2021-07-07T13:27:57-05:00 2020-12-31 271728945 PKF O'CONNOR DAVIES LLP 500 MAMARONECK AVENUE HARRISON NY 105281633 990PF 2020-01-01 136115217 ELIZABETH MORSE GENIUS FOUNDATION ELIZ 4076440555 PO BOX 40 WINTER PARK FL 327900040 RICHARD STRAUSS EXEC V/P & TREASURER 4076440555 2021-06-30 1 RICHARD STRAUSS 999009999 ANAN SAMARA P02103452 9143818900 0 AAL1 IAL1 2020 2022-09-23 18:48:47Z X 157170107 X X 1733748 1725261 2491539 2491539 952416 401298 33039074 926561 52211 61371 4678796 5204732 536709 108683 440154 497274 150863 354264 377493 99344 278149 77248 30682 51216 40857 0 40857 326980 316373 9765 429098 338421 45176 491579 409537 15512 4649 10863 819307 463143 364208 3612057 1921695 1594652 4445496 4445496 8057553 1921695 6040148 -3378757 3283037 676186 583890 583890 1451603 1924449 1924449 10261 0 2130308 2130308 28915017 37124748 37124748 12642382 9721149 9721149 22707805 6196148 16881372 16511657 36869000 51797791 53210997 53210997 16984988 1545061 15497968 15439927 15439927 166143 165639 165639 128038723 136812764 157170107 119168 128030 221789 397528 340957 525558 X 112509142 119018311 15188624 17268895 127697766 136287206 128038723 136812764 127697766 -3378757 12140097 136459106 171900 136287206 PUBLICLY TRADED SECURITIES P 33039074 32639276 399798 399798 THRU SCH. K-1 - WELLINGTON CTF SMALL CAP 2000 PORTFOLIO P 525263 525263 SALE OF EQUIPMENT P 1500 1500 926561 45634 0 45634 0 45634 60000 0 0 0 60000 0 14366 14366 0 0 0 0 0 0 0 0 1 0 0 1 1 DE FL 1 0 0 0 0 1 WWW.GENIUSFOUNDATION.ORG RICHARD STRAUSS 4076440555 329 PARK AVE NORTH SUITE 329 WINTER PARK FL 32789 0 1 0 1 1 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 RICHARD STRAUSS PO BOX 40 WINTER PARK FL 32790 EXEC VICE PRES & TREASURER 35.00 293659 67508 0 HAROLD WARD III PO BOX 40 WINTER PARK FL 32790 CHAIRMAN 2.00 0 0 0 RANDOLPH RUSH AS OF 5520 PO BOX 40 WINTER PARK FL 32790 PRESIDENT 2.00 0 0 0 DOUGLAS WOODMAN AS OF 5520 PO BOX 40 WINTER PARK FL 32790 SECRETARY 0.50 0 0 0 BONNIE HUBBARD PO BOX 40 WINTER PARK FL 32790 ASSISTANT SECRETARY 40.00 101976 25052 0 SUSAN STAVROS PO BOX 40 WINTER PARK FL 32790 ASSISTANT TREASURER 35.00 141074 29041 0 MARY CHRISTIAN PO BOX 40 WINTER PARK FL 32790 TRUSTEE 0.50 0 0 0 R MICHAEL STRICKLAND PO BOX 40 WINTER PARK FL 32790 TRUSTEE 0.50 0 0 0 RICHARD O BALDWIN JR PO BOX 40 WINTER PARK FL 32790 TRUSTEE 0.50 0 0 0 ROBERT JONES PO BOX 40 WINTER PARK FL 32790 BLDG MANAGER 40.00 118243 27889 0 COLLEEN O'BRIEN PO BOX 40 WINTER PARK FL 32790 ACCOUNTANT 40.00 118062 26621 0 JASON LIMPUS PO BOX 40 WINTER PARK FL 32790 MAINTENANCE 40.00 68088 48488 0 JACQUELINE KLANN PO BOX 40 WINTER PARK FL 32790 BLDG ASS'T MGR 40.00 74122 33450 0 JUAN JIMENEZ PO BOX 40 WINTER PARK FL 32790 MAINTENANCE 40.00 60145 21504 0 1 BANK OF AMERICA NA 114 WEST 47TH STREET 4TH FLOOR NEW YORK NY 10036 INVESTMENT ADVISOR 165092 BALTZAR GARCIA JR 14378 MONTEVISTA ROAD GROVELAND FL 34736 PROPERTY MAINTENANCE 108546 WINDERWEEDLE HAINES WARD & WOODMAN PA 329 PARK AVE NORTH 200 WINTER PARK FL 32789 LEGAL SERVICES 76307 AUTOMATED BUILDINGS INC 5520 HANSEL AVE ORLANDO FL 32809 CONTRACTOR 62499 0 ROLLINS COLLEGE ENVIRONMENTAL STUDIES: USE OF LAND AND BUILDINGS TO PRESERVE UNDEVELOPED LAND FOR LOCAL WILDLIFE AND PLANTS. 128470 0 90929707 1085926 32709567 124725200 0 0 124725200 1870878 122854322 6142716 6142716 45634 45634 6097082 0 6097082 0 6097082 6040148 0 24000 6064148 0 6064148 6097082 5693743 0 0 6064148 5693743 0 0 370405 0 0 0 0 0 0 0 0 5726677 0 0 0 X A GIFT FOR TEACHING 6501 MAGIC WAY BLDG 400C ORLANDO FL 32809 N/A PC LEARNING KITS AND ARTS PROGRAM 45000 ALBIN POLASEK MUSEUM AND SCULPTURE GARDENS 633 OSCEOLA AVENUE WINTER PARK FL 32789 N/A PC MUSEUM ENHANCEMENTS 23000 BACH FESTIVAL SOCIETY 2019 PROGRAM 1000 HOLT AVENUE BOX 2763 WINTER PARK FL 32789 N/A PC PROGRAM SUPPORT AND HONORS CHORAL FESTIVAL 57000 BEVERLY FARM FOUNDATION 6301 HUMBERT ROAD GODFREY IL 62035 N/A PC GENERAL SUPPORT 4000 BIG BROTHERS BIG SISTERS OF CENTRAL FLORIDA 618 E SOUTH STREET ORLANDO FL 32801 N/A PC MENTORING PROGRAM 25000 BOYS TOWN CENTRAL FLORIDA 975 OKLAHOMA STREET ORLANDO FL 32765 N/A PC FAMIILY SERVICES 25000 CAMARADERIE FOUNDATION INC 2488 E MICHIGAN STREET ORLANDO FL 32806 N/A PC GENERAL SUPPORT 1000 CENTRAL FLORIDA ZOO & BOTANICAL GARDENS 3755 W SEMINOLE BLVD SANFORD FL 32771 N/A PC GENERAL SUPPORT 1000 CHARLES HOSMER MORSE FOUNDATION 445 PARK AVE NORTH WINTER PARK FL 32789 N/A POF OPERATING SUPPORT 2800000 CHRISTIAN SERVICE CENTER OF CENTRAL FLORIDA INC 808 W CENTRAL BLVD ORLANDO FL 32805 N/A PC GENERAL SUPPORT 17000 COALITION FOR THE HOMELESS OF CENTRAL FLORIDA 639 W CENTRAL BLVD ORLANDO FL 32801 N/A PC GENERAL SUPPORT 30000 DANA HALL SCHOOL 45 DANA RD WELLESLEY MA 02482 N/A PC SCHOLARSHIP FUND 10000 DR PHILLIPS CENTER FOR THE PERFORMING ARTS 155 E ANDERSON STREET ORLANDO FL 32801 N/A PC ARTS EDUCATION AND PROGRAM SUPPORT 50000 ELEVATE ORLANDO PO BOX 940633 MAITLAND FL 32794 N/A PC MENTORING PROGRAM 28000 ENGENDERHEALTH 505 9TH STREET NW SUITE 601 WASHINGTON DC 20004 N/A PC GENERAL SUPPORT 5000 EQUINE ANGELS FOUNDATION INC 7167 FOSTER LANE ORLANDO FL 32818 N/A PC GENERAL SUPPORT 1000 FIRST CONGREGATIONAL CHURCH OF WINTER PARK 225 INTERLACHEN AVE SOUTH WINTER PARK FL 32789 N/A PC GENERAL SUPPORT 10000 FIRST PRESBYTERIAN CHURCH OF ORLANDO 106 E CHURCH STREET ORLANDO FL 32801 N/A PC GENERAL SUPPORT 1000 FLORIDA ARTIST GROUP INC 1620 MOHAWK TRAIL MAITLAND FL 32751 N/A PC AWARD FOR ARTIST 1500 FLORIDA SOUTHERN COLLEGE 111 LAKE HOLLINGSWORTH DR LAKELAND FL 33801 N/A PC ANNUAL FUND 1000 FOUNDATION CENTER DBA CANDID 4801 COURTHOUSE ST 220 WILLIAMSBERG VA 23188 N/A PC MEMBERSHIP 1950 FOUNDATION FOR FOSTER CHILDREN 2265 LEE ROAD SUITE 203 WINTER PARK FL 32789 N/A PC EDUCATION AND EMPOWER PROGRAM 20000 FOUNDATION FOR ORANGE COUNTY PUBLIC SCHOOLS INC 445 WEST AMELIA STREET STE 901 ORLANDO FL 32801 N/A PC EDGEWATER HIGH SCHOOL 1952 CLUB 1000 GARDEN CLUB OF PALM BEACH 2 FOUR ARTS PLAZA PALM BEACH FL 33480 N/A PC GENERAL SUPPORT 1000 GARDENS AT DEPUGH NURSING CENTER 550 WEST