MICROSOFT CORP - Regulatory Filings 2021

11-K 1 d190267d11k.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, 2020

☐ 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, 2020 and 2019, 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 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 24, 2021	/ S / K RISTEN R OBY D IMLOW
	Kristen Roby Dimlow
	Member of 401(k) Administrative Committee
Date: June 24, 2021	/ S / D ANIEL G OFF
	Daniel Goff
	Member of 401(k) Administrative Committee
Date: June 24, 2021	/ S / A NITA M EHRA
	Anita Mehra
	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, 2020 AND 2019;

NOTES TO FINANCIAL STATEMENTS; AND

SUPPLEMENTAL SCHEDULE OF ASSETS (HELD AT END OF YEAR) AS OF DECEMBER 31, 2020

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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, 2020 and 2019	2
Statements of Changes in Net Assets Available for Benefits for the Years Ended December 31,
2020 and 2019	3
Notes to Financial Statements	4
Supplemental Schedule:
Supplemental Schedule of Assets (Held at End of Year) as of December 31,
2020	10
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, 2020 and 2019, 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, 2020 and 2019, 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, 2020 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/ Deloitte & Touche LLP

Seattle, Washington

June 24, 2021

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

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STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

December 31,	2020	2019
ASSETS
Cash	$ 13,583,789	$ 8,677,908
Investments held by trustee, at fair value	38,161,818,818	27,373,465,379
Receivables:
Participant loans	172,830,176	144,559,953
Other receivables	15,846,052	16,109,867
Total receivables	188,676,228	160,669,820
Total assets	38,364,078,835	27,542,813,107
LIABILITIES
Operating payables	6,081,698	7,374,172
Other payables	14,518,790	6,263,552
Total liabilities	20,600,488	13,637,724
NET ASSETS AVAILABLE FOR BENEFITS	$ 38,343,478,347	$ 27,529,175,383

Refer to accompanying notes.

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STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

Year Ended December 31,	2020	2019
ADDITIONS
Net investment income:
Interest and dividends	$ 61,764,620	$ 70,735,128
Net increase in fair value of investments	7,819,378,707	5,863,467,950
Net investment income	7,881,143,327	5,934,203,078
Contributions:
Participant contributions	2,080,721,878	1,655,399,823
Employer contributions	717,410,483	602,616,174
Total contributions	2,798,132,361	2,258,015,997
Total additions	10,679,275,688	8,192,219,075
DEDUCTIONS
Benefits paid to participants	1,357,746,762	1,040,791,512
NET INCREASE IN NET ASSETS BEFORE TRANSFERS	9,321,528,926	7,151,427,563
Transfers in	1,492,774,038	0
NET INCREASE IN NET ASSETS AVAILABLE FOR BENEFITS	10,814,302,964	7,151,427,563
NET ASSETS AVAILABLE FOR BENEFITS
Beginning of year	27,529,175,383	20,377,747,820
End of year	$ 38,343,478,347	$ 27,529,175,383

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; Undead Labs (effective December 16, 2019); LinkedIn Corporation (LinkedIn) (effective July 1, 2020); and GitHub, Inc. (GitHub) (effective October 9, 2020). 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 2020 and 2019, 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, or 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 2020 and 2019, the maximum annual 401(k) pre-tax and Roth contribution limit was $19,500 and $19,000, respectively, and the maximum annual catch-up contribution to the Plan was $6,500 and $6,000, respectively. Additionally, participants could contribute up to $27,750 for 2020 and $27,500 for 2019 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.

Transfers

LinkedIn was acquired by the Company in 2016 and the LinkedIn Corporation 401(k) Profit Sharing Plan and Trust assets merged into the Plan in July 2020. Undead Labs was acquired by the Company in 2018 and the Undead Labs 401(k) Plan assets merged into the Plan in January 2020. GitHub was acquired by the Company in 2018 and the GitHub, Inc. 401(k) Plan & Trust assets merged into the Plan in October 2020. The merged amounts are included as transfers in on the statement of changes in net assets available for benefits for the year ended December 31, 2020.

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.

Coronavirus Aid, Relief, and Economic Security (CARES) Act

During April 2020, the Plan implemented distribution and loan relief provisions in accordance with the CARES Act, which was enacted in March 2020. The provisions enabled participants negatively impacted by COVID-19 to take a penalty-free distribution through December 30, 2020 and suspend outstanding scheduled loan payments until 2021, increased the maximum loan limit for loans taken as a result of COVID-19 through September 22, 2020, and suspended required minimum distributions for the 2020 calendar year, including 2020 payments that would have been required to be made by April 1, 2021, unless elected otherwise.

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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), Roth contributions, Roth catch-up contributions, and rollover contributions (excluding 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.

Participants may also withdraw all, or any portion, of their pre-tax and Roth 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, or if they elect a qualified reservist distribution. 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 and terminated participants may convert any Plan balances (other than outstanding loans) to a 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.

In March 2020, the World Health Organization declared the outbreak of COVID-19 to be a pandemic. The ongoing COVID-19 pandemic has had widespread, rapidly evolving, and unpredictable impacts on global society, economies, financial markets, and business practices, and there is substantial uncertainty in the nature and degree of its continued effects over time. The extent to which COVID-19 impacts the Plan going forward will depend on numerous evolving factors which cannot be reliably predicted, and management is not able to estimate the impact the pandemic may have on the Plans 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 uncertainty in the current economic environment due to COVID-19. The Plan has no contingent assets or liabilities for any periods presented in these financial statements.

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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.

Other Receivables and Payables

Other receivables and payables as of December 31, 2020 and 2019 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, 2020 and 2019, 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) as a practical expedient and are not categorized in the fair value hierarchy. NAV is provided by the trustee and 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, 2020	Level 1	Level 2	Total
Mutual funds	$ 829,296,690	$ 0	$ 829,296,690
Microsoft Common Stock	3,341,097,553	0	3,341,097,553
Separately managed accounts:
Common stock	4,960,569,581	0	4,960,569,581
Mutual funds	0	1,375,842,819	1,375,842,819
Other	207,422,564	45,005,846	252,428,410
Brokerage accounts	2,336,664,367	44,184,154	2,380,848,521
Total	$ 11,675,050,755	$ 1,465,032,819	13,140,083,574
Common collective trusts measured at NAV			25,021,735,244
Total Investments			$ 38,161,818,818
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

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, 2020 and 2019. 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 certain acquired legacy loans) or be less than 12 months. The term of a General Loan may not exceed five years (or 15 years for certain acquired legacy loans) or be less than 12 months.

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, 2020 was 3.25 percent to 9.00 percent, maturing at various dates through August 2044. The range of interest rates for outstanding General Loans as of December 31, 2020 was 4.25 percent to 6.50 percent, maturing at various dates through January 2026.

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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, 2020 and 2019, the Plan held 15,021,570 shares of Microsoft Common Stock valued at $3,341,097,553 and 16,237,584 shares of Microsoft Common Stock valued at $2,560,666,967, respectively. During the years ended December 31, 2020 and 2019, the Plan recorded Microsoft Common Stock dividend income of $32,555,519 and $31,390,230, respectively.

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	2020 — $ 38,343,478,347	$	27,529,175,383
Less: benefits payable	(3,226,841	)	(2,778,561	)
Net assets per the Form 5500	$ 38,340,251,506	$	27,526,396,822

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

Year Ended December 31,	2020	2019
Benefits paid to participants per the financial statements	$ 1,357,746,762	$ 1,040,791,512
Plus: increase in benefits payable at year end	448,280	143,136
Benefits paid to participants per the Form 5500	$ 1,358,195,042	$ 1,040,934,648

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.

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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, 2020

Identity of Issue, borrower, lessor, or similar party		Current Value
BROKERAGE ACCOUNTS
BrokerageLink **	2,380,848,521	$ 2,380,848,521
COMMON COLLECTIVE TRUSTS
BlackRock LifePath Index 2025	6,633,634	88,722,199
BlackRock LifePath Index 2030	124,050,655	1,697,571,186
BlackRock LifePath Index 2035	11,429,185	159,792,577
BlackRock LifePath Index 2040	192,782,754	2,745,303,535
BlackRock LifePath Index 2045	18,048,179	260,649,996
BlackRock LifePath Index 2050	177,823,827	2,584,455,935
BlackRock LifePath Index 2055	20,153,852	293,234,516
BlackRock LifePath Index 2060	45,823,133	666,419,568
BlackRock LifePath Index 2065	1,804,571	21,556,143
BlackRock LifePath Index Retirement	50,287,523	654,954,754
BlackRock Short-term Investment Fund	970,790,527	970,790,527
Fidelity Contrafund Pool Class 3 *	79,530,672	2,151,304,673
Fidelity Growth Company Pool Class 3 *	102,996,679	4,417,527,577
Vanguard Russell 1000 Growth Index Trust	5,879,336	1,670,495,822
Vanguard Russell 1000 Value Index Trust	7,704,557	1,319,251,343
Vanguard Russell 2000 Growth Index Trust	6,132,557	1,407,483,241
Vanguard S&P 500 Index Trust	27,922,501	3,912,221,652
EMPLOYER STOCK
Microsoft Common Stock *	15,021,570	3,341,097,553
MUTUAL FUNDS
PIMCO All Asset All Authority	6,140,024	50,777,999
PIMCO Inflation Response Multi-Asset Response	3,469,409	30,704,272
Vanguard Short-Term Bond Index Fund (Signal)	68,796,175	747,814,419
SEPARATELY MANAGED ACCOUNTS
Artisan Mid Cap Account
Currency
DANISH KRONE	1,691	278
SWISS FRANC	110	125
Publicly-traded Common Stock
ADAPTIVE BIOTECHNOLOGIES CORP	168,436	9,959,621
AGILENT TECHNOLOGIES INC	204,217	24,197,672
APTIV PLC	257,496	33,549,154
ARGENX SE SPONSORED ADR	133,346	39,215,725
ARISTA NETWORKS INC	112,010	32,546,746
ASCENDIS PHARMA AS SPON ADR	286,542	47,789,475
ATLASSIAN CORP PLC CLS A	338,844	79,245,446
BALL CORP	255,120	23,772,082
BEYOND MEAT INC	56,399	7,049,875
BIONTECH SE ADR	179,643	14,644,497

