New York State Common Retirement Fund

Asset Listing as of March 31, 2021

Domestic and International Equity 1 - 77

Public Equity Funds 78

Global Fixed Income 79 - 100

Mortgage Holdings 101 - 104

Real Estate Investments 105 - 106

Short-Term Investments 107 - 108

Alternative Investments Assets:

Private Equity Investments 109 - 113

Private Equity Investments / Fund of Funds Listing 114 - 119

Opportunistic/ARS Investments 120

Real Assets Investments 121

Credit Investments 122

DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

10X GENOMICS INC - CLASS A 160,611 $ 20,820,380 $ 29,070,592
1-800-FLOWERS.COM INC - CLASS A 21,700 260,605 599,138
1LIFE HEALTHCARE INC 71,200 1,759,291 2,782,497
1ST CONSTITUTION BANCORP 8,100 177,876 142,642
1ST SOURCE CORP 15,560 503,403 740,346
2U INC 149,741 8,258,078 5,724,599
361 DEGREES INTERNATIONAL LTD 218,941 48,855 62,520
3D SYSTEMS CORP 107,800 1,508,584 2,958,033
3I GROUP PLC 239,500 2,987,064 3,811,605
3M COMPANY 1,188,877 99,804,416 229,072,821
4D MOLECULAR THERAPEUTICS INC 3,500 140,989 151,831
4IMPRINT GROUP PLC 4,634 158,808 156,642
77 BANK LTD/THE 36,500 721,633 515,625
888 HOLDINGS PLC 166,889 488,332 909,515
89BIO INC 8,100 212,603 191,809
8X8 INC 95,100 1,231,314 3,085,045
908 DEVICES INC 40,997 1,988,239 1,988,355
A&A MATERIAL CORP 2,300 32,799 23,105
A&D COMPANY LTD 26,800 211,519 301,713
A.G. BARR PLC 8,464 59,059 57,339
A.O. SMITH CORP 533,547 25,451,676 36,073,114
A10 NETWORKS INC 186,302 1,627,683 1,790,363
A2A SPA 1,567,700 1,988,403 2,859,589
AAK AB 127,763 2,086,035 2,897,876
AALBERTS INDUSTRIES NV - RIGHTS 98,760 3,074,913 5,014,339
AAON INC 37,100 749,578 2,597,372
AAR CORP 48,538 1,517,301 2,021,609
AARON'S COMPANY INC/THE 170,895 2,853,109 4,388,585
AARTI DRUGS LTD 31,735 309,393 301,362
ABB LTD 803,103 20,225,403 24,370,847
ABBOTT LABORATORIES 3,645,303 107,536,612 436,853,113
ABBVIE INC 3,872,042 160,407,361 419,032,386
ABC-MART INC 51,400 2,676,574 2,902,589
ABEONA THERAPEUTICS INC 28,300 179,779 53,205
ABERCROMBIE FITCH COMPANY - CLASS A 57,000 1,111,549 1,955,671
ABERTIS INFRAESTRUCTURAS SA 70,959 1,725,026 459,525
ABIOMED INC 247,506 33,508,351 78,887,588
ABIST COMPANY LTD 1,500 42,705 42,286
ABM INDUSTRIES INC 60,100 1,766,479 3,065,702
ABN AMRO GROUP NV 626,353 5,513,919 7,626,543
ACACIA RESEARCH CORP 33,093 219,005 220,069
ACADEMY SPORTS AND OUTDOORS INC 30,768 699,666 830,429
ACADIA HEALTHCARE COMPANY INC 373,693 17,146,930 21,352,819
ACADIA PHARMACEUTICALS INC 121,300 5,860,854 3,129,541
ACADIA REALTY TRUST 77,300 2,010,277 1,466,382
ACC LTD 68,591 1,705,198 1,785,518
ACCEL ENTERTAINMENT INC 38,700 348,300 422,992
ACCELERATE DIAGNOSTICS INC 24,400 566,420 203,009
ACCELERON PHARMA INC 289,986 23,068,728 39,325,002
ACCELL GROUP NV 48,589 1,564,492 2,247,148
ACCENTURE PLC - CLASS A 1,508,631 146,361,089 416,759,315
ACCIONA SA 11,650 1,449,627 1,956,623
ACCO BRANDS CORP 266,100 2,319,616 2,245,885
ACCOLADE INC 27,388 1,098,209 1,242,595
ACCOR SA 127,083 4,717,575 4,803,440
ACCTON TECHNOLOGY CORP 3,727,000 26,375,141 36,051,310
ACCURAY INC 222,100 1,118,769 1,099,396
ACELRX PHARMACEUTICALS INC 57,000 144,780 96,901
ACER INC 5,448,000 4,677,436 6,004,964
ACI WORLDWIDE INC 785,029 16,392,609 29,870,354
ACNB CORP 7,800 204,217 228,541
ACTIVISION BLIZZARD INC 1,789,307 91,179,936 166,405,552
ACUITY BRANDS INC 315,930 39,418,711 52,128,451
ACUSHNET HOLDINGS CORP 31,400 707,970 1,297,763
ACUTUS MEDICAL INC 13,479 343,055 180,215
ADAIRS LTD 161,529 300,456 467,510
ADAMS RESOURCES & ENERGY INC 3,600 96,084 100,837
ADANI PORTS & SPECIAL ECONOMIC ZONE LTD 468,869 3,377,081 4,504,401
ADAPTHEALTH CORP 150,180 5,001,451 5,520,618
ADAPTIVE BIOTECHNOLOGIES CORP 128,744 4,895,067 5,183,234
ADBRI LTD 665,209 1,184,675 1,763,165
ADDNODE GROUP AB 3,666 87,199 110,196
ADDUS HOMECARE CORP 18,686 1,180,955 1,954,370
ADEVINTA ASA 1,211,037 13,125,918 17,861,213
ADIDAS AG 304,443 56,461,459 95,249,518
ADIENT PLC 81,400 2,059,452 3,597,881

Domestic and International Equity

1
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ADMA BIOLOGICS INC 40,500 180,477 71,281
ADMIRAL GROUP PLC 35,300 1,054,783 1,510,294
ADOBE INC 1,038,271 63,992,667 493,562,886
ADT INC 222,063 1,788,724 1,874,213
ADTALEM GLOBAL EDUCATION INC 61,600 2,133,311 2,435,665
ADTRAN INC 40,700 779,392 678,877
ADVA OPTICAL NETWORKING SE 2,935 25,643 34,910
ADVANCE AUTO PARTS INC 71,900 5,274,613 13,192,932
ADVANCE RESIDENCE INVESTMENT CORP 1,732 4,689,425 5,438,951
ADVANCED DRAINAGE SYSTEMS INC 171,719 10,732,066 17,754,028
ADVANCED EMISSIONS SOLUTIONS INC 8,588 96,117 47,235
ADVANCED ENERGY INDUSTRIES INC 308,443 9,731,109 33,672,723
ADVANCED MICRO DEVICES INC 2,720,605 130,804,711 213,567,493
ADVANSIX INC 58,900 1,332,717 1,579,699
ADVANTAGE RISK MANAGEMENT COMPANY LTD 5,600 48,573 37,655
ADVANTEST CORP 65,000 1,186,483 5,694,118
ADVERUM BIOTECHNOLOGIES INC 78,700 847,066 775,982
ADYEN NV 15,848 28,379,942 35,454,885
AECI LTD 137,757 909,433 965,384
AECOM 180,500 5,590,772 11,571,855
AECON GROUP INC 6,400 96,368 98,939
AEGION CORP 26,700 480,716 767,625
AEGLEA BIOTHERAPEUTICS INC 31,100 266,321 246,312
AEGON NV 827,870 2,802,607 3,940,632
AEKYUNG PETROCHEMICAL COMPANY LTD 2,853 24,300 29,242
AENA SA 14,390 2,351,954 2,339,008
AEON CREDIT SERVICE COMPANY LTD 168,000 2,059,720 2,257,738
AEON MOTOR COMPANY LTD 21,000 27,685 30,801
AERCAP HOLDINGS NV 545,481 26,459,487 32,041,554
AERIE PHARMACEUTICALS INC 119,450 2,201,147 2,134,571
AEROJET ROCKETDYNE HOLDINGS INC 65,020 1,415,544 3,053,339
AEROVIRONMENT INC 26,700 1,528,814 3,098,802
AES CORP/THE 646,590 8,843,329 17,335,078
AES GENER SA 3,194,321 766,478 542,688
AEW UK REIT PLC 65,951 75,667 75,706
AFFILIATED MANAGERS GROUP INC 56,668 10,103,212 8,445,232
AFFIMED THERAPEUTICS BV 154,300 606,764 1,220,513
AFFIN HOLDINGS 231,400 139,624 96,545
AFFLE (INDIA) LTD 2,800 209,490 209,015
AFLAC INC 1,830,607 49,442,444 93,690,466
AFREECATV COMPANY LTD 9,906 716,114 687,096
AFRICAN RAINBOW MINERALS LTD 49,711 747,585 936,265
AFTERPAY TOUCH GROUP LTD 129,224 13,034,068 9,989,981
AFYA LTD - CLASS A 153,228 3,333,607 2,848,509
AGCO CORP 62,000 2,189,931 8,906,300
AGEAS 75,391 3,056,926 4,568,579
AGENUS INC 126,800 632,282 344,896
AGF MANAGEMENT LTD - CLASS B 8,300 45,077 49,463
AGILE PROPERTY HOLDINGS LTD 1,350,000 1,804,943 2,212,247
AGILE THERAPEUTICS INC 44,300 125,369 92,144
AGILENT TECHNOLOGIES INC 402,633 21,534,865 51,190,760
AGILYSYS INC 121,396 3,191,930 5,822,152
AGIOS PHARMACEUTICALS INC 70,104 5,391,143 3,620,171
AGNC INVESTMENT CORP 527,500 9,932,566 8,840,900
AGNICO-EAGLE MINES LTD 113,812 6,401,372 6,579,472
AGREE REALTY CORP 53,800 2,960,444 3,621,278
AGROFRESH SOLUTIONS INC 32,500 88,237 65,000
AHRESTY CORP 5,500 28,873 23,991
AIA GROUP LTD 19,571,230 163,276,865 237,388,753
AICA KOGYO COMPANY 99,300 3,051,259 3,585,584
AICHI TOKEI DENKI COMPANY LTD 876 30,447 34,485
AIN HOLDINGS INC 77,756 5,002,308 5,024,234
AIPHONE COMPANY LTD 1,800 26,131 30,119
AIR CANADA 1,008,563 15,503,380 20,984,145
AIR LEASE COMPANY 121,800 4,343,322 5,968,200
AIR LIQUIDE SA 137,861 17,913,780 22,570,505
AIR PRODUCTS & CHEMICALS INC 431,900 34,512,114 121,510,746
AIR TRANSPORT SERVICES GROUP INC 77,298 1,281,731 2,261,739
AIRBOSS OF AMERICA CORP 14,100 196,239 451,546
AIRBUS GROUP NV 1,319,593 123,718,056 149,725,591
AIRPORTS OF THAILAND PCL 1,868,300 4,064,524 4,125,206
AISAN INDUSTRY COMPANY LTD 12,600 55,994 76,512
AJU CAPITAL COMPANY LTD 10,708 90,650 102,657
AKAMAI TECHNOLOGIES INC 243,150 19,076,439 24,776,985
AKATSUKI INC 14,400 662,615 583,167
AKBANK TAS 1,483,223 1,125,054 840,515

Domestic and International Equity

2
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

AKEBIA THERAPEUTICS INC 119,302 1,430,561 403,837
AKER SOLUTIONS ASA 70,217 52,837 49,847
AKERNA CORP 10,700 95,444 52,858
AKERO THERAPEUTICS INC 13,400 308,845 388,734
AKITA BANK LTD/THE 3,800 106,088 50,380
AKOUOS INC 17,500 350,288 242,725
AKOUSTIS TECHNOLOGIES INC 27,310 197,960 364,315
AKSA AKRILIK KIMYA SANAYII AS 378,733 834,544 741,335
AL RAJHI BANK 216,083 3,829,319 5,692,460
ALAMO GROUP INC 9,000 680,705 1,405,350
ALARM.COM HOLDINGS INC 1,088,408 52,164,565 94,016,683
ALASKA AIR GROUP INC 119,786 2,438,077 8,290,389
ALASKA COMMUNICATIONS SYSTEMS GROUP INC 28,800 72,576 93,600
ALBANY INTERNATIONAL CORP - CLASS A 355,619 14,521,456 29,683,518
ALBEMARLE CORP 330,975 22,793,969 48,358,757
ALBERTSONS COMPANIES INC 274,530 4,357,824 5,235,287
ALBIREO PHARMA INC 15,000 533,266 528,750
ALCOA CORP 165,800 1,901,816 5,386,842
ALCON INC 241,641 16,453,711 16,979,956
ALDAR PROPERTIES PJSC 642,510 501,396 657,702
ALDREES PETROLEUM AND TRANSPORT SERVICES COMPANY 34,595 602,006 656,774
ALECTOR INC 42,400 853,812 853,936
ALEMBIC PHARMACEUTICALS LTD 50,261 543,139 663,341
ALERUS FINANCIAL CORP 13,700 264,708 407,986
ALEXANDER & BALDWIN INC 190,592 3,253,099 3,200,040
ALEXANDER'S INC 2,000 799,995 554,600
ALEXANDRIA REAL ESTATE EQUITIES INC 182,949 20,969,562 30,058,521
ALEXION PHARMACEUTICALS INC 278,200 32,991,852 42,539,562
ALGONQUIN POWER & UTILITIES CORP 220,421 2,492,910 3,491,731
ALIBABA GROUP HOLDING LTD 2,342,492 63,848,902 66,287,421
ALIBABA GROUP HOLDING LTD - SPONSORED ADR 1,554,467 265,218,203 352,444,303
ALIBABA HEALTH INFORMATION TECHNOLOGY LTD 3,980,000 12,836,589 11,262,533
ALICO INC 5,200 232,441 155,272
ALIGN TECHNOLOGY INC 91,100 9,843,913 49,333,383
ALIGOS THERAPEUTICS INC 9,700 299,184 220,578
ALIMENTATION COUCHE-TARD INC - CLASS B 597,546 16,749,592 19,264,482
ALINCO INC 3,300 35,863 29,416
ALK-ABELLO A/S 2,610 780,280 994,019
ALKERMES PLC 177,600 10,928,301 3,317,568
ALLAKOS INC 23,700 1,423,078 2,720,286
ALLEGHANY CORP 15,643 7,831,900 9,797,054
ALLEGHENY TECHNOLOGIES INC 706,459 12,028,637 14,878,027
ALLEGIANCE BANCSHARES INC 17,100 487,724 693,234
ALLEGIANT TRAVEL COMPANY 58,342 7,402,459 14,238,949
ALLEGION PLC 126,400 9,034,757 15,878,368
ALLEGRO MICROSYSTEMS INC 50,300 1,452,675 1,275,105
ALLETE INC 127,200 8,128,760 8,546,568
ALLIANCE DATA SYSTEMS CORP 152,695 22,039,362 17,115,583
ALLIANCE FINANCIAL GROUP BERHAD 88,600 59,869 56,624
ALLIANCE PHARMA PLC 8,418 10,868 10,917
ALLIANT ENERGY CORP 247,000 5,788,523 13,377,520
ALLIANZ MALAYSIA BERHAD 17,000 58,046 55,348
ALLIANZ SE 262,858 44,933,255 67,054,778
ALLIED MOTION TECHNOLOGIES INC 7,400 175,040 379,842
ALLISON TRANSMISSION HOLDINGS INC 126,024 4,578,657 5,145,560
ALLOGENE THERAPEUTICS INC 48,900 1,560,176 1,726,170
ALLOVIR INC 21,300 586,407 498,420
ALLREAL HOLDING AG 747 134,435 151,122
ALLSCRIPTS HEALTHCARE SOLUTIONS INC 140,400 1,765,636 2,108,106
ALLSTATE CORP/THE 742,201 38,086,538 85,278,895
ALLY FINANCIAL INC 443,064 10,731,252 20,030,923
ALMIRALL SA 133,662 2,043,107 2,031,212
ALNYLAM PHARMACEUTICALS INC 184,454 19,489,238 26,043,060
ALPEK SAB DE CV 254,154 170,789 236,882
ALPEN COMPANY LTD 7,800 121,304 167,576
ALPHA & OMEGA SEMICONDUCTOR LTD 18,300 184,638 598,410
ALPHA PRO TECH LTD 1,800 31,608 17,568
ALPHA SYSTEMS INC 6,800 173,461 221,538
ALPHABET INC - CLASS A 676,611 377,109,002 1,395,523,720
ALPHABET INC - CLASS C 756,807 413,139,817 1,565,553,664
ALPHATEC HOLDINGS INC 517,047 2,986,846 8,164,172
ALPINE INCOME PROPERTY TRUST INC 6,300 92,295 109,368
ALS LTD 582,626 2,629,618 4,295,569
ALSO HOLDING AG 3,969 453,501 1,142,856
ALSTOM SA 31,310 1,790,767 1,564,678
ALSTRIA OFFICE REIT-AG 165,243 2,739,911 2,676,215

Domestic and International Equity

3
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ALTA EQUIPMENT GROUP INC 152,250 1,229,284 1,979,250
ALTABANCORP 15,700 366,239 660,028
ALTAGAS LTD 9,081 142,130 151,296
ALTAIR ENGINEERING INC - CLASS A 106,300 3,643,422 6,651,191
ALTECH CORP 1,900 38,369 37,673
ALTEN 136 15,038 16,000
ALTERYX INC - CLASS A 465,124 36,309,017 38,586,687
ALTIA OYJ 3,447 31,216 43,105
ALTICE USA INC 221,000 5,413,260 7,189,130
ALTISOURCE PORTFOLIO SOLUTIONS SA 3,000 66,577 27,570
ALTRA INDUSTRIAL MOTION CORP 672,154 22,105,042 37,183,559
ALTRIA GROUP INC 3,564,900 73,038,053 182,380,284
ALTUS GROUP LTD 172,473 6,609,848 8,293,964
ALUMINA LTD 3,844,060 5,430,157 5,094,421
ALX ONCOLOGY HOLDINGS INC 23,811 1,516,967 1,755,823
AMADA COMPANY 169,900 2,013,057 1,897,345
AMADEUS IT HOLDING SA 749,211 42,411,055 53,167,470
AMALGAMATED FINANCIAL CORP 16,977 284,714 281,648
AMARA RAJA BATTERIES LTD 16,451 155,711 192,110
A-MARK PRECIOUS METALS INC 5,200 93,808 187,200
AMAZON.COM INC 935,200 575,016,920 2,893,583,616
AMBAC FINANCIAL GROUP INC 39,800 867,384 666,252
AMBARELLA INC 30,500 2,650,776 3,061,895
AMBU A/S 13,247 294,979 623,627
AMC ENTERTAINMENT HOLDINGS INC 177,300 2,555,281 1,810,233
AMC NETWORKS INC - CLASS A 35,700 808,597 1,897,812
AMCOR PLC 2,240,500 21,870,027 26,169,040
AMDOCS LTD 424,903 24,447,022 29,806,945
AMEDISYS INC 50,631 8,936,124 13,406,582
AMERANT BANCORP INC 19,800 390,456 367,686
AMERCO 16,800 6,088,941 10,291,680
AMEREN CORP 240,900 10,827,488 19,599,624
AMERESCO INC - CLASS A 61,138 1,603,036 2,973,141
AMERICAN AIRLINES GROUP INC 605,277 14,960,422 14,466,120
AMERICAN ASSETS TRUST INC 78,126 2,981,443 2,534,407
AMERICAN AXLE & MANUFACTURING HOLDINGS INC 1,012,464 8,838,128 9,780,402
AMERICAN CAMPUS COMMUNITIES INC 130,397 5,708,735 5,629,238
AMERICAN EAGLE OUTFITTERS INC 287,467 5,560,532 8,405,535
AMERICAN ELECTRIC POWER COMPANY INC 1,032,027 46,762,057 87,412,687
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY 85,071 2,181,685 2,682,289
AMERICAN EXPRESS COMPANY 1,589,039 72,217,834 224,753,676
AMERICAN FINANCE TRUST INC 204,183 1,928,127 2,005,077
AMERICAN FINANCIAL GROUP INC 81,200 4,161,705 9,264,920
AMERICAN HOMES 4 RENT - CLASS A 289,368 5,648,240 9,647,529
AMERICAN INTERNATIONAL GROUP INC 2,170,652 175,068,938 100,305,829
AMERICAN NATIONAL BANKSHARES INC 9,300 280,036 307,551
AMERICAN NATIONAL GROUP INC 8,606 1,009,127 928,329
AMERICAN OUTDOOR BRANDS INC 13,300 191,374 335,160
AMERICAN PUBLIC EDUCATION INC 14,300 457,589 509,509
AMERICAN REALTY INVESTORS INC 5,700 88,407 50,331
AMERICAN SOFTWARE INC - CLASS A 493,416 2,259,733 10,213,711
AMERICAN STATES WATER COMPANY 34,200 1,294,497 2,586,204
AMERICAN SUPERCONDUCTOR CORP 24,700 343,513 468,312
AMERICAN TOWER CORP 865,661 60,934,799 206,944,919
AMERICAN VANGUARD CORP 24,000 353,835 489,840
AMERICAN WATER WORKS COMPANY 336,550 27,653,042 50,455,576
AMERICAN WELL CORP - CLASS A 62,100 1,842,135 1,078,677
AMERICAN WOODMARK CORP 15,300 1,026,310 1,508,274
AMERICA'S CAR-MART INC 10,900 896,248 1,660,833
AMERICOLD REALTY TRUST 275,130 9,335,610 10,584,251
AMERIPRISE FINANCIAL INC 144,270 18,900,634 33,535,561
AMERIS BANCORP 425,795 16,606,795 22,358,495
AMERISAFE INC 68,346 3,668,456 4,374,144
AMERISOURCEBERGEN CORP 181,414 19,174,277 21,419,551
AMES NATIONAL CORP 9,300 233,640 237,894
AMETEK INC 382,750 23,024,556 48,888,657
AMGEN INC 1,216,190 90,588,904 302,600,234
AMICA SA 97 3,762 3,638
AMICUS THERAPEUTICS INC 957,077 15,189,502 9,455,921
AMKOR TECHNOLOGIES INC 89,143 823,479 2,113,581
AMMB HOLDINGS BERHAD 580,216 598,486 409,992
AMN HEALTHCARE SERVICES INC 146,141 6,924,408 10,770,592
AMNEAL PHARMACEUTICALS INC - CLASS A 85,400 1,293,021 574,742
AMPHASTAR PHARMACEUTICALS INC 32,100 544,326 588,072
AMPHENOL CORP - CLASS A 1,271,084 41,307,899 83,853,411
AMPLIFON SPA 86,864 1,908,427 3,240,377

Domestic and International Equity

4
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

AMPOC FAR-EAST COMPANY LTD 114,000 112,256 156,219
AMPOL LTD 350,351 6,856,212 6,551,041
AMSTERDAM COMMODITIES NV 66 1,455 1,656
AMYRIS INC 118,778 1,088,151 2,268,660
ANADOLU EFES BIRACILIK VE MALT SANAYII AS 685,469 1,978,268 1,745,922
ANALOG DEVICES INC 1,156,190 124,651,888 179,301,945
ANAPLAN INC 900,454 37,906,379 48,489,448
ANAPTYSBIO INC 20,766 1,251,847 447,507
ANAVEX LIFE SCIENCES CORP 42,600 281,380 636,870
ANDERSONS INC/THE 27,700 915,583 758,426
ANDHRA SUGARS LTD 8,735 38,594 34,748
ANDRITZ AG 150,353 6,608,707 6,775,057
ANEST IWATA CORP 2,600 19,594 24,306
ANGIODYNAMICS INC 32,400 535,879 758,160
ANGION BIOMEDICA CORP 2,900 54,099 52,403
ANGLER GAMING PLC 115,090 370,147 356,508
ANGLO AMERICAN PLATINUM CORP 43,096 2,097,318 6,281,152
ANGLO AMERICAN PLC 449,795 13,314,857 17,640,048
ANHEUSER-BUSCH INBEV SA/NV 786,784 47,372,342 49,703,014
ANHEUSER-BUSCH INBEV SA/NV - SPONSORED ADR 3,212 224,735 201,874
ANHUI CONCH CEMENT COMPANY LTD - H SHARES 1,638,000 8,780,988 10,650,387
ANHUI TRANSPORT CONSULTING & DESIGN INSTITUTE COMPANY LTD 317,240 458,006 454,444
ANHUI ZHONGDING SEALING PARTS COMPANY LTD 1,580,449 2,534,329 2,396,592
ANI PHARMACEUTICALS INC 8,200 499,876 296,348
ANIKA THERAPEUTICS INC 12,400 474,806 505,796
ANNALY CAPITAL MANAGEMENT INC 1,566,500 15,734,864 13,471,900
ANNEXON INC 17,816 492,587 495,997
ANPEC ELECTRONICS CORP 177,000 506,827 927,400
ANRITSU CORP 203,800 4,545,275 4,455,935
ANSELL LTD 485,364 11,003,993 14,506,145
ANSYS INC 366,955 25,515,546 124,603,240
ANTA SPORTS PRODUCTS LTD 2,251,622 24,624,913 36,723,584
ANTARCHILE SA 2,751 34,460 34,267
ANTARES PHARMA INC 130,700 423,374 537,177
ANTERIX INC 11,100 408,952 523,476
ANTERO MIDSTREAM CORP 313,000 3,071,908 2,826,390
ANTERO RESOURCES CORP 216,300 727,099 2,206,260
ANTHEM INC 702,100 88,442,075 252,018,795
ANTOFAGASTA PLC 861,410 17,065,676 20,085,437
AO WORLD PLC 35,368 162,772 143,708
AOI ELECTRONICS COMPANY LTD 1,000 33,217 20,833
AON PLC 821,188 107,159,299 188,963,571
AP MOLLER-MAERSK A/S 11,000 20,738,575 25,614,140
AP THAILAND PUBLIC COMPANY LTD 3,492,700 870,864 916,484
APA CORP 429,600 16,712,962 7,689,840
APARTMENT INCOME REIT CORP 141,383 5,149,915 6,045,537
APARTMENT INVESTMENT AND MANAGEMENT COMPANY - CLASS A 135,983 714,590 834,936
APELLIS PHARMACEUTICALS INC 55,000 1,456,122 2,360,050
API GROUP CORP 162,848 2,131,449 3,361,183
APOGEE ENTERPRISES INC 23,500 809,010 960,680
APOLLO COMMERCIAL REAL ESTATE FINANCE INC 128,534 2,262,833 1,795,620
APOLLO GLOBAL MANAGEMENT INC 169,600 7,870,238 7,972,896
APOLLO MEDICAL HOLDINGS INC 17,949 320,426 486,238
APPEN LTD 108,455 2,645,280 1,307,633
APPFOLIO INC - A SHARES 411,092 43,206,154 58,132,520
APPIAN CORP 31,600 1,298,298 4,201,220
APPLE HOSPITALITY REIT INC 234,854 4,171,621 3,421,823
APPLE INC 32,311,842 363,320,090 3,946,891,500
APPLIED GENETIC TECHNOLOGIES CORP 37,900 212,824 192,153
APPLIED INDUSTRIAL TECHNOLOGIES INC 144,993 8,710,143 13,219,012
APPLIED MATERIALS INC 2,173,901 64,382,754 290,433,174
APPLIED MOLECULAR TRANSPORT INC 17,200 661,494 756,972
APPLIED OPTOELECTRONICS INC 13,700 142,696 114,532
APPLIED THERAPEUTICS INC 12,300 401,915 230,686
APREA THERAPEUTICS INC 8,400 349,302 42,840
APRIA INC 3,400 87,415 94,962
APTARGROUP INC 192,317 14,999,274 27,245,549
APTINYX INC 15,500 55,344 46,500
APTIV PLC 418,506 30,519,651 57,711,977
APYX MEDICAL CORP 27,980 222,868 270,287
AQUESTIVE THERAPEUTICS INC 10,000 50,400 52,000
ARAMARK CORP 270,409 9,160,662 10,216,052
ARATA CORP 4,500 272,481 199,751
ARAVIVE INC 200 2,822 1,318
ARBONIA AG 26,208 398,019 466,712
ARBOR REALTY TRUST INC 103,300 1,016,715 1,642,470

Domestic and International Equity

5
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ARCADIS 93,392 3,144,911 3,815,383
ARCADYAN TECHNOLOGY CORP 27,000 92,133 109,768
ARCBEST CORP 26,000 880,482 1,829,620
ARCELIK AS 1,112,239 3,422,032 4,496,664
ARCELORMITTAL 376,601 8,952,665 10,901,710
ARCELORMITTAL SA - NY REGISTERED 270,632 7,031,057 7,894,335
ARCH CAPITAL GROUP LTD 968,149 31,005,774 37,147,877
ARCHER-DANIELS-MIDLAND COMPANY 544,600 24,944,134 31,042,200
ARCHROCK INC 1,597,508 11,097,129 15,160,351
ARCONIC CORP 104,628 1,654,719 2,656,505
ARCOSA INC 43,800 1,689,965 2,850,942
ARCTIC PAPER SA 14,575 26,873 22,383
ARCTURUS THERAPEUTICS HOLDINGS INC 18,800 1,236,613 776,440
ARCUS BIOSCIENCES INC 38,200 495,644 1,072,656
ARCUTIS BIOTHERAPEUTICS INC 18,200 493,337 526,526
ARDAGH GROUP SA 12,400 262,026 315,084
ARDELYX INC 56,400 640,801 373,368
ARDMORE SHIPPING CORP 20,400 172,240 92,616
ARENA PHARMACEUTICALS INC 65,317 2,993,319 4,532,347
ARES COMMERCIAL REAL ESTATE CORP 26,500 327,237 363,580
ARES MANAGEMENT CORP - CLASS A 114,300 4,436,870 6,404,229
ARGAN INC 69,174 3,026,708 3,690,433
ARGENTEX GROUP PLC 9,756 24,361 17,229
ARGENX SE - ADR 126,496 15,910,891 34,835,733
ARGO GRAPHICS INC 2,300 54,615 66,086
ARGO GROUP INTERNATIONAL HOLDINGS LTD 29,404 1,354,424 1,479,609
ARGOSY PROPERTY LTD 97,571 102,311 98,059
ARIAKE JAPAN COMPANY LTD 54,565 3,424,844 3,313,404
ARISAWA MANUFACTURING COMPANY LTD 6,600 60,556 59,729
ARISTA NETWORKS INC 138,814 26,600,912 41,906,558
ARJO AB - B SHARES 392,911 1,344,710 2,932,306
ARLINGTON ASSET INVESTMENT CORP - CLASS A 28,300 521,802 114,332
ARLO TECHNOLOGIES INC 63,700 470,912 400,036
ARMADA HOFFLER PROPERTIES INC 100,139 1,156,130 1,255,743
ARMOUR RESIDENTIAL REIT INC 52,875 1,159,821 645,075
ARMSTRONG WORLD INDUSTRIES INC 55,800 3,038,140 5,027,022
ARNOLDO MONDADORI EDITORE SPA 47,223 60,328 86,471
ARRAY TECHNOLOGIES INC 309,025 13,137,987 9,215,125
ARROW ELECTRONICS INC 132,500 6,296,275 14,683,650
ARROW FINANCIAL CORP 13,632 313,946 454,082
ARROWHEAD PHARMACEUTICALS INC 366,822 5,349,157 24,323,967
ARTESIAN RESOURCES CORP - CLASS A 29,205 753,172 1,150,093
ARTHUR J. GALLAGHER & COMPANY 338,686 19,608,684 42,257,852
ARTISAN PARTNERS ASSET MANAGEMENT INC 252,778 7,829,257 13,187,428
ARTIZA NETWORKS INC 9,000 162,373 158,335
ARUHI CORP 81,100 1,238,726 1,324,756
ARVINAS INC 31,200 1,015,791 2,062,320
ARVIND LTD 146,806 60,683 132,221
AS ONE CORP 29,900 3,991,602 3,763,882
ASAHI COMPANY LTD 14,900 248,080 216,286
ASAHI GROUP HOLDINGS LTD 116,700 5,134,576 4,926,747
ASAHI INTECC COMPANY LTD 144,000 1,666,028 3,974,661
ASAHI KASEI CORP 1,023,200 8,829,122 11,801,524
ASAHI NET INC 16,900 128,402 123,729
ASAHI YUKIZAI CORP 22,200 446,700 301,357
ASBURY AUTOMOTIVE GROUP INC 24,304 2,265,329 4,775,736
ASCENCIO SCA 598 35,912 33,279
ASCENDIS PHARMA A/S - ADR 276,377 26,845,464 35,619,468
ASCOM HOLDING AG 11,847 106,635 183,026
ASE TECHNOLOGY HOLDING COMPANY LTD 4,673,797 16,005,957 17,608,845
ASGN INC 45,900 1,656,736 4,380,696
ASHLAND GLOBAL HOLDINGS INC 280,398 18,585,883 24,890,930
ASHTEAD GROUP PLC 1,474,463 53,266,335 88,024,880
ASIA CEMENT CHINA HOLDINGS CORP 2,194,007 2,524,897 2,249,193
ASIA PILE HOLDINGS CORP 33,100 201,879 159,958
ASIA PLUS GROUP HOLDINGS PUBLIC COMPANY LTD - NVDR 407,100 29,490 34,392
ASIA POLYMER CORP 202,000 164,607 174,156
ASIA TECH IMAGE INC 276,000 473,518 559,100
ASIAN PAINTS LTD 1,954,717 34,432,794 67,838,114
ASICS CORP 411,500 5,331,611 6,572,828
ASKA PHARMACEUTICAL COMPANY LTD 11,200 148,061 149,097
ASKUL CORP 16,600 587,570 635,457
ASM INTERNATIONAL NV 161,756 20,732,281 47,147,733
ASML HOLDING NV 712,377 158,820,076 432,861,709
ASML HOLDING NV - NY REGISTERED 8,768 718,338 5,413,012
ASOS PLC 366,063 7,841,067 27,949,861

Domestic and International Equity

6
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ASPEN AEROGELS INC 18,700 121,363 380,358
ASPEN GROUP INC 16,900 147,706 101,400
ASPEN PHARMACARE HOLDINGS LTD 189,800 1,241,214 1,855,551
ASPEN TECHNOLOGY INC 79,478 7,541,768 11,471,060
ASPIRA WOMEN'S HEALTH INC 60,500 309,456 408,375
ASPIRATIONAL CONSUMER LIFESTYLE CORP 495,632 5,647,220 4,961,276
ASR NEDERLAND NV 336,549 12,105,107 15,113,814
ASROCK INC 33,000 89,102 185,627
ASSA ABLOY AB - B SHARES 75,208 1,904,964 2,165,736
ASSECO POLAND SA 73,034 871,520 1,251,165
ASSEMBLY BIOSCIENCES INC 20,500 537,579 94,300
ASSETMARK FINANCIAL HOLDINGS INC 12,500 328,674 291,750
ASSICURAZIONI GENERALI SPA 205,300 2,744,243 4,116,392
ASSOCIATED BANC-CORP 166,531 3,415,610 3,553,772
ASSOCIATED BRITISH FOODS PLC 393,146 12,101,022 13,099,528
ASSOCIATED CAPITAL GROUP INC - CLASS A 3,000 96,818 107,580
ASSURANT INC 63,100 5,305,482 8,945,687
ASSURED GUARANTY LTD 89,636 2,765,777 3,789,810
ASTARTA HOLDING NV 1,078 9,753 10,928
ASTEC INDUSTRIES INC 45,340 2,417,927 3,419,543
ASTELLAS PHARMA INC 607,663 8,738,155 9,359,660
ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC 119,982 3,870,970 3,309,128
ASTRAL FOODS LTD 92,611 1,762,936 918,380
ASTRAL POLY TECHNIK LTD 80,860 973,961 1,788,152
ASTRAZENECA PLC 1,509,944 119,226,710 150,974,559
ASTRAZENECA PLC - SPONSORED ADR 2,763 126,038 137,376
ASTRO MALAYSIA HOLDINGS BERHAD 285,800 67,582 66,169
ASTRONICS CORP 18,700 453,624 337,348
ASURE SOFTWARE INC 5,348 34,013 40,859
ASUSTEK COMPUTER INC 1,562,000 12,975,342 20,392,002
ASX LTD 70,319 4,062,804 3,805,329
AT HOME GROUP INC 49,700 1,220,198 1,426,390
AT&T INC 14,377,652 318,882,944 435,211,526
ATARA BIOTHERAPEUTICS INC 70,300 1,971,755 1,009,508
ATEA ASA 5,500 94,411 93,682
ATEA PHARMACEUTICALS INC 13,800 524,726 852,150
ATEAM INC 13,400 111,198 208,458
ATENTO SA 15,193 277,588 318,901
ATHENE HOLDING LTD - CLASS A 138,500 6,703,250 6,980,400
ATHENEX INC 60,323 940,921 259,389
ATHERSYS INC 131,700 325,619 237,060
ATHIRA PHARMA INC 12,900 402,506 237,360
ATKORE INC 60,661 1,478,646 4,361,526
ATLANTIC CAPITAL BANCSHARES INC 17,600 283,349 424,160
ATLANTIC POWER CORP 69,800 194,067 201,722
ATLANTIC UNION BANKSHARES CORP 97,359 2,981,561 3,734,691
ATLANTICUS HOLDINGS CORP 4,915 59,078 149,072
ATLAS AIR WORLDWIDE HOLDINGS INC 23,600 1,102,274 1,426,384
ATLAS COPCO AB - A SHARES 123,545 6,964,366 7,534,908
ATLAS COPCO AB - B SHARES 1,347,848 5,979,263 70,281,761
ATLASSIAN CORP PLC - CLASS A 444,593 69,009,035 93,702,421
ATMOS ENERGY CORP 237,100 17,769,525 23,437,335
ATN INTERNATIONAL INC 9,700 569,487 476,464
ATOMERA INC 15,000 184,468 367,500
ATOS ORIGIN SA 115,370 8,985,176 9,019,737
ATOSS SOFTWARE AG 788 103,097 149,571
ATRECA INC - CLASS A 24,100 374,126 369,453
ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION SA 23,512 83,833 97,215
ATRICURE INC 236,931 9,506,428 15,523,719
ATRION CORP 1,400 617,194 897,834
ATRIUM LJUNGBERG AB - B SHARES 3,475 67,965 62,353
AU OPTRONICS CORP 5,764,000 2,574,752 4,252,346
AUBURN NATIONAL BANCORPORATION INC 2,200 127,292 84,414
AUDIOCODES LTD 100,700 2,604,629 2,723,221
AURELIA METALS LTD 1,062,449 498,667 299,409
AUROBINDO PHARMA LTD 455,527 4,992,870 5,490,841
AURUBIS AG 45,990 3,863,415 3,818,237
AUSNUTRIA DAIRY CORP LTD 2,856,000 4,585,887 3,739,696
AUSTAL LTD 1,365,326 2,798,623 2,329,377
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 289,983 4,017,593 6,223,991
AUSTRALIAN PHARMACEUTICAL INDUSTRIES LTD 85,391 64,796 83,249
AUTO TRADER GROUP PLC 6,098,145 27,718,475 46,645,058
AUTO1 GROUP SE 427,550 22,261,573 24,295,852
AUTODESK INC 414,977 66,318,852 115,010,876
AUTOGRILL SPA 917,959 7,156,184 7,606,084
AUTOHOME INC - ADR 26,093 1,531,116 2,433,694

Domestic and International Equity

7
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

AUTOLUS THERAPEUTICS PLC 34,323 600,415 196,671
AUTOMATIC DATA PROCESSING INC 1,000,304 53,712,977 188,527,295
AUTONATION INC 56,700 3,430,895 5,285,574
AUTONEUM HOLDING AG 660 138,639 124,335
AUTOZONE INC 41,632 30,469,199 58,463,818
AVA RISK GROUP LTD 109,355 48,002 37,481
AVALARA INC 223,846 17,572,205 29,867,772
AVALON GLOBOCARE CORP 29,824 77,841 31,912
AVALONBAY COMMUNITIES INC 230,300 41,068,002 42,492,653
AVALUE TECHNOLOGY INC 19,000 48,652 37,024
AVANGRID INC 295,778 13,645,447 14,732,702
AVANOS MEDICAL INC 59,208 2,213,582 2,589,758
AVANT CORP 15,200 82,114 227,656
AVANTOR INC 807,501 17,736,753 23,361,004
AVANZA BANK HOLDING AB 133,060 2,679,982 4,143,098
AVAYA HOLDINGS CORP 631,641 16,952,147 17,704,897
AVENUE THERAPEUTICS INC 6,800 73,100 41,276
AVEO PHARMACEUTICALS INC 18,900 96,201 138,348
AVERY DENNISON CORP 125,620 10,123,332 23,070,113
AVEVA GROUP PLC 192,357 9,554,655 9,081,815
AVID BIOSERVICES INC 448,160 4,340,333 8,169,957
AVID TECHNOLOGY INC 28,400 288,226 599,524
AVIDITY BIOSCIENCES INC 22,900 620,191 499,449
AVIENT CORP 718,208 27,795,406 33,949,692
AVIO SPA 21,930 358,774 316,509
AVIS BUDGET GROUP INC 47,087 1,214,470 3,415,691
AVISTA CORP 64,467 2,136,771 3,078,299
AVIVA PLC 1,532,645 5,966,057 8,631,758
AVIVASA EMEKLILIK VE HAYAT AS 40,441 65,543 85,805
AVNET INC 180,120 6,409,103 7,476,781
AVROBIO INC 28,300 624,393 359,127
AXA SA 483,905 9,470,787 13,015,467
AXALTA COATING SYSTEMS LTD 362,100 10,577,667 10,710,918
AXCELIS TECHNOLOGIES INC 31,875 541,638 1,309,744
AXCELLA HEALTH INC 11,000 102,520 52,360
AXIOMTEK COMPANY LTD 46,000 86,854 88,669
AXIS BANK LTD 6,166,242 41,042,497 58,821,295
AXIS CAPITAL HOLDINGS LTD 90,687 5,051,285 4,495,355
AXOGEN INC 31,500 454,565 638,190
AXON ENTERPRISE INC 126,784 10,646,208 18,056,577
AXONICS INC 27,900 893,780 1,670,931
AXOS FINANCIAL INC 51,700 1,215,996 2,430,417
AXSOME THERAPEUTICS INC 303,622 22,753,039 17,191,078
AXT INC 31,200 232,895 363,792
AYTU BIOSCIENCE INC 6,630 110,721 50,388
AZBIL CORP 200 8,425 8,624
AZEK COMPANY INC/THE 101,500 3,832,396 4,268,075
AZIMUT HOLDING SPA 55,237 1,062,431 1,261,721
AZIYO BIOLOGICS INC 5,900 76,807 81,538
AZRIELI GROUP 10,827 652,434 669,159
AZZ INC 23,400 862,942 1,178,190
B&G FOODS INC 58,100 1,548,562 1,804,586
B&M EUROPEAN VALUE RETAIL SA 6,420,450 40,378,816 46,754,081
B. RILEY FINANCIAL INC 17,994 304,613 1,014,502
B2GOLD CORP 525,826 3,308,934 2,263,372
B3 SA - BRASIL BOLSA BALCAO 1,847,000 13,475,272 17,877,572
BABCOCK INTERNATIONAL GROUP PLC 865,306 5,984,376 2,729,170
BADGER METER INC 26,500 885,828 2,466,355
BAE SYSTEMS PLC 7,240,394 46,020,270 50,447,337
BAIDU INC - SPONSORED ADR 462,887 75,319,384 100,701,067
BAJAJ AUTO LTD 134,118 7,282,911 6,733,255
BAJAJ FINSERV LTD 24,164 2,016,097 3,195,460
BAKER HUGHES COMPANY 1,372,935 33,716,434 29,669,125
BAKKAFROST P/F 196,773 11,900,081 15,617,179
BALCHEM CORP 192,851 7,042,373 24,185,444
BALKRISHNA INDUSTRIES LTD 13,662 211,611 315,512
BALL CORP 521,562 25,367,423 44,197,164
BALLY'S CORP 202,062 9,700,209 13,129,989
BALRAMPUR CHINI MILLS LTD 632,093 1,227,538 1,854,425
BANC OF CALIFORNIA INC 80,111 1,342,676 1,448,407
BANCA GENERALI SPA 131,935 3,844,742 4,654,997
BANCA MEDIOLANUM SPA 337,212 2,758,886 3,190,418
BANCFIRST CORP 19,400 709,309 1,371,386
BANCO BILBAO VIZCAYA ARGENTARIA SA 8,250,433 36,303,756 42,917,744
BANCO BILBAO VIZCAYA ARGENTARIA SA - SPONSORED ADR 17,342 84,426 90,525
BANCO BRADESCO SA 188,980 1,363,978 787,333

Domestic and International Equity

8
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

BANCO BTG PACTUAL SA 24,900 431,876 428,238
BANCO DE SABADELL SA 3,267,242 3,239,743 1,751,035
BANCO DO BRASIL SA 546,300 3,326,411 2,947,871
BANCO DO ESTADO DO RIO GRANDE DO SUL SA 455,400 1,085,883 971,649
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA 27,700 829,693 419,101
BANCO SANTANDER (BRASIL) SA 991,600 6,835,172 6,958,596
BANCO SANTANDER CHILE - ADR 162,711 4,904,477 4,040,114
BANCO SANTANDER SA 23,134,161 89,250,722 78,768,212
BANCOLOMBIA SA 46,261 482,072 361,906
BANCOLOMBIA SA - SPONSORED ADR 124,100 5,355,039 3,969,959
BANCORP INC/THE 108,787 1,212,399 2,254,067
BANCORPSOUTH BANK 90,500 2,384,578 2,939,440
BANDAI NAMCO HOLDINGS INC 386,175 20,543,054 27,584,428
BANDO CHEMICAL INDUSTRIES LTD 4,300 25,456 29,108
BANDWIDTH INC - CLASS A 36,753 4,192,582 4,658,075
BANG & OLUFSEN A/S 4,972 17,771 23,744
BANK CENTRAL ASIA TBK PT 3,490,000 6,800,207 7,466,558
BANK CIMB NIAGA TBK PT 2,254,900 214,293 154,466
BANK FIRST CORP 5,900 409,843 442,441
BANK LEUMI LE-ISRAEL 326,200 1,561,628 2,152,038
BANK MILLENNIUM SA 43,945 30,087 42,141
BANK OF AMERICA CORP 17,259,482 383,172,735 667,769,359
BANK OF CHINA LTD - H SHARES 19,680,000 7,232,037 7,492,852
BANK OF COMMERCE HOLDINGS 7,500 63,374 95,625
BANK OF COMMUNICATIONS LTD 8,598,000 5,975,352 5,474,355
BANK OF GEORGIA GROUP PLC 6,418 75,234 97,404
BANK OF HAWAII CORP 88,900 5,542,650 7,955,661
BANK OF IWATE LTD/THE 1,600 32,652 34,592
BANK OF KYOTO LTD/THE 1,800 105,982 110,932
BANK OF MARIN BANCORP 14,147 412,134 553,997
BANK OF MONTREAL 83,700 4,979,373 7,459,979
BANK OF N.T. BUTTERFIELD & SON LTD/THE 83,000 2,585,162 3,172,260
BANK OF NEW YORK MELLON CORP 2,172,653 56,708,043 102,744,760
BANK OF NOVA SCOTIA 3,750 201,361 234,575
BANK OF OKINAWA LTD/THE 1,700 45,719 46,923
BANK OF PRINCETON/THE 6,500 213,850 186,030
BANK OF SAGA LTD/THE 4,300 95,872 57,437
BANK OZK 141,400 6,028,263 5,776,190
BANK PEKAO SA 91,548 1,348,556 1,638,398
BANK PEMBANGUNAN DAERAH JAWA BARAT DAN BANTEN TBK PT 512,800 38,541 51,368
BANK PEMBANGUNAN DAERAH JAWA TIMUR TBK PT 9,581,100 539,823 517,808
BANK RAKYAT INDONESIA (PERSERO) TBK PT 34,855,600 9,740,128 10,558,667
BANK7 CORP 4,717 83,031 83,066
BANKFINANCIAL CORP 7,700 99,027 79,464
BANKUNITED INC 365,704 8,273,036 16,072,691
BANKWELL FINANCIAL GROUP INC 7,200 184,240 194,040
BANNER CORP 219,143 10,755,320 11,686,896
BAOSHAN IRON & STEEL COMPANY LTD 7,517,029 8,104,295 9,265,842
BAPCOR LTD 628,844 3,349,421 3,587,403
BAR HARBOR BANKSHARES 14,287 340,192 420,324
BARCLAYS PLC 16,631,710 37,447,057 42,662,636
BARCLAYS PLC - SPONSORED ADR 11,161 84,282 114,177
BARNES GROUP INC 143,994 7,173,111 7,133,463
BARRATT DEVELOPMENTS PLC 23,966 182,910 246,936
BARRETT BUSINESS SERVICES INC 7,100 389,762 488,906
BARRICK GOLD CORP 730,800 13,144,264 14,470,020
BASE INC 34,000 524,232 490,154
BASF AG 222,315 18,116,368 18,509,558
BASF INDIA LTD 18,354 536,843 519,577
BASICNET SPA 14,587 86,669 71,834
BASWARE OYJ 1,323 35,762 56,988
BAUSCH HEALTH COMPANIES INC 824,051 18,339,970 26,153,788
BAWAG GROUP AG 121,722 4,296,319 6,300,357
BAXTER INTERNATIONAL INC 2,750,786 169,941,963 232,001,291
BAYCOM CORP 11,400 278,046 205,428
BAYER AG 116,840 6,876,900 7,409,898
BAYERISCHE MOTOREN WERKE AG 432,296 37,177,065 44,949,616
BB SEGURIDADE PARTICIPACOES SA 1,085,237 5,040,861 4,663,654
BCB BANCORP INC 10,700 162,061 147,660
BDO UNIBANK INC 734,750 1,706,609 1,544,054
BE SEMICONDUCTOR INDUSTRIES NV 29,099 1,534,302 2,443,252
BEACH ENERGY LTD 5,073,900 6,002,715 6,627,679
BEACON ROOFING SUPPLY INC 351,036 11,934,218 18,366,204
BEAM THERAPEUTICS INC 45,650 1,332,239 3,653,826
BEAZER HOMES USA INC 28,200 466,355 589,944
BECHTLE AG 311,591 28,410,933 58,557,443

Domestic and International Equity

9
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

BECTON DICKINSON AND COMPANY 948,595 149,994,018 230,650,874
BED BATH & BEYOND INC 107,800 1,948,887 3,142,370
BEFIMMO SA 446 18,753 18,215
BEGA CHEESE LTD 10,440 48,026 50,493
BEIGENE LTD - ADR 115,161 30,180,311 40,085,241
BEIJER ELECTRONICS GROUP AB 2,957 16,187 15,911
BEIJING ENTERPRISES HOLDINGS LTD 156,000 575,037 550,804
BEIJING YANJING BREWERY COMPANY LTD 2,097,272 2,525,084 2,348,433
BEKAERT SA 3,190 109,823 133,772
BEL FUSE INC - CLASS B 10,100 277,992 200,889
BELDEN INC 40,500 2,907,549 1,796,985
BELLEROPHON THERAPEUTICS INC 300 3,843 1,575
BELLEVUE GROUP AG 425 17,380 17,566
BELLRING BRANDS INC - CLASS A 39,590 932,570 934,720
BELLWAY PLC 149,074 4,883,229 6,999,202
BENCHMARK ELECTRONICS INC 33,800 712,959 1,045,096
BENEFITFOCUS INC 26,400 936,346 364,584
BENEXT GROUP INC 19,000 150,973 302,796
BENTLEY SYSTEMS INC - CLASS B 210,295 6,614,843 9,869,144
BERKELEY GROUP HOLDINGS PLC 53,400 2,807,005 3,270,477
BERKELEY LIGHTS INC 37,138 2,411,902 1,865,442
BERKSHIRE HATHAWAY INC - CLASS B 4,115,493 476,193,298 1,051,384,997
BERKSHIRE HILLS BANCORP INC 41,520 1,259,573 926,726
BERRY CORP 55,400 679,810 305,254
BERRY GLOBAL GROUP INC 484,435 21,647,021 29,744,309
BEST BUY COMPANY INC 263,000 11,448,513 30,195,030
BEST WORLD INTERNATIONAL LTD 27,700 52,358 206
BET-AT-HOME.COM AG 3,942 172,170 212,425
BETER BED HOLDING NV 5,981 37,829 36,764
BETSSON AB 379,527 2,314,285 3,529,096
BEYOND AIR INC 13,000 92,040 71,500
BEYOND MEAT INC 89,200 10,348,368 11,606,704
BEYONDSPRING INC 11,000 261,270 121,770
BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD 553,790 645,188 593,032
BGC PARTNERS INC 277,700 771,659 1,341,291
BGI GENOMICS COMPANY LTD 30,800 711,090 577,048
BGSF INC 7,400 138,150 103,600
BHARAT ELECTRONICS LTD 549,315 937,929 939,896
BHARTI AIRTEL LTD 741,747 5,354,130 5,248,065
BHP GROUP LTD 204,600 4,872,265 7,059,262
BHP GROUP LTD - SPONSORED ADR 7,435 389,148 515,915
BHP GROUP PLC 540,182 14,850,721 15,610,080
BIESSE SPA 18,938 264,564 543,981
BIFFA PLC 3,295,842 9,716,245 12,095,747
BIG LOTS INC 33,254 1,482,717 2,271,248
BIGCOMMERCE HOLDINGS INC 265,927 17,692,704 15,370,581
BIGLARI HOLDINGS INC - CLASS A 186 64,864 125,647
BIGLARI HOLDINGS INC - CLASS B 1,280 309,517 169,933
BILIA AB 257,726 3,169,982 3,826,135
BILL.COM HOLDINGS INC 272,600 24,532,851 39,663,300
BIM BIRLESIK MAGAZALAR AS 57,970 530,499 494,509
BIMB HOLDINGS BERHAD 241,300 251,198 246,159
BIOATLA INC 6,800 401,388 345,712
BIOCRYST PHARMACEUTICALS INC 211,950 1,411,127 2,155,531
BIODELIVERY SCIENCES INTERNATIONAL INC 64,600 296,408 252,586
BIODESIX INC 3,200 61,250 64,992
BIOGAIA AB 73,357 3,456,322 3,450,589
BIOGEN INC 292,000 29,547,766 81,687,000
BIOHAVEN PHARMACEUTICAL HOLDING COMPANY LTD 54,607 2,129,304 3,732,388
BIOLIFE SOLUTIONS INC 104,929 3,559,460 3,777,444
BIOMARIN PHARMACEUTICAL INC 423,939 42,749,133 32,011,634
BIOMERIEUX SA 27,277 4,103,882 3,478,364
BIO-RAD LABORATORIES INC - CLASS A 27,474 4,656,741 15,692,325
BIOSIG TECHNOLOGIES INC 13,300 124,614 57,323
BIO-TECHNE CORP 266,506 19,506,312 101,786,637
BIOVENTUS INC 3,400 53,479 51,952
BIOXCEL THERAPEUTICS INC 22,070 1,001,563 952,541
BIRLA CORP LTD 63,215 653,651 821,251
BIXOLON COMPANY LTD 7,505 44,807 33,024
BJ'S RESTAURANTS INC 55,007 2,166,547 3,194,807
BJ'S WHOLESALE CLUB HOLDINGS INC 241,513 6,599,916 10,834,273
BLACK DIAMOND THERAPEUTICS INC 16,500 465,229 400,290
BLACK HILLS CORP 67,320 3,681,141 4,494,956
BLACK KNIGHT INC 173,085 6,978,542 12,806,559
BLACKBAUD INC 491,526 17,398,278 34,937,668
BLACKLINE INC 526,067 28,176,318 57,025,663

Domestic and International Equity

10
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

BLACKROCK INC 311,343 93,765,411 234,740,168
BLACKSTONE GROUP INC/THE - CLASS A 3,366 191,928 250,868
BLACKSTONE MORTGAGE TRUST INC - CLASS A 126,200 4,139,046 3,912,200
BLOOM ENERGY CORP - CLASS A 79,600 797,056 2,153,180
BLOOMIN' BRANDS INC 134,565 3,187,494 3,639,983
BLOOMSBURY PUBLISHING PLC 7,918 26,026 31,244
BLUCORA INC 43,200 908,521 718,848
BLUE BIRD CORP 14,700 299,087 367,941
BLUEBIRD BIO INC 70,500 9,717,707 2,125,575
BLUEGREEN VACATIONS CORP 4,300 102,224 46,354
BLUEGREEN VACATIONS HOLDING CORP - CLASS A 11,340 345,885 210,244
BLUEPRINT MEDICINES CORP 57,950 3,222,509 5,634,478
BLUEROCK RESIDENTIAL GROWTH REIT INC 11,300 146,371 114,243
BLUESCOPE STEEL LTD 1,630,480 15,740,256 24,029,896
BM TECHNOLOGIES INC 9,786 134,453 114,007
BML INC 28,700 796,196 993,462
BNK FINANCIAL GROUP INC 1,008,595 5,576,949 6,051,124
BNP PARIBAS SA 595,220 28,633,149 36,293,280
BOC HONG KONG HOLDINGS LTD 636,000 1,771,018 2,221,045
BOEING COMPANY/THE 1,021,328 69,368,696 260,152,668
BOGOTA FINANCIAL CORP 4,000 34,400 41,040
BOINGO WIRELESS INC 40,600 516,162 571,242
BOISE CASCADE COMPANY 44,529 1,444,726 2,664,170
BOK FINANCIAL CORP 36,416 2,654,682 3,252,677
BOLIDEN AB 98,100 2,675,874 3,646,547
BOLT BIOTHERAPEUTICS INC 8,200 248,768 269,862
BONANZA CREEK ENERGY INC 65,100 1,495,825 2,326,023
BONAVA AB 163,085 1,508,739 1,893,487
BOOHOO GROUP PLC 1,864,597 7,481,447 8,746,787
BOOKING HOLDINGS INC 105,810 88,523,006 246,520,370
BOOT BARN HOLDINGS INC 54,617 1,580,331 3,403,185
BOOZ ALLEN HAMILTON HOLDING CORP 167,051 6,306,357 13,452,617
BORAL LTD 1,280,387 4,224,020 5,353,885
BORGWARNER INC 312,100 14,796,424 14,468,956
BORREGAARD ASA 179,541 1,783,373 3,916,256
BOSKALIS WESTMINSTER NV 47,443 1,417,247 1,526,702
BOSSARD HOLDING AG 639 141,688 140,883
BOSTON BEER COMPANY INC/THE - CLASS A 10,300 5,797,342 12,424,684
BOSTON OMAHA CORP - CLASS A 12,300 288,554 363,588
BOSTON PRIVATE FINANCIAL HOLDINGS INC 73,000 922,994 972,360
BOSTON PROPERTIES INC 187,750 23,210,259 19,011,565
BOSTON SCIENTIFIC CORP 3,145,191 76,875,288 121,561,632
BOTTOMLINE TECHNOLOGIES INC 40,400 1,270,303 1,828,100
BOUSTEAD SINGAPORE LTD 63,200 36,432 47,508
BOUVET ASA 624 17,614 46,199
BOUYGUES SA 77,700 2,540,892 3,122,258
BOWX ACQUISITION CORP - CLASS A 438,935 4,717,494 5,126,761
BOX INC - CLASS A 128,912 2,451,806 2,959,820
BOYD GAMING CORP 401,116 8,316,630 23,649,799
BP PLC 34,711,537 192,270,759 141,112,328
BP PLC - SPONSORED ADR 232,675 5,682,932 5,665,636
BPOST SA 110,358 924,993 1,057,086
BRADESPAR SA - PREFERRED 36,800 445,555 445,474
BRADY CORP - CLASS A 42,500 1,446,800 2,271,625
BRAINSTORM CELL THERAPEUTICS INC 15,000 138,022 57,450
BRANDYWINE REALTY TRUST 160,897 2,163,671 2,077,180
BRASKEM SA - PREFERRED - CLASS A 699,018 4,863,158 4,916,538
BRAVURA SOLUTIONS LTD 1,980,688 5,588,355 3,846,907
BRENNTAG AG 682,385 40,656,681 58,386,116
BRICKWORKS LTD 99,326 1,369,355 1,576,580
BRIDGEBIO PHARMA INC 280,245 12,885,968 17,263,092
BRIDGEMARQ REAL ESTATE SERVICES INC 600 7,013 7,834
BRIDGESTONE CORP 329,200 12,829,548 13,331,855
BRIDGEWATER BANCSHARES INC 16,700 197,113 269,705
BRIDGFORD FOODS CORP 3,400 101,253 52,700
BRIGHAM MINERALS INC - CLASS A 40,200 570,335 588,528
BRIGHT HORIZONS FAMILY SOLUTIONS INC 230,424 24,408,728 39,506,195
BRIGHTCOVE INC 34,400 295,721 692,128
BRIGHTHOUSE FINANCIAL INC 103,181 4,675,871 4,565,759
BRIGHTSPHERE INVESTMENT GROUP PLC 83,200 1,122,831 1,695,616
BRIGHTVIEW HOLDINGS INC 79,251 1,068,764 1,336,964
BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD 5,876,000 6,111,568 5,517,406
BRINKER INTERNATIONAL INC 217,167 8,953,759 15,431,887
BRINK'S COMPANY/THE 44,400 1,968,094 3,517,812
BRISTOL-MYERS SQUIBB COMPANY 4,438,782 130,957,675 280,220,308
BRISTOW GROUP INC 5,500 245,309 142,340

Domestic and International Equity

11
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

BRITISH AMERICAN TOBACCO PLC 569,102 28,582,067 21,781,172
BRITVIC PLC 312,728 3,652,571 3,613,568
BRIXMOR PROPERTY GROUP INC 309,400 6,395,783 6,259,162
BROADCOM INC 773,887 110,691,238 358,820,446
BROADMARK REALTY CAPITAL INC 108,000 983,880 1,129,680
BROADRIDGE FINANCIAL SOLUTIONS INC 196,015 13,343,649 30,009,896
BROADSTONE NET LEASE INC 32,700 635,002 598,410
BRODRENE A & O JOHANSEN A/S - PREFERRED 825 53,107 96,998
BROOKDALE SENIOR LIVING INC 155,000 1,354,281 937,750
BROOKFIELD INFRASTRUCTURE CORP 29,000 1,286,730 2,214,730
BROOKFIELD PROPERTY REIT INC - CLASS A 28,503 553,852 511,629
BROOKFIELD RENEWABLE CORP - CLASS A 111,438 3,002,997 5,215,298
BROOKLINE BANCORP INC 172,701 1,966,881 2,590,515
BROOKS AUTOMATION INC 183,843 5,558,322 15,010,781
BROTHER INDUSTRIES LTD 89,500 1,789,352 1,983,579
BROWN & BROWN INC 858,700 16,909,737 39,251,177
BROWN-FORMAN CORP - CLASS A 725,026 45,174,251 46,162,405
BROWN-FORMAN CORP - CLASS B 568,592 27,977,142 39,215,790
BRP GROUP INC 38,900 851,029 1,060,025
BRP INC 21,568 1,808,360 1,869,965
BRT APARTMENTS CORP 9,100 117,936 153,244
BRUKER CORP 221,116 6,728,140 14,213,336
BRUNEL INTERNATIONAL NV 4,499 42,173 58,376
BRUNSWICK CORP 98,001 4,983,369 9,346,355
BRYN MAWR BANK CORP 93,293 2,685,256 4,245,764
BT GROUP PLC 4,929,853 10,178,869 10,529,060
BTRS HOLDINGS INC 264,427 3,214,745 3,826,259
BUCHER INDUSTRIES AG 15,349 5,297,803 7,854,304
BUCKLE INC/THE 126,083 3,179,937 4,952,540
BUDIMEX SA 1,869 147,392 144,935
BUFAB AB 13,367 178,536 330,483
BUILDERS FIRSTSOURCE INC 203,238 3,661,522 9,424,146
BULTEN AB 5,524 38,420 66,291
BUMBLE INC 18,767 1,318,571 1,170,685
BUNGE LTD 136,972 11,081,183 10,857,770
BUNKA SHUTTER COMPANY LTD 59,300 493,129 565,631
BUNZL PLC 584,069 14,788,334 18,719,663
BURBERRY GROUP PLC 2,051,635 42,739,171 53,739,716
BURCKHARDT COMPRESSION HOLDING AG 291 103,026 97,397
BUREAU VERITAS SA 324,576 7,664,291 9,258,378
BURLINGTON STORES INC 87,214 7,700,941 26,059,543
BURNING ROCK BIOTECH LTD - ADR 256,997 6,527,072 6,918,359
BURSA MALAYSIA BERHAD 535,000 1,342,500 1,154,769
BUSINESS BRAIN SHOWA-OTA INC 3,000 30,201 52,425
BUSINESS ENGINEERING CORP 1,100 27,714 34,543
BUSINESS FIRST BANCSHARES INC 15,800 371,923 378,094
BUZZI UNICEM SPA 36,802 935,130 958,929
BW LPG LTD 14,252 77,118 97,837
BWX TECHNOLOGIES INC 308,646 14,225,030 20,352,117
BYD COMPANY LTD - H SHARES 92,000 2,332,827 1,951,366
BYGGMAX GROUP AB 81,842 417,558 715,952
BYLINE BANCORP INC 23,500 415,228 497,025
C SUN MANUFACTURING LTD 323,000 343,600 550,163
C&A MODAS LTDA 222,000 508,962 463,434
C&F FINANCIAL CORP 4,300 209,831 190,447
C.H. ROBINSON WORLDWIDE INC 308,000 22,010,412 29,392,440
C3.AI INC 18,300 1,365,291 1,206,153
C4 THERAPEUTICS INC 9,400 336,678 347,706
CABALETTA BIO INC 6,300 76,656 69,930
CABLE ONE INC 6,250 3,664,043 11,427,250
CABOT CORP 473,686 22,888,683 24,840,094
CABOT OIL & GAS CORP 416,440 11,197,294 7,820,743
CAC HOLDINGS CORP 74,900 979,724 974,039
CACI INTERNATIONAL INC 29,400 6,085,848 7,251,804
CACTUS INC - CLASS A 290,322 8,372,811 8,889,660
CADENCE BANCORPORATION - CLASS A 576,985 11,787,712 11,960,899
CADENCE DESIGN SYSTEMS INC 354,779 12,572,152 48,601,175
CADIZ INC 11,900 151,598 114,121
CAE INC 362,612 9,646,666 10,331,492
CAESARS ENTERTAINMENT INC 170,669 6,378,033 14,925,004
CAESARSTONE LTD 33,826 787,993 464,431
CAI INTERNATIONAL INC 34,800 970,087 1,584,096
CAIRN ENERGY PLC 103,302 272,101 242,579
CAIRO COMMUNICATION SPA 23,308 37,522 43,173
CALAMP CORP 24,200 544,753 262,570
CALAVO GROWERS INC 15,400 858,731 1,195,656

Domestic and International Equity

12
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CALEDONIA MINING CORP PLC 10,300 153,161 147,187
CALERES INC 560,404 9,886,568 12,216,807
CALIFORNIA BANCORP INC 6,900 99,015 122,889
CALIFORNIA WATER SERVICE GROUP 69,702 2,609,286 3,927,011
CALITHERA BIOSCIENCES INC 45,600 304,525 110,352
CALIX INC 67,800 844,327 2,349,948
CALLAWAY GOLF COMPANY 149,524 1,850,830 3,999,767
CAL-MAINE FOODS INC 34,700 1,308,987 1,333,174
CALYXT INC 6,600 134,293 39,732
CAMBIUM NETWORKS CORP 40,500 678,702 1,892,160
CAMBRIDGE BANCORP 21,200 1,597,949 1,787,584
CAMDEN NATIONAL CORP 13,249 399,384 634,097
CAMDEN PROPERTY TRUST 101,250 6,598,963 11,128,387
CAMEL GROUP COMPANY LTD 2,266,733 3,466,536 3,682,793
CAMIL ALIMENTOS SA 624,200 1,323,633 1,131,591
CAMPBELL SOUP COMPANY 212,700 10,657,197 10,692,429
CAMPING WORLD HOLDINGS INC - CLASS A 72,524 2,314,899 2,638,423
CAMTEK LTD 85,649 1,299,336 2,560,905
CANADA GOOSE HOLDINGS INC 119,140 3,194,511 4,676,245
CANADIAN NATIONAL RAILWAY COMPANY 434,245 39,127,575 50,379,081
CANADIAN NATURAL RESOURCES LTD 10,369 255,571 320,512
CANADIAN PACIFIC RAILWAY LTD 12,785 4,367,641 4,882,683
CANADIAN TIRE CORP - CLASS A 19,825 2,223,857 2,812,899
CANFOR CORP 158,541 2,719,003 3,283,464
CANFOR PULP PRODUCTS INC 10,100 58,956 71,520
CANNAE HOLDINGS INC 77,800 1,598,685 3,082,436
CANNY ELEVATOR COMPANY LTD 1,924,500 2,898,877 2,962,350
CANTEL MEDICAL CORP 247,491 6,214,401 19,759,681
CANWEL BUILDING MATERIALS GROUP LTD 7,300 29,319 52,274
CAPCOM COMPANY LTD 693,400 13,472,702 22,559,032
CAPGEMINI SA 166,869 21,629,315 28,457,177
CAPITAL BANCORP INC 7,500 91,333 144,675
CAPITAL CITY BANK GROUP INC 13,100 211,409 340,862
CAPITAL ONE FINANCIAL CORP 1,114,372 67,787,969 141,781,550
CAPITALAND INTEGRATED COMMERCIAL TRUST 3,087,844 4,541,508 4,987,066
CAPITOL FEDERAL FINANCIAL INC 111,200 1,392,588 1,472,844
CAPRI HOLDINGS LTD 249,967 8,941,839 12,748,317
CAPSTAR FINANCIAL HOLDINGS INC 14,600 198,110 251,850
CAPSTEAD MORTGAGE CORP 73,700 831,038 459,151
CARA THERAPEUTICS INC 38,400 689,392 833,664
CARDINAL HEALTH INC 814,935 54,300,876 49,507,301
CARDIOVASCULAR SYSTEMS INC 784,363 25,744,690 30,072,477
CARDLYTICS INC 72,841 5,199,968 7,990,658
CARDTRONICS PLC 33,600 1,037,480 1,303,680
CAREDX INC 87,419 2,554,968 5,952,360
CARETRUST REIT INC 85,700 1,370,553 1,995,524
CARGOTEC CORP 130,025 5,236,809 7,044,927
CARGURUS INC 79,200 2,691,409 1,887,336
CARL ZEISS MEDITEC AG 17,651 2,687,943 2,665,761
CARLISLE COMPANIES INC 110,063 9,329,095 18,114,169
CARLIT HOLDINGS COMPANY LTD 6,200 43,671 41,128
CARLSBERG A/S - CLASS B 191,401 19,271,056 29,478,649
CARLYLE GROUP INC/THE 111,000 2,944,522 4,080,360
CARMAX INC 288,401 22,958,669 38,259,277
CARNIVAL CORP 549,700 9,397,632 14,589,038
CARPARTS.COM INC 30,800 311,886 439,824
CARPENTER TECHNOLOGY CORP 209,207 6,414,484 8,608,868
CARPHONE WAREHOUSE GROUP PLC 312,588 516,079 616,296
CARREFOUR SA 871,346 23,879,725 15,817,116
CARRIAGE SERVICE INC - CLASS A 15,600 359,619 548,964
CARRIER GLOBAL CORP 1,359,906 31,680,666 57,415,231
CARROLS RESTAURANT GROUP INC 21,700 198,111 129,874
CARS.COM INC 60,200 1,689,811 780,192
CARSALES.COM LTD 199,578 1,950,047 2,707,273
CARTER BANKSHARES INC 19,600 387,259 273,616
CARTER'S INC 104,000 8,337,299 9,248,720
CARVANA COMPANY 65,600 4,972,483 17,213,440
CASA SYSTEMS INC 24,900 326,743 237,297
CASCADES INC 43,799 481,857 548,163
CASELLA WASTE SYSTEMS INC - CLASS A 674,354 18,315,179 42,868,684
CASEY'S GENERAL STORES INC 133,855 20,678,655 28,938,112
CASI PHARMACEUTICALS INC 39,700 249,713 95,280
CASIO COMPUTER COMPANY LTD 209,200 3,164,480 3,947,348
CASPER SLEEP INC 15,320 112,174 110,917
CASS INFORMATION SYSTEMS INC 12,708 489,057 587,999
CASSAVA SCIENCES INC 29,100 558,617 1,308,045

Domestic and International Equity

13
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CASTELLUM AB 1,503 31,568 33,211
CASTLE BIOSCIENCES INC 30,718 1,267,018 2,102,954
CATABASIS PHARMACEUTICALS INC 16,500 116,490 47,685
CATALENT INC 676,721 20,586,682 71,265,489
CATALYST BIOSCIENCES INC 16,000 94,560 80,640
CATALYST PHARMACEUTICALS INC 76,294 306,911 351,715
CATCHER TECHNOLOGY COMPANY LTD 1,032,000 7,132,428 7,649,669
CATCHMARK TIMBER TRUST INC - CLASS A 39,400 456,678 401,092
CATENA AB 1,138 30,262 50,266
CATERPILLAR INC 1,266,036 87,194,240 293,555,767
CATHAY FINANCIAL HOLDINGS COMPANY LTD 3,123,000 4,226,589 5,248,234
CATHAY GENERAL BANCORP 103,200 3,333,459 4,208,496
CATO CORP/THE - CLASS A 15,800 203,213 189,600
CAVCO INDUSTRIES INC 8,400 798,875 1,895,124
CB FINANCIAL SERVICES INC 4,500 99,045 99,585
CBIZ INC 105,483 1,415,226 3,445,075
CBOE GLOBAL MARKETS INC 195,350 13,501,430 19,279,091
CBRE GROUP INC 1,284,970 62,256,713 101,653,977
CBTX INC 15,400 512,749 473,088
CCL INDUSTRIES INC - CLASS B 2,830 132,278 156,535
CCS SUPPLY CHAIN MANAGEMENT COMPANY LTD 3,239,339 3,167,290 2,698,214
CDK GLOBAL INC 233,300 10,622,672 12,612,198
CDW CORP 177,250 8,736,985 29,379,187
CECO ENVIRONMENTAL CORP 27,063 269,904 214,610
CECONOMY AG 36,316 225,316 210,594
CELANESE CORP 137,771 10,708,724 20,639,474
CELESTICA INC 51,001 396,250 426,074
CELLECTIS - ADR 99,600 2,600,873 2,012,916
CELLNEX TELECOM SAU 828,679 25,709,054 47,820,770
CEL-SCI CORP 30,700 306,297 466,947
CELSIUS HOLDINGS INC 32,800 298,413 1,576,040
CEMBRA MONEY BANK AG 30,494 2,762,111 3,372,922
CEMENTIR HOLDING NV 1,752 12,832 18,017
CEMEX SAB DE CV - SPONSORED ADR 507,864 2,950,698 3,539,812
CENTENE CORP 1,075,225 62,618,948 68,717,630
CENTERPOINT ENERGY INC 489,089 11,040,470 11,077,866
CENTERRA GOLD INC 6,605 60,513 58,438
CENTERSPACE 11,590 804,266 788,120
CENTOGENE NV 5,900 108,282 71,567
CENTRAIS ELETRICAS BRASILEIRAS SA 43,000 238,313 261,139
CENTRAL GARDEN & PET COMPANY 8,800 217,444 510,488
CENTRAL GARDEN & PET COMPANY - CLASS A 69,900 1,801,567 3,627,111
CENTRAL PACIFIC FINANCIAL COMPANY 77,128 1,706,274 2,057,775
CENTRAL VALLEY COMMUNITY BANCORP 8,900 140,862 163,849
CENTRICA PLC 104,309 78,019 77,916
CENTURY ALUMINUM COMPANY 44,200 663,891 780,572
CENTURY BANCORP INC - CLASS A 3,200 125,371 298,592
CENTURY CASINO INC 21,900 127,020 224,913
CENTURY COMMUNITIES INC 43,899 1,353,052 2,647,988
CERECOR INC 21,700 96,701 65,534
CERENCE INC 55,594 2,311,681 4,980,111
CERIDIAN HCM HOLDING INC 134,800 6,804,366 11,359,596
CERNER CORP 576,424 37,806,397 41,433,357
CERTARA INC 36,000 995,486 982,800
CERUS CORP 141,800 784,403 852,218
CERVED INFORMATION SOLUTIONS SPA 979,322 8,985,176 10,853,903
CERVUS EQUIPMENT CORP 3,300 30,071 41,511
CESC LTD 31,130 270,817 252,719
CEVA INC 20,500 598,527 1,151,075
CEZ AS 100,457 2,023,801 2,486,095
CF INDUSTRIES HOLDINGS INC 211,808 12,192,720 9,611,847
CGI INC 27,070 1,429,233 2,254,595
CHAILEASE HOLDING COMPANY LTD 133,000 654,606 918,270
CHAMPION IRON LTD 123,189 221,503 514,171
CHAMPIONS ONCOLOGY INC 3,600 32,364 40,680
CHAMPIONX CORP 1,778,785 29,582,643 38,652,998
CHANGCHUN FAWAY AUTOMOBILE COMPONENTS COMPANY LTD 364,058 538,396 518,734
CHANGE HEALTHCARE INC 1,169,984 11,411,750 25,856,646
CHANGZHOU XINGYU AUTOMOTIVE LIGHTING SYSTEMS COMPANY LTD 30,744 711,244 886,440
CHANNELADVISOR CORP 23,600 305,652 555,780
CHARLES RIVER LABORATORIES INTERNATIONAL INC 97,574 10,388,658 28,279,872
CHARLES SCHWAB CORP/THE 5,900,676 189,468,292 384,606,079
CHAROEN POKPHAND FOODS PCL 8,416,600 7,591,336 7,945,270
CHART INDUSTRIES INC 149,009 11,847,786 21,211,431
CHARTER COMMUNICATIONS INC - CLASS A 279,946 68,822,269 172,732,281
CHASE CORP 30,900 2,918,824 3,596,451

Domestic and International Equity

14
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CHATHAM LODGING TRUST 38,600 933,160 507,976
CHECK POINT SOFTWARE TECHNOLOGIES LTD 107,157 12,686,842 11,998,369
CHECKMATE PHARMACEUTICALS INC 4,658 47,320 56,548
CHECKPOINT THERAPEUTICS INC 30,800 95,810 96,712
CHEESECAKE FACTORY INC/THE 168,541 7,211,781 9,861,334
CHEETAH MOBILE INC - ADR 15,624 35,087 35,154
CHEFS' WAREHOUSE INC 29,000 693,267 883,340
CHEGG INC 792,781 27,349,526 67,909,620
CHEIL WORLDWIDE INC 36,599 737,741 687,191
CHEMBIO DIAGNOSTICS INC 7,400 24,272 25,974
CHEMED CORP 38,500 14,432,841 17,703,070
CHEMOCENTRYX INC 44,700 1,005,568 2,290,428
CHEMOURS COMPANY/THE 196,602 6,514,054 5,487,162
CHEMRING GROUP PLC 50,663 177,499 185,933
CHEMUNG FINANCIAL CORP 3,400 101,354 142,188
CHENG SHIN RUBBER INDUSTRY COMPANY LTD 597,000 911,912 1,008,495
CHENGDU WINTRUE HOLDING COMPANY LTD 820,600 1,253,122 1,146,712
CHENIERE ENERGY INC 226,000 14,442,341 16,274,260
CHENNAI SUPER KINGS CRICKET LTD 2,371,192 0 78,809
CHERRY HILL MORTGAGE INVESTMENT CORP 11,219 208,189 104,785
CHESAPEAKE UTILITIES CORP 15,600 964,209 1,810,848
CHEUNG KONG HOLDINGS LTD 10,174,832 105,556,385 81,077,226
CHEVRON CORP 3,992,921 207,326,501 418,418,192
CHEWY INC - CLASS A 1,152 102,811 97,586
CHIA CHANG COMPANY LTD 48,000 57,562 70,907
CHIASMA INC 26,600 199,918 83,258
CHIBA BANK LTD/THE 579,400 2,954,059 3,801,493
CHIBA KOGYO BANK LTD/THE 55,800 242,383 149,978
CHICONY ELECTRONICS COMPANY LTD 1,332,000 3,742,346 4,738,303
CHICONY POWER TECHNOLOGY COMPANY LTD 153,000 324,264 437,557
CHICO'S FAS INC 84,900 1,264,213 281,019
CHIEN KUO CONSTRUCTION COMPANY LTD 59,000 27,973 28,329
CHILDREN'S PLACE INC/THE 30,882 1,834,180 2,152,475
CHIMERA INVESTMENT CORP 167,600 1,576,593 2,128,520
CHIMERIX INC 39,700 1,117,666 382,708
CHINA AVIATION OIL SINGAPORE CORP LTD 89,000 83,896 74,851
CHINA BANKING CORP 8,600 5,981 4,084
CHINA BLUECHEMICAL LTD - H SHARES 3,420,000 1,056,443 827,017
CHINA CAMC ENGINEERING COMPANY LTD 156,300 161,914 176,687
CHINA CITIC BANK - H SHARES 5,365,000 2,812,487 2,725,820
CHINA CONCH VENTURE HOLDINGS LTD 832,500 3,298,635 3,913,830
CHINA CONSTRUCTION BANK - H SHARES 39,444,000 31,773,259 33,180,966
CHINA COSCO HOLDINGS COMPANY LTD - H SHARES 6,671,000 6,697,882 8,580,671
CHINA EVERBRIGHT BANK COMPANY LTD - H SHARES 329,000 145,266 143,458
CHINA EVERBRIGHT INTERNATIONAL LTD 1,846,700 1,096,496 1,249,431
CHINA GALAXY SECURITIES COMPANY 5,706,000 3,418,952 3,522,924
CHINA GAS HOLDINGS LTD 3,717,230 14,624,335 15,228,572
CHINA GENERAL PLASTICS CORP 531,000 621,404 694,154
CHINA HIGH SPEED TRANSMISSION EQUIPMENT GROUP COMPANY LTD 23,732 22,049 23,963
CHINA HONGQIAO GROUP LTD 1,688,500 1,849,784 2,254,388
CHINA INTERNATIONAL TRAVEL SERVICE CORP LTD 486,600 14,598,840 22,721,362
CHINA LESSO GROUP HOLDINGS LTD 1,216,000 2,007,294 2,615,171
CHINA LIFE INSURANCE COMPANY LTD - H SHARES 2,325,000 4,958,701 4,802,848
CHINA LONGYUAN POWER GROUP CORP 1,729,900 1,650,093 2,349,715
CHINA MEDICAL SYSTEM HOLDINGS LTD 2,781,000 4,165,726 5,501,583
CHINA MEIDONG AUTO HOLDINGS LTD 734,000 2,460,765 3,403,546
CHINA MERCHANTS BANK - H SHARES 1,249,999 10,022,823 9,542,468
CHINA MERCHANTS HOLDINGS INTERNATIONAL COMPANY LTD 3,852,000 4,871,900 5,905,992
CHINA MINSHENG BANKING CORP LTD 3,248,500 2,154,109 1,884,472
CHINA MOBILE LTD 8,088,000 75,352,832 53,004,856
CHINA MOTOR CORP 636,000 978,969 1,477,826
CHINA NATIONAL ACCORD MEDICINES CORP LTD 93,600 653,477 601,153
CHINA NATIONAL BUILDING MATERIAL COMPANY LTD - H SHARES 7,150,000 6,713,499 10,318,801
CHINA OVERSEAS GRAND OCEANS LTD 2,167,000 1,272,290 1,415,966
CHINA OVERSEAS LAND & INVESTMENT LTD 5,618,190 13,098,894 14,597,488
CHINA RAILWAY GROUP LTD - H SHARES 6,092,000 2,798,611 3,220,565
CHINA RESOURCES CEMENT HOLDINGS LTD 2,266,000 2,961,346 2,544,512
CHINA RESOURCES GAS GROUP LTD 1,149,877 6,048,322 6,374,689
CHINA RESOURCES MIXC LIFESTYLE SERVICES LTD 2,013,000 11,231,688 11,988,231
CHINA RESOURCES POWER HOLDINGS COMPANY LTD 2,784,000 3,115,118 3,695,551
CHINA RESOURCES SANJIU MEDICAL & PHARMACEUTICAL COMPANY LTD 376,100 1,499,801 1,403,418
CHINA SHINEWAY PHARMACEUTICAL GROUP LTD 1,146,000 1,334,221 760,615
CHINA SOUTH CITY HOLDINGS LTD 2,095,281 260,147 231,777
CHINA SOUTH PUBLISHING & MEDIA GROUP COMPANY LTD 2,635,619 3,816,593 4,217,795
CHINA SUNSINE CHEMICAL HOLDINGS LTD 67,159 24,303 26,242
CHINA TELECOM CORP LTD - H SHARES 9,200,000 2,891,784 3,159,580

Domestic and International Equity

15
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CHINA YUCHAI INTERNATIONAL LTD 23,717 472,921 367,139
CHINA ZHESHANG BANK COMPANY LTD 2,699,600 1,692,147 1,676,182
CHINESE UNIVERSE PUBLISHING AND MEDIA GROUP COMPANY LTD 2,495,408 4,109,938 4,023,869
CHINOOK THERAPEUTICS INC 11,779 675,969 183,046
CHIPBOND TECHNOLOGY CORP 903,000 1,989,216 2,459,016
CHIPMOS TECHNOLOGIES INC 2,754,818 2,743,918 4,272,271
CHIPOTLE MEXICAN GRILL INC 32,442 19,915,961 46,094,242
CHLITINA HOLDING LTD 218,000 1,540,212 1,814,566
CHOICE HOTELS INTERNATIONAL INC 172,082 11,920,615 18,462,678
CHOICEONE FINANCIAL SERVICES INC 6,300 181,125 151,515
CHONG HONG CONSTRUCTION COMPANY LTD 229,000 662,500 665,338
CHOW SANG SANG HOLDINGS INTERNATIONAL LTD 50,955 62,228 78,781
CHR. HANSEN HOLDING A/S 160,456 12,851,046 14,615,608
CHROMADEX CORP 33,688 146,288 314,646
CHUBB LTD 993,066 77,589,218 156,874,636
CHUGOKU MARINE PAINTS LTD 5,300 46,495 47,724
CHUNGHWA TELECOM COMPANY LTD 126,000 497,972 492,377
CHURCH & DWIGHT COMPANY INC 550,778 23,795,418 48,110,458
CHURCHILL DOWNS INC 75,626 6,232,275 17,198,865
CHUY'S HOLDINGS INC 17,100 434,133 757,872
CI FINANCIAL CORP 66,400 688,521 958,873
CIA DE FERRO LIGAS DA BAHIA - FERBASA - PREFERRED 17,000 85,704 102,639
CIDARA THERAPEUTICS INC 35,802 140,287 95,233
CIENA CORP 598,843 25,126,254 32,768,689
CIGNA CORP 830,492 60,117,104 200,763,136
CIM COMMERCIAL TRUST CORP 7,300 161,520 94,097
CIMAREX ENERGY COMPANY 99,046 10,025,642 5,882,342
CIMPRESS PLC 16,400 1,428,194 1,642,132
CINCINNATI BELL INC 41,720 696,689 640,402
CINCINNATI FINANCIAL CORP 167,650 10,529,149 17,283,038
CINEMARK HOLDINGS INC 422,700 6,322,291 8,627,307
CINEWORLD GROUP PLC 3,058,382 4,420,338 4,071,118
CINTAS CORP 142,551 18,241,079 48,654,082
CIPLA LTD 47,165 480,314 525,813
CIRCOR INTERNATIONAL INC 17,600 738,560 612,832
CIRRUS LOGIC INC 68,659 4,056,458 5,821,597
CISCO SYSTEMS INC 11,105,132 258,962,868 574,246,376
CIT GROUP INC 89,600 1,720,320 4,615,296
CITI TRENDS INC 9,300 256,467 779,154
CITIC PACIFIC LTD 5,737,000 7,033,770 5,431,165
CITIGROUP INC 5,938,360 377,992,942 432,015,690
CITIZENS & NORTHERN CORP 12,300 253,378 292,494
CITIZENS FINANCIAL GROUP INC 978,801 25,968,512 43,214,064
CITIZENS HOLDING COMPANY 4,300 102,254 85,570
CITIZENS INC 41,000 281,861 237,390
CITRIX SYSTEMS INC 233,373 21,896,771 32,756,234
CITY HOLDING COMPANY 14,500 713,047 1,185,810
CITY OFFICE REIT INC 61,238 761,515 650,348
CIVISTA BANCSHARES INC 12,900 265,144 295,926
CJ CHEILJEDANG CORP 24,077 8,495,815 8,743,669
CJ LOGISTICS CORP 18,224 2,726,518 2,946,757
CJ O SHOPPING COMPANY LTD 62,529 7,966,872 7,862,051
CK ASSET HOLDINGS LTD 905,000 6,291,458 5,494,408
CLARUS CORP 46,201 560,403 787,727
CLAS OHLSON AB 101,015 983,510 1,085,329
CLEAN ENERGY FUELS CORP 216,800 2,073,980 2,978,832
CLEAN HARBORS INC 165,242 9,436,976 13,890,243
CLEARFIELD INC 10,300 161,682 310,339
CLEARWATER PAPER CORP 14,200 553,870 534,204
CLEARWAY ENERGY INC - CLASS A 32,200 733,838 853,622
CLEARWAY ENERGY INC - CLASS C 75,900 1,522,968 2,135,826
CLEVELAND-CLIFFS INC 398,282 4,167,422 8,009,451
CLINIGEN GROUP PLC 10,159 82,112 108,697
CLIPPER LOGISTICS PLC 1,001,247 3,278,409 8,178,009
CLIPPER REALTY INC 13,000 156,536 102,960
CLIQ DIGITAL AG 775 30,331 30,605
CLOROX COMPANY/THE 197,400 25,718,254 38,074,512
CLOUDERA INC 178,736 2,177,043 2,175,217
CLOUDFLARE INC - CLASS A 201,653 7,939,189 14,168,140
CLOVIS ONCOLOGY INC 66,200 1,387,554 464,724
CLP HOLDINGS LTD 361,500 3,464,002 3,510,634
CLS HOLDINGS PLC 16,947 47,081 53,544
CMC MARKETS PLC 16,025 72,660 106,790
CMC MATERIALS INC 306,432 19,277,303 54,174,113
CME GROUP INC 757,800 82,462,555 154,765,494
CMIC HOLDINGS COMPANY LTD 1,900 29,257 26,462

