2017-10-09T13:29:58-05:00 2016-12-31 060415530 KIRCALDIE RANDALL & MCNAB LLC 605 WASHINGTON AVENUE NORTH HAVEN CT 064731187 990PF 2016-01-01 066037849 MERIDEN FOUNDATION MERI 8606921751 123 BANK STREET WATERBURY CT 06702 WEBSTER BANK NA BY PAUL MCAFEE VP 8606921751 2017-10-09 1 BRIAN S BORGERSON CPA P00017928 2032394478 2017-10-09 2016 2022-09-23 18:48:47Z X 22430769 X 11629 X 687 687 591232 591232 -793409 11370127 0 -189861 591919 194509 138944 55565 6000 0 6000 9630 0 9630 9060 0 0 438 0 438 194 0 194 7736 0 7379 227567 138944 79206 1172545 1172545 1400112 138944 1251751 -1589973 452975 1234 1234 1353194 505382 505449 24106 15046 15046 4105 1145 1288 16093602 14132362 14852850 5950410 7180275 7054902 23425417 21835444 22430769 0 0 X 23188844 21515733 0 0 236573 319711 23425417 21835444 23425417 21835444 23425417 -1589973 0 21835444 0 21835444 AQR MANAGED FUTURES STR-I,2109.206UNITS 2016-02-09 2016-09-01 21451 22678 -1227 -1227 AQR MANAGED FUTURES STR-I,449.384UNITS 2016-03-11 2016-09-01 4570 4561 9 9 AQR MANAGED FUTURES STRATEGY FUND-I,485.0UNITS 2016-02-09 2016-04-12 4996 5219 -223 -223 AQR MANAGED FUTURES STR-I,1800.0UNITS 2016-02-09 2016-06-08 18054 19368 -1314 -1314 ASG MANAGED FUTURES STRATA,600.0UNITS 2016-02-09 2016-04-12 6576 6810 -234 -234 ASG MANAGED FUTURES STRAT-A,1695.0UNITS 2016-02-09 2016-06-08 18323 19238 -915 -915 ASG MANAGED FUTURES STRAT-A,1870.785UNITS 2016-02-09 2016-09-01 19868 21233 -1365 -1365 ASG MANAGED FUTURES STRATA,509.52UNITS 2016-03-11 2016-09-01 5411 5411 0 0 CONSUMER DISCRETIONARY SELT,75.0UNITS 2015-11-23 2016-03-11 5776 6133 -357 -357 CONSUMER DISCRETIONARY SELT,895.0UNITS 2015-11-23 2016-06-08 71054 73190 -2136 -2136 CONSUMER DISCRETIONARY SELT,405.0UNITS 2016-02-09 2016-06-08 32153 27888 4265 4265 CONSUMER STAPLES SPDR,1900.0UNITS 2016-03-15 2016-09-01 103096 100014 3082 3082 FINANCIAL SELECT SECTOR SPDR ETF,910.0UNITS 2015-06-04 2016-03-11 20274 22467 -2193 -2193 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-10-05 2016-03-11 111 116 -5 -5 HEALTH CARE SELECT SECTOR SPDR,345.0UNITS 2015-06-04 2016-03-15 23211 25644 -2433 -2433 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2015-10-05 2016-03-15 1009 1026 -17 -17 HEALTH CARE SELECT SECTOR SPDR,50.0UNITS 2016-02-09 2016-03-15 3364 3205 159 159 ISHARES CURR HEDGED MSCI EAFE,3360.0UNITS 2016-02-09 2016-03-11 81131 74569 6562 6562 ISHARES CURR HEDGED MSCI EAFE,4955.0UNITS 2016-02-09 2016-04-12 117193 109967 7226 7226 ISHARES EDGE MSCI MIN VOL EAFE ETF,415.0UNITS 2016-02-09 2016-06-08 28478 25774 2704 2704 ISHARES EDGE MSCI MIN VOL EMER,560.0UNITS 2016-02-09 2016-06-08 29232 25654 3578 3578 ISHARES EDGE MSCI MIN VOL USA ETF,120.0UNITS 2016-02-09 2016-09-01 5503 4832 671 671 ISHARES INTERMEDIATE CREDIT ETF,650.0UNITS 2015-06-04 2016-02-09 70213 71012 -799 -799 ISHARES MSCI CHINA ETF,95.0UNITS 2015-05-18 2016-02-09 3426 5816 -2390 -2390 ISHARES MSCI CHINA ETF,915.0UNITS 2015-06-04 2016-02-09 32998 55272 -22274 -22274 ISHARES MSCI EMERG MKT MIN V,40.0UNITS 2016-02-09 2016-03-11 1989 1832 157 157 ISHARES MSCI JAPAN ETF,10270.0UNITS 2015-08-13 2016-02-09 109434 133364 -23930 -23930 ISHARES MSCI JAPAN ETF,150.0UNITS 2015-10-05 2016-02-09 1598 1800 -202 -202 ISHARES MSCI USA MIN VOL ETF,120.0UNITS 2016-02-09 2016-03-11 5160 4832 328 328 ISHARES S&P PREF STK ETF,635.0UNITS 2016-03-11 2016-09-01 25299 24535 764 764 JOHN HANCOCK II GL ABS REI,7026.251UNITS 2015-11-23 2016-02-09 69771 78905 -9134 -9134 NEUBERGER BER ABS RET MM-INS,7344.689UNITS 2015-08-13 2016-02-09 71537 80277 -8740 -8740 NEUBERGER BER ABS RET MM-INS,244.535UNITS 2015-10-05 2016-02-09 2382 2577 -195 -195 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,15.0UNITS 2015-04-06 2016-02-09 1305 1530 -225 -225 POWERSHARES DB COMMODITY IND,170.0UNITS 2015-08-13 2016-06-08 2634 2628 6 6 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-10-05 2016-06-08 155 154 1 1 POWERSHARES DB COMMODITY IND,115.0UNITS 2015-11-23 2016-06-08 1781 1654 127 127 POWERSHARES DB COMMODITY IND,40.0UNITS 2016-02-09 2016-06-08 620 488 132 132 VANGUARD FTSE EUROPE ETF,20.0UNITS 2015-08-13 2016-03-11 970 1099 -129 -129 VANGUARD FTSE EUROPE ETF,1445.0UNITS 2015-08-13 2016-06-08 73103 79387 -6284 -6284 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-10-05 2016-06-08 506 510 -4 -4 VANGUARD FTSE EUROPE ETF,65.0UNITS 2015-11-23 2016-06-08 3288 3332 -44 -44 VANGUARD FTSE EUROPE ETF,50.0UNITS 2016-02-09 2016-06-08 2530 2212 318 318 VANGUARD IND FD MID-CAP,630.0UNITS 2015-04-06 2016-02-09 66064 81934 -15870 -15870 VANGUARD IND FD MID-CAP,10.0UNITS 2015-10-05 2016-02-09 1049 1207 -158 -158 WISDOMTREE EUROPE HEDGED EQU,145.0UNITS 2015-05-18 2016-02-09 6825 9481 -2656 -2656 CALAMOS MARKET NEU INC FDI,1910.0UNITS 2015-08-13 2016-09-01 24792 24773 19 19 FINANCIAL SELECT SECTOR SPDR ETF,1765.0UNITS 2014-12-08 2016-02-09 35849 44328 -8479 -8479 FINANCIAL SELECT SECTOR SPDR ETF,3400.0UNITS 2014-12-08 2016-03-11 75750 85391 -9641 -9641 FINANCIAL SELECT SECTOR SPDR ETF,90.0UNITS 2014-12-25 2016-03-11 2005 2253 -248 -248 FINANCIAL SELECT SECTOR SPDR ETF,225.0UNITS 2015-02-05 2016-03-11 5013 5391 -378 -378 GATEWAY FUNDY,835.0UNITS 2015-08-13 2016-09-01 25359 25142 217 217 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-02-05 2016-03-11 1366 1403 -37 -37 HEALTH CARE SELECT SECTOR SPDR,1060.0UNITS 2015-02-05 2016-03-15 71316 74359 -3043 -3043 ISHARES CORE MSCI EAFE ETF,3160.0UNITS 2014-12-08 2016-02-09 152151 182372 -30221 -30221 ISHARES CORE MSCI EAFE ETF,40.0UNITS 2014-12-08 2016-03-11 2118 2309 -191 -191 ISHARES CORE MSCI EMERGING,1125.0UNITS 2014-12-08 2016-02-09 39995 54710 -14715 -14715 ISHARES CORE MSCI EMERGING,105.0UNITS 2014-12-08 2016-03-11 4227 5106 -879 -879 ISHARES IBOXX INV GRD CORP BOND ETF,325.0UNITS 2013-12-17 2016-02-09 36962 37169 -207 -207 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-12-08 2016-02-09 4549 4752 -203 -203 ISHARES IBOXX INV GRD CORP BOND ETF,410.0UNITS 2014-12-08 2016-09-01 50598 48708 1890 1890 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2015-05-18 2016-09-01 4936 4715 221 221 ISHARES IBOXX USD HIGH YIELD,70.0UNITS 2014-12-08 2016-09-01 6035 6306 -271 -271 ISHARES JP MORGAN EM BOND ETF,65.0UNITS 2014-12-08 2016-02-09 6778 7280 -502 -502 ISHARES JP MORGAN EM BOND ETF,55.0UNITS 2014-12-08 2016-09-01 6407 6160 247 247 ISHARES MSCI ASIA EX JAPAN ETF,360.0UNITS 2014-12-08 2016-02-09 17064 22446 -5382 -5382 ISHARES MSCI ASIA EX JAPAN ETF,90.0UNITS 2014-12-08 2016-03-11 4765 5612 -847 -847 ISHARES MSCI ASIA EX JAPAN ETF,110.0UNITS 2014-12-08 2016-09-01 6473 6859 -386 -386 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,15.0UNITS 2015-04-06 2016-09-01 1473 1530 -57 -57 POWERSHARES DB COMMODITY IND,55.0UNITS 2014-12-08 2016-03-11 736 1095 -359 -359 POWERSHARES DB COMMODITY IND,1250.0UNITS 2014-12-08 2016-06-08 19364 24887 -5523 -5523 POWERSHARES DB COMMODITY IND,20.0UNITS 2014-12-25 2016-06-08 310 384 -74 -74 POWERSHARES DB COMMODITY IND,180.0UNITS 2015-02-05 2016-06-08 2788 3240 -452 -452 POWERSHARES DB COMMODITY IND,55.0UNITS 2015-04-06 2016-06-08 852 969 -117 -117 POWERSHARES FTSE RAFI US 1K,35.0UNITS 2014-12-08 2016-03-11 3047 3217 -170 -170 TECHNOLOGY SELECT SECTOR SPDR,1140.0UNITS 2014-12-08 2016-02-09 44198 47977 -3779 -3779 TECHNOLOGY SELECT SECTOR SPDR,80.0UNITS 2014-12-08 2016-03-11 3415 3367 48 48 TECHNOLOGY SELECT SECTOR SPDR,140.0UNITS 2014-12-08 2016-09-01 6583 5892 691 691 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-02-09 359 422 -63 -63 VANGUARD REIT ETF,25.0UNITS 2014-12-08 2016-02-09 1796 2034 -238 -238 VANGUARD REIT ETF,375.0UNITS 2014-12-08 2016-09-01 33169 30506 2663 2663 VANGUARD S&P 500 ETF,595.0UNITS 2014-12-08 2016-02-09 101073 112617 -11544 -11544 VANGUARD S&P 500 ETF,215.0UNITS 2014-12-08 2016-03-11 39874 40693 -819 -819 VANGUARD S&P 500 ETF,1430.0UNITS 2014-12-08 2016-06-08 278322 270659 7663 7663 VANGUARD S&P 500 ETF,50.0UNITS 2014-12-08 2016-09-01 9950 9464 486 486 VANGUARD SMALL-CAP ETF,120.0UNITS 2014-12-08 2016-03-11 13013 14069 -1056 -1056 VANGUARD SMALL-CAP ETF,105.0UNITS 2014-12-08 2016-06-08 12452 12310 142 142 VANGUARD TOTAL BOND MARKET ETF,375.0UNITS 2014-12-08 2016-02-09 30742 30913 -171 -171 VANGUARD TOTAL BOND MARKET ETF,310.0UNITS 2014-12-08 2016-04-12 25671 25555 116 116 VANGUARD TOTAL BOND MARKET ETF,535.0UNITS 2014-12-08 2016-06-08 44533 44103 430 430 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 57 57 57 WISDOMTREE EUROPE HEDGED EQU,1970.0UNITS 2014-12-08 2016-02-09 92726 117846 -25120 -25120 AQR MANAGED FUTURES STR-I,1369.317UNITS 2016-02-05 2016-08-08 14200 14433 -233 -233 AQR MANAGED FUTURES STR-I,191.872UNITS 2016-03-11 2016-08-08 1990 1948 42 42 AQR MANAGED FUTURES STRATEGY FUND-I,290.0UNITS 2016-02-05 2016-04-12 2987 3057 -70 -70 AQR MANAGED FUTURES STRATEGY FUND-I,1080.0UNITS 2016-02-05 2016-06-08 10832 11383 -551 -551 ASG MANAGED FUTURES STRATA,355.0UNITS 2016-02-05 2016-04-12 3891 3937 -46 -46 ASG MANAGED FUTURES STRAT-A,1020.0UNITS 2016-02-05 2016-06-08 11026 11312 -286 -286 ASG MANAGED FUTURES STRATA,1228.697UNITS 2016-02-05 2016-08-08 13442 13626 -184 -184 ASG MANAGED FUTURES STRATA,224.788UNITS 2016-03-11 2016-08-08 2459 2387 72 72 CALAMOS MARKET NEU INC FDI,1146.696UNITS 2015-08-13 2016-08-08 14896 14873 23 23 CONSUMER DISCRETIONARY SELT,30.0UNITS 2015-11-23 2016-03-11 2310 2453 -143 -143 CONSUMER DISCRETIONARY SELT,550.0UNITS 2015-11-23 2016-06-08 43664 44977 -1313 -1313 CONSUMER DISCRETIONARY SELT,235.0UNITS 2016-02-05 2016-06-08 18657 16515 2142 2142 CONSUMER STAPLES SPDR,1150.0UNITS 2016-03-15 2016-09-01 62401 60535 1866 1866 CONSUMER STAPLES SPDR,15.0UNITS 2016-06-08 2016-09-01 814 808 6 6 FINANCIAL SELECT SECTOR SPDR ETF,625.0UNITS 2015-06-04 2016-03-11 13925 15431 -1506 -1506 FINANCIAL SELECT SECTOR SPDR ETF,30.0UNITS 2015-10-05 2016-03-11 668 697 -29 -29 GATEWAY FUNDY,498.21UNITS 2015-08-13 2016-08-08 15086 15001 85 85 HEALTH CARE SELECT SECTOR SPDR,195.0UNITS 2015-06-04 2016-03-15 13120 14494 -1374 -1374 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-10-05 2016-03-15 673 684 -11 -11 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-11-23 2016-03-15 1346 1434 -88 -88 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2016-02-05 2016-03-15 1009 966 43 43 ISHA CURR HEDGED MSCI EAFE,1900.0UNITS 2016-02-05 2016-03-11 45878 43807 2071 2071 ISHA CURR HEDGED MSCI EAFE,3000.0UNITS 2016-02-05 2016-04-12 70954 69169 1785 1785 ISHA CURR HEDGED MSCI EAFE,55.0UNITS 2016-02-05 2016-09-01 1352 1268 84 84 ISHARES CORE U.S. AGGREGATE BO,25.0UNITS 2016-02-05 2016-09-01 2807 2735 72 72 ISHARES EDGE MSCI MIN VOL EAFE ETF,240.0UNITS 2016-02-05 2016-06-08 16469 15044 1425 1425 ISHARES EDGE MSCI MIN VOL EMER,295.0UNITS 2016-02-05 2016-06-08 15399 13741 1658 1658 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-05 2016-08-08 537 466 71 71 ISHARES EDGE MSCI MIN VOL EMER,30.0UNITS 2016-02-05 2016-09-01 1600 1397 203 203 ISHARES EDGE MSCI MIN VOL USA ETF,20.0UNITS 2016-02-05 2016-06-08 899 810 89 89 ISHARES EDGE MSCI MIN VOL USA ETF,60.0UNITS 2016-02-05 2016-08-08 2791 2429 362 362 ISHARES EDGE MSCI MIN VOL USA ETF,60.0UNITS 2016-02-05 2016-09-01 2752 2429 323 323 ISHARES INTERMEDIATE CREDIT ETF,365.0UNITS 2015-06-04 2016-02-05 39336 39876 -540 -540 ISHARES MSCI CHINA ETF,45.0UNITS 2015-05-18 2016-02-05 1674 2755 -1081 -1081 ISHARES MSCI CHINA ETF,560.0UNITS 2015-06-04 2016-02-05 20832 33828 -12996 -12996 ISHARES MSCI CHINA ETF,50.0UNITS 2015-11-23 2016-02-05 1860 2396 -536 -536 ISHARES MSCI EMERG MKT MIN V,55.0UNITS 2016-02-05 2016-04-12 2821 2562 259 259 ISHARES MSCI JAPAN ETF,6095.0UNITS 2015-08-13 2016-02-05 66139 79148 -13009 -13009 ISHARES MSCI JAPAN ETF,130.0UNITS 2015-10-05 2016-02-05 1411 1560 -149 -149 ISHARES MSCI USA MIN VOL ETF,60.0UNITS 2016-02-05 2016-03-11 2580 2429 151 151 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-08-08 531 520 11 11 ISHARES RUSSELL 1000 VALUE ETF,30.0UNITS 2016-06-08 2016-09-01 3178 3118 60 60 ISHARES S&P PREF STK ETF,380.0UNITS 2016-03-11 2016-08-08 15219 14682 537 537 ISHARES S&P PREF STK ETF,50.0UNITS 2016-03-11 2016-09-01 1992 1932 60 60 JOHN HANCOCK II GL ABS REI,4203.74UNITS 2015-11-23 2016-02-05 42374 47208 -4834 -4834 NEUBERGER BER ABS RET MM-INS,4330.14UNITS 2015-08-13 2016-02-05 42695 47328 -4633 -4633 NEUBERGER BER ABS RET MM-INS,199.62UNITS 2015-10-05 2016-02-05 1968 2104 -136 -136 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,10.0UNITS 2015-04-06 2016-02-05 886 1020 -134 -134 POWERSHARES DB COMMODITY IND,105.0UNITS 2015-08-13 2016-06-08 1627 1623 4 4 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-10-05 2016-06-08 232 231 1 1 POWERSHARES DB COMMODITY IND,70.0UNITS 2015-11-23 2016-06-08 1084 1006 78 78 POWERSHARES DB COMMODITY IND,40.0UNITS 2016-02-05 2016-06-08 620 502 118 118 VANGUARD DIVIDEND APPREC ETF,20.0UNITS 2016-06-08 2016-08-08 1710 1661 49 49 VANGUARD DIVIDEND APPREC ETF,25.0UNITS 2016-06-08 2016-09-01 2123 2076 47 47 VANGUARD FTSE EUROPE ETF,870.0UNITS 2015-08-13 2016-06-08 44014 47797 -3783 -3783 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-10-05 2016-06-08 506 510 -4 -4 VANGUARD FTSE EUROPE ETF,40.0UNITS 2015-11-23 2016-06-08 2024 2050 -26 -26 VANGUARD FTSE EUROPE ETF,25.0UNITS 2016-02-05 2016-06-08 1265 1146 119 119 VANGUARD IND FD MID-CAP,375.0UNITS 2015-04-06 2016-02-05 40420 48771 -8351 -8351 VANGUARD IND FD MID-CAP,5.0UNITS 2015-10-05 2016-02-05 539 603 -64 -64 WISDOMTREE EUROPE HEDGED EQU,90.0UNITS 2015-05-18 2016-02-05 4435 5885 -1450 -1450 CALAMOS MARKET NEU INC FDI,120.0UNITS 2015-08-13 2016-09-01 1558 1556 2 2 FINANCIAL SELECT SECTOR SPDR ETF,1080.0UNITS 2014-12-08 2016-02-05 22541 27124 -4583 -4583 FINANCIAL SELECT SECTOR SPDR ETF,1946.0UNITS 2014-12-08 2016-03-11 43356 48874 -5518 -5518 FINANCIAL SELECT SECTOR SPDR ETF,140.0UNITS 2015-02-05 2016-03-11 3119 3360 -241 -241 GATEWAY FUNDY,55.0UNITS 2015-08-13 2016-09-01 1670 1656 14 14 HEALTH CARE SELECT SECTOR SPDR,655.0UNITS 2015-02-05 2016-03-15 44068 45980 -1912 -1912 ISHARES CORE MSCI EAFE ETF,1885.0UNITS 2014-12-08 2016-02-05 93457 108789 -15332 -15332 ISHARES CORE MSCI EMERGING,665.0UNITS 2014-12-08 2016-02-05 24273 32340 -8067 -8067 ISHARES CORE MSCI EMERGING,55.0UNITS 2014-12-08 2016-03-11 2214 2675 -461 -461 ISHARES IBOXX INV GRD CORP BOND ETF,190.0UNITS 2014-11-21 2016-02-05 21540 22855 -1315 -1315 ISHARES IBOXX INV GRD CORP BOND ETF,15.0UNITS 2014-11-21 2016-04-12 1781 1804 -23 -23 ISHARES IBOXX INV GRD CORP BOND ETF,285.0UNITS 2014-11-21 2016-09-01 35172 34283 889 889 ISHARES IBOXX USD HIGH YIELD,15.0UNITS 2014-12-08 2016-06-08 1266 1351 -85 -85 ISHARES IBOXX USD HIGH YIELD,65.0UNITS 2014-12-08 2016-09-01 5604 5856 -252 -252 ISHARES INTERMEDIATE CREDIT ETF,20.0UNITS 2015-06-04 2016-09-01 2224 2185 39 39 ISHARES JP MORGAN EM BOND ETF,20.0UNITS 2014-12-08 2016-02-05 2102 2240 -138 -138 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-08-08 1162 1120 42 42 ISHARES JP MORGAN EM BOND ETF,65.0UNITS 2014-12-08 2016-09-01 7572 7280 292 292 ISHARES MSCI ASIA EX JAPAN ETF,205.0UNITS 2014-12-08 2016-02-05 9936 12782 -2846 -2846 ISHARES MSCI ASIA EX JAPAN ETF,45.0UNITS 2014-12-08 2016-03-11 2382 2806 -424 -424 ISHARES MSCI ASIA EX JAPAN ETF,45.0UNITS 2014-12-08 2016-08-08 2633 2806 -173 -173 ISHARES MSCI ASIA EX JAPAN ETF,40.0UNITS 2014-12-08 2016-09-01 2354 2494 -140 -140 POWERSHARES DB COMMODITY IND,80.0UNITS 2014-12-08 2016-06-08 1239 1593 -354 -354 POWERSHARES DB COMMODITY IND,840.0UNITS 2015-02-05 2016-06-08 13013 15103 -2090 -2090 POWERSHARES FTSE RAFI US 1K,35.0UNITS 2014-12-08 2016-09-01 3272 3217 55 55 TECHNOLOGY SELECT SECTOR SPDR,685.0UNITS 2014-12-08 2016-02-05 26955 28828 -1873 -1873 TECHNOLOGY SELECT SECTOR SPDR,60.0UNITS 2014-12-08 2016-04-12 2631 2525 106 106 TECHNOLOGY SELECT SECTOR SPDR,60.0UNITS 2014-12-08 2016-08-08 2817 2525 292 292 TECHNOLOGY SELECT SECTOR SPDR,40.0UNITS 2014-12-08 2016-09-01 1881 1683 198 198 VANGUARD REIT ETF,10.0UNITS 2014-11-21 2016-02-05 757 844 -87 -87 VANGUARD REIT ETF,10.0UNITS 2014-11-21 2016-08-08 907 844 63 63 VANGUARD REIT ETF,225.0UNITS 2014-12-08 2016-08-08 20396 18304 2092 2092 VANGUARD REIT ETF,20.0UNITS 2014-12-08 2016-09-01 1769 1627 142 142 VANGUARD S&P 500 ETF,345.0UNITS 2014-12-08 2016-02-05 59340 65299 -5959 -5959 VANGUARD S&P 500 ETF,85.0UNITS 2014-12-08 2016-03-11 15764 16088 -324 -324 VANGUARD S&P 500 ETF,850.0UNITS 2014-12-08 2016-06-08 165436 160881 4555 4555 VANGUARD S&P 500 ETF,30.0UNITS 2014-12-08 2016-08-08 6000 5678 322 322 VANGUARD S&P 500 ETF,75.0UNITS 2014-12-08 2016-09-01 14926 14195 731 731 VANGUARD SMALL-CAP ETF,45.0UNITS 2014-12-08 2016-03-11 4880 5276 -396 -396 VANGUARD SMALL-CAP ETF,55.0UNITS 2014-12-08 2016-06-08 6522 6448 74 74 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-08-08 1831 1759 72 72 VANGUARD SMALL-CAP ETF,35.0UNITS 2014-12-08 2016-09-01 4261 4103 158 158 VANGUARD TOTAL BOND MARKET ETF,145.0UNITS 2014-12-08 2016-02-05 11842 11953 -111 -111 VANGUARD TOTAL BOND MARKET ETF,190.0UNITS 2014-12-08 2016-04-12 15734 15663 71 71 VANGUARD TOTAL BOND MARKET ETF,305.0UNITS 2014-12-08 2016-06-08 25388 25143 245 245 VANGUARD TOTAL BOND MARKET ETF,55.0UNITS 2014-12-08 2016-09-01 4625 4534 91 91 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 46 46 46 WISDOMTREE EUROPE HEDGED EQU,1175.0UNITS 2014-12-08 2016-02-05 57904 70289 -12385 -12385 AQR MANAGED FUTURES STR-I,790.571UNITS 2016-02-09 2016-09-01 8040 8507 -467 -467 AQR MANAGED FUTURES STR-I,176.724UNITS 2016-03-11 2016-09-01 1797 1794 3 3 AQR MANAGED FUTURES STRATEGY FUND-I,875.0UNITS 2016-02-09 2016-06-08 8776 9415 -639 -639 ASG MANAGED FUTURES STRATA,136.404UNITS 2016-02-09 2016-06-01 1431 1548 -117 -117 ASG MANAGED FUTURES STRAT-A,740.0UNITS 2016-02-09 2016-06-08 7999 8399 -400 -400 ASG MANAGED FUTURES STRAT-A,702.586UNITS 2016-02-09 2016-09-01 7461 7974 -513 -513 ASG MANAGED FUTURES STRAT-A,199.812UNITS 2016-03-11 2016-09-01 2122 2122 0 0 CONSUMER DISCRETIONARY SELT,30.0UNITS 2015-11-23 2016-03-11 2310 2453 -143 -143 CONSUMER DISCRETIONARY SELT,340.0UNITS 2015-11-23 2016-06-08 26993 27804 -811 -811 CONSUMER DISCRETIONARY SELT,150.0UNITS 2016-02-09 2016-06-08 11908 10329 1579 1579 CONSUMER STAPLES SPDR,720.0UNITS 2016-03-15 2016-09-01 39068 37900 1168 1168 FINANCIAL SELECT SECTOR SPDR ETF,670.0UNITS 2015-04-14 2016-02-09 13608 16326 -2718 -2718 FINANCIAL SELECT SECTOR SPDR ETF,1405.0UNITS 2015-04-14 2016-03-11 31303 34237 -2934 -2934 FINANCIAL SELECT SECTOR SPDR ETF,350.0UNITS 2015-06-04 2016-03-11 7798 8641 -843 -843 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-04-14 2016-03-11 683 737 -54 -54 HEALTH CARE SELECT SECTOR SPDR,400.0UNITS 2015-04-14 2016-03-15 26912 29467 -2555 -2555 HEALTH CARE SELECT SECTOR SPDR,130.0UNITS 2015-06-04 2016-03-15 8746 9663 -917 -917 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-10-05 2016-03-15 336 342 -6 -6 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2016-02-09 2016-03-15 1346 1282 64 64 ISHA CURR HEDGED MSCI EAFE,1270.0UNITS 2016-02-09 2016-03-11 30666 28185 2481 2481 ISHA CURR HEDGED MSCI EAFE,1955.0UNITS 2016-02-09 2016-06-01 47687 43388 4299 4299 ISHARES CORE MSCI EAFE ETF,1200.0UNITS 2015-04-14 2016-02-09 57779 72588 -14809 -14809 ISHARES CORE MSCI EAFE ETF,45.0UNITS 2015-04-14 2016-03-11 2383 2722 -339 -339 ISHARES CORE MSCI EMERGING,355.0UNITS 2015-04-14 2016-02-09 12621 18332 -5711 -5711 ISHARES CORE MSCI EMERGING,40.0UNITS 2015-04-14 2016-03-11 1610 2066 -456 -456 LSHARES EDGE MSCI MIN VOL EAFE ETF,160.0UNITS 2016-02-09 2016-06-08 10979 9937 1042 1042 ISHARES EDGE MSCI MIN VOL EMER,200.0UNITS 2016-02-09 2016-06-08 10440 9162 1278 1278 LSHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-09-01 533 458 75 75 ISHARES EDGE MSCI MIN VOL USA ETF,35.0UNITS 2016-02-09 2016-06-01 1554 1409 145 145 ISHARES EDGE MSCI MIN VOL USA ETF,15.0UNITS 2016-02-09 2016-09-01 688 604 84 84 ISHARES IBOXX INV GRD CORP BOND ETF,145.0UNITS 2015-03-23 2016-02-09 16491 17822 -1331 -1331 ISHARES INTERMEDIATE CREDIT ETF,260.0UNITS 2015-06-04 2016-02-09 28085 28405 -320 -320 ISHARES JP MORGAN EM BOND ETF,40.0UNITS 2015-04-08 2016-02-09 4171 4539 -368 -368 ISHARES MSCI ASIA EX JAPAN ETF,85.0UNITS 2015-04-14 2016-02-09 4029 5808 -1779 -1779 ISHARES MSCI ASIA EX JAPAN ETF,30.0UNITS 2015-04-14 2016-03-11 1588 2050 -462 -462 ISHARES MSCI CHINA ETF,35.0UNITS 2015-05-19 2016-02-09 1262 2160 -898 -898 ISHARES MSCI CHINA ETF,350.0UNITS 2015-06-04 2016-02-09 12622 21142 -8520 -8520 ISHARES MSCI EMERG MKT MIN V,25.0UNITS 2016-02-09 2016-03-11 1243 1145 98 98 ISHARES MSCI JAPAN ETF,3890.0UNITS 2015-08-13 2016-02-09 41451 50515 -9064 -9064 ISHARES MSCI JAPAN ETF,60.0UNITS 2015-10-05 2016-02-09 639 720 -81 -81 ISHARES MSCI USA MIN VOL ETF,45.0UNITS 2016-02-09 2016-03-11 1935 1812 123 123 ISHARES S&P PREF STK ETF,240.0UNITS 2016-03-11 2016-09-01 9562 9273 289 289 JOHN HANCOCK II GL ABS REI,2667.373UNITS 2015-11-23 2016-02-09 26487 29955 -3468 -3468 NEUBERGER BER ABS RET MM-INS,2789.271UNITS 2015-08-13 2016-02-09 27168 30487 -3319 -3319 NEUBERGER BER ABS RET MM-INS,89.829UNITS 2015-10-05 2016-02-09 875 947 -72 -72 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,5.0UNITS 2015-04-08 2016-02-09 435 511 -76 -76 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-04-08 2016-03-11 268 347 -79 -79 POWERSHARES DB COMMODITY IND,40.0UNITS 2015-08-13 2016-06-08 620 618 2 2 POWERSHARES DB COMMODITY IND,50.0UNITS 2015-11-23 2016-06-08 775 719 56 56 POWERSHARES DB COMMODITY IND,15.0UNITS 2016-02-09 2016-06-08 232 183 49 49 POWERSHARES FTSE RAFI US 1K,15.0UNITS 2015-04-14 2016-03-11 1306 1390 -84 -84 TECHNOLOGY SELECT SECTOR SPDR,435.0UNITS 2015-04-14 2016-02-09 16865 18196 -1331 -1331 TECHNOLOGY SELECT SECTOR SPDR,35.0UNITS 2015-04-14 2016-03-11 1494 1464 30 30 VANGUARD DIVIDEND APPREC ETF,10.0UNITS 2016-06-08 2016-09-01 849 831 18 18 VANGUARD FTSE EUROPE ETF,20.0UNITS 2015-08-13 2016-03-11 970 1099 -129 -129 VANGUARD FTSE EUROPE ETF,535.0UNITS 2015-08-13 2016-06-08 27066 29392 -2326 -2326 VANGUARD FTSE EUROPE ETF,5.0UNITS 2015-10-05 2016-06-08 253 255 -2 -2 VANGUARD FTSE EUROPE ETF,45.0UNITS 2016-02-09 2016-06-08 2277 1991 286 286 VANGUARD IND FD MID-CAP,240.0UNITS 2015-04-14 2016-02-09 25167 31209 -6042 -6042 VANGUARD REIT ETF,15.0UNITS 2015-04-08 2016-02-09 1078 1266 -188 -188 VANGUARD S&P 500 ETF,205.0UNITS 2015-04-14 2016-02-09 34824 39302 -4478 -4478 VANGUARD S&P 500 ETF,75.0UNITS 2015-04-14 2016-03-11 13909 14379 -470 -470 VANGUARD SMALL-CAP ETF,45.0UNITS 2015-04-14 2016-03-11 4880 5543 -663 -663 VANGUARD TOTAL BOND MARKET ETF,140.0UNITS 2015-04-08 2016-02-09 11477 11679 -202 -202 WISDOMTREE EUROPE HEDGED EQU,755.0UNITS 2015-04-14 2016-02-09 35537 51323 -15786 -15786 WISDOMTREE EUROPE HEDGED EQU,50.0UNITS 2015-05-19 2016-02-09 2353 3313 -960 -960 CALAMOS MARKET NEU INC FDI,740.0UNITS 2015-08-13 2016-09-01 9605 9598 7 7 GATEWAY FUNDY,320.0UNITS 2015-08-13 2016-09-01 9718 9635 83 83 GNMA PL #372801 7.500% 2/15/24,4.67UNITS 1997-03-05 2016-01-15 5 5 0 0 GNMA PL #372801 7.500% 2/15/24,20.67UNITS 1997-03-05 2016-02-15 21 21 0 0 GNMA PL #372801 7.500% 2/15/24,1.72UNITS 1997-03-05 2016-03-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.73UNITS 1997-03-05 2016-04-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.74UNITS 1997-03-05 2016-05-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.75UNITS 1997-03-05 2016-06-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.77UNITS 1997-03-05 2016-07-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.78UNITS 1997-03-05 2016-08-15 2 2 0 0 GNMA PL #372801 7.500% 2/15/24,1.78UNITS 1997-03-05 2016-09-15 2 2 0 0 GNMA PL #383451 6.500% 1/15/24,19.02UNITS 1998-05-21 2016-01-15 19 19 0 0 GNMA PL #383451 6.500% 1/15/24,19.14UNITS 1998-05-21 2016-02-15 19 19 0 0 GNMA PL #383451 6.500% 1/15/24,19.25UNITS 1998-05-21 2016-03-15 19 19 0 0 GNMA PL #383451 6.500% 1/15/24,19.36UNITS 1998-05-21 2016-04-15 19 19 0 0 GNMA PL #383451 6.500% 1/15/24,19.47UNITS 1998-05-21 2016-05-15 19 19 0 0 GNMA PL #383451 6.500% 1/15/24,19.59UNITS 1998-05-21 2016-06-15 20 20 0 0 GNMA PL #383451 6.500% 1/15/24,19.7UNITS 1998-05-21 2016-07-15 20 20 0 0 GNMA PL #383451 6.500% 1/15/24,19.82UNITS 1998-05-21 2016-08-15 20 20 0 0 GNMA PL #383451 6.500% 1/15/24,19.93UNITS 1998-05-21 2016-09-15 20 20 0 0 GNMA PL #490800 6.000% 11/15/28,138.44UNITS 1998-12-04 2016-01-15 138 138 0 0 GNMA PL #490800 6.000% 11/15/28,5.65UNITS 1998-12-04 2016-02-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.68UNITS 1998-12-04 2016-03-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.66UNITS 1998-12-04 2016-04-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.61UNITS 1998-12-04 2016-05-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.64UNITS 1998-12-04 2016-06-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.67UNITS 1998-12-04 2016-07-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,5.7UNITS 1998-12-04 2016-08-15 6 6 0 0 GNMA PL #490800 6.000% 11/15/28,171.05UNITS 1998-12-04 2016-09-15 171 170 1 1 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2015-03-23 2016-06-01 1191 1229 -38 -38 ISHARES LBOXX LNV GRD CORP BOND ETF,165.0UNITS 2015-03-23 2016-09-01 20362 20280 82 82 ISHARES IBOXX USD HIGH YIELD,15.0UNITS 2015-04-08 2016-09-01 1293 1369 -76 -76 ISHARES JP MORGAN EM BOND ETF,20.0UNITS 2015-04-08 2016-09-01 2330 2270 60 60 ISHARES MSCI ASIA EX JAPAN ETF,45.0UNITS 2015-04-14 2016-09-01 2648 3075 -427 -427 POWERSHARES DB COMMODITY IND,555.0UNITS 2015-04-08 2016-06-08 8598 9640 -1042 -1042 POWERSHARES DB COMMODITY IND,40.0UNITS 2015-04-14 2016-06-08 620 702 -82 -82 TECHNOLOGY SELECT SECTOR SPDR,45.0UNITS 2015-04-14 2016-09-01 2116 1882 234 234 VANGUARD REIT ETF,140.0UNITS 2015-04-08 2016-09-01 12383 11816 567 567 VANGUARD S&P 500 ETF,10.0UNITS 2015-04-14 2016-06-01 1917 1917 0 0 VANGUARD S&P 500 ETF,490.0UNITS 2015-04-14 2016-06-08 95369 93942 1427 1427 VANGUARD S&P 500 ETF,20.0UNITS 2015-04-14 2016-09-01 3980 3834 146 146 VANGUARD SMALL-CAP ETF,30.0UNITS 2015-04-14 2016-06-01 3448 3695 -247 -247 VANGUARD SMALL-CAP ETF,20.0UNITS 2015-04-14 2016-09-01 2435 2464 -29 -29 VANGUARD TOTAL BOND MARKET ETF,115.0UNITS 2015-04-08 2016-06-01 9509 9593 -84 -84 VANGUARD TOTAL BOND MARKET ETF,220.0UNITS 2015-04-08 2016-06-08 18313 18352 -39 -39 GINNIE MAE I POOL GN 372801 7.5% 15 FEB 2024,0.0UNITS 1997-03-05 2016-10-03 2 2 0 0 GINNIE MAE I POOL GN 383451 6.5% 15 JAN 2024,0.0UNITS 1998-05-21 2016-10-03 20 20 0 0 GINNIE MAE I POOL GN 490800 6% 15 NOV 2028,0.0UNITS 1998-12-04 2016-10-03 5 5 0 0 GINNIE MAE I POOL GN 372801 7.5% 15 FEB 2024,0.0UNITS 1997-03-05 2016-11-01 2 2 0 0 GINNIE MAE I POOL GN 383451 6.5% 15 JAN 2024,3047.84UNITS 1998-05-21 2016-11-01 2277 2276 1 1 GINNIE MAE I POOL GN 490800 6% 15 NOV 2028,0.0UNITS 1998-12-04 2016-11-01 5 5 0 0 GINNIE MAE I POOL GN 372801 7.5% 15 FEB 2024,0.0UNITS 1997-03-05 2016-12-01 2 2 0 0 GINNIE MAE I POOL GN 490800 6% 15 NOV 2028,0.0UNITS 1998-12-04 2016-12-01 5 5 0 0 AQR MANAGED FUTURES STR-I,835.436UNITS 2016-02-05 2016-09-01 8496 8806 -310 -310 AQR MANAGED FUTURES STR-I,116.133UNITS 2016-03-11 2016-09-01 1181 1179 2 2 AQR MANAGED FUTURES STRATEGY FUND-I,180.0UNITS 2016-02-05 2016-04-12 1854 1897 -43 -43 AQR MANAGED FUTURES STRATEGY FUND-I,655.0UNITS 2016-02-05 2016-06-08 6570 6904 -334 -334 ASG MANAGED FUTURES STRAT-A,215.0UNITS 2016-02-05 2016-04-12 2356 2384 -28 -28 ASG MANAGED FUTURES STRAT-A,625.0UNITS 2016-02-05 2016-06-08 6756 6931 -175 -175 ASG MANAGED FUTURES STRATA,747.015UNITS 2016-02-05 2016-09-01 7933 8284 -351 -351 ASG MANAGED FUTURES STRAT-A,134.873UNITS 2016-03-11 2016-09-01 1432 1432 0 0 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-03-11 1155 1227 -72 -72 CONSUMER DISCRETIONARY SELT,350.0UNITS 2015-11-23 2016-06-08 27786 28622 -836 -836 CONSUMER DISCRETIONARY SELT,130.0UNITS 2016-02-05 2016-06-08 10321 9136 1185 1185 CONSUMER STAPLES SPDR,700.0UNITS 2016-03-15 2016-09-01 37983 36847 1136 1136 FINANCIAL SELECT SECTOR SPDR ETF,365.0UNITS 2015-06-04 2016-03-11 8132 9012 -880 -880 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-10-05 2016-03-11 334 348 -14 -14 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-02-05 2016-02-05 643 702 -59 -59 HEALTH CARE SELECT SECTOR SPDR,135.0UNITS 2015-06-04 2016-03-15 9083 