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Identity of Issue, borrower, lessor, or similar party — BOSTON BEER COMPANY CL A	20,414	20,297,436
BRIGHT HORIZONS FAMILY SOLUTIONS INC	56,352	9,748,332
BURLINGTON STORES INC	136,016	35,574,985
CATALENT INC	498,786	51,908,659
CENTENE CORP	452,095	27,139,263
CERIDIAN HCM HLDG INC	335,858	35,789,028
CHEGG INC	477,362	43,120,109
CHEWY INC	167,712	15,075,632
CHIPOTLE MEXICAN GRILL INC	23,673	32,827,586
CMS ENERGY CORP	363,783	22,194,401
COGNEX CORP	276,358	22,187,402
COUPA SOFTWARE INC	99,587	33,751,030
DATADOG INC CL A	254,179	25,021,381
DEXCOM INC	137,520	50,843,894
EVOTEC SE	317,566	11,747,262
EXACT SCIENCES CORP	403,111	53,408,176
FIDELITY NATL INFORM SVCS INC	168,083	23,777,021
FIRST REPUBLIC BANK	57,572	8,459,054
FORTIVE CORP	588,138	41,651,933
GENERAC HOLDINGS INC	128,682	29,263,574
GENMAB AS	146,920	59,395,962
GLOBAL PAYMENTS INC	504,485	108,676,159
GUIDEWIRE SOFTWARE INC	248,955	32,047,977
HUBSPOT INC	154,732	61,341,954
IDEX CORPORATION	92,407	18,407,474
IHS MARKIT LTD	249,687	22,429,383
INGERSOLL RAND INC	680,778	31,016,246
IPG PHOTONICS CORP	95,772	21,432,816
IRHYTHM TECHNOLOGIES INC	93,733	22,234,405
JFROG LTD	174,332	10,953,280
LATTICE SEMICONDUCTOR CORP	716,350	32,823,157
LYFT INC	215,898	10,607,069
MATCH GROUP INC	366,868	55,466,773
MSCI INC	67,592	30,181,856
NEW YORK TIMES CO CL A	783,263	40,549,526
NUANCE COMMUNICATIONS INC	243,061	10,716,559
OLLIES BARGAIN OUTLET HOLDINGS INC	240,856	19,694,795
PAGSEGURO DIGITAL LTD CL A	593,555	33,761,408
PELOTON INTERACTIVE INC CL A	277,501	42,102,452
ROKU INC CLASS A	91,190	30,276,904
ROPER TECHNOLOGIES INC	51,298	22,114,055
SAGE THERAPEUTICS INC	148,523	12,848,725
SAREPTA THERAPEUTICS INC	67,639	11,531,773
SKYWORKS SOLUTIONS INC	205,907	31,479,062
SVB FINL GROUP	36,540	14,171,308
SYNOPSYS INC	118,260	30,657,722
TAKE-TWO INTERACTV SOFTWR INC	114,332	23,757,046
TELEDYNE TECHNOLOGIES INC	72,934	28,588,669
TRADEWEB MARKETS INC A	403,752	25,214,312

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TRIMBLE INC	573,240	38,275,235
TWILIO INC CLASS A	69,548	23,541,998
TYLER TECHNOLOGIES INC	54,016	23,579,064
VEEVA SYS INC CL A	254,322	69,239,165
VERISK ANALYTICS INC	111,431	23,131,961
WAYFAIR INC	53,465	12,072,932
WEST PHARMACEUTICAL SVCS INC	159,584	45,211,743
ZSCALER INC	182,294	36,405,935
ZYNGA INC	6,592,987	65,072,782
STIFS and Money Markets
SSBK GOVT STIF FUND	72,586,350	72,586,350
Artisan Mid Cap Account Total		2,209,352,846
DFA Small Mid Value Account
Currency
CANADIAN DOLLAR	26	20
Publicly-traded Common Stock
1 800 FLOWERS.COM INC CL A	15,724	408,824
AAR CORP	16,180	586,040
AARONS CO INC/THE	9,367	177,598
ABEONA THERAPEUTICS INC	3,400	5,338
ABERCROMBIE & FITCH CO CL A	35,555	723,900
ABM INDUSTRIES INC	25,672	971,428
ACACIA RESEARCHACACIA TECH	16,702	65,806
ACADIA HEALTHCARE CO INC	56,041	2,816,621
ACCO BRANDS CORP	41,783	353,066
ACUITY BRANDS INC	635	76,892
ACUSHNET HOLDINGS CORP	20,887	846,759
ADAMS RESOURCES AND ENERGY INC	330	7,953
ADDUS HOMECARE CORP	4,917	575,732
ADIENT PLC	55,952	1,945,451
ADT INC	95,090	746,457
ADTALEM GLOBAL EDUCATION INC	30,876	1,048,240
ADTRAN INC	27,990	413,412
ADVANCE AUTO PARTS INC	140	22,051
ADVANSIX INC	17,876	357,341
AEGION CORP	17,837	338,725
AEROVIRONMENT INC	1,998	173,626
AGCO CORP	22,385	2,307,670
AGROFRESH SOLUTIONS INC	11,792	26,768
AH BELO CORP CL A	9,816	14,822
AIR LEASE CORP CL A	65,871	2,925,990
AIR TRANSPORT SERVICES GROUP	23,708	743,009
ALAMO GROUP INC	9,114	1,257,276
ALASKA AIR GROUP INC	29,604	1,539,408
ALASKA COMM SYS GROUP INC	8,586	31,682
ALBANY INTERNATIONAL CORP CL A	6,339	465,409
ALCOA CORP	78,517	1,809,817
ALEXION PHARMACEUTICALS INC (CVR) RT	65,534	30,146

Table of Contents

Identity of Issue, borrower, lessor, or similar party — ALICO INC	2,977	92,347
ALKERMES PLC	2,241	44,708
ALLEGHANY CORP DEL	342	206,462
ALLEGHENY TECHNOLOGIES INC	51,912	870,564
ALLEGIANCE BANCSHARES INC	8,284	282,733
ALLEGIANT TRAVEL CO	770	145,715
ALLIANCE DATA SYSTEMS CORP	2,027	150,201
ALLIED MOTION TECH INC	440	22,484
ALLSCRIPTS HLTHCARE SOLS INC	99,935	1,443,061
ALLY FINANCIAL INC	86,129	3,071,360
ALPHA & OMEGA SEMICNDTR LTD	10,198	241,081
ALTABANCORP	5,299	147,948
ALTRA INDUSTRIAL MOTION CORP	5,612	311,073
AMBAC FINANCIAL GROUP INC	9,115	140,189
AMC NETWORKS INC CL A	10,358	370,506
AMERCO INC	5,148	2,336,986
AMERESCO INC-CL A	15,068	787,152
AMERICAN AXLE & MFG HLDGS INC	55,329	461,444
AMERICAN EAGLE OUTFITTERS INC	74,827	1,501,778
AMERICAN EQY INVT LIFE HLD CO	45,359	1,254,630
AMERICAN NATIONAL GROUP INC	9,465	909,776
AMERICAN NATL BANKSHARES INC	5,308	139,123
AMERICAN OUTDOOR BRANDS INC	5,113	87,074
AMERICAN PUBLIC EDUCATION INC	9,022	274,991
AMERICAN SUPERCONDUCTOR CORP	3,662	85,764
AMERICAN VANGUARD CORP	16,225	251,812
AMERICAN WOODMARK	6,772	635,552
AMERICAS CAR MART INC	1,625	178,490
AMERIS BANCORP	29,429	1,120,362
AMKOR TECHNOLOGY INC	151,542	2,285,253
AMPCO-PITTSBURG CORP	9,934	54,438
AMPHASTAR PHARMACEUTICALS INC	19,786	397,896
AMTECH SYSTEMS INC	11,695	74,614
ANAPTYSBIO INC	13,190	283,585
ANDERSONS INC	21,707	532,039
ANGIODYNAMICS INC	24,690	378,498
ANIKA THERAPEUTICS INC	10,867	491,840
ANTERO MIDSTREAM CORP	15,895	122,550
ANTERO RES CORP	143,033	779,530
API GROUP CORP	4,281	77,700
APOGEE ENTERPRISES INC	16,491	522,435
APPLIED GENETIC TECHNOLOGIES CORP	2,874	11,755
APPLIED INDUSTRIAL TECH INC	6,172	481,354
APPLIED OPTOELECTRONICS INC	2,233	19,003
ARAMARK	24,096	927,214
ARC Document Solutions Inc	4,880	7,222
ARCBEST CORP	11,050	471,504
ARCH RESOURCES INC CL A	9,676	423,519
ARCHROCK INC	87,718	759,638