Domestic and International Equity

16
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CMS ENERGY CORP 279,300 10,618,376 17,098,746
CNA FINANCIAL CORP 30,100 1,205,046 1,343,363
CNB FINANCIAL CORP 11,300 233,605 278,093
CNH INDUSTRIAL NV 129,719 1,959,765 2,011,693
CNO FINANCIAL GROUP INC 123,700 2,243,315 3,004,673
CNP ASSURANCES 212,709 2,442,848 4,052,450
CNX RESOURCES CORP 195,500 1,570,931 2,873,850
COASTAL FINANCIAL CORP OF WASHINGTON 7,479 116,202 196,099
COATS GROUP PLC 3,745,450 3,209,654 2,940,363
COCA-COLA AMATIL LTD 472,941 3,152,257 4,837,694
COCA-COLA COMPANY/THE 7,987,185 187,145,269 421,004,521
COCA-COLA CONSOLIDATED INC 4,400 686,641 1,270,632
COCA-COLA EUROPEAN PARTNERS PLC 101,000 3,941,247 5,268,160
COCA-COLA FEMSA SAB DE CV 445,600 1,752,544 2,056,113
COCA-COLA HBC AG 4,553 141,746 145,109
COCA-COLA ICECEK AS 447,527 2,608,188 3,720,267
COCA-COLA WEST JAPAN 1,499,600 36,561,083 26,178,538
COCHLEAR LTD 289,807 18,429,153 46,567,725
CODAN LTD 112,168 477,431 1,319,082
CODEXIS INC 47,500 429,163 1,087,275
CO-DIAGNOSTICS INC 23,700 428,733 226,098
CODIAK BIOSCIENCES INC 4,000 93,779 60,320
CODORUS VALLEY BANCORP INC 10,151 174,340 186,880
COEUR MINING INC 214,100 1,487,981 1,933,323
COFCO MEAT HOLDINGS LTD 7,561,000 2,790,625 3,880,453
COFIDE SPA 55,088 32,973 30,721
COGECO INC 6,643 455,902 512,423
COGENT COMMUNICATIONS GROUP INC 39,400 1,388,950 2,709,144
COGNEX CORP 1,715,144 40,586,013 142,339,801
COGNIZANT TECHNOLOGY SOLUTIONS CORP - CLASS A 2,315,439 112,809,458 180,882,095
COGNYTE SOFTWARE LTD 59,600 1,634,084 1,657,476
COHBAR INC 41,400 77,418 56,304
COHEN & STEERS INC 22,400 895,942 1,463,392
COHERENT INC 28,300 6,504,317 7,156,787
COHERUS BIOSCIENCES INC 110,428 2,156,117 1,613,353
COHU INC 37,943 606,916 1,587,535
COLFAX CORP 525,179 20,243,930 23,008,092
COLGATE-PALMOLIVE (INDIA) LTD 18,928 387,945 403,691
COLGATE-PALMOLIVE COMPANY 2,042,482 82,531,078 161,008,856
COLLEGIUM PHARMACEUTICAL INC 32,000 537,732 758,400
COLLIERS INTERNATIONAL GROUP INC 6,513 403,690 639,837
COLLINS FOODS LTD 9,113 72,498 72,255
COLONY BANKCORP INC 7,600 130,190 118,560
COLONY CAPITAL INC - CLASS A 2,500,484 9,332,699 16,203,136
COLONY CREDIT REAL ESTATE INC - CLASS A 72,600 1,436,028 618,552
COLOPL INC 39,400 352,956 297,372
COLOPLAST A/S - B SHARES 19,180 2,760,490 2,890,965
COLUMBIA BANKING SYSTEM INC 122,345 3,679,896 5,271,846
COLUMBIA FINANCIAL INC 42,800 726,094 748,144
COLUMBIA PROPERTY TRUST INC 105,100 1,308,495 1,797,210
COLUMBIA SPORTSWEAR COMPANY 33,700 3,049,991 3,559,731
COLUMBUS MCKINNON CORP 66,650 2,249,212 3,516,454
COM7 PUBLIC COMPANY LTD 3,720,700 4,243,282 7,619,994
COMCAST CORP - CLASS A 12,321,409 263,545,872 666,711,441
COMERICA INC 156,400 7,746,455 11,220,136
COMET HOLDING AG 767 180,958 176,846
COMFORT GLOVE BERHAD 640,200 607,842 288,719
COMFORT SYSTEMS USA INC 44,165 1,232,506 3,302,217
COMMERCE BANCSHARES INC 285,405 10,457,598 21,864,877
COMMERCIAL BANK (PSQC)/THE 435,498 564,804 579,986
COMMERCIAL METALS COMPANY 219,209 4,204,171 6,760,406
COMMONWEALTH BANK OF AUSTRALIA 300,090 16,583,442 19,679,322
COMMSCOPE HOLDING COMPANY INC 187,000 5,484,370 2,872,320
COMMUNITY BANK SYSTEM INC 48,100 1,920,953 3,690,232
COMMUNITY BANKERS TRUST CORP 16,300 133,155 143,766
COMMUNITY FINANCIAL CORP/THE 5,500 206,415 188,375
COMMUNITY HEALTH SYSTEMS INC 855,899 8,121,450 11,571,754
COMMUNITY HEALTHCARE TRUST INC 20,300 594,313 936,236
COMMUNITY TRUST BANCORP INC 14,500 501,042 638,435
COMMVAULT SYSTEMS INC 50,120 2,479,584 3,232,740
COMPAGNIE DE SAINT-GOBAIN SA 1,318,592 49,293,961 77,982,976
COMPAGNIE D'ENTREPRISES CFE SA 1,763 189,824 177,575
COMPAGNIE FINANCIERE RICHEMONT SA 731,831 57,780,526 70,558,726
COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN 186,932 20,239,087 28,044,856
COMPAL ELECTRONICS INC 4,389,000 2,879,208 4,107,044
COMPANHIA DE SANEAMENTO DE MINAS GERAIS - COPASA MG 104,000 240,512 278,292

Domestic and International Equity

17
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

COMPANHIA DE SANEAMENTO DO PARANA 849,000 6,002,667 3,309,942
COMPANHIA DE TRANSMISSAO DE ENERGIA ELETRICA PAULISTA - PREFERRED 239,538 969,195 1,075,226
COMPANHIA ENERGETICA DE MINAS GERAIS (CEMIG) - PREFERRED 458,377 1,169,478 1,058,418
COMPANHIA PARANAENSE DE ENERGIA-COPEL - PREFERRED 7,275,400 8,365,099 9,192,557
COMPANHIA SIDERURGICA NACIONAL SA 241,200 1,349,053 1,619,968
COMPANIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA 168,676 4,301,947 3,350,339
COMPASS GROUP PLC 874,631 15,871,470 17,636,336
COMPASS MINERALS INTERNATIONAL INC 82,919 5,243,332 5,200,680
COMPUTACENTER PLC 306,151 6,403,574 10,010,798
COMPUTER ENGINEERING & CONSULTING LTD 35,800 646,967 465,562
COMPUTER INSTITUTE OF JAPAN LTD 4,640 42,812 38,002
COMPUTER PROGRAMS & SYSTEMS INC 24,310 812,339 743,886
COMPUTERSHARE LTD 8,037 93,217 92,066
COMPX INTERNATIONAL INC 200 2,196 3,602
COMSCORE INC 44,200 223,523 161,772
COMSTOCK RESOURCES INC 12,300 82,047 68,142
COMSYS HOLDINGS CORP 115,600 2,974,465 3,567,385
COMTECH TELECOMMUNICATIONS CORP 23,000 596,065 571,320
CONAGRA BRANDS INC 564,367 18,068,022 21,220,199
CONCENTRADORA FIBRA DANHOS SA DE CV 1,003,999 1,378,120 1,251,288
CONCENTRIC AB 7,808 150,994 154,793
CONCENTRIX CORP 116,940 6,437,119 17,508,257
CONCERT PHARMACEUTICALS INC 23,400 258,112 116,766
CONCRETE PUMPING HOLDINGS INC 15,819 83,977 117,219
CONDUENT INC 142,500 1,045,915 949,050
CONEXIO CORP 11,700 160,618 146,965
CONMED CORP 378,496 29,795,956 49,427,793
CONNECTONE BANCORP INC 34,300 659,461 869,505
CONN'S INC 12,900 289,924 250,905
CONOCOPHILLIPS COMPANY 2,729,817 87,065,819 144,598,406
CONSOLIDATED COMMUNICATIONS HOLDINGS INC 54,582 1,072,526 392,990
CONSOLIDATED EDISON INC 336,400 23,191,868 25,162,720
CONSOLIDATED WATER COMPANY LTD 13,300 168,320 178,885
CONSTELLATION BRANDS INC - CLASS A 308,200 48,971,081 70,269,600
CONSTELLATION PHARMACEUTICALS INC 29,300 608,999 685,327
CONSTELLATION SOFTWARE INC 10,515 8,289,202 14,682,934
CONSTRUCTION PARTNERS INC - CLASS A 23,900 408,801 714,132
CONSUN PHARMACEUTICAL GROUP LTD 1,133,000 798,346 585,850
CONTAINER STORE GROUP INC/THE 21,300 355,327 354,432
CONTANGO OIL & GAS COMPANY 93,900 242,893 366,210
CONTEMPORARY AMPEREX TECHNOLOGY COMPANY LTD 597,139 24,334,648 29,348,630
CONTINENTAL AG 578,580 76,577,138 76,636,572
CONTINENTAL RESOURCES INC 70,600 2,841,245 1,826,422
CONTRAFECT CORP 13,200 93,720 63,360
COOPER COMPANIES INC/THE 258,703 55,355,519 99,365,235
COOPER TIRE & RUBBER COMPANY 45,600 1,652,836 2,552,688
COOPER-STANDARD HOLDINGS INC 15,100 1,177,062 548,432
COPA HOLDINGS SA - CLASS A 29,850 2,353,721 2,411,581
COPART INC 712,906 43,940,957 77,428,721
COPRO-HOLDINGS COMPANY LTD 1,800 23,965 23,636
CORBUS PHARMACEUTICALS HOLDINGS INC 61,300 442,442 120,761
CORCEPT THERAPEUTICS INC 114,436 1,269,891 2,722,432
CORE LABORATORIES NV 231,090 17,403,181 6,653,081
CORE LOGIC INC 87,800 2,405,128 6,958,150
CORE-MARK HOLDING COMPANY INC 40,700 1,452,200 1,574,683
CORENERGY INFRASTRUCTURE TRUST INC 4,130 46,856 29,199
COREPOINT LODGING INC 29,446 523,997 265,897
CORESITE REALTY CORP 76,816 8,362,443 9,206,398
CORESTATE CAPITAL HOLDING SA 2,475 44,641 41,160
CORETRONIC CORP 151,000 183,042 301,651
CORMEDIX INC 23,200 216,341 231,768
CORNERSTONE BUILDING BRANDS INC 98,175 1,315,964 1,377,395
CORNERSTONE ONDEMAND INC 166,669 6,917,814 7,263,435
CORNING INC 793,700 22,263,027 34,533,887
CORPORATE OFFICE PROPERTIES TRUST INC 977,427 27,572,936 25,735,653
CORSAIR GAMING INC 20,800 837,501 692,432
CORTEVA INC 1,327,622 37,786,714 61,893,738
CORTEXYME INC 14,400 758,539 518,832
CORVEL CORP 8,100 274,518 830,979
COSAN SA - ADR 683,994 7,804,638 11,046,496
COSMOS PHARMACEUTICAL CORP 23,900 3,063,076 3,735,321
COSTAMARE INC 83,400 707,425 802,308
COSTAR GROUP INC 59,491 24,652,936 48,895,058
COSTCO WHOLESALE CORP 940,174 81,165,725 331,392,532
COTA COMPANY LTD 1,573 15,126 22,421
COTY INC - CLASS A 369,930 5,893,719 3,333,069

Domestic and International Equity

18
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

COUNTRY GARDEN HOLDINGS COMPANY LTD 1,681,000 2,075,653 2,157,886
COUNTRY GARDEN SERVICES HOLDINGS COMPANY LTD 1,378,518 4,170,212 13,972,335
COUNTY BANCORP INC 4,600 101,614 110,262
COUPA SOFTWARE INC 113,703 16,323,353 28,935,139
COUPANG INC 279,286 11,920,051 13,782,764
COUSINS PROPERTIES INC 322,239 11,786,049 11,391,149
COVANTA HOLDING CORP 106,000 1,498,407 1,469,160
COVENANT LOGISTICS GROUP INC - CLASS A 11,500 266,565 236,785
COVESTRO AG 2,459 150,708 165,716
COVETRUS INC 291,072 5,030,960 8,723,428
COWAY COMPANY LTD 5,455 328,733 315,708
COWEN INC - CLASS A 42,024 1,260,767 1,477,144
CPFL ENERGIA SA 34,400 206,351 185,442
CRA INTERNATIONAL INC 6,900 207,695 515,016
CRACKER BARREL OLD COUNTRY STORE INC 230,759 28,772,692 39,893,616
CRANE COMPANY 57,496 2,743,829 5,399,449
CRANEWARE PLC 6,279 260,309 186,257
CRANSWICK PLC 273,084 10,211,526 13,699,503
CRAWFORD & COMPANY - CLASS A 7,692 81,074 81,920
CRE INC 2,500 30,375 30,294
CREDICORP LTD 79,827 14,480,189 10,901,973
CREDIT ACCEPTANCE CORP 11,200 2,882,599 4,034,576
CREDIT AGRICOLE SA 1,312,466 15,040,931 19,042,672
CREDIT SUISSE GROUP AG 3,668,420 49,222,225 38,596,074
CREDITO EMILIANO SPA 8,457 49,509 49,499
CREE INC 387,396 19,457,201 41,889,129
CRESCENT POINT ENERGY CORP 102,200 453,706 426,087
CRESCO LTD 16,500 254,614 240,855
CREW ENERGY INC 13,979 13,141 13,124
CRH PLC 1,243,725 42,825,330 58,664,202
CRICUT INC - CLASS A 53,662 1,025,225 1,061,971
CRINETICS PHARMACEUTICALS INC 24,800 573,140 378,944
CRISPR THERAPEUTICS AG 4,834 270,464 589,023
CRITEO SA - SPONSORED ADR 160,176 3,144,099 5,562,912
CROCS INC 159,710 3,872,774 12,848,669
CRODA INTERNATIONAL PLC 8,828 543,075 773,186
CROMPTON GREAVES CONSUMER ELECTRICALS LTD 170,037 898,936 912,818
CROSS COUNTRY HEALTHCARE INC 28,000 355,474 349,720
CROSSFIRST BANKSHARES INC 42,800 412,231 590,212
CROWDSTRIKE HOLDINGS INC - CLASS A 185,075 19,981,826 33,778,038
CROWN CASTLE INTERNATIONAL CORP 889,414 88,175,516 153,094,832
CROWN HOLDINGS INC 469,400 30,040,673 45,550,576
CRYOLIFE INC 292,743 5,721,280 6,610,137
CRYOPORT INC 130,833 4,007,372 6,804,624
CSC FINANCIAL COMPANY LTD 36,400 168,206 176,641
CSE GLOBAL LTD 205,100 65,691 79,378
CSG SYSTEMS INTERNATIONAL INC 92,453 3,378,442 4,150,215
CSL LTD 121,468 10,164,204 24,484,387
CSPC PHARMACEUTICAL GROUP LTD 10,236,800 10,641,387 12,377,200
CSR LTD 345,417 1,128,257 1,520,642
CSW INDUSTRIALS INC 12,400 489,800 1,674,000
CSX CORP 1,466,400 18,721,467 141,390,288
CTI ENGINEERING COMPANY LTD 5,900 84,431 134,552
CTO REALTY GROWTH INC 11,569 548,632 601,704
CTS CORP 29,200 569,934 906,952
CTT-CORREIOS DE PORTUGAL SA 16,498 66,492 65,345
CUBESMART 209,000 6,284,590 7,906,470
CUBIC CORP 28,900 1,340,979 2,155,073
CUCKOO HOLDINGS COMPANY LTD 1,769 159,618 199,291
CUE BIOPHARMA INC 25,400 367,815 309,880
CULLEN/FROST BANKERS INC 105,621 8,682,181 11,487,340
CULLINAN ONCOLOGY INC 8,400 327,786 350,028
CUMMINS INC 223,811 30,865,698 57,991,668
CURALEAF HOLDINGS INC 834,795 11,338,047 12,785,777
CURO GROUP HOLDINGS CORP 16,500 228,219 240,735
CURTISS-WRIGHT CORP 81,531 9,699,763 9,669,577
CUSHMAN & WAKEFIELD PLC 101,300 1,787,793 1,653,216
CUSTODIAN REIT PLC 12,436 16,491 15,751
CUSTOMERS BANCORP INC 84,000 1,922,966 2,672,880
CUTERA INC 14,900 270,257 447,745
CVB FINANCIAL CORP 121,083 2,037,643 2,674,723
CVR ENERGY INC 26,600 937,197 510,188
CVS GROUP PLC 248,346 1,841,128 6,410,850
CVS HEALTH CORP 2,941,014 110,180,349 221,252,483
CYBERAGENT INC 204,000 1,031,787 3,679,385
CYBEROPTICS CORP 6,500 209,430 168,805

Domestic and International Equity

19
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

CYBERPOWER SYSTEMS INC 45,000 130,450 137,367
CYCLERION THERAPEUTICS INC 12,070 86,514 33,675
CYFROWY POLSAT SA 223,966 1,532,830 1,677,758
CYMABAY THERAPEUTICS INC 54,400 584,020 246,976
CYRELA BRAZIL REALTY SA EMPREENDIMENTOS E PARTICIPACOES 924,500 3,861,256 4,038,441
CYRUSONE INC 135,200 7,594,414 9,155,744
CYTOKINETICS INC 60,200 752,505 1,400,252
CYTOMX THERAPEUTICS INC 43,000 403,230 332,390
CYTOSORBENTS CORP 31,400 282,160 272,552
D.B. CORP LTD 66,960 86,661 82,288
D.R. HORTON INC 540,300 20,945,645 48,151,536
DAE HYUN COMPANY LTD 26,422 59,741 52,529
DAEHAN STEEL COMPANY LTD 35,839 371,634 528,837
DAESANG CORP 102,853 2,354,306 2,285,622
DAH SING FINANCIAL HOLDINGS LTD 22,800 69,248 75,077
DAI NIPPON SCREEN MANUFACTURING COMPANY LTD 22,300 1,794,103 1,965,629
DAIICHI JITSUGYO COMPANY LTD 600 20,195 22,697
DAIICHI SANKYO COMPANY LTD 469,500 7,133,335 13,702,602
DAIKEN MEDICAL COMPANY LTD 26,400 183,704 145,499
DAIKIN INDUSTRIES LTD 39,700 6,454,103 8,019,041
DAIKOKU DENKI COMPANY LTD 5,521 91,674 51,313
DAILY JOURNAL CORP 1,100 232,508 348,095
DAILY MAIL AND GENERAL TRUST PLC 8,647 81,069 108,327
DAIMLER AG 935,783 55,465,144 83,597,756
DAISHIN SECURITIES COMPANY LTD 116,777 1,293,207 1,676,719
DAISUE CONSTRUCTION COMPANY LTD 4,200 53,490 36,261
DAITO TRUST CONSTRUCTION COMPANY LTD 105,500 12,077,213 12,249,457
DAITRON COMPANY LTD 7,300 150,275 118,980
DAIWA HOUSE INDUSTRY COMPANY LTD 30,500 1,010,653 894,575
DAIWA SECURITIES GROUP INC 804,700 3,460,631 4,166,234
DAIWABO HOLDINGS COMPANY LTD 190,500 2,514,164 2,899,738
DAKTRONICS INC 18,300 247,496 114,741
DANA INC 461,489 8,115,541 11,228,027
DANAHER CORP 1,616,442 100,713,490 363,828,765
DANIELI SPA 19,417 400,675 489,506
DANIMER SCIENTIFIC INC 199,502 9,427,882 7,531,200
DANONE SA 187,059 12,436,868 12,861,251
DANSKE BANK A/S 190,232 2,685,791 3,568,381
DAQO NEW ENERGY CORP - ADR 5,400 568,975 407,700
DARDEN RESTAURANTS INC 149,200 11,688,316 21,186,400
DARLING INGREDIENTS INC 1,213,838 22,017,882 89,314,200
DASEKE INC 30,400 253,845 258,096
DASSAULT AVIATION SA 13,212 12,908,874 14,736,132
DASSAULT SYSTEMES SA 69,019 13,683,168 14,795,929
DATA#3 LTD 105,280 419,129 416,168
DATADOG INC 1,242,554 67,380,792 103,554,450
DATTO HOLDING CORP 76,626 2,060,419 1,755,502
DAUM KAKAO CORP 6,242 2,019,058 2,746,645
DAVE & BUSTERS ENTERTAINMENT INC 38,700 1,321,310 1,853,730
DAVITA INC 83,800 6,581,162 9,031,126
DAZZLE FASHION COMPANY LTD 20,020 56,262 60,900
DB FINANCIAL INVESTMENT COMPANY LTD 27,228 117,692 145,553
DBS GROUP HOLDINGS LTD 2,315,300 45,426,334 49,611,110
DCC PLC 41,913 2,991,320 3,637,341
DCM HOLDINGS COMPANY LTD 30,900 391,637 323,821
DCM SHRIRAM LTD 174,564 1,009,619 1,196,529
DE LA RUE PLC 31,427 67,766 89,321
DEAR LIFE COMPANY LTD 20,800 84,836 85,459
DECEUNINCK NV 12,756 37,768 44,677
DECIBEL THERAPEUTICS INC 6,800 78,844 77,248
DECIPHERA PHARMACEUTICALS INC 54,606 2,584,602 2,448,533
DECKERS OUTDOOR CORP 73,609 15,034,048 24,321,886
DEEPAK NITRITE LTD 15,275 166,344 346,078
DEERE & COMPANY 577,408 30,588,187 216,031,429
DEL TACO RESTAURANTS INC 25,900 266,694 248,122
DELEK US HOLDINGS INC 58,425 2,069,532 1,272,496
DELIVERY HERO SE 101,595 10,790,170 13,194,209
DELL TECHNOLOGIES INC - CLASS C 661,650 36,973,317 58,324,447
DE'LONGHI SPA 330,569 7,852,703 13,380,551
DELTA AIR LINES INC 624,402 16,845,450 30,146,129
DELTA ELECTRONICS (THAILAND) PCL 33,000 662,329 306,240
DELTA ELECTRONICS INC 1,114,000 5,296,681 11,244,244
DELTA GALIL INDUSTRIES LTD 9,154 147,298 226,771
DELUXE CORP 38,700 2,444,598 1,623,852
DEMANT A/S 30,383 1,189,650 1,290,135
DENA COMPANY LTD 40,000 745,635 782,624

Domestic and International Equity

20
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

DENALI THERAPEUTICS INC 146,903 5,811,751 8,388,161
DENKI KAGAKU KOGYO KABUSHIKI KAISHA 55,900 1,721,308 2,236,000
DENNY'S CORP 57,300 673,557 1,037,703
DENSO CORP 404,500 21,747,682 26,894,674
DENTSPLY SIRONA INC 1,416,351 67,715,649 90,377,357
DERICHEBOURG SA 94,123 384,055 771,594
DERMAPHARM HOLDING SE 1,855 131,412 133,013
DERMTECH INC 23,143 658,891 1,175,433
DERWENT VALLEY HOLDINGS PLC 723,684 30,615,463 32,230,509
DESCARTES SYSTEMS GROUP INC/THE 36,381 968,154 2,215,967
DESIGNER BRANDS INC - CLASS A 53,900 1,174,255 937,860
DEUTSCHE BANK AG 121,656 1,466,378 1,456,704
DEUTSCHE BOERSE AG 250,018 32,599,972 41,638,000
DEUTSCHE EUROSHOP AG 60,196 978,908 1,256,491
DEUTSCHE POST AG 391,678 12,747,002 21,507,045
DEUTSCHE TELEKOM AG 2,837,892 47,122,872 57,268,380
DEUTSCHE WOHNEN AG 2,567 133,260 120,016
DEUTZ AG 39,154 259,172 293,133
DEVON ENERGY CORP 1,118,192 31,091,981 24,432,495
DEXCOM INC 190,226 68,151,562 68,365,322
DEXERIALS CORP 11,600 85,182 198,617
DFS FURNITURE PLC 30,341 110,629 114,282
DGB FINANCIAL GROUP INC 657,912 4,382,211 4,906,364
DHI GROUP INC 16,200 57,996 54,270
DHT HOLDINGS INC 84,300 530,267 499,899
DIAGEO PLC 676,609 27,468,905 27,907,504
DIAGEO PLC - SPONSORED ADR 13,300 2,109,513 2,183,993
DIALOG SEMICONDUCTOR PLC 53,500 2,070,523 4,038,060
DIAMOND HILL INVESTMENT GROUP INC 2,900 556,391 452,429
DIAMOND S SHIPPING INC 14,000 163,199 140,420
DIAMONDBACK ENERGY INC 324,329 24,341,022 23,834,938
DIAMONDROCK HOSPITALITY COMPANY 180,100 2,014,836 1,855,030
DIASORIN SPA 48,938 10,203,050 7,868,303
DICERNA PHARMACEUTICALS INC 59,500 912,406 1,521,415
DICK'S SPORTING GOODS INC 242,318 8,254,627 18,452,516
DICKSON CONCEPTS (INTERNATIONAL) LTD 47,385 23,092 25,233
DIEBOLD NIXDORF INC 63,600 1,539,908 898,668
D'IETEREN NV 3,377 172,899 331,411
DIGI INTERNATIONAL INC 24,900 282,804 472,851
DIGIMARC CORP 11,400 365,837 338,124
DIGITAL ARTS INC 21,900 2,000,282 1,920,462
DIGITAL BROS SPA 26,521 418,103 776,136
DIGITAL HOLDINGS INC 6,900 98,253 125,199
DIGITAL REALTY TRUST INC 502,085 69,919,557 70,713,651
DIGITAL TURBINE INC 93,250 1,261,658 7,493,570
DIGNITY PLC 5,687 54,083 51,786
DILLARD'S INC - CLASS A 6,700 368,500 647,019
DIME COMMUNITY BANCSHARES INC 94,345 2,332,087 2,843,586
DINE BRANDS GLOBAL INC 14,700 1,059,252 1,323,441
DIODES INC 60,699 2,435,893 4,846,208
DIOS FASTIGHETER AB 31,404 246,450 258,689
DIP CORP 3,500 65,885 91,824
DIRECT LINE INSURANCE GROUP PLC 814,920 3,318,861 3,522,573
DISCOVER FINANCIAL SERVICES 508,568 30,804,515 48,308,874
DISCOVERY INC - SERIES A 205,500 6,386,422 8,931,030
DISCOVERY INC - SERIES C 368,800 10,408,634 13,605,032
DISH NETWORK CORP - CLASS A 1,118,425 47,284,405 40,486,985
DIVERSIFIED HEALTHCARE TRUST 193,100 1,548,562 923,018
DIVI'S LABORATORIES LTD 16,695 823,128 827,240
DIXON TECHNOLOGIES (INDIA) LTD 25,000 818,057 1,255,629
DKSH HOLDING LTD 105,737 6,835,238 8,150,900
DL COMPANY LTD 20,406 1,183,110 1,577,628
DL E&C COMPANY LTD 1 89 99
DMC GLOBAL INC 677,474 26,678,968 36,759,739
DMG MORI SEIKI COMPANY LTD 410,500 6,120,733 6,738,887
DMY TECHNOLOGY GROUP INC II - CLASS A 215,204 3,299,529 3,165,651
DNB ASA 1,003,471 16,307,358 21,394,592
DOBANK SPA 661,239 8,640,128 8,082,404
DOCUSIGN INC 230,600 14,331,356 46,684,970
DOGUS OTOMOTIV SERVIS VE TICARET AS 240,846 516,799 827,046
DOLBY LABORATORIES INC - CLASS A 380,248 20,501,053 37,538,083
DOLLAR GENERAL CORP 538,520 94,874,414 109,114,922
DOLLAR TREE INC 625,119 56,848,381 71,551,121
DOLLARAMA INC 755,119 27,495,286 33,356,571
DOMETIC GROUP AB 251,780 3,699,719 3,658,426
DOMINION ENERGY INC 1,389,500 57,629,518 105,546,420

Domestic and International Equity

21
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

DOMINO'S PIZZA ENTERPRISES LTD 58,745 2,891,758 4,306,526
DOMINO'S PIZZA GROUP PLC 133,858 671,838 640,853
DOMINO'S PIZZA INC 57,000 6,917,292 20,964,030
DOMO INC - CLASS B 44,323 1,532,094 2,494,942
DOMTAR CORP 50,400 991,368 1,862,280
DONALDSON COMPANY INC 226,162 7,479,102 13,153,582
DONEGAL GROUP INC - CLASS A 7,800 114,912 115,908
DONG AH TIRE & RUBBER COMPANY LTD 2,620 24,109 26,507
DONG ENERGY A/S 205,501 20,671,856 33,270,771
DONGBU INSURANCE COMPANY LTD 57,180 2,264,808 2,389,763
DONGFENG MOTOR GROUP COMPANY LTD - H SHARES 6,381,600 6,521,468 5,926,484
DONG-IL CORP 145 7,467 21,973
DONGKUK STEEL MILL COMPANY 22,740 178,268 274,266
DONGWON DEVELOPMENT COMPANY LTD 12,786 57,514 61,007
DONGYANG E&P INC 2,911 41,693 44,884
DONGYUE GROUP LTD 3,078,000 2,322,395 2,367,555
DONNELLEY FINANCIAL SOLUTIONS INC 26,500 502,839 737,495
DOORDASH INC - CLASS A 73,273 10,340,519 9,608,288
DORIAN LPG LTD 29,087 295,046 381,912
DORMAKABA HOLDING AG 1,022 569,821 700,952
DORMAN PRODUCTS INC 30,561 1,745,754 3,136,781
DOSHISHA COMPANY LTD 21,900 389,647 370,814
DOUBLEUGAMES COMPANY LTD 18,159 1,129,934 1,099,087
DOUGLAS DYNAMICS INC 59,322 2,206,523 2,737,710
DOUGLAS EMMETT INC 184,368 6,024,363 5,789,155
DOVER CORP 246,470 15,779,058 33,798,431
DOW INC 1,267,561 34,478,535 81,047,850
DR SULAIMAN AL HABIB MEDICAL SERVICES GROUP COMPANY 6,300 207,244 208,298
DRAEGERWERK AG & COMPANY KGAA 915 66,592 69,471
DRAEGERWERK AG & COMPANY KGAA - PREFERRED 9,185 705,351 740,546
DRAX GROUP PLC 1,135,079 4,802,548 6,577,488
DRB HOLDING COMPANY LTD 4,813 28,202 28,748
DRB-HICOM BERHAD 78,300 36,404 36,256
DREAM INDUSTRIAL REAL ESTATE INVESTMENT TRUST 1,557 14,051 16,625
DREAM OFFICE REAL ESTATE INVESTMENT TRUST 3,085 49,844 51,938
DREAM UNLIMITED CORP - CLASS A 21,573 344,551 388,086
DRECOM COMPANY LTD 14,900 107,604 106,660
DRIL-QUIP INC 37,595 1,765,801 1,249,282
DRIVEN BRANDS HOLDINGS INC 42,300 1,027,610 1,075,266
DROPBOX INC - CLASS A 366,631 8,667,290 9,774,382
DS NORDEN 67,196 1,114,027 1,560,981
DS SMITH PLC 651,600 3,326,244 3,665,274
DSP GROUP INC 17,400 250,038 247,950
DSV A/S 402,505 48,013,931 79,159,518
DTE ENERGY COMPANY 188,550 15,935,673 25,103,547
DTR AUTOMOTIVE CORP 5,728 133,645 157,403
DUCK CREEK TECHNOLOGIES INC 91,107 4,196,437 4,112,570
DUCOMMUN INC 9,600 229,704 576,000
DUKE ENERGY CORP 1,255,325 57,111,555 121,176,522
DUKE REALTY CORP 426,600 9,930,199 17,887,338
DULUTH HOLDINGS INC 7,900 152,380 133,826
DUN & BRADSTREET HOLDINGS INC 161,000 4,160,649 3,833,410
DUNELM GROUP PLC 26,429 465,926 473,669
DUNI AB 103,026 1,525,983 1,241,092
DUPONT DE NEMOURS INC 1,021,380 44,489,608 78,932,246
DURECT CORP 181,100 445,506 358,578
DUSKIN COMPANY LTD 108,100 2,409,842 2,724,511
DXC TECHNOLOGY COMPANY 300,532 16,621,218 9,394,630
DXP ENTERPRISES INC 14,600 728,750 440,482
DY CORP 17,796 79,436 89,786
DYADIC INTERNATIONAL INC 11,800 116,466 64,782
DYCOM INDUSTRIES INC 27,700 1,189,973 2,571,945
DYE & DURHAM LTD 440,979 16,901,439 13,918,635
DYNACOLOR INC 25,000 33,610 29,527
DYNAM JAPAN HOLDINGS COMPANY LTD 157,400 280,975 150,021
DYNATRACE INC 207,900 5,767,414 10,029,096
DYNAVAX TECHNOLOGIES CORP 88,900 1,253,848 873,887
DYNE THERAPEUTICS INC 10,400 238,420 161,512
DYNEX CAPITAL INC 18,866 387,746 357,133
DZS INC 14,000 171,456 217,700
E INK HOLDINGS INC 109,000 108,303 210,490
E.L.F. BEAUTY INC 40,900 867,554 1,097,347
E.ON SE 3,101,683 33,135,835 36,177,029
E.W. SCRIPPS COMPANY/THE - CLASS A 546,939 8,455,652 10,539,515
EAGLE BANCORP INC 51,900 2,190,850 2,761,599
EAGLE BANCORP MONTANA INC 5,800 97,150 141,056

Domestic and International Equity

22
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

EAGLE BULK SHIPPING INC 5,214 197,865 188,330
EAGLE MATERIALS INC 40,900 2,868,343 5,497,369
EAGLE PHARMACEUTICALS INC 10,500 815,144 438,270
EARGO INC 8,300 423,301 414,585
EARTHSTONE ENERGY INC - CLASS A 17,819 113,348 127,406
EAST WEST BANCORP INC 161,000 4,691,799 11,881,800
EASTERLY GOVERNMENT PROPERTIES INC 190,135 3,685,588 3,941,499
EASTERN BANKSHARES INC 149,600 2,477,173 2,885,784
EASTERN COMPANY SAE 1,234,145 1,869,729 896,703
EASTERN COMPANY/THE 6,000 179,520 160,800
EASTGROUP PROPERTIES INC 76,332 6,543,380 10,936,849
EASTMAN CHEMICAL COMPANY 136,263 10,567,149 15,005,282
EASTMAN KODAK COMPANY 14,100 125,579 110,967
EASYJET PLC 250,593 2,481,431 3,382,060
EATON CORP PLC 879,088 35,175,697 121,560,289
EBAY INC 1,257,703 17,619,739 77,021,732
EBIX INC 25,500 690,301 816,765
EBRO FOODS SA 3,016 73,528 62,316
ECHO GLOBAL LOGISTICS INC 24,800 719,945 778,968
ECHO STAR CORP - CLASS A 42,800 1,613,537 1,027,200
ECLAT TEXTILE COMPANY LTD 33,000 481,982 555,147
ECO WORLD DEVELOPMENT GROUP BERHAD 282,500 42,577 42,240
ECOLAB INC 623,839 51,767,220 133,545,215
E-COMMODITIES HOLDINGS LTD 768,000 34,195 34,081
ECOPETROL SA 6,774,900 3,281,278 4,361,745
ECOVACS ROBOTICS COMPANY LTD 296,560 1,676,736 6,175,506
EDENRED SA 904,270 30,992,715 47,336,601
EDGEWELL PERSONAL CARE COMPANY 57,218 2,454,899 2,265,833
EDION CORP 158,900 1,718,903 1,781,693
EDISON INTERNATIONAL 471,601 28,808,547 27,635,819
EDITAS MEDICINE INC 70,243 1,914,057 2,950,206
EDP RENOVAVEIS SA 122,542 1,848,892 2,624,110
EDVANTAGE GROUP HOLDINGS LTD 416,000 507,210 403,990
EDWARDS LIFESCIENCES CORP 1,423,659 82,392,540 119,074,839
EGAIN COMMUNICATIONS CORP 15,800 149,788 149,942
EHEALTH INC 23,100 990,689 1,680,063
EICHER MOTORS LTD 320,081 11,645,695 11,399,701
EIFFAGE SA 101,689 10,628,744 10,201,807
EIGER BIOPHARMACEUTICALS INC 26,618 288,530 235,569
EL POLLO LOCO HOLDINGS INC 16,400 282,168 264,368
EL.EN. SPA 16,298 444,215 670,426
ELAN MICROELECTRONICS CORP 478,000 1,278,324 3,275,120
ELANCO ANIMAL HEALTH INC 521,012 16,878,212 15,343,803
ELANDERS AB 3,969 35,826 78,139
ELASTIC NV 89,494 6,944,862 9,951,733
ELECOM COMPANY LTD 134,600 2,616,789 2,991,652
ELECTRA CONSUMER PRODUCTS (1970) LTD 8,155 284,892 353,130
ELECTRIC POWER DEVELOPMENT COMPANY LTD 5,400 88,499 94,512
ELECTROLUX AB - SERIES B 475,090 10,637,868 13,201,335
ELECTROMED INC 6,400 97,152 67,456
ELECTRONIC ARTS INC 572,084 61,705,752 77,443,011
ELEMATEC CORP 3,600 26,760 33,166
ELEMENT FLEET MANAGEMENT CORP 77,232 592,292 844,922
ELEMENT SOLUTIONS INC 775,437 13,495,303 14,182,743
ELI LILLY & COMPANY 1,960,143 152,036,321 366,193,915
ELIS SA 226,956 3,846,318 3,713,040
ELLINGTON FINANCIAL INC 38,000 605,541 608,380
ELLINGTON RESIDENTIAL MORTGAGE REIT 6,018 72,721 74,082
ELOXX PHARMACEUTICALS INC 22,300 430,167 74,036
ELRINGKLINGER AG 2,102 35,884 30,930
ELSEWEDY ELECTRIC COMPANY 232,741 138,295 133,566
EMAMI LTD 24,417 167,354 162,304
E-MART COMPANY LTD 59,419 7,241,065 8,977,821
EMBOTELLADORA ANDINA SA 197,077 666,909 523,966
EMBRAER SA 5,600,480 37,917,689 13,904,435
EMBRAER SA - SPONSORED ADR 676,080 4,867,703 6,767,561
EMCOR GROUP INC 193,674 11,563,113 21,722,476
EMERALD HOLDING INC 20,400 428,478 112,608
EMERGENT BIOSOLUTIONS INC 374,075 21,587,306 34,755,308
EMERSON ELECTRIC COMPANY 1,522,790 52,909,586 137,386,114
EMLAK KONUT GAYRIMENKUL YATIRIM ORTAKLIGI AS 293,278 84,226 67,683
EMPIRE COMPANY LTD - A SHARES 92,823 2,537,916 2,893,587
EMPIRE STATE REALTY TRUST INC - CLASS A 124,300 1,864,235 1,383,459
EMPLOYERS HOLDINGS INC 64,700 2,035,667 2,785,982
EMPRESAS CMPC SA 86,408 248,925 278,204
EMPRESAS COPEC SA 27,999 347,463 346,792

Domestic and International Equity

23
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ENANTA PHARMACEUTICALS INC 37,898 2,010,147 1,869,129
ENAUTA PARTICIPACOES SA 300,700 630,835 841,939
ENBRIDGE INC 4,232 149,571 154,148
ENCOMPASS HEALTH CORP 114,500 7,715,669 9,377,550
ENCORE CAPITAL GROUP INC 28,100 938,125 1,130,463
ENCORE WIRE CORP 39,320 1,528,451 2,639,552
ENDAVA PLC - ADR 12,121 752,345 1,026,527
ENDESA SA 697,692 16,433,686 18,499,142
ENDO INTERNATIONAL PLC 195,400 1,871,693 1,447,914
ENEA SA 26,784 68,636 43,101
ENEL AMERICAS SA 13,169,000 1,738,880 2,201,555
ENEL CHILE SA 202,935,370 17,361,178 15,841,614
ENEL SPA 13,921,948 84,017,693 138,966,420
ENERGIZER HOLDINGS INC 68,400 1,725,875 3,246,264
ENERGY ABSOLUTE PUBLIC COMPANY LTD 848,100 1,312,316 1,682,630
ENERGY FUELS INC 114,000 277,538 647,520
ENERGY RECOVERY INC 60,165 709,516 1,103,426
ENERPAC TOOL GROUP CORP - CLASS A 50,100 1,123,811 1,308,612
ENERSYS 348,536 12,386,545 31,647,069
ENETI INC 5,820 274,422 122,395
ENGHOUSE SYSTEMS LTD 25,961 951,453 1,204,015
ENGIE ENERGIA CHILE SA 95,450 144,440 108,948
ENGIE SA 3,797,392 60,944,335 54,025,521
ENGRO CORP LTD 303,700 627,830 551,553
ENGRO FERTILIZERS LTD 1,549,088 683,751 633,026
ENI SPA 63,300 1,482,019 780,717
ENKA INSAAT VE SANAYI AS 3,295,848 3,174,814 3,153,979
ENN ENERGY HOLDINGS LTD 191,600 2,736,260 3,073,210
ENNIS INC 24,800 436,394 529,480
ENOCHIAN BIOSCIENCES INC 8,500 38,335 30,090
ENOVA INTERNATIONAL INC 68,800 1,537,774 2,441,024
ENPHASE ENERGY INC 201,740 10,836,590 32,714,158
ENPLAS CORP 2,500 84,286 93,778
ENPRO INDUSTRIES INC 23,282 1,274,439 1,985,256
ENSIGN GROUP INC/THE 67,741 2,051,101 6,356,815
ENSTAR GROUP LTD 54,077 10,066,378 13,342,418
ENTEGRIS INC 696,106 12,487,585 77,824,651
ENTERCOM COMMUNICATIONS CORP - CLASS A 101,499 1,180,709 532,870
ENTERGY CORP 196,225 15,733,782 19,518,501
ENTERPRISE BANCORP INC 7,800 172,664 253,656
ENTERPRISE FINANCIAL SERVICES CORP 495,292 22,185,453 24,487,236
ENTRAVISION COMMUNICATIONS CORP - CLASS A 45,977 241,490 185,747
ENVELA CORP 4,100 20,336 20,582
ENVESTNET INC 47,954 2,357,216 3,463,717
ENVISTA HOLDINGS CORP 181,576 5,768,063 7,408,301
ENZO BIOCHEM INC 37,100 215,551 127,624
EOG RESOURCES INC 1,394,017 62,472,402 101,108,053
EPAM SYSTEMS INC 166,495 32,653,687 66,046,902
EPIROC AB - CLASS A 961,821 16,401,224 21,826,715
EPIROC AB - CLASS B 2,230,569 11,075,880 46,562,421
EPIZYME INC 68,400 1,030,258 595,764
EPLUS INC 36,443 2,442,003 3,631,181
EPR PROPERTIES 83,200 5,860,978 3,876,288
EPS HOLDINGS INC 5,000 57,025 51,131
EQ OYJ 2,044 27,048 44,443
EQT AB 810,131 12,284,609 26,721,506
EQT CORP 292,868 9,758,912 5,441,487
EQUIFAX INC 706,865 98,473,529 128,034,457
EQUINIX INC 167,000 74,823,123 113,491,530
EQUINOR ASA - ADR 83,250 1,602,562 1,620,045
EQUITABLE HOLDINGS INC 483,011 10,601,176 15,755,819
EQUITRANS MIDSTREAM CORP 397,094 8,998,716 3,240,287
EQUITY BANCSHARES INC - CLASS A 11,400 346,360 312,360
EQUITY COMMONWEALTH 310,747 9,493,890 8,638,767
EQUITY LIFESTYLE PROPERTIES INC 186,200 6,522,836 11,849,768
EQUITY RESIDENTIAL 431,200 28,171,506 30,886,856
EREGLI DEMIR VE CELIK FABRIKALARI TAS 130,422 152,031 240,476
ERGOMED PLC 7,414 83,562 122,749
ERICSSON LM TELEPHONE COMPANY - SPONSORED ADR 18,837 254,210 248,460
ERIE INDEMNITY COMPANY - CLASS A 221,290 32,753,031 48,885,174
EROS STX GLOBAL CORP 136,900 964,701 247,789
ERSTE GROUP BANK AG 1,182,683 28,078,505 40,199,012
ESCALADE INC 9,100 170,159 190,281
ESCO TECHNOLOGIES INC 23,100 1,085,341 2,515,359
ESCORTS LTD 303,783 5,299,385 5,350,727
ESKER SA 3,749 941,838 877,715

Domestic and International Equity

24
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ESPERION THERAPEUTICS INC 60,271 2,983,070 1,690,602
ESPRINET SPA 63,666 303,536 805,135
ESQUIRE FINANCIAL HOLDINGS INC 6,600 170,610 150,546
ESR CAYMAN LTD 3,927,400 10,063,117 12,856,515
ESSA BANCORP INC 8,400 110,544 134,400
ESSENT GROUP LTD 347,202 13,202,905 16,488,623
ESSENTIAL PROPERTIES REALTY TRUST INC 316,518 5,942,044 7,226,106
ESSENTIAL UTILITIES INC 714,078 26,325,449 31,954,990
ESSEX PROPERTY TRUST INC 82,720 19,515,709 22,486,605
ESSILOR INTERNATIONAL SA 294,363 42,051,045 48,037,217
ESSITY AB - CLASS B 5,487 181,213 173,682
ESTABLISHMENT LABS HOLDINGS INC 825 50,466 51,587
ESTEC CORP 1,787 20,217 17,132
ESTEE LAUDER COMPANIES INC - CLASS A 674,335 64,908,599 196,130,335
ESTIA HEALTH LTD 231,546 335,862 379,168
ETERNIT SA 63,000 220,405 209,218
ETERNIT SA - RIGHTS 12,317 0 16,130
ETHAN ALLEN INTERIORS INC 21,900 566,592 604,659
ETON PHARMACEUTICALS INC 9,000 54,630 65,880
ETSY INC 274,903 16,007,848 55,439,688
EURAZEO SE 54,326 3,197,729 4,143,823
EUROBIO SCIENTIFIC 16,108 189,151 380,528
EUROCOMMERCIAL PROPERTIES NV 50,271 710,481 1,110,770
EUROFINS SCIENTIFIC SE 82,509 6,875,347 7,904,255
EURONET WORLDWIDE INC 74,968 7,081,503 10,368,074
EURONEXT NV 271,007 22,711,862 27,360,398
EVANS BANCORP INC 5,000 195,850 169,450
EVELO BIOSCIENCES INC 20,400 251,070 218,280
EVEN CONSTRUTORA E INCORPORADORA SA 435,100 923,904 795,717
EVENTBRITE INC - CLASS A 58,200 735,142 1,289,712
EVERBRIDGE INC 47,833 6,554,090 5,796,403
EVERCORE INC - CLASS A 64,475 5,915,807 8,493,936
EVEREST RE GROUP LTD 77,613 13,437,487 19,233,278
EVERGREEN MARINE CORP 5,377,000 8,201,853 8,574,405
EVERGY INC 223,381 8,420,218 13,297,871
EVERI HOLDINGS INC 74,800 564,405 1,055,428
EVERLIGHT ELECTRONICS COMPANY LTD 420,000 386,285 680,055
EVERQUOTE INC - CLASS A 33,914 1,149,436 1,230,739
EVERSOURCE ENERGY 1,117,935 75,547,609 96,801,992
EVERTEC INC 69,800 1,799,259 2,597,956
EVERTZ TECHNOLOGIES LTD 1,923 27,591 22,246
EVI INDUSTRIES INC 6,400 216,280 184,128
EVO PAYMENTS INC - CLASS A 579,830 14,329,860 15,956,922
EVOFEM BIOSCIENCES INC 51,356 210,255 89,873
EVOLENT HEALTH INC - CLASS A 118,656 1,723,497 2,396,851
EVOLUS INC 14,500 234,734 188,355
EVOLUTION GAMING GROUP AB 815,830 22,744,954 120,367,287
EVOLUTION PETROLEUM CORP 22,500 158,025 76,050
EVONICK INDUSTRIES AG 1,306,978 38,813,968 46,328,512
EVOQUA WATER TECHNOLOGIES CORP 97,500 2,089,707 2,564,250
EVOTEC AG 156,635 3,552,344 5,659,022
EVRAZ PLC 1,876,725 10,593,180 14,966,255
EVS BROADCAST EQUIPMENT SA 8,266 174,870 174,871
EXACT SCIENCES CORP 618,330 53,950,923 81,483,527
EXAGEN INC 4,600 132,055 80,500
EXCO TECHNOLOGIES LTD 5,200 35,887 43,980
EXEDY CORP 48,600 652,320 735,817
EXELIXIS INC 1,140,081 24,393,623 25,754,430
EXELON CORP 1,855,191 56,742,035 81,146,054
EXICURE INC 33,300 89,577 72,594
EXIDE INDUSTRIES LTD 313,766 890,741 787,915
EXLSERVICE HOLDINGS INC 119,588 8,792,906 10,782,054
EXONE COMPANY/THE 12,300 260,177 385,728
EXOR NV 49,918 1,855,833 4,220,621
EXP WORLD HOLDINGS INC 45,000 286,610 2,049,750
EXPEDIA GROUP INC 421,975 57,211,992 72,630,337
EXPEDITORS INTERNATIONAL OF WASHINGTON INC 439,107 24,017,658 47,287,433
EXPERIAN GROUP LTD 377,472 10,254,557 13,004,329
EXPONENT INC 51,922 1,539,097 5,059,799
EXPRESS INC 39,400 733,815 158,388
EXTENDED STAY AMERICA INC 177,600 3,265,067 3,507,600
EXTERRAN CORP 19,700 373,425 66,192
EXTRA SPACE STORAGE INC 152,950 9,768,208 20,273,522
EXTREME NETWORKS INC 99,800 546,823 873,250
EXXARO RESOURCES LTD 268,514 2,359,371 3,161,523
EXXON MOBIL CORP 7,829,084 274,789,534 437,097,760

Domestic and International Equity

25
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

EZCORP INC - CLASS A 34,800 437,153 172,956
F.I.B.I. HOLDINGS LTD 2,626 71,114 82,606
F@N COMMUNICATIONS INC 26,700 118,613 99,551
F5 NETWORKS INC 316,696 40,366,277 66,069,120
FABASOFT AG 617 33,756 29,296
FABRINET 33,500 942,339 3,028,065
FACEBOOK INC 5,801,627 643,152,102 1,708,753,200
FACTSET RESEARCH SYSTEMS INC 78,900 12,350,811 24,347,751
FAES FARMA SA 64,284 266,483 276,146
FAGRON NV 406,019 7,275,221 9,033,285
FAIR ISAAC CORP 33,850 7,413,399 16,452,792
FAIRFAX FINANCIAL HOLDINGS LTD 47,124 21,853,724 20,567,188
FAITH INC 8,498 83,979 61,678
FALABELLA SA 69,924 297,316 318,473
FALCON MINERALS CORP 31,600 243,039 141,884
FAMUR SA 202,626 144,328 121,956
FANCL CORP 896,200 26,158,381 30,292,371
FANGDA SPECIAL STEEL TECHNOLOGY COMPANY LTD 4,775,123 5,150,879 6,512,525
FANUC LTD 123,400 23,268,951 29,241,891
FAR EAST HORIZON LTD 1,532,000 1,493,804 1,840,501
FAR EASTERN DEPARTMENT STORES LTD 618,000 388,931 519,819
FARADAY TECHNOLOGY CORP 970,000 1,814,017 1,771,177
FARFETCH LTD - CLASS A 84,407 2,164,466 4,475,259
FARMER BROTHERS COMPANY 10,300 272,636 107,532
FARMERS & MERCHANTS BANCORP INC 9,600 268,800 241,344
FARMERS NATIONAL BANC CORP 20,300 179,858 339,010
FARMLAND PARTNERS INC 17,600 179,106 197,296
FARO TECHNOLOGIES INC 16,000 669,891 1,385,120
FAST ACQUISITION CORP - CLASS A 16,604 212,503 207,882
FASTENAL COMPANY 1,064,200 24,801,394 53,507,976
FASTLY INC - CLASS A 92,200 8,059,902 6,203,216
FATE THERAPEUTICS INC 73,445 1,769,238 6,055,540
FATHOM HOLDINGS INC 4,200 79,873 153,846
FAUJI FERTILIZER COMPANY LTD 521,000 354,242 356,511
FAURECIA SE 18,277 632,181 975,891
FB FINANCIAL CORP 235,640 9,230,254 10,476,554
FBL FINANCIAL GROUP INC - CLASS A 12,000 681,250 671,040
FDC LTD 126,157 564,898 493,317
FDM GROUP HOLDINGS PLC 24,854 300,989 345,654
FEDERAL AGRICULTURAL MORTGAGE CORP - CLASS C 26,500 1,737,667 2,669,080
FEDERAL REALTY INVESTMENT TRUST 102,100 10,304,398 10,358,045
FEDERAL SIGNAL CORP 65,984 1,115,123 2,527,187
FEDERATED HERMES INC - CLASS B 164,180 3,980,664 5,138,834
FEDEX CORP 657,130 72,628,070 186,651,205
FEDNAT HOLDING COMPANY 7,000 146,793 32,410
FENNEC PHARMACEUTICALS INC 11,500 104,880 71,415
FERGUSON PLC 51,095 4,105,367 6,110,574
FERRARI NV 272,264 46,090,505 56,984,388
FERREXPO PLC 757,596 2,114,699 3,915,526
FERRO CORP 115,314 1,724,304 1,944,194
FERRONORDIC AB 9,194 185,388 215,180
FERROTEC HOLDINGS CORP 27,600 593,226 551,750
FIBRA UNO ADMINISTRACION SA 24,507,414 30,711,924 28,615,240
FIBROGEN INC 213,334 9,651,744 7,404,823
FIDELITY D & D BANCORP INC 3,800 215,112 233,700
FIDELITY NATIONAL FINANCIAL INC 316,212 9,439,130 12,857,180
FIDELITY NATIONAL INFORMATION SERVICES INC 1,523,049 179,353,837 214,155,920
FIELDS CORP 31,100 155,587 162,114
FIESTA RESTAURANT GROUP INC 10,900 386,174 137,231
FIFTH THIRD BANCORP 835,345 19,237,089 31,283,670
FILA KOREA LTD 94,453 3,764,123 3,601,190
FINANCIAL INSTITUTIONS INC 66,787 1,532,573 2,022,978
FINNING INTERNATIONAL INC 3,699 80,055 94,061
FINOLEX INDUSTRIES LTD 30,760 266,413 267,574
FINSERV ACQUISITION CORP 537,933 7,591,095 7,046,922
FINTECH GROUP AG 44,486 1,110,795 4,130,467
FINVOLUTION GROUP - ADR 32,279 72,554 226,276
FIREEYE INC 243,900 7,759,733 4,773,123
FIRST AMERICAN FINANCIAL CORP 130,391 5,621,872 7,386,650
FIRST BANCORP INC 9,400 182,314 274,386
FIRST BANCORP NORTH CAROLINA 26,100 630,951 1,135,350
FIRST BANCORP PUERTO RICO 184,500 1,337,036 2,077,470
FIRST BANCSHARES INC/THE 19,400 550,770 710,234
FIRST BANK 10,980 150,536 133,627
FIRST BUSEY CORP 65,264 1,498,763 1,674,022
FIRST BUSINESS FINANCIAL SERVICES INC 8,000 179,862 197,840

Domestic and International Equity

26
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

FIRST CAPITAL INC 3,300 166,815 160,743
FIRST CHOICE BANCORP 7,800 205,159 189,618
FIRST CITIZENS BANCSHARES INC - CLASS A 7,539 3,167,331 6,300,870
FIRST COMMONWEALTH FINANCIAL CORP 87,900 858,912 1,263,123
FIRST COMMUNITY BANCSHARES INC 14,997 291,842 449,760
FIRST COMMUNITY CORP 6,500 99,320 129,675
FIRST FINANCIAL BANCORP 189,772 3,104,409 4,554,528
FIRST FINANCIAL BANKSHARES INC 186,336 4,261,493 8,707,481
FIRST FINANCIAL CORP 11,400 414,246 513,114
FIRST FOUNDATION INC 33,100 423,376 776,526
FIRST GEN CORP 1,159,300 544,903 718,927
FIRST GUARANTY BANCSHARES INC 5,080 109,031 90,983
FIRST HAWAIIAN INC 144,274 3,886,654 3,948,779
FIRST HORIZON CORP 1,138,183 14,433,420 19,246,675
FIRST INDUSTRIAL REALTY TRUST INC 144,800 5,463,310 6,630,392
FIRST INTERNATIONAL BANK OF ISRAEL LTD 41,559 897,282 1,160,641
FIRST INTERNET BANCORP 8,700 252,143 306,501
FIRST INTERSTATE BANCSYSTEM INC 70,791 2,464,440 3,259,218
FIRST JUKEN COMPANY LTD 3,400 39,857 42,923
FIRST MERCHANTS CORP 675,900 24,185,661 31,429,350
FIRST MID BANCSHARES INC 13,200 407,888 579,876
FIRST MIDWEST BANCORP INC 104,500 2,062,355 2,289,595
FIRST NORTHWEST BANCORP 5,800 73,370 96,396
FIRST OF LONG ISLAND CORP/THE 21,050 409,270 447,312
FIRST REPUBLIC BANK 189,900 14,036,033 31,665,825
FIRST SAVINGS FINANCIAL GROUP INC 2,200 95,766 147,708
FIRST SOLAR INC 176,067 9,033,578 15,370,649
FIRST UNITED CORP 6,600 96,360 116,292
FIRST WESTERN FINANCIAL INC 6,700 95,140 167,567
FIRSTCASH INC 398,575 15,433,272 26,174,420
FIRSTENERGY CORP 530,400 19,105,240 18,399,576
FIRSTSERVICE CORP 22,793 2,694,394 3,377,695
FISERV INC 1,372,621 121,916,400 163,396,804
FISHER & PAYKEL HEALTHCARE CORP LTD 942,439 19,584,452 21,183,958
FISKARS OYJ ABP 1,135 15,471 21,157
FIVE BELOW INC 76,519 9,318,739 14,599,060
FIVE PRIME THERAPEUTICS INC 29,500 660,472 1,111,265
FIVE STAR SENIOR LIVING INC 92,900 710,092 568,548
FIVE9 INC 96,099 9,944,612 15,023,157
FLAGSTAR BANCORP INC 75,100 2,390,984 3,387,010
FLEETCOR TECHNOLOGIES INC 102,478 17,477,984 27,528,665
FLETCHER BUILDING LTD 512,381 1,711,798 2,518,960
FLEX LTD 1,570,012 16,465,247 28,746,920
FLEXION THERAPEUTICS INC 174,917 2,578,058 1,565,507
FLIR SYSTEMS INC 177,800 6,612,358 10,040,366
FLOOR & DECOR HOLDINGS INC - CLASS A 507,030 28,336,684 48,411,224
FLOWERS FOODS INC 222,800 3,545,683 5,302,640
FLOWSERVE CORP 144,300 6,963,590 5,600,283
FLUENT INC 32,729 197,203 134,189
FLUIDIGM CORP 51,700 640,545 233,684
FLUIDRA SA 94,741 1,986,325 2,711,351
FLUOR CORP 123,200 1,390,631 2,844,688
FLUSHING FINANCIAL CORP 26,100 509,955 554,103
FLUTTER ENTERTAINMENT PLC 217,703 36,843,757 46,571,567
FMC CORP 187,050 10,441,599 20,689,600
FNB CORP 398,159 5,077,563 5,056,619
FNCB BANCORP INC 7,490 58,751 56,475
FOCALTECH SYSTEMS COMPANY LTD 385,171 573,162 2,443,345
FOCUS FINANCIAL PARTNERS INC - CLASS A 33,600 1,349,581 1,398,432
FOCUS MEDIA INFORMATION TECHNOLOGY COMPANY LTD 1,162,440 1,635,309 1,645,682
FOCUSRITE PLC 2,121 29,212 32,043
FOGHORN THERAPEUTICS INC 4,100 93,419 54,038
FOMENTO ECONOMICO MEXICANO SAB DE CV 223,084 13,547,558 16,804,918
FONAR CORP 5,800 122,554 104,922
FOOT LOCKER INC 136,741 4,402,364 7,691,681
FORBO HOLDINGS AG 149 206,689 270,722
FORD MOTOR COMPANY 4,369,360 29,381,935 53,524,660
FORD OTOMOTIV SANAYI AS 116,980 2,373,117 2,732,184
FORESTAR GROUP INC 15,126 278,320 352,133
FORFARMERS NV 11,367 70,402 78,555
FORMA THERAPEUTICS HOLDINGS INC 23,500 935,042 658,470
FORMFACTOR INC 1,123,855 15,819,043 50,697,099
FORMOSA CHEMICALS & FIBRE CORP 228,000 706,052 699,989
FORRESTER RESEARCH INC 10,000 329,761 424,800
FORTERRA INC 25,700 280,584 597,525
FORTESCUE METALS GROUP LTD 2,489,492 14,480,639 37,903,471

Domestic and International Equity

27
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

FORTINET INC 282,122 15,066,282 52,028,939
FORTIVE CORP 705,305 41,348,888 49,822,745
FORTRESS BIOTECH INC 53,000 138,860 187,090
FORTUNE BRANDS HOME & SECURITY INC 146,855 4,234,570 14,071,646
FORWARD AIR CORP 24,700 1,103,471 2,193,607
FOSCHINI LTD 42,372 306,237 352,348
FOSSIL GROUP INC 41,800 1,042,345 518,320
FOSTER ELECTRIC COMPANY LTD 36,300 437,699 429,030
FOUR CORNERS PROPERTY TRUST INC 77,780 1,722,842 2,131,172
FOX CORP - CLASS A 382,232 13,011,258 13,802,398
FOX CORP - CLASS B 179,100 6,064,362 6,255,963
FOX FACTORY HOLDING CORP 43,555 2,157,053 5,534,098
FRANCHISE GROUP INC 21,000 510,970 758,310
FRANKLIN COVEY COMPANY 13,300 269,612 376,257
FRANKLIN ELECTRIC COMPANY INC 510,635 14,606,719 40,309,527
FRANKLIN FINANCIAL SERVICES CORP 4,300 163,959 134,074
FRANKLIN RESOURCES INC 1,121,900 33,652,565 33,208,240
FRANKLIN STREET PROPERTIES CORP 85,600 1,006,393 466,520
FRANK'S INTERNATIONAL NV 123,500 475,288 438,425
FRASERS GROUP PLC 77,877 465,466 495,115
FREEBIT COMPANY LTD 6,500 59,017 58,882
FREEPORT-MCMORAN INC 2,208,500 34,057,360 72,725,905
FREQUENCY THERAPEUTICS INC 33,700 702,326 320,150
FRESENIUS MEDICAL CARE HOLDINGS INC 488,716 41,730,853 36,025,610
FRESENIUS SE & COMPANY KGAA 267,216 11,105,775 11,927,960
FRESH DEL MONTE PRODUCE INC 27,500 1,063,606 787,325
FRESHPET INC 112,379 11,949,254 17,846,909
FRONTDOOR INC 364,339 13,792,136 19,583,221
FRONTIER DEVELOPMENTS PLC 3,178 128,131 119,263
FRONTKEN CORP BERHAD 190,000 242,889 232,775
FRONTLINE LTD 92,600 649,126 662,090
FRP HOLDINGS INC 14,666 524,327 721,861
FS BANCORP INC 3,600 203,377 241,920
F-SECURE OYJ 10,802 35,389 51,290
F-TECH INC 8,900 55,710 60,488
FTI CONSULTING INC 41,200 4,654,257 5,772,532
FU SHOU YUAN INTERNATIONAL GROUP LTD 2,177,000 2,073,024 2,231,758
FUBON FINANCIAL HOLDING COMPANY LTD 4,406,000 6,575,505 8,770,925
FUCHS PETROLUB AG 89,809 3,797,311 4,310,765
FUDO TETRA CORP 4,200 73,660 73,205
FUELCELL ENERGY INC 269,600 1,352,692 3,884,936
FUFENG GROUP LTD 1,107,000 473,299 398,691
FUJI CORP 4,800 120,816 123,149
FUJI CORP LTD 5,700 38,375 38,224
FUJI HEAVY INDUSTRIES LTD 640,100 14,945,801 12,767,243
FUJI SEAL INTERNATIONAL INC 343,141 9,453,874 7,682,632
FUJIFILM HOLDINGS CORP 930,500 37,752,531 55,333,172
FUJIKURA LTD 18,100 86,814 88,944
FUJITSU LTD 467,800 30,963,315 67,735,747
FUKUI COMPUTER HOLDINGS INC 28,400 555,949 1,019,059
FULCRUM THERAPEUTICS INC 12,267 176,711 144,505
FULGENT GENETICS INC 12,300 312,592 1,188,426
FULL SPEED INC 20,900 180,291 86,248
FULLCAST HOLDINGS COMPANY LTD 26,400 502,987 477,350
FULLSHARE HOLDINGS LTD 3,067,500 66,173 65,892
FULTON FINANCIAL CORP 390,173 6,200,499 6,644,646
FUNKO INC - CLASS A 23,100 380,718 454,608
FURUNO ELECTRIC COMPANY LTD 37,700 369,630 372,906
FURUSATO INDUSTRIES LTD 1,100 14,874 13,598
FURYU CORP 43,100 393,208 419,689
FUTABA INDUSTRIAL COMPANY LTD 14,000 67,295 75,131
FUTURE CORP 17,500 283,726 316,742
FUTUREFUEL CORP 21,200 293,665 308,036
FVCBANKCORP INC 7,800 150,804 135,096
G SHANK ENTERPRISE COMPANY LTD 50,000 45,034 57,477
G1 THERAPEUTICS INC 32,600 1,150,108 784,356
GAIA INC 68,400 987,866 813,276
GAJAH TUNGGAL TBK PT 423,800 27,083 25,676
GAKKEN HOLDINGS COMPANY LTD 16,900 233,160 223,141
GAKUJO COMPANY LTD 3,000 62,866 42,760
GALAPAGOS NV 159,438 13,555,380 12,390,060
GALAXY ENTERTAINMENT GROUP LTD 260,800 1,986,487 2,348,205
GALECTIN THERAPEUTICS INC 24,300 101,088 52,731
GALERA THERAPEUTICS INC 2,197 25,797 19,378
GALP ENERGIA SGPS SA 436,564 4,952,597 5,089,889
GAMCO INVESTORS INC - CLASS A 28,900 602,342 536,095

Domestic and International Equity

28
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

GAMES WORKSHOP GROUP PLC 82,635 7,565,469 11,361,247
GAMESA CORPORACION TECNOLOGICA SA 114,399 2,469,403 4,436,954
GAMESTOP CORP - CLASS A 50,800 595,260 9,642,856
GAMING & LEISURE PROPERTIES INC 233,434 7,865,796 9,904,605
GAMMA COMMUNICATIONS PLC 1,779 25,905 40,254
GAN LTD 28,400 581,753 516,880
GANNETT COMPANY INC 105,183 1,275,157 565,885
GAP INC/THE 241,000 7,583,454 7,176,980
GARMIN LTD 402,891 26,104,471 53,121,178
GARTNER INC 498,380 51,409,320 90,979,269
GATES INDUSTRIAL CORP PLC 715,120 8,483,887 11,434,769
GATOS SILVER INC 21,300 238,847 212,361
GATX CORP 293,140 14,619,629 27,185,804
GAYATRI PROJECTS LTD 11,292 6,775 4,386
GAZTRANSPORT ET TECHNIGAZ SA 32,122 2,286,091 2,567,203
GCP APPLIED TECHNOLOGIES INC 41,800 1,051,016 1,025,772
GEBERIT AG 28,487 14,292,078 18,209,403
GEM DIAMONDS LTD 36,864 61,102 33,975
GEMDALE CORP 106,000 184,536 194,212
GEMDALE PROPERTIES & INVESTMENT CORP LTD 8,454,000 1,459,044 1,283,142
GENASYS INC 21,500 112,015 143,835
GENCO SHIPPING & TRADING LTD 12,000 145,352 120,960
GENCOR INDUSTRIES INC 7,450 92,223 99,904
GENERAC HOLDINGS INC 90,162 10,069,224 29,523,547
GENERAL DYNAMICS CORP 895,621 97,494,846 162,608,949
GENERAL ELECTRIC COMPANY 26,051,996 360,221,896 342,062,707
GENERAL FINANCE CORP 5,036 62,245 61,187
GENERAL INTERFACE SOLUTION HOLDING LTD 59,000 259,526 259,507
GENERAL MILLS INC 1,369,720 47,834,094 83,991,230
GENERAL MOTORS COMPANY 3,137,071 107,333,476 180,256,100
GENERALPLUS TECHNOLOGY INC 198,000 310,494 399,706
GENERATION BIO COMPANY 22,200 652,955 631,812
GENESCO INC 13,100 650,166 622,250
GENIE ENERGY LTD - CLASS B 11,300 120,458 71,642
GENMAB A/S 166,146 18,282,808 54,796,056
GENMARK DIAGNOSTICS INC 62,000 684,475 1,481,800
GENPACT LTD 826,619 25,234,961 35,395,826
GENPREX INC 15,300 48,042 65,943
GENTEX CORP 523,980 10,062,802 18,690,367
GENTHERM INC 47,109 2,375,808 3,491,248
GENTING BERHAD 22,862,300 37,625,953 27,733,599
GENUINE PARTS COMPANY 238,300 21,097,993 27,545,097
GENUS PLC 230,837 10,155,488 15,472,041
GENWORTH FINANCIAL INC - CLASS A 569,500 2,035,851 1,890,740
GEO ENERGY RESOURCES LTD 436,800 62,193 55,266
GEORG FISCHER AG 161 204,835 216,058
GERDAU SA 334,262 1,556,572 1,790,076
GERMAN AMERICAN BANCORP INC 22,250 483,439 1,028,395
GERON CORP 215,600 543,238 340,648
GERRESHEIMER AG 27,869 2,188,166 2,774,301
GETINGE AB - B SHARES 290,338 6,090,245 8,077,621
GETTY REALTY CORP 29,596 682,008 838,159
GF SECURITIES COMPANY LTD - H SHARES 1,321,400 1,924,380 2,026,007
GFT TECHNOLOGIES SE 18,795 227,252 349,460
GHCL LTD 13,202 38,344 41,440
GIANT MANUFACTURING COMPANY LTD 38,000 388,379 458,136
GIBRALTER INDUSTRIES INC 63,790 2,451,974 5,837,423
GIGABYTE TECHNOLOGY COMPANY LTD 2,462,000 5,805,988 8,611,348
G-III APPAREL GROUP LTD 57,252 1,462,022 1,725,575
GIKEN LTD 36,501 1,406,209 1,648,326
GILDAN ACTIVEWEAR INC 5,004 135,757 153,124
GILEAD SCIENCES INC 2,581,138 75,760,766 166,818,949
GLACIER BANCORP INC 105,117 3,177,967 6,000,078
GLADSTONE COMMERCIAL CORP 26,900 487,786 526,164
GLADSTONE LAND CORP 17,600 235,808 322,080
GLATFELTER CORP 39,100 776,161 670,565
GLAUKOS CORP 1,039,730 58,579,261 87,264,539
GLAXOSMITHKLINE PLC 6,795,544 142,918,098 120,760,460
GLENCORE INTERNATIONAL PLC 5,797,839 17,557,322 22,737,949
GLOBAL BLOOD THERAPEUTICS INC 64,800 4,150,526 2,640,600
GLOBAL FASHION GROUP SA 211,112 1,988,248 2,776,462
GLOBAL MEDICAL REIT INC 80,560 964,876 1,056,142
GLOBAL MIXED MODE TECHNOLOGY INC 199,000 838,083 1,447,184
GLOBAL NET LEASE INC 80,933 1,804,410 1,461,650
GLOBAL PAYMENTS INC 557,992 88,643,956 112,480,027
GLOBAL WATER RESOURCES INC 12,699 166,411 207,121

Domestic and International Equity

29
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

GLOBALWAFERS COMPANY LTD 559,000 7,454,739 14,693,513
GLOBANT SA 43,813 5,889,086 9,096,017
GLOBE LIFE INC 456,865 34,231,353 44,146,865
GLOBE TELECOM INC 24,015 928,331 930,172
GLOBERIDE INC 5,100 205,562 197,308
GLOBUS MEDICAL INC - A SHARES 100,814 4,585,771 6,217,199
GLORY LTD 16,300 367,781 351,077
GLP J-REIT 5 5,946 8,226
GLU MOBILE INC 126,500 931,119 1,578,720
GLYCOMIMETICS INC 28,900 426,853 86,989
GMS INC 40,244 1,154,092 1,680,187
GN STORE NORD A/S 290,009 15,271,838 22,887,427
GO-AHEAD GROUP PLC/THE 70,530 1,598,504 1,322,446
GODADDY INC - CLASS A 514,419 34,156,273 39,929,203
GOGO INC 494,633 4,702,457 4,778,155
GOHEALTH INC - CLASS A 43,600 586,343 509,684
GOLAR LNG LTD 82,500 1,279,523 843,975
GOLD RESOURCE CORP 51,200 163,061 135,168
GOLDCREST COMPANY LTD 23,103 416,724 354,594
GOLDEN ENTERTAINMENT INC 531,131 7,481,978 13,416,369
GOLDEN NUGGET ONLINE GAMING INC 15,213 266,924 205,375
GOLDMAN SACHS GROUP INC/THE 880,545 127,354,720 287,938,215
GOLDTEK TECHNOLOGY COMPANY LTD 11,068 72,012 43,639
GOODBABY INTERNATIONAL HOLDINGS LTD 146,000 28,928 26,855
GOODMAN GROUP 2,283,348 18,876,857 31,512,710
GOODRICH PETROLEUM CORP 9,700 125,033 91,762
GOODYEAR TIRE & RUBBER COMPANY/THE 203,500 1,691,910 3,575,495
GOOSEHEAD INSURANCE INC - CLASS A 24,934 963,925 2,672,426
GOPRO INC - CLASS A 813,541 9,459,894 9,469,617
GORMAN-RUPP COMPANY/THE 15,900 454,726 526,449
GOSSAMER BIO INC 46,300 845,183 428,275
GP STRATEGIES CORP 7,608 129,621 132,760
GPC PARTICIPACOES SA 13,800 53,260 51,356
GRACO INC 531,545 18,919,302 38,069,253
GRAFTECH INTERNATIONAL LTD 3,329,703 25,962,302 40,722,268
GRAFTON GROUP PLC 255,597 2,181,720 3,611,107
GRAHAM CORP 7,200 159,461 102,528
GRAHAM HOLDINGS COMPANY - CLASS B 5,084 2,676,233 2,859,445
GRAND CANYON EDUCATION INC 58,825 6,552,633 6,300,157
GRAND PACIFIC PETROCHEMICAL CORP 970,000 641,780 934,882
GRANDY HOUSE CORP 6,600 29,037 28,849
GRANGE RESOURCES LTD 103,019 22,829 37,663
GRANITE CONSTRUCTION INC 42,176 1,664,355 1,697,584
GRANITE POINT MORTAGE TRUST INC 48,744 876,015 583,466
GRAPHIC PACKAGING HOLDING COMPANY 254,200 3,693,509 4,616,272
GRAVITY COMPANY LTD - SPONSORED ADR 3,055 385,476 351,325
GRAY TELEVISION INC 1,155,861 17,432,258 21,267,842
GRAYBUG VISION INC 5,851 166,932 32,473
GREAT AJAX CORP 15,318 199,805 166,966
GREAT LAKES DREDGE & DOCK CORP 54,500 349,577 794,610
GREAT RICH TECHNOLOGIES LTD 18,349 34,348 15,419
GREAT SOUTHERN BANCORP INC 10,000 444,855 566,700
GREAT WALL MOTOR COMPANY LTD - H SHARES 389,000 511,495 1,078,269
GREAT WESTERN BANCORP INC 79,502 2,018,146 2,408,116
GREATEK ELECTRONICS INC 417,000 914,599 1,037,641
GREE ELECTRIC APPLIANCES INC OF ZHUHAI 3,561,700 29,749,939 34,068,435
GREE INC 346,700 1,827,527 1,753,894
GREEN BRICK PARTNERS INC 90,800 1,548,874 2,059,344
GREEN DOT CORP - CLASS A 56,388 1,823,472 2,582,007
GREEN PLAINS INC 31,300 527,816 847,291
GREEN THUMB INDUSTRIES INC 126,400 4,312,489 3,750,214
GREENBRIER COMPANIES INC 28,900 1,520,866 1,364,658
GREENCORE GROUP PLC 1,968,579 4,472,249 4,269,628
GREENE COUNTY BANCORP INC 2,892 46,301 72,329
GREENHILL & COMPANY INC 10,400 449,947 171,392
GREENLAND HOLDINGS CORP LTD 7,844,225 6,606,129 6,689,431
GREENLAND HONG KONG HOLDINGS LTD 63,107 20,360 22,809
GREENLANE HOLDINGS INC - CLASS A 10,100 96,960 53,580
GREENLIGHT CAPITAL RE LTD - CLASS A 22,700 646,433 197,490
GREENSKY INC - CLASS A 47,100 249,285 291,549
GREGGS PLC 203,797 4,566,518 6,309,651
GREIF INC - CLASS A 54,800 2,008,111 3,123,600
GREIF INC - CLASS B 6,300 343,071 360,612
GRID DYNAMICS HOLDINGS INC 22,000 197,210 350,460
GRIFFON CORP 90,525 1,904,234 2,459,564
GRIFOLS SA 61,274 1,748,753 1,608,102

Domestic and International Equity

30
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

GRIFOLS SA - ADR 129,140 2,400,278 2,232,831
GRIFOLS SA - PREFERRED 234,869 4,591,645 3,974,998
GRINDWELL NORTON LTD 2,132 25,996 27,766
GRITSTONE BIO INC 24,400 310,790 230,092
GROCERY OUTLET HOLDING CORP 206,206 7,555,689 7,606,939
GROUP 1 AUTOMOTIVE INC 60,238 3,880,716 9,504,954
GROUPON INC 21,720 1,494,828 1,097,837
GROWGENERATION CORP 33,000 361,894 1,639,770
GROWTHPOINT PROPERTIES AUSTRALIA LTD 36,333 92,610 96,025
GRUBHUB INC 107,900 10,749,667 6,474,000
GRUPA AZOTY SA 43,496 321,697 332,338
GRUPA KETY SA 201 26,374 28,525
GRUPO ENERGIA BOGOTA SA ESP 1,400,000 986,949 1,024,762
GRUPO FINANCIERO BANORTE SAB DE CV 233,200 1,263,896 1,312,202
GRUPO FINANCIERO INBURSA SAB DE CV 393,689 370,427 357,313
GRUPO MEXICO SAB DE CV - SERIES B 1,083,400 3,762,413 5,690,094
GRUPPO MUTUIONLINE SPA 2,393 86,886 126,422
GSI TECHNOLOGY INC 11,185 98,965 74,828
GTT COMMUNICATIONS INC 19,200 350,032 35,136
GTY TECHNOLOGY HOLDINGS INC 30,900 216,469 197,451
GUANGDONG BAOLIHUA NEW ENERGY STOCK COMPANY LTD 732,700 799,513 776,852
GUANGDONG INVESTMENT LTD 3,894,032 5,989,410 6,341,085
GUANGDONG KINLONG HARDWARE PRODUCTS COMPANY LTD 39,200 740,991 991,691
GUANGZHOU SHANGPIN HOME COLLECTION COMPANY LTD 91,300 1,094,466 1,022,337
GUARANTY BANCSHARES INC 7,370 219,773 270,847
GUARDANT HEALTH INC 168,844 13,015,924 25,774,037
GUESS? INC 35,000 711,142 822,500
GUIDEWIRE SOFTWARE INC 885,026 56,328,987 89,945,192
GULF KEYSTONE PETROLEUM LTD 539,900 1,498,704 1,330,391
GULF OIL LUBRICANTS INDIA LTD 3,783 37,978 37,368
GUNGHO ONLINE ENTERTAINMENT INC 108,200 2,301,486 2,140,500
GUNZE LTD 1,600 107,305 60,163
GURUNAVI INC 90,600 767,860 505,884
GVC HOLDINGS PLC 208,136 2,482,650 4,359,168
GWG HOLDINGS INC 2,301 16,452 16,084
H&E EQUIPMENT SERVICES INC 89,564 2,120,356 3,403,432
H&R BLOCK INC 842,467 16,982,432 18,365,781
H&R REAL ESTATE INVESTMENT TRUST 187,900 1,453,138 2,131,880
H. LUNDBECK A/S 402,938 15,369,430 13,798,571
H.B. FULLER COMPANY 64,853 2,582,378 4,079,902
H.S. INDUSTRIES COMPANY LTD 105,664 713,965 726,367
H+H INTERNATIONAL A/S - B SHARES 8,366 135,764 216,026
HAAD THIP PUBLIC COMPANY LTD 300 252 379
HACI OMER SABANCI HOLDING AS 1,052,116 1,597,781 1,093,273
HACKETT GROUP INC 152,393 1,929,578 2,497,721
HAEMONETICS CORP 69,064 6,247,257 7,666,795
HAGIHARA INDUSTRIES INC 2,100 24,553 27,709
HAIN CELESTIAL GROUP INC/THE 96,100 4,095,125 4,189,960
HAITIAN INTERNATIONAL HOLDINGS LTD 110,000 280,211 438,616
HAITONG SECURITIES COMPANY LTD - H SHARES 216,000 199,304 199,762
HALFORDS GROUP PLC 74,657 280,161 391,416
HALLIBURTON COMPANY 2,382,105 55,957,223 51,119,973
HALMA PLC 342,979 5,127,971 11,233,961
HALOZYME THERAPEUTICS INC 1,678,138 35,919,326 69,961,573
HAMAMATSU PHOTONICS KK 1,324,706 40,513,213 78,403,414
HAMBURGER HAFEN UND LOGISTIK AG 1,435 34,392 31,842
HAMILTON BEACH BRANDS HOLDING COMPANY - CLASS A 7,800 184,947 141,414
HAMILTON LANE INC - CLASS A 29,600 1,424,356 2,621,376
HANA FINANCIAL GROUP INC 887,294 28,409,950 33,555,276
HANCOCK WHITNEY CORP 77,532 2,650,456 3,257,119
HANDSOME COMPANY LTD 28,472 820,142 1,021,394
HANESBRANDS INC 368,300 11,229,775 7,244,461
HANGCHA GROUP COMPANY LTD 636,463 1,187,698 2,272,042
HANGER INC 112,852 1,961,574 2,575,283
HANIL CEMENT COMPANY LTD 2,529 24,979 28,491
HANKOOK TIRE & TECHNOLOGY COMPANY LTD 33,506 1,372,521 1,452,149
HANMI FINANCIAL CORP 76,200 1,631,861 1,503,426
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC 75,200 2,127,194 4,218,720
HANNOVER RUECK SE 29,600 2,984,133 5,420,108
HANOVER INSURANCE GROUP INC 76,505 7,847,759 9,904,337
HANSEN TECHNOLOGIES LTD 75,473 215,585 312,138
HANWA COMPANY LTD 6,000 153,971 184,344
HANWHA SYSTEMS COMPANY LTD 38,289 435,923 747,680
HANYANG SECURITIES COMPANY LTD 6,755 63,099 67,446
HAPAG-LLOYD AG 186 29,206 28,943
HAPPINET CORP 7,100 96,857 98,629

Domestic and International Equity

31
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

HARBORONE BANCORP INC 44,515 444,341 599,617
HARDWOODS DISTRIBUTION INC 555 6,555 13,976
HARGREAVES LANSDOWN PLC 2,022,166 28,244,904 43,007,579
HARLEY-DAVIDSON INC 199,000 9,870,355 7,979,900
HARMONIC DRIVE SYSTEM INC 347,500 17,367,944 23,523,077
HARMONIC INC 77,600 485,226 608,384
HARMONY BIOSCIENCES HOLDINGS INC 6,400 236,776 211,456
HARPOON THERAPEUTICS INC 10,519 168,363 220,057
HARROW HEALTH INC 11,800 60,062 79,650
HARSCO CORP 902,917 13,587,585 15,485,027
HARTALEGA HOLDINGS BERHAD 1,250,400 3,247,489 2,692,891
HARTFORD FINANCIAL SERVICES GROUP INC/THE 412,115 20,565,986 27,525,161
HARVARD BIOSCIENCE INC 92,732 307,358 506,317
HARVEY NORMAN HOLDINGS LTD 1,379,852 4,141,645 6,022,025
HASBRO INC 161,300 13,546,495 15,504,156
HASEKO CORP 162,200 1,945,596 2,273,736
HAVELLS INDIA LTD 152,824 2,306,417 2,195,570
HAVERTY FURNITURE COMPANIES INC 61,000 1,658,940 2,268,590
HAWAIIAN ELECTRIC INDUSTRIES INC 105,400 2,793,436 4,682,922
HAWAIIAN HOLDINGS INC 42,138 1,541,992 1,123,820
HAWKINS INC 17,600 352,991 589,952
HAWTHORN BANCSHARES INC 6,032 155,498 128,421
HAYNES INTERNATIONAL INC 12,500 561,344 370,875
HAYS PLC 761,509 1,354,604 1,570,728
HBIS RESOURCES COMPANY LTD 994,400 3,894,711 3,522,497
HBT FINANCIAL INC 8,200 155,105 140,384
HC2 HOLDINGS INC 40,000 130,800 157,600
HCA HEALTHCARE INC 1,102,288 100,076,716 207,604,922
HCI GROUP INC 5,800 273,517 445,556
HCL TECHNOLOGIES LTD 1,527,720 17,377,050 20,532,582
HDC HOLDINGS COMPANY LTD 11,334 107,470 112,664
HDC I-CONTROLS COMPANY LTD 3,527 32,732 31,632
HDFC BANK LTD 3,894,591 51,950,994 79,563,090
HDFC BANK LTD - ADR 365,566 24,088,694 28,400,823
HEADLAM GROUP PLC 5,833 38,739 36,456
HEALIUS LTD 28,079 82,123 87,256
HEALTH CATALYST INC 30,100 888,528 1,407,777
HEALTHCARE REALTY TRUST INC 121,100 3,185,167 3,671,752
HEALTHCARE SERVICES GROUP INC 248,397 7,588,866 6,962,568
HEALTHCARE TRUST OF AMERICA INC 207,800 5,787,549 5,731,124
HEALTHEQUITY INC 94,994 5,294,896 6,459,592
HEALTHPEAK PROPERTIES INC 672,200 21,627,641 21,335,628
HEALTHSTREAM INC 63,835 1,743,787 1,426,074
HEARTLAND EXPRESS INC 54,500 1,041,204 1,067,110
HEARTLAND FINANCIAL USA INC 336,057 17,970,979 16,890,225
HECLA MINING COMPANY 452,894 1,499,980 2,576,967
HEICO CORP 84,166 5,963,281 10,588,083
HEICO CORP - CLASS A 114,100 5,317,235 12,961,760
HEIDELBERGCEMENT AG 600,732 40,636,534 54,689,883
HEIDRICK & STRUGGLES INTERNATIONAL INC 16,900 466,581 603,668
HEIJMANS NV 79,587 949,895 1,326,377
HEINEKEN NV 52,000 5,467,448 5,354,949
HEIWA REAL ESTATE REIT INC 34 38,953 47,815
HELEN OF TROY LTD 21,700 1,767,251 4,571,322
HELIOS TECHNOLOGIES INC 417,440 12,760,282 30,418,853
HELIX ENERGY SOLUTIONS GROUP INC 126,300 1,599,188 637,815
HELLENIC TELECOMMUNICATIONS ORGANIZATION SA 119,492 1,650,856 1,921,205
HELLOFRESH SE 220,514 10,380,347 16,483,219
HELMERICH & PAYNE INC 284,954 11,209,970 7,682,360
HEMISPHERE MEDIA GROUP INC 13,038 166,694 151,893
HENGAN INTERNATIONAL GROUP COMPANY LTD 1,095,500 8,091,287 7,200,516
HENRY SCHEIN INC 1,323,961 78,557,922 91,671,060
HERA SPA 1,020,216 3,579,921 3,918,528
HERBALIFE NUTRITION LTD 90,100 2,551,716 3,996,836
HERC HOLDINGS INC 32,829 1,473,183 3,326,563
HERCULES CAPITAL INC 82,693 1,053,290 1,325,569
HERITAGE COMMERCE CORP 49,200 577,964 601,224
HERITAGE FINANCIAL CORP 34,226 765,432 966,542
HERITAGE INSURANCE HOLDINGS INC 79,246 1,259,898 878,046
HERITAGE-CRYSTAL CLEAN INC 14,500 225,921 393,385
HERMAN MILLER INC 86,238 2,776,221 3,548,694
HERMES INTERNATIONAL SA 16,776 8,625,434 18,612,690
HERO HONDA MOTORS LTD 33,847 1,373,675 1,348,811
HERON THERAPEUTICS INC 251,831 5,907,284 4,082,181
HERSHA HOSPITALITY TRUST 24,300 161,995 256,365
HERSHEY COMPANY/THE 242,937 24,520,634 38,422,916

Domestic and International Equity

32
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

HESKA CORP 6,700 347,064 1,128,682
HESS CORP 439,200 25,661,358 31,077,792
HEWLETT PACKARD ENTERPRISE COMPANY 1,508,774 21,604,946 23,748,103
HEXAGON AB - SERIES B 105,463 5,504,208 9,747,369
HEXAGON COMPOSITES ASA 415,800 3,265,730 2,308,823
HEXCEL CORP 597,176 14,432,451 33,441,856
HF FOODS GROUP INC 23,100 331,486 166,782
HIBBETT INC 15,200 531,779 1,047,128
HIBIYA ENGINEERING LTD 1,700 28,790 29,877
HIGHWOODS PROPERTIES INC 114,300 5,721,606 4,908,042
HIKMA PHARMACEUTICALS PLC 56,359 1,803,596 1,769,784
HIL LTD 2,130 85,966 88,820
HILL & SMITH HOLDINGS PLC 70,977 1,365,832 1,441,485
HILLENBRAND INC 314,914 8,981,562 15,024,547
HILL-ROM HOLDINGS INC 116,890 7,543,955 12,914,007
HILLTOP HOLDINGS INC 58,300 1,303,504 1,989,779
HILONG HOLDING LTD 152,000 16,316 5,279
HILTON GRAND VACATIONS INC 443,188 14,556,263 16,615,118
HILTON WORLDWIDE HOLDINGS INC 662,005 44,897,714 80,049,645
HINDALCO INDUSTRIES LTD 212,295 475,779 949,050
HINGHAM INSTITUTION FOR SAVINGS 1,600 196,351 454,016
HIOKI E.E. CORP 9,000 348,998 349,819
HISCOX LTD 552,149 8,885,191 6,554,527
HISENSE KELON ELECTRICAL HOLDINGS COMPANY LTD 177,578 285,405 296,936
HITACHI LTD 1,031,700 35,140,933 46,720,605
HITACHI ZOSEN CORP 28,100 103,183 227,597
HITO COMMUNICATIONS HOLDINGS INC 1,600 29,500 30,407
HIWIN TECHNOLOGIES CORP 116,100 1,549,572 1,637,762
HKC (HOLDINGS) LTD 142,351 133,471 139,157
HKR INTERNATIONAL LTD 75,200 29,874 31,243
HKT TRUST & HKT LTD 116,000 176,742 165,321
HMS HOLDINGS CORP 92,215 1,851,617 3,409,650
HNI CORP 41,900 1,863,177 1,657,564
HOCHIKI CORP 14,000 226,003 173,448
HOKUETSU KISHU PAPER COMPANY LTD 15,100 58,359 70,786
HOKUTO CORP 1,700 29,032 32,108
HOLCIM LTD 124,932 6,267,680 7,372,601
HOLCIM PHILLIPPINES INC 193,300 28,246 22,700
HOLLYFRONTIER CORP 140,942 5,206,848 5,042,905
HOLOGIC INC 433,819 14,915,285 32,267,457
HOLTEK SEMICONDUCTOR INC 259,000 643,807 847,811
HOME BANCORP INC 6,600 221,288 237,930
HOME BANCSHARES INC 139,334 2,136,892 3,768,985
HOME DEPOT INC/THE 2,237,193 134,408,103 682,903,163
HOME POINT CAPITAL INC 6,200 60,172 57,660
HOMESERVE PLC 1,643,047 19,296,479 27,225,613
HOMESTREET INC 19,000 459,804 837,330
HOMETRUST BANCSHARES INC 14,400 226,763 350,640
HOMOLOGY MEDICINES INC 24,300 475,671 228,663
HON HAI PRECISION INDUSTRY COMPANY LTD 13,536,900 37,626,403 58,829,271
HONDA MOTOR COMPANY LTD 3,896,000 119,164,711 117,021,032
HONEYWELL INTERNATIONAL INC 1,456,377 78,189,508 316,135,755
HONG KONG EXCHANGES & CLEARING LTD 263,000 8,856,359 15,473,275
HONG KONG TELEVISION NETWORK LTD 1,033,000 1,749,960 1,567,879
HONG LEONG BANK BERHAD 80,400 351,338 362,590
HONG LEONG FINANCIAL GROUP BERHAD 2,300 9,663 9,663
HOOKER FURNITURE CORP 10,400 289,031 379,184
HOOKIPA PHARMA INC 10,700 99,893 143,915
HOPE BANCORP INC 252,429 2,867,992 3,801,581
HORACE MANN EDUCATORS CORP 671,827 24,600,737 29,029,645
HORIBA LTD 133,153 6,799,140 8,410,932
HORIZON BANCORP INC 36,250 479,068 673,525
HORIZON THERAPEUTICS PLC 260,709 8,063,828 23,995,656
HORMEL FOODS CORP 1,013,122 42,707,970 48,406,969
HORNBACH BAUMARKT AG 3,279 81,970 138,159
HORNBACH HOLDING AG & COMPANY KGAA 19,591 1,801,599 1,915,705
HOSHIZAKI ELECTRIC CORP LTD 17,000 1,561,479 1,520,000
HOSIDEN CORP 11,300 97,498 118,215
HOSOKAWA MICRON CORP 1,500 78,806 91,086
HOST HOTELS & RESORTS INC 901,084 17,570,403 15,183,265
HOSTESS BRANDS INC 154,171 2,243,456 2,210,812
HOUGHTON MIFFLIN HARCOURT COMPANY 83,500 2,101,771 636,270
HOULIHAN LOKEY INC 538,520 25,676,342 35,816,965
HOUSING DEVELOPMENT FINANCE CORP 3,036,589 85,356,692 103,752,071
HOWARD BANCORP INC 9,811 186,199 161,293
HOWARD HUGHES CORP/THE 70,962 8,101,640 6,750,615

