Robin Hood Asset Management Cooperative August 01 2012 August 22 2014

Table of Contents
Introduction
Account Overview
Open Position Summary
Allocation By Asset Class
Allocation By Sector
26
Time Period Performance Statistics
45
Time Period Benchmark Comparison
64
Cumulative Performance Statistics
83
Cumulative Benchmark Comparison
102
Risk Measures
121
Risk Measures Benchmark Comparison
122
Deposits and Withdrawals
123
Corporate Actions
125
Fee Summary
126
Dividends
127
Interest Details
131
Notes
133
Glossary
134
Disclaimer
136
PortfolioAnalyst
Page: 2
Introduction
Name:
Robin Hood Asset Management Cooperative
Account:
U1078169
Alias:
Robin
Base Currency:
USD
Account Type:
Advisor Client
Analysis Period:
08/01/12 to 08/22/14 (Daily)
Performance Measure:
TWR
PortfolioAnalyst
Page: 3
Account Overview
Cumulative Return
Net Asset Value
PortfolioAnalyst
Key Statistics
Beginning NAV:
41,140.88
Ending NAV:
613,497.63
Cumulative Return:
38.49%
5 Day Return:
2.66%
(08/18/14 - 08/22/14)
10 Day Return:
3.69%
(08/11/14 - 08/22/14)
Best Return:
5.30%
(01/02/13)
Worst Return:
-4.05%
Deposits/Withdrawals:
512,820.90
(04/10/14)
Ending Asset Allocation
Page: 4
Open Position Summary
Symbol
Description
Sector
Quantity
Close Price
Value
% Of Net
Base Value
ACGL
ARCH CAPITAL GROUP LTD
Financials
234
55.49
12,984.66
2.15%
12,984.66
ASTM
AASTROM BIOSCIENCES INC
Consumer Non Cyclicals
2,815
3.91
11,006.65
1.82%
11,006.65
BPZ
BPZ RESOURCES INC
Energy
875
2.35
2,056.25
0.34%
2,056.25
CMS
CMS ENERGY CORP
Utilities
644
29.94
19,281.36
3.19%
19,281.36
COP
CONOCOPHILLIPS
Energy
465
80.24
37,311.60
6.17%
37,311.60
DWCH
DATAWATCH CORP
Technology
624
13.06
8,149.44
1.35%
8,149.44
ECOL
US ECOLOGY INC
Industrials
584
45.05
26,309.20
4.35%
26,309.20
ENH
ENDURANCE SPECIALTY HOLDINGS
Financials
685
56.96
39,017.60
6.45%
39,017.60
FABU
FAB UNIVERSAL CORP
Communications
312
1.59
496.08
0.08%
496.08
FTK
FLOTEK INDUSTRIES INC
Energy
1,287
27.72
35,675.64
5.90%
35,675.64
HOLI
HOLLYSYS AUTOMATION TECHNOLO
Industrials
174
23.02
4,005.48
0.66%
4,005.48
Long Open Positions

Stocks
USD
PortfolioAnalyst
Page: 5
Open Position Summary (Cont.)

Symbol
Description
Sector
Quantity
Close Price
Value
% Of Net
Base Value
LL
LUMBER LIQUIDATORS HOLDINGS
Consumer Cyclicals
1,243
57.45
71,410.35
11.80%
71,410.35
LYB
LYONDELLBASELL INDU-CL A
Basic Materials
100
112.14
11,214.00
1.85%
11,214.00
MTZ
MASTEC INC
Industrials
997
29.34
29,251.98
4.83%
29,251.98
NOK
NOKIA CORP-SPON ADR
Communications
8,186
8.18
66,961.48
11.07%
66,961.48
QCOM
QUALCOMM INC
Technology
559
76.82
42,942.38
7.10%
42,942.38
SHOR
SHORETEL INC
Communications
7,742
6.73
52,103.66
8.61%
52,103.66
SM
SM ENERGY CO
Energy
286
80.01
22,882.86
3.78%
22,882.86
SPXL
DIREXION DAILY S&P 500 BULL
Unclassified
59
79.50
4,690.50
0.78%
4,690.50
TNA
DIREXION DLY SM CAP BULL 3X
Unclassified
118
74.14
8,748.52
1.45%
8,748.52
UCTT
ULTRA CLEAN HOLDINGS INC
Technology
281
10.07
2,829.67
0.47%
2,829.67
VLO
VALERO ENERGY CORP
Energy
1,400
53.81
75,334.00
12.45%
75,334.00
ZNGA
ZYNGA INC - CL A
Communications
6,614
3.08
20,371.12
3.37%
20,371.12
Total In USD
605,034.48
Total Stocks In USD
605,034.48
PortfolioAnalyst
Page: 6
Allocation By Asset Class
Date
Stocks
Options
Cash
NAV
08/01/12
7,241.98
0.00
33,409.11
40,651.09
08/02/12
12,213.70
0.00
27,906.37
40,120.07
08/03/12
11,953.06
0.00
29,047.45
41,000.51
08/06/12
11,346.00
0.00
29,848.79
41,194.79
08/07/12
11,237.32
165.86
30,219.85
41,623.03
08/08/12
11,302.38
151.11
30,099.45
41,552.94
08/09/12
11,078.65
139.35
30,241.77
41,459.77
08/10/12
10,858.37
131.81
30,235.09
41,225.27
08/13/12
11,150.33
120.67
30,105.61
41,376.61
08/14/12
12,108.84
132.98
29,063.49
41,305.31
08/15/12
11,406.26
124.15
29,723.27
41,253.68
08/16/12
11,189.61
22.55
30,220.14
41,432.30
08/17/12
13,201.13
88.38
28,168.93
41,458.44
08/20/12
13,098.36
84.27
28,217.43
41,400.06
PortfolioAnalyst
Page: 7
Allocation By Asset Class (Cont.)

Date
Stocks
Options
Cash
NAV
08/21/12
13,040.88
89.64
28,601.96
41,732.48
08/22/12
12,998.77
89.17
28,794.87
41,882.81
08/23/12
12,949.61
114.53
28,928.62
41,992.76
08/24/12
13,211.90
86.93
28,763.60
42,062.43
08/27/12
13,379.10
91.64
28,711.67
42,182.41
08/28/12
13,352.35
94.33
28,945.73
42,392.41
08/29/12
14,204.55
96.09
27,948.99
42,249.63
08/30/12
14,246.17
117.75
27,603.27
41,967.19
08/31/12
14,367.19
93.03
27,836.14
42,296.36
09/03/12
14,367.19
93.03
27,886.30
42,346.52
09/04/12
14,314.53
81.89
34,817.23
49,213.65
09/05/12
15,786.26
83.25
33,427.48
49,296.99
09/06/12
16,901.67
32.50
32,819.90
49,754.07
09/07/12
16,928.77
19.00
33,663.00
50,610.77
09/10/12
16,857.85
34.50
33,548.61
50,440.96
09/11/12
18,357.86
115.69
32,110.99
50,584.54
09/12/12
16,491.56
137.44
34,189.04
50,818.04
09/13/12
30,091.55
234.11
20,775.48
51,101.14
09/14/12
36,358.03
289.77
14,864.98
51,512.78
09/17/12
38,833.51
5.50
12,950.74
51,789.75
09/18/12
41,005.30
5.00
10,166.81
51,177.11
09/19/12
52,242.30
3.51
-1,070.87
51,174.94
09/20/12
52,324.58
2.20
-1,070.87
51,255.91
09/21/12
53,276.33
6.00
-1,945.76
51,336.57
09/24/12
52,828.91
0.78
-1,945.77
50,883.92
09/25/12
54,026.49
0.00
-3,831.32
50,195.17
09/26/12
56,886.49
0.00
-7,039.70
49,846.79
09/27/12
59,133.70
463.09
-9,165.90
50,430.89
09/28/12
57,139.64
679.93
-7,715.82
50,103.75
PortfolioAnalyst
Page: 8

Date
Stocks
Options
Cash
NAV
10/01/12
51,751.50
651.42
-2,148.45
50,254.47
10/02/12
51,682.97
764.53
-2,604.89
49,842.61
10/03/12
52,060.62
710.09
-2,605.02
50,165.69
10/04/12
51,587.12
574.46
-1,981.21
50,180.37
10/05/12
51,160.36
657.22
-2,098.15
49,719.43
10/08/12
50,645.53
715.91
-2,045.18
49,316.26
10/09/12
33,045.14
937.53
14,983.14
48,965.81
10/10/12
31,738.58
1,077.67
16,239.06
49,055.31
10/11/12
42,975.48
981.42
4,783.43
48,740.33
10/12/12
47,215.65
1,115.23
576.55
48,907.43
10/15/12
50,508.89
785.11
-2,668.96
48,625.04
10/16/12
48,342.44
605.29
159.29
49,107.02
10/17/12
49,139.31
499.09
-210.45
49,427.95
10/18/12
45,791.98
525.47
2,934.30
49,251.75
10/19/12
47,369.81
837.02
613.01
48,819.84
10/22/12
47,958.27
734.71
233.58
48,926.56
10/23/12
49,314.65
1,103.43
-980.97
49,437.11
10/24/12
48,617.60
1,093.00
-488.71
49,221.89
10/25/12
48,902.70
1,016.13
-474.34
49,444.49
10/26/12
48,661.17
1,239.53
-705.50
49,195.20
10/29/12
48,661.17
1,239.01
-707.65
49,192.53
10/30/12
48,661.17
1,238.87
-707.65
49,192.39
10/31/12
48,876.59
1,046.65
-456.59
49,466.65
11/01/12
48,689.32
855.59
-8.91
49,536.00
11/02/12
47,926.14
776.67
468.41
49,171.22
11/05/12
48,329.29
776.54
467.80
49,573.63
11/06/12
45,863.91
479.28
3,485.96
49,829.15
11/07/12
46,390.35
790.80
1,380.55
48,561.70
11/08/12
50,804.25
713.66
-3,334.39
48,183.52
PortfolioAnalyst
Page: 9

Date
Stocks
Options
Cash
NAV
11/09/12
50,486.78
756.62
-3,485.48
47,757.92
11/12/12
52,490.05
668.41
-5,678.09
47,480.37
11/13/12
54,928.62
479.43
-1,601.27
53,806.78
11/14/12
54,785.57
321.74
-2,292.74
52,814.57
11/15/12
56,575.12
280.24
-4,442.98
52,412.38
11/16/12
59,136.71
262.64
-5,569.06
53,830.29
11/19/12
59,705.43
440.28
-5,181.70
54,964.01
11/20/12
60,151.14
414.42
-5,049.28
55,516.28
11/21/12
60,593.61
476.19
-4,651.24
56,418.56
11/22/12
60,593.61
476.19
-4,651.24
56,418.56
11/23/12
61,590.06
810.42
-4,607.06
57,793.42
11/26/12
61,002.91
707.21
-4,476.26
57,233.86
11/27/12
61,897.39
569.94
-5,222.57
57,244.76
11/28/12
62,793.01
770.82
-4,815.28
58,748.55
11/29/12
58,967.05
967.45
-428.72
59,505.78
11/30/12
40,721.02
998.05
17,428.84
59,147.91
12/03/12
37,758.22
701.25
20,099.53
58,559.00
12/04/12
38,923.76
633.25
19,496.30
59,053.31
12/05/12
39,284.11
626.47
19,285.40
59,195.98
12/06/12
39,041.99
717.19
19,285.40
59,044.58
12/07/12
39,725.38
719.81
18,563.84
59,009.03
12/10/12
41,480.55
744.58
16,591.64
58,816.77
12/11/12
42,668.88
1,023.69
15,981.12
59,673.69
12/12/12
42,187.53
788.99
16,276.41
59,252.93
12/13/12
42,132.03
1,626.99
14,716.65
58,475.67
12/14/12
42,864.64
1,679.29
15,316.77
59,860.70
12/17/12
43,852.14
2,346.05
14,825.71
61,023.90
12/18/12
45,475.97
3,071.77
13,752.34
62,300.08
12/19/12
47,003.13
2,668.32
12,680.45
62,351.90
PortfolioAnalyst
Page: 10

Date
Stocks
Options
Cash
NAV
12/20/12
48,833.08
3,156.42
10,891.27
62,880.77
12/21/12
49,289.89
2,159.80
9,800.34
61,250.03
12/24/12
48,978.91
1,820.89
9,952.97
60,752.77
12/26/12
49,123.92
1,556.48
9,507.58
60,187.98
12/27/12
50,802.06
1,572.70
7,671.94
60,046.70
12/28/12
50,579.79
1,347.88
7,384.15
59,311.82
12/31/12
51,329.02
1,986.74
7,381.26
60,697.02
01/02/13
52,580.30
2,612.30
8,719.53
63,912.13
01/03/13
52,522.05
2,323.23
9,331.42
64,176.70
01/04/13
52,159.24
2,555.75
9,880.39
64,595.38
01/07/13
52,331.48
2,315.04
9,886.43
64,532.95
01/08/13
18,392.04
351.83
44,863.52
63,607.39
01/09/13
17,064.31
331.91
45,887.47
63,283.69
01/10/13
17,943.62
253.97
45,913.30
64,110.89
01/11/13
16,121.00
241.54
48,012.57
64,375.11
01/14/13
15,508.30
364.19
48,586.25
64,458.74
01/15/13
13,979.62
344.19
50,270.49
64,594.30
01/16/13
12,364.22
319.24
51,707.51
64,390.97
01/17/13
9,767.13
247.73
54,200.51
64,215.37
01/18/13
9,578.26
186.21
54,193.20
63,957.67
01/21/13
9,578.26
186.21
54,192.45
63,956.92
01/22/13
9,722.73
113.28
54,193.71
64,029.72
01/23/13
9,768.56
105.37
54,193.08
64,067.01
01/24/13
9,591.81
102.44
53,746.94
63,441.19
01/25/13
6,974.34
94.98
56,199.10
63,268.42
01/28/13
7,074.50
84.74
56,198.59
63,357.83
01/29/13
7,223.21
62.24
56,203.13
63,488.58
01/30/13
7,041.47
91.57
56,212.58
63,345.62
01/31/13
6,877.90
79.19
55,978.56
62,935.65
PortfolioAnalyst
Page: 11

Date
Stocks
Options
Cash
NAV
02/01/13
6,832.34
9.35
55,986.25
62,827.94
02/04/13
6,481.38
68.51
55,970.25
62,520.14
02/05/13
7,850.10
6.63
54,761.45
62,618.18
02/06/13
8,024.77
267.36
54,753.89
63,046.02
02/07/13
8,153.40
601.04
54,083.59
62,838.03
02/08/13
12,210.69
527.36
50,085.51
62,823.56
02/11/13
15,375.74
452.57
47,284.42
63,112.73
02/12/13
17,338.25
405.47
47,414.27
65,157.99
02/13/13
17,183.98
387.77
47,427.81
64,999.56
02/14/13
18,281.14
355.32
46,180.90
64,817.36
02/15/13
19,026.24
344.95
45,487.94
64,859.13
02/18/13
19,026.24
344.95
45,484.38
64,855.57
02/19/13
18,885.83
0.00
45,526.44
64,412.27
02/20/13
18,623.37
510.33
45,511.32
64,645.02
02/21/13
21,353.75
568.27
42,269.15
64,191.17
02/22/13
23,207.04
368.19
40,923.37
64,498.60
02/25/13
26,600.86
877.45
36,857.97
64,336.28
02/26/13
27,446.11
698.47
36,092.11
64,236.69
02/27/13
28,223.81
327.28
36,113.79
64,664.88
02/28/13
32,504.92
344.24
31,727.31
64,576.47
03/01/13
34,525.98
249.83
29,599.94
64,375.75
03/04/13
36,954.64
119.76
29,814.94
66,889.34
03/05/13
35,183.74
22.52
31,630.42
66,836.68
03/06/13
34,636.54
22.63
31,972.65
66,631.82
03/07/13
32,934.63
10.64
33,923.02
66,868.29
03/08/13
32,919.30
5.93
33,868.72
66,793.95
03/11/13
34,123.75
0.11
32,449.17
66,573.03
03/12/13
33,895.16
2.60
32,441.38
66,339.14
03/13/13
35,143.16
0.02
30,690.34
65,833.52
PortfolioAnalyst
Page: 12

Date
Stocks
Options
Cash
NAV
03/14/13
35,366.10
0.00
30,227.34
65,593.44
03/15/13
37,359.08
0.00
27,538.15
64,897.23
03/18/13
42,500.86
0.00
22,219.15
64,720.01
03/19/13
43,391.96
0.00
21,526.64
64,918.60
03/20/13
43,534.39
0.00
21,898.76
65,433.15
03/21/13
43,684.12
0.00
21,879.97
65,564.09
03/22/13
43,464.44
0.00
21,926.30
65,390.74
03/25/13
44,766.18
0.00
19,901.31
64,667.49
03/26/13
45,140.48
0.00
19,907.09
65,047.57
03/27/13
44,782.25
0.00
20,198.79
64,981.04
03/28/13
45,057.31
0.00
20,218.62
65,275.93
03/29/13
45,057.31
0.00
20,219.14
65,276.45
04/01/13
44,415.76
0.00
21,014.01
65,429.77
04/02/13
44,869.35
0.00
20,358.63
65,227.98
04/03/13
44,854.11
0.00
23,871.88
68,725.99
04/04/13
44,304.21
0.00
24,551.34
68,855.55
04/05/13
44,508.05
0.00
24,319.70
68,827.75
04/08/13
44,450.93
0.00
24,329.23
68,780.16
04/09/13
45,217.11
0.00
24,385.29
69,602.40
04/10/13
44,121.30
0.00
26,828.34
70,949.64
04/11/13
46,835.53
0.00
23,953.89
70,789.42
04/12/13
48,078.77
0.00
22,872.11
70,950.88
04/15/13
51,235.37
0.00
18,221.42
69,456.79
04/16/13
53,039.02
0.00
17,571.42
70,610.44
04/17/13
52,492.12
0.00
18,265.22
70,757.34
04/18/13
59,700.79
0.00
9,228.36
68,929.15
04/19/13
62,436.70
0.00
6,761.58
69,198.28
04/22/13
66,304.24
0.00
3,946.33
70,250.57
04/23/13
67,282.74
0.00
3,897.18
71,179.92
PortfolioAnalyst
Page: 13

Date
Stocks
Options
Cash
NAV
04/24/13
71,694.65
0.00
247.27
71,941.92
04/25/13
69,092.09
0.00
3,101.37
72,193.46
04/26/13
69,766.47
0.00
1,952.44
71,718.91
04/29/13
70,621.04
0.00
2,003.88
72,624.92
04/30/13
70,506.97
0.00
3,080.21
73,587.18
05/01/13
66,474.09
0.00
6,453.32
72,927.41
05/02/13
67,616.14
0.00
5,832.49
73,448.63
05/03/13
68,272.20
0.00
7,614.16
75,886.36
05/06/13
69,848.19
0.00
7,755.81
77,604.00
05/07/13
68,954.26
0.00
9,202.69
78,156.95
05/08/13
68,945.21
0.00
9,642.92
78,588.13
05/09/13
68,383.46
0.00
9,220.74
77,604.20
05/10/13
67,795.64
0.00
10,636.53
78,432.17
05/13/13
66,066.02
0.00
13,805.08
79,871.10
05/14/13
73,931.93
0.00
6,556.12
80,488.05
05/15/13
73,851.06
0.00
6,910.91
80,761.97
05/16/13
69,944.23
0.00
10,027.10
79,971.33
05/17/13
70,862.31
0.00
9,987.45
80,849.76
05/20/13
70,862.79
0.00
10,390.56
81,253.35
05/21/13
73,842.28
0.00
7,436.94
81,279.22
05/22/13
72,999.43
0.00
7,029.84
80,029.27
05/23/13
50,654.30
0.00
28,955.76
79,610.06
05/24/13
49,617.12
0.00
30,361.07
79,978.19
05/27/13
49,617.12
0.00
30,359.27
79,976.39
05/28/13
34,299.17
0.00
46,438.75
80,737.92
05/29/13
22,456.29
0.00
58,309.43
80,765.72
05/30/13
26,033.32
0.00
55,588.74
81,622.06
05/31/13
25,612.25
0.00
55,883.09
81,495.34
06/03/13
25,486.24
0.00
55,949.94
81,436.18
PortfolioAnalyst
Page: 14

Date
Stocks
Options
Cash
NAV
06/04/13
23,747.20
0.00
61,689.35
85,436.55
06/05/13
24,374.06
0.00
60,321.53
84,695.59
06/06/13
23,591.56
0.00
61,916.02
85,507.58
06/07/13
23,705.43
0.00
61,881.53
85,586.96
06/10/13
22,597.48
0.00
63,437.09
86,034.57
06/11/13
25,808.10
0.00
60,235.05
86,043.15
06/12/13
26,003.19
0.00
59,938.29
85,941.48
06/13/13
57,967.83
0.00
28,059.15
86,026.98
06/14/13
56,972.49
0.00
29,300.57
86,273.06
06/17/13
64,093.45
0.00
22,759.05
86,852.50
06/18/13
63,545.73
0.00
24,263.64
87,809.37
06/19/13
55,999.95
0.00
31,038.36
87,038.31
06/20/13
78,645.57
0.00
6,908.67
85,554.24
06/21/13
776.25
0.00
84,050.32
84,826.57
06/24/13
47,983.95
0.00
36,494.32
84,478.27
06/25/13
11,927.91
0.00
73,478.81
85,406.72
06/26/13
12,222.55
0.00
72,120.11
84,342.66
06/27/13
37,041.10
0.00
47,426.05
84,467.15
06/28/13
35,620.32
0.00
48,580.64
84,200.96
07/01/13
36,504.66
0.00
48,382.46
84,887.12
07/02/13
26,345.18
0.00
59,200.55
85,545.73
07/03/13
27,940.56
0.00
57,563.63
85,504.19
07/04/13
27,940.56
0.00
57,567.17
85,507.73
07/05/13
28,314.79
0.00
58,113.50
86,428.29
07/08/13
33,010.36
0.00
54,104.86
87,115.22
07/09/13
37,118.51
0.00
50,783.08
87,901.59
07/10/13
34,376.65
0.00
53,401.52
87,778.17
07/11/13
32,365.46
0.00
56,235.23
88,600.69
07/12/13
33,799.99
0.00
54,776.43
88,576.42
PortfolioAnalyst
Page: 15

Date
Stocks
Options
Cash
NAV
07/15/13
33,429.29
0.00
54,776.62
88,205.91
07/16/13
26,229.30
0.00
61,352.79
87,582.09
07/17/13
27,472.22
0.00
60,366.29
87,838.51
07/18/13
25,923.87
0.00
62,090.02
88,013.89
07/19/13
27,013.61
0.00
60,514.24
87,527.85
07/22/13
28,088.60
0.00
59,497.55
87,586.15
07/23/13
27,881.58
0.00
59,496.13
87,377.71
07/24/13
23,856.23
0.00
63,555.22
87,411.45
07/25/13
24,119.25
0.00
63,552.35
87,671.60
07/26/13
23,886.51
0.00
63,552.26
87,438.77
07/29/13
23,665.72
0.00
63,568.21
87,233.93
07/30/13
9,278.98
0.00
78,104.53
87,383.51
07/31/13
16,607.75
0.00
71,218.35
87,826.10
08/01/13
17,329.18
0.00
71,195.29
88,524.47
08/02/13
10,951.69
0.00
85,998.51
96,950.20
08/05/13
12,034.35
0.00
85,982.56
98,016.91
08/06/13
20,704.53
0.00
77,276.77
97,981.30
08/07/13
27,821.83
0.00
70,093.25
97,915.08
08/08/13
28,662.93
0.00
69,001.51
97,664.44
08/09/13
30,353.82
0.00
67,656.76
98,010.58
08/12/13
30,375.23
0.00
67,689.06
98,064.29
08/13/13
59,282.58
0.00
38,607.80
97,890.38
08/14/13
59,155.61
0.00
38,490.53
97,646.14
08/15/13
61,933.00
0.00
34,516.35
96,449.35
08/16/13
62,183.31
0.00
34,506.52
96,689.83
08/19/13
61,725.99
0.00
34,440.81
96,166.80
08/20/13
62,088.21
0.00
34,491.74
96,579.95
08/21/13
61,882.36
0.00
33,910.49
95,792.85
08/22/13
73,249.56
0.00
23,749.39
96,998.95
PortfolioAnalyst
Page: 16

Date
Stocks
Options
Cash
NAV
08/23/13
75,892.23
0.00
21,565.45
97,457.68
08/26/13
73,239.64
0.00
24,045.31
97,284.95
08/27/13
73,304.24
0.00
21,885.64
95,189.88
08/28/13
74,257.82
0.00
21,045.10
95,302.92
08/29/13
75,358.17
0.00
20,984.35
96,342.52
08/30/13
74,465.20
0.00
20,445.64
94,910.84
09/02/13
74,465.20
0.00
20,427.85
94,893.05
09/03/13
80,233.55
0.00
326,848.61
407,082.16
09/04/13
81,498.85
0.00
327,759.42
409,258.27
09/05/13
80,222.22
0.00
328,290.65
408,512.87
09/06/13
79,401.04
0.00
329,728.77
409,129.81
09/09/13
80,507.98
0.00
331,523.35
412,031.33
09/10/13
87,119.45
0.00
326,754.13
413,873.58
09/11/13
88,371.19
0.00
327,470.36
415,841.55
09/12/13
87,527.32
0.00
330,340.40
417,867.72
09/13/13
89,174.81
0.00
329,040.85
418,215.66
09/16/13
93,061.64
0.00
325,476.86
418,538.50
09/17/13
176,016.11
0.00
243,918.46
419,934.57
09/18/13
192,799.04
0.00
228,951.32
421,750.36
09/19/13
191,442.92
0.00
229,583.31
421,026.23
09/20/13
191,041.24
0.00
228,249.63
419,290.87
09/23/13
224,085.90
0.00
193,897.92
417,983.82
09/24/13
228,061.76
0.00
191,083.38
419,145.14
09/25/13
230,824.16
0.00
186,872.32
417,696.48
09/26/13
241,853.43
0.00
176,805.17
418,658.60
09/27/13
242,590.11
0.00
172,597.01
415,187.12
09/30/13
162,452.79
0.00
248,715.64
411,168.43
10/01/13
168,520.83
0.00
245,128.48
413,649.31
10/02/13
168,430.58
0.00
245,349.42
413,780.00
PortfolioAnalyst
Page: 17