Table of Contents

Identity of Issue, borrower, lessor, or similar party — ARCOSA INC	22,777	1,251,141
ARDMORE SHIPPING CORP	12,252	40,064
ARGAN INC	5,228	232,594
ARGO GROUP INTL	20,667	903,148
ARLO TECHNOLOGIES INC	47,925	373,336
ARMSTRONG FLOORING INC	11,620	44,388
ARROW ELECTRONICS INC	47,819	4,652,789
ARROW FINANCIAL CORP	6,098	182,391
ASBURY AUTOMOTIVE GROUP INC	4,785	697,366
ASGN INC	8,801	735,148
ASHLAND GLOBAL HOLDINGS INC	17,505	1,386,396
ASSEMBLY BIOSCIENCES INC	1,177	7,121
ASSOCIATED BANC CORP	109,698	1,870,351
ASSURED GUARANTY LTD	50,425	1,587,883
ASTEC INDUSTRIES INC	13,364	773,508
ASTRONICS CORP	10,213	135,118
ASTRONICS CORP CL B	2,236	29,677
ASURE SOFTWARE INC	1,348	9,571
AT HOME GROUP INC	20,806	321,661
ATHENE HOLDING LTD	74,417	3,210,349
ATLANTIC CAPITAL BANCSHARES INC	8,680	138,186
ATLANTIC UN BANKSHARES CORP	33,735	1,111,231
ATLAS AIR WORLD	19,932	1,087,091
ATN INTERNATIONAL INC	6,587	275,073
AUTOLIV INC	2,569	236,605
AUTONATION INC	58,447	4,079,016
AVANOS MEDICAL INC	20,869	957,470
AVIAT NETWORKS INC	3,009	102,757
AVIENT CORP	619	24,933
AVNET INC	66,264	2,326,529
AWARE INC MASS	5,120	17,920
AXCELIS TECHNOLOGIES INC	17,074	497,195
AXIS CAPITAL HOLDINGS LTD	22,581	1,137,857
AXOS FINANCIAL INC	20,628	774,169
AXT INC	24,878	238,082
AZZ INC	10,719	508,509
B&G FOODS INC	4,906	136,043
BALLANTYNE STRONG INC	1,527	3,075
BANCFIRST CORP	1,441	84,587
BANCORP INC DEL	38,964	531,859
BANCORPSOUTH BANK	19,117	524,570
BANK MARIN BANCORP	4,619	158,616
BANK OF NT BUTTERFIELD&SON LTD	2,391	74,504
BANK OZK	83,561	2,612,952
BANKFINANCIAL CORP	1,100	9,658
BANKUNITED INC	36,850	1,281,643
BANKWELL FINANCIAL GROUP INC	709	13,861
BANNER CORP	22,696	1,057,407
BAR HARBOR BANKSHARES	5,013	113,244

Table of Contents

Identity of Issue, borrower, lessor, or similar party — BARNES & NOBLE EDUCATION INC	27,282	126,861
BARNES GROUP INC	18,388	932,088
BARRETT BUSINES SERVICES	300	20,463
BASSETT FURNITURE INDS INC	2,530	50,802
BAYCOM CORP	1,926	29,217
BBX CAP INC	4,938	28,097
BCB BANCORP INC	4,648	51,453
BEACON ROOFING SUPPLY INC	33,637	1,351,871
BED BATH & BEYOND INC	49,775	884,004
BEL FUSE INC NV CL B	4,882	73,376
BELDEN INC	10,692	447,995
BENCHMARK ELECTRONICS INC	18,181	491,069
BERKSHIRE HILLS BANCORP INC	18,627	318,894
BERRY GLOBAL GROUP INC	1,044	58,662
BERRY PETROLEUM CORP	27,968	102,922
BIG 5 SPORTING GOODS CORP	13,448	137,304
BIG LOTS INC	17,202	738,482
BIGLARI HLDGS INC CL A	32	18,720
BIGLARI HLDGS INC CL B	895	99,524
BJS RESTAURANTS INC	4,483	172,551
BLUCORA INC	25,203	400,980
BLUEGREEN VACATIONS HOLDING CORP CL A	4,938	66,811
BMC STK HLDGS INC	35,716	1,917,235
BOISE CASCADE CO	18,758	896,632
BOK FINANCIAL COMMON NEW	8,720	597,146
BONANZA CREEK ENERGY INC	11,309	218,603
BOOT BARN HOLDINGS INC	7,611	330,013
BORGWARNER INC	71,237	2,752,598
BOSTON OMAHA CORP	2,588	71,558
BOSTON PRIVATE FINL HLDG INC	49,409	417,506
BRADY CORPORATION CL A	2,957	156,189
BRIDGEWATER BANCSHARES INC	2,956	36,920
BRIGHTHOUSE FINANCIAL INC	15,986	578,773
BRIGHTVIEW HOLDINGS INC	7,406	111,979
BRISTOW GROUP INC	3,398	89,435
BROADWIND INC	2,409	19,103
BROOKDALE SENIOR LIVING INC	73,402	325,171
BROOKFIELD RENEWABLE CORP	16,996	990,357
BROOKLINE BANCORP INC	36,144	435,174
BROOKS AUTOMATION INC	7,191	487,909
BRYN MAWR BANK CORP	12,454	381,030
BSQUARE CORP	6,836	10,391
BUCKLE INC (THE)	18,194	531,265
BUILD A BEAR WORKSHOP INC	9,374	40,027
BUILDERS FIRSTSOURCE	545	22,241
BUNGE LIMITED	34,898	2,288,611
BYLINE BANCORP INC	12,539	193,728
C & F FINANCIAL CORP	236	8,758
C N A FINANCIAL CORP	3,393	132,191

Table of Contents

Identity of Issue, borrower, lessor, or similar party — C T S CORP	5,002	171,719
CABOT CORP	27,019	1,212,613
CABOT OIL & GAS CORP	6,224	101,327
CACI INTERNATIONAL INC	6,392	1,593,717
CADENCE BANCORP CL A	56,577	928,994
CAI INTERNATIONAL INC	7,664	239,423
CALAMP CORP	2,696	26,744
CALERES INC	11,489	179,803
CALIX NETWORKS INC	20,063	597,075
CALLAWAY GOLF CO	16,128	387,233
CALLON PETROLEUM CO	10,985	144,563
CAL-MAINE FOODS INC	7,587	284,816
CAMBRIDGE BANCORP	150	10,463
CAMDEN NATIONAL CORP	7,364	263,484
CAPITAL CITY BANK GROUP INC	8,493	208,758
CAPITOL FED FINL (2ND STEP CV)	69,424	867,800
CAPRI HOLDINGS LTD	20,894	877,548
CAPSTAR FINANCIAL HOLDINGS INC	6,165	90,934
CARLISLE COS INC	11,565	1,806,222
CARPENTER TECHNOLOGY CORP	25,482	742,036
CARRIAGE SERVICES INC	8,718	273,048
CARROLS RESTAURANT GROUP INC	15,133	95,035
CARS.COM INC	31,127	351,735
CASS INFORMATION SYSTEMS INC	1,664	64,746
CATALYST BIOSCIENCES INC	8,662	54,657
CATALYST PHARMACEUTICALS INC	12,839	42,882
CATHAY GENERAL BANCORP	19,631	631,922
CATO CORP CL A	11,900	114,121
CAVCO INDUSTRIES INC	2,931	514,244
CBIZ INC	33,563	893,111
CBTX INC	6,330	161,478
CECO ENVIRONMENTAL CORP	16,950	117,972
CELLDEX THERAPEUTICS INC	4,475	78,402
CENTENNIAL RESOURCE DEVELOPMENT INC CL A	67,732	101,598
CENTRAL GARDEN & PET CO	5,212	201,235
CENTRAL GARDEN & PET CO CL A	17,770	645,584
CENTRAL PACIFIC FINANCIAL CORP	11,684	222,113
CENTRAL VALLEY CMNTY BANCORP	5,400	80,406
CENTURY ALUMINUM COMPANY	43,302	477,621
CENTURY BANCORP INC CL A NVTG	1,342	103,817
CENTURY COMMUNITIES INC	19,868	869,821
CEVA INC	1,021	46,456
CF INDUSTRIES HOLDINGS INC	69,397	2,686,358
CHAMPIONX CORP	22,628	346,208
CHART INDUSTRIES INC	20,063	2,363,221
CHEFS WAREHOUSE INC	8,727	224,197
CHICAGO RIVET & MACHINE CO	300	6,858
CHICOS FAS INC	55,317	87,954
CHIMERIX INC	17,408	84,081

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CHUYS HOLDINGS INC	4,237	112,238
CINCINNATI BELL INC	3,412	52,135
CINEMARK HOLDINGS INC	6,353	110,606
CIRCOR INTERNATIONAL INC	7,820	300,601
CIT GROUP INC	30,932	1,110,459
CITI TRENDS INC	5,571	276,767
CITIZENS & NORTHERN CORP	1,333	26,447
CITY HOLDING CO	3,837	266,863
CIVEO CORP	3,574	49,679
CIVISTA BANCSHARES INC	5,943	104,181
CLEAN ENERGY FUELS CORP	105,151	826,487
CLEAN HARBORS INC	13,283	1,010,836
CLEARFIELD INC	900	22,248
CLEARWATER PAPER CORP	8,994	339,524
CNB FINANCIAL CORP PA	5,522	117,563
CNX RESOURCES CORP	112,834	1,218,607
COEUR MINING INC	52,251	540,798
COHU INC	17,721	676,588
COLFAX CORP	45,101	1,724,662
COLUMBIA BANKING SYSTEMS INC	22,521	808,504
COLUMBUS MCKINNON CORP NY	11,333	435,641
COMERICA INC	36,866	2,059,335
COMFORT SYSTEMS USA INC	6,599	347,503
COMMERCIAL METALS CO	48,978	1,006,008
COMMERCIAL VEHICLE GROUP INC	14,651	126,731
COMMUNITY HEALTH SYS INC NEW	22,348	166,046
COMMUNITY TRUST BANCORP INC	7,596	281,432
COMPUTER PROGRAMS & SYSTEM INC	5,580	149,767
COMPUTER TASK GROUP INC	7,144	43,721
COMSCORE INC	18,947	47,178
COMSTOCK RESOURCES INC	8,660	37,844
COMTECH TELECOMMUNICATIONS NEW	11,781	243,749
CONCENTRIX CORP	19,232	1,898,198
CONCERT PHARMACEUTICALS INC	4,340	54,858
CONCHO RESOURCES INC	3,956	230,833
CONDUENT INC	65,506	314,429
CONMED CORP	3,688	413,056
CONNECTONE BANCORP INC	14,587	288,677
CONNS INC	11,788	137,802
CONSOL ENERGY INCW/I	15,297	110,291
CONSOLIDATED COMM HLDGS INC	35,042	171,355
CONSTRUCTION PARTNERS INC CL A	1,351	39,328
CONSUMER PORTFOLIO SVCS INC	8,447	35,815
CONTAINER STORE GROUP INC	17,424	166,225
CONTINENTAL RES OKLA	49,465	806,280
COOPER STANDARD HOLDING INC	6,673	231,353
COOPER TIRE & RUBBER COMPANY	23,810	964,305
COPA HOLDINGS SA CL A	4,970	383,833
CORE MOLDING TECH INC	2,250	31,680

