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MAMARONECK AVENUE SUITE 301 HARRISON NY 105281633 ACCT., TAX & ADM. 135101 PATTERSON BELKNAP WEBB & TYLER LLP 1133 AVE OF THE AMERICAS NEW YORK NY 100366710 LEGAL 72733 MORGAN STANLEY 590 MADISON AVENUE NEW YORK NY 100222524 INVESTMENT ADVISORY 66494 0 0 62583394 1329108 23542386 87454888 0 0 87454888 1311823 86143065 4307153 4307153 13960 2178 16138 4291015 0 4291015 0 4291015 5192624 0 5192624 0 5192624 4291015 0 0 3322594 320584349 2763758 313234 326983935 5192624 0 0 0 4291015 901609 0 0 327885544 0 0 0 0 0 0 3322594 324562950 320584349 2763758 313234 901609 X CHILDREN'S NATIONAL MEDICAL CENTER 111 MICHIGAN AVENUE NW WASHINGTON DC 20010 N/A PC TO SUPPORT CHILDREN WITH ATTENTION-DEFICIT/HYPERACTIVITY DISORDER (ADHD) 1224248 COLLINGS FOUNDATION 568 MAIN STREET HUDSON MA 01749 N/A POF TO SUPPORT COSTS ASSOCIATED WITH THE RESTORATION OF THE B-17 FLYING FORTRESS 150000 ENDEAVOR THERAPEUTIC HORSEMANSHIP INC 1 SUCCABONE ROAD MOUNT KISCO NY 10549 N/A PC TOWARDS THE CHARLIE ROSE MEMORIAL 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WASHINGTON DC 20565 N/A PC GENERAL OPERATING SUPPORT 30000 PEN FAULKNER FOUNDATION 641 SOUTH STREET NW 3RD FLOOR WASHINGTON DC 20001 N/A PC GENERAL OPERATING SUPPORT 30000 PROJECT KNITWELL PO BOX 5503 ARLINGTON VA 22205 N/A PC TO INCREASE PROGRAMMING AT CHILDREN'S NATIONAL MEDICAL CENTER AND EXPAND THE PROGRAMMING 15000 ST MICHAEL'S SPECIAL SCHOOL 1522 CHIPPEWA STREET NEW ORLEANS LA 70130 N/A PC GENERAL OPERATING SUPPORT 20000 THE BARNSTABLE CLEAN WATER COALITION 864 MAIN STREET PO BOX 215 OSTERVILLE MA 02655 N/A PC GENERAL OPERATING SUPPORT 30000 THE CONNELLY SCHOOL OF THE HOLY CHILD 9029 BRADLEY BLVD POTOMAC MD 20854 N/A PC GENERAL OPERATING SUPPORT 30000 US SCIENCES PO FOUNDATION 85 BROAD STREET 17TH FLOOR NEW YORK NY 10004 N/A PC IN SUPPORT OF A ORCHARD AND VEGETABLE GARDEN ON THE COUR TREUILLE DE BEAULIEU OF THE ARTILLERIE 1702867 4984232 CHILDREN'S NATIONAL MEDICAL CENTER 111 MICHIGAN AVENUE NW WASHINGTON DC 20010 N/A PC TO SUPPORT CHILDREN WITH ATTENTION-DEFICIT/HYPERACTIVITY DISORDER (ADHD) 2612842 PROJECT KNITWELL PO BOX 5503 ARLINGTON VA 22205 N/A PC TO INCREASE PROGRAMMING AT CHILDREN'S NATIONAL MEDICAL CENTER AND EXPAND THE PROGRAMMING 15000 THE MEDSTAR-GEORGETOWN MEDICAL CENTER INC OFFICE OF PHILANTHROPY 3800 RESERVOIR ROAD NW 1-MAIN HOSPITAL A WASHINGTON DC 20007 N/A PC TO SUPPORT THE DEVELOPMENT OF A NEW GREEN SPACE 2000000 US SCIENCES PO FOUNDATION 85 BROAD STREET 17TH FLOOR NEW YORK NY 10004 N/A PC IN SUPPORT OF A ORCHARD AND VEGETABLE GARDEN ON THE COUR TREUILLE DE BEAULIEU OF THE ARTILLERIE 3405733 8033575 14 3842 14 905509 525990 19218 525990 -151 18 563245 OTHER INCOME 01 63809 19067 1536405 0 1555472 0 0 0 0 0 0 0 0 0 0 X X 1 ESTATE OF RACHEL MELLON C/O EY US LLP 77 WATER STREET 9 FL NEW YORK NY 10005 124611 X ACCOUNTING, ADMINISTRATION AND TAX RETURN PREPARATION 135101 0 130301 OAK SPRING GARDEN FOUNDATION 1776 LOUGHBOROUGH LANE UPPERVILLE VA 20184 2017-02-23 THE EXCLUSIVELY CHARITABLE PURPOSE OF THE GRANT IS TO PROVIDE ENDURING SUPPORT FOR, OR AN ENDURING ASSET TO FORM A PART OF, THE LIBRARY, GROUNDS AND COLLECTION OF OAK SPRING IN THE FORM OF CAPITAL ASSETS. THESE CAPITAL ASSETS CONSISTED OF CERTAIN TANGIBLE ASSETS IN THE FORM OF ART AND OBJECTS OWNED BY RACHEL L. MELLON. TO THE KNOWLEDGE OF THE GRANTOR, NO FUNDS HAVE BEEN DIVERTED. AS PREVIOUSLY REPORTED, THE FOUNDATION RECEIVED REPORTS FROM THE GRANTEE FOR ITS TAXABLE YEAR IN WHICH THE GRANT WAS MADE AND THE IMMEDIATELY SUCCEEDING THREE TAXABLE YEARS. BECAUSE IT IS REASONABLY APPARENT TO THE FOUNDATION THAT, BEFORE THE END OF SUCH THIRD SUCCEEDING TAXABLE YEAR, THE TANGIBLE ASSETS DESCRIBED ABOVE HAVE NOT BEEN USED FOR ANY PURPOSE WHICH WOULD RESULT IN LIABILITY FOR TAX UNDER CODE SECTION 4945(D), UNDER TREAS. REG. 53.4945-5(C)(2) THE FOUNDATION HAS ALLOWED SUCH REPORTS TO BE DISCONTINUED. OAK SPRING GARDEN FOUNDATION 1776 LOUGHBOROUGH LANE UPPERVILLE VA 20184 2017-06-01 400000 THE EXCLUSIVELY CHARITABLE PURPOSE OF THE GRANT IS TO ESTABLISH TWO CAPITAL ENDOWMENTS TO PROVIDE FELLOWSHIPS TO ARTS AND EARLY-CAREER SCHOLARS. TO THE KNOWLEDGE OF THE GRANTOR, NO FUNDS HAVE BEEN DIVERTED. AS PREVIOUSLY REPORTED, THE FOUNDATION RECEIVED REPORTS FROM THE GRANTEE FOR ITS TAXABLE YEAR IN WHICH THE GRANT WAS MADE AND THE IMMEDIATELY SUCCEEDING TWO TAXABLE YEARS. BECAUSE IT IS REASONABLY APPARENT TO THE FOUNDATION THAT, BEFORE THE END OF SUCH SECOND SUCCEEDING TAXABLE YEAR, NEITHER THE PRINCIPAL NOR THE INCOME FROM THE GRANT FUNDS HAVE BEEN USED FOR ANY PURPOSE WHICH WOULD RESULT IN LIABILITY FOR TAX UNDER CODE SECTION 4945(D), UNDER TREAS. REG. 53.4945-5(C)(2) THE FOUNDATION HAS ALLOWED SUCH REPORTS TO BE DISCONTINUED. COLLINGS FOUNDATION 568 MAIN STREET HUDSON MA 01749 2020-11-20 150000 TO SUPPORT COSTS ASSOCIATED WITH THE RESTORATION OF THE B-17 FLYING FORTRESS. 