10035 -952 -952 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-11-23 2016-03-15 1346 1434 -88 -88 ISHA CURR HEDGED MSCI EAFE,1155.0UNITS 2016-02-05 2016-03-11 27889 26630 1259 1259 ISHA CURR HEDGED MSCI EAFE,1830.0UNITS 2016-02-05 2016-04-12 43282 42193 1089 1089 ISHARES EDGE MSCI MIN VOL EAFE ETF,145.0UNITS 2016-02-05 2016-06-08 9950 9089 861 861 ISHARES EDGE MSCI MIN VOL EMER,200.0UNITS 2016-02-05 2016-06-08 10440 9316 1124 1124 ISHARES INTERMEDIATE CREDIT ETF,260.0UNITS 2015-06-04 2016-02-05 28020 28405 -385 -385 ISHARES MSCI CHINA ETF,40.0UNITS 2015-05-18 2016-02-05 1488 2449 -961 -961 ISHARES MSCI CHINA ETF,340.0UNITS 2015-06-04 2016-02-05 12648 20538 -7890 -7890 ISHARES MSCI CHINA ETF,35.0UNITS 2015-11-23 2016-02-05 1302 1677 -375 -375 ISHARES MSCI EMERG MKT MIN V,15.0UNITS 2016-02-05 2016-03-11 746 699 47 47 ISHARES MSCI JAPAN ETF,3825.0UNITS 2015-08-13 2016-02-05 41506 49671 -8165 -8165 ISHARES MSCI JAPAN ETF,80.0UNITS 2015-10-05 2016-02-05 868 960 -92 -92 ISHARES MSCI USA MIN VOL ETF,40.0UNITS 2016-02-05 2016-03-11 1720 1619 101 101 ISHARES S&P PREF STK ETF,230.0UNITS 2016-03-11 2016-09-01 9163 8887 276 276 JOHN HANCOCK II GL ABS REI,2632.342UNITS 2015-11-23 2016-02-05 26534 29561 -3027 -3027 NEUBERGER BER ABS RET MM-INS,2716.939UNITS 2015-08-13 2016-02-05 26789 29696 -2907 -2907 NEUBERGER BER ABS RET MM-INS,124.763UNITS 2015-10-05 2016-02-05 1230 1315 -85 -85 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,10.0UNITS 2015-04-06 2016-02-05 886 1020 -134 -134 POWERSHARES DB COMMODITY IND,80.0UNITS 2015-08-13 2016-06-08 1239 1237 2 2 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-10-05 2016-06-08 155 154 1 1 POWERSHARES DB COMMODITY IND,40.0UNITS 2015-11-23 2016-06-08 620 575 45 45 VANGUARD FTSE EUROPE ETF,545.0UNITS 2015-08-13 2016-06-08 27572 29942 -2370 -2370 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-10-05 2016-06-08 506 510 -4 -4 VANGUARD FTSE EUROPE ETF,25.0UNITS 2015-11-23 2016-06-08 1265 1281 -16 -16 VANGUARD IND FD MID-CAP,235.0UNITS 2015-04-06 2016-02-05 25330 30563 -5233 -5233 WISDOMTREE EUROPE HEDGED EQU,60.0UNITS 2015-05-18 2016-02-05 2957 3923 -966 -966 CALAMOS MARKET NEU INC FDI,680.0UNITS 2015-08-13 2016-09-01 8826 8820 6 6 FINANCIAL SELECT SECTOR SPDR ETF,730.0UNITS 2014-12-08 2016-02-05 15236 18334 -3098 -3098 FINANCIAL SELECT SECTOR SPDR ETF,1170.0UNITS 2014-12-08 2016-03-11 26067 29385 -3318 -3318 FINANCIAL SELECT SECTOR SPDR ETF,30.0UNITS 2014-12-25 2016-03-11 668 751 -83 -83 FINANCIAL SELECT SECTOR SPDR ETF,90.0UNITS 2015-02-05 2016-03-11 2005 2160 -155 -155 GATEWAY FUNDY,300.0UNITS 2015-08-13 2016-09-01 9111 9033 78 78 HEALTH CARE SELECT SECTOR SPDR,390.0UNITS 2015-02-05 2016-03-15 26239 27377 -1138 -1138 ISHARES CORE MSCI EAFE ETF,1230.0UNITS 2014-12-08 2016-02-05 60982 70987 -10005 -10005 ISHARES CORE MSCI EMERGING,440.0UNITS 2014-12-08 2016-02-05 16060 21398 -5338 -5338 ISHARES CORE MSCI EMERGING,35.0UNITS 2014-12-08 2016-03-11 1409 1702 -293 -293 ISHARES IBOXX H/Y CORP BOND ETF,20.0UNITS 2014-12-08 2016-02-05 1547 1802 -255 -255 ISHARES IBOXX INV GRD CORP BOND ETF,150.0UNITS 2013-12-13 2016-02-05 17005 17089 -84 -84 ISHARES IBOXX INV GRD CORP BOND ETF,117.0UNITS 2013-12-13 2016-09-01 14439 13330 1109 1109 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-12-08 2016-09-01 4936 4752 184 184 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2015-05-18 2016-09-01 370 354 16 16 ISHARES JP MORGAN EM BOND ETF,45.0UNITS 2014-12-08 2016-02-05 4730 5040 -310 -310 ISHARES JP MORGAN EM BOND ETF,20.0UNITS 2014-12-08 2016-09-01 2330 2240 90 90 ISHARES MSCI ASIA EX JAPAN ETF,155.0UNITS 2014-12-08 2016-02-05 7513 9664 -2151 -2151 ISHARES MSCI ASIA EX JAPAN ETF,25.0UNITS 2014-12-08 2016-03-11 1324 1559 -235 -235 ISHARES MSCI ASIA EX JAPAN ETF,35.0UNITS 2014-12-08 2016-09-01 2059 2182 -123 -123 POWERSHARES DB COMMODITY IND,20.0UNITS 2014-12-08 2016-03-11 268 398 -130 -130 POWERSHARES DB COMMODITY IND,455.0UNITS 2014-12-08 2016-06-08 7049 9059 -2010 -2010 POWERSHARES DB COMMODITY IND,55.0UNITS 2015-02-05 2016-06-08 852 989 -137 -137 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-04-06 2016-06-08 542 617 -75 -75 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-02-05 804 919 -115 -115 TECHNOLOGY SELECT SECTOR SPDR,450.0UNITS 2014-12-08 2016-02-05 17708 18938 -1230 -1230 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-12-08 2016-03-11 854 842 12 12 TECHNOLOGY SELECT SECTOR SPDR,40.0UNITS 2014-12-08 2016-09-01 1881 1683 198 198 VANGUARD REIT ETF,20.0UNITS 2014-11-21 2016-02-05 1514 1688 -174 -174 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-09-01 442 422 20 20 VANGUARD REIT ETF,135.0UNITS 2014-12-08 2016-09-01 11941 10982 959 959 VANGUARD S&P 500 ETF,290.0UNITS 2014-12-08 2016-02-05 49880 54889 -5009 -5009 VANGUARD S&P 500 ETF,40.0UNITS 2014-12-08 2016-03-11 7418 7571 -153 -153 VANGUARD S&P 500 ETF,520.0UNITS 2014-12-08 2016-06-08 101208 98421 2787 2787 VANGUARD SMALL-CAP ETF,25.0UNITS 2014-12-08 2016-03-11 2711 2931 -220 -220 VANGUARD SMALL-CAP ETF,35.0UNITS 2014-12-08 2016-06-08 4151 4103 48 48 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-11-21 2016-02-05 817 831 -14 -14 VANGUARD TOTAL BOND MARKET ETF,160.0UNITS 2014-12-08 2016-02-05 13067 13190 -123 -123 VANGUARD TOTAL BOND MARKET ETF,115.0UNITS 2014-12-08 2016-04-12 9523 9480 43 43 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 57 57 57 VANGUARD TOTAL BOND MARKET ETF,190.0UNITS 2014-12-08 2016-06-08 15816 15663 153 153 WISDOMTREE EUROPE HEDGED EQU,740.0UNITS 2014-12-08 2016-02-05 36467 44267 -7800 -7800 ISHARES CORE MSCI EAFE ETF,790.0UNITS 2014-12-08 2016-11-16 41436 45593 -4157 -4157 ISHARES CORE MSCI EAFE ETF,20.0UNITS 2015-02-05 2016-11-16 1049 1148 -99 -99 ISHARES CORE MSCI EAFE ETF,465.0UNITS 2015-04-06 2016-11-16 24389 28044 -3655 -3655 ISHARES CORE MSCI EAFE ETF,60.0UNITS 2015-05-18 2016-11-16 3147 3742 -595 -595 ISHARES CORE MSCI EAFE ETF,75.0UNITS 2015-11-23 2016-11-16 3934 4203 -269 -269 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2016-03-11 2016-11-16 262 265 -3 -3 AQR MANAGED FUTURES STR-I,464.706UNITS 2016-02-05 2016-08-03 4828 4898 -70 -70 AQR MANAGED FUTURES STR-I,60.591UNITS 2016-03-11 2016-08-03 630 615 15 15 AQR MANAGED FUTURES STRATEGY FUND-I,100.0UNITS 2016-02-05 2016-04-12 1030 1054 -24 -24 AQR MANAGED FUTURES STRATEGY FUND-I,360.0UNITS 2016-02-05 2016-06-08 3611 3794 -183 -183 ASG MANAGED FUTURES STRAT-A,125.0UNITS 2016-02-05 2016-04-12 1370 1386 -16 -16 ASG MANAGED FUTURES STRAT-A,340.0UNITS 2016-02-05 2016-06-08 3675 3771 -96 -96 ASG MANAGED FUTURES STRAT-A,412.818UNITS 2016-02-05 2016-08-03 4483 4578 -95 -95 ASG MANAGED FUTURES STRAT-A,74.929UNITS 2016-03-11 2016-08-03 814 796 18 18 CALAMOS MARKET NEU INC FDI,398.355UNITS 2015-08-13 2016-08-03 5151 5167 -16 -16 CONSUMER DISCRETIONARY SELT,10.0UNITS 2015-11-23 2016-03-11 770 818 -48 -48 CONSUMER DISCRETIONARY SELT,190.0UNITS 2015-11-23 2016-06-08 15084 15538 -454 -454 CONSUMER DISCRETIONARY SELT,75.0UNITS 2016-02-05 2016-06-08 5954 5271 683 683 CONSUMER STAPLES SPDR,10.0UNITS 2016-03-15 2016-08-03 542 526 16 16 CONSUMER STAPLES SPDR,375.0UNITS 2016-03-15 2016-09-01 20348 19740 608 608 CONSUMER STAPLES SPDR,10.0UNITS 2016-06-08 2016-09-01 543 539 4 4 FINANCIAL SELECT SECTOR SPDR ETF,185.0UNITS 2015-06-04 2016-03-11 4122 4568 -446 -446 GATEWAY FUNDY,171.557UNITS 2015-08-13 2016-08-03 5172 5166 6 6 HEALTH CARE SELECT SECTOR SPDR,65.0UNITS 2015-06-04 2016-03-15 4373 4831 -458 -458 ISHA CURR HEDGED MSCI EAFE,645.0UNITS 2016-02-05 2016-03-11 15574 14871 703 703 ISHA CURR HEDGED MSCI EAFE,1000.0UNITS 2016-02-05 2016-04-12 23651 23056 595 595 ISHA CURR HEDGED MSCI EAFE,15.0UNITS 2016-02-05 2016-09-01 369 346 23 23 ISHARES EDGE MSCI MIN VOL EAFE ETF,85.0UNITS 2016-02-05 2016-06-08 5833 5328 505 505 ISHARES EDGE MSCI MIN VOL EMER,100.0UNITS 2016-02-05 2016-06-08 5220 4658 562 562 ISHARES EDGE MSCI MIN VOL USA ETF,55.0UNITS 2016-02-05 2016-08-03 2553 2226 327 327 ISHARES INTERMEDIATE CREDIT ETF,145.0UNITS 2015-06-04 2016-02-05 15627 15841 -214 -214 ISHARES MSCI CHINA ETF,10.0UNITS 2015-05-18 2016-02-05 372 612 -240 -240 ISHARES MSCI CHINA ETF,200.0UNITS 2015-06-04 2016-02-05 7440 12081 -4641 -4641 ISHARES MSCI CHINA ETF,20.0UNITS 2015-11-23 2016-02-05 744 958 -214 -214 ISHARES MSCI EMERG MKT MIN V,20.0UNITS 2016-02-05 2016-04-12 1026 932 94 94 ISHARES MSCI JAPAN ETF,2135.0UNITS 2015-08-13 2016-02-05 23168 27725 -4557 -4557 ISHARES MSCI JAPAN ETF,25.0UNITS 2015-10-05 2016-02-05 271 300 -29 -29 ISHARES MSCI USA MIN VOL ETF,25.0UNITS 2016-02-05 2016-03-11 1075 1012 63 63 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-08-03 523 520 3 3 ISHARES S&P PREF STK ETF,140.0UNITS 2016-03-11 2016-08-03 5586 5409 177 177 JOHN HANCOCK II GL ABS REI,1456.296UNITS 2015-11-23 2016-02-05 14679 16354 -1675 -1675 NEUBERGER BER ABS RET MM-INS,1529.532UNITS 2015-08-13 2016-02-05 15081 16718 -1637 -1637 NEUBERGER BER ABS RET MM-INS,39.924UNITS 2015-10-05 2016-02-05 394 421 -27 -27 POWERSHARES DB COMMODITY IND,40.0UNITS 2015-08-13 2016-06-08 620 618 2 2 POWERSHARES DB COMMODITY IND,25.0UNITS 2015-11-23 2016-06-08 387 359 28 28 VANGUARD DIVIDEND APPREC ETF,15.0UNITS 2016-06-08 2016-08-03 1270 1246 24 24 VANGUARD FTSE EUROPE ETF,305.0UNITS 2015-08-13 2016-06-08 15430 16756 -1326 -1326 VANGUARD FTSE EUROPE ETF,15.0UNITS 2015-11-23 2016-06-08 759 769 -10 -10 VANGUARD IND FD MID-CAP,129.0UNITS 2015-04-06 2016-02-05 13905 16777 -2872 -2872 FINANCIAL SELECT SECTOR SPDR ETF,400.0UNITS 2014-12-08 2016-02-05 8348 10046 -1698 -1698 FINANCIAL SELECT SECTOR SPDR ETF,650.0UNITS 2014-12-08 2016-03-11 14482 16325 -1843 -1843 FINANCIAL SELECT SECTOR SPDR ETF,40.0UNITS 2014-12-25 2016-03-11 891 1001 -110 -110 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2015-02-05 2016-03-11 1114 1200 -86 -86 HEALTH CARE SELECT SECTOR SPDR,235.0UNITS 2015-02-05 2016-03-15 15811 16497 -686 -686 ISHARES CORE MSCI EAFE ETF,680.0UNITS 2014-12-08 2016-02-05 33714 39245 -5531 -5531 ISHARES CORE MSCI EMERGING,245.0UNITS 2014-12-08 2016-02-05 8943 11915 -2972 -2972 ISHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-03-11 805 973 -168 -168 ISHARES IBOXX H/Y CORP BOND ETF,15.0UNITS 2014-12-08 2016-02-05 1161 1351 -190 -190 ISHARES IBOXX INV GRD CORP BOND ETF,80.0UNITS 2013-12-17 2016-02-05 9070 9150 -80 -80 ISHARES IBOXX INV GRD CORP BOND ETF,46.0UNITS 2013-12-17 2016-09-01 5677 5261 416 416 ISHARES IBOXX INV GRD CORP BOND ETF,39.0UNITS 2014-12-08 2016-09-01 4813 4633 180 180 ISHARES JP MORGAN EM BOND ETF,15.0UNITS 2014-12-08 2016-02-05 1577 1680 -103 -103 ISHARES JP MORGAN EM BOND ETF,15.0UNITS 2014-12-08 2016-08-03 1725 1680 45 45 ISHARES MSCI ASIA EX JAPAN ETF,85.0UNITS 2014-12-08 2016-02-05 4120 5300 -1180 -1180 ISHARES MSCI ASIA EX JAPAN ETF,20.0UNITS 2014-12-08 2016-03-11 1059 1247 -188 -188 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-08-03 857 935 -78 -78 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,5.0UNITS 2015-04-06 2016-08-03 483 510 -27 -27 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-03-11 134 199 -65 -65 POWERSHARES DB COMMODITY IND,245.0UNITS 2014-12-08 2016-06-08 3795 4878 -1083 -1083 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-02-05 2016-06-08 310 360 -50 -50 POWERSHARES DB COMMODITY IND,45.0UNITS 2015-04-06 2016-06-08 697 793 -96 -96 TECHNOLOGY SELECT SECTOR SPDR,250.0UNITS 2014-12-08 2016-02-05 9838 10521 -683 -683 TECHNOLOGY SELECT SECTOR SPDR,15.0UNITS 2014-12-08 2016-03-11 640 631 9 9 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-12-08 2016-08-03 922 842 80 80 VANGUARD REIT ETF,10.0UNITS 2014-11-21 2016-02-05 757 844 -87 -87 VANGUARD REIT ETF,5.0UNITS 2014-12-08 2016-02-05 379 407 -28 -28 VANGUARD REIT ETF,90.0UNITS 2014-12-08 2016-08-03 8152 7321 831 831 VANGUARD S&P 500 ETF,150.0UNITS 2014-12-08 2016-02-05 25800 28391 -2591 -2591 VANGUARD S&P 500 ETF,30.0UNITS 2014-12-08 2016-03-11 5564 5678 -114 -114 VANGUARD S&P 500 ETF,285.0UNITS 2014-12-08 2016-06-08 55470 53943 1527 1527 VANGUARD S&P 500 ETF,20.0UNITS 2014-12-08 2016-08-03 3960 3785 175 175 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-03-11 1627 1759 -132 -132 VANGUARD SMALL-CAP ETF,20.0UNITS 2014-12-08 2016-06-08 2372 2345 27 27 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-08-03 601 586 15 15 VANGUARD TOTAL BOND MARKET ETF,80.0UNITS 2014-12-08 2016-02-05 6534 6595 -61 -61 VANGUARD TOTAL BOND MARKET ETF,65.0UNITS 2014-12-08 2016-04-12 5383 5358 25 25 VANGUARD TOTAL BOND MARKET ETF,105.0UNITS 2014-12-08 2016-06-08 8740 8656 84 84 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-08-03 840 824 16 16 WISDOMTREE EUROPE HEDGED EQU,440.0UNITS 2014-12-08 2016-02-05 21683 26321 -4638 -4638 ISHARES CORE MSCI EAFE ETF,450.0UNITS 2014-12-08 2016-11-16 23603 25971 -2368 -2368 ISHARES CORE MSCI EAFE ETF,155.0UNITS 2015-04-06 2016-11-16 8130 9348 -1218 -1218 AQR MANAGED FUTURES STR-I,422.394UNITS 2016-02-09 2016-08-08 4380 4545 -165 -165 AQR MANAGED FUTURES STR-I,95.936UNITS 2016-03-11 2016-08-08 995 974 21 21 AQR MANAGED FUTURES STRATEGY FUND-I,100.0UNITS 2016-02-09 2016-04-12 1030 1076 -46 -46 AQR MANAGED FUTURES STRATEGY FUND-I,360.0UNITS 2016-02-09 2016-06-08 3611 3874 -263 -263 ASG MANAGED FUTURES STRATA,115.0UNITS 2016-02-09 2016-04-12 1260 1305 -45 -45 ASG MANAGED FUTURES STRAT-A,350.0UNITS 2016-02-09 2016-06-08 3784 3973 -189 -189 ASG MANAGED FUTURES STRAT-A,371.525UNITS 2016-02-09 2016-08-08 4064 4217 -153 -153 ASG MANAGED FUTURES STRAT-A,104.901UNITS 2016-03-11 2016-08-08 1148 1114 34 34 CALAMOS MARKET NEU INC FDI,369.648UNITS 2015-08-13 2016-08-08 4802 4794 8 8 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-03-11 1155 1227 -72 -72 CONSUMER DISCRETIONARY SELT,180.0UNITS 2015-11-23 2016-06-08 14290 14720 -430 -430 CONSUMER DISCRETIONARY SELT,80.0UNITS 2016-02-09 2016-06-08 6351 5509 842 842 CONSUMER STAPLES SPDR,385.0UNITS 2016-03-15 2016-09-01 20891 20266 625 625 FINANCIAL SELECT SECTOR SPDR ETF,205.0UNITS 2015-06-04 2016-03-11 4567 5061 -494 -494 GATEWAY FUNDY,159.913UNITS 2015-08-13 2016-08-08 4842 4815 27 27 HEALTH CARE SELECT SECTOR SPDR,75.0UNITS 2015-06-04 2016-03-15 5046 5575 -529 -529 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2016-02-09 2016-03-15 1009 961 48 48 ISHA CURR HEDGED MSCI EAFE,670.0UNITS 2016-02-09 2016-03-11 16178 14869 1309 1309 ISHA CURR HEDGED MSCI EAFE,995.0UNITS 2016-02-09 2016-04-12 23533 22082 1451 1451 ISHARES EDGE MSCI MIN VOL EAFE ETF,75.0UNITS 2016-02-09 2016-06-08 5147 4658 489 489 ISHARES EDGE MSCI MIN VOL EMER,115.0UNITS 2016-02-09 2016-06-08 6003 5268 735 735 ISHARES EDGE MSCI MIN VOL USA ETF,25.0UNITS 2016-02-09 2016-08-08 1163 1007 156 156 ISHARES INTERMEDIATE CREDIT ETF,135.0UNITS 2015-06-04 2016-02-09 14583 14749 -166 -166 ISHARES MSCI CHINA ETF,15.0UNITS 2015-05-18 2016-02-09 541 918 -377 -377 ISHARES MSCI CHINA ETF,185.0UNITS 2015-06-04 2016-02-09 6672 11175 -4503 -4503 ISHARES MSCI CHINA ETF,20.0UNITS 2015-11-23 2016-02-09 721 958 -237 -237 ISHARES MSCI JAPAN ETF,2028.0UNITS 2015-08-13 2016-02-09 21610 26335 -4725 -4725 ISHARES MSCI JAPAN ETF,45.0UNITS 2015-10-05 2016-02-09 480 540 -60 -60 ISHARES MSCI USA MIN VOL ETF,20.0UNITS 2016-02-09 2016-03-11 860 805 55 55 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-08-08 531 520 11 11 ISHARES RUSSELL 1000 VALUE ETF,10.0UNITS 2016-06-08 2016-09-01 1059 1039 20 20 ISHARES S&P PREF STK ETF,125.0UNITS 2016-03-11 2016-08-08 5006 4830 176 176 ISHARES S&P PREF STK ETF,25.0UNITS 2016-03-11 2016-09-01 996 966 30 30 JOHN HANCOCK II GL ABS REI,1401.247UNITS 2015-11-23 2016-02-09 13914 15736 -1822 -1822 NEUBERGER BER ABS RET MM-INS,1438.74UNITS 2015-08-13 2016-02-09 14013 15725 -1712 -1712 NEUBERGER BER ABS RET MM-INS,69.867UNITS 2015-10-05 2016-02-09 681 736 -55 -55 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-08-13 2016-06-08 232 232 0 0 POWERSHARES DB COMMODITY IND,30.0UNITS 2015-11-23 2016-06-08 465 431 34 34 POWERSHARES DB COMMODITY IND,10.0UNITS 2016-02-09 2016-06-08 155 122 33 33 VANGUARD DIVIDEND APPREC ETF,15.0UNITS 2016-06-08 2016-09-01 1274 1246 28 28 VANGUARD FTSE EUROPE ETF,290.0UNITS 2015-08-13 2016-06-08 14671 15932 -1261 -1261 VANGUARD FTSE EUROPE ETF,5.0UNITS 2015-10-05 2016-06-08 253 255 -2 -2 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD FTSE EUROPE ETF,15.0UNITS 2016-02-09 2016-06-08 759 664 95 95 VANGUARD IND FD MID-CAP,125.0UNITS 2015-04-06 2016-02-09 13108 16257 -3149 -3149 WISDOMTREE EUROPE HEDGED EQU,30.0UNITS 2015-05-18 2016-02-09 1412 1962 -550 -550 CALAMOS MARKET NEU INC FDI,45.0UNITS 2015-08-13 2016-09-01 584 584 0 0 FINANCIAL SELECT SECTOR SPDR ETF,350.0UNITS 2014-12-08 2016-02-09 7109 8790 -1681 -1681 FINANCIAL SELECT SECTOR SPDR ETF,670.0UNITS 2014-12-08 2016-03-11 14927 16827 -1900 -1900 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2014-12-25 2016-03-11 223 250 -27 -27 FINANCIAL SELECT SECTOR SPDR ETF,45.0UNITS 2015-02-05 2016-03-11 1003 1080 -77 -77 GATEWAY FUNDY,20.0UNITS 2015-08-13 2016-09-01 607 602 5 5 HEALTH CARE SELECT SECTOR SPDR,210.0UNITS 2015-02-05 2016-03-15 14129 14742 -613 -613 ISHARES CORE MSCI EAFE ETF,620.0UNITS 2014-12-08 2016-02-09 29852 35782 -5930 -5930 ISHARES CORE MSCI EMERGING,220.0UNITS 2014-12-08 2016-02-09 7821 10699 -2878 -2878 ISHARES CORE MSCI EMERGING,25.0UNITS 2014-12-08 2016-03-11 1007 1216 -209 -209 ISHARES IBOXX INV GRD CORP BOND ETF,80.0UNITS 2013-12-13 2016-02-09 9098 9114 -16 -16 ISHARES IBOXX INV GRD CORP BOND ETF,75.0UNITS 2013-12-13 2016-09-01 9256 8545 711 711 ISHARES IBOXX INV GRD CORP BOND ETF,25.0UNITS 2015-05-18 2016-09-01 3085 2947 138 138 ISHARES IBOXX USD HIGH YIELD,20.0UNITS 2014-12-08 2016-09-01 1724 1802 -78 -78 ISHARES JP MORGAN EM BOND ETF,20.0UNITS 2014-12-08 2016-02-09 2086 2240 -154 -154 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-08-08 581 560 21 21 ISHARES JP MORGAN EM BOND ETF,25.0UNITS 2014-12-08 2016-09-01 2912 2800 112 112 ISHARES MSCI ASIA EX JAPAN ETF,70.0UNITS 2014-12-08 2016-02-09 3318 4365 -1047 -1047 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-03-11 794 935 -141 -141 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-08-08 878 935 -57 -57 POWERSHARES DB COMMODITY IND,275.0UNITS 2014-12-08 2016-06-08 4260 5475 -1215 -1215 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-02-05 2016-06-08 542 629 -87 -87 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-06-04 2016-06-08 232 263 -31 -31 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-03-11 871 919 -48 -48 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-09-01 935 919 16 16 TECHNOLOGY SELECT SECTOR SPDR,220.0UNITS 2014-12-08 2016-02-09 8529 9259 -730 -730 TECHNOLOGY SELECT SECTOR SPDR,15.0UNITS 2014-12-08 2016-03-11 640 631 9 9 TECHNOLOGY SELECT SECTOR SPDR,25.0UNITS 2014-12-08 2016-08-08 1174 1052 122 122 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-02-09 359 422 -63 -63 VANGUARD REIT ETF,10.0UNITS 2014-11-21 2016-08-08 907 844 63 63 VANGUARD REIT ETF,75.0UNITS 2014-12-08 2016-08-08 6799 6101 698 698 VANGUARD S&P 500 ETF,110.0UNITS 2014-12-08 2016-02-09 18686 20820 -2134 -2134 VANGUARD S&P 500 ETF,35.0UNITS 2014-12-08 2016-03-11 6491 6625 -134 -134 VANGUARD S&P 500 ETF,280.0UNITS 2014-12-08 2016-06-08 54497 52996 1501 1501 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-08-08 2000 1893 107 107 VANGUARD S&P 500 ETF,30.0UNITS 2014-12-08 2016-09-01 5970 5678 292 292 VANGUARD SMALL-CAP ETF,25.0UNITS 2014-12-08 2016-03-11 2711 2931 -220 -220 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-06-08 1779 1759 20 20 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-08-08 610 586 24 24 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-09-01 1826 1759 67 67 VANGUARD TOTAL BOND MARKET ETF,65.0UNITS 2014-12-08 2016-02-09 5329 5358 -29 -29 VANGUARD TOTAL BOND MARKET ETF,60.0UNITS 2014-12-08 2016-04-12 4969 4946 23 23 VANGUARD TOTAL BOND MARKET ETF,100.0UNITS 2014-12-08 2016-06-08 8324 8244 80 80 VANGUARD TOTAL BOND MARKET ETF,25.0UNITS 2014-12-08 2016-09-01 2102 2061 41 41 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 23 23 23 WISDOMTREE EUROPE HEDGED EQU,395.0UNITS 2014-12-08 2016-02-09 18592 23629 -5037 -5037 AQR MANAGED FUTURES STR-I,398.557UNITS 2016-02-09 2016-08-08 4133 4288 -155 -155 AQR MANAGED FUTURES STR-I,90.887UNITS 2016-03-11 2016-08-08 943 923 20 20 AQR MANAGED FUTURES STRATEGY FUND-I,95.0UNITS 2016-02-09 2016-04-12 979 1022 -43 -43 AQR MANAGED FUTURES STRATEGY FUND-I,335.0UNITS 2016-02-09 2016-06-08 3360 3605 -245 -245 ASG MANAGED FUTURES STRAT-A,115.0UNITS 2016-02-09 2016-04-12 1260 1305 -45 -45 ASG MANAGED FUTURES STRAT-A,315.0UNITS 2016-02-09 2016-06-08 3405 3575 -170 -170 ASG MANAGED FUTURES STRAT-A,355.486UNITS 2016-02-09 2016-08-08 3889 4035 -146 -146 ASG MANAGED FUTURES STRAT-A,99.906UNITS 2016-03-11 2016-08-08 1093 1061 32 32 CALAMOS MARKET NEU INC FDI,349.995UNITS 2015-08-13 2016-08-08 4546 4539 7 7 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-03-11 1155 1227 -72 -72 CONSUMER DISCRETIONARY SELT,170.0UNITS 2015-11-23 2016-06-08 13496 13902 -406 -406 CONSUMER DISCRETIONARY SELT,75.0UNITS 2016-02-09 2016-06-08 5954 5164 790 790 CONSUMER STAPLES SPDR,360.0UNITS 2016-03-15 2016-09-01 19534 18950 584 584 FINANCIAL SELECT SECTOR SPDR ETF,190.0UNITS 2015-06-04 2016-03-11 4233 4691 -458 -458 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-10-06 2016-03-11 223 232 -9 -9 GATEWAY FUNDY,151.137UNITS 2015-08-13 2016-08-08 4576 4551 25 25 HEALTH CARE SELECT SECTOR SPDR,60.0UNITS 2015-06-04 2016-03-15 4037 4460 -423 -423 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-11-23 2016-03-15 673 717 -44 -44 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2016-02-09 2016-03-15 336 320 16 16 ISHA CURR HEDGED MSCI EAFE,630.0UNITS 2016-02-09 2016-03-11 15212 13982 1230 1230 ISHA CURR HEDGED MSCI EAFE,935.0UNITS 2016-02-09 2016-04-12 22114 20751 1363 1363 ISHA CURR HEDGED MSCI EAFE,30.0UNITS 2016-02-09 2016-09-01 737 666 71 71 ISHARES EDGE MSCI MIN VOL EAFE ETF,75.0UNITS 2016-02-09 2016-06-08 5147 4658 489 489 ISHARES EDGE MSCI MIN VOL EMER,100.0UNITS 2016-02-09 2016-06-08 5220 4581 639 639 ISHARES EDGE MSCI MIN VOL USA ETF,25.0UNITS 2016-02-09 2016-08-08 1163 1007 156 156 ISHARES EDGE MSCI MIN VOL USA ETF,25.0UNITS 2016-02-09 2016-09-01 1147 1007 140 140 ISHARES INTERMEDIATE CREDIT ETF,125.0UNITS 2015-06-04 2016-02-09 13502 13656 -154 -154 ISHARES MSCI CHINA ETF,15.0UNITS 2015-05-18 2016-02-09 541 918 -377 -377 ISHARES MSCI CHINA ETF,175.0UNITS 2015-06-04 2016-02-09 6311 10571 -4260 -4260 ISHARES MSCI CHINA ETF,15.0UNITS 2015-11-23 2016-02-09 541 719 -178 -178 ISHARES MSCI EMERG MKT MIN V,10.0UNITS 2016-02-09 2016-03-11 497 458 39 39 ISHARES MSCI JAPAN ETF,1900.0UNITS 2015-08-13 2016-02-09 20246 24673 -4427 -4427 ISHARES MSCI JAPAN ETF,50.0UNITS 2015-10-06 2016-02-09 533 596 -63 -63 ISHARES MSCI USA MIN VOL ETF,15.0UNITS 2016-02-09 2016-03-11 645 604 41 41 ISHARES RUSSELL 1000 VALUE ETF,20.0UNITS 2016-06-08 2016-09-01 2119 2078 41 41 ISHARES S&P PREF STK ETF,120.0UNITS 2016-03-11 2016-08-08 4806 4636 170 170 ISHARES S&P PREF STK ETF,20.0UNITS 2016-03-11 2016-09-01 797 773 24 24 JOHN HANCOCK II GL ABS REI,1311.167UNITS 2015-11-23 2016-02-09 13020 14724 -1704 -1704 NEUBERGER BER ABS RET MM-INS,1350.186UNITS 2015-08-13 2016-02-09 13151 14758 -1607 -1607 NEUBERGER BER ABS RET MM-INS,65.124UNITS 2015-10-06 2016-02-09 634 685 -51 -51 POWERSHARES DB COMMODITY IND,25.0UNITS 2015-08-13 2016-06-08 387 386 1 1 POWERSHARES DB COMMODITY IND,25.0UNITS 2015-11-23 2016-06-08 387 359 28 28 POWERSHARES DB COMMODITY IND,10.0UNITS 2016-02-09 2016-06-08 155 122 33 33 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-08-08 427 415 12 12 VANGUARD FTSE EUROPE ETF,270.0UNITS 2015-08-13 2016-06-08 13659 14834 -1175 -1175 VANGUARD FTSE EUROPE ETF,20.0UNITS 2015-11-23 2016-06-08 1012 1025 -13 -13 VANGUARD FTSE EUROPE ETF,10.0UNITS 2016-02-09 2016-06-08 506 442 64 64 VANGUARD IND FD MID-CAP,115.0UNITS 2015-04-06 2016-02-09 12059 14956 -2897 -2897 CALAMOS MARKET NEU INC FDI,45.0UNITS 2015-08-13 2016-09-01 584 584 0 0 FINANCIAL SELECT SECTOR SPDR ETF,320.0UNITS 2014-12-08 2016-02-09 6500 8037 -1537 -1537 FINANCIAL SELECT SECTOR SPDR ETF,630.0UNITS 2014-12-08 2016-03-11 14036 15822 -1786 -1786 FINANCIAL SELECT SECTOR SPDR ETF,45.0UNITS 2015-02-05 2016-03-11 1003 1078 -75 -75 GATEWAY FUNDY,25.0UNITS 2015-08-13 2016-09-01 759 753 6 6 HEALTH CARE SELECT SECTOR SPDR,205.0UNITS 2015-02-05 2016-03-15 13792 14381 -589 -589 ISHARES CORE MSCI EAFE ETF,585.0UNITS 2014-12-08 2016-02-09 28167 33762 -5595 -5595 ISHARES CORE MSCI EMERGING,205.0UNITS 2014-12-08 2016-02-09 7288 9969 -2681 -2681 ISHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-03-11 805 973 -168 -168 ISHARES IBOXX INV GRD CORP BOND ETF,70.0UNITS 2014-11-21 2016-02-09 7961 8420 -459 -459 ISHARES IBOXX INV GRD CORP BOND ETF,90.0UNITS 2014-11-21 2016-09-01 11107 10826 281 281 ISHARES IBOXX USD HIGH YIELD,30.0UNITS 2014-12-08 2016-09-01 2587 2703 -116 -116 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-09 1043 1120 -77 -77 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-08-08 581 560 21 21 ISHARES JP MORGAN EM BOND ETF,25.0UNITS 2014-12-08 2016-09-01 2912 2800 112 112 ISHARES MSCI ASIA EX JAPAN ETF,65.0UNITS 2014-12-08 2016-02-09 3081 4053 -972 -972 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-03-11 794 935 -141 -141 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-08-08 878 935 -57 -57 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-03-11 134 199 -65 -65 POWERSHARES DB COMMODITY IND,250.0UNITS 2014-12-08 2016-06-08 3873 4977 -1104 -1104 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-02-05 2016-06-08 542 630 -88 -88 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-03-11 871 919 -48 -48 TECHNOLOGY SELECT SECTOR SPDR,205.0UNITS 2014-12-08 2016-02-09 7948 8627 -679 -679 TECHNOLOGY SELECT SECTOR SPDR,15.0UNITS 2014-12-08 2016-03-11 640 631 9 9 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-04-12 439 421 18 18 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-08-08 469 421 48 48 VANGUARD REIT ETF,10.0UNITS 2014-12-08 2016-02-09 719 814 -95 -95 VANGUARD REIT ETF,75.0UNITS 2014-12-08 2016-08-08 6799 6101 698 698 VANGUARD S&P 500 ETF,100.0UNITS 2014-12-08 2016-02-09 16987 18927 -1940 -1940 VANGUARD S&P 500 ETF,35.0UNITS 2014-12-08 2016-03-11 6491 6625 -134 -134 VANGUARD S&P 500 ETF,265.0UNITS 2014-12-08 2016-06-08 51577 50157 1420 1420 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-08-08 2000 1893 107 107 VANGUARD S&P 500 ETF,25.0UNITS 2014-12-08 2016-09-01 4975 4732 243 243 VANGUARD SMALL-CAP ETF,25.0UNITS 2014-12-08 2016-03-11 2711 2931 -220 -220 VANGUARD SMALL-CAP ETF,20.0UNITS 2014-12-08 2016-08-08 2442 2345 97 97 VANGUARD TOTAL BOND MARKET ETF,70.0UNITS 2014-12-08 2016-02-09 5739 5770 -31 -31 VANGUARD TOTAL BOND MARKET ETF,60.0UNITS 2014-12-08 2016-04-12 4969 4946 23 23 VANGUARD TOTAL BOND MARKET ETF,95.0UNITS 2014-12-08 2016-06-08 7908 7831 77 77 VANGUARD TOTAL BOND MARKET ETF,20.0UNITS 2014-12-08 2016-09-01 1682 1649 33 33 WISDOMTREE EUROPE HEDGED EQU,400.0UNITS 2014-12-08 2016-02-09 18828 23928 -5100 -5100 AQR MANAGED FUTURES STR-I,394.129UNITS 2016-02-09 2016-09-01 4008 4241 -233 -233 AQR MANAGED FUTURES STR-I,75.739UNITS 2016-03-11 2016-09-01 770 769 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,85.0UNITS 2016-02-09 2016-04-12 876 915 -39 -39 AQR MANAGED FUTURES STRATEGY FUND-I,335.0UNITS 2016-02-09 2016-06-08 3360 3605 -245 -245 ASG MANAGED FUTURES STRAT-A,105.0UNITS 2016-02-09 2016-04-12 1151 1192 -41 -41 ASG MANAGED FUTURES STRAT-A,315.0UNITS 2016-02-09 2016-06-08 3405 3575 -170 -170 ASG MANAGED FUTURES STRAT-A,351.809UNITS 2016-02-09 2016-09-01 3736 3993 -257 -257 ASG MANAGED FUTURES STRAT-A,84.92UNITS 2016-03-11 2016-09-01 902 902 0 0 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-03-11 1540 1636 -96 -96 CONSUMER DISCRETIONARY SELT,160.0UNITS 2015-11-23 2016-06-08 12702 13084 -382 -382 CONSUMER DISCRETIONARY SELT,75.0UNITS 2016-02-09 2016-06-08 5954 5164 790 790 CONSUMER STAPLES SPDR,350.0UNITS 2016-03-15 2016-09-01 18991 18424 567 567 FINANCIAL SELECT SECTOR SPDR ETF,160.0UNITS 2015-06-04 2016-03-11 3565 3950 -385 -385 HEALTH CARE SELECT SECTOR SPDR,55.0UNITS 2015-06-04 2016-03-15 