OSTEOPATHIC HERITAGE FOUNDATION: Form 990PF, tax year 2017

View the entire original 990 at ProPublica ↗

Organization: OSTEOPATHIC HERITAGE FOUNDATION (EIN 31-6056252)
Tax period: 2017-01-01 to 2017-12-31
Filed: 2018-11-07
IRS object ID: 201813119349100226
Schema version: 2017v2.3
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Accounting Fees Schedule
Depreciation Schedule
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Land Etc Schedule2
Legal Fees Schedule
Other Assets Schedule
Other Decreases Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Liabilities Schedule
Other Professional Fees Schedule
Taxes Schedule

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2018-11-07T08:15:15-06:00	ReturnTs
Tax Period End	2017-12-31	TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

Field	Value	IRS element (for citing)
Preparer Firm EIN	314419361	PreparerFirmEIN

Preparer Firm Name PreparerFirmName

Field	Value	IRS element (for citing)
Business Name Line1	JOHN GERLACH & COMPANY LLP	BusinessNameLine1Txt

Preparer US Address PreparerUSAddress

Field	Value	IRS element (for citing)
Address Line1	37 W BROAD ST STE 800	AddressLine1Txt
City	COLUMBUS	CityNm
State Abbreviation	OH	StateAbbreviationCd
ZIP	43215	ZIPCd

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2017-01-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	316056252	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	OSTEOPATHIC HERITAGE FOUNDATION	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	OSTE	BusinessNameControlTxt
Phone	6147374370	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	1500 LAKESHORE DRIVE NO 230	AddressLine1Txt
City	COLUMBUS	CityNm
State Abbreviation	OH	StateAbbreviationCd
ZIP	432043800	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	TERRI DONLIN HUESMAN	PersonNm
Person Title	PRESIDENT	PersonTitleTxt
Phone	6147374370	PhoneNum
Signature	2018-11-06	SignatureDt

Preparer Person PreparerPersonGrp

Field	Value	IRS element (for citing)
Preparer Person	JON YERIAN CPA	PreparerPersonNm
PTIN	P00575540	PTIN
Phone	6142242164	PhoneNum

Filing Security Information FilingSecurityInformation

IP Address IPAddress

Field	Value	IRS element (for citing)
I Pv4 Address	162.155.36.146	IPv4AddressTxt

Field	Value	IRS element (for citing)
IP	2018-11-06	IPDt
IP Tm	10:30:01	IPTm
IP Timezone	ES	IPTimezoneCd
Filing License Type	P	FilingLicenseTypeCd
At Submission Creation Device Id	19B13C9352D61912756DD69BD83BF0EF657B5B0B	AtSubmissionCreationDeviceId
At Submission Filing Device Id	19B13C9352D61912756DD69BD83BF0EF657B5B0B	AtSubmissionFilingDeviceId

Field	Value	IRS element (for citing)
Tax	2017	TaxYr
Build TS	2018-06-14 16:35:46Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$274,746,907	FMVAssetsEOYAmt
Method Of Accounting Accrual	Yes (X)	MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Contri Rcvd Rev And Expnss	$1,000	ContriRcvdRevAndExpnssAmt
Schedule B Not Required	Yes (X)	ScheduleBNotRequiredInd
Dividends Rev And Expnss	$5,166,254	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$5,166,254	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$15,256,792	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$126,982,683	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$15,256,792	CapGainNetIncmNetInvstIncmAmt
Other Income Rev And Expnss	$151,816	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$0	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$20,575,862	TotalRevAndExpnssAmt
Total Net Invst Incm	$20,423,046	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$804,434	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$417,897	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$386,537	CompOfcrDirTrstDsbrsChrtblAmt
Oth Empl Slrs Wgs Rev And Expnss	$317,630	OthEmplSlrsWgsRevAndExpnssAmt
Oth Empl Slrs Wgs Net Invst Incm	$23,101	OthEmplSlrsWgsNetInvstIncmAmt
Oth Empl Slrs Wgs Dsbrs Chrtbl	$294,529	OthEmplSlrsWgsDsbrsChrtblAmt
Pension Empl Bnft Rev And Expnss	$586,380	PensionEmplBnftRevAndExpnssAmt
Pension Empl Bnft Net Invst Incm	$85,959	PensionEmplBnftNetInvstIncmAmt
Pension Empl Bnft Dsbrs Chrtbl	$500,421	PensionEmplBnftDsbrsChrtblAmt
Legal Fees Rev And Expnss	$40,787	LegalFeesRevAndExpnssAmt
Legal Fees Net Invst Incm	$805	LegalFeesNetInvstIncmAmt
Legal Fees Dsbrs Chrtbl	$39,982	LegalFeesDsbrsChrtblAmt
Accounting Fees Rev And Expnss	$98,988	AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm	$49,494	AccountingFeesNetInvstIncmAmt
Accounting Fees Chrtbl Prps	$49,494	AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss	$1,699,877	OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm	$1,601,491	OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl	$98,386	OtherProfFeesDsbrsChrtblAmt
Taxes Rev And Expnss	$554,598	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$17,391	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$41,076	TaxesDsbrsChrtblAmt
Deprec And Dpltn Rev And Expnss	$5,358	DeprecAndDpltnRevAndExpnssAmt
Deprec And Dpltn Net Invst Incm	$0	DeprecAndDpltnNetInvstIncmAmt
Occupancy Rev And Expnss	$72,616	OccupancyRevAndExpnssAmt
Occupancy Net Invst Incm	$9,493	OccupancyNetInvstIncmAmt
Occupancy Dsbrs Chrtbl	$63,123	OccupancyDsbrsChrtblAmt
Trav Conf Meeting Rev And Expnss	$37,221	TravConfMeetingRevAndExpnssAmt
Trav Conf Meeting Net Invst Incm	$6,219	TravConfMeetingNetInvstIncmAmt
Trav Conf Meeting Dsbrs Chrtbl	$31,002	TravConfMeetingDsbrsChrtblAmt
Printing And Pub Rev And Expnss	$8,360	PrintingAndPubRevAndExpnssAmt
Printing And Pub Net Invst Incm	$0	PrintingAndPubNetInvstIncmAmt
Printing And Pub Dsbrs Chrtbl	$8,360	PrintingAndPubDsbrsChrtblAmt
Other Expenses Rev And Expnss	$208,457	OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm	$101,273	OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl	$107,126	OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss	$4,434,706	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$2,313,123	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$1,620,036	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$8,858,043	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$8,858,043	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$13,292,749	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$2,313,123	TotalExpensesNetInvstIncmAmt
Total Expenses Dsbrs Chrtbl	$10,478,079	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	$7,283,113	ExcessRevenueOverExpensesAmt
Net Investment Income	$18,109,923	NetInvestmentIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Cash BOY	$747,501	CashBOYAmt
Cash EOY	$332,579	CashEOYAmt
Cash EOYFMV	$332,579	CashEOYFMVAmt
Sav And Temp Cash Invst BOY	$11,099,275	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$5,556,479	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$5,556,479	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl	$953,486	AcctRcvblAmt
Acct Rcvbl BOY	$538,998	AcctRcvblBOYAmt
Acct Rcvbl EOY	$953,486	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$953,486	AcctRcvblEOYFMVAmt
Prepaid Expenses BOY	$23,120	PrepaidExpensesBOYAmt
Prepaid Expenses EOY	$46,461	PrepaidExpensesEOYAmt
Prepaid Expenses EOYFMV	$46,461	PrepaidExpensesEOYFMVAmt
US Government Obligations BOY	$23,874,440	USGovernmentObligationsBOYAmt
US Government Obligations EOY	$30,763,969	USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV	$30,763,969	USGovtObligationsEOYFMVAmt
Corporate Stock BOY	$156,434,249	CorporateStockBOYAmt
Corporate Stock EOY	$163,034,127	CorporateStockEOYAmt
Corporate Stock EOYFMV	$163,034,127	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$20,108,694	CorporateBondsBOYAmt
Corporate Bonds EOY	$21,325,661	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$21,325,661	CorporateBondsEOYFMVAmt
Other Investments BOY	$42,645,907	OtherInvestmentsBOYAmt
Other Investments EOY	$52,726,472	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$52,726,472	OtherInvestmentsEOYFMVAmt
Land Bldg Equip Cost Or Other Bss	$385,866	LandBldgEquipCostOrOtherBssAmt
Land Bldg Equip Accum Deprec	$378,527	LandBldgEquipAccumDeprecAmt
Land BOY	$9,180	LandBOYAmt
Land EOY	$7,339	LandEOYAmt
Land EOYFMV	$7,339	LandEOYFMVAmt
Other Assets BOY	$334	OtherAssetsBOYAmt
Other Assets EOY	$334	OtherAssetsEOYAmt
Other Assets EOYFMV	$334	OtherAssetsEOYFMVAmt
Total Assets BOY	$255,481,698	TotalAssetsBOYAmt
Total Assets EOY	$274,746,907	TotalAssetsEOYAmt
Total Assets EOYFMV	$274,746,907	TotalAssetsEOYFMVAmt
Accounts Payable BOY	$538,868	AccountsPayableBOYAmt
Accounts Payable EOY	$691,326	AccountsPayableEOYAmt
Other Liabilities BOY	$1,005,185	OtherLiabilitiesBOYAmt
Other Liabilities EOY	$1,059,688	OtherLiabilitiesEOYAmt
Total Liabilities BOY	$1,544,053	TotalLiabilitiesBOYAmt
Total Liabilities EOY	$1,751,014	TotalLiabilitiesEOYAmt
Org Does Not Follow SFAS117	Yes (X)	OrgDoesNotFollowSFAS117Ind
Capital Stock BOY	$0	CapitalStockBOYAmt
Capital Stock EOY	$0	CapitalStockEOYAmt
Additional Paid In Capital BOY	$0	AdditionalPaidInCapitalBOYAmt
Additional Paid In Capital EOY	$0	AdditionalPaidInCapitalEOYAmt
Retained Earning BOY	$253,937,645	RetainedEarningBOYAmt
Retained Earning EOY	$272,995,893	RetainedEarningEOYAmt
Tot Net Ast Or Fund Balances BOY	$253,937,645	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$272,995,893	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$255,481,698	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$274,746,907	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$253,937,645	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	$7,283,113	ExcessRevenueOverExpensesAmt
Other Increases	$14,611,254	OtherIncreasesAmt
Subtotal	$275,832,012	SubtotalAmt
Other Decreases	$2,836,119	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$272,995,893	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (1118 entries)

