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
2015
Open to Public Inspection
For calendar year 2015, or tax year beginning 01-01-2015 , and ending 12-31-2015
Name of foundation
THE DEALESSANDRO FOUNDATION
 
Number and street (or P.O. box number if mail is not delivered to street address)57 SCHANCK RD STE C-1
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
FREEHOLD, NJ07728
A Employer identification number

56-6594082
B Telephone number (see instructions)

(732) 462-2800
C bullet
G Check all that apply:

D 1. bullet
2. bullet
E bullet
H Check type of organization:
F bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$6,555,193J Accounting method:
 
(Part I, column (d) must be on cash basis.)
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 251 52  
4 Dividends and interest from securities... 233,978 233,889  
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 113,591
b Gross sales price for all assets on line 6a 666,576
7 Capital gain net income (from Part IV, line 2)... 3,075
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)....... Click to see attachment -20,467    
12 Total. Add lines 1 through 11........ 327,353 237,016  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 82,132 8,212   73,920
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 40,000     40,000
c Other professional fees (attach schedule).... Click to see attachment 133,628 43,628   90,000
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment 9,085 4,085    
19 Depreciation (attach schedule) and depletion...      
20 Occupancy..............        
21 Travel, conferences, and meetings....... 1,950 195   1,755
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment 4,112     4,112
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 270,907 56,120   209,787
25 Contributions, gifts, grants paid....... 127,500 127,500
26 Total expenses and disbursements. Add lines 24 and 25 398,407 56,120   337,287
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -71,054
b Net investment income (if negative, enter -0-) 180,896
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2015)
Form 990-PF (2015)
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......... 224,948 155,997 155,997
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)      
b Investments—corporate stock (attach schedule)....... 3,714,181 Click to see attachment3,830,122 5,404,143
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).......... 1,097,659 Click to see attachment979,306 995,053
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) 5,036,788 4,965,425 6,555,193
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 attachment1,238 Click to see attachment929
23 Total liabilities (add lines 17 through 22)......... 1,238 929
Net Assets or Fund Balances bullet
and complete lines 24 through 26 and lines 30 and 31.
24 Unrestricted.................. 5,035,550 4,964,496
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)..... 5,035,550 4,964,496
31 Total liabilities and net assets/fund balances (see instructions). 5,036,788 4,965,425
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
5,035,550
2
Enter amount from Part I, line 27a .....................
2
-71,054
3
Other increases not included in line 2 (itemize) bullet
3
 
4
Add lines 1, 2, and 3 ..........................
4
4,964,496
5
Decreases not included in line 2 (itemize) bullet
5
 
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 30 .
6
4,964,496
Form 990-PF (2015)
Form 990-PF (2015)
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 3,075
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))
2014 290,086 6,793,098 0.042703
2013 221,680 6,216,644 0.035659
2012 328,248 5,694,741 0.057641
2011 240,973 5,497,576 0.043833
2010 222,513 4,911,490 0.045305
2
Total of line 1, column (d) .....................
20.225141
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
0.045028
4
Enter the net value of noncharitable-use assets for 2015 from Part X, line 5.....
4
6,772,134
5
Multiply line 4 by line 3......................
5
304,936
6
Enter 1% of net investment income (1% of Part I, line 27b)...........
6
1,809
7
Add lines 5 and 6........................
7
306,745
8
Enter qualifying distributions from Part XII, line 4.............
8
337,287
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 (2015)
Form 990-PF (2015)
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 Bullet and enter “N/A" on line 1. Bracket
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b 1 1,809
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 1,809
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 1,809
6 Credits/Payments:
a 2015 estimated tax payments and 2014 overpayment credited to 2015 6a 4,678
b Exempt foreign organizations—tax withheld at source...... 6b
c Tax paid with application for extension of time to file (Form 8868)... 6c 5,000
d Backup withholding erroneously withheld ........... 6d  
7 Total credits and payments. Add lines 6a through 6d.............. 7 9,678
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 7,869
11 Enter the amount of line 10 to be: Credited to 2015 estimated taxBullet7,869 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)
    bulletNJ
    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 2015 or the taxable year beginning in 2015 (see instructions for Part XIV)?
    If "Yes," complete Part XIV.............................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
    and addresses. ...............................
    10
     
    No
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 5
    Part VII-A
    Statements Regarding Activities (continued)
    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 addressbulletN/A
    14
    The books are in care ofbulletCR PHILANTHROPY MANAGEMENT INC Telephone no.bullet (732) 462-2800

    Located atbullet57 SCHANCK RD STE C-1FREEHOLDNJ ZIP+4bullet07728
    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 2015, 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  
    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
     
    No
    ........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 2015?.............
    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 2015, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2015?.............
    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 2015 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 2015.)..................
    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 2015?
    4b
     
    No
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 6
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required (Continued)
    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 (2015)
    Form 990-PF (2015)
    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
    FRANK J DEALESSANDRO CHAIRMAN
    15.00     		20,533 0 0
    57 SCHANCK ROAD SUITE C-1
    FREEHOLD,NJ07728
    BARBARA M DEALESSANDRO TRUSTEE
    15.00     		20,533 0 0
    57 SCHANCK ROAD SUITE C-1
    FREEHOLD,NJ07728
    JOSEPH P DEALESSANDRO TRUSTEE
    15.00     		20,533 0 0
    57 SCHANCK ROAD SUITE C-1
    FREEHOLD,NJ07728
    JOAN F ORLICK TRUSTEE
    15.00     		20,533 0 0
    57 SCHANCK ROAD SUITE C-1
    FREEHOLD,NJ07728
    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
    CR PHILANTHROPY MANAGMENT INC ADMIN & MGMT 90,000
    57 SCHANCK RD STE C-1
    FREEHOLD,NJ07728
    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
     
    2  
    3  
    4  
    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  
    Form 990-PF (2015)
    Form 990-PF (2015)
    Page 8
    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
    6,687,298
    b
    Average of monthly cash balances.......................
    1b
    187,965
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    6,875,263
    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
    6,875,263
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    103,129
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    6,772,134
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    338,607
    Part XI
    Distributable Amount bullet
    1
    Minimum investment return from Part X, line 6....................
    1
    338,607
    2a
    Tax on investment income for 2015 from Part VI, line 5......
    2a
    1,809
    b
    Income tax for 2015. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    1,809
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    336,798
    4
    Recoveries of amounts treated as qualifying distributions................
    4
     
    5
    Add lines 3 and 4............................
    5
    336,798
    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
    336,798
    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
    337,287
    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
    337,287
    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
    1,809
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    335,478
    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 (2015)
    Form 990-PF (2015)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2014     		(c)
    2014     		(d)
    2015
    1 Distributable amount for 2015 from Part XI, line 7 336,798
    2 Undistributed income, if any, as of the end of 2015:
    a Enter amount for 2014 only....... 336,101
    b Total for prior years:20, 20, 20  
    3 Excess distributions carryover, if any, to 2015:
    a From 2010......  
    b From 2011......  
    c From 2012......  
    d From 2013......  
    e From 2014......  
    fTotal of lines 3a through e........  
    4Qualifying distributions for 2015 from Part
    XII, line 4: bullet$ 337,287
    a Applied to 2014, but not more than line 2a 336,101
    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 2015 distributable amount..... 1,186
    e Remaining amount distributed out of corpus  
    5 Excess distributions carryover applied to 2015.    
    (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 2014. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		 
    f Undistributed income for 2016. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2015 ..........     		335,612
    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 2010 not
    applied on line 5 or line 7 (see instructions) ...     		 
    9Excess distributions carryover to 2016.
    Subtract lines 7 and 8 from line 6a ......     		 
    10 Analysis of line 9:
    a Excess from 2011....  
    b Excess from 2012....  
    c Excess from 2013....  
    d Excess from 2014....  
    e Excess from 2015....  
    Form 990-PF (2015)
    Form 990-PF (2015)
    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 2015, 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) 2015 (b) 2014 (c) 2013 (d) 2012
             
    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 email 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:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    Form 990-PF (2015)
    Form 990-PF (2015)
    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
    JOAN ANGELA D'ALESSANDRO MEM FNDTN
    PO BOX 336
    HILLSDALE,NJ07642     		N/A PUBLIC GENERAL SUPPORT GRANT 3,000
    MONMOUTH UNIVERSITY
    400 CEDAR AVENUE
    WEST LONG BRANCH,NJ07764     		N/A NGO BUILDING PROJECT 5,000
    OAK HILL ACADEMY
    347 MIDDLETOWN-LINCROFT R
    LINCROFT,NJ07738     		N/A NGO SOLAR & BLDG PROJECT / TEACHERS FUND 30,500
    ST JUDE CHILDREN'S RESEARCH HOSP
    501 ST JUDE PLACE
    MEMPHIS,TN38105     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    DOCTORS WITHOUT BORDERS
    PO BOX 5030
    HAGERSTOWN,MD21741     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    EXPONENT PHILANTHROPY
    1720 N STREET NW
    WASHINGTON,DC20036     		N/A PUBLIC GENERAL SUPPORT GRANT 1,000
    SHRINERS HOSPITALS FOR CHILDREN
    2900 ROCKY POINT DR
    TAMPA,FL33607     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    ST HELEN'S ROMAN CATHOLIC CHURCH
    1600 RAHWAY AVE
    WESTFIELD,NJ07090     		N/A NGO GENERAL SUPPORT GRANT 1,000
    ST JOAN OF ARC CATHOLIC CHURCH
    370 SW 3RD STREET
    BOCA RATON,FL33432     		N/A NGO GENERAL SUPPORT GRANT 1,000
    THE CHILDREN'S AID SOCIETY
    105 EAST 22ND ST
    NEW YORK,NY10010     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    US FUNDS FOR UNICEF
    125 MAIDEN LANE
    NEW YORK,NY10038     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    ST BALDRICK'S FOUNDATION
    1333 S MAYFLOWER AVE
    MONROVIA,CA91016     		N/A PUBLIC GENERAL SUPPORT GRANT 1,000
    MADISON VOLUNTEER AMBULANCE CORPS
    29 PROSPECT ST
    MADISON,NJ07940     		N/A NGO GENERAL SUPPORT GRANT 1,000
    PAUL SVENSEN
    50 E 21ST ST
    BAYONNE,NJ07002     		NONE INDIVIDUAL INDIGENT GRANT 15,000
    CAROL BURGESS
    1581 E 24TH ST
    BROOKLYN,NY11229     		NONE INDIVIDUAL INDIGENT GRANT 10,000
    JEWISH FAMILY SERVICES
    1070 COLLEGE AVE
    COLUMBUS,OH43209     		N/A PUBLIC GENERAL SUPPORT GRANT 1,000
    OHIO HEALTH FOUNDATION
    180 E BROAD ST
    COLUMBUS,OH43215     		N/A PUBLIC GENERAL SUPPORT GRANT 1,000
    THE MONASTERY OF THE PRECIOUS BLOOD
    5400 FT HAMILTON PKWY
    BROOKLYN,NY11219     		N/A NGO GENERAL SUPPORT GRANT 5,000
    ST MICHAEL CHURCH
    40 ALDEN ST
    CRANFORD,NJ07016     		N/A NGO GENERAL SUPPORT GRANT 2,500
    JOE DIMAGGIO CHILDREN'S HOSP FOUND
    3711 GARFIELD ST
    HOLLYWOOD,FL33021     		N/A PUBLIC GENERAL SUPPORT GRANT 2,000
    OSU FOUNDATION
    358 AGRICULTURAL HALL
    STILLWATER,OK74074     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    CTR FOR MISSING & EXPLOITED CHILD
    699 PRINCE ST
    ALEXANDRIA,VA22314     		N/A PUBLIC GENERAL SUPPORT GRANT 5,000
    CHILDREN'S DEFENSE FUND
    PO BOX 96367
    WASHINGTON,DC20090     		NA PUBLIC GENERAL SUPPORT GRANT 5,000
    MEMORIAL SLOAN KETTERING CANCER CTR
    PO BOX 27106
    NEW YORK,NY10087     		N/A PUBLIC GENERAL SUPPORT GRANT 6,500
    CHILDREN'S HOSPITAL OF NJ
    201 LYONS AVE
    NEWARK,NJ07112     		N/A PUBLIC GENERAL SUPPORT GRANT 1,000
    Total .................................bullet 3a 127,500
    bApproved for future payment
    Total .................................bullet 3b  
    Form 990-PF (2015)
    Form 990-PF (2015)
    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 ...........     		211110 199 14 52  
    4 Dividends and interest from securities.... 211110 89 14 233,889  
    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 ............     		    18 3,075 110,516
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory..          
    11 Other revenue:
    aPLAINS ALL AMERICAN PIPELINE     		211110 -12,501      
    bLEGACY RESERVES LP 211110 -7,966      
    c
    d
    e
    12 Subtotal. Add columns (b), (d), and (e).. -20,179 237,016 110,516
    13Total. Add line 12, columns (b), (d), and (e)..................
    13327,353
    (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 (2015)
    Form 990-PF (2015)
    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 organizations?
    Yes
    No
    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 name SmallBullet
    		 Firm's EIN SmallBullet
    Firm's address SmallBullet


    		 Phone no.
    Form 990-PF (2015)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    TY 2015 AccountingFeesSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    MANAGEMENT REPORTING / BOOKEEPIN 40,000     40,000