MORSE BOULEVARD ORLANDO FL 32789 N/A PC GENERAL SUPPORT 71800 GRACE MEDICAL HOME INC 1417 E CONCORD STREET ORLANDO FL 32803 N/A PC GENERAL SUPPORT 1000 HEART OF FLORIDA UNITED WAY 1940 TRAYLOR BLVD ORLANDO FL 32804 N/A PC ALICE FUND AND GENERAL SUPPORT 150000 HEART OF THE CITY FOUNDATION INC 106 E CHURCH STREET ORLANDO FL 32801 N/A PC GENERAL ADMINISTRATIVE EXPENSES 2000 HISTORICAL SOCIETY OF CENTRAL FLORIDA INC 65 E CENTRAL BOULEVARD ORLANDO FL 32801 N/A PC GENERAL SUPPORT 2500 JOURNEY'S END ANIMAL SANCTUARY 1899 MERCERS FERNERY ROAD DELAND FL 32720 N/A PC GENERAL SUPPORT 1000 MARINE DISCOVERY CENTER INC 520 BARRACUDA BOULEVARD NEW SMYRNA BEACH FL 32169 N/A PC GENERAL SUPPORT 1000 NATIONAL ASSOCIATION OF WOMEN ARTISTS 315 WEST 39TH ST SUITE 508 NEW YORK NY 10018 N/A PC ARTISTS AWARDS 1500 NEW HAMPSHIRE ART ASSOCIATION 136 STATE STREET PORTSMOUTH NH 03801 N/A PC GENERAL SUPPORT 1000 OPERA ORLANDO P O BOX 53374 ORLANDO FL 32853 N/A PC PERFORMANCE SUPPORT 40000 ORLANDO PHILHARMONIC ORCHESTRA 425 BUMBY AVENUE ORLANDO FL 32803 N/A PC CONCERT SUPPORT 40000 ORLANDO UNION RESCUE MISSION 1521 W WASHINGTON ST ORLANDO FL 32802 N/A PC GENERAL SUPPORT 15000 PEN AND BRUSH INC 29 E 22ND STREET NEW YORK NY 10010 N/A PC AWARD FOR ARTIST 1500 PET RESCUE BY JUDY 401 S LAUREL AVENUE SANFORD FL 32771 N/A PC GENERAL SUPPORT 1000 PLANNED PARENTHOOD OF SOUTHWEST & CENTRAL FLORIDA 736 CENTRAL AVENUE SARASOTA FL 34236 N/A PC GENERAL SUPPORT 1000 REHABILITATION CENTER FOR CHILDREN AND ADULTS 300 ROYAL PALM WAY PALM BEACH FL 33480 N/A PC GENERAL SUPPORT 1000 ROLLINS COLLEGE 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC ANNUAL FUND 1000 ROLLINS COLLEGE - ENVIRONMENTAL STUDIES FACULTY WORKSHOP 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC WORKSHOP SUPPORT 11000 ROLLINS COLLEGE - ENVIRONMENTAL STUDIES SCHOLARSHIPS 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC SCHOLARSHIPS 3000 ROLLINS COLLEGE - MCKEAN AWARD 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC TEACHING AWARD 15000 ROLLINS COLLEGE - STUDENT EMERGENCY FUND 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC STUDENT SUPPORT 2000 ROLLINS COLLEGE - STUDENT-FACULTY COLLABORATIVE SCHOLARSHIP 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC SCHOLARSHIP ENDOWMENT 500000 ROLLINS COLLEGE - THE FRED ROGERS PROJECT 1000 HOLT AVENUE WINTER PARK FL 32789 N/A PC SCULPTURE FOR COLLEGE CAMPUS 25000 ROLLINS COLLEGE EDYTH BUSH INSTITUTE 1000 HOLT AVENUE - 2755 WINTER PARK FL 32789 N/A PC MEMBERSHIP 1125 RYAN LICHT SANG FOUNDATION INC 875 N MICHIGAN AVENUE CHICAGO IL 60611 N/A PC GENERAL SUPPORT 5000 SALVATION ARMY 416 W COLONIAL DRIVE ORLANDO FL 32804 N/A PC GENERAL SUPPORT 15000 SAMARITAN VILLAGE P O BOX 149599 ORLANDO FL 32814 N/A PC GENERAL SUPPORT 1000 SECOND CHANCE WILDLIFE SANCTUARY INC 805 BARON ROAD ORLANDO FL 32828 N/A PC GENERAL SUPPORT 1000 SECOND HARVEST FOOD BANK 411 MERCY DRIVE ORLANDO FL 32805 N/A PC GENERAL SUPPORT/FOOD PURCHASE 85000 ST ANN PLACE 2107 N DIXIE HIGHWAT WEST PALM BEACH FL 33402 N/A PC GENERAL SUPPORT 1000 SUPPORT OUR SCHOLARS PO BOX 1985 WINTER PARK FL 32790 N/A PC SCHOLARSHIP FUND 12000 SWAMP GIRL ADVENTURES P O BOX 840 INTERCESSION CITY FL 33848 N/A PC RESEARCH SUPPORT 1521 TOWN OF PALM BEACH UNITED WAY INC 44 COCOANUT ROW PALM BEACH FL 33480 N/A PC GENERAL SUPPORT 2000 UNITED AGAINST POVERTY INC 150 W MICHIGAN STREET ORLANDO FL 32806 N/A PC GENERAL SUPPORT AND CAPITAL EXPENSES 57500 UNITED ARTS OF CENTRAL FLORIDA INC 2450 MAITLAND CNTR PKWY STE 201 MAITLAND FL 32751 N/A PC GENERAL SUPPORT 100000 UNIVERSITY OF ALABAMA PO BOX 870101 TUSCALOOSA AL 35487 N/A PC SIGMA CHI BUILDING FUND/ALAN'S FUND 2000 UNIVERSITY OF CENTRAL FLORIDA - WUCF-TV 12461 RESEARCH PARKWAY SUITE 550 ORLANDO FL 32826 N/A PC GENERAL AND PROGRAM SUPPORT 25000 WELBOURNE AVENUE NURSERY & KINDERGARTEN 450 W WELBOURNE AVEUE WINTER PARK FL 32789 N/A PC TUITION ASSISTANCE AND GENERAL SUPPORT 51100 WILDLIFE REHABILITATION CENTER OF CENTRAL FLORIDA 21117 REINDEER ROAD CHRISTMAS FL 32709 N/A PC GENERAL SUPPORT 2000 WINTER PARK DAY NURSERY 741 S PENNSYLVANIA AVE WINTER PARK FL 32789 N/A PC SCHOLARSHIPS TEACHER COMP AND DEVELOPMENT 29000 WINTER PARK PUBLIC LIBRARY 460 E NEW ENGLAND AVE WINTER PARK FL 32789 N/A PC COMPUTER EQUIPMENT AND GENERAL SUPPORT 5500 WOMAN'S CLUB OF WINTER PARK 419 S INTERLACHEN AVENUE WINTER PARK FL 32789 N/A PC SCHOLARSHIP FUND 1000 4445496 0 14 1733748 16 952416 18 401298 MISCELLANEOUS INCOME 01 57 REIMBURSED COSTS-329 GARAGE 01 52154 0 3139673 0 3139673 0 0 0 0 0 0 0 0 0 0 FINANCIAL STATEMENT AUDIT AND TAX RETURN PREPARATION 40857 0 40857 CHARLES HOSMER MORSE FOUNDATION INC 445 PARK AVENUE NORTH WINTER PARK FL 32789 2020-12-16 2800000 FOR THE PURPOSES OF EDUCATION, AND INFORMING THE GENERAL PUBLIC AND INTERESTED PROFESSIONALS ABOUT THE ART OF LOUIS COMFORT TIFFANY, AND THE ARTS AND CRAFTS MOVEMENT IN AMERICA IN THE EARLY TWENTIETH CENTURY. 2800000 TO OUR KNOWLEDGE, THE GRANTEE HAS NOT DIVERTED ANY PORTION OF THE FUNDS. MAY 2021 ABBVIE INC UNSEC SR NT DTD 4.450% DUE 5/14/46 [110,000.000 QTY] 139941 139941 ADT CORP DTD 4.125% DUE 6/15/23 [9,000.000 QTY] 9595 9595 AECOM DTD 5.875% DUE 10/15/24 [9,000.000 QTY] 10038 10038 AERCAP IRELAND CAP CO DTD 3.150% DUE 2/15/24 [110,000.000 QTY] 115309 115309 AIRCASTLE LTD UNSECD DTD 4.250% DUE 6/15/26 [8,000.000 QTY] 8425 8425 ALLY FINL INC DTD 4.625% DUE 5/19/22 [3,000.000 QTY] 3162 3162 ALUMINUM CO AMER DTD 6.750% DUE 1/15/28 [2,000.000 QTY] 2446 2446 AMERICA MOVIL S A B DE C V DTD 3.125% DUE 7/16/22 [200,000.000 QTY] 207452 207452 AMERICAN AXLE & MFG INC DTD 6.250% DUE 3/15/26 [9,000.000 QTY] 9270 9270 AMERIGAS PARTNERS L P / AMERIGAS DTD 5.875% DUE 8/20/26 [9,000.000 QTY] 10125 10125 ARAMARK SVCS INC UNSECD SR NT DTD 4.750% DUE 6/1//26 [4,000.000 QTY] 4110 4110 ASBURY AUTOMOTIVE GROUP INC DTD 4.750% DUE 3/1/30 [9,000.000 QTY] 9653 9653 AT&T INC SR UNSECD NT DTD 3.400% DUE 5/15/25 [100,000.000 QTY] 111145 111145 AT&T INC UNSECD SR NT DTD 3.300% DUE 2/1/52 [110,000.000 QTY] 109063 109063 BALL CORP DTD 