2013 12/11/2013 38,270 27,359 10,911

210 INCYTE CORP COM 9/11/2013 12/11/2013 10,046 7,586 2,460

490 INCYTE CORP COM 9/11/2013 12/13/2013 23,755 17,701 6,054

10 INCYTE CORP COM 9/11/2013 12/13/2013 485 360 125

1,500 INGRAM MICRO INC CL A 5/2/2011 4/30/2013 26,478 28,480 (2,002)

300 INGRAM MICRO INC CL A 5/2/2011 4/30/2013 5,296 5,696 (400)


2,400 INGRAM MICRO INC CL A 10/28/2011 6/28/2013 45,660 43,951 1,709

340 INGRAM MICRO INC CL A 1/5/2012 11/27/2013 7,910 6,211 1,699



100 INGRAM MICRO INC CL A 12/29/2011 9/27/2013 2,282 1,836 445












ATTACHMENT 2APART 3

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(C) DATEACQUIRED

(D) DATESOLD








700 INGRAM MICRO INC CL A 2/15/2011 4/12/2013 12,952 14,014 (1,062)

40 INGRAM MICRO INC CL A 12/29/2011 9/27/2013 914 734 180


















700 INGRAM MICRO INC CL A 3/3/2011 4/18/2013 12,320 14,057 (1,737)











1,100 INGRAM MICRO INC CL A 2/11/2011 4/10/2013 21,154 21,520 (366)


1,200 INGRAM MICRO INC CL A 2/11/2011 4/11/2013 22,851 23,476 (625)










ATTACHMENT 2APART 3

PAGE 45 OF 87


(C) DATEACQUIRED

(D) DATESOLD















1,700 INSPERITY INC COM 3/8/2010 11/27/2013 59,817 33,085 26,732




110 INSPERITY INC COM 3/11/2010 11/27/2013 3,871 2,165 1,706





610 INSULET CORP COM STK 7/20/2011 12/5/2013 21,935 13,531 8,405




1,100 INSULET CORP COM STK 6/29/2010 4/16/2013 28,604 16,983 11,621






















ATTACHMENT 2APART 3

PAGE 46 OF 87


(C) DATEACQUIRED

(D) DATESOLD


























100 INSULET CORP COM STK 6/29/2010 4/30/2013 2,530 1,544 986

300 INTEVAC INC COM 1/18/2011 2/1/2013 1,257 4,537 (3,280)

500 INTEVAC INC COM 1/19/2011 2/1/2013 2,095 7,559 (5,464)

1,400 INTEVAC INC COM 2/1/2011 2/1/2013 5,866 19,432 (13,566)

4,100 INTEVAC INC COM 2/2/2011 2/1/2013 17,179 51,694 (34,515)

900 INTEVAC INC COM 3/8/2011 2/6/2013 3,880 10,968 (7,088)

1,400 INTEVAC INC COM 3/9/2011 2/6/2013 6,036 17,334 (11,298)

200 INTEVAC INC COM 3/10/2011 2/6/2013 862 2,437 (1,575)

1,500 INTEVAC INC COM 1/6/2010 1/22/2013 6,467 23,189 (16,722)

700 INTEVAC INC COM 3/10/2010 1/22/2013 3,018 10,842 (7,824)

200 INTEVAC INC COM 7/20/2010 1/24/2013 859 2,157 (1,299)

1,300 INTEVAC INC COM 7/21/2010 1/24/2013 5,582 14,208 (8,626)

200 INTEVAC INC COM 1/5/2010 1/14/2013 880 2,930 (2,050)

300 INTEVAC INC COM 1/6/2010 1/14/2013 1,320 4,638 (3,318)

3,100 INTEVAC INC COM 3/10/2011 2/6/2013 13,679 37,439 (23,760)

1,100 INTEVAC INC COM 3/10/2011 2/6/2013 4,854 13,404 (8,550)

300 INTEVAC INC COM 5/3/2011 2/6/2013 1,324 3,362 (2,038)

300 INTEVAC INC COM 5/3/2011 2/6/2013 1,324 3,368 (2,044)

400 INTEVAC INC COM 5/4/2011 2/6/2013 1,765 4,490 (2,725)

1,600 INTEVAC INC COM 5/5/2011 2/6/2013 7,060 18,015 (10,955)

300 INTEVAC INC COM 9/30/2011 2/6/2013 1,324 2,150 (827)

300 INTEVAC INC COM 1/5/2010 1/10/2013 1,293 4,395 (3,102)



ATTACHMENT 2APART 3

PAGE 47 OF 87


(C) DATEACQUIRED

(D) DATESOLD




100 INTEVAC INC COM 7/21/2010 1/28/2013 433 1,093 (660)

100 INTEVAC INC COM 7/22/2010 1/28/2013 433 1,092 (659)

400 INTEVAC INC COM 1/12/2011 1/28/2013 1,733 6,008 (4,274)

900 INTEVAC INC COM 1/13/2011 1/28/2013 3,900 13,518 (9,618)

200 INTEVAC INC COM 1/6/2010 1/15/2013 879 3,092 (2,213)

900 INTEVAC INC COM 1/5/2010 1/2/2013 4,194 13,480 (9,286)

200 INTEVAC INC COM 3/10/2010 1/23/2013 878 3,098 (2,219)

500 INTEVAC INC COM 3/11/2010 1/23/2013 2,196 7,684 (5,489)

1,300 INTEVAC INC COM 7/20/2010 1/23/2013 5,709 14,099 (8,390)

200 INTEVAC INC COM 7/20/2010 1/23/2013 878 2,157 (1,279)

400 INTEVAC INC COM 1/5/2010 1/3/2013 1,844 5,991 (4,148)

300 INTEVAC INC COM 7/21/2010 1/25/2013 1,287 3,279 (1,991)

400 INTEVAC INC COM 1/5/2010 1/4/2013 1,830 5,991 (4,161)

700 INTEVAC INC COM 1/6/2010 1/18/2013 3,077 10,821 (7,744)

500 INTEVAC INC COM 1/14/2011 1/29/2013 2,156 7,597 (5,441)

100 INTEVAC INC COM 1/18/2011 1/29/2013 431 1,512 (1,081)

700 INTEVAC INC COM 1/6/2010 1/17/2013 3,088 10,821 (7,733)

700 INTEVAC INC COM 2/2/2011 2/6/2013 3,024 8,826 (5,802)

400 INTEVAC INC COM 2/23/2011 2/6/2013 1,728 4,949 (3,221)

1,200 INTEVAC INC COM 3/7/2011 2/6/2013 5,184 14,824 (9,640)

100 INTEVAC INC COM 3/8/2011 2/6/2013 432 1,219 (787)

100 INTEVAC INC COM 1/5/2010 1/9/2013 437 1,498 (1,060)

500 INTEVAC INC COM 1/5/2010 1/9/2013 2,187 7,325 (5,138)

1,710 INTRALINKS HLDGS INC COMMON STOCK 11/16/2011 1/14/2013 10,399 10,031 368


2,500 INTRALINKS HLDGS INC COMMON STOCK 12/9/2011 1/14/2013 15,203 15,806 (602)

390 INTRALINKS HLDGS INC COMMON STOCK 12/12/2011 1/14/2013 2,372 2,444 (72)

710 INTRALINKS HLDGS INC COMMON STOCK 11/15/2011 1/11/2013 4,367 3,992 374






1,800 INTRALINKS HLDGS INC COMMON STOCK 11/15/2011 1/2/2013 11,414 10,121 1,293


1,700 INTRALINKS HLDGS INC COMMON STOCK 1/5/2012 1/15/2013 10,336 10,789 (453)


8,690 INTREXON CORP COM 8/8/2013 11/27/2013 187,860 202,195 (14,335)

2,250 JABIL CIRCUIT INC COM 1/9/2012 7/9/2013 46,711 47,910 (1,199)



400 JABIL CIRCUIT INC COM 8/27/2013 12/23/2013 6,570 9,196 (2,626)

250 JABIL CIRCUIT INC COM 11/16/2011 3/27/2013 4,591 5,260 (670)




ATTACHMENT 2APART 3

PAGE 48 OF 87


(C) DATEACQUIRED

(D) DATESOLD






30 JABIL CIRCUIT INC COM 9/23/2013 12/23/2013 490 699 (209)












50 JABIL CIRCUIT INC COM 11/16/2011 1/17/2013 994 1,063 (69)

270 JABIL CIRCUIT INC COM 5/17/2013 11/29/2013 5,463 5,404 59























4,900 JABIL CIRCUIT INC COM 5/16/2013 11/27/2013 99,099 97,850 1,250


1,930 JABIL CIRCUIT INC COM 5/17/2013 11/27/2013 39,033 38,629 404

2,700 JABIL CIRCUIT INC COM 5/17/2013 11/27/2013 54,606 54,256 350





ATTACHMENT 2APART 3

PAGE 49 OF 87


(C) DATEACQUIRED

(D) DATESOLD





600 JABIL CIRCUIT INC COM 9/6/2011 1/14/2013 11,690 9,276 2,414

1,450 JABIL CIRCUIT INC COM 9/30/2011 1/14/2013 28,251 26,521 1,730














3,000 JACK HENRY & ASSOC INC COM 6/7/2012 7/9/2013 146,289 101,878 44,411


800 JACK HENRY & ASSOC INC COM 6/8/2012 11/27/2013 45,383 27,284 18,099


5,460 JIVE SOFTWARE INC 11/12/2013 11/27/2013 59,514 60,234 (721)

900 JONES LANG LASALLE INC COM STK 2/1/2012 11/27/2013 87,574 71,702 15,872

1,010 JONES LANG LASALLE INC COM STK 2/2/2012 11/27/2013 98,278 81,121 17,156



600 K12 INC COM STOCK USD.0001 9/2/2011 6/13/2013 16,921 15,430 1,490

500 K12 INC COM STOCK USD.0001 3/17/2011 5/29/2013 15,005 16,145 (1,140)







600 K12 INC COM STOCK USD.0001 8/31/2011 6/7/2013 16,839 16,270 569



300 K12 INC COM STOCK USD.0001 9/7/2011 6/28/2013 7,799 8,254 (456)










ATTACHMENT 2APART 3

PAGE 50 OF 87


(C) DATEACQUIRED

(D) DATESOLD

























1,400 K12 INC COM STOCK USD.0001 9/8/2011 7/9/2013 40,827 38,200 2,627














1,100 K12 INC COM STOCK USD.0001 12/2/2011 9/4/2013 40,491 28,643 11,848











ATTACHMENT 2APART 3

PAGE 51 OF 87


(C) DATEACQUIRED

(D) DATESOLD




1,400 K12 INC COM STOCK USD.0001 3/11/2011 5/24/2013 41,588 45,185 (3,597)

800 KAMAN CORP COM 10/15/2010 3/7/2013 27,971 20,903 7,069

300 KAMAN CORP COM 3/31/2011 3/20/2013 10,534 10,531 4

700 KAMAN CORP COM 10/19/2010 3/14/2013 24,708 18,197 6,512

500 KAMAN CORP COM 10/19/2010 3/14/2013 17,649 13,153 4,496

800 KAMAN CORP COM 10/20/2010 3/14/2013 28,238 20,996 7,242

100 KAMAN CORP COM 10/21/2010 3/14/2013 3,530 2,648 881

100 KAMAN CORP COM 9/20/2010 3/6/2013 3,497 2,559 937

400 KAMAN CORP COM 9/21/2010 3/6/2013 13,986 10,546 3,440

900 KAMAN CORP COM 3/31/2011 3/20/2013 31,593 31,592 2

800 KAMAN CORP COM 4/1/2011 3/20/2013 28,083 28,140 (57)

500 KAMAN CORP COM 9/14/2010 2/28/2013 17,491 11,897 5,594

100 KAMAN CORP COM 9/15/2010 2/28/2013 3,498 2,376 1,122

300 KAMAN CORP COM 9/16/2010 2/28/2013 10,494 7,175 3,319

2,500 KAMAN CORP COM 4/1/2011 3/21/2013 87,823 87,938 (115)

800 KAMAN CORP COM 4/4/2011 3/21/2013 28,103 29,303 (1,199)

500 KAMAN CORP COM 4/8/2011 3/21/2013 17,565 17,770 (205)

300 KAMAN CORP COM 4/11/2011 3/21/2013 10,539 10,656 (117)

1,000 KAMAN CORP COM 4/12/2011 3/21/2013 35,129 35,475 (346)

400 KAMAN CORP COM 4/13/2011 3/21/2013 14,052 14,182 (131)

200 KAMAN CORP COM 4/13/2011 3/21/2013 7,026 7,096 (70)

800 KAMAN CORP COM 4/13/2011 3/21/2013 28,103 28,432 (329)

100 KAMAN CORP COM 4/14/2011 3/21/2013 3,513 3,539 (26)

1,400 KAMAN CORP COM 4/18/2011 3/21/2013 49,181 49,491 (310)

400 KAMAN CORP COM 4/19/2011 3/21/2013 14,052 14,076 (24)

100 KAMAN CORP COM 5/17/2011 3/21/2013 3,513 3,503 10

500 KAMAN CORP COM 5/23/2011 3/21/2013 17,565 17,480 84

1,400 KAMAN CORP COM 5/24/2011 3/21/2013 49,181 48,524 657

200 KAMAN CORP COM 9/30/2011 3/21/2013 7,026 5,625 1,401

1,100 KAMAN CORP COM 10/18/2010 3/12/2013 38,611 29,017 9,594

40 KAMAN CORP COM 9/30/2011 3/21/2013 1,410 1,125 285

400 KAMAN CORP COM 10/15/2010 3/8/2013 13,986 10,451 3,535

500 KAMAN CORP COM 10/18/2010 3/8/2013 17,483 13,189 4,293

500 KAMAN CORP COM 10/18/2010 3/13/2013 17,567 13,189 4,378

1,200 KAMAN CORP COM 10/19/2010 3/13/2013 42,161 31,567 10,594

600 KAMAN CORP COM 9/16/2010 3/4/2013 20,982 14,351 6,631

200 KAMAN CORP COM 9/16/2010 3/5/2013 6,994 4,770 2,224

500 KAMAN CORP COM 9/17/2010 3/5/2013 17,486 11,972 5,514

300 KAMAN CORP COM 9/20/2010 3/5/2013 10,491 7,677 2,814

400 KAMAN CORP COM 3/31/2011 3/19/2013 13,917 14,041 (124)

800 KAMAN CORP COM 9/16/2010 3/1/2013 27,972 19,135 8,837

100 KAMAN CORP COM 10/21/2010 3/18/2013 3,515 2,648 867

1,900 KAMAN CORP COM 10/18/2010 3/11/2013 66,476 50,120 16,357

1,800 KAMAN CORP COM 10/21/2010 3/15/2013 63,675 47,672 16,003



ATTACHMENT 2APART 3

PAGE 52 OF 87


(C) DATEACQUIRED

(D) DATESOLD




900 KAR AUCTION SVCS INC COM STK 11/30/2012 7/9/2013 22,096 16,184 5,913

4,800 KAR AUCTION SVCS INC COM STK 12/6/2012 7/9/2013 117,847 86,417 31,430



15,100 KIOR INC CL A CL A 6/24/2011 11/27/2013 35,510 226,500 (190,990)

900 KIOR INC CL A CL A 6/29/2011 11/27/2013 2,116 13,476 (11,360)

1,600 KIOR INC CL A CL A 6/30/2011 11/27/2013 3,763 24,216 (20,453)

900 KIOR INC CL A CL A 7/5/2011 11/27/2013 2,117 13,597 (11,481)

600 KIOR INC CL A CL A 7/8/2011 11/27/2013 1,411 9,018 (7,607)

200 KIOR INC CL A CL A 7/8/2011 11/27/2013 470 3,004 (2,534)

900 KIOR INC CL A CL A 7/13/2011 11/27/2013 2,117 13,984 (11,867)

500 KIOR INC CL A CL A 7/14/2011 11/27/2013 1,176 7,842 (6,666)

500 KIOR INC CL A CL A 7/15/2011 11/27/2013 1,176 7,644 (6,468)

300 KIOR INC CL A CL A 9/2/2011 11/27/2013 706 4,200 (3,494)

600 KIOR INC CL A CL A 9/6/2011 11/27/2013 1,411 8,328 (6,917)

400 KIOR INC CL A CL A 9/16/2011 11/27/2013 941 7,133 (6,192)

100 KIOR INC CL A CL A 9/19/2011 11/27/2013 235 1,802 (1,567)

330 KIOR INC CL A CL A 9/30/2011 11/27/2013 776 6,833 (6,057)

200 KIOR INC CL A CL A 10/18/2011 11/27/2013 470 3,198 (2,727)

300 KIOR INC CL A CL A 10/19/2011 11/27/2013 705 5,031 (4,325)

600 KIOR INC CL A CL A 10/20/2011 11/27/2013 1,411 10,050 (8,639)

600 KIOR INC CL A CL A 10/25/2011 11/27/2013 1,411 9,671 (8,260)

300 KIOR INC CL A CL A 11/1/2011 11/27/2013 706 4,669 (3,963)

300 KIOR INC CL A CL A 11/3/2011 11/27/2013 706 4,674 (3,968)

200 KIOR INC CL A CL A 11/4/2011 11/27/2013 470 3,131 (2,661)

300 KIOR INC CL A CL A 11/11/2011 11/27/2013 706 4,685 (3,979)

500 KIOR INC CL A CL A 12/16/2011 11/27/2013 1,176 5,382 (4,207)

200 KIOR INC CL A CL A 12/19/2011 11/27/2013 470 2,167 (1,696)

900 KIOR INC CL A CL A 12/21/2011 11/27/2013 2,116 9,710 (7,593)

2,400 KIOR INC CL A CL A 3/6/2012 11/27/2013 5,644 19,688 (14,044)

400 KIOR INC CL A CL A 5/2/2012 11/27/2013 941 3,823 (2,883)

1,200 KIOR INC CL A CL A 5/3/2012 11/27/2013 2,822 11,527 (8,705)

300 KIOR INC CL A CL A 5/4/2012 11/27/2013 705 2,847 (2,142)

700 KIOR INC CL A CL A 5/4/2012 11/27/2013 1,646 6,607 (4,961)

2,000 KIOR INC CL A CL A 7/24/2012 11/27/2013 4,703 16,496 (11,793)

700 KIOR INC CL A CL A 9/20/2012 11/27/2013 1,646 6,285 (4,639)

700 KIOR INC CL A CL A 9/25/2012 11/27/2013 1,646 5,815 (4,169)

900 KIOR INC CL A CL A 9/26/2012 11/27/2013 2,117 7,513 (5,397)

200 KIOR INC CL A CL A 9/27/2012 11/27/2013 470 1,740 (1,269)

400 KIOR INC CL A CL A 9/28/2012 11/27/2013 941 3,607 (2,667)

710 KIOR INC CL A CL A 10/2/2012 11/27/2013 1,670 6,407 (4,738)

7,300 KIOR INC CL A CL A 6/24/2011 7/9/2013 33,725 109,500 (75,775)

6,100 KIOR INC CL A CL A 6/24/2011 7/9/2013 28,181 92,408 (64,227)

1,100 KULICKE & SOFFA INDS INC COM 5/6/2013 11/27/2013 13,776 12,644 1,132



ATTACHMENT 2APART 3

PAGE 53 OF 87


(C) DATEACQUIRED

(D) DATESOLD




500 KULICKE & SOFFA INDS INC COM 5/6/2013 11/27/2013 6,262 5,743 519




600 KULICKE & SOFFA INDS INC COM 5/9/2013 11/27/2013 7,514 6,875 640



6,200 KULICKE & SOFFA INDS INC COM 5/6/2013 7/9/2013 68,800 71,267 (2,467)

200 LANDSTAR SYS INC COM 6/8/2004 3/11/2013 11,246 4,934 6,312

3,600 LANDSTAR SYS INC COM 8/23/2005 3/11/2013 202,423 116,218 86,204




















2,171 LEUCADIA NATL CORP COM 4/8/2011 3/28/2013 58,872 64,987 (6,115)

510 LEUCADIA NATL CORP COM 9/30/2011 3/28/2013 13,840 8,102 5,738

5,670 LEUCADIA NATL CORP COM 2/3/2012 3/28/2013 153,777 109,984 43,793





0 LEUCADIA NATL CORP COM 4/5/2004 3/1/2013 8 7 1







5,340 LIFELOCK INC COM 9/20/2013 11/27/2013 90,883 80,351 10,532



ATTACHMENT 2APART 3

PAGE 54 OF 87


(C) DATEACQUIRED

(D) DATESOLD




800 LKQ CORP COM LKQ CORP 11/18/2009 7/9/2013 21,055 7,315 13,739


1,000 LKQ CORP COM LKQ CORP 11/19/2009 7/9/2013 26,318 9,010 17,308








500 LOGMEIN INC COM 7/31/2012 1/31/2013 11,490 11,503 (12)

500 LOGMEIN INC COM 7/26/2012 1/29/2013 11,416 11,968 (551)

1,300 LOGMEIN INC COM 8/7/2012 2/15/2013 22,248 25,478 (3,230)

1,400 LOGMEIN INC COM 8/8/2012 2/15/2013 23,960 27,424 (3,464)

400 LOGMEIN INC COM 8/8/2012 2/15/2013 6,846 7,850 (1,005)

1,100 LOGMEIN INC COM 8/8/2012 2/15/2013 18,825 21,698 (2,872)

1,100 LOGMEIN INC COM 8/9/2012 2/15/2013 18,825 21,920 (3,095)

500 LOGMEIN INC COM 8/14/2012 2/15/2013 8,557 9,879 (1,322)

300 LOGMEIN INC COM 7/26/2012 1/28/2013 7,003 7,181 (177)

1,500 LOGMEIN INC COM 8/14/2012 2/15/2013 26,291 29,637 (3,346)

1,500 LOGMEIN INC COM 8/15/2012 2/15/2013 26,291 29,547 (3,257)

2,300 LOGMEIN INC COM 8/16/2012 2/15/2013 40,312 46,926 (6,614)

1,100 LOGMEIN INC COM 8/28/2012 2/15/2013 19,280 23,742 (4,462)

600 LOGMEIN INC COM 7/26/2012 1/25/2013 14,142 14,361 (220)

100 LOGMEIN INC COM 7/26/2012 1/30/2013 2,277 2,394 (117)

400 LOGMEIN INC COM 7/27/2012 1/30/2013 9,108 9,211 (103)

1,100 LOGMEIN INC COM 7/26/2012 1/17/2013 25,871 26,329 (458)

7,600 MASTEC INC COM 8/3/2007 11/27/2013 240,772 112,776 127,996

400 MASTEC INC COM 8/3/2007 11/27/2013 12,672 6,040 6,632

600 MASTEC INC COM 8/31/2007 11/27/2013 19,008 8,856 10,152

2,300 MASTEC INC COM 8/31/2007 11/27/2013 72,865 34,039 38,826

1,200 MASTEC INC COM 8/31/2007 11/27/2013 38,017 17,856 20,161

100 MASTEC INC COM 9/4/2007 11/27/2013 3,168 1,500 1,668

2,000 MASTEC INC COM 9/4/2007 11/27/2013 63,361 30,033 33,328

2,400 MASTEC INC COM 9/4/2007 11/27/2013 76,033 36,049 39,984

1,500 MASTEC INC COM 9/4/2007 11/27/2013 47,521 22,453 25,068

2,000 MASTEC INC COM 9/5/2007 11/27/2013 63,361 25,075 38,286

7,000 MASTEC INC COM 9/6/2007 11/27/2013 221,764 93,855 127,909

4,600 MASTEC INC COM 9/7/2007 11/27/2013 145,731 61,385 84,346

300 MASTEC INC COM 9/26/2007 11/27/2013 9,504 4,135 5,369

1,540 MASTEC INC COM 9/27/2007 11/27/2013 48,788 21,577 27,211

15,500 MASTEC INC COM 6/12/2007 7/9/2013 515,183 213,753 301,430

1,000 MASTEC INC COM 8/3/2007 7/9/2013 33,238 15,101 18,137

100 MASTEC INC COM 6/11/2007 2/22/2013 2,996 1,375 1,621



ATTACHMENT 2APART 3

PAGE 55 OF 87


(C) DATEACQUIRED

(D) DATESOLD




900 MASTEC INC COM 6/12/2007 2/22/2013 26,963 12,411 14,552

300 MASTEC INC COM 6/11/2007 2/14/2013 8,998 4,152 4,846

1,900 MASTEC INC COM 6/11/2007 2/15/2013 56,931 26,296 30,635

1,000 MASTEC INC COM 6/11/2007 2/21/2013 29,960 13,745 16,215

1,000 MASTEC INC COM 6/11/2007 2/21/2013 29,960 13,775 16,186

400 MATRIX SVC CO COM 4/24/2013 7/9/2013 6,631 5,925 706

100 MATRIX SVC CO COM 4/25/2013 7/9/2013 1,658 1,483 175

1,700 MATRIX SVC CO COM 4/25/2013 7/9/2013 28,184 25,545 2,639

2,000 MATRIX SVC CO COM 4/26/2013 7/9/2013 33,157 30,039 3,118

1,000 MATRIX SVC CO COM 4/26/2013 11/27/2013 21,521 15,020 6,501

1,700 MATRIX SVC CO COM 4/29/2013 11/27/2013 36,585 25,556 11,029

1,000 MATRIX SVC CO COM 4/30/2013 11/27/2013 21,521 15,033 6,487

4,030 MATRIX SVC CO COM 5/1/2013 11/27/2013 86,729 60,485 26,244

7,400 MEDICINES COMPANY COM 8/14/2013 11/27/2013 270,653 223,850 46,803

1,140 MEDICINES COMPANY COM 8/15/2013 11/27/2013 41,695 34,778 6,917

300 MEDIDATA SOLUTIONS INC COM 4/1/2011 5/8/2013 20,442 7,590 12,851










1,100 MEDIDATA SOLUTIONS INC COM 3/28/2011 5/3/2013 74,328 28,187 46,141













30 MEDIDATA SOLUTIONS INC COM 3/6/2013 5/23/2013 2,028 1,624 405








ATTACHMENT 2APART 3

PAGE 56 OF 87


(C) DATEACQUIRED

(D) DATESOLD






30 MEDIDATA SOLUTIONS INC COM 1/15/2013 5/17/2013 2,171 1,366 804







1,000 MEDIDATA SOLUTIONS INC COM 1/16/2013 5/21/2013 68,131 45,084 23,047


600 MEDNAX INC COM 4/5/2010 12/11/2013 65,540 35,412 30,128

160 MEDNAX INC COM 4/5/2010 12/11/2013 17,477 9,451 8,026

140 MEDNAX INC COM 4/29/2010 12/11/2013 15,293 7,877 7,416

300 MEDNAX INC COM 4/29/2010 12/16/2013 32,401 16,880 15,521

460 MEDNAX INC COM 4/29/2010 12/16/2013 49,701 25,882 23,819

40 MEDNAX INC COM 4/29/2010 12/16/2013 4,322 2,249 2,073

100 MEDNAX INC COM 4/5/2010 12/10/2013 11,212 5,907 5,305

200 MEDNAX INC COM 3/22/2007 10/31/2013 21,774 11,353 10,422

400 MEDNAX INC COM 3/23/2007 10/31/2013 43,549 22,502 21,046

600 MEDNAX INC COM 3/17/2010 10/31/2013 65,323 33,673 31,650

500 MEDNAX INC COM 4/29/2010 12/13/2013 54,032 28,133 25,899

1,300 MEDNAX INC COM 8/31/2006 1/17/2013 111,556 59,480 52,076

200 MEDNAX INC COM 8/31/2006 7/9/2013 18,622 9,069 9,553

5,200 MEDNAX INC COM 3/22/2007 7/9/2013 484,180 295,166 189,015

1,700 MEDNAX INC COM 3/17/2010 11/27/2013 187,916 95,408 92,508

900 MEDNAX INC COM 3/18/2010 11/27/2013 99,485 51,593 47,892

300 MEDNAX INC COM 3/18/2010 11/27/2013 33,162 17,356 15,805

900 MEDNAX INC COM 3/19/2010 11/27/2013 99,485 51,995 47,490

1,000 MEDNAX INC COM 3/19/2010 11/27/2013 110,539 57,825 52,714

100 MEDNAX INC COM 3/19/2010 11/27/2013 11,054 5,753 5,301

2,200 MEDNAX INC COM 3/22/2010 11/27/2013 243,185 127,116 116,069

1,300 MEDNAX INC COM 3/23/2010 11/27/2013 143,700 75,633 68,067

1,600 MEDNAX INC COM 3/24/2010 11/27/2013 176,862 93,950 82,912

640 MEDNAX INC COM 4/5/2010 11/27/2013 70,745 37,804 32,940

9,500 MERITOR INC COM 1/10/2011 11/27/2013 73,703 206,483 (132,781)

1,700 MERITOR INC COM 1/11/2011 11/27/2013 13,189 37,441 (24,252)

100 MERITOR INC COM 1/12/2011 11/27/2013 776 2,203 (1,427)

1,500 MERITOR INC COM 1/13/2011 11/27/2013 11,637 32,629 (20,992)

6,440 MERITOR INC COM 2/1/2011 11/27/2013 49,963 132,775 (82,812)

9,200 MERITOR INC COM 1/7/2011 7/9/2013 64,307 196,611 (132,304)

1,400 MERITOR INC COM 1/10/2011 7/9/2013 9,786 30,429 (20,643)

300 MICROSEMI CORP COM 11/16/2011 4/30/2013 6,246 5,603 643




ATTACHMENT 2APART 3

PAGE 57 OF 87


(C) DATEACQUIRED

(D) DATESOLD




600 MICROSEMI CORP COM 11/16/2011 4/30/2013 12,492 11,150 1,342

2,700 MICROSEMI CORP COM 11/16/2011 11/27/2013 65,075 50,053 15,022







700 MINE SAFETY APPLIANCES CO COM 7/29/2010 7/9/2013 34,151 17,777 16,374

1,100 MINE SAFETY APPLIANCES CO COM 10/29/2010 7/9/2013 53,666 30,649 23,016



60 MINE SAFETY APPLIANCES CO COM 11/2/2010 11/27/2013 2,991 1,697 1,293

700 MOMENTA PHARMACEUTICALS INC COM STK 10/25/2011 1/18/2013 8,620 8,508 112

700 MOMENTA PHARMACEUTICALS INC COM STK 1/26/2012 1/30/2013 9,012 10,588 (1,575)

100 MOMENTA PHARMACEUTICALS INC COM STK 1/26/2012 1/30/2013 1,287 1,514 (227)


2,100 MOMENTA PHARMACEUTICALS INC COM STK 10/4/2011 1/9/2013 25,306 24,407 899









1,500 MOMENTA PHARMACEUTICALS INC COM STK 10/13/2011 1/14/2013 18,536 19,729 (1,193)



1,200 MOMENTA PHARMACEUTICALS INC COM STK 10/13/2011 1/11/2013 14,805 15,783 (978)

















ATTACHMENT 2APART 3

PAGE 58 OF 87


(C) DATEACQUIRED

(D) DATESOLD






1,000 MOMENTA PHARMACEUTICALS INC COM STK 10/17/2011 1/16/2013 12,559 12,890 (330)





4,200 MOMENTA PHARMACEUTICALS INC COM STK 10/25/2011 1/23/2013 52,330 50,477 1,853






200 MONOLITHIC PWR SYS INC COM 12/19/2012 10/18/2013 6,154 4,308 1,846





300 MONOLITHIC PWR SYS INC COM 12/5/2012 4/18/2013 6,339 6,439 (99)

800 MONOLITHIC PWR SYS INC COM 12/5/2012 4/18/2013 16,905 17,192 (287)



200 MONOLITHIC PWR SYS INC COM 12/6/2012 5/3/2013 4,837 4,268 569


100 MONOLITHIC PWR SYS INC COM 12/14/2012 9/16/2013 3,036 2,180 856










1,000 MONOLITHIC PWR SYS INC COM 1/16/2013 11/27/2013 32,953 23,085 9,868




400 MONRO MUFFLER BRAKE INC COM 7/27/2012 4/5/2013 15,532 13,432 2,100


200 MONRO MUFFLER BRAKE INC COM 7/27/2012 4/10/2013 7,614 6,716 898






ATTACHMENT 2APART 3

PAGE 59 OF 87


(C) DATEACQUIRED

(D) DATESOLD







8,000 MONRO MUFFLER BRAKE INC COM 7/26/2012 4/1/2013 314,245 258,784 55,461







800 MOVE INC COM NEW COM NEW 4/30/2013 11/25/2013 11,931 9,140 2,791


1,800 MOVE INC COM NEW COM NEW 4/26/2013 7/9/2013 23,262 20,222 3,041


100 MOVE INC COM NEW COM NEW 4/30/2013 7/9/2013 1,292 1,143 150



10 MOVE INC COM NEW COM NEW 5/2/2013 11/27/2013 151 115 36


8,910 MRC GLOBAL INC COM 4/12/2012 11/27/2013 273,254 187,110 86,144



300 MYRIAD GENETICS INC COM 7/13/2012 5/22/2013 9,743 7,692 2,051

100 MYRIAD GENETICS INC COM 7/13/2012 5/22/2013 3,248 2,578 670


3,100 MYRIAD GENETICS INC COM 3/12/2013 6/19/2013 80,972 76,514 4,458






300 MYRIAD GENETICS INC COM 9/11/2012 6/18/2013 7,942 8,093 (151)










1,400 MYRIAD GENETICS INC COM 9/12/2012 6/18/2013 36,874 37,881 (1,006)

800 MYRIAD GENETICS INC COM 9/14/2012 6/18/2013 21,071 22,087 (1,016)




ATTACHMENT 2APART 3

PAGE 60 OF 87


(C) DATEACQUIRED

(D) DATESOLD








1,200 MYRIAD GENETICS INC COM 10/18/2012 6/18/2013 31,607 31,907 (300)

































2,500 NII HLDGS INC COM NEW CL B NEW 11/23/2012 4/30/2013 22,660 13,031 9,629

300 NII HLDGS INC COM NEW CL B NEW 11/23/2012 4/30/2013 2,648 1,564 1,085



6,300 NII HLDGS INC COM NEW CL B NEW 12/7/2012 11/27/2013 14,347 34,238 (19,891)





ATTACHMENT 2APART 3

PAGE 61 OF 87


(C) DATEACQUIRED

(D) DATESOLD













1,000 NII HLDGS INC COM NEW CL B NEW 12/7/2012 7/9/2013 6,216 5,435 782



300 NII HLDGS INC COM NEW CL B NEW 11/30/2012 5/1/2013 2,569 1,545 1,024


1,720 ON SEMICONDUCTOR CORP COM 11/16/2011 2/25/2013 13,841 14,050 (209)

480 ON SEMICONDUCTOR CORP COM 11/17/2011 2/25/2013 3,863 3,673 190

20 ON SEMICONDUCTOR CORP COM 4/2/2012 7/9/2013 160 179 (19)

900 ON SEMICONDUCTOR CORP COM 4/3/2012 7/9/2013 7,185 8,062 (877)

1,980 ON SEMICONDUCTOR CORP COM 4/4/2012 7/9/2013 15,807 16,848 (1,041)



680 ON SEMICONDUCTOR CORP COM 3/30/2012 4/18/2013 5,031 6,099 (1,068)








6,300 ON SEMICONDUCTOR CORP COM 11/7/2012 8/2/2013 48,304 39,994 8,310



2,500 ON SEMICONDUCTOR CORP COM 11/17/2011 2/26/2013 19,766 19,129 637







170 PALL CORP COM 10/19/2012 5/3/2013 11,589 10,790 798

330 PALL CORP COM 11/5/2012 5/3/2013 22,495 19,811 2,684

200 PALL CORP COM 11/23/2010 4/17/2013 12,994 8,985 4,009

70 PALL CORP COM 12/20/2012 11/27/2013 5,833 4,249 1,584

50 PALL CORP COM 12/21/2012 11/27/2013 4,166 3,031 1,136



ATTACHMENT 2APART 3

PAGE 62 OF 87


(C) DATEACQUIRED

(D) DATESOLD




70 PALL CORP COM 11/5/2012 5/7/2013 4,757 4,202 555

500 PALL CORP COM 12/6/2012 5/7/2013 33,981 30,256 3,725

230 PALL CORP COM 12/7/2012 5/7/2013 15,631 13,880 1,751

400 PALL CORP COM 11/5/2012 5/3/2013 27,361 24,014 3,347

300 PALL CORP COM 11/23/2010 4/17/2013 19,406 13,478 5,928

470 PALL CORP COM 9/24/2012 5/1/2013 31,130 30,362 768

330 PALL CORP COM 10/4/2012 5/1/2013 21,857 21,382 475

400 PALL CORP COM 12/20/2012 5/14/2013 27,634 24,281 3,353

100 PALL CORP COM 2/25/2010 4/12/2013 6,692 3,929 2,763

1,000 PALL CORP COM 3/1/2010 4/12/2013 66,916 41,336 25,580

700 PALL CORP COM 11/23/2010 4/18/2013 44,979 31,448 13,531

370 PALL CORP COM 10/4/2012 5/1/2013 24,620 23,974 647

430 PALL CORP COM 10/8/2012 5/1/2013 28,613 27,763 850

500 PALL CORP COM 11/23/2010 4/22/2013 32,010 22,463 9,547

100 PALL CORP COM 11/30/2010 4/22/2013 6,402 4,543 1,859

1,100 PALL CORP COM 3/1/2010 4/12/2013 74,053 45,469 28,584

1,400 PALL CORP COM 3/1/2010 4/15/2013 91,397 57,870 33,527

200 PALL CORP COM 11/19/2010 4/15/2013 13,057 8,990 4,067

900 PALL CORP COM 11/30/2010 4/30/2013 59,633 40,811 18,822

170 PALL CORP COM 9/30/2011 4/30/2013 11,264 7,263 4,001

1,100 PALL CORP COM 1/9/2012 4/30/2013 72,884 62,084 10,801

600 PALL CORP COM 1/18/2012 4/30/2013 39,755 35,733 4,022

530 PALL CORP COM 6/29/2012 4/30/2013 35,117 28,898 6,219

100 PALL CORP COM 12/20/2012 7/9/2013 6,897 6,070 827

400 PALL CORP COM 11/19/2010 4/15/2013 25,793 17,979 7,814

800 PALL CORP COM 6/29/2012 4/30/2013 52,988 43,620 9,368

370 PALL CORP COM 12/7/2012 5/8/2013 25,296 22,329 2,967

30 PALL CORP COM 12/20/2012 5/8/2013 2,051 1,821 230

470 PALL CORP COM 6/29/2012 4/30/2013 31,256 25,626 5,629

230 PALL CORP COM 7/9/2012 4/30/2013 15,295 12,280 3,015

400 PALL CORP COM 12/20/2012 5/8/2013 27,450 24,281 3,169

500 PALL CORP COM 11/30/2010 4/26/2013 32,803 22,673 10,131

800 PALL CORP COM 11/30/2010 4/26/2013 52,485 36,342 16,143

470 PALL CORP COM 7/9/2012 4/30/2013 31,113 25,094 6,018

100 PALL CORP COM 7/19/2012 4/30/2013 6,620 5,299 1,321

1,030 PALL CORP COM 9/14/2012 4/30/2013 68,183 66,115 2,068

100 PALL CORP COM 11/19/2010 4/16/2013 6,462 4,495 1,967

170 PALL CORP COM 9/14/2012 4/30/2013 11,285 10,912 372

600 PALL CORP COM 9/20/2012 4/30/2013 39,828 38,628 1,200

130 PALL CORP COM 9/24/2012 4/30/2013 8,629 8,398 231

170 PALL CORP COM 10/8/2012 5/2/2013 11,256 10,976 280

600 PALL CORP COM 10/15/2012 5/2/2013 39,727 38,012 1,715

130 PALL CORP COM 10/17/2012 5/2/2013 8,608 8,302 306

200 PALL CORP COM 11/23/2010 4/17/2013 12,992 8,985 4,007



ATTACHMENT 2APART 3

PAGE 63 OF 87


(C) DATEACQUIRED

(D) DATESOLD




100 PALL CORP COM 11/19/2010 4/16/2013 6,514 4,495 2,019

700 PALL CORP COM 11/22/2010 4/16/2013 45,600 31,582 14,018

600 PALL CORP COM 11/23/2010 4/16/2013 39,085 26,956 12,130

670 PALL CORP COM 10/17/2012 5/3/2013 45,862 42,787 3,075

430 PALL CORP COM 10/19/2012 5/3/2013 29,434 27,292 2,141

600 PANDORA MEDIA INC 11/12/2013 12/31/2013 15,894 16,681 (787)

2,700 PANDORA MEDIA INC 3/27/2013 5/16/2013 44,726 37,953 6,773


220 PANDORA MEDIA INC 11/5/2013 12/11/2013 6,167 6,032 135

1,980 PANDORA MEDIA INC 11/12/2013 12/11/2013 55,507 56,021 (514)



220 PANDORA MEDIA INC 11/12/2013 12/11/2013 5,985 6,225 (239)

1,380 PANDORA MEDIA INC 11/12/2013 12/11/2013 37,545 38,366 (821)


220 PANDORA MEDIA INC 10/9/2013 12/9/2013 6,191 5,172 1,019




1,100 PANDORA MEDIA INC 10/2/2013 12/2/2013 30,977 30,030 947


















1,000 PANDORA MEDIA INC 11/5/2013 12/10/2013 28,340 27,419 921









ATTACHMENT 2APART 3

PAGE 64 OF 87


(C) DATEACQUIRED

(D) DATESOLD

































800 PERKINELMER INC COM 10/9/2012 11/27/2013 30,355 24,135 6,219

1,000 PERKINELMER INC COM 10/9/2012 11/27/2013 37,943 29,993 7,950




200 PERKINELMER INC COM 10/4/2012 5/20/2013 6,502 6,042 460












ATTACHMENT 2APART 3

PAGE 65 OF 87


(C) DATEACQUIRED

(D) DATESOLD






101 POTBELLY CORP COM 10/3/2013 10/4/2013 3,227 1,414 1,813

978 PREMIERE GLOBAL SVCS INC COM 5/20/2010 12/10/2013 10,242 8,612 1,630



100 PREMIERE GLOBAL SVCS INC COM 6/3/2008 7/2/2013 1,212 1,501 (289)

400 PREMIERE GLOBAL SVCS INC COM 6/3/2008 7/8/2013 4,778 6,005 (1,227)


1,178 PREMIERE GLOBAL SVCS INC COM 5/7/2010 12/9/2013 12,255 10,519 1,737

100 PREMIERE GLOBAL SVCS INC COM 5/10/2010 12/9/2013 1,040 913 127

200 PREMIERE GLOBAL SVCS INC COM 5/14/2010 12/9/2013 2,081 1,826 255




22 PREMIERE GLOBAL SVCS INC COM 5/20/2010 12/9/2013 229 194 35






1,022 PREMIERE GLOBAL SVCS INC COM 8/13/2008 11/4/2013 9,200 16,372 (7,172)

78 PREMIERE GLOBAL SVCS INC COM 6/9/2008 7/10/2013 935 1,192 (256)








1,100 PREMIERE GLOBAL SVCS INC COM 10/24/2008 11/7/2013 10,316 9,963 353


1,100 PREMIERE GLOBAL SVCS INC COM 10/27/2008 11/7/2013 10,316 9,899 417














ATTACHMENT 2APART 3

PAGE 66 OF 87


(C) DATEACQUIRED

(D) DATESOLD















22 PREMIERE GLOBAL SVCS INC COM 8/6/2008 10/25/2013 206 353 (146)
























22 PREMIERE GLOBAL SVCS INC COM 8/6/2008 10/21/2013 206 353 (146)











ATTACHMENT 2APART 3

PAGE 67 OF 87


(C) DATEACQUIRED

(D) DATESOLD
















2,800 PRIMORIS SVCS CORP COM 1/16/2013 11/27/2013 80,002 47,921 32,081


30 PRIMORIS SVCS CORP COM 1/22/2013 11/27/2013 857 560 297



7,750 QUANTA SVCS INC COM 8/31/2005 11/27/2013 230,289 92,895 137,394

4,200 QUANTA SVCS INC COM 8/31/2005 7/9/2013 113,629 50,343 63,286

300 QUINSTREET INC COM STK 6/24/2010 11/27/2013 2,597 3,710 (1,114)





100 QUINSTREET INC COM STK 6/29/2010 11/27/2013 866 1,189 (323)

1,100 QUINSTREET INC COM STK 6/30/2010 11/27/2013 9,521 12,993 (3,472)

300 QUINSTREET INC COM STK 7/1/2010 11/27/2013 2,597 3,202 (606)
















14,000 RAYMOND JAMES FNCL INC COM STK 4/5/2004 11/27/2013 672,207 233,470 438,737

7,700 RAYMOND JAMES FNCL INC COM STK 4/5/2004 7/9/2013 337,943 128,408 209,535



ATTACHMENT 2APART 3

PAGE 68 OF 87


(C) DATEACQUIRED

(D) DATESOLD




80 RE/MAX HLDGS INC CL A CL A 10/1/2013 11/27/2013 2,443 1,760 683

800 REALPAGE INC COM STK 9/27/2013 11/27/2013 18,066 18,720 (654)

2,000 REALPAGE INC COM STK 9/27/2013 11/27/2013 45,165 46,837 (1,671)

1,640 REALPAGE INC COM STK 9/30/2013 11/27/2013 37,035 36,976 60

1,200 REX ENERGY CORP COM STK 6/18/2010 1/9/2013 15,918 14,238 1,679


400 REX ENERGY CORP COM STK 6/28/2010 1/14/2013 5,053 4,225 828


290 REX ENERGY CORP COM STK 9/30/2011 1/14/2013 3,663 3,791 (128)








800 REX ENERGY CORP COM STK 6/7/2010 1/2/2013 10,494 8,835 1,659




200 ROGERS CORP COM 1/6/2010 8/12/2013 10,870 5,966 4,905

400 ROGERS CORP COM 8/6/2009 8/2/2013 22,052 9,705 12,347

500 ROGERS CORP COM 7/30/2009 2/6/2013 23,532 12,830 10,702

300 ROGERS CORP COM 12/22/2009 8/5/2013 16,473 8,840 7,632

100 ROGERS CORP COM 8/6/2009 8/2/2013 5,561 2,426 3,135

100 ROGERS CORP COM 12/22/2009 8/2/2013 5,561 2,947 2,614

400 ROGERS CORP COM 12/22/2009 8/7/2013 21,584 11,787 9,797

200 ROGERS CORP COM 12/23/2009 8/7/2013 10,792 5,963 4,829

200 ROGERS CORP COM 8/6/2009 2/26/2013 9,484 4,852 4,631

400 ROGERS CORP COM 7/30/2009 2/15/2013 18,852 10,264 8,588

100 ROGERS CORP COM 8/5/2009 2/15/2013 4,713 2,495 2,218

60 ROGERS CORP COM 9/30/2011 8/14/2013 3,230 2,400 830

500 ROGERS CORP COM 8/5/2009 2/21/2013 23,465 12,476 10,989

100 ROGERS CORP COM 8/6/2009 5/1/2013 4,269 2,426 1,843

400 ROGERS CORP COM 8/6/2009 8/1/2013 22,397 9,705 12,692

300 ROGERS CORP COM 8/5/2009 2/25/2013 14,235 7,486 6,749

100 ROGERS CORP COM 8/6/2009 2/25/2013 4,745 2,426 2,319

400 ROGERS CORP COM 8/6/2009 7/9/2013 19,066 9,705 9,361

400 ROGERS CORP COM 8/6/2009 4/30/2013 17,072 9,705 7,367

200 ROGERS CORP COM 1/6/2010 8/8/2013 10,890 6,016 4,874

500 ROGERS CORP COM 1/6/2010 8/8/2013 27,225 14,914 12,312

300 ROGERS CORP COM 7/30/2009 1/16/2013 14,886 7,698 7,188

200 ROGERS CORP COM 1/6/2010 8/12/2013 10,965 5,966 5,000

200 ROGERS CORP COM 8/5/2009 2/22/2013 9,554 4,990 4,564



ATTACHMENT 2APART 3

PAGE 69 OF 87


(C) DATEACQUIRED

(D) DATESOLD




300 ROGERS CORP COM 1/6/2010 8/13/2013 16,125 8,948 7,177

100 RPX CORP COM 12/6/2011 5/3/2013 1,556 1,316 240

100 RPX CORP COM 12/7/2011 5/3/2013 1,556 1,314 242

300 RPX CORP COM 12/9/2011 7/22/2013 5,723 3,960 1,763

400 RPX CORP COM 12/9/2011 7/23/2013 7,551 5,280 2,271

200 RPX CORP COM 12/13/2011 7/23/2013 3,776 2,637 1,138

100 RPX CORP COM 12/13/2011 7/23/2013 1,888 1,319 569

600 RPX CORP COM 12/13/2011 11/27/2013 9,713 7,912 1,801

1,400 RPX CORP COM 12/14/2011 11/27/2013 22,664 17,889 4,774

1,200 RPX CORP COM 12/16/2011 11/27/2013 19,426 15,519 3,907

300 RPX CORP COM 12/19/2011 11/27/2013 4,856 3,879 977

900 RPX CORP COM 1/12/2012 11/27/2013 14,569 13,860 710

300 RPX CORP COM 1/13/2012 11/27/2013 4,856 4,812 44

700 RPX CORP COM 1/13/2012 11/27/2013 11,332 11,188 144

1,100 RPX CORP COM 1/17/2012 11/27/2013 17,807 18,149 (342)

2,400 RPX CORP COM 1/18/2012 11/27/2013 38,852 40,325 (1,473)

1,400 RPX CORP COM 1/19/2012 11/27/2013 22,664 23,679 (1,015)

200 RPX CORP COM 1/20/2012 11/27/2013 3,238 3,340 (102)

1,400 RPX CORP COM 1/20/2012 11/27/2013 22,664 23,436 (772)

30 RPX CORP COM 1/24/2012 11/27/2013 486 492 (6)

400 RPX CORP COM 12/13/2011 7/26/2013 7,503 5,275 2,229

2,300 RPX CORP COM 12/7/2011 7/9/2013 38,718 30,217 8,500

300 RPX CORP COM 12/7/2011 7/9/2013 5,050 3,930 1,120

2,700 RPX CORP COM 12/8/2011 7/9/2013 45,451 35,890 9,561

500 RPX CORP COM 12/9/2011 7/9/2013 8,417 6,600 1,816

300 RPX CORP COM 12/9/2011 7/9/2013 5,050 3,981 1,069

100 RPX CORP COM 12/7/2011 5/14/2013 1,497 1,314 183

300 RPX CORP COM 12/7/2011 5/14/2013 4,496 3,941 554

2,200 RPX CORP COM 12/6/2011 2/13/2013 28,774 28,942 (168)

200 RPX CORP COM 12/13/2011 7/24/2013 3,750 2,637 1,112

100 RPX CORP COM 12/13/2011 7/24/2013 1,891 1,319 572

200 RPX CORP COM 12/13/2011 7/25/2013 3,746 2,637 1,108

1,300 RTI INTL METALS INC COM 12/17/2009 7/9/2013 37,582 30,289 7,293

400 RTI INTL METALS INC COM 12/17/2009 11/27/2013 14,209 9,320 4,890

2,000 RTI INTL METALS INC COM 12/18/2009 11/27/2013 71,047 47,115 23,933

34,260 SANDRIDGE ENERGY INC COM 7/18/2013 11/27/2013 191,520 182,325 9,195

300 SCIQUEST INC NEW COM 8/2/2013 8/7/2013 6,040 5,870 170




200 SEATTLE GENETICS INC COM 10/16/2012 8/7/2013 8,317 5,249 3,068






ATTACHMENT 2APART 3

PAGE 70 OF 87


(C) DATEACQUIRED

(D) DATESOLD




200 SEATTLE GENETICS INC COM 6/26/2012 2/1/2013 5,903 4,991 912













1,000 SEATTLE GENETICS INC COM 7/20/2012 2/13/2013 28,198 27,090 1,108






500 SEATTLE GENETICS INC COM 7/20/2012 2/21/2013 13,410 13,545 (135)



























ATTACHMENT 2APART 3

PAGE 71 OF 87


(C) DATEACQUIRED

(D) DATESOLD















100 SELECT COMFORT CORP OC-CAP STK OC-CAP STK 8/29/2011 11/27/2013 2,085 1,550 535

3,700 SELECT COMFORT CORP OC-CAP STK OC-CAP STK 8/30/2011 11/27/2013 77,159 59,314 17,845



10 SELECT COMFORT CORP OC-CAP STK OC-CAP STK 9/6/2011 11/27/2013 209 144 64


800 SELECT COMFORT CORP OC-CAP STK OC-CAP STK 8/26/2011 7/9/2013 20,809 11,430 9,379


1,400 SIGNATURE BK NY N Y COM 9/24/2012 11/27/2013 148,616 92,727 55,889



600 SIRONA DENTAL SYS INC COM STK 12/20/2012 5/22/2013 41,824 38,055 3,769

200 SIRONA DENTAL SYS INC COM STK 2/8/2013 5/28/2013 14,029 14,661 (632)











800 SIRONA DENTAL SYS INC COM STK 2/19/2013 6/14/2013 51,948 58,107 (6,160)







100 SIRONA DENTAL SYS INC COM STK 12/20/2012 5/23/2013 6,900 6,342 558





ATTACHMENT 2APART 3

PAGE 72 OF 87


(C) DATEACQUIRED

(D) DATESOLD











































5,800 SMITH A O CORP COM 6/9/2008 11/27/2013 315,305 67,312 247,992

1,580 SMITH A O CORP COM 6/11/2008 11/27/2013 85,893 18,450 67,444

2,600 SMITH A O CORP COM 6/9/2008 7/9/2013 98,027 30,174 67,853

1,400 SMITH A O CORP COM 6/9/2008 7/9/2013 52,784 16,294 36,490

278 SPROUTS FMRS MKT INC COM 8/1/2013 8/1/2013 10,745 5,004 5,741



ATTACHMENT 2APART 3

PAGE 73 OF 87


(C) DATEACQUIRED

(D) DATESOLD




1,000 SYNAPTICS INC COM 1/2/2013 6/6/2013 43,011 30,569 12,442

600 SYNAPTICS INC COM 12/6/2012 1/24/2013 19,733 15,969 3,764




800 SYNAPTICS INC COM 3/15/2013 6/12/2013 30,172 30,193 (21)

1,000 SYNAPTICS INC COM 3/18/2013 6/12/2013 37,715 38,829 (1,114)




600 SYNAPTICS INC COM 4/2/2013 6/17/2013 22,484 23,902 (1,418)












200 SYNAPTICS INC COM 2/15/2013 6/11/2013 7,719 6,990 729
























ATTACHMENT 2APART 3

PAGE 74 OF 87


(C) DATEACQUIRED

(D) DATESOLD
















700 SYNCHRONOSS TECHNOLOGIES INC COM STK 6/20/2012 11/27/2013 22,308 13,548 8,760



1,500 SYNCHRONOSS TECHNOLOGIES INC COM STK 11/7/2012 11/27/2013 47,803 28,919 18,884




1,200 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/15/2013 11/27/2013 38,243 37,408 835

220 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/19/2013 11/27/2013 7,011 6,909 102

500 SYNCHRONOSS TECHNOLOGIES INC COM STK 2/1/2012 7/31/2013 16,912 16,930 (18)





1,000 SYNCHRONOSS TECHNOLOGIES INC COM STK 1/27/2012 7/9/2013 27,720 34,566 (6,847)









2,000 TANGOE INC COM STK 9/5/2013 11/27/2013 30,922 44,390 (13,468)






500 TANGOE INC COM STK 9/12/2013 11/27/2013 7,730 11,486 (3,756)





ATTACHMENT 2APART 3

PAGE 75 OF 87


(C) DATEACQUIRED

(D) DATESOLD








1,500 TEAM INC COM STK 12/16/2011 3/15/2013 58,532 43,635 14,896

1,000 TEAM INC COM STK 12/19/2011 3/15/2013 39,021 29,418 9,603

1,000 TEAM INC COM STK 12/19/2011 3/20/2013 39,964 29,046 10,918

700 TEAM INC COM STK 12/19/2011 3/20/2013 27,971 20,332 7,639

500 TEAM INC COM STK 12/20/2011 3/20/2013 19,980 14,570 5,410

600 TEAM INC COM STK 12/20/2011 3/22/2013 23,801 17,437 6,365

200 TEAM INC COM STK 12/21/2011 3/22/2013 7,934 5,800 2,134

2,600 TEAM INC COM STK 12/21/2011 3/22/2013 102,897 75,400 27,497

100 TEAM INC COM STK 12/22/2011 3/22/2013 3,958 2,899 1,058

300 TEAM INC COM STK 12/23/2011 3/22/2013 11,873 8,706 3,167

100 TEAM INC COM STK 12/23/2011 3/22/2013 3,958 2,888 1,069

300 TEAM INC COM STK 12/27/2011 3/22/2013 11,873 8,683 3,190

300 TEAM INC COM STK 12/28/2011 3/22/2013 11,873 8,706 3,167

100 TEAM INC COM STK 1/4/2012 3/22/2013 3,958 3,070 888

100 TEAM INC COM STK 1/6/2012 3/22/2013 3,958 2,997 961

500 TEAM INC COM STK 1/6/2012 3/22/2013 19,788 15,015 4,773

700 TEAM INC COM STK 1/11/2012 3/22/2013 27,703 20,928 6,775

400 TEAM INC COM STK 4/20/2012 3/22/2013 15,830 11,005 4,825

100 TEAM INC COM STK 4/20/2012 3/22/2013 3,958 2,752 1,206

100 TEAM INC COM STK 4/23/2012 3/22/2013 3,958 2,726 1,231

800 TEAM INC COM STK 12/20/2011 3/21/2013 31,657 23,249 8,408

200 TEAM INC COM STK 12/20/2011 3/21/2013 7,914 5,828 2,086

300 TEAM INC COM STK 4/23/2012 3/25/2013 11,988 8,179 3,809

100 TEAM INC COM STK 4/24/2012 3/25/2013 3,996 2,778 1,218

600 TEAM INC COM STK 5/3/2012 3/25/2013 23,976 16,782 7,194

1,000 TEAM INC COM STK 5/4/2012 3/25/2013 39,959 28,026 11,934

100 TEAM INC COM STK 5/7/2012 3/25/2013 3,996 2,802 1,194

100 TEAM INC COM STK 5/8/2012 3/25/2013 3,996 2,802 1,194

100 TEAM INC COM STK 5/10/2012 3/25/2013 3,996 2,765 1,231

300 TEAM INC COM STK 11/20/2012 3/25/2013 11,988 9,886 2,102

1,400 TEAM INC COM STK 12/19/2011 3/19/2013 54,543 41,185 13,358

1,000 TEAM INC COM STK 12/19/2011 3/19/2013 38,959 29,046 9,913

2,500 TEREX CORP NEW COM 5/31/2013 7/9/2013 69,283 91,198 (21,915)

3,600 TEREX CORP NEW COM 5/31/2013 11/27/2013 129,119 131,325 (2,207)

200 TESSERA TECHNOLOGIES INC COM STK 5/7/2010 5/9/2013 4,144 3,751 393


1,500 TESSERA TECHNOLOGIES INC COM STK 5/19/2010 5/17/2013 30,491 27,099 3,392



600 TESSERA TECHNOLOGIES INC COM STK 5/19/2010 5/14/2013 12,228 10,839 1,388



ATTACHMENT 2APART 3

PAGE 76 OF 87


(C) DATEACQUIRED

(D) DATESOLD




















1,200 TESSERA TECHNOLOGIES INC COM STK 5/3/2010 5/7/2013 24,365 24,270 95














3,820 TILLYS INC CL A 11/21/2012 11/27/2013 45,165 49,524 (4,359)

4,200 TILLYS INC CL A 11/21/2012 7/9/2013 70,518 54,451 16,067

1,900 TRACTOR SUPPLY CO COM 8/1/2008 10/21/2013 128,588 18,279 110,309

400 TRACTOR SUPPLY CO COM 8/1/2008 10/21/2013 27,020 3,848 23,172






1,850 TRULIA INC COM 3/15/2013 5/10/2013 57,968 55,038 2,931

600 TRULIA INC COM 4/30/2013 5/10/2013 18,801 17,406 1,395

1,200 TRULIA INC COM 4/30/2013 5/10/2013 37,959 34,811 3,148

280 ULTRATECH INC EFF 06-10-03 11/5/2013 11/27/2013 7,226 6,997 229

2,300 ULTRATECH INC EFF 06-10-03 11/5/2013 11/27/2013 59,355 57,666 1,689



ATTACHMENT 2APART 3

PAGE 77 OF 87


(C) DATEACQUIRED

(D) DATESOLD




2,700 UNILIFE CORP NEW COM STK 3/29/2012 11/27/2013 11,145 10,804 341


200 UNILIFE CORP NEW COM STK 4/2/2012 11/27/2013 826 818 8

3,500 UNILIFE CORP NEW COM STK 4/3/2012 11/27/2013 14,448 14,541 (94)






900 UNILIFE CORP NEW COM STK 4/11/2012 11/27/2013 3,715 3,644 71



300 UNILIFE CORP NEW COM STK 4/16/2012 11/27/2013 1,238 1,249 (11)



100 UNILIFE CORP NEW COM STK 4/19/2012 11/27/2013 413 416 (3)






















5,700 UNILIFE CORP NEW COM STK 3/27/2012 7/9/2013 18,483 21,435 (2,952)



346 UTD THERAPEUTICS CORP DEL COM STK 2/15/2013 11/22/2013 32,309 19,607 12,701






ATTACHMENT 2APART 3

PAGE 78 OF 87


(C) DATEACQUIRED

(D) DATESOLD









174 UTD THERAPEUTICS CORP DEL COM STK 1/4/2011 3/13/2013 10,847 11,356 (509)










54 UTD THERAPEUTICS CORP DEL COM STK 7/26/2012 7/9/2013 3,666 2,826 840

















100 UTD THERAPEUTICS CORP DEL COM STK 1/4/2011 3/14/2013 6,181 6,460 (280)

526 UTD THERAPEUTICS CORP DEL COM STK 1/4/2011 3/14/2013 32,511 34,328 (1,817)

600 UTD THERAPEUTICS CORP DEL COM STK 1/5/2011 3/14/2013 37,085 40,082 (2,997)












ATTACHMENT 2APART 3

PAGE 79 OF 87


(C) DATEACQUIRED

(D) DATESOLD







1,000 UTD THERAPEUTICS CORP DEL COM STK 11/2/2010 3/12/2013 61,779 60,320 1,459

























200 UTD THERAPEUTICS CORP DEL COM STK 11/8/2010 3/13/2013 12,385 11,777 608




2,510 UTI WORLDWIDE INC ORD NPV 1/12/2011 11/27/2013 39,803 55,333 (15,530)


1,700 VERA BRADLEY INC COM STK 5/3/2012 11/27/2013 41,533 43,769 (2,236)

420 VERA BRADLEY INC COM STK 5/4/2012 11/27/2013 10,261 10,760 (499)

600 VERA BRADLEY INC COM STK 5/4/2012 11/27/2013 14,659 15,394 (735)

1,200 VERA BRADLEY INC COM STK 5/3/2012 7/9/2013 26,435 30,896 (4,461)

300 VERA BRADLEY INC COM STK 5/3/2012 7/9/2013 6,609 7,799 (1,190)

500 VERINT SYS INC COM 12/18/2009 8/23/2013 17,207 9,268 7,940


1,400 VERINT SYS INC COM 12/6/2005 3/28/2013 51,070 56,052 (4,982)

300 VERINT SYS INC COM 1/4/2006 3/28/2013 10,944 10,139 805

100 VERINT SYS INC COM 1/4/2006 3/28/2013 3,648 3,414 233



ATTACHMENT 2APART 3

PAGE 80 OF 87


(C) DATEACQUIRED

(D) DATESOLD























388 VINCE HLDG CORP COM 11/22/2013 11/22/2013 10,613 7,760 2,853

300 VIRTUSA CORP COM 7/21/2010 11/26/2013 10,452 3,024 7,428

200 VIRTUSA CORP COM 7/29/2010 11/26/2013 6,968 2,099 4,869

100 VIRTUSA CORP COM 6/15/2010 9/9/2013 2,890 943 1,948

200 VIRTUSA CORP COM 6/16/2010 9/9/2013 5,781 1,837 3,944

200 VIRTUSA CORP COM 6/17/2010 9/9/2013 5,781 1,838 3,943

200 VIRTUSA CORP COM 11/1/2010 12/11/2013 6,868 2,542 4,326

300 VIRTUSA CORP COM 6/30/2010 10/25/2013 9,283 2,819 6,465

200 VIRTUSA CORP COM 6/30/2010 10/25/2013 6,189 1,884 4,305

400 VIRTUSA CORP COM 7/15/2010 11/19/2013 13,693 4,000 9,694

500 VIRTUSA CORP COM 7/16/2010 11/19/2013 17,117 4,926 12,190

700 VIRTUSA CORP COM 6/30/2010 10/24/2013 21,983 6,594 15,389

100 VIRTUSA CORP COM 8/5/2010 11/29/2013 3,578 974 2,605

700 VIRTUSA CORP COM 6/17/2010 9/11/2013 21,214 6,432 14,782

500 VIRTUSA CORP COM 7/15/2010 11/8/2013 16,449 5,000 11,449

400 VIRTUSA CORP COM 6/22/2010 9/23/2013 11,384 3,747 7,637

200 VIRTUSA CORP COM 6/30/2010 10/25/2013 6,209 1,879 4,330

200 VIRTUSA CORP COM 6/29/2010 9/27/2013 5,782 1,886 3,896

300 VIRTUSA CORP COM 11/16/2010 12/20/2013 11,072 3,973 7,100

500 VIRTUSA CORP COM 6/30/2010 10/21/2013 15,797 4,710 11,087

100 VIRTUSA CORP COM 6/22/2010 9/19/2013 2,898 937 1,961

200 VIRTUSA CORP COM 7/6/2010 11/6/2013 6,713 1,846 4,867

100 VIRTUSA CORP COM 6/30/2010 10/28/2013 3,185 940 2,246

400 VIRTUSA CORP COM 7/1/2010 10/28/2013 12,741 3,651 9,090

500 VIRTUSA CORP COM 6/23/2010 9/23/2013 14,274 4,690 9,584



ATTACHMENT 2APART 3

PAGE 81 OF 87


(C) DATEACQUIRED

(D) DATESOLD




600 VIRTUSA CORP COM 6/24/2010 9/23/2013 17,129 5,537 11,592

500 VIRTUSA CORP COM 6/17/2010 9/17/2013 14,334 4,594 9,740

100 VIRTUSA CORP COM 6/18/2010 9/17/2013 2,867 923 1,944

100 VIRTUSA CORP COM 7/16/2010 11/21/2013 3,435 985 2,449

300 VIRTUSA CORP COM 7/21/2010 11/21/2013 10,304 3,024 7,280

400 VIRTUSA CORP COM 10/27/2010 12/10/2013 14,180 5,024 9,156

100 VIRTUSA CORP COM 6/22/2010 9/19/2013 2,896 937 1,959

400 VIRTUSA CORP COM 6/22/2010 9/20/2013 11,571 3,749 7,822

700 VIRTUSA CORP COM 6/22/2010 9/20/2013 20,249 6,557 13,692

600 VIRTUSA CORP COM 7/6/2010 11/6/2013 20,139 5,538 14,601

500 VIRTUSA CORP COM 7/12/2010 11/6/2013 16,782 4,713 12,069

100 VIRTUSA CORP COM 7/14/2010 11/6/2013 3,356 1,000 2,356

500 VIRTUSA CORP COM 6/29/2010 10/8/2013 14,490 4,715 9,775

500 VIRTUSA CORP COM 6/30/2010 10/8/2013 14,490 4,710 9,780

200 VIRTUSA CORP COM 7/2/2010 10/30/2013 6,252 1,830 4,422

100 VIRTUSA CORP COM 6/22/2010 9/18/2013 2,914 937 1,977

100 VIRTUSA CORP COM 6/18/2010 9/17/2013 2,887 923 1,964

200 VIRTUSA CORP COM 6/21/2010 9/17/2013 5,774 1,846 3,929

500 VIRTUSA CORP COM 6/22/2010 9/17/2013 14,435 4,686 9,749

400 VIRTUSA CORP COM 6/28/2010 9/26/2013 11,668 3,772 7,896

200 VIRTUSA CORP COM 6/29/2010 9/26/2013 5,834 1,886 3,948

100 VIRTUSA CORP COM 7/21/2010 11/22/2013 3,524 1,008 2,516

300 VIRTUSA CORP COM 6/22/2010 9/20/2013 8,692 2,810 5,882

200 VIRTUSA CORP COM 6/29/2010 9/30/2013 5,750 1,886 3,864

100 VIRTUSA CORP COM 11/16/2010 12/19/2013 3,642 1,324 2,318

300 VIRTUSA CORP COM 7/6/2010 11/5/2013 8,934 2,769 6,165

100 VIRTUSA CORP COM 6/24/2010 9/24/2013 2,851 923 1,929

200 VIRTUSA CORP COM 6/25/2010 9/24/2013 5,703 1,845 3,857

100 VIRTUSA CORP COM 6/17/2010 9/16/2013 2,921 919 2,002

300 VIRTUSA CORP COM 7/21/2010 11/25/2013 10,319 3,024 7,295

600 VIRTUSA CORP COM 6/17/2010 9/13/2013 17,617 5,513 12,104

500 VIRTUSA CORP COM 6/29/2010 10/2/2013 14,368 4,715 9,653

700 VIRTUSA CORP COM 6/17/2010 9/16/2013 20,071 6,432 13,639

10 VIRTUSA CORP COM 11/1/2010 12/13/2013 344 127 217

490 VIRTUSA CORP COM 11/16/2010 12/13/2013 16,871 6,488 10,382

300 VIRTUSA CORP COM 6/29/2010 10/1/2013 8,737 2,829 5,908

500 VIRTUSA CORP COM 7/29/2010 11/27/2013 17,374 5,245 12,129

500 VIRTUSA CORP COM 7/29/2010 11/27/2013 17,374 5,248 12,127

2,300 VIRTUSA CORP COM 7/30/2010 11/27/2013 79,921 24,231 55,690

100 VIRTUSA CORP COM 8/3/2010 11/27/2013 3,475 1,007 2,468

800 VIRTUSA CORP COM 8/4/2010 11/27/2013 27,799 8,021 19,777

1,490 VIRTUSA CORP COM 8/5/2010 11/27/2013 51,775 14,505 37,270

110 VIRTUSA CORP COM 8/19/2010 12/5/2013 3,831 915 2,917

390 VIRTUSA CORP COM 10/27/2010 12/5/2013 13,584 4,899 8,685



ATTACHMENT 2APART 3

PAGE 82 OF 87


(C) DATEACQUIRED

(D) DATESOLD




1,600 VIRTUSA CORP COM 6/7/2010 7/9/2013 39,195 14,393 24,802

1,500 VIRTUSA CORP COM 6/8/2010 7/9/2013 36,745 13,361 23,385

1,200 VIRTUSA CORP COM 6/9/2010 7/9/2013 29,396 10,712 18,685

1,100 VIRTUSA CORP COM 6/10/2010 7/9/2013 26,947 9,917 17,030

700 VIRTUSA CORP COM 7/2/2010 10/29/2013 22,161 6,405 15,756

510 VIRTUSA CORP COM 8/18/2010 12/3/2013 17,893 4,429 13,464

290 VIRTUSA CORP COM 8/19/2010 12/3/2013 10,174 2,411 7,763

800 VIRTUSA CORP COM 6/30/2010 10/18/2013 25,600 7,536 18,064

100 VIRTUSA CORP COM 7/2/2010 11/4/2013 3,097 913 2,184

500 VIRTUSA CORP COM 7/2/2010 11/4/2013 15,486 4,575 10,911

100 VIRTUSA CORP COM 7/6/2010 11/4/2013 3,097 923 2,174

100 VIRTUSA CORP COM 10/27/2010 12/11/2013 3,433 1,256 2,177

700 VIRTUSA CORP COM 6/17/2010 9/10/2013 20,461 6,432 14,029

810 VIRTUSA CORP COM 8/5/2010 12/2/2013 27,682 7,885 19,796

590 VIRTUSA CORP COM 8/18/2010 12/2/2013 20,163 5,124 15,039

110 VIRTUSA CORP COM 10/27/2010 12/11/2013 3,774 1,382 2,392

390 VIRTUSA CORP COM 11/1/2010 12/11/2013 13,381 4,956 8,425

200 VIRTUSA CORP COM 6/30/2010 10/24/2013 6,260 1,884 4,376

200 VIRTUSA CORP COM 10/27/2010 12/9/2013 7,125 2,512 4,613

2,400 VITAMIN SHOPPE INC COM 7/11/2013 11/27/2013 128,706 115,031 13,676

2,330 VITAMIN SHOPPE INC COM 7/11/2013 11/27/2013 124,952 111,339 13,613

500 WABCO HLDGS INC COM STK 10/20/2009 7/9/2013 38,681 11,371 27,310

1,800 WABCO HLDGS INC COM STK 10/21/2009 7/9/2013 139,250 41,573 97,677










7,600 WADDELL & REED FINL INC CL A COM 4/5/2004 4/16/2013 306,905 189,225 117,681



400 WADDELL & REED FINL INC CL A COM 4/5/2004 4/16/2013 16,106 9,959 6,146











ATTACHMENT 2APART 3

PAGE 83 OF 87


(C) DATEACQUIRED

(D) DATESOLD











2,175 WASTE CONNECTIONS INC COM 4/5/2004 3/12/2013 76,069 25,696 50,374

326 WASTE CONNECTIONS INC COM 4/13/2004 3/12/2013 11,387 3,825 7,562










1,800 WATSCO INC COM 1/18/2007 11/27/2013 172,986 87,263 85,724

3,000 WATSCO INC COM 1/19/2007 11/27/2013 288,311 145,799 142,511

1,920 WATSCO INC COM 1/24/2007 11/27/2013 184,519 96,151 88,368

600 WEB COM GROUP INC COM 2/1/2011 11/7/2013 16,765 5,961 10,804

100 WEB COM GROUP INC COM 11/16/2010 8/7/2013 2,836 708 2,128



1,300 WEB COM GROUP INC COM 3/16/2011 11/27/2013 36,741 16,573 20,168













10 WEB COM GROUP INC COM 9/9/2011 11/27/2013 283 83 200








ATTACHMENT 2APART 3

PAGE 84 OF 87


(C) DATEACQUIRED

(D) DATESOLD









1,100 WEBMD HEALTH CORP COMMON STOCK 4/30/2013 5/8/2013 30,930 26,461 4,469

800 WEBMD HEALTH CORP COMMON STOCK 5/1/2013 5/8/2013 22,495 19,017 3,478


2,100 WEBMD HEALTH CORP COMMON STOCK 5/6/2013 7/2/2013 59,389 54,088 5,301





200 WEBMD HEALTH CORP COMMON STOCK 5/6/2013 7/2/2013 5,364 5,151 212

1,800 WEBMD HEALTH CORP COMMON STOCK 5/7/2013 7/2/2013 48,273 47,436 837



700 WESCO INTL INC COM 9/23/2008 11/27/2013 60,563 24,558 36,005

2,420 WESCO INTL INC COM 9/24/2008 11/27/2013 209,375 84,692 124,684


100 WESCO INTL INC COM 9/22/2008 7/9/2013 6,834 3,497 3,337


1,300 WEX INC 8/2/2012 7/9/2013 105,536 78,041 27,495

700 WEX INC 8/2/2012 11/27/2013 69,951 42,022 27,929

600 WEX INC 8/7/2012 11/27/2013 59,958 37,870 22,088

500 WEX INC 8/8/2012 11/27/2013 49,965 31,692 18,273

620 WEX INC 8/9/2012 11/27/2013 61,957 39,630 22,327

800 WORLD FUEL SERVICE COM STK USD0.01 6/6/2007 7/22/2013 33,798 16,372 17,426


1,700 WORLD FUEL SERVICE COM STK USD0.01 9/9/2008 7/23/2013 70,337 22,093 48,245











200 WORLD FUEL SERVICE COM STK USD0.01 9/30/2011 10/3/2013 7,374 6,666 708






ATTACHMENT 2APART 3

PAGE 85 OF 87


(C) DATEACQUIRED

(D) DATESOLD


































100 YELP INC CL A 6/7/2013 8/1/2013 5,193 2,939 2,254

200 YELP INC CL A 6/10/2013 8/1/2013 10,386 5,907 4,479

100 YELP INC CL A 6/10/2013 8/1/2013 5,193 2,952 2,241

1,400 YELP INC CL A 6/11/2013 8/1/2013 72,704 41,409 31,295

600 YELP INC CL A 6/20/2013 9/19/2013 42,246 19,014 23,233

200 YELP INC CL A 8/21/2013 11/6/2013 13,720 10,182 3,538

700 YELP INC CL A 8/27/2013 11/6/2013 48,021 35,889 12,132

400 YELP INC CL A 8/30/2013 11/6/2013 27,440 20,730 6,711

200 YELP INC CL A 10/29/2013 11/6/2013 13,720 13,331 390

200 YELP INC CL A 6/26/2013 10/8/2013 12,988 6,901 6,087

1,400 YELP INC CL A 6/27/2013 10/8/2013 90,916 48,747 42,169

500 YELP INC CL A 7/2/2013 10/8/2013 32,470 17,268 15,202

1,300 YELP INC CL A 6/5/2013 7/25/2013 53,312 36,881 16,431

500 YELP INC CL A 6/6/2013 7/25/2013 20,505 14,116 6,388



ATTACHMENT 2APART 3

PAGE 86 OF 87


(C) DATEACQUIRED

(D) DATESOLD




400 YELP INC CL A 6/11/2013 8/2/2013 23,587 11,831 11,756

1,600 YELP INC CL A 10/29/2013 11/25/2013 91,062 106,645 (15,583)

700 YELP INC CL A 6/12/2013 9/16/2013 43,847 20,558 23,290

600 YELP INC CL A 6/20/2013 9/19/2013 40,634 19,014 21,620

400 YELP INC CL A 6/20/2013 9/20/2013 28,034 12,676 15,358

1,000 YELP INC CL A 6/6/2013 7/25/2013 40,749 28,233 12,516

200 YELP INC CL A 6/7/2013 7/25/2013 8,150 5,899 2,251

1,400 YELP INC CL A 6/11/2013 8/2/2013 81,235 41,409 39,826

900 YELP INC CL A 6/12/2013 9/16/2013 56,821 26,431 30,389

400 YELP INC CL A 6/20/2013 9/20/2013 28,076 12,676 15,400

400 YELP INC CL A 6/12/2013 9/10/2013 25,222 11,747 13,475

500 YELP INC CL A 6/12/2013 9/10/2013 31,528 14,797 16,731

300 YELP INC CL A 6/11/2013 8/2/2013 17,131 8,861 8,270

200 YELP INC CL A 6/11/2013 8/2/2013 11,421 5,916 5,505

100 YELP INC CL A 10/29/2013 11/27/2013 6,202 6,665 (463)

330 YELP INC CL A 11/11/2013 11/27/2013 20,468 20,878 (410)

600 YELP INC CL A 6/12/2013 9/16/2013 37,823 17,621 20,203

400 YELP INC CL A 6/14/2013 9/16/2013 25,216 12,376 12,839

2,800 YELP INC CL A 6/5/2013 7/23/2013 111,813 79,436 32,376

700 YELP INC CL A 6/14/2013 9/16/2013 44,222 21,659 22,563

100 YELP INC CL A 6/17/2013 9/16/2013 6,317 3,150 3,167

600 YELP INC CL A 6/12/2013 9/9/2013 37,048 17,756 19,292

3,900 YELP INC CL A 6/5/2013 7/9/2013 136,211 110,643 25,568

100 YELP INC CL A 6/20/2013 9/23/2013 6,527 3,169 3,358

700 YELP INC CL A 6/24/2013 9/23/2013 45,689 21,521 24,169

600 YELP INC CL A 6/17/2013 9/18/2013 41,293 18,900 22,393

1,000 YELP INC CL A 6/19/2013 9/18/2013 68,822 32,274 36,547

600 YELP INC CL A 6/17/2013 9/17/2013 39,296 18,900 20,396

200 YELP INC CL A 8/21/2013 10/18/2013 14,641 10,182 4,459

200 YELP INC CL A 8/21/2013 10/18/2013 14,641 10,258 4,382

700 YELP INC CL A 6/11/2013 9/6/2013 44,754 20,675 24,080

500 YELP INC CL A 6/17/2013 9/17/2013 32,722 15,750 16,972

100 YELP INC CL A 8/19/2013 10/17/2013 6,950 4,982 1,968

500 YELP INC CL A 8/21/2013 10/17/2013 34,748 25,646 9,102

300 YELP INC CL A 8/21/2013 10/17/2013 20,849 15,486 5,362

300 YELP INC CL A 8/21/2013 10/18/2013 22,256 15,273 6,983

1,500 YELP INC CL A 6/11/2013 9/6/2013 90,806 44,303 46,503

1,600 YELP INC CL A 6/24/2013 10/8/2013 101,489 49,190 52,298

500 YELP INC CL A 8/21/2013 10/17/2013 34,616 25,646 8,970

1,100 YELP INC CL A 6/11/2013 9/6/2013 66,854 32,489 34,366

200 YELP INC CL A 6/19/2013 9/19/2013 13,569 6,375 7,194

100 YELP INC CL A 6/19/2013 9/19/2013 6,784 3,227 3,557

600 YELP INC CL A 6/20/2013 9/19/2013 40,706 19,014 21,693

1,100 YELP INC CL A 7/2/2013 10/10/2013 71,721 37,990 33,732



ATTACHMENT 2APART 3

PAGE 87 OF 87


(C) DATEACQUIRED

(D) DATESOLD




1,600 YELP INC CL A 8/15/2013 10/10/2013 104,322 76,265 28,057

100 YELP INC CL A 8/16/2013 10/10/2013 6,520 4,948 1,572

700 YELP INC CL A 6/24/2013 10/8/2013 47,063 21,521 25,542

800 YELP INC CL A 6/12/2013 9/6/2013 50,231 23,674 26,557

700 YELP INC CL A 6/20/2013 9/19/2013 47,306 22,183 25,123

900 YELP INC CL A 8/16/2013 10/10/2013 58,860 44,532 14,328

700 YELP INC CL A 8/19/2013 10/10/2013 45,780 34,872 10,908

1,000 YELP INC CL A 8/19/2013 10/11/2013 67,475 49,817 17,658

1,500 YELP INC CL A 6/24/2013 10/8/2013 103,311 46,116 57,195

900 YELP INC CL A 6/26/2013 10/8/2013 61,986 31,056 30,931

800 YELP INC CL A 6/7/2013 8/1/2013 41,272 23,511 17,760

39 ZULILY INC CL A CL A 11/15/2013 11/15/2013 1,519 858 661

0 #REORG/SAFENET INC CASH MERGER EFF 4/12/07 1/11/2013 3,242 - 3,242

0 NAVISTAR INTL CORP NEW COM 2/27/2013 5,618 - 5,618

0 COGENT COMMUNICATIONS GROUP INC COM NEW 12/20/2013 17,213 - 17,213

TOTAL 106,271,038 79,802,037 26,469,000



ATTACHMENT 2APART 4

PAGE 1 OF 1

SHARE/PARVALUE (A) PROPERTY SOLD (C) DATE ACQUIRED (D) DATE SOLD




17,477 FRACTIONAL FIRST HORIZON NATIONAL CORP COM STK 2/1/2013 8/9/2013 2 - 2

34,100 MARRIOT INTL CL A COM 2/1/2013 7/10/2013 14 - 14

0 #REORG/EL PASO CASH &STOCK MERGER KINDERMORGAN 2066259 2H1HAX1 5/25/12 12/23/2013 78 - 78

0 #REORG/TYCO INTL LTD REV SPLIT TO TYCO INTL LTD 2033035 EFF 6/29/07 6/26/2013 180 - 180

TOTAL 274 - 274



ATTACHMENT 2APART 5

PAGE 1 OF 44


(C) DATEACQUIRED

(D) DATESOLD

(E) GROSS SALESPRICE



980 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 8/4/2008 5/1/2013 72,477 9,503 62,973