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CORE-MARK HOLDING CO INC	18,872	554,271
COSTAMARE INC	46,170	382,288
COTY INC CL A	34,609	242,955
COVENANT LOGISTICS GROUP INC	5,960	88,268
COVETRUS INC	29,559	849,526
COWEN INC CL A	12,173	316,376
CPI AEROSTRUCTURES INC	3,000	11,493
CRA INTERNATIONAL INC	4,523	230,356
CRANE CO	2,714	210,769
CROSS COUNTRY HEALTHCARE INC	13,126	116,428
CROSSFIRST BANKSHARES INC	4,448	47,816
CTO REALTY GROWTH INC	3,574	150,680
CUBIC CORP	8,311	515,614
CULP INC	4,391	69,685
CUMULUS MEDIA INC	4,974	43,373
CURTISS WRIGHT CORPORATION	8,876	1,032,723
CUSHMAN & WAKEFIELD PLC	19,099	283,238
CUSTOMERS BANCORP INC	12,604	229,141
CVB FINANCIAL CORP	8,512	165,984
CVR ENERGY INC	4,158	61,954
CYBEROPTICS CORP	4,527	102,718
DAKTRONICS INC	23,392	109,475
DANA INC	82,351	1,607,492
DARLING INGREDIENTS INC	71,701	4,135,714
DAWSON GEOPHYSICAL CO	12,650	26,818
DEL TACO RESTAURANTS INC	12,526	113,486
DELEK US HOLDINGS INC	35,404	568,942
DESIGNER BRANDS INC	31,955	244,456
DEVON ENERGY CORP	116,239	1,837,739
DHI GROUP INC	34,657	76,939
DHT HOLDINGS INC	84,571	442,306
DIAMONDBACK ENERGY INC	25,925	1,254,770
DICKS SPORTING GOODS INC	30,573	1,718,508
DIGI INTERNATIONAL INC	16,542	312,644
DILLARDS INC CL A	11,224	707,673
DIME COMMUNITY BANCSHARES INC	8,818	213,219
DIME COMMUNITY BANCSHARES INC	21,613	340,837
DINE BRANDS GLOBAL INC	245	14,210
DIODES INC	21,370	1,506,585
DMC GLOBAL INC	455	19,679
DOMTAR CORP	26,072	825,179
DONEGAL GROUP INC CL A	13,971	196,572
DONNELLEY FINANCIAL SOLUTIONS INC	26,145	443,681
DORIAN LPG LTD	26,954	328,569
DOVER MOTORSPORTS INC	4,100	9,307
DRIL-QUIP INC	21,113	625,367
DSP GROUP	8,725	144,748
DUCOMMUN INC	6,929	372,087
DXC TECHNOLOGY CO	61,286	1,578,115

Table of Contents

Identity of Issue, borrower, lessor, or similar party — DXP ENTERPRISES INC	5,128	113,995
DYCOM INDUSTRIES INC	15,238	1,150,774
EAGLE BANCORP INC MD	9,937	410,398
EAGLE BULK SHIPPING INC	3,053	58,007
EARTHSTONE ENERGY INC	6,715	35,791
EAST WEST BANCORP INC	461	23,377
EASTERN CO	1,100	26,510
EBIX INC	4,360	165,549
ECHO GLOBAL LOGISTICS INC	14,052	376,875
ECHOSTAR CORP CL A	25,330	536,743
EDGEWELL PERSONAL CARE CO	18,878	652,801
EL POLLO LOCO HLDGS INC	17,155	310,506
ELECTROMED INC	1,717	16,844
ELEMENT SOLUTIONS INC	129,862	2,302,453
ELEVATE CREDIT INC	363	1,448
EMCOR GROUP INC	12,559	1,148,646
EMCORE CORP	13,001	70,855
EMERALD HLDG INC	4,681	25,371
EMPLOYERS HOLDINGS INC	15,647	503,677
ENANTA PHARMACEUTICALS INC	3,582	150,802
ENCORE CAP GROUP INC	19,250	749,788
ENCORE WIRE CORPORATION	7,708	466,874
ENDO INTERNATIONAL PLC	10,810	77,616
ENERPAC TOOL GROUP CORP CL A	4,108	92,882
ENERSYS INC	4,995	414,885
ENETI INC	2,365	40,039
ENLINK MIDSTREAM LLC	152,476	565,686
ENNIS INC	8,746	156,116
ENOVA INTL INC	16,407	406,401
ENPRO INDUSTRIES INC	5,687	429,482
ENSTAR GROUP LTD	4,604	943,314
ENTERCOM COMM CORP CL A	49,265	121,685
ENTERPRISE BANCORP INC	55	1,405
ENTERPRISE FINL SVCS CORP	10,409	363,795
ENTRAVISION COMMUN CRP CL A	26,247	72,179
ENVISTA HOLDINGS CORP	39,502	1,332,402
ENZO BIOCHEM INC	1,503	3,788
EPLUS INC	5,630	495,159
EQT CORPORATION	149,275	1,897,285
EQUITRANS MIDSTREAM CORP	67,003	538,704
EQUITY BANCSHARES INC	5,606	121,034
ESCALADE	2,865	60,652
ESCO TECHNOLOGIES INC	8,703	898,324
ESPEY MFG.&ELECTRIC	272	5,145
ESSA BANCORP INC	3,403	51,045
ETHAN ALLEN INTERIORS INC	15,077	304,706
EVEREST REINSURANCE GROUP LTD	3,941	922,549
EVOLENT HEALTH INC A	30,987	496,722
EVOLUTION PETROLEUM CORP	7,724	22,013

Table of Contents

Identity of Issue, borrower, lessor, or similar party — EXTENDED STAY AMERICA INC UNIT	74,086	1,097,214
EXTERRAN CORP	19,931	88,095
EZCORP INC CL A NON VTG	32,610	156,202
FABRINET	11,175	867,068
FARMER BROTHERS CO	5,188	24,228
FARMERS NATL BANC CORP	9,794	129,966
FB FINANCIAL CORP	9,172	318,544
FBL FINANCIAL GROUP INC CL A	10,355	543,741
FEDERAL AGRI MTG NON VTG CL C	3,241	240,644
FEDERAL SIGNAL CORP	22,745	754,452
FEDNAT HOLDING CO	9,690	57,365
FERRO CORP	7,013	102,600
FERROGLOBE PLC	42,510	69,716
FERROGLOBE REP&WARRANTY INS TR	20,872	0
FIESTA RESTAURANT GROUP INC	8,557	97,550
FINANCIAL INSTITUTIONS INC	10,443	234,968
FIRST AMERICAN FINANCIAL CORP	2,998	154,787
FIRST BANCORP INC ME	3,780	96,012
FIRST BANCORP NC	8,344	282,278
FIRST BANCORP PUERTO RICO	81,501	751,439
FIRST BANCSHARES INC MISS	5,116	157,982
FIRST BUSEY CORP	24,473	527,393
FIRST BUSINESS FIN SVCS INC	357	6,572
FIRST CITIZENS BANCSHARES INC CL A	193	110,834
FIRST COMMONWEALTH FINL CORP	38,571	421,967
FIRST COMMUNITY BANKSHARES INC	10,331	222,943
FIRST FINANCIAL BANCORP	39,791	697,536
FIRST FINANCIAL INDIANA	6,324	245,687
FIRST FINANCIAL NORTWEST INC	4,521	51,539
FIRST FOUNDATION INC	23,346	466,920
FIRST HAWAIIAN INC	44,812	1,056,667
FIRST HORIZON CORP	196,934	2,512,878
FIRST INTERNET BANCORP	3,793	109,011
FIRST INTST BANCSYST INC CL A	22,129	902,199
FIRST MERCHANTS CORP	16,991	635,633
FIRST MID BANCSHARES INC	5,593	188,260
FIRST MIDWEST BANCORP INC DEL	42,724	680,166
FIRST NORTHWEST BANCORP	553	8,627
FIRST OF LONG ISLAND CORP	8,318	148,476
FIRST PACTRUST BANCORP INC	21,247	312,543
FIRST SOLAR INC	17,271	1,708,447
FIRST SOURCE CORP	8,969	361,451
FITBIT INC CL A	35,823	243,596
FIVE PRIME THERAPEUTICS INC	10,058	171,087
FIVE STAR SENIOR LIVING INC	4,558	31,450
FLAGSTAR BANCORP INC	28,024	1,142,258
FLEX LTD	167,551	3,012,567
FLEXIBLE SOLUTIONS INTL INC	4,800	11,952
FLEXSTEEL IND	3,153	110,260

