| Description of Property | Date Acquired | Cost or Other Basis | Prior Years' Depreciation | Computation Method | Rate / Life (# of years) |
Current Year's Depreciation Expense | Net Investment Income | Adjusted Net Income | Cost of Goods Sold Not Included |
|---|
| Name of Stock | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 2U INC | 254 | 280 |
| 3M CO | 1,506 | 1,748 |
| ABB LTD | 2,083 | 2,209 |
| ABBVIE INC | 5,570 | 7,715 |
| ACADIA PHARMACEUTICALS INC | 1,126 | 1,123 |
| ACCENTURE PLC | 609 | 1,045 |
| ACTIVISION BLIZZARD INC | 807 | 1,486 |
| ADAPTEC, INC | 602 | 769 |
| ADDUS HOMECARE CORP | 229 | 351 |
| AES CORP | 622 | 1,222 |
| AFLAC INC | 993 | 978 |
| AGIOS PHARMACEUTICALS INC | 923 | 780 |
| AIA GROUP LTD ADR | 3,776 | 4,913 |
| AIRBUS GROUP | 1,080 | 1,912 |
| AKAMAI TECH COM STK | 519 | 525 |
| ALASKA AIR GROUP INC | 677 | 780 |
| ALBANY INTERNATIONAL CORP | 323 | 367 |
| ALBEMARLE CP | 508 | 885 |
| ALEXION PHARMACEUTICALS, INC | 958 | 1,406 |
| ALKERMES | 285 | 279 |
| ALLY FINANCIAL INC | 507 | 642 |
| ALPHABET INC CL A | 1,208 | 1,753 |
| AMDOCS LIMITED | 1,050 | 1,277 |
| AMEDISYS INC | 687 | 1,173 |
| AMERICA MOVIL SA | 465 | 494 |
| AMERICA'S CAR-MART, INC | 250 | 220 |
| AMERICAN ELECTRIC POWER INC | 3,064 | 3,081 |
| AMERICAN TOWER REIT INC | 823 | 898 |
| AMERIPRISE FINANCIAL INC | 1,056 | 1,555 |
| AMERISOURCEBERGEN CORP | 475 | 489 |
| AMETEK INC | 593 | 605 |
| AMGEN INC | 2,209 | 2,529 |
| ANHEUSER BUSCH COS INC | 1,173 | 1,608 |
| ANTERO MIDSTREAM CORPORATION | 367 | 439 |
| ANTHEM INC | 525 | 1,284 |
| AON PLC CL A | 979 | 1,056 |
| API GROUP CORPORATION | 279 | 363 |
| APPLE INC | 1,020 | 1,725 |
| APPLIED MATERIALS INC | 1,036 | 1,899 |
| AQR MANAGED FUTURES FUND CL I | 68,124 | 57,201 |
| ARBOR REALTY TRUST INC | 485 | 482 |
| ARCUS BIOSCIENCES | 308 | 260 |
| ARENA PHARMACEUTICALS, INC. | 646 | 845 |
| ARISTA NETWORKS | 900 | 1,162 |
| ARROW ELECTRONICS INC | 759 | 876 |
| ASAHI KAISAI CP ADR | 1,180 | 1,527 |
| ASML HOLDING NV NY REG SHS | 2,127 | 4,389 |
| ASSA ABLOY UNSP/ADR | 591 | 713 |
| ASTRAZENECA | 3,999 | 3,649 |
| AT&T, INC | 9,681 | 7,765 |
| ATHENE HOLDING LTD | 1,163 | 1,294 |
| AVERY DENNISON CORP | 876 | 1,241 |
| AVIS BUDGET GROUP INC | 328 | 410 |
| B&M EUROPEAN VALUE RETAIL SA A | 738 | 795 |
| BAKER HUGHES COMPANY | 927 | 1,314 |