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

    TY 2015 GainLossSaleOtherAssetsSch
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Name Date Acquired How Acquired Date Sold Purchaser Name Gross Sales Price Basis Basis Method Sales Expenses Total (net) Accumulated Depreciation
    ABBVIE INCORPORATED 2015-02 PURCHASE 2015-10   202 242     -40  
    ABBVIE INCORPORATED 2013-02 PURCHASE 2015-06   140 77     63  
    ABBVIE INCORPORATED 2013-02 PURCHASE 2015-06   604 348     256  
    ABBVIE INCORPORATED 2014-07 PURCHASE 2015-10   253 273     -20  
    ABBVIE INCORPORATED 2015-01 PURCHASE 2015-10   253 323     -70  
    ABBVIE INCORPORATED 2012-12 PURCHASE 2015-06   491 237     254  
    ACADIA PHARMACEUTICALS INCORPORATED 2014-12 PURCHASE 2015-07   134 100     34  
    ACADIA PHARMACEUTICALS INCORPORATED 2014-12 PURCHASE 2015-02   189 166     23  
    ACTIVISION BLIZZARD INCORPORATED 2014-08 PURCHASE 2015-09   339 254     85  
    ACTIVISION BLIZZARD INCORPORATED 2014-08 PURCHASE 2015-12   272 162     110  
    ACTIVISION BLIZZARD INCORPORATED 2014-09 PURCHASE 2015-12   506 311     195  
    ADOBE SYSTEMS INCORPORATED 2013-12 PURCHASE 2015-07   162 113     49  
    ADVANCE AUTO PARTS INCORPORATED 2014-10 PURCHASE 2015-09   2,614 2,031     583  
    ADVANCE AUTO PARTS INCORPORATED 2014-10 PURCHASE 2015-09   1,046 858     188  
    ADVANCE AUTO PARTS INCORPORATED 2015-02 PURCHASE 2015-09   697 622     75  
    ADVANCE AUTO PARTS INCORPORATED 2014-10 PURCHASE 2015-07   166 135     31  
    ADVANCE AUTO PARTS INCORPORATED 2014-10 PURCHASE 2015-04   1,207 1,083     124  
    AERIE PHARMACEUTICALS INCORPORATED 2015-03 PURCHASE 2015-07   36 56     -20  
    AFFILIATED MANAGERS GROUP 2012-02 PURCHASE 2015-01   994 534     460  
    AGCO CORPORATION 2012-01 PURCHASE 2015-02   498 490     8  
    AGCO CORPORATION 2012-03 PURCHASE 2015-07   109 97     12  
    AGCO CORPORATION 2012-01 PURCHASE 2015-02   500 490     10  
    AGCO CORPORATION 2012-01 PURCHASE 2015-02   50 49     1  
    AGCO CORPORATION 2012-01 PURCHASE 2015-05   306 294     12  
    AGCO CORPORATION 2012-06 PURCHASE 2015-12   203 162     41  
    AGCO CORPORATION 2012-04 PURCHASE 2015-12   405 359     46  
    AGCO CORPORATION 2012-01 PURCHASE 2015-07   221 196     25  
    AGCO CORPORATION 2012-04 PURCHASE 2015-07   109 90     19  
    AGCO CORPORATION 2012-03 PURCHASE 2015-07   441 390     51  
    AIR METHODS CORPORATION COM PAR .06 2012-01 PURCHASE 2015-07   124 83     41  
    AIR METHODS CORPORATION COM PAR .06 2012-01 PURCHASE 2015-02   226 139     87  
    ALCOA INCORPORATED 2015-04 PURCHASE 2015-11   931 1,509     -578  
    ALCOA INCORPORATED 2014-05 PURCHASE 2015-11   282 457     -175  
    ALCOA INCORPORATED 2013-04 PURCHASE 2015-11   723 701     22  
    ALCOA INCORPORATED 2012-05 PURCHASE 2015-11   42 44     -2  
    ALCOA INCORPORATED 2015-05 PURCHASE 2015-11   598 897     -299  
    ALCOA INCORPORATED 2015-06 PURCHASE 2015-11   515 726     -211  
    ALCOA INCORPORATED 2015-07 PURCHASE 2015-11   324 419     -95  
    ALCOA INCORPORATED 2013-06 PURCHASE 2015-11   532 512     20  
    ALERE INCORPORATED 2015-05 PURCHASE 2015-11   1,510 1,931     -421  
    ALERE INCORPORATED 2015-05 PURCHASE 2015-07   107 102     5  
    ALERE INCORPORATED 2015-10 PURCHASE 2015-11   835 991     -156  
    ALEXION PHARMACEUTICALS INCORPORATED 2011-06 PURCHASE 2015-07   196 45     151  
    ALIBABA GROUP HLDG LIMITED SPONSORED 2015-02 PURCHASE 2015-08   349 426     -77  
    ALIBABA GROUP HLDG LIMITED SPONSORED 2014-10 PURCHASE 2015-08   1,813 2,016     -203  
    ALIBABA GROUP HLDG LIMITED SPONSORED 2015-05 PURCHASE 2015-08   1,116 1,395     -279  
    ALIBABA GROUP HLDG LIMITED SPONSORED 2015-01 PURCHASE 2015-08   628 817     -189  
    ALIBABA GROUP HLDG LIMITED SPONSORED 2014-10 PURCHASE 2015-07   82 82        
    ALLIANCE DATA SYSTEMS CORPORATION 2015-02 PURCHASE 2015-07   608 557     51  
    ALLIANCE DATA SYSTEMS CORPORATION 2013-08 PURCHASE 2015-07   1,519 1,019     500  
    ALLIANCE DATA SYSTEMS CORPORATION 2013-05 PURCHASE 2015-07   304 183     121  
    ALLIANCE DATA SYSTEMS CORPORATION 2013-05 PURCHASE 2015-07   2,734 1,643     1,091  
    ALLIANCE DATA SYSTEMS CORPORATION 2013-05 PURCHASE 2015-04   1,171 730     441  
    ALLSTATE CORPORATION 2014-04 PURCHASE 2015-09   233 228     5  
    ALLSTATE CORPORATION 2014-02 PURCHASE 2015-09   117 103     14  
    ALLSTATE CORPORATION 2014-02 PURCHASE 2015-09   174 155     19  
    ALLSTATE CORPORATION 2013-10 PURCHASE 2015-09   290 266     24  
    ALLSTATE CORPORATION 2013-10 PURCHASE 2015-06   66 53     13  
    ALLSTATE CORPORATION 2013-09 PURCHASE 2015-06   328 261     67  
    ALLSTATE CORPORATION 2013-09 PURCHASE 2015-05   135 104     31  
    ALLSTATE CORPORATION 2013-09 PURCHASE 2015-05   673 513     160  
    ALPHABET INCORPORATED CAP STK CLASS 2013-01 PURCHASE 2015-11   1,500 699     801  
    ALPHABET INCORPORATED CAP STK CLASS 2013-04 PURCHASE 2015-11   750 411     339  
    ALPHABET INCORPORATED CAP STK CLASS 2013-01 PURCHASE 2015-10   729 349     380  
    ALPHABET INCORPORATED CAP STK CLASS 2013-04 PURCHASE 2015-11   750 400     350  
    ALPHABET INCORPORATED CAP STK CLASS 2012-06 PURCHASE 2015-10   684 272     412  
    ALPHABET INCORPORATED CAP STK CLASS 2013-01 PURCHASE 2015-12   743 347     396  
    ALPHABET INCORPORATED CAP STK CLASS 2013-01 PURCHASE 2015-10   743 362     381  
    AMAZON COM INCORPORATED 2011-11 PURCHASE 2015-03   1,112 645     467  
    AMAZON COM INCORPORATED 2012-02 PURCHASE 2015-05   1,253 528     725  
    AMAZON COM INCORPORATED 2011-11 PURCHASE 2015-05   835 430     405  
    AMAZON COM INCORPORATED 2011-11 PURCHASE 2015-04   741 430     311  
    AMC NETWORKS INCORPORATED CLASS A 2014-02 PURCHASE 2015-06   1,316 1,228     88  
    AMC NETWORKS INCORPORATED CLASS A 2014-05 PURCHASE 2015-11   1,268 943     325  
    AMC NETWORKS INCORPORATED CLASS A 2014-03 PURCHASE 2015-11   951 887     64  
    AMC NETWORKS INCORPORATED CLASS A 2014-02 PURCHASE 2015-10   364 384     -20  
    AMC NETWORKS INCORPORATED CLASS A 2014-02 PURCHASE 2015-07   85 77     8  
    AMC NETWORKS INCORPORATED CLASS A 2014-05 PURCHASE 2015-11   1,189 924     265  
    AMERICAN INTERNATIONAL GROUP INCORPO 2015-04 PURCHASE 2015-12   693 617     76  
    AMERICAN INTERNATIONAL GROUP INCORPO 2015-04 PURCHASE 2015-11   731 673     58  
    AMERICAN INTERNATIONAL GROUP INCORPO 2015-04 PURCHASE 2015-12   774 729     45  
    AMERICAN INTERNATIONAL GROUP INCORPO 2015-04 PURCHASE 2015-11   481 449     32  
    AMSURG CORPORATION 2014-07 PURCHASE 2015-02   232 186     46  
    AMSURG CORPORATION 2014-07 PURCHASE 2015-07   71 46     25  
    ANADARKO PETE CORPORATION 2015-02 PURCHASE 2015-11   599 702     -103  
    ANADARKO PETE CORPORATION 2015-03 PURCHASE 2015-12   175 245     -70  
    ANADARKO PETE CORPORATION 2015-03 PURCHASE 2015-11   120 164     -44  
    ANADARKO PETE CORPORATION 2015-02 PURCHASE 2015-11   60 85     -25  
    ANADARKO PETE CORPORATION 2015-10 PURCHASE 2015-12   58 72     -14  
    ANIXTER INTERNATIONAL INCORPORATED 2014-07 PURCHASE 2015-07   63 103     -40  
    ANIXTER INTERNATIONAL INCORPORATED 2014-07 PURCHASE 2015-02   237 309     -72  
    ANSYS INCORPORATED 2014-08 PURCHASE 2015-07   278 248     30  
    ANSYS INCORPORATED 2014-08 PURCHASE 2015-11   1,981 1,816     165  
    ANTHEM INCORPORATED 2015-02 PURCHASE 2015-06   330 275     55  
    ANTHEM INCORPORATED 2015-02 PURCHASE 2015-07   318 275     43  
    APACHE CORPORATION 2013-11 PURCHASE 2015-06   346 533     -187  
    APACHE CORPORATION 2014-01 PURCHASE 2015-06   403 600     -197  
    APACHE CORPORATION 2013-11 PURCHASE 2015-06   461 729     -268  
    APACHE CORPORATION 2014-05 PURCHASE 2015-06   231 354     -123  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-01 PURCHASE 2015-04   104 195     -91  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-05 PURCHASE 2015-05   247 428     -181  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-05 PURCHASE 2015-06   50 86     -36  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-04 PURCHASE 2015-05   49 84     -35  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-04 PURCHASE 2015-04   243 394     -151  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-01 PURCHASE 2015-04   431 761     -330  
    APOLLO ED GROUP INCORPORATED CLASS A 2014-01 PURCHASE 2015-04   754 1,364     -610  
    APOLLO ED GROUP INCORPORATED CLASS A 2015-02 PURCHASE 2015-06   83 140     -57  
    APPLE INCORPORATED 2014-04 PURCHASE 2015-10   937 649     288  
    APPLE INCORPORATED 2014-05 PURCHASE 2015-12   217 169     48  
    APPLE INCORPORATED 2014-04 PURCHASE 2015-12   1,744 1,298     446  
    APPLE INCORPORATED 2014-02 PURCHASE 2015-08   346 220     126  
    APPLE INCORPORATED 2014-04 PURCHASE 2015-12   434 325     109  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-04   376 183     193  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-06   386 183     203  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-07   622 304     318  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-07   634 304     330  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-07   1,718 852     866  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-08   578 304     274  
    APPLE INCORPORATED 2013-07 PURCHASE 2015-08   923 487     436  
    APPLE INCORPORATED 2014-02 PURCHASE 2015-08   462 293     169  
    AQR MANAGED FUTURES STRATEGY FUND CL 2012-04 PURCHASE 2015-04   3,066 2,512     554  
    ARTISAN PARTNERS ASSET MGMT IN CLASS 2014-04 PURCHASE 2015-02   248 315     -67  
    ARTISAN PARTNERS ASSET MGMT IN CLASS 2014-04 PURCHASE 2015-07   45 63     -18  
    ASG GLOBAL ALTERNATIVES FUND CLASS Y 2012-01 PURCHASE 2015-04   1,164 1,036     128  
    ASML HOLDING N V N Y REGISTRY SHS (N 2013-03 PURCHASE 2015-07   103 70     33  
    ASPEN TECHNOLOGY INCORPORATED 2015-10 PURCHASE 2015-11   575 589     -14  
    ASPEN TECHNOLOGY INCORPORATED 2015-03 PURCHASE 2015-07   136 111     25  
    ASPEN TECHNOLOGY INCORPORATED 2015-03 PURCHASE 2015-11   493 443     50  
    ASPEN TECHNOLOGY INCORPORATED 2015-10 PURCHASE 2015-11   452 440     12  
    ASPEN TECHNOLOGY INCORPORATED 2015-09 PURCHASE 2015-11   493 461     32  
    ASPEN TECHNOLOGY INCORPORATED 2015-03 PURCHASE 2015-11   452 432     20  
    AUTODESK INCORPORATED 2015-07 PURCHASE 2015-11   1,653 1,373     280  
    AUTODESK INCORPORATED 2015-07 PURCHASE 2015-11   1,469 1,254     215  
    AVERY DENNISON CORPORATION 2015-02 PURCHASE 2015-12   130 108     22  
    AVERY DENNISON CORPORATION 2014-09 PURCHASE 2015-12   260 193     67  
    AVERY DENNISON CORPORATION 2014-09 PURCHASE 2015-06   314 242     72  
    AVERY DENNISON CORPORATION 2014-09 PURCHASE 2015-10   471 387     84  
    AVON PRODUCTS INCORPORATED 2014-12 PURCHASE 2015-01   127 167     -40  
    BANCO BILBAO VIZCAYA ARGENTARI SPONS 2015-06 PURCHASE 2015-07   71 71        
    BANK N S HALIFAX (CANADA) 2012-08 PURCHASE 2015-07   50 52     -2  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-11   424 123     301  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-11   322 92     230  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-02   328 138     190  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-11   508 154     354  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-12   202 61     141  
    BANK OF THE OZARKS INCORPORATED 2012-01 PURCHASE 2015-07   185 61     124  
    BANKRATE INCORPORATED DEL 2013-12 PURCHASE 2015-01   255 362     -107  
    BANKRATE INCORPORATED DEL 2013-11 PURCHASE 2015-01   13 19     -6  
    BANKRATE INCORPORATED DEL 2013-11 PURCHASE 2015-01   360 532     -172  
    BANKUNITED INCORPORATED 2014-02 PURCHASE 2015-07   146 128     18  
    BANKUNITED INCORPORATED 2014-02 PURCHASE 2015-02   260 256     4  
    BARCLAYS PLC ADR (UNITED KINGDOM) 2013-12 PURCHASE 2015-07   85 87     -2  
    BB&T CORPORATION 2012-11 PURCHASE 2015-01   37 28     9  
    BB&T CORPORATION 2013-01 PURCHASE 2015-01   336 278     58  
    BB&T CORPORATION 2013-02 PURCHASE 2015-01   411 340     71  
    BERKLEY W R CORPORATION 2012-03 PURCHASE 2015-02   354 253     101  
    BERKLEY W R CORPORATION 2012-03 PURCHASE 2015-07   170 109     61  
    BERKLEY W R CORPORATION 2012-05 PURCHASE 2015-12   170 115     55  
    BERKLEY W R CORPORATION 2012-03 PURCHASE 2015-02   101 72     29  
    BERKLEY W R CORPORATION 2012-03 PURCHASE 2015-12   113 72     41  
    BIOGEN INCORPORATED 2015-11 PURCHASE 2015-12   287 281     6  
    BIOGEN INCORPORATED 2013-04 PURCHASE 2015-04   2,520 1,287     1,233  
    BIOGEN INCORPORATED 2013-05 PURCHASE 2015-04   1,260 638     622  
    BIOGEN INCORPORATED 2012-04 PURCHASE 2015-02   393 127     266  
    BIOGEN INCORPORATED 2015-02 PURCHASE 2015-04   420 409     11  
    BIOGEN INCORPORATED 2013-06 PURCHASE 2015-04   840 396     444  
    BIOMED REALTY TRUST INCORPORATED REI 2013-02 PURCHASE 2015-01   320 273     47  
    BIOMED REALTY TRUST INCORPORATED REI 2013-06 PURCHASE 2015-01   49 37     12  
    BIOMED REALTY TRUST INCORPORATED REI 2014-05 PURCHASE 2015-01   74 63     11  
    BIOMED REALTY TRUST INCORPORATED REI 2013-02 PURCHASE 2015-01   123 105     18  
    BLACKROCK INCORPORATED 2015-08 PURCHASE 2015-11   710 621     89  
    BLOOMIN BRANDS INCORPORATED 2015-05 PURCHASE 2015-07   94 88     6  
    BNP PARIBAS SPONSORED ADR (FRANCE) 2014-04 PURCHASE 2015-07   92 92        
    BNP PARIBAS SPONSORED ADR (FRANCE) 2014-04 PURCHASE 2015-10   482 482        
    BNP PARIBAS SPONSORED ADR (FRANCE) 2014-04 PURCHASE 2015-10   663 663        
    BOK FINL CORPORATION COM NEW 2014-09 PURCHASE 2015-02   118 136     -18  
    BOK FINL CORPORATION COM NEW 2014-09 PURCHASE 2015-07   137 136     1  
    BOSTON PARTNERS LONG/SHORT RESEARCH 2012-08 PURCHASE 2015-07   665 505     160  
    BROADRIDGE FINL SOLUTIONS INCORPORAT 2012-01 PURCHASE 2015-02   1,037 487     550  
    BROADRIDGE FINL SOLUTIONS INCORPORAT 2012-01 PURCHASE 2015-02   372 162     210  
    BROADRIDGE FINL SOLUTIONS INCORPORAT 2012-01 PURCHASE 2015-04   270 116     154  
    BROADRIDGE FINL SOLUTIONS INCORPORAT 2012-01 PURCHASE 2015-09   712 302     410  
    BROCADE COMMUNICATIONS SYSTEMS INCOR 2013-09 PURCHASE 2015-08   380 301     79  
    BROCADE COMMUNICATIONS SYSTEMS INCOR 2013-06 PURCHASE 2015-07   348 190     158  
    BROCADE COMMUNICATIONS SYSTEMS INCOR 2013-09 PURCHASE 2015-07   72 55     17  
    BROCADE COMMUNICATIONS SYSTEMS INCOR 2013-10 PURCHASE 2015-11   354 279     75  
    BROCADE COMMUNICATIONS SYSTEMS INCOR 2013-10 PURCHASE 2015-08   10 8     2  
    BUNZL PUB LIMITED COMPANY SPON ADR N 2008-08 PURCHASE 2015-10   1,104 504     600  
    BUNZL PUB LIMITED COMPANY SPON ADR N 2008-11 PURCHASE 2015-10   525 173     352  
    BURLINGTON STORES INCORPORATED 2015-05 PURCHASE 2015-10   500 599     -99  
    BURLINGTON STORES INCORPORATED 2015-05 PURCHASE 2015-07   55 54     1  
    CAMERON INTERNATIONAL CORPORATION 2013-06 PURCHASE 2015-08   1,102 1,049     53  
    CAMERON INTERNATIONAL CORPORATION 2015-07 PURCHASE 2015-08   454 359     95  
    CAMERON INTERNATIONAL CORPORATION 2014-05 PURCHASE 2015-08   454 447     7  
    CAMERON INTERNATIONAL CORPORATION 2014-01 PURCHASE 2015-08   973 878     95  
    CAMERON INTERNATIONAL CORPORATION 2013-06 PURCHASE 2015-08   259 247     12  
    CAMERON INTERNATIONAL CORPORATION 2013-01 PURCHASE 2015-08   843 764     79  
    CAMERON INTERNATIONAL CORPORATION 2012-12 PURCHASE 2015-08   454 391     63  
    CAMERON INTERNATIONAL CORPORATION 2012-06 PURCHASE 2015-08   259 163     96  
    CAMERON INTERNATIONAL CORPORATION 2012-05 PURCHASE 2015-08   713 503     210  
    CANADIAN NAT RES LIMITED (CANADA) 2014-11 PURCHASE 2015-12   277 277        
    CANADIAN NAT RES LIMITED (CANADA) 2014-10 PURCHASE 2015-12   300 300        
    CAPSTEAD MTG CORPORATION COM NO PAR 2013-10 PURCHASE 2015-07   115 117     -2  
    CAPSTEAD MTG CORPORATION COM NO PAR 2013-10 PURCHASE 2015-02   131 129     2  
    CARBO CERAMICS INCORPORATED 2014-10 PURCHASE 2015-02   656 1,075     -419  
    CARBO CERAMICS INCORPORATED 2014-10 PURCHASE 2015-02   795 1,188     -393  
    CARBO CERAMICS INCORPORATED 2014-10 PURCHASE 2015-02   176 283     -107  
    CATAMARAN CORPORATION (CANADA) 2014-05 PURCHASE 2015-04   476 341     135  
    CATAMARAN CORPORATION (CANADA) 2014-06 PURCHASE 2015-04   178 133     45  
    CATAMARAN CORPORATION (CANADA) 2014-03 PURCHASE 2015-04   357 270     87  
    CATAMARAN CORPORATION (CANADA) 2013-05 PURCHASE 2015-04   297 275     22  
    CATAMARAN CORPORATION (CANADA) 2013-01 PURCHASE 2015-04   1,130 1,040     90  
    CATAMARAN CORPORATION (CANADA) 2012-12 PURCHASE 2015-04   1,665 1,565     100  
    CAVIUM INCORPORATED 2012-01 PURCHASE 2015-02   479 220     259  
    CAVIUM INCORPORATED 2012-01 PURCHASE 2015-01   663 346     317  
    CAVIUM INCORPORATED 2012-01 PURCHASE 2015-07   128 63     65  
    CAVIUM INCORPORATED 2012-05 PURCHASE 2015-07   128 50     78  
    CDW CORPORATION 2015-06 PURCHASE 2015-07   102 102        
    CEB INCORPORATED 2012-01 PURCHASE 2015-07   88 38     50  
    CELGENE CORPORATION 2013-03 PURCHASE 2015-01   1,287 622     665  
    CELGENE CORPORATION 2013-03 PURCHASE 2015-12   443 226     217  
    CELGENE CORPORATION 2013-03 PURCHASE 2015-02   117 57     60  
    CELGENE CORPORATION 2013-03 PURCHASE 2015-10   247 113     134  
    CENOVUS ENERGY INCORPORATED (CANADA) 2014-08 PURCHASE 2015-06   188 335     -147  
    CENOVUS ENERGY INCORPORATED (CANADA) 2014-08 PURCHASE 2015-06   223 401     -178  
    CENOVUS ENERGY INCORPORATED (CANADA) 2011-05 PURCHASE 2015-06   137 308     -171  
    CENOVUS ENERGY INCORPORATED (CANADA) 2014-06 PURCHASE 2015-06   548 952     -404  
    CENOVUS ENERGY INCORPORATED (CANADA) 2013-06 PURCHASE 2015-06   34 55     -21  
    CENOVUS ENERGY INCORPORATED (CANADA) 2012-06 PURCHASE 2015-06   34 61     -27  
    CENOVUS ENERGY INCORPORATED (CANADA) 2011-04 PURCHASE 2015-06   274 608     -334  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-07   74 15     59  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-07   161 30     131  
    CENTENE CORPORATION DEL 2012-05 PURCHASE 2015-01   107 40     67  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-01   426 108     318  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-01   539 135     404  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-02   550 121     429  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-02   244 54     190  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-03   1,012 215     797  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-03   914 175     739  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-03   352 73     279  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-06   147 29     118  
    CENTENE CORPORATION DEL 2012-06 PURCHASE 2015-07   565 102     463  
    CERNER CORPORATION 2012-12 PURCHASE 2015-11   980 681     299  
    CERNER CORPORATION 2012-09 PURCHASE 2015-07   141 72     69  
    CERNER CORPORATION 2012-09 PURCHASE 2015-06   475 254     221  
    CERNER CORPORATION 2012-09 PURCHASE 2015-06   661 362     299  
    CERNER CORPORATION 2012-09 PURCHASE 2015-06   266 145     121  
    CERNER CORPORATION 2012-06 PURCHASE 2015-06   133 80     53  
    CERNER CORPORATION 2012-05 PURCHASE 2015-06   133 80     53  
    CERNER CORPORATION 2012-09 PURCHASE 2015-11   807 515     292  
    CERNER CORPORATION 2012-09 PURCHASE 2015-11   2,248 1,413     835  
    CERNER CORPORATION 2011-11 PURCHASE 2015-02   145 63     82  
    CERNER CORPORATION 2011-11 PURCHASE 2015-02   1,445 635     810  
    CERNER CORPORATION 2012-05 PURCHASE 2015-02   145 80     65  
    CERNER CORPORATION 2012-09 PURCHASE 2015-07   141 72     69  
    CHATHAM LODGING TR REIT 2013-10 PURCHASE 2015-07   112 79     33  
    CHATHAM LODGING TR REIT 2013-10 PURCHASE 2015-02   144 98     46  
    CHEESECAKE FACTORY INCORPORATED 2013-06 PURCHASE 2015-02   98 80     18  
    CHEESECAKE FACTORY INCORPORATED 2014-04 PURCHASE 2015-02   342 329     13  
    CHEESECAKE FACTORY INCORPORATED 2012-06 PURCHASE 2015-02   243 159     84  
