MICROSOFT CORP - Regulatory Filings 2020

11-K 1 d938029d11k.htm 11-K 11-K

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 11-K

☒ ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2019

☐ TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the Transition Period From to

Commission File Number 001-37845

A. Full title of the plan and the address of the plan, if different from that of the issuer named below:

MICROSOFT CORPORATION SAVINGS PLUS 401(k) PLAN

B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

Microsoft Corporation

One Microsoft Way

Redmond, Washington 98052-6399

REQUIRED INFORMATION

The Microsoft Corporation Savings Plus 401(k) Plan (the Plan) is subject to the Employee Retirement Income Security Act of 1974 (ERISA). Therefore, in lieu of the required information outlined as Items 1-3 of the Form 11-K, the statements of net assets available for benefits and the related statements of changes in net assets available for benefits as of and for the years ended December 31, 2019 and 2018, which have been prepared in accordance with the financial reporting requirements of ERISA, are attached hereto as Appendix 1 and incorporated herein by this reference.

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SIGNATURES

The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report on Form 11-K to be signed on its behalf by the undersigned hereunto duly authorized.

	M ICROSOFT C ORPORATION S AVINGS P LUS 401( K ) P LAN
Date: June 17, 2020	/ S / K RISTEN R OBY D IMLOW
	Kristen Roby Dimlow
	Member of 401(k) Administrative Committee
Date: June 17, 2020	/ S / D ANIEL G OFF
	Daniel Goff
	Member of 401(k) Administrative Committee
Date: June 17, 2020	/ S / G EORGE Z INN
	George Zinn
	Member of 401(k) Administrative Committee

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APPENDIX 1

MICROSOFT CORPORATION

SAVINGS PLUS 401(k) PLAN

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM;

FINANCIAL STATEMENTS AS OF AND FOR THE YEARS ENDED DECEMBER 31, 2019 AND 2018;

NOTES TO FINANCIAL STATEMENTS; AND

SUPPLEMENTAL SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2019

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MICROSOFT CORPORATION

SAVINGS PLUS 401(k) PLAN

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Report of Independent Registered Public Accounting Firm	1
Financial Statements:
Statements of Net Assets Available for Benefits as of December
31, 2019 and 2018	2
Statements of Changes in Net Assets Available for Benefits for the Years Ended December 31,
2019 and 2018	3
Notes to Financial Statements	4
Supplemental Schedule:
Supplemental Schedule of Assets (Held at End of Year) as of December
31, 2019	11
Exhibit:
Consent of Independent Registered Public Accounting Firm

NOTE: All other schedules required by Section 2520.103-10 of the Department of Labors Rules and Regulations for Reporting and Disclosure under ERISA have been omitted because they are not applicable.

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Plan Participants and Plan Administrator of the Microsoft Corporation Savings Plus 401(k) Plan

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of the Microsoft Corporation Savings Plus 401(k) Plan (the Plan) as of December 31, 2019 and 2018, the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively referred to as the financial statements). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2019 and 2018, and the changes in net assets available for benefits for the years then ended, in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Plans management. Our responsibility is to express an opinion on the Plans financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

Report on Supplemental Schedule

The supplemental schedule of assets (held at end of year) as of December 31, 2019 has been subjected to audit procedures performed in conjunction with the audit of the Plans financial statements. The supplemental schedule is the responsibility of the Plans management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in compliance with the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.

/ S / D ELOITTE & T OUCHE LLP

Seattle, Washington

June 17, 2020

We have served as the auditor of the Plan since 1987.

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STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

December 31,	2019	2018
ASSETS
Cash	$ 8,677,908	$ 9,464,025
Investments held by trustee, at fair value	27,373,465,379	20,227,500,071
Receivables:
Participant loans	144,559,953	135,451,909
Other receivables	16,109,867	18,999,301
Total receivables	160,669,820	154,451,210
Total assets	27,542,813,107	20,391,415,306
LIABILITIES
Operating payables	7,374,172	4,226,417
Other payables	6,263,552	9,441,069
Total liabilities	13,637,724	13,667,486
NET ASSETS AVAILABLE FOR BENEFITS	$ 27,529,175,383	$ 20,377,747,820

Refer to accompanying notes.

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STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

Year Ended December 31,	2019	2018
ADDITIONS
Net investment income (loss):
Interest and dividends	$ 70,735,128	$ 62,411,020
Net increase (decrease) in fair value of investments	5,863,467,950	(909,898,266	)
Net investment income (loss)	5,934,203,078	(847,487,246	)
Contributions:
Participant contributions	1,655,399,823	1,447,279,773
Employer contributions	602,616,174	541,743,766
Total contributions	2,258,015,997	1,989,023,539
Total additions	8,192,219,075	1,141,536,293
DEDUCTIONS
Benefits paid to participants	1,040,791,512	821,220,448
NET INCREASE IN NET ASSETS AVAILABLE FOR BENEFITS	7,151,427,563	320,315,845
NET ASSETS AVAILABLE FOR BENEFITS
Beginning of year	20,377,747,820	20,057,431,975
End of year	$ 27,529,175,383	$ 20,377,747,820

Refer to accompanying notes.

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NOTES TO FINANCIAL STATEMENTS

NOTE 1 DESCRIPTION OF THE PLAN AND ACCOUNTING POLICIES

Plan Description

The Microsoft Corporation Savings Plus 401(k) Plan (the Plan), a defined contribution plan, is sponsored by Microsoft Corporation (the Company or Microsoft). Participating employers included in the Plan are Microsoft Corporation; MOL Corporation; Vexcel Corporation; Microsoft Online, Inc; Microsoft Payments, Inc; Microsoft Open Technologies, Inc; Microsoft Technology Licensing; and Undead Labs (effective December 16, 2019). These entities represent Microsoft or wholly owned subsidiaries of Microsoft. The Plan year is January 1 through December 31. The Plan is administered by the 401(k) Administrative Committee (the Plan Administrator) and subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA). The information below summarizes certain aspects of the Plan as in effect during 2019 and 2018, and is intended to be a summary only. Plan participants should refer to the Summary Plan Description for more complete information.

Accounting Principles

The financial statements and accompanying notes are prepared in accordance with accounting principles generally accepted in the United States of America (GAAP).

Eligibility

Regular and retail services employees of participating employers who are on U.S. payroll and have reached age 18 may enroll in the Plan at any time.

Eligible Compensation

Eligible compensation includes wages, salary, bonuses, commissions, and overtime. Compensation does not include, for example, items such as amounts earned with respect to any equity-based compensation program, award, or benefit, reimbursements or other expense allowances, fringe benefits (cash and noncash), moving expenses, deferred compensation, welfare plan benefits including health or life insurance, severance plan payments, unused accrued vacation payments, or bonuses or expense allowances which are not based upon performance as an employee.

Contributions

Participant Contributions

Participants may contribute to the Plan on a pre-tax and/or Roth basis using eligible compensation each pay period, subject to statutory and regulatory limitations. Participants reaching age 50 or older by the end of the Plan year may also make additional catch-up contributions to the Plan on a pre-tax and/or Roth basis. During 2019 and 2018, the maximum annual 401(k) pre-tax and Roth contribution limit was $19,000 and $18,500, respectively, and the maximum annual catch-up contribution to the Plan was $6,000. Additionally, participants could contribute up to $27,500 for 2019 and $27,250 for 2018 on an after-tax basis. A participants aggregate contribution election (combined pre-tax, Roth, pre-tax catch-up, Roth catch-up, and after-tax) generally may not exceed 65 percent of his or her eligible compensation per pay period. Participants may elect to suspend or reinstate their contributions at any time.

Participants may also choose to make rollover contributions to the Plan of amounts received from an eligible employer plan maintained by another company, including direct rollovers from such plans. Participants may also make rollover contributions to the plan from an individual retirement account or annuity described in Internal Revenue Code (IRC) Section 408(a) or 408(b) that is eligible to be rolled over and would otherwise be includible in gross income.

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Employer Contributions

The Company provides participants with a matching contribution on eligible pre-tax and/or Roth contributions of $0.50 for every $1.00 contributed. The matching contribution is provided for up to 50 percent of the maximum annual 401(k) pre-tax and Roth Internal Revenue Service (IRS) contribution limit (not including catch-up contributions). Participants do not receive a match on after-tax contributions.

Employee Stock Ownership Plan Feature

The Plan includes an Employee Stock Ownership Plan (ESOP) feature for the portion of the Plan designed to invest primarily in Microsoft Common Stock. The ESOP feature allows participants to either reinvest their cash dividends earned on Microsoft Common Stock or receive those dividends in cash. Amounts invested in Microsoft Common Stock are treated as being held through the ESOP, provided that at the time such amounts were received by the Plan (e.g., through contributions or transfers), the participants whose Plan accounts received such assets were employed by Microsoft or a corporation that is part of the same controlled group of corporations as Microsoft.

Participants who are not employed by an employer established as a corporation that is part of the same controlled group of corporations as Microsoft may not participate in the ESOP, but may have their Plan accounts invested in Microsoft Common Stock to the same extent as other participants. However, such participants that are not eligible to participate in the ESOP feature are not eligible to receive dividends on Microsoft Common Stock in cash paid directly to them. Instead, dividends paid on amounts they have invested in Microsoft Common Stock will automatically be reinvested in Microsoft Common Stock.

Effective January 1, 2016, the investment of new contributions or transfer of existing account holdings into Microsoft Common Stock within the Plan was discontinued. Participant accounts with existing Microsoft Common Stock can retain those holdings, and dividends on Microsoft Common Stock can continue to be reinvested or received in cash.

Participant Accounts

Each participants account is credited with (a) participant contributions and employer contributions, and (b) the allocation of investment earnings, gains and losses, and expenses, based on participant earnings or account balances, as defined. The benefit to which a participant is entitled is the benefit that can be provided from the participants vested account. All amounts in participant accounts are participant-directed. Participants may invest in various instruments including mutual funds, common collective trusts, and separately managed accounts. Participants also have the option to direct their investments through a brokerage account.

Vesting

Participants are fully vested in Plan accounts at all times.

Distributions

Active participants may take a withdrawal from the Plan in the event of a financial hardship. A hardship withdrawal is limited to the amount necessary to meet the participants immediate financial need. Hardship withdrawals are further limited to pre-tax contributions, pre-tax catch-up contributions, after-tax contributions (including earnings thereon), and rollover contributions (excluding rollover contributions attributable to designated Roth contributions, Roth in-plan conversion amounts and earnings thereon, and acquisition rollovers). Prior to 2019, a hardship withdrawal generally resulted in a six-month suspension of contributions (other than rollover contributions) to the Plan and the sources available for a hardship withdrawal excluded earnings on pre-tax (including catch-up) and after-tax contributions.

Active participants may also generally take a withdrawal at any time from their rollover and after-tax accounts within the Plan. After reaching age 59 1 ⁄ 2 , active participants may withdraw all, or any portion, of the balance in their accounts. Distributions, in full or any portion, may also occur if the participant terminates employment, retires, becomes permanently disabled, or dies. Distributions of investments in Microsoft Common Stock may be taken in the form of Microsoft Common Stock or cash. Distributions may be made in installments.

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Participants may also withdraw all, or any portion, of their pre-tax contributions during a leave of absence to perform qualified military service of at least 30 days, subject to a six-month suspension on future non-rollover contributions to the Plan. The distribution generally must be made in a single lump sum cash payment, except that distributions of investments in Microsoft Common Stock may be taken in the form of Microsoft Common Stock or cash.

In-Plan Roth Conversions

Active participants may convert their Plan distribution-eligible balances to their Roth account within the Plan.

Administrative Expenses

Plan administrative expenses are paid by the Company to the extent not paid or offset by the Plan. Participants are responsible for fees associated with certain transactions or services they utilize, such as loan originations and maintenance, domestic relations order qualifications, dividend check processing, overnight check fees, and professional management service fees. Participants also pay commission charges to Fidelity for buying and selling Microsoft Common Stock within the Plan.

Plan Amendment and Termination

The Company has the right to amend or terminate the Plan. If the Plan is terminated, all account balances will be distributed in the form and manner determined by the Plan Administrator.

Risks and Uncertainties

The Plan utilizes various investment instruments, including common stock, mutual funds, common collective trusts, and separately managed accounts. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Due to the level of risk associated with certain investment securities, including systemic market disruptions, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

Estimates and Assumptions

The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein. Actual results and outcomes may differ from managements estimates and assumptions due to risks and uncertainties, including systemic market disruptions. The Plan has no contingent assets or liabilities for any periods presented in these financial statements.

Valuation of Investments and Income (Loss) Recognition

Investments are recorded at fair value. Security transactions are accounted for as of the trade date. Dividend income is recorded on the ex-dividend date, and interest income is recorded as earned. Net increase (decrease) in fair value of investments includes the Plans gains and losses on investments bought, sold, and held during the year.

Participant Loans

Participant loans are measured at their unpaid principal balance plus any accrued but unpaid interest, and participant loans deemed distributed due to default are included in benefits paid to participants on the statements of changes in net assets available for benefits.

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Other Receivables and Payables

Other receivables and payables as of December 31, 2019 and 2018 primarily consisted of unsettled trades. Other receivables also included accrued interest.

NOTE 2 FINANCIAL INSTRUMENTS

The Plan accounts for certain assets and liabilities at fair value. The hierarchy below lists three levels of fair value based on the extent to which inputs used in measuring fair value are observable in the market. The Plan categorizes each of its fair value measurements in one of these three levels based on the lowest level input that is significant to the fair value measurement in its entirety. These levels are:

Level 1 inputs are based upon unadjusted quoted prices for identical instruments in active markets. The Plans Level 1 non-derivative investments primarily include domestic and international equities, mutual funds, and U.S. government securities. The Plans Level 1 derivative assets include those actively traded on exchanges.

Level 2 inputs are based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques (e.g. the Black-Scholes model) for which all significant inputs are observable in the market or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Where applicable, these models project future cash flows and discount the future amounts to a present value using market-based observable inputs including interest rate curves, credit spreads, foreign exchange rates, and forward and spot prices for currencies and commodities. The Plans Level 2 non-derivative investments consist primarily of mutual funds in the Plans separately managed accounts. These mutual funds are registered under the Investment Company Act of 1940 but are not registered under the Securities Act of 1933 and the prices are made available directly from the investment manager. The Plans Level 2 derivative assets and liabilities primarily include certain over-the-counter option and currency contracts.

Level 3 inputs are generally unobservable and typically reflect managements estimates of assumptions that market participants would use in pricing the asset or liability. The fair values are therefore determined using model-based techniques, including option pricing models and discounted cash flow models. As of December 31, 2019 and 2018, the Plan did not hold any financial instruments categorized as Level 3.

Mutual funds are valued at the closing price as reported by the fund. Common stocks are valued at the closing price reported on the active markets on which the individual securities are traded.

Common collective trusts are valued using the Net Asset Value (NAV) provided by the trustee in order to estimate fair value. The NAV is based on the fair value of the underlying investments held by the fund less its liabilities. In the event the Plan were to initiate a full redemption of a common collective trust, the investment advisor reserves the right to temporarily delay withdrawal from the common collective trust in order to ensure that securities liquidations will be carried out in an orderly business manner. The common collective trusts have no unfunded commitments, other redemption restrictions, or redemption notice periods. The portfolios are comprised of a mix of stocks, bonds, commodities, and cash.

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Financial Instruments Measured at Fair Value

December 31, 2019	Level 1	Level 2	Total
Mutual funds	$ 666,635,304	$ 0	$ 666,635,304
Microsoft Common Stock	2,560,666,967	0	2,560,666,967
Separately managed accounts:
Common stock	3,840,829,164	0	3,840,829,164
Mutual funds	0	1,059,178,206	1,059,178,206
Other	107,307,012	20,746,596	128,053,608
Brokerage accounts	1,149,314,671	32,850,889	1,182,165,560
Total	$ 8,324,753,118	$ 1,112,775,691	9,437,528,809
Common collective trusts measured at NAV			17,935,936,570
Total Investments			$ 27,373,465,379
December 31, 2018	Level 1	Level 2	Total
Mutual funds	$ 548,357,364	$ 0	$ 548,357,364
Microsoft Common Stock	1,730,325,484	0	1,730,325,484
Separately managed accounts:
Common stock	2,894,605,848	0	2,894,605,848
Mutual funds	0	840,503,595	840,503,595
Other	83,307,144	14,495,297	97,802,441
Brokerage accounts	826,526,476	53,526,160	880,052,636
Total	$ 6,083,122,316	$ 908,525,052	6,991,647,368
Common collective trusts measured at NAV			13,235,852,703
Total Investments			$ 20,227,500,071

NOTE 3 DERIVATIVES

Investment managers acting under the Plan use derivative instruments to manage risks related to foreign currencies and interest rates, to enhance investment returns for the Plan, and to facilitate Plan portfolio diversification. The Plans derivatives consisted of over-the-counter foreign exchange forward contracts and exchange-traded futures contracts, as well as put and call options, for which no hedge accounting treatment is applied. The related notional amounts, gross fair values, and amounts recognized in earnings were immaterial as of and for the years ended December 31, 2019 and 2018. These derivative instruments are primarily a component of the Other caption of separately managed accounts in Note 2 Financial Instruments.

NOTE 4 PARTICIPANT LOANS

Participant loans are available in $100 increments ranging from $1,000 to $50,000. The maximum loan amount is the lesser of (a) 50 percent of the vested account balance, reduced by the current outstanding balance of all other loans from the Plan; or (b) $50,000, reduced by: (1) the current outstanding balance of all other loans from the Plan, and (2) the excess (if any) of all Plan loans during the previous 12 months over the current outstanding balance of Plan loans. When determining the maximum loan amount available under the Plan, outstanding loan balances under any subsidiary and affiliate Microsoft retirement plans are considered in conjunction with the Plan. Participants are limited to two loans one Primary Residence Loan and one General Loan. The term of a Primary Residence Loan may not exceed 15 years (or 30 years for Nokia Plan legacy loans) or be less than 12 months. The term of a General Loan may not exceed five years (or 15 years for Nokia Plan legacy loans) or be less than 12 months.

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The interest rate for participant loans is 1 percent plus the prime rate on corporate loans. The range of interest rates for outstanding Primary Residence Loans as of December 31, 2019 was 3.25 percent to 9.00 percent, maturing at various dates through March 2044. The range of interest rates for outstanding General Loans as of December 31, 2019 was 4.25 percent to 6.50 percent, maturing at various dates through January 2025.

Loan repayments are made through after-tax payroll deductions. Terminated employees generally have 60 days to elect to continue to make loan repayments or pay off the loan in full. Failure of the terminated employee to establish a loan repayment service or payoff the loan in full during this 60-day window generally results in a default of the loan, which is taxable income to the participant, with a possible 10 percent early withdrawal penalty. Terminated employees who roll over their Plan account balance to an individual retirement account (IRA), Roth IRA, or other employer plan during this 60-day window may avoid such taxable income and 10 percent early withdrawal penalty if they pay off the outstanding loan balance to the rollover recipient IRA custodian or employer plan by the due date (including extensions) for filing their federal income tax return for the year in which the rollover occurred.

NOTE 5 TAX STATUS

The IRS has determined and informed the Plan, by a letter dated August 21, 2014, that the Plan is qualified as a tax-exempt plan under the appropriate sections of the IRC. The determination letter covered Plan amendments adopted from September 17, 2010 through August 5, 2014, and the trust agreement with Fidelity adopted on July 19, 2013. The Plan has been amended since receiving the determination letter; however, the Plan Administrator believes that the Plan is currently designed and operated in compliance with the applicable requirements of the IRC. Therefore, the Plan is tax-exempt as of the financial statement date and no provision for income taxes has been recorded in the financial statements.

NOTE 6 PARTY-IN-INTEREST TRANSACTIONS

Certain Plan investments include common collective trusts that are managed by affiliates of Fidelity. Fidelity is the trustee and third-party administrator as defined by the Plan; therefore, these transactions qualify as party-in-interest transactions. Fees paid for investment management services were included as a reduction of the return earned on each fund.

