RAYNOR GEOFFREY Information

301 COMMERCE STREET, FORT WORTH, Texas, 76102,

Report Date: 09/30/2012

Position Statistics:

Total Positions 2
New Positions 0
Increased Positions 0
Decreased Positions 1
Positions with Activity 1
Sold Out Positions 0
Total Mkt Value
(in $ millions)
8

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 61.18%
Healthcare
Services 38.82%
Technology
Transportation
Utilities

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

2 Positions as of 09/30/2012

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
ELLINGTON FINANCIAL LLC COM 5,072 New 200,000
CEDAR FAIR L P DEPOSITRY UNIT 3,218 -42,877 (93.02) 73,134