4.000% DUE 11/15/23 [9,000.000 QTY] 9585 9585 BALL CORP DTD 4.875% DUE 3/15/26 [5,000.000 QTY] 5648 5648 BALTIMORE GAS & ELEC CO UNSECD SR NT DTD 2.900% DUE 6/15/50 [18,000.000 QTY] 19380 19380 BANK MONTREAL UNSECD DTD 2.350% DUE 9/11/22 [200,000.000 QTY] 207038 207038 BED BATH BEYOND INC DTD 3.749% DUE 8/1/24 [5,000.000 QTY] 4981 4981 BOEING CO DTD 5.705% DUE 5/1/40 [8,000.000 QTY] 10382 10382 BOEING CO UNSECD SR NT DTD 2.950% DUE 2/1/30 [50,000.000 QTY] 51713 51713 BOEING CO UNSECD SR NT DTD 3.250% DUE 2/1/35 [65,000.000 QTY] 66658 66658 BOYD GAMING CORP DTD 4.750% DUE 12/1/27 [9,000.000 QTY] 9349 9349 BOYD GAMING CORP DTD 6.000% DUE 8/15/26 [9,000.000 QTY] 9338 9338 BOYD GAMING CORP DTD 6.375% DUE 4/1/26 [9,000.000 QTY] 9349 9349 CABLEVISION SYS CORP DTD 5.875% DUE 9/15/22 [8,000.000 QTY] 8470 8470 CDW LLC / CDW FIN CORP DTD 5.500% DUE 12/1/24 [9,000.000 QTY] 10062 10062 CEDAR FAIR LP/CANADAS WONDERLAND DTD 5.375% DUE 4/15/27 [9,000.000 QTY] 9203 9203 CENTENE CORP DEL DTD 4.750% DUE 1/15/25 [6,000.000 QTY] 6157 6157 CENTURY CMNTYS INC DTD 6.750% DUE 6/1/27 [6,000.000 QTY] 6406 6406 CENTURYLINK INC UNSECD DTD 7.500% DUE 4/1/24 [9,000.000 QTY] 10193 10193 CHEMOURS CO DTD 5.375% DUE 5/15/27 [7,000.000 QTY] 7455 7455 CITIGROUP INC UNSECD SR NT DTD 3.887% DUE 1/10/28 [95,000.000 QTY] 108878 108878 COMCAST CORP NEW UNSECD SR NT DTD 4.700% DUE 10/15/48 [130,000.000 QTY] 181628 181628 COMM 2012-CCRE1 MTG TR DTD 3.912% DUE 5/15/45 [125,000.000 QTY] 129128 129128 CREDIT ACCEP CORP MICH DTD 6.625% DUE 3/15/26 [9,000.000 QTY] 9585 9585 CROWN AMERS LLC/CROWN AMERS CAP DTD 4.500% DUE 1/15/23 [9,000.000 QTY] 9496 9496 CSC HLDGS LLC DTD 5.250% DUE 6/1/24 [9,000.000 QTY] 9742 9742 CSC HLDGS LLC DTD 6.750% DUE 11/15/21 [4,000.000 QTY] 4180 4180 CVS HEALTH CORP DTD 3.350% DUE 3/9/21 [40,000.000 QTY] 40219 40219 CVS HEALTH CORP UNSECD DTD 4.300% DUE 3/25/28 [43,000.000 QTY] 51168 51168 DCP MIDSTREAM OPER LP SR UNSECD DTD 5.375% DUE 7/15/25 [9,000.000 QTY] 9889 9889 DELL INC DTD 5.400% DUE 9/10/40 [9,000.000 QTY] 10133 10133 DELL INC DTD 6.500% DUE 4/15/38 [8,000.000 QTY] 9940 9940 DELTA AIR LINES INC DEL DTD 7.375% DUE 1/15/26 [9,000.000 QTY] 10281 10281 DISH DBS CORP DTD 5.000% DUE 3/15/23 [9,000.000 QTY] 9293 9293 DISH DBS CORP DTD 5.875% DUE 11/15/24 [6,000.000 QTY] 6291 6291 ENCOMPASS HEALTH CORP DTD 4.500% DUE 2/1/28 [2,000.000 QTY] 2090 2090 ENCOMPASS HEALTH CORP DTD 4.750% DUE 2/1/30 [6,000.000 QTY] 6428 6428 ENERGY TRANSFER OPER LP DTD 5.000% DUE 5/15/50 [145,000.000 QTY] 157019 157019 ENERGY TRANSFER OPER LP DTD 5.000% DUE 5/15/50 [9,000.000 QTY] 9746 9746 EQM MIDSTREAM PARTNERS L P DTD 5.500% DUE 7/15/28 [9,000.000 QTY] 9836 9836 EQT CORP DTD 7.000% DUE 2/1/30 [9,000.000 QTY] 11025 11025 EXPEDIA INC DEL DTD 5.000% DUE 2/15/26 [8,000.000 QTY] 8963 8963 FEDERAL HOME LN MTG CORP DTD 2.000% DUE 8/1/35 [186,445.459 QTY] 195279 195279 FEDERAL HOME LN MTG CORP DTD 2.500% DUE 9/1/50 [390,842.811 QTY] 415310 415310 FEDERAL NATL MTG ASSN DTD 2.000% DUE 9/1/40 [422,558.997 QTY] 440801 440801 FEDERAL NATL MTG ASSN DTD 2.500% DUE 5/1/50 [394,864.661 QTY] 416610 416610 FEDERAL NATL MTG ASSN DTD 2.500% DUE 6/1/32 [340,860.944 QTY] 356114 356114 FEDERAL NATL MTG ASSN DTD 2.500% DUE 8/1/50 [254,871,417 QTY] 270875 270875 FEDERAL NATL MTG ASSN DTD 3.000% DUE 3/1/50 [192,801.091 QTY] 203369 203369 FEDERAL NATL MTG ASSN DTD 3.000% DUE 7/1/49 [208,572.770 QTY] 218755 218755 FORD MTR CO DEL DTD 9.000% DUE 4/22/25 [8,000.000 QTY] 9808 9808 FORD MTR CO DEL DTD 9.625% DUE 4/22/30 [6,000.000 QTY] 8468 8468 FREEPORT-MCMORAN INC DTD 5.250% DUE 9/1/29 [9,000.000 QTY] 10013 10013 GENERAL MTRS CO DTD 5.000% DUE 10/1/28 [15,000.000 QTY] 17848 17848 GENERAL MTRS CO DTD 6.800% DUE 10/1/27 [33,000.000 QTY] 42409 42409 GENERAL MTRS FINL CO INC DTD 2.700% DUE 8/20/27 [47,000.000 QTY] 49846 49846 GLP CAP L P/GLP FING II INC DTD 5.375% DUE 4/15/26 [8,000.000 QTY] 9181 9181 GM FINL CONSUMER AUTOMOBILE DTD 2.180% DUE 4/16/24 [300,000.000 QTY] 304854 304854 GMAC INC DTD 8.000% DUE 11/1/31 [8,000.000 QTY] 11743 11743 GOLDMAN SACHS GROUP INC DTD 3.850% DUE 1/26/27 [75,000.000 QTY] 85590 85590 GRAPHIC PACKAGING INTL INC DTD 4.750% DUE 4/15/21 [9,000.000 QTY] 9005 9005 GRIFFON CORP DTD 5.750% DUE 3/1/28 [9,000.000 QTY] 9518 9518 H B FULLER CO DTD 4.250% DUE 10/15/28 [9,000.000 QTY] 9225 9225 HASBRO INC DTD 6.350% DUE 3/15/40 [2,000.000 QTY] 2579 2579 HCA INC DTD 5.375% DUE 2/1/25 [8,000.000 QTY] 8996 8996 HCA INC DTD 5.875% DUE 5/1/23 [8,000.000 QTY] 8790 8790 HILLENBRAND INC DTD 5.750% DUE 6/15/25 [8,000.000 QTY] 8640 8640 HILTON DOMESTIC OPER CO INC DTD 4.875% DUE 1/15/30 [3,000.000 QTY] 3278 3278 HILTON WORLDWIDE FIN LLC/HILTON DTD 4.875% DUE 4/1/27 [9,000.000 QTY] 9526 9526 HOST HOTELS & RESORTS L P DTD 3.375% DUE 12/15/29 [5,000.000 QTY] 5143 5143 HOST HOTELS & RESORTS L P DTD 3.500% DUE 9/15/30 [5,000.000 QTY] 5268 5268 HUGHES SATELLITE SYS CORP DTD 5.250% DUE 8/1/26 [9,000.000 QTY] 9934 9934 ICAHN ENTERPRISES L P /ICAHN DTD 4.750% DUE 9/15/24 [5,000.000 QTY] 5194 5194 IHEARTCOMMUNICATIONS INC SR SECD DTD 6.375% DUE 5/1/26 [9,000.000 QTY] 9630 9630 JPMORGAN CHASE & CO SR UNSECD BD DTD 3.964% DUE 11/15/47 [140,000.000 QTY] 176194 176194 KOHLS CORP DTD 9.500% DUE 5/15/25 [8,000.000 QTY] 10377 10377 KRAFT HEINZ FOODS CO DTD 5.200% DUE 7/15/45 [8,000.000 QTY] 9512 9512 L BRANDS INC DTD 6.500% DUE 4/15/38 [9,000.000 QTY] 10027 10027 LEGG MASON BW GLOBAL OPPS FUND [64,089.458 QTY] 763946 763946 LEVEL 3 FING INC UNSECD DTD 5.250% DUE 3/15/26 [6,000.000 QTY] 6200 6200 LEVEL 3 FING INC UNSECD DTD 5.375% DUE 5/1/25 [9,000.000 QTY] 9256 9256 LOUISVILLE GAS & ELEC CO SECD NT DTD 4.250% DUE 4/1/49 [87,000.000 QTY] 112397 112397 MARRIOTT OWNERSHIP RESORTS INC/ DTD 6.500% DUE 9/15/26 [9,000.000 QTY] 9405 9405 MGIC INVT CORP WIS DTD 5.250% DUE 8/15/28 [9,000.000 QTY] 9630 9630 MGM GROWTH PPTYS OPER PRTNSHP LP DTD 4.500% DUE 9/1/26 [9,000.000 QTY] 9683 9683 MGM RESORTS INTL DTD 5.750% DUE 6/15/25 [8,000.000 QTY] 8845 8845 MORGAN STANLEY SR UNSECD DTD 2.500% DUE 4/21/21 [125,000.000 