Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter social security numbers on this form as it may be made public.
bulletInformation about Form 990-PF and its instructions is at www.irs.gov/form990pf.
OMB No. 1545-0052
2014
Open to Public Inspection
For calendar year 2014, or tax year beginning 2014, and ending , 20
Name of foundation
BAILEY-TAYLOR FOUNDATION
SCHOLARSHIP TRUST

Number and street (or P.O. box number if mail is not delivered to street address)314 MAIN STREET   Room/suite
City or town, state or province, country, and ZIP or foreign postal code
FARMINGTON, CT06032
A Employer identification number

27-0505313
B Telephone number (see instructions)

(860) 677-4697
C bullet
G Check all that apply:

D 1. bullet
2. bullet
E bullet
H Check type of organization:
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$1,016,406J Accounting method:
 
(Part I, column (d) must be on cash basis.)
F bullet
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach
schedule)..............  
2 Check bullet
Sch. B ...............
3 Interest on savings and temporary cash investments 2,053 2,053 2,053
4 Dividends and interest from securities...... 15,396 15,396 15,396
5a Gross rents..............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 Click to see attachment 79,127
b Gross sales price for all assets on line 6a 1,040,907
7 Capital gain net income (from Part IV, line 2)... 175
8 Net short-term capital gain.........  
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule).......      
12 Total. Add lines 1 through 11........ 96,576 17,624 17,449
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 15,000      
14 Other employee salaries and wages......        
15 Pension plans, employee benefits.......        
16a Legal fees (attach schedule).........        
b Accounting fees (attach schedule)....... Click to see attachment 8,700      
c Other professional fees (attach schedule)....        
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment 328 328    
19 Depreciation (attach schedule) and depletion...      
20 Occupancy..............        
21 Travel, conferences, and meetings.......        
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment 19,312 19,312    
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 43,340 19,640   0
25 Contributions, gifts, grants paid........ 42,000 42,000
26 Total expenses and disbursements. Add lines 24 and 25 85,340 19,640   42,000
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements 11,236
b Net investment income (if negative, enter -0-) 0
c Adjusted net income (if negative, enter -0-)... 17,449
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2014)
Form 990-PF (2014)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.)		 Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing...............      
2 Savings and temporary cash investments.......... 42,439 27,025 27,025
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet        
8 Inventories for sale or use...............      
9 Prepaid expenses and deferred charges...........      
10a Investments—U.S. and state government obligations (attach schedule) 155,969 192,066 192,066
b Investments—corporate stock (attach schedule)........ 840,511 Click to see attachment797,315 797,315
c Investments—corporate bonds (attach schedule)........      
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans..............      
13 Investments—other (attach schedule)...........      
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet)      
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 1,038,919 1,016,406 1,016,406
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable..................    
19 Deferred revenue..................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet) Click to see attachment86  
23 Total liabilities (add lines 17 through 22).......... 86 0
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted................... 1,038,833 1,016,406
25 Temporarily restricted................    
26 Permanently restricted................    
bullet
and complete lines 27 through 31.
27 Capital stock, trust principal, or current funds.........    
28 Paid-in or capital surplus, or land, bldg., and equipment fund    
29 Retained earnings, accumulated income, endowment, or other funds    
30 Total net assets or fund balances (see instructions)...... 1,038,833 1,016,406
31 Total liabilities and net assets/fund balances (see instructions).. 1,038,919 1,016,406
Part III Analysis of Changes in Net Assets or Fund Balances
1 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 1,038,833
2 Enter amount from Part I, line 27a..................... 2 11,236
3 Other increases not included in line 2 (itemize) bullet 3  
4 Add lines 1, 2, and 3.......................... 4 1,050,069
5 Decreases not included in line 2 (itemize) bullet 5 33,663
6 Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30. 6 1,016,406
Form 990-PF (2014)
Form 990-PF (2014)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.) 		(b) How acquired
P—Purchase
D—Donation 		(c) Date acquired
(mo., day, yr.) 		(d) Date sold
(mo., day, yr.)
1a
b
c
d
e
(e) Gross sales price (f) Depreciation allowed
(or allowable) 		(g) Cost or other basis
plus expense of sale 		(h) Gain or (loss)
(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 minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i) F.M.V. as of 12/31/69 (j) Adjusted basis
as of 12/31/69 		(k) Excess of col. (i)
over col. (j), if any
a
b
c
d
e
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 175
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 . . . . . . . . . . . . . . . . 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
(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.
1 Enter the appropriate amount in each column for each year; see instructions before making any entries.
(a)
Base period years Calendar
year (or tax year beginning in) 		(b)
Adjusted qualifying distributions 		(c)
Net value of noncharitable-use assets 		(d)
Distribution ratio
(col. (b) divided by col. (c))
2013 46,000 986,457 0.046632
2012 46,000 927,497 0.049596
2011 45,781 904,618 0.050608
2010 41,746 858,098 0.048649
2009   802,366  
2 Total of line 1, column (d) ...................... 2 0.195485
3 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. . . 		3 0.048871
4 Enter the net value of noncharitable-use assets for 2014 from Part X, line 5..... 4 1,012,247
5 Multiply line 4 by line 3....................... 5 49,470
6 Enter 1% of net investment income (1% of Part I, line 27b)........... 6  
7 Add lines 5 and 6......................... 7 49,470
8 Enter qualifying distributions from Part XII, line 4.............. 8 42,000
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
the Part VI instructions.
Form 990-PF (2014)
Form 990-PF (2014)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see page 18 of the instructions)
1a Bulletand enter “N/A" on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 0
hereBulletand enter 1% of Part I, line 27b...................
c All other domestic foundations enter 2% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2  
3 Add lines 1 and 2........................... 3  
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4  
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5  
6 Credits/Payments:
a 2014 estimated tax payments and 2013 overpayment credited to 2014 6a  
b Exempt foreign organizations—tax withheld at source....... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c  
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7  
8 Enter any penalty for underpayment of estimated tax. if Form 2220 is attached. 8  
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10  
11 Enter the amount of line 10 to be: Credited to 2015 estimated taxBullet   RefundedBullet 11  
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes (see Instructions
for definition)?.................................
1b
 
No
If 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.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$   (2) On foundation managers.bullet$  
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$  
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If "Yes," attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
 
No
b
If "Yes," has it filed a tax return on Form 990-T for this year?...................
4b
 
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If "Yes," attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    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..................................
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see instructions)
    bulletCT
    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 .
    8b
    Yes
     
    9
    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 2014 or the taxable year beginning in 2014 (see instructions for Part XIV)?
    If "Yes," complete Part XIV.............................
    9
     
    No
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 5
    Part VII-A
    Statements Regarding Activities (continued)
    10
    Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
    and addresses. ...............................
    10
     
    No
    11
    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
     
    No
    12
    Did 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).................
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbulletNO WEBSITE AT THIS TIME.
    14
    The books are in care ofbulletCHRISTIAN R HOHEB ESQ Telephone no.bullet (860) 677-4697
    Located atbullet322 MAIN STREETFARMINGTONCT ZIP+4bullet06032
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041.........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ......bullet
    15  
    16 At any time during calendar year 2014, did the foundation have an interest in or a signature or other authority over YesNo
    a bank, securities, or other financial account in a foreign country?
    16   No
    See instructions for exceptions and filing requirements for FinCEN Form 114, Report of Foreign Bank and Financial Accounts (FBAR). If "Yes", enter the name of the foreign country bullet  
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 6
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the "Yes" column, unless an exception applies.
    Yes
    No
    1a
    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?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?........................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (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)?.................
    (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.).........
    b
    If 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)? ........
    1b
     
     
    .........bullet
    c
    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 2014?.............
    1c
     
     
    2
    Taxes 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)):
    a
    At the end of tax year 2014, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2014?...............
    If "Yes," list the years bullet20, 20, 20, 20
    b
    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.) ..............
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business enterprise at
    any time during the year?........................
    b
    If "Yes," did it have excess business holdings in 2014 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 2014.)....................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did 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 2014?
    4b
     
    No
    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))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?...............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 4945(d)(4)(A)? (see instructions)..................
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?........
    b
    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
     
     
    .........bullet
    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?............
    If "Yes," attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiums on
    a personal benefit contract?.......................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract?....
    6b
     
    No
    If "Yes" to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If yes, did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 7
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation (see instructions).
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to
    employee benefit plans
    and deferred compensation     		(e) Expense account,
    other allowances
    CHRISTIAN R HOHEB ESQ TRUSTEE
    5.00     		15,000 0 0
    322 MAIN STREET
    FARMINGTON,CT06053
    2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet  
    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
    NONE
    Total number of others receiving over $50,000 for professional services.............bullet  
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1 THE ACTIVITY PROVIDES FUNDING FOR THE SCHOLARSHIPS AT THE FARMINGTON HIGH SCHOOL, FARMINGTON, CONNECTICUT OR ITS SUCCESSOR REGIONAL SCHOOL RESIDING IN FARMINGTON FROM THE NET INCOME OF THE FOUNDATION. THE SCHOLARSHIPS SHALL BE SELECTED IN A MANNER PURSUANT TO ARTICLE III OF THE TRUST AGREEMENT. IN THE EVENT THE FARMINGTON HIGH SCHOOL IS NO LONGER A VIABLE FINANCIAL ENTITY OR DETERMINED NOT TO BE AN EDUCATIONAL ENTITY UNDER THE INTERNAL REVENUE CODE SECTION 501(C)3 AND 170, THE CORPUS SHALL BE DISTRIBUTED TO THE FARMINGTON FOUNDATION TO ESTABLISH SCHOLARSHIPS TO WORTHY STUDENTS BY UTILIZING THE CRITERIA ESTABLISHED IN ARTICLE III OF THE TRUST AGREEMENT. 42,000
    2  
    3  
    4  
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 8
    Part IX-B
    Summary of Program-Related Investments (see instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1 N/A  
    2  
    All other program-related investments. See instructions.
    3  
    Total. Add lines 1 through 3.........................bullet  
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,
    see instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    948,113
    b
    Average of monthly cash balances.......................
    1b
    79,549
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    1,027,662
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
     
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
     
    3
    Subtract line 2 from line 1d.........................
    3
    1,027,662
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    15,415
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    1,012,247
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    50,612
    Part XI
    Distributable Amount bullet and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    50,612
    2a
    Tax on investment income for 2014 from Part VI, line 5......
    2a
     
    b
    Income tax for 2014. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
     
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    50,612
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    50,612
    6
    Deduction from distributable amount (see instructions).................
    6
     
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII, line 1 ...
    7
    50,612
    Part XII
    Qualifying Distributions (see instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    42,000
    b
    Program-related investments—total from Part IX-B..................
    1b
     
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
     
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
     
    b
    Cash distribution test (attach the required schedule) .................
    3b
     
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    42,000
    5
    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).................
    5
     
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    42,000
    Note: 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 (2014)
    Form 990-PF (2014)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2013     		(c)
    2013     		(d)
    2014
    1 Distributable amount for 2014 from Part XI, line 7 50,612
    2 Undistributed income, if any, as of the end of 2014:
    a Enter amount for 2013 only....... 42,739
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2014:
    a From 2009.......  
    b From 2010.......  
    c From 2011.......  
    d From 2012.......  
    e From 2013.......  
    fTotal of lines 3a through e.........  
    4Qualifying distributions for 2014 from Part
    XII, line 4: bullet$ 42,000
    a Applied to 2013, but not more than line 2a 42,000
    b Applied to undistributed income of prior years
    (Election required—see instructions).....     		 
    c Treated as distributions out of corpus (Election
    required—see instructions).........     		 
    d Applied to 2014 distributable amount.....  
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2014.    
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5  
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ...........     		 
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		 
    d Subtract line 6c from line 6b. Taxable amount
    —see instructions ...........     		 
    e Undistributed income for 2013. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		739
    f Undistributed income for 2014. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2015 ..........     		50,612
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (Election may
    be required - see instructions) .......     		 
    8Excess distributions carryover from 2009 not
    applied on line 5 or line 7 (see instructions) ...     		 
    9Excess distributions carryover to 2015.
    Subtract lines 7 and 8 from line 6a ......     		 
    10 Analysis of line 9:
    a Excess from 2010....  
    b Excess from 2011....  
    c Excess from 2012....  
    d Excess from 2013....  
    e Excess from 2014....  
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 10
    Part XIV
    Private Operating Foundations (see instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2014, enter the date of the ruling.......bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2014 (b) 2013 (c) 2012 (d) 2011
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used
    directly for active conduct of exempt activities ...........     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets" alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment" alternative test— enter 2/3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support" alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the organization had $5,000 or more in
    assets at any time during the year—see instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number or e-mail address of the person to whom applications should be addressed:
     
    bThe form in which applications should be submitted and information and materials they should include:
    BAILEY-TAYLOR FOUNDATION SCHOLARSHIP TRUST IS NOT USING ANY SELECTION PROCESS AS THE TRUST PROVIDES FUNDS ORGANIZATION. ACCORDING TO THE TRUST AGREEMENT THE CHAIRMAN OF THE FARMINGTON BOARD OF EDUCATION AND THE CHAIRMAN OF THE FARMINGTON TOWN COUNCIL SELECTED A SPECIAL COMMITTEE THAT WILL CHOOSE CANDIDATES BASED ON ACADEMIC EXCELLENCE AND FINANCIAL NEED (ATHLETIC ACHIEVEMENTS SHALL NOT BE A FACTOR).
    cAny submission deadlines:
     
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    THE ACTIVITY PROVIDES FUNDING FOR SCHOLARSHIPS ONLY TO THE APPLICANTS WHO ARE ENROLLED IN THE FARMINGTON HIGH SCHOOL, FARMINGTON, CONNECTICUT.
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 11
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 4,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 4,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 3,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 4,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    FARMINGTON HIGH SCHOOL
    10 MONTEITH DRIVE
    FARMINGTON,CT06032     		    EDUCATIONAL SCHOLARSHIP 1,000
    Total .................................bullet 3a 42,000
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 12
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3
    Interest on savings and temporary cash investments ............     		    14 2,053  
    4 Dividends and interest from securities....     14 15,396  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6
    Net rental income or (loss) from personal property .............     		         
    7 Other investment income.....          
    8
    Gain or (loss) from sales of assets other than inventory .............     		        79,127
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue: a
    b
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e)..   17,449 79,127
    13Total. Add line 12, columns (b), (d), and (e)..................
    1396,576
    (See worksheet in line 13 instructions to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		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.)
    Form 990-PF (2014)
    Form 990-PF (2014)
    Page 13
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section 501(c) of the Code (other than section 501(c)(3) organizations) or in section 527, relating to political
    Yes
    No
    organizations?
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527?...........
    b
    If "Yes," complete the following schedule.
    (a) Name of organization (b) Type of organization (c) Description of relationship
    Sign Here
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    May the IRS discuss this return
    with the preparer shown below
    (see instr.)?
    Signature of officer or trustee Date Title
    Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date PTIN
    Firm's namebullet



    Firm's addressbullet







         		Firm's EINbullet
    Phone no.
    Form 990-PF (2014)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2014 AccountingFeesSchedule
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    ACCOUNTING FEES 8,700      

    Note: To capture the full content of this document, please select landscape mode (11" x 8.5") when printing.

