Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
bulletDo not enter social security numbers on this form as it may be made public.
bulletGo to www.irs.gov/Form990PF for instructions and the latest information.
OMB No. 1545-0052
2020
Open to Public Inspection
For calendar year 2020, or tax year beginning 01-01-2020 , and ending 12-31-2020
Name of foundation
LOOKOUT FOUNDATION INC
C/O GMA FOUNDATIONS
Number and street (or P.O. box number if mail is not delivered to street address)2 LIBERTY SQUARE SUITE 500
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
BOSTON, MA02109
A Employer identification number

27-2981081
B Telephone number (see instructions)

(617) 426-7080
C bullet
G Check all that apply:

D 1. Foreign organizations, check here............. bullet
2. Foreign organizations meeting the 85%
test, check here and attach computation ... bullet
E bullet
H Check type of organization:
F bullet
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)bullet$43,661,086J Accounting method:
modified cash
(Part I, column (d) must be on cash basis.)
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule)  
2 Check bullet.............
3 Interest on savings and temporary cash investments 7,645 7,645  
4 Dividends and interest from securities... 507,933 507,934  
5a Gross rents............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 2,029,532
b Gross sales price for all assets on line 6a 6,155,585
7 Capital gain net income (from Part IV, line 2)... 2,032,653
8 Net short-term capital gain.........  
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment -19,098 -1,333  
12 Total. Add lines 1 through 11........ 2,526,012 2,546,899  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 37,500 0   37,500
14 Other employee salaries and wages......        
15 Pension plans, employee benefits.......        
16a Legal fees (attach schedule).........        
b Accounting fees (attach schedule)....... Click to see attachment 12,481 0   12,481
c Other professional fees (attach schedule).... Click to see attachment 239,067 165,031   74,036
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment 20,257 20,257   0
19 Depreciation (attach schedule) and depletion...      
20 Occupancy..............        
21 Travel, conferences, and meetings....... 1,573 0   1,573
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment 317,646 311,280   3,893
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 628,524 496,568   129,483
25 Contributions, gifts, grants paid....... 1,991,003 1,991,003
26 Total expenses and disbursements. Add lines 24 and 25 2,619,527 496,568   2,120,486
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -93,515
b Net investment income (if negative, enter -0-) 2,050,331
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2020)
Form 990-PF (2020)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.) 		Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing.............      
2 Savings and temporary cash investments......... 1,977,143 1,695,381 1,695,381
3 Accounts receivable bullet  
Less: allowance for doubtful accounts bullet        
4 Pledges receivable bullet  
Less: allowance for doubtful accounts bullet        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) bullet  
Less: allowance for doubtful accounts bullet        
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule) 1,254,109 Click to see attachment1,240,341 1,240,341
b Investments—corporate stock (attach schedule)....... 8,232,727 Click to see attachment9,060,880 9,060,880
c Investments—corporate bonds (attach schedule)....... 847,340 Click to see attachment1,034,867 1,034,867
11 Investments—land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 26,209,898 Click to see attachment30,629,139 30,629,139
14 Land, buildings, and equipment: basis bullet  
Less: accumulated depreciation (attach schedule) bullet        
15 Other assets (describe bullet) Click to see attachment4,844 Click to see attachment478 Click to see attachment478
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 38,526,061 43,661,086 43,661,086
Liabilities 17 Accounts payable and accrued expenses..........    
18 Grants payable.................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe bullet)    
23 Total liabilities (add lines 17 through 22)......... 0 0
Net Assets or Fund Balances Foundations that follow FASB ASC 958, check here bullet
and complete lines 24, 25, 29 and 30.
24 Net assets without donor restrictions........... 38,526,061 43,661,086
25 Net assets with donor restrictions............    
Foundations that do not follow FASB ASC 958, check here bullet
and complete lines 26 through 30.
26 Capital stock, trust principal, or current funds........    
27 Paid-in or capital surplus, or land, bldg., and equipment fund    
28 Retained earnings, accumulated income, endowment, or other funds    
29 Total net assets or fund balances (see instructions)..... 38,526,061 43,661,086
30 Total liabilities and net assets/fund balances (see instructions). 38,526,061 43,661,086
Part III
Analysis of Changes in Net Assets or Fund Balances
1
Total net assets or fund balances at beginning of year—Part II, column (a), line 29 (must agree with end-of-year figure reported on prior year’s return) ...............
1
38,526,061
2
Enter amount from Part I, line 27a .....................
2
-93,515
3
Other increases not included in line 2 (itemize) bulletClick to see attachment
3
5,228,540
4
Add lines 1, 2, and 3 ..........................
4
43,661,086
5
Decreases not included in line 2 (itemize) bullet
5
0
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 29 .
6
43,661,086
Form 990-PF (2020)
Form 990-PF (2020)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.)		 (b)
How acquired
P—Purchase
D—Donation 		(c)
Date acquired
(mo., day, yr.) 		(d)
Date sold
(mo., day, yr.)
1 a SALE OF PUBLICLY TRADED SECURITIES P    
b BOSTON COMMON INTERNATIONAL SUSTAINABLE CLIMATE FUND LLC K-1 P    
c GENERATION IM GLOBAL EQUITY FUND, LLC K-1 P    
d LIBRA FOSSIL FUEL FREE FUND, LP K-1 P    
e THE LYME FOREST FUND IV TE, LP K-1 P    
GENERATION IM CLIMATE SOLUTIONS FUND II (CAYMAN), L.P. P    
REGIMENT CAPITAL LTD D    
SUMMIT PARTNERS SUSTAINABLE OPPORTUNITIES L/S FUND LIMITED D    
FARALLON CAPITAL F5 INVESTORS I, LP P    
JMF LIQUIDATING COMPANY LLC P    
CAPITAL GAINS DIVIDENDS P    
(e)
Gross sales price 		(f)
Depreciation allowed
(or allowable) 		(g)
Cost or other basis
plus expense of sale 		(h)
Gain or (loss)
(e) plus (f) minus (g)
a 5,153,365   4,989,195 164,170
b       10,139
c       550,520
d       358,871
e       20,185
      200,214
      1,982
1,000,000   278,578 721,422
      8,403
      -5,473
2,220     2,220
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l)
Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i)
F.M.V. as of 12/31/69 		(j)
Adjusted basis
as of 12/31/69 		(k)
Excess of col. (i)
over col. (j), if any
a       164,170
b       10,139
c       550,520
d       358,871
e       20,185
      200,214
      1,982
      721,422
      8,403
      -5,473
      2,220
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 2,032,653
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see instructions). If (loss), enter -0-
in Part I, line 8 ................... 		Bracket 3  
Part V
Qualification Under Section 4940(e) for Reduced Tax on Net Investment Income
SECTION 4940(e) REPEALED ON DECEMBER 20, 2019 - DO NOT COMPLETE
1 Reserved
(a)
Reserved 		(b)
Reserved 		(c)
Reserved 		(d)
Reserved
2
Reserved...........................
2
3
Reserved...........................
3
4
Reserved...........................
4
5
Reserved...........................
5
6
Reserved...........................
6
7
Reserved...........................
7
8
Reserved,..........................
8
Form 990-PF (2020)
Form 990-PF (2020)
Page 4
Part VI
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see instructions)
1a Exempt operating foundations described in section 4940(d)(2), check here Bullet and enter “N/A" on line 1. Bracket for line 1a
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions)
b Reserved................................ 1 28,500
c All other domestic foundations enter 1.39% of line 27b. Exempt foreign organizations enter 4% of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2 0
3 Add lines 1 and 2........................... 3 28,500
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 28,500
6 Credits/Payments:
a 2020 estimated tax payments and 2019 overpayment credited to 2020 6a 29,849
b Exempt foreign organizations—tax withheld at source...... 6b 0
c Tax paid with application for extension of time to file (Form 8868)... 6c 15,000
d Backup withholding erroneously withheld ........... 6d 0
7 Total credits and payments. Add lines 6a through 6d.............. 7 44,849
8 Enter any penalty for underpayment of estimated tax. Check here if Form 2220 is attached. Click to see attachment 8 0
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......Bullet 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...Bullet 10 16,349
11 Enter the amount of line 10 to be: Credited to 2021 estimated taxBullet16,349 RefundedBullet 11 0
Part VII-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes? See the instructions
for the definition.................................
1b
 
No
If the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. bullet$ 0(2) On foundation managers.bullet$ 0
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.bullet$ 0
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If "Yes," attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?........
4a
Yes
 
b
If "Yes," has it filed a tax return on Form 990-T for this year?...................
4b
Yes
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If "Yes," attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
  • By language in the governing instrument, or
  • By state legislation that effectively amends the governing instrument so that no mandatory directions
    • that conflict with the state law remain in the governing instrument?................
    6
    Yes
     
    7
    Did the foundation have at least $5,000 in assets at any time during the year? If "Yes," complete Part II, col. (c),
    and Part XV..................................
    7
    Yes
     
    8a
    Enter the states to which the foundation reports or with which it is registered (see instructions)
    bulletVT, MA
    b
    If the answer is "Yes" to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
    General (or designate) of each state as required by General Instruction G? If "No," attach explanation .
    8b
    Yes
     
    9
    Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
    or 4942(j)(5) for calendar year 2020 or the taxable year beginning in 2020? See the instructions for Part XIV.
    If "Yes," complete Part XIV .............................
    9
     
    No
    10
    Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
    and addresses. ...............................
    10
     
    No
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 5
    Part VII-A
    Statements Regarding Activities (continued)
    11
    At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
    meaning of section 512(b)(13)? If "Yes," attach schedule. See instructions .............
    11
     
    No
    12
    Did the foundation make a distribution to a donor advised fund over which the foundation or a disqualified person had
    advisory privileges? If "Yes," attach statement. See instructions.................
    12
     
    No
    13
    Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
    13
    Yes
     
    Website addressbulletN/A
    14
    The books are in care ofbulletGMA FOUNDATIONS Telephone no.bullet (617) 426-7080

    Located atbullet2 LIBERTY SQUARE SUITE 500BOSTONMA ZIP+4bullet02109
    15
    Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 —check here .........bullet
    and enter the amount of tax-exempt interest received or accrued during the year ........bullet
    15
     
    16 At any time during calendar year 2020, did the foundation have an interest in or a signature or other authority over YesNo
    a bank, securities, or other financial account in a foreign country? .................
    16   No
    See the instructions for exceptions and filing requirements for FinCEN Form 114. If "Yes", enter the name of the foreign
    country bullet
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required
    File Form 4720 if any item is checked in the "Yes" column, unless an exception applies.
    Yes
    No
    1a
    During the year did the foundation (either directly or indirectly):
    (1) Engage in the sale or exchange, or leasing of property with a disqualified person?
    (2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
    a disqualified person?......................
    (3) Furnish goods, services, or facilities to (or accept them from) a disqualified person?
    (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person?
    (5) Transfer any income or assets to a disqualified person (or make any of either available
    for the benefit or use of a disqualified person)?...............
    (6) Agree to pay money or property to a government official? (Exception. Check "No"
    if the foundation agreed to make a grant to or to employ the official for a period
    after termination of government service, if terminating within 90 days.).......
    b
    If any answer is "Yes" to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
    section 53.4941(d)-3 or in a current notice regarding disaster assistance? See instructions ........
    1b
     
    No
    ........bullet
    c
    Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
    that were not corrected before the first day of the tax year beginning in 2020?.............
    1c
     
    No
    2
    Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
    operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
    a
    At the end of tax year 2020, did the foundation have any undistributed income (lines 6d
    and 6e, Part XIII) for tax year(s) beginning before 2020?.............
    If "Yes," list the years bullet20, 20, 20, 20
    b
    Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
    (relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
    to all years listed, answer "No" and attach statement—see instructions.) ..............
    2b
     
     
    c
    If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
    bullet20, 20, 20, 20
    3a
    Did the foundation hold more than a 2% direct or indirect interest in any business enterprise at
    any time during the year?......................
    b
    If "Yes," did it have excess business holdings in 2020 as a result of (1) any purchase by the foundation
    or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
    by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
    the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
    if the foundation had excess business holdings in 2020.)..................
    3b
     
     
    4a
    Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
    4a
     
    No
    b
    Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
    charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2020?
    4b
     
    No
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 6
    Part VII-B
    Statements Regarding Activities for Which Form 4720 May Be Required (continued)
    5a
    During the year did the foundation pay or incur any amount to:
    Yes
    No
    (1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))?
    (2) Influence the outcome of any specific public election (see section 4955); or to carry
    on, directly or indirectly, any voter registration drive?.............
    (3) Provide a grant to an individual for travel, study, or other similar purposes?
    (4) Provide a grant to an organization other than a charitable, etc., organization described
    in section 4945(d)(4)(A)? See instructions................
    (5) Provide for any purpose other than religious, charitable, scientific, literary, or
    educational purposes, or for the prevention of cruelty to children or animals?.....
    b
    If any answer is "Yes" to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
    Regulations section 53.4945 or in a current notice regarding disaster assistance? See instructions ......
    5b
     
     
    .........bullet
    c
    If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the
    tax because it maintained expenditure responsibility for the grant?..........
    If "Yes," attach the statement required by Regulations section 53.4945–5(d).
    6a
    Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiums on
    a personal benefit contract?.....................
    b
    Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract? ....
    6b
     
    No
    If "Yes" to 6b, file Form 8870.
    7a
    At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
    b
    If "Yes", did the foundation receive any proceeds or have any net income attributable to the transaction? ....
    7b
     
     
    8
    Is the foundation subject to the section 4960 tax on payment(s) of more than $1,000,000 in remuneration or
    excess parachute payment during the year? .................
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors
    1 List all officers, directors, trustees, foundation managers and their compensation. See instructions
    (a) Name and address (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation
     (If not paid, enter
    -0-)     		(d) Contributions to employee benefit plans and deferred compensation (e) Expense account,
    other allowances
    DINAH L BUECHNER-VISCHER DIRECTOR AND PRESIDENT
    5.00     		12,500 0 0
    C/O GMA FOUNDATIONS 2 LIBERTY
    SQUARE SUITE 500
    BOSTON,MA02109
    ANNE STETSON DIRECTOR AND SECRETARY
    5.00     		12,500 0 0
    C/O GMA FOUNDATIONS 2 LIBERTY
    SQUARE SUITE 500
    BOSTON,MA02109
    ROBERTO RODRIGUEZ DIRECTOR AND TREASURER
    7.00     		12,500 0 0
    C/O GMA FOUNDATIONS 2 LIBERTY
    SQUARE SUITE 500
    BOSTON,MA02109
    2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
    (a) Name and address of each employee paid more than $50,000 (b) Title, and average
    hours per week
    devoted to position     		(c) Compensation (d) Contributions to
    employee benefit
    plans and deferred
    compensation     		(e) Expense account,
    other allowances
    NONE
    Total number of other employees paid over $50,000...................bullet 0
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 7
    Part VIII
    Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
    and Contractors (continued)
    3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE".
    (a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
    ROCKEFELLER & CO INC INVESTMENT ADVISORY 140,859
    10 ROCKEFELLER PLAZA
    NEW YORK,NY10020
    GMA FOUNDATIONS GRANT ADMIN AND BOOKKEEPING SERVICES 68,934
    2 LIBERTY SQUARE SUITE 500
    BOSTON,MA02109
    Total number of others receiving over $50,000 for professional services.............bullet0
    Part IX-A
    Summary of Direct Charitable Activities
    List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
    1  
    2  
    3  
    4  
    Part IX-B
    Summary of Program-Related Investments (see instructions)
    Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
    1  
    2  
    All other program-related investments. See instructions.
    3  
    Total. Add lines 1 through 3.........................bullet0
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 8
    Part X
    Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations, see instructions.)
    1
    Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
    purposes:
    a
    Average monthly fair market value of securities...................
    1a
    36,288,240
    b
    Average of monthly cash balances.......................
    1b
    1,611,068
    c
    Fair market value of all other assets (see instructions)................
    1c
    0
    d
    Total (add lines 1a, b, and c).........................
    1d
    37,899,308
    e
    Reduction claimed for blockage or other factors reported on lines 1a and
    1c (attach detailed explanation) .............
    1e
    0
    2
    Acquisition indebtedness applicable to line 1 assets..................
    2
    0
    3
    Subtract line 2 from line 1d.........................
    3
    37,899,308
    4
    Cash deemed held for charitable activities. Enter 1 1/2% of line 3 (for greater amount, see
    instructions) .............................
    4
    568,490
    5
    Net value of noncharitable-use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4
    5
    37,330,818
    6
    Minimum investment return. Enter 5% of line 5..................
    6
    1,866,541
    Part XI
    Distributable Amount (see instructions) (Section 4942(j)(3) and (j)(5) private operating foundations and certain foreign organizations check here right arrow and do not complete this part.)
    1
    Minimum investment return from Part X, line 6....................
    1
    1,866,541
    2a
    Tax on investment income for 2020 from Part VI, line 5......
    2a
    28,500
    b
    Income tax for 2020. (This does not include the tax from Part VI.)...
    2b
     
    c
    Add lines 2a and 2b............................
    2c
    28,500
    3
    Distributable amount before adjustments. Subtract line 2c from line 1............
    3
    1,838,041
    4
    Recoveries of amounts treated as qualifying distributions................
    4
    0
    5
    Add lines 3 and 4............................
    5
    1,838,041
    6
    Deduction from distributable amount (see instructions).................
    6
    0
    7
    Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XIII, line 1 ...
    7
    1,838,041
    Part XII
    Qualifying Distributions (see instructions)
    1
    Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
    a
    Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
    1a
    2,120,486
    b
    Program-related investments—total from Part IX-B..................
    1b
    0
    2
    Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
    purposes...............................
    2
     
    3
    Amounts set aside for specific charitable projects that satisfy the:
    a
    Suitability test (prior IRS approval required)....................
    3a
     
    b
    Cash distribution test (attach the required schedule) .................
    3b
     