Transactions in Microsoft Common Stock also qualify as party-in-interest transactions. As of December 31, 2019 and 2018, the Plan held 16,237,584 shares of Microsoft Common Stock valued at $2,560,666,967 and 17,035,793 shares of Microsoft Common Stock valued at $1,730,325,484, respectively. During the years ended December 31, 2019 and 2018, the Plan recorded Microsoft Common Stock dividend income of $31,390,230 and $29,844,171, respectively.

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NOTE 7 RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500

The following is a reconciliation of net assets available for benefits per the financial statements to net assets per the Form 5500, which is the annual return/report for the Plan:

December 31, — Net assets available for benefits per the financial statements	2019 — $ 27,529,175,383	$	20,377,747,820
Less: benefits payable	(2,778,561	)	(2,635,425	)
Net assets per the Form 5500	$ 27,526,396,822	$	20,375,112,395

The following is a reconciliation of benefits paid to participants per the financial statements to the Form 5500:

Year Ended December 31,	2019	2018
Benefits paid to participants per the financial statements	$ 1,040,791,512	$ 821,220,448
Plus: increase in benefits payable at year end	143,136	575,258
Benefits paid to participants per the Form 5500	$ 1,040,934,648	$ 821,795,706

Benefits payable are recorded on the Form 5500 for payments to participants who requested payment by December 31, but had not been paid as of that date.

NOTE 8 SUBSEQUENT EVENTS

In March 2020, the World Health Organization declared the outbreak of COVID-19 to be a pandemic. The COVID-19 pandemic is having widespread, rapidly evolving, and unpredictable impacts on global society, economies, and financial markets. On March 27, 2020, Congress passed the Coronavirus, Aid, Relief, and Economic Security (CARES) Act which is intended to provide economic relief to retirement plan sponsors and participants in the midst of the global COVID-19 pandemic. Under the CARES Act, changes were made impacting certain provisions of qualified retirement plans, including participant loans and distributions. Among other things, the CARES Act provisions, which were adopted by the Plan, increased the limit on participant loans, extended repayment terms, and waived penalties for certain early withdrawals.

While the effects of COVID-19, including the applicable relief provisions of the CARES Act, are not reflected in these Plan financial statements, there is substantial uncertainty in the nature and degree of its effects over time. The extent to which the COVID-19 pandemic impacts the Plan going forward will depend on numerous evolving factors which cannot be reliably predicted, including the duration and scope of the pandemic; governmental, business, and individuals actions in response to the pandemic; and the impact on economic activity including the possibility of recession or further financial market instability.

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MICROSOFT CORPORATION

SAVINGS PLUS 401(k) PLAN

EMPLOYER ID 91-1144442, PLAN 001

SUPPLEMENTAL SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2019

Identity of Issue, borrower, lessor, or similar party		Current Value
BROKERAGE ACCOUNTS
BrokerageLink **	1,182,165,560	$ 1,182,165,560
COMMON COLLECTIVE TRUSTS
BlackRock LifePath Index 2025	1,240,813	14,789,625
BlackRock LifePath Index 2030	120,484,714	1,460,322,926
BlackRock LifePath Index 2035	532,478	6,553,842
BlackRock LifePath Index 2040	176,581,156	2,202,655,687
BlackRock LifePath Index 2045	509,574	6,407,892
BlackRock LifePath Index 2050	145,787,910	1,838,939,533
BlackRock LifePath Index 2055	273,931	3,455,552
BlackRock LifePath Index 2060	30,405,339	383,420,441
BlackRock LifePath Index 2065	140,698	1,459,403
BlackRock LifePath Index Retirement	49,910,805	580,452,680
BlackRock Short-term Investment Fund	787,740,866	787,740,866
Fidelity Contrafund Pool Class 3 *	82,318,630	1,694,117,404
Fidelity Growth Company Pool Class 3 *	94,386,896	2,397,427,157
Vanguard Russell 1000 Growth Index Trust	5,920,947	1,212,609,906
Vanguard Russell 1000 Value Index Trust	7,639,700	1,271,475,201
Vanguard Russell 2000 Growth Index Trust	6,459,128	1,098,245,516
Vanguard S&P 500 Index Trust	25,148,846	2,975,862,938
EMPLOYER STOCK
Microsoft Common Stock *	16,237,584	2,560,666,967
MUTUAL FUNDS
PIMCO All Asset All Authority	3,336,772	27,628,472
PIMCO Inflation Response Multi-Asset Response	3,691,379	30,121,656
Vanguard Short-Term Bond Index Fund (Signal)	57,605,031	608,885,176
SEPARATELY MANAGED ACCOUNTS
Artisan Mid Cap Account
Currency
DANISH KRONE	1,691	254
SWISS FRANC	140	144
Publicly-traded Common Stock
ADVANCED MICRO DEVICES INC	932,592	42,768,669
ADYEN BV	14,964	12,269,922
AGILENT TECHNOLOGIES INC	211,258	18,022,420
ALEXION PHARMACEUTICALS INC	131,841	14,258,604
APTIV PLC	246,586	23,418,272
ARGENX SE SPONSORED ADR	116,373	18,680,194
ARISTA NETWORKS INC	101,223	20,588,758
ASCENDIS PHARMA AS SPON ADR	199,202	27,712,982

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Identity of Issue, borrower, lessor, or similar party — ATLASSIAN CORP PLC CLS A	437,922	52,699,533
BEYOND MEAT INC	38,724	2,927,534
BOSTON SCIENTIFIC CORP	995,144	45,000,412
BROADRIDGE FINANCIAL SOL	125,377	15,489,075
BURLINGTON STORES INC	95,090	21,683,373
CANADA GOOSE HOLDINGS INC	299,314	10,847,139
CATALENT INC	220,923	12,437,965
CENTENE CORP	224,831	14,135,125
CERIDIAN HCM HLDG INC	344,120	23,358,866
CHIPOTLE MEXICAN GRILL INC	14,881	12,457,034
CINTAS CORP	54,456	14,653,020
CMS ENERGY CORP	114,862	7,217,928
COGNEX CORP	350,294	19,630,476
CREE INC	296,502	13,683,567
DEXCOM INC	159,602	34,911,341
EDWARDS LIFESCIENCES CORP	65,514	15,283,761
EXACT SCIENCES CORP	287,453	26,583,653
FIDELITY NATL INFORM SVCS INC	350,522	48,754,105
FIRST REPUBLIC BANK	119,750	14,064,638
FIRST SOLAR INC	283,658	15,873,502
FORTIVE CORP	333,155	25,449,710
GARDNER DENVER HOLDINGS INC	472,999	17,349,603
GENMAB AS	152,117	33,828,642
GLOBAL PAYMENTS INC	460,847	84,132,228
GUIDEWIRE SOFTWARE INC	394,584	43,313,486
HASBRO INC	173,158	18,287,216
HUBSPOT INC	149,272	23,659,612
IHS MARKIT LTD	663,745	50,013,186
L3HARRIS TECHNOLOGIES INC	221,263	43,781,310
LONZA GROUP AG	80,018	29,202,684
LULULEMON ATHLETICA INC	63,248	14,652,664
MASCO CORPORATION	318,596	15,289,422
MOTOROLA SOLUTIONS INC	207,189	33,386,435
MSCI INC	44,322	11,443,054
NEW YORK TIMES CO CL A	676,063	21,748,947
OLLIES BARGAIN OUTLET HOLDINGS INC	214,809	14,029,176
PAGSEGURO DIGITAL LTD CL A	516,974	17,659,832
PROGRESSIVE CORP OHIO	122,241	8,849,026
ROPER TECHNOLOGIES INC	90,284	31,981,301
SAGE THERAPEUTICS INC	60,484	4,366,340
SAREPTA THERAPEUTICS INC	68,789	8,876,533
SKYWORKS SOLUTIONS INC	157,828	19,078,249
SPOTIFY TECHNOLOGY SA	73,348	10,969,193
TAKE-TWO INTERACTV SOFTWR INC	117,686	14,408,297
TRADE DESK INC	36,348	9,442,483
TRADEWEB MARKETS INC A	122,750	5,689,463
TRANSUNION	297,959	25,508,270

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TRIMBLE INC	466,441	19,445,925
TRIP.COM GROUP LTD ADR	290,104	9,730,088
VEEVA SYS INC CL A	309,594	43,547,492
VERISK ANALYTICS INC	38,594	5,763,628
WAYFAIR INC	85,182	7,697,897
WELLCARE HEALTH PLANS INC	39,238	12,956,780
WEST PHARMACEUTICAL SVCS INC	137,546	20,677,290
ZOOM VIDEO COMMUNICATIONS INC CL A	324,667	22,090,343
ZSCALER INC	301,020	13,997,430
ZYNGA INC	4,984,856	30,507,319
STIFS and Money Markets
SSBK GOVT STIF FUND	36,733,195	36,733,195
Artisan Mid Cap Account Total		1,458,956,015
DFA Small Mid Value Account
Publicly-traded Common Stock
1 800 FLOWERS.COM INC CL A	20,105	291,523
2U INC	2,177	52,226
AAR CORP	16,180	729,718
AARONS INC A	21,090	1,204,450
ABEONA THERAPEUTICS INC	3,400	11,118
ABERCROMBIE & FITCH CO CL A	28,111	486,039
ABM INDUSTRIES INC	25,672	968,091
ABRAXAS PETROLEUM CORP	23,027	8,085
ACACIA RESEARCH - ACACIA TECH	16,702	44,427
ACADIA HEALTHCARE CO INC	36,449	1,210,836
ACCO BRANDS CORP	41,783	391,089
ACHILLION PHARMACEUTICALS INC	65,534	395,170
ACORDA THERAPEUTICS INC	28,403	57,942
ACUITY BRANDS INC	635	87,630
ACUSHNET HOLDINGS CORP	31,399	1,020,468
ADAMS RESOURCES AND ENERGY INC	330	12,563
ADDUS HOMECARE CORP	8,372	813,926
ADIENT PLC	36,085	766,806
ADT INC	39,567	313,766
ADTALEM GLOBAL EDUCATION INC	28,060	981,258
ADTRAN INC	37,430	370,183
ADVANCED DISPOSAL SERVICES INC	33,687	1,107,292
ADVANCED ENERGY INDUSTRIES INC	4,566	325,099
ADVANSIX INC	17,876	356,805
AECOM	78,594	3,389,759
AEGION CORP	17,837	399,014
AEROCENTURY CORP	600	2,700
AEROVIRONMENT INC	3,802	234,735
AFFILIATED MANAGERS GRP INC	280	23,727
AGCO CORP	23,169	1,789,805
AGILYSYS INC	2,359	59,942

Table of Contents

Identity of Issue, borrower, lessor, or similar party — AGROFRESH SOLUTIONS INC	11,792	30,423
AH BELO CORP CL A	9,816	27,681
AIR LEASE CORP CL A	65,871	3,130,190
AIR TRANSPORT SERVICES GROUP	16,784	393,753
AKEBIA THERAPEUTICS INC	24,384	154,107
AKORN INC	35,809	53,714
ALAMO GROUP INC	10,065	1,263,661
ALASKA AIR GROUP INC	21,896	1,483,454
ALASKA COMM SYS GROUP INC	8,586	15,197
ALBEMARLE CORP	2,201	160,761
ALCOA CORP	75,573	1,625,575
ALICO INC	2,202	78,898
ALLEGHENY TECHNOLOGIES INC	48,770	1,007,588
ALLEGIANCE BANCSHARES INC	7,685	288,956
ALLEGIANT TRAVEL CO	1,070	186,223
ALLSCRIPTS HLTHCARE SOLS INC	136,498	1,339,728
ALPHA & OMEGA SEMICNDTR LTD	10,198	138,897
ALTRA INDUSTRIAL MOTION CORP	7,338	265,709
AMAG PHARMACEUTICALS INC	10,953	133,298
AMBAC FINANCIAL GROUP INC	9,115	196,611
AMC ENTERTAINMENT HLDS CL A	17,168	124,296
AMERCO INC	5,725	2,151,570
AMERESCO INC-CL A	15,068	263,690
AMERICAN AXLE & MFG HLDGS INC	75,815	815,769
AMERICAN EAGLE OUTFITTERS INC	74,827	1,099,957
AMERICAN EQY INVT LIFE HLD CO	45,359	1,357,595
AMERICAN NATIONAL INSURANCE	9,061	1,066,298
AMERICAN NATL BANKSHARES INC	5,308	210,038
AMERICAN OUTDOOR BRANDS CORP	15,845	147,042
AMERICAN PUBLIC EDUCATION INC	12,805	350,729
AMERICAN SUPERCONDUCTOR CORP	5,470	42,940
AMERICAN VANGUARD CORP	16,225	315,901
AMERICAN WOODMARK	6,464	675,553
AMERICAS CAR MART INC	5,142	563,872
AMERIS BANCORP	27,460	1,168,148
AMKOR TECHNOLOGY INC	154,442	2,007,746
AMPCO-PITTSBURG CORP	9,934	29,901
AMPHASTAR PHARMACEUTICALS INC	12,832	247,529
AMPLIFY ENERGY CORP NEW	7,062	46,680
AMTECH SYSTEMS INC	11,695	83,736
ANAPTYSBIO INC	5,131	83,379
ANDERSONS INC	21,707	548,753
ANGIODYNAMICS INC	22,392	358,496
ANIKA THERAPEUTICS INC	10,235	530,685
ANIXTER INTL INC	16,856	1,552,438
ANTERO RES CORP	143,033	407,644
APACHE CORP	73,706	1,886,137

Table of Contents

Identity of Issue, borrower, lessor, or similar party — APERGY CORP	14,232	480,757
APOGEE ENTERPRISES INC	15,464	502,580
APPLIED GENETIC TECHNOLOGIES CORP	2,874	12,990
APPLIED INDUSTRIAL TECH INC	4,900	326,781
APPLIED OPTOELECTRONICS INC	2,233	26,528
AQUAVENTURE HOLDINGS LTD	7,654	207,576
ARAMARK	31,632	1,372,829
ARAVIVE INC	2,397	32,767
ARC Document Solutions Inc	26,612	36,991
ARCBEST CORP	11,050	304,980
ARCH COAL INC CL A	9,676	694,156
ARCHROCK INC	47,101	472,894
ARCOSA INC	22,777	1,014,715
ARDELYX INC	19,663	147,571
ARDMORE SHIPPING CORP	10,781	97,568
ARENA PHARMACEUTICALS INC	2,147	97,517
ARGAN INC	7,932	318,390
ARGO GROUP INTL	20,667	1,358,855
ARLO TECHNOLOGIES INC	47,925	201,764
ARMSTRONG FLOORING INC	11,620	49,617
ARROW ELECTRONICS INC	47,539	4,028,455
ARROW FINANCIAL CORP	6,772	255,982
ASBURY AUTOMOTIVE GROUP INC	1,953	218,326
ASCENA RETAIL GROUP INC	5,198	39,843
ASGN INC	7,932	562,934
ASHLAND GLOBAL HOLDINGS INC	14,409	1,102,721
ASSEMBLY BIOSCIENCES INC	1,177	24,081
ASSERTIO THERAPEUTICS INC	27,004	33,755
ASSOCIATED BANC CORP	113,260	2,496,250
ASSURANT INC	13,402	1,756,734
ASSURED GUARANTY LTD	52,711	2,583,893
ASTEC INDUSTRIES INC	13,364	561,288
ASTRONICS CORP	10,213	285,453
ASTRONICS CORP CL B	2,236	63,256
ASURE SOFTWARE INC	1,348	11,027
AT HOME GROUP INC	16,168	88,924
ATHENE HOLDING LTD	37,194	1,749,234
ATLANTIC CAPITAL BANCSHARES INC	7,280	133,588
ATLANTIC UN BANKSHARES CORP	26,804	1,006,490
ATLAS AIR WORLD	19,932	549,525
ATN INTERNATIONAL INC	5,868	325,029
AUTONATION INC	36,005	1,750,923
AVANOS MEDICAL INC	20,629	695,197
AVAYA HOLDINGS CORP	11,518	155,493
AVIAT NETWORKS INC	2,296	32,259
AVNET INC	66,264	2,812,244
AVX CORP	47,969	981,925

Table of Contents

Identity of Issue, borrower, lessor, or similar party — AWARE INC MASS	5,120	17,203
AXCELIS TECHNOLOGIES INC	16,091	387,713
AXIS CAPITAL HOLDINGS LTD	20,243	1,203,244
AXOS FINANCIAL INC	12,228	370,264
AXT INC	24,878	108,219
AZZ INC	9,150	420,443
B&G FOODS INC	4,906	87,965
BALLANTYNE STRONG INC	1,527	4,947
BANCFIRST CORP	7,876	491,777
BANCORP INC DEL	44,441	576,400
BANCORPSOUTH BANK	17,762	557,904
BANK MARIN BANCORP	3,594	161,910
BANK OZK	39,608	1,208,242
BANKFINANCIAL CORP	1,100	14,388
BANKUNITED INC	22,667	828,706
BANKWELL FINANCIAL GROUP INC	709	20,448
BANNER CORP	20,197	1,142,948
BAR HARBOR BANKSHARES	5,013	127,280
BARNES & NOBLE EDUCATION INC	27,282	116,494
BARNES GROUP INC	14,879	921,903
BASIC ENERGY SERVICES INC	3,210	851
BASSETT FURNITURE INDS INC	2,530	42,200
BAYCOM CORP	797	18,124
BBX CAPITAL CORP A	22,094	105,388
BCB BANCORP INC	2,239	30,876
BEACON ROOFING SUPPLY INC	24,629	787,635
BED BATH & BEYOND INC	49,775	861,108
BEL FUSE INC NV CL B	4,882	100,081
BELDEN INC	12,998	714,890
BENCHMARK ELECTRONICS INC	17,175	590,133
BERKSHIRE HILLS BANCORP INC	18,627	612,456
BERRY PETROLEUM CORP	17,510	165,119
BIG 5 SPORTING GOODS CORP	13,448	40,344
BIG LOTS INC	11,770	338,034
BIGLARI HLDGS INC CL A	32	19,200
BIGLARI HLDGS INC CL B	716	81,925
BJS RESTAURANTS INC	4,206	159,660
BLUCORA INC	25,203	658,806
BMC STK HLDGS INC	33,431	959,135
BOISE CASCADE CO	14,835	541,923
BONANZA CREEK ENERGY INC	7,851	183,242
BOOT BARN HOLDINGS INC	7,611	338,918
BORGWARNER INC	57,446	2,492,007
BOSTON PRIVATE FINL HLDG INC	49,409	594,390
BOYD GAMING CORP	4,249	127,215
BRADY CORPORATION CL A	11,665	667,938
BRIDGE BANCORP INC	6,250	209,563

