2024-11-13T15:42:25-06:00 2023-12-31 873231666 PKF O'CONNOR DAVIES ADVISORY LLC 500 MAMARONECK AVENUE SUITE 301 HARRISON NY 105281633 990PF 2023-01-01 046049529 THE GRASS FOUNDATION GRAS 9143818900 CO PKFOD 500 MAMARONECK AVE 301 HARRISON NY 105281633 MATTHEW B MCFARLANE PRESIDENT 9143818900 2024-11-13 1 0 MICHAEL R KOENECKE CPA P02100881 9143818900 2024-11-13 2023 2024-10-15 13:58:12Z X X 27367598 X X 1298 1298 294282 496940 -165119 6331131 0 9994 -351430 140455 146808 0 0 0 115795 0 115795 124193 98372 25821 24612 26310 137 0 48679 0 48679 18200 120664 17990 333177 243785 208285 881873 881873 1215050 243785 1090158 -1074595 0 477680 1499393 1499393 104615 0 134615 104615 104615 0 930592 926852 12034626 4190657 5062556 0 865808 862086 14299710 18401484 18912096 26946631 25992549 27367598 0 120513 0 120513 X 26946631 25872036 26946631 25872036 26946631 25992549 26946631 -1074595 0 25872036 0 25872036 PUBLICLY TRADED SECURITIES P 6330088 6496250 -166162 -166162 THRU CFI MULTI-STRATEGY BOND FUND, LLC K-1 P -11176 -11176 THRU CFI MULTI-STRATEGY EQUITY FUND LLC K-1 P 35022 35022 THRU COMMONFUND CAPITAL PARTNERS VII LP K-1 P 27252 27252 THRU COMMONFUND CAPITAL PARTNERS VIII LP K-1 P 2711 2711 THRU COMMONFUND CAPITAL PARTNERS IX LP K-1 P 206 206 CAPITAL GAINS DIVIDENDS P 1043 1043 1043 -111104 0 0 0 0 0 16650 0 6000 0 22650 0 22650 22650 0 0 0 0 0 0 0 0 1 1 1 0 1 1 MA 1 0 0 0 0 1 HTTPS://GRASSFOUNDATION.ORG/ PKF O'CONNOR DAVIES 9143818900 500 MAMARONECK AVENUE SUITE 301 HARRISON NY 105281633 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 MATTHEW B MCFARLANE C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 DIRECTOR, PRESIDENT BEGAN JAN 24 10.00 0 0 0 CATHERINE E CARR C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR, PRESIDENT THRU DEC 23 1.00 0 0 0 BERNICE GRAFSTEIN C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR, VICE PRESIDENT 1.00 0 0 0 VICTOR F CHIN C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 DIRECTOR, TREASURER THRU DEC 23 1.00 0 0 0 HENRY J GRASS C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR 1.00 0 0 0 RONALD R HOY C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR 1.00 0 0 0 FELIX E SCHWEIZER C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR 1.00 0 0 0 STEVEN J ZOTTOLI C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 LIFE DIRECTOR 1.00 0 0 0 KAFUI DZIRASA C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 DIRECTOR 1.00 0 0 0 GUOPING FENG C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 DIRECTOR 1.00 0 0 0 MICHAEL A LONG C/O PKFOD 500 MAMARONECK AVE HARRISON NY 105281633 DIRECTOR 1.00 0 0 0 NONE 0 FOUNDATION SOURCE 55 WALLS DRIVE 3RD FLOOR FAIRFIELD CT 068245180 ACCOUNTING, TAX & ADMINISTRATION 90357 BANK OF AMERICA 701 BRICKELL AVENUE 8TH FLOOR MIAMI FL 331312813 INVESTMENT MGMT. & ADVISORY 72244 0 0 12168112 543567 12898203 25609882 0 0 25609882 384148 25225734 1261287 1261287 0 1261287 0 1261287 0 1261287 1090158 0 1090158 1261287 92228 0 0 1090158 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ACQUISITIONS 3.200% DUE 09/23/2026 27,000.000 QUANTITY 26010 25979 TORONTO DOMINION BANK 1.950% DUE 01/12/2027 46,000.000 QUANTITY 42705 42523 TRUIST FINANCIAL CORP 4.260% DUE 07/28/2026 43,000.000 QUANTITY 42210 42116 U.S. BANCORP 1.450% DUE 05/12/2025 42,000.000 QUANTITY 40054 39978 UNITED TECHNOLOGIES 4.125% DUE 11/16/2028 33,000.000 QUANTITY 32340 32257 AAR CORP. (AIR) 141.000 SHARES 6233 8798 ABBOTT LABORATORIES (ABT) 85.000 SHARES 