Domestic and International Equity

33
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

HOWDEN JOINERY GROUP PLC 1,386,000 10,375,324 14,016,897
HOWMET AEROSPACE INC 398,273 7,898,853 12,796,511
HOYA CORP 413,270 31,368,942 48,638,700
HP INC 1,568,169 26,565,764 49,789,366
HSBC HOLDINGS PLC 935,408 5,009,550 5,461,745
HSING TA CEMENT COMPANY LTD 161,000 98,891 130,062
HUAKU DEVELOPMENT COMPANY LTD 420,000 1,237,283 1,371,885
HUAXIN CEMENT COMPANY LTD - B SHARES 218,908 260,263 472,622
HUAYU AUTOMOTIVE SYSTEMS COMPANY LTD 157,800 662,788 663,699
HUAZHU GROUP LTD - ADR 1,214,517 45,297,213 66,676,983
HUB GROUP INC - CLASS A 65,095 2,713,888 4,379,592
HUBBELL INC 69,590 6,589,488 13,005,675
HUBEI JUMPCAN PHARMACEUTICAL COMPANY LTD 168,500 535,398 513,340
HUBEI XINYANGFENG FERTILIZER COMPANY LTD 1,405,954 4,137,367 3,815,701
HUBER+SUHNER AG 7,543 486,038 586,673
HUBSPOT INC 162,155 18,887,959 73,652,423
HUDBAY MINERALS INC 105,054 585,794 718,832
HUDSON PACIFIC PROPERTIES INC 204,218 6,533,570 5,540,434
HUHTAMAKI OYJ 101,769 3,862,804 4,612,127
HULIC COMPANY LTD 286,900 2,652,010 3,388,276
HUMANA AB 29,474 209,153 248,201
HUMANA INC 269,218 28,295,339 112,869,646
HUNAN VALIN STEEL COMPANY LTD 1,707,700 1,179,231 1,823,631
HUNG HING PRINTING GROUP LTD 114,000 25,201 19,942
HUNTING PLC 64,753 171,652 228,710
HUNTINGTON BANKSHARES INC 1,153,928 13,235,519 18,139,748
HUNTINGTON INGALLS INDUSTRIES INC 39,200 2,701,166 8,069,320
HUNTSMAN CORP 414,593 8,908,474 11,952,716
HUONS COMPANY LTD 30,400 1,537,130 1,506,905
HURCO COMPANIES INC 7,200 240,597 254,160
HURON CONSULTING GROUP INC 20,500 1,193,464 1,032,790
HUSQVARNA AB 760,426 8,383,732 10,975,023
HWASUNG INDUSTRIAL COMPANY LTD 24,813 287,289 267,478
HYATT HOTELS CORP - CLASS A 353,712 22,806,257 29,251,982
HYDROFARM HOLDINGS GROUP INC 6,200 409,371 373,984
HYOSUNG CORP 13,721 962,820 1,077,797
HYOSUNG TNC COMPANY LTD 8,795 3,025,535 4,452,869
HYPHENS PHARMA INTERNATIONAL LTD 260,000 108,583 60,956
HYPROP INVESTMENTS LTD 56,810 59,942 108,493
HYSAN DEVELOPMENT COMPANY LTD 65,000 242,250 254,166
HYSTER-YALE MATERIALS HANDLING INC 9,100 631,309 792,792
HYUNDAI ENGINEERING & CONSTRUCTION COMPANY LTD 37,981 1,390,335 1,478,297
HYUNDAI GLOVIS COMPANY LTD 15,130 2,164,197 2,506,627
HYUNDAI MOBIS COMPANY LTD 127,248 26,611,994 32,830,940
HYUNDAI MOTOR COMPANY LTD 128,307 18,883,500 24,714,757
HYUNDAI MOTOR COMPANY LTD - PREFERRED 3,972 301,386 350,961
HYUNDAI MOTOR COMPANY LTD - PREFERRED - SERIES 2 4,393 255,868 380,397
I3 VERTICALS INC - CLASS A 15,500 379,347 482,437
IA FINANCIAL CORP INC 78,693 3,070,002 4,278,229
IAA INC 205,694 5,644,961 11,341,967
IAC/INTERACTIVECORP 128,697 11,767,635 27,838,448
IBERDROLA SA 2,532,158 22,336,691 32,691,858
IBEX LTD 6,600 111,646 145,200
IBI GROUP INC 2,800 15,341 22,679
IBIO INC 118,200 256,432 182,028
ICAD INC 18,600 211,310 394,692
ICF INTERNATIONAL INC 16,600 736,217 1,450,840
ICHOR HOLDINGS LTD 22,000 568,732 1,183,600
ICICI BANK LTD 1,286,494 7,123,991 10,242,508
ICICI BANK LTD - SPONSORED ADR 1,070,747 13,384,342 17,164,074
ICICI LOMBARD GENERAL INSURANCE COMPANY LTD 797,756 13,717,441 15,637,878
ICLICK INTERACTIVE ASIA GROUP LTD - ADR 76,599 987,700 901,570
ICON PLC 310,731 27,902,524 61,018,246
ICU MEDICAL INC 23,150 6,418,768 4,755,936
IDACORP INC 117,249 11,303,921 11,721,383
IDEAYA BIOSCIENCES INC 14,800 241,190 347,800
IDEX CORP 160,900 15,622,025 33,679,588
IDEXX LABORATORIES INC 99,113 7,830,541 48,496,982
IDI 4 223 214
IDOM INC 73,200 390,798 477,622
IDT CORP - CLASS B 18,000 211,564 407,880
IES HOLDINGS INC 100,365 2,415,615 5,059,400
IFAST CORP LTD 31,500 117,987 144,184
IG GROUP HOLDINGS PLC 7,155 74,597 88,944
IGG INC 3,370,000 3,593,945 4,343,381
IGM BIOSCIENCES INC 6,500 365,011 498,485

Domestic and International Equity

34
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

IGM FINANCIAL INC 162,698 4,052,209 4,957,897
IHEARTMEDIA INC 54,400 508,026 987,360
IHI CORP 180,300 3,489,449 3,663,109
IHS MARKIT LTD 1,245,265 65,236,072 120,516,747
IIDA GROUP HOLDINGS COMPANY LTD 27,100 547,158 656,286
II-VI INC 109,277 3,596,022 7,471,268
ILLINOIS TOOL WORKS INC 669,556 49,241,807 148,320,045
ILLUMINA INC 414,666 117,273,815 159,256,624
ILUKA RESOURCES LTD 282,367 1,107,632 1,550,617
IMAGICA GROUP INC 10,000 40,811 48,869
IMARA INC 6,400 197,228 54,016
IMARKETKOREA INC 52,827 426,257 423,363
IMAX CORP 45,100 1,455,492 906,510
IMCD GROUP NV 26,702 2,033,023 3,718,869
IMDEX LTD 167,654 152,450 207,502
IMI PLC 94,255 1,354,201 1,734,782
IMMERSION CORP 15,200 182,834 145,616
IMMOBILIARE GRANDE DISTRIBUZIONE SIIQ SPA 29,931 200,966 124,706
IMMUNIC INC 3,500 62,161 55,790
IMMUNITYBIO INC 28,200 331,967 669,468
IMMUNOGEN INC 160,100 1,512,619 1,296,810
IMMUNOME INC 3,650 37,212 123,662
IMMUNOVANT INC 33,800 1,086,839 542,152
I-MOBILE COMPANY LTD 11,700 159,084 161,047
IMPACT HEALTHCARE REIT PLC 32,935 49,373 51,575
IMPALA PLATINUM HOLDINGS LTD 732,654 5,761,905 13,581,605
IMPERIAL BRANDS PLC 398,266 10,284,166 8,198,355
IMPINJ INC 16,700 736,449 949,729
IMPLENIA AG 3,639 127,009 100,530
INA INVEST HOLDING AG 332 8,113 6,681
INABA DENKI SANGYO COMPANY LTD 2,000 48,448 48,290
INABA SEISAKUSHO COMPANY LTD 2,500 30,321 33,914
INABATA & COMPANY LTD 6,600 94,654 99,030
INARI AMERTRON BERHAD 420,000 278,092 332,232
INARI MEDICAL INC 112,414 8,928,522 12,028,298
INCHCAPE PLC 559,808 4,974,065 5,815,924
INCYTE CORP 213,300 22,521,082 17,334,891
INDEPENDENCE HOLDING COMPANY 4,815 58,227 191,878
INDEPENDENCE REALTY TRUST INC 133,571 1,345,689 2,030,279
INDEPENDENT BANK CORP 18,200 304,296 430,248
INDEPENDENT BANK CORP OF ROCKLAND MASSACHUSETTS 127,090 8,223,478 10,699,707
INDEPENDENT BANK GROUP INC 47,851 2,366,079 3,456,756
INDIABULLS HOUSING FINANCE LTD 883,609 1,992,861 2,374,781
INDIVIOR PLC 1,115,811 4,147,327 1,955,145
INDIVIOR PLC - SPONSORED ADR 659 21,916 5,744
INDO COUNT INDUSTRIES LTD 12,513 26,703 22,531
INDOFOOD SUKSES MAKMUR TBK PT 3,590,600 1,747,100 1,631,529
INDUS HOLDING AG 2,808 109,011 116,829
INDUS REALTY TRUST INC 3,458 159,196 208,033
INDUSTRIA DE DISENO TEXTIL SA 1,964,072 63,427,392 64,865,305
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD - H SHARES 66,060,227 46,066,442 47,413,781
INDUSTRIAL BANK COMPANY LTD 589,770 1,957,931 2,167,438
INDUSTRIAL LOGISTICS PROPERTIES TRUST 56,217 1,314,448 1,300,299
INES CORP 13,600 161,286 163,569
INFICON HOLDING AG 140 149,444 147,713
INFINEON TECHNOLOGIES AG 1,257,118 23,830,558 53,418,679
INFINERA CORP 142,500 2,110,650 1,372,275
INFOCOM CORP 11,200 279,998 285,220
INFORMA PLC 7,840,505 57,830,298 60,556,616
INFORMATION SERVICES GROUP INC 31,700 119,509 139,480
INFORMATION SERVICES INTERNATIONAL-DENTSU LTD 11,500 202,287 407,443
INFOSYS LTD 2,409,673 34,385,029 45,088,005
INFRATIL LTD 226,078 429,917 1,128,128
INFUSYSTEM HOLDINGS INC 13,300 155,743 270,788
ING BANK SLASKI SA 3,253 153,991 143,772
ING GROEP NV 4,006,262 35,452,376 49,119,695
INGERSOLL RAND INC 882,032 22,024,227 43,404,795
INGEVITY CORP 125,126 8,119,409 9,450,767
INGLES MARKETS INC - CLASS A 40,200 1,639,273 2,478,330
INGREDION INC 382,446 31,208,618 34,389,544
INHIBRX INC 7,300 294,425 146,511
INMODE LTD 114,427 6,349,993 8,281,082
INNOLUX CORP 19,693,828 8,324,555 14,563,480
INNOSPEC INC 22,300 1,186,317 2,289,987
INNOVATIVE INDUSTRIAL PROPERTIES INC 38,152 3,537,599 6,873,464
INNOVIVA INC 190,710 2,625,180 2,278,984

Domestic and International Equity

35
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

INOGEN INC 486,331 36,840,352 25,542,104
INOVALON HOLDINGS INC - A SHARES 69,636 936,934 2,004,124
INOVIO PHARMACEUTICALS INC 153,100 2,295,058 1,420,768
INOZYME PHARMA INC 12,300 250,996 243,540
INPHI CORP 55,900 6,427,215 9,973,119
INSEEGO CORP 52,800 425,751 528,000
INSIGHT ENTERPRISES INC 35,400 1,109,119 3,377,868
INSMED INC 121,650 2,907,939 4,143,399
INSOURCE COMPANY LTD 93,400 934,846 1,949,989
INSPERITY INC 141,853 12,023,959 11,878,770
INSPIRE MEDICAL SYSTEMS INC 41,643 3,603,400 8,619,685
INSTALCO INTRESSENTER AB 6,994 54,144 256,368
INSTALLED BUILDING PRODUCTS INC 76,560 4,971,754 8,488,973
INSTEEL INDUSTRIES INC 33,331 699,641 1,027,928
INSTIL BIO INC 19,811 487,495 496,860
INSTONE REAL ESTATE GROUP AG 245,000 7,085,139 6,752,392
INSULET CORP 78,647 8,327,139 20,520,575
INSYDE SOFTWARE CORP 48,000 194,790 157,796
INTACT FINANCIAL CORP 256,734 21,071,770 31,457,243
INTAGE HOLDINGS INC 6,100 54,471 71,820
INTCO MEDICAL TECHNOLOGY COMPANY LTD 42,800 946,658 1,055,080
INTEGER HOLDINGS CORP 80,715 5,427,672 7,433,851
INTEGRA LIFESCIENCES HOLDINGS CORP 83,100 5,371,780 5,741,379
INTEL CORP 8,622,742 167,391,818 551,855,488
INTELLIA THERAPEUTICS INC 57,440 1,374,137 4,609,847
INTELLICHECK INC 14,600 109,646 122,348
INTELLIGENT SYSTEMS CORP 7,000 201,600 286,370
INTER PARFUMS INC 47,200 1,833,836 3,347,896
INTERACTIVE BROKERS GROUP INC - CLASS A 110,593 4,928,883 8,077,713
INTERCEPT PHARMACEUTICALS INC 23,700 2,043,777 546,996
INTERCONTINENTAL EXCHANGE INC 1,535,635 97,794,747 171,499,717
INTERCONTINENTAL HOTELS GROUP PLC 289,530 17,538,886 19,873,361
INTERDIGITAL INC 28,454 1,733,276 1,805,406
INTERFACE INC 52,000 919,744 648,960
INTERFOR CORP 111,500 1,471,438 2,510,602
INTERMEDIATE CAPITAL GROUP PLC 1,047,009 24,898,037 26,608,764
INTERNATIONAL BANCSHARES CORP 216,900 7,809,073 10,068,498
INTERNATIONAL BUSINESS MACHINES CORP 1,733,383 142,204,302 230,990,619
INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 6,262,833 12,688,850 17,134,767
INTERNATIONAL CONTAINER TERMINAL SERVICES INC 123,970 269,878 309,047
INTERNATIONAL FLAVORS & FRAGRANCES INC 314,550 40,109,252 43,914,326
INTERNATIONAL GAME TECHNOLOGY PLC 85,200 741,418 1,367,460
INTERNATIONAL GAMES SYSTEM COMPANY LTD 276,000 3,702,261 7,341,815
INTERNATIONAL HOUSEWARES RETAIL COMPANY LTD 483,000 150,307 164,014
INTERNATIONAL MONEY EXPRESS INC 24,700 366,544 370,747
INTERNATIONAL PAPER COMPANY 384,000 18,071,547 20,762,880
INTERNATIONAL PERSONAL FINANCE PLC 146,073 128,998 211,211
INTERNATIONAL SEAWAYS INC 22,746 419,850 440,817
INTERNET INITIATIVE JAPAN INC 535,902 7,079,902 12,599,759
INTERPUBLIC GROUP OF COMPANIES INC/THE 536,540 11,270,084 15,666,968
INTERPUMP GROUP SPA 70,997 2,112,735 3,586,370
INTERSECT ENT INC 29,400 673,950 613,872
INTERTAPE POLYMER GROUP INC 89,200 1,132,818 1,987,190
INTERTEK GROUP PLC 626,018 25,808,342 48,385,429
INTERVEST OFFICES & WAREHOUSES NV 1,669 41,784 41,487
INTESA SANPAOLO SPA 2,082,384 5,661,253 5,654,778
INTEVAC INC 10,739 57,991 76,784
INTRA-CELLULAR THERAPIES INC 78,793 2,454,538 2,673,446
INTREPID POTASH INC 8,940 278,165 291,086
INTRICON CORP 82,352 2,889,356 2,111,505
INTUIT INC 516,190 62,277,511 197,731,741
INTUITIVE SURGICAL INC 293,460 96,906,651 216,849,332
INVACARE CORP 21,700 410,310 174,034
INVESCO LTD 890,955 26,106,542 22,469,885
INVESCO MORTGAGE CAPITAL INC 175,141 1,781,060 702,315
INVESTAR HOLDING CORP 8,800 200,816 180,840
INVESTEC LTD 1,389,724 2,969,746 4,072,351
INVESTEC PLC 630,646 2,131,400 1,911,865
INVESTOR AB - CLASS B 876,814 38,385,256 70,054,182
INVESTORS BANCORP INC 209,200 2,457,699 3,073,148
INVESTORS TITLE COMPANY 5,670 895,583 941,220
INVITAE CORP 251,990 6,928,756 9,628,538
INVITATION HOMES INC 552,053 13,848,301 17,660,175
INWIDO AB 29,505 205,309 487,445
I-O DATA DEVICE INC 4,600 52,068 43,794
ION BEAM APPLICATIONS SA 3,494 60,113 67,347

Domestic and International Equity

36
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

IONIS PHARMACEUTICALS INC 198,231 11,073,088 8,912,466
IOVANCE BIOTHERAPEUTICS INC 642,032 15,767,139 20,326,733
IPCA LABORATORIES LTD 7,564 228,524 196,953
IPG PHOTONICS CORP 61,600 7,443,811 12,993,904
IPSEN SA 126,774 11,687,746 10,899,166
IPSOS 90,913 2,598,944 3,440,572
IQVIA HOLDINGS INC 219,780 20,607,224 42,448,309
IR JAPAN HOLDINGS LTD 100 10,774 12,100
IRADIMED CORP 5,200 100,932 134,004
IRANI PAPEL E EMBALAGEM SA 245,786 258,636 242,606
IRHYTHM TECHNOLOGIES INC 539,936 42,846,386 74,975,513
IRIDIUM COMMUNICATIONS INC 107,800 1,503,763 4,446,750
IRISH CONTINENTAL GROUP PLC 2,536,186 14,345,588 13,189,949
IROBOT CORP 29,418 1,326,664 3,594,291
IRON MOUNTAIN INC 338,300 11,097,462 12,520,483
IRONGATE GROUP 14,575 14,217 14,986
IRONWOOD PHARMACEUTICALS INC 2,369,882 28,706,582 26,495,281
ISDN HOLDINGS LTD 651,500 202,514 293,359
ISHARES MSCI EMERGING MARKETS - ETF 164,575 7,413,458 8,778,431
ISHARES MSCI RUSSIA CAPPED - ETF 61,700 2,425,937 2,434,682
ISOLITE INSULATING PRODUCTS COMPANY LTD 4,500 26,625 26,471
ISRACARD LTD 17 40 59
ISRAEL DISCOUNT BANK LTD - CLASS A 10,352 31,030 43,119
ISRAMCO NEGEV 2 LP 2,559,102 526,513 533,354
ISS A/S 1,180,629 38,707,318 22,062,339
ISTAR INC 62,100 833,417 1,104,138
ISUZU MOTORS LTD 2,033,600 19,527,632 21,881,904
IT HOLDINGS CORP 168,200 3,279,874 4,020,056
ITALGAS SPA 1,800,851 9,654,867 11,715,050
ITAUSA INVESTIMENTOS ITAU SA - PREFERRED 568,700 1,155,378 1,040,047
ITEOS THERAPEUTICS INC 13,700 359,538 468,266
ITERIS INC 33,300 213,084 205,461
ITOCHU CORP 299,000 7,006,023 9,706,000
ITOKI CORP 7,300 38,063 27,614
ITRON INC 38,100 1,869,875 3,377,565
ITT CORP 102,011 2,883,794 9,273,820
ITURAN LOCATION & CONTROL LTD 1,477 25,069 31,357
ITV PLC 424,738 720,768 704,092
IVERIC BIO INC 59,400 341,976 367,092
IWASAKI ELECTRIC COMPANY LTD 5,000 69,359 70,588
IWATANI INTERNATIONAL CORP 50,900 3,114,781 3,146,127
IWG PLC 1,032,579 3,073,423 4,852,355
J SAINSBURY PLC 7,172,546 27,613,067 23,997,707
J&J SNACK FOODS CORP 16,752 1,866,388 2,630,567
J.B. HUNT TRANSPORT SERVICES INC 190,000 14,054,259 31,933,300
J2 GLOBAL INC 46,619 2,878,542 5,587,753
JABIL INC 145,093 3,444,548 7,568,051
JAC RECRUITMENT COMPANY LTD 23,000 365,115 363,213
JACCS COMPANY LTD 11,700 274,627 240,247
JACK HENRY & ASSOCIATES INC 247,827 24,214,763 37,600,312
JACK IN THE BOX INC 21,760 1,328,619 2,388,813
JACOBS ENGINEERING GROUP INC 134,371 7,493,680 17,370,139
JAFCO COMPANY LTD 2,023 84,197 120,465
JAMES HARDIE INDUSTRIES PLC 3,852 121,611 116,886
JAMES HARDIE INDUSTRIES PLC - SPONSORED ADR 2,403 57,301 73,484
JAMES RIVER GROUP HOLDINGS LTD 64,867 2,921,101 2,959,233
JAMF HOLDING CORP 48,100 1,657,184 1,698,892
JAPAN AIRLINES COMPANY LTD 137,200 2,541,611 3,066,824
JAPAN AVIATION ELECTRONICS INDUSTRY LTD 8,200 118,583 132,833
JAPAN ELEVATOR SERVICE HOLDINGS COMPANY LTD 150,102 1,903,083 3,232,966
JAPAN EXCELLENT INC 27 39,283 35,039
JAPAN LOGISTICS FUND INC 14 31,117 39,529
JAPAN PROPERTY MANAGEMENT CENTER COMPANY LTD 8,100 94,035 94,781
JAPAN PULP & PAPER COMPANY LTD 9,500 400,054 313,801
JAPAN TOBACCO INC 425,700 10,744,571 8,186,538
JAPFA COMFEED INDONESIA TBK PT 366,786 44,774 48,484
JARDINE CYCLE & CARRIAGE LTD 20,276 417,635 339,694
JARDINE MATHESON HOLDINGS LTD 659,400 19,626,145 43,118,166
JARDINE STRATEGIC HOLDINGS LTD 844,500 26,965,716 27,885,390
JARIR MARKETING COMPANY 29,351 1,338,028 1,424,350
JAYA BERSAMA INDO TBK PT 21,931 2,971 359
JAZZ PHARMACEUTICALS PLC 78,799 12,777,120 12,952,192
JB FINANCIAL GROUP COMPANY LTD 35,353 117,460 204,605
JBCC HOLDINGS INC 16,500 252,496 221,294
JBG SMITH PROPERTIES 134,277 4,982,118 4,268,666
JBS SA 3,787,700 17,922,032 20,324,571

Domestic and International Equity

37
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

JC DECAUX SA 137,083 4,489,034 3,463,943
JD SPORTS FASHION PLC 361,587 2,505,383 4,113,778
JD.COM INC 107,600 5,068,755 4,456,547
JD.COM INC - ADR 438,871 33,456,402 37,009,991
JEFFERIES FINANCIAL GROUP INC 241,296 5,209,328 7,263,010
JELD-WEN HOLDING INC 60,800 2,031,568 1,683,552
JEOL LTD 50,000 1,369,728 1,986,425
JERONIMO MARTINS SGPS SA 1,692,955 23,815,930 28,552,626
JETBLUE AIRWAYS CORP 477,567 7,950,001 9,713,713
JFROG LTD 329,256 21,251,410 14,609,089
JGC CORP 433,200 4,845,848 5,316,011
JIANGSU HENGLI HYDRAULIC COMPANY LTD 122,070 1,341,982 1,665,776
JIANGSU YUYUE MEDICAL EQUIPMENT & SUPPLY COMPANY LTD 132,300 673,386 529,604
JIANGXI COPPER COMPANY LTD - H SHARES 210,000 242,282 401,392
JINDAL STEEL & POWER LTD 57,190 259,763 268,766
JINYU BIO-TECHNOLOGY COMPANY LTD 1,363,200 4,487,850 3,974,180
JM SMUCKER COMPANY/THE 176,700 21,053,214 22,357,851
JMS COMPANY LTD 8,000 58,124 70,805
JNBY DESIGN LTD 40,000 67,301 71,516
JOHN B. SANFILIPPO & SON INC 8,600 491,197 777,182
JOHN BEAN TECHNOLOGIES CORP 102,571 5,959,284 13,676,817
JOHN WILEY & SONS INC - CLASS A 191,111 10,238,807 10,358,216
JOHN WOOD GROUP PLC 2,351,124 18,965,055 8,777,847
JOHNSON & JOHNSON 5,544,591 328,328,244 911,253,531
JOHNSON CONTROLS INTERNATIONAL PLC 840,669 29,097,936 50,162,719
JOHNSON ELECTRIC HOLDINGS LTD 262,064 576,428 704,505
JOHNSON MATTHEY PLC 705,826 27,284,295 29,341,442
JOHNSON OUTDOORS INC 14,300 1,067,110 2,041,325
JOINT CORP/THE 29,218 996,286 1,413,275
JONES LANG LASALLE INC 475,443 51,554,889 85,123,315
JOSHIN DENKI COMPANY LTD 9,600 241,930 274,534
JOUNCE THERAPEUTICS INC 48,934 399,786 502,552
JOYY INC - ADR 61,851 5,410,847 5,797,294
JPMORGAN CHASE & COMPANY 6,465,900 299,408,659 984,303,957
JSP CORP 5,700 98,351 95,946
JTEKT CORP 60,400 468,216 617,665
JU TENG INTERNATIONAL HOLDINGS LTD 140,000 45,711 37,456
JUBILANT FOODWORKS LTD 31,584 1,156,095 1,257,485
JUBILANT INGREVIA LTD 83,484 83,029 296,535
JUBILANT PHARMOVA LTD 86,020 660,547 801,330
JUDGES SCIENTIFIC PLC 738 25,630 64,351
JUKI CORP 16,100 113,978 129,674
JULIUS BAER GROUP LTD 875,250 40,511,385 56,207,948
JUMBO SA 40,670 745,543 747,105
JUNGHEINRICH AG - PREFERRED 20,857 680,601 1,005,043
JUNIPER NETWORKS INC 421,800 11,131,632 10,684,194
JUPITER FUND MANAGEMENT PLC 679,200 2,047,627 2,610,739
JUST EAT TAKEAWAY.COM NV 148,988 15,000,793 13,766,802
JUST GROUP PLC 665,545 475,626 928,353
JUSTSYSTEMS CORP 93,000 6,344,891 5,091,855
JXTG HOLDINGS INC 809,700 3,053,734 3,675,525
KADANT INC 15,150 957,474 2,802,902
KADMON HOLDINGS INC 140,623 507,423 547,023
KAGA ELECTRONICS COMPANY LTD 5,800 107,293 130,172
KAINOS GROUP PLC 30,224 263,751 622,165
KAISA GROUP HOLDINGS LTD 695,000 353,383 343,278
KAISER ALUMINUM CORP 14,400 1,066,829 1,591,200
KAJIMA CORP 349,526 4,604,094 4,969,279
KAKAKU.COM INC 909,100 16,191,478 24,845,991
KAKEN PHARMACEUTICAL COMPANY LTD 125,496 5,646,259 4,923,305
KALA PHARMACEUTICALS INC 26,100 346,786 175,914
KALBE FARMA TBK PT 3,073,500 277,817 332,213
KALEIDO BIOSCIENCES INC 8,900 103,329 72,090
KALVISTA PHARMACEUTICALS INC 33,659 1,030,364 864,700
KAMAN CORP 24,629 934,034 1,263,221
KAMBI GROUP PLC 26,213 1,171,589 1,396,615
KAMIGUMI COMPANY 96,400 1,735,661 1,829,419
KAMUX CORP 5,317 57,637 81,738
KANAMOTO COMPANY LTD 139,700 3,347,352 3,642,314
KANEMATSU CORP 54,800 792,219 736,948
KANEMATSU ELECTRONICS LTD 4,000 136,866 135,023
KANGNAM JEVISCO COMPANY LTD 9,531 196,439 255,592
KANSAI PAINT COMPANY LTD 216,727 4,552,731 5,795,731
KANSAS CITY SOUTHERN 159,950 17,239,438 42,214,004
KAO CORP 292,500 7,159,853 19,357,941
KAR AUCTION SERVICES INC 118,500 1,596,195 1,777,500

Domestic and International Equity

38
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

KARUNA THERAPEUTICS INC 14,000 960,648 1,683,220
KARYOPHARM THERAPEUTICS INC 74,875 1,217,455 787,685
KASIKORNBANK PUBLIC COMPANY LTD 5,283,310 24,412,244 24,683,624
KATITAS COMPANY LTD 136,600 2,684,176 3,819,855
KATO SANGYO COMPANY LTD 4,600 130,781 148,824
KAVERI SEED COMPANY LTD 101,760 749,237 714,065
KAWAI MUSICAL INSTRUMENTS MANUFACTURING COMPANY LTD 9,000 387,727 285,068
KB FINANCIAL GROUP INC 477,180 20,145,844 23,695,618
KB HOME 80,344 1,478,773 3,738,406
KBC GROEP NV 75,307 4,969,278 5,487,516
KBR INC 129,200 2,143,784 4,959,988
KCC CORP 2,067 390,120 433,764
KCI KONECRANES INTERNATIONAL CORP 29,351 788,285 1,310,857
KDDI CORP 1,546,096 42,306,959 47,502,226
KE HOLDINGS INC - ADR 54,639 2,975,073 3,113,330
KEARNY FINANCIAL CORP 65,126 735,540 786,722
KEDGE CONSTRUCTION COMPANY LTD 51,000 58,017 89,549
KEIHANSHIN BUILDING COMPANY LTD 20,400 290,059 274,892
KEIYO COMPANY LTD 36,800 301,089 244,112
KELLER GROUP PLC 12,470 110,036 138,327
KELLOGG COMPANY 305,500 19,924,333 19,338,150
KELLY SERVICES INC - CLASS A 29,600 505,192 659,192
KEMIRA OYJ 362 5,298 5,569
KEMPER CORP 171,560 13,292,247 13,676,763
KENDRION NV 1,190 27,380 30,629
KENNAMETAL INC 294,087 8,702,328 11,754,657
KENNEDY WILSON HOLDINGS INC 182,200 3,590,402 3,682,262
KERING 98,879 43,792,796 68,402,671
KEROS THERAPEUTICS INC 11,900 663,694 732,445
KERRY LOGISTICS NETWORK LTD 5,083,712 8,304,198 15,235,867
KEURIG DR PEPPER INC 1,284,696 41,266,856 44,155,002
KEYCORP 1,104,032 16,533,639 22,058,559
KEYENCE CORP 288,692 64,984,123 131,335,266
KEYSIGHT TECHNOLOGIES INC 260,326 12,784,439 37,330,748
KEZAR LIFE SCIENCES INC 19,900 251,618 118,604
KFC LTD 1,400 26,532 26,606
KFORCE INC 32,820 911,631 1,759,152
KGHM POLSKA MIEDZ SA 12,899 613,081 621,741
KGINICIS COMPANY LTD 62,392 1,106,672 1,083,281
KIA MOTORS CORP 630,418 22,183,625 46,177,736
KIATNAKIN BANK PUBLIC COMPANY LTD 137,000 170,025 267,424
KILROY REALTY CORP 143,100 8,756,332 9,391,653
KIMBALL ELECTRONICS INC 22,191 367,550 572,528
KIMBALL INTERNATIONAL INC - CLASS B 31,800 435,070 445,200
KIMBERLY-CLARK CORP 712,300 47,237,075 99,045,315
KIMBERLY-CLARK DE MEXICO SAB DE CV 348,300 622,818 594,615
KIMCO REALTY CORP 513,300 11,407,767 9,624,375
KIMURA UNITY COMPANY LTD 227 2,105 2,486
KIN AND CARTA PLC 34,418 51,332 84,289
KINDEN CORP 4,000 66,615 68,235
KINDER MORGAN INC 3,983,428 120,193,405 66,324,076
KINDOM CONSTRUCTION CORP 1,477,000 1,658,621 2,047,291
KINDRED BIOSCIENCES INC 124,582 1,197,546 619,173
KINDRED GROUP PLC - SDR 466,785 3,084,151 8,231,113
KING JIM COMPANY LTD 3,200 27,252 27,540
KINGBOARD LAMINATES HOLDINGS LTD 1,387,500 1,311,084 3,001,852
KINGCLEAN ELECTRIC COMPANY LTD 81,500 276,058 426,088
KINGFISHER PLC 18,965,599 79,518,343 83,289,043
KINGSPAN GROUP PLC 247,307 4,824,796 21,014,712
KINIKSA PHARMACEUTICALS LTD - CLASS A 24,300 445,125 449,793
KINNATE BIOPHARMA INC 7,300 210,574 227,468
KINNEVIK AB 166,279 6,252,184 8,100,004
KINSALE CAPITAL GROUP INC 19,100 1,076,718 3,147,680
KIRBY CORP 205,125 10,951,860 12,364,935
KIRIN HOLDINGS COMPANY LTD 885,300 19,642,084 16,988,947
KISSEI PHARMACEUTICAL COMPANY LTD 29,000 658,878 642,986
KITE REALTY GROUP TRUST 74,400 1,850,014 1,435,176
KITO CORP 2,800 46,575 46,244
KITZ CORP 5,900 34,755 34,225
KIWOOM SECURITIES COMPANY LTD 13,520 1,594,336 1,505,209
KKR & COMPANY INC 832,987 23,961,631 40,691,415
KKR REAL ESTATE FINANCE TRUST INC 25,240 504,347 464,164
KLA CORP 196,332 16,221,075 64,868,093
KLAB INC 19,400 188,697 141,330
KLABIN SA - PREFERRED 151,500 148,991 147,124
KLOECKNER & COMPANY SE 116,560 937,894 1,471,304

Domestic and International Equity

39
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

KMC KUEI MENG INTERNATIONAL INC 91,000 386,262 669,751
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC - CLASS A 127,400 5,111,685 6,126,666
KNOLL INC 44,000 1,039,909 726,440
KNOWIT AB 8,435 130,576 263,222
KNOWLES CORP 137,365 2,324,201 2,873,676
KOA CORP 8,200 133,597 116,136
KOC HOLDINGS AS 431,348 1,191,357 1,011,625
KODIAK SCIENCES INC 80,830 7,250,155 9,165,314
KOHL'S CORP 303,808 14,037,288 18,109,995
KOHNAN SHOJI COMPANY LTD 67,100 2,300,876 1,934,059
KOJIMA COMPANY LTD 62,300 335,528 398,043
KOKUYO COMPANY LTD 14,400 195,005 223,363
KOLON CORP 4,168 85,623 85,441
KOLON INDUSTRIES INC 17,246 788,894 911,253
KOMATSU LTD 1,269,330 27,768,744 39,274,564
KOMAX HOLDING AG 122 29,759 29,633
KOMERCNI BANKA AS 29,071 892,189 898,652
KOMERI COMPANY LTD 29,600 793,995 826,389
KOMORI CORP 50,700 525,051 344,118
KONAMI CORP 282,600 9,162,199 16,853,701
KONE OYJ 759,560 28,934,476 62,186,239
KONGSBERG GRUPPEN ASA 4,686 63,000 107,594
KONINKLIJKE AHOLD DELHAIZE NV 896,965 21,737,123 25,037,320
KONINKLIJKE BAM GROEP NV 150,122 233,908 381,107
KONINKLIJKE DSM NV 101,532 14,080,045 17,219,400
KONINKLIJKE KPN NV 2,631,460 8,521,520 8,950,433
KONTOOR BRANDS INC 59,302 1,502,973 2,877,926
KOPPERS HOLDINGS INC 31,954 978,878 1,110,721
KOREA ASSET IN TRUST COMPANY LTD 49,033 167,970 202,544
KOREA BUSINESS NEWS COMPANY LTD 8,138 43,851 49,759
KOREA INVESTMENT HOLDINGS COMPANY LTD 31,181 2,300,737 2,358,377
KOREA KUMHO PETROCHEMICAL COMPANY LTD 26,836 3,167,866 6,283,667
KOREA PETROCHEMICAL INDUSTRY COMPANY LTD 2,760 799,193 793,797
KOREA REAL ESTATE INVESTMENT TRUST COMPANY LTD 227,079 423,342 483,552
KOREA ZINC COMPANY LTD 4,900 1,655,827 1,768,633
KOREAN REINSURANCE COMPANY 103,803 723,251 775,943
KORN FERRY 48,700 1,436,548 3,037,419
KORNIT DIGITAL LTD 89,337 3,702,519 8,855,083
KOSE CORP 7,500 1,196,493 1,062,896
KOSMOS ENERGY LTD 361,700 655,654 1,110,419
KOSSAN RUBBER INDUSTRIES BERHAD 1,860,600 2,504,110 1,462,813
KOTAK MAHINDRA BANK LTD 242,037 5,427,546 5,803,161
KPR MILL LTD 2,759 32,890 40,243
KRAFT HEINZ COMPANY/THE 1,236,200 34,319,737 49,448,000
KRATON CORP 28,100 759,363 1,028,179
KRATOS DEFENSE & SECURITY SOLUTIONS INC 189,583 2,095,663 5,171,824
KROGER COMPANY/THE 791,722 23,551,342 28,494,075
KRONES AG 6,244 413,201 507,829
KRONOS BIO INC 13,200 454,075 386,364
KRONOS WORLDWIDE INC 81,700 917,066 1,250,010
KRUNG THAI BANK PCL 664,800 409,420 259,538
KRUNG THAI BANK PCL - NVDR 3,384,900 1,243,750 1,321,465
KRYSTAL BIOTECH INC 22,573 871,001 1,739,024
K'S HOLDINGS CORP 239,500 3,095,682 3,296,647
KT CORP 242,453 5,277,247 6,051,953
KT CORP - SPONSORED ADR 354,926 5,225,957 4,415,279
KT SKYLIFE COMPANY LTD 11,657 144,956 88,992
KT&G CORP 222,141 16,883,887 15,977,272
KUAISHOU TECHNOLOGY 131,000 4,346,441 4,549,518
KUDELSKI SA 5,751 26,598 26,703
KUEHNE+NAGEL INTERNATIONAL AG - REGISTERED 142,012 25,513,637 40,695,571
KUKDO CHEMICAL COMPANY LTD 1,391 68,825 84,683
KULICKE & SOFFA INDUSTRIES INC 211,915 9,145,659 10,407,146
KUMBA IRON ORE LTD 96,524 2,916,059 3,977,642
KUMHO TIRE COMPANY INC 41,315 154,750 139,086
KUNG SING ENGINEERING CORP 459,000 185,625 169,714
KUNGSLEDEN AB 1,371 15,091 14,353
KURA ONCOLOGY INC 55,900 959,371 1,580,293
KURA SUSHI USA INC - CLASS A 2,847 55,693 90,079
KURABO INDUSTRIES LTD 5,700 101,103 98,938
KUREHA CORP 45,800 1,972,849 3,166,624
KURIMOTO LTD 2,800 45,890 44,369
KURITA WATER INDUSTRIES LTD 85,800 2,210,075 3,684,353
KURIYAMA HOLDINGS CORP 3,600 24,747 22,968
KUWAZAWA HOLDINGS CORP 4,100 25,118 25,491
KVH INDUSTRIES INC 14,700 190,554 186,396

Domestic and International Equity

40
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

KWEICHOW MOUTAI COMPANY LTD 3,300 657,350 1,011,396
KWG LIVING GROUP HOLDINGS LTD 200,000 251,116 203,230
KYMERA THERAPEUTICS INC 9,600 765,738 373,056
KYOCERA CORP 1,157,600 72,806,096 73,594,027
KYOEI STEEL LTD 3,700 48,497 55,584
KYORIN COMPANY LTD 74,700 1,596,945 1,303,363
KYORITSU PRINTING COMPANY LTD 16,600 56,677 21,032
KYOWA EXEO CORP 142,300 3,597,033 3,762,901
KYUDENKO CORP 800 21,799 30,624
L BRANDS INC 275,900 19,408,021 17,067,174
L.B. FOSTER COMPANY - CLASS A 8,500 181,419 152,150
L3HARRIS TECHNOLOGIES INC 461,029 79,732,045 93,441,358
LA DORIA SPA 1,990 42,322 42,099
LA JOLLA PHARMACEUTICAL COMPANY 10,000 201,335 42,400
LABORATORIOS FARMACEUTICOS ROVI SA 12,510 503,753 676,338
LABORATORY CORP OF AMERICA HOLDINGS 353,451 51,608,446 90,140,609
LABRADOR IRON ORE ROYALTY CORP 74,500 1,579,528 2,194,960
LADDER CAPITAL CORP 160,298 2,048,327 1,891,516
LAIRD SUPERFOOD INC 3,000 150,643 112,410
LAKELAND BANCORP INC 43,800 560,993 763,434
LAKELAND FINANCIAL CORP 47,708 1,925,769 3,300,917
LAKELAND INDUSTRIES INC 7,000 157,080 195,020
LAM RESEARCH CORP 268,586 77,483,390 159,873,131
LAMAR ADVERTISING COMPANY - CLASS A 101,442 5,512,756 9,527,433
LAMB WESTON HOLDINGS INC 170,166 7,020,981 13,184,462
LAMPRELL PLC 54,332 60,410 43,778
LANCASTER COLONY CORP 17,100 1,788,486 2,998,656
LANDEC CORP 91,090 994,258 965,554
LANDIS+GYR GROUP AG 62,760 4,923,159 4,241,126
LANDMARK BANCORP INC 4,200 92,720 110,964
LANDOS BIOPHARMA INC 7,300 76,020 70,299
LANDS' END INC 11,200 267,168 277,872
LANDSTAR SYSTEM INC 202,198 20,727,309 33,374,802
LANG & SCHWARZ TRADECENTER AG 1,799 297,926 264,296
LANNETT COMPANY INC 21,600 511,525 114,048
LANTHEUS HOLDINGS INC 57,957 1,067,492 1,238,541
LANXESS AG 70,700 3,407,925 5,223,271
LAR ESPANA REAL ESTATE SOCIMI SA 5,248 24,967 31,457
LAS VEGAS SANDS CORP 762,654 41,322,329 46,338,857
LATTICE SEMICONDUCTOR CORP 851,801 18,168,822 38,348,081
LAUREATE EDUCATION INC - CLASS A 95,900 1,495,130 1,303,281
LAVA THERAPEUTICS NV 25,972 370,870 394,515
LAWSON INC 1,800 91,115 88,452
LAWSON PRODUCTS INC 32,900 1,055,323 1,706,194
LAZARD LTD - CLASS A 116,910 6,057,656 5,086,754
LA-Z-BOY INC 71,171 1,868,385 3,023,344
LCI INDUSTRIES 77,355 5,623,703 10,232,519
LCNB CORP 9,000 152,955 157,500
LEADCORP INC 14,439 84,336 113,547
LEAR CORP 90,306 11,146,716 16,367,963
LECTRA 2,649 54,011 87,797
LEE & MAN PAPER MANUFACTURING LTD 537,000 350,354 493,868
LEG IMMOBILIEN AG 7,200 936,241 949,116
LEGACY HOUSING CORP 7,800 109,287 138,294
LEGAL & GENERAL GROUP PLC 7,818,546 24,845,188 30,107,209
LEGGETT & PLATT INC 132,600 6,562,597 6,053,190
LEGRAND SA 674,636 38,051,123 62,892,804
LEGS COMPANY LTD 100 959 1,500
LEIDOS HOLDINGS INC 256,341 15,835,781 24,680,511
LEIFHEIT AG 723 26,864 38,408
LEMAITRE VASCULAR INC 36,521 949,731 1,781,494
LEMONADE INC 38,500 3,401,632 3,585,505
LENDING TREE INC 30,396 9,668,373 6,474,348
LENDINGCLUB CORP 63,800 1,404,032 1,053,976
LENNAR CORP - CLASS A 457,299 24,219,634 46,292,378
LENNAR CORP - CLASS B 16,339 690,419 1,345,353
LENNOX INTERNATIONAL INC 82,200 10,870,313 25,612,698
LENOVO GROUP LTD 21,340,000 20,305,598 30,358,469
LENSAR INC 5,796 66,082 42,079
LEONARDO SPA 457,246 3,152,829 3,710,218
LEON'S FURNITURE LTD 2,200 30,093 40,242
LEROY SEAFOOD GROUP ASA 227,900 1,076,003 1,951,594
LESLIE'S INC 86,900 2,238,796 2,128,181
LEVEL ONE BANCORP INC 4,700 125,521 121,166
LEXICON PHARMACEUTICALS INC 29,200 265,375 171,404
LEXINGTON REALTY TRUST 242,300 2,398,621 2,691,953

Domestic and International Equity

41
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

LF CORP 22,225 243,607 321,077
LG CHEM LTD 43,999 17,468,052 31,295,953
LG CHEM LTD - PREFERRED 1,110 235,325 376,620
LG CORP 19,805 1,723,555 1,581,950
LG DISPLAY COMPANY LTD 527,387 14,296,894 10,601,329
LG ELECTRONICS INC 367,091 22,221,086 48,653,545
LG HAUSYS LTD 1,454 73,811 109,203
LG HOUSEHOLD & HEALTH CARE LTD 6,107 6,672,730 8,471,827
LG INNOTEK COMPANY LTD 2,884 445,853 523,669
LG INTERNATIONAL CORP 72,921 998,214 2,055,383
LG UPLUS CORP 438,105 5,503,385 4,742,025
LGI HOMES INC 19,800 910,828 2,956,338
LHC GROUP INC 31,319 2,418,109 5,988,506
LI AUTO INC - ADR 61,054 1,523,590 1,526,350
LI NING COMPANY LTD 11,288,228 50,043,921 73,324,224
LIBERTY BRAVES GROUP - SERIES A 10,050 154,167 286,526
LIBERTY BRAVES GROUP - SERIES C 32,370 583,042 900,533
LIBERTY BROADBAND CORP - SERIES A 34,000 2,694,790 4,935,100
LIBERTY BROADBAND CORP - SERIES C 631,091 47,846,522 94,758,314
LIBERTY LATIN AMERICA LTD - CLASS A 41,500 808,969 532,445
LIBERTY LATIN AMERICA LTD - CLASS C 133,854 2,178,502 1,737,425
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE - SERIES A 26,800 909,715 1,024,296
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE - SERIES C 238,900 8,526,972 10,341,981
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM - SERIES A 101,900 3,133,808 4,491,752
LIBERTY MEDIA CORP-LIBERTY SIRIUSXM - SERIES C 186,600 5,857,436 8,230,926
LIBERTY OILFIELD SERVICES INC - CLASS A 63,600 966,312 718,044
LIBERTY TRIPADVISOR HOLDINGS INC - SERIES A 57,100 1,918,483 364,298
LIC HOUSING FINANCE LTD 523,196 2,142,436 3,064,164
LIFE STORAGE INC 82,725 5,862,728 7,110,214
LIFETIME BRANDS INC 9,800 143,164 143,962
LIFEVANTAGE CORP 5,100 66,249 47,685
LIGAND PHARMACEUTICALS - CLASS B 13,685 1,351,758 2,086,278
LIGHTSPEED POS INC 93,288 2,847,291 5,859,419
LII HEN INDUSTRIES BERHAD 50,300 49,724 43,913
LIMELIGHT NETWORKS INC 92,000 462,984 328,440
LIMESTONE BANCORP INC 3,900 50,700 61,815
LIMONEIRA COMPANY 13,800 285,763 241,500
LINAMAR CORP 87,252 3,539,880 5,143,415
LINCOLN ELECTRIC HOLDINGS INC 67,100 3,764,335 8,249,274
LINCOLN NATIONAL CORP 206,380 12,134,751 12,851,283
LINDAB INTERNATIONAL AB 31,748 582,030 642,879
LINDBLAD EXPEDITIONS HOLDING INC 40,670 602,352 768,663
LINDE PLC 1,103,653 114,275,482 309,177,351
LINDSAY CORP 9,800 654,777 1,632,876
LINGKARAN TRANS KOTA HOLDINGS BERHAD 27,800 31,659 26,013
LINK REIT 949,304 5,685,927 8,645,078
LINTEC CORP 235,929 5,310,862 5,346,301
LIONS GATE ENTERTAINMENT CORP - CLASS A 189,940 3,447,398 2,839,603
LIONS GATE ENTERTAINMENT CORP - CLASS B 127,842 3,932,346 1,649,162
LIQUIDIA CORP 18,615 247,242 50,074
LIQUIDITY SERVICES INC 66,029 896,527 1,226,819
LISI (LINK SOLUTIONS FOR INDUSTRY) 210,326 6,543,808 6,142,824
LITE-ON TECHNOLOGY CORP 4,049,000 6,425,496 8,911,688
LITHIA MOTORS INC 106,727 20,006,812 41,633,135
LITTELFUSE INC 181,487 20,517,521 47,992,422
LIUZHOU IRON & STEEL COMPANY LTD 2,827,387 2,199,302 2,786,410
LIVANOVA PLC 44,100 2,950,832 3,251,493
LIVE NATION ENTERTAINMENT INC 171,000 5,188,722 14,475,150
LIVE OAK BANCSHARES INC 25,800 462,637 1,767,042
LIVECHAT SOFTWARE SA 1,192 10,518 38,001
LIVENT CORP 220,909 2,447,663 3,826,144
LIVEPERSON INC 727,227 19,142,148 38,353,952
LIVERAMP HOLDINGS INC 409,297 19,924,666 21,234,328
LIVEXLIVE MEDIA INC 31,200 172,489 135,408
LIVZON PHARMACEUTICAL GROUP INC 893,378 5,757,375 5,691,452
LIXIL GROUP CORP 149,900 4,190,575 4,171,425
LKQ CORP 486,486 10,001,527 20,592,952
LLOYDS BANKING GROUP PLC 120,365,546 90,073,389 70,637,171
LOBLAW COMPANIES LTD 64,600 3,207,024 3,608,163
LOCALIZA RENT A CAR SA 55,200 548,623 584,281
LOCAWEB SERVICOS DE INTERNET SA 449,737 2,468,325 1,821,104
L'OCCITANE INTERNATIONAL SA 4,572,479 9,020,529 12,733,270
LOCKHEED MARTIN CORP 529,139 64,394,754 195,516,861
LOEWS CORP 231,500 9,102,523 11,871,320
LOGAN PROPERTY HOLDINGS COMPANY LTD 1,310,000 1,934,603 2,207,359
LOGICBIO THERAPEUTICS INC 5,800 57,144 42,224

Domestic and International Equity

42
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

LOGITECH INTERNATIONAL SA 483,183 35,838,332 50,898,117
LONCIN MOTOR COMPANY LTD 1,130,600 588,029 562,282
LONDON STOCK EXCHANGE GROUP PLC 1,790,217 148,568,716 171,415,391
LONDONMETRIC PROPERTY PLC 7,211 21,581 21,251
LONGFOR PROPERTIES COMPANY LTD 4,568,962 26,306,171 30,266,005
LONGI GREEN ENERGY TECHNOLOGY COMPANY LTD 28,862 118,889 387,469
LONKING HOLDINGS LTD 3,736,000 1,268,199 1,585,810
LONZA GROUP AG 44,981 17,031,579 25,254,168
LOOK HOLDINGS INC 27,910 385,098 306,884
LOOKERS PLC 32,360 45,819 23,663
LOOMIS AB 282,604 8,444,882 8,611,409
LORAL SPACE & COMMUNICATIONS INC 12,700 801,410 478,409
L'OREAL SA 251,780 61,673,381 96,705,687
LOTES COMPANY LTD 105,000 2,037,804 1,838,135
LOTTE FOOD COMPANY LTD 2,101 1,473,491 702,654
LOUISIANA-PACIFIC CORP 268,469 5,424,134 14,889,291
LOVESAC COMPANY/THE 34,316 569,334 1,942,286
LOVISA HOLDINGS LTD 7,451 79,912 81,324
LOWE'S COMPANIES INC 1,473,984 39,323,129 280,322,277
LPL FINANCIAL HOLDINGS INC 166,936 13,535,828 23,731,622
LSI INDUSTRIES INC 14,600 91,542 124,538
LSR GROUP PJSC - GDR 12,963 24,874 27,935
LTC PROPERTIES INC 40,267 1,605,411 1,679,939
LUBELSKI WEGIEL BOGDANKA SA 4,756 26,659 28,565
LUCIRA HEALTH INC 4,600 57,448 55,660
LUK FOOK HOLDINGS (INTERNATIONAL) LTD 180,000 393,426 495,469
LULULEMON ATHLETICA INC 144,931 17,574,924 44,451,787
LUMAX INTERNATIONAL CORP LTD 56,000 133,075 147,394
LUMBER LIQUIDATORS HOLDINGS INC 26,800 285,444 673,216
LUMEN TECHNOLOGIES INC 1,064,375 23,044,985 14,209,406
LUMENTUM HOLDINGS INC 96,903 7,480,721 8,852,089
LUMINEX CORP 53,494 1,160,235 1,706,459
LUNA INNOVATIONS INC 24,400 177,745 256,932
LUNDIN ENERGY AB 15,714 499,829 494,696
LUNDIN MINING CORP 11,154 116,592 114,748
LUNG YEN LIFE SERVICE CORP 238,000 516,615 432,075
LUOLAI LIFESTYLE TECHNOLOGY COMPANY LTD 952,816 1,764,169 1,966,682
LUTHER BURBANK CORP 15,100 177,687 178,633
LUXFER HOLDINGS PLC 132,170 2,444,514 2,812,578
LUZHENG FUTURES COMPANY LTD 146,000 24,082 12,394
LVMH MOET HENNESSY LOUIS VUITTON SE 342,957 112,440,185 228,988,250
LYDALL INC 14,800 350,762 499,352
LYFT INC 615,657 27,675,581 38,897,209
LYONDELLBASELL INDUSTRIES NV - CLASS A 258,974 16,267,947 26,946,245
LYRA THERAPEUTICS INC 4,438 48,419 51,436
M&G PLC 3,388,653 9,591,869 9,696,623
M&T BANK CORP 178,850 23,168,212 27,115,449
M.D.C. HOLDINGS INC 50,123 1,318,658 2,977,306
M/I HOMES INC 56,700 2,080,140 3,349,269
M3 INC 54,400 5,319,461 3,727,262
MABUCHI MOTOR COMPANY LTD 160,700 6,435,291 7,075,163
MACATAWA BANK CORP 16,400 153,445 163,180
MACAUTO INDUSTRIAL COMPANY LTD 85,000 288,230 297,901
MACERICH COMPANY/THE 130,100 1,047,305 1,522,170
MACK-CALI REALTY CORP 76,718 1,660,779 1,187,595
MACKINAC FINANCIAL CORP 5,000 79,050 70,100
MACMAHON HOLDINGS LTD 148,296 27,744 22,590
MACNICA FUJI ELECTRONICS HOLDINGS INC 9,300 179,195 185,916
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 57,596 2,402,242 3,341,720
MACQUARIE INFRASTRUCTURE CORP 69,400 5,392,525 2,207,614
MACQUARIE MEXICO REAL ESTATE MANAGEMENT SA DE CV 10,767 12,883 13,414
MACROGENICS INC 73,403 1,622,099 2,337,886
MACY'S INC 277,000 1,797,510 4,484,630
MADISON SQUARE GARDEN ENTERTAINMENT CORP - CLASS A 127,771 10,721,613 10,451,668
MADISON SQUARE GARDEN SPORTS CORP 24,133 3,304,875 4,330,908
MADRIGAL PHARMACEUTICALS INC 8,100 810,057 947,457
MAEDA CORP 17,300 149,879 149,672
MAEIL HOLDINGS COMPANY LTD 1,570 17,802 12,971
MAEZAWA KASEI INDUSTRIES COMPANY LTD 700 7,187 6,462
MAGAZINE LUIZA SA 6,170,148 18,102,912 22,130,745
MAGELLAN HEALTH INC 22,600 1,340,823 2,107,224
MAGENTA THERAPEUTICS INC 15,270 153,876 180,797
MAGIC SOFTWARE ENTERPRISES LTD 822 8,322 12,503
MAGNA INTERNATIONAL INC 403,320 24,041,189 35,516,933
MAGNACHIP SEMICONDUCTOR CORP 379,380 7,093,837 9,446,562
MAGNIT PJSC - SPONSORED GDR 125,840 1,734,292 1,886,342

Domestic and International Equity

43
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

MAGNITE INC 227,112 2,944,176 9,450,130
MAGNOLIA OIL & GAS CORP - CLASS A 198,560 1,843,059 2,279,469
MAGYAR TELEKOM TELECOMMUNICATIONS PLC 850,526 1,303,869 1,123,126
MAHLE-METAL LEVE SA 29,200 113,554 119,429
MAIL.RU GROUP LTD - GDR 40,455 1,323,256 926,420
MAINSTREET BANCSHARES INC 7,300 166,440 151,548
MAJESCO LTD 3,129 37,779 2,822
MAKEMYTRIP LTD 370,005 11,408,925 11,684,758
MAKINO MILLING MACHINE COMPANY LTD 2,100 80,986 82,385
MALAYAN BANKING BERHAD 437,900 882,493 871,259
MALAYSIA BUILDING SOCIETY BERHAD 553,700 75,838 88,133
MALAYSIAN PACIFIC INDUSTRIES BERHAD 9,687 24,868 90,878
MALIBU BOATS INC 28,400 1,080,509 2,262,912
MAN GROUP PLC 13,602 21,590 30,224
MANAPPURAM FINANCE LTD 163,935 246,874 334,535
MANCHESTER UNITED PLC 3,545 55,961 55,798
MANDO CORP 7,311 274,721 263,564
MANGO EXCELLENT MEDIA COMPANY LTD 183,387 1,776,453 1,626,003
MANHATTAN ASSOCIATES INC 868,534 21,107,792 101,948,521
MANILA WATER COMPANY INC 4,811,000 957,567 1,593,837
MANITOWOC COMPANY INC/THE 27,950 556,714 576,329
MANNKIND CORP 194,500 336,019 762,440
MANPOWER INC 90,159 7,775,947 8,916,725
MANTECH INTERNATIONAL CORP 350,861 10,428,764 30,507,364
MANULIFE FINANCIAL CORP 312,610 4,275,125 6,723,036
MAPFRE SA 1,358,200 2,016,602 2,835,015
MARATHON OIL CORP 758,600 14,952,492 8,101,848
MARATHON PETROLEUM CORP 1,660,100 61,359,755 88,798,749
MARAVAI LIFESCIENCES HOLDINGS INC 44,800 1,526,943 1,596,672
MARCUS & MILLICHAP INC 25,600 1,012,326 862,720
MARCUS CORP/THE 70,400 1,481,639 1,407,296
MARFRIG GLOBAL FOODS SA 347,241 993,747 1,083,628
MARIMO REGIONAL REVITALIZATION REIT INC 29 32,579 32,333
MARINE PRODUCTS CORP 22,600 300,708 367,702
MARINEMAX INC 47,000 1,702,716 2,319,920
MARINUS PHARMACEUTICALS INC 22,249 278,653 344,415
MARKEL CORP 18,984 16,826,950 21,634,546
MARKER THERAPEUTICS INC 14,000 111,020 31,360
MARKETAXESS HOLDINGS INC 65,050 15,075,163 32,389,696
MARLIN BUSINESS SERVICES INC 6,500 131,461 88,660
MARRIOTT INTERNATIONAL INC - CLASS A 989,480 89,963,254 146,551,883
MARRIOTT VACATIONS WORLDWIDE CORP 100,017 7,973,471 17,420,961
MARRONE BIO INNOVATIONS INC 47,000 111,959 98,230
MARSH & MCLENNAN COMPANIES INC 1,146,527 50,407,769 139,646,989
MARTEN TRANSPORT LTD 155,307 1,825,254 2,635,560
MARTIN MARIETTA MATERIALS INC 104,991 19,618,338 35,258,078
MARTINREA INTERNATIONAL INC 42,300 483,591 412,954
MARUBENI CORP 711,300 5,514,012 5,927,285
MARUICHI STEEL TUBE LTD 900 20,711 20,566
MARUTI UDYOG LTD 110,721 10,431,532 10,387,341
MARVELL TECHNOLOGY GROUP LTD 764,806 13,433,161 37,460,198
MARVELOUS INC 26,200 219,185 204,147
MASCO CORP 450,965 14,513,736 27,012,804
MASIMO CORP 62,335 7,545,911 14,315,856
MASONITE INTERNATIONAL CORP 22,962 1,575,192 2,646,141
MASRAF AL RAYAN 1,470,374 1,687,482 1,732,465
MASTEC INC 74,789 2,450,335 7,007,729
MASTECH DIGITAL INC 4,100 96,391 72,201
MASTERCARD INC - CLASS A 2,139,859 172,866,099 761,896,797
MASTERCRAFT BOAT HOLDINGS INC 16,600 268,878 441,394
MATADOR RESOURCES COMPANY 99,700 2,638,670 2,337,965
MATAS A/S 82,338 770,494 1,081,280
MATCH GROUP INC 258,162 9,344,504 35,466,296
MATERION CORP 63,022 2,910,344 4,174,577
MATRIX SERVICE COMPANY 21,200 411,513 277,932
MATSON INC 39,000 1,266,017 2,601,300
MATSUMOTOKIYOSHI HOLDINGS COMPANY LTD 453,200 17,029,315 20,219,692
MATSUOKA CORP 1,600 42,705 27,888
MATTEL INC 392,700 8,471,989 7,822,584
MATTHEWS INTERNATIONAL CORP - CLASS A 102,478 2,721,040 4,053,005
MAUI LAND & PINEAPPLE COMPANY INC 7,200 147,384 83,160
MAX COMPANY LTD 2,400 36,207 35,555
MAXAR TECHNOLOGIES INC 54,800 1,661,181 2,072,536
MAXEON SOLAR TECHNOLOGIES LTD 8,661 175,337 273,341
MAXIM INTEGRATED PRODUCTS INC 638,261 34,648,147 58,317,908
MAXIMUS INC 55,200 3,601,599 4,915,008

Domestic and International Equity

44
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

MAXLINEAR INC 403,850 10,277,780 13,763,208
MAXSCEND MICROELECTRONICS COMPANY LTD 2,345 183,607 217,865
MAYNE PHARMA GROUP LTD 251,955 49,518 67,166
MAYUR UNIQUOTERS LTD 9,445 40,570 53,843
MAYVILLE ENGINEERING COMPANY INC 6,900 95,289 99,222
MAZDA MOTOR CORP 77,000 497,803 628,543
MBANK SA 38,946 2,150,860 2,116,073
MBB SE 227 29,947 34,416
MBIA INC 35,911 223,332 345,464
MCAFEE CORP - A SHARES 31,600 551,262 718,584
MCCORMICK & COMPANY INC 407,800 21,007,983 36,359,448
MCDONALD'S CORP 1,624,346 91,254,042 364,080,912
MCGRATH RENTCORP 28,500 1,216,305 2,298,525
MCJ COMPANY LTD 290,300 2,926,980 2,529,945
MCKESSON CORP 358,957 49,937,363 70,010,973
MCMILLAN SHAKESPEARE LTD 8,091 77,502 67,110
MDU RESOURCES GROUP INC 189,400 3,910,748 5,986,934
MEDALLIA INC 152,183 3,707,597 4,244,384
MEDIAALPHA INC - CLASS A 9,800 429,735 347,214
MEDIASET ESPANA COMUNICACION SA 9,656 59,930 57,481
MEDIASET SPA 242,867 667,167 700,474
MEDIATEK INC 1,872,237 30,161,398 63,582,436
MEDIBANK PRIVATE LTD 985,015 2,077,540 2,100,663
MEDICAL DATA VISION COMPANY LTD 200 5,089 3,871
MEDICAL FACILITIES CORP 15,507 64,396 89,821
MEDICAL PROPERTIES TRUST INC 1,830,321 34,129,304 38,949,231
MEDICINOVA INC 37,567 318,357 189,713
MEDICLINIC INTERNATIONAL PLC 45,857 185,754 180,949
MEDIFAST INC 15,968 1,235,412 3,382,342
MEDIOBANCA SPA 10,618 114,097 118,005
MEDIPAL HOLDINGS CORP 249,900 3,326,252 4,803,508
MEDNAX INC 1,629,580 36,844,942 41,505,403
MEDPACE HOLDINGS INC 37,125 2,606,113 6,090,356
MEDTECS INTERNATIONAL CORP LTD 503,900 371,682 348,785
MEDTRONIC PLC 3,159,898 160,036,425 373,278,751
MEGACHIPS CORP 5,300 97,746 169,312
MEI PHARMA INC 91,608 237,407 314,215
MEIDENSHA CORP 15,900 305,199 346,347
MEIKO NETWORK JAPAN COMPANY LTD 10,400 58,138 56,188
MEIRAGTX HOLDINGS PLC 22,400 442,088 323,232
MEITEC CORP 14,900 710,020 823,882
MEITUAN DIANPING - CLASS B 2,698,200 40,823,574 103,493,268
MEIWA CORP 5,700 21,678 25,328
MEIWA ESTATE COMPANY LTD 30,000 182,097 191,674
MEKONOMEN AB 67,076 738,046 993,485
MELCO CROWN ENTERTAINMENT LTD - ADR 54,112 1,150,053 1,077,370
MELCO HOLDINGS INC 2,300 65,888 80,344
MELEXIS NV 1,609 151,471 170,668
MERCADOLIBRE INC 37,812 33,408,841 55,664,558
MERCANTILE BANK CORP 16,000 349,143 519,520
MERCARI INC 3,100 84,159 140,833
MERCHANTS BANCORP 8,900 224,956 373,266
MERCIALYS SA 51,427 323,644 567,854
MERCK & COMPANY INC 5,630,569 198,223,566 434,060,564
MERCURY GENERAL CORP 33,600 1,758,891 2,043,216
MERCURY SYSTEMS INC 76,000 5,890,268 5,369,400
MEREDITH CORP 35,800 1,881,554 1,066,124
MERIDA INDUSTRY COMPANY LTD 40,000 340,757 489,258
MERIDIAN BANCORP INC 43,100 615,501 793,902
MERIDIAN BIOSCIENCE INC 879,539 20,644,838 23,087,899
MERIDIAN CORP 6,000 98,700 156,000
MERIT MEDICAL SYSTEMS INC 48,100 1,288,115 2,880,228
MERITAGE HOMES CORP 289,694 10,211,586 26,628,672
MERITOR INC 159,421 3,424,756 4,690,166
MERITZ FINANCIAL GROUP INC 48,978 521,620 744,353
MERITZ FIRE & MARINE INSURANCE COMPANY LTD 70,453 1,000,119 1,204,564
MERITZ SECURITIES COMPANY LTD 202,508 651,039 824,883
MERSANA THERAPEUTICS INC 48,300 662,896 781,494
MERSEN 15,715 576,071 548,554
MESA AIR GROUP INC 21,800 244,404 293,210
MESA LABORATORIES INC 4,400 778,825 1,071,400
META FINANCIAL GROUP INC 57,502 1,406,673 2,605,416
METACRINE INC 7,100 59,023 44,020
METALL ZUG AG 37 55,704 79,807
METALLURGICAL CORP OF CHINA LTD 842,800 353,374 439,722
METALURGICA GERDAU SA - PREFERRED 116,400 246,288 276,612

Domestic and International Equity

45
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

METHANEX CORP 219,388 7,870,991 8,089,222
METHODE ELECTRONICS INC 117,388 3,536,863 4,927,948
METLIFE INC 1,503,823 52,564,188 91,417,400
METROCITY BANKSHARES INC 14,300 250,812 219,934
METRODATA ELECTRONICS TBK PT 864,900 79,719 96,166
METROPOLE TELEVISION SA 5,785 82,732 123,880
METROPOLITAN BANK HOLDING CORP 7,300 351,194 367,628
METSA BOARD OYJ - B SHARES 18,003 150,891 196,566
METTLER-TOLEDO INTERNATIONAL INC 88,842 30,124,541 102,673,811
MFA MORTGAGE INVESTMENTS INC 387,700 929,350 1,577,939
MGE ENERGY INC 33,400 1,532,251 2,384,426
MGIC INVESTMENT CORP 478,602 5,440,907 6,628,638
MGM RESORTS INTERNATIONAL 636,300 14,017,713 24,173,037
MGP INGREDIENTS INC 11,700 394,444 692,055
MICHAELS COMPANIES INC/THE 80,200 592,304 1,759,588
MICRO FOCUS INTERNATIONAL PLC 729,749 2,383,294 5,569,810
MICRO STRATEGY INC 6,500 946,719 4,412,200
MICROCHIP TECHNOLOGY INC 280,199 15,886,410 43,492,489
MICRON TECHNOLOGY INC 2,473,220 88,841,909 218,162,736
MICRONICS JAPAN COMPANY LTD 51,410 511,582 783,944
MICROSOFT CORP 16,370,908 627,134,779 3,859,768,979
MICRO-STAR INTERNATIONAL COMPANY LTD 88,000 459,278 536,642
MID PENN BANCORP INC 5,300 162,071 142,093
MID-AMERICA APARTMENT COMMUNITIES INC 136,461 11,204,172 19,699,510
MIDDLEBY CORP/THE 66,700 8,021,124 11,055,525
MIDDLEFIELD BANC CORP 5,500 115,665 115,280
MIDDLESEX WATER COMPANY 16,000 566,233 1,264,320
MIDLAND STATES BANCORP INC 59,700 1,833,925 1,656,078
MIDWEST HOLDING INC 1,851 93,108 92,531
MIDWESTONE FINANCIAL GROUP INC 12,400 371,569 384,028
MILESTONE SCIENTIFIC INC 16,200 31,104 57,834
MILLER INDUSTRIES INC 11,400 236,593 526,566
MIMAKI ENGINEERING COMPANY LTD 4,900 25,878 27,848
MIMASU SEMICONDUCTOR INDUSTRY COMPANY LTD 28,100 527,660 693,981
MIMECAST LTD 51,600 2,098,050 2,074,836
MINDTREE LTD 42,374 768,414 1,207,751
MINEBEA COMPANY LTD 151,000 3,967,099 3,865,873
MINERAL RESOURCES LTD 325,910 4,723,320 9,437,680
MINERALS TECHNOLOGIES INC 47,700 3,054,189 3,592,764
MINERVA NEUROSCIENCES INC 25,600 282,463 74,752
MINTH GROUP LTD 1,840,000 6,178,487 7,668,195
MIRAIAL COMPANY LTD 1,200 13,932 13,803
MIRATI THERAPEUTICS INC 38,000 3,620,389 6,509,400
MIRUM PHARMACEUTICALS INC 5,412 99,626 107,266
MISONIX INC 11,400 212,741 223,326
MISSION PRODUCE INC 6,200 105,508 117,862
MISTRAS GROUP INC 16,000 236,773 182,560
MITEK SYSTEMS INC 37,474 341,015 546,371
MITRA ADIPERKASA TBK PT 9,222,500 495,178 469,855
MITSUBA CORP 5,100 24,890 31,292
MITSUBISHI CORP 379,900 10,829,642 10,760,968
MITSUBISHI ELECTRIC CORP 4,290,800 52,709,743 65,488,092
MITSUBISHI GAS CHEMICAL COMPANY INC 7,300 114,395 179,296
MITSUBISHI HC CAPITAL INC 465,500 1,983,662 2,814,063
MITSUBISHI HEAVY INDUSTRIES LTD 70,500 2,104,321 2,200,493
MITSUBISHI RESEARCH INSTITUTE INC 18,200 797,757 678,588
MITSUBISHI UFJ FINANCIAL GROUP INC 759,900 2,996,306 4,069,075
MITSUBOSHI BELTING LTD 7,300 123,443 117,659
MITSUI CHEMICALS INC 3,200 102,418 101,213
MITSUI COMPANY 621,380 11,989,142 12,944,948
MITSUI MATSUSHIMA COMPANY LTD 21,500 287,086 193,597
MIURA COMPANY LTD 51,700 2,229,116 2,797,882
MIVNE REAL ESTATE (KD) LTD 1,864 3,709 4,590
MIXI INC 186,000 6,050,683 4,662,624
MIZUHO FINANCIAL GROUP INC 287,300 3,534,620 4,157,400
MIZUNO CORP 27,400 931,563 539,073
MKS INSTRUMENTS INC 72,428 6,940,631 13,429,600
MMA CAPITAL HOLDINGS INC 5,000 167,400 114,050
MMC NORILSK NICKEL PJSC - ADR 140,924 3,908,596 4,394,010
MOBILE TELESYSTEMS OJSC - SPONSORED ADR 226,300 1,766,860 1,887,342
MOCHIDA PHARMACEUTICAL COMPANY LTD 26,100 1,036,696 1,013,294
MODEL N INC 32,100 502,227 1,130,883
MODERNA INC 360,876 12,390,425 47,256,712
MODINE MANUFACTURING COMPANY 85,781 847,180 1,266,985
MODIVCARE INC 71,719 8,747,865 10,623,018
MOELIS & COMPANY - CLASS A 78,400 3,611,532 4,302,592

Domestic and International Equity

46
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

MOHAWK INDUSTRIES INC 298,270 30,116,154 57,360,304
MOLECULAR TEMPLATES INC 18,400 198,518 232,208
MOLINA HEALTHCARE INC 329,816 30,055,873 77,097,788
MOLSON COORS BEVERAGE COMPANY - CLASS B 171,300 13,150,018 8,761,995
MOMENTUM GROUP AB 2,308 25,628 41,043
MOMO.COM INC 6,000 195,247 208,180
MONARCH CASINO & RESORT INC 16,948 683,514 1,027,388
MONCLER SPA 58,670 2,534,545 3,369,824
MONDELEZ INTERNATIONAL INC 2,826,736 57,839,247 165,448,858
MONDI PLC 255,857 5,014,189 6,530,609
MONEYGRAM INTERNATIONAL INC 48,800 251,364 320,616
MONEYSUPERMARKET.COM GROUP PLC 1,736,644 7,266,854 6,387,863
MONGODB INC 88,398 19,286,302 23,640,277
MONMOUTH REAL ESTATE INVESTMENT CORP 97,674 1,128,425 1,727,853
MONOLITHIC POWER SYSTEMS INC 207,356 27,015,251 73,240,213
MONRO INC 67,881 3,564,450 4,466,570
MONSTER BEVERAGE CORP 870,097 48,850,810 79,257,136
MONTEA CVA 160 16,009 16,736
MONTROSE ENVIRONMENTAL GROUP INC 16,600 538,244 833,154
MOODY'S CORP 344,008 63,408,402 102,724,229
MOOG INC - CLASS A 202,335 6,517,642 16,824,155
MOORIM PAPER COMPANY LTD 35,735 111,667 91,883
MORGAN SINDALL GROUP PLC 17,403 314,635 424,033
MORGAN STANLEY 3,521,986 126,434,029 273,517,433
MORGUARD CORP 600 56,662 55,854
MORGUARD NORTH AMERICAN RESIDENTIAL REAL ESTATE INVESTMENT TRUST 19,300 295,713 239,091
MORI HILLS REIT INVESTMENT CORP 24 32,553 33,296
MORI TRUST HOTEL REIT INC 68 86,039 85,108
MORNINGSTAR INC 184,674 23,444,746 41,559,037
MORPHIC HOLDING INC 12,902 262,513 816,439
MOSAIC COMPANY/THE 947,205 24,703,520 29,941,150
MOTHERSON SUMI SYSTEMS LTD 147,384 453,960 406,087
MOTORCAR PARTS OF AMERICA INC 16,200 500,166 364,500
MOTOROLA SOLUTIONS INC 373,864 33,307,108 70,305,125
MOUNT GIBSON IRON LTD 660,529 432,995 382,350
MOVADO GROUP INC 15,200 430,304 432,440
MPHASIS LTD 22,642 414,891 550,150
MR D.I.Y. GROUP (M) SDN BERHAD 2,607,314 1,960,483 2,590,651
MR PRICE GROUP LTD 342,494 3,937,373 4,490,664
MR. COOPER GROUP INC 68,188 1,118,631 2,370,215
MRC GLOBAL INC 63,900 952,631 577,017
MRF LTD 2,630 3,209,594 2,958,983
MRK HOLDINGS INC 13,800 19,239 19,233
MSA SAFETY INC 126,041 11,610,884 18,908,671
MSC INDUSTRIAL DIRECT COMPANY - CLASS A 92,800 6,154,486 8,369,632
MSCI INC 124,050 15,847,990 52,011,684
MSG NETWORKS INC 107,300 1,563,476 1,613,792
MTN GROUP LTD 578,303 2,063,496 3,401,379
MTS SYSTEMS CORP 18,800 840,460 1,094,160
MTU AERO ENGINES HOLDING AG 61,874 8,618,483 14,595,007
MUDA HOLDINGS BERHAD 61,700 41,087 38,688
MUELLER INDUSTRIES INC 265,647 7,500,396 10,984,503
MUELLER WATER PRODUCTS INC 140,900 1,347,956 1,957,101
MUENCHENER RUECKVER AG 54,045 13,742,300 16,680,113
MUGEN ESTATE COMPANY LTD 14,133 84,363 66,125
MULLEN GROUP LTD 112,200 702,520 1,087,318
MULTICHOICE GROUP LTD 302,580 2,586,647 2,642,356
MURATA MANUFACTURING COMPANY LTD 691,000 35,745,843 55,292,507
MURPHY OIL CORP 138,623 4,049,141 2,274,803
MURPHY USA INC 23,600 2,047,138 3,411,616
MUSTANG BIO INC 30,900 176,893 102,588
MVB FINANCIAL CORP 9,300 168,702 314,340
MYERS INDUSTRIES INC 31,900 549,691 630,344
MYR GROUP INC 29,659 916,516 2,125,661
MYRIAD GENETICS INC 1,027,377 32,067,200 31,283,630
NABORS INDUSTRIES LTD 7,023 736,606 656,299
NABTESCO CORP 109,000 2,833,902 4,991,312
NAFCO COMPANY LTD 35,900 753,516 694,933
NAGANO KEIKI COMPANY LTD 14,400 117,536 127,841
NAKABAYASHI COMPANY LTD 19,600 127,016 109,086
NAKAYAMAFUKU COMPANY LTD 4,900 24,587 21,817
NANJING IRON & STEEL COMPANY LTD 13,535,600 6,718,708 7,991,270
NANO STRING TECHNOLOGIES INC 39,900 1,122,738 2,621,829
NANTEX INDUSTRY COMPANY LTD 187,000 426,662 720,920
NANTHEALTH INC 7,400 31,820 23,754
NANYA TECHNOLOGY CORP 927,000 2,843,789 2,985,711

Domestic and International Equity

47
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

NAPCO SECURITY TECHNOLOGIES INC 12,600 176,848 438,858
NASDAQ INC 126,500 7,840,814 18,653,690
NASPERS LTD - N SHARES 340,668 35,293,728 81,479,088
NATERA INC 81,275 2,992,323 8,252,664
NATHAN'S FAMOUS INC 2,300 131,074 145,107
NATIONAL BANK HOLDINGS CORP - CLASS A 54,560 1,634,014 2,164,941
NATIONAL BANK OF ABU DHABI 1,161,396 4,716,043 4,616,305
NATIONAL BANK OF GREECE SA 167,288 193,415 487,602
NATIONAL BANKSHARES INC 7,200 215,772 255,672
NATIONAL BEVERAGE CORP 21,600 413,213 1,056,456
NATIONAL CINEMEDIA INC 44,100 611,840 203,742
NATIONAL COMMERCIAL BANK 285,857 2,971,824 4,047,303
NATIONAL ENERGY SERVICES REUNITED CORP 16,400 136,514 202,868
NATIONAL FUEL GAS COMPANY 85,800 3,197,759 4,289,142
NATIONAL GRID PLC 490,611 5,574,470 5,848,381
NATIONAL HEALTH INVESTORS INC 39,200 2,672,047 2,833,376
NATIONAL HEALTHCARE CORP 12,660 828,617 986,341
NATIONAL INSTRUMENTS CORP 365,760 13,168,618 15,795,346
NATIONAL MEDICAL CARE COMPANY 56,932 777,358 813,661
NATIONAL PRESTO INDUSTRIES INC 4,700 385,069 479,729
NATIONAL RESEARCH CORP - CLASS A 11,600 322,436 543,228
NATIONAL RETAIL PROPERTIES INC 208,800 7,496,017 9,201,816
NATIONAL STORAGE AFFILIATES TRUST 56,900 1,213,473 2,272,017
NATIONAL VISION HOLDINGS INC 197,147 6,748,040 8,640,953
NATIONAL WESTERN LIFE GROUP INC - CLASS A 6,970 1,653,963 1,735,530
NATURAL GROCERS BY VITAMIN COTTAGE INC 8,200 192,436 143,910
NATURE'S SUNSHINE PRODUCTS INC 9,700 147,786 193,612
NATURGY ENERGY GROUP SA 1,110,446 21,441,250 27,276,740
NATUS MEDICAL INC 54,886 1,640,156 1,405,630
NAUTILUS INC 134,150 2,195,394 2,098,106
NAVER CORP 131,044 21,285,244 43,652,386
NAVIENT CORP 164,300 1,173,618 2,351,133
NAVIGATOR COMPANY SA/THE 955 5,628 3,132
NAVISTAR INTERNATIONAL CORP 45,200 1,041,679 1,990,156
NBT BANCORP INC 37,600 959,888 1,500,240
NCINO INC 53,300 3,741,925 3,556,176
NCR CORP 131,900 3,487,962 5,005,605
NCS&A COMPANY LTD 8,400 50,822 37,325
NCSOFT CORP 373 324,358 287,722
NEC CORP 37,690 1,829,026 2,223,881
NEDERMAN HOLDING AB 253 3,812 4,238
NEENAH INC 16,200 810,694 832,356
NEKTAR THERAPEUTICS INC 193,800 9,082,247 3,876,000
NELNET INC - CLASS A 34,900 1,975,687 2,538,626
NEMAURA MEDICAL INC 9,500 91,200 72,010
NEMETSCHEK SE 396,966 25,962,964 25,380,545
NEOGAMES SA 1,600 58,989 57,232
NEOGEN CORP 870,547 14,616,336 77,382,923
NEOGENOMICS INC 989,473 17,097,481 47,722,283
NEOLEUKIN THERAPEUTICS INC 51,556 806,398 634,654
NEOPHOTONICS CORP 44,100 397,650 526,995
NEOWIZ HOLDINGS CORP 2,523 33,675 80,923
NESCO HOLDINGS INC 5,600 26,096 52,360
NESTE OIL OYJ 17,320 1,001,123 921,321
NESTLE SA 1,187,014 111,065,887 132,858,795
NET ONE SYSTEMS COMPANY LTD 236,100 8,325,909 7,553,063
NETAPP INC 258,900 9,079,149 18,814,263
NETDRAGON WEBSOFT HOLDINGS LTD 159,462 415,385 406,118
NETEASE INC 185,956 3,199,926 3,783,964
NETEASE INC - ADR 36,875 3,160,684 3,807,713
NETFLIX INC 941,584 107,419,140 491,186,709
NETGEAR INC 27,622 500,579 1,135,264
NETSCOUT SYSTEMS INC 570,437 10,648,879 16,063,506
NETSTREIT CORP 15,300 290,448 282,897
NETWEALTH GROUP LTD 112,615 1,198,777 1,156,223
NETWORK INTERNATIONAL HOLDINGS PLC 2,715,398 12,769,021 15,495,254
NEUBASE THERAPEUTICS INC 9,200 87,860 67,988
NEUCA SA 162 25,927 28,656
NEUROBO PHARMACEUTICALS INC 10,200 92,616 44,880
NEUROCRINE BIOSCIENCES INC 252,997 21,041,903 24,603,958
NEVRO CORP 30,200 2,246,701 4,212,900
NEW CHINA LIFE INSURANCE COMPANY LTD 1,468,600 6,019,304 5,685,915
NEW JERSEY RESOURCES CORP 86,400 2,587,061 3,444,768
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC 394,554 6,482,974 5,523,756
NEW RELIC INC 112,551 8,837,750 6,919,635
NEW RESIDENTIAL INVESTMENT CORP 461,900 7,483,541 5,196,375

Domestic and International Equity

48
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

NEW SENIOR INVESTMENT GROUP INC 66,100 577,519 411,803
NEW WAVE GROUP AB 43,067 260,915 344,880
NEW WORK SE 231 67,274 60,136
NEW WORLD DEVELOPMENT COMPANY LTD 417,558 2,134,963 2,159,102
NEW YORK COMMUNITY BANCORP INC 659,500 9,397,620 8,322,890
NEW YORK MORTGAGE TRUST INC 318,900 1,614,635 1,425,483
NEW YORK TIMES COMPANY/THE - CLASS A 714,939 21,599,110 36,190,212
NEW ZEALAND REFINING COMPANY LTD/THE 64,395 111,257 21,197
NEWAGE INC 60,427 227,471 172,821
NEWELL BRANDS INC 431,821 13,601,467 11,564,166
NEWMARK GROUP INC - CLASS A 974,092 5,540,071 9,745,790
NEWMARKET CORP 79,176 30,784,723 30,099,548
NEWMONT CORP 1,516,867 87,574,703 91,421,574
NEWPARK RESOURCES INC 69,300 691,649 217,602
NEWRIVER REIT PLC 66,923 96,791 86,609
NEWS CORP - CLASS A 436,809 6,228,152 11,108,053
NEWS CORP - CLASS B 124,600 1,795,790 2,923,116
NEXANS SA 16,007 765,158 1,420,384
NEXI SPA 1,814,485 35,749,115 31,732,556
NEXIMMUNE INC 5,700 110,031 108,756
NEXITY SA 12,776 588,399 631,858
NEXON COMPANY LTD 148,700 3,469,394 4,831,068
NEXPOINT RESIDENTIAL TRUST INC 19,432 450,069 895,621
NEXSTAR MEDIA GROUP INC - CLASS A 122,439 9,907,965 17,194,109
NEXT FIFTEEN COMMUNICATIONS GROUP PLC 3,015 20,696 28,287
NEXT PLC 78,546 5,491,257 8,524,378
NEXTCURE INC 6,500 96,899 65,065
NEXTDECADE CORP 11,700 70,668 31,239
NEXTEER AUTOMOTIVE GROUP LTD 22,000 27,126 26,968
NEXTERA ENERGY INC 3,835,726 76,124,985 290,019,243
NEXTGEN HEALTHCARE INC 1,500,266 24,131,607 27,154,815
NEXTIER OILFIELD SOLUTIONS INC 130,223 2,215,982 484,430
NGM BIOPHARMACEUTICALS INC 22,000 404,012 639,540
NH INVESTMENT & SECURITIES COMPANY LTD 169,371 1,705,505 1,743,470
NHK SPRING COMPANY LTD 4,800 37,239 36,054
NHN CORP 7,855 477,896 503,192
NI HOLDINGS INC 8,892 152,676 164,324
NIBE INDUSTRIER AB - B SHARES 1,724,744 24,504,814 53,584,741
NIC INC 358,662 4,138,301 12,169,402
NICE HOLDINGS INC 2,100 24,836 35,748
NICE INFORMATION & TELECOMMUNICATION INC 2,922 85,719 80,037
NICE INFORMATION SERVICE COMPANY LTD 22,845 450,556 511,704
NICHIAS CORP 68,600 1,270,332 1,744,489
NICHIBAN COMPANY LTD 3,900 60,462 67,553
NICHIHA CORP 2,800 50,359 81,846
NICHI-IKO PHARMACEUTICAL COMPANY LTD 3,400 47,602 30,615
NICK SCALI LTD 8,827 80,197 67,029
NICOLET BANKSHARES INC 9,768 441,018 815,237
NIDEC CORP 618,800 43,835,435 75,236,000
NIELSEN HOLDINGS PLC 463,400 18,534,354 11,654,510
NIEN MADE ENTERPRISE COMPANY LTD 19,000 197,929 265,026
NIFCO INC 101,400 2,207,342 3,702,706
NIHON FALCOM CORP 500 7,848 7,217
NIHON KOHDEN CORP 10,300 287,339 301,077
NIHON UNISYS LTD 200,100 4,034,626 6,175,032
NIIT LTD 55,676 74,432 105,011
NIKE INC - CLASS B 2,737,810 77,074,808 363,827,571
NILFISK HOLDING A/S 2,957 48,205 90,374
NINE DRAGONS PAPER HOLDINGS LTD 5,353,950 6,843,945 7,836,947
NINE ENTERTAINMENT COMPANY HOLDINGS LTD 25,521 45,874 53,843
NINETY ONE LTD 15,525 44,827 50,466
NINETY ONE PLC 191,781 765,284 631,865
NINTENDO COMPANY LTD 124,883 49,893,951 69,855,369
NIO INC - ADR 89,400 3,978,772 3,484,812
NIPPON CARBIDE INDUSTRIES COMPANY INC 4,800 72,597 58,295
NIPPON COMMERCIAL DEVELOPMENT COMPANY LTD 13,300 215,468 206,662
NIPPON GAS COMPANY LTD 222,300 3,870,780 3,874,659
NIPPON MEAT PACKERS INC 4,300 194,183 184,647
NIPPON PAINT COMPANY LTD 109,000 1,867,225 1,573,348
NIPPON STEEL & SUMIKIN BUSSAN CORP 8,000 265,575 293,575
NIPPON TELEGRAPH AND TELEPHONE CORP 2,851,200 64,125,194 73,331,316
NIPPON TELEVISION NETWORK CORP 186,500 2,017,740 2,454,036
NIPPON VALQUA INDUSTRIES LTD 2,300 45,055 44,356
NIPPON YUSEN KABUSHIKI KAISHA 222,784 3,686,691 7,610,947
NIPRO CORP 270,000 3,165,609 3,266,878
NISHI-NIPPON FINANCIAL HOLDING INC 20,000 155,072 143,891