1,710 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 8/4/2008 5/7/2013 126,408 16,575 109,833










46 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 3/4/2009 11/26/2013 4,930 418 4,512


220 #REORG/ELAN CORP CASH & STK MERGER PERRIGO COMPANY LIMITED 2T1WAN1 12-19-13 2/21/2013 7/2/2013 3,113 2,270 843

4,960 #REORG/ELAN CORP CASH & STK MERGER PERRIGO COMPANY LIMITED 2T1WAN1 12-19-13 2/25/2013 7/2/2013 70,183 55,969 14,214
















780 #REORG/ELAN CORP CASH & STK MERGER PERRIGO COMPANY LIMITED 2T1WAN1 12-19-13 2/19/2013 6/27/2013 10,877 8,068 2,809






















ATTACHMENT 2APART 5

PAGE 2 OF 44


(C) DATEACQUIRED

(D) DATESOLD















70 #REORG/ELAN CORP CASH & STK MERGER PERRIGO COMPANY LIMITED 2T1WAN1 12-19-13 2/20/2013 6/28/2013 991 734 257















1,840 ADR TEVA PHARMACEUTICAL INDS 2/1/2012 1/9/2013 70,387 84,962 (14,575)


60 ADR TEVA PHARMACEUTICAL INDS 2/3/2012 1/9/2013 2,295 2,748 (453)

300 ADR TEVA PHARMACEUTICAL INDS 8/10/2012 1/16/2013 11,346 12,348 (1,003)





10 ADR TEVA PHARMACEUTICAL INDS 10/16/2012 1/25/2013 378 400 (23)


















ATTACHMENT 2APART 5

PAGE 3 OF 44


(C) DATEACQUIRED

(D) DATESOLD




1,850 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/21/2012 7/11/2013 99,383 87,979 11,404

470 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/26/2012 7/11/2013 25,249 22,298 2,951


200 CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 12/13/2012 6/6/2013 9,800 9,290 511

















































ATTACHMENT 2APART 5

PAGE 4 OF 44


(C) DATEACQUIRED

(D) DATESOLD







1,470 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/27/2013 8/14/2013 23,130 16,969 6,161







970 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/28/2013 8/14/2013 15,438 11,403 4,034

250 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/28/2013 8/16/2013 3,824 2,909 915

980 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/28/2013 8/16/2013 14,988 11,521 3,467






180 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/27/2013 8/13/2013 2,872 2,078 794






80 #REORG/SAIC INC REV STK SPLIT LEIDOS HLDGS INC COM 2R12AP1 09-27-2013 2/27/2013 8/13/2013 1,275 923 351

4,720 ADT CORP COM 10/12/2012 10/24/2013 198,319 169,670 28,649

520 ADT CORP COM 9/26/2012 10/10/2013 20,763 10,426 10,337

1,460 ADT CORP COM 6/7/2012 7/12/2013 62,304 58,746 3,558

18 ADT CORP COM 6/7/2012 7/15/2013 809 738 71

390 ADT CORP COM 7/25/2012 7/15/2013 17,216 15,264 1,952

785 ADT CORP COM 7/26/2012 7/15/2013 34,620 31,132 3,488

217 ADT CORP COM 9/6/2012 7/15/2013 9,565 9,292 274

1,386 ADT CORP COM 9/25/2012 7/30/2013 58,361 28,085 30,276

664 ADT CORP COM 9/26/2012 7/30/2013 27,951 23,710 4,241

10 ADT CORP COM 3/14/2011 4/16/2013 448 347 101

506 ADT CORP COM 3/15/2011 4/16/2013 21,909 16,773 5,136

146 ADT CORP COM 3/29/2011 4/16/2013 6,332 4,970 1,363

647 ADT CORP COM 3/29/2011 4/16/2013 28,036 22,009 6,027

397 ADT CORP COM 8/3/2011 4/30/2013 17,237 13,158 4,079

1,441 ADT CORP COM 8/4/2011 4/30/2013 62,608 46,049 16,560

983 ADT CORP COM 8/5/2011 4/30/2013 42,702 31,057 11,645

173 ADT CORP COM 9/6/2012 7/15/2013 7,603 7,432 171

798 ADT CORP COM 9/10/2012 7/15/2013 34,968 33,608 1,360

189 ADT CORP COM 9/13/2012 7/15/2013 8,272 7,877 395

260 ADT CORP COM 9/25/2012 7/15/2013 11,417 5,276 6,141

240 ADT CORP COM 3/29/2011 4/16/2013 10,441 8,145 2,296

780 ADT CORP COM 3/30/2011 4/16/2013 33,993 26,561 7,431

10 ADT CORP COM 10/12/2012 10/28/2013 418 359 58

860 ADT CORP COM 10/15/2012 10/28/2013 35,924 30,726 5,197

550 ADT CORP COM 10/17/2012 10/28/2013 22,974 20,918 2,056



ATTACHMENT 2APART 5

PAGE 5 OF 44


(C) DATEACQUIRED

(D) DATESOLD




160 ADT CORP COM 11/28/2012 10/28/2013 6,683 7,014 (330)

330 ADT CORP COM 2/16/2012 7/11/2013 14,050 12,237 1,813

730 ADT CORP COM 8/9/2011 7/1/2013 29,459 21,159 8,300

459 ADT CORP COM 8/11/2011 7/1/2013 18,520 13,289 5,231

411 ADT CORP COM 8/18/2011 7/1/2013 16,607 12,185 4,422

980 ADT CORP COM 1/31/2013 10/31/2013 42,694 46,381 (3,687)

1,570 ADT CORP COM 11/28/2012 10/29/2013 66,008 68,824 (2,816)

298 ADT CORP COM 2/16/2012 7/11/2013 12,708 11,046 1,661

780 ADT CORP COM 3/28/2012 7/11/2013 33,290 32,726 564

399 ADT CORP COM 4/5/2012 7/11/2013 17,010 16,512 499

802 ADT CORP COM 4/9/2012 7/11/2013 34,205 32,759 1,446

301 ADT CORP COM 6/7/2012 7/11/2013 12,845 12,116 729

2,039 ADT CORP COM 3/1/2011 4/10/2013 90,721 70,338 20,383

493 ADT CORP COM 3/2/2011 4/10/2013 21,944 16,827 5,116

1,008 ADT CORP COM 3/4/2011 4/10/2013 44,841 34,720 10,121

116 ADT CORP COM 3/7/2011 4/10/2013 5,152 3,953 1,199

193 ADT CORP COM 3/8/2011 4/10/2013 8,587 6,585 2,002

154 ADT CORP COM 3/9/2011 4/10/2013 6,869 5,264 1,605

168 ADT CORP COM 3/10/2011 4/10/2013 7,457 5,642 1,815

438 ADT CORP COM 9/9/2011 7/8/2013 17,518 13,027 4,491

896 ADT CORP COM 10/5/2011 7/8/2013 35,810 27,682 8,129

210 ADT CORP COM 10/27/2011 7/8/2013 8,396 7,285 1,111

437 ADT CORP COM 11/22/2011 7/8/2013 17,477 15,029 2,448

433 ADT CORP COM 11/23/2011 7/8/2013 17,305 14,637 2,668

645 ADT CORP COM 12/12/2011 7/8/2013 25,771 22,462 3,309

82 ADT CORP COM 3/30/2011 4/18/2013 3,548 2,775 773

184 ADT CORP COM 3/30/2011 4/18/2013 8,024 6,275 1,749

1,003 ADT CORP COM 4/28/2011 4/18/2013 43,667 36,719 6,949

101 ADT CORP COM 8/3/2011 4/18/2013 4,384 3,342 1,043

1,453 ADT CORP COM 8/5/2011 6/28/2013 58,355 45,674 12,681

262 ADT CORP COM 8/8/2011 6/28/2013 10,506 7,866 2,639

716 ADT CORP COM 8/8/2011 6/28/2013 28,761 21,384 7,378

493 ADT CORP COM 8/8/2011 6/28/2013 19,806 14,090 5,716

256 ADT CORP COM 8/9/2011 6/28/2013 10,299 7,434 2,865

243 ADT CORP COM 12/12/2011 7/9/2013 10,187 8,452 1,735

883 ADT CORP COM 12/13/2011 7/9/2013 37,080 30,774 6,306

883 ADT CORP COM 12/14/2011 7/9/2013 37,080 29,975 7,105

442 ADT CORP COM 12/15/2011 7/9/2013 18,540 14,994 3,546

479 ADT CORP COM 12/21/2011 7/9/2013 20,112 16,729 3,383

408 ADT CORP COM 12/21/2011 7/10/2013 17,045 14,264 2,781

815 ADT CORP COM 1/18/2012 7/10/2013 33,994 30,148 3,846

247 ADT CORP COM 2/16/2012 7/10/2013 10,299 9,152 1,147

640 ADT CORP COM 11/28/2012 10/31/2013 28,041 28,056 (14)

340 ADT CORP COM 11/29/2012 10/31/2013 14,897 15,129 (232)

1,772 ADT CORP COM 9/26/2012 10/21/2013 72,163 35,528 36,635

1,448 ADT CORP COM 9/28/2012 10/21/2013 58,964 29,890 29,075

2,311 ADT CORP COM 2/24/2011 4/3/2013 104,560 78,331 26,230

3,919 ADT CORP COM 2/25/2011 4/3/2013 177,306 133,735 43,571

440 ADT CORP COM 3/1/2011 4/3/2013 19,896 15,173 4,723

840 ADT CORP COM 11/29/2012 10/31/2013 36,838 37,377 (539)



ATTACHMENT 2APART 5

PAGE 6 OF 44


(C) DATEACQUIRED

(D) DATESOLD




1,450 ADT CORP COM 1/31/2013 10/31/2013 63,589 68,625 (5,036)

160 ADT CORP COM 9/28/2012 10/23/2013 6,649 3,303 3,347

1,430 ADT CORP COM 10/3/2012 10/23/2013 59,430 55,937 3,493

571 ADT CORP COM 8/18/2011 7/2/2013 22,609 16,898 5,712

497 ADT CORP COM 8/19/2011 7/2/2013 19,712 14,420 5,292

493 ADT CORP COM 8/31/2011 7/2/2013 19,542 15,501 4,040

59 ADT CORP COM 9/9/2011 7/2/2013 2,338 1,753 585

338 ADT CORP COM 3/10/2011 4/12/2013 15,422 11,394 4,029

506 ADT CORP COM 3/11/2011 4/12/2013 23,059 17,074 5,985

496 ADT CORP COM 3/14/2011 4/12/2013 22,588 16,641 5,947

1,200 ADT CORP COM 10/3/2012 10/23/2013 49,866 46,940 2,926

1,380 ADT CORP COM 10/10/2012 10/23/2013 57,346 51,279 6,067

580 ADT CORP COM 10/12/2012 10/23/2013 24,102 20,849 3,253

2,166 ADT CORP COM 9/26/2012 10/1/2013 87,617 77,068 10,549

1,014 ADT CORP COM 9/26/2012 10/1/2013 41,010 20,327 20,683

920 ALLIANT TECHSYSTEMS INC COM 4/10/2012 5/6/2013 67,068 44,420 22,648






1,720 ALLIANT TECHSYSTEMS INC COM 4/10/2012 5/7/2013 125,961 83,045 42,916































ATTACHMENT 2APART 5

PAGE 7 OF 44


(C) DATEACQUIRED

(D) DATESOLD




650 AMDOCS ORD GBP0.01 6/9/2011 1/10/2013 22,489 18,940 3,549

880 AMDOCS ORD GBP0.01 6/13/2011 1/10/2013 30,446 25,302 5,144

110 AMDOCS ORD GBP0.01 2/14/2012 4/24/2013 3,802 3,352 450

970 AMDOCS ORD GBP0.01 7/15/2011 1/29/2013 35,044 29,789 5,255

70 AMDOCS ORD GBP0.01 7/28/2011 1/29/2013 2,529 2,218 311

510 AMDOCS ORD GBP0.01 8/1/2011 1/29/2013 18,425 15,807 2,618

1,080 AMDOCS ORD GBP0.01 8/1/2011 1/30/2013 38,814 33,474 5,341

940 AMDOCS ORD GBP0.01 8/8/2011 1/30/2013 33,783 26,353 7,429

720 AMDOCS ORD GBP0.01 9/30/2011 3/19/2013 25,663 19,640 6,022

970 AMDOCS ORD GBP0.01 10/3/2011 3/19/2013 34,573 25,240 9,333

90 AMDOCS ORD GBP0.01 8/10/2011 3/6/2013 3,271 2,440 831

1,080 AMDOCS ORD GBP0.01 8/11/2011 3/6/2013 39,254 29,317 9,937

1,260 AMDOCS ORD GBP0.01 8/19/2011 3/13/2013 45,234 33,215 12,019

1,750 AMDOCS ORD GBP0.01 9/8/2011 3/13/2013 62,824 47,413 15,411

330 AMDOCS ORD GBP0.01 9/30/2011 3/13/2013 11,847 9,002 2,845

980 AMDOCS ORD GBP0.01 12/29/2011 4/23/2013 33,859 27,805 6,055

10 AMDOCS ORD GBP0.01 2/13/2012 4/23/2013 346 305 40

380 AMDOCS ORD GBP0.01 10/3/2011 4/9/2013 13,461 9,888 3,573

700 AMDOCS ORD GBP0.01 10/4/2011 4/11/2013 24,702 18,500 6,202

1,040 AMDOCS ORD GBP0.01 10/3/2011 4/10/2013 36,806 27,062 9,744

460 AMDOCS ORD GBP0.01 12/29/2011 4/22/2013 15,813 13,051 2,762

540 AMDOCS ORD GBP0.01 9/30/2011 3/13/2013 19,458 14,730 4,728

440 AMDOCS ORD GBP0.01 2/13/2012 4/23/2013 15,197 13,429 1,768

620 AMDOCS ORD GBP0.01 8/11/2011 3/8/2013 22,336 16,830 5,506

1,730 AMDOCS ORD GBP0.01 8/17/2011 3/8/2013 62,324 47,702 14,621

980 AMDOCS ORD GBP0.01 8/18/2011 3/8/2013 35,305 25,593 9,712

1,210 AMDOCS ORD GBP0.01 10/4/2011 4/11/2013 42,706 31,978 10,728

1,520 AMDOCS ORD GBP0.01 11/28/2011 4/11/2013 53,647 42,247 11,400

240 AMDOCS ORD GBP0.01 12/9/2011 4/11/2013 8,471 6,728 1,742

1,650 AMDOCS ORD GBP0.01 8/11/2011 3/7/2013 59,545 44,789 14,755

790 AMDOCS ORD GBP0.01 10/3/2011 4/10/2013 27,948 20,557 7,391

1,260 AMDOCS ORD GBP0.01 10/4/2011 4/10/2013 44,575 33,299 11,276

460 AMDOCS ORD GBP0.01 12/21/2011 4/18/2013 15,805 12,817 2,987

530 AMDOCS ORD GBP0.01 2/13/2012 4/23/2013 18,308 16,157 2,150

2,290 AMDOCS ORD GBP0.01 2/13/2012 4/23/2013 79,102 69,894 9,208

530 AMDOCS ORD GBP0.01 2/14/2012 4/23/2013 18,308 16,149 2,158

1,060 AMDOCS ORD GBP0.01 12/21/2011 4/18/2013 36,385 29,536 6,849

1,860 AMDOCS ORD GBP0.01 12/22/2011 4/18/2013 63,845 52,495 11,350

80 AMDOCS ORD GBP0.01 12/29/2011 4/18/2013 2,746 2,270 476

720 AMDOCS ORD GBP0.01 8/18/2011 3/12/2013 26,001 18,803 7,198

1,190 AMDOCS ORD GBP0.01 8/19/2011 3/12/2013 42,973 31,370 11,604

130 AMDOCS ORD GBP0.01 8/8/2011 3/5/2013 4,721 3,645 1,076

520 AMDOCS ORD GBP0.01 7/14/2011 1/29/2013 18,749 16,024 2,725

810 AMDOCS ORD GBP0.01 7/15/2011 1/29/2013 29,205 24,875 4,330

910 AMDOCS ORD GBP0.01 8/19/2011 3/12/2013 32,868 23,989 8,880

400 AMDOCS ORD GBP0.01 8/8/2011 3/5/2013 14,544 11,214 3,330

1,640 AMDOCS ORD GBP0.01 8/9/2011 3/5/2013 59,632 44,230 15,402

1,550 AMDOCS ORD GBP0.01 8/10/2011 3/5/2013 56,360 42,027 14,333

130 AMDOCS ORD GBP0.01 6/16/2011 1/24/2013 4,591 3,804 787

1,860 AMDOCS ORD GBP0.01 6/21/2011 1/24/2013 65,682 54,340 11,342



ATTACHMENT 2APART 5

PAGE 8 OF 44


(C) DATEACQUIRED

(D) DATESOLD




1,270 AMDOCS ORD GBP0.01 7/14/2011 1/24/2013 44,848 39,135 5,713

1,260 AMDOCS ORD GBP0.01 12/9/2011 4/12/2013 44,090 35,324 8,765

230 AMDOCS ORD GBP0.01 12/12/2011 4/12/2013 8,048 6,387 1,661

60 AMDOCS ORD GBP0.01 12/21/2011 4/12/2013 2,100 1,672 428

510 AMDOCS ORD GBP0.01 6/8/2011 1/9/2013 17,698 14,915 2,783

1,210 AMDOCS ORD GBP0.01 6/9/2011 1/9/2013 41,990 35,257 6,732

770 AMDOCS ORD GBP0.01 6/14/2011 1/15/2013 27,009 22,288 4,722

1,710 AMDOCS ORD GBP0.01 6/16/2011 1/15/2013 59,982 50,032 9,950

160 AMDOCS ORD GBP0.01 8/8/2011 3/4/2013 5,809 4,486 1,324

980 AMDOCS ORD GBP0.01 6/13/2011 1/14/2013 34,629 28,177 6,452

610 AMDOCS ORD GBP0.01 6/14/2011 1/14/2013 21,555 17,656 3,898

1,990 AMDOCS ORD GBP0.01 6/14/2011 1/14/2013 70,318 58,244 12,074

360 AMDOCS ORD GBP0.01 6/14/2011 1/14/2013 12,721 10,463 2,257

2,630 AMDOCS ORD GBP0.01 2/14/2012 4/24/2013 90,859 80,137 10,722

1,070 AMGEN INC COM 3/26/2009 3/6/2013 99,735 54,246 45,489

210 AMGEN INC COM 4/6/2009 3/6/2013 19,574 9,809 9,766

520 AMGEN INC COM 1/20/2009 2/21/2013 44,230 28,969 15,261

160 AMGEN INC COM 1/23/2009 2/21/2013 13,609 8,636 4,973

640 AMGEN INC COM 4/6/2009 3/7/2013 59,484 29,893 29,591

580 AMGEN INC COM 3/25/2009 3/4/2013 53,358 28,997 24,362

60 AMGEN INC COM 3/26/2009 3/4/2013 5,520 3,042 2,478

100 AMGEN INC COM 4/13/2009 3/11/2013 9,126 4,756 4,370

560 AMGEN INC COM 4/16/2009 3/11/2013 51,105 26,544 24,561

240 AMGEN INC COM 4/16/2009 3/13/2013 21,837 11,376 10,461

740 AMGEN INC COM 4/27/2009 3/13/2013 67,329 37,243 30,086

350 AMGEN INC COM 12/19/2011 3/13/2013 31,845 21,145 10,700

370 AMGEN INC COM 8/20/2008 1/16/2013 31,394 23,716 7,678

970 AMGEN INC COM 8/21/2008 1/16/2013 82,303 61,853 20,450

520 AMGEN INC COM 12/19/2011 3/18/2013 47,117 31,416 15,701

1,520 AMGEN INC COM 12/21/2011 3/18/2013 137,725 95,779 41,947

360 AMGEN INC COM 10/22/2008 1/25/2013 29,705 18,385 11,319

340 AMGEN INC COM 11/12/2008 1/25/2013 28,054 19,090 8,964

160 AMGEN INC COM 12/23/2008 2/14/2013 13,711 9,232 4,480

530 AMGEN INC COM 12/24/2008 2/14/2013 45,419 30,504 14,915

640 AMGEN INC COM 4/6/2009 3/8/2013 59,532 29,893 29,639

650 AMGEN INC COM 4/13/2009 3/8/2013 60,462 30,917 29,545

480 AMGEN INC COM 1/28/2009 2/25/2013 43,369 26,116 17,253

1,380 AMGEN INC COM 3/24/2009 2/25/2013 124,686 68,297 56,389

80 AMGEN INC COM 3/25/2009 2/25/2013 7,228 4,000 3,229

280 AMGEN INC COM 11/12/2008 1/29/2013 24,341 15,721 8,619

610 AMGEN INC COM 11/18/2008 1/29/2013 53,028 34,274 18,753

430 AMGEN INC COM 12/23/2008 1/29/2013 37,380 24,811 12,570

1,110 AMGEN INC COM 8/21/2008 1/24/2013 91,594 70,780 20,814

790 AMGEN INC COM 9/17/2008 1/24/2013 65,189 49,687 15,502

1,660 AMGEN INC COM 9/18/2008 1/24/2013 136,978 99,046 37,932

3,080 AMGEN INC COM 10/14/2008 1/24/2013 254,153 163,230 90,922

360 AMGEN INC COM 10/22/2008 1/24/2013 29,706 18,385 11,321

480 AMGEN INC COM 1/23/2009 2/22/2013 41,517 25,908 15,609

190 AMGEN INC COM 1/28/2009 2/22/2013 16,434 10,338 6,096

60 AMGEN INC COM 12/24/2008 2/20/2013 5,102 3,453 1,649



ATTACHMENT 2APART 5

PAGE 9 OF 44


(C) DATEACQUIRED

(D) DATESOLD




610 AMGEN INC COM 12/30/2008 2/20/2013 51,869 34,827 17,042

620 AMGEN INC COM 12/31/2008 2/20/2013 52,719 35,805 16,914

100 AMGEN INC COM 1/20/2009 2/20/2013 8,503 5,571 2,932

1,330 AMGEN INC COM 8/20/2008 1/15/2013 113,751 85,248 28,503

670 AMGEN INC COM 12/19/2011 3/15/2013 61,461 40,478 20,982

1,480 AOL INC COM STK 3/27/2012 11/15/2013 67,954 28,742 39,212

8 AOL INC COM STK 12/22/2010 5/6/2013 328 196 132

850 AOL INC COM STK 12/23/2010 5/6/2013 34,845 20,772 14,073

1,540 AOL INC COM STK 12/23/2010 5/6/2013 63,132 37,668 25,464

862 AOL INC COM STK 12/27/2010 5/6/2013 35,337 20,747 14,590

18 AOL INC COM STK 12/31/2010 7/5/2013 653 426 227

1,310 AOL INC COM STK 1/3/2011 7/5/2013 47,554 31,204 16,350

42 AOL INC COM STK 3/16/2012 7/5/2013 1,525 762 763

1,220 AOL INC COM STK 3/16/2012 7/5/2013 44,287 22,138 22,149

368 AOL INC COM STK 1/15/2013 12/24/2013 16,341 10,985 5,356

842 AOL INC COM STK 1/24/2013 12/24/2013 37,389 26,069 11,321

38 AOL INC COM STK 3/27/2012 11/21/2013 1,700 738 962

1,472 AOL INC COM STK 3/28/2012 11/21/2013 65,841 28,299 37,542

600 AOL INC COM STK 1/24/2013 12/24/2013 26,739 18,576 8,162

490 AOL INC COM STK 12/22/2010 5/3/2013 19,771 12,038 7,733

1,530 AOL INC COM STK 1/24/2013 12/24/2013 68,056 47,369 20,686

50 AOL INC COM STK 3/22/2012 7/17/2013 1,888 892 997

1,280 AOL INC COM STK 3/27/2012 11/14/2013 59,570 24,907 34,663

68 AOL INC COM STK 3/27/2012 11/14/2013 3,165 1,325 1,839

682 AOL INC COM STK 3/27/2012 11/14/2013 31,740 13,245 18,495

890 AOL INC COM STK 3/27/2012 11/14/2013 41,420 17,315 24,105

1,070 AOL INC COM STK 1/15/2013 12/13/2013 47,503 31,940 15,563

230 AOL INC COM STK 12/22/2010 5/3/2013 9,365 5,650 3,715

678 AOL INC COM STK 3/22/2012 7/17/2013 25,555 12,089 13,466

80 AOL INC COM STK 3/23/2012 7/17/2013 3,015 1,404 1,611

832 AOL INC COM STK 3/27/2012 7/17/2013 31,360 16,216 15,144

858 AOL INC COM STK 12/27/2010 5/7/2013 35,417 20,651 14,766

1,400 AOL INC COM STK 12/28/2010 5/7/2013 57,790 33,898 23,892

1,790 AOL INC COM STK 12/29/2010 5/7/2013 73,888 43,259 30,629

330 AOL INC COM STK 12/30/2010 5/7/2013 13,622 7,943 5,679

112 AOL INC COM STK 12/30/2010 5/7/2013 4,623 2,691 1,932

78 AOL INC COM STK 12/22/2010 5/3/2013 3,154 1,916 1,238

182 AOL INC COM STK 12/22/2010 5/3/2013 7,359 4,450 2,909

430 AOL INC COM STK 12/22/2010 5/3/2013 17,387 10,545 6,842

818 AOL INC COM STK 12/30/2010 5/7/2013 33,744 19,655 14,089

1,240 AOL INC COM STK 12/31/2010 5/7/2013 51,152 29,490 21,662

662 AOL INC COM STK 12/31/2010 5/7/2013 27,308 15,683 11,626

950 AOL INC COM STK 12/31/2010 7/3/2013 34,381 22,505 11,876

3,838 AOL INC COM STK 3/28/2012 11/26/2013 170,976 73,786 97,190

2,070 AOL INC COM STK 4/11/2012 11/26/2013 92,215 50,200 42,015

110 AOL INC COM STK 4/19/2012 11/26/2013 4,900 2,755 2,145

1,910 AOL INC COM STK 4/20/2012 11/26/2013 85,087 47,841 37,246

2,090 AOL INC COM STK 4/27/2012 11/26/2013 93,106 52,438 40,667

1,340 AOL INC COM STK 5/2/2012 11/26/2013 59,694 33,364 26,331

750 AOL INC COM STK 5/3/2012 11/26/2013 33,411 18,664 14,747



ATTACHMENT 2APART 5

PAGE 10 OF 44


(C) DATEACQUIRED

(D) DATESOLD




730 AOL INC COM STK 5/7/2012 11/26/2013 32,520 18,054 14,466

860 AOL INC COM STK 5/8/2012 11/26/2013 38,311 21,257 17,055

3,790 AOL INC COM STK 5/15/2012 11/26/2013 168,837 101,762 67,076

320 AOL INC COM STK 5/15/2012 11/26/2013 14,255 8,521 5,734

1,800 AOL INC COM STK 5/16/2012 11/26/2013 80,187 48,387 31,800

1,370 AOL INC COM STK 5/18/2012 11/26/2013 61,031 35,673 25,358

50 AOL INC COM STK 5/21/2012 11/26/2013 2,227 1,296 931

1,720 AOL INC COM STK 5/23/2012 11/26/2013 76,623 46,895 29,728

1,720 AOL INC COM STK 5/25/2012 11/26/2013 76,623 47,620 29,002

1,390 AOL INC COM STK 5/30/2012 11/26/2013 61,922 37,521 24,401

2,380 AOL INC COM STK 1/14/2013 11/26/2013 106,025 70,607 35,418

12 AOL INC COM STK 1/15/2013 11/26/2013 535 358 176

1,558 AOL INC COM STK 3/16/2012 7/8/2013 57,322 28,270 29,052

230 AOL INC COM STK 3/21/2012 7/8/2013 8,462 4,139 4,323

1,852 AOL INC COM STK 3/22/2012 7/8/2013 68,139 33,022 35,117

120 AON PLC COM 3/8/2012 1/2/2013 6,749 5,703 1,046

15 AON PLC COM 3/23/2012 1/2/2013 818 710 108

450 AON PLC COM 3/23/2012 1/2/2013 25,307 21,836 3,472

155 AON PLC COM 3/23/2012 1/2/2013 8,743 7,588 1,155

220 AON PLC COM 3/23/2012 1/2/2013 12,526 10,675 1,851

126 AON PLC COM 3/23/2012 1/2/2013 7,142 6,093 1,049

74 AON PLC COM 3/23/2012 1/2/2013 4,233 3,612 622

933 AON PLC COM 3/26/2012 1/2/2013 53,050 45,643 7,407

87 AON PLC COM 3/26/2012 1/2/2013 4,962 4,269 693

1,893 AON PLC COM 3/28/2012 1/2/2013 107,659 92,845 14,814

177 AON PLC COM 3/28/2012 1/2/2013 10,071 8,685 1,386

176 AON PLC COM 3/29/2012 1/2/2013 10,022 8,613 1,409

1,884 AON PLC COM 3/29/2012 1/2/2013 107,139 92,075 15,064

1,030 AON PLC COM 4/19/2012 1/2/2013 58,581 51,212 7,368

40 AUTOZONE INC COM 4/9/2010 6/20/2013 16,722 7,007 9,715

110 AUTOZONE INC COM 4/12/2010 6/20/2013 45,985 19,257 26,728

170 AUTOZONE INC COM 4/12/2010 7/8/2013 73,560 29,761 43,799

450 AUTOZONE INC COM 4/26/2010 7/8/2013 194,717 83,356 111,361

310 AUTOZONE INC COM 3/4/2010 3/5/2013 118,450 51,901 66,549

240 AUTOZONE INC COM 3/4/2010 3/8/2013 91,368 40,182 51,187

80 AUTOZONE INC COM 4/9/2010 3/8/2013 30,456 14,013 16,443

170 AUTOZONE INC COM 5/27/2010 9/24/2013 70,205 32,636 37,569

150 AUTOZONE INC COM 1/26/2010 1/29/2013 54,418 23,716 30,702

10 AUTOZONE INC COM 3/4/2010 1/29/2013 3,628 1,674 1,954

240 AUTOZONE INC COM 4/26/2010 8/14/2013 103,031 44,457 58,575

40 AUTOZONE INC COM 5/27/2010 9/24/2013 16,454 7,679 8,775

230 AUTOZONE INC COM 5/28/2010 9/24/2013 94,612 44,162 50,450

20 AUTOZONE INC COM 6/11/2010 9/24/2013 8,227 3,752 4,475

30 AUTOZONE INC COM 5/25/2010 9/20/2013 12,495 5,571 6,924

230 AUTOZONE INC COM 5/26/2010 9/20/2013 95,793 44,315 51,478

280 AUTOZONE INC COM 5/27/2010 9/20/2013 116,618 53,780 62,838

190 AUTOZONE INC COM 6/11/2010 9/24/2013 78,433 35,646 42,787

210 AUTOZONE INC COM 6/15/2010 9/24/2013 86,690 40,107 46,583

380 AUTOZONE INC COM 6/21/2010 9/24/2013 156,867 74,503 82,364

350 AUTOZONE INC COM 4/26/2010 8/15/2013 147,787 64,833 82,954



ATTACHMENT 2APART 5

PAGE 11 OF 44


(C) DATEACQUIRED

(D) DATESOLD




320 AUTOZONE INC COM 1/26/2010 1/24/2013 114,599 50,594 64,005

200 AUTOZONE INC COM 1/19/2010 1/4/2013 72,050 31,353 40,697

100 AUTOZONE INC COM 1/26/2010 1/4/2013 36,025 15,811 20,215

10 AUTOZONE INC COM 5/27/2010 9/20/2013 4,186 1,920 2,267

220 AUTOZONE INC COM 5/27/2010 9/20/2013 92,100 42,256 49,845

150 AUTOZONE INC COM 4/9/2010 4/2/2013 60,103 26,275 33,828

290 AUTOZONE INC COM 6/21/2010 11/26/2013 132,786 56,857 75,928

210 AUTOZONE INC COM 6/22/2010 11/26/2013 96,155 40,643 55,512

200 AUTOZONE INC COM 6/23/2010 11/26/2013 91,576 38,906 52,671

410 AUTOZONE INC COM 6/24/2010 11/26/2013 187,731 80,002 107,729

410 AUTOZONE INC COM 6/25/2010 11/26/2013 187,731 80,530 107,201

170 AUTOZONE INC COM 6/28/2010 11/26/2013 77,840 33,462 44,378

390 AUTOZONE INC COM 6/30/2010 11/26/2013 178,574 76,663 101,911

190 AUTOZONE INC COM 7/7/2010 11/26/2013 86,997 37,035 49,963

50 AUTOZONE INC COM 9/21/2010 11/26/2013 22,894 10,864 12,030

190 AUTOZONE INC COM 9/21/2010 11/26/2013 86,997 41,482 45,515

1,310 AVIS BUDGET GROUP INC COM STK 10/10/2012 6/13/2013 40,836 22,041 18,795

450 AVIS BUDGET GROUP INC COM STK 10/9/2012 6/11/2013 14,771 7,569 7,202




160 AVIS BUDGET GROUP INC COM STK 10/5/2012 2/13/2013 3,684 2,689 995


10 AVIS BUDGET GROUP INC COM STK 12/12/2012 12/26/2013 389 191 198





























ATTACHMENT 2APART 5

PAGE 12 OF 44


(C) DATEACQUIRED

(D) DATESOLD











490 BALL CORP COM 4/28/2009 6/25/2013 20,550 9,375 11,175

690 BALL CORP COM 11/14/2008 5/21/2013 31,757 11,693 20,065

2,000 BALL CORP COM 11/24/2008 5/21/2013 92,051 31,835 60,216

140 BALL CORP COM 12/1/2008 5/21/2013 6,444 2,440 4,004

620 BALL CORP COM 4/28/2009 6/25/2013 25,967 11,862 14,105

1,490 BALL CORP COM 4/30/2009 6/25/2013 62,405 28,379 34,026

160 BALL CORP COM 4/27/2009 6/21/2013 6,813 3,146 3,667

200 BALL CORP COM 4/28/2009 6/21/2013 8,517 3,827 4,690

80 BALL CORP COM 12/10/2008 5/31/2013 3,496 1,533 1,963

550 BALL CORP COM 5/4/2009 10/4/2013 24,711 10,515 14,196

1,940 BALL CORP COM 5/14/2009 10/4/2013 87,162 37,341 49,821

390 BALL CORP COM 5/28/2009 10/4/2013 17,522 7,600 9,923

640 BALL CORP COM 4/27/2009 6/19/2013 27,839 12,584 15,254

370 BALL CORP COM 4/30/2009 6/25/2013 15,495 7,047 8,448

360 BALL CORP COM 2/12/2009 6/4/2013 15,591 7,382 8,210

550 BALL CORP COM 4/28/2009 6/21/2013 23,392 10,523 12,869

1,040 BALL CORP COM 11/3/2008 1/30/2013 47,803 18,411 29,392

1,740 BALL CORP COM 11/4/2008 1/30/2013 79,979 31,723 48,256

360 BALL CORP COM 12/10/2008 5/31/2013 15,675 6,839 8,836

120 BALL CORP COM 12/10/2008 5/31/2013 5,225 2,299 2,926

1,760 BALL CORP COM 12/23/2008 5/31/2013 76,633 34,502 42,131

960 BALL CORP COM 1/20/2009 5/31/2013 41,800 17,762 24,037

390 BALL CORP COM 2/12/2009 5/31/2013 16,981 7,997 8,984

1,930 BALL CORP COM 4/27/2009 6/19/2013 84,067 37,949 46,118

170 BALL CORP COM 2/12/2009 6/4/2013 7,364 3,486 3,878

820 BALL CORP COM 4/24/2009 6/4/2013 35,520 16,604 18,916

630 BALL CORP COM 5/4/2009 9/25/2013 28,457 12,044 16,413

550 BALL CORP COM 4/28/2009 6/21/2013 23,358 10,523 12,835

820 BALL CORP COM 2/12/2009 5/31/2013 35,798 16,814 18,984

420 BALL CORP COM 4/27/2009 6/19/2013 18,326 8,258 10,068

140 BALL CORP COM 4/24/2009 6/4/2013 6,065 2,835 3,231

770 BALL CORP COM 5/4/2009 9/24/2013 35,023 14,721 20,302

1,750 BALL CORP COM 11/5/2008 5/6/2013 79,312 31,735 47,578

1,430 BALL CORP COM 11/14/2008 5/6/2013 64,809 24,233 40,577

710 BALL CORP COM 5/27/2010 10/9/2013 31,551 17,586 13,965

470 BALL CORP COM 6/3/2010 10/9/2013 20,886 12,045 8,841

880 BALL CORP COM 4/24/2009 6/4/2013 38,034 17,819 20,215

620 BALL CORP COM 4/27/2009 6/4/2013 26,796 12,191 14,606

300 BALL CORP COM 10/30/2008 1/28/2013 13,845 5,012 8,833

1,190 BALL CORP COM 10/31/2008 1/28/2013 54,920 20,750 34,170

250 BALL CORP COM 6/3/2010 10/9/2013 11,088 6,407 4,681

1,240 BALL CORP COM 12/9/2008 5/30/2013 54,181 23,520 30,661

440 BALL CORP COM 12/9/2008 5/30/2013 19,225 8,351 10,874



ATTACHMENT 2APART 5

PAGE 13 OF 44


(C) DATEACQUIRED

(D) DATESOLD




390 BALL CORP COM 12/10/2008 5/30/2013 17,041 7,472 9,569

180 BALL CORP COM 8/10/2011 10/16/2013 8,110 6,388 1,723

1,100 BALL CORP COM 8/11/2011 10/16/2013 49,563 38,316 11,247

1,220 BALL CORP COM 4/28/2009 6/24/2013 50,876 23,342 27,534

1,120 BALL CORP COM 6/3/2010 10/9/2013 49,817 28,704 21,113

910 BALL CORP COM 12/10/2008 5/30/2013 39,876 17,435 22,441

1,160 BALL CORP COM 5/28/2009 10/8/2013 51,820 22,604 29,217

1,490 BALL CORP COM 8/11/2011 10/16/2013 66,969 51,900 15,068

540 BALL CORP COM 8/19/2011 10/16/2013 24,270 18,772 5,499

2,970 BALL CORP COM 4/27/2009 6/7/2013 129,025 58,398 70,627

420 BALL CORP COM 6/7/2010 10/15/2013 18,898 10,629 8,268

2,700 BALL CORP COM 12/1/2008 5/29/2013 118,603 47,057 71,546

90 BALL CORP COM 4/28/2009 6/24/2013 3,748 1,722 2,026

1,500 BALL CORP COM 4/27/2009 6/18/2013 64,704 29,494 35,210

250 BALL CORP COM 6/3/2010 10/9/2013 11,071 6,407 4,664

2,140 BALL CORP COM 4/30/2009 7/8/2013 91,254 40,759 50,495

70 BALL CORP COM 5/4/2009 7/8/2013 2,985 1,338 1,647

1,610 BALL CORP COM 6/3/2010 10/10/2013 71,922 41,262 30,660

2,670 BALL CORP COM 6/4/2010 10/10/2013 119,275 68,680 50,595

530 BALL CORP COM 5/28/2009 10/8/2013 23,752 10,328 13,425

1,130 BALL CORP COM 5/27/2010 10/8/2013 50,642 27,990 22,652

420 BALL CORP COM 6/7/2010 10/15/2013 18,906 10,629 8,277

80 BALL CORP COM 12/1/2008 5/29/2013 3,505 1,394 2,110

180 BALL CORP COM 12/9/2008 5/29/2013 7,886 3,416 4,469

180 BALL CORP COM 4/28/2009 6/24/2013 7,499 3,444 4,055

570 BALL CORP COM 10/31/2008 1/29/2013 26,254 9,939 16,315

670 BALL CORP COM 6/4/2010 10/11/2013 30,228 17,234 12,994

2,810 BALL CORP COM 6/7/2010 10/15/2013 126,157 71,115 55,041

1,070 BALL CORP COM 8/10/2011 10/15/2013 48,038 37,972 10,066

740 BALL CORP COM 8/19/2011 10/16/2013 33,386 25,724 7,662

1,310 BALL CORP COM 9/6/2011 10/16/2013 59,103 44,844 14,259

500 BALL CORP COM 10/31/2008 1/29/2013 23,040 8,718 14,322

2,440 BALL CORP COM 11/3/2008 1/29/2013 112,437 43,196 69,242

500 BALL CORP COM 11/4/2008 5/3/2013 22,724 9,116 13,608

430 BALL CORP COM 11/5/2008 5/3/2013 19,543 7,798 11,745

2,040 BALL CORP COM 6/4/2010 10/11/2013 91,941 52,474 39,466

110 BALL CORP COM 6/7/2010 10/11/2013 4,958 2,784 2,174

240 BAXTER INTL INC COM 6/25/2009 4/16/2013 16,925 12,602 4,322





1,910 BAXTER INTL INC COM 9/23/2010 10/23/2013 124,453 91,163 33,291










ATTACHMENT 2APART 5

PAGE 14 OF 44


(C) DATEACQUIRED

(D) DATESOLD

















50 BAXTER INTL INC COM 4/16/2010 10/17/2013 3,353 2,964 390















30 BAXTER INTL INC COM 7/10/2009 4/17/2013 2,103 1,585 518
























ATTACHMENT 2APART 5

PAGE 15 OF 44


(C) DATEACQUIRED

(D) DATESOLD














1,370 COVANTA HLDG CORP COM 1/22/2013 11/26/2013 23,872 26,022 (2,150)

2,680 COVANTA HLDG CORP COM 1/12/2011 10/24/2013 47,939 45,058 2,881



350 COVANTA HLDG CORP COM 1/19/2011 10/24/2013 6,261 5,995 265




1,350 COVANTA HLDG CORP COM 2/7/2011 10/24/2013 24,149 23,658 491

1,800 COVANTA HLDG CORP COM 2/8/2011 10/24/2013 32,198 31,663 535








900 COVANTA HLDG CORP COM 1/22/2013 11/27/2013 15,603 16,961 (1,357)

959 COVANTA HLDG CORP COM 3/10/2011 10/24/2013 17,227 16,198 1,029












4,220 COVIDIEN PLC USD0.20(POST CONSLDTN) 11/5/2013 11/26/2013 287,127 271,687 15,439

680 CROWN HLDGS INC COM 1/23/2008 11/6/2013 29,212 14,107 15,105



2,210 CROWN HLDGS INC COM 9/23/2008 11/6/2013 95,227 51,293 43,934


17 CROWN HLDGS INC COM 7/26/2012 12/10/2013 739 591 148

2,503 CROWN HLDGS INC COM 5/21/2013 12/10/2013 108,850 110,276 (1,426)


20 CROWN HLDGS INC COM 11/25/2008 11/21/2013 872 291 581



ATTACHMENT 2APART 5

PAGE 16 OF 44


(C) DATEACQUIRED

(D) DATESOLD





















297 CROWN HLDGS INC COM 5/21/2013 12/10/2013 12,864 13,085 (221)



































ATTACHMENT 2APART 5

PAGE 17 OF 44


(C) DATEACQUIRED

(D) DATESOLD









150 CROWN HLDGS INC COM 5/21/2013 12/10/2013 6,560 6,609 (48)






18,570 DELTA AIR LINES INC DEL COM NEW COM NEW 8/13/2013 11/26/2013 538,521 363,602 174,918



1,070 DRESSER-RAND GROUP INC COM 5/14/2010 2/27/2013 65,513 34,846 30,667

471 DRESSER-RAND GROUP INC COM 8/11/2011 11/26/2013 26,473 17,257 9,217

































1,340 EASTMAN CHEM CO COM 3/10/2008 11/26/2013 101,141 42,096 59,045




ATTACHMENT 2APART 5

PAGE 18 OF 44


(C) DATEACQUIRED

(D) DATESOLD









110 EASTMAN CHEM CO COM 3/12/2009 11/26/2013 8,303 1,231 7,072








2,010 EQUINIX INC COM NEW COM NEW 11/6/2013 11/18/2013 332,927 326,430 6,497

400 EQUINIX INC COM NEW COM NEW 11/6/2013 11/18/2013 66,254 64,999 1,256

610 EQUINIX INC COM NEW COM NEW 11/6/2013 11/18/2013 101,034 99,066 1,969

600 FLOWSERVE CORP COM 9/6/2012 11/21/2013 42,376 25,864 16,512


1,130 FLOWSERVE CORP COM 8/21/2012 11/20/2013 78,726 47,993 30,733



























3,440 FMC CORP COM (NEW) 3/27/2012 7/8/2013 208,714 180,855 27,859

180 FMC CORP COM (NEW) 3/27/2012 7/8/2013 10,921 9,468 1,454

1,860 FMC CORP COM (NEW) 3/27/2012 11/26/2013 135,045 97,788 37,257

1,940 FMC CORP COM (NEW) 3/27/2012 11/26/2013 140,853 101,120 39,733

2,640 FMC CORP COM (NEW) 3/28/2012 11/26/2013 191,677 138,419 53,258



ATTACHMENT 2APART 5

PAGE 19 OF 44


(C) DATEACQUIRED

(D) DATESOLD




960 FMC CORP COM (NEW) 3/29/2012 11/26/2013 69,701 49,935 19,765

180 FMC CORP COM (NEW) 4/13/2012 11/26/2013 13,069 9,443 3,626

1,740 FMC CORP COM (NEW) 4/13/2012 11/26/2013 126,332 91,369 34,963

1,640 FMC CORP COM (NEW) 4/17/2012 11/26/2013 119,072 88,249 30,823

260 FMC CORP COM (NEW) 4/17/2012 11/26/2013 18,877 13,842 5,035

960 FMC CORP COM (NEW) 4/19/2012 11/26/2013 69,701 51,549 18,152

600 FMC CORP COM (NEW) 4/23/2012 11/26/2013 43,563 31,373 12,190

360 FMC CORP COM (NEW) 4/23/2012 11/26/2013 26,138 18,809 7,329

200 FMC CORP COM (NEW) 4/30/2012 11/26/2013 14,521 10,996 3,525

940 FMC CORP COM (NEW) 5/8/2012 11/26/2013 68,248 48,957 19,292

940 FMC CORP COM (NEW) 5/16/2012 11/26/2013 68,248 47,950 20,298

940 FMC CORP COM (NEW) 7/9/2012 11/26/2013 68,248 49,905 18,344

400 GRACE W R & CO DEL NEW COM STK 3/16/2012 10/18/2013 36,378 23,260 13,118

30 GRACE W R & CO DEL NEW COM STK 3/20/2012 10/18/2013 2,728 1,735 993

1,430 GRACE W R & CO DEL NEW COM STK 3/15/2012 10/3/2013 127,197 82,976 44,221






































ATTACHMENT 2APART 5

PAGE 20 OF 44


(C) DATEACQUIRED

(D) DATESOLD








1,180 HALOZYME THERAPEUTICS INC COM 10/29/2013 11/26/2013 17,079 13,659 3,419

230 HALOZYME THERAPEUTICS INC COM 10/29/2013 11/26/2013 3,329 2,655 674

740 HALOZYME THERAPEUTICS INC COM 10/29/2013 11/26/2013 10,710 8,450 2,260

5,160 HALOZYME THERAPEUTICS INC COM 10/30/2013 11/26/2013 74,683 59,338 15,345



214 HEALTH NET INC COM 11/24/2010 11/18/2013 6,118 5,722 396

2,006 HEALTH NET INC COM 11/30/2010 11/18/2013 57,348 54,263 3,085

610 HEALTH NET INC COM 2/22/2010 7/25/2013 19,602 14,079 5,523












1,054 HEALTH NET INC COM 11/22/2010 11/14/2013 29,385 28,910 475





10 HEALTH NET INC COM 1/11/2011 11/26/2013 300 288 12



740 HEALTH NET INC COM 5/4/2011 11/26/2013 22,177 24,840 (2,663)

4,360 HEALTH NET INC COM 5/5/2011 11/26/2013 130,662 142,063 (11,401)












1,760 HEALTH NET INC COM 6/13/2011 11/26/2013 52,744 53,700 (956)



3,426 HEALTH NET INC COM 7/19/2011 11/26/2013 102,672 103,664 (992)




ATTACHMENT 2APART 5

PAGE 21 OF 44


(C) DATEACQUIRED

(D) DATESOLD




11,510 HEWLETT PACKARD CO COM 11/30/2012 11/26/2013 290,069 149,082 140,987






4,920 INTERPUBLIC GROUP COMPANIES INC COM 7/11/2011 7/31/2013 80,787 61,288 19,500

380 INTERPUBLIC GROUP COMPANIES INC COM 7/13/2011 9/19/2013 6,512 4,653 1,859


























260 INTERPUBLIC GROUP COMPANIES INC COM 6/7/2011 5/10/2013 3,854 2,951 903

220 INTERPUBLIC GROUP COMPANIES INC COM 6/7/2011 5/10/2013 3,261 2,509 752

50 INTERPUBLIC GROUP COMPANIES INC COM 6/7/2011 5/10/2013 741 569 172

















ATTACHMENT 2APART 5

PAGE 22 OF 44


(C) DATEACQUIRED

(D) DATESOLD










320 INTL PAPER CO COM 5/8/2012 5/17/2013 15,351 10,133 5,218

1,630 INTL PAPER CO COM 5/18/2012 5/17/2013 78,197 47,211 30,986

1,190 INTL PAPER CO COM 5/24/2012 5/17/2013 57,088 35,031 22,057

940 INTL PAPER CO COM 2/13/2012 4/12/2013 44,756 31,056 13,700

340 INTL PAPER CO COM 2/14/2012 4/12/2013 16,188 11,220 4,968

320 INTL PAPER CO COM 10/6/2011 4/1/2013 14,808 7,624 7,184

1,530 INTL PAPER CO COM 10/7/2011 4/1/2013 70,801 37,550 33,251

790 INTL PAPER CO COM 11/23/2011 4/1/2013 36,558 20,328 16,230

310 INTL PAPER CO COM 11/23/2011 4/2/2013 14,822 7,977 6,845

310 INTL PAPER CO COM 11/25/2011 4/2/2013 14,822 8,115 6,707

1,430 INTL PAPER CO COM 11/25/2011 4/2/2013 68,372 37,200 31,172

500 INTL PAPER CO COM 12/6/2011 4/2/2013 23,906 14,376 9,530

520 INTL PAPER CO COM 5/24/2012 5/21/2013 24,710 15,308 9,402

1,600 INTL PAPER CO COM 5/29/2012 5/21/2013 76,029 48,352 27,678

610 INTL PAPER CO COM 6/19/2012 5/21/2013 28,986 18,344 10,642

2,600 INTL PAPER CO COM 9/28/2011 3/6/2013 119,491 65,612 53,879

1,358 INTL PAPER CO COM 6/19/2012 5/24/2013 63,431 40,839 22,592

1,170 INTL PAPER CO COM 2/14/2012 4/15/2013 53,920 38,612 15,308

1,510 INTL PAPER CO COM 2/23/2012 4/15/2013 69,589 50,238 19,351

1,180 INTL PAPER CO COM 3/7/2012 4/15/2013 54,381 40,860 13,520

1,200 INTL PAPER CO COM 12/6/2011 4/3/2013 56,089 34,503 21,586

80 INTL PAPER CO COM 12/7/2011 4/3/2013 3,739 2,284 1,456

340 INTL PAPER CO COM 10/4/2011 3/25/2013 15,293 7,565 7,728

1,000 INTL PAPER CO COM 10/5/2011 3/25/2013 44,981 23,434 21,547

10 INTL PAPER CO COM 10/6/2011 3/25/2013 450 238 212

1,220 INTL PAPER CO COM 12/7/2011 4/3/2013 58,148 34,826 23,323

260 INTL PAPER CO COM 3/7/2012 4/16/2013 12,293 9,003 3,290

2,300 INTL PAPER CO COM 4/27/2012 4/16/2013 108,744 78,202 30,542

1,280 INTL PAPER CO COM 2/10/2012 4/9/2013 60,543 40,397 20,147

150 INTL PAPER CO COM 2/13/2012 4/9/2013 7,095 4,956 2,139

1,140 INTL PAPER CO COM 2/13/2012 4/10/2013 54,058 37,664 16,394

410 INTL PAPER CO COM 12/7/2011 4/4/2013 19,088 11,704 7,384

3,460 INTL PAPER CO COM 2/10/2012 4/4/2013 161,080 109,197 51,883

590 INTL PAPER CO COM 9/28/2011 3/8/2013 27,583 14,889 12,694

700 INTL PAPER CO COM 10/4/2011 3/8/2013 32,725 15,576 17,149

2,240 INTL PAPER CO COM 5/24/2012 5/20/2013 106,976 65,941 41,035

770 INTL PAPER CO COM 4/27/2012 5/16/2013 36,734 26,181 10,554

1,030 INTL PAPER CO COM 4/30/2012 5/16/2013 49,138 34,243 14,895

960 INTL PAPER CO COM 9/23/2011 2/27/2013 42,101 24,052 18,049

1,330 INTL PAPER CO COM 9/26/2011 2/27/2013 58,327 33,268 25,059

390 INTL PAPER CO COM 9/28/2011 2/27/2013 17,103 9,842 7,262

460 INTL PAPER CO COM 5/24/2012 5/20/2013 21,852 13,541 8,310

1,192 INTL PAPER CO COM 6/19/2012 5/28/2013 57,339 35,847 21,492

1,600 INTL PAPER CO COM 6/22/2012 5/28/2013 76,965 46,387 30,578



ATTACHMENT 2APART 5

PAGE 23 OF 44


(C) DATEACQUIRED

(D) DATESOLD




520 INTL PAPER CO COM 4/30/2012 5/16/2013 24,774 17,288 7,487

1,570 INTL PAPER CO COM 5/1/2012 5/16/2013 74,799 52,539 22,260

1,560 INTL PAPER CO COM 5/3/2012 5/16/2013 74,323 51,490 22,833

1,210 INTL PAPER CO COM 5/8/2012 5/16/2013 57,648 38,316 19,331

900 INTL PAPER CO COM 5/8/2012 5/17/2013 43,181 28,500 14,681

2,630 INTL PAPER CO COM 10/4/2011 3/13/2013 120,749 58,521 62,228

2,240 JOY GLOBAL INC COM 3/5/2013 11/26/2013 123,230 137,472 (14,242)





930 JOY GLOBAL INC COM 3/5/2013 7/8/2013 45,428 57,076 (11,647)


1,210 LEIDOS HLDGS INC COM 9/30/2013 12/3/2013 50,780 46,258 4,522

1 LEIDOS HLDGS INC COM 9/30/2013 9/30/2013 23 23 (0)

820 LEIDOS HLDGS INC COM 9/30/2013 12/6/2013 34,019 31,348 2,671

480 LEIDOS HLDGS INC COM 9/30/2013 12/6/2013 19,912 18,350 1,562




950 LEXMARK INTL INC NEW CL A 9/20/2012 8/16/2013 37,961 22,520 15,441



1,540 LEXMARK INTL INC NEW CL A 9/20/2012 8/12/2013 63,138 36,507 26,631





















40 LEXMARK INTL INC NEW CL A 9/14/2012 1/29/2013 975 956 19


6,560 LEXMARK INTL INC NEW CL A 9/14/2012 1/29/2013 155,803 156,747 (944)

680 LEXMARK INTL INC NEW CL A 9/18/2012 1/29/2013 16,150 16,170 (20)





ATTACHMENT 2APART 5

PAGE 24 OF 44


(C) DATEACQUIRED

(D) DATESOLD












5,970 LOWES COS INC COM 1/24/2013 7/8/2013 259,812 228,743 31,069

3,830 LOWES COS INC COM 1/24/2013 11/26/2013 184,196 146,748 37,448

3,400 LOWES COS INC COM 1/24/2013 11/26/2013 163,516 130,169 33,347

1,700 LOWES COS INC COM 1/24/2013 11/26/2013 81,758 65,085 16,673

230 LOWES COS INC COM 1/24/2013 11/26/2013 11,061 8,803 2,258

1,790 LOWES COS INC COM 1/25/2013 11/26/2013 86,086 70,070 16,017

890 LOWES COS INC COM 1/25/2013 11/26/2013 42,803 34,839 7,964

11,910 LOWES COS INC COM 1/25/2013 11/26/2013 572,786 464,924 107,862

4,250 LSI CORP COM STK 6/14/2011 12/20/2013 46,325 29,382 16,942

1,480 LSI CORP COM STK 4/12/2011 12/20/2013 16,178 9,570 6,608

1,540 LSI CORP COM STK 3/10/2011 12/20/2013 16,788 9,753 7,035

2,910 LSI CORP COM STK 12/12/2011 12/27/2013 31,852 16,489 15,363

5,126 LSI CORP COM STK 3/28/2008 11/13/2013 42,417 26,149 16,268

2,974 LSI CORP COM STK 4/14/2008 11/13/2013 24,609 16,398 8,211

2,556 LSI CORP COM STK 4/12/2011 12/20/2013 27,897 16,527 11,370

3,364 LSI CORP COM STK 6/14/2011 12/20/2013 36,715 23,425 13,290

956 LSI CORP COM STK 3/10/2011 12/20/2013 10,419 6,055 4,365

2,890 LSI CORP COM STK 4/8/2011 12/20/2013 31,498 19,419 12,078

1,844 LSI CORP COM STK 4/8/2011 12/20/2013 20,097 12,339 7,759

1,076 LSI CORP COM STK 12/12/2011 12/27/2013 11,821 6,097 5,724

1,774 LSI CORP COM STK 12/13/2011 12/27/2013 19,490 10,113 9,377

3,850 LSI CORP COM STK 12/13/2011 12/27/2013 42,297 22,157 20,141

586 LSI CORP COM STK 4/14/2008 11/14/2013 4,780 3,231 1,548

5,000 LSI CORP COM STK 4/14/2008 11/14/2013 40,782 27,483 13,299

2,674 LSI CORP COM STK 4/14/2008 11/14/2013 21,810 14,454 7,356

2,380 LSI CORP COM STK 1/27/2011 12/18/2013 25,894 14,870 11,023

6,386 LSI CORP COM STK 12/12/2011 12/26/2013 70,134 36,583 33,551

5,204 LSI CORP COM STK 12/12/2011 12/26/2013 57,153 29,487 27,666

4,770 LSI CORP COM STK 1/5/2011 12/18/2013 51,921 28,911 23,010

5,150 LSI CORP COM STK 2/19/2008 7/8/2013 37,923 25,857 12,067

1,286 LSI CORP COM STK 2/19/2008 7/8/2013 9,470 6,494 2,976

11,990 LSI CORP COM STK 2/27/2008 7/8/2013 88,292 65,116 23,175

6,420 LSI CORP COM STK 3/3/2008 7/8/2013 47,275 32,703 14,573

1,780 LSI CORP COM STK 3/3/2008 7/8/2013 13,108 9,051 4,056

1,750 LSI CORP COM STK 3/4/2008 7/8/2013 12,887 8,815 4,071

880 LSI CORP COM STK 3/4/2008 7/8/2013 6,480 4,457 2,023

100 LSI CORP COM STK 3/24/2008 7/8/2013 736 526 210

7,184 LSI CORP COM STK 3/28/2008 7/8/2013 52,901 36,648 16,254

6,516 LSI CORP COM STK 3/1/2011 12/19/2013 70,985 40,975 30,009

5,974 LSI CORP COM STK 3/10/2011 12/19/2013 65,080 37,835 27,246

9,540 LSI CORP COM STK 1/27/2011 12/18/2013 103,853 59,607 44,247

4,270 LSI CORP COM STK 4/12/2011 12/20/2013 46,542 27,609 18,933



ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD




3,486 LSI CORP COM STK 1/28/2011 12/19/2013 37,927 21,813 16,114

1,904 LSI CORP COM STK 3/1/2011 12/19/2013 20,715 11,973 8,742

2,380 LSI CORP COM STK 12/13/2011 12/27/2013 26,144 13,567 12,576

4,160 LSI CORP COM STK 6/14/2011 12/20/2013 45,404 28,860 16,544

234 LSI CORP COM STK 6/14/2011 12/20/2013 2,554 1,618 936

1,306 LSI CORP COM STK 6/14/2011 12/20/2013 14,254 9,094 5,160

3,576 LSI CORP COM STK 4/8/2011 12/20/2013 38,999 23,928 15,071

154 LSI CORP COM STK 4/12/2011 12/20/2013 1,679 996 684

3,456 LSI CORP COM STK 1/5/2011 12/18/2013 37,612 20,947 16,665

4,894 LSI CORP COM STK 1/27/2011 12/18/2013 53,261 30,578 22,683

1,136 LSI CORP COM STK 1/4/2011 12/17/2013 12,382 6,872 5,510

64 LSI CORP COM STK 1/5/2011 12/17/2013 698 388 310

3,630 LSI CORP COM STK 1/27/2011 12/18/2013 39,494 22,681 16,813

1,020 LSI CORP COM STK 12/22/2010 12/17/2013 11,123 6,242 4,881

1,986 LSI CORP COM STK 12/22/2010 12/17/2013 21,657 12,208 9,449

7,134 LSI CORP COM STK 1/4/2011 12/17/2013 77,795 43,159 34,636

1,190 LSI CORP COM STK 7/19/2011 12/24/2013 13,072 8,040 5,032

886 LSI CORP COM STK 4/14/2008 11/26/2013 7,071 4,789 2,282

13,100 LSI CORP COM STK 4/16/2008 11/26/2013 104,553 66,747 37,806

9,020 LSI CORP COM STK 5/20/2008 11/26/2013 71,990 63,005 8,985

2,050 LSI CORP COM STK 5/20/2008 11/26/2013 16,361 14,297 2,065

6,410 LSI CORP COM STK 6/18/2008 11/26/2013 51,159 43,875 7,284

1,640 LSI CORP COM STK 6/19/2008 11/26/2013 13,089 11,224 1,865

2,160 LSI CORP COM STK 6/23/2008 11/26/2013 17,239 14,778 2,461

9,550 LSI CORP COM STK 9/24/2008 11/26/2013 76,220 51,195 25,025

10,630 LSI CORP COM STK 7/6/2010 11/26/2013 84,840 49,302 35,538

16,130 LSI CORP COM STK 7/15/2010 11/26/2013 128,736 80,627 48,109

9,650 LSI CORP COM STK 9/28/2010 11/26/2013 77,018 43,738 33,281

9,560 LSI CORP COM STK 9/29/2010 11/26/2013 76,300 44,210 32,090

7,120 LSI CORP COM STK 12/14/2010 11/26/2013 56,826 42,204 14,622

5,340 LSI CORP COM STK 12/14/2010 11/26/2013 42,619 31,839 10,780

9,110 LSI CORP COM STK 12/15/2010 11/26/2013 72,708 54,338 18,371

4,020 LSI CORP COM STK 12/15/2010 11/26/2013 32,084 24,149 7,936

5,930 LSI CORP COM STK 12/20/2010 11/26/2013 47,328 35,782 11,546

1,330 LSI CORP COM STK 12/20/2010 11/26/2013 10,615 7,940 2,675

960 LSI CORP COM STK 12/20/2010 11/26/2013 7,662 5,736 1,926

1,554 LSI CORP COM STK 12/22/2010 11/26/2013 12,403 9,553 2,850

2,326 LSI CORP COM STK 6/14/2011 12/23/2013 25,403 16,081 9,322

8,080 LSI CORP COM STK 7/13/2011 12/23/2013 88,244 56,008 32,236

1,894 LSI CORP COM STK 7/19/2011 12/23/2013 20,685 12,796 7,889

2,066 LSI CORP COM STK 1/27/2011 12/18/2013 22,478 12,909 9,569

2,104 LSI CORP COM STK 1/28/2011 12/18/2013 22,891 13,166 9,726

5,106 LSI CORP COM STK 7/19/2011 12/24/2013 56,165 34,497 21,667

6,940 LSI CORP COM STK 8/9/2011 12/24/2013 76,338 45,136 31,202

11,324 LSI CORP COM STK 10/24/2011 12/24/2013 124,561 68,588 55,972

4,646 LSI CORP COM STK 10/24/2011 12/24/2013 51,105 28,140 22,965

1,324 LSI CORP COM STK 12/12/2011 12/24/2013 14,564 7,585 6,979

630 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 5/16/2013 11/26/2013 48,554 41,290 7,263

1,810 LYONDELLBASELL IND N V COM USD0.01 CL 'A' 5/16/2013 11/26/2013 139,495 118,691 20,805




ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD














630 MOTOROLA SOLUTIONS INC 9/13/2012 12/4/2013 40,877 31,402 9,475



1,880 MOTOROLA SOLUTIONS INC 8/30/2012 11/14/2013 121,398 89,559 31,839























430 MUELLER INDS INC COM 8/5/2011 6/21/2013 21,562 16,452 5,110




50 MUELLER INDS INC COM 8/11/2011 6/24/2013 2,421 1,929 492












ATTACHMENT 2APART 5

PAGE 27 OF 44


(C) DATEACQUIRED

(D) DATESOLD

























200 NII HLDGS INC COM NEW CL B NEW 5/25/2011 6/24/2013 1,175 8,404 (7,229)









120 NII HLDGS INC COM NEW CL B NEW 9/27/2011 6/24/2013 705 3,591 (2,886)








360 OCCIDENTAL PETROLEUM CORP 12/22/2011 7/8/2013 33,099 33,809 (710)

1,030 OCCIDENTAL PETROLEUM CORP 12/23/2011 7/8/2013 94,700 96,970 (2,270)

460 OCCIDENTAL PETROLEUM CORP 12/27/2011 7/8/2013 42,293 43,868 (1,575)



1,450 OCCIDENTAL PETROLEUM CORP 12/22/2011 6/3/2013 135,820 136,392 (573)






180 OCCIDENTAL PETROLEUM CORP 12/28/2011 11/26/2013 17,596 16,841 754



ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD




1,850 OCCIDENTAL PETROLEUM CORP 12/29/2011 11/26/2013 180,845 172,382 8,463

930 OCCIDENTAL PETROLEUM CORP 12/30/2011 11/26/2013 90,911 87,339 3,572








870 OMNICARE INC COM 11/16/2010 11/15/2013 50,008 21,125 28,884

590 OMNICARE INC COM 11/17/2010 11/15/2013 33,914 14,395 19,518

1,640 OMNICARE INC COM 11/17/2010 11/26/2013 94,248 40,014 54,234

4,980 OMNICARE INC COM 11/23/2010 11/26/2013 286,192 117,117 169,075

4,000 OMNICARE INC COM 11/24/2010 11/26/2013 229,873 94,547 135,326

1,980 OMNICARE INC COM 11/29/2010 11/26/2013 113,787 46,314 67,473

1,980 OMNICARE INC COM 11/30/2010 11/26/2013 113,787 45,929 67,859

1,780 OMNICARE INC COM 11/30/2010 11/26/2013 102,294 41,362 60,932

6,430 OMNICARE INC COM 12/1/2010 11/26/2013 369,521 144,613 224,909

3,590 OMNICARE INC COM 12/1/2010 11/26/2013 206,311 80,215 126,097

300 OMNICARE INC COM 11/16/2010 10/18/2013 17,108 7,296 9,812

130 OMNICARE INC COM 11/16/2010 10/18/2013 7,413 3,157 4,257

330 OMNICARE INC COM 11/4/2010 10/7/2013 18,480 8,410 10,070

1,220 OMNICARE INC COM 11/5/2010 10/7/2013 68,320 31,264 37,056

430 OMNICARE INC COM 11/2/2010 7/25/2013 22,858 10,610 12,248

170 OMNICARE INC COM 11/2/2010 7/25/2013 9,037 4,215 4,822

1,260 OMNICARE INC COM 11/3/2010 7/25/2013 66,979 31,469 35,510

440 OMNICARE INC COM 12/1/2010 12/13/2013 26,064 9,831 16,233

360 OMNICARE INC COM 12/10/2010 12/13/2013 21,325 8,788 12,537

240 OMNICARE INC COM 10/27/2010 2/15/2013 9,484 5,440 4,045

2,160 OMNICARE INC COM 10/28/2010 2/15/2013 85,360 52,307 33,053

1,560 OMNICARE INC COM 10/28/2010 7/8/2013 75,578 37,777 37,801

2,720 OMNICARE INC COM 10/29/2010 7/8/2013 131,778 66,231 65,547

6,330 OMNICARE INC COM 11/1/2010 7/8/2013 306,674 156,036 150,638

40 OMNICARE INC COM 11/1/2010 7/8/2013 1,938 985 952

2,040 OMNICARE INC COM 11/2/2010 7/8/2013 98,833 50,779 48,054

250 OMNICARE INC COM 11/3/2010 9/16/2013 13,965 6,198 7,768

600 OMNICARE INC COM 11/3/2010 9/16/2013 33,517 14,909 18,608

290 OMNICARE INC COM 11/4/2010 9/16/2013 16,200 7,393 8,806

1,150 OMNICARE INC COM 11/16/2010 10/21/2013 65,203 27,923 37,280

470 OMNICARE INC COM 12/10/2010 12/30/2013 28,253 11,470 16,783

150 OMNICARE INC COM 11/3/2010 9/12/2013 8,330 3,727 4,603

990 OMNICARE INC COM 11/3/2010 9/12/2013 54,980 24,726 30,254

860 OMNICARE INC COM 11/16/2010 11/14/2013 49,755 20,882 28,873

490 OMNICARE INC COM 11/5/2010 10/8/2013 27,560 12,557 15,003

390 OMNICARE INC COM 11/15/2010 10/8/2013 21,935 9,693 12,242

2,260 OMNICARE INC COM 11/15/2010 10/8/2013 127,113 56,087 71,027

1,550 OMNICARE INC COM 11/2/2010 7/25/2013 82,393 38,582 43,811

90 OMNICARE INC COM 11/2/2010 7/25/2013 4,784 2,232 2,553

30 OMNICARE INC COM 11/16/2010 11/14/2013 1,734 728 1,006

1,640 OMNICARE INC COM 11/4/2010 9/20/2013 89,868 41,796 48,072



ATTACHMENT 2APART 5

PAGE 29 OF 44


(C) DATEACQUIRED

(D) DATESOLD




300 OMNICARE INC COM 12/10/2010 12/27/2013 18,059 7,322 10,737

60 OMNICARE INC COM 12/10/2010 12/27/2013 3,612 1,465 2,147

1,160 OMNICARE INC COM 11/4/2010 9/20/2013 63,089 29,563 33,526

1,140 OMNICARE INC COM 11/3/2010 9/13/2013 63,407 28,326 35,081

2,240 OMNICARE INC COM 11/3/2010 8/26/2013 125,617 55,945 69,672

1,090 OMNICARE INC COM 11/15/2010 10/17/2013 62,275 27,051 35,225

50 OMNICARE INC COM 11/16/2010 10/17/2013 2,857 1,216 1,641

580 OMNICARE INC COM 10/28/2010 2/19/2013 22,448 14,045 8,402

530 OMNICARE INC COM 11/4/2010 9/19/2013 29,534 13,512 16,022

150 OMNICARE INC COM 11/4/2010 9/19/2013 8,359 3,823 4,536

490 OUTERWALL INC COM USD0.001 2/28/2013 9/25/2013 24,007 25,418 (1,411)




240 OUTERWALL INC COM USD0.001 2/27/2013 9/18/2013 11,588 12,473 (885)

1,740 OUTERWALL INC COM USD0.001 1/25/2013 7/2/2013 105,585 89,148 16,438

180 OUTERWALL INC COM USD0.001 1/25/2013 7/2/2013 10,923 9,278 1,645





1,120 OUTERWALL INC COM USD0.001 4/16/2013 10/4/2013 60,769 64,417 (3,648)



430 OUTERWALL INC COM USD0.001 5/31/2013 10/7/2013 25,380 25,044 336




























ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD










1,390 OUTERWALL INC COM USD0.001 2/8/2013 9/17/2013 66,532 67,143 (611)




1,160 OUTERWALL INC COM USD0.001 2/13/2013 9/17/2013 55,523 60,897 (5,374)












110 OWENS CORNING NEW COM STK 8/8/2011 3/20/2013 4,555 2,981 1,575

2,770 OWENS CORNING NEW COM STK 8/11/2011 3/20/2013 114,713 73,750 40,963




20 OWENS CORNING NEW COM STK 10/19/2010 3/8/2013 799 541 259








70 OWENS CORNING NEW COM STK 10/18/2010 3/6/2013 2,801 1,892 909

















ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD






















430 PACKAGING CORP AMER COM ISIN US6951561090 10/22/2009 1/15/2013 16,862 8,808 8,055

2,160 PACKAGING CORP AMER COM ISIN US6951561090 10/26/2009 1/15/2013 84,704 42,882 41,821

































ATTACHMENT 2APART 5

PAGE 32 OF 44


(C) DATEACQUIRED

(D) DATESOLD


















10 PACKAGING CORP AMER COM ISIN US6951561090 10/26/2010 3/18/2013 430 242 189





























550 PITNEY BOWES INC COM 5/22/2013 10/25/2013 10,643 8,325 2,318


110 PITNEY BOWES INC COM 5/28/2013 11/18/2013 2,583 1,662 921

2,640 PITNEY BOWES INC COM 6/24/2013 11/21/2013 62,244 36,928 25,316






ATTACHMENT 2APART 5

PAGE 33 OF 44


(C) DATEACQUIRED

(D) DATESOLD












2,370 PITNEY BOWES INC COM 5/21/2013 7/8/2013 34,087 35,997 (1,910)



















510 ROCKWOOD HLDGS INC COM 5/3/2011 7/30/2013 34,045 27,240 6,805



16 ROCKWOOD HLDGS INC COM 2/17/2011 7/10/2013 1,072 751 321





2,000 ROCKWOOD HLDGS INC COM 12/23/2010 7/1/2013 129,729 77,017 52,712





24 ROCKWOOD HLDGS INC COM 5/3/2011 7/11/2013 1,606 1,297 309












ATTACHMENT 2APART 5

PAGE 34 OF 44


(C) DATEACQUIRED

(D) DATESOLD



















16 ROCKWOOD HLDGS INC COM 10/5/2011 12/24/2013 1,139 566 574















6 ROCKWOOD HLDGS INC COM 9/13/2011 12/13/2013 424 280 144












7,770 SANDISK CORP COM 8/21/2013 11/26/2013 513,782 436,380 77,401

3,300 SANDISK CORP COM 8/22/2013 11/26/2013 218,208 187,795 30,413

1,080 SANDISK CORP COM 9/4/2013 11/26/2013 71,414 62,682 8,731

240 SANDISK CORP COM 9/4/2013 11/26/2013 15,870 13,857 2,013

410 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4/19/2013 12/11/2013 13,965 12,644 1,320






ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD







100 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4/9/2013 12/4/2013 3,328 3,034 294





90 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4/25/2013 12/19/2013 2,731 2,876 (144)

11 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 3/7/2013 11/14/2013 444 301 144








1,366 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 3/19/2013 11/26/2013 51,151 37,522 13,628




























673 SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 4/25/2013 12/19/2013 20,629 21,758 (1,129)







ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD


















4,090 SEAGATE TECHNOLOGY PLC COM USD0.00001 8/15/2011 7/8/2013 188,203 49,354 138,848





60 SEAGATE TECHNOLOGY PLC COM USD0.00001 3/12/2012 11/26/2013 2,895 1,693 1,202













7,590 SEALED AIR CORP NEW COM STK 5/10/2013 7/8/2013 195,308 174,641 20,667

720 SEALED AIR CORP NEW COM STK 5/10/2013 11/26/2013 23,213 16,567 6,646
















1,910 SEMGROUP CORP CL A CL A 1/30/2013 11/26/2013 117,083 82,367 34,716



ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD








200 SEMGROUP CORP CL A CL A 1/30/2013 7/8/2013 11,546 8,636 2,910

3,480 SERVICE CORP INTL COM 5/3/2012 11/26/2013 63,041 40,587 22,455


710 SERVICE CORP INTL COM 5/7/2012 11/26/2013 12,862 8,293 4,569












90 SERVICE CORP INTL COM 5/29/2012 11/26/2013 1,630 1,047 584





50 SERVICE CORP INTL COM 4/26/2012 4/10/2013 819 570 249









1,840 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK 10/22/2013 11/26/2013 136,963 129,963 7,000



70 TENNECO INC 5/23/2011 4/8/2013 2,552 2,762 (210)

370 TENNECO INC 5/25/2011 4/8/2013 13,488 14,654 (1,166)

820 TENNECO INC 5/26/2011 4/8/2013 29,893 32,699 (2,806)

370 TENNECO INC 6/1/2011 4/8/2013 13,488 14,815 (1,326)

20 TENNECO INC 6/2/2011 4/8/2013 729 801 (72)

290 TENNECO INC 5/13/2011 4/4/2013 10,976 12,036 (1,060)

350 TENNECO INC 5/17/2011 4/4/2013 13,247 13,997 (750)

810 TENNECO INC 6/8/2011 4/11/2013 30,376 31,450 (1,074)

860 TENNECO INC 4/30/2012 4/18/2013 29,834 26,633 3,201

560 TENNECO INC 5/8/2012 4/18/2013 19,427 15,803 3,624

1,420 TENNECO INC 12/15/2010 3/15/2013 54,653 57,984 (3,332)

80 TENNECO INC 12/15/2010 3/15/2013 3,079 3,288 (209)

90 TENNECO INC 12/20/2010 3/15/2013 3,464 3,840 (376)

720 TENNECO INC 5/17/2011 4/5/2013 26,264 28,795 (2,531)



ATTACHMENT 2APART 5

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(C) DATEACQUIRED

(D) DATESOLD




150 TENNECO INC 6/8/2011 4/12/2013 5,601 5,824 (223)

1,220 TENNECO INC 7/27/2011 4/12/2013 45,555 48,729 (3,174)

310 TENNECO INC 5/17/2011 4/5/2013 11,302 12,398 (1,096)

950 TENNECO INC 5/20/2011 4/5/2013 34,635 38,088 (3,453)

380 TENNECO INC 5/23/2011 4/5/2013 13,854 14,994 (1,140)

720 TENNECO INC 4/30/2012 4/17/2013 24,983 22,298 2,685

980 TENNECO INC 4/30/2012 4/17/2013 34,004 30,465 3,540

200 TENNECO INC 7/27/2011 4/12/2013 7,469 7,988 (520)

100 TENNECO INC 7/28/2011 4/12/2013 3,734 4,068 (334)

280 TENNECO INC 7/29/2011 4/12/2013 10,456 11,204 (748)

990 TENNECO INC 12/7/2010 1/15/2013 35,844 41,148 (5,304)

550 TENNECO INC 3/1/2011 3/27/2013 21,650 21,391 260

180 TENNECO INC 3/11/2011 3/27/2013 7,086 7,027 58

810 TENNECO INC 3/16/2011 3/27/2013 31,885 32,056 (171)

200 TENNECO INC 3/17/2011 3/27/2013 7,873 7,908 (35)

1,200 TENNECO INC 5/8/2012 4/19/2013 41,724 33,863 7,861

1,550 TENNECO INC 12/8/2010 1/15/2013 56,200 64,656 (8,456)

890 TENNECO INC 12/9/2010 3/13/2013 33,390 37,348 (3,958)

720 TENNECO INC 12/9/2010 3/13/2013 27,012 30,242 (3,230)

230 TENNECO INC 12/7/2010 1/4/2013 8,141 9,560 (1,419)

580 TENNECO INC 12/8/2010 1/15/2013 20,986 24,194 (3,207)

290 TENNECO INC 3/17/2011 3/28/2013 11,291 11,467 (175)

710 TENNECO INC 5/3/2011 3/28/2013 27,644 32,211 (4,567)

820 TENNECO INC 1/5/2011 3/19/2013 31,589 35,776 (4,187)

570 TENNECO INC 1/6/2011 3/19/2013 21,958 24,715 (2,757)

570 TENNECO INC 1/6/2011 3/19/2013 21,958 24,867 (2,909)

90 TENNECO INC 1/11/2011 3/19/2013 3,467 3,969 (502)

170 TENNECO INC 5/3/2011 4/3/2013 6,364 7,713 (1,349)

1,260 TENNECO INC 5/9/2011 4/3/2013 47,169 54,480 (7,311)