    CHEESECAKE FACTORY INCORPORATED 2012-01 PURCHASE 2015-02   487 295     192  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-01 PURCHASE 2015-05   343 246     97  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-01 PURCHASE 2015-04   547 450     97  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-01 PURCHASE 2015-02   512 450     62  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-01 PURCHASE 2015-02   279 246     33  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-06 PURCHASE 2015-05   286 183     103  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-06 PURCHASE 2015-07   47 37     10  
    CHICAGO BRIDGE & IRON COMPANY N V (N 2012-06 PURCHASE 2015-05   286 179     107  
    CHICOS FAS INCORPORATED 2013-01 PURCHASE 2015-09   477 567     -90  
    CHICOS FAS INCORPORATED 2013-01 PURCHASE 2015-09   74 89     -15  
    CHICOS FAS INCORPORATED 2013-04 PURCHASE 2015-09   358 403     -45  
    CHICOS FAS INCORPORATED 2013-01 PURCHASE 2015-07   65 71     -6  
    CHICOS FAS INCORPORATED 2013-01 PURCHASE 2015-02   267 266     1  
    CHIMERA INVT CORPORATION COM NEW REI 2012-01 PURCHASE 2015-07   85 66     19  
    CHIMERA INVT CORPORATION COM NEW REI 2012-01 PURCHASE 2015-04   3 2     1  
    CHIMERA INVT CORPORATION REIT 2012-01 PURCHASE 2015-02   166 115     51  
    CIELO S A SPONSORED ADR (BRAZIL) 2012-12 PURCHASE 2015-04   5 4     1  
    CIELO S A SPONSORED ADR (BRAZIL) 2012-12 PURCHASE 2015-05   756 516     240  
    CIGNA CORPORATION 2015-04 PURCHASE 2015-07   156 133     23  
    CINEMARK HOLDINGS INCORPORATED 2012-12 PURCHASE 2015-07   209 131     78  
    CINEMARK HOLDINGS INCORPORATED 2012-12 PURCHASE 2015-02   288 184     104  
    CIRCOR INTERNATIONAL INCORPORATED 2013-05 PURCHASE 2015-02   215 203     12  
    CIRCOR INTERNATIONAL INCORPORATED 2013-10 PURCHASE 2015-04   230 249     -19  
    CIRCOR INTERNATIONAL INCORPORATED 2013-05 PURCHASE 2015-04   115 101     14  
    CIRCOR INTERNATIONAL INCORPORATED 2013-05 PURCHASE 2015-04   345 304     41  
    CIRCOR INTERNATIONAL INCORPORATED 2013-05 PURCHASE 2015-03   220 203     17  
    CISCO SYSTEMS INCORPORATED 2011-11 PURCHASE 2015-10   524 321     203  
    CITIGROUP INCORPORATED COM NEW 2011-10 PURCHASE 2015-01   1,991 1,237     754  
    CITIGROUP INCORPORATED COM NEW 2012-01 PURCHASE 2015-01   153 85     68  
    CITIGROUP INCORPORATED COM NEW 2012-01 PURCHASE 2015-01   282 170     112  
    CITIGROUP INCORPORATED COM NEW 2012-01 PURCHASE 2015-07   55 28     27  
    CLEAN HARBORS INCORPORATED 2013-08 PURCHASE 2015-02   615 625     -10  
    CLEAN HARBORS INCORPORATED 2013-08 PURCHASE 2015-02   57 53     4  
    CLEAN HARBORS INCORPORATED 2013-08 PURCHASE 2015-02   170 171     -1  
    CLEAN HARBORS INCORPORATED 2013-09 PURCHASE 2015-02   224 234     -10  
    CLEAN HARBORS INCORPORATED 2013-08 PURCHASE 2015-02   511 502     9  
    COACH INCORPORATED 2014-12 PURCHASE 2015-01   190 182     8  
    COCA COLA COMPANY 2013-08 PURCHASE 2015-11   836 781     55  
    COCA COLA COMPANY 2015-07 PURCHASE 2015-11   376 366     10  
    COCA COLA COMPANY 2014-05 PURCHASE 2015-11   878 857     21  
    COCA COLA COMPANY 2013-02 PURCHASE 2015-11   1,045 968     77  
    COGENT COMMUNICATIONS HLDGS IN COM N 2012-10 PURCHASE 2015-06   675 395     280  
    COGENT COMMUNICATIONS HLDGS IN COM N 2012-10 PURCHASE 2015-06   622 375     247  
    COGENT COMMUNICATIONS HLDGS IN COM N 2012-10 PURCHASE 2015-02   252 144     108  
    COLONY CAP INCORPORATED CLASS A REIT 2014-01 PURCHASE 2015-07   140 127     13  
    COLONY CAP INCORPORATED CLASS A REIT 2014-01 PURCHASE 2015-02   148 127     21  
    COLUMBIA BKG SYSTEMS INCORPORATED 2014-01 PURCHASE 2015-07   130 114     16  
    COLUMBIA BKG SYSTEMS INCORPORATED 2014-01 PURCHASE 2015-02   113 113        
    COMCAST CORPORATION NEW CLASS A 2012-01 PURCHASE 2015-01   1,649 771     878  
    COMCAST CORPORATION NEW CLASS A 2012-01 PURCHASE 2015-07   64 25     39  
    CORNERSTONE ONDEMAND INCORPORATED 2013-10 PURCHASE 2015-07   71 101     -30  
    CORNERSTONE ONDEMAND INCORPORATED 2013-10 PURCHASE 2015-02   166 253     -87  
    CORPORATE EXECUTIVE BRD COMPANY 2012-01 PURCHASE 2015-02   157 76     81  
    CORUS ENTERTAINMENT INCORPORATED CLA 2010-02 PURCHASE 2015-11   182 376     -194  
    CORUS ENTERTAINMENT INCORPORATED CLA 2012-06 PURCHASE 2015-11   17 45     -28  
    CORUS ENTERTAINMENT INCORPORATED CLA 2014-06 PURCHASE 2015-11   373 1,060     -687  
    CORUS ENTERTAINMENT INCORPORATED CLA 2014-08 PURCHASE 2015-11   191 525     -334  
    CORUS ENTERTAINMENT INCORPORATED CLA 2010-01 PURCHASE 2015-11   422 975     -553  
    CORUS ENTERTAINMENT INCORPORATED CLA 2010-02 PURCHASE 2015-11   25 51     -26  
    COSTCO WHOLESALE CORPORATION NEW 2015-01 PURCHASE 2015-07   144 143     1  
    COSTCO WHOLESALE CORPORATION NEW 2015-01 PURCHASE 2015-09   1,010 999     11  
    COVIDIEN PLC SHS (IRELAND) 2012-01 PURCHASE 2015-01   109 41     68  
    COVIDIEN PLC SHS (IRELAND) 2011-06 PURCHASE 2015-01   1,305 569     736  
    CRANE COMPANY 2014-02 PURCHASE 2015-04   368 408     -40  
    CRANE COMPANY 2014-02 PURCHASE 2015-04   62 68     -6  
    CRANE COMPANY 2014-01 PURCHASE 2015-04   124 138     -14  
    CRANE COMPANY 2014-01 PURCHASE 2015-03   190 207     -17  
    CRANE COMPANY 2013-12 PURCHASE 2015-03   507 503     4  
    CRANE COMPANY 2013-11 PURCHASE 2015-03   317 316     1  
    CRANE COMPANY 2013-11 PURCHASE 2015-02   137 127     10  
    CRANE COMPANY 2013-11 PURCHASE 2015-03   328 318     10  
    CURTISS WRIGHT CORPORATION 2013-10 PURCHASE 2015-02   146 94     52  
    CURTISS WRIGHT CORPORATION 2013-10 PURCHASE 2015-07   71 47     24  
    CVS HEALTH CORPORATION 2011-10 PURCHASE 2015-09   303 107     196  
    CVS HEALTH CORPORATION 2011-10 PURCHASE 2015-07   313 107     206  
    CVS HEALTH CORPORATION 2010-05 PURCHASE 2015-06   631 208     423  
    CVS HEALTH CORPORATION 2011-10 PURCHASE 2015-09   862 322     540  
    CVS HEALTH CORPORATION 2013-07 PURCHASE 2015-09   96 62     34  
    CVS HEALTH CORPORATION 2013-07 PURCHASE 2015-10   414 247     167  
    CVS HEALTH CORPORATION 2013-10 PURCHASE 2015-10   104 57     47  
    D R HORTON INCORPORATED 2014-05 PURCHASE 2015-04   159 133     26  
    D R HORTON INCORPORATED 2011-11 PURCHASE 2015-04   425 191     234  
    D R HORTON INCORPORATED 2014-01 PURCHASE 2015-04   531 442     89  
    DANAHER CORPORATION DEL 2015-10 PURCHASE 2015-11   574 536     38  
    DANAHER CORPORATION DEL 2015-02 PURCHASE 2015-11   2,297 2,056     241  
    DANAHER CORPORATION DEL 2015-06 PURCHASE 2015-11   191 171     20  
    DANAHER CORPORATION DEL 2015-07 PURCHASE 2015-11   861 799     62  
    DANAHER CORPORATION DEL 2015-10 PURCHASE 2015-11   861 842     19  
    DARLING INGREDIENTS INCORPORATED 2012-01 PURCHASE 2015-07   83 82     1  
    DARLING INGREDIENTS INCORPORATED 2012-01 PURCHASE 2015-02   207 164     43  
    DARLING INGREDIENTS INCORPORATED 2012-01 PURCHASE 2015-02   276 219     57  
    DARLING INGREDIENTS INCORPORATED 2012-01 PURCHASE 2015-02   156 123     33  
    DARLING INGREDIENTS INCORPORATED 2012-01 PURCHASE 2015-07   56 55     1  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-03 PURCHASE 2015-11   805 887     -82  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-03 PURCHASE 2015-11   1,610 1,801     -191  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-03 PURCHASE 2015-11   293 326     -33  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-07 PURCHASE 2015-11   73 80     -7  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-10 PURCHASE 2015-11   2,122 2,197     -75  
    DAVITA HEALTHCARE PARTNERS INCORPORA 2015-10 PURCHASE 2015-11   366 390     -24  
    DEALERTRACK TECHNOLOGIES INCORPORATE 2015-01 PURCHASE 2015-02   81 81        
    DEALERTRACK TECHNOLOGIES INCORPORATE 2014-12 PURCHASE 2015-06   126 92     34  
    DEALERTRACK TECHNOLOGIES INCORPORATE 2015-01 PURCHASE 2015-06   629 434     195  
    DEALERTRACK TECHNOLOGIES INCORPORATE 2015-01 PURCHASE 2015-06   505 345     160  
    DECKERS OUTDOOR CORPORATION 2013-06 PURCHASE 2015-07   148 97     51  
    DEL FRISCOS RESTAURANT GROUP I 2014-06 PURCHASE 2015-07   18 28     -10  
    DEL FRISCOS RESTAURANT GROUP I 2014-06 PURCHASE 2015-02   116 164     -48  
    DEL FRISCOS RESTAURANT GROUP I 2014-06 PURCHASE 2015-07   18 27     -9  
    DEL FRISCOS RESTAURANT GROUP I 2014-06 PURCHASE 2015-07   355 645     -290  
    DEL FRISCOS RESTAURANT GROUP I 2014-07 PURCHASE 2015-07   139 253     -114  
    DELPHI AUTOMOTIVE PLC SHS (JERSEY) 2015-04 PURCHASE 2015-07   160 162     -2  
    DELTA AIR LINES INCORPORATED DEL COM 2014-06 PURCHASE 2015-07   86 79     7  
    DEUTSCHE BOERSE ADR (GERMANY) 2012-02 PURCHASE 2015-02   718 604     114  
    DEUTSCHE GLOBAL REAL ESTATE SECURITI 2011-12 PURCHASE 2015-07   132 96     36  
    DISCOVERY COMMUNICATNS NEW COM SER A 2014-11 PURCHASE 2015-07   169 197     -28  
    DISCOVERY COMMUNICATNS NEW COM SER A 2014-12 PURCHASE 2015-01   148 148        
    DISCOVERY COMMUNICATNS NEW COM SER A 2014-12 PURCHASE 2015-07   34 35     -1  
    DISCOVERY COMMUNICATNS NEW COM SER A 2014-12 PURCHASE 2015-10   407 488     -81  
    DISCOVERY COMMUNICATNS NEW COM SER A 2014-12 PURCHASE 2015-11   1,170 1,361     -191  
    DISCOVERY COMMUNICATNS NEW COM SER A 2015-04 PURCHASE 2015-11   1,950 2,159     -209  
    DISCOVERY COMMUNICATNS NEW COM SER A 2015-05 PURCHASE 2015-11   990 1,078     -88  
    DOVER CORPORATION 2012-09 PURCHASE 2015-01   346 252     94  
    DRIL-QUIP INCORPORATED 2012-01 PURCHASE 2015-02   140 136     4  
    DRIL-QUIP INCORPORATED 2012-01 PURCHASE 2015-07   142 136     6  
    DRIL-QUIP INCORPORATED 2012-01 PURCHASE 2015-09   402 408     -6  
    DRIL-QUIP INCORPORATED 2012-03 PURCHASE 2015-09   67 67        
    DRIL-QUIP INCORPORATED 2012-03 PURCHASE 2015-09   199 202     -3  
    DRIL-QUIP INCORPORATED 2013-04 PURCHASE 2015-09   265 342     -77  
    DSW INCORPORATED CLASS A 2012-10 PURCHASE 2015-07   210 203     7  
    DSW INCORPORATED CLASS A 2012-10 PURCHASE 2015-02   148 135     13  
    E M C CORPORATION MASS 2013-02 PURCHASE 2015-04   568 547     21  
    E M C CORPORATION MASS 2013-02 PURCHASE 2015-04   768 721     47  
    E M C CORPORATION MASS 2013-05 PURCHASE 2015-04   185 164     21  
    E M C CORPORATION MASS 2013-05 PURCHASE 2015-07   156 140     16  
    E M C CORPORATION MASS 2013-05 PURCHASE 2015-07   260 234     26  
    E M C CORPORATION MASS 2013-05 PURCHASE 2015-07   101 94     7  
    E M C CORPORATION MASS 2013-06 PURCHASE 2015-07   227 214     13  
    E M C CORPORATION MASS 2013-06 PURCHASE 2015-07   175 166     9  
    E M C CORPORATION MASS 2014-01 PURCHASE 2015-10   24 27     -3  
    E M C CORPORATION MASS 2014-01 PURCHASE 2015-07   648 677     -29  
    E M C CORPORATION MASS 2013-02 PURCHASE 2015-04   156 149     7  
    E M C CORPORATION MASS 2014-03 PURCHASE 2015-07   547 583     -36  
    E M C CORPORATION MASS 2014-04 PURCHASE 2015-07   235 240     -5  
    E M C CORPORATION MASS 2014-04 PURCHASE 2015-08   164 187     -23  
    E M C CORPORATION MASS 2014-04 PURCHASE 2015-08   304 328     -24  
    E M C CORPORATION MASS 2014-05 PURCHASE 2015-08   47 52     -5  
    E M C CORPORATION MASS 2014-05 PURCHASE 2015-10   866 940     -74  
    E M C CORPORATION MASS 2014-06 PURCHASE 2015-10   385 428     -43  
    E M C CORPORATION MASS 2014-07 PURCHASE 2015-10   144 159     -15  
    E M C CORPORATION MASS 2014-11 PURCHASE 2015-10   144 182     -38  
    E M C CORPORATION MASS 2015-02 PURCHASE 2015-10   337 403     -66  
    E M C CORPORATION MASS 2014-03 PURCHASE 2015-07   150 167     -17  
    E M C CORPORATION MASS 2012-09 PURCHASE 2015-04   208 218     -10  
    EAST WEST BANCORP INCORPORATED 2013-10 PURCHASE 2015-06   177 136     41  
    EAST WEST BANCORP INCORPORATED 2013-10 PURCHASE 2015-06   620 473     147  
    EAST WEST BANCORP INCORPORATED 2013-10 PURCHASE 2015-07   227 170     57  
    EAST WEST BANCORP INCORPORATED 2013-10 PURCHASE 2015-02   282 237     45  
    EBAY INCORPORATED 2013-05 PURCHASE 2015-11   314 239     75  
    EBAY INCORPORATED 2013-11 PURCHASE 2015-11   257 187     70  
    EBAY INCORPORATED 2013-05 PURCHASE 2015-11   171 129     42  
    EBAY INCORPORATED 2013-11 PURCHASE 2015-11   399 291     108  
    EBAY INCORPORATED 2014-05 PURCHASE 2015-11   485 349     136  
    EBAY INCORPORATED 2014-07 PURCHASE 2015-11   200 139     61  
    EBAY INCORPORATED 2013-05 PURCHASE 2015-07   569 498     71  
    EBAY INCORPORATED 2013-08 PURCHASE 2015-11   428 303     125  
    ELECTRONIC ARTS INCORPORATED 2013-06 PURCHASE 2015-11   1,848 584     1,264  
    ELECTRONIC ARTS INCORPORATED 2012-06 PURCHASE 2015-07   1,024 168     856  
    ELECTRONIC ARTS INCORPORATED 2012-06 PURCHASE 2015-07   73 12     61  
    ELECTRONIC ARTS INCORPORATED 2012-06 PURCHASE 2015-11   274 48     226  
    ELECTRONIC ARTS INCORPORATED 2013-12 PURCHASE 2015-12   344 108     236  
    ELECTRONIC ARTS INCORPORATED 2013-06 PURCHASE 2015-12   69 22     47  
    ELECTRONIC ARTS INCORPORATED 2012-06 PURCHASE 2015-02   1,384 287     1,097  
    EMERSON ELEC COMPANY 2014-07 PURCHASE 2015-04   681 813     -132  
    EMERSON ELEC COMPANY 2015-02 PURCHASE 2015-04   57 58     -1  
    ENBRIDGE INCORPORATED (CANADA) 2013-03 PURCHASE 2015-07   46 46        
    ENERGIZER HLDGS INCORPORATED 2014-03 PURCHASE 2015-01   2,944 2,295     649  
    ENVISION HEALTHCARE HLDGS INCORPORAT 2014-05 PURCHASE 2015-07   119 105     14  
    ENVISION HEALTHCARE HLDGS INCORPORAT 2014-05 PURCHASE 2015-02   113 105     8  
    EOG RES INCORPORATED 2014-10 PURCHASE 2015-06   266 266        
    EOG RES INCORPORATED 2014-05 PURCHASE 2015-06   89 89        
    EOG RES INCORPORATED 2014-10 PURCHASE 2015-06   531 538     -7  
    EOG RES INCORPORATED 2012-06 PURCHASE 2015-06   177 86     91  
    EOG RES INCORPORATED 2012-05 PURCHASE 2015-06   443 247     196  
    EOG RES INCORPORATED 2012-05 PURCHASE 2015-02   280 148     132  
    EOG RES INCORPORATED 2012-05 PURCHASE 2015-06   357 197     160  
    EOG RES INCORPORATED 2014-10 PURCHASE 2015-06   1,219 1,276     -57  
    EOG RES INCORPORATED 2014-11 PURCHASE 2015-06   522 604     -82  
    EOG RES INCORPORATED 2014-12 PURCHASE 2015-06   2,002 2,025     -23  
    EOG RES INCORPORATED 2014-12 PURCHASE 2015-07   1,286 1,321     -35  
    EOG RES INCORPORATED 2012-01 PURCHASE 2015-02   93 59     34  
    EOG RES INCORPORATED 2015-04 PURCHASE 2015-07   171 195     -24  
    EOG RES INCORPORATED 2015-02 PURCHASE 2015-07   257 270     -13  
    EOG RES INCORPORATED 2015-02 PURCHASE 2015-07   686 720     -34  
    EOG RES INCORPORATED 2015-02 PURCHASE 2015-07   343 366     -23  
    EOG RES INCORPORATED 2015-02 PURCHASE 2015-07   429 485     -56  
    EOG RES INCORPORATED 2013-02 PURCHASE 2015-06   354 255     99  
    EOG RES INCORPORATED 2015-01 PURCHASE 2015-07   600 619     -19  
    EOG RES INCORPORATED 2012-05 PURCHASE 2015-02   187 109     78  
    EQT CORPORATION 2014-04 PURCHASE 2015-05   540 615     -75  
    EQT CORPORATION 2014-04 PURCHASE 2015-05   448 513     -65  
    ERICSSON ADR B SEK 10 (SWEDEN) 2011-03 PURCHASE 2015-07   32 35     -3  
    EXPRESS SCRIPTS HLDG COMPANY 2013-02 PURCHASE 2015-01   509 341     168  
    EXPRESS SCRIPTS HLDG COMPANY 2013-05 PURCHASE 2015-01   254 186     68  
    EXPRESS SCRIPTS HLDG COMPANY 2013-11 PURCHASE 2015-01   85 65     20  
    EXPRESS SCRIPTS HLDG COMPANY 2013-11 PURCHASE 2015-07   90 65     25  
    EXPRESS SCRIPTS HLDG COMPANY 2010-12 PURCHASE 2015-01   594 401     193  
    EXPRESS SCRIPTS HLDG COMPANY 2014-03 PURCHASE 2015-11   1,763 1,640     123  
    EXPRESS SCRIPTS HLDG COMPANY 2014-04 PURCHASE 2015-11   420 362     58  
    EXPRESS SCRIPTS HLDG COMPANY 2014-04 PURCHASE 2015-11   336 282     54  
    EXPRESS SCRIPTS HLDG COMPANY 2014-05 PURCHASE 2015-11   588 480     108  
    EXPRESS SCRIPTS HLDG COMPANY 2014-09 PURCHASE 2015-11   1,092 966     126  
    EXPRESS SCRIPTS HLDG COMPANY 2015-02 PURCHASE 2015-11   84 84        
    EXPRESS SCRIPTS HLDG COMPANY 2012-12 PURCHASE 2015-01   85 54     31  
    EXPRESS SCRIPTS HLDG COMPANY 2013-11 PURCHASE 2015-11   252 194     58  
    EXXON MOBIL CORPORATION 2013-11 PURCHASE 2015-03   172 181     -9  
    EXXON MOBIL CORPORATION 2013-12 PURCHASE 2015-03   257 283     -26  
    EXXON MOBIL CORPORATION 2014-02 PURCHASE 2015-03   86 96     -10  
    EXXON MOBIL CORPORATION 2013-11 PURCHASE 2015-02   266 268     -2  
    EXXON MOBIL CORPORATION 2013-10 PURCHASE 2015-02   178 172     6  
    EXXON MOBIL CORPORATION 2013-11 PURCHASE 2015-03   429 455     -26  
    FACEBOOK INCORPORATED CLASS A 2013-10 PURCHASE 2015-12   103 50     53  
    FACEBOOK INCORPORATED CLASS A 2013-08 PURCHASE 2015-12   413 154     259  
    FACEBOOK INCORPORATED CLASS A 2013-08 PURCHASE 2015-11   1,686 616     1,070  
    FACEBOOK INCORPORATED CLASS A 2013-08 PURCHASE 2015-07   270 116     154  
    FACEBOOK INCORPORATED CLASS A 2013-08 PURCHASE 2015-07   90 39     51  
    FANUC CORPORATION ADR (JAPAN) 2012-02 PURCHASE 2015-07   307 328     -21  
    FANUC CORPORATION ADR (JAPAN) 2012-02 PURCHASE 2015-07   98 89     9  
    FANUC CORPORATION ADR (JAPAN) 2012-02 PURCHASE 2015-05   1,269 1,073     196  
    FANUC CORPORATION ADR (JAPAN) 2012-05 PURCHASE 2015-07   362 373     -11  
    FASTENAL COMPANY 2014-05 PURCHASE 2015-04   448 527     -79  
    FASTENAL COMPANY 2014-08 PURCHASE 2015-04   1,182 1,289     -107  
    FASTENAL COMPANY 2013-05 PURCHASE 2015-04   204 241     -37  
    FASTENAL COMPANY 2012-10 PURCHASE 2015-04   571 632     -61  
    FASTENAL COMPANY 2013-06 PURCHASE 2015-04   41 45     -4  
    FASTENAL COMPANY 2013-12 PURCHASE 2015-04   326 368     -42  
    FASTENAL COMPANY 2012-08 PURCHASE 2015-04   82 88     -6  
    FASTENAL COMPANY 2012-12 PURCHASE 2015-04   122 141     -19  
    FASTENAL COMPANY 2012-11 PURCHASE 2015-04   652 651     1  
    FASTENAL COMPANY 2013-06 PURCHASE 2015-04   122 134     -12  
    FEDEX CORPORATION 2015-11 PURCHASE 2015-12   291 322     -31  
    FIDELITY NATL INFORMATION SVCS 2015-02 PURCHASE 2015-04   65 68     -3  
    FIDELITY NATL INFORMATION SVCS 2014-03 PURCHASE 2015-04   775 628     147  
    FIFTH THIRD BANCORP 2012-05 PURCHASE 2015-01   265 187     78  
    FIFTH THIRD BANCORP 2011-06 PURCHASE 2015-01   76 49     27  
    FIFTH THIRD BANCORP 2011-06 PURCHASE 2015-01   800 515     285  
    FIFTH THIRD BANCORP 2012-05 PURCHASE 2015-01   180 134     46  
    FIFTH THIRD BANCORP 2013-02 PURCHASE 2015-01   215 199     16  
    FIRST REP BK SAN FRANCISCO CAL 2012-01 PURCHASE 2015-07   193 94     99  
    FIRST REP BK SAN FRANCISCO CAL 2012-01 PURCHASE 2015-05   362 189     173  
    FIRST REP BK SAN FRANCISCO CAL 2012-01 PURCHASE 2015-02   455 252     203  
    FIRST REP BK SAN FRANCISCO CAL 2012-01 PURCHASE 2015-06   443 220     223  
    FLIR SYSTEMS INCORPORATED 2014-08 PURCHASE 2015-11   934 1,057     -123  
    FLIR SYSTEMS INCORPORATED 2015-07 PURCHASE 2015-11   1,138 1,161     -23  
    FLIR SYSTEMS INCORPORATED 2014-04 PURCHASE 2015-11   671 849     -178  
    FLIR SYSTEMS INCORPORATED 2014-09 PURCHASE 2015-11   963 1,059     -96  
    FLIR SYSTEMS INCORPORATED 2015-07 PURCHASE 2015-11   146 154     -8  
    FLIR SYSTEMS INCORPORATED 2014-05 PURCHASE 2015-11   175 200     -25  
    FLOWSERVE CORPORATION 2014-11 PURCHASE 2015-11   184 269     -85  
    FLOWSERVE CORPORATION 2012-01 PURCHASE 2015-02   561 316     245  
    FLOWSERVE CORPORATION 2012-01 PURCHASE 2015-11   2,096 1,648     448  
    FLOWSERVE CORPORATION 2015-01 PURCHASE 2015-11   276 336     -60  
    FLOWSERVE CORPORATION 2013-07 PURCHASE 2015-11   223 280     -57  
    FLOWSERVE CORPORATION 2014-05 PURCHASE 2015-11   268 445     -177  
    FLOWSERVE CORPORATION 2014-07 PURCHASE 2015-11   223 378     -155  
    FLOWSERVE CORPORATION 2014-11 PURCHASE 2015-11   312 470     -158  
    FLOWSERVE CORPORATION 2012-06 PURCHASE 2015-11   535 429     106  
    FLUIDIGM CORPORATION DEL 2014-04 PURCHASE 2015-02   253 206     47  
    FLUIDIGM CORPORATION DEL 2014-04 PURCHASE 2015-07   69 103     -34  
    FLUIDIGM CORPORATION DEL 2014-04 PURCHASE 2015-08   116 309     -193  
    FLUIDIGM CORPORATION DEL 2014-04 PURCHASE 2015-10   55 206     -151  
    FLUIDIGM CORPORATION DEL 2014-04 PURCHASE 2015-10   102 408     -306  
    FLUIDIGM CORPORATION DEL 2014-12 PURCHASE 2015-10   129 389     -260  
    FLUOR CORPORATION NEW 2014-12 PURCHASE 2015-02   166 176     -10  
    FMC TECHNOLOGIES INCORPORATED 2013-11 PURCHASE 2015-01   2,715 3,614     -899  