Table of Contents

Identity of Issue, borrower, lessor, or similar party — FLOTEK INDUSTRIES INC	19,746	41,664
FLUENT INC	26,364	139,993
FLUOR CORP	30,060	480,058
FLUSHING FINANCIAL CORP	15,749	262,063
FNB CORP PA	103,018	978,671
FONAR CORP	2,259	39,216
FOOT LOCKER INC	50,727	2,051,400
FORESTAR GROUP INC	8,118	163,821
FORMFACTOR INC	19,602	843,278
FORTITUDE GOLD CORP	4,830	5,072
FORUM ENERGY TECHNOLOGIES INC	1,251	14,887
FORWARD AIR CORP	11,470	881,355
FOSSIL INC	18,053	156,520
FOSTER L B CO CL A	6,716	101,076
FRANKLIN ELECTRIC CO. INC.	5,225	361,622
FRANKS INTERNATIONAL NV	59,184	162,164
FREIGHTCAR AMERICA INC	7,555	18,208
FRESH DEL MONTE PRODUCE INC	20,165	485,372
FRIEDMAN INDS INC	1,579	10,832
FRP HOLDINGS INC	3,036	138,290
FS BANCORP INC	1,809	99,133
FTI CONSULTING INC	5,825	650,769
FULLER H B CO	22,933	1,189,764
FULTON FINANCIAL CORP	101,249	1,287,887
FUNKO INC A	2,032	21,092
FUTUREFUEL CORP	23,017	292,316
GAMESTOP CORP CL A	28,227	531,797
GANNETT CO INC	49,036	164,761
GASLOG LTD	14,670	54,572
GATES INDUSTRIAL CORP PLC	23,329	297,678
GATX CORP	17,127	1,424,624
GCP APPLIED TECHNOLOGIES INC	5,009	118,463
GENCO SHIPPING & TRADING LTD	12,909	95,010
GENCOR INDUSTRIES INC	2,966	36,482
GENESCO INC	9,138	274,962
GENIE ENERGY LTD B	5,823	41,984
GENTHERM INC	5,077	331,122
GENWORTH FINANCIAL INC A	23,897	90,331
GEOSPACE TECHNOLOGIES CORP	7,949	68,043
GERMAN AMERICAN BANCORP INC	5,688	188,216
GIBRALTAR INDUSTRIES INC	10,725	771,557
G-III APPAREL GROUP LTD	18,293	434,276
GLATFELTER CORP	22,468	368,026
GLOBAL INDEMNITY GROUP LLC-A	5,753	164,478
GLYCOMIMETICS INC	12,969	48,763
GMS INC	16,402	499,933
GOLD RESOURCE CORP	16,907	49,199
GOODRICH PETE CORP	886	8,940
GOODYEAR TIRE & RUBBER CO	81,615	890,420

Table of Contents

Identity of Issue, borrower, lessor, or similar party — GORMAN-RUPP CO	7,132	231,433
GP STRATEGIES CORP	6,168	73,152
GRAHAM CORPORATION	172	2,611
GRAHAM HOLDINGS CO	1,844	983,553
GRANITE CONSTRUCTION INC	23,850	637,034
GRAPHIC PACKAGING HOLDING CO	63,465	1,075,097
GRAY TELEVISION INC	52,526	939,690
GREAT LAKES DREDGE & DOCK CORP	35,858	472,250
GREAT SOUTHERN BANCORP INC	8,451	413,254
GREAT WESTERN BANCORP INC	20,757	433,821
GREEN BRICK PARTNERS INC	14,096	323,644
GREEN PLAINS INC	18,811	247,741
GREENBRIER COMPANIES INC	11,210	407,820
GREENLIGHT CAPITAL RE LTD A	18,586	135,864
GREIF INC CL A	11,070	518,962
GREIF INC CL B	2,857	138,222
GRIFFON CORP	17,943	365,678
GROUP 1 AUTOMOTIVE INC	7,451	977,124
GSI TECHNOLOGY INC	4,196	31,050
GUARANTY BANCSHARES INC	418	12,519
GUESS INC	27,396	619,698
GULF ISLAND FABRICATION INC	8,612	26,353
HACKETT GROUP INC	816	11,742
HAIN CELESTIAL GROUP INC	2,193	88,049
HALLMARK FIN SERVICES INC	4,726	16,825
HANCOCK WHITNEY CORP	35,283	1,200,328
HANMI FINANCIAL CORPORATION	14,356	162,797
HARBORONE NORTHEAST BANCORP INC	19,946	216,614
HARLEY-DAVIDSON INC	33,904	1,244,277
HARMONIC INC	61,557	454,906
HARSCO CORP	10,959	197,043
HARVARD BIOSCIENCES INC	12,612	54,105
HAVERTY FURNITURE COS INC	11,023	305,006
HAWAIIAN HLDGS INC	18,419	326,016
HAWKINS INC	3,757	196,529
HAYNES INTL INC	8,120	193,581
HEALTHSTREAM INC	10,376	226,612
HEARTLAND EXPRESS INC	31,080	562,548
HEARTLAND FINANCIAL USA INC	15,890	641,479
HECLA MINING CO	259,286	1,680,173
HEIDRICK & STRUGGLES INTL INC	10,375	304,818
HELIOS TECHNOLOGIES INC	5,022	267,622
HELIX ENERGY SOL GRP INC	93,705	393,561
HELMERICH & PAYNE INC	47,821	1,107,534
HEMISPHERE MEDIA GRP INC	2,456	25,444
HERC HOLDINGS INC	3,851	255,745
HERITAGE COMMERCE CORP	20,330	180,327
HERITAGE CRYSTAL CLEAN INC	4,417	93,066
HERITAGE FINANCIAL CORP WASH	14,586	341,167

Table of Contents

Identity of Issue, borrower, lessor, or similar party — HERITAGE INSURANCE HOLDINGS INC	14,940	151,342
HERTZ GLOBAL HOLDINGS INC	26,078	33,380
HIBBETT SPORTS INC	9,873	455,935
HILL INTL INC	5,059	9,713
HILLENBRAND INC	4,252	169,230
HILLTOP HLDGS I	35,827	985,601
HMS HOLDINGS CORP	4,105	150,859
HNI CORP	13,650	470,379
HOLLYFRONTIER CORP	54,610	1,411,669
HOME BANCORP INC	3,300	92,367
HOME BANCSHARES INC	9,379	182,703
HOMESTREET INC	12,030	406,013
HOMETRUST BANCSHARES INC	4,475	86,412
HOOKER FURNITURE CORP	4,681	150,962
HOPE BANCORP INC	70,553	769,733
HORACE MANN EDUCATORS CORP	22,229	934,507
HORIZON BANCORP INC INDIANA	16,975	269,224
HORIZON GLOBAL CORP	4,240	36,422
HOSTESS BRANDS INC CL A	48,931	716,350
HOUGHTON MIFFLIN HARCOURT CO	35,002	116,557
HOUSTON WIRE & CABLE CO	3,800	10,602
HOWARD BANCORP INC	1,883	22,238
HOWARD HUGHES CORP	7,779	613,996
HUB GROUP INC CL A	13,746	783,522
HUNTSMAN CORP	102,686	2,581,526
HURCO INC	2,508	75,240
HURON CONSULTING GROUP INC	9,878	582,308
HUTTIG BUILDING PRODUCTS INC	1,201	4,408
HYSTER-YALE MATERIALS HANDLING	3,237	192,763
ICF INTERNATIONAL INC	8,555	635,893
ICHOR HOLDINGS LTD	4,063	122,479
IES HOLDINGS INC	1,528	70,349
IMAX CORPORATION	14,710	265,074
INDEPENDENCE CONTRACT DRILLING	414	1,217
INDEPENDENCE HOLDING CO	5	205
INDEPENDENT BANK CORP MASS	4,642	339,052
INDEPENDENT BANK GROUP INC	27,562	1,723,176
INGLES MARKETS INC-CL A	5,929	252,931
INGREDION INC	25,572	2,011,749
INNOSPEC INC	9,391	852,045
INNOVIVA INC	1,970	24,408
INOGEN INC	1,826	81,586
INSIGHT ENTERPRISES INC	4,856	369,493
INSTEEL INDUSTRIES INC	8,006	178,294
INTEGER HOLDINGS CORP	12,374	1,004,645
INTERDIGITAL INC	4,631	281,009
INTERFACE INC	5,400	56,700
INTERNATIONAL BANCSHARES CORP	35,948	1,345,893
INTERNATIONAL GAME TECHNOLOGY PLC	29,411	498,222

Table of Contents

Identity of Issue, borrower, lessor, or similar party — INTERNATIONAL SEAWAYS INC	12,195	199,144
INTERPUBLIC GROUP OF COS INC	46,888	1,102,806
INTEST CORP	7,530	48,869
INTEVAC INC	10,220	73,686
INTREPID POTASH INC	5,748	138,814
INTRICON CORP	1,396	25,268
INVACARE CORP	23,549	210,764
INVESCO LTD	240,570	4,193,135
INVESTORS BANCORP INC	156,137	1,648,807
INVESTORS TITLE CO	741	113,373
IRIDIUM COMMUNICATIONS INC	26,750	1,051,944
IROBOT CORP	731	58,692
ITERIS INC	2,400	13,560
ITT INC	6,451	496,856
J ALEXANDERS HLDGS INC	4,735	34,518
J&J SNACKS FOOD CORP	1,409	218,916
J2 GLOBAL INC	4,406	430,422
JABIL INC	52,528	2,234,016
JANUS HENDERSON GROUP PLC	44,423	1,444,192
JAZZ PHARMA PLC	4,451	734,638
JEFFERIES FINANCIAL GROUP INC	25,734	633,056
JELD-WEN HOLDING INC	15,987	405,430
JETBLUE AIRWAYS CORP	97,875	1,423,103
JOHNSON OUTDOORS INC CL A	2,147	241,817
JONES LANG LASALLE INC	21,686	3,217,552
JOUNCE THERAPEUTICS INC	12,553	87,871
JUNIPER NETWORKS INC	6,606	148,701
KADANT INC	3,339	470,732
KAMAN CORP	10,795	616,718
KAR AUCTION SERVICES INC	24,332	452,819
KB HOME	22,937	768,848
KBR INC	35,081	1,085,055
KEARNY FINANCIAL CORP	37,935	400,594
KELLY SERVICES INC CL A	18,019	370,651
KENNAMETAL INC	32,458	1,176,278
KENNEDY-WILSON HOLDINGS INC	765	13,686
KEWAUNEE SCIENTIFIC CORP	482	6,078
KIMBALL ELECTRONICS INC	12,463	199,283
KIMBALL INTL INC CL B	2,846	34,010
KINGSTONE COS INC	1,243	8,266
KIRBY CORP	10,841	561,889
KLX ENERGY SVCS HLDGS INC W/I	2,292	14,806
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC	55,391	2,316,452
KNOWLES CORP	34,589	637,475
KOHLS CORP	44,918	1,827,713
KOPPERS HLDGS INC	2,935	91,455
KORN FERRY	22,802	991,887
KOSMOS ENERGY LTD	76,469	179,702
KRATON CORP	16,098	447,363