PropertyPropertyDesc	How AcquiredHowAcquiredCd	Gross Sales PriceGrossSalesPriceAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt	SoldSoldDt	Cost Or Other BasisCostOrOtherBasisAmt
K-1 DIVERSIFIED SMALL CAP VALUE FUND	P	$11,182	$11,182	$11,182
K-1 DIVERSIFIED SMALL CAP VALUE FUND	P	$4,213,514	$4,213,514	$4,213,514
1,370.000 CERNER CORP	P	$65,216	$2,236	$2,236	2017-01-09	$62,980
890.000 TIME WARNER INC	P	$84,648	$17,601	$17,601	2017-01-18	$67,047
2,878.000 ALCOA CORP	P	$108,315	$38,243	$38,243	2017-01-24	$70,072
90.000 ALPHABET INC CL C	P	$74,236	$42,675	$42,675	2017-01-24	$31,561
80.000 ALPHABET INC CL A	P	$68,036	$39,194	$39,194	2017-01-24	$28,842
1,360.000 ELECTRONIC ARTS INC	P	$109,689	$86,359	$86,359	2017-01-24	$23,330
870.000 JOHNSON + JOHNSON	P	$97,262	$25,708	$25,708	2017-01-24	$71,554
100,000.000 EBAY INC	P	$100,867	-$643	-$643	2017-01-25	$101,510
200,000.000 INTEL CORP	P	$202,740	-$2,395	-$2,395	2017-01-25	$205,135
130.000 AMAZON.COM INC	P	$108,574	$15,127	$15,127	2017-01-26	$93,447
2,350.000 FLOWSERVE CORP	P	$115,485	-$16,750	-$16,750	2017-01-31	$132,235
1,420.000 SKYWORKS SOLUTIONS INC	P	$130,132	$25,628	$25,628	2017-02-01	$104,504
1,050.000 SERVICENOW INC	P	$93,979	$28,552	$28,552	2017-02-03	$65,427
20,200.000 DYNAMIC OPPORTUNITIES SERIES	P	$193,920	-$2,106	-$2,106	2017-02-03	$196,026
120.000 BOOKING HOLDINGS INC	P	$197,873	$49,129	$49,129	2017-02-10	$148,744
2,930.000 RANGE RESOURCES CORP	P	$89,533	-$43,491	-$43,491	2017-02-21	$133,024
1,250,000.000 FANNIE MAE	P	$1,261,638	-$206,100	-$206,100	2017-02-21	$1,467,738
2,362,000.000 FANNIE MAE	P	$2,363,630	-$25,344	-$25,344	2017-02-21	$2,388,974
2,000,000.000 FANNIE MAE	P	$2,027,840	-$343,080	-$343,080	2017-02-21	$2,370,920
810,000.000 US TREASURY FRN	P	$810,810	$1,968	$1,968	2017-02-21	$808,842
210,000.000 BHP BILLITON FIN USA LTD	P	$232,541	-$29,783	-$29,783	2017-02-27	$262,324
3,820.000 TRIBUNE MEDIA CO A	P	$145,383	-$47,245	-$47,245	2017-03-06	$192,628
275,000.000 AIR LEASE CORP	P	$275,633	-$19,450	-$19,450	2017-03-07	$295,083
40,000.000 AIR LEASE CORP	P	$40,842	$826	$826	2017-03-07	$40,016
45,000.000 VERIZON COMMUNICATIONS	P	$48,743	-$1,424	-$1,424	2017-03-14	$50,167
300,000.000 VERIZON COMMUNICATIONS	P	$305,244	-$19,620	-$19,620	2017-03-14	$324,864
145.000 JOHNSON + JOHNSON	P	$18,566	$6,640	$6,640	2017-03-21	$11,926
1,435.000 MONSANTO CO	P	$163,540	-$6,907	-$6,907	2017-03-29	$170,447
540.000 APPLE INC	P	$77,657	$18,610	$18,610	2017-03-30	$59,047
580.000 LULULEMON ATHLETICA INC	P	$29,639	$2,410	$2,410	2017-03-30	$27,229
760.000 BRISTOL MYERS SQUIBB CO	P	$41,157	-$477	-$477	2017-04-04	$41,634
245.000 ALEXION PHARMACEUTICALS INC	P	$28,503	-$3,135	-$3,135	2017-04-05	$31,638
950.000 ASHLAND GLOBAL HOLDINGS INC	P	$119,723	$26,913	$26,913	2017-04-11	$92,810
34,677.803 DYNAMIC OPPORTUNITIES SERIES	P	$334,020	-$2,502	-$2,502	2017-04-18	$336,522
3,860.000 PAYPAL HOLDINGS INC	P	$167,024	$47,331	$47,331	2017-04-19	$119,693
60,000.000 BEAR STEARNS COS LLC	P	$62,549	-$8,151	-$8,151	2017-04-19	$70,700
190,000.000 JPMORGAN CHASE + CO	P	$205,189	-$89	-$89	2017-04-19	$205,278
35,000.000 JPMORGAN CHASE + CO	P	$37,975	-$1,947	-$1,947	2017-04-20	$39,922
40,000.000 MORGAN STANLEY	P	$40,174	$2,338	$2,338	2017-04-20	$37,836
725.000 ALEXION PHARMACEUTICALS INC	P	$86,388	-$7,234	-$7,234	2017-04-24	$93,622
115.000 AMAZON.COM INC	P	$104,329	$21,664	$21,664	2017-04-25	$82,665
855.000 FACEBOOK INC A	P	$129,953	$29,159	$29,159	2017-05-01	$100,794
185,000.000 MORGAN STANLEY	P	$206,079	$32,183	$32,183	2017-05-02	$173,896
690,000.000 US TREASURY FRN	P	$690,690	-$1,097	-$1,097	2017-05-04	$691,787
600,000.000 US TREASURY N/B	P	$598,945	-$4,805	-$4,805	2017-05-09	$603,750
1,866.000 VALVOLINE INC	P	$43,330	$9,250	$9,250	2017-05-16	$34,080
880.000 APPLE INC	P	$134,302	$38,077	$38,077	2017-05-18	$96,225
2,920.000 LIBERTY GLOBAL PLC A	P	$89,362	-$13,339	-$13,339	2017-05-24	$102,701
30,000.000 WELLTOWER INC	P	$32,328	$2,309	$2,309	2017-05-24	$30,019
155.000 REGENERON PHARMACEUTICALS	P	$71,005	$8,835	$8,835	2017-05-26	$62,170
1,705.000 MASTERCARD INC A	P	$206,840	$61,620	$61,620	2017-05-30	$145,220
900,000.000 FHLMC MULTIFAMILY STRUCTURED P	P	$948,375	$4,535	$4,535	2017-05-30	$943,840
877,000.000 FHLMC MULTIFAMILY STRUCTURED P	P	$910,203	-$472	-$472	2017-05-30	$910,675
150.000 ALPHABET INC CL C	P	$146,038	$93,436	$93,436	2017-06-02	$52,602
150.000 ALPHABET INC CL A	P	$149,099	$95,021	$95,021	2017-06-02	$54,078
185.000 AMAZON.COM INC	P	$185,908	$52,925	$52,925	2017-06-02	$132,983
6,806.000 ARCONIC INC	P	$192,467	$33,682	$33,682	2017-06-02	$158,785
1,375.000 ASHLAND GLOBAL HOLDINGS INC	P	$93,024	$15,521	$15,521	2017-06-02	$77,503
1,930.000 BIOMARIN PHARMACEUTICAL INC	P	$175,342	$5,715	$5,715	2017-06-02	$169,627
585.000 BIOGEN INC	P	$150,215	-$13,683	-$13,683	2017-06-02	$163,898
500.000 BLACKROCK INC	P	$207,904	$56,492	$56,492	2017-06-02	$151,412
160.000 BOOKING HOLDINGS INC	P	$302,852	$104,526	$104,526	2017-06-02	$198,326
1,580.000 BRISTOL MYERS SQUIBB CO	P	$87,009	$454	$454	2017-06-02	$86,555
1,265.000 DAVITA INC	P	$84,136	-$3,098	-$3,098	2017-06-02	$87,234
1,560.000 ELECTRONIC ARTS INC	P	$178,093	$151,333	$151,333	2017-06-02	$26,760
1,980.000 EXPRESS SCRIPTS HOLDING CO	P	$119,960	-$31,467	-$31,467	2017-06-02	$151,427
2,250.000 FACEBOOK INC A	P	$344,901	$79,653	$79,653	2017-06-02	$265,248
675.000 FEDEX CORP	P	$137,415	$9,811	$9,811	2017-06-02	$127,604
5,260.000 FREEPORT MCMORAN INC	P	$59,279	-$20,600	-$20,600	2017-06-02	$79,879
1,305.000 JOHNSON + JOHNSON	P	$169,608	$62,278	$62,278	2017-06-02	$107,330
2,470.000 LULULEMON ATHLETICA INC	P	$135,088	$19,130	$19,130	2017-06-02	$115,958
1,405.000 MASTERCARD INC A	P	$175,647	$55,979	$55,979	2017-06-02	$119,668
3,190.000 MICROSOFT CORP	P	$228,708	$47,514	$47,514	2017-06-02	$181,194
2,105.000 MONSANTO CO	P	$247,718	-$2,311	-$2,311	2017-06-02	$250,029
1,290.000 QORVO INC	P	$101,900	$5,742	$5,742	2017-06-02	$96,158
280.000 REGENERON PHARMACEUTICALS	P	$134,556	$22,249	$22,249	2017-06-02	$112,307
1,420.000 SALESFORCE.COM INC	P	$129,107	$25,475	$25,475	2017-06-02	$103,632
2,440.000 SCHLUMBERGER LTD	P	$167,819	-$14,394	-$14,394	2017-06-02	$182,213
3,300.000 SERVICENOW INC	P	$354,241	$148,615	$148,615	2017-06-02	$205,626
1,800.000 SKYWORKS SOLUTIONS INC	P	$195,096	$62,626	$62,626	2017-06-02	$132,470
1,270.000 SOUTHERN COPPER CORP	P	$43,883	-$1,716	-$1,716	2017-06-02	$45,599
8,530.000 TWENTY FIRST CENTURY FOX A	P	$238,408	$45,918	$45,918	2017-06-02	$192,490
1,590.000 VERTEX PHARMACEUTICALS INC	P	$206,428	$80,993	$80,993	2017-06-02	$125,435
2,020.000 VISA INC CLASS A SHARES	P	$194,025	$66,459	$66,459	2017-06-02	$127,566
4,090.000 ZAYO GROUP HOLDINGS INC	P	$131,538	$3,605	$3,605	2017-06-02	$127,933
2,880.000 LIBERTY GLOBAL PLC A	P	$91,483	-$9,811	-$9,811	2017-06-02	$101,294
3,110.000 MEDTRONIC PLC	P	$267,119	$32,200	$32,200	2017-06-02	$234,919
3,440.000 NIELSEN HOLDINGS PLC	P	$134,621	-$27,071	-$27,071	2017-06-02	$161,692
32,510.000 AMBEV SA ADR	P	$183,518	-$4,795	-$4,795	2017-06-02	$188,313
2,810.000 NOVARTIS AG SPONSORED ADR	P	$231,384	$29,551	$29,551	2017-06-02	$201,833
3,330.000 UNILEVER PLC SPONSORED ADR	P	$187,519	$78,759	$78,759	2017-06-02	$108,760
3,460.000 WEYERHAEUSER CO	P	$115,838	$16,056	$16,056	2017-06-02	$99,782
77,634.213 MANNING + NAPIER FUND INC IN	P	$691,721	-$9,162	-$9,162	2017-06-05	$700,883
38,609.552 MANNING + NAPIER FUND INC WO	P	$303,085	-$16,662	-$16,662	2017-06-05	$319,747
211,897.695 MANNING + NAPIER GLOBAL FIXED	P	$2,021,504	-$14,833	-$14,833	2017-06-05	$2,036,337
19,565.344 MANNING + NAPIER FUND INC EM	P	$181,566	-$36,887	-$36,887	2017-06-05	$218,453
41,983.156 MANNING + NAPIER FUND INC RE	P	$633,106	-$28,114	-$28,114	2017-06-05	$661,220
435,000.000 AT+T INC	P	$473,237	$1,071	$1,071	2017-06-06	$472,166
200,000.000 AT+T INC	P	$212,630	-$3,758	-$3,758	2017-06-06	$216,388
20,000.000 ANHEUSER BUSCH INBEV WOR	P	$21,832	-$2,567	-$2,567	2017-06-06	$24,399
115,000.000 ANHEUSER BUSCH INBEV WOR	P	$179,069	$5,214	$5,214	2017-06-06	$173,855
55,000.000 BANK OF NOVA SCOTIA	P	$54,897	-$74	-$74	2017-06-06	$54,971
150,000.000 CHEVRON CORP	P	$155,403	$847	$847	2017-06-06	$154,556
25,000.000 CITIGROUP INC	P	$26,298	$1,298	$1,298	2017-06-06	$25,000
300,000.000 CITIGROUP INC	P	$302,118	-$2,517	-$2,517	2017-06-06	$304,635
50,000.000 CITIGROUP INC	P	$50,681	$804	$804	2017-06-06	$49,877
84,000.000 COMCAST CORP	P	$90,883	$3,824	$3,824	2017-06-06	$87,059
455,000.000 GENERAL ELECTRIC CO	P	$498,189	-$5,069	-$5,069	2017-06-06	$503,258
50,000.000 GOLDMAN SACHS GROUP INC	P	$50,540	$540	$540	2017-06-06	$50,000
40,000.000 GOLDMAN SACHS GROUP INC	P	$41,381	-$5,725	-$5,725	2017-06-06	$47,106
275,000.000 KINDER MORGAN ENER PART	P	$305,003	-$29,551	-$29,551	2017-06-06	$334,554
25,000.000 KINDER MORGAN ENER PART	P	$26,065	$446	$446	2017-06-06	$25,619
100,000.000 KROGER CO	P	$101,081	-$1,363	-$1,363	2017-06-06	$102,444
275,000.000 BANK OF AMERICA CORP	P	$287,067	-$26,826	-$26,826	2017-06-06	$313,893
375,000.000 NBCUNIVERSAL MEDIA LLC	P	$410,291	-$12,762	-$12,762	2017-06-06	$423,053
20,000.000 PETROLEOS MEXICANOS	P	$20,550	-$1,630	-$1,630	2017-06-06	$22,180
35,000.000 PETROLEOS MEXICANOS	P	$35,518	$212	$212	2017-06-06	$35,306
180,000.000 QUALCOMM INC	P	$186,197	$568	$568	2017-06-06	$185,629
25,000.000 SOUTHWEST AIRLINES CO	P	$25,443	$372	$372	2017-06-06	$25,071
435,000.000 WARNER MEDIA LLC	P	$471,209	-$1,049	-$1,049	2017-06-06	$472,258
282,000.000 US TREASURY N/B	P	$407,754	$9,842	$9,842	2017-06-06	$397,912
447,000.000 US TREASURY N/B	P	$602,594	-$33,632	-$33,632	2017-06-06	$636,226
204,780.720 TSY INFL IX N/B	P	$192,046	$14,743	$14,743	2017-06-06	$177,303
449,000.000 US TREASURY N/B	P	$421,920	$20,175	$20,175	2017-06-06	$401,745
365,775.760 TSY INFL IX N/B	P	$383,150	$11,344	$11,344	2017-06-06	$371,806
191,850.180 TSY INFL IX N/B	P	$193,229	$10,142	$10,142	2017-06-06	$183,087
300,000.000 FREDDIE MAC	P	$307,254	-$3,171	-$3,171	2017-06-07	$310,425
430,000.000 US TREASURY N/B	P	$432,419	-$2,432	-$2,432	2017-06-07	$434,851
1,500,000.000 US TREASURY N/B	P	$1,493,379	-$3,605	-$3,605	2017-06-14	$1,496,984
25,000.000 KINDER MORGAN INC/DELAWA	P	$25,000	-$3,000	-$3,000	2017-06-15	$28,000
400,000.000 BANCO SANTANDER SA	P	$409,148	-$1,980	-$1,980	2017-06-16	$411,128
150,000.000 KINDER MORGAN ENER PART	P	$155,744	-$1,236	-$1,236	2017-06-28	$156,980
1,700,000.000 US TREASURY N/B	P	$1,693,492	-$3,090	-$3,090	2017-07-19	$1,696,582
285,000.000 AT+T INC	P	$307,011	-$3,148	-$3,148	2017-07-28	$310,159
310,000.000 CHEVRON CORP	P	$310,977	-$364	-$364	2017-08-08	$311,341
100,000.000 WELLS FARGO + COMPANY	P	$100,000	-$18	-$18	2017-09-08	$100,018
230,000.000 GOLDMAN SACHS GROUP INC	P	$237,298	$259	$259	2017-09-11	$237,039
295,000.000 TRANSCANADA PIPELINES	P	$311,001	-$2,188	-$2,188	2017-09-21	$313,189
9,410.040 FORD CREDIT AUTO OWNER TRUST	P	$9,410	$0	$0	2017-10-16	$9,410
524,000.000 DISCOVER CARD EXECUTION NOTE T	P	$524,000	-$716	-$716	2017-10-16	$524,716
155,000.000 ABBVIE INC	P	$155,122	-$131	-$131	2017-10-25	$155,253
275,000.000 DOW CHEMICAL CO/THE	P	$301,848	-$13,327	-$13,327	2017-10-26	$315,175
145,000.000 FLUOR CORP	P	$148,251	-$4,499	-$4,499	2017-10-26	$152,750
225,000.000 GOLDMAN SACHS GROUP INC	P	$234,373	$2,487	$2,487	2017-10-26	$231,886
155,000.000 AUTOMATIC DATA PROCESSNG	P	$156,601	-$128	-$128	2017-10-30	$156,729
400,000.000 GENERAL ELECTRIC CO	P	$387,428	-$3,816	-$3,816	2017-10-30	$391,244
325,000.000 AERCAP IRELAND CAP/GLOBA	P	$344,399	-$318	-$318	2017-11-07	$344,717
260,000.000 AMERICAN INTL GROUP	P	$283,899	-$2,541	-$2,541	2017-11-08	$286,440
310,000.000 AMERICAN TOWER CORP	P	$314,067	-$1,160	-$1,160	2017-11-08	$315,227
30,000.000 BANK OF AMERICA CORP	P	$32,477	-$4,814	-$4,814	2017-11-08	$37,291
155,000.000 PETROLEOS MEXICANOS	P	$153,931	-$812	-$812	2017-11-08	$154,743
50,000.000 TRANSCANADA PIPELINES	P	$50,000	$75	$75	2017-11-09	$49,925
150,000.000 SCHLUMBERGER INVESTMENT	P	$157,866	-$933	-$933	2017-11-10	$158,799
220,000.000 CVS HEALTH CORP	P	$225,014	-$3,391	-$3,391	2017-11-29	$228,405
CASH IN LIEU	P	$788	$788	$788	2017-11-29
CASH IN LIEU	P	$18	$18	$18	2017-11-29
CERNER	P	$23,796	$23,796	$23,796	2017-04-25
YUM	P	$17,992	$17,992	$17,992	2017-04-17
WEBSENSE	P	$9,910	$9,910	$9,910	2017-11-01
POLYCOM INC	P	$1,167	$1,167	$1,167	2017-06-06
AEROPOSTALE	P	$1,225	$1,225	$1,225	2017-06-06
3,540.000 CERNER CORP	P	$168,530	$5,743	$5,743	2017-01-09	$162,787
2,170.000 TIME WARNER INC	P	$206,388	$41,908	$41,908	2017-01-18	$164,480
6,791.000 ALCOA CORP	P	$255,583	$107,145	$107,145	2017-01-24	$148,438
3,430.000 ELECTRONIC ARTS INC	P	$276,642	$207,961	$207,961	2017-01-24	$68,681
1,900.000 JOHNSON + JOHNSON	P	$212,411	$62,300	$62,300	2017-01-24	$150,111
140.000 ALPHABET INC CL C	P	$115,478	$65,837	$65,837	2017-01-24	$49,641
140.000 ALPHABET INC CL A	P	$119,062	$67,361	$67,361	2017-01-24	$51,701
400,000.000 EBAY INC	P	$403,468	-$3,596	-$3,596	2017-01-25	$407,064
135,000.000 INTEL CORP	P	$136,850	-$758	-$758	2017-01-25	$137,608
310.000 AMAZON.COM INC	P	$258,907	$34,319	$34,319	2017-01-26	$224,588
7,030.000 FLOWSERVE CORP	P	$345,473	-$50,108	-$50,108	2017-01-31	$395,581
3,420.000 SKYWORKS SOLUTIONS INC	P	$313,415	$60,881	$60,881	2017-02-01	$252,534
3,270.000 SERVICENOW INC	P	$292,676	$71,811	$71,811	2017-02-03	$220,865
160,000.000 AT+T INC	P	$166,827	-$6,283	-$6,283	2017-02-06	$173,110
120,000.000 AIR LEASE CORP	P	$122,599	$2,551	$2,551	2017-02-06	$120,048
180,000.000 AMERICAN INTL GROUP	P	$196,560	-$108	-$108	2017-02-06	$196,668
60,000.000 AMERICAN TOWER CORP	P	$60,298	$442	$442	2017-02-06	$59,856
60,000.000 BHP BILLITON FIN USA LTD	P	$66,018	$1,789	$1,789	2017-02-06	$64,229
95,000.000 BANK OF AMERICA CORP	P	$106,533	-$11,556	-$11,556	2017-02-06	$118,089
45,000.000 BEAR STEARNS COS LLC	P	$47,412	-$5,613	-$5,613	2017-02-06	$53,025
100,000.000 CHEVRON CORP	P	$102,579	-$458	-$458	2017-02-06	$103,037
65,000.000 CITIGROUP INC	P	$67,944	$2,944	$2,944	2017-02-06	$65,000
160,000.000 CITIGROUP INC	P	$161,646	-$826	-$826	2017-02-06	$162,472
165,000.000 COMCAST CORP	P	$180,408	$3,030	$3,030	2017-02-06	$177,378
60,000.000 KINDER MORGAN INC/DELAWA	P	$61,115	-$6,085	-$6,085	2017-02-06	$67,200
105,000.000 GENERAL ELECTRIC CO	P	$116,673	$279	$279	2017-02-06	$116,394
145,000.000 GOLDMAN SACHS GROUP INC	P	$146,478	$1,478	$1,478	2017-02-06	$145,000
115,000.000 GOLDMAN SACHS GROUP INC	P	$120,757	$6,248	$6,248	2017-02-06	$114,509
400,000.000 HOME DEPOT INC	P	$405,028	-$6,312	-$6,312	2017-02-06	$411,340
85,000.000 JPMORGAN CHASE + CO	P	$92,976	-$8,162	-$8,162	2017-02-06	$101,138
244,000.000 MORGAN STANLEY	P	$246,330	$5,228	$5,228	2017-02-06	$241,102
100,000.000 MORGAN STANLEY	P	$111,241	$7,779	$7,779	2017-02-06	$103,462
60,000.000 MORGAN STANLEY	P	$66,635	$10,236	$10,236	2017-02-06	$56,399
105,000.000 ORACLE CORP	P	$113,302	$7,304	$7,304	2017-02-06	$105,998
60,000.000 PETROLEOS MEXICANOS	P	$62,280	-$4,260	-$4,260	2017-02-06	$66,540
80,000.000 PEPSICO INC	P	$83,776	$4,811	$4,811	2017-02-06	$78,965
315,000.000 PEPSICO INC	P	$315,246	-$1,354	-$1,354	2017-02-06	$316,600
135,000.000 QUALCOMM INC	P	$135,772	-$2,058	-$2,058	2017-02-06	$137,830
70,000.000 SOUTHWEST AIRLINES CO	P	$71,273	$1,074	$1,074	2017-02-06	$70,199
105,000.000 WARNER MEDIA LLC	P	$112,598	$8,552	$8,552	2017-02-06	$104,046
55,000.000 TRANSCANADA PIPELINES	P	$55,037	$120	$120	2017-02-06	$54,917
115,000.000 WELLS FARGO + COMPANY	P	$115,000	-$21	-$21	2017-02-06	$115,021
290.000 BOOKING HOLDINGS INC	P	$478,192	$115,279	$115,279	2017-02-10	$362,913
7,310.000 RANGE RESOURCES CORP	P	$223,374	-$118,288	-$118,288	2017-02-21	$341,662
9,530.000 TRIBUNE MEDIA CO A	P	$362,696	-$132,318	-$132,318	2017-03-06	$495,014
50,000.000 VERIZON COMMUNICATIONS	P	$54,159	-$1,583	-$1,583	2017-03-14	$55,742
230,000.000 VERIZON COMMUNICATIONS	P	$234,020	-$17,050	-$17,050	2017-03-14	$251,070
2,805.000 MONSANTO CO	P	$319,672	$90,600	$90,600	2017-03-29	$229,072
1,315.000 APPLE INC	P	$189,109	$45,376	$45,376	2017-03-30	$143,733
1,835.000 BRISTOL MYERS SQUIBB CO	P	$99,372	-$1,008	-$1,008	2017-04-04	$100,380
580.000 ALEXION PHARMACEUTICALS INC	P	$67,477	-$7,425	-$7,425	2017-04-05	$74,902
400,000.000 SANTANDER HOLDINGS USA	P	$398,988	$5,260	$5,260	2017-04-06	$393,728
5,490.000 YUM CHINA HOLDINGS INC	P	$169,043	$48,419	$48,419	2017-04-07	$120,624
3,340.000 ASHLAND GLOBAL HOLDINGS INC	P	$420,922	$94,623	$94,623	2017-04-11	$326,299
400,000.000 BANCO SANTANDER SA	P	$402,832	$3,576	$3,576	2017-04-18	$399,256
89,330.152 DYNAMIC OPPORTUNITIES SERIES	P	$860,437	$4,433	$4,433	2017-04-18	$856,004
110,000.000 JPMORGAN CHASE + CO	P	$118,793	-$4	-$4	2017-04-19	$118,797
9,740.000 PAYPAL HOLDINGS INC	P	$421,455	$122,417	$122,417	2017-04-19	$299,038
105,000.000 MORGAN STANLEY	P	$105,457	$6,136	$6,136	2017-04-20	$99,321
1,830.000 ALEXION PHARMACEUTICALS INC	P	$218,056	-$18,272	-$18,272	2017-04-24	$236,328
280.000 AMAZON.COM INC	P	$254,018	$51,164	$51,164	2017-04-25	$202,854
4,310.000 CERNER CORP	P	$256,742	$58,546	$58,546	2017-04-25	$198,196
2,115.000 FACEBOOK INC A	P	$321,462	$69,784	$69,784	2017-05-01	$251,678
500,000.000 FREDDIE MAC	P	$507,360	$10,355	$10,355	2017-05-09	$497,005
4,721.000 VALVOLINE INC	P	$109,626	$23,423	$23,423	2017-05-16	$86,203
2,255.000 APPLE INC	P	$344,150	$97,673	$97,673	2017-05-18	$246,477
648,000.000 ASSURED GUARANTY US HLDG	P	$695,848	$18,009	$18,009	2017-05-24	$677,839
40,000.000 WELLTOWER INC	P	$43,104	$905	$905	2017-05-24	$42,199
3,860.000 LIBERTY GLOBAL PLC A	P	$118,130	-$33,724	-$33,724	2017-05-24	$151,854
405.000 REGENERON PHARMACEUTICALS	P	$185,529	$23,546	$23,546	2017-05-26	$161,983
4,590.000 MASTERCARD INC A	P	$556,829	$163,621	$163,621	2017-05-30	$393,208
2,295.000 MICROSOFT CORP	P	$166,015	$35,658	$35,658	2017-06-06	$130,357
910.000 BLACKROCK INC	P	$379,553	$103,983	$103,983	2017-06-09	$275,570
7,320.000 LIBERTY GLOBAL PLC A	P	$213,856	-$74,115	-$74,115	2017-06-14	$287,971
1,425.000 VERTEX PHARMACEUTICALS INC	P	$186,847	$74,435	$74,435	2017-07-12	$112,412
2,260.000 SERVICENOW INC	P	$244,615	$91,968	$91,968	2017-07-21	$152,647
90,000.000 AT+T INC	P	$96,951	-$1,267	-$1,267	2017-07-28	$98,218
70.000 AMAZON.COM INC	P	$69,213	$18,500	$18,500	2017-08-03	$50,713
525.000 ELECTRONIC ARTS INC	P	$62,322	$51,810	$51,810	2017-08-03	$10,512
630.000 JOHNSON + JOHNSON	P	$83,859	$34,086	$34,086	2017-08-03	$49,773
1,250.000 LULULEMON ATHLETICA INC	P	$75,771	$4,558	$4,558	2017-08-03	$71,213
21,736.000 MANNING + NAPIER FUND INC WO	P	$175,192	-$4,809	-$4,809	2017-08-03	$180,001
1,145.000 SCHLUMBERGER LTD	P	$77,949	$1,287	$1,287	2017-08-03	$76,662
3,258.000 UNILEVER PLC SPONSORED ADR	P	$185,083	$97,575	$97,575	2017-08-03	$87,508
4,595.000 WEYERHAEUSER CO	P	$150,644	$18,130	$18,130	2017-08-03	$132,514
58.000 ALPHABET INC CL C	P	$53,668	$33,102	$33,102	2017-08-03	$20,566
50.000 ALPHABET INC CL A	P	$47,121	$28,656	$28,656	2017-08-03	$18,465
55,000.000 ANHEUSER BUSCH INBEV WOR	P	$59,689	-$7,407	-$7,407	2017-08-03	$67,096
9,253.000 ARCONIC INC	P	$233,817	$30,283	$30,283	2017-08-03	$203,534
360.000 BIOGEN INC	P	$103,223	$4,261	$4,261	2017-08-03	$98,962
55.000 BOOKING HOLDINGS INC	P	$111,528	$42,700	$42,700	2017-08-03	$68,828
60,000.000 KINDER MORGAN ENER PART	P	$62,501	$1,015	$1,015	2017-08-03	$61,486
23,046.000 MANNING + NAPIER FUND INC EM	P	$214,097	-$43,219	-$43,219	2017-08-03	$257,316
9,226.000 MANNING + NAPIER FUND INC RE	P	$140,604	-$4,702	-$4,702	2017-08-03	$145,306
570.000 MASTERCARD INC A	P	$74,225	$25,395	$25,395	2017-08-03	$48,830
105,000.000 MORGAN STANLEY	P	$105,723	$723	$723	2017-08-03	$105,000
730.000 QORVO INC	P	$48,923	-$2,623	-$2,623	2017-08-03	$51,546
720.000 SALESFORCE.COM INC	P	$65,066	$12,520	$12,520	2017-08-03	$52,546
100,000.000 SANTANDER HOLDINGS USA	P	$100,391	$553	$553	2017-08-03	$99,838
855.000 SKYWORKS SOLUTIONS INC	P	$87,125	$19,757	$19,757	2017-08-03	$67,368
470.000 SOUTHERN COPPER CORP	P	$18,585	$1,710	$1,710	2017-08-03	$16,875
4,280.000 TWENTY FIRST CENTURY FOX A	P	$123,492	$22,199	$22,199	2017-08-03	$101,293
1,325,000.000 US TREASURY N/B	P	$1,320,031	-$3,073	-$3,073	2017-08-03	$1,323,104
1,250,000.000 US TREASURY N/B	P	$1,247,461	$6,927	$6,927	2017-08-03	$1,240,534
560.000 VERTEX PHARMACEUTICALS INC	P	$86,451	$42,275	$42,275	2017-08-03	$44,176
1,080.000 VISA INC CLASS A SHARES	P	$108,927	$41,359	$41,359	2017-08-03	$67,568