| BANCO BILBAO ARG SA | 1,437 | 1,438 |
| BANCO SANTANDER CEN | 3 | 2 |
| BANK OF AMERICA CORP | 568 | 667 |
| BANK OZK | 413 | 532 |
| BCE INC | 5,720 | 5,564 |
| BEIGENE LTD | 841 | 1,292 |
| BEST BUY INC | 804 | 1,397 |
| BEYOND MEAT INC | 306 | 250 |
| BIGCOMMERCE HOLDINGS SER 1 | 738 | 577 |
| BIOGEN INC | 640 | 490 |
| BIOTELEMETRY INC | 190 | 288 |
| BLACKROCK STRAT INC OPP PORTFO | 105,234 | 112,060 |
| BLUEBIRD BIO INC | 451 | 303 |
| BMY CONTINGENT VALUE RIGHTS | 33 | 9 |
| BORG WARNER INC | 854 | 850 |
| BRIGHT HORIZONS FAMILY SOLUTIO | 923 | 1,038 |
| BRIGHTHOUSE FINANCIAL INC | 301 | 362 |
| BRISTOL-MYERS SQUIBB CO | 2,269 | 2,419 |
| BRITISH AMERICAN TOBACCO PLC | 8,062 | 8,135 |
| BRUKER CORPORATION | 623 | 1,083 |
| CACTUS, INC. CLASS A | 281 | 313 |
| CADENCE BANCORPORATION | 222 | 345 |
| CADENCE DESIGN SYSTEMS INC | 740 | 1,501 |
| CALRSBERG AS SP ADR REP B | 2,783 | 3,856 |
| CAN IMPERIAL BK OF COMMERCE | 6,500 | 7,094 |
| CANADIAN NATL RAILWAY CO | 777 | 989 |
| CANNAE HOLDINGS INC | 401 | 443 |
| CARDINAL HEALTH INC | 725 | 803 |
| CARDLYTICS | 505 | 1,570 |
| CARRIER GLOBAL | 732 | 1,132 |
| CDW CORP | 526 | 527 |
| CHARLES RIV LABORATORIES INTL | 537 | 999 |
| CHEMED CORP | 616 | 1,065 |
| CHEVRON CORP | 6,683 | 5,658 |
| CHILDREN'S PLACE | 279 | 451 |
| CHOICE HOTELS INTERNATIONAL IN | 486 | 640 |
| CHURCH & DWIGHT | 893 | 1,047 |
| CIENA CORP | 1,049 | 1,216 |
| CIGNA CORPORATION | 1,033 | 1,249 |
| CIRRUS LOGIC INC | 423 | 493 |
| CISCO SYSTEMS INC | 5,233 | 5,952 |
| CITIGROUP INC | 1,013 | 1,172 |
| CITIZENS FINANCIAL GROUP, INC | 1,158 | 1,466 |
| CITRIX SYSTEMS INC | 841 | 781 |
| CLEARWAY ENERGY, INC. CLASS C | 351 | 415 |
| COGENT COMMUNICATIONS GROUP, I | 381 | 359 |
| COGNIZANT TECHNOLOGY SOLUTIONS | 914 | 1,229 |
| COLGATE-PALMOLIVE COMPANY | 872 | 1,112 |
| COLUMBIA SPORTSWEAR CO | 528 | 524 |
| COMCAST CORP | 966 | 1,258 |
| COMMSCOPE HOLDING COMPANY INC | 467 | 576 |
| COMPAGNIE FINANCIERE RICHEMONT | 1,092 | 1,074 |
| CRACKER BARREL OLD COUNTRY STO | 521 | 528 |
| CROWN CASTLE INTL | 2,915 | 2,865 |
| CSX CORP | 862 | 1,180 |
| CVS CAREMARK CORP | 538 | 546 |
| D R HORTON | 955 | 1,241 |
| DAIICHI SANKYO CO LTD SPONSORE | 1,040 | 1,212 |
| DAIKIN INDS LTD ADR | 801 | 1,206 |
| DAVITA HEALTHCARE PARTNERS INC | 648 | 1,174 |
| DBS GROUP HLDGS SPON ADR | 1,077 | 1,065 |