    TY 2014 GainLossSaleOtherAssetsSch
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    3M CO 2009-10 PURCHASE 2014-09   727 375     352  
    3M CO 2009-10 PURCHASE 2014-10   561 300     261  
    3M CO 2009-10 PURCHASE 2014-12   956 450     506  
    3M CO 2009-10 PURCHASE 2015-01   165 75     90  
    3M CO 2009-10 PURCHASE 2015-05   163 75     88  
    AAON INC 2014-10 PURCHASE 2015-05   70 53     17  
    ABBOTT LABORATORIES 2009-12 PURCHASE 2015-01   1,054 617     437  
    ABBOTT LABORATORIES 2013-06 PURCHASE 2015-01   922 778     144  
    ABBOTT LABORATORIES 2013-09 PURCHASE 2015-01   1,054 833     221  
    ABBOTT LABORATORIES 2013-09 PURCHASE 2015-01   1,010 769     241  
    ABBOTT LABORATORIES 2013-11 PURCHASE 2015-01   395 339     56  
    ABBOTT LABORATORIES 2013-11 PURCHASE 2015-01   568 490     78  
    ABBOTT LABORATORIES 2013-11 PURCHASE 2015-02   45 38     7  
    ABBOTT LABORATORIES 2013-11 PURCHASE 2015-05   98 75     23  
    ABBOTT LABORATORIES 2013-11 PURCHASE 2015-05   829 641     188  
    ABBVIE INC 2015-03 PURCHASE 2015-05   462 407     55  
    ACCENTURE PLC IRELAND 2013-01 PURCHASE 2014-09   82 72     10  
    ACCENTURE PLC IRELAND 2013-01 PURCHASE 2015-01   935 793     142  
    ACCENTURE PLC IRELAND 2013-01 PURCHASE 2015-02   89 72     17  
    ACCENTURE PLC IRELAND 2013-01 PURCHASE 2015-05   291 216     75  
    ACE LIMITED 2013-01 PURCHASE 2014-09   106 85     21  
    ACE LIMITED 2013-01 PURCHASE 2015-01   330 255     75  
    ACE LIMITED 2013-01 PURCHASE 2015-05   109 85     24  
    ACTAVIS PLC 2014-09 PURCHASE 2015-01   2,541 2,142     399  
    ACTAVIS PLC 2014-12 PURCHASE 2015-01   1,412 1,318     94  
    ACTAVIS PLC 2015-03 PURCHASE 2015-03   128 127     1  
    ACTAVIS PLC 2015-03 PURCHASE 2015-05   299 305     -6  
    ACTUANT CORP 2013-01 PURCHASE 2014-10   402 391     11  
    ACTUANT CORP 2013-01 PURCHASE 2014-10   145 150     -5  
    ACTUANT CORP 2014-02 PURCHASE 2014-12   287 352     -65  
    ACTUANT CORP 2013-01 PURCHASE 2014-12   344 361     -17  
    ADVANCE AUTO PARTS 2014-03 PURCHASE 2015-01   158 123     35  
    ADVANCE AUTO PARTS 2014-03 PURCHASE 2015-05   154 123     31  
    ADVISORY BOARD CO 2014-03 PURCHASE 2014-09   90 126     -36  
    AFFILIATED MANAGERS GROUP 2013-01 PURCHASE 2015-01   205 145     60  
    AFFILIATED MANAGERS GROUP 2013-01 PURCHASE 2015-05   224 145     79  
    AGRIUM INC 2013-02 PURCHASE 2014-11   303 307     -4  
    AGRIUM INC 2014-04 PURCHASE 2014-12   383 377     6  
    AGRIUM INC 2013-02 PURCHASE 2014-12   287 307     -20  
    AIRGAS INC 2013-01 PURCHASE 2015-01   227 188     39  
    AIRGAS INC 2013-01 PURCHASE 2015-05   1,456 1,319     137  
    AKAMAI TECH INC 2015-03 PURCHASE 2015-05   77 70     7  
    AKORN INC 2013-01 PURCHASE 2014-07   139 57     82  
    AKORN INC 2013-01 PURCHASE 2014-07   162 72     90  
    AKORN INC 2013-01 PURCHASE 2014-09   195 72     123  
    AKORN INC 2013-01 PURCHASE 2014-10   385 144     241  
    AKORN INC 2013-01 PURCHASE 2014-10   171 57     114  
    AKORN INC 2013-01 PURCHASE 2015-05   88 29     59  
    AKZO NOBEL NV ADR 2013-01 PURCHASE 2015-05   102 93     9  
    ALBEMARLE CORP 2014-03 PURCHASE 2015-02   196 265     -69  
    ALBEMARLE CORP 2014-03 PURCHASE 2015-02   98 98        
    ALCOA INC 2013-09 PURCHASE 2014-09   52 26     26  
    ALCOA INC 2014-07 PURCHASE 2015-01   1,194 1,206     -12  
    ALCOA INC 2014-07 PURCHASE 2015-01   554 563     -9  
    ALCOA INC 2013-09 PURCHASE 2015-01   1,465 788     677  
    ALCOA INC 2013-10 PURCHASE 2015-01   796 467     329  
    ALCOA INC 2013-11 PURCHASE 2015-01   860 515     345  
    ALIBABA GRP HOLDING ADR 2014-10 PURCHASE 2015-01   2,286 2,154     132  
    ALLERGAN INC 2015-01 PURCHASE 2015-03   235 227     8  
    ALLERGAN INC 2015-01 PURCHASE 2015-03   7,488 7,040     448  
    ALLETE INC COM 2013-01 PURCHASE 2015-01   118 89     29  
    ALLIANCE DATA SYSTEMS 2014-09 PURCHASE 2015-01   894 753     141  
    ALLIANCE DATA SYSTEMS 2013-05 PURCHASE 2015-01   894 525     369  
    ALLIANCE DATA SYSTEMS 2013-05 PURCHASE 2015-01   894 545     349  
    ALLIANCE DATA SYSTEMS 2013-06 PURCHASE 2015-01   894 535     359  
    ALLIANCE DATA SYSTEMS 2013-06 PURCHASE 2015-01   1,788 1,090     698  
    ALLIANCE DATA SYSTEMS CORP 2013-04 PURCHASE 2014-12   1,119 637     482  
    ALLISON TRANSMISSION HOLDINGS 2014-07 PURCHASE 2015-01   163 159     4  
    AMAZON COM INC 2014-09 PURCHASE 2015-01   310 345     -35  
    AMAZON COM INC 2014-09 PURCHASE 2015-01   309 345     -36  
    AMAZON COM INC 2015-09 PURCHASE 2015-04   1,292 1,036     256  
    AMDOCS LTD 2013-12 PURCHASE 2015-01   95 81     14  
    AMERICAN ASSETS TR INC 2014-01 PURCHASE 2014-09   67 66     1  
    AMERICAN CAPITAL AGENCY 2013-01 PURCHASE 2015-01   110 158     -48  
    AMERICAN CAPITAL AGENCY CORP 2013-01 PURCHASE 2015-05   969 1,488     -519  
    AMERICAN CAPITAL LTD 2013-01 PURCHASE 2014-09   1,278 1,172     106  
    AMERICAN EXPRESS COMPANY 2015-01 PURCHASE 2015-05   324 332     -8  
    AMERIPRISE FINANCIAL INC 2015-01 PURCHASE 2015-03   134 130     4  
    AMERIPRISE FINANCIAL INC 2015-01 PURCHASE 2015-05   258 259     -1  
    AMETEK INC 2013-01 PURCHASE 2015-01   98 82     16  
    AMETEK INC 2013-01 PURCHASE 2015-05   55 41     14  
    AMSBURG CORP 2015-01 PURCHASE 2015-01   56 54     2  
    AMSURG CORP 2015-01 PURCHASE 2015-05   68 54     14  
    AMTRUST FINANCIAL SERVICES 2013-10 PURCHASE 2014-12   912 582     330  
    AMTRUST FINANCIAL SERVICES 2013-10 PURCHASE 2014-12   114 78     36  
    AMTRUST FINANCIAL SERVICES INC 2013-10 PURCHASE 2014-09   77 73     4  
    AMTRUST FINANCIAL SERVICES INC 2013-10 PURCHASE 2015-01   52 39     13  
    ANALOG DEVICES INC 2013-01 PURCHASE 2015-01   160 131     29  
    AON PLC 2013-06 PURCHASE 2015-05   204 130     74  
    APACHE CORP COMMON 2014-06 PURCHASE 2014-12   1,940 3,232     -1,292  
    APPLE INC 2013-01 PURCHASE 2014-09   198 126     72  
    APPLE INC 2013-01 PURCHASE 2015-01   7,886 4,345     3,541  
    APPLE INC 2015-01 PURCHASE 2015-03   387 189     198  
    APPLE INC 2013-01 PURCHASE 2015-05   391 189     202  
    APPLIED MATERIALS INC 2013-06 PURCHASE 2015-01   469 308     161  
    ASML HOLDGING NV 2013-01 PURCHASE 2014-11   1,025 733     292  
    ASML HOLDGING NV 2013-02 PURCHASE 2014-11   205 148     57  
    ASML HOLDGING NV 2013-03 PURCHASE 2014-11   106 72     34  
    ASML HOLDGING NV 2013-02 PURCHASE 2014-11   422 296     126  
    ASML HOLDGING NV 2013-03 PURCHASE 2014-11   317 209     108  
    ASML HOLDGING NV 2013-04 PURCHASE 2014-11   211 134     77  
    ASML HOLDING NV 2014-05 PURCHASE 2015-01   428 341     87  
    ASML HOLDING NV 2014-07 PURCHASE 2015-01   535 472     63  
    ASML HOLDING NV 2014-09 PURCHASE 2015-01   214 200     14  
    ASML HOLDING NV 2013-04 PURCHASE 2015-01   214 134     80  
    ASML HOLDING NV 2013-04 PURCHASE 2015-01   1,497 939     558  
    ASML HOLDING NV 2014-01 PURCHASE 2015-01   321 271     50  
    ASML HOLDING NV 2014-09 PURCHASE 2015-05   111 100     11  
    ASTRONICS CORP 2014-09 PURCHASE 2015-01   53 48     5  
    ASTRONICS CORP 2014-09 PURCHASE 2015-05   73 48     25  
    ATWOOD OCEANICS INC 2013-01 PURCHASE 2015-01   90 158     -68  
    ATWOOD OCEANICS INC 2013-01 PURCHASE 2015-02   519 791     -272  
    ATWOOD OCEANICS INC 2013-08 PURCHASE 2015-02   35 57     -22  
    AVAGO TECHNOLOGIES LTD 2014-05 PURCHASE 2015-01   105 70     35  
    AVAGO TECHNOLOGIES LTD 2014-05 PURCHASE 2015-05   131 70     61  
    AVERY DENNISON CORP 2013-01 PURCHASE 2015-01   104 72     32  
    BAKER HUGHES INC 2014-04 PURCHASE 2015-01   119 132     -13  
    BALCHEM CORP CLASS B 2013-01 PURCHASE 2015-01   53 38     15  
    BALCHEM CORP CLASS B 2013-01 PURCHASE 2015-05   58 38     20  
    BARD C R INC 2013-11 PURCHASE 2015-01   177 140     37  
    BARLCLAYS PLC ADR 2013-12 PURCHASE 2015-05   114 125     -11  
    BASF SE SPONSORED ADR 2013-01 PURCHASE 2014-12   864 1,017     -153  
    BAYER AG 2013-06 PURCHASE 2015-05   153 108     45  
    BEACON ROOFING SUPPLY INC 2013-08 PURCHASE 2015-02   230 304     -74  
    BEACON ROOFING SUPPLY INC 2013-08 PURCHASE 2015-04   126 152     -26  
    BEACON ROOFING SUPPLY INC 2013-08 PURCHASE 2015-04   95 111     -16  
    BERRY PLASTICS GROUP INC 2013-07 PURCHASE 2014-09   74 65     9  
    BERRY PLASTICS GROUP INC 2013-07 PURCHASE 2015-01   385 259     126  
    BERRY PLASTICS GROUP INC 2013-07 PURCHASE 2015-01   65 43     22  
    BERRY PLASTICS GROUP INC 2013-07 PURCHASE 2015-05   105 65     40  
    BIO RAD LABS INC 2013-01 PURCHASE 2015-05   147 115     32  
    BIOGEN IDEC INC 2014-12 PURCHASE 2015-03   1,221 992     229  
    BIOGEN IDEC INC 2014-12 PURCHASE 2015-03   910 652     258  
    BIOGEN INC 2015-01 PURCHASE 2015-05   396 361     35  
    BIOMARIN PHARMACEUTICAL INC 2013-09 PURCHASE 2014-09   869 1,036     -167  
    BIOMARIN PHARMACEUTICAL INC 2013-11 PURCHASE 2014-09   1,270 1,286     -16  
    BIOMARIN PHARMACEUTICAL INC 2013-01 PURCHASE 2014-09   136 108     28  
    BIOMARIN PHARMACEUTICAL INC 2013-01 PURCHASE 2014-09   67 54     13  
    BIOMARIN PHARMACEUTICAL INC 2013-11 PURCHASE 2015-01   300 203     97  
    BIOMED REALTY TRUST INC 2013-01 PURCHASE 2015-01   75 61     14  
    BIOMED REALTY TRUST INC 2013-01 PURCHASE 2015-06   608 606     2  
    BLACK HILLS CORPORATION 2013-01 PURCHASE 2015-01   51 41     10  
    BLOOMIN BRANDS INC 2015-03 PURCHASE 2015-05   68 72     -4  
    BOEING CO 2015-01 PURCHASE 2015-03   154 133     21  
    BOEING CO 2015-01 PURCHASE 2015-05   295 265     30  
    BORG WARNER INC 2013-01 PURCHASE 2014-11   56 39     17  
    BORG WARNER INC 2013-01 PURCHASE 2015-01   164 118     46  
    BOSTON SCIENTIFIC CORP 2013-01 PURCHASE 2015-01   325 149     176  
    BOSTON SCIENTIFIC CORP 2013-01 PURCHASE 2015-02   547 244     303  
    BOTTOMLINE TECHNOLOGIES INC 2013-10 PURCHASE 2015-05   114 108     6  
    BRISTOL MYERS SQUIBB 2013-01 PURCHASE 2014-09   102 73     29  
    BRISTOL MYERS SQUIBB CO 2013-01 PURCHASE 2014-12   1,122 689     433  
    BRISTOL MYERS SQUIBB CO 2013-01 PURCHASE 2015-03   125 73     52  
    BRISTOL MYERS SQUIBB CO 2013-01 PURCHASE 2015-05   273 145     128  
    BROADBRIDGE FINANCIAL SOLUTIONS 2013-01 PURCHASE 2014-08   534 305     229  
    BROADRIDGE FINANCIAL SOLUTIONS 2013-01 PURCHASE 2015-01   481 234     247  
    CALIFORNIA RES CORP 2014-05 PURCHASE 2014-12              
    CALIFORNIA RES CORP 2014-05 PURCHASE 2014-12   22 26     -4  
    CALIFORNIA RES CORP 2013-01 PURCHASE 2014-12   1 1        
    CALIFORNIA RES CORP 2013-01 PURCHASE 2014-12   69 72     -3  
    CANTEL MEDICAL CORP 2014-04 PURCHASE 2015-06   519 350     169  
    CARBO CERAMICS INC 2014-08 PURCHASE 2015-01   196 643     -447  
    CARBO CERAMICS INC 2014-09 PURCHASE 2015-01   164 350     -186  
    CARLISLE COMPANIES INC 2015-01 PURCHASE 2015-01   180 174     6  
    CARNIVAL CORP 2015-01 PURCHASE 2015-05   289 278     11  
    CARRIZO OIL & GAS INC 2013-01 PURCHASE 2014-07   487 153     334  
    CARRIZO OIL & GAS INC 2013-01 PURCHASE 2014-09   55 22     33  
    CARRIZO OIL & GAS INC 2013-01 PURCHASE 2015-05   51 22     29  
    CASEY GENL STORES INC 2013-01 PURCHASE 2015-01   93 55     38  
    CASEYS GENL STORES INC 2013-01 PURCHASE 2014-11   87 55     32  
    CASEYS GENL STORES INC 2013-01 PURCHASE 2015-05   91 55     36  
    CATAMARAN CORP 2015-04 PURCHASE 2015-03   100 90     10  
    CATAMARAN CORP 2014-04 PURCHASE 2015-03   1,609 1,220     389  
    CATAMARAN CORP 2014-04 PURCHASE 2015-04   59 45     14  
    CATAMARAN CORP 2014-05 PURCHASE 2015-04   1,665 1,225     440  
    CATAMARAN CORP 2014-05 PURCHASE 2015-04   476 349     127  
    CATAMARAN CORP 2014-04 PURCHASE 2015-04   119 91     28  
    CATAMARAN CORP 2014-09 PURCHASE 2015-04   416 332     84  