Date
Stocks
Options
Cash
NAV
10/03/13
173,228.33
0.00
258,387.50
431,615.83
10/04/13
180,860.21
0.00
250,827.90
431,688.11
10/07/13
188,460.07
0.00
240,696.11
429,156.18
10/08/13
210,830.26
0.00
215,224.92
426,055.18
10/09/13
213,674.42
0.00
211,672.13
425,346.55
10/10/13
218,094.64
0.00
212,342.89
430,437.53
10/11/13
228,863.03
0.00
203,551.49
432,414.52
10/14/13
230,001.65
0.00
203,600.15
433,601.80
10/15/13
226,788.29
0.00
205,570.86
432,359.15
10/16/13
229,070.38
0.00
206,294.39
435,364.77
10/17/13
228,240.71
0.00
207,892.05
436,132.76
10/18/13
275,347.23
0.00
164,022.50
439,369.73
10/21/13
273,493.95
0.00
164,026.94
437,520.89
10/22/13
274,454.32
0.00
164,683.76
439,138.08
10/23/13
271,704.19
0.00
164,706.79
436,410.98
10/24/13
301,639.41
0.00
135,147.38
436,786.79
10/25/13
253,551.59
0.00
182,291.93
435,843.52
10/28/13
251,327.77
0.00
182,303.78
433,631.55
10/29/13
258,322.41
0.00
182,356.17
440,678.58
10/30/13
255,795.95
0.00
182,362.82
438,158.77
10/31/13
257,627.12
0.00
182,490.55
440,117.67
11/01/13
230,278.63
0.00
209,978.79
440,257.42
11/04/13
231,814.88
0.00
276,397.22
508,212.10
11/05/13
143,802.54
0.00
364,590.37
508,392.91
11/06/13
144,447.79
0.00
364,749.07
509,196.86
11/07/13
142,912.95
0.00
359,898.61
502,811.56
11/08/13
147,038.86
0.00
359,685.62
506,724.48
11/11/13
147,504.70
0.00
359,844.32
507,349.02
11/12/13
147,988.76
0.00
359,965.43
507,954.19
PortfolioAnalyst
Page: 18

Date
Stocks
Options
Cash
NAV
11/13/13
151,602.39
0.00
360,277.28
511,879.67
11/14/13
151,246.40
0.00
360,164.52
511,410.92
11/15/13
151,921.92
0.00
360,319.04
512,240.96
11/18/13
149,100.77
0.00
360,360.80
509,461.57
11/19/13
146,394.36
0.00
360,512.43
506,906.79
11/20/13
146,712.26
0.00
360,098.98
506,811.24
11/21/13
148,214.92
0.00
360,266.03
508,480.95
11/22/13
147,580.45
0.00
360,587.59
508,168.04
11/25/13
148,599.16
0.00
360,420.54
509,019.70
11/26/13
150,211.39
0.00
360,655.94
510,867.33
11/27/13
152,365.72
0.00
354,276.47
506,642.19
11/28/13
152,365.72
0.00
354,376.54
506,742.26
11/29/13
152,644.51
0.00
354,317.24
506,961.75
12/02/13
138,252.37
0.00
364,311.33
502,563.70
12/03/13
93,200.15
0.00
436,238.69
529,438.84
12/04/13
102,320.47
0.00
428,476.60
530,797.07
12/05/13
111,470.14
0.00
418,789.72
530,259.86
12/06/13
115,805.60
0.00
416,023.04
531,828.64
12/09/13
181,114.52
0.00
352,533.89
533,648.41
12/10/13
193,122.34
0.00
339,019.53
532,141.87
12/11/13
252,615.96
0.00
275,246.67
527,862.63
12/12/13
267,995.12
0.00
258,739.09
526,734.21
12/13/13
287,841.65
0.00
238,477.55
526,319.20
12/16/13
290,262.72
0.00
238,581.84
528,844.56
12/17/13
304,071.51
0.00
224,353.76
528,425.27
12/18/13
359,088.77
0.00
175,229.86
534,318.63
12/19/13
357,171.42
0.00
175,074.59
532,246.01
12/20/13
365,594.27
0.00
175,096.53
540,690.80
12/23/13
368,687.84
0.00
175,149.19
543,837.03
PortfolioAnalyst
Page: 19

Date
Stocks
Options
Cash
NAV
12/24/13
334,843.80
0.00
212,356.16
547,199.96
12/26/13
310,609.24
0.00
236,057.93
546,667.17
12/27/13
245,943.73
0.00
301,387.09
547,330.82
12/30/13
235,235.53
0.00
311,574.43
546,809.96
12/31/13
240,604.01
0.00
306,115.91
546,719.92
01/02/14
238,710.51
0.00
302,606.08
541,316.59
01/03/14
239,642.69
0.00
302,442.35
542,085.04
01/06/14
238,881.93
0.00
302,520.09
541,402.02
01/07/14
216,794.70
0.00
327,061.53
543,856.23
01/08/14
202,277.30
0.00
350,921.38
553,198.68
01/09/14
147,567.01
0.00
406,273.05
553,840.06
01/10/14
151,364.28
0.00
405,339.33
556,703.61
01/13/14
167,298.44
0.00
387,454.65
554,753.09
01/14/14
195,282.79
0.00
355,582.62
550,865.41
01/15/14
197,574.17
0.00
355,396.96
552,971.13
01/16/14
198,152.94
0.00
355,436.57
553,589.51
01/17/14
196,194.61
0.00
355,238.53
551,433.14
01/20/14
196,194.61
0.00
355,268.24
551,462.85
01/21/14
312,566.12
0.00
239,173.93
551,740.05
01/22/14
383,829.46
0.00
171,313.74
555,143.20
01/23/14
442,932.42
0.00
104,096.29
547,028.71
01/24/14
423,533.14
0.00
113,196.02
536,729.16
01/27/14
436,513.57
0.00
101,970.70
538,484.27
01/28/14
425,952.35
0.00
104,508.96
530,461.31
01/29/14
413,739.63
0.00
112,832.36
526,571.99
01/30/14
499,294.73
0.00
31,322.15
530,616.88
01/31/14
508,252.71
0.00
18,808.47
527,061.18
02/03/14
446,181.93
0.00
66,419.54
512,601.47
02/04/14
447,437.97
0.00
66,812.09
514,250.06
PortfolioAnalyst
Page: 20

Date
Stocks
Options
Cash
NAV
02/05/14
445,315.77
0.00
66,834.93
512,150.70
02/06/14
451,619.07
0.00
66,929.36
518,548.43
02/07/14
461,779.92
0.00
67,002.25
528,782.17
02/10/14
465,269.61
0.00
63,115.97
528,385.58
02/11/14
484,938.47
0.00
46,863.58
531,802.05
02/12/14
484,764.06
0.00
42,032.78
526,796.84
02/13/14
500,238.57
0.00
28,629.56
528,868.13
02/14/14
500,108.32
0.00
28,643.93
528,752.25
02/17/14
500,108.32
0.00
28,663.53
528,771.85
02/18/14
505,973.75
0.00
28,999.35
534,973.10
02/19/14
501,814.72
0.00
28,966.68
530,781.40
02/20/14
504,506.64
0.00
28,948.38
533,455.02
02/21/14
504,286.85
0.00
28,975.83
533,262.68
02/24/14
505,862.00
0.00
28,969.30
534,831.30
02/25/14
506,929.41
0.00
28,992.48
535,921.89
02/26/14
17,500.15
0.00
513,563.74
531,063.89
02/27/14
15,064.72
0.00
516,074.95
531,139.67
02/28/14
3,485.89
0.00
527,772.54
531,258.43
03/03/14
3,498.29
0.00
527,686.69
531,184.98
03/04/14
957.84
0.00
530,271.70
531,229.54
03/05/14
957.84
0.00
530,259.81
531,217.65
03/06/14
957.84
0.00
530,425.00
531,382.84
03/07/14
957.84
0.00
551,332.53
552,290.37
03/10/14
957.84
0.00
551,331.53
552,289.37
03/11/14
957.84
0.00
551,323.03
552,280.87
03/12/14
35,222.31
0.00
517,329.67
552,551.98
03/13/14
52,164.60
0.00
499,550.28
551,714.88
03/14/14
53,911.39
0.00
497,854.14
551,765.53
03/17/14
121,334.32
0.00
430,982.80
552,317.12
PortfolioAnalyst
Page: 21

Date
Stocks
Options
Cash
NAV
03/18/14
124,078.98
0.00
430,982.70
555,061.68
03/19/14
122,671.49
0.00
430,972.60
553,644.09
03/20/14
122,197.14
0.00
430,967.20
553,164.34
03/21/14
139,059.55
0.00
412,699.49
551,759.04
03/24/14
140,638.87
0.00
402,106.75
542,745.62
03/25/14
175,832.16
0.00
367,016.94
542,849.10
03/26/14
181,245.77
0.00
359,938.68
541,184.45
03/27/14
269,166.39
0.00
272,871.30
542,037.69
03/28/14
300,509.46
0.00
237,795.32
538,304.78
03/31/14
392,002.75
0.00
155,571.51
547,574.26
04/01/14
430,263.20
0.00
125,605.12
555,868.32
04/02/14
432,027.11
0.00
125,611.63
557,638.74
04/03/14
428,039.78
0.00
123,005.17
551,044.95
04/04/14
413,826.68
0.00
135,877.23
549,703.91
04/07/14
464,004.15
0.00
77,027.93
541,032.08
04/08/14
469,981.95
0.00
77,065.13
547,047.08
04/09/14
510,567.32
0.00
62,910.69
573,478.01
04/10/14
509,634.71
0.00
40,605.89
550,240.60
04/11/14
501,809.14
0.00
40,603.18
542,412.32
04/14/14
491,367.41
0.00
47,857.36
539,224.77
04/15/14
526,985.10
0.00
18,967.56
545,952.66
04/16/14
536,224.73
0.00
23,635.50
559,860.23
04/17/14
537,104.93
0.00
23,634.14
560,739.07
04/18/14
537,104.93
0.00
23,632.78
560,737.71
04/21/14
531,227.07
0.00
42,505.20
573,732.27
04/22/14
508,023.08
0.00
71,056.10
579,079.18
04/23/14
504,243.93
0.00
70,626.34
574,870.27
04/24/14
10,208.36
0.00
557,969.71
568,178.07
04/25/14
20,436.76
0.00
548,325.69
568,762.45
PortfolioAnalyst
Page: 22

Date
Stocks
Options
Cash
NAV
04/28/14
24,331.14
0.00
544,770.26
569,101.40
04/29/14
22,540.50
0.00
546,555.84
569,096.34
04/30/14
22,145.62
0.00
546,631.82
568,777.44
05/01/14
23,128.64
0.00
545,698.44
568,827.08
05/02/14
20,126.94
0.00
548,582.24
568,709.18
05/05/14
9,592.24
0.00
559,423.02
569,015.26
05/06/14
4,935.84
0.00
565,574.12
570,509.96
05/07/14
138,094.07
0.00
433,017.26
571,111.33
05/08/14
204,616.09
0.00
363,894.64
568,510.73
05/09/14
222,985.31
0.00
346,790.19
569,775.50
05/12/14
230,624.59
0.00
343,351.44
573,976.03
05/13/14
229,738.10
0.00
343,408.12
573,146.22
05/14/14
204,101.89
0.00
365,717.96
569,819.85
05/15/14
369,472.47
0.00
202,283.08
571,755.55
05/16/14
345,561.38
0.00
226,452.91
572,014.29
05/19/14
380,153.54
0.00
192,942.26
573,095.80
05/20/14
352,373.03
0.00
218,333.79
570,706.82
05/21/14
404,017.93
0.00
171,439.44
575,457.37
05/22/14
421,069.47
0.00
159,765.99
580,835.46
05/23/14
429,321.71
0.00
153,012.45
582,334.16
05/26/14
429,321.71
0.00
148,256.39
577,578.10
05/27/14
456,514.63
0.00
123,915.01
580,429.64
05/28/14
463,258.65
0.00
119,361.58
582,620.23
05/29/14
464,898.41
0.00
119,373.48
584,271.89
05/30/14
458,179.55
0.00
125,325.71
583,505.26
06/02/14
469,374.63
0.00
115,331.79
584,706.42
06/03/14
472,192.05
0.00
109,683.03
581,875.08
06/04/14
470,734.37
0.00
109,652.74
580,387.11
06/05/14
495,978.93
0.00
93,821.88
589,800.81
PortfolioAnalyst
Page: 23

Date
Stocks
Options
Cash
NAV
06/06/14
475,720.59
0.00
112,080.51
587,801.10
06/09/14
475,209.94
0.00
112,001.04
587,210.98
06/10/14
473,274.78
0.00
111,924.82
585,199.60
06/11/14
438,531.44
0.00
146,627.45
585,158.89
06/12/14
439,376.15
0.00
146,737.67
586,113.82
06/13/14
443,838.43
0.00
142,535.48
586,373.91
06/16/14
440,421.33
0.00
142,590.62
583,011.95
06/17/14
443,065.44
0.00
142,546.84
585,612.28
06/18/14
449,664.73
0.00
140,984.38
590,649.11
06/19/14
446,303.55
0.00
141,197.24
587,500.79
06/20/14
446,661.69
0.00
140,593.24
587,254.93
06/23/14
456,509.66
0.00
132,915.10
589,424.76
06/24/14
438,289.29
0.00
143,931.22
582,220.51
06/25/14
413,380.65
0.00
167,200.01
580,580.66
06/26/14
436,640.61
0.00
145,805.35
582,445.96
06/27/14
460,995.82
0.00
119,488.28
580,484.10
06/30/14
480,799.32
0.00
99,893.78
580,693.10
07/01/14
481,918.57
0.00
99,872.69
581,791.26
07/02/14
493,646.92
0.00
88,218.05
581,864.97
07/03/14
496,410.21
0.00
88,137.86
584,548.07
07/04/14
496,410.21
0.00
84,713.16
581,123.37
07/07/14
492,144.49
0.00
84,726.88
576,871.37
07/08/14
491,766.50
0.00
112,508.53
604,275.03
07/09/14
520,710.28
0.00
80,389.62
601,099.90
07/10/14
507,250.52
0.00
74,919.58
582,170.10
07/11/14
514,688.66
0.00
70,339.61
585,028.27
07/14/14
510,765.46
0.00
73,693.40
584,458.86
07/15/14
516,640.29
0.00
65,410.38
582,050.67
07/16/14
491,167.80
0.00
92,871.64
584,039.44
PortfolioAnalyst
Page: 24

Date
Stocks
Options
Cash
NAV
07/17/14
435,319.26
0.00
144,823.52
580,142.78
07/18/14
533,918.92
0.00
52,334.52
586,253.44
07/21/14
537,737.61
0.00
48,587.51
586,325.12
07/22/14
560,812.51
0.00
29,295.31
590,107.82
07/23/14
565,826.86
0.00
25,011.56
590,838.42
07/24/14
576,296.89
0.00
17,429.20
593,726.09
07/25/14
578,220.08
0.00
12,081.33
590,301.41
07/28/14
576,032.42
0.00
12,370.24
588,402.66
07/29/14
578,528.88
0.00
8,849.06
587,377.94
07/30/14
595,789.21
0.00
-7,257.53
588,531.68
07/31/14
612,389.61
0.00
-33,500.85
578,888.76
08/01/14
599,314.32
0.00
-24,749.50
574,564.82
08/04/14
610,637.38
0.00
-30,960.78
579,676.60
08/05/14
616,264.82
0.00
-39,487.91
576,776.91
08/06/14
593,978.37
0.00
-16,307.27
577,671.10
08/07/14
591,562.93
0.00
-16,374.94
575,187.99
08/08/14
621,835.82
0.00
-36,266.60
585,569.22
08/11/14
604,832.54
0.00
-15,524.24
589,308.30
08/12/14
599,967.30
0.00
-15,581.33
584,385.97
08/13/14
606,944.75
0.00
-18,797.45
588,147.30
08/14/14
610,024.89
0.00
-12,666.54
597,358.35
08/15/14
610,125.85
0.00
-12,534.24
597,591.61
08/18/14
607,334.17
0.00
316.11
607,650.28
08/19/14
607,241.79
0.00
6,520.46
613,762.25
08/20/14
598,778.07
0.00
12,918.54
611,696.61
08/21/14
600,359.79
0.00
13,060.05
613,419.84
08/22/14
605,034.48
0.00
8,463.15
613,497.63
Average
169,785.95
169.43
116,799.10
286,754.49
PortfolioAnalyst
Page: 25
Allocation By Sector
Date
08/01/12
1,428
Consumer
Non
Cyclicals
5,071
08/02/12
2,043
7,076
792
2,303
12,214
08/03/12
1,659
7,203
816
2,275
11,953
08/06/12
1,004
7,324
812
2,206
11,346
08/07/12
530
7,673
800
2,234
166
11,403
08/08/12
534
7,720
804
2,244
151
11,453
08/09/12
7,781
209
792
2,297
139
11,218
08/10/12
7,474
212
800
2,372
132
10,990
08/13/12
261
7,487
212
804
2,386
121
11,271
08/14/12
1,245
7,481
212
767
2,404
133
12,242
08/15/12
528
7,600
213
796
2,270
124
11,530
08/16/12
264
7,645
223
816
2,242
23
11,212
08/17/12
7,639
223
824
4,515
88
13,290
08/20/12
7,633
220
816
4,429
84
13,183
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
Industrials Technology
Utilities Unclassifie
d
Total
743
7,242
Page: 26
Allocation By Sector (Cont.)

Date
08/21/12
Consumer
Non
Cyclicals
7,612
08/22/12
7,642
219
780
4,358
89
13,088
08/23/12
7,624
220
796
4,310
115
13,064
08/24/12
7,771
219
812
4,410
87
13,299
08/27/12
7,909
220
812
4,438
92
13,471
08/28/12
7,857
223
812
4,460
94
13,447
08/29/12
870
7,853
233
812
4,437
96
14,301
08/30/12
1,100
7,744
232
800
4,370
118
14,364
08/31/12
1,128
7,868
233
808
4,330
93
14,460
09/03/12
1,128
7,868
233
808
4,330
93
14,460
09/04/12
849
8,100
232
784
4,350
82
14,396
09/05/12
2,142
7,998
233
816
4,597
83
15,870
09/06/12
2,214
8,941
234
840
4,672
32
16,934
09/07/12
1,848
9,028
236
832
4,985
19
16,948
09/10/12
1,841
8,864
238
808
5,107
34
16,892
09/11/12
1,116
11,123
242
812
5,065
116
18,474
09/12/12
1,100
11,241
245
812
5,103
-2,009
137
16,629
09/13/12
588
3,357
11,342
3,098
8,337
5,418
-2,049
234
30,326
09/14/12
298
3,442
11,463
3,153
14,587
5,489
-2,074
290
36,648
09/17/12
297
3,348
11,729
4,035
15,857
5,667
-2,099
38,839
09/18/12
580
3,246
6,362
3,997
18,110
10,815
-2,106
41,010
09/19/12
867
3,659
6,892
4,018
28,191
10,722
-2,106
52,246
09/20/12
855
3,636
6,855
4,001
28,306
10,768
-2,096
52,327
09/21/12
1,385
3,643
7,335
3,896
28,401
10,716
-2,100
53,282
09/24/12
1,370
3,636
7,290
3,833
28,249
10,524
-2,072
52,830
09/25/12
1,350
3,996
7,951
3,758
28,665
10,327
-2,021
54,026
09/26/12
1,813
4,351
8,040
3,740
28,563
10,380
56,886
09/27/12
1,869
4,419
8,252
3,770
28,796
11,075
953
463
59,597
09/28/12
1,545
4,377
7,823
3,779
28,766
10,850
680
57,820
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
220
804
4,405
90
13,131
Page: 27

Date
10/01/12
1,380
1,191
Consumer
Non
Cyclicals
7,626
10/02/12
1,572
1,187
7,406
3,969
26,904
10,645
765
52,448
10/03/12
1,596
1,200
7,772
3,984
26,988
10,520
710
52,771
10/04/12
1,584
1,177
7,295
4,009
26,979
10,543
574
52,162
10/05/12
1,608
1,190
7,141
4,003
26,903
10,316
657
51,818
10/08/12
1,608
1,175
6,958
3,937
26,717
10,250
716
51,361
10/09/12
1,340
1,148
7,381
3,886
9,140
10,150
938
33,983
10/10/12
1,820
1,155
5,649
3,873
9,100
10,142
1,078
32,816
10/11/12
1,785
1,119
5,525
3,846
20,541
10,159
981
43,957
10/12/12
1,943
1,111
5,481
3,914
24,586
10,180
1,115
48,331
10/15/12
1,766
1,121
5,468
3,978
27,932
10,244
785
51,294
10/16/12
1,294
1,135
5,950
2,595
26,689
10,679
605
48,948
10/17/12
1,055
1,113
7,195
2,916
26,062
10,799
499
49,638
10/18/12
1,863
1,127
7,026
3,137
21,924
10,715
525
46,317
10/19/12
4,303
1,114
7,539
4,225
19,727
10,463
837
48,207
10/22/12
4,330
1,086
8,248
4,315
19,666
10,314
735
48,693
10/23/12
5,265
1,104
8,882
4,296
19,575
10,193
1,103
50,418
10/24/12
5,433
1,098
8,048
4,360
19,501
10,178
1,093
49,711
10/25/12
6,187
1,092
8,189
4,335
18,937
10,163
1,016
49,919
10/26/12
6,248
1,097
8,252
4,286
18,702
10,076
1,240
49,901
10/29/12
6,248
1,097
8,252
4,286
18,702
10,076
1,239
49,900
10/30/12
6,248
1,097
8,252
4,286
18,702
10,076
1,239
49,900
10/31/12
6,130
1,097
8,045
4,852
18,482
10,271
1,047
49,923
11/01/12
6,066
1,028
8,107
4,919
18,592
9,978
856
49,545
11/02/12
6,021
1,024
7,594
4,908
18,337
10,042
777
48,703
11/05/12
5,969
1,041
7,686
4,998
18,436
10,200
777
49,106
11/06/12
5,963
1,032
7,731
5,138
15,909
10,091
479
46,343
11/07/12
6,451
1,013
7,552
5,399
15,828
10,147
791
47,181
11/08/12
6,505
1,002
7,696
5,350
19,997
10,255
714
51,518
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
3,988
26,797
10,770
651
52,403
Page: 28

Date
11/09/12
6,750
994
Consumer
Non
Cyclicals
7,554
11/12/12
6,842
993
7,396
7,007
19,874
10,378
668
53,158
11/13/12
6,782
1,609
7,391
9,102
19,654
10,391
479
55,408
11/14/12
6,456
2,123
7,655
9,227
19,214
10,109
322
55,107
11/15/12
6,489
2,648
8,119
9,444
19,894
9,981
280
56,855
11/16/12
6,549
3,778
8,450
9,930
20,359
10,072
263
59,399
11/19/12
6,269
4,120
8,692
10,039
20,493
10,091
440
60,146
11/20/12
5,993
4,266
8,891
10,169
20,586
10,246
414
60,566
11/21/12
5,633
4,314
8,885
10,203
20,612
10,731
216
476
61,070
11/22/12
5,633
4,314
8,885
10,203
20,612
10,731
216
476
61,070
11/23/12
5,818
4,323
8,957
10,217
21,144
8,943
2,188
810
62,400
11/26/12
5,644
4,364
8,842
10,110
21,100
8,560
2,382
707
61,710
11/27/12
6,470
4,474
8,778
10,175
21,007
8,422
2,573
570
62,467
11/28/12
6,633
5,532
8,141
10,217
21,229
8,224
2,818
771
63,564
11/29/12
6,723
5,532
8,336
10,302
21,466
3,833
2,776
967
59,934
11/30/12
6,696
2,226
8,225
5,031
14,125
824
3,593
998
41,719
12/03/12
6,681
2,198
8,128
5,028
11,157
787
3,779
701
38,459
12/04/12
6,837
2,549
8,617
5,041
11,111
788
3,982
633
39,557
12/05/12
7,253
2,546
8,388
5,004
11,066
786
4,241
626
39,911
12/06/12
7,142
2,540
8,320
4,921
11,074
795
4,249
717
39,759
12/07/12
7,206
2,553
8,268
4,959
11,022
1,512
4,206
720
40,445
12/10/12
8,161
2,543
8,369
4,818
11,121
2,184
4,283
745
42,225
12/11/12
8,347
2,899
8,402
4,921
11,222
2,534
4,344
1,024
43,693
12/12/12
8,397
2,884
8,423
4,856
11,084
2,213
4,331
789
42,977
12/13/12
8,338
2,838
8,597
4,847
11,005
2,197
4,310
1,627
43,759
12/14/12
8,411
3,192
8,586
4,840
10,952
2,442
4,442
1,679
44,544
12/17/12
8,672
3,280
8,632
4,795
11,109
2,676
4,690
2,346
46,198
12/18/12
8,994
3,265
8,727
4,934
11,217
3,360
4,979
3,072
48,548
12/19/12
9,002
3,228
9,696
5,054
11,353
3,585
5,086
2,668
49,671
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
5,104
19,930
10,154
757
51,243
Page: 29