0 TO THE KNOWLEDGE OF THE GRANTOR, NO FUNDS HAVE BEEN DIVERTED. NOT YET DUE. THE FOUNDATION HAS NOT UNDERTAKEN AN INVESTIGATION OF THE GRANTEE'S REPORTS BECAUSE THE FOUNDATION HAS NO REASON TO BELIEVE THAT ANY UPDATES ARE OF DUBIOUS ACCURACY OR RELIABILITY. 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(DELL) 600.000 SHARES 43974 43974 DELTA AIR LINES INC DEL COM (DAL) 797.000 SHARES 32047 32047 DEVON ENERGY CORP (DVN) 795.000 SHARES 12569 12569 DEXCOM INC (DXCM) 140.000 SHARES 51761 51761 DIAMOND S SHIPPING INC COM (DSSI) 1,001.000 SHARES 6667 6667 DICERNA PHARMACEUTICALS INC. (DRNA) 814.000 SHARES 17932 17932 DIEBOLD NIXDORF INCORPORATED COM (DBD) 1,793.000 SHARES 19113 19113 DIGITAL RLTY TR INC COM (DLR) 375.000 SHARES 52315 52315 DISCOVER FINL SVCS (DFS) 150.000 SHARES 13580 13580 DISCOVERY INC COM SER A (DISCA) 354.000 SHARES 10652 10652 DISCOVERY INC COM SER C (DISCK) 428.000 SHARES 11209 11209 DISNEY WALT CO (DIS) 1,883.000 SHARES 341162 341162 DIVERSIFIED HEALTHCARE TRUST (DHC) 770.000 SHARES 3172 3172 DOCUSIGN INC COM (DOCU) 236.000 SHARES 52463 52463 DOLBY LABORATORIES INC COM CL A (DLB) 318.000 SHARES 30887 30887 DOLLAR GEN CORP NEW COM (DG) 404.000 SHARES 84961 84961 DOUGLAS EMMETT INC COM (DEI) 299.000 SHARES 8725 8725 DOVER CORP COM (DOV) 119.000 SHARES 15024 15024 DROPBOX INC CL A (DBX) 474.000 SHARES 10518 10518 DTE ENERGY HOLDING CO (DTE) 324.000 SHARES 39337 39337 DUKE REALTY CORP COM NEW (DRE) 359.000 SHARES 14349 14349 DULUTH HOLDINGS INC. (DLTH) 1,892.000 SHARES 19980 19980 DXC TECHNOLOGY CO COM (DXC) 263.000 SHARES 6772 6772 DYCOM INDS INC COM (DY) 204.000 SHARES 15406 15406 EAST WEST BANCORP INC (EWBC) 304.000 SHARES 15416 15416 EASTMAN CHEMICAL CO COM (EMN) 140.000 SHARES 14039 14039 EATON CORP PLC COM (ETN) 479.000 SHARES 57547 57547 EBAY INC (EBAY) 2,709.000 SHARES 136127 136127 ECOLAB INC (ECL) 378.000 SHARES 81784 81784 EDWARDS LIFESCIENCES CORP (EW) 606.000 SHARES 55285 55285 ELANCO ANIMAL HEALTH INC COM (ELAN) 340.000 SHARES 10428 10428 ELECTRONIC ARTS (EA) 270.000 SHARES 38772 38772 EMCOR GROUP INC COM STK (EME) 154.000 SHARES 14085 14085 EMERGENT BIOSOLUTIONS INC COM (EBS) 156.000 SHARES 13978 13978 EMERSON ELECTRIC CO (EMR) 828.000 SHARES 66546 66546 ENTEGRIS INC (ENTG) 309.000 SHARES 29695 29695 ENTRAVISION COMMUNICATIONS CORPORATION (EVC) 6,585.000 SHARES 18109 18109 EOG RESOURCES INC (EOG) 941.000 SHARES 46928 46928 EPAM SYS INC COM (EPAM) 68.000 SHARES 24368 24368 EQT CORPORATION COM NPV (EQT) 556.000 SHARES 7067 7067 EQUINIX INC COM (EQIX) 126.000 SHARES 89987 89987 EQUITABLE HOLDINGS, INC. (EQH) 586.000 SHARES 14995 14995 EQUITRANS MIDSTREAM CORPORATIO COM (ETRN) 681.000 SHARES 5475 5475 EQUITY RESIDENTIAL SBI (EQR) 504.000 SHARES 29877 29877 ERIE INDTY CO CL A (ERIE) 47.000 SHARES 11543 11543 ESSENTIAL UTILITIES, INC. (WTRG) 288.000 SHARES 13620 13620 ESSEX PROPERTY TRUST INC COM (ESS) 40.000 SHARES 9497 9497 ESTEE LAUDER COMPANIES INC COM CLASS A (EL) 494.000 SHARES 131498 131498 ETHAN ALLEN INTERIOR INC (ETH) 625.000 SHARES 12631 12631 ETSY INC COM (ETSY) 1,083.000 SHARES 192677 192677 EVENTBRITE, INC. (EB) 1,617.000 SHARES 29268 29268 EVERQUOTE INC COM CL A (EVER) 395.000 SHARES 14753 14753 EVERSOURCE ENERGY COM (ES) 551.000 SHARES 47667 47667 EXELIXIS INC COM (EXEL) 976.000 SHARES 19588 19588 EXELON CORP COM NPV (EXC) 1,806.000 SHARES 76249 76249 EXPEDIA GROUP, INC. (EXPE) 527.000 SHARES 69775 69775 EXPEDITORS INTL WASH INC COM (EXPD) 157.000 SHARES 14932 14932 EXTERRAN CORP COM (EXTN) 476.000 SHARES 2104 2104 EXTRA SPACE STORAGE INC (EXR) 111.000 SHARES 12860 12860 FACTSET RESH SYS INC COM (FDS) 40.000 SHARES 13300 13300 FARMER BROS CO COM (FARM) 676.000 SHARES 3157 3157 FARO TECHNOLOGIES INC (FARO) 366.000 SHARES 25851 25851 FASTENAL COM STK (FAST) 493.000 SHARES 24073 24073 FASTLY, INC. (FSLY) 413.000 SHARES 36084 36084 FEDERAL REALTY INVESTMENT TRUST SBI (FRT) 92.000 SHARES 7831 7831 FEDERAL SIGNAL CORP (FSS) 484.000 SHARES 16054 16054 FIDELITY NATL INFORMATION SERVICES (FIS) 589.000 SHARES 83320 83320 FIFTH THIRD BANCORP (FITB) 3,888.000 SHARES 107192 107192 FIRST BANCORP P R COM NEW (FBP) 1,094.000 SHARES 10087 10087 FIRST NORTHWEST BANCORP COM (FNWB) 728.000 SHARES 11357 11357 FIRST REPUBLIC BANK SAN FRANCISCO (FRC) 1,169.000 SHARES 171761 171761 FISERV INC (FISV) 1,196.000 SHARES 136177 136177 FITBIT INC CL A (FIT) 2,132.000 SHARES 14498 14498 FLOOR & DECOR HLDGS INC CL A (FND) 297.000 SHARES 27576 