10013 9356 ABBVIE INC. (ABBV) 126.000 SHARES 14998 19526 ACCENTURE PLC (ACN) 40.000 SHARES 10006 14036 ACI WORLDWIDE, INC. (ACIW) 392.000 SHARES 8571 11995 AENA S.M.E., S.A. (ANYYY) 212.000 SHARES 3625 3871 AERCAP HOLDINGS N.V. (AER) 400.000 SHARES 19076 29728 AIA GROUP LIMITED (AAGIY) 334.000 SHARES 14422 11580 AKZO NOBEL N.V. (AKZOY) 225.000 SHARES 4639 6242 ALCON INC. (ALC) 208.000 SHARES 13463 16249 ALIBABA GROUP HOLDING LIMITED (BABA) 223.000 SHARES 40084 17285 ALIGN TECHNOLOGY, INC. (ALGN) 43.000 SHARES 17025 11782 ALLIANZ SE (ALIZY) 175.000 SHARES 3995 4671 ALPHABET INC. (GOOG) 139.000 SHARES 11328 19589 ALPHABET INC. (GOOGL) 159.000 SHARES 12908 22211 ALSTOM SA (ALSMY) 3,801.000 SHARES 5941 4903 AMADEUS IT GROUP, S.A. (AMADY) 36.000 SHARES 1672 2595 AMAZON.COM, INC. (AMZN) 250.000 SHARES 29228 37985 AMBARELLA, INC. 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(T) 628.000 SHARES 9270 10538 AUTODESK, INC. (ADSK) 86.000 SHARES 17672 20939 AUTOMATIC DATA PROCESSING, INC. (ADP) 33.000 SHARES 5807 7688 AVALONBAY COMMUNITIES, INC. (AVB) 25.000 SHARES 5386 4681 AVERY DENNISON CORPORATION (AVY) 28.000 SHARES 4028 5660 AXA SA (AXAHY) 126.000 SHARES 3056 4118 AXIS CAPITAL HOLDINGS LIMITED (AXS) 54.000 SHARES 3085 2990 AZENTA, INC. (AZTA) 196.000 SHARES 8286 12767 AZZ INC. (AZZ) 251.000 SHARES 11204 14581 BAKER HUGHES COMPANY (BKR) 260.000 SHARES 6649 8887 BANCO BRADESCO S.A. (BBD) 519.000 SHARES 1392 1817 BARCLAYS PLC (BCS) 877.000 SHARES 7310 6911 BAYER AKTIENGESELLSCHAFT (BAYRY) 181.000 SHARES 2907 1671 BECTON, DICKINSON AND COMPANY (BDX) 42.000 SHARES 10535 10241 BENTLEY SYSTEMS, INCORPORATED (BSY) 172.000 SHARES 8904 8975 BIO-TECHNE CORPORATION (TECH) 89.000 SHARES 6747 6867 BJ'S WHOLESALE CLUB HOLDINGS, INC. (BJ) 94.000 SHARES 6512 6266 BLACK HILLS CORPORATION (BKH) 101.000 SHARES 7824 5449 BLACKLINE, INC. (BL) 260.000 SHARES 13912 16234 BLACKROCK, INC. (BLK) 12.000 SHARES 7309 9742 BLACKSTONE INC. (BX) 31.000 SHARES 2275 4059 BLOCK, INC. (SQ) 113.000 SHARES 9465 8741 BNP PARIBAS SA (BNPQY) 50.000 SHARES 1162 1737 BOOT BARN HOLDINGS, INC. (BOOT) 117.000 SHARES 8898 8981 BOOZ ALLEN HAMILTON HOLDING CORPORATION (BAH) 34.000 SHARES 3164 4349 BP P.L.C. (BP) 193.000 SHARES 6665 6832 BRIDGESTONE CORPORATION (BRDCY) 257.000 SHARES 4936 5281 BRISTOL-MYERS SQUIBB COMPANY (BMY) 127.000 SHARES 8394 6516 BRITISH AMERICAN TOBACCO P.L.C. (BTI) 123.000 SHARES 4247 3603 BROADCOM INC. (AVGO) 19.000 SHARES 7992 21209 BROADRIDGE FINANCIAL SOLUTIONS, INC. (BR) 73.000 SHARES 11041 15020 BROWN & BROWN, INC. (BRO) 275.000 SHARES 13251 19555 BUNZL PLC (BZLFY) 129.000 SHARES 3768 5281 BURBERRY GROUP PLC (BURBY) 135.000 SHARES 3273 2462 BXP, INC. (BXP) 214.000 SHARES 14248 15016 CACTUS, INC. (WHD) 304.000 SHARES 9622 13802 CANADIAN PACIFIC KANSAS CITY LIMITED (CP) 42.000 SHARES 3299 3321 CAPITEC BANK HOLDINGS LIMITED (CKHGY) 83.000 SHARES 3236 4586 CARLISLE COMPANIES INCORPORATED (CSL) 91.000 SHARES 13595 28431 CARPENTER TECHNOLOGY CORPORATION (CRS) 206.000 SHARES 5038 14585 CARREFOUR SA (CRRFY) 1,765.000 SHARES 6472 6583 CBRE GROUP, INC. (CBRE) 279.000 SHARES 16224 25972 CDW CORPORATION (CDW) 72.000 SHARES 9824 16367 CHAMPIONX CORPORATION (CHX) 505.000 SHARES 10160 14751 CHARLES RIVER LABORATORIES INTERNATIONAL, INC. (CRL) 61.000 SHARES 13277 14420 CHEVRON CORPORATION (CVX) 141.000 SHARES 16680 21032 CHINA MERCHANTS BANK CO., LTD. (CIHKY) 275.000 SHARES 10479 4777 CHUBB LIMITED (CB) 64.000 SHARES 10341 14464 CHURCH & DWIGHT