Table of Contents

Identity of Issue, borrower, lessor, or similar party — BRIDGEWATER BANCSHARES INC	1,875	25,838
BRIGGS & STRATTON CORP	11,655	77,622
BRIGHTHOUSE FINANCIAL INC	19,656	771,105
BRIGHTVIEW HOLDINGS INC	3,187	53,765
BROADWIND ENERGY INC	2,409	3,999
BROOKDALE SENIOR LIVING INC	73,402	533,633
BROOKLINE BANCORP INC	32,544	535,674
BROOKS AUTOMATION INC	22,232	932,855
BRYN MAWR BANK CORP	10,614	437,721
BSQUARE CORP	6,836	9,502
BUILD A BEAR WORKSHOP INC	9,374	30,372
BUNGE LIMITED	42,290	2,433,790
BYLINE BANCORP INC	10,732	210,025
C & F FINANCIAL CORP	236	13,058
C T S CORP	4,030	120,940
CABOT CORP	6,028	286,451
CACI INTERNATIONAL INC	6,994	1,748,430
CADENCE BANCORP CL A	56,577	1,025,741
CAI INTERNATIONAL INC	7,664	222,103
CALAMP CORP	2,696	25,828
CALERES INC	20,269	481,389
CALITHERA BIOSCIENCES INC	7,881	45,001
CALIX NETWORKS INC	20,063	160,504
CALLAWAY GOLF CO	28,808	610,730
CALLON PETROLEUM CO	109,853	530,590
CAL-MAINE FOODS INC	7,223	308,783
CAMDEN NATIONAL CORP	7,364	339,186
CANNAE HOLDINGS INC	15,027	558,854
CAPITAL CITY BANK GROUP INC	7,893	240,737
CAPITOL FED FINL (2ND STEP CV)	69,424	953,192
CAPRI HOLDINGS LTD	19,825	756,324
CAPSTAR FINANCIAL HOLDINGS INC	3,506	58,375
CARLISLE COS INC	1,751	283,382
CAROLINA FINANCIAL CORP	4,432	191,595
CARPENTER TECHNOLOGY CORP	25,482	1,268,494
CARRIAGE SERVICES INC	8,718	223,181
CARROLS RESTAURANT GROUP INC	12,011	84,678
CARS.COM INC	28,640	349,981
CASEY GENERAL STORES	1,349	214,478
CASS INFORMATION SYSTEMS INC	460	26,560
CASUAL MALE RETAIL GROUP NEW	20,171	25,819
CATALYST BIOSCIENCES INC	8,662	58,988
CATO CORP CL A	11,900	207,060
CAVCO INDUSTRIES INC	2,823	551,558
CBIZ INC	32,659	880,487
CBTX INC	3,379	105,154
CECO ENVIRONMENTAL CORP	16,950	129,837

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CELLDEX THERAPEUTICS INC	4,475	9,979
CENTENNIAL RESOURCE DEVELOPMENT INC CL A	52,517	242,629
CENTERSTATE BANKS CORPORATION	28,558	713,379
CENTRAL GARDEN & PET CO	4,347	135,061
CENTRAL GARDEN & PET CO CL A	15,468	454,140
CENTRAL PACIFIC FINANCIAL CORP	11,684	345,613
CENTRAL VALLEY CMNTY BANCORP	3,234	70,081
CENTURY ALUMINUM COMPANY	35,943	270,112
CENTURY BANCORP INC CL A NVTG	842	75,746
CENTURY CASINOS INC	4,738	37,525
CENTURY COMMUNITIES INC	11,017	301,315
CEVA INC	1,021	27,526
CHART INDUSTRIES INC	20,063	1,354,052
CHEFS WAREHOUSE INC	9,917	377,937
CHESAPEAKE ENERGY CORP	16,541	13,656
CHICAGO BRIDGE & IRON	0	0
CHICAGO BRIDGE & IRON (NY REG)	0	0
CHICAGO RIVET & MACHINE CO	300	7,739
CHICOS FAS INC	55,317	210,758
CHIMERIX INC	23,842	48,399
CHUYS HOLDINGS INC	4,237	109,823
CIMAREX ENERGY CO	29,497	1,548,298
CINCINNATI BELL INC	3,412	35,724
CINEMARK HOLDINGS INC	9,132	309,118
CIRCOR INTERNATIONAL INC	15,023	694,664
CIRRUS LOGIC INC	6,355	523,716
CISION LTD	2,687	26,789
CIT GROUP INC	30,448	1,389,342
CITI TRENDS INC	5,571	128,802
CITIZENS & NORTHERN CORP	1,167	32,968
CITY HOLDING CO	2,058	168,653
CIVEO CORP	42,900	55,341
CIVISTA BANCSHARES INC	3,905	93,720
CLEAN ENERGY FUELS CORP	76,434	178,856
CLEAN HARBORS INC	12,867	1,103,345
CLEARFIELD INC	900	12,546
CLEARWATER PAPER CORP	7,361	157,231
CNB FINANCIAL CORP PA	4,922	160,851
CNX RESOURCES CORP	112,834	998,581
COEUR MINING INC	71,126	574,698
COHU INC	17,721	404,925
COLFAX CORP	45,101	1,640,774
COLUMBIA BANKING SYSTEMS INC	20,379	829,120
COLUMBUS MCKINNON CORP NY	9,770	391,093
COMMERCIAL METALS CO	44,935	1,000,702
COMMERCIAL VEHICLE GROUP INC	14,651	93,034
COMMSCOPE HLDG CO INC	24,921	353,629

Table of Contents

Identity of Issue, borrower, lessor, or similar party — COMMUNITY HEALTH SYS INC NEW	22,348	64,809
COMMUNITY TRUST BANCORP INC	7,596	354,277
COMPUTER PROGRAMS & SYSTEM INC	3,304	87,226
COMPUTER TASK GROUP INC	7,144	37,006
COMSCORE INC	16,175	79,905
COMTECH TELECOMMUNICATIONS NEW	11,781	418,108
CONCERT PHARMACEUTICALS INC	4,340	40,037
CONDUENT INC	57,406	355,917
CONMED CORP	10,915	1,220,624
CONNECTONE BANCORP INC	13,987	359,746
CONNS INC	11,788	146,053
CONSOL ENERGY INCW/I	13,297	192,939
CONSOLIDATED COMM HLDGS INC	23,029	89,353
CONSOLIDATED TOMOKA LAND CO	1,925	116,116
CONSUMER PORTFOLIO SVCS INC	8,447	28,466
CONTAINER STORE GROUP INC	11,156	47,078
CONTANGO OIL & GAS CO	17,582	64,526
CONTINENTAL BUILDING PROD INC	3,875	141,166
COOPER STANDARD HOLDING INC	6,673	221,277
COOPER TIRE & RUBBER COMPANY	23,810	684,538
COPA HOLDINGS SA CL A	4,077	440,642
CORE MOLDING TECH INC	2,250	7,313
CORE-MARK HOLDING CO INC	12,927	351,485
CORNERSTONE BUILDING BRANDS INC	15,223	129,548
COSTAMARE INC	28,229	269,022
COTY INC CL A	33,221	373,736
COVENANT TRANSPORT GROUP CL A	5,960	77,033
COVETRUS INC	25,338	334,462
COWEN INC CL A	12,173	191,725
CPI AEROSTRUCTURES INC	3,000	20,190
CRA INTERNATIONAL INC	4,216	229,646
CRAFT BREW ALLIANCE INC	12,121	199,997
CRANE CO	656	56,665
CROSS COUNTRY HEALTHCARE INC	13,126	152,524
CSS INDUSTRIES INC	3,889	17,150
CSW INDUSTRIALS INC	1,822	140,294
CUBIC CORP	8,311	528,330
CULP INC	4,391	59,805
CUMULUS MEDIA INC	2,757	48,440
CUSTOMERS BANCORP INC	11,904	283,434
CVB FINANCIAL CORP	9,879	213,189
CVR ENERGY INC	507	20,498
CYBEROPTICS CORP	5,523	101,513
DAKTRONICS INC	23,392	142,457
DANA INC	41,945	763,399
DARLING INGREDIENTS INC	67,655	1,899,752
DASEKE INC	1,937	6,121

Table of Contents

Identity of Issue, borrower, lessor, or similar party — DATA I O CORP	1,500	6,285
DAVITA INC	32,623	2,447,704
DAWSON GEOPHYSICAL CO	12,650	30,360
DEAN FOODS CO	37,860	2,272
DEL TACO RESTAURANTS INC	15,658	123,776
DELEK US HOLDINGS INC	32,030	1,073,966
DELPHI TECHNOLOGIES PLC	2,765	35,475
DELUXE CORP	5,357	267,421
DENBURY RESOURCES INC	169,885	239,538
DESIGNER BRANDS INC	31,955	502,972
DEVON ENERGY CORP	50,855	1,320,704
DHI GROUP INC	34,657	104,318
DHT HOLDINGS INC	46,579	385,674
DIAMOND OFFSHORE DRILLING	43,905	315,677
DICKS SPORTING GOODS INC	30,043	1,486,828
DIGI INTERNATIONAL INC	16,542	293,124
DIGIRAD CORP	460	1,187
DILLARDS INC CL A	12,315	904,906
DIME COMMUNITY BANCSHARES INC	21,613	451,496
DINE BRANDS GLOBAL INC	1,415	118,181
DIODES INC	23,825	1,343,015
DIPLOMAT PHARMACY INC	16,205	64,820
DIXIE GROUP INC	3,539	4,034
DOMTAR CORP	26,072	996,993
DONEGAL GROUP INC CL A	13,971	207,050
DONNELLEY FINANCIAL SOLUTIONS INC	6,427	67,291
DORIAN LPG LTD	18,612	288,114
DOUGLAS DYNAMICS INC	1,730	95,150
DOVER MOTORSPORTS INC	4,100	7,626
DRIL-QUIP INC	21,113	990,411
DSP GROUP	11,328	178,303
DUCOMMUN INC	6,929	350,122
DXC TECHNOLOGY CO	24,986	939,224
DXP ENTERPRISES INC	4,428	176,279
DYCOM INDUSTRIES INC	6,187	291,717
EAGLE BANCORP INC MD	9,937	483,236
EAGLE BULK SHIPPING INC	21,372	98,311
EARTHSTONE ENERGY INC	6,715	42,506
EASTERN CO	1,100	33,583
EBIX INC	1,022	34,145
ECHO GLOBAL LOGISTICS INC	14,052	290,876
ECHOSTAR CORP CL A	25,330	1,097,042
EDGEWELL PERSONAL CARE CO	18,878	584,463
EL POLLO LOCO HLDGS INC	9,480	143,527
ELECTROMED INC	1,717	14,852
ELEMENT SOLUTIONS INC	96,373	1,125,637
ELF BEAUTY INC	3,079	49,664

Table of Contents

Identity of Issue, borrower, lessor, or similar party — EMCOR GROUP INC	7,023	606,085
EMCORE CORP	13,001	39,523
EMERALD EXPOSITIONS EVENTS INC	21,473	226,540
EMERGENT BIOSOL	1,421	76,663
EMPLOYERS HOLDINGS INC	15,647	653,262
ENANTA PHARMACEUTICALS INC	1,922	118,741
ENCORE CAP GROUP INC	19,250	680,680
ENCORE WIRE CORPORATION	7,480	429,352
ENDO INTERNATIONAL PLC	10,810	50,699
ENERGY TRANSFER LP	10,448	134,048
ENERPAC TOOL GROUP CORP CL A	13,973	363,717
ENERSYS INC	6,022	450,626
ENLINK MIDSTREAM LLC	119,331	731,499
ENNIS INC	8,746	189,351
ENOVA INTL INC	13,406	322,548
ENPRO INDUSTRIES INC	4,861	325,104
ENSIGN GROUP INC	5,297	240,325
ENSTAR GROUP LTD	4,494	929,629
ENTEGRA FINANCIAL CORP	218	6,575
ENTERCOM COMM CORP CL A	46,865	217,454
ENTERPRISE FINL SVCS CORP	5,072	244,521
ENTRAVISION COMMUN CRP CL A	26,247	68,767
ENZO BIOCHEM INC	1,503	3,953
EPLUS INC	5,337	449,856
EQT CORPORATION	25,147	274,102
EQUITRANS MIDSTREAM CORP	2,225	29,726
EQUITY BANCSHARES INC	5,101	157,468
ERA GROUP INC	10,194	103,673
ESCALADE	1,300	12,779
ESCO TECHNOLOGIES INC	8,703	805,028
ESPEY MFG.&ELECTRIC	272	5,875
ESSA BANCORP INC	3,403	57,681
ETHAN ALLEN INTERIORS INC	11,916	227,119
EVOLENT HEALTH INC A	27,348	247,499
EVOLUTION PETROLEUM CORP	5,742	31,409
EXPERI CORP	7,103	131,406
EXPRESS INC	35,565	173,202
EXTENDED STAY AMERICA INC UNIT	12,602	187,266
EXTERRAN CORP	13,901	108,845
EXTRACTION OIL & GAS INC	33,146	70,270
EZCORP INC CL A NON VTG	40,315	274,948
FABRINET	11,175	724,587
FARMER BROTHERS CO	5,188	78,131
FARMERS NATL BANC CORP	7,317	119,413
FARO TECHNOLOGIES INC	6,875	346,156
FB FINANCIAL CORP	1,465	57,999
FBL FINANCIAL GROUP INC CL A	10,355	610,220

Table of Contents

Identity of Issue, borrower, lessor, or similar party — FEDERAL AGRI MTG NON VTG CL C	3,241	270,624
FEDERAL SIGNAL CORP	19,835	639,679
FEDNAT HOLDING CO	9,690	161,145
FERRO CORP	7,013	104,003
FERROGLOBE PLC	42,510	39,959
FERROGLOBE REP&WARRANTY INS TR	20,872	0
FIESTA RESTAURANT GROUP INC	8,557	84,629
FINANCIAL INSTITUTIONS INC	9,443	303,120
FINJAN HOLDINGS INC	4,000	8,040
FIRST AMERICAN FINANCIAL CORP	15,610	910,375
FIRST BANCORP INC ME	3,780	114,269
FIRST BANCORP NC	7,891	314,930
FIRST BANCORP PUERTO RICO	75,087	795,171
FIRST BANCSHARES INC MISS	2,927	103,967
FIRST BUSEY CORP	14,936	410,740
FIRST BUSINESS FIN SVCS INC	357	9,400
FIRST COMMONWEALTH FINL CORP	38,571	559,665
FIRST COMMUNITY BANKSHARES INC	8,770	272,045
FIRST DEFIANCE FINL CORP	9,768	307,594
FIRST FINANCIAL BANCORP	39,791	1,012,283
FIRST FINANCIAL INDIANA	2,647	121,021
FIRST FINANCIAL NORTWEST INC	4,521	67,544
FIRST FOUNDATION INC	15,652	272,345
FIRST HAWAIIAN INC	12,312	355,201
FIRST HORIZON NATIONAL CORP	71,533	1,184,586
FIRST INTERNET BANCORP	3,393	80,448
FIRST INTST BANCSYST INC CL A	14,392	603,313
FIRST MERCHANTS CORP	14,988	623,351
FIRST MID BANCSHARES INC	4,793	168,953
FIRST MIDWEST BANCORP INC DEL	42,724	985,215
FIRST NORTHWEST BANCORP	553	10,026
FIRST OF LONG ISLAND CORP	7,177	179,999
FIRST PACTRUST BANCORP INC	20,147	346,125
FIRST SOLAR INC	16,996	951,096
FIRST SOURCE CORP	6,543	339,451
FITBIT INC CL A	35,823	235,357
FIVE PRIME THERAPEUTICS INC	10,058	46,166
FIVE STAR SENIOR LIVING INC	222	824
FLAGSTAR BANCORP INC	20,336	777,852
FLEX LTD	109,752	1,385,070
FLEXIBLE SOLUTIONS INTL INC	4,800	12,336
FLEXSTEEL IND	3,153	62,808
FLOTEK INDUSTRIES INC	27,543	55,086
FLUENT INC	16,333	40,833
FLUIDIGM CORP	3,800	13,224
FLUOR CORP	30,060	567,533
FLUSHING FINANCIAL CORP	14,849	320,813

Table of Contents

Identity of Issue, borrower, lessor, or similar party — FNB CORP PA	103,018	1,308,329
FONAR CORP	2,259	44,480
FOOT LOCKER INC	38,220	1,490,198
FORESTAR GROUP INC	6,546	136,484
FORMFACTOR INC	23,258	604,010
FORTUNE BRANDS HOME & SEC INC	2,121	138,586
FORUM ENERGY TECHNOLOGIES INC	48,348	81,225
FORWARD AIR CORP	3,912	273,644
FOSSIL INC	18,053	142,258
FOSTER L B CO CL A	6,716	130,156
FRANCESCAS HOLDINGS CORP	1,330	13,805
FRANKLIN ELECTRIC CO. INC.	11,668	668,810
FRANKLIN FINANCIAL NETWORK INC	6,398	219,643
FRANKS INTERNATIONAL NV	59,184	305,981
FREIGHTCAR AMERICA INC	7,555	15,639
FRESH DEL MONTE PRODUCE INC	20,165	705,372
FRIEDMAN INDS INC	1,579	9,506
FRONTIER COMMUNICATIONS CORP	29,212	25,987
FRP HOLDINGS INC	3,092	154,013
FS BANCORP INC	627	39,996
FTI CONSULTING INC	14,274	1,579,561
FULLER H B CO	16,316	841,416
FULTON FINANCIAL CORP	69,784	1,216,335
FUTUREFUEL CORP	16,917	209,602
GAIN CAPITAL HOLDINGS INC	23,065	91,107
GAMESTOP CORP CL A	28,227	171,620
GANNETT CO INC	49,036	312,850
GAP INC	28,606	505,754
GASLOG LTD	14,670	143,619
GATES INDUSTRIAL CORP PLC	18,703	257,353
GATX CORP	14,535	1,204,225
GCI LIBERTY INC CL A	2,113	149,706
GCI LIBERTY INC SER A 5% PFD PERP	670	17,688
GCP APPLIED TECHNOLOGIES INC	6,220	141,256
GENCO SHIPPING & TRADING LTD	12,846	136,425
GENCOR INDUSTRIES INC	2,966	34,613
GENESCO INC	9,138	437,893
GENIE ENERGY LTD B	5,823	45,012
GENTEX CORP	40,398	1,170,734
GENTHERM INC	8,717	386,948
GENWORTH FINANCIAL INC A	23,897	105,147
GEOSPACE TECHNOLOGIES CORP	7,949	133,305
GERMAN AMERICAN BANCORP INC	5,688	202,607
GIBRALTAR INDUSTRIES INC	10,725	540,969
G-III APPAREL GROUP LTD	18,293	612,816
GLATFELTER	20,475	374,693
GLOBAL INDEMNITY LTD	5,753	170,461

Table of Contents

Identity of Issue, borrower, lessor, or similar party — GLYCOMIMETICS INC	3,119	16,500
GMS INC	12,002	325,014
GOLD RESOURCE CORP	5,579	30,908
GOLDEN OCEAN GROUP LTD	1,900	11,039
GOLDFIELD CORP	18,894	67,074
GOODRICH PETE CORP	886	8,895
GOODYEAR TIRE & RUBBER CO	79,656	1,239,049
GORMAN-RUPP CO	5,829	218,588
GP STRATEGIES CORP	6,168	81,603
GRAHAM CORPORATION	3,138	68,659
GRAHAM HOLDINGS CO	1,844	1,178,298
GRANITE CONSTRUCTION INC	23,850	659,930
GRAPHIC PACKAGING HOLDING CO	54,563	908,474
GRAY TELEVISION INC	33,524	718,755
GREAT LAKES DREDGE & DOCK CORP	28,458	322,429
GREAT SOUTHERN BANCORP INC	7,626	482,878
GREAT WESTERN BANCORP INC	18,909	656,899
GREEN BRICK PARTNERS INC	14,096	161,822
GREEN DOT CORP CLASS-A	2,528	58,902
GREEN PLAINS INC	17,085	263,622
GREENBRIER COMPANIES INC	10,773	349,368
GREENLIGHT CAPITAL RE LTD A	18,586	187,904
GREIF INC CL A	10,414	460,299
GREIF INC CL B	2,264	117,207
GRIFFON CORP	10,897	221,536
GROUP 1 AUTOMOTIVE INC	7,451	745,100
GSI TECHNOLOGY INC	4,196	29,750
GUARANTY BANCSHARES INC	418	13,744
GUESS INC	34,245	766,403
GULF ISLAND FABRICATION INC	8,612	43,663
GULFPORT ENERGY CORP	61,032	185,537
HABIT RESTAURANTS INC/THE A	4,310	44,953
HAIN CELESTIAL GROUP INC	2,193	56,919
HALLADOR PETROLEUM CO	1,473	4,375
HALLMARK FIN SERVICES INC	3,431	60,283
HANCOCK WHITNEY CORP	35,283	1,548,218
HANMI FINANCIAL CORPORATION	14,356	287,048
HANOVER INSURANCE GROUP INC	6,242	853,094
HARBORONE NORTHEAST BANCORP INC	11,307	124,264
HARLEY-DAVIDSON INC	9,328	346,908
HARMONIC INC	61,557	480,145
HARSCO CORP	3,377	77,705
HARTE-HANKS INC	2,213	7,923
HARVARD BIOSCIENCES INC	12,612	38,467
HAVERTY FURNITURE COS INC	9,000	181,440
HAWAIIAN HLDGS INC	16,206	474,674
HAWKINS INC	3,526	161,526