27576 FLOWERS FOODS INC (FLO) 516.000 SHARES 11677 11677 FLWS/1-800 FLOWERS CL A (FLWS) 2,904.000 SHARES 75504 75504 FNCB BANCORP INC COM (FNCB) 1,498.000 SHARES 9587 9587 FOOT LOCKER INC (FL) 193.000 SHARES 7805 7805 FORD MTR CO DEL COM (F) 3,956.000 SHARES 34773 34773 FORTINET INC COM (FTNT) 155.000 SHARES 23022 23022 FORTIVE CORP COM (FTV) 400.000 SHARES 28328 28328 FRANKLIN RESOURCES INC COM (BEN) 340.000 SHARES 8497 8497 FRANKLIN STREET PPTYS CORP COM (FSP) 1,706.000 SHARES 7455 7455 FULTON FINL CORP PA (FULT) 739.000 SHARES 9400 9400 GARMIN LTD SHS (GRMN) 158.000 SHARES 18906 18906 GILEAD SCIENCES INC COM (GILD) 1,143.000 SHARES 66591 66591 GLATFELTER (GLT) 865.000 SHARES 14169 14169 GLOBAL PMTS INC COM (GPN) 379.000 SHARES 81644 81644 GOGO INC COM (GOGO) 2,789.000 SHARES 26858 26858 GOLAR LNG LIMITED COM (GLNG) 777.000 SHARES 7490 7490 GRACO INC (GGG) 233.000 SHARES 16858 16858 GRAINGER W W INC COM (GWW) 44.000 SHARES 17967 17967 GRAND CANYON ED INC COM (LOPE) 100.000 SHARES 9311 9311 GRANITE POINT MORTGAGE TRUST INC. (GPMT) 717.000 SHARES 7163 7163 GREENHILL & CO INC (GHL) 821.000 SHARES 9967 9967 GROCERY OUTLET HOLDING CORP. (GO) 1,351.000 SHARES 53027 53027 GRUBHUB INC COM (GRUB) 751.000 SHARES 55777 55777 H&R BLOCK, INC. (HRB) 413.000 SHARES 6550 6550 HALLIBURTON CO COM (HAL) 1,112.000 SHARES 21017 21017 HALOZYME THERAPEUTICS INC (HALO) 715.000 SHARES 30538 30538 HANESBRANDS INC COM (HBI) 675.000 SHARES 9841 9841 HANMI FINL CORP COM (HAFC) 1,000.000 SHARES 11340 11340 HANNON ARMSTRONG SUSTAINABLE INFL (HASI) 444.000 SHARES 28163 28163 HARTFORD FIN SERS GRP INC (HIG) 246.000 SHARES 12049 12049 HASBRO INC COM (HAS) 111.000 SHARES 10383 10383 HAYNES INTERNATIONAL INC COM (HAYN) 380.000 SHARES 9059 9059 HCA HEALTHCARE INC COM (HCA) 276.000 SHARES 45391 45391 HEALTHPEAK PPTYS INC COM (PEAK) 369.000 SHARES 11155 11155 HEICO CORP (HEIA) 247.000 SHARES 28914 28914 HELEN OF TROY COMP COM STK (HELE) 89.000 SHARES 19775 19775 HENRY JACK & ASSOCIATES INC COM (JKHY) 87.000 SHARES 14093 14093 HENRY SCHEIN INC COM (HSIC) 120.000 SHARES 8023 8023 HERITAGE FINL CORP (HFWA) 932.000 SHARES 21799 21799 HERMAN MILLER, INC. (MLHR) 1,803.000 SHARES 60941 60941 HESS CORPORATION COM (HES) 359.000 SHARES 18952 18952 HEXCEL CORP COM NEW (HXL) 1,434.000 SHARES 69535 69535 HILTON WORLDWIDE HLDGS INC (HLT) 581.000 SHARES 64642 64642 HOLLYFRONTIER CORPORATION COM (HFC) 525.000 SHARES 13571 13571 HOME DEPOT INC COM (HD) 1,219.000 SHARES 323790 323790 HOMESTREET INC COM (HMST) 424.000 SHARES 14310 14310 HOOKER FURNITURE CORP COM (HOFT) 2,946.000 SHARES 95009 95009 HORIZON PHARMA PLC COM (HZNP) 521.000 SHARES 38111 38111 HOST HOTELS & RESORTS INC COM (HST) 557.000 SHARES 8149 8149 HOWMET AEROSPACE INC. (HWM) 1,745 SHARES 49802 49802 HUBSPOT INC COM (HUBS) 69.000 SHARES 27354 27354 HUDSON PAC PPTYS INC COM (HPP) 359.000 SHARES 8623 8623 HUMANA INC (HUM) 45.000 SHARES 18462 18462 HUNTINGTON BANCSHARES INC COM (HBAN) 3,793.000 SHARES 47906 47906 HUNTSMAN CORP (HUN) 563.000 SHARES 14154 14154 HYATT HOTELS CORP COM CLASS A (H) 147.000 SHARES 10915 10915 IDEXX LABORATORIES INC COM (IDXX) 43.000 SHARES 21494 21494 IHS MARKIT LTD COM (INFO) 187.000 SHARES 16798 16798 ILLINOIS TOOL WORKS INC COM (ITW) 379.000 SHARES 77271 77271 ILLUMINA INC COM (ILMN) 195.000 SHARES 72150 72150 INCYTE CORP COM (INCY) 159.000 SHARES 13830 13830 INDEPENDENT BK CORP MICH COM (IBCP) 1,148.000 SHARES 21204 21204 INGERSOLL-RAND PLC SHS (IR) 240.000 SHARES 10934 10934 INGEVITY CORP COM (NGVT) 121.000 SHARES 9163 9163 INGREDION INC COM (INGR) 163.000 SHARES 12823 12823 INOGEN INC COM (INGN) 74.000 SHARES 3306 3306 INOVIO PHARMACEUTICALS, INC. (INO) 608.000 SHARES 5381 5381 INSMED INCORPORATED COM (INSM) 476.000 SHARES 15846 15846 INTEGER HLDGS CORP COM (ITGR) 122.000 SHARES 9905 9905 INTERCONTINENTAL EXCHANGE INC (ICE) 631.000 SHARES 72748 72748 INTERNATIONAL FLAVORS & FRAGRANCES (IFF) 75.000 SHARES 8163 8163 INTERNATIONAL PAPER CO COM (IP) 233.000 SHARES 11585 11585 INTERPUBLIC GROUP COS INC COM (IPG) 527.000 SHARES 12395 12395 INTUITIVE SURGICAL, INC. (ISRG) 39.000 SHARES 31906 31906 IPG PHOTONICS CORPORATION (IPGP) 730.000 SHARES 163367 163367 IQVIA HLDGS INC COM (IQV) 166.000 SHARES 29742 29742 IRIDIUM COMMUNICATIONS INC (IRDM) 531.000 SHARES 20882 20882 IRON MOUNTAIN INC COM (IRM) 383.000 SHARES 11291 11291 IRONWOOD PHARMACEUTICALS INC COM CL A (IRWD) 832.000 SHARES 9476 9476 ITRON INC (ITRI) 192.000 SHARES 18413 18413 JABIL INC COM (JBL) 631.000 SHARES 26836 26836 JOHN BEAN TECHNOLOGIES CORPORATION COM (JBT) 100.000 SHARES 11387 11387 JOHNSON & JOHNSON COM (JNJ) 2,301.000 SHARES 362131 362131 JOHNSON OUTDOORS INC CL A (JOUT) 254.000 