    FMC TECHNOLOGIES INCORPORATED 2014-06 PURCHASE 2015-01   566 885     -319  
    FOREST CITY ENTERPRISES INCORPORATED 2014-11 PURCHASE 2015-07   209 189     20  
    FOREST CITY ENTERPRISES INCORPORATED 2014-11 PURCHASE 2015-02   307 253     54  
    FORTINET INCORPORATED 2014-08 PURCHASE 2015-02   204 153     51  
    FORTINET INCORPORATED 2014-08 PURCHASE 2015-07   207 127     80  
    FREEPORT-MCMORAN INCORPORATED CLASS 2014-12 PURCHASE 2015-01   130 177     -47  
    FRONTIER COMMUNICATIONS CORPORATION 2012-09 PURCHASE 2015-02   144 70     74  
    FRONTIER COMMUNICATIONS CORPORATION 2012-09 PURCHASE 2015-02   160 79     81  
    FRONTIER COMMUNICATIONS CORPORATION 2012-09 PURCHASE 2015-07   137 104     33  
    FRONTIER COMMUNICATIONS CORPORATION 2012-08 PURCHASE 2015-02   386 194     192  
    FRONTIER COMMUNICATIONS CORPORATION 2012-09 PURCHASE 2015-02   363 178     185  
    GANNETT COMPANY INCORPORATED 2014-10 PURCHASE 2015-07   179 173     6  
    GANNETT COMPANY INCORPORATED 2014-10 PURCHASE 2015-07   146 148     -2  
    GANNETT INCORPORATED 2014-10 PURCHASE 2015-02   1,246 1,037     209  
    GAP INCORPORATED DEL 2014-10 PURCHASE 2015-08   65 75     -10  
    GAP INCORPORATED DEL 2014-10 PURCHASE 2015-08   137 151     -14  
    GAP INCORPORATED DEL 2014-10 PURCHASE 2015-08   308 333     -25  
    GAP INCORPORATED DEL 2015-02 PURCHASE 2015-08   129 161     -32  
    GAP INCORPORATED DEL 2014-11 PURCHASE 2015-08   258 315     -57  
    GAP INCORPORATED DEL 2014-10 PURCHASE 2015-08   454 481     -27  
    GATEWAY FUND CLASS A M/F - NATIXIS A 2012-01 PURCHASE 2015-07   319 281     38  
    GENERAL ELECTRIC COMPANY 2013-10 PURCHASE 2015-10   493 415     78  
    GENERAL ELECTRIC COMPANY 2014-05 PURCHASE 2015-10   493 452     41  
    GENERAL ELECTRIC COMPANY 2014-07 PURCHASE 2015-10   174 159     15  
    GENERAL ELECTRIC COMPANY 2014-08 PURCHASE 2015-10   551 484     67  
    GENERAL ELECTRIC COMPANY 2014-08 PURCHASE 2015-11   825 688     137  
    GENERAL ELECTRIC COMPANY 2014-09 PURCHASE 2015-11   1,131 953     178  
    GENERAL ELECTRIC COMPANY 2015-01 PURCHASE 2015-11   795 623     172  
    GENERAL ELECTRIC COMPANY 2015-07 PURCHASE 2015-11   153 132     21  
    GENERAL ELECTRIC COMPANY 2013-05 PURCHASE 2015-05   1,555 1,296     259  
    GENERAL ELECTRIC COMPANY 2013-10 PURCHASE 2015-05   409 366     43  
    GILEAD SCIENCES INCORPORATED 2013-05 PURCHASE 2015-07   229 110     119  
    GILEAD SCIENCES INCORPORATED 2013-05 PURCHASE 2015-06   353 165     188  
    GIVAUDAN SA ADR (SWITZERLAND) 2010-04 PURCHASE 2015-08   502 260     242  
    GIVAUDAN SA ADR (SWITZERLAND) 2009-06 PURCHASE 2015-08   682 262     420  
    GLOBAL PMTS INCORPORATED 2013-07 PURCHASE 2015-10   131 48     83  
    GLOBAL PMTS INCORPORATED 2013-07 PURCHASE 2015-12   354 120     234  
    GLOBAL PMTS INCORPORATED 2013-01 PURCHASE 2015-07   213 100     113  
    GLOBAL PMTS INCORPORATED 2013-01 PURCHASE 2015-02   555 300     255  
    GLOBAL PMTS INCORPORATED 2013-01 PURCHASE 2015-10   523 200     323  
    GOOGLE INCORPORATED CLASS A 2012-06 PURCHASE 2015-01   537 285     252  
    GOOGLE INCORPORATED CLASS A 2013-01 PURCHASE 2015-01   537 349     188  
    GOOGLE INCORPORATED CLASS C 2012-06 PURCHASE 2015-05   25 12     13  
    GREAT LAKES DREDGE & DOCK CORPORATIO 2012-01 PURCHASE 2015-02   122 122        
    GREAT LAKES DREDGE & DOCK CORPORATIO 2012-01 PURCHASE 2015-07   80 85     -5  
    HAIN CELESTIAL GROUP INCORPORATED 2013-10 PURCHASE 2015-05   61 40     21  
    HAIN CELESTIAL GROUP INCORPORATED 2013-03 PURCHASE 2015-02   250 121     129  
    HAIN CELESTIAL GROUP INCORPORATED 2013-03 PURCHASE 2015-03   128 61     67  
    HAIN CELESTIAL GROUP INCORPORATED 2013-06 PURCHASE 2015-03   128 64     64  
    HAIN CELESTIAL GROUP INCORPORATED 2013-06 PURCHASE 2015-05   244 129     115  
    HAIN CELESTIAL GROUP INCORPORATED 2013-10 PURCHASE 2015-07   136 80     56  
    HANESBRANDS INCORPORATED 2013-05 PURCHASE 2015-07   677 248     429  
    HANESBRANDS INCORPORATED 2013-05 PURCHASE 2015-11   903 357     546  
    HANESBRANDS INCORPORATED 2013-04 PURCHASE 2015-02   899 322     577  
    HANESBRANDS INCORPORATED 2013-04 PURCHASE 2015-03   406 138     268  
    HANESBRANDS INCORPORATED 2013-05 PURCHASE 2015-03   575 212     363  
    HARLEY DAVIDSON INCORPORATED 2015-08 PURCHASE 2015-10   377 477     -100  
    HARLEY DAVIDSON INCORPORATED 2015-08 PURCHASE 2015-10   472 585     -113  
    HARRIS CORPORATION DEL 2015-03 PURCHASE 2015-07   80 72     8  
    HEARTLAND EXPRESS INCORPORATED 2014-06 PURCHASE 2015-07   103 109     -6  
    HEARTLAND EXPRESS INCORPORATED 2014-06 PURCHASE 2015-02   331 284     47  
    HERSHA HOSPITALITY TR PR SHS BEN INT 2015-02 PURCHASE 2015-07   141 133     8  
    HERSHA HOSPITALITY TR PR SHS BEN INT 2015-02 PURCHASE 2015-07   13 13        
    HERSHA HOSPITALITY TR SH BEN INT A R 2015-02 PURCHASE 2015-02   193 193        
    HESS CORPORATION 2011-06 PURCHASE 2015-07   507 546     -39  
    HESS CORPORATION 2015-04 PURCHASE 2015-07   633 698     -65  
    HESS CORPORATION 2015-07 PURCHASE 2015-07   507 514     -7  
    HESS CORPORATION 2012-05 PURCHASE 2015-07   380 262     118  
    HESS CORPORATION 2012-06 PURCHASE 2015-07   443 287     156  
    HESS CORPORATION 2012-07 PURCHASE 2015-07   127 90     37  
    HESS CORPORATION 2013-06 PURCHASE 2015-07   570 557     13  
    HESS CORPORATION 2014-05 PURCHASE 2015-07   570 788     -218  
    HESS CORPORATION 2014-11 PURCHASE 2015-07   823 1,105     -282  
    HESS CORPORATION 2015-02 PURCHASE 2015-07   1,393 1,662     -269  
    HOME DEPOT INCORPORATED 2014-04 PURCHASE 2015-06   897 645     252  
    HOME DEPOT INCORPORATED 2015-02 PURCHASE 2015-06   224 231     -7  
    HOME DEPOT INCORPORATED 2014-04 PURCHASE 2015-03   339 242     97  
    HOME DEPOT INCORPORATED 2014-04 PURCHASE 2015-03   232 161     71  
    HOME DEPOT INCORPORATED 2014-04 PURCHASE 2015-03   230 161     69  
    HOMEAWAY INCORPORATED 2014-05 PURCHASE 2015-11   263 216     47  
    HOMEAWAY INCORPORATED 2014-10 PURCHASE 2015-11   413 370     43  
    HOMEAWAY INCORPORATED 2014-03 PURCHASE 2015-11   263 197     66  
    HOMEAWAY INCORPORATED 2014-03 PURCHASE 2015-11   70 56     14  
    HOMEAWAY INCORPORATED 2014-04 PURCHASE 2015-02   280 280        
    HOMEAWAY INCORPORATED 2014-04 PURCHASE 2015-11   600 534     66  
    HOMEAWAY INCORPORATED 2015-01 PURCHASE 2015-11   806 597     209  
    HOUGHTON MIFFLIN HARCOURT COMPANY 2015-06 PURCHASE 2015-11   321 454     -133  
    HOUGHTON MIFFLIN HARCOURT COMPANY 2015-06 PURCHASE 2015-11   472 650     -178  
    HOUGHTON MIFFLIN HARCOURT COMPANY 2015-06 PURCHASE 2015-11   680 929     -249  
    HP INCORPORATED 2015-09 PURCHASE 2015-12   24 24        
    HP INCORPORATED 2015-06 PURCHASE 2015-12   178 227     -49  
    HP INCORPORATED 2015-04 PURCHASE 2015-12   426 544     -118  
    HP INCORPORATED 2015-05 PURCHASE 2015-12   130 175     -45  
    IDEX CORPORATION 2012-01 PURCHASE 2015-11   618 309     309  
    IDEX CORPORATION 2012-01 PURCHASE 2015-02   468 232     236  
    IDEX CORPORATION 2012-01 PURCHASE 2015-07   77 39     38  
    IDEXX LABS INCORPORATED 2015-01 PURCHASE 2015-07   64 82     -18  
    IHS INCORPORATED CLASS A 2015-11 PURCHASE 2015-12   928 955     -27  
    INGREDION INCORPORATED 2013-11 PURCHASE 2015-04   936 844     92  
    INGREDION INCORPORATED 2014-05 PURCHASE 2015-04   390 371     19  
    INGREDION INCORPORATED 2013-09 PURCHASE 2015-04   1,170 948     222  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-11 PURCHASE 2015-05   237 185     52  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-06 PURCHASE 2015-05   248 200     48  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-06 PURCHASE 2015-02   127 100     27  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-11 PURCHASE 2015-05   124 92     32  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-07 PURCHASE 2015-05   124 109     15  
    INTERXION HOLDING N.V SHS (NETHERLAN 2013-07 PURCHASE 2015-05   341 300     41  
    INTUIT 2015-11 PURCHASE 2015-12   868 867     1  
    INTUITIVE SURGICAL INCORPORATED COM 2014-05 PURCHASE 2015-11   1,994 1,473     521  
    INTUITIVE SURGICAL INCORPORATED COM 2015-10 PURCHASE 2015-11   1,495 1,392     103  
    INTUITIVE SURGICAL INCORPORATED COM 2015-10 PURCHASE 2015-11   498 457     41  
    INTUITIVE SURGICAL INCORPORATED COM 2015-05 PURCHASE 2015-11   997 980     17  
    INVESTORS BANCORP INCORPORATED NEW 2015-03 PURCHASE 2015-07   124 116     8  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2012-01 PURCHASE 2015-11   5,472 5,245     227  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2012-12 PURCHASE 2015-11   269 288     -19  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2013-12 PURCHASE 2015-11   28 36     -8  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2014-07 PURCHASE 2015-11   489 655     -166  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2014-12 PURCHASE 2015-11   1,176 1,272     -96  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2015-07 PURCHASE 2015-11   317 343     -26  
    IVY ASSET STRATEGY FUND CLASS Y N/L 2014-12 PURCHASE 2015-11   30 32     -2  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-06 PURCHASE 2015-08   311 350     -39  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-04 PURCHASE 2015-08   621 802     -181  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-03 PURCHASE 2015-08   466 602     -136  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-03 PURCHASE 2015-08   207 268     -61  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-01 PURCHASE 2015-08   673 844     -171  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2014-08 PURCHASE 2015-08   311 366     -55  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2015-07 PURCHASE 2015-08   52 54     -2  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2013-01 PURCHASE 2015-08   569 722     -153  
    JARDINE MATHESON HLDGS LIMITED ADR ( 2014-07 PURCHASE 2015-08   362 424     -62  
    JOHN HANCOCK GLOBAL ABSOLUTE RETURN 2012-06 PURCHASE 2015-07   761 708     53  
    JOHNSON & JOHNSON 2012-01 PURCHASE 2015-10   283 195     88  
    JOHNSON & JOHNSON 2012-11 PURCHASE 2015-10   1,695 1,239     456  
    JOHNSON & JOHNSON 2012-11 PURCHASE 2015-10   855 620     235  
    JOHNSON & JOHNSON 2012-11 PURCHASE 2015-10   100 69     31  
    JOHNSON & JOHNSON 2012-12 PURCHASE 2015-10   299 211     88  
    JOY GLOBAL INCORPORATED 2014-10 PURCHASE 2015-09   259 764     -505  
    JOY GLOBAL INCORPORATED 2014-05 PURCHASE 2015-09   111 352     -241  
    JOY GLOBAL INCORPORATED 2013-06 PURCHASE 2015-09   166 441     -275  
    JOY GLOBAL INCORPORATED 2013-05 PURCHASE 2015-09   92 305     -213  
    JOY GLOBAL INCORPORATED 2012-12 PURCHASE 2015-09   18 62     -44  
    JOY GLOBAL INCORPORATED 2015-07 PURCHASE 2015-09   481 817     -336  
    JOY GLOBAL INCORPORATED 2012-10 PURCHASE 2015-09   351 1,110     -759  
    JOY GLOBAL INCORPORATED 2012-06 PURCHASE 2015-09   18 54     -36  
    JULIUS BAER GROUP LIMITED ADR (SWITZ 2013-08 PURCHASE 2015-07   124 104     20  
    JUNIPER NETWORKS INCORPORATED 2014-07 PURCHASE 2015-10   95 73     22  
    JUNIPER NETWORKS INCORPORATED 2014-07 PURCHASE 2015-11   119 97     22  
    JUNIPER NETWORKS INCORPORATED 2014-10 PURCHASE 2015-11   2,105 1,375     730  
    JUNIPER NETWORKS INCORPORATED 2013-03 PURCHASE 2015-03   1,187 966     221  
    JUNIPER NETWORKS INCORPORATED 2013-03 PURCHASE 2015-03   621 493     128  
    JUNIPER NETWORKS INCORPORATED 2013-05 PURCHASE 2015-03   453 323     130  
    JUNIPER NETWORKS INCORPORATED 2014-05 PURCHASE 2015-03   215 219     -4  
    JUNIPER NETWORKS INCORPORATED 2012-07 PURCHASE 2015-02   433 282     151  
    JUNIPER NETWORKS INCORPORATED 2014-05 PURCHASE 2015-10   473 366     107  
    JUNIPER NETWORKS INCORPORATED 2014-05 PURCHASE 2015-07   235 219     16  
    JUNIPER NETWORKS INCORPORATED 2013-03 PURCHASE 2015-02   313 246     67  
    KELLOGG COMPANY 2015-01 PURCHASE 2015-03   318 326     -8  
    KELLOGG COMPANY 2014-12 PURCHASE 2015-04   131 135     -4  
    KELLOGG COMPANY 2015-01 PURCHASE 2015-04   458 463     -5  
    KONINKLIJKE AHOLD N V SPONSORED ADR 2008-11 PURCHASE 2015-05   715 412     303  
    KONINKLIJKE AHOLD N V SPONSORED ADR 2008-11 PURCHASE 2015-05   171 98     73  
    KYTHERA BIOPHARMACEUTICALS INCORPORA 2014-04 PURCHASE 2015-10   1,350 681     669  
    KYTHERA BIOPHARMACEUTICALS INCORPORA 2013-10 PURCHASE 2015-10   600 367     233  
    KYTHERA BIOPHARMACEUTICALS INCORPORA 2013-10 PURCHASE 2015-02   215 229     -14  
    KYTHERA BIOPHARMACEUTICALS INCORPORA 2013-10 PURCHASE 2015-08   224 138     86  
    KYTHERA BIOPHARMACEUTICALS INCORPORA 2013-10 PURCHASE 2015-07   149 92     57  
    LAS VEGAS SANDS CORPORATION 2015-06 PURCHASE 2015-07   507 490     17  
    LEAR CORPORATION COM NEW 2012-01 PURCHASE 2015-07   502 209     293  
    LENNAR CORPORATION CLASS A 2011-12 PURCHASE 2015-04   471 191     280  
    LENNAR CORPORATION CLASS A 2014-01 PURCHASE 2015-04   424 358     66  
    LENNAR CORPORATION CLASS A 2014-05 PURCHASE 2015-04   236 192     44  
    LIBERTY BROADBAND CORPORATION COM SE 2012-01 PURCHASE 2015-02   92 43     49  
    LIBERTY BROADBAND CORPORATION COM SE 2012-12 PURCHASE 2015-02   65 40     25  
    LIBERTY GLOBAL PLC LILAC SHS CLASS C 2013-02 PURCHASE 2015-07   7 4     3  
    LIBERTY MEDIA CORPORATION DELAWARE C 2012-12 PURCHASE 2015-06   189 120     69  
    LIBERTY MEDIA CORPORATION DELAWARE C 2015-02 PURCHASE 2015-06   76 77     -1  
    LIBERTY MEDIA CORPORATION DELAWARE C 2012-01 PURCHASE 2015-04   235 111     124  
    LIBERTY MEDIA CORPORATION DELAWARE C 2012-01 PURCHASE 2015-06   113 55     58  
    LIBERTY MEDIA CORPORATION DELAWARE C 2012-01 PURCHASE 2015-07   36 18     18  
    LILLY ELI & COMPANY 2015-04 PURCHASE 2015-07   1,126 942     184  
    LILLY ELI & COMPANY 2015-04 PURCHASE 2015-10   2,668 2,391     277  
    LILLY ELI & COMPANY 2015-09 PURCHASE 2015-10   728 744     -16  
    LILLY ELI & COMPANY 2015-08 PURCHASE 2015-10   162 165     -3  
    LILLY ELI & COMPANY 2015-04 PURCHASE 2015-07   898 725     173  
    LOCKHEED MARTIN CORPORATION 2013-07 PURCHASE 2015-07   197 119     78  
    LOCKHEED MARTIN CORPORATION 2013-07 PURCHASE 2015-04   401 238     163  
    LOCKHEED MARTIN CORPORATION 2013-07 PURCHASE 2015-09   206 119     87  
    MACYS INCORPORATED 2015-02 PURCHASE 2015-10   100 127     -27  
    MACYS INCORPORATED 2013-07 PURCHASE 2015-10   402 401     1  
    MACYS INCORPORATED 2013-05 PURCHASE 2015-10   402 359     43  
    MARATHON PETE CORPORATION 2014-05 PURCHASE 2015-06   207 192     15  
    MARATHON PETE CORPORATION 2014-05 PURCHASE 2015-12   100 96     4  
    MARATHON PETE CORPORATION 2014-05 PURCHASE 2015-12   399 349     50  
    MARATHON PETE CORPORATION 2014-04 PURCHASE 2015-06   207 184     23  
    MARATHON PETE CORPORATION 2014-04 PURCHASE 2015-05   726 645     81  
    MARATHON PETE CORPORATION 2015-01 PURCHASE 2015-12   50 47     3  
    MASCO CORPORATION 2014-12 PURCHASE 2015-07   47 45     2  
    MASCO CORPORATION 2014-12 PURCHASE 2015-11   2,263 1,738     525  
    MASTERCARD INCORPORATED CLASS A 2014-09 PURCHASE 2015-11   1,084 832     252  
    MASTERCARD INCORPORATED CLASS A 2014-05 PURCHASE 2015-11   1,675 1,249     426  
    MASTERCARD INCORPORATED CLASS A 2014-05 PURCHASE 2015-11   296 219     77  
    MATTRESS FIRM HLDG CORPORATION 2012-07 PURCHASE 2015-02   485 234     251  
    MATTRESS FIRM HLDG CORPORATION 2012-07 PURCHASE 2015-07   179 88     91  
    MCDONALDS CORPORATION 2015-02 PURCHASE 2015-04   97 100     -3  
    MCDONALDS CORPORATION 2015-01 PURCHASE 2015-04   485 464     21  
    MCGRAW HILL FINL INCORPORATED 2015-05 PURCHASE 2015-09   908 1,050     -142  
    MCGRAW HILL FINL INCORPORATED 2015-06 PURCHASE 2015-09   818 947     -129  
    MCGRAW HILL FINL INCORPORATED 2015-04 PURCHASE 2015-07   104 104        
    MCGRAW HILL FINL INCORPORATED 2015-04 PURCHASE 2015-09   1,544 1,777     -233  
    MCGRAW HILL FINL INCORPORATED 2015-03 PURCHASE 2015-09   91 106     -15  
    MCKESSON CORPORATION 2012-09 PURCHASE 2015-03   455 177     278  
    MCKESSON CORPORATION 2013-06 PURCHASE 2015-03   227 110     117  
    MEADWESTVACO CORPORATION 2012-01 PURCHASE 2015-02   377 189     188  
    MEADWESTVACO CORPORATION 2012-01 PURCHASE 2015-02   655 323     332  
    MEADWESTVACO CORPORATION 2012-01 PURCHASE 2015-02   1,590 808     782  
    MEDTRONIC INCORPORATED 2014-06 PURCHASE 2015-01   616 490     126  
    MEDTRONIC INCORPORATED 2014-03 PURCHASE 2015-01   1,616 1,254     362  
    MEDTRONIC PLC SHS (IRELAND) 2015-01 PURCHASE 2015-12   462 457     5  
    MEDTRONIC PLC SHS (IRELAND) 2015-01 PURCHASE 2015-10   879 879        
    MEDTRONIC PLC SHS (IRELAND) 2015-01 PURCHASE 2015-12   199 196     3  
    MEDTRONIC PLC SHS (IRELAND) 2015-01 PURCHASE 2015-02   32 33     -1  
    MEDTRONIC PLC SHS (IRELAND) 2015-01 PURCHASE 2015-12   421 414     7  
    MEGGITT PLC ADS REPSTG 2 S (UNITED K 2015-10 PURCHASE 2015-10   889 1,243     -354  
    MERCK & COMPANY INCORPORATED 2015-02 PURCHASE 2015-10   252 295     -43  
    MERCK & COMPANY INCORPORATED 2015-01 PURCHASE 2015-10   252 313     -61  
    MERCK & COMPANY INCORPORATED 2015-01 PURCHASE 2015-10   1,459 1,779     -320  
    MERCK & COMPANY INCORPORATED 2015-01 PURCHASE 2015-10   512 613     -101  
    MERCK & COMPANY INCORPORATED 2015-03 PURCHASE 2015-10   654 757     -103  
    MERCK & COMPANY INCORPORATED 2015-04 PURCHASE 2015-10   906 1,045     -139  
    MFA FINL INCORPORATED REIT 2012-01 PURCHASE 2015-02   268 231     37  
    MFA FINL INCORPORATED REIT 2012-01 PURCHASE 2015-07   193 170     23  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2015-02 PURCHASE 2015-04   508 543     -35  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2013-03 PURCHASE 2015-04   318 288     30  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2013-05 PURCHASE 2015-04   1,207 1,173     34  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2013-06 PURCHASE 2015-04   64 57     7  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2014-07 PURCHASE 2015-04   635 819     -184  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2013-10 PURCHASE 2015-04   889 1,041     -152  
    MICHAEL KORS HLDGS LIMITED SHS (VIRG 2013-07 PURCHASE 2015-04   635 637     -2  
    MOBILE MINI INCORPORATED 2012-01 PURCHASE 2015-02   428 181     247  
    MOBILE MINI INCORPORATED 2012-01 PURCHASE 2015-07   207 90     117  
    MOLINA HEALTHCARE INCORPORATED 2013-05 PURCHASE 2015-07   140 77     63  
    MOLINA HEALTHCARE INCORPORATED 2013-05 PURCHASE 2015-02   191 115     76  
    MONSANTO COMPANY NEW 2013-09 PURCHASE 2015-11   569 611     -42  
    MONSANTO COMPANY NEW 2013-05 PURCHASE 2015-11   95 95        
    MONSANTO COMPANY NEW 2014-05 PURCHASE 2015-11   569 697     -128  
    MONSANTO COMPANY NEW 2012-12 PURCHASE 2015-11   380 367     13  
    MONSANTO COMPANY NEW 2012-09 PURCHASE 2015-06   687 546     141  
    MONSANTO COMPANY NEW 2012-05 PURCHASE 2015-06   114 72     42  
    MONSANTO COMPANY NEW 2012-09 PURCHASE 2015-06   916 728     188  
    MONSANTO COMPANY NEW 2014-06 PURCHASE 2015-11   285 380     -95  
    MONSANTO COMPANY NEW 2013-06 PURCHASE 2015-11   95 95        
    MONSTER BEVERAGE CORPORATION 2014-02 PURCHASE 2015-02   582 337     245  
    MONSTER BEVERAGE CORPORATION NEW 2014-02 PURCHASE 2015-07   138 67     71  
    MOSAIC COMPANY NEW 2014-09 PURCHASE 2015-05   1,058 1,106     -48  
    MOSAIC COMPANY NEW 2014-07 PURCHASE 2015-05   176 194     -18  
    MOSAIC COMPANY NEW 2014-02 PURCHASE 2015-01   916 876     40  
    MOSAIC COMPANY NEW 2014-05 PURCHASE 2015-05   309 345     -36  
    MOSAIC COMPANY NEW 2014-02 PURCHASE 2015-05   1,543 1,614     -71  
    MURPHY USA INCORPORATED 2014-07 PURCHASE 2015-02   427 294     133  
    MURPHY USA INCORPORATED 2014-07 PURCHASE 2015-04   963 687     276  
    MURPHY USA INCORPORATED 2014-07 PURCHASE 2015-05   595 489     106  
    MURPHY USA INCORPORATED 2014-07 PURCHASE 2015-05   119 98     21  
    MWI VETERINARY SUPPLY INCORPORATED 2012-01 PURCHASE 2015-02   380 130     250  
    MWI VETERINARY SUPPLY INCORPORATED 2014-03 PURCHASE 2015-02   380 328     52  
    MWI VETERINARY SUPPLY INCORPORATED 2014-08 PURCHASE 2015-02   190 143     47  