Date
12/20/12
8,975
3,196
Consumer
Non
Cyclicals
11,196
12/21/12
8,697
3,448
11,656
4,926
11,304
3,563
5,696
2,160
51,450
12/24/12
8,680
3,437
11,648
4,916
11,043
3,623
5,632
1,821
50,800
12/26/12
8,740
3,354
12,038
4,888
10,982
3,530
5,592
1,556
50,680
12/27/12
9,370
3,980
12,409
4,876
10,882
3,544
5,742
1,573
52,375
12/28/12
9,088
3,982
12,489
4,900
10,887
3,577
5,656
1,348
51,928
12/31/12
9,312
4,053
12,673
4,923
10,934
3,696
5,737
1,987
53,316
01/02/13
9,613
4,074
13,009
4,845
11,389
3,721
5,930
2,612
55,193
01/03/13
9,679
4,344
13,165
4,218
11,406
3,851
5,859
2,323
54,845
01/04/13
9,791
4,293
13,191
4,254
11,560
3,313
5,757
2,556
54,715
01/07/13
9,823
4,257
13,381
4,304
11,474
3,314
5,779
2,315
54,647
01/08/13
5,196
4,205
2,552
-858
3,075
4,221
352
18,744
01/09/13
4,811
4,203
2,609
-862
2,059
4,245
332
17,396
01/10/13
5,709
4,232
2,633
-899
2,062
4,207
254
18,198
01/11/13
6,030
4,193
2,558
-2,968
2,042
4,266
242
16,363
01/14/13
5,927
4,162
2,702
-2,899
1,341
4,276
364
15,872
01/15/13
5,953
3,935
2,677
-2,911
4,326
344
14,324
01/16/13
5,863
2,476
2,656
-2,930
4,299
319
12,683
01/17/13
5,812
2,571
-2,948
4,333
248
10,015
01/18/13
5,684
2,619
-3,057
4,333
186
9,764
01/21/13
5,684
2,619
-3,057
4,333
186
9,764
01/22/13
5,927
2,573
-3,095
4,317
113
9,836
01/23/13
5,953
2,545
-3,119
4,390
105
9,874
01/24/13
5,926
2,372
-3,099
4,393
102
9,694
01/25/13
5,918
2,234
-5,610
4,433
95
7,069
01/28/13
5,988
2,260
-5,611
4,438
85
7,159
01/29/13
5,932
2,477
-5,640
4,454
62
7,285
01/30/13
5,763
2,379
-5,529
4,428
92
7,133
01/31/13
5,735
2,279
-5,501
4,365
79
6,957
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
5,041
11,405
3,579
5,442
3,156
51,990
Page: 30

Date
02/01/13
5,852
Consumer
Non
Cyclicals
2,078
02/04/13
5,574
2,002
-5,458
4,363
69
6,550
02/05/13
5,779
148
2,033
-5,546
5,436
7,857
02/06/13
6,028
153
1,914
-5,562
5,493
267
8,292
02/07/13
5,940
152
2,116
-5,515
5,461
601
8,754
02/08/13
2,222
5,954
149
3,631
-5,615
351
5,518
527
12,738
02/11/13
2,230
6,071
158
6,574
-5,584
352
5,576
453
15,828
02/12/13
4,366
6,013
159
6,579
-5,636
352
5,505
405
17,744
02/13/13
4,452
5,823
154
6,493
-5,674
364
5,572
388
17,572
02/14/13
4,448
5,823
157
6,492
-6,664
367
7,659
355
18,636
02/15/13
4,460
5,837
157
7,282
-6,568
368
7,490
345
19,371
02/18/13
4,460
5,837
157
7,282
-6,568
368
7,490
345
19,371
02/19/13
4,343
5,750
155
7,316
-6,578
371
7,529
18,886
02/20/13
4,208
5,589
148
7,325
-6,497
364
7,486
510
19,134
02/21/13
4,163
5,835
148
7,305
-6,424
357
9,970
568
21,922
02/22/13
4,234
5,882
150
7,450
-6,458
1,726
10,223
368
23,575
02/25/13
4,170
6,937
146
7,375
-6,239
2,363
11,849
877
27,478
02/26/13
4,246
6,926
144
7,394
-6,269
3,032
11,973
698
28,145
02/27/13
4,309
7,314
145
7,484
-6,376
3,034
12,314
327
28,551
02/28/13
4,309
10,366
146
7,447
-6,320
3,066
13,491
344
32,849
03/01/13
4,314
11,273
145
7,443
-6,259
3,081
14,530
250
34,776
03/04/13
4,339
12,978
141
7,574
-6,139
3,715
14,346
120
37,074
03/05/13
4,359
11,437
147
7,583
-6,231
3,726
14,163
23
35,206
03/06/13
4,334
11,367
146
7,594
-6,263
3,769
13,689
23
34,659
03/07/13
4,335
9,742
146
7,485
-6,379
3,788
13,818
11
32,945
03/08/13
4,395
9,715
149
7,428
-6,497
3,828
13,902
32,925
03/11/13
4,409
11,005
146
7,462
-6,463
3,820
13,746
34,124
03/12/13
4,452
10,883
143
7,534
-6,527
3,778
13,631
33,898
03/13/13
4,529
12,213
143
7,487
-6,490
3,743
13,519
35,143
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
-5,539
4,441
6,842
Page: 31

Date
03/14/13
4,551
12,284
146
Consumer
Non
Cyclicals
7,530
03/15/13
4,522
12,828
143
7,461
-6,762
3,776
15,391
37,359
03/18/13
4,515
14,204
142
7,346
-6,588
3,715
19,166
42,501
03/19/13
4,508
14,416
141
7,348
-6,361
4,305
19,034
43,392
03/20/13
4,512
14,262
143
7,429
-6,338
4,298
19,227
43,534
03/21/13
4,393
14,283
146
7,389
-6,298
4,285
19,486
43,684
03/22/13
4,351
13,786
147
7,405
-6,380
4,318
19,838
43,464
03/25/13
4,284
15,452
146
7,402
-6,329
4,212
19,599
44,766
03/26/13
4,289
15,642
145
7,508
-6,441
4,282
19,715
45,140
03/27/13
4,269
15,498
145
7,459
-6,551
4,293
19,669
44,782
03/28/13
4,286
15,219
146
7,499
-6,544
4,256
20,195
45,057
03/29/13
4,286
15,219
146
7,499
-6,544
4,256
20,195
45,057
04/01/13
4,293
15,126
142
7,469
-6,448
3,781
-311
20,363
44,416
04/02/13
4,278
15,126
139
8,165
-6,390
3,786
-310
20,075
44,869
04/03/13
4,247
15,300
138
8,233
-6,279
3,823
-305
19,697
44,854
04/04/13
4,285
14,669
140
8,251
-6,289
3,896
-307
19,659
44,304
04/05/13
4,215
14,496
139
8,236
-6,303
4,276
-308
19,756
44,508
04/08/13
4,206
14,279
140
8,254
-6,311
4,332
-313
19,863
44,451
04/09/13
4,245
14,626
139
8,216
-6,379
4,289
-314
20,395
45,217
04/10/13
4,309
12,813
142
8,313
-6,566
4,305
-318
21,124
44,121
04/11/13
4,404
12,667
147
8,484
-6,585
4,218
-317
23,817
46,836
04/12/13
4,360
12,704
146
8,563
-6,486
4,175
-315
24,932
48,079
04/15/13
4,206
13,786
1,533
9,986
-6,234
4,074
-299
24,183
51,235
04/16/13
4,306
14,242
2,101
10,445
-6,345
4,032
-296
24,555
53,039
04/17/13
4,237
12,315
2,959
11,211
-6,208
3,983
-289
24,284
52,492
04/18/13
4,501
16,294
4,727
11,277
-6,289
3,943
347
24,901
59,701
04/19/13
4,531
16,701
4,822
11,342
-6,145
5,570
344
25,272
62,437
04/22/13
4,594
16,821
5,886
13,633
-6,125
5,631
342
25,522
66,304
04/23/13
4,634
16,874
5,972
13,816
-6,093
5,747
354
25,978
67,283
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
-6,658
3,765
13,747
35,366
Page: 32

Date
04/24/13
4,639
17,088
6,043
Consumer
Non
Cyclicals
14,044
04/25/13
4,701
15,642
6,065
14,046
-6,239
4,910
607
29,361
69,092
04/26/13
4,638
15,405
6,054
14,044
-6,222
5,058
607
30,182
69,766
04/29/13
4,705
15,737
6,101
13,942
-6,328
5,056
628
30,781
70,621
04/30/13
4,708
15,007
6,020
13,836
-6,400
5,087
620
31,628
70,507
05/01/13
4,646
14,830
5,893
10,116
-6,273
4,987
864
31,412
66,474
05/02/13
4,751
14,474
5,925
10,191
-6,370
5,084
938
32,237
386
67,616
05/03/13
4,873
14,652
5,941
10,307
-6,568
5,124
958
32,600
385
68,272
05/06/13
4,856
14,416
5,952
11,005
-6,616
5,268
950
33,633
383
69,848
05/07/13
4,903
12,740
6,065
11,179
-6,616
5,350
1,199
33,366
767
68,954
05/08/13
4,964
12,461
6,028
11,180
-6,650
5,391
1,206
33,609
756
68,945
05/09/13
4,925
12,212
6,060
11,125
-6,617
5,439
1,173
33,310
757
68,383
05/10/13
4,932
11,126
6,274
10,994
-6,604
5,453
1,200
33,657
764
67,796
05/13/13
4,903
7,834
6,289
11,494
-6,576
5,423
1,214
34,732
755
66,066
05/14/13
5,018
10,702
6,384
11,590
-6,568
5,452
1,221
39,366
767
73,932
05/15/13
5,007
10,650
6,433
11,746
-6,487
5,449
1,228
39,062
764
73,851
05/16/13
4,978
10,111
6,346
11,890
-6,521
5,423
1,251
35,697
771
69,944
05/17/13
5,083
10,220
6,385
11,976
-6,702
5,446
1,250
36,430
775
70,862
05/20/13
5,026
9,926
6,366
11,935
-6,799
5,420
1,242
36,965
782
70,863
05/21/13
5,086
9,874
6,432
14,991
-6,752
5,352
1,250
36,815
794
73,842
05/22/13
5,042
9,974
6,322
15,005
-6,683
5,246
1,249
36,070
775
72,999
05/23/13
5,748
6,390
-6,637
5,270
1,245
37,875
763
50,654
05/24/13
5,757
5,122
-6,651
5,431
1,254
37,939
766
49,617
05/27/13
5,757
5,122
-6,651
5,431
1,254
37,939
766
49,617
05/28/13
5,765
5,309
-6,719
5,575
1,273
22,327
770
34,299
05/29/13
5,738
5,236
-6,685
1,269
1,272
14,890
736
22,456
05/30/13
2,776
5,731
5,466
-6,556
1,290
1,298
15,301
728
26,033
05/31/13
3,440
5,762
5,410
-6,413
1,292
1,328
14,068
726
25,612
06/03/13
3,480
5,752
5,393
-6,449
1,309
1,329
13,950
722
25,486
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
-6,266
5,719
601
29,827
71,695
Page: 33

Date
06/04/13
2,124
5,663
Consumer
Non
Cyclicals
5,436
06/05/13
3,460
5,371
5,277
-6,399
1,266
1,314
13,397
688
24,374
06/06/13
2,118
5,382
5,406
-6,432
1,305
1,341
13,767
705
23,592
06/07/13
2,124
5,486
5,360
-6,555
1,285
1,368
13,924
714
23,705
06/10/13
716
5,499
5,518
-6,518
1,280
1,281
14,107
714
22,597
06/11/13
2,776
5,474
5,700
-6,411
1,266
1,272
15,020
711
25,808
06/12/13
3,141
5,372
5,689
-6,394
1,257
1,262
14,969
708
26,003
06/13/13
8,747
5,459
9,601
-6,620
1,297
10,891
27,884
707
57,968
06/14/13
6,798
6,273
9,682
-6,490
1,273
10,959
27,756
722
56,972
06/17/13
6,930
11,564
10,835
-6,547
1,238
11,142
28,198
733
64,093
06/18/13
5,080
13,436
9,401
-6,592
1,243
12,045
28,197
736
63,546
06/19/13
4,343
17,220
9,572
-6,470
1,254
13,350
16,007
725
56,000
06/20/13
5,040
27,075
9,503
-6,334
1,255
14,595
26,814
697
78,646
06/21/13
5,172
9,825
8,649
-6,327
-5,329
4,642
-16,550
695
776
06/24/13
11,940
9,849
9,285
22,363
-6,136
684
47,984
06/25/13
12,065
8,279
9,556
3,962
-22,631
696
11,928
06/26/13
12,285
8,390
9,713
3,726
-22,611
719
12,223
06/27/13
11,971
8,536
11,033
4,154
623
724
37,041
06/28/13
13,157
8,334
11,112
1,665
622
730
35,620
07/01/13
13,579
8,906
10,731
1,934
618
735
36,505
07/02/13
13,474
8,904
7,476
-8,469
3,618
611
732
26,345
07/03/13
13,826
8,808
7,240
-8,476
5,203
612
729
27,941
07/04/13
13,826
8,808
7,240
-8,476
5,203
612
729
27,941
07/05/13
14,353
8,913
5,741
-8,512
5,425
616
731
1,048
28,315
07/08/13
14,529
8,943
10,277
-8,618
5,465
618
741
1,055
33,010
07/09/13
14,846
8,303
3,840
-8,666
5,487
11,487
731
1,091
37,119
07/10/13
14,565
7,255
2,104
-8,634
5,585
11,685
729
1,088
34,377
07/11/13
14,811
7,376
1,319
-8,638
2,978
1,927
11,860
732
32,365
07/12/13
14,600
7,464
797
-8,701
4,947
1,966
11,992
736
33,800
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
-6,404
1,310
1,311
13,600
708
23,747
Page: 34

Date
07/15/13
14,494
7,444
Consumer
Non
Cyclicals
844
07/16/13
14,072
7,447
5,299
-8,618
4,951
1,702
653
723
26,229
07/17/13
14,213
7,452
5,387
-7,674
4,974
1,748
643
729
27,472
07/18/13
14,178
7,474
5,535
-7,714
3,342
1,743
638
728
25,924
07/19/13
14,142
7,419
6,155
-6,526
3,330
1,199
565
730
27,014
07/22/13
13,896
7,435
7,143
-6,472
3,350
1,434
576
726
28,089
07/23/13
14,002
7,395
7,133
-6,527
3,355
1,217
573
734
27,882
07/24/13
14,107
7,218
4,269
-6,497
2,332
1,124
575
728
23,856
07/25/13
14,248
7,335
4,185
-6,454
2,328
1,179
565
733
24,119
07/26/13
14,107
7,398
4,104
-6,482
2,310
1,140
569
740
23,887
07/29/13
13,966
7,452
4,021
-6,381
2,296
990
568
754
23,666
07/30/13
14,002
4,984
3,463
-6,403
2,283
1,110
-10,909
749
9,279
07/31/13
13,861
5,047
3,980
-6,469
2,298
8,065
-10,919
746
16,608
08/01/13
13,966
5,159
4,533
-6,638
2,331
8,288
-11,048
738
17,329
08/02/13
14,002
5,170
10,587
-6,685
2,332
8,068
-23,256
734
10,952
08/05/13
14,565
5,082
10,838
-6,598
2,322
8,175
-23,081
732
12,034
08/06/13
14,283
5,052
10,753
1,876
2,642
8,205
-22,847
741
20,705
08/07/13
14,389
5,424
10,709
1,858
2,626
8,066
-15,986
735
27,822
08/08/13
14,565
5,416
10,769
1,874
3,734
7,834
-16,261
732
28,663
08/09/13
14,670
5,486
11,358
1,863
4,438
8,050
-16,244
732
30,354
08/12/13
15,376
5,418
12,593
1,903
2,460
8,181
-16,289
734
30,375
08/13/13
15,890
5,427
12,608
1,890
2,856
8,204
11,004
734
671
59,283
08/14/13
16,125
5,381
12,427
1,882
2,830
8,141
10,961
745
663
59,156
08/15/13
16,802
5,432
12,551
1,900
3,384
7,965
10,949
745
2,205
61,933
08/16/13
17,101
5,413
12,668
1,922
3,311
7,900
10,942
728
2,197
62,183
08/19/13
17,179
5,368
12,562
1,946
3,261
7,650
10,846
726
2,189
61,726
08/20/13
17,016
5,499
12,659
1,974
3,352
7,739
10,909
721
2,219
62,088
08/21/13
16,819
5,449
12,895
1,944
3,340
7,639
10,887
712
2,197
61,882
08/22/13
17,238
5,537
19,597
1,970
3,375
11,563
10,988
722
2,259
73,250
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
-8,657
4,940
1,768
11,865
731
33,429
Page: 35

Date
08/23/13
18,427
5,530
Consumer
Non
Cyclicals
19,619
08/26/13
18,513
5,508
19,551
1,939
3,345
8,998
12,358
720
2,309
73,240
08/27/13
17,552
5,527
20,213
1,915
3,957
8,799
12,162
706
2,473
73,304
08/28/13
17,715
5,557
20,222
1,922
3,950
8,635
13,066
687
2,505
74,258
08/29/13
17,952
5,700
20,558
1,940
3,956
8,881
13,127
687
2,556
75,358
08/30/13
17,460
5,530
20,732
1,930
3,865
8,709
13,022
708
2,509
74,465
09/02/13
17,460
5,530
20,732
1,930
3,865
8,709
13,022
708
2,509
74,465
09/03/13
21,726
5,687
21,171
1,932
3,878
9,569
13,009
711
2,550
80,234
09/04/13
22,567
5,788
21,199
1,925
3,865
9,754
13,055
714
2,633
81,499
09/05/13
23,168
6,011
21,353
1,976
3,829
10,031
13,148
706
80,222
09/06/13
22,658
6,009
21,423
1,973
3,860
9,612
13,154
713
79,401
09/09/13
23,307
6,137
21,386
2,016
3,900
9,635
13,403
724
80,508
09/10/13
29,141
6,254
21,684
2,076
3,941
9,702
13,586
735
87,119
09/11/13
30,362
6,218
21,511
2,052
4,182
10,005
13,309
732
88,371
09/12/13
28,897
6,187
21,626
2,041
4,230
10,412
13,414
720
87,527
09/13/13
30,172
6,194
21,973
2,032
4,292
10,384
13,412
715
89,175
09/16/13
33,922
6,197
22,206
1,971
4,311
10,400
13,326
729
93,062
09/17/13
45,145
6,220
22,751
2,006
4,353
81,244
13,552
744
176,016
09/18/13
41,162
6,266
22,790
2,054
4,491
96,783
18,493
760
192,799
09/19/13
40,888
5,662
22,791
2,121
4,441
96,295
18,491
754
191,443
09/20/13
41,711
5,594
22,665
2,075
4,455
95,442
18,355
745
191,041
09/23/13
46,834
5,623
22,426
2,040
4,460
94,446
47,501
754
224,086
09/24/13
46,750
8,701
22,666
2,060
4,459
95,016
47,644
765
228,062
09/25/13
51,000
8,391
22,618
2,045
4,504
93,485
48,026
756
230,824
09/26/13
50,671
8,406
22,561
2,091
4,478
104,171
48,720
755
241,853
09/27/13
55,799
8,359
22,422
2,087
4,394
100,757
48,012
760
242,590
09/30/13
54,711
8,432
22,924
2,088
4,368
20,821
48,349
760
162,453
10/01/13
59,596
8,646
23,095
2,111
4,465
21,046
48,803
759
168,521
10/02/13
60,310
8,691
23,110
2,092
4,452
20,900
48,117
759
168,431
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
1,974
3,380
11,508
12,424
724
2,307
75,892
Page: 36

Date
10/03/13
60,323
8,612
Consumer
Non
Cyclicals
22,898
10/04/13
64,849
8,651
23,182
2,065
4,420
23,115
53,839
740
180,860
10/07/13
67,836
8,521
22,846
2,049
4,436
29,039
52,994
739
188,460
10/08/13
75,357
8,424
38,437
2,026
4,412
29,371
52,069
734
210,830
10/09/13
78,232
8,356
38,769
2,027
4,445
29,322
51,788
734
213,674
10/10/13
78,949
8,494
40,179
2,004
4,560
30,037
53,129
743
218,095
10/11/13
80,273
8,544
40,658
1,980
4,674
30,150
61,840
744
228,863
10/14/13
80,433
8,611
40,821
1,972
4,717
30,110
62,595
743
230,002
10/15/13
79,055
8,553
40,125
1,975
4,627
29,854
61,861
739
226,788
10/16/13
80,013
8,568
41,112
1,957
4,683
30,010
61,984
744
229,070
10/17/13
77,938
8,566
41,634
1,948
4,728
30,356
62,308
763
228,241
10/18/13
10,440
80,511
8,893
41,514
2,030
4,786
37,391
62,370
772
26,640
275,347
10/21/13
10,400
79,297
8,859
41,055
2,016
4,712
37,699
61,980
781
26,695
273,494
10/22/13
10,390
78,367
8,943
42,077
2,029
4,753
37,815
62,197
789
27,095
274,454
10/23/13
10,300
78,114
8,819
40,920
2,023
4,827
38,040
61,130
776
26,755
271,704
10/24/13
12,000
98,179
8,867
63,523
2,025
4,825
38,442
45,994
785
27,000
301,639
10/25/13
12,290
92,551
4,505
57,663
2,034
4,869
38,948
12,538
789
27,365
253,552
10/28/13
12,220
92,613
4,463
55,366
2,024
5,023
38,652
12,664
793
27,510
251,328
10/29/13
12,010
97,593
4,473
55,956
1,984
5,102
39,128
13,318
798
27,960
258,322
10/30/13
12,370
97,252
4,397
54,524
1,945
5,070
38,733
13,185
795
27,525
255,796
10/31/13
12,830
96,714
4,388
55,432
1,933
5,008
39,907
13,398
787
27,230
257,627
11/01/13
12,810
96,733
4,313
55,033
1,936
4,943
40,455
13,270
786
230,279
11/04/13
13,150
98,116
4,361
53,408
1,934
4,990
41,477
13,592
789
231,815
11/05/13
98,513
27,821
1,936
388
17,437
-2,291
143,803
11/06/13
98,493
27,944
1,965
392
17,903
-2,249
144,448
11/07/13
97,751
27,322
1,946
393
17,619
-2,119
142,913
11/08/13
99,811
29,438
1,930
398
17,587
-2,126
147,039
11/11/13
100,582
28,762
1,937
403
17,968
-2,147
147,505
11/12/13
100,836
28,963
1,897
422
18,089
-2,218
147,989
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
2,090
4,403
20,823
53,332
747
173,228
Page: 37

Date
11/13/13
104,276
Consumer
Non
Cyclicals
29,136
11/14/13
103,214
29,914
1,909
420
18,142
-2,353
151,246
11/15/13
104,175
29,611
1,939
432
18,189
-2,424
151,922
11/18/13
102,336
28,765
1,908
424
18,113
-2,447
149,101
11/19/13
99,199
29,052
1,800
426
18,385
-2,467
146,394
11/20/13
98,218
29,825
1,812
428
18,825
-2,395
146,712
11/21/13
98,881
30,363
1,822
435
19,135
-2,420
148,215
11/22/13
98,496
30,539
1,838
436
18,762
-2,490
147,580
11/25/13
98,652
31,133
1,840
439
18,993
-2,456
148,599
11/26/13
99,312
32,232
1,836
435
18,944
-2,547
150,211
11/27/13
100,384
33,412
1,844
438
18,815
-2,527
152,366
11/28/13
100,384
33,412
1,844
438
18,815
-2,527
152,366
11/29/13
101,025
33,059
1,845
436
18,777
-2,498
152,645
12/02/13
67,100
32,132
1,851
450
18,542
18,178
138,252
12/03/13
65,920
4,195
1,833
441
2,708
18,103
93,200
12/04/13
67,007
7,778
4,098
1,815
444
2,694
18,486
102,320
12/05/13
66,566
7,844
4,034
1,787
442
2,691
28,107
111,470
12/06/13
65,282
7,912
4,012
2,404
5,128
2,684
28,384
115,806
12/09/13
698
66,482
7,873
15,356
1,840
9,839
29,755
45,362
3,910
181,115
12/10/13
696
65,374
7,761
20,470
2,341
9,617
30,603
44,850
11,411
193,122
12/11/13
667
75,864
7,625
23,759
2,321
22,425
29,999
44,358
45,597
252,616
12/12/13
667
75,724
7,514
27,185
5,259
22,427
30,140
53,951
45,128
267,995
12/13/13
4,047
79,879
7,552
37,092
7,724
22,242
30,740
53,327
45,239
287,842
12/16/13
4,125
79,606
7,610
37,671
7,631
22,426
31,277
53,582
46,336
290,263
12/17/13
4,099
79,631
7,550
44,145
7,552
22,344
39,629
53,190
45,931
304,072
12/18/13
4,082
81,822
7,798
66,343
7,433
22,484
52,070
53,300
63,756
359,089
12/19/13
4,005
82,169
7,570
65,809
7,527
22,130
52,069
52,805
63,089
357,171
12/20/13
4,047
83,042
7,630
68,751
7,695
23,161
52,742
53,505
65,022
365,594
12/23/13
4,154
83,490
7,737
69,457
7,661
23,276
52,927
53,290
66,695
368,688
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
1,914
421
18,123
-2,269
151,602
Page: 38