430 TENNECO INC 5/10/2011 4/3/2013 16,097 18,908 (2,811)

1,310 TENNECO INC 5/11/2011 4/3/2013 49,041 56,797 (7,757)

370 TENNECO INC 5/3/2011 3/28/2013 14,432 16,786 (2,355)

190 TENNECO INC 12/8/2010 3/7/2013 6,828 7,906 (1,078)

1,470 TENNECO INC 12/9/2010 3/7/2013 52,828 61,744 (8,916)

480 TENNECO INC 1/11/2011 3/19/2013 18,391 21,168 (2,777)

280 TENNECO INC 1/13/2011 3/19/2013 10,728 12,255 (1,527)

310 TENNECO INC 1/20/2011 3/19/2013 11,877 13,331 (1,453)

1,600 TENNECO INC 2/2/2011 3/19/2013 61,303 63,416 (2,113)

720 TENNECO INC 12/9/2010 3/14/2013 27,151 30,214 (3,063)

900 TENNECO INC 12/15/2010 3/14/2013 33,939 36,989 (3,050)

640 TENNECO INC 12/20/2010 3/18/2013 24,523 27,308 (2,785)

150 TENNECO INC 12/21/2010 3/18/2013 5,747 6,401 (653)

460 TENNECO INC 12/22/2010 3/18/2013 17,626 19,637 (2,012)

330 TENNECO INC 1/5/2011 3/18/2013 12,644 14,398 (1,753)

90 TENNECO INC 12/8/2010 3/5/2013 3,210 3,745 (535)

530 TENNECO INC 12/8/2010 3/5/2013 18,901 22,108 (3,207)

2,340 TENNECO INC 2/2/2011 3/20/2013 90,727 92,745 (2,018)

670 TENNECO INC 3/1/2011 3/20/2013 25,977 26,058 (80)

1,190 TENNECO INC 6/2/2011 4/9/2013 43,605 47,642 (4,037)

810 TENNECO INC 6/3/2011 4/9/2013 29,681 32,081 (2,400)



ATTACHMENT 2APART 5

PAGE 39 OF 44


(C) DATEACQUIRED

(D) DATESOLD




1,950 TENNECO INC 6/3/2011 4/10/2013 72,822 77,232 (4,410)

200 TENNECO INC 6/6/2011 4/10/2013 7,469 7,969 (500)

1,050 TENNECO INC 12/8/2010 3/5/2013 37,476 43,690 (6,214)

1,360 TENNECO INC 12/7/2010 1/7/2013 47,314 56,526 (9,212)

140 TENNECO INC 3/1/2011 3/20/2013 5,423 5,445 (22)

760 TENNECO INC 5/11/2011 4/4/2013 28,472 32,951 (4,479)

1,060 TENNECO INC 5/13/2011 4/4/2013 39,711 43,994 (4,283)

1,070 TENNECO INC 6/6/2011 4/11/2013 40,242 42,633 (2,391)

430 TENNECO INC 6/8/2011 4/11/2013 16,172 16,696 (524)

870 TENNECO INC 7/29/2011 4/15/2013 31,020 34,812 (3,792)

1,530 TENNECO INC 8/9/2011 4/15/2013 54,552 47,092 7,460

1,490 TENNECO INC 8/9/2011 4/16/2013 53,274 45,861 7,413

900 TENNECO INC 9/15/2011 4/16/2013 32,179 28,071 4,108

830 TENNECO INC 4/30/2012 4/16/2013 29,676 25,802 3,875

280 THERAVANCE INC COM STK 6/1/2009 11/26/2013 10,362 3,925 6,437

1,830 THERAVANCE INC COM STK 6/10/2009 11/26/2013 67,723 24,386 43,337







30 THERAVANCE INC COM STK 9/9/2009 11/26/2013 1,110 500 610


















30 THERAVANCE INC COM STK 9/16/2010 11/26/2013 1,110 476 635












ATTACHMENT 2APART 5

PAGE 40 OF 44


(C) DATEACQUIRED

(D) DATESOLD









1,410 TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80 8/4/2011 11/13/2013 51,496 29,548 21,949

300 TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80 12/12/2011 12/24/2013 12,027 6,884 5,143





































50 TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80 3/1/2011 10/17/2013 1,777 1,131 646









ATTACHMENT 2APART 5

PAGE 41 OF 44


(C) DATEACQUIRED

(D) DATESOLD






50 TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80 3/30/2011 10/24/2013 1,809 1,116 694










730 VALSPAR CORP COM 12/24/2008 7/8/2013 47,787 12,475 35,313

610 VALSPAR CORP COM 12/26/2008 7/8/2013 39,932 10,463 29,469

2,050 VALSPAR CORP COM 2/10/2009 7/8/2013 134,197 35,853 98,344

1,750 VALSPAR CORP COM 2/13/2009 7/8/2013 114,558 30,186 84,372

390 VALSPAR CORP COM 2/13/2009 11/26/2013 27,330 6,727 20,603

2,120 VALSPAR CORP COM 2/17/2009 11/26/2013 148,565 35,206 113,359

1,890 VALSPAR CORP COM 3/2/2009 11/26/2013 132,447 30,661 101,786

1,900 VALSPAR CORP COM 3/3/2009 11/26/2013 133,148 30,614 102,534

230 VALSPAR CORP COM 3/4/2009 11/26/2013 16,118 3,694 12,424

1,700 VALSPAR CORP COM 3/4/2009 11/26/2013 119,132 27,260 91,872

270 VALSPAR CORP COM 3/5/2009 11/26/2013 18,921 4,145 14,776

1,550 VALSPAR CORP COM 3/6/2009 11/26/2013 108,620 24,155 84,466

1,920 VALSPAR CORP COM 3/9/2009 11/26/2013 134,549 29,717 104,833

3,750 VALSPAR CORP COM 3/10/2009 11/26/2013 262,791 61,037 201,755

800 VALSPAR CORP COM 3/11/2009 11/26/2013 56,062 13,332 42,730

1,070 VALSPAR CORP COM 3/11/2009 11/26/2013 74,983 17,864 57,119

1,400 VALSPAR CORP COM 3/12/2009 11/26/2013 98,109 24,146 73,963

1,560 VIACOM INC NEW CL B 1/25/2012 10/16/2013 128,719 74,970 53,749

350 VIACOM INC NEW CL B 1/25/2012 10/1/2013 29,488 17,013 12,475






















ATTACHMENT 2APART 5

PAGE 42 OF 44


(C) DATEACQUIRED

(D) DATESOLD







170 WALTER ENERGY INC 9/15/2011 6/24/2013 1,929 14,427 (12,498)




1,890 WALTER ENERGY INC 9/21/2011 6/24/2013 21,451 126,080 (104,629)




































130 WYNDHAM WORLDWIDE CORP COM STK 12/14/2010 12/3/2013 9,433 3,917 5,515


1,210 WYNDHAM WORLDWIDE CORP COM STK 12/14/2010 12/4/2013 86,410 36,461 49,949







ATTACHMENT 2APART 5

PAGE 43 OF 44


(C) DATEACQUIRED

(D) DATESOLD

































5,590 YAHOO INC COM 11/6/2012 7/8/2013 144,129 98,107 46,023

290 YAHOO INC COM 12/21/2012 8/9/2013 7,935 5,617 2,318

2,580 YAHOO INC COM 4/18/2013 8/9/2013 70,591 60,153 10,437

2,520 YAHOO INC COM 4/22/2013 8/9/2013 68,949 60,449 8,500

8,770 YAHOO INC COM 11/6/2012 7/22/2013 246,078 153,583 92,496

4,050 YAHOO INC COM 11/7/2012 7/22/2013 113,639 70,544 43,096

5,030 YAHOO INC COM 11/7/2012 7/22/2013 140,298 87,614 52,684

6,020 YAHOO INC COM 11/8/2012 7/22/2013 167,911 104,629 63,282

2,980 YAHOO INC COM 11/9/2012 7/22/2013 83,119 51,843 31,276

2,810 YAHOO INC COM 11/15/2012 7/22/2013 78,377 50,600 27,777

1,520 YAHOO INC COM 11/28/2012 7/22/2013 42,396 28,723 13,673

2,360 YAHOO INC COM 11/28/2012 7/22/2013 66,610 44,596 22,013

1,660 YAHOO INC COM 11/28/2012 7/31/2013 45,916 31,369 14,547

2,870 YAHOO INC COM 11/29/2012 7/31/2013 79,385 54,416 24,969

6,890 YAHOO INC COM 11/6/2012 7/16/2013 185,093 120,922 64,171

4,500 YAHOO INC COM 12/21/2012 8/8/2013 123,183 87,158 36,025

2,700 YAHOO INC COM 11/29/2012 8/1/2013 75,731 51,193 24,538

810 YAHOO INC COM 12/7/2012 8/1/2013 22,719 15,581 7,138

980 YAHOO INC COM 12/7/2012 8/1/2013 27,487 18,812 8,676

980 YAHOO INC COM 12/7/2012 8/2/2013 27,043 18,812 8,232

2,800 YAHOO INC COM 12/20/2012 8/2/2013 77,267 55,245 22,022



ATTACHMENT 2APART 5

PAGE 44 OF 44


(C) DATEACQUIRED

(D) DATESOLD




790 YAHOO INC COM 12/21/2012 8/2/2013 21,800 15,301 6,499

4,880 YAHOO INC COM 11/6/2012 6/12/2013 127,682 85,646 42,036

70 YAHOO INC COM 12/21/2012 8/2/2013 1,962 1,356 606

4,160 YAHOO INC COM 11/6/2012 7/17/2013 118,342 73,010 45,332

240 YAHOO INC COM 11/6/2012 7/17/2013 6,827 4,203 2,624

2,600 ZOETIS INC COM USD0.01 CL 'A' 1/31/2013 2/28/2013 85,395 67,600 17,795

0 ADT CORP COM 5/15/2013 6,215 - 6,215

0 #REORG/TOMMY HILFIGER CASH MERGER EFF 5/10/06 1/11/2013 1/11/2013 31 - 31

0 MCKESSON CORP 12/6/2013 12/6/2013 6,307 - 6,307

TOTAL 110,741,421 74,486,771 36,254,650



ATTACHMENT 2APART 6

PAGE 1 OF 1


(C) DATEACQUIRED

(D) DATESOLD


(G) COST OROTHER BASIS

PLUS EXPENSE OFSALE

(H) GAIN(LOSS)

2,323,744 MFC ISHARES INC MSCI JAPAN ETF 3/26/2013 12/16/2013 27,214,054 25,000,000 2,214,054

825,082 MFC ISHARES INC MSCI JAPAN ETF 5/15/2013 12/16/2013 9,662,779 9,999,994 (337,214)

TOTAL 36,876,833 34,999,994 1,876,839



ATTACHMENT 2APART 7

PAGE 1 OF 16


(C) DATEACQUIRED (D) DATE SOLD



OF SALE (H) GAIN (LOSS)2,275 AUTONAVI 10/10/2006 1/7/2013 27,041 9,100 17,941

2,478 ADR QIHOO 11/7/2006 1/3/2013 74,958 2,453 72,505

2,363 ADR QIHOO 11/7/2006 1/4/2013 74,626 2,339 72,286

115 ADR QIHOO 11/7/2006 1/4/2013 3,632 114 3,518

2,482 ADR QIHOO 11/7/2006 1/7/2013 80,129 2,457 77,672

5,419 BRIGHTCOVE 2/1/2012 1/8/2013 48,331 46,820 1,511

24,669 BRIGHTCOVE 2/1/2012 1/8/2013 220,018 130,006 90,012

5,419 BRIGHTCOVE 2/1/2012 1/8/2013 48,331 46,820 1,511

14,720 BRIGHTCOVE 2/1/2012 1/8/2013 131,285 127,181 4,104

22,857 BRIGHTCOVE 2/1/2012 1/8/2013 203,857 120,456 83,401

15,642 BRIGHTCOVE 2/1/2012 1/8/2013 139,508 82,433 57,075

21,061 BRIGHTCOVE 2/1/2012 1/24/2013 182,372 110,991 71,380

30,088 BRIGHTCOVE 2/1/2012 1/29/2013 257,602 158,564 99,038

2,432 CALIX NETWORK 5/28/2004 1/2/2013 18,872 56,957 (38,086)

501 CALIX NETWORK 5/28/2004 1/7/2013 3,739 11,733 (7,995)

5,582 CALIX NETWORK 5/29/2009 1/7/2013 41,655 44,209 (2,554)

3,492 DEMANDWARE 3/1/2012 1/16/2013 107,113 13,619 93,494

3,492 DEMANDWARE 3/1/2012 1/16/2013 108,005 13,619 94,386

3,122 DEMANDWARE 3/1/2012 1/18/2013 98,855 12,176 86,679

370 DEMANDWARE 3/1/2012 1/18/2013 11,716 1,299 10,417

6,984 DEMANDWARE 3/1/2012 1/25/2013 226,450 24,514 201,936

3,492 DEMANDWARE 3/1/2012 1/28/2013 115,823 12,257 103,566

1,541 FACEBOOK 4/29/2005 1/2/2013 43,101 87 43,014

4,977 FACEBOOK 4/29/2005 1/7/2013 145,823 282 145,541

130,541 FACEBOOK 4/29/2005 1/7/2013 3,807,404 7,389 3,800,015

82,000 FACEBOOK 4/29/2005 1/7/2013 2,436,026 4,641 2,431,385

6,872 FACEBOOK 4/29/2005 1/9/2013 205,177 389 204,788

6,872 FACEBOOK 4/29/2005 1/9/2013 209,454 389 209,065

48,541 FACEBOOK 4/29/2005 1/9/2013 1,439,218 2,747 1,436,471

130,541 FACEBOOK 4/29/2005 1/9/2013 3,965,003 7,389 3,957,614



ATTACHMENT 2APART 7

PAGE 2 OF 16





OF SALE (H) GAIN (LOSS)

3,436 FACEBOOK 4/29/2005 1/10/2013 107,100 194 106,905

113,316 FACEBOOK 4/29/2005 1/10/2013 3,529,057 6,414 3,522,643

17,225 FACEBOOK 4/18/2006 1/10/2013 536,447 4,957 531,489

1,541 FACEBOOK 4/29/2005 1/10/2013 47,215 87 47,128

3,436 FACEBOOK 4/18/2006 1/11/2013 109,503 989 108,514

1,536 FACEBOOK 4/18/2006 1/23/2013 47,937 442 47,495

4,100 HOMEAWAY 2/1/2005 1/2/2013 90,200 41 90,159

1,054 HOMEAWAY 2/1/2005 1/3/2013 23,225 11 23,215

2,100 HOMEAWAY 2/1/2005 1/4/2013 47,952 21 47,931

129 HOMEAWAY 5/26/2006 1/4/2013 2,946 15 2,930

2,925 HOMEAWAY 5/26/2006 1/4/2013 66,791 351 66,440

3,617 HOMEAWAY 5/26/2006 1/31/2013 86,375 434 85,941

1,537 HOMEAWAY 11/2/2006 1/31/2013 36,704 7,685 29,019

1,314 IMPERVIA 5/23/2003 1/10/2013 44,237 3,942 40,295

1,314 IMPERVIA 5/23/2003 1/14/2013 45,001 3,942 41,059

153 IMPERVIA 5/23/2003 1/28/2013 5,366 459 4,907

2,357 JIVE SOFTWARE 7/19/2010 1/7/2013 35,004 10,984 24,020

2,067 JIVE SOFTWARE 7/19/2010 1/7/2013 30,697 10,707 19,990

1,332 RPX CORP 8/12/2008 1/4/2013 13,320 1,931 11,388

1,332 RPX CORP 8/12/2008 1/25/2013 13,672 1,931 11,741

1,332 RPX CORP 8/12/2008 1/28/2013 14,268 1,931 12,337

27,888 SMURFIT 6/26/2008 1/10/2013 366,669 154,500 212,169

16,177 SMURFIT 6/26/2008 1/11/2013 215,767 89,621 126,147

3,468 SMURFIT 6/26/2008 1/18/2013 46,024 19,213 26,811

13,480 SMURFIT 6/26/2008 1/22/2013 181,693 74,679 107,014

12,203 SMURFIT 6/26/2008 1/23/2013 167,216 67,605 99,612

5,567 YELP INC 9/29/2006 1/2/2013 112,823 6,903 105,920

5,567 YELP INC 9/29/2006 1/2/2013 111,106 6,903 104,203

5,567 YELP INC 9/29/2006 1/4/2013 115,372 6,903 108,469

27,830 YELP INC 9/29/2006 1/7/2013 581,720 34,509 547,211



ATTACHMENT 2APART 7

PAGE 3 OF 16






400 DEMANDWARE 3/1/2012 2/14/2013 12,373 1,404 10,969

6,584 DEMANDWARE 3/1/2012 2/27/2013 171,090 23,110 147,980

6,978 DEMANDWARE 3/1/2012 2/28/2013 181,464 24,493 156,971

6,868 FACEBOOK 4/18/2006 2/5/2013 196,969 1,977 194,993

26,300 FACEBOOK 4/18/2006 2/6/2013 766,962 7,569 759,393

17,000 FACEBOOK 4/18/2006 2/15/2013 486,551 4,893 481,659

47,080 FACEBOOK 4/18/2006 2/19/2013 1,346,985 13,550 1,333,435

8,922 FACEBOOK 1/25/2008 2/19/2013 255,263 - 255,263

24,436 FACEBOOK 1/25/2008 2/19/2013 699,128 - 699,128

6,803 FACEBOOK 10/12/2010 2/19/2013 194,638 - 194,638

200 HOMEAWAY 11/2/2006 2/5/2013 4,808 1,000 3,808

2,800 HOMEAWAY 11/2/2006 2/6/2013 67,285 14,000 53,285

2,154 HOMEAWAY 11/2/2006 2/8/2013 51,764 10,770 40,994

5,154 HOMEAWAY 11/2/2006 2/12/2013 126,690 25,770 100,920

6,549 HOMEAWAY 11/2/2006 2/21/2013 185,951 32,745 153,206

3,759 HOMEAWAY 2/16/2007 2/21/2013 106,732 8,909 97,823

5,154 HOMEAWAY 2/16/2007 2/22/2013 148,155 12,215 135,940

5,038 HOMEAWAY 2/16/2007 2/27/2013 145,925 11,940 133,985

116 HOMEAWAY 2/16/2007 2/27/2013 3,360 275 3,085

5,155 HOMEAWAY 2/16/2007 2/28/2013 154,660 12,217 142,443

100 IMPERVIA 5/23/2003 2/4/2013 3,506 300 3,206

100 IMPERVIA 5/23/2003 2/7/2013 3,527 300 3,227

1,314 IMPERVIA 5/23/2003 2/8/2013 47,485 3,942 43,543

961 IMPERVIA 5/23/2003 2/8/2013 34,506 2,883 31,623

1,335 RPX CORP 8/12/2008 2/12/2013 14,094 1,936 12,158

999 RPX CORP 8/12/2008 2/27/2013 12,784 1,449 11,335

12,203 SMURFIT 6/26/2008 2/7/2013 177,155 67,605 109,550

12,203 SMURFIT 6/26/2008 2/8/2013 179,439 67,605 111,834

12,203 SMURFIT 6/26/2008 2/13/2013 189,528 67,605 121,924

12,202 SMURFIT 6/26/2008 2/15/2013 184,635 67,599 117,035



ATTACHMENT 2APART 7

PAGE 4 OF 16





OF SALE (H) GAIN (LOSS)3,766 YELP INC 2/5/2010 2/13/2013 81,951 36,010 45,941

200 YELP INC 2/5/2010 2/14/2013 4,348 1,912 2,436

1,782 YELP INC 2/5/2010 2/15/2013 38,828 17,039 21,789

2,874 YELP INC 2/5/2010 2/19/2013 63,808 27,481 36,327

5,748 YELP INC 9/29/2006 2/28/2013 127,464 7,128 120,337

909 AUTONAVI 10/10/2006 3/7/2013 9,475 3,636 5,839

404 AUTONAVI 10/10/2006 3/15/2013 4,430 1,616 2,814

505 AUTONAVI 10/10/2006 3/15/2013 5,537 2,020 3,517

909 AUTONAVI 10/10/2006 3/15/2013 9,914 3,636 6,278

1,314 IMPERVIA 5/23/2003 3/4/2013 49,881 3,942 45,939

550 IMPERVIA 5/23/2003 3/4/2013 21,058 1,650 19,408

1,760 IMPERVIA 5/2/2006 3/4/2013 67,385 10,701 56,684

318 IMPERVIA 11/9/2011 3/4/2013 12,175 5,727 6,448

1,314 IMPERVIA 11/9/2011 3/5/2013 50,527 23,666 26,861

260 IMPERVIA 11/9/2011 3/7/2013 9,995 4,683 5,312

1,840 IMPERVIA 4/2/2008 3/7/2013 70,733 22,556 48,178

524 IMPERVIA 4/2/2008 3/8/2013 20,141 6,423 13,718

999 RPX CORP 8/12/2008 3/7/2013 13,027 1,449 11,578

1,998 RPX CORP 8/12/2008 3/8/2013 26,673 2,897 23,776

1,998 RPX CORP 8/12/2008 3/18/2013 27,292 2,897 24,395

400 RPX CORP 8/12/2008 3/25/2013 5,712 580 5,132

1,600 RPX CORP 8/12/2008 3/26/2013 22,851 2,320 20,531

2,786 TRULIA 12/23/2005 3/6/2013 81,012 2,897 78,115

2,786 TRULIA 12/23/2005 3/7/2013 83,529 2,897 80,631

2,786 TRULIA 12/23/2005 3/8/2013 84,492 2,897 81,595

2,786 TRULIA 12/23/2005 3/15/2013 86,486 2,897 83,589

2,787 TRULIA 12/23/2005 3/27/2013 86,568 2,898 83,670

2,874 YELP INC 9/29/2006 3/1/2013 65,406 3,564 61,842

8,322 YELP INC 9/29/2006 3/1/2013 187,025 10,319 176,706

8,322 YELP INC 9/29/2006 3/1/2013 190,844 10,319 180,525



ATTACHMENT 2APART 7

PAGE 5 OF 16






2,874 YELP INC 9/29/2006 3/4/2013 66,774 3,564 63,211

8,322 YELP INC 9/29/2006 3/5/2013 201,581 10,319 191,262

4,161 YELP INC 9/29/2006 3/7/2013 98,687 5,160 93,527

986 YELP INC 9/29/2006 3/8/2013 24,718 1,223 23,496

3,175 YELP INC 2/5/2010 3/8/2013 79,595 30,359 49,237

2,874 YELP INC 2/5/2010 3/8/2013 70,477 27,481 42,997

2,874 YELP INC 2/5/2010 3/11/2013 72,833 27,481 45,352

8,321 YELP INC 2/5/2010 3/25/2013 195,106 79,564 115,543

2,878 YELP INC 2/5/2010 3/25/2013 67,427 27,519 39,908

854 ADR QIHOO 4/4/2011 5/21/2013 37,857 12,383 25,474

854 ADR QIHOO 4/4/2011 5/20/2013 37,382 12,383 24,999

854 ADR QIHOO 4/4/2011 5/20/2013 36,887 12,383 24,504

1,818 ADR AUTONAVI 10/10/2006 4/16/2013 18,943 7,272 11,671

8,088 AMBARELLA 1/28/2004 5/13/2013 126,336 14,558 111,777

4,716 AMBARELLA 1/28/2004 5/13/2013 71,693 8,489 63,204

8,088 AMBARELLA 7/28/2004 5/20/2013 135,295 28,971 106,324

4,717 AMBARELLA 1/28/2004 5/20/2013 79,390 8,491 70,899

2,026 AMBARELLA 1/28/2004 5/20/2013 33,971 3,647 30,324

2,690 AMBARELLA 7/28/2004 5/20/2013 45,105 9,636 35,469

8,088 AMBARELLA 1/28/2004 5/6/2013 119,338 14,558 104,780

8,088 AMBARELLA 1/28/2004 5/6/2013 120,703 14,558 106,144

859 AMBARELLA 1/28/2004 5/13/2013 13,489 1,546 11,943

3,857 AMBARELLA 1/28/2004 5/13/2013 60,568 6,943 53,625

8,087 AMBARELLA 7/28/2004 5/20/2013 137,968 28,968 109,001

5,416 DEMANDWARE 3/1/2012 4/5/2013 144,165 19,010 125,155

200 DEMANDWARE 3/1/2012 4/26/2013 5,314 702 4,612

5,416 DEMANDWARE 3/1/2012 4/29/2013 146,820 19,010 127,810

5,216 DEMANDWARE 3/1/2012 4/29/2013 139,435 18,308 121,126

2,208 DEMANDWARE 3/1/2012 5/3/2013 61,294 8,611 52,683

3,208 DEMANDWARE 3/1/2012 5/3/2013 89,054 11,260 77,794



ATTACHMENT 2APART 7

PAGE 6 OF 16






2,709 DEMANDWARE 3/1/2012 5/3/2013 77,585 10,565 67,020

2,710 DEMANDWARE 3/1/2012 5/7/2013 81,167 10,569 70,598

6,803 FACEBOOK 10/12/2010 5/31/2013 166,524 - 166,524

8,675 FACEBOOK 10/12/2010 5/31/2013 212,346 - 212,346

3,923 FACEBOOK 10/12/2010 5/31/2013 96,027 - 96,027

1,872 FACEBOOK 10/12/2010 5/31/2013 45,823 - 45,823

12,849 FACEBOOK 3/4/2011 5/31/2013 314,517 - 314,517

578 FACEBOOK 4/5/2012 5/31/2013 14,148 - 14,148

3,286 MIDCON ENERGY 12/31/2011 4/29/2013 81,152 - 81,152

2,100 MIDCON ENERGY 12/31/2011 5/17/2013 52,985 - 52,985

2,686 MIDCON ENERGY 12/31/2011 4/29/2013 65,251 - 65,251

1,186 MIDCON ENERGY 12/31/2011 5/20/2013 30,147 - 30,147

600 MIDCON ENERGY 12/31/2011 4/22/2013 14,488 - 14,488

7,780 PROOFPOINT 12/17/2002 5/24/2013 151,300 15,560 135,740

500 PROOFPOINT 12/17/2002 5/21/2013 9,465 1,000 8,465

4,071 PROOFPOINT 12/17/2002 5/28/2013 80,591 8,142 72,449

3,709 PROOFPOINT 12/17/2002 5/28/2013 73,424 7,418 66,006

7,280 PROOFPOINT 12/17/2002 5/22/2013 137,808 14,560 123,248

7,480 PROOFPOINT 12/17/2002 5/31/2013 151,327 14,960 136,367

300 PROOFPOINT 12/17/2002 5/30/2013 6,069 600 5,469

2,000 RPX CORP 8/12/2008 5/1/2013 28,445 2,900 25,545

3,271 TRIUS 8/9/2010 5/14/2013 25,775 16,355 9,420

3,271 TRIUS 8/9/2010 5/14/2013 26,364 16,355 10,009

3,271 TRIUS 8/9/2010 5/14/2013 25,383 16,355 9,028

3,271 TRIUS 8/9/2010 5/15/2013 27,149 16,355 10,794

1,698 YELP INC 2/5/2010 5/17/2013 52,527 13,521 39,006

3,150 YELP INC 2/5/2010 5/20/2013 102,673 25,083 77,589

4,652 YELP INC 2/5/2010 5/20/2013 143,935 37,043 106,891

100 YELP INC 9/29/2006 5/21/2013 3,233 124 3,109

3,200 YELP INC 9/29/2006 5/21/2013 103,364 3,968 99,396



ATTACHMENT 2APART 7

PAGE 7 OF 16






450 AUTONAVI 10/10/2006 6/6/2013 5,711 1,800 3,911

813 AUTONAVI 10/10/2006 6/10/2013 10,309 3,252 7,057

196 AUTONAVI 10/10/2006 6/17/2013 2,534 784 1,750

1,067 AUTONAVI 10/10/2006 6/17/2013 13,796 4,268 9,528

1,703 ADR QIHOO 4/4/2011 6/7/2013 74,933 24,694 50,240

8,000 AMBARELLA 1/28/2004 6/28/2013 133,230 14,400 118,830

4,230 AMBARELLA 1/28/2004 6/11/2013 75,569 7,614 67,955

7,902 AMBARELLA 1/28/2004 6/11/2013 141,169 14,224 126,946

1,100 AMBARELLA 1/28/2004 6/27/2013 18,315 1,980 16,335

4,044 AMBARELLA 1/28/2004 6/5/2013 69,990 7,279 62,710

12,132 AMBARELLA 1/28/2004 6/5/2013 206,738 21,838 184,900

10,860 OREXIGEN 4/22/2005 6/14/2013 68,283 51,259 17,024

10,240 OREXIGEN 11/20/2006 6/14/2013 64,385 70,042 (5,657)

4,000 PROOFPOINT 12/17/2002 6/4/2013 81,007 8,000 73,007

3,776 PROOFPOINT 12/17/2002 6/6/2013 76,520 7,552 68,968

2,666 RPX CORP 11/24/2008 6/28/2013 44,686 5,759 38,928

2,642 RPX CORP 8/12/2008 6/7/2013 41,605 3,831 37,774

24 RPX CORP 11/24/2008 6/7/2013 378 52 326

2,666 RPX CORP 11/24/2008 6/14/2013 43,147 5,768 37,379

2,024 RPX CORP 11/24/2008 6/14/2013 32,516 4,379 28,137

642 RPX CORP 11/24/2008 6/14/2013 10,314 1,387 8,927

2,666 RPX CORP 11/24/2008 6/18/2013 44,052 5,759 38,294

3,455 SERVICENOW 11/25/2009 6/26/2013 139,100 7,457 131,643

400 SERVICENOW 11/25/2009 6/11/2013 16,044 863 15,180

3,455 SERVICENOW 11/25/2009 6/27/2013 141,969 7,457 134,511

3,055 SERVICENOW 11/25/2009 6/12/2013 122,612 6,594 116,018

700 SERVICENOW 11/25/2009 6/19/2013 27,435 1,511 25,924

2,755 SERVICENOW 11/25/2009 6/21/2013 107,955 5,946 102,009

3,455 SERVICENOW 11/25/2009 6/7/2013 133,774 7,457 126,317

6,910 SERVICENOW 11/25/2009 6/10/2013 270,869 14,915 255,954



ATTACHMENT 2APART 7

PAGE 8 OF 16






4,389 TESARO 6/6/2011 6/3/2013 170,860 33,400 137,460

3,173 YELP INC 9/29/2006 6/26/2013 109,277 3,935 105,342

3,175 YELP INC 9/29/2006 6/19/2013 102,442 3,937 98,505

5,510 YELP INC 2/5/2010 6/27/2013 193,235 43,876 149,359

11,020 YELP INC 9/29/2006 6/19/2013 363,114 13,665 349,449

11,020 YELP INC 9/29/2006 6/19/2013 355,149 13,665 341,484

5,301 YELP INC 9/29/2006 6/26/2013 178,725 6,573 172,152

209 YELP INC 2/5/2010 6/26/2013 7,047 1,664 5,382

3,175 YELP INC 9/29/2006 6/14/2013 98,177 3,937 94,240

5,410 YELP INC 9/29/2006 6/17/2013 171,298 6,708 164,590

3,175 YELP INC 9/29/2006 6/26/2013 103,327 3,937 99,390

3,175 YELP INC 9/29/2006 6/17/2013 100,056 3,937 96,119

5,510 YELP INC 2/5/2010 6/26/2013 184,060 43,876 140,184

3,175 YELP INC 9/29/2006 6/26/2013 107,394 3,937 103,457

427 ADR QIHOO 4/4/2011 7/8/2013 20,890 6,192 14,698

854 ADR QIHOO 4/4/2011 7/8/2013 42,999 12,383 30,616

200 ADR QIHOO 4/4/2011 7/10/2013 10,206 2,900 7,306

854 ADR QIHOO 4/4/2011 7/11/2013 44,890 12,383 32,507

227 ADR QIHOO 4/4/2011 7/11/2013 11,665 3,292 8,374

854 ADR QIHOO 4/4/2011 7/15/2013 46,980 12,383 34,597

849 ADR QIHOO 4/4/2011 7/18/2013 48,377 12,311 36,066

1,263 ADR AUTONAVI 10/10/2006 7/16/2013 16,015 5,052 10,963

1,261 ADR AUTONAVI 10/10/2006 7/17/2013 16,498 5,044 11,454

3,031 AMBARELLA 1/28/2004 7/1/2013 51,071 5,456 45,616

3,287 MIDCON ENERGY 12/31/2011 7/11/2013 73,342 - 73,342

2,043 RPX CORP 11/24/2008 7/12/2013 35,812 4,413 31,399

623 RPX CORP 12/19/2008 7/12/2013 10,921 1,348 9,573

2,666 RPX CORP 11/24/2008 7/10/2013 45,991 5,759 40,233

2,661 RPX CORP 12/19/2008 7/15/2013 49,970 5,757 44,212

5,327 RPX CORP 12/19/2008 7/15/2013 98,954 11,526 87,428



ATTACHMENT 2APART 7

PAGE 9 OF 16






972 RUCKUS 9/11/2009 7/18/2013 13,766 1,828 11,938

618 RUCKUS 9/11/2009 7/18/2013 8,753 1,162 7,590

1,590 RUCKUS 9/11/2009 7/18/2013 21,960 2,991 18,969

1,137 SALESFORCE 12/15/2011 7/11/2013 45,743 16,123 29,620

1,135 SALESFORCE 12/15/2011 7/12/2013 47,937 16,094 31,843

1,137 SALESFORCE 12/15/2011 7/10/2013 44,854 16,123 28,731

1,137 SALESFORCE 12/15/2011 7/11/2013 46,817 16,123 30,694

2,693 SERVICENOW 11/25/2009 7/8/2013 117,638 5,813 111,826

6,410 SERVICENOW 11/25/2009 7/30/2013 277,018 13,835 263,183

4 SERVICENOW 11/25/2009 7/10/2013 175 9 166

758 SERVICENOW 11/25/2009 7/10/2013 33,102 1,636 31,466

6,910 SERVICENOW 11/25/2009 7/11/2013 307,067 14,915 292,152

6,906 SERVICENOW 11/25/2009 7/12/2013 314,493 14,906 299,587

3,455 SERVICENOW 11/25/2009 7/12/2013 158,604 7,457 151,147

500 SERVICENOW 11/25/2009 7/12/2013 23,176 1,079 22,096

3,455 SERVICENOW 11/25/2009 7/5/2013 148,256 7,457 140,798

3,455 SERVICENOW 11/25/2009 7/8/2013 150,257 7,457 142,800

1,383 TRULIA 5/7/2007 7/30/2013 52,046 4,136 47,910

2,779 TRULIA 5/8/2008 7/30/2013 104,581 23,616 80,965

700 TRULIA 5/7/2007 7/22/2013 26,308 2,094 24,215

600 TRULIA 5/7/2007 7/23/2013 22,551 1,794 20,756

2,731 TRULIA 12/23/2005 7/5/2013 88,124 2,840 85,284

5,462 TRULIA 12/23/2005 7/8/2013 179,999 5,680 174,319

2,898 TRULIA 12/23/2005 7/15/2013 104,934 3,014 101,920

2,564 TRULIA 5/7/2007 7/15/2013 92,840 7,668 85,172

5,462 TRULIA 12/23/2005 7/12/2013 189,337 5,680 183,657

2,731 TRULIA 5/7/2007 7/15/2013 98,039 8,168 89,871

2,100 YELP INC 2/5/2010 7/2/2013 75,557 16,722 58,835

3,095 YELP INC 2/5/2010 7/9/2013 111,657 24,645 87,012

315 YELP INC 4/23/2010 7/9/2013 11,364 2,639 8,725



ATTACHMENT 2APART 7

PAGE 10 OF 16






5,509 YELP INC 4/23/2010 7/9/2013 202,528 46,162 156,367

2,275 ZILLOW 10/20/2005 7/9/2013 139,660 11,148 128,513

2,343 ZILLOW 10/20/2005 7/10/2013 143,801 11,481 132,321

1,208 ZILLOW 10/20/2005 7/11/2013 75,556 5,919 69,637

3,410 ZILLOW 10/20/2005 7/12/2013 213,388 16,709 196,679

4,618 ZILLOW 10/20/2005 7/12/2013 295,858 22,628 273,229

4,619 ZILLOW 10/20/2005 7/15/2013 302,778 22,633 280,145

2,146 ADR AUTONAVI 10/10/2006 8/19/2013 35,623 8,584 27,039

4,293 ADR AUTONAVI 10/10/2006 8/19/2013 65,033 17,172 47,861

2,146 ADR AUTONAVI 10/10/2006 8/21/2013 32,420 8,584 23,836

795 RUCKUS 9/11/2009 8/1/2013 11,438 1,495 9,943

795 RUCKUS 9/11/2009 8/1/2013 11,730 1,495 10,234

3,451 SERVICENOW 11/25/2009 8/16/2013 152,746 7,449 145,297

3,455 SERVICENOW 11/25/2009 8/1/2013 153,268 7,457 145,811

3,550 SERVICENOW 11/25/2009 8/22/2013 163,047 7,662 155,385

3,455 SERVICENOW 11/25/2009 8/1/2013 160,078 7,457 152,621

7,100 SERVICENOW 11/25/2009 8/26/2013 331,570 15,325 316,245

4,715 YELP INC 9/29/2006 8/29/2013 249,021 5,847 243,175

500 YELP INC 9/29/2006 8/27/2013 26,365 620 25,745

5,208 YELP INC 9/29/2006 8/29/2013 283,858 6,458 277,400

10,430 YELP INC 9/29/2006 8/29/2013 561,042 12,933 548,109

2,604 YELP INC 9/29/2006 8/29/2013 139,917 3,229 136,688

4,627 DEMANDWARE 3/1/2012 9/19/2013 220,140 16,241 203,899

2,290 FACEBOOK 10/12/2010 9/24/2013 112,537 - 112,537

2,290 FACEBOOK 10/12/2010 9/26/2013 114,338 - 114,338

2,290 FACEBOOK 10/12/2010 9/27/2013 116,330 - 116,330

1,728 JAMBA INC 11/28/2006 9/17/2013 23,137 64,800 (41,663)

1,728 JAMBA INC 11/28/2006 9/18/2013 23,609 64,800 (41,191)

800 MIDCON ENERGY 12/31/2011 9/13/2013 19,320 - 19,320

197 MIDCON ENERGY 12/31/2011 9/16/2013 4,759 - 4,759



ATTACHMENT 2APART 7

PAGE 11 OF 16






2,666 RPX CORP 12/19/2008 9/18/2013 47,294 5,768 41,526

1,333 RPX CORP 12/19/2008 9/11/2013 23,108 2,884 20,224

1,333 RPX CORP 12/19/2008 9/10/2013 22,664 2,884 19,780

795 RUCKUS 9/2/2009 9/6/2013 12,041 1,574 10,466

1,590 RUCKUS 9/2/2009 9/6/2013 24,551 3,148 21,403

1,590 RUCKUS 9/2/2009 9/6/2013 24,551 3,148 21,403

1,590 RUCKUS 9/2/2009 9/9/2013 25,109 3,148 21,960

494 RUCKUS 9/2/2009 9/10/2013 8,188 978 7,210

301 RUCKUS 9/11/2009 9/10/2013 4,989 566 4,423

795 RUCKUS 9/11/2009 9/10/2013 13,177 1,495 11,682

796 RUCKUS 9/11/2009 9/11/2013 13,438 1,497 11,941

795 RUCKUS 9/11/2009 9/11/2013 13,421 1,495 11,926

795 RUCKUS 9/11/2009 9/19/2013 14,014 1,495 12,518

6,910 SERVICENOW 11/25/2009 9/5/2013 330,818 14,915 315,904

819 SERVICENOW 11/25/2009 9/12/2013 40,984 1,768 39,216

4,314 SERVICENOW 11/1/2009 9/12/2013 215,877 9,311 206,565

190 SERVICENOW 11/25/2009 9/5/2013 9,096 410 8,686

190 SERVICENOW 11/1/2009 9/12/2013 9,508 410 9,098

3,455 SERVICENOW 11/25/2009 9/9/2013 168,436 7,457 160,978

6,910 SERVICENOW 11/1/2009 9/18/2013 352,221 14,915 337,306

95 SERVICENOW 11/25/2009 9/9/2013 4,631 205 4,426

190 SERVICENOW 11/1/2009 9/18/2013 9,685 410 9,275

6,910 SERVICENOW 11/25/2009 9/9/2013 339,580 14,915 324,665

3,451 SERVICENOW 11/1/2009 9/18/2013 177,365 7,449 169,917

190 SERVICENOW 11/25/2009 9/9/2013 9,337 410 8,927

94 SERVICENOW 11/1/2009 9/18/2013 4,831 203 4,628

100 SERVICENOW 11/25/2009 9/9/2013 4,938 216 4,722

6,910 SERVICENOW 11/1/2009 9/19/2013 357,241 14,915 342,326

3,355 SERVICENOW 11/25/2009 9/10/2013 165,566 7,241 158,325

190 SERVICENOW 11/1/2009 9/19/2013 9,823 410 9,413



ATTACHMENT 2APART 7

PAGE 12 OF 16






95 SERVICENOW 11/25/2009 9/10/2013 4,688 205 4,483

1,777 SERVICENOW 11/25/2009 9/11/2013 89,187 3,835 85,351

4,154 SERVICESOURCE 12/2/2004 9/10/2013 54,750 2,742 52,008

4,154 SERVICESOURCE 12/2/2004 9/11/2013 56,139 2,742 53,397

11,716 T-MOBILE 12/31/2005 9/24/2013 301,213 175,271 125,942

11,716 T-MOBILE 12/31/2005 9/25/2013 309,413 175,271 134,142

5,844 T-MOBILE 12/31/2005 9/25/2013 154,077 87,426 66,651

8,400 T-MOBILE 12/31/2005 9/26/2013 221,462 125,664 95,798

5,858 T-MOBILE 12/31/2005 9/10/2013 147,736 84,882 62,854

10,430 YELP INC 9/29/2006 9/4/2013 574,256 12,933 561,323

5,208 YELP INC 9/29/2006 9/4/2013 289,651 6,458 283,193

10,430 YELP INC 9/29/2006 9/5/2013 597,852 12,933 584,919

2,628 YELP INC 9/29/2006 9/5/2013 151,975 3,259 148,716

2,580 YELP INC 2/5/2010 9/5/2013 149,199 24,559 124,640

5,208 YELP INC 2/5/2010 9/6/2013 319,727 49,574 270,153

10,430 YELP INC 2/5/2010 9/6/2013 644,275 99,282 544,993

2,600 YELP INC 2/5/2010 9/6/2013 164,689 24,749 139,940

5,218 YELP INC 2/5/2010 9/6/2013 331,638 49,670 281,969

913 ZILLOW 10/20/2005 9/6/2013 92,344 4,474 87,870

1,669 AMBARELLA 1/28/2004 10/16/2013 35,097 3,004 32,093

8,332 AMBARELLA 1/28/2004 10/17/2013 179,271 14,998 164,273

3,457 AMBARELLA 1/28/2004 10/17/2013 74,673 6,223 68,451

1,517 AMBARELLA 1/28/2004 10/7/2013 30,622 5,431 25,191

800 AMBARELLA 1/28/2004 10/8/2013 16,149 2,864 13,285

1,849 AMBARELLA 1/28/2004 10/15/2013 37,308 6,619 30,688

8,332 AMBARELLA 1/28/2004 10/16/2013 171,977 29,829 142,148

1,209 AMBARELLA 1/28/2004 10/16/2013 25,424 4,328 21,095

5,272 AMBARELLA 7/28/2004 10/1/2013 108,506 18,884 89,622

2,636 AMBARELLA 7/28/2004 10/1/2013 51,903 9,442 42,461

7,908 AMBARELLA 7/28/2004 10/22/2013 178,265 28,326 149,939



ATTACHMENT 2APART 7

PAGE 13 OF 16






5,272 AMBARELLA 7/28/2004 10/1/2013 107,648 18,884 88,763

4,875 AMBARELLA 7/28/2004 10/17/2013 105,303 8,775 96,528

2,440 AMBARELLA 7/28/2004 10/17/2013 53,680 4,392 49,288

2,855 AMBARELLA 7/28/2004 10/21/2013 64,321 10,221 54,100

1,737 AMBARELLA 7/28/2004 10/22/2013 39,156 6,218 32,938

196 AMBARELLA 7/28/2004 10/17/2013 4,312 702 3,610

2,394 AMBARELLA 7/28/2004 10/17/2013 51,376 8,571 42,805

9,254 DEMANDWARE 3/1/2012 10/4/2013 461,322 32,482 428,841

9,254 DEMANDWARE 3/1/2012 10/4/2013 456,485 32,482 424,004

8,512 DEMANDWARE 3/1/2012 10/18/2013 432,394 29,877 402,516

742 DEMANDWARE 3/1/2012 10/18/2013 37,692 2,894 34,798

655 FACEBOOK 10/12/2010 10/17/2013 34,019 - 34,019

2,435 FACEBOOK 10/12/2010 10/18/2013 131,262 - 131,262

1,165 FACEBOOK 1/14/2011 10/18/2013 62,801 23,184 39,617

1,310 FACEBOOK 1/14/2011 10/18/2013 71,536 26,069 45,467

2,292 FACEBOOK 1/14/2011 10/31/2013 110,470 45,611 64,859

1,877 GROUPON 1/10/2011 10/3/2013 22,819 14,824 7,996

5,108 JAMBA INC 11/28/2006 10/10/2013 54,443 191,550 (137,107)

8,722 JAMBA INC 11/28/2006 10/10/2013 92,963 327,075 (234,112)

1,994 MIDCON ENERGY 12/31/2011 10/17/2013 51,482 - 51,482

4,073 MIDCON ENERGY 12/31/2011 10/18/2013 108,193 - 108,193

300 MIDCON ENERGY 12/31/2011 10/21/2013 8,096 - 8,096

309 MIDCON ENERGY 12/31/2011 10/21/2013 8,206 - 8,206

1,994 MIDCON ENERGY 12/31/2011 10/15/2013 49,353 - 49,353

1,994 MIDCON ENERGY 12/31/2011 10/16/2013 50,388 - 50,388

2,666 RPX CORP 12/19/2008 10/30/2013 48,460 5,768 42,692

795 RUCKUS 9/11/2009 10/15/2013 14,614 1,495 13,119

7,100 SERVICENOW 11/1/2009 10/4/2013 383,928 15,325 368,603

5,086 SERVICENOW 11/1/2009 10/15/2013 255,100 10,978 244,123

104 SERVICENOW 8/8/2011 10/15/2013 5,216 390 4,826



ATTACHMENT 2APART 7

PAGE 14 OF 16






7 SERVICENOW 8/26/2011 10/15/2013 351 42 309

949 SERVICENOW 6/13/2012 10/15/2013 47,599 15,852 31,748

949 SERVICENOW 6/13/2012 10/15/2013 47,599 16,133 31,466

11,716 T-MOBILE 12/31/2005 10/16/2013 315,619 175,271 140,347

5,927 T-MOBILE 12/31/2005 10/17/2013 160,036 85,882 74,154

5,761 T-MOBILE 12/31/2005 10/17/2013 155,554 86,185 69,370

3,288 T-MOBILE 12/31/2005 10/1/2013 86,777 49,188 37,588

11,688 T-MOBILE 12/31/2005 10/18/2013 323,750 169,359 154,391

2,133 YOOX SPA 9/22/2003 11/7/2013 81,219 2,197 79,022

4,327 YOOX SPA 9/24/2003 11/7/2013 164,761 2,380 162,381

10,990 YOOX SPA 9/24/2003 11/18/2013 447,863 6,045 441,819

8,391 YOOX SPA 9/24/2003 11/21/2013 342,386 4,615 337,770

5,273 AMBARELLA 7/28/2004 11/11/2013 113,671 18,888 94,783

9,254 DEMANDWARE 3/1/2012 11/5/2013 527,474 36,091 491,384

4,622 DEMANDWARE 3/1/2012 11/5/2013 260,521 18,026 242,495

2,619 MIDCON ENERGY 4/1/2007 11/21/2013 58,393 16,430 41,963

8,081 MIDCON ENERGY 10/1/2008 11/21/2013 180,173 50,694 129,480

2,445 MIDCON ENERGY 10/1/2008 11/22/2013 54,206 15,338 38,868

2,808 PROOFPOINT 12/17/2002 11/4/2013 86,816 5,616 81,200

5,616 PROOFPOINT 12/17/2002 11/8/2013 175,049 11,232 163,817

600 PROOFPOINT 12/17/2002 11/13/2013 19,151 1,200 17,951

33,233 SERVICESOURCE 12/2/2004 11/5/2013 352,234 21,934 330,300

11,716 T-MOBILE 12/31/2005 11/4/2013 330,485 169,765 160,720

11,688 T-MOBILE 12/31/2005 11/5/2013 337,748 169,359 168,389

11,702 T-MOBILE 12/31/2005 11/11/2013 315,656 169,562 146,094

7,564 ZILLOW 10/20/2005 11/25/2013 551,170 37,064 514,106

656 ZILLOW 7/14/2006 11/25/2013 47,801 7,997 39,804

10,148 AMBARELLA 7/28/2004 12/20/2013 288,374 36,350 252,024

2,217 AMBARELLA 2/17/2006 12/20/2013 63,000 11,972 51,028

9,892 AMBARELLA 2/17/2006 12/23/2013 286,872 53,417 233,455



ATTACHMENT 2APART 7

PAGE 15 OF 16






2,470 AMBARELLA 2/17/2006 12/26/2013 74,005 13,338 60,667

2,556 FACEBOOK 11/12/2010 12/23/2013 144,682 35,784 108,898

1,328 FACEBOOK 1/14/2011 12/23/2013 75,171 26,427 48,744

3,884 FACEBOOK 11/12/2010 12/13/2013 200,362 54,376 145,986

1,310 FACEBOOK 11/12/2010 12/13/2013 69,373 18,340 51,033

3,884 FACEBOOK 11/12/2010 12/16/2013 210,539 54,376 156,163

1,310 FACEBOOK 11/12/2010 12/16/2013 71,011 18,340 52,671

651 FACEBOOK 11/12/2010 12/18/2013 36,109 9,114 26,995

1,942 FACEBOOK 11/12/2010 12/10/2013 98,301 27,188 71,113

3,884 FACEBOOK 11/12/2010 12/13/2013 205,123 54,376 150,747

2,693 MIDCON ENERGY 10/1/2008 12/13/2013 58,237 16,894 41,343

11,722 NOVAVAX 2/24/2006 12/30/2013 60,583 50,991 9,592

18,330 NOVAVAX 2/24/2006 12/16/2013 79,741 79,736 6

5,114 NOVAVAX 7/31/2008 12/16/2013 22,248 14,539 7,708

4,144 PROOFPOINT 12/17/2002 12/24/2013 132,015 8,288 123,727

872 PROOFPOINT 12/17/2002 12/24/2013 27,779 1,744 26,035

2,854 PROOFPOINT 12/17/2002 12/27/2013 91,225 5,708 85,517

2,717 PROOFPOINT 12/17/2002 12/30/2013 90,577 5,434 85,143

2,991 PROOFPOINT 10/10/2003 12/30/2013 99,712 7,657 92,055

5,972 PROOFPOINT 10/10/2003 12/30/2013 197,053 15,288 181,765

5,352 PROOFPOINT 10/10/2003 12/30/2013 176,596 13,701 162,895

1,796 RPX CORP 12/19/2008 12/19/2008 30,635 3,886 26,749

5,327 RPX CORP 12/19/2008 12/19/2008 85,380 11,526 73,854

200 RUCKUS 9/11/2009 12/17/2013 2,783 376 2,407

398 RUCKUS 9/11/2009 12/17/2013 5,465 749 4,716

596 RUCKUS 9/11/2009 12/18/2013 8,295 1,121 7,174

796 RUCKUS 9/11/2009 12/19/2013 11,341 1,497 9,844

796 RUCKUS 9/11/2009 12/23/2013 11,611 1,497 10,114

796 RUCKUS 9/11/2009 12/6/2013 10,200 1,497 8,702



ATTACHMENT 2APART 7

PAGE 16 OF 16






TOTAL 66,402,671 8,290,751 58,111,920



ATTACHMENT 2APART 8

PAGE 1 OF 7


(C) DATEACQUIRED

(D) DATESOLD




2,849 CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 8/7/2012 1/2/2013 299,053 240,449 58,604





941 CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 8/9/2012 7/8/2013 112,574 79,444 33,129

9,882 CDN NAT RES LTD COM CDN NAT RES COM STK 2/6/2003 7/8/2013 293,499 39,312 254,187



6,694 MEG ENERGY CORP COM STK 6/11/2013 7/8/2013 190,298 200,987 (10,689)

8,099 POTASH CORP SASK INC COM 12/4/2012 5/17/2013 354,489 316,212 38,278

8,149 POTASH CORP SASK INC COM 12/4/2012 7/8/2013 312,148 318,164 (6,016)


31,539 POTASH CORP SASK INC COM 12/5/2012 8/2/2013 912,720 1,251,821 (339,101)


4,854 POTASH CORP SASK INC COM 12/4/2012 1/2/2013 199,303 189,516 9,787

8,334 ADR NESTLE S A SPONSORED ADR REPSTG REG SH 8/22/2003 1/2/2013 552,733 180,072 372,662


411 ADR NESTLE S A SPONSORED ADR REPSTG REG SH 7/13/2004 5/17/2013 28,316 11,168 17,147


5,345 ADR NOVARTIS AG 7/26/2005 5/17/2013 393,279 259,740 133,540

5,281 ADR NOVARTIS AG 7/26/2005 7/8/2013 375,718 256,630 119,088

3,791 ADR NOVARTIS AG 7/26/2005 1/2/2013 240,897 184,223 56,674

5,781 ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 6/21/2011 1/2/2013 295,579 239,533 56,047





3,792 3M CO COM 9/17/2010 7/8/2013 426,700 325,391 101,309

2,705 3M CO COM 9/17/2010 1/2/2013 254,634 232,116 22,518

3,826 3M CO COM 9/17/2010 5/17/2013 425,149 328,308 96,841

5,844 ADOBE SYS INC COM 11/23/2010 1/2/2013 221,801 164,787 57,014

8,413 ADOBE SYS INC COM 11/23/2010 5/17/2013 373,975 237,226 136,748

8,267 ADOBE SYS INC COM 11/23/2010 7/8/2013 390,396 233,110 157,287

5,128 AIR PROD & CHEM INC COM 9/21/2005 5/17/2013 479,885 282,127 197,758



8,345 ALTERA CORPORATION COM 12/4/2012 5/17/2013 280,188 268,257 11,931



ATTACHMENT 2APART 8

PAGE 2 OF 7


(C) DATEACQUIRED

(D) DATESOLD






1,771 AMAZON COM INC COM 3/2/2011 5/17/2013 472,165 303,378 168,786




8,838 AMERICAN EXPRESS CO 11/9/2001 5/17/2013 643,256 253,372 389,884



12,190 ANALOG DEVICES INC COM 12/19/2006 5/17/2013 568,840 397,390 171,449





652 APPLE INC COM STK 2/15/2011 1/2/2013 354,949 234,022 120,927

938 APPLE INC COM STK 2/15/2011 5/17/2013 406,665 336,675 69,990

948 APPLE INC COM STK 2/15/2011 7/8/2013 393,223 340,264 52,958

4,618 BAKER HUGHES INC COM 2/10/2010 7/8/2013 223,938 209,042 14,897





3,656 BECTON DICKINSON & CO COM 2/8/2000 5/17/2013 371,595 93,411 278,184



751 CARBO CERAMICS INC COM 6/25/2012 1/2/2013 59,034 54,868 4,167



1,971 CARBO CERAMICS INC COM 6/26/2012 5/17/2013 137,190 144,183 (6,993)

701 CARBO CERAMICS INC COM 6/27/2012 5/17/2013 48,793 52,397 (3,604)

1,236 CARBO CERAMICS INC COM 6/28/2012 11/4/2013 155,955 92,745 63,210


2,119 CARBO CERAMICS INC COM 6/27/2012 7/8/2013 148,548 158,386 (9,838)

467 CARBO CERAMICS INC COM 6/28/2012 7/8/2013 32,738 35,042 (2,304)



3,124 CATERPILLAR INC COM 5/27/2009 7/8/2013 258,064 110,044 148,020




ATTACHMENT 2APART 8

PAGE 3 OF 7


(C) DATEACQUIRED

(D) DATESOLD





22,574 CISCO SYSTEMS INC 1/10/2006 5/17/2013 543,911 429,098 114,813



6,924 COCA COLA CO COM 7/27/2007 1/2/2013 257,487 182,736 74,751

9,676 COCA COLA CO COM 7/27/2007 5/17/2013 412,072 255,366 156,706

9,677 COCA COLA CO COM 7/27/2007 7/8/2013 393,094 255,392 137,702

7,621 COMCAST CORP NEW-CL A 10/9/2007 1/2/2013 291,491 182,580 108,911



466 COSTCO WHOLESALE CORP NEW COM 6/9/2004 5/17/2013 52,123 18,874 33,249

3,125 COSTCO WHOLESALE CORP NEW COM 4/27/2007 5/17/2013 349,540 168,863 180,677



6,161 EBAY INC COM USD0.001 5/10/2012 7/8/2013 333,320 253,840 79,480

4,345 EBAY INC COM USD0.001 5/10/2012 1/2/2013 229,300 179,019 50,281

6,297 EBAY INC COM USD0.001 5/10/2012 5/17/2013 357,669 259,443 98,226

5,153 EMERSON ELECTRIC CO COM 10/6/2008 1/2/2013 280,975 187,233 93,742






1,677 EOG RESOURCES INC COM 3/6/2009 10/25/2013 307,049 87,414 219,635

804 EOG RESOURCES INC COM 3/3/2009 5/17/2013 108,343 38,145 70,198






102 EOG RESOURCES INC COM 8/12/2013 11/12/2013 17,158 16,299 859




8,136 EXELON CORP COM 10/7/2008 5/17/2013 283,683 453,070 (169,387)

1,482 EXELON CORP COM 10/8/2008 5/17/2013 51,674 79,095 (27,422)

9,379 EXELON CORP COM 5/7/2009 8/2/2013 285,982 448,814 (162,832)

3,500 EXELON CORP COM 3/15/2010 8/2/2013 106,721 155,222 (48,501)



ATTACHMENT 2APART 8

PAGE 4 OF 7


(C) DATEACQUIRED

(D) DATESOLD




11,459 EXELON CORP COM 3/16/2010 8/2/2013 349,405 514,013 (164,608)

3,019 EXELON CORP COM 3/17/2010 8/2/2013 92,055 136,879 (44,825)

1,163 EXELON CORP COM 9/1/2011 8/2/2013 35,462 50,158 (14,696)

23,626 EXELON CORP COM 2/26/2013 8/2/2013 720,399 729,150 (8,752)

3,857 EXELON CORP COM 10/8/2008 7/8/2013 115,321 205,851 (90,530)

5,593 EXELON CORP COM 5/7/2009 7/8/2013 167,226 267,642 (100,416)

3,589 EXELON CORP COM 10/6/2008 1/2/2013 106,594 201,350 (94,756)

864 EXELON CORP COM 10/7/2008 1/2/2013 25,661 48,114 (22,453)

5,468 FACEBOOK INC CL A CL A 5/17/2012 7/8/2013 136,315 207,784 (71,469)



513 FEDEX CORP COM 4/30/2007 12/30/2013 73,488 54,695 18,793

989 FEDEX CORP COM 4/30/2007 12/26/2013 141,745 105,445 36,300

4,521 FEDEX CORP COM 4/27/2007 5/17/2013 447,201 484,269 (37,068)

1,388 FEDEX CORP COM 4/30/2007 12/24/2013 196,440 147,985 48,455

3,038 FEDEX CORP COM 1/24/2001 1/2/2013 284,227 130,216 154,011

118 FEDEX CORP COM 4/27/2007 1/2/2013 11,040 12,640 (1,600)

4,412 FEDEX CORP COM 4/27/2007 7/8/2013 438,119 472,593 (34,474)

20 FEDEX CORP COM 4/30/2007 7/8/2013 1,986 2,132 (146)

514 FEDEX CORP COM 4/30/2007 12/27/2013 73,704 54,802 18,902

773 GOOGLE INC CL A CL A 8/8/2008 5/17/2013 702,383 376,636 325,747





2,518 GRAINGER W W INC COM 7/21/2006 5/17/2013 655,180 155,621 499,559





2,073 INTERNATIONAL BUSINESS MACHS CORP COM 4/13/1998 7/8/2013 404,699 110,982 293,717



6,846 JOHNSON & JOHNSON COM USD1 5/18/2000 5/17/2013 599,192 302,689 296,504




1,901 M & T BK CORP COM 11/16/2009 1/2/2013 189,823 120,149 69,673



ATTACHMENT 2APART 8

PAGE 5 OF 7


(C) DATEACQUIRED

(D) DATESOLD




4,351 M & T BK CORP COM 11/17/2009 10/8/2013 480,482 275,190 205,292

2,689 M & T BK CORP COM 11/16/2009 5/17/2013 283,736 169,953 113,783

2,365 M & T BK CORP COM 1/11/2011 10/10/2013 266,589 206,245 60,344

1,635 M & T BK CORP COM 1/12/2011 10/10/2013 184,302 143,109 41,193

1,589 M & T BK CORP COM 11/17/2009 10/9/2013 175,189 100,500 74,689

1,627 M & T BK CORP COM 1/10/2011 10/9/2013 179,379 140,223 39,156

1,135 M & T BK CORP COM 1/11/2011 10/9/2013 125,135 98,980 26,155

1,256 M & T BK CORP COM 11/16/2009 7/8/2013 146,306 79,383 66,923

1,401 M & T BK CORP COM 11/17/2009 7/8/2013 163,197 88,610 74,587

1,388 M & T BK CORP COM 1/12/2011 10/11/2013 155,771 121,489 34,282

570 M & T BK CORP COM 9/1/2011 10/11/2013 63,970 43,139 20,830

127 M & T BK CORP COM 8/12/2013 10/11/2013 14,253 14,978 (725)

13,160 MICROSOFT CORP COM 2/22/2005 1/2/2013 358,060 332,782 25,278

16 MICROSOFT CORP COM 2/22/2005 5/17/2013 549 405 145



2,912 MONSANTO CO NEW COM 10/20/2008 1/2/2013 277,956 258,050 19,906

958 MONSANTO CO NEW COM 10/20/2008 5/17/2013 103,843 84,894 18,949







3,766 PEPSICO INC COM 4/23/2007 1/2/2013 259,039 251,533 7,506

5,306 PEPSICO INC COM 4/23/2007 5/17/2013 441,363 354,390 86,973

5,246 PEPSICO INC COM 4/23/2007 7/8/2013 427,439 350,383 77,056

4,889 PROCTER & GAMBLE COM NPV 7/27/2007 7/8/2013 385,711 308,054 77,657




10,387 PROGRESSIVE CORP OH COM 9/18/2007 7/8/2013 270,774 203,441 67,333



524 PROGRESSIVE CORP OH COM 9/18/2007 1/2/2013 11,269 10,263 1,006






ATTACHMENT 2APART 8

PAGE 6 OF 7


(C) DATEACQUIRED

(D) DATESOLD




5,079 QUALCOMM INC COM 12/12/2008 5/17/2013 333,486 169,725 163,761

1,736 QUALCOMM INC COM 12/12/2008 7/8/2013 105,356 58,012 47,344

3,329 QUALCOMM INC COM 12/15/2008 7/8/2013 202,033 112,236 89,797

3,578 QUALCOMM INC COM 12/12/2008 1/2/2013 228,898 119,566 109,332

9,709 SOUTHWESTERN ENERGY CO COM 4/27/2011 7/8/2013 370,008 403,424 (33,415)




12,813 TEXAS INSTRUMENTS INC COM 6/29/2010 7/8/2013 460,085 306,623 153,462



2,001 TIFFANY & CO COM 3/28/2006 5/17/2013 154,844 75,908 78,935

3,835 TIFFANY & CO COM 5/12/2008 5/17/2013 296,764 167,219 129,545

1,086 TIFFANY & CO COM 5/13/2008 7/8/2013 80,151 49,385 30,767

3,416 TIFFANY & CO COM 5/14/2008 7/8/2013 252,115 157,399 94,716

4,118 TIFFANY & CO COM 3/28/2006 1/2/2013 242,311 156,217 86,094

1,341 TIFFANY & CO COM 5/12/2008 6/11/2013 103,582 58,472 45,110

7,130 TIFFANY & CO COM 5/13/2008 6/11/2013 550,739 324,230 226,509

2,050 UNION PAC CORP COM 2/2/2009 7/8/2013 321,338 88,374 232,963

907 UNION PAC CORP COM 10/3/2008 1/2/2013 115,858 57,319 58,539

546 UNION PAC CORP COM 2/2/2009 1/2/2013 69,745 23,538 46,207

2,074 UNION PAC CORP COM 2/2/2009 5/17/2013 328,857 89,409 239,448

7,574 US BANCORP 6/27/2011 1/2/2013 246,972 186,061 60,911

10,640 US BANCORP 6/27/2011 5/17/2013 365,571 261,380 104,190

8,634 US BANCORP 6/27/2011 7/8/2013 318,719 212,101 106,618

1,949 US BANCORP 6/28/2011 7/8/2013 71,946 48,293 23,654

401 UTI WORLDWIDE INC ORD NPV 3/7/2007 5/17/2013 6,372 11,893 (5,521)









7,093 WALT DISNEY CO 8/31/2011 5/17/2013 469,828 241,385 228,442

6,917 WALT DISNEY CO 8/31/2011 7/8/2013 447,505 235,396 212,109

20,232 WALT DISNEY CO 8/30/2011 1/2/2013 1,026,901 680,910 345,991



ATTACHMENT 2APART 8

PAGE 7 OF 7


(C) DATEACQUIRED

(D) DATESOLD




1,069 WALT DISNEY CO 8/31/2011 1/2/2013 54,258 36,380 17,879

6,669 WELLS FARGO & CO NEW COM STK 5/1/2009 6/11/2013 272,920 133,568 139,352





0 #REORG/DELL INC CASH MERGER 10-29-2013 1/9/2013 5,066 - 5,066

0 #REORG/MOLEX INC CASH MERGER 12-09-2013 1/24/2013 50 - 50

0 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 1/9/2013 10,350 - 10,350

TOTAL 66,875,493 44,692,089 22,183,404



ATTACHMENT 2APART 9

PAGE 1 OF 1


(C) DATEACQUIRED

(D) DATESOLD

(E) GROSSSALESPRICE



0 ###REORG/CROMPTON CORP NAME CHANGE TO CHEMTURA CORP SEC # 2014637 EFF 7/1/05 5/3/2013 698 - 698

0 #REORG ADELPHIA COMMUNICATIONS CORP CL ABANKRUPTCY DIST.TO 2018584 EFF 2-13-07 2/13/2013 9,712 - 9,712

0 #REORG ADELPHIA COMMUNICATIONS CORP CL ABANKRUPTCY DIST.TO 2018584 EFF 2-13-07 2/20/2013 208 - 208

0 #REORG ADELPHIA COMMUNICATIONS CORP CL ABANKRUPTCY DIST.TO 2018584 EFF 2-13-07 5/6/2013 325 - 325

0 #REORG/DELL INC CASH MERGER 10-29-2013 1/9/2013 287 - 287


0 #REORG/PAUL TRAVELERS CORP N/C TO TRAVELERS COS INC 2024128 EFF 2/27/07 12/17/2013 57 - 57

0 #REORG/QWEST STOCK MERGER CENTURYLINK INC COM 2117900 4-1-2011 1/17/2013 14 - 14

0 #REORG/TYCO INTL LTD REV SPLIT TO TYCO INTL LTD 2033035 EFF 6/29/07 6/25/2013 2,504 - 2,504

0 CADENCE DESIGN SYS INC COM 7/18/2013 8,431 - 8,431

0 CARDINAL HLTH INC 5/1/2013 9 - 9

0 CARDINAL HLTH INC 5/1/2013 215 - 215

0 SLM CORP COM 9/20/2013 2,227 - 2,227


0 U.S CL ACTIONS (DELISTED/VAR CUSIPS) 8/28/2013 891 - 891

0 UNITEDHEALTH GROUP INC COM 1/14/2013 18 - 18

0 VERISIGN INC COM 10/2/2013 15 - 15

0 WORLDCOM INC/WORLDCO 12/30/2013 559 - 559

TOTAL 31,913 - 31,913



ATTACHMENT 2APART 10

PAGE 1 OF 1







TOTAL 10,326 - 10,326




PAGE 1 OF 7


(C) DATEACQUIRED

(D) DATESOLD




11,464 CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK 5/3/2013 11/1/2013 34,047 31,526 2,521

20,238 CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK 5/3/2013 11/8/2013 43,776 55,655 (11,878)






418 CENT EUROPEAN MEDIA ENTERPRISES LTD NEW COM STK 11/8/2010 10/30/2013 1,213 9,672 (8,459)
















929 HANKOOK TIRE WORLDWIDE CO LTD 2/9/2009 4/30/2013 16,685 4,511 12,174




3 HANKOOK TIRE WORLDWIDE CO LTD 2/2/2009 1/2/2013 63 16 47

189 HANKOOK TIRE WORLDWIDE CO LTD 2/3/2009 1/2/2013 3,514 918 2,596


1,591 HANKOOK TIRE WORLDWIDE CO LTD 2/11/2009 5/20/2013 29,128 7,695 21,433



1,658 HANKOOK TIRE WORLDWIDE CO LTD 12/12/2011 5/20/2013 30,355 31,977 (1,622)






PAGE 2 OF 7


(C) DATEACQUIRED

(D) DATESOLD








91 HANKOOK TIRE WORLDWIDE CO LTD 2/4/2009 3/15/2013 1,643 462 1,181




960 HANKOOK TIRE WORLDWIDE CO LTD 12/12/2011 5/21/2013 16,479 18,518 (2,039)



5,720 ARCA CONTINENTAL SAB DE CV 9/5/2007 3/20/2013 41,647 21,122 20,525

3,310 ARCA CONTINENTAL SAB DE CV 7/25/2011 4/9/2013 26,863 - 26,863



























PAGE 3 OF 7


(C) DATEACQUIRED

(D) DATESOLD


































4,000 PRESIDENT CHAIN ST TWD10 8/12/2009 11/21/2013 27,469 244 27,225

3,000 PRESIDENT CHAIN ST TWD10 8/7/2007 8/2/2013 21,919 7,568 14,351








PAGE 4 OF 7


(C) DATEACQUIRED

(D) DATESOLD











































PAGE 5 OF 7


(C) DATEACQUIRED

(D) DATESOLD











































PAGE 6 OF 7


(C) DATEACQUIRED

(D) DATESOLD














21,000 LAND & HOUSES THB1(ALIEN MKT) 5/27/2010 2/6/2013 7,982 3,029 4,953

2,500 LAND & HOUSES THB1(ALIEN MKT) 5/27/2010 2/7/2013 949 361 588









130,900 LAND & HOUSES THB1(NVDR) 12/13/2011 3/7/2013 52,980 25,694 27,286



















PAGE 7 OF 7


(C) DATEACQUIRED

(D) DATESOLD































TOTAL 9,744,400 6,284,282 3,460,118




PAGE 1 OF 7


(C) DATEACQUIRED

(D) DATESOLD


(G) COST OR OTHERBASIS PLUS EXPENSE


75,000 UNITED STATES TREAS BILLS ZCP DUE 02-07-2013 11/15/2012 2/7/2013 74,990 74,990 (0)

9,550,000 UNITED STATES TREAS BILLS ZCP DUE 02-07-2013 11/15/2012 1/8/2013 9,548,745 9,548,745 -

75,000 UNITED STATES TREAS BILLS ZCP DUE 02-07-2013 11/15/2012 2/7/2013 74,990 74,990 -

6,294,000 UNITED STATES TREAS BILLS 0 DUE 09-19-2013 REG 3/8/2013 6/25/2013 6,291,835 6,291,835 -


800,000 UNITED STATES TREAS BILLS 0 DUE 09-19-2013 REG 4/3/2013 6/25/2013 799,666 799,666 -




1,000,000 UNITED STATES TREAS BILLS 0 DUE 09-19-2013 REG 3/8/2013 5/16/2013 999,656 999,656 -

35,000 UNITED STATES TREAS BILLS 01-02-2014 UNITED STATES TREAS BILLS 7/23/2013 7/31/2013 34,992 34,992 -

522,000 UNITED STATES TREAS BILLS 01-02-2014 UNITED STATES TREAS BILLS 7/26/2013 7/31/2013 521,880 521,884 (4)

709,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/1/2013 12/10/2013 708,969 708,969 -

790,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/1/2013 11/25/2013 789,966 789,966 -

45,402,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/1/2013 12/19/2013 45,400,246 45,400,033 213

48,290,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/2/2013 12/19/2013 48,288,134 48,288,347 (213)

3,099,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/1/2013 11/14/2013 3,098,866 3,098,866 -



1,510,000 UNITED STATES TREAS BILLS 12-19-2013 DTD00039 10/1/2013 10/31/2013 1,509,923 1,509,935 (12)

35,000 UNITED STATES TREAS BILLS DUE 07-25-2013 4/16/2013 7/25/2013 34,999 34,995 4

10,003,000 UNITED STATES TREAS BILLS DUE 07-25-2013 4/16/2013 5/14/2013 10,001,501 10,001,501 -

5,000 UNITED STATES TREAS BILLS DUE 07-25-2013 4/16/2013 7/25/2013 5,000 4,999 1

130,000 UNITED STATES TREAS BILLS DUE 07-25-2013 6/26/2013 7/25/2013 129,997 129,998 (1)



75,000 UNITED STATES TREAS BILLS DUE 07-25-2013 2/5/2013 4/29/2013 74,967 74,967 -

255,000 UNITED STATES TREAS BILLS DUE 07-25-2013 4/16/2013 4/29/2013 254,962 254,962 -









1,065,000 US FEDERAL TREASURY BILLS 04-04-2013 UNITED STATES TREAS BILLS 8/21/2012 1/8/2013 1,064,027 1,064,027 -

1,615,000 US FEDERAL TREASURY BILLS 04-04-2013 UNITED STATES TREAS BILLS 1/2/2013 1/8/2013 1,614,639 1,614,639 -

2,000 US FEDERAL TREASURY BILLS 04-04-2013 UNITED STATES TREAS BILLS 1/2/2013 1/15/2013 2,000 2,000 -

0 UNITED STATES TREAS BILLS 01-09-2014 UNITED STATES TREAS BILLS 12/9/2013 7,473 - 7,473

TOTAL US T-BILLS 271,731,693 271,724,235 7,458

11,289 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 8/15/2013 11,289 11,289 -

11,216 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 12/16/2013 11,216 11,216 -

21,546 AMERICREDIT .83999997377% DUE 11-10-2014 4/13/2012 4/8/2013 21,546 21,546 -

32,134 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 8/8/2013 32,134 32,134 -

700,000 CAP 1 MULTI-ASSET 5.05000019073% DUE 02-15-2016 5/7/2012 4/15/2013 700,000 700,000 -

660,000 CHASE ISSUANCE TR 4.65000009537% DUE 03-15-2015 5/30/2012 3/15/2013 660,000 660,000 -

700,000 CHASE ISSUANCE TR 5.4% DUE 07-15-2015 5/15/2012 7/15/2013 700,000 700,000 -

34,600 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 9/16/2013 34,600 34,600 -

700,000 DISCOVER CARD 5.65000009537% DUE 12-15-2015 5/9/2012 6/17/2013 700,000 700,000 -

35,714 FORD CR AUTO LEASE .74% DUE 09-15-2013 5/3/2012 2/15/2013 35,714 35,714 -

700,000 GE CAP CR CARD 2.21000003815% DUE 06-15-2016 5/7/2012 6/17/2013 700,000 700,000 -

21,854 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 6/24/2013 21,854 21,854 -

66,825 HUNTINGTON AUTO TR .54000002146% DUE 11-17-2014 5/4/2012 9/16/2013 66,825 66,825 -

78,464 HYUNDAI AUTO .58999997377% DUE 03-15-2014 5/9/2012 1/15/2013 78,464 78,464 -

4,324 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 10/15/2013 4,324 4,324 -




PAGE 2 OF 7


(C) DATEACQUIRED

(D) DATESOLD




52,350 SANTANDER DR AUTO .82999998331% DUE 04-15-2015 5/7/2012 11/15/2013 52,350 52,349 1

4,378 SANTANDER DR AUTO 1.25% DUE 04-15-2015 4/3/2012 12/16/2013 4,378 4,378 -

28,316 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 6/17/2013 28,316 28,316 -

13,482 VOLKSWAGEN AUTO LN ENHANCED TR 2012-1 NTCL A-2 .61 DUE 10-20-2014 REG 5/4/2012 9/20/2013 13,482 13,482 -

28,299 VOLKSWAGEN AUTO LN ENHANCED TR 2012-1 NTCL A-2 .61 DUE 10-20-2014 REG 7/18/2013 9/20/2013 28,299 28,299 -

700,000 WORLD FINL NETWORK 4.66% DUE 05-15-2017 5/9/2012 7/15/2013 700,000 700,000 -

23,070 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 4/15/2013 23,070 23,103 (33)

24,395 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 2/15/2013 24,395 24,435 (39)

22,840 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 6/17/2013 22,840 22,869 (29)

24,372 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 1/15/2013 24,372 24,413 (41)

23,296 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 5/15/2013 23,296 23,328 (32)

19,381 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 7/15/2013 19,381 19,404 (24)

22,366 ALLY AUTO .91000002623% DUE 11-17-2014 5/4/2012 3/15/2013 22,366 22,400 (34)

40,547 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 11/15/2013 40,547 40,655 (108)

50,773 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 3/15/2013 50,773 50,971 (198)

56,889 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 2/15/2013 56,889 57,120 (231)

51,314 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 4/15/2013 51,314 51,507 (192)

48,143 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 6/17/2013 48,143 48,308 (165)

48,337 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 8/15/2013 48,337 48,488 (151)

44,216 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 7/15/2013 44,216 44,361 (145)

54,233 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 1/15/2013 54,233 54,462 (228)

50,404 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 5/15/2013 50,404 50,585 (181)

41,212 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 10/15/2013 41,212 41,328 (116)

45,384 ALLY AUTO 1.18% DUE 04-15-2015 4/24/2012 9/16/2013 45,384 45,519 (134)

13,764 AMERICREDIT .49% DUE 06-08-2016 1/15/2013 8/8/2013 13,764 13,764 0

18,221 AMERICREDIT .49% DUE 06-08-2016 1/15/2013 12/9/2013 18,221 18,220 1

19,290 AMERICREDIT .49% DUE 06-08-2016 1/15/2013 10/8/2013 19,290 19,289 1

23,659 AMERICREDIT .49% DUE 06-08-2016 1/15/2013 9/9/2013 23,659 23,658 1

20,673 AMERICREDIT .49% DUE 06-08-2016 1/15/2013 11/8/2013 20,673 20,672 1

31,298 AMERICREDIT .83999997377% DUE 11-10-2014 4/13/2012 3/8/2013 31,298 31,326 (28)

28,859 AMERICREDIT .83999997377% DUE 11-10-2014 4/13/2012 1/8/2013 28,859 28,887 (28)

31,942 AMERICREDIT .83999997377% DUE 11-10-2014 4/13/2012 2/8/2013 31,942 31,972 (30)

47,765 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 6/10/2013 47,765 47,765 -

44,411 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 7/8/2013 44,411 44,411 -

49,975 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 5/10/2013 49,975 49,975 -

48,439 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 1/8/2013 48,439 48,439 -

48,936 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 3/8/2013 48,936 48,936 -

51,979 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 4/8/2013 51,979 51,979 -

53,225 AMERICREDIT 1.13999998569% DUE 04-08-2015 4/4/2012 2/8/2013 53,225 53,225 -

59,511 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 10/8/2013 59,511 59,714 (203)

71,196 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 9/9/2013 71,196 71,447 (251)

58,086 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 12/9/2013 58,086 58,269 (183)

78,643 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 6/10/2013 78,643 78,949 (306)

63,848 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 11/8/2013 63,848 64,057 (210)

74,067 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 8/8/2013 74,067 74,338 (271)

78,365 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 5/10/2013 78,365 78,680 (315)

30,189 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 4/8/2013 30,189 30,315 (125)

70,604 AMERICREDIT 1.17% DUE 01-08-2016 4/2/2012 7/8/2013 70,604 70,871 (267)

5,541 BK AMER AUTO TR .77999997139% DUE 06-15-2016 4/11/2012 9/16/2013 5,541 5,541 0




84,259 BMW VEH LEASE TR .75% DUE 02-20-2015 4/18/2012 12/20/2013 84,259 84,246 13



41,629 CARMAX AUTO OWNER 1.29% DUE 09-15-2015 5/4/2012 2/15/2013 41,629 41,838 (208)






PAGE 3 OF 7


(C) DATEACQUIRED

(D) DATESOLD













26,963 CARMAX AUTO OWNER TR 2011-3 ASSET BACKEDNT CL A-3 1.07 DUE 06-15-2016 4/2/2012 9/16/2013 26,963 27,064 (101)






18,547 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 7/15/2013 18,547 18,590 (43)

25,257 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 1/15/2013 25,257 25,331 (75)

14,857 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 5/15/2013 14,857 14,895 (38)

10,461 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 6/17/2013 10,461 10,487 (25)

16,736 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 4/15/2013 16,736 16,780 (44)

24,980 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 2/15/2013 24,980 25,051 (71)

16,403 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 3/15/2013 16,403 16,448 (45)

35,301 CNH EQUIP TR 1.17% DUE 05-15-2015 5/4/2012 8/15/2013 35,301 35,379 (79)

36,598 CNH EQUIP TR 2012-A NT CL A3 .94 DUE 05-15-2017 3/14/2012 12/16/2013 36,598 36,596 3






68,976 FORD CR AUTO LEASE .74% DUE 09-15-2013 5/3/2012 1/15/2013 68,976 69,009 (33)