| DEUTSCHE BOERSE ADR | 563 | 794 |
| DIAGEO PLC ADS | 1,575 | 1,747 |
| DICK'S SPORTING GDS | 263 | 337 |
| DINEEQUITY INC | 307 | 348 |
| DNB NOR ASA SPONSOR ADR | 1,150 | 1,647 |
| DOLLAR TREE INC | 464 | 540 |
| DOMINION ENERGY INC | 2,914 | 3,158 |
| DRIL QUIP INC | 270 | 237 |
| DROPBOX INC | 1,032 | 1,154 |
| DSV UNSP ADR EACH REPR 0.5 ORD | 1,028 | 1,596 |
| DUKE ENERGY CO | 4,505 | 5,127 |
| EASTMAN CHEMICAL CO | 479 | 702 |
| EATON CORP PLC | 1,520 | 1,802 |
| EBAY INC | 892 | 1,256 |
| EDITAS MEDICINE INC | 896 | 1,122 |
| ELECTRONIC ARTS | 905 | 1,292 |
| ELEMENT SOLUTIONS INC | 480 | 762 |
| ELI LILLY & CO | 454 | 507 |
| ENBRIDGE INC | 4,196 | 3,935 |
| ENCORE CAPITAL GROUP INC | 322 | 273 |
| ENEL SOCIETA PER AZI | 2,590 | 3,827 |
| ENGIE | 615 | 734 |
| EQT CORPORATION | 240 | 191 |
| EQUINIX, INC | 686 | 714 |
| ESSILOR INTL ADR | 2,302 | 2,722 |
| EVERCORE PARTNERS INC | 696 | 1,096 |
| EVOLENT HEALTH INC | 417 | 625 |
| EXPEDITORS INTL WASH INC | 546 | 571 |
| EXXON MOBIL CORP | 8,098 | 4,864 |
| F5 NETWORKS, INC | 954 | 1,232 |
| FACEBOOK INC | 972 | 1,639 |
| FISERV INC | 968 | 1,139 |
| FIVE BELOW INC | 699 | 1,225 |
| FIVE9 INC | 724 | 872 |
| FLAGSTAR BANCORP INC. | 169 | 245 |
| FLOOR AND DECOR HOLDINGS | 724 | 1,207 |
| FLUTTER ENTMT PLC ADR | 524 | 730 |
| FORTINET INC | 1,161 | 1,782 |
| FORTUNE BRANDS HOME & SECURITY | 599 | 771 |
| FOX CORP CL A | 588 | 524 |
| GALAPAGOS NV | 2,447 | 1,287 |
| GENERAL MILLS INC | 3,949 | 4,057 |
| GENERAL MOTORS | 1,071 | 1,582 |
| GENMAB A/S SPON | 2,076 | 2,765 |
| GILEAD SCIENCES INC | 6,727 | 5,826 |
| GIVAUDAN SA UNSP/ADR | 2,107 | 2,461 |
| GLOBAL NET LEASE INC COM | 191 | 189 |
| GRIFOLS SA REP 1/2 CL B | 601 | 572 |
| HANNON ARMSTRONG SUST INFRAST | 207 | 317 |
| HARTFORD FINANCIALSERVICES GRO | 517 | 637 |
| HDFC BANK LTD ADR | 637 | 1,084 |
| HERMES INTL 10 ADR | 1,274 | 1,622 |
| HOME DEPOT INC | 816 | 797 |
| HONG KONG EX&CL UNSP/ADR | 1,093 | 1,642 |
| HOYA CORP SPONS ADR | 1,149 | 1,665 |
| HP INC | 899 | 1,352 |
| HUNTINGTON BANCSHARES INC | 3,793 | 3,751 |
| HUTCHINSON CHINA MEDITECH LTD | 623 | 865 |
| HYATT HOTELS CORP | 776 | 817 |
| IAA INC | 613 | 715 |
| IBERDROLA ADR | 2,134 | 2,818 |
| IGM BIOSCIENCES ORD SHS | 119 | 88 |
| INDEPENDENT BANK GROUP INC | 241 | 313 |
| INDUSTRIA DE DISENO | 1,517 | 1,508 |