CO., INC. (CHD) 168.000 SHARES 13664 15886 CHURCHILL DOWNS INCORPORATED (CHDN) 65.000 SHARES 8773 8770 CINEMARK HOLDINGS, INC. (CNK) 449.000 SHARES 7380 6326 CINTAS CORPORATION (CTAS) 18.000 SHARES 9071 10848 CISCO SYSTEMS, INC. (CSCO) 364.000 SHARES 17407 18389 CME GROUP INC. (CME) 56.000 SHARES 11193 11794 CMS ENERGY CORPORATION (CMS) 63.000 SHARES 4055 3658 COLUMBIA BANKING SYSTEM, INC. (COLB) 513.000 SHARES 12537 13687 COLUMBUS MCKINNON CORPORATION (CMCO) 357.000 SHARES 15732 13930 COMCAST CORPORATION (CMCSA) 464.000 SHARES 19461 20346 COMMVAULT SYSTEMS, INC. (CVLT) 127.000 SHARES 6576 10141 COMPAGNIE FINANCIERE RICHEMONT SA (CFRUY) 447.000 SHARES 4121 6157 COMPASS GROUP PLC (CMPGY) 100.000 SHARES 2268 2781 CONOCOPHILLIPS (COP) 67.000 SHARES 4589 7777 COPART, INC. (CPRT) 368.000 SHARES 8875 18032 COSAN S.A. (CSAN) 486.000 SHARES 7976 7611 COSTAR GROUP, INC. (CSGP) 149.000 SHARES 11454 13021 CREDICORP LTD. (BAP) 25.000 SHARES 3983 3748 CRODA INTERNATIONAL PLC (COIHY) 33.000 SHARES 935 1098 CTS CORPORATION (CTS) 312.000 SHARES 10677 13647 CUBESMART (CUBE) 195.000 SHARES 8428 9038 CUMMINS INC. (CMI) 25.000 SHARES 5668 5989 CVB FINANCIAL CORP. (CVBF) 634.000 SHARES 10659 12800 D.R. HORTON, INC. (DHI) 99.000 SHARES 9167 15046 DANONE S.A. (DANOY) 460.000 SHARES 4508 5957 DEERE & COMPANY (DE) 11.000 SHARES 3453 4399 DEFINITIVE HEALTHCARE CORP. (DH) 2,105.000 SHARES 21112 20924 DENNY'S CORPORATION (DENN) 845.000 SHARES 14408 9194 DEUTSCHE TELEKOM AG (DTEGY) 258.000 SHARES 4994 6226 DEVON ENERGY CORPORATION (DVN) 166.000 SHARES 4755 7520 DEXCOM, INC. (DXCM) 165.000 SHARES 15753 20475 DIAGEO PLC (DEO) 63.000 SHARES 10270 9177 DIAMONDBACK ENERGY, INC. (FANG) 90.000 SHARES 12646 13957 DIODES INCORPORATED (DIOD) 93.000 SHARES 6211 7488 DISCOVER FINANCIAL SERVICES (DFS) 49.000 SHARES 4139 5508 DOLLAR TREE, INC. (DLTR) 87.000 SHARES 12021 12358 DONALDSON COMPANY, INC. (DCI) 144.000 SHARES 8512 9410 DORMAN PRODUCTS, INC. (DORM) 241.000 SHARES 18332 20102 DTE ENERGY COMPANY (DTE) 28.000 SHARES 2342 3087 DUN & BRADSTREET HOLDINGS, INC. (DNB) 572.000 SHARES 8799 6692 DYCOM INDUSTRIES, INC. (DY) 103.000 SHARES 6014 11854 DYNATRACE, INC. (DT) 241.000 SHARES 12409 13180 EAGLE MATERIALS INC. (EXP) 92.000 SHARES 9355 18661 EATON CORPORATION PLC (ETN) 52.000 SHARES 6480 12523 EDGEWELL PERSONAL CARE COMPANY (EPC) 194.000 SHARES 6887 7106 ELEMENT SOLUTIONS INC (ESI) 466.000 SHARES 9120 10783 ELEVANCE HEALTH, INC. (ELV) 26.000 SHARES 12267 12261 ENEL SPA (ENLAY) 958.000 SHARES 4261 7084 ENOVIS CORPORATION (ENOV) 203.000 SHARES 11443 11372 ENPRO INC. (NPO) 79.000 SHARES 4960 12382 ENTERGY CORPORATION (ETR) 55.000 SHARES 6012 5565 EOG RESOURCES, INC. (EOG) 204.000 SHARES 15207 24674 EPAM SYSTEMS, INC. (EPAM) 45.000 SHARES 13297 13380 EQUIFAX INC. (EFX) 54.000 SHARES 10644 13354 ERSTE GROUP BANK AG (EBKDY) 208.000 SHARES 3394 4252 ESCO TECHNOLOGIES INC. (ESE) 229.000 SHARES 16418 26800 ESSILORLUXOTTICA SOCIETE ANONYME (ESLOY) 45.000 SHARES 4050 4522 EURONET WORLDWIDE, INC. (EEFT) 174.000 SHARES 17722 17659 EVERSOURCE ENERGY (ES) 55.000 SHARES 4837 3395 EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. (EXPD) 86.000 SHARES 6894 10939 EXXON MOBIL CORPORATION (XOM) 216.000 SHARES 17929 21596 F.N.B. CORPORATION (FNB) 1,043.000 SHARES 10168 14362 FACTSET RESEARCH SYSTEMS INC. (FDS) 22.000 SHARES 7181 10495 FANUC CORPORATION (FANUY) 347.000 SHARES 4997 5077 FASTENAL COMPANY (FAST) 196.000 SHARES 8476 12695 FERGUSON ENTERPRISES INC. (FERG) 