SHARES 28607 28607 JOINT CORP COM (JYNT) 714.000 SHARES 18750 18750 JONES LANG LASALLE INC COM (JLL) 86.000 SHARES 12760 12760 JUNIPER NETWORKS (JNPR) 370.000 SHARES 8329 8329 KANSAS CITY SOUTHERN COM (KSU) 375.000 SHARES 76549 76549 KB HOME COM (KBH) 664.000 SHARES 22257 22257 KBR INC COM (KBR) 473.000 SHARES 14630 14630 KEURIG DR PEPPER INC COM (KDP) 1,927.000 SHARES 61664 61664 KEYCORP NEW COM (KEY) 1,494.000 SHARES 24517 24517 KEYSIGHT TECHNOLOGIES INC COM (KEYS) 406.000 SHARES 53629 53629 KILROY REALTY CORP (KRC) 160.000 SHARES 9184 9184 KIMBALL ELECTRONICS INC COM (KE) 2,073.000 SHARES 33147 33147 KIMBALL INTL INC CL B (KBAL) 708.000 SHARES 8461 8461 KIMBERLY CLARK CORP COM (KMB) 671.000 SHARES 90471 90471 KIMCO REALTY CORP COM (KIM) 643.000 SHARES 9651 9651 KINDER MORGAN INC COM (KMI) 6,264.000 SHARES 85629 85629 KINDRED BIOSCIENCES INC COM (KIN) 1,610.000 SHARES 6939 6939 KIRBY CORP FORMERLY KIRBY EXPL INC (KEX) 151.000 SHARES 7826 7826 KLA CORPORATION COM NEW (KLAC) 117.000 SHARES 30292 30292 KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC. (KNX) 1,049.000 SHARES 43869 43869 KNOWLES CORP COM (KN) 1,054.000 SHARES 19425 19425 KOHLS CORPORATION COM (KSS) 234.000 SHARES 9521 9521 KORN FERRY COM NEW (KFY) 298.000 SHARES 12963 12963 KOSMOS ENERGY LTD COM (KOS) 1,885.000 SHARES 4430 4430 KRAFT HEINZ CO COM (KHC) 2,180.000 SHARES 75559 75559 KRATON CORPORATION COM (KRA) 428.000 SHARES 11893 11893 KROGER CO COM (KR) 881.000 SHARES 27981 27981 KRONOS WORLDWIDE INC COM (KRO) 902.000 SHARES 13449 13449 LAM RESEARCH CORP COM (LRCX) 235.000 SHARES 110983 110983 LAMAR ADVERTISING CO COM CL A (LAMR) 139.000 SHARES 11568 11568 LANDSTAR SYSTEMS INC (LSTR) 165.000 SHARES 22219 22219 LEAR CORP NEW COM (LEA) 84.000 SHARES 13359 13359 LENNAR CORPORATION (LENB) 1,005.000 SHARES 61506 61506 LENNOX INTERNATIONAL INC COM (LII) 49.000 SHARES 13425 13425 LEXICON PHARMACEUTICALS, INC. (LXRX) 8,689.000 SHARES 29716 29716 LHC GROUP INC COM (LHCG) 100.000 SHARES 21332 21332 LIMONEIRA COMPANY (LMNR) 819.000 SHARES 13636 13636 LINCOLN NATIONAL CORP COM NPV (LNC) 186.000 SHARES 9358 9358 LINDE PLC COM (LIN) 601.000 SHARES 158370 158370 LIQUIDITY SERVICES INC COM (LQDT) 4,386.000 SHARES 69781 69781 LITTELFUSE INC (LFUS) 78.000 SHARES 19863 19863 LIVANOVA PLC ORD (LIVN) 108.000 SHARES 7151 7151 LIVEXLIVE MEDIA, INC. (LIVX) 3,290.000 SHARES 10791 10791 LOWES COMPANIES INC COM (LOW) 809.000 SHARES 129853 129853 LPL FINL HLDGS INC COM (LPLA) 148.000 SHARES 15425 15425 LULULEMON ATHLETICA INC COM (LULU) 205.000 SHARES 71346 71346 LUMEN TECHNOLOGIES, INC. (LUMN) 4,049.000 SHARES 39478 39478 LYDALL INC DEL (LDL) 508.000 SHARES 15255 15255 LYFT INC CL A COM (LYFT) 185.000 SHARES 9089 9089 LYONDELLBASELL INDUSTRIES NV COM (LYB) 390.000 SHARES 35747 35747 MACKINAC FINL CORP COM (MFNC) 734.000 SHARES 9366 9366 MACQUARIE INFRASTRUCTURE CORP (MIC) 294.000 SHARES 11040 11040 MACY S INC COM (M) 323.000 SHARES 3634 3634 MAGNITE, INC. (MGNI) 1,894.000 SHARES 58165 58165 MARATHON OIL CORPORATION COM (MRO) 1,026.000 SHARES 6843 6843 MARSH &MCLENNAN COMPANIES INC COM (MMC) 819.000 SHARES 95823 95823 MASCO CORP COM (MAS) 300.000 SHARES 16479 16479 MASTERCARD INC CL A (MA) 1,005.000 SHARES 358725 358725 MAXAR TECHNOLOGIES INC COM (MAXR) 1,669.000 SHARES 64407 64407 MAXIM INTEGRATED PRODUCTS COM (MXIM) 194.000 SHARES 17198 17198 MCCORMICK & COMPANY INC COM NPV (MKC) 756.000 SHARES 72274 72274 MCKESSON CORP (MCK) 90.000 SHARES 15653 15653 MEDIFAST, INC. (MED) 469.000 SHARES 92083 92083 MEDTRONIC PLC (MDT) 1,571.000 SHARES 184027 184027 MERCK & CO INC NEW COM (MRK) 2,489.000 SHARES 203600 203600 MEREDITH CORP (MDP) 222.000 SHARES 4262 4262 METHODE ELECTRS INC COM (MEI) 1,163.000 SHARES 44520 44520 METLIFE INC COM (MET) 971.000 SHARES 45588 45588 METTLER-TOLEDO INTERNATIONAL INC (MTD) 14.000 SHARES 15956 15956 MGE ENERGY INC (MGEE) 165.000 SHARES 11555 11555 MICROCHIP TECHNOLOGY COM (MCHP) 184.000 SHARES 25412 25412 MICRON TECHNOLOGY (MU) 1,729.000 SHARES 129986 129986 MICROSOFT CORP (MSFT) 5,487.000 SHARES 1220419 1220419 MID AMER APT CMNTYS INC COM (MAA) 101.000 SHARES 12796 12796 MINERALS TECH INC (MTX) 202.000 SHARES 12548 12548 MIRATI THERAPEUTICS INC COM (MRTX) 164.000 SHARES 36021 36021 MODERNA, INC. (MRNA) 466.000 SHARES 48683 48683 MOELIS & CO CL A (MC) 348.000 SHARES 16272 16272 MOHAWK INDUSTRIES COM (MHK) 82.000 SHARES 11557 11557 MOLSON COORS BREWING COMPANY CLASS B (TAP) 469.000 SHARES 21194 21194 MONGODB INC CL A (MDB) 77.000 SHARES 27646 27646 MOODYS CORP COM (MCO) 200.000 SHARES 58048 58048 MOSAIC CO NEW COM (MOS) 837.000 SHARES 19259 19259 MOTORCAR PTS AMER INC COM (MPAA) 612.000 SHARES 12007 12007 MOTOROLA