Table of Contents

Identity of Issue, borrower, lessor, or similar party — HAYNES INTL INC	6,822	244,091
HCI GROUP INC	3,879	177,076
HEALTHSTREAM INC	5,224	142,093
HEARTLAND EXPRESS INC	17,915	377,111
HEARTLAND FINANCIAL USA INC	9,981	496,455
HECLA MINING CO	259,286	878,980
HEIDRICK & STRUGGLES INTL INC	8,975	291,688
HELIOS TECHNOLOGIES INC	4,648	214,877
HELIX ENERGY SOL GRP INC	100,803	970,733
HELMERICH & PAYNE INC	35,773	1,625,167
HEMISPHERE MEDIA GRP INC	2,456	36,472
HERC HOLDINGS INC	3,361	164,487
HERITAGE COMMERCE CORP	18,977	243,475
HERITAGE CRYSTAL CLEAN INC	3,917	122,876
HERITAGE FINANCIAL CORP WASH	14,586	412,784
HERITAGE INSURANCE HOLDINGS INC	9,254	122,616
HERTZ GLOBAL HOLDINGS INC	44,055	693,866
HIBBETT SPORTS INC	9,873	276,839
HIGHPOINT RESOURCES CORP	51,730	87,424
HILL INTL INC	5,059	15,986
HILLENBRAND INC	6,569	218,813
HILLTOP HLDGS I	35,827	893,167
HINGHAM INSTITUTION FOR SAVING	232	48,766
HMS HOLDINGS CORP	6,158	182,277
HOLLYFRONTIER CORP	47,725	2,420,135
HOME BANCORP INC	1,680	65,839
HOME BANCSHARES INC	9,379	184,391
HOMESTREET INC	12,030	409,020
HOMETRUST BANCSHARES INC	4,475	120,064
HOOKER FURNITURE CORP	4,681	120,255
HOPE BANCORP INC	70,553	1,048,418
HORACE MANN EDUCATORS CORP	16,151	705,153
HORIZON BANCORP INC INDIANA	14,992	284,848
HORIZON GLOBAL CORP	4,240	14,798
HOSTESS BRANDS INC CL A	36,767	534,592
HOUGHTON MIFFLIN HARCOURT CO	38,776	242,350
HOUSTON WIRE & CABLE CO	3,800	16,758
HOWARD BANCORP INC	1,304	22,012
HUB GROUP INC CL A	9,308	477,407
HUNTSMAN CORP	57,228	1,382,628
HURCO INC	2,508	96,207
HURON CONSULTING GROUP INC	9,878	678,816
HUTTIG BUILDING PRODUCTS INC	4,166	6,416
HYSTER-YALE MATERIALS HANDLING	3,237	190,854
IBERIABANK CORP	20,700	1,548,981
ICF INTERNATIONAL INC	8,555	783,809
ICHOR HOLDINGS LTD	4,063	135,176

Table of Contents

Identity of Issue, borrower, lessor, or similar party — IDERA PHARMACEUTICALS INC	6,358	11,572
IES HOLDINGS INC	467	11,983
II-VI INC.	20,861	702,390
IMAX CORPORATION	14,710	300,525
INDEPENDENCE CONTRACT DRILLING	8,282	8,256
INDEPENDENT BANK CORP MASS	5,903	491,425
INDEPENDENT BANK GROUP INC	13,620	755,093
INFINERA CORP	33,979	269,793
INGLES MARKETS INC-CL A	5,929	281,687
INGREDION INC	24,767	2,302,093
INNERWORKINGS INC	23,848	131,402
INNOPHOS HOLDINGS INC	7,296	233,326
INNOSPEC INC	8,663	896,101
INOVALON HOLDINGS INC CL A	4,377	82,375
INSIGHT ENTERPRISES INC	1,200	84,348
INSTEEL INDUSTRIES INC	8,006	172,049
INTEGER HOLDINGS CORP	12,374	995,241
INTERDIGITAL INC	1,043	56,833
INTERFACE INC	4,101	68,036
INTERNATIONAL BANCSHARES CORP	32,952	1,419,243
INTERNATIONAL GAME TECHNOLOGY PLC	29,411	440,283
INTERNATIONAL SEAWAYS INC	11,067	329,354
INTEST CORP	7,530	44,804
INTEVAC INC	10,220	72,153
INTL FCSTONE INC	6,402	312,610
INTREPID POTASH INC	47,481	128,674
INTRICON CORP	1,396	25,128
INVACARE CORP	23,549	212,412
INVESCO LTD	116,095	2,087,388
INVESTORS BANCORP INC	126,242	1,504,173
INVESTORS TITLE CO	623	99,182
IRIDIUM COMMUNICATIONS INC	34,395	847,493
IROBOT CORP	500	25,315
ITT INC	16,935	1,251,666
J ALEXANDERS HLDGS INC	4,045	38,670
J JILL INC	4,293	4,851
JABIL INC	64,151	2,651,361
JAGGED PEAK ENERGY INC	23,166	196,679
JAMES RIVER GROUP HOLDINGS LTD	5,097	210,047
JANUS HENDERSON GROUP PLC	69,067	1,688,688
JAZZ PHARMA PLC	13,144	1,962,136
JEFFERIES FINANCIAL GROUP INC	37,479	800,926
JELD-WEN HOLDING INC	5,853	137,019
JETBLUE AIRWAYS CORP	150,578	2,818,820
JOHNSON OUTDOORS INC CL A	1,947	149,335
JOUNCE THERAPEUTICS INC	3,318	28,966
K12 INC	18,779	382,153

Table of Contents

Identity of Issue, borrower, lessor, or similar party — KADANT INC	3,339	351,730
KAMAN CORP	10,795	711,606
KAR AUCTION SERVICES INC	1,397	30,441
KB HOME	13,583	465,489
KBR INC	47,060	1,435,330
KEARNY FINANCIAL CORP	37,935	524,641
KELLY SERVICES INC CL A	18,019	406,869
KEMET CORP	9,968	269,634
KEMPER CORP	6,965	539,788
KENNAMETAL INC	26,522	978,397
KEWAUNEE SCIENTIFIC CORP	482	6,483
KIMBALL ELECTRONICS INC	12,463	218,726
KIMBALL INTL INC CL B	1,756	36,297
KINGSTONE COS INC	1,243	9,633
KIRBY CORP	13,904	1,244,825
KIRKLANDS INC	7,486	9,283
KLX ENERGY SERVICES HOLDINGS INC W/I	9,352	60,227
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC	49,177	1,762,504
KNOWLES CORP	31,919	675,087
KOHLS CORP	34,855	1,775,862
KORN FERRY	22,802	966,805
KOSMOS ENERGY LTD	72,001	410,406
KRATON CORP	12,298	311,385
KRONOS WORLDWIDE INC	3,929	52,649
KULICKE & SOFFA INDUSTRIES INC	52,425	1,425,960
KVH INDUSTRIES INC	4,416	49,150
LA Z BOY INC	23,367	735,593
LAKELAND BANCORP INC	16,656	289,481
LAKELAND INDUSTRIES INC	3,461	37,379
LANDEC CORP	9,790	110,725
LANDMARK BANCORP INC	698	17,485
LANDS END INC	9,863	165,698
LAREDO PETROLEUM INC	72,604	208,373
LAUREATE EDUCATION INC CL A	15,544	273,730
LCI INDUSTRIES	6,364	681,775
LCNB CORPORATION	2,003	38,658
LEAR CORP NEW	9,047	1,241,248
LEGG MASON INC	39,757	1,427,674
LENDINGCLUB CORP	11,076	139,779
LGI HOMES INC	213	15,048
LHC GROUP INC	10,093	1,390,412
LIBBEY INC.	10,581	15,342
LIBERTY LATIN AMERICA LTD CL A	16,937	326,884
LIBERTY LATIN AMERICA LTD CL C	38,411	747,478
LIBERTY OILFIELD SERVICES INC CL A	5,948	66,142
LIBERTY TRIPADVISOR HOLDINGS INC A WI	26,810	197,054
LIFETIME BRANDS INC	8,088	56,212

Table of Contents

Identity of Issue, borrower, lessor, or similar party — LIGAND PHARMACEUTICALS	2,617	272,927
LIMELIGHT NETWORKS INC	5,735	23,399
LIMONEIRA CO	3,820	73,459
LIONS GATE ENTERMENT CORP A	26,497	282,458
LIONS GATE ENTERTAINMENT CORP B	40,527	402,433
LIQUIDITY SERVICES INC	15,135	90,205
LITHIA MOTORS INC CL A	6,880	1,011,360
LIVE OAK BANCSHARES INC	5,998	114,022
LIVENT CORP	12,6 26	107,952
LIVERAMP HOLDINGS INC	4,812	231,313
LOGMEIN INC	7,041	603,695
LONESTAR RESOURCES US INC A	5,886	15,362
LOUISIANA PACIFIC CORP	48,208	1,430,331
LSB INDUSTRIES INC	8,252	34,658
LSI INDUSTRIES INC	12,484	75,528
LUMBER LIQUIDATORS HLDNGS INC	3,076	30,053
LUMINEX CORP	9,177	212,539
LUNA INNOVATIONS INC	4,212	30,705
LUTHER BURBANK CORP	4,416	50,916
LYDALL INC	5,533	113,537
LYON WILLIAM HOMES CLS A	11,485	229,470
M D C HOLDINGS INC	25,452	971,248
M/I HOMES INC	19,890	782,672
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC	6,571	174,789
MACQUARIE INFRASTRUCTURE CORP	22,923	982,021
MACROGENICS INC	4,582	49,852
MACYS INC	113,168	1,923,856
MAGELLAN HEALTH INC	11,627	909,813
MAIDEN HLDGS LTD	42,076	31,557
MALLINCKRODT PLC	35,147	122,663
MAMMOTH ENERGY SERVICES INC	6,150	13,530
MANITOWOC CO INC	20,720	362,600
MANPOWERGROUP INC	19,222	1,866,456
MANTECH INTL CORP CL A	12,175	972,539
MARCHEX INC	12,388	46,827
MARCUS &MILLICHAP CO INC	4,815	179,359
MARCUS CORP	3,953	125,587
MARINEMAX INC	10,373	173,125
MARLIN BUSINESS SERVICES CORP	6,395	140,562
MARRIOTT VACATIONS WORLD	13,960	1,797,490
MARTEN TRANSPORT LTD	24,736	531,577
MASONITE WORLDWIDE HOLDINGS	7,463	538,903
MASTEC INC	29,366	1,884,123
MATADOR RESOURCES COMPANY	34,870	626,614
MATERION CORP	15,486	920,643
MATRIX SERVICE CO	9,225	211,068
MATSON INC	16,984	692,947

Table of Contents

Identity of Issue, borrower, lessor, or similar party — MATTHEWS INTL CORP CL A	9,151	349,294
MCDERMOTT INTL INC	26,071	17,640
MCEWEN MINING INC	24,025	30,512
MCGRATH RENTCORP	8,838	676,461
MEDNAX INC	30,773	855,182
MEDPACE HOLDINGS INC	2,100	176,526
MEET GROUP INC/THE	45,933	230,124
MERCANTILE BANK CORP	7,211	262,985
MERCER INTERNATIONAL INC	24,264	298,447
MERCHANTS BANCORP	2,651	52,251
MERCURY GENERAL CORP	2,973	144,874
MERCURY SYSTEMS INC	10,243	707,894
MEREDITH CORP.	12,781	414,999
MERIDIAN BANCORP INC	11,494	230,914
MERIDIAN BIOSCIENCE INC	5,556	54,282
MERIT MEDICAL SYSTEMS INC	8,109	253,163
MERITAGE HOMES CORP	15,110	923,372
MERRIMACK PHARMACEUTICALS INC	9,020	28,413
MESA AIR GROUP INC	4,172	37,298
META FINL GROUP INC	11,590	423,151
METHODE ELECTRONICS INC	3,164	124,503
METROPOLITAN BANK HOLDING CORP	906	43,696
MIDLAND STATES BANCORP INC	8,278	239,731
MIDWESTONE FINANCIAL GRP INC	4,790	173,542
MILLER INDUSTRIES INC TENN	5,750	213,498
MINERALS TECHNOLOGIES INC	12,325	710,290
MISTRAS GROUP INC	9,077	129,529
MITCHAM INDUSTRIES INC	900	2,583
MKS INSTRUMENTS INC	3,422	376,454
MOBILE MINI INC	13,191	500,071
MODINE MANUFACTURING CO	21,330	164,241
MOHAWK INDUSTRIES INC	9,281	1,265,743
MONARCH CASINO & RESORT INC	1,818	88,264
MONITRONICS INTERNATIONAL INC	763	6,486
MONTAGE RESOURCES CORP	5,338	42,384
MOOG INC CL A	9,799	836,149
MOSAIC CO NEW	104,205	2,254,996
MOTORCAR PARTS OF AMERICA INC	8,550	188,357
MOVADO GROUP INC	1,384	30,088
MR COOPER GROUP INC	23,800	297,738
MRC GLOBAL INC	14,632	199,580
MSC INDUSTRIAL DIRECT CO CL A	5,963	467,917
MTS SYSTEMS CORP	3,325	159,700
MUELLER INDUSTRIES INC	12,080	383,540
MUELLER WATER PRODUCTS INC A	20,365	243,973
MURPHY OIL CORP	83,015	2,224,802
MURPHY USA INC	446	52,182

Table of Contents

Identity of Issue, borrower, lessor, or similar party — MYLAN NV	9,831	197,603
MYR GROUP INC/DELAWARE	8,332	271,540
MYRIAD GENETICS INC	23,015	626,698
NABORS INDUSTRIES LTD	125,388	361,117
NACCO INDUSTRIES INC CL A	1,778	83,264
NANTKWEST INC	5,304	20,102
NATIONAL BK HLDGS CORP	12,758	449,337
NATIONAL GEN HLDGS CORP	28,679	633,806
NATIONAL HEALTHCARE CORP	3,864	333,966
NATIONAL OILWELL VARCO INC	75,419	1,889,246
NATIONAL PRESTO INDS	1,358	120,034
NATIONAL VISION HOLDINGS INC	2,636	85,485
NATIONAL WESTERN LIFE GROUP INC- A	926	269,355
NATURAL ALTERNATIVES INTL INC	1,498	11,954
NATURAL GAS SERVICES GROUP	7,953	97,504
NATURAL GROCERS VIT GROC INC	11,302	111,551
NATURES SUNSHINE PRODUCTS INC	1,481	13,225
NATUS MEDICAL INC	5,305	175,012
NAUTILUS INC	6,485	11,349
NAVIENT CORP	116,699	1,596,442
NBT BANCORP INC	8,699	352,831
NCS MULTISTAGE HOLDINGS INC	2,283	4,794
NEENAH INC	2,419	170,370
NELNET INC CL A	22,579	1,315,001
NEOPHOTONICS CO	25,435	224,337
NETGEAR INC	24,201	593,167
NETSCOUT SYSTEMS INC	23,781	572,409
NETWORK-1 TECHNOLOGIES INC	4,399	9,590
NEW HOME CO INC	5,261	24,516
NEW YORK COMMUNITY BANCORP INC	176,265	2,118,705
NEWELL BRANDS INC	97,186	1,867,915
NEWLINK GENETICS CORP	3,969	10,042
NEWPARK RESOURCES INC	70,320	440,906
NEWS CORP NEW CL A	125,742	1,777,992
NEWS CORP NEW CL B	59,763	867,161
NEWSTAR FINANCIAL INC RT CVR	16,905	4,082
NEXA RESOURCES SA	12,990	105,739
NEXSTAR MEDIA GROUP INC A	16,253	1,905,664
NEXSTAR MEDIA GROUP INC A CVR	6,927	0
NEXTGEN HEALTHCARE INC	6,924	111,269
NEXTIER OILFIELD SOLUTIONS INC	55,418	371,301
NICOLET BANKSHARES INC	1,709	126,210
NIELSEN HOLDINGS PLC	58,765	1,192,930
NINE ENERGY SERVICE INC	6,953	54,372
NL INDUSTRIES	7,483	29,259
NN INC	13,869	128,288
NOBLE CORP PLC	105,580	128,808

Table of Contents

Identity of Issue, borrower, lessor, or similar party — NORDIC AMERICAN TANKER LTD	7,658	37,677
NORTHEAST BANK	2,122	46,663
NORTHERN OIL AND GAS INC	33,721	78,907
NORTHFIELD BANCORP INC NEW	27,408	464,840
NORTHRIM BANCORP INC	3,320	127,156
NORTHWEST BANCSHARES INC	44,326	737,141
NORTHWEST PIPE CO	7,987	266,047
NOW INC	39,037	438,776
NU SKIN ENTERPRISES INC CL A	7,179	294,195
NV5 GLOBAL INC	3,415	172,287
NVENT ELECTRIC PLC	18,795	480,776
OASIS PETROLEUM INC	112,181	365,710
OCEANEERING INTERNATIONAL INC	42,100	627,711
OCEANFIRST FINANCIAL CORP	16,274	415,638
OCWEN FINANCIAL CORP	40,198	55,071
OFFICE DEPOT INC	193,939	531,393
OFG BANCORP	23,444	553,513
O-I GLASS INC	13,910	165,946
OIL STATES INTERNATIONAL INC	28,277	461,198
OIL-DRI CORP OF AMERICA	943	34,184
OLD NATIONAL BANCORP (IND)	66,833	1,222,376
OLD REPUBLIC INTL CORP	86,344	1,931,515
OLD SECOND BANCORP	6,754	90,976
OLIN CORP	54,442	939,125
OLYMPIC STEEL INC	4,828	86,518
ON DECK CAPITAL INC	28,058	116,160
ON SEMICONDUCTOR CORP	99,497	2,425,737
ONEMAIN HOLDINGS INC	39,209	1,652,659
ONESPAN INC	7,329	125,472
ONTO INNOVATION INC	23,699	865,961
OPKO HEALTH INC	5,774	8,488
OPPENHEIMER HLDGS CL A NON-VTG	4,922	135,257
OPUS BANK	12,444	321,926
ORASURE TECHNOLOGIES INC	13,732	110,268
ORBCOMM INC	24,288	102,252
ORION GROUP HOLDINGS INC	15,813	82,069
ORMAT TECHNOLOGIES INC	11,147	830,674
ORRSTOWN FINANCIAL SERVICES	535	12,102
ORTHOFIX MEDICAL INC	2,835	130,920
OSHKOSH CORP	14,589	1,380,849
OSI SYSTEMS INC	6,047	609,175
OTONOMY INC	22,267	85,283
OVERSEAS SHIPHLDG GRP INC NEW	23,381	53,776
OWENS AND MINOR INC	26,420	136,591
OWENS CORNING INC	30,074	1,958,419
OWENS ILLINOIS INC	0	0
OXFORD INDUSTRIES	2,198	165,773