54.000 SHARES 7963 10426 FIFTH THIRD BANCORP (FITB) 467.000 SHARES 13189 16107 FIRST FINANCIAL BANCORP. (FFBC) 425.000 SHARES 9529 10094 FIRST INDUSTRIAL REALTY TRUST, INC. (FR) 138.000 SHARES 6243 7268 FIRST INTERSTATE BANCSYSTEM, INC. (FIBK) 536.000 SHARES 18413 16482 FIRSTENERGY CORP. (FE) 443.000 SHARES 20245 16240 FIVE BELOW, INC. (FIVE) 46.000 SHARES 6061 9805 FLOOR & DECOR HOLDINGS, INC. (FND) 121.000 SHARES 11321 13499 FOOT LOCKER, INC. (FL) 135.000 SHARES 5104 4205 FOUR CORNERS PROPERTY TRUST, INC. (FCPT) 336.000 SHARES 8997 8501 FREEPORT-MCMORAN INC. (FCX) 320.000 SHARES 10669 13622 FRESHPET, INC. (FRPT) 229.000 SHARES 11018 19868 GAMING AND LEISURE PROPERTIES, INC. (GLPI) 254.000 SHARES 11428 12535 GATES INDUSTRIAL CORPORATION PLC (GTES) 503.000 SHARES 7877 6750 GENERAL MILLS, INC. (GIS) 68.000 SHARES 4422 4430 GENUINE PARTS COMPANY (GPC) 28.000 SHARES 4635 3878 GLAUKOS CORPORATION (GKOS) 143.000 SHARES 6684 11367 GLOBANT S.A. (GLOB) 114.000 SHARES 23222 27129 GRACO INC. (GGG) 141.000 SHARES 7916 12233 GRAPHIC PACKAGING HOLDING COMPANY (GPK) 255.000 SHARES 5557 6286 GRUPO FINANCIERO BANORTE, S.A.B. DE C.V. (GBOOY) 163.000 SHARES 6015 8184 GSK PLC (GSK) 269.000 SHARES 9877 9970 GXO LOGISTICS, INC. (GXO) 171.000 SHARES 9550 10458 HDFC BANK LIMITED (HDB) 299.000 SHARES 19303 20066 HEALTHCARE REALTY TRUST INCORPORATED (HR) 721.000 SHARES 11350 12423 HEICO CORPORATION (HEI) 90.000 SHARES 11900 16098 HELEN OF TROY LIMITED (HELE) 89.000 SHARES 9120 10752 HELIOS TECHNOLOGIES, INC. (HLIO) 475.000 SHARES 25183 21541 HONEYWELL INTERNATIONAL INC. (HON) 78.000 SHARES 14120 16357 HSBC HOLDINGS PLC (HSBC) 113.000 SHARES 3872 4581 HUB GROUP, INC. (HUBG) 135.000 SHARES 7832 12412 HUNTSMAN CORPORATION (HUN) 319.000 SHARES 8664 8016 IBERDROLA, S.A. (IBDRY) 133.000 SHARES 6202 6983 ICHOR HOLDINGS, LTD. (ICHR) 249.000 SHARES 7459 8374 ICICI BANK LIMITED (IBN) 482.000 SHARES 8865 11491 ICON PUBLIC LIMITED COMPANY (ICLR) 63.000 SHARES 11272 17833 IDEX CORPORATION (IEX) 58.000 SHARES 11801 12592 IDEXX LABORATORIES, INC. (IDXX) 38.000 SHARES 13156 21092 ILLINOIS TOOL WORKS INC. (ITW) 27.000 SHARES 6676 7072 ILLUMINA, INC. (ILMN) 63.000 SHARES 14862 8772 INDEPENDENT BANK GROUP, INC. (IBTX) 157.000 SHARES 8098 7988 INFINEON TECHNOLOGIES AG (IFNNY) 168.000 SHARES 4729 7031 ING GROEP N.V. (ING) 286.000 SHARES 3291 4296 INGERSOLL RAND INC. (IR) 137.000 SHARES 6672 10596 INSULET CORPORATION (PODD) 63.000 SHARES 13450 13670 INTEGER HOLDINGS CORPORATION (ITGR) 208.000 SHARES 17151 20609 INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) 91.000 SHARES 11757 14883 INTESA SANPAOLO S.P.A. (ISNPY) 223.000 SHARES 3121 3911 INTUITIVE SURGICAL, INC. (ISRG) 25.000 SHARES 4603 8434 J.B. HUNT TRANSPORT SERVICES, INC. (JBHT) 56.000 SHARES 8271 11185 JACK HENRY & ASSOCIATES, INC. (JKHY) 63.000 SHARES 11163 10295 JACK IN THE BOX INC. (JACK) 164.000 SHARES 11500 13387 JACOBS SOLUTIONS INC. (J) 189.000 SHARES 20473 24532 JD.COM, INC. (JD) 127.000 SHARES 9875 3669 JEFFERIES FINANCIAL GROUP INC. (JEF) 158.000 SHARES 5534 6385 JFROG LTD. (FROG) 476.000 SHARES 10493 16474 JOHN BEAN TECHNOLOGIES CORPORATION (JBT) 193.000 SHARES 20199 19194 JOHNSON & JOHNSON (JNJ) 161.000 SHARES 24339 25235 JPMORGAN CHASE & CO. (JPM) 224.000 SHARES 29502 38102 KDDI CORPORATION (KDDIY) 299.000 SHARES 4623 4709 KEMPER CORPORATION (KMPR) 291.000 SHARES 18620 14163 KERING SA (PPRUY) 101.000 SHARES 5079 4468 KEURIG DR PEPPER INC. (KDP) 731.000 SHARES 22953 24357 