    4
    Qualifying distributions. Add lines 1a through 3b. Enter here and on Part V, line 8, and Part XIII, line 4
    4
    2,120,486
    5
    Foundations that qualify under section 4940(e) for the reduced rate of tax on net investment
    income. Enter 1% of Part I, line 27b. See instructions.................
    5
    0
    6
    Adjusted qualifying distributions. Subtract line 5 from line 4..............
    6
    2,120,486
    Note: The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whether the foundation qualifies for
    the section 4940(e) reduction of tax in those years.
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 9
    Part XIII
    Undistributed Income (see instructions)
    (a)
    Corpus     		(b)
    Years prior to 2019     		(c)
    2019     		(d)
    2020
    1 Distributable amount for 2020 from Part XI, line 7 1,838,041
    2 Undistributed income, if any, as of the end of 2020:
    a Enter amount for 2019 only....... 1,532,267
    b Total for prior years:20, 20, 20 0
    3 Excess distributions carryover, if any, to 2020:
    a From 2015......  
    b From 2016......  
    c From 2017......  
    d From 2018......  
    e From 2019......  
    fTotal of lines 3a through e........ 0
    4Qualifying distributions for 2020 from Part
    XII, line 4: bullet$ 2,120,486
    a Applied to 2019, but not more than line 2a 1,532,267
    b Applied to undistributed income of prior years
    (Election required—see instructions).....     		0
    c Treated as distributions out of corpus (Election
    required—see instructions)........     		0
    d Applied to 2020 distributable amount..... 588,219
    e Remaining amount distributed out of corpus 0
    5 Excess distributions carryover applied to 2020. 0 0
    (If an amount appears in column (d), the
    same amount must be shown in column (a).)
    6Enter the net total of each column as
    indicated below:
    a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 0
    b Prior years’ undistributed income. Subtract
    line 4b from line 2b ..........     		0
    c Enter the amount of prior years’ undistributed
    income for which a notice of deficiency has
    been issued, or on which the section 4942(a)
    tax has been previously assessed......     		0
    d Subtract line 6c from line 6b. Taxable amount
    —see instructions ...........     		0
    e Undistributed income for 2019. Subtract line
    4a from line 2a. Taxable amount—see
    instructions .............     		0
    f Undistributed income for 2020. Subtract
    lines 4d and 5 from line 1. This amount must
    be distributed in 2021 ..........     		1,249,822
    7 Amounts treated as distributions out of
    corpus to satisfy requirements imposed by
    section 170(b)(1)(F) or 4942(g)(3) (Election may
    be required - see instructions) .......     		0
    8 Excess distributions carryover from 2015 not
    applied on line 5 or line 7 (see instructions) ...     		0
    9Excess distributions carryover to 2021.
    Subtract lines 7 and 8 from line 6a ......     		0
    10 Analysis of line 9:
    a Excess from 2016....  
    b Excess from 2017....  
    c Excess from 2018....  
    d Excess from 2019....  
    e Excess from 2020....  
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 10
    Part XIV
    Private Operating Foundations (see instructions and Part VII-A, question 9)
    1a If the foundation has received a ruling or determination letter that it is a private operating
    foundation, and the ruling is effective for 2020, enter the date of the ruling....... bullet
     
    b Check box to indicate whether the organization is a private operating foundation described in section or
    2a Enter the lesser of the adjusted net
    income from Part I or the minimum
    investment return from Part X for each
    year listed ..........     		Tax year Prior 3 years (e) Total
    (a) 2020 (b) 2019 (c) 2018 (d) 2017
             
    b 85% of line 2a .........          
    c Qualifying distributions from Part XII,
    line 4 for each year listed .....     		         
    d Amounts included in line 2c not used directly
    for active conduct of exempt activities ..........     		         
    e Qualifying distributions made directly
    for active conduct of exempt activities.
    Subtract line 2d from line 2c ....     		         
    3 Complete 3a, b, or c for the
    alternative test relied upon:
    a “Assets" alternative test—enter:
    (1) Value of all assets ......          
    (2) Value of assets qualifying
    under section 4942(j)(3)(B)(i)    		          
    b “Endowment" alternative test— enter 2/3
    of minimum investment return shown in
    Part X, line 6 for each year listed...     		         
    c “Support" alternative test—enter:
    (1) Total support other than gross
    investment income (interest,
    dividends, rents, payments
    on securities loans (section
    512(a)(5)), or royalties) ....     		         
    (2) Support from general public
    and 5 or more exempt
    organizations as provided in
    section 4942(j)(3)(B)(iii)....     		         
    (3) Largest amount of support
    from an exempt organization    		          
    (4) Gross investment income          
    Part XV
    Supplementary Information (Complete this part only if the foundation had $5,000 or more in
    assets at any time during the year—see instructions.)
    1Information Regarding Foundation Managers:
    aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
    before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
    bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
    ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
    2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
    Check here bullet
    aThe name, address, and telephone number or email address of the person to whom applications should be addressed:
    bThe form in which applications should be submitted and information and materials they should include:
    cAny submission deadlines:
    dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
    factors:
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 11
    Part XV
    Supplementary Information (continued)
    3 Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    APPALACHIAN MOUNTAIN CLUB
    10 CITY SQUARE SUITE 2
    BOSTON,MA02129     		N/A PC TO SUPPORT THE WALTER GRAFF LEGACY FUND 100,000
    BOSTON MEDICAL CENTER
    801 MASSACHUSETTS AVE 1ST FLOOR
    BOSTON,MA02118     		N/A PC COVID-19 GRANT 31,000
    CENTER FOR AN AGRICULTURAL ECONOMY
    140 JUNCTION ROAD
    HARDWICK,VT05843     		N/A PC COVID-19 GRANT 40,000
    COMMUNITY INVOLVED IN SUSTAINING AGRICULTURE INC
    1 SUGARLOAF STREET
    SOUTH DEERFIELD,MA01373     		N/A PC COVID-19 GRANT 25,000
    DEPARTMENT OF YOUTH SERVICES
    600 WASHINGTON STREET 4TH FLOOR
    BOSTON,MA02111     		N/A GOV COVID-19 GRANT 50,000
    DUKE UNIVERSITY NCTSN
    1121 WEST CHAPEL HILL STREET SUITE
    201
    DURHAM,NC27701     		N/A PC COVID-19 GRANT 50,000
    JUSTICE RESOURCE INSTITUTE INC
    1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE ARC STUDY 18,073
    JUSTICE RESOURCE INSTITUTE INC
    1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE TRAUMA INFORMED WEIGHT LIFTING START-UP 25,000
    JUSTICE RESOURCE INSTITUTE INC
    1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE ARC RANDOMIZED CONTROL TRIAL, PYMT 3 OF 3 416,003
    JUSTICE RESOURCE INSTITUTE INC
    1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE TRAUMA CENTER YOGA 12,500
    MAINE FARMLAND TRUST INC
    97 MAIN STREET
    BELFAST,ME04915     		N/A PC COMMON LANDS FEASIBILITY STUDY 15,000
    MASSACHUSETTS ADVOCATES FOR CHILDREN INC
    25 KINGSTON STREET 2ND FLOOR
    BOSTON,MA02111     		N/A PC COVID-19 GRANT 30,000
    MASSACHUSETTS AUDUBON SOCIETY INC
    208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC COVID-19 GRANT 50,000
    NEW ENGLAND FORESTRY FOUNDATION INC
    32 FOSTER STREET
    LITTLETON,MA01460     		N/A PC COVID-19 GRANT 50,000
    SHELBURNE FARMS
    1611 HARBOR ROAD
    SHELBURNE,VT05482     		N/A PC FARM-BASED EDUCATION NETWORK 25,000
    SHELBURNE FARMS
    1611 HARBOR ROAD
    SHELBURNE,VT05482     		N/A PC COVID-19 GRANT 25,000
    SKY'S THE LIMIT FUND
    510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT STLF AND TRUE NORTH 50,000
    SKY'S THE LIMIT FUND
    510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT TRUE NORTH, PMT 2 OF 3 50,000
    SMOKEY HOUSE CENTER
    426 DANBY MOUNTAIN ROAD
    DANBY,VT05739     		N/A PC GENERAL OPERATING, PMT 3 OF 3 50,000
    SMOKEY HOUSE CENTER
    426 DANBY MOUNTAIN ROAD
    DANBY,VT05739     		N/A PC COVID-19 GRANT 50,000
    TRUSTEES OF BOSTON COLLEGE
    140 COMMONWEALTH AVE
    BOSTON,MA02467     		N/A PC COVID-19 GRANT 25,000
    TRUSTEES OF RESERVATIONS
    572 ESSEX STREET
    BEVERLY,MA01915     		N/A PC COVID-19 GRANT 50,000
    UMASS MEDICAL SCHOOL
    55 LAKE AVENUE NORTH
    WORCESTER,MA01655     		N/A PC COVID-19 GRANT 50,000
    UNITED TEEN EQUALITY CENTER
    15 WARREN STREET - NO 3
    LOWELL,MA01852     		N/A PC COVID-19 GRANT 50,000
    UNITED TEEN EQUALITY CENTER
    15 WARREN STREET - NO 3
    LOWELL,MA01852     		N/A PC ADDRESSING COMPLEX TRAUMA FOR JUSTICE-INVOLVED YOUNG ADULTS, PMT 3 OF 3 200,000
    URBAN FARMING INSTITUTE
    487R NORFOLK STREET
    MATTAPAN,MA02126     		N/A PC GROWING FOOD AND GROWING YOUGH PROGRAM 25,000
    VERMONT COMMUNITY FOUNDATION
    3 COURT STREET
    MIDDLEBURY,VT05753     		N/A PC COVID-19 GRANT 15,000
    VERMONT FARMERS MARKET EDUCATION CENTER INC
    PO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 1 OF 3 50,000
    VERMONT FARMERS MARKET EDUCATION CENTER INC
    PO BOX 1008
    RUTLAND,VT05701     		N/A PC COVID-19 GRANT 26,857
    VERMONT LAND TRUST INC
    8 BAILEY AVENUE
    MONTPELIER,VT05602     		N/A PC COVID-19 GRANT 286,570
    VERMONT YOUTH CONSERVATION CORPS INC
    1949 EAST MAIN STREET
    RICHMOND,VT05477     		N/A PC COVID-19 GRANT 50,000
    Total .................................bullet 3a 1,991,003
    bApproved for future payment
    BOSTON MEDICAL CENTER
    801 MASSACHUSETTS AVE 1ST FLOOR
    BOSTON,MA02118     		N/A PC TO SUPPORT THE VIOLENCEE INTERVENTION ADVOCACY PROGRAM 100,000
    JUSTICE RESOURCE INSTITUTE INC
    1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE RESCRIPTED STARTUP PROJECT 25,000
    MASSACHUSETTS AUDUBON SOCIETY INC
    208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 2ND OF THREE-YEAR $450,000 GRANT 150,000
    MASSACHUSETTS AUDUBON SOCIETY INC
    208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 1ST OF THREE-YEAR $450,000 GRANT 150,000
    MASSACHUSETTS AUDUBON SOCIETY INC
    208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 3RD OF THREE-YEAR $450,000 GRANT 150,000
    SKY'S THE LIMIT FUND
    510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT TRUE NORTH, PMT 3 OF 3 50,000
    THE CENTER FOR CHILD TRAUMA ASSESSMENT SERVICES AND INTERVENTIONS
    710 N LAKE SHORE DRIVE ABBOTT HALL
    12TH FLOOR
    CHICAGO,IL60611     		N/A PC TO SUPPORT THE CENTER FOR CHILD TRAUMA ASSESSMENT 150,811
    THE NATURE CONSERVANCY
    575 STONE CUTTERS WAY SUITE 2
    MONTPELIER,VT05602     		N/A PC TO SUPPORT THE "TACKLE CLIMATE CHANGE" INITIATIVE 200,000
    VERMONT FARMERS MARKET EDUCATION CENTER INC
    PO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 2 OF 3 50,000
    VERMONT FARMERS MARKET EDUCATION CENTER INC
    PO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 3 OF 3 50,000
    Total .................................bullet 3b 1,075,811
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 12
    Part XVI-A
    Analysis of Income-Producing Activities
    Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
    Related or exempt
    function income
    (See instructions.)
    1Program service revenue: (a)
    Business code     		(b)
    Amount     		(c)
    Exclusion code     		(d)
    Amount
    a
    b
    c
    d
    e
    f
    gFees and contracts from government agencies          
    2 Membership dues and assessments....          
    3 Interest on savings and temporary cash
    investments ...........     		    14 7,645  
    4 Dividends and interest from securities....     14 507,933  
    5 Net rental income or (loss) from real estate:
    aDebt-financed property......          
    bNot debt-financed property.....          
    6 Net rental income or (loss) from personal property          
    7 Other investment income.....     14    
    8 Gain or (loss) from sales of assets other than
    inventory ............     		    18 2,029,532  
    9 Net income or (loss) from special events:          
    10 Gross profit or (loss) from sales of inventory          
    11 Other revenue:
    aSECURITIES LITIGATION PROCEEDS     		    01 691  
    bOTHER INCOME (LOSS)     14 -14,935  
    cOTHER PARTNERSHIP INCOME(LOSS) UBI THROUGH K-1S 525990 -17,773 14 17,773  
    dOTHER PARTNERSHIP INCOME(LOSS) THROUGH K-1S     14 -4,854  
    e
    12 Subtotal. Add columns (b), (d), and (e).. -17,773 2,543,785 0
    13Total. Add line 12, columns (b), (d), and (e)..................
    13
    2,526,012
    (See worksheet in line 13 instructions to verify calculations.)
    Part XVI-B
    Relationship of Activities to the Accomplishment of Exempt Purposes
    Line No.
    DownArrow     		Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly to
    the accomplishment of the foundation’s exempt purposes (other than by providing funds for such purposes). (See
    instructions.)
    Form 990-PF (2020)
    Form 990-PF (2020)
    Page 13
    Part XVII
    Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
    1
    Did the organization directly or indirectly engage in any of the following with any other organization described in section 501(c) (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
    Yes
    No
    a
    Transfers from the reporting foundation to a noncharitable exempt organization of:
    (1) Cash...................................
    1a(1)
     
    No
    (2) Other assets.................................
    1a(2)
     
    No
    b
    Other transactions:
    (1) Sales of assets to a noncharitable exempt organization....................
    1b(1)
     
    No
    (2) Purchases of assets from a noncharitable exempt organization..................
    1b(2)
     
    No
    (3) Rental of facilities, equipment, or other assets.......................
    1b(3)
     
    No
    (4) Reimbursement arrangements...........................
    1b(4)
     
    No
    (5) Loans or loan guarantees.............................
    1b(5)
     
    No
    (6) Performance of services or membership or fundraising solicitations................
    1b(6)
     
    No
    c
    Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
    1c
     
    No
    d
    If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market value
    of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
    in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
    (a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
    2a
    Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
    described in section 501(c) (other than section 501(c)(3)) or in section 527? ...........
    b
    If "Yes," complete the following schedule.

    (a) Name of organization (b) Type of organization (c) Description of relationship
    Sign Here
    Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer) is based on all information of which preparer has any knowledge.
    Bullet Bullet
    May the IRS discuss this return
    with the preparer shown below?
    See instructions.
    Signature of officer or trustee Date Title
    Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date PTIN
    Firm's name SmallBullet
    		 Firm's EIN SmallBullet
    Firm's address SmallBullet


    		 Phone no.
    Form 990-PF (2020)
    Additional Data


    Software ID:  
    Software Version:  