    MWI VETERINARY SUPPLY INCORPORATED 2014-08 PURCHASE 2015-02   570 430     140  
    MWI VETERINARY SUPPLY INCORPORATED 2012-01 PURCHASE 2015-01   681 260     421  
    NEUBERGER BERMAN LONG SHORT FUND CLA 2013-08 PURCHASE 2015-07   204 187     17  
    NEWFIELD EXPL COMPANY 2013-01 PURCHASE 2015-02   1,433 1,267     166  
    NEWFIELD EXPL COMPANY 2013-01 PURCHASE 2015-07   35 28     7  
    NEWFIELD EXPL COMPANY 2013-03 PURCHASE 2015-09   563 380     183  
    NEWFIELD EXPL COMPANY 2013-03 PURCHASE 2015-07   389 261     128  
    NORDEA BK SWEDEN A B SPONSORED ADR ( 2011-03 PURCHASE 2015-07   39 33     6  
    NORDEA BK SWEDEN A B SPONSORED ADR ( 2011-03 PURCHASE 2015-03   1,605 1,415     190  
    NORFOLK SOUTHERN CORPORATION 2015-06 PURCHASE 2015-11   697 696     1  
    NORFOLK SOUTHERN CORPORATION 2015-06 PURCHASE 2015-11   1,307 1,379     -72  
    NXP SEMICONDUCTORS N V (NETHERLANDS) 2014-10 PURCHASE 2015-10   293 261     32  
    NXP SEMICONDUCTORS N V (NETHERLANDS) 2014-10 PURCHASE 2015-10   513 389     124  
    NXP SEMICONDUCTORS N V (NETHERLANDS) 2015-01 PURCHASE 2015-10   147 161     -14  
    OGE ENERGY CORPORATION 2012-01 PURCHASE 2015-02   263 224     39  
    OMNICARE INCORPORATED 2012-09 PURCHASE 2015-07   471 175     296  
    OMNICARE INCORPORATED 2012-09 PURCHASE 2015-08   196 70     126  
    OMNICARE INCORPORATED 2012-11 PURCHASE 2015-08   686 251     435  
    OMNICARE INCORPORATED 2015-02 PURCHASE 2015-08   196 153     43  
    OMNICARE INCORPORATED 2012-07 PURCHASE 2015-06   754 253     501  
    OMNICOM GROUP INCORPORATED 2012-01 PURCHASE 2015-09   330 221     109  
    ON SEMICONDUCTOR CORPORATION 2012-09 PURCHASE 2015-02   193 101     92  
    ON SEMICONDUCTOR CORPORATION 2013-01 PURCHASE 2015-07   266 183     83  
    ON SEMICONDUCTOR CORPORATION 2012-11 PURCHASE 2015-07   33 20     13  
    ON SEMICONDUCTOR CORPORATION 2012-11 PURCHASE 2015-06   282 157     125  
    ON SEMICONDUCTOR CORPORATION 2012-11 PURCHASE 2015-06   129 65     64  
    ON SEMICONDUCTOR CORPORATION 2012-09 PURCHASE 2015-06   78 40     38  
    ORACLE CORPORATION 2014-03 PURCHASE 2015-09   354 389     -35  
    ORACLE CORPORATION 2014-03 PURCHASE 2015-07   196 195     1  
    OWENS CORNING NEW 2014-10 PURCHASE 2015-11   2,256 1,545     711  
    OWENS CORNING NEW 2014-10 PURCHASE 2015-07   583 451     132  
    OWENS ILL INCORPORATED COM NEW 2014-12 PURCHASE 2015-01   143 155     -12  
    PACIRA PHARMACEUTICALS INCORPORATED 2014-03 PURCHASE 2015-07   367 393     -26  
    PACIRA PHARMACEUTICALS INCORPORATED 2013-11 PURCHASE 2015-07   672 555     117  
    PACIRA PHARMACEUTICALS INCORPORATED 2013-10 PURCHASE 2015-02   348 157     191  
    PACIRA PHARMACEUTICALS INCORPORATED 2013-10 PURCHASE 2015-07   203 157     46  
    PACIRA PHARMACEUTICALS INCORPORATED 2013-10 PURCHASE 2015-07   244 209     35  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-08 PURCHASE 2015-04   79 221     -142  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   92 137     -45  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   6 9     -3  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   95 150     -55  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   26 42     -16  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   29 47     -18  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-08 PURCHASE 2015-04   26 74     -48  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-05 PURCHASE 2015-04   13 42     -29  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-05 PURCHASE 2015-04   105 331     -226  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-05 PURCHASE 2015-04   82 263     -181  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2013-05 PURCHASE 2015-04   19 50     -31  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2013-05 PURCHASE 2015-04   57 158     -101  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2013-05 PURCHASE 2015-04   18 50     -32  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-04   44 80     -36  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-04   183 326     -143  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-04   41 75     -34  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   32 51     -19  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   68 107     -39  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2012-09 PURCHASE 2015-03   18 28     -10  
    PARTNER COMMUNICATIONS COMPANY LIMIT 2014-08 PURCHASE 2015-04   73 206     -133  
    PAYPAL HLDGS INCORPORATED 2013-11 PURCHASE 2015-11   507 450     57  
    PAYPAL HLDGS INCORPORATED 2013-11 PURCHASE 2015-11   326 289     37  
    PAYPAL HLDGS INCORPORATED 2013-08 PURCHASE 2015-11   543 469     74  
    PAYPAL HLDGS INCORPORATED 2014-05 PURCHASE 2015-11   616 539     77  
    PAYPAL HLDGS INCORPORATED 2014-07 PURCHASE 2015-11   36 31     5  
    PAYPAL HLDGS INCORPORATED 2013-05 PURCHASE 2015-11   217 199     18  
    PAYPAL HLDGS INCORPORATED 2013-05 PURCHASE 2015-08   427 370     57  
    PDC ENERGY INCORPORATED 2014-03 PURCHASE 2015-02   106 119     -13  
    PDC ENERGY INCORPORATED 2014-03 PURCHASE 2015-07   147 179     -32  
    PEABODY ENERGY CORPORATION 2014-05 PURCHASE 2015-04   227 963     -736  
    PEABODY ENERGY CORPORATION 2014-06 PURCHASE 2015-04   280 1,028     -748  
    PEABODY ENERGY CORPORATION 2014-10 PURCHASE 2015-04   396 998     -602  
    PEABODY ENERGY CORPORATION 2013-05 PURCHASE 2015-04   236 1,124     -888  
    PEABODY ENERGY CORPORATION 2013-07 PURCHASE 2015-04   156 562     -406  
    PEABODY ENERGY CORPORATION 2013-06 PURCHASE 2015-04   71 237     -166  
    PEBBLEBROOK HOTEL TR REIT 2013-01 PURCHASE 2015-02   147 73     74  
    PEBBLEBROOK HOTEL TR REIT 2013-01 PURCHASE 2015-07   136 73     63  
    PENTAIR PLC SHS (IRELAND) 2012-06 PURCHASE 2015-10   278 194     84  
    PENTAIR PLC SHS (IRELAND) 2012-01 PURCHASE 2015-02   336 183     153  
    PENTAIR PLC SHS (IRELAND) 2012-01 PURCHASE 2015-10   1,392 913     479  
    PFIZER INCORPORATED 2011-06 PURCHASE 2015-04   384 229     155  
    PFIZER INCORPORATED 2011-06 PURCHASE 2015-10   307 187     120  
    PFIZER INCORPORATED 2011-06 PURCHASE 2015-10   528 333     195  
    PINNACLE ENTERTAINMENT INCORPORATED 2014-07 PURCHASE 2015-02   182 179     3  
    PINNACLE ENTERTAINMENT INCORPORATED 2014-07 PURCHASE 2015-07   157 102     55  
    PINNACLE FINL PARTNERS INCORPORATED 2014-07 PURCHASE 2015-02   207 186     21  
    PINNACLE FINL PARTNERS INCORPORATED 2014-07 PURCHASE 2015-07   164 112     52  
    PLUM CREEK TIMBER COMPANY INCORPORAT 2014-11 PURCHASE 2015-11   1,118 996     122  
    PLUM CREEK TIMBER COMPANY INCORPORAT 2014-11 PURCHASE 2015-11   1,164 1,045     119  
    POLARIS INDUSTRIES INCORPORATED 2012-01 PURCHASE 2015-02   315 121     194  
    POLYONE CORPORATION 2014-09 PURCHASE 2015-07   115 115        
    POLYONE CORPORATION 2014-09 PURCHASE 2015-02   161 153     8  
    POLYPORE INTERNATIONAL INCORPORATED 2012-11 PURCHASE 2015-05   120 84     36  
    POLYPORE INTERNATIONAL INCORPORATED 2012-11 PURCHASE 2015-05   359 221     138  
    POLYPORE INTERNATIONAL INCORPORATED 2012-11 PURCHASE 2015-06   240 167     73  
    POLYPORE INTERNATIONAL INCORPORATED 2013-02 PURCHASE 2015-06   419 263     156  
    POLYPORE INTERNATIONAL INCORPORATED 2012-11 PURCHASE 2015-02   297 184     113  
    POLYPORE INTERNATIONAL INCORPORATED 2012-11 PURCHASE 2015-05   359 221     138  
    POPULAR INCORPORATED COM NEW (PUERTO 2014-07 PURCHASE 2015-07   1,423 1,547     -124  
    POPULAR INCORPORATED COM NEW (PUERTO 2015-03 PURCHASE 2015-07   309 336     -27  
    POPULAR INCORPORATED COM NEW (PUERTO 2015-03 PURCHASE 2015-07   340 379     -39  
    POPULAR INCORPORATED COM NEW (PUERTO 2014-09 PURCHASE 2015-07   650 632     18  
    POPULAR INCORPORATED COM NEW (PUERTO 2015-07 PURCHASE 2015-07   619 588     31  
    POPULAR INCORPORATED COM NEW (PUERTO 2015-04 PURCHASE 2015-07   959 1,067     -108  
    PORTLAND GENERAL ELEC COMPANY COM NE 2015-02 PURCHASE 2015-06   505 559     -54  
    PORTLAND GENERAL ELEC COMPANY COM NE 2015-02 PURCHASE 2015-06   437 485     -48  
    POWER INTEGRATIONS INCORPORATED 2012-01 PURCHASE 2015-05   500 339     161  
    POWER INTEGRATIONS INCORPORATED 2012-01 PURCHASE 2015-03   450 271     179  
    POWER INTEGRATIONS INCORPORATED 2012-01 PURCHASE 2015-02   329 203     126  
    POWER INTEGRATIONS INCORPORATED 2012-01 PURCHASE 2015-05   150 102     48  
    POWER INTEGRATIONS INCORPORATED 2012-04 PURCHASE 2015-05   200 147     53  
    POWER INTEGRATIONS INCORPORATED 2012-08 PURCHASE 2015-05   298 201     97  
    PRECISION CASTPARTS CORPORATION 2014-04 PURCHASE 2015-01   2,260 2,728     -468  
    PRECISION CASTPARTS CORPORATION 2014-04 PURCHASE 2015-01   209 248     -39  
    PRECISION CASTPARTS CORPORATION 2014-09 PURCHASE 2015-01   1,045 1,211     -166  
    PRECISION CASTPARTS CORPORATION 2014-06 PURCHASE 2015-01   418 534     -116  
    PRICELINE GRP INCORPORATED COM NEW 2012-01 PURCHASE 2015-04   1,162 521     641  
    PRICELINE GRP INCORPORATED COM NEW 2012-01 PURCHASE 2015-01   1,088 521     567  
    PRICELINE GRP INCORPORATED COM NEW 2014-07 PURCHASE 2015-12   1,293 1,229     64  
    PRICELINE GRP INCORPORATED COM NEW 2012-12 PURCHASE 2015-11   1,260 628     632  
    PRICELINE GRP INCORPORATED COM NEW 2013-04 PURCHASE 2015-11   1,260 696     564  
    PRICELINE GRP INCORPORATED COM NEW 2013-05 PURCHASE 2015-11   1,260 733     527  
    PRICELINE GRP INCORPORATED COM NEW 2014-06 PURCHASE 2015-11   2,520 2,503     17  
    PRICELINE GRP INCORPORATED COM NEW 2013-01 PURCHASE 2015-11   1,260 675     585  
    PROSPERITY BANCSHARES INCORPORATED 2012-11 PURCHASE 2015-03   263 200     63  
    PROSPERITY BANCSHARES INCORPORATED 2012-05 PURCHASE 2015-02   260 214     46  
    PROSPERITY BANCSHARES INCORPORATED 2012-11 PURCHASE 2015-03   362 294     68  
    PROSPERITY BANCSHARES INCORPORATED 2012-06 PURCHASE 2015-03   312 252     60  
    PROSPERITY BANCSHARES INCORPORATED 2012-05 PURCHASE 2015-03   156 129     27  
    PROSPERITY BANCSHARES INCORPORATED 2013-05 PURCHASE 2015-03   317 302     15  
    PROSPERITY BANCSHARES INCORPORATED 2013-05 PURCHASE 2015-03   53 50     3  
    PROSPERITY BANCSHARES INCORPORATED 2012-11 PURCHASE 2015-03   103 80     23  
    PRUDENTIAL FINL INCORPORATED 2015-02 PURCHASE 2015-08   153 162     -9  
    PRUDENTIAL FINL INCORPORATED 2014-08 PURCHASE 2015-08   307 360     -53  
    PRUDENTIAL FINL INCORPORATED 2014-06 PURCHASE 2015-08   614 704     -90  
    PRUDENTIAL FINL INCORPORATED 2014-06 PURCHASE 2015-04   399 440     -41  
    PRUDENTIAL PLC ADR (UNITED KINGDOM) 2014-01 PURCHASE 2015-07   50 45     5  
    PUBLICIS S A NEW SPONSORED ADR (FRAN 2013-04 PURCHASE 2015-05   366 320     46  
    QLIK TECHNOLOGIES INCORPORATED 2012-01 PURCHASE 2015-02   291 211     80  
    QLIK TECHNOLOGIES INCORPORATED 2012-01 PURCHASE 2015-07   187 117     70  
    QORVO INCORPORATED 2015-11 PURCHASE 2015-12   546 544     2  
    QTS RLTY TR INCORPORATED COM CLASS A 2015-06 PURCHASE 2015-07   77 75     2  
    QUALCOMM INCORPORATED 2013-06 PURCHASE 2015-03   139 121     18  
    QUALCOMM INCORPORATED 2013-05 PURCHASE 2015-01   251 258     -7  
    QUALCOMM INCORPORATED 2013-06 PURCHASE 2015-01   377 363     14  
    QUALCOMM INCORPORATED 2015-08 PURCHASE 2015-11   1,535 1,655     -120  
    QUALCOMM INCORPORATED 2013-10 PURCHASE 2015-03   278 272     6  
    QUALCOMM INCORPORATED 2014-05 PURCHASE 2015-03   278 315     -37  
    QUALCOMM INCORPORATED 2015-08 PURCHASE 2015-11   688 822     -134  
    QUALCOMM INCORPORATED 2015-09 PURCHASE 2015-11   476 510     -34  
    QUEST DIAGNOSTICS INCORPORATED 2014-01 PURCHASE 2015-10   324 262     62  
    QUEST DIAGNOSTICS INCORPORATED 2013-09 PURCHASE 2015-05   401 310     91  
    RANGE RES CORPORATION 2012-05 PURCHASE 2015-11   33 66     -33  
    RANGE RES CORPORATION 2012-06 PURCHASE 2015-11   33 57     -24  
    RANGE RES CORPORATION 2012-12 PURCHASE 2015-11   231 438     -207  
    RANGE RES CORPORATION 2014-05 PURCHASE 2015-11   66 177     -111  
    RANGE RES CORPORATION 2014-08 PURCHASE 2015-11   528 1,202     -674  
    RANGE RES CORPORATION 2015-07 PURCHASE 2015-11   594 821     -227  
    RANGE RES CORPORATION 2015-09 PURCHASE 2015-11   396 471     -75  
    RANGE RES CORPORATION 2015-09 PURCHASE 2015-12   438 707     -269  
    RANGE RES CORPORATION 2015-09 PURCHASE 2015-12   286 471     -185  
    RAYONIER INCORPORATED REIT 2015-11 PURCHASE 2015-12   250 258     -8  
    RAYTHEON COMPANY COM NEW 2012-01 PURCHASE 2015-12   378 144     234  
    REALOGY HLDGS CORPORATION 2013-10 PURCHASE 2015-11   706 749     -43  
    REALOGY HLDGS CORPORATION 2014-02 PURCHASE 2015-11   789 903     -114  
    REALOGY HLDGS CORPORATION 2014-05 PURCHASE 2015-11   1,121 983     138  
    REALOGY HLDGS CORPORATION 2013-10 PURCHASE 2015-07   825 749     76  
    RECEPTOS INCORPORATED 2015-01 PURCHASE 2015-07   195 123     72  
    RECEPTOS INCORPORATED 2015-01 PURCHASE 2015-02   125 123     2  
    RECEPTOS INCORPORATED 2015-01 PURCHASE 2015-08   928 490     438  
    REED ELSEVIER P L C SPONS ADR NEW 2010-03 PURCHASE 2015-05   473 220     253  
    REED ELSEVIER P L C SPONS ADR NEW 2009-11 PURCHASE 2015-05   810 376     434  
    RELIANCE STEEL & ALUMINUM COMPANY 2012-01 PURCHASE 2015-02   288 257     31  
    RELIANCE STEEL & ALUMINUM COMPANY 2014-01 PURCHASE 2015-09   459 606     -147  
    RELIANCE STEEL & ALUMINUM COMPANY 2012-01 PURCHASE 2015-07   120 103     17  
    RELIANCE STEEL & ALUMINUM COMPANY 2012-01 PURCHASE 2015-09   57 51     6  
    RELIANCE STEEL & ALUMINUM COMPANY 2012-09 PURCHASE 2015-09   632 601     31  
    RESTORATION HARDWARE HLDGS INCORPORA 2014-10 PURCHASE 2015-02   172 164     8  
    RESTORATION HARDWARE HLDGS INCORPORA 2014-10 PURCHASE 2015-07   198 164     34  
    REXNORD CORPORATION NEW 2014-01 PURCHASE 2015-07   70 79     -9  
    REXNORD CORPORATION NEW 2014-01 PURCHASE 2015-02   220 210     10  
    RICE ENERGY INCORPORATED 2014-08 PURCHASE 2015-12   93 309     -216  
    RICE ENERGY INCORPORATED 2015-02 PURCHASE 2015-12   76 182     -106  
    ROSETTA RESOURCES INCORPORATED 2011-06 PURCHASE 2015-02   73 178     -105  
    ROSETTA RESOURCES INCORPORATED 2011-06 PURCHASE 2015-04   425 891     -466  
    ROSETTA RESOURCES INCORPORATED 2011-06 PURCHASE 2015-04   21 45     -24  
    ROSETTA RESOURCES INCORPORATED 2012-07 PURCHASE 2015-04   214 361     -147  
    ROSETTA RESOURCES INCORPORATED 2013-04 PURCHASE 2015-04   299 596     -297  
    SAFRAN S A SPON ADR (FRANCE) 2012-10 PURCHASE 2015-10   1,524 760     764  
    SAFRAN S A SPON ADR (FRANCE) 2012-10 PURCHASE 2015-07   52 30     22  
    SAFRAN S A SPON ADR (FRANCE) 2012-10 PURCHASE 2015-10   692 355     337  
    SAFRAN S A SPON ADR (FRANCE) 2014-05 PURCHASE 2015-10   672 566     106  
    SAFRAN S A SPON ADR (FRANCE) 2014-08 PURCHASE 2015-10   327 268     59  
    SAFRAN S A SPON ADR (FRANCE) 2014-12 PURCHASE 2015-10   634 506     128  
    SANDISK CORPORATION 2014-10 PURCHASE 2015-02   712 759     -47  
    SANDISK CORPORATION 2014-08 PURCHASE 2015-02   2,770 3,410     -640  
    SANTEN PHARMACEUTICAL COMPANY LIMITE 2014-06 PURCHASE 2015-07   42 35     7  
    SCHNEIDER ELECTRIC SE ADR (FRANCE) 2009-09 PURCHASE 2015-08   351 271     80  
    SCHNEIDER ELECTRIC SE ADR (FRANCE) 2010-02 PURCHASE 2015-08   432 333     99  
    SCHNEIDER ELECTRIC SE ADR (FRANCE) 2010-04 PURCHASE 2015-08   635 563     72  
    SCHNEIDER ELECTRIC SE ADR (FRANCE) 2009-09 PURCHASE 2015-07   28 21     7  
    SCHWAB CHARLES CORPORATION NEW 2013-05 PURCHASE 2015-04   1,285 826     459  
    SCHWAB CHARLES CORPORATION NEW 2013-05 PURCHASE 2015-07   133 77     56  
    SCHWAB CHARLES CORPORATION NEW 2013-05 PURCHASE 2015-08   1,305 749     556  
    SCRIPPS NETWORKS INTERACT INCORPORAT 2014-06 PURCHASE 2015-09   345 549     -204  
    SCRIPPS NETWORKS INTERACT INCORPORAT 2015-02 PURCHASE 2015-09   197 292     -95  
    SCRIPPS NETWORKS INTERACT INCORPORAT 2014-06 PURCHASE 2015-07   199 235     -36  
    SEMGROUP CORPORATION CLASS A 2013-10 PURCHASE 2015-07   233 173     60  
    SEMGROUP CORPORATION CLASS A 2013-10 PURCHASE 2015-02   284 231     53  
    SEMTECH CORPORATION 2013-06 PURCHASE 2015-02   143 169     -26  
    SEMTECH CORPORATION 2013-06 PURCHASE 2015-07   37 68     -31  
    SEMTECH CORPORATION 2013-06 PURCHASE 2015-12   280 473     -193  
    SEMTECH CORPORATION 2013-07 PURCHASE 2015-12   120 203     -83  
    SEMTECH CORPORATION 2013-07 PURCHASE 2015-12   160 276     -116  
    SGS SA ADR (SWITZERLAND) 2009-09 PURCHASE 2015-10   179 125     54  
    SGS SA ADR (SWITZERLAND) 2009-08 PURCHASE 2015-10   466 329     137  
    SHERWIN WILLIAMS COMPANY 2014-12 PURCHASE 2015-09   665 747     -82  
    SHERWIN WILLIAMS COMPANY 2014-12 PURCHASE 2015-09   1,183 1,245     -62  
    SHIRE PLC SPONSORED ADR (JERSEY) 2014-08 PURCHASE 2015-10   401 490     -89  
    SHIRE PLC SPONSORED ADR (JERSEY) 2015-02 PURCHASE 2015-10   201 247     -46  
    SIGNATURE BK NEW YORK N Y 2012-10 PURCHASE 2015-07   148 67     81  
    SIGNATURE BK NEW YORK N Y 2012-10 PURCHASE 2015-02   246 135     111  
    SINCLAIR BROADCAST GROUP INCORPORATE 2013-10 PURCHASE 2015-11   546 550     -4  
    SINCLAIR BROADCAST GROUP INCORPORATE 2014-05 PURCHASE 2015-11   410 340     70  
    SINCLAIR BROADCAST GROUP INCORPORATE 2015-07 PURCHASE 2015-11   205 175     30  
    SKYWORKS SOLUTIONS INCORPORATED 2014-08 PURCHASE 2015-11   829 571     258  
    SKYWORKS SOLUTIONS INCORPORATED 2014-08 PURCHASE 2015-06   318 156     162  
    SKYWORKS SOLUTIONS INCORPORATED 2014-08 PURCHASE 2015-07   201 104     97  
    SKYWORKS SOLUTIONS INCORPORATED 2014-08 PURCHASE 2015-01   507 363     144  
    SLM CORPORATION 2015-05 PURCHASE 2015-11   564 876     -312  
    SLM CORPORATION 2015-07 PURCHASE 2015-11   33 50     -17  
    SLM CORPORATION 2014-11 PURCHASE 2015-11   1,417 2,062     -645  
    SODEXO SPONSORED ADR (FRANCE) 2009-05 PURCHASE 2015-07   94 50     44  
    SODEXO SPONSORED ADR (FRANCE) 2009-05 PURCHASE 2015-07   651 347     304  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2014-08 PURCHASE 2015-10   788 1,094     -306  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2014-08 PURCHASE 2015-10   420 556     -136  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2015-07 PURCHASE 2015-10   79 85     -6  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2012-05 PURCHASE 2015-10   1,025 582     443  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2012-04 PURCHASE 2015-10   841 454     387  
    SOFTBANK GROUP CORPORATION ADR (JAPA 2014-05 PURCHASE 2015-10   1,051 1,364     -313  
    SOLARWINDS INCORPORATED 2014-01 PURCHASE 2015-07   234 200     34  
    SOLARWINDS INCORPORATED 2014-01 PURCHASE 2015-12   644 441     203  
    SOLARWINDS INCORPORATED 2014-01 PURCHASE 2015-02   256 200     56  
    SONOVA HLDG AG ADR (SWITZERLAND) 2013-06 PURCHASE 2015-04   525 442     83  
    SOUTHWEST AIRLS COMPANY 2015-02 PURCHASE 2015-05   2,038 2,452     -414  
    SOUTHWEST AIRLS COMPANY 2015-02 PURCHASE 2015-05   215 264     -49  
    SOUTHWEST AIRLS COMPANY 2015-03 PURCHASE 2015-05   1,287 1,563     -276  
    SPIRIT AIRLS INCORPORATED 2013-07 PURCHASE 2015-07   254 133     121  
    SPIRIT AIRLS INCORPORATED 2014-10 PURCHASE 2015-10   154 239     -85  
    SPIRIT AIRLS INCORPORATED 2013-10 PURCHASE 2015-10   269 236     33  
    SPIRIT AIRLS INCORPORATED 2013-08 PURCHASE 2015-10   462 415     47  
    SPIRIT AIRLS INCORPORATED 2013-07 PURCHASE 2015-10   308 266     42  
    SPIRIT AIRLS INCORPORATED 2014-12 PURCHASE 2015-10   154 272     -118  
    SPIRIT AIRLS INCORPORATED 2013-07 PURCHASE 2015-02   317 133     184  
    SPROUTS FMRS MKT INCORPORATED 2014-08 PURCHASE 2015-02   252 211     41  
    SPROUTS FMRS MKT INCORPORATED 2014-08 PURCHASE 2015-07   160 181     -21  
    ST JUDE MED INCORPORATED 2015-11 PURCHASE 2015-12   858 881     -23  
    ST JUDE MED INCORPORATED 2015-11 PURCHASE 2015-12   669 692     -23  
    STARBUCKS CORPORATION 2012-05 PURCHASE 2015-10   254 116     138  
    STARBUCKS CORPORATION 2012-05 PURCHASE 2015-10   296 145     151  
    STARBUCKS CORPORATION 2012-04 PURCHASE 2015-10   533 269     264  
    STARBUCKS CORPORATION 2012-04 PURCHASE 2015-05   939 567     372  
    STARBUCKS CORPORATION 2012-04 PURCHASE 2015-07   222 119     103  