KINGFISHER PLC (KGFHY) 172.000 SHARES 987 1085 KINSALE CAPITAL GROUP, INC. (KNSL) 30.000 SHARES 8251 10047 KITE REALTY GROUP TRUST (KRG) 575.000 SHARES 10906 13145 KLA CORPORATION (KLAC) 26.000 SHARES 6149 15114 KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC. (KNX) 161.000 SHARES 8881 9282 KONINKLIJKE PHILIPS N.V. (PHG) 245.000 SHARES 3922 5716 KORN FERRY (KFY) 187.000 SHARES 7671 11098 L3HARRIS TECHNOLOGIES, INC. (LHX) 95.000 SHARES 18232 20009 LABCORP HOLDINGS INC. (LH) 47.000 SHARES 9817 10683 L'AIR LIQUIDE S.A. (AIQUY) 78.000 SHARES 2096 3038 LAM RESEARCH CORPORATION (LRCX) 18.000 SHARES 9139 14099 LAMB WESTON HOLDINGS, INC. (LW) 110.000 SHARES 9019 11890 LANTHEUS HOLDINGS, INC. (LNTH) 263.000 SHARES 9682 16306 LATTICE SEMICONDUCTOR CORPORATION (LSCC) 143.000 SHARES 9571 9866 LEGAL & GENERAL GROUP PLC (LGGNY) 174.000 SHARES 2490 2847 LESLIE'S, INC. (LESL) 579.000 SHARES 5469 4001 LINDE PLC (LIN) 29.000 SHARES 8606 11911 LITTELFUSE, INC. (LFUS) 43.000 SHARES 6122 11505 LKQ CORPORATION (LKQ) 450.000 SHARES 18247 21506 LOCKHEED MARTIN CORPORATION (LMT) 21.000 SHARES 8645 9518 LOEWS CORPORATION (L) 171.000 SHARES 9285 11900 LONZA GROUP AG (LZAGY) 73.000 SHARES 3499 3073 LULULEMON ATHLETICA INC. (LULU) 9.000 SHARES 3251 4602 MAKITA CORPORATION (MKTAY) 99.000 SHARES 2696 2724 MARKETAXESS HOLDINGS INC. (MKTX) 31.000 SHARES 10425 9078 MARSH & MCLENNAN COMPANIES, INC. (MMC) 77.000 SHARES 9682 14589 MASONITE INTERNATIONAL CORPORATION (DOOR) 113.000 SHARES 9623 9567 MASTEC, INC. (MTZ) 192.000 SHARES 16760 14538 MATADOR RESOURCES COMPANY (MTDR) 182.000 SHARES 11053 10349 MCDONALD'S CORPORATION (MCD) 51.000 SHARES 12126 15122 MEDTRONIC PLC (MDT) 110.000 SHARES 10133 9062 MEITUAN (MPNGY) 240.000 SHARES 19002 5042 MERCADOLIBRE, INC. (MELI) 4.000 SHARES 2853 6286 MERCK & CO., INC. (MRK) 154.000 SHARES 13142 16789 META PLATFORMS, INC. (META) 148.000 SHARES 21046 52386 MICROCHIP TECHNOLOGY INCORPORATED (MCHP) 133.000 SHARES 9264 11994 MICRON TECHNOLOGY, INC. (MU) 50.000 SHARES 2976 4267 MICROSOFT CORPORATION (MSFT) 186.000 SHARES 39456 69944 MINERALS TECHNOLOGIES INC. (MTX) 213.000 SHARES 12108 15189 MINTH GROUP LIMITED (MNTHY) 66.000 SHARES 5201 2655 MITSUBISHI UFJ FINANCIAL GROUP, INC. (MUFG) 565.000 SHARES 3182 4865 MONDELEZ INTERNATIONAL, INC. (MDLZ) 144.000 SHARES 9077 10430 MONOLITHIC POWER SYSTEMS, INC. (MPWR) 20.000 SHARES 3800 12616 MONRO, INC. (MNRO) 559.000 SHARES 25651 16401 MONSTER BEVERAGE CORPORATION (MNST) 354.000 SHARES 13153 20394 MONTROSE ENVIRONMENTAL GROUP, INC. (MEG) 591.000 SHARES 18065 18989 MOOG INC. (MOG-A) 81.000 SHARES 7019 11727 MORGAN STANLEY (MS) 121.000 SHARES 11393 11283 MSCI INC. (MSCI) 24.000 SHARES 12336 13576 MUELLER WATER PRODUCTS, INC. (MWA) 833.000 SHARES 10203 11995 MURATA MANUFACTURING CO., LTD. (MRAAY) 554.000 SHARES 4774 5847 NATIONAL GRID PLC (NGG) 57.000 SHARES 3411 3875 NATWEST GROUP PLC (NWG) 304.000 SHARES 1816 1712 NEOGEN CORPORATION (NEOG) 1,425.000 SHARES 24657 28657 NETFLIX, INC. (NFLX) 60.000 SHARES 13790 29213 NEXTERA ENERGY, INC. (NEE) 68.000 SHARES 4839 4130 NIKE, INC. (NKE) 35.000 SHARES 3505 3800 NOMAD FOODS LIMITED (NOMD) 610.000 SHARES 10338 10340 NORTHROP GRUMMAN CORPORATION (NOC) 25.000 SHARES 9662 11704 NORTHWESTERN ENERGY GROUP, INC. (NWE) 232.000 15725 11806 NOV INC. (NOV) 209.000 SHARES 3314 4239 NOVARTIS AG (NVS) 125.000 SHARES 9994 12621 NOVO NORDISK A/S (NVO) 194.000 SHARES 10152 20070 NVENT ELECTRIC PLC (NVT) 216.000 SHARES 7089 12763 NVIDIA CORPORATION (NVDA) 103.000 SHARES 10342 51008 OLD NATIONAL BANCORP (ONB) 900.000 SHARES 13181 15201 ON SEMICONDUCTOR CORPORATION (ON) 87.000 SHARES 5845 7267 ORACLE CORPORATION (ORCL) 258.000 SHARES 15207 27201 OXFORD INDUSTRIES, INC. (OXM) 79.000 SHARES 5998 7900 PACIFIC PREMIER BANCORP, INC. (PPBI) 455.000 SHARES 9458 13245 PACKAGING CORPORATION OF AMERICA (PKG) 20.000 SHARES 2110 3258 PARKER-HANNIFIN CORPORATION (PH) 35.000 SHARES 8880 16125 PARSONS CORPORATION (PSN) 342.000 SHARES 11692 21447 PATRICK INDUSTRIES, INC. (PATK) 117.000 SHARES 7236 11741 PATTERSON COMPANIES, INC. (PDCO) 353.000 SHARES 7028 10043 PAYCOM SOFTWARE, INC. (PAYC) 39.000 SHARES 12373 8062 PAYCOR HCM, INC. (PYCR) 710.000 SHARES 15685 15329 PAYPAL HOLDINGS, INC. (PYPL) 100.000 SHARES 9888 6141 PEBBLEBROOK HOTEL TRUST (PEB) 414.000 SHARES 7829 6616 PEPSICO, INC. (PEP) 48.000 SHARES 7208 8152 PERUSAHAAN PERSEROAN PERSERO PT TELEKOMUNIKASI INDO. TBK TLK 164.000 SHARES 4353 4225 PHILIP MORRIS INTERNATIONAL INC. (PM) 98.000 SHARES 9068 9220 PING AN INSURANCE (GROUP) COMPANY OF CHINA, LTD. (PNGAY) 637.000 SHARES 13598 5746 PJT PARTNERS INC. (PJT) 179.000 SHARES 14230 18235 PLEXUS CORP. (PLXS) 129.000 SHARES 9812 13949 PNM RESOURCES INC (98P.DU) 265.000 SHARES 12359 11024 POOL CORPORATION (POOL) 42.000 SHARES 9813 16746 POTLATCHDELTIC CORPORATION (PCH) 297.000 SHARES 13869 14583 PPG INDUSTRIES, INC. (PPG) 59.000 SHARES 8249 8823 PRA GROUP, INC. (PRAA) 480.000 SHARES 14015 12576 PRIMO WATER CORPORATION (PRMW) 514.000 SHARES 7098 7736 PROGRESS SOFTWARE CORPORATION (PRGS) 182.000 SHARES 8309 9883 PROLOGIS, INC. (PLD) 37.000 SHARES 4440 4932 PROS HOLDINGS, INC. (PRO) 332.000 SHARES 8606 12878 PRUDENTIAL PLC (PUK) 272.000 SHARES 6051 6106 PT BANK NEGARA INDONESIA (PERSERO) TBK (PTBRY) 218.000 SHARES 3337 3689 PT BANK RAKYAT INDONESIA (PERSERO) TBK (BKRKY) 437.000 SHARES 6886 8006 PTC INC. (PTC) 104.000 SHARES 11476 18196 PUBLIC STORAGE (PSA) 15.000 SHARES 4340 4575 QIAGEN N.V. (QGEN) 56.000 SHARES 2390 2432 QUALCOMM INCORPORATED (QCOM) 84.000 SHARES 8410 12149 RB GLOBAL, INC. (RBA) 319.000 SHARES 17520 21338 RBC BEARINGS INCORPORATED (RBC) 47.000 SHARES 8996 13390 RECKITT BENCKISER GROUP PLC (RBGLY) 852.000 SHARES 12836 11706 RECRUIT HOLDINGS CO., LTD. (RCRUY) 514.000 SHARES 3251 4292 REGENERON PHARMACEUTICALS, INC. (REGN) 16.000 SHARES 8573 14053 REGIONS FINANCIAL CORPORATION (RF) 397.000 SHARES 6241 7694 RELX PLC (RELX) 248.000 SHARES 7002 9836 RENASANT CORPORATION (RNST) 410.000 SHARES 11849 13809 REPLIGEN CORPORATION (RGEN) 75.000 SHARES 11225 13485 REPUBLIC SERVICES, INC. (RSG) 186.000 SHARES 19542 30673 RESMED INC. (RMD) 78.000 SHARES 14867 13418 REYNOLDS CONSUMER PRODUCTS INC. (REYN) 681.000 SHARES 20018 18278 RH (RH) 15.000 SHARES 3717 4372 RIO TINTO GROUP (RIO) 80.000 SHARES 4846 5957 ROCHE HOLDING AG (RHHBY) 639.000 SHARES 35656 32927 ROLLS-ROYCE HOLDINGS PLC (RYCEY) 3,281.000 2690 12402 ROYAL DUTCH SHELL (RDSA) 98.000 SHARES 6029 6448 RUSH ENTERPRISES, INC. (RUSHA) 249.000 SHARES 5576 12525 RWE AKTIENGESELLSCHAFT (RWEOY) 88.000 SHARES 3381 4010 RYANAIR HOLDINGS PLC (RYAAY) 27.000 SHARES 2151 3601 RYMAN HOSPITALITY PROPERTIES, INC. (RHP) 105.000 SHARES 8295 11556 SALESFORCE, INC. (CRM) 86.000 SHARES 13982 22630 SANDOZ GROUP AG (SDZNY) 17.000 SHARES 382 544 SANDVIK AB (PUBL) (SDVKY) 19.000 SHARES 318 412 SANDY SPRING BANCORP, INC. (SASR) 272.000 SHARES 8749 7409 SANOFI (SNY) 174.000 SHARES 8329 8653 SAP SE (SAP) 80.000 SHARES 10169 12367 SCHNEIDER