| INNOVATIVE INDUSTRIAL PROPERTI | 508 | 733 |
| INPHI CORPORATION | 478 | 963 |
| INTEL CORP | 1,177 | 996 |
| INTERNATIONAL BUSINESS MACHINE | 2,853 | 2,895 |
| INTERNATIONAL PAPER CO | 958 | 1,193 |
| INTERPUBLIC GROUP OF COS | 1,048 | 1,294 |
| INTERSECT ENT INC | 303 | 275 |
| IRHYTHM TECHNOLOGIES INC | 582 | 1,186 |
| IROBOT CORPORATION | 845 | 803 |
| ISHARES 0 5 YEAR HIGH YIELD CO | 21,552 | 21,039 |
| ISHARES 20+ YR TREAS BD | 20,054 | 22,555 |
| ISHARES BARCLAYS 3-7 YEAR TREA | 33,700 | 34,708 |
| ISHARES BARCLAYS MBS BOND FUND | 86,196 | 88,765 |
| ISHARES IBOXX $ HIGH YIELD COR | 23,114 | 24,182 |
| ISHARES LEHMAN INTERMDTE CREDI | 86,892 | 92,191 |
| ISHARES SHORT TERM CORPORATE B | 19,266 | 19,916 |
| ISHARESLEHMAN 7-10YR | 37,339 | 38,504 |
| JARDINE MATHESON UNS/ADR | 661 | 843 |
| JAZZ PHARMACEUTICALS INC | 970 | 1,155 |
| JOHNSON & JOHNSON | 1,203 | 1,259 |
| JP MORGAN CHASE | 1,753 | 2,287 |
| JUNIPER NETWORKS | 798 | 720 |
| KELLOGG CO | 643 | 622 |
| KEMPER CORP | 520 | 538 |
| KERING UNSPON ADR EA REPR 0.1 | 2,498 | 3,405 |
| KEYCORP CAPITAL B 8.25% CORP B | 254 | 306 |
| KEYENCE CORPORATION,FIRST SECT | 4,160 | 5,700 |
| KIMBERLY CLARK CORP | 1,580 | 1,483 |
| KINDER MORGAN INC | 870 | 793 |
| KON KPN NV SPON ADR REP 1 ORD | 1,107 | 1,357 |
| KONINKLIJKE PHILIPS ELECTRONIC | 1,137 | 1,354 |
| KROGER CO | 990 | 1,207 |
| L'AIR LIQUIDE ADR OTC | 707 | 855 |
| L'OREAL ADR | 2,202 | 2,894 |
| LAMB WESTON HOLDINGS INC | 200 | 236 |
| LANDSTAR SYSTEM | 645 | 673 |
| LENNAR CORP | 865 | 1,296 |
| LIBERTY MEDIA CORPORATION - SE | 552 | 724 |
| LIVEPERSON, INC. | 228 | 373 |
| LOCKHEED MARTIN CORP | 731 | 710 |
| LONDON STK EXCHANGE GROUP | 2,893 | 4,376 |
| LOWES COMPANIES INC | 944 | 1,124 |
| LS OPPORTUNITY FUND | 52,990 | 56,982 |
| LVMH MOET HENN UNSP | 1,014 | 1,497 |
| M.D.C. HLDGS | 364 | 486 |
| M/I HOMES, INC | 243 | 266 |
| MCKESSON CORP | 805 | 1,044 |
| MERCADOLIBRE, INC | 849 | 1,675 |
| MERCK & CO INC | 5,982 | 6,135 |
| MERITAGE CORPORATION | 359 | 331 |
| METLIFE INC | 998 | 1,221 |
| MICROSOFT CORP | 762 | 1,557 |
| MONSTER BEVERAGE CORP | 589 | 832 |
| MORGAN STANLEY | 1,007 | 1,439 |
| MURATA MFG INC UNSP/ADR | 544 | 1,156 |
| NATIONAL GRID TRANSCO PLC | 5,653 | 4,545 |
| NEOGEN CORPORATION | 291 | 476 |
| NESTLE S.A | 3,043 | 3,298 |