Domestic and International Equity

49
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

NISHIO RENT ALL COMPANY LTD 6,100 137,047 165,280
NISOURCE INC 369,900 7,014,417 8,918,289
NISSAN CHEMICAL INDUSTRIES LTD 13,800 732,499 738,081
NISSAN MOTOR COMPANY LTD 123,300 666,946 687,244
NISSEI ASB MACHINE COMPANY LTD 2,100 105,714 99,964
NISSHA COMPANY LTD 8,700 106,369 107,864
NISSHINBO INDUSTRIES INC 20,600 148,816 153,614
NISSIN ELECTRIC COMPANY LTD 3,500 38,453 39,403
NISSO CORP 5,600 43,458 43,533
NITORI COMPANY LTD 67,040 10,819,111 12,998,480
NITTA CORP 2,300 49,743 54,825
NITTO KOGYO CORP 11,200 211,799 205,553
NITTO SEIKO COMPANY LTD 2,400 12,837 12,749
NKARTA INC 14,800 483,772 486,920
NL INDUSTRIES INC 6,200 45,044 46,190
NLIGHT INC 50,490 1,423,626 1,635,876
NMDC LTD 1,366,400 1,527,164 2,529,514
NMI HOLDINGS INC - CLASS A 74,500 985,070 1,761,180
NN GROUP NV 52,971 1,834,571 2,595,487
NN INC 34,800 675,142 246,036
NOBIA AB 102,930 620,110 785,293
NOF CORP 79,500 2,655,831 4,165,656
NOJIMA CORP 25,200 633,514 641,289
NOK CORP 14,900 202,196 202,397
NOKIA OYJ 2,318,848 11,209,479 9,278,427
NOLATO AB 40,550 3,329,363 3,619,414
NOMAD FOODS LTD 500,864 10,872,309 13,753,725
NOMURA HOLDINGS INC 824,300 3,993,317 4,337,086
NOMURA REAL ESTATE HOLDINGS INC 25,800 567,081 622,235
NOMURA RESEARCH INSTITUTE LTD 5,600 117,018 173,575
NOODLES & COMPANY 21,600 217,210 223,560
NORDEA AB 361,200 2,679,043 3,563,806
NORDEX AG 72,404 1,694,023 2,329,940
NORDIC AMERICAN TANKERS LTD 115,200 1,057,086 374,400
NORDIC ENTERTAINMENT GROUP AB 223,546 5,813,045 9,971,511
NORDIC SEMICONDUCTOR ASA 20,942 78,451 376,087
NORDSON CORP 127,087 8,354,351 25,249,645
NORDSTROM INC 143,700 9,060,406 5,441,919
NORFOLK SOUTHERN CORP 501,394 21,014,278 134,634,317
NORITZ CORP 2,800 34,761 44,699
NORMA GROUP SE 3,863 165,818 183,877
NOROO HOLDINGS COMPANY LTD 2,881 29,117 32,711
NOROO PAINT & COATINGS COMPANY LTD 17,641 160,394 171,461
NORSK HYDRO ASA 296,038 1,371,988 1,899,060
NORTH MEDIA A/S 4,083 51,860 68,395
NORTH PACIFIC BANK LTD 128,000 377,479 370,679
NORTHEAST BANK 7,800 146,796 205,842
NORTHERN TRUST CORP 230,000 18,662,249 24,175,300
NORTHFIELD BANCORP INC 40,900 609,171 651,128
NORTHRIM BANCORP INC 67,112 1,691,415 2,852,931
NORTHROP GRUMMAN CORP 338,399 36,234,691 109,519,452
NORTHWEST BANCSHARES INC 107,408 1,395,045 1,552,046
NORTHWEST NATURAL HOLDING COMPANY 28,600 1,436,011 1,542,970
NORTHWEST PIPE COMPANY 10,200 164,322 340,884
NORTHWESTERN CORP 46,000 2,228,331 2,999,200
NORTONLIFELOCK INC 1,396,845 30,763,823 29,696,925
NORWAY ROYAL SALMON ASA 304,608 7,191,755 7,272,325
NORWEGIAN CRUISE LINE HOLDINGS LTD 386,200 16,046,650 10,655,258
NORWOOD FINANCIAL CORP 6,150 166,583 163,652
NOS SGPS SA 25,143 92,938 91,725
NOTRE DAME INTERMEDICA PARTICIPACOES SA 408,700 5,172,669 5,996,874
NOV INC 496,595 16,207,613 6,813,283
NOVA MEASURING INSTRUMENTS LTD 3,334 83,425 303,427
NOVAGOLD RESOURCES INC 208,600 1,274,176 1,827,336
NOVANTA INC 201,944 9,164,073 26,634,394
NOVARTIS AG 1,778,068 140,270,195 152,594,754
NOVARTIS AG - ADR 80,283 7,485,299 6,862,591
NOVATEK MICROELECTRONICS CORP 963,000 13,576,148 19,406,477
NOVATEK PJSC - SPONSORED GDR 54,374 10,857,624 10,738,865
NOVAVAX INC 54,698 4,363,200 9,917,294
NOVO NORDISK A/S - B SHARES 2,683,208 145,005,630 182,224,676
NOVO NORDISK A/S - SPONSORED ADR 51,335 3,649,683 3,461,006
NOVOCURE LTD 224,830 15,630,262 29,718,029
NOVOLIPETSK STEEL PJSC - GDR 44,953 1,241,109 1,433,102
NOVOZYMES A/S - B SHARES 114,378 3,404,250 7,343,892
NOW INC 95,000 1,708,177 958,550

Domestic and International Equity

50
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

NP3 FASTIGHETER AB 8,077 103,361 128,805
NPC COMPANY LTD 10,133 30,947 37,380
NRG ENERGY INC 234,883 5,400,804 8,862,136
NRW HOLDINGS LTD 17,387 26,421 26,022
NSD COMPANY LTD 75,300 957,263 1,254,546
NSI NV 1,547 63,971 61,455
NTN CORP 43,400 125,291 133,931
NTPC LTD 588,596 886,619 857,772
NU SKIN ENTERPRISES INC 57,447 2,772,826 3,038,372
NUANCE COMMUNICATIONS INC 328,000 5,136,093 14,313,920
NUCOR CORP 308,400 14,053,048 24,755,268
NUFARM LTD 135,003 393,983 546,001
NUMIS CORP PLC 1,779 7,991 9,253
NURIX THERAPEUTICS INC 18,240 552,177 567,082
NUTANIX INC - CLASS A 1,726,334 57,525,447 45,851,431
NUTRIEN LTD 111,991 5,383,328 6,032,375
NUVASIVE INC 194,816 10,295,691 12,772,137
NV5 GLOBAL INC 10,300 453,606 994,671
NVE CORP 10,474 684,308 734,227
NVENT ELECTRIC PLC 471,430 9,118,787 13,157,611
NVIDIA CORP 1,160,256 199,559,059 619,495,486
NVR INC 7,405 12,644,150 34,884,437
NXP SEMICONDUCTORS NV 457,933 57,756,485 92,200,230
NYMOX PHARMACEUTICAL CORP 36,000 141,840 79,920
O2 CZECH REPUBLIC AS 3,275 37,036 38,167
OAK STREET HEALTH INC 112,959 5,946,646 6,130,285
OAK VALLEY BANCORP 7,700 179,487 132,055
OBIC COMPANY LTD 144,100 15,729,143 26,381,385
OC OERLIKON CORP AG 24,131 281,571 280,244
OCADO GROUP PLC 4,714,158 39,869,253 132,358,920
OCCIDENTAL PETROLEUM CORP 822,500 14,553,624 21,894,950
OCEANA GROUP LTD 514,596 2,352,056 2,300,065
OCEANEERING INTERNATIONAL INC 87,900 2,146,893 1,003,818
OCEANFIRST FINANCIAL CORP 53,552 1,202,922 1,282,035
OCEANIA HEALTHCARE LTD 65,622 71,399 58,827
OCONEE FEDERAL FINANCIAL CORP 3,700 92,944 96,496
OCULAR THERAPEUTIX INC 61,900 758,867 1,015,779
ODFJELL DRILLING LTD 52,402 134,576 125,229
ODONATE THERAPEUTICS INC 12,400 330,422 42,408
ODONTOPREV SA 1,979,400 6,821,479 4,612,637
ODP CORP/THE 48,371 1,819,753 2,093,981
OFFCN EDUCATION TECHNOLOGY COMPANY LTD 3,847,527 21,671,789 16,534,681
OFFICE PROPERTIES INCOME TRUST 41,218 2,192,079 1,134,319
OFG BANCORP 45,400 740,410 1,026,948
OGE ENERGY CORP 195,886 3,589,720 6,338,871
OHIO VALLEY BANC CORP 4,400 142,428 106,832
OHSHO FOOD SERVICE CORP 10,300 623,192 542,498
O-I GLASS INC 630,736 6,479,380 9,297,049
OIL & GAS DEVELOPMENT COMPANY LTD 1,396,000 1,341,312 928,930
OIL STATES INTERNATIONAL INC 315,865 6,489,127 1,904,666
OIL-DRI CORP OF AMERICA 5,300 170,120 182,532
OITA BANK LTD/THE 1,600 31,561 31,189
OKAMURA CORP 13,300 116,750 156,110
OKI ELECTRIC INDUSTRY COMPANY 19,273 215,194 200,579
OKINAWA CELLULAR TELEPHONE COMPANY 4,100 161,825 188,489
OKTA INC 159,362 12,884,635 35,128,166
OLAV THON EIENDOMSSELSKAP ASA 14,405 266,482 275,905
OLD DOMINION FREIGHT LINE INC 211,797 20,380,186 50,918,117
OLD MUTUAL LTD 649,579 992,017 555,604
OLD NATIONAL BANCORP 145,583 2,100,451 2,815,575
OLD REPUBLIC INTERNATIONAL CORP 1,131,466 18,208,569 24,711,217
OLD SECOND BANCORP INC 21,300 190,819 281,373
OLEMA PHARMACEUTICALS INC 6,000 192,950 199,080
OLIN CORP 199,595 4,682,073 7,578,622
OLLIE'S BARGAIN OUTLET HOLDINGS INC 68,189 5,776,061 5,932,443
OLYMPIC STEEL INC 7,497 164,315 220,787
OLYMPUS OPTICAL COMPANY 2,946,520 22,092,281 61,090,292
OM HOLDINGS LTD 89,155 90,914 45,496
OMEGA FLEX INC 2,700 102,050 426,276
OMEGA HEALTHCARE INVESTORS INC 254,508 7,415,919 9,322,628
OMEROS CORP 54,100 975,497 962,980
OMNIA HOLDINGS LTD 31,502 86,305 104,536
OMNICELL INC 45,851 2,289,888 5,954,669
OMNICOM GROUP INC 305,058 22,521,017 22,620,051
OMRON CORP 15,000 1,125,286 1,172,851
ON SEMICONDUCTOR CORP 396,288 4,710,556 16,489,544

Domestic and International Equity

51
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ON24 INC 4,800 245,665 232,848
ONCOCYTE CORP 48,100 178,669 249,639
ONCORUS INC 7,300 230,884 101,616
ONE - CLASS A 204,133 2,695,936 2,365,901
ONE GAS INC 47,300 2,459,458 3,637,843
ONE LIBERTY PROPERTIES INC 15,840 351,377 352,757
ONEMAIN HOLDINGS INC 443,544 20,813,750 23,827,184
ONEOK INC 595,100 27,650,595 30,147,766
ONESPAN INC 31,700 583,706 776,650
ONESPAWORLD HOLDINGS LTD 1,247,590 9,569,464 13,286,834
ONEWATER MARINE INC - CLASS A 8,323 107,414 332,587
ONO PHARMACEUTICAL COMPANY LTD 200,824 4,951,385 5,252,320
ONOKEN COMPANY LTD 2,600 27,497 32,518
ONTO INNOVATION INC 156,548 5,286,240 10,286,769
ONTRAK INC 7,200 138,465 234,432
OOH!MEDIA LTD 1,457,227 2,083,392 1,931,221
OOMA INC 18,000 151,380 285,300
OP BANCORP 9,615 115,157 101,150
OPAP SA 22,579 298,610 305,973
OPEN LENDING CORP - CLASS A 114,888 4,500,267 4,069,333
OPKO HEALTH INC 342,100 1,275,010 1,467,609
OPORTUN FINANCIAL CORP 17,800 301,006 368,638
OPPENHEIMER HOLDINGS INC - CLASS A 9,300 252,700 372,465
OPPLE LIGHTING COMPANY LTD 196,434 938,544 853,462
OPTIMIZERX CORP 137,567 6,564,219 6,706,391
OPTINOSE INC 17,900 439,123 66,051
OPTION CARE HEALTH INC 485,197 6,757,590 8,607,395
ORACLE CORP 4,390,276 105,860,463 308,065,667
ORACLE FINANCIAL SERVICES SOFTWARE LTD 10,190 386,751 445,844
ORANGE SA 257,800 2,890,362 3,182,935
ORASURE TECHNOLOGIES INC 59,100 574,549 689,697
ORBCOMM INC 59,800 454,047 456,274
ORBIA ADVANCE CORP SAB DE CV 2,085,600 4,206,399 5,562,483
ORCHARD THERAPEUTICS PLC - ADR 1,304,651 13,353,279 9,471,766
ORCHID ISLAND CAPITAL INC 49,200 379,455 295,692
O'REILLY AUTOMOTIVE INC 97,607 26,940,611 49,511,151
ORGANOGENESIS HOLDINGS INC 106,000 1,796,773 1,931,320
ORGENESIS INC 16,500 105,270 94,545
ORIC PHARMACEUTICALS INC 21,500 786,475 526,750
ORICA LTD 96,999 1,405,701 1,030,616
ORIENT CEMENT LTD 287,478 353,648 384,543
ORIENT ELECTRIC LTD 177,768 663,917 757,256
ORIGIN BANCORP INC 21,000 757,071 890,610
ORIGIN COMPANY LTD 1,306 24,813 17,138
ORIOLA OYJ 75,057 237,163 180,840
ORION ENERGY SYSTEMS INC 22,200 153,432 154,512
ORION ENGINEERED CARBONS SA 84,400 1,471,976 1,664,368
ORION OYJ - CLASS B 329,360 12,602,498 13,227,098
ORIX CORP 260,800 3,109,104 4,408,818
ORMAT TECHNOLOGIES INC 156,137 8,826,940 12,256,256
ORORA LTD 4,166,574 10,072,364 9,647,352
ORPEA 91,066 10,714,905 10,574,551
ORRSTOWN FINANCIAL SERVICES INC 11,000 224,747 245,300
ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC 25,500 488,894 492,023
ORTHOFIX MEDICAL INC 17,500 653,853 758,625
ORTHOPEDIATRICS CORP 340,974 16,601,109 16,622,483
OSAKI ELECTRIC COMPANY LTD 56,900 425,174 314,109
OSB GROUP PLC 789,800 4,105,649 4,644,246
OSCAR HEALTH INC 63,648 2,372,354 1,710,858
OSG CORP 152,798 2,977,930 2,725,474
OSHKOSH CORP 94,160 5,685,753 11,173,026
OSI SYSTEMS INC 36,765 2,708,433 3,533,117
OSMOTICA PHARMACEUTICALS PLC 500 3,396 1,630
OSRAM LICHT AG 14,500 906,803 905,945
OSSTEM IMPLANT COMPANY LTD 2,907 186,656 218,330
OTIS WORLDWIDE CORP 548,409 30,260,132 37,538,596
OTOKAR OTOMOTIV VE SAVUNMA SANAYI AS 21 510 921
OTP BANK PLC 528,097 21,123,263 22,616,944
OTSUKA CORP 243,600 11,823,775 11,419,439
OTSUKA HOLDINGS COMPANY LTD 815,200 29,910,947 34,577,759
OTTER TAIL CORP 68,937 2,662,912 3,182,821
OUTFRONT MEDIA INC 177,300 4,287,268 3,870,459
OUTSET MEDICAL INC 9,800 525,209 533,022
OUTSOURCING INC 2,000 32,344 32,290
OVERSEA-CHINESE BANKING CORP LTD 474,400 4,118,884 4,148,705
OVERSEAS SHIPHOLDING GROUP INC - CLASS A 37,244 204,204 76,723

Domestic and International Equity

52
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

OVERSTOCK.COM INC 38,475 835,665 2,549,354
OVID THERAPEUTICS INC 39,000 274,075 156,780
OVINTIV INC 233,400 2,065,590 5,559,588
OWENS & MINOR INC 68,895 2,079,408 2,589,763
OWENS CORNING INC 108,225 5,379,207 9,966,440
OXFORD BIOMEDICA PLC 219,486 2,587,904 2,882,892
OXFORD INDUSTRIES INC 15,000 925,774 1,311,300
OXFORD INSTRUMENTS PLC 9,750 184,161 256,397
OYO CORP 15,956 197,213 186,562
OYSTER POINT PHARMA INC 5,200 130,951 95,056
OZ MINERALS LTD 345,509 3,232,139 6,010,504
P.A.M. TRANSPORTATION SERVICES INC 2,500 106,500 154,250
PACCAR INC 424,606 27,777,421 39,454,390
PACIFIC BIOSCIENCES OF CALIFORNIA INC 161,968 1,255,890 5,395,154
PACIFIC PREMIER BANCORP INC 311,022 10,596,155 13,510,796
PACIRA BIOSCIENCES INC 60,560 4,124,124 4,244,650
PACKAGING CORP OF AMERICA 103,200 5,076,340 13,878,336
PACTIV EVERGREEN INC 36,700 649,314 504,258
PACWEST BANCORP 151,489 6,588,640 5,779,305
PAE INC 110,224 1,024,140 994,220
PAGE INDUSTRIES LTD 4,303 1,626,647 1,784,288
PAGEGROUP PLC 118,757 851,469 770,090
PAGERDUTY INC 87,555 2,541,414 3,522,338
PAGSEGURO DIGITAL LTD - CLASS A 52,694 1,528,083 2,439,732
PAL GROUP HOLDINGS COMPANY LTD 29,200 403,825 404,308
PALFINGER AG 190,602 5,701,443 7,459,684
PALO ALTO NETWORKS INC 291,761 53,389,358 93,964,548
PALOMAR HOLDINGS INC 19,000 891,296 1,273,760
PALTAC CORP 72,700 3,701,851 3,940,932
PANASONIC CORP 1,062,000 10,816,023 13,681,059
PANDION THERAPEUTICS INC 9,500 216,371 570,475
PANDORA A/S 43,974 3,990,772 4,722,656
PANGAEA LOGISTICS SOLUTIONS LTD 18,882 45,128 59,667
PAPA JOHN'S INTERNATIONAL INC 228,897 16,220,997 20,289,430
PAPYLESS COMPANY LTD 2,700 56,711 52,461
PAR PACIFIC HOLDINGS INC 178,749 1,882,116 2,523,936
PAR TECHNOLOGY CORP 31,704 1,514,157 2,073,759
PARADE TECHNOLOGIES LTD 9,000 404,088 386,395
PARAGON BANKING GROUP PLC 622,660 3,158,878 3,931,168
PARAMOUNT BED HOLDINGS COMPANY LTD 5,000 100,597 106,471
PARAMOUNT GROUP INC 202,507 3,093,739 2,051,396
PARATEK PHARMACEUTICALS INC 134,374 1,102,094 948,680
PAREX RESOURCES INC 2,468 40,943 44,005
PARIS ORLEANS SA 313,260 9,502,329 11,339,774
PARK AEROSPACE CORP 15,800 372,015 208,876
PARK CITY GROUP INC 8,500 41,395 51,935
PARK HOTELS & RESORTS INC 222,403 5,507,430 4,799,457
PARK NATIONAL CORP 13,100 1,148,618 1,693,830
PARKE BANCORP INC 8,261 159,194 165,137
PARKER HANNIFIN CORP 159,469 20,913,320 50,301,307
PARKLAND CORP OF CANADA 4,029 136,892 121,045
PARK-OHIO HOLDINGS CORP 19,800 715,392 623,502
PARSONS CORP 414,291 16,003,475 16,753,928
PARTNERS BANCORP 6,100 39,589 44,591
PARTNERS GROUP HOLDING AG 52,768 25,925,263 67,673,565
PASCO CORP 2,000 25,163 26,968
PASON SYSTEMS INC 21,600 151,581 152,610
PASSAGE BIO INC 22,500 628,174 393,300
PATRICK INDUSTRIES INC 31,150 1,395,862 2,647,750
PATRIZIA IMMOBILIEN AG 160,178 3,845,523 4,066,356
PATTERSON COMPANIES INC 76,500 1,914,548 2,444,175
PATTERSON-UTI ENERGY INC 160,900 669,517 1,147,217
PAVMED INC 30,600 66,096 135,864
PAX GLOBAL TECHNOLOGY LTD 90,000 39,835 96,663
PAYCHEX INC 664,730 38,665,325 65,156,835
PAYCOM SOFTWARE INC 336,779 28,429,083 124,628,437
PAYLOCITY HOLDING CORP 45,050 4,481,689 8,101,342
PAYPAL HOLDINGS INC 2,317,196 73,230,239 562,707,877
PAYPOINT PLC 80,903 672,153 658,569
PAYSIGN INC 21,600 289,008 94,392
PBF ENERGY INC 83,600 800,052 1,182,940
PC CONNECTION INC 32,100 1,094,487 1,489,119
PCB BANCORP 11,655 188,245 174,825
PCSB FINANCIAL CORP 12,800 218,624 212,608
PCTEL INC 2,900 18,372 20,155
PDC ENERGY INC 845,463 22,294,812 29,083,927

Domestic and International Equity

53
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

PDF SOLUTIONS INC 26,600 462,037 472,948
PDL BIOPHARMA INC 76,400 342,885 188,708
PDL COMMUNITY BANCORP 5,842 94,056 64,905
PEAB AB 7,693 93,778 93,202
PEAPACK-GLADSTONE FINANCIAL CORP 16,400 360,999 506,432
PEARSON PLC 288,651 2,447,995 3,072,911
PEBBLEBROOK HOTEL TRUST 1,199,673 32,590,702 29,140,057
PEGASYSTEMS INC 46,550 2,747,838 5,322,527
PEGATRON CORP 1,278,000 2,872,503 3,318,957
PELOTON INTERACTIVE INC - CLASS A 295,486 34,789,882 33,224,446
PENN NATIONAL GAMING INC 144,538 4,077,399 15,153,364
PENN VIRGINIA CORP 12,700 198,895 170,180
PENNANT GROUP INC/THE 29,594 417,947 1,355,405
PENNS WOODS BANCORP INC 7,134 204,824 171,858
PENNYMAC FINANCIAL SERVICES INC 83,070 4,033,184 5,554,891
PENNYMAC MORTGAGE INVESTMENT TRUST 87,700 1,656,464 1,718,920
PENSKE AUTOMOTIVE GROUP INC 36,500 1,787,526 2,928,760
PENTAIR PLC 244,096 10,627,005 15,212,063
PENUMBRA INC 76,075 11,371,731 20,584,374
PEOPLES BANCORP INC 15,688 410,843 520,371
PEOPLES BANCORP OF NORTH CAROLINA INC 4,950 138,915 117,018
PEOPLES FINANCIAL SERVICES CORP 6,000 228,301 253,440
PEOPLE'S INSURANCE COMPANY (GROUP) OF CHINA LTD - H SHARES 9,242,000 2,753,875 2,995,690
PEOPLE'S UNITED FINANCIAL INC 465,000 7,609,624 8,323,500
PEPSICO INC 3,021,491 164,832,945 427,389,902
PERDOCEO EDUCATION CORP 61,800 520,041 739,128
PERENTI GLOBAL LTD 449,354 387,456 347,384
PERFECT WORLD COMPANY LTD 1,859,673 5,815,860 5,611,645
PERFICIENT INC 42,957 1,168,608 2,522,435
PERFORMANCE FOOD GROUP INC 693,871 24,117,111 39,973,908
PERION NETWORK LTD 79,808 754,664 1,428,563
PERKINELMER INC 131,489 8,072,694 16,868,724
PERNOD RICARD SA 215,769 31,119,577 40,587,609
PERRIGO COMPANY PLC 148,500 22,876,725 6,009,795
PERSIMMON PLC 235,071 6,805,049 9,535,227
PERSISTENT SYSTEMS INC 266 2,348 6,993
PERSONALIS INC 22,700 370,236 558,647
PERSPECTA INC 123,500 2,699,570 3,587,675
PETCO HEALTH AND WELLNESS COMPANY INC 95,055 2,269,731 2,106,419
PETIQ INC 19,400 521,086 684,044
PETKIM PETROKIMYA HOLDING AS 2,941,967 2,389,865 2,043,958
PETMED EXPRESS INC 18,100 294,478 636,668
PETRO RIO SA 13,200 216,142 215,860
PETRONAS CHEMICALS GROUP BERHAD 99,000 198,704 191,004
PETRONET LNG LTD 783,267 2,583,334 2,406,674
PETS AT HOME GROUP PLC 654,710 3,327,142 3,730,643
PEYTO EXPLORATION & DEVELOPMENT CORP 28,847 131,161 122,333
PFIZER INC 12,420,168 253,035,184 449,982,687
PFSWEB INC 7,400 49,802 49,950
PG&E CORP 1,537,800 32,195,913 18,007,638
PGT INNOVATIONS INC 51,000 635,227 1,287,750
PHARMA MAR SA 12,775 854,476 1,485,681
PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 184,560 5,424,038 6,983,750
PHARMALLY INTERNATIONAL HOLDING COMPANY LTD 151,000 797,175 164,744
PHASEBIO PHARMACEUTICALS INC 14,100 185,133 48,786
PHATHOM PHARMACEUTICALS INC 9,700 319,271 364,332
PHIBRO ANIMAL HEALTH CORP - CLASS A 50,705 1,367,613 1,237,202
PHILIP MORRIS INTERNATIONAL INC 3,201,700 125,150,147 284,118,858
PHILIPS ELECTRONICS NV 1,150,512 50,124,707 65,818,177
PHILIPS LIGHTING NV 176,661 7,739,634 9,127,400
PHILLIPS 66 743,741 22,811,126 60,644,641
PHISON ELECTRONICS CORP 294,000 3,641,168 5,033,435
PHOENIX MECANO AG 157 109,297 76,402
PHOENIX NEW MEDIA LTD - ADR 19,233 33,775 34,042
PHOSAGRO PJSC - GDR 14,872 262,352 259,070
PHOTRONICS INC 93,436 977,206 1,201,587
PHREESIA INC 70,541 2,118,276 3,675,186
PHYSICIANS REALTY TRUST 302,123 5,250,767 5,338,513
PICC PROPERTY & CASUALTY COMPANY LTD - H SHARES 4,946,000 3,736,574 4,287,897
PICTON PROPERTY INCOME LTD 8,793 8,702 10,409
PIEDMONT OFFICE REALTY TRUST INC - CLASS A 193,500 3,533,963 3,361,095
PIERIS PHARMACEUTICALS INC 38,400 198,124 98,688
PIGEON CORP 501,100 10,333,208 19,046,335
PILGRIMS PRIDE CORP 55,795 1,460,642 1,327,363
PINDUODUO INC 160,900 24,900,844 21,541,292
PING AN BANK COMPANY LTD 2,392,905 8,232,506 8,034,758

Domestic and International Equity

54
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

PING AN HEALTHCARE AND TECHNOLOGY COMPANY LTD 153,500 1,372,692 1,925,056
PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD - H SHARES 5,838,634 65,414,262 69,505,313
PING IDENTITY HOLDING CORP 155,060 4,295,104 3,400,466
PINNACLE FINANCIAL PARTNERS INC 95,300 5,617,184 8,449,298
PINNACLE WEST CAPITAL CORP 278,850 21,276,382 22,684,448
PINTEREST INC - CLASS A 468,335 10,522,914 34,670,840
PIONEER BANCORP INC 10,100 137,825 117,665
PIONEER NATURAL RESOURCES COMPANY 292,127 46,802,566 46,395,610
PIPER SANDLER COMPANIES 16,000 719,423 1,754,400
PITNEY BOWES INC 147,200 1,256,739 1,212,928
PIXELWORKS INC 34,900 111,680 115,519
PJT PARTNERS INC - CLASS A 22,132 734,508 1,497,230
PKO BANK POLSKI SA 799,994 6,467,432 6,635,531
PKP CARGO SA 127 1,502 579
PLANET FITNESS INC - CLASS A 188,946 11,880,838 14,605,526
PLANTRONICS INC 91,805 3,846,977 3,572,133
PLATZER FASTIGHETER HOLDING AB 5,869 64,203 69,892
PLAYAGS INC 20,600 391,993 166,448
PLAYTECH PLC 184,664 948,927 1,125,877
PLAYTIKA HOLDING CORP 88,100 2,299,720 2,397,201
PLAZZA AG 112 27,788 38,200
PLDT INC 126,295 3,261,248 3,177,053
PLEXUS CORP 308,821 20,330,651 28,362,121
PLIANT THERAPEUTICS INC 18,700 597,440 735,471
PLUG POWER INC 362,200 3,626,902 12,981,248
PLUMAS BANCORP 4,400 92,004 128,700
PLURALSIGHT INC - CLASS A 141,500 3,510,194 3,161,110
PLUS500 LTD 173,909 3,154,488 3,359,191
PLYMOUTH INDUSTRIAL REIT INC 22,259 290,487 375,064
PMV PHARMACEUTICALS INC 12,700 671,144 417,703
PNC FINANCIAL SERVICES GROUP INC 925,530 81,018,837 162,347,217
PNM RESOURCES INC 73,618 2,994,129 3,610,963
POINT INC 15,400 307,652 282,775
POLA ORBIS HOLDINGS INC 56,000 1,181,514 1,350,081
POLAR CAPITAL HOLDINGS PLC 33,928 290,653 325,801
POLARIS INDUSTRIES INC 57,537 3,696,648 7,681,190
POLETOWIN PITCREW HOLDINGS INC 29,100 301,396 362,631
POLSKIE GORNICTWO NAFTOWE I GAZOWNICTWO SA 3,450,125 4,092,724 5,258,249
POLY PROPERTY GROUP COMPANY LTD 679,000 281,743 200,003
POLYPIPE GROUP PLC 519,460 3,324,911 3,977,679
POOL CORP 55,676 8,433,815 19,221,582
POPULAR INC 217,083 7,886,507 15,265,277
PORCH GROUP INC 105,699 1,245,220 1,870,872
PORSCHE AG - PREFERRED 58,247 3,140,390 6,189,945
PORTLAND GENERAL ELECTRIC COMPANY 90,764 4,362,626 4,308,567
POSCO 73,027 16,636,684 20,648,235
POSCO INTERNATIONAL CORP 10,386 198,303 184,915
POSEIDA THERAPEUTICS INC 20,700 190,761 197,685
POST HOLDINGS INC 281,754 25,362,748 29,787,033
POSTNL NV 292,865 502,580 1,423,285
POTLATCHDELTIC CORP 59,170 2,077,240 3,131,276
POU CHEN CORP 4,769,000 4,914,681 5,515,614
POWELL INDUSTRIES INC 9,400 337,754 318,378
POWER GRID CORP OF INDIA LTD 7,912,313 20,609,226 23,337,475
POWER INTEGRATIONS INC 184,080 5,308,629 14,998,838
POWERFLEET INC 25,100 118,221 206,322
POWERLONG REAL ESTATE HOLDINGS LTD 423,000 272,751 421,126
POWSZECHNY ZAKLAD UBEZPIECZEN SA 372,677 2,973,189 3,220,549
PPC LTD 741,493 80,888 120,517
PPG INDUSTRIES INC 353,900 37,595,598 53,177,014
PPL CORP 748,800 23,348,384 21,595,392
PQ GROUP HOLDINGS INC 49,600 715,732 828,320
PRA GROUP INC 40,400 1,434,183 1,497,628
PRA HEALTH SCIENCES INC 155,170 17,742,078 23,792,216
PRADA SPA 3,253,200 20,239,320 20,315,631
PRAXIS PRECISION MEDICINES INC 10,500 561,302 343,980
PRECIGEN INC 858,632 6,755,274 5,915,974
PRECISION BIOSCIENCES INC 36,100 449,846 373,635
PRECISION DRILLING CORP 3,691 71,773 79,732
PREFERRED APARTMENT COMMUNITIES INC - CLASS A 37,200 520,220 366,420
PREFERRED BANK 31,420 1,410,269 2,000,826
PREFORMED LINE PRODUCTS COMPANY 3,300 184,725 226,875
PRELUDE THERAPEUTICS INC 9,000 724,061 389,970
PREMIER FINANCIAL BANCORP INC 13,186 211,462 245,128
PREMIER FINANCIAL CORP 99,911 2,427,452 3,323,040
PREMIER INC - CLASS A 266,054 9,257,993 9,005,928

Domestic and International Equity

55
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

PREMIER INVESTMENT CORP 7 8,874 10,015
PRESTIGE CONSUMER HEALTHCARE INC 45,200 1,379,279 1,992,416
PRETIUM RESOURCES INC 1,442 13,617 14,961
PRICE SMART INC 20,600 1,682,903 1,993,050
PRICER AB - B SHARES 42,778 136,818 169,320
PRIMA INDUSTRIE SPA 2,614 63,794 68,972
PRIMA MARINE PUBLIC COMPANY LTD 6,904,900 1,856,579 1,789,750
PRIMAX ELECTRONICS LTD 380,000 651,831 847,019
PRIMEENERGY RESOURCES CORP 800 106,512 41,912
PRIMERICA INC 50,527 5,713,471 7,468,901
PRIMIS FINANCIAL CORP 16,360 272,089 237,874
PRIMO WATER CORP 448,445 6,252,512 7,291,716
PRIMORIS SERVICES CORP 74,800 1,438,912 2,478,124
PRINCIPAL FINANCIAL GROUP INC 308,812 16,350,201 18,516,368
PRIORITY TECHNOLOGY HOLDINGS INC 4,987 39,198 34,610
PROACT IT GROUP AB 2,342 46,885 78,727
PROASSURANCE CORP 47,900 1,760,798 1,281,804
PROCTER & GAMBLE COMPANY/THE 5,046,290 214,325,472 683,419,055
PROCTOR & GAMBLE HEALTH LTD 11,884 750,402 1,008,105
PROFESSIONAL HOLDING CORP - CLASS A 9,030 130,736 165,881
PROG HOLDINGS INC 154,596 5,344,413 6,692,461
PROGENITY INC 6,100 51,715 29,036
PROGRESS SOFTWARE CORP 40,500 1,038,208 1,784,430
PROGRESSIVE CORP/THE 1,317,116 75,115,704 125,929,461
PROGYNY INC 24,200 613,177 1,077,142
PROLOGIS INC 1,419,928 96,839,057 150,512,368
PROOFPOINT INC 66,950 7,946,576 8,421,641
PROPETRO HOLDING CORP 70,700 1,227,417 753,662
PROS HOLDINGS INC 967,278 14,088,428 41,109,315
PROSIEBENSAT.1 MEDIA SE 418,963 7,478,907 8,585,120
PROSIGHT GLOBAL INC 1,500 27,205 18,900
PROSPERITY BANCSHARES INC 166,043 11,365,694 12,434,960
PROSPERITY REIT 180 77 60
PROSUS NV 617,583 38,490,436 68,810,135
PROTAGONIST THERAPEUTICS INC 27,500 427,242 712,250
PROTARA THERAPEUTICS INC 3,200 95,040 50,368
PROTECH HOME MEDICAL CORP 38,100 44,898 73,966
PROTECTIVE INSURANCE CORP - CLASS B 9,600 222,876 219,552
PROTHENA CORP PLC 27,769 1,047,897 697,557
PROTO CORP 14,200 130,922 150,481
PROTO LABS INC 460,377 31,705,194 56,050,900
PROVENTION BIO INC 41,600 617,982 436,592
PROVIDENT BANCORP INC 14,246 164,652 205,142
PROVIDENT FINANCIAL HOLDINGS INC 6,000 126,000 101,400
PROVIDENT FINANCIAL SERVICES INC 72,755 1,340,357 1,620,981
PRUDENTIAL BANCORP INC 3,409 57,544 50,317
PRUDENTIAL FINANCIAL INC 490,100 32,894,273 44,648,110
PRUDENTIAL PLC 2,165,165 39,998,182 46,019,020
PRUKSA HOLDING PUBLIC COMPANY LTD 1,061,600 735,030 434,831
PS BUSINESS PARKS INC 19,520 1,791,132 3,017,402
PSP SWISS PROPERTY AG 24,417 3,110,063 2,988,725
PTC INC 122,579 4,424,559 16,872,999
PTC INDIA LTD 54,591 37,475 58,053
PTC THERAPEUTICS INC 55,800 2,378,541 2,642,130
PTG ENERGY PUBLIC COMPANY LTD 450,800 262,570 297,167
PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LTD 91,500 351,473 333,792
PTT PUBLIC COMPANY LTD 3,651,700 4,985,181 4,791,030
PUBLIC BANK BERHAD 1,751,300 1,735,473 1,773,896
PUBLIC SERVICE ENTERPRISE GROUP INC 581,190 25,756,553 34,993,450
PUBLIC STORAGE INC 374,200 60,091,482 92,337,592
PUBLICIS GROUPE SA 782,458 42,298,040 47,857,175
PULMONX CORP 18,610 1,098,564 851,221
PULSE BIOSCIENCES INC 12,100 382,630 286,528
PULTE GROUP INC 317,666 7,659,617 16,658,405
PUMA AG 67,007 5,617,920 6,579,053
PUMA BIOTECHNOLOGY INC 21,074 416,351 204,839
PURADELTA LESTARI TBK PT 58,807,900 1,082,716 955,502
PURE CYCLE CORP 13,500 102,839 181,170
PURE STORAGE INC - CLASS A 620,093 10,978,101 13,356,803
PURETECH HEALTH PLC 41,767 139,359 230,216
PURPLE INNOVATION INC 24,695 573,318 781,597
PUSHPAY HOLDINGS LTD 160,490 134,467 233,790
PVH CORP 334,959 24,267,524 35,405,166
PZENA INVESTMENT MANAGEMENT INC - CLASS A 14,800 145,125 155,844
Q2 HOLDINGS INC 900,288 42,115,403 90,208,858
QAD INC - CLASS A 65,418 2,635,900 4,355,530

Domestic and International Equity

56
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

QANTAS AIRWAYS LTD 354,899 1,119,375 1,375,872
QATAR GAS TRANSPORT COMPANY LTD 2,634,509 2,320,525 2,282,855
QATAR NAVIGATION QSC 666,443 1,147,297 1,407,566
QBE INSURANCE GROUP LTD 2,576,266 33,419,324 18,876,489
QCR HOLDINGS INC 12,900 351,688 609,138
QIAGEN NV 260,047 7,498,356 12,661,688
QINETIQ PLC 301,640 935,382 1,315,106
QISDA CORP 722,000 818,085 866,663
QORVO INC 238,141 17,503,001 43,508,361
QT GROUP OYJ 2,283 65,348 239,879
QTS REALTY TRUST INC - CLASS A 58,400 2,838,689 3,623,136
QUAD GRAPHICS INC 28,800 252,774 101,664
QUADIENT SA 9,319 200,162 224,529
QUAKER CHEMICAL CORP 36,489 4,901,081 8,894,924
QUALCOMM INC 2,131,681 75,116,426 282,639,584
QUALIPOLY CHEMICAL CORP 126,000 138,183 151,246
QUALYS INC 134,957 10,876,805 14,140,794
QUANEX BUILDING PRODUCTS CORP 28,400 462,146 744,932
QUANTA COMPUTER INC 1,648,000 3,876,981 5,660,253
QUANTA SERVICES INC 149,111 5,509,578 13,118,786
QUANTERIX CORP 37,560 1,176,270 2,196,133
QUANTUM CORP 30,400 176,957 253,232
QUDIAN INC - SPONSORED ADR 364,761 2,815,918 831,655
QUEBECOR INC - CLASS B 149,845 2,421,219 4,022,573
QUEST DIAGNOSTICS INC 232,302 20,820,139 29,813,639
QUICK COMPANY LTD 13,800 211,249 153,986
QUIDEL CORP 373,558 18,041,276 47,789,275
QUINSTREET INC 44,400 430,216 901,320
QUOTIENT LTD 52,700 384,793 193,936
QUOTIENT TECHNOLOGY INC 76,900 892,149 1,256,546
QURATE RETAIL INC - SERIES A 505,803 8,379,570 5,948,243
R1 RCM INC 387,298 4,150,272 9,558,515
RACKSPACE TECHNOLOGY INC 30,600 550,320 727,668
RADA ELECTRONIC INDUSTRIES LTD 167,232 852,585 2,008,456
RADIAN GROUP INC 250,874 5,122,011 5,832,821
RADIANT LOGISTICS INC 24,800 181,784 172,360
RADIANT OPTO-ELECTRONICS CORP 1,020,000 3,644,512 4,540,006
RADIUS HEALTH INC 298,724 7,994,940 6,231,383
RADNET INC 59,459 782,443 1,293,233
RADWARE LTD 58,636 1,556,654 1,529,227
RAFAEL HOLDINGS INC - CLASS B 8,395 241,440 335,128
RAFFLES MEDICAL GROUP LTD 12,948,500 9,504,062 10,793,629
RAIA DROGASIL SA 6,704,500 30,501,911 29,774,016
RAIFFEISEN BANK INTERNATIONAL AG 70,689 2,331,428 1,556,103
RAJESH EXPORTS LTD 72,125 702,145 472,325
RALPH LAUREN CORP 116,803 12,683,316 14,385,457
RAMBUS INC 419,839 5,628,760 8,161,670
RANDSTAD NV 189,896 9,974,279 13,386,622
RANGE RESOURCES CORP 258,676 1,741,875 2,672,123
RANPAK HOLDINGS CORP 25,800 230,863 517,548
RAPALA VMC OYJ 5,675 17,177 47,489
RAPID7 INC 132,188 6,157,795 9,862,547
RAPT THERAPEUTICS INC 10,100 282,201 224,220
RASA CORP 3,600 30,614 30,657
RATHBONE BROTHERS PLC 18,943 567,268 459,988
RATIONAL AG 45,809 33,787,338 35,668,548
RATOS AB - SERIES B 389,183 1,303,228 2,118,197
RAVEN INDUSTRIES INC 32,200 740,929 1,234,226
RAYMOND JAMES FINANCIAL INC 412,644 15,446,513 50,573,649
RAYONIER ADVANCED MATERIALS INC 49,434 571,955 448,366
RAYONIER INC 182,900 4,051,174 5,898,525
RAYSEARCH LABORATORIES AB 7,784 90,909 79,927
RAYTHEON TECHNOLOGIES CORP 2,740,773 84,481,794 211,779,530
RBB BANCORP 15,200 473,277 308,104
RBC BEARINGS INC 33,269 3,801,106 6,546,341
RCI HOSPITALITY HOLDINGS INC 8,400 192,696 534,156
RE/MAX HOLDINGS INC - CLASS A 16,100 593,439 634,179
REA GROUP LTD 53,384 5,884,830 5,763,138
READY CAPITAL CORP 52,749 862,060 707,892
REALOGY HOLDINGS CORP 154,225 1,206,612 2,333,424
REALPAGE INC 102,800 5,831,954 8,964,160
REALREAL INC/THE 78,517 1,121,242 1,776,840
REALTEK SEMICONDUCTOR CORP 683,000 7,699,210 11,824,975
REALTY INCOME CORP 465,800 26,068,707 29,578,300
REATA PHARMACEUTICALS INC - CLASS A 30,426 4,739,706 3,033,472
RECHI PRECISION COMPANY LTD 82,000 62,335 62,075

Domestic and International Equity

57
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

RECIPE UNLIMITED CORP 1,594 18,912 25,784
RECKITT BENCKISER GROUP PLC 706,275 58,871,215 63,319,607
RECORDATI SPA 124,254 3,841,412 6,698,659
RECRO PHARMA INC 14,700 170,574 41,013
RECRUIT HOLDINGS COMPANY LTD 3,606,600 143,188,900 176,282,775
RED ELECTRICA CORPORACION SA 216,647 4,271,007 3,844,841
RED RIVER BANCSHARES INC 4,500 233,841 252,045
RED ROBIN GOURMET BURGERS INC 13,800 658,275 550,482
RED ROCK RESORTS INC - CLASS A 88,964 2,436,207 2,899,337
RED VIOLET INC 5,900 94,400 108,678
REDBUBBLE LTD 3,342 14,945 12,753
REDFIN CORP 88,500 2,196,940 5,893,215
REDINGTON (INDIA) LTD 19,933 36,451 52,031
REDROW PLC 7,940 61,194 68,796
REDWOOD TRUST INC 100,600 1,620,961 1,047,246
REGAL BELOIT CORP 66,466 5,053,310 9,483,369
REGENCY CENTERS CORP 228,140 13,816,271 12,937,819
REGENERON PHARMACEUTICALS INC 191,436 67,993,416 90,576,029
REGENXBIO INC 30,400 812,620 1,036,944
REGIONAL MANAGEMENT CORP 7,100 135,466 246,086
REGIONS FINANCIAL CORP 1,168,203 13,294,678 24,135,074
REGIS CORP 17,402 290,527 218,569
REINSURANCE GROUP OF AMERICA INC 393,512 29,274,329 49,602,188
RELAY THERAPEUTICS INC 37,300 1,616,062 1,289,461
RELIA INC 30,500 394,885 394,982
RELIANCE INDUSTRIES LTD 875,388 21,815,123 23,910,067
RELIANCE INDUSTRIES LTD - SPONSORED GDR 79,277 2,779,630 4,384,018
RELIANCE STEEL & ALUMINUM COMPANY 126,303 11,477,261 19,234,684
RELIANT BANCORP INC 15,200 366,828 436,544
RELMADA THERAPEUTICS INC 12,900 559,602 454,209
RELX PLC 745,402 16,593,976 18,712,577
REMEDY ENTERTAINMENT OYJ 725 38,521 34,851
REMY COINTREAU SA 261,076 34,958,492 48,327,713
RENAISSANCERE HOLDINGS LTD 65,379 7,872,166 10,476,985
RENASANT CORP 430,300 17,271,842 17,805,814
RENESAS ELECTRONICS CORP 89,700 1,042,147 974,118
RENEWABLE ENERGY GROUP INC 39,709 994,345 2,622,382
RENGO COMPANY LTD 239,800 1,890,281 2,085,500
RENT-A-CENTER INC 60,800 1,730,080 3,505,728
REPAY HOLDINGS CORP 55,800 1,417,486 1,310,184
REPLIGEN CORP 258,246 32,865,391 50,205,605
REPLIMUNE GROUP INC 22,494 519,100 686,292
REPLY SPA 70,040 5,907,251 8,882,114
REPRO-MED SYSTEMS INC 22,300 191,557 78,496
REPUBLIC BANCORP INC - CLASS A 34,400 1,330,794 1,523,576
REPUBLIC FIRST BANCORP INC 18,100 139,594 68,237
REPUBLIC SERVICES INC 433,100 25,583,722 43,028,485
RESEARCH FRONTIERS INC 10,200 41,412 28,968
RESIDEO TECHNOLOGIES INC 586,565 13,521,758 16,570,461
RESMED INC 242,238 14,222,134 46,999,017
RESONA HOLDINGS INC 612,100 2,012,740 2,574,698
RESONANT INC 24,700 61,997 104,728
RESOURCES CONNECTION INC 234,522 3,613,699 3,175,428
RESTAURANT BRANDS INTERNATIONAL INC 240,640 12,875,007 15,641,600
RETAIL ESTATES NV 1,320 96,297 90,602
RETAIL OPPORTUNITY INVESTMENTS CORP 251,400 3,551,343 3,989,718
RETAIL PROPERTIES OF AMERICA INC 190,300 1,360,836 1,994,344
RETAIL VALUE INC 13,822 435,576 258,610
RETRACTABLE TECHNOLOGIES INC 12,100 126,246 155,122
REV GROUP INC 22,800 546,794 436,848
REVANCE THERAPEUTICS INC 57,100 1,413,657 1,595,945
REVENIO GROUP OYJ 4,546 305,850 270,351
REVLON INC - CLASS A 4,500 157,639 55,485
REVOLUTION MEDICINES INC 34,900 1,044,229 1,601,212
REVOLVE GROUP INC 411,509 11,788,028 18,489,099
REX STORES CORP 5,100 339,042 429,267
REXEL SA 228,106 3,253,243 4,530,771
REXFORD INDUSTRIAL REALTY INC 128,200 5,379,492 6,461,280
REXNORD CORP 359,266 9,555,333 16,917,836
REYNOLDS CONSUMER PRODUCTS INC 48,014 1,459,275 1,429,857
RGC RESOURCES INC 8,100 208,479 179,658
RH 34,548 11,902,214 20,611,337
RHB CAPITAL BERHAD 858,800 1,129,037 1,112,205
RHEINMETALL AG 113,943 11,501,447 11,570,447
RHI MAGNESITA NV 1,565 45,785 91,076
RHYTHM PHARMACEUTICALS INC 35,005 879,917 744,556

Domestic and International Equity

58
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

RHYTHM WATCH COMPANY LTD 1,400 25,253 11,491
RIBBON COMMUNICATIONS INC 57,700 433,503 473,717
RICHELIEU HARDWARE LTD 1,966 53,799 64,603
RICHMOND MUTUAL BANCORPORATION INC 10,600 146,760 143,736
RICHTER GEDEON NYRT 184,691 3,723,329 5,455,970
RIDE ON EXPRESS HOLDINGS COMPANY LTD 12,700 280,443 193,776
RIGEL PHARMACEUTICALS INC 149,400 515,292 510,948
RIGHTMOVE PLC 6,338,997 15,101,014 50,918,713
RIKEN CORP 1,400 31,260 31,674
RIKEN TECHNOS CORP 11,600 54,688 54,168
RIMINI STREET INC 11,536 73,023 103,478
RINGCENTRAL INC - CLASS A 92,457 8,821,322 27,541,091
RIO TINTO LTD 418,457 27,615,212 35,297,994
RIO TINTO PLC 195,543 13,226,097 14,973,383
RIO TINTO PLC - SPONSORED ADR 72,168 3,998,485 5,603,845
RION COMPANY LTD 9,800 219,610 266,063
RITCHIE BROS. AUCTIONEERS INC 181,963 9,455,101 10,653,796
RITE AID CORP 49,615 1,784,238 1,015,123
RIVERSTONE HOLDINGS LTD 229,100 308,264 209,730
RIVERVIEW BANCORP INC 13,200 106,075 91,476
RIYAD BANK 419,339 2,229,043 2,509,057
RLI CORP 78,976 4,790,774 8,811,352
RLJ LODGING TRUST 379,527 7,783,499 5,875,078
RMR GROUP INC/THE - CLASS A 22,255 857,152 908,227
ROAD KING INFRASTRUCTURE LTD 11,000 23,879 14,404
ROBERT HALF INTERNATIONAL INC 235,552 12,612,299 18,389,545
ROBERT WALTERS PLC 2,980 28,566 25,080
ROBINSONS RETAIL HOLDINGS INC 2,687,270 4,018,493 3,169,636
ROBLOX CORP 105,287 7,288,074 6,825,756
ROCHE HOLDING AG 595,547 161,391,002 193,284,632
ROCKET COMPANIES INC - CLASS A 179,500 4,048,661 4,144,655
ROCKET PHARMACEUTICALS INC 30,700 641,355 1,362,159
ROCKWELL AUTOMATION INC 139,339 18,928,004 36,986,144
ROCKWELL MEDICAL INC 40,600 502,873 47,096
ROCKWOOL INTERNATIONAL AS 3,000 366,131 1,267,709
ROCKY BRANDS INC 5,600 159,936 302,736
ROGERS COMMUNICATIONS INC 17,762 823,513 818,958
ROGERS CORP 19,851 1,463,829 3,736,157
ROHM COMPANY LTD 1,400 130,000 136,959
ROKU INC 127,300 12,804,755 41,470,521
ROLAND DG CORP 15,444 337,823 252,974
ROLLINS INC 1,800,832 44,333,409 61,984,637
ROLLS-ROYCE HOLDINGS PLC 8,818,550 12,973,477 12,811,802
ROPER TECHNOLOGIES INC 236,420 77,399,653 95,357,643
ROSNEFT OJSC - GDR 1,134,183 7,489,764 8,576,692
ROSS STORES INC 763,354 69,640,163 91,533,778
ROTORK PLC 3,781,626 14,675,486 18,605,639
ROYAL BANK OF CANADA 252,743 22,631,604 23,300,578
ROYAL BANK OF SCOTLAND GROUP PLC 3,979,761 8,367,112 10,775,845
ROYAL CARIBBEAN CRUISES LTD 204,850 17,359,859 17,537,209
ROYAL DUTCH SHELL PLC - A SHARES 801,500 20,864,950 15,825,650
ROYAL DUTCH SHELL PLC - B SHARES 754,159 12,273,587 13,890,851
ROYAL GOLD INC 84,946 7,052,754 9,141,889
ROYAL MAIL PLC 400,411 1,765,635 2,787,648
ROYAL UNIBREW A/S 43,460 3,394,040 4,556,193
ROYALTY PHARMA PLC - CLASS A 371,500 15,930,590 16,204,830
RPC INC 45,800 330,218 247,320
RPM INTERNATIONAL INC 148,260 5,307,214 13,617,681
RPT REALTY 70,100 1,159,254 799,841
RS PUBLIC COMPANY LTD 391,000 360,139 362,848
RTL GROUP SA 26,941 1,555,488 1,581,921
RUBIS SCA 174,639 9,629,058 8,292,230
RUBIUS THERAPEUTICS INC 31,800 593,545 842,700
RURAL ELECTRIFICATION CORP LTD 1,066,009 1,846,514 1,912,186
RUSH ENTERPRISES INC - CLASS A 102,820 2,550,696 5,123,521
RUSH ENTERPRISES INC - CLASS B 7,299 130,012 329,112
RUSSEL METALS INC 73,800 1,132,889 1,467,368
RUTH'S HOSPITALITY GROUP INC 53,928 710,288 1,339,032
RWE AG 357,414 13,167,514 14,038,695
RYANAIR HOLDINGS PLC - ADR 194,333 16,192,655 22,348,295
RYDER SYSTEM INC 361,264 14,919,037 27,329,622
RYERSON HOLDING CORP 12,092 162,204 206,048
RYMAN HOSPITALITY PROPERTIES INC 153,454 8,622,741 11,894,220
S&P GLOBAL INC 548,444 83,702,304 193,529,434
S&T BANCORP INC 34,692 1,004,284 1,162,182
S&T HOLDINGS COMPANY LTD 615 7,827 10,080

Domestic and International Equity

59
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

S&T MOTIV COMPANY LTD 9,007 434,026 494,221
S4 CAPITAL PLC 649,100 4,543,575 4,531,550
SABRA HEALTH CARE REIT INC 229,405 5,055,488 3,982,471
SABRE CORP 4,549,809 46,793,915 67,382,671
SAFE BULKERS INC 32,300 91,104 79,135
SAFEGUARD SCIENTIFICS INC 16,300 301,296 111,166
SAFEHOLD INC 16,700 579,778 1,170,670
SAFESTORE HOLDINGS PLC 253,147 1,890,965 2,778,418
SAFETY INSURANCE GROUP INC 39,507 2,729,695 3,328,465
SAF-HOLLAND SE 37,678 417,969 549,109
SAFRAN SA 727,506 81,389,615 99,227,137
SAGA COMMUNICATIONS INC - CLASS A 2,695 105,113 58,886
SAGAR CEMENTS LTD 2,590 25,656 25,330
SAGE THERAPEUTICS INC 125,936 13,948,026 9,426,310
SAIA INC 61,578 4,893,860 14,198,655
SAIC MOTOR CORP LTD 3,779,327 13,494,367 11,340,864
SAILPOINT TECHNOLOGIES HOLDINGS INC 79,400 2,020,498 4,020,816
SAINT MARC HOLDINGS COMPANY LTD 1,600 38,304 24,919
SAINT-CARE HOLDING CORP 11,000 63,792 128,914
SAIPEM SPA 750,236 1,793,617 2,049,193
SAKAI HEAVY INDUSTRIES LTD 400 10,406 8,127
SAKATA SEED 108,900 3,648,682 4,030,778
SALESFORCE.COM INC 1,740,943 112,218,367 368,853,593
SALISBURY BANCORP INC 2,400 94,968 106,584
SALLY BEAUTY HOLDINGS INC 102,300 1,546,662 2,059,299
SALVATORE FERRAGAMO SPA 476,934 8,966,556 9,170,443
SALZGITTER AG 7,159 127,585 224,148
SAM YOUNG ELECTRONICS COMPANY LTD 7,595 96,525 73,819
SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1,280,105 3,626,722 3,991,746
SAMHO INTERNATIONAL COMPANY LTD 16,206 402,252 499,748
SAMSONITE INTERNATIONAL SA 4,229,818 8,995,368 8,160,998
SAMSUNG CARD COMPANY LTD 115,550 3,352,606 3,517,294
SAMSUNG ELECTRO-MECHANICS COMPANY LTD 6,433 958,255 1,065,772
SAMSUNG ELECTRONICS COMPANY LTD 4,888,083 200,252,983 351,570,538
SAMSUNG ELECTRONICS COMPANY LTD - PREFERRED 521,667 16,898,110 33,648,501
SAMSUNG SDI COMPANY LTD 45,871 9,337,221 26,750,484
SAMSUNG SDS COMPANY LTD 15,626 2,872,470 2,671,642
SAMSUNG SECURITIES COMPANY LTD 102,578 3,374,239 3,575,615
SAMSUNG TECHWIN COMPANY LTD 44,812 1,311,548 1,619,448
SAMYANG TONGSANG COMPANY LTD 663 33,702 41,007
SANA BIOTECHNOLOGY INC 30,400 976,906 1,017,488
SANDERSON FARMS INC 18,651 1,817,316 2,905,453
SANDFIRE RESOURCES NL 273,557 1,169,019 1,112,614
SANDS CHINA LTD 1,739,600 7,764,736 8,693,021
SANDVIK AB 1,149,477 29,006,357 31,465,784
SANDY SPRING BANCORP INC 42,186 1,190,518 1,832,138
SANGAMO THERAPEUTICS INC 125,671 1,579,724 1,574,658
SANGETSU CORP 4,100 62,074 62,224
SANGSANGIN COMPANY LTD 5,914 35,991 34,593
SANKEN ELECTRIC COMPANY LTD 5,800 153,910 272,416
SANKYO COMPANY LTD 19,100 506,530 506,971
SANKYU INC 46,300 1,682,379 2,036,362
SANLAM LTD 502,797 1,606,081 2,027,021
SANLORENZO SPA 1,135 12,473 28,814
SANMINA CORP 923,794 23,338,698 38,226,596
SANOFI 1,364,835 117,982,768 135,144,631
SANOFI - ADR 5,099 240,290 252,197
SANOFI INDIA LTD 10,839 1,086,421 1,168,872
SANOMA OYJ 78,278 821,221 1,317,442
SANQUAN FOOD COMPANY LTD 642,645 2,690,775 2,217,640
SANSTEEL MINGUANG COMPANY LTD 3,511,250 3,996,805 3,979,952
SANTANDER BANK POLSKA SA 15,332 815,824 849,360
SANTANDER CONSUMER USA HOLDINGS INC 78,300 1,520,423 2,118,798
SANWA SHUTTER CORP 30,000 316,447 393,394
SANY HEAVY INDUSTRY COMPANY LTD 330,733 1,316,625 1,723,041
SANYANG MOTOR COMPANY LTD 209,000 242,861 227,070
SANYO TRADING COMPANY LTD 1,700 18,517 17,738
SAO MARTINHO SA 62,700 358,372 329,556
SAP SE 491,679 53,425,455 60,341,220
SAP SE - SPONSORED ADR 65,972 8,377,853 8,100,702
SAPIENS INTERNATIONAL CORP NV 46,512 1,345,932 1,478,616
SAPPI LTD 13,519 21,913 42,087
SAPPORO HOLDINGS LTD 2,300 46,514 47,728
SARANTIS SA 88,869 823,023 904,517
SAREPTA THERAPEUTICS INC 88,300 12,177,437 6,580,999
SARTORIUS AG 207,139 27,163,024 103,515,139

Domestic and International Equity

60
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SARTORIUS STEDIM BIOTECH SA 13,187 5,292,170 5,443,137
SATO HOLDINGS CORP 11,200 277,860 292,214
SATSUMA PHARMACEUTICALS INC 8,700 202,278 51,417
SAUDI TELECOM COMPANY 6,280 209,038 212,325
SAUL CENTERS INC 13,600 634,760 545,496
SAVARA INC 27,800 339,160 57,824
SAVILLS PLC 830,707 9,386,037 13,088,764
SAVITA OIL TECHNOLOGIES LTD 2,977 29,097 39,781
SAWAI PHARMACEUTICAL COMPANY LTD 7,200 429,796 349,900
SB FINANCIAL GROUP INC 6,500 105,690 118,690
SBA COMMUNICATIONS CORP 207,050 57,972,175 57,466,728
SBERBANK OF RUSSIA PJSC - SPONSORED ADR 3,272,931 40,823,991 50,423,920
SBM OFFSHORE NV 2,211,690 38,548,527 40,602,617
SCANSOURCE INC 23,200 782,794 694,840
SCHAEFFLER AG 458,804 3,287,067 4,087,381
SCHAEFFLER INDIA LTD 3,812 273,241 283,737
SCHIBSTED ASA - A SHARES 52,548 1,469,205 2,209,930
SCHIBSTED ASA - B SHARES 31,503 774,943 1,129,279
SCHINDLER HOLDING AG 36,631 5,007,384 10,539,951
SCHINDLER HOLDING AG - PARTICIPATION CERTIFICATES 96,308 21,546,523 28,406,844
SCHLUMBERGER LTD 2,733,862 105,364,667 74,333,708
SCHNEIDER ELECTRIC SA 536,553 50,876,482 82,137,049
SCHNEIDER NATIONAL INC - CLASS B 63,643 1,643,423 1,589,166
SCHNITZER STEEL INDUSTRIES INC 24,300 497,526 1,015,497
SCHOELLER BLECKMANN OILFIELD EQUIPMENT AG 93,059 6,285,121 4,183,488
SCHOLAR ROCK HOLDING CORP 23,100 564,439 1,170,246
SCHOLASTIC CORP 39,505 1,412,070 1,189,496
SCHOUW & COMPANY 2,267 202,196 237,879
SCHRODER EUROPEAN REAL ESTATE INVESTMENT TRUST 4,125 5,207 5,566
SCHRODERS PLC 26,103 1,024,234 1,260,501
SCHRODINGER INC 34,812 1,795,461 2,655,807
SCHWEITER TECHNOLOGIES AG 4,219 4,224,296 6,975,258
SCHWEITZER-MAUDUIT INTERNATIONAL INC 27,200 849,566 1,331,984
SCIENCE APPLICATIONS INTERNATIONAL CORP 221,091 18,009,324 18,480,997
SCIENTIFIC GAMES CORP 246,529 7,952,456 9,496,297
SCIPLAY CORP - CLASS A 40,000 701,564 647,200
SCOPUS BIOPHARMA INC 8,705 75,772 73,557
SCORPIO TANKERS INC 46,598 1,351,410 860,199
SCOTTS MIRACLE-GRO COMPANY/THE - CLASS A 268,508 13,218,294 65,776,405
SCPHARMACEUTICALS INC 6,900 49,749 45,885
SCSK CORP 70,600 3,501,434 4,191,276
SCULPTOR CAPITAL MANAGEMENT INC 17,200 395,084 376,336
SEA LTD - ADR 208,097 23,223,248 46,453,493
SEABOARD CORP 500 1,905,798 1,844,995
SEACHANGE INTERNATIONAL INC 26,700 38,181 41,385
SEACOAST BANKING CORP OF FLORIDA 46,600 975,343 1,688,784
SEACOR HOLDINGS INC 16,900 650,168 688,675
SEAGEN INC 145,200 9,163,264 20,162,472
SEALED AIR CORP 255,450 12,293,610 11,704,719
SEASPINE HOLDINGS CORP 24,000 274,038 417,600
SEAWORLD ENTERTAINMENT INC 241,864 4,980,225 12,013,385
SECOM LTD 46,100 3,795,312 3,885,333
SECTRA AB - B SHARES 5,870 466,088 369,725
SECURE ENERGY SERVICES INC 80,455 142,166 232,368
SECUREWORKS CORP - CLASS A 4,000 57,977 53,520
SECURITY NATIONAL FINANCIAL CORP 5,198 33,875 48,601
SEEGENE INC 43,625 4,210,756 5,014,899
SEEK LTD 2,359,420 19,806,224 51,233,960
SEER INC 127,984 7,004,499 6,401,760
SEGA SAMMY HOLDINGS INC 420,400 6,376,326 6,570,414
SEGRO PLC 91,700 674,127 1,186,237
SEI INVESTMENTS COMPANY 338,100 16,327,838 20,600,433
SEIKAKAKU CORP 13,800 183,302 129,133
SEIKO HOLDINGS CORP 42,700 966,366 725,320
SEINO HOLDINGS COMPANY LTD 151,200 1,981,365 2,109,958
SEKISUI CHEMICAL COMPANY LTD 1,833,500 31,269,368 35,259,615
SEKISUI HOUSE LTD 127,463 2,029,642 2,738,436
SELECT BANCORP INC 12,400 164,672 137,268
SELECT ENERGY SERVICES INC - CLASS A 64,868 803,170 323,043
SELECT MEDICAL HOLDINGS CORP 164,149 2,974,026 5,597,481
SELECTA BIOSCIENCES INC 40,625 128,400 183,828
SELECTIVE INSURANCE GROUP INC 53,500 1,878,275 3,880,890
SELECTQUOTE INC 91,300 2,320,260 2,694,263
SELVAAG BOLIG ASA 121,267 613,643 896,396
SEMAPA - SOCIEDADE DE INVESTIMENTO E GESTAO SGPS SA 14,922 213,750 206,946
SEMCON AB 998 6,997 11,438

Domestic and International Equity

61
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SEMPERIT AG HOLDING 1,789 56,459 79,794
SEMPRA ENERGY 624,713 72,361,042 82,824,450
SEMTECH CORP 414,100 18,515,306 28,572,900
SENAO NETWORKS INC 43,000 151,053 167,280
SENECA FOODS CORP - CLASS A 6,400 171,722 301,376
SENIOR PLC 141,876 127,289 216,691
SENSATA TECHNOLOGIES HOLDING PLC 1,190,852 49,454,081 69,009,873
SENSEI BIOTHERAPEUTICS INC 3,934 48,171 57,161
SENSIENT TECHNOLOGIES CORP 38,300 2,561,290 2,987,400
SEOHAN COMPANY LTD 231,215 332,483 325,856
SEOHEE CONSTRUCTION COMPANY LTD 39,890 38,090 57,451
SEOUL SEMICONDUCTOR COMPANY LTD 36,742 552,599 600,598
SERES THERAPEUTICS INC 51,300 886,471 1,056,267
SERIA COMPANY LTD 189,702 6,194,111 6,635,278
SERITAGE GROWTH PROPERTIES 30,300 1,390,139 556,005
SERVICE CORP INTERNATIONAL 282,308 8,099,123 14,411,823
SERVICE PROPERTIES TRUST 149,400 1,057,786 1,771,884
SERVICENOW INC 395,137 104,653,514 197,611,965
SERVICESOURCE INTERNATIONAL INC 58,912 97,205 86,601
SERVISFIRST BANCSHARES INC 44,800 1,027,813 2,747,584
SEVEN & I HOLDINGS COMPANY LTD 3,700 146,350 149,440
SEVEN BANK LTD 3,044,400 8,007,848 6,970,436
SEVEN WEST MEDIA LTD 193,976 32,170 69,439
SEVERSTAL PJSC - GDR 16,688 335,809 336,764
SFL CORP LTD 77,600 1,188,920 622,352
SFS GROUP AG 4,529 489,518 564,952
SGIS SONGSHAN COMPANY LTD 2,271,821 1,301,881 1,687,837
SGS SA 1,920 4,497,625 5,469,394
SHAFTESBURY PLC 225,200 3,123,758 1,993,195
SHAKE SHACK INC - CLASS A 39,065 2,222,723 4,405,360
SHANDONG BUCHANG PHARMACEUTICALS COMPANY LTD 59,572 163,707 207,480
SHANDONG LINGLONG TYRE COMPANY LTD 37,305 164,326 266,342
SHANDONG PUBLISHING & MEDIA COMPANY LTD 1,031,700 919,928 936,478
SHANGHAI CONSTRUCTION GROUP COMPANY LTD 3,045,517 1,395,528 1,407,768
SHANGHAI FENGYUZHU CULTURE AND TECHNOLOGY COMPANY LTD 256,500 877,628 762,652
SHANGHAI FOSUN PHARMACEUTICAL COMPANY LTD 1,755,500 4,834,899 7,485,394
SHANGHAI INTERNATIONAL PORT (GROUP) COMPANY LTD 319,000 231,429 232,619
SHANGHAI M&G STATIONERY INC 17,900 204,814 233,232
SHANGHAI PHARMACEUTICALS HOLDING COMPANY LTD 3,261,800 5,503,903 6,402,391
SHANGHAI PUDONG DEVELOPMENT BANK COMPANY LTD 525,700 876,205 881,380
SHANGHAI SHIMAO COMPANY LTD 2,523,254 1,502,597 1,670,621
SHANGHAI ZIJIANG ENTERPRISE GROUP COMPANY LTD 2,420,100 1,752,529 1,764,772
SHANXI TAIGANG STAINLESS STEEL COMPANY LTD 7,063,165 4,134,463 4,924,281
SHANXI XISHAN COAL & ELECTRICITY POWER COMPANY LTD 2,117,240 1,632,053 1,618,211
SHARPS COMPLIANCE CORP 12,600 122,291 181,062
SHATTUCK LABS INC 12,500 637,951 365,500
SHAWCOR LTD 62,411 272,206 263,677
SHENANDOAH TELECOMMUNICATIONS COMPANY 43,900 1,041,109 2,142,759
SHENZHEN INOVANCE TECHNOLOGY COMPANY LTD 70,900 580,595 924,891
SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS COMPANY LTD 4,700 118,072 286,166
SHENZHOU INTERNATIONAL GROUP HOLDINGS LTD 83,800 1,389,936 1,736,480
SHERWIN-WILLIAMS COMPANY/THE 170,758 55,307,359 126,021,112
SHIBAURA MECHATRONICS CORP 9,800 348,791 492,217
SHIKOKU CHEMICALS CORP 2,300 26,700 26,330
SHIMADZU CORP 121,962 3,766,208 4,420,433
SHIMAMURA COMPANY LTD 31,000 3,224,724 3,582,534
SHIMANO INC 359,900 38,010,044 85,903,733
SHIMAO PROPERTY HOLDINGS LTD 154,000 653,581 484,317
SHINDENGEN ELECTRIC MANUFACTURING COMPANY LTD 16,100 435,211 473,529
SHIN-ETSU CHEMICAL COMPANY LTD 276,507 27,788,740 46,568,283
SHIN-ETSU POLYMER COMPANY LTD 17,300 152,664 155,309
SHINHAN FINANCIAL GROUP LTD 532,500 17,389,778 17,620,610
SHINKO ELECTRIC INDUSTRIES COMPANY LTD 900 24,032 27,896
SHINKONG INSURANCE COMPANY LTD 23,000 26,709 32,243
SHINOKEN GROUP COMPANY LTD 5,600 64,414 64,210
SHINYOUNG SECURITIES COMPANY LTD 1,095 57,272 55,246
SHIONOGI & COMPANY LTD 202,800 11,861,621 10,923,671
SHISEIDO LTD 762,200 16,360,391 51,195,008
SHOALS TECHNOLOGIES GROUP INC 372,355 12,083,411 12,950,507
SHO-BOND HOLDINGS COMPANY LTD 84,500 3,260,387 3,647,647
SHOCKWAVE MEDICAL INC 255,983 19,012,732 33,344,346
SHOE CARNIVAL INC 9,234 308,171 571,400
SHOPIFY INC - CLASS A 139,609 40,542,826 154,466,955
SHOPRITE HOLDINGS LTD 69,502 560,617 739,535
SHORE BANCSHARES INC 10,401 174,952 177,025
SHOTSPOTTER INC 24,349 974,197 853,919

Domestic and International Equity

62
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SHOUGANG FUSHAN RESOURCES GROUP LTD 6,504,000 1,640,146 1,614,612
SHUTTERSTOCK INC 19,800 1,062,150 1,762,992
SHYFT GROUP INC/THE 31,300 302,434 1,164,360
SIAM CEMENT PUBLIC COMPANY LTD - NVDR 203,500 2,514,850 2,598,288
SIAM COMMERCIAL BANK PUBLIC COMPANY LTD 1,193,200 3,837,712 4,257,338
SIAM COMMERCIAL BANK PUBLIC COMPANY LTD - NVDR 332,400 1,094,532 1,186,003
SIBANYE STILLWATER LTD 276,737 767,992 1,218,177
SI-BONE INC 197,857 5,560,703 6,293,831
SICHUAN ENERGY INVESTMENT DEVELOPMENT COMPANY LTD 134,000 33,082 29,301
SIEBERT FINANCIAL CORP 8,200 82,574 33,210
SIEGFRIED HOLDING AG 1,433 559,320 1,185,348
SIEMENS AG 340,797 37,817,578 56,075,420
SIEMENS ENERGY AG 125,271 134,592 4,506,741
SIEMENS HEALTHINEERS AG 1,153,034 51,039,654 62,608,432
SIENTRA INC 34,000 325,556 247,860
SIERRA BANCORP 11,900 242,885 318,920
SIG COMBIBLOC GROUP AG 173,126 2,492,054 4,021,181
SIGA TECHNOLOGIES INC 379,516 2,523,776 2,466,854
SIGILON THERAPEUTICS INC 2,888 57,177 64,547
SIGNATURE BANK 182,392 28,925,134 41,238,831
SIGNET JEWELERS LTD 89,742 3,602,812 5,203,241
SIGNIFY HEALTH INC - CLASS A 25,300 675,847 740,278
SIKA AG 60,672 12,192,210 17,405,770
SILGAN HOLDINGS INC 72,769 1,446,487 3,058,481
SILICOM LTD 4,146 145,944 187,068
SILICON LABORATORIES INC 38,400 2,542,493 5,417,088
SILICON MOTION TECHNOLOGY CORP - ADR 135,267 5,737,321 8,033,507
SILK ROAD MEDICAL INC 24,400 1,007,393 1,235,860
SILVERBACK THERAPEUTICS INC 7,700 392,234 335,951
SILVERCREST ASSET MANAGEMENT GROUP INC - CLASS A 8,200 96,225 117,916
SILVERGATE CAPITAL CORP - CLASS A 39,074 2,152,881 5,555,151
SIM TECHNOLOGY GROUP LTD 1,026,000 47,790 52,788
SIME DARBY BERHAD 3,200,000 1,780,784 1,852,164
SIMMONS FIRST NATIONAL CORP - CLASS A 99,152 2,108,720 2,941,840
SIMON PROPERTY GROUP INC 401,134 33,849,652 45,637,015
SIMPLO TECHNOLOGY COMPANY LTD 762,000 7,101,287 9,907,896
SIMPLY GOOD FOODS COMPANY/THE 79,000 1,361,169 2,403,180
SIMPSON MANUFACTURING COMPANY INC 39,600 1,746,816 4,107,708
SIMS METAL MANAGEMENT LTD 344,221 2,336,829 3,890,691
SIMULATIONS PLUS INC 34,316 1,993,004 2,170,144
SINBON ELECTRONICS COMPANY LTD 28,000 172,724 259,068
SINCH AB 9,287 293,760 1,636,570
SINCLAIR BROADCAST GROUP INC - CLASS A 40,000 672,000 1,170,400
SINFONIA TECHNOLOGY COMPANY LTD 2,600 29,002 30,941
SINGAPORE EXCHANGE LTD 162,000 1,072,187 1,202,099
SINGAPORE MEDICAL GROUP LTD 348,300 98,587 98,507
SINGAPORE TELECOMMUNICATIONS LTD 9,513,400 23,265,107 17,276,493
SINHER TECHNOLOGY INC 60,000 113,734 125,118
SINKO INDUSTRIES LTD 2,200 41,520 43,363
SINOPAC FINANCIAL HOLDINGS COMPANY LTD 1,371,860 569,434 617,825
SINOPEC ENGINEERING (GROUP) COMPANY LTD - H SHARES 3,706,240 1,760,918 2,045,131
SINOPHARM GROUP COMPANY LTD 78,400 188,842 189,787
SINOTRANS LTD - H SHARES 7,152,000 2,102,932 2,649,417
SINOTRUK HONG KONG LTD 1,704,000 4,178,776 5,106,882
SINTOKOGIO LTD 10,500 74,329 73,452
SIRIUS XM HOLDINGS INC 4,975,962 27,851,038 30,303,609
SIRIUSPOINT LTD 68,000 797,060 691,560
SIRTEC INTERNATIONAL COMPANY LTD 53,000 58,651 57,211
SISTEMA PJSC FC - SPONSORED GDR 299,430 1,889,261 2,706,847
SITE CENTERS CORP 133,000 1,045,990 1,803,480
SITEONE LANDSCAPE SUPPLY INC 91,383 5,609,494 15,602,733
SITIME CORP 21,555 1,977,790 2,125,323
SITRONIX TECHNOLOGY CORP 95,000 355,398 795,745
SIX FLAGS ENTERTAINMENT CORP 105,000 5,068,692 4,879,350
SJW GROUP 23,800 1,162,720 1,499,162
SK DISCOVERY COMPANY LTD 66,062 3,748,155 3,548,990
SK GAS LTD 3,216 330,840 302,632
SK HYNIX INC 322,406 24,378,971 37,745,788
SK TELECOM LTD 152,557 34,084,054 37,069,295
SKANDINAVISKA ENSKILDA BANKEN AB 374,452 3,703,800 4,573,089
SKANSKA AB - B SHARES 7,840 154,016 196,983
SKECHERS USA INC - CLASS A 546,400 20,187,527 22,790,344
SK-ELECTRONICS COMPANY LTD 4,800 72,992 55,254
SKF AB - B SHARES 386,274 7,583,992 10,999,301
SKF INDIA LTD 5,988 186,575 184,225
SKY PERFECT JSAT HOLDINGS INC 48,500 186,487 215,946

Domestic and International Equity

63
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SKYLINE CORP 48,200 1,264,222 2,181,532
SKYWEST INC 89,916 3,042,613 4,898,624
SKYWORKS SOLUTIONS INC 195,450 19,100,213 35,861,166
SKYWORTH DIGITAL HOLDINGS LTD 203,103 60,222 69,230
SL CORP 34,020 595,255 670,330
SL GREEN REALTY CORP 94,256 9,990,470 6,596,977
SLACK TECHNOLOGIES INC 572,700 19,661,396 23,268,801
SLC AGRICOLA SA 225,500 1,033,507 1,783,860
SLEEP NUMBER CORP 37,998 1,813,896 5,452,333
SLM CORP 394,700 3,544,972 7,092,759
SM ENERGY COMPANY 103,100 1,264,487 1,687,747
SMART GLOBAL HOLDINGS INC 13,800 405,691 635,076
SMARTFINANCIAL INC 12,700 314,626 274,955
SMARTONE TELECOMMUNICATIONS HOLDINGS LTD 38,500 23,709 22,433
SMARTSHEET INC - CLASS A 1,082,657 52,378,075 69,203,435
SMC CORP 137,595 31,666,095 80,079,045
SMITH & NEPHEW PLC 187,785 4,245,035 3,570,218
SMITH & NEPHEW PLC - SPONSORED ADR 47,300 2,127,699 1,792,670
SMITH MICRO SOFTWARE INC 15,300 67,779 84,227
SMOORE INTERNATIONAL HOLDINGS LTD 2,752,640 16,272,215 16,747,149
SNAM SPA 3,028,851 16,163,630 16,830,775
SNAM SPA - RIGHTS 2,580,007 0 2,661
SNAP INC - CLASS A 233,918 13,746,543 12,231,572
SNAP-ON INC 144,238 23,559,936 33,281,476
SNOWFLAKE INC 16,951 3,988,672 3,886,525
SOCIETE GENERALE SA 1,232,424 41,110,033 32,322,562
SODICK COMPANY LTD 40,300 377,379 375,282
SOFTBANK CORP 702,460 26,333,119 59,311,781
SOFTCAT PLC 142,696 3,008,239 3,569,392
SOFTRONIC AB 14,357 48,529 51,061
SOFTWAREONE HOLDING AG 59,551 1,613,338 1,543,903
SOFT-WORLD INTERNATIONAL CORP 28,000 73,903 116,777
SOGEFI SPA 27,261 25,980 42,485
SOHU.COM LTD - ADR 64,300 1,182,989 1,010,796
SOITEC 14,700 1,803,201 3,011,365
SOKEN CHEMICAL & ENGINEERING COMPANY LTD 1,794 36,723 35,474
SOL MELIA SA 912,968 8,893,321 6,797,527
SOLAR A/S 1,344 84,595 101,842
SOLAREDGE TECHNOLOGIES INC 82,020 11,503,567 23,575,829
SOLARIS OILFIELD INFRASTRUCTURE INC - CLASS A 25,055 358,758 307,425
SOLARWINDS CORP 45,700 772,296 797,008
SOLENO THERAPEUTICS INC 52,700 97,495 66,402
SOLID BIOSCIENCES INC 15,800 169,957 87,374
SOLITON INC 1,500 22,065 26,355
SOLITON SYSTEMS KK 11,100 109,366 167,052
SOLVAY SA 42,000 5,535,707 5,242,308
SOMBOON ADVANCE TECHNOLOGY PUBLIC COMPANY LTD - NVDR 284,600 144,155 168,483
SOMFY SA 298 27,909 49,944
SONIC AUTOMOTIVE INC 21,900 465,533 1,085,583
SONIC HEALTHCARE LTD 6,113 163,478 163,378
SONIX TECHNOLOGY COMPANY LTD 197,000 385,916 704,237
SONOCO PRODUCTS COMPANY 168,600 6,884,689 10,672,380
SONOS INC 88,000 1,394,287 3,297,360
SONOVA HOLDING AG 49,745 12,174,195 13,235,029
SONY CORP 1,679,612 122,807,904 176,245,259
SONY CORP - SPONSORED ADR 96,725 9,695,460 10,253,817
SOPRA STERIA GROUP 59,444 7,059,336 9,955,696
SORRENTO THERAPEUTICS INC 215,100 1,415,789 1,778,877
SOTERA HEALTH COMPANY 52,500 1,323,215 1,310,400
SOUTH JERSEY INDUSTRIES INC 115,318 2,962,067 2,603,880
SOUTH PLAINS FINANCIAL INC 11,000 203,583 249,920
SOUTH STATE CORP 418,956 28,649,380 32,892,236
SOUTH32 LTD 11,599,971 21,418,727 24,826,681
SOUTHERN COMPANY 2,024,673 62,725,053 125,853,674
SOUTHERN COPPER CORP 221,328 10,250,973 15,021,531
SOUTHERN FIRST BANCSHARES INC 6,192 205,535 290,281
SOUTHERN MISSOURI BANCORP INC 7,000 253,428 275,940
SOUTHSIDE BANCSHARES INC 28,792 822,314 1,108,780
SOUTHWEST AIRLINES COMPANY 1,185,574 44,840,275 72,391,148
SOUTHWEST GAS HOLDINGS INC 50,318 3,414,335 3,457,350
SOUTHWESTERN ENERGY COMPANY 566,345 2,628,955 2,633,504
SP PLUS CORP 20,500 592,869 672,195
SPAR GROUP LTD 30,828 391,267 396,440
SPAR NORD BANK A/S 67,285 683,001 719,853
SPAREBANK 1 BV 1,409 6,039 7,906
SPAREBANK 1 SR BANK ASA 389,000 2,887,727 4,784,832

Domestic and International Equity

64
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SPAREBANKEN VEST 166,519 1,140,816 1,527,402
SPARK ENERGY INC - CLASS A 7,400 78,640 79,032
SPARTANNASH COMPANY 30,800 838,200 604,604
SPECTRIS PLC 92,529 2,922,842 4,247,323
SPECTRUM BRANDS HOLDINGS INC 53,833 4,158,566 4,575,805
SPECTRUM PHARMACEUTICALS INC 108,500 845,710 353,710
SPEEDY HIRE PLC 78,416 64,165 72,055
SPERO THERAPEUTICS INC 58,529 750,689 861,547
SPIN MASTER CORP 3,032 93,329 84,650
SPIRAX-SARCO ENGINEERING PLC 198,784 15,982,422 31,265,901
SPIRE HEALTHCARE GROUP PLC 8,255 18,269 19,043
SPIRE INC 45,300 2,612,234 3,347,217
SPIRENT PLC 151,810 357,058 499,544
SPIRIT AEROSYSTEMS HOLDINGS INC - CLASS A 348,282 13,350,727 16,943,919
SPIRIT AIRLINES INC 326,495 10,594,643 12,047,666
SPIRIT OF TEXAS BANCSHARES INC 11,371 249,641 253,687
SPIRIT REALTY CAPITAL INC 132,720 6,040,380 5,640,600
SPLUNK INC 349,489 37,907,416 47,348,770
SPOK HOLDINGS INC 11,300 158,766 118,537
SPORTSMAN'S WAREHOUSE HOLDINGS INC 40,200 454,950 693,048
SPOTIFY TECHNOLOGY SA 432,433 78,273,030 115,870,422
SPRINGWORKS THERAPEUTICS INC 22,400 964,344 1,647,968
SPRIX LTD 6,600 59,951 56,802
SPROUT SOCIAL INC - CLASS A 85,389 2,899,996 4,932,069
SPROUTS FARMERS MARKET INC 145,726 3,650,113 3,879,226
SPRUCE BIOSCIENCES INC 6,000 137,029 99,600
SPS COMMERCE INC 82,578 3,625,087 8,200,821
SPT ENERGY GROUP INC 1,237,828 135,879 52,542
SPX CORP 201,395 5,690,094 11,735,287
SPX FLOW INC 196,423 8,138,310 12,439,469
SQUARE INC - A SHARES 814,955 84,111,594 185,035,533
SQZ BIOTECHNOLOGIES COMPANY 3,900 120,194 53,352
SRA HOLDINGS INC 4,900 107,131 120,216
SRI TRANG AGRO-INDUSTRY PUBLIC COMPANY LTD 153,000 246,218 228,888
SRI TRANG AGRO-INDUSTRY PUBLIC COMPANY LTD - NVDR 429,100 753,251 641,934
SRI TRANG GLOVES (THAILAND) PUBLIC COMPANY LTD 184,800 228,860 242,458
SS&C TECHNOLOGIES HOLDINGS INC 271,830 10,396,490 18,992,762
SSAB AB - SERIES B 45,116 186,944 218,585
SSE PLC 2,885,515 48,784,672 57,925,661
ST. BARBARA LTD 804,700 1,500,810 1,204,348
ST. JOE COMPANY/THE 30,900 563,729 1,325,610
STAAR SURGICAL COMPANY 51,298 1,736,399 5,407,322
STABILUS SA 6,475 474,721 456,604
STAG INDUSTRIAL INC 853,585 25,328,618 28,688,992
STAGECOACH GROUP PLC 98,637 77,837 136,634
STAMPS.COM INC 15,100 1,349,768 3,012,601
STANDARD AVB FINANCIAL CORP 4,200 96,642 137,130
STANDARD CHARTERED PLC 2,384,394 22,808,954 16,432,293
STANDARD LIFE ABERDEEN PLC 893,138 3,022,799 3,572,329
STANDARD MOTOR PRODUCTS INC 20,000 619,349 831,600
STANDEX INTERNATIONAL CORP 11,100 653,424 1,060,827
STANLEY BLACK & DECKER INC 181,500 21,202,034 36,240,105
STANLEY ELECTRIC COMPANY LTD 3,900 130,154 116,294
STARBUCKS CORP 2,808,171 78,645,053 306,848,845
STARTEK INC 13,441 109,947 106,856
STARTS CORP INC 14,400 357,866 378,570
STARWOOD PROPERTY TRUST INC 261,500 5,529,262 6,469,510
STATE AUTO FINANCIAL CORP 17,200 417,715 339,012
STATE BANK OF INDIA 226,472 729,773 1,128,430
STATE STREET CORP 717,480 42,324,308 60,275,495
STEEL DYNAMICS INC 196,726 3,433,318 9,985,812
STEELCASE INC - CLASS A 2,293,355 36,753,688 33,001,378
STELCO HOLDINGS INC 12,500 149,212 280,165
STELLA-JONES INC 4,313 172,734 174,943
STELLANTIS NV 117,364 1,333,792 2,080,104
STEPAN COMPANY 19,900 1,232,660 2,529,489
STEPSTONE GROUP INC 17,800 653,613 627,806
STEREOTAXIS INC 32,500 168,138 218,400
STERICYCLE INC 168,671 15,811,309 11,386,979
STERIS PLC 413,657 62,648,284 78,793,385
STERLING BANCORP 274,516 6,165,782 6,319,358
STERLING BANCORP INC 51,800 533,316 293,188
STERLING CONSTRUCTION COMPANY INC 81,784 1,202,992 1,897,389
STEVEN MADDEN LTD 112,002 2,877,883 4,173,195
STEWART INFORMATION SERVICES CORP 25,048 901,883 1,303,247
STHREE PLC 30,891 108,172 164,088