QTY] 125775 125775 MPT OPER PARTNERSHIP LP/MPT DTD 5.250% DUE 8/1/26 [7,000.000 QTY] 7329 7329 NETFLIX INC DTD 5.500% DUE 2/15/22 [9,000.000 QTY] 9416 9416 NETFLIX INC DTD 5.875% DUE 2/15/25 [9,000.000 QTY] 10354 10354 NEWELL RUBBERMAID INC DTD 5.500% DUE 4/1/46 [4,000.000 QTY] 5100 5100 NEXTERA ENERGY CAP HLDGS INC DTD 2.750% DUE 5/1/25 [21,000.000 QTY] 22718 22718 NORDSTROM INC DTD 4.375% DUE 4/1/30 [11,000.000 QTY] 10834 10834 NRG ENERGY INC DTD 7.250% DUE 5/15/26 [9,000.000 QTY] 9495 9495 OCCIDENTAL PETE CORP DTD 5.550% DUE 3/15/26 [9,000.000 QTY] 9395 9395 OCCIDENTAL PETE CORP DTD 5.875% DUE 9/1/25 [9,000.000 QTY] 9585 9585 ORACLE CORP UNSECD SR NT DTD 2.950% DUE 4/1/30 [125,000.000 QTY] 139768 139768 PENSKE AUTOMOTIVE GROUP INC DTD 3.500% DUE 9/1/25 [9,000.000 QTY] 9146 9146 PG&E CORP DTD 5.250% DUE 7/1/30 [9,000.000 QTY] 9900 9900 PIMCO INCOME FUND INSTL CL [118,877.603 QTY] 1439608 1439608 PNC FINL SVCS GROUP INC DTD 2.600% DUE 7/23/26 [130,000.000 QTY] 142718 142718 QVC INC DTD 4.375% DUE 9/1/28 [9,000.000 QTY] 9325 9325 QVC INC DTD 4.850% DUE 4/1/24 [7,000.000 QTY] 7543 7543 QVC INC DTD 5.450% DUE 8/15/34 [9,000.000 QTY] 9360 9360 RADIAN GROUP INC DTD 4.875% DUE 3/15/27 [9,000.000 QTY] 9884 9884 RADIAN GROUP INC DTD 6.625% DUE 3/15/25 [6,000.000 QTY] 6795 6795 RHP HOTEL PPTYS LP & RHP FIN DTD 4.750% DUE 10/15/27 [9,000.000 QTY] 9315 9315 SALLY HLDGS LLC / SALLY CAP INC DTD 5.625% DUE 12/1/25 [9,000.000 QTY] 9248 9248 SBA COMMUNICATIONS CORP DTD 4.875% DUE 9/1/24 [9,000.000 QTY] 9232 9232 SERVICE CORP INTL DTD 3.375% DUE 8/15/30 [9,000.000 QTY] 9362 9362 SHIRE ACQ UNV IRELAND DA DTD 3.200% DUE 9/23/26 [125,000.000 QTY] 139835 139835 SPIRIT AEROSYSTEMS INC DTD 3.850% DUE 6/15/26 [8,000.000 QTY] 8409 8409 SPIRIT AEROSYSTEMS INC DTD 4.600% DUE 6/15/28 [9,000.000 QTY] 8899 8899 SPRINGLEAF FIN CORP DTD 6.875% DUE 3/15/25 [9,000.000 QTY] 10451 10451 SPRINGLEAF FIN CORP DTD 7.125% DUE 3/15/26 [9,000.000 QTY] 10643 10643 SPRINT NEXTEL CORP DTD 11.500% DUE 11/15/21 [8,000.000 QTY] 8680 8680 STARWOOD PPTY TR INC DTD 5.000% DUE 12/15/21 [9,000.000 QTY] 9151 9151 SUNTRUST BK ATLANTA GA UNSECD DTD 3.200% DUE 4/1/24 [74,000.000 QTY] 80324 80324 TEGNA INC DTD 5.000% DUE 9/15/29 [9,000.000 QTY] 9508 9508 TELEFLEX INC UNSECD SR DTD 4.625% DUE 11/15/27 [9,000.000 QTY] 9672 9672 TENET HEALTHCARE CORP DTD 4.625% DUE 7/15/24 [9,000.000 QTY] 9225 9225 TENET HEALTHCARE CORP DTD 5.125% DUE 5/1/25 [9,000.000 QTY] 9175 9175 TOLL BROS FIN CORP DTD 4.875% DUE 3/15/27 [9,000.000 QTY] 10283 10283 TRANSDIGM INC DTD 5.500% DUE 11/15/27 [9,000.000 QTY] 9462 9462 TRANSDIGM INC DTD 7.500% DUE 3/15/27 [9,000.000 QTY] 9608 9608 TRUIST FINL CORP DTD 1.200% DUE 8/5/25 [61,000.000 QTY] 62613 62613 UNITED RENTALS NORTH AMER INC DTD 3.875% DUE 11/15/27 [9,000.000 QTY] 9428 9428 UNITED RENTALS NORTH AMER INC DTD 5.875% DUE 9/15/26 [9,000.000 QTY] 9528 9528 VERISIGN INC UNSECD SR GBL NT DTD 5.250% DUE 4/1/25 [6,000.000 QTY] 6818 6818 VERIZON COMMUNICATIONS INC DTD 3.150% DUE 3/22/30 [95,000.000 QTY] 106534 106534 WELLS FARGO COML MTG TR 2016-NXS DTD 2.827% DUE 11/15/49 [300,000.000 QTY] 318210 318210 WESTERN DIGITAL CORP UNSECD SR DTD 4.750% DUE 2/15/26 [5,000.000 QTY] 5525 5525 WESTERN GAS PARTNERS LP DTD 4.750% DUE 8/15/28 [4,000.000 QTY] 4160 4160 WESTERN GAS PARTNERS LP DTD 5.250% DUE 2/1/50 [5,000.000 QTY] 5500 5500 WEYERHAEUSER REAL ESTATE CO DTD 5.875% DUE 6/15/24 [9,000.000 QTY] 9824 9824 WFRBS COML MTG TR 2014-LC14 DTD 3.766% DUE 3/15/47 [144,205.150 QTY] 154072 154072 WORLD OMNI AUTO RECEIVABLES TR DTD 2.240% DUE 6/15/23 [300,000.000 QTY] 302613 302613 WPX ENERGY INC DTD 5.750% DUE 6/1/26 [9,000.000 QTY] 9461 9461 WYNDHAM WORLDWIDE CORP DTD 4.250% DUE 12/1/21 [9,000.000 QTY] 9203 9203 2U INC (TWOU) [1,265.000 SHS] 50613 50613 A H BELO CORP (AHC) [906.000 SHS] 1368 1368 ABBOTT LABS (ABT) [298.000 SHS] 32628 32628 ACADIA RLTY TR (AKR) [327.000 SHS] 4640 4640 ACCENTURE PLC (ACN) [279.000 SHS] 72878 72878 ACCO BRANDS CORP (ACCO) [800.000 SHS] 6760 6760 ACI WORLDWIDE INC (ACIW) [1,442.000 SHS] 55416 55416 ACUITY BRANDS INC (AYI) [663.000 SHS] 80283 80283 ADECCO GROUP S A (AHEXY) [2,585.000 SHS] 86502 86502 ADIDAS AG SPONSORED ADR (ADDYY) [616.000 SHS] 112265 112265 ADVANCED ENERGY INDS (AEIS) [1,125.000 SHS] 109091 109091 AERIE PHARMACEUTICALS INC (AERI) [4,885.000 SHS] 65996 65996 AIA GROUP LTD SPONSORED ADR (AAGIY) [7,148.000 SHS] 350309 350309 AIR LEASE CORP (AL) [140.000 SHS] 6219 6219 AIR LIQUIDE ADR (AIQUY) [1,999.000 SHS] 65673 65673 AIRBUS SE (EADSY) [2,769.000 SHS] 76045 76045 ALAMO GROUP INC (ALG) [74.000 SHS] 10208 10208 ALBANY INTL CORP CL A (AIN) [1,217.000 SHS] 89352 89352 ALCON INC (ALC) [1,093.000 SHS] 72116 72116 ALEXANDRIA REAL ESTATE EQ INC (ARE) [489.000 SHS] 87150 87150 ALIBABA GROUP HLDG LTD (BABA) [3,575.000 SHS] 832010 832010 ALIGN TECHNOLOGY INC (ALGN) [268.000 SHS] 143214 143214 ALLETE INC (ALE) [198.000 SHS] 12264 12264 ALLIANZ SE (ALIZY) [2,650.000 SHS] 65076 65076 ALLSTATE CORP (ALL) [745.000 SHS] 81898 81898 ALPHABET INC CL A COM (GOOGL) [93.000 SHS] 162996 162996 ALPHABET INC CL C COM (GOOG) [93.000 SHS] 162925 162925 ALTERYX INC (AYX) [364.000 SHS] 44332 44332 ALTRA INDL MOTION CORP (AIMC) [654.000 SHS] 36251 36251 AMADEUS IT GROUP SA (AMADY) [474.000 SHS] 34543 34543 AMAZON COM INC (AMZN) [122.000 SHS] 397345 397345 AMBARELLA INC (AMBA) [669.000 SHS] 61428 61428 AMEREN CORP (AEE) [475.000 SHS] 37079 37079 AMERICAN EAGLE OUTFITTERS NEW (AEO) [192.000 SHS] 3853 3853 AMERICAN ELEC PWR INC (AEP) [465.000 SHS] 38721 38721 AMERICAN WOODMARK CORP (AMWD) [378.000 SHS] 35475 35475 ANALOG DEVICES INC (ADI) [477.000 SHS] 70467 70467 ANGLO AMERN PLC (NGLOY) [6,730.000 SHS] 111523 111523 ANSYS INC (ANSS) [228.000 SHS] 82946 82946 API GROUP CORP (APG) [435.000 SHS] 7895 7895 APOLLO COML REAL ESTATE FIN INC (ARI) [660.000 SHS] 7372 7372 APOLLO INVT CORP (AINV) [605.000 SHS] 6428 6428 APPLE INC (AAPL) [1,092.000 SHS] 144897 144897 ASML HOLDINGS NV ADR (ASML) [397.000 SHS] 193625 193625 ASPEN TECHNOLOGY INC (AZPN) [645.000 