    STARZ COM SER A 2014-07 PURCHASE 2015-03   2,312 2,091     221  
    SUMMIT HOTEL PPTYS REIT 2015-05 PURCHASE 2015-07   100 93     7  
    SUMMIT MATLS INCORPORATED CLASS A 2015-07 PURCHASE 2015-12   14 18     -4  
    SUNCOR ENERGY INCORPORATED NEW (CANA 2014-04 PURCHASE 2015-05   601 744     -143  
    SYMETRA FINL CORPORATION 2013-07 PURCHASE 2015-02   319 243     76  
    SYMETRA FINL CORPORATION 2013-07 PURCHASE 2015-07   173 122     51  
    SYNCHRONY FINL 2015-11 PURCHASE 2015-11   1,599 1,749     -150  
    SYNCHRONY FINL 2015-10 PURCHASE 2015-11   892 894     -2  
    SYNCHRONY FINL 2015-11 PURCHASE 2015-11   277 282     -5  
    T MOBILE US INCORPORATED 2014-11 PURCHASE 2015-05   2,739 2,084     655  
    TALLGRASS ENERGY GP LP SHS CLASS A 2015-05 PURCHASE 2015-07   93 96     -3  
    TARGA RES CORPORATION 2013-01 PURCHASE 2015-05   602 354     248  
    TARGA RES CORPORATION 2013-01 PURCHASE 2015-05   106 59     47  
    TARGA RES CORPORATION 2013-01 PURCHASE 2015-02   97 59     38  
    TARGA RES CORPORATION 2013-01 PURCHASE 2015-05   212 117     95  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2012-06 PURCHASE 2015-07   306 159     147  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2012-01 PURCHASE 2015-07   126 65     61  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2012-06 PURCHASE 2015-07   189 95     94  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2012-01 PURCHASE 2015-06   513 262     251  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2012-01 PURCHASE 2015-07   63 33     30  
    TE CONNECTIVITY LIMITED REG SHS (SWI 2015-02 PURCHASE 2015-07   428 428        
    TE CONNECTIVITY LIMITED REG SHS (SWI 2014-10 PURCHASE 2015-07   184 176     8  
    TEAM HEALTH HOLDINGS INCORPORATED 2012-07 PURCHASE 2015-07   133 52     81  
    TEAM HEALTH HOLDINGS INCORPORATED 2012-07 PURCHASE 2015-02   296 131     165  
    TEGNA INCORPORATED 2014-10 PURCHASE 2015-11   692 664     28  
    TEGNA INCORPORATED 2014-10 PURCHASE 2015-11   851 775     76  
    TEREX CORPORATION NEW 2014-12 PURCHASE 2015-01   136 167     -31  
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT 2014-07 PURCHASE 2015-09   57 53     4  
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT 2014-08 PURCHASE 2015-09   285 271     14  
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT 2014-08 PURCHASE 2015-10   179 163     16  
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT 2014-11 PURCHASE 2015-10   179 174     5  
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT 2014-07 PURCHASE 2015-07   1,176 906     270  
    TEXAS ROADHOUSE INCORPORATED 2015-06 PURCHASE 2015-07   77 73     4  
    THE ADT CORPORATION 2013-12 PURCHASE 2015-02   552 568     -16  
    THE ADT CORPORATION 2014-01 PURCHASE 2015-11   785 919     -134  
    THE ADT CORPORATION 2013-12 PURCHASE 2015-07   33 33        
    THE ADT CORPORATION 2013-12 PURCHASE 2015-11   102 122     -20  
    THERMO FISHER SCIENTIFIC INCORPORATE 2015-10 PURCHASE 2015-11   953 873     80  
    THERMO FISHER SCIENTIFIC INCORPORATE 2015-10 PURCHASE 2015-11   1,361 1,225     136  
    THERMO FISHER SCIENTIFIC INCORPORATE 2015-10 PURCHASE 2015-11   681 627     54  
    THOR INDUSTRIES INCORPORATED 2012-01 PURCHASE 2015-09   279 142     137  
    THOR INDUSTRIES INCORPORATED 2012-01 PURCHASE 2015-02   500 227     273  
    THOR INDUSTRIES INCORPORATED 2012-03 PURCHASE 2015-09   167 93     74  
    TIDEWATER INCORPORATED 2015-01 PURCHASE 2015-12   29 153     -124  
    TIDEWATER INCORPORATED 2014-10 PURCHASE 2015-12   111 686     -575  
    TIDEWATER INCORPORATED 2013-06 PURCHASE 2015-12   12 110     -98  
    TIDEWATER INCORPORATED 2013-06 PURCHASE 2015-02   197 392     -195  
    TIDEWATER INCORPORATED 2013-06 PURCHASE 2015-12   88 840     -752  
    TIDEWATER INCORPORATED 2013-06 PURCHASE 2015-12   70 704     -634  
    TIDEWATER INCORPORATED 2013-06 PURCHASE 2015-12   18 161     -143  
    TIDEWATER INCORPORATED 2013-07 PURCHASE 2015-12   29 290     -261  
    TIDEWATER INCORPORATED 2013-07 PURCHASE 2015-12   41 410     -369  
    TIDEWATER INCORPORATED 2013-08 PURCHASE 2015-12   82 792     -710  
    TIDEWATER INCORPORATED 2013-09 PURCHASE 2015-12   59 587     -528  
    TIDEWATER INCORPORATED 2013-10 PURCHASE 2015-12   41 417     -376  
    TIDEWATER INCORPORATED 2014-02 PURCHASE 2015-12   182 1,476     -1,294  
    TIDEWATER INCORPORATED 2014-07 PURCHASE 2015-12   70 581     -511  
    TIDEWATER INCORPORATED 2014-09 PURCHASE 2015-12   64 491     -427  
    TIME WARNER INCORPORATED COM NEW 2014-10 PURCHASE 2015-11   1,562 1,639     -77  
    TIME WARNER INCORPORATED COM NEW 2015-07 PURCHASE 2015-11   355 434     -79  
    TIME WARNER INCORPORATED COM NEW 2014-02 PURCHASE 2015-01   570 451     119  
    TIME WARNER INCORPORATED COM NEW 2014-05 PURCHASE 2015-01   549 459     90  
    TIME WARNER INCORPORATED COM NEW 2014-06 PURCHASE 2015-01   157 138     19  
    TIME WARNER INCORPORATED COM NEW 2014-10 PURCHASE 2015-07   268 236     32  
    TIME WARNER INCORPORATED COM NEW 2015-05 PURCHASE 2015-11   639 765     -126  
    TIME WARNER INCORPORATED COM NEW 2014-11 PURCHASE 2015-11   1,846 2,094     -248  
    TIME WARNER INCORPORATED COM NEW 2015-07 PURCHASE 2015-11   497 633     -136  
    TIMKEN COMPANY 2012-07 PURCHASE 2015-02   468 288     180  
    TOLL BROTHERS INCORPORATED 2014-05 PURCHASE 2015-04   219 206     13  
    TOLL BROTHERS INCORPORATED 2014-01 PURCHASE 2015-04   365 375     -10  
    TOLL BROTHERS INCORPORATED 2011-11 PURCHASE 2015-04   402 220     182  
    TOPBUILD CORPORATION 2014-12 PURCHASE 2015-07   241 199     42  
    TOPBUILD CORPORATION 2014-12 PURCHASE 2015-07   22 19     3  
    TRACTOR SUPPLY COMPANY 2012-05 PURCHASE 2015-02   714 360     354  
    TRAVELERS COMPANIES INCORPORATED 2013-01 PURCHASE 2015-07   102 78     24  
    TRAVELERS COMPANIES INCORPORATED 2013-01 PURCHASE 2015-07   205 157     48  
    TRAVELERS COMPANIES INCORPORATED 2014-02 PURCHASE 2015-07   102 80     22  
    TRAVELERS COMPANIES INCORPORATED 2013-01 PURCHASE 2015-04   510 392     118  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-02   171 152     19  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   161 152     9  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   403 381     22  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   164 152     12  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   164 152     12  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   327 305     22  
    TREEHOUSE FOODS INCORPORATED 2014-07 PURCHASE 2015-07   325 305     20  
    TREEHOUSE FOODS INCORPORATED 2014-12 PURCHASE 2015-07   244 245     -1  
    TRIBUNE MEDIA COMPANY CLASS A 2013-10 PURCHASE 2015-11   436 702     -266  
    TRIBUNE MEDIA COMPANY CLASS A 2015-07 PURCHASE 2015-11   548 797     -249  
    TRIBUNE MEDIA COMPANY CLASS A 2015-07 PURCHASE 2015-11   73 106     -33  
    TRIBUNE MEDIA COMPANY CLASS A 2015-07 PURCHASE 2015-11   36 53     -17  
    TRIBUNE MEDIA COMPANY CLASS A 2015-07 PURCHASE 2015-11   727 1,044     -317  
    TRIBUNE MEDIA COMPANY CLASS A 2014-12 PURCHASE 2015-11   509 993     -484  
    TRIBUNE MEDIA COMPANY CLASS A 2014-10 PURCHASE 2015-11   145 260     -115  
    TRIBUNE MEDIA COMPANY CLASS A 2014-05 PURCHASE 2015-11   36 74     -38  
    TRIBUNE MEDIA COMPANY CLASS A 2013-11 PURCHASE 2015-11   182 314     -132  
    TRINITY INDUSTRIES INCORPORATED 2012-01 PURCHASE 2015-02   259 109     150  
    TRINITY INDUSTRIES INCORPORATED 2012-06 PURCHASE 2015-01   628 302     326  
    TRINITY INDUSTRIES INCORPORATED 2013-06 PURCHASE 2015-02   970 576     394  
    TRINITY INDUSTRIES INCORPORATED 2013-06 PURCHASE 2015-02   67 38     29  
    TRINITY INDUSTRIES INCORPORATED 2012-01 PURCHASE 2015-01   452 245     207  
    TRIPADVISOR INCORPORATED 2014-09 PURCHASE 2015-02   538 553     -15  
    TRIPADVISOR INCORPORATED 2014-09 PURCHASE 2015-07   449 461     -12  
    TRIPADVISOR INCORPORATED 2014-09 PURCHASE 2015-11   392 461     -69  
    TRIPADVISOR INCORPORATED 2014-11 PURCHASE 2015-11   1,020 935     85  
    TRIPADVISOR INCORPORATED 2015-05 PURCHASE 2015-11   941 930     11  
    TRIPADVISOR INCORPORATED 2015-05 PURCHASE 2015-11   314 311     3  
    TWENTY FIRST CENTY FOX INCORPORATED 2014-05 PURCHASE 2015-11   629 710     -81  
    TWENTY FIRST CENTY FOX INCORPORATED 2014-05 PURCHASE 2015-10   91 101     -10  
    TWENTY FIRST CENTY FOX INCORPORATED 2014-03 PURCHASE 2015-10   486 525     -39  
    TWENTY FIRST CENTY FOX INCORPORATED 2015-07 PURCHASE 2015-11   479 536     -57  
    TWENTY FIRST CENTY FOX INCORPORATED 2015-07 PURCHASE 2015-11   539 611     -72  
    TWENTY FIRST CENTY FOX INCORPORATED 2013-08 PURCHASE 2015-11   1,348 1,504     -156  
    TWENTY FIRST CENTY FOX INCORPORATED 2013-10 PURCHASE 2015-11   899 1,061     -162  
    TYCO INTERNATIONAL PLC SHS (IRELAND) 2015-11 PURCHASE 2015-12   417 465     -48  
    TYSON FOODS INCORPORATED CLASS A 2014-10 PURCHASE 2015-12   323 243     80  
    TYSON FOODS INCORPORATED CLASS A 2014-10 PURCHASE 2015-11   100 81     19  
    TYSON FOODS INCORPORATED CLASS A 2014-01 PURCHASE 2015-11   351 266     85  
    TYSON FOODS INCORPORATED CLASS A 2013-12 PURCHASE 2015-11   50 33     17  
    TYSON FOODS INCORPORATED CLASS A 2013-12 PURCHASE 2015-11   310 229     81  
    TYSON FOODS INCORPORATED CLASS A 2013-07 PURCHASE 2015-07   43 27     16  
    TYSON FOODS INCORPORATED CLASS A 2013-07 PURCHASE 2015-10   45 27     18  
    TYSON FOODS INCORPORATED CLASS A 2013-10 PURCHASE 2015-10   671 426     245  
    ULTA SALON COSMETCS & FRAG INCORPORA 2014-10 PURCHASE 2015-07   164 119     45  
    ULTA SALON COSMETCS & FRAG INCORPORA 2014-10 PURCHASE 2015-02   281 237     44  
    UNILEVER N V N Y SHS NEW (NETHERLAND 2011-01 PURCHASE 2015-07   44 30     14  
    UNION PAC CORPORATION 2015-04 PURCHASE 2015-11   85 105     -20  
    UNION PAC CORPORATION 2015-06 PURCHASE 2015-11   1,449 1,616     -167  
    UNION PAC CORPORATION 2015-05 PURCHASE 2015-11   426 502     -76  
    UNION PAC CORPORATION 2015-04 PURCHASE 2015-11   1,535 1,936     -401  
    UNION PAC CORPORATION 2015-04 PURCHASE 2015-07   98 98        
    UNITED CONTL HLDGS INCORPORATED 2014-06 PURCHASE 2015-07   56 43     13  
    UNITED OVERSEAS BK LIMITED SPONSORED 2014-08 PURCHASE 2015-10   228 294     -66  
    UNITED OVERSEAS BK LIMITED SPONSORED 2014-07 PURCHASE 2015-10   285 379     -94  
    UNITED OVERSEAS BK LIMITED SPONSORED 2013-06 PURCHASE 2015-10   114 120     -6  
    UNITED OVERSEAS BK LIMITED SPONSORED 2012-04 PURCHASE 2015-10   228 240     -12  
    UNITED OVERSEAS BK LIMITED SPONSORED 2012-04 PURCHASE 2015-10   486 509     -23  
    UNITED OVERSEAS BK LIMITED SPONSORED 2012-01 PURCHASE 2015-10   600 576     24  
    UNITED RENTALS INCORPORATED 2014-10 PURCHASE 2015-07   1,692 2,914     -1,222  
    UNITED RENTALS INCORPORATED 2014-10 PURCHASE 2015-07   164 216     -52  
    UNITED RENTALS INCORPORATED 2015-02 PURCHASE 2015-07   376 564     -188  
    UNITED RENTALS INCORPORATED 2015-01 PURCHASE 2015-07   501 711     -210  
    UNITED TECHNOLOGIES CORPORATION 2015-01 PURCHASE 2015-10   367 367        
    UNITED TECHNOLOGIES CORPORATION 2015-01 PURCHASE 2015-12   471 471        
    UNITED TECHNOLOGIES CORPORATION 2015-01 PURCHASE 2015-09   604 833     -229  
    VAIL RESORTS INCORPORATED 2012-01 PURCHASE 2015-02   261 121     140  
    VAIL RESORTS INCORPORATED 2012-01 PURCHASE 2015-07   222 80     142  
    VALIDUS HOLDINGS LIMITED COM SHS (BE 2012-01 PURCHASE 2015-05   171 124     47  
    VALIDUS HOLDINGS LIMITED COM SHS (BE 2012-01 PURCHASE 2015-02   126 93     33  
    VALIDUS HOLDINGS LIMITED COM SHS (BE 2014-01 PURCHASE 2015-05   214 180     34  
    VALIDUS HOLDINGS LIMITED COM SHS (BE 2015-03 PURCHASE 2015-07   90 84     6  
    VANTIV INCORPORATED CLASS A 2013-03 PURCHASE 2015-02   521 324     197  
    VANTIV INCORPORATED CLASS A 2013-03 PURCHASE 2015-07   235 139     96  
    VERIFONE SYSTEMS INCORPORATED 2015-07 PURCHASE 2015-11   197 234     -37  
    VERIFONE SYSTEMS INCORPORATED 2014-10 PURCHASE 2015-11   423 481     -58  
    VERIFONE SYSTEMS INCORPORATED 2014-05 PURCHASE 2015-11   761 897     -136  
    VERIFONE SYSTEMS INCORPORATED 2015-09 PURCHASE 2015-11   620 689     -69  
    VERIFONE SYSTEMS INCORPORATED 2012-10 PURCHASE 2015-11   85 87     -2  
    VERIFONE SYSTEMS INCORPORATED 2014-05 PURCHASE 2015-11   85 99     -14  
    VERIFONE SYSTEMS INCORPORATED 2013-06 PURCHASE 2015-11   169 96     73  
    VERIFONE SYSTEMS INCORPORATED 2015-07 PURCHASE 2015-11   507 573     -66  
    VIACOM INCORPORATED NEW CLASS B 2015-02 PURCHASE 2015-09   1,197 1,960     -763  
    VIACOM INCORPORATED NEW CLASS B 2012-10 PURCHASE 2015-05   589 498     91  
    VIACOM INCORPORATED NEW CLASS B 2013-01 PURCHASE 2015-05   916 817     99  
    VIACOM INCORPORATED NEW CLASS B 2013-02 PURCHASE 2015-05   589 543     46  
    VIACOM INCORPORATED NEW CLASS B 2014-05 PURCHASE 2015-05   654 830     -176  
    VIACOM INCORPORATED NEW CLASS B 2014-09 PURCHASE 2015-08   638 1,276     -638  
    VIACOM INCORPORATED NEW CLASS B 2014-11 PURCHASE 2015-08   80 149     -69  
    VIACOM INCORPORATED NEW CLASS B 2014-11 PURCHASE 2015-09   684 1,189     -505  
    VIACOM INCORPORATED NEW CLASS B 2015-07 PURCHASE 2015-09   128 187     -59  
    VICTORY TRIVALENT INTL SMALL-CAP FUN 2011-06 PURCHASE 2015-04   8,968 6,187     2,781  
    VICTORY TRIVALENT INTL SMALL-CAP FUN 2011-06 PURCHASE 2015-02   15,843 11,240     4,603  
    VICTORY TRIVALENT INTL SMALL-CAP FUN 2011-06 PURCHASE 2015-07   113 76     37  
    VICTORY TRIVALENT INTL SMALL-CAP FUN 2011-12 PURCHASE 2015-07   444 247     197  
    VISA INCORPORATED COM CLASS A 2011-12 PURCHASE 2015-07   207 72     135  
    VISA INCORPORATED COM CLASS A 2011-12 PURCHASE 2015-10   390 120     270  
    VISA INCORPORATED COM CLASS A 2011-12 PURCHASE 2015-11   315 96     219  
    VISA INCORPORATED COM CLASS A 2011-12 PURCHASE 2015-11   2,208 699     1,509  
    VISA INCORPORATED COM CLASS A 2012-02 PURCHASE 2015-11   1,577 540     1,037  
    VISA INCORPORATED COM CLASS A 2013-05 PURCHASE 2015-11   79 45     34  
    VISA INCORPORATED COM CLASS A 2012-12 PURCHASE 2015-11   1,262 604     658  
    VISA INCORPORATED COM CLASS A 2011-12 PURCHASE 2015-01   1,035 384     651  
    VMWARE INCORPORATED CLASS A COM 2014-01 PURCHASE 2015-07   84 99     -15  
    VMWARE INCORPORATED CLASS A COM 2014-01 PURCHASE 2015-08   2,556 2,984     -428  
    VMWARE INCORPORATED CLASS A COM 2014-04 PURCHASE 2015-08   682 852     -170  
    VMWARE INCORPORATED CLASS A COM 2015-02 PURCHASE 2015-08   682 677     5  
    VMWARE INCORPORATED CLASS A COM 2015-02 PURCHASE 2015-08   426 419     7  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2014-08 PURCHASE 2015-08   479 538     -59  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2012-12 PURCHASE 2015-08   40 53     -13  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2013-01 PURCHASE 2015-08   823 971     -148  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2013-01 PURCHASE 2015-08   519 636     -117  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2013-06 PURCHASE 2015-08   959 1,046     -87  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2013-06 PURCHASE 2015-08   160 154     6  
    VOLKSWAGEN AG SPONSORED ADR REP PFD 2014-05 PURCHASE 2015-08   320 412     -92  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2012-09 PURCHASE 2015-11   31 39     -8  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2013-03 PURCHASE 2015-11   218 246     -28  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2013-01 PURCHASE 2015-11   373 455     -82  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2012-12 PURCHASE 2015-11   62 64     -2  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2012-09 PURCHASE 2015-11   321 395     -74  
    WEATHERFORD INTERNATIONAL PLC ORD SH 2015-07 PURCHASE 2015-11   674 745     -71  
    WELLS FARGO & COMPANY NEW 2011-06 PURCHASE 2015-04   654 322     332  
    WELLS FARGO & COMPANY NEW 2011-06 PURCHASE 2015-12   549 269     280  
    WEST CORPORATION 2013-04 PURCHASE 2015-02   314 184     130  
    WEST CORPORATION 2013-04 PURCHASE 2015-07   123 82     41  
    WESTAR ENERGY INCORPORATED 2015-04 PURCHASE 2015-07   73 77     -4  
    WESTERN DIGITAL CORPORATION 2013-08 PURCHASE 2015-11   309 335     -26  
    WESTERN REFNG INCORPORATED 2014-01 PURCHASE 2015-01   495 558     -63  
    WESTERN REFNG INCORPORATED 2014-02 PURCHASE 2015-01   424 485     -61  
    WESTERN UN COMPANY 2012-07 PURCHASE 2015-02   327 280     47  
    WESTERN UN COMPANY 2012-07 PURCHASE 2015-02   627 527     100  
    WESTERN UN COMPANY 2012-07 PURCHASE 2015-04   61 49     12  
    WESTERN UN COMPANY 2012-08 PURCHASE 2015-04   816 690     126  
    WESTERN UN COMPANY 2013-01 PURCHASE 2015-02   19 14     5  
    WESTERN UN COMPANY 2013-04 PURCHASE 2015-06   87 59     28  
    WESTERN UN COMPANY 2012-08 PURCHASE 2015-06   282 224     58  
    WESTROCK COMPANY 2012-01 PURCHASE 2015-07   42 24     18  
    WEYERHAEUSER COMPANY REIT 2014-02 PURCHASE 2015-11   895 851     44  
    WEYERHAEUSER COMPANY REIT 2015-04 PURCHASE 2015-11   370 395     -25  
    WEYERHAEUSER COMPANY REIT 2015-07 PURCHASE 2015-11   123 126     -3  
    WEYERHAEUSER COMPANY REIT 2014-05 PURCHASE 2015-11   216 213     3  
    WEYERHAEUSER COMPANY REIT 2014-03 PURCHASE 2015-11   864 841     23  
    WHITE MTNS INS GROUP LIMITED (BERMUD 2012-01 PURCHASE 2015-02   657 457     200  
    WHITING PETE CORPORATION NEW 2013-08 PURCHASE 2015-03   343 464     -121  
    WHITING PETE CORPORATION NEW 2013-07 PURCHASE 2015-03   305 417     -112  
    WHITING PETE CORPORATION NEW 2013-07 PURCHASE 2015-02   67 104     -37  
    WILLIAMS COMPANIES INCORPORATED DEL 2015-11 PURCHASE 2015-12   682 938     -256  
    WINTRUST FINL CORPORATION 2015-04 PURCHASE 2015-07   106 97     9  
    WYNN RESORTS LIMITED 2014-12 PURCHASE 2015-01   146 151     -5  
    XYLEM INCORPORATED 2013-03 PURCHASE 2015-05   590 463     127  
    XYLEM INCORPORATED 2013-03 PURCHASE 2015-05   549 434     115  
    XYLEM INCORPORATED 2014-05 PURCHASE 2015-05   146 147     -1  
    XYLEM INCORPORATED 2014-11 PURCHASE 2015-05   183 191     -8  
    XYLEM INCORPORATED 2014-11 PURCHASE 2015-06   939 994     -55  
    XYLEM INCORPORATED 2013-06 PURCHASE 2015-05   37 26     11  
    YUM BRANDS INCORPORATED 2014-11 PURCHASE 2015-11   419 456     -37  
    YUM BRANDS INCORPORATED 2014-10 PURCHASE 2015-11   767 776     -9  
    YUM BRANDS INCORPORATED 2014-05 PURCHASE 2015-11   767 821     -54  
    YUM BRANDS INCORPORATED 2013-07 PURCHASE 2015-11   628 635     -7  
    YUM BRANDS INCORPORATED 2013-04 PURCHASE 2015-11   907 846     61  
    YUM BRANDS INCORPORATED 2013-04 PURCHASE 2015-02   328 260     68  
    YUM BRANDS INCORPORATED 2013-04 PURCHASE 2015-07   644 455     189  
    ZAFGEN INCORPORATED 2015-09 PURCHASE 2015-10   44 156     -112  
    ZAFGEN INCORPORATED 2015-09 PURCHASE 2015-10   88 359     -271  
    ZAFGEN INCORPORATED 2015-09 PURCHASE 2015-10   66 251     -185  
    ZEBRA TECHNOLOGIES CORPORATION CLASS 2015-02 PURCHASE 2015-02   91 92     -1  
    ZEBRA TECHNOLOGIES CORPORATION CLASS 2015-01 PURCHASE 2015-02   907 826     81  
    CHIMERA INVT CORPORATION COM NEW REI 2010-12 PURCHASE 2015-04   6 8     -2  
    KRAFT FOODS GROUP INCORPORATED 2006-05 PURCHASE 2015-07   2,646       2,646  
    KRAFT FOODS GROUP INCORPORATED 2006-10 PURCHASE 2015-07   1,237       1,237  
    KRAFT FOODS GROUP INCORPORATED 2007-11 PURCHASE 2015-07   4,152       4,152  
    KRAFT FOODS GROUP INCORPORATED 2008-08 PURCHASE 2015-07   1,705       1,705  
    KRAFT FOODS GROUP INCORPORATED 2008-08 PURCHASE 2015-07   1,721       1,721  
    KRAFT FOODS GROUP INCORPORATED 2008-08 PURCHASE 2015-07   1,666       1,666  
    KRAFT FOODS GROUP INCORPORATED 2008-08 PURCHASE 2015-07   1,683       1,683  
    KRAFT FOODS GROUP INCORPORATED 2008-08 PURCHASE 2015-07   1,677       1,677  
    KRAFT FOODS GROUP INCORPORATED 2009-08 PURCHASE 2015-07   2,750       2,750  
    KRAFT FOODS GROUP INCORPORATED 2013-06 PURCHASE 2015-07   14,636       14,636  
    KRAFT FOODS GROUP INCORPORATED 2014-05 PURCHASE 2015-07   14,289       14,289  
    RMR GROUP INCORPORATED CLASS A 2015-12 PURCHASE 2015-12   9 7     2  
    VECTOR GROUP LIMITED 2010-12 PURCHASE 2015-10   6 3     3  