Table of Contents

Identity of Issue, borrower, lessor, or similar party — PACIFIC DRILLING SA	56	228
PACIFIC ETHANOL INC	9,413	6,118
PACIFIC PREMIER BANCORP INC	18,609	606,746
PACWEST BANCORP	58,011	2,220,081
PAM TRANSPORTAION	566	32,664
PANHANDLE OIL & GAS CL A	4,107	46,039
PAR PACIFIC HOLDINGS INC	7,797	181,202
PARK AEROSPACE CORP	9,660	157,168
PARK NATIONAL CORP	2,772	283,797
PARK OHIO HLDGS CORP	4,514	151,896
PARKER DRILLING CO	727	2,880
PARSLEY ENERGY INC CL A	103,356	1,954,462
PARTY CITY HOLDCO INC	24,470	57,260
PATRICK INDUSTRIES INC	2,813	147,486
PATRIOT TRANSPORTATION HOLDING INC	253	4,928
PATTERSON COMPANIES INC	33,866	693,576
PATTERSON-UTI ENERGY INC	74,468	781,914
PBF ENERGY INC CL A	58,302	1,828,934
PC CONNECTION INC	8,287	411,532
PCSB FINANCIAL CORP	4,153	84,098
PDC ENERGY INC	22,721	594,609
PDF SOLUTIONS INC	9,356	158,023
PDL BIOPHARMA INC	79,300	257,329
PEABODY ENERGY CORP	46,215	421,481
PEAPACK GLADSTONE FINL CORP	8,556	264,380
PENN VIRGINIA CORP	4,612	139,974
PENNANT GROUP INC	3,322	109,859
PENNEY (J.C.) CO INC	87,903	98,451
PENNS WOODS BANCORP INC	496	17,638
PENNYMAC FINANCIAL SERVICES INC	2,765	94,121
PENSKE AUTOMOTIVE GROUP INC	30,146	1,513,932
PEOPLES BANCORP INC	9,228	319,842
PEOPLES UNITED FINANCIAL INC	171,925	2,905,533
PEOPLES UTAH BANCORP	5,299	159,606
PERCEPTRON INC	2,177	11,974
PERDOCEO EDUCATION CORP	13,510	248,449
PERFICIENT INC	15,338	706,622
PERFORMANCE FOOD GROUP CO	9,486	488,339
PERRIGO CO PLC	42,956	2,219,107
PERSPECTA INC	15,760	416,694
PETIQ INC CL A	3,243	81,237
PFENEX INC	2,500	27,450
PGT INNOVATIONS INC	7,220	107,650
PHOTRONIC INC	53,120	837,171
PICO HOLDINGS INC	11,406	126,835
PIER 1 IMPORTS INC	3,598	23,027
PILGRIMS PRIDE CORP NEW	1,939	63,434

Table of Contents

Identity of Issue, borrower, lessor, or similar party — PINNACLE FINL PARTNERS INC	21,979	1,406,656
PIPER SANDLER COS	5,780	462,053
PLANTRONICS INC	838	22,911
PLAYA HOTELS & RESORTS NV	26,808	225,187
PLEXUS CORP	13,968	1,074,698
POPULAR INC	37,194	2,185,148
POST HOLDINGS INC	23,795	2,596,035
POTBELLY CORP	9,645	40,702
POWELL INDUSTRIES INC	6,004	294,136
PQ GROUP HOLDINGS INC	17,633	302,935
PRA GROUP INC	15,312	555,826
PREFERRED BANK LOS ANGELES	3,184	191,327
PREFORMED LINE PRODUCTS CO	2,013	121,485
PREMIER FINANCIAL BANCORP	1,918	34,793
PREMIER INC	5,957	225,651
PRESTIGE CONSUMER HEALTHCARE INC	18,115	733,658
PRICESMART INC	8,347	592,804
PRIMORIS SVCS CORP	19,316	429,588
PROASSURANCE CORPORATION	15,233	550,521
PROPETRO HOLDING CORP	15,961	179,561
PROSPERITY BANCSHARES INC	45,496	3,270,707
PROTECTIVE INSURANCE CORP CL B	4,320	69,509
PROTHENA CORP PLC	12,867	203,685
PROVIDENCE SERVICE CORP	4,493	265,896
PROVIDENT FINANCIAL HLDGS INC	2,348	51,421
PROVIDENT FINANCIAL SVCS INC	26,149	644,573
PULTEGROUP INC	48,128	1,867,366
PVH CORP	17,743	1,865,676
PYXUS INTERNATIONAL INC	7,039	62,929
QCR HOLDINGS INC	5,401	236,888
QEP RESOURCES INC	83,129	374,081
QUAD/GRAPHICS INC CL A	11,873	55,447
QUANEX BUILDING PRODUCTS	15,828	270,342
QUANTA SVCS INC	63,245	2,574,704
QUINSTREET INC	2,311	35,381
QURATE RETAIL INC	82,874	698,628
RADIAN GROUP INC	45,967	1,156,530
RADIANT LOGISTICS INC	17,470	97,308
RAFAEL HOLDINGS INC	5,589	99,708
RAMBUS INC	28,684	395,122
RANGE RESOURCES CORP	68,037	329,979
RAYONIER ADVANCED MATERIALS	16,955	65,107
RBB BANCORP	4,029	85,294
RCI HOSPITALITY HOLDINGS INC	3,608	73,964
RE/MAX HOLDINGS INC CL A	2,217	85,332
READING INTL INC CL A	7,090	79,337
REALNETWORKS INC	4,000	4,800

Table of Contents

Identity of Issue, borrower, lessor, or similar party — REALOGY HOLDINGS CORP	34,763	336,506
RED LION HOTEL CORP	13,116	48,923
RED ROBIN GOURMET BURGERS INC	7,300	241,046
REGAL BELOIT CORP	17,116	1,465,301
REGIONAL MANAGEMENT CORP	5,394	161,982
REGIS CORPORATION	14,731	263,243
RELIANCE STEEL & ALUMINUM CO	31,526	3,775,554
RENASANT CORP	18,817	666,498
RENEWABLE ENERGY GROUP INC	25,923	698,625
REPUBLIC BANCORP INC KY CL A	5,500	257,400
REPUBLIC FIRST BANCORP INC	12,520	52,334
RESIDEO TECHNOLOGIES INC	27,942	333,348
RESOLUTE FOREST PRODUCTS INC	25,368	106,546
RESOURCES CONNECTION INC	22,644	369,777
REV GROUP INC	10,789	131,949
REX AMERICAN RESOURCES CORP	3,086	252,929
REXNORD CORP NEW	12,671	413,328
RF INDUSTRIES LTD	426	2,880
RIBBON COMMUNICATIONS INC	29,902	92,696
RING ENERGY INC	18,803	49,640
RIVERVIEW BANCORP INC	7,537	61,879
ROCKY BRANDS INC	3,100	91,233
ROGERS CORP	6,615	825,089
RPC INC	17,100	89,604
RTI SURGICAL HOLDINGS INC	31,491	86,285
RUBICON PROJECT INC/THE	22,587	184,310
RUSH ENTERPRISES INC CL A	10,246	476,439
RYDER SYSTEM INC	19,200	1,042,752
S & T BANCORP	10,077	406,002
SAFETY INSURANCE GROUP INC	7,565	699,989
SAGA COMMUNICATIONS INC CL A	232	7,053
SAIA INC	9,204	857,076
SALEM MEDIA GROUP INC CL A	1,585	2,282
SANDERSON FARMS INC	9,009	1,587,566
SANDRIDGE ENERGY INC	7,873	33,382
SANDY SPRING BANCORP INC	11,940	452,287
SANFILIPPO (JOHN B) & SON INC.	2,494	227,652
SANMINA CORP	34,522	1,182,033
SANTANDER CONSUMER USA HLDGS INC	92,426	2,159,996
SAPIENS INTL CORP NV	2,906	66,838
SCANSOURCE INC	7,758	286,658
SCHNEIDER NATIONAL INC CL B	11,292	246,391
SCHNITZER STEEL INDS INC CL A	20,710	448,993
SCHOLASTIC CORP	13,073	502,657
SCHWEITZER-MAUDUIT INTL INC	11,775	494,432
SCORPIO BULKERS INC	21,859	139,242
SCORPIO TANKERS INC	20,712	814,810

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SCRIPPS (EW) CO CL A	25,348	398,217
SEABOARD CORP	292	1,241,161
SEACHANGE INTL INC	28,136	117,890
SEACOAST BANKING CORP FLORIDA	10,949	334,711
SEACOR HOLDINGS INC	8,531	368,113
SEACOR MARINE HOLDINGS INC	8,174	112,719
SECUREWORKS CORP	1,000	16,660
SELECT ENERGY SERVICES INC CL A	18,865	175,067
SELECT INTERIOR CONCEPTS INC	2,228	20,030
SELECT MEDICAL HLDGS CORP	50,274	1,173,395
SELECTIVE INSURANCE GROUP INC	13,026	849,165
SENECA FOODS CORP CL A	3,741	152,595
SENSATA TECHNOLOGIES HOLDING PLC	2,589	139,469
SFL CORP LTD	35,256	512,622
SHILOH INDUSTRIES	13,073	46,540
SHOE CARNIVAL	5,961	222,226
SHORE BANCSHARES INC	890	15,450
SIERRA BANCORP	5,814	169,304
SIGNET JEWELERS LTD	20,505	445,779
SILVERBOW RESOURCES INC	2,588	25,621
SIMMONS 1ST NATL CORP CL A	28,973	776,187
SIMPLY GOOD FOODS CO	10,140	289,396
SINCLAIR BROADCAST GROUP CL A	12,236	407,948
SKECHERS USA INC CL A	2,873	124,085
SKYLINE CHAMPION CORP	2,282	72,339
SKYWEST INC	36,100	2,333,143
SLM CORP	9,522	84,841
SM ENERGY CO	36,215	407,057
SMART GLOBAL HOLDINGS INC	488	18,515
SMART SAND INC	6,104	15,382
SMARTFINANCIAL INC	2,875	67,994
SNAP-ON INCORPORATED	3,206	543,096
SOLARIS OILFIELD INFRASTRUCTURE INC CL A	7,220	101,080
SONIC AUTOMOTIVE INC CL A	16,269	504,339
SONOCO PRODUCTS CO	10,896	672,501
SOUTH STATE CORP	11,285	978,974
SOUTHERN FIRST BANCSHARES INC	643	27,321
SOUTHERN MISSOURI BANCORP INC	489	18,758
SOUTHERN NATL BANCORP VA INC	7,351	120,189
SOUTHSIDE BANCSHARES INC	3,961	147,112
SOUTHWESTERN ENERGY CO	212,267	513,686
SP PLUS CORP	8,469	359,340
SPARTAN MOTORS INC	19,667	355,579
SPARTANNASH CO	12,845	182,913
SPECTRUM BRANDS HOLDINGS INC	14,360	923,204
SPIRIT AIRLINES INC	25,685	1,035,362
SPIRIT OF TEXAS BANCSHARES INC	969	22,287

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SPOK HOLDINGS INC	8,824	107,918
SPORTSMANS WHSE HLDGS INC	7,677	61,646
SPX FLOW INC	9,537	466,073
SRC ENERGY INC	93,507	385,249
STAMPS.COM INC	4,051	338,340
STANDARD MOTOR PRODUCTS INC	7,177	381,960
STANDEX INTL CORP	2,665	211,468
STATE AUTO FINANCIAL CORP	7,784	241,460
STEEL CONNECT INC	9,387	13,705
STEEL DYNAMICS INC	40,606	1,382,228
STEELCASE INC CLASS A	25,559	522,937
STEPAN CO	8,131	832,940
STERLING BANCORP INC/MI	4,338	35,138
STERLING BANCORP/DE	66,946	1,411,222
STERLING CONSTRUCTION CO INC	11,732	165,187
STEWART INFORMATION SERVICES	11,338	462,477
STIFEL FINANCIAL CORP	19,647	1,191,591
STONERIDGE INC	9,029	264,730
STRATASYS LTD	8,571	173,348
STRATTEC SEC CORP	2,026	44,997
SUMMIT FINANCIAL GROUP INC	490	13,274
SUMMIT MATERIALS INC CL A	37,651	899,859
SUNCOKE ENERGY INC	29,499	183,779
SUNRUN INC	5,671	78,317
SUPER MICRO COMPUTER INC	4,902	117,746
SUPERIOR GROUP OF COS INC	3,094	41,893
SUPERIOR INDUSTRIES INTL	11,649	42,985
SUPERNUS PHARMACEUTICALS INC	6,615	156,908
SURGERY PARTNERS INC	12,158	190,333
SYKES ENTERPRISES INC	18,159	671,701
SYNAPTICS INC	7,837	515,439
SYNCHRONOSS TECHNOLOGIES INC	13,591	64,557
SYNLOGIC INC	5,865	15,132
SYNNEX CORP	18,342	2,362,450
TALOS ENERGY INC	14,469	436,240
TANDY LEATHER FACTORY INC	1,300	7,423
TAPESTRY INC	78,621	2,120,408
TARO PHARMACEUTICALS IND	1,200	105,516
TAYLOR MORRISON HOME CORP	42,323	925,181
TCF FINANCIAL CORP	49,634	2,322,871
TEAM INC	13,123	209,574
TECH DATA CORP	18,350	2,635,060
TECHNIPFMC PLC	5,549	118,971
TEEKAY CORP	1,238	6,586
TEEKAY TANKERS LTD CL A	8,609	206,358
TEGNA INC	69,988	1,168,100
TEJON RANCH CO	13,989	223,544

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TELEPHONE & DATA SYSTEMS INC	43,409	1,103,891
TENNECO INC	11,589	151,816
TEREX CORP	14,597	434,699
TERRAFORM POWER INC CL A	25,755	396,369
TERRITORIAL BANCORP INC	5,399	167,045
TESSCO TECHNOLOGIES INC	4,066	45,621
TETRA TECHNOLOGIES INC	62,002	121,524
TEXAS CAPITAL BANCSHARES INC	16,252	922,626
TEXTAINER GROUP HLDGS LTD	20,868	223,496
THERMON GROUP HOLDINGS INC	20,800	557,440
THIRD POINT REINSURANCE LTD	23,269	244,790
THOR INDUSTRIES INC	10,031	745,203
TIDEWATER INC	11,756	226,656
TILLYS INC	8,259	101,173
TIMBERLAND BANCORP INC	1,619	48,149
TIMKEN CO	25,531	1,437,651
TIMKENSTEEL CORP	35,092	275,823
TITAN INTERNATIONAL INC	49,577	179,469
TITAN MACHINERY INC	18,134	268,021
TIVITY HEALTH INC	5,122	104,207
TIVO CORP	54,314	460,583
TOLL BROTHERS INC	81,577	3,223,107
TOOTSIE ROLL INDUSTRIES INC	931	31,784
TOPBUILD CORP	9,691	998,948
TOWNE BANK	16,629	462,619
TOWNSQUARE MEDIA INC	1,275	12,712
TPI COMPOSITES INC	1,396	25,840
TRANSCAT INC	656	20,900
TRANSOCEAN LTD	65,634	451,562
TRAVELCENTERS OF AMERICA INC	2,454	42,086
TRECORA RESOURCES	8,867	63,399
TREDEGAR CORP	10,255	229,199
TREEHOUSE FOODS INC	8,181	396,779
TRI POINTE GROUP INC	86,394	1,346,019
TRIBUNE PUBLISHING CO	10,309	135,666
TRICO BANCSHARES	7,386	301,423
TRIMAS CORP	4,047	127,116
TRINITY INDUSTRIES INC	66,932	1,482,544
TRINSEO SA	7,116	264,786
TRIPLE-S MANAGEMENT CORP CL B	11,877	219,606
TRISTATE CAPITAL HOLDINGS INC	9,517	248,584
TRITON INTERNATIONAL LTD	26,211	1,053,682
TRIUMPH BANCORP INC	7,385	280,778
TRIUMPH GROUP INC	2,840	71,767
TRONOX HOLDINGS PLC	25,061	286,197
TRUEBLUE INC	13,165	316,750
TRUECAR INC	17,416	82,726

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TRUSTCO BANK CORP NY	39,780	344,893
TRUSTMARK CORP	35,627	1,229,488
TTM TECHNOLOGIES INC	46,826	704,731
TUESDAY MORNING CORP	24,371	45,086
TUTOR PERINI CORP	20,867	268,350
TWIN DISC INC	4,160	45,843
TWIN RIVER WORLDWIDE HOLDINGS INC	683	17,519
UFP TECHNOLOGIES INC	847	42,020
ULTRA CLEAN HOLDINGS INC	17,389	408,120
ULTRALIFE CORP	1,039	7,678
UMB FINANCIAL CORP	1,854	127,259
UMPQUA HOLDINGS CORP	93,567	1,656,136
UNIFI INC	7,025	177,452
UNIFIRST CORP	2,794	564,332
UNIT CORP	42,145	29,316
UNITED BANKSHARES INC. W VA.	27,664	1,069,490
UNITED CMNTY FINL CORP OHIO	26,122	304,583
UNITED COMMUNITY BANKS GA	11,144	344,127
UNITED FIRE GROUP INC	10,489	458,684
UNITED INS HLDGS CORP	15,039	189,642
UNITED NATURAL FOODS INC	19,637	172,020
UNITED STATES CELLULAR CORP	12,912	467,802
UNITED STATES LIME & MIN INC	1,194	107,818
UNITED STATES STEEL CORP	67,269	767,539
UNIVAR INC	4,042	97,978
UNIVERSAL CORP	11,207	639,471
UNIVERSAL ELECTRONICS INC	4,291	224,248
UNIVERSAL FOREST PRODUCTS INC	47,287	2,255,590
UNIVERSAL INSURANCE HLDGS INC	6,139	171,831
UNIVERSAL STAINLESS & ALLOY	3,380	50,362
UNIVERSAL TECH INST INC	5,805	44,757
UNIVEST FINANCIAL CORP	13,971	374,143
UNUM GROUP	69,696	2,032,335
URBAN OUTFITTERS	35,693	991,195
US CONCRETE INC C NEW	4,519	188,262
US FOODS HOLDING CORP	62,265	2,608,281
US SILICA HOLDINGS INC	23,397	143,892
USA TRUCK INC	4,072	30,336
VAALCO ENERGY INC	4,365	9,690
VALARIS PLC CL A	99,980	655,869
VALLEY NATL BANCORP	157,777	1,806,547
VALMONT INDUSTRIES INC	451	67,551
VANDA PHARMACEUTICALS INC	7,596	124,650
VAREX IMAGING CORP	6,090	181,543
VECTRUS INC-WI	4,208	215,702
VEECO INSTRUMENT	22,649	332,601
VENATOR MATERIALS PLC	26,113	100,013

Table of Contents

Identity of Issue, borrower, lessor, or similar party — VERA BRADLEY INC	16,309	192,446
VERINT SYSTEMS INC	2,633	145,763
VERITEX HOLDINGS INC	9,409	274,084
VERITIV CORP	5,602	110,191
VERSO CORPA	12,873	232,100
VIAD CORP	8,470	571,725
VILLAGE SUPER MKT INC CL A NEW	4,575	106,140
VIRTUS INVESTMENT PARTNERS	2,212	269,245
VISHAY INTERTECHNOLOGY INC	96,523	2,054,975
VISHAY PRECISION GROUP INC	2,304	78,336
VISTA OUTDOOR INC	22,718	169,931
VOXX INTERNATIONAL CORP	12,828	56,187
VOYA FINANCIAL INC	38,861	2,369,744
VSE CORP	4,410	167,756
WABASH NATIONAL CORP	21,510	315,982
WADDELL & REED FINL INC CL A	22,510	376,367
WALKER & DUNLOP INC	10,999	711,415
WARRIOR MET COAL INC	10,681	225,690
WASHINGTON FEDERAL INC	28,869	1,058,049
WASHINGTON TR BANCORP INC	3,372	181,380
WATERSTONE FINANCIAL INC	13,669	260,121
WAYSIDE TECHNOLOGY GROUP INC	800	12,960
WEIS MARKETS INC	8,627	349,307
WERNER ENTERPRISES INC	30,372	1,105,237
WESBANCO INC	25,937	980,159
WESCO AIRCRAFT HOLDINGS INC	35,398	390,086
WESCO INTERNATIONAL INC	21,373	1,269,342
WEST BANCORPORATION INC	3,408	87,347
WESTERN NEW ENGLAND BANCORP INC	17,057	164,259
WESTLAKE CHEMICAL CORP	20,050	1,406,508
WESTWOOD HOLDINGS GROUP INC	1,206	35,722
WEYCO GROUP INC	3,677	97,257
WHITE MOUNTAINS INS GROUP LTD	732	816,553
WHITING PETROLEUM CORP	29,600	217,264
WILEY (JOHN) & SONS INC CL A	13,000	630,760
WILEY (JOHN) & SONS INC CL B	876	42,705
WILLDAN GROUP	1,039	33,019
WILLIAMS SCOTSMAN CORP A	5,182	95,815
WINNEBAGO INDUSTRIES INC	12,833	679,892
WINTRUST FINANCIAL CORP	11,136	789,542
WOLVERINE WORLD WIDE INC	3,879	130,877
WORLD ACCEPTANCE CORP	2,566	221,702
WORLD FUEL SERVICES CORP	22,127	960,754
WORTHINGTON INDUSTRIES INC	18,843	794,798
WPX ENERGY INC	163,377	2,244,800
WRIGHT MEDICAL GROUP NV	6,232	189,951
WSFS FINANCIAL CORP	17,928	788,653