Domestic and International Equity

65
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

STIFEL FINANCIAL CORP 652,375 20,785,706 41,791,143
STITCH FIX INC - CLASS A 52,500 1,673,214 2,600,850
STMICROELECTRONICS NV 652,357 17,419,410 24,910,576
STO SE & COMPANY KGAA 224 21,065 41,596
STOCK YARDS BANCORP INC 24,591 643,380 1,255,616
STOCKLAND 668,356 1,844,508 2,239,835
STOKE THERAPEUTICS INC 13,200 334,140 512,688
STOLT-NIELSEN LTD 3,579 53,020 52,911
STONECO LTD - CLASS A 851,503 45,198,080 52,129,014
STONERIDGE INC 23,100 415,270 734,811
STONEX GROUP INC 57,361 3,225,657 3,750,262
STORE CAPITAL CORP 274,200 7,653,897 9,185,700
STRATEGIC EDUCATION INC 32,212 3,127,838 2,960,605
STRATUS PROPERTIES INC 5,775 124,300 176,138
STRAUMANN HOLDING AG - REGISTERED 8,431 5,496,820 10,561,705
STRIDE INC 137,590 2,598,747 4,142,835
STROER SE & COMPANY KGAA 40,053 2,487,318 3,271,663
STRONGBRIDGE BIOPHARMA PLC 32,600 130,769 89,976
STRYKER CORP 841,600 64,453,706 204,996,928
STUDIO ALICE COMPANY LTD 1,400 25,801 26,530
SUESS MICROTEC SE 11,862 264,283 371,539
SUGI HOLDINGS COMPANY LTD 207,100 8,648,706 16,436,805
SUMCO CORP 97,300 2,292,830 2,224,252
SUMITOMO BAKELITE COMPANY LTD 4,200 138,116 171,991
SUMITOMO HEAVY INDUSTRIES LTD 113,900 2,805,238 3,169,615
SUMITOMO METAL MINING COMPANY LTD 762,077 21,981,718 32,958,968
SUMITOMO MITSUI FINANCIAL GROUP INC 1,070,900 36,400,843 38,833,451
SUMITOMO MITSUI FINANCIAL GROUP INC - SPONSORED ADR 20,958 145,691 151,946
SUMITOMO MITSUI TRUST HOLDINGS INC 244,500 7,843,125 8,538,692
SUMITOMO SEIKA CHEMICALS COMPANY LTD 1,100 33,640 40,217
SUMMIT FINANCIAL GROUP INC 9,508 203,297 252,437
SUMMIT HOTEL PROPERTIES INC 93,000 1,286,568 944,880
SUMMIT MATERIALS INC - CLASS A 104,362 2,233,015 2,924,223
SUMO LOGIC INC 14,100 428,664 265,926
SUN COMMUNITIES INC 122,000 11,134,018 18,304,880
SUN FRONTIER FUDOUSAN COMPANY LTD 11,200 104,598 98,013
SUN LIFE FINANCIAL INC 25,000 1,120,787 1,263,277
SUN PHARMACEUTICALS INDUSTRIES LTD 654,397 5,349,014 5,350,547
SUNAC CHINA HOLDINGS LTD 857,000 3,117,365 3,676,266
SUNCOKE ENERGY INC 68,800 729,511 482,288
SUNCOR ENERGY INC 378,636 10,334,732 7,913,937
SUNDAYTOZ CORP 35,802 811,290 695,952
SUNGROW POWER SUPPLY COMPANY LTD 150,100 1,409,380 1,643,658
SUNLIGHT REAL ESTATE INVESTMENT TRUST 260 144 140
SUNNOVA ENERGY INTERNATIONAL INC 48,100 820,243 1,963,442
SUNNY OPTICAL TECHNOLOGY GROUP COMPANY LTD 717,500 13,579,939 16,353,697
SUNOPTA INC 51,316 646,183 757,937
SUNPLUS TECHNOLOGY COMPANY LTD 563,000 342,028 591,946
SUNPOWER CORP 69,600 509,676 2,328,120
SUNRUN INC 139,025 2,162,214 8,408,232
SUNSTONE HOTEL INVESTORS INC 464,435 5,286,031 5,786,860
SUN-WA TECHNOS CORP 6,800 69,134 66,523
SUOMINEN OYJ 6,782 45,675 45,753
SUPER MICRO COMPUTER INC 40,800 1,147,704 1,593,648
SUPERIOR GROUP OF COMPANIES INC 10,200 199,113 259,284
SUPERMAX CORP BERHAD 2,303,128 3,798,542 2,116,223
SUPERNUS PHARMEUTICALS INC 75,948 1,580,018 1,988,319
SUPREME ELECTRONICS COMPANY LTD 127,000 139,031 190,502
SURGALIGN HOLDINGS INC 51,200 254,502 111,616
SURGERY PARTNERS INC 43,205 1,368,763 1,912,253
SURGUTNEFTEGAS OJSC - SPONSORED ADR 1,412,739 7,653,330 6,343,198
SURMODICS INC 13,000 410,315 728,910
SURUGA BANK LTD 79,200 263,776 306,049
SUSHIRO GLOBAL HOLDINGS LTD 505,600 19,186,137 22,374,516
SUTRO BIOPHARMA INC 23,500 270,894 534,860
SUZANO PAPEL E CELULOSE SA 76,200 935,366 925,662
SUZUKEN COMPANY LTD 216,150 6,835,639 8,460,170
SUZUKI MOTOR CORP 730,200 31,935,979 33,205,928
SVB FINANCIAL GROUP 59,500 6,105,117 29,372,770
SVENSKA CELLULOSA AB 2,320,481 31,498,067 41,144,791
SVENSKA HANDELSBANKEN AB - CLASS A 2,655,651 27,649,471 28,901,604
SVMK INC 113,200 2,080,821 2,073,824
SVOLDER AB 11,445 224,632 286,246
SWATCH GROUP AG 8,637 2,646,919 2,495,246
SWEDBANK AB - A SHARES 384,875 8,771,771 6,795,574
SWEDISH MATCH AB 525,157 40,287,914 41,078,444

Domestic and International Equity

66
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

SWIRE PACIFIC LTD - A SHARES 991,000 5,710,258 7,431,432
SWISS LIFE HOLDING AG 12,000 4,014,961 5,923,817
SWISS RE AG 25,363 2,434,487 2,505,174
SWISSCOM AG 15,165 7,361,430 8,169,426
SWISSQUOTE GROUP HOLDING SA 1,903 71,208 246,683
SWITCH INC - CLASS A 95,700 1,590,934 1,556,082
SWK HOLDINGS CORP 5,604 71,899 81,482
SWORD GROUP 1,700 58,398 76,524
SYARIKAT TAKAFUL MALAYSIA KELUARGA BERHAD 52,200 63,258 59,797
SYKES ENTERPRISES INC 35,000 837,537 1,542,800
SYLVANIA PLATINUM LTD 163,315 104,840 253,491
SYMRISE AG 23,692 2,917,074 2,879,194
SYNAPTICS INC 38,294 2,383,965 5,185,773
SYNCHRONOSS TECHNOLOGIES INC 21,900 172,603 78,183
SYNCHRONY FINANCIAL 1,221,095 32,699,804 49,649,723
SYNDAX PHARMACEUTICALS INC 24,700 273,543 552,292
SYNEOS HEALTH INC - CLASS A 325,406 16,332,645 24,682,045
SYNERGIE SA 698 24,600 26,580
SYNNEX CORP 44,667 2,003,922 5,129,558
SYNNEX TECHNOLOGY INTERNATIONAL CORP 630,000 802,999 1,203,343
SYNOPSYS INC 276,711 15,106,234 68,563,452
SYNOVUS FINANCIAL CORP 455,849 11,630,621 20,855,092
SYROS PHARMACEUTICALS INC 33,600 310,139 251,328
SYSCO CORP 926,400 46,986,612 72,944,736
SYSMEX CORP 540,900 34,186,917 58,373,145
SYSTEMAIR AB 2,200 32,636 59,314
SYSTEMAX INC 24,600 644,222 1,011,552
T ROWE PRICE GROUP INC 383,255 31,401,294 65,766,558
T&D HOLDINGS INC 256,900 2,550,653 3,315,289
T.RAD COMPANY LTD 2,000 63,909 36,941
TA ANN HOLDINGS BERHAD 50,300 37,714 34,573
TABULA RASA HEALTHCARE INC 19,300 848,471 888,765
TACTILE SYSTEMS TECHNOLOGY INC 15,900 658,463 866,391
TADIRAN HOLDINGS LTD 406 20,277 42,746
TAEKWAN INDUSTRIAL COMPANY LTD 989 1,147,576 803,958
TAG IMMOBILIEN AG 1,020,416 11,921,550 29,190,839
TAI HING GROUP HOLDINGS LTD 119,000 25,825 33,062
TAICHUNG COMMERCIAL BANK 3,225 1,168 1,300
TAISEI CORP 68,000 2,113,368 2,627,692
TAISEI ONCHO COMPANY LTD 1,600 29,264 29,220
TAISHIN FINANCIAL HOLDING COMPANY LTD 1,493,000 701,582 701,160
TAIWAN FU HSING INDUSTRIAL COMPANY LTD 5,000 6,183 8,297
TAIWAN PAIHO LTD 234,000 676,592 666,744
TAIWAN SAKURA CORP 12,000 20,296 24,645
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LTD 14,719,580 135,480,119 302,821,065
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LTD - SPONSORED ADR 2,953,494 109,486,437 349,339,270
TAKAMATSU CONSTRUCTION GROUP COMPANY LTD 5,300 103,958 103,410
TAKAOKA TOKO COMPANY LTD 12,700 205,303 181,478
TAKARA LEBEN COMPANY LTD 76,900 271,344 259,581
TAKASAGO INTERNATIONAL CORP 2,100 42,782 49,963
TAKEDA PHARMACEUTICAL COMPANY LTD 2,166,651 86,533,479 78,136,690
TAKE-TWO INTERACTIVE SOFTWARE INC 148,338 14,026,287 26,211,325
TAKEUCHI MANUFACTURING COMPANY LTD 9,100 217,369 254,882
TAL EDUCATION GROUP - ADR 453,759 22,420,602 24,434,922
TALIS BIOMEDICAL CORP 39,553 604,416 508,256
TALOS ENERGY INC 11,000 200,702 132,440
TAMRON COMPANY LTD 37,400 695,896 729,723
TANDEM DIABETES CARE INC 253,485 18,460,112 22,370,051
TANGER FACTORY OUTLET CENTERS INC 76,300 1,358,105 1,154,419
TANGSHAN PORT GROUP COMPANY LTD 4,047,300 1,552,182 1,697,952
TANSEISHA COMPANY LTD 86,146 766,203 686,829
TAPESTRY INC 338,500 11,219,784 13,949,585
TARGA RESOURCES CORP 239,300 11,440,872 7,597,775
TARGET CORP 940,165 26,614,039 186,218,482
TARGET HOSPITALITY CORP 28,300 257,813 71,033
TARKETT SA 170,788 3,415,338 2,731,896
TARO PHARMACEUTICAL INDUSTRIES LTD 3,436 302,184 253,405
TARSUS PHARMACEUTICALS INC 5,900 260,633 190,157
TATA CONSULTANCY SERVICES LTD 38,950 1,664,137 1,692,941
TATE & LYLE PLC 251,059 1,939,137 2,657,474
TATNEFT PJSC - SPONSORED ADR 67,126 2,379,299 3,184,457
TATSUTA ELECTRIC WIRE AND CABLE COMPANY LTD 28,900 193,288 164,508
TAYLOR MORRISON HOME CORP 251,140 6,121,549 7,737,623
TAYLOR WIMPEY PLC 4,783,908 9,566,371 11,910,346
TAYSHA GENE THERAPIES INC 8,800 235,982 178,640
TAZMO COMPANY LTD 5,100 77,596 89,123

Domestic and International Equity

67
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

TC ENERGY CORP 73,600 3,377,608 3,373,590
TCF FINANCIAL CORP 170,809 6,109,843 7,935,786
TCL ELECTRONICS HOLDINGS LTD 1,695,494 754,735 1,310,693
TCR2 THERAPEUTICS INC 22,993 403,837 507,685
TCS GROUP HOLDING PLC - GDR 145,881 3,676,652 8,461,098
TDK CORP 77,180 8,792,315 10,707,415
TE CHANG CONSTRUCTION COMPANY LTD 41,000 39,591 45,048
TE CONNECTIVITY LTD 552,193 43,009,608 71,293,638
TEAM INC 20,596 755,275 237,472
TEAM17 GROUP PLC 6,887 44,385 76,396
TEAMVIEWER AG 558,824 17,420,028 23,926,708
TECAN GROUP AG 2,361 548,609 1,052,121
TECH MAHINDRA LTD 229,600 2,517,961 3,113,463
TECHNIP ENERGIES NV 50,708 675,024 771,783
TECHNIP ENERGIES NV - ADR 160,294 2,749,519 2,399,601
TECHNIPFMC PLC 1,264,218 10,649,179 9,759,763
TECHNOPRO HOLDINGS INC 50,500 2,974,840 4,213,665
TECHTARGET INC 22,200 323,128 1,541,790
TECHTRONIC INDUSTRIES COMPANY LTD 5,057,869 33,471,461 86,526,581
TECK RESOURCES LTD - CLASS B 881,640 18,123,548 16,909,855
TECNICAS REUNIDAS SA 214,875 5,793,874 3,146,681
TEEKAY CORP 14,322 51,822 45,830
TEGMA GESTAO LOGISTICA SA 60,000 210,056 200,213
TEGNA INC 214,388 2,734,999 4,036,926
TEIJIN LTD 211,300 3,480,706 3,646,598
TEJON RANCH COMPANY 19,600 479,502 328,104
TELA BIO INC 5,500 75,680 81,950
TELADOC HEALTH INC 147,462 24,116,358 26,801,219
TELE2 AB - B SHARES 539,675 7,401,362 7,293,658
TELEDYNE TECHNOLOGIES INC 183,414 20,314,638 75,869,201
TELEFLEX INC 54,900 7,205,467 22,808,754
TELEFONAKTIEBOLOGET LM ERICSSON - B SHARES 2,157,553 22,538,011 28,602,188
TELEFONICA BRASIL SA 2,772,547 25,804,823 21,731,305
TELEFONICA DEUTSCHLAND HOLDING AG 3,184,410 12,806,412 9,356,593
TELEFONICA SA - SPONSORED ADR 37,344 178,592 169,168
TELEKOM AUSTRIA AG 9,410 67,879 74,320
TELEKOM MALAYSIA BERHAD 952,000 1,225,272 1,407,394
TELEKOMUNIKACJA POLSKA SA 206,987 335,637 345,415
TELEKOMUNIKASI INDONESIA PERSERO TBK PT 22,607,800 6,570,175 5,323,145
TELENET GROUP HOLDING NV 51,900 1,939,240 2,109,313
TELEPERFORMANCE SA 184,485 48,484,843 67,389,279
TELEPHONE AND DATA SYSTEMS INC 93,392 2,579,459 2,144,280
TELEVISION FRANCAISE 1 SA 288,145 1,741,188 2,631,363
TELIA COMPANY AB 9,777,567 57,278,395 42,436,052
TELIT COMMUNICATIONS PLC 20,120 56,863 57,879
TELKOM SOUTH AFRICA LTD 478,558 1,921,054 1,372,841
TELLURIAN INC 146,000 719,394 341,640
TELOS CORP 10,500 370,686 398,160
TELUS CORP 51,000 775,923 1,015,658
TELUS INTERNATIONAL CDA INC 292,875 8,193,940 8,194,643
TEMENOS GROUP AG 71,795 9,131,150 10,378,484
TEMP HOLDINGS COMPANY LTD 13,400 210,949 262,422
TEMPUR SEALY INTERNATIONAL INC 218,600 3,160,701 7,992,016
TEN SQUARE GAMES SA 4,093 608,738 537,297
TENABLE HOLDINGS INC 63,900 2,086,810 2,312,222
TENARIS SA 24,638 282,946 278,335
TENARIS SA - ADR 97,350 1,583,032 2,208,872
TENCENT HOLDINGS LTD 3,384,318 153,424,124 265,540,840
TENCENT MUSIC ENTERTAINMENT GROUP - ADR 128,564 2,014,019 2,634,276
TENET HEALTHCARE CORP 94,300 1,897,739 4,903,600
TENNANT COMPANY 17,100 940,556 1,366,119
TENNECO INC - CLASS A 45,055 2,650,342 482,990
TERADATA CORP 150,410 5,039,677 5,796,801
TERADYNE INC 242,132 5,902,819 29,462,622
TEREX CORP 101,425 3,152,931 4,672,650
TERMINIX GLOBAL HOLDINGS INC 582,341 19,874,960 27,760,195
TERNA SPA 60,178 407,204 455,342
TERNIUM SA - SPONSORED ADR 36,904 1,132,716 1,433,351
TERNS PHARMACEUTICALS INC 3,900 86,873 85,800
TERRENO REALTY CORP 81,491 2,514,971 4,707,735
TERRITORIAL BANCORP INC 7,800 179,952 206,388
TERUMO CORP 269,800 9,486,145 9,764,074
TESCO PLC 18,810,403 94,213,954 59,392,785
TESLA INC 1,511,646 110,358,839 1,009,673,713
TETRA TECH INC 99,365 5,425,919 13,485,818
TEVA PHARMACEUTICAL INDUSTRIES LTD - SPONSORED ADR 12,262 127,576 141,503

Domestic and International Equity

68
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

TEXAS CAPITAL BANCSHARES INC 51,403 1,753,873 3,645,501
TEXAS INSTRUMENTS INC 2,131,134 87,590,523 402,763,015
TEXAS PACIFIC LAND TRUST 960 540,785 1,525,853
TEXAS ROADHOUSE INC - CLASS A 103,392 4,775,762 9,919,428
TEXTAINER GROUP HOLDINGS LTD 44,700 763,834 1,280,655
TEXTRON INC 631,908 20,677,047 35,437,401
TEXWINCA HOLDINGS LTD 382,000 91,798 87,461
TFI INTERNATIONAL INC 177,182 7,052,395 13,276,508
TFS FINANCIAL CORP 47,787 816,877 973,421
TG THERAPEUTICS INC 125,229 2,175,650 6,036,038
T-GAIA CORP 30,400 723,889 527,392
THAI BEVERAGE PCL 25,744,300 14,503,473 14,178,909
THAI UNION GROUP PCL 2,717,000 1,364,755 1,278,077
THALES SA 94,827 9,219,588 9,442,059
THERAPEUTICSMD INC 237,100 1,022,070 317,714
THERAVANCE BIOPHARMA INC 41,400 900,785 844,974
THERMO FISHER SCIENTIFIC INC 917,127 92,407,210 418,558,420
THERMON GROUP HOLDINGS INC 29,200 674,431 569,108
THK COMPANY LTD 107,800 2,593,387 3,736,416
THOR INDUSTRIES INC 58,060 3,151,445 7,823,004
THREDUP INC - CLASS A 122,462 1,761,255 2,857,038
THULE GROUP AB/THE 103,152 2,402,061 4,487,597
TIAN DI SCIENCE & TECHNOLOGY COMPANY LTD 8,435,244 3,947,926 4,323,786
TIANNENG POWER INTERNATIONAL LTD 2,784,000 5,813,134 5,256,850
TIDEWATER INC 37,519 929,584 470,113
TILLY'S INC - CLASS A 16,900 202,049 191,308
TIM SA OF BRAZIL 1,434,453 3,676,656 3,220,719
TIMBERLAND BANCORP INC 5,600 135,346 155,736
TIME INTERCONNECT TECHNOLOGY LTD 296,000 25,524 16,181
TIMES NEIGHBORHOOD HOLDINGS LTD 589,000 558,712 444,717
TIMKEN COMPANY/THE 496,518 15,377,769 40,302,366
TIMKENSTEEL CORP 32,900 731,435 386,575
TIPTREE INC 15,613 112,706 139,736
TITAN INDUSTRIES LTD 843,601 14,312,649 17,977,091
TITAN MACHINERY INC 69,030 1,155,188 1,760,265
TIVITY HEALTH INC 39,008 997,903 870,659
TJX COMPANIES INC/THE 3,355,238 79,944,307 221,948,994
TK GROUP (HOLDINGS) LTD 96,000 42,243 36,921
TKC CORP 8,400 175,654 267,584
TKH GROUP NV 9,973 412,757 479,634
T-MOBILE US INC 1,585,537 132,156,261 198,651,931
TMX GROUP LTD 41,365 2,972,064 4,297,932
TOA CORP 3,800 40,564 33,117
TOC COMPANY LTD 17,300 137,055 123,370
TOCHIGI BANK LTD/THE 9,600 31,023 16,507
TOFAS TURK OTOMOBIL FABRIKASI AS 398,180 1,725,632 1,592,479
TOHO GAS COMPANY LTD 12,900 795,458 797,348
TOHO HOLDINGS COMPANY LTD 142,200 2,960,080 2,612,362
TOKAI CORP 5,000 114,415 109,095
TOKAI RIKA COMPANY LTD 8,600 152,444 146,005
TOKAI RUBBER INDUSTRIES LTD 14,200 92,492 91,625
TOKEN CORP 6,941 687,650 679,025
TOKIO MARINE HOLDINGS INC 613,710 17,868,152 29,241,476
TOKMANNI GROUP CORP 47,056 540,769 1,106,098
TOKUYAMA CORP 80,300 1,797,814 2,029,664
TOKYO ELECTRON LTD 94,900 18,255,705 40,184,353
TOKYO GAS COMPANY LTD 40,864 925,329 910,657
TOKYO INDIVIDUALIZED EDUCATIONAL INSTITUTE INC 5,000 28,091 27,964
TOKYO KEIKI INC 10,300 89,740 87,993
TOKYO SEIMITSU COMPANY LTD 87,500 3,740,364 3,990,950
TOKYO TATEMONO COMPANY LTD 9,600 139,903 146,042
TOKYO TEKKO COMPANY LTD 1,700 25,359 29,046
TOLL BROTHERS INC 149,800 4,524,130 8,498,154
TOMONY HOLDINGS INC 29,000 107,830 85,032
TOMPKINS FINANCIAL CORP 13,100 728,648 1,083,370
TOMRA SYSTEMS ASA 58,300 1,722,601 2,529,007
TOMTOM NV 115 1,028 1,064
TOMY COMPANY LTD 122,400 1,118,413 1,113,231
TON YI INDUSTRIAL CORP 452,000 177,064 189,304
TONAMI HOLDINGS COMPANY LTD 2,100 123,873 102,434
TOOTSIE ROLL INDUSTRIES INC 15,748 426,522 521,720
TOP GLOVE CORP BERHAD 5,835,000 11,143,221 6,360,593
TOPBUILD CORP 80,201 9,526,096 16,796,495
TOPCO SCIENTIFIC COMPANY LTD 555,000 1,909,066 2,655,084
TOPDANMARK A/S 68,522 2,990,900 3,142,421
TOPICUS.COM INC 128 0 8,410

Domestic and International Equity

69
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

TOREX GOLD RESOURCES INC 7,118 90,824 89,878
TORII PHARMACEUTICAL COMPANY LTD 14,623 358,161 397,005
TORO COMPANY/THE 257,307 12,875,340 26,538,644
TORONTO-DOMINION BANK/THE 88,234 5,087,165 5,753,796
TOSEI CORP 13,400 154,711 135,576
TOTAL SA 531,246 18,898,920 24,834,453
TOURISM HOLDINGS LTD 4,375 7,710 7,660
TOURMALINE OIL CORP 122,300 2,291,902 2,327,578
TOWA BANK LTD/THE 23,300 245,274 145,071
TOWA CORP 19,600 358,718 379,052
TOWA PHARMACEUTICAL COMPANY LTD 57,000 1,198,515 1,260,190
TOWNEBANK 142,562 3,520,778 4,333,885
TOYO DENKI SEIZO KK 2,000 28,184 23,656
TOYO ENGINEERING CORP 6,300 20,418 44,585
TOYO KANETSU KK 2,000 49,693 49,140
TOYO MACHINERY & METAL COMPANY LTD 7,700 41,104 34,842
TOYO TIRE CORP 153,800 2,279,702 2,725,252
TOYOTA BOSHOKU CORP 4,600 77,001 76,181
TOYOTA INDUSTRIES CORP 460,100 23,776,686 41,055,077
TOYOTA MOTOR CORP 313,043 22,904,177 24,408,855
TOYOTA MOTOR CORP - SPONSORED ADR 29,145 4,312,003 4,548,369
TOYOTA TSUSHO CORP 159,105 5,361,260 6,688,169
TPG RE FINANCE TRUST INC 50,200 827,565 562,240
TPI COMPOSITES INC 166,003 6,263,687 9,367,549
TPK HOLDING COMPANY LTD 427,000 737,727 751,249
TPR COMPANY LTD 7,800 114,627 113,294
TRACTOR SUPPLY COMPANY 137,485 12,986,491 24,345,844
TRADE DESK INC/THE - CLASS A 54,979 12,997,042 35,827,615
TRADEWEB MARKETS INC - CLASS A 97,800 5,787,339 7,237,200
TRAINLINE PLC 10,161,455 48,965,145 64,350,696
TRANE TECHNOLOGIES PLC 466,909 28,165,468 77,301,454
TRANS COSMOS INC 15,000 342,191 405,339
TRANSCAT INC 7,000 179,200 343,560
TRANSCEND INFORMATION INC 190,000 478,485 434,830
TRANSCONTINENTAL INC - CLASS A 12,133 178,539 213,535
TRANSCONTINENTAL REALTY INVESTORS INC 2,900 76,009 62,408
TRANSDIGM GROUP INC 60,550 16,633,221 35,598,556
TRANSGLOBE ENERGY CORP 8,925 14,156 14,102
TRANSLATE BIO INC 61,800 848,922 1,019,082
TRANSMEDICS GROUP INC 22,700 461,380 941,823
TRANSMISSORA ALIANCA DE ENERGIA ELETRICA SA 116,279 238,511 269,113
TRANSOCEAN LTD 520,900 1,000,268 1,849,195
TRANSUNION 228,180 11,573,192 20,536,200
TRAVEL + LEISURE COMPANY 467,722 18,526,877 28,605,878
TRAVELERS COMPANIES INC/THE 592,589 40,421,678 89,125,386
TRAVERE THERAPEUTICS INC 46,300 1,240,042 1,156,111
TRAVIS PERKINS PLC 982,584 14,275,473 20,897,671
TREAN INSURANCE GROUP INC 10,900 160,154 176,035
TRECORA RESOURCES 13,600 93,775 105,672
TREDEGAR CORP 23,400 435,948 351,234
TREEHOUSE FOODS INC 212,109 12,495,587 11,080,574
TREVI FINANZIARIA INDUSTRIALE SPA 433,030 550,966 617,853
TREX COMPANY INC 285,816 15,560,870 26,163,597
TRI POINTE HOMES INC 143,086 2,144,488 2,913,231
TRIBUNE PUBLISHING COMPANY 12,590 196,932 226,494
TRICIDA INC 18,058 368,537 95,527
TRICO BANCSHARES 24,086 646,423 1,140,954
TRICON RESIDENTIAL INC 598,285 5,056,237 6,121,610
TRIMAS CORP 37,100 873,718 1,124,872
TRIMBLE INC 897,688 28,213,547 69,831,150
TRINET GROUP INC 50,093 1,996,233 3,905,250
TRINITY INDUSTRIES INC 85,400 1,014,754 2,433,046
TRINSEO SA 35,306 2,104,244 2,247,933
TRIP.COM GROUP LTD - ADR 1,661,520 65,313,134 65,846,038
TRIPADVISOR INC 282,861 13,309,954 15,215,093
TRIPLE-S MANAGEMENT CORP 19,626 461,023 510,865
TRIPOD TECHNOLOGY CORP 52,000 262,252 256,054
TRISTATE CAPITAL HOLDINGS INC 23,800 407,947 548,828
TRITAX BIG BOX REIT PLC 29,970 74,863 74,223
TRITON INTERNATIONAL LTD OF BERMUDA 82,900 2,509,238 4,558,671
TRIUMPH BANCORP INC 32,450 859,745 2,511,306
TRIUMPH GROUP INC 44,600 1,523,347 819,748
TRONOX HOLDINGS PLC 505,034 5,132,814 9,242,122
TRUEBLUE INC 29,800 701,161 656,196
TRUECAR INC 90,700 1,081,510 434,000
TRUIST FINANCIAL CORP 2,842,503 117,282,377 165,774,775

Domestic and International Equity

70
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

TRUPANION INC 61,574 1,621,980 4,692,555
TRUSTCO BANK CORP NY 79,500 634,288 585,915
TRUSTMARK CORP 551,044 12,988,769 18,548,141
TRUWORTHS INTERNATIONAL LTD 58,139 193,550 188,360
TSI HOLDINGS COMPANY LTD 21,400 64,331 62,167
TSINGTAO BREWERY COMPANY - H SHARES 4,962,000 24,583,625 43,975,046
TSUBAKIMOTO CHAIN COMPANY 9,500 230,467 262,217
TSUTSUMI JEWELRY COMPANY LTD 1,800 35,132 35,430
TTEC HOLDINGS INC 160,228 10,410,542 16,094,903
TTK PRESTIGE LTD 1,041 104,798 103,225
TTM TECHNOLOGIES INC 88,100 1,088,456 1,277,450
TUCOWS INC - CLASS A 8,500 529,647 658,750
TUPPERWARE BRANDS CORP 46,100 1,714,602 1,217,501
TURK TRAKTOR VE ZIRAAT MAKINELERI AS 89,094 1,200,503 2,225,130
TURKCELL ILETISIM HIZMETLERI AS 2,702,231 5,896,650 4,887,769
TURKIYE IS BANKASI AS - C SHARES 10,810,632 15,193,477 6,295,997
TURNING POINT BRANDS INC 11,300 269,363 589,521
TURNING POINT THERAPEUTICS INC 47,276 2,861,327 4,471,837
TURTLE BEACH CORP 12,400 182,280 330,708
TUTOR PERINI CORP 34,400 779,979 651,880
TV TOKYO HOLDINGS CORP 20,900 595,276 451,289
TWILIO INC - CLASS A 188,060 19,592,454 64,083,326
TWIST BIOSCIENCE CORP 60,320 3,154,615 7,471,235
TWITTER INC 919,791 28,829,925 58,526,301
TWO HARBORS INVESTMENT CORP 235,200 1,194,816 1,724,016
TYLER TECHNOLOGIES INC 328,793 27,584,158 139,582,492
TYMAN PLC 41,640 188,548 214,004
TYME TECHNOLOGIES INC 38,000 91,637 67,640
TYSON FOODS INC - CLASS A 364,983 19,559,140 27,118,237
U.S. BANCORP 2,760,100 74,048,675 152,661,131
U.S. CONCRETE INC 44,266 2,327,376 3,245,583
U.S. PHYSICAL THERAPY INC 34,222 2,615,027 3,562,510
U.S. SILICA HOLDINGS INC 63,100 2,027,510 775,499
U.S. XPRESS ENTERPRISES INC - CLASS A 15,900 133,646 186,825
UBER TECHNOLOGIES INC 2,753,029 98,065,615 150,067,611
UBIQUITI INC 10,000 1,020,289 2,983,000
UBISOFT ENTERTAINMENT SA 594,257 46,035,024 45,314,155
U-BLOX HOLDING AG 3,443 233,881 224,070
UBRIGHT OPTRONICS CORP 214,000 297,819 332,629
UBS AG 4,359,394 57,290,848 67,789,121
UCB SA 55,230 5,522,908 5,265,647
UDG HEALTHCARE PLC 256,074 2,491,142 2,775,213
UDR INC 341,100 9,763,607 14,960,646
UFP INDUSTRIES INC 75,508 2,184,504 5,726,527
UFP TECHNOLOGIES INC 69,359 3,085,059 3,455,465
UGI CORP 204,381 5,785,162 8,381,665
ULTA BEAUTY INC 64,200 11,903,777 19,848,714
ULTRA CLEAN HOLDINGS INC 36,900 509,366 2,141,676
ULTRA TECH CEMENT LTD 122,996 7,286,872 11,334,953
ULTRAGENYX PHARMACEUTICAL INC 157,906 12,981,923 17,979,177
ULTRALIFE CORP 800 5,336 6,624
ULVAC INC 7,200 339,438 303,312
UMB FINANCIAL CORP 39,400 2,178,666 3,637,802
UMH PROPERTIES INC 31,100 377,458 596,187
UMICORE SA 178,056 5,740,690 9,465,247
UMPQUA HOLDINGS CORP 297,026 6,554,104 5,212,806
UMW HOLDINGS BERHAD 45,800 36,950 36,008
UNDER ARMOUR INC - CLASS A 260,400 8,914,866 5,770,464
UNDER ARMOUR INC - CLASS C 252,676 7,871,580 4,664,399
UNICHARM CORP 561,100 19,833,115 23,586,511
UNICREDIT SPA 1,638,007 18,213,129 17,351,374
UNID COMPANY LTD 4,262 184,105 254,571
UNIFI INC 12,095 386,843 333,338
UNIFIRST CORP 13,700 1,463,438 3,064,827
UNILEVER PLC 1,797,215 98,186,224 100,513,536
UNION PACIFIC CORP 1,410,844 59,355,677 310,964,126
UNIPAR CARBOCLORO SA 66,800 600,640 805,317
UNIPER SE 10,682 348,573 387,685
UNIPOL GRUPPO SPA 253,380 1,349,274 1,416,325
UNIPOLSAI ASSICURAZIONI SPA 861,400 2,036,733 2,595,802
UNI-PRESIDENT CHINA HOLDINGS LTD 210,000 255,036 255,529
UNI-SELECT INC 1,766 14,019 12,744
UNISYS CORP 376,369 5,245,192 9,567,300
UNITED AIRLINES HOLDINGS INC 305,650 16,384,215 17,587,101
UNITED BANKSHARES INC 562,841 17,623,030 21,714,406
UNITED COMMUNITY BANKS INC 70,800 1,667,929 2,415,696

Domestic and International Equity

71
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

UNITED ELECTRONICS COMPANY 43,765 918,672 1,225,289
UNITED FIRE GROUP INC 339,515 9,169,015 11,815,122
UNITED INSURANCE HOLDINGS CORP 13,900 252,504 100,219
UNITED INTERGRATED SERVICES COMPANY LTD 23,000 184,376 199,506
UNITED INTERNATIONAL TRANSPORTATION COMPANY 23,749 262,454 277,992
UNITED LABORATORIES INTERNATIONAL HOLDINGS LTD/THE 3,926,000 3,528,349 2,898,628
UNITED MICROELECTRONICS CORP 17,201,000 7,009,705 30,262,861
UNITED MIZRAHI BANK LTD 51,125 1,019,534 1,335,962
UNITED NATURAL FOODS INC 48,300 2,415,861 1,591,002
UNITED OVERSEAS BANK LTD 5,608,682 79,037,515 107,823,948
UNITED PARCEL SERVICE INC - CLASS B 1,391,000 103,256,518 236,456,090
UNITED RENTALS INC 108,371 13,964,611 35,687,654
UNITED SECURITY BANCSHARES 3,500 34,545 28,665
UNITED SPIRITS LTD 1,737,176 15,506,197 13,218,825
UNITED STATES CELLULAR CORP 10,500 388,218 383,040
UNITED STATES LIME & MINERALS INC 2,400 138,594 320,904
UNITED STATES STEEL CORP 230,500 2,107,568 6,032,185
UNITED THERAPEUTICS CORP 88,598 11,174,417 14,819,787
UNITEDHEALTH GROUP INC 2,465,149 264,485,975 917,207,988
UNITI GROUP INC 164,800 1,586,363 1,817,744
UNITIL CORP 14,400 586,174 657,936
UNITY BANCORP INC 8,300 138,361 182,600
UNITY BIOTECHNOLOGY INC 25,600 285,720 153,600
UNITY SOFTWARE INC 34,000 5,581,860 3,410,540
UNIVAR SOLUTIONS INC 852,439 21,140,608 18,361,536
UNIVERSAL CORP 22,100 1,160,686 1,303,679
UNIVERSAL DISPLAY CORP 112,908 15,055,674 26,733,227
UNIVERSAL ELECTRONICS INC 11,600 460,246 637,652
UNIVERSAL HEALTH REALTY INCOME TRUST 11,400 592,816 772,692
UNIVERSAL HEALTH SERVICES INC - CLASS B 90,100 12,107,132 12,018,439
UNIVERSAL INSURANCE HOLDINGS INC 23,800 489,398 341,292
UNIVERSAL LOGISTICS HOLDINGS INC 8,300 191,331 218,373
UNIVERSAL SCIENTIFIC INDUSTRIAL (SHANGHAI) COMPANY LTD 1,663,000 4,653,363 4,909,085
UNIVERSAL TECHNICAL INSTITUTE INC 18,500 123,025 108,040
UNIVEST FINANCIAL CORP 25,969 552,907 742,454
UNUM GROUP 231,597 7,967,188 6,445,345
UOL GROUP LTD 152,024 785,723 893,859
UPLAND SOFTWARE INC 183,705 7,934,223 8,669,039
UPONOR OYJ 10,338 144,932 229,883
UPSTART HOLDINGS INC 15,900 2,355,190 2,048,874
UPWORK INC 188,804 2,886,204 8,452,755
URANIUM ENERGY CORP 134,900 230,368 385,814
URBAN EDGE PROPERTIES 103,400 2,268,260 1,708,168
URBAN OUTFITTERS INC 60,900 895,230 2,264,871
UROGEN PHARMA LTD 18,900 645,469 368,172
URSTADT BIDDLE PROPERTIES INC - CLASS A 23,700 452,145 394,605
US ECOLOGY INC 28,538 1,262,174 1,188,322
US FOODS HOLDING CORP 235,900 6,326,487 8,992,508
USANA HEALTH SCIENCES INC 16,359 1,340,356 1,596,638
USI CORP 1,817,000 1,522,106 1,623,857
USINAS SIDERURGICAS DE MINAS GERAIS SA (USIMINAS) - PREFERRED 94,000 258,117 284,848
USU SOFTWARE AG 40 1,396 1,316
UTAH MEDICAL PRODUCTS INC 4,000 218,206 346,400
V.S. INDUSTRY BERHAD 332,600 187,968 228,605
VAIL RESORTS INC 48,100 7,514,279 14,028,846
VALE SA 1,536,381 20,665,771 26,673,622
VALE SA - ADR 547,017 8,359,248 9,507,155
VALERO ENERGY CORP 686,899 20,309,486 49,181,968
VALID SOLUCOES E SERVICOS DE SEGURANCA EM MEIOS DE PAGAMENTO E IDENTIFICACAO SA 200 374 321
VALLEY NATIONAL BANCORP 357,540 3,707,956 4,912,600
VALMET CORP 435,501 9,932,813 15,872,293
VALMONT INDUSTRIES INC 93,272 18,587,585 22,167,956
VALNEVA SE 70,237 476,975 875,025
VALUE LINE INC 2,965 49,235 83,583
VALUE PARTNERS GROUP LTD 300,000 240,681 203,744
VALVOLINE INC 573,259 10,480,036 14,944,862
VAN LANSCHOT KEMPEN NV 1,753 38,599 49,138
VANDA PHARMACEUTICALS INC 46,200 669,209 693,924
VANGUARD INTERNATIONAL SEMICONDUCTOR CORP 94,000 326,849 355,799
VAPOTHERM INC 418,713 11,927,834 10,057,486
VARDHAM TEXTILES LTD 5,339 79,630 94,762
VAREX IMAGING CORP 33,800 1,149,152 692,562
VARIAN MEDICAL SYSTEMS INC 174,685 14,831,527 30,837,143
VARONIS SYSTEMS INC 198,822 4,955,317 10,207,521
VASTNED RETAIL NV 4,001 114,584 116,854
VATTI CORP LTD 2,237,533 3,130,144 2,665,924

Domestic and International Equity

72
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

VAXART INC 40,700 327,635 246,235
VAXCYTE INC 21,100 1,019,477 416,725
VBG GROUP AB 674 11,200 13,068
VBI VACCINES INC 148,200 337,319 460,902
VECTOR GROUP LTD 123,593 1,831,146 1,724,122
VECTOR INC 4,500 41,456 52,778
VECTRUS INC 11,300 307,843 603,872
VECTURA GROUP PLC 117,646 155,861 187,638
VEECO INSTRUMENTS INC 43,227 1,088,779 896,528
VEIDEKKE ASA 5,774 72,314 80,221
VENTAS INC 446,600 25,655,319 23,821,644
VENTURE CORP LTD 160,900 1,872,698 2,402,243
VENUS CONCEPT INC 23,600 101,244 55,460
VEOLIA ENVIRONNEMENT SA 904,822 21,716,536 23,246,739
VERA BRADLEY INC 11,000 131,082 111,100
VERACYTE INC 1,014,753 32,202,676 54,542,974
VERASTEM INC 150,000 262,500 370,500
VEREIT INC 219,530 9,388,773 8,478,249
VERICEL CORP 823,799 17,734,738 45,762,034
VERICITY INC 8,062 77,718 79,733
VERINT SYSTEMS INC 69,846 2,035,081 3,177,295
VERISIGN INC 194,962 23,874,872 38,750,647
VERISK ANALYTICS INC 272,383 23,326,061 48,127,352
VERITEX HOLDINGS INC 43,782 1,060,505 1,432,547
VERITIV CORP 12,300 489,782 523,242
VERITONE INC 21,000 360,360 503,580
VERIZON COMMUNICATIONS INC 8,526,827 327,969,762 495,834,990
VERKKOKAUPPA.COM OYJ 12,164 86,250 126,094
VERRA MOBILITY CORP 339,880 4,457,158 4,600,276
VERRICA PHARMACEUTICALS INC 8,107 93,246 122,821
VERSO CORP - CLASS A 25,000 315,554 364,750
VERTEX PHARMACEUTICALS INC 491,547 47,560,586 105,628,535
VERTIV HOLDINGS COMPANY 274,900 3,775,875 5,498,000
VERU INC 47,900 190,785 516,123
VESTAS WIND SYSTEMS A/S 302,856 37,348,115 62,313,784
VESTEL BEYAZ ESYA SANAYI VE TICARET AS 145,148 841,046 1,076,827
VESTEL ELEKTRONIK SANAYI VE TICARET AS 371,625 760,741 1,683,847
VEVA SYSTEMS INC - CLASS A 558,670 28,882,309 145,946,951
VF CORP 373,000 21,961,210 29,810,160
VIACOMCBS INC - CLASS A 13,468 944,337 635,286
VIACOMCBS INC - CLASS B 639,328 35,614,399 28,833,693
VIAD CORP 18,100 538,006 755,675
VIANT TECHNOLOGY INC 6,900 319,104 364,941
VIASAT INC 59,300 4,549,685 2,850,551
VIATRIS INC 2,248,427 49,615,633 31,410,525
VIAVI SOLUTIONS INC 205,800 1,644,247 3,231,060
VIB VERMOEGEN AG 2,937 104,644 100,967
VICI PROPERTIES INC 638,900 13,228,123 18,042,536
VICOR CORP 37,688 1,394,217 3,204,611
VICTORY CAPITAL HOLDINGS INC - CLASS A 32,147 443,053 821,677
VIDLER WATER RESOURCES INC 14,300 230,897 127,270
VIDRALA SA 89,116 5,397,633 9,813,954
VIEMED HEALTHCARE INC 56,956 534,528 578,155
VIENNA INSURANCE GROUP AG 197,427 5,140,377 5,127,995
VIEW INC 81,590 917,956 603,766
VIEWRAY INC 95,132 335,595 413,824
VIKING THERAPEUTICS INC 301,597 4,209,564 1,907,601
VILLAGE SUPER MARKET - CLASS A 5,900 172,795 139,063
VILLEROY & BOCH AG - PREFERRED 2,768 49,085 51,889
VINCI SA 195,697 18,142,847 20,093,035
VIPSHOP HOLDINGS LTD - ADR 514,297 13,570,854 15,356,908
VIR BIOTECHNOLOGY INC 48,500 1,678,438 2,486,595
VIRBAC SA 977 164,516 252,045
VIRGIN GALACTIC HOLDINGS INC 70,300 1,266,759 2,153,289
VIRNETX HOLDING CORP 45,900 226,828 255,663
VIRTU FINANCIAL INC 67,100 1,718,221 2,083,455
VIRTUS INVESTMENT PARTNERS INC 6,900 771,597 1,624,950
VISA INC - CLASS A 3,718,687 184,746,340 787,357,599
VISCOFAN SA 516 38,414 35,720
VISHAY INTERTECHNOLOGY INC 203,929 3,468,336 4,910,610
VISHAY PRECISION GROUP INC 23,956 491,539 738,084
VISTA GROUP INTERNATIONAL LTD 44,604 51,514 68,725
VISTA OUTDOOR INC 51,478 383,159 1,650,899
VISTEON CORP 109,309 8,093,965 13,330,233
VISTRA CORP 517,405 10,186,326 9,147,720
VISTRY GROUP PLC 47 0 708

Domestic and International Equity

73
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

VITA GROUP LTD 40,483 43,905 26,825
VITAL FARMS INC 17,100 540,086 373,464
VITASOY INTERNATIONAL HOLDINGS LTD 711,840 2,777,405 2,737,688
VITROLIFE AB 2,411 85,432 70,922
VIVENDI SA 170,592 5,009,778 5,613,910
VIVINT SMART HOME INC 68,900 1,171,325 986,648
VMWARE INC - CLASS A 155,800 15,238,746 23,440,110
VOCERA COMMUNICATIONS INC 792,792 17,798,613 30,490,780
VODACOM GROUP LTD 318,030 2,533,458 2,719,341
VODAFONE GROUP PLC 4,945,785 12,321,116 8,999,095
VODAFONE GROUP PLC - ADR 43,860 770,234 808,340
VOLEX PLC 23,830 89,421 110,800
VOLITIONRX LTD 24,400 100,528 92,232
VOLKSWAGEN AG - PREFERRED 244,865 46,493,395 68,666,655
VOLUTION GROUP PLC 40,814 213,872 222,429
VOLVO AB - B SHARES 2,737,807 60,474,004 69,385,125
VONAGE HOLDINGS CORP 211,400 1,572,087 2,498,748
VONOVIA SE 167,547 7,464,306 10,968,332
VONTIER CORP 180,160 5,053,635 5,453,443
VONTOBEL HOLDING AG 11,402 654,289 872,278
VOR BIOPHARMA INC 8,600 342,822 370,660
VORNADO REALTY TRUST 215,300 16,052,435 9,772,467
VOXX INTERNATIONAL CORP 18,700 172,248 356,422
VOYA FINANCIAL INC 190,364 8,575,942 12,114,765
VOYAGER THERAPEUTICS INC 12,900 201,788 60,759
VP BANK AG 3,310 607,792 401,638
VROOM INC 119,100 4,552,814 4,643,709
VSE CORP 9,500 314,988 375,250
VSTECS HOLDINGS LTD 150,000 65,642 136,408
VTV THERAPEUTICS INC - CLASS A 32,100 72,867 90,522
VULCAN MATERIALS COMPANY 172,300 17,976,389 29,075,625
VYNE THERAPEUTICS INC 24,349 282,367 166,669
V-ZUG HOLDING AG 370 26,738 43,638
W&T OFFSHORE INC 77,263 371,778 277,374
W. P. CAREY INC 187,900 12,197,483 13,295,804
WABASH NATIONAL CORP 48,100 603,376 904,280
WABTEC CORP 628,715 40,554,343 49,769,079
WACKER NEUSON SE 15,819 314,807 379,278
WACOM COMPANY LTD 53,300 220,895 358,388
WADDELL & REED FINANCIAL INC - CLASS A 57,000 1,002,721 1,427,850
WAGNERS HOLDING COMPANY LTD 12,771 18,109 18,481
WAITR HOLDINGS INC 51,800 263,951 151,774
WAJAX CORP 15,900 146,300 251,116
WALGREENS BOOTS ALLIANCE INC 1,389,900 44,830,004 76,305,510
WALKER & DUNLOP INC 44,643 1,990,521 4,586,622
WAL-MART DE MEXICO SAB DE CV 5,207,814 13,545,633 16,409,558
WAL-MART INC 2,978,111 135,880,066 404,516,817
WALT DISNEY COMPANY/THE 4,448,321 282,473,782 820,804,191
WANT WANT CHINA HOLDINGS LTD 1,948,000 1,397,635 1,460,790
WAREHOUSE REIT PLC 39,420 59,266 68,529
WARRIOR MET COAL INC 107,600 2,264,532 1,843,188
WASHINGTON FEDERAL INC 69,100 1,671,220 2,128,280
WASHINGTON REAL ESTATE INVESTMENT TRUST 74,800 1,954,538 1,653,080
WASHINGTON TRUST BANCORP 24,582 948,328 1,269,169
WASHTEC AG 649 37,683 37,376
WASION METERS GROUP LTD 8,000 3,070 2,470
WASTE CONNECTIONS INC 81,677 4,659,072 8,819,482
WASTE MANAGEMENT INC 751,252 31,246,694 96,926,533
WATCHES OF SWITZERLAND GROUP PLC 415,514 3,602,342 3,789,412
WATERS CORP 186,444 30,046,460 52,981,791
WATERSTONE FINANCIAL INC 19,300 268,687 394,106
WATFORD HOLDINGS LTD 16,800 460,824 581,448
WATSCO INC 93,000 12,409,452 24,249,750
WATTS COMPANY LTD 7,100 67,065 58,599
WATTS WATER TECHNOLOGIES INC - CLASS A 24,700 1,368,981 2,934,607
WAVE LIFE SCIENCES LTD 21,600 385,888 121,176
WAYFAIR INC - CLASS A 91,301 10,424,604 28,736,990
WD-40 COMPANY 16,497 1,969,745 5,051,051
WDB HOLDINGS COMPANY LTD 2,700 65,850 63,383
WEBSTER FINANCIAL CORP 251,000 11,817,142 13,832,610
WEBZEN INC 57,668 2,012,193 2,112,073
WEC ENERGY GROUP INC 502,464 33,503,716 47,025,606
WEG SA 641,600 5,236,145 8,477,352
WEI CHUAN FOODS CORP 541,000 470,730 408,599
WEIBO CORP - SPONSORED ADR 45,108 1,866,595 2,276,150
WEICHAI POWER COMPANY LTD 2,446,000 4,600,222 6,040,710

Domestic and International Equity

74
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

WEINGARTEN REALTY INVESTORS 124,700 3,686,268 3,355,677
WEIR GROUP PLC/THE 759,951 21,911,871 18,631,923
WEIS MARKETS INC 17,900 772,918 1,011,708
WELBILT INC 116,600 1,947,220 1,894,750
WELCIA HOLDINGS COMPANY LTD 15,000 635,057 515,837
WELLS FARGO & COMPANY 10,617,151 373,955,770 414,812,090
WELLTOWER INC 494,900 33,646,732 35,449,687
WENDY'S COMPANY/THE 200,000 1,620,911 4,052,000
WENS FOODSTUFFS GROUP COMPANY LTD 274,203 1,149,589 707,783
WERNER ENTERPRISES INC 55,200 1,855,192 2,603,784
WESBANCO INC 73,918 2,507,918 2,665,483
WESCO INTERNATIONAL INC 51,547 1,976,182 4,460,362
WEST BANCORP 13,300 259,224 320,397
WEST CHINA CEMENT LTD 1,874,000 363,097 320,591
WEST FRASER TIMBER COMPANY LTD 79,920 4,024,242 5,748,914
WEST PHARMACEUTICAL SERVICES INC 120,500 15,526,991 33,954,490
WESTAMERICA BANCORPORATION 98,313 5,444,917 6,172,090
WESTERN ALLIANCE BANCORP 679,025 43,218,220 64,127,121
WESTERN ASSET MORTGAGE CAPITAL CORP 34,700 486,324 110,693
WESTERN DIGITAL CORP 427,189 26,902,528 28,514,866
WESTERN FOREST PRODUCTS INC 83,816 92,697 120,704
WESTERN NEW ENGLAND BANCORP INC 16,600 171,656 139,938
WESTERN UNION COMPANY 992,400 19,695,499 24,472,584
WESTGOLD RESOURCES LTD 1,846,380 3,173,953 2,805,559
WESTLAKE CHEMICAL CORP 33,300 2,102,797 2,956,707
WESTPORTS HOLDINGS BERHAD 1,791,200 1,808,659 1,814,311
WESTROCK COMPANY 353,029 16,155,500 18,375,159
WESTWOOD HOLDINGS GROUP INC 4,366 100,107 63,132
WEX INC 51,700 4,915,065 10,816,674
WEYCO GROUP INC 4,898 137,760 105,944
WEYERHAEUSER COMPANY 942,544 27,728,496 33,554,566
WH GROUP LTD 56,325,000 47,109,043 45,642,779
WH SMITH PLC 135,636 3,585,047 3,362,852
WHA CORP PUBLIC COMPANY LTD 1,232,700 127,092 137,273
WHEATON PRECIOUS METALS CORP 678,686 15,052,843 25,919,504
WHIRLPOOL CORP 67,400 10,814,230 14,851,590
WHITBREAD PLC 125,041 5,357,706 5,910,503
WHITE MOUNTAINS INSURANCE GROUP LTD 3,942 2,770,377 4,394,936
WHITESTONE REIT 32,000 420,941 310,400
WHITING PETROLEUM CORP 2,872 1,560,894 101,812
WHITING PETROLEUM CORP - WARRANTS - SERIES A 4,204 0 13,579
WHITING PETROLEUM CORP - WARRANTS - SERIES B 2,102 0 6,369
WIDEOPENWEST INC 44,400 332,931 603,396
WIENERBERGER AG 183,860 4,938,506 6,742,029
WILL GROUP INC 5,600 53,959 57,875
WILLDAN GROUP INC 10,700 343,016 439,235
WILLIAM MORRISON SUPERMARKETS PLC 6,986,118 21,848,344 17,585,894
WILLIAMS COMPANIES INC/THE 1,409,461 33,879,116 33,390,131
WILLIAMS-SONOMA INC 90,200 3,923,986 16,163,840
WILLIS LEASE FINANCE CORP 11,480 416,358 498,921
WILLIS TOWERS WATSON PLC 294,391 54,071,400 67,380,212
WILLSCOT MOBILE MINI HOLDINGS CORP 214,715 3,541,511 5,958,341
WILMAR INTERNATIONAL LTD 27,900 115,034 112,547
WINGSTOP INC 146,589 16,298,520 18,641,723
WINMARK CORP 14,286 2,137,869 2,663,339
WINNEBAGO INDUSTRIES INC 44,680 1,975,012 3,427,403
WINTRUST FINANCIAL CORP 66,222 5,199,669 5,019,628
WIPRO LTD 2,824,639 14,504,678 16,000,058
WISDOMTREE INVESTMENTS INC 116,600 1,801,466 728,750
WISETECH GLOBAL LTD 42,800 943,075 946,990
WISTRON CORP 10,403,539 9,972,719 12,214,578
WIZZ AIR HOLDINGS PLC 33,216 2,105,953 2,209,832
WOLTERS KLUWER NV 788,038 57,374,191 68,648,540
WOLVERINE WORLD WIDE INC 813,637 24,612,568 31,178,570
WOODWARD INC 149,483 14,679,667 18,032,134
WOOLWORTHS HOLDINGS LTD 127,442 414,935 426,785
WOOLWORTHS LTD 4,411 140,707 137,308
WOONGJIN THINKBIG COMPANY LTD 50,190 120,858 146,789
WORKDAY INC - CLASS A 336,017 66,139,635 83,476,703
WORKHORSE GROUP INC 79,000 1,168,214 1,087,830
WORKIVA INC 151,906 7,889,599 13,407,224
WORKPOINT ENTERTAINMENT PUBLIC COMPANY LTD 247,700 74,973 154,565
WORLD ACCEPTANCE CORP 4,000 288,217 519,040
WORLD FUEL SERVICES CORP 63,700 1,562,049 2,242,240
WORLD HOLDINGS COMPANY LTD 14,100 231,999 365,834
WORLD WRESTLING ENTERTAINMENT INC 50,300 3,644,188 2,729,278

Domestic and International Equity

75
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

WORLDLINE SA 544,149 39,910,824 45,688,618
WORLEYPARSONS LTD 464,361 3,102,608 3,710,109
WORTHINGTON INDUSTRIES INC 44,800 1,342,020 3,005,632
WOWOW INC 2,000 46,926 50,896
WPP PLC 6,304,986 89,948,073 80,082,895
WPP PLC - SPONSORED ADR 2,723 109,413 174,000
WR BERKLEY CORP 368,150 14,651,234 27,740,103
WR GRACE & COMPANY 164,301 9,478,032 9,835,058
WRAP TECHNOLOGIES INC 10,600 98,902 58,936
WSFS FINANCIAL CORP 167,634 6,951,311 8,346,497
WT MICROELECTRONICS COMPANY LTD 378,000 468,537 624,635
WUESTENROT & WUERTTEMBERGISCHE AG 3,302 64,459 69,001
WUXI LEAD INTELLIGENT EQUIPMENT COMPANY LTD 411,625 5,235,539 4,960,223
WW GRAINGER INC 51,700 11,888,846 20,728,081
WW INTERNATIONAL INC 93,504 2,655,251 2,924,805
WYNDHAM HOTELS & RESORTS INC 270,600 15,445,412 18,882,468
WYNN MACAU LTD 2,263,200 4,048,191 4,401,544
WYNN RESORTS LTD 296,709 30,921,340 37,198,407
WYNNSTAY GROUP PLC 4,914 26,126 32,882
X4 PHARMACEUTICALS INC 6,901 91,643 59,418
XBIOTECH INC 11,412 133,282 195,944
XCEL ENERGY INC 777,925 36,178,040 51,739,792
XENCOR INC 70,100 2,069,065 3,018,506
XENIA HOTELS & RESORTS INC 101,800 2,204,290 1,985,100
XERIS PHARMACEUTICALS INC 30,757 245,902 138,714
XERO LTD 477,704 25,501,798 46,037,087
XEROX HOLDINGS CORP 189,325 5,527,096 4,594,918
XILINX INC 348,200 21,062,894 43,141,980
XINGDA INTERNATIONAL HOLDINGS LTD 199,000 55,548 52,729
XINJIANG GOLDWIND SCIENCE & TECHNOLOGY COMPANY LTD 335,700 422,957 630,427
XINXING DUCTILE IRON PIPES COMPANY LTD 4,227,843 2,725,034 2,592,819
XINYI SOLAR HOLDINGS LTD 5,859,800 11,213,005 9,632,610
XINYU IRON & STEEL COMPANY LTD 10,323,512 8,322,979 9,039,963
XINYUAN REAL ESTATE COMPANY LTD - ADR 23,416 101,058 65,799
XIWANG SPECIAL STEEL COMPANY LTD 2,017,000 422,923 89,507
XOMA CORP 5,600 130,536 228,536
XP POWER LTD 424 19,401 27,495
XPEL INC 15,300 241,281 794,529
XPERI HOLDING CORP 93,937 2,854,108 2,045,008
XPO LOGISTICS INC 143,156 9,113,683 17,651,135
XTEP INTERNATIONAL HOLDINGS LTD 3,077,500 1,055,180 1,801,108
XYLEM INC 304,300 14,840,700 32,006,274
YAGEO CORP 312,000 5,510,283 6,046,893
YAKULT HONSHA COMPANY LTD 15,200 802,167 770,317
YAMABIKO CORP 19,700 236,750 218,929
YAMAICHI ELECTRONICS COMPANY LTD 20,100 304,335 272,487
YAMANASHI CHUO BANK LTD 3,800 72,537 31,604
YAMATO HOLDINGS COMPANY LTD 5,500 125,997 151,063
YAMATO INTERNATIONAL INC 12,639 65,187 39,690
YANGZIJIANG SHIPBUILDING HOLDINGS LTD 2,164,200 1,461,495 2,061,756
YAPI VE KREDI BANKASI AS 12,269,170 4,611,989 3,261,401
YARA INTERNATIONAL ASA 759,707 30,559,380 39,585,733
YELLOW PAGES LTD 4,000 31,142 39,050
YELP INC 63,900 1,994,417 2,492,100
YETI HOLDINGS INC 288,513 14,357,114 20,833,524
YEXT INC 93,500 1,664,216 1,353,880
YIREN DIGITAL LTD - SPONSORED ADR 7,674 28,331 38,907
Y-MABS THERAPEUTICS INC 238,527 7,640,990 7,213,056
YOKOHAMA RUBBER COMPANY LTD 4,900 83,669 87,801
YONGGAO COMPANY LTD 1,027,416 1,043,794 1,105,001
YORK WATER COMPANY/THE 11,100 272,449 543,567
YOUGOV PLC 10,306 62,536 142,547
YOUNGONE CORP 30,045 957,405 1,061,895
YOUNGONE HOLDINGS COMPANY LTD 2,352 92,280 89,986
YUANTA FINANCIAL HOLDING COMPANY LTD 9,314,880 5,514,445 7,345,348
YUE YUEN INDUSTRIAL HOLDINGS LTD 201,500 545,043 502,814
YUEXIU PROPERTY COMPANY LTD 6,485,512 1,396,548 1,468,207
YUEXIU TRANSPORT INFRASTRUCTURE LTD 724,000 612,804 457,246
YULE CATTO & COMPANY PLC 442,216 2,542,643 2,830,982
YUM CHINA HOLDINGS INC 1,114,245 48,702,760 65,974,446
YUM! BRANDS INC 915,916 37,540,133 99,083,793
YURTEC CORP 3,100 24,996 22,864
YUSHIN PRECISION EQUIPMENT COMPANY LTD 7,900 57,212 63,700
ZALANDO SE 823,933 32,149,805 80,994,338
ZEBRA TECHNOLOGIES CORP - CLASS A 63,625 5,274,118 30,869,578
ZEHNDER GROUP AG 4,462 187,393 356,998

Domestic and International Equity

76
DOMESTIC AND INTERNATIONAL EQUITY
As of March 31, 2021

Security Description Shares Cost Fair Value

ZENDESK INC 233,468 17,826,447 30,962,526
ZENKOKU HOSHO COMPANY LTD 105,500 3,685,012 4,850,136
ZENRIN COMPANY LTD 11,900 140,874 142,692
ZENTALIS PHARMACEUTICALS INC 27,000 1,378,556 1,171,530
ZERIA PHARMACEUTICAL COMPANY LTD 10,100 198,540 192,220
ZHEJIANG HANGMIN COMPANY LTD 247,522 220,629 210,328
ZHEJIANG MEIDA INDUSTRIAL COMPANY LTD 59,500 157,572 165,474
ZHEJIANG SEMIR GARMENT COMPANY LTD 1,300,097 1,842,792 2,009,151
ZHEJIANG WEIXING NEW BUILDING MATERIALS COMPANY LTD 742,588 2,169,993 2,861,598
ZHENGZHOU COAL MINING MACHINERY GROUP COMPANY LTD - H SHARES 146,000 216,702 205,447
ZHONGSHENG GROUP HOLDINGS LTD 675,000 4,473,920 4,757,893
ZHUZHOU CRRC TIMES ELECTRIC COMPANY LTD - H SHARES 258,900 1,151,512 965,740
ZIGEXN COMPANY LTD 56,800 197,759 224,630
ZILLOW GROUP INC - CLASS A 66,500 2,334,072 8,736,770
ZILLOW GROUP INC - CLASS C 200,470 7,708,587 25,988,931
ZIMMER BIOMET HOLDINGS INC 425,400 44,808,655 68,098,032
ZIONS BANCORPORATION NA 191,800 6,322,861 10,541,328
ZIOPHARM ONCOLOGY INC 175,500 1,056,699 631,800
ZIX CORP 41,100 210,381 310,305
ZOETIS INC 931,893 80,947,489 146,754,510
ZOGENIX INC 50,964 1,453,503 994,817
ZOOM VIDEO COMMUNICATIONS INC 444,639 119,480,484 142,858,064
ZOOMINFO TECHNOLOGIES INC - CLASS A 7,620 318,557 372,618
ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY COMPANY LTD 823,745 867,964 1,597,223
ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY COMPANY LTD - H SHARES 162,000 244,655 231,296
ZOOPLUS AG 53,721 11,151,391 15,374,174
ZOZO INC 124,500 3,368,949 3,684,299
ZSCALER INC 84,293 6,524,128 14,470,579
ZUKEN INC 17,100 288,286 437,327
ZUMIEZ INC 19,900 599,059 853,710
ZUORA INC - CLASS A 89,500 1,349,704 1,324,600
ZURICH INSURANCE GROUP AG 48,436 10,441,560 20,760,859
ZYNEX INC 47,815 735,908 730,135
ZYNGA INC - CLASS A 7,540,445 38,681,032 76,987,943

Total Cost Domestic and International Equity $ 57,941,252,203

Total Fair Value Domestic and International Equity $ 112,116,705,384

Domestic and International Equity

77
PUBLIC EQUITY FUNDS
As of March 31, 2021

Security Description Cost Fair Value

Adirondack Rock Creek Emerging Markets Fund $ 500,000,000 $ 759,589,321
AQR Capital Management Style Premia U.S. Long Only Equity Beta 1 Fund 2,494,364,395 3,504,231,467
Baring International Investment Full Active/Passive Fund 626,261 1,943,258
BlackRock MSCI ACWI ex-U.S. IMI Index Fund 7,568,863,121 11,776,634,401
Cevian Capital II 764,000,000 1,305,858,572
Consilium Investment Management Frontier Equity Fund 681,199 891,190
Genesis Investment Management Emerging Markets Fund 563,727,355 1,055,713,693
Morgan Stanley Investment Management Emerging Markets Fund 203,721,216 1,404,284,844
Trian Partners Strategic Investment Fund - N 728,749,397 1,049,583,214
ValueAct Capital Partners II 274,933,682 768,792,156

Public Equity Funds

78
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
7-ELEVEN INC 0.6250 02/10/2023 25,000,000 $ 25,024,343
7-ELEVEN INC 0.8000 02/10/2024 25,000,000 24,896,405
7-ELEVEN INC 0.9500 02/10/2026 15,000,000 14,590,320
AASET 2018-1A A 3.8440 01/16/2038 6,164,988 5,893,186
AASET 2018-2A A 4.4540 11/16/2038 31,850,883 32,107,827
AASET 2019-1 A 3.8440 05/15/2039 43,861,291 43,517,142
AASET 2019-2 A 3.3760 10/16/2039 43,841,963 44,027,839
AASET 2020-1 A 3.3510 01/16/2040 47,159,356 47,076,870
ABBVIE INC 3.8000 03/15/2025 15,500,000 16,951,013
ABBVIE INC 2.9500 11/21/2026 10,000,000 10,647,149
ABBVIE INC 3.2000 11/21/2029 37,000,000 39,333,730
ABBVIE INC 4.5000 05/14/2035 28,958,000 33,825,666
ABBVIE INC 4.0500 11/21/2039 45,500,000 50,793,975
ABBVIE INC 4.4500 05/14/2046 31,000,000 35,620,221
ABBVIE INC 4.2500 11/21/2049 500,000 563,307
ABU DHABI NATIONAL ENERGY COMPANY PJSC 3.8750 05/06/2024 25,000,000 27,094,000
AEPTC 2012-1 A3 2.8449 12/01/2024 69,303,588 72,615,779
AEPWV 2013-1 A1 2.0076 02/01/2024 3,597,092 3,659,855
AES CORP/THE 1.3750 01/15/2026 1,175,000 1,144,696
AES CORP/THE 2.4500 01/15/2031 2,089,000 1,995,724
AESOP 2017-2A A 2.9700 03/20/2024 750,000 780,654
AFFILIATED MANAGERS GROUP INC 3.3000 06/15/2030 855,000 887,421
AFFRM 2021-A A 0.8800 08/15/2025 235,000 235,158
AFLAC INC 3.6250 11/15/2024 29,000,000 31,921,455
AFLAC INC 3.2500 03/17/2025 35,000,000 37,677,769
AFRICAN DEVELOPMENT BANK GROUP 0.7500 04/03/2023 1,000,000 1,009,673
AIA GROUP LTD 3.2000 03/11/2025 20,000,000 21,275,045
AIA GROUP LTD 3.3750 04/07/2030 800,000 851,968
AID-JORDAN 3.0000 06/30/2025 230,000 246,798
AIR LEASE CORP 4.2500 09/15/2024 1,860,000 2,031,254
AIR LEASE CORP 2.8750 01/15/2026 326,000 338,120
AIR TRANSPORT SERVICES GROUP INC 1.1250 10/15/2024 4,919,000 5,496,982
AKAMAI TECHNOLOGIES INC 0.3750 09/01/2027 5,316,000 5,764,537
ALIBABA GROUP HOLDING LTD 3.6000 11/28/2024 45,000,000 48,850,844
ALIBABA GROUP HOLDING LTD 3.4000 12/06/2027 43,400,000 46,534,185
ALIBABA GROUP HOLDING LTD 2.1250 02/09/2031 10,000,000 9,524,705
ALIBABA GROUP HOLDING LTD 4.0000 12/06/2037 25,000,000 26,877,320
ALLSTATE CORP 6.5000 05/15/2057 37,125,000 47,612,812
ALM 2013-7R2A A2R2 1.8913 10/15/2027 25,000,000 25,002,525
ALM 2013-7R2A BR2 2.4413 10/15/2027 25,000,000 25,003,525
ALPHABET INC 1.1000 08/15/2030 850,000 780,720
ALTERYX INC 0.5000 08/01/2024 4,036,000 3,791,317
ALTERYX INC 1.0000 08/01/2026 9,204,000 8,312,362
AMAZON.COM INC 1.5000 06/03/2030 40,000,000 38,109,138
AMAZON.COM INC 3.8750 08/22/2037 35,000,000 39,882,929
AMAZON.COM INC 4.0500 08/22/2047 35,000,000 40,558,712
AMDOCS LTD 2.5380 06/15/2030 45,000,000 44,053,044
AMERICAN AIRLINES 15-1 B PTT 3.7000 05/01/2023 12,871,487 11,999,363
AMERICAN AIRLINES 16-1 AA PTT 3.5750 01/15/2028 15,712,404 15,902,467
AMERICAN AIRLINES 2016-1 CLASS B PTT 5.2500 07/15/2025 572,007 542,886
AMERICAN ASSETS TRUST LP 3.3750 02/01/2031 633,000 621,544
AMERICAN EXPRESS COMPANY 2.5000 08/01/2022 32,004,000 32,863,988
AMERICAN EXPRESS COMPANY 3.4000 02/27/2023 42,720,000 44,961,863
AMERICAN EXPRESS COMPANY 3.7000 08/03/2023 45,000,000 48,163,005
AMERICAN EXPRESS COMPANY 3.0000 10/30/2024 50,000,000 53,668,055
AMERICAN HONDA FINANCE CORP 1.0000 09/10/2025 18,998,000 18,694,757
AMERICAN TOWER CORP 3.0000 06/15/2023 25,000,000 26,305,803
AMERICAN TOWER CORP 3.6000 01/15/2028 20,000,000 21,562,572
AMERICAN TOWER CORP 1.5000 01/31/2028 36,175,000 34,473,958
AMERICAN TOWER CORP 3.8000 08/15/2029 45,000,000 48,963,323
AMERICAN WATER CAPITAL CORP 3.4000 03/01/2025 27,000,000 29,298,105
AMERICAN WATER CAPITAL CORP 2.9500 09/01/2027 41,550,000 44,224,809
AMERISOURCEBERGEN CORP 0.7370 03/15/2023 20,000,000 20,016,769
AMG CAPITAL TRUST II - PREFERRED 82,632 4,560,253
AMGEN INC 2.6000 08/19/2026 35,000,000 36,766,161
AMGEN INC 3.2000 11/02/2027 63,620,000 68,852,845
AMGEN INC 3.1500 02/21/2040 40,000,000 39,746,264
AMOT 2018-2 A 3.2900 05/15/2023 10,890,000 10,930,846
ANALOG DEVICES INC 3.9000 12/15/2025 20,000,000 22,147,360
ANDREW W MELLON FOUNDATION 0.9470 08/01/2027 695,000 676,037
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.7500 07/15/2042 20,000,000 20,491,167
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.4390 10/06/2048 23,973,000 26,849,032
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7500 04/15/2058 50,000,000 57,446,007
ANTHEM INC 1.5000 03/15/2026 25,000,000 25,015,616
ANTHEM INC 2.5500 03/15/2031 30,000,000 30,010,193
AOMT 2020-SBC1 A1 2.0680 05/25/2050 13,874,325 13,896,499
AON CORP 2.8000 05/15/2030 574,000 586,156
APOLLO MANAGEMENT HOLDINGS LP 4.0000 05/30/2024 32,308,000 35,411,289
APOLLO MANAGEMENT HOLDINGS LP 4.4000 05/27/2026 30,000,000 33,865,309
APPLE INC 3.2000 05/13/2025 10,000,000 10,841,594
APPLE INC 2.4500 08/04/2026 15,000,000 15,795,070
APPLE INC 3.3500 02/09/2027 30,044,000 32,992,035
APPLE INC 3.0000 06/20/2027 1,000,000 1,081,729
APPLE INC 3.0000 11/13/2027 25,000,000 27,087,925
APPLE INC 1.2000 02/08/2028 85,000,000 81,774,693
APPLE INC 3.8500 05/04/2043 20,000,000 22,559,884
APPLE INC 3.4500 02/09/2045 72,000,000 76,007,319
APPLE INC 4.3750 05/13/2045 25,000,000 29,943,413
ARES CAPITAL CORP 3.7500 02/01/2022 9,503,000 9,776,686
ARES CAPITAL CORP 3.5000 02/10/2023 22,417,000 23,373,413
ARES CAPITAL CORP 4.2000 06/10/2024 55,000,000 59,297,653
ARES CAPITAL CORP 3.2500 07/15/2025 55,000,000 56,702,256
ARES CAPITAL CORP 3.8750 01/15/2026 25,000,000 26,336,347

Global Fixed Income

79
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
ARES CAPITAL CORP 2.1500 07/15/2026 40,000,000 38,897,388
ASHTEAD CAPITAL INC 4.2500 11/01/2029 1,250,000 1,340,137
AT&T INC 0.9000 03/25/2024 37,000,000 37,029,187
AT&T INC 2.3000 06/01/2027 5,500,000 5,618,017
AT&T INC 1.6500 02/01/2028 34,000,000 32,877,663
AT&T INC 4.3000 02/15/2030 20,000,000 22,509,757
AT&T INC 3.1000 02/01/2032 650,000 604,854
AT&T INC 2.2500 02/01/2032 55,000,000 52,268,295
AT&T INC 5.2500 03/01/2037 39,000,000 46,962,297
AT&T INC 4.7500 05/15/2046 35,000,000 40,002,148
AT&T INC 3.6500 06/01/2051 648,000 625,228
AT&T INC 3.8000 12/01/2057 39,220,000 37,144,907
AT&T INC 3.6500 09/15/2059 372,000 338,867
ATLANTIC CITY ELECTRIC COMPANY 2.3000 03/15/2031 875,000 864,026
ATMOS ENERGY CORP 0.6250 03/09/2023 25,000,000 25,009,750
ATMOS ENERGY CORP 0.5654 03/09/2023 1,000,000 1,000,109
AUTOMATIC DATA PROCESSING INC 1.2500 09/01/2030 76,150,000 69,713,059
AVANGRID INC 3.2000 04/15/2025 1,200,000 1,284,317
AVANGRID INC 3.8000 06/01/2029 1,000,000 1,099,357
AXIS 2018-1A A2 3.2400 12/20/2023 1,831,943 1,837,912
AXIS 2018-2A A2 3.8900 07/20/2022 8,650,519 8,772,482
AXIS 2019-1A A2 2.6300 06/20/2024 16,837,249 17,114,106
AXIS 2020-1A A2 1.6800 08/20/2025 19,377,265 19,503,987
BAC CAPITAL TRUST XIV 4.0000 12/31/2049 18,693,000 18,365,872
BACCT 2019-A1 A1 1.7400 01/15/2025 750,000 765,070
BAIDU INC 4.3750 05/14/2024 20,000,000 21,943,117
BAIDU INC 1.7200 04/09/2026 15,000,000 14,926,350
BAIDU INC 3.6250 07/06/2027 5,000,000 5,439,761
BAMLL 2015-200P A 3.2180 04/14/2033 19,280,000 20,522,800
BAMLL 2015-200P B 3.4900 04/14/2033 20,000,000 21,370,966
BAMLL 2015-200P C 3.7157 04/14/2033 20,000,000 21,252,972
BANK 2018-BN12 AS 4.3571 05/15/2061 2,770,000 3,140,086
BANK OF AMERICA CORP 3.4990 05/17/2022 1,500,000 1,505,586
BANK OF AMERICA CORP 2.8810 04/24/2023 41,760,000 42,758,217
BANK OF AMERICA CORP 3.0040 12/20/2023 29,036,000 30,197,752
BANK OF AMERICA CORP 5.2000 03/31/2024 14,776,000 15,440,920
BANK OF AMERICA CORP 5.1250 06/20/2024 60,000,000 63,570,000
BANK OF AMERICA CORP 3.8640 07/23/2024 40,000,000 42,841,051
BANK OF AMERICA CORP 4.3000 01/28/2025 10,000,000 10,025,000
BANK OF AMERICA CORP 0.9810 09/25/2025 31,909,781 31,823,914
BANK OF AMERICA CORP 3.0930 10/01/2025 30,000,000 32,014,245
BANK OF AMERICA CORP 2.4560 10/22/2025 2,500,000 2,620,912
BANK OF AMERICA CORP 1.1970 10/24/2026 30,824,000 30,392,438
BANK OF AMERICA CORP 1.8980 07/23/2031 1,000,000 938,633
BANK OF AMERICA CORP 1.9220 10/24/2031 845,000 794,589
BANK OF AMERICA CORP 2.6760 06/19/2041 1,236,000 1,154,724
BANK OF AMERICA CORP - PREFERRED 8,990 12,568,020
BANK OF MONTREAL 2.5500 11/06/2022 73,063,000 75,411,370
BANK OF MONTREAL 3.3000 02/05/2024 12,891,000 13,810,458
BANK OF NEW YORK MELLON CORP 4.7000 09/20/2025 625,000 677,156
BANK OF NEW YORK MELLON CORP 3.3000 08/23/2029 36,404,000 39,033,503
BANK OF NEW YORK MELLON CORP 4.6250 12/31/2049 61,141,000 64,503,755
BANK OF NOVA SCOTIA 2.3750 01/18/2023 1,000,000 1,034,483
BANK OF NOVA SCOTIA 1.6250 05/01/2023 865,000 886,798
BANK OF NOVA SCOTIA 0.5600 09/15/2023 60,000,000 60,340,800
BANK ONE CORP 8.0000 04/29/2027 30,000,000 40,618,374
BANKUNITED INC 5.1250 06/11/2030 487,000 548,709
BATLN 2015-8A BR2 2.2234 07/18/2030 10,605,000 10,607,354
BATLN 2015-9A AR 1.3413 07/15/2031 50,000,000 49,981,450
BATLN 2015-9A BR 1.8913 07/15/2031 47,000,000 47,003,149
BATLN 2015-9A CR 2.1413 07/15/2031 27,500,000 27,503,685
BATLN 2017-11A A 1.4678 10/24/2029 35,000,000 35,007,490
BATLN 2017-11A B 1.9678 10/24/2029 9,000,000 9,002,430
BATLN 2017-11A C 2.4678 10/24/2029 10,000,000 10,003,680
BATLN 2017-11A D 3.5578 10/24/2029 18,500,000 18,505,716
BATLN 2018-12A A1 1.2615 05/17/2031 50,000,000 49,929,050
BATLN 2018-12A B1 1.6915 05/17/2031 20,000,000 20,001,740
BATLN 2018-12A C1 2.0415 05/17/2031 10,000,000 10,003,330
BATLN 2018-12A D 2.9515 05/17/2031 12,750,000 12,752,486
BATLN 2021-17A A1 1.4501 03/09/2034 19,000,000 19,011,590
BATLN 2021-17A B 1.7901 03/09/2034 16,000,000 16,003,168
BATLN 2021-17A C 2.2901 03/09/2034 9,250,000 9,189,634
BATLN 2021-17A D 3.4401 03/09/2034 8,775,000 8,776,562
BAXTER INTERNATIONAL INC 1.7300 04/01/2031 20,000,000 18,693,929
BBCMS 2015-MSQ B 3.8940 09/09/2032 600,000 616,057
BBCMS 2015-SRCH A2 4.1970 08/10/2035 820,000 914,480
BBIRD 2016-1A AA 2.4870 12/16/2041 9,583,333 9,656,778
BECTON, DICKINSON AND COMPANY 3.3630 06/06/2024 20,000,000 21,476,358
BECTON, DICKINSON AND COMPANY 2.8940 06/06/2022 17,933,000 18,397,378
BECTON, DICKINSON AND COMPANY 6.7000 08/01/2028 25,000,000 31,028,291
BELL 2018-1A A2I 4.3180 11/25/2048 488,750 491,154
BENEFITFOCUS INC 1.2500 12/15/2023 2,962,000 2,708,748
BENTLEY SYSTEMS INC 0.1250 01/15/2026 5,629,000 5,817,910
BERKELEY CA GENERAL OBLIGATION BOND 3.7500 09/01/2043 1,000,000 1,044,681
BERKSHIRE HATHAWAY ENERGY COMPANY 2.8500 05/15/2051 50,000,000 44,650,040
BERKSHIRE HATHAWAY FINANCE CORP 3.1250 03/15/2026 20,000,000 21,764,151
BERKSHIRE HATHAWAY FINANCE CORP 4.2500 01/15/2049 25,000,000 28,856,712
BERKSHIRE HATHAWAY FINANCE CORP 2.8500 10/15/2050 25,000,000 22,964,586
BEST BUY COMPANY INC 1.9500 10/01/2030 35,000,000 32,941,756
BIOGEN INC 4.0500 09/15/2025 27,000,000 29,984,767
BIOGEN INC 2.2500 05/01/2030 20,000,000 19,427,731
BIOMARIN PHARMACEUTICAL INC 0.5990 08/01/2024 8,515,000 8,616,328
BIOMARIN PHARMACEUTICAL INC 1.2500 05/15/2027 6,462,000 6,336,637

Global Fixed Income

80
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
BLACKLINE INC 0.0000 03/15/2026 4,677,000 4,539,613
BLACKROCK INC 3.5000 03/18/2024 52,400,000 56,985,452
BLACKSTONE MORTGAGE TRUST INC 4.7500 03/15/2023 1,353,000 1,385,201
BLACKSTONE SECURED LENDING FUND 3.6500 07/14/2023 50,000,000 52,131,264
BLACKSTONE SECURED LENDING FUND 3.6250 01/15/2026 40,000,000 41,347,951
BLOCK FINANCIAL LLC 3.8750 08/15/2030 889,000 916,643
BLUEHUB LOAN FUND INC 3.0990 01/01/2030 1,500,000 1,423,559
BLUEM 2015-2A CR 2.2734 07/18/2027 16,625,000 16,626,130
BMARK 2018-B7 A3 4.2410 05/15/2053 1,000,000 1,125,881
BMARK 2020-B19 A2 1.6910 09/15/2053 22,500,000 22,794,748
BMW FINANCE NV 2.8500 08/14/2029 60,000,000 62,118,689
BMW US CAPITAL LLC 3.9000 04/09/2025 11,267,000 12,418,277
BNSF FUNDING TRUST I 6.6130 12/15/2055 17,230,000 19,742,272
BNSF RAILWAY COMPANY 2015-1 PTT 3.4420 06/16/2028 59,484,568 64,581,223
BOEING COMPANY 1.1670 02/04/2023 20,000,000 20,101,350
BOEING COMPANY 7.2500 06/15/2025 48,750,000 57,680,112
BOOKING HOLDINGS INC 3.6000 06/01/2026 25,000,000 27,320,577
BOSTON SCIENTIFIC CORP 3.8500 05/15/2025 12,715,000 14,035,805
BP CAPITAL MARKETS AMERICA INC 2.7500 05/10/2023 21,897,000 22,935,201
BP CAPITAL MARKETS AMERICA INC 1.7490 08/10/2030 20,000,000 18,880,852
BP CAPITAL MARKETS AMERICA INC 3.0000 02/24/2050 30,000,000 27,281,974
BP CAPITAL MARKETS AMERICA INC 2.7720 11/10/2050 35,000,000 30,513,365
BP CAPITAL MARKETS AMERICA INC 2.9390 06/04/2051 50,000,000 44,486,903
BP CAPITAL MARKETS AMERICA INC 3.3790 02/08/2061 40,000,000 36,937,571
BRAVO 2019-2 A3 3.5000 10/25/2044 25,466,434 26,540,282
BRAVO 2020-TAC1 A1 2.0000 10/25/2057 28,852,880 29,504,034
BRAVO 2020-TAC1 B1A 2.5000 10/25/2057 4,454,603 4,585,601
BRISTOL-MYERS SQUIBB COMPANY 3.2000 06/15/2026 15,000,000 16,309,634
BRISTOL-MYERS SQUIBB COMPANY 4.1250 06/15/2039 14,000,000 16,221,691
BRIXMOR OPERATING PARTNERSHIP LP 3.6500 06/15/2024 1,000,000 1,075,724
BROADCOM INC 4.1100 09/15/2028 11,684,000 12,750,039
BROADCOM INC 4.7500 04/15/2029 22,065,000 24,788,362
BROADCOM INC 2.4500 02/15/2031 35,000,000 33,072,464
BROADCOM INC 3.5000 02/15/2041 30,000,000 28,558,276
BROOKFIELD FINANCE INC 4.0000 04/01/2024 25,000,000 27,144,634
BROOKFIELD FINANCE INC 4.8500 03/29/2029 40,000,000 46,196,502
BSCMS 2007-T26 AJ 5.4300 01/12/2045 20,000,000 16,346,200
BURLINGTON NORTHERN SANTA FE CORP 3.9000 08/01/2046 20,000,000 21,758,256
BWAY 2013-1515 C 3.4462 03/10/2033 35,150,000 36,856,016
BWAY 2015-1740 C 3.3424 01/13/2035 15,643,000 15,577,263
BX 2019-XL A 1.0260 10/15/2036 1,401,362 1,402,241
BX 2019-XL B 1.1950 10/15/2036 131,672 131,717
BX 2021-LBA AJV 0.9060 02/15/2036 35,000,000 35,000,357
BX 2021-LBA AV 0.9060 02/15/2036 15,000,000 14,990,703
BXP 2017-GM B 3.5390 06/13/2039 75,000,000 80,063,587
CADENCE DESIGN SYSTEMS INC 4.3750 10/15/2024 45,000,000 49,925,655
CALIFORNIA EARTHQUAKE AUTHORITY 1.2270 07/01/2021 750,000 751,810
CALIFORNIA STATE HEALTH FACILITIES FINANCING AUTHORITY REVENUE BOND 1.8960 06/01/2021 1,000,000 1,002,643
CANADIAN IMPERIAL BANK OF COMMERCE 3.5000 09/13/2023 25,000,000 26,831,553
CANADIAN PACIFIC RAILWAY COMPANY 2.0500 03/05/2030 1,000,000 965,384
CAPITAL ONE FINANCIAL CORP 4.2500 04/30/2025 9,481,000 10,500,358
CAPITAL ONE FINANCIAL CORP 3.7500 07/28/2026 32,500,000 35,292,854
CARMX 2017-4 B 2.4600 08/15/2023 2,450,000 2,485,939
CARMX 2020-3 A3 0.6200 03/17/2025 24,000,000 24,099,165
CARRIER GLOBAL CORP 2.4930 02/15/2027 25,000,000 25,804,239
CARRIER GLOBAL CORP 2.7220 02/15/2030 12,000,000 12,100,870
CARRIER GLOBAL CORP 3.5770 04/05/2050 20,000,000 19,578,988
CAS 2014-C03 2M2 3.0086 07/25/2024 142,226 143,486
CAS 2014-C04 1M2 5.0086 11/25/2024 1,195,284 1,231,129
CAS 2016-C01 1M2 6.8586 08/25/2028 126,132 133,400
CBS CORP 3.5000 01/15/2025 17,000,000 18,242,670
CCCIT 2016-A2 A2 2.1900 11/20/2023 750,000 759,477
CD 2006-CD2 AJ 5.8563 01/15/2046 871,881 339,391
CD 2016-CD2 A2 3.0370 11/10/2049 5,965,826 5,993,601
CD 2016-CD2 A4 3.5260 11/10/2049 28,000,000 30,563,095
CD 2016-CD2 AM 3.6680 11/10/2049 500,000 541,602
CD 2017-CD3 A4 3.6310 01/10/2027 40,793,000 44,753,192
CD 2017-CD4 A4 3.5140 05/10/2050 18,000,000 19,675,218
CDP FINANCIAL INC 1.0000 04/17/2023 50,000,000 50,671,495
CDP FINANCIAL INC 0.8750 06/10/2025 50,000,000 50,025,339
CENTERPOINT ENERGY RESOURCES CORP 0.7000 03/02/2023 15,000,000 14,994,739
CGCMT 2006-C5 AJ 5.4820 10/15/2049 4,502,758 3,873,606
CGCMT 2012-GC8 A4 3.0240 09/10/2045 5,526,657 5,623,810
CGCMT 2014-GC23 A4 3.6220 07/10/2047 10,000,000 10,792,475
CGCMT 2016-P5 A4 2.9410 10/10/2049 28,000,000 29,675,139
CGCMT 2016-P6 A5 3.7200 12/10/2049 21,976,000 24,217,365
CGCMT 2017-B1 A4 3.4580 08/15/2050 30,610,000 33,258,062
CGCMT 2017-MDRA A 3.6560 07/10/2030 28,360,000 28,923,388
CGCMT 2019-GC41 AS 3.0178 08/10/2056 1,000,000 1,043,772
CHAIT 2012-A7 A7 2.1600 09/15/2024 750,000 770,848
CHARLES SCHWAB CORP 2.0000 03/20/2028 20,000,000 20,062,497
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 3.7500 02/15/2028 40,000,000 43,292,433
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 4.2000 03/15/2028 25,935,000 28,598,964
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 2.3000 02/01/2032 25,000,000 23,215,948
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 5.3750 04/01/2038 30,000,000 35,447,293
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 5.1250 07/01/2049 40,500,000 45,442,584
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CORP 4.8000 03/01/2050 2,050,000 2,192,989
CHASE 2019-ATR2 A3 3.5000 07/01/2049 8,534,693 8,772,640
CHASE 2019-ATR2 A4 3.5000 07/01/2049 3,520,408 3,539,122
CHENIERE ENERGY INC 4.2500 03/15/2045 4,685,000 3,827,542
CHEVRON CORP 2.8950 03/03/2024 32,013,000 34,121,937
CHEVRON CORP 1.5540 05/11/2025 30,000,000 30,600,415
CHEVRON CORP 2.9540 05/16/2026 22,000,000 23,581,783