    TY 2015 InvestmentsCorpStockSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Name of Stock End of Year Book Value End of Year Fair Market Value
    AT&T INCORPORATED 176,987 189,083
    ALTRIA GROUP INCORPORATED 160,681 439,951
    BGC PARTNERS INCORPORATED 43,531 57,192
    CHEVRON CORPORATION NEW 159,433 185,947
    CHORUS LIMITED SPONSORED ADS 24,830 33,406
    COCA COLA COMPANY 133,963 186,618
    DEUTSCHE TELEKOM AG 200,309 275,050
    FIRST ENERGY CORP 99,966 87,987
    KRAFT FOODS INCORPORATED CLASSA 137,369 212,386
    MAGYAR TELEKOM TELECOMMUNS PLC 100,913 55,622
    MCDONALDS CORPORATION 185,181 335,163
    ORANGE SPONSORED ADR 100,033 77,097
    PEMBINA PIPELINE CORPORATION 199,644 227,115
    PHILIP MORRIS INTERNATIONAL INCORPO 212,711 336,695
    RMR GROUP INC   1,066
    SPARK NEW ZEALAND LTD SP ADR 75,170 140,974
    TELSTRA CORPORATION LIMITED 150,317 222,243
    UNIVERSAL HOLDINGS INCORPORATED 101,041 477,763
    VECTOR GROUP LIMITED 183,553 317,663
    VERIZON COMMUNICATIONS INCORPORATED 239,852 339,116
    ABBVIE INCORPORATED    
    ACADIA PHARMACEUTICALS INCORPORATED    
    ACE LIMITED SHS    
    ACTIVISION BLIZZARD INCORPORATED    
    ADOBE SYSTEMS INCORPORATED    
    ADVANCE AUTO PARTS INCORPORATED    
    AES CORPORATION    
    AFFILIATED MANAGERS GROUP    
    AGCO CORPORATION    
    AIR METHODS CORPORATION COM PAR .06    
    AKZO NOBEL NV SPONSORED ADR    
    ALCOA INCORPORATED    
    ALEXION PHARMACEUTICALS INCORPORATED    
    ALIBABA GROUP HLDG LIMITED SPONSORED    
    ALLIANCE DATA SYSTEMS CORPORATION    
    ALLSTATE CORPORATION    
    AMAZON COM INCORPORATED    
    AMC NETWORKS INCORPORATED CLASS A    
    AMERICAN HOMES 4 RENT CLASS A REIT    
    AMSURG CORPORATION    
    ANIXTER INTERNATIONAL INCORPORATED    
    ANSYS INCORPORATED    
    AON PLC SHS CL A    
    APACHE CORPORATION    
    APOLLO ED GROUP INCORPORATED CLASS A    
    APPLE INCORPORATED    
    ARKEMA SPON ADR    
    ARTISAN PARTNERS ASSET MGMT IN CLASS    
    ASML HOLDING N V N Y REGISTRY SHS    
    AVERY DENNISON CORPORATION    
    AVON PRODUCTS INCORPORATED    
    BANK N S HALIFAX    
    BANK OF THE OZARKS INCORPORATED    
    BANKRATE INCORPORATED DEL    
    BANKUNITED INCORPORATED    
    BARCLAYS PLC ADR    
    BARRICK GOLD CORPORATION    
    BAYER A G SPONSORED ADR    
    BB&T CORPORATION    
    BERKLEY W R CORPORATION    
    BERKSHIRE HATHAWAY INCORPORATED DEL    
    BIOGEN INCORPORATED    
    BIOMED REALTY TRUST INCORPORATED REI    
    BNP PARIBAS SPONSORED ADR    
    BOK FINL CORPORATION COM NEW    
    BOSTON PARTNERS LONG/SHORT RESEARCH    
    BRAMBLES LIMITED ADR    
    BROADRIDGE FINL SOLUTIONS INCORPORAT    
    BROCADE COMMUNICATIONS SYSTEMS INCOR    
    BUNZL PUB LIMITED COMPANY SPON ADR N    
    CAMERON INTERNATIONAL CORPORATION    
    CANADIAN NAT RES LIMITED    
    CANADIAN PAC RY LIMITED    
    CAPITAL ONE FINL CORPORATION    
    CAPSTEAD MTG CORPORATION COM NO PAR    
    CARBO CERAMICS INCORPORATED    
    CATAMARAN CORPORATION    
    CAVIUM INCORPORATED    
    CELGENE CORPORATION    
    CENOVUS ENERGY INCORPORATED    
    CENTENE CORPORATION DEL    
    CERNER CORPORATION    
    CHATHAM LODGING TR REIT    
    CHECK POINT SOFTWARE TECH LIMITED OR    
    CHEESECAKE FACTORY INCORPORATED    
    CHICAGO BRIDGE & IRON COMPANY N V    
    CHICOS FAS INCORPORATED    
    CHIMERA INVT CORPORATION REIT    
    CIELO S A SPONSORED ADR    
    CINEMARK HOLDINGS INCORPORATED    
    CIRCOR INTERNATIONAL INCORPORATED    
    CISCO SYSTEMS INCORPORATED    
    CITIGROUP INCORPORATED COM NEW    
    CLEAN HARBORS INCORPORATED    
    COACH INCORPORATED    
    COCA COLA COMPANY    
    COGENT COMMUNICATIONS HLDGS IN COM N    
    COLONY CAP INCORPORATED CLASS A REIT    
    COLUMBIA BKG SYSTEMS INCORPORATED    
    COMCAST CORPORATION NEW CLASS A    
    COMPAGNIE FIN RICHEMONTAG SWI ADR    
    COMPASS GROUP PLC SPONSORED ADR NE    
    CONTINENTAL AG SPONSORED ADR    
    CORNERSTONE ONDEMAND INCORPORATED    
    CORPORATE EXECUTIVE BRD COMPANY    
    CORUS ENTERTAINMENT INCORPORATED CLA    
    COVIDIEN PLC SHS    
    CRANE COMPANY    
    CROWN HOLDINGS INCORPORATED    
    CURTISS WRIGHT CORPORATION    
    CVS HEALTH CORPORATION    
    D R HORTON INCORPORATED    
    DARLING INGREDIENTS INCORPORATED    
    DECKERS OUTDOOR CORPORATION    
    DEL FRISCOS RESTAURANT GROUP I    
    DELTA AIR LINES INCORPORATED DEL COM    
    DEUTSCHE BOERSE ADR    
    DEUTSCHE GLOBAL REAL ESTATE SECURITI    
    DISCOVER FINL SVCS    
    DISCOVERY COMMUNICATNS NEW COM SER A    
    DNB ASA SPONSORED ADR    
    DOVER CORPORATION    
    DRIL-QUIP INCORPORATED    
    DSW INCORPORATED CLASS A    
    E M C CORPORATION MASS    
    EAST WEST BANCORP INCORPORATED    
    EBAY INCORPORATED    
    ELECTRONIC ARTS INCORPORATED    
    EMERSON ELEC COMPANY    
    ENBRIDGE INCORPORATED    
    ENERGEN CORPORATION    
    ENERGIZER HLDGS INCORPORATED    
    ENVISION HEALTHCARE HLDGS INCORPORAT    
    EOG RES INCORPORATED    
    EQT CORPORATION    
    ERICSSON ADR B SEK 10    
    EXPRESS SCRIPTS HLDG COMPANY    
    EXXON MOBIL CORPORATION    
    FACEBOOK INCORPORATED CLASS A    
    FANUC CORPORATION ADR    
    FASTENAL COMPANY    
    FIDELITY NATL INFORMATION SVCS    
    FIFTH THIRD BANCORP    
    FIRST REP BK SAN FRANCISCO CAL    
    FLIR SYSTEMS INCORPORATED    
    FLOWSERVE CORPORATION    
    FLUIDIGM CORPORATION DEL    
    FLUOR CORPORATION NEW    
    FMC TECHNOLOGIES INCORPORATED    
    FOREST CITY ENTERPRISES INCORPORATED    
    FORTINET INCORPORATED    
    FREEPORT-MCMORAN INCORPORATED CLASS    
    FRONTIER COMMUNICATIONS CORPORATION    
    GANNETT INCORPORATED    
    GAP INCORPORATED DEL    
    GATEWAY FUND CLASS A M/F - NATIXIS A    
    GENERAL DYNAMICS CORPORATION    
    GENERAL ELECTRIC COMPANY    
    GILEAD SCIENCES INCORPORATED    
    GIVAUDAN SA ADR    
    GLOBAL PMTS INCORPORATED    
    GOLDMAN SACHS STRATEGIC INCOME FUND    
    GOOGLE INCORPORATED CLASS A    
    GOOGLE INCORPORATED CLASS C    
    GREAT LAKES DREDGE & DOCK CORPORATIO    
    GRUPO FINANCIERO BANORTE S A B ADR    
    HAIN CELESTIAL GROUP INCORPORATED    
    HANESBRANDS INCORPORATED    
    HEARTLAND EXPRESS INCORPORATED    
    HENKEL AG AND CO KGAA SPONSORED ADR    
    HESS CORPORATION    
    HOME DEPOT INCORPORATED    
    HOMEAWAY INCORPORATED    
    HONEYWELL INTERNATIONAL INCORPORATED    
    HUNTSMAN CORPORATION    
    IDEX CORPORATION    
    INGREDION INCORPORATED    
    INTERNATIONAL PAPER COMPANY    
    INTERXION HOLDING N.V SHS    
    INTUITIVE SURGICAL INCORPORATED COM    
    IVY ASSET STRATEGY FUND CLASS Y N/L    
    JARDINE MATHESON HLDGS LIMITED ADR    
    JOHN HANCOCK GLOBAL ABSOLUTE RETURN    
    JOHNSON & JOHNSON    
    JOY GLOBAL INCORPORATED    
    JPMORGAN CHASE & COMPANY    
    JULIUS BAER GROUP LIMITED ADR    
    JUNIPER NETWORKS INCORPORATED    
    KONINKLIJKE AHOLD N V SPONSORED ADR    
    KYTHERA BIOPHARMACEUTICALS INCORPORA    
    L OREAL COMPANY ADR    
    LAZARD EMERGING MARKETS EQUITY PORT    
    LEAR CORPORATION COM NEW    
    LENNAR CORPORATION CLASS A    
    LIBERTY BROADBAND CORPORATION COM SE    
    LIBERTY BROADBAND CORPORATION COM SE    
    LIBERTY BROADBAND CORPORATION RIGHT    
    LIBERTY GLOBAL PLC SHS CLASS C    
    LIBERTY MEDIA CORPORATION DELAWARE C    
    LIBERTY MEDIA CORPORATION DELAWARE C    
    LINDE AG SPONSORED ADR LE    
    LOCKHEED MARTIN CORPORATION    
    MACYS INCORPORATED    
    MARATHON PETE CORPORATION    
    MASCO CORPORATION    
    MASTERCARD INCORPORATED CLASS A    
    MATTRESS FIRM HLDG CORPORATION    
    MCKESSON CORPORATION    
    MEADWESTVACO CORPORATION    
    MEDTRONIC INCORPORATED    
    METLIFE INCORPORATED    
    MFA FINL INCORPORATED REIT    
    MICHAEL KORS HLDGS LIMITED SHS    
    MICROSOFT CORPORATION    
    MOBILE MINI INCORPORATED    
    MOLINA HEALTHCARE INCORPORATED    
    MONSANTO COMPANY NEW    
    MONSTER BEVERAGE CORPORATION    
    MOSAIC COMPANY NEW    
    MURPHY USA INCORPORATED    
    MWI VETERINARY SUPPLY INCORPORATED    
    NEWFIELD EXPL COMPANY    
    NIELSEN N V    
    NORDEA BK SWEDEN A B SPONSORED ADR    
    NOVARTIS A G SPONSORED ADR    
    NXP SEMICONDUCTORS N V    
    OCCIDENTAL PETE CORPORATION DEL    
    OGE ENERGY CORPORATION    
    OMNICARE INCORPORATED    
    OMNICOM GROUP INCORPORATED    
    ON SEMICONDUCTOR CORPORATION    
    ORACLE CORPORATION    
    OWENS CORNING NEW    
    OWENS ILL INCORPORATED COM NEW    
    PACIRA PHARMACEUTICALS INCORPORATED    
    PARTNER COMMUNICATIONS COMPANY LIMIT    
    PDC ENERGY INCORPORATED    
    PEABODY ENERGY CORPORATION    
    PEBBLEBROOK HOTEL TR REIT    
    PENTAIR PLC SHS    
    PERNOD RICARD S A ADR    
    PFIZER INCORPORATED    
    PHILLIPS 66    
    PINNACLE ENTERTAINMENT INCORPORATED    
    PINNACLE FINL PARTNERS INCORPORATED    
    PLUM CREEK TIMBER COMPANY INCORPORAT    
    POLARIS INDUSTRIES INCORPORATED    
    POLYONE CORPORATION    
    POLYPORE INTERNATIONAL INCORPORATED    
    POPULAR INCORPORATED COM NEW    
    POWER INTEGRATIONS INCORPORATED    
    PRECISION CASTPARTS CORPORATION    
    PRICELINE GRP INCORPORATED COM NEW    
    PROSPERITY BANCSHARES INCORPORATED    
    PRUDENTIAL FINL INCORPORATED    
    PRUDENTIAL PLC ADR    
    PUBLICIS S A NEW SPONSO    
    QEP RES INCORPORATED    
    QLIK TECHNOLOGIES INCORPORATED    
    QUALCOMM INCORPORATED    
    QUEST DIAGNOSTICS INCORPORATED    
    RANGE RES CORPORATION    
    RAYTHEON COMPANY COM NEW    
    REALOGY HLDGS CORPORATION    
    REED ELSEVIER P L C SPONS ADR NEW    
    RELIANCE STEEL & ALUMINUM COMPANY    
    RESTORATION HARDWARE HLDGS INCORPORA    
    REXNORD CORPORATION NEW    
    RICE ENERGY INCORPORATED    
    ROCHE HLDG LIMITED SPONSORED ADR    
    ROSETTA RESOURCES INCORPORATED    
    SABMILLER PLC SPONSORED ADR    
    SAFRAN S A SPON ADR    
    SANDISK CORPORATION    
    SANOFI SPONSORED ADR    
    SANTEN PHARMACEUTICAL COMPANY LIMITE    
    SAP SE SPON ADR    
    SCHNEIDER ELECTRIC SE ADR    
    SCHWAB CHARLES CORPORATION NEW    
    SCRIPPS NETWORKS INTERACT INCORPORAT    
    SEAGATE TECHNOLOGY PLC SHS    
    SEMGROUP CORPORATION CLASS A    
    SEMTECH CORPORATION    
    SENSATA TECHNOLOGIES HLDG NV SHS    
    SGS SA ADR    
    SHERWIN WILLIAMS COMPANY    
    SHIRE PLC SPONSORED ADR    
    SIGNATURE BK NEW YORK N Y    
    SINCLAIR BROADCAST GROUP INCORPORATE    
    SIX FLAGS ENTERTAINMENT CORPORATION    
    SKYWORKS SOLUTIONS INCORPORATED    
    SLM CORPORATION    
    SMC CORPORATION JAPAN SPONSORED ADR    
    SODEXO SPONSORED ADR    
    SOFTBANK GROUP CORPORATION ADR    
    SOLARWINDS INCORPORATED    
    SONOVA HLDG AG ADR    
    SPIRIT AIRLS INCORPORATED    
    SPROUTS FMRS MKT INCORPORATED    
    STARBUCKS CORPORATION    
    STARZ COM SER A    
    SUNCOR ENERGY INCORPORATED NEW    
    SYMETRA FINL CORPORATION    
    T MOBILE US INCORPORATED    
    TARGA RES CORPORATION    
    TE CONNECTIVITY LIMITED REG SHS    
    TEAM HEALTH HOLDINGS INCORPORATED    
    TEMPLETON GLOBAL BOND FUND ADVISOR C    
    TEREX CORPORATION NEW    
    TEVA PHARMACEUTICAL INDUSTRIES LIMIT    
    THE ADT CORPORATION    
    THOR INDUSTRIES INCORPORATED    
    TIDEWATER INCORPORATED    
    TIME INCORPORATED NEW    
    TIME WARNER INCORPORATED COM NEW    
    TIMKEN COMPANY    
    TOLL BROTHERS INCORPORATED    
    TOYOTA MOTOR CORPORATION SP ADR REP2    
    TRACTOR SUPPLY COMPANY    
    TRAVELERS COMPANIES INCORPORATED    
    TREEHOUSE FOODS INCORPORATED    
    TRIBUNE MEDIA COMPANY CLASS A    
    TRINITY INDUSTRIES INCORPORATED    
    TRIPADVISOR INCORPORATED    
    TWENTY FIRST CENTY FOX INCORPORATED    
    TYSON FOODS INCORPORATED CLASS A    
    UBS GROUP AG SHS    
    ULTA SALON COSMETCS & FRAG INCORPORA    
    UNILEVER N V N Y SHS NEW    
    UNITED CONTL HLDGS INCORPORATED    
    UNITED OVERSEAS BK LIMITED SPONSORED    
    UNITED RENTALS INCORPORATED    
    VAIL RESORTS INCORPORATED    
    VALIDUS HOLDINGS LIMITED COM SHS    
    VANTIV INCORPORATED CLASS A    
    VERIFONE SYSTEMS INCORPORATED    
    VERIZON COMMUNICATIONS INCORPORATED    
    VIACOM INCORPORATED NEW CLASS B    
    VICTORY TRIVALENT INTL SMALL-CAP FUN    
    VISA INCORPORATED COM CLASS A    
    VMWARE INCORPORATED CLASS A COM    
    VOLKSWAGEN AG SPONSORED ADR REP PFD    
    WEATHERFORD INTERNATIONAL PLC ORD SH    
    WELLS FARGO & COMPANY NEW    
    WELLS FARGO ADVANTAGE ABSOLUTE RETUR    
    WEST CORPORATION    
    WESTERN DIGITAL CORPORATION    
    WESTERN REFNG INCORPORATED    
    WESTERN UN COMPANY    
    WEYERHAEUSER COMPANY REIT    
    WHITE MTNS INS GROUP LIMITED    
    WHITING PETE CORPORATION NEW    
    WYNN RESORTS LIMITED    
    XYLEM INCORPORATED    
    YUM BRANDS INCORPORATED    
    ZIMMER BIOMET HLDGS INCORPORATED    
    ABBOTT LABS 2,778 2,784
    ACADIA PHARMACEUTICALS 1,128 1,212
    ACE LIMITED SHS 2,480 3,272
    ACTIVISION BLIZZARD 5,507 6,542
    ADOBE SYSTEMS 4,980 7,797
    AERCAP HOLDINGS NV SHS 2,504 2,590
    AERIE PHARMACEUTICALS 940 804
    AES CORPORATION 2,107 1,598
    AFFILIATED MANAGERS 2,836 3,515
    AGCO CORPORATION 5,276 4,857
    AIR METHODS 1,180 1,551
    AKZO NOBEL NV 3,306 3,730
    ALEXION 2,711 5,723
    ALIBABA GROUP HLDG 4,876 5,039
    ALLERGAN PLC SHS 1,793 1,875
    ALLSTATE CORPORATION 1,504 1,490
    ALLY FINL INCORPORATED 1,676 1,510
    ALPHABET INCORPORATED 3,553 5,446
    ALPHABET INCORPORATED 9,275 13,660
    AMAZON COM 3,867 10,138
    AMERICAN EXPRESS 2,782 2,712
    AMERICAN HOMES 4 RENT 525 550
    AMERICAN TOWER 1,179 1,163
    AMSURG CORPORATION 790 1,292
    ANADARKO PETE 1,314 826
    ANIXTER INTERNATIONAL 1,742 1,087
    ANTHEM INCORPORATED 2,009 1,952
    AON PLC SHS CL A 6,279 7,100
    APPLE INCORPORATED 14,919 14,000
    AQR DIVERSIFIED 10,600 9,092
    AQR MANAGED FUTURES 12,142 12,304
    ARAMARK 1,031 1,032
    ARCHER DANIELS MIDLAND 1,029 1,027
    ARKEMA SPON ADR 2,966 2,596
    ARTISAN PARTNERS ASSET 1,085 613
    ASG GLOBAL 10,663 10,648
    ASML HOLDING N V N Y 4,270 4,794
    BANCO BILBAO VIZCAYA 3,204 2,338
    BANK AMER CORPORATION 2,959 2,861
    BANK NEW YORK MELLON 2,347 2,226
    BANK N S HALIFAX 2,183 1,570
    BANK OF THE OZARKS 323 1,039
    BANKUNITED 1,224 1,370
    BARCLAYS PLC ADR 4,345 3,396
    BARRICK GOLD 947 450
    BAXALTA INCORPORATED 1,472 1,678
    BAYER A G SPONSORED 2,271 2,516
    BB&T CORPORATION 1,446 1,399
    BERKLEY W R 1,400 1,807
    BERKSHIRE HATHAWAY 10,804 12,676
    BEST BUY INCORPORATED 715 670
    BEZEQ ISRAEL TELECOM 3,328 4,031
    BIOGEN INCORPORATED 2,248 2,451
    BLACKROCK 2,872 3,065
    BLOOMIN BRANDS 906 692
    BNP PARIBAS SPONSORED 4,362 3,348
    BOK FINL CORPORATION 1,080 957
    BOSTON PARTNERS 8,885 10,698
    BRAMBLES LIMITED 3,300 3,485
    BROADCOM CORPORATION 2,438 2,660
    BROADRIDGE FINL 2,380 4,889
    BROCADE 342 330
    BUNZL PUB LIMITED 3,575 5,362
    CANADIAN NAT RES LIMITED 2,604 1,856
    CANADIAN PAC RY LIMITED 4,987 4,849
    CAPITAL ONE FINL 4,616 5,269
    CAPSTEAD MTG 1,038 734
    CARDINAL HEALTH 4,810 4,999
    CAVIUM INCORPORATED 1,130 2,563
    CBS CORPORATION NEW 3,723 3,488
    CDW CORPORATION 1,138 1,261
    CEB INCORPORATED 418 675
    CELGENE CORPORATION 6,679 10,060
    CENTENE CORPORATION 8,392 12,570
    CERNER CORPORATION 4,236 4,753
    CHATHAM LODGING TR REIT 986 942
    CHECK POINT SOFTWARE 5,408 8,219
    CHEVRON CORPORATION 2,553 2,519
    CHICAGO BRIDGE & IRON 6,023 4,991
    CHIMERA INVT 656 723
    CIELO S A SPONSORED ADR 1,381 815
    CIGNA CORPORATION 4,149 4,536
    CIMAREX ENERGY 827 626
    CINEMARK HOLDINGS 1,448 1,571
    CISCO SYSTEMS 2,619 3,612
    CITIGROUP INCORPORATED 9,336 9,833
    CLEAN HARBORS 7,088 5,664
    COACH INCORPORATED 1,646 1,800
    COLONY CAP 1,343 1,149
    COLUMBIA BKG SYSTEMS 1,177 1,333
    COMCAST CORPORATION 5,452 5,530
    COMMSCOPE HLDG 665 544
    COMPAGNIE FIN 3,730 2,874
    COMPASS GROUP PLC 2,618 2,736
    COMPUTER SCIENCES 935 980
    CONOCOPHILLIPS 1,187 1,027
    CONTINENTAL AG 3,836 4,000
    COOPER COMPANIES 1,277 1,208
    CORNERSTONE ONDEMAND 1,176 794
    COSTCO WHOLESALE 4,430 5,007
    CRANE COMPANY 665 478
    CREDIT SUISSE 4,921 2,832
    CROWN HOLDINGS 1,379 1,572
    CURTISS WRIGHT 774 1,096
    CVS HEALTH CORPORATION 5,479 6,062
    DAIKIN INDUSTRIES LIMITED 2,358 2,960
    DARLING INGREDIENTS 9,793 6,449
    DECKERS OUTDOOR 985 850
    DELPHI AUTOMOTIVE PLC 7,734 8,059
    DELTA AIR LINES 2,500 3,143
    DEUTSCHE BOERSE ADR 2,176 2,829
    DEUTSCHE GLOBAL REAL 2,958 3,631
    DIAGEO P L C SPON ADR 2,181 2,072
    DIAMONDBACK ENERGY 938 803
    DISCOVER FINL SVCS 2,686 3,056
    DNB ASA SPONSORED ADR 2,607 1,737
    DOW CHEMICAL COMPANY 1,440 1,338
    DSW INCORPORATED 1,939 1,360
    DTE ENERGY COMPANY 954 962
    DUN & BRADSTREET 1,184 1,143
    EAST WEST BANCORP 1,864 2,203
    EATON CORPORATION PLC 1,252 1,249
    EBAY INCORPORATED 1,794 1,759
    EDISON INTERNATIONAL 1,358 1,362
    EDWARDS LIFESCIENCES 3,535 4,107
    ELECTRONIC ARTS 6,069 6,391
    E M C CORPORATION MASS 2,253 2,286
    ENBRIDGE INCORPORATED 3,273 2,556
    ENDO INTERNATIONAL PLC 640 673
    ENERGEN CORPORATION 1,368 779
    ENVISION HEALTHCARE 888 649
    EOG RES INCORPORATED 4,386 3,469
    EQT CORPORATION 1,249 886
    ERICSSON ADR B SEK 10 3,829 3,114
    EXPRESS SCRIPTS HLDG 3,313 3,322
    EXXON MOBIL 3,102 3,040
    FACEBOOK INCORPORATED 8,261 12,769
    FANUC CORPORATION ADR 4,122 4,439
    FEDEX CORPORATION 1,450 1,341
    FERRO CORPORATION 773 656
    FIFTH THIRD BANCORP 1,083 1,146
    FIRST REP BK SAN 1,117 1,850
    FLEXTRONICS 1,555 1,558
    FLOWSERVE CORPORATION 6,065 4,671
    FOREST CITY ENTERPRISES 1,867 1,952
    FORTINET INCORPORATED 6,003 5,050
    FRONTIER 1,107 1,308
    GATEWAY FUND CLASS A 6,505 7,145
    GEA GROUP AG ADR 1,814 1,869
    GENERAL DYNAMICS 2,375 2,472
    GENERAL ELECTRIC 3,637 3,769
    G-III APPAREL GROUP 1,483 1,062
    GILEAD SCIENCES 7,031 9,613
    GIVAUDAN SA ADR 3,117 4,480
    GLOBAL PMTS 1,238 2,516
    GOLDMAN SACHS GROUP 766 721
    GOLDMAN SACHS 7,602 7,014
    GREAT LAKES DREDGE & 671 432
    GRUPO FINANCIERO 2,732 2,168
    HAIN CELESTIAL GROUP 968 929
    HANESBRANDS 2,760 5,062
    HARRIS CORPORATION DEL 1,698 1,999
    HEARTLAND EXPRESS 1,374 1,072
    HENKEL AG AND CO KGAA 4,953 5,381
    HERSHA HOSPITALITY TR 1,759 1,458
    HEWLETT PACKARD 2,823 2,903
    HONEYWELL 3,860 4,246
    HP INCORPORATED 986 888
    HUNTSMAN CORPORATION 1,517 694
    IDEX CORPORATION 2,923 4,980
    IDEXX LABS 4,645 4,156
    INGERSOLL-RAND PLC SHS 939 829
    INTERNATIONAL PAPER 1,152 980
    INTERSECT ENT 1,264 923
    INTUIT 867 869
    INVESTORS BANCORP 1,195 1,281
    JOHN HANCOCK GLOBAL 11,442 11,185
    JOHNSON & JOHNSON 8,882 9,656
    JOHNSON CONTROLS 1,175 1,145
    JPMORGAN CHASE & 11,908 15,628
    JULIUS BAER GROUP 3,753 3,928
    KATE SPADE & COMPANY 569 515
    KNOWLES CORPORATION 5,042 3,746
    KONINKLIJKE AHOLD N V 3,197 4,739
    KORN FERRY 1,144 1,095
    LAZARD EMERGING 113,620 85,280
    LEAR CORPORATION COM 601 1,474
    LIBERTY BROADBAND 518 726
    LIBERTY GLOBAL PLC LILAC 454 516
    LIBERTY GLOBAL PLC SHS 2,528 2,854
    LIBERTY MEDIA 684 1,180
    LIFEPOINT HEALTH 1,484 1,395
    LINDE AG SPONSORED ADR 4,733 4,495
    LLOYDS BANKING GROUP 5,200 4,613
    LOCKHEED MARTIN 2,286 3,474
    L OREAL COMPANY ADR 2,165 2,902
    LOWES COMPANIES 3,065 3,194
    MARATHON PETE 687 726
    MARKS & SPENCER GROUP 1,226 1,227
    MASTERCARD 2,445 2,726
    MATTRESS FIRM HLDG 1,257 1,830
    MCDONALDS 2,331 2,481
    MCKESSON CORPORATION 1,367 1,381
    MEDTRONIC PLC SHS 6,674 6,615
    MERCK & COMPANY 3,169 2,799
    METHANEX CORPORATION 1,199 891
    METLIFE INCORPORATED 1,059 1,302
    MFA FINL INCORPORATED 1,882 1,643
    MICHAELS COMPANIES 768 840
    MICROSOFT CORPORATION 7,928 10,541
    MOBILE MINI 1,630 1,588
    MOLINA HEALTHCARE 968 1,624
    MONSANTO COMPANY NEW 3,142 2,562
    MONSTER BEVERAGE 3,250 6,703
    MURPHY USA 2,848 3,341
    NAVIENT CORPORATION 729 641
    NEUBERGER BERMAN LONG 9,962 10,196
    NEWFIELD EXPL COMPANY 3,677 4,298
    NIELSEN HLDGS PLC SHS 7,696 8,155
    NIKE INCORPORATED 4,848 5,125
    NN INCORPORATED 828 574
    NOBLE ENERGY 476 428
    NORDEA BK SWEDEN A B 3,613 3,353
    NOVARTIS A G SPONSORED 4,293 5,507
    NXP SEMICONDUCTORS N V 4,873 4,634
    OCCIDENTAL PETE 5,156 4,395
    OGE ENERGY 5,885 5,127
    OMNICOM GROUP 257 378
    ORACLE CORPORATION 1,892 1,717
    O REILLY AUTOMOTIVE 4,403 4,562
    OWENS CORNING NEW 1,482 1,599
    PAYCOM SOFTWARE 866 865
    PAYPAL HLDGS 578 615
    PDC ENERGY 1,019 907
    PEBBLEBROOK HOTEL TR 927 925
    PENTAIR PLC SHS 4,197 3,616
    PEPSICO INCORPORATED 3,554 3,597
    PERNOD RICARD S A ADR 2,938 3,131
    PFIZER INCORPORATED 5,732 7,069
    PHILIP MORRIS 2,262 2,374
    PHILLIPS 66 2,428 3,517
    PINNACLE ENTERTAINMENT 1,127 1,400
    PINNACLE FINL PARTNERS 1,303 1,798
    POLARIS INDUSTRIES 4,036 4,040
    POLYONE CORPORATION 1,456 1,207
    PRICELINE GRP 4,746 5,100
    PRUDENTIAL PLC ADR 4,857 4,778
    PUBLICIS S A NEW 3,773 3,250
    PVH CORPORATION 1,428 1,326
    QEP RES INCORPORATED 1,687 817
    QLIK TECHNOLOGIES 1,448 1,995
    QTS RLTY TR 940 1,128
    QUEST DIAGNOSTICS 805 925
    RAYTHEON COMPANY COM 1,278 2,615
    RELX PLC SPONSORED ADR 3,773 5,563
    RESTORATION HARDWARE 922 874
    REXNORD CORPORATION 1,375 1,051
    ROCHE HLDG LIMITED 6,258 8,790
    SABMILLER PLC 3,254 3,779
    SALESFORCE COM 3,419 3,998
    SAMSONITE 2,617 2,435
    SANOFI SPONSORED ADR 5,740 4,819
    SANTEN PHARMACEUTICAL 3,299 4,703
    SAP SE SPON ADR 4,069 5,142
    SCHLUMBERGER LIMITED 1,232 1,116
    SCHNEIDER ELECTRIC SE 4,048 3,186
    SCHWAB CHARLES 3,882 5,368
    SEAGATE TECHNOLOGY 495 550
    SEMGROUP CORPORATION 1,420 693
    SENSATA TECHNOLOGIES 3,792 4,238
    SGS SA ADR 3,257 3,780
    SHERWIN WILLIAMS 5,403 5,192
    SIGNATURE BK NEW YORK 1,110 2,147
    SIX FLAGS ENTERTAINMENT 832 1,154
    SKYWORKS SOLUTIONS 3,974 4,840
    SMC CORPORATION JAPAN 4,133 4,186
    SODEXO SPONSORED ADR 3,896 4,798
    SOLARWINDS 1,648 2,179
    SONOVA HLDG AG ADR 3,151 3,129
    SPIRIT AIRLS 2,114 1,395
    SPROUTS FMRS MKT 1,675 1,409
    STARBUCKS CORPORATION 4,500 8,584
    SUMMIT HOTEL PPTYS REIT 1,009 896
    SUMMIT MATLS 1,166 942
    SUNCOR ENERGY 2,858 1,909
    SYMETRA FINL 1,136 2,033
    TALLGRASS ENERGY GP LP 940 463
    TARGET CORPORATION 3,423 3,050
    TEAM HEALTH HOLDINGS 578 966
    TE CONNECTIVITY LIMITED 3,639 3,747
    TEMPLETON GLOBAL BOND 11,190 10,218
    TEVA PHARMACEUTICAL 3,216 3,676
    TEXAS ROADHOUSE 893 858
    TEXTRON INCORPORATED 1,067 1,050
    THE ADT CORPORATION 5,261 5,442
    THOR INDUSTRIES 2,825 3,874
    TIME INCORPORATED NEW 431 298
    TIME WARNER 1,715 1,487
    TIMKEN COMPANY 5,970 4,060
    TOYOTA MOTOR 4,639 5,783
    TRACTOR SUPPLY 3,611 5,387
    TRAVELERS COMPANIES 1,006 1,241
    TRINITY INDUSTRIES 4,487 4,179
    TYCO INTERNATIONAL PLC 1,216 1,084
    TYSON FOODS 1,176 1,547
    UBS GROUP AG SHS 5,239 5,489
    ULTA SALON COSMETCS & 6,662 8,510
    UNILEVER N V N Y SHS NEW 3,219 4,072
    UNITED CONTL HLDGS 1,337 1,433
    UNITED TECHNOLOGIES 3,732 3,170
    VAIL RESORTS 881 2,816
    VALEO SPONSORED ADR 2,785 3,174
    VALIDUS HOLDINGS LIMITED 1,010 1,065
    VERIZON 8,065 8,089
    VERTEX 1,578 1,510
    VICTORY TRIVALENT INTL 31,105 37,466
    VISA INCORPORATED COM 6,590 9,073
    WALGREENS BOOTS 1,158 1,192
    WELLS FARGO & COMPANY 7,289 10,002
    WELLS FARGO ABSOLUTE 10,945 10,148
    WESTAR ENERGY 967 1,060
    WEST CORPORATION 840 884
    WESTERN DIGITAL 1,404 961
    WESTERN UN COMPANY 5,408 5,713
    WESTROCK COMPANY 4,563 4,425
    WEYERHAEUSER COMPANY 277 270
    WHIRLPOOL CORPORATION 600 587
    WHITE MTNS INS GROUP 1,511 2,180
    WILLIAM BLAIR MACRO 8,355 8,013
    WILLIS GROUP HOLDINGS 3,003 3,060
    WINTRUST FINL 1,287 1,262
    XL GROUP PLC SHS 1,461 1,567
    ZIMMER BIOMET HLDGS 2,336 2,360