19,579 FORD CR AUTO OWNER .72000002861% DUE 12-15-2016 4/18/2012 10/15/2013 19,579 19,575 4



68,664 GE EQUIP TRANSN SER 2012-1 CL A3 .96 DUE 11-23-2015 3/14/2012 11/22/2013 68,664 68,657 7



60,468 HARLEY DAVIDSON 1.11000001431% DUE 09-15-2016 5/9/2012 10/15/2013 60,468 60,762 (293)





55,935 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 5/21/2013 55,935 55,965 (30)

59,749 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 2/21/2013 59,749 59,790 (40)

54,318 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 3/21/2013 54,318 54,352 (34)

57,661 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 4/22/2013 57,661 57,694 (33)

57,882 HONDA AUTO .67% DUE 04-21-2014 5/4/2012 1/22/2013 57,882 57,924 (42)

45,057 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 12/23/2013 45,057 45,164 (107)

58,640 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 8/21/2013 58,640 58,806 (167)

36,728 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 6/24/2013 36,728 36,840 (112)

49,033 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 11/21/2013 49,033 49,156 (123)

55,783 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 9/23/2013 55,783 55,934 (152)

57,733 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 7/22/2013 57,733 57,903 (170)

50,476 HONDA AUTO .88% DUE 09-21-2015 5/9/2012 10/21/2013 50,476 50,608 (132)

29,086 HONDA AUTO RECEIVABLES 2011-2 OWNER TR HAROT CL A-3 0.94 DUE 04-18-2014 REG 5/9/2012 12/18/2013 29,086 29,138 (52)








PAGE 4 OF 7


(C) DATEACQUIRED

(D) DATESOLD











20,654 HUNTINGTON AUTO TR .38% DUE 09-15-2015 6/26/2013 11/15/2013 20,654 20,639 15






69,672 HUNTINGTON AUTO TR .54000002146% DUE 11-17-2014 5/4/2012 3/15/2013 69,672 69,684 (13)








38,351 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 10/15/2013 38,351 38,367 (15)

41,798 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 9/16/2013 41,798 41,815 (17)

37,028 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 11/15/2013 37,028 37,043 (14)

3,725 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 6/17/2013 3,725 3,727 (2)

34,286 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 12/16/2013 34,286 34,299 (13)

44,125 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 8/15/2013 44,125 44,144 (19)

45,212 HYUNDAI AUTO .72% DUE 03-15-2016 5/9/2012 7/15/2013 45,212 45,232 (20)

27,968 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 11/15/2013 27,968 27,968 -

34,683 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 7/15/2013 34,683 34,683 -

37,260 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 5/15/2013 37,260 37,260 -

34,898 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 8/15/2013 34,898 34,898 -

13,105 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 12/16/2013 13,105 13,105 -

36,772 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 3/15/2013 36,772 36,772 -

36,943 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 6/17/2013 36,943 36,943 -

38,983 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 2/15/2013 38,983 38,986 (3)

37,915 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 1/15/2013 37,915 37,929 (14)

29,521 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 10/15/2013 29,521 29,521 -

32,392 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 9/16/2013 32,392 32,392 -

38,983 HYUNDAI AUTO .97% DUE 04-15-2015 5/9/2012 4/15/2013 38,983 38,983 -

6,900 HYUNDAI AUTO RECEIVABLES TR 2012-B CL A3.62 09-15-2016 7/10/2012 12/16/2013 6,900 6,899 1

41,584 MERCEDES BENZ AUTO .88% DUE 11-17-2014 3/15/2012 10/15/2013 41,584 41,582 2





45,052 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 7/15/2013 45,052 45,096 (44)

52,066 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 5/15/2013 52,066 52,123 (58)

44,910 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 9/16/2013 44,910 44,947 (37)

48,991 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 3/15/2013 48,991 49,052 (61)

53,335 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 2/15/2013 53,335 53,405 (70)

50,436 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 4/15/2013 50,436 50,495 (59)

51,185 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 6/17/2013 51,185 51,238 (53)

48,530 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 8/15/2013 48,530 48,573 (44)

50,875 NISSAN AUTO .74% DUE 09-15-2014 5/4/2012 1/15/2013 50,875 50,945 (70)

51,339 NISSAN AUTO .95% DUE 02-16-2016 4/2/2012 10/15/2013 51,339 51,517 (178)

49,356 NISSAN AUTO .95% DUE 02-16-2016 4/2/2012 12/16/2013 49,356 49,514 (158)

55,959 NISSAN AUTO .95% DUE 02-16-2016 4/2/2012 11/15/2013 55,959 56,146 (187)




PAGE 5 OF 7


(C) DATEACQUIRED

(D) DATESOLD




38,528 NISSAN AUTO LEASE .98000001907% DUE 05-15-2015 3/15/2012 12/16/2013 38,528 38,522 6



























44,976 SANTANDER DR AUTO 1.25% DUE 04-15-2015 4/3/2012 6/17/2013 44,976 45,088 (112)











30,106 SANTANDER DRIVE AUTO RECEIVABLES TR 2012NT CL A-2 .91 DUE 05-15-2013 3/14/2012 12/16/2013 30,106 30,104 2












49,652 SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012-6 CL A2 .47 09-15-2015 10/3/2012 6/17/2013 49,652 49,649 4







38,877 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 1/15/2013 38,877 38,885 (8)




PAGE 6 OF 7


(C) DATEACQUIRED

(D) DATESOLD




36,477 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 5/15/2013 36,477 36,482 (5)

37,285 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 4/15/2013 37,285 37,291 (6)

38,684 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 2/15/2013 38,684 38,691 (7)

34,811 TOYOTA AUTO .52999997139% DUE 04-15-2014 5/4/2012 3/15/2013 34,811 34,817 (6)

13,324 TOYOTA AUTO RECEIVABLES 2012-A NT CL A-3.75 DUE 02-16-2016 4/11/2012 11/15/2013 13,324 13,321 2

52,414 TOYOTA AUTO RECEIVABLES 2012-A NT CL A-3.75 DUE 02-16-2016 4/11/2012 12/16/2013 52,414 52,405 10

29,403 VOLKSWAGEN AUTO .87% DUE 07-20-2015 6/13/2012 12/20/2013 29,403 29,397 6

48,419 VOLKSWAGEN AUTO LN ENHANCED TR 2012-1 NTCL A-2 .61 DUE 10-20-2014 REG 5/4/2012 7/22/2013 48,419 48,436 (16)








39,853 WORLD OMNI AUTO 1.11% DUE 05-15-2015 5/9/2012 10/15/2013 39,853 39,954 (101)












40,699 WORLD OMNI AUTO RECEIVABLES TR 2011-B ASSET BACKED NT CL A-3 1.21 04-15-2015 4/2/2012 9/16/2013 40,699 40,793 (94)








2,155 GNMA 2012-120 REMIC PASSTHRU SECS CL A 1.9 DUE 02-16-2053 10/10/2012 11/18/2013 2,155 2,192 (37)












3,378 GNMA 2013-057 REMIC PASSTHRU CL A 1.35 06-16-2037 4/12/2013 8/16/2013 3,378 3,385 (7)








2,027 GNMA 2013-063 REMIC PASSTHRU SECS CL MX-AM VAR RT DUE 02-16-2047 4/12/2013 9/16/2013 2,027 2,066 (39)






PAGE 7 OF 7


(C) DATEACQUIRED

(D) DATESOLD









6,460,000 FANNIE MAE 1.5 BDS USD1000 DUE 10-23-2019 10/3/2012 3/15/2013 6,412,842 6,460,000 (47,158)

6,450,000 FNMA 1.625 08-28-2019 10/5/2012 3/15/2013 6,440,970 6,456,090 (15,120)

34,040 CMO SANTANDER DRIVE AUTO RECEIVABLES TR 2011-3 NT CL A-2 1.28 DUE 08-15-2014 REG 4/13/2012 5/15/2013 34,040 34,040 -

45,700 CMO SANTANDER DRIVE AUTO RECEIVABLES TR 2011-3 NT CL A-2 1.28 DUE 08-15-2014 REG 4/13/2012 1/15/2013 45,700 45,778 (78)




TOTAL MORTGAGE BACKED SECURITIES 28,663,546 28,742,321 (78,774)

3,450,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 5/14/2013 10/3/2013 3,428,695 3,436,523 (7,828)

14,835,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 7/2/2013 10/3/2013 14,743,391 14,694,903 48,487

4,255,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 7/3/2013 10/3/2013 4,228,724 4,215,387 13,337

730,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 5/14/2013 8/14/2013 723,382 727,148 (3,767)

640,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 5/14/2013 9/11/2013 631,773 637,500 (5,727)

27,755,000 UNITED STATES TREAS NTS 0.25 DUE 05-15-2016 5/14/2013 6/27/2013 27,448,084 27,646,582 (198,498)

1,770,000 UNITED STATES TREAS NTS DTD 02/28/2013 .75% DUE 02-28-2018 REG 3/8/2013 4/12/2013 1,776,078 1,757,146 18,933



700,000 UNITED STATES TREAS NTS DTD 09/15/2015 .25% DUE 09-15-2015 REG 10/18/2012 4/3/2013 699,369 696,967 2,402


750,000 UTD STATES TREAS .125% DUE 12-31-2014 12/18/2012 2/26/2013 748,650 747,981 669

650,000 UTD STATES TREAS .125% DUE 12-31-2014 12/18/2012 1/15/2013 648,474 648,250 224

9,700,000 UTD STATES TREAS .125% DUE 12-31-2014 12/18/2012 1/8/2013 9,674,960 9,673,888 1,072


650,000 UTD STATES TREAS .125% DUE 12-31-2014 12/18/2012 1/29/2013 648,195 648,250 (55)



35,055,000 UTD STATES TREAS .625% DUE 11-15-2016 11/14/2013 12/20/2013 34,976,830 35,088,223 (111,392)

24,450,000 US TREAS NTS TIPS DTD 07-15-2011 07-15-2021 6/27/2013 7/3/2013 26,287,733 25,969,071 318,662

20,270,000 UTD STATES TREAS 2.625 DUE 07-15-2017 6/25/2013 7/3/2013 25,970,901 25,560,568 410,333

TOTAL US GOVERNMENT NOTES & BONDS 228,138,477 227,515,548 622,929




PAGE 1 OF 1


(C) DATEACQUIRED

(D) DATESOLD




28,986 ACCESS GROUP INC DEL SER 2007-1 CL A2 FLT RT 04-25-2017 REG 12/2/2009 1/25/2013 28,986 28,986 -

8,810 NELNET STUDENT LN TR 2007-1 LN ASSET BKDNT CL A-1 VAR RATE 11-27-2018 REG 12/2/2009 2/25/2013 8,810 8,810 -

8,710 SLC STUDENT LN TR 2005-3 ASSET BACKED NTA-1 06-15-2020/06-17-2013 REG 12/2/2009 3/15/2013 8,710 8,710 -

23,894 SLM STUDENT LN TR 2007-3 SERIES 2007-3 CLASS-A2 10-25-2017 BEO 12/2/2009 1/25/2013 23,894 23,894 -

203,978 ACCESS GROUP INC DEL SER 2007-1 CL A2 FLT RT 04-25-2017 REG 12/2/2009 4/16/2013 202,735 203,978 (1,243)

63,569 NELNET STUDENT LN TR 2007-1 LN ASSET BKDNT CL A-1 VAR RATE 11-27-2018 REG 12/2/2009 4/16/2013 63,410 63,569 (159)

8,625 SLC STUDENT LN TR 2005-3 ASSET BACKED NTA-1 06-15-2020/06-17-2013 REG 12/2/2009 4/15/2013 8,604 8,625 (22)

241,613 SLM STUDENT LN TR 2007-3 SERIES 2007-3 CLASS-A2 10-25-2017 BEO 12/2/2009 4/16/2013 241,235 241,613 (378)

TOTAL MORTGAGE BACKED SECURITIES 586,384 588,185 (1,801)




PAGE 1 OF 27


(C) DATEACQUIRED

(D) DATESOLD


(G) COST OR OTHERBASIS PLUS


929,000 UNITED STATES OF AMER TREAS BILLS 0 TB DUE 05-29-2014 USD1000 5/29/2013 7/25/2013 928,285 927,732 553

300,000 UNITED STATES TREAS BILLS 01-09-2014 UNITED STATES TREAS BILLS 7/8/2013 7/25/2013 299,924 299,886 38


100,000 UNITED STATES TREAS BILLS 06-26-2014 UNITED STATES TREAS BILLS 7/29/2013 7/31/2013 99,911 99,922 (11)




19,000 US FEDERAL TREASURY BILLS 04-04-2013 UNITED STATES TREAS BILLS 10/1/2012 1/22/2013 18,998 18,987 11

TOTAL US T-BILLS 2,146,484 2,145,608 876

4,017 ABS CORP HOME EQTY LN TR 2004-HE6 MTG PASSTHRU CTF CL A1 FLTG 09-25-2034 9/1/2006 3/25/2013 4,017 4,017 -












94,467 SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG 8/22/2008 4/25/2013 94,467 94,084 383

85,839 SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG 8/22/2008 1/25/2013 85,839 85,491 348

761 WAMU MTG PASS-THRU CTFS SER 2002-AR17 CLI-A FLT RT 11-25-2042 BEO 11/1/2006 9/25/2013 761 762 (1)






7,104 WAMU MTG PASS-THRU CTFS SER 2002-AR17 CLI-A FLT RT 11-25-2042 BEO 11/1/2006 10/25/2013 7,104 7,113 (9)






3,077,404 SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG 8/22/2008 6/7/2013 3,195,211 3,064,918 130,293

1,875 CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05-25-2043 BEO 9/13/2005 10/25/2013 1,875 1,900 (24)












1,800,000 FNMA 1.625 11-27-2018 REG 9/27/2013 11/14/2013 1,801,998 1,793,106 8,892

900,000 FNMA TRANCHE 540 1.875 09-18-2018 8/21/2013 9/26/2013 909,918 898,443 11,475

400,000 FNMA TRANCHE 540 1.875 09-18-2018 8/21/2013 8/23/2013 398,548 399,308 (760)

2,600,000 FNMA TRANCHE 540 1.875 09-18-2018 8/21/2013 11/14/2013 2,643,103 2,595,502 47,601




PAGE 2 OF 27


(C) DATEACQUIRED

(D) DATESOLD




900,000 FNMA TRANCHE 540 1.875 09-18-2018 8/21/2013 9/26/2013 910,053 898,443 11,610

17,125 FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 7/1/2005 1/25/2013 17,125 17,207 (82)












241 FNMA POOL #606116 ADJ RT DUE 09-01-2031 REG 4/12/2004 10/2/2013 241 243 (2)



2,522 FNMA POOL #606116 ADJ RT DUE 09-01-2031 REG 4/12/2004 4/2/2013 2,522 2,540 (18)









731 FNMA POOL #638987 ADJ RT DUE 12-01-2030 BEO 6/15/2004 12/3/2013 731 732 (1)












2,071 FNMA POOL #745959 5.5% 11-01-2036 BEO 12/2/2008 3/4/2013 2,071 2,080 (9)

2,244 FNMA POOL #745959 5.5% 11-01-2036 BEO 12/2/2008 2/4/2013 2,244 2,255 (10)

2,335 FNMA POOL #745959 5.5% 11-01-2036 BEO 12/2/2008 1/3/2013 2,335 2,346 (11)

2,096 FNMA POOL #745959 5.5% 11-01-2036 BEO 12/2/2008 4/2/2013 2,096 2,105 (9)

42,944 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 2/4/2013 42,944 42,601 342

832 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 3/4/2013 832 826 7

60,541 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 6/4/2013 60,541 60,058 482

841 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 1/3/2013 841 834 7

601 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 7/2/2013 601 597 5

607 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 11/4/2013 607 603 5

614 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 8/2/2013 614 610 5

1,153 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 4/2/2013 1,153 1,143 9

60,135 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 12/3/2013 60,135 59,656 479

604 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 9/4/2013 604 600 5

739 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 5/2/2013 739 733 6

609 FNMA POOL #838982 2.546% 06-01-2035 BEO 10/19/2006 10/2/2013 609 604 5

585 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 6/4/2013 585 583 2




PAGE 3 OF 27


(C) DATEACQUIRED

(D) DATESOLD




606 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 12/3/2013 606 604 2

663 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 7/2/2013 663 661 2

735 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 4/2/2013 735 733 2

602 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 9/4/2013 602 600 2

593 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 10/2/2013 593 592 2

662 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 3/4/2013 662 661 2

614 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 1/3/2013 614 612 2

660 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 5/2/2013 660 658 2

747 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 8/2/2013 747 745 2

619 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 2/4/2013 619 617 2

605 FNMA POOL #870897 2.25% 01-01-2037 BEO 12/18/2006 11/4/2013 605 603 2

7,848 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 6/4/2013 7,848 7,904 (56)

6,599 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 4/2/2013 6,599 6,638 (39)

7,965 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 5/2/2013 7,965 8,022 (56)

8,425 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 3/4/2013 8,425 8,476 (51)

2,253 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 9/4/2013 2,253 2,269 (16)

12,645 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 7/2/2013 12,645 12,735 (90)

6,671 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 1/3/2013 6,671 6,716 (45)

5,735 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 12/3/2013 5,735 5,776 (41)

2,435 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 11/4/2013 2,435 2,453 (17)

7,713 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 2/4/2013 7,713 7,761 (48)

2,291 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 10/2/2013 2,291 2,307 (16)

5,918 FNMA POOL #979639 5% 06-01-2023 BEO 12/11/2008 8/2/2013 5,918 5,960 (42)

20,075 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 3/4/2013 20,075 20,367 (292)

15,829 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 10/2/2013 15,829 16,097 (268)

24,578 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 9/4/2013 24,578 24,994 (416)

22,874 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 6/4/2013 22,874 23,261 (387)

10,626 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 12/3/2013 10,626 10,806 (180)

33,764 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 1/3/2013 33,764 34,306 (542)

14,717 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 5/2/2013 14,717 14,966 (249)

18,313 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 2/4/2013 18,313 18,585 (272)

18,006 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 11/4/2013 18,006 18,311 (305)

25,054 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 4/2/2013 25,054 25,412 (358)

18,776 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 8/2/2013 18,776 19,094 (318)

39,784 FNMA POOL #MA0243 5% 11-01-2029 BEO 3/26/2010 7/2/2013 39,784 40,458 (674)

34,616 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 9/4/2013 34,616 35,200 (584)

42,386 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 1/3/2013 42,386 43,062 (677)

42,024 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 5/2/2013 42,024 42,732 (709)

28,139 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 11/4/2013 28,139 28,614 (475)

53,665 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 2/4/2013 53,665 54,457 (792)

17,049 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 12/3/2013 17,049 17,337 (288)

45,738 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 3/4/2013 45,738 46,400 (662)

39,887 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 7/2/2013 39,887 40,560 (673)

39,799 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 10/2/2013 39,799 40,470 (671)

36,400 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 6/4/2013 36,400 37,014 (614)

64,901 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 4/2/2013 64,901 65,824 (923)

46,720 FNMA POOL #MA0295 5% 01-01-2030 BEO 3/26/2010 8/2/2013 46,720 47,508 (788)

33,288 FNMA SERIES 2003-88 CLASS-FE 05-25-2030/01-25-2014 10/26/2005 4/2/2013 33,288 33,294 (6)










PAGE 4 OF 27


(C) DATEACQUIRED

(D) DATESOLD









117 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 3/4/2013 117 119 (2)

91 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 6/4/2013 91 93 (1)

93 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 12/3/2013 93 94 (1)

91 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 8/2/2013 91 93 (1)

28,392 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 1/3/2013 28,392 28,801 (410)

92 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 10/2/2013 92 94 (1)

117 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 4/2/2013 117 119 (2)

92 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 7/2/2013 92 93 (1)

116 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 2/4/2013 116 118 (2)

18,175 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 5/2/2013 18,175 18,450 (275)

92 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 9/4/2013 92 93 (1)

93 GNMA POOL #444188 4.5% 02-15-2041 BEO 2/23/2011 11/4/2013 93 94 (1)

141 GNMA POOL #666391 3% 08-15-2043 BEO 7/1/2013 9/4/2013 141 140 1

303 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 11/4/2013 303 307 (5)

295 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 7/2/2013 295 300 (4)

325 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 1/3/2013 325 329 (5)

307 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 5/2/2013 307 312 (5)

307 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 3/4/2013 307 311 (4)

10,145 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 6/4/2013 10,145 10,299 (153)

10,682 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 12/3/2013 10,682 10,843 (162)

298 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 9/4/2013 298 303 (5)

300 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 10/2/2013 300 304 (5)

307 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 4/2/2013 307 311 (4)

297 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 8/2/2013 297 302 (4)

16,890 GNMA POOL #682917 4.5% 01-15-2041 BEO 2/23/2011 2/4/2013 16,890 17,134 (244)

649 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 4/2/2013 649 659 (9)

641 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 1/3/2013 641 651 (9)

647 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 3/4/2013 647 656 (9)

655 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 6/4/2013 655 665 (10)

673 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 9/4/2013 673 683 (10)

669 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 11/4/2013 669 679 (10)

658 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 7/2/2013 658 668 (10)

671 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 12/3/2013 671 682 (10)

666 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 10/2/2013 666 676 (10)

660 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 8/2/2013 660 670 (10)

652 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 5/2/2013 652 662 (10)

644 GNMA POOL #706855 4.5% 09-15-2040 BEO 2/23/2011 2/4/2013 644 653 (9)

11,464 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 5/2/2013 11,464 11,637 (173)

386 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 9/4/2013 386 391 (6)

403 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 1/3/2013 403 409 (6)

9,290 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 12/3/2013 9,290 9,431 (140)

460 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 4/2/2013 460 466 (6)

395 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 6/4/2013 395 401 (6)

389 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 8/2/2013 389 394 (6)

395 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 3/4/2013 395 400 (6)

11,728 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 2/4/2013 11,728 11,897 (169)

377 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 11/4/2013 377 382 (6)

379 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 10/2/2013 379 385 (6)

374 GNMA POOL #707729 4.5% 02-15-2041 BEO 2/23/2011 7/2/2013 374 379 (6)




PAGE 5 OF 27


(C) DATEACQUIRED

(D) DATESOLD




657 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 1/3/2013 657 666 (9)

660 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 7/2/2013 660 670 (10)

669 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 11/4/2013 669 679 (10)

668 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 5/2/2013 668 678 (10)

660 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 8/2/2013 660 670 (10)

663 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 9/4/2013 663 673 (10)

651 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 2/4/2013 651 661 (9)

671 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 12/3/2013 671 682 (10)

662 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 3/4/2013 662 671 (9)

1,023 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 6/4/2013 1,023 1,038 (15)

666 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 10/2/2013 666 676 (10)

665 GNMA POOL #760111 4.5 DUE 02-15-2041 REG 2/23/2011 4/2/2013 665 674 (9)

3,405 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 9/5/2013 10/2/2013 3,405 3,219 186




138,027 FEDERAL NATL MTG ASSN GTD MTG POOL #AH7884 4% 05-01-2026 BEO 2/11/2013 3/11/2013 147,591 146,749 843

816,631 FEDERAL NATL MTG ASSN GTD MTG POOL #AI1989 4% 05-01-2026 BEO 2/11/2013 3/11/2013 873,221 868,119 5,102

1,000,001 FEDERAL NATL MTG ASSN GTD MTG POOL #AJ7689 4% 12-01-2041 BEO 12/28/2012 1/10/2013 1,067,188 1,069,019 (1,831)

35,982 FNMA POOL #745959 5.5% 11-01-2036 BEO 12/2/2008 4/5/2013 39,262 36,140 3,122

45,377 FNMA POOL #AD2351 4% 03-01-2025 BEO 2/11/2013 3/11/2013 48,521 48,235 286

1,000,001 FNMA POOL #AS0304 3% DUE 08-01-2043 REG 8/23/2013 10/7/2013 977,930 943,550 34,380

26,660 FNMA POOL #AT8152 3% 08-01-2043 BEO 8/23/2013 10/7/2013 26,071 25,135 936

473,341 FNMA POOL #AU2674 3% 10-01-2043 BEO 8/23/2013 10/7/2013 462,894 446,272 16,622

500,000 FNMA POOL #AU4177 3% 09-01-2043 BEO 8/23/2013 10/7/2013 488,965 471,406 17,559

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 6/25/2013 7/31/2013 1,923,906 1,916,871 7,035

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 8/1/2013 8/1/2013 1,923,906 1,923,906 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 11/29/2013 11/29/2013 964,727 964,727 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 10/18/2013 11/27/2013 964,727 977,116 (12,390)

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JULY 6/11/2013 6/25/2013 1,920,859 1,993,125 (72,266)

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JULY 6/28/2013 6/28/2013 1,920,859 1,920,859 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 6/4/2013 6/11/2013 999,258 1,003,347 (4,089)

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 6/10/2013 6/11/2013 999,258 999,961 (703)

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/23/2013 4/23/2013 1,036,875 1,036,875 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 10/7/2013 10/18/2013 979,258 975,385 3,872

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/2/2012 11/2/2012 (1,046,719) (1,047,188) 469

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/2/2012 11/2/2012 2,094,375 2,094,375 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 10/7/2013 10/10/2013 967,695 975,332 (7,637)

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/1/2012 11/1/2012 1,047,266 1,046,875 391

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/1/2012 11/1/2012 (1,047,266) (1,046,875) (391)






(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/2/2012 11/2/2012 (1,047,188) (1,047,188) -

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/2/2012 11/2/2012 (1,047,266) (1,047,266) -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/1/2012 11/1/2012 1,046,719 1,046,797 (78)

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/1/2012 11/1/2012 (1,046,719) (1,046,875) 156

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/2/2012 11/2/2012 1,046,719 1,047,266 (547)

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/30/2013 8/30/2013 1,890,625 1,890,625 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 7/31/2013 8/23/2013 1,890,625 1,918,438 (27,813)

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 4/3/2013 4/3/2013 3,141,563 3,141,563 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 7/5/2013 7/5/2013 3,087,656 3,087,656 -




PAGE 6 OF 27


(C) DATEACQUIRED

(D) DATESOLD




3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/6/2013 6/6/2013 3,187,500 3,187,500 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/6/2013 5/6/2013 3,162,188 3,162,188 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 15 YEARS SETTLES APRIL 3/11/2013 4/8/2013 1,070,625 1,067,785 2,840

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 15 YEARS SETTLES APRIL 4/10/2013 4/10/2013 1,070,625 1,070,625 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 15 YEARS SETTLES FEBRUARY 12/21/2012 2/11/2013 1,067,695 1,067,344 352

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 15 YEARS SETTLES MAY 4/8/2013 4/30/2013 1,068,906 1,069,531 (625)

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 15 YEARS SETTLES MAY 5/9/2013 5/9/2013 1,068,906 1,068,906 -


4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 6/13/2013 6/13/2013 4,265,000 4,265,000 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 10/7/2013 10/7/2013 4,209,375 4,209,375 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 9/6/2013 9/6/2013 4,093,438 4,093,438 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES DECEMBER 12/6/2013 12/6/2013 3,271,875 3,267,188 4,688


3,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 6/4/2013 6/4/2013 3,240,938 3,240,938 -

3,000,000 FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES DEC 12/6/2013 12/6/2013 2,996,484 2,996,484 -

1,000,000 FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 2/5/2013 2/5/2013 1,057,500 1,059,766 (2,266)

1,000,000 FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 2/5/2013 2/5/2013 1,059,766 1,057,500 2,266

3,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 2/4/2013 2/4/2013 3,245,625 3,245,625 -

3,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 11/7/2013 11/7/2013 3,278,203 3,278,203 -

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 2/20/2013 4/9/2013 4,227,031 4,143,750 83,281

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES AUGUST 7/1/2013 8/13/2013 975,547 989,844 (14,297)

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 12/11/2013 12/11/2013 1,944,609 1,944,609 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 12/3/2013 12/10/2013 972,305 972,500 (195)

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 12/11/2013 12/11/2013 972,305 972,305 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 11/5/2013 12/10/2013 972,305 982,813 (10,508)

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES DECEMBER 12/3/2013 12/10/2013 972,305 972,500 (195)

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES FEBRUARY 12/28/2012 2/4/2013 4,178,281 4,243,477 (65,196)

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JANUARY 1/15/2013 1/15/2013 4,253,125 4,253,125 0

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JANUARY 12/12/2012 12/28/2012 4,253,125 4,255,523 (2,398)

(4,000,000) GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JANUARY 12/12/2012 12/28/2012 (4,253,125) (4,255,528) 2,403

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 5/2/2013 6/13/2013 4,069,219 4,241,231 (172,012)

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JUNE 6/14/2013 6/14/2013 4,069,219 4,069,219 -

4,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/9/2013 5/2/2013 4,256,875 4,213,233 43,642

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 11/12/2013 11/12/2013 985,195 985,195 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES NOVEMBER 10/9/2013 11/5/2013 985,195 978,760 6,436

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 9/17/2013 10/9/2013 981,055 958,837 22,218

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES OCTOBER 10/10/2013 10/10/2013 978,594 978,594 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 8/13/2013 9/6/2013 954,141 973,125 (18,984)

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES SEPTEMBER 9/5/2013 9/17/2013 961,172 945,230 15,942

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 3/5/2013 3/19/2013 1,074,766 1,072,969 1,797

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES FEBRUARY 2/11/2013 2/11/2013 1,072,656 1,072,656 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES FEBRUARY 12/28/2012 1/28/2013 1,072,656 1,084,375 (11,719)

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 4/24/2013 5/8/2013 1,080,938 1,084,492 (3,555)

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 6/12/2013 6/12/2013 1,080,938 1,080,938 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MARCH 1/28/2013 3/5/2013 1,075,938 1,070,053 5,884

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 3/19/2013 4/24/2013 1,087,578 1,071,156 16,422

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 5/14/2013 5/14/2013 1,087,578 1,087,578 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 12/13/2013 12/13/2013 1,074,688 1,074,688 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES FEBRUARY 2/11/2013 2/11/2013 2,185,000 2,185,000 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 6/14/2013 6/14/2013 2,164,375 2,164,375 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 11/12/2013 11/12/2013 1,077,734 1,077,734 -

4,000,000 GNMA I SINGLE FAMILY MTG 3 30 YEARS SETTLES JUL 6/13/2013 7/1/2013 3,969,219 4,058,361 (89,142)

4,000,000 GNMA I SINGLE FAMILY MTG 3 30 YEARS SETTLES MAR 2/4/2013 2/20/2013 4,154,375 4,167,857 (13,482)

2,000,000 GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 3/11/2013 3/11/2013 2,181,563 2,181,563 -




PAGE 7 OF 27


(C) DATEACQUIRED

(D) DATESOLD




77,591 GNMA POOL #666391 3% 08-15-2043 BEO 7/1/2013 9/5/2013 73,323 76,803 (3,479)

991,614 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 9/5/2013 12/3/2013 964,345 938,562 25,783

995,501 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 9/5/2013 12/3/2013 968,125 942,241 25,884

917,309 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 7/1/2013 9/5/2013 866,857 907,992 (41,136)

1,000,000 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 7/1/2013 9/5/2013 945,000 989,844 (44,844)

1,000,000 GNMA POOL #AE7714 3 DUE 08-15-2043 REG 7/1/2013 9/5/2013 945,000 989,844 (44,844)

31,751 BERICA ABS SER 2011-1 CL A1 FLTG RT 30/12/2055 11/15/2012 12/31/2013 43,863 37,080 6,782



19,248 CMO AMERICAN HOME MTG INVT TR SER 2004-3CL 5A VAR RATE DUE 10-25-2034 REG 5/19/2005 4/25/2013 19,248 19,127 120










26 CMO AMERICAN HOME MTG INVT TR SER 2004-3CL 5A VAR RATE DUE 10-25-2034 REG 5/19/2005 2/25/2013 26 26 0


4,116 CMO BANC AMER MTG SECS INC SER 2004-1 CLASS-5A1 6.5 DUE 02-25-2034 REG 1/14/2004 9/25/2013 4,116 4,116 -

567 CMO BANC AMER MTG SECS INC SER 2004-1 CLASS-5A1 6.5 DUE 02-25-2034 REG 1/14/2004 10/25/2013 567 567 -











2,991 CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG 4/1/2005 10/25/2013 2,991 3,003 (11)












15,008 CMO BEAR STEARNS ARM TR SER 2005-2 CL A-1 FLT RT DUE 03-25-2035 BEO 8/7/2007 7/25/2013 15,008 14,901 108












PAGE 8 OF 27


(C) DATEACQUIRED

(D) DATESOLD







4,399 CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG 2/6/2007 12/25/2013 4,399 4,351 48












139 CMO CITIGROUP MTG LN TR 2005-3 MTG DUE 08-25-2035 8/15/2007 11/25/2013 - 134 (134)

4,091 CMO CITIGROUP MTG LN TR 2005-3 MTG DUE 08-25-2035 8/15/2007 4/25/2013 4,091 4,011 80





2,321 CMO CITIGROUP MTG LN TR 2005-3 MTG DUE 08-25-2035 8/15/2007 4/25/2013 - 2,245 (2,245)
















4,458 CMO CWALT ALT LN TR SER 2006-OA19 CL A-1FLT RT DUE 02-20-2047 BEO 10/27/2006 5/20/2013 4,458 4,458 -












32,060 CMO FNMA SERIES 2003-88 CLASS-F DUE 05-25-2030/01-25-2014 REG 10/26/2005 5/2/2013 32,060 31,980 80








PAGE 9 OF 27


(C) DATEACQUIRED

(D) DATESOLD











7,353 CMO GS MTG SECS CORP SER 2005-AR6 CL 2A1DUE 09-25-2035/10-25-2005 REG 9/15/2005 5/25/2013 7,353 7,310 44












10,696 CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG 8/10/2007 4/25/2013 10,696 10,460 236












378 CMO MASTR ADJ RATE MTGS TR 2004-4 MTG PASSTHRU CTF CL 4-A-1 VAR DUE 5-25-2034 3/31/2006 2/25/2013 378 375 3


3,108 CMO MASTR ADJ RATE MTGS TR 2004-4 MTG PASSTHRU CTF CL 4-A-1 VAR DUE 5-25-2034 3/31/2006 5/25/2013 3,108 3,085 23









23,182 CMO MASTR AST SECURITIZATION TR 2003-7 MTG PASSTHRU CTF CL 1-A-2 5.5 09-25-33 5/23/2003 4/25/2013 23,182 23,211 (29)










607 CMO MASTR AST SECURITIZATION TR 2003-7 MTG PASSTHRU CTF CL 1-A-2 5.5 09-25-33 5/23/2003 12/25/2013 607 607 (0)





PAGE 10 OF 27


(C) DATEACQUIRED

(D) DATESOLD




9,146 CMO MELLON RESDNTL FDG CORP 2000-TBC3 MTG PASSTHRU CTF CL A-1 VAR 12-15-2030 5/25/2004 9/15/2013 9,146 9,152 (5)












95 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG 5/9/2003 11/25/2013 95 95 -




2,033 CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG 5/9/2003 8/25/2013 2,033 2,033 -








529 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01-25-2035 REG 8/14/2007 12/25/2013 529 519 10

5,155 CMO STRUCTURED ADJ RATE MTG LN TR DUE 01-25-2035 REG 8/14/2007 7/25/2013 5,155 5,056 98










7,094 CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG 8/10/2007 9/19/2013 7,094 6,961 133

58 CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG 8/10/2007 2/19/2013 58 57 1











1,398 CMO WA MUT MTG SECS CORP 2002-AR9 MTG PASSTHRU CTF CL I-A DUE 08-25-2042 REG 5/20/2005 9/25/2013 1,398 1,398 -


229 CMO WA MUT MTG SECS CORP 2002-AR9 MTG PASSTHRU CTF CL I-A DUE 08-25-2042 REG 5/20/2005 7/25/2013 229 229 -








PAGE 11 OF 27


(C) DATEACQUIRED

(D) DATESOLD









102 CMO WAMU MTG PASS-THROUGH CTFS TRUST 2002-AR6 CL A VAR DUE 06-25-42 BEO 7/19/2004 9/25/2013 102 102 (0)











1,080 CMO WAMU MTG PASS-THROUGH CTFS TRUST 2002-AR6 CL A VAR DUE 06-25-42 BEO 7/19/2004 4/25/2013 1,080 1,081 (1)

2,667 CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG 3/10/2006 12/25/2013 2,667 2,669 (2)












240 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002-P1 CL-A 144A VAR RT 3-25-32 BEO 3/25/2002 12/25/2013 240 240 -



6,145 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002-P1 CL-A 144A VAR RT 3-25-32 BEO 3/25/2002 8/25/2013 6,145 6,145 -






5,115 PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002-P1 CL-A 144A VAR RT 3-25-32 BEO 3/25/2002 1/25/2013 5,115 5,115 -





53,593 FEDERAL NATL MTG ASSN GTD MTG POOL #AH1779 4% 12-01-2040 BEO 3/7/2013 56,982 56,982 -




546,407 FEDERAL NATL MTG ASSN GTD MTG POOL #AI5142 4% 07-01-2041 BEO 3/7/2013 580,963 580,963 -



400,001 FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4052 4% 10-01-2041 BEO 2/7/2013 425,188 425,188 -

896,990 FEDERAL NATL MTG ASSN GTD MTG POOL #AK0741 3.5% 02-01-2042 BEO 2/4/2013 945,764 945,764 -

850,654 FEDERAL NATL MTG ASSN GTD MTG POOL #AK7825 4% DUE 04-01-2042 BEO 3/8/2013 903,022 903,022 -

32,644 FEDERAL NATL MTG ASSN GTD MTG POOL #AK7894 4% 04-01-2042 BEO 2/7/2013 34,700 34,700 -




PAGE 12 OF 27


(C) DATEACQUIRED

(D) DATESOLD




240,329 FEDERAL NATL MTG ASSN GTD MTG POOL #AK7894 4% 04-01-2042 BEO 1/7/2013 257,040 257,040 -

150,929 FEDERAL NATL MTG ASSN GTD MTG POOL #AL0521 5% 06-01-2041 BEO 9/9/2013 162,066 162,066 -


949,889 FEDERAL NATL MTG ASSN GTD MTG POOL #AL0527 5% 02-01-2038 BEO 2/1/2013 1,026,176 1,026,176 -





132,952 FNMA FNMA #0255810 5 08-01-2025 9/9/2013 142,763 142,763 -

25,426 FNMA POOL #254868 5% 09-01-2033 BEO 2/1/2013 27,468 27,468 -

103,167 FNMA POOL #255029 5% 12-01-2023 BEO 9/9/2013 110,780 110,780 -

778,700 FNMA POOL #255892 5% DUE 09-01-2025 REG 9/9/2013 836,160 836,160 -

33,453 FNMA POOL #255932 5% 11-01-2035 BEO 2/1/2013 36,140 36,140 -

500,000 FNMA POOL #257132 5% 03-01-2028 BEO 9/9/2013 536,895 536,895 -

725,101 FNMA POOL #257203 5% DUE 05-01-2028 REG 9/9/2013 778,605 778,605 -

23,276 FNMA POOL #257490 5% 11-01-2028 BEO 2/1/2013 25,145 25,145 -

118,132 FNMA POOL #257522 5% 11-01-2028 BEO 9/9/2013 126,849 126,849 -

141,947 FNMA POOL #555734 5% 07-01-2023 BEO 9/9/2013 152,421 152,421 -

87,917 FNMA POOL #745355 5% 03-01-2036 BEO 3/5/2013 95,143 95,143 -

25,907 FNMA POOL #829662 5% 07-01-2035 BEO 3/5/2013 28,036 28,036 -

22,917 FNMA POOL #843969 5% 11-01-2035 BEO 2/1/2013 24,757 24,757 -

41,472 FNMA POOL #870614 5% 06-01-2036 BEO 2/1/2013 44,803 44,803 -

953,807 FNMA POOL #888407 5% 09-01-2036 BEO 2/1/2013 1,030,410 1,030,410 -

957,525 FNMA POOL #889298 5% 12-01-2036 BEO 7/8/2013 1,023,953 1,023,953 -

21,548 FNMA POOL #906312 5% 01-01-2037 BEO 7/8/2013 23,043 23,043 -

20,567 FNMA POOL #906722 5% 01-01-2037 BEO 7/8/2013 21,994 21,994 -

24,685 FNMA POOL #919036 5% 05-01-2037 BEO 2/1/2013 26,668 26,668 -

20,927 FNMA POOL #931918 5% 04-01-2038 BEO 7/8/2013 22,379 22,379 -

19,985 FNMA POOL #962128 5% 03-01-2038 BEO 7/8/2013 21,371 21,371 -

768,280 FNMA POOL #974965 5% 04-01-2038 BEO 3/5/2013 831,423 831,423 -

18,892 FNMA POOL #975097 5% 06-01-2038 BEO 7/8/2013 20,202 20,202 -

19,359 FNMA POOL #976467 5% 04-01-2038 BEO 7/8/2013 20,702 20,702 -

961,749 FNMA POOL #995951 5% 04-01-2039 BEO 7/8/2013 1,028,471 1,028,471 -

959,448 FNMA POOL #995951 5% 04-01-2039 BEO 7/8/2013 1,026,009 1,026,009 -

205,766 FNMA POOL #AA0728 5% 02-01-2039 BEO 3/5/2013 222,677 222,677 -

359,515 FNMA POOL #AA0728 5% 02-01-2039 BEO 3/5/2013 389,063 389,063 -

349,071 FNMA POOL #AA0779 5% 04-01-2039 BEO 9/9/2013 374,828 374,828 -

500,000 FNMA POOL #AA9701 5% 07-01-2039 BEO 3/5/2013 541,094 541,094 -

1,000,000 FNMA POOL #AB3662 4% 10-01-2031 BEO 3/8/2013 1,061,562 1,061,562 -

1,000,000 FNMA POOL #AB3940 4% 11-01-2041 BEO 3/8/2013 1,061,562 1,061,562 -

338,855 FNMA POOL #AB4301 3.5% 01-01-2042 BEO 9/9/2013 335,413 335,413 -

866,664 FNMA POOL #AB4609 4 DUE 03-01-2042 BEO 2/7/2013 921,237 921,237 -

216,803 FNMA POOL #AB5199 4% 05-01-2042 BEO 1/7/2013 231,877 231,877 -

1,000,000 FNMA POOL #AB6086 3.5 DUE 09-01-2042 REG 1/2/2013 1,065,157 1,065,157 -

49,346 FNMA POOL #AC9280 4% 01-01-2041 BEO 3/8/2013 52,384 52,384 -

960,638 FNMA POOL #AD8269 4% 09-01-2040 BEO 2/7/2013 1,021,128 1,021,128 -

19,495 FNMA POOL #AD8269 4% 09-01-2040 BEO 2/7/2013 20,723 20,723 -

103,207 FNMA POOL #AD9561 4% 08-01-2040 BEO 1/7/2013 110,383 110,383 -

838,631 FNMA POOL #AE0216 4% 08-01-2040 BEO 1/7/2013 896,942 896,942 -

759,362 FNMA POOL #AE7184 4% 11-01-2040 BEO 1/10/2013 810,382 810,382 -

100,010 FNMA POOL #AH5859 4% DUE 02-01-2041 BEO 2/7/2013 106,307 106,307 -

330,467 FNMA POOL #AP2131 3.5% DUE 08-01-2042 BEO 9/9/2013 327,111 327,111 -

461,147 FNMA POOL #AP2131 3.5% DUE 08-01-2042 BEO 9/9/2013 456,463 456,463 -

100,592 FNMA POOL #AP4843 4% 09-01-2042 BEO 2/7/2013 106,926 106,926 -




PAGE 13 OF 27


(C) DATEACQUIRED

(D) DATESOLD




58,020 FNMA POOL #AP6800 3.5% 11-01-2042 BEO 2/4/2013 61,175 61,175 -

44,990 FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 47,436 47,436 -

933,342 FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 984,093 984,093 -

1,000,000 FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 1,054,375 1,054,375 -

1,000,001 FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 1,005,899 1,005,899 -

1,000,001 FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 1,005,899 1,005,899 -

1,000,001 FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 1,005,899 1,005,899 -

1,000,000 FNMA POOL #AQ2171 3% 11-01-2042 BEO 5/9/2013 1,037,656 1,037,656 -

44,925 FNMA POOL #AR7269 3.5% DUE 02-01-2043 REG 2/4/2013 47,368 47,368 -

308,211 FNMA POOL #AR8229 3 DUE 04-01-2043 REG 4/9/2013 319,576 319,576 -

199,998 FNMA POOL #AS0777 3.5% 10-01-2043 BEO 9/9/2013 197,967 197,967 -

1,000,001 FNMA POOL #AS0778 3.5% 10-01-2043 BEO 9/9/2013 989,845 989,845 -

332,970 FNMA POOL #AT1268 3% DUE 05-01-2043 REG 4/9/2013 345,248 345,248 -

358,820 FNMA POOL #AT5287 3% DUE 05-01-2043 REG 4/9/2013 372,051 372,051 -

45,350 FNMA POOL #AU4178 3.5% 10-01-2043 BEO 9/9/2013 44,889 44,889 -

1,000,000 FNMA POOL #AU5965 3 DUE 08-01-2043 REG 7/3/2013 1,010,625 1,010,625 -



624,183 FNMA POOL #AU6739 3.5% 10-01-2043 BEO 9/9/2013 617,844 617,844 -

58,162 FNMA POOL #MA0614 4% 01-01-2041 BEO 1/7/2013 62,206 62,206 -

21,731 FNMA POOL #MA1027 3.5% DUE 04-01-2042 BEO 2/4/2013 22,913 22,913 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/8/2013 2,041,563 2,041,563 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES FEBRUARY 1/15/2013 2,091,563 2,091,563 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 2/7/2013 2,064,063 2,064,063 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/9/2013 1,036,875 1,036,875 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 3/8/2013 3,141,563 3,141,563 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 1/9/2013 1,062,734 1,062,734 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 12/5/2013 2,985,000 2,985,000 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 6/4/2013 3,087,656 3,087,656 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/2/2013 3,187,500 3,187,500 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 4/2/2013 3,162,188 3,162,188 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES NOVEMBER 10/7/2013 3,054,375 3,054,375 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES AUGUST 7/8/2013 4,100,000 4,100,000 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/1/2013 1,047,188 1,047,188 -







3,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY 12/5/2013 3,093,281 3,093,281 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JULY 6/7/2013 4,203,125 4,203,125 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/7/2013 4,265,000 4,265,000 -

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/5/2013 1,062,344 1,062,344 -


4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 10/4/2013 4,184,375 4,184,375 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 9/5/2013 4,052,500 4,052,500 -

4,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 8/8/2013 4,157,500 4,157,500 -


3,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JANUARY 12/6/2013 3,255,469 3,255,469 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JULY 6/3/2013 3,230,742 3,230,742 -

3,000,000 FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 5/7/2013 3,240,938 3,240,938 -


3,000,000 FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES DEC 11/4/2013 3,060,000 3,060,000 -




PAGE 14 OF 27


(C) DATEACQUIRED

(D) DATESOLD




1,000,000 FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 1/4/2013 1,057,500 1,057,500 -



(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 12/18/2012 (3,245,625) (3,245,625) -

3,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 12/18/2012 3,245,625 3,245,625 -

3,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 10/7/2013 3,255,469 3,255,469 -

3,000,000 FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES SEP 8/5/2013 3,230,039 3,230,039 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5 30 YEARS SETTLES MAY 3/26/2013 2,182,188 2,182,188 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES APRIL 3/6/2013 2,179,375 2,179,375 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 11/5/2013 1,074,688 1,074,688 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES FEBRUARY 1/3/2013 2,185,000 2,185,000 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 11/26/2012 2,173,438 2,173,438 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 12/12/2013 1,069,531 1,069,531 -

2,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/14/2013 2,164,375 2,164,375 -

1,000,000 GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 11/1/2013 1,077,734 1,077,734 -

2,000,000 GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 1/22/2013 2,181,563 2,181,563 -

0 GS MTG SECS CORP 2006-S2 MTG PASSTHRU CTF CL A-1 01-25-2036/02-25-2009 REG 6/11/2013 237 - 237

(53,593) FEDERAL NATL MTG ASSN GTD MTG POOL #AH1779 4% 12-01-2040 BEO 3/7/2013 4/9/2013 (57,294) (56,982) (312)

(212,953) FEDERAL NATL MTG ASSN GTD MTG POOL #AH2367 4% 01-01-2041 BEO 1/10/2013 2/5/2013 (226,429) (227,260) 832



(546,407) FEDERAL NATL MTG ASSN GTD MTG POOL #AI5142 4% 07-01-2041 BEO 3/7/2013 4/9/2013 (584,143) (580,963) (3,180)

(400,000) FEDERAL NATL MTG ASSN GTD MTG POOL #AI9545 4% 10-01-2031 BEO 3/7/2013 4/9/2013 (427,625) (425,296) (2,328)

(100,000) FEDERAL NATL MTG ASSN GTD MTG POOL #AI9545 4% 10-01-2031 BEO 3/8/2013 4/9/2013 (106,906) (106,156) (750)

(400,001) FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4052 4% 10-01-2041 BEO 2/7/2013 3/8/2013 (424,969) (425,188) 219

(896,990) FEDERAL NATL MTG ASSN GTD MTG POOL #AK0741 3.5% 02-01-2042 BEO 2/4/2013 3/8/2013 (941,244) (945,764) 4,520

(850,654) FEDERAL NATL MTG ASSN GTD MTG POOL #AK7825 4% DUE 04-01-2042 BEO 3/8/2013 4/9/2013 (909,402) (903,022) (6,380)

(240,329) FEDERAL NATL MTG ASSN GTD MTG POOL #AK7894 4% 04-01-2042 BEO 1/7/2013 1/10/2013 (256,655) (257,040) 385

(32,644) FEDERAL NATL MTG ASSN GTD MTG POOL #AK7894 4% 04-01-2042 BEO 2/7/2013 3/8/2013 (34,682) (34,700) 18

(150,929) FEDERAL NATL MTG ASSN GTD MTG POOL #AL0521 5% 06-01-2041 BEO 9/9/2013 10/7/2013 (164,236) (162,066) (2,170)

(24,814) FEDERAL NATL MTG ASSN GTD MTG POOL #AL0527 5% 02-01-2038 BEO 2/1/2013 3/5/2013 (26,856) (26,807) (49)

(925,075) FEDERAL NATL MTG ASSN GTD MTG POOL #AL0527 5% 02-01-2038 BEO 2/1/2013 3/5/2013 (1,001,194) (999,370) (1,825)

(925,075) FEDERAL NATL MTG ASSN GTD MTG POOL #AL0527 5% 02-01-2038 BEO 2/1/2013 3/5/2013 (1,001,194) (999,370) (1,825)

(542,868) FEDERAL NATL MTG ASSN GTD MTG POOL #AL2459 4% 08-01-2042 BEO 1/7/2013 1/10/2013 (579,745) (580,614) 869

(27,781) FEDERAL NATL MTG ASSN GTD MTG POOL #AL2863 4% 04-01-2042 BEO 1/10/2013 2/5/2013 (29,539) (29,647) 109




(132,952) FNMA FNMA #0255810 5 08-01-2025 9/9/2013 10/7/2013 (144,674) (142,763) (1,911)

(25,426) FNMA POOL #254868 5% 09-01-2033 BEO 2/1/2013 3/5/2013 (27,519) (27,468) (50)

(103,167) FNMA POOL #255029 5% 12-01-2023 BEO 9/9/2013 10/7/2013 (112,263) (110,780) (1,483)

(778,700) FNMA POOL #255892 5% DUE 09-01-2025 REG 9/9/2013 10/7/2013 (847,354) (836,160) (11,194)

(33,453) FNMA POOL #255932 5% 11-01-2035 BEO 2/1/2013 3/5/2013 (36,206) (36,140) (66)

(500,000) FNMA POOL #257132 5% 03-01-2028 BEO 9/9/2013 10/7/2013 (544,082) (536,895) (7,188)

(725,101) FNMA POOL #257203 5% DUE 05-01-2028 REG 9/9/2013 10/7/2013 (789,029) (778,605) (10,423)

(23,276) FNMA POOL #257490 5% 11-01-2028 BEO 2/1/2013 3/5/2013 (25,191) (25,145) (46)

(118,132) FNMA POOL #257522 5% 11-01-2028 BEO 9/9/2013 10/7/2013 (128,547) (126,849) (1,698)

(141,947) FNMA POOL #555734 5% 07-01-2023 BEO 9/9/2013 10/7/2013 (154,462) (152,421) (2,040)

(87,917) FNMA POOL #745355 5% 03-01-2036 BEO 3/5/2013 4/8/2013 (95,246) (95,143) (103)

(25,907) FNMA POOL #829662 5% 07-01-2035 BEO 3/5/2013 4/8/2013 (28,066) (28,036) (30)

(22,917) FNMA POOL #843969 5% 11-01-2035 BEO 2/1/2013 3/5/2013 (24,803) (24,757) (45)

(41,472) FNMA POOL #870614 5% 06-01-2036 BEO 2/1/2013 3/5/2013 (44,885) (44,803) (82)

(953,807) FNMA POOL #888407 5% 09-01-2036 BEO 2/1/2013 3/5/2013 (1,032,291) (1,030,410) (1,882)

(957,525) FNMA POOL #889298 5% 12-01-2036 BEO 7/8/2013 8/5/2013 (1,032,556) (1,023,953) (8,603)




PAGE 15 OF 27


(C) DATEACQUIRED

(D) DATESOLD




(21,548) FNMA POOL #906312 5% 01-01-2037 BEO 7/8/2013 8/5/2013 (23,237) (23,043) (194)

(20,567) FNMA POOL #906722 5% 01-01-2037 BEO 7/8/2013 8/5/2013 (22,179) (21,994) (185)

(24,685) FNMA POOL #919036 5% 05-01-2037 BEO 2/1/2013 3/5/2013 (26,717) (26,668) (49)

(20,927) FNMA POOL #931918 5% 04-01-2038 BEO 7/8/2013 8/5/2013 (22,567) (22,379) (188)

(19,985) FNMA POOL #962128 5% 03-01-2038 BEO 7/8/2013 8/5/2013 (21,551) (21,371) (180)

(768,280) FNMA POOL #974965 5% 04-01-2038 BEO 3/5/2013 4/8/2013 (832,324) (831,423) (900)

(18,892) FNMA POOL #975097 5% 06-01-2038 BEO 7/8/2013 8/5/2013 (20,372) (20,202) (170)

(19,359) FNMA POOL #976467 5% 04-01-2038 BEO 7/8/2013 8/5/2013 (20,876) (20,702) (174)

(959,448) FNMA POOL #995951 5% 04-01-2039 BEO 7/8/2013 8/5/2013 (1,034,629) (1,026,009) (8,620)

(2,302) FNMA POOL #995951 5% 04-01-2039 BEO 7/8/2013 8/5/2013 (2,482) (2,461) (21)

(959,448) FNMA POOL #995951 5% 04-01-2039 BEO 7/8/2013 8/5/2013 (1,034,629) (1,026,009) (8,620)

(153,749) FNMA POOL #AA0728 5% 02-01-2039 BEO 3/5/2013 4/8/2013 (166,566) (166,386) (180)

(205,766) FNMA POOL #AA0728 5% 02-01-2039 BEO 3/5/2013 4/8/2013 (222,918) (222,677) (241)

(205,766) FNMA POOL #AA0728 5% 02-01-2039 BEO 3/5/2013 4/8/2013 (222,918) (222,677) (241)

(349,071) FNMA POOL #AA0779 5% 04-01-2039 BEO 9/9/2013 10/7/2013 (379,846) (374,828) (5,018)

(500,000) FNMA POOL #AA9701 5% 07-01-2039 BEO 3/5/2013 4/8/2013 (541,679) (541,094) (586)

(1,000,000) FNMA POOL #AB3662 4% 10-01-2031 BEO 3/8/2013 4/9/2013 (1,069,062) (1,061,562) (7,500)

(1,000,000) FNMA POOL #AB3940 4% 11-01-2041 BEO 3/8/2013 4/9/2013 (1,069,062) (1,061,562) (7,500)

(338,855) FNMA POOL #AB4301 3.5% 01-01-2042 BEO 9/9/2013 10/7/2013 (346,016) (335,413) (10,602)

(866,664) FNMA POOL #AB4609 4 DUE 03-01-2042 BEO 2/7/2013 3/8/2013 (920,763) (921,237) 474

(216,803) FNMA POOL #AB5199 4% 05-01-2042 BEO 1/7/2013 1/10/2013 (231,530) (231,877) 347

(1,000,000) FNMA POOL #AB6086 3.5 DUE 09-01-2042 REG 1/2/2013 1/4/2013 (1,059,532) (1,065,157) 5,625

(49,346) FNMA POOL #AC9280 4% 01-01-2041 BEO 3/8/2013 4/9/2013 (52,754) (52,384) (370)

(19,495) FNMA POOL #AD8269 4% 09-01-2040 BEO 2/7/2013 3/8/2013 (20,712) (20,723) 11

(941,143) FNMA POOL #AD8269 4% 09-01-2040 BEO 2/7/2013 3/8/2013 (999,890) (1,000,405) 515

(19,495) FNMA POOL #AD8269 4% 09-01-2040 BEO 2/7/2013 3/8/2013 (20,712) (20,723) 11

(103,207) FNMA POOL #AD9561 4% 08-01-2040 BEO 1/7/2013 1/10/2013 (110,218) (110,383) 165

(838,631) FNMA POOL #AE0216 4% 08-01-2040 BEO 1/7/2013 1/10/2013 (895,599) (896,942) 1,343

(759,362) FNMA POOL #AE7184 4% 11-01-2040 BEO 1/10/2013 2/5/2013 (807,416) (810,382) 2,966

(100,010) FNMA POOL #AH5859 4% DUE 02-01-2041 BEO 2/7/2013 3/8/2013 (106,253) (106,307) 55

(330,467) FNMA POOL #AP2131 3.5% DUE 08-01-2042 BEO 9/9/2013 10/7/2013 (337,451) (327,111) (10,340)

(461,147) FNMA POOL #AP2131 3.5% DUE 08-01-2042 BEO 9/9/2013 10/7/2013 (470,892) (456,463) (14,429)

(100,592) FNMA POOL #AP4843 4% 09-01-2042 BEO 2/7/2013 3/8/2013 (106,871) (106,926) 55

(58,020) FNMA POOL #AP6800 3.5% 11-01-2042 BEO 2/4/2013 3/8/2013 (60,882) (61,175) 292

(44,990) FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 3/8/2013 (47,209) (47,436) 227

(933,342) FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 3/8/2013 (979,390) (984,093) 4,703

(21,668) FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 3/8/2013 (22,737) (22,846) 109

(44,990) FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 3/8/2013 (47,209) (47,436) 227

(933,342) FNMA POOL #AP9997 3.5% 10-01-2042 BEO 2/4/2013 3/8/2013 (979,390) (984,093) 4,703

(1,000,001) FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 9/9/2013 (992,657) (1,005,899) 13,242

(1,000,001) FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 9/9/2013 (992,657) (1,005,899) 13,242

(1,000,001) FNMA POOL #AQ1642 3.5% 10-01-2042 BEO 8/6/2013 9/9/2013 (992,657) (1,005,899) 13,242

(1,000,000) FNMA POOL #AQ2171 3% 11-01-2042 BEO 5/9/2013 6/4/2013 (1,001,719) (1,037,656) 35,938

(44,925) FNMA POOL #AR7269 3.5% DUE 02-01-2043 REG 2/4/2013 3/8/2013 (47,142) (47,368) 226

(308,211) FNMA POOL #AR8229 3 DUE 04-01-2043 REG 4/9/2013 5/9/2013 (320,479) (319,576) (903)

(199,998) FNMA POOL #AS0777 3.5% 10-01-2043 BEO 9/9/2013 10/7/2013 (204,225) (197,967) (6,258)

(1,000,001) FNMA POOL #AS0778 3.5% 10-01-2043 BEO 9/9/2013 10/7/2013 (1,021,134) (989,845) (31,289)

(332,970) FNMA POOL #AT1268 3% DUE 05-01-2043 REG 4/9/2013 5/9/2013 (346,224) (345,248) (976)

(358,820) FNMA POOL #AT5287 3% DUE 05-01-2043 REG 4/9/2013 5/9/2013 (373,103) (372,051) (1,051)

(45,350) FNMA POOL #AU4178 3.5% 10-01-2043 BEO 9/9/2013 10/7/2013 (46,308) (44,889) (1,419)

(1,000,000) FNMA POOL #AU5965 3 DUE 08-01-2043 REG 7/3/2013 8/6/2013 (1,008,750) (1,010,625) 1,875



(624,183) FNMA POOL #AU6739 3.5% 10-01-2043 BEO 9/9/2013 10/7/2013 (637,374) (617,844) (19,530)




PAGE 16 OF 27


(C) DATEACQUIRED

(D) DATESOLD




(58,162) FNMA POOL #MA0614 4% 01-01-2041 BEO 1/7/2013 1/10/2013 (62,113) (62,206) 93

(21,731) FNMA POOL #MA1027 3.5% DUE 04-01-2042 BEO 2/4/2013 3/8/2013 (22,804) (22,913) 110

(2,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES APRIL 3/8/2013 4/9/2013 (2,079,922) (2,041,563) (38,359)

(2,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES FEBRUARY 1/15/2013 2/7/2013 (2,069,297) (2,091,563) 22,266

(2,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MARCH 2/7/2013 3/8/2013 (2,045,859) (2,064,063) 18,203

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES MAY 4/9/2013 4/17/2013 (1,042,031) (1,036,875) (5,156)

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES APRIL 3/8/2013 4/2/2013 (3,169,922) (3,141,563) (28,359)

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY 1/9/2013 1/10/2013 (1,061,797) (1,062,734) 938

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JULY 6/4/2013 7/3/2013 (3,040,020) (3,087,656) 47,637

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JUNE 5/2/2013 6/4/2013 (3,096,094) (3,187,500) 91,406

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES MAY 4/2/2013 5/2/2013 (3,194,531) (3,162,188) (32,344)

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES NOVEMBER 10/7/2013 11/4/2013 (3,067,969) (3,054,375) (13,594)

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES AUGUST 7/8/2013 8/8/2013 (4,168,438) (4,100,000) (68,438)

(2,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES DECEMBER 11/1/2013 12/5/2013 (2,068,828) (2,094,375) 25,547






(3,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JANUARY 12/5/2013 12/23/2013 (3,097,617) (3,093,281) (4,336)

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JULY 6/7/2013 7/8/2013 (4,111,250) (4,203,125) 91,875

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES JUNE 5/7/2013 6/7/2013 (4,210,000) (4,265,000) 55,000

(1,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/5/2013 3/7/2013 (1,064,063) (1,062,344) (1,719)

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MAY 4/9/2013 5/7/2013 (4,267,813) (4,271,875) 4,063

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES NOVEMBER 10/4/2013 11/1/2013 (4,200,313) (4,184,375) (15,938)

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES OCTOBER 9/5/2013 10/4/2013 (4,199,219) (4,052,500) (146,719)

(4,000,000) FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES SEPTEMBER 8/8/2013 9/5/2013 (4,064,063) (4,157,500) 93,438

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES DECEMBER 11/7/2013 12/6/2013 (3,271,875) (3,266,250) (5,625)

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JULY 6/3/2013 7/8/2013 (3,212,227) (3,230,742) 18,516

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JUNE 5/7/2013 6/3/2013 (3,231,797) (3,240,938) 9,141

(3,000,000) FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES MAY 4/8/2013 5/7/2013 (3,240,586) (3,249,375) 8,789

(3,000,000) FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES DEC 11/4/2013 12/5/2013 (2,994,258) (3,060,000) 65,742

(1,000,000) FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 1/10/2013 2/4/2013 (1,056,875) (1,059,766) 2,891

(1,000,000) FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 1/10/2013 2/4/2013 (1,056,875) (1,059,844) 2,969

(1,000,000) FNMA SINGLE FAMILY MTG 3.5 30 YEARS SETTLES FEB 1/4/2013 2/4/2013 (1,056,875) (1,057,500) 625

(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES FEB 12/18/2012 2/1/2013 (3,240,938) (3,245,625) 4,688

(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES NOV 10/7/2013 11/7/2013 (3,273,984) (3,255,469) (18,516)

(3,000,000) FNMA SINGLE FAMILY MTG 5 30 YEARS SETTLES SEP 8/5/2013 9/9/2013 (3,228,750) (3,230,039) 1,289

(2,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5 30 YEARS SETTLES MAY 3/26/2013 5/14/2013 (2,165,000) (2,182,188) 17,188

(2,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES APRIL 3/6/2013 3/26/2013 (2,184,063) (2,179,375) (4,688)

(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES DECEMBER 11/5/2013 12/12/2013 (1,072,422) (1,074,688) 2,266

(2,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES FEBRUARY 1/3/2013 1/22/2013 (2,184,375) (2,185,000) 625

(2,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY 11/26/2012 1/3/2013 (2,186,875) (2,173,438) (13,438)

(2,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JUNE 5/14/2013 5/30/2013 (2,137,188) (2,164,375) 27,188

(1,000,000) GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES NOVEMBER 11/1/2013 11/5/2013 (1,076,563) (1,077,734) 1,172

(2,000,000) GNMA I SINGLE FAMILY MTG 4.5 30 YEARS SETTLES MAR 1/22/2013 3/6/2013 (2,181,406) (2,181,563) 156

TOTAL MORTGAGE BACKED SECURITIES 168,784,494 168,703,519 80,975

(300,000) CME_IRS CME_GOLDUS EUR P 2.0%/R 6M EURIB 18/09/2023 SWU003JL5 3/14/2013 9/16/2013 - (4,028) 4,028

(500,000) CME_IRS CME_BARCUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 3/18/2013 10/24/2013 (4,692) - (4,692)

(500,000) CME_IRS CME_CSFBUS USD P 3M LIBOR/R 1.25% 09/05/2018 SWU005JL0 9/3/2013 9/10/2013 (15,709) - (15,709)


(500,000) CME_IRS CME_GOLDUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 10/24/2013 10/30/2013 (5,790) (4,692) (1,098)




PAGE 17 OF 27


(C) DATEACQUIRED

(D) DATESOLD




(400,000) CME_IRS CME_GOLDUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 10/24/2013 10/30/2013 (4,632) (3,754) (878)

(400,000) CME_IRS CME_NWSCUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 3/18/2013 10/24/2013 (3,754) - (3,754)

(100,000) IRS 15/03/2023 SWU000LC8 6/6/2012 3/6/2013 (86) (336) 250

(100,000) IRS 15/03/2023 SWU000LC8 6/6/2012 2/22/2013 (610) (336) (273)

(200,000) IRS 15/03/2023 SWU000YP5 12/5/2012 7/10/2013 (9,594) (1,212) (8,383)

(100,000) IRS 15/03/2023 SWU000YP5 12/5/2012 7/10/2013 (4,725) (614) (4,111)

(1,532,717) IRS 02/01/2015 SWU023Y51 1/28/2013 8/14/2013 (17,250) (1,098) (16,153)

(1,106,962) IRS 02/01/2015 SWU023Y51 1/28/2013 8/14/2013 (12,459) (795) (11,664)

(3,916,943) IRS 02/01/2015 SWU023Y51 1/28/2013 10/22/2013 (54,306) (2,813) (51,494)

(1,532,717) IRS 02/01/2015 SWU023Y51 1/28/2013 10/22/2013 (21,250) (1,168) (20,082)

(1,106,962) IRS 02/01/2015 SWU023Y51 2/1/2013 10/22/2013 (15,347) (882) (14,465)

(2,043,623) IRS 02/01/2015 SWU023Y51 2/1/2013 10/22/2013 (28,334) (1,533) (26,801)

(516,773) IRS 02/01/2015 SWU02FFG1 1/24/2013 4/2/2013 (3,176) (1,449) (1,727)

(1,191,638) IRS 02/01/2015 SWU09H555 2/5/2013 10/22/2013 (16,317) (237) (16,080)

(1,361,872) IRS 02/01/2015 SWU09H555 2/5/2013 10/22/2013 (18,648) (526) (18,122)

(700,000) IRS 01-04-2018 SWU002JE3 12/28/2012 12/31/2012 (1,682) - (1,682)

(600,000) IRS 01-04-2018 SWU002JE3 12/28/2012 1/2/2013 (383) - (383)

(400,000) IRS 01-04-2018 SWU002JE3 12/28/2012 12/31/2012 (1,040) - (1,040)

21,000 CCP DUE TO/FROM CREDIT SUISSE 10/1/2013 10/22/2013 21,000 21,000 -




2,000 OTC DER CASH COLL REC FROM DEUTSCHE BANK 6/26/2013 10/2/2013 2,000 2,000 -












1,000 OTC DERICASH COLL RECEI FROM CITIBANK 6/13/2012 11/15/2013 1,000 1,000 -







52,000 OTC DERIVATIVE CASH COLL RECEIVABLE FROMUCREDIT SUISSE SECURITIES 11/8/2013 12/18/2013 52,000 52,000 -

270,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM JP MORGAN CHASE BANK NA 9/17/2012 10/16/2013 270,000 270,000 -

300,000 CME_IRS CME_GOLDUS EUR P 2.0%/R 6M EURIB 18/09/2023 SWU003JL5 3/14/2013 9/16/2013 7,323 - 7,323

5,400,000 CME_IRS CME_NWSCUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 3/18/2013 9/10/2013 44,307 - 44,307

1,500,000 IRS AUD CME_SBSIUS 15/03/2018 SWU000MW3 6/7/2012 3/8/2013 11,939 1,651 10,289

500,000 IRS AUD CME_SBSIUS 15/03/2018 SWU000MW3 6/12/2012 3/8/2013 3,980 1,064 2,916

983,239 IRS BRL / ZERO 10.135% MRMDUS33 02/01/2015 SWU09F658 4/4/2012 4/1/2013 28,223 4,402 23,822


0 IRS BRL / ZERO 10.135% MRMDUS33 02/01/2015 SWU09F658 4/4/2012 4/1/2013 - - -








PAGE 18 OF 27


(C) DATEACQUIRED

(D) DATESOLD









378,169 IRS BRL / ZERO 10.135% MRMDUS33 02/01/2015 SWU09F658 2/13/2012 4/1/2013 10,855 476 10,379

2,852,291 IRS BRL / ZERO 10.53% MRMDUS33 02/01/2014 SWU026R29 1/10/2012 2/1/2013 79,009 860 78,149

3,961,515 IRS BRL / ZERO 10.53% MRMDUS33 02/01/2014 SWU026R29 1/10/2012 1/28/2013 107,872 1,195 106,677

2,297,097 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2014 SWU002W08 1/10/2012 2/5/2013 65,276 2,286 62,990

363,225 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/16/2012 4/2/2013 13,566 3,925 9,641

581,161 IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 2/24/2012 4/2/2013 21,705 4,825 16,880

1,634,738 IRS BRL / ZERO 7.778% MRMDUS33 02/01/2014 SWU023NY0 10/15/2012 1/28/2013 5,806 3,607 2,199

1,634,738 IRS BRL / ZERO 7.778% MRMDUS33 02/01/2014 SWU023NY0 10/15/2012 1/28/2013 5,774 3,607 2,167

817,369 IRS BRL / ZERO 7.778% MRMDUS33 02/01/2014 SWU023NY0 10/15/2012 1/28/2013 2,913 1,804 1,109

1,258,562 IRS BRL / ZERO 7.785% MSCSUS33 02/01/2014 SWU0TR9A6 10/11/2012 2/5/2013 4,678 3,054 1,624

809,075 IRS BRL / ZERO 7.785% MSCSUS33 02/01/2014 SWU0TR9A6 10/11/2012 1/24/2013 2,964 2,057 907

269,692 IRS BRL / ZERO 7.785% MSCSUS33 02/01/2014 SWU0TR9A6 10/11/2012 1/24/2013 988 654 334

1,528,254 IRS BRL / ZERO 7.785% MSCSUS33 02/01/2014 SWU0TR9A6 10/11/2012 1/24/2013 5,657 3,708 1,948

88,260 IRS BRL / ZERO 8.25% CHASUS33 02/01/2014SWU036KY5 10/15/2012 2/5/2013 639 490 149

88,260 IRS BRL / ZERO 8.25% CHASUS33 02/01/2014SWU036KY5 10/15/2012 2/5/2013 637 490 147

1,000,885 IRS BRL / ZERO 9.93% MSCSUS33 02/01/2015SWU0ANAR6 4/3/2012 10/22/2013 13,263 1,209 12,054

1,000,885 IRS BRL / ZERO 9.93% MSCSUS33 02/01/2015SWU0ANAR6 3/30/2012 10/22/2013 13,263 157 13,106




1,000,885 IRS BRL / ZERO 9.93% MSCSUS33 02/01/2015SWU0ANAR6 4/3/2012 10/22/2013 13,263 1,212 12,051

300,000 IRS EUR CME_NWSCUS 20/03/2023 SWU001DY7 9/24/2012 3/14/2013 43 5,797 (5,754)

500,000 CME_IRS CME_GOLDUS AUD P 3.75%/R 6M BBSW 15/03/2018 SWU000MW3 3/8/2013 3,980 3,980 -

2,500,000 CME_IRS CME_SBSIUS AUD P 6M BBSW/R 3.75% 11/12/2018 SWU003CB4 3/8/2013 5,612 5,612 -

300,000 CME_IRS CME_GOLDUS EUR P 2.0%/R 6M EURIB 18/09/2023 SWU003JL5 3/14/2013 4,028 4,028 -

500,000 CME_IRS CME_GOLDUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 10/24/2013 4,692 4,692 -

400,000 CME_IRS CME_GOLDUS USD P 1.4%/R 3M LIBOR 03/20/2018 SWU003KG4 10/24/2013 3,754 3,754 -

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 -

800,000 CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 10/30/2013 20,504 20,504 -

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 -

55,000 TBA COLLATERAL PAYABLE FROM CITIBANK 1/28/2013 55,000 55,000 -

(300,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (1,843) (1,843) -

200,000 IRS 15/03/2023 SWU000YP5 12/5/2012 1,212 1,212 -

(200,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (1,270) (1,270) -

200,000 IRS 15/03/2023 SWU000YP5 12/5/2012 1,270 1,270 -

(100,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (661) (661) -

100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 704 704 -

(200,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (1,630) (1,630) -

(100,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (704) (704) -

200,000 IRS 15/03/2023 SWU000YP5 12/5/2012 1,630 1,630 -

(200,000) IRS 15/03/2023 SWU000YP5 12/5/2012 (1,212) (1,212) -

300,000 IRS 15/03/2023 SWU000YP5 12/5/2012 1,843 1,843 -

100,000 IRS 15/03/2023 SWU000YP5 12/5/2012 661 661 -

86,089 IRS 02/01/2015 SWU023PD4 2/5/2013 200 200 -

1,532,717 IRS 02/01/2015 SWU023Y51 1/28/2013 1,098 1,098 -

2,043,623 IRS 02/01/2015 SWU023Y51 2/1/2013 1,533 1,533 -

1,532,717 IRS 02/01/2015 SWU023Y51 1/28/2013 1,168 1,168 -

1,106,962 IRS 02/01/2015 SWU023Y51 2/1/2013 882 882 -

5,023,906 IRS 02/01/2015 SWU023Y51 1/28/2013 3,608 3,608 -




PAGE 19 OF 27


(C) DATEACQUIRED

(D) DATESOLD




1,461,940 IRS 02/01/2015 SWU023Z35 1/24/2013 3,538 3,538 -

1,033,546 IRS 02/01/2015 SWU02FFG1 1/24/2013 2,897 2,897 -

2,468,394 IRS 02/01/2015 SWU09H555 2/5/2013 953 953 -

1,191,638 IRS 02/01/2015 SWU09H555 2/5/2013 237 237 -

4,385,025 IRS 02/01/2017 SWU023VS4 4/1/2013 5,550 5,550 -

1,231,675 IRS 02/01/2017 SWU023WA2 4/24/2013 1,300 1,300 -

724,515 IRS 02/01/2017 SWU023WA2 4/24/2013 763 763 -

215,267 IRS 02/01/2017 SWU023WF1 4/15/2013 292 292 -

286,761 IRS 02/01/2017 SWU09H753 4/15/2013 210 210 -

10,400,000 CDS / STS ICE_CSFBUS 12-20-2018 SWPC969Z9 12/17/2013 175,640 175,640 -

0 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 4/4/2013 145,374 145,374 -

0 ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 10/3/2013 167,818 167,818 -

(600,000) CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M .75% European 317U420E4 09-03-2013 4/9/2013 5/23/2013 (113) (420) 308

(500,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M .75% European 317U417E9 09-03-2013 4/8/2013 5/23/2013 (94) (350) 256

(400,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/12/2013 5/23/2013 (75) (240) 165

(4,400,000) PUT SWPTN USD CITIUS33 6M 3.5%/3MLIBOR European 317U055F3 11-29-2013 8/28/2013 10/22/2013 (770) (31,680) 30,910

400,000 CURRENCY OPTION CALL CHASUS33 USD/CNY 6.5085 European 05-16-2013 317512W07 5/16/2012 5/16/2013 - 2,070 (2,070)

(100,000) CALL SWAPTION USD BARCGB33 3MLIBOR/6M 1.8 European 317U024E4_002146 07-29-2013 1/31/2013 7/29/2013 - (420) 420

(500,000) CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M 1.4% European 317U865C0 03-18-2013 3/12/2012 3/18/2013 - (3,450) 3,450

(1,600,000) CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 3/25/2013 7/29/2013 - (5,500) 5,500

(2,100,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.4% European 317U872C1 03-18-2013 3/16/2012 3/18/2013 - (12,600) 12,600

(900,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.4% European 317U872C1 03-18-2013 3/14/2012 3/18/2013 - (4,500) 4,500



(2,000,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.4% European 317U872C1 03-18-2013 3/14/2012 3/18/2013 - (15,000) 15,000

(1,000,000) CALL SWAPTION USD GSCMUS33 3MLIBOR/6M .85 European 317U014E6_002145 03-18-2013 1/30/2013 3/18/2013 - (300) 300

(400,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 1.8 European 317U018E2_002145 07-29-2013 1/30/2013 7/29/2013 - (1,620) 1,620

(2,400,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 3/28/2013 7/29/2013 - (7,320) 7,320

(100,000) PUT SWPTN USD BARCGB33 6M 2.65%/3MLIBOR European 317U025E3_002146 07-29-2013 1/31/2013 7/29/2013 - (750) 750

(600,000) PUT SWPTN USD BOFAUS6S 6M 1.25%/3MLIBOR European 317U421E3 09-03-2013 4/9/2013 9/3/2013 - (1,500) 1,500

(500,000) PUT SWPTN USD BOFAUS6S 6M 1.4%/3MLIBOR European 317U866C9 03-18-2013 3/12/2012 3/18/2013 - (11,900) 11,900

(700,000) PUT SWPTN USD CHASUS33 6M 1.3%/3MLIBOR European 317U035E1_002145 04-29-2013 1/30/2013 4/29/2013 - (2,345) 2,345

(1,600,000) PUT SWPTN USD CHASUS33 6M 2.65%/3MLIBOR European 317U162E6 07-29-2013 3/25/2013 7/29/2013 - (5,500) 5,500

(500,000) PUT SWPTN USD DEUTGB2L 6M 1.25%/3MLIBOR European 317U418E8 09-03-2013 4/8/2013 9/3/2013 - (1,350) 1,350

(3,700,000) PUT SWPTN USD DEUTGB2L 6M 1.4%/3MLIBOR European 317U334E9 09-03-2013 3/26/2013 9/3/2013 - (13,135) 13,135

(2,100,000) PUT SWPTN USD DEUTGB2L 6M 1.4%/3MLIBOR European 317U871C2 03-18-2013 3/15/2012 3/18/2013 - (55,860) 55,860

(400,000) PUT SWPTN USD DEUTGB2L 6M 1.4%/3MLIBOR European 317U871C2 03-18-2013 3/14/2012 3/18/2013 - (8,880) 8,880




(1,000,000) PUT SWPTN USD GSCMUS33 6M 1.25%/3MLIBOR European 317U016E4_002145 03-18-2013 1/30/2013 3/18/2013 - (1,700) 1,700

(400,000) PUT SWPTN USD MSCSUS33 6M 1.25%/3MLIBOR European 317U435E7 09-03-2013 4/12/2013 9/3/2013 - (900) 900

(400,000) PUT SWPTN USD MSCSUS33 6M 2.65%/3MLIBOR European 317U019E1_002145 07-29-2013 1/30/2013 7/29/2013 - (3,280) 3,280

(2,400,000) PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 3/28/2013 7/29/2013 - (7,320) 7,320

100,000 CALL SWAPTION USD BARCGB33 3MLIBOR/6M 1.8 European 317U024E4_002146 07-29-2013 1/31/2013 420 420 -

600,000 CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M .75% European 317U420E4 09-03-2013 4/9/2013 420 420 -

1,600,000 CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 3/25/2013 5,500 5,500 -

500,000 CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M .75% European 317U417E9 09-03-2013 4/8/2013 350 350 -

1,000,000 CALL SWAPTION USD GSCMUS33 3MLIBOR/6M .85 European 317U014E6_002145 03-18-2013 1/30/2013 300 300 -

400,000 CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/12/2013 240 240 -

400,000 CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 1.8 European 317U018E2_002145 07-29-2013 1/30/2013 1,620 1,620 -

2,400,000 CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 3/28/2013 7,320 7,320 -

100,000 PUT SWPTN USD BARCGB33 6M 2.65%/3MLIBOR European 317U025E3_002146 07-29-2013 1/31/2013 750 750 -

600,000 PUT SWPTN USD BOFAUS6S 6M 1.25%/3MLIBOR European 317U421E3 09-03-2013 4/9/2013 1,500 1,500 -




PAGE 20 OF 27


(C) DATEACQUIRED

(D) DATESOLD




7,000,000 PUT SWPTN USD BOFAUS6S 6M 3.9%/3MLIBOR European 317U384F5 05-19-2014 11/27/2013 23,800 23,800 -

700,000 PUT SWPTN USD CHASUS33 6M 1.3%/3MLIBOR European 317U035E1_002145 04-29-2013 1/30/2013 2,345 2,345 -