Global Fixed Income

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GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
CHEVRON CORP 1.9950 05/11/2027 20,000,000 20,436,766
CHEVRON PHILLIPS CHEMICAL COMPANY LP 3.7000 06/01/2028 45,000,000 49,298,375
CHEVRON USA INC 1.0180 08/12/2027 30,000,000 28,850,909
CHICAGO IL METROPOLITAN WATER RECLAMATION BUILD AMERICA BOND 5.7200 12/01/2038 665,000 884,594
CHUBB INA HOLDINGS INC 1.3750 09/15/2030 55,000,000 50,183,868
CIGNA CORP 4.3750 10/15/2028 20,880,000 23,777,023
CIGNA CORP 2.4000 03/15/2030 25,000,000 24,770,551
CIGNA CORP 2.3750 03/15/2031 15,000,000 14,749,225
CIM 2019-INV3 A3 3.5000 08/25/2049 23,268,891 23,726,783
CIM 2019-J2 A1 3.5000 10/01/2049 32,929,207 33,492,079
CIM 2020-INV1 A2 2.5000 04/25/2050 46,802,758 47,191,633
CIM 2020-J1 A2 2.5000 07/01/2050 40,437,535 40,838,740
CIM 2020-J2 A1 2.5000 01/25/2051 37,808,496 38,206,317
CIM 2020-J2 A19 2.5000 01/25/2051 9,452,124 9,517,400
CIM 2021-J1 A1 2.5000 03/25/2051 49,912,877 50,438,060
CIM 2021-J1 A19 2.5000 03/25/2051 24,956,438 25,091,353
CIM 2021-J2 A1 2.5000 04/25/2051 50,000,000 50,580,235
CIM 2021-J2 A19 2.5000 04/25/2051 25,000,000 25,109,375
CITIGROUP INC 1.6780 05/15/2024 2,576,000 2,627,226
CITIGROUP INC 1.2135 06/01/2024 44,000,000 44,552,058
CITIGROUP INC 0.7760 10/30/2024 2,300,000 2,298,323
CITIGROUP INC 3.7000 01/12/2026 15,000,000 16,467,832
CITIGROUP INC 4.6000 03/09/2026 54,000,000 60,934,930
CITIGROUP INC 3.1060 04/08/2026 670,000 715,942
CITIGROUP INC 1.4875 07/01/2026 30,000,000 30,716,425
CITIGROUP INC 3.8870 01/10/2028 2,500,000 2,746,577
CITIGROUP INC 4.1250 07/25/2028 20,000,000 22,147,994
CITIZENS BANK NA OF PROVIDENCE RHODE ISLAND 2.2500 04/28/2025 1,450,000 1,503,971
CITIZENS FINANCIAL GROUP 3.2500 04/30/2030 1,200,000 1,266,664
CITY OF OAKLAND CALIFORNIA GENERAL OBLIGATION BOND 1.7300 01/15/2026 1,020,000 1,038,419
CLAST 2018-1A 4.1250 06/15/2043 18,604,552 18,641,991
CLAST 2019-1A A 3.9670 04/15/2039 39,641,025 39,556,771
CLAST 2021-1A A 3.4740 01/15/2046 45,306,809 46,004,543
CLEVELAND ELECTRIC ILLUMINATING COMPANY 3.5000 04/01/2028 24,280,000 24,823,241
CLEVELAND OHIO INCOME TAX REVENUE BONDS 3.0720 10/01/2041 750,000 706,831
CLIF 2019-1A A 3.7100 05/18/2044 34,300,919 34,410,002
CLIF 2020-1A A 2.0800 09/17/2045 29,140,000 29,043,360
CLNY 2019-IKPR A 1.2350 11/15/2038 50,000,000 49,939,570
CLUB 2020-P1 A 2.2600 03/15/2028 282,525 284,313
CMLTI 2020-EXP2 A3 2.5000 08/25/2050 39,931,581 41,095,212
CMS ENERGY CORP 4.7500 06/01/2050 450,000 486,000
CNA FINANCIAL CORP 2.0500 08/15/2030 950,000 902,319
CNOOC FINANCE 2015 US 3.5000 05/05/2025 75,000,000 79,551,541
COCA-COLA COMPANY/THE 1.3750 03/15/2031 20,000,000 18,531,079
COCA-COLA FEMSA SAB DE CV 1.8500 09/01/2032 525,000 479,797
COIN 2017-1A A2 5.2160 04/25/2047 844,113 846,800
COLO 2021-1A A2 2.0600 02/27/2051 158,000 156,628
COMCAST CORP 3.3750 08/15/2025 23,000,000 25,032,924
COMCAST CORP 4.2500 01/15/2033 15,000,000 17,347,193
COMCAST CORP 4.2000 08/15/2034 22,000,000 25,168,357
COMCAST CORP 3.2000 07/15/2036 41,000,000 42,751,132
COMCAST CORP 4.6000 10/15/2038 20,000,000 24,090,039
COMCAST CORP 4.0000 08/15/2047 20,000,000 22,293,954
COMCAST CORP 4.0000 03/01/2048 31,000,000 34,538,570
COMM 2012-CR1 A3 3.3910 05/15/2045 12,206,874 12,400,815
COMM 2012-CR4 A3 2.8530 10/15/2045 19,878,594 20,384,373
COMM 2013-CR9 A4 4.2199 07/10/2045 15,000,000 16,029,042
COMM 2013-LC6 A4 2.9410 01/10/2046 14,442,716 14,920,170
COMM 2013-LC6 AM 3.2820 01/10/2046 2,480,000 2,575,294
COMM 2014-277P A 3.6113 08/10/2049 39,495,000 42,272,055
COMM 2014-277P B 3.7317 08/10/2049 8,000,000 8,333,873
COMM 2014-CR14 A4 4.2360 02/10/2047 10,190,000 11,055,491
COMM 2014-CR18 A5 3.8280 07/15/2047 5,730,000 6,217,777
COMM 2014-CR20 A4 3.5900 11/10/2047 5,000,000 5,403,648
COMM 2014-UBS6 A5 3.6440 12/10/2047 40,000,000 43,457,512
COMM 2015-CR22 D 4.2423 03/10/2048 500,000 499,326
COMM 2015-CR23 4.4337 05/01/2048 398,000 423,160
COMM 2015-CR25 B 4.6843 08/10/2048 750,000 822,442
COMM 2015-LC21 B 4.4792 07/01/2048 830,000 895,843
COMMONWEALTH EDISON COMPANY 3.7500 08/15/2047 53,000,000 56,975,881
COMPASS BANK 2.8750 06/29/2022 35,000,000 35,990,881
COMPASS BANK 3.8750 04/10/2025 42,075,000 45,954,606
CONSOLIDATED EDISON COMPANY OF NEW YORK INC 4.0000 12/01/2028 43,150,000 48,293,343
CONSOLIDATED EDISON COMPANY OF NEW YORK INC 3.3500 04/01/2030 343,000 366,603
CONSOLIDATED EDISON COMPANY OF NEW YORK INC 4.3000 12/01/2056 22,560,000 24,488,832
CONSOLIDATED EDISON INC 0.6500 12/01/2023 50,000,000 49,910,313
CONSUMERS ENERGY COMPANY 2.5000 05/01/2060 1,000,000 826,989
CORNING INC 2.9000 05/15/2022 15,000,000 15,337,945
CORNING INC 4.7500 03/15/2042 26,535,000 30,937,276
CORPORATE OFFICE PROPERTIES LP 2.7500 04/15/2031 875,000 845,452
COTTAGE HEALTH OBLIGATED GROUP 3.3040 11/01/2049 17,500,000 17,752,484
CPTS 2019-CPT A 2.8650 11/13/2039 1,000,000 1,034,622
CROWN CASTLE INTERNATIONAL CORP 3.1500 07/15/2023 21,250,000 22,499,343
CROWN CASTLE INTERNATIONAL CORP 1.0500 07/15/2026 10,000,000 9,639,870
CROWN CASTLE INTERNATIONAL CORP 4.0000 03/01/2027 20,829,000 23,026,305
CSG SYSTEMS INTERNATIONAL INC 4.2500 03/15/2036 5,267,000 5,504,015
CSMC 2018-J1 A1 3.5000 02/25/2048 46,789,869 47,634,463
CSMC 2018-J1 A2 3.5000 02/25/2048 126,333 128,223
CSX CORP 3.3500 11/01/2025 41,300,000 44,937,589
CSX CORP 4.2500 11/01/2066 29,000,000 32,826,130
CVS HEALTH CORP 1.3000 08/21/2027 32,691,000 31,465,304
CVS HEALTH CORP 4.3000 03/25/2028 32,841,000 37,284,394
CVS HEALTH CORP 3.2500 08/15/2029 15,000,000 15,844,823

Global Fixed Income

82
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
CVS HEALTH CORP 5.1250 07/20/2045 28,000,000 34,191,203
CVS HEALTH CORP 5.0500 03/25/2048 570,000 697,558
CVS PASS-THROUGH TRUST CERTIFICATES 7.5070 01/10/2032 4,948,766 6,190,048
CVS PASS-THROUGH TRUST CERTIFICATES 5.7730 01/10/2033 2,423,859 2,818,312
D.R. HORTON INC 1.4000 10/15/2027 55,000,000 53,360,766
DAIMLER FINANCE NORTH AMERICA LLC 3.7000 05/04/2023 38,000,000 40,321,366
DAIMLER FINANCE NORTH AMERICA LLC 3.5000 08/03/2025 15,210,000 16,443,998
DAIMLER FINANCE NORTH AMERICA LLC 3.1000 08/15/2029 25,000,000 26,004,386
DAIMLER FINANCE NORTH AMERICA LLC 2.6250 03/10/2030 50,000,000 49,816,447
DBWF 2016-85T A 3.7910 12/10/2036 16,001,000 17,619,563
DBWF 2016-85T B 3.9350 12/10/2036 23,849,000 25,954,297
DCAL 2015-1A A1 4.2130 02/15/2040 12,545,345 9,948,549
DEFT 2020-1 A2 2.2600 06/22/2022 19,758,717 19,930,708
DEFT 2020-1 A3 2.2400 02/22/2023 8,000,000 8,183,970
DELL INTERNATIONAL LLC/EMC CORP 5.4500 06/15/2023 22,000,000 24,041,932
DELL INTERNATIONAL LLC/EMC CORP 4.0000 07/15/2024 10,000,000 10,851,293
DELTA AIR LINES 2019-1A 3.4040 04/25/2024 1,270,000 1,278,440
DELTA AIR LINES 2020-A 2.5000 12/10/2029 1,145,785 1,160,495
DELTA AIR LINES 2020-AA 2.0000 12/10/2029 485,052 485,542
DELTA AIR LINES INC/SKYMILES IP LTD 4.5000 10/20/2025 588,000 626,136
DELTA AIR LINES INC/SKYMILES IP LTD 4.7500 10/20/2028 691,000 751,030
DEPOSITORY TRUST & CLEARING CORP 3.3509 06/15/2021 26,765,000 26,229,700
DEXCOM INC 0.2500 11/15/2025 12,872,000 12,638,695
DISCOVER BANK 3.4500 07/27/2026 1,000,000 1,081,685
DISCOVER BANK 4.6820 08/09/2028 3,500,000 3,733,100
DISCOVERY COMMUNICATIONS INC 3.9000 11/15/2024 20,000,000 21,873,227
DISCOVERY COMMUNICATIONS INC 3.9500 03/20/2028 15,000,000 16,376,624
DISCOVERY COMMUNICATIONS INC 5.2000 09/20/2047 519,000 612,837
DISH NETWORK CORP 3.3750 08/15/2026 15,041,000 14,458,913
DISTRICT OF COLUMBIA REVENUE REFUNDING NATIONAL PUBLIC RADIO INC 3.4320 04/01/2042 500,000 491,408
DIV 2019-1 A 3.6700 08/22/2039 24,065,950 25,398,243
DLL 2018-ST2 A3 3.4600 01/20/2022 1,591,878 1,594,387
DNKN 2019-1A A2II 4.0210 05/20/2049 492,500 520,814
DOMINION ENERGY INC 2.7500 09/15/2022 25,500,000 26,184,528
DOMINION ENERGY INC 0.7139 09/15/2023 25,000,000 25,032,318
DOMINION ENERGY INC 5.2500 08/01/2033 26,488,000 31,933,476
DOMINION ENERGY INC 3.3000 04/15/2041 25,000,000 24,547,468
DORIS DUKE CHARITABLE FOUNDATION 2.3450 07/01/2050 1,406,000 1,238,820
DPABS 2018-1A A2I 4.1160 07/25/2048 640,263 672,781
DROPBOX INC 0.0000 03/01/2026 4,627,000 4,757,134
DROT 2019-1A A 2.8900 02/20/2032 27,431,422 28,307,787
DRSLF 2019-75A AR 1.4413 07/15/2030 50,000,000 50,000,000
DRSLF 2019-75A AR2 1.2400 04/15/2034 50,000,000 50,004,950
DRSLF 2019-80A A1 1.5534 01/17/2033 50,000,000 50,161,700
DRSLF 2019-80A D2 5.7234 01/17/2033 8,000,000 8,128,832
DTE ELECTRIC COMPANY 4.0500 05/15/2048 35,000,000 39,532,063
DUKE ENERGY CORP 2.6500 09/01/2026 35,185,000 36,798,081
DUKE ENERGY FLORIDA LLC 2.5000 12/01/2029 1,000,000 1,019,021
DUKE REALTY LP 2.8750 11/15/2029 1,000,000 1,025,551
DXC TECHNOLOGY COMPANY 4.2500 04/15/2024 500,000 541,716
DXC TECHNOLOGY COMPANY 4.1250 04/15/2025 445,000 483,754
DXC TECHNOLOGY COMPANY 4.7500 04/15/2027 218,000 243,257
EAST OHIO GAS COMPANY/THE 2.0000 06/15/2030 875,000 836,524
EASTERN ENERGY GAS HOLDINGS LLC 3.6000 12/15/2024 25,634,000 27,842,291
EASTERN ENERGY GAS HOLDINGS LLC 4.6000 12/15/2044 17,999,000 20,052,312
EBAY INC 1.9000 03/11/2025 15,696,000 16,097,318
EBAY INC 2.7000 03/11/2030 40,000,000 40,387,930
ECAF 2015-1A A1 3.4730 06/15/2040 7,439,127 7,238,323
EFF 2020-1 A2 1.7800 12/22/2025 14,131,016 14,325,404
ELECTRICITE DE FRANCE SA 3.6250 10/13/2025 1,000,000 1,086,047
EMD FINANCE LLC 3.2500 03/19/2025 65,000,000 69,693,389
EMPOWER FINANCE 2020 LP 1.3570 09/17/2027 1,100,000 1,062,302
EMPOWER FINANCE 2020 LP 1.7760 03/17/2031 1,000,000 926,408
ENERGY TRANSFER OPERATING LP 4.0500 03/15/2025 16,478,000 17,798,412
ENERGY TRANSFER OPERATING LP 2.9000 05/15/2025 10,000,000 10,402,358
ENERGY TRANSFER OPERATING LP 4.9000 03/15/2035 28,522,000 30,029,464
ENERGY TRANSFER OPERATING LP 5.1500 03/15/2045 20,000,000 20,558,820
ENPHASE ENERGY INC 0.0000 03/01/2026 6,163,000 5,750,079
ENTERGY CORP 0.9000 09/15/2025 35,000,000 34,163,623
ENTERGY CORP 1.9000 06/15/2028 20,000,000 19,517,713
ENTERGY CORP 2.4000 06/15/2031 25,000,000 24,134,954
ENTERGY LOUISIANA LLC 4.0000 03/15/2033 30,000,000 34,139,806
ENTERGY TEXAS INC 5.1500 06/01/2045 55,000,000 58,832,616
ENTERPRISE PRODUCTS OPERATING LLC 2.8000 01/31/2030 26,000,000 26,834,597
ENTERPRISE PRODUCTS OPERATING LLC 3.2000 02/15/2052 30,000,000 27,246,900
ENTERPRISE PRODUCTS OPERATING LLC 4.8750 08/16/2077 25,000,000 23,509,812
ENVESTNET INC 0.7500 08/15/2025 5,138,000 5,118,702
EQUINIX INC 2.6000 12/01/2024 46,610,000 49,228,009
EQUINIX INC 1.8000 07/15/2027 1,000,000 980,518
EQUINIX INC 2.1500 07/15/2030 925,000 878,783
EQUINOR ASA 7.8750 12/09/2022 35,000,000 39,178,142
EQUINOR ASA 2.3750 05/22/2030 1,575,000 1,570,009
EQUINOR ASA 3.2500 11/18/2049 1,000,000 976,020
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4000 07/07/2025 25,000,000 24,976,819
ERP OPERATING LP 4.1500 12/01/2028 20,000,000 22,465,025
ESSENTIAL UTILITIES INC 2.7040 04/15/2030 1,000,000 1,006,893
EURONET WORLDWIDE INC 0.7500 03/15/2049 4,090,000 4,660,044
EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT 1.5000 02/13/2025 1,250,000 1,287,689
EUROPEAN INVESTMENT BANK 2.8750 06/13/2025 884,000 962,002
EUROPEAN INVESTMENT BANK 2.3750 05/24/2027 2,097,000 2,237,855
EUROPEAN INVESTMENT BANK 0.6250 10/21/2027 1,000,000 952,051
EUROPEAN INVESTMENT BANK 1.6250 10/09/2029 1,000,000 994,952
EVERGY KANSAS CENTRAL INC 2.5500 07/01/2026 1,000,000 1,047,316

Global Fixed Income

83
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
EVERSOURCE ENERGY 0.8000 08/15/2025 1,250,000 1,218,049
EVERSOURCE ENERGY 1.6500 08/15/2030 13,000,000 12,047,449
EXCALIBUR ONE 77B LLC 1.4920 01/01/2025 223,627 227,092
EXPEDIA GROUP INC 0.0000 02/15/2026 10,292,000 11,233,718
EXPEDIA GROUP INC 3.2500 02/15/2030 23,125,000 23,290,573
EXPORT-IMPORT BANK OF CHINA 3.6250 07/31/2024 40,000,000 43,748,966
EXTNT 2019-1A A2 3.2040 07/26/2049 21,000,000 21,658,153
EXXON MOBIL CORP 2.7090 03/06/2025 81,658,000 86,427,895
EXXON MOBIL CORP 3.5670 03/06/2045 36,000,000 36,921,560
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.6800 08/04/2025 71,425,000 71,427,212
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.1000 03/03/2027 75,000,000 73,957,770
FEDERAL HOME LOAN BANK 1.0000 03/23/2026 75,000,000 74,577,746
FEDERAL HOME LOAN BANK 0.9000 02/26/2027 75,000,000 73,611,136
FEDERAL HOME LOAN BANK 1.0000 02/26/2027 50,000,000 49,237,566
FEDERAL HOME LOAN BANK 1.1150 02/26/2027 50,000,000 49,051,983
FEDERAL HOME LOAN BANK 1.1000 02/25/2028 100,000,000 97,404,759
FEDERAL HOME LOAN MORTGAGE CORP 0.3750 05/05/2023 1,000,000 1,004,258
FEDERAL HOME LOAN MORTGAGE CORP 1.5000 02/12/2025 5,000,000 5,166,911
FEDERAL HOME LOAN MORTGAGE CORP 0.8000 10/27/2026 50,000,000 49,005,150
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.2500 07/10/2023 1,000,000 1,000,719
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.6250 04/22/2025 1,000,000 997,101
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.8750 12/18/2026 50,000,000 49,131,560
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.8750 08/05/2030 121,200,000 111,974,621
FEDERAL REALTY INVESTMENT TRUST 1.2500 02/15/2026 1,150,000 1,135,019
FEDEX CORP 3.1000 08/05/2029 15,000,000 15,720,792
FEDEX CORP 4.1000 04/15/2043 17,315,000 18,604,142
FEDEX CORP 4.5500 04/01/2046 1,115,000 1,259,953
FEDEX CORP 4.5000 02/01/2065 35,000,000 37,506,370
FGCI 3.0000 07/01/2030 1,841,099 1,947,671
FGLMC 3.5000 02/01/2026 436,548 465,731
FGLMC 5.0000 01/01/2035 260,295 296,903
FGLMC 4.0000 09/01/2043 652,966 716,574
FGLMC 4.0000 10/01/2043 848,438 931,090
FGLMC 3.5000 09/01/2045 2,627,958 2,819,846
FGLMC 3.0000 10/01/2045 671,706 707,117
FGLMC 3.5000 12/01/2045 2,237,434 2,400,150
FGLMC 3.5000 01/01/2046 4,401,958 4,753,971
FGLMC 4.0000 02/01/2046 1,757,861 1,915,825
FGLMC 4.0000 05/01/2046 1,523,553 1,657,744
FGLMC 3.0000 09/01/2046 186,042 195,720
FGLMC 4.0000 01/01/2047 7,128,509 7,846,479
FGLMC 3.0000 02/01/2047 6,382,635 6,751,696
FGLMC 3.0000 02/01/2047 3,139,497 3,320,736
FGLMC 3.0000 04/01/2047 986,025 1,033,945
FGLMC 4.0000 07/01/2047 6,758,045 7,299,059
FGLMC 3.5000 10/01/2047 17,459,413 18,540,447
FGLMC 4.0000 10/01/2047 18,049,429 19,446,712
FGLMC 4.0000 11/01/2047 14,243,237 15,332,826
FGLMC 4.0000 11/01/2047 18,593,604 20,010,358
FGLMC 4.0000 04/01/2049 12,691,503 13,611,342
FHLMC 5.5000 06/01/2021 19,611 19,632
FHLMC 5.5000 07/01/2021 11,946 11,962
FHLMC 5.5000 08/01/2021 5,897 5,903
FHLMC 5.5000 03/01/2022 232,854 235,991
FHLMC 5.0000 04/01/2023 175,351 184,159
FHLMC 5.0000 06/01/2023 697,575 732,729
FHLMC 5.0000 06/01/2023 101,812 106,906
FHLMC 5.0000 06/01/2023 147,980 155,416
FHLMC 5.5000 07/01/2023 478,697 497,542
FHLMC 5.5000 07/01/2023 333,470 343,693
FHLMC 5.5000 08/01/2023 72,369 75,163
FHLMC 6.0000 10/01/2023 123,389 138,469
FHLMC 6.0000 11/01/2023 85,404 95,841
FHLMC 6.0000 12/01/2023 56,017 62,863
FHLMC 6.0000 01/01/2024 61,247 68,732
FHLMC 6.5000 01/01/2024 63,470 71,270
FHLMC 6.0000 02/01/2024 195,089 218,931
FHLMC 4.0000 09/01/2024 528,226 562,090
FHLMC 6.5000 02/01/2026 91,542 102,792
FHLMC 6.5000 02/01/2026 220,276 247,347
FHLMC 6.5000 03/01/2026 67,647 75,960
FHLMC 4.0000 03/01/2026 4,002,695 4,271,739
FHLMC 6.5000 03/01/2026 125,794 141,253
FHLMC 3.5000 04/01/2026 6,945,765 7,407,205
FHLMC 3.5000 04/01/2026 5,564,706 5,934,277
FHLMC 4.0000 04/01/2026 2,407,897 2,569,165
FHLMC 4.0000 04/01/2026 6,542,843 6,986,034
FHLMC 4.0000 04/01/2026 5,774,024 6,158,991
FHLMC 3.5000 04/01/2027 4,580,505 4,884,393
FHLMC 3.5000 04/01/2027 3,507,708 3,743,406
FHLMC 3.0000 04/01/2027 6,521,488 6,903,962
FHLMC 2.5000 10/01/2027 6,386,629 6,671,072
FHLMC 2.5000 01/01/2028 17,759,965 18,551,926
FHLMC 3.0000 11/01/2028 5,019,142 5,304,687
FHLMC 3.0000 12/01/2028 10,433,694 11,030,612
FHLMC 4.0000 01/01/2029 1,394,546 1,488,872
FHLMC 3.0000 01/01/2029 5,623,384 5,945,115
FHLMC 4.0000 04/01/2029 336,346 357,977
FHLMC 6.0000 07/01/2036 929,243 1,110,972
FHLMC 6.0000 07/01/2036 378,705 444,690
FHLMC 6.0000 07/01/2036 214,103 245,177
FHLMC 6.0000 07/01/2036 1,021,663 1,221,437
FHLMC 6.0000 11/01/2036 1,045,408 1,249,863

Global Fixed Income

84
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
FHLMC 5.0000 11/01/2036 2,510,548 2,920,264
FHLMC 5.5000 12/01/2036 595,581 699,010
FHLMC 5.5000 01/01/2037 2,043,185 2,403,101
FHLMC 5.5000 01/01/2037 417,174 490,139
FHLMC 5.5000 02/01/2037 2,303,966 2,689,484
FHLMC 6.0000 02/01/2037 1,140,767 1,363,867
FHLMC 5.5000 03/01/2037 832,226 978,785
FHLMC 5.0000 02/01/2038 4,943,059 5,749,960
FHLMC 5.0000 03/01/2038 4,547,352 5,292,951
FHLMC 5.0000 04/01/2038 5,194,941 6,047,117
FHLMC 5.0000 12/01/2038 3,867,236 4,499,495
FHLMC 5.5000 01/01/2039 2,355,312 2,768,501
FHLMC 5.0000 01/01/2039 10,331,620 12,022,111
FHLMC 5.0000 01/01/2039 3,238,458 3,766,833
FHLMC 4.5000 01/01/2039 3,251,383 3,667,349
FHLMC 5.0000 02/01/2039 4,296,075 4,997,403
FHLMC 5.0000 02/01/2039 5,697,801 6,628,279
FHLMC 4.5000 05/01/2039 3,296,828 3,699,234
FHLMC 4.5000 05/01/2039 4,472,669 5,018,626
FHLMC 4.5000 07/01/2039 5,504,904 6,176,856
FHLMC 4.0000 08/01/2039 9,383,287 10,329,924
FHLMC 4.5000 12/01/2039 5,048,686 5,625,491
FHLMC 2.5000 06/01/2040 58,464,020 60,278,540
FHLMC 2.5000 07/01/2040 28,183,582 29,066,555
FHLMC 4.5000 09/01/2040 4,135,914 4,608,525
FHLMC 4.5000 09/01/2040 2,663,151 2,967,474
FHLMC 4.0000 09/01/2040 5,649,555 6,219,691
FHLMC 4.0000 11/01/2040 4,731,744 5,208,992
FHLMC 4.0000 02/01/2041 6,672,122 7,388,584
FHLMC 4.0000 02/01/2041 5,079,773 5,599,275
FHLMC 4.0000 02/01/2041 6,434,250 7,059,212
FHLMC 5.0000 05/01/2041 2,278,799 2,650,375
FHLMC 4.5000 05/01/2041 6,421,171 7,149,579
FHLMC 4.5000 05/01/2041 5,693,589 6,343,085
FHLMC 4.5000 05/01/2041 3,243,137 3,613,128
FHLMC 4.5000 05/01/2041 1,990,527 2,217,574
FHLMC 4.5000 05/01/2041 6,538,706 7,374,282
FHLMC 4.5000 06/01/2041 5,272,414 5,944,468
FHLMC 5.0000 07/01/2041 4,719,053 5,489,403
FHLMC 5.0000 07/01/2041 4,655,399 5,414,588
FHLMC 4.5000 07/01/2041 5,359,645 6,010,602
FHLMC 4.5000 08/01/2041 5,878,044 6,627,416
FHLMC 4.5000 09/01/2041 2,471,052 2,749,880
FHLMC 4.0000 09/01/2041 9,434,778 10,382,872
FHLMC 5.0000 10/01/2041 2,660,808 3,094,964
FHLMC 4.0000 10/01/2041 9,519,573 10,443,734
FHLMC 5.5000 05/01/2042 3,581,465 4,203,529
FHLMC 3.5000 06/01/2042 10,578,349 11,436,705
FHLMC 3.5000 06/01/2042 12,251,108 13,245,188
FHLMC 4.0000 06/01/2042 7,327 8,026
FHLMC 3.5000 07/01/2042 7,949,061 8,618,502
FHLMC 3.5000 08/01/2042 18,892,969 20,426,085
FHLMC 3.5000 09/01/2042 7,076,413 7,650,631
FHLMC 3.5000 11/01/2042 22,944,328 24,806,228
FHLMC 3.0000 11/01/2042 8,898,561 9,426,866
FHLMC 3.5000 12/01/2042 27,661,387 29,904,257
FHLMC 3.0000 01/01/2043 25,758,612 27,260,469
FHLMC 3.0000 02/01/2043 69,455,710 73,580,126
FHLMC 3.0000 08/01/2043 19,531,680 20,775,498
FHLMC 3.0000 08/01/2043 9,825,374 10,440,045
FHLMC 3.0000 09/01/2043 9,549,804 10,157,959
FHLMC 4.0000 11/01/2043 14,733,852 16,169,201
FHLMC 3.5000 11/01/2043 7,216,059 7,799,855
FHLMC 4.0000 12/01/2043 4,788,052 5,254,117
FHLMC 4.5000 01/01/2044 3,624,811 4,088,572
FHLMC 4.0000 01/01/2044 8,749,422 9,598,953
FHLMC 3.5000 01/01/2046 38,640,053 41,559,751
FHLMC 3.5000 02/01/2046 16,863,598 18,126,360
FHLMC 3.5000 03/01/2046 14,119,187 15,251,327
FHLMC 4.0000 03/01/2046 1,404,493 1,529,724
FHLMC 3.5000 03/01/2046 22,888,987 24,548,896
FHLMC 3.5000 03/01/2046 13,508,700 14,446,446
FHLMC 3.0000 04/01/2046 435,500 456,890
FHLMC 3.5000 06/01/2046 35,309,231 37,551,560
FHLMC 3.5000 09/01/2046 11,644,746 12,470,052
FHLMC 3.5000 11/01/2047 24,474,739 25,961,028
FHLMC 3.5000 03/01/2048 2,102,241 2,234,265
FHLMC 4.0000 06/01/2048 3,491,790 3,832,415
FHLMC 4.0000 07/01/2048 415,321 453,887
FHLMC 4.0000 09/01/2049 757,066 828,008
FHLMC 3.0000 01/01/2050 43,148,753 44,904,832
FHLMC 3.0000 02/01/2050 26,814,831 27,922,913
FHLMC 2.0000 07/01/2050 66,444,120 66,321,574
FHLMC 3.0000 09/01/2050 2,106,977 2,196,553
FHMS KG03 A2 1.2970 06/01/2030 630,000 599,669
FHMS KSG1 A2 1.5030 09/25/2030 570,000 551,320
FHMS Q014 A1 1.5550 01/25/2036 989,629 928,858
FHR 4096 KY 2.0000 08/15/2042 1,010,000 935,765
FHR 4239 OU 0.0000 07/15/2043 4,002,074 2,918,062
FHR 4257 DZ 2.5000 10/15/2043 1,805,232 1,822,737
FHR 4348 B 3.0000 06/15/2039 2,611,260 2,647,643
FHR 4462 ZA 3.0000 04/15/2045 1,193,964 1,254,094
FHR 4493 ZG 3.0000 07/15/2045 8,701,847 9,106,600

Global Fixed Income

85
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
FHR 4579 TZ 2.5000 11/15/2042 963,307 936,710
FHR 4737 CZ 3.0000 12/15/2047 1,206,231 1,207,684
FHR 4749 QO 0.0000 01/15/2043 650,434 540,480
FHR 4753 VZ 3.0000 12/15/2047 10,995,285 11,454,367
FHR 4763 QZ 3.0000 03/15/2048 10,967,865 11,194,504
FHR 4956 BA 3.0000 02/01/2045 31,204,001 31,528,451
FHR 5012 NB 1.0000 09/01/2050 48,583,580 45,312,574
FHR 5034 IJ 2.5000 11/25/2050 662,238 111,552
FHR 5038 HP 2.0000 11/25/2050 98,296,195 99,160,474
FHR 5051 MG 2.0000 12/25/2050 73,979,988 75,066,961
FHR 5071 ZT 1.5000 02/01/2051 1,507,339 1,057,449
FHR 5080 GP 1.0000 04/25/2050 49,573,157 49,173,216
FHS 326 350 3.5000 03/01/2044 338,943 355,527
FIDELITY NATIONAL INFORMATION SERVICES 0.6000 03/01/2024 15,000,000 14,918,008
FIDELITY NATIONAL INFORMATION SERVICES 1.1500 03/01/2026 35,000,000 34,445,184
FIREEYE INC 0.8750 06/01/2024 4,651,000 5,238,189
FISERV INC 3.5000 07/01/2029 25,000,000 26,948,162
FISERV INC 4.4000 07/01/2049 20,000,000 23,011,295
FIVE CORNERS FUNDING TRUST 2.8500 05/15/2030 61,325,000 63,157,956
FKH 2020-SFR2 A 1.2660 10/19/2037 19,955,858 19,759,981
FLORIDA POWER & LIGHT COMPANY 0.5985 07/28/2023 15,000,000 15,000,325
FLORIDA STATE BOARD OF ADMINSTRATION FINANCE CORP REVENUE BOND - SERIES A 1.2580 07/01/2025 35,000,000 35,324,650
FMMV M061 A 1.7613 09/15/2038 1,125,000 1,114,885
FNA 2018-M4 A2 3.1470 03/25/2028 7,105,000 7,780,430
FNA 2019-M1 A2 3.6730 09/25/2028 6,500,000 7,319,111
FNA 2020-M1 A2 2.4440 09/25/2029 1,595,000 1,669,677
FNA 2020-M20 A2 1.4350 10/01/2029 1,280,000 1,244,454
FNA 2021-M1G A2 1.5606 11/25/2030 1,000,000 962,461
FNCI 2.5000 03/01/2035 28,358,971 29,506,184
FNCL 2.5000 03/01/2047 3,496,179 3,600,209
FNCL 3.5000 01/01/2048 2,308,800 2,489,257
FNCL 3.5000 04/01/2048 1,279,844 1,356,357
FNCL 4.0000 04/01/2048 841,047 904,727
FNCL 3.5000 08/01/2048 16,594,019 17,506,215
FNCL 3.5000 07/01/2049 23,267,278 24,544,921
FNCL APRIL 21 (TBA) 2.5000 07/25/2050 5,000,000 5,127,246
FNMA 7.5000 09/01/2022 25,092 25,930
FNMA 7.0000 02/01/2023 30,416 30,880
FNMA 7.0000 03/01/2023 49,789 51,207
FNMA 6.5000 07/01/2023 42,440 47,636
FNMA 6.5000 09/01/2023 41,629 46,726
FNMA 6.0000 11/01/2023 112,872 126,610
FNMA 6.5000 11/01/2023 43,270 48,567
FNMA 6.5000 12/01/2023 50,158 56,299
FNMA 6.0000 01/01/2024 71,545 80,252
FNMA 6.0000 02/01/2024 52,551 58,947
FNMA 6.5000 03/01/2024 70,848 79,522
FNMA 7.0000 05/01/2025 69,645 73,010
FNMA 6.5000 09/01/2025 94,269 105,811
FNMA 6.0000 09/01/2025 150,862 169,244
FNMA 6.0000 10/01/2025 92,114 103,325
FNMA 6.0000 11/01/2025 75,556 84,752
FNMA 3.5000 08/01/2026 2,339,657 2,496,460
FNMA 3.0000 03/01/2027 9,158,730 9,679,575
FNMA 3.5000 04/01/2027 5,735,089 6,112,569
FNMA 3.0000 04/01/2027 9,395,716 9,916,548
FNMA 3.0000 05/01/2027 11,500,682 12,156,042
FNMA 2.5000 08/01/2027 13,776,621 14,386,656
FNMA 3.4000 02/01/2033 7,500,000 8,249,081
FNMA 5.0000 05/01/2033 982,177 1,128,881
FNMA 5.0000 09/01/2033 1,078,905 1,225,705
FNMA 5.0000 11/01/2033 5,247,424 6,067,245
FNMA 6.0000 08/01/2034 530,033 633,033
FNMA 5.5000 09/01/2034 1,113,425 1,302,406
FNMA 3.1600 01/01/2035 3,500,000 3,744,094
FNMA 5.0000 04/01/2035 844,437 980,008
FNMA 5.0000 06/01/2035 524,557 609,154
FNMA 3.5000 06/01/2035 13,099,191 14,084,695
FNMA 3.5000 07/01/2035 13,612,473 14,494,902
FNMA 3.0000 07/01/2035 20,494,965 21,558,210
FNMA 3.5000 07/01/2035 15,987,516 17,189,236
FNMA 3.5000 08/01/2035 8,313,979 8,822,598
FNMA 5.0000 10/01/2035 2,416,212 2,808,887
FNMA 5.0000 10/01/2035 1,549,590 1,801,938
FNMA 3.5000 10/01/2035 16,022,761 17,225,863
FNMA 3.5000 11/01/2035 15,805,968 16,990,335
FNMA 5.0000 11/01/2035 3,640,148 4,229,398
FNMA 3.5000 11/01/2035 14,611,687 15,695,644
FNMA 5.5000 12/01/2035 689,717 807,355
FNMA 2.5000 01/01/2036 1,355,320 1,414,910
FNMA 2.0000 01/01/2036 2,046,733 2,101,689
FNMA 3.5000 02/01/2036 13,054,387 14,025,707
FNMA 6.0000 06/01/2036 446,507 514,295
FNMA 6.0000 06/01/2036 485,862 552,586
FNMA 5.0000 07/01/2036 1,156,630 1,343,790
FNMA 5.0000 12/01/2036 7,139,566 8,300,348
FNMA 3.2600 12/01/2037 3,000,000 3,276,313
FNMA 5.5000 06/01/2038 2,644,245 3,105,425
FNMA 2.5000 07/01/2040 63,315,922 65,183,689
FNMA 4.5000 12/01/2040 603,214 679,337
FNMA 4.5000 05/01/2041 1,137,328 1,274,110
FNMA 6.0000 07/01/2041 211,282 251,569
FNMA 4.0000 11/01/2041 4,139,313 4,539,888

Global Fixed Income

86
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
FNMA 4.5000 11/01/2041 733,979 823,388
FNMA 3.5000 05/01/2042 11,571,769 12,505,887
FNMA 3.5000 07/01/2042 16,331,484 17,649,881
FNMA 3.5000 08/01/2042 22,154,234 23,942,716
FNMA 3.5000 08/01/2042 3,936,295 4,254,055
FNMA 4.0000 09/01/2042 52,860 57,958
FNMA 4.5000 09/01/2042 5,289 5,935
FNMA 3.0000 12/01/2042 8,763,231 9,323,087
FNMA 3.0000 01/01/2043 16,316,481 17,260,090
FNMA 3.0000 06/01/2043 8,231,333 8,716,922
FNMA 3.7700 07/01/2043 3,752,399 4,251,387
FNMA 3.5000 11/01/2043 10,251,934 11,095,424
FNMA 4.5000 12/01/2043 25,380 28,492
FNMA 5.0000 11/01/2044 3,295,020 3,818,633
FNMA 3.5000 12/01/2044 97,836,765 106,702,986
FNMA 4.0000 01/01/2045 11,731 12,931
FNMA 4.0000 02/01/2045 2,786,366 3,083,670
FNMA 3.5000 08/01/2045 2,650,442 2,834,441
FNMA 4.5000 10/01/2045 1,525,508 1,707,858
FNMA 3.5000 10/01/2045 13,714,183 14,709,633
FNMA 3.5000 11/01/2045 40,131,979 43,196,218
FNMA 3.5000 12/01/2045 15,635,059 16,767,807
FNMA 3.5000 12/01/2045 8,505,521 9,095,234
FNMA 3.5000 02/01/2046 42,625,953 45,708,393
FNMA 3.5000 04/01/2046 36,307,844 38,918,915
FNMA 3.5000 05/01/2046 24,952,539 26,659,770
FNMA 3.5000 05/01/2046 48,649,352 51,975,725
FNMA 3.5000 05/01/2046 16,756,111 17,852,361
FNMA 3.5000 06/01/2046 15,615,016 16,693,116
FNMA 3.5000 06/01/2046 16,730,811 17,949,956
FNMA 3.5000 06/01/2046 10,867,474 11,653,762
FNMA 3.0000 07/01/2046 36,346,370 38,374,389
FNMA 3.5000 08/01/2046 401,756 434,540
FNMA 3.0000 12/01/2046 48,502,210 50,933,562
FNMA 3.5000 01/01/2047 1,024,125 1,089,661
FNMA 3.5000 04/01/2047 27,062,308 28,686,607
FNMA 3.5000 06/01/2047 15,666,531 16,631,923
FNMA 4.0000 06/01/2047 4,346,298 4,702,158
FNMA 4.0000 07/01/2047 16,536,962 17,833,458
FNMA 3.5000 08/01/2047 39,750,458 42,182,081
FNMA 3.5000 08/01/2047 6,445,770 6,809,122
FNMA 3.5000 08/01/2047 21,517,399 22,761,131
FNMA 4.0000 09/01/2047 18,091,878 19,553,365
FNMA 4.0000 09/01/2047 378,993 408,936
FNMA 4.0000 10/01/2047 151,119 162,288
FNMA 4.0000 10/01/2047 21,103,349 22,766,287
FNMA 4.5000 11/01/2047 76,397 84,891
FNMA 4.0000 11/01/2047 19,834,562 21,398,591
FNMA 3.5000 11/01/2047 28,890,687 30,641,938
FNMA 4.0000 12/01/2047 63,365 69,620
FNMA 4.0000 12/01/2047 225,114 242,964
FNMA 3.5000 01/01/2048 40,446,439 42,749,972
FNMA 3.5000 01/01/2048 418,405 443,673
FNMA 4.0000 02/01/2048 1,459,280 1,569,547
FNMA 3.7340 02/01/2048 2,112,075 2,310,814
FNMA 4.0000 02/01/2048 25,862,653 27,828,857
FNMA 3.5000 03/01/2048 2,118,426 2,245,889
FNMA 4.5000 06/01/2048 11,181,988 12,201,068
FNMA 4.0000 06/01/2048 1,899,412 2,042,163
FNMA 4.0000 09/01/2048 14,165,549 15,190,594
FNMA 4.0000 10/01/2048 16,915,842 18,093,894
FNMA 3.0000 11/01/2048 1,459,393 1,520,679
FNMA 4.5000 11/01/2048 22,032,216 24,042,716
FNMA 4.0000 04/01/2049 18,963,813 20,339,721
FNMA 3.0000 10/01/2049 31,817,093 33,133,227
FNMA 3.0000 11/01/2049 1,021,025 1,065,154
FNMA 3.0000 11/01/2049 22,352,357 23,264,495
FNMA 4.0000 11/01/2049 24,536,081 26,307,766
FNMA 3.0000 12/01/2049 2,697,323 2,834,733
FNMA 3.0000 01/01/2050 20,596,122 21,119,994
FNMA 3.0000 01/01/2050 406,966 424,938
FNMA 3.0000 02/01/2050 21,439,832 21,863,461
FNMA 3.0000 07/01/2050 8,257,146 8,784,866
FNMA 2.0000 07/01/2050 174,108,103 173,717,013
FNMA 2.5000 07/01/2050 81,637,128 83,792,647
FNMA 2.0000 07/01/2050 67,831,877 67,678,838
FNMA 2.0000 10/01/2050 96,389,909 96,173,395
FNMA 2.0000 11/01/2050 3,782,391 3,773,857
FNMA 2.5000 12/01/2050 1,282,916 1,328,636
FNMA 2.0000 12/01/2050 545,985 545,872
FNMA 2.0000 01/01/2051 593,776 592,442
FNMA 2.5000 01/01/2051 295,441 303,242
FNMA 2.5000 01/01/2051 6,941,955 7,125,248
FNMA 2.0000 02/01/2051 1,242,044 1,239,239
FNR 2013-63 DZ 2.5000 06/25/2043 1,612,198 1,614,848
FNR 2014-21 GZ 3.0000 04/25/2044 1,233,355 1,271,662
FNR 2014-65 CB 3.0000 10/25/2044 7,700,000 8,168,215
FNR 2015-12 LZ 3.5000 03/25/2045 958,596 1,000,872
FNR 2015-67 PO 0.0000 09/25/2043 1,036,402 1,026,182
FNR 2016-21 BZ 3.0000 04/25/2046 3,484,850 3,666,123
FNR 2016-64 SA 5.8914 09/25/2046 4,500,578 981,668
FNR 2017-72 DZ 2.5000 09/25/2047 2,029,889 1,925,368
FNR 2018-15 NZ 3.0000 03/25/2048 13,374,305 13,722,905

Global Fixed Income

87
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
FNR 2018-16 TV 3.0000 05/25/2041 7,510,000 7,931,349
FNR 2018-21 PO 0.0000 04/25/2048 1,045,106 916,514
FNR 2018-9 GZ 3.0000 02/25/2048 1,418,428 1,384,440
FNR 2019-78 ZB 3.0000 01/25/2050 282,380 294,330
FNR 2020-77 M 2.0000 09/25/2045 95,723,743 98,029,048
FNR 2020-84 AD 1.5000 12/25/2050 97,951,035 92,649,102
FNR 2020-87 AB 1.0000 12/25/2050 72,483,766 65,285,635
FNR 2021-10 BG 1.5000 03/25/2051 99,279,072 93,728,746
FNR 2021-21 BZ 2.0000 04/25/2051 9,000,000 8,574,477
FOCUS 2017-1A A2IB 3.8570 04/30/2047 511,000 516,230
FORD FOUNDATION 2.4150 06/01/2050 16,900,000 15,191,378
FORD FOUNDATION 2.8150 06/01/2070 32,000,000 28,679,167
FORD MOTOR COMPANY 0.0000 03/15/2026 7,161,000 7,232,610
FORD MOTOR CREDIT COMPANY LLC 2.9790 08/03/2022 43,000,000 43,645,000
FORD MOTOR CREDIT COMPANY LLC 3.6640 09/08/2024 19,732,000 20,422,719
FORDR 2017-2 A 2.3600 03/15/2029 50,000,000 51,424,510
FORDR 2020-2 A 1.0600 04/15/2033 58,750,000 58,204,136
FORT KNOX MILITARY HOUSING PRIVATIZATION PROJECT 5.8150 02/15/2052 26,923,496 29,734,106
FORTIVE CORP 0.8750 02/15/2022 6,587,000 6,677,391
FORTUNE BRANDS HOME & SECURITY INC 3.2500 09/15/2029 51,000,000 53,092,806
FRESENIUS MEDICAL CARE US FINANCE III INC 2.3750 02/16/2031 30,000,000 28,597,015
FRETE 2021-ML08 TRUST SUSTAINABILITY BONDS 1.8770 07/25/2037 999,194 994,103
FSMT 2018-6RR 1A1 4.0000 10/25/2048 15,408,005 15,908,765
FSMT 2020-1INV A15 3.0000 03/25/2050 11,380,050 11,628,236
FSMT 2020-1INV A3 3.0000 03/25/2050 32,379,624 33,165,481
FSMT 2020-2 A2 3.0000 08/25/2050 31,911,842 32,007,252
GALXY 2015-20A AR 1.2240 04/20/2031 35,000,000 34,954,395
GALXY 2015-20A BR 1.5740 04/20/2031 15,000,000 14,939,175
GENERAL DYNAMICS CORP 2.2500 11/15/2022 15,000,000 15,401,898
GENERAL MILLS INC 2.8750 04/15/2030 400,000 412,658
GENERAL MOTORS FINANCIAL COMPANY INC 3.9500 04/13/2024 33,000,000 35,513,300
GENERAL MOTORS FINANCIAL COMPANY INC 4.0000 01/15/2025 10,000,000 10,858,827
GFORT 2020-2 A 0.6900 10/15/2025 23,000,000 23,068,276
GILEAD SCIENCES INC 1.2000 10/01/2027 10,000,000 9,581,363
GILEAD SCIENCES INC 1.6500 10/01/2030 20,000,000 18,758,691
GILEAD SCIENCES INC 2.6000 10/01/2040 21,075,000 19,355,852
GILEAD SCIENCES INC 4.1500 03/01/2047 17,000,000 18,848,424
GILEAD SCIENCES INC 2.8000 10/01/2050 1,000,000 884,527
GLOBAL PAYMENTS INC 3.2000 08/15/2029 25,000,000 26,313,507
GLOBAL PAYMENTS INC 4.1500 08/15/2049 15,000,000 16,319,289
GMALT 2020-1 A3 1.6700 12/20/2022 25,000,000 25,242,543
GMCAR 2020-2 A2B 1.1561 03/16/2023 6,560,387 6,577,366
GMCAR 2020-2 A3 1.4900 12/16/2024 6,000,000 6,090,847
GNMA 6.5000 02/15/2024 93,268 104,150
GNMA 6.5000 03/15/2024 73,934 82,560
GNMA 6.5000 03/15/2024 155,933 174,125
GNMA 7.0000 04/15/2024 85,118 89,344
GNMA 8.5000 11/15/2024 88,558 95,573
GNMA 5.5000 11/15/2038 979,000 1,153,692
GNMA 4.0000 08/15/2040 9,257,016 10,150,543
GNMA 4.0000 10/15/2040 20,548,821 22,597,005
GNMA 5.0000 12/15/2040 5,573,009 6,488,837
GNMA 4.0000 03/15/2041 9,454,546 10,469,140
GNMA 4.5000 03/15/2041 5,459,046 6,131,279
GNMA 4.5000 04/15/2041 7,532,399 8,473,276
GNMA 4.0000 07/15/2041 6,292,960 6,897,912
GNMA 5.0000 07/15/2041 6,349,883 7,392,259
GNMA 5.0000 11/15/2041 3,558,611 4,129,662
GNMA 4.0000 02/15/2042 9,999,336 11,061,787
GNMA 3.0000 04/01/2050 339,841 353,189
GNMA II 5.5000 05/20/2037 415,651 487,450
GNMA II 5.5000 09/20/2038 507,070 594,142
GNMA II 5.5000 10/20/2038 986,504 1,139,286
GNMA II 5.5000 01/20/2039 2,908,169 3,408,287
GNMA II 5.0000 10/20/2039 1,890,516 2,173,043
GNMA II 5.0000 02/20/2041 1,179,060 1,355,554
GNMA II 4.5000 03/20/2041 17,590,406 19,725,128
GNMA II 4.5000 04/20/2041 19,120,504 21,440,965
GNMA II 5.0000 04/20/2041 8,226,884 9,457,191
GNMA II 5.0000 06/20/2041 5,114,490 5,879,047
GNMA II 4.5000 07/20/2041 10,454,258 11,723,049
GNMA II 4.5000 08/20/2041 2,420,895 2,714,713
GNMA II 4.5000 09/20/2041 4,567,201 5,121,519
GNMA II 5.0000 10/20/2041 2,159,030 2,481,908
GNMA II 4.5000 11/20/2041 3,556,240 3,987,919
GNMA II 4.0000 05/20/2042 13,405,258 14,962,959
GNMA II 4.0000 06/20/2042 12,548,624 14,002,072
GNMA II 3.5000 05/20/2045 661,980 707,929
GNMA II 4.0000 10/20/2045 1,898,955 2,000,386
GNMA II 3.5000 05/20/2046 2,270,593 2,439,458
GNMA II 3.0000 08/01/2050 487,931 524,313
GNMA II 3.0000 08/01/2050 779,782 836,433
GNMA II 3.0000 08/01/2050 340,413 364,256
GNMA II 3.5000 08/01/2050 212,511 234,925
GNMA II 3.5000 08/01/2050 252,235 278,003
GNMA II 3.5000 08/01/2050 326,066 356,593
GNMA II 3.0000 08/20/2050 480,322 500,586
GNMA II 2.0000 09/20/2050 15,405 15,559
GNMA II 3.5000 10/20/2050 117,911 130,246
GNMA II 2.0000 12/20/2050 2,482 2,506
GNMA II 2.5000 12/20/2050 23,407 24,155
GNMA II 2.0000 01/20/2051 2,292 2,314
GNMA II 2.5000 03/20/2051 790,000 829,166

Global Fixed Income

88
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
GNMA II 2.0000 04/20/2051 3,175,000 3,205,216
GNMA II 2.5000 04/20/2051 4,190,000 4,324,949
GNR 2011-69 SE 5.2841 05/20/2041 7,539,522 1,459,989
GNR 2012-113 BZ 3.0000 09/01/2042 2,314,708 2,395,573
GNR 2012-113 ZD 3.0000 09/01/2042 2,128,584 2,293,674
GNR 2014-12 ZB 3.0000 01/16/2044 15,896,963 16,873,971
GNR 2016-93 AB 1.7500 07/01/2044 6,870,892 6,623,836
GNR 2017-17 BZ 3.0000 02/20/2047 3,116,337 3,263,098
GNR 2017-179 QZ 3.0000 12/20/2047 1,482,236 1,466,142
GNR 2017-182 NZ 3.0000 12/16/2047 1,075,534 1,103,199
GNR 2017-192 DZ 2.5000 12/20/2047 1,133,449 1,126,977
GNR 2018-27 KY 3.5000 02/20/2048 1,608,166 1,706,133
GNR 2019-121 DZ 2.5000 10/20/2049 4,690,611 4,569,113
GNR 2021-42 SB 6.2439 03/20/2051 3,524,000 960,428
GNR 2021-46 DS 2.6433 03/20/2051 8,519,834 821,365
GNR 2021-46 SA 2.6433 03/20/2051 10,998,856 969,704
GNR 2021-46 SC 2.6433 03/20/2051 11,000,000 1,038,555
GOLDMAN SACHS GROUP INC 2.8760 10/31/2022 45,500,000 46,104,587
GOLDMAN SACHS GROUP INC 0.4400 01/27/2023 26,000,000 25,992,996
GOLDMAN SACHS GROUP INC 0.5230 03/08/2023 68,500,000 68,503,293
GOLDMAN SACHS GROUP INC 0.6730 03/08/2024 85,000,000 84,930,114
GOLDMAN SACHS GROUP INC 0.8550 02/12/2026 1,000,000 982,544
GOLDMAN SACHS GROUP INC 1.3638 05/15/2026 47,000,000 47,691,088
GOLDMAN SACHS GROUP INC 3.5000 11/16/2026 18,000,000 19,501,263
GOLDMAN SACHS GROUP INC 1.9685 10/28/2027 24,890,000 26,047,090
GOODG 2020-1A A 2.6300 04/15/2055 37,569,279 38,587,542
GRAND PARKWAY TRANSPORTATION CORP TOLL REVENUE BOND 3.2360 10/01/2052 25,000,000 25,135,353
GRANT COUNTY WA PUBLIC UTILITY DISTRICT #2 PRIEST RAPIDS HYDROELECTRIC PROJECT REVENUE BOND - SERIES Z 3.2100 01/01/2040 1,000,000 1,045,671
GRANT COUNTY WA PUBLIC UTILITY DISTRICT #2 PRIEST RAPIDS HYDROELECTRIC PROJECT REVENUE BOND - SERIES Z-2 1.5440 01/01/2023 1,200,000 1,226,345
GREAT LAKES MI WATER AUTHORITY SEWAGE DISPOSAL SYSTEM REVENUE REFUNDING SENIOR LIEN - SERIES A 3.0560 07/01/2039 940,000 956,990
GREAT LAKES MI WATER AUTHORITY SEWAGE DISPOSAL SYSTEM REVENUE REFUNDING SENIOR LIEN - SERIES C 3.4730 07/01/2041 1,330,000 1,410,024
GSMBS 2018-RPL1 A1A 3.7500 10/25/2057 30,357,740 32,096,164
GSMBS 2019-PJ2 A1 4.0000 11/25/2049 10,715,820 10,794,511
GSMBS 2019-PJ3 A1 3.5000 03/25/2050 4,769,896 4,878,828
GSMBS 2019-PJ3 A6 3.5000 03/25/2050 4,837,484 4,858,042
GSMBS 2020-PJ1 A1 3.5000 05/01/2050 15,101,762 15,232,060
GSMBS 2020-PJ1 A6 3.5000 05/01/2050 3,629,767 3,639,037
GSMBS 2020-PJ2 A1 3.5000 07/25/2050 14,785,846 14,965,172
GSMBS 2020-PJ2 A4 3.5000 07/01/2050 135,537 136,817
GSMBS 2020-PJ2 A6 3.5000 07/25/2050 16,190,736 16,284,196
GSMBS 2020-PJ3 A14 3.0000 10/01/2050 22,570,543 22,899,396
GSMBS 2020-PJ4 A1 2.5000 01/25/2051 34,815,373 34,972,251
GSMBS 2021-PJ1 A2 2.5000 06/25/2051 49,409,611 50,017,646
GSMS 2011-GC5 A4 3.7070 08/10/2044 4,267,786 4,274,397
GSMS 2012-GCJ7 A4 3.3770 05/10/2045 14,878,795 14,971,216
GSMS 2013-GC10 A5 2.9430 02/10/2046 10,000,000 10,355,228
GSMS 2013-GC12 A4 3.1350 06/10/2046 19,000,000 19,837,079
GSMS 2016-GS2 A4 3.0500 05/10/2049 1,620,000 1,729,081
GSMS 2017-375H A 3.5911 09/10/2037 45,000,000 48,603,587
GSMS 2017-485L A 3.7210 02/10/2037 30,000,000 32,664,918
GSMS 2017-485L B 3.8710 02/10/2037 10,000,000 10,704,286
GSMS 2019-SOHO B 1.2560 06/15/2036 37,000,000 37,042,968
HALOZYME THERAPEUTICS INC 0.2500 03/01/2027 3,380,000 3,077,913
HALST 2020-A A3 1.9500 07/17/2023 15,000,000 15,186,252
HART 2017-B C 2.4400 05/15/2024 2,106,000 2,133,746
HART 2020-A A2 1.5100 04/17/2023 25,663,897 25,801,299
HEALTH CARE SERVICE CORP 2.2000 06/01/2030 16,000,000 15,739,504
HERO 2020-1A A 2.5900 09/20/2057 851,788 861,881
HERO 2021-1A A 2.2400 09/20/2051 5,000,000 5,029,981
HERTZ 2018-1A A 3.2900 02/25/2024 78,678 78,893
HERTZ 2018-2A A 3.6500 06/27/2022 3,906,452 3,924,557
HGVT 2018-AA A 3.5400 02/25/2032 9,067,866 9,557,278
HGVT 2019-AA A 2.3400 07/25/2033 342,936 353,487
HILT 2016-SFP A 2.8284 11/05/2035 30,000,000 30,018,510
HLA 2015-1A B1R 1.7734 04/20/2027 16,750,000 16,750,687
HLA 2015-1A B2R 1.7734 04/20/2027 8,250,000 8,250,338
HLA 2015-1A CR 2.2234 04/20/2027 23,250,000 23,056,444
HLA 2015-1A D 4.0234 04/20/2027 30,000,000 28,225,740
HLA 2015-3A A2R 1.5734 10/18/2027 47,500,000 47,198,328
HLA 2015-3A BR 2.0234 10/18/2027 25,935,000 25,679,255
HLA 2015-3A C 4.1234 10/18/2027 34,000,000 32,777,802
HLA 2017-1A A2 2.0178 06/25/2029 5,000,000 4,983,650
HLA 2017-1A B 2.9678 06/25/2029 15,300,000 15,206,288
HLA 2017-1A BR 2.4258 06/25/2029 20,300,000 20,302,132
HOLLYFRONTIER CORP 5.8750 04/01/2026 25,000,000 28,325,867
HOME DEPOT INC 2.5000 04/15/2027 475,000 500,828
HOME DEPOT INC 2.7000 04/15/2030 500,000 518,251
HONEYWELL INTERNATIONAL INC 0.4830 08/19/2022 25,000,000 25,022,909
HONK 2018-1A A2 4.7390 04/20/2048 1,667,838 1,770,877
HONK 2019-2A A2 3.9810 10/20/2049 133,313 138,196
HONOLULU HI CITY AND COUNTY GENERAL OBLIGATION BOND 3.7530 09/01/2030 1,000,000 1,126,843
HPEFS 2021-1A A2 0.2700 03/20/2031 15,000,000 14,997,809
HSBC HOLDINGS PLC 3.2620 03/13/2023 40,000,000 40,981,714
HSBC HOLDINGS PLC 1.6450 04/18/2026 15,000,000 15,003,557
HSBC HOLDINGS PLC 2.0130 09/22/2028 50,000,000 49,104,265
HY 2016-10HY A 2.8350 08/10/2038 1,270,000 1,333,181
IBM CORP 3.0000 05/15/2024 20,000,000 21,443,232
ILLUMINA INC 0.0000 08/15/2023 5,845,000 6,933,631
ING GROEP NV 1.4000 07/01/2026 1,700,000 1,690,558
INNOVIVA INC 2.1250 01/15/2023 5,091,000 5,094,182
INSMED INC 1.7500 01/15/2025 1,981,000 2,205,051
INSTR 2021-1A A 2.3000 02/15/2054 6,974,016 6,837,330
INTEGRA LIFESCIENCES HOLDINGS CORP 0.5000 08/15/2025 4,332,000 4,816,751

Global Fixed Income

89
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
INTEL CORP 4.0000 12/15/2032 37,000,000 42,701,756
INTEL CORP 3.7340 12/08/2047 35,063,000 37,657,807
INTEL CORP 3.1000 02/15/2060 41,000,000 38,573,229
INTER-AMERICAN DEVELOPMENT BANK 3.0000 09/26/2022 1,000,000 1,040,930
INTERCEPT PHARMACEUTICALS INC 3.2500 07/01/2023 4,563,000 3,713,369
INTERCONTINENTAL EXCHANGE INC 0.8339 06/15/2023 82,000,000 82,138,580
INTERDIGITAL INC 2.0000 06/01/2024 3,264,000 3,462,048
INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT 0.1400 01/13/2023 1,262,000 1,262,602
INTERNATIONAL FINANCE CORP 2.0000 10/24/2022 1,462,000 1,502,505
INTERNATIONAL FINANCE CORP 0.5000 03/20/2023 1,000,000 1,003,247
INTERNATIONAL FINANCE CORP 2.1250 04/07/2026 610,000 642,196
INTERSTATE POWER & LIGHT COMPANY 3.2500 12/01/2024 20,235,000 21,832,831
INTERSTATE POWER & LIGHT COMPANY 3.4000 08/15/2025 21,043,000 22,634,783
INTERSTATE POWER & LIGHT COMPANY 3.5000 09/30/2049 22,500,000 22,082,365
IONIS PHARMACEUTICALS INC 0.1250 12/15/2024 7,920,000 7,561,057
ITRON INC 0.0000 03/15/2026 3,048,000 3,036,570
JABIL INC 3.6000 01/15/2030 2,500,000 2,616,446
JACK 2019-1A A2I 3.9820 08/25/2049 228,275 234,121
JDOT 2020-B A3 0.5100 11/15/2024 15,000,000 15,033,269
JETBLUE AIRWAYS CORP 0.5000 04/01/2026 1,221,000 1,341,635
JMIKE 2019-1A A2 4.4330 02/15/2050 492,000 520,123
JOHNSON & JOHNSON 0.9500 09/01/2027 30,000,000 29,143,961
JOHNSON & JOHNSON 1.3000 09/01/2030 30,000,000 28,133,939
JOHNSON & JOHNSON 3.5500 03/01/2036 25,000,000 27,889,037
JOHNSON & JOHNSON 3.6250 03/03/2037 22,500,000 25,367,060
JOHNSON & JOHNSON 3.7000 03/01/2046 5,000,000 5,571,385
JOHNSON & JOHNSON 3.7500 08/15/2047 19,790,000 22,443,149
JOHNSON CONTROLS INTERNATIONAL PLC/TYCO FIRE & SECURITY FINANCE SCA 1.7500 09/15/2030 1,050,000 984,016
JPMBB 2014-C23 C 4.4716 09/15/2047 254,882 263,050
JPMBB 2016-C1 A5 3.5761 03/15/2049 1,000,000 1,092,122
JPMCC 2013-C10 A3 3.1425 12/15/2047 15,718,085 16,326,461
JPMCC 2013-C13 A4 3.9936 01/15/2046 8,210,886 8,741,339
JPMCC 2014-C19 A3 3.6694 04/15/2047 15,000,000 15,032,475
JPMCC 2016-NINE A 2.9492 10/06/2038 87,724,000 92,795,096
JPMCC 2020-609M A 1.4760 10/15/2033 24,000,000 24,059,758
JPMCC 2020-609M B 1.8760 10/15/2033 16,000,000 16,044,810
JPMCC 2020-ACE B 3.6401 01/01/2037 23,000,000 23,632,944
JPMCC 2020-MKST C 1.3560 12/15/2036 9,500,000 9,320,840
JPMDB 2016-C2 A4 3.1439 06/15/2049 15,710,000 16,754,658
JPMMT 2019-3 A3 4.0000 09/25/2049 2,279,766 2,330,533
JPMMT 2019-3 A4 4.0000 11/25/2049 6,009,645 6,172,853
JPMMT 2019-6 A3 3.5000 12/25/2049 17,551,977 17,855,505
JPMMT 2019-6 A4 3.5000 12/25/2049 2,735,935 2,737,549
JPMMT 2019-8 A3 3.5000 03/25/2050 18,451,265 18,828,234
JPMMT 2019-8 A4 3.5000 03/25/2050 7,935,080 7,977,991
JPMMT 2019-INV1 A11 1.0586 10/25/2049 62,997 63,443
JPMMT 2020-1 A3 3.5000 11/02/2043 24,229,158 24,725,182
JPMMT 2020-1 A4 3.5000 12/01/2026 15,638,895 15,752,080
JPMMT 2020-1 B2 3.8894 06/25/2050 97,657 102,060
JPMMT 2020-2 A3 3.5000 07/25/2050 23,606,808 24,060,507
JPMMT 2020-2 A4 3.5000 07/25/2050 14,809,059 14,939,097
JPMMT 2020-3 A3A 3.0000 11/25/2049 28,292,120 28,828,114
JPMMT 2020-4 A3A 2.5000 11/01/2050 12,895,360 13,010,206
JPMMT 2020-4 A4A 2.5000 11/01/2050 8,860,507 8,902,819
JPMMT 2020-5 A3A 2.5000 12/01/2050 34,122,161 34,401,325
JPMMT 2020-5 A4 3.0000 12/01/2050 22,053,616 22,353,640
JPMMT 2020-7 A3A 2.5000 01/25/2051 36,012,145 36,260,664
JPMMT 2020-7 A4 3.0000 01/25/2051 31,777,312 32,296,296
JPMMT 2020-8 A3 3.0000 03/25/2051 39,531,660 40,527,660
JPMMT 2020-INV1 A11 0.9476 08/25/2050 16,568,249 16,679,072
JPMMT 2020-INV1 A3 3.5000 08/01/2050 18,592,835 19,134,991
JPMMT 2020-INV1 A4 3.5000 08/01/2050 18,079,404 18,401,767
JPMMT 2020-INV2 A3 3.0000 10/01/2050 20,622,371 21,013,062
JPMMT 2020-INV2 A4 3.0000 10/01/2050 14,580,266 15,019,380
JPMMT 2020-LTV2 A3A 2.5000 11/25/2050 50,190,396 50,995,872
JPMMT 2020-LTV2 A4 3.0000 11/25/2050 18,680,478 18,958,949
JPMMT 2021-1 A3 2.5000 06/25/2051 48,981,768 49,540,454
JPMMT 2021-1 A3A 2.0000 06/25/2051 48,981,768 48,408,123
JPMMT 2021-3 A3 2.5000 07/01/2051 72,246,634 73,157,375
JPMMT 2021-3 A4 2.5000 07/01/2051 73,917,694 76,023,683
JPMMT 2021-4 A3 2.5000 08/25/2051 75,000,000 75,969,728
JPMMT 2021-4 A4 2.5000 08/25/2051 25,000,000 25,712,890
JPMORGAN CHASE & COMPANY 3.4388 07/01/2021 53,813,000 53,570,842
JPMORGAN CHASE & COMPANY 4.6250 09/15/2022 10,000,000 9,859,167
JPMORGAN CHASE & COMPANY 0.5900 03/16/2024 1,119,000 1,122,035
JPMORGAN CHASE & COMPANY 4.6000 02/01/2025 40,000,000 40,464,000
JPMORGAN CHASE & COMPANY 0.5630 02/16/2025 950,000 942,866
JPMORGAN CHASE & COMPANY 4.0000 04/01/2025 20,000,000 19,805,000
JPMORGAN CHASE & COMPANY 2.9500 10/01/2026 36,000,000 38,488,134
JPMORGAN CHASE & COMPANY 1.0450 11/19/2026 51,000,000 49,790,420
JPMORGAN CHASE & COMPANY 4.1250 12/15/2026 45,000,000 50,645,904
JPMORGAN CHASE & COMPANY 2.7390 10/15/2030 2,000,000 2,025,824
JPMORGAN CHASE & COMPANY 2.9560 05/13/2031 904,000 919,415
JPMORGAN CHASE & COMPANY 5.1500 12/29/2049 25,000,000 25,860,000
JPMORGAN CHASE & COMPANY 5.0000 12/29/2049 53,000,000 54,788,750
JPMORGAN CHASE FINANCIAL (VOYA FINANCIAL INC) 0.2500 05/01/2023 7,970,000 8,826,775
KAISER FOUNDATION HOSPITALS 3.1500 05/01/2027 1,000,000 1,090,528
KAISER FOUNDATION HOSPITALS 4.8750 04/01/2042 1,025,000 1,299,504
KCOT 2020-1A A2 1.9200 12/15/2022 12,030,088 12,101,269
KCOT 2020-1A A3 1.9600 03/15/2024 11,000,000 11,249,216
KCOT 2020-2A A3 0.5900 10/15/2024 22,000,000 22,053,557
KELLOGG COMPANY 2.6500 12/01/2023 33,334,000 35,015,863
KELLOGG COMPANY 3.4000 11/15/2027 49,960,000 54,035,525

Global Fixed Income

90
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
KEURIG DR PEPPER INC 4.0570 05/25/2023 12,562,000 13,477,142
KEURIG DR PEPPER INC 3.1300 12/15/2023 25,500,000 27,055,810
KEURIG DR PEPPER INC 0.7500 03/15/2024 35,000,000 34,994,528
KEYCORP 2.5500 10/01/2029 1,000,000 1,011,722
KILROY REALTY LP 4.7500 12/15/2028 50,000,000 56,532,116
KILROY REALTY LP 2.5000 11/15/2032 13,835,000 12,981,384
KIMBERLY-CLARK DE MEXICO SAB DE CV 3.2500 03/12/2025 50,000,000 52,508,500
KINDER MORGAN ENERGY PARTNERS LP 5.0000 08/15/2042 20,000,000 22,391,204
KINDER MORGAN INC 5.3000 12/01/2034 25,320,000 29,876,703
KITE REALTY GROUP TRUST 0.7500 04/01/2027 2,609,000 2,542,210
KKR 11 AR 1.4213 01/15/2031 62,500,000 62,512,125
KKR 11 BR 1.7413 01/15/2031 40,000,000 39,798,680
KKR 11 CR 2.0413 01/15/2031 12,000,000 11,903,928
KKR 11 D1R 2.8913 01/15/2031 6,750,000 6,467,945
KKR 18 A 1.4956 07/18/2030 40,231,000 40,242,385
KKR 18 B 1.9256 07/18/2030 15,000,000 15,001,200
KKR 27A A 1.5913 10/15/2032 68,300,000 68,355,869
KKR 27A B1 2.1413 10/15/2032 25,250,000 25,287,118
KKR 27A C 2.9913 10/15/2032 16,000,000 16,012,064
KKR 27A D 4.1913 10/15/2032 6,000,000 6,018,138
KKR 9 AR 1.5113 07/15/2030 39,560,991 39,562,218
KKR 9 AR2 0.0000 07/15/2030 39,772,000 39,772,000
KKR GROUP FINANCE CO. VII LLC 3.6250 02/25/2050 622,000 615,676
KKR GROUP FINANCE COMPANY III LLC 5.1250 06/01/2044 73,000,000 88,751,883
KOMMUNINVEST I SVERIGE AKTIEBOLAG 0.3750 06/19/2024 1,470,000 1,464,022
KREDITANSTALT FUER WIEDERAUFBAU (KFW) 2.0000 11/30/2021 1,600,000 1,619,621
KREDITANSTALT FUER WIEDERAUFBAU (KFW) 0.7500 09/30/2030 485,000 440,215
KROGER CO 3.8750 10/15/2046 35,000,000 36,456,183
LANDWIRTSCHAFTLICHE RENTENBANK 0.8750 09/03/2030 1,000,000 917,671
LCM 19A BR 1.9913 07/15/2027 10,000,000 10,001,670
LCM 19A D 3.6913 07/15/2027 17,500,000 17,440,763
LCM 31A A 1.3754 01/20/2032 50,000,000 50,011,750
LCM 31A B 1.7754 01/20/2032 28,000,000 27,982,976
LCM 31A C 2.3254 01/20/2032 5,000,000 4,987,230
LCM 31A D 3.7754 01/20/2032 21,000,000 21,000,252
LENDINGTREE INC 0.5000 07/15/2025 8,862,000 8,036,726
LIBERTY BROADBAND CORP 2.7500 09/30/2050 4,404,000 4,449,848
LIBERTY BROADBAND CORP 1.2500 09/30/2050 6,356,000 6,216,168
LIBERTY MEDIA CORP 2.7500 12/01/2049 4,192,000 4,347,104
LIBERTY MEDIA CORP (AT&T) 2.2500 09/30/2046 11,628,000 5,355,857
LIBERTY MEDIA CORP (SIRIUS XM) 2.1250 03/31/2048 4,009,000 4,126,865
LIFE STORAGE LP 2.2000 10/15/2030 525,000 495,544
LIGAND PHARMACEUTICALS INC 0.7500 09/15/2021 7,824,000 8,098,190
LIVE NATION ENTERTAINMENT INC 2.0000 02/15/2025 5,909,000 6,544,218
LIVEPERSON INC 0.0000 12/15/2026 4,810,000 4,846,075
LNSTR 2017-5 A4 3.3900 03/10/2050 5,000,000 5,242,186
LNSTR 2017-5 A5 3.5490 03/10/2050 24,011,000 25,638,149
LOCKHEED MARTIN CORP 4.0700 12/15/2042 30,312,000 34,967,567
LOCKHEED MARTIN CORP 3.8000 03/01/2045 18,361,000 20,146,415
LOS ANGELES CALIFORNIA COMMUNITY COLLEGE DISTRICT REFUNDING 1.6060 08/01/2028 24,555,000 24,372,024
LOS ANGELES CALIFORNIA COMMUNITY COLLEGE DISTRICT REFUNDING 2.1060 08/01/2032 29,020,000 28,517,173
LOW INCOME INVESTMENT FUND 3.3860 07/01/2026 500,000 529,757
LOW INCOME INVESTMENT FUND 3.7110 07/01/2029 500,000 528,675
LOWE'S COMPANIES INC 3.0000 10/15/2050 1,250,000 1,160,481
LPSLT 2020-2GF A 2.7500 07/20/2047 27,028,023 27,373,968
LPSLT 2020-3GS A 2.4700 12/20/2047 47,029,227 47,157,071
LPSLT 2021-1GS A 2.2900 01/20/2048 29,231,782 29,221,428
LPSLT 2021-2GS A 2.2200 03/20/2048 16,148,000 16,119,428
LTRAN 2015-1A A1 2.9800 01/15/2045 7,141,027 7,293,711
LUBRIZOL CORP 7.2500 06/15/2025 20,000,000 24,334,009
MAD 2015-11MD B 3.6733 09/10/2035 20,558,000 21,906,917
MAD 2017-330M B 3.4781 08/15/2034 200,000 206,398
MAGNA INTERNATIONAL INC 3.6250 06/15/2024 39,000,000 42,163,240
MAGNA INTERNATIONAL INC 2.4500 06/15/2030 1,025,000 1,025,988
MAGNE 2015-12A ARR 1.3413 10/15/2031 104,810,000 104,815,869
MAGNE 2015-12A BRRA 1.8413 10/15/2031 18,000,000 18,002,196
MAGNE 2015-12A CRR 2.2413 10/15/2031 18,660,000 18,663,191
MAGNE 2019-21A AR 1.2083 04/20/2034 66,000,000 66,006,666
MARATHON PETROLEUM CORP 4.5000 05/01/2023 18,291,000 19,617,000
MARATHON PETROLEUM CORP 3.8000 04/01/2028 38,817,000 41,927,042
MARRIOTT INTERNATIONAL INC 3.7500 03/15/2025 30,000,000 31,876,358
MARS INC 1.6250 07/16/2032 40,000,000 36,802,225
MARS INC 2.3750 07/16/2040 30,000,000 27,440,297
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY 5.0770 02/15/2069 33,025,000 38,402,642
MASSACHUSETTS STATE GENERAL OBLIGATION BOND CONSOLIDATED LOAN - SERIES F 3.2770 06/01/2046 670,000 716,898
MASSACHUSETTS STATE REFUNDING - SERIES C 2.5140 07/01/2041 10,000,000 9,904,138
MASSACHUSETTS STATE SCHOOL BUILDING AUTHORITY SALES TAX REFUNDING - SENIOR SERIES C 2.9500 05/15/2043 25,000,000 25,008,633
MASSMUTUAL GLOBAL FUNDING II 2.7500 06/22/2024 45,000,000 47,849,243
MASTERCARD INC 1.9000 03/15/2031 2,105,000 2,067,409
MCLO 2014-6A A2R2 1.8438 05/13/2028 40,650,000 39,780,862
MCLO 2014-7A C 4.0185 10/28/2025 3,000,000 2,745,720
MCLO 2014-A BR2 2.0938 05/13/2028 28,300,000 25,956,675
MCLO 2015-8A A2R 2.1234 10/18/2031 56,250,000 54,370,181
MCLO 2015-8A BR 2.7234 10/18/2031 14,750,000 13,721,955
MCLO 2017-10A A2 2.0438 11/15/2029 33,800,000 33,535,143
MCLO 2017-9A A2 1.9913 04/15/2029 25,000,000 24,614,875
MCSLT 2019-2GS A 3.6900 07/20/2043 18,849,911 19,875,989
MDC-GMTN BV 3.2500 04/28/2022 30,000,000 30,840,000
MELLON CAPITAL IV 4.0000 12/31/2049 30,087,000 29,980,492
MERITOR INC 3.2500 10/15/2037 2,130,000 2,496,094
METLIFE INC 3.0000 03/01/2025 4,420,000 4,735,624
METLIFE INC 3.8500 09/15/2025 42,000,000 43,365,000
METLIFE INC 3.7589 12/31/2049 12,974,000 12,941,565

Global Fixed Income

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GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
METROPOLITAN LIFE GLOBAL FUNDING I 0.9000 06/08/2023 20,000,000 20,175,358
METROPOLITAN LIFE GLOBAL FUNDING I 3.0000 09/19/2027 75,000,000 80,836,125
METROPOLITAN LIFE GLOBAL FUNDING I 2.9500 04/09/2030 10,000,000 10,412,629
METROPOLITAN LIFE GLOBAL FUNDING I 1.5500 01/07/2031 40,000,000 36,933,340
METROPOLITAN TRANSPORTATION AUTHORITY NY REVENUE TRANSPORTATION CLIMATED BOND 5.1750 11/15/2049 670,000 829,924
MFT 2019-4A A 2.3900 12/17/2029 209,869 211,455
MFT 2020-2A A 1.0200 09/16/2030 399,554 400,072
MICROCHIP TECHNOLOGY INC 0.1250 11/15/2024 5,244,000 6,171,533
MICROSOFT CORP 4.1000 02/06/2037 18,375,000 21,660,397
MICROSOFT CORP 3.7500 02/12/2045 26,857,000 30,340,597
MICROSOFT CORP 2.5250 06/01/2050 2,000,000 1,821,360
MICROSOFT CORP 2.9210 03/17/2052 113,733,000 110,900,671
MICROSOFT CORP 4.0000 02/12/2055 17,250,000 20,241,796
MICROSOFT CORP 2.6750 06/01/2060 38,739,000 35,415,828
MICROSOFT CORP 3.0410 03/17/2062 61,511,000 60,080,968
MIDAMERICAN ENERGY COMPANY 3.1500 05/15/2050 22,500,000 22,039,511
MMAF 2016-AA A4 1.7600 01/17/2023 2,196,618 2,205,606
MORGAN STANLEY 2.7500 05/19/2022 48,182,000 49,461,677
MORGAN STANLEY 4.1000 05/22/2023 41,307,000 44,168,291
MORGAN STANLEY 1.6178 10/24/2023 27,684,000 28,190,261
MORGAN STANLEY 3.7000 10/23/2024 26,687,000 29,213,215
MORGAN STANLEY 3.1250 07/27/2026 32,000,000 34,464,320
MORGAN STANLEY 0.9850 12/10/2026 1,000,000 975,664
MORGAN STANLEY 3.5910 07/22/2028 50,000,000 54,479,429
MPLX LP 4.8000 02/15/2029 21,695,000 24,843,902
MPLX LP 4.5000 04/15/2038 20,000,000 21,761,539
MPLX LP 4.7000 04/15/2048 20,000,000 21,519,938
MRLN 2016-1 A 4.5000 12/15/2032 13,274,711 12,730,512
MSAC 2004-HE6 M1 0.9336 08/25/2034 9,988 9,895
MSAIC 2017-2A A 3.8200 06/22/2043 1,198,554 1,288,271
MSAIC 2019-2A A 2.8800 09/20/2040 1,427,374 1,489,569
MSAIC 2020-1A A 2.1000 04/20/2046 6,015,526 6,071,203
MSAIC 2020-1A B 3.1000 04/20/2046 1,086,943 1,132,452
MSAIC 2020-2A A 1.4400 08/20/2046 9,245,425 9,003,100
MSAIC 2020-2A B 2.2100 08/20/2046 263,495 262,382
MSAIC 2021-1A A 1.5100 12/20/2046 590,000 577,433
MSAIC 2021-1A B 2.0500 12/20/2046 1,000,000 984,939
MSBAM 2012-C5 A4 3.1760 08/15/2045 10,000,000 10,241,764
MSBAM 2013-C10 A4 4.0851 07/15/2046 15,000,000 15,836,054
MSBAM 2013-C13 A3 3.7660 11/15/2046 13,338,431 14,180,859
MSBAM 2013-C7 A4 2.9180 02/15/2046 20,000,000 20,679,460
MSBAM 2016-C29 A4 3.3250 05/15/2049 4,500,000 4,853,940
MSBAM 2016-C31 A5 3.1020 11/15/2049 25,000,000 26,691,565
MSBAM 2016-C32 A2 3.2970 12/15/2049 6,800,000 6,904,142
MSBAM 2016-C32 A4 3.7200 12/15/2049 24,730,000 27,255,692
MSC 2006-IQ12 AJ 5.3990 12/15/2043 1,024,903 680,474
MSC 2014-CPT AM 3.4015 07/13/2029 4,000,000 3,999,543
MSC 2014-MP A 3.4690 08/11/2029 45,000,000 45,124,142
MSC 2014-MP B 3.6930 08/11/2029 6,000,000 6,016,301
MSC 2016-UB11 ASB 2.6060 08/15/2049 16,400,000 17,136,467
MSC 2016-UB12 A4 3.5960 12/15/2049 40,000,000 43,487,852
MSC 2017-CLS A 0.8060 11/15/2034 723,000 723,228
MSC 2017-CLS B 0.9560 11/15/2034 1,230,000 1,230,388
MSC 2019-BPR A 1.5060 05/15/2036 3,000,000 2,914,082
MSC 2019-BPR B 2.2060 05/15/2036 1,427,000 1,317,241
MSC 2020-CNP C 2.5085 04/01/2042 1,000,000 933,783
MSSG 2017-237P B 3.6900 08/13/2027 25,000,000 26,912,603
MUTUAL OF OMAHA INSURANCE COMPANY 4.2970 07/15/2054 30,800,000 32,092,975
MVW 2015-10A AR 1.0445 10/13/2027 12,338,455 12,338,838
MVW 2015-10A BR 1.5745 10/13/2027 10,000,000 9,992,190
MVW 2015-10A DR 2.8245 10/13/2027 17,500,000 16,555,595
MWST 2020-1 A 1.0086 10/25/2053 38,000,000 38,007,361
NARRAGANSETT BAY RI COMMISSION WASTEWATER SYSTEM REVENUE - SERIES A 1.5970 09/01/2025 1,365,000 1,394,370
NARRAGANSETT BAY RI COMMISSION WASTEWATER SYSTEM REVENUE - SERIES A 2.0940 09/01/2032 330,000 328,766
NARRAGANSETT BAY RI COMMISSION WASTEWATER SYSTEM REVENUE - SERIES A 2.1840 09/01/2032 265,000 265,364
NARRAGANSETT BAY RI COMMISSION WASTEWATER SYSTEM REVENUE - SERIES A 2.2640 09/01/2032 235,000 235,999
NARRAGANSETT BAY RI COMMISSION WASTEWATER SYSTEM REVENUE - SERIES A 2.3440 09/01/2032 260,000 261,941
NATIONAL AUSTRALIA BANK LTD 3.0000 01/20/2023 30,000,000 31,370,742
NATIONAL BANK OF CANADA 0.5500 11/15/2024 1,150,000 1,147,020
NATIONAL FUEL GAS COMPANY 5.5000 01/15/2026 1,000,000 1,142,378
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.0000 06/15/2026 8,585,000 8,361,133
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 3.0500 04/25/2027 10,000,000 10,679,817
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.3500 03/15/2031 45,000,000 40,501,718
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.6500 06/15/2031 55,000,000 50,913,336
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.0230 11/01/2032 10,000,000 11,277,277
NATURE CONSERVANCY/THE 1.1540 07/01/2027 500,000 478,134
NBC UNIVERSAL MEDIA LLC/COMCAST CORP 4.4500 01/15/2043 1,000,000 1,178,133
NBCLO 2017-1A A1R 1.1543 07/25/2030 60,000,000 60,000,780
NBCLO 2017-1A A2R 1.5843 07/25/2030 10,000,000 9,999,980
NEDERLANDSE WATERSCHAPSBANK NV 2.3750 03/24/2026 1,400,000 1,489,118
NESTLE HOLDINGS INC 1.0000 09/15/2027 40,000,000 38,302,839
NETAPP INC 1.8750 06/22/2025 15,000,000 15,305,513
NETAPP INC 2.3750 06/22/2027 40,000,000 40,838,095
NEUB 2014-18A AR2 1.9236 10/21/2030 32,500,000 32,503,088
NEUB 2014-18A BR2 2.3736 10/21/2030 12,500,000 12,502,700
NEUB 2014-18A CR2 3.2236 10/21/2030 12,275,000 12,275,430
NEUB 2017-24A AR 1.2434 04/19/2030 50,000,000 49,920,450
NEUB 2017-24A DR 2.9734 04/01/2030 29,750,000 29,751,607
NEVADA POWER COMPANY 2.4000 05/01/2030 6,000,000 5,975,113
NEW RELIC INC 0.5000 05/01/2023 7,029,000 6,853,275
NEW YORK CITY GENERAL OBLIGATION BUILD AMERICA BOND 4.5890 10/01/2022 5,990,000 6,190,584
NEW YORK CITY GENERAL OBLIGATION BUILD AMERICA BOND 5.2060 10/01/2031 10,000,000 12,042,925
NEW YORK CITY HOUSING DEVELOPMENT CORP REVENUE - SERIES B 3.1190 08/01/2038 1,000,000 1,003,407

Global Fixed Income

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GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
NEW YORK LIFE GLOBAL FUNDING 1.2000 08/07/2030 40,000,000 36,206,814
NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHORITY - SERIES A GREEN BOND 2.2730 10/01/2025 1,505,000 1,498,180
NEW YORK STATE TRANSPORTATION DEVELOPMENT CORP SPECIAL FACILITY REVENUE BOND TERMINAL 4 JFK INTERNATIONAL AIRPORT - SERIES 2020 1.3600 12/01/2021 300,000 300,777
NEWMONT CORP 2.2500 10/01/2030 1,050,000 1,022,071
NEXTERA ENERGY CAPITAL HOLDINGS INC 0.4524 02/22/2023 40,000,000 40,006,172
NEXTERA ENERGY CAPITAL HOLDINGS INC 0.6500 03/01/2023 20,000,000 20,068,311
NEXTERA ENERGY CAPITAL HOLDINGS INC 0.5500 03/01/2023 750,000 751,877
NEXTERA ENERGY CAPITAL HOLDINGS INC 2.2500 06/01/2030 28,883,000 28,238,572
NEXTERA ENERGY PARTNERS LP 0.0000 11/15/2025 6,895,000 7,390,578
NIAGARA MOHAWK POWER CORP 1.9600 06/27/2030 1,481,000 1,414,385
NMEF 2021-A A2 0.8100 12/15/2027 22,137,000 22,122,567
NONGHYUP BANK 1.2500 07/20/2025 1,000,000 993,990
NORDSTROM INC 4.3750 04/01/2030 815,000 831,849
NORDSTROM INC 5.0000 01/15/2044 500,000 491,784
NORTHERN STATES POWER COMPANY OF MINNESOTA 2.9000 03/01/2050 15,000,000 14,280,717
NORTHWELL HEALTHCARE INC 3.9790 11/01/2046 40,000,000 42,493,697
NORTHWELL HEALTHCARE INC 3.8090 11/01/2049 35,000,000 36,452,371
NRG ENERGY INC 2.7500 06/01/2048 3,241,000 3,775,223
NRZT 2018-RPL1 A1 3.5000 12/25/2057 14,982,399 15,666,564
NTT FINANCE CORP 0.5830 03/01/2024 15,000,000 14,942,945
NTT FINANCE CORP 1.1620 04/03/2026 40,000,000 39,453,380
NUTANIX INC 0.0000 01/15/2023 3,937,000 3,850,878
NUTRITION & BIOSCIENCES INC 1.8320 10/15/2027 1,000,000 977,196
NUVASIVE INC 1.0000 06/01/2023 3,762,000 3,985,369
NUVASIVE INC 0.3750 03/15/2025 7,431,000 7,570,331
NYS FHLMC 6.5000 02/01/2024 171,568 192,646
NYS FHLMC 6.0000 02/01/2024 61,693 69,230
NYS FHLMC 6.5000 04/01/2024 94,826 106,483
NYS FHLMC 6.5000 03/01/2028 165,750 186,113
NYS FHLMC 6.0000 12/01/2028 205,700 231,571
NYS FHLMC 6.0000 01/01/2029 91,721 103,072
NYS FHLMC 7.0000 09/01/2029 40,263 41,126
NYS FHLMC 6.5000 03/01/2031 228,096 256,127
NYS FHLMC 6.0000 01/01/2032 94,937 106,731
NYS FHLMC 6.5000 01/01/2032 225,054 252,711
NYS FHLMC 6.0000 02/01/2032 102,237 115,068
NYS FHLMC 6.0000 03/01/2032 171,083 192,536
NYS FHLMC 6.0000 09/01/2032 538,977 632,715
NYS FHLMC 6.0000 09/01/2032 243,819 274,933
NYS FHLMC 5.5000 12/01/2032 383,944 434,312
NYS FHLMC 5.5000 01/01/2033 356,657 403,579
NYS FHLMC 5.5000 02/01/2033 173,238 193,751
NYS FHLMC 5.0000 09/01/2033 1,088,492 1,235,974
NYS FHLMC 5.5000 11/01/2033 976,050 1,129,906
NYS FHLMC 5.5000 11/01/2033 2,149,409 2,512,537
NYS FHLMC 5.5000 12/01/2033 618,733 718,904
NYS FHLMC 5.5000 01/01/2034 167,249 187,074
NYS FHLMC 5.5000 09/01/2034 350,449 394,657
NYS FHLMC 5.5000 10/01/2034 700,920 812,731
NYS FHLMC 5.0000 11/01/2034 617,597 712,875
NYS FHLMC 6.0000 11/01/2036 1,112,142 1,317,821
NYS FHLMC 5.5000 01/01/2037 410,534 472,220
NYS FHLMC 6.0000 01/01/2037 824,172 985,375
NYS FHLMC 5.5000 02/01/2037 519,791 601,559
NYS FHLMC 6.0000 02/01/2037 961,016 1,144,118
NYS FHLMC 5.5000 03/01/2037 630,550 737,895
NYS FHLMC 5.5000 05/01/2037 121,312 135,542
NYS FHLMC 6.0000 06/01/2037 155,827 175,295
NYS FHLMC 5.5000 06/01/2037 299,711 336,983
NYS FHLMC 6.0000 07/01/2037 230,213 259,441
NYS FHLMC 6.0000 08/01/2037 274,122 309,978
NYS FNMA 6.5000 01/01/2028 64,237 72,101
NYS FNMA 6.0000 11/01/2028 316,837 358,162
NYS FNMA 6.0000 12/01/2028 51,124 57,439
NYS FNMA 5.5000 01/01/2029 164,339 183,619
NYS FNMA 6.0000 01/01/2029 176,493 198,492
NYS FNMA 6.0000 03/01/2029 32,290 36,237
NYS FNMA 6.0000 06/01/2029 238,680 268,969
NYS FNMA 6.5000 08/01/2029 327,669 367,785
NYS FNMA 6.0000 08/01/2029 182,375 205,125
NYS FNMA 7.0000 08/01/2029 264,010 295,250
NYS FNMA 7.0000 09/01/2029 64,524 67,202
NYS FNMA 6.5000 03/01/2031 406,511 459,655
NYS FNMA 6.5000 06/01/2031 118,386 132,966
NYS FNMA 6.5000 07/01/2031 277,310 313,413
NYS FNMA 6.5000 08/01/2031 338,562 382,800
NYS FNMA 6.0000 08/01/2031 146,995 165,714
NYS FNMA 6.5000 11/01/2031 142,407 161,775
NYS FNMA 6.0000 12/01/2031 66,506 74,652
NYS FNMA 6.0000 01/01/2032 46,949 52,710
NYS FNMA 6.0000 01/01/2032 759,763 895,571
NYS FNMA 6.0000 02/01/2032 263,688 299,541
NYS FNMA 6.5000 03/01/2032 253,255 288,041
NYS FNMA 6.5000 03/01/2032 297,210 339,014
NYS FNMA 6.0000 03/01/2032 362,746 415,423
NYS FNMA 6.0000 06/01/2032 332,922 382,654
NYS FNMA 6.0000 07/01/2032 360,434 412,775
NYS FNMA 6.0000 09/01/2032 655,256 778,245
NYS FNMA 5.5000 11/01/2032 936,488 1,089,604
NYS FNMA 5.5000 01/01/2033 213,866 239,667
NYS FNMA 5.5000 02/01/2033 639,762 738,731
NYS FNMA 5.0000 09/01/2033 2,004,535 2,303,899
NYS FNMA 5.0000 09/01/2033 2,291,104 2,648,306