Table of Contents

Identity of Issue, borrower, lessor, or similar party — KRONOS WORLDWIDE INC	17,035	253,992
KULICKE & SOFFA INDUSTRIES INC	47,646	1,515,619
KVH INDUSTRIES INC	4,416	50,122
LA Z BOY INC	26,007	1,036,119
LAKELAND BANCORP INC	22,077	280,378
LAKELAND INDUSTRIES INC	3,461	94,312
LANDEC CORP	10,693	116,019
LANDMARK BANCORP INC	732	16,726
LANDS END INC	11,363	245,100
LANTHEUS HLDGS INC	995	13,423
LAREDO PETROLEUM INC	3,211	63,257
LAUREATE EDUCATION INC CL A	18,410	268,050
LCI INDUSTRIES	1,212	157,172
LCNB CORPORATION	2,003	29,424
LEAR CORP NEW	12,870	2,046,716
LENDINGCLUB CORP	19,855	209,669
LENSAR INC	6,017	43,623
LGI HOMES INC	4,632	490,297
LIBERTY BRAVES GROUP-A	2,230	55,460
LIBERTY BRAVES GROUP-C	3,415	84,965
LIBERTY BROADBAND CORP SER A 7% PFD PERP	670	19,162
LIBERTY LATIN AMERICA LTD CL A	16,937	188,509
LIBERTY LATIN AMERICA LTD CL C	54,771	607,410
LIBERTY OILFIELD SERVICES INC CL A	9,967	102,760
LIFETIME BRANDS INC	8,088	122,938
LIMONEIRA CO	3,002	49,983
LINCOLN NATIONAL CORP	45,947	2,311,594
LIONS GATE ENTERMENT CORP A	29,198	331,981
LIONS GATE ENTERTAINMENT CORP B	45,089	468,024
LIQUIDITY SERVICES INC	12,966	206,289
LITHIA MOTORS INC CL A	8,606	2,518,718
LIVE OAK BANCSHARES INC	10,208	484,472
LIVENT CORP	12,626	237,874
LSB INDUSTRIES INC	8,252	27,974
LSI INDUSTRIES INC	12,484	106,863
LUMBER LIQUIDATORS HLDNGS INC	3,076	94,556
LUMEN TECHNOLOGIES INC	5,042	49,160
LUMINEX CORP	9,177	212,172
LUMOS PHARMA INC	441	15,748
LUNA INNOVATIONS INC	4,212	41,615
LUTHER BURBANK CORP	4,416	43,277
LYDALL INC	6,978	209,549
M D C HOLDINGS INC	28,603	1,390,106
M/I HOMES INC	19,890	880,928
MACATAWA BK CORP	2,900	24,273
MACQUARIE INFRASTRUCTURE CORP	27,616	1,036,981
MACYS INC	113,168	1,273,140
MADISON SQUARE GARDEN ENTERTAINMENT CORP	1,387	145,690
MAGELLAN HEALTH INC	11,627	963,181

Table of Contents

Identity of Issue, borrower, lessor, or similar party — MAGNITE INC	6,816	209,319
MAIDEN HLDGS LTD	42,076	104,769
MAMMOTH ENERGY SERVICES INC	3,863	17,190
MANITOWOC CO INC	20,720	275,783
MANPOWERGROUP INC	13,879	1,251,608
MANTECH INTL CORP CL A	11,647	1,035,884
MARATHON OIL CORP	201,349	1,342,998
MARCHEX INC	648	1,270
MARCUS &MILLICHAP CO INC	12,961	482,538
MARCUS CORP	5,794	78,103
MARINEMAX INC	9,787	342,839
MARLIN BUSINESS SERVICES CORP	6,395	78,275
MARRIOTT VACATIONS WORLD	16,029	2,199,499
MARTEN TRANSPORT LTD	37,104	639,302
MASONITE WORLDWIDE HOLDINGS	7,243	712,277
MASTEC INC	33,166	2,261,258
MATADOR RESOURCES COMPANY	54,941	662,588
MATERION CORP	15,531	989,635
MATRIX SERVICE CO	12,025	132,516
MATSON INC	20,614	1,174,380
MATTHEWS INTL CORP CL A	12,057	354,476
MAXAR TECHNOLOGIES INC	10,655	411,176
MCEWEN MINING INC	24,025	23,665
MCGRATH RENTCORP	11,527	773,462
MDU RESOURCES GROUP INC	829	21,836
MEDNAX INC	34,488	846,336
MERCANTILE BANK CORP	7,694	209,046
MERCER INTERNATIONAL INC	32,543	333,566
MERCHANTS BANCORP	6,090	168,267
MERCURY GENERAL CORP	1,816	94,813
MEREDITH CORP.	12,781	245,395
MERIDIAN BANCORP INC	13,094	195,232
MERIDIAN BIOSCIENCE INC	10,515	196,525
MERIT MEDICAL SYSTEMS INC	3,633	201,668
MERITAGE HOMES CORP	15,110	1,251,410
MESA AIR GROUP INC	8,546	57,173
META FINL GROUP INC	11,590	423,730
METHODE ELECTRONICS INC	6,864	262,754
METROPOLITAN BANK HOLDING CORP	2,742	99,452
MGIC INVESTMENT CORP	17,021	213,614
MGP INGREDIENTS INC	2,817	132,568
MIDDLEBY CORP	20,173	2,600,703
MIDLAND STATES BANCORP INC	9,679	172,964
MIDWESTONE FINANCIAL GRP INC	5,902	144,599
MILLER INDUSTRIES INC TENN	6,528	248,195
MINERALS TECHNOLOGIES INC	20,705	1,286,195
MISTRAS GROUP INC	9,855	76,475
MODINE MANUFACTURING CO	29,400	369,264
MODIVCARE INC	4,493	622,865

Table of Contents

Identity of Issue, borrower, lessor, or similar party — MOHAWK INDUSTRIES INC	15,490	2,183,316
MOLSON COORS BEVERAGE CO B	8,292	374,715
MONARCH CASINO & RESORT INC	1,818	111,298
MONITRONICS INTERNATIONAL INC	763	9,538
MONRO INC	5,082	270,871
MOOG INC CL A	10,920	865,956
MOSAIC CO NEW	18,714	430,609
MOTORCAR PARTS OF AMERICA INC	9,150	179,523
MOVADO GROUP INC	1,384	23,002
MR COOPER GROUP INC	33,345	1,034,695
MRC GLOBAL INC	25,286	167,646
MSC INDUSTRIAL DIRECT CO CL A	15,503	1,308,298
MTS SYSTEMS CORP	4,538	263,930
MUELLER INDUSTRIES INC	18,385	645,497
MUELLER WATER PRODUCTS INC A	41,257	510,762
MURPHY OIL CORP	83,015	1,004,482
MVB FINANCIAL CORP	321	7,280
MYR GROUP INC/DELAWARE	8,699	522,810
MYRIAD GENETICS INC	28,015	553,997
NABORS INDUSTRIES LTD	2,507	145,983
NACCO INDUSTRIES INC CL A	1,778	46,761
NATIONAL BK HLDGS CORP	13,619	446,158
NATIONAL GEN HLDGS CORP	30,109	1,029,126
NATIONAL HEALTHCARE CORP	5,389	357,883
NATIONAL PRESTO INDS	1,581	139,808
NATIONAL WESTERN LIFE GROUP INC- A	1,170	241,535
NATURAL ALTERNATIVES INTL INC	1,498	15,609
NATURAL GAS SERVICES GROUP	7,953	75,394
NATURAL GROCERS VIT GROC INC	13,714	188,430
NATURES SUNSHINE PRODUCTS INC	1,481	22,141
NATUS MEDICAL INC	11,812	236,712
NAUTILUS INC	7,234	131,225
NAVIENT CORP	116,699	1,145,984
NBT BANCORP INC	14,068	451,583
NEENAH INC	5,271	291,592
NELNET INC CL A	19,721	1,404,924
NEOPHOTONICS CO	25,435	231,204
NETGEAR INC	18,897	767,785
NETSCOUT SYSTEMS INC	29,273	802,666
NETWORK-1 TECHNOLOGIES INC	4,399	16,232
NEW HOME CO INC	5,261	24,674
NEW YORK COMMUNITY BANCORP INC	174,948	1,845,701
NEWPARK RESOURCES INC	57,420	110,246
NEWS CORP NEW CL A	87,877	1,579,150
NEWS CORP NEW CL B	49,099	872,489
NEWSTAR FINANCIAL INC RT CVR	16,905	0
NEXA RESOURCES SA	12,990	125,224
NEXSTAR MEDIA GROUP INC A	18,378	2,006,694
NEXSTAR MEDIA GROUP INC A CVR	6,927	0