1,740.000 NIELSEN HOLDINGS PLC	P	$74,703	-$4,357	-$4,357	2017-08-03	$79,060
25,000.000 CHEVRON CORP	P	$25,079	$26	$26	2017-08-08	$25,053
604,000.000 FHLMC MULTIFAMILY STRUCTURED P	P	$636,276	$2,855	$2,855	2017-08-30	$633,421
588,300.000 FHLMC MULTIFAMILY STRUCTURED P	P	$612,200	$1,310	$1,310	2017-08-30	$610,890
2,820.000 SALESFORCE.COM INC	P	$270,204	$64,400	$64,400	2017-09-13	$205,804
40,000.000 TRANSCANADA PIPELINES	P	$42,170	-$771	-$771	2017-09-21	$42,941
785.000 BIOGEN INC	P	$247,643	$31,850	$31,850	2017-10-02	$215,793
400,000.000 FREDDIE MAC	P	$406,644	$9,040	$9,040	2017-10-02	$397,604
5,485.000 MONSANTO CO	P	$657,634	$209,698	$209,698	2017-10-04	$447,936
13,120.000 FREEPORT MCMORAN INC	P	$193,324	-$5,919	-$5,919	2017-10-05	$199,243
977.000 TWENTY FIRST CENTURY FOX A	P	$26,326	$3,204	$3,204	2017-10-05	$23,122
16,403.000 TWENTY FIRST CENTURY FOX A	P	$441,878	$53,676	$53,676	2017-10-05	$388,202
332,000.000 DISCOVER CARD EXECUTION NOTE T	P	$332,000	-$454	-$454	2017-10-16	$332,454
5,967.340 FORD CREDIT AUTO OWNER TRUST	P	$5,967	$0	$0	2017-10-16	$5,967
1,000.000 EXPRESS SCRIPTS HOLDING CO	P	$58,830	-$19,728	-$19,728	2017-10-24	$78,558
30,000.000 CHEVRON CORP	P	$30,053	-$11	-$11	2017-10-26	$30,064
105,000.000 DOW CHEMICAL CO/THE	P	$115,251	-$17,328	-$17,328	2017-10-26	$132,579
185,000.000 GOLDMAN SACHS GROUP INC	P	$192,707	$3,189	$3,189	2017-10-26	$189,518
280,000.000 AUTOMATIC DATA PROCESSNG	P	$282,562	-$1,923	-$1,923	2017-10-31	$284,485
125,000.000 GENERAL ELECTRIC CO	P	$120,625	$7,375	$7,375	2017-11-02	$113,250
150,000.000 AERCAP IRELAND CAP/GLOBA	P	$159,024	$1,738	$1,738	2017-11-03	$157,286
110,000.000 KINDER MORGAN ENER PART	P	$115,623	$1,696	$1,696	2017-11-03	$113,927
60,000.000 PEPSICO INC	P	$62,018	$1,653	$1,653	2017-11-03	$60,365
55,000.000 BP CAPITAL MARKETS PLC	P	$57,195	$1,390	$1,390	2017-11-09	$55,805
300,000.000 US TREASURY N/B	P	$300,000	-$2,810	-$2,810	2017-11-09	$302,810
300,000.000 US TREASURY N/B	P	$295,781	-$1,595	-$1,595	2017-11-09	$297,376
43,753.923 MANNING + NAPIER FUND INC EM	P	$406,080	-$82,192	-$82,192	2017-11-10	$488,272
5,135.000 OCEANEERING INTL INC	P	$97,490	-$32,660	-$32,660	2017-11-17	$130,150
290,000.000 FANNIE MAE	P	$284,186	-$2,558	-$2,558	2017-11-21	$286,744
290,000.000 FANNIE MAE	P	$294,515	-$1,438	-$1,438	2017-11-21	$295,953
220,000.000 US TREASURY N/B	P	$213,984	-$3,105	-$3,105	2017-11-21	$217,089
400,000.000 US TREASURY N/B	P	$394,313	-$2,658	-$2,658	2017-11-21	$396,971
65.000 AMAZON.COM INC	P	$76,010	$28,919	$28,919	2017-11-29	$47,091
140,000.000 CVS HEALTH CORP	P	$143,137	$479	$479	2017-11-29	$142,658
835.000 FEDEX CORP	P	$200,758	$39,831	$39,831	2017-12-15	$160,927
130.000 ALPHABET INC CL C	P	$137,909	$91,813	$91,813	2017-12-22	$46,096
130.000 ALPHABET INC CL A	P	$139,041	$91,033	$91,033	2017-12-22	$48,008
BANK OF NEW YORK MELLON	P	$6,115	$6,115	$6,115	2017-04-13
WEATHERFORD INTERNATIONAL	P	$1,649	$1,649	$1,649	2017-04-18
BANK OF NEW YORK MELLON	P	$6,115	$6,115	$6,115	2017-05-18
10,583.000 MOSAIC CO/THE	P	$330,308	-$165,852	-$165,852	2017-01-20	$496,160
30.000 BERKSHIRE HATHAWAY INC CL B	P	$4,906	$1,268	$1,268	2017-01-30	$3,638
50.000 PROGRESSIVE CORP	P	$1,871	$130	$130	2017-01-30	$1,741
80.000 SOUTHWEST AIRLINES CO	P	$4,109	$29	$29	2017-01-30	$4,080
40.000 WELLS FARGO + CO	P	$2,235	$408	$408	2017-01-30	$1,827
10.000 BLACKROCK INC	P	$3,733	$678	$678	2017-01-30	$3,055
20.000 O REILLY AUTOMOTIVE INC	P	$5,243	$301	$301	2017-01-30	$4,942
12,302.000 GENERAL ELECTRIC CO	P	$372,206	$24,997	$24,997	2017-03-10	$347,209
860.000 EDGEWELL PERSONAL CARE CO	P	$64,361	-$1,434	-$1,434	2017-03-10	$65,795
1,240.000 EDGEWELL PERSONAL CARE CO	P	$92,337	-$2,530	-$2,530	2017-03-13	$94,867
1,520.000 EDGEWELL PERSONAL CARE CO	P	$112,245	-$4,043	-$4,043	2017-03-14	$116,288
4,195.000 EDGEWELL PERSONAL CARE CO	P	$310,066	-$10,874	-$10,874	2017-03-15	$320,940
11,686.000 GENERAL ELECTRIC CO	P	$322,356	-$7,467	-$7,467	2017-06-22	$329,823
1,330.000 EDGEWELL PERSONAL CARE CO	P	$102,962	$1,210	$1,210	2017-06-22	$101,752
430.000 EDGEWELL PERSONAL CARE CO	P	$33,318	$421	$421	2017-06-23	$32,897
2,360.000 EDGEWELL PERSONAL CARE CO	P	$182,556	$2,004	$2,004	2017-06-23	$180,552
1,460.000 EDGEWELL PERSONAL CARE CO	P	$112,758	$1,060	$1,060	2017-06-26	$111,698
340.000 EDGEWELL PERSONAL CARE CO	P	$26,045	$33	$33	2017-06-27	$26,012
1,947.000 EDGEWELL PERSONAL CARE CO	P	$149,027	$71	$71	2017-06-27	$148,956
260.000 APPLE INC	P	$43,232	$17,745	$17,745	2017-11-01	$25,487
50.000 BERKSHIRE HATHAWAY INC CL B	P	$9,358	$3,294	$3,294	2017-11-01	$6,064
150.000 CARMAX INC	P	$11,168	$4,338	$4,338	2017-11-01	$6,830
150.000 CARNIVAL CORP	P	$9,943	$3,985	$3,985	2017-11-01	$5,958
100.000 ELI LILLY + CO	P	$8,351	$2,931	$2,931	2017-11-01	$5,420
1,000.000 BANK OF AMERICA CORP	P	$24,047	$7,458	$7,458	2017-02-24	$16,589
1,500.000 BANK OF AMERICA CORP	P	$37,892	$13,009	$13,009	2017-03-16	$24,883
5,800.000 BANK OF AMERICA CORP	P	$146,591	$50,377	$50,377	2017-03-16	$96,214
800.000 BANK OF AMERICA CORP	P	$18,246	$4,975	$4,975	2017-04-18	$13,271
1,600.000 BANK OF AMERICA CORP	P	$36,771	$10,229	$10,229	2017-04-19	$26,542
3,400.000 DOW CHEMICAL CO/THE	P	$191,998	$0	$0	2017-09-01	$191,998
8,400.000 DU PONT (E.I.) DE NEMOURS	P	$605,492	$0	$0	2017-09-01	$605,492
670.000 GAP INC/THE	P	$15,926	-$8,883	-$8,883	2017-04-13	$24,809
684.000 GAP INC/THE	P	$16,351	-$8,976	-$8,976	2017-04-13	$25,327
580.000 GAP INC/THE	P	$13,790	-$7,686	-$7,686	2017-04-17	$21,476
690.000 GAP INC/THE	P	$16,413	-$9,137	-$9,137	2017-04-17	$25,550
2,670.000 GAP INC/THE	P	$63,516	-$35,350	-$35,350	2017-04-17	$98,866
90.000 GAP INC/THE	P	$2,147	-$1,186	-$1,186	2017-04-18	$3,333
1,960.000 GAP INC/THE	P	$46,840	-$25,735	-$25,735	2017-04-18	$72,575
600.000 GAP INC/THE	P	$14,526	-$7,691	-$7,691	2017-04-19	$22,217
900.000 GAP INC/THE	P	$21,606	-$11,719	-$11,719	2017-04-19	$33,325
2,190.000 GAP INC/THE	P	$53,148	-$27,944	-$27,944	2017-04-19	$81,092
1,030.000 GAP INC/THE	P	$25,742	-$12,397	-$12,397	2017-04-20	$38,139
800.000 INTERNATIONAL PAPER CO	P	$40,513	-$3,711	-$3,711	2017-03-09	$44,224
300.000 INTERNATIONAL PAPER CO	P	$15,376	-$1,208	-$1,208	2017-03-10	$16,584
500.000 INTERNATIONAL PAPER CO	P	$25,300	-$2,340	-$2,340	2017-03-10	$27,640
600.000 INTERNATIONAL PAPER CO	P	$30,385	-$2,783	-$2,783	2017-03-10	$33,168
300.000 INTERNATIONAL PAPER CO	P	$15,274	-$1,310	-$1,310	2017-03-13	$16,584
1,900.000 INTERNATIONAL PAPER CO	P	$96,267	-$8,766	-$8,766	2017-03-13	$105,033
2,500.000 RIO TINTO PLC SPON ADR	P	$104,846	-$105	-$105	2017-02-24	$104,951
4,100.000 RIO TINTO PLC SPON ADR	P	$170,718	-$1,402	-$1,402	2017-02-24	$172,120
1,500.000 RIO TINTO PLC SPON ADR	P	$62,580	-$391	-$391	2017-02-27	$62,971
400.000 SOUTHWEST AIRLINES CO	P	$22,317	$13,796	$13,796	2017-02-13	$8,521
800.000 SOUTHWEST AIRLINES CO	P	$44,237	$27,196	$27,196	2017-02-14	$17,041
900.000 SOUTHWEST AIRLINES CO	P	$49,718	$30,546	$30,546	2017-02-14	$19,172
1,300.000 SOUTHWEST AIRLINES CO	P	$71,890	$44,198	$44,198	2017-02-14	$27,692
2,600.000 STANLEY BLACK + DECKER INC	P	$307,806	$107,166	$107,166	2017-01-05	$200,640
200.000 STANLEY BLACK + DECKER INC	P	$23,582	$8,148	$8,148	2017-01-05	$15,434
100.000 AMERIPRISE FINANCIAL INC	P	$12,684	$1,741	$1,741	2017-04-13	$10,943
300.000 AMERIPRISE FINANCIAL INC	P	$38,064	$5,235	$5,235	2017-04-17	$32,829
600.000 AMERIPRISE FINANCIAL INC	P	$76,475	$10,817	$10,817	2017-04-17	$65,658
200.000 AMERIPRISE FINANCIAL INC	P	$25,371	$3,485	$3,485	2017-04-18	$21,886
210.000 AMERIPRISE FINANCIAL INC	P	$26,627	$3,647	$3,647	2017-04-18	$22,980
640.000 AMERIPRISE FINANCIAL INC	P	$81,048	$11,013	$11,013	2017-04-18	$70,035
290.000 AMERIPRISE FINANCIAL INC	P	$36,768	$5,033	$5,033	2017-04-19	$31,735
460.000 AMERIPRISE FINANCIAL INC	P	$58,767	$8,429	$8,429	2017-04-19	$50,338
990.000 AMERIPRISE FINANCIAL INC	P	$126,962	$18,626	$18,626	2017-04-20	$108,336
266.000 MEDTRONIC PLC	P	$20,784	$702	$702	2017-09-25	$20,082
272.000 MEDTRONIC PLC	P	$21,230	$695	$695	2017-09-25	$20,535
807.000 MEDTRONIC PLC	P	$63,070	$2,146	$2,146	2017-09-25	$60,924
43.000 MEDTRONIC PLC	P	$3,367	$121	$121	2017-09-26	$3,246
155.000 MEDTRONIC PLC	P	$12,196	$494	$494	2017-09-26	$11,702
210.000 MEDTRONIC PLC	P	$16,468	$614	$614	2017-09-26	$15,854
548.000 MEDTRONIC PLC	P	$42,969	$1,598	$1,598	2017-09-26	$41,371
713.000 MEDTRONIC PLC	P	$55,961	$2,133	$2,133	2017-09-26	$53,828
210.000 MEDTRONIC PLC	P	$16,432	$578	$578	2017-09-27	$15,854
400.000 MEDTRONIC PLC	P	$31,131	$933	$933	2017-09-27	$30,198
410.000 MEDTRONIC PLC	P	$31,839	$886	$886	2017-09-27	$30,953
190.000 MEDTRONIC PLC	P	$14,773	$429	$429	2017-09-28	$14,344
330.000 MEDTRONIC PLC	P	$25,526	$613	$613	2017-09-28	$24,913
350.000 MEDTRONIC PLC	P	$27,194	$771	$771	2017-09-28	$26,423
360.000 MEDTRONIC PLC	P	$27,937	$759	$759	2017-09-28	$27,178
480.000 MEDTRONIC PLC	P	$37,610	$1,373	$1,373	2017-09-27	$36,237
140.000 MEDTRONIC PLC	P	$10,886	$317	$317	2017-09-27	$10,569
170.000 MEDTRONIC PLC	P	$13,198	$364	$364	2017-09-28	$12,834
270.000 MEDTRONIC PLC	P	$20,957	$573	$573	2017-09-28	$20,384
500.000 MEDTRONIC PLC	P	$38,798	$1,051	$1,051	2017-09-28	$37,747
620.000 MEDTRONIC PLC	P	$48,170	$1,363	$1,363	2017-09-28	$46,807
230.000 MEDTRONIC PLC	P	$17,865	$501	$501	2017-09-28	$17,364
140.000 MEDTRONIC PLC	P	$10,906	$337	$337	2017-09-29	$10,569
190.000 MEDTRONIC PLC	P	$14,787	$443	$443	2017-09-29	$14,344
610.000 MEDTRONIC PLC	P	$47,390	$1,338	$1,338	2017-09-29	$46,052
620.000 MEDTRONIC PLC	P	$48,204	$1,397	$1,397	2017-09-29	$46,807
CASH IN LIEU	P	$55	$55	$55	2017-09-29
7,987.000 AMERICAN EXPRESS CO	P	$632,942	$105,118	$105,118	2017-05-01	$527,824
13,104.000 APPLIED MATERIALS INC	P	$601,641	$287,594	$287,594	2017-06-01	$314,047
4,324.000 ARCHER DANIELS MIDLAND CO	P	$197,060	$5,750	$5,750	2017-05-01	$191,310
41.000 ARROW ELECTRONICS INC	P	$3,109	$106	$106	2017-03-01	$3,003
595.000 AVIS BUDGET GROUP INC	P	$20,771	-$261	-$261	2017-03-01	$21,032
37,080.000 BANK OF AMERICA CORP	P	$1,034,122	$157,053	$157,053	2017-12-01	$877,069
10,138.000 BANK OF AMERICA CORP	P	$282,576	$42,777	$42,777	2017-12-01	$239,799
6,863.000 BANK OF NEW YORK MELLON CORP	P	$373,267	$38,784	$38,784	2017-12-01	$334,483
2,701.000 BED BATH + BEYOND INC	P	$101,421	-$37,579	-$37,579	2017-05-01	$139,000
838.000 BOEING CO/THE	P	$132,680	$23,523	$23,523	2017-01-04	$109,157
5,092.000 BOEING CO/THE	P	$1,221,990	$553,224	$553,224	2017-08-01	$668,766
1,522.000 BORGWARNER INC	P	$65,456	$9,973	$9,973	2017-05-01	$55,483
2,089.000 CARMAX INC	P	$139,519	$34,230	$34,230	2017-01-04	$105,289
5,718.000 CARNIVAL CORP	P	$374,857	$94,762	$94,762	2017-11-01	$280,095
960.000 COMPUTER SCIENCES CORP	P	$29,660	$0	$0	2017-04-03	$29,660
374.000 COPART INC	P	$22,391	$1,679	$1,679	2017-03-01	$20,712
1,728.000 CUMMINS INC	P	$291,179	$76,872	$76,872	2017-10-02	$214,307
144.000 CUMMINS INC	P	$23,614	$5,755	$5,755	2017-07-05	$17,859
214.000 CURTISS WRIGHT CORP	P	$19,404	$3,489	$3,489	2017-04-04	$15,915
57.000 DARDEN RESTAURANTS INC	P	$4,744	$607	$607	2017-04-04	$4,137
1,330.000 DEERE + CO	P	$154,092	$37,351	$37,351	2017-09-01	$116,741
541.000 DEERE + CO	P	$67,890	$20,404	$20,404	2017-07-05	$47,486
8,795.000 DELTA AIR LINES INC	P	$458,333	$67,016	$67,016	2017-12-01	$391,317
2,152.000 DOLLAR GENERAL CORP	P	$152,799	-$1,860	-$1,860	2017-07-05	$154,659
3,086.000 E TRADE FINANCIAL CORP	P	$126,539	$29,695	$29,695	2017-08-01	$96,844
5,075.000 EMERSON ELECTRIC CO	P	$309,913	$56,116	$56,116	2017-03-01	$253,797
3,200.000 EMERSON ELECTRIC CO	P	$195,062	$35,032	$35,032	2017-03-01	$160,030
1,154.000 EMERSON ELECTRIC CO	P	$65,227	$7,516	$7,516	2017-01-04	$57,711
245.000 FACTSET RESEARCH SYSTEMS INC	P	$40,580	-$1,503	-$1,503	2017-08-01	$42,083
666.000 FIRST HORIZON NATIONAL CORP	P	$12,398	-$1,135	-$1,135	2017-05-01	$13,533
959.000 FOOT LOCKER INC	P	$34,759	-$31,701	-$31,701	2017-09-01	$66,460
8,600.000 GILEAD SCIENCES INC	P	$557,673	-$148,831	-$148,831	2017-06-01	$706,504
3,322.000 GILEAD SCIENCES INC	P	$215,011	-$57,897	-$57,897	2017-06-01	$272,908
1,791.000 GILEAD SCIENCES INC	P	$137,180	-$10,120	-$10,120	2017-01-04	$147,300
146.000 GRACO INC	P	$13,113	$1,636	$1,636	2017-02-01	$11,477
3,170.000 HARLEY DAVIDSON INC	P	$194,147	$44,278	$44,278	2017-04-04	$149,869
2,255.000 HUNTSMAN CORP	P	$72,376	$31,692	$31,692	2017-11-01	$40,684
1,046.000 INTEGRATED DEVICE TECH INC	P	$26,147	$2,448	$2,448	2017-02-01	$23,699
1,242.000 LEAR CORP	P	$179,911	$43,188	$43,188	2017-08-01	$136,723
1,402.000 LEGGETT + PLATT INC	P	$69,977	-$1,129	-$1,129	2017-03-01	$71,106
501.000 LINCOLN ELECTRIC HOLDINGS	P	$45,916	$17,817	$17,817	2017-11-01	$28,099
72.000 MSC INDUSTRIAL DIRECT CO A	P	$5,830	$403	$403	2017-11-01	$5,427
96.000 MSC INDUSTRIAL DIRECT CO A	P	$6,785	-$1,438	-$1,438	2017-08-01	$8,223
2,888.380 MICRO FOCUS INTL SPN ADR	P	$85,265	$5,120	$5,120	2017-09-01	$80,145
0.380 MICRO FOCUS INTL SPN ADR	P	$12	$1	$1	2017-09-18	$11
2,888.000 MICRO FOCUS INTL SPN ADR	P	$91,961	$6,707	$6,707	2017-10-02	$85,254
61.000 NORFOLK SOUTHERN CORP	P	$7,492	$1,409	$1,409	2017-07-05	$6,083
2,168.000 NORTHROP GRUMMAN CORP	P	$638,517	$257,606	$257,606	2017-11-01	$380,911
1,887.000 OMNICOM GROUP	P	$127,336	-$31,511	-$31,511	2017-11-01	$158,847
802.000 OSHKOSH CORP	P	$52,580	$9,625	$9,625	2017-01-04	$42,955
1,392.000 OWENS CORNING	P	$76,581	$8,868	$8,868	2017-02-01	$67,713
1,095.000 PNC FINANCIAL SERVICES GROUP	P	$150,096	$11,091	$11,091	2017-11-01	$139,005
2,644.000 PNC FINANCIAL SERVICES GROUP	P	$343,181	$15,553	$15,553	2017-08-01	$327,628
555.000 PVH CORP	P	$56,701	-$1,787	-$1,787	2017-04-04	$58,488
1,283.000 PACKAGING CORP OF AMERICA	P	$116,163	$24,015	$24,015	2017-04-04	$92,148
173.000 PARKER HANNIFIN CORP	P	$27,874	$6,699	$6,699	2017-07-05	$21,175
1,888.000 QUALCOMM INC	P	$123,496	$23,645	$23,645	2017-01-04	$99,851
1,523.000 QUALCOMM INC	P	$80,693	$146	$146	2017-02-01	$80,547
14,747.000 QUALCOMM INC	P	$838,788	$58,863	$58,863	2017-03-01	$779,925
706.000 ROBERT HALF INTL INC	P	$39,590	$6,909	$6,909	2017-12-01	$32,681
47.000 ROCKWELL AUTOMATION INC	P	$7,653	$2,559	$2,559	2017-07-05	$5,094
914.000 TEXAS INSTRUMENTS INC	P	$67,119	$19,208	$19,208	2017-01-04	$47,911
6,809.000 TEXAS INSTRUMENTS INC	P	$519,571	$162,650	$162,650	2017-02-01	$356,921
7,639.000 TIME WARNER INC	P	$749,752	$162,894	$162,894	2017-04-04	$586,858
334.000 TIME WARNER INC	P	$32,408	$6,749	$6,749	2017-01-04	$25,659
4,414.000 TYSON FOODS INC CL A	P	$362,707	$73,859	$73,859	2017-12-01	$288,848
7,810.000 US BANCORP	P	$427,231	$3,499	$3,499	2017-12-01	$423,732
1,482.000 UNION PACIFIC CORP	P	$160,927	$1,221	$1,221	2017-07-05	$159,706
129.000 UNITED CONTINENTAL HOLDINGS	P	$9,827	$1,944	$1,944	2017-07-05	$7,883
1,293.000 UNITED RENTALS INC	P	$143,202	$59,327	$59,327	2017-06-01	$83,875
151.000 UNITED TECHNOLOGIES CORP	P	$18,553	$3,816	$3,816	2017-07-05	$14,737
1,185.000 UNITED TECHNOLOGIES CORP	P	$131,171	$20,817	$20,817	2017-01-04	$110,354
713.000 URBAN OUTFITTERS INC	P	$18,712	-$1,199	-$1,199	2017-02-01	$19,911
830.000 URBAN OUTFITTERS INC	P	$21,747	-$1,431	-$1,431	2017-02-01	$23,178
837.000 VF CORP	P	$45,109	-$957	-$957	2017-04-04	$46,066
1,265.000 VF CORP	P	$68,157	-$1,465	-$1,465	2017-04-04	$69,622
1,004.000 WABTEC CORP	P	$76,154	$2,292	$2,292	2017-11-01	$73,862
11,953.000 WALMART INC	P	$935,714	$91,900	$91,900	2017-09-01	$843,814
1,144.000 WALMART INC	P	$79,332	-$1,428	-$1,428	2017-01-04	$80,760
654.000 WALMART INC	P	$43,366	-$2,803	-$2,803	2017-02-01	$46,169
6,694.000 WESTERN UNION CO	P	$125,847	-$5,469	-$5,469	2017-09-01	$131,316
637.000 WHIRLPOOL CORP	P	$112,097	-$2,960	-$2,960	2017-08-01	$115,057
2,583.000 WHOLE FOODS MARKET INC	P	$79,184	-$1,104	-$1,104	2017-03-01	$80,288
7,605.000 XEROX CORP	P	$54,792	$0	$0	2017-06-15	$54,792
314.000 CARS.COM INC	P	$8,382	-$394	-$394	2017-06-01	$8,776
934.000 TARGET CORP	P	$68,907	-$1,077	-$1,077	2017-01-04	$69,984
633.000 TARGET CORP	P	$40,326	-$7,104	-$7,104	2017-02-01	$47,430
68.000 NCR CORPORATION	P	$2,475	$319	$319	2017-09-01	$2,156
5,429.000 TRAVELERS COS INC/THE	P	$722,266	$157,088	$157,088	2017-11-01	$565,178
152.000 AMC NETWORKS INC A	P	$9,280	-$372	-$372	2017-09-01	$9,652
4,421.000 ABBVIE INC	P	$334,805	$22,925	$22,925	2017-09-01	$311,880
650.000 AMERICAN AIRLINES GROUP INC	P	$33,279	$4,483	$4,483	2017-07-05	$28,796
956.000 ASSURANT INC	P	$95,366	$14,312	$14,312	2017-12-01	$81,054
1,159.000 AUTONATION INC	P	$48,609	-$8,758	-$8,758	2017-05-01	$57,367
6,122.000 CA INC	P	$189,518	-$9,400	-$9,400	2017-02-01	$198,918
2,766.000 CAPITAL ONE FINANCIAL CORP	P	$253,331	$4,792	$4,792	2017-11-01	$248,539
16,648.000 CISCO SYSTEMS INC	P	$501,643	$10,485	$10,485	2017-01-04	$491,158
2,525.000 CONOCOPHILLIPS	P	$122,790	$611	$611	2017-03-01	$122,179
2,575.000 DXC TECHNOLOGY CO	P	$177,669	$42,081	$42,081	2017-04-04	$135,588
1,947.000 DAVITA INC	P	$118,902	-$7,367	-$7,367	2017-12-01	$126,269
1,435.000 DISCOVERY INC A	P	$34,970	-$3,383	-$3,383	2017-08-01	$38,353
788.000 EXPRESS SCRIPTS HOLDING CO	P	$54,040	-$3,773	-$3,773	2017-02-01	$57,813
21,033.000 HEWLETT PACKARD ENTERPRISE	P	$313,271	$33,922	$33,922	2017-10-02	$279,349
722.000 LPL FINANCIAL HOLDINGS INC	P	$29,607	-$951	-$951	2017-03-01	$30,558
5,320.000 MACY S INC	P	$175,455	-$62,813	-$62,813	2017-03-01	$238,268
1,030.000 MANPOWERGROUP INC	P	$130,950	$49,373	$49,373	2017-12-01	$81,577
1,384.000 MCKESSON CORP	P	$229,004	$28,982	$28,982	2017-06-01	$200,022
6,613.000 NAVIENT CORP	P	$80,338	$4,816	$4,816	2017-11-01	$75,522
180.000 NU SKIN ENTERPRISES INC A	P	$11,026	-$371	-$371	2017-09-01	$11,397
309.000 NORTHROP GRUMMAN INNOVATION	P	$41,250	$9,876	$9,876	2017-10-02	$31,374
790.000 PENSKE AUTOMOTIVE GROUP INC	P	$37,563	$237	$237	2017-05-01	$37,326
3,507.000 PILGRIM S PRIDE CORP	P	$104,016	$28,720	$28,720	2017-09-01	$75,296
820.000 PRINCIPAL FINANCIAL GROUP	P	$54,667	$2,256	$2,256	2017-08-01	$52,411
1,560.000 QUEST DIAGNOSTICS INC	P	$169,521	$35,103	$35,103	2017-08-01	$134,418
2,099.000 S+P GLOBAL INC	P	$272,864	$28,601	$28,601	2017-03-01	$244,263
943.000 TEGNA INC	P	$14,410	-$1,034	-$1,034	2017-06-01	$15,444
305.000 TEMPUR SEALY INTERNATIONAL I	P	$17,536	-$1,941	-$1,941	2017-12-01	$19,477
880.000 TERADATA CORP	P	$24,366	-$2,811	-$2,811	2017-06-01	$27,177
383.000 3M CO	P	$68,223	$11,251	$11,251	2017-01-04	$56,972
3,719.000 3M CO	P	$650,982	$97,772	$97,772	2017-02-01	$553,210
4,531.000 TWENTY FIRST CENTURY FOX A	P	$125,209	-$10,945	-$10,945	2017-09-01	$136,154
69.000 UNITED THERAPEUTICS CORP	P	$8,285	-$140	-$140	2017-11-01	$8,425
1,387.000 WENDY S CO/THE	P	$20,248	$2,395	$2,395	2017-12-01	$17,853
486.000 AXIS CAPITAL HOLDINGS LTD	P	$26,355	-$6,763	-$6,763	2017-11-01	$33,118
3,809.000 EATON CORP PLC	P	$279,630	$39,306	$39,306	2017-03-01	$240,324
261.000 EVEREST RE GROUP LTD	P	$61,454	-$5,302	-$5,302	2017-11-01	$66,756
2,450.000 INVESCO LTD	P	$81,249	$962	$962	2017-09-01	$80,287
LAZARD LTD CL A	P	$65	$0	$0	2017-05-04	$65
788.000 LAZARD LTD CL A	P	$36,507	$1,423	$1,423	2017-08-01	$35,084
1,176.000 MALLINCKRODT PLC	P	$60,762	-$5,492	-$5,492	2017-03-01	$66,254
561.000 RENAISSANCERE HOLDINGS LTD	P	$82,860	$13,876	$13,876	2017-08-01	$68,984
645.000 SIGNET JEWELERS LTD	P	$33,846	-$17,232	-$17,232	2017-12-01	$51,078
1,036.000 VALIDUS HOLDINGS LTD	P	$60,425	$6,966	$6,966	2017-03-01	$53,459
1,090.000 XL GROUP LTD	P	$43,796	-$3,432	-$3,432	2017-11-01	$47,228
962.000 ALLIED WORLD ASSURANCE CO	P	$51,644	$8,833	$8,833	2017-01-04	$42,811
1,184.000 GARMIN LTD	P	$56,810	-$6,938	-$6,938	2017-02-01	$63,748
7,656.000 LYONDELLBASELL INDU CL A	P	$792,395	$139,932	$139,932	2017-11-01	$652,463
602.000 LYONDELLBASELL INDU CL A	P	$57,214	$5,910	$5,910	2017-02-01	$51,304
CASH IN LIEU	P	$63	$63	$63	2017-02-01
CASH IN LIEU	P	$7	$7	$7	2017-02-01
CASH IN LIEU	P	$8	$8	$8	2017-02-01
CASH IN LIEU	P	$269	$269	$269	2017-02-01
811.000 AAR CORP	P	$29,904	$9,296	$9,296	2017-08-03	$20,608
708.000 AAR CORP	P	$28,037	$10,046	$10,046	2017-10-05	$17,991
416.000 ABERCROMBIE + FITCH CO CL A	P	$4,116	-$3,687	-$3,687	2017-08-03	$7,803
365.000 ABERCROMBIE + FITCH CO CL A	P	$5,177	-$1,669	-$1,669	2017-10-05	$6,846
307.000 ACXIOM CORP	P	$8,226	$111	$111	2017-08-03	$8,115
272.000 ACXIOM CORP	P	$6,844	-$346	-$346	2017-10-05	$7,190
171.000 AEROVIRONMENT INC	P	$6,308	$908	$908	2017-08-03	$5,400
151.000 AEROVIRONMENT INC	P	$8,135	$3,367	$3,367	2017-10-05	$4,768
1,001.000 AMBAC FINANCIAL GROUP INC	P	$19,575	$1,322	$1,322	2017-08-03	$18,253