3700 4088 -388 -388 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2016-02-09 2016-03-15 673 641 32 32 ISHA CURR HEDGED MSCI EAFE,635.0UNITS 2016-02-09 2016-03-11 15333 14093 1240 1240 ISHA CURR HEDGED MSCI EAFE,910.0UNITS 2016-02-09 2016-04-12 21523 20196 1327 1327 ISHARES EDGE MSCI MIN VOL EAFE ETF,85.0UNITS 2016-02-09 2016-06-08 5833 5279 554 554 SHARES EDGE MSCI MIN VOL EMER,90.0UNITS 2016-02-09 2016-06-08 4698 4123 575 575 SHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-09-01 533 458 75 75 SHARES EDGE MSCI MIN VOL USA ETF,20.0UNITS 2016-02-09 2016-09-01 917 805 112 112 SHARES INTERMEDIATE CREDIT ETF,125.0UNITS 2015-06-04 2016-02-09 13502 13656 -154 -154 SHARES MSCI CHINA ETF,20.0UNITS 2015-05-18 2016-02-09 721 1224 -503 -503 SHARES MSCI CHINA ETF,170.0UNITS 2015-06-04 2016-02-09 6131 10269 -4138 -4138 SHARES MSCI CHINA ETF,15.0UNITS 2015-11-23 2016-02-09 541 719 -178 -178 ISHARES MSCI EMERG MKT MIN V,20.0UNITS 2016-02-09 2016-04-12 1026 916 110 110 SHARES MSCI JAPAN ETF,1890.0UNITS 2015-08-13 2016-02-09 20139 24543 -4404 -4404 SHARES MSCI JAPAN ETF,30.0UNITS 2015-10-06 2016-02-09 320 358 -38 -38 SHARES MSCI USA MIN VOL ETF,35.0UNITS 2016-02-09 2016-03-11 1505 1409 96 96 SHARES S&P PREF STK ETF,120.0UNITS 2016-03-11 2016-09-01 4781 4636 145 145 JOHN HANCOCK II GL ABS REI,1301.158UNITS 2015-11-23 2016-02-09 12921 14612 -1691 -1691 NEUBERGER BER ABS RET MM-INS,1361.744UNITS 2015-08-13 2016-02-09 13263 14884 -1621 -1621 NEUBERGER BER ABS RET MM-INS,40.076UNITS 2015-10-06 2016-02-09 390 422 -32 -32 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,5.0UNITS 2015-04-06 2016-02-09 435 510 -75 -75 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-08-13 2016-06-08 542 541 1 1 POWERSHARES DB COMMODITY IND,25.0UNITS 2015-11-23 2016-06-08 387 359 28 28 POWERSHARES DB COMMODITY IND,5.0UNITS 2016-02-09 2016-06-08 77 61 16 16 VANGUARD DIVIDEND APPREC ETF,10.0UNITS 2016-06-08 2016-09-01 849 831 18 18 VANGUARD FTSE EUROPE ETF,270.0UNITS 2015-08-13 2016-06-08 13659 14834 -1175 -1175 VANGUARD FTSE EUROPE ETF,15.0UNITS 2015-11-23 2016-06-08 759 769 -10 -10 VANGUARD FTSE EUROPE ETF,10.0UNITS 2016-02-09 2016-06-08 506 442 64 64 VANGUARD IND FD MID-CAP,115.0UNITS 2015-04-06 2016-02-09 12059 14956 -2897 -2897 WISDOMTREE EUROPE HEDGED EQU,25.0UNITS 2015-05-18 2016-02-09 1177 1635 -458 -458 CALAMOS MARKET NEU INC FDI,330.0UNITS 2015-08-13 2016-09-01 4283 4280 3 3 FINANCIAL SELECT SECTOR SPDR ETF,330.0UNITS 2014-12-08 2016-02-09 6703 8288 -1585 -1585 FINANCIAL SELECT SECTOR SPDR ETF,630.0UNITS 2014-12-08 2016-03-11 14036 15822 -1786 -1786 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2014-12-25 2016-03-11 446 501 -55 -55 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2015-02-05 2016-03-11 1114 1198 -84 -84 GATEWAY FUNDY,150.0UNITS 2015-08-13 2016-09-01 4556 4517 39 39 HEALTH CARE SELECT SECTOR SPDR,210.0UNITS 2015-02-05 2016-03-15 14129 14732 -603 -603 ISHARES CORE MSCI EAFE ETF,580.0UNITS 2014-12-08 2016-02-09 27926 33473 -5547 -5547 ISHARES CORE MSCI EMERGING,205.0UNITS 2014-12-08 2016-02-09 7288 9969 -2681 -2681 ISHARES CORE MSCI EMERGING,25.0UNITS 2014-12-08 2016-03-11 1007 1216 -209 -209 ISHARES IBOXX INV GRD CORP BOND ETF,70.0UNITS 2014-11-21 2016-02-09 7961 8420 -459 -459 ISHARES IBOXX INV GRD CORP BOND ETF,90.0UNITS 2014-11-21 2016-09-01 11107 10826 281 281 ISHARES IBOXX USD HIGH YIELD,10.0UNITS 2014-12-08 2016-09-01 862 901 -39 -39 ISHARES JP MORGAN EM BOND ETF,20.0UNITS 2014-12-08 2016-02-09 2086 2240 -154 -154 ISHARES JP MORGAN EM BOND ETF,15.0UNITS 2014-12-08 2016-09-01 1747 1680 67 67 ISHARES MSCI ASIA EX JAPAN ETF,70.0UNITS 2014-12-08 2016-02-09 3318 4365 -1047 -1047 ISHARES MSCI ASIA EX JAPAN ETF,20.0UNITS 2014-12-08 2016-03-11 1059 1247 -188 -188 ISHARES MSCI ASIA EX JAPAN ETF,20.0UNITS 2014-12-08 2016-09-01 1177 1247 -70 -70 POWERSHARES DB COMMODITY IND,250.0UNITS 2014-12-08 2016-06-08 3873 4977 -1104 -1104 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-02-05 2016-06-08 542 630 -88 -88 TECHNOLOGY SELECT SECTOR SPDR,205.0UNITS 2014-12-08 2016-02-09 7948 8627 -679 -679 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-12-08 2016-03-11 854 842 12 12 TECHNOLOGY SELECT SECTOR SPDR,25.0UNITS 2014-12-08 2016-09-01 1176 1052 124 124 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-09-01 442 422 20 20 VANGUARD REIT ETF,65.0UNITS 2014-12-08 2016-09-01 5749 5288 461 461 VANGUARD S&P 500 ETF,105.0UNITS 2014-12-08 2016-02-09 17836 19874 -2038 -2038 VANGUARD S&P 500 ETF,50.0UNITS 2014-12-08 2016-03-11 9273 9464 -191 -191 VANGUARD S&P 500 ETF,265.0UNITS 2014-12-08 2016-06-08 51577 50157 1420 1420 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-09-01 1990 1893 97 97 VANGUARD SMALL-CAP ETF,30.0UNITS 2014-12-08 2016-03-11 3253 3517 -264 -264 VANGUARD SMALL-CAP ETF,20.0UNITS 2014-12-08 2016-09-01 2435 2345 90 90 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-11-21 2016-02-09 820 831 -11 -11 VANGUARD TOTAL BOND MARKET ETF,65.0UNITS 2014-12-08 2016-02-09 5329 5358 -29 -29 VANGUARD TOTAL BOND MARKET ETF,55.0UNITS 2014-12-08 2016-04-12 4555 4534 21 21 VANGUARD TOTAL BOND MARKET ETF,105.0UNITS 2014-12-08 2016-06-08 8740 8656 84 84 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 11 11 11 WISDOMTREE EUROPE HEDGED EQU,365.0UNITS 2014-12-08 2016-02-09 17180 21834 -4654 -4654 AQR MANAGED FUTURES STR-I,387.341UNITS 2016-02-09 2016-09-01 3939 4168 -229 -229 AQR MANAGED FUTURES STR-I,80.788UNITS 2016-03-11 2016-09-01 822 820 2 2 AQR MANAGED FUTURES STRATEGY FUND-I,85.0UNITS 2016-02-09 2016-04-12 876 915 -39 -39 AQR MANAGED FUTURES STRATEGY FUND-I,300.0UNITS 2016-02-09 2016-06-08 3009 3228 -219 -219 ASG MANAGED FUTURES STRATA,110.0UNITS 2016-02-09 2016-04-12 1206 1249 -43 -43 ASG MANAGED FUTURES STRATA,295.0UNITS 2016-02-09 2016-06-08 3189 3348 -159 -159 ASG MANAGED FUTURES STRATA,327.193UNITS 2016-02-09 2016-09-01 3475 3714 -239 -239 ASG MANAGED FUTURES STRATA,94.911UNITS 2016-03-11 2016-09-01 1008 1008 0 0 CONSUMER DISCRETIONARY SELT,10.0UNITS 2015-11-23 2016-03-11 770 818 -48 -48 CONSUMER DISCRETIONARY SELT,165.0UNITS 2015-11-23 2016-06-08 13099 13493 -394 -394 CONSUMER DISCRETIONARY SELT,65.0UNITS 2016-02-09 2016-06-08 5160 4476 684 684 CONSUMER STAPLES SPDR,335.0UNITS 2016-03-15 2016-09-01 18178 17634 544 544 FINANCIAL SELECT SECTOR SPDR ETF,175.0UNITS 2015-06-04 2016-03-11 3899 4321 -422 -422 HEALTH CARE SELECT SECTOR SPDR,55.0UNITS 2015-06-04 2016-03-15 3700 4088 -388 -388 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2016-02-09 2016-03-15 336 320 16 16 ISHA CURR HEDGED MSCI EAFE,580.0UNITS 2016-02-09 2016-03-11 14005 12872 1133 1133 ISHA CURR HEDGED MSCI EAFE,875.0UNITS 2016-02-09 2016-04-12 20695 19419 1276 1276 ISHARES EDGE MSCI MIN VOL EAFE ETF,90.0UNITS 2016-02-09 2016-06-08 6176 5589 587 587 ISHARES EDGE MSCI MIN VOL EMER,85.0UNITS 2016-02-09 2016-06-08 4437 3894 543 543 ISHARES INTERMEDIATE CREDIT ETF,125.0UNITS 2015-06-04 2016-02-09 13502 13656 -154 -154 ISHARES MSCI CHINA ETF,15.0UNITS 2015-05-18 2016-02-09 541 918 -377 -377 ISHARES MSCI CHINA ETF,165.0UNITS 2015-06-04 2016-02-09 5950 9967 -4017 -4017 ISHARES MSCI CHINA ETF,15.0UNITS 2015-11-23 2016-02-09 541 719 -178 -178 ISHARES MSCI EMERG MKT MIN V,15.0UNITS 2016-02-09 2016-04-12 769 687 82 82 ISHARES MSCI JAPAN ETF,1820.0UNITS 2015-08-13 2016-02-09 19393 23634 -4241 -4241 ISHARES MSCI JAPAN ETF,40.0UNITS 2015-10-06 2016-02-09 426 477 -51 -51 ISHARES MSCI USA MIN VOL ETF,15.0UNITS 2016-02-09 2016-03-11 645 604 41 41 ISHARES S&P PREF STK ETF,110.0UNITS 2016-03-11 2016-09-01 4383 4250 133 133 JOHN HANCOCK II GL ABS REI,1251.113UNITS 2015-11-23 2016-02-09 12424 14050 -1626 -1626 NEUBERGER BER ABS RET MM-INS,1296.468UNITS 2015-08-13 2016-02-09 12628 14170 -1542 -1542 NEUBERGER BER ABS RET MM-INS,60.114UNITS 2015-10-06 2016-02-09 586 632 -46 -46 POWERSHARES DB COMMODITY IND,35.0UNITS 2015-08-13 2016-06-08 542 541 1 1 POWERSHARES DB COMMODITY IND,30.0UNITS 2015-11-23 2016-06-08 465 431 34 34 VANGUARD FTSE EUROPE ETF,260.0UNITS 2015-08-13 2016-06-08 13154 14284 -1130 -1130 VANGUARD FTSE EUROPE ETF,15.0UNITS 2015-11-23 2016-06-08 759 769 -10 -10 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,110.0UNITS 2015-04-06 2016-02-09 11535 14306 -2771 -2771 WISDOMTREE EUROPE HEDGED EQU,30.0UNITS 2015-05-18 2016-02-09 1412 1962 -550 -550 CALAMOS MARKET NEU INC FDI,330.0UNITS 2015-08-13 2016-09-01 4283 4280 3 3 FINANCIAL SELECT SECTOR SPDR ETF,330.0UNITS 2014-12-08 2016-02-09 6703 8288 -1585 -1585 FINANCIAL SELECT SECTOR SPDR ETF,600.0UNITS 2014-12-08 2016-03-11 13368 15069 -1701 -1701 FINANCIAL SELECT SECTOR SPDR ETF,40.0UNITS 2015-02-05 2016-03-11 891 958 -67 -67 GATEWAY FUNDY,150.0UNITS 2015-08-13 2016-09-01 4556 4517 39 39 HEALTH CARE SELECT SECTOR SPDR,200.0UNITS 2015-02-05 2016-03-15 13456 14030 -574 -574 ISHARES CORE MSCI EAFE ETF,575.0UNITS 2014-12-08 2016-02-09 27686 33185 -5499 -5499 ISHARES CORE MSCI EMERGING,205.0UNITS 2014-12-08 2016-02-09 7288 9969 -2681 -2681 ISHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-03-11 805 973 -168 -168 ISHARES IBOXX H/Y CORP BOND ETF,5.0UNITS 2014-12-08 2016-02-09 381 450 -69 -69 ISHARES IBOXX INV GRD CORP BOND ETF,75.0UNITS 2014-11-21 2016-02-09 8530 9022 -492 -492 ISHARES IBOXX INV GRD CORP BOND ETF,75.0UNITS 2014-11-21 2016-09-01 9256 9022 234 234 ISHARES JP MORGAN EM BOND ETF,15.0UNITS 2014-12-08 2016-02-09 1564 1680 -116 -116 ISHARES MSCI ASIA EX JAPAN ETF,70.0UNITS 2014-12-08 2016-02-09 3318 4365 -1047 -1047 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-03-11 794 935 -141 -141 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-09-01 883 935 -52 -52 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-03-11 134 199 -65 -65 POWERSHARES DB COMMODITY IND,230.0UNITS 2014-12-08 2016-06-08 3563 4579 -1016 -1016 POWERSHARES DB COMMODITY IND,30.0UNITS 2015-02-05 2016-06-08 465 540 -75 -75 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-03-11 871 919 -48 -48 TECHNOLOGY SELECT SECTOR SPDR,215.0UNITS 2014-12-08 2016-02-09 8336 9048 -712 -712 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-03-11 427 421 6 6 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-12-08 2016-09-01 940 842 98 98 VANGUARD REIT ETF,10.0UNITS 2014-12-08 2016-02-09 719 814 -95 -95 VANGUARD REIT ETF,65.0UNITS 2014-12-08 2016-09-01 5749 5288 461 461 VANGUARD S&P 500 ETF,125.0UNITS 2014-12-08 2016-02-09 21234 23659 -2425 -2425 VANGUARD S&P 500 ETF,35.0UNITS 2014-12-08 2016-03-11 6491 6625 -134 -134 VANGUARD S&P 500 ETF,250.0UNITS 2014-12-08 2016-06-08 48658 47318 1340 1340 VANGUARD SMALL-CAP ETF,20.0UNITS 2014-12-08 2016-03-11 2169 2345 -176 -176 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-06-08 1779 1759 20 20 VANGUARD TOTAL BOND MARKET ETF,80.0UNITS 2014-12-08 2016-02-09 6558 6595 -37 -37 VANGUARD TOTAL BOND MARKET ETF,55.0UNITS 2014-12-08 2016-04-12 4555 4534 21 21 VANGUARD TOTAL BOND MARKET ETF,90.0UNITS 2014-12-08 2016-06-08 7492 7419 73 73 WISDOMTREE EUROPE HEDGED EQU,350.0UNITS 2014-12-08 2016-02-09 16474 20937 -4463 -4463 ISHARES CORE MSCI EAFE ETF,380.0UNITS 2014-12-08 2016-11-16 19931 21931 -2000 -2000 AQR MANAGED FUTURES STR-I,229.162UNITS 2016-02-09 2016-09-01 2331 2466 -135 -135 AQR MANAGED FUTURES STR-I,45.443UNITS 2016-03-11 2016-09-01 462 461 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,50.0UNITS 2016-02-09 2016-04-12 515 538 -23 -23 AQR MANAGED FUTURES STRATEGY FUND-I,190.0UNITS 2016-02-09 2016-06-08 1906 2044 -138 -138 ASG MANAGED FUTURES STRATA,65.0UNITS 2016-02-09 2016-04-12 712 738 -26 -26 ASG MANAGED FUTURES STRATA,180.0UNITS 2016-02-09 2016-06-08 1946 2043 -97 -97 ASG MANAGED FUTURES STRAT-A,199.774UNITS 2016-02-09 2016-09-01 2122 2267 -145 -145 ASG MANAGED FUTURES STRATA,54.948UNITS 2016-03-11 2016-09-01 584 584 0 0 CONSUMER DISCRETIONARY SELT,10.0UNITS 2015-11-23 2016-03-11 770 818 -48 -48 CONSUMER DISCRETIONARY SELT,95.0UNITS 2015-11-23 2016-06-08 7542 7769 -227 -227 CONSUMER DISCRETIONARY SELT,40.0UNITS 2016-02-09 2016-06-08 3176 2754 422 422 CONSUMER STAPLES SPDR,205.0UNITS 2016-03-15 2016-09-01 11124 10791 333 333 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-05-18 2016-03-11 446 498 -52 -52 FINANCIAL SELECT SECTOR SPDR ETF,100.0UNITS 2015-06-04 2016-03-11 2228 2469 -241 -241 HEALTH CARE SELECT SECTOR SPDR,40.0UNITS 2015-06-04 2016-03-15 2691 2973 -282 -282 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-11-23 2016-03-15 673 717 -44 -44 ISHA CURR HEDGED MSCI EAFE,360.0UNITS 2016-02-09 2016-03-11 8693 7990 703 703 ISHA CURR HEDGED MSCI EAFE,525.0UNITS 2016-02-09 2016-04-12 12417 11651 766 766 ISHARES EDGE MSCI MIN VOL EAFE ETF,45.0UNITS 2016-02-09 2016-06-08 3088 2795 293 293 ISHARES EDGE MSCI MIN VOL EMER,65.0UNITS 2016-02-09 2016-06-08 3393 2978 415 415 ISHARES EDGE MSCI MIN VOL USA ETF,10.0UNITS 2016-02-09 2016-06-08 450 403 47 47 ISHARES INTERMEDIATE CREDIT ETF,75.0UNITS 2015-06-04 2016-02-09 8101 8194 -93 -93 ISHARES MSCI CHINA ETF,10.0UNITS 2015-05-18 2016-02-09 361 612 -251 -251 ISHARES MSCI CHINA ETF,100.0UNITS 2015-06-04 2016-02-09 3606 6041 -2435 -2435 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-09 361 479 -118 -118 ISHARES MSCI JAPAN ETF,1095.0UNITS 2015-08-13 2016-02-09 11668 14219 -2551 -2551 ISHARES MSCI JAPAN ETF,20.0UNITS 2015-10-06 2016-02-09 213 238 -25 -25 ISHARES MSCI USA MIN VOL ETF,15.0UNITS 2016-02-09 2016-03-11 645 604 41 41 ISHARES S&P PREF STK ETF,70.0UNITS 2016-03-11 2016-09-01 2789 2705 84 84 JOHN HANCOCK II GL ABS REI,750.668UNITS 2015-11-23 2016-02-09 7454 8430 -976 -976 NEUBERGER BER ABS RET MM-INS,783.594UNITS 2015-08-13 2016-02-09 7632 8565 -933 -933 NEUBERGER BER ABS RET MM-INS,8.105UNITS 2015-09-12 2016-02-09 79 86 -7 -7 NEUBERGER BER ABS RET MM-INS,30.057UNITS 2015-10-06 2016-02-09 293 316 -23 -23 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-08-13 2016-06-08 155 155 0 0 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-11-23 2016-06-08 232 216 16 16 VANGUARD FTSE EUROPE ETF,155.0UNITS 2015-08-13 2016-06-08 7842 8516 -674 -674 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,65.0UNITS 2015-04-06 2016-02-09 6816 8454 -1638 -1638 VANGUARD IND FD MID-CAP,5.0UNITS 2015-11-23 2016-02-09 524 620 -96 -96 WISDOMTREE EUROPE HEDGED EQU,20.0UNITS 2015-05-18 2016-02-09 941 1308 -367 -367 CALAMOS MARKET NEU INC FDI,185.0UNITS 2015-08-13 2016-09-01 2401 2399 2 2 FINANCIAL SELECT SECTOR SPDR ETF,190.0UNITS 2014-12-08 2016-02-09 3859 4772 -913 -913 FINANCIAL SELECT SECTOR SPDR ETF,375.0UNITS 2014-12-08 2016-03-11 8355 9418 -1063 -1063 GATEWAY FUNDY,85.0UNITS 2015-08-13 2016-09-01 2581 2559 22 22 HEALTH CARE SELECT SECTOR SPDR,110.0UNITS 2015-02-05 2016-03-15 7401 7717 -316 -316 ISHARES CORE MSCI EAFE ETF,335.0UNITS 2014-12-08 2016-02-09 16130 19334 -3204 -3204 ISHARES CORE MSCI EAFE ETF,10.0UNITS 2014-12-08 2016-03-11 530 577 -47 -47 ISHARES CORE MSCI EMERGING,120.0UNITS 2014-12-08 2016-02-09 4266 5836 -1570 -1570 ISHARES CORE MSCI EMERGING,10.0UNITS 2014-12-08 2016-03-11 403 486 -83 -83 ISHARES IBOXX INV GRD CORP BOND ETF,45.0UNITS 2014-11-21 2016-02-09 5118 5413 -295 -295 ISHARES IBOXX INV GRD CORP BOND ETF,55.0UNITS 2014-11-21 2016-09-01 6787 6616 171 171 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-09 1043 1120 -77 -77 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-09-01 1165 1120 45 45 ISHARES MSCI ASIA EX JAPAN ETF,40.0UNITS 2014-12-08 2016-02-09 1896 2494 -598 -598 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-09-01 588 624 -36 -36 POWERSHARES DB COMMODITY IND,145.0UNITS 2014-12-08 2016-06-08 2246 2887 -641 -641 POWERSHARES DB COMMODITY IND,30.0UNITS 2015-04-06 2016-06-08 465 529 -64 -64 TECHNOLOGY SELECT SECTOR SPDR,125.0UNITS 2014-12-08 2016-02-09 4846 5261 -415 -415 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-03-11 427 421 6 6 TECHNOLOGY SELECT SECTOR SPDR,15.0UNITS 2014-12-08 2016-09-01 705 631 74 74 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-09-01 442 422 20 20 VANGUARD REIT ETF,40.0UNITS 2014-12-08 2016-09-01 3538 3254 284 284 VANGUARD S&P 500 ETF,65.0UNITS 2014-12-08 2016-02-09 11042 12303 -1261 -1261 VANGUARD S&P 500 ETF,25.0UNITS 2014-12-08 2016-03-11 4636 4732 -96 -96 VANGUARD S&P 500 ETF,155.0UNITS 2014-12-08 2016-06-08 30168 29337 831 831 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-03-11 1627 1759 -132 -132 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-06-08 1186 1172 14 14 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-11-21 2016-02-09 410 415 -5 -5 VANGUARD TOTAL BOND MARKET ETF,45.0UNITS 2014-12-08 2016-02-09 3689 3710 -21 -21 VANGUARD TOTAL BOND MARKET ETF,35.0UNITS 2014-12-08 2016-04-12 2898 2885 13 13 VANGUARD TOTAL BOND MARKET ETF,60.0UNITS 2014-12-08 2016-06-08 4994 4946 48 48 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 10 10 10 WISDOMTREE EUROPE HEDGED EQU,210.0UNITS 2014-12-08 2016-02-09 9885 12562 -2677 -2677 AQR MANAGED FUTURES STRI,210.401UNITS 2016-02-09 2016-09-01 2140 2264 -124 -124 AQR MANAGED FUTURES STRI,50.493UNITS 2016-03-11 2016-09-01 514 513 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,50.0UNITS 2016-02-09 2016-04-12 515 538 -23 -23 AQR MANAGED FUTURES STRATEGY FUND-I,185.0UNITS 2016-02-09 2016-06-08 1856 1991 -135 -135 ASG MANAGED FUTURES STRAT-A,65.0UNITS 2016-02-09 2016-04-12 712 738 -26 -26 ASG MANAGED FUTURES STRAT-A,170.0UNITS 2016-02-09 2016-06-08 1838 1930 -92 -92 ASG MANAGED FUTURES STRAT-A,187.248UNITS 2016-02-09 2016-09-01 1989 2125 -136 -136 ASG MANAGED FUTURES STRAT-A,54.948UNITS 2016-03-11 2016-09-01 584 584 0 0 CONSUMER DISCRETIONARY SELT,10.0UNITS 2015-11-23 2016-03-11 770 818 -48 -48 CONSUMER DISCRETIONARY SELT,90.0UNITS 2015-11-23 2016-06-08 7145 7360 -215 -215 CONSUMER DISCRETIONARY SELT,40.0UNITS 2016-02-09 2016-06-08 3176 2754 422 422 CONSUMER STAPLES SPDR,195.0UNITS 2016-03-15 2016-09-01 10581 10265 316 316 FINANCIAL SELECT SECTOR SPDR ETF,100.0UNITS 2015-06-04 2016-03-11 2228 2469 -241 -241 HEALTH CARE SELECT SECTOR SPDR,30.0UNITS 2015-06-04 2016-03-15 2018 2230 -212 -212 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2016-02-09 2016-03-15 336 320 16 16 ISHA CURR HEDGED MSCI EAFE,340.0UNITS 2016-02-09 2016-03-11 8210 7546 664 664 ISHA CURR HEDGED MSCI EAFE,500.0UNITS 2016-02-09 2016-04-12 11826 11097 729 729 ISHARES EDGE MSCI MIN VOL EAFE ETF,45.0UNITS 2016-02-09 2016-06-08 3088 2795 293 293 ISHARES EDGE MSCI MIN VOL EMER,60.0UNITS 2016-02-09 2016-06-08 3132 2749 383 383 ISHARES INTERMEDIATE CREDIT ETF,70.0UNITS 2015-06-04 2016-02-09 7561 7647 -86 -86 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-09 180 306 -126 -126 ISHARES MSCI CHINA ETF,95.0UNITS 2015-06-04 2016-02-09 3426 5739 -2313 -2313 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-09 361 479 -118 -118 ISHARES MSCI JAPAN ETF,1035.0UNITS 2015-08-13 2016-02-09 11029 13440 -2411 -2411 ISHARES MSCI JAPAN ETF,20.0UNITS 2015-10-06 2016-02-09 213 238 -25 -25 ISHARES MSCI USA MIN VOL ETF,15.0UNITS 2016-02-09 2016-03-11 645 604 41 41 ISHARES S&P PREF STK ETF,70.0UNITS 2016-03-11 2016-09-01 2789 2705 84 84 JOHN HANCOCK II GL ABS REI,710.632UNITS 2015-11-23 2016-02-09 7057 7980 -923 -923 NEUBERGER BER ABS RET MM-INS,742.677UNITS 2015-08-13 2016-02-09 7234 8117 -883 -883 NEUBERGER BER ABS RET MM-INS,25.048UNITS 2015-10-06 2016-02-09 244 264 -20 -20 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-08-13 2016-06-08 310 309 1 1 POWERSHARES DB COMMODITY IND,15.0UNITS 2016-02-09 2016-06-08 232 183 49 49 VANGUARD FTSE EUROPE ETF,150.0UNITS 2015-08-13 2016-06-08 7589 8241 -652 -652 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD IND FD MID-CAP,65.0UNITS 2015-04-06 2016-02-09 6816 8454 -1638 -1638 WISDOMTREE EUROPE HEDGED EQU,10.0UNITS 2015-05-18 2016-02-09 471 654 -183 -183 CALAMOS MARKET NEU INC FDI,180.0UNITS 2015-08-13 2016-09-01 2336 2335 1 1 FINANCIAL SELECT SECTOR SPDR ETF,185.0UNITS 2014-12-08 2016-02-09 3758 4646 -888 -888 FINANCIAL SELECT SECTOR SPDR ETF,350.0UNITS 2014-12-08 2016-03-11 7798 8790 -992 -992 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-02-05 2016-03-11 446 479 -33 -33 GATEWAY FUNDY,85.0UNITS 2015-08-13 2016-09-01 2581 2559 22 22 HEALTH CARE SELECT SECTOR SPDR,115.0UNITS 2015-02-05 2016-03-15 7737 8067 -330 -330 ISHARES CORE MSCI EAFE ETF,320.0UNITS 2014-12-08 2016-02-09 15408 18468 -3060 -3060 ISHARES CORE MSCI EMERGING,115.0UNITS 2014-12-08 2016-02-09 4088 5593 -1505 -1505 ISHARES CORE MSCI EMERGING,15.0UNITS 2014-12-08 2016-03-11 604 729 -125 -125 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-11-21 2016-02-09 4549 4812 -263 -263 ISHARES IBOXX INV GRD CORP BOND ETF,50.0UNITS 2014-11-21 2016-09-01 6170 6015 155 155 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-09 1043 1120 -77 -77 ISHARES MSCI ASIA EX JAPAN ETF,35.0UNITS 2014-12-08 2016-02-09 1659 2182 -523 -523 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-09-01 588 624 -36 -36 POWERSHARES DB COMMODITY IND,140.0UNITS 2014-12-08 2016-06-08 2169 2787 -618 -618 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-02-05 2016-06-08 232 270 -38 -38 TECHNOLOGY SELECT SECTOR SPDR,115.0UNITS 2014-12-08 2016-02-09 4459 4840 -381 -381 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-03-11 427 421 6 6 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-09-01 442 422 20 20 VANGUARD REIT ETF,35.0UNITS 2014-12-08 2016-09-01 3096 2847 249 249 VANGUARD S&P 500 ETF,60.0UNITS 2014-12-08 2016-02-09 10192 11356 -1164 -1164 VANGUARD S&P 500 ETF,20.0UNITS 2014-12-08 2016-03-11 3709 3785 -76 -76 VANGUARD S&P 500 ETF,150.0UNITS 2014-12-08 2016-06-08 29195 28391 804 804 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-03-11 1084 1172 -88 -88 VANGUARD SMALL-CAP ETF,15.0UNITS 2014-12-08 2016-06-08 1779 1759 20 20 VANGUARD TOTAL BOND MARKET ETF,45.0UNITS 2014-12-08 2016-02-09 3689 3710 -21 -21 VANGUARD TOTAL BOND MARKET ETF,30.0UNITS 2014-12-08 2016-04-12 2484 2473 11 11 VANGUARD TOTAL BOND MARKET ETF,55.0UNITS 2014-12-08 2016-06-08 4578 4534 44 44 WISDOMTREE EUROPE HEDGED EQU,205.0UNITS 2014-12-08 2016-02-09 9649 12263 -2614 -2614 AQR MANAGED FUTURES STR-I,202.272UNITS 2016-02-09 2016-08-08 2098 2176 -78 -78 AQR MANAGED FUTURES STR-I,40.394UNITS 2016-03-11 2016-08-08 419 410 9 9 AQR MANAGED FUTURES STRATEGY FUND-I,40.0UNITS 2016-02-09 2016-04-12 412 430 -18 -18 AQR MANAGED FUTURES STRATEGY FUND-I,165.0UNITS 2016-02-09 2016-06-08 1655 1775 -120 -120 ASG MANAGED FUTURES STRATA,55.0UNITS 2016-02-09 2016-04-12 603 624 -21 -21 ASG MANAGED FUTURES STRAT-A,160.0UNITS 2016-02-09 2016-06-08 1730 1816 -86 -86 ASG MANAGED FUTURES STRAT-A,171.101UNITS 2016-02-09 2016-08-08 1872 1942 -70 -70 ASG MANAGED FUTURES STRAT-A,49.953UNITS 2016-03-11 2016-08-08 546 531 15 15 CALAMOS MARKET NEU INC FDI,169.967UNITS 2015-08-13 2016-08-08 2208 2204 4 4 CONSUMER DISCRETIONARY SELT,90.0UNITS 2015-11-23 2016-06-08 7145 7360 -215 -215 CONSUMER DISCRETIONARY SELT,35.0UNITS 2016-02-09 2016-06-08 2779 2410 369 369 CONSUMER STAPLES SPDR,180.0UNITS 2016-03-15 2016-09-01 9767 9475 292 292 FINANCIAL SELECT SECTOR SPDR ETF,90.0UNITS 2015-06-04 2016-03-11 2005 2222 -217 -217 GATEWAY FUNDY,66.967UNITS 2015-08-13 2016-08-08 2028 2016 12 12 HEALTH CARE SELECT SECTOR SPDR,35.0UNITS 2015-06-04 2016-03-15 2355 2602 -247 -247 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2016-02-09 2016-03-15 673 641 32 32 ISHA CURR HEDGED MSCI EAFE,310.0UNITS 2016-02-09 2016-03-11 7485 6880 605 605 ISHA CURR HEDGED MSCI EAFE,460.0UNITS 2016-02-09 2016-04-12 10880 10209 671 671 ISHARES EDGE MSCI MIN VOL EAFE ETF,35.0UNITS 2016-02-09 2016-06-08 2402 2174 228 228 ISHARES EDGE MSCI MIN VOL EMER,55.0UNITS 2016-02-09 2016-06-08 2871 2520 351 351 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-09-01 533 458 75 75 ISHARES EDGE MSCI MIN VOL USA ETF,10.0UNITS 2016-02-09 2016-06-08 450 403 47 47 ISHARES EDGE MSCI MIN VOL USA ETF,10.0UNITS 2016-02-09 2016-08-08 465 403 62 62 ISHARES EDGE MSCI MIN VOL USA ETF,15.0UNITS 2016-02-09 2016-09-01 688 604 84 84 ISHARES INTERMEDIATE CREDIT ETF,60.0UNITS 2015-06-04 2016-02-09 6481 6555 -74 -74 ISHARES MSCI CHINA ETF,90.0UNITS 2015-06-04 2016-02-09 3246 5437 -2191 -2191 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-09 361 479 -118 -118 ISHARES MSCI JAPAN ETF,935.0UNITS 2015-08-13 2016-02-09 9963 12142 -2179 -2179 ISHARES MSCI JAPAN ETF,20.0UNITS 2015-10-06 2016-02-09 213 238 -25 -25 ISHARES RUSSELL 1000 VALUE ETF,10.0UNITS 2016-06-08 2016-09-01 1059 1039 20 20 ISHARES S&P PREF STK ETF,65.0UNITS 2016-03-11 2016-08-08 2603 2511 92 92 JOHN HANCOCK II GL ABS REI,645.574UNITS 2015-11-23 2016-02-09 6411 7250 -839 -839 NEUBERGER BER ABS RET MM-INS,667.179UNITS 2015-08-13 2016-02-09 6498 7292 -794 -794 NEUBERGER BER ABS RET MM-INS,30.057UNITS 2015-10-06 2016-02-09 293 316 -23 -23 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-08-13 2016-06-08 155 155 0 0 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-11-23 2016-06-08 232 216 16 16 POWERSHARES DB COMMODITY IND,5.0UNITS 2016-02-09 2016-06-08 77 61 16 16 VANGUARD DIVIDEND APPREC ETF,10.0UNITS 2016-06-08 2016-09-01 849 831 18 18 VANGUARD FTSE EUROPE ETF,135.0UNITS 2015-08-13 2016-06-08 6830 7417 -587 -587 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD IND FD MID-CAP,60.0UNITS 2015-04-06 2016-02-09 6292 7803 -1511 -1511 WISDOMTREE EUROPE HEDGED EQU,15.0UNITS 2015-05-18 2016-02-09 706 981 -275 -275 CALAMOS MARKET NEU INC FDI,20.0UNITS 2015-08-13 2016-09-01 260 259 1 1 FINANCIAL SELECT SECTOR SPDR ETF,160.0UNITS 2014-12-08 2016-02-09 3250 4018 -768 -768 FINANCIAL SELECT SECTOR SPDR ETF,305.0UNITS 2014-12-08 2016-03-11 6795 7660 -865 -865 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2014-12-25 2016-03-11 223 250 -27 -27 FINANCIAL SELECT SECTOR SPDR ETF,25.0UNITS 2015-02-05 2016-03-11 557 599 -42 -42 GATEWAY FUNDY,10.0UNITS 2015-08-13 2016-09-01 304 301 3 3 HEALTH CARE SELECT SECTOR SPDR,95.0UNITS 2015-02-05 2016-03-15 6392 6664 -272 -272 ISHARES CORE MSCI EAFE ETF,290.0UNITS 2014-12-08 2016-02-09 13963 16737 -2774 -2774 ISHARES CORE MSCI EMERGING,100.0UNITS 2014-12-08 2016-02-09 3555 4863 -1308 -1308 ISHARES CORE MSCI EMERGING,15.0UNITS 2014-12-08 2016-03-11 604 729 -125 -125 ISHARES IBOXX INV GRD CORP BOND ETF,35.0UNITS 2014-11-21 2016-02-09 3980 4210 -230 -230 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-11-21 2016-09-01 4936 4812 124 124 ISHARES IBOXX USD HIGH YIELD,10.0UNITS 2014-12-08 2016-09-01 862 901 -39 -39 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-02-09 521 560 -39 -39 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-08-08 581 560 21 21 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-09-01 1165 1120 45 45 ISHARES MSCI ASIA EX JAPAN ETF,30.0UNITS 2014-12-08 2016-02-09 1422 1871 -449 -449 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-08-08 585 624 -39 -39 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-03-11 134 199 -65 -65 POWERSHARES DB COMMODITY IND,117.0UNITS 2014-12-08 2016-06-08 1812 2329 -517 -517 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-02-05 2016-06-08 310 360 -50 -50 TECHNOLOGY SELECT SECTOR SPDR,105.0UNITS 2014-12-08 2016-02-09 4071 4419 -348 -348 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-03-11 427 421 6 6 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-08-08 469 421 48 48 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-02-09 359 422 -63 -63 VANGUARD REIT ETF,40.0UNITS 2014-12-08 2016-08-08 3626 3254 372 372 VANGUARD S&P 500 ETF,50.0UNITS 2014-12-08 2016-02-09 8494 9464 -970 -970 VANGUARD S&P 500 ETF,15.0UNITS 2014-12-08 2016-03-11 2782 2839 -57 -57 VANGUARD S&P 500 ETF,130.0UNITS 2014-12-08 2016-06-08 25302 24605 697 697 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-08-08 2000 1893 107 107 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-09-01 1990 1893 97 97 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-03-11 1084 1172 -88 -88 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-08-08 1221 1172 49 49 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-09-01 609 586 23 23 VANGUARD TOTAL BOND MARKET ETF,35.0UNITS 2014-12-08 2016-02-09 2869 2885 -16 -16 VANGUARD TOTAL BOND MARKET ETF,30.0UNITS 2014-12-08 2016-04-12 2484 2473 11 11 VANGUARD TOTAL BOND MARKET ETF,50.0UNITS 2014-12-08 2016-06-08 4162 4122 40 40 