Table of Contents

Identity of Issue, borrower, lessor, or similar party — NEXTGEN HEALTHCARE INC	24,569	448,139
NEXTIER OILFIELD SOLUTIONS INC	60,805	209,169
NICOLET BANKSHARES INC	1,903	126,264
NIELSEN HOLDINGS PLC	96,901	2,022,324
NL INDUSTRIES	7,483	35,769
NMI HOLDINGS INC	663	15,017
NN INC	15,124	99,365
NORDIC AMERICAN TANKER LTD	38,473	113,495
NORTHEAST BANK	4,244	95,575
NORTHFIELD BANCORP INC NEW	27,408	337,941
NORTHRIM BANCORP INC	3,320	112,714
NORTHWEST BANCSHARES INC	48,326	615,673
NORTHWEST PIPE CO	7,287	206,222
NOV INC	78,836	1,082,418
NOW INC	39,037	280,286
NU SKIN ENTERPRISES INC CL A	12,294	671,621
NUVASIVE INC	4,302	242,332
NV5 GLOBAL INC	5,975	470,711
NVENT ELECTRIC PLC	21,616	503,437
OCEANEERING INTERNATIONAL INC	50,200	399,090
OCEANFIRST FINANCIAL CORP	18,174	338,582
OCWEN FINANCIAL CORP	3,179	91,905
ODP CORP/THE	20,441	598,921
OFG BANCORP	23,444	434,652
OIL STATES INTERNATIONAL INC	28,277	141,951
OIL-DRI CORP OF AMERICA	1,344	45,804
OLD NATIONAL BANCORP (IND)	71,865	1,190,084
OLD REPUBLIC INTL CORP	69,254	1,364,996
OLD SECOND BANCORP	9,006	90,961
OLIN CORP	89,971	2,209,688
OLYMPIC STEEL INC	4,828	64,357
ON SEMICONDUCTOR CORP	60,768	1,988,937
ONEMAIN HOLDINGS INC	49,224	2,370,628
ONESPAN INC	7,329	151,564
ONESPAWORLD HOLDINGS LTD	999	10,130
ONTO INNOVATION INC	11,294	537,030
OPKO HEALTH INC	34,593	136,642
OPPENHEIMER HLDGS CL A NON-VTG	4,922	154,698
OPTION CARE HEALTH INC	10,535	164,767
ORASURE TECHNOLOGIES INC	24,125	255,363
ORBCOMM INC	41,815	310,267
ORIGIN BANCORP INC	1,812	50,319
ORION GROUP HOLDINGS INC	19,113	94,800
ORMAT TECHNOLOGIES INC	3,160	285,285
ORRSTOWN FINANCIAL SERVICES	535	8,854
ORTHOFIX MEDICAL INC	3,573	153,568
OSHKOSH CORP	20,083	1,728,544
OSI SYSTEMS INC	7,403	690,108
OVERSEAS SHIPHLDG GRP INC NEW	28,622	61,251

Table of Contents

Identity of Issue, borrower, lessor, or similar party — OWENS AND MINOR INC	45,424	1,228,719
OWENS CORNING INC	20,456	1,549,747
OWL ROCK CAPITAL CORPORATION	6,560	83,050
OXFORD INDUSTRIES	6,158	403,411
PACIFIC PREMIER BANCORP INC	33,205	1,040,313
PACWEST BANCORP	58,011	1,473,479
PAM TRANSPORTAION	566	27,734
PAR PACIFIC HOLDINGS INC	9,003	125,862
PARK AEROSPACE CORP	9,660	129,541
PARK NATIONAL CORP	4,057	426,026
PARK OHIO HLDGS CORP	4,514	139,483
PARKER DRILLING CO	727	6
PARSLEY ENERGY INC CL A	116,740	1,657,708
PATRICK INDUSTRIES INC	7,042	481,321
PATRIOT TRANSPORTATION HOLDING INC	253	2,221
PATTERSON COMPANIES INC	35,604	1,054,947
PATTERSON-UTI ENERGY INC	95,845	504,145
PBF ENERGY INC CL A	58,302	413,944
PC CONNECTION INC	10,664	504,301
PCSB FINANCIAL CORP	5,453	86,921
PDC ENERGY INC	44,162	906,646
PDF SOLUTIONS INC	6,758	145,973
PDL BIOPHARMA INC	62,577	154,565
PEABODY ENERGY CORP	46,215	111,378
PEAPACK GLADSTONE FINL CORP	9,154	208,345
PENN VIRGINIA CORP	4,966	50,405
PENNANT GROUP INC	3,322	192,875
PENNS WOODS BANCORP INC	496	12,901
PENNYMAC FINANCIAL SERVICES INC	8,469	555,736
PENSKE AUTOMOTIVE GROUP INC	35,061	2,082,273
PEOPLES BANCORP INC	9,828	266,241
PEOPLES UNITED FINANCIAL INC	151,900	1,964,067
PERDOCEO EDUCATION CORP	14,777	186,634
PERFICIENT INC	14,018	667,958
PERFORMANCE FOOD GROUP CO	9,486	451,628
PERRIGO CO PLC	32,670	1,461,002
PGT INNOVATIONS INC	13,713	278,922
PHOTRONIC INC	40,976	457,292
PHX MINERALS INC A	4,107	9,446
PILGRIMS PRIDE CORP NEW	19,479	381,983
PINNACLE FINL PARTNERS INC	29,810	1,919,764
PLAYA HOTELS & RESORTS NV	28,307	168,427
PLAYAGS INC	3,729	26,849
PLEXUS CORP	13,968	1,092,437
POPULAR INC	52,576	2,961,080
POST HOLDINGS INC	25,456	2,571,311
POTBELLY CORP	9,745	42,878
POWELL INDUSTRIES INC	6,004	177,058
PQ GROUP HOLDINGS INC	24,625	351,153

Table of Contents

Identity of Issue, borrower, lessor, or similar party — PRA GROUP INC	11,558	458,390
PREFERRED BANK LOS ANGELES	3,425	172,860
PREFORMED LINE PRODUCTS CO	2,316	158,507
PREMIER FINANCIAL BANCORP	3,118	41,438
PREMIER FINANCIAL CORP	19,472	447,856
PREMIER INC	28,042	984,274
PRESTIGE CONSUMER HEALTHCARE INC	22,187	773,661
PRICESMART INC	12,767	1,162,946
PRIMORIS SVCS CORP	20,102	555,016
PROASSURANCE CORPORATION	15,972	284,142
PROG HOLDINGS INC	18,735	1,009,254
PROPETRO HOLDING CORP	36,220	267,666
PROSPERITY BANCSHARES INC	8,447	585,884
PROTECTIVE INSURANCE CORP CL B	4,320	59,227
PROTHENA CORP PLC	10,886	130,741
PROVIDENT FINANCIAL HLDGS INC	2,348	36,887
PROVIDENT FINANCIAL SVCS INC	27,636	496,343
PVH CORP	21,789	2,045,769
QCR HOLDINGS INC	5,401	213,826
QEP RESOURCES INC	83,129	198,678
QUAD/GRAPHICS INC CL A	14,973	57,197
QUANEX BUILDING PRODUCTS	15,828	350,907
QUANTA SVCS INC	31,265	2,251,705
QUINSTREET INC	10,995	235,733
QURATE RETAIL INC	158,079	1,734,127
QURATE RETAIL INC 8% PFD 03/15/2031	4,742	469,268
RADIAN GROUP INC	47,110	953,978
RADIANT LOGISTICS INC	20,470	118,726
RAFAEL HOLDINGS INC	4,689	109,347
RALPH LAUREN CORP	10,048	1,042,380
RAMBUS INC	28,635	499,967
RANGE RESOURCES CORP	139,072	931,782
RANPAK HOLDINGS CORP A	2,214	29,756
RAYONIER ADVANCED MATERIALS	23,355	152,275
RBB BANCORP	7,014	107,875
RCI HOSPITALITY HOLDINGS INC	4,286	169,040
RE/MAX HOLDINGS INC CL A	4,753	172,676
READING INTL INC CL A	7,090	35,592
REALNETWORKS INC	4,000	6,240
REALOGY HOLDINGS CORP	40,288	528,579
RED LION HOTEL CORP	13,116	45,381
RED ROBIN GOURMET BURGERS INC	4,458	85,727
REGAL BELOIT CORP	13,457	1,652,654
REGIONAL MANAGEMENT CORP	5,394	161,065
REGIS CORPORATION	3,672	33,746
REINSURANCE GROUP OF AMERICA	21,770	2,523,143
RELIANCE STEEL & ALUMINUM CO	32,089	3,842,658
RELIANT BANCORP INC	1,185	22,065
RENASANT CORP	21,038	708,560

Table of Contents

Identity of Issue, borrower, lessor, or similar party — RENEWABLE ENERGY GROUP INC	24,545	1,738,277
RENT A CTR INC	1,475	56,478
REPUBLIC BANCORP INC KY CL A	6,429	231,894
REPUBLIC FIRST BANCORP INC	16,781	47,826
RESIDEO TECHNOLOGIES INC	37,686	801,204
RESOLUTE FOREST PRODUCTS INC	31,168	203,839
RESOURCES CONNECTION INC	20,239	254,404
REV GROUP INC	14,430	127,128
REX AMERICAN RESOURCES CORP	3,386	248,769
REXNORD CORP NEW	24,090	951,314
RF INDUSTRIES LTD	426	2,092
RIBBON COMMUNICATIONS INC	37,002	242,733
RING ENERGY INC	8,572	5,657
RITE AID CORP	25,967	411,058
RIVERVIEW BANCORP INC	7,537	39,645
ROCKY BRANDS INC	3,100	87,017
ROGERS CORP	6,615	1,027,243
RPC INC	48,331	152,243
RUSH ENTERPRISES INC CL A	16,882	699,252
RYDER SYSTEM INC	19,200	1,185,792
RYERSON HOLDING CORP	2,700	36,828
S & T BANCORP	10,077	250,313
SAFETY INSURANCE GROUP INC	4,701	366,208
SAGA COMMUNICATIONS INC CL A	232	5,573
SAIA INC	7,524	1,360,339
SANDERSON FARMS INC	9,009	1,190,990
SANDRIDGE ENERGY INC	9,723	30,141
SANDY SPRING BANCORP INC	22,347	719,350
SANMINA CORP	34,522	1,100,907
SANTANDER CONSUMER USA HLDGS INC	94,348	2,077,543
SAVARA INC	99	114
SCANSOURCE INC	8,158	215,208
SCHNEIDER NATIONAL INC CL B	11,292	233,744
SCHNITZER STEEL INDS INC CL A	16,791	535,801
SCHOLASTIC CORP	13,073	326,825
SCHWEITZER-MAUDUIT INTL INC	14,612	587,549
SCORPIO TANKERS INC	21,641	242,163
SCRIPPS (EW) CO CL A	29,048	444,144
SEABOARD CORP	292	885,052
SEACOAST BANKING CORP FLORIDA	10,949	322,448
SEACOR HOLDINGS INC	8,931	370,190
SEACOR MARINE HOLDINGS INC	8,174	22,152
SECUREWORKS CORP	1,889	26,862
SELECT ENERGY SERVICES INC CL A	29,356	120,360
SELECT INTERIOR CONCEPTS INC	7,810	55,842
SELECT MEDICAL HLDGS CORP	49,329	1,364,440
SENECA FOODS CORP CL A	3,741	149,266
SENSATA TECHNOLOGIES HOLDING PLC	42,948	2,265,078
SENSIENT TECHNOLOGIES CORP	6,077	448,300