    TY 2015 InvestmentsOtherSchedule2
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    ANNALY CAPITAL MANAGEMENT AT COST 197,147 102,270
    ANWAORTH MORTGAGE ASSET AT COST 97,741 60,060
    CHIMERA INVT CORPORATION AT COST 135,766 96,708
    HOSPITALITY PROPERTIES TR COM AT COST 99,547 117,518
    LEGACY RESERVES LP AT COST 34,935 6,500
    MFA FINANCIAL INCORPORATED AT COST 100,116 79,391
    PLAINS ALL AMERICAN PIPELINE AT COST 114,117 228,459
    POWERSHARES QQQ TRUST AT COST 199,937 304,147
    CREDIT SUISSE COMMODITY RETURN AT COST    
    AQR DIVERSIFIED ARBITRAGE FUND CLASS AT COST    
    AQR MANAGED FUTURES STRATEGY FUND CL AT COST    
    ASG GLOBAL ALTERNATIVES FUND CLASS Y AT COST    
    NEUBERGER BERMAN LONG SHORT FUND AT COST    
    ROBECO BP LONG/SHORT RESEARCH FUND I AT COST    

    TY 2015 OtherExpensesSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    EXPENSES        
    INSURANCE EXPENSE 2,368     2,368
    REGISTRATION FEES 55     55
    COMPUTER EXPENSE 1,689     1,689


    TY 2015 OtherIncomeSchedule2
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    PLAINS ALL AMERICAN PIPELINE -12,501    
    LEGACY RESERVES LP -7,966    


    TY 2015 OtherLiabilitiesSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Description Beginning of Year - Book Value End of Year - Book Value
    CREDIT CARD PAYABLE 1,238 929


    TY 2015 OtherProfessionalFeesSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    MANAGEMENT & ADMIN FEES 90,000     90,000
    INVESTMENT ADVISORY FEES 43,628 43,628    


    TY 2015 TaxesSchedule
    Name:
    THE DEALESSANDRO FOUNDATION
    EIN:
    56-6594082
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FEDERAL EXCISE TAX 5,000      
    FOREIGN TAXES 4,085 4,085