    CATAMARAN CORP 2015-01 PURCHASE 2015-04   4,816 4,209     607  
    CELGENE CORP 2013-10 PURCHASE 2014-09   94 79     15  
    CELGENE CORP 2013-10 PURCHASE 2014-10   1,232 943     289  
    CELGENE CORP 2013-10 PURCHASE 2015-03   120 79     41  
    CELGENE CORP 2013-11 PURCHASE 2015-03   120 74     46  
    CELGENE CORP 2013-11 PURCHASE 2015-03   710 442     268  
    CELGENE CORP 2013-11 PURCHASE 2015-05   351 221     130  
    CENOVOUS ENERGY INC 2014-01 PURCHASE 2014-07   333 365     -32  
    CENOVUS ENERGY INC 2015-01 PURCHASE 2015-06   103 119     -16  
    CENOVUS ENERGY INC 2013-01 PURCHASE 2015-06   171 332     -161  
    CENOVUS ENERGY INC 2014-06 PURCHASE 2015-06   137 236     -99  
    CENOVUS ENERGY INC 2013-01 PURCHASE 2015-06   51 100     -49  
    CENOVUS ENERGY INC 2013-01 PURCHASE 2015-06   154 301     -147  
    CENTENE CORP 2014-10 PURCHASE 2015-01   111 81     30  
    CENTENE CORP 2014-10 PURCHASE 2015-04   565 325     240  
    CERNER CORP 2013-01 PURCHASE 2015-03   72 42     30  
    CERNER CORP 2013-01 PURCHASE 2015-05   137 83     54  
    CERNER CORP 2013-01 PURCHASE 2015-05   137 83     54  
    CHECK POINT SOFTWARE TECH LTD 2013-01 PURCHASE 2014-09   144 98     46  
    CHECK POINT SOFTWARE TECH LTD 2013-01 PURCHASE 2015-01   476 294     182  
    CHECK POINT SOFTWARE TECH LTD 2013-01 PURCHASE 2015-01   2,620 1,617     1,003  
    CHECK POINT SOFTWARE TECH LTD 2013-05 PURCHASE 2015-01   318 197     121  
    CHECK POINT SOFTWARE TECH LTD 2013-07 PURCHASE 2015-01   159 113     46  
    CHECK POINT SOFTWARE TECH LTD 2013-08 PURCHASE 2015-01   635 463     172  
    CHECK POINT SOFTWARE TECH LTD 2013-08 PURCHASE 2015-01   159 116     43  
    CHECK POINT SOFTWARE TECH LTD 2013-08 PURCHASE 2015-05   262 174     88  
    CHEFS WAREHOUSE INC 2014-04 PURCHASE 2015-01   65 63     2  
    CHEFS WAREHOUSE INC 2014-04 PURCHASE 2015-04   161 168     -7  
    CHEFS WAREHOUSE INC 2014-04 PURCHASE 2015-04   232 252     -20  
    CHEFS WAREHOUSE INC 2014-04 PURCHASE 2015-04   252 273     -21  
    CHEVRON CORP 2009-10 PURCHASE 2014-10   1,307 846     461  
    CHEVRON CORP 2009-10 PURCHASE 2014-10   706 462     244  
    CHEVRON CORP 2009-10 PURCHASE 2014-10   928 615     313  
    CHEVRON CORPORATION 2009-10 PURCHASE 2014-09   126 77     49  
    CHINA MOBILE LTD 2013-03 PURCHASE 2014-08   763 729     34  
    CHUBB CORP 2013-01 PURCHASE 2014-08   525 484     41  
    CHUBB CORP 2013-01 PURCHASE 2015-01   308 242     66  
    CHURCH & DWIGHT INC 2013-01 PURCHASE 2015-05   331 228     103  
    CHURCH & DWIGHT INC 2013-01 PURCHASE 2015-05   84 57     27  
    CHURCH & DWIGNT INC 2013-01 PURCHASE 2015-01   246 171     75  
    CIELO SA 2013-01 PURCHASE 2014-07   489 279     210  
    CIELO SA 2015-04 PURCHASE 2015-04   11       11  
    CIELO SA 2013-01 PURCHASE 2015-05   323 198     125  
    CINEMARK HOLDINGS INC 2013-01 PURCHASE 2015-01   594 443     151  
    CIT GROUP INC 2013-12 PURCHASE 2014-09   96 102     -6  
    CIT GROUP INC NEW 2013-12 PURCHASE 2015-01   2,809 3,148     -339  
    CLARCOR INC 2013-01 PURCHASE 2015-01   63 50     13  
    CLARCOR INC 2013-01 PURCHASE 2015-05   313 249     64  
    CLOROX COMPANY 2013-01 PURCHASE 2014-10   289 232     57  
    CLOROX COMPANY 2013-01 PURCHASE 2014-10   386 309     77  
    CLOROX COMPANY 2013-01 PURCHASE 2015-01   107 77     30  
    COGNEX CORP 2013-04 PURCHASE 2014-09   82 38     44  
    COGNEX CORP 2013-04 PURCHASE 2015-03   249 94     155  
    COGNIZANT TECHNOLOGY SOLUTIONS 2013-01 PURCHASE 2015-03   124 78     46  
    COGNIZANT TECHNOLOGY SOLUTIONS 2013-01 PURCHASE 2015-05   131 78     53  
    COGNIZANT TECHNOLOGY SOLUTIONS 2013-01 PURCHASE 2015-05   196 116     80  
    COGNIZANT TECHNOLOGY SOLUTIONS 2013-01 PURCHASE 2015-05   131 77     54  
    COMCAST CORP CL A SPL 2013-01 PURCHASE 2015-01   491 344     147  
    COMCAST CORP CL A SPL 2013-01 PURCHASE 2015-02   58 38     20  
    COMCAST CORP CL A SPL 2013-01 PURCHASE 2015-05   170 115     55  
    COMCAST CORP NEW 2013-07 PURCHASE 2014-09   167 133     34  
    COMCAST CORP NEW 2013-07 PURCHASE 2015-01   2,264 1,777     487  
    COMCAST CORP NEW 2013-08 PURCHASE 2015-01   736 553     183  
    COMCAST CORP NEW CL A 2014-02 PURCHASE 2015-01   1,189 1,126     63  
    COMCAST CORP NEW CL A 2014-03 PURCHASE 2015-01   623 570     53  
    COMERICA INC 2014-03 PURCHASE 2015-01   1,313 1,534     -221  
    COMERICA INC 2013-12 PURCHASE 2015-01   2,372 2,620     -248  
    COMMVAULT SYSTEMS INC 2013-01 PURCHASE 2014-09   50 74     -24  
    COMMVAULT SYSTEMS INC 2013-01 PURCHASE 2015-05   92 148     -56  
    CONCHO RESOURCES INC 2013-01 PURCHASE 2015-01   227 180     47  
    CONSTANT CONTACT INC 2013-01 PURCHASE 2015-01   118 45     73  
    CONTINENTAL AG 2014-05 PURCHASE 2015-05   148 143     5  
    COOPER COS INC 2013-01 PURCHASE 2015-01   161 101     60  
    COOPER COS INC 2013-01 PURCHASE 2015-05   182 101     81  
    CORPORATE OFFICE PPTYS 2013-01 PURCHASE 2015-01   91 81     10  
    CORPORATE OFFICE PPTYS 2013-01 PURCHASE 2015-05   53 53        
    COSTCO WHSL CORP 2014-01 PURCHASE 2014-11   1,256 1,029     227  
    COSTCO WHSL CORP 2014-01 PURCHASE 2015-05   290 229     61  
    COVIDIEN PLC 2013-09 PURCHASE 2014-07   177 121     56  
    COVIDIEN PLC 2013-09 PURCHASE 2014-07   355 246     109  
    COVIDIEN PLC 2013-09 PURCHASE 2014-09   90 62     28  
    COVIDIEN PLC 2013-09 PURCHASE 2014-09   640 431     209  
    COVIDIEN PLC 2013-11 PURCHASE 2014-10   868 651     217  
    COVIDIEN PLC 2013-09 PURCHASE 2014-10   87 62     25  
    COVIDIEN PLC 2014-01 PURCHASE 2014-11   928 679     249  
    COVIDIEN PLC 2013-11 PURCHASE 2014-11   278 195     83  
    CROWN CASTLE INTL CORP 2013-01 PURCHASE 2014-09   81 74     7  
    CROWN CASTLE INTL CORP 2013-01 PURCHASE 2014-09   2,276 2,132     144  
    CROWN CASTLE INTL CORP 2013-02 PURCHASE 2014-09   1,020 894     126  
    CROWN HOLDINGS INC 2014-04 PURCHASE 2015-01   813 853     -40  
    CROWN HOLDINGS INC 2014-05 PURCHASE 2015-01   90 97     -7  
    CROWN HOLDINGS INC 2014-05 PURCHASE 2015-02   646 680     -34  
    CVS HEALTH CORP 2013-01 PURCHASE 2014-09   81 52     29  
    CVS HEALTH CORP 2013-01 PURCHASE 2014-09   82 52     30  
    CVS HEALTH CORP 2013-01 PURCHASE 2014-11   1,059 622     437  
    CVS HEALTH CORP 2013-01 PURCHASE 2014-12   817 466     351  
    CVS HEALTH CORPORATION 2013-01 PURCHASE 2015-01   2,515 1,295     1,220  
    CVS HEALTH CORPORATION 2013-02 PURCHASE 2015-01   604 307     297  
    CVS HEALTH CORPORATION 2013-02 PURCHASE 2015-01   503 256     247  
    CVS HEALTH CORPORATION 2013-02 PURCHASE 2015-01   100 51     49  
    CVS HEALTH CORPORATION 2013-05 PURCHASE 2015-01   701 420     281  
    CVS HEALTH CORPORATION 2013-05 PURCHASE 2015-05   204 120     84  
    CYBERONICS INC 2013-01 PURCHASE 2015-02   444 263     181  
    CYBERONICS INC 2013-03 PURCHASE 2015-02   74 47     27  
    CYBERONICS INC 2013-03 PURCHASE 2015-03   202 141     61  
    CYBERONICS INC 2013-04 PURCHASE 2015-03   135 93     42  
    CYBERONICS INC 2014-08 PURCHASE 2015-04   128 116     12  
    CYBERONICS INC 2014-09 PURCHASE 2015-04   128 113     15  
    CYBERONICS INC 2014-09 PURCHASE 2015-04   128 109     19  
    CYBERONICS INC 2013-04 PURCHASE 2015-04   191 140     51  
    DANA HOLDING CORP 2013-01 PURCHASE 2014-07   850 561     289  
    DANA HOLDING CORP 2013-05 PURCHASE 2014-07   49 35     14  
    DANAHER CORP 2013-01 PURCHASE 2014-09   77 61     16  
    DANAHER CORP 2013-01 PURCHASE 2014-09   77 61     16  
    DANAHER CORP 2013-01 PURCHASE 2015-01   1,760 1,274     486  
    DANAHER CORP 2013-01 PURCHASE 2015-01   2,933 2,121     812  
    DANAHER CORP 2013-01 PURCHASE 2015-01   500 364     136  
    DANAHER CORP 2013-01 PURCHASE 2015-05   86 61     25  
    DEL FRISCO'S RESTAURANT GP, INC 2014-04 PURCHASE 2015-01   60 74     -14  
    DELPHI AUTOMOTIVE PLC 2014-01 PURCHASE 2014-09   671 609     62  
    DELPHI AUTOMOTIVE PLC 2013-01 PURCHASE 2014-09   71 39     32  
    DELPHI AUTOMOTIVE PLC 2013-01 PURCHASE 2014-09   72 39     33  
    DELPHI AUTOMOTIVE PLC 2013-01 PURCHASE 2014-09   873 508     365  
    DELPHI AUTOMOTIVE PLC 2014-01 PURCHASE 2015-01   137 122     15  
    DELPHI AUTOMOTIVE PLC 2014-04 PURCHASE 2015-01   274 278     -4  
    DELPHI AUTOMOTIVE PLC 2014-04 PURCHASE 2015-02   78 70     8  
    DELPHI AUTOMOTIVE PLC 2014-04 PURCHASE 2015-04   748 626     122  
    DELPHI AUTOMOTIVE PLC 2014-04 PURCHASE 2015-05   87 70     17  
    DELTA AIR LINES INC 2014-01 PURCHASE 2014-08   2,963 2,399     564  
    DEUTSCHE BOERSE AG 2013-01 PURCHASE 2015-02   271 224     47  
    DEUTSCHE SECS TR 2014-02 PURCHASE 2014-09   532 461     71  
    DIAGEO PLC 2013-01 PURCHASE 2015-01   236 236        
    DIAGEO PLC 2013-01 PURCHASE 2015-05   112 118     -6  
    DIAMONDBACK ENERGY INC 2015-02 PURCHASE 2015-05   77 74     3  
    DIEBOLD INCORPORATED 2013-05 PURCHASE 2014-09   1,215 984     231  
    DIGITAL REALTY TRUST INC 2013-01 PURCHASE 2015-01   148 140     8  
    DIODES INCORPORATED 2013-10 PURCHASE 2015-01   53 47     6  
    DIODES INCORPORATED 2013-10 PURCHASE 2015-05   53 47     6  
    DISCOVERY COMMUNICATIONS A 2013-01 PURCHASE 2015-01   60 60        
    DISCOVERY COMMUNICATIONS C 2013-01 PURCHASE 2015-01   58 68     -10  
    DISCOVERY COMMUNICATIONS INC 2015-01 PURCHASE 2015-02   2,985 3,039     -54  
    DISCOVERY COMMUNICATIONS INC 2013-01 PURCHASE 2015-02   468 468        
    DISCOVERY COMMUNICATIONS INC 2013-01 PURCHASE 2015-02   59 70     -11  
    DISNEY WALT COMPANY 2013-01 PURCHASE 2014-08   899 544     355  
    DISNEY WALT COMPANY 2013-01 PURCHASE 2014-11   1,799 1,088     711  
    DOMINION RES INC 2013-09 PURCHASE 2014-10   555 460     95  
    DOMINION RES INC 2013-09 PURCHASE 2015-01   3,063 2,241     822  
    DOMINION RES INC 2013-11 PURCHASE 2015-01   1,414 1,188     226  
    DOMINION RES INC VA NEW 2013-09 PURCHASE 2014-09   71 57     14  
    DORMAN PRODUCTS INC 2014-07 PURCHASE 2014-10   826 819     7  
    DRIL-QUIP INC 2013-01 PURCHASE 2015-03   269 315     -46  
    EAGLE BANCORP INC 2014-01 PURCHASE 2015-01   101 97     4  
    EAGLE BANCORP INC 2014-01 PURCHASE 2015-05   79 65     14  
    EAGLE MATERIALS INC 2014-10 PURCHASE 2015-01   72 96     -24  
    EAGLE MATERIALS INC 2014-10 PURCHASE 2015-05   83 96     -13  
    EATON CORP PLC 2014-02 PURCHASE 2014-09   69 70     -1  
    EATON CORP PLC 2014-02 PURCHASE 2015-01   256 281     -25  
    EATON CORP PLC 2014-02 PURCHASE 2015-02   72 68     4  
    EATON CORP PLC 2014-02 PURCHASE 2015-02   640 615     25  
    EATON CORP PLC 2014-02 PURCHASE 2015-02   284 275     9  
    EBAY INC 2015-01 PURCHASE 2015-03   117 110     7  
    EBAY INC 2015-01 PURCHASE 2015-05   119 110     9  
    ECOLAB INC 2010-11 PURCHASE 2015-01   1,420 677     743  
    EMERALD OIL INC 2013-09 PURCHASE 2014-09   59 65     -6  
    EMERALD OIL INC 2014-03 PURCHASE 2014-11   96 245     -149  
    EMERALD OIL INC 2014-04 PURCHASE 2014-11   3 7     -4  
    EMERALD OIL INC 2014-05 PURCHASE 2014-11   88 219     -131  
    EMERALD OIL INC 2013-09 PURCHASE 2014-11   174 495     -321  
    EMERALD OIL INC 2013-09 PURCHASE 2014-11   35 97     -62  
    ENBRIDGE INC 2013-03 PURCHASE 2015-05   101 92     9  
    ENDURANCE SPECIALTY HLDG 2013-01 PURCHASE 2015-01   185 127     58  
    ENDURANCE SPECIALTY HLDG 2013-01 PURCHASE 2015-01   185 128     57  
    ENERGY XXI BERMUDA LTD 2013-02 PURCHASE 2014-10   41 125     -84  
    ENERGY XXI BERMUDA LTD 2013-02 PURCHASE 2014-10   41 129     -88  
    ENERGY XXI BERMUDA LTD 2013-03 PURCHASE 2014-10   62 184     -122  
    ENERGY XXI BERMUDA LTD 2013-07 PURCHASE 2014-10   31 69     -38  
    ENERGY XXI BERMUDA LTD 2013-01 PURCHASE 2014-10   164 505     -341  
    ENERGY XXI BERMUDA LTD 2013-02 PURCHASE 2014-10   44 125     -81  