885.000 AMBAC FINANCIAL GROUP INC	P	$14,861	-$1,277	-$1,277	2017-10-05	$16,138
1,836.000 AMKOR TECHNOLOGY INC	P	$16,421	$4,643	$4,643	2017-08-03	$11,778
1,618.000 AMKOR TECHNOLOGY INC	P	$16,983	$6,604	$6,604	2017-10-05	$10,379
167.000 ANDERSONS INC/THE	P	$5,634	$29	$29	2017-08-03	$5,605
147.000 ANDERSONS INC/THE	P	$5,246	$312	$312	2017-10-05	$4,934
390.000 ANIXTER INTERNATIONAL INC	P	$30,167	$5,961	$5,961	2017-08-03	$24,206
338.000 ANIXTER INTERNATIONAL INC	P	$29,780	$8,802	$8,802	2017-10-05	$20,978
33,322.000 AVON PRODUCTS INC	P	$124,232	-$54,810	-$54,810	2017-07-12	$179,042
883.000 BELDEN INC	P	$72,926	$17,562	$17,562	2017-12-05	$55,364
166.000 BELDEN INC	P	$12,330	$1,922	$1,922	2017-08-03	$10,408
147.000 BELDEN INC	P	$12,309	$3,092	$3,092	2017-10-05	$9,217
465.000 BIG LOTS INC	P	$23,487	$1,697	$1,697	2017-08-03	$21,790
384.000 BIG LOTS INC	P	$20,189	$2,195	$2,195	2017-10-05	$17,994
2,145.000 BRINK S CO/THE	P	$146,678	$70,801	$70,801	2017-07-12	$75,877
986.000 BUCKLE INC/THE	P	$16,185	-$12,068	-$12,068	2017-08-03	$28,253
817.000 BUCKLE INC/THE	P	$13,860	-$9,551	-$9,551	2017-10-05	$23,411
291.000 CACI INTERNATIONAL INC CL A	P	$37,239	$7,992	$7,992	2017-08-03	$29,247
257.000 CACI INTERNATIONAL INC CL A	P	$36,869	$11,039	$11,039	2017-10-05	$25,830
373.000 CALGON CARBON CORP	P	$5,768	$562	$562	2017-08-03	$5,206
3,734.000 CALGON CARBON CORP	P	$79,756	$27,641	$27,641	2017-10-03	$52,115
600.000 CARPENTER TECHNOLOGY	P	$23,824	$2,959	$2,959	2017-08-03	$20,865
524.000 CARPENTER TECHNOLOGY	P	$26,435	$8,213	$8,213	2017-10-05	$18,222
316.000 CHEFS WAREHOUSE INC/THE	P	$4,602	$629	$629	2017-08-03	$3,973
279.000 CHEFS WAREHOUSE INC/THE	P	$5,535	$2,027	$2,027	2017-10-05	$3,508
1,503.000 CHICO S FAS INC	P	$13,572	-$3,334	-$3,334	2017-08-03	$16,906
1,312.000 CHICO S FAS INC	P	$11,591	-$3,166	-$3,166	2017-10-05	$14,757
388.000 COLUMBUS MCKINNON CORP/NY	P	$12,361	$5,110	$5,110	2017-08-03	$7,251
342.000 COLUMBUS MCKINNON CORP/NY	P	$13,003	$6,611	$6,611	2017-10-05	$6,392
626.000 COMMUNITY HEALTH SYSTEMS INC	P	$4,091	-$4,053	-$4,053	2017-08-03	$8,144
552.000 COMMUNITY HEALTH SYSTEMS INC	P	$4,121	-$3,060	-$3,060	2017-10-05	$7,181
430.000 COMMVAULT SYSTEMS INC	P	$25,752	$3,001	$3,001	2017-08-03	$22,751
373.000 COMMVAULT SYSTEMS INC	P	$23,163	$3,428	$3,428	2017-10-05	$19,735
237.000 COMTECH TELECOMMUNICATIONS	P	$4,245	$623	$623	2017-08-03	$3,622
209.000 COMTECH TELECOMMUNICATIONS	P	$4,225	$1,031	$1,031	2017-10-05	$3,194
644.000 CROCS INC	P	$4,979	-$673	-$673	2017-08-03	$5,652
568.000 CROCS INC	P	$5,500	$515	$515	2017-10-05	$4,985
427.000 CUBIC CORP	P	$19,749	$3,604	$3,604	2017-08-03	$16,145
375.000 CUBIC CORP	P	$19,983	$5,805	$5,805	2017-10-05	$14,178
2,138.000 DAKTRONICS INC	P	$20,535	-$105	-$105	2017-08-03	$20,640
1,930.000 DAKTRONICS INC	P	$20,729	$2,097	$2,097	2017-10-05	$18,632
2,721.000 DAKTRONICS INC	P	$27,096	$828	$828	2017-11-10	$26,268
9,942.000 DAKTRONICS INC	P	$98,825	$2,847	$2,847	2017-11-13	$95,978
722.000 DANA INC	P	$23,268	$13,388	$13,388	2017-12-05	$9,880
1,144.000 DANA INC	P	$27,192	$11,537	$11,537	2017-08-03	$15,655
1,007.000 DANA INC	P	$28,722	$14,942	$14,942	2017-10-05	$13,780
2,154.000 DARLING INGREDIENTS INC	P	$35,200	$10,430	$10,430	2017-08-03	$24,770
21,571.000 DARLING INGREDIENTS INC	P	$387,260	$139,206	$139,206	2017-09-11	$248,054
300.000 DECKERS OUTDOOR CORP	P	$19,289	$4,158	$4,158	2017-08-03	$15,131
264.000 DECKERS OUTDOOR CORP	P	$18,336	$5,021	$5,021	2017-10-05	$13,315
2,165.000 DENBURY RESOURCES INC	P	$2,856	-$2,319	-$2,319	2017-08-03	$5,175
1,887.000 DENBURY RESOURCES INC	P	$2,670	-$1,841	-$1,841	2017-10-05	$4,511
477.000 DELUXE CORP	P	$35,102	$7,998	$7,998	2017-12-05	$27,104
420.000 DELUXE CORP	P	$29,627	$5,762	$5,762	2017-08-03	$23,865
369.000 DELUXE CORP	P	$27,236	$6,269	$6,269	2017-10-05	$20,967
567.000 DIGI INTERNATIONAL INC	P	$5,393	-$488	-$488	2017-08-03	$5,881
498.000 DIGI INTERNATIONAL INC	P	$5,448	$283	$283	2017-10-05	$5,165
2,807.000 PERRY ELLIS INTERNATIONAL	P	$68,490	$14,789	$14,789	2017-12-05	$53,701
490.000 PERRY ELLIS INTERNATIONAL	P	$9,381	$7	$7	2017-08-03	$9,374
432.000 PERRY ELLIS INTERNATIONAL	P	$10,061	$1,796	$1,796	2017-10-05	$8,265
1,005.000 PERRY ELLIS INTERNATIONAL	P	$23,461	$4,234	$4,234	2017-11-10	$19,227
657.000 PERRY ELLIS INTERNATIONAL	P	$15,358	$2,789	$2,789	2017-11-13	$12,569
410.000 ENNIS INC	P	$7,873	$682	$682	2017-08-03	$7,191
4,100.000 ENNIS INC	P	$78,083	$6,171	$6,171	2017-08-09	$71,912
6,508.000 ENTERCOM COMMUNICATIONS CL A	P	$66,391	-$10,964	-$10,964	2017-06-09	$77,355
8,970.000 ENTERCOM COMMUNICATIONS CL A	P	$92,506	-$14,113	-$14,113	2017-06-12	$106,619
5,022.000 ENTERCOM COMMUNICATIONS CL A	P	$51,102	-$8,590	-$8,590	2017-06-13	$59,692
3,023.000 ENTERCOM COMMUNICATIONS CL A	P	$30,354	-$5,578	-$5,578	2017-06-14	$35,932
1,285.000 ESSENDANT INC	P	$15,391	-$17,437	-$17,437	2017-08-03	$32,828
1,064.000 ESSENDANT INC	P	$14,216	-$12,966	-$12,966	2017-10-05	$27,182
268.000 ESTERLINE TECHNOLOGIES CORP	P	$26,100	$4,679	$4,679	2017-08-03	$21,421
231.000 ESTERLINE TECHNOLOGIES CORP	P	$21,824	$3,360	$3,360	2017-10-05	$18,464
1,803.000 EZCORP INC CL A	P	$17,065	$354	$354	2017-10-05	$16,711
646.000 FINISH LINE/THE CL A	P	$8,785	-$1,771	-$1,771	2017-08-03	$10,556
569.000 FINISH LINE/THE CL A	P	$6,444	-$2,854	-$2,854	2017-10-05	$9,298
300.000 FIRST FINANCIAL CORP/INDIANA	P	$14,279	$3,819	$3,819	2017-12-05	$10,460
733.000 FIRST FINANCIAL CORP/INDIANA	P	$34,694	$9,137	$9,137	2017-12-06	$25,557
698.000 FIRST FINANCIAL CORP/INDIANA	P	$31,983	$7,646	$7,646	2017-08-03	$24,337
614.000 FIRST FINANCIAL CORP/INDIANA	P	$29,312	$7,904	$7,904	2017-10-05	$21,408
4,013.000 FRANCESCAS HOLDINGS CORP	P	$27,926	-$24,482	-$24,482	2017-12-05	$52,408
441.000 FRANCESCAS HOLDINGS CORP	P	$4,099	-$1,660	-$1,660	2017-08-03	$5,759
387.000 FRANCESCAS HOLDINGS CORP	P	$2,897	-$2,157	-$2,157	2017-10-05	$5,054
357.000 FRED S INC CLASS A	P	$2,386	-$1,763	-$1,763	2017-08-03	$4,149
314.000 FRED S INC CLASS A	P	$2,112	-$1,537	-$1,537	2017-10-05	$3,649
611.000 H.B. FULLER CO.	P	$31,115	$9,167	$9,167	2017-08-03	$21,948
538.000 H.B. FULLER CO.	P	$30,515	$11,189	$11,189	2017-10-05	$19,326
149.000 GENERAC HOLDINGS INC	P	$5,566	$288	$288	2017-08-03	$5,278
132.000 GENERAC HOLDINGS INC	P	$6,453	$1,777	$1,777	2017-10-05	$4,676
1,425.000 GENERAL CABLE CORP	P	$42,459	$21,339	$21,339	2017-12-05	$21,120
477.000 GENERAL CABLE CORP	P	$9,211	$2,142	$2,142	2017-08-03	$7,069
419.000 GENERAL CABLE CORP	P	$8,428	$2,218	$2,218	2017-10-05	$6,210
385.000 GENESCO INC	P	$12,015	-$9,137	-$9,137	2017-08-03	$21,152
336.000 GENESCO INC	P	$8,842	-$9,618	-$9,618	2017-10-05	$18,460
800.000 GLATFELTER	P	$13,768	-$2,915	-$2,915	2017-08-03	$16,683
704.000 GLATFELTER	P	$13,636	-$1,045	-$1,045	2017-10-05	$14,681
291.000 GREENHILL + CO INC	P	$5,111	-$2,462	-$2,462	2017-08-03	$7,573
257.000 GREENHILL + CO INC	P	$4,328	-$2,360	-$2,360	2017-10-05	$6,688
463.000 GREIF INC CL A	P	$25,957	$11,312	$11,312	2017-08-03	$14,645
382.000 GREIF INC CL A	P	$22,018	$9,935	$9,935	2017-10-05	$12,083
163.000 GROUP 1 AUTOMOTIVE INC	P	$13,261	$3,736	$3,736	2017-12-05	$9,525
330.000 GROUP 1 AUTOMOTIVE INC	P	$18,898	-$385	-$385	2017-08-03	$19,283
290.000 GROUP 1 AUTOMOTIVE INC	P	$21,152	$4,206	$4,206	2017-10-05	$16,946
1,038.000 GUESS? INC	P	$13,944	-$5,897	-$5,897	2017-08-03	$19,841
913.000 GUESS? INC	P	$15,541	-$1,911	-$1,911	2017-10-05	$17,452
430.000 HIBBETT SPORTS INC	P	$6,521	-$7,137	-$7,137	2017-08-03	$13,658
378.000 HIBBETT SPORTS INC	P	$5,354	-$6,652	-$6,652	2017-10-05	$12,006
601.000 HUB GROUP INC CL A	P	$20,127	$1,333	$1,333	2017-08-03	$18,794
497.000 HUB GROUP INC CL A	P	$20,421	$4,879	$4,879	2017-10-05	$15,542
246.000 HYSTER YALE MATERIALS	P	$16,074	$3,182	$3,182	2017-08-03	$12,892
217.000 HYSTER YALE MATERIALS	P	$17,170	$5,797	$5,797	2017-10-05	$11,373
507.000 INTERNATIONAL BANCSHARES CRP	P	$17,866	$3,654	$3,654	2017-08-03	$14,212
446.000 INTERNATIONAL BANCSHARES CRP	P	$18,457	$5,954	$5,954	2017-10-05	$12,503
580.000 INVACARE CORP	P	$8,940	$1,664	$1,664	2017-08-03	$7,276
5,801.000 INVACARE CORP	P	$85,618	$12,843	$12,843	2017-09-11	$72,775
153.000 JOHNSON OUTDOORS INC A	P	$10,752	$6,830	$6,830	2017-12-05	$3,922
211.000 JOHNSON OUTDOORS INC A	P	$14,816	$9,407	$9,407	2017-12-06	$5,409
561.000 JOHNSON OUTDOORS INC A	P	$39,981	$25,600	$25,600	2017-12-07	$14,381
199.000 JOHNSON OUTDOORS INC A	P	$10,387	$5,286	$5,286	2017-08-03	$5,101
176.000 JOHNSON OUTDOORS INC A	P	$12,922	$8,410	$8,410	2017-10-05	$4,512
55.000 JOHNSON OUTDOORS INC A	P	$3,844	$2,434	$2,434	2017-11-10	$1,410
174.000 JOHNSON OUTDOORS INC A	P	$11,893	$7,433	$7,433	2017-11-13	$4,460
161.000 JOHNSON OUTDOORS INC A	P	$10,895	$6,768	$6,768	2017-11-13	$4,127
509.000 JOHNSON OUTDOORS INC A	P	$34,119	$21,071	$21,071	2017-11-14	$13,048
7,187.000 KAMAN CORP	P	$360,531	$59,167	$59,167	2017-03-06	$301,364
1,468.000 KELLY SERVICES INC A	P	$32,913	$9,417	$9,417	2017-08-03	$23,496
1,294.000 KELLY SERVICES INC A	P	$33,721	$13,010	$13,010	2017-10-05	$20,711
290.000 KENNAMETAL INC	P	$13,262	$5,189	$5,189	2017-12-05	$8,073
694.000 KENNAMETAL INC	P	$24,112	$4,792	$4,792	2017-08-03	$19,320
611.000 KENNAMETAL INC	P	$24,940	$7,931	$7,931	2017-10-05	$17,009
547.000 KIRKLAND S INC	P	$5,082	-$2,193	-$2,193	2017-08-03	$7,275
481.000 KIRKLAND S INC	P	$5,815	-$582	-$582	2017-10-05	$6,397
2,432.000 KNOLL INC	P	$57,655	$13,403	$13,403	2017-05-04	$44,252
4,318.000 KNOLL INC	P	$102,389	$23,819	$23,819	2017-05-05	$78,570
1,207.000 KNOLL INC	P	$28,899	$6,937	$6,937	2017-05-08	$21,962
1,448.000 LA Z BOY INC	P	$46,649	$11,085	$11,085	2017-12-05	$35,564
825.000 LA Z BOY INC	P	$26,807	$6,545	$6,545	2017-08-03	$20,262
726.000 LA Z BOY INC	P	$20,157	$2,326	$2,326	2017-10-05	$17,831
1,749.000 LANDEC CORP	P	$22,329	-$114	-$114	2017-10-05	$22,443
3,627.000 LANDEC CORP	P	$44,477	-$2,065	-$2,065	2017-11-10	$46,542
2,440.000 LANDEC CORP	P	$29,280	-$2,030	-$2,030	2017-11-13	$31,310
1,501.000 LANDEC CORP	P	$17,990	-$1,271	-$1,271	2017-11-13	$19,261
4,879.000 LANDEC CORP	P	$59,403	-$3,205	-$3,205	2017-11-14	$62,608
839.000 LIVEPERSON INC	P	$10,938	$4,423	$4,423	2017-08-03	$6,515
739.000 LIVEPERSON INC	P	$10,800	$5,062	$5,062	2017-10-05	$5,738
179.000 MSA SAFETY INC	P	$14,064	$6,063	$6,063	2017-05-04	$8,001
189.000 MSA SAFETY INC	P	$15,725	$7,277	$7,277	2017-06-09	$8,448
483.000 MSA SAFETY INC	P	$37,499	$15,909	$15,909	2017-08-03	$21,590
427.000 MSA SAFETY INC	P	$32,792	$13,705	$13,705	2017-10-05	$19,087
1,077.000 MAGELLAN HEALTH INC	P	$102,854	$38,665	$38,665	2017-12-05	$64,189
407.000 MAGELLAN HEALTH INC	P	$29,503	$5,246	$5,246	2017-08-03	$24,257
333.000 MAGELLAN HEALTH INC	P	$28,836	$8,989	$8,989	2017-10-05	$19,847
970.000 MAGELLAN HEALTH INC	P	$80,959	$23,147	$23,147	2017-11-10	$57,812
1,404.000 MAGELLAN HEALTH INC	P	$116,277	$32,598	$32,598	2017-11-13	$83,679
719.000 MANTECH INTERNATIONAL CORP A	P	$28,429	$6,589	$6,589	2017-08-03	$21,840
633.000 MANTECH INTERNATIONAL CORP A	P	$28,839	$9,611	$9,611	2017-10-05	$19,228
2,268.000 MASTEC INC	P	$103,376	$15,594	$15,594	2017-12-05	$87,782
554.000 MASTEC INC	P	$25,326	$3,884	$3,884	2017-08-03	$21,442
480.000 MASTEC INC	P	$22,053	$3,475	$3,475	2017-10-05	$18,578
231.000 MATERION CORP	P	$8,017	$1,687	$1,687	2017-04-11	$6,330
284.000 MATERION CORP	P	$9,571	$1,789	$1,789	2017-04-12	$7,782
237.000 MATERION CORP	P	$7,902	$1,408	$1,408	2017-04-13	$6,494
133.000 MATERION CORP	P	$4,429	$785	$785	2017-04-17	$3,644
126.000 MATERION CORP	P	$4,210	$757	$757	2017-04-18	$3,453
177.000 MATERION CORP	P	$6,025	$1,175	$1,175	2017-04-19	$4,850
619.000 MATERION CORP	P	$21,312	$4,351	$4,351	2017-04-20	$16,961
237.000 MATERION CORP	P	$8,094	$1,600	$1,600	2017-04-21	$6,494
486.000 MATERION CORP	P	$16,817	$3,500	$3,500	2017-04-24	$13,317
661.000 MERIDIAN BIOSCIENCE INC	P	$8,988	$311	$311	2017-08-03	$8,677
576.000 MERIDIAN BIOSCIENCE INC	P	$8,346	$785	$785	2017-10-05	$7,561
1,549.000 HERMAN MILLER INC	P	$49,445	$5,462	$5,462	2017-06-09	$43,983
3,896.000 HERMAN MILLER INC	P	$126,720	$16,096	$16,096	2017-06-12	$110,624
1,610.000 HERMAN MILLER INC	P	$51,227	$5,512	$5,512	2017-06-13	$45,715
899.000 HERMAN MILLER INC	P	$28,438	$2,911	$2,911	2017-06-14	$25,527
957.000 HERMAN MILLER INC	P	$29,796	$2,623	$2,623	2017-06-15	$27,173
593.000 MODINE MANUFACTURING CO	P	$9,971	$3,969	$3,969	2017-08-03	$6,002
522.000 MODINE MANUFACTURING CO	P	$10,539	$5,255	$5,255	2017-10-05	$5,284
334.000 MOOG INC CLASS A	P	$24,723	$5,537	$5,537	2017-08-03	$19,186
289.000 MOOG INC CLASS A	P	$25,625	$9,024	$9,024	2017-10-05	$16,601
3,594.000 NANOMETRICS INC	P	$100,835	$45,039	$45,039	2017-05-04	$55,796
2,062.000 NEW YORK TIMES CO A	P	$39,311	$4,914	$4,914	2017-08-03	$34,397
1,801.000 NEW YORK TIMES CO A	P	$35,911	$5,868	$5,868	2017-10-05	$30,043
469.000 NORTHWEST PIPE CO	P	$7,875	-$81	-$81	2017-11-15	$7,956
731.000 NORTHWEST PIPE CO	P	$14,390	$1,990	$1,990	2017-10-05	$12,400
308.000 NORTHWEST PIPE CO	P	$5,460	$235	$235	2017-11-10	$5,225
1,783.000 NORTHWEST PIPE CO	P	$30,539	$294	$294	2017-11-13	$30,245
1,501.000 NORTHWEST PIPE CO	P	$25,887	$425	$425	2017-11-13	$25,462
1,689.000 NORTHWEST PIPE CO	P	$28,562	-$89	-$89	2017-11-14	$28,651
378.000 OASIS PETROLEUM INC	P	$2,722	-$2,746	-$2,746	2017-08-03	$5,468
327.000 OASIS PETROLEUM INC	P	$2,902	-$1,828	-$1,828	2017-10-05	$4,730
367.000 OIL STATES INTERNATIONAL INC	P	$9,065	-$5,869	-$5,869	2017-08-03	$14,934
303.000 OIL STATES INTERNATIONAL INC	P	$7,728	-$4,602	-$4,602	2017-10-05	$12,330
16,414.000 OLIN CORP	P	$490,811	$189,251	$189,251	2017-02-10	$301,560
1,010.000 OWENS + MINOR INC	P	$29,512	-$6,635	-$6,635	2017-08-03	$36,147
836.000 OWENS + MINOR INC	P	$24,664	-$5,256	-$5,256	2017-10-05	$29,920
1,407.000 PARK OHIO HOLDINGS CORP	P	$58,499	$4,350	$4,350	2017-11-15	$54,149
171.000 PARK OHIO HOLDINGS CORP	P	$6,664	$528	$528	2017-08-03	$6,136
417.000 PARK OHIO HOLDINGS CORP	P	$19,430	$3,381	$3,381	2017-10-05	$16,049
235.000 PARK OHIO HOLDINGS CORP	P	$9,819	$775	$775	2017-11-10	$9,044
657.000 PARK OHIO HOLDINGS CORP	P	$27,087	$1,802	$1,802	2017-11-13	$25,285
657.000 PARK OHIO HOLDINGS CORP	P	$26,725	$1,440	$1,440	2017-11-13	$25,285
1,407.000 PARK OHIO HOLDINGS CORP	P	$57,213	$3,064	$3,064	2017-11-14	$54,149
544.000 PEABODY ENERGY CORP	P	$16,461	$351	$351	2017-10-05	$16,110
1,222.000 PIER 1 IMPORTS INC	P	$5,566	$156	$156	2017-08-03	$5,410
997.000 PIER 1 IMPORTS INC	P	$4,141	-$273	-$273	2017-10-05	$4,414
427.000 PLANTRONICS INC	P	$19,122	-$1,883	-$1,883	2017-08-03	$21,005
377.000 PLANTRONICS INC	P	$17,051	-$1,494	-$1,494	2017-10-05	$18,545
85.000 PREFORMED LINE PRODUCTS CO	P	$5,967	$1,289	$1,289	2017-10-05	$4,678
224.000 PREFORMED LINE PRODUCTS CO	P	$16,473	$4,146	$4,146	2017-11-10	$12,327
657.000 PREFORMED LINE PRODUCTS CO	P	$48,098	$11,941	$11,941	2017-11-13	$36,157
4,694.000 PROGRESS SOFTWARE CORP	P	$134,288	$14,885	$14,885	2017-03-06	$119,403
1,470.000 QUALITY SYSTEMS INC	P	$23,415	$6,077	$6,077	2017-08-03	$17,338
1,294.000 QUALITY SYSTEMS INC	P	$20,253	$4,991	$4,991	2017-10-05	$15,262
900.000 RAVEN INDUSTRIES INC	P	$30,981	$13,618	$13,618	2017-12-05	$17,363
976.000 RAVEN INDUSTRIES INC	P	$33,042	$14,212	$14,212	2017-12-06	$18,830
579.000 RAVEN INDUSTRIES INC	P	$19,665	$8,495	$8,495	2017-08-03	$11,170
511.000 RAVEN INDUSTRIES INC	P	$16,755	$6,896	$6,896	2017-10-05	$9,859
1,914.000 RUSH ENTERPRISES INC CL A	P	$99,111	$56,945	$56,945	2017-12-05	$42,166
460.000 RUSH ENTERPRISES INC CL A	P	$19,095	$8,961	$8,961	2017-08-03	$10,134
404.000 RUSH ENTERPRISES INC CL A	P	$18,903	$10,003	$10,003	2017-10-05	$8,900
615.000 RUSH ENTERPRISES INC CL A	P	$30,462	$16,913	$16,913	2017-11-10	$13,549
287.000 SCANSOURCE INC	P	$11,348	$1,717	$1,717	2017-08-03	$9,631
252.000 SCANSOURCE INC	P	$11,166	$2,709	$2,709	2017-10-05	$8,457
774.000 SCHOLASTIC CORP	P	$31,179	-$3,855	-$3,855	2017-08-03	$35,034
683.000 SCHOLASTIC CORP	P	$25,564	-$5,351	-$5,351	2017-10-05	$30,915
194.000 SEACOR HOLDINGS INC	P	$6,598	$109	$109	2017-08-03	$6,489
170.000 SEACOR HOLDINGS INC	P	$7,959	$2,273	$2,273	2017-10-05	$5,686
3,225.000 SEARS HOMETOWN AND OUTLET ST	P	$12,148	-$4,563	-$4,563	2017-02-10	$16,711
7,927.000 SEARS HOMETOWN AND OUTLET ST	P	$30,319	-$10,756	-$10,756	2017-02-13	$41,075
260.000 SHOE CARNIVAL INC	P	$4,607	-$1,368	-$1,368	2017-08-03	$5,975
229.000 SHOE CARNIVAL INC	P	$5,088	-$175	-$175	2017-10-05	$5,263
502.000 SOTHEBY S	P	$26,068	$12,642	$12,642	2017-08-03	$13,426
441.000 SOTHEBY S	P	$21,791	$9,996	$9,996	2017-10-05	$11,795
636.000 STANDARD MOTOR PRODS	P	$29,005	-$4,936	-$4,936	2017-08-03	$33,941
556.000 STANDARD MOTOR PRODS	P	$27,254	-$2,418	-$2,418	2017-10-05	$29,672
15,702.000 STEIN MART INC	P	$18,503	-$91,956	-$91,956	2017-07-12	$110,459
2,357.000 STEIN MART INC	P	$8,846	-$7,735	-$7,735	2017-02-10	$16,581
282.000 STEPAN CO	P	$22,510	$9,037	$9,037	2017-08-03	$13,473
248.000 STEPAN CO	P	$21,491	$9,642	$9,642	2017-10-05	$11,849
554.000 STIFEL FINANCIAL CORP	P	$27,552	$12,076	$12,076	2017-08-03	$15,476
489.000 STIFEL FINANCIAL CORP	P	$26,250	$12,590	$12,590	2017-10-05	$13,660
142.000 STRAYER EDUCATION INC	P	$11,474	$3,157	$3,157	2017-08-03	$8,317
124.000 STRAYER EDUCATION INC	P	$10,916	$3,654	$3,654	2017-10-05	$7,262
506.000 SUN HYDRAULICS CORP	P	$22,031	$7,072	$7,072	2017-06-09	$14,959
939.000 SUN HYDRAULICS CORP	P	$38,869	$11,110	$11,110	2017-08-03	$27,759
1,290.000 SUN HYDRAULICS CORP	P	$60,801	$22,665	$22,665	2017-08-09	$38,136
267.000 SUN HYDRAULICS CORP	P	$13,386	$5,493	$5,493	2017-09-11	$7,893
685.000 SUN HYDRAULICS CORP	P	$38,318	$18,068	$18,068	2017-10-05	$20,250
855.000 SUN HYDRAULICS CORP	P	$50,519	$25,243	$25,243	2017-11-10	$25,276
342.000 SUN HYDRAULICS CORP	P	$20,060	$9,950	$9,950	2017-11-13	$10,110
826.000 SUPERIOR INDUSTRIES INTL	P	$15,745	-$1,439	-$1,439	2017-08-03	$17,184
727.000 SUPERIOR INDUSTRIES INTL	P	$12,330	-$2,794	-$2,794	2017-10-05	$15,124
373.000 TEAM INC	P	$5,041	-$5,638	-$5,638	2017-08-03	$10,679
329.000 TEAM INC	P	$4,325	-$5,095	-$5,095	2017-10-05	$9,420
129.000 TECH DATA CORP	P	$13,314	$4,390	$4,390	2017-08-03	$8,924
113.000 TECH DATA CORP	P	$10,406	$2,589	$2,589	2017-10-05	$7,817
269.000 TEJON RANCH CO	P	$5,610	-$193	-$193	2017-08-03	$5,803
236.000 TEJON RANCH CO	P	$4,804	-$287	-$287	2017-10-05	$5,091
2,683.000 TEJON RANCH CO	P	$938	$938	$938	2017-10-06
808.000 TENNANT CO	P	$51,818	$2,429	$2,429	2017-12-05	$49,389
445.000 TENNANT CO	P	$28,755	$1,555	$1,555	2017-08-03	$27,200
391.000 TENNANT CO	P	$26,843	$2,943	$2,943	2017-10-05	$23,900
447.000 TENNANT CO	P	$28,390	$1,067	$1,067	2017-11-10	$27,323
396.000 TENNECO INC	P	$20,928	$1,489	$1,489	2017-08-03	$19,439
346.000 TENNECO INC	P	$21,606	$4,622	$4,622	2017-10-05	$16,984
1,041.000 TRIMAS CORP	P	$25,091	$6,582	$6,582	2017-08-03	$18,509
916.000 TRIMAS CORP	P	$25,372	$9,086	$9,086	2017-10-05	$16,286
708.000 TRIUMPH GROUP INC	P	$19,232	$1,131	$1,131	2017-08-03	$18,101
618.000 TRIUMPH GROUP INC	P	$19,984	$4,184	$4,184	2017-10-05	$15,800
1,036.000 TRUSTMARK CORP	P	$32,796	$7,628	$7,628	2017-08-03	$25,168
912.000 TRUSTMARK CORP	P	$30,366	$8,210	$8,210	2017-10-05	$22,156
266.000 UFP TECHNOLOGIES INC	P	$7,445	$604	$604	2017-08-03	$6,841
382.000 UFP TECHNOLOGIES INC	P	$10,692	$381	$381	2017-10-05	$10,311
12.000 UFP TECHNOLOGIES INC	P	$315	-$9	-$9	2017-11-10	$324
375.000 UFP TECHNOLOGIES INC	P	$9,798	-$324	-$324	2017-11-13	$10,122
2,534.000 UFP TECHNOLOGIES INC	P	$66,577	-$1,824	-$1,824	2017-11-13	$68,401
927.000 UNISYS CORP	P	$8,310	$902	$902	2017-08-03	$7,408
756.000 UNISYS CORP	P	$6,607	$566	$566	2017-10-05	$6,041
387.000 UNIVERSAL CORP/VA	P	$23,990	-$1,674	-$1,674	2017-08-03	$25,664
338.000 UNIVERSAL CORP/VA	P	$19,313	-$3,102	-$3,102	2017-10-05	$22,415
507.000 VEECO INSTRUMENTS INC	P	$14,837	$4,743	$4,743	2017-08-03	$10,094
446.000 VEECO INSTRUMENTS INC	P	$9,268	$389	$389	2017-10-05	$8,879
29,878.000 VIAVI SOLUTIONS INC	P	$342,866	$113,449	$113,449	2017-06-09	$229,417
684.000 WADDELL + REED FINANCIAL A	P	$13,464	$1,729	$1,729	2017-08-03	$11,735
604.000 WADDELL + REED FINANCIAL A	P	$12,252	$1,889	$1,889	2017-10-05	$10,363
299.000 WASHINGTON FEDERAL INC	P	$10,337	$329	$329	2017-12-05	$10,008
484.000 WASHINGTON FEDERAL INC	P	$16,604	$403	$403	2017-12-06	$16,201
772.000 WASHINGTON FEDERAL INC	P	$26,449	$608	$608	2017-12-07	$25,841
975.000 WASHINGTON FEDERAL INC	P	$33,498	$862	$862	2017-12-08	$32,636
1,106.000 WASHINGTON FEDERAL INC	P	$37,568	$548	$548	2017-12-11	$37,020