SHS] 84011 84011 ASSOCIATED BANC CORP (ASB) [1,015.000 SHS] 17306 17306 AT&T INC (T) [1,175.000 SHS] 33793 33793 ATKORE INTL GROUP INC (ATKR) [674.000 SHS] 27708 27708 ATMOS ENERGY CORP (ATO) [827.000 SHS] 78921 78921 AUTODESK INC (ADSK) [971.000 SHS] 296485 296485 AUTOMATIC DATA PROCESSING INC (ADP) [527.000 SHS] 92857 92857 AVALONBAY CMNTYS INC (AVB) [118.000 SHS] 18931 18931 AVERY DENNISON CORP (AVY) [179.000 SHS] 27765 27765 AVIENT CORP (AVNT) [879.000 SHS] 35406 35406 AVNET INC (AVT) [2,690.000 SHS] 94446 94446 AXOGEN INC (AXGN) [3,238.000 SHS] 57960 57960 BAE SYS PLC (BAESY) [2,068.000 SHS] 55269 55269 BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR (BBVA) [10,803.000 SHS] 53367 53367 BAXTER INTL INC (BAX) [404.000 SHS] 32417 32417 BAYERISCHE MOTOREN WERKE A G SPONSORED ADR (BMWYY) [2,581.000 SHS] 76034 76034 BELDEN INC (BDC) [187.000 SHS] 7835 7835 BERRY PETE CORP (BRY) [568.000 SHS] 2090 2090 BEST BUY INC (BBY) [213.000 SHS] 21255 21255 BIOMARIN PHARMACEUTICAL INC (BMRN) [395.000 SHS] 34638 34638 BJS WHSL CLUB HLDGS INC (BJ) [413.000 SHS] 15397 15397 BLACKBERRY LTD (BB) [1,828.000 SHS] 12120 12120 BLACKROCK INC (BLK) [92.000 SHS] 66382 66382 BOEING CO (BA) [1,109.000 SHS] 237393 237393 BORG WARNER INC (BWA) [1,293.000 SHS] 49962 49962 BRAMBLES LTD (BXBLY) [4,092.000 SHS] 66941 66941 BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD (BCAUY) [2,803.000 SHS] 25521 25521 BRISTOL MYERS SQUIBB CO (BMY) [1,171.000 SHS] 72637 72637 BROADCOM INC (AVGO) [302.000 SHS] 132231 132231 BROADRIDGE FINL SOLUTIONS INC (BR) [375.000 SHS] 57450 57450 BROOKS AUTOMATION INC (BRKS) [130.000 SHS] 8821 8821 BUNZL PLC SPONSORED ADR (BZLFY) [2,089.000 SHS] 69760 69760 BURBERRY GROUP PLC SPONSORED ADR (BURBY) [2,144.000 SHS] 52444 52444 BURLINGTON STORES INC (BURL) [480.000 SHS] 125544 125544 CABLE ONE INC (CABO) [64.000 SHS] 142574 142574 CABOT CORP (CBT) [1,117.000 SHS] 50131 50131 CANADIAN NATIONAL RAILWAY (CNI) [829.000 SHS] 91066 91066 CAPGEMINI S E (CGEMY) [2,410.000 SHS] 74780 74780 CARLSBERG AS (CABGY) [2,380.000 SHS] 76305 76305 CARPENTER TECHNOLOGY CORP (CRS) [2,044.000 SHS] 59521 59521 CATALENT INC (CTLT) [1,219.000 SHS] 126861 126861 CATCHMARK TIMBER TR INC (CTT) [4,282.000 SHS] 40080 40080 CBIZ INC (CBZ) [401.000 SHS] 10671 10671 CBRE GROUP INC CL A COM (CBRE) [1,649.000 SHS] 103425 103425 CDW CORP (CDW) [830.000 SHS] 109386 109386 CENTRAL GARDEN & PET CO (CENT) [264.000 SHS] 10193 10193 CENTRAL GARDEN & PET CO CL A (CENTA) [257.000 SHS] 9337 9337 CERNER CORP (CERN) [1,137.000 SHS] 89232 89232 CHARLES RIV LABORATORIES INTL INC (CRL) [423.000 SHS] 105691 105691 CHEVRON CORP (CVX) [1,093.000 SHS] 92304 92304 CHINA GAS HLDGS LTD (CGHLY) [892.000 SHS] 88581 88581 CHIPOTLE MEXICAN GRILL INC (CMG) [100.000 SHS] 138671 138671 CHUBB LTD (CB) [571.000 SHS] 87888 87888 CISCO SYS INC (CSCO) [4,649.000 SHS] 208043 208043 CITRIX SYS INC (CTXS) [208.000 SHS] 27061 27061 CMC MATLS INC (CCMP) [544.000 SHS] 82307 82307 CME GROUP INC (CME) [318.000 SHS] 57892 57892 CMS ENERGY CORP (CMS) [488.000 SHS] 29773 29773 CNO FINL GROUP INC (CNO) [267.000 SHS] 5935 5935 CNOOC LTD SPONSORED ADR (CEO) [512.000 SHS] 46925 46925 COLGATE PALMOLIVE CO (CL) [971.000 SHS] 83030 83030 COMCAST CORP NEW CL A (CMCSA) [2,614.000 SHS] 136974 136974 COMPAGNIE DE ST GOBAIN (CODYY) [9,014.000 SHS] 82721 82721 COMPAGNIE FINANCIERE RICHEMONT AG ADR (CFRUY) [8,375.000 SHS] 75869 75869 COMPASS MINERALS INTL INC (CMP) [164.000 SHS] 10122 10122 CONCENTRIX CORP (CNXC) [86.000 SHS] 8488 8488 CONMED CORP (CNMD) [722.000 SHS] 80864 80864 CONOCOPHILLIPS (COP) [651.000 SHS] 26033 26033 COOPER COS INC (COO) [273.000 SHS] 99186 99186 COPART INC (CPRT) [957.000 SHS] 121778 121778 COSAN LTD (CZZ) [4,128 SHS] 76079 76079 COSTAR GROUP INC (CSGP) [113.000 SHS] 104444 104444 CRACKER BARREL OLD CTRY STORE INC (CBRL) [538.000 SHS] 70973 70973 CRANE CO (CR) [67.000 SHS] 5203 5203 CREDICORP LTD (BAP) [397.000 SHS] 65116 65116 CROWN CASTLE INTL CORP (CCI) [198.000 SHS] 31520 31520 CSW INDUSTRIALS INC (CSWI) [254.000 SHS] 28425 28425 CUMMINS INC (CMI) [171.000 SHS] 38834 38834 CVB FINL CORP (CVBF) [538.000 SHS] 10491 10491 D R HORTON INC (DHI) [1,525.000 SHS] 105103 105103 DANONE (DANOY) [4,785.000 SHS] 62951 62951 DARDEN RESTAURANTS INC (DRI) [479.000 SHS] 57058 57058 DARLING INGREDIENTS INC (DAR) [2,478.000 SHS] 142931 142931 DBS GROUP HLDGS LTD (DBSDY) [1,071.000 SHS] 81165 81165 DEERE & CO (DE) [938.000 SHS] 252369 252369 DELTA APPAREL INC (DLA) [212.000 SHS] 4255 4255 DELUXE CORP (DLX) [255.000 SHS] 7446 7446 DENBURY INC NEW (DEN) [203.000 SHS] 5215 5215 DENNYS CORP (DENN) [1,539.000 SHS] 22593 22593 DEUTSCHE BOERSE ADR (DBOEY) [4,156.000 SHS] 70810 70810 DEUTSCHE POST AG (DPSGY) [2,130.000 SHS] 105550 105550 DEUTSCHE WOHNEN SE (DTCWY) [3,084.000 SHS] 82432 82432 DEXCOM INC COM (DXCM) [209.000 SHS] 77271 77271 DIAGEO PLC SPONSORED ADR (DEO) [555.000 SHS] 88140 88140 DIAMONDBACK ENERGY INC (FANG) [1,281.000 SHS] 62000 62000 DIGITAL RLTY TR INC (DLR) [419.000 SHS] 58455 58455 DINE BRANDS GLOBAL INC (DIN) [260.000 SHS] 15080 15080 DISNEY WALT CO (DIS) [1,113.000 SHS] 201653 201653 DNB NOR ASA (DNHBY) [8,872.000 SHS] 174086 174086 DORMAN PRODS INC (DORM) [444.000 SHS] 38548 38548 DOUGLAS DYNAMICS INC (PLOW) [423.000 SHS] 18092 18092 DSP GROUP INC (DSPG) [272.000 SHS] 4512 4512 DTE ENERGY CO (DTE) [219.000 SHS] 26589 26589 DUKE ENERGY CORP (DUK) [137.000 SHS] 12544 12544 EAGLE MATERIALS INC (EXP) [411.000 SHS] 41655 41655 EASTGROUP PPTY INC (EGP) [519.000 SHS] 71653 71653 EASTMAN CHEM CO (EMN) [591.000 SHS] 59265 59265 EATON CORP PLC (ETN) [381.000 SHS] 45773 45773 EATON VANCE CORP (EV) [1,142.000 SHS] 77576 77576 EBAY INC (EBAY) [1,128.000 SHS] 56682 56682 EDGEWELL PERSONAL CARE CO (EPC) [154.000 SHS] 5325 5325 ELEMENT SOLUTIONS INC (ESI) [405.000 SHS] 7181 7181 EMERGENT BIOSOLUTIONS INC (EBS) [763.000 SHS] 68365 68365 ENEL SOCIETA PER AZIONI ADR (ENLAY) [7,525.000 SHS] 76198 76198 ENNIS INC (EBF) [429.000 SHS] 7658 7658 ENSTAR GROUP LTD (ESGR) [78.000 SHS] 15981 15981 