    ENTERGY CORP NEW 2013-01 PURCHASE 2015-01   532 382     150  
    EOG RESOURCES INC 2014-10 PURCHASE 2015-01   354 396     -42  
    EOG RESOURCES INC 2014-10 PURCHASE 2015-05   90 99     -9  
    ESSEX PROPERTY TRUST INC 2013-01 PURCHASE 2015-01   230 154     76  
    ESTERLINE TECHNOLOGIES 2013-01 PURCHASE 2014-08   228 137     91  
    ESTERLINE TECHNOLOGIES 2013-01 PURCHASE 2014-10   571 342     229  
    ESTERLINE TECHNOLOGIES 2014-07 PURCHASE 2014-11   117 110     7  
    ESTERLINE TECHNOLOGIES CORP 2014-07 PURCHASE 2015-01   112 110     2  
    ESTERLINE TECHNOLOGIES CORP 2014-07 PURCHASE 2015-05   111 110     1  
    EVERCORE PARTNERS INC 2013-01 PURCHASE 2015-01   100 70     30  
    EXPEDIA INC 2015-01 PURCHASE 2015-05   415 349     66  
    EXPEDIA INC 2015-01 PURCHASE 2015-05   1,885 1,484     401  
    EXPEDITORS INTL WASH INC 2013-08 PURCHASE 2015-01   89 81     8  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2014-09   75 66     9  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-01   329 265     64  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-02   84 66     18  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-03   899 730     169  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-04   84 66     18  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-04   675 524     151  
    EXPRESS SCRIPTS HLDG CO 2013-08 PURCHASE 2015-04   176 131     45  
    EXPRESS SCRIPTS HLDG CO 2013-10 PURCHASE 2015-04   882 616     266  
    EXPRESS SCRIPTS HLDG CO 2015-04 PURCHASE 2015-05   265 253     12  
    EXXON MOBIL CORP 2013-01 PURCHASE 2014-12   854 823     31  
    EXXON MOBIL CORP 2013-01 PURCHASE 2015-01   354 366     -12  
    EXXON MOBIL CORP 2013-01 PURCHASE 2015-05   87 91     -4  
    FACEBOOK INC 2014-08 PURCHASE 2014-09   78 75     3  
    FACEBOOK INC 2014-08 PURCHASE 2015-03   160 150     10  
    FACEBOOK INC 2014-08 PURCHASE 2015-05   243 225     18  
    FANUC CORP 2013-01 PURCHASE 2015-05   529 393     136  
    FANUC CORP 2013-01 PURCHASE 2015-05   107 79     28  
    FEDEX CORPORATION 2015-01 PURCHASE 2015-05   357 350     7  
    FIDELITY NATIONAL INFORMATION SVCS 2013-05 PURCHASE 2014-09   58 44     14  
    FIDELITY NATIONAL INFORMATION SVCS 2013-05 PURCHASE 2015-01   439 305     134  
    FIDELITY NATIONAL INFORMATION SVCS 2013-05 PURCHASE 2015-02   66 44     22  
    FIDELITY NATIONAL INFORMATION SVCS 2013-05 PURCHASE 2015-05   65 44     21  
    FIFTH THIRD BANCORP 2013-01 PURCHASE 2014-11   61 49     12  
    FIFTH THIRD BANCORP 2013-01 PURCHASE 2014-12   1,596 1,257     339  
    FINANCIAL ENGINES INC 2014-07 PURCHASE 2015-05   123 130     -7  
    FIRST AMERICAN FINL CORP 2013-01 PURCHASE 2015-01   555 397     158  
    FIRST MIDWEST BANCORP INC 2013-01 PURCHASE 2015-01   97 76     21  
    FIRST MIDWEST BANCORP INC 2013-01 PURCHASE 2015-05   71 51     20  
    FLEETCOR TECHNOLOGIES INC 2014-05 PURCHASE 2015-01   2,430 2,041     389  
    FLEETCOR TECHNOLOGIES INC 2014-05 PURCHASE 2015-01   1,287 1,115     172  
    FLEETCOR TECHNOLOGIES INC 2014-06 PURCHASE 2015-01   1,287 1,182     105  
    FLEETCOR TECHNOLOGIES INC 2014-11 PURCHASE 2015-01   429 466     -37  
    FORTUNE BRANDS HOME & SECURITY 2013-01 PURCHASE 2015-01   135 97     38  
    FORTUNE BRANDS HOME & SECURITY INC 2013-01 PURCHASE 2014-07   76 65     11  
    FORUM ENERGY TECHNOLOGIES INC 2013-08 PURCHASE 2015-03   314 442     -128  
    FOSSIL GROUP 2013-01 PURCHASE 2014-11   104 106     -2  
    FOSSIL GROUP INC 2013-01 PURCHASE 2015-05   78 106     -28  
    FOSSIL GROUP INC 2013-01 PURCHASE 2015-06   504 743     -239  
    FRANKLIN RESOURCES INC 2013-06 PURCHASE 2014-09   56 50     6  
    FRANKLIN RESOURCES INC 2013-06 PURCHASE 2015-01   525 501     24  
    FRANKLIN RESOURCES INC 2013-06 PURCHASE 2015-05   155 150     5  
    GENERAL MILLS INC 2013-01 PURCHASE 2014-09   54 42     12  
    GENERAL MILLS INC 2013-01 PURCHASE 2015-02   53 42     11  
    GENERAL MILLS INC 2013-01 PURCHASE 2015-05   113 83     30  
    GENERAL MILLS INC 2013-01 PURCHASE 2015-01   544 417     127  
    GENERAL MOTORS CO 2014-10 PURCHASE 2015-01   1,150 1,128     22  
    GENERAL MOTORS CO 2013-12 PURCHASE 2015-01   473 581     -108  
    GENERAL MOTORS CO 2013-12 PURCHASE 2015-01   947 1,125     -178  
    GENERAL MOTORS CO 2013-12 PURCHASE 2015-01   744 953     -209  
    GENL DYNAMICS CORP 2014-07 PURCHASE 2014-11   1,127 972     155  
    GENL DYNAMICS CORP 2014-07 PURCHASE 2015-01   2,661 2,309     352  
    GENTHERM INC 2014-10 PURCHASE 2015-05   107 80     27  
    GENUINE PARTS CO 2013-01 PURCHASE 2015-01   683 464     219  
    GILEAD SCIENCES INC 2015-01 PURCHASE 2015-03   103 106     -3  
    GILEAD SCIENCES INC 2015-01 PURCHASE 2015-03   1,693 1,805     -112  
    GILEAD SCIENCES INC 2015-01 PURCHASE 2015-05   222 212     10  
    GIVAUDAN-UNSPON-ADR 2013-01 PURCHASE 2014-10   585 423     162  
    GLOBUS MEDICAL INC 2013-08 PURCHASE 2015-01   367 261     106  
    GLOBUS MEDICAL INC 2013-08 PURCHASE 2015-05   103 70     33  
    GLOBUS MEDICAL INC 2013-08 PURCHASE 2015-06   304 209     95  
    GOLDCORP INC 2014-10 PURCHASE 2015-01   2,217 2,160     57  
    GOLDMAN SACHS GROUP INC 2013-01 PURCHASE 2014-07   985 867     118  
    GOLDMAN SACHS GROUP INC 2013-01 PURCHASE 2014-09   186 145     41  
    GOLDMAN SACHS GROUP INC 2013-01 PURCHASE 2014-09   743 577     166  
    GOLDMAN SACHS GROUP INC 2013-01 PURCHASE 2015-01   523 433     90  
    GOLDMAN SACHS GROUP INC 2013-01 PURCHASE 2015-05   205 144     61  
    GOOGLE CL C NON-VOTING 2013-01 PURCHASE 2014-08   2,288 1,502     786  
    GOOGLE CL C NON-VOTING 2013-02 PURCHASE 2014-08   1,144 784     360  
    GOOGLE CL C NON-VOTING 2013-05 PURCHASE 2014-08   572 435     137  
    GOOGLE CL C NON-VOTING 2013-06 PURCHASE 2014-08   572 432     140  
    GOOGLE INC CL A 2013-01 PURCHASE 2015-05   548 377     171  
    GRACE W R & CO 2013-01 PURCHASE 2015-01   176 142     34  
    GRACE W R & CO 2013-01 PURCHASE 2015-02   541 426     115  
    GRUPO FINANCIERO BANORTE SAB DECV 2013-03 PURCHASE 2014-10   188 239     -51  
    GULFPORT ENERGY CORP 2013-02 PURCHASE 2015-01   78 72     6  
    HAIN CELESTIAL GROUP INC 2014-02 PURCHASE 2015-01   216 173     43  
    HAIN CELESTIAL GROUP INC 2014-02 PURCHASE 2015-05   362 259     103  
    HAIN CELESTIAL GROUP INC 2014-02 PURCHASE 2015-05   62 43     19  
    HALLIBURTON COMPANY 2014-04 PURCHASE 2014-12   1,362 2,138     -776  
    HALLIBURTON COMPANY 2014-09 PURCHASE 2014-12   990 1,625     -635  
    HARTFORD FINL SVCS GROUP INC 2014-01 PURCHASE 2015-01   279 232     47  
    HASBRO INC 2013-01 PURCHASE 2015-01   492 344     148  
    HCA HOLDINGS INC 2014-12 PURCHASE 2015-01   3,229 3,286     -57  
    HCP INC 2013-01 PURCHASE 2015-01   192 185     7  
    HEALTH CARE REIT INC 2013-01 PURCHASE 2015-01   748 553     195  
    HEALTH CARE REIT INC 2013-01 PURCHASE 2015-01   501 369     132  
    HEALTHCARE SVCS GROUP INC 2013-01 PURCHASE 2015-01   95 74     21  
    HEALTHCARE SVCS GROUP INC 2013-01 PURCHASE 2015-02   393 295     98  
    HEALTHSOUTH CORP 2013-01 PURCHASE 2015-01   219 119     100  
    HEALTHSTREAM INC 2014-02 PURCHASE 2014-07   76 86     -10  
    HEALTHSTREAM INC 2014-02 PURCHASE 2014-07   126 149     -23  
    HEALTHSTREAM INC 2014-02 PURCHASE 2014-07   25 29     -4  
    HEALTHSTREAM INC 2014-02 PURCHASE 2014-08   183 208     -25  
    HEALTHSTREAM INC 2014-02 PURCHASE 2014-10   224 268     -44  
    HEALTHSTREAM INC 2014-03 PURCHASE 2014-10   224 240     -16  
    HEALTHSTREAM INC 2014-04 PURCHASE 2014-10   99 84     15  
    HEICO CORP 2013-01 PURCHASE 2015-05   57 38     19  
    HEICO CORP NEW 2013-01 PURCHASE 2015-01   61 38     23  
    HELIX ENERGY SOLUTIONS GROUP 2013-01 PURCHASE 2014-11   80 68     12  
    HELIX ENERGY SOLUTIONS GROUP 2013-01 PURCHASE 2015-01   57 68     -11  
    HELIX ENERGY SOLUTIONS GROUP 2013-01 PURCHASE 2015-03   115 182     -67  
    HENKEL AG & CO 2013-07 PURCHASE 2015-05   242 191     51  
    HFF INC CLASS A 2014-09 PURCHASE 2015-05   244 181     63  
    HOME DEPOT 2013-07 PURCHASE 2014-08   1,100 921     179  
    HOME DEPOT INC 2013-07 PURCHASE 2015-01   1,060 767     293  
    HOME DEPOT INC 2013-07 PURCHASE 2015-01   1,060 790     270  
    HOME DEPOT INC 2013-12 PURCHASE 2015-01   1,590 1,198     392  
    HOME DEPOT INC 2014-01 PURCHASE 2015-01   1,484 1,117     367  
    HONEYWELL INTERNATIONAL INC 2009-10 PURCHASE 2015-05   212 74     138  
    HONEYWELL INTERNATIONAL INC 2009-10 PURCHASE 2015-05   211 74     137  
    HUB GROUP INC 2013-01 PURCHASE 2014-09   214 185     29  
    HUB GROUP INC 2013-01 PURCHASE 2014-11   411 408     3  
    HUBBELL INC CL B 2013-04 PURCHASE 2015-01   106 92     14  
    HUBBELL INC CL B 2013-04 PURCHASE 2015-05   111 92     19  
    I HS INC 2013-01 PURCHASE 2014-10   1,224 1,033     191  
    ICON PLC 2014-04 PURCHASE 2015-01   108 78     30  
    ICON PLC 2013-01 PURCHASE 2014-09   158 87     71  
    ICON PLC 2013-01 PURCHASE 2014-10   57 29     28  
    ICON PLC 2013-02 PURCHASE 2014-10   402 207     195  
    ICON PLC 2013-08 PURCHASE 2015-01   323 227     96  
    ICON PLC 2013-10 PURCHASE 2015-01   269 203     66  
    ICONIX BRAND GROUP INC 2013-01 PURCHASE 2015-01   69 48     21  
    ICU MED INC 2013-05 PURCHASE 2014-09   63 66     -3  
    ICU MED INC 2013-05 PURCHASE 2015-04   184 133     51  
    ICU MED INC 2013-05 PURCHASE 2015-05   96 66     30  
    IDEXX LABORATORIES INC 2014-11 PURCHASE 2015-01   2,488 2,160     328  
    IDEXX LABORATORIES INC 2014-11 PURCHASE 2015-01   1,327 1,215     112  
    ILLINOIS TOOL WORKS INC 2014-04 PURCHASE 2015-01   278 249     29  
    ILLINOIS TOOL WORKS INC 2014-04 PURCHASE 2015-05   193 166     27  
    IMPERIAL TOB GROUP PLC 2014-04 PURCHASE 2015-01   186 163     23  
    IMPERIAL TOB GROUP PLC 2014-05 PURCHASE 2015-04   787 694     93  
    IMPERIAL TOB GROUP PLC 2014-04 PURCHASE 2015-04   790 652     138  
    INTEGRA LIFESCIENCES HOLDING 2013-01 PURCHASE 2015-01   113 85     28  
    INTEGRA LIFESCIENCES HOLDING 2013-01 PURCHASE 2015-04   237 169     68  
    INTEGRA LIFESCIENCES HOLDING 2013-01 PURCHASE 2015-05   67 42     25  
    INTERNATIONAL BUSINESS MACHINE CORP 2009-09 PURCHASE 2014-11   812 590     222  
    INTERNATIONAL BUSINESS MACHINE CORP 2009-09 PURCHASE 2015-01   152 118     34  
    INTUIT INC 2014-09 PURCHASE 2015-01   1,956 1,900     56  
    INTUIT INC 2014-12 PURCHASE 2015-01   533 557     -24  
    INTUIT INC 2013-10 PURCHASE 2015-01   2,578 2,074     504  
    INTUITIVE SURGICAL INC 2015-01 PURCHASE 2015-05   502 511     -9  
    INVESCO LTD 2013-01 PURCHASE 2015-01   369 276     93  
    INVESCO LTD 2013-01 PURCHASE 2015-01   222 166     56  
    INVESCO LTD 2013-01 PURCHASE 2015-05   80 55     25  
    IPC HEALTHCARE INC 2014-07 PURCHASE 2015-04   210 185     25  
    IPC HEALTHCARE INC 2014-07 PURCHASE 2015-04   52 47     5  
    IRON MOUNTAIN INC 2013-01 PURCHASE 2015-01   162 137     25  
    IRON MOUNTAIN INC 2013-01 PURCHASE 2015-05   75 69     6  
    IRON MOUNTAIN INC PA 2013-01 PURCHASE 2014-11   75 69     6  
    ITC HOLDINGS CORP 2013-01 PURCHASE 2015-01   217 132     85  
    ITC HOLDINGS CORP 2013-01 PURCHASE 2015-04   1,323 948     375  
    ITC HOLDINGS CORP 2013-01 PURCHASE 2015-05   72 53     19  
    J2 GLOBAL INC 2013-01 PURCHASE 2015-01   118 64     54  
    J2 GLOBAL INC 2013-01 PURCHASE 2015-02   326 160     166  
    JANUS CAPITAL GROUP INC 2013-07 PURCHASE 2015-01   520 252     268  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2014-09   104 60     44  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2014-09   104 60     44  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2014-10   1,558 895     663  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2014-10   1,038 596     442  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2015-01   2,757 1,610     1,147  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2015-01   714 417     297  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2015-05   104 60     44  