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-09-01 841 824 17 17 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 11 11 11 WISDOMTREE EUROPE HEDGED EQU,180.0UNITS 2014-12-08 2016-02-09 8472 10768 -2296 -2296 AQR MANAGED FUTURES STR-I,187.834UNITS 2016-02-09 2016-09-01 1910 2021 -111 -111 AQR MANAGED FUTURES STR-I,45.443UNITS 2016-03-11 2016-09-01 462 461 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,45.0UNITS 2016-02-09 2016-04-12 464 484 -20 -20 AQR MANAGED FUTURES STRATEGY FUND-I,161.0UNITS 2016-02-09 2016-06-08 1615 1732 -117 -117 ASG MANAGED FUTURES STRATA,55.0UNITS 2016-02-09 2016-04-12 603 624 -21 -21 ASG MANAGED FUTURES STRATA,150.0UNITS 2016-02-09 2016-06-08 1622 1703 -81 -81 ASG MANAGED FUTURES STRATA,168.361UNITS 2016-02-09 2016-09-01 1788 1911 -123 -123 ASG MANAGED FUTURES STRATA,49.953UNITS 2016-03-11 2016-09-01 531 531 0 0 CONSUMER DISCRETIONARY SELT,90.0UNITS 2015-11-23 2016-06-08 7145 7360 -215 -215 CONSUMER DISCRETIONARY SELT,30.0UNITS 2016-02-09 2016-06-08 2382 2066 316 316 CONSUMER STAPLES SPDR,170.0UNITS 2016-03-15 2016-09-01 9224 8949 275 275 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-04-06 2016-03-11 446 487 -41 -41 FINANCIAL SELECT SECTOR SPDR ETF,95.0UNITS 2015-06-04 2016-03-11 2117 2345 -228 -228 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-10-06 2016-03-11 223 232 -9 -9 HEALTH CARE SELECT SECTOR SPDR,40.0UNITS 2015-06-04 2016-03-15 2691 2973 -282 -282 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-11-23 2016-03-15 673 717 -44 -44 ISHA CURR HEDGED MSCI EAFE,300.0UNITS 2016-02-09 2016-03-11 7244 6658 586 586 ISHA CURR HEDGED MSCI EAFE,440.0UNITS 2016-02-09 2016-04-12 10407 9765 642 642 ISHARES EDGE MSCI MIN VOL EAFE ETF,30.0UNITS 2016-02-09 2016-06-08 2059 1863 196 196 ISHARES EDGE MSCI MIN VOL EMER,50.0UNITS 2016-02-09 2016-06-08 2610 2291 319 319 ISHARES INTERMEDIATE CREDIT ETF,75.0UNITS 2015-06-04 2016-02-09 8101 8194 -93 -93 ISHARES MSCI CHINA ETF,15.0UNITS 2015-05-18 2016-02-09 541 918 -377 -377 ISHARES MSCI CHINA ETF,85.0UNITS 2015-06-04 2016-02-09 3065 5135 -2070 -2070 ISHARES MSCI JAPAN ETF,945.0UNITS 2015-08-13 2016-02-09 10070 12272 -2202 -2202 ISHARES MSCI JAPAN ETF,25.0UNITS 2015-10-06 2016-02-09 266 298 -32 -32 ISHARES MSCI USA MIN VOL ETF,10.0UNITS 2016-02-09 2016-03-11 430 403 27 27 ISHARES S&P PREF STK ETF,55.0UNITS 2016-03-11 2016-09-01 2191 2125 66 66 JOHN HANCOCK II GL ABS REI,655.583UNITS 2015-11-23 2016-02-09 6510 7362 -852 -852 NEUBERGER BER ABS RET MM-INS,658.717UNITS 2015-08-13 2016-02-09 6416 7200 -784 -784 NEUBERGER BER ABS RET MM-INS,40.076UNITS 2015-10-06 2016-02-09 390 422 -32 -32 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-08-13 2016-06-08 310 309 1 1 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-11-23 2016-06-08 232 216 16 16 VANGUARD FTSE EUROPE ETF,135.0UNITS 2015-08-13 2016-06-08 6830 7417 -587 -587 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD IND FD MID-CAP,60.0UNITS 2015-04-06 2016-02-09 6292 7803 -1511 -1511 WISDOMTREE EUROPE HEDGED EQU,20.0UNITS 2015-05-18 2016-02-09 941 1308 -367 -367 CALAMOS MARKET NEU INC FDI,145.0UNITS 2015-08-13 2016-09-01 1882 1881 1 1 FINANCIAL SELECT SECTOR SPDR ETF,180.0UNITS 2014-09-16 2016-02-09 3656 4232 -576 -576 FINANCIAL SELECT SECTOR SPDR ETF,290.0UNITS 2014-09-16 2016-03-11 6461 6818 -357 -357 GATEWAY FUNDY,65.0UNITS 2015-08-13 2016-09-01 1974 1957 17 17 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-02-05 2016-02-09 320 351 -31 -31 HEALTH CARE SELECT SECTOR SPDR,85.0UNITS 2015-02-05 2016-03-15 5719 5963 -244 -244 ISHARES CORE MSCI EAFE ETF,305.0UNITS 2014-12-08 2016-02-09 14685 17602 -2917 -2917 ISHARES CORE MSCI EMERGING,115.0UNITS 2014-12-08 2016-02-09 4088 5593 -1505 -1505 ISHARES CORE MSCI EMERGING,10.0UNITS 2014-12-08 2016-03-11 403 486 -83 -83 ISHARES IBOXX H/Y CORP BOND ETF,10.0UNITS 2014-09-16 2016-02-09 761 926 -165 -165 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-08-30 2016-02-09 4549 4772 -223 -223 ISHARES IBOXX INV GRD CORP BOND ETF,40.0UNITS 2014-08-30 2016-09-01 4936 4772 164 164 ISHARES JP MORGAN EM BOND ETF,15.0UNITS 2014-09-16 2016-02-09 1564 1704 -140 -140 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-09-16 2016-09-01 582 568 14 14 ISHARES MSCI ASIA EX JAPAN ETF,45.0UNITS 2014-12-08 2016-02-09 2133 2806 -673 -673 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 POWERSHARES DB COMMODITY IND,5.0UNITS 2014-12-08 2016-02-09 60 100 -40 -40 POWERSHARES DB COMMODITY IND,120.0UNITS 2014-12-08 2016-06-08 1859 2389 -530 -530 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-02-05 2016-06-08 232 270 -38 -38 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-03-11 871 919 -48 -48 TECHNOLOGY SELECT SECTOR SPDR,115.0UNITS 2014-09-16 2016-02-09 4459 4599 -140 -140 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-09-16 2016-03-11 427 400 27 27 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-09-01 235 200 35 35 VANGUARD REIT ETF,35.0UNITS 2014-09-16 2016-09-01 3096 2591 505 505 VANGUARD S&P 500 ETF,70.0UNITS 2014-09-16 2016-02-09 11891 12795 -904 -904 VANGUARD S&P 500 ETF,20.0UNITS 2014-09-16 2016-03-11 3709 3656 53 53 VANGUARD S&P 500 ETF,125.0UNITS 2014-09-16 2016-06-08 24329 22849 1480 1480 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-09-16 2016-03-11 1084 1150 -66 -66 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-06-08 593 575 18 18 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-09-01 609 575 34 34 VANGUARD TOTAL BOND MARKET ETF,55.0UNITS 2014-09-16 2016-02-09 4509 4492 17 17 VANGUARD TOTAL BOND MARKET ETF,25.0UNITS 2014-09-16 2016-04-12 2070 2042 28 28 VANGUARD TOTAL BOND MARKET ETF,45.0UNITS 2014-09-16 2016-06-08 3746 3675 71 71 WISDOMTREE EUROPE HEDGED EQU,180.0UNITS 2014-09-16 2016-02-09 8472 10494 -2022 -2022 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,15.0UNITS 2014-08-30 2016-12-05 1750 1790 -40 -40 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,75.0UNITS 2014-12-08 2016-12-05 8749 8910 -161 -161 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,5.0UNITS 2016-03-11 2016-12-05 583 582 1 1 ISHARES MSCI USA MINIMUM VOLATILITY ETF,100.0UNITS 2016-02-09 2016-12-05 4423 4027 396 396 WISDOMTREE JAPAN HEDGED EQUITY FUND,55.0UNITS 2016-09-01 2016-12-05 2687 2395 292 292 AQR MANAGED FUTURES STR-I,187.78UNITS 2016-02-05 2016-09-01 1910 1979 -69 -69 AQR MANAGED FUTURES STR-I,30.296UNITS 2016-03-11 2016-09-01 308 308 0 0 AQR MANAGED FUTURES STRATEGY FUND-I,45.0UNITS 2016-02-05 2016-04-12 464 474 -10 -10 AQR MANAGED FUTURES STRATEGY FUND-I,155.0UNITS 2016-02-05 2016-06-08 1555 1634 -79 -79 ASG MANAGED FUTURES STRAT-A,55.0UNITS 2016-02-05 2016-04-12 603 610 -7 -7 ASG MANAGED FUTURES STRAT-A,140.0UNITS 2016-02-05 2016-06-08 1513 1553 -40 -40 ASG MANAGED FUTURES STRAT-A,171.997UNITS 2016-02-05 2016-09-01 1827 1907 -80 -80 ASG MANAGED FUTURES STRAT-A,34.967UNITS 2016-03-11 2016-09-01 371 371 0 0 CONSUMER DISCRETIONARY SELT,85.0UNITS 2015-11-23 2016-06-08 6748 6951 -203 -203 CONSUMER DISCRETIONARY SELT,30.0UNITS 2016-02-05 2016-06-08 2382 2108 274 274 CONSUMER STAPLES SPDR,165.0UNITS 2016-03-15 2016-09-01 8953 8685 268 268 FINANCIAL SELECT SECTOR SPDR ETF,100.0UNITS 2015-06-04 2016-03-11 2228 2469 -241 -241 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-10-05 2016-03-11 111 116 -5 -5 HEALTH CARE SELECT SECTOR SPDR,30.0UNITS 2015-06-04 2016-03-15 2018 2230 -212 -212 ISHA CURR HEDGED MSCI EAFE,265.0UNITS 2016-02-05 2016-03-11 6399 6110 289 289 ISHA CURR HEDGED MSCI EAFE,425.0UNITS 2016-02-05 2016-04-12 10052 9799 253 253 ISHARES EDGE MSCI MIN VOL EAFE ETF,35.0UNITS 2016-02-05 2016-06-08 2402 2194 208 208 ISHARES EDGE MSCI MIN VOL EMER,40.0UNITS 2016-02-05 2016-06-08 2088 1863 225 225 ISHARES INTERMEDIATE CREDIT ETF,60.0UNITS 2015-06-04 2016-02-05 6466 6555 -89 -89 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-05 186 306 -120 -120 ISHARES MSCI CHINA ETF,80.0UNITS 2015-06-04 2016-02-05 2976 4833 -1857 -1857 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-05 372 479 -107 -107 ISHARES MSCI EMERG MKT MIN V,10.0UNITS 2016-02-05 2016-04-12 513 466 47 47 ISHARES MSCI JAPAN ETF,880.0UNITS 2015-08-13 2016-02-05 9549 11428 -1879 -1879 ISHARES MSCI JAPAN ETF,20.0UNITS 2015-10-05 2016-02-05 217 240 -23 -23 ISHARES MSCI USA MIN VOL ETF,10.0UNITS 2016-02-05 2016-03-11 430 405 25 25 ISHARES S&P PREF STK ETF,55.0UNITS 2016-03-11 2016-09-01 2191 2125 66 66 JOHN HANCOCK II GL ABS REI,605.539UNITS 2015-11-23 2016-02-05 6104 6800 -696 -696 NEUBERGER BER ABS RET MM-INS,623.577UNITS 2015-08-13 2016-02-05 6148 6816 -668 -668 NEUBERGER BER ABS RET MM-INS,29.943UNITS 2015-10-05 2016-02-05 295 316 -21 -21 POWERSHARES DB COMMODITY IND,20.0UNITS 2015-08-13 2016-06-08 310 309 1 1 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-11-23 2016-06-08 232 216 16 16 VANGUARD FTSE EUROPE ETF,125.0UNITS 2015-08-13 2016-06-08 6324 6867 -543 -543 VANGUARD FTSE EUROPE ETF,5.0UNITS 2015-10-05 2016-06-08 253 255 -2 -2 VANGUARD IND FD MID-CAP,55.0UNITS 2015-04-06 2016-02-05 5928 7153 -1225 -1225 WISDOMTREE EUROPE HEDGED EQU,20.0UNITS 2015-05-18 2016-02-05 986 1308 -322 -322 CALAMOS MARKET NEU INC FDI,155.0UNITS 2015-08-13 2016-09-01 2012 2010 2 2 FINANCIAL SELECT SECTOR SPDR ETF,170.0UNITS 2014-12-08 2016-02-05 3548 4270 -722 -722 FINANCIAL SELECT SECTOR SPDR ETF,270.0UNITS 2014-12-08 2016-03-11 6015 6781 -766 -766 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-02-05 2016-03-11 334 360 -26 -26 GATEWAY FUNDY,70.0UNITS 2015-08-13 2016-09-01 2126 2108 18 18 HEALTH CARE SELECT SECTOR SPDR,95.0UNITS 2015-02-05 2016-03-15 6392 6669 -277 -277 ISHARES CORE MSCI EAFE ETF,280.0UNITS 2014-12-08 2016-02-05 13882 16160 -2278 -2278 ISHARES CORE MSCI EMERGING,100.0UNITS 2014-12-08 2016-02-05 3650 4863 -1213 -1213 ISHARES IBOXX INV GRD CORP BOND ETF,35.0UNITS 2014-11-21 2016-02-05 3968 4210 -242 -242 ISHARES IBOXX INV GRD CORP BOND ETF,35.0UNITS 2014-11-21 2016-09-01 4319 4210 109 109 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-05 1051 1120 -69 -69 ISHARES MSCI ASIA EX JAPAN ETF,35.0UNITS 2014-12-08 2016-02-05 1696 2182 -486 -486 ISHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-09-01 883 935 -52 -52 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-03-11 134 199 -65 -65 POWERSHARES DB COMMODITY IND,105.0UNITS 2014-12-08 2016-06-08 1627 2091 -464 -464 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-02-05 2016-06-08 232 270 -38 -38 POWERSHARES FTSE RAFI US 1K,10.0UNITS 2014-12-08 2016-03-11 871 919 -48 -48 TECHNOLOGY SELECT SECTOR SPDR,105.0UNITS 2014-12-08 2016-02-05 4132 4419 -287 -287 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-04-12 439 421 18 18 VANGUARD REIT ETF,35.0UNITS 2014-12-08 2016-09-01 3096 2847 249 249 VANGUARD S&P 500 ETF,55.0UNITS 2014-12-08 2016-02-05 9460 10410 -950 -950 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-03-11 1855 1893 -38 -38 VANGUARD S&P 500 ETF,120.0UNITS 2014-12-08 2016-06-08 23356 22713 643 643 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-09-01 1990 1893 97 97 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-03-11 1084 1172 -88 -88 VANGUARD TOTAL BOND MARKET ETF,35.0UNITS 2014-12-08 2016-02-05 2858 2885 -27 -27 VANGUARD TOTAL BOND MARKET ETF,30.0UNITS 2014-12-08 2016-04-12 2484 2473 11 11 VANGUARD TOTAL BOND MARKET ETF,40.0UNITS 2014-12-08 2016-06-08 3330 3297 33 33 WISDOMTREE EUROPE HEDGED EQU,165.0UNITS 2014-12-08 2016-02-05 8131 9870 -1739 -1739 ISHARES CORE MSCI EAFE ETF,135.0UNITS 2014-12-08 2016-11-16 7081 7791 -710 -710 AQR MANAGED FUTURES STR-I,163.121UNITS 2016-02-05 2016-09-01 1659 1719 -60 -60 AQR MANAGED FUTURES STR-I,20.197UNITS 2016-03-11 2016-09-01 205 205 0 0 AQR MANAGED FUTURES STRATEGY FUND-I,30.0UNITS 2016-02-05 2016-04-12 309 316 -7 -7 AQR MANAGED FUTURES STRATEGY FUND-I,135.0UNITS 2016-02-05 2016-06-08 1354 1423 -69 -69 ASG MANAGED FUTURES STRATA,40.0UNITS 2016-02-05 2016-04-12 438 444 -6 -6 ASG MANAGED FUTURES STRATA,125.0UNITS 2016-02-05 2016-06-08 1351 1386 -35 -35 ASG MANAGED FUTURES STRAT-A,147.444UNITS 2016-02-05 2016-09-01 1566 1635 -69 -69 ASG MANAGED FUTURES STRATA,24.976UNITS 2016-03-11 2016-09-01 265 265 0 0 CONSUMER DISCRETIONARY SELT,70.0UNITS 2015-11-23 2016-06-08 5557 5724 -167 -167 CONSUMER DISCRETIONARY SELT,30.0UNITS 2016-02-05 2016-06-08 2382 2108 274 274 CONSUMER STAPLES SPDR,140.0UNITS 2016-03-15 2016-09-01 7597 7369 228 228 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2015-06-04 2016-03-11 1114 1235 -121 -121 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-06-04 2016-03-15 1346 1485 -139 -139 ISHA CURR HEDGED MSCI EAFE,240.0UNITS 2016-02-05 2016-03-11 5795 5534 261 261 ISHA CURR HEDGED MSCI EAFE,355.0UNITS 2016-02-05 2016-04-12 8396 8185 211 211 ISHARES EDGE MSCI MIN VOL EAFE ETF,30.0UNITS 2016-02-05 2016-06-08 2059 1880 179 179 ISHARES EDGE MSCI MIN VOL EMER,40.0UNITS 2016-02-05 2016-06-08 2088 1863 225 225 ISHARES EDGE MSCI MIN VOL USA ETF,10.0UNITS 2016-02-05 2016-09-01 459 405 54 54 ISHARES INTERMEDIATE CREDIT ETF,45.0UNITS 2015-06-04 2016-02-05 4850 4915 -65 -65 ISHARES MSCI CHINA ETF,15.0UNITS 2015-05-18 2016-02-05 558 918 -360 -360 ISHARES MSCI CHINA ETF,60.0UNITS 2015-06-04 2016-02-05 2232 3623 -1391 -1391 ISHARES MSCI JAPAN ETF,745.0UNITS 2015-08-13 2016-02-05 8084 9674 -1590 -1590 ISHARES MSCI JAPAN ETF,10.0UNITS 2015-10-05 2016-02-05 109 120 -11 -11 ISHARES MSCI USA MIN VOL ETF,15.0UNITS 2016-02-05 2016-03-11 645 607 38 38 ISHARES S&P PREF STK ETF,50.0UNITS 2016-03-11 2016-09-01 1992 1932 60 60 JOHN HANCOCK II GL ABS REI,510.454UNITS 2015-11-23 2016-02-05 5145 5732 -587 -587 NEUBERGER BER ABS RET MM-INS,533.878UNITS 2015-08-13 2016-02-05 5264 5835 -571 -571 NEUBERGER BER ABS RET MM-INS,14.972UNITS 2015-10-05 2016-02-05 148 158 -10 -10 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-08-13 2016-06-08 232 232 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-11-23 2016-06-08 155 144 11 11 VANGUARD FTSE EUROPE ETF,105.0UNITS 2015-08-13 2016-06-08 5312 5769 -457 -457 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD IND FD MID-CAP,45.0UNITS 2015-04-06 2016-02-05 4850 5852 -1002 -1002 CALAMOS MARKET NEU INC FDI,135.0UNITS 2015-08-13 2016-09-01 1752 1751 1 1 FINANCIAL SELECT SECTOR SPDR ETF,130.0UNITS 2014-12-08 2016-02-05 2713 3265 -552 -552 FINANCIAL SELECT SECTOR SPDR ETF,260.0UNITS 2014-12-08 2016-03-11 5793 6530 -737 -737 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-02-05 2016-03-11 446 480 -34 -34 GATEWAY FUNDY,60.0UNITS 2015-08-13 2016-09-01 1822 1807 15 15 HEALTH CARE SELECT SECTOR SPDR,85.0UNITS 2015-02-05 2016-03-15 5719 5967 -248 -248 SHARES CORE MSCI EAFE ETF,230.0UNITS 2014-12-08 2016-02-05 11403 13274 -1871 -1871 SHARES CORE MSCI EMERGING,85.0UNITS 2014-12-08 2016-02-05 3103 4134 -1031 -1031 ISHARES IBOXX INV GRD CORP BOND ETF,22.0UNITS 2014-11-21 2016-02-05 2494 2648 -154 -154 ISHARES IBOXX INV GRD CORP BOND ETF,35.0UNITS 2014-11-21 2016-09-01 4319 4213 106 106 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-05 1051 1120 -69 -69 SHARES MSCI ASIA EX JAPAN ETF,30.0UNITS 2014-12-08 2016-02-05 1454 1871 -417 -417 SHARES MSCI ASIA EX JAPAN ETF,15.0UNITS 2014-12-08 2016-09-01 883 935 -52 -52 POWERSHARES DB COMMODITY IND,100.0UNITS 2014-12-08 2016-06-08 1549 1991 -442 -442 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-02-05 2016-06-08 155 180 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,80.0UNITS 2014-12-08 2016-02-05 3148 3367 -219 -219 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-04-12 439 421 18 18 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-09-01 470 421 49 49 VANGUARD REIT ETF,30.0UNITS 2014-12-08 2016-09-01 2654 2440 214 214 VANGUARD S&P 500 ETF,40.0UNITS 2014-12-08 2016-02-05 6880 7571 -691 -691 VANGUARD S&P 500 ETF,20.0UNITS 2014-12-08 2016-03-11 3709 3785 -76 -76 VANGUARD S&P 500 ETF,100.0UNITS 2014-12-08 2016-06-08 19463 18927 536 536 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-03-11 1084 1172 -88 -88 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-09-01 1217 1172 45 45 VANGUARD TOTAL BOND MARKET ETF,20.0UNITS 2014-12-08 2016-02-05 1633 1649 -16 -16 VANGUARD TOTAL BOND MARKET ETF,20.0UNITS 2014-12-08 2016-04-12 1656 1649 7 7 VANGUARD TOTAL BOND MARKET ETF,40.0UNITS 2014-12-08 2016-06-08 3330 3297 33 33 WISDOMTREE EUROPE HEDGED EQU,155.0UNITS 2014-12-08 2016-02-05 7638 9272 -1634 -1634 AQR MANAGED FUTURES STR-I,144.934UNITS 2016-02-08 2016-09-01 1474 1545 -71 -71 AQR MANAGED FUTURES STR-I,25.246UNITS 2016-03-11 2016-09-01 257 256 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,30.0UNITS 2016-02-08 2016-04-12 309 320 -11 -11 AQR MANAGED FUTURES STRATEGY FUND-I,120.0UNITS 2016-02-08 2016-06-08 1204 1279 -75 -75 ASG MANAGED FUTURES STRAT-A,40.0UNITS 2016-02-08 2016-04-12 438 450 -12 -12 ASG MANAGED FUTURES STRAT-A,110.0UNITS 2016-02-08 2016-06-08 1189 1236 -47 -47 ASG MANAGED FUTURES STRAT-A,128.915UNITS 2016-02-08 2016-09-01 1369 1449 -80 -80 ASG MANAGED FUTURES STRAT-A,29.972UNITS 2016-03-11 2016-09-01 318 318 0 0 CONSUMER DISCRETIONARY SELT,65.0UNITS 2015-11-23 2016-06-08 5160 5316 -156 -156 CONSUMER DISCRETIONARY SELT,25.0UNITS 2016-02-05 2016-06-08 1985 1754 231 231 CONSUMER STAPLES SPDR,125.0UNITS 2016-03-15 2016-09-01 6783 6580 203 203 FINANCIAL SELECT SECTOR SPDR ETF,65.0UNITS 2015-06-04 2016-03-11 1448 1605 -157 -157 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-10-05 2016-03-11 223 232 -9 -9 HEALTH CARE SELECT SECTOR SPDR,25.0UNITS 2015-06-04 2016-03-15 1682 1858 -176 -176 ISHA CURR HEDGED MSCI EAFE,210.0UNITS 2016-02-05 2016-03-11 5071 4836 235 235 ISHA CURR HEDGED MSCI EAFE,325.0UNITS 2016-02-05 2016-04-12 7687 7485 202 202 ISHARES EDGE MSCI MIN VOL EAFE ETF,25.0UNITS 2016-02-05 2016-06-08 1716 1567 149 149 ISHARES EDGE MSCI MIN VOL EMER,30.0UNITS 2016-02-05 2016-06-08 1566 1397 169 169 ISHARES INTERMEDIATE CREDIT ETF,50.0UNITS 2015-06-04 2016-02-05 5391 5462 -71 -71 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-05 186 306 -120 -120 ISHARES MSCI CHINA ETF,60.0UNITS 2015-06-04 2016-02-05 2231 3624 -1393 -1393 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-05 372 479 -107 -107 ISHARES MSCI EMERG MKT MIN V,10.0UNITS 2016-02-05 2016-04-12 513 466 47 47 ISHARES MSCI JAPAN ETF,675.0UNITS 2015-08-13 2016-02-05 7325 8765 -1440 -1440 ISHARES MSCI JAPAN ETF,15.0UNITS 2015-10-05 2016-02-05 163 180 -17 -17 ISHARES MSCI USA MIN VOL ETF,10.0UNITS 2016-02-05 2016-04-12 439 405 34 34 ISHARES S&P PREF STK ETF,45.0UNITS 2016-03-11 2016-09-01 1793 1739 54 54 JOHN HANCOCK II GL ABS REI,470.419UNITS 2015-11-23 2016-02-08 4690 5283 -593 -593 NEUBERGER BER ABS RET MM-INS,473.718UNITS 2015-08-13 2016-02-08 4628 5178 -550 -550 NEUBERGER BER ABS RET MM-INS,24.953UNITS 2015-10-05 2016-02-08 244 263 -19 -19 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-08-13 2016-06-08 232 232 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2016-02-05 2016-06-08 155 126 29 29 VANGUARD FTSE EUROPE ETF,95.0UNITS 2015-08-13 2016-06-08 4806 5219 -413 -413 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-11-23 2016-06-08 506 513 -7 -7 VANGUARD IND FD MID-CAP,40.0UNITS 2015-04-06 2016-02-05 4307 5202 -895 -895 VANGUARD IND FD MID-CAP,5.0UNITS 2015-11-23 2016-02-05 538 620 -82 -82 WISDOMTREE EUROPE HEDGED EQU,15.0UNITS 2005-05-18 2016-02-05 738 981 -243 -243 CALAMOS MARKET NEU INC FDI,120.0UNITS 2015-08-13 2016-09-01 1558 1556 2 2 FINANCIAL SELECT SECTOR SPDR ETF,125.0UNITS 2014-12-08 2016-02-05 2605 3139 -534 -534 FINANCIAL SELECT SECTOR SPDR ETF,210.0UNITS 2014-12-08 2016-03-11 4679 5274 -595 -595 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-02-05 2016-03-11 334 360 -26 -26 GATEWAY FUNDY,50.0UNITS 2015-08-13 2016-09-01 1519 1506 13 13 GNMA PL #490800 6.000% 11/15/28,32.21UNITS 1998-12-04 2016-01-15 32 32 0 0 GNMA PL #490800 6.000% 11/15/28,1.31UNITS 1998-12-04 2016-02-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.32UNITS 1998-12-04 2016-03-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.32UNITS 1998-12-04 2016-04-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.31UNITS 1998-12-04 2016-05-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.31UNITS 1998-12-04 2016-06-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.32UNITS 1998-12-04 2016-07-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,1.33UNITS 1998-12-04 2016-08-15 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,39.79UNITS 1998-12-04 2016-09-15 40 40 0 0 HEALTH CARE SELECT SECTOR SPDR,70.0UNITS 2015-02-05 2016-03-15 4710 4914 -204 -204 ISHARES CORE MSCI EAFE ETF,220.0UNITS 2014-12-08 2016-02-05 10908 12697 -1789 -1789 ISHARES CORE MSCI EMERGING,75.0UNITS 2014-12-08 2016-02-05 2737 3647 -910 -910 ISHARES IBOXX INV GRD CORP BOND ETF,30.0UNITS 2014-11-21 2016-02-05 3398 3609 -211 -211 ISHARES IBOXX INV GRD CORP BOND ETF,25.0UNITS 2014-11-21 2016-09-01 3085 3007 78 78 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-02-05 1051 1120 -69 -69 ISHARES MSCI ASIA EX JAPAN ETF,25.0UNITS 2014-12-08 2016-02-05 1212 1559 -347 -347 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-04-12 542 624 -82 -82 POWERSHARES DB COMMODITY IND,90.0UNITS 2014-12-08 2016-06-08 1394 1792 -398 -398 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-02-05 2016-06-08 155 180 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,75.0UNITS 2014-12-08 2016-02-05 2954 3156 -202 -202 VANGUARD REIT ETF,25.0UNITS 2014-12-08 2016-09-01 2211 2034 177 177 VANGUARD S&P 500 ETF,45.0UNITS 2014-12-08 2016-02-05 7742 8517 -775 -775 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-03-11 1855 1893 -38 -38 VANGUARD S&P 500 ETF,95.0UNITS 2014-12-08 2016-06-08 18490 17981 509 509 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-12-08 2016-06-08 1186 1172 14 14 VANGUARD TOTAL BOND MARKET ETF,30.0UNITS 2014-12-08 2016-02-05 2449 2473 -24 -24 VANGUARD TOTAL BOND MARKET ETF,20.0UNITS 2014-12-08 2016-04-12 1656 1649 7 7 VANGUARD TOTAL BOND MARKET ETF,35.0UNITS 2014-12-08 2016-06-08 2913 2885 28 28 WISDOMTREE EUROPE HEDGED EQU,125.0UNITS 2014-12-08 2016-02-05 6153 7478 -1325 -1325 GNMA PL #490800 6.000% 11/15/28,0.0UNITS 1998-12-04 2016-11-01 1 1 0 0 GNMA PL #490800 6.000% 11/15/28,0.0UNITS 1998-12-04 2016-10-03 1 1 0 0 ISHARES CORE MSCI EAFE ETF,115.0UNITS 2014-12-08 2016-11-16 6031 6637 -606 -606 GNMA PL #490800 6.000% 11/15/28,0.0UNITS 1998-12-04 2016-12-01 1 1 0 0 AQR MANAGED FUTURES STR-I,124.49UNITS 2016-02-09 2016-09-01 1266 1340 -74 -74 AQR MANAGED FUTURES STR-I,25.246UNITS 2016-03-11 2016-09-01 257 256 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,25.0UNITS 2016-02-09 2016-04-12 258 269 -11 -11 AQR MANAGED FUTURES STRATEGY FUND-I,100.0UNITS 2016-02-09 2016-06-08 1003 1076 -73 -73 ASG MANAGED FUTURES STRAT-A,35.0UNITS 2016-02-09 2016-04-12 384 397 -13 -13 ASG MANAGED FUTURES STRAT-A,95.0UNITS 2016-02-09 2016-06-08 1027 1078 -51 -51 ASG MANAGED FUTURES STRAT-A,106.521UNITS 2016-02-09 2016-09-01 1131 1209 -78 -78 ASG MANAGED FUTURES STRAT-A,29.972UNITS 2016-03-11 2016-09-01 318 318 0 0 CONSUMER DISCRETIONARY SELT,60.0UNITS 2015-11-23 2016-06-08 4763 4907 -144 -144 CONSUMER DISCRETIONARY SELT,20.0UNITS 2016-02-09 2016-06-08 1588 1377 211 211 CONSUMER STAPLES SPDR,110.0UNITS 2016-03-15 2016-09-01 5969 5790 179 179 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-04-06 2016-03-11 334 366 -32 -32 FINANCIAL SELECT SECTOR SPDR ETF,60.0UNITS 2015-06-04 2016-03-11 1337 1481 -144 -144 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-10-06 2016-03-11 111 116 -5 -5 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-06-04 2016-03-15 1346 1487 -141 -141 ISHA CURR HEDGED MSCI EAFE,190.0UNITS 2016-02-09 2016-03-11 4588 4217 371 371 ISHA CURR HEDGED MSCI EAFE,280.0UNITS 2016-02-09 2016-04-12 6622 6214 408 408 ISHARES EDGE MSCI MIN VOL EAFE ETF,20.0UNITS 2016-02-09 2016-06-08 1372 1242 130 130 ISHARES EDGE MSCI MIN VOL EMER,30.0UNITS 2016-02-09 2016-06-08 1566 1374 192 192 ISHARES INTERMEDIATE CREDIT ETF,50.0UNITS 2015-06-04 2016-02-09 5401 5462 -61 -61 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-09 180 306 -126 -126 ISHARES MSCI CHINA ETF,55.0UNITS 2015-06-04 2016-02-09 1983 3322 -1339 -1339 ISHARES MSCI JAPAN ETF,615.0UNITS 2015-08-13 2016-02-09 6553 7986 -1433 -1433 ISHARES MSCI JAPAN ETF,15.0UNITS 2015-10-06 2016-02-09 160 179 -19 -19 ISHARES MSCI USA MIN VOL ETF,10.0UNITS 2016-02-09 2016-03-11 430 403 27 27 ISHARES S&P PREF STK ETF,35.0UNITS 2016-03-11 2016-09-01 1394 1352 42 42 JOHN HANCOCK II GL ABS REI,415.37UNITS 2015-11-23 2016-02-09 4125 4665 -540 -540 NEUBERGER BER ABS RET MM-INS,430.2UNITS 2015-08-13 2016-02-09 4190 4702 -512 -512 NEUBERGER BER ABS RET MM-INS,20.038UNITS 2015-10-06 2016-02-09 195 211 -16 -16 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,5.0UNITS 2015-04-06 2016-02-09 435 510 -75 -75 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-08-13 2016-06-08 155 155 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-11-23 2016-06-08 155 144 11 11 VANGUARD FTSE EUROPE ETF,85.0UNITS 2015-08-13 2016-06-08 4300 4670 -370 -370 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,35.0UNITS 2015-04-06 2016-02-09 3670 4552 -882 -882 VANGUARD IND FD MID-CAP,5.0UNITS 2015-10-06 2016-02-09 524 602 -78 -78 WISDOMTREE EUROPE HEDGED EQU,10.0UNITS 2015-05-18 2016-02-09 471 654 -183 -183 CALAMOS MARKET NEU INC FDI,90.0UNITS 2015-08-13 2016-09-01 1168 1167 1 1 FINANCIAL SELECT SECTOR SPDR ETF,120.0UNITS 2014-09-16 2016-02-09 2437 2821 -384 -384 FINANCIAL SELECT SECTOR SPDR ETF,185.0UNITS 2014-09-16 2016-03-11 4122 4349 -227 -227 GATEWAY FUNDY,40.0UNITS 2015-08-13 2016-09-01 1215 1204 11 11 HEALTH CARE SELECT SECTOR SPDR,65.0UNITS 2015-02-05 2016-03-15 4373 4560 -187 -187 ISHARES CORE MSCI EAFE ETF,30.0UNITS 2014-11-28 2016-02-09 1444 1746 -302 -302 ISHARES CORE MSCI EAFE ETF,170.0UNITS 2014-12-08 2016-02-09 8185 9811 -1626 -1626 ISHARES CORE MSCI EMERGING,75.0UNITS 2014-12-08 2016-02-09 2666 3647 -981 -981 ISHARES IBOXX H/Y CORP BOND ETF,5.0UNITS 2014-09-16 2016-02-09 381 463 -82 -82 ISHARES IBOXX INV GRD CORP BOND ETF,25.0UNITS 2014-08-30 2016-02-09 2843 2983 -140 -140 ISHARES IBOXX INV GRD CORP BOND ETF,25.0UNITS 2014-08-30 2016-09-01 3085 2983 102 102 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-09-16 2016-02-09 1043 1136 -93 -93 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-09-16 2016-09-01 582 568 14 14 ISHARES MSCI ASIA EX JAPAN ETF,30.0UNITS 2014-12-08 2016-02-09 1422 1871 -449 -449 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-09-01 588 624 -36 -36 POWERSHARES DB COMMODITY IND,75.0UNITS 2014-11-28 2016-06-08 1162 1560 -398 -398 POWERSHARES DB COMMODITY IND,15.0UNITS 2015-04-06 2016-06-08 232 264 -32 -32 TECHNOLOGY SELECT SECTOR SPDR,80.0UNITS 2014-09-16 2016-02-09 3102 3200 -98 -98 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-09-16 2016-03-11 427 400 27 27 VANGUARD REIT ETF,5.0UNITS 2014-09-16 2016-02-09 359 370 -11 -11 VANGUARD REIT ETF,20.0UNITS 2014-09-16 2016-09-01 1769 1481 288 288 VANGUARD S&P 500 ETF,45.0UNITS 2014-09-16 2016-02-09 7644 8226 -582 -582 VANGUARD S&P 500 ETF,15.0UNITS 2014-09-16 2016-03-11 2782 2742 40 40 VANGUARD S&P 500 ETF,80.0UNITS 2014-09-16 2016-06-08 15570 14623 947 947 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-04-12 554 575 -21 -21 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-09-01 609 575 34 34 VANGUARD TOTAL BOND MARKET ETF,40.0UNITS 2014-09-16 2016-02-09 3279 3267 12 12 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-04-12 1242 1225 17 17 VANGUARD TOTAL BOND MARKET ETF,30.0UNITS 2014-09-16 2016-06-08 2497 2450 47 47 WISDOMTREE EUROPE HEDGED EQU,115.0UNITS 2014-09-16 2016-02-09 5413 6704 -1291 -1291 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,10.0UNITS 2014-08-30 2016-12-05 1166 1193 -27 -27 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,50.0UNITS 2014-12-08 2016-12-05 5830 5940 -110 -110 ISHARES MSCI USA MINIMUM VOLATILITY ETF,150.0UNITS 2016-02-09 2016-12-05 6638 6040 598 598 WISDOMTREE JAPAN HEDGED EQUITY FUND,35.0UNITS 2016-09-01 2016-12-05 1713 1524 189 189 AQR MANAGED FUTURES STR-I,108.719UNITS 2016-02-05 2016-09-01 1106 1146 -40 -40 AQR MANAGED FUTURES STR-I,20.197UNITS 2016-03-11 2016-09-01 205 205 0 0 AQR MANAGED FUTURES STRATEGY FUND-I,25.0UNITS 2016-02-05 2016-04-12 258 264 -6 -6 AQR MANAGED FUTURES STRATEGY FUND-I,90.0UNITS 2016-02-05 2016-06-08 903 949 -46 -46 ASG MANAGED FUTURES STRAT-A,30.0UNITS 2016-02-05 2016-04-12 329 333 -4 -4 ASG MANAGED FUTURES STRAT-A,80.0UNITS 2016-02-05 2016-06-08 865 887 -22 -22 ASG MANAGED FUTURES STRAT-A,103.255UNITS 2016-02-05 2016-09-01 1097 1145 -48 -48 ASG MANAGED FUTURES STRAT-A,19.981UNITS 2016-03-11 2016-09-01 212 212 0 0 CONSUMER DISCRETIONARY SELT,50.0UNITS 2015-11-23 2016-06-08 3969 4089 -120 -120 CONSUMER DISCRETIONARY SELT,15.0UNITS 2016-02-05 2016-06-08 1191 1054 137 137 CONSUMER STAPLES SPDR,95.0UNITS 2016-03-15 2016-09-01 5155 5001 154 154 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2015-06-04 2016-03-11 1114 1234 -120 -120 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2015-06-04 2016-03-15 1009 1115 -106 -106 ISHA CURR HEDGED MSCI EAFE,150.0UNITS 2016-02-05 2016-03-11 3622 3458 164 164 ISHA CURR HEDGED MSCI EAFE,250.0UNITS 2016-02-05 2016-04-12 5913 5764 149 149 ISHARES EDGE MSCI MIN VOL EAFE ETF,20.0UNITS 2016-02-05 2016-06-08 1372 1254 118 118 ISHARES EDGE MSCI MIN VOL EMER,30.0UNITS 2016-02-05 2016-06-08 1566 1397 169 169 ISHARES EDGE MSCI MIN VOL USA ETF,15.0UNITS 2016-02-05 2016-07-14 702 607 95 95 ISHARES INTERMEDIATE CREDIT ETF,35.0UNITS 2015-06-04 2016-02-05 3772 3824 -52 -52 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-05 186 306 -120 -120 ISHARES MSCI CHINA ETF,45.0UNITS 2015-06-04 2016-02-05 1674 2718 -1044 -1044 ISHARES MSCI JAPAN ETF,500.0UNITS 2015-08-13 2016-02-05 5426 6493 -1067 -1067 ISHARES MSCI JAPAN ETF,10.0UNITS 2015-10-05 2016-02-05 109 120 -11 -11 ISHARES S&P PREF STK ETF,5.0UNITS 2016-03-11 2016-07-14 199 193 6 6 ISHARES S&P PREF STK ETF,30.0UNITS 2016-03-11 2016-09-01 1195 1159 36 36 JOHN HANCOCK II GL ABS REI,345.307UNITS 2015-11-23 2016-02-05 3481 3878 -397 -397 NEUBERGER BER ABS RET MM-INS,356.933UNITS 2015-08-13 2016-02-05 3519 3901 -382 -382 NEUBERGER BER ABS RET MM-INS,19.962UNITS 2015-10-05 2016-02-05 197 210 -13 -13 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-08-13 2016-06-08 155 155 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2016-02-05 2016-06-08 155 126 29 29 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-07-14 427 415 12 12 VANGUARD FTSE EUROPE ETF,70.0UNITS 2015-08-13 2016-06-08 3541 3846 -305 -305 VANGUARD FTSE EUROPE ETF,10.0UNITS 2016-02-05 2016-06-08 506 458 48 48 VANGUARD IND FD MID-CAP,30.0UNITS 2015-04-06 2016-02-05 3234 3902 -668 -668 WISDOMTREE EUROPE HEDGED EQU,10.0UNITS 2015-05-18 2016-02-05 493 654 -161 -161 CALAMOS MARKET NEU INC FDI,90.0UNITS 2015-08-13 2016-09-01 1168 1167 1 1 FINANCIAL SELECT SECTOR SPDR ETF,90.0UNITS 2014-09-16 2016-02-05 1878 2116 -238 -238 FINANCIAL SELECT SECTOR SPDR ETF,165.0UNITS 2014-09-16 2016-03-11 3676 3879 -203 -203 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-02-05 2016-03-11 223 240 -17 -17 GATEWAY FUNDY,38.628UNITS 2015-08-13 2016-09-01 1173 1163 10 10 HEALTH CARE SELECT SECTOR SPDR,55.0UNITS 2015-02-05 2016-03-15 3700 3861 -161 -161 ISHARES CORE MSCI EAFE ETF,155.0UNITS 2014-12-08 2016-02-05 7685 8945 -1260 -1260 ISHARES CORE MSCI EMERGING,60.0UNITS 2014-12-08 2016-02-05 2190 2918 -728 -728 ISHARES IBOXX INV GRD CORP BOND ETF,15.0UNITS 2014-08-30 2016-02-05 1701 1790 -89 -89 ISHARES IBOXX INV GRD CORP BOND ETF,25.0UNITS 2014-08-30 2016-09-01 3085 2983 102 102 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-09-16 2016-07-14 1162 1136 26 26 ISHARES MSCI ASIA EX JAPAN ETF,20.0UNITS 2014-12-08 2016-02-05 969 1247 -278 -278 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-07-14 284 312 -28 -28 POWERSHARES DB COMMODITY IND,65.0UNITS 2014-12-08 2016-06-08 1007 1294 -287 -287 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-02-05 2016-06-08 155 180 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,55.0UNITS 2014-09-16 2016-02-05 2164 2200 -36 -36 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-09-16 2016-09-01 470 400 70 70 VANGUARD REIT ETF,10.0UNITS 2014-09-16 2016-07-14 899 740 159 159 VANGUARD REIT ETF,10.0UNITS 2014-09-16 2016-09-01 885 740 145 145 VANGUARD S&P 500 ETF,20.0UNITS 2014-09-16 2016-02-05 3440 3656 -216 -216 VANGUARD S&P 500 ETF,15.0UNITS 2014-09-16 2016-02-24 2607 2697 -90 -90 VANGUARD S&P 500 ETF,65.0UNITS 2014-09-16 2016-06-08 12651 11881 770 770 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-07-14 990 914 76 76 VANGUARD SMALL-CAP ETF,10.0UNITS 2014-09-16 2016-06-08 1186 1150 36 36 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-02-05 817 817 0 0 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-04-12 1242 1225 17 17 VANGUARD TOTAL BOND MARKET ETF,25.0UNITS 2014-09-16 2016-06-08 2081 2042 39 39 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-07-14 842 817 25 25 WISDOMTREE EUROPE HEDGED EQU,96.0UNITS 2014-09-16 2016-02-05 4731 5597 -866 -866 AQR MANAGED FUTURES STR-I,102.641UNITS 2016-02-09 2016-08-08 1064 1104 -40 -40 AQR MANAGED FUTURES STR-I,20.197UNITS 2016-03-11 2016-08-08 209 205 4 4 AQR MANAGED FUTURES STRATEGY FUND-I,20.0UNITS 2016-02-09 2016-04-12 206 215 -9 -9 AQR MANAGED FUTURES STRATEGY FUND-I,85.0UNITS 2016-02-09 2016-06-08 853 915 -62 -62 ASG MANAGED FUTURES STRATA,30.0UNITS 2016-02-09 2016-04-12 329 341 -12 -12 ASG MANAGED FUTURES STRATA,75.0UNITS 2016-02-09 2016-06-08 811 851 -40 -40 ASG MANAGED FUTURES STRATA,91.848UNITS 2016-02-09 2016-08-08 1005 1042 -37 -37 ASG MANAGED FUTURES STRATA,24.976UNITS 2016-03-11 2016-08-08 273 265 8 8 CALAMOS MARKET NEU INC FDI,86.183UNITS 2015-08-13 2016-08-08 1120 1118 2 2 CONSUMER DISCRETIONARY SELT,45.0UNITS 2015-11-23 2016-06-08 3573 3680 -107 -107 CONSUMER DISCRETIONARY SELT,20.0UNITS 2016-02-09 2016-06-08 1588 1377 211 211 CONSUMER STAPLES SPDR,90.0UNITS 2016-03-15 2016-09-01 4884 4738 146 146 FINANCIAL SELECT SECTOR SPDR ETF,45.0UNITS 2015-06-04 2016-03-11 1003 1111 -108 -108 GATEWAY FUNDY,34.026UNITS 2015-08-13 2016-08-08 1030 1025 5 5 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2015-06-04 2016-03-15 1009 1115 -106 -106 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-11-23 2016-03-15 673 717 -44 -44 ISHA CURR HEDGED MSCI EAFE,160.0UNITS 2016-02-09 2016-03-11 3863 3551 312 312 ISHA CURR HEDGED MSCI EAFE,230.0UNITS 2016-02-09 2016-04-12 5440 5104 336 336 ISHARES EDGE MSCI MIN VOL EAFE ETF,20.0UNITS 2016-02-09 2016-06-08 1372 1242 130 130 ISHARES EDGE MSCI MIN VOL EMER,25.0UNITS 2016-02-09 2016-06-08 1305 1145 160 160 ISHARES EDGE MSCI MIN VOL USA ETF,15.0UNITS 2016-02-09 2016-08-08 698 604 94 94 ISHARES INTERMEDIATE CREDIT ETF,35.0UNITS 2015-06-04 2016-02-09 3781 3824 -43 -43 ISHARES MSCI CHINA ETF,45.0UNITS 2015-06-04 2016-02-09 1623 2718 -1095 -1095 ISHARES MSCI CHINA ETF,10.0UNITS 2015-11-23 2016-02-09 361 479 -118 -118 ISHARES MSCI JAPAN ETF,485.0UNITS 2015-08-13 2016-02-09 5168 6298 -1130 -1130 ISHARES MSCI JAPAN ETF,10.0UNITS 2015-10-05 2016-02-09 107 120 -13 -13 ISHARES S&P PREF STK ETF,25.0UNITS 2016-03-11 2016-08-08 1001 966 35 35 JOHN HANCOCK II GL ABS REI,330.294UNITS 2015-11-23 2016-02-09 3280 3709 -429 -429 NEUBERGER BER ABS RET MM-INS,336.795UNITS 2015-08-13 2016-02-09 3280 3681 -401 -401 NEUBERGER BER ABS RET MM-INS,14.972UNITS 2015-10-05 2016-02-09 146 158 -12 -12 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2016-02-09 2016-06-08 155 122 33 33 VANGUARD FTSE EUROPE ETF,70.0UNITS 2015-08-13 2016-06-08 3541 3846 -305 -305 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,30.0UNITS 2015-04-06 2016-02-09 3146 3902 -756 -756 WISDOMTREE EUROPE HEDGED EQU,10.0UNITS 2015-05-18 2016-02-09 471 654 -183 -183 FINANCIAL SELECT SECTOR SPDR ETF,80.0UNITS 2014-12-08 2016-02-09 1625 2009 -384 -384 FINANCIAL SELECT SECTOR SPDR ETF,160.0UNITS 2014-12-08 2016-03-11 3565 4018 -453 -453 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-02-05 2016-03-11 334 359 -25 -25 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-02-05 2016-02-09 320 351 -31 -31 HEALTH CARE SELECT SECTOR SPDR,45.0UNITS 2015-02-05 2016-03-15 3028 3157 -129 -129 ISHARES CORE MSCI EAFE ETF,145.0UNITS 2014-12-08 2016-02-09 6982 8368 -1386 -1386 ISHARES CORE MSCI EMERGING,40.0UNITS 2014-12-08 2016-02-09 1422 1945 -523 -523 ISHARES IBOXX INV GRD CORP BOND ETF,15.0UNITS 2014-11-21 2016-02-09 1706 1804 -98 -98 ISHARES IBOXX INV GRD CORP BOND ETF,20.0UNITS 2014-11-21 2016-09-01 2468 2406 62 62 ISHARES JP MORGAN EM BOND ETF,10.0UNITS 2014-12-08 2016-09-01 1165 1120 45 45 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-02-09 474 624 -150 -150 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-08-08 585 624 -39 -39 POWERSHARES DB COMMODITY IND,65.0UNITS 2014-12-08 2016-06-08 1007 1294 -287 -287 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-02-05 2016-06-08 155 180 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,60.0UNITS 2014-12-08 2016-02-09 2326 2525 -199 -199 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-12-08 2016-08-08 469 421 48 48 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-08-08 453 422 31 31 VANGUARD REIT ETF,15.0UNITS 2014-12-08 2016-08-08 1360 1220 140 140 VANGUARD S&P 500 ETF,20.0UNITS 2014-12-08 2016-02-09 3397 3785 -388 -388 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-03-11 1855 1893 -38 -38 VANGUARD S&P 500 ETF,65.0UNITS 2014-12-08 2016-06-08 12651 12303 348 348 VANGUARD S&P 500 ETF,5.0UNITS 2014-12-08 2016-08-08 1000 946 54 54 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-09-01 1990 1893 97 97 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-04-12 554 586 -32 -32 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-06-08 593 586 7 7 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-08-08 610 586 24 24 VANGUARD TOTAL BOND MARKET ETF,20.0UNITS 2014-12-08 2016-02-09 1640 1649 -9 -9 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-12-08 2016-04-12 1242 1237 5 5 VANGUARD TOTAL BOND MARKET ETF,25.0UNITS 2014-12-08 2016-06-08 2081 2061 20 20 WISDOMTREE EUROPE HEDGED EQU,90.0UNITS 2014-12-08 2016-02-09 4236 5384 -1148 -1148 AQR MANAGED FUTURES STR-I,87.794UNITS 2016-02-09 2016-08-08 910 945 -35 -35 AQR MANAGED FUTURES STR-I,15.148UNITS 2016-03-11 2016-08-08 157 154 3 3 AQR MANAGED FUTURES STRATEGY FUND-I,15.0UNITS 2016-02-09 2016-04-12 155 161 -6 -6 AQR MANAGED FUTURES STRATEGY FUND-I,65.0UNITS 2016-02-09 2016-06-08 652 699 -47 -47 ASG MANAGED FUTURES STRAT-A,20.0UNITS 2016-02-09 2016-04-12 219 227 -8 -8 ASG MANAGED FUTURES STRAT-A,65.0UNITS 2016-02-09 2016-06-08 703 738 -35 -35 ASG MANAGED FUTURES STRATA,74.071UNITS 2016-02-09 2016-08-08 810 841 -31 -31 ASG MANAGED FUTURES STRAT-A,19.981UNITS 2016-03-11 2016-08-08 219 212 7 7 CALAMOS MARKET NEU INC FDI,61.642UNITS 2015-08-13 2016-08-08 801 800 1 1 CONSUMER DISCRETIONARY SELT,40.0UNITS 2015-11-23 2016-06-08 3176 3271 -95 -95 CONSUMER DISCRETIONARY SELT,10.0UNITS 2016-02-09 2016-06-08 794 689 105 105 CONSUMER STAPLES SPDR,75.0UNITS 2016-03-15 2016-09-01 4070 3948 122 122 FINANCIAL SELECT SECTOR SPDR ETF,40.0UNITS 2015-06-04 2016-03-11 891 988 -97 -97 GATEWAY FUNDY,27.514UNITS 2015-08-13 2016-08-08 833 828 5 5 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 ISHA CURR HEDGED MSCI EAFE,125.0UNITS 2016-02-09 2016-03-11 3018 2774 244 244 ISHA CURR HEDGED MSCI EAFE,190.0UNITS 2016-02-09 2016-04-12 4494 4217 277 277 ISHARES EDGE MSCI MIN VOL EAFE ETF,15.0UNITS 2016-02-09 2016-06-08 1029 932 97 97 ISHARES EDGE MSCI MIN VOL EMER,25.0UNITS 2016-02-09 2016-06-08 1305 1145 160 160 ISHARES EDGE MSCI MIN VOL USA ETF,10.0UNITS 2016-02-09 2016-08-08 465 403 62 62 ISHARES INTERMEDIATE CREDIT ETF,25.0UNITS 2015-06-04 2016-02-09 2700 2731 -31 -31 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-09 180 306 -126 -126 ISHARES MSCI CHINA ETF,35.0UNITS 2015-06-04 2016-02-09 1262 2114 -852 -852 ISHARES MSCI JAPAN ETF,390.0UNITS 2015-08-13 2016-02-09 4156 5064 -908 -908 ISHARES MSCI JAPAN ETF,10.0UNITS 2015-10-06 2016-02-09 107 119 -12 -12 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-09-01 530 520 10 10 ISHARES S&P PREF STK ETF,25.0UNITS 2016-03-11 2016-08-08 1001 966 35 35 JOHN HANCOCK II GL ABS REI,265.236UNITS 2015-11-23 2016-02-09 2634 2979 -345 -345 NEUBERGER BER ABS RET MM-INS,274.374UNITS 2015-08-13 2016-02-09 2672 2999 -327 -327 NEUBERGER BER ABS RET MM-INS,15.029UNITS 2015-10-06 2016-02-09 146 158 -12 -12 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-11-23 2016-06-08 155 144 11 11 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-09-01 425 415 10 10 VANGUARD FTSE EUROPE ETF,55.0UNITS 2015-08-13 2016-06-08 2782 3022 -240 -240 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,25.0UNITS 2015-04-06 2016-02-09 2622 3251 -629 -629 WISDOMTREE EUROPE HEDGED EQU,5.0UNITS 2015-05-18 2016-02-09 235 327 -92 -92 FINANCIAL SELECT SECTOR SPDR ETF,70.0UNITS 2014-09-16 2016-02-09 1422 1646 -224 -224 FINANCIAL SELECT SECTOR SPDR ETF,135.0UNITS 2014-09-16 2016-03-11 3008 3174 -166 -166 HEALTH CARE SELECT SECTOR SPDR,45.0UNITS 2015-02-05 2016-03-15 3028 3157 -129 -129 ISHARES CORE MSCI EAFE ETF,110.0UNITS 2014-12-08 2016-02-09 5296 6348 -1052 -1052 ISHARES CORE MSCI EMERGING,35.0UNITS 2014-12-08 2016-02-09 1244 1702 -458 -458 ISHARES IBOXX INV GRD CORP BOND ETF,8.0UNITS 2014-11-21 2016-02-09 910 962 -52 -52 ISHARES IBOXX INV GRD CORP BOND ETF,7.0UNITS 2014-12-08 2016-02-09 796 832 -36 -36 ISHARES IBOXX INV GRD CORP BOND ETF,20.0UNITS 2014-12-08 2016-09-01 2468 2376 92 92 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2013-12-03 2016-09-01 582 538 44 44 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-02-09 474 624 -150 -150 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-08-08 293 312 -19 -19 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-09-01 294 312 -18 -18 POWERSHARES DB COMMODITY IND,53.0UNITS 2014-12-08 2016-06-08 821 1055 -234 -234 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-02-05 2016-06-08 77 90 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,40.0UNITS 2014-09-16 2016-02-09 1551 1600 -49 -49 TECHNOLOGY SELECT SECTOR SPDR,10.0UNITS 2014-09-16 2016-08-08 469 400 69 69 VANGUARD REIT ETF,20.0UNITS 2014-09-16 2016-08-08 1813 1481 332 332 VANGUARD S&P 500 ETF,20.0UNITS 2013-12-20 2016-02-09 3397 3343 54 54 VANGUARD S&P 500 ETF,10.0UNITS 2013-12-20 2016-03-11 1855 1671 184 184 VANGUARD S&P 500 ETF,55.0UNITS 2013-12-20 2016-06-08 10705 9192 1513 1513 VANGUARD S&P 500 ETF,10.0UNITS 2013-12-20 2016-09-01 1990 1671 319 319 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-04-12 554 575 -21 -21 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-09-01 609 575 34 34 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-02-09 1230 1225 5 5 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-04-12 1242 1225 17 17 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-06-08 1249 1225 24 24 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-09-01 420 408 12 12 WISDOMTREE EUROPE HEDGED EQU,75.0UNITS 2014-09-16 2016-02-09 3530 4372 -842 -842 AQR MANAGED FUTURES STR-I,81.233UNITS 2016-02-08 2016-09-01 826 866 -40 -40 AQR MANAGED FUTURES STR-I,15.148UNITS 2016-03-11 2016-09-01 154 154 0 0 AQR MANAGED FUTURES STRATEGY FUND-I,15.0UNITS 2016-02-08 2016-04-12 155 160 -5 -5 AQR MANAGED FUTURES STRATEGY FUND-I,60.0UNITS 2016-02-08 2016-06-08 602 640 -38 -38 ASG MANAGED FUTURES STRAT-A,20.0UNITS 2016-02-08 2016-04-12 219 225 -6 -6 ASG MANAGED FUTURES STRAT-A,60.0UNITS 2016-02-08 2016-06-08 649 674 -25 -25 ASG MANAGED FUTURES STRAT-A,68.171UNITS 2016-02-08 2016-09-01 724 766 -42 -42 ASG MANAGED FUTURES STRAT-A,19.981UNITS 2016-03-11 2016-09-01 212 212 0 0 CONSUMER DISCRETIONARY SELT,35.0UNITS 2015-11-23 2016-06-08 2779 2862 -83 -83 CONSUMER DISCRETIONARY SELT,10.0UNITS 2016-02-05 2016-06-08 794 702 92 92 CONSUMER STAPLES SPDR,70.0UNITS 2016-03-15 2016-09-01 3798 3685 113 113 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-04-06 2016-03-11 223 244 -21 -21 FINANCIAL SELECT SECTOR SPDR ETF,30.0UNITS 2015-06-04 2016-03-11 668 741 -73 -73 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-10-05 2016-03-11 334 348 -14 -14 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-11-23 2016-03-15 336 359 -23 -23 ISHA CURR HEDGED MSCI EAFE,105.0UNITS 2016-02-05 2016-03-11 2535 2418 117 117 ISHA CURR HEDGED MSCI EAFE,170.0UNITS 2016-02-05 2016-04-12 4021 3915 106 106 ISHARES EDGE MSCI MIN VOL EAFE ETF,10.0UNITS 2016-02-05 2016-06-08 686 627 59 59 ISHARES EDGE MSCI MIN VOL EMER,15.0UNITS 2016-02-05 2016-06-08 783 698 85 85 ISHARES INTERMEDIATE CREDIT ETF,20.0UNITS 2015-06-04 2016-02-05 2156 2185 -29 -29 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-05 186 306 -120 -120 ISHARES MSCI CHINA ETF,30.0UNITS 2015-06-04 2016-02-05 1116 1812 -696 -696 ISHARES MSCI JAPAN ETF,320.0UNITS 2015-08-13 2016-02-05 3472 4155 -683 -683 ISHARES MSCI JAPAN ETF,30.0UNITS 2015-10-05 2016-02-05 326 360 -34 -34 ISHARES S&P PREF STK ETF,30.0UNITS 2016-03-11 2016-09-01 1195 1159 36 36 JOHN HANCOCK II GL ABS REI,235.209UNITS 2015-11-23 2016-02-08 2345 2641 -296 -296 NEUBERGER BER ABS RET MM-INS,212.009UNITS 2015-08-13 2016-02-08 2071 2317 -246 -246 NEUBERGER BER ABS RET MM-INS,39.924UNITS 2015-10-05 2016-02-08 390 421 -31 -31 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-08-13 2016-06-08 155 155 0 0 POWERSHARES DB COMMODITY IND,10.0UNITS 2015-11-23 2016-06-08 155 144 11 11 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-09-01 425 415 10 10 VANGUARD FTSE EUROPE ETF,45.0UNITS 2015-08-13 2016-06-08 2277 2472 -195 -195 VANGUARD FTSE EUROPE ETF,5.0UNITS 2015-10-05 2016-06-08 253 255 -2 -2 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-03-11 2016-06-08 253 243 10 10 VANGUARD IND FD MID-CAP,20.0UNITS 2015-04-06 2016-02-05 2154 2601 -447 -447 WISDOMTREE EUROPE HEDGED EQU,2.0UNITS 2015-10-05 2016-02-05 98 114 -16 -16 CALAMOS MARKET NEU INC FDI,70.0UNITS 2015-08-13 2016-09-01 909 908 1 1 FINANCIAL SELECT SECTOR SPDR ETF,55.0UNITS 2014-09-16 2016-02-05 1146 1293 -147 -147 FINANCIAL SELECT SECTOR SPDR ETF,105.0UNITS 2014-09-16 2016-03-11 2339 2469 -130 -130 GATEWAY FUNDY,30.0UNITS 2015-08-13 2016-09-01 911 903 8 8 HEALTH CARE SELECT SECTOR SPDR,35.0UNITS 2015-02-05 2016-03-15 2355 2457 -102 -102 ISHARES CORE MSCI EAFE ETF,100.0UNITS 2014-12-08 2016-02-05 4958 5771 -813 -813 ISHARES CORE MSCI EMERGING,35.0UNITS 2014-12-08 2016-02-05 1277 1702 -425 -425 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-11-21 2016-02-05 1133 1203 -70 -70 ISHARES IBOXX INV GRD CORP BOND ETF,15.0UNITS 2014-12-08 2016-09-01 1851 1782 69 69 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 POWERSHARES DB COMMODITY IND,45.0UNITS 2014-12-08 2016-06-08 697 896 -199 -199 TECHNOLOGY SELECT SECTOR SPDR,30.0UNITS 2014-09-16 2016-02-05 1181 1200 -19 -19 VANGUARD REIT ETF,15.0UNITS 2014-09-16 2016-09-01 1327 1111 216 216 VANGUARD S&P 500 ETF,10.0UNITS 2014-09-16 2016-03-11 1855 1828 27 27 VANGUARD S&P 500 ETF,45.0UNITS 2014-09-16 2016-06-08 8758 8226 532 532 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-09-01 995 914 81 81 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-06-08 593 575 18 18 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-04-12 1242 1225 17 17 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-06-08 1249 1225 24 24 WISDOMTREE EUROPE HEDGED EQU,68.0UNITS 2014-09-16 2016-02-05 3347 3964 -617 -617 AQR MANAGED FUTURES STR-I,62.889UNITS 2016-02-08 2016-09-01 640 670 -30 -30 AQR MANAGED FUTURES STR-I,10.099UNITS 2016-03-11 2016-09-01 103 103 0 0 AQR MANAGED FUTURES STRATEGY FUND-I,10.0UNITS 2016-02-08 2016-04-12 103 107 -4 -4 AQR MANAGED FUTURES STRATEGY FUND-I,50.0UNITS 2016-02-08 2016-06-08 502 533 -31 -31 ASG MANAGED FUTURES STRAT-A,10.0UNITS 2016-02-08 2016-04-12 110 112 -2 -2 ASG MANAGED FUTURES STRAT-A,40.0UNITS 2016-02-08 2016-06-08 432 450 -18 -18 ASG MANAGED FUTURES STRAT-A,67.438UNITS 2016-02-08 2016-09-01 716 758 -42 -42 ASG MANAGED FUTURES STRAT-A,9.991UNITS 2016-03-11 2016-09-01 106 106 0 0 CONSUMER DISCRETIONARY SELT,5.0UNITS 2015-11-23 2016-06-01 394 409 -15 -15 CONSUMER DISCRETIONARY SELT,25.0UNITS 2015-11-23 2016-06-08 1985 2044 -59 -59 CONSUMER DISCRETIONARY SELT,10.0UNITS 2016-02-05 2016-06-08 794 702 92 92 CONSUMER STAPLES SPDR,55.0UNITS 2016-03-15 2016-09-01 2984 2895 89 89 FINANCIAL SELECT SECTOR SPDR ETF,15.0UNITS 2015-08-13 2016-03-04 333 378 -45 -45 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-08-13 2016-03-15 673 756 -83 -83 ISHA CURR HEDGED MSCI EAFE,90.0UNITS 2016-02-05 2016-03-11 2173 2073 100 100 ISHA CURR HEDGED MSCI EAFE,140.0UNITS 2016-02-05 2016-04-12 3311 3224 87 87 ISHARES EDGE MSCI MIN VOL EAFE ETF,10.0UNITS 2016-02-05 2016-06-08 686 627 59 59 ISHARES EDGE MSCI MIN VOL EMER,15.0UNITS 2016-02-05 2016-06-08 783 698 85 85 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-05 2016-06-01 222 202 20 20 ISHARES INTERMEDIATE CREDIT ETF,15.0UNITS 2015-06-04 2016-02-05 1617 1638 -21 -21 ISHARES MSCI CHINA ETF,30.0UNITS 2015-05-18 2016-02-05 1116 1837 -721 -721 ISHARES MSCI JAPAN ETF,290.0UNITS 2015-08-13 2016-02-05 3147 3766 -619 -619 ISHARES MSCI JAPAN ETF,5.0UNITS 2015-10-05 2016-02-05 54 60 -6 -6 ISHARES S&P PREF STK ETF,20.0UNITS 2016-03-11 2016-09-01 797 773 24 24 JOHN HANCOCK II GL ABS REI,200.178UNITS 2015-11-23 2016-02-08 1996 2248 -252 -252 NEUBERGER BER ABS RET MM-INS,205.707UNITS 2015-08-13 2016-02-08 2010 2248 -238 -238 NEUBERGER BER ABS RET MM-INS,9.981UNITS 2015-10-05 2016-02-08 98 105 -7 -7 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 VANGUARD FTSE EUROPE ETF,40.0UNITS 2015-08-13 2016-06-08 2024 2198 -174 -174 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-05 2016-06-08 253 229 24 24 VANGUARD IND FD MID-CAP,20.0UNITS 2015-04-06 2016-02-05 2154 2601 -447 -447 WISDOMTREE EUROPE HEDGED EQU,5.0UNITS 2015-05-18 2016-02-05 246 327 -81 -81 CALAMOS MARKET NEU INC FDI,50.0UNITS 2015-08-13 2016-09-01 649 649 0 0 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2014-12-08 2016-02-05 1042 1256 -214 -214 FINANCIAL SELECT SECTOR SPDR ETF,105.0UNITS 2014-12-08 2016-03-04 2331 2637 -306 -306 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-02-05 2016-03-04 222 240 -18 -18 GATEWAY FUNDY,20.0UNITS 2015-08-13 2016-09-01 607 602 5 5 HEALTH CARE SELECT SECTOR SPDR,30.0UNITS 2015-02-05 2016-03-15 2018 2106 -88 -88 ISHARES CORE MSCI EAFE ETF,85.0UNITS 2014-12-08 2016-02-05 4214 4906 -692 -692 ISHARES CORE MSCI EMERGING,25.0UNITS 2014-12-08 2016-02-05 912 1216 -304 -304 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-11-21 2016-02-05 1133 1204 -71 -71 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-11-21 2016-09-01 1234 1204 30 30 ISHARES IBOXX USD HIGH YIELD,5.0UNITS 2014-12-08 2016-06-01 414 450 -36 -36 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-06-01 552 552 0 0 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-03-11 529 624 -95 -95 POWERSHARES DB COMMODITY IND,40.0UNITS 2014-12-08 2016-06-08 620 796 -176 -176 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-04-06 2016-06-08 77 88 -11 -11 POWERSHARES FTSE RAFI US 1K,5.0UNITS 2014-12-08 2016-06-01 450 450 0 0 TECHNOLOGY SELECT SECTOR SPDR,40.0UNITS 2014-12-08 2016-02-05 1575 1683 -108 -108 VANGUARD REIT ETF,5.0UNITS 2014-11-21 2016-09-01 442 422 20 20 VANGUARD REIT ETF,5.0UNITS 2014-12-08 2016-09-01 442 407 35 35 VANGUARD S&P 500 ETF,15.0UNITS 2014-12-08 2016-02-05 2581 2839 -258 -258 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-03-11 1855 1893 -38 -38 VANGUARD S&P 500 ETF,35.0UNITS 2014-12-08 2016-06-08 6812 6625 187 187 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-06-01 575 586 -11 -11 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-02-05 816 824 -8 -8 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-04-12 828 824 4 4 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-12-08 2016-06-08 1249 1237 12 12 WISDOMTREE EUROPE HEDGED EQU,55.0UNITS 2014-12-08 2016-02-05 2707 3290 -583 -583 WISDOMTREE JAPAN HEDGED EQUITY FUND,20.0UNITS 2016-09-01 2016-12-01 978 871 107 107 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,5.0UNITS 2014-11-21 2016-12-05 583 602 -19 -19 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,20.0UNITS 2014-12-08 2016-12-05 2333 2376 -43 -43 ISHARES IBOXX USD INVESTMENT GRADE CORPORATE BOND ETF,5.0UNITS 2015-08-13 2016-12-05 583 578 5 5 AQR MANAGED FUTURES STR-I,58.093UNITS 2016-02-09 2016-09-01 591 625 -34 -34 AQR MANAGED FUTURES STRATEGY FUND-I,40.0UNITS 2016-02-09 2016-06-08 401 430 -29 -29 ASG MANAGED FUTURES STRAT-A,10.0UNITS 2016-02-09 2016-04-12 110 114 -4 -4 ASG MANAGED FUTURES STRAT-A,40.0UNITS 2016-02-09 2016-06-08 432 454 -22 -22 ASG MANAGED FUTURES STRAT-A,42.994UNITS 2016-02-09 2016-09-01 457 488 -31 -31 ASG MANAGED FUTURES STRATA,9.991UNITS 2016-03-11 2016-09-01 106 106 0 0 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-06-08 1588 1636 -48 -48 CONSUMER DISCRETIONARY SELT,10.0UNITS 2016-02-09 2016-06-08 794 689 105 105 CONSUMER STAPLES SPDR,45.0UNITS 2016-03-15 2016-09-01 2442 2369 73 73 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-06-04 2016-03-11 446 494 -48 -48 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-10-05 2016-03-15 336 342 -6 -6 ISHA CURR HEDGED MSCI EAFE,75.0UNITS 2016-02-09 2016-03-11 1811 1664 147 147 ISHA CURR HEDGED MSCI EAFE,110.0UNITS 2016-02-09 2016-04-12 2602 2441 161 161 ISHARES EDGE MSCI MIN VOL EAFE ETF,10.0UNITS 2016-02-09 2016-06-08 686 621 65 65 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-09-01 229 201 28 28 ISHARES INTERMEDIATE CREDIT ETF,15.0UNITS 2015-06-04 2016-02-09 1620 1639 -19 -19 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-09 180 306 -126 -126 ISHARES MSCI CHINA ETF,20.0UNITS 2015-06-04 2016-02-09 721 1208 -487 -487 ISHARES MSCI JAPAN ETF,230.0UNITS 2015-08-13 2016-02-09 2451 2987 -536 -536 ISHARES MSCI JAPAN ETF,5.0UNITS 2015-10-05 2016-02-09 53 60 -7 -7 ISHARES S&P PREF STK ETF,10.0UNITS 2016-03-11 2016-09-01 398 386 12 12 JOHN HANCOCK II GL ABS REI,155.138UNITS 2015-11-23 2016-02-09 1541 1742 -201 -201 NEUBERGER BER ABS RET MM-INS,162.898UNITS 2015-08-13 2016-02-09 1587 1780 -193 -193 NEUBERGER BER ABS RET MM-INS,4.991UNITS 2015-10-05 2016-02-09 49 53 -4 -4 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-10-05 2016-06-08 77 77 0 0 VANGUARD FTSE EUROPE ETF,30.0UNITS 2015-08-13 2016-06-08 1518 1648 -130 -130 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,15.0UNITS 2015-04-06 2016-02-09 1573 1951 -378 -378 CALAMOS MARKET NEU INC FDI,40.0UNITS 2015-08-13 2016-09-01 519 519 0 0 FINANCIAL SELECT SECTOR SPDR ETF,40.0UNITS 2014-09-16 2016-02-09 812 940 -128 -128 FINANCIAL SELECT SECTOR SPDR ETF,85.0UNITS 2014-09-16 2016-03-11 1894 1998 -104 -104 GATEWAY FUNDY,20.0UNITS 2015-08-13 2016-09-01 607 602 5 5 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-02-05 2016-03-15 1346 1403 -57 -57 ISHARES CORE MSCI EAFE ETF,65.0UNITS 2014-12-08 2016-02-09 3130 3751 -621 -621 ISHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-02-09 711 973 -262 -262 ISHARES CORE MSCI EMERGING,5.0UNITS 2014-12-08 2016-03-11 201 243 -42 -42 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-08-30 2016-02-09 1137 1193 -56 -56 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-08-30 2016-09-01 1234 1193 41 41 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-09-16 2016-02-09 521 568 -47 -47 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-02-09 237 312 -75 -75 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-09-01 294 312 -18 -18 POWERSHARES DB COMMODITY IND,31.0UNITS 2014-12-08 2016-06-08 480 617 -137 -137 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-02-05 2016-06-08 77 90 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,25.0UNITS 2014-09-16 2016-02-09 969 1000 -31 -31 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-03-11 213 200 13 13 VANGUARD REIT ETF,10.0UNITS 2014-09-16 2016-09-01 885 740 145 145 VANGUARD S&P 500 ETF,15.0UNITS 2014-09-16 2016-02-09 2548 2742 -194 -194 VANGUARD S&P 500 ETF,35.0UNITS 2014-09-16 2016-06-08 6812 6398 414 414 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-03-11 542 575 -33 -33 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-02-09 820 817 3 3 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-04-12 414 408 6 6 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-06-08 832 817 15 15 WISDOMTREE EUROPE HEDGED EQU,50.0UNITS 2014-09-16 