    Form 990PF - Special Condition Description:
    Special Condition Description

    Form 990PF Part XV Line 3 - Grants and Contributions Paid During the Year or Approved for Future Payment
    Recipient If recipient is an individual,
    show any relationship to
    any foundation manager
    or substantial contributor
    		 Foundation
    status of
    recipient     		Purpose of grant or
    contribution     		Amount
    Name and address (home or business)
    aPaid during the year
    APPALACHIAN MOUNTAIN CLUB10 CITY SQUARE SUITE 2
    BOSTON,MA02129     		N/A PC TO SUPPORT THE WALTER GRAFF LEGACY FUND 100,000
    BOSTON MEDICAL CENTER801 MASSACHUSETTS AVE 1ST FLOOR
    BOSTON,MA02118     		N/A PC COVID-19 GRANT 31,000
    CENTER FOR AN AGRICULTURAL ECONOMY140 JUNCTION ROAD
    HARDWICK,VT05843     		N/A PC COVID-19 GRANT 40,000
    COMMUNITY INVOLVED IN SUSTAINING AGRICULTURE INC1 SUGARLOAF STREET
    SOUTH DEERFIELD,MA01373     		N/A PC COVID-19 GRANT 25,000
    DEPARTMENT OF YOUTH SERVICES600 WASHINGTON STREET 4TH FLOOR
    BOSTON,MA02111     		N/A GOV COVID-19 GRANT 50,000
    DUKE UNIVERSITY NCTSN1121 WEST CHAPEL HILL STREET SUITE
    201
    DURHAM,NC27701     		N/A PC COVID-19 GRANT 50,000
    JUSTICE RESOURCE INSTITUTE INC1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE ARC STUDY 18,073
    JUSTICE RESOURCE INSTITUTE INC1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE TRAUMA INFORMED WEIGHT LIFTING START-UP 25,000
    JUSTICE RESOURCE INSTITUTE INC1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE ARC RANDOMIZED CONTROL TRIAL, PYMT 3 OF 3 416,003
    JUSTICE RESOURCE INSTITUTE INC1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE TRAUMA CENTER YOGA 12,500
    MAINE FARMLAND TRUST INC97 MAIN STREET
    BELFAST,ME04915     		N/A PC COMMON LANDS FEASIBILITY STUDY 15,000
    MASSACHUSETTS ADVOCATES FOR CHILDREN INC25 KINGSTON STREET 2ND FLOOR
    BOSTON,MA02111     		N/A PC COVID-19 GRANT 30,000
    MASSACHUSETTS AUDUBON SOCIETY INC208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC COVID-19 GRANT 50,000
    NEW ENGLAND FORESTRY FOUNDATION INC32 FOSTER STREET
    LITTLETON,MA01460     		N/A PC COVID-19 GRANT 50,000
    SHELBURNE FARMS1611 HARBOR ROAD
    SHELBURNE,VT05482     		N/A PC FARM-BASED EDUCATION NETWORK 25,000
    SHELBURNE FARMS1611 HARBOR ROAD
    SHELBURNE,VT05482     		N/A PC COVID-19 GRANT 25,000
    SKY'S THE LIMIT FUND510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT STLF AND TRUE NORTH 50,000
    SKY'S THE LIMIT FUND510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT TRUE NORTH, PMT 2 OF 3 50,000
    SMOKEY HOUSE CENTER426 DANBY MOUNTAIN ROAD
    DANBY,VT05739     		N/A PC GENERAL OPERATING, PMT 3 OF 3 50,000
    SMOKEY HOUSE CENTER426 DANBY MOUNTAIN ROAD
    DANBY,VT05739     		N/A PC COVID-19 GRANT 50,000
    TRUSTEES OF BOSTON COLLEGE140 COMMONWEALTH AVE
    BOSTON,MA02467     		N/A PC COVID-19 GRANT 25,000
    TRUSTEES OF RESERVATIONS572 ESSEX STREET
    BEVERLY,MA01915     		N/A PC COVID-19 GRANT 50,000
    UMASS MEDICAL SCHOOL55 LAKE AVENUE NORTH
    WORCESTER,MA01655     		N/A PC COVID-19 GRANT 50,000
    UNITED TEEN EQUALITY CENTER15 WARREN STREET - NO 3
    LOWELL,MA01852     		N/A PC COVID-19 GRANT 50,000
    UNITED TEEN EQUALITY CENTER15 WARREN STREET - NO 3
    LOWELL,MA01852     		N/A PC ADDRESSING COMPLEX TRAUMA FOR JUSTICE-INVOLVED YOUNG ADULTS, PMT 3 OF 3 200,000
    URBAN FARMING INSTITUTE487R NORFOLK STREET
    MATTAPAN,MA02126     		N/A PC GROWING FOOD AND GROWING YOUGH PROGRAM 25,000
    VERMONT COMMUNITY FOUNDATION3 COURT STREET
    MIDDLEBURY,VT05753     		N/A PC COVID-19 GRANT 15,000
    VERMONT FARMERS MARKET EDUCATION CENTER INCPO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 1 OF 3 50,000
    VERMONT FARMERS MARKET EDUCATION CENTER INCPO BOX 1008
    RUTLAND,VT05701     		N/A PC COVID-19 GRANT 26,857
    VERMONT LAND TRUST INC8 BAILEY AVENUE
    MONTPELIER,VT05602     		N/A PC COVID-19 GRANT 286,570
    VERMONT YOUTH CONSERVATION CORPS INC1949 EAST MAIN STREET
    RICHMOND,VT05477     		N/A PC COVID-19 GRANT 50,000
    Total ...............................bullet 3a 1,991,003
    bApproved for future payment
    BOSTON MEDICAL CENTER801 MASSACHUSETTS AVE 1ST FLOOR
    BOSTON,MA02118     		N/A PC TO SUPPORT THE VIOLENCEE INTERVENTION ADVOCACY PROGRAM 100,000
    JUSTICE RESOURCE INSTITUTE INC1269 BEACON STREET
    BROOKLINE,MA02446     		N/A PC TO SUPPORT THE RESCRIPTED STARTUP PROJECT 25,000
    MASSACHUSETTS AUDUBON SOCIETY INC208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 2ND OF THREE-YEAR $450,000 GRANT 150,000
    MASSACHUSETTS AUDUBON SOCIETY INC208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 1ST OF THREE-YEAR $450,000 GRANT 150,000
    MASSACHUSETTS AUDUBON SOCIETY INC208 SOUTH GREAT ROAD
    LINCOLN,MA01773     		N/A PC TO SUPPORT MASSACHUSETTS AUDUBON SOCIETY, 3RD OF THREE-YEAR $450,000 GRANT 150,000
    SKY'S THE LIMIT FUND510A VALLEY WAY
    MILPITAS,CA95035     		N/A PC TO SUPPORT TRUE NORTH, PMT 3 OF 3 50,000
    THE CENTER FOR CHILD TRAUMA ASSESSMENT SERVICES AND INTERVENTIONS710 N LAKE SHORE DRIVE ABBOTT HALL
    12TH FLOOR
    CHICAGO,IL60611     		N/A PC TO SUPPORT THE CENTER FOR CHILD TRAUMA ASSESSMENT 150,811
    THE NATURE CONSERVANCY575 STONE CUTTERS WAY SUITE 2
    MONTPELIER,VT05602     		N/A PC TO SUPPORT THE "TACKLE CLIMATE CHANGE" INITIATIVE 200,000
    VERMONT FARMERS MARKET EDUCATION CENTER INCPO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 2 OF 3 50,000
    VERMONT FARMERS MARKET EDUCATION CENTER INCPO BOX 1008
    RUTLAND,VT05701     		N/A PC TO SUPPORT VFFC'S STRATEGIC OPERATION PLAN, PMT 3 OF 3 50,000
    Total ................................bullet 3b 1,075,811

    TY 2020 AccountingFeesSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    GMA FOUNDATIONS INC. - BOOKKEEPING SERVICES 11,398 0   11,398
    OTHER ACCOUNTING FEES 1,083 0   1,083

    TY 2020 InvestmentsCorpBondsSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Name of Bond End of Year Book Value End of Year Fair Market Value
    SHELL INTL FIN 3.25% 5/11/25 (35,000.000 SHS) 38,795 38,795
    SIMON PPTY GROUP LP 3.375% 10/01/24 (15,000.000 SHS) 16,311 16,311
    TARGET CORP 2.25% 4/15/25 (20,000.000 SHS) 21,409 21,409
    THERMO FISHER 4.497% 3/25/30 (15,000.000 SHS) 18,747 18,747
    TOTAL CAP INTL SA 3.455% 2/19/29 (15,000.000 SHS) 17,367 17,367
    UNITEDHEALTH GROUP IN 3.75% 7/15/25 (25,000.000 SHS) 28,484 28,484
    UNITED PARCEL SVC 3.4% 3/15/29 (15,000.000 SHS) 17,476 17,476
    VERIZON COMMUNICATIONS 1.5% 9/18/30 (20,000.000 SHS) 19,702 19,702
    WESTPAC BKG CORP 2.8% 1/11/22 (20,000.000 SHS) 20,521 20,521
    SCHLUMBERGER INVT 3.65% 12/01/23 (35,000.000 SHS) 37,997 37,997
    UN PAC CORP 2.75% 4/15/23 (30,000.000 SHS) 31,406 31,406
    PNC FINL SVCS 3.5% 1/23/24 (20,000.000 SHS) 21,797 21,797
    PEPSICO INC 2.75% 3/19/30 (30,000.000 SHS) 33,591 33,591
    ABBVIE INC 3.6% 5/14/25 (20,000.000 SHS) 22,282 22,282
    ALEXANDRIA REAL ESTATE 4.9% 12/15/30 (10,000.000 SHS) 12,726 12,726
    AMGEN INC 2.2% 2/21/27 (15,000.000 SHS) 16,080 16,080
    AMHERST COLLEGE 2.316% 11/01/21 (55,000.000 SHS) 55,454 55,454
    ANTHEM INC 3.65% 12/01/27 (20,000.000 SHS) 23,063 23,063
    PUB SVC ENTERPRIS 2.875% 6/15/24 (30,000.000 SHS) 32,296 32,296
    AON CORP 2.8% 5/15/30 (20,000.000 SHS) 21,819 21,819
    APPLE INC 2.85% 2/23/23 (25,000.000 SHS) 26,253 26,253
    BK OF AMER CORP 3.5% 4/19/26 (30,000.000 SHS) 34,000 34,000
    BOSTON PPTYS LP 2.75% 10/01/26 (5,000.000 SHS) 5,451 5,451
    CITIGROUP INC 3.668% 7/24/28 (30,000.000 SHS) 34,011 34,011
    COMCAST CORP 3.6% 3/01/24 (35,000.000 SHS) 38,507 38,507
    AT&T INC 4.125% 2/17/26 (25,000.000 SHS) 28,932 28,932
    DTE ELEC CO 3.375% 3/01/25 (6,000.000 SHS) 6,627 6,627
    DISNEY WALT CO/THE 2% 9/01/29 (25,000.000 SHS) 26,129 26,129
    MERCK & CO INC 3.4% 3/07/29 (30,000.000 SHS) 34,901 34,901
    MASTERCARD INC 3.5% 3/26/30 (30,000.000 SHS) 34,882 34,882
    LOWE'S COS INC 3.1% 5/03/27 (35,000.000 SHS) 39,267 39,267
    NEXTERA ENERGY CAP 2.9% 4/01/22 (20,000.000 SHS) 20,638 20,638
    MORGAN STANLEY 2.75% 5/19/22 (20,000.000 SHS) 20,654 20,654
    LINCOLN NATL CORP 3.05% 1/15/30 (10,000.000 SHS) 11,154 11,154
    JPMORGAN CHASE & CO 3.9% 7/15/25 (45,000.000 SHS) 51,122 51,122
    HOME DEPOT INC 3.35% 9/15/25 (35,000.000 SHS) 39,414 39,414
    GOLDMAN SACHS GROUP 3.814% 4/23/29 (20,000.000 SHS) 23,148 23,148
    ENBRIDGE INC 4% 10/01/23 (10,000.000 SHS) 10,877 10,877
    ORACLE CORP 2.5% 10/15/22 (40,000.000 SHS) 41,577 41,577