SOLUTIONS INC COM (MSI) 104.000 SHARES 17686 17686 MOVADO GROUP INC COM (MOV) 493.000 SHARES 8194 8194 MRC GLOBAL INC COM (MRC) 739.000 SHARES 4900 4900 MSCI INC COM (MSCI) 104.000 SHARES 46439 46439 MURPHY OIL CORP COM (MUR) 471.000 SHARES 5699 5699 NASDAQ INC COM STK (NDAQ) 123.000 SHARES 16327 16327 NATIONAL FUEL GAS CO N J COM (NFG) 187.000 SHARES 7691 7691 NATIONAL INSTRUMENT CORP (NATI) 807.000 SHARES 35460 35460 NATIONAL OILWELL VARCO INC (NOV) 541.000 SHARES 7428 7428 NATIONAL VISION HLDGS INC COM (EYE) 376.000 SHARES 17029 17029 NBT BANCORP INC COM (NBTB) 380.000 SHARES 12198 12198 NEUROCRINE BIOSCIENCES INC (NBIX) 129.000 SHARES 12365 12365 NEW JERSEY RES COM (NJR) 206.000 SHARES 7323 7323 NEW RELIC INC COM (NEWR) 123.000 SHARES 8044 8044 NEW YORK COMMUNITY BANCORP INC (NYCB) 1,092.000 SHARES 11521 11521 NEW YORK MORTGAGE TRUST, INC. (NYMT) 10,422.000 SHARES 38457 38457 NEW YORK TIMES CO CL A (NYT) 408.000 SHARES 21122 21122 NEWELL BRANDS INC COM (NWL) 759.000 SHARES 16114 16114 NEXTERA ENERGY INC COM (NEE) 3,248.000 SHARES 250583 250583 NIELSEN HLDGS PLC (NLSN) 387.000 SHARES 8077 8077 NISOURCE INC COM (NI) 377.000 SHARES 8648 8648 NMI HLDGS INC CL A (NMIH) 628.000 SHARES 14224 14224 NORTHEAST BK LEWISTON ME COM (NBN) 596.000 SHARES 13422 13422 NORTHERN TRUST CORP COM (NTRS) 135.000 SHARES 12574 12574 NORTHWEST NAT HLDG CO COM (NWN) 172.000 SHARES 7910 7910 NORTONLIFELOCK INC COM (NLOK) 470.000 SHARES 9767 9767 NORWEGIAN CRUISE LINE HLDGS LTD (NCLH) 1,149.000 SHARES 29219 29219 NOVAGOLD RESOURCES INC. (NG) 1,951.000 SHARES 18866 18866 NOVANTA INC COM NPV (NOVT) 140.000 SHARES 16551 16551 NRG ENERGY INC COM (NRG) 253.000 SHARES 9500 9500 NUTANIX INC CL A (NTNX) 242.000 SHARES 7713 7713 NVIDIA CORP (NVDA) 656.000 SHARES 342563 342563 OCCIDENTAL PETE CORP COM (OXY) 2,515.000 SHARES 43535 43535 OFFICE PROPERTIES INCOME TRUST COM (OPI) 555.000 SHARES 12610 12610 OGE ENERGY CORP COM (OGE) 278.000 SHARES 8857 8857 OKTA INC CL A (OKTA) 111.000 SHARES 28223 28223 OLD NATL BANCORP IND (ONB) 587.000 SHARES 9721 9721 OMNICOM GROUP INC COM (OMC) 172.000 SHARES 10727 10727 ON SEMICONDUCTOR CORP COM (ON) 589.000 SHARES 19278 19278 ONEOK INC COM (OKE) 1,369.000 SHARES 52542 52542 ONESPAWORLD HOLDINGS LTD COM (OSW) 816.000 SHARES 8274 8274 ONTRAK, INC. (OTRK) 743.000 SHARES 45910 45910 OPTINOSE INC COM (OPTN) 1,256.000 SHARES 5200 5200 ORIGIN BANCORP INC COM (OBNK) 393.000 SHARES 10914 10914 OSHKOSH CORP COM (OSK) 143.000 SHARES 12308 12308 OVERSEAS SHIPHOLDING GROUP INC CL A (OSG) 6,987.000 SHARES 14952 14952 OVERSTOCK.COM, INC. (OSTK) 268.000 SHARES 12856 12856 OVINTIV INC. (OVV) 1,287.000 SHARES 18481 18481 OWENS CORNING COM (OC) 214.000 SHARES 16213 16213 PACCAR INC COM (PCAR) 192.000 SHARES 16566 16566 PARAMOUNT GROUP INC COM (PGRE) 860.000 SHARES 7774 7774 PARKER-HANNIFIN CORP COM (PH) 609.000 SHARES 165898 165898 PARSONS CORPORATION COM (PSN) 315.000 SHARES 11469 11469 PAYCHEX INC COM (PAYX) 177.000 SHARES 16493 16493 PAYPAL HLDGS INC COM (PYPL) 1,498.000 SHARES 350832 350832 PEBBLEBROOK HOTEL TRUST COM (PEB) 511.000 SHARES 9607 9607 PELOTON INTERACTIVE, INC. (PTON) 290.000 SHARES 43999 43999 PENUMBRA INC COM (PEN) 72.000 SHARES 12600 12600 PERFORMANCE FOOD GROUP COMPANY (PFGC) 428.000 SHARES 20377 20377 PERKINELMER INC COM (PKI) 124.000 SHARES 17794 17794 PETMED EXPRESS, INC. (PETS) 376.000 SHARES 12055 12055 PFIZER INC (PFE) 1,742.000 SHARES 64123 64123 PINNACLE WEST CAPITAL CORP COM NPV (PNW) 123.000 SHARES 9834 9834 PINTEREST, INC. (PINS) 2,456.000 SHARES 161850 161850 PIONEER NATURAL RESOURCES CO COM (PXD) 228.000 SHARES 25967 25967 PLEXUS CORP COM (PLXS) 608.000 SHARES 47552 47552 PNC FINANCIAL SERVICES GROUP COM (PNC) 1,177.000 SHARES 175373 175373 POLARIS INC COM (PII) 116.000 SHARES 11052 11052 POPULAR INC COM (BPOP) 196.000 SHARES 11039 11039 PPL CORP COM (PPL) 376.000 SHARES 10603 10603 PRA HEALTH SCIENCES INC COM (PRAH) 99.000 SHARES 12419 12419 PRICE T ROWE GROUPS COM (TROW) 230.000 SHARES 34820 34820 PRICESMART INC (PSMT) 299.000 SHARES 27236 27236 PRINCIPAL FINANCIAL GROUP (PFG) 231.000 SHARES 11460 11460 PROGRESSIVE CORP OHIO COM (PGR) 994.000 SHARES 98287 98287 PROLOGIS INC COM (PLD) 1,371.000 SHARES 136634 136634 PRUDENTIAL FINL INC (PRU) 934.000 SHARES 72917 72917 PTC THERAPEUTICS INC COM (PTCT) 307.000 SHARES 18736 18736 PUBLIC SVC ENTERPRISE GRP INC (PEG) 569.000 SHARES 33173 33173 PVH CORPORATION COM (PVH) 100.000 SHARES 9389 9389 QUALCOMM INC (QCOM) 709.000 SHARES 108009 108009 QUANTUM CORPORATION (QMCO) 3,267.000 SHARES 19994 19994 QUEST DIAGNOSTICS INC (DGX) 117.000 SHARES 13943 13943 QURATE RETAIL, INC. (QRTEA) 1,518.000 SHARES 16652 16652 RADIUS HEALTH INC