1,600,000 PUT SWPTN USD CHASUS33 6M 2.65%/3MLIBOR European 317U162E6 07-29-2013 3/25/2013 5,500 5,500 -

4,400,000 PUT SWPTN USD CITIUS33 6M 3.5%/3MLIBOR European 317U055F3 11-29-2013 8/28/2013 31,680 31,680 -

500,000 PUT SWPTN USD DEUTGB2L 6M 1.25%/3MLIBOR European 317U418E8 09-03-2013 4/8/2013 1,350 1,350 -

3,700,000 PUT SWPTN USD DEUTGB2L 6M 1.4%/3MLIBOR European 317U334E9 09-03-2013 3/26/2013 13,135 13,135 -

1,000,000 PUT SWPTN USD GSCMUS33 6M 1.25%/3MLIBOR European 317U016E4_002145 03-18-2013 1/30/2013 1,700 1,700 -

15,200,000 PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03-31-2014 11/15/2013 13,133 13,133 -

28,400,000 PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03-31-2014 11/13/2013 36,920 36,920 -

400,000 PUT SWPTN USD MSCSUS33 6M 1.25%/3MLIBOR European 317U435E7 09-03-2013 4/12/2013 900 900 -

400,000 PUT SWPTN USD MSCSUS33 6M 2.65%/3MLIBOR European 317U019E1_002145 07-29-2013 1/30/2013 3,280 3,280 -

3,600,000 PUT SWPTN USD PNBPUS3W 2 / LIBOR EUROPEAN 317U337F3 03-03-2014 11/13/2013 13,140 13,140 -

1,400,000 PUT SWPTN USD PNBPUS3W 6M 2.0%/3MLIBOR European 317U337F3 03-03-2014 11/13/2013 5,040 5,040 -

2,400,000 PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 3/28/2013 7,320 7,320 -

41 FUT CALL MAR 14 T-NOTE OPTION 1275 11/27/2013 19,791 19,791 -

27 FUT PUT MAR 14 IMM ED 3YR MC 9737 11/1/2013 9,742 9,742 -



41 FUT PUT MAR 14 T-NOTE OPTION 1230 11/27/2013 19,791 19,791 -

TOTAL OPTIONS $1,991,011 $1,308,228 $682,783

1,600,000 MORGAN STANLEY SR NT FLTG RATE DUE 04-29-2013 REG 4/26/2011 4/29/2013 1,600,000 1,600,000 -

251,000 UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTRANCHE # SR 00108 5.875 DUE 12-20-2017 1/28/2009 2/22/2013 301,795 232,828 68,967

65,000 PVTPL PRUDENTIAL COVERED TR 2012-1 GTD NT CL A 2.997 DUE 09-30-2015 BEO 3/27/2012 9/30/2013 65,000 65,000 -

65,000 PVTPL PRUDENTIAL COVERED TR 2012-1 GTD NT CL A 2.997 DUE 09-30-2015 BEO 3/27/2012 3/30/2013 65,000 65,000 -

400,000 ENEL FIN INTL S A 5.125% DUE 10-07-2019 9/30/2009 4/24/2013 431,312 398,240 33,072

1,000,000 DNB BOLIGKREDITT A 03/29/2011 2.9 29 MAR2016 3/22/2011 5/13/2013 1,059,900 998,800 61,100

100,000 RUSSIAN RAILWAYS VIA RZD CAP PLC 7.487% BDS 25/03/31 9/19/2012 4/24/2013 188,776 185,098 3,678

1,500,000 ROYAL BK SCOTLAND FLTG RT 7.64% DUE 03-29-2049 11/20/2007 3/15/2013 1,378,125 1,487,790 (109,665)

1,100,000 ONTARIO PROV OF 3.15% DUE 2/6/22 9/14/2012 9/13/2013 1,035,598 1,149,233 (113,634)

1,300,000 AMERICAN MUN PWR OHIO INC REV 8.084% 02-15-2050 BEO TAXABLE 6/8/2012 10/10/2013 1,663,558 1,864,671 (201,113)

1,300,000 CALIFORNIA STATE 7.55 MUN BDS DUE 04-01-2039 USD5000 6/8/2012 10/10/2013 1,703,475 1,678,558 24,916

1,300,000 LOS ANGELES CALIF CMNTY COLLEGE DIST 6.75% 08-01-2049 BEO TAXABLE 6/8/2012 10/10/2013 1,617,291 1,713,422 (96,131)

TOTAL BONDS 11,109,830 11,438,640 (328,811)

(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 9/12/2013 9/26/2013 (340,375) (330,064) (10,311)

(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 10/24/2013 11/7/2013 (335,375) (346,065) 10,690


(400,000) UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 11/21/2013 12/5/2013 (326,250) (326,187) (63)




400,000 CANADA(GOVT OF) 3.25% DEB 01/06/21 CAD1000 8/17/2011 2/14/2013 439,507 432,914 6,594

1,100,000 UNITED STATES OF AMER TREAS NOTES 1 NTS 15/05/2014 6/7/2013 7/26/2013 1,107,734 1,107,411 324

100,000 UNITED STATES OF AMER TREAS NOTES 1 NTS 15/05/2014 8/16/2013 8/20/2013 100,641 100,635 5

600,000 UNITED STATES TREAS BDS 00205 4.375% DUE02-15-2038 REG 6/9/2010 9/30/2013 679,711 622,794 56,917

100,000 UNITED STATES TREAS BDS 00205 4.375% DUE02-15-2038 REG 7/20/2010 9/30/2013 113,285 106,577 6,708

200,000 UNITED STATES TREAS BDS 8 1/8% 15/5/2021USD1000 8.125% DUE 05-15-2021 REG 5/20/2010 8/5/2013 286,156 263,656 22,500

1,300,000 UNITED STATES TREAS BDS 8 1/8% 15/8/2021USD(VAR) 8.125% DUE 08-15-2021 REG 6/4/2010 8/5/2013 1,868,598 1,727,727 140,871

400,000 UNITED STATES TREAS BDS BD 3.75% DUE 08-15-2041 REG 1/18/2012 9/16/2013 398,672 465,093 (66,421)

1,200,000 UNITED STATES TREAS BDS BD 3.75% DUE 08-15-2041 REG 1/18/2012 9/30/2013 1,219,781 1,395,108 (175,327)




PAGE 21 OF 27


(C) DATEACQUIRED

(D) DATESOLD




800,000 UNITED STATES TREAS BDS DTD 00210 4.25% DUE 05-15-2039 REG 8/13/2010 9/30/2013 888,750 848,158 40,592

1,100,000 UNITED STATES TREAS BDS DTD 02/15/1993 7.125% DUE 02-15-2023/11-27-1998 REG 9/15/2010 8/5/2013 1,532,438 1,470,375 62,062

200,000 UNITED STATES TREAS BDS DTD 02/15/2006 4.5% DUE 02-15-2036 REG 9/21/2010 9/30/2013 231,188 223,153 8,034

100,000 UNITED STATES TREAS BDS DTD 02/15/2012 3.125% DUE 02-15-2042 REG 9/28/2012 9/16/2013 88,215 106,156 (17,942)

1,800,000 UNITED STATES TREAS BDS DTD 08/15/1993 6.25% DUE 08-15-2023 REG 3/2/2012 7/30/2013 2,389,464 2,467,631 (78,167)

2,200,000 UNITED STATES TREAS BDS DTD 08/15/1993 6.25% DUE 08-15-2023 REG 3/2/2012 8/5/2013 2,906,063 3,014,790 (108,728)

300,000 UNITED STATES TREAS BDS DTD 08/15/1994 7.5 15 NOV 2024 11/20/2009 9/30/2013 438,141 394,263 43,878

100,000 UNITED STATES TREAS BDS DTD 08/15/1994 7.5 15 NOV 2024 9/1/2010 9/30/2013 146,047 141,937 4,110

1,000,000 UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG 12/13/2012 9/16/2013 810,313 966,796 (156,484)



1,200,000 UNITED STATES TREAS NTS .25 DUE 03-31-2014 REG 12/14/2012 7/26/2013 1,201,172 1,200,370 802

100,000 UNITED STATES TREAS NTS .25 DUE 03-31-2014 REG 6/7/2013 7/26/2013 100,098 100,075 23

1,400,000 UNITED STATES TREAS NTS .25 DUE 03-31-2014 REG 12/14/2012 3/15/2013 1,401,094 1,400,662 432

300,000 UNITED STATES TREAS NTS 1 DUE 01-15-2014 1/30/2013 3/28/2013 302,051 301,988 62




1,750,000 UNITED STATES TREAS NTS 2 DUE 02-15-2022 4/18/2012 9/30/2013 1,701,670 1,752,493 (50,823)

100,000 UNITED STATES TREAS NTS 2 DUE 02-15-2022 4/19/2012 9/30/2013 97,238 100,338 (3,100)

1,000,000 UNITED STATES TREAS NTS 2 DUE 02-15-2022 4/19/2012 9/30/2013 972,383 1,003,112 (30,729)












100,000 UNITED STATES TREAS NTS 2 DUE 02-15-2022 1/16/2013 2/27/2013 102,722 102,761 (39)








1,000,000 UNITED STATES TREAS NTS 2 DUE 11-15-2021 7/11/2012 7/24/2013 976,797 1,045,976 (69,179)












100,000 UNITED STATES TREAS NTS 2 DUE 11-15-2021 1/17/2012 1/24/2013 102,859 101,220 1,639





PAGE 22 OF 27


(C) DATEACQUIRED

(D) DATESOLD






200,000 UNITED STATES TREAS NTS DTD 00229 1.875%DUE 04-30-2014 REG 5/21/2013 7/26/2013 202,703 202,645 58

800,000 UNITED STATES TREAS NTS DTD 00236 2.25% DUE 05-31-2014 REG 6/7/2013 7/26/2013 814,375 814,060 315

700,000 UNITED STATES TREAS NTS DTD 00236 2.25% DUE 05-31-2014 REG 6/7/2013 7/26/2013 712,578 712,302 276

700,000 UNITED STATES TREAS NTS DTD 00355 .625% DUE 07-15-2014 REG 8/12/2013 9/4/2013 702,953 702,881 72

100,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 1/9/2013 8/1/2013 94,938 98,811 (3,873)

400,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 7/24/2013 8/1/2013 379,750 381,955 (2,205)

1,900,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 7/24/2013 10/30/2013 1,840,031 1,817,356 22,676

500,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 7/24/2013 9/30/2013 478,926 477,981 945



400,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 7/24/2013 10/30/2013 387,313 382,519 4,794

900,000 UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 7/24/2013 10/31/2013 867,023 860,684 6,339


100,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07-31-2018 REG 7/24/2013 8/21/2013 99,070 99,832 (761)

4,000,000 UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07-31-2018 REG 7/30/2013 8/21/2013 3,962,813 3,998,125 (35,313)


1,200,000 UNITED STATES TREAS NTS DTD 00476 2.125%DUE 08-31-2020 REG 9/13/2013 9/30/2013 1,210,828 1,185,563 25,266

100,000 UNITED STATES TREAS NTS DTD 01/31/2012 .25% DUE 01-31-2014 REG 3/6/2013 7/25/2013 100,086 100,042 44

800,000 UNITED STATES TREAS NTS DTD 02/15/2011 3.125% DUE 05-15-2021 REG 1/7/2013 6/4/2013 880,872 892,265 (11,393)

300,000 UNITED STATES TREAS NTS DTD 02/15/2013 2% DUE 02-15-2023 REG 4/24/2013 7/24/2013 286,277 307,783 (21,506)




379,000 UNITED STATES TREAS NTS DTD 03-15-2011 1.25% DUE 03-15-2014 REG 3/21/2013 7/26/2013 381,768 381,605 163

1,600,000 UNITED STATES TREAS NTS DTD 04/30/2012 .25% DUE 04-30-2014 REG 5/21/2013 7/26/2013 1,601,563 1,601,417 145



5,200,000 UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04-30-2018 REG 7/24/2013 8/21/2013 4,991,797 5,029,700 (37,903)


700,000 UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04-30-2018 REG 7/25/2013 9/6/2013 668,773 676,319 (7,546)






100,000 UNITED STATES TREAS NTS DTD 05/15/2013 1.75% DUE 05-15-2023 REG 7/18/2013 7/23/2013 93,445 93,648 (203)





1,600,000 UNITED STATES TREAS NTS DTD 08/15/2012 1.625% DUE 08-15-2022 REG 11/2/2012 7/24/2013 1,490,563 1,581,569 (91,006)


1,500,000 UNITED STATES TREAS NTS DTD 08/15/2012 1.625% DUE 08-15-2022 REG 3/14/2013 7/24/2013 1,397,402 1,454,841 (57,439)


6,700,000 UNITED STATES TREAS NTS DTD 08/31/2011 1.5% DUE 08-31-2018 REG 9/16/2013 12/6/2013 6,726,172 6,679,586 46,586


1,000,000 UNITED STATES TREAS NTS DTD 11/15/2012 1.625% DUE 11-15-2022 REG 1/15/2013 7/24/2013 926,406 983,125 (56,719)


300,000 US TREAS BDS USD1000 5.25DUE 02-15-2029 REG 9/2/2009 9/30/2013 375,176 337,764 37,412

100,000 US TREAS NTS 00377 .25 DUE 11-30-2013 REG 3/20/2013 6/7/2013 100,074 100,051 23

400,000 US TREAS NTS DTD 00363 2.125 DUE 08-15-2021 REG 12/21/2011 4/5/2013 422,953 405,524 17,429





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(D) DATESOLD




100,000 US TREAS NTS DTD 00363 2.125 DUE 08-15-2021 REG 1/17/2012 6/3/2013 102,461 102,438 23

800,000 US TREAS NTS DTD 00363 2.125 DUE 08-15-2021 REG 1/17/2012 6/10/2013 814,247 819,459 (5,212)



2,400,000 US TREAS NTS DTD 00363 2.125 DUE 08-15-2021 REG 1/17/2012 7/25/2013 2,371,875 2,457,555 (85,680)









721,000 UTD STATES TREAS 1.25% DUE 02-15-2014 3/21/2013 7/26/2013 725,647 725,351 297



6,300,000 UTD STATES TREAS 1.375% DUE 09-30-2018 10/10/2013 11/14/2013 6,308,613 6,282,527 26,086

900,000 UTD STATES TREAS 1.375% DUE 09-30-2018 9/26/2013 9/27/2013 898,805 897,609 1,195

900,000 UTD STATES TREAS 1.375% DUE 09-30-2018 9/26/2013 9/27/2013 898,805 897,469 1,336

8,000,000 UTD STATES TREAS 1.375% DUE 09-30-2018 10/10/2013 10/15/2013 7,975,625 7,977,813 (2,188)

2,100,000 UTD STATES TREAS 1.75% DUE 05-15-2022 7/30/2012 7/23/2013 2,003,367 2,141,945 (138,578)

100,000 UTD STATES TREAS CPN .25 DUE 05-31-2014 5/23/2013 7/26/2013 100,105 100,091 15


400,000 UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 9/12/2013 330,064 330,064 -









200,000 UNITED STATES TREAS NTS DTD 00399 04-15-2017 12/20/2012 2/8/2013 218,079 217,760 319

500,000 US TREAS NTS INDEX LINKED NOTE .125 DUE 01-15-2022 REG 3/16/2012 6/18/2013 521,370 510,179 11,190

600,000 US TREAS NTS INDEX LINKED NOTE .125 DUE 01-15-2022 REG 3/22/2012 6/18/2013 625,643 611,660 13,983

TOTAL US GOVERNMENT NOTES & BONDS 161,141,813 163,605,923 (2,464,110)

3,100,000 BUY TO OPEN REPO W/BARCLAYS .04% FROM 12-23-2013 TO 12-24-2013 12/24/2013 3,100,000 3,100,000 -

7,200,000 BUY TO OPEN REPO W/BARCLAYS .07% FROM 12-18-2013 TO 12-19-2013 12/19/2013 7,200,000 7,200,000 -

4,500,000 BUY TO OPEN REPO W/BARCLAYS CAPITA .03% FROM 08-12-2013 TO 08-13-2013 8/12/2013 4,500,000 4,500,000 -

100,000 BUY TO OPEN REPO W/BARCLAYS CAPITA .07% FROM 04-25-2013 TO 04-26-2013 4/25/2013 100,000 100,000 -





14,100,000 BUY TO OPEN REPO W/BNP PARIB .04% FROM 12-13-2013 TO 12-16-2013 12/16/2013 14,100,000 14,100,000 -

9,200,000 BUY TO OPEN REPO W/BNP PARIB .06% FROM 12-19-2013 TO 12-20-2013 12/20/2013 9,200,000 9,200,000 -

7,700,000 BUY TO OPEN REPO W/BNP PARIBAS SEC .01% FROM 10-23-2013 TO 10-24-2013 10/23/2013 7,700,000 7,700,000 -


700,000 BUY TO OPEN REPO W/BNP PARIBAS SEC .05% FROM 09-20-2013 TO 09-23-2013 9/20/2013 700,000 700,000 -







PAGE 24 OF 27


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(D) DATESOLD










7,700,000 BUY TO OPEN REPO W/BNP PARIBAS U.S .03% FROM 10-22-2013 TO 10-23-2013 10/22/2013 7,700,000 7,700,000 -

3,900,000 BUY TO OPEN REPO W/CHASE SEC .04% FROM 12-23-2013 TO 12-24-2013 12/24/2013 3,900,000 3,900,000 -




900,000 BUY TO OPEN REPO W/CHASE SECURITIE .08% FROM 01-23-2013 TO 01-24-2013 1/23/2013 900,000 900,000 -

2,200,000 BUY TO OPEN REPO W/CHASE SECURITIE .09% FROM 10-04-2013 TO 10-07-2013 10/4/2013 2,200,000 2,200,000 -


1,200,000 BUY TO OPEN REPO W/CHASE SECURITIE .12% FROM 01-18-2013 OPEN MATURITY 1/18/2013 1,200,000 1,200,000 -












14,100,000 BUY TO OPEN REPO W/CITIGROUP .04% FROM 12-12-2013 TO 12-13-2013 12/13/2013 14,100,000 14,100,000 -











4,500,000 BUY TO OPEN REPO W/CITIGROUP GLOBA .01% FROM 08-22-2013 TO 08-23-2013 8/22/2013 4,500,000 4,500,000 -



500,000 BUY TO OPEN REPO W/CITIGROUP GLOBA .02% FROM 05-29-2013 TO 05-30-2013 5/29/2013 500,000 500,000 -

















PAGE 25 OF 27


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(D) DATESOLD











































800,000 BUY TO OPEN REPO W/CREDIT SUISSE F .07% FROM 11-04-2013 TO 11-05-2013 11/4/2013 800,000 800,000 -

1,200,000 BUY TO OPEN REPO W/CREDIT SUISSE F .08% FROM 01-22-2013 TO 01-23-2013 1/22/2013 1,200,000 1,200,000 -


1,400,000 BUY TO OPEN REPO W/CREDIT SUISSE F .16% FROM 01-25-2013 TO 01-28-2013 1/25/2013 1,400,000 1,400,000 -

500,000 BUY TO OPEN REPO W/GOLDMAN SACHS & .05% FROM 04-24-2013 TO 04-25-2013 4/24/2013 500,000 500,000 -



2,200,000 BUY TO OPEN REPO W/GOLDMAN SACHS & .07% FROM 10-08-2013 TO 10-09-2013 10/8/2013 2,200,000 2,200,000 -


9,000,000 BUY TO OPEN REPO W/MLPFS INC .02% FROM 12-30-2013 TO 12-31-2013 12/31/2013 9,000,000 9,000,000 -





4,100,000 BUY TO OPEN REPO W/MLPFS INC/FIXED .01% FROM 10-21-2013 TO 10-22-2013 10/21/2013 4,100,000 4,100,000 -




PAGE 26 OF 27


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(D) DATESOLD




200,000 BUY TO OPEN REPO W/MLPFS INC/FIXED .14% FROM 02-19-2013 TO 02-20-2013 2/19/2013 200,000 200,000 -


900,000 BUY TO OPEN REPO W/MORGAN STANLEY .02% FROM 06-26-2013 TO 06-27-2013 6/26/2013 900,000 900,000 -









14,800,000 BUY TO OPEN REPO W/MORGAN STANLEY .05% FROM 09-09-2013 TO 09-10-2013 9/9/2013 14,800,000 14,800,000 -
































PAGE 27 OF 27


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(D) DATESOLD











9,100,000 BUY TO OPEN REPO W/TORONTO D .04% FROM 12-26-2013 TO 12-27-2013 12/27/2013 9,100,000 9,100,000 -





6,300,000 BUY TO OPEN REPO W/TORONTO DOMINIO .05% FROM 10-21-2013 TO 10-22-2013 10/21/2013 6,300,000 6,300,000 -



100,000 BUY TO OPEN REPO W/TORONTO DOMINIO .15% FROM 03-01-2013 TO 03-04-2013 3/1/2013 100,000 100,000 -


TOTAL 695,500,000 695,500,000 -

1,900,000 FED HOME LN DISCOUNT NT 03-28-2014 9/26/2013 11/7/2013 1,899,405 1,899,280 125

1,400,000 FED HOME LN DISCOUNT NT 07-29-2013 6/26/2013 7/25/2013 1,400,000 1,399,938 62

7,400,000 FED HOME LN DISCOUNT NT DUE 01-08-2014 10/8/2013 11/14/2013 7,399,231 7,397,531 1,700

800,000 FED HOME LN DISCOUNT NT DUE 01-08-2014 10/8/2013 11/7/2013 799,945 799,733 212

5,400,000 FED HOME LN DISCOUNT NT DUE 01-08-2014 10/8/2013 10/11/2013 5,397,864 5,398,198 (334)

1,400,000 FED HOME LN DISCOUNT NT DUE 10-23-2013 7/24/2013 7/25/2013 1,399,825 1,399,834 (9)

1,200,000 FEDERAL HOME LN BK DISC NT 0 DUE 11-08-2013 9/9/2013 9/16/2013 1,199,965 1,199,921 43

9,400,000 FEDERAL HOME LN BK DISC NT 0 DUE 11-08-2013 9/9/2013 10/11/2013 9,399,050 9,399,384 (334)

5,000,000 FEDERAL HOME LN BK DISC NT 0 DUE 11-08-2013 9/9/2013 9/17/2013 4,999,863 4,999,672 191

200,000 FHLMC DISC NT 02-04-2014 3/12/2013 3/15/2013 199,712 199,708 4

1,400,000 FHLMC DISC NT 09-09-2013 DISC NT 6/12/2013 6/26/2013 1,399,712 1,399,743 (31)

2,100,000 FREDDIE MAC DISCOUNT NT 01-23-2014 6/12/2013 7/25/2013 2,099,045 2,098,563 482

TOTAL 37,593,616 37,591,505 2,111

TOTAL COMMERCIAL PAPER 733,093,616 733,091,505 2,111

0 #REORG/QWEST STOCK MERGER CENTURYLINK INC COM 2117900 4-1-2011 1/31/2013 36 - 36



TOTAL EQUITIES 70,725 - 70,725




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(D) DATESOLD




119,000 UNITED STATES OF AMER TREAS BILLS 0 BDS USD1000 04-15-2013 3/6/2013 4/15/2013 119,000 119,000 -

84,000 UNITED STATES OF AMER TREAS BILLS 0 BDS USD1000 04-15-2013 3/4/2013 3/11/2013 83,993 83,991 2



100,000 UNITED STATES OF AMER TREAS BILLS 0 TB DUE 05-29-2014 USD1000 6/10/2013 6/19/2013 99,890 99,880 10

21,000 UNITED STATES TREAS BILLS DUE 02-14-2013 REG 8/20/2012 1/9/2013 20,999 20,997 2






89,000 US FEDERAL TREASURY BILLS 04-04-2013 UNITED STATES TREAS BILLS 10/1/2012 1/22/2013 88,990 88,976 14

124,000 US FEDERAL TREASURY BILLS 08-22-2013 DTD08/23/2012 9/26/2012 3/4/2013 123,936 123,905 31

125,000 US FEDERAL TREASURY BILLS 08-22-2013 DTD08/23/2012 9/26/2012 3/6/2013 124,937 124,906 32

TOTAL US T-BILLS 1,607,045 1,606,644 401

871 BANC AMER LARGE LN TR 2010-HLTN CTF 144AFLTG DUE 11-15-2015 BEO 3/27/2013 4/17/2013 871 878 (7)






176,706 BANC AMER LARGE LN TR 2010-HLTN CTF 144AFLTG DUE 11-15-2015 BEO 3/27/2013 9/26/2013 176,940 178,059 (1,118)

100,000 EXPORT IMPORT BK KOREA NT 4% DUE 01-29-2021 REG 10/13/2010 9/25/2013 102,750 99,536 3,214

300,000 EXPORT IMPORT BK KOREA NT 5.875% DUE 01-14-2015 REG 7/7/2009 9/25/2013 318,780 299,544 19,236

300,000 EXPORT IMPORT BK KOREA NT 5.875% DUE 01-14-2015 REG 8/12/2009 9/25/2013 318,780 301,191 17,589

28,823 FNMA POOL #AE1761 4% 09-01-2040 BEO 10/31/2011 2/4/2013 28,823 29,930 (1,107)

25,342 FNMA POOL #AE1761 4% 09-01-2040 BEO 10/31/2011 3/25/2013 25,342 26,316 (973)

36,316 FNMA POOL #AE1761 4% 09-01-2040 BEO 10/31/2011 1/3/2013 36,316 37,711 (1,394)

0 FNMA POOL #AE1761 4% 09-01-2040 BEO 10/31/2011 3/1/2013 - 0 (0)

100,000 FNMA POOL #AB3745 4% 10-01-2041 BEO 2/12/2013 2/20/2013 106,301 106,148 152

536,170 FNMA POOL #AE1761 4% 09-01-2040 BEO 10/31/2011 2/26/2013 571,523 556,758 14,766

499,950 FNMA POOL #AE2537 4% 10-01-2040 BEO 2/12/2013 2/20/2013 531,451 530,689 762

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES AUGUST 7/31/2013 7/31/2013 2,017,695 2,017,695 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES AUGUST 7/18/2013 7/30/2013 2,017,695 2,021,250 (3,555)

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES SEPTEMBER 8/30/2013 8/30/2013 1,999,922 1,999,922 -

2,000,000 FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES SEPTEMBER 7/30/2013 7/31/2013 1,999,922 2,011,875 (11,953)

1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/21/2013 2/21/2013 1,063,008 1,063,008 -

500,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/12/2013 2/20/2013 531,504 530,742 762





1,000,000 FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES MARCH 2/21/2013 2/21/2013 1,063,008 1,063,008 -

200,000 RSHB CAP S A 5.298% DUE 12-27-2017 6/18/2012 8/6/2013 206,375 200,000 6,375

TOTAL MORTGAGE BACKED SECURITIES 14,714,929 14,669,922 45,007

400,000 PVTPL BARCLAYS BK PLC BARCLAYS BANK PLC 6.05% DUE 12-04-2017 BEO 12/7/2007 4/9/2013 454,884 398,473 56,411

200,000 ROYAL BK SCOTLAND 3.95% DUE 09-21-2015 9/13/2010 1/14/2013 214,696 199,766 14,930




PAGE 2 OF 19


(C) DATEACQUIRED

(D) DATESOLD




400,000 CAP 1 BK USA NATL 8.8% DUE 07-15-2019 5/13/2010 2/11/2013 536,444 466,816 69,628

400,000 CAPITAL ONE CAP V 10.25% DUE 08-15-2039 9/28/2010 1/2/2013 400,000 430,548 (30,548)

100,000 CITIGROUP INC 6.375% DUE 08-12-2014 8/5/2009 9/16/2013 105,250 99,759 5,491



92,000 CITIGROUP INC 6.375% DUE 08-12-2014 6/27/2013 9/16/2013 96,830 97,122 (292)

300,000 MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00676 6.15 DUE 04-25-2013 6/29/2009 4/25/2013 300,000 299,707 293

200,000 REGIONS FINL CORP 4.875% DUE 04-26-2013 4/21/2010 4/26/2013 200,000 199,864 136

300,000 SLM CORP FR SNR EMTN 06/2013 EUR1000 11/18/2009 6/17/2013 400,200 418,961 (18,761)

206,000 TOLEDO EDISON CO 7.25% DUE 05-01-2020 5/6/2009 8/28/2013 265,363 214,102 51,261




100,000 VEOLIA 6% DUE 06-01-2018 9/7/2012 6/12/2013 118,110 115,609 2,501

223,918 GAZPROM INTL SA 7.201% BDS 1/2/20 USD '1' 7/1/2009 2/1/2013 265,356 215,241 50,115

14,400 PVTPL AWAS AVIATION CAP LTD SR SECD NT 144A 7% DUE 10-15-2016/10-18-2010 BEO 2/1/2013 4/15/2013 14,400 15,264 (864)

14,702 AMERN AIRLS PASS 10.375% DUE 07-02-2019 10/29/2009 12/20/2012 14,702 16,320 (1,617)




4,537 AMERN AIRLS PASS 5.25% DUE 07-31-2022 1/20/2011 7/31/2013 4,537 4,537 -

4,556 AMERN AIRLS PASS 5.25% DUE 07-31-2022 1/20/2011 1/31/2013 4,556 4,556 -

14,399 CONTL AIRLS PASS 6% DUE 01-12-2019 11/18/2010 1/12/2013 14,399 14,554 (155)

14,277 CONTL AIRLS PASS 6% DUE 01-12-2019 11/18/2010 7/12/2013 14,277 14,410 (133)

476 CVS CAREMARK CORP 6.94299983978% DUE 01-10-2030 8/19/2013 9/10/2013 476 546 (71)

4,749 DELTA AIR LINES 6.2% DUE 01-02-2020 6/29/2010 1/2/2013 4,749 4,803 (53)




584 PVTPL CVS CAREMARK CORP PASSTHRU CTF 144A 7.507 DUE 01-10-2032/12-22-2009 BEO 12/7/2009 5/10/2013 584 584 -









3,215 PVTPL STEELRIVER TRANSM CO LLC SR NT 144A 4.71 DUE 06-30-2017/11-22-2010 BEO 11/17/2010 3/29/2013 3,215 3,215 -

3,265 PVTPL STEELRIVER TRANSM CO LLC SR NT 144A 4.71 DUE 06-30-2017/11-22-2010 BEO 11/17/2010 6/28/2013 3,265 3,265 -

70,343 UTD AIRLINES INC 10.4 DUE 11-01-2016 10/6/2009 5/1/2013 70,343 71,398 (1,055)

400,000 CATERPILLAR FIN(AU 4.25% MTN 03/09/14 AUD10000 8/24/2012 9/25/2013 379,817 419,006 (39,190)

100,000 INCITEC PIVOT LTD 4% DUE 12-07-2015 11/30/2010 9/26/2013 104,359 99,630 4,729

300,000 PVTPL ASCIANO FIN LTD GTD SR NT 144A 5% DUE 04-07-2018 BEO 3/31/2011 9/24/2013 319,115 298,887 20,229

200,000 PVTPL QBE INS GROUP LTD 2.4 05-01-2018 4/24/2013 9/25/2013 195,219 199,663 (4,444)

300,000 SYDNEY AIRPORT FINANCE 144A 5.125 DUE 02-22-2021 9/30/2010 9/25/2013 317,412 299,786 17,625

500,000 WESFARMERS LTD 144A 2.983 DUE 05-18-2016 5/9/2011 9/25/2013 521,645 500,000 21,645

200,000 QTEL INTL FIN LTD 4.75% DUE 02-16-2021 10/6/2010 9/25/2013 211,200 198,730 12,470

550,000 BANCO DO BRASIL S 3.875 DUE 10-10-2022 1/10/2013 5/30/2013 524,563 555,339 (30,777)

350,000 BANCO DO BRASIL S 3.875 DUE 10-10-2022 1/10/2013 9/25/2013 307,563 353,301 (45,738)

100,000 BANCO SANTANDER S 4.5% DUE 04-06-2015 12/1/2010 9/25/2013 103,000 100,235 2,765




PAGE 3 OF 19


(C) DATEACQUIRED

(D) DATESOLD




100,000 BANCO SANTANDER S A GLOBAL MEDIUM TERM NTRANCHE # TR 00002 4.5 DUE 04-06-2015 12/1/2010 9/25/2013 103,000 100,226 2,774

300,000 PETROBRAS INTL FIN 5.875% DUE 03-01-2018 8/19/2010 8/20/2013 319,719 320,122 (403)

150,000 PETROBRAS INTL FIN 6.75% DUE 01-27-2041 3/26/2012 9/25/2013 148,125 175,142 (27,017)

500,000 PETROBRAS INTL FIN 7.875% DUE 03-15-2019 7/2/2009 9/25/2013 578,125 526,004 52,121

200,000 PETROBRAS INTL FIN 7.875% DUE 03-15-2019 7/29/2013 9/25/2013 231,250 229,690 1,560

300,000 PVTPL BANCO BRADESCO S A GRAND CAYMAN BRH GLOB VAR RT DUE 05-16-2014 5/9/2011 9/25/2013 303,000 300,000 3,000

200,000 PVTPL BANCO SANTANDER BRASIL S A 4.625 DUE 02-13-2017 REG 10/25/2012 9/25/2013 206,630 209,958 (3,328)

200,000 PVTPL BANCO SANTANDER BRASIL S A 4.625 DUE 02-13-2017 REG 9/6/2012 9/25/2013 206,630 202,010 4,620

200,000 PVTPL BANCO SANTANDER BRASIL S A 4.625 DUE 02-13-2017 REG 9/6/2012 9/25/2013 206,630 202,010 4,620

100,000 PVTPL CSN IS XI CORP SR UNSECD GTD NT 144A 6.875% DUE 09-21-2019 BEO 7/28/2011 9/25/2013 103,500 107,949 (4,449)

300,000 PVTPL GERDAU HLDGS INC GTD BD 144A 7% DUE 01-20-2020 BEO 12/18/2009 9/25/2013 321,750 305,768 15,982

300,000 PVTPL CNPC GEN CAP LTD GTD SR NT 144A 1.45% DUE 04-16-2016 BEO 4/9/2013 9/25/2013 297,924 299,740 (1,816)

400,000 ENCANA CORP 6.5% DUE 02-01-2038 9/7/2012 9/25/2013 440,008 478,551 (38,543)

500,000 PVTPL CANADIAN OIL SANDS LTD SR NT 144A 7.75% DUE 05-15-2019 BEO 5/7/2009 9/24/2013 607,706 499,912 107,794

400,000 PVTPL HARVEST OPERATIONS CORP GTD NT 144A 2.125% DUE 05-14-2018 BEO 5/7/2013 9/25/2013 388,000 398,655 (10,655)

300,000 ROGERS 6.8% DUE 08-15-2018 5/6/2009 9/25/2013 359,367 310,909 48,458

400,000 ROGERS 6.8% DUE 08-15-2018 5/11/2009 9/25/2013 479,156 411,997 67,159

300,000 XSTRATA FIN CDA STEP CPN 2.7% DUE 10-25-2017 10/18/2012 9/24/2013 298,082 299,586 (1,504)

500,000 VALE OVERSEAS LTD 4.625% DUE 09-15-2020 12/13/2010 8/21/2013 493,125 496,435 (3,310)

300,000 BANCO DEL ESTADO 2% DUE 11-09-2017 5/7/2013 9/25/2013 293,250 301,773 (8,523)

200,000 ENN ENERGY HOLDINGS LTD 6 DUE 05-13-2021 2/21/2013 9/25/2013 211,320 229,362 (18,042)

400,000 BANQUE PSA FINANCE 4.875% EMTN 25/9/15 EUR1000 12/11/2012 9/25/2013 561,558 532,011 29,547

600,000 BNP PARIBAS SUB NT NON CUMULATIVE TIER 1144A 5.186 DUE 06-29-2049 BEO 6/17/2005 4/17/2013 584,250 600,000 (15,750)

100,000 BNP PARIBAS TRANCHE # TR 143 3.25 03-03-2023 2/25/2013 2/25/2013 99,375 99,291 84

200,000 PVTPL CR AGRICOLE S A FLTG RT DUE 01-21-2014 1/13/2011 9/25/2013 200,804 200,000 804

200,000 PVTPL RCI BANQUE S A SR NT 144A 3.5% DUE04-03-2018 BEO 3/25/2013 9/25/2013 203,460 199,720 3,740

200,000 ICICI BK LTD 4.75% DUE 11-25-2016 2/21/2013 9/25/2013 205,200 211,767 (6,567)

228,000 PVTPL AWAS AVIATION CAP LTD SR SECD NT 144A 7% DUE 10-15-2016/10-18-2010 BEO 2/1/2013 9/25/2013 236,265 241,680 (5,415)

200,000 INTESA SANPAOLO S 3.625% DUE 08-12-2015 8/4/2010 9/25/2013 202,888 199,900 2,988

300,000 PVTPL INTESA SANPAOLO S P A SR MED TERM NT CL X 6.5 2-24-2021 2/14/2011 9/25/2013 314,691 298,176 16,515

200,000 TELECOM ITALIA CAP 5.25% DUE 11-15-2013 7/10/2009 2/13/2013 205,260 200,324 4,936

400,000 TELECOM ITALIA CAP 5.25% DUE 11-15-2013 7/10/2009 9/25/2013 401,800 400,120 1,680

200,000 BAA (SH) PLC 2.5 DUE 06-25-2017 BEO 6/18/2012 9/26/2013 204,020 199,891 4,129

300,000 EXPORT-IMPORT BK KOREA 1.75 DUE 02-27-2018 BEO 2/20/2013 9/25/2013 291,600 299,129 (7,529)

300,000 PVTPL KOREA EAST-WEST PWR CO LTD SR NT 144A 2.5% DUE 07-16-2017 BEO 1/23/2013 9/25/2013 301,050 306,727 (5,677)

200,000 PVTPL KOREA EXCHANGE BK DEB 144A 3.125% DUE 06-26-2017 BEO 6/18/2012 9/26/2013 205,800 199,171 6,629

300,000 PVTPL KOREA HYDRO & NUCLEAR PWR CO LTD NT 144A 6.25% DUE 06-17-2014 REG 7/19/2010 1/23/2013 321,417 311,477 9,940

200,000 PVTPL SHINHAN BANK 4.125 DUE 10-04-2016 BEO 3/28/2011 9/25/2013 213,220 199,322 13,898

250,000 ROSNEFT FINANCE S. 7.25% NTS 02/02/20 USD'REGS 4/28/2010 9/25/2013 283,250 256,307 26,943

200,000 PVTPL BBVA BANCOMER S A INSTITUCION DE BANCA M SUB PFD NT 144A 6.5 DUE 6/13/2011 9/25/2013 208,000 202,062 5,938

200,000 PVTPL BBVA BANCOMER S A INSTITUCION DE BANCA M SUB PFD NT 144A 6.5 DUE 6/14/2011 9/25/2013 208,000 202,877 5,123

300,000 DEUTSCHE TELEKOM 6.75% DUE 08-20-2018 5/6/2009 9/24/2013 360,071 311,850 48,221

500,000 DEUTSCHE TELEKOM 6.75% DUE 08-20-2018 5/11/2009 9/24/2013 600,118 516,347 83,771

400,000 LYONDELLBASELL 5.75% DUE 04-15-2024 4/11/2013 9/25/2013 447,732 467,399 (19,667)

100,000 PVTPL HEINEKEN N V SR NT 2.75 DUE 04-01-2023 BEO 10/2/2012 3/11/2013 96,627 99,818 (3,191)

400,000 PVTPL LEASEPLAN CORP N V 2.5 DUE 05-16-2018 REG 5/7/2013 9/24/2013 389,416 398,271 (8,855)

200,000 RABOBANK NEDERLAND 6.875% SNR 19/03/20 EUR1000 9/28/2010 9/25/2013 298,522 265,151 33,371

200,000 RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO 6/16/2009 9/25/2013 260,250 220,799 39,451

100,000 RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO 6/18/2009 9/25/2013 130,125 109,905 20,220

250,000 VOLKSWAGEN INTL 1.6% DUE 11-20-2017 11/13/2012 9/24/2013 247,495 249,254 (1,760)

300,000 PVTPL GTD NT SER G 144A 6.75% DUE 09-30-2019 BEO 9/3/2009 9/25/2013 354,000 312,988 41,012




PAGE 4 OF 19


(C) DATEACQUIRED

(D) DATESOLD




400,000 PVTPL RAS LAFFAN LNG 3 GTD NT SER F 144A5.5 DUE 09-30-2014 BEO 8/19/2009 9/25/2013 417,200 402,622 14,578

100,000 GAZ CAPITAL SA 9.25% NTS 23/04/19 USD10000 3/13/2012 6/4/2013 125,750 121,713 4,037

100,000 PVTPL GAZ CAP SA LUXEMBOURG LN PARTN NT SER 20 144A 9.25% DUE 04-23-2019 BEO 2/28/2011 9/25/2013 123,250 123,000 250

300,000 PVTPL ROSNEFT INTL FIN LTD LN PARTN CTF 3.149% DUE 03-06-2017 REG 2/1/2013 7/12/2013 297,000 301,685 (4,685)

300,000 PVTPL TNK-BP FIN S A GTD NT SER 8 144A 7.25% DUE 02-02-2020 BEO 1/27/2010 9/25/2013 339,900 296,292 43,608

500,000 PVTPL TRANSCAPITALINVEST LTD LN PARTN NT144A 8.7% DUE 08-07-2018 BEO 12/13/2010 9/25/2013 610,000 578,212 31,788

100,000 ROSNEFT FINANCE S. 6.625% GTD MTN 03/17 USD 2/16/2012 9/25/2013 110,500 105,481 5,019

200,000 ROSNEFT FINANCE S. 7.875% MTN 13/03/18 USD'REG 4/11/2011 5/29/2013 235,700 220,716 14,984

100,000 RZD CAPITAL PLC 5.739% BDS 04/17 USD REGS 5/14/2010 9/25/2013 107,375 99,654 7,721



250,000 SB CAPITAL SA 5.4% MTN 24/03/2017 USD1000 1/12/2011 9/25/2013 267,188 251,317 15,871

550,000 TRANSCAPITALINVEST 5.67% BDS 05/03/14 USD REGS 7/1/2009 9/25/2013 561,275 543,407 17,868

100,000 TRANSCAPITALINVEST 8.7% NTS 07/08/18 USD'REGS 9/27/2010 6/4/2013 124,500 116,118 8,382

200,000 WHITE NIGHTS FIN 10.5% MTN 25/03/2014 USD 8/20/2010 9/25/2013 208,000 205,933 2,067

300,000 TELEFONICA 4.949% DUE 01-15-2015 10/10/2012 9/25/2013 312,180 307,017 5,163

200,000 TELEFONICA EMISIONES S A U 6.221 DUE 07-03-2017 5/11/2009 4/30/2013 228,157 206,095 22,062

400,000 TELEFONICA EMISIONES S A U 6.221 DUE 07-03-2017 5/11/2009 9/25/2013 444,156 411,053 33,103

600,000 CR SUISSE AG TRANCHE # TR 00005 3.5 DUE 03-23-2015 3/18/2010 9/25/2013 625,116 599,699 25,417

100,000 TRANSOCEAN INC 6.5% DUE 11-15-2020 1/3/2011 9/25/2013 111,663 105,869 5,794




200,000 PVTPL DOLPHIN ENERGY LIMITED LLC SR SECDBD 144A 3C7 5.5% DUE 12-15-2021 BEO 2/7/2012 9/25/2013 219,250 200,000 19,250

200,000 ABBEY NATL TREAS SVCS PLC GTD NT FLTG RATE DUE 04-25-2014 REG 4/20/2011 9/25/2013 201,566 200,000 1,566

100,000 BARCLAYS BANK PLC 14%-VAR SUB PERP GBP50000 6/3/2009 9/25/2013 214,192 166,820 47,373

100,000 BARCLAYS BANK PLC 14%-VAR SUB PERP GBP50000 6/17/2009 9/25/2013 214,192 187,865 26,327

100,000 BP CAP MARKETS PLC 5.25% DUE 11-07-2013 5/14/2010 9/25/2013 100,508 100,303 205

100,000 BP CAP MKTS P L C 3.2% DUE 03-11-2016 3/8/2011 9/25/2013 105,168 99,953 5,215

300,000 BRITISH TELECOMMUNICATIONS PLC SR NT 2 DUE 06-22-2015 6/19/2012 9/25/2013 305,310 299,976 5,334

200,000 HBOS PLC 5.374% SUB MTN 30/06/21 EUR 7/26/2013 9/27/2013 276,361 260,353 16,008

100,000 HSBC HOLDINGS PLC 5.1 DUE 04-05-2021 10/22/2012 9/24/2013 110,271 115,306 (5,035)

100,000 LLOYDS BANK PLC 7.625% MTN 22/04/2025 GBP 7/2/2012 5/30/2013 181,191 139,553 41,638

400,000 LLOYDS BANK PLC 7.625% MTN 22/04/2025 GBP 7/2/2012 5/30/2013 724,764 557,231 167,533

250,000 PEARSON FDG 5 PLC 3.25% DUE 05-08-2023 5/1/2013 9/24/2013 229,073 249,694 (20,622)

300,000 PVTPL STANDARD CHARTERED PLC SUB NT 3.9501-11-2023 1/8/2013 9/25/2013 279,378 299,676 (20,298)

200,000 ABB FIN USA INC 1.625 DUE 05-08-2017 5/3/2012 9/24/2013 200,055 198,977 1,078

100,000 ADT CORP 3.5% DUE 07-15-2022 2/11/2013 9/24/2013 84,500 97,686 (13,186)

300,000 ALLEGHANY CORP DEL 5.625% DUE 09-15-2020 9/15/2010 9/26/2013 331,323 299,166 32,157

100,000 ALTRIA GROUP INC 4.75% DUE 05-05-2021 5/2/2011 9/24/2013 106,302 99,660 6,642



500,000 AMAZON COM INC 2.5% DUE 11-29-2022 11/26/2012 9/24/2013 455,765 495,905 (40,140)

200,000 AMB PPTY L P 4% DUE 01-15-2018 11/9/2010 9/25/2013 211,416 199,128 12,288

85,634 AMERN AIRLS PASS 5.25% DUE 07-31-2022 1/20/2011 9/25/2013 89,274 85,634 3,639

900,000 AMERN INTL GROUP 8.25% DUE 08-15-2018 8/13/2008 9/24/2013 1,121,354 900,000 221,354

600,000 AMERN INTL GROUP INC MEDIUM TERM NTS TRANCHE # TR 00079 5.85 DUE 01-16-2018 12/7/2007 9/24/2013 683,014 598,373 84,641

100,000 AMERN TOWER CORP 3.5% DUE 01-31-2023 1/3/2013 9/24/2013 88,202 99,237 (11,035)

300,000 AMERN TOWER CORP 5.05% DUE 09-01-2020 8/11/2010 9/25/2013 306,966 299,740 7,226

100,000 AMERN TOWER CORP SR NT 7.25 DUE 05-15-2019 2/10/2011 9/25/2013 116,078 109,079 6,999

100,000 AMERN TOWER CORP SR NT 7.25 DUE 05-15-2019 2/10/2011 9/25/2013 116,078 108,978 7,100




PAGE 5 OF 19


(C) DATEACQUIRED

(D) DATESOLD




1,000,000 AMGEN INC 4.1% DUE 06-15-2021 11/28/2012 9/24/2013 1,037,254 1,102,211 (64,957)

400,000 ANHEUSER BUSCH COS 5.5% DUE 01-15-2018 5/16/2013 9/25/2013 461,907 469,689 (7,782)

500,000 APPALACHIAN PWR CO 7.95% DUE 01-15-2020 5/11/2009 9/24/2013 628,713 535,128 93,585

53,000 AT&T INC 4.3 DUE 12-15-2042 5/11/2009 9/25/2013 44,463 38,707 5,756

945,000 AT&T INC 5.35% DUE 09-01-2040 5/11/2009 9/25/2013 914,599 901,394 13,206

300,000 AVIATION CAP GROUP 7.125% DUE 10-15-2020 9/30/2010 9/25/2013 328,500 300,000 28,500

100,000 AVIATION CAP GROUP 7.125% DUE 10-15-2020 2/23/2011 9/25/2013 109,500 103,166 6,334

600,000 BANK AMER CORP 4.5% DUE 04-01-2015 3/8/2010 9/25/2013 630,102 599,809 30,293

400,000 BANK AMER CORP 6.5% DUE 08-01-2016 8/7/2013 9/25/2013 453,884 451,305 2,579

525,000 BEAR STEARNS COS 7.25% DUE 02-01-2018 11/9/2009 9/24/2013 630,826 569,622 61,203

300,000 BIOMED RLTY L P 4.25% DUE 07-15-2022 6/21/2012 9/24/2013 292,921 297,655 (4,733)

500,000 BURL NORTHN SANTA 3.05% DUE 09-01-2022 8/16/2012 1/31/2013 506,540 497,986 8,554

230,000 CAPITAL ONE BK USA NATL ASSN GLEN ALLEN 3.375 DUE 02-15-2023 REG 5/13/2010 9/25/2013 216,453 223,682 (7,229)

250,000 CAPITAL ONE BK USA NATL ASSN GLEN ALLEN 3.375 DUE 02-15-2023 REG 5/13/2010 6/17/2013 245,160 243,133 2,027

140,000 CHEVRON CORP NEW 1.104% DUE 12-05-2017 11/28/2012 9/25/2013 137,879 140,000 (2,121)



100,000 CITIGROUP INC GLOBAL NT FLTG DUE 07-25-2016 REG 7/18/2013 9/24/2013 100,884 100,000 884

200,000 CITIGROUP INC SUB NT 5% DUE 09-15-2014 4/1/2011 9/25/2013 207,488 202,634 4,854

100,000 CITIGROUP INC SUB NT DUE 06-09-2016 BEO 8/8/2013 9/25/2013 97,757 97,045 712

300,000 CLIFFS NAT RES INC 4.8% DUE 10-01-2020 11/2/2012 9/24/2013 286,607 298,537 (11,930)

100,000 CLIFFS NAT RES INC 4.8% DUE 10-01-2020 11/2/2012 5/23/2013 98,326 99,493 (1,167)

100,000 CLIFFS NAT RES INC 4.875% DUE 04-01-2021 9/7/2012 5/23/2013 98,206 96,335 1,871

100,000 CLIFFS NAT RES INC 4.875% DUE 04-01-2021 9/7/2012 4/8/2013 98,945 96,288 2,657

200,000 COMCAST CORP NEW 5.7% DUE 07-01-2019 10/6/2009 5/28/2013 242,350 207,722 34,628



100,000 CONAGRA FOODS INC 3.25% DUE 09-15-2022 9/10/2012 9/24/2013 94,808 99,492 (4,685)

800,000 CONS EDISON CO N Y 6.65% DUE 04-01-2019 5/11/2009 9/25/2013 976,320 852,054 124,266

500,000 CONTL AIRLS INC 4% DUE 04-29-2026 9/19/2012 9/25/2013 485,000 500,000 (15,000)

200,000 CONTL AIRLS INC 4% DUE 04-29-2026 9/20/2012 9/25/2013 194,000 203,000 (9,000)

148,898 CONTL AIRLS PASS 6% DUE 01-12-2019 11/18/2010 9/25/2013 153,924 150,337 3,586

173,253 CVS CAREMARK CORP 6.94299983978% DUE 01-10-2030 8/19/2013 9/25/2013 203,081 199,038 4,043

200,000 DCP MIDSTREAM OPER 3.25% DUE 10-01-2015 9/23/2010 3/14/2013 208,256 199,918 8,338

75,834 DELTA AIR LINES 6.2% DUE 01-02-2020 6/29/2010 9/26/2013 83,607 76,687 6,920

403,650 DELTA AIR LINES 6.821% DUE 02-10-2024 8/20/2010 9/25/2013 449,565 416,768 32,797

311,000 ENERGY TRANSFER 9.7% DUE 03-15-2019 5/11/2009 9/26/2013 402,347 311,000 91,347

600,000 ENTERPRISE PRODS 3.35% DUE 03-15-2023 3/11/2013 9/25/2013 570,852 599,475 (28,623)

100,000 FID NATL 3.5% DUE 04-15-2023 4/10/2013 9/26/2013 89,443 99,239 (9,796)

100,000 FIRST AMERN FINL CORP SR NT 4.3 DUE 02-01-2023 1/25/2013 9/25/2013 96,684 100,681 (3,997)

200,000 FIRSTENERGY 6.05% DUE 08-15-2021 8/15/2013 9/24/2013 216,878 212,195 4,682

100,000 FORD MTR CR CO LLC 12% DUE 05-15-2015 4/2/2013 9/25/2013 116,991 116,252 739

200,000 FORD MTR CR CO LLC 3.875% DUE 01-15-2015 10/10/2012 9/25/2013 207,038 205,229 1,809

500,000 FORD MTR CR CO LLC 3.984 DUE 06-15-2016 6/14/2011 9/25/2013 528,933 500,000 28,933

300,000 FORD MTR CR CO LLC 7% DUE 04-15-2015 5/30/2012 9/25/2013 326,077 319,814 6,263




900,000 GOLDMAN SACHS 6.15% DUE 04-01-2018 3/25/2008 9/25/2013 1,031,598 899,135 132,463

600,000 GOLDMAN SACHS 6.15% DUE 04-01-2018 7/28/2011 9/25/2013 687,732 640,909 46,823

100,000 GOLDMAN SACHS 6.15% DUE 04-01-2018 6/18/2012 9/25/2013 114,622 105,280 9,342




PAGE 6 OF 19


(C) DATEACQUIRED

(D) DATESOLD




200,000 GOLDMAN SACHS GROUP INC 5.95 DUE 01-18-2018 8/9/2013 9/25/2013 227,074 226,060 1,014

100,000 GOLDMAN SACHS GROUP INC 5.95 DUE 01-18-2018 8/20/2013 9/25/2013 113,537 111,802 1,735

400,000 GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGS 5.75 10/01/16 5.75 10-1-16 BEO 7/24/2007 9/25/2013 446,792 394,906 51,886

100,000 GOLDMAN SACHS GROUP INC FRN SNR 01/2017 EUR50000 DUE 01-30-2017 BEO 2/10/2011 8/20/2013 131,008 131,512 (503)

600,000 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENTRY NT 5.375% DUE 03-15-2020 3/1/2010 5/29/2013 684,792 596,045 88,747

200,000 HCP INC 5.375% DUE 02-01-2021 1/19/2011 9/25/2013 218,524 199,190 19,334

500,000 HLTH CARE SVC CORP 4.7% DUE 01-15-2021 1/4/2011 9/26/2013 528,135 498,840 29,295

100,000 HOSPIRA INC 5.2% DUE 08-12-2020 8/7/2013 9/25/2013 102,469 99,756 2,713

125,000 HOST HOTELS & 4.75 DUE 03-01-2023 4/12/2013 9/24/2013 125,900 134,918 (9,018)

125,000 HOST HOTELS & 4.75 DUE 03-01-2023 4/12/2013 9/24/2013 125,900 134,918 (9,018)

100,000 HSBC FIN CORP 6.676% DUE 01-15-2021 12/8/2010 9/25/2013 114,419 97,711 16,708

250,000 ING U S INC 2.9 DUE 02-15-2018 REG 2/6/2013 9/25/2013 251,418 249,613 1,805

200,000 IPALCO ENTERPRISES 5% DUE 05-01-2018 5/10/2011 9/24/2013 208,500 199,900 8,600

300,000 JP MORGAN CHASE & 5.93%-FR EMTN 31/03/16 USD 8/7/2013 9/25/2013 296,934 296,835 99

200,000 JP MORGAN CHASE NA FRN SUB 31/05/17 EUR 11/28/2012 9/25/2013 266,207 250,977 15,230

100,000 JPMORGAN CHASE & 7.9% DUE 04-29-2049 6/16/2009 9/25/2013 109,500 90,164 19,336

100,000 JPMORGAN CHASE & CO FORMERLY J P MORGAN 6 DUE 01-15-2018 BEO 1/16/2013 9/25/2013 115,260 116,951 (1,691)

800,000 JPMORGAN CHASE BK N A NEW YORK N Y FORME6 DUE 10-01-2017 9/19/2007 9/25/2013 915,508 799,583 115,925

300,000 JPMORGAN CHASE BK N A NY N Y FORME SUB BK NT 6 DUE 07-05-2017 BEO 10/2/2012 9/25/2013 341,698 342,711 (1,013)

200,000 KERR MCGEE CORP 6.95 DUE 07-01-2024 BEO 7/29/2013 9/26/2013 232,496 240,540 (8,044)

600,000 KINDER MORGAN 5.8% DUE 03-01-2021 10/6/2009 9/24/2013 672,760 608,797 63,963

500,000 KINDER MORGAN 9% DUE 02-01-2019 5/6/2009 9/24/2013 641,614 500,000 141,614

400,000 KINDER MORGAN 9% DUE 02-01-2019 5/11/2009 9/24/2013 513,291 400,000 113,291

400,000 KRAFT FOODS GROUP 3.5% DUE 06-06-2022 5/30/2012 1/31/2013 418,260 396,604 21,656

500,000 KRAFT FOODS GROUP 3.5% DUE 06-06-2022 5/30/2012 9/25/2013 493,565 496,008 (2,443)

300,000 MASCO CORP 6.125% DUE 10-03-2016 5/13/2013 9/25/2013 332,250 333,585 (1,335)

1,600,000 MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00453 5 DUE 01-15-2015 7/24/2007 9/25/2013 1,679,488 1,579,672 99,816

200,000 MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00453 5 DUE 01-15-2015 7/7/2009 9/25/2013 209,936 196,211 13,725

500,000 MERRILL LYNCH & CO INC TRANCHE # TR 00677 6.875% DUE 04-25-2018 10/6/2009 9/25/2013 591,262 518,524 72,737



400,000 MORGAN STANLEY 7.3% DUE 05-13-2019 10/6/2009 5/29/2013 489,340 433,602 55,738

200,000 MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y FLT RT MTN VAR RT DUE 10-15-2015 5/12/2009 9/25/2013 198,538 183,297 15,241

1,000,000 MORGAN STANLEY FOR EQUITY ISSUES SEE 61747Y FLT RT MTN VAR RT DUE 10-15-2015 7/27/2009 9/25/2013 992,690 959,801 32,889

200,000 MORGAN STANLEY MORGAN STANLEY 6.25% DUE 08-28-2017/08-28-2007 8/9/2013 9/24/2013 227,495 227,197 297

200,000 MORGAN STANLEY MTN 5.375 DUE 10-15-2015 8/13/2013 9/25/2013 215,432 215,351 81

250,000 NBCUNIVERSAL MEDIA LLC SR NT 4.375 4-1-2021 9/27/2010 9/25/2013 269,473 249,953 19,519

250,000 NEWELL RUBBERMAID 2.05% DUE 12-01-2017 11/29/2012 5/14/2013 252,025 249,742 2,283

300,000 NEWMONT MNG CORP 5.125% DUE 10-01-2019 10/6/2009 9/17/2013 312,066 301,814 10,252

500,000 NEWMONT MNG CORP 5.125% DUE 10-01-2019 10/6/2009 4/17/2013 568,110 503,200 64,910

700,000 ONCOR ELEC SR SECD NT 6.8 DUE 09-01-2018 5/11/2009 9/25/2013 839,002 702,662 136,340

150,000 ONEOK PARTNERS L P 3.375% DUE 10-01-2022 9/10/2012 9/25/2013 139,276 149,422 (10,147)

100,000 ONEOK PARTNERS L P 5% DUE 09-15-2023 9/9/2013 9/25/2013 102,845 99,961 2,884

500,000 PIONEER NAT RES CO 7.5% DUE 01-15-2020 6/22/2012 9/25/2013 613,836 600,222 13,614

400,000 PIONEER NAT RES CO 7.5% DUE 01-15-2020 8/14/2012 9/25/2013 491,069 485,339 5,730

300,000 PLAINS ALL AMERN 5% DUE 02-01-2021 10/25/2012 7/8/2013 327,057 348,166 (21,109)

200,000 PPG INDS INC 3.6% DUE 11-15-2020 11/8/2010 9/26/2013 203,496 198,164 5,332

200,000 PRIDE INTL INC DEL 6.875% DUE 08-15-2020 1/7/2011 9/25/2013 237,851 209,629 28,222







PAGE 7 OF 19


(C) DATEACQUIRED

(D) DATESOLD




900,000 PROGRESS ENERGY SR NT 7.05 DUE 03-15-2019 5/11/2009 9/24/2013 1,090,491 951,353 139,139

300,000 PVTPL 3.9% SNR NT 17/5/22 USD1000 '144A'3.9% DUE 05-17-2022 BEO 5/10/2012 9/25/2013 292,950 299,198 (6,248)

100,000 PVTPL BANCO SANTANDER CHILE 3.875 DUE 09-20-2022 BEO 9/20/2012 9/25/2013 93,375 100,457 (7,082)

700,000 PVTPL BRAMBLES USA INC GTD SR NT 144A 3.95% DUE 04-01-2015 BEO 3/24/2010 9/26/2013 724,227 699,807 24,420

150,000 PVTPL COX COMMUNICATIONS INC NEW NT 144A3.25% DUE 12-15-2022 BEO 11/26/2012 9/25/2013 134,313 149,787 (15,474)

1,000,000 PVTPL CROWN CASTLE TOWERS 2010-3 SR SECDREV NT 2020 144A 6.113 DUE 1-15-2040 1/8/2010 9/25/2013 1,132,930 1,000,000 132,930

277,362 PVTPL CVS CAREMARK CORP PASSTHRU CTF 144A 7.507 DUE 01-10-2032/12-22-2009 BEO 12/7/2009 9/25/2013 337,071 277,362 59,709

600,000 PVTPL FLORIDA GAS TRANSMISSION CO SR NT 144A 7.9% DUE 05-15-2019 BEO 5/11/2009 9/24/2013 748,946 620,141 128,805

300,000 PVTPL FREEPORT-MCMORAN COPPER & GOLD INC SR NT 144A 3.875 DUE 03-15-2023 2/28/2013 9/25/2013 278,577 299,836 (21,259)

100,000 PVTPL GEORGIA-PAC LLC SR GTD NT 144A 5.4% DUE 11-01-2020/11-02-2010 BEO 10/27/2010 9/25/2013 112,036 99,553 12,483




200,000 PVTPL HYUNDAI CAP AMER SR NT 1.875% DUE 08-09-2016 BEO 8/6/2013 9/26/2013 200,900 199,889 1,011

100,000 PVTPL INTL LEASE FIN CORP SR SECD NT 144A 7.125 DUE 09-01-2018/08-20-2010 BEO 9/13/2010 9/25/2013 112,250 103,549 8,701

400,000 PVTPL LIBERTY MUT GROUP INC SR NT 6.5 DUE 05-01-2042 BEO 8/14/2012 9/25/2013 439,248 423,831 15,417

300,000 PVTPL MIDCONTINENT EXPRESS PIPELINE LLC SR NT 144A 5.45% DUE 09-15-2014 BEO 9/9/2009 9/26/2013 307,125 299,890 7,235

100,000 PVTPL NABORS INDUSTRIES INC SR UNSECURED NT 2.35 DUE 09-15-2016 BEO 9/4/2013 9/25/2013 101,086 99,943 1,143

300,000 PVTPL NIAGARA MOHAWK PWR (144A) 2.721 DUE 11-28-2022 BEO 11/20/2012 9/24/2013 282,972 300,000 (17,028)

200,000 PVTPL OMX TIMBER FIN INVTS I LLC SECD NTCL A-1 144A VAR RT DUE 1-29-2020 9/27/2010 9/25/2013 217,094 208,298 8,796

800,000 PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP SR NT 3.375% DUE 03-15-2018 BEO 9/24/2012 9/25/2013 819,688 798,863 20,825

700,000 PVTPL PROLOGIS INTL FDG II S A GTD SR NT4.875 DUE 02-15-2020 BEO 10/12/2012 9/27/2013 701,519 695,362 6,157

100,000 PVTPL ROCKIES EXPRESS PIPELINE LLC NT 144A 5.625 DUE 04-15-2020/03-22-2010 BEO 3/7/2011 9/25/2013 84,625 99,536 (14,911)

550,000 PVTPL ROCKIES EXPRESS PIPELINE LLC SR NT144A 6.85% DUE 07-15-2018/06-27-2008 BEO 10/6/2009 9/25/2013 520,438 590,054 (69,617)

300,000 PVTPL SBA TOWER TR 3.598 DUE 04-16-2043 4/4/2013 9/26/2013 292,410 300,000 (7,590)

168,288 PVTPL STEELRIVER TRANSM CO LLC SR NT 144A 4.71 DUE 06-30-2017/11-22-2010 BEO 11/17/2010 9/26/2013 177,288 168,288 9,000

300,000 PVTPL TEXAS EASTN TRANSMISSION LP SR NT 2.8 DUE 10-15-2022 10/19/2012 1/16/2013 299,436 299,419 17

500,000 QVC INC 4.375% DUE 03-15-2023 3/4/2013 9/25/2013 463,750 499,854 (36,104)

500,000 RECKSON OPER 5% DUE 08-15-2018 8/2/2011 9/25/2013 534,750 499,340 35,410

300,000 REINS GROUP AMER 5% DUE 06-01-2021 5/24/2011 9/26/2013 320,940 298,661 22,279

500,000 ROCK-TENN CO 4.9% DUE 03-01-2022 6/7/2012 9/25/2013 519,807 515,439 4,368

300,000 SEMPRA ENERGY 2.875 DUE 10-01-2022 9/19/2012 3/11/2013 294,969 299,901 (4,932)

100,000 SLM CORP 6.25 DUE 01-25-2016 2/1/2011 9/24/2013 107,625 100,626 6,999

300,000 SLM CORP 8 DUE 03-25-2020 4/5/2010 9/24/2013 328,500 294,181 34,319

200,000 SLM CORP 8 DUE 03-25-2020 1/29/2013 9/24/2013 219,000 230,487 (11,487)

300,000 SLM CORP 8 DUE 03-25-2020 8/1/2013 9/24/2013 328,500 335,377 (6,877)

600,000 SOUTHWESTN ENERGY 4.1% DUE 03-15-2022 8/7/2012 9/24/2013 601,760 626,267 (24,508)

100,000 SUNOCO LOGISTICS 3.45% DUE 01-15-2023 1/7/2013 9/24/2013 93,114 99,976 (6,863)

300,000 SYMANTEC CORP 3.95 DUE 06-15-2022 6/11/2012 9/24/2013 292,568 297,859 (5,291)


300,000 TOLL BROS FIN CORP 6.75% DUE 11-01-2019 5/23/2013 9/25/2013 331,875 349,319 (17,444)


100,000 US AIRWAYS GROUP 4.625% DUE 12-03-2026 11/29/2012 9/26/2013 96,750 100,000 (3,250)

438,268 UTD AIRLINES INC 10.4 DUE 11-01-2016 10/6/2009 9/25/2013 495,243 444,842 50,401

500,000 VIACOM INC NEW 4.25% DUE 09-01-2023 8/12/2013 9/24/2013 501,050 494,894 6,156

400,000 VODAFONE GROUP PLC 5.625% DUE 02-27-2017 5/11/2009 9/25/2013 449,140 405,358 43,782

200,000 WELLPOINT INC 3.3% DUE 01-15-2023 9/5/2012 9/25/2013 189,112 199,390 (10,278)

300,000 WESTERN GAS PARTNERS LP 4 DUE 07-01-2022 REG 10/9/2012 9/24/2013 292,659 314,226 (21,567)

200,000 WESTN GAS PARTNERS 2.6% DUE 08-15-2018 8/5/2013 9/24/2013 199,523 199,765 (242)

200,000 WEYERHAEUSER CO 7.375% DUE 10-01-2019 7/29/2013 9/25/2013 244,347 241,010 3,336

600,000 WEYERHAEUSER CO DEB 7.375 DUE 03-15-2032 BEO 6/22/2012 9/25/2013 736,875 670,993 65,882




PAGE 8 OF 19


(C) DATEACQUIRED

(D) DATESOLD




100,000 WEYERHAUSER CO 7.125 DEB DUE 7-15-2023 REG 7/29/2011 9/25/2013 117,404 108,310 9,095

200,000 WHIRLPOOL CORP 3.7% DUE 03-01-2023 2/22/2013 9/24/2013 194,051 199,623 (5,572)

300,000 WILLIAMS PARTNERS 3.8% DUE 02-15-2015 2/2/2010 9/24/2013 311,602 299,960 11,642

300,000 WYNN LAS VEGAS LLC 7.75% DUE 08-15-2020 11/8/2012 9/25/2013 338,250 334,687 3,563

TOTAL BONDS 93,004,420 88,382,152 4,622,268

200,000 UNITED MEXICAN STATES # TR 00021 12/23/08 5.95 DUE 03-19-2019 BEO 6/23/2009 9/24/2013 233,000 198,441 34,559

200,000 QATAR ST BD DTD 11/2009 144A 5.25% DUE 01-20-2020/11-24-2009 BEO 11/17/2009 9/25/2013 224,750 199,681 25,069

150,000 UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42' 12/31/2012 9/24/2013 124,535 146,105 (21,570)







550,000 UNITED STATES TREAS BD STRIPPED PRIN PMT00083 08-15-2040 (UNDDATE) REG 8/17/2012 9/24/2013 195,712 242,280 (46,568)

5,400,000 UNITED STATES TREAS BD STRIPPED PRIN PMT00083 08-15-2040 (UNDDATE) REG 10/3/2012 9/24/2013 1,921,536 2,439,316 (517,780)

5,200,000 UNITED STATES TREAS BD STRIPPED PRIN PMT00083 08-15-2040 (UNDDATE) REG 10/15/2012 9/24/2013 1,850,368 2,335,007 (484,639)

500,000 UNITED STATES TREAS BD STRIPPED PRIN PMTZCP DUE 02-15-2043 5/24/2013 8/16/2013 151,205 184,436 (33,231)

200,000 UNITED STATES TREAS BDS BD 3.75% DUE 08-15-2041 REG 10/24/2011 9/24/2013 203,641 218,692 (15,051)

100,000 UNITED STATES TREAS NTS . .25% DUE 05-31-2014 REG 7/16/2013 8/30/2013 100,102 100,091 11

100,000 UNITED STATES TREAS NTS .25 DUE 03-31-2014 REG 6/12/2013 8/1/2013 100,094 100,071 22



100,000 UNITED STATES TREAS NTS 1.5% DUE 12-31-2013 REG 3/4/2013 6/19/2013 100,746 100,703 44




















1,000,000 UNITED STATES TREAS NTS DTD 02/15/2013 2% DUE 02-15-2023 REG 3/8/2013 3/13/2013 996,563 992,510 4,053

1,000,000 UNITED STATES TREAS NTS DTD 02/15/2013 2% DUE 02-15-2023 REG 3/13/2013 3/18/2013 1,005,000 996,450 8,550

1,000,000 UNITED STATES TREAS NTS DTD 02/15/2013 2% DUE 02-15-2023 REG 3/18/2013 3/26/2013 1,008,125 1,004,939 3,186







PAGE 9 OF 19


(C) DATEACQUIRED

(D) DATESOLD









200,000 UNITED STATES TREAS NTS DTD 05/15/2013 1.75% DUE 05-15-2023 REG 8/30/2013 9/24/2013 184,711 182,961 1,750




















100,000 US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG 7/14/2011 9/24/2013 113,238 102,874 10,364

100,000 US TREAS NTS DTD 00362 .50 DUE 08-15-2014 REG 8/23/2013 8/30/2013 100,336 100,333 3









TOTAL US GOVERNMENT NOTES & BONDS 29,503,217 30,711,494 (1,208,276)

309,375 SELL TO OPEN REPO W/DEUTSCHE BANK .19 FROM 01-11-2013 TO 01-30-2013 1/11/2013 309,375 309,375 -

204,500 SELL TO OPEN REPO W/DEUTSCHE BK .22 FROM03-06-2013 TO 04-02-2013 3/6/2013 204,500 204,500 -

190,250 SELL TO OPEN REPO W/DEUTSCHE BK SEC INC .06 FROM 08-21-2013 TO 09-05-2013 8/21/2013 190,250 190,250 -

675,500 SELL TO OPEN REPO W/RBS -.050 FROM 06-17-2013 TO 06-19-2013 6/17/2013 675,500 675,500 -

1,058,750 SELL TO OPEN REPO W/RBS SEC FROM 06-11-2013 06-13-2013 6/11/2013 1,058,750 1,058,750 -












PAGE 10 OF 19


(C) DATEACQUIRED

(D) DATESOLD








400,000 BUY TO OPEN REPO W/CHASE SECURITIE .12% FROM 01-18-2013 OPEN MATURITY 1/18/2013 400,000 400,000 -


















































PAGE 11 OF 19


(C) DATEACQUIRED

(D) DATESOLD
























615,000 SELL TO OPEN REPO W/DEUTSCHE BK .17 FROM02-08-2013 TO 03-07-2013 2/8/2013 615,000 615,000 -

209,000 SELL TO OPEN REPO W/DEUTSCHE BK FROM 04-17-2013 TO 05-09-2013 4/17/2013 209,000 209,000 -

1,056,000 SELL TO OPEN REPO W/RBS SEC -2.85 FROM 06-12-2013 TO 06-14-2013 6/12/2013 1,056,000 1,056,000 -

963,750 SELL TO OPEN REPO W/RBS SEC INC 2.91 FROM 06-13-2013 06-17-2013 6/13/2013 963,750 963,750 -

458,125 SELL TO OPEN REPO W/SCOTIAMCLEOD (U.S.A.) .02 08-28-13 TO 9-06-13 8/28/2013 458,125 458,125 -

1,660,500 SELL TO OPEN REPO W/STOPN RBS SEC INC .02 FROM 08-13-2013 TO 08-27-2013 8/13/2013 1,660,500 1,660,500 -

TOTAL COMMERCIAL PAPER 52,200,750 52,200,750 -



(100,000) CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 9/25/2013 (678) - (678)

(200,000) CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 7/29/2013 9/25/2013 (1,356) - (1,356)

(1,500,000) CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.25% 09/05/2018 SWU005JL0 9/3/2013 9/5/2013 (53,385) - (53,385)

(5,000,000) CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.5% 09/16/2016 SWU004ZG6 8/16/2013 9/25/2013 - (9,900) 9,900

(700,000) CME_IRS CME_MSCSUS USD P 3M LIBOR/R 2.4% 09/05/2023 SWU005JR7 9/3/2013 9/25/2013 (23,520) - (23,520)

(2,100,000) CDS / STS ICE_BARCUS 20/12/2017 SWPC014X9 3/18/2013 9/25/2013 (27,545) - (27,545)

(10,000,000) CDS CHASUS33 20/03/2018 SWPC084W6 2/20/2013 9/25/2013 (991) (5,838) 4,847

(10,000,000) CDS GSILGB2X 20/03/2018 SWPC083W7 2/1/2013 9/25/2013 (991) (7,142) 6,151

(300,000) CDS / STS BOFAUS6S 06-20-2017 SWPC995R5 6/14/2012 8/20/2013 - (2,225) 2,225

(100,000) CDS / STS CITIUS33 06-20-2017 SWPC029T1 8/7/2012 4/4/2013 - (2,523) 2,523



(500,000) CDS / STS CITIUS33 06-20-2018 SWPC811X4 4/4/2013 9/24/2013 (5,911) (4,368) (1,543)

(1,100,000) CDS / STS CME_BARCUS 12-20-2016 SWPC416P0 12/13/2011 3/20/2012 - (10,629) 10,629

(6,000,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 3/20/2012 7/12/2012 (31,416) - (31,416)

(100,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 6/18/2012 10/4/2012 - (671) 671

(100,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 7/11/2012 10/4/2012 - (491) 491

(1,100,000) CDS / STS CME_CSFBUS 12-20-2016 SWPC416P0 12/9/2011 3/20/2012 - (8,857) 8,857

(9,900,000) CDS / STS CME_CSFBUS 12-20-2016 SWPC416P0 12/21/2011 3/20/2012 - (124,001) 124,001

(700,000) CDS / STS CME_SBSIUS 06-20-2017 SWPC1CME6 8/8/2012 10/12/2012 - (5) 5




PAGE 12 OF 19


(C) DATEACQUIRED

(D) DATESOLD




(800,000) CDS / STS CME_SBSIUS 06-20-2017 SWPC1CME6 8/8/2012 10/11/2012 - (5) 5

(600,000) CDS / STS CSFPGB2L 06-20-2017 SWPC004S2 4/11/2012 8/20/2013 - (170) 170

(200,000) CDS / STS DEUTGB2L 06-20-2017 SWPC938T1 9/13/2012 4/5/2013 - (4,675) 4,675

(2,200,000) CDS / STS GSILGB2X 06-20-2018 SWPC807X0 4/4/2013 9/24/2013 (26,010) (19,217) (6,792)

(200,000) CDS / STS GSILGB2X 06-20-2018 SWPC807X0 4/5/2013 9/24/2013 (2,365) (1,741) (623)

(300,000) CDS / STS GSILGB2X 06-20-2018 SWPC807X0 4/4/2013 6/12/2013 (2,847) (2,621) (227)

(2,500,000) CDS / STS GSILGB2X 12-20-2017 SWPC948V4 12/7/2012 4/4/2013 (8,460) (51,857) 43,397

(200,000) CDS 09-20-2015 SWPC516H7 8/23/2010 9/24/2013 - (1,370) 1,370

(800,000) CDS 12-20-2015 SWPC642J0 10/12/2010 9/24/2013 - (38,944) 38,944

(300,000) CDS BARCGB33 06-20-2017 SWPC638S6 5/11/2012 9/26/2013 - (10,010) 10,010

(100,000) CDS BARCGB33 06-20-2018 SWPC819X6 4/18/2013 9/24/2013 (5,868) (4,547) (1,321)

(200,000) CDS BARCGB33 09-20-2015 SWPC006J0 8/18/2010 9/25/2013 - (444) 444

(200,000) CDS BARCGB33 09-20-2015 SWPC496H1 8/18/2010 3/7/2013 - (1,116) 1,116

(100,000) CDS BARCGB33 12-20-2015 SWPC300J3 9/22/2010 9/24/2013 - (1,568) 1,568

(100,000) CDS BARCGB33 12-20-2015 SWPC920J3 10/28/2010 6/14/2013 (3,015) (7,585) 4,570

(100,000) CDS BARCGB33 12-20-2015 SWPC950J6 11/1/2010 6/26/2013 (2,306) (3,414) 1,108

(2,200,000) CDS BARCGB33 12-20-2017 SWPC361V2 10/31/2012 2/20/2013 - (27,310) 27,310

(300,000) CDS BARCGB33 12-20-2017 SWPC365V8 11/14/2012 7/11/2013 - (3,871) 3,871

(300,000) CDS BARCGB33 12-20-2017 SWPC377V4 11/7/2012 9/24/2013 - (10,525) 10,525

(100,000) CDS BARCGB33 12-20-2017 SWPC377V4 11/1/2012 9/24/2013 - (3,584) 3,584

(100,000) CDS BARCGB33 12-20-2017 SWPC447V0 11/13/2012 9/24/2013 - (2,657) 2,657

(100,000) CDS BARCGB33 12-20-2017 SWPC447V0 11/13/2012 9/24/2013 - (2,611) 2,611

(300,000) CDS BARCGB33 12-20-2017 SWPC447V0 11/8/2012 9/24/2013 - (7,334) 7,334

(600,000) CDS BNPAFRPP 06-20-2017 SWPC060T1 6/8/2012 9/26/2013 (18,263) (18,211) (52)

(500,000) CDS BNPAFRPP 09-20-2017 SWPC338T7 7/25/2012 9/24/2013 - (6,509) 6,509

(300,000) CDS BNPAFRPP 09-20-2017 SWPC818T6 7/25/2012 7/3/2013 (10,275) (7,312) (2,963)

(1,200,000) CDS BNPAFRPP 12-20-2015 SWPC314J7 10/12/2010 9/24/2013 - (21,835) 21,835

(600,000) CDS BNPAFRPP 12-20-2017 SWPC131V1 10/15/2012 6/18/2013 (38,100) (50,643) 12,542

(100,000) CDS BOFAUS6S 12-20-2015 SWPC094K0 11/17/2010 9/26/2013 - (408) 408

(100,000) CDS BOFAUS6S 12-20-2015 SWPC094K0 11/18/2010 9/26/2013 - (72) 72

(100,000) CDS BOFAUS6S 12-20-2015 SWPC269J2 9/21/2010 9/24/2013 - (835) 835

(200,000) CDS BOFAUS6S 12-20-2015 SWPC663J4 10/13/2010 9/24/2013 - (5,699) 5,699

(300,000) CDS BOFAUS6S 12-20-2017 SWPC596U1 10/29/2012 9/24/2013 - (9,262) 9,262

(500,000) CDS BOFAUS6S 12-20-2017 SWPC836U1 11/9/2012 9/24/2013 - (18,903) 18,903

(500,000) CDS CHASUS33 06-20-2015 SWPC416G0 4/1/2010 9/24/2013 - (6,321) 6,321

(100,000) CDS CHASUS33 06-20-2018 SWPC259Y1 4/30/2013 9/26/2013 (6,522) (2,992) (3,530)

(100,000) CDS CHASUS33 09-20-2015 SWPC182J6 9/17/2010 9/26/2013 - (83) 83

(200,000) CDS CHASUS33 09-20-2017 SWPC613T3 7/25/2012 9/25/2013 (2,347) (9,587) 7,240

(300,000) CDS CHASUS33 12-20-2015 SWPC231K4 12/8/2010 1/16/2013 (10,620) (19,351) 8,731

(100,000) CDS CITIUS33 03-20-2016 SWPC689K1 3/3/2011 9/24/2013 - (549) 549

(100,000) CDS CITIUS33 09-20-2017 SWPC568T8 7/10/2012 9/24/2013 - (1,376) 1,376

(100,000) CDS CITIUS33 12-20-2015 SWPC284K0 12/10/2010 9/26/2013 - (1,168) 1,168

(1,100,000) CDS CITIUS33 12-20-2015 SWPC606J4 10/8/2010 9/24/2013 - (11,205) 11,205

(300,000) CDS CITIUS33 12-20-2017 SWPC149V1 10/16/2012 6/13/2013 (18,412) (25,050) 6,637

(400,000) CDS CSFPGB2L 03-20-2014 SWPC157L2 2/15/2011 5/14/2013 - (2,331) 2,331

(50,000) CDS CSFPGB2L 06-20-2016 SWPC260M4 4/27/2011 9/26/2013 (457) (3,076) 2,619

(200,000) CDS CSFPGB2L 06-20-2016 SWPC760M9 6/15/2011 9/26/2013 (1,827) (12,840) 11,013

(100,000) CDS CSFPGB2L 09-20-2017 SWPC405T5 7/10/2012 7/3/2013 (3,425) (2,589) (836)