Date
12/24/13
4,170
84,379
7,709
Consumer
Non
Cyclicals
70,367
12/26/13
4,131
84,077
7,721
70,030
7,612
23,061
52,784
54,322
6,871
310,609
12/27/13
4,144
59,814
7,742
69,661
7,701
22,880
19,796
54,204
245,944
12/30/13
2,724
53,548
7,807
51,447
7,450
22,787
35,306
54,167
235,236
12/31/13
2,758
53,819
7,802
56,441
7,309
22,321
35,741
54,413
240,604
01/02/14
2,683
52,711
7,656
56,396
7,155
22,065
36,064
53,979
238,711
01/03/14
2,657
53,297
7,609
57,083
7,203
22,108
36,059
53,626
239,643
01/06/14
2,715
53,232
7,801
57,284
7,111
21,828
36,196
52,713
238,882
01/07/14
53,363
7,804
35,491
7,106
22,495
37,418
53,118
216,795
01/08/14
53,819
27,704
7,269
22,410
38,621
52,454
202,277
01/09/14
53,428
28,084
7,294
22,716
36,045
147,567
01/10/14
55,355
28,933
7,274
23,178
36,625
151,364
01/13/14
54,038
45,494
7,144
23,096
37,527
167,298
01/14/14
53,791
27,487
45,694
7,227
22,649
38,435
195,283
01/15/14
54,148
27,986
45,698
7,238
23,019
39,486
197,574
01/16/14
53,844
28,577
46,094
7,401
22,622
39,616
198,153
01/17/14
52,852
28,501
46,010
7,353
22,442
39,036
196,195
01/20/14
52,852
28,501
46,010
7,353
22,442
39,036
196,195
01/21/14
54,452
66,537
45,971
7,640
44,023
29,939
38,750
25,254
312,566
01/22/14
54,420
69,637
46,377
7,754
55,825
60,549
38,474
50,793
383,829
01/23/14
50,666
68,593
50,428
7,507
63,720
52,318
59,754
40,635
49,311
442,932
01/24/14
64,270
65,014
53,456
7,213
73,076
55,382
57,732
47,390
423,533
01/27/14
64,784
67,326
55,648
7,046
74,496
59,152
57,704
50,357
436,514
01/28/14
65,325
52,798
56,269
7,194
75,246
60,298
58,039
50,783
425,952
01/29/14
65,770
30,371
55,814
6,965
74,611
68,076
57,025
55,108
413,740
01/30/14
65,772
30,578
57,006
6,956
85,718
69,668
41,690
57,304
71,836
12,767
499,295
01/31/14
65,348
30,371
56,232
6,875
83,902
68,392
41,894
57,671
72,519
25,049
508,253
02/03/14
62,720
29,297
55,500
6,649
82,326
43,865
39,716
55,956
70,153
446,182
02/04/14
62,997
29,401
55,004
6,730
82,255
44,565
40,029
56,082
70,375
447,438
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
7,733
23,491
52,991
53,843
30,161
334,844
Page: 39

Date
02/05/14
62,372
30,102
Consumer
Non
Cyclicals
54,883
02/06/14
64,570
30,613
55,871
6,912
82,592
44,884
39,325
56,351
70,502
451,619
02/07/14
68,961
30,743
56,471
7,115
83,242
45,325
40,678
57,436
71,808
461,780
02/10/14
67,305
31,540
59,781
7,151
83,802
45,522
41,102
57,167
71,899
465,270
02/11/14
67,876
30,960
76,516
7,188
85,116
46,098
40,810
57,896
72,479
484,938
02/12/14
66,507
31,618
76,732
7,269
84,581
46,356
40,508
58,291
72,903
484,764
02/13/14
80,768
31,055
77,036
7,323
85,668
46,773
40,018
58,669
72,930
500,239
02/14/14
80,492
30,838
76,513
7,295
85,927
46,479
40,392
59,091
73,081
500,108
02/17/14
80,492
30,838
76,513
7,295
85,927
46,479
40,392
59,091
73,081
500,108
02/18/14
82,219
31,297
78,103
7,514
87,036
47,166
40,073
59,409
73,157
505,974
02/19/14
81,976
30,830
78,144
7,608
85,998
46,454
39,050
58,822
72,932
501,815
02/20/14
83,123
30,864
78,398
7,650
86,467
46,761
38,500
59,655
73,088
504,507
02/21/14
83,630
30,795
78,436
7,617
86,558
46,822
37,576
59,579
73,275
504,287
02/24/14
83,788
31,219
78,766
7,948
86,583
47,301
37,174
60,143
72,939
505,862
02/25/14
83,968
33,315
78,842
7,831
86,082
46,871
37,604
59,606
72,810
506,929
02/26/14
3,370
14,130
17,500
02/27/14
958
14,107
15,065
02/28/14
958
2,528
3,486
03/03/14
958
2,540
3,498
03/04/14
958
958
03/05/14
958
958
03/06/14
958
958
03/07/14
958
958
03/10/14
958
958
03/11/14
958
958
03/12/14
18,234
4,142
4,009
8,837
35,222
03/13/14
20,551
4,133
11,694
12,352
3,434
52,165
03/14/14
20,606
4,184
11,792
12,234
5,096
53,911
03/17/14
20,939
25,164
38,702
11,743
12,568
12,217
121,334
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
6,683
82,343
44,258
38,984
56,071
69,620
445,316
Page: 40

Date
03/18/14
21,357
25,718
Consumer
Non
Cyclicals
39,861
03/19/14
21,093
25,492
39,460
11,752
12,596
12,279
122,671
03/20/14
20,866
25,539
38,804
11,936
12,556
12,495
122,197
03/21/14
20,514
25,505
37,589
11,903
31,202
12,345
139,060
03/24/14
25,026
25,404
36,578
11,876
29,564
12,190
140,639
03/25/14
26,445
25,350
69,947
11,857
29,861
12,372
175,832
03/26/14
26,913
25,556
69,744
11,720
29,430
2,206
15,678
181,246
03/27/14
28,458
25,691
70,529
19,844
20,359
70,765
14,352
19,168
269,166
03/28/14
29,207
30,027
72,520
20,082
30,771
70,325
28,157
19,421
300,509
03/31/14
31,215
30,133
134,082
34,066
31,806
70,847
39,952
19,902
392,003
04/01/14
61,667
30,677
138,637
34,508
32,145
72,242
40,097
20,290
430,263
04/02/14
61,056
30,547
139,189
35,201
32,300
72,773
40,469
20,492
432,027
04/03/14
62,347
30,200
134,449
35,896
32,115
72,714
39,911
20,408
428,040
04/04/14
59,983
29,609
127,584
35,318
31,016
72,144
38,472
19,700
413,827
04/07/14
73,207
32,584
125,670
34,653
34,649
83,621
60,593
19,026
464,004
04/08/14
75,403
32,940
126,245
35,520
34,782
85,694
60,128
19,270
469,982
04/09/14
85,054
33,534
130,916
35,442
35,672
85,978
84,072
19,899
510,567
04/10/14
81,064
32,972
121,792
35,302
33,320
83,538
103,009
18,638
509,635
04/11/14
79,223
33,201
118,364
35,302
32,144
83,577
101,872
18,126
501,809
04/14/14
78,711
33,399
116,436
35,557
32,854
84,033
91,815
18,563
491,367
04/15/14
78,701
34,222
121,587
51,492
33,732
85,167
103,147
18,936
526,985
04/16/14
79,492
34,461
128,215
52,194
34,668
87,103
100,576
19,514
536,225
04/17/14
80,041
34,438
128,416
53,521
34,723
86,057
100,313
19,595
537,105
04/18/14
80,041
34,438
128,416
53,521
34,723
86,057
100,313
19,595
537,105
04/21/14
104,914
34,200
130,654
53,975
34,688
86,533
70,198
16,065
531,227
04/22/14
105,082
34,263
100,200
62,661
35,366
87,492
70,497
12,462
508,023
04/23/14
103,788
33,489
99,053
63,081
35,539
87,100
69,801
12,392
504,244
04/24/14
958
9,251
10,208
04/25/14
958
19,479
20,437
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
11,859
12,800
12,483
124,079
Page: 41

Date
04/28/14
4,515
Consumer
Non
Cyclicals
0
04/29/14
958
21,583
22,540
04/30/14
958
21,188
22,146
05/01/14
958
22,171
23,129
05/02/14
958
19,169
20,127
05/05/14
958
8,634
9,592
05/06/14
958
3,978
4,936
05/07/14
50,449
9,155
29,976
2,944
38,107
7,464
138,094
05/08/14
10,578
65,441
32,175
40,672
2,919
37,888
14,942
204,616
05/09/14
10,690
69,452
32,803
41,189
2,984
43,329
22,538
222,985
05/12/14
10,783
91,793
33,516
41,847
3,053
44,020
5,613
230,625
05/13/14
10,751
90,908
32,834
42,161
3,027
44,196
5,861
229,738
05/14/14
10,816
88,754
31,952
41,796
2,964
27,274
547
204,102
05/15/14
16,000
89,823
45,432
42,628
5,759
8,740
82,270
78,820
369,472
05/16/14
16,152
92,350
46,292
41,931
5,772
8,785
96,628
37,653
345,561
05/19/14
16,262
109,696
45,700
73,574
5,818
24,192
104,910
380,154
05/20/14
16,296
109,153
45,231
86,171
5,765
26,513
63,245
352,373
05/21/14
33,080
137,292
48,831
101,987
5,795
26,880
50,152
404,018
05/22/14
38,396
147,801
49,433
102,139
5,842
27,071
50,387
421,069
05/23/14
38,821
154,232
49,765
101,398
5,841
27,569
50,750
946
429,322
05/26/14
38,821
154,232
49,765
101,398
5,841
27,569
50,750
946
429,322
05/27/14
38,699
155,670
51,803
103,617
5,833
27,977
51,064
21,851
456,515
05/28/14
38,903
156,701
50,397
105,901
5,850
27,922
50,738
26,847
463,259
05/29/14
39,438
158,732
48,580
107,170
5,818
28,007
50,618
26,536
464,898
05/30/14
39,131
122,620
56,240
105,830
5,793
41,747
50,623
36,196
458,180
06/02/14
39,379
122,354
56,631
106,045
5,734
51,848
50,638
36,745
469,375
06/03/14
39,257
119,599
57,471
104,742
11,471
52,496
50,191
36,965
472,192
06/04/14
39,351
117,408
58,890
103,677
11,628
52,898
50,313
36,569
470,734
06/05/14
38,923
129,858
59,759
105,165
11,740
57,194
51,068
42,272
495,979
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
19,816
24,331
Page: 42

Date
06/06/14
38,907
131,044
58,231
Consumer
Non
Cyclicals
0
06/09/14
38,876
132,108
57,630
104,729
11,691
30,748
51,185
48,244
475,210
06/10/14
39,280
132,977
57,051
101,946
11,594
30,977
50,910
48,539
473,275
06/11/14
38,986
132,161
57,066
102,834
11,567
-3,837
50,562
49,193
438,531
06/12/14
39,009
130,608
55,835
104,809
11,520
-3,815
51,333
50,077
439,376
06/13/14
38,891
131,666
60,084
104,488
11,565
-3,819
51,181
49,782
443,838
06/16/14
38,856
129,079
59,835
104,650
11,496
-3,832
51,243
49,095
440,421
06/17/14
38,821
129,288
61,229
106,446
11,558
-3,866
51,575
48,015
443,065
06/18/14
38,895
131,422
62,195
109,031
11,617
-3,902
51,696
48,710
449,665
06/19/14
38,828
126,553
58,978
110,347
11,623
-410
51,843
48,541
446,304
06/20/14
39,359
127,036
58,737
110,522
11,547
-468
51,862
48,067
446,662
06/23/14
39,583
128,452
58,892
110,820
11,476
7,156
51,729
48,402
456,510
06/24/14
39,339
124,901
57,443
108,162
11,390
-3,856
51,081
49,827
438,289
06/25/14
38,742
126,105
59,064
78,052
11,395
-3,887
55,335
48,575
413,381
06/26/14
38,710
126,144
59,134
76,419
14,176
17,428
55,817
48,812
436,641
06/27/14
38,070
125,816
58,511
75,542
17,066
41,839
56,289
47,864
460,996
06/30/14
38,376
132,243
59,165
73,246
17,386
44,930
56,346
59,107
480,799
07/01/14
38,718
133,931
58,721
73,568
17,736
44,936
57,149
57,159
481,919
07/02/14
38,809
133,208
58,612
74,313
20,467
53,319
56,955
57,963
493,647
07/03/14
39,170
134,278
59,243
74,562
20,625
54,310
57,275
56,947
496,410
07/04/14
39,170
134,278
59,243
74,562
20,625
54,310
57,275
56,947
496,410
07/07/14
38,648
131,827
57,802
73,495
20,471
52,989
57,214
59,699
492,144
07/08/14
38,388
126,553
59,664
74,640
20,420
53,508
56,777
61,816
491,767
07/09/14
38,836
128,060
87,532
74,807
20,487
52,619
56,722
61,647
520,710
07/10/14
38,707
128,414
68,676
79,230
20,613
51,535
56,482
63,595
507,251
07/11/14
38,970
129,427
68,191
85,014
20,963
52,319
55,957
63,849
514,689
07/14/14
38,903
129,532
68,551
92,040
20,912
42,040
55,912
62,875
510,765
07/15/14
38,699
127,474
66,936
3,434
105,666
20,998
33,011
55,642
64,780
516,640
07/16/14
39,084
127,565
68,365
6,131
105,730
21,143
25,929
55,536
41,684
491,168
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
104,579
11,776
30,509
51,220
49,455
475,721
Page: 43

Date
07/17/14
39,115
126,088
68,241
Consumer
Non
Cyclicals
8,895
07/18/14
39,705
129,580
69,136
9,008
161,628
49,668
12,420
58,886
3,889
533,919
07/21/14
39,779
130,888
69,111
8,952
160,400
49,751
12,221
62,699
3,937
537,738
07/22/14
40,145
131,417
69,322
9,233
161,847
49,918
22,314
63,856
8,925
3,835
560,813
07/23/14
40,282
130,514
69,633
9,374
163,080
50,257
22,005
67,930
8,934
3,818
565,827
07/24/14
40,251
136,097
68,539
9,402
163,269
50,431
24,868
70,645
8,957
3,838
576,297
07/25/14
36,009
135,046
68,638
9,121
165,251
49,794
26,355
75,201
8,854
3,949
578,220
07/28/14
23,794
134,447
68,452
9,205
164,143
49,774
42,759
74,497
8,960
576,032
07/29/14
23,499
133,793
68,899
9,402
165,275
48,965
45,665
74,171
8,860
578,529
07/30/14
23,475
134,442
73,584
9,149
166,155
48,754
47,788
75,208
17,234
595,789
07/31/14
23,056
131,329
72,121
8,895
170,236
48,737
48,478
73,263
16,953
19,320
612,390
08/01/14
23,121
129,266
75,794
9,008
171,155
49,109
49,965
73,213
18,682
599,314
08/04/14
23,575
129,387
81,877
9,092
174,069
49,463
50,818
73,763
18,592
610,637
08/05/14
23,297
128,695
92,448
9,318
170,185
49,732
50,540
73,767
18,283
616,265
08/06/14
23,651
127,673
67,744
9,346
173,065
49,979
50,412
73,960
18,148
593,978
08/07/14
23,421
128,048
68,017
8,924
171,043
50,063
49,789
73,905
18,354
591,563
08/08/14
23,516
134,113
68,601
8,924
173,618
50,760
60,359
74,983
18,760
8,202
621,836
08/11/14
23,497
134,145
69,422
9,402
172,573
51,443
64,445
52,754
18,798
8,353
604,833
08/12/14
23,629
132,623
67,880
9,487
170,950
50,921
65,203
52,215
18,805
8,255
599,967
08/13/14
23,837
133,883
68,489
9,487
175,172
51,609
64,345
52,784
18,908
8,430
606,945
08/14/14
23,824
134,520
69,086
9,402
176,264
51,973
64,601
52,825
19,024
8,505
610,025
08/15/14
24,000
134,765
68,688
9,458
176,517
52,167
64,464
52,512
19,069
8,485
610,126
08/18/14
17,674
138,182
71,398
10,162
177,763
51,970
59,405
53,008
19,004
8,767
607,334
08/19/14
17,840
140,089
72,877
10,556
173,404
51,794
59,346
53,210
19,249
8,876
607,242
08/20/14
11,217
139,990
71,274
10,444
173,083
51,952
59,029
53,639
19,281
8,870
598,778
08/21/14
11,230
141,290
71,224
10,247
172,740
52,093
59,340
53,903
19,359
8,934
600,360
08/22/14
11,214
139,932
71,410
11,007
173,260
52,002
59,567
53,921
19,281
13,439
605,034
Average
5,493
42,339
15,210
19,663
18,674
12,767
3,507
17,258
2,781
24,088
911
7,264
169,955
PortfolioAnalyst
Basic Communic
Materials
ations
Consumer
Cyclicals
Energy
Financials
Financials
Industrials
d
Total
107,796
21,002
-5,520
54,308
15,395
435,319
Page: 44
Time Period Performance Statistics
Date
U1078169
08/01/12
-1.19%
08/02/12
-1.31%
08/03/12
Key Statistics
Beginning NAV:
41,140.88
2.19%
Ending NAV:
613,497.63
08/06/12
0.47%
Cumulative Return:
38.49%
08/07/12
1.04%
08/08/12
-0.17%
5 Day Return:
2.66%
(08/18/14 - 08/22/14)
08/09/12
-0.22%
10 Day Return:
3.69%
(08/11/14 - 08/22/14)
08/10/12
-0.57%
Best Return:
5.30%
(01/02/13)
08/13/12
0.37%
Worst Return:
-4.05%
08/14/12
-0.17%
512,820.90
08/15/12
-0.12%
08/16/12
0.43%
08/17/12
0.06%
08/20/12
-0.14%
PortfolioAnalyst
(04/10/14)
Page: 45
Time Period Performance Statistics (Cont.)

Date
U1078169
08/21/12
0.80%
08/22/12
0.36%
08/23/12
0.26%
08/24/12
0.17%
08/27/12
0.29%
08/28/12
0.50%
08/29/12
-0.34%
08/30/12
-0.67%
08/31/12
0.78%
09/03/12
0.12%
09/04/12
0.29%
09/05/12
0.17%
09/06/12
0.93%
09/07/12
1.72%
09/10/12
-0.34%
09/11/12
0.28%
09/12/12
0.46%
09/13/12
0.56%
09/14/12
0.81%
09/17/12
0.54%
09/18/12
-1.18%
09/19/12
0.00%
09/20/12
0.16%
09/21/12
0.16%
09/24/12
-0.88%
09/25/12
-1.35%
09/26/12
-0.69%
09/27/12
1.17%
09/28/12
-0.65%
PortfolioAnalyst
Page: 46

Date
U1078169
10/01/12
0.30%
10/02/12
-0.82%
10/03/12
0.65%
10/04/12
0.03%
10/05/12
-0.92%
10/08/12
-0.81%
10/09/12
-0.71%
10/10/12
0.18%
10/11/12
-0.64%
10/12/12
0.34%
10/15/12
-0.58%
10/16/12
0.99%
10/17/12
0.65%
10/18/12
-0.36%
10/19/12
-0.88%
10/22/12
0.22%
10/23/12
1.04%
10/24/12
-0.44%
10/25/12
0.45%
10/26/12
-0.50%
10/29/12
-0.01%
10/30/12
0.00%
10/31/12
0.56%
11/01/12
0.14%
11/02/12
-0.74%
11/05/12
0.82%
11/06/12
0.52%
11/07/12
-2.54%
11/08/12
-0.78%
PortfolioAnalyst
Page: 47

Date
U1078169
11/09/12
-0.88%
11/12/12
-0.58%
11/13/12
-1.07%
11/14/12
-1.84%
11/15/12
-0.76%
11/16/12
2.71%
11/19/12
2.11%
11/20/12
1.00%
11/21/12
1.63%
11/22/12
0.00%
11/23/12
2.44%
11/26/12
-0.97%
11/27/12
0.02%
11/28/12
2.63%
11/29/12
1.29%
11/30/12
-0.60%
12/03/12
-1.00%
12/04/12
0.84%
12/05/12
0.24%
12/06/12
-0.26%
12/07/12
-0.06%
12/10/12
-0.33%
12/11/12
1.46%
12/12/12
-0.71%
12/13/12
-1.31%
12/14/12
-0.45%
12/17/12
1.94%
12/18/12
2.09%
12/19/12
0.08%
PortfolioAnalyst
Page: 48

Date
U1078169
12/20/12
0.85%
12/21/12
-2.59%
12/24/12
-0.81%
12/26/12
-0.93%
12/27/12
-0.23%
12/28/12
-1.22%
12/31/12
2.34%
01/02/13
5.30%
01/03/13
0.41%
01/04/13
0.65%
01/07/13
-0.10%
01/08/13
-1.43%
01/09/13
-0.51%
01/10/13
1.31%
01/11/13
0.41%
01/14/13
0.13%
01/15/13
0.21%
01/16/13
-0.31%
01/17/13
-0.27%
01/18/13
-0.40%
01/21/13
0.00%
01/22/13
0.11%
01/23/13
0.06%
01/24/13
-0.98%
01/25/13
-0.27%
01/28/13
0.14%
01/29/13
0.21%
01/30/13
-0.23%
01/31/13
-0.65%
PortfolioAnalyst
Page: 49

Date
U1078169
02/01/13
-0.17%
02/04/13
-0.49%
02/05/13
0.16%
02/06/13
0.68%
02/07/13
-0.33%
02/08/13
-0.02%
02/11/13
0.46%
02/12/13
-0.39%
02/13/13
-0.24%
02/14/13
-0.28%
02/15/13
0.06%
02/18/13
-0.01%
02/19/13
-0.68%
02/20/13
0.36%
02/21/13
-0.70%
02/22/13
0.48%
02/25/13
-0.25%
02/26/13
-0.15%
02/27/13
0.67%
02/28/13
-0.14%
03/01/13
-0.31%
03/04/13
-0.62%
03/05/13
-0.08%
03/06/13
-0.31%
03/07/13
0.35%
03/08/13
-0.11%
03/11/13
-0.33%
03/12/13
-0.35%
03/13/13
-0.76%
PortfolioAnalyst
Page: 50

Date
U1078169
03/14/13
-0.36%
03/15/13
-1.06%
03/18/13
-0.27%
03/19/13
0.31%
03/20/13
0.79%
03/21/13
0.20%
03/22/13
-0.26%
03/25/13
-1.11%
03/26/13
0.59%
03/27/13
-0.10%
03/28/13
0.45%
03/29/13
0.00%
04/01/13
0.23%
04/02/13
-0.31%
04/03/13
0.49%
04/04/13
0.19%
04/05/13
-0.04%
04/08/13
-0.07%
04/09/13
1.20%
04/10/13
1.94%
04/11/13
-0.23%
04/12/13
0.23%
04/15/13
-2.11%
04/16/13
1.66%
04/17/13
0.21%
04/18/13
-2.58%
04/19/13
0.39%
04/22/13
1.52%
04/23/13
1.32%
PortfolioAnalyst
Page: 51

Date
U1078169
04/24/13
1.07%
04/25/13
0.35%
04/26/13
-0.66%
04/29/13
1.26%
04/30/13
1.32%
05/01/13
-0.90%
05/02/13
0.71%
05/03/13
0.92%
05/06/13
2.26%
05/07/13
0.71%
05/08/13
0.55%
05/09/13
-1.25%
05/10/13
1.07%
05/13/13
1.83%
05/14/13
0.77%
05/15/13
0.34%
05/16/13
-0.98%
05/17/13
1.10%
05/20/13
0.50%
05/21/13
0.03%
05/22/13
-1.54%
05/23/13
-0.52%
05/24/13
0.46%
05/27/13
0.00%
05/28/13
0.95%
05/29/13
0.03%
05/30/13
1.06%
05/31/13
-0.16%
06/03/13
-0.07%
PortfolioAnalyst
Page: 52

Date
U1078169
06/04/13
-0.38%
06/05/13
-0.87%
06/06/13
0.96%
06/07/13
0.09%
06/10/13
0.52%
06/11/13
0.01%
06/12/13
-0.12%
06/13/13
0.10%
06/14/13
0.29%
06/17/13
0.67%
06/18/13
1.10%
06/19/13
-0.88%
06/20/13
-1.71%
06/21/13
-0.85%
06/24/13
-0.41%
06/25/13
1.10%
06/26/13
0.77%
06/27/13
0.15%
06/28/13
-0.32%
07/01/13
0.81%
07/02/13
-0.50%
07/03/13
-0.05%
07/04/13
0.00%
07/05/13
1.08%
07/08/13
0.79%
07/09/13
0.90%
07/10/13
-0.14%
07/11/13
0.94%
07/12/13
-0.03%
PortfolioAnalyst
Page: 53

Date
U1078169
07/15/13
-0.42%
07/16/13
-0.71%
07/17/13
0.29%
07/18/13
0.20%
07/19/13
-0.55%
07/22/13
0.07%
07/23/13
-0.24%
07/24/13
0.04%
07/25/13
0.30%
07/26/13
-0.27%
07/29/13
-0.23%
07/30/13
0.17%
07/31/13
0.51%
08/01/13
0.80%
08/02/13
-0.23%
08/05/13
1.10%
08/06/13
-0.04%
08/07/13
-0.07%
08/08/13
-0.26%
08/09/13
0.35%
08/12/13
0.05%
08/13/13
-0.18%
08/14/13
-0.25%
08/15/13
-1.23%
08/16/13
0.25%
08/19/13
-0.54%
08/20/13
0.43%
08/21/13
-0.81%
08/22/13
1.26%
PortfolioAnalyst
Page: 54

Date
U1078169
08/23/13
0.47%
08/26/13
-0.18%
08/27/13
-2.15%
08/28/13
0.12%
08/29/13
1.09%
08/30/13
-1.49%
09/02/13
-0.02%
09/03/13
1.14%
09/04/13
0.53%
09/05/13
-0.18%
09/06/13
0.15%
09/09/13
0.71%
09/10/13
0.45%
09/11/13
0.48%
09/12/13
0.49%
09/13/13
0.08%
09/16/13
0.08%
09/17/13
0.33%
09/18/13
0.43%
09/19/13
-0.17%
09/20/13
-0.41%
09/23/13
-0.31%
09/24/13
0.28%
09/25/13
-0.35%
09/26/13
0.23%
09/27/13
-0.83%
09/30/13
-0.97%
10/01/13
0.60%
10/02/13
0.03%
PortfolioAnalyst
Page: 55

Date
U1078169
10/03/13
-0.26%
10/04/13
0.02%
10/07/13
-0.59%
10/08/13
-0.72%
10/09/13
-0.17%
10/10/13
1.20%
10/11/13
0.46%
10/14/13
0.27%
10/15/13
-0.29%
10/16/13
0.70%
10/17/13
0.18%
10/18/13
0.74%
10/21/13
-0.42%
10/22/13
0.37%
10/23/13
-0.62%
10/24/13
0.09%
10/25/13
-0.22%
10/28/13
-0.51%
10/29/13
1.63%
10/30/13
-0.57%
10/31/13
0.45%
11/01/13
0.03%
11/04/13
0.30%
11/05/13
0.04%
11/06/13
0.16%
11/07/13
-1.25%
11/08/13
0.78%
11/11/13
0.12%
11/12/13
0.12%
PortfolioAnalyst
Page: 56