477.000 WASHINGTON FEDERAL INC	P	$16,264	$298	$298	2017-12-12	$15,966
1,667.000 WATTS WATER TECHNOLOGIES A	P	$122,373	$20,176	$20,176	2017-12-05	$102,197
517.000 WATTS WATER TECHNOLOGIES A	P	$34,468	$2,773	$2,773	2017-08-03	$31,695
456.000 WATTS WATER TECHNOLOGIES A	P	$31,641	$3,685	$3,685	2017-10-05	$27,956
190.000 WATTS WATER TECHNOLOGIES A	P	$13,364	$1,716	$1,716	2017-11-10	$11,648
1,500.000 WEIS MARKETS INC	P	$62,152	$264	$264	2017-12-05	$61,888
749.000 WEIS MARKETS INC	P	$31,253	$350	$350	2017-12-06	$30,903
528.000 WEIS MARKETS INC	P	$24,975	$3,190	$3,190	2017-08-03	$21,785
465.000 WEIS MARKETS INC	P	$20,694	$1,509	$1,509	2017-10-05	$19,185
857.000 WERNER ENTERPRISES INC	P	$25,247	$3,234	$3,234	2017-08-03	$22,013
756.000 WERNER ENTERPRISES INC	P	$26,887	$7,468	$7,468	2017-10-05	$19,419
1,275.000 WESCO AIRCRAFT HOLDINGS INC	P	$13,532	$1,700	$1,700	2017-08-03	$11,832
1,113.000 WESCO AIRCRAFT HOLDINGS INC	P	$10,840	$511	$511	2017-10-05	$10,329
21,379.000 WEST MARINE INC	P	$274,179	$79,295	$79,295	2017-07-12	$194,884
393.000 ZUMIEZ INC	P	$5,108	-$1,075	-$1,075	2017-08-03	$6,183
346.000 ZUMIEZ INC	P	$6,524	$1,081	$1,081	2017-10-05	$5,443
14,943.000 CNO FINANCIAL GROUP INC	P	$320,183	$39,349	$39,349	2017-05-04	$280,834
1,668.000 EXPRESS INC	P	$9,941	-$11,519	-$11,519	2017-08-03	$21,460
1,506.000 EXPRESS INC	P	$10,627	-$8,749	-$8,749	2017-10-05	$19,376
10,487.000 IMAX CORP	P	$335,619	$28,119	$28,119	2017-01-05	$307,500
1,521.000 ACCO BRANDS CORP	P	$16,373	$4,817	$4,817	2017-08-03	$11,556
1,338.000 ACCO BRANDS CORP	P	$16,912	$6,746	$6,746	2017-10-05	$10,166
1,007.000 ACTUANT CORP A	P	$24,129	$959	$959	2017-08-03	$23,170
887.000 ACTUANT CORP A	P	$23,030	$2,621	$2,621	2017-10-05	$20,409
882.000 ADTALEM GLOBAL EDUCATION INC	P	$29,143	$4,838	$4,838	2017-08-03	$24,305
778.000 ADTALEM GLOBAL EDUCATION INC	P	$27,786	$6,347	$6,347	2017-10-05	$21,439
1,185.000 ADTRAN INC	P	$27,065	$5,635	$5,635	2017-08-03	$21,430
1,044.000 ADTRAN INC	P	$25,489	$6,609	$6,609	2017-10-05	$18,880
1,230.000 ADVISORY BOARD CO/THE	P	$69,453	$11,354	$11,354	2017-07-12	$58,099
393.000 AEGION CORP	P	$7,580	$134	$134	2017-08-03	$7,446
346.000 AEGION CORP	P	$7,645	$1,090	$1,090	2017-10-05	$6,555
674.000 ALTRA INDUSTRIAL MOTION CORP	P	$32,345	$15,463	$15,463	2017-12-05	$16,882
905.000 ALTRA INDUSTRIAL MOTION CORP	P	$39,644	$16,976	$16,976	2017-08-03	$22,668
307.000 ALTRA INDUSTRIAL MOTION CORP	P	$13,529	$5,839	$5,839	2017-08-09	$7,690
283.000 ALTRA INDUSTRIAL MOTION CORP	P	$13,070	$5,982	$5,982	2017-09-11	$7,088
738.000 ALTRA INDUSTRIAL MOTION CORP	P	$33,814	$15,329	$15,329	2017-10-05	$18,485
1,698.000 ALTRA INDUSTRIAL MOTION CORP	P	$78,834	$36,304	$36,304	2017-11-10	$42,530
346.000 AMERICAN PUBLIC EDUCATION	P	$7,495	$498	$498	2017-08-03	$6,997
305.000 AMERICAN PUBLIC EDUCATION	P	$6,371	$203	$203	2017-10-05	$6,168
504.000 APPLIED INDUSTRIAL TECH INC	P	$32,227	$12,555	$12,555	2017-12-05	$19,672
611.000 APPLIED INDUSTRIAL TECH INC	P	$33,789	$9,941	$9,941	2017-08-03	$23,848
538.000 APPLIED INDUSTRIAL TECH INC	P	$35,426	$14,427	$14,427	2017-10-05	$20,999
2,846.000 ASCENA RETAIL GROUP INC	P	$12,195	-$13,138	-$13,138	2017-03-06	$25,333
1,400.000 ASCENA RETAIL GROUP INC	P	$3,226	-$9,236	-$9,236	2017-08-03	$12,462
1,220.000 ASCENA RETAIL GROUP INC	P	$2,773	-$8,087	-$8,087	2017-10-05	$10,860
2,466.000 BANCORP INC/THE	P	$20,669	$1,530	$1,530	2017-10-05	$19,139
2,890.000 BANCORP INC/THE	P	$26,028	$3,598	$3,598	2017-11-10	$22,430
17,265.000 BANCORP INC/THE	P	$154,069	$20,074	$20,074	2017-11-13	$133,995
55.000 BANNER CORPORATION	P	$3,171	$139	$139	2017-12-05	$3,032
148.000 BANNER CORPORATION	P	$8,417	$258	$258	2017-12-06	$8,159
113.000 BANNER CORPORATION	P	$6,423	$193	$193	2017-12-07	$6,230
113.000 BANNER CORPORATION	P	$6,396	$166	$166	2017-12-08	$6,230
137.000 BANNER CORPORATION	P	$7,718	$165	$165	2017-12-11	$7,553
107.000 BANNER CORPORATION	P	$6,051	$152	$152	2017-12-12	$5,899
146.000 BANNER CORPORATION	P	$8,180	$131	$131	2017-12-13	$8,049
892.000 BILL BARRETT CORP	P	$2,839	-$2,640	-$2,640	2017-08-03	$5,479
771.000 BILL BARRETT CORP	P	$3,304	-$1,431	-$1,431	2017-10-05	$4,735
3,378.000 BRIDGEPOINT EDUCATION INC	P	$39,312	$14,426	$14,426	2017-04-11	$24,886
8,593.000 BRIDGEPOINT EDUCATION INC	P	$126,294	$62,989	$62,989	2017-05-04	$63,305
2,677.000 BRIDGEPOINT EDUCATION INC	P	$25,993	$6,271	$6,271	2017-08-03	$19,722
2,337.000 BRIDGEPOINT EDUCATION INC	P	$23,301	$6,084	$6,084	2017-10-05	$17,217
2,238.000 BRIDGEPOINT EDUCATION INC	P	$20,975	$4,487	$4,487	2017-11-10	$16,488
1,690.000 BRIDGEPOINT EDUCATION INC	P	$15,842	$3,392	$3,392	2017-11-13	$12,450
921.000 CAI INTERNATIONAL INC	P	$25,180	$17,223	$17,223	2017-08-03	$7,957
761.000 CAI INTERNATIONAL INC	P	$22,894	$16,319	$16,319	2017-10-05	$6,575
5,894.000 CAI INTERNATIONAL INC	P	$212,625	$161,702	$161,702	2017-11-10	$50,923
1,996.000 CAI INTERNATIONAL INC	P	$71,124	$53,879	$53,879	2017-11-13	$17,245
10,873.000 CALAMOS ASSET MANAGEMENT A	P	$89,702	-$225	-$225	2017-02-22	$89,927
469.000 CHART INDUSTRIES INC	P	$15,773	-$43	-$43	2017-08-03	$15,816
410.000 CHART INDUSTRIES INC	P	$16,437	$2,610	$2,610	2017-10-05	$13,827
1,042.000 DSW INC CLASS A	P	$18,664	-$6,441	-$6,441	2017-08-03	$25,105
902.000 DSW INC CLASS A	P	$19,117	-$2,615	-$2,615	2017-10-05	$21,732
869.000 EHEALTH INC	P	$14,882	-$952	-$952	2017-08-03	$15,834
784.000 EHEALTH INC	P	$19,753	$5,467	$5,467	2017-10-05	$14,286
877.000 EHEALTH INC	P	$21,577	$5,597	$5,597	2017-11-10	$15,980
2,628.000 EHEALTH INC	P	$63,241	$15,355	$15,355	2017-11-13	$47,886
413.000 ENERSYS	P	$29,862	$7,753	$7,753	2017-08-03	$22,109
364.000 ENERSYS	P	$25,065	$5,579	$5,579	2017-10-05	$19,486
2,742.000 ENTEGRIS INC	P	$64,103	$25,968	$25,968	2017-04-11	$38,135
2,601.000 ENTEGRIS INC	P	$59,676	$23,502	$23,502	2017-04-12	$36,174
1,626.000 ENTEGRIS INC	P	$36,866	$14,252	$14,252	2017-04-13	$22,614
3,197.000 ENTEGRIS INC	P	$72,372	$27,909	$27,909	2017-04-17	$44,463
1,517.000 ENTEGRIS INC	P	$34,631	$13,533	$13,533	2017-04-18	$21,098
1,897.000 ENTEGRIS INC	P	$43,938	$17,555	$17,555	2017-04-19	$26,383
5,507.000 ENTEGRIS INC	P	$129,516	$52,925	$52,925	2017-04-20	$76,591
1,927.000 EVERTEC INC	P	$30,400	$705	$705	2017-04-11	$29,695
2,636.000 EVERTEC INC	P	$41,477	$857	$857	2017-04-12	$40,620
983.000 EVERTEC INC	P	$15,253	$105	$105	2017-04-13	$15,148
2,085.000 EVERTEC INC	P	$32,203	$73	$73	2017-04-17	$32,130
822.000 EVERTEC INC	P	$12,712	$45	$45	2017-04-18	$12,667
6,564.000 FINISAR CORPORATION	P	$151,067	$54,841	$54,841	2017-05-04	$96,226
1,215.000 FOSSIL GROUP INC	P	$8,097	-$27,095	-$27,095	2017-12-05	$35,192
2,555.000 FOSSIL GROUP INC	P	$16,999	-$57,005	-$57,005	2017-12-06	$74,004
413.000 FOSSIL GROUP INC	P	$4,603	-$7,359	-$7,359	2017-08-03	$11,962
364.000 FOSSIL GROUP INC	P	$3,296	-$7,247	-$7,247	2017-10-05	$10,543
2,464.000 GENWORTH FINANCIAL INC CL A	P	$8,267	$1,126	$1,126	2017-08-03	$7,141
22,888.000 GENWORTH FINANCIAL INC CL A	P	$81,914	$15,579	$15,579	2017-08-09	$66,335
686.000 GEOSPACE TECHNOLOGIES CORP	P	$12,080	-$213	-$213	2017-10-05	$12,293
694.000 GEOSPACE TECHNOLOGIES CORP	P	$10,247	-$2,189	-$2,189	2017-11-10	$12,436
4,692.000 GEOSPACE TECHNOLOGIES CORP	P	$68,666	-$15,414	-$15,414	2017-11-13	$84,080
1,798.000 GREEN DOT CORP CLASS A	P	$106,909	$66,115	$66,115	2017-12-05	$40,794
1,069.000 GREEN DOT CORP CLASS A	P	$42,454	$18,200	$18,200	2017-08-03	$24,254
1,374.000 GREEN DOT CORP CLASS A	P	$63,422	$32,248	$32,248	2017-08-09	$31,174
517.000 GREEN DOT CORP CLASS A	P	$24,921	$13,191	$13,191	2017-09-11	$11,730
712.000 GREEN DOT CORP CLASS A	P	$36,791	$20,637	$20,637	2017-10-05	$16,154
1,060.000 GREEN DOT CORP CLASS A	P	$67,538	$43,488	$43,488	2017-11-10	$24,050
12,046.000 IXIA	P	$234,470	$103,488	$103,488	2017-02-10	$130,982
523.000 INSIGHT ENTERPRISES INC	P	$24,776	$9,795	$9,795	2017-05-04	$14,981
789.000 INSIGHT ENTERPRISES INC	P	$36,327	$13,727	$13,727	2017-08-03	$22,600
690.000 INSIGHT ENTERPRISES INC	P	$31,408	$11,644	$11,644	2017-10-05	$19,764
1,281.000 INNERWORKINGS INC	P	$13,260	-$438	-$438	2017-12-05	$13,698
2,259.000 INNERWORKINGS INC	P	$25,775	$1,620	$1,620	2017-08-03	$24,155
1,994.000 INNERWORKINGS INC	P	$23,539	$2,217	$2,217	2017-10-05	$21,322
10,888.000 INNERWORKINGS INC	P	$111,925	-$4,500	-$4,500	2017-11-10	$116,425
2,157.000 INNOPHOS HOLDINGS INC	P	$99,603	$30,051	$30,051	2017-12-05	$69,552
477.000 INNOPHOS HOLDINGS INC	P	$22,780	$7,399	$7,399	2017-08-03	$15,381
419.000 INNOPHOS HOLDINGS INC	P	$21,178	$7,668	$7,668	2017-10-05	$13,510
9,644.000 INVENSENSE INC	P	$122,766	$61,006	$61,006	2017-01-05	$61,760
485.000 IXYS CORPORATION	P	$7,549	$1,881	$1,881	2017-08-03	$5,668
4,851.000 IXYS CORPORATION	P	$76,987	$20,295	$20,295	2017-08-09	$56,692
229.000 KOPPERS HOLDINGS INC	P	$8,693	$3,697	$3,697	2017-08-03	$4,996
201.000 KOPPERS HOLDINGS INC	P	$9,590	$5,205	$5,205	2017-10-05	$4,385
2,035.000 KRATON CORP	P	$56,505	-$7,897	-$7,897	2017-02-10	$64,402
1,171.000 KRONOS WORLDWIDE INC	P	$24,171	$15,041	$15,041	2017-08-03	$9,130
1,021.000 KRONOS WORLDWIDE INC	P	$24,232	$16,271	$16,271	2017-10-05	$7,961
1,953.000 LIFETIME BRANDS INC	P	$33,986	$5,115	$5,115	2017-12-05	$28,871
547.000 LIFETIME BRANDS INC	P	$10,387	$2,301	$2,301	2017-08-03	$8,086
481.000 LIFETIME BRANDS INC	P	$9,317	$2,206	$2,206	2017-10-05	$7,111
1,095.000 MRC GLOBAL INC	P	$17,686	-$3,084	-$3,084	2017-08-03	$20,770
955.000 MRC GLOBAL INC	P	$17,387	-$728	-$728	2017-10-05	$18,115
3,177.000 NETGEAR INC	P	$160,990	$15,483	$15,483	2017-12-05	$145,507
354.000 NETGEAR INC	P	$16,851	$638	$638	2017-08-03	$16,213
307.000 NETGEAR INC	P	$15,459	$1,398	$1,398	2017-10-05	$14,061
201.000 PC CONNECTION INC	P	$5,119	-$260	-$260	2017-08-03	$5,379
178.000 PC CONNECTION INC	P	$5,059	$295	$295	2017-10-05	$4,764
12,278.000 PDL BIOPHARMA INC	P	$35,970	-$8,210	-$8,210	2017-12-05	$44,180
2,186.000 PDL BIOPHARMA INC	P	$4,708	-$3,158	-$3,158	2017-08-03	$7,866
1,926.000 PDL BIOPHARMA INC	P	$6,654	-$276	-$276	2017-10-05	$6,930
7,684.000 PDL BIOPHARMA INC	P	$23,292	-$4,358	-$4,358	2017-11-10	$27,650
1,395.000 PAR PACIFIC HOLDINGS INC	P	$23,971	-$1,458	-$1,458	2017-08-03	$25,429
14,003.000 PAR PACIFIC HOLDINGS INC	P	$294,014	$38,759	$38,759	2017-10-03	$255,255
20,205.000 PZENA INVESTMENT MANAGM CL A	P	$223,905	$56,566	$56,566	2017-01-05	$167,339
2,701.000 QUINSTREET INC	P	$25,598	$16,247	$16,247	2017-12-05	$9,351
4,617.000 QUINSTREET INC	P	$16,257	$272	$272	2017-08-03	$15,985
3,993.000 QUINSTREET INC	P	$30,427	$16,602	$16,602	2017-10-05	$13,825
12,051.000 QUINSTREET INC	P	$106,525	$64,802	$64,802	2017-11-10	$41,723
5,309.000 QUINSTREET INC	P	$17,750	-$631	-$631	2017-02-10	$18,381
3,128.000 QUINSTREET INC	P	$9,998	-$832	-$832	2017-02-13	$10,830
3,887.000 QUINSTREET INC	P	$12,310	-$1,148	-$1,148	2017-02-14	$13,458
2,115.000 QUINSTREET INC	P	$6,841	-$482	-$482	2017-02-15	$7,323
12,011.000 QUINSTREET INC	P	$103,281	$61,697	$61,697	2017-11-13	$41,584
14,637.000 QUINSTREET INC	P	$128,716	$78,040	$78,040	2017-11-13	$50,676
646.000 RPX CORP	P	$8,308	$2,210	$2,210	2017-08-03	$6,098
569.000 RPX CORP	P	$7,588	$2,216	$2,216	2017-10-05	$5,372
1,753.000 RENEWABLE ENERGY GROUP INC	P	$21,851	$558	$558	2017-08-03	$21,293
1,582.000 RENEWABLE ENERGY GROUP INC	P	$19,482	$266	$266	2017-10-05	$19,216
1,289.000 RENEWABLE ENERGY GROUP INC	P	$14,472	-$1,185	-$1,185	2017-11-10	$15,657
1,038.000 RESOURCES CONNECTION INC	P	$13,706	-$1,377	-$1,377	2017-08-03	$15,083
913.000 RESOURCES CONNECTION INC	P	$13,916	$649	$649	2017-10-05	$13,267
2,137.000 SEACOR MARINE HOLDINGS INC	P	$38,075	-$1,001	-$1,001	2017-06-09	$39,076
0.511 SEACOR MARINE HOLDINGS INC	P	$10	$1	$1	2017-06-21	$9
1.000 SEACOR MARINE HOLDINGS INC	P	$14	-$4	-$4	2017-08-09	$18
590.000 SLEEP NUMBER CORP	P	$19,189	$5,720	$5,720	2017-08-03	$13,469
5,901.000 SLEEP NUMBER CORP	P	$188,965	$54,250	$54,250	2017-10-03	$134,715
592.000 SONIC AUTOMOTIVE INC CLASS A	P	$10,263	-$3,432	-$3,432	2017-08-03	$13,695
489.000 SONIC AUTOMOTIVE INC CLASS A	P	$10,435	-$877	-$877	2017-10-05	$11,312
14,924.000 STILLWATER MINING CO	P	$268,632	$135,079	$135,079	2017-05-04	$133,553
7,425.000 SWIFT TRANSPORTATION CO	P	$176,638	$70,068	$70,068	2017-04-11	$106,570
1,315.000 TAYLOR MORRISON HOME CORP A	P	$29,876	$6,144	$6,144	2017-08-03	$23,732
1,147.000 TAYLOR MORRISON HOME CORP A	P	$26,213	$5,513	$5,513	2017-10-05	$20,700
917.000 3D SYSTEMS CORP	P	$12,326	-$2,266	-$2,266	2017-08-03	$14,592
809.000 3D SYSTEMS CORP	P	$11,073	-$1,801	-$1,801	2017-10-05	$12,874
516.000 TITAN MACHINERY INC	P	$8,241	$1,379	$1,379	2017-10-05	$6,862
1,400.000 TITAN MACHINERY INC	P	$19,754	$1,136	$1,136	2017-11-10	$18,618
1,220.000 TITAN MACHINERY INC	P	$17,325	$1,100	$1,100	2017-11-13	$16,225
683.000 TRUEBLUE INC	P	$14,780	-$4,312	-$4,312	2017-08-03	$19,092
603.000 TRUEBLUE INC	P	$13,966	-$2,890	-$2,890	2017-10-05	$16,856
474.000 VERA BRADLEY INC	P	$4,670	-$2,978	-$2,978	2017-08-03	$7,648
418.000 VERA BRADLEY INC	P	$3,637	-$3,107	-$3,107	2017-10-05	$6,744
652.000 VERINT SYSTEMS INC	P	$24,345	$906	$906	2017-08-03	$23,439
565.000 VERINT SYSTEMS INC	P	$24,555	$4,243	$4,243	2017-10-05	$20,312
500.000 VISHAY PRECISION GROUP	P	$13,083	$5,099	$5,099	2017-12-05	$7,984
972.000 VISHAY PRECISION GROUP	P	$25,709	$10,189	$10,189	2017-12-06	$15,520
330.000 VISHAY PRECISION GROUP	P	$5,755	$486	$486	2017-08-03	$5,269
288.000 VISHAY PRECISION GROUP	P	$6,895	$2,296	$2,296	2017-10-05	$4,599
1,507.000 VISHAY PRECISION GROUP	P	$37,741	$13,678	$13,678	2017-11-10	$24,063
4,800.000 ZIX CORP	P	$20,225	$1,489	$1,489	2017-12-05	$18,736
10,175.000 ZIX CORP	P	$42,587	$2,872	$2,872	2017-12-06	$39,715
1,639.000 ZIX CORP	P	$8,663	$2,266	$2,266	2017-08-03	$6,397
1,445.000 ZIX CORP	P	$7,362	$1,722	$1,722	2017-10-05	$5,640
619.000 GLOBAL SOURCES LTD	P	$12,108	$6,854	$6,854	2017-08-03	$5,254
5,817.000 GLOBAL SOURCES LTD	P	$116,340	$66,970	$66,970	2017-08-29	$49,370
22,436.000 SEADRILL LTD	P	$27,932	-$33,262	-$33,262	2017-03-06	$61,194
4,033.000 SHIP FINANCE INTL LTD	P	$59,602	$2,306	$2,306	2017-02-10	$57,296
3,570.000 TEXTAINER GROUP HOLDINGS LTD	P	$51,112	$23,945	$23,945	2017-03-06	$27,167
594.000 TEXTAINER GROUP HOLDINGS LTD	P	$13,037	$8,517	$8,517	2017-12-05	$4,520
365.000 TEXTAINER GROUP HOLDINGS LTD	P	$5,893	$3,115	$3,115	2017-08-03	$2,778
318.000 TEXTAINER GROUP HOLDINGS LTD	P	$5,562	$3,142	$3,142	2017-10-05	$2,420
665.000 TRINSEO SA	P	$45,941	$18,356	$18,356	2017-12-05	$27,585
503.000 TRINSEO SA	P	$32,759	$11,894	$11,894	2017-08-03	$20,865
443.000 TRINSEO SA	P	$31,012	$12,636	$12,636	2017-10-05	$18,376
2,320.000 FRANK S INTERNATIONAL NV	P	$17,898	$1,965	$1,965	2017-10-05	$15,933
1,652.000 CABELA S INC	P	$81,341	$13,394	$13,394	2017-02-13	$67,947
4,888.000 CABELA S INC	P	$230,818	$29,773	$29,773	2017-02-14	$201,045
1,450.000 DECKERS OUTDOOR CORP	P	$76,454	$7,438	$7,438	2017-02-28	$69,016
910.000 DECKERS OUTDOOR CORP	P	$48,822	$5,508	$5,508	2017-03-01	$43,314
2,100.000 DECKERS OUTDOOR CORP	P	$113,011	$13,056	$13,056	2017-03-02	$99,955
1,291.000 DECKERS OUTDOOR CORP	P	$69,917	$8,469	$8,469	2017-03-03	$61,448
2,856.000 DRIL QUIP INC	P	$115,627	-$59,479	-$59,479	2017-08-11	$175,106
373.000 DRIL QUIP INC	P	$14,980	-$7,889	-$7,889	2017-08-14	$22,869
80.000 FIRST INDUSTRIAL REALTY TR	P	$2,085	$465	$465	2017-03-22	$1,620
80.000 GATX CORP	P	$4,589	$1,037	$1,037	2017-03-22	$3,552
55.000 LANDSTAR SYSTEM INC	P	$4,584	$1,200	$1,200	2017-03-22	$3,384
5.000 NEWMARKET CORP	P	$2,234	$459	$459	2017-03-22	$1,775
910.000 NORTHROP GRUMMAN INNOVATION	P	$91,784	$13,219	$13,219	2017-03-20	$78,565
1,372.000 NORTHROP GRUMMAN INNOVATION	P	$136,401	$17,950	$17,950	2017-03-21	$118,451
444.000 NORTHROP GRUMMAN INNOVATION	P	$43,985	$5,652	$5,652	2017-03-22	$38,333
298.000 NORTHROP GRUMMAN INNOVATION	P	$28,802	$3,074	$3,074	2017-04-05	$25,728
1,037.000 NORTHROP GRUMMAN INNOVATION	P	$99,791	$10,262	$10,262	2017-04-06	$89,529
961.000 NORTHROP GRUMMAN INNOVATION	P	$93,754	$10,786	$10,786	2017-04-07	$82,968
2,460.000 NORTHROP GRUMMAN INNOVATION	P	$325,657	$113,273	$113,273	2017-09-20	$212,384
1,030.000 NORTHROP GRUMMAN INNOVATION	P	$136,456	$47,531	$47,531	2017-09-21	$88,925
740.000 NORTHROP GRUMMAN INNOVATION	P	$98,114	$34,226	$34,226	2017-09-22	$63,888
4,979.000 OLIN CORP	P	$173,490	$104,653	$104,653	2017-12-11	$68,837
1,736.000 OLIN CORP	P	$59,847	$35,846	$35,846	2017-12-12	$24,001
2,472.000 OLIN CORP	P	$85,203	$51,027	$51,027	2017-12-12	$34,176
15,803.000 OLIN CORP	P	$544,962	$326,479	$326,479	2017-12-13	$218,483
100.000 SERVICE CORP INTERNATIONAL	P	$3,015	$742	$742	2017-03-22	$2,273
3,480.000 SERVICE CORP INTERNATIONAL	P	$121,008	$41,899	$41,899	2017-09-20	$79,109
730.000 SERVICE CORP INTERNATIONAL	P	$25,388	$8,793	$8,793	2017-09-21	$16,595
2,510.000 SERVICE CORP INTERNATIONAL	P	$87,145	$30,087	$30,087	2017-09-25	$57,058
5,790.000 SERVICE CORP INTERNATIONAL	P	$199,497	$67,877	$67,877	2017-10-02	$131,620
11,334.000 SERVICE CORP INTERNATIONAL	P	$390,208	$132,559	$132,559	2017-10-03	$257,649
6,917.000 SUPERIOR ENERGY SERVICES INC	P	$97,898	$24,005	$24,005	2017-03-09	$73,893
3,232.000 SUPERIOR ENERGY SERVICES INC	P	$45,586	$11,059	$11,059	2017-03-10	$34,527
3,232.000 SUPERIOR ENERGY SERVICES INC	P	$45,866	$11,339	$11,339	2017-03-10	$34,527
3,232.000 SUPERIOR ENERGY SERVICES INC	P	$45,845	$11,318	$11,318	2017-03-13	$34,527
4,307.000 SUPERIOR ENERGY SERVICES INC	P	$61,277	$15,266	$15,266	2017-03-13	$46,011
8,850.000 SUPERIOR ENERGY SERVICES INC	P	$100,328	$5,785	$5,785	2017-05-10	$94,543
1,500.000 SUPERIOR ENERGY SERVICES INC	P	$17,955	$1,931	$1,931	2017-05-15	$16,024
4,109.000 SUPERIOR ENERGY SERVICES INC	P	$49,661	$5,765	$5,765	2017-05-22	$43,896
6,391.000 SUPERIOR ENERGY SERVICES INC	P	$76,230	$7,956	$7,956	2017-05-19	$68,274
9,430.000 TEJON RANCH CO	P	$1,813	$1,813	$1,813	2017-10-11
3,170.000 TEJON RANCH CO	P	$572	$572	$572	2017-10-12
550.000 TEJON RANCH CO	P	$94	$94	$94	2017-10-13
1,290.000 TEMPUR SEALY INTERNATIONAL I	P	$59,684	-$10,394	-$10,394	2017-02-28	$70,078
950.000 TEMPUR SEALY INTERNATIONAL I	P	$44,372	-$7,236	-$7,236	2017-03-01	$51,608
3,870.000 TEMPUR SEALY INTERNATIONAL I	P	$178,809	-$31,424	-$31,424	2017-03-02	$210,233
3,170.000 TEMPUR SEALY INTERNATIONAL I	P	$153,433	-$18,773	-$18,773	2017-03-03	$172,206
600.000 TEMPUR SEALY INTERNATIONAL I	P	$27,230	-$5,364	-$5,364	2017-03-06	$32,594
361.000 TEMPUR SEALY INTERNATIONAL I	P	$16,360	-$3,251	-$3,251	2017-03-07	$19,611
910.000 TEMPUR SEALY INTERNATIONAL I	P	$41,428	-$8,007	-$8,007	2017-03-08	$49,435
12,500.000 TENET HEALTHCARE CORP	P	$172,031	-$155,090	-$155,090	2017-08-11	$327,121
2,070.000 VISTA OUTDOOR INC	P	$59,719	-$37,982	-$37,982	2017-01-13	$97,701
2,390.000 VISTA OUTDOOR INC	P	$68,204	-$44,601	-$44,601	2017-01-17	$112,805
3,450.000 VISTA OUTDOOR INC	P	$94,913	-$67,922	-$67,922	2017-01-18	$162,835
1,370.000 VISTA OUTDOOR INC	P	$37,512	-$27,150	-$27,150	2017-01-19	$64,662
2,846.000 VISTA OUTDOOR INC	P	$59,080	-$75,247	-$75,247	2017-02-13	$134,327
5,692.000 VISTA OUTDOOR INC	P	$117,093	-$151,561	-$151,561	2017-02-14	$268,654
3,872.000 VISTA OUTDOOR INC	P	$78,296	-$104,457	-$104,457	2017-02-15	$182,753
875.000 WORLD FUEL SERVICES CORP	P	$32,140	-$2,026	-$2,026	2017-03-20	$34,166
2,625.000 WORLD FUEL SERVICES CORP	P	$94,690	-$7,807	-$7,807	2017-03-21	$102,497
794.000 WORLD FUEL SERVICES CORP	P	$28,049	-$2,954	-$2,954	2017-03-22	$31,003
453.000 WORLD FUEL SERVICES CORP	P	$16,435	-$1,253	-$1,253	2017-04-05	$17,688
2,488.000 WORLD FUEL SERVICES CORP	P	$88,730	-$8,417	-$8,417	2017-04-06	$97,147
1,355.000 WORLD FUEL SERVICES CORP	P	$47,996	-$4,912	-$4,912	2017-04-07	$52,908
K-1 DIVERSIFIED SMALL CAP VALUE FUND	P	$17,783	$17,783	$17,783	2017-06-30
K-1 STATE STREET TREASURIES 1-3 YEARS	P		-$20	-$20	2017-05-18	$20
K-1 STATE STREET TREASURIES 1-3 YEARS	P		-$10	-$10	2017-05-18	$10
K-1 STATE STREET RUSSELL 1000 VALUE INDEX	P	$177	$177	$177	2017-05-18
K-1 STATE STREET RUSSELL 1000 VALUE INDEX	P	$622	$622	$622	2017-05-18
K-1 STATE STREET RUSSELL 2000 VALUE INDEX	P	$2,409	$2,409	$2,409	2017-05-18
K-1 STATE STREET RUSSELL 2000 VALUE INDEX	P	$4,560	$4,560	$4,560	2017-05-18
K-1 STATE STREET RUSSELL 1000 VALUE INDEX	P	$234	$234	$234	2017-05-18
K-1 STATE STREET RUSSELL 2000 VALUE INDEX	P	$14	$14	$14	2017-05-18
K-1 STATE STREET RUSSELL 1000 AND RUSSELL 2000 VALUE INDEX FINAL K-1	P		-$5,499	-$5,499	2017-05-18	$5,499
K-1 STATE STREET TREASURIES 1-3 YEARS	P	$158	$158	$158	2017-05-18