2016-02-09 2353 2915 -562 -562 AQR MANAGED FUTURES STR-I,44.323UNITS 2016-02-09 2016-08-08 460 477 -17 -17 AQR MANAGED FUTURES STR-I,10.099UNITS 2016-03-11 2016-08-08 105 103 2 2 AQR MANAGED FUTURES STRATEGY FUND-I,10.0UNITS 2016-02-09 2016-04-12 103 108 -5 -5 AQR MANAGED FUTURES STRATEGY FUND-I,40.0UNITS 2016-02-09 2016-06-08 401 430 -29 -29 ASG MANAGED FUTURES STRAT-A,15.0UNITS 2016-02-09 2016-04-12 164 170 -6 -6 ASG MANAGED FUTURES STRAT-A,40.0UNITS 2016-02-09 2016-06-08 432 454 -22 -22 ASG MANAGED FUTURES STRAT-A,34.42UNITS 2016-02-09 2016-08-08 377 391 -14 -14 ASG MANAGED FUTURES STRAT-A,14.986UNITS 2016-03-11 2016-08-08 164 159 5 5 CALAMOS MARKET NEU INC FDI,34.775UNITS 2015-08-13 2016-08-08 452 451 1 1 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-06-08 1588 1636 -48 -48 CONSUMER DISCRETIONARY SELT,10.0UNITS 2016-02-09 2016-06-08 794 689 105 105 CONSUMER STAPLES SPDR,40.0UNITS 2016-03-15 2016-09-01 2170 2106 64 64 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-04-07 2016-03-11 111 122 -11 -11 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-06-04 2016-03-11 446 494 -48 -48 GATEWAY FUNDY,15.521UNITS 2015-08-13 2016-08-08 470 467 3 3 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 ISHA CURR HEDGED MSCI EAFE,75.0UNITS 2016-02-09 2016-03-11 1811 1664 147 147 ISHA CURR HEDGED MSCI EAFE,100.0UNITS 2016-02-09 2016-04-12 2365 2219 146 146 ISHARES EDGE MSCI MIN VOL EAFE ETF,10.0UNITS 2016-02-09 2016-06-08 686 621 65 65 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES EDGE MSCI MIN VOL EMER,5.0UNITS 2016-02-09 2016-09-01 267 229 38 38 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-09-01 229 201 28 28 ISHARES INTERMEDIATE CREDIT ETF,10.0UNITS 2015-06-04 2016-02-09 1080 1093 -13 -13 ISHARES MSCI CHINA ETF,5.0UNITS 2015-05-18 2016-02-09 180 306 -126 -126 ISHARES MSCI CHINA ETF,20.0UNITS 2015-06-04 2016-02-09 721 1208 -487 -487 ISHARES MSCI JAPAN ETF,220.0UNITS 2015-08-13 2016-02-09 2344 2857 -513 -513 ISHARES S&P PREF STK ETF,15.0UNITS 2016-03-11 2016-08-08 601 580 21 21 JOHN HANCOCK II GL ABS REI,150.134UNITS 2015-11-23 2016-02-09 1491 1686 -195 -195 NEUBERGER BER ABS RET MM-INS,161.88UNITS 2015-08-13 2016-02-09 1577 1769 -192 -192 NEUBERGER BER ABS RET MM-INS,10.019UNITS 2015-10-06 2016-02-09 98 105 -7 -7 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,5.0UNITS 2015-04-07 2016-03-11 464 510 -46 -46 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 POWERSHARES DB COMMODITY IND,2.0UNITS 2016-02-09 2016-06-08 31 24 7 7 VANGUARD FTSE EUROPE ETF,30.0UNITS 2015-08-13 2016-06-08 1518 1648 -130 -130 VANGUARD FTSE EUROPE ETF,5.0UNITS 2016-02-09 2016-06-08 253 221 32 32 VANGUARD IND FD MID-CAP,15.0UNITS 2015-04-07 2016-02-09 1573 1951 -378 -378 FINANCIAL SELECT SECTOR SPDR ETF,30.0UNITS 2014-12-08 2016-02-09 609 753 -144 -144 CALAMOS MARKET NEU INC FDI,10.0UNITS 2015-08-13 2016-09-01 130 130 0 0 FINANCIAL SELECT SECTOR SPDR ETF,80.0UNITS 2014-12-08 2016-03-11 1782 2009 -227 -227 GATEWAY FUNDY,5.0UNITS 2015-08-13 2016-09-01 152 151 1 1 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-02-05 2016-03-15 1346 1403 -57 -57 ISHARES CORE MSCI EAFE ETF,60.0UNITS 2014-12-08 2016-02-09 2889 3463 -574 -574 ISHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-02-09 711 973 -262 -262 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-11-21 2016-02-09 1137 1203 -66 -66 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-11-21 2016-09-01 1234 1203 31 31 ISHARES IBOXX USD HIGH YIELD,5.0UNITS 2014-12-08 2016-09-01 431 450 -19 -19 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-09-01 582 560 22 22 ISHARES MSCI ASIA EX JAPAN ETF,10.0UNITS 2014-12-08 2016-02-09 474 624 -150 -150 POWERSHARES DB COMMODITY IND,28.0UNITS 2014-12-08 2016-06-08 434 557 -123 -123 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-04-07 2016-06-08 77 89 -12 -12 TECHNOLOGY SELECT SECTOR SPDR,30.0UNITS 2014-12-08 2016-02-09 1163 1263 -100 -100 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-12-08 2016-09-01 235 210 25 25 VANGUARD REIT ETF,10.0UNITS 2014-12-08 2016-08-08 907 814 93 93 VANGUARD S&P 500 ETF,10.0UNITS 2014-12-08 2016-02-09 1699 1893 -194 -194 VANGUARD S&P 500 ETF,30.0UNITS 2014-12-08 2016-06-08 5839 5678 161 161 VANGUARD S&P 500 ETF,5.0UNITS 2014-12-08 2016-09-01 995 946 49 49 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-12-08 2016-08-08 610 586 24 24 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-02-09 820 824 -4 -4 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-04-12 828 824 4 4 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-12-08 2016-06-08 832 824 8 8 WISDOMTREE EUROPE HEDGED EQU,44.0UNITS 2014-12-08 2016-02-09 2071 2632 -561 -561 AQR MANAGED FUTURES STR-I,42.052UNITS 2016-02-09 2016-08-08 436 452 -16 -16 AQR MANAGED FUTURES STR-I,10.099UNITS 2016-03-11 2016-08-08 105 103 2 2 AQR MANAGED FUTURES STRATEGY FUND-I,10.0UNITS 2016-02-09 2016-04-12 103 108 -5 -5 AQR MANAGED FUTURES STRATEGY FUND-I,35.0UNITS 2016-02-09 2016-06-08 351 377 -26 -26 ASG MANAGED FUTURES STRAT-A,15.0UNITS 2016-02-09 2016-04-12 164 170 -6 -6 ASG MANAGED FUTURES STRATA,30.0UNITS 2016-02-09 2016-06-08 324 341 -17 -17 ASG MANAGED FUTURES STRATA,37.527UNITS 2016-02-09 2016-08-08 411 426 -15 -15 ASG MANAGED FUTURES STRAT-A,9.991UNITS 2016-03-11 2016-08-08 109 106 3 3 CALAMOS MARKET NEU INC FDI,31.958UNITS 2015-08-13 2016-08-08 415 415 0 0 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-06-08 1588 1636 -48 -48 CONSUMER DISCRETIONARY SELT,7.0UNITS 2016-02-09 2016-06-08 556 482 74 74 CONSUMER STAPLES SPDR,40.0UNITS 2016-03-15 2016-09-01 2170 2106 64 64 FINANCIAL SELECT SECTOR SPDR ETF,25.0UNITS 2015-06-04 2016-03-11 557 617 -60 -60 GATEWAY FUNDY,14.267UNITS 2015-08-13 2016-08-08 432 430 2 2 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-10-06 2016-03-15 336 339 -3 -3 ISHA CURR HEDGED MSCI EAFE,70.0UNITS 2016-02-09 2016-03-11 1690 1554 136 136 ISHA CURR HEDGED MSCI EAFE,95.0UNITS 2016-02-09 2016-04-12 2247 2108 139 139 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-09 2016-08-08 335 311 24 24 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES EDGE MSCI MIN VOL EMER,5.0UNITS 2016-02-09 2016-08-08 268 229 39 39 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-08-08 233 201 32 32 ISHARES INTERMEDIATE CREDIT ETF,15.0UNITS 2015-06-04 2016-02-09 1620 1639 -19 -19 ISHARES MSCI CHINA ETF,20.0UNITS 2015-06-04 2016-02-09 721 1208 -487 -487 ISHARES MSCI JAPAN ETF,200.0UNITS 2015-08-13 2016-02-09 2131 2597 -466 -466 ISHARES MSCI JAPAN ETF,10.0UNITS 2015-10-06 2016-02-09 107 119 -12 -12 ISHARES S&P PREF STK ETF,15.0UNITS 2016-03-11 2016-08-08 601 580 21 21 JOHN HANCOCK II GL ABS REI,140.125UNITS 2015-11-23 2016-02-09 1391 1574 -183 -183 NEUBERGER BER ABS RET MM-INS,152.5UNITS 2015-08-13 2016-02-09 1485 1667 -182 -182 NEUBERGER BER ABS RET MM-INS,5.01UNITS 2015-10-06 2016-02-09 49 53 -4 -4 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,1.0UNITS 2015-04-06 2016-02-09 87 102 -15 -15 POWERSHARES DB COMMODITY IND,3.0UNITS 2015-08-13 2016-06-08 46 46 0 0 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-10-06 2016-06-08 77 78 -1 -1 POWERSHARES DB COMMODITY IND,3.0UNITS 2016-02-09 2016-06-08 46 37 9 9 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-09-01 425 415 10 10 VANGUARD FTSE EUROPE ETF,30.0UNITS 2015-08-13 2016-06-08 1518 1648 -130 -130 VANGUARD FTSE EUROPE ETF,2.0UNITS 2016-02-09 2016-06-08 101 88 13 13 VANGUARD IND FD MID-CAP,10.0UNITS 2015-04-06 2016-02-09 1049 1301 -252 -252 CALAMOS MARKET NEU INC FDI,5.0UNITS 2015-08-13 2016-09-01 65 65 0 0 FINANCIAL SELECT SECTOR SPDR ETF,33.0UNITS 2014-09-16 2016-02-09 670 776 -106 -106 FINANCIAL SELECT SECTOR SPDR ETF,67.0UNITS 2014-09-16 2016-03-11 1493 1575 -82 -82 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2015-02-05 2016-02-09 64 70 -6 -6 HEALTH CARE SELECT SECTOR SPDR,14.0UNITS 2015-02-05 2016-03-15 942 982 -40 -40 ISHARES CORE MSCI EAFE ETF,58.0UNITS 2014-12-08 2016-02-09 2793 3347 -554 -554 ISHARES CORE MSCI EMERGING,16.0UNITS 2014-12-08 2016-02-09 569 778 -209 -209 ISHARES IBOXX H/Y CORP BOND ETF,1.0UNITS 2014-09-16 2016-02-09 76 93 -17 -17 ISHARES IBOXX INV GRD CORP BOND ETF,6.0UNITS 2014-08-30 2016-02-09 682 716 -34 -34 ISHARES IBOXX INV GRD CORP BOND ETF,9.0UNITS 2014-08-30 2016-09-01 1111 1074 37 37 ISHARES IBOXX INV GRD CORP BOND ETF,1.0UNITS 2014-12-08 2016-09-01 123 119 4 4 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2014-09-16 2016-02-09 209 227 -18 -18 ISHARES MSCI ASIA EX JAPAN ETF,6.0UNITS 2014-12-08 2016-02-09 284 374 -90 -90 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-09-01 294 312 -18 -18 POWERSHARES DB COMMODITY IND,27.0UNITS 2014-12-08 2016-06-08 418 538 -120 -120 POWERSHARES FTSE RAFI US 1K,1.0UNITS 2014-12-08 2016-02-09 79 92 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,27.0UNITS 2014-09-16 2016-02-09 1047 1080 -33 -33 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-09-01 235 200 35 35 VANGUARD REIT ETF,1.0UNITS 2014-09-16 2016-02-09 72 74 -2 -2 VANGUARD REIT ETF,10.0UNITS 2014-09-16 2016-08-08 907 740 167 167 VANGUARD S&P 500 ETF,9.0UNITS 2014-09-16 2016-02-09 1529 1645 -116 -116 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-03-11 927 914 13 13 VANGUARD S&P 500 ETF,30.0UNITS 2014-09-16 2016-06-08 5839 5484 355 355 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-08-08 610 575 35 35 VANGUARD TOTAL BOND MARKET ETF,8.0UNITS 2014-09-16 2016-02-09 656 653 3 3 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-04-12 828 817 11 11 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-06-08 832 817 15 15 WISDOMTREE EUROPE HEDGED EQU,40.0UNITS 2014-09-16 2016-02-09 1883 2332 -449 -449 AQR MANAGED FUTURES STR-I,53.48UNITS 2016-02-08 2016-08-08 555 570 -15 -15 AQR MANAGED FUTURES STRATEGY FUND-I,35.0UNITS 2016-02-08 2016-06-08 351 373 -22 -22 ASG MANAGED FUTURES STRAT-A,35.0UNITS 2016-02-08 2016-06-08 378 393 -15 -15 ASG MANAGED FUTURES STRAT-A,48.185UNITS 2016-02-08 2016-08-08 527 542 -15 -15 CALAMOS MARKET NEU INC FDI,30.15UNITS 2015-08-13 2016-08-08 392 391 1 1 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-06-08 1588 1636 -48 -48 CONSUMER DISCRETIONARY SELT,5.0UNITS 2016-02-05 2016-06-08 397 351 46 46 CONSUMER STAPLES SPDR,40.0UNITS 2016-03-15 2016-09-01 2170 2106 64 64 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-06-04 2016-03-11 446 494 -48 -48 GATEWAY FUNDY,14.081UNITS 2015-08-13 2016-08-08 426 424 2 2 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-05-18 2016-03-15 336 374 -38 -38 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-03-15 336 372 -36 -36 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-10-05 2016-03-15 336 342 -6 -6 ISHA CURR HEDGED MSCI EAFE,65.0UNITS 2016-02-05 2016-03-11 1570 1497 73 73 ISHA CURR HEDGED MSCI EAFE,95.0UNITS 2016-02-05 2016-04-12 2247 2188 59 59 ISHA CURR HEDGED MSCI EAFE,5.0UNITS 2016-02-05 2016-09-01 123 115 8 8 ISHARES EDGE MSCI MIN VOL EAFE ETF,10.0UNITS 2016-02-05 2016-06-08 686 627 59 59 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-05 2016-06-08 522 466 56 56 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-05 2016-09-01 229 202 27 27 ISHARES INTERMEDIATE CREDIT ETF,15.0UNITS 2015-06-04 2016-02-05 1617 1639 -22 -22 ISHARES MSCI CHINA ETF,20.0UNITS 2015-06-04 2016-02-05 744 1208 -464 -464 ISHARES MSCI JAPAN ETF,200.0UNITS 2015-08-13 2016-02-05 2170 2597 -427 -427 ISHARES MSCI JAPAN ETF,5.0UNITS 2015-10-05 2016-02-05 54 60 -6 -6 ISHARES S&P PREF STK ETF,15.0UNITS 2016-03-11 2016-08-08 601 580 21 21 JOHN HANCOCK II GL ABS REI,140.125UNITS 2015-11-23 2016-02-08 1397 1574 -177 -177 NEUBERGER BER ABS RET MM-INS,140.997UNITS 2015-08-13 2016-02-08 1378 1541 -163 -163 NEUBERGER BER ABS RET MM-INS,9.981UNITS 2015-10-05 2016-02-08 98 105 -7 -7 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 VANGUARD DIVIDEND APPREC ETF,5.0UNITS 2016-06-08 2016-09-01 425 415 10 10 VANGUARD FTSE EUROPE ETF,30.0UNITS 2015-08-13 2016-06-08 1518 1648 -130 -130 VANGUARD IND FD MID-CAP,12.0UNITS 2015-04-06 2016-02-05 1292 1561 -269 -269 FINANCIAL SELECT SECTOR SPDR ETF,35.0UNITS 2014-09-16 2016-02-05 729 823 -94 -94 FINANCIAL SELECT SECTOR SPDR ETF,65.0UNITS 2014-09-16 2016-03-11 1448 1528 -80 -80 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-02-05 2016-03-11 111 120 -9 -9 HEALTH CARE SELECT SECTOR SPDR,15.0UNITS 2015-02-05 2016-03-15 1009 1053 -44 -44 SHARES CORE MSCI EAFE ETF,60.0UNITS 2014-12-08 2016-02-05 2975 3463 -488 -488 SHARES CORE MSCI EMERGING,20.0UNITS 2014-12-08 2016-02-05 730 973 -243 -243 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-08-30 2016-02-05 1133 1193 -60 -60 ISHARES IBOXX INV GRD CORP BOND ETF,6.0UNITS 2014-08-30 2016-09-01 740 716 24 24 ISHARES IBOXX INV GRD CORP BOND ETF,4.0UNITS 2014-12-08 2016-09-01 494 475 19 19 ISHARES IBOXX USD HIGH YIELD,5.0UNITS 2014-09-16 2016-09-01 431 463 -32 -32 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-02-05 242 312 -70 -70 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-08-08 293 312 -19 -19 POWERSHARES DB COMMODITY IND,30.0UNITS 2014-12-08 2016-06-08 465 597 -132 -132 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-09-16 2016-02-05 788 800 -12 -12 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-08-08 235 200 35 35 VANGUARD REIT ETF,10.0UNITS 2014-09-16 2016-08-08 907 740 167 167 VANGUARD S&P 500 ETF,10.0UNITS 2014-09-16 2016-02-05 1720 1828 -108 -108 VANGUARD S&P 500 ETF,30.0UNITS 2014-09-16 2016-06-08 5839 5484 355 355 VANGUARD SMALL-CAP ETF,4.0UNITS 2014-09-16 2016-04-12 443 460 -17 -17 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-02-05 816 817 -1 -1 VANGUARD TOTAL BOND MARKET ETF,15.0UNITS 2014-09-16 2016-06-08 1249 1225 24 24 WISDOMTREE EUROPE HEDGED EQU,42.0UNITS 2014-09-16 2016-02-05 2067 2449 -382 -382 AQR MANAGED FUTURES STRI,49.13UNITS 2016-02-09 2016-08-08 509 529 -20 -20 AQR MANAGED FUTURES STRATEGY FUND-I,35.0UNITS 2016-02-09 2016-06-08 351 377 -26 -26 ASG MANAGED FUTURES STRATA,12.0UNITS 2016-02-09 2016-04-12 132 136 -4 -4 ASG MANAGED FUTURES STRATA,30.0UNITS 2016-02-09 2016-06-08 324 341 -17 -17 ASG MANAGED FUTURES STRATA,37.757UNITS 2016-02-09 2016-08-08 413 429 -16 -16 ASG MANAGED FUTURES STRATA,9.991UNITS 2016-03-11 2016-08-08 109 106 3 3 CALAMOS MARKET NEU INC FDI,30.901UNITS 2015-08-13 2016-08-08 401 401 0 0 CONSUMER DISCRETIONARY SELT,20.0UNITS 2015-11-23 2016-06-08 1588 1636 -48 -48 CONSUMER DISCRETIONARY SELT,6.0UNITS 2016-02-09 2016-06-08 476 413 63 63 CONSUMER STAPLES SPDR,5.0UNITS 2016-03-15 2016-08-08 272 263 9 9 CONSUMER STAPLES SPDR,35.0UNITS 2016-03-15 2016-09-01 1899 1842 57 57 FINANCIAL SELECT SECTOR SPDR ETF,25.0UNITS 2015-06-04 2016-03-11 557 617 -60 -60 GATEWAY FUNDY,13.795UNITS 2015-08-13 2016-08-08 418 415 3 3 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-06-04 2016-03-15 673 743 -70 -70 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-11-23 2016-03-15 336 359 -23 -23 ISHA CURR HEDGED MSCI EAFE,60.0UNITS 2016-02-09 2016-03-11 1449 1332 117 117 ISHA CURR HEDGED MSCI EAFE,100.0UNITS 2016-02-09 2016-04-12 2365 2219 146 146 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-09 2016-06-08 343 311 32 32 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-08-08 233 201 32 32 ISHARES INTERMEDIATE CREDIT ETF,11.0UNITS 2015-06-04 2016-02-09 1188 1202 -14 -14 ISHARES MSCI CHINA ETF,20.0UNITS 2015-06-04 2016-02-09 721 1208 -487 -487 ISHARES MSCI JAPAN ETF,195.0UNITS 2015-08-13 2016-02-09 2078 2532 -454 -454 ISHARES MSCI JAPAN ETF,5.0UNITS 2015-10-06 2016-02-09 53 60 -7 -7 ISHARES S&P PREF STK ETF,15.0UNITS 2016-03-11 2016-08-08 601 580 21 21 JOHN HANCOCK II GL ABS REI,135.12UNITS 2015-11-23 2016-02-09 1342 1517 -175 -175 NEUBERGER BER ABS RET MM-INS,132.425UNITS 2015-08-13 2016-02-09 1290 1447 -157 -157 NEUBERGER BER ABS RET MM-INS,10.019UNITS 2015-10-06 2016-02-09 98 105 -7 -7 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-10-06 2016-06-08 77 78 -1 -1 POWERSHARES DB COMMODITY IND,1.0UNITS 2016-02-09 2016-06-08 15 12 3 3 VANGUARD FTSE EUROPE ETF,30.0UNITS 2015-08-13 2016-06-08 1518 1648 -130 -130 VANGUARD IND FD MID-CAP,11.0UNITS 2015-04-06 2016-02-09 1153 1431 -278 -278 WISDOMTREE EUROPE HEDGED EQU,5.0UNITS 2015-05-18 2016-02-09 235 327 -92 -92 FINANCIAL SELECT SECTOR SPDR ETF,31.0UNITS 2014-09-16 2016-02-09 630 729 -99 -99 FINANCIAL SELECT SECTOR SPDR ETF,64.0UNITS 2014-09-16 2016-03-11 1426 1505 -79 -79 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2015-02-05 2016-02-09 64 70 -6 -6 HEALTH CARE SELECT SECTOR SPDR,14.0UNITS 2015-02-05 2016-03-15 942 982 -40 -40 ISHARES CORE MSCI EAFE ETF,56.0UNITS 2014-12-08 2016-02-09 2696 3232 -536 -536 ISHARES CORE MSCI EMERGING,17.0UNITS 2014-12-08 2016-02-09 604 827 -223 -223 ISHARES IBOXX INV GRD CORP BOND ETF,7.0UNITS 2014-08-30 2016-02-09 796 835 -39 -39 ISHARES IBOXX INV GRD CORP BOND ETF,10.0UNITS 2014-08-30 2016-09-01 1234 1193 41 41 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2014-09-16 2016-02-09 209 227 -18 -18 ISHARES MSCI ASIA EX JAPAN ETF,7.0UNITS 2014-12-08 2016-02-09 332 436 -104 -104 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-08-08 293 312 -19 -19 POWERSHARES DB COMMODITY IND,30.0UNITS 2014-12-08 2016-06-08 465 597 -132 -132 POWERSHARES FTSE RAFI US 1K,2.0UNITS 2014-12-08 2016-02-09 159 184 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,23.0UNITS 2014-09-16 2016-02-09 892 920 -28 -28 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-08-08 235 200 35 35 VANGUARD REIT ETF,1.0UNITS 2014-09-16 2016-02-09 72 74 -2 -2 VANGUARD REIT ETF,5.0UNITS 2014-09-16 2016-08-08 453 370 83 83 VANGUARD S&P 500 ETF,8.0UNITS 2014-09-16 2016-02-09 1359 1462 -103 -103 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-03-11 927 914 13 13 VANGUARD S&P 500 ETF,27.0UNITS 2014-09-16 2016-06-08 5255 4935 320 320 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-08-08 610 575 35 35 VANGUARD TOTAL BOND MARKET ETF,7.0UNITS 2014-09-16 2016-02-09 574 572 2 2 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-04-12 414 408 6 6 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-06-08 832 817 15 15 PFIZER LITIGATION PROCEEDS,0.0UNITS 2016-07-18 2016-07-18 23 23 23 WISDOMTREE EUROPE HEDGED EQU,33.0UNITS 2014-09-16 2016-02-09 1553 1924 -371 -371 AQR MANAGED FUTURES STR-I,43.791UNITS 2016-02-09 2016-09-01 445 471 -26 -26 AQR MANAGED FUTURES STRATEGY FUND-I,30.0UNITS 2016-02-09 2016-06-08 301 323 -22 -22 ASG MANAGED FUTURES STRATA,30.0UNITS 2016-02-09 2016-06-08 324 341 -17 -17 ASG MANAGED FUTURES STRATA,39.955UNITS 2016-02-09 2016-09-01 424 453 -29 -29 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-06-08 1191 1227 -36 -36 CONSUMER DISCRETIONARY SELT,8.0UNITS 2016-02-09 2016-06-08 635 551 84 84 CONSUMER STAPLES SPDR,35.0UNITS 2016-03-15 2016-09-01 1899 1842 57 57 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2015-06-04 2016-03-11 446 494 -48 -48 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-03-15 336 372 -36 -36 ISHA CURR HEDGED MSCI EAFE,55.0UNITS 2016-02-09 2016-03-11 1328 1221 107 107 ISHA CURR HEDGED MSCI EAFE,85.0UNITS 2016-02-09 2016-04-12 2010 1886 124 124 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-09 2016-09-01 334 311 23 23 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES INTERMEDIATE CREDIT ETF,10.0UNITS 2015-06-04 2016-02-09 1080 1093 -13 -13 ISHARES MSCI CHINA ETF,4.0UNITS 2015-05-18 2016-02-09 144 245 -101 -101 ISHARES MSCI CHINA ETF,15.0UNITS 2015-06-04 2016-02-09 541 906 -365 -365 ISHARES MSCI JAPAN ETF,172.0UNITS 2015-08-13 2016-02-09 1833 2234 -401 -401 ISHARES S&P PREF STK ETF,15.0UNITS 2016-03-11 2016-09-01 598 580 18 18 JOHN HANCOCK II GL ABS REI,110.098UNITS 2015-11-23 2016-02-09 1093 1236 -143 -143 NEUBERGER BER ABS RET MM-INS,128.263UNITS 2015-08-13 2016-02-09 1249 1402 -153 -153 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,1.0UNITS 2015-04-07 2016-02-09 87 102 -15 -15 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-08-13 2016-06-08 77 77 0 0 POWERSHARES DB COMMODITY IND,2.0UNITS 2016-02-09 2016-06-08 31 24 7 7 VANGUARD FTSE EUROPE ETF,26.0UNITS 2015-08-13 2016-06-08 1315 1428 -113 -113 VANGUARD FTSE EUROPE ETF,1.0UNITS 2016-02-09 2016-06-08 51 44 7 7 VANGUARD IND FD MID-CAP,11.0UNITS 2015-04-07 2016-02-09 1153 1431 -278 -278 CALAMOS MARKET NEU INC FDI,30.0UNITS 2015-08-13 2016-09-01 389 389 0 0 FINANCIAL SELECT SECTOR SPDR ETF,30.0UNITS 2014-09-16 2016-02-09 609 705 -96 -96 FINANCIAL SELECT SECTOR SPDR ETF,48.0UNITS 2014-09-16 2016-03-11 1069 1128 -59 -59 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2014-12-08 2016-03-11 223 251 -28 -28 GATEWAY FUNDY,15.0UNITS 2015-08-13 2016-09-01 456 452 4 4 HEALTH CARE SELECT SECTOR SPDR,20.0UNITS 2015-02-05 2016-03-15 1346 1403 -57 -57 ISHARES CORE MSCI EAFE ETF,50.0UNITS 2014-12-08 2016-02-09 2407 2886 -479 -479 ISHARES CORE MSCI EMERGING,17.0UNITS 2014-12-08 2016-02-09 604 827 -223 -223 ISHARES IBOXX H/Y CORP BOND ETF,1.0UNITS 2014-09-16 2016-02-09 76 93 -17 -17 ISHARES IBOXX INV GRD CORP BOND ETF,4.0UNITS 2014-11-21 2016-02-09 455 481 -26 -26 ISHARES IBOXX INV GRD CORP BOND ETF,1.0UNITS 2014-12-08 2016-02-09 114 119 -5 -5 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-12-08 2016-09-01 617 594 23 23 ISHARES JP MORGAN EM BOND ETF,3.0UNITS 2014-09-16 2016-02-09 313 341 -28 -28 ISHARES MSCI ASIA EX JAPAN ETF,3.0UNITS 2014-12-08 2016-02-09 142 187 -45 -45 POWERSHARES DB COMMODITY IND,25.0UNITS 2014-12-08 2016-06-08 387 498 -111 -111 POWERSHARES FTSE RAFI US 1K,1.0UNITS 2014-12-08 2016-02-09 79 92 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,21.0UNITS 2014-09-16 2016-02-09 814 840 -26 -26 VANGUARD REIT ETF,2.0UNITS 2014-09-16 2016-02-09 144 148 -4 -4 VANGUARD REIT ETF,5.0UNITS 2014-09-16 2016-09-01 442 370 72 72 VANGUARD S&P 500 ETF,10.0UNITS 2014-09-16 2016-02-09 1699 1828 -129 -129 VANGUARD S&P 500 ETF,25.0UNITS 2014-09-16 2016-06-08 4866 4570 296 296 VANGUARD SMALL-CAP ETF,5.0UNITS 2014-09-16 2016-09-01 609 575 34 34 VANGUARD TOTAL BOND MARKET ETF,7.0UNITS 2014-09-16 2016-02-09 574 572 2 2 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-04-12 414 408 6 6 VANGUARD TOTAL BOND MARKET ETF,10.0UNITS 2014-09-16 2016-06-08 832 817 15 15 WISDOMTREE EUROPE HEDGED EQU,38.0UNITS 2014-09-16 2016-02-09 1789 2215 -426 -426 AQR MANAGED FUTURES STRI,37.229UNITS 2016-02-09 2016-08-08 386 401 -15 -15 AQR MANAGED FUTURES STRATEGY FUND-I,20.0UNITS 2016-02-09 2016-06-08 201 215 -14 -14 ASG MANAGED FUTURES STRATA,20.0UNITS 2016-02-09 2016-06-08 216 227 -11 -11 ASG MANAGED FUTURES STRATA,34.254UNITS 2016-02-09 2016-08-08 375 389 -14 -14 CALAMOS MARKET NEU INC FDI,21.023UNITS 2015-08-13 2016-08-08 273 273 0 0 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-06-08 1191 1227 -36 -36 CONSUMER DISCRETIONARY SELT,3.0UNITS 2016-02-09 2016-06-08 238 207 31 31 CONSUMER STAPLES SPDR,25.0UNITS 2016-03-15 2016-09-01 1357 1316 41 41 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-06-04 2016-03-11 223 247 -24 -24 GATEWAY FUNDY,9.383UNITS 2015-08-13 2016-08-08 284 283 1 1 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-03-15 336 372 -36 -36 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2016-02-09 2016-03-15 67 64 3 3 ISHA CURR HEDGED MSCI EAFE,43.0UNITS 2016-02-09 2016-03-11 1038 954 84 84 ISHA CURR HEDGED MSCI EAFE,65.0UNITS 2016-02-09 2016-04-12 1537 1443 94 94 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-09 2016-06-08 343 311 32 32 ISHARES EDGE MSCI MIN VOL EMER,5.0UNITS 2016-02-09 2016-06-08 261 229 32 32 ISHARES EDGE MSCI MIN VOL EMER,5.0UNITS 2016-02-09 2016-08-08 269 229 40 40 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-08-08 233 201 32 32 ISHARES INTERMEDIATE CREDIT ETF,9.0UNITS 2015-06-04 2016-02-09 972 983 -11 -11 ISHARES MSCI CHINA ETF,2.0UNITS 2015-05-18 2016-02-09 72 122 -50 -50 ISHARES MSCI CHINA ETF,2.0UNITS 2015-06-03 2016-02-09 72 122 -50 -50 ISHARES MSCI CHINA ETF,10.0UNITS 2015-06-04 2016-02-09 361 604 -243 -243 ISHARES MSCI JAPAN ETF,133.0UNITS 2015-08-13 2016-02-09 1417 1727 -310 -310 ISHARES S&P PREF STK ETF,10.0UNITS 2016-03-11 2016-08-08 401 386 15 15 ISHARES S&P PREF STK ETF,5.0UNITS 2016-03-11 2016-09-01 199 193 6 6 JOHN HANCOCK II GL ABS REI,90.08UNITS 2015-11-23 2016-02-09 894 1012 -118 -118 NEUBERGER BER ABS RET MM-INS,94.206UNITS 2015-08-13 2016-02-09 918 1030 -112 -112 NEUBERGER BER ABS RET MM-INS,5.01UNITS 2015-10-06 2016-02-09 49 53 -4 -4 POWERSHARES DB COMMODITY IND,2.0UNITS 2015-08-13 2016-06-08 31 31 0 0 POWERSHARES DB COMMODITY IND,3.0UNITS 2016-02-09 2016-06-08 46 37 9 9 VANGUARD FTSE EUROPE ETF,19.0UNITS 2015-08-13 2016-06-08 961 1044 -83 -83 VANGUARD FTSE EUROPE ETF,2.0UNITS 2016-02-09 2016-06-08 101 88 13 13 VANGUARD IND FD MID-CAP,8.0UNITS 2015-04-06 2016-02-09 839 1040 -201 -201 CALAMOS MARKET NEU INC FDI,5.0UNITS 2015-08-13 2016-09-01 65 65 0 0 FINANCIAL SELECT SECTOR SPDR ETF,23.0UNITS 2014-09-16 2016-02-09 467 541 -74 -74 FINANCIAL SELECT SECTOR SPDR ETF,50.0UNITS 2014-09-16 2016-03-11 1116 1175 -59 -59 GATEWAY FUNDY,5.0UNITS 2015-08-13 2016-09-01 152 151 1 1 HEALTH CARE SELECT SECTOR SPDR,13.0UNITS 2015-02-05 2016-03-15 875 912 -37 -37 ISHARES CORE MSCI EAFE ETF,38.0UNITS 2014-12-08 2016-02-09 1830 2193 -363 -363 ISHARES CORE MSCI EMERGING,14.0UNITS 2014-12-08 2016-02-09 498 681 -183 -183 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-08-30 2016-02-09 569 597 -28 -28 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-08-30 2016-09-01 617 597 20 20 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-09-16 2016-02-09 104 114 -10 -10 ISHARES JP MORGAN EM BOND ETF,4.0UNITS 2014-09-16 2016-09-01 466 454 12 12 ISHARES MSCI ASIA EX JAPAN ETF,4.0UNITS 2014-12-08 2016-02-09 190 249 -59 -59 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-09-01 294 312 -18 -18 POWERSHARES DB COMMODITY IND,20.0UNITS 2014-12-08 2016-06-08 310 398 -88 -88 POWERSHARES FTSE RAFI US 1K,2.0UNITS 2014-12-08 2016-02-09 159 184 -25 -25 TECHNOLOGY SELECT SECTOR SPDR,17.0UNITS 2014-09-16 2016-02-09 659 680 -21 -21 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-08-08 235 200 35 35 VANGUARD REIT ETF,5.0UNITS 2014-09-16 2016-08-08 453 370 83 83 VANGUARD S&P 500 ETF,6.0UNITS 2014-09-16 2016-02-09 1019 1097 -78 -78 VANGUARD S&P 500 ETF,20.0UNITS 2014-09-16 2016-06-08 3893 3656 237 237 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-08-08 1000 914 86 86 VANGUARD SMALL-CAP ETF,4.0UNITS 2014-09-16 2016-06-08 474 460 14 14 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-02-09 410 408 2 2 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-04-12 414 408 6 6 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-06-08 416 408 8 8 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-09-01 420 408 12 12 WISDOMTREE EUROPE HEDGED EQU,28.0UNITS 2014-09-16 2016-02-09 1318 1632 -314 -314 AQR MANAGED FUTURES STR-1,30.713UNITS 2016-02-09 2016-08-03 319 330 -11 -11 AQR MANAGED FUTURES STR-1,5.049UNITS 2016-03-11 2016-08-03 52 51 1 1 AQR MANAGED FUTURES STRATEGY FUND-I,5.0UNITS 2016-02-09 2016-04-12 52 54 -2 -2 AQR MANAGED FUTURES STRATEGY FUND-I,20.0UNITS 2016-02-09 2016-06-08 201 215 -14 -14 ASG MANAGED FUTURES STRAT-A,5.0UNITS 2016-02-09 2016-04-12 55 57 -2 -2 ASG MANAGED FUTURES STRAT-A,20.0UNITS 2016-02-09 2016-06-08 216 227 -11 -11 ASG MANAGED FUTURES STRAT-A,27.817UNITS 2016-02-09 2016-08-03 302 316 -14 -14 ASG MANAGED FUTURES STRAT-A,4.995UNITS 2016-03-11 2016-08-03 54 53 1 1 CONSUMER DISCRETIONARY SELT,15.0UNITS 2015-11-23 2016-06-08 1191 1227 -36 -36 CONSUMER DISCRETIONARY SELT,2.0UNITS 2016-02-09 2016-06-08 159 138 21 21 CONSUMER STAPLES SPDR,25.0UNITS 2016-03-15 2016-09-01 1357 1316 41 41 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-06-04 2016-03-11 223 247 -24 -24 FINANCIAL SELECT SECTOR SPDR ETF,1.0UNITS 2015-08-13 2016-03-11 22 25 -3 -3 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-03-15 336 372 -36 -36 HEALTH CARE SELECT SECTOR SPDR,3.0UNITS 2015-08-13 2016-03-15 202 227 -25 -25 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2016-02-09 2016-03-15 67 64 3 3 ISHA CURR HEDGED MSCI EAFE,45.0UNITS 2016-02-09 2016-03-11 1087 999 88 88 ISHA CURR HEDGED MSCI EAFE,60.0UNITS 2016-02-09 2016-04-12 1419 1332 87 87 ISHA CURR HEDGED MSCI EAFE,5.0UNITS 2016-02-09 2016-09-01 123 111 12 12 