ELECTRIC S.E. (SBGSY) 170.000 SHARES 3744 6839 SEI INVESTMENTS COMPANY (SEIC) 130.000 SHARES 7968 8262 SELECTIVE INSURANCE GROUP, INC. (SIGI) 158.000 SHARES 11075 15718 SEMTECH CORPORATION (SMTC) 533.000 SHARES 14842 11678 SEVEN & I HOLDINGS CO., LTD. (SVNDY) 138.000 SHARES 2645 2738 SHELL PLC (SHEL) 88.000 SHARES 3264 5790 SHOPIFY INC. (SHOP) 182.000 SHARES 8196 14178 SIEMENS AKTIENGESELLSCHAFT (SIEGY) 66.000 SHARES 5371 6174 SILICON LABORATORIES INC. (SLAB) 181.000 SHARES 19144 23941 SIMPSON MANUFACTURING CO., INC. (SSD) 66.000 SHARES 5565 13067 SIX FLAGS ENTERTAINMENT CORPORATION (FUN) 570.000 SHARES 13414 14296 SMARTSHEET INC. (SMAR) 324.000 SHARES 11340 15494 SMC CORPORATION (SMCAY) 137.000 SHARES 3588 3658 SONY GROUP CORPORATION (SONY) 66.000 SHARES 4929 6250 SOUTHWESTERN ENERGY CO (SWN) 1,661.000 SHARES 11056 10880 STAG INDUSTRIAL, INC. (STAG) 299.000 SHARES 9911 11739 STARBUCKS CORPORATION (SBUX) 122.000 SHARES 11130 11713 SUMITOMO MITSUI FINANCIAL GROUP, INC. (SMFG) 166.000 SHARES 932 1607 SURMODICS, INC. (SRDX) 241.000 SHARES 8372 8760 SVENSKA HANDELSBANKEN AB (PUBL) (SVNLY) 752.000 SHARES 3973 4059 SYNOPSYS, INC. (SNPS) 15.000 SHARES 4686 7724 TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED (TSM) 437.000 SHARES 34938 57954 TAKEDA PHARMACEUTICAL COMPANY LIMITED (TAK) 247.000 SHARES 3206 3525 TARGA RESOURCES CORP. (TRGP) 31.000 SHARES 2272 2693 TENCENT HOLDINGS LIMITED (TCEHY) 706.000 SHARES 39627 29158 TERADYNE, INC. (TER) 112.000 SHARES 12210 12154 TESLA, INC. (TSLA) 141.000 SHARES 22366 35036 TEXAS INSTRUMENTS INCORPORATED (TXN) 44.000 SHARES 6002 7500 THE ALLSTATE CORPORATION (ALL) 167.000 SHARES 20217 23377 THE BANK OF NEW YORK MELLON CORPORATION (BK) 137.000 SHARES 6337 7131 THE BOEING COMPANY (BA) 148.000 SHARES 25527 38578 THE BOSTON BEER COMPANY, INC. (SAM) 26.000 SHARES 8711 8985 THE COCA-COLA COMPANY (KO) 196.000 SHARES 11027 11550 THE DESCARTES SYSTEMS GROUP INC. (DSGX) 85.000 SHARES 6490 7145 THE HOME DEPOT, INC. (HD) 64.000 SHARES 17077 22179 THE PNC FINANCIAL SERVICES GROUP, INC. (PNC) 101.000 SHARES 13440 15640 THE PROCTER & GAMBLE COMPANY (PG) 135.000 SHARES 17870 19783 THE SOUTHERN COMPANY (SO) 113.000 SHARES 7785 7924 THE WALT DISNEY COMPANY (DIS) 208.000 SHARES 24309 18780 THE WENDY'S COMPANY (WEN) 251.000 SHARES 5262 4889 THERMO FISHER SCIENTIFIC INC. (TMO) 18.000 SHARES 9726 9554 TOWNEBANK (TOWN) 455.000 SHARES 11329 13541 TRANE TECHNOLOGIES PLC (TT) 41.000 SHARES 4821 10000 TREX COMPANY, INC. (TREX) 178.000 SHARES 9000 14737 TRI POINTE HOMES, INC. (TPH) 414.000 SHARES 7913 14656 TRIMAS CORPORATION (TRS) 308.000 SHARES 7608 7802 TYLER TECHNOLOGIES, INC. (TYL) 31.000 SHARES 10987 12962 UBS GROUP AG (UBS) 43.000 SHARES 787 1329 UNICREDIT S.P.A. (UNCRY) 472.000 SHARES 2658 6429 UNIFIRST CORPORATION (UNF) 64.000 SHARES 12734 11706 UNILEVER PLC (UL) 156.000 SHARES 7501 7563 UNION PACIFIC CORPORATION (UNP) 80.000 SHARES 15158 19650 UNITED BANKSHARES, INC. (UBSI) 394.000 SHARES 12665 14795 UNITED COMMUNITY BANKS, INC. (UCB) 283.000 SHARES 6701 8281 UNITED OVERSEAS BANK LIMITED (UOVEY) 63.000 SHARES 2671 2727 UNITED PARCEL SERVICE, INC. (UPS) 78.000 SHARES 13234 12264 UNITEDHEALTH GROUP INCORPORATED (UNH) 29.000 SHARES 12451 15268 VALEO SE (VLEEY) 182.000 SHARES 1542 1409 VALERO ENERGY CORPORATION (VLO) 153.000 SHARES 13852 19890 VEEVA SYSTEMS INC. (VEEV) 72.000 SHARES 14800 13861 VERACYTE, INC. (VCYT) 612.000 SHARES 13845 16836 VERRA MOBILITY CORPORATION (VRRM) 925.000 SHARES 