| NETAPP, INC | 536 | 795 |
| NEVRO CORP | 250 | 346 |
| NEW YORK MORTGAGE TRUST INC | 298 | 295 |
| NEWMONT GOLDCORP CORPORATION | 694 | 1,138 |
| NIDEC CORPORATION ADR | 861 | 1,744 |
| NIPPON TELEGRAPH & TELEPHONE C | 1,120 | 1,259 |
| NORDSON CP | 495 | 603 |
| NORTHROP GRUMMAN CORP | 331 | 305 |
| NOTORI HOLDINGS | 984 | 1,038 |
| NOVO NORDISK A S | 3,792 | 4,051 |
| OLLIES BARGAIN OUTLET HOLDINGS | 386 | 899 |
| OMNICOM GROUP | 623 | 561 |
| ONEMAIN HOLDINGS INC | 400 | 482 |
| ORACLE CORP | 757 | 1,100 |
| OVINTIV INC | 255 | 373 |
| OXFORD INDUSTRIES | 265 | 262 |
| PACIRA PHARMACEUTICALS INC | 385 | 539 |
| PAR TECHNOLOGY CORP | 190 | 565 |
| PARKER HANNIFIN CP | 494 | 817 |
| PAYPAL HOLDINGS, INC | 397 | 2,108 |
| PDC ENERGY INC | 410 | 554 |
| PENN NATIONAL GAMING | 357 | 864 |
| PEPSICO INC | 3,823 | 4,597 |
| PERNOD-RECARD SA | 1,318 | 1,918 |
| PFIZER INC | 6,732 | 7,362 |
| PHILIP MORRIS INTL | 7,340 | 7,699 |
| PILGRIMS PRIDE CORP | 352 | 333 |
| PNC FINANCIAL GROUP INC | 2,754 | 3,576 |
| POTLATCH CORP | 14 | 22 |
| PPG INDUSTRIES INC | 437 | 577 |
| PPL CORPORATION | 3,468 | 3,440 |
| PROCTER GAMBLE CO | 548 | 557 |
| PROLOGIS | 777 | 897 |
| PROSUS NV ADR | 528 | 803 |
| PUBLIC SVC ENTERPRISE GROUP IN | 1,494 | 1,749 |
| QORVO INC | 1,100 | 1,496 |
| QTS REALTY TRUST | 390 | 495 |
| QUANTA SVCS INC | 1,085 | 1,152 |
| REALOGY HOLDINGS CORP | 218 | 354 |
| REALPAGE, INC | 500 | 698 |
| RECKITT BENCKISER GROUP | 2,130 | 2,356 |
| RECRUIT HOLDINGS CO | 762 | 917 |
| REDFIN CORP | 393 | 549 |
| REGIONS FINANCIAL CORP | 3,447 | 4,288 |
| RELIANCE STL & ALMN | 490 | 599 |
| RELX PLC | 2,332 | 2,417 |
| REXFORD INDUSTRIAL REALTY INC | 879 | 1,031 |
| REYNOLDS CONSUMER PRODUCTS INC | 283 | 240 |
| RIO TINTO PLC SPONSORED ADR | 551 | 677 |
| RITE AID CORP | 866 | 697 |
| SAFRAN SA - UNSPON ADR | 2,666 | 3,794 |
| SAGE THERAPEUTICS INC | 720 | 779 |
| SANGAMO BIOSCIENCES INC | 395 | 531 |
| SAP AKTIENGESELL ADS | 2,341 | 2,738 |
| SHIN-ETSU CHEMICAL C | 1,970 | 2,947 |
| SHIONOGI & CO LTD | 1,835 | 1,740 |
| SITEONE LANDSCAPE SUPPLY INC | 427 | 793 |
| SKYWORKS SOLUTIONS, INC | 937 | 1,070 |
| SMC CORP | 2,643 | 2,945 |
| SOFTBANK CP UNSP ADR | 1,248 | 2,049 |
| SOUTHERN CO | 5,136 | 5,774 |
| STAG INDUSTRIAL INC | 230 | 219 |
| STATE STREET CORPORATION | 1,050 | 1,237 |
| STEEL DYNAMICS INC | 832 | 811 |