Date
U1078169
11/13/13
0.77%
11/14/13
-0.09%
11/15/13
0.16%
11/18/13
-0.54%
11/19/13
-0.50%
11/20/13
-0.02%
11/21/13
0.33%
11/22/13
-0.06%
11/25/13
0.17%
11/26/13
0.36%
11/27/13
0.43%
11/28/13
0.02%
11/29/13
0.04%
12/02/13
-0.87%
12/03/13
-0.28%
12/04/13
0.26%
12/05/13
-0.10%
12/06/13
0.30%
12/09/13
0.34%
12/10/13
-0.28%
12/11/13
-0.80%
12/12/13
-0.21%
12/13/13
-0.08%
12/16/13
0.48%
12/17/13
-0.08%
12/18/13
1.12%
12/19/13
-0.39%
12/20/13
1.59%
12/23/13
0.58%
PortfolioAnalyst
Page: 57

Date
U1078169
12/24/13
0.62%
12/26/13
-0.10%
12/27/13
0.12%
12/30/13
-0.10%
12/31/13
-0.02%
01/02/14
-0.38%
01/03/14
0.14%
01/06/14
-0.13%
01/07/14
0.56%
01/08/14
0.29%
01/09/14
0.12%
01/10/14
0.52%
01/13/14
-0.35%
01/14/14
-0.70%
01/15/14
0.38%
01/16/14
0.11%
01/17/14
-0.39%
01/20/14
0.01%
01/21/14
0.05%
01/22/14
0.62%
01/23/14
-1.46%
01/24/14
-1.88%
01/27/14
0.33%
01/28/14
0.68%
01/29/14
-0.73%
01/30/14
0.77%
01/31/14
-0.67%
02/03/14
-2.74%
02/04/14
0.24%
PortfolioAnalyst
Page: 58

Date
U1078169
02/05/14
-0.41%
02/06/14
1.25%
02/07/14
1.97%
02/10/14
-0.08%
02/11/14
0.65%
02/12/14
-0.05%
02/13/14
0.39%
02/14/14
-0.02%
02/17/14
0.00%
02/18/14
1.17%
02/19/14
-0.78%
02/20/14
0.50%
02/21/14
-0.04%
02/24/14
0.29%
02/25/14
0.20%
02/26/14
-0.91%
02/27/14
0.01%
02/28/14
0.02%
03/03/14
-0.01%
03/04/14
0.01%
03/05/14
0.00%
03/06/14
0.03%
03/07/14
0.00%
03/10/14
0.00%
03/11/14
0.00%
03/12/14
0.05%
03/13/14
-0.15%
03/14/14
0.01%
03/17/14
0.10%
PortfolioAnalyst
Page: 59

Date
U1078169
03/18/14
0.50%
03/19/14
-0.26%
03/20/14
-0.09%
03/21/14
-0.25%
03/24/14
-0.76%
03/25/14
0.02%
03/26/14
-0.31%
03/27/14
0.16%
03/28/14
-0.69%
03/31/14
1.72%
04/01/14
1.51%
04/02/14
0.32%
04/03/14
-1.18%
04/04/14
-2.52%
04/07/14
-1.58%
04/08/14
1.11%
04/09/14
3.09%
04/10/14
-4.05%
04/11/14
-1.42%
04/14/14
-0.59%
04/15/14
1.25%
04/16/14
2.55%
04/17/14
0.16%
04/18/14
0.00%
04/21/14
2.32%
04/22/14
0.93%
04/23/14
-0.73%
04/24/14
-1.16%
04/25/14
0.10%
PortfolioAnalyst
Page: 60

Date
U1078169
04/28/14
0.06%
04/29/14
0.00%
04/30/14
-0.06%
05/01/14
0.01%
05/02/14
-0.02%
05/05/14
0.05%
05/06/14
0.08%
05/07/14
0.11%
05/08/14
-0.46%
05/09/14
0.22%
05/12/14
0.74%
05/13/14
-0.14%
05/14/14
-0.58%
05/15/14
0.34%
05/16/14
0.05%
05/19/14
0.19%
05/20/14
-0.42%
05/21/14
0.83%
05/22/14
0.93%
05/23/14
0.26%
05/26/14
0.00%
05/27/14
0.49%
05/28/14
0.38%
05/29/14
0.28%
05/30/14
-0.13%
06/02/14
0.21%
06/03/14
-0.48%
06/04/14
-0.26%
06/05/14
0.35%
PortfolioAnalyst
Page: 61

Date
U1078169
06/06/14
-0.34%
06/09/14
-0.10%
06/10/14
-0.34%
06/11/14
-0.01%
06/12/14
0.16%
06/13/14
0.04%
06/16/14
-0.57%
06/17/14
0.45%
06/18/14
0.86%
06/19/14
-0.53%
06/20/14
-0.04%
06/23/14
0.37%
06/24/14
-1.22%
06/25/14
-0.28%
06/26/14
0.32%
06/27/14
-0.34%
06/30/14
0.04%
07/01/14
0.19%
07/02/14
0.01%
07/03/14
0.46%
07/04/14
0.00%
07/07/14
-0.73%
07/08/14
-0.59%
07/09/14
-0.53%
07/10/14
-3.15%
07/11/14
0.49%
07/14/14
-0.10%
07/15/14
-0.41%
07/16/14
0.34%
PortfolioAnalyst
Page: 62

Date
U1078169
07/17/14
-0.67%
07/18/14
1.05%
07/21/14
0.01%
07/22/14
0.65%
07/23/14
0.12%
07/24/14
0.49%
07/25/14
-0.01%
07/28/14
-0.32%
07/29/14
-0.17%
07/30/14
0.20%
07/31/14
-1.64%
08/01/14
-0.75%
08/04/14
0.89%
08/05/14
-0.50%
08/06/14
0.16%
08/07/14
-0.43%
08/08/14
1.80%
08/11/14
0.64%
08/12/14
-0.84%
08/13/14
0.64%
08/14/14
0.52%
08/15/14
0.04%
08/18/14
1.68%
08/19/14
1.01%
08/20/14
-0.34%
08/21/14
0.28%
08/22/14
0.01%
Average
0.06%
PortfolioAnalyst
Page: 63
Time Period Benchmark Comparison
Date
SPX
QAI
U1078169
08/01/12
-0.30%
0.09%
-1.19%
08/02/12
-0.74%
-0.48%
-1.31%
08/03/12
1.90%
0.61%
2.19%
08/06/12
0.23%
-0.22%
0.47%
08/07/12
0.51%
0.36%
1.04%
08/08/12
0.06%
-0.18%
-0.17%
08/09/12
0.04%
0.29%
-0.22%
08/10/12
0.22%
-0.36%
-0.57%
08/13/12
-0.13%
-0.05%
0.37%
08/14/12
-0.01%
0.16%
-0.17%
08/15/12
0.11%
-0.14%
-0.12%
08/16/12
0.71%
-0.18%
0.43%
08/17/12
0.19%
0.18%
0.06%
08/20/12
0.00%
-0.11%
-0.14%
PortfolioAnalyst
Page: 64
Time Period Benchmark Comparison (Cont.)

Date
SPX
QAI
U1078169
08/21/12
-0.35%
0.47%
0.80%
08/22/12
0.02%
-0.11%
0.36%
08/23/12
-0.81%
-0.11%
0.26%
08/24/12
0.65%
0.04%
0.17%
08/27/12
-0.05%
0.39%
0.29%
08/28/12
-0.08%
-0.07%
0.50%
08/29/12
0.08%
-0.07%
-0.34%
08/30/12
-0.78%
-0.14%
-0.67%
08/31/12
0.51%
0.32%
0.78%
09/03/12
0.00%
0.00%
0.12%
09/04/12
-0.12%
-0.11%
0.29%
09/05/12
-0.11%
-0.07%
0.17%
09/06/12
2.04%
0.25%
0.93%
09/07/12
0.40%
0.25%
1.72%
09/10/12
-0.61%
-0.11%
-0.34%
09/11/12
0.31%
0.11%
0.28%
09/12/12
0.21%
-0.11%
0.46%
09/13/12
1.63%
0.32%
0.56%
09/14/12
0.40%
-0.18%
0.81%
09/17/12
-0.31%
-0.07%
0.54%
09/18/12
-0.13%
0.18%
-1.18%
09/19/12
0.12%
0.18%
0.00%
09/20/12
-0.05%
-0.14%
0.16%
09/21/12
-0.01%
0.25%
0.16%
09/24/12
-0.22%
-0.11%
-0.88%
09/25/12
-1.05%
-0.14%
-1.35%
09/26/12
-0.57%
0.04%
-0.69%
09/27/12
0.96%
0.11%
1.17%
09/28/12
-0.45%
-0.18%
-0.65%
PortfolioAnalyst
Page: 65

Date
SPX
QAI
U1078169
10/01/12
0.27%
0.21%
0.30%
10/02/12
0.09%
-0.18%
-0.82%
10/03/12
0.36%
0.21%
0.65%
10/04/12
0.72%
-0.18%
0.03%
10/05/12
-0.03%
0.00%
-0.92%
10/08/12
-0.35%
0.18%
-0.81%
10/09/12
-0.99%
-0.14%
-0.71%
10/10/12
-0.62%
-0.04%
0.18%
10/11/12
0.02%
0.07%
-0.64%
10/12/12
-0.30%
0.00%
0.34%
10/15/12
0.81%
0.11%
-0.58%
10/16/12
1.03%
0.14%
0.99%
10/17/12
0.41%
-0.04%
0.65%
10/18/12
-0.24%
-0.04%
-0.36%
10/19/12
-1.66%
-0.28%
-0.88%
10/22/12
0.04%
-0.04%
0.22%
10/23/12
-1.44%
-0.07%
1.04%
10/24/12
-0.31%
-0.07%
-0.44%
10/25/12
0.30%
-0.07%
0.45%
10/26/12
-0.07%
0.28%
-0.50%
10/29/12
0.00%
0.00%
-0.01%
10/30/12
0.00%
0.00%
0.00%
10/31/12
0.02%
0.07%
0.56%
11/01/12
1.09%
0.25%
0.14%
11/02/12
-0.94%
-0.25%
-0.74%
11/05/12
0.22%
0.10%
0.82%
11/06/12
0.79%
-0.10%
0.52%
11/07/12
-2.37%
-0.18%
-2.54%
11/08/12
-1.22%
-0.18%
-0.78%
PortfolioAnalyst
Page: 66

Date
SPX
QAI
U1078169
11/09/12
0.17%
-0.04%
-0.88%
11/12/12
0.01%
0.00%
-0.58%
11/13/12
-0.40%
-0.07%
-1.07%
11/14/12
-1.39%
-0.18%
-1.84%
11/15/12
-0.16%
0.26%
-0.76%
11/16/12
0.48%
-0.22%
2.71%
11/19/12
1.99%
0.36%
2.11%
11/20/12
0.07%
-0.21%
1.00%
11/21/12
0.23%
0.07%
1.63%
11/22/12
0.00%
0.00%
0.00%
11/23/12
1.30%
0.04%
2.44%
11/26/12
-0.20%
0.07%
-0.97%
11/27/12
-0.52%
0.18%
0.02%
11/28/12
0.79%
-0.04%
2.63%
11/29/12
0.43%
0.21%
1.29%
11/30/12
0.02%
0.11%
-0.60%
12/03/12
-0.47%
-0.35%
-1.00%
12/04/12
-0.17%
0.11%
0.84%
12/05/12
0.16%
0.11%
0.24%
12/06/12
0.33%
0.04%
-0.26%
12/07/12
0.29%
-0.21%
-0.06%
12/10/12
0.03%
0.14%
-0.33%
12/11/12
0.65%
-0.11%
1.46%
12/12/12
0.04%
-0.21%
-0.71%
12/13/12
-0.63%
-0.11%
-1.31%
12/14/12
-0.41%
-0.04%
-0.45%
12/17/12
1.19%
0.04%
1.94%
12/18/12
1.15%
-0.04%
2.09%
12/19/12
-0.76%
0.43%
0.08%
PortfolioAnalyst
Page: 67

Date
SPX
QAI
U1078169
12/20/12
0.55%
-0.39%
0.85%
12/21/12
-0.94%
0.28%
-2.59%
12/24/12
-0.24%
-0.28%
-0.81%
12/26/12
-0.48%
-0.04%
-0.93%
12/27/12
-0.12%
0.10%
-0.23%
12/28/12
-1.10%
0.11%
-1.22%
12/31/12
1.69%
-0.04%
2.34%
01/02/13
2.54%
0.58%
5.30%
01/03/13
-0.21%
-0.21%
0.41%
01/04/13
0.49%
0.11%
0.65%
01/07/13
-0.31%
-0.14%
-0.10%
01/08/13
-0.32%
-0.18%
-1.43%
01/09/13
0.27%
0.28%
-0.51%
01/10/13
0.76%
0.00%
1.31%
01/11/13
0.00%
-0.11%
0.41%
01/14/13
-0.09%
0.36%
0.13%
01/15/13
0.11%
-0.29%
0.21%
01/16/13
0.02%
0.04%
-0.31%
01/17/13
0.56%
0.07%
-0.27%
01/18/13
0.34%
0.32%
-0.40%
01/21/13
0.00%
0.00%
0.00%
01/22/13
0.44%
-0.07%
0.11%
01/23/13
0.15%
-0.11%
0.06%
01/24/13
0.00%
-0.11%
-0.98%
01/25/13
0.54%
0.00%
-0.27%
01/28/13
-0.18%
-0.25%
0.14%
01/29/13
0.51%
0.22%
0.21%
01/30/13
-0.39%
-0.21%
-0.23%
01/31/13
-0.26%
0.28%
-0.65%
PortfolioAnalyst
Page: 68

Date
SPX
QAI
U1078169
02/01/13
1.01%
0.01%
-0.17%
02/04/13
-1.15%
-0.07%
-0.49%
02/05/13
1.04%
-0.07%
0.16%
02/06/13
0.05%
0.00%
0.68%
02/07/13
-0.18%
0.00%
-0.33%
02/08/13
0.57%
0.18%
-0.02%
02/11/13
-0.06%
-0.18%
0.46%
02/12/13
0.16%
0.11%
-0.39%
02/13/13
0.06%
0.04%
-0.24%
02/14/13
0.07%
-0.07%
-0.28%
02/15/13
-0.10%
0.25%
0.06%
02/18/13
0.00%
0.00%
-0.01%
02/19/13
0.73%
-0.11%
-0.68%
02/20/13
-1.24%
-0.32%
0.36%
02/21/13
-0.63%
-0.18%
-0.70%
02/22/13
0.88%
0.22%
0.48%
02/25/13
-1.83%
-0.36%
-0.25%
02/26/13
0.61%
0.25%
-0.15%
02/27/13
1.27%
0.22%
0.67%
02/28/13
-0.09%
0.07%
-0.14%
03/01/13
0.23%
0.07%
-0.31%
03/04/13
0.46%
-0.07%
-0.62%
03/05/13
0.96%
0.39%
-0.08%
03/06/13
0.11%
-0.04%
-0.31%
03/07/13
0.18%
-0.14%
0.35%
03/08/13
0.45%
-0.04%
-0.11%
03/11/13
0.32%
0.29%
-0.33%
03/12/13
-0.24%
0.00%
-0.35%
03/13/13
0.13%
-0.04%
-0.76%
PortfolioAnalyst
Page: 69

Date
SPX
QAI
U1078169
03/14/13
0.56%
-0.04%
-0.36%
03/15/13
-0.16%
0.25%
-1.06%
03/18/13
-0.55%
-0.39%
-0.27%
03/19/13
-0.24%
-0.11%
0.31%
03/20/13
0.67%
0.14%
0.79%
03/21/13
-0.83%
-0.18%
0.20%
03/22/13
0.72%
0.32%
-0.26%
03/25/13
-0.33%
-0.25%
-1.11%
03/26/13
0.78%
0.43%
0.59%
03/27/13
-0.06%
-0.21%
-0.10%
03/28/13
0.41%
0.35%
0.45%
03/29/13
0.00%
0.00%
0.00%
04/01/13
-0.45%
-0.64%
0.23%
04/02/13
0.52%
0.11%
-0.31%
04/03/13
-1.05%
-0.18%
0.49%
04/04/13
0.40%
0.25%
0.19%
04/05/13
-0.43%
-0.14%
-0.04%
04/08/13
0.63%
0.29%
-0.07%
04/09/13
0.35%
-0.14%
1.20%
04/10/13
1.22%
0.70%
1.94%
04/11/13
0.36%
0.05%
-0.23%
04/12/13
-0.28%
0.32%
0.23%
04/15/13
-2.30%
-0.49%
-2.11%
04/16/13
1.43%
0.00%
1.66%
04/17/13
-1.43%
-0.50%
0.21%
04/18/13
-0.67%
-0.18%
-2.58%
04/19/13
0.88%
0.43%
0.39%
04/22/13
0.47%
0.04%
1.52%
04/23/13
1.04%
0.53%
1.32%
PortfolioAnalyst
Page: 70

Date
SPX
QAI
U1078169
04/24/13
0.00%
0.00%
1.07%
04/25/13
0.40%
0.18%
0.35%
04/26/13
-0.18%
0.00%
-0.66%
04/29/13
0.72%
0.25%
1.26%
04/30/13
0.25%
0.07%
1.32%
05/01/13
-0.93%
-0.18%
-0.90%
05/02/13
0.94%
0.32%
0.71%
05/03/13
1.05%
-0.11%
0.92%
05/06/13
0.19%
0.32%
2.26%
05/07/13
0.52%
0.04%
0.71%
05/08/13
0.41%
0.18%
0.55%
05/09/13
-0.37%
-0.14%
-1.25%
05/10/13
0.43%
0.04%
1.07%
05/13/13
0.00%
2.66%
1.83%
05/14/13
1.01%
-2.69%
0.77%
05/15/13
0.51%
0.60%
0.34%
05/16/13
-0.50%
-0.49%
-0.98%
05/17/13
1.03%
3.26%
1.10%
05/20/13
-0.07%
-2.20%
0.50%
05/21/13
0.17%
-0.49%
0.03%
05/22/13
-0.83%
-0.56%
-1.54%
05/23/13
-0.29%
-0.21%
-0.52%
05/24/13
-0.06%
-0.14%
0.46%
05/27/13
0.00%
0.00%
0.00%
05/28/13
0.63%
-0.04%
0.95%
05/29/13
-0.70%
-0.28%
0.03%
05/30/13
0.37%
0.28%
1.06%
05/31/13
-1.43%
0.11%
-0.16%
06/03/13
0.59%
-0.70%
-0.07%
PortfolioAnalyst
Page: 71

Date
SPX
QAI
U1078169
06/04/13
-0.55%
-0.25%
-0.38%
06/05/13
-1.38%
-0.57%
-0.87%
06/06/13
0.85%
0.04%
0.96%
06/07/13
1.28%
0.36%
0.09%
06/10/13
-0.03%
-0.18%
0.52%
06/11/13
-1.02%
-0.43%
0.01%
06/12/13
-0.84%
-0.36%
-0.12%
06/13/13
1.48%
0.43%
0.10%
06/14/13
-0.59%
0.04%
0.29%
06/17/13
0.76%
0.25%
0.67%
06/18/13
0.78%
0.82%
1.10%
06/19/13
-1.39%
1.41%
-0.88%
06/20/13
-2.50%
-4.25%
-1.71%
06/21/13
0.27%
-0.25%
-0.85%
06/24/13
-1.21%
-0.55%
-0.41%
06/25/13
0.95%
0.40%
1.10%
06/26/13
0.96%
0.62%
0.77%
06/27/13
0.62%
0.54%
0.15%
06/28/13
-0.43%
-0.07%
-0.32%
07/01/13
0.54%
0.33%
0.81%
07/02/13
-0.05%
-0.07%
-0.50%
07/03/13
0.08%
0.00%
-0.05%
07/04/13
0.00%
0.00%
0.00%
07/05/13
1.02%
-0.22%
1.08%
07/08/13
0.53%
0.33%
0.79%
07/09/13
0.72%
0.29%
0.90%
07/10/13
0.02%
-0.07%
-0.14%
07/11/13
1.36%
0.86%
0.94%
07/12/13
0.31%
-0.14%
-0.03%
PortfolioAnalyst
Page: 72

Date
SPX
QAI
U1078169
07/15/13
0.14%
0.39%
-0.42%
07/16/13
-0.37%
-0.03%
-0.71%
07/17/13
0.28%
0.18%
0.29%
07/18/13
0.50%
0.11%
0.20%
07/19/13
0.16%
0.14%
-0.55%
07/22/13
0.20%
0.14%
0.07%
07/23/13
-0.19%
-0.07%
-0.24%
07/24/13
-0.38%
-0.27%
0.04%
07/25/13
0.26%
0.16%
0.30%
07/26/13
0.08%
-0.04%
-0.27%
07/29/13
-0.37%
-0.21%
-0.23%
07/30/13
0.04%
0.04%
0.17%
07/31/13
-0.01%
0.11%
0.51%
08/01/13
1.25%
0.43%
0.80%
08/02/13
0.16%
0.04%
-0.23%
08/05/13
-0.15%
0.00%
1.10%
08/06/13
-0.57%
-0.11%
-0.04%
08/07/13
-0.38%
-0.07%
-0.07%
08/08/13
0.39%
0.25%
-0.26%
08/09/13
-0.36%
0.07%
0.35%
08/12/13
-0.12%
-0.04%
0.05%
08/13/13
0.28%
-0.14%
-0.18%
08/14/13
-0.52%
0.04%
-0.25%
08/15/13
-1.43%
-0.49%
-1.23%
08/16/13
-0.33%
-0.25%
0.25%
08/19/13
-0.59%
-0.39%
-0.54%
08/20/13
0.38%
0.18%
0.43%
08/21/13
-0.58%
-0.29%
-0.81%
08/22/13
0.86%
0.04%
1.26%
PortfolioAnalyst
Page: 73

Date
SPX
QAI
U1078169
08/23/13
0.39%
0.39%
0.47%
08/26/13
-0.40%
-0.04%
-0.18%
08/27/13
-1.59%
-0.46%
-2.15%
08/28/13
0.27%
0.93%
0.12%
08/29/13
0.20%
-0.92%
1.09%
08/30/13
-0.32%
-0.14%
-1.49%
09/02/13
0.00%
0.00%
-0.02%
09/03/13
0.42%
0.25%
1.14%
09/04/13
0.81%
0.18%
0.53%
09/05/13
0.12%
-0.07%
-0.18%
09/06/13
0.01%
0.00%
0.15%
09/09/13
1.00%
0.68%
0.71%
09/10/13
0.73%
0.11%
0.45%
09/11/13
0.31%
0.25%
0.48%
09/12/13
-0.34%
-0.11%
0.49%
09/13/13
0.27%
0.18%
0.08%
09/16/13
0.57%
0.32%
0.08%
09/17/13
0.42%
0.14%
0.33%
09/18/13
1.22%
0.81%
0.43%
09/19/13
-0.18%
0.00%
-0.17%
09/20/13
-0.72%
-0.63%
-0.41%
09/23/13
-0.47%
0.35%
-0.31%
09/24/13
-0.26%
-0.03%
0.28%
09/25/13
-0.27%
0.00%
-0.35%
09/26/13
0.35%
0.28%
0.23%
09/27/13
-0.41%
-0.28%
-0.83%
09/30/13
-0.60%
-0.14%
-0.97%
10/01/13
0.80%
0.18%
0.60%
10/02/13
-0.07%
0.00%
0.03%
PortfolioAnalyst
Page: 74

Date
SPX
QAI
U1078169
10/03/13
-0.90%
-0.28%
-0.26%
10/04/13
0.71%
0.25%
0.02%
10/07/13
-0.85%
-0.31%
-0.59%
10/08/13
-1.23%
-0.35%
-0.72%
10/09/13
0.06%
-0.07%
-0.17%
10/10/13
2.18%
0.63%
1.20%
10/11/13
0.63%
0.17%
0.46%
10/14/13
0.41%
0.03%
0.27%
10/15/13
-0.71%
-0.07%
-0.29%
10/16/13
1.38%
0.38%
0.70%
10/17/13
0.67%
0.31%
0.18%
10/18/13
0.65%
0.38%
0.74%
10/21/13
0.01%
0.00%
-0.42%
10/22/13
0.57%
0.48%
0.37%
10/23/13
-0.47%
-0.52%
-0.62%
10/24/13
0.33%
0.21%
0.09%
10/25/13
0.44%
0.07%
-0.22%
10/28/13
0.13%
0.17%
-0.51%
10/29/13
0.56%
-0.03%
1.63%
10/30/13
-0.49%
-0.14%
-0.57%
10/31/13
-0.38%
-0.03%
0.45%
11/01/13
0.29%
-0.41%
0.03%
11/04/13
0.36%
0.28%
0.30%
11/05/13
-0.28%
-0.07%
0.04%
11/06/13
0.43%
0.28%
0.16%
11/07/13
-1.32%
-0.76%
-1.25%
11/08/13
1.34%
0.49%
0.78%
11/11/13
0.07%
-0.07%
0.12%
11/12/13
-0.24%
-0.03%
0.12%
PortfolioAnalyst
Page: 75

Date
SPX
QAI
U1078169
11/13/13
0.81%
0.21%
0.77%
11/14/13
0.48%
0.24%
-0.09%
11/15/13
0.42%
0.17%
0.16%
11/18/13
-0.37%
-0.03%
-0.54%
11/19/13
-0.20%
-0.21%
-0.50%
11/20/13
-0.36%
-0.21%
-0.02%
11/21/13
0.81%
0.48%
0.33%
11/22/13
0.50%
0.10%
-0.06%
11/25/13
-0.13%
-0.03%
0.17%
11/26/13
0.01%
0.07%
0.36%
11/27/13
0.25%
0.24%
0.43%
11/28/13
0.00%
0.00%
0.02%
11/29/13
-0.08%
-0.07%
0.04%
12/02/13
-0.27%
-0.38%
-0.87%
12/03/13
-0.32%
-0.17%
-0.28%
12/04/13
-0.13%
0.00%
0.26%
12/05/13
-0.43%
-0.31%
-0.10%
12/06/13
1.12%
0.24%
0.30%
12/09/13
0.18%
0.17%
0.34%
12/10/13
-0.32%
-0.07%
-0.28%
12/11/13
-1.13%
-0.41%
-0.80%
12/12/13
-0.38%
-0.21%
-0.21%
12/13/13
-0.01%
0.07%
-0.08%
12/16/13
0.63%
0.28%
0.48%
12/17/13
-0.31%
-0.03%
-0.08%
12/18/13
1.66%
0.62%
1.12%
12/19/13
-0.06%
-0.24%
-0.39%
12/20/13
0.48%
0.31%
1.59%
12/23/13
0.53%
0.24%
0.58%
PortfolioAnalyst
Page: 76