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-09 2016-06-08 343 311 32 32 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-06-08 522 458 64 64 ISHARES EDGE MSCI MIN VOL USA ETF,5.0UNITS 2016-02-09 2016-08-03 232 201 31 31 ISHARES INTERMEDIATE CREDIT ETF,10.0UNITS 2015-06-04 2016-02-09 1080 1092 -12 -12 ISHARES MSCI CHINA ETF,10.0UNITS 2015-06-04 2016-02-09 361 604 -243 -243 ISHARES MSCI CHINA ETF,4.0UNITS 2015-06-07 2016-02-09 144 239 -95 -95 ISHARES MSCI JAPAN ETF,130.0UNITS 2015-08-13 2016-02-09 1385 1688 -303 -303 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-08-03 523 520 3 3 ISHARES S&P PREF STK ETF,10.0UNITS 2016-03-11 2016-08-03 399 386 13 13 JOHN HANCOCK II GL ABS REI,85.076UNITS 2015-11-23 2016-02-09 845 955 -110 -110 NEUBERGER BER ABS RET MM-INS,89.037UNITS 2015-07-24 2016-02-09 867 979 -112 -112 NEUBERGER BER ABS RET MM-INS,4.991UNITS 2015-10-05 2016-02-09 49 53 -4 -4 POWERSHARES DB COMMODITY IND,2.0UNITS 2016-02-09 2016-06-08 31 24 7 7 VANGUARD FTSE EUROPE ETF,18.0UNITS 2015-08-13 2016-06-08 911 989 -78 -78 VANGUARD FTSE EUROPE ETF,2.0UNITS 2016-02-09 2016-06-08 101 88 13 13 VANGUARD IND FD MID-CAP,8.0UNITS 2015-04-06 2016-02-09 839 1040 -201 -201 WISDOMTREE EUROPE HEDGED EQU,5.0UNITS 2015-05-18 2016-02-09 235 327 -92 -92 CALAMOS MARKET NEU INC FDI,23.445UNITS 2015-07-24 2016-08-03 303 304 -1 -1 FINANCIAL SELECT SECTOR SPDR ETF,22.0UNITS 2014-12-08 2016-02-09 447 553 -106 -106 FINANCIAL SELECT SECTOR SPDR ETF,43.0UNITS 2014-12-08 2016-03-11 958 1080 -122 -122 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-02-05 2016-03-11 111 120 -9 -9 GATEWAY FUNDY,10.31UNITS 2015-07-24 2016-08-03 311 308 3 3 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-02-05 2016-03-15 673 702 -29 -29 ISHARES CORE MSCI EAFE ETF,37.0UNITS 2014-12-08 2016-02-09 1782 2135 -353 -353 ISHARES CORE MSCI EMERGING,14.0UNITS 2014-12-08 2016-02-09 498 681 -183 -183 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-11-21 2016-02-09 569 601 -32 -32 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2014-11-21 2016-09-01 370 361 9 9 ISHARES IBOXX INV GRD CORP BOND ETF,2.0UNITS 2014-12-08 2016-09-01 247 238 9 9 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-12-08 2016-02-09 104 112 -8 -8 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-12-08 2016-09-01 582 560 22 22 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-02-09 237 312 -75 -75 POWERSHARES DB COMMODITY IND,15.0UNITS 2014-12-08 2016-06-08 232 299 -67 -67 POWERSHARES DB COMMODITY IND,2.0UNITS 2014-12-28 2016-06-08 31 39 -8 -8 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-04-06 2016-06-08 77 88 -11 -11 POWERSHARES FTSE RAFI US 1K,1.0UNITS 2014-12-08 2016-02-09 79 92 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,17.0UNITS 2014-12-08 2016-02-09 659 715 -56 -56 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-12-08 2016-09-01 235 210 25 25 VANGUARD REIT ETF,1.0UNITS 2014-12-08 2016-02-09 72 81 -9 -9 VANGUARD REIT ETF,5.0UNITS 2014-12-08 2016-08-03 453 407 46 46 VANGUARD S&P 500 ETF,6.0UNITS 2014-12-08 2016-02-09 1019 1136 -117 -117 VANGUARD S&P 500 ETF,20.0UNITS 2014-12-08 2016-06-08 3893 3785 108 108 VANGUARD S&P 500 ETF,5.0UNITS 2014-12-08 2016-08-03 990 946 44 44 VANGUARD SMALL-CAP ETF,3.0UNITS 2014-12-08 2016-06-08 356 352 4 4 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-12-08 2016-02-09 410 412 -2 -2 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-12-08 2016-04-12 414 412 2 2 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-12-08 2016-06-08 416 412 4 4 WISDOMTREE EUROPE HEDGED EQU,22.0UNITS 2014-12-08 2016-02-09 1036 1316 -280 -280 AQR MANAGED FUTURES STR-I,24.744UNITS 2016-02-05 2016-09-01 252 261 -9 -9 AQR MANAGED FUTURES STRATEGY FUND-I,20.0UNITS 2016-02-05 2016-06-08 201 211 -10 -10 ASG MANAGED FUTURES STRAT-A,20.0UNITS 2016-02-05 2016-06-08 216 222 -6 -6 ASG MANAGED FUTURES STRAT-A,24.635UNITS 2016-02-05 2016-09-01 262 273 -11 -11 CONSUMER DISCRETIONARY SELT,2.0UNITS 2015-11-23 2016-03-11 154 164 -10 -10 CONSUMER DISCRETIONARY SELT,8.0UNITS 2015-11-23 2016-06-08 635 654 -19 -19 CONSUMER DISCRETIONARY SELT,5.0UNITS 2016-02-05 2016-06-08 397 351 46 46 CONSUMER STAPLES SPDR,20.0UNITS 2016-03-15 2016-09-01 1085 1053 32 32 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-06-04 2016-03-11 223 247 -24 -24 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-03-15 336 372 -36 -36 ISHA CURR HEDGED MSCI EAFE,35.0UNITS 2016-02-05 2016-03-11 845 807 38 38 ISHA CURR HEDGED MSCI EAFE,50.0UNITS 2016-02-05 2016-04-12 1183 1153 30 30 ISHARES EDGE MSCI MIN VOL EAFE ETF,5.0UNITS 2016-02-05 2016-06-08 343 313 30 30 ISHARES EDGE MSCI MIN VOL EMER,5.0UNITS 2016-02-05 2016-06-08 261 233 28 28 ISHARES INTERMEDIATE CREDIT ETF,5.0UNITS 2015-06-04 2016-02-05 539 546 -7 -7 ISHARES MSCI CHINA ETF,1.0UNITS 2015-05-18 2016-02-05 37 61 -24 -24 ISHARES MSCI CHINA ETF,10.0UNITS 2015-06-04 2016-02-05 372 604 -232 -232 ISHARES MSCI JAPAN ETF,105.0UNITS 2015-08-13 2016-02-05 1139 1364 -225 -225 ISHARES S&P PREF STK ETF,8.0UNITS 2016-03-11 2016-09-01 319 309 10 10 JOHN HANCOCK II GL ABS REI,75.067UNITS 2015-11-23 2016-02-05 757 843 -86 -86 NEUBERGER BER ABS RET MM-INS,78.266UNITS 2015-08-13 2016-02-05 772 855 -83 -83 POWERSHARES DB COMMODITY IND,2.0UNITS 2015-08-13 2016-06-08 31 31 0 0 POWERSHARES DB COMMODITY IND,3.0UNITS 2016-03-11 2016-06-08 46 41 5 5 VANGUARD FTSE EUROPE ETF,15.0UNITS 2015-08-13 2016-06-08 759 824 -65 -65 VANGUARD IND FD MID-CAP,6.0UNITS 2015-04-07 2016-02-05 647 780 -133 -133 CALAMOS MARKET NEU INC FDI,20.0UNITS 2015-08-13 2016-09-01 260 259 1 1 FINANCIAL SELECT SECTOR SPDR ETF,20.0UNITS 2014-09-16 2016-02-05 417 470 -53 -53 FINANCIAL SELECT SECTOR SPDR ETF,35.0UNITS 2014-09-16 2016-03-11 781 823 -42 -42 GATEWAY FUNDY,7.0UNITS 2015-08-13 2016-09-01 213 211 2 2 HEALTH CARE SELECT SECTOR SPDR,9.0UNITS 2015-02-05 2016-03-15 606 632 -26 -26 ISHARES CORE MSCI EAFE ETF,30.0UNITS 2014-12-08 2016-02-05 1487 1731 -244 -244 ISHARES CORE MSCI EMERGING,10.0UNITS 2014-12-08 2016-02-05 365 486 -121 -121 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-08-30 2016-02-05 567 597 -30 -30 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2014-08-30 2016-09-01 370 358 12 12 ISHARES MSCI ASIA EX JAPAN ETF,5.0UNITS 2014-12-08 2016-02-05 242 312 -70 -70 POWERSHARES DB COMMODITY IND,15.0UNITS 2014-12-08 2016-06-08 232 299 -67 -67 TECHNOLOGY SELECT SECTOR SPDR,20.0UNITS 2014-09-16 2016-02-05 787 800 -13 -13 VANGUARD REIT ETF,3.0UNITS 2014-09-16 2016-09-01 265 222 43 43 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-16 2016-02-05 860 914 -54 -54 VANGUARD S&P 500 ETF,15.0UNITS 2014-09-16 2016-06-08 2919 2742 177 177 VANGUARD SMALL-CAP ETF,4.0UNITS 2014-09-16 2016-09-01 487 460 27 27 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2014-09-16 2016-04-12 248 245 3 3 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-16 2016-06-08 416 408 8 8 WISDOMTREE EUROPE HEDGED EQU,22.0UNITS 2014-09-16 2016-02-05 1084 1283 -199 -199 ISHARES CORE MSCI EAFE ETF,24.0UNITS 2014-12-08 2016-11-16 1259 1385 -126 -126 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2015-02-05 2016-11-16 262 287 -25 -25 ISHARES CORE MSCI EAFE ETF,10.0UNITS 2015-04-07 2016-11-16 524 603 -79 -79 ISHARES CORE MSCI EAFE ETF,1.0UNITS 2016-04-12 2016-11-16 52 53 -1 -1 AQR MANAGED FUTURES STRATEGY FUND-I,10.0UNITS 2016-02-09 2016-06-08 100 108 -8 -8 ASG MANAGED FUTURES STRAT-A,10.0UNITS 2016-02-09 2016-06-08 108 114 -6 -6 CONSUMER DISCRETIONARY SELT,7.0UNITS 2015-11-23 2016-06-08 556 572 -16 -16 CONSUMER DISCRETIONARY SELT,3.0UNITS 2016-02-09 2016-06-08 238 207 31 31 FINANCIAL SELECT SECTOR SPDR ETF,10.0UNITS 2015-06-04 2016-03-11 223 247 -24 -24 ISHA CURR HEDGED MSCI EAFE,25.0UNITS 2016-02-09 2016-03-11 604 555 49 49 ISHA CURR HEDGED MSCI EAFE,33.0UNITS 2016-02-09 2016-04-12 781 732 49 49 ISHARES INTERMEDIATE CREDIT ETF,4.0UNITS 2015-06-04 2016-02-09 432 437 -5 -5 ISHARES MSCI CHINA ETF,3.0UNITS 2015-05-18 2016-02-09 108 184 -76 -76 ISHARES MSCI CHINA ETF,5.0UNITS 2015-06-04 2016-02-09 180 302 -122 -122 ISHARES MSCI JAPAN ETF,72.0UNITS 2015-08-13 2016-02-09 767 935 -168 -168 JOHN HANCOCK II GL ABS REI,50.045UNITS 2015-11-23 2016-02-09 497 562 -65 -65 NEUBERGER BER ABS RET MM-INS,57.01UNITS 2015-08-13 2016-02-09 555 623 -68 -68 POWERSHARES DB COMMODITY IND,1.0UNITS 2016-02-09 2016-06-08 15 12 3 3 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-08-13 2016-06-08 506 549 -43 -43 VANGUARD FTSE EUROPE ETF,1.0UNITS 2016-02-09 2016-06-08 51 44 7 7 VANGUARD IND FD MID-CAP,4.0UNITS 2015-04-07 2016-02-09 419 520 -101 -101 FINANCIAL SELECT SECTOR SPDR ETF,12.0UNITS 2014-09-16 2016-02-09 244 282 -38 -38 FINANCIAL SELECT SECTOR SPDR ETF,23.0UNITS 2014-09-16 2016-03-11 513 541 -28 -28 HEALTH CARE SELECT SECTOR SPDR,10.0UNITS 2015-02-05 2016-03-15 673 702 -29 -29 ISHARES CORE MSCI EAFE ETF,21.0UNITS 2014-12-08 2016-02-09 1011 1212 -201 -201 ISHARES CORE MSCI EMERGING,8.0UNITS 2014-12-08 2016-02-09 284 389 -105 -105 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2014-08-30 2016-02-09 341 358 -17 -17 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-09-16 2016-02-09 104 114 -10 -10 ISHARES MSCI ASIA EX JAPAN ETF,2.0UNITS 2014-12-08 2016-02-09 95 125 -30 -30 POWERSHARES DB COMMODITY IND,7.0UNITS 2014-12-08 2016-06-08 108 139 -31 -31 POWERSHARES DB COMMODITY IND,5.0UNITS 2015-04-07 2016-06-08 77 89 -12 -12 POWERSHARES FTSE RAFI US 1K,1.0UNITS 2014-12-08 2016-02-09 79 92 -13 -13 TECHNOLOGY SELECT SECTOR SPDR,9.0UNITS 2014-09-16 2016-02-09 349 360 -11 -11 VANGUARD S&P 500 ETF,4.0UNITS 2014-09-16 2016-02-09 679 731 -52 -52 VANGUARD S&P 500 ETF,10.0UNITS 2014-09-16 2016-06-08 1946 1828 118 118 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2014-09-16 2016-02-09 246 245 1 1 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2014-09-16 2016-04-12 248 245 3 3 VANGUARD TOTAL BOND MARKET ETF,4.0UNITS 2014-09-16 2016-06-08 333 327 6 6 WISDOMTREE EUROPE HEDGED EQU,15.0UNITS 2014-09-16 2016-02-09 706 874 -168 -168 AQR MANAGED FUTURES STR-I,17.73UNITS 2016-02-09 2016-09-19 179 191 -12 -12 AQR MANAGED FUTURES STRATEGY FUND-I,12.0UNITS 2016-02-09 2016-06-08 120 129 -9 -9 ASG MANAGED FUTURES STRAT-A,12.0UNITS 2016-02-09 2016-06-08 130 136 -6 -6 ASG MANAGED FUTURES STRAT-A,16.184UNITS 2016-02-09 2016-09-19 165 184 -19 -19 CALAMOS MARKET NEU INC FDI,10.0UNITS 2015-11-23 2016-09-19 129 129 0 0 CALAMOS MARKET NEU INC FDI,14.652UNITS 2016-02-09 2016-09-19 189 179 10 10 CONSUMER DISCRETIONARY SELT,7.0UNITS 2015-11-23 2016-06-08 556 572 -16 -16 CONSUMER DISCRETIONARY SELT,2.0UNITS 2016-02-09 2016-06-08 159 138 21 21 CONSUMER STAPLES SPDR,15.0UNITS 2016-03-15 2016-09-19 792 790 2 2 FINANCIAL SELECT SECTOR SPDR ETF,31.0UNITS 2014-09-16 2016-03-11 692 707 -15 -15 GATEWAY FUNDY,4.997UNITS 2015-11-23 2016-09-19 151 149 2 2 GATEWAY FUNDY,5.712UNITS 2016-02-09 2016-09-19 173 162 11 11 HEALTH CARE SELECT SECTOR SPDR,2.0UNITS 2015-08-13 2016-03-15 135 151 -16 -16 ISHA CURR HEDGED MSCI EAFE,22.0UNITS 2016-02-09 2016-03-11 531 488 43 43 ISHA CURR HEDGED MSCI EAFE,35.0UNITS 2016-02-09 2016-04-12 828 777 51 51 ISHA CURR HEDGED MSCI EAFE,28.0UNITS 2016-02-09 2016-09-19 680 621 59 59 ISHA CURR HEDGED MSCI EAFE,20.0UNITS 2016-06-08 2016-09-19 486 494 -8 -8 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2016-04-12 2016-09-19 270 266 4 4 ISHARES CORE MSCI EMERGING,10.0UNITS 2016-04-12 2016-09-19 448 417 31 31 ISHARES CORE MSCI EMERGING,5.0UNITS 2016-06-08 2016-09-19 224 212 12 12 ISHARES CORE U.S. AGGREGATE BO,10.0UNITS 2016-02-09 2016-09-19 1117 1098 19 19 ISHARES EDGE MSCI MIN VOL EAFE ETF,4.0UNITS 2016-02-09 2016-06-08 274 248 26 26 ISHARES EDGE MSCI MIN VOL EAFE ETF,17.0UNITS 2016-02-09 2016-09-19 1132 1056 76 76 ISHARES EDGE MSCI MIN VOL EMER,4.0UNITS 2016-02-09 2016-06-08 209 183 26 26 ISHARES EDGE MSCI MIN VOL EMER,13.0UNITS 2016-02-09 2016-09-19 692 596 96 96 ISHARES EDGE MSCI MIN VOL USA ETF,40.0UNITS 2016-02-09 2016-09-19 1806 1611 195 195 ISHARES IBOXX USD HIGH YIELD,4.0UNITS 2016-03-11 2016-09-19 343 329 14 14 ISHARES INTERMEDIATE CREDIT ETF,5.0UNITS 2015-06-04 2016-02-09 540 546 -6 -6 ISHARES INTERMEDIATE CREDIT ETF,5.0UNITS 2015-10-05 2016-09-19 554 544 10 10 ISHARES JP MORGAN EM BOND ETF,3.0UNITS 2016-03-11 2016-09-19 347 326 21 21 ISHARES MSCI CHINA ETF,2.0UNITS 2015-05-18 2016-02-09 72 122 -50 -50 ISHARES MSCI CHINA ETF,5.0UNITS 2015-06-04 2016-02-09 180 302 -122 -122 ISHARES MSCI JAPAN ETF,69.0UNITS 2015-08-13 2016-02-09 735 896 -161 -161 ISHARES RUSSELL 1000 VALUE ETF,10.0UNITS 2016-06-08 2016-09-19 1047 1039 8 8 ISHARES S&P PREF STK ETF,13.0UNITS 2016-03-11 2016-09-19 511 502 9 9 ISHARES S&P PREF STK ETF,10.0UNITS 2016-06-08 2016-09-19 393 397 -4 -4 JOHN HANCOCK II GL ABS REI,45.04UNITS 2015-11-23 2016-02-09 447 506 -59 -59 NEUBERGER BER ABS RET MM-INS,48.316UNITS 2015-08-13 2016-02-09 471 528 -57 -57 POWERSHARES DB COMMODITY IND,13.0UNITS 2014-12-08 2016-06-08 201 198 3 3 POWERSHARES FTSE RAFI US 1K,4.0UNITS 2016-06-08 2016-09-19 368 370 -2 -2 VANGUARD DIVIDEND APPREC ETF,13.0UNITS 2016-06-08 2016-09-19 1078 1080 -2 -2 VANGUARD FTSE EUROPE ETF,10.0UNITS 2015-08-13 2016-06-08 506 549 -43 -43 VANGUARD FTSE EUROPE ETF,1.0UNITS 2016-02-09 2016-06-08 51 44 7 7 VANGUARD IND FD MID-CAP,4.0UNITS 2015-04-07 2016-02-09 419 520 -101 -101 VANGUARD REIT ETF,3.0UNITS 2016-03-11 2016-09-19 256 243 13 13 VANGUARD REIT ETF,5.0UNITS 2016-06-08 2016-09-19 427 424 3 3 VANGUARD SMALL-CAP ETF,2.0UNITS 2016-02-09 2016-09-19 241 192 49 49 CALAMOS MARKET NEU INC FDI,27.618UNITS 2015-08-13 2016-09-19 357 358 -1 -1 FINANCIAL SELECT SECTOR SPDR ETF,12.0UNITS 2014-09-17 2016-02-09 244 284 -40 -40 FINANCIAL SELECT SECTOR SPDR ETF,31.0UNITS 2014-09-17 2016-03-11 692 725 -33 -33 GATEWAY FUNDY,11.896UNITS 2015-08-13 2016-09-19 360 358 2 2 HEALTH CARE SELECT SECTOR SPDR,8.0UNITS 2015-02-05 2016-03-15 538 561 -23 -23 ISHARES CORE MSCI EAFE ETF,20.0UNITS 2014-12-08 2016-02-09 963 1154 -191 -191 ISHARES CORE MSCI EAFE ETF,19.0UNITS 2014-12-08 2016-09-19 1024 1097 -73 -73 ISHARES CORE MSCI EAFE ETF,7.0UNITS 2015-04-07 2016-09-19 377 422 -45 -45 ISHARES CORE MSCI EMERGING,8.0UNITS 2014-12-08 2016-02-09 284 389 -105 -105 ISHARES CORE MSCI EMERGING,13.0UNITS 2014-12-08 2016-09-19 583 632 -49 -49 ISHARES IBOXX INV GRD CORP BOND ETF,2.0UNITS 2014-08-31 2016-02-09 227 239 -12 -12 ISHARES IBOXX INV GRD CORP BOND ETF,4.0UNITS 2014-08-31 2016-09-19 487 477 10 10 ISHARES IBOXX INV GRD CORP BOND ETF,1.0UNITS 2014-11-21 2016-09-19 122 120 2 2 ISHARES IBOXX INV GRD CORP BOND ETF,5.0UNITS 2014-12-08 2016-09-19 609 594 15 15 ISHARES IBOXX USD HIGH YIELD,12.0UNITS 2014-09-17 2016-09-19 1030 1115 -85 -85 ISHARES IBOXX USD HIGH YIELD,3.0UNITS 2014-10-04 2016-09-19 258 276 -18 -18 ISHARES INTERMEDIATE CREDIT ETF,5.0UNITS 2015-06-04 2016-09-19 554 546 8 8 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-09-17 2016-02-09 104 114 -10 -10 ISHARES JP MORGAN EM BOND ETF,9.0UNITS 2014-09-17 2016-09-19 1041 1022 19 19 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2015-08-13 2016-09-19 231 217 14 14 ISHARES MSCI ASIA EX JAPAN ETF,3.0UNITS 2014-12-08 2016-02-09 142 187 -45 -45 ISHARES MSCI ASIA EX JAPAN ETF,13.0UNITS 2014-12-08 2016-09-19 777 811 -34 -34 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,4.0UNITS 2015-04-07 2016-09-19 391 408 -17 -17 POWERSHARES DB COMMODITY IND,13.0UNITS 2014-12-08 2016-06-08 201 241 -40 -40 POWERSHARES FTSE RAFI US 1K,1.0UNITS 2014-12-08 2016-02-09 79 92 -13 -13 POWERSHARES FTSE RAFI US 1K,8.0UNITS 2014-12-08 2016-09-19 736 735 1 1 TECHNOLOGY SELECT SECTOR SPDR,9.0UNITS 2014-09-17 2016-02-09 349 364 -15 -15 TECHNOLOGY SELECT SECTOR SPDR,11.0UNITS 2014-09-17 2016-09-19 518 444 74 74 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2015-06-04 2016-09-19 235 216 19 19 VANGUARD REIT ETF,7.0UNITS 2014-09-17 2016-09-19 598 522 76 76 VANGUARD S&P 500 ETF,4.0UNITS 2014-09-17 2016-02-09 679 737 -58 -58 VANGUARD S&P 500 ETF,9.0UNITS 2014-09-17 2016-06-08 1752 1657 95 95 VANGUARD S&P 500 ETF,27.0UNITS 2014-09-17 2016-09-19 5295 4972 323 323 VANGUARD S&P 500 ETF,5.0UNITS 2015-04-07 2016-09-19 981 956 25 25 VANGUARD SMALL-CAP ETF,8.0UNITS 2014-09-17 2016-09-19 965 926 39 39 VANGUARD SMALL-CAP ETF,3.0UNITS 2014-12-08 2016-09-19 362 352 10 10 VANGUARD TOTAL BOND MARKET ETF,2.0UNITS 2014-09-17 2016-02-09 164 163 1 1 VANGUARD TOTAL BOND MARKET ETF,5.0UNITS 2014-09-17 2016-06-08 416 409 7 7 VANGUARD TOTAL BOND MARKET ETF,27.0UNITS 2014-09-17 2016-09-19 2256 2206 50 50 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2015-04-07 2016-09-19 251 250 1 1 WISDOMTREE EUROPE HEDGED EQU,14.0UNITS 2014-09-17 2016-02-09 659 820 -161 -161 AQR MANAGED FUTURES STRATEGY FUND-I,10.0UNITS 2016-02-09 2016-06-08 100 108 -8 -8 ASG MANAGED FUTURES STRAT-A,10.0UNITS 2016-02-09 2016-06-08 108 114 -6 -6 CONSUMER DISCRETIONARY SELT,5.0UNITS 2015-11-23 2016-06-08 397 409 -12 -12 CONSUMER DISCRETIONARY SELT,2.0UNITS 2016-02-09 2016-06-08 159 138 21 21 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-06-04 2016-03-11 112 123 -11 -11 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2015-08-13 2016-03-15 67 76 -9 -9 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2016-02-09 2016-03-15 67 64 3 3 ISHA CURR HEDGED MSCI EAFE,17.0UNITS 2016-02-09 2016-03-11 410 377 33 33 ISHA CURR HEDGED MSCI EAFE,25.0UNITS 2016-02-09 2016-04-12 591 555 36 36 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-06-04 2016-02-09 324 328 -4 -4 ISHARES MSCI CHINA ETF,1.0UNITS 2015-05-18 2016-02-09 36 61 -25 -25 ISHARES MSCI CHINA ETF,5.0UNITS 2015-06-04 2016-02-09 180 302 -122 -122 ISHARES MSCI JAPAN ETF,53.0UNITS 2015-08-13 2016-02-09 565 688 -123 -123 JOHN HANCOCK II GL ABS REI,35.031UNITS 2015-11-23 2016-02-09 348 393 -45 -45 NEUBERGER BER ABS RET MM-INS,39.64UNITS 2015-08-13 2016-02-09 386 433 -47 -47 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-06-08 155 152 3 3 VANGUARD FTSE EUROPE ETF,7.0UNITS 2015-08-13 2016-06-08 354 385 -31 -31 VANGUARD FTSE EUROPE ETF,1.0UNITS 2016-02-09 2016-06-08 51 44 7 7 VANGUARD IND FD MID-CAP,3.0UNITS 2015-04-07 2016-02-09 315 390 -75 -75 FINANCIAL SELECT SECTOR SPDR ETF,9.0UNITS 2014-09-16 2016-02-09 183 212 -29 -29 FINANCIAL SELECT SECTOR SPDR ETF,19.0UNITS 2014-09-16 2016-03-11 424 447 -23 -23 HEALTH CARE SELECT SECTOR SPDR,6.0UNITS 2015-02-05 2016-03-15 404 421 -17 -17 ISHARES CORE MSCI EAFE ETF,15.0UNITS 2014-12-08 2016-02-09 722 866 -144 -144 ISHARES CORE MSCI EMERGING,6.0UNITS 2014-12-08 2016-02-09 213 292 -79 -79 ISHARES IBOXX INV GRD CORP BOND ETF,2.0UNITS 2014-08-30 2016-02-09 227 239 -12 -12 SHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-09-16 2016-02-09 104 114 -10 -10 SHARES MSCI ASIA EX JAPAN ETF,2.0UNITS 2014-12-08 2016-02-09 95 125 -30 -30 POWERSHARES DB COMMODITY IND,10.0UNITS 2014-12-08 2016-06-08 155 186 -31 -31 TECHNOLOGY SELECT SECTOR SPDR,7.0UNITS 2014-09-16 2016-02-09 271 280 -9 -9 VANGUARD S&P 500 ETF,3.0UNITS 2014-09-16 2016-02-09 510 548 -38 -38 VANGUARD S&P 500 ETF,7.0UNITS 2014-09-16 2016-06-08 1362 1280 82 82 VANGUARD TOTAL BOND MARKET ETF,2.0UNITS 2014-09-16 2016-02-09 164 163 1 1 VANGUARD TOTAL BOND MARKET ETF,4.0UNITS 2014-09-16 2016-06-08 333 327 6 6 WISDOMTREE EUROPE HEDGED EQU,11.0UNITS 2014-09-16 2016-02-09 518 641 -123 -123 AQR MANAGED FUTURES STRATEGY FUND,12.597UNITS 2016-02-09 2016-11-16 118 136 -18 -18 ASG MANAGED FUTURES STRATEGY FUND,11.422UNITS 2016-02-09 2016-11-16 110 130 -20 -20 ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF,4.0UNITS 2014-09-16 2016-11-16 339 370 -31 -31 ISHARES MSCI EMERGING MARKETS MINIMUM VOLATILITY ETF,8.0UNITS 2016-02-09 2016-11-16 395 366 29 29 AQR MANAGED FUTURES STR-I,12.462UNITS 2016-02-09 2016-09-19 126 134 -8 -8 AQR MANAGED FUTURES STRATEGY FUND-I,5.0UNITS 2016-02-09 2016-06-08 50 54 -4 -4 ASG MANAGED FUTURES STRAT-A,5.0UNITS 2016-02-09 2016-06-08 54 57 -3 -3 ASG MANAGED FUTURES STRAT-A,11.554UNITS 2016-02-09 2016-09-19 118 131 -13 -13 CALAMOS MARKET NEU INC FDI,10.0UNITS 2015-11-23 2016-09-19 129 129 0 0 CALAMOS MARKET NEU INC FDI,4.499UNITS 2016-02-09 2016-09-19 58 55 3 3 CONSUMER DISCRETIONARY SELT,4.0UNITS 2015-11-23 2016-06-08 318 327 -9 -9 CONSUMER DISCRETIONARY SELT,1.0UNITS 2016-02-09 2016-06-08 79 69 10 10 CONSUMER STAPLES SPDR,3.0UNITS 2016-03-15 2016-06-08 161 158 3 3 CONSUMER STAPLES SPDR,7.0UNITS 2016-03-15 2016-09-19 369 368 1 1 FINANCIAL SELECT SECTOR SPDR ETF,2.0UNITS 2015-08-13 2016-03-11 45 50 -5 -5 GATEWAY FUNDY,4.997UNITS 2015-11-23 2016-09-19 151 149 2 2 GATEWAY FUNDY,1.302UNITS 2016-02-09 2016-09-19 39 37 2 2 HEALTH CARE SELECT SECTOR SPDR,1.0UNITS 2015-08-13 2016-03-15 67 76 -9 -9 ISHA CURR HEDGED MSCI EAFE,13.0UNITS 2016-02-09 2016-03-11 314 289 25 25 ISHA CURR HEDGED MSCI EAFE,20.0UNITS 2016-02-09 2016-04-12 473 444 29 29 ISHA CURR HEDGED MSCI EAFE,17.0UNITS 2016-02-09 2016-09-19 413 377 36 36 ISHA CURR HEDGED MSCI EAFE,10.0UNITS 2016-06-08 2016-09-19 243 247 -4 -4 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2016-06-08 2016-09-19 270 278 -8 -8 ISHARES CORE MSCI EMERGING,7.0UNITS 2016-04-12 2016-09-19 314 292 22 22 ISHARES CORE U.S. AGGREGATE BO,6.0UNITS 2016-02-09 2016-09-19 670 659 11 11 ISHARES EDGE MSCI MIN VOL EAFE ETF,12.0UNITS 2016-02-09 2016-09-19 799 745 54 54 ISHARES EDGE MSCI MIN VOL EMER,10.0UNITS 2016-02-09 2016-09-19 533 458 75 75 ISHARES EDGE MSCI MIN VOL USA ETF,23.0UNITS 2016-02-09 2016-09-19 1038 926 112 112 ISHARES IBOXX USD HIGH YIELD,2.0UNITS 2016-03-11 2016-09-19 172 164 8 8 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-08-13 2016-02-09 324 325 -1 -1 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-10-05 2016-09-19 333 326 7 7 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2016-03-11 2016-09-19 231 218 13 13 ISHARES MSCI CHINA ETF,4.0UNITS 2015-05-18 2016-02-09 144 245 -101 -101 ISHARES MSCI JAPAN ETF,41.0UNITS 2015-08-13 2016-02-09 437 532 -95 -95 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-09-19 523 520 3 3 ISHARES S&P PREF STK ETF,8.0UNITS 2016-03-11 2016-09-19 315 309 6 6 ISHARES S&P PREF STK ETF,5.0UNITS 2016-06-08 2016-09-19 197 198 -1 -1 JOHN HANCOCK II GL ABS REI,25.022UNITS 2015-11-23 2016-02-09 248 281 -33 -33 NEUBERGER BER ABS RET MM-INS,27.68UNITS 2015-08-13 2016-02-09 270 303 -33 -33 POWERSHARES DB COMMODITY IND,1.0UNITS 2015-08-13 2016-06-08 15 15 0 0 POWERSHARES DB COMMODITY IND,1.0UNITS 2016-02-09 2016-06-08 15 12 3 3 VANGUARD DIVIDEND APPREC ETF,7.0UNITS 2016-06-08 2016-09-19 580 581 -1 -1 VANGUARD FTSE EUROPE ETF,6.0UNITS 2015-08-13 2016-06-08 304 330 -26 -26 VANGUARD IND FD MID-CAP,2.0UNITS 2015-04-07 2016-02-09 210 260 -50 -50 VANGUARD IND FD MID-CAP,1.0UNITS 2015-10-05 2016-02-09 105 121 -16 -16 VANGUARD REIT ETF,2.0UNITS 2016-03-11 2016-09-19 171 162 9 9 VANGUARD REIT ETF,3.0UNITS 2016-06-08 2016-09-19 256 254 2 2 VANGUARD SMALL-CAP ETF,2.0UNITS 2016-02-09 2016-09-19 241 192 49 49 VANGUARD TOTAL BOND MARKET ETF,2.0UNITS 2016-03-11 2016-09-19 167 164 3 3 CALAMOS MARKET NEU INC FDI,16.203UNITS 2015-08-13 2016-09-19 209 210 -1 -1 FINANCIAL SELECT SECTOR SPDR ETF,7.0UNITS 2014-09-30 2016-02-09 142 163 -21 -21 FINANCIAL SELECT SECTOR SPDR ETF,16.0UNITS 2014-09-30 2016-03-11 357 372 -15 -15 GATEWAY FUNDY,6.979UNITS 2015-08-13 2016-09-19 211 210 1 1 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-02-05 2016-03-15 336 351 -15 -15 ISHARES CORE MSCI EAFE ETF,12.0UNITS 2014-12-08 2016-02-09 578 693 -115 -115 ISHARES CORE MSCI EAFE ETF,10.0UNITS 2014-12-08 2016-09-19 539 577 -38 -38 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2015-04-07 2016-09-19 270 302 -32 -32 ISHARES CORE MSCI EMERGING,4.0UNITS 2014-12-08 2016-02-09 142 195 -53 -53 ISHARES CORE MSCI EMERGING,8.0UNITS 2014-12-08 2016-09-19 359 389 -30 -30 ISHARES IBOXX INV GRD CORP BOND ETF,1.0UNITS 2014-12-08 2016-02-09 114 119 -5 -5 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2014-12-08 2016-09-19 365 356 9 9 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2015-05-18 2016-09-19 365 354 11 11 ISHARES IBOXX USD HIGH YIELD,7.0UNITS 2014-09-30 2016-09-19 601 644 -43 -43 ISHARES IBOXX USD HIGH YIELD,2.0UNITS 2014-12-08 2016-09-19 172 180 -8 -8 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-08-13 2016-09-19 333 325 8 8 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-09-30 2016-02-09 104 113 -9 -9 ISHARES JP MORGAN EM BOND ETF,4.0UNITS 2014-09-30 2016-09-19 463 452 11 11 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2014-12-08 2016-09-19 231 224 7 7 ISHARES MSCI ASIA EX JAPAN ETF,1.0UNITS 2014-12-08 2016-02-09 47 62 -15 -15 ISHARES MSCI ASIA EX JAPAN ETF,8.0UNITS 2014-12-08 2016-09-19 478 499 -21 -21 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,2.0UNITS 2015-04-07 2016-09-19 196 204 -8 -8 POWERSHARES DB COMMODITY IND,6.0UNITS 2014-12-08 2016-06-08 93 119 -26 -26 POWERSHARES FTSE RAFI US 1K,5.0UNITS 2014-12-08 2016-09-19 460 460 0 0 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-30 2016-02-09 194 200 -6 -6 TECHNOLOGY SELECT SECTOR SPDR,8.0UNITS 2014-09-30 2016-09-19 377 320 57 57 TECHNOLOGY SELECT SECTOR SPDR,2.0UNITS 2015-08-13 2016-09-19 94 85 9 9 VANGUARD REIT ETF,4.0UNITS 2014-09-11 2016-09-19 342 305 37 37 VANGUARD S&P 500 ETF,2.0UNITS 2014-09-30 2016-02-09 340 362 -22 -22 VANGUARD S&P 500 ETF,5.0UNITS 2014-09-30 2016-06-08 973 904 69 69 VANGUARD S&P 500 ETF,15.0UNITS 2014-09-30 2016-09-19 2942 2713 229 229 VANGUARD S&P 500 ETF,4.0UNITS 2015-08-13 2016-09-19 784 768 16 16 VANGUARD SMALL-CAP ETF,6.0UNITS 2014-09-30 2016-09-19 724 667 57 57 VANGUARD TOTAL BOND MARKET ETF,2.0UNITS 2014-09-30 2016-02-09 164 164 0 0 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2014-09-30 2016-06-08 250 246 4 4 VANGUARD TOTAL BOND MARKET ETF,14.0UNITS 2014-09-30 2016-09-19 1170 1148 22 22 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2015-04-07 2016-09-19 251 250 1 1 WISDOMTREE EUROPE HEDGED EQU,8.0UNITS 2014-09-30 2016-02-09 377 463 -86 -86 AQR MANAGED FUTURES STR-I,9.52UNITS 2016-02-09 2016-09-19 96 102 -6 -6 AQR MANAGED FUTURES STRATEGY FUND-I,6.0UNITS 2016-02-09 2016-06-08 60 65 -5 -5 ASG MANAGED FUTURES STRAT-A,6.0UNITS 2016-02-09 2016-06-08 65 68 -3 -3 ASG MANAGED FUTURES STRAT-A,8.713UNITS 2016-02-09 2016-09-19 89 99 -10 -10 CALAMOS MARKET NEU INC FDI,10.0UNITS 2015-11-23 2016-09-19 129 129 0 0 CALAMOS MARKET NEU INC FDI,2.029UNITS 2016-02-09 2016-09-19 26 25 1 1 CONSUMER DISCRETIONARY SELT,4.0UNITS 2015-11-23 2016-06-08 318 327 -9 -9 CONSUMER DISCRETIONARY SELT,1.0UNITS 2016-02-09 2016-06-08 79 69 10 10 CONSUMER STAPLES SPDR,7.0UNITS 2016-03-15 2016-09-19 369 368 1 1 FINANCIAL SELECT SECTOR SPDR ETF,5.0UNITS 2015-06-04 2016-03-11 112 123 -11 -11 GATEWAY FUNDY,11.801UNITS 2015-08-13 2016-09-19 357 354 3 3 ISHA CURR HEDGED MSCI EAFE,12.0UNITS 2016-02-09 2016-03-11 290 266 24 24 ISHA CURR HEDGED MSCI EAFE,17.0UNITS 2016-02-09 2016-04-12 402 377 25 25 ISHA CURR HEDGED MSCI EAFE,16.0UNITS 2016-02-09 2016-09-19 389 355 34 34 ISHA CURR HEDGED MSCI EAFE,10.0UNITS 2016-06-08 2016-09-19 243 247 -4 -4 ISHARES CORE MSCI EAFE ETF,3.0UNITS 2016-06-08 2016-09-19 162 167 -5 -5 ISHARES CORE MSCI EMERGING,6.0UNITS 2016-04-12 2016-09-19 269 250 19 19 ISHARES CORE U.S. AGGREGATE BO,5.0UNITS 2016-02-09 2016-09-19 559 549 10 10 ISHARES EDGE MSCI MIN VOL EAFE ETF,11.0UNITS 2016-02-09 2016-09-19 732 683 49 49 ISHARES EDGE MSCI MIN VOL EMER,9.0UNITS 2016-02-09 2016-09-19 479 412 67 67 ISHARES EDGE MSCI MIN VOL USA ETF,21.0UNITS 2016-02-09 2016-09-19 948 846 102 102 ISHARES IBOXX USD HIGH YIELD,2.0UNITS 2016-03-11 2016-09-19 172 164 8 8 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-06-04 2016-02-09 324 328 -4 -4 ISHARES INTERMEDIATE CREDIT ETF,3.0UNITS 2015-10-06 2016-09-19 333 326 7 7 ISHARES JP MORGAN EM BOND ETF,2.0UNITS 2016-06-08 2016-09-19 231 226 5 5 ISHARES MSCI CHINA ETF,1.0UNITS 2015-05-19 2016-02-09 36 62 -26 -26 ISHARES MSCI CHINA ETF,3.0UNITS 2015-06-04 2016-02-09 108 181 -73 -73 ISHARES MSCI JAPAN ETF,38.0UNITS 2015-08-13 2016-02-09 405 493 -88 -88 ISHARES RUSSELL 1000 VALUE ETF,5.0UNITS 2016-06-08 2016-09-19 523 520 3 3 ISHARES S&P PREF STK ETF,7.0UNITS 2016-03-11 2016-09-19 275 270 5 5 ISHARES S&P PREF STK ETF,5.0UNITS 2016-06-08 2016-09-19 197 198 -1 -1 JOHN HANCOCK II GL ABS REI,25.022UNITS 2015-11-23 2016-02-09 248 281 -33 -33 NEUBERGER