    TY 2020 InvestmentsCorpStockSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Name of Stock End of Year Book Value End of Year Fair Market Value
    AFLAC INC (149.000 SHS) 6,626 6,626
    AKAMAI TECHNOLOGIES INC (42.000 SHS) 4,410 4,410
    ALBEMARLE CORP (28.000 SHS) 4,131 4,131
    ALEXION PHARMACEUTICALS INC (54.000 SHS) 8,437 8,437
    AIR PRODUCTS & CHEMICALS INC (43.000 SHS) 11,748 11,748
    AGILENT TECHNOLOGIES INC (65.000 SHS) 7,702 7,702
    AES CORP (241.000 SHS) 5,664 5,664
    8X8 INC (132.000 SHS) 4,550 4,550
    ADVANCED AUTO PARTS INC (17.000 SHS) 2,678 2,678
    ADOBE INC (108.000 SHS) 54,013 54,013
    ACTIVISION BLIZZARD INC (142.000 SHS) 13,185 13,185
    ALIGN TECHNOLOGY INC (14.000 SHS) 7,481 7,481
    ACCENTURE PLC IRELAND (139.000 SHS) 36,308 36,308
    ABIOMED INC (8.000 SHS) 2,594 2,594
    ABBVIE INC (350.000 SHS) 37,503 37,503
    ADVANCED MICRO DEVICES INC (235.000 SHS) 21,552 21,552
    ALLSTATE CORP (75.000 SHS) 8,245 8,245
    AMEREN CORPORATION (41.000 SHS) 3,200 3,200
    ALPHABET INC-CL C (62.000 SHS) 108,617 108,617
    ANSYS INC (16.000 SHS) 5,821 5,821
    ANALOG DEVICES INC (88.000 SHS) 13,000 13,000
    AMPHENOL CORP-A (50.000 SHS) 6,539 6,539
    AMGEN INC (111.000 SHS) 25,521 25,521
    AMETEK INC (43.000 SHS) 5,200 5,200
    AMERIPRISE FINANCIAL INC (24.000 SHS) 4,664 4,664
    ALPHABET INC/CA-CL A (63.000 SHS) 110,416 110,416
    AMERICAN WATER WORKS (51.000 SHS) 7,827 7,827
    AMERICAN INTL GROUP (266.000 SHS) 10,071 10,071
    AMERICAN EXPRESS CO (183.000 SHS) 22,127 22,127
    AMERICAN AIRLINES GROUP INC (74.000 SHS) 1,167 1,167
    ABBOTT LABORATORIES (383.000 SHS) 41,935 41,935
    AMAZON.COM INC (87.000 SHS) 283,353 283,353
    ALTRIA GROUP INC (278.000 SHS) 11,398 11,398
    AMERICAN TOWER CORP (109.000 SHS) 24,466 24,466
    3M CO (136.000 SHS) 23,771 23,771
    YEXT INC (153.000 SHS) 2,405 2,405
    ZOGENIX INC (80.000 SHS) 1,599 1,599
    WESCO INTL INC SER A FLTG PFD (19.000 SHS) 594 594
    WESCO INTERNATIONAL INC (7.000 SHS) 550 550
    WERNER ENTERPRISES INC (65.000 SHS) 2,549 2,549
    WELBILT INC (228.000 SHS) 3,010 3,010
    WEIS MARKETS INC (57.000 SHS) 2,725 2,725
    WD 40 CO (13.000 SHS) 3,454 3,454
    WHITESTONE REIT B (187.000 SHS) 1,490 1,490
    WATFORD HOLDINGS LTD (43.000 SHS) 1,488 1,488
    WADDELL & REED FINANCIAL INC-A (62.000 SHS) 1,579 1,579
    VOYAGER THERAPEUTICS INC (191.000 SHS) 1,366 1,366
    VONAGE HOLDINGS CORP (257.000 SHS) 3,309 3,309
    VOCERA COMMUNICATIONS INC (64.000 SHS) 2,658 2,658
    VISTEON CORP-W/I (22.000 SHS) 2,761 2,761
    VISTA OUTDOOR INC (72.000 SHS) 1,711 1,711
    WALKER & DUNLOP INC (21.000 SHS) 1,932 1,932
    WILLSCOT MOBILE MINI HOLDING (183.000 SHS) 4,240 4,240
    WINGSTOP INC (29.000 SHS) 3,844 3,844
    WINMARK CORP (6.000 SHS) 1,115 1,115
    ZILLOW GROUP INC - C (40.000 SHS) 5,192 5,192
    YORK WATER CO (45.000 SHS) 2,097 2,097
    Y-MABS THERAPEUTICS INC (37.000 SHS) 1,832 1,832
    ANTHEM INC (47.000 SHS) 15,091 15,091
    YETI HOLDINGS INC (71.000 SHS) 4,861 4,861
    YELP INC (65.000 SHS) 2,124 2,124
    XPERI HOLDING CORP (127.000 SHS) 2,654 2,654
    XENIA HOTELS & RESORTS INC (224.000 SHS) 3,405 3,405
    XENCOR INC (77.000 SHS) 3,360 3,360
    WW INTERNATIONAL INC (45.000 SHS) 1,098 1,098
    WSFS FINANCIAL CORPORATION (35.000 SHS) 1,571 1,571
    WORTHINGTON INDUSTRIES INC (48.000 SHS) 2,464 2,464
    WORKIVA INC (35.000 SHS) 3,207 3,207
    WOLVERINE WORLD WIDE INC (104.000 SHS) 3,250 3,250
    WINNEBAGO INDUSTRIES (30.000 SHS) 1,798 1,798
    ZUORA INC - CLASS A (201.000 SHS) 2,800 2,800
    AON PLC (63.000 SHS) 13,310 13,310
    AT&T INC (1,628.000 SHS) 46,821 46,821
    APPLIED MATERIALS INC (185.000 SHS) 15,966 15,966
    COGNIZANT TECHNOLOGY SOLUTIONS CORP (142.000 SHS) 11,637 11,637
    COCA COLA CO (885.000 SHS) 48,533 48,533
    CMS ENERGY CORP (70.000 SHS) 4,271 4,271
    CME GROUP INC (73.000 SHS) 13,290 13,290
    CLOROX CO (32.000 SHS) 6,461 6,461
    CITRIX SYSTEM INC (23.000 SHS) 2,992 2,992
    COLGATE PALMOLIVE CO (212.000 SHS) 18,128 18,128
    CITIGROUP INC (467.000 SHS) 28,795 28,795
    CINCINNATI FINANCIAL CORP (29.000 SHS) 2,534 2,534
    CIGNA CORP (74.000 SHS) 15,405 15,405
    CHURCH & DWIGHT CO INC (49.000 SHS) 4,274 4,274
    CHUBB LTD (111.000 SHS) 17,085 17,085
    CHIPOTLE MEXICAN GRILL INC-A (7.000 SHS) 9,707 9,707
    CHARTER COMMUNICATIONS INC CLASS A (32.000 SHS) 21,170 21,170
    CISCO SYSTEMS INC (915.000 SHS) 40,946 40,946
    CH ROBINSON WORLDWIDE INC (29.000 SHS) 2,722 2,722
    COMCAST CORP-A (992.000 SHS) 51,981 51,981
    CONAGRA BRANDS INC (62.000 SHS) 2,248 2,248
    DEXCOM INC (18.000 SHS) 6,655 6,655
    DEERE & CO (79.000 SHS) 21,255 21,255
    DANAHER CORP (142.000 SHS) 31,544 31,544
    D R HORTON INC (76.000 SHS) 5,238 5,238
    CVS HEALTH CORP (248.000 SHS) 16,938 16,938
    CUMMINS INC (36.000 SHS) 8,176 8,176
    COMERICA INC (31.000 SHS) 1,732 1,732
    CSX CORP (262.000 SHS) 23,777 23,777
    COSTCO WHOLESALE CORP (111.000 SHS) 41,823 41,823
    CORTEVA INC (227.000 SHS) 8,789 8,789
    CORNING INC (214.000 SHS) 7,704 7,704
    COOPER COMPANIES INC (15.000 SHS) 5,450 5,450
    CONSTELLATION BRANDS INC-A (37.000 SHS) 8,105 8,105
    CONSOLIDATED EDISON INC (94.000 SHS) 6,793 6,793
    CROWN CASTLE INTL CORP NEW COM (91.000 SHS) 14,486 14,486
    CF INDUSTRIES HOLDINGS INC (83.000 SHS) 3,213 3,213
    CERNER CORP (80.000 SHS) 6,278 6,278
    CENTERPOINT ENERGY INC (131.000 SHS) 2,835 2,835
    BEST BUY CO (40.000 SHS) 3,992 3,992
    BECTON DICKINSON & CO (55.000 SHS) 13,762 13,762
    BAXTER INTERNATIONAL INC (74.000 SHS) 5,938 5,938
    BANK OF NEW YORK MELLON CORP (167.000 SHS) 7,087 7,087
    BANK OF AMERICA CORP (1,686.000 SHS) 51,103 51,103
    BALL CORP (60.000 SHS) 5,591 5,591
    BIOGEN INC (26.000 SHS) 6,366 6,366
    BAKER HUGHES CO (583.000 SHS) 12,156 12,156
    AUTOZONE INC (5.000 SHS) 5,927 5,927
    AUTOMATIC DATA PROCESSING INC (112.000 SHS) 19,734 19,734
    AUTODESK INC (39.000 SHS) 11,908 11,908
    VISHAY INTERTECHNOLOGY INC (158.000 SHS) 3,272 3,272
    ARCHER DANIELS MIDLAND CO (121.000 SHS) 6,100 6,100
    APTIV PLC (47.000 SHS) 6,124 6,124
    AVALONBAY COMMUNITIES INC (30.000 SHS) 4,813 4,813
    BLACKROCK INC (38.000 SHS) 27,419 27,419
    BOEING CO (121.000 SHS) 25,901 25,901
    BOOKING HOLDINGS INC (10.000 SHS) 22,273 22,273
    CENTENE CORP (129.000 SHS) 7,744 7,744
    CBRE GROUP INC (125.000 SHS) 7,840 7,840
    CATERPILLAR INC (124.000 SHS) 22,570 22,570
    CARRIER GLOBAL CORP-WI (106.000 SHS) 3,998 3,998
    CARNIVAL CORP (185.000 SHS) 4,007 4,007
    CARMAX INC (45.000 SHS) 4,251 4,251
    CARDINAL HEALTH INC (70.000 SHS) 3,749 3,749
    CAPITAL ONE FINANCIAL CORP (100.000 SHS) 9,885 9,885
    CAMPBELL SOUP CO (35.000 SHS) 1,692 1,692
    BROWN FORMAN CORP-B (40.000 SHS) 3,177 3,177
    BROADCOM INC (89.000 SHS) 38,969 38,969
    BRISTOL MYERS SQUIBB CO (503.000 SHS) 31,201 31,201
    BOSTON SCIENTIFIC CORP (332.000 SHS) 11,935 11,935
    BOSTON PROPERTIES INC (28.000 SHS) 2,647 2,647
    BORGWARNER INC (52.000 SHS) 2,009 2,009
    APPLE INC (3,263.000 SHS) 432,967 432,967
    VIRTUSA CORP (28.000 SHS) 1,432 1,432
    VERITEX HOLDINGS INC (73.000 SHS) 1,873 1,873
    VIKING THERAPEUTICS INC (388.000 SHS) 2,184 2,184
    SPIRE INC (58.000 SHS) 3,714 3,714
    SP PLUS CORP (84.000 SHS) 2,422 2,422
    SOUTHWEST GAS HOLDINGS INC (70.000 SHS) 4,253 4,253
    SOUTHSIDE BANCSHARES INC (58.000 SHS) 1,800 1,800
    SOUTH STATE CORP (55.000 SHS) 3,977 3,977
    SORRENTO THERAPEUTICS INC (192.000 SHS) 1,310 1,310
    SPIRIT AIRLINES INC (70.000 SHS) 1,712 1,712
    SONOS INC (124.000 SHS) 2,900 2,900
    SLEEP NUMBER CORP (34.000 SHS) 2,783 2,783
    SKYWEST INC (40.000 SHS) 1,612 1,612
    SKYLINE CHAMPION CORP (50.000 SHS) 1,547 1,547
    SJW GROUP (32.000 SHS) 2,220 2,220
    SITEONE LANDSCAPE SUPPLY INC (38.000 SHS) 6,028 6,028
    SINCLAIR BROADCAST GROUP INC-A (76.000 SHS) 2,421 2,421
    SONIC AUTOMATIC INC (32.000 SHS) 1,234 1,234
    SIMULATIONS PLUS INC (29.000 SHS) 2,086 2,086
    SPS COMMERCE INC (36.000 SHS) 3,909 3,909
    STAAR SURGICAL CO (42.000 SHS) 3,327 3,327
    SUNPOWER CORP (84.000 SHS) 2,154 2,154
    SUNCOKE ENERGY INC (268.000 SHS) 1,166 1,166
    SUMMIT MATERIALS INC-CL A (110.000 SHS) 2,209 2,209
    SUMMIT HOTEL PROPERTIES INC (264.000 SHS) 2,379 2,379
    STURM RUGER & CO INC (21.000 SHS) 1,366 1,366
    STRATEGIC EDUCATION INC (22.000 SHS) 2,097 2,097
    SPX FLOW INC - W/I (40.000 SHS) 2,318 2,318
    STONEX GROUP INC (39.000 SHS) 2,258 2,258
    STIFEL FINANCIAL CORP (79.000 SHS) 3,986 3,986
    STEVEN MADDEN LTD (97.000 SHS) 3,426 3,426
    STEPAN COMPANY (18.000 SHS) 2,148 2,148
    STEELCASE INC-A (106.000 SHS) 1,436 1,436
    STAMPS COM INC (16.000 SHS) 3,139 3,139
    STAG INDUSTRIAL INC (90.000 SHS) 2,819 2,819
    STITCH FIX INC-CLASS A (56.000 SHS) 3,288 3,288
    SIMPSON MANUFACTURING CO INC (39.000 SHS) 3,645 3,645
    SIMPLY GOOD FOODS CO/THE (87.000 SHS) 2,728 2,728
    SIMMONS FIRST NATIONAL CORP-A (60.000 SHS) 1,295 1,295
    SCHWEITZER MAUDUIT INTERNATIONAL INC (53.000 SHS) 2,131 2,131
    SCHOLASTIC CORP (73.000 SHS) 1,825 1,825
    SCHOLAR ROCK HOLDING CORP (28.000 SHS) 1,359 1,359
    SCHNITZER STEEL INDUSTRIES INC-A (85.000 SHS) 2,712 2,712
    SANGAMO THERAPEUTICS INC (114.000 SHS) 1,779 1,779
    SANDERSON FARMS INC (21.000 SHS) 2,776 2,776
    SCIENTIFIC GAMES CORP-A (63.000 SHS) 2,614 2,614
    SALLY BEAUTY CO INC (163.000 SHS) 2,126 2,126
    SAIA INC (24.000 SHS) 4,339 4,339
    SAFEHOLD INC (19.000 SHS) 1,377 1,377
    SABRA HEALTH CARE REIT INC (172.000 SHS) 2,988 2,988
    RYMAN HOSPITALITY PROPERTIES INC (66.000 SHS) 4,472 4,472
    RUSH ENTERPRISESINC (58.000 SHS) 2,402 2,402
    ROGERS CORP (18.000 SHS) 2,795 2,795
    SAILPOINT TECHNOLOGIES HOLDI (95.000 SHS) 5,058 5,058
    SEACOR HOLDINGS INC (49.000 SHS) 2,031 2,031
    1LIFE HEALTHCARE INC (87.000 SHS) 3,798 3,798
    SELECT ENERGY SERVICES INC-A (377.000 SHS) 1,546 1,546
    SILK ROAD MEDICAL INC (29.000 SHS) 1,826 1,826
    SILICON LABORATORIES INC (29.000 SHS) 3,693 3,693
    SIGA TECHNOLOGIES INC (178.000 SHS) 1,294 1,294
    SIERRA BANCORP (76.000 SHS) 1,818 1,818
    SHYFT GROUP INC/THE (64.000 SHS) 1,816 1,816
    3D SYSTEMS CORP (114.000 SHS) 1,195 1,195
    SHOCKWAVE MEDICAL INC (34.000 SHS) 3,526 3,526
    SHENANDOAH TELECOMMUNICATION (52.000 SHS) 2,249 2,249
    SHAKE SHACK INC - CLASS A (42.000 SHS) 3,561 3,561
    SERVISFIRST BANCSHARES INC (67.000 SHS) 2,699 2,699
    SERVICE PPTYS TR (161.000 SHS) 1,850 1,850
    SERES THERAPEUTICS INC (75.000 SHS) 1,838 1,838
    SENSIENT TECHNOLOGIES CORP (20.000 SHS) 1,475 1,475
    SEMTECH CORP (55.000 SHS) 3,965 3,965
    SELECT MEDICAL HOLDINGS CORP (93.000 SHS) 2,572 2,572
    SUNRUN INC (124.000 SHS) 8,603 8,603
    SUNSTONE HOTEL INVESTORS INC (338.000 SHS) 3,830 3,830
    SUPERNUS PHARMACEUTICALS INC (100.000 SHS) 2,516 2,516
    SVMK INC (113.000 SHS) 2,887 2,887
    UNITED STATES STEEL CORP (207.000 SHS) 3,471 3,471
    UNITED FIRE GROUP INC (109.000 SHS) 2,736 2,736
    UNITED BANKSHARES INC (85.000 SHS) 2,754 2,754
    UNIFIRST CORP (12.000 SHS) 2,540 2,540
    UMH PROPERTIES INC (166.000 SHS) 2,458 2,458
    ULTRAGENYX PHARMACEUTICAL IN (60.000 SHS) 8,306 8,306
    UNITI GROUP INC (195.000 SHS) 2,287 2,287
    ULTRA CLEAN HOLDINGS INC (75.000 SHS) 2,336 2,336
    TWO HARBORS INVESTMENT CORP (460.000 SHS) 2,930 2,930
    TWIST BIOSCIENCE CORP (31.000 SHS) 4,380 4,380
    TURNING POINT THERAPEUTICS I (31.000 SHS) 3,777 3,777
    TUPPERWARE BRANDS CORP (58.000 SHS) 1,879 1,879
    TTEC HOLDINGS INC (16.000 SHS) 1,167 1,167
    TRUPANION INC (32.000 SHS) 3,831 3,831
    UFP INDUSTRIES INC (32.000 SHS) 1,778 1,778
    UNITIL CORP (44.000 SHS) 1,948 1,948
    UNIVEST FINANCIAL CORPORATION (232.000 SHS) 4,775 4,775
    UPWORK INC (109.000 SHS) 3,763 3,763
    VICOR CORPORATION (17.000 SHS) 1,568 1,568
    VIAVI SOLUTIONS INC -W/I (267.000 SHS) 3,998 3,998
    VIAD CORP (60.000 SHS) 2,170 2,170
    DIGITAL REALTY TRUST INC (54.000 SHS) 7,534 7,534
    VERINT SYSTEMS INC (65.000 SHS) 4,367 4,367
    VERICEL CORP (91.000 SHS) 2,810 2,810
    VERACYTE INC (52.000 SHS) 2,545 2,545
    VEECO INSTRUMENTS INC DEL (118.000 SHS) 2,048 2,048
    VECTOR GROUP LTD (157.000 SHS) 1,829 1,829
    VARONIS SYSTEMS INC (27.000 SHS) 4,417 4,417
    VAREX IMAGING CORP (120.000 SHS) 2,002 2,002
    VANDA PHARMACEUTICALS INC (102.000 SHS) 1,340 1,340
    VALLEY NATIONAL BANCORP (191.000 SHS) 1,862 1,862
    US ECOLOGY INC (58.000 SHS) 2,107 2,107
    URBAN OUTFITTERS INC (73.000 SHS) 1,869 1,869
    TRUEBLUE INC (99.000 SHS) 1,850 1,850
    VIRTUS INVESTMENT PARTNERS INC (13.000 SHS) 2,821 2,821
    TRIUMPH BANCORP INC (48.000 SHS) 2,330 2,330
    TRISTATE CAP HLDGS INC (84.000 SHS) 1,462 1,462
    TETRA TECH INC (37.000 SHS) 4,284 4,284
    TERRENO RLTY CORP (39.000 SHS) 2,282 2,282
    TEREX CORP NEW (91.000 SHS) 3,175 3,175
    TENNANT CO (18.000 SHS) 1,263 1,263
    TENET HEALTHCARE CORP (94.000 SHS) 3,753 3,753
    TENABLE HOLDINGS INC (73.000 SHS) 3,815 3,815
    TEXAS CAPITAL BANCSHARES INC (41.000 SHS) 2,440 2,440
    TEGNA INC (228.000 SHS) 3,181 3,181
    TAYLOR MORRISON HOME CORP-A (88.000 SHS) 2,257 2,257
    TANGER FACTORY OUTLET CENTERS INC (126.000 SHS) 1,255 1,255
    TACTILE SYSTEMS TECHNOLOGY I (29.000 SHS) 1,303 1,303
    SYSTEMAX INC (56.000 SHS) 2,010 2,010
    SYNAPTICS INC (34.000 SHS) 3,278 3,278
    SYKES ENTERPRISES INC (72.000 SHS) 2,712 2,712
    TECHTARGET (35.000 SHS) 2,069 2,069
    TEXAS ROADHOUSE INC (58.000 SHS) 4,533 4,533
    TG THERAPEUTICS INC (117.000 SHS) 6,086 6,086
    THE BUCKLE INC (44.000 SHS) 1,285 1,285
    TRINSEO SA (52.000 SHS) 2,663 2,663
    TRINET GROUP INC (34.000 SHS) 2,740 2,740
    TRIMAS CORP (48.000 SHS) 1,520 1,520
    TRICO BANCSHARES (56.000 SHS) 1,976 1,976
    TRI POINTE HOMES INC (106.000 SHS) 1,829 1,829
    TREDEGAR CORP (102.000 SHS) 1,703 1,703
    TRECORA RESOURCES (234.000 SHS) 1,636 1,636
    TRAVERE THERAPEUTICS INC (55.000 SHS) 1,499 1,499
    TRANSOCEAN LTD (1,422.000 SHS) 3,285 3,285
    TRANSLATE BIO INC (64.000 SHS) 1,180 1,180
    TPI COMPOSITES INC (45.000 SHS) 2,375 2,375
    TOPBUILD CORP-W/I (30.000 SHS) 5,522 5,522
    TIDEWATER INC (171.000 SHS) 1,477 1,477
    THERMON GROUP HLDGS INC (141.000 SHS) 2,204 2,204
    THE HACKETT GROUP INC (150.000 SHS) 2,159 2,159
    TRITON INTERNATIONAL LTD/BER (57.000 SHS) 2,765 2,765
    DISCOVER FINANCIAL SERVICES (49.000 SHS) 4,436 4,436
    DOLLAR TREE INC (47.000 SHS) 5,078 5,078
    DISH NETWORK CORP-A (50.000 SHS) 1,617 1,617
    ROLLINS INC (85.000 SHS) 3,321 3,321