Date
SPX
QAI
U1078169
12/24/13
0.29%
0.03%
0.62%
12/26/13
0.47%
0.10%
-0.10%
12/27/13
-0.03%
-0.01%
0.12%
12/30/13
-0.02%
0.10%
-0.10%
12/31/13
0.40%
0.21%
-0.02%
01/02/14
-0.89%
-0.41%
-0.38%
01/03/14
-0.03%
0.00%
0.14%
01/06/14
-0.25%
-0.02%
-0.13%
01/07/14
0.61%
0.23%
0.56%
01/08/14
-0.02%
-0.03%
0.29%
01/09/14
0.03%
0.07%
0.12%
01/10/14
0.23%
0.31%
0.52%
01/13/14
-1.26%
-0.55%
-0.35%
01/14/14
1.08%
0.49%
-0.70%
01/15/14
0.52%
0.21%
0.38%
01/16/14
-0.13%
0.10%
0.11%
01/17/14
-0.39%
-0.07%
-0.39%
01/20/14
0.00%
0.00%
0.01%
01/21/14
0.28%
0.17%
0.05%
01/22/14
0.06%
-0.03%
0.62%
01/23/14
-0.89%
-0.24%
-1.46%
01/24/14
-2.09%
-0.86%
-1.88%
01/27/14
-0.49%
-0.38%
0.33%
01/28/14
0.61%
0.45%
0.68%
01/29/14
-1.02%
-0.28%
-0.73%
01/30/14
1.13%
0.42%
0.77%
01/31/14
-0.65%
-0.31%
-0.67%
02/03/14
-2.28%
-0.66%
-2.74%
02/04/14
0.76%
0.11%
0.24%
PortfolioAnalyst
Page: 77

Date
SPX
QAI
U1078169
02/05/14
-0.20%
-0.03%
-0.41%
02/06/14
1.24%
0.24%
1.25%
02/07/14
1.33%
0.66%
1.97%
02/10/14
0.16%
-0.07%
-0.08%
02/11/14
1.11%
0.27%
0.65%
02/12/14
-0.03%
0.15%
-0.05%
02/13/14
0.58%
0.35%
0.39%
02/14/14
0.48%
0.10%
-0.02%
02/17/14
0.00%
0.00%
0.00%
02/18/14
0.12%
0.31%
1.17%
02/19/14
-0.65%
-0.31%
-0.78%
02/20/14
0.60%
0.21%
0.50%
02/21/14
-0.19%
0.07%
-0.04%
02/24/14
0.62%
0.24%
0.29%
02/25/14
-0.13%
0.10%
0.20%
02/26/14
0.00%
0.14%
-0.91%
02/27/14
0.49%
0.38%
0.01%
02/28/14
0.28%
-0.17%
0.02%
03/03/14
-0.74%
-0.27%
-0.01%
03/04/14
1.53%
0.44%
0.01%
03/05/14
-0.01%
0.00%
0.00%
03/06/14
0.17%
0.00%
0.03%
03/07/14
0.05%
-0.20%
0.00%
03/10/14
-0.05%
-0.14%
0.00%
03/11/14
-0.51%
-0.27%
0.00%
03/12/14
0.03%
0.14%
0.05%
03/13/14
-1.17%
-0.44%
-0.15%
03/14/14
-0.28%
-0.03%
0.01%
03/17/14
0.96%
0.17%
0.10%
PortfolioAnalyst
Page: 78

Date
SPX
QAI
U1078169
03/18/14
0.72%
0.45%
0.50%
03/19/14
-0.61%
-0.48%
-0.26%
03/20/14
0.60%
0.03%
-0.09%
03/21/14
-0.29%
-0.31%
-0.25%
03/24/14
-0.49%
0.14%
-0.76%
03/25/14
0.44%
-0.27%
0.02%
03/26/14
-0.70%
0.14%
-0.31%
03/27/14
-0.19%
-0.10%
0.16%
03/28/14
0.46%
0.21%
-0.69%
03/31/14
0.79%
0.38%
1.72%
04/01/14
0.70%
0.27%
1.51%
04/02/14
0.29%
0.00%
0.32%
04/03/14
-0.11%
-0.03%
-1.18%
04/04/14
-1.25%
-0.65%
-2.52%
04/07/14
-1.08%
-0.52%
-1.58%
04/08/14
0.38%
0.24%
1.11%
04/09/14
1.09%
0.45%
3.09%
04/10/14
-2.09%
-0.89%
-4.05%
04/11/14
-0.95%
-0.28%
-1.42%
04/14/14
0.82%
1.56%
-0.59%
04/15/14
0.68%
-1.33%
1.25%
04/16/14
1.05%
0.62%
2.55%
04/17/14
0.14%
0.03%
0.16%
04/18/14
0.00%
0.00%
0.00%
04/21/14
0.38%
0.14%
2.32%
04/22/14
0.41%
0.45%
0.93%
04/23/14
-0.22%
-0.07%
-0.73%
04/24/14
0.17%
0.08%
-1.16%
04/25/14
-0.81%
-0.56%
0.10%
PortfolioAnalyst
Page: 79

Date
SPX
QAI
U1078169
04/28/14
0.32%
0.00%
0.06%
04/29/14
0.48%
0.38%
0.00%
04/30/14
0.30%
0.38%
-0.06%
05/01/14
-0.01%
0.14%
0.01%
05/02/14
-0.13%
0.03%
-0.02%
05/05/14
0.19%
0.14%
0.05%
05/06/14
-0.90%
-0.34%
0.08%
05/07/14
0.56%
0.31%
0.11%
05/08/14
-0.14%
-0.27%
-0.46%
05/09/14
0.15%
-0.03%
0.22%
05/12/14
0.97%
0.48%
0.74%
05/13/14
0.04%
0.00%
-0.14%
05/14/14
-0.47%
0.00%
-0.58%
05/15/14
-0.94%
-0.37%
0.34%
05/16/14
0.37%
0.24%
0.05%
05/19/14
0.38%
0.27%
0.19%
05/20/14
-0.65%
-0.31%
-0.42%
05/21/14
0.81%
0.33%
0.83%
05/22/14
0.24%
0.18%
0.93%
05/23/14
0.42%
0.17%
0.26%
05/26/14
0.00%
0.00%
0.00%
05/27/14
0.60%
0.30%
0.49%
05/28/14
-0.11%
0.10%
0.38%
05/29/14
0.54%
0.13%
0.28%
05/30/14
0.18%
-0.07%
-0.13%
06/02/14
0.07%
-0.13%
0.21%
06/03/14
-0.04%
0.00%
-0.48%
06/04/14
0.19%
0.30%
-0.26%
06/05/14
0.65%
0.13%
0.35%
PortfolioAnalyst
Page: 80

Date
SPX
QAI
U1078169
06/06/14
0.46%
0.17%
-0.34%
06/09/14
0.09%
-0.10%
-0.10%
06/10/14
-0.02%
-0.17%
-0.34%
06/11/14
-0.35%
0.07%
-0.01%
06/12/14
-0.71%
-0.23%
0.16%
06/13/14
0.31%
0.10%
0.04%
06/16/14
0.08%
-0.07%
-0.57%
06/17/14
0.22%
0.27%
0.45%
06/18/14
0.77%
0.30%
0.86%
06/19/14
0.13%
0.00%
-0.53%
06/20/14
0.17%
0.10%
-0.04%
06/23/14
-0.01%
-0.07%
0.37%
06/24/14
-0.64%
-0.13%
-1.22%
06/25/14
0.49%
0.13%
-0.28%
06/26/14
-0.12%
0.03%
0.32%
06/27/14
0.19%
0.07%
-0.34%
06/30/14
-0.04%
0.17%
0.04%
07/01/14
0.67%
0.40%
0.19%
07/02/14
0.07%
-0.07%
0.01%
07/03/14
0.55%
0.30%
0.46%
07/04/14
0.00%
0.00%
0.00%
07/07/14
-0.39%
-0.53%
-0.73%
07/08/14
-0.70%
-0.53%
-0.59%
07/09/14
0.46%
0.40%
-0.53%
07/10/14
-0.41%
-0.47%
-3.15%
07/11/14
0.15%
0.23%
0.49%
07/14/14
0.48%
0.20%
-0.10%
07/15/14
-0.19%
-0.20%
-0.41%
07/16/14
0.42%
0.10%
0.34%
PortfolioAnalyst
Page: 81

Date
SPX
QAI
U1078169
07/17/14
-1.18%
-0.57%
-0.67%
07/18/14
1.03%
0.37%
1.05%
07/21/14
-0.23%
-0.07%
0.01%
07/22/14
0.50%
0.33%
0.65%
07/23/14
0.18%
0.07%
0.12%
07/24/14
0.05%
0.03%
0.49%
07/25/14
-0.48%
-0.17%
-0.01%
07/28/14
0.03%
-0.03%
-0.32%
07/29/14
-0.45%
-0.17%
-0.17%
07/30/14
0.01%
0.00%
0.20%
07/31/14
-2.00%
-0.94%
-1.64%
08/01/14
-0.29%
-0.10%
-0.75%
08/04/14
0.72%
0.27%
0.89%
08/05/14
-0.97%
-0.40%
-0.50%
08/06/14
0.00%
-0.03%
0.16%
08/07/14
-0.56%
-0.30%
-0.43%
08/08/14
1.15%
0.48%
1.80%
08/11/14
0.28%
0.23%
0.64%
08/12/14
-0.16%
-0.12%
-0.84%
08/13/14
0.67%
0.27%
0.64%
08/14/14
0.43%
0.34%
0.52%
08/15/14
-0.01%
0.07%
0.04%
08/18/14
0.85%
0.34%
1.68%
08/19/14
0.50%
0.17%
1.01%
08/20/14
0.25%
0.03%
-0.34%
08/21/14
0.29%
0.07%
0.28%
08/22/14
-0.20%
0.03%
0.01%
Average
0.07%
0.02%
0.06%
PortfolioAnalyst
Page: 82
Cumulative Performance Statistics
Date
U1078169
Key Statistics
08/01/12
-1.19%
08/02/12
-2.48%
Beginning NAV:
41,140.88
08/03/12
-0.34%
Ending NAV:
613,497.63
08/06/12
0.13%
Cumulative Return:
38.49%
08/07/12
1.17%
08/08/12
1.00%
5 Day Return:
2.66%
(08/18/14 - 08/22/14)
08/09/12
0.78%
10 Day Return:
3.69%
(08/11/14 - 08/22/14)
08/10/12
0.21%
Best Return:
5.30%
(01/02/13)
08/13/12
0.57%
Worst Return:
-4.05%
08/14/12
0.40%
512,820.90
08/15/12
0.27%
08/16/12
0.71%
08/17/12
0.77%
08/20/12
0.63%
PortfolioAnalyst
(04/10/14)
Page: 83
Cumulative Performance Statistics (Cont.)

Date
U1078169
08/21/12
1.44%
08/22/12
1.80%
08/23/12
2.07%
08/24/12
2.24%
08/27/12
2.53%
08/28/12
3.04%
08/29/12
2.70%
08/30/12
2.01%
08/31/12
2.81%
09/03/12
2.93%
09/04/12
3.23%
09/05/12
3.40%
09/06/12
4.36%
09/07/12
6.16%
09/10/12
5.80%
09/11/12
6.10%
09/12/12
6.59%
09/13/12
7.19%
09/14/12
8.05%
09/17/12
8.63%
09/18/12
7.35%
09/19/12
7.34%
09/20/12
7.51%
09/21/12
7.68%
09/24/12
6.73%
09/25/12
5.29%
09/26/12
4.56%
09/27/12
5.78%
09/28/12
5.09%
PortfolioAnalyst
Page: 84

Date
U1078169
10/01/12
5.41%
10/02/12
4.55%
10/03/12
5.22%
10/04/12
5.26%
10/05/12
4.29%
10/08/12
3.44%
10/09/12
2.71%
10/10/12
2.90%
10/11/12
2.23%
10/12/12
2.59%
10/15/12
1.99%
10/16/12
3.00%
10/17/12
3.68%
10/18/12
3.31%
10/19/12
2.40%
10/22/12
2.63%
10/23/12
3.70%
10/24/12
3.24%
10/25/12
3.71%
10/26/12
3.19%
10/29/12
3.18%
10/30/12
3.18%
10/31/12
3.76%
11/01/12
3.90%
11/02/12
3.14%
11/05/12
3.98%
11/06/12
4.52%
11/07/12
1.86%
11/08/12
1.07%
PortfolioAnalyst
Page: 85

Date
U1078169
11/09/12
0.17%
11/12/12
-0.41%
11/13/12
-1.48%
11/14/12
-3.30%
11/15/12
-4.03%
11/16/12
-1.44%
11/19/12
0.64%
11/20/12
1.65%
11/21/12
3.30%
11/22/12
3.30%
11/23/12
5.82%
11/26/12
4.80%
11/27/12
4.82%
11/28/12
7.57%
11/29/12
8.96%
11/30/12
8.30%
12/03/12
7.22%
12/04/12
8.13%
12/05/12
8.39%
12/06/12
8.11%
12/07/12
8.05%
12/10/12
7.70%
12/11/12
9.26%
12/12/12
8.49%
12/13/12
7.07%
12/14/12
6.58%
12/17/12
8.65%
12/18/12
10.93%
12/19/12
11.02%
PortfolioAnalyst
Page: 86

Date
U1078169
12/20/12
11.96%
12/21/12
9.06%
12/24/12
8.17%
12/26/12
7.17%
12/27/12
6.91%
12/28/12
5.61%
12/31/12
8.07%
01/02/13
13.80%
01/03/13
14.27%
01/04/13
15.01%
01/07/13
14.90%
01/08/13
13.25%
01/09/13
12.68%
01/10/13
14.15%
01/11/13
14.62%
01/14/13
14.77%
01/15/13
15.01%
01/16/13
14.65%
01/17/13
14.34%
01/18/13
13.88%
01/21/13
13.88%
01/22/13
14.01%
01/23/13
14.07%
01/24/13
12.96%
01/25/13
12.65%
01/28/13
12.81%
01/29/13
13.04%
01/30/13
12.79%
01/31/13
12.06%
PortfolioAnalyst
Page: 87

Date
U1078169
02/01/13
11.87%
02/04/13
11.32%
02/05/13
11.49%
02/06/13
12.25%
02/07/13
11.88%
02/08/13
11.86%
02/11/13
12.37%
02/12/13
11.94%
02/13/13
11.66%
02/14/13
11.35%
02/15/13
11.42%
02/18/13
11.42%
02/19/13
10.65%
02/20/13
11.05%
02/21/13
10.27%
02/22/13
10.80%
02/25/13
10.52%
02/26/13
10.35%
02/27/13
11.09%
02/28/13
10.94%
03/01/13
10.59%
03/04/13
9.91%
03/05/13
9.82%
03/06/13
9.48%
03/07/13
9.87%
03/08/13
9.75%
03/11/13
9.39%
03/12/13
9.00%
03/13/13
8.17%
PortfolioAnalyst
Page: 88

Date
U1078169
03/14/13
7.78%
03/15/13
6.63%
03/18/13
6.34%
03/19/13
6.67%
03/20/13
7.51%
03/21/13
7.73%
03/22/13
7.44%
03/25/13
6.25%
03/26/13
6.88%
03/27/13
6.77%
03/28/13
7.25%
03/29/13
7.26%
04/01/13
7.51%
04/02/13
7.18%
04/03/13
7.70%
04/04/13
7.91%
04/05/13
7.86%
04/08/13
7.79%
04/09/13
9.08%
04/10/13
11.19%
04/11/13
10.94%
04/12/13
11.19%
04/15/13
8.85%
04/16/13
10.66%
04/17/13
10.89%
04/18/13
8.02%
04/19/13
8.44%
04/22/13
10.09%
04/23/13
11.55%
PortfolioAnalyst
Page: 89

Date
U1078169
04/24/13
12.74%
04/25/13
13.14%
04/26/13
12.40%
04/29/13
13.81%
04/30/13
15.32%
05/01/13
14.29%
05/02/13
15.11%
05/03/13
16.17%
05/06/13
18.80%
05/07/13
19.64%
05/08/13
20.30%
05/09/13
18.80%
05/10/13
20.06%
05/13/13
22.27%
05/14/13
23.21%
05/15/13
23.63%
05/16/13
22.42%
05/17/13
23.77%
05/20/13
24.38%
05/21/13
24.42%
05/22/13
22.51%
05/23/13
21.87%
05/24/13
22.43%
05/27/13
22.43%
05/28/13
23.59%
05/29/13
23.64%
05/30/13
24.95%
05/31/13
24.75%
06/03/13
24.66%
PortfolioAnalyst
Page: 90

Date
U1078169
06/04/13
24.18%
06/05/13
23.11%
06/06/13
24.29%
06/07/13
24.40%
06/10/13
25.05%
06/11/13
25.07%
06/12/13
24.92%
06/13/13
25.04%
06/14/13
25.40%
06/17/13
26.24%
06/18/13
27.63%
06/19/13
26.51%
06/20/13
24.35%
06/21/13
23.30%
06/24/13
22.79%
06/25/13
24.14%
06/26/13
25.09%
06/27/13
25.28%
06/28/13
24.88%
07/01/13
25.90%
07/02/13
25.27%
07/03/13
25.21%
07/04/13
25.21%
07/05/13
26.56%
07/08/13
27.57%
07/09/13
28.72%
07/10/13
28.54%
07/11/13
29.74%
07/12/13
29.71%
PortfolioAnalyst
Page: 91

Date
U1078169
07/15/13
29.17%
07/16/13
28.25%
07/17/13
28.63%
07/18/13
28.88%
07/19/13
28.17%
07/22/13
28.26%
07/23/13
27.95%
07/24/13
28.00%
07/25/13
28.38%
07/26/13
28.04%
07/29/13
27.74%
07/30/13
27.96%
07/31/13
28.61%
08/01/13
29.63%
08/02/13
29.34%
08/05/13
30.76%
08/06/13
30.71%
08/07/13
30.62%
08/08/13
30.29%
08/09/13
30.75%
08/12/13
30.82%
08/13/13
30.59%
08/14/13
30.27%
08/15/13
28.67%
08/16/13
28.99%
08/19/13
28.29%
08/20/13
28.84%
08/21/13
27.79%
08/22/13
29.40%
PortfolioAnalyst
Page: 92

Date
U1078169
08/23/13
30.01%
08/26/13
29.78%
08/27/13
26.99%
08/28/13
27.14%
08/29/13
28.53%
08/30/13
26.62%
09/02/13
26.59%
09/03/13
28.04%
09/04/13
28.73%
09/05/13
28.49%
09/06/13
28.69%
09/09/13
29.60%
09/10/13
30.18%
09/11/13
30.80%
09/12/13
31.43%
09/13/13
31.54%
09/16/13
31.64%
09/17/13
32.08%
09/18/13
32.65%
09/19/13
32.43%
09/20/13
31.88%
09/23/13
31.47%
09/24/13
31.84%
09/25/13
31.38%
09/26/13
31.68%
09/27/13
30.59%
09/30/13
29.33%
10/01/13
30.11%
10/02/13
30.15%
PortfolioAnalyst
Page: 93

Date
U1078169
10/03/13
29.81%
10/04/13
29.83%
10/07/13
29.07%
10/08/13
28.14%
10/09/13
27.93%
10/10/13
29.46%
10/11/13
30.05%
10/14/13
30.41%
10/15/13
30.03%
10/16/13
30.94%
10/17/13
31.17%
10/18/13
32.14%
10/21/13
31.59%
10/22/13
32.07%
10/23/13
31.25%
10/24/13
31.37%
10/25/13
31.08%
10/28/13
30.42%
10/29/13
32.54%
10/30/13
31.78%
10/31/13
32.37%
11/01/13
32.41%
11/04/13
32.81%
11/05/13
32.85%
11/06/13
33.06%
11/07/13
31.39%
11/08/13
32.42%
11/11/13
32.58%
11/12/13
32.74%
PortfolioAnalyst
Page: 94

Date
U1078169
11/13/13
33.76%
11/14/13
33.64%
11/15/13
33.86%
11/18/13
33.13%
11/19/13
32.46%
11/20/13
32.44%
11/21/13
32.88%
11/22/13
32.79%
11/25/13
33.02%
11/26/13
33.50%
11/27/13
34.07%
11/28/13
34.10%
11/29/13
34.16%
12/02/13
32.99%
12/03/13
32.62%
12/04/13
32.96%
12/05/13
32.82%
12/06/13
33.21%
12/09/13
33.67%
12/10/13
33.29%
12/11/13
32.22%
12/12/13
31.94%
12/13/13
31.83%
12/16/13
32.47%
12/17/13
32.36%
12/18/13
33.84%
12/19/13
33.32%
12/20/13
35.43%
12/23/13
36.22%
PortfolioAnalyst
Page: 95

Date
U1078169
12/24/13
37.06%
12/26/13
36.93%
12/27/13
37.10%
12/30/13
36.97%
12/31/13
36.94%
01/02/14
36.43%
01/03/14
36.62%
01/06/14
36.45%
01/07/14
37.21%
01/08/14
37.61%
01/09/14
37.77%
01/10/14
38.49%
01/13/14
38.00%
01/14/14
37.03%
01/15/14
37.56%
01/16/14
37.71%
01/17/14
37.17%
01/20/14
37.18%
01/21/14
37.25%
01/22/14
38.10%
01/23/14
36.08%
01/24/14
33.52%
01/27/14
33.95%
01/28/14
34.86%
01/29/14
33.87%
01/30/14
34.90%
01/31/14
34.00%
02/03/14
30.32%
02/04/14
30.64%
PortfolioAnalyst
Page: 96

Date
U1078169
02/05/14
30.10%
02/06/14
31.73%
02/07/14
34.33%
02/10/14
34.23%
02/11/14
35.10%
02/12/14
35.03%
02/13/14
35.56%
02/14/14
35.53%
02/17/14
35.54%
02/18/14
37.13%
02/19/14
36.05%
02/20/14
36.74%
02/21/14
36.69%
02/24/14
37.09%
02/25/14
37.37%
02/26/14
36.13%
02/27/14
36.14%
02/28/14
36.18%
03/03/14
36.16%
03/04/14
36.17%
03/05/14
36.16%
03/06/14
36.21%
03/07/14
36.21%
03/10/14
36.21%
03/11/14
36.21%
03/12/14
36.27%
03/13/14
36.07%
03/14/14
36.08%
03/17/14
36.22%
PortfolioAnalyst
Page: 97

Date
U1078169
03/18/14
36.89%
03/19/14
36.54%
03/20/14
36.42%
03/21/14
36.08%
03/24/14
35.04%
03/25/14
35.07%
03/26/14
34.65%
03/27/14
34.86%
03/28/14
33.94%
03/31/14
36.24%
04/01/14
38.31%
04/02/14
38.75%
04/03/14
37.11%
04/04/14
33.65%
04/07/14
31.54%
04/08/14
33.00%
04/09/14
37.11%
04/10/14
31.56%
04/11/14
29.68%
04/14/14
28.92%
04/15/14
30.53%
04/16/14
33.86%
04/17/14
34.07%
04/18/14
34.07%
04/21/14
37.17%
04/22/14
38.45%
04/23/14
37.44%
04/24/14
35.84%
04/25/14
35.98%
PortfolioAnalyst
Page: 98

Date
U1078169
04/28/14
36.06%
04/29/14
36.06%
04/30/14
35.99%
05/01/14
36.00%
05/02/14
35.97%
05/05/14
36.04%
05/06/14
36.15%
05/07/14
36.30%
05/08/14
35.67%
05/09/14
35.98%
05/12/14
36.98%
05/13/14
36.78%
05/14/14
35.99%
05/15/14
36.45%
05/16/14
36.51%
05/19/14
36.77%
05/20/14
36.20%
05/21/14
37.33%
05/22/14
38.62%
05/23/14
38.97%
05/26/14
38.98%
05/27/14
39.66%
05/28/14
40.19%
05/29/14
40.59%
05/30/14
40.40%
06/02/14
40.69%
06/03/14
40.01%
06/04/14
39.65%
06/05/14
40.14%
PortfolioAnalyst
Page: 99

Date
U1078169
06/06/14
39.66%
06/09/14
39.52%
06/10/14
39.05%
06/11/14
39.04%
06/12/14
39.26%
06/13/14
39.32%
06/16/14
38.53%
06/17/14
39.14%
06/18/14
40.34%
06/19/14
39.59%
06/20/14
39.53%
06/23/14
40.05%
06/24/14
38.34%
06/25/14
37.95%
06/26/14
38.39%
06/27/14
37.92%
06/30/14
37.97%
07/01/14
38.24%
07/02/14
38.25%
07/03/14
38.89%
07/04/14
38.88%
07/07/14
37.87%
07/08/14
37.05%
07/09/14
36.33%
07/10/14
32.04%
07/11/14
32.69%
07/14/14
32.56%
07/15/14
32.01%
07/16/14
32.46%
PortfolioAnalyst
Page: 100

Date
U1078169
07/17/14
31.58%
07/18/14
32.97%
07/21/14
32.98%
07/22/14
33.84%
07/23/14
34.01%
07/24/14
34.66%
07/25/14
34.65%
07/28/14
34.21%
07/29/14
33.98%
07/30/14
34.24%
07/31/14
32.04%
08/01/14
31.06%
08/04/14
32.22%
08/05/14
31.56%
08/06/14
31.76%
08/07/14
31.20%
08/08/14
33.57%
08/11/14
34.42%
08/12/14
33.30%
08/13/14
34.15%
08/14/14
34.85%
08/15/14
34.90%
08/18/14
37.17%
08/19/14
38.55%
08/20/14
38.09%
08/21/14
38.47%
08/22/14
38.49%
08/01/12 to 08/22/14
38.49%
PortfolioAnalyst
Page: 101
Cumulative Benchmark Comparison
Date
SPX
QAI
U1078169
08/01/12
-0.30%
0.09%
-1.19%
08/02/12
-1.04%
-0.40%
-2.48%
08/03/12
0.85%
0.22%
-0.34%
08/06/12
1.08%
0.00%
0.13%
08/07/12
1.60%
0.36%
1.17%
08/08/12
1.66%
0.18%
1.00%
08/09/12
1.70%
0.47%
0.78%
08/10/12
1.92%
0.11%
0.21%
08/13/12
1.80%
0.05%
0.57%
08/14/12
1.78%
0.21%
0.40%
08/15/12
1.90%
0.07%
0.27%
08/16/12
2.62%
-0.11%
0.71%
08/17/12
2.82%
0.07%
0.77%
08/20/12
2.81%
-0.04%
0.63%
PortfolioAnalyst
Page: 102
Cumulative Benchmark Comparison (Cont.)