COM (RDUS) 510.000 SHARES 9109 9109 RALPH LAUREN CORP (RL) 101.000 SHARES 10478 10478 RAVEN INDS INC COM (RAVN) 341.000 SHARES 11284 11284 RAYMOND JAMES FINANCIAL INC COM (RJF) 136.000 SHARES 13011 13011 RED ROBIN GOURMET BURGERS INC (RRGB) 383.000 SHARES 7365 7365 REGENCY CENTERS CORP COM (REG) 176.000 SHARES 8024 8024 REGENERON PHARMACEUTICALS (REGN) 61.000 SHARES 29470 29470 REGIONAL MGMT CORP COM (RM) 401.000 SHARES 11974 11974 REGIONS FINL CORP (RF) 8,157.000 SHARES 131490 131490 REINSURANCE GRP OF AMERICA INC COM (RGA) 73.000 SHARES 8460 8460 REPLIGEN CORP (RGEN) 167.000 SHARES 32002 32002 REPUBLIC SERVICES INC COM (RSG) 184.000 SHARES 17719 17719 RESMED INC (RMD) 98.000 SHARES 20831 20831 RIGEL PHARMACEUTICAL INC COM (RIGL) 5,791.000 SHARES 20269 20269 RINGCENTRAL INC-CLASS A (RNG) 89.000 SHARES 33728 33728 RMR GROUP INC CL A (RMR) 966.000 SHARES 37307 37307 ROCKWELL AUTOMATION INC (ROK) 261.000 SHARES 65461 65461 ROGERS CORP (ROG) 167.000 SHARES 25933 25933 ROPER TECHNOLOGIES INC (ROP) 217.000 SHARES 93547 93547 ROSS STORES INC COM (ROST) 401.000 SHARES 49247 49247 ROYAL CARIBBEAN CRUISES COM (RCL) 704.000 SHARES 52582 52582 ROYAL GOLD INC (RGLD) 237.000 SHARES 25207 25207 RUTH'S HOSPITALITY GROUP, INC. (RUTH) 3,579.000 SHARES 63456 63456 RYDER SYSTEM INC (R) 241.000 SHARES 14884 14884 S&P GLOBAL INC COM (SPGI) 507.000 SHARES 166666 166666 SALESFORCE.COM INC COM (CRM) 1,069.000 SHARES 237885 237885 SCHLUMBERGER LIMITED COM (SLB) 1,880.000 SHARES 41040 41040 SCHNEIDER NATIONAL INC CL B (SNDR) 740.000 SHARES 15318 15318 SCHNITZER STL INDS (SCHN) 392.000 SHARES 12509 12509 SCHOLASTIC CORP COM (SCHL) 240.000 SHARES 6000 6000 SEAGEN INC. (SGEN) 171.000 SHARES 29949 29949 SELECT ENERGY SVCS INC CL A COM (WTTR) 17,119.000 SHARES 70188 70188 SEMTECH CORP COM (SMTC) 219.000 SHARES 15788 15788 SENSATA TECHNOLOGIES HOLDING PLC (ST) 243.000 SHARES 12816 12816 SERVICE CORPORATION INTERNATIONAL (SCI) 400.000 SHARES 19640 19640 SERVICENOW INC COM (NOW) 292.000 SHARES 160726 160726 SHUTTERSTOCK INC COM (SSTK) 371.000 SHARES 26601 26601 SIMON PPTY GRP INC (SPG) 409.000 SHARES 34880 34880 SKYWORKS SOLUTIONS INC (SWKS) 152.000 SHARES 23238 23238 SL GREEN OPER PARTNERSHIP LP COM (SLG) 146.000 SHARES 8699 8699 SMUCKER J M CO COM NEW (SJM) 202.000 SHARES 23351 23351 SNAP ON INC (SNA) 71.000 SHARES 12151 12151 SOUTH JERSEY INDUSTRIES (SJI) 331.000 SHARES 7132 7132 SOUTH PLAINS FINANCIAL INC COM (SPFI) 696.000 SHARES 13189 13189 SOUTHWEST AIRLNS CO (LUV) 441.000 SHARES 20555 20555 SOUTHWESTERN ENERGY CO DELAWARE (SWN) 2,332.000 SHARES 6949 6949 SPARTANNASH CO COM (SPTN) 1,031.000 SHARES 17950 17950 SPECTRUM BRANDS HLDGS INC (SPB) 223.000 SHARES 17613 17613 SPERO THERAPEUTICS, INC. (SPRO) 953.000 SHARES 18479 18479 SPIRIT AEROSYSTEMS HLDGS INC CL A (SPR) 1,155.000 SHARES 45149 45149 SPLUNK INC COM (SPLK) 193.000 SHARES 32789 32789 SPOTIFY TECHNOLOGY SA COM (SPOT) 481.000 SHARES 151351 151351 SPROUTS FARMERS MARKET, INC. (SFM) 2,626.000 SHARES 52783 52783 SQUARE INC CL A (SQ) 673.000 SHARES 146472 146472 STAMPS.COM INC. (STMP) 147.000 SHARES 28840 28840 STANLEY BLACK & DECKER INC COM (SWK) 257.000 SHARES 45890 45890 STARBUCKS CORP COM (SBUX) 1,543.000 SHARES 165070 165070 STATE STR CORP COM (STT) 234.000 SHARES 17031 17031 STEEL DYNAMICS INC COM (STLD) 382.000 SHARES 14084 14084 STERIS PLC ORD (STE) 80.000 SHARES 15163 15163 STITCH FIX INC COM CL A (SFIX) 447.000 SHARES 26248 26248 STRYKER CORP (SYK) 395.000 SHARES 96791 96791 SUMMIT MATLS INC CL A (SUM) 753.000 SHARES 15120 15120 SUNRUN INC. (RUN) 352.000 SHARES 24422 24422 SURGALIGN HOLDINGS, INC. (SRGA) 2,680.000 SHARES 5869 5869 SURMODICS INC (SRDX) 278.000 SHARES 12099 12099 SYNCHRONY FINANCIAL COM (SYF) 342.000 SHARES 11871 11871 SYNNEX CORP (SNX) 137.000 SHARES 11157 11157 SYNOPSYS INC COM (SNPS) 97.000 SHARES 25146 25146 TAKE-TWO INTERACTIVE SOFTWARE COM (TTWO) 105.000 SHARES 21818 21818 TAPESTRY INC COM (TPR) 402.000 SHARES 12494 12494 TAYLOR MORRISON HOME CORP COM (TMHC) 599.000 SHARES 15364 15364 TEGNA INC COM (TGNA) 807.000 SHARES 11258 11258 TELEDYNE TECH INC (TDY) 244.000 SHARES 95643 95643 TELEFLEX INC (TFX) 40.000 SHARES 16463 16463 TEMPUR SEALY INTL INC COM (TPX) 648.000 SHARES 17496 17496 TENNECO INC CL A VTG COM STK (TEN) 970.000 SHARES 10282 10282 TESLA INC COM (TSLA) 830.000 SHARES 585706 585706 TETRA TECH INC NEW COM (TTEK) 155.000 SHARES 17946 17946 TEXAS INSTRUMENTS INC COM (TXN) 1,325.000 SHARES 217472 217472 TEXAS ROADHOUSE INC COM (TXRH) 186.000 SHARES 14538 14538 THE ANDERSONS, INC. (ANDE) 1,289 SHARES 31593 31593 THE CHARLES SCHWAB CORPORATION (SCHW) 1,538.000 SHARES 81576 81576 THE E.W. SCRIPPS COMPANY (SSP) 607.000 SHARES 