Table of Contents

Identity of Issue, borrower, lessor, or similar party — XEROX HOLDINGS CORP	65,373	2,410,303
XPO LOGISTICS INC	13,526	1,078,022
YELP INC	7,262	252,935
ZAGG INC	8,671	70,322
ZIONS BANCORP	44,792	2,325,601
ZOVIO INC	24,045	49,533
ZUMIEZ INC	19,821	684,617
STIFS and Money Markets
SSBK STIF FUND	1,027,415	1,027,415
DFA Small Mid Value Account		575,984,736
PIMCO Total Return Account
Commingled Pools
HIGH YIELD PORTFOLIO INSTL CL	6,231,864	47,486,803
PIMCO ASSET BACK SECS PORT-UNL	7,407,793	93,041,882
PIMCO EMMERG MKTS FD INST CL	4,544,826	45,266,463
PIMCO INTL PORT FUND(UNLISTED)	10,645,974	63,024,165
PIMCO INV GRD CORP PORT(UNLST)	28,850,642	279,562,722
PIMCO MTG PORT INSTL CL(UNLST)	16,717,532	184,060,031
PIMCO MUNI SECTR PORT INSTL CL	1,767,306	12,459,505
PIMCO REAL RETRN BD FD INST CL	9,784,705	79,353,955
PIMCO SHORT TM FLT NAV PORT II	2,503,999	25,065,029
PIMCO US GOVT SECTOR PORT INST	22,917,014	229,857,652
STIFS and Money Markets
SSBK GOVT STIF FUND	458,385	458,385
PIMCO Total Return Account		1,059,636,592
International Growth Account
Currency
AUSTRALIAN DOLLAR CURRENCY	40	28
BRAZILIAN REAL	171,125	42,540
BRITISH POUND STERLING CURRENCY	30	39
CANADIAN DOLLAR	76,971	59,275
DANISH KRONE	286	43
EURO MONETARY UNIT.	-540,027	-605,748
HONG KONG DOLLAR	4,728	607
HUF	767,977	2,603
INDIAN RUPEE	623,661	8,740
INDONESIAN RUPIAH CURRENCY	0	0
PHILIPPINE PESO	168,443	3,324
SINGAPORE DOLLAR CURRENCY	0	0
SOUTH KOREAN WON	69,374,157	60,031
SWEDISH KRONA CURRENCY	1,158	124
SWISS FRANC	232	239
TAIWAN DOLLAR	23	1
UNITED ARAB EMIRATES DIRHAM	507,756	138,234

Table of Contents

Identity of Issue, borrower, lessor, or similar party
Publicly-traded Common Stock
A2 MILK CO LTD	383,221	3,874,925
ABBOTT LABORATORIES	86,186	7,486,116
ACCENTURE PLC CL A	21,399	4,505,987
ADIDAS AG	14,578	4,738,851
ADYEN BV	5,104	4,185,090
AIA GROUP LTD	585,097	6,142,081
AIA GROUP LTD	258,400	2,712,565
AIA GROUP LTD	502,000	5,269,766
AIER EYE HOSPITAL GROUP CO LTD	47,330	268,896
AIER EYE HOSPITAL GROUP CO LTD WT 11/18/19	208,100	1,182,279
AIR LIQUIDE SA	87,793	12,427,849
AIRBUS SE	41,537	6,079,331
AIRPORTS OF THAILAND PCL-NVDR	752,200	1,867,297
AIRTAC INTERNATIONAL GROUP	102,000	1,590,660
AL RAJHI BK(HSBC)(ELN) 1/19/21	47,639	830,536
ALCON INC	55,282	3,130,248
ALGONQUIN PWR & UTIL CORP	280,623	3,969,847
ALIBABA GROUP HOLDING LTD SPON ADR	69,860	14,817,306
ALIBABA GROUP HOLDING LTD SPON ADR	67,633	14,344,959
ALIBABA GROUP HOLDING LTD SPON ADR	44,989	9,542,167
ALPHABET INC CL A	3,703	4,959,761
ALPHABET INC CL C	3,166	4,233,005
AMOREPACIFIC NEW	3,226	558,305
ANHUI CONCH CEMENT CO LTD H	120,500	878,354
ANHUI CONCH CEMENT CO LTD WT 04/12/21	197,900	1,557,461
ANTA SPORTS PRODUCTS LTD	243,000	2,175,128
ARISTOCRAT LEISURE LTD	169,648	4,008,430
ASCENDAS REAL ESTA INVT TR	717,927	1,585,370
ASIAN PAINTS LTD (DEMAT)	93,450	2,337,658
ASML HOLDING NV	18,798	5,560,303
ASML HOLDING NV	18,269	5,403,829
ASSA ABLOY AB SER B	194,880	4,556,601
ASTRAZENECA PLC	132,476	13,348,589
ASTRAZENECA PLC	74,493	7,506,088
ATLAS COPCO AB SER A	91,126	3,634,786
AYALA LAND INC	925,400	830,815
B3 SA BRASIL BOLSA BALCAO	155,300	1,658,896
BAIDU INC SPON ADR	16,329	2,063,986
BANCO BRADES SA PFD SPON ADR	381,710	3,416,305
BANCO DO BRASIL SA	159,700	2,096,938
BANK FOR FOREIGN TRADE JSC	100,050	389,450
BANK FOR FOREIGN TRADE JSC WT 10/18/21	4,890	19,035
BANK RAKYAT INDONESIA TBK PT	11,415,600	3,618,126
BEIERSDORF AG	25,308	3,027,578
BHP GROUP PLC	184,046	4,331,613
BIDVEST GROUP LTD	80,951	1,183,517

Table of Contents

Identity of Issue, borrower, lessor, or similar party — BIM BIRLESIK MAGAZALAR AS	90,166	707,202
BP PLC	869,898	5,434,091
BRF SA	105,800	925,786
BUNZL PLC	165,013	4,513,599
CANADIAN NATL RAILWAY CO	47,467	4,293,981
CANADIAN NATL RAILWAY CO	95,366	8,625,855
CAPGEMINI SA (FF40)	33,483	4,090,053
CELLNEX TELECOM SAU	257,226	11,070,912
CELLNEX TELECOM SAU	260,931	11,230,373
CENTRE TESTING INTL GRP CO LTD A (MACQ BK)(CWT) 11	1,079,900	2,312,347
CENTRE TESTING INTL GRP CO LTD WT 11/23/21	53,500	114,557
CHINA CONSTRUCTION BANK CORP H	3,476,691	3,002,725
CHINA CONSTRUCTION BANK CORP H	3,310,000	2,858,758
CHINA INTERNATIONAL(HSBC) WT 06/28/21	81,000	1,034,718
CHINA MERCHANTS BANK CO LTD H	346,500	1,780,902
CHINA OVERSEAS LAND & INV LTD	776,000	3,022,420
CHRISTIAN HANSEN HOLDING SA	61,560	4,892,014
CIE FINANCIERE RICHEMONT SA A	73,648	5,788,042
CLICKS GROUP LTD	115,968	2,124,534
CNOOC LTD	946,000	1,573,369
COLOPLAST AS CL B	21,930	2,720,408
COMMERCIAL INTL BK EGY GDR EC	141,296	720,610
COMMERCIAL INTL BK EGYPT SAE	83,135	429,919
COMMONWEALTH BK OF AUSTRALIA	160,461	8,997,020
COPA HOLDINGS SA CL A	11,077	1,197,202
CP ALL PCL NVDR	339,900	821,056
CREDICORP LTD	6,047	1,288,797
CREDIT AGRICOLE SA	455,154	6,598,810
CSL LIMITED	35,623	6,893,570
CTBC FINL HLDG CO LTD	928,000	694,899
CTBC FINL HLDG CO LTD (JPM)(CWT) 02/25/21	393,000	294,282
DAVIDE CAMPARI SPA MILANO	424,218	3,873,381
DEUTSCHE BOERSE AG	77,436	12,173,424
DIAGEO PLC	105,583	4,476,067
DIAGEO PLC	147,072	6,234,944
DIAGEO PLC	296,868	12,585,369
DOLLARAMA INC	102,317	3,516,544
DSV PANALPINA A/S	41,420	4,773,790
EISAI CO LTD	28,000	2,114,141
ENEL (ENTE NAZ ENERG ELET) SPA	391,226	3,103,464
ESSILORLUXOTTICA	45,645	6,952,960
EURONEXT NV	31,915	2,600,801
FANUC CORPORATION	30,300	5,669,311
FERRARI NV	25,200	4,180,666
FEVERTREE DRINKS PLC	129,460	3,589,133
FILA HOLDINGS CORP	10,624	487,238
FIRSTRAND LIMITED	289,162	1,296,542

Table of Contents

Identity of Issue, borrower, lessor, or similar party — FMTC INR UNREALIZED GAIN/LOSS	1	0
FOMENTO ECONO MEX(FEMSA)SP ADR	9,020	852,480
FORTIS INC	91,006	3,776,060
FUCHS PETROLU SE (GERW) PFD	84,845	4,202,735
GALP ENERGIA SGPS SA	248,457	4,152,544
GAZPROM PJSC SPON ADR	149,300	1,228,440
GEBERIT AG (REG)	15,899	8,923,679
GENMAB AS	14,263	3,171,887
GIANT MANUFACTURING CO LTD	134,000	954,135
GLOBANT SA	9,400	996,870
GMO PAYMENT GATEWAY INC	46,500	3,201,141
GRUPO AERO CENTRO NORTE CL B	117,800	883,648
GRUPO FINANCIERO BANORTE SAB	293,800	1,641,675
HDFC BANK LTD (DEMAT)	195,168	3,479,409
HDFC BANK LTD SPON ADR	195,525	12,390,419
HDFC BANK LTD SPON ADR	64,366	4,078,873
HDFC BANK LTD SPON ADR	143,704	9,106,522
HEINEKEN NV	55,247	5,882,246
HERMES INTERNATIONAL SA	3,123	2,333,745
HINDUSTAN UNILEVER LTD	16,859	454,346
HOUSING DEV FN CORP LTD(DEMAT)	51,099	1,727,684
HOWDEN JOINERY GROUP PLC	776,718	6,919,982
IBERDROLA SA	303,566	3,125,882
ICICI BANK LTD (DEMAT)	403,068	3,044,122
ICICI BANK LTD SPONS ADR	21,500	324,435
IHS MARKIT LTD	157,660	11,879,681
INDITEX SA	90,293	3,185,308
INFINEON TECHNOLOGIES AG	204,367	4,655,833
INFOSYS LTD SPON ADR	309,100	3,189,912
INTERCONTINENTAL HOTELS GP PLC	185,298	12,782,814
INTERTEK GROUP PLC	151,451	11,739,814
INTERXION HOLDING NV	58,820	4,929,704
ITAU UNIBANCO HLDG SA SPON ADR	193,400	1,769,610
JD.COM INC SPON ADR	78,300	2,758,509
JULIUS BAER GRUPPE AG	79,697	4,111,667
KBC GROUPE SA	61,733	4,643,630
KEYENCE CORP	55,400	19,624,923
KWEICHOW A MMA(HSBC)(ELN)12/24	15,000	2,548,397
LARGAN PRECISION CO LTD	18,400	3,075,483
LARSEN & TOUBRO LTD	69,558	1,265,506
LG HOUSEHOLD & HEALTHCARE LTD	1,285	1,402,154
LI NING CO LTD	320,000	958,895
LLOYDS BANKING GROUP PLC	5,713,267	4,729,871
LOCALIZA RENT A CAR SA	101,745	1,199,128
LOJAS RENNER SA	57,300	800,380
LONDON STOCK EXCHANGE GRP PLC	85,110	8,737,095
LONDON STOCK EXCHANGE GRP PLC	37,420	3,841,406

Table of Contents

Identity of Issue, borrower, lessor, or similar party — LONDON STOCK EXCHANGE GRP PLC	103,532	10,628,233
LOREAL SA (PRIME FIDE 2020)	10,600	3,138,965
LOREAL SA (TEMP)	23,304	6,900,986
LOREAL SA ORD	27,500	8,143,542
LOREAL SA ORD	21,507	6,368,842
LOREAL SA ORD	10,217	3,025,548
LUKOIL PJSC SPONS ADR	32,560	3,229,301
LVMH MOET HENNESSY LOUIS VUITTON SE	24,013	11,156,635
MACQUARIE GROUP LTD	34,962	3,382,092
MAGAZINE LUIZA SA	139,900	1,658,893
MASTERCARD INC CL A	35,586	10,625,624
MEDIA TEK INC	294,740	4,369,766
MEITUAN DIANPING CL B	134,500	1,758,858
MERCADOLIBRE INC	2,055	1,175,337
METROPOLITAN BANK & TRUST CO	1,140,622	1,492,171
MMC NORILSK NICKEL PJSC SPON ADR	59,651	1,822,338
MONCLER SPA	80,523	3,619,229
MURATA MFG CO LTD	35,596	2,210,028
NARI TECHNOLOGY CO WT 11/23/21	286,500	871,447
NASPERS LTD N SHS	3,502	572,779
NATIONAL BANK OF GREECE SA	319,359	1,081,839
NAVER CORP	16,798	2,710,902
NESTLE SA (REG)	107,606	11,650,090
NESTLE SA (REG)	141,893	15,362,212
NETEASE INC ADR	5,333	1,635,311
NIDEC CORP	22,900	3,162,436
NINTENDO CO LTD	6,655	2,693,114
NOTRE DAME INTERMEDICA PARTICIPACOES SA	168,700	2,862,201
NOVARTIS AG (REG)	118,882	11,288,754
NOVARTIS AG (REG)	76,395	7,254,289
NOVO-NORDISK AS CL B	83,348	4,837,471
NOVO-NORDISK AS CL B	170,589	9,900,889
NVIDIA CORP	23,442	5,515,903
OTP BANK (REG)	35,999	1,882,569
PAGSEGURO DIGITAL LTD CL A	120,424	4,113,684
PARTNERS GROUP HOLDING AG	4,210	3,860,254
PERNOD-RICARD	16,023	2,864,896
PETROLEO BRASILEIRO SPONS ADR	166,800	2,658,792
PING AN INSURANCE CO LTD H	470,500	5,561,009
PING AN INSURANCE CO LTD H	399,500	4,721,834
PRESIDENT CHAIN STORE CORP	56,000	569,098
PRESIDENT CHAIN(HSBC)(CWT)9/24	40,000	406,499
PRUDENTIAL PLC	167,213	3,209,395
PRUDENTIAL PLC	150,242	2,883,663
RATIONAL AG	4,558	3,665,812
REALTEK SEMICONDUCTOR CORP	258,000	2,026,810
RELIANCE INDS GDR	11,297	480,687

Table of Contents

Identity of Issue, borrower, lessor, or similar party — RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS	167,047	3,544,496
RIO TINTO PLC	88,932	5,304,504
ROCHE HOLDINGS AG (GENUSSCHEINE)	39,432	12,793,602
ROTORK PLC	1,707,065	7,574,947
RUMO SA	208,600	1,353,434
SAFRAN SA	53,561	8,269,926
SAFRAN SA	39,984	6,173,610
SAMSUNG ELECTRONICS CO LTD	223,413	10,787,482
SAMSUNG ELECTRONICS CO LTD	104,407	5,041,285
SANDS CHINA LTD	838,800	4,483,403
SAP SE	77,078	10,402,674
SAP SE SPON ADR	96,110	12,877,779
SBERBANK OF RUSSIA	82,400	338,210
SBERBANK OF RUSSIA	218,600	897,240
SBERBANK SPONSORED ADR	104,210	1,713,212
SCHINDLER HOLDING AG PART CERT	47,538	12,093,259
SHANGHAI INTL AIRPORT CO LTD CWT 02/23/21	89,500	1,012,197
SHIMANO INC	44,500	7,277,760
SHIN-ETSU CHEMICAL CO LTD	32,583	3,616,502
SHINHAN FINANCIAL GROUP CO LTD	46,337	1,738,179
SIKA AG	27,086	5,089,470
SK HYNIX INC	51,058	4,157,487
SM INVESTMENTS CORP	57,520	1,183,768
SMITH & NEPHEW PLC	195,341	4,741,570
SOFTBANK GROUP CORP	88,780	3,886,040
SONY CORP	46,100	3,140,087
SPIRAX-SARCO ENGINEERING PLC	81,359	9,580,587
SPOTIFY TECHNOLOGY SA	28,154	4,210,431
SSANGYONG CEMENT IND CO LTD	117,645	577,210
SUNNY OPTICAL TEC(GROUP)CO LTD	109,500	1,895,660
SUNNY OPTICAL TEC(GROUP)CO LTD	199,432	3,452,559
SVENSKA HANDELSBANKEN SER A	312,447	3,365,868
SVENSKA HANDELSBANKEN SER A	549,575	5,920,355
TAIWAN SEMIC MFG CO LTD SP ADR	190,100	11,044,810
TAIWAN SEMIC MFG CO LTD SP ADR	235,880	13,704,628
TAIWAN SEMICONDUCT MFG CO LTD	487,000	5,388,681
TAL ED GROUP ADR	29,600	1,426,720
TECHTRONIC INDUSTRIES CO LTD	369,719	3,015,238
TELEKOMUNIKASI INDO B (DEMAT) DEMATERIALIZED SHRS	2,165,205	619,187
TEMENOS AG	26,073	4,127,282
TENCENT HOLDINGS LTD	235,300	11,341,796
TENCENT HOLDINGS LTD	158,900	7,659,207
TOKIO MARINE HOLDINGS INC	127,002	7,152,227
TOTAL SA	67,720	3,737,307
TOTVS SA	67,200	1,078,321
TRELLEBORG AB SER B	198,736	3,576,308
TRIP.COM GROUP LTD ADR	92,642	3,107,213

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TURK TELEKOMUNIKASYON AS	769,186	952,917
UBS GROUP AG	373,883	4,722,794
UNICHARM CORP	166,800	5,679,996
UNILEVER NV (REGD)	49,171	2,825,596
UNILEVER NV (REGD)	214,563	12,329,796
VISA INC CL A	50,235	9,439,157
VOLKSWAG PFD PERP	29,927	5,916,221
VOLKSWAG PFD PERP	18,394	3,636,281
WAL MART DE MEXICO SAB DE CV V	571,300	1,636,171
WIN SEMICONDUCTORS CORP	155,000	1,523,367
WIWYNN CORP	64,000	1,358,561
WUXI BIOLOGICS (CAYMAN) INC	118,000	1,493,872
X5 RETAIL GROUP NV GDR REGS	30,852	1,064,394
YANDEX NV CL A	24,800	1,078,552
YANDEX NV CL A	89,447	3,890,050
YDUQS PART	50,600	597,484
YUM CHINA HOLDINGS INC	18,600	892,986
ZALANDO SE	43,600	2,209,578
STIFS and Money Markets
SSBK GOVT STIF FUND	44,228,279	44,228,279
International Growth Account		1,137,940,825
International Value Account
Currency
AUSTRALIAN DOLLAR CURRENCY	621,057	435,827
BRAZILIAN REAL	374,920	93,201
BRITISH POUND STERLING CURRENCY	492,532	652,408
CANADIAN DOLLAR	570,517	439,349
CHILEAN PESO	12,402,780	16,494
DANISH KRONE	112,107	16,828
EURO MONETARY UNIT.	526,687	590,785
HONG KONG DOLLAR	1,804,160	218,611
HUF	567,085	1,922
INDONESIAN RUPIAH CURRENCY	0	0
ISRAELI SHEKEL	19,297	5,588
JAPANESE YEN	28,728,680	264,403
MALAYSIAN RINGGIT	91,033	22,255
MEXICAN PESO CURRENCY	375,482	19,859
NEW ZEALAND DOLLAR CURRENCY	-178,199	-119,964
NORWEGIAN KRONA	125,559	14,302
PHILIPPINE PESO	38,584	761
POLAND ZLOTY NEW	31,628	8,337
SINGAPORE DOLLAR CURRENCY	55,332	41,140
SOUTH AFRICAN RAND CURRENCY	3,010	215
SOUTH KOREAN WON	365,750,141	316,491
SWEDISH KRONA CURRENCY	738,710	78,869
SWISS FRANC	-26,123	-26,992