Field	Value	IRS element (for citing)
Capital Gain Net Income	$15,256,792	CapitalGainNetIncomeAmt

Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp

Field	Value	IRS element (for citing)
Liable Section4942 Tax	0	LiableSection4942TaxInd
Adjusted Qlfy Distri Yr1	$12,998,669	AdjustedQlfyDistriYr1Amt
Net Vl Noncharitable Assets Yr1	$239,658,108	NetVlNoncharitableAssetsYr1Amt
Distribution Yr1	0.054238	DistributionYr1Rt
Adjusted Qlfy Distri Yr2	$10,500,148	AdjustedQlfyDistriYr2Amt
Net Vl Noncharitable Assets Yr2	$245,994,479	NetVlNoncharitableAssetsYr2Amt
Distribution Yr2	0.042684	DistributionYr2Rt
Adjusted Qlfy Distri Yr3	$15,619,524	AdjustedQlfyDistriYr3Amt
Net Vl Noncharitable Assets Yr3	$255,196,964	NetVlNoncharitableAssetsYr3Amt
Distribution Yr3	0.061206	DistributionYr3Rt
Adjusted Qlfy Distri Yr4	$8,774,472	AdjustedQlfyDistriYr4Amt
Net Vl Noncharitable Assets Yr4	$231,889,918	NetVlNoncharitableAssetsYr4Amt
Distribution Yr4	0.037839	DistributionYr4Rt
Adjusted Qlfy Distri Yr5	$11,554,122	AdjustedQlfyDistriYr5Amt
Net Vl Noncharitable Assets Yr5	$206,960,159	NetVlNoncharitableAssetsYr5Amt
Distribution Yr5	0.055828	DistributionYr5Rt
Total Distribution	0.251795	TotalDistributionRt
Average Distribution	0.050359	AverageDistributionRt
Net Vl Noncharitable Assets	$259,204,962	NetVlNoncharitableAssetsAmt
Adj Net Vl Noncharitable Assets	$13,053,303	AdjNetVlNoncharitableAssetsAmt
Net Investment Income Pct	$181,099	NetInvestmentIncomePctAmt
Adj Nonchrtbl Net Invst Incm Pct	$13,234,402	AdjNonchrtblNetInvstIncmPctAmt
Qualifying Distributions	$10,478,079	QualifyingDistributionsAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Investment Income Excise Tax	$362,198	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$362,198	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$362,198	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$420,000	EstimatedPlusOvpmtIncmTxAmt
Extsn Request Income Tax Paid	$60,000	ExtsnRequestIncomeTaxPaidAmt
Backup Withholding Withheld	$0	BackupWithholdingWithheldAmt
Total Payments And Credits	$480,000	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Overpayment	$117,802	OverpaymentAmt
Applied To ES Tax	$117,802	AppliedToESTaxAmt
Refund	$0	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

Field	Value	IRS element (for citing)
Legislative Political Acty	0	LegislativePoliticalActyInd
More Than100 Spent	0	MoreThan100SpentInd
Form1120 POL Filed	0	Form1120POLFiledInd
Section4955 Organization Tax	$0	Section4955OrganizationTaxAmt
Section4955 Managers Tax	$0	Section4955ManagersTaxAmt
Tax Reimbursed	$0	TaxReimbursedAmt
Activities Not Previously Rpt	0	ActivitiesNotPreviouslyRptInd
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over Limit	0	UnrelatedBusIncmOverLimitInd
Organization Dissolved Etc	0	OrganizationDissolvedEtcInd
Section508e Rqr Satisfied	Yes (1)	Section508eRqrSatisfiedInd
At Least5000 In Assets	Yes (1)	AtLeast5000InAssetsInd
Org Report Or Register State	OH	OrgReportOrRegisterStateCd
Form990 PF Filed With Atty Gen	Yes (1)	Form990PFFiledWithAttyGenInd
Private Operating Foundation	0	PrivateOperatingFoundationInd
New Substantial Contributors	0	NewSubstantialContributorsInd
Own Controlled Entity	0	OwnControlledEntityInd
Donor Advised Fund	0	DonorAdvisedFundInd
Comply With Public Insp Rqr	Yes (1)	ComplyWithPublicInspRqrInd
Website Address	WWW.OSTEOPATHICHERITAGE.ORG	WebsiteAddressTxt

Persons With Books Name PersonsWithBooksName

Field	Value	IRS element (for citing)
Business Name Line1	TERRI DONLIN HUESMAN	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Phone	6147374370	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	1500 LAKESHORE DRIVE NO 230	AddressLine1Txt
City	COLUMBUS	CityNm
State Abbreviation	OH	StateAbbreviationCd
ZIP	432043800	ZIPCd

Field	Value	IRS element (for citing)
Foreign Accounts Question	0	ForeignAccountsQuestionInd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Field	Value	IRS element (for citing)
Sale Or Exch Disqualified Prsn	0	SaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified Prsn	0	BrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified Prsn	0	FurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified Prsn	0	PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified Prsn	0	TransferAstDisqualifiedPrsnInd
Payment To Government Official	0	PaymentToGovernmentOfficialInd
Uncorrected Prior Acts	0	UncorrectedPriorActsInd
Undistributed Income PY	0	UndistributedIncomePYInd
Business Holdings	0	BusinessHoldingsInd
Jeopardy Investments	0	JeopardyInvestmentsInd
Uncorrected PY Jeopardy Invst	0	UncorrectedPYJeopardyInvstInd
Influence Legislation	0	InfluenceLegislationInd
Influence Election	0	InfluenceElectionInd
Grants To Individuals	0	GrantsToIndividualsInd
Grants To Organizations	0	GrantsToOrganizationsInd
Noncharitable Purpose	0	NoncharitablePurposeInd
Rcv Fnds To Pay Prsnl Bnft Cntrct	0	RcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft Cntrct	0	PayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter Trans	0	ProhibitedTaxShelterTransInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (15 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	TitleTitleTxt	Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt	CompensationCompensationAmt	Employee Benefit ProgramEmployeeBenefitProgramAmt	Expense Account Other AllwncExpenseAccountOtherAllwncAmt
ROBERT A PALMA DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	BOARD CHAIRMAN	1.00	$0	$0	$0
MS JANE W CUNNINGHAM
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	VICE CHAIR	1.00	$0	$0	$0
GEORGE O FAERBER DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	SECRETARY	1.00	$0	$0	$0
MR THEODORE M OFAT
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	TREASURER OF BOARD/V.P. OF FINANCE	40.00	$201,500	$22,712	$0
TOM M ANDERSON DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
TOM BAKER DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
REBECCA DEVILLERS DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
JEFFREY HUTCHISON DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
PETER E JOHNSTON DO
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
KATHY KRENDL PHD
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
MR RON LINVILLE
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
MR FREDERICK L OREMUS ESQ
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
MR ROBERT OVERS
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR	1.00	$0	$0	$0
MS TERRI DONLIN HUESMAN
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	VICE PRESIDENT PROGRAMS	40.00	$206,500	$43,162	$0
MR RICHARD A VINCENT
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR/PRESIDENT	40.00	$396,434	$63,974	$0

Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (3 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	TitleTitleTxt	Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt	CompensationCompensationAmt	Employee BenefitsEmployeeBenefitsAmt	Expense AccountExpenseAccountAmt
SUSAN BEAUDRY
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	DIRECTOR OF PROGRAMS	37.50	$129,312	$23,720	$0
BEVERLY L RINEHART
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	ADMIN. ASSISTANT	37.50	$92,405	$44,207	$0
RENEE GIFFORD
1500 LAKE SHORE DRIVE	COLUMBUS	OH	43204	ADMIN. ASSISTANT	37.50	$87,260	$26,804	$0

Field	Value	IRS element (for citing)
Other Employee Paid Over50k	0	OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	Service TypeServiceTypeTxt	CompensationCompensationAmt
LONDON CO
1800 BAYBERRY COURT STE 301	RICHMOND	VA	23226	INVESTMENT MANAGEMENT FEES	$534,339
MANNING & NAPIER
290 WOODCLIFF DRIVE	FAIRPORT	NY	14450	INVESTMENT MANAGEMENT FEES	$330,191
BRANDYWINE
2929 ARCH STREET 8TH FLOOR	PHILADELPHIA	PA	19104	INVESTMENT MANAGEMENT FEES	$282,896
BHMS
126 EAST 56TH STREET	NEW YORK	NY	10022	INVESTMENT MANAGEMENT FEES	$244,639
BARROW HANLEY
2200 ROSS AVENUE 31TH FLOOR	DALLAS	TX	75201	INVESTMENT MANAGEMENT FEES	$169,751

Field	Value	IRS element (for citing)
Contractor Paid Over50k	5	ContractorPaidOver50kCnt

Sum Of Program Related Invst SumOfProgramRelatedInvstGrp

Field	Value	IRS element (for citing)
Total	$0	TotalAmt

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$253,984,167	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$9,168,079	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$0	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$263,152,246	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$263,152,246	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$3,947,284	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$259,204,962	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$12,960,248	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$12,960,248	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$362,198	TaxBasedOnInvestmentIncomeAmt
Total Tax	$362,198	TotalTaxAmt
Distributable Before Adj	$12,598,050	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$6,652	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$12,604,702	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$12,604,702	DistributableAsAdjustedAmt

Qualifying Distri Part XII QualifyingDistriPartXIIGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$10,478,079	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Qualifying Distributions	$10,478,079	QualifyingDistributionsAmt
Pct Sect4940e Org Net Invst Incm	$0	PctSect4940eOrgNetInvstIncmAmt
Adjusted Qualifying Distri	$10,478,079	AdjustedQualifyingDistriAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$12,604,702	DistributableAsAdjustedAmt
Undistributed Income PY	$0	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr3	$858,686	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr1	$1,568,674	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$2,427,360	TotalExcessDistributionCyovAmt
Qualifying Distributions	$10,478,079	QualifyingDistributionsAmt
Applied To Year1	$0	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$10,478,079	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$0	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$2,126,623	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$2,126,623	ExcessDistributionCyovAppCYAmt
Total Corpus	$300,737	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$0	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$0	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$300,737	ExcessDistriCyovToNextYrAmt
Excess From Year1	$300,737	ExcessFromYear1Amt

Supplementary Information SupplementaryInformationGrp

Field	Value	IRS element (for citing)
Only Contri To Preselected	Yes (X)	OnlyContriToPreselectedInd

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (19 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt
ALZHEIMER'S ASSOCIATION GREATER PA CHAPTER
1100 LIBERTY AVE	PITTSBURGH	PA	15222	NONE	PC	MEMORIAL TRIBUTE.	$100
AMERICAN OSTEOPATHIC FOUNDATION
142 E ONTARIO STREET	CHICAGO	IL	60611	NONE	PC	TO PROVIDE SUPPORT FOR OSTEOPATHIC MEDICAL STUDENT EDUCATION DEBT.	$7,975
CHARITABLE PHARMACY OF CENTRAL OHIO (CPCO)
200 E LIVINGSTON AVENUE	COLUMBUS	OH	43215	NONE	PC	TO EXPAND ACCESS TO PHARMACY SERVICES AND MEDICATIONS FOR LOW INCOME OLDER ADULTS.	$40,008
CLINTONVILLE-BEECHWOLD COMMUNITY RESOURCES CENTER
3222 NORTH HIGH STREET	COLUMBUS	OH	43202	NONE	PC	TO EXPAND TRANSPORTATION AND CASE MANAGEMENT PROGRAMS THAT ASSIST OLDER ADULTS TO AGE IN PLACE IN THEIR OWN HOMES AND COMMUNITIES.	$159,917
COLUMBUS METROPOLITAN CLUB
100 EAST BROAD STREET	COLUMBUS	OH	43205	NONE	PC	TO SUPPORT DISCUSSION OF OUR HEALTHY COMMUNITY SERIES OF PROGRAMS.	$3,500
COLUMBUS ROTARY FOUNDATION
1225 DUBLIN ROAD	COLUMBUS	OH	43215	NONE	PC	TO PARTNER WITH ROTARY AND PROVIDE SCHOLARSHIPS DESIGNATED FOR ELIGIBLE COLUMBUS CITY HIGH SCHOOL AND FRANKLIN COUNTY COLLEGE STUDENTS.	$20,000
GLADDEN COMMUNITY HOUSE
183 HAWKES AVENUE	COLUMBUS	OH	43223	NONE	PC	TO EXPAND SENIOR OUTREACH AND TRANSPORTATION SERVICES INCLUDING MINOR HOME REPAIRS AND EMERGENCY CLIENT ASSISTANCE.	$40,885
LIFECARE ALLIANCE
1699 WEST MOUND STREET	COLUMBUS	OH	43223	NONE	PC	TO EXPAND HEALTH CARE SERVICES IN COMMUNITY WELLNESS CENTERS TO OLDER ADULTS WITH A FOCUS ON HEALTH AND NUTRITION EDUCATION, DISEASE PREVENTION AND CHRONIC DISEASE MANAGEMENT.	$133,336
MARYHAVEN
1791 ALUM CREEK DRIVE	COLUMBUS	OH	43207	NONE	PC	TO SUPPORT MARYHAVEN'S CAPITAL CAMPAIGN TO ESTABLISH A 55-BED FACILITY TO TREAT INDIVIDUALS SUFFERING FROM OPIATE OVERDOSES WITH IMMEDIATE ACCESS TO CARE, TREATMENT AND RESIDENTIAL SERVICES. TO PROVIDE HONORARIUM FOR SPEECH AT THE COLUMBUS FOUNDATION AWARDS EVENT.	$502,500
MID-OHIO REGIONAL PLANNING COMMISSION
111 EAST LIBERTY STREET SUITE 100	COLUMBUS	OH	43215	NONE	PC	TO LEAD A CITYWIDE ASSESSMENT AND PLANNING PROCESS RESULTING IN A COMMUNITY STRATEGY AND IMPLEMENTATION PLAN LEADING TO COLUMBUS' DESIGNATION AS AN AGE-FRIENDLY CITY.	$125,000
MY SISTER'S PLACE
PO BOX 1158	ATHENS	OH	45701	NONE	PC	TO PROVIDE A TRIBUTE IN HONOR OF THE J.O. WATSON AWARD RECIPIENT, DR. BRIAN CLARK.	$5,000
NATIONAL CHURCH RESIDENCES FOUNDATION
2335 NORTH BANK DRIVE	COLUMBUS	OH	43220	NONE	PC	TO EXPAND CASE MANAGEMENT SERVICES FOR LOW INCOME OLDER ADULTS LIVING ON THE NEAR EAST SIDE.	$84,736
OHIO UNIVERSITY FOUNDATION
PO BOX 869	ATHENS	OH	45701	NONE	PC	TO PROVIDE AN EVENT SPONSORSHIP DISTRIBUTION FOR THE CLYBOURNE RECEPTION DURING THE OHIO OSTEOPATHIC SYMPOSIUM. TO PROVIDE SUPPORT TOWARD HERITAGE COLLEGE STUDENT SCHOLARSHIPS. TO PROVIDE A MEMORIAL DONATION IN HONOR OF JOE MCDAVIS.	$100,000
OHIO UNIVERSITY
PO BOX 869	ATHENS	OH	45701	NONE	GOV	TO SUPPORT PROJECTS AND PROGRAMS DETERMINED TO BE OF SIGNIFICANT VALUE TO THE COMMUNITY-AT-LARGE AND OF THE HIGHEST PRIORITY TO THE FOUNDATION TO HELP ADVANCE OU-HCOM TO NATIONAL PROMINENCE IN THE TRAINING OF PRIMARY CARE PHYSICIANS, FOCUSED RESEARCH AND SERVICE TO OHIO CITIZENS, ESPECIALLY THOSE WITHIN CENTRAL AND SOUTHEAST OHIO. TO PROVIDE SUPPORT TOWARD HERITAGE COLLEGE STUDENT SCHOLARSHIPS.	$6,403,100
OHIOHEALTH DOCTORS HOSPITAL
5100 W BROAD STREET	COLUMBUS	OH	43228	NONE	PC	TO PROVIDE IMPERMANENT SUPPORT TO AFFECT A SEAMLESS TRANSITION OF THE OSTEOPATHIC MEDICAL EDUCATION PROGRAMS AT OHIOHEALTH DOCTORS HOSPITAL TO THE ACCREDITATION COUNCIL FOR GRADUATE MEDICAL EDUCATION (ACGME) SINGLE ACCREDITATION SYSTEM.	$46,879
OHIOHEALTH FOUNDATION
180 E BROAD STREET	COLUMBUS	OH	43215	NONE	PC	TO PROVIDE IMPERMANENT SUPPORT TO AFFECT A SEAMLESS TRANSITION OF THE OSTEOPATHIC MEDICAL EDUCATION PROGRAMS AT OHIOHEALTH DOCTORS HOSPITAL TO THE ACCREDITATION COUNCIL FOR GRADUATE MEDICAL EDUCATION (ACGME) SINGLE ACCREDITATION SYSTEM. TO PROVIDE SUPPORT AT THE REQUEST OF THE FAMILY TO KOBACKER HOUSE IN MEMORY OF LOIS BLOM.	$189,357
ROWAN UNIVERSITY SCHOOL OF OSTEOPATHIC MEDICINE
201 MULLICA HILL ROAD	GLASSBORO	NJ	08028	NONE	GOV	TO DEVELOP A NEW AND SIMPLE BLOOD TEST FOR THE DIAGNOSIS OF MILD COGNITIVE IMPAIRMENT (MCI) DRIVEN BY EARLY-STAGE ALZHEIMER'S DISEASE PATHOGENESIS USING THE INSTITUTION'S NOVEL BIOMARKER DISCOVERY STRATEGY AND HUMAN PROTEIN MICROARRAY TECHNOLOGY.	$34,100
THE COLUMBUS FOUNDATION
1234 EAST BROAD STREET	COLUMBUS	OH	43205	NONE	PC	TO HELP COLUMBUS' NON-PROFIT COMMUNITY DELIVER QUALITY PROGRAMS AND SERVICES, ESPECIALLY TO VULNERABLE POPULATIONS.	$893,105
YMCA OF CENTRAL OHIO
40 WEST LONG STREET	COLUMBUS	OH	43215	NONE	PC	TO IMPROVE THE HEALTH OF AGING ADULTS IN THE COMMUNITY WITH WELLNESS PROGRAMS THAT OFFER HIGHER LEVELS OF SOCIAL INTEGRATION AND ACTIVITY TO IMPROVE HEALTH OUTCOMES.	$68,545