Date
SPX
QAI
U1078169
08/21/12
2.45%
0.43%
1.44%
08/22/12
2.48%
0.32%
1.80%
08/23/12
1.65%
0.22%
2.07%
08/24/12
2.31%
0.25%
2.24%
08/27/12
2.26%
0.65%
2.53%
08/28/12
2.17%
0.57%
3.04%
08/29/12
2.26%
0.50%
2.70%
08/30/12
1.46%
0.36%
2.01%
08/31/12
1.98%
0.68%
2.81%
09/03/12
1.98%
0.68%
2.93%
09/04/12
1.86%
0.57%
3.23%
09/05/12
1.75%
0.50%
3.40%
09/06/12
3.83%
0.75%
4.36%
09/07/12
4.25%
1.01%
6.16%
09/10/12
3.61%
0.90%
5.80%
09/11/12
3.93%
1.01%
6.10%
09/12/12
4.15%
0.90%
6.59%
09/13/12
5.85%
1.22%
7.19%
09/14/12
6.27%
1.04%
8.05%
09/17/12
5.94%
0.97%
8.63%
09/18/12
5.80%
1.15%
7.35%
09/19/12
5.93%
1.33%
7.34%
09/20/12
5.87%
1.19%
7.51%
09/21/12
5.86%
1.44%
7.68%
09/24/12
5.62%
1.33%
6.73%
09/25/12
4.51%
1.19%
5.29%
09/26/12
3.91%
1.22%
4.56%
09/27/12
4.92%
1.33%
5.78%
09/28/12
4.45%
1.15%
5.09%
PortfolioAnalyst
Page: 103

Date
SPX
QAI
U1078169
10/01/12
4.72%
1.36%
5.41%
10/02/12
4.82%
1.19%
4.55%
10/03/12
5.20%
1.40%
5.22%
10/04/12
5.95%
1.22%
5.26%
10/05/12
5.92%
1.22%
4.29%
10/08/12
5.55%
1.40%
3.44%
10/09/12
4.51%
1.26%
2.71%
10/10/12
3.86%
1.22%
2.90%
10/11/12
3.88%
1.29%
2.23%
10/12/12
3.57%
1.29%
2.59%
10/15/12
4.41%
1.40%
1.99%
10/16/12
5.48%
1.54%
3.00%
10/17/12
5.92%
1.51%
3.68%
10/18/12
5.66%
1.47%
3.31%
10/19/12
3.91%
1.19%
2.40%
10/22/12
3.95%
1.15%
2.63%
10/23/12
2.45%
1.08%
3.70%
10/24/12
2.13%
1.01%
3.24%
10/25/12
2.44%
0.93%
3.71%
10/26/12
2.36%
1.22%
3.19%
10/29/12
2.36%
1.22%
3.18%
10/30/12
2.36%
1.22%
3.18%
10/31/12
2.38%
1.29%
3.76%
11/01/12
3.50%
1.54%
3.90%
11/02/12
2.53%
1.29%
3.14%
11/05/12
2.75%
1.40%
3.98%
11/06/12
3.56%
1.29%
4.52%
11/07/12
1.10%
1.11%
1.86%
11/08/12
-0.13%
0.93%
1.07%
PortfolioAnalyst
Page: 104

Date
SPX
QAI
U1078169
11/09/12
0.04%
0.90%
0.17%
11/12/12
0.05%
0.90%
-0.41%
11/13/12
-0.35%
0.83%
-1.48%
11/14/12
-1.73%
0.65%
-3.30%
11/15/12
-1.88%
0.91%
-4.03%
11/16/12
-1.41%
0.68%
-1.44%
11/19/12
0.55%
1.04%
0.64%
11/20/12
0.62%
0.83%
1.65%
11/21/12
0.85%
0.90%
3.30%
11/22/12
0.85%
0.90%
3.30%
11/23/12
2.16%
0.93%
5.82%
11/26/12
1.96%
1.01%
4.80%
11/27/12
1.42%
1.19%
4.82%
11/28/12
2.22%
1.15%
7.57%
11/29/12
2.66%
1.36%
8.96%
11/30/12
2.67%
1.47%
8.30%
12/03/12
2.19%
1.11%
7.22%
12/04/12
2.01%
1.22%
8.13%
12/05/12
2.17%
1.33%
8.39%
12/06/12
2.51%
1.36%
8.11%
12/07/12
2.81%
1.15%
8.05%
12/10/12
2.84%
1.29%
7.70%
12/11/12
3.52%
1.19%
9.26%
12/12/12
3.56%
0.97%
8.49%
12/13/12
2.91%
0.86%
7.07%
12/14/12
2.48%
0.83%
6.58%
12/17/12
3.70%
0.86%
8.65%
12/18/12
4.89%
0.83%
10.93%
12/19/12
4.10%
1.26%
11.02%
PortfolioAnalyst
Page: 105

Date
SPX
QAI
U1078169
12/20/12
4.67%
0.86%
11.96%
12/21/12
3.69%
1.15%
9.06%
12/24/12
3.43%
0.86%
8.17%
12/26/12
2.94%
0.83%
7.17%
12/27/12
2.81%
0.93%
6.91%
12/28/12
1.68%
1.04%
5.61%
12/31/12
3.40%
1.00%
8.07%
01/02/13
6.02%
1.58%
13.80%
01/03/13
5.80%
1.37%
14.27%
01/04/13
6.32%
1.48%
15.01%
01/07/13
5.99%
1.33%
14.90%
01/08/13
5.64%
1.15%
13.25%
01/09/13
5.92%
1.44%
12.68%
01/10/13
6.73%
1.44%
14.15%
01/11/13
6.72%
1.33%
14.62%
01/14/13
6.62%
1.69%
14.77%
01/15/13
6.74%
1.40%
15.01%
01/16/13
6.76%
1.44%
14.65%
01/17/13
7.37%
1.51%
14.34%
01/18/13
7.73%
1.84%
13.88%
01/21/13
7.73%
1.84%
13.88%
01/22/13
8.21%
1.77%
14.01%
01/23/13
8.37%
1.66%
14.07%
01/24/13
8.37%
1.55%
12.96%
01/25/13
8.96%
1.55%
12.65%
01/28/13
8.76%
1.29%
12.81%
01/29/13
9.32%
1.51%
13.04%
01/30/13
8.89%
1.29%
12.79%
01/31/13
8.61%
1.57%
12.06%
PortfolioAnalyst
Page: 106

Date
SPX
QAI
U1078169
02/01/13
9.70%
1.58%
11.87%
02/04/13
8.44%
1.51%
11.32%
02/05/13
9.57%
1.44%
11.49%
02/06/13
9.63%
1.44%
12.25%
02/07/13
9.43%
1.44%
11.88%
02/08/13
10.05%
1.62%
11.86%
02/11/13
9.98%
1.44%
12.37%
02/12/13
10.16%
1.55%
11.94%
02/13/13
10.22%
1.58%
11.66%
02/14/13
10.30%
1.51%
11.35%
02/15/13
10.18%
1.77%
11.42%
02/18/13
10.18%
1.77%
11.42%
02/19/13
10.99%
1.66%
10.65%
02/20/13
9.62%
1.33%
11.05%
02/21/13
8.92%
1.15%
10.27%
02/22/13
9.88%
1.37%
10.80%
02/25/13
7.87%
1.00%
10.52%
02/26/13
8.53%
1.26%
10.35%
02/27/13
9.91%
1.48%
11.09%
02/28/13
9.81%
1.55%
10.94%
03/01/13
10.07%
1.62%
10.59%
03/04/13
10.58%
1.55%
9.91%
03/05/13
11.63%
1.95%
9.82%
03/06/13
11.76%
1.91%
9.48%
03/07/13
11.96%
1.77%
9.87%
03/08/13
12.46%
1.73%
9.75%
03/11/13
12.83%
2.02%
9.39%
03/12/13
12.55%
2.02%
9.00%
03/13/13
12.70%
1.98%
8.17%
PortfolioAnalyst
Page: 107

Date
SPX
QAI
U1078169
03/14/13
13.33%
1.95%
7.78%
03/15/13
13.15%
2.20%
6.63%
03/18/13
12.53%
1.80%
6.34%
03/19/13
12.25%
1.69%
6.67%
03/20/13
13.01%
1.84%
7.51%
03/21/13
12.07%
1.66%
7.73%
03/22/13
12.87%
1.98%
7.44%
03/25/13
12.50%
1.73%
6.25%
03/26/13
13.37%
2.17%
6.88%
03/27/13
13.31%
1.95%
6.77%
03/28/13
13.77%
2.31%
7.25%
03/29/13
13.77%
2.31%
7.26%
04/01/13
13.26%
1.66%
7.51%
04/02/13
13.84%
1.77%
7.18%
04/03/13
12.64%
1.58%
7.70%
04/04/13
13.10%
1.84%
7.91%
04/05/13
12.61%
1.69%
7.86%
04/08/13
13.32%
1.98%
7.79%
04/09/13
13.72%
1.84%
9.08%
04/10/13
15.11%
2.55%
11.19%
04/11/13
15.52%
2.60%
10.94%
04/12/13
15.19%
2.93%
11.19%
04/15/13
12.55%
2.42%
8.85%
04/16/13
14.16%
2.42%
10.66%
04/17/13
12.52%
1.91%
10.89%
04/18/13
11.77%
1.73%
8.02%
04/19/13
12.75%
2.17%
8.44%
04/22/13
13.28%
2.20%
10.09%
04/23/13
14.46%
2.75%
11.55%
PortfolioAnalyst
Page: 108

Date
SPX
QAI
U1078169
04/24/13
14.46%
2.75%
12.74%
04/25/13
14.92%
2.93%
13.14%
04/26/13
14.71%
2.93%
12.40%
04/29/13
15.54%
3.18%
13.81%
04/30/13
15.82%
3.26%
15.32%
05/01/13
14.74%
3.07%
14.29%
05/02/13
15.82%
3.40%
15.11%
05/03/13
17.04%
3.29%
16.17%
05/06/13
17.27%
3.62%
18.80%
05/07/13
17.88%
3.65%
19.64%
05/08/13
18.37%
3.84%
20.30%
05/09/13
17.93%
3.69%
18.80%
05/10/13
18.44%
3.73%
20.06%
05/13/13
18.45%
6.49%
22.27%
05/14/13
19.65%
3.62%
23.21%
05/15/13
20.26%
4.24%
23.63%
05/16/13
19.66%
3.73%
22.42%
05/17/13
20.89%
7.11%
23.77%
05/20/13
20.81%
4.74%
24.38%
05/21/13
21.01%
4.24%
24.42%
05/22/13
20.01%
3.65%
22.51%
05/23/13
19.66%
3.44%
21.87%
05/24/13
19.60%
3.29%
22.43%
05/27/13
19.60%
3.29%
22.43%
05/28/13
20.35%
3.26%
23.59%
05/29/13
19.51%
2.96%
23.64%
05/30/13
19.94%
3.26%
24.95%
05/31/13
18.23%
3.36%
24.75%
06/03/13
18.93%
2.64%
24.66%
PortfolioAnalyst
Page: 109

Date
SPX
QAI
U1078169
06/04/13
18.27%
2.38%
24.18%
06/05/13
16.64%
1.80%
23.11%
06/06/13
17.63%
1.84%
24.29%
06/07/13
19.14%
2.20%
24.40%
06/10/13
19.10%
2.02%
25.05%
06/11/13
17.89%
1.58%
25.07%
06/12/13
16.91%
1.22%
24.92%
06/13/13
18.64%
1.66%
25.04%
06/14/13
17.94%
1.69%
25.40%
06/17/13
18.83%
1.95%
26.24%
06/18/13
19.76%
2.78%
27.63%
06/19/13
18.10%
4.24%
26.51%
06/20/13
15.14%
-0.19%
24.35%
06/21/13
15.45%
-0.45%
23.30%
06/24/13
14.05%
-0.99%
22.79%
06/25/13
15.13%
-0.59%
24.14%
06/26/13
16.24%
0.02%
25.09%
06/27/13
16.96%
0.57%
25.28%
06/28/13
16.45%
0.50%
24.88%
07/01/13
17.08%
0.82%
25.90%
07/02/13
17.02%
0.75%
25.27%
07/03/13
17.12%
0.75%
25.21%
07/04/13
17.12%
0.75%
25.21%
07/05/13
18.31%
0.53%
26.56%
07/08/13
18.93%
0.86%
27.57%
07/09/13
19.79%
1.15%
28.72%
07/10/13
19.81%
1.08%
28.54%
07/11/13
21.44%
1.95%
29.74%
07/12/13
21.81%
1.80%
29.71%
PortfolioAnalyst
Page: 110

Date
SPX
QAI
U1078169
07/15/13
21.98%
2.20%
29.17%
07/16/13
21.53%
2.17%
28.25%
07/17/13
21.87%
2.35%
28.63%
07/18/13
22.48%
2.46%
28.88%
07/19/13
22.68%
2.60%
28.17%
07/22/13
22.93%
2.75%
28.26%
07/23/13
22.70%
2.67%
27.95%
07/24/13
22.23%
2.40%
28.00%
07/25/13
22.54%
2.57%
28.38%
07/26/13
22.64%
2.53%
28.04%
07/29/13
22.19%
2.31%
27.74%
07/30/13
22.23%
2.35%
27.96%
07/31/13
22.21%
2.46%
28.61%
08/01/13
23.75%
2.89%
29.63%
08/02/13
23.95%
2.93%
29.34%
08/05/13
23.77%
2.93%
30.76%
08/06/13
23.06%
2.82%
30.71%
08/07/13
22.59%
2.75%
30.62%
08/08/13
23.07%
3.00%
30.29%
08/09/13
22.63%
3.07%
30.75%
08/12/13
22.49%
3.04%
30.82%
08/13/13
22.83%
2.89%
30.59%
08/14/13
22.19%
2.93%
30.27%
08/15/13
20.44%
2.42%
28.67%
08/16/13
20.05%
2.17%
28.99%
08/19/13
19.34%
1.77%
28.29%
08/20/13
19.79%
1.95%
28.84%
08/21/13
19.10%
1.66%
27.79%
08/22/13
20.13%
1.69%
29.40%
PortfolioAnalyst
Page: 111

Date
SPX
QAI
U1078169
08/23/13
20.60%
2.09%
30.01%
08/26/13
20.12%
2.06%
29.78%
08/27/13
18.21%
1.58%
26.99%
08/28/13
18.53%
2.53%
27.14%
08/29/13
18.77%
1.58%
28.53%
08/30/13
18.39%
1.44%
26.62%
09/02/13
18.39%
1.44%
26.59%
09/03/13
18.88%
1.69%
28.04%
09/04/13
19.85%
1.88%
28.73%
09/05/13
19.99%
1.80%
28.49%
09/06/13
20.00%
1.80%
28.69%
09/09/13
21.20%
2.49%
29.60%
09/10/13
22.09%
2.60%
30.18%
09/11/13
22.46%
2.86%
30.80%
09/12/13
22.05%
2.75%
31.43%
09/13/13
22.38%
2.93%
31.54%
09/16/13
23.08%
3.26%
31.64%
09/17/13
23.59%
3.40%
32.08%
09/18/13
25.10%
4.24%
32.65%
09/19/13
24.87%
4.24%
32.43%
09/20/13
23.97%
3.58%
31.88%
09/23/13
23.38%
3.95%
31.47%
09/24/13
23.06%
3.91%
31.84%
09/25/13
22.72%
3.91%
31.38%
09/26/13
23.15%
4.20%
31.68%
09/27/13
22.65%
3.91%
30.59%
09/30/13
21.91%
3.76%
29.33%
10/01/13
22.89%
3.95%
30.11%
10/02/13
22.80%
3.95%
30.15%
PortfolioAnalyst
Page: 112

Date
SPX
QAI
U1078169
10/03/13
21.70%
3.65%
29.81%
10/04/13
22.56%
3.91%
29.83%
10/07/13
21.52%
3.58%
29.07%
10/08/13
20.02%
3.22%
28.14%
10/09/13
20.09%
3.15%
27.93%
10/10/13
22.71%
3.80%
29.46%
10/11/13
23.48%
3.98%
30.05%
10/14/13
23.98%
4.02%
30.41%
10/15/13
23.11%
3.95%
30.03%
10/16/13
24.81%
4.35%
30.94%
10/17/13
25.65%
4.67%
31.17%
10/18/13
26.48%
5.07%
32.14%
10/21/13
26.49%
5.07%
31.59%
10/22/13
27.21%
5.58%
32.07%
10/23/13
26.61%
5.04%
31.25%
10/24/13
27.02%
5.25%
31.37%
10/25/13
27.58%
5.33%
31.08%
10/28/13
27.75%
5.51%
30.42%
10/29/13
28.47%
5.47%
32.54%
10/30/13
27.84%
5.33%
31.78%
10/31/13
27.35%
5.29%
32.37%
11/01/13
27.72%
4.85%
32.41%
11/04/13
28.17%
5.14%
32.81%
11/05/13
27.81%
5.07%
32.85%
11/06/13
28.36%
5.36%
33.06%
11/07/13
26.67%
4.56%
31.39%
11/08/13
28.37%
5.07%
32.42%
11/11/13
28.46%
5.00%
32.58%
11/12/13
28.16%
4.96%
32.74%
PortfolioAnalyst
Page: 113

Date
SPX
QAI
U1078169
11/13/13
29.19%
5.18%
33.76%
11/14/13
29.82%
5.43%
33.64%
11/15/13
30.37%
5.62%
33.86%
11/18/13
29.89%
5.58%
33.13%
11/19/13
29.62%
5.36%
32.46%
11/20/13
29.15%
5.14%
32.44%
11/21/13
30.20%
5.65%
32.88%
11/22/13
30.84%
5.76%
32.79%
11/25/13
30.68%
5.73%
33.02%
11/26/13
30.70%
5.80%
33.50%
11/27/13
31.02%
6.05%
34.07%
11/28/13
31.02%
6.05%
34.10%
11/29/13
30.92%
5.98%
34.16%
12/02/13
30.56%
5.58%
32.99%
12/03/13
30.15%
5.40%
32.62%
12/04/13
29.98%
5.40%
32.96%
12/05/13
29.41%
5.07%
32.82%
12/06/13
30.87%
5.33%
33.21%
12/09/13
31.11%
5.51%
33.67%
12/10/13
30.69%
5.43%
33.29%
12/11/13
29.21%
5.00%
32.22%
12/12/13
28.72%
4.78%
31.94%
12/13/13
28.71%
4.85%
31.83%
12/16/13
29.52%
5.14%
32.47%
12/17/13
29.12%
5.11%
32.36%
12/18/13
31.27%
5.76%
33.84%
12/19/13
31.20%
5.51%
33.32%
12/20/13
31.83%
5.83%
35.43%
12/23/13
32.53%
6.09%
36.22%
PortfolioAnalyst
Page: 114

Date
SPX
QAI
U1078169
12/24/13
32.91%
6.12%
37.06%
12/26/13
33.55%
6.23%
36.93%
12/27/13
33.50%
6.22%
37.10%
12/30/13
33.48%
6.33%
36.97%
12/31/13
34.01%
6.55%
36.94%
01/02/14
32.82%
6.11%
36.43%
01/03/14
32.77%
6.11%
36.62%
01/06/14
32.44%
6.09%
36.45%
01/07/14
33.25%
6.33%
37.21%
01/08/14
33.22%
6.29%
37.61%
01/09/14
33.26%
6.37%
37.77%
01/10/14
33.57%
6.70%
38.49%
01/13/14
31.89%
6.11%
38.00%
01/14/14
33.32%
6.62%
37.03%
01/15/14
34.01%
6.84%
37.56%
01/16/14
33.83%
6.96%
37.71%
01/17/14
33.30%
6.88%
37.17%
01/20/14
33.30%
6.88%
37.18%
01/21/14
33.67%
7.07%
37.25%
01/22/14
33.75%
7.03%
38.10%
01/23/14
32.56%
6.77%
36.08%
01/24/14
29.80%
5.85%
33.52%
01/27/14
29.16%
5.45%
33.95%
01/28/14
29.96%
5.92%
34.86%
01/29/14
28.63%
5.63%
33.87%
01/30/14
30.08%
6.07%
34.90%
01/31/14
29.24%
5.74%
34.00%
02/03/14
26.29%
5.04%
30.32%
02/04/14
27.25%
5.15%
30.64%
PortfolioAnalyst
Page: 115

Date
SPX
QAI
U1078169
02/05/14
26.99%
5.12%
30.10%
02/06/14
28.57%
5.37%
31.73%
02/07/14
30.28%
6.07%
34.33%
02/10/14
30.49%
6.00%
34.23%
02/11/14
31.93%
6.28%
35.10%
02/12/14
31.90%
6.44%
35.03%
02/13/14
32.66%
6.81%
35.56%
02/14/14
33.30%
6.92%
35.53%
02/17/14
33.30%
6.92%
35.54%
02/18/14
33.45%
7.25%
37.13%
02/19/14
32.58%
6.92%
36.05%
02/20/14
33.38%
7.14%
36.74%
02/21/14
33.13%
7.21%
36.69%
02/24/14
33.95%
7.47%
37.09%
02/25/14
33.77%
7.58%
37.37%
02/26/14
33.77%
7.73%
36.13%
02/27/14
34.44%
8.13%
36.14%
02/28/14
34.81%
7.95%
36.18%
03/03/14
33.81%
7.65%
36.16%
03/04/14
35.86%
8.13%
36.17%
03/05/14
35.85%
8.13%
36.16%
03/06/14
36.08%
8.13%
36.21%
03/07/14
36.16%
7.91%
36.21%
03/10/14
36.09%
7.76%
36.21%
03/11/14
35.40%
7.47%
36.21%
03/12/14
35.44%
7.62%
36.27%
03/13/14
33.86%
7.14%
36.07%
03/14/14
33.48%
7.10%
36.08%
03/17/14
34.76%
7.29%
36.22%
PortfolioAnalyst
Page: 116

Date
SPX
QAI
U1078169
03/18/14
35.74%
7.76%
36.89%
03/19/14
34.90%
7.25%
36.54%
03/20/14
35.72%
7.29%
36.42%
03/21/14
35.32%
6.96%
36.08%
03/24/14
34.66%
7.10%
35.04%
03/25/14
35.26%
6.81%
35.07%
03/26/14
34.31%
6.96%
34.65%
03/27/14
34.05%
6.84%
34.86%
03/28/14
34.68%
7.07%
33.94%
03/31/14
35.74%
7.47%
36.24%
04/01/14
36.70%
7.76%
38.31%
04/02/14
37.09%
7.76%
38.75%
04/03/14
36.93%
7.73%
37.11%
04/04/14
35.22%
7.03%
33.65%
04/07/14
33.76%
6.48%
31.54%
04/08/14
34.27%
6.73%
33.00%
04/09/14
35.73%
7.21%
37.11%
04/10/14
32.90%
6.26%
31.56%
04/11/14
31.64%
5.96%
29.68%
04/14/14
32.72%
7.62%
28.92%
04/15/14
33.62%
6.18%
30.53%
04/16/14
35.02%
6.84%
33.86%
04/17/14
35.20%
6.88%
34.07%
04/18/14
35.20%
6.88%
34.07%
04/21/14
35.71%
7.03%
37.17%
04/22/14
36.27%
7.51%
38.45%
04/23/14
35.96%
7.43%
37.44%
04/24/14
36.20%
7.52%
35.84%
04/25/14
35.10%
6.92%
35.98%
PortfolioAnalyst
Page: 117

Date
SPX
QAI
U1078169
04/28/14
35.53%
6.92%
36.06%
04/29/14
36.18%
7.32%
36.06%
04/30/14
36.59%
7.73%
35.99%
05/01/14
36.57%
7.87%
36.00%
05/02/14
36.38%
7.91%
35.97%
05/05/14
36.64%
8.06%
36.04%
05/06/14
35.41%
7.69%
36.15%
05/07/14
36.17%
8.02%
36.30%
05/08/14
35.98%
7.73%
35.67%
05/09/14
36.19%
7.69%
35.98%
05/12/14
37.51%
8.21%
36.98%
05/13/14
37.56%
8.21%
36.78%
05/14/14
36.92%
8.21%
35.99%
05/15/14
35.64%
7.80%
36.45%
05/16/14
36.14%
8.06%
36.51%
05/19/14
36.67%
8.35%
36.77%
05/20/14
35.78%
8.02%
36.20%
05/21/14
36.88%
8.38%
37.33%
05/22/14
37.20%
8.57%
38.62%
05/23/14
37.79%
8.76%
38.97%
05/26/14
37.79%
8.76%
38.98%
05/27/14
38.61%
9.09%
39.66%
05/28/14
38.46%
9.20%
40.19%
05/29/14
39.20%
9.35%
40.59%
05/30/14
39.46%
9.27%
40.40%
06/02/14
39.56%
9.13%
40.69%
06/03/14
39.51%
9.13%
40.01%
06/04/14
39.77%
9.46%
39.65%
06/05/14
40.68%
9.60%
40.14%
PortfolioAnalyst
Page: 118