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TAIWAN DOLLAR	11,618,212	388,387
THAILAND BAHT CURRENCY	281,190	9,401
TURKISH LIRA (NEW)	35,450	5,959
UNITED ARAB EMIRATES DIRHAM	94	26
Publicly-traded Common Stock
3I GROUP PLC	7,350	106,899
3I GROUP PLC	156,773	2,280,123
A P MOLLER - MAERSK A/S B	3,413	4,922,372
ABB LTD	65,773	1,588,257
ABB LTD	247,333	5,972,486
ABN AMRO BANK NV-GDR	3,180	57,857
ACE HARDWARE INDONESIA TBK PT	9,961,900	1,072,792
ACS ACTIVIDADES CONST Y SRV SA	1,790	71,580
ADASTRIA CO LTD	7,500	171,805
ADIDAS AG	424	137,829
ADMIRAL GROUP PLC	1,703	52,086
ADVANTECH CO LTD	64,000	646,119
ADVANTEST CORP	11,900	674,649
AEGON NV	13,536	61,751
AEGON NV	14,100	64,324
AEM HOLDINGS LTD	129,000	193,747
AEON FINANCIAL SERVICE CO LTD	1,100	17,484
AERCAP HOLDINGS NV	26,200	1,610,514
AGC INC	1,600	57,871
AGEAS	1,009	59,623
AGRICULTURAL BANK OF CHINA H	197,082	86,751
AIR CANADA VTG	27,400	1,023,583
AIR FRANCE KLM (REGD)	12,220	136,030
AJINOMOTO CO INC	76,700	1,281,216
AKR CORPORINDO TBK PT	8,265,546	2,351,803
ALLIANZ SE (REGD)	3,195	782,709
ALLIANZ SE (REGD)	21,560	5,281,753
ALLIANZ SE (REGD)	8,967	2,196,729
ALPHA BANK SA	1,240,010	2,674,738
ALSTRIA OFFICE REIT-AG	15,924	299,188
AMANO CORP	1,900	58,318
AMP LTD (POST RECON)	22,278	29,938
AMS AG	14,562	590,876
AMUNDI SA	42,260	3,313,473
ANDRITZ AG	41,900	1,804,770
ANHEUSER-BUSCH INBEV SA/NV	3,537	288,474
ANSELL LTD	37,000	753,757
ANTOFAGASTA PLC	12,990	157,750
AOZORA BANK LTD	900	23,946
AREZZO INDUSTRIA E COMERCIO SA	215,578	3,429,784
ARGENX SE	357	57,504
ASAHI GROUP HOLDINGS LTD	45,100	2,068,320

Table of Contents

Identity of Issue, borrower, lessor, or similar party — ASHTEAD GROUP PLC	30,040	960,554
ASM INTERNATIONAL NV (NETH)	11,889	1,335,590
ASR NEDERLAND NV	20,873	781,066
ASSICURAZIONI GENERALI SPA	9,053	186,797
ASSOCIATED BRITISH FOODS PLC	9,619	331,020
ASTELLAS PHARMA INC	12,700	218,573
ATLANTICA YIELD PLC	7,200	190,008
AURIZON HOLDINGS LTD	110,900	407,020
AUSTAL LTD	121,100	324,631
AUSTEVOLL SEAFOOD ASA	60,103	616,481
AUSTRALIA & NZ BANKING GRP	20,639	356,727
AUTOHOME INC ADR CL A	20,200	1,616,202
AVAST PLC	104,370	625,989
AVI LTD	409,313	2,600,070
AVIVA PLC	29,273	162,351
AVIVA PLC	375,499	2,082,555
AVIVA PLC	238,984	1,325,429
AXA SA	13,683	385,394
B2GOLD CORPORATION	296,400	1,189,206
B2W CIA DIGITAL	302,249	4,723,040
BABCOCK INTL GROUP PLC	427,523	3,564,273
BAE SYSTEMS PLC	62,100	464,591
BAJAJ AUTO LTD	51,751	2,309,956
BALOISE HOLDINGS AG	393	71,063
BANCO BILBAO VIZ ARGENTARIA SA	47,003	262,720
BANCO BILBAO VIZ ARGENTARIA SA	193,800	1,083,232
BANCO COMERCIAL PORTUGUE (REG)	236,900	53,890
BANCO DE SABADELL SA	41,389	48,283
BANCO DE SABADELL SA	167,422	195,309
BANCO DO BRASIL SA	4,528	59,455
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MUL	16,428	22,443
BANCO SANTANDER SA	113,460	474,710
BANCO SANTANDER SA	1,362,805	5,701,896
BANCOLOMBIA SA	209,200	2,800,169
BANGKOK LIFE ASSURAN LTD NVDR	2,731,100	1,890,129
BANK HAPOALIM LTD (REG)	8,467	70,246
BANK LEUMI LE-ISRAEL BM	4,877	35,505
BANK LEUMI LE-ISRAEL BM	86,025	626,261
BANK OF CHINA HONG KONG LTD	26,874	93,290
BANK OF CHINA LTD H	564,039	241,039
BANK OF COMMUNICATIONS H	70,339	50,008
BANK OF IRELAND GROUP PLC	5,075	27,791
BANK OF KYOTO	500	21,628
BANK OF MONTREAL	4,610	357,283
BANK OF NOVA SCOTIA	8,434	476,404
BANK OF QUEENSLAND LTD	3,453	17,568

Table of Contents

Identity of Issue, borrower, lessor, or similar party — BANK POLSKA KASA OPIEKI	1,313	34,764
BANKIA SA	8,601	18,355
BANKIA SA	539,178	1,150,624
BANKINTER SA	5,483	40,174
BARCLAYS PLC ORD	61,902	147,297
BARCLAYS PLC ORD	938,285	2,232,660
BARCO NV	1,490	366,022
BARRATT DEVELOPMENTS PLC	55,604	549,894
BASF SE	46,529	3,515,103
BASF SE	31,200	2,357,051
BAWAG GROUP AG	3,030	137,989
BB SEGURIDADE PARTICIPACOES SA	5,688	53,307
BB SEGURIDADE PARTICIPACOES SA	182,000	1,705,670
BDO UNIBANK INC	16,550	51,596
BEACH ENERGY LTD	611,200	1,076,563
BELLWAY PLC	10,390	523,942
BELLWAY PLC	66,326	3,344,656
BENDIGO AND ADELAIDE BANK LTD	4,131	28,352
BENESSE HOLDINGS INC	5,700	150,769
BHP GROUP PLC ADR (UK)	52,500	2,468,025
BIM BIRLESIK MAGAZALAR AS	165,730	1,299,876
BK BRASIL OPERACAO E ASSESSORIA A RESTAURANTES SA	620,500	2,742,558
BLUESCOPE STEEL LTD	33,100	349,813
BNK FINANCIAL GROUP INC	2,681	17,771
BNP PARIBAS	7,858	465,660
BOLSA MEXICANA DE VALORES SA	1,090,200	2,383,650
BOOHOO GROUP PLC	304,169	1,200,246
BORALEX CL A	8,300	156,342
BOUYGUES ORD	38,876	1,651,841
BP PLC	872,857	5,452,575
BRADESCO SA	9,264	78,461
BRADESCO SA PREF (BANCO BRAESCO)	28,754	258,541
BRITISH AMERICAN TOBACCO PLC	19,909	852,194
BRP INC	11,700	533,035
BURSA MALAYSIA BHD	1,299,900	1,935,311
BW LPG LTD	30,295	254,836
CAIXABANK SA	10,273	32,242
CANADIAN IMP BK OF COMMERCE	3,063	254,890
CANADIAN NATL RESOURCES LTD	4,200	135,844
CAPCOM CO LTD	28,600	797,552
CAPITAL POWER CORP	15,900	421,086
CARLSBERG AS CL B	2,528	377,121
CATCHER TECHNOLOGY CO LTD	259,000	1,965,401
CATHAY FINANCIAL HLDG CO LTD	61,049	86,837
CENTAMIN PLC	469,427	789,690
CENTERRA GOLD INC	66,800	531,396

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CENTURY PACIFIC FOOD INC	8,103,145	2,427,106
CERVECERIAS UNIDAS SA CIA	254,416	2,493,578
CGG	198,702	645,249
CHANG HWA COMMERCIAL BANK	49,274	37,391
CHARTER HALL GROUP STAPLED	59,100	459,526
CHIBA BANK LTD	5,300	30,877
CHINA CINDA ASSET MANAGEMENT CO LTD CL H	80,956	18,389
CHINA CITIC BANK CORP LTD H	72,993	43,745
CHINA CONSTRUCTION BANK CORP H	590,582	510,070
CHINA DEV FIN HOLDINGS CORP	118,116	38,419
CHINA EVERBRIGHT LTD	9,290	17,358
CHINA GALAXY SEC CO LTD H	47,500	27,980
CHINA HONGXING SPORTS LTD	3,613,000	152,316
CHINA HUARONG ASSET MANAGEMENT CO LTD	90,000	14,206
CHINA LIFE INS CO LTD H	53,749	149,335
CHINA MENGNIU DAIRY CO LTD	912,977	3,690,666
CHINA MERCHANTS BANK CO LTD H	28,865	148,357
CHINA MINSHENG BANK CORP H	55,740	42,132
CHINA MOBILE LIMITED	597,000	5,018,223
CHINA OVERSEAS PROPERTY HOLDINGS LTD	2,255,000	1,418,002
CHINA PACIFIC INS(GRP) CO LTD H	19,907	78,429
CHINA RESOURCES POWER HLDS LTD	2,342,000	3,288,051
CHINA TAIPING INSU HLDS CO LTD	13,802	34,220
CHUGOKU BANK LTD	2,500	25,655
CI FINANCIAL CORP	2,181	36,463
CIMB GROUP HOLDINGS BERHAD	37,397	47,083
CINEWORLD GROUP PLC	764,600	2,219,021
CITIC SECURITIES CO LTD H	18,911	43,150
CK ASSET HOLDINGS LTD	26,000	187,685
CK HUTCHISON HOLDINGS LTD	720,000	6,865,239
CK HUTCHISON HOLDINGS LTD	39,500	376,635
CLICKS GROUP LTD	202,126	3,702,949
CNP ASSURANCES	1,515	30,130
CNP ASSURANCES	39,864	792,805
COLES GROUP LTD	68,544	713,815
COMMERZBANK AG	248,900	1,540,297
COMMONWEALTH BK OF AUSTRALIA	6,113	342,755
CONCORDIA FINANCIAL GROUP LTD	9,900	41,184
CONTINENTAL AG	41,701	5,391,403
COVESTRO AG	30,797	1,431,890
COVESTRO AG	15,360	714,155
CREDICORP LTD	269	57,332
CREDIT AGRICOLE SA	8,296	120,275
CREDIT SAISON CO LTD	1,400	24,494
CREDIT SUISSE GROUP AG	17,280	233,989
CREDIT SUISSE GROUP AG	124,452	1,685,207
CREDIT SUISSE GROUP AG	122,560	1,659,588

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CRESCENT POINT ENERGY CORP	65,300	291,161
CSL LIMITED	7,100	1,373,954
CTBC FINL HLDG CO LTD	90,909	68,074
CTBC FINL HLDG CO LTD	2,947,081	2,206,813
D&L INDUSTRIES INC	9,593,788	1,798,362
DAI NIPPON PRINTING CO LTD	65,000	1,770,742
DAICEL CORP	134,000	1,293,691
DAI-ICHI LIFE HOLDINGS INC	7,800	130,401
DAI-ICHI LIFE HOLDINGS INC	89,600	1,497,938
DAIMLER AG	97,277	5,387,038
DAIWA HOUSE INDUSTRY CO LTD	2,000	62,399
DAIWA SECURITIES GROUP INC	11,900	60,565
DAIWABO HOLDINGS CO LTD	2,800	173,430
DALI FOODS GROUP CO LTD	2,287,068	1,693,516
DANSKE BK AS	5,376	86,993
DANSKE BK AS	80,415	1,301,251
DART GROUP PLC	7,045	158,081
DASSAULT AVIATION SA	717	940,983
DB INSURANCE CO LTD	462	20,908
DBS GROUP HOLDINGS LTD	115,600	2,224,416
DEUTSCHE BANK AG	14,747	114,419
DEUTSCHE BOERSE AG	4,349	683,690
DEUTSCHE POST AG	10,090	384,924
DEUTSCHE TELEKOM AG (REGD)	163,469	2,671,601
DEUTSCHE TELEKOM AG (REGD)	82,570	1,349,455
DEUTSCHE TELEKOM AG (REGD)	132,800	2,170,373
DIALOG SEMICONDUCTOR PLC (GER)	11,540	583,923
DIETEREN SA	10,327	725,146
DIRECT LINE INSURANCE GRP PLC	11,127	46,059
DNB ASA	7,140	133,377
DNB ASA	139,900	2,613,375
DRAX GROUP PLC	157,800	656,329
DUFRY GROUP	580	57,545
DUNI AB	63,600	877,302
EIFFAGE SA (FORM FOUGEROLLE)	5,381	615,659
ELECTRIC POWER DEVELOP CO LTD	10,100	246,051
ELEMENT FLEET MANAGEMENT CORP	3,714	31,719
EMPIRE CO LTD NON-VTG CL A	3,400	79,754
ENEL (ENTE NAZ ENERG ELET) SPA	532,022	4,220,351
ENEL (ENTE NAZ ENERG ELET) SPA	673,725	5,344,433
ENEL (ENTE NAZ ENERG ELET) SPA	12,500	99,158
ENI SPA	360,697	5,602,006
ERICSSON (LM) TELE CO CL B	153,023	1,332,489
ERSTE GROUP BANK AG	2,256	84,925
ERSTE GROUP BANK AG	15,790	594,403
ESSITY AB B	73,258	2,360,499
EURAZEO SE	260	17,790

Table of Contents

Identity of Issue, borrower, lessor, or similar party — EURONAV NV	6,300	77,592
EXOR NV	868	67,259
FEDERAL BANK LTD	2,364,578	2,914,507
FERGUSON PLC	7,740	702,290
FIAT CHRYSLER AUTOMOBILES NV	76,600	1,133,658
FIRST FINANCIAL HOLDING CO	76,490	60,601
FRESENIUS MED CARE AG & CO AKT	1,550	114,680
FUBON FINANCIAL HOLDING CO LTD	50,431	78,224
FUJIFILM HOLDINGS CORP	123,000	5,920,482
FUJITSU LTD	34,600	3,270,370
FUKUOKA FINANCIAL GROUP INC	1,300	25,185
FUKUOKA FINANCIAL GROUP INC	43,800	848,548
FUYAO GLASS INDUSTRY GROUP CO LTD A	812,839	2,800,438
GBL (GROUPE BRUXELLES LAMB) SA	351	36,994
GENOMMA LAB INTERNACIONAL SA	1,537,434	1,521,375
GF SECURITIES CO LTD H	12,740	15,516
GJENSIDIGE FORSIKRING ASA	1,811	38,007
GLAXOSMITHKLINE PLC	259,766	6,121,291
GLAXOSMITHKLINE PLC	7,510	176,970
GN STORE NORDIC LTD	910	42,796
GOODMAN GROUP STAPLED UNIT	194,300	1,823,000
GREAT WEST LIFECO INC	2,323	59,499
GREENCORE GROUP PLC	712,300	2,527,670
GREGGS PLC	4,585	139,564
GRUPO FINANCIERO BANORTE SAB	18,376	102,680
GRUPO FINANCIERO BANORTE SAB	349,300	1,951,794
GULF KEYSTONE PETROLEUM LTD	92,956	261,650
HACHIJUNI BANK LTD	4,000	17,597
HAIER ELECTRONICS GRP CO LTD	752,383	2,351,106
HAITONG SECURITIES CO LTD H	27,073	31,999
HANA FINANCIAL GROUP INC	2,232	71,269
HANG SENG BANK LTD	5,574	115,167
HANNOVER RUECKVERSICHERUNGS SE(REGD)	480	92,769
HANNOVER RUECKVERSICHERUNGS SE(REGD)	15,000	2,899,034
HAZAMA ANDO CORP	49,600	434,579
HEIDELBERGCEMENT AG	2,780	202,566
HERO MOTOCORP LTD	72,164	2,470,749
HIROSHIMA BANK	2,600	12,826
HITACHI LTD	20,000	851,502
HITACHI METALS LTD	376,000	5,581,777
HOCHTIEF AG	5,948	758,592
HOME CAPITAL GROUP INC	2,700	68,532
HON HAI PRECISION IND CO LTD	869,753	2,640,020
HONDA MOTOR CO LTD	156,100	4,452,201
HONDA MOTOR CO LTD	229,700	6,551,381
HONG LEONG BANK BHD	6,500	27,491
HONGKONG LAND HLDGS LTD	315,800	1,815,850

Table of Contents

Identity of Issue, borrower, lessor, or similar party — HOSIDEN CORP	17,000	216,852
HOYA CORP	8,200	788,643
HSBC HOLDINGS PLC	141,404	1,108,651
HSBC HOLDINGS PLC	354,653	2,780,589
HUA NAN FINANCIAL HLDGS CO LTD	70,197	51,626
HUATAI SECURITIES CO LTD H	10,617	18,775
HYUNDAI FIRE & MARINE INS CO	626	14,599
HYUNDAI MOBIS	8,100	1,794,330
IA FINANCIAL CORP INC	906	49,767
IA FINANCIAL CORP INC	9,000	494,374
IBERDROLA SA	91,600	943,224
IGM FINANCIAL INC	807	23,168
IGO LTD	164,233	719,163
IIDA GROUP HOLDINGS CO LTD	84,600	1,494,155
IMERYS	45,500	1,923,087
INCHCAPE PLC	165,269	1,545,542
INDUSTRIAL & COM BK OF CHINA H	519,580	400,072
INDUSTRIAL BANK OF KOREA	2,352	24,016
INDUSTRIVARDEN AB SER C	1,453	35,044
INFINEON TECHNOLOGIES AG	19,080	434,675
INFOSYS LTD SPON ADR	202,300	2,087,736
ING GROEP NV	27,289	327,160
ING GROEP NV	225,669	2,705,485
INGENICO GROUP	7,220	783,952
INPEX CORP	404,200	4,227,816
INTERMEDIATE CAPITAL GROUP PLC	16,710	356,358
INTESA SANPAOLO SPA	99,086	261,023
INVESTEC PLC	4,021	23,600
INVESTOR AB SER B	3,301	180,163
INVINCIBLE INVESTMENT CORP	1,464	834,031
IPSOS SA	31,100	1,009,917
IREN SPA	53,100	164,511
ISRAEL DISCOUNT BANK LTD CL A	221,574	1,027,249
ISUZU MOTORS LTD	187,500	2,241,613
ISUZU MOTORS LTD	166,300	1,988,162
ITAU UNIBANCO HOLDING SA	17,566	162,005
ITAUSA (INVEST ITAU) PFD	32,407	113,509
JAPAN PETROLEUM EXPLRN CO LTD	6,300	171,336
JAPAN POST BANK CO LTD	3,300	31,890
JAPAN POST HOLDINGS CO LTD	11,500	108,591
JAPAN POST HOLDINGS CO LTD	129,500	1,222,834
JAZZ PHARMA PLC	9,500	1,418,160
JERONIMO MARTINS & FILHO SGPS	3,560	58,561
JOHN WOOD GROUP PLC	646,601	3,413,103
JSE LIMITED	275,088	2,347,460
JULIUS BAER GRUPPE AG	1,676	86,467
JUMBO SA	100,263	2,086,226