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$8,858,043	TotalGrantOrContriPdDurYrAmt
Total Grant Or Contri Apprv Fut	$0	TotalGrantOrContriApprvFutAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$5,166,254	ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$15,256,792	ExclusionAmt

Other Revenue Described OtherRevenueDescribedGrp

Field	Value	IRS element (for citing)
Desc	REIMBURSEMENT	Desc
Exclusion	01	ExclusionCd
Exclusion	$151,816	ExclusionAmt

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Unrelated Business Taxbl Incm	$0	UnrelatedBusinessTaxblIncmAmt
Exclusion	$20,574,862	ExclusionAmt
Related Or Exempt Function Incm	$0	RelatedOrExemptFunctionIncmAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$20,574,862	TotalIncomeProducingActyAmt

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EO	0	TrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EO	0	TrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of Assets	0	SalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EO	0	PurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth Assets	0	RentalOfFacilitiesOthAssetsInd
Reimbursement Arrangements	0	ReimbursementArrangementsInd
Loans Or Loan Guarantees	0	LoansOrLoanGuaranteesInd
Performance Of Services Etc	0	PerformanceOfServicesEtcInd
Sharing Of Facilities Etc	0	SharingOfFacilitiesEtcInd
Relationships Nonchrtbl EO	0	RelationshipsNonchrtblEOInd

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

Field	Value	IRS element (for citing)
Category	ACCOUNTING	CategoryTxt
Amt	$98,988	Amt
Net Investment Income	$49,494	NetInvestmentIncomeAmt
Disbursements Charitable Prps	$49,494	DisbursementsCharitablePrpsAmt

Depreciation Schedule DepreciationSchedule

Depreciation Property DepreciationPropertyGrp

Field	Value	IRS element (for citing)
Property	PROPERTY AND EQUIPMENT	PropertyDesc
Cost Or Other Basis	$385,866	CostOrOtherBasisAmt
Prior Year Depreciation	$373,170	PriorYearDepreciationAmt
Computation Method	SL	ComputationMethodTxt
Life	5.000000000000	LifeRt
Current Year Expense	$5,357	CurrentYearExpenseAmt
Net Investment Income	$0	NetInvestmentIncomeAmt

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (91 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
310000 AT+T INC SR UNSECURED 08/27 3.9	$312,071	$312,071
312000 ACTIVISION BLIZZARD SR UNSECURED 06/27 3.4	$314,196	$314,196
235000 ALIBABA GROUP HOLDING SR UNSECURED 12/27 3.4	$234,941	$234,941
220000 AMERICAN INTL GROUP SR UNSECURED 02/24 4.125	$232,452	$232,452
305000 AMERICAN TOWER CORP SR UNSECURED 02/21 3.3	$310,594	$310,594
310000 AMERICAN WATER CAPITAL C SR UNSECURED 09/27 2.95	$306,795	$306,795
310000 ANHEUSER BUSCH INBEV WOR COMPANY GUAR 07/22 2.5	$307,650	$307,650
305000 APPLIED MATERIALS INC SR UNSECURED 04/27 3.3	$310,216	$310,216
395000 ASSURED GUARANTY US HLDG COMPANY GUAR 07/24 5	$425,577	$425,577
260000 BP CAPITAL MARKETS PLC COMPANY GUAR 11/24 3.535	$270,132	$270,132
600000 BANK OF AMERICA CORP SUBORDINATED 01/25 4	$624,216	$624,216
205000 BOARDWALK PIPELINES LP COMPANY GUAR 06/26 5.95	$228,667	$228,667
94741.66 CARMAX AUTO OWNER TRUST CARMX 2015 2 A3	$94,542	$94,542
624000 CARMAX AUTO OWNER TRUST CARMX 2015 2 A4	$621,610	$621,610
164858.37 CARMAX AUTO OWNER TRUST CARMX 2015 3 A3	$164,588	$164,588
375210.08 CARMAX AUTO OWNER TRUST CARMX 2015 4 A3	$374,109	$374,109
615000 CITIGROUP INC SUBORDINATED 05/23 3.5	$626,002	$626,002
615000 CITIBANK CREDIT CARD ISSUANCE CCCIT 2014 A8 A8	$615,000	$615,000
150000 COMCAST CORP COMPANY GUAR 02/25 3.375	$154,013	$154,013
150000 CONOCOPHILLIPS COMPANY COMPANY GUAR 11/24 3.35	$154,433	$154,433
235000 DISCOVERY COMMUNICATIONS COMPANY GUAR 03/28 3.95	$233,745	$233,745
305000 DOLLAR GENERAL CORP SR UNSECURED 04/23 3.25	$309,114	$309,114
155000 E TRADE FINANCIAL CORP SR UNSECURED 08/22 2.95	$153,692	$153,692
295000 KINDER MORGAN ENER PART COMPANY GUAR 05/24 4.3	$307,142	$307,142
150000 ENBRIDGE INC SR UNSECURED 07/27 3.7	$150,633	$150,633
300000 EXPRESS SCRIPTS HOLDING COMPANY GUAR 06/24 3.5	$302,655	$302,655
625000 FORD CREDIT AUTO OWNER TRUST FORDO 2014 C A4	$624,252	$624,252
70996.87 FORD CREDIT AUTO OWNER TRUST FORDO 2015 A A3	$70,924	$70,924
130568.48 FORD CREDIT AUTO OWNER TRUST FORDO 2015 C A3	$130,331	$130,331
225000 GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.25	$235,154	$235,154
275000 INTL LEASE FINANCE CORP SR UNSECURED 08/22 5.875	$304,664	$304,664
545000 JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR	$545,529	$545,529
45000 MAGNA INTERNATIONAL INC SR UNSECURED 10/25 4.15	$47,824	$47,824
255000 MORGAN STANLEY SUBORDINATED 11/25 5	$279,031	$279,031
235000 MORGAN STANLEY SR UNSECURED 05/24 VAR	$239,942	$239,942
572649.95 NISSAN AUTO RECEIVABLES OWNER NAROT 2017 A A2A	$571,618	$571,618
150000 PEPSICO INC SR UNSECURED 07/22 3.1	$153,594	$153,594
140000 PETROLEOS MEXICANOS COMPANY GUAR 08/26 6.875	$158,725	$158,725
305000 BOOKING HOLDINGS INC SR UNSECURED 06/26 3.6	$306,305	$306,305
445000 RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75	$466,467	$466,467
145000 SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875	$162,903	$162,903
300000 SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5	$312,918	$312,918
460000 SOUTHERN COPPER CORP SR UNSECURED 04/25 3.875	$477,034	$477,034
445000 VERIZON COMMUNICATIONS SR UNSECURED 03/27 4.125	$464,006	$464,006
225000 VISA INC SR UNSECURED 12/22 2.8	$228,296	$228,296
230000 WILLIAMS PARTNERS LP SR UNSECURED 06/27 3.75	$230,478	$230,478
436335.87 WORLD OMNI AUTOMOBILE LEASE SE WOLS 2017 A A2	$435,325	$435,325
115000 AT+T INC SR UNSECURED 08/27 3.9	$115,768	$115,768
110000 ACTIVISION BLIZZARD SR UNSECURED 06/27 3.4	$110,774	$110,774
80000 AMERICAN INTL GROUP SR UNSECURED 02/24 4.125	$84,528	$84,528
115000 AMERICAN TOWER CORP SR UNSECURED 02/21 3.3	$117,109	$117,109
100000 AMERICAN WATER CAPITAL C SR UNSECURED 09/27 2.95	$98,966	$98,966
75000 ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 8.2	$119,279	$119,279
105000 APPLIED MATERIALS INC SR UNSECURED 04/27 3.3	$106,796	$106,796
127000 ASSURED GUARANTY US HLDG COMPANY GUAR 07/24 5	$136,831	$136,831
100000 BP CAPITAL MARKETS PLC COMPANY GUAR 11/24 3.535	$103,897	$103,897
220000 BANK OF AMERICA CORP SUBORDINATED 01/25 4	$228,879	$228,879
75000 BOARDWALK PIPELINES LP COMPANY GUAR 06/26 5.95	$83,659	$83,659
678000 CAPITAL ONE MULTI ASSET EXECUT COMET 2016 A4 A4	$669,581	$669,581
59836.84 CARMAX AUTO OWNER TRUST CARMX 2015 2 A3	$59,711	$59,711
104228.64 CARMAX AUTO OWNER TRUST CARMX 2015 3 A3	$104,058	$104,058
678000 CARMAX AUTO OWNER TRUST CARMX 2017 3 A3	$674,333	$674,333
230000 CITIGROUP INC SUBORDINATED 03/25 3.875	$235,440	$235,440
389000 CITIBANK CREDIT CARD ISSUANCE CCCIT 2014 A8 A8	$389,000	$389,000
50000 COMCAST CORP COMPANY GUAR 08/35 4.4	$54,665	$54,665
60000 CONOCOPHILLIPS COMPANY COMPANY GUAR 05/25 3.35	$61,798	$61,798
80000 DISCOVERY COMMUNICATIONS COMPANY GUAR 03/28 3.95	$79,573	$79,573
170000 DOLLAR GENERAL CORP SR UNSECURED 04/23 3.25	$172,293	$172,293
50000 E TRADE FINANCIAL CORP SR UNSECURED 08/22 2.95	$49,578	$49,578
50000 KINDER MORGAN ENER PART COMPANY GUAR 05/24 4.3	$52,058	$52,058
60000 ENBRIDGE INC SR UNSECURED 07/27 3.7	$60,253	$60,253
115000 EXPRESS SCRIPTS HOLDING COMPANY GUAR 06/24 3.5	$116,018	$116,018
44864.47 FORD CREDIT AUTO OWNER TRUST FORDO 2015 A A3	$44,818	$44,818
82435.18 FORD CREDIT AUTO OWNER TRUST FORDO 2015 C A3	$82,285	$82,285
55000 GOLDMAN SACHS GROUP INC SUBORDINATED 10/25 4.25	$57,482	$57,482
100000 INTL LEASE FINANCE CORP SR UNSECURED 08/22 5.875	$110,787	$110,787
320000 JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR	$320,310	$320,310
80000 MAGNA INTERNATIONAL INC SR UNSECURED 10/25 4.15	$85,021	$85,021
98000 MORGAN STANLEY SUBORDINATED 11/25 5	$107,236	$107,236
90000 MORGAN STANLEY SR UNSECURED 05/24 VAR	$91,893	$91,893
60000 PEPSICO INC SR UNSECURED 07/22 3.1	$61,438	$61,438
50000 PETROLEOS MEXICANOS COMPANY GUAR 08/26 6.875	$56,688	$56,688
100000 BOOKING HOLDINGS INC SR UNSECURED 06/26 3.6	$100,428	$100,428
152000 RIO TINTO FIN USA LTD COMPANY GUAR 06/25 3.75	$159,332	$159,332
50000 SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875	$56,174	$56,174
115000 SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5	$119,952	$119,952
157000 SOUTHERN COPPER CORP SR UNSECURED 04/25 3.875	$162,814	$162,814
160000 VERIZON COMMUNICATIONS SR UNSECURED 03/27 4.125	$166,834	$166,834
145000 VISA INC SR UNSECURED 12/22 2.8	$147,124	$147,124
85000 WILLIAMS PARTNERS LP SR UNSECURED 06/27 3.75	$85,177	$85,177
642406.52 WORLD OMNI AUTOMOBILE LEASE SE WOLS 2017 A A2	$640,918	$640,918