13356 21303 VERTEX PHARMACEUTICALS INCORPORATED (VRTX) 44.000 SHARES 9696 17903 VESTAS WIND SYSTEMS A/S (VWDRY) 454.000 SHARES 4022 4762 VINCI SA (VCISY) 98.000 SHARES 2013 3091 VISA INC. (V) 198.000 SHARES 40988 51549 VISTEON CORPORATION (VC) 67.000 SHARES 7755 8368 VITAL FARMS, INC. (VITL) 1,144.000 SHARES 17087 17949 VULCAN MATERIALS COMPANY (VMC) 107.000 SHARES 17868 24290 WAL-MART DE MXICO, S.A.B. DE C.V. (WMMVY) 147.000 SHARES 5478 6206 WALMART INC. (WMT) 116.000 SHARES 16315 18287 WASTE MANAGEMENT, INC. (WM) 44.000 SHARES 5378 7880 WATSCO, INC. (WSO) 39.000 SHARES 10722 16710 WEC ENERGY GROUP, INC. (WEC) 62.000 SHARES 6039 5219 WEG S.A. (WEGZY) 1,082.000 SHARES 6321 8310 WELLS FARGO & COMPANY (WFC) 348.000 SHARES 16070 17129 WEYERHAEUSER COMPANY (WY) 282.000 SHARES 8457 9805 WORKDAY, INC. (WDAY) 30.000 SHARES 4316 8282 WUXI BIOLOGICS (CAYMAN) INC. (WXXWY) 463.000 SHARES 7443 3449 XINYI SOLAR HOLDINGS LIMITED (XISHY) 149.000 SHARES 4629 1732 YUM CHINA HOLDINGS, INC. (YUMC) 274.000 SHARES 12850 11626 YUM! BRANDS, INC. (YUM) 59.000 SHARES 6131 7709 ZIMMER BIOMET HOLDINGS, INC. (ZBH) 136.000 SHARES 18353 16551 ZURN ELKAY WATER SOLUTIONS CORPORATION (ZWS) 648.000 SHARES 14357 19058 930592 926852 0 0 ABBEY CAPITAL FUTURES STRATEGY I (ABYIX) 29,089.376 SHARES AT COST 345000 323474 AQR DIVERSIFIED ARBITRAGE R6 (QDARX) 18,257.261 SHARES AT COST 220000 217079 ARK AUTONOMOUS TECHNOLOGY & ROBOTICS ETF (ARKQ) 1,968.000 SHARES AT COST 149868 113554 BAIRD SHORT-TERM BOND INST (BSBIX) 27,331.280 SHARES AT COST 252382 257187 BLACKROCK EVENT DRIVEN EQUITY FUND (BILPX) 22,380.468 SHARES AT COST 220000 223581 BLACKROCK GLOBAL EQUITY MARKET NEUTRAL FUND (BGCKX) 15,127.389 SHARES AT COST 190000 191513 BRANDYWINEGLOBAL GLOBAL OPP BOND IS (GOBSX) 27,840.909 SHARES AT COST 245000 261148 CFI MULTI-STRATEGY BOND FUND, LLC AT COST 4888738 3837097 COMMONFUND CAPITAL PARTNERS IX, L.P. AT COST 239250 217185 COMMONFUND CAPITAL PARTNERS VII, L.P. AT COST 709074 1133562 COMMONFUND CAPITAL PARTNERS VIII, L.P. AT COST 575863 686203 COMMONFUND INSTITUTIONAL MULTI-STRATEGY EQUITY FUND LLC AT COST 7354421 7908731 FIRST TRUST NASDAQ CYBERSECURITY ETF (CIBR) 2,910.000 SHARES AT COST 150100 156674 ISHARES CORE MSCI EAFE ETF (IEFA) 2,753.000 SHARES AT COST 167393 193674 ISHARES CORE S&P 500 ETF (IVV) 2,767.000 SHARES AT COST 940970 1321602 ISHARES RUSSELL 2000 ETF (IWM) 1,086.000 SHARES AT COST 222421 217971 ISHARES RUSSELL MID-CAP ETF (IWR) 8,708.000 SHARES AT COST 576792 676873 MARTIN CURRIE SMA-SHARES SERIES EM (LCSMX) 17,238.299 SHARES AT COST 175162 176348 NEUBERGER BERMAN LONG SHORT FUND (NLSIX) 16,445.42 SHARES AT COST 251298 286973 PGIM HIGH YIELD R6 (PHYQX) 67,930.483 SHARES AT COST 340155 321990 SHENKMAN CAPITAL SHORT DUR HI INC F (SCFFX) 19,414.178 SHARES AT COST 187597 189677 DUES AND SUBSCRIPTIONS 265 0 265 FILING FEES 250 0 250 INSURANCE 1786 0 1786 OFFICE AND OTHER EXPENSES 15401 0 15689 OTHER K-1 EXPENSES, NET OF UBI 0 120664 0 PENALTIES 498 0 0 OTHER K-1 INCOME, NET OF UBI 0 -351430 0 FEDERAL FORM 1042 REFUND 9994 9994 DUE TO BROKER 0 120513 CATALYTIC IMPACT FOUNDATION NONE 150000 104615 2023-09 2027-09 FIVE ANNUAL PAYMENTS OF $30,000 TO BE RECEIVED ON OR BEFORE SEPTEMBER 15TH 0.000000000000 NONE OPERATING EXPENSES NONE 0 INVESTMENT MANAGEMENT AND ADVISORY 98372 98372 0 OTHER (MISC) 25821 0 25821 FEDERAL EXCISE TAX PAID 22000 0 0 FEDERAL UBI TAX PAID 2600 0 0 FOREIGN TAXES THRU K-1S, NET OF UBI 0 137 0 STATE UBI TAX PAID 1710 0 0