    JOHNSON & JOHNSON 2009-10 PURCHASE 2015-02   99 60     39  
    JOHNSON CONTROLS INC 2013-01 PURCHASE 2015-01   417 278     139  
    JOHNSON CONTROLS INC 2013-01 PURCHASE 2015-02   48 31     17  
    JOHNSON CONTROLS INC 2013-01 PURCHASE 2015-05   100 62     38  
    JP MORGAN CHASE & CO 2009-12 PURCHASE 2015-01   991 729     262  
    JP MORGAN CHASE & CO 2010-08 PURCHASE 2015-01   55 36     19  
    JPMORGAN CHASE & CO 2009-12 PURCHASE 2014-09   180 122     58  
    JPMORGAN CHASE & CO 2010-08 PURCHASE 2015-02   59 36     23  
    JPMORGAN CHASE & CO 2010-08 PURCHASE 2015-05   335 181     154  
    JULIUS BAER GROUP LTD 2013-08 PURCHASE 2015-05   129 112     17  
    KANSAS CITY SOUTHERN NEW 2013-01 PURCHASE 2014-11   126 94     32  
    KANSAS CITY SOUTHERN NEW 2013-01 PURCHASE 2015-01   110 94     16  
    KANSAS CITY SOUTHERN NEW 2013-01 PURCHASE 2015-06   1,029 1,032     -3  
    KEY ENERGY GROUP INC 2014-04 PURCHASE 2014-08   6 10     -4  
    KEY ENERGY GROUP INC 2013-01 PURCHASE 2014-08   440 581     -141  
    KEY ENERGY GROUP INC 2013-01 PURCHASE 2014-08   13 16     -3  
    KEY ENERGY GROUP INC 2013-07 PURCHASE 2014-08   145 143     2  
    KILROY RLTY CORP 2013-01 PURCHASE 2015-01   151 98     53  
    KILROY RLTY CORP 2013-01 PURCHASE 2015-05   71 49     22  
    KIRBY CORP 2013-01 PURCHASE 2014-07   238 132     106  
    KIRBY CORP 2013-01 PURCHASE 2014-11   212 132     80  
    KIRBY CORP 2013-01 PURCHASE 2015-01   79 66     13  
    KIRBY CORP 2013-01 PURCHASE 2015-05   776 658     118  
    KOHLS CORP 2013-02 PURCHASE 2015-01   368 272     96  
    KONINKLIJKE AHOLD NV 2013-01 PURCHASE 2015-05   413 319     94  
    KRAFT FOODS GROUP 2009-10 PURCHASE 2014-09   58 29     29  
    KRAFT FOODS GROUP 2009-10 PURCHASE 2014-09   228 115     113  
    KRAFT FOODS GROUP 2013-05 PURCHASE 2014-09   514 496     18  
    KRAFT FOODS GROUP 2013-08 PURCHASE 2014-09   1,827 1,765     62  
    L BRANDS INC 2013-01 PURCHASE 2015-01   257 144     113  
    L BRANDS INC 2013-01 PURCHASE 2015-05   89 48     41  
    LABORATORY CORP OF AMER HOLDGS 2014-04 PURCHASE 2014-11   2,120 2,135     -15  
    LANDSTAR SYSTEMS INC 2013-01 PURCHASE 2014-09   72 59     13  
    LANDSTAR SYSTEMS INC 2013-01 PURCHASE 2015-05   64 59     5  
    LEIDOS HOLDINGS INC 2013-01 PURCHASE 2015-02   785 630     155  
    LEIDOS HOLDINGS INC 2013-02 PURCHASE 2015-02   266 216     50  
    LEVEL 3 COMMUNICATIONS 2014-11 PURCHASE 2015-01   2,360 2,194     166  
    LEVEL 3 COMMUNICATIONS 2014-11 PURCHASE 2015-01   1,255 1,195     60  
    LIBERTY BROADBAND 2014-09 PURCHASE 2014-11   7 7        
    LIBERTY BROADBAND 2013-01 PURCHASE 2014-11   5 4     1  
    LIBERTY BROADBAND CORP - SER A 2013-01 PURCHASE 2015-05   105 75     30  
    LIBERTY BROADBAND CORP - SER C 2013-01 PURCHASE 2015-05   53 37     16  
    LIBERTY MEDIA CORP 2013-01 PURCHASE 2015-01   107 81     26  
    LIBERTY MEDIA CORP 2013-01 PURCHASE 2015-01   71 54     17  
    LIBERTY MEDIA CORP 2013-01 PURCHASE 2015-05   76 57     19  
    LIFELOCK INC 2014-03 PURCHASE 2014-09   118 167     -49  
    LIFELOCK INC 2014-03 PURCHASE 2014-10   122 167     -45  
    LIFELOCK INC 2014-03 PURCHASE 2015-05   76 105     -29  
    LINCOLN NATL CORP IND 2013-01 PURCHASE 2015-01   155 85     70  
    LINCOLN NATL CORP IND 2013-01 PURCHASE 2015-05   118 57     61  
    LINDE AG 2013-01 PURCHASE 2015-05   118 111     7  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2014-07   839 462     377  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2014-09   870 462     408  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2015-01   381 185     196  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2015-04   1,191 554     637  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2015-04   397 178     219  
    LOCKHEED MARTIN CORP 2013-01 PURCHASE 2015-05   939 446     493  
    LORILLARD INC 2013-01 PURCHASE 2014-09   60 40     20  
    LORILLARD INC 2013-01 PURCHASE 2015-01   330 199     131  
    LORILLARD INC 2013-01 PURCHASE 2015-05   72 40     32  
    LORILLARD INC 2013-01 PURCHASE 2015-06   432 239     193  
    LORILLARD INC 2013-01 PURCHASE 2015-06   715 398     317  
    LORILLARD INC 2013-07 PURCHASE 2015-06   1,287 803     484  
    LUMBER LIQUIDATIORS HLDGS 2014-07 PURCHASE 2015-02   538 794     -256  
    LUMBER LIQUIDATORS HLDGS 2014-07 PURCHASE 2014-09   57 72     -15  
    LYONDELLBASELL 2013-01 PURCHASE 2014-09   114 63     51  
    LYONDELLBASELL INDUSTRIES 2013-01 PURCHASE 2014-12   1,087 877     210  
    LYONDELLBASELL INDUSTRIES 2014-06 PURCHASE 2015-01   157 199     -42  
    LYONDELLBASELL INDUSTRIES 2014-02 PURCHASE 2014-12   155 164     -9  
    LYONDELLBASELL INDUSTRIES 2014-02 PURCHASE 2014-12   1,873 2,051     -178  
    LYONDELLBASELL INDUSTRIES 2014-06 PURCHASE 2014-12   75 99     -24  
    M & T BANK CORP 2013-01 PURCHASE 2014-10   709 624     85  
    M & T BANK CORP 2013-01 PURCHASE 2015-01   116 104     12  
    MACERICH CO 2013-01 PURCHASE 2015-01   263 177     86  
    MACERICH CO 2013-01 PURCHASE 2015-05   83 59     24  
    MACY'S INC 2014-06 PURCHASE 2015-01   197 179     18  
    MACY'S INC 2014-06 PURCHASE 2015-05   69 60     9  
    MACY'S INC 2014-06 PURCHASE 2015-06   1,582 1,374     208  
    MADDEN STEVEN LTD 2013-01 PURCHASE 2014-07   234 217     17  
    MADDEN STEVEN LTD 2013-01 PURCHASE 2015-05   79 62     17  
    MARRIOTT INCL INC NEW 2013-01 PURCHASE 2015-01   157 78     79  
    MARRIOTT INTL INC 2013-01 PURCHASE 2015-05   81 39     42  
    MARRIOTT INTL INC. NEW 2013-01 PURCHASE 2014-07   265 156     109  
    MARTIN MARIETTA 2014-08 PURCHASE 2015-01   984 1,162     -178  
    MARTIN MARIETTA 2014-09 PURCHASE 2015-01   875 1,049     -174  
    MASIMO CORP 2014-03 PURCHASE 2015-05   72 55     17  
    MASTERCARD INC CL A 2015-01 PURCHASE 2015-03   183 165     18  
    MASTERCARD INC CL A 2015-01 PURCHASE 2015-05   281 247     34  
    MATRESS FIRM HOLDING CORP 2015-01 PURCHASE 2015-01   59 59        
    MATTRESS FIRM HOLDING CORP 2015-01 PURCHASE 2015-05   57 59     -2  
    MCCORMICK & CO INC 2015-02 PURCHASE 2015-05   318 303     15  
    MCDONALDS CORP 2013-01 PURCHASE 2014-09   92 94     -2  
    MCDONALDS CORP 2014-06 PURCHASE 2015-01   900 1,014     -114  
    MCDONALDS CORP 2014-07 PURCHASE 2015-01   720 807     -87  
    MCDONALDS CORP 2013-01 PURCHASE 2015-01   748 750     -2  
    MCDONALDS CORP 2013-01 PURCHASE 2015-01   180 188     -8  
    MCKESSON CORPORATION 2013-01 PURCHASE 2015-01   434 212     222  
    MDC PARTNERS INC 2014-09 PURCHASE 2015-01   72 62     10  
    MEDTRONIC PLC 2015-01 PURCHASE 2015-05   156 154     2  
    MENTOR GRAPHICS CORP 2013-01 PURCHASE 2015-01   115 84     31  
    MENTOR GRAPHICS CORP 2013-01 PURCHASE 2015-05   50 34     16  
    MERCK & CO INC 2014-08 PURCHASE 2014-09   61 57     4  
    MERCK & CO INC 2014-08 PURCHASE 2015-01   741 689     52  
    MERCK & CO INC 2014-08 PURCHASE 2015-02   59 57     2  
    MERCK & CO INC 2014-08 PURCHASE 2015-05   121 115     6  
    METLIFE INC 2010-11 PURCHASE 2014-09   55 38     17  
    METLIFE INC 2010-11 PURCHASE 2015-01   521 418     103  
    METLIFE INC 2010-11 PURCHASE 2015-05   160 114     46  
    MICROCHIP TECHNOLOGY INC 2013-01 PURCHASE 2015-01   184 127     57  
    MICROS SYSTEMS INC 2013-01 PURCHASE 2014-07   1,353 901     452  
    MICROS SYSTEMS INC 2013-01 PURCHASE 2014-07   135 90     45  
    MICROS SYSTEMS INC 2013-01 PURCHASE 2014-09   1,156 766     390  
    MICROSOFT CORP 2009-12 PURCHASE 2014-07   2,076 1,365     711  
    MICROSOFT CORP 2009-12 PURCHASE 2014-09   140 89     51  
    MICROSOFT CORP 2009-12 PURCHASE 2015-01   3,633 2,314     1,319  
    MISTRAS GROUP INC 2013-04 PURCHASE 2014-09   107 105     2  
    MISTRAS GROUP INC 2013-04 PURCHASE 2015-01   63 63        
    MISTRAS GROUP INC 2013-04 PURCHASE 2015-04   201 230     -29  
    MISTRAS GROUP INC 2013-06 PURCHASE 2015-04   310 289     21  
    MISTRAS GROUP INC 2013-07 PURCHASE 2015-04   73 70     3  
    MISTRAS GROUP INC 2013-10 PURCHASE 2015-04   128 134     -6  
    MONOTYPE IMAGING HLDGS 2014-04 PURCHASE 2015-05   53 58     -5  
    MONRO MUFFLER BRAKE INC 2013-01 PURCHASE 2015-01   60 36     24  
    MONRO MUFFLER BRAKE INC 2013-01 PURCHASE 2015-05   63 36     27  
    MONSANTO CO NEW 2013-01 PURCHASE 2014-08   1,521 1,339     182  
    MONSANTO CO NEW 2013-01 PURCHASE 2014-09   2,365 2,164     201  
    MONSTER BEVERAGE CORP 2013-01 PURCHASE 2014-10   196 94     102  
    MONSTER BEVERAGE CORP 2013-01 PURCHASE 2015-01   236 94     142  
    MONSTER BEVERAGE CORP 2013-01 PURCHASE 2015-03   700 236     464  
    MONSTER BEVERAGE CORP 2013-01 PURCHASE 2015-05   132 47     85  
    MORNINGSTAR INC 2013-01 PURCHASE 2014-09   136 132     4  
    MORNINGSTAR INC 2013-01 PURCHASE 2014-10   673 659     14  
    MYLAN INC 2014-06 PURCHASE 2015-01   170 149     21  
    MYLAN INC 2014-06 PURCHASE 2015-03   1,327 1,144     183  
    MYLAN NV 2015-03 PURCHASE 2015-05   71 58     13  
    NASDAQ OMX GROUP 2013-11 PURCHASE 2014-09   43 37     6  
    NASDAQ OMX GROUP 2013-11 PURCHASE 2015-01   362 300     62  
    NASDAQ OMX GROUP 2013-11 PURCHASE 2015-02   50 37     13  
    NASDAQ OMX GROUP 2013-11 PURCHASE 2015-05   52 37     15  
    NATIONAL BANK HOLDINGS 2013-08 PURCHASE 2014-10   18 20     -2  
    NATIONAL BANK HOLDINGS 2013-08 PURCHASE 2014-10   257 288     -31  
    NATIONAL BANK HOLDINGS 2013-08 PURCHASE 2014-10   147 164     -17  
    NATIONAL BANK HOLDINGS 2013-08 PURCHASE 2014-10   423 470     -47  
    NATIONAL BANK HOLDINGS 2013-10 PURCHASE 2014-10   92 105     -13  
    NATIONAL BANK HOLDINGS CORP 2013-10 PURCHASE 2014-10   129 148     -19  
    NATIONAL FUEL GAS CO 2013-01 PURCHASE 2015-01   205 160     45  
    NESTLE S A REG ADR 2013-01 PURCHASE 2014-08   762 693     69  
    NESTLE S A REG ADR 2013-01 PURCHASE 2015-01   459 416     43  
    NESTLE SA REG ADR 2013-01 PURCHASE 2015-05   156 139     17  
    NEUSTAR INC CLASS A 2013-01 PURCHASE 2015-01   55 88     -33  
    NEUSTAR INC CLASS A 2013-01 PURCHASE 2015-05   55 88     -33  
    NEXTERA ENERGY INC 2014-01 PURCHASE 2014-09   98 89     9  
    NEXTERA ENERGY INC 2014-01 PURCHASE 2015-01   1,529 1,242     287  
    NEXTERA ENERGY INC 2014-04 PURCHASE 2015-01   874 776     98  
    NEXTERA ENERGY INC. 2014-01 PURCHASE 2014-07   975 887     88  
    NEXTERA ENERGY INC. 2014-01 PURCHASE 2014-07   948 887     61  
    NICE SYSTEMS INC 2013-01 PURCHASE 2015-01   149 111     38  
    NICE SYSTEMS LTD 2013-01 PURCHASE 2014-07   201 184     17  
    NICE SYSTEMS LTD 2013-01 PURCHASE 2015-02   579 405     174  
    NICE SYSTEMS LTD 2013-01 PURCHASE 2015-05   535 332     203  
    NICE SYSTEMS LTD 2013-01 PURCHASE 2015-05   67 37     30  
    NIELSEN NV 2013-11 PURCHASE 2014-09   178 160     18  
    NIELSEN NV 2013-11 PURCHASE 2014-09   45 41     4  
    NIELSEN NV 2013-11 PURCHASE 2014-09   1,382 1,261     121  
    NIELSEN NV 2014-01 PURCHASE 2014-09   223 219     4  
    NIELSEN NV 2014-01 PURCHASE 2014-09   178 180     -2  
    NIELSEN NV 2013-09 PURCHASE 2014-09   712 582     130  
    NIELSEN NV 2014-01 PURCHASE 2015-05   138 135     3  
    NISOURCE INC 2013-01 PURCHASE 2014-07   194 133     61  
    NISOURCE INC 2013-01 PURCHASE 2014-08   663 478     185  
    NISOURCE INC 2013-01 PURCHASE 2015-01   176 106     70  
    NISOURCE INC 2013-01 PURCHASE 2015-01   308 186     122  
    NISOURCE INC 2013-01 PURCHASE 2015-05   94 53     41  
    NOBLE ENERGY INC 2013-10 PURCHASE 2015-01   1,538 2,456     -918  
    NORDEA BANK AB 2013-01 PURCHASE 2015-03   642 528     114  
    NORDSON CORP 2013-12 PURCHASE 2015-01   147 147        
    NORDSON CORP 2013-12 PURCHASE 2015-05   83 74     9  