    ROCKWELL AUTOMATION INC (23.000 SHS) 5,769 5,769
    RESMED INC (34.000 SHS) 7,227 7,227
    REPUBLIC SERVICES INC (53.000 SHS) 5,104 5,104
    REGIONS FINL CORP (222.000 SHS) 3,579 3,579
    REGENERON (26.000 SHS) 12,561 12,561
    ROPER TECHNOLOGIES INC (26.000 SHS) 11,208 11,208
    REALTY INCOME CORPORATION (69.000 SHS) 4,290 4,290
    QUEST DIAGNOSTICS INC (32.000 SHS) 3,813 3,813
    QUANTA SERVICES INC (82.000 SHS) 5,906 5,906
    QUALCOMM INC (217.000 SHS) 33,058 33,058
    QORVO INC (38.000 SHS) 6,318 6,318
    PUBLIC STORAGE INC (26.000 SHS) 6,004 6,004
    PUBLIC SERVICE ENTERPRISE GROUP INC (126.000 SHS) 7,346 7,346
    RAYTHEON TECHNOLOGIES CORP (350.000 SHS) 25,029 25,029
    PRUDENTIAL FINANCIAL INC (39.000 SHS) 3,045 3,045
    ROSS STORES INC (62.000 SHS) 7,614 7,614
    S P GLOBAL INC (51.000 SHS) 16,765 16,765
    STARBUCKS CORP (297.000 SHS) 31,773 31,773
    STANLEY BLACK & DECKER INC (27.000 SHS) 4,821 4,821
    SOUTHWEST AIRLINES CO (183.000 SHS) 8,530 8,530
    SMUCKER JM CO (24.000 SHS) 2,774 2,774
    SKYWORKS SOLUTIONS INC (40.000 SHS) 6,115 6,115
    SIMON PROPERTY GROUP INC (61.000 SHS) 5,202 5,202
    ROYAL CARIBBEAN CRUISES LTD (25.000 SHS) 1,867 1,867
    SHERWIN WILLIAMS CO (18.000 SHS) 13,228 13,228
    SEMPRA (71.000 SHS) 9,046 9,046
    SEALED AIR CORP (45.000 SHS) 2,061 2,061
    SEAGATE TECHNOLOGY (77.000 SHS) 4,786 4,786
    SCHWAB CHARLES CORP (352.000 SHS) 18,670 18,670
    SBA COMMUNICATIONS CORP (37.000 SHS) 10,439 10,439
    SALESFORCE COM INC (196.000 SHS) 43,616 43,616
    SERVICENOW INC (44.000 SHS) 24,219 24,219
    PROLOGIS INC (150.000 SHS) 14,949 14,949
    PROGRESSIVE CORP (OHIO) (140.000 SHS) 13,843 13,843
    PROCTER & GAMBLE CO (550.000 SHS) 76,527 76,527
    ONEOK NEW (279.000 SHS) 10,708 10,708
    OLD DOMINION FGHT LINE INC (17.000 SHS) 3,318 3,318
    NVIDIA CORP (124.000 SHS) 64,753 64,753
    NRG ENERGY INC (90.000 SHS) 3,380 3,380
    NORTONLIFELOCK INC (124.000 SHS) 2,577 2,577
    NORTHROP GRUMMAN CORP (34.000 SHS) 10,360 10,360
    ORACLE CORP (383.000 SHS) 24,776 24,776
    NORTHERN TRUST CORP (37.000 SHS) 3,446 3,446
    NIKE INC-B (269.000 SHS) 38,055 38,055
    NIELSEN HOLDINGS PLC (109.000 SHS) 2,275 2,275
    NEXTERA ENERGY INC (472.000 SHS) 36,415 36,415
    NEWS CORP NEW (216.000 SHS) 3,882 3,882
    NEWMONT CORP (292.000 SHS) 17,488 17,488
    NETFLIX INC (95.000 SHS) 51,369 51,369
    NISOURCE INC (97.000 SHS) 2,225 2,225
    OREILLY AUTOMOTIVE INC (13.000 SHS) 5,883 5,883
    OTIS WORLDWIDE CORP-WI (105.000 SHS) 7,093 7,093
    PACCAR INC (132.000 SHS) 11,389 11,389
    PRINCIPAL FINANCIAL GROUP INC (53.000 SHS) 2,629 2,629
    PPL CORP (102.000 SHS) 2,876 2,876
    PPG INDUSTRIES (82.000 SHS) 11,826 11,826
    PNC FINANCIAL SERVICES GROUP (116.000 SHS) 17,284 17,284
    PHILLIPS 66 (280.000 SHS) 19,583 19,583
    PHILIP MORRIS INTL INC (328.000 SHS) 27,155 27,155
    PFIZER INC (1,190.000 SHS) 43,804 43,804
    PERRIGO CO PLC COMMON STOCK NPV (35.000 SHS) 1,565 1,565
    PEPSICO INC (299.000 SHS) 44,342 44,342
    PEOPLES UNITED FINANCIAL INC (136.000 SHS) 1,758 1,758
    PENTAIR PLC (74.000 SHS) 3,929 3,929
    PAYPAL HOLDINGS INC (235.000 SHS) 55,037 55,037
    PAYCOM SOFTWARE INC (9.000 SHS) 4,070 4,070
    PAYCHEX INC (54.000 SHS) 5,032 5,032
    PARKER HANNIFIN CO (39.000 SHS) 10,624 10,624
    STATE STREET CORP (113.000 SHS) 8,224 8,224
    NETAPP INC (80.000 SHS) 5,299 5,299
    STRYKER CORP (69.000 SHS) 16,908 16,908
    SYSCO CORP (97.000 SHS) 7,203 7,203
    WEC ENERGY GROUP INC (170.000 SHS) 15,645 15,645
    WATERS CORP (18.000 SHS) 4,454 4,454
    WASTE MGMT INC (107.000 SHS) 12,619 12,619
    WALMART INC (306.000 SHS) 44,110 44,110
    WALGREENS BOOTS ALLIANCE (201.000 SHS) 8,016 8,016
    WABTEC CORP (19.000 SHS) 1,391 1,391
    WELLS FARGO & CO (1,007.000 SHS) 30,391 30,391
    VULCAN MATERIALS CO (58.000 SHS) 8,602 8,602
    VISA INC-CLASS A SHARES (363.000 SHS) 79,399 79,399
    VIATRIS INC (230.000 SHS) 4,310 4,310
    VIACOMCBS INC (122.000 SHS) 4,546 4,546
    VF CORP (60.000 SHS) 5,125 5,125
    VERTEX PHARMACEUTICALS INC (61.000 SHS) 14,417 14,417
    VERIZON COMMUNICATIONS INC (873.000 SHS) 51,289 51,289
    VORNADO REALTY TRUST (31.000 SHS) 1,158 1,158
    VERISK ANALYTICS INC (36.000 SHS) 7,473 7,473
    WELLTOWER INC (80.000 SHS) 5,170 5,170
    WESTROCK CO-WHEN ISSUED (41.000 SHS) 1,785 1,785
    MERCK & CO INC (5,550.000 SHS) 453,990 453,990
    1- 800- FLOWERS.COM INC-CL A (65.000 SHS) 1,690 1,690
    ZOETIS INC (102.000 SHS) 16,881 16,881
    ZIMMER BIOMET HOLDINGS INC (46.000 SHS) 7,088 7,088
    ZEBRA TECHNOLOGIES CORP-A (11.000 SHS) 4,228 4,228
    WESTERN DIGITAL CORP (53.000 SHS) 2,936 2,936
    YUM! BRANDS INC (53.000 SHS) 5,754 5,754
    XILINX INC (70.000 SHS) 9,924 9,924
    XCEL ENERGY INC (162.000 SHS) 10,801 10,801
    WYNN RESORTS LTD (22.000 SHS) 2,482 2,482
    WW GRAINGER INC (9.000 SHS) 3,675 3,675
    WILLIS TOWERS WATSON PLC (37.000 SHS) 7,795 7,795
    WILLIAMS COS INC (807.000 SHS) 16,180 16,180
    XYLEM INC (57.000 SHS) 5,802 5,802
    VERISIGN INC (19.000 SHS) 4,112 4,112
    VENTAS INCORPORATED (84.000 SHS) 4,119 4,119
    VARIAN MEDICAL SYSTEMS INC (31.000 SHS) 5,425 5,425
    TRACTOR SUPPLY COMPANY (28.000 SHS) 3,936 3,936
    TJX COMPANIES INC (252.000 SHS) 17,209 17,209
    TIFFANY & CO (28.000 SHS) 3,681 3,681
    THERMO FISHER SCIENTIFIC INC (86.000 SHS) 40,057 40,057
    TEXTRON INC (91.000 SHS) 4,398 4,398
    TEXAS INSTRUMENTS INC (233.000 SHS) 38,242 38,242
    TRANE TECHNOLOGIES PLC (65.000 SHS) 9,435 9,435
    TESLA INC (157.000 SHS) 110,790 110,790
    TE CONNECTIVITY LTD (52.000 SHS) 6,296 6,296
    TARGET CORP (93.000 SHS) 16,417 16,417
    TAPESTRY INC (60.000 SHS) 1,865 1,865
    TAKE-TWO INTERACTIVE SOFTWARE INC (23.000 SHS) 4,779 4,779
    T ROWE PRICE GROUP INC (50.000 SHS) 7,570 7,570
    T MOBILE US INC (83.000 SHS) 11,193 11,193
    TECHNIPFMC LTD (909.000 SHS) 8,545 8,545
    TRANSDIGM GROUP INC (12.000 SHS) 7,426 7,426
    TRAVELERS COS INC (57.000 SHS) 8,001 8,001
    TRUIST FINANCIAL CORPORATION (263.000 SHS) 12,606 12,606
    VALERO ENERGY CORP (252.000 SHS) 14,256 14,256
    US BANCORP (371.000 SHS) 17,285 17,285
    UNUM GROUP (48.000 SHS) 1,101 1,101
    UNIVERSAL HEALTH SERVICES INC-B (19.000 SHS) 2,613 2,613
    UNITEDHEALTH GROUP INC (199.000 SHS) 69,785 69,785
    UNITED RENTALS INC (20.000 SHS) 4,638 4,638
    UNITED PARCEL SERVICE INC-B (145.000 SHS) 24,418 24,418
    UNITED AIRLINES HOLDINGS INC (46.000 SHS) 1,990 1,990
    UNION PACIFIC CORP (161.000 SHS) 33,523 33,523
    UNDER ARMOUR INC-CLASS C (78.000 SHS) 1,161 1,161
    UNDER ARMOUR INC-A (69.000 SHS) 1,185 1,185
    ULTA BEAUTY INC (12.000 SHS) 3,446 3,446
    UDR INC (79.000 SHS) 3,036 3,036
    TYSON FOODS INC-A (53.000 SHS) 3,415 3,415
    TWITTER INC (122.000 SHS) 6,606 6,606
    SYNCHRONY FINANCIAL (153.000 SHS) 5,311 5,311
    NATIONAL OILWELL VARCO INC (886.000 SHS) 12,165 12,165
    NASDAQ INC (32.000 SHS) 4,248 4,248
    MSCI INC (18.000 SHS) 8,038 8,038
    GENERAL ELECTRIC CO (1,769.000 SHS) 19,105 19,105
    GENERAL DYNAMICS CORP (55.000 SHS) 8,185 8,185
    GARTNER INC (27.000 SHS) 4,325 4,325
    GALLAGHER (ARTHUR J) (54.000 SHS) 6,680 6,680
    FRANKLIN RESOURCES (75.000 SHS) 1,874 1,874
    FOX CORP- CLASS B - W/I (76.000 SHS) 2,195 2,195
    GENERAL MILLS INC (135.000 SHS) 7,938 7,938
    FOX CORP CLASS A (100.000 SHS) 2,912 2,912
    FORTIVE CORP (88.000 SHS) 6,232 6,232
    FORTINET INC (28.000 SHS) 4,159 4,159
    FORD MOTOR CO (537.000 SHS) 4,720 4,720
    FMC CORP (47.000 SHS) 5,402 5,402
    FLOWSERVE CORP (80.000 SHS) 2,948 2,948
    FLEETCOR TECHNOLOGIES INC (16.000 SHS) 4,365 4,365
    FORTUNE BRANDS HOME & SECURITY INC (39.000 SHS) 3,343 3,343
    FISERV INC (154.000 SHS) 17,534 17,534
    GENERAL MOTORS CO (271.000 SHS) 11,284 11,284
    GILEAD SCIENCES INC (271.000 SHS) 15,788 15,788
    HOST HOTELS & RESORTS INC (118.000 SHS) 1,726 1,726
    HONEYWELL INTERNATIONAL INC (156.000 SHS) 33,181 33,181
    HOME DEPOT INC (222.000 SHS) 58,968 58,968
    HOLOGIC INC (72.000 SHS) 5,244 5,244
    HOLLYFRONTIER CORP (312.000 SHS) 8,065 8,065
    HEWLETT PACKARD ENTERPRISE C (367.000 SHS) 4,349 4,349
    GENUINE PARTS CO (47.000 SHS) 4,720 4,720
    HERSHEY CO/THE (27.000 SHS) 4,113 4,113
    HCA HEALTHCARE INC (31.000 SHS) 5,098 5,098
    HARTFORD FINANCIAL SERVCS GROUP INC (67.000 SHS) 3,282 3,282
    HALLIBURTON CO (645.000 SHS) 12,191 12,191
    GOLDMAN SACHS GROUP INC (76.000 SHS) 20,042 20,042
    GLOBE LIFE INC (68.000 SHS) 6,457 6,457
    GLOBAL PAYMENTS INC (64.000 SHS) 13,787 13,787
    HENRY SCHEIN INC (56.000 SHS) 3,744 3,744
    FIFTH THIRD BANCORP (124.000 SHS) 3,419 3,419
    FIDELITY NATL INFORMATION SVCS INC (124.000 SHS) 17,541 17,541
    FEDEX CORP (52.000 SHS) 13,500 13,500
    EATON CORP PLC (114.000 SHS) 13,696 13,696
    EASTMAN CHEMICAL CO (56.000 SHS) 5,616 5,616
    DXC TECHNOLOGY CO (31.000 SHS) 798 798
    DUPONT DE NEMOURS INC (227.000 SHS) 16,142 16,142
    DUKE REALTY CORP (81.000 SHS) 3,238 3,238
    DUKE ENERGY CORP (247.000 SHS) 22,615 22,615
    EBAY INC (85.000 SHS) 4,271 4,271
    DTE ENERGY COMPANY (84.000 SHS) 10,198 10,198
    DOVER CORP (57.000 SHS) 7,196 7,196
    DOMINOS PIZZA INC (10.000 SHS) 3,835 3,835
    DOMINION ENERGY INC (250.000 SHS) 18,800 18,800
    ROCKET PHARMACEUTICALS INC (64.000 SHS) 3,510 3,510
    DOLLAR GENERAL CORP (39.000 SHS) 8,202 8,202
    DISNEY (THE WALT) COMPANY DEL (389.000 SHS) 70,479 70,479
    DOW INC (169.000 SHS) 9,380 9,380
    ECOLAB INC (54.000 SHS) 11,683 11,683
    EDISON INTERNATIONAL (49.000 SHS) 3,078 3,078
    EDWARDS LIFESCIENCES CORP (153.000 SHS) 13,958 13,958
    FEDERAL REALTY INVESTMENT TRUST-SBI (20.000 SHS) 1,702 1,702
    FASTENAL CO (92.000 SHS) 4,492 4,492
    FACEBOOK INC-A (506.000 SHS) 138,219 138,219
    EXPEDIA GROUP INC (18.000 SHS) 2,383 2,383
    EXELON CORP (224.000 SHS) 9,457 9,457
    EVERSOURCE ENERGY (74.000 SHS) 6,402 6,402
    ETSY INC (23.000 SHS) 4,092 4,092
    ESSEX PROPERTY TRUST INC (13.000 SHS) 3,086 3,086
    EQUITY RESIDENTIAL SH BEN INT (82.000 SHS) 4,861 4,861
    EQUINIX INC (22.000 SHS) 15,712 15,712
    EQUIFAX INC (25.000 SHS) 4,821 4,821
    ENTERGY CORP (42.000 SHS) 4,193 4,193
    EMERSON ELECTRIC CO (178.000 SHS) 14,306 14,306
    ELI LILLY & CO (147.000 SHS) 24,819 24,819
    ELECTRONIC ARTS (67.000 SHS) 9,621 9,621
    HOWMET AEROSPACE INC (163.000 SHS) 4,652 4,652
    HP INC (366.000 SHS) 9,000 9,000
    HUMANA INC (28.000 SHS) 11,488 11,488
    HUNT J B TRANSPORT SERVICES INC (42.000 SHS) 5,739 5,739
    MARSH & MCLENNAN COS INC (126.000 SHS) 14,742 14,742
    MARRIOTT INTERNATIONAL INC-A (66.000 SHS) 8,707 8,707
    MARKETAXESS HOLDINGS INC (9.000 SHS) 5,135 5,135
    MARATHON PETROLEUM CORP (251.000 SHS) 10,381 10,381
    M&T BANK CORPORATION (37.000 SHS) 4,710 4,710
    LYONDELLBASELL INDUSTRIES NV-CL A (41.000 SHS) 3,758 3,758
    MARTIN MARIETTA MATERIALS INC (10.000 SHS) 2,840 2,840
    LUMEN TECHNOLOGIES INC (257.000 SHS) 2,506 2,506
    LOEWS CORP (256.000 SHS) 11,525 11,525
    LOCKHEED MARTIN CORP (50.000 SHS) 17,749 17,749
    LKQ CORP (90.000 SHS) 3,172 3,172
    LINDE PLC (119.000 SHS) 31,358 31,358
    LINCOLN NATIONAL CORP (88.000 SHS) 4,427 4,427
    LENNAR CORP-A (49.000 SHS) 3,735 3,735
    LOWES COS INC (147.000 SHS) 23,595 23,595
    MASCO CORP (66.000 SHS) 3,625 3,625
    MASTERCARD INC-A (197.000 SHS) 70,317 70,317
    MAXIM INTEGRATED PRODUCTS INC (73.000 SHS) 6,471 6,471
    MOTOROLA SOLUTIONS INC COM NEW (26.000 SHS) 4,422 4,422
    MOSAIC CO/THE-WI (150.000 SHS) 3,452 3,452
    MORGAN STANLEY (287.000 SHS) 19,668 19,668
    MOODYS CORP (33.000 SHS) 9,578 9,578
    MONSTER BEVERAGE CORP (74.000 SHS) 6,844 6,844
    MONDELEZ INTERNATIONAL INC A (363.000 SHS) 21,225 21,225
    MOLSON COORS BEVERAGE COMPANY (50.000 SHS) 2,260 2,260
    MICROSOFT CORP (1,577.000 SHS) 350,756 350,756
    MICRON TECHNOLOGY INC (233.000 SHS) 17,517 17,517
    MICROCHIP TECHNOLOGY INC (47.000 SHS) 6,491 6,491
    MERCK & CO INC (506.000 SHS) 41,391 41,391
    MEDTRONIC PLC (312.000 SHS) 36,548 36,548
    MCKESSON CORP (18.000 SHS) 3,131 3,131
    MCDONALDS CORP (175.000 SHS) 37,552 37,552
    MCCORMICK & CO INC NON-VOTING (58.000 SHS) 5,545 5,545
    LAUDER ESTEE COS INC-A (50.000 SHS) 13,310 13,310
    DISCOVERY COMMUNICATNS-C (147.000 SHS) 3,850 3,850
    LAS VEGAS SANDS CORP (76.000 SHS) 4,530 4,530
    LABORATORY CORP OF AMERICA HOLDINGS (24.000 SHS) 4,885 4,885
    INTUIT INC (48.000 SHS) 18,233 18,233
    INTERPUBLIC GROUP COMPANIES INC (91.000 SHS) 2,140 2,140
    INTERNATIONAL PAPER CO (64.000 SHS) 3,182 3,182
    INTERNATIONAL FLAVOR & FRAGRANCES (18.000 SHS) 1,959 1,959
    INTERCONTINENTAL EXCHANGE INC (141.000 SHS) 16,256 16,256
    INTEL CORP (911.000 SHS) 45,386 45,386
    INTUITIVE SURGICAL INC (23.000 SHS) 18,816 18,816
    INGERSOLL RAND INC (57.000 SHS) 2,597 2,597
    ILLUMINA INC (32.000 SHS) 11,840 11,840
    ILLINOIS TOOL WORKS INC (69.000 SHS) 14,068 14,068
    IHS MARKIT LTD (105.000 SHS) 9,432 9,432
    IDEXX LABORATORIES INC (18.000 SHS) 8,998 8,998
    IBM CORP (181.000 SHS) 22,784 22,784
    HUNTINGTON BANCSHARES INC (160.000 SHS) 2,021 2,021
    INCYTE CORP (40.000 SHS) 3,479 3,479
    INVESCO LTD (97.000 SHS) 1,691 1,691
    IQVIA HOLDINGS INC (40.000 SHS) 7,167 7,167
    IRON MOUNTAIN INC (83.000 SHS) 2,447 2,447
    L3 HARRIS TECHNOLOGIES INC (40.000 SHS) 7,561 7,561
    L BRANDS INC (50.000 SHS) 1,860 1,860
    KROGER CO (175.000 SHS) 5,558 5,558
    KRAFT HEINZ CO (116.000 SHS) 4,021 4,021
    KLA CORP (33.000 SHS) 8,544 8,544
    KIMCO REALTY CORPORATION (115.000 SHS) 1,726 1,726
    KIMBERLY CLARK CORP (76.000 SHS) 10,247 10,247
    KEYCORP (270.000 SHS) 4,431 4,431
    KELLOGG CO (68.000 SHS) 4,232 4,232
    KANSAS CITY SOUTHN INDS INC (34.000 SHS) 6,940 6,940
    JUNIPER NETWORKS INC (75.000 SHS) 1,688 1,688
    JP MORGAN CHASE & CO (671.000 SHS) 85,264 85,264
    JOHNSON CTLS INTL PLC (169.000 SHS) 7,874 7,874
    JOHNSON & JOHNSON (571.000 SHS) 89,864 89,864
    JACOBS ENGINEERING INC (33.000 SHS) 3,596 3,596
    LAM RESEARCH CORPORATION (30.000 SHS) 14,168 14,168
    RLJ LODGING TRUST (202.000 SHS) 2,858 2,858
    SHUTTERSTOCK INC (38.000 SHS) 2,725 2,725
    RHYTHM PHARMACEUTICALS INC (75.000 SHS) 2,230 2,230
    CORE-MARK HOLDING CO INC (43.000 SHS) 1,263 1,263
    CORE LABORATORIES NV (68.000 SHS) 1,803 1,803
    CORCEPT THERAPEUTICS INC (89.000 SHS) 2,328 2,328
    COOPER TIRE & RUBBER CO (50.000 SHS) 2,025 2,025
    CONMED CORPORATION (18.000 SHS) 2,016 2,016
    CONDUENT INC (591.000 SHS) 2,837 2,837