(700,000) CDS CSFPGB2L 09-20-2017 SWPC405T5 7/10/2012 9/24/2013 (8,239) (18,122) 9,883

(100,000) CDS CSFPGB2L 09-20-2017 SWPC497U1 9/11/2012 9/26/2013 - (2,582) 2,582

(200,000) CDS DEUTGB2L 09-20-2015 SWPC645H1 8/16/2010 3/7/2013 - (1,700) 1,700




PAGE 13 OF 19


(C) DATEACQUIRED

(D) DATESOLD




(100,000) CDS DEUTGB2L 12-20-2015 SWPC299J6 9/22/2010 9/24/2013 - (932) 932

(300,000) CDS DEUTGB2L 12-20-2015 SWPC669J8 10/13/2010 9/24/2013 - (5,018) 5,018

(800,000) CDS DEUTGB2L 12-20-2017 SWPC177V6 10/18/2012 6/17/2013 (46,217) (50,426) 4,209

(700,000) CDS GSILGB2X 06-20-2019 SWPC116U2 8/15/2012 6/13/2013 (6,495) (33,326) 26,830

(600,000) CDS GSILGB2X 09-20-2017 SWPC536T7 7/9/2012 9/24/2013 - (9,443) 9,443

(100,000) CDS GSILGB2X 12-20-2015 SWPC922J1 10/29/2010 6/14/2013 (3,014) (7,929) 4,915

(100,000) CDS MRMDUS33 03-20-2016 SWPC050L0 3/3/2011 9/25/2013 - (1,156) 1,156

(100,000) CDS MRMDUS33 06-20-2016 SWPC890L4 3/31/2011 9/25/2013 - (696) 696

(100,000) CDS MRMDUS33 06-20-2016 SWPC890L4 4/1/2011 9/25/2013 - (452) 452

(100,000) CDS MRMDUS33 09-20-2015 SWPC186J2 9/17/2010 9/26/2013 - (83) 83

(200,000) CDS MRMDUS33 09-20-2017 SWPC331T4 7/13/2012 7/3/2013 (6,850) (3,805) (3,045)

(500,000) CDS MRMDUS33 12-20-2015 SWPC900J7 10/26/2010 9/24/2013 - (216) 216

(600,000) CDS MRMDUS33 12-20-2017 SWPC007V2 10/4/2012 6/18/2013 (37,870) (62,619) 24,749

(1,500,000) CDS MRMDUS33 12-20-2017 SWPC876U2 9/28/2012 6/13/2013 (90,326) (174,026) 83,701

(100,000) CDS MSCSUS33 03-20-2016 SWPC504K4 1/11/2011 1/16/2013 (4,548) (6,194) 1,646

(600,000) CDS MSCSUS33 03-20-2021 SWPC583L6 3/17/2011 9/26/2013 (35,423) (63,493) 28,070

(200,000) CDS MSCSUS33 06-20-2015 SWPC078J3 8/25/2010 6/14/2013 - (21,852) 21,852

(200,000) CDS MSCSUS33 09-20-2015 SWPC975H1 8/13/2010 9/25/2013 - (857) 857

(500,000) CDS MSCSUS33 09-20-2017 SWPC521U1 9/12/2012 9/26/2013 - (11,740) 11,740

(800,000) CDS MSCSUS33 12-20-2017 SWPC369V4 10/31/2012 9/24/2013 - (19,415) 19,415

(400,000) CDS RBOSGB2RTCM 09-20-2015 SWPC151J3 9/15/2010 9/26/2013 - (919) 919

(600,000) CDS UBSWUS33 09-20-2017 SWPC337T8 7/26/2012 9/25/2013 - (5,532) 5,532

(600,000) CDS UBSWUS33 09-20-2017 SWPC337T8 7/9/2012 9/25/2013 - (6,141) 6,141

(800,000) IRS 06-20-2022 SWU0640U7 2/17/2012 8/21/2012 (26,160) (3,476) (22,684)

(2,000,000) IRS 06-20-2022 SWU0640U7 2/8/2012 8/20/2012 (71,800) (10,873) (60,927)

(600,000) IRS 06-20-2022 SWU0640U7 2/17/2012 8/20/2012 (21,540) (2,607) (18,933)

(2,000,000) IRS 12-21-2021 SWU0397T5 10/31/2011 2/8/2012 (227,623) (160,000) (67,623)

15,000 CCP DUE FROM BARCLAYS 8/21/2013 9/25/2013 15,000 15,000 -



3,000 CCP DUE TO/FROM MORGAN STANLEY 10/1/2012 6/13/2013 3,000 3,000 -








6,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM BARCLAYS CAPITAL INC 3/20/2013 9/26/2013 6,000 6,000 -



8,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM UBS SECURITIES LLC 2/8/2013 6/13/2013 8,000 8,000 -

5,000,000 CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.5% 09/16/2016 SWU004ZG6 8/16/2013 9/25/2013 4,600 - 4,600

2,100,000 CDS / STS ICE_BARCUS PURC PROT ON ITRAXXEUROPES18V1 5 20/12/2017 SWPC014X9 3/18/2013 9/25/2013 - 8,801 (8,801)

300,000 CDS CSFPGB2L SELL PROTECTION ON FINMECCANICA FIN 20/03/2018 SWPC606W5 2/12/2013 9/25/2013 35,635 26,623 9,012

150,000 CDS / STS BNPAFRPP SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC210P8 3/6/2012 8/20/2013 2,576 480 2,097

900,000 CDS / STS BNPAFRPP SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC981U4 10/3/2012 2/7/2013 5,671 1,585 4,086

900,000 CDS / STS BNPAFRPP SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC981U4 2/6/2013 6/12/2013 11,201 5,751 5,450

5,300,000 CDS / STS BNPAFRPP SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC981U4 2/6/2013 2/7/2013 33,393 33,865 (472)

300,000 CDS / STS BOFAUS6S SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC995R5 6/14/2012 8/20/2013 4,941 - 4,941

1,100,000 CDS / STS CITIUS33 SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC669U3 9/20/2012 8/19/2013 13,960 1,824 12,136




PAGE 14 OF 19


(C) DATEACQUIRED

(D) DATESOLD




1,100,000 CDS / STS CITIUS33 SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC669U3 9/20/2012 6/12/2013 13,690 1,824 11,866

100,000 CDS / STS CITIUS33 SELL PROTECTION ON MCDXNAS18V1 5Y 06-20-2017 SWPC029T1 8/7/2012 4/4/2013 83 - 83



600,000 CDS / STS CME_BARCUS SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC416P0 8/20/2013 9/24/2013 11,565 10,305 1,260

1,100,000 CDS / STS CME_BARCUS SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC416P0 12/13/2011 3/20/2012 7,536 - 7,536

1,100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC416P0 12/9/2011 3/20/2012 7,536 - 7,536

9,900,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC416P0 12/21/2011 3/20/2012 67,826 - 67,826

900,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 3/20/2012 9/20/2012 5,390 3,716 1,674

6,000,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 3/20/2012 7/12/2012 - 24,772 (24,772)

300,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 3/20/2012 10/4/2012 2,048 1,239 809

200,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 5/2/2012 10/4/2012 1,365 929 436

100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 6/18/2012 10/4/2012 683 - 683

100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 7/11/2012 10/4/2012 683 - 683

800,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/9/2012 10/4/2012 5,461 111 5,350

2,500,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/9/2012 10/5/2012 18,558 334 18,224





100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/9/2012 10/10/2012 546 13 532


1,500,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 3/20/2012 10/3/2012 8,439 6,193 2,246

700,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/9/2012 10/10/2012 3,899 94 3,805


100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 9/27/2012 2/6/2013 640 10 630

800,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/1/2012 2/6/2013 5,120 914 4,206

800,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/1/2012 2/6/2013 5,120 1,165 3,954

1,100,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/9/2012 2/6/2013 7,039 1,772 5,267

1,000,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/10/2012 2/6/2013 6,399 1,328 5,071

700,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/10/2012 2/6/2013 4,480 1,058 3,421

700,000 CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 9/27/2012 10/3/2012 1,364 68 1,295

800,000 CDS / STS CME_GOLDUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 9/20/2012 2/6/2013 5,120 1,326 3,793



700,000 CDS / STS CME_GOLDUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC457X3 3/20/2013 6/12/2013 6,609 3,447 3,162

1,300,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/7/2012 10/11/2012 8,161 406 7,755

900,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/7/2012 10/10/2012 4,910 281 4,629

800,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/7/2012 9/28/2012 3,483 250 3,233

800,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 9/28/2012 3/20/2013 6,959 300 6,660

800,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 9/28/2012 3/20/2013 6,959 600 6,360

300,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 1/28/2013 3/20/2013 2,610 2,300 309

1,900,000 CDS / STS CME_MSCSUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC457X3 3/20/2013 6/12/2013 17,940 9,357 8,582

100,000 CDS / STS CME_NWSCUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 1/28/2013 2/6/2013 640 764 (124)

900,000 CDS / STS CME_SBSIUS SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC416P0 2/14/2012 3/20/2012 6,166 1,737 4,429

800,000 CDS / STS CME_SBSIUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/8/2012 10/11/2012 5,022 - 5,022

700,000 CDS / STS CME_SBSIUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC1CME6 8/8/2012 10/12/2012 4,890 - 4,890

1,500,000 CDS / STS CME_SBSIUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/4/2012 3/20/2013 13,049 4,558 8,491

1,500,000 CDS / STS CME_SBSIUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC457X3 3/20/2013 6/12/2013 14,163 7,387 6,776

1,900,000 CDS / STS CME_UBSWUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/11/2012 3/20/2013 16,529 4,110 12,418

600,000 CDS / STS CME_UBSWUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 10/12/2012 3/20/2013 5,220 1,613 3,607




PAGE 15 OF 19


(C) DATEACQUIRED

(D) DATESOLD




2,200,000 CDS / STS CME_UBSWUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC670U0 2/20/2013 3/20/2013 19,138 18,037 1,102

4,700,000 CDS / STS CME_UBSWUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC457X3 3/20/2013 6/12/2013 44,377 23,147 21,230

300,000 CDS / STS CSFPGB2L SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC213P5 3/6/2012 8/20/2013 5,153 959 4,194

600,000 CDS / STS CSFPGB2L SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC004S2 4/11/2012 8/20/2013 9,883 - 9,883

200,000 CDS / STS DEUTGB2L SELL PROTECTION ON MCDXNAS18V1 5Y 06-20-2017 SWPC938T1 9/13/2012 4/5/2013 94 - 94

150,000 CDS / STS GSILGB2X SELL PROTECTION ON CDX NAIGS17V1 5Y 12-20-2016 SWPC202P8 3/6/2012 8/20/2013 2,576 462 2,114

100,000 CDS / STS GSILGB2X SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC006S0 3/26/2012 8/20/2013 1,647 579 1,069

1,000,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS18V1 5Y 06-20-2017 SWPC714W4 8/20/2013 9/24/2013 18,731 16,472 2,259



4,500,000 CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC458X2 3/20/2013 6/12/2013 43,847 22,162 21,686

1,600,000 CDS / STS ICE_GOLDUS SELL PROTECTION ON CDX NAIGS19V1 5Y 12-20-2017 SWPC712W6 2/7/2013 3/20/2013 13,919 10,081 3,838

1,600,000 CDS / STS ICE_GOLDUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC458X2 3/20/2013 6/12/2013 15,590 7,880 7,710

100,000 CDS / STS ICE_UBSWUS SELL PROTECTION ON CDX NAIGS19V1 5Y 09-20-2017 SWPC712W6 2/7/2013 3/20/2013 870 630 240

100,000 CDS / STS ICE_UBSWUS SELL PROTECTION ON CDX NAIGS20V1 5Y 06-20-2018 SWPC458X2 3/20/2013 6/12/2013 974 492 482

300,000 CDS BARCGB33 SELL PROT ON BERKSHIRE HATHAWAY F 12-20-2017 SWPC365V8 11/14/2012 7/11/2013 2,621 - 2,621

100,000 CDS BARCGB33 SELL PROTECTION ON PRUDENTIAL FINL INC 12-20-2017 SWPC447V0 11/13/2012 9/24/2013 628 - 628

300,000 CDS BARCGB33 SELL PROTECTION ON PRUDENTIAL FINL INC 12-20-2017 SWPC447V0 11/8/2012 9/24/2013 1,883 - 1,883

100,000 CDS BARCGB33 SELL PROTECTION ON PRUDENTIAL FINL INC 12-20-2017 SWPC447V0 11/13/2012 9/24/2013 628 - 628

300,000 CDS BARCGB33 SELL PROTECTION ON ANADARKOPETROLEUM C 06-20-2017 SWPC638S6 5/11/2012 9/26/2013 4,954 - 4,954

200,000 CDS BARCGB33 SELL PROTECTION ON EMIRATE OF ABU DHABI 09-20-2015 SWPC006J0 8/18/2010 9/25/2013 3,309 - 3,309

100,000 CDS BARCGB33 SELL PROTECTION ON FORD MTRCO DEL 12-20-2015 SWPC907T8 9/6/2012 9/26/2013 9,956 9,470 486

100,000 CDS BARCGB33 SELL PROTECTION ON FORD MTRCO DEL 12-20-2015 SWPC907T8 9/6/2012 4/2/2013 10,802 9,470 1,332

2,200,000 CDS BARCGB33 SELL PROTECTION ON GENERAL ELEC CAP COR 12-20-2017 SWPC361V2 10/31/2012 2/20/2013 13,038 - 13,038

100,000 CDS BARCGB33 SELL PROTECTION ON METLIFE INC 12-20-2017 SWPC377V4 11/1/2012 9/24/2013 916 - 916

300,000 CDS BARCGB33 SELL PROTECTION ON METLIFE INC 12-20-2017 SWPC377V4 11/7/2012 9/24/2013 2,749 - 2,749

100,000 CDS BARCGB33 SELL PROTECTION ON TOYOTA MOTOR CORP 03-20-2015 SWPC805F1 2/4/2010 9/25/2013 1,361 603 758

200,000 CDS BARCGB33 SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2015 SWPC496H1 8/18/2010 3/7/2013 2,714 - 2,714

100,000 CDS BARCGB33 SELL PROTECTION ON UNITED MEXICAN STS M 12-20-2015 SWPC300J3 9/22/2010 9/24/2013 1,133 - 1,133

1,200,000 CDS BNPAFRPP SELL PROT ON BERKSHIRE HATHAWAY F 12-20-2015 SWPC314J7 10/12/2010 9/24/2013 18,453 - 18,453

500,000 CDS BNPAFRPP SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2017 SWPC338T7 7/25/2012 9/24/2013 3,328 - 3,328

100,000 CDS BOFAUS6S SELL PROT ON POTASH CORP SASK INC 12-20-2015 SWPC094K0 11/17/2010 9/26/2013 1,653 - 1,653

100,000 CDS BOFAUS6S SELL PROT ON POTASH CORP SASK INC 12-20-2015 SWPC094K0 11/18/2010 9/26/2013 1,653 - 1,653

100,000 CDS BOFAUS6S SELL PROTECTION ON CATERPILLAR INC 03-20-2016 SWPC572K1 1/10/2011 9/24/2013 1,780 1,382 399

200,000 CDS BOFAUS6S SELL PROTECTION ON CATERPILLAR INC 03-20-2016 SWPC572K1 1/7/2011 9/24/2013 3,561 2,943 618

400,000 CDS BOFAUS6S SELL PROTECTION ON CITIGROUP INC 09-20-2014 SWPC235D6 6/24/2009 9/24/2013 19,147 6,739 12,408

300,000 CDS BOFAUS6S SELL PROTECTION ON PRUDENTIAL FINL INC 12-20-2017 SWPC596U1 10/29/2012 9/24/2013 1,883 - 1,883

100,000 CDS BOFAUS6S SELL PROTECTION ON BRAZIL FEDERATIVE RE 12-20-2015 SWPC269J2 9/21/2010 9/24/2013 281 - 281

200,000 CDS BOFAUS6S SELL PROTECTION ON GENERAL ELEC CAP COR 12-20-2015 SWPC663J4 10/13/2010 9/24/2013 2,803 - 2,803

500,000 CDS BOFAUS6S SELL PROTECTION ON METLIFE INC 12-20-2017 SWPC836U1 11/9/2012 9/24/2013 4,582 - 4,582

200,000 CDS BOFAUS6S SELL PROTECTION ON TOYOTA MOTOR CORP 03-20-2015 SWPC779F3 2/3/2010 9/25/2013 2,723 1,489 1,234

200,000 CDS BOFAUS6S SELL PROTECTION ON TOYOTA MOTOR CORP 03-20-2015 SWPC833F7 2/5/2010 9/25/2013 2,723 71 2,651

100,000 CDS CHASUS33 SELL PROTECTION ON CATERPILLAR INC 03-20-2016 SWPC588K3 1/7/2011 9/24/2013 1,780 1,422 358

600,000 CDS CHASUS33 SELL PROTECTION ON BP CAP MKTS AMER INC 06-20-2015 SWPC074H1 5/7/2010 9/25/2013 8,154 1,923 6,231

500,000 CDS CHASUS33 SELL PROTECTION ON BRAZIL FEDERATIVE RE 06-20-2015 SWPC416G0 4/1/2010 9/24/2013 2,327 - 2,327

100,000 CDS CHASUS33 SELL PROTECTION ON CANADIANNAT RES LTD 09-20-2015 SWPC182J6 9/17/2010 9/26/2013 1,614 - 1,614

100,000 CDS CHASUS33 SELL PROTECTION ON EMIRATE OF ABU DHABI 12-20-2015 SWPC797J3 10/19/2010 9/25/2013 1,767 430 1,338

200,000 CDS CHASUS33 SELL PROTECTION ON SHELL INTL FIN B V 03-20-2016 SWPC498K2 1/10/2011 9/25/2013 4,017 3,956 61

100,000 CDS CHASUS33 SELL PROTECTION ON SHELL INTL FIN B V 03-20-2016 SWPC498K2 1/4/2011 9/25/2013 2,009 1,968 40

200,000 CDS CHASUS33 SELL PROTECTION ON UNITED MEXICAN STS M 06-20-2016 SWPC156M1 4/20/2011 9/24/2013 2,206 75 2,131

100,000 CDS CITIUS33 SELL PROTECTION ON BRAZIL FEDERATIVE RE 03-20-2016 SWPC689K1 3/3/2011 9/24/2013 112 - 112




PAGE 16 OF 19


(C) DATEACQUIRED

(D) DATESOLD




200,000 CDS CITIUS33 SELL PROTECTION ON E.ON INTERNATIONAL F 03-20-2017 SWPC801R9 3/6/2012 9/25/2013 3,122 1,299 1,823

100,000 CDS CITIUS33 SELL PROTECTION ON TECK RESOURCES LIMIT 12-20-2015 SWPC284K0 12/10/2010 9/26/2013 954 - 954

1,100,000 CDS CITIUS33 SELL PROTECTION ON TIME WARNER CABLE IN 12-20-2015 SWPC606J4 10/8/2010 9/24/2013 6,635 - 6,635

100,000 CDS CITIUS33 SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2017 SWPC568T8 7/10/2012 9/24/2013 666 - 666

100,000 CDS CSFPGB2L SELL PROTECTION ON ANADARKOPETROLEUM C 09-20-2017 SWPC497U1 9/11/2012 9/26/2013 1,617 - 1,617

500,000 CDS CSFPGB2L SELL PROTECTION ON BP CAP MKTS AMER INC 06-20-2015 SWPC043H9 5/10/2010 9/25/2013 6,795 4,747 2,048

400,000 CDS CSFPGB2L SELL PROTECTION ON ENSCO INTL INC 03-20-2014 SWPC157L2 2/15/2011 5/14/2013 3,608 - 3,608

300,000 CDS DEUTGB2L SELL PROT ON BERKSHIRE HATHAWAY F 12-20-2015 SWPC669J8 10/13/2010 9/24/2013 4,613 - 4,613

100,000 CDS DEUTGB2L SELL PROTECTION ON BRAZIL FEDERATIVE RE 12-20-2015 SWPC299J6 9/22/2010 9/24/2013 281 - 281

100,000 CDS DEUTGB2L SELL PROTECTION ON FORD MTRCO DEL 12-20-2017 SWPC861U9 10/3/2012 9/26/2013 15,955 12,555 3,400

100,000 CDS DEUTGB2L SELL PROTECTION ON GOLDMAN SACHS GROUP 06-20-2014 SWPC512Z1 8/5/2013 9/24/2013 498 597 (100)

500,000 CDS DEUTGB2L SELL PROTECTION ON GOLDMAN SACHS GROUP 06-20-2014 SWPC512Z1 8/6/2013 9/24/2013 2,488 2,949 (461)

100,000 CDS DEUTGB2L SELL PROTECTION ON MORGAN STANLEY 06-20-2014 SWPC513Z0 8/5/2013 9/24/2013 483 553 (70)

200,000 CDS DEUTGB2L SELL PROTECTION ON MORGAN STANLEY 06-20-2014 SWPC513Z0 8/6/2013 9/24/2013 965 1,091 (126)

100,000 CDS DEUTGB2L SELL PROTECTION ON POTASH CORP SASK INC 12-20-2015 SWPC610J8 11/9/2010 9/26/2013 1,653 239 1,414

100,000 CDS DEUTGB2L SELL PROTECTION ON POTASH CORP SASK INC 12-20-2015 SWPC610J8 11/15/2010 9/26/2013 1,653 158 1,495

200,000 CDS DEUTGB2L SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2015 SWPC645H1 8/16/2010 3/7/2013 2,714 - 2,714

100,000 CDS GSILGB2X SELL PROTECTION ON CANADIANNAT RES LTD 12-20-2015 SWPC571J5 10/6/2010 9/26/2013 1,767 343 1,424

700,000 CDS GSILGB2X SELL PROTECTION ON DOW CHEMCO 06-20-2019 SWPC116U2 8/15/2012 6/13/2013 - - -

400,000 CDS GSILGB2X SELL PROTECTION ON PLAINS ALL AMERN PIP 12-20-2017 SWPC107V1 10/11/2012 9/26/2013 7,350 1,638 5,712

100,000 CDS GSILGB2X SELL PROTECTION ON SHELL INTL FIN B V 03-20-2016 SWPC122L4 2/14/2011 9/25/2013 2,009 2,224 (215)

600,000 CDS GSILGB2X SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2017 SWPC536T7 7/9/2012 9/24/2013 3,993 - 3,993

100,000 CDS MRMDUS33 SELL PROTECTION ON CANADIANNAT RES LTD 09-20-2015 SWPC186J2 9/17/2010 9/26/2013 1,614 - 1,614

100,000 CDS MRMDUS33 SELL PROTECTION ON RUSSIAN (FEDERATION 03-20-2016 SWPC050L0 3/3/2011 9/25/2013 90 - 90

500,000 CDS MRMDUS33 SELL PROTECTION ON TIME WARNER CABLE IN 12-20-2015 SWPC900J7 10/26/2010 9/24/2013 3,016 - 3,016

100,000 CDS MRMDUS33 SELL PROTECTION ON TOYOTA MOTOR CREDIT 06-20-2016 SWPC890L4 4/1/2011 9/25/2013 1,764 - 1,764

100,000 CDS MRMDUS33 SELL PROTECTION ON TOYOTA MOTOR CREDIT 06-20-2016 SWPC890L4 3/31/2011 9/25/2013 1,764 - 1,764

800,000 CDS MSCSUS33 SELL PROTECTION ON CITIGROUP INC 12-20-2017 SWPC369V4 10/31/2012 9/24/2013 7,000 - 7,000

200,000 CDS MSCSUS33 SELL PROTECTION ON ALCOA INC 06-20-2015 SWPC078J3 8/25/2010 6/14/2013 1,487 - 1,487

500,000 CDS MSCSUS33 SELL PROTECTION ON ANADARKOPETROLEUM C 09-20-2017 SWPC521U1 9/12/2012 9/26/2013 8,087 - 8,087

200,000 CDS MSCSUS33 SELL PROTECTION ON CANADIANNAT RES LTD 12-20-2015 SWPC593J9 10/7/2010 9/26/2013 3,533 790 2,743

200,000 CDS MSCSUS33 SELL PROTECTION ON EMIRATE OF ABU DHABI 09-20-2015 SWPC975H1 8/13/2010 9/25/2013 3,309 - 3,309

200,000 CDS RBOSGB2RTCM SELL PROTECTION ON COMCAST CORP NEW 12-20-2015 SWPC712J5 10/14/2010 9/24/2013 3,850 139 3,711

400,000 CDS RBOSGB2RTCM SELL PROTECTION ON CDN NAT RES LTD 09-20-2015 SWPC151J3 9/15/2010 9/26/2013 6,455 - 6,455

800,000 CDS SELL PROTECTION ON METLIFE INC 12-20-2015 SWPC642J0 10/12/2010 9/24/2013 10,852 - 10,852

200,000 CDS SELL PROTECTION ON UNITED MEXICAN STS M 09-20-2015 SWPC516H7 8/23/2010 9/24/2013 2,260 - 2,260

600,000 CDS UBSWUS33 SELL PROTECTION ON PEOPLES REP CHINA 09-20-2017 SWPC337T8 7/26/2012 9/25/2013 9,217 - 9,217

600,000 CDS UBSWUS33 SELL PROTECTION ON PEOPLES REP CHINA 09-20-2017 SWPC337T8 7/9/2012 9/25/2013 9,217 - 9,217

700,000 IRS USD CME_SBSIUS 01-04-2018 SWU002JE3 12/28/2012 1/4/2013 665 - 665

1,000 OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS AND CO 3/21/2013 6/13/2013 1,000 1,000 -

5,000,000 CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.5% 09/16/2016 SWU004ZG6 8/16/2013 9,900 9,900 -

(25,000) FX COLLATERAL PAYABLE TO: MORGAN STANLEY 10/5/2011 (25,000) (25,000) -

25,000 FX COLLATERAL PAYABLE TO: MORGAN STANLEY 10/5/2011 25,000 25,000 -

25,000 OTC DERIVATIVE CASH COLL PAY FROM MORGANSTANLEY 10/5/2011 25,000 25,000 -

(25,000) OTC DERIVATIVE CASH COLLATERAL PAYABLE FROM MORGAN STANLEY 10/5/2011 (25,000) (25,000) -

10,000,000 CDS CHASUS33 20/03/2018 SWPC084W6 2/20/2013 5,838 5,838 -

10,000,000 CDS GSILGB2X 20/03/2018 SWPC083W7 2/1/2013 7,142 7,142 -

500,000 CDS / STS CITIUS33 06-20-2018 SWPC811X4 4/4/2013 4,368 4,368 -

(1,100,000) CDS / STS CME_BARCUS 12-20-2016 SWPC416P0 3/20/2012 (7,536) (7,536) -

(1,500,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 10/4/2012 (10,239) (10,239) -

(800,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 10/1/2012 (4,281) (4,281) -




PAGE 17 OF 19


(C) DATEACQUIRED

(D) DATESOLD




(100,000) CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 10/10/2012 (546) (546) -






100,000 CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 6/18/2012 671 671 -



100,000 CDS / STS CME_CSFBUS 06-20-2017 SWPC1CME6 7/11/2012 491 491 -




(9,900,000) CDS / STS CME_CSFBUS 12-20-2016 SWPC416P0 12/21/2011 (124,001) (124,001) -

(11,000,000) CDS / STS CME_CSFBUS 12-20-2016 SWPC416P0 3/20/2012 (75,362) (75,362) -

9,900,000 CDS / STS CME_CSFBUS 12-20-2016 SWPC416P0 12/21/2011 124,001 124,001 -

(700,000) CDS / STS CME_CSFBUS 12-20-2017 SWPC670U0 10/3/2012 (1,364) (1,364) -

(900,000) CDS / STS CME_MSCSUS 06-20-2017 SWPC1CME6 10/10/2012 (4,910) (4,910) -

(800,000) CDS / STS CME_MSCSUS 06-20-2017 SWPC1CME6 9/28/2012 (3,483) (3,483) -

(700,000) CDS / STS CME_SBSIUS 06-20-2017 SWPC1CME6 10/12/2012 (4,890) (4,890) -

(900,000) CDS / STS CME_SBSIUS 12-20-2016 SWPC416P0 3/20/2012 (6,166) (6,166) -

200,000 CDS / STS GSILGB2X 06-20-2018 SWPC807X0 4/5/2013 1,741 1,741 -

2,500,000 CDS / STS GSILGB2X 06-20-2018 SWPC807X0 4/4/2013 21,838 21,838 -

100,000 CDS BARCGB33 06-20-2018 SWPC819X6 4/18/2013 4,547 4,547 -

100,000 CDS CHASUS33 06-20-2018 SWPC259Y1 4/30/2013 2,992 2,992 -

1,400,000 IRS 06-20-2022 SWU0640U7 2/17/2012 6,084 6,084 -

(1,400,000) IRS 06-20-2022 SWU0640U7 2/17/2012 (6,084) (6,084) -

(800,000) CALL SWAPTION USD CITIUS33 3MLIBOR/6M 1.7% European 317U882C9 03-18-2013 3/15/2012 3/11/2013 (25,560) (9,440) (16,120)

(500,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.7% European 317U877C6 03-18-2013 3/14/2012 3/11/2013 (16,066) (5,375) (10,691)

(1,000,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.7% European 317U877C6 03-18-2013 3/14/2012 3/11/2013 (32,050) (11,250) (20,800)


(1,000,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M 1.7% European 317U877C6 03-18-2013 3/14/2012 3/11/2013 (31,950) (12,200) (19,750)




(200,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M2.5% European 317U934E3 01-27-2014 7/26/2013 9/25/2013 (820) (1,500) 680

(500,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M2.5% European 317U934E3 01-27-2014 8/9/2013 9/25/2013 (2,050) (3,000) 950

(200,000) PUT SWPTN USD CHASUS33 6M 1.9%/3MLIBOR European 317U943E2 10-18-2013 7/26/2013 9/25/2013 (250) (820) 570

(100,000) PUT SWPTN USD CHASUS33 6M 2.65%/3MLIBOR European 317U162E6 07-29-2013 3/25/2013 6/28/2013 (1,700) (344) (1,356)

(100,000) PUT SWPTN USD CHASUS33 6M 2.65%/3MLIBOR European 317U162E6 07-29-2013 4/3/2013 6/28/2013 (1,700) (250) (1,450)

(200,000) PUT SWPTN USD CHASUS33 6M 2.9%/3MLIBOR European 317U818E4 09-30-2013 6/28/2013 9/25/2013 (83) (3,469) 3,385

(3,800,000) PUT SWPTN USD DEUTGB2L 6M 2.5%/6MLIBOR European 317U492D9 09-21-2015 9/20/2012 9/25/2013 (140,000) (71,440) (68,560)

(1,400,000) PUT SWPTN USD GSCMUS33 6M 1.5%/3MLIBOR European 317U595E3 10-28-2013 5/21/2013 9/25/2013 (11,600) (4,270) (7,330)

(2,100,000) PUT SWPTN USD GSCMUS33 6M 1.5%/3MLIBOR European 317U595E3 10-28-2013 5/22/2013 9/25/2013 (17,400) (5,250) (12,150)

(100,000) PUT SWPTN USD GSCMUS33 6M 2.65%/3MLIBOR European 317U086E9 07-29-2013 4/4/2013 6/28/2013 (1,700) (165) (1,535)

(100,000) PUT SWPTN USD GSCMUS33 6M 2.65%/3MLIBOR European 317U086E9 07-29-2013 4/4/2013 7/1/2013 (1,400) (165) (1,235)

(100,000) PUT SWPTN USD GSCMUS33 6M 2.9%/3MLIBOR European 317U827E3 09-30-2013 7/1/2013 9/25/2013 (42) (1,457) 1,415

(200,000) PUT SWPTN USD MSCSUS33 6M 2.65%/3MLIBOR European 317U019E1 07-29-2013 1/28/2013 6/28/2013 (3,400) (1,230) (2,170)

(300,000) PUT SWPTN USD MSCSUS33 6M 2.9%/3MLIBOR European 317U819E3 09-30-2013 6/28/2013 9/25/2013 (125) (5,192) 5,067

(200,000) PUT SWPTN USD RBOSGB2RTCM 3.5 / LIBOR EUROPEAN 317U933E4 01-27-2014 7/26/2013 9/25/2013 (1,040) (1,850) 810

(500,000) PUT SWPTN USD RBOSGB2RTCM 3.5 / LIBOR EUROPEAN 317U933E4 01-27-2014 8/9/2013 9/25/2013 (2,600) (3,975) 1,375




PAGE 18 OF 19


(C) DATEACQUIRED

(D) DATESOLD




(1,300,000) IR FLR USD 218.011%/CPURN DEUTGB2L 10-13-2020 317513RG6 10/8/2010 9/25/2013 (1,365) (12,740) 11,375

(300,000) CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M .75% European 317U420E4 09-03-2013 4/9/2013 9/3/2013 - (210) 210

(100,000) CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 3/25/2013 7/29/2013 - (344) 344

(200,000) CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 4/3/2013 7/29/2013 - (600) 600

(200,000) CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M .75% European 317U417E9 09-03-2013 4/8/2013 9/3/2013 - (140) 140

(200,000) CALL SWAPTION USD GSCMUS33 3MLIBOR/6M .85% European 317U014E6 03-18-2013 1/28/2013 3/18/2013 - (218) 218

(200,000) CALL SWAPTION USD GSCMUS33 3MLIBOR/6M 1.8% European 317U085E0 07-29-2013 4/4/2013 7/29/2013 - (880) 880

(200,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/12/2013 9/3/2013 - (120) 120

(1,100,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/10/2013 9/3/2013 - (550) 550

(200,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/15/2013 9/3/2013 - (165) 165

(200,000) CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 1.8% European 317U018E2 07-29-2013 1/28/2013 7/29/2013 - (1,230) 1,230

(100,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 4/1/2013 7/29/2013 - (353) 353

(100,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 4/2/2013 7/29/2013 - (278) 278

(700,000) CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.9% European 317U598E0 09-03-2013 5/21/2013 9/3/2013 - (2,205) 2,205

(300,000) PUT SWPTN USD BOFAUS6S 6M 1.25%/3MLIBOR European 317U421E3 09-03-2013 4/9/2013 9/3/2013 - (750) 750

(100,000) PUT SWPTN USD CHASUS33 6M 2.65%/3MLIBOR European 317U162E6 07-29-2013 4/3/2013 7/29/2013 - (250) 250

(800,000) PUT SWPTN USD CITIUS33 6M 1.7%/3MLIBOR European 317U881C0 03-18-2013 3/15/2012 3/18/2013 - (15,040) 15,040

(200,000) PUT SWPTN USD DEUTGB2L 6M 1.25%/3MLIBOR European 317U418E8 09-03-2013 4/8/2013 9/3/2013 - (540) 540

(700,000) PUT SWPTN USD DEUTGB2L 6M 1.3%/3MLIBOR European 317U017E3 04-29-2013 1/28/2013 4/29/2013 - (1,978) 1,978






900,000 PUT SWPTN USD DEUTGB2L 6M 3.45%/3MLIBOR European 317U491D0 09-21-2015 9/20/2012 9/25/2013 133,500 71,342 62,158

(200,000) PUT SWPTN USD GSCMUS33 6M 1.25%/3MLIBOR European 317U016E4 03-18-2013 1/28/2013 3/18/2013 - (218) 218


(1,100,000) PUT SWPTN USD MSCSUS33 6M 1.25%/3MLIBOR European 317U435E7 09-03-2013 4/10/2013 9/3/2013 - (2,970) 2,970


(700,000) PUT SWPTN USD RBOSGB2RTCM 2.4 / LIBOR EUROPEAN 317U597E1 09-03-2013 5/21/2013 9/3/2013 - (5,040) 5,040

(100,000) PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 4/1/2013 7/29/2013 - (240) 240

(100,000) PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 4/2/2013 7/29/2013 - (278) 278

(300,000) CURRENCY OPTION CALL BNPAFRPP USD/JPY 96.5 European 05-09-2013 317538M29 2/11/2013 5/9/2013 - (3,420) 3,420

(300,000) CURRENCY OPTION PUT BNPAFRPP USD/JPY 89 European 05-09-2013 317538M11 2/11/2013 5/9/2013 - (2,220) 2,220

300,000 CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M .75% European 317U420E4 09-03-2013 4/9/2013 210 210 -

200,000 CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 4/3/2013 600 600 -

100,000 CALL SWAPTION USD CHASUS33 3MLIBOR/6M 1.8% European 317U161E7 07-29-2013 3/25/2013 344 344 -

200,000 CALL SWAPTION USD DEUTGB2L 3MLIBOR/6M .75% European 317U417E9 09-03-2013 4/8/2013 140 140 -

200,000 CALL SWAPTION USD GSCMUS33 3MLIBOR/6M .85% European 317U014E6 03-18-2013 1/28/2013 218 218 -

200,000 CALL SWAPTION USD GSCMUS33 3MLIBOR/6M 1.8% European 317U085E0 07-29-2013 4/4/2013 880 880 -

1,100,000 CALL SWAPTION USD MSCSUS33 3MLIBOR/6M .75% European 317U434E8 09-03-2013 4/10/2013 550 550 -



200,000 CALL SWAPTION USD MSCSUS33 3MLIBOR/6M 1.8% European 317U018E2 07-29-2013 1/28/2013 1,230 1,230 -

100,000 CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 4/2/2013 278 278 -

100,000 CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.8% European 317U133E2 07-29-2013 4/1/2013 353 353 -

700,000 CALL SWAPTION USD RBOSGB2RTCM 3MLIBOR/6M1.9% European 317U598E0 09-03-2013 5/21/2013 2,205 2,205 -



300,000 PUT SWPTN USD BOFAUS6S 6M 1.25%/3MLIBOR European 317U421E3 09-03-2013 4/9/2013 750 750 -

200,000 PUT SWPTN USD CHASUS33 6M 1.9%/3MLIBOR European 317U943E2 10-18-2013 7/26/2013 820 820 -




PAGE 19 OF 19


(C) DATEACQUIRED

(D) DATESOLD






200,000 PUT SWPTN USD CHASUS33 6M 2.9%/3MLIBOR European 317U818E4 09-30-2013 6/28/2013 3,469 3,469 -

200,000 PUT SWPTN USD DEUTGB2L 6M 1.25%/3MLIBOR European 317U418E8 09-03-2013 4/8/2013 540 540 -

700,000 PUT SWPTN USD DEUTGB2L 6M 1.3%/3MLIBOR European 317U017E3 04-29-2013 1/28/2013 1,978 1,978 -

200,000 PUT SWPTN USD GSCMUS33 6M 1.25%/3MLIBOR European 317U016E4 03-18-2013 1/28/2013 218 218 -

2,100,000 PUT SWPTN USD GSCMUS33 6M 1.5%/3MLIBOR European 317U595E3 10-28-2013 5/22/2013 5,250 5,250 -

1,400,000 PUT SWPTN USD GSCMUS33 6M 1.5%/3MLIBOR European 317U595E3 10-28-2013 5/21/2013 4,270 4,270 -

200,000 PUT SWPTN USD GSCMUS33 6M 2.65%/3MLIBOR European 317U086E9 07-29-2013 4/4/2013 330 330 -

100,000 PUT SWPTN USD GSCMUS33 6M 2.9%/3MLIBOR European 317U827E3 09-30-2013 7/1/2013 1,457 1,457 -

1,100,000 PUT SWPTN USD MSCSUS33 6M 1.25%/3MLIBOR European 317U435E7 09-03-2013 4/10/2013 2,970 2,970 -



200,000 PUT SWPTN USD MSCSUS33 6M 2.65%/3MLIBOR European 317U019E1 07-29-2013 1/28/2013 1,230 1,230 -

300,000 PUT SWPTN USD MSCSUS33 6M 2.9%/3MLIBOR European 317U819E3 09-30-2013 6/28/2013 5,192 5,192 -

700,000 PUT SWPTN USD RBOSGB2RTCM 2.4 / LIBOR EUROPEAN 317U597E1 09-03-2013 5/21/2013 5,040 5,040 -

100,000 PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 4/1/2013 240 240 -

100,000 PUT SWPTN USD RBOSGB2RTCM 2.65 / LIBOR EUROPEAN 317U134E1 07-29-2013 4/2/2013 278 278 -



300,000 CURRENCY OPTION CALL BNPAFRPP USD/JPY 96.5 European 05-09-2013 317538M29 2/11/2013 3,420 3,420 -

300,000 CURRENCY OPTION PUT BNPAFRPP USD/JPY 89 European 05-09-2013 317538M11 2/11/2013 2,220 2,220 -

TOTAL OPTIONS 96,770 (907,608) 1,004,377


ATTACHMENT 3

FORM 990PF, PART I - OTHER INCOME


EXPENSES INVESTMENT NETDESCRIPTION PER BOOKS INCOME INCOMEINCOME - LIMITED LIABILITY INVESTMENTS 95,477,059.OTHER ALTERNATIVE INVESTMENTS 56,516,660.OTHER INCOME 7,744. 7,744.

TOTALS 7,744. 152,001,463.

ATTACHMENT 343461C 2532 V 13-7.5F


ATTACHMENT 4

FORM 990PF, PART I - LEGAL FEES


EXPENSES INVESTMENT NET CHARITABLEDESCRIPTION PER BOOKS INCOME INCOME PURPOSES

LEGAL FEES 726,891. 220,607. 570,459.

TOTALS 726,891. 220,607. 570,459.

ATTACHMENT 443461C 2532 V 13-7.5F


ATTACHMENT 5

FORM 990PF, PART I - ACCOUNTING FEES



AUDIT FEES 437,735. 139,693. 298,042.

TOTALS 437,735. 139,693. 298,042.

ATTACHMENT 543461C 2532 V 13-7.5F


ATTACHMENT 6

FORM 990PF, PART I - OTHER PROFESSIONAL FEES



OTHER PROFESSIONAL FEES 13,142,423. 12,759,062. 395,361. (PRIMARILY INVESTMENT ADVISORY FEES)

TOTALS 13,142,423. 12,759,062. 395,361.

ATTACHMENT 643461C 2532 V 13-7.5F


ATTACHMENT 7

FORM 990PF, PART I - INTEREST EXPENSE



INTEREST ON DEBT 9,707,366. 9,478,613.

TOTALS 9,707,366. 9,478,613.

ATTACHMENT 743461C 2532 V 13-7.5F

The Andrew W. Mellon Foundation

Form 990PF

13-1879954

Calendar Year 2013

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 Equipment

of 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, 2013 4,132,500 57,770,495 3,015,228 64,918,223

2013 Additions/Deletions: - - - -

Total Assets at December 31, 2013 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, 2013 - 22,416,360 2,936,539 25,352,899

Additions - Provision for 2013

Depreciation (Note C) - 2,368,397 51,956 2,420,354 FORM 990PF, PART I, LINE 19

Reserve for Depreciation at December 31, 2013 - 24,784,757 2,988,495 27,773,252 FORM 990PF, PART II, LINE 14

Net Property at December 31, 2013 4,132,500 32,985,738 26,733 37,144,971 FORM 990PF, PART II, LINE 14

NET LAND AND DEPRECIABLE ASSETS (NOTES)

Note (A) The amounts shown for land and office building at 140 to 144 East 62nd Street represent

the actual cost plus renovations and improvements.

Note (B) This building was purchased in 2002 and was converted to an office building. The

Foundation currently leases this building rent free to Ithaka Harbors, Inc. and ARTstor Inc.

which are two independent not-for profit entities.

Note (C) The office buildings in use are depreciated on a straight-line basis over their useful lives, generally 25-28 years.

Building improvements 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 2013 depreciation expense allocated

towards investment income was $322,365 (Part I, line 19, column b).

ATTACHMENT 7A


ATTACHMENT 8

FORM 990PF, PART I - TAXES



FEDERAL EXCISE TAX PROVISION 11,820,123.FEDERAL UBI TAX PROVISION 1,839,836.STATE TAX PROVISION 112,194.

TOTALS 13,772,153.

ATTACHMENT 843461C 2532 V 13-7.5F


ATTACHMENT 9

FORM 990PF, PART I - OTHER EXPENSES


EXPENSES INVESTMENT NET CHARITABLEDESCRIPTION PER BOOKS INCOME INCOME PURPOSESTECHNOLOGY EXPENSES 1,220,065. 335,898. 884,950.INSURANCE 212,012. 57,343. 147,369.COMMUNICATIONS 86,703. 20,090. 66,613.OFFICE SUPPLIES 208,211. 55,801. 152,410.DATA ACQUISITION 97,210. 40,033. 57,177.TEMPORARY HELP 226,256. 29,070. 216,872.MISCELLANEOUS 510,998. 8,539. 225,858.

TOTALS 2,561,455. 546,774. 1,751,249.

ATTACHMENT 943461C 2532 V 13-7.5F


13-1879954

Form 990-PF

Calendar Year 2013

Part II Balance Sheet

Line 2

Savings Temporary Investments

Attachment 10a

1 of 1

Security Shares Tax Cost Market Value

MFB NORTHERN INSTL FDS GOVT SELECT PORTFOLIO 218,237,181 218,237,181 218,237,181

BUY TO OPEN REPO W/MLPFS INC .01% FROM 12-31-2013 TO 01-02-2014 13,700,000 13,700,000 13,700,000

MEXICAN CETES 06/02/2014 1,580,000 1,206,192 1,202,147

MEXICAN CETES 20/02/2014 3,900,000 3,000,714 2,963,454

MEXICO(UTD MEX ST) 0% CETES 02/01/2014 MXN10 1,000,000 755,234 763,525

MEXICO(UTD MEX ST) 0% TB 06/03/14 MXN10 4,100,000 3,077,269 3,112,796

FED HOME LN DISCOUNT NT DUE 01-08-2014 5,600,000 5,598,131 5,599,983

United States dollar 516,676 516,676 516,676

United States dollar 1,406,325 1,406,325 1,406,325

Japanese yen 7,960,163 7,960,163 7,960,163

MONEY MKT FUND-BANK OF NY 55,455 55,455

MONEY MARKET FUND JPMC 416,073 416,073

TOTAL 255,929,414 255,933,778


FORM 990PF, PART II - U.S. AND STATE OBLIGATIONSATTACHMENT 10

BEGINNING ENDING ENDINGDESCRIPTION BOOK VALUE BOOK VALUE FMV

SEE STATEMENT 191,795,833. 303,653,859. 303,653,859.

US OBLIGATIONS TOTAL 191,795,833. 303,653,859. 303,653,859.

ATTACHMENT 1043461C 2532 V 13-7.5F


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10a

Investments-US State Obligations

Attachment 10

1 of 2


BAY AREA TOLL AUTH CALIF TOLL BRDG REV 5% 04-01-2024 BEO 200,000 241,525 226,612

CALIFORNIA ST 7.5% 04-01-2034 BEO TAXABLE 700,000 704,810 890,764

MA BAY TRANSN AUTH MASS SALESTAX REV SR-SER C VAR RT DUE 07-01-2020 BEO N/C 1,150,000 935,652 1,166,192

NEW JERSEY ST TPK AUTH TPK REV 5% 01-01-2025 BEO 100,000 117,496 110,844



FHLMC MULTICLASS SER 3010 CL WB 4.5 07-15-2020 3,000,000 2,737,969 3,203,496

FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 1,075,297 1,078,071 1,093,968

FNMA POOL #606116 ADJ RT DUE 09-01-2031 REG 36,805 37,066 38,888

FNMA POOL #638987 ADJ RT DUE 12-01-2030 BEO 173,283 173,482 181,639

FNMA POOL #838982 2.546% 06-01-2035 BEO 160,326 159,048 169,958

FNMA POOL #870897 2.25% 01-01-2037 BEO 231,081 230,431 243,363

FNMA POOL #979639 5% 06-01-2023 BEO 93,144 93,804 101,618

FNMA POOL #MA0243 5% 11-01-2029 BEO 560,363 569,851 610,705

FNMA POOL #MA0295 5% 01-01-2030 BEO 1,439,000 1,463,267 1,578,693

FNMA SERIES 2003-88 CLASS-FE 05-25-2030 19,285 19,285 19,286

FNMA SINGLE FAMILY MORTGAGE 3.5% 30 YEARS SETTLES JANUARY (3,000,000) (2,985,000) (2,980,077)

FNMA SINGLE FAMILY MORTGAGE 4% 30 YEARS SETTLES FEBRUARY (3,000,000) (3,088,125) (3,078,750)

FNMA SINGLE FAMILY MORTGAGE 5% 30 YEARS SETTLES JANUARY (3,000,000) (3,255,469) (3,258,048)

GNMA I SINGLE FAMILY MORTGAGE 3% 30 YEARS SETTLES JANUARY 3,000,000 2,908,477 2,897,109

GNMA I SINGLE FAMILY MORTGAGE 4.5% 30 YEARS SETTLES JANUARY (1,000,000) (1,069,531) (1,066,953)

GNMA POOL #444188 4.5% 02-15-2041 BEO 56,339 57,191 60,170

GNMA POOL #682917 4.5% 01-15-2041 BEO 196,517 199,489 210,116

GNMA POOL #706855 4.5% 09-15-2040 BEO 431,405 437,920 465,111

GNMA POOL #707729 4.5% 02-15-2041 BEO 230,405 233,889 246,499

GNMA POOL #760111 4.5 DUE 02-15-2041 REG 456,558 463,461 486,941

CANADA HSG TR NO 1 CDA HSG TR SER 48 2.4% 144A 15/12/2022 400,000 394,497 356,532

EXPORT IMPORT BK KOREA NT 8.125% DUE 01-21-2014 REG 1,200,000 1,231,706 1,204,466

RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 10-15-2019 4,300,000 3,827,615 3,733,755

IL DEV FIN AUTH REV VAR-ADVENTIST HLTH SYS-SER B VAR 01-01-2019 BEO SF N/C 950,000 856,060 1,001,196

UNITED STATES OF AMER TREAS BILLS 0 TB DUE 05-29-2014 USD1000 271,000 270,651 270,936

UNITED STATES TREAS BILLS 01-02-2014 UNITED STATES TREAS BILLS 1,298,000 1,297,712 1,298,000




13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10a

Investments-US State Obligations

Attachment 10

2 of 2


UNITED STATES TREAS BILLS 06-12-2014 UNITED STATES TREAS BILLS 55,000 54,979 54,987

AUSTRALIA(CMNWLTH) 5.75% BDS 15/05/21 AUD1000 700,000 781,795 701,117

QATAR ST BD DTD 11/2009 144A 5.25% DUE 01-20-2020/11-24-2009 BEO 1,600,000 1,606,708 1,788,000

UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 (400,000) (326,276) (324,188)

UNITED STATES TREAS NTS DTD 00419 .25% DUE 08-31-2014 REG 300,000 300,254 300,258

UNITED STATES TREAS NTS DTD 00424 1% DUE09-30-2019 REG 100,000 95,442 94,406

UNITED STATES TREAS NTS DTD 00471 1.375%DUE 07-31-2018 REG 4,500,000 4,454,265 4,459,572

UNITED STATES TREAS NTS DTD 04/30/2013 .625% DUE 04-30-2018 REG 9,600,000 9,284,021 9,258,000

UNITED STATES TREAS NTS DTD 10-15-2011 0.5 10-15-2014 100,000 100,340 100,281

UNITED STATES TREAS NTS DTD 10/31/2012 .25% DUE 10-31-2014 REG 200,000 200,237 200,172

UNITED STATES TREAS NTS NTS .625% DUE 12-15-2016 REG 7,100,000 7,098,737 7,071,160

UNITED STATES TREAS NTS TNOTE .25% DUE 09-15-2014 REG 700,000 700,875 700,601

US TREAS NTS 0.375 03-15-2016 1,500,000 1,498,676 1,497,657

US TREAS NTS DTD 00362 .50 DUE 08-15-2014 REG 300,000 300,996 300,703

US TREAS NTS DTD 02/28/2011 2.125 DUE 02-29-2016 REG 1,800,000 1,871,625 1,865,671

UTD STATES TREAS .25% DUE 11-30-2014 100,000 100,093 100,090

UTD STATES TREAS .375% DUE 02-15-2016 2,800,000 2,799,520 2,797,374

UTD STATES TREAS 1.50 DUE 06-30-2016 1,000,000 1,024,772 1,023,047

UTD STATES TREAS CPN .25 DUE 05-31-2014 13,200,000 13,209,911 13,207,735

UNITED STATES OF AMER TREAS NOTES INFLATION INDEXED 0.125 04-15-2018 1,500,000 1,548,407 1,545,809

UNITED STATES TREAS BDS 2.125 2-15-2041 600,000 666,248 719,022

UNITED STATES TREAS NTS DTD 01/15/2013 TIPS 01-15-2023 400,000 428,552 382,273

US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG 100,000 123,318 127,842

US TREAS NTS INDEX LINKED NOTE .125 DUE 01-15-2022 REG 1,600,000 1,630,822 1,586,882

US TREAS NTS TIPS 07-15-2022 300,000 320,164 291,870

US TREAS NTS TIPS DTD 07-15-2011 07-15-2021 1,000,000 1,071,548 1,051,925

USA TREASURY NTS 1.125% TIPS 15/1/21 USD1000 01-15-2021 1,600,000 1,750,711 1,795,505

TOTAL 302,511,589 303,653,859


ATTACHMENT 11

FORM 990PF, PART II - CORPORATE STOCK


SEE STATEMENT 1,067,873,654. 1,279,498,020. 1,279,498,020.

TOTALS 1,067,873,654. 1,279,498,020. 1,279,498,020.

ATTACHMENT 1143461C 2532 V 13-7.5F

The AndrewW. Mellon Foundation

13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

1 of 10


3M CO COM 21,108 1,802,402 2,960,397

ADOBE SYS INC COM 46,013 1,311,853 2,755,258

ADR DANONE SPONSORED ADR 141,065 2,149,613 2,048,264

ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR 156,012 3,593,396 4,720,923

ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR 274,936 4,542,974 3,730,882

ADR NESTLE S A SPONSORED ADR REPSTG REG SH 63,982 1,835,585 4,708,435

ADR NOVARTIS AG 29,397 1,683,059 2,362,931

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 144,462 3,696,883 1,990,686

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS 70,858 1,996,618 1,040,904

ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 44,454 1,864,797 3,120,671

ADR TENARIS S A SPONSORED ADR 81,045 3,484,289 3,540,856

ADVANCED ENERGY INDS INC COM 25,910 538,049 592,303

ADVISORY BRD CO COM 16,400 263,138 1,044,188

AIR PROD & CHEM INC COM 28,555 2,084,891 3,191,878

ALBEMARLE CORP COM 4,730 303,704 299,835

ALKERMES PLC SHS 70,670 2,190,464 2,873,442

ALLIANT TECHSYSTEMS INC COM 13,610 1,000,273 1,656,065

ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK 13,950 989,325 1,573,700

ALTERA CORPORATION COM 65,803 2,105,700 2,140,572

AMAZON COM INC COM 7,086 1,267,585 2,825,826

AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS 205,415 5,914,595 4,800,549

AMERICAN EXPRESS CO 48,550 2,043,492 4,404,942

ANALOG DEVICES INC COM 67,233 2,269,788 3,424,177

ANGLO AMERICAN USD0.54945 100,516 4,655,882 2,197,700

AOL INC COM STK 63,738 2,202,610 2,971,466

AOZORA BANK NPV 537,000 1,502,269 1,522,535

APPLE INC COM STK 5,279 1,882,814 2,962,100

ARCS COMPANY LTD NPV 87,400 1,632,422 1,675,572

AS ONE CORPORATION NPV 28,200 642,141 664,855

ATMEL CORP COM 102,910 779,090 805,785

ATWOOD OCEANICS INC COM 10,650 576,416 568,604


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

2 of 10


AUTOZONE INC COM 6,670 2,588,225 3,187,860

AVIS BUDGET GROUP INC COM STK 89,160 2,504,886 3,603,847

AZBIL CORP NPV 66,100 1,500,502 1,541,421

BAKER HUGHES INC COM 44,742 1,894,217 2,472,443

BARLOWORLD LTD ZAR0.05 296,073 2,063,401 2,827,093

BECTON DICKINSON & CO COM 20,067 559,063 2,217,203

BELDEN INC COM 28,820 843,418 2,030,369

BERKLEY W R CORP COM 22,220 532,908 964,126

BETFAIR GROUP PLC COM STK 55,732 966,950 996,906

BK OF YOKOHAMA NPV 281,000 1,494,275 1,566,681

BLACKHAWK NETWORK HLDGS INC 13,980 333,162 353,135

BLAKENEY 35,454,406 35,454,406 46,162,710

BOISE CASCADE CO COM 13,310 299,475 392,379

CADENCE DESIGN SYS INC COM 58,030 784,277 813,581

CAESARSTONE SDOT YAM LTD 17,540 507,937 871,212

CALLIDUS SOFTWARE INC COM STK 49,510 497,049 679,772

CANADIAN PAC RY LTD COM CANADIAN PACIFICRAILWAY LTD 17,852 1,644,485 2,701,365

CARBO CERAMICS INC COM 9,437 773,297 1,099,694

CARLISLE COMPANIES INC COM 13,840 460,492 1,098,896

CARRIZO OIL & GAS INC COM 28,050 1,057,052 1,255,799

CATERPILLAR INC COM 24,689 1,272,534 2,242,008

CDN NAT RES LTD COM CDN NAT RES COM STK 55,005 1,531,633 1,861,369

CENTENE CORP DEL COM 8,300 415,217 489,285

CF ASIA LANDMARK LTD CL B UNRESTRICTED PARTICIPATING SHARES FD 202,831 39,637,583 43,877,854

CF ASTENBACK OFFSHORE COMMODITIES CL C RES SER 2013 1 FUND 16,920 25,000,000 23,988,109

CF CF WGI EMERGING MARKETS SMALLER COMPANIES FUND LLC 3,312,552 40,990,909 39,630,110

CF LUBBEN LTD USD SERIES ONE APRIL 2006 FUND 14,858 25,000,000 26,194,180

CF SILCHESER INTL INVESTORS JAPANESE EQ TR 5,463,868 73,330,517 78,392,167

CF SILCHESTER INTL VALUE EQTY TR FD 2,493,923 205,614,767 260,955,946

CF WELLINGTON TR CO NATL ASSN COM TR FUNDS LATIN AMER PORTFOLIO 5,899,567 61,248,763 62,240,428

CF WTC CTF EMERGING MARKETS LCL E FD 4,329,120 51,278,526 54,460,326


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

3 of 10


CHARLES RIV LABORATORIES INTL INC COM 25,150 1,131,129 1,333,956

CHART INDS INC COM PAR $0.01 COM PAR $0.01 5,420 440,301 518,369

CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 9,700 620,553 625,844

CHEESECAKE FACTORY INC COM 9,710 297,970 468,702

CHICOS FAS INC COM 36,090 302,854 679,936

CHINA MOBILE LTD HKD0.10 478,000 5,546,880 4,956,466

CHIYODA CORP NPV 81,000 1,116,092 1,176,024

CHUGOKU MAR PAINTS NPV 323,000 1,644,577 1,714,799

CISCO SYSTEMS INC 143,309 2,949,640 3,217,287

CLARCOR INC COM 13,920 429,665 895,752

COCA COLA CO COM 53,865 1,508,929 2,225,163

COGENT COMMUNICATIONS GROUP INC 62,060 1,301,284 2,507,845

COMCAST CORP NEW-CL A 60,006 993,152 3,118,212

COMMERCIAL INTL BK EGP10 581,055 1,998,262 2,724,420

COSEL CO LTD NPV 54,000 630,505 627,316

COSTCO WHOLESALE CORP NEW COM 19,635 1,101,640 2,336,761

COVANCE INC COM 4,210 353,699 370,733

COVIDIEN PLC USD0.20(POST CONSLDTN) 15,050 997,377 1,024,905

CROCS INC COM 35,470 547,038 564,682

DAISEKI CO LTD NPV 74,200 1,393,896 1,452,867

DELTA AIR LINES INC 74,490 1,701,992 2,046,240

DENKI KAGAKU KOGYO NPV 363,000 1,481,124 1,498,901

DEXCOM INC COM 59,660 1,321,950 2,112,561

DOSHISHA CO NPV 100,300 1,375,243 1,414,249

DRESSER-RAND GROUP INC COM 54,691 2,659,112 3,261,224

EAGLE MATLS INC COM 9,560 680,706 740,231

EASTMAN CHEM CO COM 49,380 1,723,098 3,984,966

EBAY INC COM USD0.001 46,204 2,044,644 2,536,138

ELLIE MAE INC COM STK 52,870 1,506,973 1,420,617

EMAAR PROPERTIES AED1 1,474,271 1,488,154 3,066,548

EMERALD OIL INC COM NEW COM NEW 25,700 156,770 196,862


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

4 of 10


EMERSON ELECTRIC CO COM 34,620 1,136,439 2,429,632

ENDURANCE SPECIALTY HOLDINGS LTD 15,140 659,548 888,264

ENVESTNET INC COM STK 15,370 290,640 619,411

EXONE CO COM 10,730 593,362 648,736

FACEBOOK INC CL A 1,943 91,649 106,204

FACEBOOK INC CL A CL A 30,446 1,107,908 1,664,178

FEDEX CORP COM 21,265 1,835,802 3,057,269

FIBRIA CELULOSE SA COMSTK 283,300 3,896,617 3,320,227

FIDELITY NATIONAL FINANCIAL INC CL A 3,590 68,308 116,496

FIESTA RESTAURANT GROUP INC COM 13,410 380,266 700,538

FLEETMATICS GROUP PLC COM EUR0.015 27,110 957,313 1,172,508

FLIR SYS INC COM 13,390 323,251 403,039

FMC CORP COM 37,730 2,331,108 2,847,106

FOREST LABORATORIES INC 10,520 588,458 631,516

FORTINET INC COM 36,190 689,055 692,315

FOUNDATION MEDICINE INC COM 7,970 249,297 189,845

GLOBE SPECIALTY METALS INC COM STK 45,590 671,349 821,076

GOOGLE INC CL A CL A 3,628 1,483,663 4,065,936

GRACE W R & CO DEL NEW COM STK 41,380 2,562,163 4,091,241

GRAINGER W W INC COM 11,295 788,805 2,884,969

GROUPON INC 16,889 197,601 198,784

GRUPO BIMBO SAB DE CV 522,600 1,092,123 1,604,053

GUANGZHOU AUTOMOBILE GROUP COMPANY LTD COMMON STOCK 2,914,143 3,014,453 3,187,094

GUIDEWIRE SOFTWARE INC COM USD0.0001 4,920 215,998 241,424

HALLADOR ENERGY COMPANY COM STK 136,427 1,260,022 1,099,602

HALOZYME THERAPEUTICS INC COM 24,690 297,808 370,103

HANKOOK TIRE CO KRW500 68,428 1,125,558 3,935,737

HARMAN INTL INDS INC NEW COM STK USD0.01 8,302 361,688 679,519

HEALTH NET INC COM 90,044 2,357,177 2,671,605

HEARTLAND PMT SYS INC COM STK 23,110 724,943 1,151,802

HERTZ GLOBAL HLDGS INC COM 76,140 1,929,090 2,179,127


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

5 of 10


HEWLETT PACKARD CO COM 124,900 2,483,030 3,494,702

HOGY MEDICAL CO NPV 29,800 1,539,825 1,570,734

HOKUTO CORP NPV 81,400 1,514,248 1,529,566

HON HAI PRECISION TWD10 1,280,606 2,579,063 3,441,762

HORIBA LTD NPV 34,200 1,164,990 1,168,146

HUB GROUP INC CL A 25,710 707,767 1,025,315

HYUNDAI MOTOR CO KRW5000 18,015 4,120,727 4,037,094

IBIDEN CO LTD NPV 81,100 1,488,383 1,516,984

IMAX CORP COM 20,480 437,546 603,750

INABA DENKISANGYO NPV 46,800 1,373,622 1,460,482

INCYTE CORP COM 3,290 119,917 166,573

INGRAM MICRO INC CL A 10,940 248,046 256,652

INSPERITY INC COM 29,490 808,923 1,065,474

INSULET CORP COM STK 16,370 381,566 607,327

INTERNATIONAL BUSINESS MACHS CORP COM 11,536 631,001 2,163,808

INTEROIL CORP COM 5,460 388,698 281,135

INTERPUBLIC GROUP COMPANIES INC COM 101,400 1,105,809 1,794,780

INTREXON CORP COM 37,910 856,943 902,258

JACK HENRY & ASSOC INC COM 21,680 742,863 1,283,673

JAPAN PETROLEUM EX NPV 40,600 1,491,409 1,539,327

JIVE SOFTWARE INC 24,940 275,369 280,575

JOHNSON & JOHNSON COM USD1 37,842 2,144,808 3,465,949

JONES LANG LASALLE INC COM STK 7,490 612,621 766,901

JOY GLOBAL INC COM 18,420 1,076,125 1,077,386

K12 INC COM STOCK USD.0001 9,400 197,475 204,450

KAR AUCTION SVCS INC COM STK 40,980 742,104 1,210,959

KIOR INC CL A CL A 148,990 668,715 250,303

KITZ CORPORATION NPV 258,500 1,244,575 1,298,587

KOMERCNI BANKA CZK500 11,500 2,379,145 2,559,396

KULICKE & SOFFA INDS INC COM 53,720 645,334 714,476

LEIDOS HLDGS INC COM 39,137 1,630,199 1,819,479


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

6 of 10


LEXMARK INTL INC NEW CL A 25,000 731,031 888,000

LIFELOCK INC COM 20,198 350,132 331,449

LIFELOCK INC COM 24,560 385,540 403,030

LKQ CORP COM LKQ CORP 33,920 582,935 1,115,968

LOJAS AMERICANAS PRF NPV 314,612 2,535,710 2,097,636

LOWES COS INC COM 58,340 2,322,257 2,890,747

LSI CORP COM STK 143,326 951,735 1,579,453

LYONDELLBASELL IND N V COM USD0.01 CL 'A' 39,040 2,731,923 3,134,131

MARUICHI STEEL TUBE LTD 62,000 1,509,488 1,566,738

MASSMART HOLDINGS LIMITED 73,463 1,174,866 911,821

MASTEC INC COM 137,120 2,474,338 4,486,566

MATRIX SVC CO COM 30,370 466,898 743,154

MCGRAW HILL FINANCIAL INC 26,142 1,736,157 2,044,304

MEDICINES COMPANY COM 49,960 1,746,452 1,929,455

MEDNAX INC COM 81,900 3,169,882 4,371,822

MEG ENERGY CORP COM STK 37,263 1,169,090 1,071,311

MERITOR INC COM 75,560 1,228,566 788,091

MFC ISHARES MSCI ACWI ETF 326,834 15,682,892 18,835,443

MFC VANGUARD FTSE EMERGING MKTS ETF 1,475,527 56,451,804 60,703,181

MICROSEMI CORP COM 26,460 530,841 660,177

MICROSOFT CORP COM 102,224 2,371,997 3,826,244

MID-CON ENERGY PARTNERS LP COM UNIT 17,460 415,332 398,961

MINE SAFETY APPLIANCES CO COM 12,780 468,953 654,464

MONOLITHIC PWR SYS INC COM 7,890 197,363 273,467

MONSANTO CO NEW COM 28,509 2,124,224 3,322,724

MOTOROLA SOLUTIONS INC 39,170 1,981,666 2,643,975

MOVE INC 18,890 217,346 302,051

MRC GLOBAL INC COM 35,009 749,437 1,129,390

MS&AD INSURANCE GROUP HOLDINGS, INC. NPV 57,400 1,484,406 1,541,152

NII HLDGS INC 135,580 893,512 372,845

NISSIN KOGYO NPV 54,900 1,119,728 1,163,762


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

7 of 10


OCCIDENTAL PETROLEUM CORP 27,190 2,506,990 2,585,769

OCCIDENTAL PETROLEUM CORP 24,949 2,098,249 2,372,650

OKINAWA BANK NPV 30,400 1,130,264 1,207,554

OMNICARE INC COM 62,010 1,903,946 3,742,924

PACIFIC METALS CO NPV 213,000 752,279 778,193

PACK CORP (THE) NPV 27,300 500,171 484,935

PALL CORP COM 3,850 315,746 328,598

PANDORA MEDIA INC 1,120 32,129 29,792

PEPSICO INC COM 29,199 1,909,092 2,421,765

PERKINELMER INC COM 12,190 376,164 502,594

PITNEY BOWES INC COM 92,420 1,440,438 2,153,386

PRIMORIS SVCS CORP COM 23,270 437,521 724,395

PROCTER & GAMBLE COM NPV 34,684 2,499,844 2,823,624

PROGRESSIVE CORP OH COM 88,457 1,590,518 2,412,222

PROOFPOINT INC COM 22,691 691,816 752,660

QUALCOMM INC COM 28,192 1,059,791 2,093,256

QUANTA SVCS INC COM 30,430 541,051 960,371

QUINSTREET INC COM STK 65,420 989,859 568,500

RAYMOND JAMES FNCL INC COM STK 54,990 928,599 2,869,928

RE/MAX HLDGS INC CL A 325 7,150 10,423

REALPAGE INC COM STK 24,060 579,192 562,523

ROCKWOOD HLDGS INC COM 28,696 1,250,287 2,063,816

ROLAND CORPORATION NPV 78,900 1,013,450 1,071,217

RPX CORP COM 28,251 471,952 477,442

RPX CORP COM 46,870 622,254 792,103

RTI INTL METALS INC COM 9,420 228,290 322,258

RUCKUS WIRELESS INC COM 5,164 68,971 73,329

RYOSAN CO LTD NPV 73,400 1,504,055 1,562,906

SAMSUNG ELECTRONIC GDR 9,962 3,078,241 6,505,186

SAMSUNG ELECTRONIC KRW5000 1,357 1,214,978 1,764,158

SANDISK CORP COM 31,350 1,960,322 2,211,429


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

8 of 10


SANDRIDGE ENERGY INC COM 140,940 819,871 855,506

SANKYU INC NPV 373,000 1,408,153 1,455,021

SCIENCE APPLICATIONS INTL CORP 6,681 219,990 220,941

SEAGATE TECHNOLOGY PLC 61,160 2,248,816 3,434,746

SEALED AIR CORP NEW COM STK 105,750 2,864,049 3,600,788

SEATTLE GENETICS INC COM 160 4,315 6,382

SEAWORLD ENTMT INC COM 30,570 912,829 879,499

SECOM CO NPV 16,800 985,713 1,013,387

SELECT COMFORT CORP OC-CAP STK OC-CAP STK 39,690 771,244 837,062

SEMGROUP CORP CL A CL A 20,220 985,067 1,318,951

SERVICE CORP INTL COM 75,160 1,076,085 1,362,651

SHINHAN FIN GROUP KRW5000 87,372 4,539,766 3,915,948

SHINKO PLANTECH NPV 161,261 1,179,309 1,253,511

SIGNATURE BK NY N Y COM 13,230 905,562 1,421,167

SILVER SPRING NETWORKS INC COM 3,338 72,902 70,098

SILVER SPRING NETWORKS INC COM 4,700 99,365 98,700

SKY PERFECT JSAT HOLDINGS INC NPV 255,000 1,385,317 1,380,477

SMITH A O CORP COM 28,980 376,421 1,563,181

SOMERSET EMERGING MARKETS SMALL CAP FUNDLLC 60,000,000 60,000,000 88,980,704

SOUTHWESTERN ENERGY CO COM 54,041 2,141,763 2,125,433

STANDARD BK GR LTD ZAR0.1 190,087 2,668,586 2,348,830

STAR MICRONICS CO NPV 119,900 1,429,562 1,398,577

STARWOOD HOTELS & RESORTS WORLDWIDE INC COM STK 14,870 1,084,510 1,181,422

SYNCHRONOSS TECHNOLOGIES INC COM STK 32,280 970,889 1,002,940

TAIWAN SEMICON MAN TWD10 1,624,596 3,188,075 5,750,831

TAKEUCHI MFG CO NPV 43,600 899,120 979,398

TANGOE INC COM STK 75,880 1,340,557 1,366,599

TATA CONSULTANCY S INR1 142,739 3,137,754 5,012,307

TEREX CORP NEW COM 24,200 879,652 1,016,158

TESSERA TECHNOLOGIES INC COM STK 79,160 1,364,224 1,560,244

TEXAS INSTRUMENTS INC COM 71,321 1,923,887 3,131,705


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

9 of 10


THERAVANCE INC COM STK 86,710 2,698,338 3,091,212

TIFFANY & CO COM 25,060 1,310,267 2,325,067

TILLYS INC CL A 33,850 482,096 387,583

TKC CORPORATION NPV 38,000 626,216 646,439

TOKYO OHKA KOGYO NPV 62,900 1,255,203 1,345,912

TOYOTA INDUSTRIES NPV 29,200 1,256,410 1,318,244

TRUWORTHS INTERNAT ZAR0.00015 551,436 2,729,755 4,041,363

TSUMURA & CO NPV 24,000 623,488 636,621

TUPRAS(T PETR RAF) TRY1 129,806 2,640,928 2,591,891

TYCO INTERNATIONAL LTD(SWITZERLAND) COM USD0.80 54,120 1,264,752 2,221,085

ULTRATECH INC EFF 16,520 430,453 479,080

UNILIFE CORP NEW COM STK 177,500 521,623 781,000

UNION PAC CORP COM 15,347 1,162,519 2,578,296

UNIPRES CORP NPV 79,100 1,511,836 1,484,089

UNVL DISPLAY CORP COM 700 23,663 24,052

US BANCORP 58,904 1,462,100 2,379,722

UTD THERAPEUTICS CORP DEL COM STK 3,796 324,235 429,252

UTI WORLDWIDE INC ORD NPV 73,457 1,525,896 1,289,905

UTI WORLDWIDE INC ORD NPV 9,870 213,540 173,317

VALE SA 216,055 3,513,331 2,997,342

VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 40,815 1,107,888 4,791,681

VALSPAR CORP COM 43,830 1,574,419 3,124,641

VERA BRADLEY INC COM STK 10,680 275,124 256,747

VIACOM INC NEW CL B 24,730 1,319,894 2,159,918

VIRTUSA CORP COM 17,250 273,324 657,053

VITAMIN SHOPPE INC COM 18,570 907,377 965,826

WABCO HLDGS INC COM STK 22,540 583,440 2,105,461

WADDELL & REED FINL INC CL A COM 9,330 295,726 607,570

WALT DISNEY CO 38,503 1,404,256 2,941,629

WASTE CONNECTIONS INC COM 4,352 60,937 189,878

WATSCO INC COM 26,410 1,606,603 2,536,945


13-1879954

Form 990-PF

Calendar Year 2013

Part II Line 10b

Corporate Stock

Attachment 11

10 of 10


WEB COM GROUP INC COM 44,670 768,700 1,420,059

WELLS FARGO & CO NEW COM STK 56,329 1,470,796 2,557,337

WESCO INTL INC COM 19,710 1,024,219 1,794,990

WEX INC 9,480 641,561 938,804

WIPRO INR2 528,571 3,054,727 4,778,545

WYNDHAM WORLDWIDE CORP COM STK 59,910 2,327,827 4,414,768

YAGEO CORP TWD10 2,062,200 809,470 743,827

YELP INC CL A 14,370 930,252 990,812

YUM BRANDS INC COM 23,663 1,760,876 1,789,159

YUSEN LOGISTICS CO LTD NPV 92,200 1,139,407 1,165,823

TOTAL 1,049,870,496 1,279,498,020


ATTACHMENT 12

FORM 990PF, PART II - CORPORATE BONDS


SEE STATEMENT 261,114,217. 132,147,311. 132,147,311.

TOTALS 261,114,217. 132,147,311. 132,147,311.