    NORTHERN TRUST CORP 2013-01 PURCHASE 2015-01   133 102     31  
    NORTHERN TRUST CORP 2013-01 PURCHASE 2015-05   152 102     50  
    NORTHROP GRUMMAN CORP 2015-01 PURCHASE 2015-05   158 147     11  
    NUVASIVE INC 2015-04 PURCHASE 2015-05   95 86     9  
    OCCIDENTAL PETE CORP 2013-01 PURCHASE 2014-12   610 648     -38  
    OCCIDENTAL PETE CORP 2013-01 PURCHASE 2015-01   308 324     -16  
    OCCIDENTAL PETE CORP 2013-01 PURCHASE 2015-05   76 81     -5  
    OCEANEERING INTL INC 2013-01 PURCHASE 2015-01   107 122     -15  
    OLD DOMINION FREIGHT LINE INC 2013-06 PURCHASE 2014-07   124 83     41  
    OLD DOMINION FREIGHT LINE INC 2013-06 PURCHASE 2014-11   231 125     106  
    OLD DOMINION FREIGHT LINE INC 2013-06 PURCHASE 2015-01   147 83     64  
    OLD DOMINION FREIGHT LINE INC 2013-06 PURCHASE 2015-05   72 42     30  
    OLD REPUBLIC INTL CORP 2013-01 PURCHASE 2015-02   552 423     129  
    OMNICELL INC 2014-08 PURCHASE 2015-03   199 159     40  
    OMNICELL INC 2014-08 PURCHASE 2015-05   72 53     19  
    OMNICOM GROUP 2010-08 PURCHASE 2015-01   222 106     116  
    ON SEMI CONDUCTOR CORP 2013-06 PURCHASE 2015-01   129 101     28  
    ON SEMI CONDUCTOR CORP 2013-06 PURCHASE 2015-05   89 54     35  
    ORACLE CORPORATION 2013-10 PURCHASE 2014-09   894 729     165  
    ORACLE CORPORATION 2013-12 PURCHASE 2014-09   1,869 1,701     168  
    ORACLE CORPORATION 2013-12 PURCHASE 2014-09   623 592     31  
    ORACLE CORPORATION 2014-01 PURCHASE 2014-09   1,090 1,064     26  
    ORACLE CORPORATION 2013-01 PURCHASE 2014-09   1,747 1,519     228  
    ORACLE CORPORATION 2014-01 PURCHASE 2014-10   907 912     -5  
    ORACLE CORPORATION 2014-01 PURCHASE 2015-01   654 554     100  
    ORACLE CORPORATION 2014-01 PURCHASE 2015-01   1,246 1,072     174  
    ORACLE CORPORATION 2014-01 PURCHASE 2015-01   218 190     28  
    O'REILLY AUTOMOTIVE INC 2013-01 PURCHASE 2014-08   310 185     125  
    O'REILLY AUTOMOTIVE INC 2013-01 PURCHASE 2014-09   158 92     66  
    O'REILLY AUTOMOTIVE INC 2013-01 PURCHASE 2014-09   2,174 1,292     882  
    PARTNER COMMUNICATIONS CO LTD 2013-01 PURCHASE 2015-03   248 411     -163  
    PARTNER COMMUNICATIONS CO LTD 2013-01 PURCHASE 2015-03   7 12     -5  
    PARTNER COMMUNICATIONS CO LTD 2013-01 PURCHASE 2015-03   230 400     -170  
    PEABODY ENERGY CORP 2015-01 PURCHASE 2015-02   191 171     20  
    PEABODY ENERGY CORP 2013-09 PURCHASE 2015-02   397 1,009     -612  
    PEBBLEBROOK HOTEL TR 2013-08 PURCHASE 2015-01   98 52     46  
    PEBBLEBROOK HOTEL TR 2013-08 PURCHASE 2015-05   172 104     68  
    PENKSE AUTO GROUP INC 2014-01 PURCHASE 2015-01   149 135     14  
    PENSKE AUTO GROUP INC 2014-01 PURCHASE 2015-05   51 45     6  
    PENTAIR PLC 2015-03 PURCHASE 2015-05   64 64        
    PEPSICO INCORPORATED 2014-09 PURCHASE 2015-01   2,854 2,691     163  
    PEPSICO INCORPORATED 2013-11 PURCHASE 2015-01   2,362 2,022     340  
    PERKINELMER INC 2014-03 PURCHASE 2015-01   131 138     -7  
    PERKINELMER INC 2014-03 PURCHASE 2015-05   53 46     7  
    PERRIGO CO PLC 2013-12 PURCHASE 2014-11   1,394 1,398     -4  
    PERRIGO CO PLC 2014-03 PURCHASE 2014-11   1,084 1,142     -58  
    PERRIGO CO PLC 2014-03 PURCHASE 2015-01   157 163     -6  
    PERRIGO CO PLC 2014-03 PURCHASE 2015-05   198 163     35  
    PFIZER INC 2013-01 PURCHASE 2014-12   915 780     135  
    PFIZER INCORPORATED 2013-01 PURCHASE 2014-08   848 807     41  
    PFIZER INCORPORATED 2013-01 PURCHASE 2014-09   59 54     5  
    PFIZER INCORPORATED 2013-01 PURCHASE 2015-01   3,918 3,226     692  
    PFIZER INCORPORATED 2013-01 PURCHASE 2015-01   849 699     150  
    PFIZER INCORPORATED 2013-01 PURCHASE 2015-01   577 484     93  
    PFIZER INCORPORATED 2013-01 PURCHASE 2015-02   35 27     8  
    PFIZER INCORPORATED 2013-01 PURCHASE 2015-05   137 108     29  
    PHILIP MORRIS 2013-01 PURCHASE 2015-02   84 89     -5  
    PHILIP MORRIS INTERNATIONAL INC 2013-01 PURCHASE 2014-09   84 89     -5  
    PHILIP MORRIS INTERNATIONAL INC 2013-01 PURCHASE 2015-01   646 715     -69  
    PHILIP MORRIS INTERNATIONAL INC 2013-01 PURCHASE 2015-05   171 179     -8  
    PIER 1 IMPORTS INC 2013-09 PURCHASE 2014-07   505 740     -235  
    PIER 1 IMPORTS INC 2013-09 PURCHASE 2014-07   214 291     -77  
    PIER 1 IMPORTS INC 2013-10 PURCHASE 2014-07   46 58     -12  
    PIER 1 IMPORTS INC 2013-10 PURCHASE 2014-07   168 231     -63  
    PLANTRONICS INC 2013-01 PURCHASE 2015-05   539 382     157  
    PLANTRONICS INC 2013-01 PURCHASE 2015-05   56 38     18  
    POLYONE CORPORATION 2014-03 PURCHASE 2015-01   180 185     -5  
    POPEYES LOUISIANA KITCHEN INC 2014-01 PURCHASE 2015-01   116 79     37  
    POWER INTEGRATIONS INC 2013-01 PURCHASE 2014-09   55 38     17  
    POWER INTEGRATIONS INC 2013-01 PURCHASE 2015-05   51 38     13  
    PPG INDUSTRIES INC 2013-10 PURCHASE 2014-07   1,442 1,162     280  
    PPG INDUSTRIES INC 2013-10 PURCHASE 2014-09   2,224 1,826     398  
    PPG INDUSTRIES INC 2014-11 PURCHASE 2015-01   223 210     13  
    PPG INDUSTRIES INC 2014-11 PURCHASE 2015-05   229 210     19  
    PRA GRP INC 2013-01 PURCHASE 2015-01   52 35     17  
    PRA GRP INC 2013-01 PURCHASE 2015-05   57 35     22  
    PRECISION CASTPARTS CORP 2013-01 PURCHASE 2014-09   243 192     51  
    PRECISION CASTPARTS CORP 2013-01 PURCHASE 2015-01   3,921 3,639     282  
    PRECISION CASTPARTS CORP 2013-08 PURCHASE 2015-01   413 440     -27  
    PRECISION CASTPARTS CORP 2013-08 PURCHASE 2015-01   413 437     -24  
    PRESTIGE BRANDS HOLDINGS INC 2014-03 PURCHASE 2015-01   211 177     34  
    PRESTIGE BRANDS HOLDINGS INC 2014-03 PURCHASE 2015-02   153 118     35  
    PRESTIGE BRANDS HOLDINGS INC 2014-03 PURCHASE 2015-05   478 324     154  
    PRIMORIS SERVICES CORP 2014-04 PURCHASE 2015-01   59 59        
    PROASSURANCE CORP 2013-01 PURCHASE 2015-01   135 135        
    PROASSURANCE CORP 2013-01 PURCHASE 2015-04   902 901     1  
    PROASSURANCE CORP 2013-10 PURCHASE 2015-04   90 93     -3  
    PROASSURANCE CORP 2013-10 PURCHASE 2015-04   135 138     -3  
    PROCTER & GAMBLE CO 2009-12 PURCHASE 2015-01   2,939 2,038     901  
    PROCTER & GAMBLE CO 2013-01 PURCHASE 2015-01   445 368     77  
    PROCTOR & GAMBLE CO 2009-12 PURCHASE 2014-09   84 62     22  
    PROTO LABS INC 2014-03 PURCHASE 2015-01   194 198     -4  
    PROTO LABS INC 2014-03 PURCHASE 2015-05   70 66     4  
    PRUDENTIAL FINANCIAL INC 2013-01 PURCHASE 2014-09   89 59     30  
    PRUDENTIAL FINANCIAL INC 2013-01 PURCHASE 2015-01   234 177     57  
    PRUDENTIAL FINANCIAL INC 2013-01 PURCHASE 2015-05   86 59     27  
    PRUDENTIAL PLC 2014-01 PURCHASE 2015-05   156 133     23  
    PTC INC 2014-03 PURCHASE 2015-01   103 113     -10  
    PUBLICIS GROUP 2013-04 PURCHASE 2015-05   107 89     18  
    PUBLICIS GROUP 2013-04 PURCHASE 2015-05   123 107     16  
    QLIK TECHNOLOGIES INC 2013-01 PURCHASE 2014-09   189 152     37  
    QLIK TECHNOLOGIES INC 2013-03 PURCHASE 2014-09   54 53     1  
    QLIK TECHNOLOGIES INC 2013-03 PURCHASE 2015-04   167 132     35  
    QLIK TECHNOLOGIES INC 2013-03 PURCHASE 2015-04   233 180     53  
    QLIK TECHNOLOGIES INC 2013-06 PURCHASE 2015-04   133 110     23  
    QLIK TECHNOLOGIES INC 2013-10 PURCHASE 2015-04   67 55     12  
    QLIK TECHNOLOGIES INC 2013-10 PURCHASE 2015-05   517 411     106  
    QUAKER CHEMICAL CORP 2014-02 PURCHASE 2015-05   86 68     18  
    QUEST DIAGNOSTICS INC 2013-10 PURCHASE 2015-01   569 501     68  
    QUEST DIAGNOSTICS INC 2013-10 PURCHASE 2015-06   679 563     116  
    RADIAN GROUP INC 2013-04 PURCHASE 2015-01   213 156     57  
    RADIAN GROUP INC 2013-04 PURCHASE 2015-05   89 60     29  
    RALPH LAUREN CORP 2014-03 PURCHASE 2014-09   173 162     11  
    RALPH LAUREN CORP 2014-03 PURCHASE 2015-01   4,529 4,361     168  
    RANGE RESOURCES CORP 2013-01 PURCHASE 2014-09   74 69     5  
    RANGE RESOURCES CORP 2013-01 PURCHASE 2014-09   2,097 1,991     106  
    RANGE RESOURCES CORP 2014-02 PURCHASE 2015-01   639 1,097     -458  
    RANGE RESOURCES CORP 2013-01 PURCHASE 2015-01   982 1,373     -391  
    RAVEN INDUSTRIES INC 2014-04 PURCHASE 2015-02   86 133     -47  
    RAVEN INDUSTRIES INC 2014-04 PURCHASE 2015-02   21 33     -12  
    RAVEN INDUSTRIES INC 2014-04 PURCHASE 2015-02   292 469     -177  
    RAVEN INDUSTRIES INC 2014-07 PURCHASE 2014-02   145 219     -74  
    RBC BEARINGS INC 2013-03 PURCHASE 2015-01   61 51     10  
    RBC BEARINGS INC 2013-03 PURCHASE 2015-03   295 206     89  
    RBC BEARINGS INC 2013-04 PURCHASE 2015-03   74 50     24  
    RBC BEARINGS INC 2013-04 PURCHASE 2015-05   72 50     22  
    REAL PAGE INC 2013-12 PURCHASE 2014-08   210 325     -115  
    REAL PAGE INC 2014-02 PURCHASE 2014-08   195 217     -22  
    REAL PAGE INC 2014-02 PURCHASE 2014-08   275 300     -25  
    REAL PAGE INC 2014-02 PURCHASE 2014-08   260 298     -38  
    RED HAT INC 2013-01 PURCHASE 2015-01   196 164     32  
    RED HAT INC 2013-01 PURCHASE 2015-05   79 55     24  
    REED ELSEVIER PLC 2013-01 PURCHASE 2015-05   210 131     79  
    REED ELSEVIER PLC 2013-01 PURCHASE 2015-05   473 306     167  
    REGAL ENTERTAINMENT GRP 2013-01 PURCHASE 2015-01   231 161     70  
    REGAL-BELOIT CORPORATION 2013-01 PURCHASE 2014-08   623 662     -39  
    REINSURANCE GROUP OF AMERICA 2013-01 PURCHASE 2015-01   168 111     57  
    REINSURANCE GROUP OF AMERICA 2013-01 PURCHASE 2015-05   94 56     38  
    REYNOLDS AMERICAN INC 2015-04 PURCHASE 2015-05   76 75     1  
    REYNOLDS AMERICAN INC 2015-06 PURCHASE 2015-06   10 10        
    RITCHIE BROS 2013-01 PURCHASE 2015-01   100 85     15  
    RITCHIE BROS AUCTIONEERS INC 2013-01 PURCHASE 2015-02   213 170     43  
    RITCHIE BROS AUCTIONEERS INC 2013-01 PURCHASE 2015-05   56 43     13  
    ROADRUNNER TRANSPORTATION SYSTEMS IN 2013-08 PURCHASE 2015-01   65 82     -17  
    ROADRUNNER TRANSPORTATION SYSTEMS IN 2013-08 PURCHASE 2015-05   52 55     -3  
    ROBERT HALF INTL INC 2015-01 PURCHASE 2015-05   348 354     -6  
    ROFIN-SINAR TECHNOLOGIES 2013-07 PURCHASE 2014-07   257 255     2  
    ROFIN-SINAR TECHNOLOGIES 2013-07 PURCHASE 2015-07   45 46     -1  
    ROFIN-SINAR TECHNOLOGIES 2013-11 PURCHASE 2014-07   226 228     -2  
    ROFIN-SINAR TECHNOLOGIES 2014-02 PURCHASE 2014-07   136 136        
    ROFIN-SINAR TECHNOLOGIES 2013-01 PURCHASE 2014-07   122 122        
    ROFIN-SINAR TECHNOLOGIES 2013-06 PURCHASE 2014-07   140 152     -12  
    ROSS STORES INC 2013-01 PURCHASE 2015-01   188 122     66  
    ROSS STORES INC 2013-01 PURCHASE 2015-05   104 61     43  
    RPM INTERNATIONAL INC 2013-10 PURCHASE 2015-01   141 115     26  
    RPM INTERNATIONAL INC 2013-10 PURCHASE 2015-05   51 38     13  
    SABMILLER PLC ADR 2013-02 PURCHASE 2014-09   182 150     32  
    SABMILLER PLC ADR 2013-02 PURCHASE 2015-05   114 100     14  
    SALESFORCE.COM 2014-10 PURCHASE 2015-03   65 57     8  
    SALESFORCE.COM 2014-10 PURCHASE 2015-05   288 226     62  
    SALESFORCE.COM 2014-10 PURCHASE 2015-06   1,098 849     249  
    SANDISK CORPORATION 2014-12 PURCHASE 2015-01   1,689 2,221     -532  
    SANDISK CORPORATION 2014-12 PURCHASE 2015-01   563 689     -126  
    SANOFI ADR 2013-02 PURCHASE 2015-05   204 191     13  
    SAP SE 2013-01 PURCHASE 2015-05   151 162     -11  
    SBA COMMUNICATIONS CORP 2013-01 PURCHASE 2015-01   363 215     148  
    SBA COMMUNICATIONS CORP 2013-01 PURCHASE 2015-05   117 72     45  
    SCHLUMBERGER LTD 2014-12 PURCHASE 2015-01   243 258     -15  
    SCHLUMBERGER LTD 2014-12 PURCHASE 2015-05   90 86     4  
    SCHNEIDER ELECTRIC SE 2013-01 PURCHASE 2015-05   187 182     5  
    SCIENCE APPLICATIONS INTL CORP 2013-01 PURCHASE 2014-08   430 273     157  
    SCIENCE APPLICATIONS INTL CORP 2013-02 PURCHASE 2014-08   238 153     85  
    SELECTIVE INS GROUP INC 2014-10 PURCHASE 2015-01   54 46     8  