BER ABS RET MM-INS,29.313UNITS 2015-08-13 2016-02-09 286 320 -34 -34 POWERSHARES DB COMMODITY IND,1.0UNITS 2015-08-13 2016-06-08 15 15 0 0 POWERSHARES DB COMMODITY IND,1.0UNITS 2016-02-09 2016-06-08 15 12 3 3 POWERSHARES FTSE RAFI US 1K,2.0UNITS 2016-06-08 2016-09-19 184 185 -1 -1 VANGUARD DIVIDEND APPREC ETF,6.0UNITS 2016-06-08 2016-09-19 497 498 -1 -1 VANGUARD FTSE EUROPE ETF,5.0UNITS 2015-08-13 2016-06-08 253 275 -22 -22 VANGUARD FTSE EUROPE ETF,1.0UNITS 2016-02-09 2016-06-08 51 44 7 7 VANGUARD IND FD MID-CAP,2.0UNITS 2015-04-07 2016-02-09 210 260 -50 -50 VANGUARD REIT ETF,3.0UNITS 2016-03-11 2016-09-19 256 243 13 13 VANGUARD REIT ETF,2.0UNITS 2016-06-08 2016-09-19 171 169 2 2 VANGUARD SMALL-CAP ETF,1.0UNITS 2016-02-09 2016-09-19 121 96 25 25 CALAMOS MARKET NEU INC FDI,15.257UNITS 2015-08-13 2016-09-19 197 198 -1 -1 FINANCIAL SELECT SECTOR SPDR ETF,8.0UNITS 2014-09-16 2016-02-09 162 188 -26 -26 FINANCIAL SELECT SECTOR SPDR ETF,11.0UNITS 2014-09-16 2016-03-11 246 259 -13 -13 GATEWAY FUNDY,11.801UNITS 2015-08-13 2016-09-19 357 356 1 1 HEALTH CARE SELECT SECTOR SPDR,5.0UNITS 2015-02-05 2016-03-15 336 351 -15 -15 ISHARES CORE MSCI EAFE ETF,11.0UNITS 2014-12-08 2016-02-09 530 635 -105 -105 ISHARES CORE MSCI EAFE ETF,9.0UNITS 2014-12-08 2016-09-19 485 519 -34 -34 ISHARES CORE MSCI EAFE ETF,5.0UNITS 2015-04-07 2016-09-19 270 302 -32 -32 ISHARES CORE MSCI EMERGING,4.0UNITS 2014-12-08 2016-02-09 142 195 -53 -53 ISHARES CORE MSCI EMERGING,7.0UNITS 2014-12-08 2016-09-19 314 340 -26 -26 ISHARES IBOXX INV GRD CORP BOND ETF,2.0UNITS 2014-08-31 2016-02-09 227 238 -11 -11 ISHARES IBOXX INV GRD CORP BOND ETF,2.0UNITS 2014-08-31 2016-09-19 243 238 5 5 ISHARES IBOXX INV GRD CORP BOND ETF,3.0UNITS 2014-12-08 2016-09-19 365 356 9 9 ISHARES IBOXX USD HIGH YIELD,8.0UNITS 2014-09-16 2016-09-19 687 741 -54 -54 ISHARES INTERMEDIATE CREDIT ETF,2.0UNITS 2015-06-04 2016-09-19 222 219 3 3 ISHARES JP MORGAN EM BOND ETF,5.0UNITS 2014-09-16 2016-09-19 578 568 10 10 ISHARES JP MORGAN EM BOND ETF,1.0UNITS 2014-12-08 2016-09-19 116 112 4 4 ISHARES MSCI ASIA EX JAPAN ETF,2.0UNITS 2014-12-08 2016-02-09 95 125 -30 -30 ISHARES MSCI ASIA EX JAPAN ETF,6.0UNITS 2014-12-08 2016-09-19 358 374 -16 -16 ISHARES MSCI ASIA EX JAPAN ETF,1.0UNITS 2015-08-13 2016-09-19 60 57 3 3 PIMCO 0-5 YEAR H/Y CORP BD INDEX ETF,2.0UNITS 2015-04-07 2016-09-19 196 204 -8 -8 POWERSHARES DB COMMODITY IND,5.0UNITS 2014-12-08 2016-06-08 77 100 -23 -23 POWERSHARES FTSE RAFI US 1K,4.0UNITS 2014-12-08 2016-09-19 368 368 0 0 TECHNOLOGY SELECT SECTOR SPDR,5.0UNITS 2014-09-16 2016-02-09 194 200 -6 -6 TECHNOLOGY SELECT SECTOR SPDR,7.0UNITS 2014-09-16 2016-09-19 330 280 50 50 TECHNOLOGY SELECT SECTOR SPDR,2.0UNITS 2015-06-04 2016-09-19 94 86 8 8 VANGUARD REIT ETF,1.0UNITS 2014-09-16 2016-02-09 72 74 -2 -2 VANGUARD REIT ETF,3.0UNITS 2014-09-16 2016-09-19 256 222 34 34 VANGUARD S&P 500 ETF,3.0UNITS 2014-09-16 2016-02-09 510 548 -38 -38 VANGUARD S&P 500 ETF,6.0UNITS 2014-09-16 2016-06-08 1168 1097 71 71 VANGUARD S&P 500 ETF,13.0UNITS 2014-09-16 2016-09-19 2550 2376 174 174 VANGUARD S&P 500 ETF,3.0UNITS 2015-04-07 2016-09-19 588 573 15 15 VANGUARD SMALL-CAP ETF,6.0UNITS 2014-09-16 2016-09-19 724 690 34 34 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2014-09-16 2016-02-09 246 245 1 1 VANGUARD TOTAL BOND MARKET ETF,2.0UNITS 2014-09-16 2016-06-08 166 163 3 3 VANGUARD TOTAL BOND MARKET ETF,13.0UNITS 2014-09-16 2016-09-19 1086 1062 24 24 VANGUARD TOTAL BOND MARKET ETF,3.0UNITS 2015-04-07 2016-09-19 251 250 1 1 WISDOMTREE EUROPE HEDGED EQU,8.0UNITS 2014-09-16 2016-02-09 377 466 -89 -89 T ROWE PRICE EQUITY INCOME FUND #71,0.81UNITS 2015-11-30 2016-05-20 24 25 -1 -1 T ROWE PRICE EQUITY INCOME FUND #71,2.894UNITS 2016-02-10 2016-05-20 85 75 10 10 VANGUARD INTRM BND INDXADM,2.187UNITS 2015-12-01 2016-05-20 25 25 0 0 T ROWE PRICE EQUITY INCOME FUND #71,26.487UNITS 2011-11-16 2016-05-20 782 598 184 184 T ROWE PRICE EQUITY INCOME FUND #71,5.136UNITS 2011-11-16 2016-05-20 152 116 36 36 VANGUARD INTRM BND INDXADM,4.333UNITS 2008-03-05 2016-02-10 50 46 4 4 VANGUARD INTRM BND INDXADM,21.533UNITS 2008-03-05 2016-05-20 250 229 21 21 VANGUARD INTRM BND INDXADM,13.179UNITS 2008-03-05 2016-05-20 153 140 13 13 CAPITAL GAINS DIVIDENDS P 6011 6011 6011 -793409 0 1345878 22800252 0.059029 1440800 23594033 0.061066 1458601 21721341 0.067151 1213852 20257912 0.059920 1156011 22678236 0.050974 0.298140 0.059628 22015828 1312760 4530 1317290 1251751 9060 0 9060 0 9060 24106 24106 15046 15046 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 1 MERIDENFOUNDATION.ORG WEBSTER BANK NA 8606921751 123 BANK STREET WATERBURY CT 06702 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 DANTE BARTOLOMEO 167 REYNOLDS DR MERIDEN CT 06450 DISTRIBUTION COMMITTEE 1.00 0 0 0 BRUCE BURCHSTED 16 SPICE APPLE LANE MERIDEN CT 06450 DISTRIBUTION COMMITTEE 1.00 0 0 0 DAVID LOHMAN 156 METACOMET DR MERIDEN CT 06450 DISTRIBUTION COMMITTEE 1.00 0 0 0 WEBSTER BANK NA 123 BANK STREET WATERBURY CT 06702 TRUSTEE 5.00 194509 0 0 COLIN MAHON 636 BROAD ST MERIDEN CT 06450 CHAIR, DISTRIBUTION COMMIT 1.00 0 0 0 FRANK RIDLEY 22 PARK PLACE MERIDEN CT 06451 DISTRIBUTION COMMITTEE 1.00 0 0 0 JASON TEAL 1510 NORTH BROAD ST MERIDEN CT 06450 DISTRIBUTION COMMITTEE 1.00 0 0 0 NONE 0 NONE 0 0 21421189 929905 0 22351094 0 0 22351094 335266 22015828 1100791 1100791 9060 9060 1091731 0 1091731 0 1091731 1251751 0 1251751 0 1251751 1091731 0 0 95693 219109 314802 1251751 0 0 0 1091731 160020 0 0 474822 0 0 0 0 0 0 0 474822 95693 219109 160020 PAUL M MCAFEE WEBSTER BANK NA 123 BANK STREET WATERBURY CT 06702 8606921751 GRANTS-MUST BE IN WRITING ON ORGANIZATION LETTERHEAD STATING PURPOSE SCHOLARSHIP-NEED PROOF OF QUALIFICATIONS AND COMPLETED APPLICATION NONE REQUESTS SHOULD BENEFIT THE GREATER MERIDEN AREA ALBERTUS MAGNUS COLLEGE ON BEHALF OF MACK ALEXIS 700 PROSPECT STREET NEW HAVEN CT 06511 NONE N/A SCHOLARSHIP 1200 AMERICAN CANCER SOCIETY PO BOX 720366 OKLAHOMA CITY OK 73172 NONE PUBLIC CHARITY GENERAL USE 940 AMERICAN CANCER SOCIETY PO BOX 720366 OKLAHOMA CITY OK 73172 NONE PUBLIC CHARITY GENERAL USE 9375 AMERICAN HEART ASSOCIATION 122 EAST 42BD ST 18TH FL NEW YORK NY 10168 NONE PUBLIC CHARITY GENERAL USE 12500 AMERICAN INTERNATIONAL COLLEGE ON BEHALF OF BEDARD JILLIAN 1000 STATE STREET SPRINGFIELD MA 01109 NONE N/A SCHOLARSHIP 1200 AMERICAN LUNG ASSOCIATION OF CT 45 ASH STREET EAST HARTFORD CT 06108 NONE PUBLIC CHARITY GENERAL USE 940 AMERICAN LUNG ASSOCIATION OF CT 45 ASH STREET EAST HARTFORD CT 06108 NONE PUBLIC CHARITY GENERAL USE 12500 AMERICAN RED CROSS 144 SOUTH MAIN STREET WALLINGFORD CT 06492 NONE PUBLIC CHARITY GENERAL USE 12500 AMERICAN UNIVERSITY ON BEHALF OF BLAIN MICHAELA 4400 MASSACHUSETTS AVENUE WASHINGTON DC 20016 NONE N/A SCHOLARSHIP 6200 ANIMAL FRIENDS OF CONNECTICUT 151 MOHEGAN DR WEST HARTFORD CT 06117 NONE PUBLIC CHARITY GENERAL USE 1600 ANIMAL PROTECTION INSTITURE PO BOX 22505 SACRAMENTO CA 95822 NONE PUBLIC CHARITY GENERAL USE 1600 ARC OF MERIDEN WALLINGFORD 1700 DIXWELL AVENUE HAMDEN CT 06514 NONE PUBLIC CHARITY GENERAL 7215 ASH DISBURSEMENTS PO BOX 951 MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 7615 ASSOCIATED HUMANE SOCIETIES 124 EVERGREEN AVENUE NEWARK NJ 07114 NONE PUBLIC CHARITY GENERAL USE 1600 BEAT THE STREET COMMUNITY CENTER 121 S COLONY STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 20000 BENTLEY UNIVERSITY ON BEHALF OF CLANCY AIDAN 175 FOREST STREET WALTHAM MA 02452 NONE N/A SCHOLARSHIP 5000 BENTLEY UNIVERSITY ON BEHALF OF DONLON KELLY 175 FOREST STREET WALTHAM MA 02452 NONE N/A SCHOLARSHIP 5000 BENTLEY UNIVERSITY ON BEHALF OF FAHEY CAMERON 175 FOREST STREET WALTHAM MA 02452 NONE N/A SCHOLARSHIP 5000 BENTLEY UNIVERSITY ON BEHALF OF NIEMIEC EMILY 175 FOREST STREET WALTHAM MA 02452 NONE N/A SCHOLARSHIP 4500 BENTLEY UNIVERSITY ON BEHALF OF SWEIGARD ALYSSA 175 FOREST STREET WALTHAM MA 02452 NONE N/A SCHOLARSHIP 6200 BEST FRIENDS ANIMAL SANCUTARY 5001 ANGEL CANYON RD KANAB UT 84741 NONE PUBLIC CHARITY GENERAL USE 1600 BOSTON BURNS HOSPITAL 51 BLOSSOM STREET BOSTON MA 02114 NONE PUBLIC CHARITY GENERAL USE 12000 BOSTON UNIVERSITY ON BEHALF OF IVESTER TYLER 1 SILBER WAY BOSTON MA 02215 NONE N/A SCHOLARSHIP 5000 BOYS & GIRLS CLUB OF MERIDEN 15 LINCOLN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL 25000 BOZYM NICHOLAS 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 600 BRD OF WORLD MISSION OF EVANG COVENANT CHURCH 5101 NO FRANSISCO AVENUE CHICAGO IL 60625 NONE PUBLIC CHARITY GENERAL USE 940 CASTRO CHRISTOPHER 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1000 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF AQUINO ALEIDA PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 1200 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF MARRUFO JENNIFER PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 4500 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF MASSICOTTE LINDSEY PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 4500 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF PETROWSKI CAROLYN PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 1200 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF SANTIAGO JAZMINE PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 1200 CENTRAL CONNECTICUT STATE UNIVERSITY ON BEHALF OF WELCH KYLE PO BOX 4010 NEW BRITAIN CT 06050 NONE N/A SCHOLARSHIP 6200 CHAMPLAIN COLLEGE ON BEHALF OF HAGERTY JUSTIN 163 S WILLARD STREET BURLINGTON VT 05402 NONE N/A SCHOLARSHIP 6200 CHANGE THE PLAY 74 CAMBRIDGE ST MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 10000 CHENEY FREDERIC III 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 CHURCH OF THE HOLY ANGELS 915 MAIN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2500 CITY OF MERIDEN YOUTH SERVICES 165 MILLER AVENUE MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 12500 COLAITION ON HOUSING AND HOMELESSNESS 100 RIVERVIEW CENTER SUITE 200 MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 3000 COLLEGE OF THE HOLY CROSS ON BEHALF OF WRONSKI JACOB 1 COLLEGE STREET WORCESTER MA 01610 NONE N/A SCHOLARSHIP 6200 COLLINS JARED 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 CONN CHILDRENS MEDICAL CENTER 12 CHARTER OAK PLACE HARTFORD CT 06106 NONE PUBLIC CHARITY GENERAL USE 12500 CONSTRUCTION WORKFORCE INITIATIVE 547 CENTER STREET MERIDEN CT 06450 NONE PUBLIC CHARITY RENOVATE LINCOLN & COLONY LOCATIONS 7500 CORNELL UNIVERSITY ON BEHALF OF WROBEL MAXWELL 260 DAY HALL ITHACA NY 14853 NONE N/A SCHOLARSHIP 2000 CORNELL UNIVERSITY ON BEHALF OF WROBEL MAXWELL 260 DAY HALL ITHACA NY 14853 NONE N/A SCHOLARSHIP 5000 COTTO-TORRES JOSEPH 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1000 COUNCIL OF NEIGHBORHOODS 77 OAK STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 2000 COVENANT HOME MISSIONARY ROAD CROMWELL CT 06416 NONE PUBLIC CHARITY GENERAL USE 940 DEDICATED AND EVERLASTING LOVE TO ANIMALS PO BOX 9 GLENDALE CA 91209 NONE PUBLIC CHARITY GENERAL USE 1600 EASTER SEAL REHABILITATION 158 STATE STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 12500 EMERSON COLLEGE ON BEHALF OF CUSACHS CATHLEEN 120 BOYLESTON ST BOSTON MA 02116 NONE N/A SCHOLARSHIP 6200 EMERSON COLLEGE ON BEHALF OF ROLSTONE JAMES 120 BOYLESTON ST BOSTON MA 02116 NONE N/A SCHOLARSHIP 2000 EMORY UNIVERSITY ON BEHALF OF AGAFON ADAM 201 DOWMAN DRIVE ATLANTA GA 03032 NONE N/A SCHOLARSHIP 5000 EMORY UNIVERSITY ON BEHALF OF VERDIN JACQUELINE 201 DOWMAN DRIVE ATLANTA GA 03032 NONE N/A SCHOLARSHIP 4500 ENDICOTT COLLEGE ON BEHALF OF LAURENZA LEAH 376 HALE ST BEVERLY MA 01915 NONE N/A SCHOLARSHIP 5000 FAIRFIELD UNIVERSITY ON BEHALF OF DIDONENICO VINCENZA 1073 NORTH BENSON ROAD FAIRFIELD CT 06824 NONE N/A SCHOLARSHIP 5000 FAIRFIELD UNIVERSITY ON BEHALF OF KUBECK JESSICA 1073 NORTH BENSON ROAD FAIRFIELD CT 06824 NONE N/A SCHOLARSHIP 3700 FARM SANCUTARY PO BOX 150 WAKINS GLEN NY 14891 NONE PUBLIC CHARITY GENERAL USE 1600 FIRST BAPTIST CHURCH 460 BROAD STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 5200 FIRST BAPTIST CHURCH 460 BROAD STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 23000 FIRST CONGREGATIONAL CHURCH 62 COLONY STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 940 FIRST UNITED METHODIST CHURCH 15 PLEASANT STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 6400 FORDHAM UNIVERSITY ON BEHALF OF ELANAYA ABDELILLAH 382 E 199TH ST BRONX NY 10458 NONE N/A SCHOLARSHIP 3700 GANNON JAKE 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 GAYLORD HOSPITAL GAYLORD FARM ROAD WALLINGFORD CT 06492 NONE PUBLIC CHARITY GENERAL USE 12500 GIRLS INC 130 LINCOLN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL 25000 GORILLA FOUNDATION PO BOX 620530 WOODSIDE CA 94062 NONE PUBLIC CHARITY GENERAL USE 1600 GUS ROBOTICS TEAM 121 GRAVEL STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 10000 HORVATH TARREN 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 HUMANE FARMING ASSOC 76 BELVEDERE STREET SAN RAFAEL CA 94901 NONE PUBLIC CHARITY GENERAL USE 1600 HURLBUT JASON 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 IMMANUEL LUTHERAN CHURCH 154 MEADOW STREET BRISTOL CT 06010 NONE PUBLIC CHARITY GENERAL USE 24000 INTERNATIONAL FUND FOR ANIMAL WELFARE 765 ATTUCKS LANE HYANNIS MA 02601 NONE PUBLIC CHARITY GENERAL USE 1600 KEENE STATE UNIVERSITY ON BEHALF OF LAURENZA BRITTANY 299 MAIN STREET KEENE NH 03431 NONE N/A SCHOLARSHIP 1200 LASELL COLLEGE ON BEHALF OF GAJ JESSICA 1844 COMMONWEALTH AVENUE NEWTON MA 02466 NONE N/A SCHOLARSHIP 1200 LASELL COLLEGE ON BEHALF OF VALENTIN BRANDON 1844 COMMONWEALTH AVENUE NEWTON MA 02466 NONE N/A SCHOLARSHIP 1200 MARIST COLLEGE ON BEHALF OF PREECE JILLIAN 3399 NORTH ROAD POUGHKEEPSIE NY 12601 NONE N/A SCHOLARSHIP 2000 MASONIC CHARITY FOUNDATION PO BOX 70 MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL 3000 MASSACHUSETTS SOCIETY FOR PCA 350 SOUTH HUNTINGTON AVENUE BOSTON MA 02130 NONE PUBLIC CHARITY GENERAL USE 1600 MERIDEN BOYS & GIRLS CLUB 15 LINCOLN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 12500 MERIDEN BOYS & GIRLS CLUB 15 LINCOLN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 15000 MERIDEN FARMERS MARKET 62 CEDAR STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 2000 MERIDEN GIRLS CLUB 130 LINCOLN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 12500 MERIDEN HUMANE SOCIETY PO BOX 4094 WALLINGFORD CT 06492 NONE PUBLIC CHARITY GENERAL USE 5200 MERIDEN JEWISH WELFARE FUND PO BOX 70 WALLINGFORD CT 06492 NONE PUBLIC CHARITY GENERAL 3000 MERIDEN PUBLIC LIBRARY 105 MILLER STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 1000 MERIDEN PUBLIC LIBRARY 105 MILLER STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 5200 MERIDEN PUBLIC LIBRARY 105 MILLER STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 28000 MERIDEN SOUP KITCHEN PO BOX 2138 MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 15000 MERIDEN YMCA 127 EAST MAIN STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 3000 MERIDEN YMCA 110 WEST MAIN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 6400 MERIDEN YMCA 127 EAST MAIN STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 10000 MERIDEN YMCA 110 WEST MAIN STREET MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 15000 MERIDEN-WALLINGFORD CHRYSALIS 5 SOUTH COLONY STREE MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 10000 MIDDLESEX COMM COLLEGE FOUNDATION 100 TRAINING HILL ROAD MIDDLETOWN CT 06457 NONE PUBLIC CHARITY GENERAL 7357 MIDDLESEX COMMUNITY COLLEGE ON BEHALF OF KELLY KRISTEN 100 TRAINING HILL ROAD MIDDLETOWN CT 06457 NONE N/A SCHOLARSHIP 1200 MIDSTATE CHAMBER OF COMMERCE 3 COLONEY ST 301 MERIDEN CT 06541 NONE PUBLIC CHARITY GENERAL 8500 MIDSTATE MEDICAL CENTER 435 LEWIS AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2600 MIDSTATE MEDICAL CENTER 435 LEWIS AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 6400 MIDSTATE MEDICAL CENTER 435 LEWIS AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 25000 MIDSTATE MEDICAL CENTER 435 LEWIS AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 43000 MISC 185 ASYLUM STREET HARTFORD CT 06103 NONE PUBLIC CHARITY GENERAL USE 5200 NATIONAL FEDERATION OF THE BLIND CT 477 CONNECTICUT BLVD EAST HARTFORD CT 06108 NONE PUBLIC CHARITY GENERAL USE 940 NEW BRITAIN PUBLIC LIBRARY 20 HIGH STREET NEW BRITAIN CT 06051 NONE PUBLIC CHARITY GENERAL USE 5200 NEW OPPORTUNITIES INC 74 CAMBRIDGE ST MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 8000 NORTHEASTERN UNIVERSITY ON BEHALF OF BISCHOFF CHRISTOPHER 360 HUNTINGTON AVENUE BOSTON MA 02115 NONE N/A SCHOLARSHIP 6200 OUR LADY OF MT CARMEL CHURCH 109 GOODWILL AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2600 OUR LADY OF MT CARMEL CHURCH 109 GOODWILL AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 25000 PACE UNIVERSITY ON BEHALF OF GULINO MICHAEL 1 PACE PLAZA NEW YORK NY 10038 NONE N/A SCHOLARSHIP 3700 PETA 501 FRONT STREET NORFOLK VA 23510 NONE PUBLIC CHARITY GENERAL USE 1600 PLANNED PARENTHOOD OF SOUTHERN NEW ENGLAND 345 WHITNEY AVENUE NEW HAVEN CT 06511 NONE PUBLIC CHARITY GENERAL 7500 PORTLAND STATE UNIVERSITY ON BEHALF OF MARSZAL OLIVIA 1825 SW BROADWAY PORTLAND OR 97201 NONE N/A SCHOLARSHIP 1200 PROVIDENCE COLLEGE ON BEHALF OF MUDRY GEOFFREY 549 RIVER AVENUE PROVIDENCE RI 02918 NONE N/A SCHOLARSHIP 5000 QUINNIPIAC UNIVERSITY ON BEHALF OF ALICEA BRIANA 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 4500 QUINNIPIAC UNIVERSITY ON BEHALF OF ARCE KATHERINE 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 2000 QUINNIPIAC UNIVERSITY ON BEHALF OF GREENIER ASHLEY 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 2000 QUINNIPIAC UNIVERSITY ON BEHALF OF HAYES LOGAN 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 5000 QUINNIPIAC UNIVERSITY ON BEHALF OF KHAN RYIAH 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 1200 QUINNIPIAC UNIVERSITY ON BEHALF OF MCCLURE BAILEY 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 2000 QUINNIPIAC UNIVERSITY ON BEHALF OF PYTEL LINDSAY 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 4500 QUINNIPIAC UNIVERSITY ON BEHALF OF RICH MEGAN 275 MOUNT CARMEL AVENUE HAMDEN CT 06518 NONE N/A SCHOLARSHIP 2000 RHODE ISLAND COLLEGE ON BEHALF OF JIMENEZ KAITLYN 600 MT PLEASANT AVE PROVIDENCE RI 02908 NONE N/A SCHOLARSHIP 1200 SALONA MICHAEL JR 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 SALVATION ARMY PO BOX 234 MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 12500 SALVATION ARMY PO BOX 234 MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 15000 SALVE REGINA UNIVERSITY ON BEHALF OF FARNSWORTH SAMANTHA 100 OCHRE POINT AVENUE NEWPORT RI 02840 NONE N/A SCHOLARSHIP 5000 SALVE REGINA UNIVERSITY ON BEHALF OF GUEST MEGAN 100 OCHRE POINT AVENUE NEWPORT RI 02840 NONE N/A SCHOLARSHIP 1500 SCSU FOUNDATION 501 CRESENT STREET NEW HAVEN CT 06515 NONE PUBLIC CHARITY GENERAL USE 5200 SHRINERS HOSPITAL FOR CHILDREN 516 CAROW STREET BOSTON MA 02104 NONE PUBLIC CHARITY GENERAL USE 12000 SMITH COLLEGE ON BEHALF OF ROGERS EMMELY 50-68 HENSHAW AVE NORTHAMPTON MA 01063 NONE N/A SCHOLARSHIP 5000 SOUTHERN CONNECTICUT STATE UNIVERSITY ON BEHALF OF FERGUSON BIANCA 501 CRESENT STREET NEW HAVEN CT 06515 NONE N/A SCHOLARSHIP 1200 SOUTHERN CONNECTICUT STATE UNIVERSITY ON BEHALF OF GAFFEY COLLEEN 501 CRESENT STREET NEW HAVEN CT 06515 NONE N/A SCHOLARSHIP 1200 SOUTHERN CONNECTICUT STATE UNIVERSITY ON BEHALF OF RONDEAU DESIREE 501 CRESENT STREET NEW HAVEN CT 06515 NONE N/A SCHOLARSHIP 4500 SOUTHERN CONNECTICUT STATE UNIVERSITY ON BEHALF OF VAZQUEZ JENNIFER 501 CRESENT STREET NEW HAVEN CT 06515 NONE N/A SCHOLARSHIP 3000 SPECIAL OLYMPICS CONNECTICUT 2666 STATE ST 1 HAMDEN CT 06517 NONE PUBLIC CHARITY GENERAL 2500 SPITZFADEN CRYSTA 950 MAIN STREET WORCESTER MA 01610 NONE N/A SCHOLARSHIP 5000 SPRINGFIELD COLLEGE ON BEHALF OF JIMENEZ KASEY 263 ALDEN STREET SPRINGFIELD MA 01109 NONE N/A SCHOLARSHIP 5000 ST JOSEPH RC CHURCH 22 GOODWILL AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2600 ST JOSEPH CHURCH 22 GOODWILL AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 943 ST LAURENT 109 GOODWILL AVENUE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2500 ST MARY'S CHURCH CORP 5 SHERMAN PLACE MERIDEN CT 06451 NONE PUBLIC CHARITY GENERAL USE 2500 ST ROSE ROMAN CATHOLIC CHURCH 35 CENTER STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 2500 ST STANISLAUS CHURCH 82 AKRON STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 2500 STANFORD UNIVERSITY ON BEHALF OF VERDIN RICHARD 450 SERRA MALL STANFORD CA 94305 NONE N/A SCHOLARSHIP 5000 STETSON UNIVERSITY ON BEHALF OF PETROWSKI PAUL 421 NORTH WOODLAND BLVD DELAND FL 32723 NONE N/A SCHOLARSHIP 5000 SUMMER CAMPERSHIP FUND 35 PLEASANT STREET STE 1E MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 10000 SUNY COLLEGE OF ENVIRONMENTAL SCIENCE ON BEHALF OF KEENE EMILY 1 FORESTRY DRIVE SYRACUSE NY 13210 NONE N/A SCHOLARSHIP 6200 TEMPLE UNIVERSITY ON BEHALF OF FLYNN EMILY 1801 NORTH BROAD STREET PHILADELPHIA PA 19122 NONE N/A SCHOLARSHIP 6200 TERRIER JORDAN 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 600 THE OCEAN CONSERVANCY 2029 K STREET NW WASHINGTON DC 20006 NONE PUBLIC CHARITY GENERAL USE 1600 TRINITY COLLEGE 300 SUMMITT STREET HARTFORD CT 06106 NONE PUBLIC CHARITY GENERAL USE 25000 UMASS AMHERST ON BEHALF OF MASSE BRIDGETTE 181 PRESIDENTS DRIVE AMHERST MA 01003 NONE N/A SCHOLARSHIP 1200 UNION COLLEGE ON BEHALF OF NELSON JASON 807 UNION STREET SCHENECTADY NY 12308 NONE N/A SCHOLARSHIP 4500 UNITED WAY OF MDN & WLFD 35 PLEASANT ST SUITE 1E MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL USE 12500 UNITED WAY OF MDN & WLFD 35 PLEASANT ST SUITE 1E MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 30000 UNIVERSITY OF CONNECTICUT ON BEHALF OF AFTEB MASHAAL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 1200 UNIVERSITY OF CONNECTICUT ON BEHALF OF AGUILERA STEPHANIE 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF BALOGH MARGARET 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF BARNETT MICHAEL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 4500 UNIVERSITY OF CONNECTICUT ON BEHALF OF BETUN JOCELYNE 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF COVALESKI JEFFREY 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 1200 UNIVERSITY OF CONNECTICUT ON BEHALF OF FORMANSKI BRENDAN 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF KEVORKIAN JACQUELIN 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF CONNECTICUT ON BEHALF OF LEAVERTON RACHEL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF CONNECTICUT ON BEHALF OF LOPEZ ANGELIQUE 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF LUDEMANN JOSEPH K 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF MICHONSKI MICHAEL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF MORDARSKI MATTHEW 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF ROSENZWEIG JOCELYN 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF STROM BRANDON 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 3700 UNIVERSITY OF CONNECTICUT ON BEHALF OF TOM KALIANA 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF CONNECTICUT ON BEHALF OF VARGAS LEANNA 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF VIRGULTO ARIEL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF CONNECTICUT ON BEHALF OF WHITE MELODY 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 6000 UNIVERSITY OF CONNECTICUT ON BEHALF OF WOJTKOWSKI BRETT 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF CONNECTICUT ON BEHALF OF WOLTHER RACHEL 233 GLENBROOK ROAD - UNIT 4100 STORRS CT 06269 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF DELAWARE ON BEHALF OF BURGOS ILIANA 30 LOVETT AVENUE NEWARK DE 19716 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF HARTFORD ON BEHALF OF GARRIDO BELINDA 200 BLOOMFIELD AVENUE HARTFORD CT 06117 NONE N/A SCHOLARSHIP 1200 UNIVERSITY OF HARTFORD ON BEHALF OF KARABEINIKOFF B F 200 BLOOMFIELD AVENUE HARTFORD CT 06117 NONE N/A SCHOLARSHIP 2000 UNIVERSITY OF NEW HAVEN ON BEHALF OF FONTANEZ FRANCESCA 300 BOSTON POST ROAD WEST HAVEN CT 06516 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF NEW HAVEN ON BEHALF OF GOLEBIEWSKI CACKARY 300 BOSTON POST ROAD WEST HAVEN CT 06516 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF NEW HAVEN ON BEHALF OF SCOTT KALEIGH 300 BOSTON POST ROAD WEST HAVEN CT 06516 NONE N/A SCHOLARSHIP 4500 UNIVERSITY OF NEW HAVEN ON BEHALF OF STRATTON EMILY 300 BOSTON POST ROAD WEST HAVEN CT 06516 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF NOTRE DAME ON BEHALF OF HALL REBEKAH UNIVERSITY OF NOTRE DAME NOTRE DAME IN 46556 NONE N/A SCHOLARSHIP 6200 UNIVERSITY OF RHODE ISLAND ON BEHALF OF DIMELLA TRINA 210 FLAGG ROAD KINGSTON RI 02881 NONE N/A SCHOLARSHIP 5000 UNIVERSITY OF ST JOSEPH ON BEHALF OF CARNOT DOMONIQUE 1678 ASYLUM AVENUE WEST HARTFORD CT 06177 NONE N/A SCHOLARSHIP 5000 VELARDI NICHOLE 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 1200 VILLANOVA UNIVERSITY ON BEHALF OF MALONEY RILEY 800 LANCASTER AVE VILLANOVA PA 19085 NONE N/A SCHOLARSHIP 5000 WESTERN CONNECTICUT STATE UNIV ON BEHALF OF SCHMIDT AUSTIN 181 WHITE STREET DANBURY CT 06810 NONE N/A SCHOLARSHIP 2000 WESTERN NEW ENGLAND UNIVERSITY ON BEHALF OF CRANE NATHANIEL 1215 WILBRAHAM ROAD SPRINGFIELD MA 01119 NONE N/A SCHOLARSHIP 6200 WESTERN NEW ENGLAND UNIVERSITY ON BEHALF OF DEMONTE THOMAS 1215 WILBRAHAM ROAD SPRINGFIELD MA 01119 NONE N/A SCHOLARSHIP 4500 WILD BURRO RESCUE 20066 WALKER CREEK PO BOX 10 OLANCHA CA 93549 NONE PUBLIC CHARITY GENERAL USE 1600 WORLD SOCIETY FOR THE PROTECTION OF ANIMALS 34 DELOSS STREET FRAMINGHAM MA 01702 NONE PUBLIC CHARITY GENERAL USE 1600 YALE LAW SCHOOL ANNUAL FUND PO BOX 208214 NEW HAVEN CT 06520 NONE PUBLIC CHARITY GENERAL USE 25000 YOGA4CHANGE 35 WEST MAIN STREET MERIDEN CT 06450 NONE PUBLIC CHARITY GENERAL 5000 ZIEGLER MATTHEW 185 ASYLUM STREET HARTFORD CT 06103 NONE N/A SCHOLARSHIP 600 1172545 0 14 687 14 591232 14 -793409 0 -201490 0 -201490 0 0 0 0 0 0 0 0 0 0 KIRCALDIE, RANDALL & MCNAB LLC - TAXES 6000 0 6000 NOT REQUIRED BECAUSE FOUNDATION DOES NOT SOLICIT FUNDS ISHARES CORE AGGREGATE BOND ETF, 6,994.000 UNITS 767438 755772 ISHARES IBOXX HIGH YIELD CORP BD, 11,728.000 UNITS 1039569 1015058 ISHARES IBOXX INVESTMENT GRADE CORP BD FD ETF, 4,586.000 UNITS 541975 535185 ISHARES INTERMEDIATE CREDIT ETF, 6,825.000 UNITS 743991 738397 ISHARES JP MORGAN EM BOND ETF, 9,631.000 UNITS 1075248 1061529 ISHARES US PREFERRED STOCK ETF, 11,223.000 UNITS 439553 417608 PIMCO 0-5 YEAR HIGH YIELD CORP, 2,417.000 UNITS 238099 234324 VANGUARD TOTAL BOND MARKET ETF, 20,117.000 UNITS 1661156 1625252 SPDR BARCLAYS CONVERTIBLE SECURITIES ETF, 9,755.000 UNITS 447560 449779 VANGUARD SHORT-TERM BOND FD, 2,797.000 UNITS 225686 221998 AQR MANAGED FUTURES STRAT FD, 20.861 UNITS 224 194 ASG MANAGED FUTURES STRAT FD, 19.256 UNITS 219 188 CALAMOS MARKET NEUTRAL INCOME FD, 26,013.268 UNITS 331680 334791 GATEWAY FD, 11,097.090 UNITS 327587 342151 VANGUARD REIT ETF, 7,588.000 UNITS 623416 626238 CONSUMER STAPLES SELECT SECTOR SPDR, 10.000 UNITS 526 517 ISHARES CURRENCY HEDGED MSCI EAFE ETF, 32,029.000 UNITS 750059 836597 ISHARES MSCI EAFE ETF, 18,019.000 UNITS 1042640 966359 ISHARES MSCI EMERGING MKTS ETF, 20,266.000 UNITS 904807 860292 ISHARES MSCI ALL COUNTRY EX-JAPAN ETF, 7,718.000 UNITS 481990 423950 ISHARES MSCI BRAZIL CAPPED ETF, 30.000 UNITS 1208 1357 ISHARES MSCI USA MINIMUM VOLITALITY, 24,330.000 UNITS 982405 1100737 ISHARES MSCI MINIMUM VOL EMERGING MKTS ETF, 8,512.000 UNITS 392251 416322 ISHARES MSCI MINIMUM VOL EAFE ETF, 11,663.000 UNITS 740013 725151 ISHARES RUSSELL 1000 VALUE ETF, 7,389.000 UNITS 664461 716320 POWERSHARES FTSE RAFI US 1000, 7,236.000 UNITS 665998 720344 TECHNOLOGY SELECT SECTOR SPDR, 9,662.000 UNITS 407339 467254 INDUSTRIAL SELECT SPDR IDX FD, 7,679.000 UNITS 449669 477630 VANGUARD DIVIDEND APPRECIATION ETF, 8,014.000 UNITS 665650 682633 VANGUARD S&P 500 EFT, 19,814.000 UNITS 3746719 4068012 VANGUARD SMALL CAP ETF, 7,464.000 UNITS 846237 962557 WISDONTREE JAPAN HEDGED EQUITY, 2,551.000 UNITS 107264 123256 1145 1288 0 0 ADVERTISING & MISC 4893 0 4893 WEBSITE 1623 0 1442 INSURANCE 1220 0 1044 SCHOLARSHIP SUPPORT SERVICES 9630 0 9630 EXCISE TAXES-2016 9060 0 0