Global Fixed Income

93
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
NYS FNMA 5.5000 11/01/2033 2,338,529 2,708,599
NYS FNMA 5.5000 11/01/2033 1,693,152 1,971,381
NYS FNMA 5.0000 12/01/2033 1,126,374 1,293,603
NYS FNMA 5.0000 12/01/2033 335,385 376,270
NYS FNMA 5.5000 01/01/2034 81,427 90,937
NYS FNMA 5.5000 01/01/2034 112,234 125,429
NYS FNMA 5.0000 02/01/2034 775,236 900,131
NYS FNMA 5.0000 04/01/2034 273,158 305,118
NYS FNMA 5.0000 05/01/2034 236,108 262,238
NYS FNMA 5.5000 05/01/2034 484,215 553,976
NYS FNMA 5.0000 06/01/2034 1,043,860 1,214,360
NYS FNMA 5.5000 07/01/2034 3,302,435 3,862,946
NYS FNMA 5.5000 07/01/2034 2,417,574 2,829,911
NYS FNMA 6.0000 08/01/2034 596,194 699,698
NYS FNMA 5.5000 09/01/2034 1,337,977 1,566,185
NYS FNMA 5.5000 09/01/2034 348,317 394,044
NYS FNMA 5.5000 10/01/2034 676,942 784,906
NYS FNMA 5.0000 11/01/2034 559,391 641,332
NYS FNMA 5.5000 11/01/2034 685,178 798,387
NYS FNMA 5.5000 06/01/2035 79,210 88,428
NYS FNMA 5.0000 06/01/2035 995,315 1,154,087
NYS FNMA 5.0000 07/01/2035 1,647,516 1,916,587
NYS FNMA 5.5000 08/01/2035 1,597,548 1,870,074
NYS FNMA 5.0000 08/01/2035 1,056,800 1,229,437
NYS FNMA 5.0000 09/01/2035 2,360,899 2,746,538
NYS FNMA 5.0000 09/01/2035 2,358,160 2,743,280
NYS FNMA 5.5000 09/01/2035 93,699 104,602
NYS FNMA 5.5000 10/01/2035 1,545,217 1,808,592
NYS FNMA 5.0000 11/01/2035 2,335,350 2,716,672
NYS FNMA 5.0000 11/01/2035 1,606,625 1,869,129
NYS FNMA 5.5000 11/01/2035 2,090,997 2,447,739
NYS FNMA 5.0000 12/01/2035 211,387 234,650
NYS FNMA 5.5000 12/01/2035 2,523,816 2,954,587
NYS FNMA 5.0000 01/01/2036 371,695 418,453
NYS FNMA 5.5000 02/01/2036 1,415,997 1,657,733
NYS FNMA 6.0000 02/01/2036 747,648 876,087
NYS FNMA 6.0000 02/01/2036 917,910 1,096,928
NYS FNMA 5.5000 02/01/2036 1,913,353 2,239,678
NYS FNMA 5.0000 02/01/2036 529,444 607,010
NYS FNMA 5.5000 03/01/2036 1,432,010 1,675,924
NYS FNMA 6.0000 07/01/2036 1,573,488 1,879,042
NYS FNMA 6.5000 07/01/2036 395,834 454,629
NYS FNMA 6.0000 07/01/2036 92,107 103,544
NYS FNMA 6.0000 08/01/2036 2,009,383 2,400,878
NYS FNMA 6.5000 09/01/2036 308,568 349,975
NYS FNMA 6.0000 09/01/2036 279,815 319,716
NYS FNMA 6.0000 09/01/2036 1,021,566 1,220,521
NYS FNMA 5.5000 09/01/2036 290,091 325,888
NYS FNMA 6.0000 10/01/2036 1,133,438 1,354,608
NYS FNMA 6.0000 11/01/2036 161,306 181,414
NYS FNMA 6.0000 11/01/2036 389,172 442,123
NYS FNMA 6.0000 12/01/2036 222,657 250,791
NYS FNMA 5.5000 12/01/2036 862,530 1,013,517
NYS FNMA 6.0000 01/01/2037 193,439 217,692
NYS FNMA 5.5000 02/01/2037 1,213,813 1,425,244
NYS FNMA 5.5000 02/01/2037 1,604,127 1,882,601
NYS FNMA 6.0000 02/01/2037 399,852 454,506
NYS FNMA 6.0000 02/01/2037 721,489 859,623
NYS FNMA 5.5000 03/01/2037 2,668,506 3,126,098
NYS FNMA 6.0000 03/01/2037 238,659 269,111
NYS FNMA 5.5000 03/01/2037 337,839 380,507
NYS FNMA 5.5000 04/01/2037 2,221,674 2,607,011
NYS FNMA 5.5000 04/01/2037 764,656 896,510
NYS FNMA 5.5000 05/01/2037 1,407,002 1,653,720
NYS FNMA 5.5000 05/01/2037 152,050 169,855
NYS FNMA 5.5000 06/01/2037 3,005,963 3,517,262
NYS FNMA 5.5000 06/01/2037 584,584 676,697
NYS FNMA 6.0000 07/01/2037 285,594 322,599
NYS FNMA 5.5000 07/01/2037 515,960 586,495
NYS FNMA 6.0000 07/01/2037 127,358 143,160
NYS FNMA 6.0000 08/01/2037 1,298,496 1,542,267
NYS FNMA 5.5000 08/01/2037 256,148 287,809
NYS FNMA 6.0000 08/01/2037 234,684 264,336
NYS FNMA 6.0000 09/01/2037 574,290 674,082
NYS FNMA 5.5000 09/01/2037 91,622 102,337
NYS FNMA 6.0000 09/01/2037 212,049 238,917
NYS FNMA 6.0000 10/01/2037 927,593 1,108,615
NYS FNMA 6.0000 11/01/2037 596,808 695,841
NYS FNMA 5.5000 12/01/2037 1,085,239 1,275,844
NYS FNMA 5.5000 12/01/2037 1,457,673 1,713,276
NYS FNMA 5.5000 01/01/2038 399,156 449,715
NYS FNMA 5.5000 05/01/2038 934,187 1,098,038
NYS FNMA 5.0000 06/01/2038 64,108 70,966
NYS FNMA 5.5000 06/01/2038 2,001,206 2,338,591
NYS FNMA 5.5000 07/01/2038 3,996,484 4,678,177
NYS FNMA 6.0000 07/01/2038 460,092 525,093
NYS FNMA 5.5000 07/01/2038 860,217 1,011,221
NYS FNMA 5.5000 08/01/2038 507,717 583,655
NYS FNMA 6.0000 08/01/2038 242,424 272,825
NYS FNMA 6.0000 09/01/2038 1,043,994 1,228,757
NYS FNMA 5.5000 09/01/2038 2,686,674 3,152,914
NYS FNMA 5.5000 09/01/2038 702,738 816,477
NYS FNMA 5.5000 10/01/2038 3,449,796 4,041,837

Global Fixed Income

94
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
NYS FNMA 5.5000 10/01/2038 477,267 539,343
NYS FNMA 5.5000 11/01/2038 1,871,637 2,183,420
NYS FNMA 5.5000 11/01/2038 811,874 935,301
NYS FNMA 6.0000 11/01/2038 859,508 1,027,110
NYS FNMA 5.5000 12/01/2038 3,097,206 3,635,056
NYS FNMA 5.0000 12/01/2038 158,767 175,591
NYS FNMA 5.5000 12/01/2038 1,142,664 1,331,847
NYS FNMA 4.0000 02/01/2039 708,544 778,558
NYS FNMA 4.5000 02/01/2039 1,218,831 1,374,189
NYS FNMA 4.0000 02/01/2039 1,890,230 2,082,628
NYS FNMA 4.5000 02/01/2039 275,242 300,134
NYS FNMA 4.5000 03/01/2039 3,035,621 3,421,799
NYS FNMA 4.0000 03/01/2039 1,741,717 1,910,421
NYS FNMA 4.0000 03/01/2039 7,227,717 8,000,524
NYS FNMA 4.5000 03/01/2039 1,303,802 1,449,179
NYS FNMA 4.5000 07/01/2039 8,484,509 9,565,066
NYS FNMA 4.0000 07/01/2039 8,581,143 9,500,061
NYS FNMA 4.0000 08/01/2039 1,225,165 1,356,323
NYS FNMA 4.5000 08/01/2039 8,378,415 9,446,171
NYS FNMA 4.0000 09/01/2039 4,097,055 4,514,021
NYS FNMA 4.0000 09/01/2039 5,954,256 6,591,231
NYS FNMA 4.5000 09/01/2039 5,180,077 5,769,686
NYS FNMA 4.5000 11/01/2039 2,961,697 3,338,550
NYS FNMA 4.0000 11/01/2039 5,995,536 6,637,603
NYS FNMA 4.0000 11/01/2039 971,154 1,075,046
NYS FNMA 4.5000 11/01/2039 3,126,171 3,524,365
NYS FNMA 4.0000 12/01/2039 5,757,945 6,374,681
NYS FNMA 4.5000 01/01/2040 2,303,370 2,583,037
NYS FNMA 4.0000 01/01/2040 2,647,487 2,903,665
NYS FNMA 4.5000 01/01/2040 8,845,982 9,971,434
NYS FNMA 4.0000 02/01/2040 3,419,837 3,785,863
NYS FNMA 4.5000 02/01/2040 3,536,174 3,984,421
NYS FNMA 4.5000 03/01/2040 6,405,439 7,221,567
NYS FNMA 4.5000 05/01/2040 5,463,524 6,127,141
NYS FNMA 3.5000 12/01/2040 7,217,619 7,835,943
NYS FNMA 3.5000 12/01/2040 7,037,515 7,642,535
NYS FNMA 4.0000 12/01/2040 1,000,104 1,106,445
NYT 2019-NYT A 1.3060 11/15/2035 33,500,000 33,549,212
NYU LANGONE HOSPITALS 3.3800 07/01/2055 30,000,000 28,977,011
OBP 2019-0BP A 2.5164 09/15/2054 670,000 675,836
OBX 2018-1 A2 0.7586 06/25/2057 28,326 28,382
OBX 2019-EXP2 1A3 4.0000 07/27/2049 19,386,435 20,151,670
OBX 2019-INV2 A5 4.0000 05/27/2049 33,226,999 33,937,529
OBX 2020-EXP3 1A8 3.0000 01/25/2060 30,942,843 31,874,814
OCP 2014-6A A1R 1.4856 10/17/2030 50,000,000 50,003,850
OCP 2014-6A A2R 1.9456 10/17/2030 43,300,000 43,313,336
OCP 2015-9A BR 1.9913 07/15/2027 20,500,000 20,503,260
OCP 2015-9A CR 2.9413 07/15/2027 9,000,000 8,972,496
OCP 2016-12A BR 2.4234 10/18/2028 10,500,000 10,501,428
OCP 2018-15A A1 1.3240 07/20/2031 29,500,000 29,500,413
OCP 2018-15A A3 1.9240 07/20/2031 18,000,000 18,002,322
OCP 2018-15A B 2.2240 07/20/2031 8,000,000 8,000,264
OCP 2018-15A C 3.1740 07/20/2031 18,000,000 18,000,090
OHIO ST TURNPIKE COMMISSION - INFRASTRUCTURE PROJECTS - SERIES A 3.2160 02/15/2048 32,500,000 32,559,378
OKLAHOMA GAS & ELECTRIC COMPANY 6.5000 04/15/2028 17,750,000 22,313,031
OKLAHOMA GAS & ELECTRIC COMPANY 3.2500 04/01/2030 725,000 767,209
OMFIT 2017-1A A1 2.3700 09/14/2032 192,714 193,022
OMFIT 2018-1A A 3.3000 03/14/2029 2,516,803 2,525,525
OMW 2020-1MW C 2.4128 09/01/2040 1,000,000 992,520
ONE GAS INC 0.8500 03/11/2023 75,000,000 75,063,000
ONE GAS INC 1.1000 03/11/2024 75,000,000 74,972,871
ONEOK INC 3.4000 09/01/2029 51,000,000 52,266,469
ONEOK INC 3.1000 03/15/2030 50,000,000 50,295,213
ONEOK INC 6.3500 01/15/2031 1,000,000 1,251,926
ORACLE CORP 1.6500 03/25/2026 30,000,000 30,219,481
ORACLE CORP 2.8750 03/25/2031 30,000,000 30,555,728
ORACLE CORP 3.9000 05/15/2035 31,258,000 33,663,835
ORACLE CORP 3.8500 07/15/2036 35,000,000 37,054,839
ORACLE CORP 4.0000 07/15/2046 53,500,000 54,952,812
OSI SYSTEMS INC 1.2500 09/01/2022 3,360,000 3,622,500
OT 2017-OT A 3.5660 05/10/2039 25,000,000 26,518,780
OT 2017-OT B 3.6970 05/10/2039 33,990,000 35,333,292
OTIS WORLDWIDE CORP 2.0560 04/05/2025 24,000,000 24,702,543
OTIS WORLDWIDE CORP 2.5650 02/15/2030 21,000,000 21,136,605
OWENS CORNING 4.2000 12/01/2024 54,521,000 60,168,576
OWENS CORNING 3.9500 08/15/2029 1,250,000 1,374,697
PAYPAL HOLDINGS INC 2.6500 10/01/2026 30,000,000 31,728,785
PAYPAL HOLDINGS INC 2.8500 10/01/2029 30,000,000 31,234,571
PCT 2016-PLSD B 3.3565 04/13/2033 25,000,000 18,405,000
PEBBLEBROOK HOTEL TRUST 1.7500 12/15/2026 5,248,000 6,140,160
PECO ENERGY COMPANY 3.0000 09/15/2049 8,500,000 8,123,201
PELOTON INTERACTIVE INC 0.0000 02/15/2026 5,632,000 5,325,760
PENSKE TRUCK LEASING COMPANY LP/PTL FINANCE CORP 2.7000 03/14/2023 34,410,000 35,686,287
PENSKE TRUCK LEASING COMPANY LP/PTL FINANCE CORP 4.1250 08/01/2023 35,000,000 37,541,518
PENSKE TRUCK LEASING COMPANY LP/PTL FINANCE CORP 4.4500 01/29/2026 20,000,000 22,393,184
PENSKE TRUCK LEASING COMPANY LP/PTL FINANCE CORP 3.4000 11/15/2026 35,000,000 37,816,969
PEPSICO INC 2.8750 10/15/2049 1,000,000 964,582
PINE STREET TRUST I 4.5720 02/15/2029 35,000,000 39,305,082
PINE STREET TRUST II 5.5680 02/15/2049 30,000,000 36,801,504
PIPK 2020-5A A 1.5240 04/20/2033 40,000,000 40,055,000
PIPK 2020-5A B 1.9240 04/20/2033 16,000,000 16,045,648
PIPK 2020-5A C 2.4740 04/20/2033 8,000,000 8,018,496
PIPK 2020-5A D 3.4740 04/20/2033 8,000,000 8,009,104

Global Fixed Income

95
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
PLNT 2018-1A A2I 4.2620 09/05/2048 165,750 165,873
PLURALSIGHT INC 0.3750 03/01/2024 4,071,000 3,989,580
PNC BANK NA 2.7000 11/01/2022 24,242,000 25,070,301
PNC BANK NA 3.1000 10/25/2027 28,045,000 30,346,458
PNC FINANCIAL SERVICES GROUP INC 2.2000 11/01/2024 6,395,000 6,723,220
PNC FINANCIAL SERVICES GROUP INC 5.0000 05/15/2028 20,000,000 21,825,000
PRA GROUP INC 3.5000 06/01/2023 3,563,000 3,814,637
PRICOA GLOBAL FUNDING 1 0.8000 09/01/2025 16,735,000 16,421,542
PRKAV 2017-245P B 3.7793 06/05/2037 24,000,000 25,722,605
PROCTER & GAMBLE COMPANY/THE 2.8000 03/25/2027 450,000 484,459
PROCTER & GAMBLE COMPANY/THE 1.2000 10/29/2030 1,150,000 1,063,420
PROOFPOINT INC 0.2500 08/15/2024 4,507,000 4,808,406
PROTECTIVE LIFE GLOBAL FUNDING 1.7370 09/21/2030 1,200,000 1,121,566
PROVINCE OF ALBERTA 2.0500 08/17/2026 27,200,000 28,256,016
PROVINCE OF ALBERTA 1.3000 07/22/2030 75,000,000 69,689,250
PROVINCE OF ONTARIO 3.4000 10/17/2023 50,000,000 53,752,683
PROVINCE OF ONTARIO 3.0500 01/29/2024 25,000,000 26,787,429
PRUDENTIAL FINANCIAL INC 1.5000 03/10/2026 1,250,000 1,260,564
PRUDENTIAL FINANCIAL INC 5.7000 09/15/2048 54,500,000 62,241,548
PRUDENTIAL FINANCIAL INC 3.7000 10/01/2050 16,500,000 16,684,800
PSMC 2019-1 A1 4.0000 07/25/2049 2,753,233 2,769,118
PSMC 2019-2 A1 3.5000 10/25/2049 6,831,161 6,906,667
PSMC 2019-2 A3 3.5000 10/25/2049 1,154,390 1,154,128
PUBLIC SERVICE COMPANY OF COLORADO 3.2000 03/01/2050 16,000,000 15,981,720
PURE STORAGE INC 0.1250 04/15/2023 4,712,000 5,210,572
PWNE 2020-1 A 1.3700 11/17/2025 26,121,828 26,199,397
Q2 HOLDINGS INC 0.1250 11/15/2025 2,901,000 2,885,583
QUEST DIAGNOSTICS INC 3.5000 03/30/2025 15,000,000 16,254,461
QUEST DIAGNOSTICS INC 4.2000 06/30/2029 50,000,000 57,072,317
RAPID7 INC 0.2500 03/15/2027 3,864,000 3,760,155
RCKT 2019-1 A1 3.5000 09/25/2049 21,538,019 21,875,628
RCKT 2020-1 A1 3.0000 02/25/2050 30,965,749 31,562,048
RCKT 2020-1 A3 3.0000 02/25/2050 12,310,483 12,471,979
REDWOOD TRUST INC 4.7500 08/15/2023 4,471,000 4,459,823
REGENERON PHARMACEUTICALS INC 1.7500 09/15/2030 35,000,000 32,343,990
REINSURANCE GROUP OF AMERICA INC 3.1500 06/15/2030 1,000,000 1,033,631
RENAISSANCERE FINANCE INC 3.7000 04/01/2025 50,000,000 54,019,061
RENEW 2021-1 A 2.0600 11/20/2056 16,000,000 15,997,595
REPAY HOLDINGS CORP 0.0000 02/01/2026 3,918,000 3,829,845
RETL 2019-RVP C 2.2060 03/15/2036 1,330,205 1,323,511
RETROPHIN INC 2.5000 09/15/2025 2,508,000 2,567,565
RINGCENTRAL INC 0.0000 03/01/2026 6,403,000 6,475,034
ROCHE HOLDINGS INC 0.2500 03/05/2024 525,000 525,364
ROCKEFELLER FOUNDATION 2.4920 10/01/2050 28,000,000 25,547,110
ROGERS COMMUNICATIONS INC 4.3000 02/15/2048 20,000,000 21,601,706
ROPER TECHNOLOGIES INC 1.4000 09/15/2027 500,000 482,793
ROYAL BANK OF CANADA 3.7000 10/05/2023 45,000,000 48,522,029
ROYAL BANK OF CANADA 4.6500 01/27/2026 50,000,000 57,029,510
ROYALTY PHARMA PLC 1.7500 09/02/2027 20,000,000 19,410,507
ROYALTY PHARMA PLC 2.2000 09/02/2030 30,000,000 28,607,250
ROYALTY PHARMA PLC 3.3000 09/02/2040 30,000,000 28,848,921
SABINE PASS LIQUEFACTION LLC 5.8750 06/30/2026 55,500,000 64,989,989
SABINE PASS LIQUEFACTION LLC 4.2000 03/15/2028 47,000,000 51,536,585
SAN DIEGO COUNTY CA WATER AUTHORITY - SERIES A 1.5310 05/01/2030 295,000 283,596
SAN DIEGO COUNTY CA WATER AUTHORITY - SERIES A 1.7010 05/01/2031 265,000 254,944
SAN DIEGO COUNTY CA WATER AUTHORITY - SERIES A 1.9510 05/01/2034 155,000 146,048
SAN DIEGO GAS & ELECTRIC COMPANY 1.7000 10/01/2030 20,000,000 18,775,588
SAN FRANCISCO CA CITY AND COUNTY PUBLIC UTILITIES COMMISSION WATER REVENUE BOND - SERIES A 3.3030 11/01/2039 3,500,000 3,700,327
SAUDI ARABIAN OIL COMPANY 1.2500 11/24/2023 3,000,000 3,020,502
SAUDI ARABIAN OIL COMPANY 1.6250 11/24/2025 15,000,000 15,100,424
SAUDI ARABIAN OIL COMPANY 2.2500 11/24/2030 27,000,000 25,836,708
SAUDI INTERNATIONAL BOND 3.2500 10/26/2026 40,000,000 43,021,600
SAUDI INTERNATIONAL BOND 3.6250 03/04/2028 35,000,000 38,018,750
SAUDI INTERNATIONAL BOND 4.3750 04/16/2029 40,000,000 45,600,000
SBA TOWER TRUST 1.8840 01/15/2026 17,500,000 17,705,009
SCFET 2020-1A A2 0.6800 10/20/2025 11,014,303 11,035,501
SCFET 2020-1A A3 1.1900 10/20/2027 23,000,000 23,104,142
SCFET 2021-1A A3 0.8300 08/21/2028 28,500,000 28,286,364
SCFT 2020-AA A 1.9700 09/25/2037 929,754 936,988
SCLP 2017-6 A2 2.8200 11/25/2026 50,621 50,683
SCLP 2017-6 B 3.5200 11/25/2026 2,500,000 2,534,546
SCRT 2018-3 HZ 3.0000 08/01/2057 6,499,073 6,655,234
SCRT 2019-1 MA 3.5000 07/25/2058 34,530,678 37,132,700
SCRT 2019-3 MA 3.5000 10/25/2058 47,749,544 51,372,278
SCRT 2020-3 MT 2.0000 05/25/2060 77,219,696 77,192,368
SEACO 2020-1A A 2.1700 10/17/2040 31,279,614 31,331,473
SEMPER EMPIRE MBS PIONEER FUND 280,849,681 315,934,036
SEMT 2016-2 A4 3.5000 08/25/2046 4,171,911 4,180,188
SEMT 2017-6 A19 3.5000 09/01/2047 27,359 27,805
SEMT 2019-2 A1 4.0000 06/01/2049 49,315 50,217
SEMT 2019-4 A1 3.5000 11/25/2049 12,888,467 13,036,131
SEMT 2019-CH3 A1 4.0000 09/25/2049 21,047,042 21,452,749
SEMT 2020-3 A1 3.0000 04/01/2050 69,249,445 71,259,272
SEMT 2020-3 A19 3.0000 04/01/2050 522,833 534,699
SEMT 2021-1 A1 2.5000 03/25/2051 56,873,799 57,520,795
SEMT 2021-1 A19 2.5000 03/25/2051 19,955,719 20,058,611
SERV 2020-1 A2I 2.8410 01/30/2051 261,000 266,551
SERV 2020-1 A2II 3.3370 01/30/2051 309,000 315,857
SES GLOBAL AMERICAS HOLDINGS GP 5.3000 03/25/2044 486,000 544,803
SHNTN 2015-1A A 4.7500 10/15/2042 59,717,181 59,253,758
SIDC 2019-1A A2 4.5400 02/25/2044 1,488,333 1,585,937
SIDC 2019-2A A2 3.0800 10/25/2044 321,000 330,755
SIDC 2020-1A A2 1.8930 08/25/2045 475,000 476,035

Global Fixed Income

96
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.6500 03/11/2024 20,000,000 19,986,847
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.4400 03/11/2024 425,000 426,270
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.2000 03/11/2026 20,000,000 19,758,590
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.7000 03/11/2028 20,000,000 19,640,442
SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD 3.7500 09/12/2023 75,000,000 79,950,721
SITE CENTERS CORP 3.6250 02/01/2025 460,000 480,201
SJETS 2017-1 A 3.9700 08/15/2042 15,173,012 14,870,990
SLST 2020-2 A1C 2.0000 09/25/2030 140,363,834 143,553,224
SLST 2020-3 A1C 2.0000 12/25/2030 70,626,652 72,075,509
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 3.5500 04/15/2024 1,000,000 1,061,934
SMILEDIRECTCLUB INC 0.0000 02/01/2026 5,119,000 4,482,324
SNVA 2020-1A A 3.3500 02/01/2055 11,591,509 11,873,428
SNVA 2020-2A A 2.7300 11/01/2055 1,168,329 1,165,508
SNVA 2020-AA A 2.9800 06/20/2047 5,904,303 6,098,233
SNVA 2021-A A 1.8000 02/20/2048 4,582,914 4,526,739
SOCTY 2016-A A 4.8000 09/20/2048 309,799 320,000
SOFI 2018-A A2B 2.9500 02/25/2042 371,382 378,913
SOFI 2019-A A2FX 3.6900 06/15/2048 433,937 452,661
SONIC 2020-1A A2I 3.8450 01/20/2050 30,956,960 32,080,079
SOUTHERN CALIFORNIA GAS COMPANY 0.5339 09/14/2023 10,000,000 10,001,339
SOUTHWESTERN PUBLIC SERVICE COMPANY 3.7000 08/15/2047 11,400,000 11,774,622
SP POWERASSETS LTD 3.2500 11/24/2025 45,000,000 48,812,400
SPLUNK INC 1.1250 06/15/2027 9,895,000 9,381,697
SPRINT SPECTRUM COMPANY LLC/SPRINT SPECTRUM COMPANY II LLC/SPRINT SPECTRUM COMPANY III LLC 4.7380 03/20/2025 55,000,000 58,888,500
SPRINT SPECTRUM COMPANY LLC/SPRINT SPECTRUM COMPANY II LLC/SPRINT SPECTRUM COMPANY III LLC 5.1520 03/20/2028 25,000,000 28,500,000
SPRO 2019-1A A2 3.8820 10/25/2049 469,062 483,707
SQUARE INC 0.0000 05/01/2026 4,231,000 4,715,026
SRFC 2019-2A A 2.5900 05/20/2036 287,369 294,787
STACR 2016-HQA3 M2 1.4586 03/25/2029 17,596 17,624
STACR 2017-DNA2 M1 1.3086 10/25/2029 42,056 42,109
STACR 2017-DNA3 M2 2.6086 03/25/2030 1,261,181 1,285,122
STACR 2020-DNA2 M1 0.8586 02/25/2050 1,410,922 1,410,536
STACR 2020-DNA4 M1 1.6086 08/25/2050 35,346 35,346
STACR 2020-DNA5 M1 1.3167 10/25/2050 172,407 172,407
STACR 2020-DNA6 M1 0.9167 12/25/2050 521,488 521,792
STANDARD CHARTERED PLC 1.2140 03/23/2025 500,000 500,993
STANLEY BLACK & DECKER INC 4.0000 03/15/2060 15,000,000 15,879,750
STARBUCKS CORP 2.5500 11/15/2030 20,000,000 20,024,864
STARWOOD PROPERTY TRUST INC 4.3750 04/01/2023 4,956,000 5,163,656
STATE GRID OVERSEAS INVESTMENT LTD 4.1250 05/07/2024 68,000,000 74,383,160
STATE OF CALIFORNIA GENERAL OBLIGATION BUILD AMERICA BOND - STEM CELL RESEARCH & CURES - SERIES A 4.9880 04/01/2039 11,000,000 11,875,788
STATE OF CONNECTICUT GENERAL OBLIGATION BUILD AMERICA BOND 5.1000 12/01/2021 25,000,000 25,793,275
STATE OF ISRAEL 7.2500 12/15/2028 20,000,000 27,480,000
STATE OF ISRAEL 11TH JUBILEE BOND 1.4000 05/01/2022 20,000,000 20,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 2.0300 02/01/2023 15,000,000 15,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 3.5700 01/01/2024 10,000,000 10,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 2.6800 08/01/2024 10,000,000 10,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 2.3300 01/01/2025 10,000,000 10,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 2.2800 02/01/2025 10,000,000 10,000,000
STATE OF ISRAEL 11TH JUBILEE BOND 2.8300 01/01/2030 30,000,000 29,346,539
STATE OF ISRAEL 11TH JUBILEE BOND 2.5200 05/01/2030 40,000,000 38,904,756
STATE OF ISRAEL 8TH INSTITUTIONAL BOND 3.7200 01/01/2024 10,000,000 10,000,000
STATE OF ISRAEL 8TH INSTITUTIONAL BOND 2.8300 08/01/2024 10,000,000 10,000,000
STATE OF ISRAEL 8TH INSTITUTIONAL BOND 2.4800 01/01/2025 10,000,000 10,000,000
STATE OF ISRAEL 8TH INSTITUTIONAL BOND 2.1200 05/01/2025 40,000,000 40,000,000
STEEL DYNAMICS INC 2.4000 06/15/2025 475,000 494,881
STEEL DYNAMICS INC 3.2500 01/15/2031 675,000 713,851
STIFEL FINANCIAL CORP 4.0000 05/15/2030 665,000 717,670
STOCKTON CA PUBLIC FINANCING AUTHORITY WATER REVENUE - SERIES A GREEN BONDS 3.6100 10/10/2040 1,000,000 1,034,920
STRIDE INC 1.1250 09/01/2027 5,749,000 5,282,181
SUMITOMO MITSUI FINANCIAL GROUP INC 1.4740 07/08/2025 975,000 975,040
SUMMIT HOTEL PROPERTIES INC 1.5000 02/15/2026 2,376,000 2,618,055
SUNRN 2018-1 A 5.3100 04/30/2049 37,896,385 41,539,016
SUNRN 2019-1A 3.9800 06/30/2054 1,150,798 1,227,020
SUNRN 2019-2 A 3.6100 01/30/2055 20,142,648 21,251,038
SUNRN 2021-1A A 2.4600 01/30/2052 1,000,000 989,336
SUNRUN INC 0.0000 02/01/2026 5,291,000 4,752,251
SUSTAINABLE ENERGY UTILITY INC DE ENERGY EFFICIENCY REVENUE BOND 2.0910 09/15/2026 335,000 332,161
SVB FINANCIAL GROUP 3.1250 06/05/2030 500,000 518,999
SVB FINANCIAL GROUP 1.8000 02/02/2031 1,150,000 1,059,480
SWEDBANK AB 0.6000 09/25/2023 50,000,000 49,937,000
SWEDBANK AB 0.8500 03/18/2024 45,000,000 45,099,754
SYMETRA FINANCIAL CORP 4.2500 07/15/2024 20,300,000 22,035,285
SYNCT 2017-2 A 2.6200 10/15/2025 18,000,000 18,629,431
SYNOVUS BANK OF COLUMBUS GA 2.2890 02/10/2023 1,010,000 1,018,552
SYNOVUS BANK OF COLUMBUS GA 4.0000 10/29/2030 424,000 447,112
SYSCO CORP 3.5500 03/15/2025 30,000,000 32,425,654
TABULA RASA HEALTHCARE INC 1.7500 02/15/2026 2,740,000 2,767,400
TBMLT 2018-2 A1 3.5000 06/25/2048 32,121,254 32,729,955
TBMLT 2018-3 A1 4.0000 11/25/2048 9,210,501 9,338,922
TCF 2020-1A A 2.1100 09/20/2045 43,566,250 43,239,372
TCF 2021-1A A 1.8600 03/20/2046 33,000,000 32,188,306
TENCENT HOLDINGS LTD 2.9850 01/19/2023 25,000,000 25,934,007
TENCENT HOLDINGS LTD 3.8000 02/11/2025 43,726,000 47,256,000
TENCENT HOLDINGS LTD 3.5950 01/19/2028 20,000,000 21,256,698
TENCENT MUSIC ENTERTAINMENT GROUP 1.3750 09/03/2025 15,000,000 14,695,800
TENCENT MUSIC ENTERTAINMENT GROUP 2.0000 09/03/2030 22,500,000 20,937,803
TES 2017-1A A 4.3300 10/20/2047 23,904,536 24,831,853
TES 2017-2A A 4.1200 02/20/2048 866,279 893,440
TESLA 2018-B A 3.7100 08/20/2021 239,218 239,740
TESLA 2019-1 A2 2.1300 04/20/2022 527,471 530,879
TESLA 2019-A A3 2.1600 10/20/2022 3,500,000 3,562,141
TESLA 2020-A A3 0.6800 12/20/2023 7,135,000 7,170,361

Global Fixed Income

97
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
TESLA 2020-A A4 0.7800 12/20/2023 168,000 169,048
TESLA 2021-A A3 0.5600 03/20/2025 1,000,000 999,217
TEXAS EASTERN TRANSMISSION LP 3.5000 01/15/2028 25,283,000 26,728,201
TEXAS STATE TRANSPORTATION COMMISSION 2.5620 04/01/2042 20,000,000 19,534,174
TEXAS STATE TRANSPORTATION COMMISSION 2.4720 10/01/2044 50,000,000 47,247,355
THE GREENBRIER COMPANIES INC 2.8750 02/01/2024 3,138,000 3,412,575
THE REALREAL INC 1.0000 03/01/2028 2,611,000 2,597,945
THERMO FISHER SCIENTIFIC INC 2.9500 09/19/2026 34,146,000 36,541,598
TICP 2019-13A A 1.5413 07/15/2032 50,000,000 50,003,200
TICP 2019-13A B 2.0913 07/15/2032 25,000,000 25,003,975
TICP 2019-14A A1A 1.5640 10/20/2032 65,000,000 65,080,015
TICP 2019-14A A2 2.1240 10/20/2032 15,000,000 15,029,325
TICP 2019-14A B 2.9240 10/20/2032 10,000,000 10,024,490
TICP 2019-14A C 4.1240 10/20/2032 10,000,000 10,047,170
TMCL 2019-1A A 3.9600 04/20/2044 7,620,000 7,614,272
TMCL 2020-1A A 2.7300 08/01/2045 5,165,647 5,256,082
TMCL 2021-1A A 1.6800 02/20/2046 22,846,667 22,166,709
T-MOBILE USA INC 2.5500 02/15/2031 302,000 295,274
T-MOBILE USA INC 2.2500 11/15/2031 130,000 123,425
T-MOBILE USA INC 4.5000 04/15/2050 706,000 791,172
TORONTO-DOMINION BANK 3.6250 09/15/2031 52,000,000 56,963,519
TOTALENERGIES CAPITAL INTERNATIONAL SA 2.4340 01/10/2025 1,000,000 1,048,594
TOTALENERGIES CAPITAL INTERNATIONAL SA 2.9860 06/29/2041 1,050,000 1,004,241
TOTALENERGIES CAPITAL INTERNATIONAL SA 3.1270 05/29/2050 500,000 469,183
TPMT 2018-2 A1 3.2500 03/25/2058 4,290,263 4,473,100
TPMT 2018-5 A1 3.2500 07/25/2058 19,259,089 20,060,165
TPMT 2018-5 A1A 3.2500 08/25/2058 28,404,722 29,129,543
TPMT 2019-1 A1 3.7348 03/25/2058 16,793,948 17,791,643
TREASURY INFLATION INDEX 0.1250 04/15/2021 239,000,000 264,281,794
TREASURY INFLATION INDEX 0.6250 07/15/2021 52,400,000 61,794,516
TREASURY INFLATION INDEX 0.1250 01/15/2022 310,000,000 366,440,727
TREASURY INFLATION INDEX 0.1250 04/15/2022 395,245,000 437,207,935
TREASURY INFLATION INDEX 0.1250 07/15/2022 8,700,000 10,284,855
TREASURY INFLATION INDEX 0.6250 04/15/2023 196,415,000 220,122,913
TREASURY INFLATION INDEX 0.3750 07/15/2023 9,875,000 11,885,602
TREASURY INFLATION INDEX 0.6250 01/15/2024 151,500,000 184,063,296
TREASURY INFLATION INDEX 0.5000 04/15/2024 318,950,000 358,439,093
TREASURY INFLATION INDEX 0.1250 07/15/2024 9,950,000 11,856,413
TREASURY INFLATION INDEX 0.1250 10/15/2024 4,575,000 5,043,281
TREASURY INFLATION INDEX 0.2500 01/15/2025 150,000,000 179,829,916
TREASURY INFLATION INDEX 0.3750 07/15/2025 5,600,000 6,801,464
TREASURY INFLATION INDEX 0.1250 10/15/2025 49,595,000 54,437,316
TREASURY INFLATION INDEX 0.6250 01/15/2026 110,370,000 135,029,163
TREASURY INFLATION INDEX 0.1250 07/15/2026 2,065,000 2,461,163
TREASURY INFLATION INDEX 2.3750 01/15/2027 4,000,000 6,347,103
TREASURY INFLATION INDEX 0.3750 01/15/2027 9,000,000 10,742,726
TREASURY INFLATION INDEX 0.3750 07/15/2027 3,830,000 4,539,651
TREASURY INFLATION INDEX 1.7500 01/15/2028 4,800,000 7,200,084
TREASURY INFLATION INDEX 0.5000 01/15/2028 8,050,000 9,497,918
TREASURY INFLATION INDEX 0.7500 07/15/2028 4,500,000 5,341,724
TREASURY INFLATION INDEX 2.5000 01/15/2029 1,200,000 1,868,500
TREASURY INFLATION INDEX 3.8750 04/15/2029 2,480,000 5,533,515
TREASURY INFLATION INDEX 0.1250 07/15/2030 9,115,000 10,078,488
TREASURY INFLATION INDEX 0.1250 01/15/2031 43,885,000 47,411,576
TREASURY INFLATION INDEX 1.3750 02/15/2044 2,500,000 3,646,807
TREASURY INFLATION INDEX 1.0000 02/15/2046 3,475,000 4,670,997
TREASURY INFLATION INDEX 0.8750 02/15/2047 2,050,000 2,658,661
TREASURY INFLATION INDEX 0.1250 02/15/2051 2,420,000 2,431,488
TRICAHUE LEASING LLC 3.5030 11/19/2021 146,331 148,036
TRL 2019-1A A 3.8200 04/17/2049 33,093,978 33,824,958
TRUIST BANK 2.6360 09/17/2029 22,895,000 23,983,199
TSMC GLOBAL LTD 0.7500 09/28/2025 30,000,000 29,276,766
TSMC GLOBAL LTD 1.0000 09/28/2027 30,000,000 28,786,610
TUCSON ELECTRIC POWER COMPANY 1.5000 08/01/2030 425,000 393,323
TWITTER INC 1.0000 09/15/2021 8,372,000 8,680,718
UBER TECHNOLOGIES INC 0.0000 12/15/2025 7,242,000 7,608,626
UBSBB 2012-C3 A4 3.0910 08/10/2049 9,136,671 9,386,679
UBSBB 2012-C4 A5 2.8502 12/10/2045 20,000,000 20,606,938
UBSBB 2013-C5 A4 3.1847 03/10/2046 16,000,000 16,611,326
UBSBB 2013-C6 B 3.8751 04/10/2046 625,000 631,093
UBSCM 2012-C1 A3 3.4000 05/10/2045 13,555,984 13,767,798
UNILEVER CAPITAL CORP 1.3750 09/14/2030 1,175,000 1,101,917
UNION ELECTRIC COMPANY 2.6250 03/15/2051 1,175,000 1,035,734
UNION PACIFIC CORP 3.8750 02/01/2055 44,390,000 46,639,253
UNITED AIRLINES 2016-2 AA PTT 2.8750 04/07/2030 33,656,565 34,149,308
UNITED AIRLINES 2020-1 A PTT 5.8750 04/15/2029 34,153,875 37,860,585
UNIVERSITY OF CALIFORNIA REGENTS MEDICAL CENTER POOOLED REVENUE BOND - SERIES N 3.2560 05/15/2060 80,000,000 79,817,232
UNIVERSITY OF CALIFORNIA REVENUES GENERAL SERIES BG 1.3160 05/15/2027 7,000,000 6,935,700
US BANCORP 3.6000 09/11/2024 25,000,000 27,287,857
US BANCORP 3.0000 07/30/2029 31,557,000 33,090,793
US BANCORP 1.3750 07/22/2030 53,000,000 48,968,296
US DEPT OF HOUSING AND URBAN DEVELOPMENT 2.8700 08/01/2027 1,000,000 1,087,749
US DEPT OF HOUSING AND URBAN DEVELOPMENT 3.2350 08/01/2030 676,000 731,216
US INTERNATIONAL DEVELOPMENT FINANCE CORP 1.0500 10/15/2029 980,230 997,924
US INTERNATIONAL DEVELOPMENT FINANCE CORP 1.6100 07/15/2038 750,000 723,239
US TREASURY BONDS 0.0000 12/30/2021 8,300,000 8,296,696
US TREASURY BONDS 1.3750 01/31/2022 4,900,000 4,952,637
US TREASURY BONDS 0.1250 05/31/2022 5,950,000 5,951,395
US TREASURY BONDS 1.7500 06/15/2022 4,943,000 5,040,701
US TREASURY BONDS 0.1250 08/31/2022 5,160,000 5,160,000
US TREASURY BONDS 0.1250 09/30/2022 5,000,000 4,999,609
US TREASURY BONDS 0.1250 10/31/2022 1,290,000 1,289,849
US TREASURY BONDS 0.1250 12/31/2022 950,000 949,555

Global Fixed Income

98
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
US TREASURY BONDS 2.3750 01/31/2023 50,000,000 52,025,391
US TREASURY BONDS 0.1250 02/28/2023 87,490,000 87,435,319
US TREASURY BONDS 2.8750 10/31/2023 100,000,000 106,703,125
US TREASURY BONDS 2.8750 11/30/2023 50,000,000 53,439,453
US TREASURY BONDS 0.1250 02/15/2024 4,400,000 4,375,594
US TREASURY BONDS 0.2500 03/15/2024 2,800,000 2,792,344
US TREASURY BONDS 2.1250 07/31/2024 100,000,000 105,523,438
US TREASURY BONDS 2.0000 02/15/2025 175,000,000 184,242,188
US TREASURY BONDS 2.8750 04/30/2025 100,000,000 108,843,750
US TREASURY BONDS 2.7500 08/31/2025 100,000,000 108,578,125
US TREASURY BONDS 0.2500 09/30/2025 350,000,000 341,222,658
US TREASURY BONDS 0.2500 10/31/2025 427,000,000 415,591,094
US TREASURY BONDS 2.2500 11/15/2025 330,000,000 351,256,640
US TREASURY BONDS 0.3750 12/31/2025 104,884,200 102,380,909
US TREASURY BONDS 0.3750 01/31/2026 316,503,000 308,491,518
US TREASURY BONDS 1.6250 02/15/2026 80,000,000 82,693,750
US TREASURY BONDS 0.5000 02/28/2026 202,130,000 198,071,610
US TREASURY BONDS 0.7500 03/31/2026 7,510,000 7,441,354
US TREASURY BONDS 1.6250 05/15/2026 100,000,000 103,234,375
US TREASURY BONDS 1.5000 08/15/2026 200,000,000 204,742,188
US TREASURY BONDS 1.3750 08/31/2026 179,000,000 182,020,625
US TREASURY BONDS 1.6250 09/30/2026 250,000,000 257,402,345
US TREASURY BONDS 2.0000 11/15/2026 170,000,000 178,287,500
US TREASURY BONDS 2.2500 02/15/2027 155,000,000 164,548,242
US TREASURY BONDS 2.3750 05/15/2027 100,540,000 107,401,070
US TREASURY BONDS 0.5000 05/31/2027 100,000,000 95,523,438
US TREASURY BONDS 0.3750 07/31/2027 100,000,000 94,410,156
US TREASURY BONDS 0.3750 09/30/2027 225,000,000 211,587,890
US TREASURY BONDS 0.5000 10/31/2027 200,880,000 190,129,782
US TREASURY BONDS 0.6250 12/31/2027 450,000,000 428,150,390
US TREASURY BONDS 0.7500 01/31/2028 400,000,000 383,187,500
US TREASURY BONDS 1.1250 02/29/2028 35,964,000 35,300,914
US TREASURY BONDS 1.2500 03/31/2028 100,000,000 98,890,625
US TREASURY BONDS 2.6250 02/15/2029 150,000,000 162,128,907
US TREASURY BONDS 2.3750 05/15/2029 250,000,000 265,468,750
US TREASURY BONDS 1.6250 08/15/2029 420,000,000 421,197,655
US TREASURY BONDS 1.7500 11/15/2029 150,000,000 151,664,063
US TREASURY BONDS 0.6250 05/15/2030 530,000,000 481,948,048
US TREASURY BONDS 0.6250 08/15/2030 600,000,000 543,281,250
US TREASURY BONDS 0.8750 11/15/2030 302,432,000 279,418,815
US TREASURY BONDS 1.1250 02/15/2031 367,005,000 346,475,658
US TREASURY BONDS 4.5000 02/15/2036 125,000,000 165,156,250
US TREASURY BONDS 4.7500 02/15/2037 125,000,000 170,703,125
US TREASURY BONDS 3.5000 02/15/2039 250,000,000 299,150,390
US TREASURY BONDS 1.1250 05/15/2040 100,000,000 81,359,375
US TREASURY BONDS 1.1250 08/15/2040 402,698,000 326,437,066
US TREASURY BONDS 1.3750 11/15/2040 535,000,000 453,830,469
US TREASURY BONDS 1.8750 02/15/2041 76,320,000 70,882,200
US TREASURY BONDS 3.1250 11/15/2041 246,920,000 280,582,139
US TREASURY BONDS 3.1250 02/15/2042 25,000,000 28,428,711
US TREASURY BONDS 2.7500 08/15/2042 337,500,000 361,283,203
US TREASURY BONDS 2.7500 11/15/2042 375,000,000 401,044,920
US TREASURY BONDS 2.8750 05/15/2043 201,000,000 219,364,805
US TREASURY BONDS 3.0000 11/15/2044 125,000,000 139,018,555
US TREASURY BONDS 2.5000 02/15/2045 515,000,000 524,475,197
US TREASURY BONDS 3.0000 05/15/2045 75,000,000 83,390,625
US TREASURY BONDS 2.8750 08/15/2045 382,500,000 416,656,057
US TREASURY BONDS 2.5000 02/15/2046 190,000,000 193,139,454
US TREASURY BONDS 2.5000 05/15/2046 170,000,000 172,822,265
US TREASURY BONDS 3.0000 02/15/2047 700,000 780,992
US TREASURY BONDS 3.0000 05/15/2047 115,000,000 128,337,304
US TREASURY BONDS 2.7500 08/15/2047 155,000,000 165,177,929
US TREASURY BONDS 3.0000 08/15/2048 50,000,000 55,955,078
US TREASURY BONDS 3.3750 11/15/2048 50,000,000 59,873,047
US TREASURY BONDS 2.0000 02/15/2050 50,000,000 45,585,938
US TREASURY BONDS 1.2500 05/15/2050 679,600,000 511,133,535
US TREASURY BONDS 1.3750 08/15/2050 354,195,000 275,275,927
US TREASURY BONDS 1.6250 11/15/2050 103,996,000 86,316,680
US TREASURY BONDS 1.8750 02/15/2051 34,578,000 30,558,308
US TREASURY STRIPS 0.0000 02/15/2046 12,000,000 6,449,503
US TREASURY STRIPS 0.0000 11/15/2046 12,500,000 6,587,650
US TREASURY STRIPS 0.0000 02/15/2048 24,700,000 12,630,112
US TREASURY STRIPS 0.0000 02/15/2049 36,000,000 17,977,696
US TREASURY STRIPS 0.0000 11/15/2049 35,000,000 17,152,691
USAA CAPITAL CORP 1.5000 05/01/2023 1,000,000 1,021,553
USAA CAPITAL CORP 2.1250 05/01/2030 1,000,000 980,717
USB CAPITAL IX 3.5000 12/31/2049 52,875,000 50,760,000
VALERO ENERGY CORP 1.3339 09/15/2023 1,000,000 1,003,386
VALMONT INDUSTRIES INC 5.0000 10/01/2044 1,250,000 1,355,173
VBTOW 2020-1A C2 3.0310 06/15/2050 7,500,000 7,848,735
VBTOW 2020-2A A 2.6360 09/15/2050 25,000,000 25,028,255
VDC 2020-2A A2 1.9920 09/15/2045 1,040,000 1,021,455
VENTR 2014-19A ARR 1.5013 01/15/2032 50,000,000 50,001,150
VENTR 2014-19A BRR 2.1413 01/15/2032 11,500,000 11,500,092
VENTR 2015-21A BR 1.5413 07/15/2027 51,000,000 50,779,884
VENTR 2015-21A CR 1.8913 07/15/2027 52,725,000 52,328,719
VENTR 2021-41A A1N 1.5325 01/20/2034 50,000,000 50,071,750
VERISK ANALYTICS INC 4.0000 06/15/2025 44,244,000 48,778,953
VERISK ANALYTICS INC 4.1250 03/15/2029 23,000,000 25,543,665
VERIZON COMMUNICATIONS INC 0.8000 03/20/2026 1,000,000 1,005,786
VERIZON COMMUNICATIONS INC 2.1000 03/22/2028 22,000,000 22,114,153
VERIZON COMMUNICATIONS INC 1.5000 09/18/2030 25,914,000 23,768,537
VERIZON COMMUNICATIONS INC 2.5500 03/21/2031 24,000,000 23,935,994

Global Fixed Income

99
GLOBAL FIXED INCOME
As of March 31, 2021

Coupon Maturity
Security Description Rate Date Par Fair Value
VERIZON COMMUNICATIONS INC 4.4000 11/01/2034 68,738,000 78,502,667
VERIZON COMMUNICATIONS INC 4.2720 01/15/2036 15,000,000 16,937,357
VERIZON COMMUNICATIONS INC 3.4000 03/22/2041 550,000 555,778
VERIZON COMMUNICATIONS INC 3.8500 11/01/2042 33,000,000 35,366,099
VERIZON COMMUNICATIONS INC 4.1250 08/15/2046 29,460,000 32,151,311
VIRGINIA ELECTRIC & POWER COMPANY 2.4500 12/15/2050 17,000,000 14,472,263
VISA INC 1.9000 04/15/2027 1,000,000 1,023,289
VISA INC 0.7500 08/15/2027 1,000,000 959,476
VISHAY INTERTECHNOLOGY INC 2.2500 06/15/2025 5,945,000 6,465,188
VOLKSWAGEN GROUP AMERICA 2.7000 09/26/2022 20,000,000 20,650,647
VOLKSWAGEN GROUP AMERICA 2.8500 09/26/2024 20,000,000 21,222,863
VONAGE HOLDINGS CORP 1.7500 06/01/2024 4,766,000 4,997,865
VOYA 2015-1A A1R 1.1234 01/18/2029 40,000,000 39,911,640
VOYA 2015-1A A2R 1.4734 01/18/2029 10,000,000 9,980,810
VOYA 2015-1A BR 1.9234 01/18/2029 4,000,000 4,000,216
VOYA 2015-1A CR 2.5734 01/18/2029 6,000,000 5,620,482
VOYA 2017-3A A2 1.9940 07/20/2030 32,545,000 32,484,596
VSLR 2020-1A A 2.2100 07/31/2051 1,384,960 1,362,047
VSTNA 2018-A A 3.5600 02/20/2036 322,659 340,187
VZOT 2020-B A 0.4700 02/20/2025 875,000 877,254
WALGREENS BOOTS ALLIANCE INC 3.4500 06/01/2026 52,000,000 55,934,355
WASHINGTON AIRCRAFT 2 COMPANY LTD 0.6251 06/26/2024 849,407 850,650
WAYFAIR INC 0.6250 10/01/2025 7,549,000 8,058,558
WELLS FARGO & COMPANY 4.1250 08/15/2023 25,768,000 27,845,357
WELLS FARGO & COMPANY 4.1000 06/03/2026 20,000,000 22,223,402
WELLS FARGO & COMPANY 3.0000 10/23/2026 15,000,000 16,037,238
WELLS FARGO & COMPANY 6.7500 12/15/2027 20,000,000 25,877,646
WELLS FARGO & COMPANY - PREFERRED 9,939 14,087,638
WELLTOWER INC 2.7000 02/15/2027 12,000,000 12,505,365
WELLTOWER INC 2.7500 01/15/2031 520,000 516,802
WEN 2018-1A A2I 3.5730 03/15/2048 36,765,000 37,791,111
WESTERN DIGITAL CORP 1.5000 02/01/2024 11,402,000 11,645,688
WESTF 2020-A B 4.2120 03/15/2045 294,760 238,722
WFCM 2016-C35 A4 2.9310 07/15/2048 4,000,000 4,215,510
WFCM 2017-RB1 A5 3.6350 03/15/2050 1,000,000 1,099,251
WFMBS 2018-1 A3 3.5000 07/25/2047 4,324,813 4,338,625
WFRBS 2011-C3 A4 4.3750 03/15/2044 1,190,990 1,189,952
WFRBS 2011-C4 A4 4.9020 06/15/2044 2,701,781 2,712,986
WFRBS 2012-C6 A4 3.4400 04/15/2045 18,626,816 18,794,770
WFRBS 2012-C8 A3 3.0010 08/15/2045 17,000,000 17,415,817
WFRBS 2013-C11 A5 3.0710 03/15/2045 14,580,000 15,137,224
WFRBS 2013-C12 AS 3.5600 03/15/2048 2,000,000 2,088,079
WFRBS 2013-C15 A4 4.1530 08/15/2046 10,000,000 10,689,081
WILLIAMS COMPANIES INC/THE 4.5500 06/24/2024 25,000,000 27,549,155
WILLIAMS COMPANIES INC/THE 4.0000 09/15/2025 25,000,000 27,406,252
WILLIAMS COMPANIES INC/THE 2.6000 03/15/2031 45,000,000 43,847,833
WINDR 2014-1A ARR 1.2734 07/18/2031 49,795,080 49,720,637
WINDR 2014-1A BRR 1.8224 07/18/2031 22,400,000 22,274,986
WINDR 2014-1A CRR 2.1734 07/18/2031 13,000,000 12,896,663
WINDR 2014-1A DRR 3.2234 07/18/2031 18,250,000 17,419,735
WINDR 2015-2A BR 1.4913 10/15/2027 27,000,000 26,929,368
WINDR 2015-2A CR 1.9413 10/15/2027 7,412,500 7,413,152
XYLEM INC 2.2500 01/30/2031 250,000 245,111
ZYNGA INC 0.0000 12/15/2026 3,564,000 3,780,068

Total Par Global Fixed Income 46,643,856,881

Total Fair Value Global Fixed Income $ 47,722,955,347

Global Fixed Income

100
MORTGAGE HOLDINGS
As of March 31, 2021

Address City,State Original Amount Principal Balance Interest Rate Maturity Date

Garden Apartments
102-104 Morton Ave. et al Albany, NY $ 1,184,528 $ 973,906 6.140 03/01/40
147-149 & 151-155 Henry Johnson Blvd. & 224 2nd St Albany, NY 571,382 475,791 4.550 12/01/46
23-25 North Pearl St. Albany, NY 648,906 543,931 6.880 03/01/40
31-33 North Pearl St. Albany, NY 484,144 402,363 6.640 07/01/39
315 Northern Blvd. Albany, NY 990,049 927,624 4.890 09/01/46
469, 473, 478, 488 Elk St., and 357 Sherman St., Albany, NY 395,569 380,677 5.530 04/01/33
56 Sheridan Ave. Albany, NY 489,730 469,976 4.300 09/01/48
800-804 Broadway Albany, NY 1,781,870 1,717,621 4.510 04/01/49
141 Woodrow Rd. Amsterdam, NY 3,150,000 2,931,171 5.270 08/01/46
5000, 6000, 7000 Blue Heron Way Ballston Spa, NY 2,639,549 2,589,809 6.090 04/01/49
3727 West Main Street Rd. Batavia, NY 1,215,249 1,137,035 4.600 02/01/47
555 East Main St. Batavia, NY 3,987,833 3,289,346 5.930 07/01/40
175, 165 and 147 Railroad Ave. Bedford Hills, NY 875,000 832,241 4.350 04/01/48
7289 South Lake Rd. Bergen, NY 1,655,809 1,155,862 6.740 08/01/34
163 Schubert St. et al Binghamton, NY 767,562 213,271 5.720 02/01/40
88 Second Ave. Brentwood, NY 2,200,000 1,495,937 8.340 04/20/31
829 Adee Ave. Bronx, NY 360,200 286,328 6.860 10/01/36
921-941 Tiffany St. Bronx, NY 876,676 726,425 6.660 12/01/39
1219-1233 Main St. Buffalo, NY 573,120 479,394 7.060 11/01/39
1325 Main St. Buffalo, NY 449,789 378,397 6.580 08/01/40
136 Broadway Buffalo, NY 329,455 271,530 6.980 06/01/39
1603 Seneca St. Buffalo, NY 9,111,816 2,344,347 6.590 10/01/23
1738 Elmwood Ave. Buffalo, NY 7,350,000 6,277,988 4.150 07/01/45
1807 Elmwood Ave. Buffalo, NY 5,270,082 4,542,584 4.320 09/01/45
238 Ontario St. Buffalo, NY 2,972,753 2,640,858 4.350 01/01/45
270 Niagara St. Buffalo, NY 499,396 472,349 4.970 08/01/47
351 Linwood Ave. & 857 Delaware Ave. Buffalo, NY 458,437 360,466 5.340 07/01/39
391 Washington St. Buffalo, NY 11,033,709 8,825,629 5.500 02/01/43
441 Ohio St. Buffalo, NY 11,276,880 11,006,968 4.640 06/01/49
492 South Division St. & 234 Jefferson Ave. Buffalo, NY 1,347,727 1,028,043 6.880 10/01/36
500 Seneca St., & 332 Myrtle Ave., Buffalo, NY 22,849,430 21,774,901 4.420 03/01/48
546 Dodge St. Buffalo, NY 992,313 817,944 5.950 07/01/42
618-622 Tacoma Ave. Buffalo, NY 897,395 674,043 6.190 04/01/37
937 Broadway Buffalo, NY 998,818 836,681 5.090 01/01/42
52-54 Genesee St. Camillus, NY 4,838,321 4,657,588 5.000 07/01/48
1012 Woodland Park Cir. et al Canandaigua, NY 3,577,728 3,550,904 5.880 01/01/50
Conifer Dr. Canandaigua, NY 1,347,748 1,070,348 7.230 12/01/37
142 & 202 Route 52 Carmel, NY 2,238,000 1,993,313 5.930 11/01/43
73 Seaman Ave. Castleton, NY 787,544 61,110 6.120 11/01/21
1000 Hyenga Way Clarkstown, NY 1,987,696 1,977,162 5.910 03/01/50
1000 Hyenga Way Clarkstown, NY 1,987,696 1,977,162 5.910 03/01/50
54 Carol Ann's Way et al Claverack, NY 1,745,091 503,333 6.220 03/01/24
651 County Route 6 Clermont, NY 662,147 132,692 5.620 01/01/23
579 Waite Rd. Clifton Park, NY 2,094,071 1,775,859 6.320 03/01/41
113-115 Remsen St. Cohoes, NY 692,646 690,972 5.250 03/01/35
170 & 18 Lancaster St., et al Cohoes, NY 664,000 633,691 5.290 01/01/33
DTF Cohoes 2017 Portfolio Cohoes, NY 1,087,347 1,059,353 6.180 12/01/33
165-177 Main St. Cortland, NY 8,473,550 8,335,398 5.810 08/01/49
15 Mount Airy Rd. Croton-on-Hudson, NY 595,000 486,936 4.880 06/01/41
High Meadows Mobile Home Park Dover Plains, NY 2,953,968 2,594,408 4.850 01/01/44
10-44 Keats Way & 4 T.S. Elliot Dr. Dryden, NY 1,852,000 1,600,175 4.270 12/17/43
21, 23, 25, 30, 31-47, 40-56, 51-57, and 60-76 East Fishkill, NY 6,982,893 6,649,773 4.920 12/01/47
28 Hampton Ave. East Greenbush, NY 514,163 401,426 7.060 12/01/36
19 Healthy Way Ellenville, NY 498,831 417,256 5.160 11/01/41
Ellenville Senior Housing Ellenville, NY 447,661 369,095 6.790 07/01/39
Ellenville Senior Housing Ph II Ellenville, NY 323,436 272,474 6.230 12/01/40
1 Depan Ave. Floral Park, NY 750,000 374,155 8.250 07/01/28
290 South Ocean Ave. Freeport, NY 408,410 200,496 4.570 03/01/27
1100 Emery St. Fulton, NY 1,500,000 1,082,399 6.770 09/01/35
150 Northern Pines Rd. Ganesvoort, NY 397,697 298,575 6.260 02/01/37
38 Bridge St. Garnerville, NY 1,391,334 178,190 6.420 05/01/22
150 Lyceum St. Geneva, NY 495,826 439,017 5.110 12/01/43
35 Hudson Ave. Glens Falls, NY 2,800,000 2,356,049 7.570 09/01/39
215 Sacandaga Rd. Glenville, NY 1,197,554 990,177 5.890 08/01/40
118 North Main St. Gloversville, NY 322,395 139,884 6.950 08/01/26
1 GBC Parkway Greece, NY 1,587,518 1,480,609 5.070 11/01/46
45 & 53 Route 9W South Haverstraw, NY 299,115 256,387 6.090 11/01/41
151 South Franklin St. Hempstead, NY 1,147,907 734,645 6.480 05/01/33
42 Mayer Dr. Highland, NY 483,231 136,197 5.620 01/01/24
81 Biltmore Dr. Horseheads, NY 1,113,240 1,027,051 5.020 01/01/46
100 Harry Howard Ave. Hudson, NY 2,438,139 1,988,308 7.010 02/01/39
414 Gretna Rd. Hyde Park, NY 611,500 304,705 4.760 04/01/27
210 Hancock St. & 420, 422, 424, 426, 428 Lake Ave Ithaca, NY 2,452,737 2,348,012 4.570 07/01/48
318-320 Third St. Ithaca, NY 2,485,134 2,074,145 7.200 09/01/39

Mortgage Holdings
101
MORTGAGE HOLDINGS
As of March 31, 2021

Address City,State Original Amount Principal Balance Interest Rate Maturity Date
621-623 East 2nd St. Jamestown, NY 537,698 476,309 5.680 07/01/43
55 Melroy Ave. Lackawanna, NY 747,854 559,611 6.250 02/01/37
387, 389-391 Manchester Rd. LaGrange, NY 2,379,721 1,237,944 3.540 11/01/27
217-04 137th Ave. Laurelton, NY 1,249,368 492,240 4.460 01/01/28
5,10,20,36,56 & 74 Liberty Commons Way Liberty, NY 797,302 697,772 6.900 12/01/41
36 Mountain View Terrace Livingston, NY 604,212 271,080 4.320 08/01/26
3300 Belgium Rd. Lysander, NY 1,795,617 1,565,500 4.940 09/01/43
8278 Riverknoll Crossings Lysander, NY 1,295,532 1,207,958 5.280 07/01/46
3258 Pine Terrace Macedon, NY 636,892 386,323 7.460 04/01/31
26 Rock Rose Way Malta, NY 6,742,993 5,513,756 5.780 06/01/40
3 Ellen St. Massapequa, NY 324,800 186,060 7.210 01/01/30
4 West Loines Ave. Merrick, NY 986,142 372,502 6.000 04/01/25
32-34 North St. Middletown, NY 528,964 525,255 6.110 05/01/50
34 Mill St. Middletown, NY 1,620,087 1,566,635 5.500 08/01/48
4-6 East Main St. Middletown, NY 545,691 537,120 6.180 03/01/49
48-52 County Highway 78 Middletown, NY 2,442,548 2,392,703 5.930 04/01/49
76 Uhlig Reard Rd. Middletown, NY 2,568,811 2,092,436 7.050 12/01/38
112 Millwood Rd. Millwood, NY 642,776 110,688 7.090 10/01/22
1 Hamaspik Way Monroe, NY 4,963,350 2,813,467 5.450 01/01/40
43 Hillside Terrace Monroe, NY 733,378 573,922 5.470 04/01/39
Mountain Rd. Monroe, NY 1,600,000 1,045,159 7.290 01/01/32
15 Elyon Rd. Monsey, NY 1,163,964 703,923 7.510 04/01/30
Dollard Dr. Monticello, NY 265,000 193,982 7.710 02/01/35
2 Stone Hill Dr. Moreau, NY 3,363,739 3,002,849 4.720 12/01/44
116, 118, 120, 122 W First St. Mount Vernon, NY 1,525,904 1,353,784 4.420 11/01/44
129 South Fourth Ave. et al Mt Vernon, NY 746,244 692,700 4.810 07/01/46
159-161 South 11th St. Mt Vernon, NY 1,424,000 1,046,656 6.420 07/01/36
2 Lorraine Ave. Mt Vernon, NY 1,020,000 757,109 6.830 05/01/36
60 West First St. Mt Vernon, NY 2,717,292 2,351,825 6.000 06/01/42
3 Hyenga Way Nanuet, NY 2,739,888 2,379,020 6.230 05/01/42
508, 512-14 Union Ave. New Cassel, NY 904,528 784,786 7.660 09/01/40
735-765 & 816-822 Prospect Ave. New Cassel, NY 3,609,951 3,030,160 5.500 07/01/41
36 Maple Ave. New Rochelle, NY 1,200,000 195,031 4.350 06/01/44
459 Webster Ave. New Rochelle, NY 1,298,703 1,073,306 5.990 05/01/40
5 Anderson St. New Rochelle, NY 7,222,275 6,775,979 4.700 03/01/47
565 Main St. New Rochelle, NY 528,244 449,377 6.990 08/01/40
1000 Corporal Tremblay Way & 3000 Nicholas Brooks New Windsor, NY 3,295,976 3,096,740 4.920 04/01/47
701 Blooming Grove Turnpike New Windsor, NY 2,735,925 2,378,516 4.690 09/01/43
Route 32 New Windsor, NY 3,086,359 2,565,339 5.510 03/01/41
516-518 West 151 St., 598 West 152 St. & New York, NY 1,952,321 1,691,732 5.870 09/01/47
87 St. Marks Place New York, NY 650,000 431,356 6.730 11/01/33
10, 12 & 16 Farrington St. Newburgh, NY 946,004 944,993 5.750 09/01/50
19, 21, 46 & 48 South Miller St. et al Newburgh, NY 543,271 538,555 6.020 06/01/49
20 East Parmenter St., et al Newburgh, NY 406,449 372,875 4.350 06/01/46
345 Liberty St. & 33 Johnson St. Newburgh, NY 484,002 481,464 5.840 07/01/50
96 Broadway Newburgh, NY 703,464 694,800 4.570 10/01/49
97-99 Liberty St. Newburgh, NY 376,000 251,765 6.490 04/01/34
104 Singleton Ave. North Syracuse, NY 664,584 455,070 6.110 03/01/42
263 Main St. Nyack, NY 1,494,388 1,432,270 4.820 04/01/48
40-42 South Franklin St. Nyack, NY 479,931 299,930 5.860 05/01/33
1A Silver Ave., 38 West St. & 63-65 Spruce St. Oneonta, NY 550,000 529,878 4.620 11/01/48
19 Narragansett Ave. Ossining, NY 2,745,496 2,202,351 7.020 06/01/38
88 Devans Gate Dr. Otisville, NY 313,978 253,376 5.590 02/01/40
200-204 Front St. Owego, NY 522,978 501,576 5.760 05/01/49
45-49 Castagna Dr. Pawling, NY 3,188,202 2,997,524 4.900 03/01/47
201 South Division St. Peekskill, NY 414,144 323,908 6.910 05/01/37
801-817 Central Ave., 802-804 & 812-816 South St. Peekskill, NY 2,554,315 2,354,377 4.460 04/01/46
120 & 130 Water St. Penn Yan, NY 1,292,301 1,020,223 4.930 01/01/45
3666 Route 9 Philipstown, NY 1,144,921 955,435 5.490 05/01/41
30-50 Ampersand Dr. Plattsburgh, NY 4,942,695 4,618,094 5.290 09/01/46
104 Tompkins Ave. Pleasantville, NY 1,662,171 1,157,774 6.200 08/12/34
19-23 Front St. Port Jervis, NY 447,655 381,692 4.590 01/01/43
214 East Main St. Port Jervis, NY 1,000,000 703,606 6.500 05/01/35
East Main St. Port Jervis, NY 650,000 436,203 6.880 12/01/33
2 Bay Green Lane Port Washington, NY 10,135,620 8,650,122 5.140 09/01/42
19-21 Market St. Potsdam, NY 518,454 512,032 6.050 11/01/49
12 South Hamilton St. Poughkeepsie, NY 858,972 817,764 5.030 12/01/47
126 Hudson Ave. Poughkeepsie, NY 793,790 695,613 4.650 12/01/43
1-39 Summersweet Dr. Poughkeepsie, NY 399,679 285,692 7.100 02/01/35
20 Caldwell Rd. Poughkeepsie, NY 603,670 321,049 3.430 01/01/28
220 Church St. Poughkeepsie, NY 398,786 390,662 5.940 04/01/34
26 Cooper Rd. Poughkeepsie, NY 2,996,886 2,522,984 5.780 07/01/41
26, 28, 30 North Hamilton St. Poughkeepsie, NY 447,767 409,556 4.860 10/01/45
32 North White St. & 12 Noxon St. Poughkeepsie, NY 413,667 340,769 5.640 01/01/40
328-330 Main St. Poughkeepsie, NY 632,379 536,330 4.560 08/01/42
40 Cannon St. Poughkeepsie, NY 5,443,280 5,266,148 4.860 12/01/48

Mortgage Holdings
102
MORTGAGE HOLDINGS
As of March 31, 2021

Address City,State Original Amount Principal Balance Interest Rate Maturity Date
400 Main St. Poughkeepsie, NY 1,340,000 1,089,692 6.970 01/01/39
54-56 Talmage St. & 442-444 Main St. Poughkeepsie, NY 521,731 481,066 4.850 02/01/46
66 Washington St. Poughkeepsie, NY 1,795,528 1,684,790 4.830 03/01/47
99 Livingston St. Poughkeepsie, NY 1,562,000 1,328,417 6.220 07/01/41
5, 7, 18 Rose St. Pougkeepsie, NY 1,898,194 1,890,874 6.240 09/01/50
Red Hook Commons, Phase 2 Red Hook, NY 869,294 712,432 7.050 03/01/39
13-15 Lower Hook Rd. Rhinebeck, NY 606,861 280,651 4.860 09/01/26
124 Candlewood Ct., Davis Ln. & East Main St. Richmondville, NY 969,498 964,416 5.810 08/01/50
125 Candlewood Ct. Richmondville, NY 873,693 867,250 5.810 06/01/50
120 Charlotte St, Rochester, NY 750,000 743,794 5.890 06/01/50
1400 South Plymouth Ave. et al Rochester, NY 3,458,970 2,946,929 6.710 01/01/41
150 Kelly St. Rochester, NY 3,192,049 3,009,442 4.830 06/01/47
1786 St. Paul St. Rochester, NY 300,000 219,089 6.740 01/01/36
200, 208-214&218-226 Clifford Ave. Rochester, NY 926,499 244,714 6.120 09/01/23
250 East Main St. - Unit 400 aka 25 Franklin St. Rochester, NY 1,798,121 1,756,507 5.750 04/01/49
33 Litchfield St. Rochester, NY 1,986,835 1,793,020 4.590 07/01/45
3400 East River Rd. Rochester, NY 774,248 653,634 6.130 04/01/41
355 Clifford Ave. Rochester, NY 342,724 195,802 3.360 06/01/28
390 South Ave. Rochester, NY 624,175 591,398 4.490 12/01/47
42 & 48 S. Washington St., Rochester, NY 2,948,599 2,820,725 5.060 11/01/47
435-445 State St. Rochester, NY 2,922,548 2,543,470 5.750 09/01/42
556 Broadway Rochester, NY 1,559,963 740,323 4.640 12/01/26
810-832 University Ave. Rochester, NY 5,928,144 5,269,958 6.000 08/01/43
200 N Levitt St. Rome, NY 2,993,577 2,647,075 5.630 09/01/43
23 Woodcreek Dr. Rome, NY 8,261,476 7,029,806 4.180 07/01/43
838-840 Erie St. Ronkonkoma, NY 538,490 321,652 6.470 10/01/30
136 River Rd. Rosendale, NY 743,876 621,434 5.230 07/01/41
133 Lawrence St. Saratoga, NY 4,869,000 3,284,725 6.000 05/01/41
108 Main St. Saugerties, NY 1,200,000 943,928 7.680 04/01/35
Route 9W & Glasco Turnpike North Saugerties, NY 950,000 732,835 6.680 08/01/37
118 Jay St. Schenectady, NY 819,079 788,378 5.360 06/01/48
242 Broadway Schenectady, NY 7,337,094 6,720,988 4.300 05/01/47
245 Broadway Schenectady, NY 2,245,900 1,907,705 4.850 01/01/45
602 Craig St. et al Schenectady, NY 1,744,281 1,711,817 6.060 07/01/49
162-176 Miller Rd. Selkirk, NY 434,648 339,068 7.060 12/01/36
Balsley Rd. Seneca Falls, NY 2,814,575 2,423,666 6.160 01/01/42
120 Valley St. Sleepy Hollow, NY 2,400,000 1,990,702 7.030 09/01/39
1565 New Scotland Rd. Slingerlands, NY 1,064,428 858,553 6.990 05/01/37
24-26 Clayton Blvd. Somers, NY 2,991,081 2,626,279 6.050 12/01/42
201 North Main St. Spring Valley, NY 797,015 622,505 6.380 03/01/38
65-68 North Main St. Spring Valley, NY 1,804,000 1,544,572 7.310 09/01/40
200 Owens Rd. aka 1-8 Lifetime Way Sweden, NY 840,000 808,726 5.750 05/01/48
105 Wyoming St. Syracuse, NY 686,248 619,317 4.820 08/01/48
109 & 115 Otisco St. Syracuse, NY 1,768,139 917,819 5.220 07/01/41
112-116 Blossom Rd. Syracuse, NY 419,539 355,010 5.480 01/01/42
113 Elmwood et al Syracuse, NY 598,101 476,197 5.720 07/01/39
200 Erickson St. & 203 Luddington St. Syracuse, NY 434,490 369,180 5.140 07/01/42
200-208 Walton St. Syracuse, NY 1,666,528 1,296,414 6.600 05/01/37
209-211 Robert Dr. et al Syracuse, NY 728,249 627,479 7.160 01/01/41
212 N. Townsend St. Syracuse, NY 1,345,446 1,271,710 4.450 09/01/48
225-303 Wilkinson St. Syracuse, NY 18,672,712 18,200,421 5.380 12/01/33
230 West Willow St. Syracuse, NY 3,896,391 2,967,728 6.380 07/01/37
233-35 Robert Dr, et al Syracuse, NY 1,495,239 1,345,319 7.210 01/01/43
300 Lowell Ave. Syracuse, NY 2,240,000 1,759,023 4.880 05/01/44
301 Nottingham Rd. Syracuse, NY 458,681 440,192 4.770 12/01/47
312-344 S. Warren St. Syracuse, NY 14,904,401 13,881,859 4.860 05/01/48
400 & 410 Onondaga St. et al Syracuse, NY 604,101 588,302 4.260 03/01/49
Rock Ridge Dr. Thompson, NY 2,772,189 2,584,863 4.900 06/01/46
1035 Broadway Thornwood, NY 253,590 212,988 4.260 10/01/42
284 Main St. Tonawanda, NY 250,000 136,567 5.970 03/01/42
13 Gurley Ave. Troy, NY 835,000 522,074 6.240 03/01/33
401-1105 Eddys Ln. Troy, NY 1,269,751 1,239,971 5.980 02/01/49
52 King St. et al Troy, NY 651,469 640,243 6.320 02/01/49
557 6th Ave., 168 6th Ave., 238 9th St., 44 113th Troy, NY 358,823 342,415 5.550 09/01/32
599 River St. Troy, NY 1,978,821 1,891,554 4.560 01/01/48
6 Franklin Pl. Troy, NY 390,000 381,152 6.130 12/01/33
1101-2350 Ulster Gardens Ct. Ulster, NY 499,319 446,748 4.310 05/01/45
3000-4309 Ulster Gardens Ct. Ulster, NY 499,390 469,203 4.920 04/01/47
Lawrenceville St. Ulster, NY 649,443 475,266 6.770 01/01/36
700 Cornelia St. Utica, NY 3,612,613 2,407,527 5.140 07/01/43
1374 Old Post Rd. Valatie, NY 609,145 314,040 4.650 07/01/27
281 Maple Rd. et al Valley Cottage, NY 628,565 141,789 6.220 06/01/23
544 E Main St. Wallkill, NY 2,617,819 2,317,232 4.300 11/01/44
1548 Route 9 Wappingers Falls, NY 1,696,515 1,355,355 5.860 07/01/39
2649 East Main St. Wappingers Falls, NY 325,969 266,014 6.380 08/01/39
13, 15, 17 & 13I Birch Glen Dr. Waterford, NY 1,106,843 979,207 4.820 05/01/44

Mortgage Holdings
103
MORTGAGE HOLDINGS
As of March 31, 2021

Address City,State Original Amount Principal Balance Interest Rate Maturity Date
101-108, 110, 112 & 201-204 Creekwood Dr. Watertown, NY 2,192,726 1,462,620 5.680 03/01/44
15615, 15675, 15735 Eimicke Place Watertown, NY 12,878,987 11,810,244 5.060 03/01/47
205-211 Creekwood Dr. Watertown, NY 2,320,554 1,713,630 3.980 03/01/46
433 Clover St. Watertown, NY 3,342,920 2,165,977 6.560 02/01/39
Beaver Meadows Apartments-Phase 1 Arsenal St. Watertown, NY 14,974,697 12,671,302 4.590 07/01/44
16th St. & Early Dr. Watervliet, NY 2,869,560 2,300,291 6.100 01/01/42
840 Hard Rd. Webster, NY 1,100,926 1,019,038 5.500 02/01/46
970 & 975 Abigayle Way Webster, NY 2,887,847 2,849,959 5.770 10/01/49
1020 Prospect Ave. Westbury, NY 1,448,063 1,272,732 4.420 07/01/44
7210 Williams Rd. Wheatfield, NY 349,379 267,049 6.610 05/01/37
22 Tarrytown Rd. White Plains, NY 646,786 576,880 4.880 08/01/44
Wilton Common Dr. Wilton, NY 254,056 129,870 8.080 09/01/32
1 Leslie Way Woodstock, NY 745,965 663,109 5.640 10/01/43
614 Cooper Hill Rd. Wynantskill, NY 3,956,576 3,007,758 4.290 03/01/43
110-126 Ashburton Ave. Yonkers, NY 4,695,523 4,069,371 6.230 04/01/42
1159 & 1141 Yonkers Ave. Yonkers, NY 4,800,000 3,043,509 6.160 07/01/33
144 Linden St. Yonkers, NY 638,393 582,713 4.770 10/01/45
16-18 Warburton Ave. Yonkers, NY 2,494,817 2,116,959 5.800 10/01/41
185 Riverdale Ave. Yonkers, NY 5,090,070 4,160,338 6.130 01/01/40
21 Park Hill Ave. Yonkers, NY 310,000 285,671 4.770 05/01/46
26 North Broadway Yonkers, NY 640,000 486,255 6.890 12/01/36
421 North Broadway Apartment 5 & 9 Yonkers, NY 1,040,316 444,845 4.860 03/01/26
71 Jackson St. Yonkers, NY 477,374 394,944 5.550 12/01/40
81 School St. Yonkers, NY 464,170 340,697 6.580 03/01/36
86 School St. Yonkers, NY 306,403 258,540 4.620 07/01/42
240-250 Underhill Ave. Yorktown, NY 4,160,000 3,631,969 4.650 02/01/44
High Rise Apartments
129 Lockwood Ave. New Rochelle, NY 1,518,908 1,154,369 7.190 07/01/36
Office
75-20 Astoria Blvd. Astoria, NY 113,431,715 84,100,547 5.290 03/01/33
Retail
73-01 25th Ave. Jackson Heights, NY 3,500,000 2,142,953 6.079 04/01/27
Bulova Home Expo, NEC Boody St. & 25th Ave. Jackson Heights, NY 15,000,000 10,593,508 6.079 04/01/27
754 Fifth Ave. New York, NY 400,000,000 400,000,000 4.360 09/01/23

Total Fair Value Mortgage Holdings $ 1,043,621,064

Mortgage Holdings
104
REAL ESTATE INVESTMENTS
As of March 31, 2021
Fair
Cost Value
DIRECT REAL ESTATE
Office
390 Madison Ave, New York, NY $ 1,062,554,308 $ 1,298,604,624
Boston Properties Joint Venture, Various Locations, U.S. 15,598,337 93,740,478
Liberty Joint Venture, Washington, D.C. 1,535,555 1,535,555
MetLife Core Plus Partners, Various Locations, U.S. 664,278,439 767,520,403
MetLife Properties Joint Venture, Various Locations, U.S. 632,031,213 713,574,981
$ 2,375,997,852 $ 2,874,976,041

Residential
ComRef Multi-Family Portfolio $ 303,585,889 $ 319,863,381
Fairfield Create Core Multifamily Fund, Various Locations, U.S. 82,937,189 86,212,000
Post Properties Joint Venture, Various Locations, U.S. 15,707,175 51,177,089
$ 402,230,253 $ 457,252,470

Retail
Equity One $ 144,344,574 $ 109,087,817
GGP/Homart II, Various Locations, U.S. 752,833,055 1,069,563,976
KIMCO Income Operating Partnership, Various Locations, U.S. 395,993,242 720,862,655
$ 1,293,170,871 $ 1,899,514,448

Industrial
LaSalle CAVA Industrial Fund, Various Locations, U.S. $ 1,093,571 $ 869,954
Liberty Joint Ventures, Chicago, IL 135,498,639 200,732,379
Comref So. CA. Industrial, Various Locations, California 325,569,002 1,039,493,379
$ 462,161,212 $ 1,241,095,712

Self-Storage
Shurgard Joint Venture, Europe $ 866,870,980 $ 1,486,005,191
$ 866,870,980 $ 1,486,005,191

SUBTOTAL DIRECT REAL ESTATE $ 5,400,431,168 $ 7,958,843,862

Residual Amounts: Sold/Converted Properties 0 0
TOTAL DIRECT REAL ESTATE $ 5,400,431,168 $ 7,958,843,862

PRIVATE EQUITY REAL ESTATE INVESTMENTS

AEPEP II N Strategic Investments $ 47,390,718 $ 47,279,106
Aetos Capital Asia TE II 6,200,869 3,149,809
Apollo Real Estate Investment Fund V 58,816 58,817
ARA Real Estate Partners Asia II 118,396,366 135,028,011
Ares European Property Enhancement Partners II 166,928,019 169,112,155
Ares European Property Enhancement Partners III 140,099,851 133,765,113
Ares European Real Estate Fund II 6,974,925 2,035,121
Ares European Real Estate Fund III 19,560,623 1,301,246
AREA European Property Enhancement Program 3,419,819 214,158
Artemis Real Estate Partners Income & Growth Fund 55,896,817 55,929,295
Asana Select Retail Fund 426,072,362 420,396,538
Avanath Affordable Housing III 42,436,037 48,023,849
Avanath III NY Co-Investment Fund 29,778,012 19,054,770
Beacon Capital Strategic Partners VI 29,543,607 1,026,466
Black Creek Industrial Fund 130,041,475 133,997,152
Blackstone BioMed Life Science Real Estate Fund 245,098,040 254,163,339
Blackstone Property Partners 760,710,101 895,830,439
Blackstone Real Estate Debt Strategies III 149,907,824 140,537,974
Blackstone Real Estate Partners Asia 132,195,031 195,852,972
Blackstone Real Estate Partners Asia II 172,061,500 204,996,872
Blackstone Real Estate Partners International II 199,034 191,185
Blackstone Real Estate Partners Europe VI 92,751,891 102,850,173
Blackstone Real Estate Partners IV 3,755,425 2,035,915
Blackstone Real Estate Partners IX 163,765,980 202,725,827
Blackstone Real Estate Partners V 17,756,136 12,512,557
Blackstone Real Estate Partners VI 16,319,839 29,594,629
Blackstone Real Estate Partners VIII 205,123,747 237,389,725
Brookfield Strategic Real Estate Partners II-B 313,565,155 377,215,000
Brookfield Strategic Real Estate Partners III-B 216,041,987 256,800,169
Cayuga Lake Fund 64,255,811 56,630,281
Carlyle Europe Real Estate Partners III 5,561,573 7,735,734
Carlyle Realty Halley Co-Investment Fund IV-A 1,200,303 1,832,341
Carlyle Realty Partners IV-A 4,821,957 8,147,918
Carlyle Realty Partners V-B 18,251,652 35,321,952
CB Richard Ellis Strategic Partners Europe Fund III 508,741 522,984
Cherokee Investment Partners IV 22,881,034 6,094,982
CIM Fund III 73,137,280 89,194,104
CIM Fund VIII 187,421,204 179,160,983
City Investment Fund 352,021 348,854
Clarion Gables Multifamily Trust 250,861,114 290,472,230

Real Estate Investments

105
REAL ESTATE INVESTMENTS
As of March 31, 2021
Fair
Cost Value
Colony Investors VII 3,363,082 3,373,400
Colony Investors VIII 7,371,672 7,494,300
Cortland Enhanced Value Fund V 20,072,606 19,578,509
Empire GCM RE Anchor Fund 61,487,383 62,481,978
Excelsior II 32,594,165 19,772,241
Exeter Europe Industrial Core Fund 35,863,672 32,870,896
Exeter Europe Value Venture III 117,663,331 158,815,736
F55 Charlotte Street CI 21,831,150 29,181,067
F55 Lighthouse CI 22,093,925 30,876,455
Gadol 45CI-4 210,409 279,730
Greenoak US Parallel III-A 79,805,833 68,665,788
Heitman Value Partners IV 70,551,612 80,006,709
HVP IV Sidecar I 25,816,912 30,307,753
Jamestown Premier Property Fund 322,202,172 276,800,817
JPMCB Strategic Property Fund 638,849,387 679,387,470
Kimex Retail Land and Development Fund I 1,027,000 944,000
LAI Strategic Realty Investors 123,787 95,708
Lake Hempstead Fund 21,178,211 30,923,895
Lake Montauk Fund of Funds, L.P. Various Locations, U.S. 149,274,021 142,727,953
Lake Success Fund 34,784,782 16,231,551
Landmark Real Estate Partners VIII-A 108,041,747 96,555,046
Lone Star Fund V 6,027,737 16,160,545
Lone Star Fund VI 7,115,128 14,029,965
Lone Star Real Estate Fund 5,196,978 3,519,210
Mesa West Core Lending Fund 150,909,784 149,107,146
Metropolitan Workforce Housing Fund 931,773 1,021,641
Morningside Investment Partners 48,701,700 33,756,000
Niam Nordic VI 10,048,715 57,413,038
Niam Nordic VII KB 29,025,062 33,638,522
North Haven Real Estate Fund V - Special International 7,357,497 9,312,393
NREP Nordic Strategies Fund IV 17,517,140 22,806,331
NYSCRF Frontier Mach I 147,815,840 155,912,229
NYSCRF Frontier Mach II 340,194,767 426,221,086
Oaktree Real Estate Opportunities Fund VIII - 9,936,014
PGIM Real Estate Capital VII 19,793,156 19,493,805
Praedium Fund VI 62,393 62,393
Pramerica Real Estate Capital VI 88,346,788 114,442,008
PRISA 200,000,000 200,000,000
Prologis Targeted US Logistics Holdings 690,744,682 979,589,941
Rockpoint Real Estate Fund II 6,091,079 2,494,685
Rockpoint Real Estate Fund III 8,592,049 9,484,313
Rockpoint Real Estate Fund IV 16,471,240 9,525,341
Star Lake Fund I 48,592,049 20,077,664
Star Lake Fund II 1,103,795 1,122,562
Star Lake Fund III 146,996,958 161,354,518
Stockbridge Real Estate Fund II - D 6,865,367 9,721,658
Stockbridge Real Estate Fund III - A 157,388,125 225,107,656
Trumbull Property Fund 326,548,334 288,552,046
Westbrook Real Estate Fund VI 3,041,062 3,039,386
Westbrook Real Estate Fund VII 27,582,227 23,206,185
Westbrook Real Estate Fund VIII 14,060,275 13,227,550
Westbrook Real Estate Fund X 91,982,968 109,991,525
Westbrook Real Estate Fund XI 16,944,334 19,815,511
Westbrook Real Estate Partners (Fund V) 110,415 104,299
SUBTOTAL PRIVATE EQUITY REAL ESTATE INVESTMENTS $ 8,757,668,972 $ 9,689,148,913