ENTEGRIS INC (ENTG) [1,630.000 SHS] 156643 156643 EOG RES INC (EOG) [540.000 SHS] 26930 26930 EPAM SYS INC (EPAM) [842.000 SHS] 301731 301731 EQUINOR ASA SPONSORED ADR (EQNR) [4,598.000 SHS] 75499 75499 ERSTE GROUP BANK AG SPONSORED ADR (EBKDY) [3,228.000 SHS] 49253 49253 EURONET WORLDWIDE INC (EEFT) [604.000 SHS] 87532 87532 EVERSOURCE ENERGY (ES) [426.000 SHS] 36853 36853 EVO PMTS INC (EVOP) [1,586.000 SHS] 42838 42838 EXPEDITORS INTL WASHINGTON INC (EXPD) [1,354.000 SHS] 128779 128779 EXTRA SPACE STORAGE INC (EXR) [260.000 SHS] 30124 30124 FACEBOOK INC (FB) [1,154.000 SHS] 315227 315227 FACTSET RESH SYS INC (FDS) [247.000 SHS] 82128 82128 FANUC CORP (FANUY) [2,781.000 SHS] 68310 68310 FASTENAL CO (FAST) [1,378.000 SHS] 67288 67288 FERRO CORP (FOE) [327.000 SHS] 4784 4784 FIDELITY NATL INFORMATION SVCS (FIS) [260.000 SHS] 36780 36780 FIRST CTZNS BANCSHARES INC N C CL A (FCNCA) [72.000 SHS] 41347 41347 FIRST HAWAIIAN INC (FHB) [495.000 SHS] 11672 11672 FIRST INTST BANCSYSTEM INC (FIBK) [851.000 SHS] 34695 34695 FIRSTCASH INC (FCFS) [1,224.000 SHS] 85729 85729 FIVE BELOW INC (FIVE) [837.000 SHS] 146458 146458 FLEXTRONICS (FLEX) [6,701.000 SHS] 120484 120484 FLIR SYS INC (FLIR) [1,982.000 SHS] 86871 86871 FLOOR & DECOR HLDGS INC (FND) [625.000 SHS] 58031 58031 FORUM ENERGY TECHNOLOGIES INC (FET) [60.150 SHS] 716 716 FRANCHISE GROUP INC (FRG) [229.000 SHS] 6973 6973 FRANKLIN ELEC INC (FELE) [484.000 SHS] 33498 33498 FRESHPET INC (FRPT) [241.000 SHS] 34220 34220 GALLAGHER ARTHUR J & CO (AJG) [785.000 SHS] 97112 97112 GANNETT CO INC NEW (GCI) [534.000 SHS] 1794 1794 GATX CORP (GATX) [980.000 SHS] 81516 81516 GEA GROUP AG SPONSORED ADR (GEAGY) [2,212.000 SHS] 79247 79247 GENERAC HLDGS INC (GNRC) [547.000 SHS] 124393 124393 GENMARK DIAGNOSTICS INC (GNMK) [2,176.000 SHS] 31770 31770 GILEAD SCIENCES INC (GILD) [360.000 SHS] 20974 20974 GLAUKOS CORP (GKOS) [675.000 SHS] 50801 50801 GLAXOSMITHKLINE PLC SPONSORED ADR (GSK) [1,951.000 SHS] 71797 71797 GLOBAL BLOOD THERAPEUTICS INC (GBT) [982.000 SHS] 42530 42530 GRACO INC (GGG) [1,280.000 SHS] 92608 92608 GRAND CANYON ED INC (LOPE) [354.000 SHS] 32961 32961 GRIFFON CORP (GFF) [433.000 SHS] 8825 8825 GROUPON INC (GRPN) [58.000 SHS] 2204 2204 HANCOCK HLDG CO (HWC) [402.000 SHS] 13676 13676 HANOVER INS GROUP INC (THG) [176.000 SHS] 20578 20578 HARSCO CORP (HSC) [495.000 SHS] 8900 8900 HAWAIIAN ELEC INDUSTRIES (HE) [565.000 SHS] 19995 19995 HDFC BK LTD (HDB) [2,564.000 SHS] 185275 185275 HEALTHCARE SVCS GROUP INC (HCSG) [2,694.000 SHS] 75701 75701 HEARTLAND EXPRESS INC (HTLD) [1,201.000 SHS] 21738 21738 HEARTLAND FINL USA INC (HTLF) [1,676.000 SHS] 67660 67660 HEICO CORP NEW (HEI) [578.000 SHS] 76527 76527 HELEN OF TROY LTD (HELE) [119.000 SHS] 26441 26441 HENRY JACK & ASSOC INC (JKHY) [274.000 SHS] 44385 44385 HERSHEY CO (HSY) [183.000 SHS] 27876 27876 HEXCEL CORP NEW (HXL) [1,436.000 SHS] 69632 69632 HITACHI LIMITED ADR (HTHIY) [931.000 SHS] 73312 73312 HOME DEPOT INC (HD) [478.000 SHS] 126966 126966 HONEYWELL INTL INC (HON) [535.000 SHS] 113795 113795 HONG KONG EXCHANGES & CLEARING LTD ADR (HKXCY) [1,646.000 SHS] 90221 90221 HOSTESS BRANDS INC (TWNK) [1,117.000 SHS] 16353 16353 HUNT J B TRANS SVCS INC (JBHT) [511.000 SHS] 69828 69828 HUNTINGTON INGALLS INDS INC( HII) [419.000 SHS] 71431 71431 HUNTSMAN CORP (HUN) [220.000 SHS] 5531 5531 IBERDROLA S A SPONSORED ADR (IBDRY) [1,288.000 SHS] 73753 73753 ICICI BK LTD (IBN) [3,983.000 SHS] 59187 59187 ICON PLC (ICLR) [541.000 SHS] 105484 105484 IDACORP INC (IDA) [90.000 SHS] 8643 8643 IDEX CORP (IEX) [295.000 SHS] 58764 58764 IDEXX LABS INC (IDXX) [236.000 SHS] 117969 117969 ILLUMINA INC (ILMN) [322.000 SHS] 119140 119140 INDUSTRIA DE DISENO TEXTIL (IDEXY) [6,696.000 SHS] 106674 106674 INDUSTRIAL & COML BK CHINA ADR (IDCBY) [6,245.000 SHS] 81023 81023 INFINEON TECHNOLOGIES AG SPONSORED ADR (IFNNY) [3,006.000 SHS] 115451 115451 INNOSPEC INC (IOSP) [468.000 SHS] 42462 42462 INSULET CORP (PODD) [410.000 SHS] 104808 104808 INTERNATIONAL BUSINESS MACHS (IBM) [799.000 SHS] 100578 100578 INTESA SANPAOLO SPONSORED ADR (ISNPY) [4,223.000 SHS] 59295 59295 INTUITIVE SURGICAL INC (ISRG) [88.000 SHS] 71993 71993 J & J SNACK FOODS CORP (JJSF) [268.000 SHS] 41639 41639 J P MORGAN CHASE & CO (JPM) [1,674.000 SHS] 212715 212715 JACK IN THE BOX INC (JACK) [161.000 SHS] 14941 14941 JAZZ PHARMACEUTICALS PLC (JAZZ) [340.000 SHS] 56117 56117 JD.COM INC (JD) [1,163.000 SHS] 102228 102228 JOHNSON & JOHNSON (JNJ) [1,185.000 SHS] 186495 186495 JULIUS BAER GROUP LTD ADR (JBAXY) [6,112.000 SHS] 70526 70526 KADANT INC (KAI) [101.000 SHS] 14239 14239 KBC GROUP NV (KBCSY) [1,833.000 SHS] 64234 64234 KEYCORP NEW (KEY) [3,632.000 SHS] 59601 59601 KEYSIGHT TECHNOLOGIES INC (KEYS) [970.000 SHS] 128127 128127 KIMBERLY CLARK CORP (KMB) [377.000 SHS] 50831 50831 KLA-TENCOR CORP (KLAC) [344.000 SHS] 89065 89065 KNORR-BREMSE AG (KNRRY) [2,182.000 SHS] 74541 74541 KNOWLES CORP (KN) [1,925.000 SHS] 35478 35478 KOMATSU LTD (KMTUY) [2,713.000 SHS] 74033 74033 KONINKLIJKE AHOLD DELHAIZE NV (ADRNY) [2,119.000 SHS] 59917 59917 KONINKLIJKE PHILIPS NV (PHG) [2,683.000 SHS] 145338 145338 KORN FERRY (KFY) [401.000 SHS] 17444 17444 LAM RESEARCH CORP (LRCX) [233.000 SHS] 110039 110039 LAMB WESTON HLDGS INC (LW) [1,211.000 SHS] 95354 95354 LESLIES INC (LESL) [105.000 SHS] 2914 2914 LIGAND PHARMACEUTICALS INC (LGND) [383.000 SHS] 38089 38089 LILLY ELI & CO (LLY) [469.000 SHS] 79186 79186 LITTELFUSE INC (LFUS) [202.000 SHS] 51441 51441 LIVERAMP HLDGS INC (RAMP) [734.000 SHS] 53721 53721 LOCKHEED MARTIN CORP (LMT) [319.000 SHS] 113239 113239 LONZA GROUP AG (LZAGY) [1,484.000 SHS] 95492 95492 MADDEN STEVEN LTD (SHOO) [303.000 SHS] 10702 10702 MAGNOLIA OIL & GAS CORP (MGY) [794.000 SHS] 5606 5606 MARKETAXESS HLDGS INC (MKTX) [126.000 SHS] 71891 71891 MARSH & MCLENNAN COS INC (MMC) [725.000 SHS] 84825 84825 MARTIN CURRIE SMASH SER EM FUND (LCSMX) [221,199.437 SHS] 2694209 2694209 MASCO CORP (MAS) [1,783.000 SHS] 97940 97940 MATTHEWS INTL CORP (MATW) [81.000 SHS] 2381 2381 MAXIMUS INC (MMS) [141.000 