    CORNERSTONE ONDEMAND INC (62.000 SHS) 2,730 2,730
    CONCERT PHARMACEUTICALS INC (117.000 SHS) 1,479 1,479
    COMPASS MINERALS INTERNATIONAL INC (41.000 SHS) 2,531 2,531
    COMMVAULT SYSTEMS INC (47.000 SHS) 2,602 2,602
    COMMUNITY HEALTHCARE TRUST I (48.000 SHS) 2,261 2,261
    COMMUNITY BANK SYSTEM INC (34.000 SHS) 2,119 2,119
    COMMERCIAL METALS CO (100.000 SHS) 2,054 2,054
    COMFORT SYSTEMS USA INC (39.000 SHS) 2,054 2,054
    COMTECH TELECOMMUNICATIONS CORP (89.000 SHS) 1,841 1,841
    COVETRUS INC (96.000 SHS) 2,759 2,759
    CRACKER BARREL OLD COUNTRY STORE (22.000 SHS) 2,902 2,902
    CROCS INC (60.000 SHS) 3,760 3,760
    DAVE & BUSTER S ENTERTAINMEN (55.000 SHS) 1,651 1,651
    DARLING INGREDIENTS INC (156.000 SHS) 8,998 8,998
    DANA INC (141.000 SHS) 2,752 2,752
    DAILY JOURNAL CORP (6.000 SHS) 2,424 2,424
    CYTOSORBENTS CORP (128.000 SHS) 1,020 1,020
    CYTOMX THERAPEUTICS INC (157.000 SHS) 1,028 1,028
    CYTOKINETICS INC (72.000 SHS) 1,496 1,496
    CVB FINANCIAL CORP (92.000 SHS) 1,794 1,794
    CUSTOMERS BANCORP INC (96.000 SHS) 1,745 1,745
    CUSHMAN & WAKEFIELD PLC (151.000 SHS) 2,239 2,239
    CUBIC CORP (37.000 SHS) 2,295 2,295
    CTS CORP (69.000 SHS) 2,369 2,369
    CSG SYSTEM INTERNATIONAL INC (48.000 SHS) 2,163 2,163
    CRYOPORT INC (38.000 SHS) 1,667 1,667
    CRYOLIFE INC (84.000 SHS) 1,983 1,983
    COLUMBUS MCKINNON CORP (55.000 SHS) 2,114 2,114
    DE LUXE CORP (62.000 SHS) 1,810 1,810
    COLONY CAPITAL INC (521.000 SHS) 2,506 2,506
    COGENT COMMUNICATIONS HOLDINGS INC (46.000 SHS) 2,754 2,754
    CHEESECAKE FACTORY INC (53.000 SHS) 1,964 1,964
    CHASE CORP (15.000 SHS) 1,515 1,515
    CHART INDUSTRIES INC (33.000 SHS) 3,887 3,887
    CHAMPIONX CORPORATION (278.000 SHS) 4,253 4,253
    CEVA INC (36.000 SHS) 1,638 1,638
    CERUS CORP (135.000 SHS) 934 934
    CHEMOCENTRYX INC (50.000 SHS) 3,096 3,096
    CERENCE INC-WI (41.000 SHS) 4,120 4,120
    CENTRAL GARDEN & PET CO (45.000 SHS) 1,737 1,737
    CBTX INC (124.000 SHS) 3,163 3,163
    CBIZ INC (73.000 SHS) 1,943 1,943
    CAVCO INDUSTRIES INC (9.000 SHS) 1,579 1,579
    CATCHMARK TIMBER TRUST INC-A (261.000 SHS) 2,443 2,443
    CASELLA WASTE SYSTEMS INC-A (32.000 SHS) 1,982 1,982
    CENTURY COMMUNITIES INC (41.000 SHS) 1,795 1,795
    CHESAPEAKE UTILITIES CORP (28.000 SHS) 3,030 3,030
    CHILDRENS PLACE INC/THE (40.000 SHS) 2,004 2,004
    CHURCHILL DOWNS INC (35.000 SHS) 6,818 6,818
    COEUR MINING INC (344.000 SHS) 3,560 3,560
    CODEXIS INC (163.000 SHS) 3,558 3,558
    COCA COLA CONSOLIDATED INC (5.000 SHS) 1,331 1,331
    CMC MATERIALS INC (25.000 SHS) 3,783 3,783
    CLOUDERA INC (198.000 SHS) 2,754 2,754
    CLEVELAND CLIFFS INC NEW (282.000 SHS) 4,106 4,106
    CLEARWAY ENERGY INC (55.000 SHS) 1,625 1,625
    CLEARWAY ENERGY INC (43.000 SHS) 1,373 1,373
    CLEARWATER PAPER CORP (36.000 SHS) 1,359 1,359
    CITY OFFICE REIT INC (132.000 SHS) 1,290 1,290
    CITY HOLDING CO (26.000 SHS) 1,808 1,808
    CIT GROUP INC (80.000 SHS) 2,872 2,872
    CIRCOR INTERNATIONAL INC (43.000 SHS) 1,653 1,653
    CINEMARK HOLDINGS INC (179.000 SHS) 3,116 3,116
    CHUYS HLDGS INC (79.000 SHS) 2,093 2,093
    COHU INC (36.000 SHS) 1,374 1,374
    DECIPHERA PHARMACEUTICALS IN (39.000 SHS) 2,226 2,226
    DECKERS OUTDOOR CORP (22.000 SHS) 6,309 6,309
    DENALI THERAPEUTICS INC (74.000 SHS) 6,198 6,198
    FIRST INTST BANCSYSTEM INC (70.000 SHS) 2,854 2,854
    FIRST FINL BANKSHARES INC (113.000 SHS) 4,088 4,088
    FIRST FINANCIAL CORP/INDIANA (67.000 SHS) 2,603 2,603
    FIRST COMMONWEALTH FINANCIAL CORP (393.000 SHS) 4,299 4,299
    FIRST BUSEY CORP (222.000 SHS) 4,784 4,784
    FIBROGEN INC (100.000 SHS) 3,709 3,709
    FIRST OF LONG ISLAND CORP (123.000 SHS) 2,196 2,196
    FEDERATED HERMES INC (82.000 SHS) 2,369 2,369
    RLI CORPORATION (35.000 SHS) 3,645 3,645
    FABRINET (37.000 SHS) 2,871 2,871
    EXPONENT INC (44.000 SHS) 3,961 3,961
    EXP WORLD HOLDINGS INC (34.000 SHS) 2,146 2,146
    EXLSERVICE HOLDINGS INC (37.000 SHS) 3,150 3,150
    EVOQUA WATER TECHNOLOGIES CO (74.000 SHS) 1,997 1,997
    FATE THERAPEUTICS INC (62.000 SHS) 5,638 5,638
    FIRSTCASH INC (36.000 SHS) 2,521 2,521
    FITBIT INC - A (439.000 SHS) 2,985 2,985
    FLAGSTAR BANCORP INC (37.000 SHS) 1,508 1,508
    GENTHERM INC (23.000 SHS) 1,500 1,500
    GCP APPLIED TECHNOLOGIES INC (55.000 SHS) 1,301 1,301
    GATX CORP (33.000 SHS) 2,745 2,745
    FULTON FINANCIAL CORP (228.000 SHS) 2,900 2,900
    FULLER H B CO (52.000 SHS) 2,698 2,698
    FUELCELL ENERGY INC (213.000 SHS) 2,379 2,379
    FRONT YD RESIDENTIAL CORP (82.000 SHS) 1,328 1,328
    FRESHPET INC (35.000 SHS) 4,970 4,970
    FRANKLIN ELECTRICAL INC (37.000 SHS) 2,561 2,561
    FOX FACTORY HOLDING CORP (40.000 SHS) 4,228 4,228
    FOUR CORNERS PROPERTY TRUST (80.000 SHS) 2,382 2,382
    FORWARD AIR CORP (34.000 SHS) 2,613 2,613
    FORMFACTOR INC (78.000 SHS) 3,356 3,356
    FLUSHING FINANCIAL CORP (184.000 SHS) 3,062 3,062
    FLUOR CORP (163.000 SHS) 2,603 2,603
    EVENTBRITE INC-CLASS A (139.000 SHS) 2,516 2,516
    ESSENTIAL PROPERTIES REALTY (77.000 SHS) 1,632 1,632
    ESCO TECHNOLOGIES INC (22.000 SHS) 2,271 2,271
    EAGLE BANCORP INC (43.000 SHS) 1,776 1,776
    DYNEX CAPITAL INC (89.000 SHS) 1,584 1,584
    DYCOM INDUSTRIES INC (33.000 SHS) 2,492 2,492
    DXP ENTERPRISES INC (66.000 SHS) 1,467 1,467
    DRIL-QUIP INC (71.000 SHS) 2,103 2,103
    DOUGLAS DYNAMICS INC (42.000 SHS) 1,796 1,796
    DORMAN PRODUCTS INC (25.000 SHS) 2,171 2,171
    DMC GLOBAL INC (32.000 SHS) 1,384 1,384
    DIODES INC (48.000 SHS) 3,384 3,384
    DIGITAL TURBINE INC (88.000 SHS) 4,977 4,977
    DIEBOLD NIXDORF INC (140.000 SHS) 1,492 1,492
    DICERNA PHARMACEUTICALS INC (108.000 SHS) 2,379 2,379
    DIAMONDROCK HOSPITALITY CO (468.000 SHS) 3,861 3,861
    DIAMOND HILL INVT GROUP INC (19.000 SHS) 2,836 2,836
    DENNYS CORP (88.000 SHS) 1,292 1,292
    EAGLE PHARMACEUTICALS INC (31.000 SHS) 1,444 1,444
    CARRIAGE SERVICES INC (68.000 SHS) 2,130 2,130
    EASTERLY GOVERNMENT PROPERTI (73.000 SHS) 1,653 1,653
    EBIX INC (51.000 SHS) 1,936 1,936
    ENVESTNET INC (43.000 SHS) 3,538 3,538
    ENSTAR GROUP LTD (15.000 SHS) 3,073 3,073
    ENSIGN GROUP INC (42.000 SHS) 3,063 3,063
    ENPRO INDS INC (30.000 SHS) 2,266 2,266
    ENERSYS (41.000 SHS) 3,405 3,405
    ENCORE CAPITAL GROUP INC (34.000 SHS) 1,324 1,324
    ENANTA PHARMACEUTICALS INC (39.000 SHS) 1,642 1,642
    EMERGENT BIOSOLUTIONS INC (42.000 SHS) 3,763 3,763
    EMCOR GROUP INC (27.000 SHS) 2,469 2,469
    EL POLLO LOCO HOLDINGS INC (85.000 SHS) 1,539 1,539
    EIDOS THERAPEUTICS INC (13.000 SHS) 1,711 1,711
    EHEALTH INC (25.000 SHS) 1,765 1,765
    EDITAS MEDICINE INC (65.000 SHS) 4,557 4,557
    EDGEWELL PERSONAL CARE CO-WI (80.000 SHS) 2,766 2,766
    EASTGROUP PROPERTIES INC (19.000 SHS) 2,623 2,623
    GENWORTH FINANCIAL INC-A (673.000 SHS) 2,544 2,544
    CARPENTER TECHNOLOGY CORP (70.000 SHS) 2,038 2,038
    CARETRUST REIT INC W/I (73.000 SHS) 1,619 1,619
    ANIKA THERAPEUTICS INC (35.000 SHS) 1,584 1,584
    ANI PHARMACEUTICALS INC (66.000 SHS) 1,917 1,917
    ANGIODYNAMICS INC (137.000 SHS) 2,100 2,100
    ANAPTYSBIO INC (55.000 SHS) 1,183 1,183
    AMPHASTAR PHARMACEUTICALS IN (77.000 SHS) 1,548 1,548
    AMN HEALTHCARE SERVICES INC (55.000 SHS) 3,754 3,754
    APELLIS PHARMACEUTICALS INC (56.000 SHS) 3,203 3,203
    AMICUS THERAPEUTICS INC (233.000 SHS) 5,380 5,380
    AMERICAN WOODMARK CORP (15.000 SHS) 1,408 1,408
    AMERICAN VANGUARD CORP (113.000 SHS) 1,754 1,754
    AMERICAN STATES WATER CO (36.000 SHS) 2,862 2,862
    AMERICAN PUBLIC EDUCATION INC (39.000 SHS) 1,189 1,189
    AMERICAN EQUITY INVT LIFE HLDG CO (101.000 SHS) 2,794 2,794
    AMERICAN EAGLE OUTFITTERS INC (198.000 SHS) 3,974 3,974
    AMERIS BANCORP (71.000 SHS) 2,703 2,703
    APOLLO COML REAL EST FIN INC (290.000 SHS) 3,239 3,239
    APPFOLIO INC - A (14.000 SHS) 2,521 2,521
    APPIAN CORP (40.000 SHS) 6,484 6,484
    ASTRONICS CORP-CL B (21.000 SHS) 279 279
    ASTEC INDUSTRIES INC (30.000 SHS) 1,736 1,736
    ASGN INC (53.000 SHS) 4,427 4,427
    ASBURY AUTOMOTIVE GROUP INC (20.000 SHS) 2,915 2,915
    ARTISAN PARTNERS ASSET MANAG (59.000 SHS) 2,970 2,970
    ARROWHEAD PHARMACEUTICALS IN (103.000 SHS) 7,903 7,903
    ARMOUR RESIDENTIAL REIT INC (134.000 SHS) 1,446 1,446
    ARGO GROUP INTERNATIONAL HLDGS LTD (64.000 SHS) 2,797 2,797
    ARENA PHARMACEUTICALS INC (63.000 SHS) 4,840 4,840
    ARCUS BIOSCIENCES INC (82.000 SHS) 2,129 2,129
    ARCOSA INC (41.000 SHS) 2,252 2,252
    ARCONIC CORP (95.000 SHS) 2,831 2,831
    ARCHROCK INC (333.000 SHS) 2,884 2,884
    ARCBEST CORP (52.000 SHS) 2,219 2,219
    APPLIED INDUSTRIAL TECHNOLOGIES INC (46.000 SHS) 3,588 3,588
    AMERESCO INC-CL A (65.000 SHS) 3,396 3,396
    ATARA BIOTHERAPEUTICS INC (101.000 SHS) 1,983 1,983
    AMER SOFTWARE INC-A (82.000 SHS) 1,408 1,408
    AMBARELLA INC (34.000 SHS) 3,122 3,122
    AERIE PHARMACEUTICALS INC (103.000 SHS) 1,392 1,392
    ADVANCED ENERGY INDUSTRIES INC (23.000 SHS) 2,230 2,230
    ADVANCED DRAINAGE SYSTEMS IN (33.000 SHS) 2,758 2,758
    ADTRAN INC (175.000 SHS) 2,585 2,585
    ADTALEM GLOBAL ED INC (48.000 SHS) 1,630 1,630
    ADIENT PLC (82.000 SHS) 2,851 2,851
    AEROJET ROCKETDYNE HLDGS (66.000 SHS) 3,488 3,488
    ADDUS HOMECARE CORP (26.000 SHS) 3,044 3,044
    ACI WORLDWIDE INC (88.000 SHS) 3,382 3,382
    ACACIA COMMUNICATIONS INC (36.000 SHS) 2,627 2,627
    ABM INDUSTRIES INC (71.000 SHS) 2,687 2,687
    AARON'S CO INC/THE (35.000 SHS) 664 664
    AAON INC (47.000 SHS) 3,132 3,132
    A10 NETWORKS INC (202.000 SHS) 1,992 1,992
    ACUSHNET HOLDINGS CORP (39.000 SHS) 1,581 1,581
    AEROVIRONMENT INC (22.000 SHS) 1,912 1,912
    AGENUS INC (403.000 SHS) 1,282 1,282
    AGREE REALTY CORP (38.000 SHS) 2,530 2,530
    AMBAC FINANCIAL GROUP INC (182.000 SHS) 2,799 2,799
    ALTRA INDUSTRIAL MOTION CORP (54.000 SHS) 2,993 2,993
    ALTAIR ENGINEERING INC - A (36.000 SHS) 2,094 2,094
    ALLSCRIPTS HEALTHCARE SOLUTIONS INC (239.000 SHS) 3,451 3,451
    ALLOGENE THERAPEUTICS INC (85.000 SHS) 2,145 2,145
    ALLEGIANT TRAVEL CO (13.000 SHS) 2,460 2,460
    ALLEGIANCE BANCSHARES INC (73.000 SHS) 2,491 2,491
    ALLEGHENY TECHNOLOGIES INC (116.000 SHS) 1,945 1,945
    ALLAKOS INC (20.000 SHS) 2,800 2,800
    ALEXANDER & BALDWIN INC (95.000 SHS) 1,632 1,632
    ALCOA CORP (156.000 SHS) 3,596 3,596
    ALBIREO PHARMA INC (64.000 SHS) 2,401 2,401
    ALBANY INTERNATIONAL CORP-A (35.000 SHS) 2,570 2,570
    ALARM.COM HOLDINGS INC (48.000 SHS) 4,966 4,966
    AIR TRANSPORT SERVICES GROUP INC (51.000 SHS) 1,598 1,598
    AMC NETWORKS INC-A (63.000 SHS) 2,254 2,254
    ATKORE INC (54.000 SHS) 2,220 2,220
    ATLANTIC CAPITAL BANCSHARES (130.000 SHS) 2,070 2,070
    ATLANTIC UNION BANKSHARES C (99.000 SHS) 3,261 3,261
    BRYN MAWR BANK CORP (114.000 SHS) 3,488 3,488
    BROOKS AUTOMATION INC (59.000 SHS) 4,003 4,003
    BROOKLINE BANCORP INC (271.000 SHS) 3,263 3,263
    BROOKFIELD RENEWABLE COR-A (1.000 SHS) 58 58
    BRISTOW GROUP INC (50.000 SHS) 1,316 1,316
    BRINKS CO (43.000 SHS) 3,096 3,096
    BUILDERS FIRSTSOURCE INC (97.000 SHS) 3,959 3,959
    BRINKER INTERNATIONAL INC (60.000 SHS) 3,394 3,394
    BRIGHTCOVE (68.000 SHS) 1,251 1,251
    BRIDGE BANCORP INC (66.000 SHS) 1,596 1,596
    BOYD GAMING CORP (85.000 SHS) 3,648 3,648
    BOX INC - CLASS A (116.000 SHS) 2,094 2,094
    BOTTOMLINE TECHNOLOGIES INC (32.000 SHS) 1,688 1,688
    BOSTON PRIVATE FINANCIAL HOLDINGS (388.000 SHS) 3,279 3,279
    BRIGHTSPHERE INVESTMENT GROU (99.000 SHS) 1,909 1,909
    CACTUS INC - A (122.000 SHS) 3,181 3,181
    CADENCE BANCORP (159.000 SHS) 2,611 2,611
    CAESARS ENTERTAINMENT INC (155.000 SHS) 11,512 11,512
    CAREDX INC (45.000 SHS) 3,260 3,260
    CARDTRONICS PLC (44.000 SHS) 1,553 1,553
    CARDLYTICS INC (28.000 SHS) 3,998 3,998
    CARDIOVASCULAR SYS INC (51.000 SHS) 2,232 2,232
    CARA THERAPEUTICS INC (161.000 SHS) 2,436 2,436
    CANTEL MEDICAL CORP (35.000 SHS) 2,760 2,760
    CANNAE HOLDINGS INC (85.000 SHS) 3,763 3,763
    CAMPING WORLD HOLDINGS INC-A (46.000 SHS) 1,198 1,198
    CAMDEN NATIONAL CORP (76.000 SHS) 2,719 2,719
    CAMBRIDGE BANCORP (26.000 SHS) 1,814 1,814
    CAL-MAINE FOODS INC (37.000 SHS) 1,389 1,389
    CALLAWAY GOLF COMPANY (75.000 SHS) 1,801 1,801
    CALIFORNIA WATER SERVICE GROUP (40.000 SHS) 2,161 2,161
    CALAVO GROWERS INC (32.000 SHS) 2,222 2,222
    CAI INTERNATIONAL INC (44.000 SHS) 1,375 1,375
    BOINGO WIRELESS INC (78.000 SHS) 992 992
    BMC STOCK HOLDINGS INC (69.000 SHS) 3,704 3,704
    BLUEPRINT MEDICINES CORP (56.000 SHS) 6,280 6,280
    BLOOMIN BRANDS INC (99.000 SHS) 1,923 1,923
    BANC OF CALIFORNIA INC (162.000 SHS) 2,383 2,383
    BALCHEM CORP (27.000 SHS) 3,111 3,111
    BADGER METER INC (28.000 SHS) 2,634 2,634
    B&G FOODS INC-A (81.000 SHS) 2,246 2,246
    AZZ INC (58.000 SHS) 2,752 2,752
    AXSOME THERAPEUTICS INC (24.000 SHS) 1,955 1,955
    AXOS FINL INC (83.000 SHS) 3,115 3,115
    AXONICS INC (30.000 SHS) 1,498 1,498
    AVISTA CORP (109.000 SHS) 4,375 4,375
    AVIS BUDGET GROUP INC (68.000 SHS) 2,536 2,536
    AVIENT CORPORATION (92.000 SHS) 3,706 3,706
    AVAYA HOLDINGS CORP (112.000 SHS) 2,145 2,145
    AVANOS MEDICAL INC (56.000 SHS) 2,569 2,569
    ATRICURE INC (60.000 SHS) 3,340 3,340
    ATLAS AIR WORLDWIDE HOLDINGS INC (23.000 SHS) 1,254 1,254
    BANCFIRST CORP (50.000 SHS) 2,935 2,935
    CARGURUS INC (82.000 SHS) 2,602 2,602
    BANCORP INC (135.000 SHS) 1,843 1,843
    BANDWIDTH INC-CLASS A (20.000 SHS) 3,073 3,073
    BLOOM ENERGY CORP- A (82.000 SHS) 2,350 2,350
    BLACKSTONE MORTGAGE TRU CL A (90.000 SHS) 2,478 2,478
    BLACKLINE INC (50.000 SHS) 6,669 6,669
    BLACKBAUD INC (44.000 SHS) 2,533 2,533
    BJ'S WHOLESALE CLUB HOLDINGS (129.000 SHS) 4,809 4,809
    BIOTELEMETRY INC (29.000 SHS) 2,090 2,090
    BIOHAVEN PHARMACEUTICAL HOLD (42.000 SHS) 3,600 3,600
    BIOCRYST PHARMACEUTICALS INC (200.000 SHS) 1,490 1,490
    BIG LOTS INC (40.000 SHS) 1,717 1,717
    BERKSHIRE HILLS BANCORP INC (104.000 SHS) 1,780 1,780
    BELDEN CDT INC (52.000 SHS) 2,179 2,179
    BED BATH & BEYOND INC (155.000 SHS) 2,753 2,753
    BEACON ROOFING SUPPLY INC (54.000 SHS) 2,170 2,170
    BARNES GROUP INC (50.000 SHS) 2,535 2,535
    BANNER CORPORATION (44.000 SHS) 2,050 2,050
    BANCORPSOUTH BANK (59.000 SHS) 1,619 1,619
    GEO GROUP INC/THE (152.000 SHS) 1,347 1,347
    FARO TECHNOLOGIES INC (38.000 SHS) 2,684 2,684
    G-III APPAREL GROUP LTD (59.000 SHS) 1,401 1,401
    NIC INC (80.000 SHS) 2,066 2,066
    NGM BIOPHARMACEUTICALS INC (72.000 SHS) 2,181 2,181
    NEXTGEN HEALTHCARE INC (123.000 SHS) 2,244 2,244