Date
SPX
QAI
U1078169
06/06/14
41.33%
9.79%
39.66%
06/09/14
41.47%
9.68%
39.52%
06/10/14
41.43%
9.49%
39.05%
06/11/14
40.93%
9.57%
39.04%
06/12/14
39.93%
9.31%
39.26%
06/13/14
40.37%
9.42%
39.32%
06/16/14
40.49%
9.35%
38.53%
06/17/14
40.79%
9.64%
39.14%
06/18/14
41.88%
9.97%
40.34%
06/19/14
42.06%
9.97%
39.59%
06/20/14
42.31%
10.08%
39.53%
06/23/14
42.29%
10.01%
40.05%
06/24/14
41.37%
9.86%
38.34%
06/25/14
42.06%
10.01%
37.95%
06/26/14
41.90%
10.04%
38.39%
06/27/14
42.17%
10.12%
37.92%
06/30/14
42.12%
10.30%
37.97%
07/01/14
43.06%
10.74%
38.24%
07/02/14
43.16%
10.67%
38.25%
07/03/14
43.94%
11.00%
38.89%
07/04/14
43.94%
11.00%
38.88%
07/07/14
43.38%
10.41%
37.87%
07/08/14
42.37%
9.82%
37.05%
07/09/14
43.03%
10.27%
36.33%
07/10/14
42.44%
9.75%
32.04%
07/11/14
42.65%
10.01%
32.69%
07/14/14
43.34%
10.23%
32.56%
07/15/14
43.06%
10.01%
32.01%
07/16/14
43.66%
10.12%
32.46%
PortfolioAnalyst
Page: 119

Date
SPX
QAI
U1078169
07/17/14
41.96%
9.49%
31.58%
07/18/14
43.42%
9.90%
32.97%
07/21/14
43.09%
9.82%
32.98%
07/22/14
43.80%
10.19%
33.84%
07/23/14
44.06%
10.27%
34.01%
07/24/14
44.13%
10.30%
34.66%
07/25/14
43.43%
10.12%
34.65%
07/28/14
43.47%
10.08%
34.21%
07/29/14
42.82%
9.90%
33.98%
07/30/14
42.83%
9.90%
34.24%
07/31/14
39.97%
8.87%
32.04%
08/01/14
39.57%
8.76%
31.06%
08/04/14
40.58%
9.05%
32.22%
08/05/14
39.21%
8.61%
31.56%
08/06/14
39.22%
8.57%
31.76%
08/07/14
38.44%
8.24%
31.20%
08/08/14
40.04%
8.76%
33.57%
08/11/14
40.43%
9.00%
34.42%
08/12/14
40.20%
8.87%
33.30%
08/13/14
41.14%
9.16%
34.15%
08/14/14
41.75%
9.53%
34.85%
08/15/14
41.74%
9.60%
34.90%
08/18/14
42.95%
9.97%
37.17%
08/19/14
43.66%
10.15%
38.55%
08/20/14
44.02%
10.19%
38.09%
08/21/14
44.45%
10.27%
38.47%
08/22/14
44.16%
10.30%
38.49%
08/01/12 to 08/22/14
44.16%
10.30%
38.49%
PortfolioAnalyst
Page: 120
Risk Measures
Risk Analysis
Distribution of Returns
U1078169
Ending VAMI
Max Drawdown:
Peak-To-Valley:
Recovery:
1,384.92
9.00%
09/17/12 11/15/12
10 Days
Sharpe Ratio:
1.44
Sortino Ratio:
1.44
Calmar Ratio:
2.77
Standard Deviation:
0.85%
Downside Deviation:
0.56%
Mean Return:
0.06%
Positive Periods:
300 (56.18%)
Negative Periods:
234 (43.82%)
PortfolioAnalyst
Page: 121
Risk Measures Benchmark Comparison
Risk Analysis
Distribution of Returns
SPX
QAI
U1078169
1,441.58
1,103.02
1,384.92
5.64%
7.30%
9.00%
09/14/12 11/15/12
34 Days
05/17/13 06/24/13
169 Days
09/17/12 11/15/12
10 Days
Sharpe Ratio:
1.96
0.86
1.44
Sortino Ratio:
1.95
-0.15
1.44
Calmar Ratio:
5.03
0.95
2.77
Standard Deviation:
0.68%
0.42%
0.85%
Downside Deviation:
0.48%
0.32%
0.56%
Mean Return:
0.07%
0.02%
0.06%
Positive Periods:
315 (58.99%)
303 (56.74%)
300 (56.18%)
Negative Periods:
219 (41.01%)
231 (43.26%)
234 (43.82%)
Ending VAMI
Max Drawdown:
Peak-To-Valley:
Recovery:
PortfolioAnalyst
Page: 122
Deposits and Withdrawals

Date
Type
Description
Amount
09/04/2012
Deposit
Cash Receipts / Electronic Fund Transfers
6,725.51
11/13/2012
Deposit
6,910.98
12/14/2012
Deposit
1,658.54
02/12/2013
Deposit
2,300.63
03/04/2013
Deposit
2,930.85
04/03/2013
Deposit
3,160.61
05/03/2013
Deposit
1,744.43
06/04/2013
Deposit
4,329.81
06/26/2013
Withdrawal
Disbursement Initiated By Robin Hood Asset Management Cooperative
07/02/2013
Deposit
1,090.24
08/02/2013
Deposit
8,646.58
09/03/2013
Deposit
307,585.35
10/03/2013
Deposit
18,956.26
11/04/2013
Deposit
66,439.74
11/27/2013
Withdrawal
-6,382.13
12/03/2013
Deposit
28,375.92
01/02/2014
Withdrawal
-3,349.64
01/07/2014
Withdrawal
-585.49
01/08/2014
Deposit
01/28/2014
Withdrawal
02/04/2014
Deposit
02/12/2014
Withdrawal
-4,757.90
03/07/2014
Deposit
20,901.77
03/24/2014
Withdrawal
-4,844.00
04/04/2014
Deposit
12,868.06
04/09/2014
Deposit
9,253.67
05/06/2014
Deposit
1,044.52
05/26/2014
Withdrawal
06/05/2014
Deposit
PortfolioAnalyst
-1,707.42
7,737.75
-11,592.16
405.57
-4,776.10
7,376.40
Page: 123
Deposits and Withdrawals (Cont.)

Date
07/04/2014
Type
Withdrawal
Description
Amount
-3,398.75
07/08/2014
Deposit
30,994.52
07/25/2014
Withdrawal
-3,357.75
08/14/2014
Deposit
Total
PortfolioAnalyst
6,134.54
512,820.90
Page: 124
Dividends
Pay Date
Ex-Date
Symbol
Note
08/27/12
08/09/12
RGR
Dividend Payment
10/26/12
09/19/12
AGNC
Payment In Lieu
10/26/12
09/19/12
AGNC
11/14/12
11/06/12
11/26/12
Estimated Forward
Dividend Yield %
3.36
Estimated Annual
Dividend
75.40
Amount
50
Dividend
Per Share
0.38
1.25
13.74
35.00
8.75
Dividend Payment
205
1.25
13.74
1,025.00
256.25
SXL
Dividend Payment
99
0.52
4.10
204.92
51.23
11/07/12
RGR
Dividend Payment
94
0.38
3.39
143.64
35.91
11/26/12
11/07/12
RGR
Payment In Lieu
0.38
3.39
9.16
2.29
12/17/12
11/29/12
FRME
Dividend Payment
116
0.03
0.90
13.92
3.48
12/17/12
11/28/12
KO
Dividend Payment
48
0.26
2.73
48.96
12.24
12/28/12
12/03/12
ROST
Dividend Payment
39
0.14
0.98
21.84
5.46
12/31/12
12/20/12
FEIM
Dividend Payment
63
0.20
2.38
12.60
12.60
01/28/13
12/24/12
AGNC
Dividend Payment
144
1.25
16.05
720.00
180.00
02/15/13
01/31/13
BHI
Payment In Lieu
-123
0.15
1.33
-73.80
-18.45
03/01/13
02/13/13
SJM
Dividend Payment
32
0.52
2.29
66.56
16.64
03/11/13
02/26/13
HLSS
Dividend Payment
16
0.13
6.98
24.96
2.08
PortfolioAnalyst
Quantity
18.85
Page: 125
Dividends (Cont.)
Pay Date
Ex-Date
Symbol
Note
Quantity
Dividend
Per Share
Estimated Forward
Dividend Yield %
Estimated Annual
Dividend
Amount
03/12/13
02/20/13
PPG
Dividend Payment
32
0.59
1.74
75.52
18.88
03/14/13
02/19/13
MSFT
Dividend Payment
159
0.23
3.28
146.28
36.57
03/27/13
03/06/13
QCOM
Dividend Payment
32
0.25
1.47
32.00
8.00
04/01/13
03/13/13
KO
Dividend Payment
48
0.28
2.87
53.76
13.44
04/05/13
03/13/13
MRK
Dividend Payment
84
0.43
3.82
144.48
36.12
04/10/13
03/26/13
HLSS
Dividend Payment
16
0.13
6.82
24.96
2.08
05/13/13
05/01/13
CS
Payment In Lieu
-18
0.11
1.48
-7.68
-1.92
05/17/13
05/02/13
BHI
Payment In Lieu
-141
0.15
1.35
-84.60
-21.15
05/30/13
04/30/13
FAST
Dividend Payment
86
0.20
1.60
68.80
17.20
05/31/13
04/26/13
CAG
Dividend Payment
37
0.25
2.82
37.00
9.25
06/03/13
05/15/13
SJM
Dividend Payment
32
0.52
1.99
66.56
16.64
06/03/13
05/13/13
SMP
Dividend Payment
19
0.11
1.35
8.36
2.09
06/12/13
05/08/13
PPG
Dividend Payment
32
0.61
1.59
78.08
19.52
06/13/13
05/14/13
MSFT
Dividend Payment
292
0.23
2.79
268.64
67.16
06/19/13
06/03/13
AVY
Dividend Payment
10
0.29
2.68
11.64
2.91
06/21/13
06/10/13
GNRC
Dividend Payment
19
5.00
12.22
95.00
95.00
06/26/13
06/03/13
QCOM
Payment In Lieu
-36
0.35
2.21
-50.40
-12.60
06/28/13
05/29/13
BIP
Dividend Payment
20
0.01
0.04
0.29
0.29
06/28/13
05/29/13
BIP
Dividend Payment
20
0.42
4.32
33.24
8.31
07/01/13
06/12/13
KO
Dividend Payment
48
0.28
2.75
53.76
13.44
07/29/13
06/26/13
CP
Dividend Payment
0.34
1.13
2.72
0.68
08/14/13
07/31/13
TLLP
Dividend Payment
36
0.51
3.79
73.44
18.36
08/16/13
08/01/13
BHI
Payment In Lieu
-177
0.15
1.27
-106.20
-26.55
08/20/13
08/07/13
MWA
Dividend Payment
308
0.02
0.92
21.56
5.39
08/23/13
07/24/13
FAST
Payment In Lieu
0.25
2.14
1.00
0.25
08/23/13
07/24/13
FAST
Dividend Payment
145
0.25
2.14
145.00
36.25
08/30/13
08/14/13
RGR
Dividend Payment
89
0.65
4.67
231.40
57.85
08/30/13
07/29/13
CAG
Dividend Payment
72
0.25
2.72
72.00
18.00
09/03/13
08/14/13
SJM
Payment In Lieu
-20
0.58
2.04
-46.40
-11.60
PortfolioAnalyst
Page: 126
Dividends (Cont.)
Pay Date
Ex-Date
Symbol
Note
Quantity
Dividend
Per Share
Estimated Forward
Dividend Yield %
Estimated Annual
Dividend
Amount
09/12/13
08/13/13
MSFT
Dividend Payment
18
0.23
2.80
16.56
4.14
09/13/13
08/28/13
IBKR
Dividend Payment
18
0.10
2.35
7.20
1.80
09/25/13
08/30/13
QCOM
Dividend Payment
155
0.35
2.10
217.00
54.25
09/30/13
08/28/13
BIP
Dividend Payment
20
0.42
4.71
33.24
8.31
09/30/13
08/28/13
BIP
Dividend Payment
20
0.02
0.04
0.30
0.30
10/01/13
09/12/13
KO
Dividend Payment
48
0.28
2.89
53.76
13.44
10/28/13
09/25/13
CP
Dividend Payment
22
0.33
1.06
29.44
7.36
10/31/13
10/10/13
TRN
Dividend Payment
208
0.15
1.38
124.80
31.20
11/08/13
09/26/13
NHI
Dividend Payment
36
0.74
5.06
105.84
26.46
11/14/13
10/29/13
BSRR
Dividend Payment
125
0.07
1.49
35.00
8.75
11/14/13
10/29/13
BSRR
Payment In Lieu
0.07
1.49
0.28
0.07
11/14/13
10/31/13
TLLP
Dividend Payment
36
0.54
4.04
78.48
19.62
11/22/13
10/23/13
FAST
Dividend Payment
91
0.25
2.00
91.00
22.75
11/29/13
11/13/13
RGR
Dividend Payment
209
0.58
3.14
484.88
121.22
12/03/13
10/29/13
CAG
Payment In Lieu
0.25
3.11
1.00
0.25
12/03/13
10/29/13
CAG
Dividend Payment
71
0.25
3.11
71.00
17.75
12/12/13
11/19/13
MSFT
Dividend Payment
58
0.28
3.01
64.96
16.24
12/13/13
11/26/13
IBKR
Dividend Payment
18
0.10
1.64
7.20
1.80
12/19/13
12/12/13
TNA
Short Term Capital Gain
143
1.19
7.09
679.08
169.77
12/19/13
12/12/13
TNA
Payment In Lieu
73
1.19
7.09
346.64
86.66
12/19/13
11/27/13
QCOM
Payment In Lieu
-64
0.35
1.90
-89.60
-22.40
12/30/13
12/12/13
IQNT
Dividend Payment
106
0.06
2.30
26.48
6.62
02/13/14
01/30/14
TLLP
Dividend Payment
36
0.56
4.29
81.36
20.34
02/13/14
01/28/14
BSRR
Dividend Payment
1,360
0.08
1.90
435.20
108.80
02/28/14
02/13/14
PRE
Dividend Payment
271
0.67
2.69
726.28
181.57
03/13/14
02/18/14
MSFT
Dividend Payment
1,131
0.28
2.98
1,266.72
316.68
05/07/14
04/23/14
SM
Dividend Payment
289
0.05
0.13
28.90
14.45
05/07/14
04/23/14
SM
Payment In Lieu
106
0.05
0.13
10.60
5.30
05/30/14
05/15/14
WTS
Dividend Payment
55
0.15
1.11
33.00
8.25
PortfolioAnalyst
Page: 127
Dividends (Cont.)
Pay Date
Ex-Date
Symbol
Note
Quantity
Dividend
Per Share
Estimated Forward
Dividend Yield %
Estimated Annual
Dividend
Amount
06/03/14
05/15/14
JCOM
Dividend Payment
336
0.27
2.31
362.88
90.72
06/12/14
05/13/14
MSFT
Dividend Payment
563
0.28
2.80
630.56
157.64
06/25/14
06/02/14
QCOM
Dividend Payment
336
0.42
2.09
564.48
141.12
06/30/14
06/12/14
ENH
Dividend Payment
224
0.34
2.63
304.64
76.16
07/09/14
06/19/14
NOK
Dividend Payment
8,128
0.51
6.06
4,104.82
4,104.82
Total
6,839.40
PortfolioAnalyst
Page: 128
Interest Details
Date
Description
09/06/2012
USD Debit Interest Paid for August 2012
10/03/2012
USD Debit Interest Paid for September 2012
-7.92
10/03/2012
USD Net Stock Interest Paid for September 2012
-0.12
11/05/2012
USD Debit Interest Paid for October 2012
-2.56
12/05/2012
USD Debit Interest Paid for November 2012
-3.15
01/04/2013
USD Debit Interest Paid for December 2012
-0.72
02/05/2013
USD Net Stock Interest Paid for January 2013
-2.98
03/05/2013
USD Net Stock Interest Paid for February 2013
-2.11
04/03/2013
USD Net Stock Interest Paid for March 2013
-5.90
05/03/2013
USD Debit Interest Paid for April 2013
-5.83
05/03/2013
USD Net Stock Interest Paid for April 2013
-4.88
06/05/2013
USD Debit Interest Paid for May 2013
06/05/2013
USD Net Stock Interest Paid for May 2013
-4.37
07/03/2013
EUR Debit Interest Paid for June 2013
-0.36
07/03/2013
USD Debit Interest Paid for June 2013
-0.02
07/03/2013
USD Net Stock Interest Paid for June 2013
-2.19
08/05/2013
USD Net Stock Interest Paid for July 2013
-3.10
08/05/2013
EUR Debit Interest Paid for July 2013
-0.86
09/05/2013
EUR Debit Interest Paid for August 2013
-0.03
09/05/2013
USD Net Stock Interest Paid for August 2013
-3.58
10/03/2013
USD Net Stock Interest Paid for September 2013
-2.17
11/05/2013
EUR Debit Interest Paid for October 2013
-4.47
11/05/2013
USD Net Stock Interest Paid for October 2013
-0.06
12/04/2013
EUR Debit Interest Paid for November 2013
-1.35
12/04/2013
USD Net Stock Interest Paid for November 2013
-0.66
01/06/2014
USD Net Stock Interest Paid for December 2013
-0.23
02/05/2014
USD Net Stock Interest Paid for January 2014
-0.36
03/05/2014
USD Debit Interest Paid for February 2014
-0.14
03/05/2014
USD Net Stock Interest Paid for February 2014
-0.04
PortfolioAnalyst
Amount
-14.13
-17.40
Page: 129
Interest Details (Cont.)

Date
04/03/2014
Description
EUR Debit Interest Paid for March 2014
05/05/2014
EUR Debit Interest Paid for April 2014
-0.33
06/04/2014
USD Net Stock Interest Paid for May 2014
-1.49
07/03/2014
USD Net Stock Interest Paid for June 2014
-0.72
08/05/2014
USD Debit Interest Paid for July 2014
-8.17
08/05/2014
USD Net Stock Interest Paid for July 2014
-0.47
Total
PortfolioAnalyst
Amount
-1.36
-104.23
Page: 130
Corporate Actions
Date
Type
Description
02/22/2013
Split
DDD split 3 for 2
25.5
02/22/2013
Split
DDD split 3 for 2
25.5
04/30/2013
Stock Dividend
CS stock dividend 243902 for 10000000
09/16/2013
Split
AFOP split 2 for 1
PortfolioAnalyst
Quantity
-0.439
101
Page: 131
Fee Summary
Date
Description
10/29/2012
Order Cancellation Fee For Oct 2012
-2.15
11/01/2012
Order Cancellation Fee For Nov 2012
-0.42
11/05/2012
-0.35
11/06/2012
-0.50
11/07/2012
-0.04
01/06/2014
Withdrawal Fee: Wire
-8.00
01/27/2014
-8.00
02/26/2014
Lei Registration Fee For Feb 2014
07/25/2014
Total
PortfolioAnalyst
Amount
-60.00
-8.00
-87.46
Page: 132
Notes
1. The Net Asset Value (NAV) consists of all positions by asset class (stock, securities options, warrants, bonds, cash, etc.). All non-base currency amounts are converted to the base
currency at the close of period rate.
2. The deposit/withdrawal amount displayed in the Account Overview report includes internal transfers along with cash and position transfers.
3. There are no open futures positions, as the gain or loss for futures contracts settles into cash each night.
4. Dividend and interest accruals are included in Cash amounts throughout the report.
5. Price valuations are obtained from outside parties. Interactive Brokers shall have no responsibility for the accuracy or timeliness of any such price valuation.
6. The Allocation by Sector report includes only the following asset classes; stocks (except ETFs) and options. All other asset classes are included in Unclassified sector.
7. Amounts are formatted to two decimal places. If amounts are greater than two decimal places, Interactive Brokers uses "half-even" rounding. This means that Interactive Brokers
rounds such amounts up to the nearest even number.
8. The benchmark returns for indices do not include dividends.
9. As of January 31, 2013 the historical annual return since inception of the S&P 500 was 7.82%. This rate was used to calculate the downside deviation. As of December 31, 2012 the
US 3 Month Treasury Bill was 0.05%. This was the risk free rate used to calculate the sharpe and sortino ratio.
10. The mean return is the average TWR for the period.
11. Frongello is the method used for mathematical smoothing in the Performance Attribution report. It has been developed by Andrew Scott Bay Frongello.
12. The modified dietz method is used to calculate MWR.
13. For accounts opened and funded before 2009, reports with a time period of Since Inception will include data going back to January 1, 2009. This includes some default reports
and both Historical Performance reports.
PortfolioAnalyst
Page: 133
Glossary
Allocation Effect
Money Weighted Return (MWR)
The percent effectiveness of an account's asset allocation to various sectors. The

allocation effect determines whether the overweighting or underweighting of sectors
relative to a benchmark contributes negatively or positively to an account's overall
return.
Money Weighted Return (MWR) is used to measure performance during the specified
report period. MWR is influenced by the time of decisions to contribute or to withdraw
funds, as well as the decisions made by the portfolio manager of the fund.
Asset Class
Negative Periods
A category of investment products in your portfolio. Cash, stocks, options, futures, etc.
are examples.
The number of occurrences of negative performance returns. For example, if you select
a monthly report with 12 months, each month with a negative return would be a
negative occurrence.
Attribution Effect
Net Asset Value (NAV)
The percent effectiveness of asset allocation and selection of securities on the

portfolio's performance when compared to the performance of a benchmark over a
specified time period.
The total value of your account.
Benchmark
The time period during which the Max Drawdown (largest cumulative percentage
decline in the NAV) occurred.
A standard against which the performance of your portfolio can be measured.
Calmar Ratio
Peak-to-Valley
Period Return
A ratio used to determine return versus drawdown risk.
A performance measure that calculates the return you have received over a period of
time.
Contribution To Return
Positive Periods
The percent contribution of certain portfolio constituents (symbols, sectors) to the

account's overall return.
The number of occurrences of positive performance returns. For example, if you select
a monthly report with 12 months, each month with a positive return would be a
positive occurrence.
Cumulative Return
Geometric linking of single period returns. Cumulative return is presented as a
percentage.
Downside Deviation
The standard deviation for all negative returns in your portfolio in the specific time
period.
Max Drawdown
The largest cumulative percentage decline in the Net Asset Value of your portfolio from
the highest or peak value to the lowest or trough value after the peak.
Mean Return
The average time weighted return of your portfolio for a specified time period.
PortfolioAnalyst
Recovery
The time it took for the NAV of your account to recover from the valley (lowest NAV)
back to the peak (highest NAV).
Sector
A firm's general area of business. Financials, Communications and Energy are all
examples of sectors.
Selection Effect
A percentage that measures the ability to select securities within a sector relative to a
benchmark.
Sharpe Ratio
A ratio that measures the excess return per unit of risk. The ratio is used to characterize
how well the return compensates the account holder for the risk taken.
Page: 134
Glossary (Cont.)
Sortino Ratio
Time-Weighted Return (TWR)
The ratio measures the risk adjusted return of the account. The ratio penalizes only
those returns that fall below the required rate of return.
TWR measures the percent return produced over time independent of contributions or
withdrawals. TWR eliminates the impact of the timing of inflows and outflows and
isolates the portion of a portfolio's return that is attributable solely to the account's
actions.
Standard Deviation
Standard deviation is a statistical measurement of variability. It shows how much
variation or dispersion there is from the average.
Time Period Return
Value-Added Monthly Index (VAMI)

A statistical figure that tracks the daily/monthly/quarterly performance of a
hypothetical $1000 investment.
The return your portfolio has gained or lost for the specific time period. Time period
performance is presented as a percentage.
PortfolioAnalyst
Page: 135
Disclaimer
This Portfolio Analysis was generated using Interactive Brokers' Portfolio Analyst tool, which allows Interactive Brokers customers to generate reports concerning the customer's
account using the trade and account data contained in Interactive Brokers' systems and market data provided by third parties.
This report is for information purposes only. This report is provided AS IS and Interactive Brokers makes no warranty of any kind, express or implied, as to this report and its
contents. The data provided for use in this Portfolio Analsyis is believed to be accurate and completeness of the information is not guaranteed and Interactive Brokers has no
liability with respect thereto. This material in this report is intended only as a reference and should not be relied upon for the maintenance of your books and records for tax,
accounting, financial, or regulatory reporting or for any other disclosure purposes. This report is not an offer or a solicitation of an offer to buy or sell any security. Interactive
Brokers does not solicit orders and does not provide proprietary research, recommendations or advice. Interactive Brokers is not responsible for any trading decisions resulting
from or related to this information, data or analysis.
PortfolioAnalyst
08/24/2014 15:38:46 EDT
Page: 136

Robin Hood Asset Management Cooperative August 01 2012 August 22 2014

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Table of Contents

Open Position Summary

Allocation By Asset Class

Time Period Performance Statistics

Time Period Benchmark Comparison

Cumulative Performance Statistics

Cumulative Benchmark Comparison

Risk Measures Benchmark Comparison

Deposits and Withdrawals

Robin Hood Asset Management Cooperative

08/01/12 to 08/22/14 (Daily)

Net Asset Value

Ending Asset Allocation

Open Position Summary

ARCH CAPITAL GROUP LTD

AASTROM BIOSCIENCES INC

Consumer Non Cyclicals

BPZ RESOURCES INC

CMS ENERGY CORP

ENDURANCE SPECIALTY HOLDINGS

FAB UNIVERSAL CORP

FLOTEK INDUSTRIES INC

HOLLYSYS AUTOMATION TECHNOLO

Long Open Positions

Open Position Summary (Cont.)

LUMBER LIQUIDATORS HOLDINGS

NOKIA CORP-SPON ADR

DIREXION DAILY S&P 500 BULL

DIREXION DLY SM CAP BULL 3X

ULTRA CLEAN HOLDINGS INC

VALERO ENERGY CORP

Total Stocks In USD

Allocation By Asset Class

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Asset Class (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)

Allocation By Sector (Cont.)