9281 9281 THE ODP CORPORATION (ODP) 348.000 SHARES 10196 10196 THE PROCTER & GAMBLE COMPANY (PG) 775.000 SHARES 107834 107834 THE REALREAL, INC. (REAL) 983.000 SHARES 19208 19208 THE TRADE DESK INC COM CL A (TTD) 63.000 SHARES 50463 50463 THERMO FISHER SCIENTIFIC INC (TMO) 470.000 SHARES 218917 218917 TIFFANY & CO NEW COM (TIF) 119.000 SHARES 15643 15643 TIMKENSTEEL CORP COM (TMST) 1,684.000 SHARES 7864 7864 TJX COS INC NEW COM (TJX) 1,466.000 SHARES 100113 100113 T-MOBILE US, INC. (TMUS) 119.000 SHARES 16047 16047 TOLL BROTHERS INC COM (TOL) 458.000 SHARES 19909 19909 TOOTSIE ROLL INDUSTRIES, INC. (TR) 327.000 SHARES 9712 9712 TOPBUILD CORP COM (BLD) 150.000 SHARES 27612 27612 TRACTOR SUPPLY CO (TSCO) 115.000 SHARES 16167 16167 TRANE TECHNOLOGIES PLC (TT) 272.000 SHARES 39484 39484 TRANSDIGM GROUP INC COM (TDG) 142.000 SHARES 87877 87877 TRANSUNION COM (TRU) 171.000 SHARES 16967 16967 TRAVELERS COMPANIES INC COM STK NPV (TRV) 374.000 SHARES 52498 52498 TREEHOUSE FOODS INC (THS) 221.000 SHARES 9390 9390 TREX INC (TREX) 348.000 SHARES 29135 29135 TRINSEO SA COM (TSE) 221.000 SHARES 11316 11316 TRIPADVISOR, INC. (TRIP) 1,497.000 SHARES 43084 43084 TRONOX HOLDINGS PLC COM (TROX) 1,014.000 SHARES 14825 14825 TRUSTMARK CP (TRMK) 363.000 SHARES 9914 9914 TTM TECHNOLOGIES INC COM (TTMI) 1,788.000 SHARES 24665 24665 TUCOWS INC COM NEW (TCX) 196.000 SHARES 14482 14482 TWILIO INC CL A (TWLO) 256.000 SHARES 86656 86656 TWITTER INC COM (TWTR) 658.000 SHARES 35631 35631 TYLER TECHNOLOGIES INC COM (TYL) 55.000 SHARES 24009 24009 UDR INC (UDR) 241.000 SHARES 9262 9262 ULTA BEAUTY INC COM (ULTA) 40.000 SHARES 11486 11486 ULTRAGENYX PHARMACEUTICAL INC (RARE) 195.000 SHARES 26994 26994 UNDER ARMOUR INC CL C (UA) 464.000 SHARES 6904 6904 UNDER ARMOUR INC COM STK CLASS A (UAA) 437.000 SHARES 7503 7503 UNION PACIFIC CORPORATION (UNP) 178.000 SHARES 37063 37063 UNITED AIRLINES HLDGS INC COM (UAL) 283.000 SHARES 12240 12240 UNITED NATURAL FOODS COM (UNFI) 944.000 SHARES 15076 15076 UNITED PARCEL SVC INC CL B (UPS) 1,065.000 SHARES 179346 179346 UNITED RENTALS INC (URI) 89.000 SHARES 20640 20640 UNITEDHEALTH GROUP (UNH) 1,069.000 SHARES 374877 374877 UNIVAR SOLUTIONS INC COM (UNVR) 551.000 SHARES 10475 10475 UNIVEST FINANCIAL CORPORATION COM (UVSP) 461.000 SHARES 9487 9487 UNUM GROUP (UNM) 317.000 SHARES 7272 7272 US BANCORP DEL COM (USB) 2,136.000 SHARES 99516 99516 US FOODS HLDG CORP COM (USFD) 328.000 SHARES 10926 10926 VALERO ENERGY CORP (VLO) 537.000 SHARES 30378 30378 VALLEY NATIONAL BANCORP COM NPV (VLY) 1,015.000 SHARES 9896 9896 VENTAS INC (VTR) 366.000 SHARES 17949 17949 VERISIGN INC (VRSN) 58.000 SHARES 12551 12551 VERISK ANALYTICS INC COM (VRSK) 115.000 SHARES 23873 23873 VERIZON COMMUNICATIONS (VZ) 4,781.000 SHARES 280884 280884 VERTEX PHARMACEUTCLS INC (VRTX) 267.000 SHARES 63103 63103 VIACOMCBS INC CL A (VIACA) 203.000 SHARES 7677 7677 VIACOMCBS INC CL B (VIAC) 443.000 SHARES 16506 16506 VIASAT INC (VSAT) 156.000 SHARES 5093 5093 VIATRIS INC. (VTRS) 552.000 SHARES 10344 10344 VIKING THERAPEUTICS, INC. (VKTX) 2,931.000 SHARES 16502 16502 VISA INC COM CL A (V) 1,790.000 SHARES 391527 391527 VISHAY INTERTECHNOLOGY INC (VSH) 525.000 SHARES 10873 10873 VONTIER CORPORATION (VNT) 160.000 SHARES 5344 5344 VORNADO REALTY TRUST COM (VNO) 145.000 SHARES 5414 5414 VULCAN MATERIALS COMPANY (VMC) 107.000 SHARES 15869 15869 WALGREENS BOOTS ALLIANCE INC COM (WBA) 1,202.000 SHARES 47936 47936 WASHINGTON REAL ESTATE INVT TR (WRE) 379.000 SHARES 8198 8198 WASTE MANAGEMENT INC (WM) 741.000 SHARES 87386 87386 WATERS CORP (WAT) 55.000 SHARES 13608 13608 WEBSTER FINL CORP WATERBURY CONN (WBS) 361.000 SHARES 15216 15216 WEC ENERGY GROUP INC COM (WEC) 656.000 SHARES 60372 60372 WELLTOWER INC COM (WELL) 753.000 SHARES 48659 48659 WENDYS COMPANY COM (WEN) 598.000 SHARES 13108 13108 WESCO INTERNATIONAL, INC. (WCC) 42.000 SHARES 3297 3297 WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION (WAB) 170.000 SHARES 12444 12444 WESTROCK CO COM (WRK) 536.000 SHARES 23332 23332 WEX INC COM (WEX) 58.000 SHARES 11805 11805 WEYCO GROUP INC (WEYS) 491.000 SHARES 7777 7777 WHIRLPOOL CORP (WHR) 83.000 SHARES 14981 14981 WILLIAMS SONOMA INC COM (WSM) 435.000 SHARES 44300 44300 WILLIS TOWERS WATSON PLC COM (WLTW) 89.000 SHARES 18751 18751 WOLVERINE WORLD WIDE INC (WWW) 310.000 SHARES 9688 9688 WOODWARD INC COM (WWD) 1,083.000 SHARES 131617 131617 WORKDAY INC COM CL A (WDAY) 228.000 SHARES 54631 54631 WORTHINGTON INDS INC (WOR) 306.000 SHARES 15710 15710 WP CAREY INC COM (WPC) 141.000 SHARES 9952 9952 WPX ENERGY, INC (WPX) 2,457.000 SHARES 20025 20025 WRAP TECHNOLOGIES, INC. (WRAP) 11,460.000 SHARES 55352 55352 WYNDHAM DESTINATIONS