TOTAL REAL ESTATE INVESTMENTS $ 14,158,100,140 $ 17,647,992,775

Real Estate Investments

106
SHORT-TERM INVESTMENTS
As of March 31, 2021

Security Description Maturity Date Original Amount

ABBVIE INC 05/14/2021 $ 8,901,126
ABBVIE INC 11/14/2021 39,737,125
ABBVIE INC 11/19/2021 32,661,558
ALBION CAPITAL CORP LLC 04/19/2021 34,601,097
ALBION CAPITAL CORP LLC 04/27/2021 7,799,155
ALIBABA GROUP HOLDING LTD 11/28/2021 50,035,057
ALPINE SECURITIZATION LLC 08/10/2021 70,000,000
ANGLESEA FUNDING LLC 05/04/2021 237,581,149
ANGLESEA FUNDING LLC 06/01/2021 35,283,432
ATLANTIC ASSET SECURITIZATION LLC 04/30/2021 34,996,053
ATLANTIC ASSET SECURITIZATION LLC 05/26/2021 9,809,351
ATLANTIC ASSET SECURITIZATION LLC 06/04/2021 49,989,333
AUTOBAHN FUNDING COMPANY LLC 04/07/2021 24,999,625
AUTOBAHN FUNDING COMPANY LLC 04/30/2021 49,995,569
AXIS 2020-1A A1 06/21/2021 1,122,587
BARCLAYS BANK PLC CCP 04/29/2021 80,317,754
BARCLAYS BANK PLC CCP 04/05/2021 77,178,456
BARCLAYS BANK PLC CCP 04/20/2021 13,191,677
BARCLAYS BANK PLC CCP 04/19/2021 26,927,576
BARCLAYS BANK PLC CCP 04/08/2021 49,998,153
BARCLAYS BANK PLC CCP 04/01/2021 72,820,000
BARCLAYS BANK PLC CCP 06/23/2021 74,970,604
BBVA USA 06/11/2021 19,061,367
BEDFORD ROW FUNDING CORP 06/30/2021 149,947,500
BRISTOL-MYERS SQUIBB COMPANY 05/14/2021 20,049,406
BRITANNIA FUNDING COMPANY LLC 04/29/2021 40,994,260
CGCC 2014-FL2 B 11/15/2031 20,004,474
CHARTA LLC 04/01/2021 75,000,000
CHARTA LLC 06/01/2021 99,979,667
CHESHAM FINANCE LLC 04/01/2021 186,994,000
CIESCO LLC 06/22/2021 21,766,297
CITIGROUP INC 08/02/2021 10,070,275
CNH 2020-A A2 11/15/2021 4,230,611
COMM 2014-CR15 A2 09/10/2021 2,050,666
CONCORD MINUTEMEN CAPITAL COMPANY LLC 04/09/2021 36,664,022
CONCORD MINUTEMEN CAPITAL COMPANY LLC 04/29/2021 48,245,245
CONCORD MINUTEMEN CAPITAL COMPANY LLC 05/28/2021 140,317,667
CONCORD MINUTEMEN CAPITAL COMPANY LLC 06/17/2021 36,368,771
CRC FUNDING LLC 06/07/2021 59,986,600
CROWN POINT CAPITAL COMPANY LLC 07/02/2021 95,053,000
CROWN POINT CAPITAL COMPANY LLC 07/16/2021 50,000,000
CROWN POINT CAPITAL COMPANY LLC 07/19/2021 217,242,000
CROWN POINT CAPITAL COMPANY LLC 09/21/2021 137,705,000
DAIMLER FINANCE NORTH AMERICA LLC 01/06/2022 42,763,722
DAIMLER FINANCE NORTH AMERICA LLC 05/04/2021 5,972,400
DEFT 2020-2 A1 09/22/2021 9,353,888
EMD FINANCE LLC 03/19/2022 51,009,399
FAIRWAY FINANCE CORP 04/08/2021 47,998,320
FORDO 2020-A A2 09/15/2021 3,387,170
GENERAL MOTORS FINANCIAL COMPANY INC 07/06/2021 63,525,591
GENERAL MOTORS FINANCIAL COMPANY INC 01/14/2022 10,200,558
GENERAL MOTORS FINANCIAL COMPANY INC 04/09/2021 43,056,121
GENERAL MOTORS FINANCIAL COMPANY INC 11/06/2021 11,099,428
GILEAD SCIENCES INC 12/01/2021 9,970,267
GOLDMAN SACHS GROUP INC 07/27/2021 59,305,390
GOLDMAN SACHS GROUP INC 01/24/2022 50,564,652
GOTHAM FUNDING CORP 04/21/2021 84,993,000
GTA FUNDING LLC 04/08/2021 76,998,802
GTA FUNDING LLC 04/09/2021 34,999,378
GTA FUNDING LLC 04/12/2021 179,995,600
HARLEY-DAVIDSON FINANCIAL SERVICES INC 05/21/2021 20,080,295
HAROT 2020-2 A2 12/15/2021 9,018,303
HYUNDAI CAPITAL AMERICA 06/15/2021 50,194,168
LEXINGTON PARKER CAPITAL COMPANY LLC 04/09/2021 19,999,067
LEXINGTON PARKER CAPITAL COMPANY LLC 04/26/2021 143,428,058
LEXINGTON PARKER CAPITAL COMPANY LLC 04/30/2021 48,870,307
LEXINGTON PARKER CAPITAL COMPANY LLC 06/14/2021 129,954,572
LMA-AMERICAS LLC 04/16/2021 99,995,833
LMA-AMERICAS LLC 04/30/2021 74,993,958
LMA-AMERICAS LLC 05/28/2021 74,985,750
LMA-AMERICAS LLC 06/22/2021 43,374,187
LONGSHIP FUNDING LLC 04/08/2021 84,999,008
LONGSHIP FUNDING LLC 04/09/2021 144,997,967
LONGSHIP FUNDING LLC 04/15/2021 49,996,694
MACKINAC FUNDING COMPANY LLC 04/12/2021 44,997,388
MANHATTAN ASSET FUNDING COMPANY LLC 04/08/2021 106,998,336

Short Term Investments

107
SHORT-TERM INVESTMENTS
As of March 31, 2021

Security Description Maturity Date Original Amount

MANHATTAN ASSET FUNDING COMPANY LLC 04/26/2021 144,209,983
MANHATTAN ASSET FUNDING COMPANY LLC 04/30/2021 61,993,008
METLIFE SHORT TERM FUNDING LLC 04/09/2021 40,899,500
MITSUBISHI UFJ TRUST & BANKING CORP OF NY 04/30/2021 100,000,000
MITSUBISHI UFJ TRUST & BANKING CORP OF NY 04/30/2021 225,000,000
MITSUBISHI UFJ TRUST & BANKING CORP OF NY 08/06/2021 175,000,000
MIZUHO BANK LTD 04/13/2021 122,587,000
MIZUHO BANK LTD 04/30/2021 270,000,000
MIZUHO BANK LTD 04/30/2021 107,413,000
MOLSON COORS BEVERAGE COMPANY 07/15/2021 44,175,926
MORGAN STANLEY 04/21/2021 35,247,508
MORGAN STANLEY 07/28/2021 35,781,524
MOUNTCLIFF FUNDING LLC 04/07/2021 108,298,376
MOUNTCLIFF FUNDING LLC 04/09/2021 124,997,500
MOUNTCLIFF FUNDING LLC 04/13/2021 99,997,333
MUFG BANK LTD OF NY 07/29/2021 350,000,000
NISSAN MOTOR ACCEPTANCE CORP 01/13/2022 20,302,361
OLD LINE FUNDING LLC 04/05/2021 32,014,431
OLD LINE FUNDING LLC 04/06/2021 24,999,288
PSEG POWER LLC 06/15/2021 27,570,761
SAUDI INTERNATIONAL BOND 10/26/2021 55,575,300
SCFET 2019-2A A1 02/20/2022 8,171,228
SCFET 2021-1A A1 03/11/2022 5,865,386
STANDARD CHARTERED BANK OF NY 06/28/2021 80,590,000
STANDARD CHARTERED BANK OF NY 07/26/2021 80,000,000
STANDARD CHARTERED BANK OF NY 07/27/2021 250,000,000
SUMITOMO MITSUI TRUST BANK LTD OF NY 07/30/2021 80,000,000
SUMITOMO MITSUI TRUST BANK LTD OF NY 07/27/2021 150,000,000
SUMITOMO MITSUI TRUST BANK LTD OF NY 08/30/2021 350,000,000
SUMITOMO MITSUI TRUST BANK LTD OF NY 04/14/2021 200,893,000
SUMITOMO MITSUI TRUST BANK LTD OF NY 07/30/2021 290,000,000
THUNDER BAY FUNDING LLC 06/01/2021 49,990,681
TOYOTA MOTOR CREDIT CORP 04/09/2021 99,998,667
US BANK NATIONAL ASSOCIATION 01/21/2022 10,151,552
US TREASURY BONDS 08/31/2021 226,001,952
US TREASURY BONDS 04/15/2021 82,072,989
US TREASURY BONDS 05/15/2021 100,310,442
US TREASURY BONDS 06/15/2021 100,526,255
US TREASURY BONDS 05/31/2021 100,338,615
US TREASURY BONDS 10/31/2021 104,162,773
US TREASURY BONDS 11/30/2021 278,093,750
US TREASURY BONDS 02/28/2022 330,243,163
US TREASURY BONDS 03/31/2022 203,539,062
US TREASURY BONDS 04/30/2021 70,122,772
US TREASURY BONDS 06/30/2021 35,334,547
US TREASURY BONDS 07/15/2021 47,352,500
VERSAILLES COMMERCIAL PAPER LLC 04/27/2021 49,994,222
VICTORY RECEIVABLES CORP 04/01/2021 50,000,000
VICTORY RECEIVABLES CORP 04/06/2021 63,598,675
VICTORY RECEIVABLES CORP 04/21/2021 49,995,556
VICTORY RECEIVABLES CORP 05/11/2021 90,638,898
VICTORY RECEIVABLES CORP 05/28/2021 49,991,292
VICTORY RECEIVABLES CORP 06/04/2021 18,645,519
WALGREENS BOOTS ALLIANCE INC 11/18/2021 45,812,714
WESTPAC BANKING CORP 08/19/2021 30,195,608
CASH-GLOBAL ADVISORS 16,152,686
GLOBAL ADVISOR CURRENCY 49,237,501
GLOBAL MANAGER STIF 541,840,807

Total Cost Short-term Investments $ 11,082,716,956

Total Fair Value Short-term Investments $ 11,082,650,453

Short Term Investments

108
PRIVATE EQUITY INVESTMENTS
As of March 31, 2021

Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

57 Stars Emerging Europe Fund (NYSCRF), LP 03/13/09 $ 155,000,000 $ 153,507,861 $ 47,926,314 $ 138,987,400 $ 186,913,714
57 Stars Global Opportunity Fund (NYSCRF) 12/09/20 100,000,000 6,866,080 0 6,866,080 6,866,080
57 Stars Global Opportunity Fund 5 - Direct Impact, LP 12/31/20 50,000,000 0 0 0 0
Access/NY European Middle Market Buyout Fund II, LP 05/04/11 248,277,575 201,856,393 189,580,920 124,470,851 314,051,771
Access/NY European Middle Market Buyout Fund, LP 03/28/05 538,984,303 492,368,308 608,910,049 12,274,926 621,184,975
Acon Equity Partners 3.5, LP 01/11/12 120,000,000 120,848,051 7,358,765 135,976,129 143,334,894
ACON Equity Partners IV, LP 10/05/15 200,000,000 140,736,542 20,568,532 179,861,590 200,430,122
Affinity Asia Pacific Fund IV, LP 10/04/13 150,000,000 153,085,942 137,478,403 84,987,129 222,465,532
Affinity Asia Pacific Fund V, LP 12/15/17 350,000,000 74,952,380 7,423,917 84,883,645 92,307,562
Aisling Capital II, LP 12/21/05 35,000,000 47,882,244 47,050,948 1,121,531 48,172,479
Aisling Capital III, LP 10/17/08 45,000,000 55,440,619 125,109,680 480,494 125,590,174
Apollo Investment Fund IV, LP 04/22/98 200,000,000 204,836,389 338,439,311 83,491 338,522,802
Apollo Investment Fund IX, LP 06/30/17 480,000,000 141,565,840 30,657,979 157,238,230 187,896,209
Apollo Investment Fund V, LP 10/26/00 300,000,000 473,205,843 939,908,083 2,578,549 942,486,632
Apollo Investment Fund VI, LP 08/19/05 350,000,000 479,726,669 703,339,000 6,635,232 709,974,232
Apollo Investment Fund VII, LP 08/28/07 350,000,000 463,508,640 731,795,655 26,936,014 758,731,669
Apollo Investment Fund VIII, LP 07/26/13 400,000,000 382,769,690 237,404,231 346,728,437 584,132,668
Apollo Natural Resources Partners II, LP 08/21/15 400,000,000 351,691,491 179,020,064 243,097,870 422,117,934
Apollo Natural Resources Partners, LP 12/10/12 200,000,000 198,865,903 147,082,256 29,351,835 176,434,091
Ares Corporate Opportunities Fund II, LP 01/31/06 100,000,000 112,698,427 185,953,765 128,520 186,082,285
Ares Corporate Opportunities Fund III, LP 09/16/08 100,000,000 125,697,333 262,106,460 7,088,856 269,195,316
Ares Corporate Opportunities Fund IV, LP 07/06/12 150,000,000 166,124,566 205,862,957 96,675,516 302,538,473
Ares Corporate Opportunities Fund V, LP 04/21/16 300,000,000 299,821,330 57,059,088 273,164,547 330,223,635
Ares Corporate Opportunities Fund VI, LP 06/15/20 200,000,000 27,013,594 0 31,360,388 31,360,388
Ares Corporate Opportunities Fund, LP 01/06/04 50,000,000 65,159,544 94,934,580 519,766 95,454,346
Armory Square Ventures II, LP 02/16/19 10,000,000 3,428,603 139 3,543,674 3,543,813
Ascent Biomedical Ventures NY I, LP 12/16/05 15,000,000 15,000,000 8,805,000 4,347,477 13,152,477
Ascent Biomedical Ventures NY II, LP 10/14/08 25,000,000 24,981,163 0 16,906,154 16,906,154
ASF Miller Direct B, LP 01/01/14 40,000,000 37,487,644 54,436,459 92,006 54,528,465
Asia Alternatives Capital Partners II, LP 09/15/08 50,000,000 50,296,750 93,766,623 35,158,652 128,925,275
Asia Alternatives Capital Partners III, LP 05/19/11 50,000,000 60,517,108 59,563,406 46,056,851 105,620,257
Asia Alternatives Capital Partners IV, LP 09/19/14 48,946,860 54,641,221 13,951,020 71,250,863 85,201,883
Avance Investment Partners, LP 03/08/21 250,000,000 0 0 0 0
Beacon Group Energy Investment Fund II, LP 03/19/98 55,418,649 59,067,950 82,939,351 2,318,052 85,257,403
Beacon Group III - Focus Value Fund, LP 06/28/96 50,000,000 56,129,099 14,788,685 2,481 14,791,166
Big Apple Investors, Ltd 04/17/15 5,932,800 6,690,219 3,250,402 4,457,675 7,708,077
Blackstone Capital Partners IV, LP 11/05/01 300,000,000 343,844,039 837,461,637 6,877,380 844,339,017
Blackstone Capital Partners V, LP 10/14/05 675,000,000 709,129,396 1,149,064,288 18,131,322 1,167,195,610
Blackstone Capital Partners VI, LP 08/17/10 300,000,000 321,458,938 354,437,362 200,434,902 554,872,264
Blackstone Capital Partners VII, LP 10/15/15 500,000,000 513,448,403 84,423,770 639,580,377 724,004,147
Blackstone Capital Partners VIII, LP 03/29/19 500,000,000 53,857,608 0 61,548,497 61,548,497
Blackstone Communications Partners I, LP 06/29/00 50,000,000 55,520,249 66,753,629 438,054 67,191,683
Blackstone Core Equity Partners - NY, LP 05/17/18 300,000,000 45,000,000 148,117 38,931,204 39,079,321
Blackstone Core Equity Partners, LP 09/15/16 300,000,000 240,325,528 61,860,442 356,611,082 418,471,524
Blackstone/GSO Capital Solutions Fund, LP 07/09/10 50,000,000 73,544,198 87,690,162 636,631 88,326,793
Brait IV, LP 12/21/05 40,000,000 44,150,817 16,797,093 8,640,232 25,437,325
Brazos Equity Fund II, LP 10/14/05 50,000,000 59,818,282 69,359,831 394,983 69,754,814
Bridgepoint Credit Opportunities II, LP 10/23/13 138,941,999 90,161,388 114,501,740 8,092,191 122,593,931
Bridgepoint Development Capital IV, LP 09/03/20 150,000,000 0 0 0 0
Bridgepoint Europe I A, LP 12/10/98 90,736,256 96,139,925 167,302,875 0 167,302,875
Bridgepoint Europe II A, LP 05/02/01 89,976,364 142,475,865 251,113,420 0 251,113,420
Bridgepoint Europe III A, LP 04/25/05 135,414,328 133,822,682 135,375,328 26,598,778 161,974,106
Bridgepoint Europe IV, LP 11/14/08 133,332,375 129,553,446 175,414,149 23,800,020 199,214,169
Bridgepoint Europe V, LP 07/20/15 171,801,337 158,447,621 103,116,849 196,847,259 299,964,108
Bridgepoint Europe VI, LP 06/01/18 287,379,927 114,267,400 22,124,883 115,682,364 137,807,247
Brookfield Capital Partners IV, LP 12/08/15 400,000,000 384,971,782 570,658,505 428,850,939 999,509,444
Brookfield Capital Partners V, LP 12/20/18 400,000,000 164,704,227 18,187,900 182,019,905 200,207,805
C/R Energy Co-Investment II, LP 01/01/11 1,200,000 79,159 564,980 0 564,980
Capital Alliance Private Equity IV, Ltd. 03/24/15 85,000,000 65,328,919 9,064,769 62,384,248 71,449,017
Carlyle Europe Partners II, LP 09/05/03 119,640,910 186,168,367 298,111,007 1,705,057 299,816,064
Carlyle Partners V, LP 09/07/07 150,000,000 170,462,534 275,916,522 17,953,971 293,870,493
Carlyle/Riverstone Global Energy and Power Fund II, LP 11/21/03 150,000,000 229,147,921 400,562,246 0 400,562,246
Carlyle/Riverstone Global Energy and Power Fund III, LP 10/28/05 350,000,000 373,182,269 479,841,360 9,925,965 489,767,325
CCMP Capital Investors III, LP 07/28/14 150,000,000 147,562,863 107,983,145 154,424,684 262,407,829
Centerbridge Capital Partners II, LP 02/18/11 150,000,000 228,235,063 166,111,141 25,557,588 191,668,729
Centerbridge Capital Partners III, LP 10/24/14 200,000,000 244,172,505 122,348,082 228,985,997 351,334,079
Centerbridge Special Credit Partners II, LP 03/01/12 72,800,000 65,740,000 64,671,069 5,950,659 70,621,728
Cerberus Institutional Partners, LP 05/04/07 50,000,000 46,414,158 81,308,935 1,265,168 82,574,103
Clearlake Capital Partners III, LP 12/07/12 27,500,000 38,939,868 94,871,027 12,376,298 107,247,325
Clearlake Capital Partners IV, LP 08/13/15 87,000,000 131,044,306 119,375,814 132,702,727 252,078,541
Clearlake Capital Partners V, LP 03/15/18 125,000,000 115,103,595 35,136,582 224,935,688 260,072,270
Clearlake Capital Partners VI, LP 03/30/20 180,000,000 87,336,566 1,500,957 97,345,778 98,846,735
Clearwater Capital Partners Fund III, LP 12/22/06 50,000,000 55,372,296 54,905,343 7,815,101 62,720,444
Clearwater Capital Partners Fund IV, LP 05/18/12 75,000,000 76,294,705 58,399,910 31,627,272 90,027,182
Contour Opportunity Fund II, LP 03/15/19 20,000,000 9,000,000 0 9,691,395 9,691,395

Private Equity Investments

109
PRIVATE EQUITY INVESTMENTS
As of March 31, 2021

Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

Contour Opportunity Fund, LP 07/28/15 15,000,000 12,450,000 34,468,801 20,552,154 55,020,955

Contour Venture Partners II-A, LP 09/20/11 10,000,000 9,679,890 5,241,347 21,103,753 26,345,100
Contour Venture Partners III-A, LP 06/09/14 15,000,000 11,550,000 1,663,222 16,444,880 18,108,102
Contour Venture Partners IV-A, LP 09/28/18 20,000,000 6,600,000 0 5,695,691 5,695,691
Crestview Partners IV, LP 09/04/18 200,000,000 13,628,857 0 33,270,075 33,270,075
CVC Capital Partners Asia Pacific Fund III, LP 02/20/08 100,000,000 106,208,838 155,157,868 9,373,982 164,531,850
CVC Capital Partners Asia Pacific Fund IV, LP 12/20/13 150,000,000 141,334,767 86,346,549 111,212,735 197,559,284
CVC Capital Partners Asia Pacific Fund V, LP 02/15/19 250,000,000 17,071,399 0 12,704,076 12,704,076
CVC Capital Partners Strategic Opportunities II Co-Invest (A), LP 11/09/18 117,277,290 0 0 0 0
CVC Capital Partners Strategic Opportunities II, LP 06/22/18 220,002,877 18,932,151 0 20,054,815 20,054,815
CVC Capital Partners VI (B), LP 07/26/13 326,410,729 297,386,637 148,887,187 364,575,333 513,462,520
CVC Capital Partners VII, LP 05/26/17 399,832,302 253,622,556 5,735,163 320,568,440 326,303,603
CVC Capital Partners VIII (A), LP 06/08/20 586,386,452 0 0 0 0
CVC European Equity Partners III, LP 12/15/00 150,000,000 209,140,980 477,573,355 9,195,971 486,769,326
CVC European Equity Partners IV (A), LP 07/18/05 164,145,753 178,057,195 323,569,496 151,201 323,720,697
CVC European Equity Partners Tandem Fund (B), LP 12/11/06 86,175,417 90,659,127 118,737,557 69,208 118,806,765
CVC European Equity Partners V, LP 05/02/08 202,162,337 234,930,266 442,207,899 8,893,743 451,101,642
CVC Growth Fund II, LP 04/29/19 200,000,000 26,722,674 0 28,526,758 28,526,758
CVC Growth Partners Co-Investment Fund II, LP 04/29/19 66,670,000 11,620,246 0 14,940,752 14,940,752
CVC Growth Partners Co-Investment, LP 04/15/15 31,250,000 25,133,966 28,856,815 23,674,909 52,531,724
CVC Growth Partners, LP 04/15/15 125,000,000 127,151,955 80,959,848 100,178,853 181,138,701
Cypress Merchant Banking Partners II, LP 12/01/98 200,000,000 235,133,126 228,859,747 89,465 228,949,212
DeltaPoint Capital III, LP 08/30/02 21,939,569 26,116,573 20,096,696 763,583 20,860,279
DeltaPoint Capital IV, LP 11/06/09 25,000,000 24,973,384 909,157 3,013,270 3,922,427
DFJ Gotham Fund II, LP 03/12/09 25,000,000 24,781,825 9,018,758 7,783,089 16,801,847
Dyal Capital Partners III, LP 12/18/15 285,000,000 328,952,876 279,266,881 223,257,421 502,524,302
Dyal III Third Avenue Co Investment Fund LLC 07/25/16 215,000,000 96,103,553 16,710,612 165,321,757 182,032,369
Easton Hunt New York, LP 12/09/03 30,000,000 31,376,092 4,750,349 7,569,899 12,320,248
EQT Fund IX SCSp 07/10/20 353,350,923 75,656,523 179,097 85,116,784 85,295,881
EQT Fund VIII, LP 02/22/18 341,479,490 252,865,443 3,161,732 368,525,868 371,687,600
EQT V (No. 2), LP 12/12/06 117,683,900 166,716,449 227,932,900 3,058,373 230,991,273
EQT VII, LP 07/31/15 233,326,813 237,015,121 152,000,310 293,369,637 445,369,947
Ethos U.S. Dollar Fund V-B, LP 12/09/05 40,000,000 55,503,171 58,713,494 1,915,439 60,628,933
Fairview Ventures Fund I, LP 10/14/99 288,857,244 301,053,247 363,681,299 1,746,101 365,427,400
Fairview Ventures Fund II - NY, LP 10/14/02 100,000,000 100,485,554 143,806,722 12,319,333 156,126,055
Falcon Strategic Partners III, LP 07/03/09 50,000,000 59,230,988 73,739,460 6,224,220 79,963,680
Fifth Cinven Fund, LP (The) 06/12/12 179,809,620 197,821,476 261,730,822 77,819,819 339,550,641
FIMI Opportunity 6, LP 03/31/16 50,000,000 39,318,180 5,454,546 49,891,000 55,345,546
Founders Equity NY, LP 12/23/03 44,000,000 45,170,939 38,851,074 23,246,556 62,097,630
FountainVest China Growth Capital Fund II, LP 08/31/12 75,000,000 81,316,613 97,439,338 31,590,018 129,029,356
Francisco Partners IV, LP 02/06/15 75,000,000 75,444,778 87,837,351 163,535,385 251,372,736
Francisco Partners VI, LP 04/29/20 200,000,000 17,500,000 0 16,799,807 16,799,807
FS Equity Partners IV, LP 12/18/97 85,000,000 90,282,484 150,971,065 0 150,971,065
FS Equity Partners V, LP 12/18/03 50,000,000 43,611,696 84,457,895 4,532,113 88,990,008
FS Equity Partners VI, LP 04/20/11 80,000,000 89,893,703 230,179,266 31,538,839 261,718,105
FS Equity Partners VII, LP 06/04/14 125,000,000 113,531,480 46,799,078 112,000,955 158,800,033
FS Equity Partners VIII, LP 03/15/19 150,000,000 62,921,485 39,019 63,376,716 63,415,735
GCM Grosvenor - NYSCRF New York Co-Investment Program Fund 2005, LP 05/19/05 225,000,000 210,610,499 160,806,010 58,876,867 219,682,877
GenNx360 Capital Partners II, LP 02/16/12 125,000,000 143,656,892 91,693,035 142,464,094 234,157,129
GenNx360 Capital Partners III, LP 06/21/18 150,000,000 49,830,974 1,499,440 59,183,288 60,682,728
GenNx360 Capital Partners, LP 09/30/08 60,000,000 89,905,231 73,219,380 10,945,112 84,164,492
Gilde Buyout Fund IV C.V. 06/29/10 24,806,419 25,845,561 31,614,362 10,585,150 42,199,512
Graycliff Private Equity Partners III (NYS), LP 10/28/14 50,000,000 48,100,576 59,296,378 34,396,097 93,692,475
Green Equity Investors V, LP 02/28/07 125,000,000 138,941,175 263,413,504 52,203,219 315,616,723
Green Equity Investors VI, LP 02/15/12 200,000,000 241,275,898 179,848,018 246,637,662 426,485,680
Green Equity Investors VII, LP 06/06/16 182,000,000 161,221,318 28,532,062 252,658,775 281,190,837
Green Equity Investors VIII, LP 11/13/19 400,000,000 53,962,613 0 49,003,277 49,003,277
GSO Capital Solutions Fund II, LP 12/28/12 100,000,000 97,088,528 85,872,284 12,990,956 98,863,240
GSO Capital Solutions Fund III, LP 07/14/17 300,000,000 93,698,955 41,728,281 58,352,527 100,080,808
GSO CSF III Co Investment Fund, LP 12/15/17 200,000,000 14,546,701 1,131,793 17,223,427 18,355,220
Hamilton Lane Co-Investment Fund, LP 10/19/05 100,000,000 117,451,282 107,053,115 834,628 107,887,743
Hamilton Lane NY Israel Fund, LP 11/06/17 400,000,000 179,715,362 5,500,780 271,416,228 276,917,008
HarbourVest International Private Equity Partners III-Partnership Fund, LP 12/19/97 200,000,000 197,000,000 305,460,830 380,540 305,841,370
HarbourVest Partners VII-Venture Partnership Fund, LP 07/25/02 150,000,000 147,375,000 223,147,695 15,352,667 238,500,362
HarbourVest Partners VI-Partnership Fund, LP 05/07/99 300,000,000 294,924,425 376,840,675 1,204,383 378,045,058
Helios Investors III, LP 12/24/14 100,000,000 102,964,197 9,447,941 166,105,706 175,553,647
Hellman & Friedman Capital Partners IX, LP 10/04/18 325,000,000 227,271,357 673,812 256,682,150 257,355,962
Hellman & Friedman Capital Partners VI, LP 10/31/06 275,000,000 282,434,669 508,910,064 4,992,323 513,902,387
Hellman & Friedman Capital Partners VII, LP 06/23/11 200,000,000 193,278,330 519,431,283 107,155,674 626,586,957
Hellman & Friedman Capital Partners VIII, LP 09/19/14 300,000,000 304,185,361 59,715,373 451,723,899 511,439,272
High Peaks Seed Ventures NY, LP 08/02/10 15,000,000 14,982,662 6,317,079 8,939,073 15,256,152
High Peaks Ventures NY, LP 12/09/03 27,409,091 27,601,081 28,804,739 2,120,529 30,925,268
Hony Capital Fund V, LP 12/30/11 100,000,000 123,286,792 43,882,795 66,973,274 110,856,069
Hony Capital Fund VIII (Cayman), LP 04/06/16 200,000,000 218,912,040 43,295,530 187,205,528 230,501,058
Horsley Bridge International II, LP 12/28/00 50,000,000 50,039,280 77,793,970 1,449,926 79,243,896

Private Equity Investments

110
PRIVATE EQUITY INVESTMENTS
As of March 31, 2021

Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

Hudson Clean Energy Partners, LP 10/30/09 100,000,000 134,700,312 54,471,044 4,021,953 58,492,997
Hudson River Co-Investment Fund II, LP 07/01/11 100,000,000 112,776,632 212,634,722 17,207,344 229,842,066
Hudson River Co-Investment Fund III, LP 05/25/16 300,000,000 200,450,471 17,388,718 233,339,297 250,728,015
Hudson River Co-Investment Fund, LP 02/15/01 180,897,257 178,720,915 284,282,931 16,742,112 301,025,043
Hudson River Fund II, LP 08/22/01 850,000,000 983,359,245 1,378,560,775 128,132,237 1,506,693,012
Hudson River Fund, LP 01/20/98 400,000,000 517,337,268 711,378,025 8,182,783 719,560,808
ICV Partners IV, LP 10/04/17 75,000,000 31,692,627 625,636 35,600,406 36,226,042
IK IX Fund No.1 SCSp 10/11/19 234,662,859 16,263,806 555 10,580,567 10,581,122
IK VIII Fund, LP 08/01/16 206,837,373 198,715,926 118,203,890 194,093,480 312,297,370
Insight Partners XI, LP 12/17/19 250,000,000 150,500,000 24,047 231,202,787 231,226,834
Insight Venture Partners X, LP 10/11/17 250,000,000 250,933,718 22,799,901 534,454,056 557,253,957
Institutional Venture Partners XIII, LP 06/17/10 45,000,000 45,000,000 58,262,373 32,842,831 91,105,204
JMI Equity Fund VII, LP 11/22/10 40,000,000 39,120,000 92,031,074 3,719,820 95,750,894
Kelso Investment Associates VIII, LP 07/06/07 250,000,000 266,559,193 312,008,401 55,756,437 367,764,838
KKR 2006 Fund, LP 07/26/06 600,000,000 745,290,575 1,118,566,704 154,359,551 1,272,926,255
KKR Americas Fund XII, LP 03/03/16 600,000,000 383,119,214 42,282,296 733,653,917 775,936,213
KKR Asian Fund II, LP 06/28/13 150,000,000 183,701,367 125,319,422 132,211,226 257,530,648
KKR Asian Fund III, LP 03/31/17 285,000,000 210,362,988 37,462,380 294,453,886 331,916,266
KKR Asian Fund IV,LP 06/05/20 300,000,000 0 0 657,106 657,106
KKR Asian Fund, LP 04/06/07 50,000,000 64,622,488 109,018,001 479,634 109,497,635
KKR China Growth Fund, LP 12/10/10 125,000,000 146,490,602 119,896,574 46,704,872 166,601,446
KKR European Fund II, LP 09/19/05 66,206,749 78,826,230 98,254,890 267,070 98,521,960
KKR Global Impact Fund SCSp 12/07/18 300,000,000 129,980,744 5,805,010 163,823,128 169,628,138
KKR Millennium Fund, LP 08/03/01 250,000,000 340,813,124 615,040,876 202,508 615,243,384
KSL Capital Partners III, LP 03/18/11 115,000,000 130,514,079 130,812,645 30,426,906 161,239,551
KSL Capital Partners IV, LP 04/17/15 225,000,000 204,340,554 36,393,798 217,508,111 253,901,909
KSL Capital Partners V, LP 10/22/18 300,000,000 84,050,546 38,218,229 59,899,687 98,117,916
Levine Leichtman Capital Partners IV, LP 05/22/08 50,000,000 61,247,712 92,387,095 7,049,227 99,436,322
Lexington Capital Partners III, LP 12/31/98 100,000,000 101,664,599 126,941,467 821,610 127,763,077
Lexington Capital Partners V, LP 11/05/01 75,000,000 80,655,543 131,267,451 290,477 131,557,928
Lindsay Goldberg & Bessemer II, LP 07/14/06 100,000,000 99,261,724 140,086,470 0 140,086,470
Lindsay Goldberg III, LP 07/30/08 250,000,000 250,644,382 335,446,625 1,935,472 337,382,097
Lindsay Goldberg IV, LP 06/13/14 250,000,000 198,406,996 188,136,546 179,495,203 367,631,749
Lindsay Goldberg V, LP 06/07/19 300,000,000 55,473,680 12,375 60,635,420 60,647,795
Lion Capital Fund II, LP 03/19/07 173,661,338 216,592,967 152,000,322 248,659 152,248,981
M2 NY Pioneer Fund, LP 03/02/11 240,000,000 229,944,406 187,105,715 150,926,478 338,032,193
M2 NY Pioneer II, LP 10/17/17 200,000,000 125,401,045 18,359,450 144,652,083 163,011,533
Madison Dearborn Capital Partners IV, LP 02/15/01 200,000,000 228,566,776 399,814,525 6,219,266 406,033,791
Madison Dearborn Capital Partners V, LP 05/12/06 75,000,000 82,751,179 129,235,218 4,473,303 133,708,521
Markstone Capital Partners, LP 02/02/04 250,000,000 264,922,219 95,750,136 0 95,750,136
Milestone Venture Partners III New York, LP 04/20/07 15,000,000 14,756,421 4,163,626 6,683,296 10,846,922
Mohawk River Fund II, LP 06/29/00 100,000,000 105,006,072 100,249,752 5,994,486 106,244,238
Mohawk River Fund III, LP 06/21/01 300,000,000 329,516,755 397,476,504 54,861,144 452,337,648
Mohawk River Fund, LP 01/20/98 300,000,000 308,183,973 236,654,996 2,909,462 239,564,458
New Century Holdings XI, LP 12/31/06 80,000,000 80,000,000 0 56,839,459 56,839,459
New Mountain Partners III, LP 08/30/07 100,000,000 108,065,844 180,987,159 74,506,946 255,494,105
New York Balanced Pool Asia III, LP 10/31/18 200,000,000 107,220,108 5,993,881 122,898,491 128,892,372
New York Balanced Pool Asia Investors II, LP 02/24/15 194,067,200 208,389,941 49,957,093 261,579,862 311,536,955
New York Balanced Pool Asia Investors, LP 06/13/11 75,000,000 98,366,967 87,218,670 96,544,240 183,762,910
New York Co-Investment Pool Asia III, LP 10/31/18 300,000,000 60,002,708 0 70,475,340 70,475,340
New York Co-Investment Pool Asia Investors II, LP 02/24/15 250,000,000 206,465,493 47,970,270 243,304,504 291,274,774
New York Co-Investment Pool Asia Investors, LP 06/20/11 125,000,000 155,650,997 104,658,886 115,909,974 220,568,860
New York Credit Co-Investment Fund, LP 04/28/14 50,000,000 54,302,129 80,809,978 3,459,546 84,269,524
New York Credit SBIC Fund, LP 05/06/14 50,000,000 28,238,328 28,238,328 38,117,041 66,355,369
New York Legacy Emerging Fund, LP 12/22/04 462,920,625 510,217,483 630,187,380 45,700,056 675,887,436
New York Legacy Venture Capital Fund, LP 10/05/04 502,500,000 511,271,034 642,329,579 165,062,717 807,392,296
Nordic Capital Fund VIII, LP 12/19/13 123,090,236 142,448,275 129,765,149 120,401,207 250,166,356
NY Credit Co-Investment Fund II, LP 05/12/16 200,000,000 137,165,399 74,376,112 89,173,626 163,549,738
NY Credit Co-Investment Fund III, LP 12/09/20 100,000,000 0 0 0 0
NYS Business Development Loans 01/01/87 N/A 61,984,590 N/A 61,984,590 61,984,590
NYSCRF NB Co-Investment Fund II, LLC 02/20/20 750,000,000 317,658,367 0 439,484,447 439,484,447
NYSCRF NB Co-Investment Fund, LLC 09/01/15 800,000,000 770,754,060 384,480,575 1,025,747,307 1,410,227,882
NYSCRF Pioneer Co-Investment Fund II, LP 05/08/20 125,000,000 0 0 0 0
NYSCRF Pioneer Co-Investment Fund, LP 12/11/12 250,000,000 247,515,541 258,788,914 129,824,993 388,613,907
NYSCRF Pioneer Opportunities Fund A, LP 01/21/09 125,000,000 40,493,645 58,911,496 111,413 59,022,909
NYSCRF Pioneer Partnership Fund A, LP 01/21/09 200,000,000 216,939,191 248,077,512 107,519,943 355,597,455
NYSCRF Pioneer Partnership Fund A-II, LP 12/31/14 300,000,000 147,321,750 6,659,918 183,211,240 189,871,158
NYSCRF Pioneer Partnership Fund B, LP 01/21/09 100,000,000 90,934,336 90,904,776 15,486,171 106,390,947
NYSCRF Pioneer Partnership Fund III, LP 12/27/19 150,000,000 0 0 0 0
NYSCRF Transition Annex Fund, LP 08/09/19 200,000,000 6,000,000 0 3,747,158 3,747,158
Oaktree Opportunities Fund VIII, LP 10/27/10 100,000,000 100,992,877 141,736,599 3,814,840 145,551,439
Oaktree Opportunities Fund VIIIb, LP 10/07/10 100,000,000 100,000,000 103,858,259 36,233,376 140,091,635
Oaktree Opportunities Fund, Xb, LP 02/14/17 500,000,000 300,000,000 1,058,975 363,404,753 364,463,728
OCM Opportunities Fund VIIb, LP 03/07/07 200,000,000 180,000,000 311,313,461 362,091 311,675,552
Paladin (NY), LP 05/04/04 45,000,000 41,364,584 21,401,515 49,569,399 70,970,914

Private Equity Investments

111
PRIVATE EQUITY INVESTMENTS
As of March 31, 2021

Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

Palladium Equity Partners III, LP 02/15/08 70,000,000 89,179,125 156,594,764 463,534 157,058,298
Palladium Equity Partners IV, LP 01/16/13 100,000,000 132,706,097 82,674,712 87,666,907 170,341,619
Palladium Equity Partners V, LP 06/30/17 150,000,000 76,772,904 1,010,884 83,970,073 84,980,957
Patria-Brazilian Private Equity Fund IV, LP 08/15/11 75,000,000 76,728,843 11,833,643 77,869,693 89,703,336
PEG Pooled Corporate Finance Institutional Investors, LLC 12/07/98 160,000,000 176,808,152 278,292,521 217,219 278,509,740
PEG Pooled Venture Capital Institutional Investors II, LLC 08/23/00 288,000,000 327,657,597 431,947,587 44,981,593 476,929,180
PEG Pooled Venture Capital Institutional Investors III, LLC 06/27/06 98,800,000 112,020,472 132,495,093 60,661,511 193,156,604
PEG Pooled Venture Capital Institutional Investors, LLC 12/07/98 184,800,000 201,674,109 133,509,507 968,992 134,478,499
Performance Venture Capital II, LP 03/26/08 75,000,000 89,107,515 124,216,183 89,498,557 213,714,740
Performance Venture Capital, LP 06/21/06 40,000,000 46,973,410 64,210,882 21,390,055 85,600,937
Perseus-Soros BioPharmaceutical Fund, LP 04/13/01 35,000,000 44,457,902 62,899,314 194,933 63,094,247
Pine Brook Capital Partners II, LP 01/28/14 150,000,000 190,842,436 62,027,852 175,244,956 237,272,808
Platinum Equity Capital Partners III, LP 08/07/13 200,000,000 190,728,368 336,346,419 56,580,082 392,926,501
Primary Select Fund I, LP 08/07/19 15,000,000 14,683,341 13,341 21,419,200 21,432,541
Providence Equity Partners IV, LP 10/13/00 154,915,620 223,963,017 424,162,375 113,665 424,276,040
Providence Equity Partners V, LP 09/15/04 150,000,000 190,022,789 221,700,595 817,169 222,517,764
Providence Equity Partners VI, LP 12/04/06 350,000,000 480,783,978 609,108,578 25,442,424 634,551,002
Providence Equity Partners VII, LP 06/27/13 100,000,000 137,275,764 153,021,526 104,456,012 257,477,538
Providence Equity Partners VIII, LP 06/12/18 250,000,000 141,278,655 31,740,883 124,411,096 156,151,979
Providence Strategic Growth Fund III, LP 06/12/18 50,000,000 37,975,741 12,501,255 53,597,757 66,099,012
Providence Strategic Growth Fund IV, LP 04/26/19 100,000,000 49,224,612 5,405,414 57,147,983 62,553,397
PVP Fund I-A, LP 03/15/15 30,000,000 29,906,574 15,234,906 119,838,054 135,072,960
PVP Fund II-A, LP 05/23/18 30,000,000 22,544,297 119,297 32,355,617 32,474,914
PVP Fund III-A, LP 09/30/20 30,000,000 1,788,000 0 1,411,364 1,411,364
Quadrangle Capital Partners II, LP 03/17/05 150,000,000 143,833,198 179,611,269 14,552,627 194,163,896
Riverstone Energy Co-Investment Fund III, LP 01/01/11 4,295,633 115,615 3,817,645 120,255 3,937,900
RRJ Capital Master Fund II, LP 01/18/13 300,000,000 311,490,227 308,139,192 132,769,913 440,909,105
RRJ Capital Master Fund III, LP 09/24/15 400,000,000 363,933,889 334,709,064 113,088,010 447,797,074
SAIF Partners III, LP 03/20/07 50,000,000 72,097,819 63,089,250 94,304,957 157,394,207
SAIF Partners IV, LP 12/18/09 100,000,000 124,546,686 56,011,196 152,176,208 208,187,404
Searchlight Capital II, LP 11/10/15 225,000,000 202,437,409 179,554,465 190,817,584 370,372,049
Searchlight Capital III, LP 07/02/19 225,000,000 82,735,503 270,283 100,695,790 100,966,073
Searchlight Capital, LP 12/29/11 150,000,000 160,202,031 117,688,255 93,387,834 211,076,089
Sentaku Investors, LLC 07/17/15 1,053,540 1,179,171 576,900 801,365 1,378,265
Siris Partners IV, LP 04/17/18 200,000,000 109,094,646 14,811,375 115,141,228 129,952,603
Snow Phipps II, LP 07/08/11 100,000,000 128,698,519 118,265,709 56,302,011 174,567,720
Snow Phipps III, LP 07/08/16 200,000,000 174,515,041 49,651,170 198,200,564 247,851,734
Softbank Capital Technology New York Fund II, LP 05/07/13 50,000,000 56,041,500 3,993,586 320,574,016 324,567,602
Softbank Capital Technology New York Fund, LP 06/21/05 50,000,000 53,090,052 92,559,320 43,044,651 135,603,971
Strategic Co-Investment Partners, LP 10/03/06 380,577,880 397,062,446 496,740,120 57,108,997 553,849,117
Summer Street Capital III, LP 08/14/12 10,000,000 9,938,034 10,793,044 4,214,990 15,008,034
Summer Street Capital NYS Fund II, LP 12/31/06 25,000,000 24,563,391 10,098,000 6,738,359 16,836,359
Summer Street Capital NYS Fund III, LP 08/14/12 40,000,000 28,941,692 40,463,264 17,037,560 57,500,824
Supreme (S) LLC 02/19/20 25,000,000 18,112,163 395,199 17,736,234 18,131,433
Syndicated Communications Venture Partners IV, LP 03/17/00 20,388,969 23,026,526 16,914,048 9,113 16,923,161
TA Subordinated Debt IV, LP 02/19/16 150,000,000 112,270,605 65,597,359 120,312,736 185,910,095
TA X, LP 03/23/06 100,000,000 98,633,482 129,272,763 0 129,272,763
TA XI, LP 07/16/09 100,000,000 108,478,008 253,757,245 105,651,125 359,408,370
TA XII-A, LP 01/05/16 200,000,000 203,569,500 180,242,843 290,521,786 470,764,629
TA XIII, LP 05/03/19 280,000,000 191,136,252 13,336,252 237,380,995 250,717,247
The Rise Fund, LP 07/26/17 150,000,000 121,463,332 6,496,783 159,147,818 165,644,601
The Seventh Cinven Fund 04/16/19 372,272,115 38,134,271 0 39,266,143 39,266,143
The Sixth Cinven Fund 04/28/16 258,852,488 242,287,694 29,573,474 365,797,358 395,370,832
Third Cinven Fund U.S. (No. 3), LP 08/02/01 93,720,719 108,245,595 218,823,829 543,148 219,366,977
Thoma Bravo Fund XII, LP 04/27/16 400,000,000 436,918,675 108,634,871 633,532,825 742,167,696
Thoma Bravo Fund XIV, LP 10/23/20 400,000,000 0 0 0 0
Thoma Bravo XIII, LP 12/07/18 400,000,000 395,254,314 205,988,009 477,448,968 683,436,977
Thomas H. Lee Equity Fund VI, LP 04/20/07 100,000,000 126,613,442 188,973,020 45,864 189,018,884
Towerbrook Investors V, LP 06/21/18 200,000,000 49,155,930 2,145,087 42,629,019 44,774,106
TPG Asia V, LP 08/01/07 45,000,000 44,314,710 56,093,322 6,830,534 62,923,856
TPG Growth II, LP 08/05/11 200,000,000 223,710,468 316,341,354 161,802,124 478,143,478
TPG Growth III (A), LP 03/20/15 300,000,000 317,493,375 227,382,850 309,418,513 536,801,363
TPG Growth IV, LP 12/06/17 350,000,000 281,213,637 14,124,282 349,697,259 363,821,541
TPG Partners III, LP 12/15/99 261,000,000 249,349,242 605,779,781 0 605,779,781
TPG Partners IV, LP 12/10/03 75,000,000 83,633,940 159,840,892 126,654 159,967,546
TPG Partners V, LP 03/28/06 275,000,000 299,541,120 401,528,589 2,114,882 403,643,471
TPG Partners VI, LP 06/09/08 270,000,000 306,955,841 408,399,865 42,324,566 450,724,431
TPG Partners VII, LP 03/30/15 250,000,000 257,598,825 146,683,633 276,074,415 422,758,048
Tribeca Growth Fund, LP 01/29/18 15,000,000 13,487,092 5,209,443 53,119,197 58,328,640
Tribeca Prime Fund New York, LP 03/08/06 25,000,000 24,928,319 3,005,750 9,610,617 12,616,367
Tribeca Venture Fund I (NY), LP 12/17/13 10,000,000 10,241,903 1,102,802 26,811,725 27,914,527
Tribeca Venture Fund II (NY), LP 12/04/15 25,000,000 18,625,000 5,164,187 87,607,110 92,771,297
Trillium Lakefront Partners III NY, LP 05/04/04 25,000,000 27,308,283 22,154,216 5,480,821 27,635,037
VCFA Private Equity Partners IV, LP 04/14/05 40,000,000 38,942,480 42,520,000 2,849,000 45,369,000
VCFA Venture Partners V, LP 09/19/06 25,000,000 23,250,000 39,460,000 4,900,000 44,360,000

Private Equity Investments

112
PRIVATE EQUITY INVESTMENTS
As of March 31, 2021

Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

Vestar Capital Partners III, LP 11/26/96 30,000,000 29,398,090 33,469,068 0 33,469,068

Vestar Capital Partners IV, LP 12/15/99 75,000,000 74,185,060 130,319,302 506,434 130,825,736
Vista Co-Invest Fund 2018-2, LP 09/30/19 500,000,000 139,222,668 0 138,991,167 138,991,167
Vista Credit Opportunities Fund II, LP 03/24/16 200,000,000 657,385,607 572,861,819 146,888,689 719,750,508
Vista Credit Partners III, LP 03/02/20 500,000,000 60,430,533 15,897,837 49,116,551 65,014,388
Vista Equity Partners Fund III, LP 08/01/07 100,000,000 134,662,387 282,952,354 8,294,531 291,246,885
Vista Equity Partners Fund IV, LP 09/02/11 300,000,000 326,398,889 411,998,147 197,644,480 609,642,627
Vista Equity Partners Fund V, LP 07/18/14 400,000,000 491,955,002 486,086,123 519,197,160 1,005,283,283
Vista Equity Partners Perennial, LP 11/21/18 500,000,000 171,075,809 2,507,716 179,553,408 182,061,124
Vista Equity Partners VI, LP 03/11/16 500,000,000 554,392,681 315,735,327 731,321,185 1,047,056,512
Vista Equity Partners VII, LP 08/31/18 750,000,000 449,650,705 2,048,593 481,670,561 483,719,154
Vista Foundation Fund I, LP 12/20/10 50,000,000 54,439,639 156,587,513 7,555,170 164,142,683
Vista Foundation Fund II, LP 10/31/13 75,000,000 78,350,065 68,811,862 75,749,030 144,560,892
Vista Foundation Fund III, LP 05/19/16 400,000,000 387,656,661 328,125,792 409,201,294 737,327,086
Vista Foundation Fund IV, LP 02/21/20 200,000,000 21,661,622 0 16,907,607 16,907,607
Vista Opportunistic Credit Fund I, LP 12/28/17 200,000,000 157,464,769 81,871,159 106,620,982 188,492,141
Warburg Pincus China-Southeast Asia II, LP 07/03/19 185,000,000 32,140,329 3,891,462 42,663,234 46,554,696
Warburg Pincus Energy Fund, LP 10/24/14 200,000,000 184,320,240 42,207,487 100,710,088 142,917,575
Warburg Pincus Equity Partners, LP 06/11/98 250,000,000 250,000,000 413,580,556 982,265 414,562,821
Warburg Pincus Financial Sector Fund, LP 03/28/18 100,000,000 80,369,660 5,429,658 98,243,113 103,672,771
Warburg Pincus International Partners, LP 06/20/00 75,000,000 75,000,000 140,900,219 0 140,900,219
Warburg Pincus Private Equity IX, LP 06/15/05 300,000,000 300,000,774 508,249,948 9,320,133 517,570,081
Warburg Pincus Private Equity VIII, LP 07/31/01 300,000,000 313,200,584 701,617,541 0 701,617,541
Warburg Pincus Private Equity X, LP 05/22/07 350,000,000 365,286,081 607,944,896 31,295,571 639,240,467
Warburg Pincus Private Equity XI, LP 06/07/13 100,000,000 110,217,935 122,962,025 59,539,552 182,501,577
Warburg Pincus Private Equity XII, LP 03/01/16 245,000,000 246,164,699 80,957,233 323,917,502 404,874,735
Wheatley New York Partners, LP 07/30/02 50,000,000 45,754,537 56,086,708 2,321,031 58,407,739
Wigmore Street BDC IV Co-Investment No.2, LP 09/03/20 51,624,805 0 0 0 0
Wigmore Street Co-Investment No. 3, LP 07/20/15 58,209,037 54,848,680 41,483,940 67,232,594 108,716,534
Wigmore Street VI Co-Investment No. 3, LP 08/17/18 68,875,740 42,561,836 0 48,614,455 48,614,455
Yucaipa Corporate Initiatives Fund I, LP 08/30/02 200,000,000 262,393,009 191,914,624 5,283,265 197,197,889

Total Private Equity Investments $ 59,725,490,095 $ 49,752,567,203 $ 47,401,725,887 $ 29,470,165,376 $ 76,871,891,263

Private Equity Investments

113
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

Captive fund of funds are discretionary accounts that allow CRF to access smaller and specialized private equity funds
and to provide diversification for the private equity portfolio.

Due to confidentiality provisions and to protect the investment relationship between CRF and the underlying funds,
some of the underlying partnerships are not named and are listed as Partnership # or Investment #.

The sum of commitments to the underlying funds contained in a fund of funds may not equal CRF's commitment to that fund-of-funds.
Differences may result from payment of fees, or because the fund-of-funds may contain uncommited capital
or exclude investments that have been fully liquidated.

Fund of Funds (Captive) Manager Commitment ($) Strategy

57 Stars Emerging Europe Fund (NYSCRF), LP 57 Stars, LLC $ 155,000,000 Emerging European Buyout
Access/NY European Middle Market Buyout Fund, LP Access Capital Partners, LLC 248,277,575 European Buyout
Access/NY European Middle Market Buyout Fund II, LP Access Capital Partners, LLC 538,984,303 European Buyout
Fairview Ventures Fund I, LP Fairview Capital Partners 288,857,244 Venture Capital
Fairview Ventures Fund II - NY, LP Fairview Capital Partners 100,000,000 Venture Capital
Hamilton Lane/NYSCRF Israel Fund, L.P. Hamilton Lane Advisors, LLC 400,000,000 Israeli Funds/Co-Investments
Hudson River Fund, LP Hamilton Lane Advisors, LLC 400,000,000 Buyout
Hudson River Fund II, LP Hamilton Lane Advisors, LLC 850,000,000 Buyout/Israeli Venture Capital
M2 NY Pioneer Fund, LP Muller & Monroe Asset Management, LLC 240,000,000 Emerging Manager Funds
M2 NY Pioneer Fund II, LP Muller & Monroe Asset Management, LLC 200,000,000 Emerging Manager Funds
Mohawk River Fund, LP HarbourVest Partners, LLC 300,000,000 Venture Capital
Mohawk River Fund II, LP HarbourVest Partners, LLC 100,000,000 Venture Capital
Mohawk River Fund III, LP HarbourVest Partners, LLC 300,000,000 Venture Capital
New York Co-Investment Pool Asia Investors, LP Asia Alternatives Management, LLC 125,000,000 Pan-Asia Funds
New York Co-Investment Pool Asia Investors II, LP Asia Alternatives Management, LLC 250,000,000 Pan-Asia Funds
New York Co-Investment Pool Asia Investors III, LP Asia Alternatives Management, LLC 300,000,000 Pan-Asia Funds
NY Legacy Emerging Fund, LP TSFI Management 462,920,625 Emerging Manager Funds
NY Legacy Venture Capital Fund, LP Fairview Capital Partners 502,500,000 Venture Capital
NYSCRF Pioneer Opportunities Fund A, LP StepStone Group, LLC 125,000,000 Emerging Manager Funds
NYSCRF Pioneer Partnership Fund A, LP HarbourVest Horizon 200,000,000 Emerging Manager Funds
NYSCRF Pioneer Partnership Fund A - II, LP HarbourVest Horizon 300,000,000 Emerging Manager Funds
NYSCRF Pioneer Partnership Fund B, LP StepStone Group, LLC 100,000,000 Emerging Manager Funds
NYSCRF Pioneer Partnership Fund III, LP* HarbourVest Horizon 150,000,000 Emerging Manager Funds
NYSCRF Transition Annex Fund, LP* HarbourVest Horizon 200,000,000 Emerging Manager Funds
Total $ 6,836,539,747

Underlying Fund Detail**

**Excludes Funds that have been fully liquidated. Euro denominated commitments for underlying funds have not been converted to USD.

57 Stars Emerging Europe Fund (NYSCRF), LP

Underlying Funds: Vintage Year Commitment ($) Country Focus
Abris CEE Middle Market Fund II, LP 2012 $ 13,600,000 Central Europe
Actera Partners II, LP 2012 15,000,000 Turkey
Bank of Ireland Kernel Capital Growth Fund (NI), LP 2016 7,000,000 UK / Northern Ireland
Baring Vostok V (Main and Supplemental Funds), LP 2012 11,250,000 Russia
Crescent Capital III, LP 2013 14,906,239 UK / Northern Ireland
Fortissimo Capital Fund III, LP 2012 10,000,000 Israel
Tene Growth Capital III, LP 2013 12,500,000 Israel
Tene Growth Capital IV, LP 2017 40,000,000 Israel
Turkven Private Equity Fund III, LP 2012 15,000,000 Turkey
Total 57 Stars Emerging Fund (NYSCRF), LP $ 139,256,239

Access/NY European Middle Market Buyout Fund, LP

Underlying Funds: Vintage Year Commitment (€) Country Focus
Carlyle EPT II, LP 2007 € 20,000,000 Pan-European
Consilium PE Fund, LP 2007 7,200,000 Italy
Endless Turnaround II, LP 2008 9,800,000 United Kingdom
HitecVision V, LP 2008 3,400,000 Norway, United Kingdom
L Capital II, LP 2006 25,000,000 Pan-European
White Knight VIII, LP 2008 12,500,000 France
Total Access/NY European Middle Market Buyout Fund, LP € 77,900,000

Private Equity / Fund of Funds Listing

114
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

Access/NY European Middle Market Buyout Fund II, LP

Underlying Funds: Vintage Year Commitment (€) Country Focus
Accent 2012, LP 2011 € 10,269,000 Nordic
Capvis IV, LP 2013 15,000,000 Germany, Austria, Switzerland
CETP III, LP 2014 20,000,000 Pan-European
Corpfin IV, LP 2015 15,000,000 Spain
Endless Fund III, LP 2011 9,604,000 United Kingdom
Endless Fund IV, LP 2014 13,100,000 United Kingdom
Initiative and Finance, LP 2011 10,000,000 France
Invision V, LP 2013 13,000,000 Germany, Austria, Switzerland
Living Bridge Fund I, LP 2013 10,607,000 United Kingdom
Litorina IV, LP 2010 9,632,000 Sweden
NIBC II, LP 2013 10,000,000 Germany, Benelux
Palatine PEF II, LP 2012 10,470,000 United Kingdom
Palatine PEF III, LP 2015 10,605,000 United Kingdom
Quadriga IV, LP 2012 10,000,000 Germany, Austria, Switzerland
Stirling Square Capital Partners II, LP 2013 5,574,000 Pan-European
Stirling Square Capital Partners III, LP 2014 15,000,000 Pan-European
Total Access/NY European Middle Market Buyout Fund II, LP € 187,861,000

Fairview Ventures Fund I, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
New Enterprise Associates 10, LP 2000 $ 15,000,000 Venture Capital
Total Fairview Ventures Fund I, LP $ 15,000,000

Fairview Ventures Fund II - NY, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Partnership 16 2005 $ 10,000,000 Venture Capital
Partnership 17 2006 8,000,000 Venture Capital
Partnership 18 2006 15,000,000 Venture Capital
Partnership 19 2006 7,800,000 Venture Capital
Partnership 20 2006 5,000,000 Venture Capital
Partnership 21 2006 3,400,000 Venture Capital
Partnership 22 2006 15,000,000 Venture Capital
Partnership 23 2007 10,000,000 Venture Capital
Partnership 36 2007 10,000,000 Venture Capital
Partnership 37 2007 7,500,000 Venture Capital
Total Fairview Ventures Fund II - NY, LP $ 91,700,000

Hamilton Lane/NYSCRF Israel Fund, L.P.

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Fortissimo Capital Fund V, LP 2019 $ 20,000,000 Israeli Growth
Innovation Endeavors III, LP 2018 15,000,000 Israeli Venture
Innovation Endeavors IV, LP 2020 10,000,000 Israeli Venture
JVP VIII, LP 2018 10,000,000 Israeli Venture
JVP Growth Opportunity X, LP 2021 10,000,000 Israeli Growth
New Era Capital II, LP 2020 5,000,000 Israeli Venture
NFX Capital Fund I, LP 2018 15,000,000 Israeli Venture
NFX Capital Fund II, L.P 2019 5,000,000 Israeli Venture
Pitango Growth Fund II, LP 2020 10,000,000 Israeli Venture
Pitango Venture Capital Fund VIII, LP 2020 10,000,000 Israeli Venture
S Capital II, L.P. 2020 15,000,000 Israeli Venture
S Capital Opportunity Fund, LP 2019 5,000,000 Israeli Venture
Tene Growth Fund IV, LP 2017 10,000,000 Israeli Growth
Viola Fin Tech I, LP 2019 5,000,000 Israeli Venture
Viola Ventures V, LP 2018 10,000,000 Israeli Venture
Viola Ventures VI, LP 2021 10,000,000 Israeli Venture
Total Hamilton Lane/NYSCRF Israel Fund, L.P. $ 165,000,000

Hudson River Fund, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Kohlberg Investors IV, LP 2001 $ 20,000,000 Buyouts
Levine Leichtman Capital Partners II, LP 1998 35,000,000 Special Situations
Partnership 25 1999 30,000,000 Mid-market Buyout
Pegasus Partners II, LP 2000 30,000,000 Special Situations
Total Hudson River Fund, LP $ 115,000,000

Private Equity / Fund of Funds Listing

115
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

Hudson River Fund II, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Acon-Bastion Partners II, LP 2006 $ 35,000,000 Special Situations
Birch Hill Equity Partners III, LP 2006 28,808,000 Mid-market Buyout
Easton Capital Partners, LP 2006 17,000,000 Mid-market Buyout
GESD Investors II, LP 2007 15,000,000 Mid-market Buyout
Gores Capital Partners II, LP 2007 20,000,000 Special Situations
High Road Capital Partners Fund I, LP 2007 15,000,000 Mid-market Buyout
Kohlberg Investors V, LP 2005 20,000,000 Mid-market Buyout
Kohlberg Investors VI, LP 2007 25,000,000 Mid-market Buyout
KPS Special Situations Fund III, LP 2007 25,000,000 Special Situations
Levine Leichtman Capital Partners III, LP 2003 30,000,000 Special Situations
New Mountain Partners II, LP 2005 30,000,000 Mid-market Buyout
Newbridge Asia IV, LP 2005 25,000,000 Mid-market Buyout/Growth Capital
Odyssey Investment Partners Fund III, LP 2004 20,000,000 Mid-market Buyout
Paladin III, LP 2008 15,000,000 Mid-market Buyout
Partnership 32 2006 25,000,000 Mid-market Buyout
Platinum Equity Capital Partners II, LP 2007 20,000,000 Mid-market Buyout
Roark Capital Partners. LP 2005 15,000,000 Mid-market Buyout
Roark Capital Partners II, LP 2007 15,000,000 Mid-market Buyout
Saw Mill Capital Partners, LP 2007 20,000,000 Small to Mid-market Buyout
Summer Street Capital II, LP 2007 5,000,000 Mid-market Buyout
TDR Capital II A, LP 2006 20,722,000 Mid-market Buyout
TPG STAR, LP 2007 25,000,000 Mid-market Buyout/Growth Capital
Sub-Total $ 466,530,000
Underlying Funds (Israeli Venture Capital): Strategy Focus
Carmel Ventures III, LP 2008 $ 10,000,000 Israeli Venture Capital
FIMI Opportunity IV , LP 2008 20,000,000 Special Situations
Giza Venture Fund V, LP 2007 15,000,000 Israeli Venture Capital
JVP Media V, LP 2008 10,000,000 Venture Capital - Media
Pitango Venture Capital V, LP 2007 15,000,000 Israeli Venture Capital
Plenus III, LP 2007 15,000,000 Israeli Venture Capital
SCP Vitalife Partners II, LP 2007 15,000,000 Venture Capital – Life Sciences
Sub-Total (Israeli Venture Capital) $ 100,000,000

Total Hudson River Fund II, LP $ 566,530,000

M2 NY Pioneer Fund, LP
Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Craton Equity Investors II, LP 2013 $ 12,666,667 Growth Equity - Clean Technologies
Estancia Capital Partners, LP 2012 20,000,000 Buyouts
High Bar III, LP 2017 22,000,000 Small Buyouts
Luminate Capital Partners I, LP 2017 20,000,000 Growth Equity
Mansa Equity Fund, LP 2012 11,300,000 Growth Equity
Medina Capital Fund, LP 2014 20,000,000 Growth Equity
RLJ Equity Partners II, LP 2016 20,000,000 Buyouts
Rock Island Capital Fund II, LP 2013 20,000,000 Small Buyouts
Siris Partners II, LP 2012 20,000,000 Buyout
Vistria Fund, LP 2015 15,000,000 Buyout
Vistria Fund II, LP 2017 40,000,000 Buyout
Total M2 NY Pioneer Fund, LP $ 220,966,667

M2 NY Pioneer Fund II, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Aldrich Capital Partners Fund, LP 2018 $ 20,000,000 Growth Equity
Argand Partners Fund I, LP 2018 20,000,000 Small Buyouts
Estancia Capital Partners Fund II, LP 2018 20,000,000 Growth Equity & Buyout
HKW Capital Partners V, LP 2018 20,000,000 Small Buyouts
Motive Capital Fund I-A, LP 2019 20,000,000 Small Buyouts
Nexphase Capital Fund III, LP 2018 20,000,000 Small Buyouts
Nexphase Capital Fund IV, LP 2019 20,000,000 Small Buyouts
Valor Equity Partners V, LP 2020 20,000,000 Small Buyouts
Wavecrest Growth Partners I, LP 2019 20,000,000 Growth
Total M2 NY Pioneer Fund II, LP $ 180,000,000

Private Equity / Fund of Funds Listing

116
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

Mohawk River Fund I, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Austin Ventures VII, LP 1999 $ 24,000,000 Late Stage/Balanced Venture Capital
Canaan Equity II, LP 1999 25,000,000 Early Stage Venture Capital
Essex Woodlands Health Ventures IV, LP 1998 13,000,000 Early Stage Venture Capital
Foundation Capital III, LP 2000 10,000,000 Early Stage Venture Capital
HarbourVest Partners VI, LP – Direct Fund 2000 25,200,000 Late Stage/Balanced Venture Capital
Mission Ventures II, LP 2000 15,000,000 Early Stage Venture Capital
Oak Investment Partners IX, LP 1999 10,000,000 Late Stage/Balanced Venture Capital
Polaris Venture Partners III, LP 2000 15,000,000 Late Stage/Balanced Venture Capital
Total Mohawk River Fund I, LP $ 137,200,000

Mohawk River Fund II, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Austin Ventures VIII, LP 2001 $ 5,500,000 Late Stage/Balanced Venture Capital
DCM III, LP 2001 10,100,000 Early Stage Venture Capital
Draper Fisher Jurvetson Fund VII, LP 2000 9,000,000 Early Stage Venture Capital
Essex Woodlands Health Ventures Fund V, LP 2000 10,000,000 Early Stage Venture Capital
Galen Partners IV, LP 2003 8,000,000 Late Stage/Balanced Venture Capital
Interwest Partners VIII, LP 2000 10,000,000 Early Stage Venture Capital
NEA 10, LP 2000 10,000,000 Late Stage/Balanced Venture Capital
Oak Investment Partners X, LP 2001 10,000,000 Late Stage/Balanced Venture Capital
Total Mohawk River Fund II, LP $ 72,600,000

Mohawk River Fund III, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Alta Communication IX, LP 2003 $ 10,000,000 Late Stage/Balanced Venture Capital
Ampersand 2001, LP 2001 10,000,000 Late Stage/Balanced Venture Capital
Carmel Ventures II, LP, LP 2005 12,000,000 Early Stage Venture Capital
Columbia Capital Equity Partners IV, LP 2005 15,000,000 Early Stage Venture Capital
DCM IV, LP 2004 8,000,000 Early Stage Venture Capital
Draper Fisher Jurvetson Fund VIII, LP 2005 25,000,000 Early Stage Venture Capital
Evergreen V, LP 2006 25,000,000 Early Stage Venture Capital
Foundation Capital IV, LP 2002 10,000,000 Early Stage Venture Capital
Galen Partners IV, LP 2003 12,000,000 Late Stage/Balanced Venture Capital
Giza Venture Fund IV, LP 2005 20,000,000 Early Stage Venture Capital
Mission Ventures III, LP 2004 20,000,000 Early Stage Venture Capital
NEA 11, LP 2004 5,000,000 Late Stage/Balanced Venture Capital
Oak Investment Partners XI, LP 2004 15,000,000 Late Stage/Balanced Venture Capital
Polaris Venture Partners IV, LP 2002 10,000,000 Early Stage Venture Capital
Tallwood III, LP 2006 5,000,000 Early Stage Venture Capital
Vector Capital III, LP 2005 30,000,000 Late Stage/Balanced Venture Capital
Total Mohawk River Fund III, LP $ 232,000,000

New York Co-Investment Pool Asia Investors, LP

Underlying Funds: Vintage Year Commitment ($) Country Focus
Barings Asia Fund VI, LP 2014 $ 25,000,000 Pan-Asia Buyout and Growth
CDH China Fund V, LP 2013 20,000,000 China Buyout
Farallon Asia Special Situations Fund II, LP 2012 10,000,000 Special Situations
Hahn & Company, LP 2011 25,000,000 Korean Buyout
Hahn & Company II, LP 2014 22,000,000 Korean Buyout
Hony Capital V, LP 2011 15,000,000 China Buyout and Growth Capital
Northstar Equity Partners IV, LP 2014 14,500,000 Indonesia Growth and Buyout
RRJ Capital Master Fund I, LP 2011 10,733,750 China Buyout and Growth Capital
Saratoga Asia III, LP 2012 10,000,000 Indonesia Buyout
Total NY Co-Investment Pool Asia Investors, LP $ 152,233,750

New York Co-Investment Pool Asia Investors II, LP

Underlying Funds: Vintage Year Commitment ($) Country Focus
Adamantem Capital I, LP 2018 $ 10,000,000 Austraila/New Zealand Buyout
Anchor II, LP 2015 12,000,000 Korean Growth
Anchor III, LP 2018 12,000,000 Korean Growth
Boyu Capital III, LP 2016 9,900,000 Greater China Growth and Buyout
Chrys Capital VII, LP 2015 15,000,000 India Buyout
Crown CG Private Equity Fund 2017, LP (Polaris IV) 2017 15,418,150 Japanese Buyout
DCP Capital I, LP 2017 25,000,000 China Opportunistic
Farallon Asia Special Situations Fund III, LP 2016 15,000,000 Special Situations
Hahn and Company III, LP 2018 25,000,000 Korean Growth
Kedarra Capital II, Ltd. 2017 9,400,000 India Growth/Buyout
MBK Partners IV, LP 2016 50,000,000 Korea, Japan, and Greater China Buyout
Total NY Co-Investment Pool Asia Investors II, LP $ 198,718,150

Private Equity / Fund of Funds Listing

117
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

New York Co-Investment Pool Asia Investors III, LP

Underlying Funds: Vintage Year Commitment ($) Country Focus
5Y Capital Evolution Fund II, LP 2021 $ 3,291,852 China Venture
5Y Growth Fund I, LP 2021 4,889,772 China Growth
Adamantem Capital Fund II, LP 2020 10,632,580 Australia Buyout
Boyu Capital Growth Fund I, LP 2021 5,000,000 Greater China Growth
Boyu Capital Fund IV, LP 2018 39,850,000 Greater China Growth and Buyout
Boyu Capital Fund V, LP 2021 25,000,000 Greater China Growth and Buyout
CDH Fund VI, LP 2018 25,000,000 China Buyout
DCP Capital Partners II, LP 2020 10,000,000 China Buyout
Hosen Private Equity III, LP 2019 15,000,000 China Buyout
J Star No 4, LP 2019 6,500,000 China Buyout
Loyal Valley Capital Advantage Fund III, LP 2020 15,000,000 Greater China Growth
Pemba Capital Partners 2020 12,941,369 Australia Buyout
Polaris "Jewel" Capital Fund V, LP 2019 20,000,000 Japan Buyout
MBK Capital Partners Fund V, LP 2019 65,000,000 Korea, Japan, and Greater China Buyout
New Quest Asia IV, LP 2019 20,000,000 Greater China Secondaries
Total NY Co-Investment Pool Asia Investors III, LP $ 278,105,573

NY Legacy Emerging Fund, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Acon-Bastion Partners II, LP 2006 $ 35,000,000 Leveraged Buyouts
Arlington Capital Partners II, LP 2006 20,000,000 Venture Capital
Ascend Ventures II, LP 2005 5,000,000 Leveraged Buyouts
Falcon Mezzanine Partners II, LP 2005 25,000,000 Mezzanine
Falconhead Capital Partners II, LP 2007 30,000,000 Leveraged Buyouts
GF Capital Private Equity Fund, LP 2006 35,000,000 Leveraged Buyouts
ICV Partners II, LP 2005 20,000,000 Leveraged Buyouts
Levine Leichtman Capital Partners III, LP 2005 20,000,000 Mezzanine
Lightyear Fund II, LP 2006 20,000,000 Leveraged Buyouts
NGN Biomed Opportunity I, LP 2005 5,000,000 Venture Capital
Partnership I 2007 15,000,000 Venture Capital
Pharos Capital Partners II - A, LP 2004 5,000,000 Leveraged Buyouts
Post Capital Equity Partners II, LP 2007 7,500,000 Leveraged Buyouts
Quaker BioVentures, LP 2008 10,000,000 Venture Capital
RLJ Partners, LP 2007 20,000,000 Leveraged Buyouts
Rustic Canyon / Fontis Capital Partners, LP 2007 5,000,000 Leveraged Buyouts
SW Pelham Fund III, LP 2008 10,000,000 Mezzanine
Syndicated Communications Venture Partners V, LP 2006 25,000,000 Venture Capital
Tailwind Capital Partners, LP 2007 15,000,000 Leveraged Buyouts
Trinity Hunt Partners III, LP 2005 30,000,000 Leveraged Buyouts
Vintage Capital Partners, LP 2006 12,500,000 Mezzanine
Wedbush Capital Partners, LP 2006 10,000,000 Leveraged Buyouts
Total NY Legacy Emerging Fund, LP $ 380,000,000

NY Legacy Venture Capital Fund, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Ampersand 2006 Limited Partnership, LP 2006 $ 20,000,000 Venture Capital
Apex Investment Fund VI, LP 2007 12,500,000 Diversified Venture Capital
Constellation Venture Capital III, LP 2007 20,000,000 Venture Capital
Draper Fisher Jurvetson Fund VIII, LP 2005 23,000,000 Early Stage Venture Capital
Draper Fisher Jurvetson Fund IX, LP 2007 25,000,000 Early Stage Venture Capital
Draper Fisher Jurvetson Growth Fund 2006, LP 2006 10,000,000 Early Stage Venture Capital
Edison Venture Fund VI, LP 2006 10,000,000 Venture Capital
First Mark Capital I, LP 2005 10,000,000 Venture Capital
FT Ventures III, LP 2007 20,000,000 Balanced Venture Capital
Globespan Capital Partners V, LP 2007 15,000,000 Diversified Venture Capital
Institutional Venture Partners XII, LP 2007 15,000,000 Late Stage Venture Capital
Morgenthaler Partners VIII, LP 2005 10,000,000 Buyouts - Growth Equity
MPM BioVentures IV-QP, LP 2006 20,000,000 Early Stage Venture Capital
New Enterprise Associates 12, LP 2006 5,000,000 All Stage Venture Capital
OVP Venture Partners VII, LP 2006 20,000,000 Early Stage Venture Capital
Polaris Venture Partners V, LP 2006 15,000,000 Balanced Venture Capital
RRE Ventures IV, LP 2006 20,000,000 Venture Capital
Softbank Capital Technology Fund III, LP 2004 40,000,000 Venture Capital
Technology Partners Fund VIII, LP 2007 20,000,000 Early Stage Venture Capital
Tudor Ventures III, LP 2007 10,000,000 Mid-Stage Venture Capital
Valhalla Partners II, LP 2007 6,125,000 Early Stage Venture Capital
VantagePoint Venture Partners 2006 (Q), LP 2006 7,500,000 Venture Capital
Vantage Point CleanTech Partners II, LP 2008 50,000,000 Cleantech Venture Capital
Total NY Legacy Venture Capital Fund, LP $ 404,125,000

Private Equity / Fund of Funds Listing

118
PRIVATE EQUITY INVESTMENTS / FUND OF FUNDS LISTING
As of March 31, 2021

NYCRF Pioneer Opportunities Fund A, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Investment 3 2010 $ 5,000,000 Buyouts
Total NYCRF Pioneer Opportunities Fund A, LP $ 5,000,000

NYCRF Pioneer Partnership Fund A, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Bison Capital Partners IV, LP 2013 $ 20,000,000 Small Buyout
Clearlake Capital Partners III, LP 2012 10,000,000 Special Situations
DBL Equity Fund BAEF II, LP 2010 7,500,000 Growth Equity
Dominus Capital Partners, LP 2011 20,000,000 Small Buyout
ICV Capital Partners III, LP 2013 25,000,000 Small Buyout
Incline Equity Partners III, LP 2013 20,000,000 Small Buyout
Monroe Capital Partners, LP 2012 10,000,000 Mezzanine
One Rock Capital Partners, LP 2014 15,200,000 Small Buyout
Tenex Capital Partners, LP 2011 25,000,000 Special Situations
Wicks Capital Partners IV, LP 2012 20,000,000 Small Buyout
Total NYCRF Pioneer Partnership Fund A, LP $ 172,700,000

NYCRF Pioneer Partnership Fund A - II, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
CapStreet V, LP 2019 $ 25,000,000 Small Buyout
Dominus Capital Partners, LP 2015 25,000,000 Small Buyout
Eagle Tree Partners IV, LP 2016 25,000,000 Buyout
Lightbay Investment Partners, LP 2017 25,000,000 Special Situations
Long Ridge Equity Partners III, LP 2020 24,000,000 Growth Equity
New Harbor II, LP 2017 25,000,000 Growth Equity
New Harbor III, LP 2021 24,000,000 Growth Equity
One Rock Capital Partners II, LP 2017 30,000,000 Small Buyout
Reverence Capital Partners Opportunities Fund II, LP 2018 25,000,000 Buyout
Sycamore Partners III, LP 2018 51,000,000 Buyout
Total NYCRF Pioneer Partnership Fund A - II, LP $ 279,000,000

NYCRF Pioneer Partnership Fund B, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
Bunker Hill Capital II, LP 2009 $ 25,000,000 Small to Mid-market Buyout
Capital Alliance Private Equity III, LP 2010 15,000,000 Small to Mid-market Buyout
Total NYCRF Pioneer Partnership Fund B, LP $ 40,000,000

NYCRF Transition Annex Fund, LP

Underlying Funds: Vintage Year Commitment ($) Strategy Focus
One Rock Capital Partners III, LP 2020 $ 50,000,000 Middle Market Buyout
Total NYCRF Transition Annex Fund, LP $ 50,000,000

Private Equity / Fund of Funds Listing

119
OPPORTUNISTIC/ARS INVESTMENTS
As of March 31, 2021

Opportunistic:
Inception Capital Capital Cumulative Fair Total
Security Description Date Committed Contributed Distributions Value Value
ADV Opportunities Fund I, LP 06/09/15 $ 100,000,000 $ 117,050,857 $ 35,550,559 $ 128,255,892 $ 163,806,451
ADV Opportunities Fund II, LP 04/02/18 175,000,000 129,043,385 1,778,985 98,840,048 100,619,032
Cowen Sustainable Investments I LP 11/10/20 250,000,000 55,859,665 734,408 94,265,160 94,999,567
Empire Co-Invest, LP 12/11/20 150,000,000 44,539,756 0 44,274,489 44,274,489
Finisterre Emerging Markets Fund 12/01/09 252,000,000 252,000,000 378,085,800 0 378,085,800
Insight Partners Opportunities Fund I LP 08/17/20 150,000,000 0 0 0 0
Invesco Mortgage Recovery Feeder Fund, LP 11/30/09 150,000,000 151,247,298 200,632,991 2,044,590 202,677,581
Landmark Equity Partners XV, LP 1/27/15 200,000,000 161,452,599 123,083,938 99,868,011 222,951,949
Landmark Equity Partners XVI, LP 4/21/17 200,000,000 90,152,518 16,223,304 105,521,405 121,744,710
Landmark Hudson Partners I, LP 7/31/15 200,000,000 144,332,100 47,806,316 116,189,032 163,995,348
Landmark Real Estate Partners VII, LP 2/6/15 100,000,000 92,305,901 81,342,688 27,667,291 109,009,979
Landmark Real Estate Partners VIII, LP 5/15/17 150,000,000 71,470,896 28,625,609 55,359,081 83,984,690
Newport 59, LLC 12/30/14 400,000,000 315,760,000 303,142,992 7,267,166 310,410,158
Stellex Capital Partners, LP 10/02/15 300,000,000 260,438,524 225,737,317 181,092,052 406,829,369
Stellex Capital Partners II 06/12/20 300,000,000 0 0 0 0
Stellex II Co-Investment NY LP 06/12/20 100,000,000 0 0 0 0
Varde Specialty Finance Fund, LP 05/22/18 150,000,000 134,294,145 70,368,256 97,462,922 167,831,178
Vivo Opportunity Fund, LP 05/31/18 100,000,000 100,333,382 60,593,627 129,822,413 190,416,040

Total Opportunistic Investments $ 3,427,000,000 $ 2,120,281,027 $ 1,573,706,790 $ 1,187,929,552 $ 2,761,636,342

ARS:

In order not to put our Fund of Funds at a competitive disadvantage and to comply with standard industry practices, we do
not list the investments by Fund of Fund name. Fund of Funds investments and direct investments are listed under Fund
Name below.

Direct Investments $ 3,711,976,514

Fund of Funds $ 116,172,453
Total $ 3,828,148,967

Fund of Funds Strategy Fair Value Inception Date

EMPIRE EMERGING MANAGERS FUND, LP Fund of Funds $ 116,106,479 Jun-10
MEZZACAPPA MAIDEN LANE FUND, LP Fund of Funds 65,974 Feb-05
Total $ 116,172,453

Direct Investments Strategy Fair Value Inception Date

AG SUPER FUND, LP Event Driven $ 4,613,192 Aug-11
ALL WEATHER@12%, LLC Tactical Trading 426,871,110 Dec-14
BCK CAPITAL ONSHORE FUND Event and Merger 63,501,487 Dec-15
BROOKSIDE CAPITAL PARTNERS FUND, LP Equity Long-Short 9,546,852 Jan-10
CASPIAN SELECT CREDIT INTERNATIONAL, LTD. Event Driven 483,116,870 Dec-07
D.E. SHAW COMPOSITE INTERNATIONAL FUND Relative Value 316,564,093 Jul-08
D.E. SHAW OCULUS INTERNATIONAL FUND, LP Tactical Trading 440,638,541 Jul-08
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND, LP Event Driven 8,863,747 Jul-08
GALTON MSOF, LP Structured Credit 160,902,188 Jan-13
HARBINGER CAPITAL PARTNERS FUND I, LP Event Driven 353,431 Apr-08
HARBINGER CAPITAL PARTNERS OFFSHORE FUND I, LTD. Event Driven 225,087 Apr-08
HOLLIS PARK OPPORTUNITIES FUND, LTD. Structured Credit 41,530,025 May-21
HBK MULTI-STRATEGY FUND LP Relative Value 86,828,987 Aug-13
HIGHFIELDS CAPITAL IV Equity Long-Short 3,477,252 Feb-11
HIGHLAND CRUSADER II Event Driven 12,445 Feb-05
KING STREET CAPITAL, LTD. Event Driven 225,962,966 Apr-08
KNIGHTHEAD (NY) FUND, LP Event Driven 306,775,023 Mar-14
MW EUREKA (US) FUND Equity Long-Short 441,069,580 Feb-13
PERUVIAN AND EASTERN EUROPEAN MONETIZATION FUND, L Event Driven 3,663,523 Mar-08
PHARO MACRO FUND, LTD. Tactical Trading 179,320,077 Mar-10
SCHULTZE OFFSHORE FUND, LTD. Event Driven 5,842,690 Mar-08
STARK INVESTMENTS, LP Event Driven 170,027 Jul-08
SYSTEMATICA BLUETREND FUND LIMITED Tactical Trading 114,860,592 Jul-08
TILDEN PARK INVESTMENT FUND, LP Structured Credit 387,266,728 Jan-14
Total $ 3,711,976,514

Total ARS Investments $ 3,828,148,967

Total Opportunistic/ARS Investments $ 5,016,078,518

Opportunistic/ARS Investments
120
REAL ASSETS INVESTMENTS
As of March 31, 2021

Inception Capital Capital Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value

BIF IV Co-Invest ( C), LP 2/12/20 $100,000,000 $0 $0 $0 $0

Blackstone Inrastructure Partners, LP 6/30/19 300,000,000 108,113,153 2,009,016 119,125,073 121,134,089
Blackstone Renewables Supplemental Account-N,LP 10/8/19 750,000,000 0 0 0 0
Brookfield Infrastructure Fund IV, LP 5/17/19 500,000,000 237,963,533 14,569,018 257,731,096 272,300,114
Brookfield Infrastructure III-B, LP 5/24/2016 300,000,000 250,595,468 83,799,076 242,026,840 325,825,916
Castlelake Aviation IV Stable Yield Fund 7/24/20 200,000,000 0 0 12,990,382 12,990,382
Copenhagen Infrastructure Partners IV, LP 2/2/21 293,750,000 0 0 0 0
EQT Infrastructure IV( No.2) USD SCSp 2/1/19 268,000,000 156,285,923 0 172,995,007 172,995,007
EQT Infrastructure V( No.2) USD SCSp 1/22/21 300,000,000 0 0 0 0
Excelsior Renewable Energy Investment Fund I, LP 12/31/20 100,000,000 14,873,272 710,644 9,716,194 10,426,838
Global Infrastructure Partners IV Co-Investment Fund 11/8/19 250,000,000 0 0
Global Infrastructure Partners IV,LP 11/8/19 500,000,000 48,797,714 0 33,691,726 33,691,726
Grain Communications Opportunity Fund II, LP 12/7/18 150,000,000 90,481,461 0 106,371,084 106,371,084
Grain Communications Opportunity Fund III, LP 12/11/20 200,000,000 756,460 0 0 0
Grain Spectrum Holdings III 9/16/20 200,000,000 154,918,248 0 153,077,098 153,077,098
GSO Energy Select Opportunities Fund II, LP 12/21/18 300,000,000 43,896,626 9,052,922 47,110,613 56,163,535
IFM Global Infrastructure (US), LP 4/13/17 500,000,000 629,684,267 127,547,461 711,585,364 839,132,825
ISQ Co-Investment Fund II NY,LP 7/29/19 100,000,000 0 0 0 0
ISQ Global Infrastructure Fund II (USTE), LP 7/27/18 300,000,000 184,165,901 2,307,097 234,137,200 236,444,297
ISQ Global Infrastructure Fund III (UST), LP 12/11/20 350,000,000 0 0 0 0
ITE Rail Fund, LP 3/13/20 150,000,000 22,643,612 0 22,643,612 22,643,612
Kayne Private Energy Income Fund, LP 6/17/16 250,000,000 196,059,568 77,078,158 203,096,332 280,174,490
KKR Global Infrastructure Investors II, LP 7/7/15 200,000,000 200,308,556 163,023,196 190,874,072 353,897,268
KKR Infrastructure Investors Fund III, LP 3/28/18 400,000,000 182,395,650 0 193,209,122 193,209,122
Meridiam Infrastructure North America Fund III, LP 10/26/17 200,000,000 19,311,233 0 11,230,354 11,230,354
North Haven Infrastructure Partners II, LP 3/3/16 250,000,000 219,479,311 104,663,026 175,340,938 280,003,964
North Haven Infrastructure Partners III, SCSp 9/17/19 300,000,000 64,934,189 0 77,923,501 77,923,501
Pantheon Real Assets Strategic Opportunities 7/31/17 400,000,000 282,400,000 62,799,999 227,287,418 290,087,417
Patria Infrastructure Fund III, LP 2/18/15 150,000,000 113,433,456 47,957,279 97,824,187 145,781,466
SASOF IV, LP 7/28/17 139,625,000 72,605,607 0 64,528,625 64,528,625
SASOF V, LP 2/28/20 150,000,000 6,755,966 0 3,641,846 3,641,846
Stonepeak Global Renewables Fund Co-Investment LP 9/30/20 100,000,000 3,045,448 0 3,948,574 3,948,574
Stonepeak Global Renewables Fund LP 6/29/20 250,000,000 21,821,699 0 22,314,998 22,314,998
Stonepeak Infrastructure Fund III, LP 11/17/17 300,000,000 190,264,335 1,454,884 276,864,330 278,319,214
Stonepeak Infrastructure Partners IV, LP 6/10/20 250,000,000 1,382,627 0 0 0
TIAA-CREF Global Agriculture II, LLC 7/28/15 300,000,000 275,501,816 15,370,504 258,308,346 273,678,850

Total Real Assets Investments $ 9,751,375,000 $ 3,792,875,099 $ 712,342,280 $ 3,929,593,932 $ 4,641,936,212

Real Assets Investments

121
CREDIT INVESTMENTS
As of March 31, 2021

Inception Capital Capital Cumulative Fair Total

Security Description Date Committed Contributed Distributions Value Value
Avenue Sustainable Solutions Fund, LP 01/23/20 $281,720,000 $54,494,944 $3,017,105 $55,906,169 $58,923,274
Blackrock Fixed Income Opportunities Nero LLC 12/22/15 1,964,791,886 1,964,791,886 0 2,700,713,097 2,700,713,097
Blackstone Tactical Opportunities Stable Income Fund -N, LP 11/24/15 200,000,000 121,986,841 91,161,160 49,283,232 140,444,392
Blackstone Tactical Opportunites Fund - N, LP 11/18/13 500,000,000 460,564,083 444,437,191 213,461,864 657,899,054
Blackstone Tactical Opportunities Fund II - N, LP 11/24/15 400,000,000 331,935,710 125,477,930 295,488,397 420,966,327
Blackstone Tactical Opportunities Fund III - N, LP 03/09/20 400,000,000 115,429,734 536,321 146,137,524 146,673,846
Blantyre Special Situations Fund I, LP 10/01/19 163,995,000 116,811,219 0 143,757,744 143,757,744
Blantyre Special Situations Fund II , LP 02/09/21 242,380,000 12,459,126 0 12,600,864 12,600,864
Bridgepoint Credit Empire SMA SCSp 10/31/18 282,800,000 130,188,340 0 162,632,094 162,632,094
Brightwood Capital Fund III, LP 08/15/14 100,000,000 81,914,452 68,404,513 40,117,493 108,522,006
Brightwood Capital Fund IV, LP 09/29/16 300,000,000 300,000,000 78,166,807 271,771,059 349,937,866
Clearlake Opportunities Partners II, LP 05/31/18 200,000,000 50,837,181 558,753 70,837,646 71,396,399
Clearlake Opportunities Partners, LP 08/03/15 50,000,000 57,910,932 27,744,138 49,443,577 77,187,715
Fixed Income Opportunities NB LLC 10/01/15 1,500,000,000 1,500,000,000 0 2,020,735,005 2,020,735,005
GSO Capital Opportunities Fund IIII, LP 10/27/16 150,000,000 131,844,996 68,874,911 89,847,267 158,722,178
Hollis Park Value Fund, LP 02/19/19 150,000,000 150,000,000 5,280,679 179,016,464 184,297,143
Madison Square Fund II, LP 3/15/21 119,290,000 0 0 0 0
Madison Square Fund, LP 10/1/19 81,997,500 60,630,891 8,198,554 59,649,892 67,848,446
Neuberger Berman Loan Advisers Holdings (Delaware), LP 7/14/17 150,000,000 139,670,346 67,809,159 119,633,413 187,442,572
Neuberger Berman Loan Advisers Holdings II (Delaware), LP 6/26/20 200,000,000 40,000,000 5,584,040 41,110,123 46,694,163
OHA Strategic Credit Fund II, LP 05/17/16 250,000,000 162,500,000 0 204,109,727 204,109,727
Pearl Diver Empire Fund LP 09/25/20 250,000,000 101,456,783 0 121,466,433 121,466,433
Sixth Street Opportunities Partners III (A), LP 12/16/13 150,000,000 182,293,425 159,857,300 62,641,786 222,499,086
Sixth Street TAO Partners (F), LP 02/07/19 150,000,000 48,115,853 13,557,218 47,898,135 61,455,353
Sixth Street TAO Partners 2.0 12/30/14 250,000,000 478,500,468 370,347,717 198,123,508 568,471,225
Sixth Street TAO Partners 3.0 12/30/16 250,000,000 353,297,813 219,425,922 199,044,836 418,470,758
SSG Capital Parters V, LP 11/27/19 200,000,000 99,756,172 34,225,421 78,997,671 113,223,093
SSG Capital Partners V Sidecar, LP 11/27/19 200,000,000 87,178,615 40,885,998 66,952,166 107,838,164
Strategic Value Special Situations Fund IV, LP 03/16/18 150,000,000 135,050,344 498,319 184,861,541 185,359,860
Taiga Special Opportunities DAC 09/28/18 200,000,000 200,000,000 22,658,422 188,760,308 211,418,730
TSSP Opportunities Partners IV (A), LP 12/21/15 150,000,000 93,079,359 32,550,665 79,123,882 111,674,547
Whitehorse Liquidity Partners (Empire), LP 11/9/20 650,000,000 294,759,890 39,978,841 324,393,355 364,372,196

Total Credit Investments $10,286,974,386 $8,057,459,404 $1,929,237,083 $8,478,516,272 $10,407,753,355

Credit Investments
122