    NEW PENNYMAC FINANCIAL SERVI (39.000 SHS) 2,559 2,559
    NEW JERSEY RESOURCES (95.000 SHS) 3,377 3,377
    NEVRO CORP (30.000 SHS) 5,193 5,193
    NLIGHT INC (60.000 SHS) 1,959 1,959
    NETSCOUT SYSTEMS INC (96.000 SHS) 2,632 2,632
    NEOGEN CORP (47.000 SHS) 3,727 3,727
    NAVISTAR INTERNATIONAL CORP (57.000 SHS) 2,506 2,506
    NATUS MED INC DEL (76.000 SHS) 1,523 1,523
    NATIONAL VISION HOLDINGS INC (66.000 SHS) 2,989 2,989
    NATIONAL STORAGE AFFILIATES (76.000 SHS) 2,738 2,738
    NATIONAL HEALTH INVESTORS INC (40.000 SHS) 2,767 2,767
    NEOGENOMICS INC (86.000 SHS) 4,630 4,630
    NMI HOLDINGS INC-CLASS A (71.000 SHS) 1,608 1,608
    NORTHFIELD BANCORP INC/NJ (261.000 SHS) 3,218 3,218
    NOVANTA INC (36.000 SHS) 4,256 4,256
    ORASURE TECHNOLOGIES INC (104.000 SHS) 1,101 1,101
    OPKO HEALTH INC (511.000 SHS) 2,018 2,018
    ONTO INNOVATION INC (47.000 SHS) 2,235 2,235
    ONE LIBERTY PROPERTIES INC (145.000 SHS) 2,910 2,910
    ONE GAS INC (53.000 SHS) 4,069 4,069
    OMNICELL INC (44.000 SHS) 5,281 5,281
    OMEROS CORP (113.000 SHS) 1,614 1,614
    OLD SECOND BANCORP INC (280.000 SHS) 2,828 2,828
    O-I GLASS INC (128.000 SHS) 1,523 1,523
    ODP CORP/THE (71.000 SHS) 2,080 2,080
    OCULAR THERAPEUTIX INC (74.000 SHS) 1,532 1,532
    OCEANFIRST FINANCIAL CORP (138.000 SHS) 2,571 2,571
    OCEANEERING INTERNATIONAL INC (185.000 SHS) 1,471 1,471
    NUVASIVE INC (47.000 SHS) 2,648 2,648
    NOVAVAX INC (53.000 SHS) 5,910 5,910
    NATIONAL GENERAL HLDGS (122.000 SHS) 4,170 4,170
    ORCHID ISLAND CAPITAL INC (409.000 SHS) 2,135 2,135
    NATERA INC (67.000 SHS) 6,668 6,668
    NABORS INDUSTRIES LTD (15.000 SHS) 873 873
    MERITOR INC (69.000 SHS) 1,926 1,926
    MERITAGE CORP (33.000 SHS) 2,733 2,733
    MERIT MEDICAL SYSTEMS INC (54.000 SHS) 2,998 2,998
    MEREDITH CORP (102.000 SHS) 1,958 1,958
    MERCANTILE BANK CORP (117.000 SHS) 3,179 3,179
    MEIRAGTX HOLDINGS PLC (106.000 SHS) 1,605 1,605
    MERSANA THERAPEUTICS INC (57.000 SHS) 1,517 1,517
    MEDPACE HOLDINGS INC (25.000 SHS) 3,480 3,480
    MEDIFAST INC (14.000 SHS) 2,749 2,749
    MAXLINEAR INC COM (99.000 SHS) 3,781 3,781
    MAXIMUS INC (39.000 SHS) 2,854 2,854
    MAXAR TECHNOLOGIES INC (62.000 SHS) 2,393 2,393
    MATTHEWS INTERNATIONAL CORP-A (60.000 SHS) 1,764 1,764
    MATSON INC-W/I (57.000 SHS) 3,247 3,247
    MEDNAX INC (106.000 SHS) 2,601 2,601
    MESA LABORATORIES INC (5.000 SHS) 1,433 1,433
    MGE ENERGY INC (43.000 SHS) 3,011 3,011
    MGP INGREDIENTS INC (34.000 SHS) 1,600 1,600
    MYRIAD GENETICS INC (139.000 SHS) 2,749 2,749
    MURPHY USA INC-W/I (22.000 SHS) 2,879 2,879
    MUELLER WATER PROD CL A (155.000 SHS) 1,919 1,919
    MUELLER INDUSTRIES INC (69.000 SHS) 2,423 2,423
    MTS SYSTEM CORP (23.000 SHS) 1,338 1,338
    GIBRALTAR INDS INC (38.000 SHS) 2,734 2,734
    MOOG INC-A (36.000 SHS) 2,855 2,855
    MOELIS & CO (51.000 SHS) 2,385 2,385
    MODEL N INC (39.000 SHS) 1,392 1,392
    MIRATI THERAPEUTICS INC (38.000 SHS) 8,346 8,346
    MINERALS TECHNOLOGIES INC (48.000 SHS) 2,982 2,982
    MILLER HERMAN INC (73.000 SHS) 2,467 2,467
    MIDLAND STATES BANCORP INC (215.000 SHS) 3,842 3,842
    MIDDLESEX WATER COMPANY (21.000 SHS) 1,522 1,522
    MICROSTRATEGY INC (12.000 SHS) 4,663 4,663
    NANOSTRING TECHNOLOGIES INC (40.000 SHS) 2,675 2,675
    ORIGIN BANCORP INC (119.000 SHS) 3,305 3,305
    ORMAT TECH INC (40.000 SHS) 3,611 3,611
    ORTHOFIX MEDICAL INC (60.000 SHS) 2,579 2,579
    RADIUS HEALTH INC (86.000 SHS) 1,536 1,536
    RADIAN GROUP INC (179.000 SHS) 3,625 3,625
    R1 RCM INC (151.000 SHS) 3,627 3,627
    QUANTERIX CORP (49.000 SHS) 2,279 2,279
    QUANEX BUILDING PRODUCTS CORP (79.000 SHS) 1,751 1,751
    QUALYS INC (32.000 SHS) 3,900 3,900
    RAMBUS INC (162.000 SHS) 2,829 2,829
    QUAKER CHEMICAL CORP (11.000 SHS) 2,787 2,787
    QCR HOLDINGS INC (73.000 SHS) 2,890 2,890
    QAD INC-A (30.000 SHS) 1,895 1,895
    Q2 HOLDINGS INC (39.000 SHS) 4,935 4,935
    PTC THERAPEUTICS INC (65.000 SHS) 3,967 3,967
    PROVIDENCE SERVICE CORP (16.000 SHS) 2,218 2,218
    PROTO LABS INC (28.000 SHS) 4,295 4,295
    QTS REALTY TRUST INC-CL A (54.000 SHS) 3,342 3,342
    RAPID7 INC (56.000 SHS) 5,049 5,049
    RAVEN INDS INC (59.000 SHS) 1,952 1,952
    RBC BEARINGS INC (22.000 SHS) 3,939 3,939
    RH (15.000 SHS) 6,713 6,713
    REXNORD CORP (61.000 SHS) 2,409 2,409
    REVANCE THERAPEUTICS INC (82.000 SHS) 2,324 2,324
    RETAIL PROPERTIES OF AME - A (351.000 SHS) 3,005 3,005
    RETAIL OPPORTUNITY INVESTMENTS CORP (194.000 SHS) 2,598 2,598
    RESOURCES CONNECTION INC (180.000 SHS) 2,263 2,263
    RESIDEO TECHNOLOGIES INC (122.000 SHS) 2,594 2,594
    REPUBLIC BANCORP INC-CLASS A (34.000 SHS) 1,226 1,226
    RENT-A-CENTER INC (44.000 SHS) 1,685 1,685
    REGENXBIO INC (78.000 SHS) 3,538 3,538
    REDWOOD TRUST INC (174.000 SHS) 1,528 1,528
    REDFIN CORP (94.000 SHS) 6,451 6,451
    RED ROCK RESORTS INC-CLASS A (46.000 SHS) 1,152 1,152
    REALOGY HLDGS CORP (147.000 SHS) 1,929 1,929
    READY CAPITAL CORP (145.000 SHS) 1,805 1,805
    PROTHENA CORP PLC (118.000 SHS) 1,417 1,417
    PROS HOLDINGS INC (42.000 SHS) 2,132 2,132
    PROGRESS SOFTWARE CORP (62.000 SHS) 2,802 2,802
    PROG HOLDINGS INC (70.000 SHS) 3,771 3,771
    PEOPLES BANCORP INC (152.000 SHS) 4,118 4,118
    PENNYMAC MORTGAGE INVESTMENT TRUST (126.000 SHS) 2,216 2,216
    PENNANT GROUP INC/THE (25.000 SHS) 1,452 1,452
    PENN NATIONAL GAMING INC (131.000 SHS) 11,314 11,314
    PEBBLEBROOK HOTEL TRUST (194.000 SHS) 3,647 3,647
    PATTERSON COS INC (110.000 SHS) 3,259 3,259
    PATRICK INDUSTRIES INC (20.000 SHS) 1,367 1,367
    PARK NATIONAL CORP (32.000 SHS) 3,360 3,360
    PAPA JOHNS INTERNATIONAL INC (33.000 SHS) 2,800 2,800
    PALOMAR HOLDINGS INC (21.000 SHS) 1,866 1,866
    PACIRA BIOSCIENCES INC (42.000 SHS) 2,513 2,513
    PACIFIC BIOSCIENCES CALIFORNIA INC (178.000 SHS) 4,617 4,617
    OXFORD INDUSTRIES INC (28.000 SHS) 1,834 1,834
    OWENS & MINOR INC (72.000 SHS) 1,948 1,948
    OTTER TAIL POWER COMPANY (53.000 SHS) 2,258 2,258
    PERFICIENT INC (47.000 SHS) 2,240 2,240
    MATERION CORP (25.000 SHS) 1,593 1,593
    PERFORMANCE FOOD GROUP CO (134.000 SHS) 6,380 6,380
    PHIBRO ANIMAL HEALTH CORP-A (81.000 SHS) 1,573 1,573
    PRIMORIS SERVICES CORP (85.000 SHS) 2,347 2,347
    PRICESMART INC (27.000 SHS) 2,459 2,459
    PRESTIGE CONSUMER HEALTHCARE INC (60.000 SHS) 2,092 2,092
    PREFERRED BANK/LOS ANGELES (40.000 SHS) 2,019 2,019
    PRA GROUP INC (66.000 SHS) 2,618 2,618
    POWER INTEGRATIONS INC (58.000 SHS) 4,748 4,748
    POWELL INDUSTRIES INC (67.000 SHS) 1,976 1,976
    POTLATCHDELTIC CORP (66.000 SHS) 3,301 3,301
    PORTLAND GENERAL ELECTRIC CO (70.000 SHS) 2,994 2,994
    PNM RESOURCES INC (57.000 SHS) 2,766 2,766
    PLUG POWER INC (331.000 SHS) 11,224 11,224
    PLEXUS CORPORATION (40.000 SHS) 3,128 3,128
    PJT PARTNERS INC - A W/I (27.000 SHS) 2,032 2,032
    PIPER SANDLER COMPANIES (23.000 SHS) 2,321 2,321
    PHYSICIANS REALTY TRUST (159.000 SHS) 2,830 2,830
    PERSPECTA INC (160.000 SHS) 3,853 3,853
    MASTEC INC (55.000 SHS) 3,750 3,750
    MR COOPER GROUP INC (90.000 SHS) 2,793 2,793
    MARTEN TRANSPORT LTD (82.000 SHS) 1,413 1,413
    ICF INTERNATIONAL INC (16.000 SHS) 1,189 1,189
    HURON CONSULTING GROUP INC (33.000 SHS) 1,945 1,945
    HOULIHAN LOKEY INC (38.000 SHS) 2,555 2,555
    HOSTESS BRANDS INC (172.000 SHS) 2,518 2,518
    HORIZON BANCORP INC/IN (288.000 SHS) 4,568 4,568
    HORACE MANN EDUCATORS CORP (60.000 SHS) 2,522 2,522
    II-VI INC (101.000 SHS) 7,672 7,672
    HOMETRUST BANCSHARES INC (98.000 SHS) 1,892 1,892
    MASONITE INTERNATIONAL CORP (19.000 SHS) 1,868 1,868
    HINGHAM INSTITUTION FOR SAVINGS (9.000 SHS) 1,944 1,944
    HILTON GRAND VACATIONS INC (95.000 SHS) 2,978 2,978
    HILLTOP HOLDINGS INC (89.000 SHS) 2,448 2,448
    HILLENBRAND INC (90.000 SHS) 3,582 3,582
    HESKA CORP (12.000 SHS) 1,748 1,748
    HNI CORP (63.000 SHS) 2,171 2,171
    IMMUNOGEN INC (195.000 SHS) 1,258 1,258
    INDEPENDENT BANK CORP - MICH (249.000 SHS) 4,599 4,599
    INDEPENDENT BANKING CORPORATION (34.000 SHS) 2,483 2,483
    INTELLIA THERAPEUTICS INC (65.000 SHS) 3,536 3,536
    INTEGER HOLDINGS CORP (20.000 SHS) 1,624 1,624
    INSTALLED BUILDING PRODUCTS (20.000 SHS) 2,039 2,039
    INSPIRE MEDICAL SYSTEMS INC (21.000 SHS) 3,950 3,950
    INSPERITY INC (35.000 SHS) 2,850 2,850
    INSMED INC (99.000 SHS) 3,296 3,296
    INSIGHT ENTERPRISES INC (41.000 SHS) 3,120 3,120
    INOVIO PHARMACEUTICALS (134.000 SHS) 1,186 1,186
    INOVALON HOLDINGS INC-A (99.000 SHS) 1,799 1,799
    INOGEN INC (31.000 SHS) 1,385 1,385
    INNOVIVA INC (127.000 SHS) 1,574 1,574
    INNOVATIVE INDUSTRIAL PROPER (14.000 SHS) 2,564 2,564
    INNOSPEC INC (33.000 SHS) 2,994 2,994
    INGLES MARKETS-A (40.000 SHS) 1,706 1,706
    INGEVITY CORP - W/I (41.000 SHS) 3,105 3,105
    HERON THERAPEUTICS INC (133.000 SHS) 2,815 2,815
    HERITAGE FINANCIAL CORP (87.000 SHS) 2,035 2,035
    HERC HOLDINGS INC (40.000 SHS) 2,656 2,656
    HELIOS TECHNOLOGIES INC (28.000 SHS) 1,492 1,492
    GREENLIGHT CAPITAL RE LTD-A (273.000 SHS) 1,996 1,996
    GREENBRIER COS INC (55.000 SHS) 2,001 2,001
    GREEN DOT CORP-CLASS A (52.000 SHS) 2,902 2,902
    GREEN BRICK PARTNERS INC (101.000 SHS) 2,319 2,319
    GREAT WESTERN BANCORP INC (108.000 SHS) 2,257 2,257
    GREAT LAKES DREDGE & DOCK CO (123.000 SHS) 1,620 1,620
    GRAY TELEVISION INC (166.000 SHS) 2,955 2,955
    GRANITE CONSTRUCTION INC (105.000 SHS) 2,805 2,805
    GOOSEHEAD INSURANCE INC -A (18.000 SHS) 2,246 2,246
    GOODYEAR TIRE & RUBBER CO (272.000 SHS) 2,968 2,968
    GLU MOBILE INC (142.000 SHS) 1,279 1,279
    GLAUKOS CORP (52.000 SHS) 3,914 3,914
    GLATFELTER CORP (96.000 SHS) 1,572 1,572
    GLADSTONE COMMERCIAL CORP (135.000 SHS) 2,430 2,430
    GLACIER BANCORP INC (71.000 SHS) 3,267 3,267
    GROUP 1 AUTOMOTIVE INC (17.000 SHS) 2,229 2,229
    INTERCEPT PHARMACEUTICALS IN (46.000 SHS) 1,136 1,136
    GROUPON INC (44.000 SHS) 1,672 1,672
    H&E EQUIPMENT SERVICES INC (69.000 SHS) 2,057 2,057
    HECLA MINING CO (558.000 SHS) 3,616 3,616
    HEARTLAND FINANCIAL USA INC (39.000 SHS) 1,574 1,574
    HEALTHSTREAM INC (87.000 SHS) 1,900 1,900
    HEALTHEQUITY INC (67.000 SHS) 4,671 4,671
    HEALTHCARE SERVICES GROUP INC (84.000 SHS) 2,360 2,360
    HEALTHCARE REALTY TRUST INC (64.000 SHS) 1,894 1,894
    HAYNES INTERNATIONAL INC (65.000 SHS) 1,550 1,550
    HAWKINS INC (42.000 SHS) 2,197 2,197
    HAWAIIAN HOLDINGS INC (66.000 SHS) 1,168 1,168
    HARSCO CORP (90.000 SHS) 1,618 1,618
    HARBORONE BANCORP INC (287.000 SHS) 3,117 3,117
    HANNON ARMSTRONG SUSTAINABLE (73.000 SHS) 4,630 4,630
    HANMI FINANCIAL CORPORATION (153.000 SHS) 1,735 1,735
    HAMILTON LANE INC-CLASS A (31.000 SHS) 2,420 2,420
    HALOZYME THERAPEUTICS INC (129.000 SHS) 5,510 5,510
    GUESS INC (75.000 SHS) 1,697 1,697
    INTERDIGITAL INC (39.000 SHS) 2,367 2,367
    HMS HOLDINGS CORP (103.000 SHS) 3,785 3,785
    INTERNATIONAL BANCSHARES CORP (54.000 SHS) 2,022 2,022
    LIVEPERSON INC (67.000 SHS) 4,169 4,169
    LIVENT CORP (198.000 SHS) 3,730 3,730
    LIVANOVA PLC (44.000 SHS) 2,913 2,913
    LITHIA MOTORS INC-A (21.000 SHS) 6,146 6,146
    LINDSAY CORP (16.000 SHS) 2,055 2,055
    LIMONEIRA CO (100.000 SHS) 1,665 1,665
    LIGAND PHARMACEUTICALS INC-B (20.000 SHS) 1,989 1,989
    LIBERTY OILFIELD SERVICES -A (118.000 SHS) 1,217 1,217
    LIBERTY LATIN AMERIC-CL A-WI (225.000 SHS) 2,504 2,504
    LHC GROUP INC (28.000 SHS) 5,973 5,973
    LGI HOMES INC (26.000 SHS) 2,752 2,752
    LEXINGTON CORPORATE PROPERTIES TRUST (187.000 SHS) 1,986 1,986
    LENNAR CORP-B SHS (1.000 SHS) 61 61
    LCI INDS (25.000 SHS) 3,242 3,242
    LA-Z-BOY INC (80.000 SHS) 3,187 3,187
    LIVERAMP HLDGS INC (73.000 SHS) 5,343 5,343
    LAUREATE EDUCATION INC-A (125.000 SHS) 1,820 1,820
    LOUISIANA PACIFIC CORP (88.000 SHS) 3,271 3,271
    LUXFER HOLDINGS PLC (100.000 SHS) 1,642 1,642
    MARRIOTT VACATIONS WORLDWIDE CORP (39.000 SHS) 5,352 5,352
    MARCUS CORP (108.000 SHS) 1,456 1,456
    MANTECH INTERNATIONAL CORP (34.000 SHS) 3,024 3,024
    MANITOWOC COMPANY INC (115.000 SHS) 1,531 1,531
    MALIBU BOATS INC-A (21.000 SHS) 1,311 1,311
    MAGNITE INC (101.000 SHS) 3,102 3,102
    MAGELLAN HEALTH INC (24.000 SHS) 1,988 1,988
    MADRIGAL PHARMACEUTICALS INC (11.000 SHS) 1,223 1,223
    MACY'S INC (505.000 SHS) 5,681 5,681
    MACROGENICS INC (78.000 SHS) 1,783 1,783
    MACOM TECHNOLOGY SOLUTIONS HLDGS INC (61.000 SHS) 3,357 3,357
    MACK-CALI REALTY CORP (98.000 SHS) 1,221 1,221
    MACERICH COMPANY (190.000 SHS) 2,027 2,027
    INTERFACE INC (159.000 SHS) 1,670 1,670
    M/I SCHOTTENSTEIN HOMES INC (41.000 SHS) 1,816 1,816
    LUMINEX CORP (96.000 SHS) 2,220 2,220
    LATTICE SEMICONDUCTOR (130.000 SHS) 5,957 5,957
    SEAWORLD ENTERTAINMENT INC (86.000 SHS) 2,717 2,717
    LAKELAND BANCORP INC (338.000 SHS) 4,293 4,293
    JOHN BEAN TECHNOLOGIES CORP (24.000 SHS) 2,733 2,733
    INTRA CELLULAR THERAPIES INC (97.000 SHS) 3,085 3,085
    INVESTORS BANCORP INC NEW (250.000 SHS) 2,640 2,640
    INVITAE CORP (109.000 SHS) 4,557 4,557
    IRHYTHM TECHNOLOGIES INC (29.000 SHS) 6,879 6,879
    IRIDIUM COMMUNICATIONS INC (124.000 SHS) 4,876 4,876
    IROBOT CORP (26.000 SHS) 2,088 2,088
    JOHN B. SANFILIPPO & SON INC (25.000 SHS) 1,972 1,972
    IRONWOOD PHARMACEUTICALS INC (154.000 SHS) 1,754 1,754
    ISTAR INC (99.000 SHS) 1,470 1,470
    ITRON INC (33.000 SHS) 3,165 3,165
    J2 GLOBAL INC (42.000 SHS) 4,103 4,103
    JACK IN THE BOX INC (24.000 SHS) 2,227 2,227
    JAMES RIVER GROUP HOLDINGS L (43.000 SHS) 2,113 2,113
    JELD-WEN HOLDING INC (72.000 SHS) 1,826 1,826
    KADANT INC (10.000 SHS) 1,410 1,410
    KADMON HOLDINGS INC (298.000 SHS) 1,237 1,237
    LANCASTER COLONY CORP (14.000 SHS) 2,572 2,572
    KAMAN CORP-A (34.000 SHS) 1,942 1,942
    KURA ONCOLOGY INC (87.000 SHS) 2,841 2,841
    KRYSTAL BIOTECH INC (33.000 SHS) 1,980 1,980
    KALVISTA PHARMACEUTICALS INC (74.000 SHS) 1,405 1,405
    KORN FERRY (66.000 SHS) 2,871 2,871
    KONTOOR BRANDS INC (48.000 SHS) 1,947 1,947
    KODIAK SCIENCES INC (31.000 SHS) 4,554 4,554
    KNOWLES CORP (123.000 SHS) 2,267 2,267
    KNOLL INC (176.000 SHS) 2,584 2,584
    KRATOS DEFENSE & SECURITY SOLUTIONS (129.000 SHS) 3,538 3,538
    KINSALE CAPITAL GROUP INC (18.000 SHS) 3,602 3,602
    KENNEDY-WILSON HOLDINGS INC (111.000 SHS) 1,986 1,986
    KENNAMETAL INC (66.000 SHS) 2,392 2,392
    KBR INC (123.000 SHS) 3,804 3,804
    KB HOME (74.000 SHS) 2,480 2,480
    KAR AUCTION SERVICES INC (93.000 SHS) 1,731 1,731
    KITE REALTY GROUP TRUST (134.000 SHS) 2,005 2,005