INC COM (WYND) 263.000 SHARES 11798 11798 XCEL ENERGY INC COM (XEL) 1,459.000 SHARES 97272 97272 XILINX INC (XLNX) 228.000 SHARES 32324 32324 XYLEM INC COM (XYL) 146.000 SHARES 14860 14860 YUM BRANDS INC (YUM) 412.000 SHARES 44727 44727 YUM CHINA HLDGS INC COM (YUMC) 335.000 SHARES 19125 19125 ZEBRA TECHNOLOGIES CORP CL A (ZBRA) 369.000 SHARES 141818 141818 ZENDESK INC COM (ZEN) 135.000 SHARES 19321 19321 ZILLOW GROUP, INC. (Z) 139.000 SHARES 18042 18042 ZIMMER BIOMET HLDGS INC COM (ZBH) 98.000 SHARES 15101 15101 ZOETIS INC COM CL A (ZTS) 417.000 SHARES 69014 69014 0 0 1207011 1207011 1919 SOCIALLY RESPONSIVE BALANCED FUND CLASS I (LMRNX) 4,370.390 SHARES FMV 107905 107905 BCP V-S, LP FMV 12315 12315 BLACKSTONE CAPITAL PARTNERS (CAYMAN) IV, LP FMV 3326 3326 BLACKSTONE CAPITAL PARTNERS (CAYMAN) V-A, LP FMV 543 543 BLACKSTONE CAPITAL PARTNERS (DELAWARE) V-NQ, LP FMV 6263 6263 BLACKSTONE CAPITAL PARTNERS V, LP FMV 29875 29875 BLACKSTONE NSS COMMUNICATIONS PARTNERS (CAYMAN), LP FMV 29995 29995 BLACKSTONE PB CAPITAL PARTNERS V, LP FMV 1644 1644 BLACKSTONE SGP CAPITAL PARTNERS (CAYMAN) IV, LP FMV 21427 21427 BNY MELLON SUSTAINABLE U.S. EQUITY FUND CLASS I (DRTCX) 6,182.638 SHARES FMV 100592 100592 BOSTON TRUST WALDEN BALANCED FUND (WSBFX) 1,891.247 SHARES FMV 41266 41266 CALVERT BALANCED FUND CLASS I (CBAIX) 3,100.997 SHARES FMV 124815 124815 CALVERT BOND FUND CLASS I (CBDIX) 7,262.422 SHARES FMV 124333 124333 CALVERT CORE BOND FUND CLASS I (CLDIX) 2,585.996 SHARES FMV 51875 51875 CALVERT EMERGING MARKETS EQUITY CL I (CVMIX) 363,548.480 SHARES FMV 8092589 8092589 CALVERT EQUITY FUND CLASS I (CEYIX) 3,032.197 SHARES FMV 237694 237694 CALVERT INCOME FUND CLASS I (CINCX) 10,474.951 SHARES FMV 189597 189597 CCM COMMUNITY IMPACT BOND FD INSTITUTIONAL SHARES (CRANX) 16,312.988 SHARES FMV 176670 176670 COATUE OFFSHORE FUND, LTD. FMV 792901 792901 CONSTELLATION VENTURE CAPITAL II, LP FMV 29040 29040 CROSSMARK STEWARD SELECT BD FD CLASS INSTITUTIONAL (SEACX) 3,792.544 SHARES FMV 96899 96899 DOMINI IMPACT BOND FUND INVESTOR SHARES (DSBFX) 7,296.188 SHARES FMV 88576 88576 FIDELITY COLCHESTER STREET TR - TREASURY PORT (FRBXX) 1,022,729.370 SHARES FMV 1022729 1022729 FIDELITY NEWBURY STREET TRUST - TREASURY FUND (FZFXX) 3,310,556.67 SHARES FMV 3310557 3310557 FUNDSMITH SUSTAINABLE EQUITY FUND, LP FMV 10101520 10101520 IMPACT WORLD EQUITY FUND, LP FMV 3074927 3074927 KKR 2006 FUND (ALLSTAR), LP FMV 77173 77173 KKR 2006 FUND (OVERSEAS), LIMITED PARTNERSHIP FMV 146155 146155 KKR 2006 FUND, LP FMV 534792 534792 LIGHTYEAR FUND II, LP FMV 61832 61832 LONGLEAF INTERNATL (LLINX) 212,560.290 SHARES FMV 3694297 3694297 LORD ABBETT ULTRA SHORT BOND I (LUBYX) 95,019.921 SHARES FMV 954000 954000 NUSHARES ETF TRUST - NUVEEN ESG MID-CAP GROWTH ETF (NUMG) 17,013.000 SHARES FMV 841463 841463 PARNASSUS CORE EQUITY FUND - INSTITUTIONAL SHARES (PRILX) 7,437.671 SHARES FMV 399775 399775 PIMCO BRAVO FUND III SPECIAL ONSHORE FEEDER TE, LP FMV 266773 266773 PINEBRIDGE LATIN AMERICA PARTNERS II, LP FMV 33719 33719 PINEBRIDGE PEP IV CO-INVESTMENT, LP FMV 8928 8928 PINEBRIDGE PEP IV NON-U.S., LP FMV 4697 4697 PINEBRIDGE PEP IV SECONDARY, LP FMV 15967 15967 PINEBRIDGE PEP IV U.S. BUYOUT, LP FMV 18941 18941 PINEBRIDGE PEP IV U.S. VENTURE, LP FMV 37427 37427 PIONEER MULTI-ASSET ULTRASHORT INCOME Y (MYFRX) 39,859.541 SHARES FMV 385840 385840 RENAISSANCE INSTITUTIONAL EQUITIES FUND, LLC FMV 1106131 1106131 THE OFFSHORE FUND SPC - MULTI-STRATEGY SEGREGATED PORTFOLIO FMV 10082200 10082200 TIAA-CREF CORE IMPACT BOND FD INSTITUTIONAL CLASS (TSBIX) 17,016.990 SHARES FMV 184464 184464 TOUCHSTONE IMPACT BOND FUND INSTITUTIONAL CLASS (TCPNX) 9,892.115 SHARES FMV 106934 106934 VANGUARD INFLATION PROCTED SEC ADM CL (VAIPX) 243,855.605 SHARES FMV 6905991 6905991 VANGUARD REAL ESTATE INDEX FUND ETF SHARES (VNQ) 26,422.000 SHARES FMV 2244020 2244020 GENERAL AND ADMINISTRATIVE LEGAL COUNSEL 72800 0 72800 CHARITABLE USE ASSETS - COLLECTION ITEMS 76351 76351 76351 BANK FEES 905 905 0 INSURANCE 4764 0 4764 OTHER K-1 EXPENSES, NET OF UBI 0 138025 0 OFFICE EXPENSES 527 0 527 OTHER INCOME THRU K-1S, NET OF UBI 1561 OTHER INCOME 63809 63809 UNREALIZED GAIN ON INVESTMENTS 8601984 MICHAEL C THOMPSON AND HALLIE THOMPSON NONE 1710000 0 2017-06 2020-07 MONTHLY INTEREST PAYMENTS OF $6,412.50, WITH BALLOON PAYMENT ON 07/01/2020 4.500000000000 FIRST DEED OF TRUST IN LAND LOCATED IN FAUQUIER COUNTY, VIRGINIA NOTE RECEIVED FROM ESTATE NONE 0 INVESTMENT FEES 370855 370855 0 APPRAISAL FEES 7000 7000 0 STATE PROPERTY TAXES 6108 6108 0 FEDERAL EXCISE TAX 55000 0 0 FOREIGN TAX WITHHELD 9265 9265 0 FOREIGN TAXES THRU K-1'S, NET OF UBI 0 9126 0 STATE UBI TAX 1701 0 0