    SEMPRA ENERGY 2013-01 PURCHASE 2014-07   717 518     199  
    SEMPRA ENERGY 2013-01 PURCHASE 2014-12   1,215 815     400  
    SEMTECH CORP 2013-01 PURCHASE 2014-07   293 325     -32  
    SEMTECH CORP 2013-01 PURCHASE 2014-09   164 177     -13  
    SEMTECH CORP 2013-01 PURCHASE 2015-05   72 89     -17  
    SENSATA TECHNOLOGIES HLDG 2014-01 PURCHASE 2015-05   165 116     49  
    SENSIENT TECHNOLOGIES 2013-01 PURCHASE 2015-01   61 38     23  
    SENSIENT TECHNOLOGIES 2013-01 PURCHASE 2015-02   250 152     98  
    SENSIENT TECHNOLOGIES 2013-01 PURCHASE 2015-04   205 114     91  
    SHERWIN WILLIAMS CO 2013-01 PURCHASE 2014-09   218 166     52  
    SHERWIN WILLIAMS CO 2013-01 PURCHASE 2015-01   2,739 1,655     1,084  
    SHERWIN WILLIAMS CO 2013-07 PURCHASE 2015-01   2,739 1,849     890  
    SIGNATURE BANK NEW YORK 2013-01 PURCHASE 2015-01   241 150     91  
    SILVER WHEATON CORP 2013-01 PURCHASE 2014-08   623 822     -199  
    SKYWORKS SOLUTIONS INC 2013-01 PURCHASE 2014-07   285 131     154  
    SKYWORKS SOLUTIONS INC 2013-01 PURCHASE 2015-01   409 110     299  
    SKYWORKS SOLUTIONS INC 2013-01 PURCHASE 2015-04   1,149 263     886  
    SKYWORKS SOLUTIONS INC 2013-01 PURCHASE 2015-04   965 219     746  
    SKYWORKS SOLUTIONS INC 2013-01 PURCHASE 2015-05   105 22     83  
    SLM CORP 2014-12 PURCHASE 2015-01   166 186     -20  
    SLM CORP 2014-12 PURCHASE 2015-05   85 83     2  
    SODEXHO 2013-01 PURCHASE 2015-05   104 89     15  
    SOLERA HOLDINGS INC 2013-01 PURCHASE 2015-01   106 112     -6  
    SOLERA HOLDINGS INC 2013-01 PURCHASE 2015-05   100 112     -12  
    SONOCO PRODUCTS CO 2013-01 PURCHASE 2014-08   649 496     153  
    SONOCO PRODUCTS CO 2013-01 PURCHASE 2015-01   176 124     52  
    SONOVA HOLDINGS 2013-06 PURCHASE 2015-04   165 140     25  
    SOUTH ST CORP 2014-01 PURCHASE 2014-09   57 63     -6  
    SOUTH ST CORP 2014-01 PURCHASE 2015-05   72 63     9  
    SPLUNK INC 2014-09 PURCHASE 2015-01   2,146 2,289     -143  
    SPLUNK INC 2014-11 PURCHASE 2015-01   1,129 1,370     -241  
    SPS COMMERCE INC 2014-04 PURCHASE 2015-01   58 48     10  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2014-08   260 160     100  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2014-08   649 408     241  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2015-01   530 327     203  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2015-01   339 204     135  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2015-02   742 449     293  
    ST JUDE MEDICAL INC 2013-01 PURCHASE 2015-04   1,078 653     425  
    STAPLES INC 2013-05 PURCHASE 2014-12   587 568     19  
    STAPLES INC 2013-05 PURCHASE 2015-01   302 249     53  
    STARBUCKS CORP 2013-01 PURCHASE 2014-09   77 57     20  
    STARBUCKS CORP 2013-01 PURCHASE 2015-05   360 198     162  
    STARBUCKS CORP 2013-01 PURCHASE 2015-06   2,271 1,216     1,055  
    STARWOOD HOTELS & RESORTS 2014-06 PURCHASE 2015-01   2,034 2,183     -149  
    STARWOOD HOTELS & RESORTS 2014-09 PURCHASE 2015-01   75 85     -10  
    STARWOOD HOTELS & RESORTS 2014-09 PURCHASE 2015-01   979 1,073     -94  
    STARWOOD HOTELS & RESORTS 2014-12 PURCHASE 2015-01   1,130 1,228     -98  
    STARZ SERIES A 2013-02 PURCHASE 2015-01   145 93     52  
    STARZ SERIES A 2013-02 PURCHASE 2015-05   81 37     44  
    STARZ SERIES A 2013-02 PURCHASE 2015-06   290 131     159  
    STATE STR CORP 2013-03 PURCHASE 2015-01   287 231     56  
    STATE STR CORP 2013-03 PURCHASE 2015-05   79 58     21  
    STEEL DYNAMICS INC 2013-01 PURCHASE 2014-08   588 396     192  
    STEEL DYNAMICS INC 2013-01 PURCHASE 2014-09   326 198     128  
    STEEL DYNAMICS INC 2013-01 PURCHASE 2014-10   490 335     155  
    STERICYCLE INC 2013-01 PURCHASE 2015-01   135 95     40  
    STERICYCLE INC 2013-01 PURCHASE 2015-03   135 95     40  
    STERICYCLE INC 2013-01 PURCHASE 2015-05   138 95     43  
    STIFEL FINANCIAL CORP 2013-01 PURCHASE 2014-10   972 792     180  
    STIFEL FINANCIAL CORP 2013-01 PURCHASE 2014-10   44 34     10  
    STONE ENERGY CORP 2014-09 PURCHASE 2015-04   271 577     -306  
    STONE ENERGY CORP 2014-09 PURCHASE 2015-04   121 242     -121  
    STONE ENERGY CORP 2014-10 PURCHASE 2015-04   75 149     -74  
    STRATASYS LTD 2014-09 PURCHASE 2014-12   1,499 2,182     -683  
    STRATASYS LTD 2014-10 PURCHASE 2014-12   617 802     -185  
    SUN COMMUNITIES INC 2013-01 PURCHASE 2015-01   965 583     382  
    SUNCOR ENERGY INC 2014-04 PURCHASE 2015-05   300 371     -71  
    SUNTRUST BANKS INC 2013-01 PURCHASE 2015-01   118 88     30  
    SUNTRUST BANKS INC 2013-01 PURCHASE 2015-01   118 88     30  
    SVENSKA CELLULOSA 2014-04 PURCHASE 2014-08   194 223     -29  
    SVENSKA CELLULOSA AB SP ADR 2013-01 PURCHASE 2014-08   802 772     30  
    SYNCHRONY FINANCIAL 2014-08 PURCHASE 2015-01   343 275     68  
    SYSCO CORPORATION 2013-01 PURCHASE 2015-01   203 159     44  
    TARGET CORP 2009-12 PURCHASE 2014-11   579 383     196  
    TARGET CORP 2014-08 PURCHASE 2015-01   2,564 2,072     492  
    TARGET CORP 2014-08 PURCHASE 2015-01   448 366     82  
    TARGET CORP 2009-12 PURCHASE 2015-01   2,413 1,530     883  
    TARGET CORP 2014-08 PURCHASE 2015-05   156 122     34  
    TECHNE CORP 2013-01 PURCHASE 2014-09   94 70     24  
    TECO ENERGY INC 2013-01 PURCHASE 2015-01   174 137     37  
    TELEPHONE & DATA SYS INC 2013-01 PURCHASE 2014-10   1,260 1,204     56  
    TERADATA CORP 2015-01 PURCHASE 2015-02   2,909 3,199     -290  
    TEREX CORPORATION 2013-01 PURCHASE 2015-03   510 580     -70  
    TEREX CORPORATION NEW 2013-01 PURCHASE 2014-07   159 116     43  
    TEVA PHARMACEUTICAL 2014-03 PURCHASE 2014-09   105 101     4  
    TEVA PHARMACEUTICAL 2014-03 PURCHASE 2015-01   1,116 961     155  
    TEVA PHARMACEUTICAL ADR INDS LTD 2014-03 PURCHASE 2014-11   1,165 1,012     153  
    TEXAS CAPITAL BANCSHARES INC 2014-04 PURCHASE 2015-05   55 55        
    TEXAS INSTRUMENTS INC 2014-10 PURCHASE 2015-01   380 295     85  
    TEXAS INSTRUMENTS INC 2014-10 PURCHASE 2015-05   111 84     27  
    TEXAS ROADHOUSE INC 2013-01 PURCHASE 2014-09   54 35     19  
    TEXAS ROADHOUSE INC 2013-01 PURCHASE 2015-05   71 35     36  
    THERMO FISHER SCIENTIFIC INC 2013-01 PURCHASE 2014-09   125 71     54  
    THERMO FISHER SCIENTIFIC INC 2013-01 PURCHASE 2015-01   375 213     162  
    THERMO FISHER SCIENTIFIC INC 2013-01 PURCHASE 2015-05   131 71     60  
    THOR INDUSTRIES 2014-05 PURCHASE 2015-01   114 122     -8  
    THOR INDUSTRIES 2014-05 PURCHASE 2015-05   62 61     1  
    TIME WARNER INC 2014-06 PURCHASE 2014-09   77 69     8  
    TIME WARNER INC 2014-06 PURCHASE 2015-05   171 137     34  
    TIME WARNER INC 2014-06 PURCHASE 2015-06   611 480     131  
    TIME WARNER INC NEW 2014-06 PURCHASE 2015-01   555 480     75  
    TJX COS INC 2015-01 PURCHASE 2015-05   490 478     12  
    TOLL BROTHERS 2013-01 PURCHASE 2015-01   102 112     -10  
    TOLL BROTHERS 2013-01 PURCHASE 2015-05   76 74     2  
    TORO COMPANY 2013-01 PURCHASE 2015-05   69 44     25  
    TOYOTA MOTOR CORP 2013-01 PURCHASE 2015-05   140 96     44  
    TRAVELERS CO INC 2013-01 PURCHASE 2015-01   737 548     189  
    TRAVELERS COS INC 2013-01 PURCHASE 2014-09   93 78     15  
    TRAVELERS COS INC 2013-01 PURCHASE 2015-05   207 156     51  
    TREEHOUSE FOODS INC 2013-01 PURCHASE 2015-01   90 53     37  
    TREEHOUSE FOODS INC 2013-01 PURCHASE 2015-05   72 53     19  
    TUMI HOLDINGS INC 2013-08 PURCHASE 2015-01   394 369     25  
    TUMI HOLDINGS INC 2013-08 PURCHASE 2015-05   77 87     -10  
    TUPPERWARE CORP 2013-01 PURCHASE 2014-08   1,020 964     56  
    TWENTY-FIRST CENTY 2013-07 PURCHASE 2014-09   72 60     12  
    TWENTY-FIRST CENTY CL A 2013-07 PURCHASE 2015-05   344 300     44  
    TYCO INTERNATIONAL PLC 2015-02 PURCHASE 2015-05   80 80        
    UBS GROUP AG 2013-08 PURCHASE 2015-05   106 101     5  
    UNILEVER N V 2013-01 PURCHASE 2014-11   1,154 1,203     -49  
    UNILEVER N V 2013-01 PURCHASE 2014-11   1,385 1,444     -59  
    UNION PACIFIC CORP 2013-01 PURCHASE 2014-09   216 134     82  
    UNION PACIFIC CORP 2013-01 PURCHASE 2014-10   1,117 737     380  
    UNION PACIFIC CORP 2013-01 PURCHASE 2015-01   4,259 2,344     1,915  
    UNION PACIFIC CORP 2013-11 PURCHASE 2015-01   1,703 1,109     594  
    UNITED PARCEL SERVICE B 2013-01 PURCHASE 2015-03   906 743     163  
    UNITED PARCEL SERVICE-B 2013-01 PURCHASE 2015-01   300 248     52  
    UNITED PARCEL SERVICE-B 2013-01 PURCHASE 2015-02   101 83     18  
    UNITED TECHNOLOGIES CORP 2009-12 PURCHASE 2014-09   109 70     39  
    UNITED TECHNOLOGIES CORP 2009-12 PURCHASE 2015-01   588 349     239  
    UNITED TECHNOLOGIES CORP 2009-12 PURCHASE 2015-02   120 70     50  
    UNITED TECHNOLOGIES CORP 2009-12 PURCHASE 2015-05   119 70     49  
    US BANCORP NEW 2014-12 PURCHASE 2015-01   127 135     -8  
    US BANCORP NEW 2014-12 PURCHASE 2015-05   89 90     -1  
    VERIFONE SYSTEMS INC 2013-01 PURCHASE 2015-06   613 604     9  
    VERIFONE SYSTEMS INC 2013-04 PURCHASE 2015-06   72 38     34  
    VERISK ANALYTICS INC 2015-03 PURCHASE 2015-05   73 72     1  
    VERIZON COMMUNICATIONS 2009-12 PURCHASE 2014-07   1,124 677     447  
    VERIZON COMMUNICATIONS 2009-12 PURCHASE 2014-09   49 31     18  
    VERIZON COMMUNICATIONS 2009-12 PURCHASE 2014-10   3,401 2,123     1,278  
    VERIZON COMMUNICATIONS 2013-09 PURCHASE 2014-10   345 330     15  
    VERIZON COMMUNICATIONS 2013-09 PURCHASE 2015-01   468 468        
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-01   655 655        
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-02   49 47     2  
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-03   97 94     3  
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-03   485 470     15  
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-03   679 654     25  
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-05   148 152     -4  
    VERIZON COMMUNICATIONS 2013-10 PURCHASE 2015-05   148 152     -4  
    VERTEX PHARMACEUTICALS 2014-10 PURCHASE 2015-01   1,265 1,078     187  
    VERTEX PHARMACEUTICALS 2014-12 PURCHASE 2015-01   1,138 1,076     62  
    VF CORPORATION 2015-01 PURCHASE 2015-03   77 71     6  
    VF CORPORATION 2015-01 PURCHASE 2015-05   143 142     1  
    VISA INC 2014-08 PURCHASE 2014-09   215 215        
    VISA INC CLASS A 2014-08 PURCHASE 2015-03   273 215     58  
    VISA INC CLASS A 2014-08 PURCHASE 2015-05   281 215     66  
    VITAMIN SHOPPE INC 2013-01 PURCHASE 2015-01   470 627     -157  
    VMWARE INC 2014-02 PURCHASE 2014-09   95 94     1  
    VODAFONE GROUP PLC NEW 2013-01 PURCHASE 2014-07   20 30     -10  
    VODAFONE GROUP PLC NEW 2013-01 PURCHASE 2014-07   745 1,168     -423  
    VOLCANO CORP 2013-10 PURCHASE 2014-07   65 78     -13  
    VOLCANO CORP 2014-01 PURCHASE 2014-07   129 168     -39  
    VOLCANO CORP 2014-04 PURCHASE 2014-07   16 18     -2  
    VOLCANO CORP 2013-02 PURCHASE 2014-07   48 74     -26  
    VOLCANO CORP 2013-02 PURCHASE 2014-07   226 298     -72  
    WABCO HOLDINGS INC 2013-01 PURCHASE 2014-07   212 131     81  
    WABCO HOLDINGS INC 2013-01 PURCHASE 2015-01   197 131     66  
    WALGREENS BOOTS ALLIANCE INC 2015-01 PURCHASE 2015-03   83 75     8  
    WALGREENS BOOTS ALLIANCE INC 2015-01 PURCHASE 2015-05   172 150     22  
    WALGREENS BOOTS ALLIANCE INC 2015-01 PURCHASE 2015-05   5,279 4,588     691  
    WELLS FARGO COMPANY 2013-01 PURCHASE 2014-07   512 351     161  
    WELLS FARGO COMPANY 2013-01 PURCHASE 2014-09   103 70     33  
    WELLS FARGO COMPANY 2013-01 PURCHASE 2015-01   1,103 737     366  
    WELLS FARGO COMPANY 2013-01 PURCHASE 2015-02   55 35     20  
    WELLS FARGO COMPANY 2013-01 PURCHASE 2015-05   282 176     106  
    WEST PHARMACEUTICAL SVCS INC 2013-01 PURCHASE 2014-07   324 230     94  