ATTACHMENT 1243461C 2532 V 13-7.5F


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Part II Line 10C

Corporate Bond

Attachment 12

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5TH 3RD AUTO TR .61000001431% DUE 09-15-2017 500,000 499,974 498,930

ABBEY NATL TREAS SVCS PLC MED TRM NT TCHE # TR 00049 3.875 DUE 11-10-2014 100,000 99,977 102,731

ABS CORP HOME EQTY LN TR 2004-HE6 MTG PASSTHRU CTF CL A1 FLTG 09-25-2034 111,009 105,714 110,185

ALLY AUTO .57% DUE 08-20-2015 250,000 249,979 250,099

ALLY AUTO .72% DUE 05-20-2016 500,000 499,975 500,252

ALLY AUTO 1.13999998569% DUE 06-15-2016 750,000 754,763 754,259

ALLY MASTER OWNER 2.15000009537% DUE 01-15-2016 750,000 750,730 750,443

ALLY MASTER OWNER 2011-4 ASSET BACKED NTCL A-2 1 DUE 09-15-2016 600,000 601,691 603,830

ALLY MASTER OWNER TR 2012-1 ASSET BACKEDNT CL A-2 7 DUE 02-15-2017 REG 375,000 375,457 377,785

AMERICREDIT .49% DUE 06-08-2016 179,394 179,388 179,316

AMERICREDIT .62000000477% DUE 06-08-2017 145,000 144,979 144,944

AMERICREDIT .65% DUE 12-08-2017 255,000 254,949 254,447

AMERICREDIT .9% DUE 09-10-2018 300,000 299,959 299,894

AMERICREDIT .92% DUE 04-09-2018 500,000 499,954 500,276

AMERICREDIT .96% DUE 04-09-2018 140,000 139,988 140,260

AMERICREDIT 1.17% DUE 01-08-2016 165,491 166,014 165,597

AMERICREDIT 1.23000001907% DUE 09-08-2016 500,000 502,256 501,152

AMERICREDIT AUTOMOBILE RECEIVABLES SER 2012-2 CL A-3 1.05 DUE 10-11-2016 550,000 549,946 551,643

AMERN EXPRESS CR .98% DUE 05-15-2019 250,000 249,971 249,298

BANK AMER CORP 7.625% DUE 06-01-2019 1,000,000 1,128,607 1,240,327

BERICA ABS SER 2011-1 CL A1 FLTG RT 30/12/2055 534,099 623,742 714,538

BK AMER AUTO TR .77999997139% DUE 06-15-2016 388,098 388,084 388,989

BMW VEH LEASE TR .54000002146% DUE 09-21-2015 645,000 644,897 645,204

BMW VEH LEASE TR .75% DUE 02-20-2015 529,042 528,959 529,388

BMW VEH OWNER TR .67000001669% DUE 11-27-2017 680,000 679,985 680,630

BP CAP MKTS P L C 3.125% DUE 10-01-2015 600,000 598,296 626,849

BP CAP MKTS P L C 4.5% DUE 10-01-2020 700,000 696,157 756,291

CAP 1 .96 DUE 09-16-2019 500,000 499,940 497,528

CAP AUTO RECEIVABLES SR 2013-2 CL A2 .92 DUE 09-20-2016 REG 175,000 174,974 175,345


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Attachment 12

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CAPITAL AUTO RECEIVABLES ASSET TR 2013-3ASSET BACKED NTS CL A-2 1.08 11-21-2016 295,000 294,990 295,949

CARMAX AUTO OWNER .51999998093% DUE 07-17-2017 560,000 559,872 559,645

CARMAX AUTO OWNER .84% DUE 03-15-2017 345,000 344,929 346,260

CARMAX AUTO OWNER .97 DUE 11-15-2016 SER-2013-3 CL-A3 560,000 559,865 562,213

CARMAX AUTO OWNER 1.29% DUE 09-15-2015 79,957 80,229 80,030

CARMAX AUTO OWNER SER 2013-4 CL A-3 1.1 DUE 07-16-2018 400,000 399,965 399,400

CARMAX AUTO OWNER TR 2011-3 ASSET BACKEDNT CL A-3 1.07 DUE 06-15-2016 267,659 268,574 268,417

CARMAX AUTO OWNER TR 2013-1 .6 10-16-2017 425,000 424,987 424,781

CARMAX AUTO OWNER TR 2013-2 CL A3 .86 01-16-2018 750,000 749,961 749,504

CF BIL LTD CL Y SER D-13 FUND 300,000 30,000,000 31,114,500

CITIBANK CR CARD 1.32000005245% DUE 09-07-2018 700,000 707,656 704,779

CITIBANK CR CARD ISSUANCE TR CL 2013-A10NTS FLTG 02-07-2018 REG 500,000 500,000 500,138

CITIGROUP INC 6.125% DUE 05-15-2018 500,000 527,970 578,645

CITIGROUP INC GLOBAL SR NT FLTG RATE RATE DUE 11-15-2016 800,000 800,000 801,122

CMO AMERICAN HOME MTG INVT TR SER 2004-3CL 5A VAR RATE DUE 10-25-2034 REG 416,867 414,261 410,232

CMO BANC AMER MTG SECS INC SER 2004-1 CLASS-5A1 6.5 DUE 02-25-2034 REG 102,059 102,059 105,181

CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG 421,669 423,207 418,963

CMO BEAR STEARNS ARM TR SER 2005-2 CL A-1 FLT RT DUE 03-25-2035 BEO 653,519 638,483 657,878

CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG 461,443 456,396 466,306

CMO CITIGROUP MTG LN TR 2005-3 MTG DUE 08-25-2035 335,018 324,055 187,272

CMO CWALT ALT LN TR SER 2006-OA19 CL A-1FLT RT DUE 02-20-2047 BEO 719,623 719,623 471,945

CMO FEDERAL HOME LN MTG CORP PREASSIGN 00629 DUE 05-25-2043 BEO 195,392 197,917 199,902

CMO FNMA SERIES 2003-88 CLASS-F DUE 05-25-2030 REG 19,596 19,547 19,596

CMO GS MTG SECS CORP SER 2005-AR6 CL 2A1DUE 09-25-2035/10-25-2005 REG 436,124 433,534 433,178

CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG 106,683 100,582 107,093

CMO MASTR ADJ RATE MTGS TR 2004-4 MTG PASSTHRU CTF CL 4-A-1 VAR DUE 5-25-2034 165,169 163,969 161,924

CMO MASTR AST SECURITIZATION TR 2003-7 MTG PASSTHRU CTF CL 1-A-2 5.5 09-25-33 229,925 229,986 235,348

CMO MELLON RESDNTL FDG CORP 2000-TBC3 MTG PASSTHRU CTF CL A-1 VAR 12-15-2030 336,451 336,611 328,437

CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG 35,192 35,192 36,903

CMO STRUCTURED ADJ RATE MTG LN TR DUE 01-25-2035 REG 759,948 745,455 694,426


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CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG 473,504 464,626 463,474

CMO WA MUT MTG SECS CORP 2002-AR9 MTG PASSTHRU CTF CL I-A DUE 08-25-2042 REG 56,134 56,134 51,742

CMO WAMU MTG PASS-THROUGH CTFS TRUST 2002-AR6 CL A VAR DUE 06-25-42 BEO 22,941 22,954 20,991

CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG 227,284 227,434 212,451

CNH EQUIP TR .65% DUE 04-16-2018 700,000 699,860 700,560

CNH EQUIP TR 2.04% DUE 10-17-2016 500,000 509,177 506,375

CNH EQUIP TR 2012-A NT CL A3 .94 DUE 05-15-2017 268,950 268,930 269,638

CNH EQUIP TR 2012-B CL A3 0.86 09-15-2017 550,000 549,981 551,580

CNH EQUIP TR 2013-A CL A3 .69 07-15-2019 670,000 670,000 669,889

DEFAULT PVTPL NEXTCARD CR CARD MASTER NTTR 2000-1 D 144A VAR 12-15-06 BD IN DFLT 1,590,000 1,590,000 0

DEXIA CR LOC NY FLT RT 144A DUE 11-07-2016 1,400,000 1,399,160 1,399,203

FIFTH THIRD AUTO TR 2013-1 CL A-3 1.17 DUE 08-15-2017 REG 725,000 724,871 727,059

FORD CR AUTO LEASE .56999999285% DUE 09-15-2015 300,000 299,977 300,239

FORD CR AUTO LEASE 1.42% DUE 01-15-2015 500,000 502,198 500,921

FORD CR AUTO LEASE TR 1.03 SER 2012-A CLA4 04-15-2015 750,000 751,494 751,817

FORD CR AUTO LEASE TR 2013-A CL A3 .6 DUE 03-15-2016 225,000 224,978 224,993

FORD CR AUTO OWNER .58% DUE 12-15-2016 350,000 349,974 350,282

FORD CR AUTO OWNER .72000002861% DUE 12-15-2016 642,418 642,288 643,460

FORD CR FLOORPLAN 2.24% DUE 02-15-2016 750,000 759,829 751,621

GAZ CAPITAL SA 6.51% SNR MTN 07/03/22 USD 150,000 160,918 161,813

GE CAP CR CARD 1.02999997139% DUE 01-15-2018 550,000 550,655 551,543

GE EQUIP MIDTICKET LLC SER 2012-1 CL A3 .6 05-23-2016 750,000 749,878 749,592

GE EQUIP MIDTICKET LLC SER 2013-1 CL A-3 0.95 03-22-2017 REG 225,000 224,995 225,516

GE EQUIP TRANSN .62% DUE 07-25-2016 700,000 699,878 699,941

GE EQUIP TRANSN LLC SER 2013-1 CL A3 0.69 11-25-2016 375,000 374,968 374,830

GE EQUIP TRANSN LLC SER 2013-2 ASSET BACKED NT CL A-3 .92 DUE 09-25-2017 360,000 359,982 359,834

GE EQUIP TRANSN SER 2012-1 CL A3 .96 DUE 11-23-2015 395,151 395,224 396,017

GENERAL ELEC CAP CORP MEDIUM TERM NTS 3.1 DUE 01-09-2023 1,000,000 965,975 948,758

GNMA 2012-120 REMIC PASSTHRU SECS CL A 1.9 DUE 02-16-2053 1,370,822 1,394,331 1,306,268

GNMA 2013-057 REMIC PASSTHRU CL A 1.35 06-16-2037 1,272,924 1,275,400 1,255,973


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Attachment 12

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GNMA 2013-063 REMIC PASSTHRU SECS CL MX-AM VAR RT DUE 02-16-2047 1,283,804 1,308,322 1,246,011

GOLDMAN SACHS GROUP INC FOR FUTURE EQUITGS 5.75 10/01/16 5.75 10-1-16 BEO 500,000 483,705 557,996

GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENTRY NT 5.375% DUE 03-15-2020 200,000 198,616 222,426

GOLDMAN SACHS GROUP INC NT FLTG RATE DUE03-22-2016 REG 950,000 631,750 946,741

HARLEY DAVIDSON .68% DUE 04-17-2017 410,000 409,928 410,339

HARLEY DAVIDSON 1.11000001431% DUE 09-15-2016 486,097 488,323 487,054

HARLEY DAVIDSON 1.47000002861% DUE 08-15-2017 700,000 706,305 706,080

HARLEY-DAVIDSON .65% DUE 07-16-2018 325,000 324,999 324,449

HONDA AUTO .53% DUE 02-16-2017 500,000 499,953 499,838

HONDA AUTO .56% DUE 05-15-2016 725,000 724,995 725,940

HONDA AUTO .68999999762% DUE 09-18-2017 400,000 399,932 400,311

HONDA AUTO .69999998808% DUE 02-16-2016 615,000 614,893 616,232

HONDA AUTO .76999998093% DUE 05-15-2017 125,000 124,980 125,422

HONDA AUTO .88% DUE 09-21-2015 396,551 397,499 397,420

HONDA AUTO RECEIVABLES 2011-2 OWNER TR HAROT CL A-3 0.94 DUE 04-18-2014 REG 138,456 138,704 138,654

HONDA AUTO RECEIVABLES SER 2012-4 CL A3 .52 08-18-2016 450,000 449,956 450,445

HSBC FIN CORP GLOBAL NT FLTG RATE DUE 06-01-2016 REG 3,300,000 2,776,277 3,294,700

HUNTINGTON AUTO TR .38% DUE 09-15-2015 116,432 116,350 116,439

HUNTINGTON AUTO TR 2012-2 CL A3 .51 04-17-2017 655,000 654,931 653,636

HYUNDAI AUTO .72% DUE 03-15-2016 307,420 307,658 307,902

HYUNDAI AUTO 1.00999999046% DUE 02-15-2018 140,000 139,975 140,815

HYUNDAI AUTO RECEIVABLES SER 2012-C CL A3.53 04-17-2017 725,000 724,909 725,397

HYUNDAI AUTO RECEIVABLES TR 2012-B CL A3.62 09-15-2016 743,100 742,973 744,117

HYUNDAI AUTO RECEIVABLES TR 2013-A NT CLA-3 .56 DUE 07-17-2017 REG 600,000 599,981 600,038

JOHN DEERE OWNER .60000002384% DUE 03-15-2017 750,000 749,980 750,338

JOHN DEERE OWNER TR 2012-B CL A3 0.53 DUE 07-15-2016 750,000 749,977 750,155

JOHN DEERE OWNER TR 2013-B CL A3 .87 DUE 08-15-2017 REG 700,000 699,905 702,146

JPMORGAN CHASE & 4.625 DUE 05-10-2021 400,000 419,130 431,200

JPMORGAN CHASE & 6.3% DUE 04-23-2019 700,000 749,385 826,178

MERCEDES BENZ AUTO .88% DUE 11-17-2014 177,537 177,527 177,641


13-1879954

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Attachment 12

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MERCEDES-BENZ AUTO .47% DUE 10-17-2016 750,000 749,929 750,154

MERCEDES-BENZ AUTO .58999997377% DUE 02-15-2016 460,000 459,960 460,282

MERCEDES-BENZ AUTO 1.06 SER 2013-B CL A3DUE 07-15-2016 500,000 499,976 499,595

MERCEDES-BENZ AUTO SER 2013-1 CL A-3.78 DUE 08-15-2017 700,000 699,974 701,340

MERRILL LYNCH & CO INC MEDIUM TERM NTS BTRANCHE # TR 00453 5 DUE 01-15-2015 1,700,000 1,595,926 1,771,274

MERRILL LYNCH & CO INC TRANCHE # TR 00677 6.875% DUE 04-25-2018 200,000 203,130 236,474

MORGAN STANLEY 5.5% DUE 07-24-2020 200,000 202,802 223,680

MORGAN STANLEY 7.3% DUE 05-13-2019 900,000 971,508 1,092,967

NISSAN AUTO .46000000834% DUE 10-17-2016 725,000 724,991 725,212

NISSAN AUTO .5% DUE 05-15-2017 315,000 314,940 314,832

NISSAN AUTO .95% DUE 02-16-2016 593,347 595,256 595,384

NISSAN AUTO LEASE .58% DUE 11-16-2015 725,000 724,966 725,439



NISSAN AUTO LEASE SER 2013-B CL A-3 0.75DUE 06-15-2016 350,000 349,995 350,038

PERMANENT MASTER I FRN M/BKD 7/2042 EUR'144' 1,100,000 1,595,330 1,516,412

PHILLIPS 66 4.3% DUE 04-01-2022 1,300,000 1,296,919 1,321,081

PVTPL CHASE ISSUANCE TR CHASESERIES 2013-8 NT CL A 1.01 DUE 10-15-2018 REG 635,000 634,855 634,201

PVTPL CMO PERM MASTER ISSUER PLC 2011-1 MTG PASS THRU DUE 07-15-42 400,000 400,000 401,928

PVTPL CNH EQUIP TR 2012-C NT CL A-3 .56999999285% DUE 12-15-2017 REG 750,000 749,939 749,154

PVTPL CR SUISSE 1ST BSTN MTG SECS CORP SER 2002-P1 CL-A 144A VAR RT 3-25-32 BEO 64,027 64,027 60,324

PVTPL HYUNDAI AUTO RECEIVABLES TR 2013-BNT CL A-3 .71% DUE 09-15-2017 REG 700,000 699,864 700,673

PVTPL INTESA SANPAOLO S P A SR MED TERM NT CL X 6.5 2-24-2021 1,600,000 1,587,728 1,751,973

PVTPL LEASEPLAN CORP N V 2.5 DUE 05-16-2018 REG 1,300,000 1,293,942 1,263,860

PVTPL NGPL PIPECO LLC SR NT 144A 7.119% DUE 12-15-2017 BEO 800,000 817,874 724,000

PVTPL NORDEA BANK AB 4.875 SNR MTN DUE 01-14-2021 BEO 1,600,000 1,592,368 1,753,280

PVTPL PRUDENTIAL COVERED TR 2012-1 GTD NT CL A 2.997 DUE 09-30-2015 BEO 1,105,000 1,105,000 1,139,232

RABOBANK NEDERLAND 4.5 DUE 01-11-2021 300,000 299,187 318,422

RABOBANK NEDERLAND NV VAR RATE PERPETUALDUE 12-29-2049/06-30-2019 BEO 1,200,000 1,490,121 1,588,500

SANTANDER DR AUTO .47% DUE 03-15-2016 211,331 211,314 211,310


13-1879954

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Attachment 12

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SANTANDER DR AUTO 2.43000006676% DUE 05-15-2017 500,000 500,000 502,787

SANTANDER DRIVE AUTO RECEIVABLES TR 2012NT CL A-2 .91 DUE 05-15-2013 579 579 579

SANTANDER DRIVE AUTO RECEIVABLES TR SER 2012-6 CL A2 .47 09-15-2015 208,168 208,153 208,160

TIME WARNER INC 3.4% DUE 06-15-2022 1,300,000 1,298,141 1,268,601

TOYOTA AUTO .46000000834% DUE 07-15-2016 750,000 749,929 750,141

TOYOTA AUTO .55000001192% DUE 01-17-2017 210,000 209,998 209,994

TOYOTA AUTO RECEIVABLES 2012-A NT CL A-3.75 DUE 02-16-2016 684,262 684,134 685,588

TOYOTA AUTO RECEIVABLES 2013-B CL A3 0.89 DUE 07-17-2017 REG 435,000 434,979 437,022

TYSON FOODS INC 4.5% DUE 06-15-2022 400,000 397,935 407,266

UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTRANCHE # SR 00108 5.875 DUE 12-20-2017 349,000 323,732 400,487

USAA AUTO OWNER TR .43% DUE 08-15-2016 750,000 749,912 749,381

VERIZON COMMUNICATIONS 5.15 BDS DUE 09-15-2023 USD2000 REG 1,600,000 1,622,082 1,717,907

VERIZON COMMUNICATIONS 6.4 NTS DUE 09-15-2033 USD REG 600,000 599,400 690,073

VERIZON COMMUNICATIONS 6.55 BDS DUE 09-15-2043 USD2000 BEO 200,000 215,162 233,992

VERIZON COMMUNICATIONS INC 4.5 DUE 09-15-2020 700,000 699,090 749,396

VOLKSWAGEN AUTO .84% DUE 07-20-2016 340,000 339,956 340,440

VOLKSWAGEN AUTO .87% DUE 07-20-2015 670,597 670,465 672,085

VOLKSWAGEN AUTO 1.39% DUE 10-20-2016 500,000 502,727 500,710

VOLKSWAGEN AUTO LN .56% DUE 08-21-2017 615,000 614,965 614,884

VOLKSWAGEN AUTO LN .7% DUE 04-20-2018 600,000 599,862 598,727

VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 2012-2 CL A-3 .46 DUE 01-20-2017 REG 700,000 699,960 699,567

VOLKSWAGEN INTL FLTG RT .83735% DUE 11-20-2014 250,000 250,000 250,998

WAMU MTG PASS-THRU CTFS SER 2002-AR17 CLI-A FLT RT 11-25-2042 BEO 180,688 180,898 169,476

WORLD FINL NETWORK 3.96000003815% DUE 04-15-2019 650,000 677,369 679,149

WORLD OMNI 1.09% DUE 12-15-2016 350,000 349,944 351,886

WORLD OMNI AUTO .61% DUE 06-15-2017 725,000 724,996 725,921


13-1879954

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WORLD OMNI AUTO .83% DUE 08-15-2018 500,000 499,932 499,839

WORLD OMNI AUTO 1.11% DUE 05-15-2015 11,953 11,980 11,956

WORLD OMNI AUTO RECEIVABLES TR 2013-A CL A3 .64 DUE 04-16-2018 700,000 699,963 699,770

WORLD OMNI AUTO RECEIVABLES TR 2011-B ASSET BACKED NT CL A-3 1.21 04-15-2015 386,804 387,621 387,956

WORLD OMNI AUTO RECEIVABLES TR SER 2012-A CL A3 1.0%02-15-2017 420,000 419,969 420,831

WORLD OMNI AUTOMOB LEASE SECUR TR 2012-AASSET BACKED NT CL A-3 .93 11-16-2015 700,000 699,900 701,905

TOTAL 130,898,229 132,147,311


ATTACHMENT 13

FORM 990PF, PART II - OTHER INVESTMENTS


- DERIVATIVE FINANCIAL 78,964. 1,101,449. 1,101,449. INSTRUMENTS- INTEREST IN LIMITED 3,862,388,151. 4,170,414,919. 4,170,414,919. LIQUIDITY INVESTMENTS

TOTALS 3,862,467,115. 4,171,516,368. 4,171,516,368.

ATTACHMENT 1343461C 2532 V 13-7.5F


13-1879954

Form 990-PF

Calendar Year 2013


Line 13

Investments-Other

Attachment 13

1 of 14


CALL SWAPTION USD BOFAUS6S 3MLIBOR/6M 2.4% European 317U383F6 05-19-2014 7,000,000 18,725 2,612

PUT SWPTN USD BOFAUS6S 6M 3.9%/3MLIBOR European 317U384F5 05-19-2014 (7,000,000) (23,800) (29,903)

PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03-31-2014 (15,200,000) (13,133) (27,638)

PUT SWPTN USD GSCMUS33 6M 2.0%/3MLIBOR European 317U219F6 03-31-2014 (28,400,000) (36,920) (51,640)

PUT SWPTN USD PNBPUS3W 2 / LIBOR EUROPEAN 317U337F3 03-03-2014 (3,600,000) (13,140) (16,382)

PUT SWPTN USD PNBPUS3W 6M 2.0%/3MLIBOR European 317U337F3 03-03-2014 (1,400,000) (5,040) (6,371)

PUT SWPTN USD RBOSGB2RTCM 2.5 / LIBOR EUROPEAN 317U484D9 09-21-2015 (3,400,000) (64,600) (138,733)

PUT SWPTN USD RBOSGB2RTCM 3.45 / LIBOR EUROPEAN 317U488D5 09-21-2015 800,000 63,767 135,177

IRS AUD BARCGB33 15/12/2017 SWU0888P9 900,000 0 60,622

IRS AUD CME_GOLDUS 15/03/2018 SWU000MW3 600,000 0 4,688

IRS AUD CME_NWSCUS 15/03/2018 SWU000MW3 1,100,000 4,815 8,595

IRS AUD DEUTGB2L 15/12/2017 SWU0889P8 500,000 0 33,679

IRS BRL / 1M 7.89% CHASUS33 02/01/2015 SWU023PT9 85,136 60 0

IRS BRL / ZERO 10.605% MSCSUS33 02/01/2015 SWU026Y88 1,380,257 11,070 30,597

IRS BRL / ZERO 8.6% DEUTGB2L 02/01/2017 SWU023JK5 796,007 594 0

IRS BRL / ZERO 8.86% BOFAUS6S 02/01/2017SWU09G516 206,616 215 0

IRS BRL /ZERO 8.44% BOFAUS3N 02/01/2015 SWU036QU7 1,470,883 11,017 0

IRS BRL /ZERO 9.98% CHASUS33 02/01/2015 SWU036C24 380,287 0 5,159

CDS BARCGB33 BUY PROTECTION ON CDS_DUMMY_INDEX 20/03/2017 SWPC169R5 100,000 2,100 0

CDS CITIUS33 PURC PROTECTION ON INTESA SANPAOLO S.P. 20/12/2017 SWPC137V5 1,600,000 4,884 0

CDS MSCSUS33 PURC PROTECTION ON INTESA SANPAOLO S.P. 20/03/2017 SWPC300R5 1,000,000 80,574 0

IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 2,100,000 62,244 149,059

IRS EUR CME_MSCSUS 21/03/2017 SWU0307U1 2,100,000 0 149,059

CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS16V1 5Y 06-20-2016 SWPC16GT3 700,000 14,498 13,740

CDS / STS CME_CSFBUS SELL PROTECTION ON CDX NAIGS16V1 5Y 06-20-2016 SWPC16GT3 1,800,000 32,767 35,331

CDS / STS ICE_CSFBUS PURC PROTECTION ON CDX NAIGS21V1 5Y 12-20-2018 SWPC969Z9 10,400,000 0 0

CDS / STS ICE_CSFBUS SELL PROTECTION ON CDX NAIGS21V1 5Y 12-20-2018 SWPC969Z9 7,100,000 109,014 129,366

CDS CSFPGB2L PURC PROTECTION ON INTESA SANPAOLO S.P. 09-20-2016 SWPC120N2 200,000 12,826 0

CDS DEUTGB2L PURC PROTECTION ON AMERICANEXPRESS CO 12-20-2016 SWPC460Q3 1,100,000 8,749 0

CDS GSILGB2X PURC PROTECTION ON AMERICANEXPRESS CO 12-20-2016 SWPC458Q7 600,000 4,772 0


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ESC MNLEHMAN BRTHRS HLDGRR 5.625 D012208M012413GL ESCROW 2,900,000 2,286,789 616,250

CCP DUE FROM BARCLAYS 12,000 12,000 12,000

CCP DUE TO/FROM CREDIT SUISSE 185,000 185,000 185,000

CCP DUE TO/FROM MORGAN STANLEY 74,000 74,000 74,000

OTC DER CASH COLL REC FROM DEUTSCHE BANK 68,000 68,000 68,000

OTC DERICASH COLL RECEI FROM CITIBANK 99,000 99,000 99,000

OTC DERIVATIVE CASH COLL RECEIVABLE FROMUCREDIT SUISSE SECURITIES 74,000 74,000 74,000

OTC DERIVATIVE CASH COLLATERAL RECEIVABLE FROM GOLDMAN SACHS NEW YORK 273,000 273,000 273,000

RECEIVABLE FROM LEHMAN LSI - PIMCO 295,717 295,717 73,190

CME_IRS CME_NWSCUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 200,000 6,675 9,574

CME_IRS CME_SBSIUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 100,000 3,279 4,787

CME_IRS CME_SBSIUS AUD P 3.75%/R 6M BBSW 15/03/2023 SWU000YP5 100,000 3,167 4,787

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 3.75% 11/12/2018 SWU003CB4 2,500,000 0 380

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 100,000 75 0

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 100,000 718 0

CME_IRS CME_NWSCUS EUR P 2.25%/R 6M EURIB 19/03/2024 SWU005NA9 300,000 4,011 0

CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 2,900,000 162,690 234,466

CME_IRS CME_GOLDUS USD P 3.5%/R 3M LIBOR 12/18/2043 SWU004X94 2,800,000 157,920 226,381

CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10,800,000 155,196 127,382

CME_IRS CME_GOLDUS USD P 3M LIBOR/R 2.0% 12/18/2018 SWU005AC9 10,500,000 151,410 123,843

CME_IRS CME_MSCSUS USD P 1.25%/R 3M LIBOR 09/05/2018 SWU005JL0 400,000 12,567 5,677

CME_IRS CME_NWSCUS USD P 1.4%/R 3M LIBOR 09/05/2018 SWU005JT3 3,700,000 89,266 25,335

IRS 15/03/2018 SWU000MW3 (600,000) (66) 0

IRS 15/03/2023 SWU000YP5 (300,000) (1,885) (15,706)

IRS 15/03/2023 SWU000YP5 (400,000) (2,908) (20,941)

IRS 15/03/2023 SWU000YP5 (500,000) (3,161) (26,176)

IRS 15/12/2017 SWU0888P9 (900,000) (4,450) 0

IRS 15/12/2017 SWU0889P8 (500,000) (2,209) 0

IRS 02/01/2015 SWU023PD4 (86,089) (200) (1,197)

IRS 02/01/2015 SWU023PT9 (85,136) 0 (970)


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IRS 02/01/2015 SWU023Z35 (1,461,940) (3,538) (20,694)

IRS 02/01/2015 SWU02FFG1 (516,773) (1,449) (7,479)

IRS 02/01/2015 SWU036C24 (380,287) (189) 0

IRS 02/01/2015 SWU036QU7 (1,470,883) 0 (7,618)

IRS 02/01/2015 SWU09H555 (1,106,521) (427) (13,472)

IRS 02/01/2017 SWU003PU8 (504,089) 0 (16,893)

IRS 02/01/2017 SWU023JK5 (796,007) 0 (32,340)

IRS 02/01/2017 SWU023VS4 (4,385,025) (5,550) (151,288)

IRS 02/01/2017 SWU023WA2 (1,956,190) (2,063) (82,350)

IRS 02/01/2017 SWU023WF1 (215,267) (292) (7,805)

IRS 02/01/2017 SWU09G516 (206,616) 0 (7,192)

IRS 02/01/2017 SWU09H753 (286,761) (210) (10,253)

CDS BARCGB33 CDS_DUMMY_INDEX 20/03/2017 SWPC169R5 (100,000) 0 (2,882)

CDS CITIUS33 20/12/2017 SWPC137V5 (1,600,000) 0 (157,766)

CDS MSCSUS33 20/03/2017 SWPC300R5 (1,000,000) 0 (90,258)

IRS 21/03/2017 SWU0307U1 (1,500,000) (46,935) (106,470)

IRS 21/03/2017 SWU0307U1 (800,000) (24,925) (56,784)

IRS 21/03/2017 SWU0307U1 (2,100,000) (12,759) 0

CDS / STS CME_CSFBUS 06-20-2016 SWPC16GT3 (2,500,000) (517) (49,071)

CDS / STS ICE_CSFBUS 12-20-2018 SWPC969Z9 (10,400,000) (175,640) (189,494)

CDS CSFPGB2L 09-20-2016 SWPC120N2 (200,000) 0 (1,016)

CDS DEUTGB2L 12-20-2016 SWPC460Q3 (1,100,000) 0 (26,676)

CDS GSILGB2X 12-20-2016 SWPC458Q7 (600,000) 0 (14,550)

OTC DERIVATIVE CASH COLL PAY FROM MORGANSTANLEY (130,000) (130,000) (130,000)

CME_IRS CME_GOLDUS AUD P 3.75%/R 6M BBSW 15/03/2018 SWU000MW3 (500,000) (3,980) (4,758)

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 3.75% 11/12/2018 SWU003CB4 (2,500,000) (5,612) 0

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 (100,000) 0 (2,317)

CME_IRS CME_SBSIUS AUD P 6M BBSW/R 4.25% 11/12/2023 SWU003C08 (100,000) 0 (2,317)

CME_IRS CME_NWSCUS EUR P 2.25%/R 6M EURIB 19/03/2024 SWU005NA9 (300,000) 0 (1,136)

CME_IRS CME_BARCUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 (100,000) 0 (2,153)


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CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 (2,400,000) 0 (51,679)

CME_IRS CME_CSFBUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 (1,600,000) 0 (34,453)

CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 (4,500,000) (118,620) (53,076)

CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 (3,300,000) (73,359) (38,922)

CME_IRS CME_GOLDUS USD P 2.0%/R 3M LIBOR 12/18/2018 SWU005AC9 (800,000) (20,504) (9,436)

CME_IRS CME_MSCSUS USD P 3M LIBOR/R 1.25% 09/05/2018 SWU005JL0 (400,000) 0 (5,677)

CME_IRS CME_MSCSUS USD P 3M LIBOR/R 2.65% 07/31/2023 SWU005A13 (400,000) 0 (8,613)

CME_IRS CME_NWSCUS USD P 3M LIBOR/R 1.4% 09/05/2018 SWU005JT3 (3,700,000) 0 (25,335)

FUT PUT MAR 14 T-NOTE OPTION 1230 (41) (19,791) (37,797)

FUT CALL MAR 14 T-NOTE OPTION 1275 (41) (19,791) (1,281)

FUT PUT MAR 14 IMM ED 3YR MC 9737 (71) (26,827) (35,500)

Australian dollar 0 876,534 876,534

Brazilian real 0 254,030 254,030

Brazilian real 0 256,089 256,089

Euro 0 2,302,555 2,302,555

Norwegian krone 0 577,833 577,833

United States dollar 0 623,766 623,766

United States dollar 0 2,248,526 2,248,526














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Australian dollar 0 (874,916) (874,916)

Australian dollar 0 (876,534) (876,534)

Brazilian real 0 (256,089) (256,089)

Canadian dollar 0 (394,550) (394,550)

Euro 0 (2,302,521) (2,302,521)

Euro 0 (2,302,555) (2,302,555)

British pound sterling 0 (1,435,281) (1,435,281)

Mexican peso 0 (1,543,481) (1,543,481)

Mexican peso 0 (1,543,481) (1,543,481)

Mexican peso 0 (761,511) (761,511)

Mexican peso 0 (627,632) (627,632)

Mexican peso 0 (564,869) (564,869)

Mexican peso 0 (1,306,629) (1,306,629)

Mexican peso 0 (1,633,286) (1,633,286)

United States dollar 0 (568,187) (568,187)


United States dollar 0 (2,297,625) (2,297,625)



TOTAL DERIVATIVES 3,631,859 1,101,449

LIMITED LIQUIDITY INVESTMENTS

Abingworth Bioventures V 5,166,545 4,940,014

Abingworth Bioventures VI 1,765,766 1,538,154

Abrams Capital Partners II, LP 86,512,204 86,512,204

ABRY Advanced Securities Fund, LP 3,579,340 3,883,601

ABRY Senior Equity II 1,094,157 1,277,995


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ABRY Senior Equity III 6,871,810 8,976,380

ABRY Senior Equity IV, L.P. 3,117,325 3,283,225

ABRY Senior Equity VI 5,803,233 8,574,818

ABRY Senior Equity VII 10,212,019 12,600,131

Accel IX 3,821,794 8,820,230

Accel VIII 1,025,809 1,006,403

Adamas Opportunity, LP 41,722,061 41,623,612

Advent International GPE VI, LP 30,524,918 48,942,962

Advent International GPE VII-A, LP 14,002,776 20,007,136

AEP Feeder 6,910,803 6,910,803

AEP Feeder IV 8,339,140 8,339,140

Aisling Capital III, LP 5,276,098 6,095,821

Altira Technology Fund V, LP 7,775,189 7,210,581

Andreessen Horowitz Annex Fund II, L.P. 4,800,080 6,781,608

Andreessen Horowitz Fund II, L.P. 7,048,485 15,498,055

Andreessen Horowitz Fund III, L.P. 5,498,715 6,709,290

Andreessen Horowitz Parallel Fund III, L.P. 1,698,589 2,998,244

Archipelago Holdings, Ltd 40,000,000 58,421,728

Aurora Equity Partners IIl, L.P. 3,092,177 2,087,907

Avanti Strategic Land Investors VI, LLLP 9,551,771 9,551,771

Avenue ASIA Special Situations Fund IV 6,316,695 15,036,817

Avenue Europe Special Situations 0 825,034

Avenue Special Situations Fund IV 0 367,400

Avenue Special Situations Fund V 0 324,607

Avenue Special Situations Fund VI (B-Feeder), L.P. 22,785,898 23,586,524

Bain Capital ASIA 6,668,894 6,453,338

Bain Capital EUROPE III 14,541,310 18,161,185

Bain Capital Fund VII 17,759,275 10,860,764

Bain Capital Fund VIII 16,912,539 12,925,279

Bain Capital Venture Fund 2005 3,862,257 4,368,275


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Bain IX 30,892,550 32,426,440

Bain IX Coinvestment 6,713,377 6,503,513

Bain X 30,833,209 38,295,979

Bain X Coinvestment 1,991,873 2,322,321

Balderton Capital I, LP 664,852 2,688,125

Balderton Capital II, LP 4,715,801 1,684,782

Balderton Capital III, LP 10,102,240 14,361,021

Baupost Value Partners, L.P. IV 123,972,425 122,676,425

BC European Capital Fund VII-9 4,129,760 416,441

BC European Capital Fund VIII-9 10,310,239 13,955,879

Benchmark Capital Partners III, LP 757,415 738,039

Benchmark Capital Partners IV, LP 2,810,230 3,727,323

Benchmark Capital Partners V, LP 13,812,996 19,489,715

Benchmark Capital Partners VI, LP 9,038,889 66,377,186

Benchmark Capital Partners VII, LP 16,001,511 33,260,031

Benchmark Founders Fund III, L.P. 415,139 317,361

Benchmark Founders Fund IV, L.P. 3,189,798 4,464,573

Bennett Restructuring Fund, LP 86,015,576 75,376,062

Broadreach Capital Partners 7,567,381 7,567,381

Brookside 7,119,043 5,970,059

Cadent Energy Parnters I, LP 10,961,239 10,823,736

Cadent Energy Parnters II, LP 16,954,359 30,421,170

Candover Partners Limited 2001 Fund 0 1,641,138

Candover Partners Limited 2005 Fund 26,224,962 14,582,338

Candover Partners Limited 2008 Fund 5,830,842 6,480,903

Canyon-Johnson Urban Fund III, L.P. 14,507,486 14,507,486

CCG Investment Fund, LP 2,276,421 1,581,897

CCG Investments BVI Fund, LP 2,532,317 3,659,276


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CCG Investments LLC (start date 6/7/2004) 428,038 413,255

Centerbridge 12,459,335 23,756,075

Centerbridge Credit TE 92,611,610 95,913,937

Clayton, Dubilier & Rice Fund V, LP 960,024 1,182,361

Clayton, Dubilier & Rice Fund VI, LP 1,241,035 2,133,413

Clearwater Capital Partners Fund III (Annex), L.P. 0 1,952,538

Clearwater Fund III Feeder Fund, LP 8,549,894 14,800,133

Clearwater Fund IV Feeder Fund, LP 16,000,000 15,728,470

Convexity Capital Offshore, L.P. G Shares 100,000,000 142,501,878

Convexity Capital Offshore, L.P. H Shares 68,410,746 81,391,307

Crow Holdings IV 10,194,698 10,194,698

Crow Holdings V 22,903,655 22,903,655

Cypress Realty VI 13,563,752 11,109,624

Elevation Partners, LP 3,503,874 2,436,786

Elliott International Limited - Class B Shares 10,632,000 11,259,598

Eminence Fund Ltd. 40,000,000 45,839,388

EnCap Energy Capital Fund IX, L.P. 2,264,730 2,551,583

Enervest Energy 4,028,793 4,028,793

EnerVest Energy Institutional Fund XIII-C, L.P. 9,176,936 9,176,936

EQT Credit II (No. 1) 8,411,824 8,574,236

EQT IV (No. 1) LP 16,635,833 16,305,624

EQT V 13,319,403 10,657,378

EQT VI 9,077,879 10,624,679

Europa Fund III, LP 16,155,482 20,596,793

Farallon Capital Institutional Partners, LP 108,787,259 170,579,660

Frazier Healthcare VI, LP 7,278,898 13,813,124

Fremont Strategic Property Partners 10,176,565 6,083,280

General Atlantic Partners (2005) 53,254,361 64,193,546

General Atlantic Partners (2010) 52,793,588 69,973,504

General Catalyst Group V, Supplemental 3,385,253 5,496,436


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General Catalyst III 3,964,723 4,055,399

General Catalyst IV 5,670,714 8,861,328

General Catalyst V 7,629,992 12,953,821

Global Private Equity III, LP 244,431 157,290

Global Private Equity IV, LP 705,844 717,526

Global Private Equity V, LP 7,567,399 9,438,726

Golden Gate Capital Investment Annex Fund II 2,562,114 2,252,404

Golden Gate Capital Investment Fund II 3,645,625 5,983,402

Golden Gate Capital Investment Fund II BVI 5,353,098 4,450,076

Golden Gate Capital Investment Fund II, LLC 308,658 322,700

Golden Gate Capital Investment Fund IIA 1,928,173 1,025,238

Golden Gate Capital Investment Fund IIA BVI 2,630,357 2,537,381

Golden Gate Capital Opportunity Fund, L.P. 74,804,463 102,070,103

Greenbriar Equity III 11,634,748 11,634,748

Greenfield Acquisition Partners V, LP 9,215,614 13,086,461

Greenfield Land Partners II, LP 11,546,600 6,125,492

GS Vintage Fund II Offshore LP 5,159,984 4,355,021

GS Vintage Fund IV Offshore LP 12,089,001 16,154,086

GTCR Fund IX/A LP 14,274,389 22,876,126

GTCR Fund X/A/B LP 11,712,025 15,199,260

Harbourvest International III 545,236 1,481,312

Harbourvest International IV 6,934,817 9,275,160

Hellman & Friedman Capital Partners VI 20,100,985 20,100,985

Hellman & Friedman Capital Partners VII 4,148,192 4,148,192

Highcross Regional UK Partners III 13,589,770 13,617,222

Highfield Capital IV LP 120,000,000 210,072,863

Highland Capital VII 5,622,594 7,864,300

HIPEP V Asia/Rest of the World Partnership Fund LP 10,138,862 12,810,795

HIPEP VI-Cayman Asia Pacific Fund L.P. 5,331,054 6,700,802

Hoplite Offshore 65,000,000 80,420,902


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Hummer Winblad Venture Partners IV, LP 554,945 54,221

Hummer Winblad Venture Partners V, LP 7,336,197 12,896,707

Hutensky Capital REIT I 4,857,439 6,264,632

ING Clarion Development Ventures II, LP 3,047,673 629,658

ING Clarion Development Ventures III, LP 25,901,704 24,240,914

Institutional Venture Partners VIII, LP 446,455 129,661

JC Flowers II AIV K 274,817 274,477

JC Flowers II, LP 4,004,313 3,088,449

JC Flowers L.P. Jupiter AIV II Special LP 4,271,104 2,785,611

JC Flowers, LP /HSH AIV 1 Trust 5,663,313 7,618

Joho Fund, Ltd 35,000,000 61,642,112

King Street 78,638,491 74,490,306

Kleiner Perkins Caufield & Byers Green Growth Fund 5,065,660 4,728,745

Kleiner Perkins Caufield & Byers IX-A, LP (640,442) 1,793,499

Kleiner Perkins Caufield & Byers VII, LP 631,497 86,997

Kleiner Perkins Caufield & Byers VIII, LP 409,161 506,984

Kleiner Perkins Caufield & Byers X-A, LP 3,770,052 2,384,861

Kleiner Perkins Caufield & Byers XI-A, L.P. 6,780,715 5,131,011

Kleiner Perkins Caufield & Byers XII, LLC 6,052,436 5,867,407

Kleiner Perkins Caufield & Byers XIII, LLC 7,635,373 11,601,210

Kleiner Perkins Caufield & Byers XIV, LLC 5,999,016 11,348,672

Kleiner Perkins Caufield & Byers XV, LLC 4,074,506 4,569,116

Kohlberg Investor VII, LP 3,324,794 4,157,730

Kohlberg TE Investors VI 11,667,574 18,028,514

KPCB China Fund II, LP 4,543,165 4,369,963

KPCB China Fund, LP 4,581,340 4,621,918

KPCB Digital Growth Fund, LLC 9,124,319 19,032,065

KPCB Pandemic Preparedness & Biodefense Fund, LLC 1,718,649 876,586

La Salle Medical Office Fund II 6,584,556 5,342,044

LaSalle Asia Opportunity Fund III, LP 7,309,511 7,387,430


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Lime Rock Partners V, LP 7,106,267 8,866,542

Lionstone Urban Investments Two, LP 3,569,489 3,569,489

Lone Cascade 43,715,000 82,238,306

Lone Dragon 25,000,000 26,229,599

Lone Pinon, Ltd 0 15,762,498

Lone Savin 25,000,000 25,000,000

LS Power Equity Partners II PIE, LP 11,634,852 17,569,000

Madison Dearborn Capital Partners IV, LP 5,752,617 6,488,680

Madison Dearborn Capital Partners V, LP 22,667,563 32,477,679

Madison Dearborn Capital Partners VI, LP 16,235,046 22,401,033

Mason Capital, Ltd. 40,000,000 52,859,657

Matrix Capital Management Fund (Offshore) 40,000,000 68,158,956

Matrix India 7,664,268 12,715,106

Matrix India II 3,241,806 3,241,806

Matrix Partners China I, LP 5,772,438 10,976,046

Matrix Partners China II, LP 10,282,820 14,489,490

Matrix Partners IX, LP 9,855,466 14,409,536

Matrix Partners VI, LP 605,973 768,418

Matrix Partners VII, LP 3,098,464 4,280,507

Matrix Partners VIII, LP 11,401,416 28,611,144

Matrix Partners X, LP 1,683,455 1,683,455

Merchants' Gate Offshore Fund Ltd 45,000,000 55,029,113

Merit Energy Partners C-1 7,440,630 20,875,396

Merit Energy Partners D-1 14,298,520 27,800,050

Merit Energy Partners E-1 3,786,041 7,351,174

Merit Energy Partners F-1 777,500 761,465

Mineral Acquisition Partners "MAP" 9,667,833 26,197,558

Moorfield Real Estate Fund II "A" Limited 25,573,152 27,088,788

New Century Holdings XI 10,692,263 240,292

Northern Light Venture Fund III, LP 3,767,721 4,252,755


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NXT Capital Senior Loan Fund II Feeder Fund 5,802,916 5,802,916

OCM Mezzanine Fund II, LP 7,485,595 5,647,405

OCM Mezzanine Fund, LP 2,330,862 490,969

OCM Opportunities Fund II, LP 0 14,533

OCM Opportunities Fund III, LP 176,597 196,550

OCM Opportunities Fund IV, LP 208,528 59,083

OCM Opportunities Fund V (Cayman), Ltd. 4,148,551 1,257,337

OCM Opportunities Fund VI 2,743,284 2,682,678

OCM Opportunities Fund VII 1,376,684 2,491,726

OCM Opportunities Fund VII-b 1,715,393 2,427,242

OCM Principal Opportunities Fund II, LP 0 47,906

OCM Principal Opportunities Fund III, L.P. 3,115,301 2,381,942

OCM Principal Opportunities Fund IV, L.P. 7,300,349 8,821,672

Old Lane India 15,546,369 25,649,607

OZ Fund 11,963,351 4,843,176

PLA Residential Fund III, LP 17,090,264 16,722,586

Post Oak Companies 93,662 466,733

Prudential Senior Housing III 9,405,020 13,801,905

Quantum Energy IV, LP 6,725,989 13,399,000

Quantum Energy V, LP 11,629,837 21,379,000

Quantum Resource A-1 7,982,216 11,339,077

Realty Associates Fund IX, L.P. 19,973,691 19,973,691

Realty Associates Fund VII 8,063,056 9,877,119

Realty Associates Fund VIII 14,870,876 12,808,688

Red Kite Mine Finance Fund II, LP (ORION) 9,649,578 9,649,578

Redpoint I, LP 834,770 1,383,534

Redpoint II, LP 2,722,190 3,207,030

Redpoint III, LP 6,141,690 7,750,377

Redpoint IV, LP 7,239,712 9,097,341

Redpoint V, LP 3,539,012 3,531,589


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Regiment Capital SSF III 3,283,169 2,733,639

Regiment Capital SSF V 7,873,123 7,826,525

Riva Capital Partners II, LP 1,997,168 3,229,830

Riva Capital Partners III, LP 11,021,418 11,021,418

Roark Capital Partners II, LP 10,034,197 32,619,055

Roark Capital Partners III, LP 6,028,479 7,101,688

Sankaty Credit Opportunities II, LP 1,452,036 6,201,406

Sankaty Credit Opportunities III, LP 8,329,496 9,653,529

Seneca Capital Intl, LTD 2,550,570 1,217,003

Sentient Global Resources IV 10,298,861 10,430,444

Sequoia Capital China Venture IV, L.P. 1,012,724 1,039,177

Sequoia Capital India Growth Fund II, L.P. 12,559,614 14,618,216

Sequoia Capital U.S. Growth Fund IV, L.P. 5,357,364 8,476,148

Sequoia Capital U.S. Growth Fund V, L.P. 6,013,340 11,165,788

Sequoia Capital U.S. Venture XIV, L.P. 614,646 666,617

Sierra Ventures IX, LP 10,301,101 19,019,818

Sierra Ventures VII, LP 2,350,853 1,666,525

Sierra Ventures VIII-A, LP 6,855,355 6,601,472

SRI Nine REIT 15,754,743 15,731,490

Summit Partners Europe Private Equity Fund, L.P. 7,302,079 9,666,459

Summit Partners Growth Equity Fund VIII-A, L.P. 5,232,923 5,509,025

Summit Partners PE Fund VII-A, LP 22,606,002 30,543,091

Summit Partners Venture Capital Fund III-A, L.P. 4,394,212 4,394,212

Summit Subordinated Debt Fund II, LP 1,244,323 1,373,477

Summit Subordinated Debt III-B 4,306,586 4,731,751

Summit Subordinated Debt IV-A 13,780,099 13,511,536

Summit Ventures IV, LP 27,583 27,583

Summit Ventures V, LP 194,912 60,847

Summit Ventures VI-B, LP 3,098,624 6,987,387

Sun Capital Partners V, LP 6,433,517 14,184,869


13-1879954

Form 990-PF

Calendar Year 2013


Line 13

Investments-Other

Attachment 13

14 of 14


Swiftcurrent Offshore, Ltd. 40,000,000 50,704,627

Sycamore Partners LP 3,732,355 8,338,661

TA IX, LP 1,031,891 1,105,746

TA Subordinated Debt Fund II LP 4,184,984 3,327,276

TA X, LP 13,976,469 18,939,987

TA XI, LP 8,320,684 11,195,100

Thomas H. Lee Equity Fund V, LP 2,443,951 3,166,034

Triton Fund IV US, L.P. 1,627,714 1,537,491

US Venture Partners IX 5,874,463 8,017,241

US Venture Partners X 9,174,789 11,392,355

Vestar Capital Partners V, LP 13,420,771 17,270,241

W Capital Partners II, LP 7,708,714 8,958,181

W Capital Partners III, LP 2,513,892 3,038,917

Yorktown Energy Partners IV, LP 4,391,910 1,846,936

Yorktown Energy Partners IX, LP 23,502,992 23,154,054

Yorktown Energy Partners V, LP 5,585,566 7,101,078

Yorktown Energy Partners VI, LP 5,357,201 8,611,412

Yorktown Energy Partners VII, LP 10,653,242 17,858,630

Yorktown Energy Partners VIII, LP 17,811,069 26,344,374

Yorktown Energy Partners X, LP 5,665,390 5,665,390

TOTAL FOR LIMITED LIQUIDITY 3,265,027,179 4,170,414,920

SUBTOTAL 3,268,659,038 4,171,516,368


ATTACHMENT 14

FORM 990PF, PART II - OTHER ASSETS


MISC RECEIVABLES 2,879. 4,896. 4,896.BOND CAPITALIZATION COSTS 603,771. 355,034. 355,034.EMPLOYEE BENEFIT PLAN INVEST. 1,353,228. 1,568,398. 1,568,398.PROGRAM-RELATED INVESTMENTS 1,265,000. 1,365,000. 1,365,000.ALLOWANCE FOR DOUBTFUL ACCTS. -30,000. -162,500. -162,500.

TOTALS 3,194,878. 3,130,828. 3,130,828.

ATTACHMENT 1443461C 2532 V 13-7.5F


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. 230,000,000.BORROWINGS UNDER LINE OF CREDIT 40,000,000.

TOTALS 314,350,000. 274,350,000.

43461C 2532 V 13-7.5F

The Andrew W. Mellon FoundationEIN: 13-1879954For Year Ended December 31, 2013

Form 990-PF, Part II, Line 17 - Accounts Payable and Accrued Expenses

Beginning EndingDescription Book Value Book Value

Accrued Expenses 9,296,801$ 8,982,009$Deferred Federal Excise Tax 14,700,000 22,700,000

Totals 23,996,801$ 31,682,009$

ATTACHMENT 15A


ATTACHMENT 16

FORM 990PF, PART III - OTHER INCREASES IN NET WORTH OR FUND BALANCES

DESCRIPTION AMOUNT

UNREALIZED GAIN- MARKETABLE SECURITIES 72,101,330.UNREALIZED GAIN- ALTERNATIVE INVESTMENTS 324,728,084.FOREIGN EXCHANGE 357,247.

TOTAL 397,186,661.

43461C 2532 V 13-7.5F


ATTACHMENT 17

FORM 990PF, PART III - OTHER DECREASES IN NET WORTH OR FUND BALANCES

DESCRIPTION AMOUNT

INCREASE IN DEFERRED TAX LIABILITY 8,000,000.

TOTAL 8,000,000.

43461C 2532 V 13-7.5F


ATTACHMENT 18FORM 990PF, PART VII-A, LINE 16 - LIST OF FOREIGN COUNTRIES

BRAZILCHILECHINACOLOMBIACZECH REPUBLICDENMARKEGYPTESTONIAGREECEHUNGARYINDIAINDONESIAISRAELJAPANKOREA, REPUBLIC OF (SOUTH)MEXICOMALAYSIANIGERIAPERUPOLAND

TAIWAN

TURKEY

UNITED ARAB EMIRATES

43461C 2532 V 13-6.3F

The Andrew W. Mellon Foundation Attachment 18A

Form 990-PF

13-1879954

Calendar Year 2013

(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 Lewis President (Effective 3/16/13)

140 East 62nd Street President-Designate (1/1/13 - 3/15/13)

New York, NY 10065 Full time (2) 755,189 76,896 150,000 (3)

Don M. Randel Consultant (3/16/13 - 6/30/13)

140 East 62nd Street President (1/1/13 - 3/15/13)


John E. Hull Financial Vice President &

140 East 62nd Street Chief Investment Officer

New York, NY 10065 Full time (2) 815,243 69,922 0

Michele S. Warman Vice President, General Counsel

140 East 62nd Street & Secretary

New York, NY 10065 Full time (2) 505,344 82,510 0

Mariet Westermann

140 East 62nd Street Vice President


Philip E. Lewis

140 East 62nd Street Vice President


Danielle S. Allen

140 East 62nd Street Trustee

New York, NY 10065 Part time (4) 25,000 0 0

Lewis W. Bernard



W. Taylor Reveley III



Eric M. Mindich



Richard H. Brodhead



Katherine G. Farley



Kathryn A. Hall



Part VIII - Listing of Officers and Trustees

The Andrew W. Mellon Foundation Attachment 18A

Form 990-PF

13-1879954

Calendar Year 2013

(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

Paul LeClerc



Glenn D. Lowry



Sarah E. Thomas



Lawrence R. Ricciardi Trustee

140 East 62nd Street Service ended March 15, 2013


Colin Lucas Trustee

140 East 62nd Street Service ended March 15, 2013


3,584,374 436,038 330,000

NOTES:

(1) Compensation (column C) 3,584,374

Expense Accounts and Other Allowances (column E) 330,000

Compensation of Officers, Directors, Trustees (Part 1, Line 13) 3,914,374

(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.

The Andrew W. Mellon Foundation Attachment 18B

Form 990-PF

13-1879954

Calendar Year 2013

Contributions to Expense Acct

Title and Average Employee Benefit and Other

Name and Address Hours per Week Compensation Plan & Def. Comp. Allowances

Monica C. Spencer

140 East 62nd Street Senior Portfolio Manager

New York, NY 10065 40 hr minimum 437,135 82,636 0

Michele M. Dinn



Karen Grieb Inal



Thomas J. Sanders Chief Financial

140 East 62nd Street OfficerNew York, NY 10065 40 hr minimum 365,364 82,173 0

Donald J. Waters

140 East 62nd Street Program Officer

New York, NY 10065 40 hr minimum 299,102 81,402 45,000 (1)

1,897,081 399,241 45,000

Total Other Employees with YTD Compensation >$50,000 53

(1) Housing allowance included as Form W-2 compensation.

Part VIII - Compensation of five highest paid employees (other than officers and directors)

The Andrew W. Mellon Foundation13-1879954Calendar Year 2013 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.

Expenses associated with research (1)

Compensation of officers, directors, trustees, etc. 74,349$Other employee salaries and wages 237,424Pension plans, employee benefits 109,206Travel, conferences and meetings 201Other expenses 360

Part IX-A, line 1 421,540$

(1) Presented on a cash basis as these are disbursements for charitable purposes.

The Andrew W. Mellon Foundation Attachment 18D

13-1879954

Calendar Year 2013

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 2013

by the Foundation to the Fund were $446,901.


990PF, PART VIII- COMPENSATION OF THE FIVE HIGHEST PAID PROFESSIONALS

ATTACHMENT 19

NAME AND ADDRESS TYPE OF SERVICE COMPENSATION

GENERAL ATLANTIC GLOBAL INVESTORS INVESTMENT MGMT 2,346,799.600 STEAMBOAT ROAD, SUITE 105GREENWICH, CT 06830

SILCHESTER INTERNATIONAL INVESTORS, INC. INVESTMENT MGMT 1,966,045.780 THIRD AVENUE, 42ND FLOORNEW YORK, NY 10017

WESTWOOD GLOBAL INVESTMENTS INVESTMENT MGMT 1,372,974.ONE FINANCIAL CENTER, SUITE 1620BOSTON, MA 02111

FRONTIER CAPITAL MANAGEMENT INVESTMENT MGMT 1,125,540.99 SUMMER STREETBOSTON, MA 02110

WELLINGTON MANAGEMENT INVESTMENT MGMT 985,967.280 CONGRESS STREETBOSTON, MA 02210

TOTAL COMPENSATION 7,797,325.

43461C 2532 V 13-7.1F

The Andrew W. Mellon Foundation 13-1879954

Calendar Year 2013

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 fivecore program areas: higher education and scholarship; arts and cultural heritage; diversity;scholarly communications; and international higher education and strategic projects.Collaborative planning by the Foundation and its grantee institutions generally precedesawards and is an integral part of grantmaking. Unsolicited proposals are rarely funded.Prospective applicants are therefore encouraged not to submit a full proposal at the outsetbut rather a query letter of a page or less that sets forth the need, nature and the amount oftheir request, along with evidence of suitable classification by the Internal Revenue Service.Additional guidelines for programs in specific areas are available on the Foundation's website at http:/www. mellon.org

ATTACHMENT 19A

The Andrew W. Mellon FoundationEIN: 13-1879954Calendar Year ended December 31, 2013

Summary of Grants and Contributions, 2013

Grants and Contributions

Paid During the Year

Grants and Contributions

Approved for Future PaymentHigher Education and Scholarship 135,390,081$ 6,100,000$

Scholarly Communications and 26,764,685 3,436,500Information Technology

Performing Arts 34,910,570 3,121,675

Art History, Conservation, and Museums 23,692,391 9,110,711

Conservation and the Environment 12,019,361 2,974,500

Public Affairs 50,000 -

Other 104,000 -

Program-Related Investments 100,000 -

Contributions 405,000 -

Matching Gifts 1,036,056 -

Totals 234,472,144$ 24,743,386$

Form 990PF,

Part XV, Line 3a

Form 990PF,

Part XV, Line 3b

ATTACHMENT 20


EIN: 13-1879954

Calendar Year ended December 31, 2013

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

Allegheny College 520 North Main Street

Meadville, PA 16335-3902

To support collaborative undergraduate

research in the humanities

PC $ 600,000

American Academy in Rome 7 East 60th Street

New York, NY 10022-1001

To support the Rome Prize Fellowship

endowment

PC 1,000,000

American Academy of Arts and Sciences Norton’s Woods

136 Irving Street

Cambridge, MA 02138-1996

To increase an endowment for ongoing

maintenance and development of the

Humanities Indicators

PC 2,000,000

American Council of Learned Societies 633 Third Avenue, 8th Floor

New York, NY 10017-6795

To continue support for a program enabling

non-academic organizations to appoint PhDs in

the humanities to postdoctoral positions

PC 4,407,000


New York, NY 10017-6795

To support dissertation completion fellowships

for graduate students in the humanities and

social sciences

PC 3,000,000


New York, NY 10017-6795

To support the Frederick Burkhardt Residential

Fellowship Program

PC 2,062,000


New York, NY 10017-6795

To support fellowships for collaborative

scholarship in the humanities

PC 1,230,000


New York, NY 10017-6795

To support the Charles A. Ryskamp Research

Fellowship Program for advanced junior faculty

members in the humanities and humanistic

social sciences

PC 1,140,000

American Historical Association 400 A Street, SE

Washington, DC 20003

To supplement support for investigation and

development of extra-academic career

possibilities for PhDs in history

PC 7,700

American Indian College Fund 8333 Greenwood Boulevard

Denver, CO 80221

To support a master's degree fellowship PC 503,000

American University in Cairo 420 Fifth Avenue, 3rd Floor

New York, NY 10018-2729

To support student retention initiatives

necessitated by recent political and economic

transitions in Egypt

PC 500,000

ASIANetwork, Inc. Earlham College

801 National Road West

136 Landrum Building Center

Richmond, IN 47374-4095

To support a series of faculty study and travel

seminars in India, Thailand, Indonesia, and

Japan

PC 500,000

Associated Colleges of the Midwest, Inc. 11 East Adams Street, Suite 800

Chicago, IL 60603

To support a project fostering academic

innovation and faculty development through

collaboration

SO I 2,000,000

Associated Colleges of the South, Inc. 1975 Century Boulevard, Suite 10

Atlanta, GA 30345-3316

To support teaching collaboration between

liberal arts colleges and research universities

SO I 120,000

1 of 42 ATTACHMENT 20


EIN: 13-1879954




Barnard College 3009 Broadway

New York, NY 10027-6501

To support an integrated revitalization of the

science program through renovation of its

facilities, the strengthening of its faculty, and

curricular enhancement

PC 383,964

Barnard College 3009 Broadway

New York, NY 10027-6501

To explore the influence of urbanism in faculty

pedagogy and research

PC 50,000

Bates College 2 Andrews Road

204 Lane Hall

Lewiston, ME 04240-6028

To support presidential initiatives PC 100,000

Beloit College 700 College Street

Beloit, WI 53511-5595

To support the development of teaching and

learning practices in diverse learning

communities

PC 50,000

Bennett College 900 East Washington Street

Greensboro, NC 27401-3239

To support international study programs PC 300,000

Berea College 210 Lincoln Hall

CPO 2182

Berea, KY 40404-0003

To support a faculty development initiative PC 500,000

Berea College 210 Lincoln Hall

CPO 2182

Berea, KY 40404-0003


Boston University One Silber Way, 8th Floor

Boston, MA 02215

To support a Sawyer Seminar on the

Comparative Study of Cultures entitled

'Reinterpreting the Twentieth Century'

PC 175,000

Bowdoin College 5700 College Station

Brunswick, ME 04011-8448

To renew support for the Mellon Mays

Undergraduate Fellowship program

PC 500,000



To support the President's Arts and Lecture

Fund and innovation in teaching through

technology

PC 250,000




Undergraduate Fellowship summer exchange

program

PC 116,000

Brown University One Prospect Street

Campus Box 1860

Providence, RI 02912

To support postdoctoral fellowships at the

Cogut Center for the Humanities

PC 1,350,000

Brown University One Prospect Street

Campus Box 1860

Providence, RI 02912

To support a New Directions Fellowship PC 260,000

Bryn Mawr College 101 North Merion Avenue

Bryn Mawr, PA 19010-2899

To support technology initiatives that integrate

blended learning into the humanities and social

sciences curriculum

PC 800,000

Bucknell University 112 Marts Hall

Lewisburg, PA 17837

To support digital scholarship initiatives PC 700,000



EIN: 13-1879954




California Institute of Technology 1200 East California Boulevard

MC 204-31

Pasadena, CA 91125



PC 435,000

California Institute of Technology 1200 East California Boulevard

MC 204-31

Pasadena, CA 91125


Canadian Centre for Architecture 1920 rue Baile

Montreal, Quebec H3H 2S6

Canada

To support multidisciplinary research groups in

architectural history and design

POF - See ER Report 710,000

Carleton College One North College Street

Laird Hall 100

Northfield, MN 55057-4010

To support cross-institutional administrative

and academic collaboration with St. Olaf

College

PC 1,400,000


Laird Hall 100


To support global learning across the

curriculum

PC 800,000


Laird Hall 100




PC 420,000

Carnegie Mellon University 5000 Forbes Avenue

Warner Hall, # 600

Pittsburgh, PA 15213


Carnegie Mellon University 5000 Forbes Avenue

Warner Hall, # 600



Comparative Study of Cultures entitled 'The

Ghetto: Concept, Conditions, and Connections

in Transnational Historical Perspective from

the 11th Century to the Present'

PC 175,000

Centre College of Kentucky 600 West Walnut Street

Danville, KY 40422

To support undergraduate research in the

humanities

PC 600,000

City College of New York 160 Convent Avenue

New York, NY 10031



PC 339,000

Claremont Graduate University 150 East 10th Street

Claremont, CA 91711

To support continued work on The American

Faculty: The New Era of Work and Careers

PC 12,500

College of the Holy Cross 1 College Street

Worcester, MA 01610

To support a visiting artist program PC 600,000

College of Wooster Wooster, OH 44691-2363 To support a program of faculty-mentored

undergraduate research

PC 700,000

Colorado College 14 East Cache La Poudre Street

Colorado Springs, CO 80903-3294

To support strengthening innovation in

engaged teaching and learning

PC 800,000



EIN: 13-1879954




Columbia University 202 Low Memorial Library

535 West 116th Street, MC 4309

New York, NY 10027

To support a program that exposes graduate

students to research questions and methods

outside their disciplines

PC 500,000



New York, NY 10027

To support senior professorships in the

humanities

PC 133,000

Connecticut College 270 Mohegan Avenue

New London, CT 06320-4196

To support the integration of international and

global studies programs

PC 700,000

Cornell University 300 Day Hall

Ithaca, NY 14853-2801

To endow music programs PC 2,000,000


Ithaca, NY 14853-2801

To provide a final round of support for the

Westfield Center for Historical Keyboard

Studies

PC 500,000


Ithaca, NY 14853-2801



'Political Will'

PC 175,000


Ithaca, NY 14853-2801



PC 127,000

Council of American Overseas Research Centers PO Box 37012

MRC 178

Washington, DC 20013-7012

To support a regional fellowship program

enabling pre- and early postdoctoral scholars

to do research in the Mediterranean region

PC 1,000,000

Council of Graduate Schools One Dupont Circle, NW Suite 230


To support a study that addresses the gap in

our understanding of the outcomes of doctoral

education in the humanities and social sciences

PC 99,968

Council of Independent Colleges One Dupont Circle, Suite 320


To support online learning and teaching in the

humanities at liberal arts colleges

PC 800,000

Dartmouth College 207 Parkhurst Hall

Hanover, NH 03755

To support the establishment of a Society of

Fellows

PC 1,265,000

Davidson College PO Box 7145

209 Ridge Road

Davidson, NC 28035-7145

To support development and expansion of

digital studies throughout the curriculum

PC 800,000

Dickinson College PO Box 1773

Carlisle, PA 17013-2896

To support a collaborative initiative between

liberal arts colleges and military institutions of

higher education

PC 400,000

Dillard University 2601 Gentilly Boulevard

New Orleans, LA 70122

To renew support for the university's faculty

career enhancement program

PC 300,000

Drew University 36 Madison Avenue

Madison, NJ 07940-1493

To support an initiative to integrate the arts

into the undergraduate curriculum

PC 625,000



EIN: 13-1879954




Duke University 207 Allen Building

Box 90001

Durham, NC 27708-0001

To continue development of collaborative

research projects among member institutions

of the Consortium of Humanities Centers and

Institutes

PC 1,350,000


Box 90001

Durham, NC 27708-0001

To support a PhD program in visual and media

studies

PC 700,000


Box 90001

Durham, NC 27708-0001


Emory University 408 Administration Building

201 Dowman Drive

Atlanta, GA 30322



PC 500,000

Five Colleges Incorporated 97 Spring Street

Amherst, MA 01002-2324

To support the exploration of blended learning

pedagogies in the humanities

PC 1,000,000



To support the Five College Center for the

Study of World Languages

PC 800,000

The Five Colleges of Ohio 102 Allen House

Kenyon College

Gambier, OH 43022

To support the integration of digital

scholarship into the curricula of liberal arts

colleges

SO I 775,000

Fondation Maison des Sciences de l'Homme 190 avenue de France

CS n° 71345

75648 Paris Cedex 13

Paris 94227

France

To support a multinational project in digital

philology

PC - Public Charity Equivalent 600,000

Franklin & Marshall College PO Box 3003

Lancaster, PA 17604-3003

To support faculty exploration of blended

learning pedagogies within the Central

Pennsylvania Consortium

PC 100,000

Georgetown University 204 Healy Hall

37th and O Street, NW



Comparative Study of Cultures entitled 'Critical

Silk Road Studies'

PC 175,000

Graduate School and University Center, City University of New York 365 Fifth Avenue

New York, NY 10016-4309

To support the continuation of the Mellon

Seminar in the Humanities for the 2013-2014

academic year

PC 100,000

Hamilton College 198 College Hill Road

Clinton, NY 13323-1218

To support continuing collaborative efforts of

the New York Six Liberal Arts Consortium in the

areas of globalization and language learning (in

collaboration with Hobart and William Smith

Colleges, Union College, and Colgate and St.

Lawrence Universities)

PC 1,250,000



EIN: 13-1879954




Hamilton College 198 College Hill Road

Clinton, NY 13323-1218

To support the second phase of an initiative

integrating digital humanities into the

curriculum and student-faculty research

PC 800,000

Hartwick College One Hartwick Drive

Oneonta, NY 13820

To support strategic planning PC 50,000

Harvard University Massachusetts Hall

Cambridge, MA 02138

To support initiatives at the intellectual and

institutional intersection of architecture,

urbanism, and the humanities

PC 1,478,000


Cambridge, MA 02138

To renew support for a summer school of

theater and performance studies

PC 353,000

Haverford College 370 Lancaster Avenue

Haverford, PA 19041-1392


Haverford College 370 Lancaster Avenue

Haverford, PA 19041-1392



PC 55,000

HBCU Library Alliance, Inc. 1438 W Peachtree St NW, Suite

200


To support the assessment and strengthening

of library services for faculty research at

Historically Black Colleges and Universities

POF - See ER Report 247,000

Hendrix College 1600 Washington Avenue

Conway, AR 72032

To support a college-wide writing program PC 250,000

Hobart and William Smith Colleges 337 Pulteney Street

Geneva, NY 14456-3397

To support a developmental approach to

undergraduate research in the arts,

humanities, and human sciences

PC 48,000

Hope College DeWitt Center, Floor 2

141 East 12th Street

Holland, MI 49422-9000

To support a program of undergraduate

research, mentoring, and technological

innovation in the humanities

PC 500,000

Hunter College 695 Park Avenue, Room E1700

New York, NY 10065

To support the integration of the arts across

the curriculum

PC 500,000

IHR Trust Senate House

Malet Street

London WC1E 7HU

United Kingdom

To endow the academic and research programs

of the Institute of Historical Research


International Institute for Asian Studies University of Leiden

Rapenburg 59

Leiden

The Netherlands

To support a pilot initiative aimed at

strengthening and redirecting the evolving

field of Asian studies


Ithaka Harbors, Inc. 151 East 61st Street

New York, NY 10065

To support research on higher education and

the transfer of this work to Ithaka S+R

PC 900,000

Johns Hopkins University 242 Garland Hall

3400 North Charles Street

Baltimore, MD 21218-2691

To support initiatives aimed at strengthening

the integration of the arts in academic life

PC 1,200,000



EIN: 13-1879954







To support postdoctoral fellowships dedicated

to the study of the arts in Judaism, Christianity,

and Islam

PC 800,000

Johnson C. Smith University 100 Beatties Ford Road

Charlotte, NC 28216

To support the expansion of the visual and

performing arts curricula

PC 500,000

Johnson C. Smith University 100 Beatties Ford Road

Charlotte, NC 28216

To support career development initiatives for

early-career faculty

PC 475,000

Kalamazoo College 1200 Academy Street

Kalamazoo, MI 49006-3295

To support a visiting scholar in ethnic studies PC 150,000

Kenyon College Ransom Hall

Gambier, OH 43022-9623

To support a unified teaching and learning

initiative to address the core competencies of

liberal education

PC 50,000

The Kohala Center, Inc. PO Box 437462

Kamuela, HI 96743

To continue support for dissertation

completion and postdoctoral fellowships for

Native Hawaiian scholars and others interested

in advancing knowledge of Hawaiian history,

culture, politics, language, and the natural

environment

PC 500,000

Lafayette College 316 Markle Hall

730 High Street

Easton, PA 18042-1768

To support digital scholarship initiatives PC 700,000

Lake Forest College 555 North Sheridan Road

Lake Forest, IL 60045-2338

To support a faculty bridge appointment in

theater

PC 450,000

Lake Forest College 555 North Sheridan Road

Lake Forest, IL 60045-2338

To support curricular initiatives in music and

writing

PC 250,000

The Library Company of Philadelphia 1314 Locust Street

Philadelphia, PA 19107-5698

To support work in early African American

history through dissertation, dissertation-

writing, and postdoctoral fellowships

PC 425,000

Macalester College 1600 Grand Avenue

St. Paul, MN 55105-1899

To support faculty and curricular development PC 800,000

Macalester College 1600 Grand Avenue

St. Paul, MN 55105-1899


Marymount Manhattan College 221 East 71st Street

New York, NY 10021-4587

To support revitalization of the general

education curriculum

PC 250,000

Massachusetts Institute of Technology 77 Massachusetts Avenue, Room 3-

208


To support research and a workshop on the

teaching of global architectural history

PC 45,603

McGill University 845 Sherbrooke Street West

Montreal, Quebec H3A 2T5

Canada

To support postdoctoral fellowships in the

humanities

PC - Public Charity Equivalent 1,500,000

Morehouse College 830 Westview Drive, SW





EIN: 13-1879954




Mount Holyoke College 50 College Street

South Hadley, MA 01075-1485

To support curricular, admissions, and financial

initiatives that strengthen institutional

sustainability

PC 333,323

Muhlenberg College 2400 Chew Street

Allentown, PA 18104-5586

To strengthen the interdisciplinary,

international, and undergraduate research

components of the curriculum

PC 100,000

National Gallery of Art 6th and Constitution Avenue, NW


To support activities aimed at strengthening

scholarship in art history

PC 500,000

National Humanities Center 7 T.W Alexander Drive

PO Box 12256

Research Triangle Park, NC 27709-

2256

To increase the endowment supporting the

core fellowship program for scholars in the

humanities

PC 2,000,000

National Humanities Center 7 T.W Alexander Drive

PO Box 12256

Research Triangle Park, NC 27709-

2256

To augment fellowship stipends PC 300,000

Nebraska Wesleyan University 5000 Saint Paul Avenue

Lincoln, NE 68504

To support faculty development and the

assessment of student learning

PC 30,000

The New School 66 West 12th Street, Room 800

New York, NY 10011

To support the development of a Graduate

Institute of Design, Ethnography, and Social

Thought

PC 750,000


New York, NY 10011

To support the creation by Eugene Lang College

of a program of arts and humanities

partnerships with cultural and civic

organizations

PC 500,000


New York, NY 10011

To support curricular planning at Eugene Lang

College

PC 35,000

New York Botanical Garden 2900 Southern Boulevard

Bronx, NY 10458-5126

To support an initiative that would broaden the

New York Botanical Garden's role as a center of

scholarship in the humanities

PC 635,000

New York Council for the Humanities 150 Broadway, Suite 1700

New York, NY 10038

To support the expansion of the New York State

Humanities Center Initiative

PC 81,000

New York Public Library 476 Fifth Avenue, Room 210

New York, NY 10018-2788

To support the Schomburg-Mellon Summer

Humanities Undergraduate Institute

PC 476,000


New York, NY 10018-2788

To support a conference on the future of

African American research collections

PC 94,000

New York University 70 Washington Square South

New York, NY 10012-1091


institutional intersection of urban studies and

the humanities

PC 2,000,000



EIN: 13-1879954





New York, NY 10012-1091

To support the launch of a center for the study

of ballet as an art form and of its history in

Western societies

PC 2,000,000


New York, NY 10012-1091


Newberry Library 60 West Walton Street

Chicago, IL 60610-3380

To support residential fellowships PC 200,000

Northwestern University 2-130 Rebecca Crown Center

633 Clark Street

Evanston, IL 60209

To support the establishment of a new

department of Asian languages and cultures

PC 750,000

Northwestern University 2-130 Rebecca Crown Center

633 Clark Street

Evanston, IL 60209


Comparative Study of Cultures entitled 'What

Do We Know? Theoretical Issues in Social

Epistemology'

PC 175,000

Oberlin College Cox Administration Building, Room

201

70 North Professor Street

Oberlin, OH 44074-1090

To support the teaching of written and oral

communication

PC 400,000

Occidental College 1600 Campus Road

Los Angeles, CA 90041-3314

To support programs in the digital liberal arts PC 700,000

Occidental College 1600 Campus Road



Pitzer College 1050 North Mills Avenue

Claremont, CA 91711-6101

To support the expansion of Latin American

language and cultural study programs

PC 250,000

Pomona College 550 North College Avenue


To support a postdoctoral fellowship program PC 503,879

Pomona College 550 North College Avenue


To support a lecture series addressing the

changing role of the humanities at liberal arts

colleges

PC 50,000

Princeton University One Nassau Hall

Princeton, NJ 08544-0015




PC 1,965,000



To support the establishment of fellowships in

the Society of Fellows in the Arts

PC 1,666,667



To support the Survey Research Center's

completion of a study of the careers of PhD

holders in the humanities

PC 500,000

Randolph-Macon College PO Box 5005

Ashland, VA 23005-5005

To support the teaching of Chinese PC 300,000



EIN: 13-1879954




Reed College 3203 Southeast Woodstock

Boulevard

Portland, OR 97202-8199

To support integration of digital resources in

undergraduate student research

PC 800,000

Reed College 3203 Southeast Woodstock

Boulevard



Rhodes University PO Box 94

Grahamstown 6140

South Africa

To support postdoctoral fellowships in the

humanities and social sciences



Grahamstown 6140

South Africa

To support the establishment of a university

archive and research on the history of the

university



Grahamstown 6140

South Africa

To support master's and doctoral students who

are conducting research into institutional

culture at the university



Grahamstown 6140

South Africa

To support digitization of materials at the Cory

Library


Ripon College 300 Seward Street

PO Box 248

Ripon, WI 54971-0248

To support faculty renewal PC 565,000

Ripon College 300 Seward Street

PO Box 248

Ripon, WI 54971-0248


Salzburg Global Seminar, Inc. 1730 Pennsylvania Avenue NW,

Suite 250


To support renewal and strengthening of the

Mellon Fellow Community Initiative for

Appalachian Colleges and Historically Black

Colleges and Universities and creation of a

Global Education Consortium

PC 448,000

Sarah Lawrence College 1 Mead Way

Bronxville, NY 10708-5999

To support international engagement across

the disciplines

PC 770,000

Sarah Lawrence College 1 Mead Way

Bronxville, NY 10708-5999

To support environmental studies PC 500,000

Smith College College Hall 201

Northampton, MA 01063

To support the integration of classroom and

experiential learning

PC 760,000

Smith College College Hall 201

Northampton, MA 01063



PC 372,000

Social Science Research Council One Pierrepont Plaza, 15th Floor

Brooklyn, NY 11201

To support a revamped Dissertation Proposal

Development Fellowships program for

graduate students in the humanities and

related social sciences

PC 2,200,000



EIN: 13-1879954





Brooklyn, NY 11201

To support the completion of research into the

organization of international and global studies

in US universities

PC 75,000


Brooklyn, NY 11201

To support staff costs not fully covered by the

Mellon Mays Graduate Initiatives Program and

Predoctoral Research Program

PC 17,913

Southwestern University University at Maple

PO Box 770

Georgetown, TX 78627-0770

To support digital studies PC 700,000

Spelman College 350 Spelman Lane South West


To support a program for social justice scholars PC 250,000

Sphinx Organization, Inc. 400 Renaissance Center, Suite

2550

Detroit, MI 48243

To support the planning of the Sphinx Medal of

Excellence program

PC 50,000

St. John's College 1160 Camino Cruz Blanca

Santa Fe, NM 87505-4599

To support experiential learning PC 800,000

St. Lawrence University 23 Romoda Drive

110 Vilas Hall

Canton, NY 13617-1475

To support a presidential commission on

diversity

PC 50,000

St. Olaf College 1520 St. Olaf Avenue

Northfield, MN 55057

To support expansion of the digital humanities

across the curriculum

PC 700,000

Stanford University Main Quadrangle, Building 10

Stanford, CA 94305-2060

To support the establishment of an honors

program in the arts

PC 600,000

Sweet Briar College 134 Chapel Road

PO Box 1053

Sweet Briar, VA 24595

To support collaboration between Sweet Briar

College and Hollins University

PC 75,000

Union College Armand V. & Donald S.