SHS] 10320 10320 MAYVILLE ENGR CO INC (MEC) [211.000 SHS] 2832 2832 MCDONALDS CORP (MCD) [215.000 SHS] 46135 46135 MEDICAL PPTYS TR INC (MPW) [2,306.000 SHS] 50248 50248 MEDTRONIC PLC (MDT) [654.000 SHS] 76610 76610 MERCADOLIBRE INC (MELI) [81.000 SHS] 135693 135693 MERCK & CO INC (MRK) [1,671.000 SHS] 136688 136688 MERCK KGAA (MKKGY) [2,895.000 SHS] 99429 99429 MERCURY SYSTEMS INC (MRCY) [928.000 SHS] 81720 81720 MERITAGE HOMES CORP (MTH) [676.000 SHS] 55986 55986 MICROCHIP TECHNOLOGY INC (MCHIP) [916.000 SHS] 126509 126509 MICROSOFT CORP (MSFT) [1,883.000 SHS] 418817 418817 MINERALS TECHNOLOGIES INC (MTX) [43.000 SHS] 2671 2671 MONDELEZ INTL INC (MDLZ) [544.000 SHS] 31808 31808 MONOLITHIC PWR SYS INC (MPWR) [453.000 SHS] 165902 165902 MONRO,INC (MNRO) [1,290.000 SHS] 68757 68757 MONSTER BEVERAGE CORP (MNST) [2,142.000 SHS] 198092 198092 MONTROSE ENVIRONMENTAL GROUP (MEG) [832.000 SHS] 25759 25759 MOOG INC CL A (MOGA) [914.000 SHS] 72480 72480 MSCI INC (MSCI) [159.000 SHS] 70998 70998 MUELLER INDS INC (MLI) [1,014.000 SHS] 35602 35602 MURATA MFG CO CO LTD ADR (MRAAY) [3,166.000 SHS] 71450 71450 MURPHY OIL CORP (MUR) [4,382.000 SHS] 53022 53022 MYERS INDS INC (MYE) [551.000 SHS] 11450 11450 NATIONAL GRID PLC SPONSORED ADR (NGG) [935.000 SHS] 55193 55193 NATIONAL WESTERN LIFE GROUP INC (NWLI) [18.000 SHS] 3716 3716 NATUS MEDICAL INC COM (NTUS) [253.000 SHS] 5070 5070 NCR CORP NEW (NCR) [1,624.000 SHS] 61014 61014 NEENAH PAPER INC (NP) [482.000 SHS] 26664 26664 NEOGEN CORP (NEOG) [306.000 SHS] 24266 24266 NEOGENOMICS INC (NEO) [747.000 SHS] 40218 40218 NESTLE S A SPONSORED ADR (NSRGY) [1,142.000 SHS] 134697 134697 NETGEAR INC (NTGR) [185.000 SHS] 7517 7517 NEW MTN FIN CORP (NMFC) [837.000 SHS] 9508 9508 NEW RELIC INC (NEWR) [401.000 SHS] 26225 26225 NEW YORK MTG TR INC (NYMT) [1,804.000 SHS] 6657 6657 NEWMARKET CORP (NEU) [31.000 SHS] 12347 12347 NEXTERA ENERGY INC (NEE) [678.000 SHS] 52308 52308 NN INC (NNBR) [414.000 SHS] 2720 2720 NOMAD FOODS LTD (NOMD) [1,189.000 SHS] 30224 30224 NORDEA BK ABP (NRDBY) [8,634.000 SHS] 70669 70669 NORDIC AMERICAN TANKERS LIMITED (NAT) [666.000 SHS] 1965 1965 NORTHERN TR CORP (NTRS) [629.000 SHS] 58585 58585 NORTHROP GRUMMAN CORP (NOC) [112.000 SHS] 34129 34129 NOVARTIS AG SPONSORED ADR (NVS) [1,947.000 SHS] 183855 183855 NOVO-NORDISK AS ADR (NVO) [715.000 SHS] 49943 49943 NVENT ELECTRIC PLC (NVT) [127.000 SHS] 2958 2958 NVIDIA CORP (NVDA) [496.000 SHS] 259011 259011 OCADO GROUP PLC SPONSORED ADR (OCDDY) [1,381.000 SHS] 86346 86346 OMNICELL INC (OMCL) [237.000 SHS] 28445 28445 ORACLE CORP (ORCL) [3,322.000 SHS] 214900 214900 OWENS & MINOR INC NEW (OMI) [189.000 SHS] 5112 5112 P T TELEKOMUNIKASI INDONESIA (TLK) [1,828.000 SHS] 42995 42995 PACIFIC ETHANOL INC (PEIX) [355.000 SHS] 1928 1928 PACKAGING CORP AMER (PKG) [168.000 SHS] 23169 23169 PARKER HANNIFIN CORP (PH) [189.000 SHS] 51485 51485 PARSONS CORP (PSN) [1,239.000 SHS] 45112 45112 PATTERSON COS INC (PDCO) [339.000 SHS] 10045 10045 PATTERSON-UTI ENERGY INC (PTEN) [1,180.000 SHS] 6207 6207 PAYCOM SOFTWARE INC (PAYC) [343.000 SHS] 155122 155122 PAYLOCITY HLDG CORP (PCTY) [119.000 SHS] 24503 24503 PEBBLEBROOK HOTEL TR (PEB) [4,698.000 SHS] 88322 88322 PEPSICO INC (PEP) [511.000 SHS] 75781 75781 PERNOD RICARD S A (PDRDY) [2,838.000 SHS] 108897 108897 PERSHING SQUARE TONTINE HLDGS (PSTH) [599.000 SHS] 16604 16604 PHILIP MORRIS INTL INC (PM) [658.000 SHS] 54476 54476 PHILLIPS 66 (PSX) [364.000 SHS] 25458 25458 PING AN INS GROUP CO CHINA LTD (PNGAY) [6,872.000 SHS] 168391 168391 PINNACLE FINL PARTNERS INC (PNFP) [1,092.000 SHS] 70325 70325 PINNACLE WEST CAP CORP (PNW) [159.000 SHS] 12712 12712 PJSC LUKOIL (LUKOY) [889.000 SHS] 62116 62116 PNC FINL SVCS GROUP INC (PNC) [747.000 SHS] 111303 111303 POOL CORP (POOL) [351.000 SHS] 130748 130748 PQ GROUP HLDGS INC (PQG) [445.000 SHS] 6346 6346 PREMIER INC (PINC) [135.000 SHS] 4739 4739 PRESTIGE CONSUMER HEALTHCARE INC (PBH) [276.000 SHS] 9624 9624 PRICE T ROWE GROUP INC (TROW) [393.000 SHS] 59496 59496 PRIMO WTR CORP CDA (PRMW) [836.000 SHS] 13108 13108 PROASSURANCE CORP (PRA) [446.000 SHS] 7934 7934 PROCTER & GAMBLE CO (PG) [777.000 SHS] 108112 108112 PROSUS NV (PROSY) [11,409.000 SHS] 246697 246697 PT BANK RAKYAT (BKRKY) [5,380.000 SHS] 79839 79839 PTC INC (PTC) [680.000 SHS] 81335 81335 QUALCOMM INC (QCOM)[1,022.000 SHS] 155691 155691 QUALYS INC (QLYS) [454.000 SHS] 55329 55329 QUANEX BLDG PRODS CORP (NX) [699.000 SHS] 15497 15497 RAYMOND JAMES FINL INC (RJF) [685.000 SHS] 65534 65534 RBC BEARINGS INC (ROLL) [155.000 SHS] 27751 27751 RECKITT BENCKISER PLC (RBGLY) [3,456.000 SHS] 61811 61811 REGENERON PHARMACEUTICALS (REGN) [292.000 SHS] 141068 141068 REINSURANCE GROUP AMER INC (RGA) [489.000 SHS] 56675 56675 RENAISSANCERE HOLDINGS LTD (RNR) [270.000 SHS] 44771 44771 RENASANT CORP (RNST) [434.000 SHS] 14617 14617 REPLIGEN CORP (RGEN) [481.000 SHS] 92174 92174 RESMED INC (RMD) [512.000 SHS] 108831 108831 RITCHIE BROS AUCTIONEERS INC (RBA) [424.000 SHS] 29489 29489 ROCHE HLDG LTD (RHHBY) [7,116.000 SHS] 310941 310941 ROCKWELL AUTOMATION INC (ROK) [262.000 SHS] 65712 65712 ROGERS CORP (ROG) [404.000 SHS] 62737 62737 ROYAL DUTCH SHELL PLC SPONSORED ADR (RDSA) [2,862.000 SHS] 100571 100571 RWE AG SPONSORED ADR (RWEOY) [1,671.000 SHS] 70680 70680 RYDER SYS INC (R) [1,944.000 SHS] 120061 120061 SABRE CORP (SABR) [8,988.000 SHS] 108036 108036 SALESFORCE COM INC (CRM) [946.000 SHS] 210513 210513 SANDS CHINA LTD (SCHYY) [2,408.000 SHS] 105745 105745 SANMINA CORP (SANM) [1,908.000 SHS] 60846 60846 SANOFI SPONSORED ADR (SNY) [1,289.000 SHS] 62633 62633 SAP SE SPONSORED ADR (SAP) [1,329.000 SHS] 173288 173288 SBERBANK RUSSIA (SBRCY) [4,811.000 SHS] 70534 70534 SCHLUMBERGER LTD (SLB) [2,850.000 SHS] 62216 62216 SCHNEIDER ELEC SE ADR (SBGSY) [5,320.000 SHS] 154009 154009 SCHWEITZER-MAUDUIT INTL INC (SWM) [414.000 SHS] 16647 16647 SCOTTS MIRACLE GRO CO CL A (SMG) [623.000 SHS] 124064 124064 SEA LTD ADR (SE) [321.000 SHS] 63895 63895 SEALED AIR CORP NEW (SEE) [1,331.000 SHS] 60946 60946 SEI