    WEST PHARMACEUTICAL SVCS INC 2013-01 PURCHASE 2014-08   319 230     89  
    WESTERN ALLIANCE BANCORP 2014-10 PURCHASE 2015-05   65 47     18  
    WESTERN UNION CO 2014-08 PURCHASE 2015-01   87 84     3  
    WHITING PETROLEUM CORP 2013-03 PURCHASE 2014-12   4 6     -2  
    WHITING PETROLEUM CORP 2013-05 PURCHASE 2014-12   4 5     -1  
    WHITING PETROLEUM CORP 2013-05 PURCHASE 2014-12     1     -1  
    WHITING PETROLEUM CORP 2013-07 PURCHASE 2014-12   6 9     -3  
    WHITING PETROLEUM CORP 2013-03 PURCHASE 2015-01   61 100     -39  
    WHITING PETROLEUM CORP 2013-03 PURCHASE 2015-02   81 107     -26  
    WHITING PETROLEUM CORP 2013-05 PURCHASE 2015-02   150 198     -48  
    WHITING PETROLEUM CORP 2013-03 PURCHASE 2015-02   20 26     -6  
    WHITING PETROLEUM CORP 2013-07 PURCHASE 2015-02   242 354     -112  
    WHOLE FOODS MARKET INC 2013-04 PURCHASE 2014-07   1,562 1,846     -284  
    WMWARE INC CLASS A 2014-02 PURCHASE 2015-01   1,809 2,065     -256  
    WMWARE INC CLASS A 2014-04 PURCHASE 2015-01   905 1,043     -138  
    WOLVERINE WORLD WIDE INC 2013-01 PURCHASE 2014-09   51 43     8  
    WOLVERINE WORLD WIDE INC 2013-01 PURCHASE 2014-10   609 489     120  
    WORTHINGTON INDS INC. 2015-01 PURCHASE 2015-01   178 166     12  
    XCEL ENERGY INC 2013-01 PURCHASE 2015-01   265 192     73  
    YELP INC 2014-04 PURCHASE 2014-09   166 132     34  
    YELP INC 2014-04 PURCHASE 2015-01   1,666 1,975     -309  
    YELP INC 2014-06 PURCHASE 2015-01   1,388 1,916     -528  
    YELP INC 2014-05 PURCHASE 2015-01   56 77     -21  
    YUM BRANDS INC 2015-01 PURCHASE 2015-05   188 148     40  
    ZIMMER HOLDINGS INC 2013-01 PURCHASE 2015-01   348 224     124  
    DEUTSCHE SECS TR GLOBAL REAL EST 2014-02 PURCHASE 2015-04   659 557     102  
    DEUTSCHE SECS TR GLOBAL REAL ESTATE 2014-02 PURCHASE 2015-05   2,071 1,765     306  
    DEUTSCHE SECS TR GLOBAL REAL ESTATE 2014-02 PURCHASE 2015-01   498 421     77  
    FNMA 3.5%, DUE 01/1/27 2013-10 PURCHASE 2014-11   627 634     -7  
    US TREAS NOTES 0.25%, DUE 9/30/15 2014-01 PURCHASE 2014-10   9,013 8,999     14  
    US TREAS NOTES 0.250%, DUE 1/31/15 2013-09 PURCHASE 2014-07   8,007 7,994     13  
    US TREAS NOTES 0.250%, DUE 1/31/15 2014-06 PURCHASE 2014-07   4,004 4,004        
    US TREAS NOTES 0.250%, DUE 10/31/15 2013-10 PURCHASE 2014-08   2,002 1,998     4  
    US TREAS NOTES 0.250%, DUE 5/31/14 2015-05 PURCHASE 2014-08   4,005 3,997     8  
    US TREAS NOTES 0.250%, DUE 5/31/15 2013-09 PURCHASE 2014-08   5,007 4,989     18  
    US TREAS NOTES 0.250%, DUE 5/31/15 2014-06 PURCHASE 2014-08   3,004 3,003     1  
    US TREAS NOTES 0.250%, DUE 8/15/15 2014-06 PURCHASE 2014-08   3,004 3,003     1  
    US TREAS NOTES 0.250%, DUE 8/15/15 2014-06 PURCHASE 2014-08   3,004 3,003     1  
    US TREAS NOTES 0.250%, DUE 8/15/15 2014-07 PURCHASE 2014-08   9,012 9,007     5  
    US TREAS NOTES 0.250%, DUE 9/30/15 2014-01 PURCHASE 2014-08   3,003 3,000     3  
    US TREAS NOTES 0.375%, DUE 4/15/15 2013-09 PURCHASE 2014-08   3,006 3,003     3  
    US TREAS NOTES 0.375%, DUE 4/15/15 2013-09 PURCHASE 2014-08   5,010 5,005     5  
    US TREAS NOTES 0.375%, DUE 4/15/15 2014-03 PURCHASE 2014-08   3,006 3,004     2  
    US TREAS NOTES 0.375%, DUE 5/31/16 2014-06 PURCHASE 2014-07   7,984 7,984        
    US TREAS NOTES 0.375%, DUE 5/31/16 2014-06 PURCHASE 2014-07   998 1,000     -2  
    US TREAS NOTES 0.375%, DUE 5/31/16 2014-06 PURCHASE 2014-08   1,000 1,000        
    US TREAS NOTES 0.375%, DUE 5/31/16 2014-06 PURCHASE 2014-08   7,999 8,009     -10  
    US TREAS NOTES 0.50%, DUE 8/15/14 2013-07 PURCHASE 2014-07   7,002 7,025     -23  
    US TREAS NOTES 0.50%, DUE 8/15/14 2013-07 PURCHASE 2014-07   2,001 2,007     -6  
    US TREAS NOTES 0.625%, DUE 10/15/16 2013-11 PURCHASE 2014-07   1,000 1,003     -3  
    US TREAS NOTES 0.750%, DUE 12/31/17 2014-07 PURCHASE 2014-11   992 986     6  
    US TREAS NOTES 0.875%, DUE 5/15/17 2014-06 PURCHASE 2014-08   5,006 5,006        
    US TREAS NOTES 1.25%, DUE 8/31/15 2014-03 PURCHASE 2014-10   3,031 3,027     4  
    US TREAS NOTES 1.625%, DUE 7/31/19 2014-08 PURCHASE 2014-09   5,963 6,016     -53  
    US TREAS NOTES 1.625%, DUE 7/31/19 2014-08 PURCHASE 2014-09   5,963 6,015     -52  
    US TREAS NOTES 1.625%, DUE 8/31/19 2014-09 PURCHASE 2014-09   10,902 10,928     -26  
    US TREAS NOTES 1.75%, DUE 9/30/19 2014-10 PURCHASE 2014-10   3,045 3,028     17  
    US TREAS NOTES 1.875%, DUE 8/31/17 2014-08 PURCHASE 2014-11   8,213 8,201     12  
    US TREAS NOTES 1.875%, DUE 8/31/17 2014-08 PURCHASE 2014-11   4,107 4,103     4  
    US TREAS NOTES 2.125%, DUE 12/31/15 2013-01 PURCHASE 2014-10   2,046 2,100     -54  
    US TREAS NOTES 2.50%, DUE 4/30/15 2013-09 PURCHASE 2014-08   5,088 5,175     -87  
    US TREAS NOTES 2.50%, DUE 4/30/15 2013-09 PURCHASE 2014-08   8,135 8,281     -146  
    US TREAS NOTES 4.125%, DUE 5/15/15 2014-07 PURCHASE 2014-08   1,031 1,031        
    US TREAS NOTES 4.125%, DUE 5/15/15 2013-01 PURCHASE 2014-08   4,124 4,124        
    US TREAS NOTES 4.250%, DUE 8/15/15 2014-08 PURCHASE 2014-08   9,366 9,364     2  
    US TREAS NOTES FLTINGG, DUE 7/31/16 2014-08 PURCHASE 2014-11   4,002 4,001     1  
    US TREAS NOTES FLTINGG, DUE 7/31/16 2014-08 PURCHASE 2014-11   4,001 4,001        
    US TREAS NT 0.250%, DUE 10/31/15 2013-10 PURCHASE 2015-01   5,004 4,994     10  
    US TREAS NT 0.50%, DUE 2/28/17 2015-02 PURCHASE 2015-05   999 998     1  
    US TREAS NT 0.500%, DUE 2/28/17 2015-02 PURCHASE 2015-06   16,953 16,961     -8  
    US TREAS NT 0.625%, DUE 11/30/17 2015-01 PURCHASE 2015-01   994 990     4  
    US TREAS NT 0.625%, DUE 11/30/17 2015-02 PURCHASE 2015-05   993 992     1  
    US TREAS NT 0.625%, DUE 1130/17 2015-02 PURCHASE 2015-03   991 991        
    US TREAS NT 0.625%, DUE 12/31/16 2015-01 PURCHASE 2015-02   3,003 3,004     -1  
    US TREAS NT 0.625%, DUE 12/31/16 2015-01 PURCHASE 2015-02   11,012 11,035     -23  
    US TREAS NT 0.625%, DUE 12/31/16 2015-01 PURCHASE 2015-02   4,004 4,013     -9  
    US TREAS NT 0.625%, DUE 5/31/17 2015-06 PURCHASE 2015-06   11,000 10,978     22  
    US TREAS NT 0.625%, DUE 8/15/16 2014-08 PURCHASE 2015-01   12,016 12,028     -12  
    US TREAS NT 0.625%, DUE 8/31/17 2014-10 PURCHASE 2015-02   995 995        
    US TREAS NT 0.625%, DUE 8/31/17 2015-01 PURCHASE 2015-02   2,984 2,997     -13  
    US TREAS NT 0.750%, DUE 12/31/17 2015-01 PURCHASE 2015-03   1,985 1,999     -14  
    US TREAS NT 0.750%, DUE 12/31/17 2015-01 PURCHASE 2015-06   995 995        
    US TREAS NT 1.00%, DUE 12/15/17 2014-12 PURCHASE 2015-02   7,007 6,994     13  
    US TREAS NT 1.00%, DUE 12/15/17 2014-12 PURCHASE 2015-03   9,032 8,992     40  
    US TREAS NT 1.00%, DUE 12/15/17 2015-01 PURCHASE 2015-03   5,018 5,034     -16  
    US TREAS NT 1.00%, DUE 12/15/17 2015-01 PURCHASE 2015-03   7,025 7,049     -24  
    US TREAS NT 1.000%, DUE 3/15/18 2015-03 PURCHASE 2015-05   2,002 2,003     -1  
    US TREAS NT 1.250%, DUE 8/31/15 2014-03 PURCHASE 2015-01   3,021 3,018     3  
    US TREAS NT 1.250%, DUE 8/31/15 2014-08 PURCHASE 2015-01   8,055 8,056     -1  
    US TREAS NT 1.375% DUE 3/31/20 2015-04 PURCHASE 2015-05   4,954 5,013     -59  
    US TREAS NT 1.375% DUE 3/31/20 2015-04 PURCHASE 2015-05   8,931 9,023     -92  
    US TREAS NT 1.375%, DUE 10/15/17 2014-10 PURCHASE 2014-12   8,977 8,992     -15  
    US TREAS NT 1.375%, DUE 11/30/15 2014-07 PURCHASE 2014-12   6,066 6,066        
    US TREAS NT 1.375%, DUE 11/30/15 2014-07 PURCHASE 2015-02   3,028 3,028        
    US TREAS NT 1.375%, DUE 2/29/15 2015-03 PURCHASE 2015-04   17,048 16,852     196  
    US TREAS NT 1.375%, DUE 2/29/15 2015-03 PURCHASE 2015-04   5,014 4,957     57  
    US TREAS NT 1.375%, DUE 2/29/15 2015-03 PURCHASE 2015-04   3,008 2,994     14  
    US TREAS NT 1.375%, DUE 2/29/20 2015-03 PURCHASE 2015-03   2,954 2,954        
    US TREAS NT 1.375%, DUE 3/31/20 2015-04 PURCHASE 2015-04   10,946 11,029     -83  
    US TREAS NT 1.375%, DUE 3/31/20 2015-04 PURCHASE 2015-06   4,920 5,013     -93  
    US TREAS NT 1.375%, DUE 3/31/20 2015-04 PURCHASE 2015-06   1,969 2,005     -36  
    US TREAS NT 1.375%, DUE 3/31/20 2015-04 PURCHASE 2015-06   6,927 7,018     -91  
    US TREAS NT 1.375%, DUE 4/30/20 2015-05 PURCHASE 2015-05   990 990        
    US TREAS NT 1.625%, DUE 12/31/19 2015-01 PURCHASE 2015-02   8,016 8,000     16  
    US TREAS NT 1.625%, DUE 12/31/19 2015-01 PURCHASE 2015-03   2,007 2,000     7  
    US TREAS NT 1.625%, DUE 12/31/19 2015-01 PURCHASE 2015-03   5,017 5,040     -23  
    US TREAS NT 1.625%, DUE 12/31/19 2015-01 PURCHASE 2015-03   13,044 13,270     -226  
    US TREAS NT 2.125%, DUE 12/31/15 2013-01 PURCHASE 2015-01   1,018 1,018        
    US TREAS NT 2.125%, DUE 12/31/15 2014-03 PURCHASE 2015-03   1,015 1,014     1  
    US TREAS NT 2.125%, DUE 12/31/15 2014-03 PURCHASE 2015-03   4,058 4,055     3  
    US TREAS NT 2.125%, DUE 12/31/15 2015-01 PURCHASE 2015-03   2,029 2,031     -2  
    US TREAS NT 2.125%, DUE 12/31/15 2013-01 PURCHASE 2015-03   1,015 1,047     -32  
    US TREAS NT 4.125%, DUE 5/15/15 2014-08 PURCHASE 2015-05   9,000 9,000        
    US TREAS NT 4.125%, DUE 5/15/15 2015-01 PURCHASE 2015-05   3,000 3,000        
    US TREAS NT 4.125%, DUE 5/15/15 2013-02 PURCHASE 2015-05   4,000 4,224     -224  
    US TREAS NT FLTING, DUE 7/31/16 2014-08 PURCHASE 2015-03   9,000 9,002     -2  
    US TREAS NT FLTING, DUE 7/31/16 2014-09 PURCHASE 2015-04   11,000 11,005     -5  
    US TREAS NT FLTING, DUE 7/31/16 2014-10 PURCHASE 2015-04   1,000 1,000        
    US TREAS NT FLTING, DUE 7/31/16 2015-01 PURCHASE 2015-04   1,000 1,000        
    US TREAS NT VARI, DUE 10/31/16 2014-11 PURCHASE 2015-01   1,999 2,000     -1  
    US TREAS NT VARI, DUE 10/31/16 2014-11 PURCHASE 2015-01   1,000 999     1  
    US TREAS NT VARI, DUE 4/30/16 2014-07 PURCHASE 2015-01   5,000 5,000        
    US TREAS NT VARIABLE, DUE 1/31/17 2015-02 PURCHASE 2015-05   15,004 15,001     3  
    US TREAS NT VARIABLE, DUE 1/31/17 2015-02 PURCHASE 2015-05   1,000 1,000        
    US TREAS NT VARIABLE, DUE 10/31/16 2014-11 PURCHASE 2015-05   1,000 1,000        
    US TREAS NT VARIABLE, DUE 10/31/16 2014-11 PURCHASE 2015-06   14,001 14,001        
    US TREAS NT VARIABLE, DUE 10/31/16 2014-11 PURCHASE 2015-06   1,000 1,000        
    US TREAS NT VARIABLE, DUE 10/31/16 2015-01 PURCHASE 2015-06   3,000 2,999     1  
    US TREAS NT VARIABLE, DUE 10/31/16 2014-11 PURCHASE 2015-06   2,000 2,000        
    US TREAS NT VARIABLE, DUE 4/30/17 2015-04 PURCHASE 2015-05   1,000 1,000        
    US TREAS VARIABLE, DUE 4/30/16 2014-07 PURCHASE 2015-02   7,001 7,000     1  
    US TREAS VARIABLE, DUE 4/30/16 2014-10 PURCHASE 2015-02   2,000 2,001     -1  
    US TREAS VARIABLE, DUE 4/30/16 2014-08 PURCHASE 2015-02   3,000 3,000        
    US TREAS VARIABLE, DUE 4/30/16 2015-01 PURCHASE 2015-02   7,758 7,751     7  
    VOLKSWAGEN AG 2013-01 PURCHASE 2015-05   156 149     7  

    TY 2014 InvestmentsCorpStockSchedule
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Name of Stock End of Year Book Value End of Year Fair Market Value
    INVESTMENTS - EQUITY 751,776 751,776
    FIXED INCOME-PREFERRED SECURITIES 1,446 1,446
    MUTUAL FUNDS 44,093 44,093

    TY 2014 OtherExpensesSchedule
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    INVESTMENT MANAGEMENT FEES 19,312 19,312    


    TY 2014 OtherLiabilitiesSchedule
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Description Beginning of Year - Book Value End of Year - Book Value
    TAX BASED ON INVESTMENT INCOME 86  


    TY 2014 TaxesSchedule
    Name:
    BAILEY-TAYLOR FOUNDATION
    SCHOLARSHIP TRUST
    EIN: 27-0505313
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    TAX BASED ON INVESTMENT INCOME        
    FOREIGN TAX PAID 328 328