| STMICROELECTRONICS | 935 | 1,076 |
| STRAUMANN HLDG | 1,326 | 1,939 |
| SUZUKI MOTOR CORP UNSP ADR | 707 | 934 |
| SYNOPSYS, INC | 666 | 1,296 |
| T. ROWE PRICE GROUP | 537 | 606 |
| TAIWAN SEMICONDUCTOR MFG CO LT | 3,041 | 6,324 |
| TAKE-TWO INTERACTIVE SOFTWARE | 898 | 1,455 |
| TARGET CORPORATION | 721 | 1,765 |
| TC ENERGY CORPORATION | 3,144 | 2,728 |
| TENCENT HOLDINGS LIMITED | 2,307 | 3,019 |
| TERADYNE INC | 725 | 959 |
| TEXTRON INC | 749 | 918 |
| TFI INTERNATIONAL | 1,035 | 1,186 |
| THE CHEFS' WAREHOUSE, INC | 319 | 437 |
| THE CHEMOURS CO | 549 | 694 |
| THE COCA-COLA CO | 1,459 | 1,810 |
| THE LOVESAC COMPANY | 270 | 345 |
| THE REALREAL ORD SHS | 587 | 782 |
| TIMKEN CO COM | 575 | 696 |
| TOKYO ELECTRON LTD | 794 | 842 |
| TOLL BROTHERS INC | 831 | 826 |
| TOTAL FINA ELF S.A | 1,127 | 1,134 |
| TRUMY | 1,429 | 1,523 |
| TRUPANION INC | 625 | 1,317 |
| U.S. PHYSICAL THERAPY INC | 192 | 361 |
| ULTRAGENYX PHARMACEUTICAL INC | 813 | 969 |
| UNICHARM CORP - SPN ADR | 1,922 | 2,417 |
| UNILEVER PLC AMER | 4,712 | 5,131 |
| UNITED NATURAL FOODS, INC | 620 | 495 |
| UNITEDHEALTH GROUP INC | 618 | 701 |
| US BANCORP | 1,068 | 1,165 |
| US FOODS HOLDING CORPORATION | 1,056 | 1,166 |
| USD TRONOX LTD | 206 | 380 |
| VANGUARD CORP BOND ETF LONG TE | 34,806 | 39,763 |
| VARONIS SYSTEMS INC | 583 | 1,472 |
| VERIZON COMMUNICATIONS | 6,756 | 7,696 |
| VIATRIS ORD SHS | 554 | 600 |
| VODAFONE GROUP PLC | 5,862 | 5,340 |
| VOYA FINANCIAL INC | 689 | 823 |
| WALKER & DUNLOP INC | 196 | 368 |
| WOODWARD INC | 601 | 729 |
| WORLD WRESTLING ENT | 707 | 961 |
| WYNDHAM HOTELS & RESORTS INC C | 593 | 713 |
| ZENDESK INC | 342 | 716 |
| ZENTALIS PHARMACEUTICALS INC. | 289 | 260 |
| ZILLOW GROUP, INC (CL C) | 512 | 1,558 |
| Description | Revenue and Expenses per Books | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| Administrative Fees | 9,216 | 9,216 | ||
| Bank Charges | 207 | 207 | ||
| State or Local Filing Fees | 25 | 25 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| Investment Management Services | 12,285 | 12,285 |
| Category | Amount | Net Investment Income | Adjusted Net Income | Disbursements for Charitable Purposes |
|---|---|---|---|---|
| 990-PF Estimated Tax for 2020 | 500 | |||
| 990-PF Excise Tax for 2019 | 465 | |||
| Foreign Tax Paid | 669 | 669 |