INVESTMENTS CO (SEIC) [1,384.000 SHS] 79538 79538 SIEMENS A G SPONSORED ADR (SIEGY) [1,542.000 SHS] 110864 110864 SIKA AG (SXYAY) [1,755.000 SHS] 48008 48008 SILGAN HOLDINGS INC (SLGN) [648.000 SHS] 24028 24028 SILICON LABORATORIES INC (SLAB) [267.000 SHS] 34000 34000 SIMPSON MFG CO INC (SSD) [312.000 SHS] 29156 29156 SMC CORP JAPAN SPONSORED ADR (SMCAY) [3,574.000 SHS] 108957 108957 SMITH & NEPHEW PLC (SNN) [1,432.000 SHS] 60387 60387 SNAP ON INC (SNA) [367.000 SHS] 62808 62808 SONOCO PRODS CO (SON) [1,237.000 SHS] 73292 73292 SONY CORP ADR (SNE) [1,328.000 SHS] 134261 134261 SOUTH STATE CORP (SSB) [214.000 SHS] 15472 15472 SOUTHERN COPPER CORP (SCCO) [1,278.000 SHS] 83223 83223 SOUTHWESTERN ENERGY CO (SWN) [1,416.000 SHS] 4220 4220 SPECTRUM BRANDS HLDGS INC NEW (SPB) [289.000 SHS] 22825 22825 STAG INDL INC (STAG) [2,234.000 SHS] 69969 69969 STARBUCKS CORP (SBX) [1,353.000 SHS] 144744 144744 STERLING BANCORP DEL (STL) [3,025.000 SHS] 54390 54390 STEWART INFORMATION SVCS CORP (STC) [385.000 SHS] 18619 18619 STIFEL FINL CORP (SF) [1,449.000 SHS] 73117 73117 SUNNY OPTICAL TECHNOLOGY GROUP (SOTGY) [378.000 SHS] 82729 82729 SVENSKA HANDELSBANKEN AB (SVNLY) [11,317.000 SHS] 56913 56913 SYKES ENTERPRISES INC (SYKE) [160.000 SHS] 6027 6027 SYNOPSYS INC (SNPS) [920.000 SHS] 238501 238501 TAIWAN SEMICONDUCTOR MFG LTD (TSM) [7,879.000 SHS] 859126 859126 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR (TAK) [3,789.000 SHS] 68960 68960 TAKE-TWO INTERACTIVE SOFTWARE (TTWO) [507.000 SHS] 105350 105350 TARGET CORP (TGT) [728.000 SHS] 128514 128514 TE CONNECTIVITY LTD (TEL) [285.000 SHS] 34505 34505 TECHTRONIC INDS LTD SPONSORED ADR (TTNDY) [960.000 SHS] 68466 68466 TEMENOS AG (TMSNY) [545.000 SHS] 76237 76237 TENCENT HLDGS LTD (TCEHY) [8,097.000 SHS] 588960 588960 TEXAS INSTRS INC (TXN) [702.000 SHS] 115219 115219 THE ODP CORP (ODP) [75.000 SHS] 2198 2198 TIMKEN CO (TKR) [986.000 SHS] 76277 76277 TOOTSIE ROLL INDS INC (TR) [146.000 SHS] 4336 4336 TRACTOR SUPPLY CO (TSCO) [766.000 SHS] 107684 107684 TRANE TECH PUB LTD CO (TT) [581.000 SHS] 84338 84338 TRANSUNION (TRU) [750.000 SHS] 74415 74415 TREEHOUSE FOODS INC (THS) [74.000 SHS] 3144 3144 TREX INC (TREX) [1,231.000 SHS] 103059 103059 TRIMAS CORP (TRS) [519.000 SHS] 16437 16437 TUPPERWARE BRANDS CORP (TUP) [326.000 SHS] 10559 10559 TURKCELL ILETISIM HIZMETLERI A S (TKC) [4,842.000 SHS] 26098 26098 TWO HBRS INVT CORP (TWO) [1,961.000 SHS] 12492 12492 TYLER TECHNOLOGIES INC (TYL) [231.000 SHS] 100836 100836 UCB S A ADR (UCBJY) [1,156.000 SHS] 59746 59746 UMB FINL CORP (UMBF) [502.000 SHS] 34633 34633 UNDER ARMOUR INC (UAA) [3,483.000 SHS] 59803 59803 UNION PAC CORP (UNP) [665.000 SHS] 138466 138466 UNITED BANKSHARES INC WEST VA (UBSI) [975.000 SHS] 31590 31590 UNITED PARCEL SVC INC (UPS) [310.000 SHS] 52204 52204 UNITEDHEALTH GROUP INC (UNH) [219.000 SHS] 76799 76799 US BANCORP DEL (USB) [2,073.000 SHS] 96581 96581 UTZ BRANDS INC (UTZ) [403.000 SHS] 8890 8890 VAREX IMAGING CORP (VREX) [386.000 SHS] 6438 6438 VEEVA SYS INC (VEEV) [403.000 SHS] 109717 109717 VERINT SYS INC (VRNT) [95.000 SHS] 6382 6382 VERISIGN INC (VRSN) [322.000 SHS] 69681 69681 VERISK ANALYTICS INC (VRSK) [482.000 SHS] 100058 100058 VERIZON COMMUNICATIONS INC (VZ) [1,210.000 SHS] 71088 71088 VESTAS WIND SYS A/S UTD KINGDOM (VWDRY) [1,635.000 SHS] 128961 128961 VIAD CORP (VVI) [371.000 SHS] 13419 13419 VISA INC (V) [1,471.000 SHS] 321752 321752 WALMART INC (WMT) [460.000 SHS] 66309 66309 WASHINGTON REAL ESTATE INVT TR (WRE) [496.000 SHS] 10728 10728 WASTE MGMT INC DEL (WM) [491.000 SHS] 57904 57904 WEC ENERGY GROUP INC (WEC) [479.000 SHS] 44082 44082 WELBILT INC (WBT) [7,398.000 SHS] 97654 97654 WERNER ENTERPRISES INC (WERN) [210.000 SHS] 8236 8236 WESBANCO INC (WSBC) [2,493.000 SHS] 74690 74690 WESTWOOD HLDGS GROUP INC (WHG) [182.000 SHS] 2639 2639 WHITBREAD PLC SPONSORED ADR (WTBDY) [5,098.000 SHS] 54008 54008 WHITING PETE CORP (WLL) [178.000 SHS] 4450 4450 WOLVERINE WORLD WIDE INC (WWW) [2,237.000 SHS] 69906 69906 WORKDAY INC (WDAY) [328.000 SHS] 78592 78592 XCEL ENERGY INC (XEL) [626.000 SHS] 41735 41735 YUM BRANDS INC (YUM) [654.000 SHS] 70998 70998 YUM CHINA HLDGS INC (YUMC) [2,013.000 SHS] 114922 114922 ZURICH INS GROUP LTD (ZURVY) [1,688.000 SHS] 71325 71325 2130308 2130308 0 0 AG MORTGAGE VALUE PARTICIPATION FD LTD [1,133,045.292 SHS] FMV 1853435 1853435 CQS DIRECTIONAL OPPS FEEDER FD LTD [1,279,528.710 SHS] FMV 1310414 1310414 GOLDMAN SACHS ABSOLUTE RETURN TRACKER FD [106,677.926 SHS] FMV 1069980 1069980 HEDGE FUND GUIDED PORTFOLIO SOLUTION CL I [5,864.385 SHS] FMV 6489720 6489720 ISHARES CORE MSCI EAFE ETF (IEFA) [110,634.000 SHS] FMV 7643703 7643703 ISHARES RUSSELL MID-CAP ETF (IWR) [77,295.000 SHS] FMV 5298572 5298572 SUMMIT PARTNERS SUSTAINABLE OPPS LS FD LTD [3,514,385.130 SHS] FMV 3829747 3829747 VANGUARD INSTL INDEX FUND (VINIX) [51,036.540 SHS] FMV 16917082 16917082 WELLINGTON TRUST SMALL CAP CORE 2000 [434,271.672 SHS] FMV 8798344 8798344 GENERAL AND ADMINISTRATIVE LEGAL COUNSEL 77248 30682 51216 RENT & MAINTENANCE COSTS RECEIVABLE 9065 21445 21445 ACCRUED INTEREST & DIVIDENDS 153062 100246 100246 DEPOSITS & OTHER ASSETS 4016 4016 4016 DUE FROM CHARLES HOSMER MORSE FOUNDATION 5305 5305 EXCISE TAX REFUND RECEIVABLE 20261 20261 PREPAID FEDERAL EXCISE TAX 14366 14366 DEFERRED EXCISE TAX 171900 INSURANCE 121053 73953 47100 REPAIRS AND MAINTENANCE 445919 217716 230340 OFFICE EXPENSE 42378 10595 37689 GOVERNANCE 2895 0 2895 MISCELLANEOUS 9829 6745 3084 SECURITY EXPENSE 20774 16821 3953 TELEPHONE 17933 5020 12913 DUES & SUBSCRIPTIONS 2374 594 1781 UTILITIES 150217 125764 24453 LEASING FEES 5935 5935 0 OTHER INCOME THRU SCHEDULE K-1'S 9160 MISCELLANEOUS INCOME 57 57 57 REIMBURSED COSTS-329 GARAGE 52154 52154 52154 UNREALIZED GAIN ON INVESTMENTS 12140097 RENTAL SECURITY DEPOSITS 95289 99128 DEFERRED EXCISE TAX 126500 298400 INVESTMENT MANAGEMENT AND ADVISORY 326980 316373 9765 FOREIGN TAXES PAID 0 133 0 REAL ESTATE TAXES 381624 337828 43796 TAXES & LICENSES 1840 460 1380 FEDERAL EXCISE TAX 45634 0 0