Table of Contents

Identity of Issue, borrower, lessor, or similar party — JXTG HOLDINGS INC	651,800	2,986,804
KALBE FARMA PT (DEMAT)	19,409,014	2,264,909
KANSAI ELECTRIC POWER CO INC	139,100	1,618,811
KASIKORNBANK PCL (FOR)	3,900	19,624
KASIKORNBANK PCL (LOC)	5,100	25,747
KB FINANCIAL GROUP INC	2,903	119,698
KBC GROUPE SA	1,825	137,279
KBC GROUPE SA	14,775	1,111,393
KBC GROUPE SA	5,490	412,964
KDDI CORP	34,100	1,020,913
KDDI CORP	82,500	2,469,951
KERRY PROPERTIES LTD	44,000	139,753
KIA MOTORS CORP	43,700	1,675,184
KINGFISHER PLC	1,608,019	4,622,061
KINNEVIK AB	1,853	45,304
KIRKLAND LAKE GOLD LTD	3,300	145,431
KONE OYJ B	43,000	2,811,025
KONINKLIJKE AHOLD DELHAIZE NV	25,752	644,014
KONINKLIJKE AHOLD DELHAIZE NV	36,260	906,801
KOREA INVESTMENT HLDGS CO LTD	412	25,812
KPN (KON) NV	594,130	1,753,392
KRUNG THAI BANK (LOC)	37,600	20,617
KT & G CORP	16,700	1,355,491
KYOCERA CORP	94,900	6,533,082
LAFARGEHOLCIM LTD (REG)	46,730	2,592,892
LANXESS AG	38,900	2,610,194
LEGAL & GENERAL GROUP PLC ORD	43,409	174,224
LENOVO GROUP LTD	3,596,000	2,413,547
LG UPLUS CORP	107,400	1,319,684
LIC HOUSING FINANCE (DEMAT) DEMATERIALIZED SHS	383,119	2,331,037
LINDE PLC	11,644	2,479,008
LLOYDS BANKING GROUP PLC	504,993	418,071
LLOYDS BANKING GROUP PLC	8,611,451	7,129,205
LOOMIS AB B	47,400	1,962,528
LUFTHANSA AG (REGD)	24,990	459,993
LUNDIN PETROLEUM AB	11,385	386,901
M DIAS BRANCO SA	267,806	2,539,786
MACQUARIE GROUP LTD	2,342	226,556
MAGNA INTL INC	15,882	870,816
MAGNA INTL INC	43,041	2,359,955
MAHANAGAR GAS LTD	162,776	2,429,949
MAIL.RU GROUP LTD GDR REGS	90,149	2,010,323
MALAYAN BANKING	28,200	59,564
MANULIFE FINANCIAL CORP	14,054	285,290
MANULIFE FINANCIAL CORP	86,700	1,759,972
MAPFRE SA	9,879	26,152
MARUBENI CORP	7,500	55,952

Table of Contents

Identity of Issue, borrower, lessor, or similar party — MCUBS MIDCITY INVESTMENT CORP	193	209,599
MEBUKI FINANCIAL GROUP INC	8,800	22,677
MEDIOBANCA SPA	3,278	36,085
MEGA FINANCIAL HOLDING CO LTD	84,937	86,885
MEGGITT PLC ORD	23,800	207,059
MELCO INTL DEVELOPMENT LTD	202,000	567,714
MERCK KGAA	504	59,558
MERIDIAN ENERGY LTD	65,418	220,197
MERLIN PROPERTIES SOCIMI SA	35,906	515,127
METHANEX CORP	55,800	2,154,996
MICHELIN CL B (REG)	12,480	1,527,271
MICHELIN CL B (REG)	18,500	2,263,983
MILLICOM INTL CELL SA SDR	254	12,165
MITSUBISHI ELECTRIC CORP ORD	437,500	6,033,719
MITSUBISHI UFJ FINL GRP INC	84,400	460,780
MITSUBISHI UFJ FINL GRP INC	333,900	1,822,921
MITSUBISHI UFJ LEA&FIN CO LTD	4,500	29,239
MITSUBISHI UFJ LEA&FIN CO LTD	20,400	132,552
MITSUI & CO LTD	97,300	1,742,633
MIZUHO FINANCIAL GROUP INC	171,200	265,178
MIZUHO FINANCIAL GROUP INC	1,498,400	2,320,931
MODERN TIMES GRP MTG AB SER B	133	1,585
MONDI PLC	120,700	2,833,859
MR PRICE GROUP LIMITED	114,463	1,491,468
MS&AD INSURANCE GRP HLDGS INC	3,500	116,318
MS&AD INSURANCE GRP HLDGS INC	25,700	854,104
MUNICH REINSURANCE (REG)	1,108	326,868
MUNICH REINSURANCE (REG)	8,700	2,566,562
MUTHOOT FINANCE LTD	439,067	4,685,412
MYLAN NV	115,176	2,315,038
NATIONAL AUSTRALIA BANK LTD	18,819	325,270
NATIONAL BANK OF CANADA DTC ELIGIBLE	2,519	139,825
NATIONAL GRID PLC	95,294	1,191,956
NATIXIS	7,448	33,067
NEC CORP	11,600	482,555
NESTLE SA (REG)	24,702	2,674,391
NEW CHINA LIFE INSURANCE CO H	6,635	28,525
NEXANS SA	5,851	285,428
NEXT PLC	30,900	2,872,477
NH FOODS LTD	5,100	211,688
NIEN MADE ENTERPRISE CO LTD	274,000	2,537,207
NINTENDO CO LTD	2,500	1,011,688
NIPPON TELEGRAPH & TELEPHONE	169,800	4,308,486
NIPPON TELEGRAPH & TELEPHONE	47,200	1,197,648
NISSIN FOOD HOLDINGS CO LTD	3,800	283,981
NITTO DENKO CORP (NITTO ELECTRIC)	7,500	426,580
NN GROUP NV	2,353	89,263

Table of Contents

Identity of Issue, borrower, lessor, or similar party — NN GROUP NV	16,090	610,389
NOMURA HOLDINGS INC	13,800	71,556
NOMURA HOLDINGS INC	94,800	491,559
NORDEA BANK ABP	323	2,623
NORDEA BANK ABP	21,579	174,266
NORDIC ENTMT GROUP AB CL B	133	4,300
NOVARTIS AG (REG)	19,924	1,891,936
NOVARTIS AG (REG)	52,445	4,980,053
NOVARTIS AG (REG)	39,230	3,725,188
NOVARTIS AG (REG)	25,400	2,411,924
NXP SEMICONDUCTORS NV	6,000	763,560
OBAYASHI CORP	42,500	476,025
OLD MUTUAL LTD	55,910	78,132
OPEN TEXT CORPORATION	8,267	364,282
OPTORUN CO LTD	9,000	249,735
ORIX CORP	9,600	160,007
ORIX CORP	109,400	1,823,417
OTP BANK (REG)	1,023	53,498
OTP BANK (REG)	88,570	4,631,772
OTSUKA HOLDINGS CO LTD	2,200	98,869
OVERSEA-CHINESE BKG CORP LTD	23,191	189,328
PAREX RESOURCES INC	47,100	875,950
PEOPLES INSURANCE CO GRP OF CHINA LTD H	65,030	27,039
PEUGEOT SA	87,713	2,095,657
PICC PROPERTY & CASUALTY CO H	53,749	64,769
POPULAR INC	45,300	2,661,375
POSCO	11,149	2,281,626
POSTE ITALIANE SPA	4,656	52,853
POWER CORP OF CANADA SUB VTG	2,739	70,555
POWER FINANCIAL CORP	2,000	53,814
POWSZECHNY ZALKAD UBEZPIEC SA	2,069	21,830
PUBLIC BANK BHD (LOC) (MLAY)	8,600	40,871
PUBLICIS GROUPE SA	67,484	3,055,123
PUBLICIS GROUPE SA	39,404	1,783,890
PUMA SE	3,650	279,839
QANTAS AIRWAYS LTD	237,400	1,184,494
QBE INSURANCE GROUP LTD	10,489	94,805
QBE INSURANCE GROUP LTD	361,775	3,269,918
QUALITAS CONTROLADO SAB DE CV	713,000	2,994,166
QUILTER PLC	12,366	26,380
RAIFFEISEN BANK INTERNTNL AG	1,249	31,368
RAIFFEISEN BANK INTERNTNL AG	4,360	109,501
REDROW PLC	95,627	943,673
REGIS RESOURCES LTD	143,200	436,129
RELX PLC	38,730	977,555
RESONA HOLDINGS INC	16,700	73,621
RESONA HOLDINGS INC	287,400	1,266,988

Table of Contents

Identity of Issue, borrower, lessor, or similar party — REXEL SA	357,601	4,751,279
RHI MAGNESITA NV	22,013	1,122,016
RITCHIE BROS AUCTIONEERS	1,300	55,835
ROCHE HOLDINGS AG (GENUSSCHEINE)	13,675	4,436,815
ROCHE HOLDINGS AG (GENUSSCHEINE)	13,239	4,295,356
ROHTO PHARMACEUTICAL	5,000	152,777
ROUND ONE CORP	6,400	62,318
ROYAL BANK OF CANADA	10,176	805,193
ROYAL BANK OF SCOTLAND GRP PLC	26,778	85,235
ROYAL BANK OF SCOTLAND GRP PLC	980,564	3,121,149
ROYAL DUTCH SHELL PLC CL A	25,366	744,474
ROYAL DUTCH SHELL PLC CL A	209,825	6,158,213
ROYAL DUTCH SHELL PLC CL A	51,140	1,513,990
ROYAL DUTCH SHELL PLC CL B	17,194	510,050
SAFRAN SA	7,106	1,097,181
SAINSBURY (J) PLC	1,221,975	3,721,226
SAMPO OYJ SER A	3,238	141,324
SAMSUNG ELECTRONICS CO LTD	54,639	2,638,240
SAMSUNG LIFE INSURANCE CO LTD	561	36,166
SAMSUNG SECURITIES CO LTD	717	23,949
SANDFIRE RESOURCES LTD	26,500	111,206
SANLAM LTD	381,739	2,155,901
SANOFI	15,399	1,548,011
SANOFI	58,735	5,904,439
SANTOS LTD	193,800	1,112,473
SANWA HOLDINGS CORP	9,500	107,455
SAP SE	3,371	454,960
SARACEN MINERAL HOLDINGS LTD	81,000	188,146
SASOL LTD	74,500	1,614,255
SBI HOLDINGS INC	1,800	38,351
SCHNEIDER ELECTRIC SE	45,850	4,705,840
SCHNEIDER ELECTRIC SE	12,490	1,281,918
SCHRODERS PLC (NEW) ORD	1,028	45,399
SCOR SE	1,376	57,756
SCOR SE	15,233	639,390
SEKISUI HOUSE LTD	83,300	1,788,970
SHIMIZU CORP	18,700	192,068
SHIN KONG FINCL HLDNGS CO LTD	82,795	28,646
SHINHAN FINANCIAL GROUP CO LTD	3,126	117,262
SHINHAN FINANCIAL GROUP CO LTD	36,700	1,376,679
SHINHAN FINANCIAL GROUP CO LTD	46,400	1,740,542
SHINSEI BANK LTD	1,500	23,124
SHIONOGI & CO LTD	7,200	448,414
SHIZUOKA BANK LTD	3,900	29,361
SIAM COMMERCIAL BANK PCL (FOR)	515,900	2,104,306
SIAM COMMERCIAL BANK PCL (LOC)	13,800	56,289
SIEMENS AG (REGD)	15,631	2,043,330

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SIG COMBIBLOC GROUP AG	22,107	353,146
SIGNATURE AVIATION PLC	365,294	1,534,831
SIGNIFY NV	26,430	825,952
SILTRONIC AG	1,184	119,156
SINGAPORE TELECOM LTD (SING)	1,340,000	3,357,597
SINOPAC HOLDINGS	100,173	43,533
SK HYNIX INC	15,850	1,290,614
SKANDINAVISKA ENSKI BK SER A	11,091	104,298
SKF AB SER B	147,600	2,984,667
SMITH & NEPHEW PLC	12,000	291,280
SOCIETE GENERALE SA CL A	5,439	189,220
SOLVAY CL A	18,700	2,166,799
SOMPO HOLDINGS INC	2,500	98,937
SOMPO HOLDINGS INC	4,200	166,214
SONY CORP	43,500	2,962,988
SONY FINANCIAL HOLDINGS INC	1,600	38,699
SOUTH32	180,800	342,566
SPAREBANK 1 SR BK CAP CERTS	187,000	2,130,010
SPAREBANKEN VEST AS	54,701	395,025
SSE PLC	419,013	7,984,029
ST GOBAIN CIE DE	151,437	6,200,141
STANDARD CHARTERED PLC	372,779	3,517,711
STANDARD CHARTERED PLC	254,660	2,403,086
STANDARD LIFE ABERDEEN PLC	17,396	75,603
STMICROELECTRONICS NV	59,290	1,594,139
SUGI HOLDINGS CO LTD	5,000	265,059
SUMITOMO METAL MINING CO LTD	5,900	192,440
SUMITOMO MITSUI FINL GROUP INC	9,400	349,337
SUMITOMO MITSUI FINL GROUP INC	63,500	2,359,882
SUMITOMO MITSUI FINL GROUP INC	31,600	1,174,367
SUMITOMO MITSUI TR HLDGS INC	2,400	95,797
SUMITOMO MITSUI TR HLDGS INC	19,200	766,374
SUMITOMO MITSUI TR HLDGS INC	63,500	2,534,623
SUN LIFE FINANCIAL INC	4,437	202,314
SUNCOR ENERGY INC	4,400	144,210
SUNCORP GROUP LTD	9,411	85,590
SUNDRUG CO LTD	26,900	979,150
SUNTORY BEVERAGE & FOOD LTD	7,400	309,539
SUSHIRO GLOBAL HOLDINGS LTD	6,900	595,030
SVENSKA HANDELSBANKEN SER A	11,068	119,231
SVENSKA HANDELSBANKEN SER A	214,400	2,309,647
SWEDBANK AB A	6,542	97,400
SWISS LIFE HLDGS AG (NEW)	246	123,483
SWISS RE LTD	2,325	261,136
SWISS RE LTD	7,370	827,773
T&D HOLDINGS INC	4,200	53,923
TAISHIN FINANCIAL HLDGS CO LTD	88,425	42,862

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TAIWAN SEMICONDUCT MFG CO LTD	609,000	6,738,617
TAKEDA PHARMACEUTICAL CO LTD	186,900	7,451,574
TAMA HOME CO LTD	19,600	297,459
TATE & LYLE PLC	5,800	58,404
TAYLOR WIMPEY PLC	1,273,575	3,262,614
TECHNIPFMC PLC	167,701	3,595,509
TELECOM ITALIA SPA	1,573,598	982,104
TELEFONICA SA	167,000	1,166,466
TELIA CO AB	1,349,788	5,800,442
TESCO PLC	981,304	3,317,180
TESCO PLC	2,005,780	6,780,297
TESCO PLC	80,900	273,473
TIGER BRANDS LTD	61,504	925,283
TOFAS TURK OTOMOBIL FABRIKASI	292,854	1,322,249
TOKIO MARINE HOLDINGS INC	4,800	270,316
TOKIO MARINE HOLDINGS INC	116,200	6,543,903
TOKYO ELECTRON LTD	1,400	308,269
TOKYO STEEL MFG CO LTD	11,000	79,978
TOMY COMPANY LTD	62,700	817,688
TOREX GOLD RESOURCES INC	13,800	218,071
TORONTO-DOMINION BANK	12,885	722,663
TORONTO-DOMINION BANK	39,889	2,237,200
TOYO SUISAN KAISHA LTD	2,100	89,485
TOYOTA MOTOR CORP	13,800	979,736
TRANSALTA RENEWABLES INC	31,400	375,286
TRAVELSKY TECHNOLOGY LTD H	1,255,000	3,063,293
TRAVIS PERKINS PLC	157,622	3,344,753
TRYG AS	1,118	33,145
TURKIYE GARANTI BANKASI AS	18,794	35,193
TURKIYE HALK BANKASI	9,912	9,847
TURKIYE IS BANKASI AS C	22,512	24,257
UBS GROUP AG	25,758	325,368
UBS GROUP AG	251,771	3,180,306
UCB SA	2,103	167,249
UNICREDIT SPA	14,222	207,706
UNICREDIT SPA	90,752	1,325,391
UNILEVER NV (REGD)	12,480	717,159
UNIPOLSAI SPA	10,132	29,436
UNITED OVERSEAS BANK (LOC)	9,400	184,582
UNITED OVERSEAS BANK (LOC)	310,827	6,103,529
UNITED OVERSEAS BANK (LOC)	134,576	2,642,591
VALMET CORP	11,080	265,471
VINCI SA	20,900	2,320,909
VISTRY GROUP PLC	39,740	714,846
VIVENDI	18,730	542,464
VODAFONE GROUP PLC	1,811,900	3,522,303
VODAFONE GROUP PLC	416,700	810,058

Table of Contents

Identity of Issue, borrower, lessor, or similar party — VOLKSWAG PFD PERP	19,064	3,768,732
VOLKSWAGEN AG	3,777	734,002
WEST JAPAN RAILWAY CO	5,300	460,515
WESTERN AREAS LTD	177,700	377,844
WESTPAC BANKING CORP	23,525	400,005
WESTPORTS HOLDINGS BHD	3,722,044	3,830,780
WH GROUP LTD	3,666,500	3,787,755
WH GROUP LTD	275,500	284,611
WHEATON PRECIOUS METALS CORP	30,200	898,450
WHEELOCK & CO LTD	73,000	486,679
WHITEHAVEN COAL LTD	269,800	499,837
WILLIS TOWERS WATSON PLC	3,895	786,556
WILMAR INTERNATIONAL LTD	1,199,400	3,674,135
WIRECARD AG	737	88,869
WIZZ AIR HOLDINGS PLC	1,140	58,816
WOLTERS KLUWER NV	26,800	1,954,603
WOORI FINANCIAL GROUP INC	3,063	30,746
WPP PLC NEW (UK)	118,604	1,675,502
WPP PLC NEW (UK)	340,740	4,813,586
X5 RETAIL GROUP NV GDR REGS	95,790	3,304,755
YAMAGUCHI FINANCIAL GROUP INC	1,900	13,010
YANDEX NV CL A	54,254	2,359,506
YANGZIJIANG SHIPBLDG HLDGS LTD	150,000	124,912
YARA INTERNATIONAL ASA	52,600	2,188,047
YUANTA FINL HLDG CO LTD	88,255	59,596
Z HOLDINGS CORP	78,300	332,210
ZHEJIANG SUPOR COOKWARE CO LTD A	167,086	1,842,380
ZURICH INSURANCE GROUP AG	1,071	439,444
ZURICH INSURANCE GROUP AG	6,569	2,695,340
STIFS and Money Markets
SSBK GOVT STIF FUND	17,199,154	17,199,154
SSBK STIF FUND	1,740,120	7,660,563
International Value Account		795,542,811
Investments held by trustee		27,373,465,379
Participant Loans* Interest 3.25%-9.00%, maturing
through March 2044		144,559,953
Total Investments	$	27,518,025,332

Party-in-interest

** Information not presented because investments are participant directed

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MICROSOFT CORP Regulatory Filings 2020

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MICROSOFT CORP — Regulatory Filings 2020

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