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (422 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
195 ALPHABET INC CL C COMMON STOCK USD.001	$204,040	$204,040
190 ALPHABET INC CL A COMMON STOCK USD.001	$200,146	$200,146
345 AMAZON.COM INC COMMON STOCK USD.01	$403,467	$403,467
54180 AMBEV SA ADR ADR	$350,003	$350,003
11120 ARCONIC INC COMMON STOCK	$303,020	$303,020
3505 ASHLAND GLOBAL HOLDINGS INC COMMON STOCK	$249,556	$249,556
6800 BALL CORP COMMON STOCK	$257,380	$257,380
5035 BIOMARIN PHARMACEUTICAL INC COMMON STOCK USD.001	$448,971	$448,971
975 BIOGEN INC COMMON STOCK USD.0005	$310,606	$310,606
540 BLACKROCK INC COMMON STOCK USD.01	$277,403	$277,403
345 BOOKING HOLDINGS INC COMMON STOCK USD.008	$599,520	$599,520
3995 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1	$244,814	$244,814
10570 DAVITA INC COMMON STOCK USD.001	$763,683	$763,683
8795 DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01	$163,499	$163,499
3405 ELECTRONIC ARTS INC COMMON STOCK USD.01	$357,729	$357,729
2400 EQUIFAX INC COMMON STOCK USD1.25	$283,008	$283,008
2825 EURONET WORLDWIDE INC COMMON STOCK USD.02	$238,063	$238,063
3480 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01	$259,747	$259,747
5855 FACEBOOK INC A COMMON STOCK USD.000006	$1,033,173	$1,033,173
1290 FEDEX CORP COMMON STOCK USD.1	$321,907	$321,907
3065 GENESEE + WYOMING INC CL A COMMON STOCK USD.01	$241,307	$241,307
2775 INCYTE CORP COMMON STOCK USD.001	$262,820	$262,820
3050 JOHNSON + JOHNSON COMMON STOCK USD1.0	$426,146	$426,146
4990 LULULEMON ATHLETICA INC COMMON STOCK USD.005	$392,164	$392,164
3100 MASTERCARD INC A COMMON STOCK USD.0001	$469,216	$469,216
4655 MICROSOFT CORP COMMON STOCK USD.00000625	$398,189	$398,189
5950 NOVARTIS AG SPONSORED ADR ADR	$499,562	$499,562
8010 QORVO INC COMMON STOCK USD.0001	$533,466	$533,466
1135 REGENERON PHARMACEUTICALS COMMON STOCK USD.001	$426,715	$426,715
5950 SCHLUMBERGER LTD COMMON STOCK USD.01	$400,971	$400,971
6220 SEALED AIR CORP COMMON STOCK USD.1	$306,646	$306,646
6500 SEATTLE GENETICS INC COMMON STOCK USD.001	$347,750	$347,750
7480 SERVICENOW INC COMMON STOCK USD.001	$975,317	$975,317
5860 SKYWORKS SOLUTIONS INC COMMON STOCK USD.25	$556,407	$556,407
2760 SOUTHERN COPPER CORP COMMON STOCK USD.01	$130,962	$130,962
2135 TEXAS INSTRUMENTS INC COMMON STOCK USD1.0	$222,979	$222,979
7820 UNILEVER PLC SPONSORED ADR ADR	$432,759	$432,759
1965 VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01	$294,475	$294,475
4000 VISA INC CLASS A SHARES COMMON STOCK USD.0001	$456,080	$456,080
7735 WEYERHAEUSER CO REIT USD1.25	$272,736	$272,736
10240 ZAYO GROUP HOLDINGS INC COMMON STOCK USD.001	$376,832	$376,832
3500 MEDTRONIC PLC COMMON STOCK USD.1	$282,625	$282,625
9375 NIELSEN HOLDINGS PLC COMMON STOCK EUR.07	$341,250	$341,250
17565 TRANSOCEAN LTD COMMON STOCK CHF.1	$187,594	$187,594
7284 ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001	$871,094	$871,094
1690 ALLEGHANY CORP COMMON STOCK USD1.0	$1,007,392	$1,007,392
1125 ALPHABET INC CL C COMMON STOCK USD.001	$1,177,200	$1,177,200
16196 ALTRIA GROUP INC COMMON STOCK USD.333	$1,156,556	$1,156,556
9800 APPLE INC COMMON STOCK USD.00001	$1,658,454	$1,658,454
19094 BANK OF AMERICA CORP COMMON STOCK USD.01	$563,655	$563,655
11716 BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033	$2,322,346	$2,322,346
2650 BLACKROCK INC COMMON STOCK USD.01	$1,361,332	$1,361,332
11373 BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1	$696,937	$696,937
18480 CARMAX INC COMMON STOCK USD.5	$1,185,122	$1,185,122
22420 CARNIVAL CORP COMMON STOCK USD.01	$1,488,015	$1,488,015
6010 CHEVRON CORP COMMON STOCK USD.75	$752,392	$752,392
22190 CISCO SYSTEMS INC COMMON STOCK USD.001	$849,877	$849,877
12830 COCA COLA CO/THE COMMON STOCK USD.25	$588,640	$588,640
8380 DEERE + CO COMMON STOCK USD1.0	$1,311,554	$1,311,554
15377 DOLLAR TREE INC COMMON STOCK USD.01	$1,650,106	$1,650,106
3095 FEDEX CORP COMMON STOCK USD.1	$772,326	$772,326
6430 GENERAL DYNAMICS CORP COMMON STOCK USD1.0	$1,308,184	$1,308,184
12600 ELI LILLY + CO COMMON STOCK	$1,064,196	$1,064,196
8635 LOWE S COS INC COMMON STOCK USD.5	$802,537	$802,537
2295 NEWMARKET CORP COMMON STOCK	$912,010	$912,010
14898 NIKE INC CL B COMMON STOCK USD1.0	$931,870	$931,870
8630 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0	$1,250,487	$1,250,487
3000 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01	$721,620	$721,620
27785 PROGRESSIVE CORP COMMON STOCK USD1.0	$1,564,851	$1,564,851
10641 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0	$696,453	$696,453
9840 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1	$520,831	$520,831
12064 VISA INC CLASS A SHARES COMMON STOCK USD.0001	$1,375,537	$1,375,537
19380 WELLS FARGO + CO COMMON STOCK USD1.666	$1,175,785	$1,175,785
16446 AT+T INC COMMON STOCK USD1.0	$639,420	$639,420
12872 ALTRIA GROUP INC COMMON STOCK USD.333	$919,190	$919,190
10742 AMERICAN EXPRESS CO COMMON STOCK USD.2	$1,066,788	$1,066,788
24882 BP PLC SPONS ADR ADR	$1,045,790	$1,045,790
48775 BANK OF AMERICA CORP COMMON STOCK USD.01	$1,439,838	$1,439,838
5764 CARDINAL HEALTH INC COMMON STOCK	$353,160	$353,160
8000 CHEVRON CORP COMMON STOCK USD.75	$1,001,520	$1,001,520
14392 CONOCOPHILLIPS COMMON STOCK USD.01	$789,977	$789,977
14168 DOWDUPONT INC COMMON STOCK USD.01	$1,009,045	$1,009,045
9291 ENTERGY CORP COMMON STOCK USD.01	$756,194	$756,194
2407 GENERAL DYNAMICS CORP COMMON STOCK USD1.0	$489,704	$489,704
42800 GENERAL ELECTRIC CO COMMON STOCK USD.06	$746,860	$746,860
14100 HCP INC REIT USD1.0	$367,728	$367,728
4281 HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0	$656,534	$656,534
2900 INTL BUSINESS MACHINES CORP COMMON STOCK USD.2	$444,918	$444,918
9531 JPMORGAN CHASE + CO COMMON STOCK USD1.0	$1,019,245	$1,019,245
8252 JOHNSON + JOHNSON COMMON STOCK USD1.0	$1,152,969	$1,152,969
23600 KEYCORP COMMON STOCK USD1.0	$476,012	$476,012
12530 LOEWS CORP COMMON STOCK USD.01	$626,876	$626,876
14765 MERCK + CO. INC. COMMON STOCK USD.5	$830,827	$830,827
3702 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0	$536,420	$536,420
9649 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2	$710,745	$710,745
716 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0	$103,312	$103,312
22790 PFIZER INC COMMON STOCK USD.05	$825,454	$825,454
9053 PHILIP MORRIS INTERNATIONAL COMMON STOCK	$956,449	$956,449
9098 PHILLIPS 66 COMMON STOCK	$920,263	$920,263
5538 RAYTHEON COMPANY COMMON STOCK USD.01	$1,040,313	$1,040,313
9700 SANOFI ADR ADR	$417,100	$417,100
9993 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0	$654,042	$654,042
5627 STANLEY BLACK + DECKER INC COMMON STOCK USD2.5	$954,846	$954,846
10808 STATE STREET CORP COMMON STOCK USD1.0	$1,054,969	$1,054,969
8201 TARGET CORP COMMON STOCK USD.0833	$535,115	$535,115
4600 TYSON FOODS INC CL A COMMON STOCK USD.1	$372,922	$372,922
6400 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0	$816,448	$816,448
15633 VERIZON COMMUNICATIONS INC COMMON STOCK USD.1	$827,455	$827,455
9200 WALMART INC COMMON STOCK USD.1	$908,500	$908,500
17229 WELLS FARGO + CO COMMON STOCK USD1.666	$1,045,283	$1,045,283
3200 WHIRLPOOL CORP COMMON STOCK USD1.0	$539,648	$539,648
4782 ADIENT PLC COMMON STOCK USD.001	$376,343	$376,343
22329 JOHNSON CONTROLS INTERNATION COMMON STOCK USD.01	$850,958	$850,958
13600 XL GROUP LTD COMMON STOCK	$478,176	$478,176
2713 AFLAC INC COMMON STOCK USD.1	$238,147	$238,147
5643 ABBVIE INC COMMON STOCK USD.01	$545,735	$545,735
1406 ALBEMARLE CORP COMMON STOCK USD.01	$179,813	$179,813
1058 ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01	$45,568	$45,568
1801 ALLSTATE CORP COMMON STOCK USD.01	$188,583	$188,583
2516 ALLY FINANCIAL INC COMMON STOCK USD.1	$73,367	$73,367
3832 AMERICAN AIRLINES GROUP INC COMMON STOCK	$199,379	$199,379
6832 AMERICAN EXPRESS CO COMMON STOCK USD.2	$678,486	$678,486
604 AMERICAN FINANCIAL GROUP INC COMMON STOCK	$65,558	$65,558
3162 AMERIPRISE FINANCIAL INC COMMON STOCK USD.01	$535,864	$535,864
2770 AMGEN INC COMMON STOCK USD.0001	$481,703	$481,703
1455 ANTHEM INC COMMON STOCK USD.01	$327,390	$327,390
8375 APPLE INC COMMON STOCK USD.00001	$1,417,301	$1,417,301
347 AUTONATION INC COMMON STOCK USD.01	$17,812	$17,812
1047 AVERY DENNISON CORP COMMON STOCK USD1.0	$120,258	$120,258
8317 BAXTER INTERNATIONAL INC COMMON STOCK USD1.0	$537,611	$537,611
3653 BEST BUY CO INC COMMON STOCK USD.1	$250,121	$250,121
2733 BROWN FORMAN CORP CLASS B COMMON STOCK USD.15	$187,675	$187,675
6811 CBS CORP CLASS B NON VOTING COMMON STOCK USD.001	$401,849	$401,849
1720 CDW CORP/DE COMMON STOCK USD.01	$119,523	$119,523
940 CIGNA CORP COMMON STOCK USD.25	$190,905	$190,905
1863 CNA FINANCIAL CORP COMMON STOCK USD2.5	$98,832	$98,832
1156 CNO FINANCIAL GROUP INC COMMON STOCK USD.01	$28,542	$28,542
5755 CVS HEALTH CORP COMMON STOCK USD.01	$417,238	$417,238
1117 CARMAX INC COMMON STOCK USD.5	$71,633	$71,633
463 CARTER S INC COMMON STOCK USD.01	$54,398	$54,398
1174 CELANESE CORP SERIES A COMMON STOCK USD.0001	$125,712	$125,712
3157 CHEVRON CORP COMMON STOCK USD.75	$395,225	$395,225
18485 CITIGROUP INC COMMON STOCK USD.01	$1,375,469	$1,375,469
3774 CITIZENS FINANCIAL GROUP COMMON STOCK USD.01	$158,433	$158,433
2252 COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01	$159,937	$159,937
30143 COMCAST CORP CLASS A COMMON STOCK USD.01	$1,207,227	$1,207,227
13501 CORNING INC COMMON STOCK USD.5	$431,897	$431,897
632 CUMMINS INC COMMON STOCK USD2.5	$111,636	$111,636
341 DST SYSTEMS INC COMMON STOCK USD.01	$21,166	$21,166
11244 WALT DISNEY CO/THE COMMON STOCK USD.01	$1,208,842	$1,208,842
7033 DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01	$540,978	$540,978
8350 EBAY INC COMMON STOCK USD.001	$315,129	$315,129
235 EMCOR GROUP INC COMMON STOCK USD.01	$19,211	$19,211
480 EXPEDITORS INTL WASH INC COMMON STOCK USD.01	$31,051	$31,051
8794 EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01	$656,384	$656,384
5518 EXXON MOBIL CORP COMMON STOCK	$461,526	$461,526
1546 FIDELITY NATIONAL FINANCIAL COMMON STOCK USD.0001	$60,665	$60,665
8539 FIFTH THIRD BANCORP COMMON STOCK	$259,073	$259,073
1482 GAP INC/THE COMMON STOCK USD.05	$50,477	$50,477
2532 GENERAL DYNAMICS CORP COMMON STOCK USD1.0	$515,135	$515,135
3488 GENERAL MILLS INC COMMON STOCK USD.1	$206,804	$206,804
10416 GENERAL MOTORS CO COMMON STOCK USD.01	$426,952	$426,952
2972 GOLDMAN SACHS GROUP INC COMMON STOCK USD.01	$757,147	$757,147
1938 GOODYEAR TIRE + RUBBER CO COMMON STOCK	$62,617	$62,617
831 WW GRAINGER INC COMMON STOCK USD.5	$196,324	$196,324
2768 HANESBRANDS INC COMMON STOCK USD.01	$57,879	$57,879
641 HARLEY DAVIDSON INC COMMON STOCK USD.01	$32,614	$32,614
546 HARRIS CORP COMMON STOCK USD1.0	$77,341	$77,341
974 HUMANA INC COMMON STOCK USD.166	$241,620	$241,620
307 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01	$72,360	$72,360
5102 INTERNATIONAL PAPER CO COMMON STOCK USD1.0	$295,610	$295,610
2198 INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1	$44,312	$44,312
13245 JPMORGAN CHASE + CO COMMON STOCK USD1.0	$1,416,420	$1,416,420
1688 KOHLS CORP COMMON STOCK USD.01	$91,540	$91,540
6050 KROGER CO COMMON STOCK USD1.0	$166,073	$166,073
661 LIBERTY VENTURES SER A TRACKING STK USD.01	$35,853	$35,853
1621 LINCOLN NATIONAL CORP COMMON STOCK	$124,606	$124,606
2320 LOCKHEED MARTIN CORP COMMON STOCK USD1.0	$744,836	$744,836
3178 LOWE S COS INC COMMON STOCK USD.5	$295,363	$295,363
929 M + T BANK CORP COMMON STOCK USD.5	$158,850	$158,850
2770 MARATHON PETROLEUM CORP COMMON STOCK	$182,765	$182,765
14404 MORGAN STANLEY COMMON STOCK USD.01	$755,778	$755,778
1620 NETAPP INC COMMON STOCK USD.001	$89,618	$89,618
425 NORDSON CORP COMMON STOCK	$62,220	$62,220
2452 NORDSTROM INC COMMON STOCK	$116,176	$116,176
2483 NORFOLK SOUTHERN CORP COMMON STOCK USD1.0	$359,787	$359,787
629 O REILLY AUTOMOTIVE INC COMMON STOCK USD.01	$151,300	$151,300
877 OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2	$64,600	$64,600
1816 PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.0	$262,031	$262,031
164 PARKER HANNIFIN CORP COMMON STOCK USD.5	$32,731	$32,731
18172 PFIZER INC COMMON STOCK USD.05	$658,190	$658,190
457 POLYONE CORPORATION COMMON STOCK USD.01	$19,880	$19,880
1415 T ROWE PRICE GROUP INC COMMON STOCK USD.2	$148,476	$148,476
403 PRIMERICA INC COMMON STOCK	$40,925	$40,925
3130 PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01	$359,887	$359,887
2671 PULTEGROUP INC COMMON STOCK USD.01	$88,811	$88,811
918 REALOGY HOLDINGS CORP COMMON STOCK USD.01	$24,327	$24,327
10769 REGIONS FINANCIAL CORP COMMON STOCK USD.01	$186,088	$186,088
227 REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01	$35,396	$35,396
470 ROCKWELL AUTOMATION INC COMMON STOCK USD1.0	$92,285	$92,285
1397 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0	$52,136	$52,136
1525 SOUTHWEST AIRLINES CO COMMON STOCK USD1.0	$99,811	$99,811
1185 SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01	$103,391	$103,391
2862 STATE STREET CORP COMMON STOCK USD1.0	$279,360	$279,360
1587 STEEL DYNAMICS INC COMMON STOCK USD.005	$68,447	$68,447
3703 SUNTRUST BANKS INC COMMON STOCK USD1.0	$239,177	$239,177
2017 SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0	$96,695	$96,695
8095 TARGET CORP COMMON STOCK USD.0833	$528,199	$528,199
919 TRACTOR SUPPLY COMPANY COMMON STOCK USD.008	$68,695	$68,695
6190 UNION PACIFIC CORP COMMON STOCK USD2.5	$830,079	$830,079
2636 UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.01	$177,666	$177,666
6655 UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0	$848,978	$848,978
3414 UNUM GROUP COMMON STOCK USD.1	$187,394	$187,394
115 WABCO HOLDINGS INC COMMON STOCK USD.01	$16,503	$16,503
3781 WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01	$274,576	$274,576
407 WHIRLPOOL CORP COMMON STOCK USD1.0	$68,636	$68,636
322 WILLIAMS SONOMA INC COMMON STOCK USD.01	$16,647	$16,647
1908 WYNDHAM DESTINATIONS INC COMMON STOCK USD.01	$221,080	$221,080
2210 XEROX CORP COMMON STOCK USD1.0	$64,422	$64,422
1410 ZIONS BANCORPORATION COMMON STOCK	$71,670	$71,670
355 ADIENT PLC COMMON STOCK USD.001	$27,939	$27,939
1830 AON PLC COMMON STOCK USD.01	$245,220	$245,220
1112 ASSURED GUARANTY LTD COMMON STOCK USD.01	$37,663	$37,663
2505 EATON CORP PLC COMMON STOCK USD.01	$197,920	$197,920
310 GENPACT LTD COMMON STOCK USD.01	$9,839	$9,839
735 LAZARD LTD CL A COMMON STOCK USD.01	$38,588	$38,588
2549 MICHAEL KORS HOLDINGS LTD COMMON STOCK	$160,460	$160,460
7343 AAR CORP COMMON STOCK USD1.0	$288,506	$288,506
13881 ACCO BRANDS CORP COMMON STOCK USD.01	$169,348	$169,348
3785 ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01	$65,973	$65,973
9198 ACTUANT CORP A COMMON STOCK USD.2	$232,709	$232,709
3729 ACXIOM CORP COMMON STOCK USD.1	$102,771	$102,771
8073 ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01	$339,470	$339,470
10825 ADTRAN INC COMMON STOCK USD.01	$209,464	$209,464
3588 AEGION CORP COMMON STOCK USD.01	$91,243	$91,243
1566 AEROVIRONMENT INC COMMON STOCK USD.0001	$87,947	$87,947
5351 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001	$269,690	$269,690
9167 AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01	$146,489	$146,489
3162 AMERICAN PUBLIC EDUCATION COMMON STOCK USD.01	$79,208	$79,208
16769 AMKOR TECHNOLOGY INC COMMON STOCK USD.001	$168,528	$168,528
2856 ANDERSONS INC/THE COMMON STOCK	$88,964	$88,964
3496 ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0	$265,696	$265,696
5075 APPLIED INDUSTRIAL TECH INC COMMON STOCK	$345,608	$345,608
2461 ARCH COAL INC A COMMON STOCK USD.01	$229,267	$229,267
12649 ASCENA RETAIL GROUP INC COMMON STOCK USD.01	$29,725	$29,725
5661 BANCORP INC/THE COMMON STOCK USD1.0	$55,931	$55,931
7997 BILL BARRETT CORP COMMON STOCK USD.001	$41,025	$41,025
637 BELDEN INC COMMON STOCK USD.01	$49,157	$49,157
3983 BIG LOTS INC COMMON STOCK USD.01	$223,645	$223,645
1400 BOISE CASCADE CO COMMON STOCK USD.01	$55,860	$55,860
20307 BRIDGEPOINT EDUCATION INC COMMON STOCK USD.01	$168,548	$168,548
9087 BUCKLE INC/THE COMMON STOCK USD.01	$215,816	$215,816
2660 CACI INTERNATIONAL INC CL A COMMON STOCK USD.1	$352,051	$352,051
8491 CARBO CERAMICS INC COMMON STOCK USD.01	$86,438	$86,438
5427 CARPENTER TECHNOLOGY COMMON STOCK USD5.0	$276,723	$276,723
4521 CHART INDUSTRIES INC COMMON STOCK USD.01	$211,854	$211,854
2888 CHEFS WAREHOUSE INC/THE COMMON STOCK USD.01	$59,204	$59,204
20170 CHICO S FAS INC COMMON STOCK USD.01	$177,899	$177,899
4628 COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01	$185,027	$185,027
5716 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01	$24,350	$24,350
4526 COMMVAULT SYSTEMS INC COMMON STOCK USD.01	$237,615	$237,615
2158 COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1	$47,735	$47,735
16950 CROCS INC COMMON STOCK USD.001	$214,248	$214,248
3892 CUBIC CORP COMMON STOCK	$229,433	$229,433
11003 DSW INC CLASS A COMMON STOCK	$235,574	$235,574
7345 DAKTRONICS INC COMMON STOCK	$67,060	$67,060
9723 DANA INC COMMON STOCK USD.01	$311,233	$311,233
3946 DECKERS OUTDOOR CORP COMMON STOCK USD.01	$316,667	$316,667
2006 DELEK US HOLDINGS INC COMMON STOCK USD.01	$70,090	$70,090
19567 DENBURY RESOURCES INC COMMON STOCK USD.001	$43,243	$43,243
3354 DELUXE CORP COMMON STOCK USD1.0	$257,721	$257,721
5169 DIGI INTERNATIONAL INC COMMON STOCK USD.01	$49,364	$49,364
5307 EHEALTH INC COMMON STOCK USD.001	$92,183	$92,183
3770 ENERSYS COMMON STOCK USD.01	$262,505	$262,505
11038 ESSENDANT INC COMMON STOCK USD.1	$102,322	$102,322
2402 ESTERLINE TECHNOLOGIES CORP COMMON STOCK USD.2	$179,429	$179,429
6931 ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01	$198,227	$198,227
15614 EXPRESS INC COMMON STOCK	$158,482	$158,482
18852 EZCORP INC CL A COMMON STOCK USD.01	$229,994	$229,994
7421 FINISH LINE/THE CL A COMMON STOCK USD.01	$107,827	$107,827
5337 FIRST FINANCIAL CORP/INDIANA COMMON STOCK	$242,033	$242,033
5116 FORESTAR GROUP INC COMMON STOCK USD1.0	$112,552	$112,552
3253 FRED S INC CLASS A COMMON STOCK	$13,175	$13,175
5579 H.B. FULLER CO. COMMON STOCK USD1.0	$300,541	$300,541
6420 FULTON FINANCIAL CORP COMMON STOCK USD2.5	$114,918	$114,918
1923 GENERAC HOLDINGS INC COMMON STOCK USD.01	$95,227	$95,227
2923 GENERAL CABLE CORP COMMON STOCK USD.01	$86,521	$86,521
3481 GENESCO INC COMMON STOCK USD1.0	$113,133	$113,133
1790 GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01	$23,216	$23,216
2959 GLACIER BANCORP INC COMMON STOCK USD.01	$116,555	$116,555
7297 GLATFELTER COMMON STOCK USD.01	$156,448	$156,448
4591 GREEN DOT CORP CLASS A COMMON STOCK USD.001	$276,654	$276,654
2660 GREENHILL + CO INC COMMON STOCK USD.01	$51,870	$51,870
3968 GREIF INC CL A COMMON STOCK	$240,381	$240,381
2847 GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01	$202,052	$202,052
9472 GUESS? INC COMMON STOCK USD.01	$159,887	$159,887
5933 HAEMONETICS CORP/MASS COMMON STOCK USD.01	$344,589	$344,589
3976 HANCOCK WHITNEY CORP COMMON STOCK USD3.33	$196,812	$196,812
1648 HAYNES INTERNATIONAL INC COMMON STOCK USD.001	$52,818	$52,818
3922 HIBBETT SPORTS INC COMMON STOCK USD.01	$80,009	$80,009
5154 HUB GROUP INC CL A COMMON STOCK USD.01	$246,877	$246,877
2250 HYSTER YALE MATERIALS COMMON STOCK USD.01	$191,610	$191,610
7145 INSIGHT ENTERPRISES INC COMMON STOCK USD.01	$273,582	$273,582
8508 INNERWORKINGS INC COMMON STOCK USD.0001	$85,335	$85,335
2191 INNOPHOS HOLDINGS INC COMMON STOCK USD.001	$102,385	$102,385
4621 INTERNATIONAL BANCSHARES CRP COMMON STOCK USD1.0	$183,454	$183,454
13409 KELLY SERVICES INC A COMMON STOCK USD1.0	$365,663	$365,663
6050 KENNAMETAL INC COMMON STOCK USD1.25	$292,881	$292,881
6422 KIRKLAND S INC COMMON STOCK	$76,839	$76,839
2082 KOPPERS HOLDINGS INC COMMON STOCK USD.01	$105,974	$105,974
10581 KRONOS WORLDWIDE INC COMMON STOCK USD.01	$272,672	$272,672
6041 LSB INDUSTRIES INC COMMON STOCK USD.1	$52,919	$52,919
6077 LA Z BOY INC COMMON STOCK USD1.0	$189,602	$189,602
5843 LANDEC CORP COMMON STOCK USD.001	$73,622	$73,622
3033 LIFETIME BRANDS INC COMMON STOCK USD.01	$50,045	$50,045
15209 LIVEPERSON INC COMMON STOCK USD.001	$174,904	$174,904
4500 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001	$141,255	$141,255
3341 M/I HOMES INC COMMON STOCK USD.01	$114,930	$114,930
9897 MRC GLOBAL INC COMMON STOCK USD.01	$167,457	$167,457
4424 MSA SAFETY INC COMMON STOCK	$342,948	$342,948
6568 MANTECH INTERNATIONAL CORP A COMMON STOCK USD.01	$329,648	$329,648
2703 MASTEC INC COMMON STOCK USD.1	$132,312	$132,312
6853 MERIDIAN BIOSCIENCE INC COMMON STOCK	$95,942	$95,942
3174 MIDSTATES PETROLEUM CO INC COMMON STOCK	$52,625	$52,625
5412 MODINE MANUFACTURING CO COMMON STOCK USD.625	$109,322	$109,322
2995 MOOG INC CLASS A COMMON STOCK USD1.0	$260,116	$260,116
18670 NEW YORK TIMES CO A COMMON STOCK USD.1	$345,395	$345,395
1897 NORTHWEST PIPE CO COMMON STOCK USD.01	$36,309	$36,309
4689 OASIS PETROLEUM INC COMMON STOCK USD.01	$39,434	$39,434
4001 OIL STATES INTERNATIONAL INC COMMON STOCK USD.01	$113,228	$113,228
8666 OWENS + MINOR INC COMMON STOCK USD2.0	$163,614	$163,614
1839 PC CONNECTION INC COMMON STOCK USD.01	$48,200	$48,200
3312 PDF SOLUTIONS INC COMMON STOCK USD.00015	$51,998	$51,998
4037 PHH CORP COMMON STOCK USD.01	$41,581	$41,581
5686 PEABODY ENERGY CORP COMMON STOCK	$223,858	$223,858
10338 PIER 1 IMPORTS INC COMMON STOCK USD.001	$42,799	$42,799
3907 PLANTRONICS INC COMMON STOCK USD.01	$196,835	$196,835
985 PROVIDENCE SERVICE CORP COMMON STOCK USD.001	$58,450	$58,450
13425 QUALITY SYSTEMS INC COMMON STOCK USD.01	$182,312	$182,312
5899 RPX CORP COMMON STOCK USD.0001	$79,283	$79,283
3414 RAVEN INDUSTRIES INC COMMON STOCK USD1.0	$117,271	$117,271
15116 RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001	$178,369	$178,369
9472 RESOURCES CONNECTION INC COMMON STOCK USD.01	$146,342	$146,342
1667 RUSH ENTERPRISES INC CL A COMMON STOCK USD.01	$84,700	$84,700
3005 SCANSOURCE INC COMMON STOCK	$107,579	$107,579
7085 SCHOLASTIC CORP COMMON STOCK USD.01	$284,179	$284,179
2627 SCHULMAN (A.) INC COMMON STOCK USD1.0	$97,856	$97,856
4239 SEACOR HOLDINGS INC COMMON STOCK USD.01	$195,927	$195,927
2371 SHOE CARNIVAL INC COMMON STOCK USD.01	$63,424	$63,424
7648 SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01	$141,106	$141,106
4576 SOTHEBY S COMMON STOCK USD.01	$236,122	$236,122
3216 STAAR SURGICAL CO COMMON STOCK USD.01	$49,848	$49,848
5762 STANDARD MOTOR PRODS COMMON STOCK USD2.0	$258,771	$258,771
2960 STEPAN CO COMMON STOCK USD1.0	$233,751	$233,751
5062 STIFEL FINANCIAL CORP COMMON STOCK USD.15	$301,493	$301,493
3308 STRAYER EDUCATION INC COMMON STOCK USD.01	$296,331	$296,331
5979 SUN HYDRAULICS CORP COMMON STOCK USD.001	$386,782	$386,782
7541 SUPERIOR INDUSTRIES INTL COMMON STOCK	$111,984	$111,984
11889 TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001	$290,924	$290,924
3405 TEAM INC COMMON STOCK USD.3	$50,735	$50,735
1170 TECH DATA CORP COMMON STOCK USD.0015	$114,625	$114,625
2447 TEJON RANCH CO COMMON STOCK USD.5	$50,800	$50,800
2804 TENNANT CO COMMON STOCK USD.375	$203,711	$203,711
4123 TENNECO INC COMMON STOCK USD.01	$241,360	$241,360
2522 THERMON GROUP HOLDINGS INC COMMON STOCK USD.001	$59,696	$59,696
8392 3D SYSTEMS CORP COMMON STOCK USD.001	$72,507	$72,507
2777 TITAN MACHINERY INC COMMON STOCK USD.00001	$58,789	$58,789
9502 TRIMAS CORP COMMON STOCK USD.01	$254,179	$254,179
6400 TRIUMPH GROUP INC COMMON STOCK USD.001	$174,080	$174,080
6248 TRUEBLUE INC COMMON STOCK	$171,820	$171,820
9456 TRUSTMARK CORP COMMON STOCK	$301,268	$301,268
1077 UFP TECHNOLOGIES INC COMMON STOCK USD.01	$29,941	$29,941
9627 UNISYS CORP COMMON STOCK USD.01	$78,460	$78,460
3901 UNITED NATURAL FOODS INC COMMON STOCK USD.01	$192,202	$192,202
3496 UNIVERSAL CORP/VA COMMON STOCK	$183,540	$183,540
4621 VEECO INSTRUMENTS INC COMMON STOCK USD.01	$68,622	$68,622
14750 VERA BRADLEY INC COMMON STOCK	$179,655	$179,655
8074 VERIFONE SYSTEMS INC COMMON STOCK USD.01	$142,991	$142,991
6146 VERINT SYSTEMS INC COMMON STOCK USD.001	$257,210	$257,210
1529 VIRTUS INVESTMENT PARTNERS COMMON STOCK USD.01	$175,911	$175,911
11665 WADDELL + REED FINANCIAL A COMMON STOCK USD.01	$260,596	$260,596
2871 WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1	$218,052	$218,052
4462 WEIGHT WATCHERS INTL INC COMMON STOCK	$197,577	$197,577
2570 WEIS MARKETS INC COMMON STOCK	$106,372	$106,372
7845 WERNER ENTERPRISES INC COMMON STOCK USD.01	$303,209	$303,209
11539 WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001	$85,389	$85,389
7968 ZUMIEZ INC COMMON STOCK	$165,934	$165,934
2705 TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01	$58,158	$58,158
3926 TRINSEO SA COMMON STOCK USD.01	$285,028	$285,028
26888 FRANK S INTERNATIONAL NV COMMON STOCK EUR.01	$178,805	$178,805
939.14 DORIAN LPG LTD COMMON STOCK USD.01	$7,720	$7,720
31510 ALEXANDER + BALDWIN INC REIT	$874,087	$874,087
18950 ARMSTRONG WORLD INDUSTRIES COMMON STOCK USD.01	$1,147,423	$1,147,423
15500 BRUKER CORP COMMON STOCK USD.01	$531,960	$531,960
22003 COOPER TIRE + RUBBER COMMON STOCK USD1.0	$777,806	$777,806
17120 DST SYSTEMS INC COMMON STOCK USD.01	$1,062,638	$1,062,638
5269 DECKERS OUTDOOR CORP COMMON STOCK USD.01	$422,837	$422,837
13549 DRIL QUIP INC COMMON STOCK USD.01	$646,287	$646,287
14470 EATON VANCE CORP COMMON STOCK USD.00390625	$815,963	$815,963
22370 ENERGIZER HOLDINGS INC COMMON STOCK	$1,073,313	$1,073,313
38783 FIRST INDUSTRIAL REALTY TR REIT USD.01	$1,220,501	$1,220,501
21857 GATX CORP COMMON STOCK USD.625	$1,358,631	$1,358,631
15647 INGEVITY CORP COMMON STOCK USD.01	$1,102,644	$1,102,644
20070 KAMAN CORP COMMON STOCK USD1.0	$1,180,919	$1,180,919
15965 LANDSTAR SYSTEM INC COMMON STOCK USD.01	$1,661,957	$1,661,957
57350 MBIA INC COMMON STOCK USD1.0	$419,802	$419,802
41600 MSG NETWORKS INC A COMMON STOCK USD.01	$842,400	$842,400
19080 MATSON INC COMMON STOCK	$569,347	$569,347
4095 NEWMARKET CORP COMMON STOCK	$1,627,312	$1,627,312
18240 OLIN CORP COMMON STOCK USD1.0	$648,979	$648,979
10518 NORTHROP GRUMMAN INNOVATION COMMON STOCK USD.01	$1,383,117	$1,383,117
25257 PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001	$1,208,547	$1,208,547
11860 PRICESMART INC COMMON STOCK USD.0001	$1,021,146	$1,021,146
19886 SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0	$742,146	$742,146
14197 STURM RUGER + CO INC COMMON STOCK USD1.0	$792,902	$792,902
13150 TEJON RANCH CO COMMON STOCK USD.5	$272,994	$272,994
10809 TEMPUR SEALY INTERNATIONAL I COMMON STOCK USD.01	$677,616	$677,616
17030 TREDEGAR CORP COMMON STOCK	$326,976	$326,976
36200 USG CORP COMMON STOCK USD.1	$1,395,872	$1,395,872
23750 VERSUM MATERIALS INC COMMON STOCK USD1.0	$898,938	$898,938
1060 WHITE MOUNTAINS INSURANCE GP COMMON STOCK USD1.0	$902,357	$902,357
760 CHURCHILL DOWNS	$176,852	$176,852

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Obligations Book Vl EOY	$30,763,969	USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV	$30,763,969	USGovtObligationsEOYFMVAmt
State Local Sec Book Vl EOY	$0	StateLocalSecBookVlEOYAmt
State Local Sec EOYFMV	$0	StateLocalSecEOYFMVAmt

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (7 entries)

Category Or ItemCategoryOrItemTxt	Listed At Cost Or FMVListedAtCostOrFMVCd	Book ValueBookValueAmt	EOYFMVEOYFMVAmt
BRANDYWINE DIVERSIFIED SMALL CAP VALUE	FMV	$25,445,979	$25,445,979
210242.959 MANNING + NAPIER FUND INC IN MANNING + NAPIER INTERNATION	FMV	$1,974,181	$1,974,181
76212.174 MANNING + NAPIER FUND INC WO MANNING + NAPIER WRLD OPP S	FMV	$634,085	$634,085
222325.019 MANNING + NAPIER GLOBAL FIXED MANNING + NAPIER GL FI S	FMV	$2,152,106	$2,152,106
55761.727 MANNING + NAPIER FUND INC RE MANNING + NAPIER REAL EST S	FMV	$832,523	$832,523
35150 ISHARES CORE S&P 500 (IVV)	FMV	$9,450,078	$9,450,078
194000 ISHARES CORE INTL STOCK ETF (IXUS)	FMV	$12,237,520	$12,237,520

Land Etc Schedule2 LandEtcSchedule2

Land Etc LandEtcGrp

Field	Value	IRS element (for citing)
Category Or Item	PROPERTY AND EQUIPMENT	CategoryOrItemTxt
Cost Or Other Basis	$385,866	CostOrOtherBasisAmt
Accumulated Depreciation	$378,527	AccumulatedDepreciationAmt
Book Value	$7,339	BookValueAmt

Legal Fees Schedule LegalFeesSchedule

Legal Fees LegalFeesGrp

Field	Value	IRS element (for citing)
Category	LEGAL	CategoryTxt
Legal Fees	$40,787	LegalFeesAmt
Net Investment Income	$805	NetInvestmentIncomeAmt
Disbursements Charitable Prps	$39,982	DisbursementsCharitablePrpsAmt

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp

Field	Value	IRS element (for citing)
Desc	DEPOSITS	Desc
BOY Book Value	$334	BOYBookValueAmt
EOY Book Value	$334	EOYBookValueAmt
EOYFMV	$334	EOYFMVAmt

Other Decreases Schedule OtherDecreasesSchedule

Other Decreases Detail OtherDecreasesDetail

Field	Value	IRS element (for citing)
Desc	K-1 BOOK/TAX DIFFERENCE	Desc
Amt	$2,836,119	Amt

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp (15 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
WORKERS COMP	$98	$0	$98
MARKETING	$38,181	$0	$38,181
POSTAGE AND SHIPPING	$1,583	$0	$1,583
D & O INSURANCE	$32,500	$0	$32,500
ONLINE SERVICES	$11,969	$11,969	$0
INTERNET ACCESS FEES	$2,749	$509	$2,240
SOFTWARE MAINTENANCE	$52,726	$52,726	$0
EQUIPMENT RENTAL	$6,197	$0	$6,197
RECORDS STORAGE	$3,955	$0	$3,955
OFFICE	$5,767	$1,015	$4,752
PAYROLL PROCESSING	$9,920	$3,899	$6,021
DUES	$1,916	$0	$1,916
STAFF TRAINING	$580	$495	$85
MISC	$9,656	$0	$9,598
K-1 PORTFOLIO DEDUCTION	$30,660	$30,660	$0

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail

Field	Value	IRS element (for citing)
Desc	REIMBURSEMENT	Desc
Revenue And Expenses Per Books	$151,816	RevenueAndExpensesPerBooksAmt
Adjusted Net Income	$151,816	AdjustedNetIncomeAmt

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail

Field	Value	IRS element (for citing)
Desc	UNREALIZED GAINS ON INVESTMENTS	Desc
Amt	$14,611,254	Amt

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities Detail OtherLiabilitiesDetail

Field	Value	IRS element (for citing)
Desc	PENSION OBLIGATION	Desc
BOY Book Value	$1,005,185	BOYBookValueAmt
EOY Book Value	$1,059,688	EOYBookValueAmt

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail (4 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
PENSION FEES	$23,378	$0	$23,378
ACTUARIAL	$53,375	$26,688	$26,687
CONSULTING	$48,321	$0	$48,321
INVESTMENT MANAGEMENT FEES	$1,574,803	$1,574,803	$0

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (3 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
FEDERAL EXCISE TAX	$496,130	$0	$0
STATE FILING FEE	$200	$0	$200
PAYROLL TAXES	$58,268	$17,391	$40,876