Feigenbaum Hall

807 Union Street

Schenectady, NY 12308

To support the integration of the humanities

across the curriculum

PC 50,000

United Negro College Fund, Inc. 1805 7th Street, NW


To support the renewal of the United Negro

College Fund consortium's Mellon Mays


PC 3,406,350

United Negro College Fund, Inc. 1805 7th Street, NW


To support faculty opportunities for

exploration of new pedagogies and the pursuit

of research projects

PC 1,655,000

University Musical Society 881 North University Avenue

Ann Arbor, MI 48109-1011

To support strengthened integration of the arts

into academic life

PC 600,000

University of California at Berkeley 200 California Hall, #1500

Berkeley, CA 94720-1500




EIN: 13-1879954




University of California at Los Angeles Box 951405

Murphy Hall 2147



Comparative Study of Cultures entitled 'The

Environmental Humanities: Emergence and

Impacts'

PC 175,000

University of California at Santa Barbara 5221 Cheadle Hall

Santa Barbara, CA 93106-2030


University of Cambridge The Old Schools

Trinity Lane

Cambridge CB2 1TN

United Kingdom



'Comparing Comparatisms'

PC 175,000

University of Cape Town Private Bag X3

Rondebosch

Cape Town 7701

South Africa

To support doctoral students at the Institute

for Humanities in Africa



Rondebosch

Cape Town 7701

South Africa

To support the Centre for African Language

Diversity



Rondebosch

Cape Town 7701

South Africa

To support postdoctoral fellowships PC - Public Charity Equivalent 275,000


Rondebosch

Cape Town 7701

South Africa

To support the creation of a Web-based

platform to strengthen the linkages between

the humanities and psychology



Rondebosch

Cape Town 7701

South Africa

To support a research initiative and graduate

program in the environmental humanities



Rondebosch

Cape Town 7701

South Africa

To support research in historical sound

archives



Rondebosch

Cape Town 7701

South Africa

To support the completion of the Academic

Research Development Project


University of Chicago 5801 South Ellis Avenue, Suite 501

Chicago, IL 60637

To endow music programs PC 2,000,000



EIN: 13-1879954





Chicago, IL 60637

To support further development of an Islamic

studies initiative

PC 800,000


Chicago, IL 60637

To support postdoctoral fellowships for

promising early career scholars from

underrepresented minority groups and with

other diverse backgrounds and experiences

PC 750,000


Chicago, IL 60637

To support research on nonquantitative issues

in the study of climate change and its

ramifications

PC 500,000


Chicago, IL 60637

To support the Midwest Faculty Seminar PC 20,850

The University of Fort Hare Private Bag X1314

Alice 5700

South Africa

To support strengthening of the library's

electronic collections and the updating and

expansion of its computer laboratories


University of Illinois at Urbana-Champaign Swanlund Administration Building

601 East John Street

Champaign, IL 61820

To support a collaboration of interdisciplinary

humanities centers at 15 research-extensive

institutions

PC 3,000,000

University of Michigan 503 Thompson Street

2074 Fleming Administration

Building


To support an international partnership

between the university's African Studies Center

and the Witwatersrand Institute for Social and

Economic Research

PC 1,500,000



Building





PC 1,300,000



Building


To support a postdoctoral exchange program

between the university and Kalamazoo and

Oberlin Colleges

PC 700,000



Building



University of Minnesota at Twin Cities 202 Morrill Hall

100 Church Street, SE

Minneapolis, MN 55455

To support the creation of a Consortium for the

Study of the Pre-Modern World

PC 600,000



EIN: 13-1879954




University of Minnesota at Twin Cities 202 Morrill Hall

100 Church Street, SE

Minneapolis, MN 55455


Comparative Study of Cultures entitled 'Making

the Mississippi: Formulating New Water

Narratives for the 21st Century and Beyond'

PC 175,000

University of New Mexico MSC05 3300

1 University of New Mexico

Albuquerque, NM 87131-0001

To continue support for a PhD-completion

fellowship for Latino and Native American

scholars, as well as others committed to

advancing scholarship on the history and

culture of New Mexico or on issues regarding

Latino and Native American communities

elsewhere

PC 800,000

University of New Mexico MSC05 3300

1 University of New Mexico

Albuquerque, NM 87131-0001

To support expansion of a curriculum focused

on land arts of the Southwest

PC 250,000

University of Oxford Wellington Square

Oxford OX1 2JD

United Kingdom

To establish a graduate fellowship in French

history

PC 500,000

University of Pennsylvania One College Hall, Room 100





PC 1,300,000






To support a study of the experiences of Latino

graduates from Hispanic Serving Institutions in

doctoral programs

PC 100,000



To support additional production costs

associated with the Biennale opera

PC 18,000

University of Pretoria Private Bag X20

Hatfield

Pretoria 0002

South Africa

To support the promotion of multidisciplinary

team research projects in the humanities


University of Pretoria Private Bag X20

Hatfield

Pretoria 0002

South Africa

To support planning for an Institute for

Advanced Study


University of Rochester 240 Wallis Hall

Rochester, NY 14627-0011

To support training of graduate students in the

digital humanities

PC 1,000,000

University of Southern California Office of the President

ADM 110 MC 0012


To support graduate and postdoctoral training

in the digital humanities

PC 1,900,000



EIN: 13-1879954





ADM 110 MC 0012


To support the Early Modern Studies Institute PC 500,000

University of Texas at Austin Main Building 400

PO Box T

Austin, TX 78713-8920



'Territorial Roots and Diasporic Routes: Native

American and Indigenous Cultural Politics in

the Americas'

PC 175,000

University of the Free State PO Box 339

Bloemfontein 9300

South Africa

To support graduate and postdoctoral studies

in the humanities


University of the Western Cape Private Bag X17

Bellville 7535

South Africa

To support the development of teaching and

research in aesthetics and politics


University of the Witwatersrand Private Bag 3, WITS 2050

Johannesburg

South Africa






Johannesburg

South Africa

To support the Institute for Human Evolution PC - Public Charity Equivalent 500,000


Johannesburg

South Africa

To support the History Workshop PC - Public Charity Equivalent 460,000


Johannesburg

South Africa

To support postdoctoral fellowships PC - Public Charity Equivalent 350,000


Johannesburg

South Africa

To support the development of academic staff

in the humanities and social sciences


University of Toronto 27 King’s College Circle

Simcoe Hall, Room 206

Toronto, Ontario M5S 1A1

Canada

To support editorial costs of the Dictionary of

Old English

PC 169,362

University of Virginia PO Box 400224

Charlottesville, VA 22904-4224


University of Wisconsin at Madison 500 Lincoln Drive

Bascom Hall 161

Madison, WI 53706

To support and sustain the renewal and

enhancement of core humanities departments

PC 2,000,000


Bascom Hall 161

Madison, WI 53706

To support the Engaging the Humanities

initiative

PC 1,100,000



EIN: 13-1879954




Vanderbilt University 211 Kirkland Hall

Nashville, TN 37240

To support a postdoctoral and faculty exchange

program with Tennessee State University,

Berea College, and Tougaloo College

PC 1,475,000

Vassar College Box 1

124 Raymond Avenue

Poughkeepsie, NY 12604-0001

To support multidisciplinary curricular

development

PC 750,000

Washington and Jefferson College 60 South Lincoln Street

Washington, PA 15301

To support interdisciplinary and global

initiatives

PC 150,000

Washington and Jefferson College 60 South Lincoln Street

Washington, PA 15301

To support planning for a liberal arts colleges

consortium in Pennsylvania

PC 70,000

Washington and Lee University Washington Hall, 2nd Floor

Lexington, VA 24450-2116

To support international education initiatives PC 577,000

Washington College 300 Washington Avenue

Chestertown, MD 21620-1197

To support an interdisciplinary program

connecting the arts with the natural

environment

PC 575,000

Wellesley College 106 Central Street

Wellesley, MA 02481-8203

To support a project to enhance the first-year

academic experience

PC 800,000

Wellesley College 106 Central Street

Wellesley, MA 02481-8203



PC 317,000

Wesleyan University Wesleyan Station

229 High Street

Middletown, CT 06459-0290

To support the operations of the university’s

Center for the Humanities

PC 1,000,000

Whitman College 345 Boyer Avenue

Walla Walla, WA 99362

To support the conversion of contingent faculty

positions to tenure track

PC 800,000

Whittier College 13406 East Philadelphia Street

PO Box 634

Whittier, CA 90608-0634

To support an initiative to integrate the digital

humanities into the curriculum

PC 750,000

Williams College PO Box 687

Williamstown, MA 01267




To support an exchange between the Mellon

Mays Undergraduate Fellowship programs at

Williams College and the University of Cape

Town

PC 64,000

Wofford College 429 North Church Street

Spartanburg, SC 29303-3663

To support the integration of library operations

and resources with Converse College

PC 75,000

Yale University 105 Wall Street

PO Box 208229

New Haven, CT 06520-8229



PC 344,000

Total Higher Education and Scholarship $ 135,390,081



EIN: 13-1879954




SCHOLARLY COMMUNICATIONS AND INFORMATION TECHNOLOGY

American Museum of the Moving Image 36-01 35th Avenue

Astoria, NY 11106

To support further development of an open

source collections management system for

museums as well as final negotiations to move

the system to a permanent home organization

PC $ 100,000

Association of American University Presses, Inc. 28 West 36th Street

New York, NY 10018

To support the new director's program of site

visits to member institutions

PC 31,500

Association of Research Libraries 21 DuPont Circle, NW, Suite 800


To support strategic planning PC 50,000

Austrian National Library Josefsplatz 1

PO Box 308

Vienna 1015

Austria

To support a pilot project for the digitization,

cataloguing, and editing of a large collection of

papyri dating from the early Arab period


The Book Arts Press, Inc. 114 Alderman Library

University of Virginia

Charlottesville, VA 22904-4103

To support a summer fellowship program in

critical bibliography

PC 783,000

Buffalo State College Foundation, Inc. Cleveland Hall 511

1300 Elmwood Avenue

Buffalo, NY 14222

To support the continuation of pilot programs

in graduate-level training in the conservation

of library and special collections materials

PC 391,000

Center for Research Libraries 6050 South Kenwood Avenue


To support data collection and analysis of

archiving and digitization programs for

historical newspapers and print journals

PC 848,000

College of Charleston 66 George Street

Charleston, SC 29424

To support the development of an electronic

edition of a corpus of inscribed tablets from

Mycenaean Greece

PC 50,000



New York, NY 10027

To endow a new senior conservator position in

the university library

PC 368,685



New York, NY 10027

To support the preservation of electronic

journals

PC 150,000



New York, NY 10027

To support the development of a prototype

software system for the documentation of

buildings and artifacts in their geographical

and historical contexts

PC 75,000



EIN: 13-1879954




Council on Library and Information Resources 1707 L Street NW, Suite 650


To support a regranting program that would

provide awards for cataloging unprocessed

library and archival collections

PC 4,000,000



To support general operations PC 1,550,000



To support postdoctoral fellowships in digital

data curation in the field of early modern

studies

PC 916,000



To support administration of the Hidden

Collections grantmaking competition

PC 300,000


Box 90001

Durham, NC 27708-0001

To support the development of a unit in the

university library dedicated to digital

humanities in the field of classics

PC 500,000


Box 90001

Durham, NC 27708-0001

To support an annual institute with the goal of

advancing scholarship, teaching, and

publishing in the humanities through the

application of digital technologies

PC 322,000



To support planning for the shared

management and shelving of collections of

print monographs among northeast regional

college and university libraries

PC 50,000

Frick Collection 1 East 70th Street

New York, NY 10021

To support the preservation of Web-based

resources in art and art history

PC 340,000

Georg-August-Universitat Gottingen Wilhelmsplatz 1

Göttingen D-37073

Germany

To support the implementation of

interoperability protocols for medieval

manuscripts within a virtual research

environment


Hypothes.is Project 2261 Market Street, Room 632

San Francisco, CA 94114

To support partial costs of two conferences on

the theoretical and practical aspects of

publishing in the digital age

PC 48,500

Indiana University 107 South Indiana Avenue

Bloomington, IN 47405


source integrated library system

PC 750,000


New York, NY 10065

To support the development and delivery of

workshops on planning for financial

sustainability aimed at project leaders of

digital initiatives in higher education and

cultural heritage organizations

PC 183,000



EIN: 13-1879954







To support the implementation of

interoperability standards in a repository of

medieval manuscripts and the development of

tools to aid digital research in medieval studies

PC 50,000




To support a workshop for the planning of a

digital library of Renaissance materials

PC 39,000

Ludwig-Maximilians-Universitat Munchen Geschwister-Scholl-Platz 1

Munich D-80539

Germany

To support further development of a database

of Arabic papyri


The Medici Archive Project, Inc. 1350 Broadway, Suite 201

New York, NY 10018

To support the further development of an open-

source software system and related

procedures for scholarly contributions to and

use of the online catalog of the Medici archives

PC 292,000

Modern Language Association of America 26 Broadway, 3rd Floor

New York, NY 10004-1789

To support the planning of a software system

to enable professional networking, online

collaboration, and digital publication across

scholarly societies

PC 40,500

National Association for Olmsted Parks 1111 16th Street NW, Suite 310


To support the editing of the final two volumes

of the Frederick Law Olmsted Papers

PC 75,000

National Information Standards Organization 3600 Clipper Mill Road

Baltimore, MD 21211

To support the standardization of license

information for electronic publications and the

implementation of the standard within a

database for use by academic libraries

PC 44,000


New York, NY 10018-2788

To support a survey of the content and

preservation needs of audiovisual collections

PC 102,000


New York, NY 10012-1091

To support the development of a software tool

for the management and description of

archives

PC 599,000


New York, NY 10012-1091

To support the continuation of pilot programs

in graduate-level training in the conservation

of library and special collections materials

PC 296,000

Newberry Library 60 West Walton Street


To support the creation of digital resources for

training students in paleography

PC 526,000

Northeast Document Conservation Center, Inc. 100 Brickstone Square

Andover, MA 01810-1494

To support business planning for audio

preservation services

PC 128,000



EIN: 13-1879954




Old Dominion University 200 Koch Hall

Norfolk, VA 23529

To support the development of a Web

archiving extension for the open source

MediaWiki collaborative editing software

PC 25,000

The Pennsylvania State University 201 Old Main

University Park, PA 16802

To support the planning and design of an online

journal of public philosophy

PC 236,000

The Pilgrim Trust 55a Catherine Place

London SW1E 6DY

United Kingdom

To support a regranting program that would

provide awards for cataloging unprocessed

library and archival collections

NC - Foreign Org - See ER Report 250,000

Planetwork NGO, Inc. 1230 Market Street, Suite 517

San Francisco, CA 94102-4801

To support a workshop on the implementation

of annotation standards for the World Wide

Web

PC 46,500

Regents of the University of California 1111 Franklin Street, 12th Floor

Oakland, CA 94607-5200

To support the further development of a

shared repository system in the western US for

print journals

PC 850,000



To support the development of a shared

repository system in the western US for print

journals

PC 114,000

Research Foundation of the City University of New York 230 West 41st Street

New York, NY 10036

To support the digitization, publication, and

repatriation of audio and film recordings of

traditional Indonesian music dating from the

first half of the 20th century

PC 175,000

Rochester Institute of Technology 2 Lomb Memorial Drive

Rochester, NY 14623-5604

To support the development of a studio of

scientific imaging of two-dimensional artworks

PC 495,000

Rutgers, The State University of New Jersey Old Queen’s Building

83 Somerset Street

New Brunswick, NJ 08901-1281

To support a study of how university presses

could increase the sales of scholarly

publications directly to consumers

PC 76,000

Smithsonian Institution PO Box 37012

MRC 016


To support the continued development of open

source software for the management of

archaeological research data

PC 497,000



To support a suite of initiatives that would

encourage collaboration and adoption of

common standards by technology projects in

cultural institutions and higher education

PC 945,000



To support the enhancement of a Web-based

resource for literary studies

PC 353,000



EIN: 13-1879954




Thomas Jefferson Foundation, Inc. PO Box 316

Charlottesville, VA 22902

To support the redesign and redevelopment of

software for a digital archive of archaeological

data from slave sites in the New World

PC 450,000

Tufts University Ballou Hall, 2nd Floor

Medford, MA 02155

To support the development of tools for

classical studies

PC 600,000



To support further development of methods

and software for the creation, dissemination,

and preservation of notes generated during the

production of scholarly editions of personal

papers of significance

PC 486,000




registry of digital tools for humanistic research

PC 150,000



To support further development of software

infrastructure for humanities research

PC 62,500

University of California at Davis Office of the Chancellor and

Provost

Mrak Hall, Fifth Floor

One Shields Avenue

Davis, CA 95616-8558

To support planning for a research study on the

economic consequences of open access

journals for universities and their libraries

PC 34,000


Murphy Hall 2147


To support the digitization and transcription of

ancient cuneiform texts from museums around

the world to build a comprehensive digital

library for cuneiform studies

PC 450,000

University of California at Riverside 4108 Hinderaker Hall

Riverside, CA 92521

To support software enhancement for the

English Short Title Catalog

PC 405,000

University of Cambridge The Old Schools

Trinity Lane

Cambridge CB2 1TN

United Kingdom

To support research on the transformation of

the book publishing industry

PC 137,000

University of Edinburgh Old College, South Bridge

Edinburgh Scotland EH8 9YL

United Kingdom

To support the preservation of materials

published and disseminated via the World

Wide Web




Champaign, IL 61820

To support the development of tools for

enriching and augmenting metadata for works

in the HathiTrust digital repository

PC 437,000



EIN: 13-1879954




University of Massachusetts at Amherst 374 Whitmore Building

181 Presidents Drive


To support development of software and

techniques for scholars in the humanities to

use in processing large corpora of digitized

books

PC 205,000

University of Miami PO Box 248006

Coral Gables, FL 33146-4600

To support the experimental development of

methods and software that would improve the

accuracy of optical character recognition of

medieval Latin manuscripts

PC 49,000

University of North Carolina at Chapel Hill 103 South Building

Campus Box 9100

Chapel Hill, NC 27599-9100

To support the second phase of development of

forensic software tools for use in the

preservation and management of digital

archives

PC 456,000

University of North Carolina Press 116 South Boundary Street

Chapel Hill, NC 27514

To support the new press director's efforts to

plan for an expanded model of digital

publication

PC 100,000

University of North Texas 1155 Union Circle, #311425

Denton, TX 76203-5017

To support the planning of research and

publication alliances between scholars,

presses, libraries, and scholarly societies

PC 50,000

University of Pittsburgh 107 Cathedral of Learning


To support summer institutes designed to

increase the diversity of students in graduate

programs at information schools

PC 819,000

University of Southampton University Road

Southampton SO17 1BJ

United Kingdom

To support the development of a set of tools

for collecting and analyzing geographic

information about the classical world



ADM 110 MC 0012



platform for multimedia research and

publication in the field of visual studies and

creation of an institute for multimedia

publishing

PC 740,000


PO Box T

Austin, TX 78713-8920

To support a planning study and pilot of a

digitization initiative for archival materials in

Latin America

PC 149,000

University of Toronto 27 King’s College Circle

Simcoe Hall, Room 206

Toronto, Ontario M5S 1A1

Canada

To support the indexing and annotation of the

notes left in printed books collected by

Elizabeth I's Archbishop of Canterbury,

Matthew Parker

PC 16,000



EIN: 13-1879954





Bascom Hall 161

Madison, WI 53706

To support further development of software

and techniques for analysis of the relationship

between linguistic variation in a large corpus of

early modern English texts and the

development of genres of printed discourse

PC 925,000

Total Scholarly Communications and Information Technology $ 26,764,685

PERFORMING ARTS

American Lyric Theater Center, Inc. 410 West 42nd Street

New York, NY 10036

To support the developmental process of new

operas and organizational capacity

PC $ 150,000

American Repertory Theatre Company, Inc. 64 Brattle Street

Cambridge, MA 02138

To support increased administrative staff

capacity for the National Civil War Project

PC 74,000

American Symphony Orchestra League 33 West 60th Street, 5th Floor

New York, NY 10023

To support a revolving cash reserve fund PC 500,000

Appalshop, Inc. 91 Madison Avenue

Whitesburg, KY 41858

To support artistic initiatives at Roadside

Theater

PC 650,000

Association of Performing Arts Presenters, Inc. 1211 Connecticut Avenue NW,

Suite 200


To support the Cultural Exchange Fund and

services to the field

PC 250,000

Ballet Hispanico of New York, Inc. 167 West 89 Street

New York, NY 10024

To support subsidized rehearsal space for the

professional nonprofit dance field

PC 30,000

Baltimore Symphony Orchestra, Inc. Joseph Meyerhoff Symphony Hall

1212 Cathedral Street


To support a resident playwright and

collaborations with Parsons The New School

for Design

PC 50,000

Bard College PO Box 5000

Annandale-on-Hudson, NY 12504-

5000

To support the Bard Music Festival PC 1,000,000



5000

To support an initiative placing choreographers

in long-term residencies on college and

university campuses

PC 500,000

Baryshnikov Arts Center, Inc. 450 West 37th Street, Suite 501

New York, NY 10018



PF 30,000

Boston Modern Orchestra Project, Inc. 376 Washington Street

Malden, MA 02148

To support the Recording New Music for

Tomorrow initiative

PC 50,000

Brooklyn Academy of Music, Inc. 30 Lafayette Avenue

Brooklyn, NY 11217

To support opera programming PC 250,000



EIN: 13-1879954




Brooklyn Arts Exchange, Inc. 421 Fifth Avenue, 2nd Floor

Brooklyn, NY 11215



PC 27,000

Cabrillo Festival of Contemporary Music 147 South River Street, Suite 232

Santa Cruz, CA 95060-4556

To support the Conductors/Composers

Workshop

PC 50,000

California Shakespeare Theater 701 Heinz Avenue


To support the Triangle Lab in collaboration

with Intersection for the Arts

PC 300,000

Center for Contemporary Opera PO Box 3169

New York, NY 10163-3169

To support the development of new operas and

music-theater works

PC 100,000

Center for Performance Research, Inc 361 Manhattan Avenue, Unit 1

Brooklyn, NY 11211



PC 30,000

Center Theatre Group of Los Angeles 601 West Temple Street

Los Angeles, CA 90012

To support a commissioning and development

program for collaboratively devised work

PC 1,000,000

Chez Bushwick, Inc. 304 Boerum Street, #23

Brooklyn, NY 11206



PC 17,000

Chicago Sinfonietta, Inc 70 East Lake Street


To support the Project Inclusion diversity

initiative

PC 300,000

The Civilians, Inc 138 South Oxford Street, Suite 3C

Brooklyn, NY 11217-1695

To support a revolving risk capital fund PC 25,000

Cornerstone Theater Company, Inc. 708 Traction Avenue


To support the creation, development, and

production of community-oriented work

PC 350,000

Dance Notation Bureau, Inc. 111 John Street, Room 704

New York, NY 10038

To support the documentation of dance works

in Labanotation and digitization of selected

hand written scores

PC 206,000

Dance Service New York City, Inc. 218 East 18th Street, 4th Floor

New York, NY 10003

To support services to the dance field in New

York City

PC 200,000

Dance Theatre of Harlem, Inc. 466 West 152nd Street

New York, NY 10031

To support artistic initiatives and capacity

building

PC 100,000

Dance/USA 1111 16th Street NW, Suite 300


To support services to the dance field

nationally

PC 250,000

Dancewave, Inc. 45 Fourth Avenue

Brooklyn, NY 11217



PC 15,000

Discalced, Inc. 3 Lafayette Avenue


To support dance archive assessment and

future preservation planning

PC 45,000

Discalced, Inc. 3 Lafayette Avenue




PC 30,000

English Stage Company, Ltd. Sloane Square

London SW1 8AS

United Kingdom

To support the development and production of

new plays by American writers




EIN: 13-1879954




Festival of North American Orchestras, Inc. 470 Park Avenue South

9th Floor

New York, NY 10016

To support the Spring for Music festival PC 330,000

Florida State University Foundation, Inc. 2010 Levy Avenue

Building B, Suite 300

Tallahassee, FL 32306-2739

To support developmental and production

residences for choreographers at the Maggie

Allesee National Center for Choreography

PC 150,000

Fort Worth Opera Association, Inc. 1300 Gendy Street

Fort Worth, TX 76107-4036


new American operas

PC 490,000

Foundation for Contemporary Arts, Inc. 820 Greenwich Street

New York, NY 10014-5134

To support the Grants to Organizations

program

PC 75,000

The Foundry Theatre, Inc. 140-142 2nd Avenue

Suite 405

New York, NY 10003

To support the development of a new

leadership model

PC 200,000

Gina Gibney Dance, Inc. 890 Broadway, 5th Floor

New York, NY 10003

To support a revolving cash reserve fund and a

financial assessment by the Nonprofit Finance

Fund

PC 110,000


New York, NY 10003

To support planning for the signing of a long-

term lease on a dance rehearsal and

performance venue, and subsequent

assimilation of the space into the

organization's operations

PC 32,325


New York, NY 10003



PC 30,000

Glimmerglass Opera Theatre, Inc. PO Box 191

Cooperstown, NY 13326-0191

To support the production of new and rarely

produced operas

PC 500,000

The Gotham Chamber Opera, Inc. 410 West 42nd Street

New York, NY 10036-6809

To support the development of a new opera,

Charlie Parker, and a producing associate

position

PC 400,000

Home for Contemporary Theatre and Art, Ltd. 145 Sixth Avenue

New York, NY 10013-1548

To support Prototype, an annual contemporary

opera music-theater festival

PC 230,625

Home for Contemporary Theatre and Art, Ltd. 145 Sixth Avenue

New York, NY 10013-1548

To support the Prototype: Opera/Theatre/Now

Festival

PC 75,000

The House Foundation for the Arts, Inc. 260 West Broadway, Suite #2

New York, NY 10013

To support the pre-assessment phase of legacy

planning for Meredith Monk and The House

Foundation for the Arts, Inc.

PC 42,500

International Contemporary Ensemble Foundation, Inc. 4306 Third Ave, 4th Floor


To support the ICECore Capacity Expansion

project

PC 27,000

Jazz at Lincoln Center, Inc. 3 Columbus Circle, 12th Floor

New York, NY 10019

To support artistic initiatives and an operating

reserve fund

PC 750,000

Joyce Theater Foundation, Inc. 175 Eighth Avenue

New York, NY 10011



PC 22,500



EIN: 13-1879954




L.A. Theatre Works 681 Venice Boulevard

Venice, CA 90291

To support the subsidized distribution of the

Audio Drama: The L.A. Theatre Works

Collection database to 49 Historically Black

Colleges and Universities

PC 46,550

Lafayette College 316 Markle Hall

730 High Street

Easton, PA 18042-1768



university campuses

PC 450,000

Lark Theatre Company, Inc. 311 West 43rd Street, Suite 406

New York, NY 10036

To support capacity building and a revolving

cash reserve fund

PC 350,000

Long Beach Opera 507 Pacific Avenue

Long Beach, CA 90802-2302

To support artistic initiatives and

organizational capacity

PC 100,000

Los Angeles Opera Company Dorothy Chandler Pavilion

135 North Grand Avenue


To support productions of contemporary

American operas

PC 600,000

Lyric Opera of Chicago 20 North Wacker

Chicago, IL 60606

To support artistic initiatives and community

engagement

PC 500,000

Mabou Mines Development Foundation, Inc. 153 East 18th Street

New York, NY 10003

To support rehearsal studio and performance

space rental for Mabou Mines/Suite Resident

Artist Program

PC 36,000

Magic Theatre, Inc. Fort Mason, Building D


To support collaborative performances and

activities in honor of the 70th birthday of

playwright Sam Shepard

PC 50,000

Margaret Jenkins Dance Studio, Inc. 507 Polk Street, Suite 320


To support the Choreographers in Mentorship

Exchange program

PC 15,000

Martha Graham Center of Contemporary Dance, Inc. 55 Bethune Street

New York, NY 10014

To support Martha Graham's dance archives PC 1,000,000

Middlebury College Old Chapel

9 Old Chapel Road

Middlebury, VT 05753



university campuses

PC 310,000

Montclair State University 1 Normal Avenue

Montclair, NJ 07043-9987



university campuses

PC 450,000

Music and Dance Theater Chicago, Inc. 205 East Randolph Drive

Chicago, IL 60601

To support artistic collaborations, audience

development, and capacity-building projects

PC 500,000

National Arts Strategies, Inc. 2000 Duke Street, Suite 115

Alexandria, VA 22314

To support planning for the CultureLab

Community Library

PC 49,500

National New Play Network, Ltd. 641 D Street, NW


To support services to the theater field and the

development of the New Play Exchange

PC 600,000

Network of Ensemble Theaters, Inc. 1709 N Avenue 56


To support the Touring and Exchange Network PC 250,000



EIN: 13-1879954




New Dramatists, Inc. 424 West 44th Street

New York, NY 10036

To support the Full Stage USA program and the

Creativity Fund

PC 50,000

New England Foundation for the Arts, Inc. 145 Tremont Street, 7th Floor

Boston, MA 02111

To support the National Dance Project PC 2,200,000

New World Symphony, Inc. 500 17th Street

Miami Beach, FL 33139

To support artistic and audience development

initiatives

PC 525,000

New World Symphony, Inc. 500 17th Street


To support editing of video documentation

from the John Cage Centennial Celebration

PC 40,000

New York City Center, Inc. 130 West 56th Street

New York, NY 10019-3818



PC 30,000

New York City Opera, Inc. 75 Broad Street, Suite 1010

New York, NY 10004

To support artistic initiatives PC 500,000

New York Community Trust 909 Third Avenue, 22nd Floor

New York, NY 10022

To support the Arts and Culture Research Fund PC 25,000

New York Foundation for the Arts, Inc. 20 Jay Street, Suite 740

Brooklyn, NY 11201

To support the New York Theater Program PC 3,750,000

New York Live Arts, Inc. 219 West 19th Street

New York, NY 10011

To support dance archive assessment and

future preservation planning

PC 34,450

New York Live Arts, Inc. 219 West 19th Street

New York, NY 10011



PC 30,500

New York Shakespeare Festival 425 Lafayette Street

New York, NY 10003

To support the 2012-13 season of the Public

Lab and a subsequent pilot program

PC 400,000

Opera America, Inc. 330 Seventh Avenue, 8th Floor

New York, NY 10001

To support the New Works Forum PC 850,000


New York, NY 10001

To support the Opera Center PC 250,000


New York, NY 10001

To support the Opera Center PC 250,000

Opera Philadelphia 1420 Locust Street, Suite 210


To support the Composer in Residence

program

PC 330,000

Opera Theatre of Saint Louis 210 Hazel Avenue

St. Louis, MO 63119

To support three American operas PC 364,664

Perseverance Theatre Incorporated 914 Third Street

Douglas, AK 99824-5414


organizational development

PC 350,000

Philadelphia Orchestra Association One South Broad Street, 14th

Floor

Philadelphia, PA 19107


Pittsburgh Symphony, Inc. Heinz Hall for the Performing Arts

600 Penn Avenue

Pittsburgh, PA 15222-3209

To support artistic endeavors PC 125,456



EIN: 13-1879954




Post-Classical Ensemble, Inc. 5104 44th Street, NW



organizational development

PC 200,000



To support orchestral and large-ensemble

presentations and related contextual programs

at Cal Performances

PC 600,000

Rod Rodgers Dance Company, Inc. 62 East 4th Street

New York, NY 10003-8994



PC 15,000

Seattle Symphony Orchestra, Inc. Benaroya Hall

200 University Street

PO Box 21906

Seattle, WA 98101-3669

To support a revolving cash reserve fund PC 600,000

Seventh Regiment Armory Conservancy, Inc. 643 Park Avenue

New York, NY 10065

To support co-commissioning partnerships

with international institutions

PC 250,000

Sojourn Theatre P.O. Box 5348

Evanston, IL 60204

To support The Catalyst Initiative PC 65,000

South Dakota Symphony Orchestra 301 S Main Ave

Sioux Falls, SD 57104-6311

To support the Lakota Music Project PC 50,000

Spanish-English Ensemble Theatre, Inc. PO Box 1200 Cooper Station

New York, NY 10276



PC 10,000


2550

Detroit, MI 48243

To support a national touring program and a

commissioning program for musicians from

underrepresented communities

PC 250,000


2550

Detroit, MI 48243


commissioning program

PC 25,000

St. Luke's Chamber Ensemble, Inc. 450 West 37th Street, Suite 502

New York, NY 10018


theater et al, Inc. 5-49 49th Avenue

Long Island City, NY 11101

To support developmental and production

residences for choreographers

PC 225,000

Theatre Communications Group, Inc. 520 Eighth Avenue, 24th Floor

New York, NY 10018

To support a professional development

regranting program

PC 1,000,000

Theatre Communications Group, Inc. 520 Eighth Avenue, 24th Floor

New York, NY 10018

To support services to the field PC 250,000

Theatre for a New Audience, Inc. 154 Christopher Street, Suite 3D

New York, NY 10014-2839

To support the Studio initiative PC 250,000

TOPAZ ARTS, Inc. 55-03 39th Avenue

Woodside, NY 11377



PC 30,000

Triskelion Arts-Kick-StanDance, Inc. 118 North 11th Street, 3rd Floor

Brooklyn, NY 11211



PC 19,500

University Musical Society 881 North University Avenue


To support orchestral and large-ensemble

presentations and related contextual programs

PC 600,000



EIN: 13-1879954





Murphy Hall 2147


To support two project coordinators for the

Center for the Art of Performance at UCLA

PC 40,000



Champaign, IL 61820

To support the presentation of leading

American orchestras and related student

engagement activities at the Krannert Center

for the Performing Arts

PC 600,000



Champaign, IL 61820

To support the Chicago Symphony Orchestra's

residency at the Krannert Center and related

student engagement activities

PC 50,000


Campus Box 9100


To support the presentation of leading

symphony orchestras and related contextual

programs at Carolina Performing Arts

PC 600,000


Campus Box 9100


To support activities associated with 'The Rite

of Spring' at 100 initiative at Carolina

Performing Arts

PC 300,000


Campus Box 9100


To support residencies for ensemble theater

companies at the PlayMakers Repertory

Company

PC 250,000


PO Box T

Austin, TX 78713-8920

To support classical music presenting activities

at Texas Performing Arts

PC 75,000

The Vivian Beaumont Theater, Inc. 150 West 65th Street

New York, NY 10023-6975


new work at LCT3

PC 750,000

Washington National Opera 2700 F Street, NW


To support the American Opera Initiative PC 350,000


229 High Street


To support artistic initiatives at the Center for

the Arts, curricular initiatives, and the Institute

for Curatorial Practice in Performance

PC 250,000





university campuses

PC 300,000

Total Performing Arts $ 34,910,570

ART HISTORY, CONSERVATION, AND MUSEUMS



EIN: 13-1879954




AAMC Foundation 174 East 80th Street

New York, NY 10075-0439

To support a pilot curatorial training institute

for PhD Students at the Center for Curatorial

Leadership

PC $ 300,000

American Associates of the Royal Academy Trust 555 Madison Avenue, Suite 1300

New York, NY 10022

To support a research initiative at the Royal

Academy of Arts

PC 185,000

Amherst College 103 Converse Hall

PO Box 5000


To strengthen student and faculty engagement

with the collections at the Mead Art Museum

PC 300,000

Armand Hammer Museum of Art and Cultural Center, Inc. 10899 Wilshire Blvd


To support a new digital content development

model for public access to and scholarly use of

the museum's collections and programs

SO I 500,000

Asian Art Museum Foundation of San Francisco 200 Larkin Street

San Francisco, CA 94102-4734

To support planning for the reinstallation and

reinterpretation of the museum's permanent

collection

PC 500,000

Birmingham Museum of Art Endowment Trust 1400 Park Place Tower 2001 Park

Place

Birmingham, AL 35203

To support a new curatorship of African

American art and the postdoctoral fellowship

program

PC 700,000

Colby College 4600 Mayflower Hill

Waterville, ME 04901-8846

To support strengthening of student and

faculty engagement with the collections at the

Colby College Museum of Art

PC 600,000


Ithaca, NY 14853-2801

To support strengthening of student and

faculty engagement with the collections at the

Herbert F. Johnson Museum of Art

PC 250,000

Dartmouth College 207 Parkhurst Hall

Hanover, NH 03755

To establish an endowment to strengthen the

curricular role of the museum's collections and

programs

PC 448,446

The Denver Art Museum 100 West 14th Avenue Parkway

Denver, CO 80204-2788

To endow the position of textile art

conservator and to support a fellowship

program in textile art conservation

PC 250,000

Emory University 408 Administration Building

201 Dowman Drive

Atlanta, GA 30322

To support new modalities of online

publication in art history and aesthetics for use

by nonsite.org

PC 92,000

Foundation of the American Institute for Conservation of Historic and Artistic

Works, Inc.

1156 15th Street NW, Suite 320


To establish a photograph conservation

department at the State Hermitage Museum in

Saint Petersburg, Russia

PC 1,846,000


Works, Inc.



To support a colloquy on a rare Daguerre

triptych in collaboration with the State

Hermitage Museum and the Academy of Fine

Arts in Saint Petersburg, Russia

PC 73,000



EIN: 13-1879954





Works, Inc.



To support a study on the digital needs of the

conservation profession

PC 50,000

Frick Collection 1 East 70th Street

New York, NY 10021

To establish an endowment for the position of

chief conservator

PC 334,862

Fundacion General de la Universidad Complutense de Madrid C/ Donoso Madrid Cortés 65

Madrid 28015

Spain

To support research related to the

conservation of the Pórtico de la Gloria at the

Cathedral of Santiago de Compostela in Galicia,

Spain





with the collections at the Indiana University

Art Museum

PC 500,000

International Network for the Conservation of Contemporary Art - North America Bobst Library at New York

University

70 Washington Square South,

Suite 8SW

New York, NY 10012

To support the Artist Interview Methodology

Project

PC 90,000

Isabella Stewart Gardner Museum, Inc. 2 Palace Road

Boston, MA 02115

To endow the position of chief conservator PC 502,622

J. Paul Getty Trust 1200 Getty Center Drive


To support a series of scholarly meetings on

the study and conservation of Jackson Pollock's

Mural owned by the University of Iowa Art

Museum

POF 98,130




To support the Museums and Society program PC 500,000

Metropolitan Museum of Art 1000 Fifth Avenue

New York, NY 10028

To support a pilot fellowship program for

conservators from India, in collaboration with

the Stichting Restauratie Atelier Limburg

PC 474,456

Mount Holyoke College 50 College Street

South Hadley, MA 01075-1485


with the collections at the Mount Holyoke

College Art Museum

PC 119,000

Museum Associates 5905 Wilshire Boulevard


To support a pilot program of undergraduate

curatorial fellowships aimed at diversifying

curatorial cohorts in American art museums,

for use by the Los Angeles County Museum of

Art in partnership with the Art Institute of

Chicago, the High Museum of Art, The Museum

of Fine Arts, Houston, and the Nelson-Atkins

Museum of Art

PC 2,073,000



EIN: 13-1879954




Museum Associates 5905 Wilshire Boulevard


To support collaboration between the Los

Angeles County Museum of Art and the

University of California at Los Angeles to

strengthen object-centered training of doctoral

students in the art history department

PC 225,000

Museum of Fine Arts, Boston 465 Huntington Avenue

Boston, MA 02115

To endow the position of senior conservator of

Asian art and support an associate conservator

of Chinese paintings

PC 500,000

The Museum of Fine Arts, Houston PO Box 6826

Houston, TX 77265-6826

To support scientific collaboration with the

conservation department at the Menil

Collection and the chemistry department at

Rice University

PC 500,000


New York, NY 10012-1091

To support the Summer Institute in Technical

Art History at the Institute for the Fine Arts

PC 400,000

The Phillips Collection 1600 21st Street, NW


To continue support for the joint position of

director of The Phillips Collection Center for

the Study of Modern Art and Curator at Large

PC 1,000,000

The Pierpont Morgan Library 225 Madison Avenue

New York, NY 10016-3405

To support an endowment for curatorial

research and activities related to exhibitions

PC 500,000

The Pierpont Morgan Library 225 Madison Avenue

New York, NY 10016-3405

To endow the position of curator of modern

and contemporary drawings

PC 314,062

Portland Art Museum 1219 SW Park Avenue


To support a program to strengthen research

and display practices in Native American art

PC 500,000

San Antonio Museum of Art 200 W Jones Ave

San Antonio, TX 78215-1402

To support the new position of chief curator PC 500,000

San Francisco Museum of Modern Art 151 Third Street


To support an initiative aimed at engaging

artists in the documentation, conservation, and

installation of their works in the museum's

collection

PC 1,750,000

Solomon R. Guggenheim Foundation 1071 Fifth Avenue

New York, NY 10128

To support the second phase of the Panza

Collection Initiative

PC 1,250,000

Southern Methodist University PO Box 750281

Dallas, TX 75275-0100

To support postdoctoral curatorial fellowships

in Spanish art at the Meadows Museum

PC 329,000



EIN: 13-1879954




Stichting het Rijksmuseum Hobbemastraat 20

PO Box 74888

Amsterdam 1070 DN

The Netherlands

To support a predoctoral curatorial fellowship

program


Stichting Restauratie Atelier Limburg Avenue Céramique 224

6221 KX Maastricht

Limburg

The Netherlands

To support a pilot fellowship program for

conservators from India, in collaboration with

the Metropolitan Museum of Art



Murphy Hall 2147


To support collaboration with the Los Angeles

County Museum of Art to provide object-

centered training of doctoral students in the

art history department

PC 375,000




with the collections at the University of

Pennsylvania Museum of Archaeology and

Anthropology

PC 496,000


PO Box T

Austin, TX 78713-8920

To support predoctoral curatorial fellowships

at the Blanton Museum of Art

PC 504,000

Walters Art Gallery Endowment Foundation, Inc. 600 North Charles Street

Baltimore, MD 21201

To establish a permanent endowment for the

position of senior scientist

SO I 102,581

Walters Art Museum Foundation, Inc. 600 North Charles Street


To establish an endowment in support of

scholarly research and publications related to

exhibitions

SO I 788,689


PO Box 208229


To endow the position of director of scientific

research at the proposed Center for

Conservation and Preservation

PC 1,500,000

Total Art History, Conservation, and Museums $ 23,692,391

CONSERVATION AND THE ENVIRONMENT

Arizona State University Fulton Center 410

300 East University Drive

PO Box 877705

Tempe, AZ 85287-7705

To continue support for the development of a

coordinated digital database of images and

information on plants of the world

PC $ 29,000

Association Tela Botanica Institut de Botanique

163 rue Auguste Broussonet

Montpellier 34090

France







EIN: 13-1879954




Botanische Staatssammlung Munchen Herbarium M

Menzinger Strasse 67

Munich D-80638

Germany







Munich D-80638

Germany







Munich D-80638

Germany





Carnegie Institution of Washington 1530 P Street, NW


To support a program of ecological research

and training in South Africa

PC 497,000

Carnegie Museum of Natural History 4400 Forbes Avenue

Pittsburgh, PA 15213-4080

To support the development of a coordinated

digital database of images and information on

plants of the world

PC 39,000

Charles University in Prague Albertov 6

Prague 1280 1

Czech Republic



plants of the world


Conservatoire et Jardin Botaniques Chemin de l’Impératrice 1

Case Postale 60, Chambésy

Geneva CH-1292

Switzerland





Council of Heads of Australasian Herbaria c/o Australian National Herbarium

CSIRO

GPO Box 1600

Canberra, ACT 2601

Australia





Field Museum of Natural History 1400 South Lake Shore Drive


To support digital reference materials and

conservation tools programs

PC 200,000

Field Museum of Natural History 1400 South Lake Shore Drive





PC 38,000

Free University of Berlin Kaiserwerther Strasse 16-18

Berlin D-14195

Germany





Friedrich-Schiller-Universitat Jena Office of the Rector

Jena D-07743

Germany







EIN: 13-1879954




Georg-August-Universitat Gottingen Wilhelmsplatz 1

Göttingen D-37073

Germany






Cambridge, MA 02138




PC 75,000


Cambridge, MA 02138




PC 21,000

Ilia State University Kakutsa Cholokashvili Ave 3/5

Tbilisi 0162

Georgia



plants of the world


Instituto de Ecologia A.C. Km 2.5 Carretera Antigua a

Coatepec No. 351

Congregación El Haya

Xalapa, Veracruz CP 91070

Mexico



plants of the world


Instituto Politecnico Nacional, Centro Interdisciplinario de Investigación 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



plants of the world



New York, NY 10065




PC 200,000

Komarov Botanical Institute of the Russian Academy of Sciences Professor Popov Street, 2

St. Petersburg 197376

Russia





Legal Personality of the National Botanic Garden of Belgium Domein van Bouchout

Meise 1860

Belgium





The Linnean Society of London Burlington House

Piccadilly

London W1J OBF

United Kingdom





Louisiana State University and Agricultural and Mechanical College 156 Thomas Boyd Hall

Baton Rouge, LA 70803



plants of the world

PC 5,000



EIN: 13-1879954




Lunds Universitet Universitetshuset, Paradisgatan 2

Lund S-221 00

Sweden





Martin Luther University Halle-Wittenberg Halle 06099

Germany





Missouri Botanical Garden PO Box 299

2345 Tower Grove Avenue

St. Louis, MO 63166-0299




PC 285,000

Museo di Storia Naturale Via La Pira, 4

Florence I-50121

Italy





Museo Ecuatoriano de Ciencias Naturales Rumipamba #341 y. Av de Los

Shyris

Casilla 8976, Suc 7

Quito 8976

Ecuador





Museum national d'Histoire naturelle 57 rue Cuvier

Paris 75005

France





National Academy of Sciences of the Republic of Armenia, Institute of Botany Acharian Street 1

Yerevan 0063

Republic of Armenia



plants of the world


The Natural History Museum Cromwell Road

London SW7 5BD

United Kingdom





The Natural History Museum Cromwell Road

London SW7 5BD

United Kingdom





Natural History Museum of Denmark Øster Voldgade 5-7

Copenhagen 1350

Denmark






Bronx, NY 10458-5126

To support the core activities of the garden’s

library in conservation, collections

management, and exhibitions

PC 1,000,000


Bronx, NY 10458-5126




PC 320,000

Northern Arizona University Building 051

Box 4092

Flagstaff, AZ 86011-4092



plants of the world

PC 3,310



EIN: 13-1879954




Oklahoma State University Stillwater, OK 74078-0135 To support development of a coordinated


plants of the world

PC 7,000

Purdue University Hovde Hall, Room 200

610 Purdue Mall

West Lafayette, IN 47907-2040



plants of the world

PC 59,000

Rancho Santa Ana Botanic Garden 1500 North College Avenue





PC 4,700

Real Jardin Botanico de Madrid Plaza de Murillo, 2

Madrid 28014

Spain





The Royal Botanic Garden Edinburgh 20A Inverleith Row

Edinburgh EH3 5LR

United Kingdom





The Royal Botanic Garden Edinburgh 20A Inverleith Row

Edinburgh EH3 5LR

United Kingdom





Royal Botanic Gardens, Kew Richmond Surrey TW9 3AB

United Kingdom






United Kingdom






United Kingdom

To support the continued digitization of

historical holdings



MRC 016




information on plants of the world, including

the 2014 meeting of the Plants Initiative

partners

PC 332,000


MRC 016


To support a visiting research fellows program

at the Smithsonian Tropical Research Institute

in Panama

PC 200,000


MRC 016





PC 44,000

South African National Parks 643 Leyds Street

Muckleneuk

Pretoria 0002

South Africa

To support a South African National Parks

Research Fund




EIN: 13-1879954





Muckleneuk

Pretoria 0002

South Africa


and training


Swedish Museum of Natural History Svante Arrhenius väg 7

Stockholm SE-104 05

Sweden






Stockholm SE-104 05

Sweden






Stockholm SE-104 05

Sweden





Universidad de Antioquia Cuidad Universitaria

Calle 67 Norte, Numero 53-108

Medellín

Colombia



plants of the world


Universidad de Buenos Aires Calle Viamonte, no. 430

Buenos Aires

Argentina





Universidad Nacional de Colombia Edificio Uriel Gutierrez, Piso 5

Transversal 38A N° 40-04

Bogotá

Colombia



plants of the world


University of British Columbia 6328 Memorial Road

Vancouver, British Columbia V6T

1Z2

Canada




PC 2,900





plants of the world

PC 150,000


Rondebosch

Cape Town 7701

South Africa


and training


University of Florida at Gainesville 226 Tigert Hall

PO Box 113150

Gainesville, FL 32611


and training

PC 115,000

University of Hamburg Edmund-Siemers-Allee 1

Hamburg D-20146

Germany







EIN: 13-1879954




University of Hamburg Edmund-Siemers-Allee 1

Hamburg D-20146

Germany





University of Helsinki PO Box 3 (Yliopistonkatu 2)

Helsinki FI-00014

Finland





University of Helsinki PO Box 3 (Yliopistonkatu 2)

Helsinki FI-00014

Finland





University of Turku Main Building

First Floor

Turku FI-20014

Finland






PO Box 208229





PC 15,000

Total Conservation and the Environment $ 12,019,361

PUBLIC AFFAIRS

Independent Sector 1602 L Street, NW, Suite 900


To support the 2013 national conference PC $ 50,000

Total Public Affairs $ 50,000

OTHER

Eyebeam Atelier 540 W 21st Street

New York, NY 10011-2812

To support immediate relief efforts in the

aftermath of Hurricane Sandy

PC $ 50,000


Works, Inc.



To support immediate relief efforts in the

aftermath of Hurricane Sandy

PC 45,000

Thin Man Dance, Inc. 140 Second Avenue, Suite 501

New York, NY 10003

To support the repair and replacement of props

and materials used in dance productions

PC 9,000

Total Other $ 104,000



EIN: 13-1879954




PROGRAM-RELATED INVESTMENTS

Nonprofit Finance Fund 70 West 36th Street, 11th Floor

New York, NY 10018

To support an increase in the program-related

investment funding a zero-interest loan pool

for the Foundation's performing arts grantees

PC $ 100,000

Total Program-Related Investments $ 100,000

CONTRIBUTIONS


New York, NY 10017-6795

To support further development of a

multilanguage interactive periodical

PC $ 50,000

Doe Fund, Inc. 232 East 84th Street

New York, NY 10028

To provide general support PC 100,000

Foundation Center 79 Fifth Avenue

New York, NY 10003


GrowNYC 51 Chambers Street, Room 228

New York, NY 10007

To provide general support for conservation

and preservation of the environment in New

York City

PC 30,000

GuideStar USA, Inc. 4801 Courthouse Street, Suite 220

Williamsburg, VA 23188

To support GuideStar's membership program PC 25,000

Nonprofit Coordinating Committee of New York, Inc. 1350 Broadway, Suite 1801

New York, NY 10018


Rockefeller Philanthropy Advisors, Inc. 6 West 48th Street, 10th Floor

New York, NY 10036-1802

To support planning for the National Purpose

Initiative

PC 50,000

Total Contributions $ 405,000

MATCHING GIFTS

American Academy in Rome 7 East 60th Street, New York, NY

10022-1001

Matching Gift PC $ 5,520

Americans for Oxford 500 Fifth Avenue, New York, NY

10110

Matching Gift PC 7,500

Bryn Mawr College 101 North Merion Avenue, Bryn

Mawr, PA 19010




EIN: 13-1879954




Classroom Inc 245 Fifth Avenue, 20th Floor, New

York, NY 10016


Columbia University 622 West 113th Street, New York,

NY 10025


Concordia College 901 8th Street S., Moorhead, MN

56562


Duke University Campus Box 104352, Durham, NC

27708


Fidelity Charitable P.O. Box 77001, Cincinnati, OH

45277-0053

Matching Gifts PC 446,901

Groton School P. O. Box 991, Groton, MA 01450 Matching Gift PC 15,000

Holy Cross High School 26-20 Francis Lewis Blvd.,

Flushing, NY 11358


Jewish Communal Fund 575 Madison Avenue, Suite 703,

New York, NY 10022


Job Path 22 West 38th Street, 11th Floor,

New York, NY 10018


Johns Hopkins University One Charles Center, 100 N.

Charles St. Suite 400, Baltimore,

MD 21201


Juvenille Diabetes Foundation 26 Broadway 14th Floor, New

York, NY 10004


Kingdom Life Ministries 770 Park Place, Brooklyn, NY

11216


Lower Cape Fear Hospice 1414 Physicians Drive,

Wilmington, NC 28401


Morgan Library and Museum 225 Madison Avenue, New York,

NY 10016-3405


Multiple Sclerosis Society 733 Third Avenue, 3rd Floor, New

York, NY 10017


NY Public Library Fifth Avenue and 42nd Street, New

York, NY 10018


Princeton University 330 Alexander Street, Princeton,

NJ 08530


Re-evaluation Foundation Post Office Box 9292, Queen Anne

Station, Seattle, WA 98109


Resurrection Episcopal School 119 East 74th Street, New York, NY

10021


Sanctuary for Families P. O. Box 1406, Wall Street

Stations, New York, NY 10268




EIN: 13-1879954




St. Bonaventure University University Advancement, St.

Bonaventure, NY 14778


St. Thomas Espiscopal Church P. O. Box 107, Brooktondale, NY

14817


Sweet Briar College 134 Chapel RD, Sweet Briar, VA

24595


The Taft School 110 Woodbury Road, Watertown,

CT 06795


Trinity School 139 West 91st Street, New York,

NY 10024


University of Michigan 3003 South State Street, Suite

9000, Ann Arbor, MI 48109-1288


Vivian Beaumont Theater 150 West 65th Street, New York,

NY 10023


Wildwood Foundation 2995 C Curry Road Extension,

Schenectady, NY 12303


All other matching gifts below $5,000 72,926

Total Matching Gifts $ 1,036,056

TOTAL GRANTS PAID IN 2013 $ 234,472,144



EIN: 13-1879954


Form 990PF Part XV Line 3b - Grants and Contributions Approved for Future Payment


HIGHER EDUCATION AND SCHOLARSHIP


Box 90001

Durham, NC 27708-0001

To support a PhD program in visual and media

studies

PC $ 600,000

Massachusetts Institute of Technology 77 Massachusetts Avenue, Room 3-

208





PC 1,000,000

Rutgers, The State University of New Jersey Old Queen’s Building

83 Somerset Street

New Brunswick, NJ 08901-1281

To endow a chaired professorship of

philosophy

PC 1,500,000



Building


To support development of a collaborative

program of instruction in Global Islamic Studies

with partner universities in the Committee on

Institutional Cooperation

PC 3,000,000

Total Higher Education and Scholarship $ 6,100,000

SCHOLARLY COMMUNICATIONS AND INFORMATION TECHNOLOGY


Ithaca, NY 14853-2801

To support software development that would

allow libraries to create and share linked data

PC $ 999,000




source integrated library system

PC 882,000

LYRASIS 1438 West Peachtree Street NW,

Suite 200


To support the further development of and

business planning for an open source

collections management system for museums

PC 1,500,000


Murphy Hall 2147


To support the planning of an initiative for the

textual analysis of East Asian literature

PC 55,500

Total Scholarly Communications and Information Technology $ 3,436,500

PERFORMING ARTS



5000

To support the Bard Music Festival PC $ 1,000,000



EIN: 13-1879954




The Civilians, Inc. 138 South Oxford Street, Suite 3C


To support a revolving risk capital fund PC 25,000

Gina Gibney Dance, Inc 890 Broadway, 5th Floor

New York, NY 10003

To support planning for the signing of a long-

term lease on a dance rehearsal and

performance venue, and subsequent

assimilation of the space into the

organization's operations

PC 67,675

Jacob's Pillow Dance Festival, Inc. 358 George Carter Road

Becket, MA 01223

To support the festival's dance archives PC 229,000

Lark Theatre Company, Inc. 311 West 43rd Street, Suite 406

New York, NY 10036

To support capacity building and a revolving

cash reserve fund

PC 150,000

Long Beach Opera 507 Pacific Avenue

Long Beach, CA 90802-2302

To support a production of John Adams's

opera The Death of Klinghoffer

PC 50,000

Network of Ensemble Theaters, Inc. 1709 N Avenue 56


To support the Touring and Exchange Network PC 400,000

Pick Up Performance Company, Inc. 440 West 34th Street, Suite 5B

New York, NY 10001

To support David Gordon's dance archives PC 200,000


2550

Detroit, MI 48243


commissioning program for musicians from

underrepresented communities

PC 250,000

Theatre for a New Audience, Inc. 154 Christopher Street, Suite 3D

New York, NY 10014-2839

To support the Studio initiative PC 250,000


229 High Street


To support artistic initiatives at the Center for

the Arts, curricular initiatives, and the Institute

for Curatorial Practice in Performance

PC 500,000

Total Performing Arts $ 3,121,675

ART HISTORY, CONSERVATION, AND MUSEUMS

Association of Research Institutes in Art History The Wolfsonian - FIU

1001 Washington Ave


To support a pilot series of fellowships for art

historians from East Asia

PC $ 147,000

Carnegie Institute 4400 Forbes Avenue


To continue support for the time-based media

initiative at the Carnegie Museum of Art

PC 500,000

Creative Time, Inc. 59 East 4th Street, Suite 6E

New York, NY 10003

To support fellowships in the practice and

scholarship of community-based art

PC 270,000



EIN: 13-1879954




The Denver Art Museum 100 West 14th Avenue Parkway

Denver, CO 80204-2788

To endow the position of textile art

conservator and to support a fellowship

program in textile art conservation

PC 1,500,000

Iziko Museums of South Africa South African Museum

PO Box 61

Cape Town 8000

South Africa

To strengthen conservation capacity PC - Public Charity Eqiuvalent 182,400

Menil Foundation, Inc. 1511 Branard Street

Houston, TX 77006

To endow the chief curator of the Menil

Drawing Institute

PC 1,500,000

Metropolitan Museum of Art 1000 Fifth Avenue

New York, NY 10028

To support an initiative to engage postdoctoral

fellows in collection-based research and to

advance online publication of the museum's

catalog information

PC 1,800,000

Museum of Fine Arts, Boston 465 Huntington Avenue

Boston, MA 02115

To endow the position of senior conservator of

Asian art and support an associate conservator

of Chinese paintings

PC 1,250,000


MRC 016


To endow the position of an assistant

conservator of Chinese painting at the Freer

and Sackler Galleries

PC 1,000,000

Sterling and Francine Clark Art Institute, Inc. 225 South Street


To endow a fellowship in the Research and

Academic Program

SO I 250,000

Walters Art Museum Foundation, Inc. 600 North Charles Street


To establish an endowment in support of

scholarly research and publications related to

exhibitions

SO I 711,311

Total Art History, Conservation, and Museums $ 9,110,711

CONSERVATION AND THE ENVIRONMENT

Azerbaijan National Academy of Sciences Institute of Botany

Badamdar Highway 40

Baku AZ1073

Azerbaijan



plants of the world

NC - Foreign Org $ 10,000


Box 90001

Durham, NC 27708-0001




PC 5,000

Geliantus LLC Institutsky per., 5

Saint Petersburg RU-194021

Russia




NC - Foreign Org 22,500



EIN: 13-1879954




Museu Nacional-Universidade Federal do Rio de Janeiro Quinta da Boa Vista s. no. Sao

Cristovao

Rio de Janeiro RJ 20940-040

Brazil




PC - Public Charity Eqiuvalent 5,500

Naturhistorisches Museum Wien Burgring 7

Vienna A-1010

Austria





Siberian Branch of the Russian Academy of Sciences Central Siberian Botanical Garden

SB RAS

Zolotodolinskaya str., home 101

Novosibirsk 630090

Russia



plants of the world



MRC 016


To support a visiting research fellows program

at the Smithsonian Tropical Research Institute

in Panama

PC 1,000,000


Muckleneuk

Pretoria 0002

South Africa

To support a South African National Parks

Research Fund

PC - Public Charity Eqiuvalent 1,000,000

Universidad de Concepcion Casilla 2407

Apartado 10

Concepción

Chile



plants of the world


Universidade de Coimbra Faculty of Sciences and

Technology

Directive Committee

Rua Sílvio Lima - I Polo II

Coimbra 3030-790

Portugal





Universitat Bayreuth Zentrale Universitätsverwaltung

Büro 2.05

Bayreuth 95440

Germany



plants of the world


Universitat de Barcelona Gran Via de les Corts Catalanes

Barcelona 585, 08007

Spain



plants of the world


University of Dublin, Trinity College College Green

Dublin 2

Ireland







EIN: 13-1879954




Total Conservation and the Environment $ 2,974,500

TOTAL GRANTS APPROVED FOR FUTURE PAYMENT 2013 $ 24,743,386


Expenditure Responsibility Statement

For the year 2013

Pursuant to IRC Regulation § 53.4945-5(d)(2), The Andrew W. Mellon Foundation provides thefollowing information:

(i) Grantee: Association Tela Botanica

Institut de Botanique163 rue Auguste BroussonetMontpellier 34090France

(ii) Amount of Grants: October 31, 2011 — $47,000

October 31, 2011 — $355,000

October 22, 2012 — $336,000

November 18, 2013 — $350,000

(iii) Purpose of Grants: To support the development of a coordinated digital database ofimages and information on plants of the world.

(iv) & (vi) Reports Association Tela Botanica was scheduled to submit final narrative andfinancial reports of its expenditures on the October 2011 grant in theamount of $47,000 on or before March 31, 2013. The reports werereceived on March 6, 2013. This financial report shows that all of thegrant funds have been spent.

Association Tela Botanica was scheduled to submit final narrative andfinancial reports of its expenditures on the October 2011 grant in theamount of $355,000 on or before March 31, 2013. The reports werereceived on March 11, 2013. This financial report shows that all ofthe grant funds have been spent.

Association Tela Botanica was scheduled to submit interim narrativeand financial reports of its expenditures on the 2012 grant on or beforeMarch 31, 2013. The reports were received on March 11, 2013. Thisfinancial report shows that $87,278 of the grant funds has been spent.

Association Tela Botanica was not scheduled to submit interimnarrative and financial reports of its expenditures on the 2013 grantuntil on or before March 31, 2014. No report with respect to thisgrant was received in 2013.

(v) Diversions: To the knowledge of the grantor, no funds have been diverted to anyactivity other than the activity for which the grants were originallymade.

(vii) Verification The grantor has no reason to doubt the accuracy or reliability of thereports from the grantee; therefore, no independent verification of thereports was made.

The Andrew W. Mellon FoundationEIN: 13-1879954Calendar Year 2013Form 990 Part VII-B Line 5C

ATTACHMENT 21


For the year 2013


(i) Grantee: Bergius Foundation at the Royal Swedish Academy of Sciences

University of SwedenSE-106 91StockholmSweden

(ii) Amount of Grants: December 12, 2011 — $89,000

November 5, 2012 — $82,000

(iii) Purpose of Grants: To support the development of a coordinated digital database ofimages and information on plants of the world.

(iv) & (vi) Reports Bergius Foundation at the Royal Swedish Academy of Sciences wasscheduled to submit final narrative and financial reports of itsexpenditures on the 2011 grant on or before March 31, 2013. Thenarrative report was received on March 26, 2013 and the financialreport was received on March 27, 2013. Foundation staff requested arevised final financial report on April 2, 2013 and April 18, 2013 toensure compliance with reporting requirements. The revised reportwas received on May 29, 2013. This report shows that all of the grantfunds have been spent.

Bergius Foundation at the Royal Swedish Academy of Sciences wasscheduled to submit interim narrative and financial reports of itsexpenditures on the 2012 grant on or before March 31, 2013.The narrative report was received on March 26, 2013 and the financialreport was received on April 9, 2013. However, Foundation staffrequested a revised financial report on June 18, 2013 to ensurecompliance with reporting requirements. The revised report wasreceived on June 27, 2013. This report shows that none of the grantfunds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Cairo University

Giza 12613Egypt

(ii) Amount of Grant: November 19, 2012 — $28,000

(iii) Purpose of Grant: To support the development of a coordinated digital database ofimages and information on plants of the world.

(iv) & (vi) Reports Cairo University was scheduled to submit interim narrative andfinancial reports of its expenditures on this grant on or beforeSeptember 30, 2013. Foundation staff wrote to the grantee onJanuary 16, 2014 inquiring about the status of the reports.The Foundation received the reports on January 31, 2014. Thisfinancial report shows that $12,749 of the grant funds has been spent.

(v) Diversions: To the knowledge of the grantor, no funds have been diverted to anyactivity other than the activity for which the grant was originallymade.



ATTACHMENT 21


For the year 2013


(i) Grantee: Canadian Centre for Architecture, Inc.

1920 rue BaileMontreal, QuebecH3H 2S6


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 inarchitectural history and design.

The Canadian Centre for Architecture, Inc. has a 501(c)(3) ruling as aprivate foundation.

(iv) & (vi) Reports The Canadian Centre for Architecture, Inc. was scheduled to submitinterim narrative and financial reports of its expenditures on the 2009grant on or before March 31, 2013. The Foundation received thefinancial report on September 5, 2013 and the narrative report onSeptember 11, 2013. This financial report shows that approximately$176,583 of the grant funds has been spent.

The Canadian Centre for Architecture, Inc. was not scheduled tosubmit interim narrative and financial reports of its expenditures onthe 2013 grant until March 31, 2014. No report was received withrespect to this grant in 2013.

(v) Diversions: With respect to each grant, to the knowledge of the grantor, no fundshave been diverted to any activity other than the activity for which thegrant was originally made.



ATTACHMENT 21


For the year 2013


(i) Grantee: Charles University in Prague

Albertov 6Praha 1280 1Czech Republic

(ii) Amount of Grant: August 19, 2013 — $37,000


(iv) & (vi) Reports A grant to Charles University in Prague was paid by the Foundation inAugust 2013. Charles University in Prague was not scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant until on or before March 31, 2014. No report was receivedin 2013.


(vii) Verification Not applicable.


ATTACHMENT 21


For the year 2013


(i) Grantee: Corporacion para el Desarrollo de las Ciencias Vegetales en AmericaLatina

Instituto de EcologiaUniversidad Nacional Autónoma de MéxicoCiudad UniversitariaAP 70-275, CP 04510Coyoacán 780-0024Mexico

(ii) Amount of Grant: June 26, 2009 — $85,000

(iii) Purpose of Grant: To support the Latin American Plants Sciences Network (RedLatinoamericana de Botánica).

(iv) & (vi) Reports Corporacion para el Desarrollo de las Ciencias Vegetales en AmericaLatina was scheduled to submit interim narrative and financial reportsof its expenditures on this grant on or before March 31, 2013.Foundation staff wrote to the grantee on April 10th, 19th, and 22nd of2013 and May 16, 2013, inquiring about the status of the reports.The Foundation received the reports on May 21, 2013. This financialreport shows that $83,999 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Department of National Parks, Wildlife and Plant Conservation

The Forest Herbarium61 Phaholyothin RoadChatuchakBangkokThailand

(ii) Amount of Grant: December 19, 2011 — $35,000


(iv) & (vi) Reports Department of National Parks, Wildlife and Plant Conservation wasscheduled to submit final narrative and financial reports of itsexpenditures on this grant on or before December 31, 2013.The Foundation received the reports on April 30, 2013. This financialreport shows that all of the grant funds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Fundación Instituto Botanico de Venezuela

Avenida Salvador AllendeJardin Botanico de CaracasCaracasVenezuela


(iii) Purpose of Grant: To support the development of a coordinated digital database ofimages and information on plants of Africa, Latin America, and otherareas.

(iv) & (vi) Reports Fundación Instituto Botanico de Venezuela was scheduled to submitfinal narrative and financial reports of its expenditures on this grant onor before March 31, 2013. The reports were received onMarch 27, 2013. However, Foundation staff requested a revisedfinancial report to ensure compliance with reporting requirements.Foundation staff contacted the grantee on April 16, 2013 andJanuary 22, 2014 to inquire about the status of the financial report.The Foundation received the report on January 23, 2014. Thisfinancial report shows that all of the grant funds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Fundacion para el Desarrollo de la Ecologia FUND-ECO

Instituto de EcologiaUMSA, Campus Universitario Cota-CotaCalle 27La Paz 10077Bolivia



(iv) & (vi) Reports Fundacion para el Desarrollo de la Ecologia FUND-ECO wasscheduled to submit interim narrative and financial reports of itsexpenditures on this grant on or before March 31, 2013. TheFoundation received the reports on March 15, 2013. This financialreport shows that $10,379 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Geliantus LLC [formerly named: Innovation – Technical Center ofSaint Petersburg S. M. Kirov Forestry University “Geliantus”]

Institutsky per., 5Saint Petersburg RU-194021Russia

(ii) Amount of Grant: April 16, 2012 — $33,000

(iii) Purpose of Grant: To complete Foundation support for the development of a coordinateddigital database of images and information on plants of the world.

(iv) & (vi) Reports Geliantus LLC was scheduled to submit interim narrative andfinancial reports of its expenditures on the 2012 grant on or beforeMarch 31, 2013. The Foundation received the reports onFebruary 13, 2013. This financial report shows that $16,894 of thegrant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: HBCU Library Alliance, Inc.

1438 W Peachtree St. NW, Suite 200Atlanta, GA 30309-2955


November 11, 2013 — $247,000

(iii) Purpose of Grants: 2010 Grant: To support documentation and dissemination of theorganization’s history and accomplishments.

2013 Grant: To support the assessment and strengthening of libraryservices for faculty research at historically black colleges anduniversities.

(iv) & (vi) Reports HBCU Library Alliance, Inc. was scheduled to submit interimnarrative and financial reports of its expenditures on the 2010 grant onor before September 30, 2013. The Foundation received the reportson January 23, 2013. This financial report shows that $60,740 of thegrant funds has been spent.

HBCU Library Alliance, Inc. was not scheduled to submit interimnarrative and financial reports of its expenditures on the 2013 grantuntil on or before September 30, 2014. No report was received withrespect to this grant in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Her Majesty the Queen in Right of Canada as represented by theMinister of Agriculture and Agri-Food

Science Centres Directorate1341 Baseline Road, Tower 5Ottawa, Ontario K1A 0C5Canada

(ii) Amount of Grant: October 31, 2011 — $65,000


(iv) & (vi) Reports Her Majesty the Queen in Right of Canada as represented by theMinister of Agriculture and Agri-Food was scheduled to submitinterim narrative and financial reports of its expenditures on this granton or before June 30, 2013. Foundation staff contacted the grantee onJanuary 17, 2014 and January 31, 2014 to inquire about the status ofthe reports. The reports were received on February 5, 2014.However, Foundation staff requested a revised financial report toensure compliance with reporting requirements. The revised reportwas received on February 12, 2014. This financial report shows that$40,390 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Ilia State University

Kakutsa Cholokashvili Avenue 3/5Tbilisi 0162Georgia



(iv) & (vi) Reports A grant to Ilia State University was paid by the Foundation inApril 2013. Ilia State University was not scheduled to submit finalnarrative and financial reports of its expenditures on this grant until onor before March 31, 2014. No report was received in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Institute of Botany of the Slovak Academy of Sciences

Dúbravská cesta 9Bratislava SK-845 23Slovakia



(iv) & (vi) Reports Institute of Botany of the Slovak Academy of Sciences was scheduledto submit interim narrative and financial reports of its expenditures onthis grant on or before March 31, 2013. The Foundation received thereports on March 28, 2013. This financial report shows that $22,344of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Instituto de Botanica Darwinion

Labarden 200Casilla de CorreoSan Isidro RepúblicaBuenos Aires B1642HYDArgentina

(ii) Amount of Grants: April 11, 2011 — $122,000

April 9, 2012 — $36,000

(iii) Purpose of Grants: To continue support for the development of a coordinated digitaldatabase of images and information on plants of the world.

(iv) & (vi) Reports Instituto de Botanica Darwinion was scheduled to submit finalnarrative and financial reports of its expenditures on the 2011 granton or before March 31, 2013. The Foundation received the reportson April 5, 2013. This financial report shows that all of the grantfunds have been spent.

Instituto de Botanica Darwinion was scheduled to submit finalnarrative and financial reports of its expenditures on the 2012 granton or before March 31, 2013. The Foundation received the reportson April 4, 2013. This financial report shows that all of the grantfunds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Instituto de Ecología A.C.

Km 2.5 Carretera Antigua a Coatepec No. 351Congregación El HayaXalapaVeracruz CP 91070Mexico

(ii) Amount of Grant: September 16, 2013 — $54,000


(iv) & (vi) Reports A grant to Instituto de Ecología A.C. was paid by the Foundation inSeptember 2013. Instituto de Ecología A.C. was not scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant until on or before March 31, 2014. No report was receivedin 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Instituto de Pesquisas Jardim Botanico do Rio de Janeiro

Rua Jardim Botanico, N.1002Rio de Janeiro 22460-030Brazil

(ii) Amount of Grant: July 11, 2011 — $54,000


(iv) & (vi) Reports Instituto de Pesquisas Jardim Botanico do Rio de Janeiro wasscheduled to submit interim narrative and financial reports of itsexpenditures on this grant on or before March 31, 2013.The Foundation received the narrative report on December 21, 2012.Foundation staff wrote to the grantee on June 14, 2013 to inquireabout the status of the financial report. The grantee acknowledgedreceipt of this reminder on June 17, 2013. Foundation staff wrotefurther reminders on June 26, 2013 and July 30, 2013. TheFoundation received a financial report on August 1, 2013. Thisfinancial report shows that $54,000 of the grant funds had been spent.Foundation staff requested a revised financial report onAugust 8, 2013 to ensure compliance with reporting requirements byincluding an account of the interest, if any, earned on the grant funds.Foundation staff sent reminders on August 12, 2013 andJanuary 21, 2014, and additional requests for the revised financialreport on April 25, 2014 and September 5, 2014.




ATTACHMENT 21


For the year 2013


(i) Grantee: Instituto Nacional de Tecnologia Agropecuaria

Rivadavia 1439Buenos Aires 1033Argentina


(iii) Purpose of Grant: To continue support for the development of a coordinated digitaldatabase of images and information on plants of the world.

(iv) & (vi) Reports Instituto Nacional de Tecnologia Agropecuaria was scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant on or before March 31, 2013. Foundation staff notified thegrantee that the reports were past due on June 17, 2013. The granteeacknowledged receipt of this reminder on June 17, 2013. Foundationstaff sent an additional reminder and reporting instructions to thegrantee on August 30, 2013. The Foundation received the reports onSeptember 20, 2013. This financial report shows that $2,521 of thegrant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Instituto Politécnico Nacional, Centro Interdisciplinario deInvestigación para el Desarrollo Integral Regional, Unidad Durango

Instituto Politécnico NacionalEdificio de la Secretaría Académica2o. Piso Av. Luis Enrique Erro s/nUnidad Profesional “Adolfo López Mateos”Zacatenco 07738Mexico



(iv) & (vi) Reports A grant to Instituto Politécnico Nacional, Centro Interdisciplinario deInvestigación para el Desarrollo Integral Regional, Unidad Durangowas paid by the Foundation on November 18, 2013. InstitutoPolitécnico Nacional, Centro Interdisciplinario de Investigación parael Desarrollo Integral Regional, Unidad Durango was not scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant until on or before February 15, 2014. No report wasreceived in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Internet Archive

300 Funston AvenueSan Francisco, CA 94118-2116

(ii) Amount of Grant: March 26, 2012 — $50,000

(iii) Purpose of Grant: To support enhancements to software that enables the creation andonline dissemination of digital audio books.

(iv) & (vi) Reports Internet Archive was scheduled to submit interim narrative andfinancial reports of its expenditures on this grant on or beforeMarch 31, 2013 and final narrative and financial reports on or beforeJune 30, 2013. The Foundation received the interim narrative andfinancial reports on February 26, 2013. The interim financial reportshowed that $34,265 of the grant funds had been spent. TheFoundation approved an extension of the grant on March 28, 2013 andrequested that the grantee submit final narrative and financial reportsof its expenditures on the grant on or before September 30, 2013.The Foundation received the final narrative report onSeptember 30, 2013 and the final financial report on October 9, 2013.This financial report shows that all of the grant funds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Ivan Franko National University of L’viv

Universytetska Street, 1Lviv 79000Ukraine



(iv) & (vi) Reports Ivan Franko National University of L’viv was scheduled to submitinterim narrative and financial reports of its expenditures on this granton or before March 31, 2013. The Foundation received the reports onApril 3, 2013. This financial report shows that $6,707 of the grantfunds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Jardín Botanico Nacional Dr. Rafael Ma. Moscoso

Av. Republica de ColombiaLos jardines del NorteSanto Domingo 21-9Dominican Republic



(iv) & (vi) Reports Jardín Botanico Nacional Dr. Rafael Ma. Moscoso was scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant on or before March 31, 2013. The Foundation received thereports on April 22, 2013. This financial report shows that none of thegrant funds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Komarov Botanical Institute of the Russian Academy of Sciences

Professor Popov Street, 2St. Petersburg 197376Russia

(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 wasscheduled to submit interim reports of its expenditures on the 2012grant on or before March 31, 2013. The Foundation received thereports on March 28, 2013. This report shows that $34,103 of thegrant funds has been spent.

A grant to Komarov Botanical Institute of the Russian Academy ofSciences was paid by the Foundation in September 2013. KomarovBotanical Institute of the Russian Academy of Sciences was notscheduled to submit interim narrative and financial reports of itsexpenditures on this grant until on or before March 31, 2014. Noreport was received in 2013 with respect to the 2013 grant.




ATTACHMENT 21


For the year 2013


(i) Grantee: Lunds Universitet

Universitetshuset, Paradisgatan 2Lund S-221 00Sweden

(ii) Amount of Grant: July 1, 2013 — $98,000


(iv) & (vi) Reports A grant to Lunds Universitet was paid by the Foundation in July 2013.Lunds Universitet was not scheduled to submit interim narrative andfinancial reports of its expenditures on this grant until on or beforeMarch 31, 2014. No report was received in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: M.G. Kholodny Institute of Botany of the National Academy ofSciences of Ukraine

2, Tereshchenkivska StreetKiev 01601Ukraine



(iv) & (vi) Reports M.G. Kholodny Institute of Botany of the National Academy ofSciences of Ukraine was scheduled to submit interim narrative andfinancial reports of its expenditures on this grant on or beforeMarch 31, 2013. Foundation staff contacted the grantee onMay 6, 2013 to inquire about the status of the reports. TheFoundation received the reports on May 7, 2013. This financial reportshows that none of the grant funds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Museo di Storia Naturale

Via La Pira, 4Florence I-50121Italy

(ii) Amount of Grants: August 1, 2011 — $32,000

July 8, 2013 — $192,000


(iv) & (vi) Reports Museo di Storia Naturale was scheduled to submit interim narrativeand financial reports of its expenditures on the 2011 grant on or beforeMarch 31, 2013. The Foundation received the reports onApril 8, 2013. This financial report shows that $19,857 of the grantfunds has been spent.

Museo di Storia Naturale was not scheduled to submit interimnarrative and financial reports of its expenditures on the 2013 grantuntil on or before March 31, 2014. No report was received withrespect to this grant in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Museu Paraense Emilio Goeldi

Av. Magalhães Barata, 376Bairro São BrásP.O. 399Belém-Pará 66.070-530Brazil



(iv) & (vi) Reports Museu Paraense Emilio Goeldi was scheduled to submit interimnarrative and financial reports of its expenditures on this grant on orbefore March 31, 2013. Foundation staff contacted the grantee onMay 6, 2013 to inquire about the status of the reports. TheFoundation received the reports on May 7, 2013. This financial reportshows that approximately $16,683 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: National Academy of Sciences of the Republic of Armenia, Instituteof Botany

Acharian Street 1Yerevan 0063Republic of Armenia



(iv) & (vi) Reports A grant to National Academy of Sciences of the Republic of Armenia,Institute of Botany was paid by the Foundation in April 2013.National Academy of Sciences of the Republic of Armenia,Institute of Botany was not scheduled to submit interim narrative andfinancial reports of its expenditures on this grant until on or beforeMarch 31, 2014. No report was received in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: National Parks Board

1 Cluny RoadSingapore 259569Singapore

(ii) Amount of Grant: January 9, 2012 — $76,000


(iv) & (vi) Reports National Parks Board was scheduled to submit interim narrative andfinancial reports of its expenditures on this grant on or beforeJune 30, 2013. The Foundation received the reports on June 18, 2013.This financial report shows that $50,089 of the grant funds has beenspent.

(v) Diversions: To the knowledge of the grantor, no funds have been diverted to anyactivity other than the activity for which the grant was originally made



ATTACHMENT 21


For the year 2013


(i) Grantee: Pilgrim Trust

55a Catherine PlaceLondon SW1E 6DYUnited Kingdom


(iii) Purpose of Grant: To support a regranting program that would provide awards forcataloging unprocessed library and archival collections.

(iv) & (vi) Reports A grant to the Pilgrim Trust was paid by the Foundation inApril 2013. The Pilgrim Trust was not scheduled to submit interimnarrative and financial reports of its expenditures on this grant until onor before March 31, 2014. No report was received in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Pontificia Universidad Catolica del Ecuador

Avenida 12 de Octubre 1076 y RocaApartado postal 17-01-2184QuitoEcuador

(ii) Amount of Grant: December 5, 2011 — $52,000


(iv) & (vi) Reports Pontificia Universidad Catolica del Ecuador was scheduled to submitinterim narrative and financial reports of its expenditures on this granton or before March 31, 2013. Foundation staff contacted the granteewith a reminder of the reporting due dates on March 22, 2013, and thegrantee acknowledged receipt of the reminder on March 22, 2013.Foundation staff contacted the grantee to inquire about the status ofthe reports on May 22, 2013. The Foundation received the reports onMay 23, 2013. This financial report shows that $40,858 of the grantfunds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Real Jardin Botanico de Madrid

Plaza de Murillo, 2Madrid 28014Spain

(ii) Amount of Grants: April 4, 2011 — $152,000

April 23, 2012 — $207,000

July 8, 2013 — $38,000

(iii) Purpose of Grants: To continue to support the development of a coordinated digitaldatabase of images and information on plants of the world.

(iv) & (vi) Reports Real Jardin Botanico de Madrid was scheduled to submit finalnarrative and financial reports of its expenditures on the 2011 granton or before March 31, 2013. The Foundation received the reports onMarch 21, 2013. This financial report shows that all of the grantfunds have been spent.

Real Jardin Botanico de Madrid was scheduled to submit interimnarrative and financial reports of its expenditures on the 2012 grant onor before March 31, 2013. The Foundation received the reports onMarch 21, 2013. However, Foundation staff requested a revisedfinancial report on March 27, 2013 to ensure compliance withreporting requirements. The Foundation received the revised financialreport on April 4, 2013. This financial report shows that $101,955 ofthe grant funds has been spent.

Real Jardin Botanico de Madrid was not scheduled to submit interimnarrative and financial reports of its expenditures on the 2013 grantuntil on or before March 31, 2014. No report was received withrespect to this grant in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Scientific Production Centre “Botanika”

32 Khojaev StreetTashkent 100125Uzbekistan

(ii) Amount of Grant: May 16, 2011 — $32,000


(iv) & (vi) Reports Scientific Production Centre “Botanika” was scheduled to submitinterim narrative and financial reports of its expenditures on this granton or before March 31, 2013. The financial report was received onMarch 20, 2013 and the narrative report was received onMarch 27, 2013. This financial report shows that $31,000 of the grantfunds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidad de Antioquia

Cuidad UniversitariaCalle 67 Norte, Numero 53-108MedellinColombia



(iv) & (vi) Reports A grant to Universidad de Antioquia was paid by the Foundation inNovember 2013. Universidad de Antioquia was not scheduled tosubmit interim narrative and financial reports of its expenditures onthis grant until on or before March 31, 2014. No report was receivedin 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidad de Buenos Aires

Calle Viamonte, numero 430Buenos AiresArgentina

(ii) Amount of Grants: February 7, 2011 — $18,000

September 24, 2012 — $5,000

February 11, 2013 — $6,800

(iii) Purpose of Grants: 2011 Grant: To support the development of a coordinated digitaldatabase of images and information on plants of Africa, LatinAmerica, and other areas.

2012 and 2013 Grants: To support the development of a coordinateddigital database of images and information on plants of the world.

(iv) & (vi) Reports Universidad de Buenos Aires was scheduled to submit final narrativeand financial reports of its expenditures on the 2011 grant on or beforeMarch 31, 2013. The Foundation received the reports onApril 9, 2013. This financial report shows that all of the grant fundshave been spent.

Universidad de Buenos Aires was scheduled to submit interimnarrative and financial reports of its expenditures on the 2012 grant onor before March 31, 2013. The Foundation received the reports onApril 9, 2013. This financial report shows that $3,854 of the grantfunds has been spent.

Universidad de Buenos Aires was not scheduled to submit narrativeand financial reports of its expenditures on this grant until on orbefore March 31, 2014. No report was received with respect to thisgrant in 2013.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidad de la Republica

Avenida 18 de Julio 1869Montevideo CP 11200Uruguay



(iv) & (vi) Reports Universidad de la Republica was scheduled to submit final narrativeand financial reports of its expenditures on this grant on or beforeMarch 31, 2013. The Foundation received the reports onNovember 27, 2012. This financial report shows that all of the grantfunds have been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidad Nacional de Cordoba

Avenida Velez Sarsfield 299Cordoba 5016Argentina



(iv) & (vi) Reports Universidad Nacional de Cordoba was scheduled to submit interimnarrative and financial reports of its expenditures on this grant on orbefore March 31, 2013. The Foundation received the reports onApril 18, 2013. This financial report shows that $6,019 of the grantfunds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidad Nacional de La Plata

Presidencia Avenida 7 nº 7761900 La PlataBuenos AiresArgentina

(ii) Amount of Grants: August 31, 2009 — $20,000

March 26, 2012 — $12,000

(iii) Purpose of Grants: To support the development of a coordinated digital database ofimages and information on plants of Africa, Latin America, and otherareas.

(iv) & (vi) Reports Universidad Nacional de La Plata was scheduled to submit narrativeand financial reports on the expenditures of the 2009 grant on orbefore March 31, 2013. The narrative report was received onApril 1, 2013 and the financial report was received on April, 11, 2013.This financial report shows that all of the grant funds have been spent.

Universidad Nacional de La Plata was scheduled to submit interimnarrative and financial reports of its expenditures on the 2012 grant onor before March 31, 2013. The financial report was received onApril 11, 2013 and the narrative report was received on May 13, 2013.This financial report shows that $8,100 of the grant funds has beenspent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidade de Lisboa

Alameda da Universidade, Ciudade UniversitáriaLisbon 1649-0004Portugal

(ii) Amount of Grants: October 5, 2009 — $32,000

July 18, 2011 — $36,000


2011 Grant: To support the development of a coordinated digitaldatabase of images and information on plants of the world.

(iv) & (vi) Reports Universidade de Lisboa was scheduled to submit final narrative andfinancial reports of its expenditures on the 2009 grant on or beforeMarch 31, 2013. The Foundation received the reportson March 28, 2013. This financial report shows that all of the grantfunds have been spent.

Universidade de Lisboa was scheduled to submit interim narrative andfinancial reports of its expenditures on the 2011 grant on or beforeMarch 31, 2013. The Foundation received the reports onMarch 28, 2013. However, Foundation staff requested a revisedfinancial report to ensure compliance with reporting requirements.The Foundation received the revised report on June 12, 2013. Thisfinancial report shows that $13,580 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: Universidade de Santiago de Compostela

E-15782 Santiago de CompostelaGaliciaSpain



(iv) & (vi) Reports Universidade de Santiago de Compostela was scheduled to submitinterim narrative and financial reports of its expenditures on this granton or before March 31, 2013. The Foundation received the reports onMay 14, 2013. However, Foundation staff requested a revisedfinancial report on May 14, 2013 to ensure compliance with reportingrequirements. The Foundation received the revised report onMay 21, 2013. This financial report shows that $24,116 of the grantfunds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: University of British Columbia

6328 Memorial RoadVancouver, British ColumbiaV6T 1Z2Canada

(ii) Amount of Grants: June 26, 2009 — $10,000

June 8, 2012 — $495,000


2012 Grant: To support a curator of the Asian collections and acuratorial fellowship program.

(iv) & (vi) Reports University of British Columbia was scheduled to submit finalnarrative and financial reports of its expenditures on the 2009 grant onor before June 30, 2013. The narrative report was received onJune 24, 2013 and the financial report was received on July 3, 2013.This financial report shows that all of the grant funds have been spent.

University of British Columbia was scheduled to submit interimnarrative and financial reports of its expenditures on the 2012 grant onor before June 30, 2013. The reports were received on July 2, 2013.However, Foundation staff requested a revised financial report onSeptember 4, 2013 to ensure compliance with reporting requirements.The revised report was received on September 5, 2013. This financialreport shows that $3,305 of the grant funds has been spent.




ATTACHMENT 21


For the year 2013


(i) Grantee: University of South Africa

Pretoria 0001South Africa


(iii) Purpose of Grant: To support a publication of the history of science in South Africannational parks.

(iv) & (vi) Reports The University of South Africa was scheduled to submit interimnarrative and financial reports of its expenditures on this grant on orbefore March 31, 2013. Foundation staff notified the grantee that thereports were overdue on June 17, 2013. The reports were received onJuly 1, 2013. This financial report shows that none of the grant fundshave been spent.




ATTACHMENT 21

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