    TY 2020 InvestmentsGovtObligationsSch
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    US Government Securities - End of Year Book Value:

    786,115
    US Government Securities - End of Year Fair Market Value:

    786,115
    State & Local Government Securities - End of Year Book Value:


    454,226
    State & Local Government Securities - End of Year Fair Market Value:


    454,226


    TY 2020 InvestmentsOtherSchedule2
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
    0.23% GENERATION IM CLIMATE SOLUTIONS FUND II (CAYMAN), LP FMV 1,138,365 1,138,365
    JMF LIQUIDATING COMPANY, LLC FMV 150,968 150,968
    1.68% BOSTON COMMON INTERNATIONAL SUSTANABLE CLIMATE FUND, LLC FMV 4,283,206 4,283,206
    1.388% BRIDGE WORKFORCE AND AFFORDABLE HOUSING FUND-R2, LP FMV 1,034,704 1,034,704
    0.46% FARALLON CAPITAL F5 INVESTORS I, LP FMV 2,648,189 2,648,189
    0.10% GENERATION IM GLOBAL EQUITY FUND, LLC FMV 6,961,035 6,961,035
    1.48% SUMMIT PARTNERS SUSTAINABLE OPPORTUNITIES L/S FUND LTD FMV 3,513,541 3,513,541
    1.08% LYME FOREST FUND III TE, LP FMV 358,549 358,549
    1.45% LYME FOREST FUND IV TE, LP FMV 730,128 730,128
    1.21% LYME FOREST FUND V FB, LP FMV 516,928 516,928
    .99% THE LYME CONSERVATION OPPORTUNITIES FUND, LP FMV 119,399 119,399
    RPT RLTY (338.000 SHS) FMV 2,924 2,924
    VANGUARD S/T BOND INDEX-ADM (37,720.273 SHS) FMV 410,019 410,019
    DFA EMERG MKTS SOCIAL CORE (111,517.256 SHS) FMV 1,750,821 1,750,821
    ISHARES 0-5 YEAR TIPS BOND ETF (5,710.000 SHS) FMV 596,295 596,295
    ISHARES TRUST 1-5YR INVST BD ETF (5,316.000 SHS) FMV 293,284 293,284
    2.89% LIBRA FOSSIL FUEL FREE FUND, LP FMV 4,918,404 4,918,404
    ACCESS CAPITAL COMMUNITY INVESTMENT (132,129.680 SHS) FMV 1,202,380 1,202,380

    TY 2020 OtherAssetsSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Description Beginning of Year - Book Value End of Year - Book Value End of Year - Fair Market Value
    RECEIVABLE FROM BROKER 4,844 478 478


    TY 2020 OtherExpensesSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    INSURANCE 1,625 0   1,625
    DUES AND REGISTRATION FEES 1,366 0   1,366
    OFFICE EXPENSES 902 0   902
    OTHER PARTNERSHIP EXPENSES 313,753 311,280   0


    TY 2020 OtherIncomeSchedule2
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
    SECURITIES LITIGATION PROCEEDS 691 691 691
    OTHER INCOME (LOSS) -14,935 -14,935 -14,935
    OTHER PARTNERSHIP INCOME(LOSS) THROUGH K-1S -4,854 12,911 -4,854


    TY 2020 OtherIncreasesSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Description Amount
    UNREALIZED GAIN ON INVESTMENTS 5,228,540


    TY 2020 OtherProfessionalFeesSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    GMA FOUNDATIONS INC. - GRANT ADMINISTRATION 57,536 0   57,536
    INVESTMENT MANAGEMENT AND CUSTODY FEES 165,031 165,031   0
    CONCORDIA WEALTH MANAGEMENT - ACCOUNTING & ADMIN FEES 16,500 0   16,500


    TY 2020 TaxesSchedule
    Name:
    LOOKOUT FOUNDATION INC
     
    C/O GMA FOUNDATIONS
    EIN:
    27-2981081
    Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
    FOREIGN TAXES PAID 20,257 20,257   0