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SFL CORP LTD	40,334	253,298
SHOE CARNIVAL	5,961	233,552
SHORE BANCSHARES INC	890	12,994
SIERRA BANCORP	7,614	182,127
SIGNET JEWELERS LTD	20,505	559,171
SILGAN HOLDINGS INC	515	19,096
SILVERBOW RESOURCES INC	2,588	13,742
SIMMONS 1ST NATL CORP CL A	48,304	1,042,883
SIMPLY GOOD FOODS CO	13,502	423,423
SIRIUSPOINT LTD	32,629	310,628
SKECHERS USA INC CL A	2,873	103,256
SKYLINE CHAMPION CORP	3,397	105,103
SKYWEST INC	31,289	1,261,260
SM ENERGY CO	41,387	253,288
SMART GLOBAL HOLDINGS INC	4,840	182,129
SMART SAND INC	3,804	6,543
SMARTFINANCIAL INC	3,405	61,767
SMITH & WESSON BRANDS INC	20,454	363,059
SMITH MICRO SOFTWARE INC	5,100	27,642
SNAP-ON INCORPORATED	11,107	1,900,852
SOLARIS OILFIELD INFRASTRUCTURE INC CL A	10,073	81,994
SONIC AUTOMOTIVE INC CL A	16,269	627,495
SONOCO PRODUCTS CO	13,726	813,266
SOUTH STATE CORP	20,103	1,453,447
SOUTHERN FIRST BANCSHARES INC	1,143	40,405
SOUTHERN MISSOURI BANCORP INC	489	14,885
SOUTHERN NATL BANCORP VA INC	9,631	116,631
SOUTHSIDE BANCSHARES INC	4,699	145,810
SOUTHWESTERN ENERGY CO	288,741	860,448
SP PLUS CORP	3,465	99,896
SPARTANNASH CO	12,845	223,631
SPECTRUM BRANDS HOLDINGS INC	14,360	1,134,153
SPIRIT AEROSYSTEM HLD INC CL A	4,174	163,162
SPIRIT AIRLINES INC	25,685	627,998
SPIRIT OF TEXAS BANCSHARES INC	1,569	26,359
SPOK HOLDINGS INC	8,824	98,211
SPORTSMANS WHSE HLDGS INC	7,677	134,731
SPX FLOW INC	9,537	552,765
ST JOE COMPANY	1,602	68,005
STANDARD MOTOR PRODUCTS INC	9,341	377,937
STANDEX INTL CORP	5,927	459,461
STAR EQUITY HOLDINGS INC	460	1,651
STATE AUTO FINANCIAL CORP	8,484	150,506
STEEL DYNAMICS INC	113,128	4,171,029
STEELCASE INC CLASS A	30,070	407,449
STEPAN CO	8,285	988,566
STERLING BANCORP INC/MI	7,239	32,865
STERLING BANCORP/DE	84,770	1,524,165
STERLING CONSTRUCTION CO INC	11,732	218,333

Table of Contents

Identity of Issue, borrower, lessor, or similar party — STEVEN MADDEN LTD	1,172	41,395
STEWART INFORMATION SERVICES	13,458	650,829
STIFEL FINANCIAL CORP	27,096	1,367,264
STONERIDGE INC	13,192	398,794
STONEX GROUP INC	5,377	311,328
STRATASYS LTD	8,571	177,591
STRATTEC SEC CORP	2,026	100,003
STRIDE INC	19,602	416,150
SUMMIT FINANCIAL GROUP INC	490	10,819
SUMMIT MATERIALS INC CL A	50,128	1,006,570
SUNCOKE ENERGY INC	29,499	128,321
SUPER MICRO COMPUTER INC	7,758	245,618
SUPERIOR GROUP OF COS INC	3,094	71,905
SUPERNUS PHARMACEUTICALS INC	21,916	551,407
SURGALIGN HOLDINGS INC	35,996	78,831
SURGERY PARTNERS INC	5,703	165,444
SYKES ENTERPRISES INC	18,159	684,050
SYNLOGIC INC	7,453	16,098
SYNNEX CORP	19,232	1,566,254
SYNOVUS FINANICAL CORP.	22,312	722,239
TALOS ENERGY INC	17,636	145,321
TAPESTRY INC	24,852	772,400
TARGA RESOURCES CORP	20,935	552,265
TARO PHARMACEUTICALS IND	1,793	131,642
TAYLOR MORRISON HOME CORP	51,511	1,321,257
TCF FINANCIAL CORP	48,035	1,778,256
TEAM INC	13,123	143,041
TECHNIPFMC PLC	100,861	948,093
TEEKAY CORP	4,786	10,290
TEEKAY TANKERS LTD CL A	10,105	111,256
TEGNA INC	69,988	976,333
TEJON RANCH CO	15,508	224,091
TELEPHONE & DATA SYSTEMS INC	46,660	866,476
TENNECO INC	3,910	41,446
TEREX CORP	21,038	734,016
TERRITORIAL BANCORP INC	5,399	129,738
TESSCO TECHNOLOGIES INC	4,066	25,372
TEXAS CAPITAL BANCSHARES INC	22,159	1,318,461
TEXTAINER GROUP HLDGS LTD	28,685	550,178
TEXTRON INC	20,089	970,901
THE SHYFT GROUP INC	9,584	271,994
THERMON GROUP HOLDINGS INC	20,800	325,104
THOR INDUSTRIES INC	6,420	596,996
TIDEWATER INC	17,143	148,116
TILLYS INC	8,259	67,393
TIMBERLAND BANCORP INC	1,619	39,277
TIMKEN CO	29,239	2,261,929
TIMKENSTEEL CORP	28,176	131,582
TIPTREE INC	1,590	7,982

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TITAN INTERNATIONAL INC	49,577	240,944
TITAN MACHINERY INC	14,263	278,842
TOLL BROTHERS INC	78,742	3,422,915
TOOTSIE ROLL INDUSTRIES INC	958	28,453
TOPBUILD CORP	6,454	1,188,052
TOWNE BANK	18,466	433,582
TOWNSQUARE MEDIA INC	1,275	8,492
TRANSCAT INC	656	22,750
TRANSOCEAN LTD	153,936	355,592
TRAVELCENTERS OF AMERICA INC	3,222	105,037
TRECORA RESOURCES	8,867	61,980
TREDEGAR CORP	14,019	234,117
TREEHOUSE FOODS INC	11,359	482,644
TRI POINTE HOMES INC	79,143	1,365,217
TRIBUNE PUBLISHING CO	18,347	251,354
TRICO BANCSHARES	11,267	397,500
TRIMAS CORP	7,058	223,527
TRINITY INDUSTRIES INC	66,932	1,766,335
TRINSEO SA	7,116	364,410
TRIPLE-S MANAGEMENT CORP CL B	11,877	253,574
TRISTATE CAPITAL HOLDINGS INC	12,610	219,414
TRITON INTERNATIONAL LTD	34,484	1,672,819
TRIUMPH BANCORP INC	7,385	358,542
TRONOX HOLDINGS PLC	38,154	557,811
TRUEBLUE INC	16,667	311,506
TRUECAR INC	37,583	157,849
TRUSTCO BANK CORP NY	49,780	332,033
TRUSTMARK CORP	36,548	998,126
TTM TECHNOLOGIES INC	49,010	676,093
TUTOR PERINI CORP	20,867	270,228
TWIN DISC INC	4,160	32,656
UFP INDUSTRIES INC	27,258	1,514,182
UFP TECHNOLOGIES INC	2,566	119,576
ULTRA CLEAN HOLDINGS INC	17,389	541,667
ULTRALIFE CORP	1,039	6,722
UMB FINANCIAL CORP	3,002	207,108
UMPQUA HOLDINGS CORP	93,567	1,416,604
UNIFI INC	7,025	124,624
UNIFIRST CORP	2,491	527,320
UNITED BANKSHARES INC. W VA.	36,879	1,194,880
UNITED COMMUNITY BANKS GA	25,079	713,247
UNITED FIRE GROUP INC	9,451	237,220
UNITED INS HLDGS CORP	13,862	79,291
UNITED NATURAL FOODS INC	35,030	559,429
UNITED STATES CELLULAR CORP	18,660	572,675
UNITED STATES LIME & MIN INC	1,194	136,116
UNITED STATES STEEL CORP	67,269	1,128,101
UNITED THERAPEUTICS CORP DEL	193	29,295
UNIVAR INC	49,272	936,661

Table of Contents

Identity of Issue, borrower, lessor, or similar party — UNIVERSAL CORP	11,507	559,355
UNIVERSAL ELECTRONICS INC	5,826	305,632
UNIVERSAL HEALTH SVCS INC CL B	2,263	311,163
UNIVERSAL INSURANCE HLDGS INC	6,139	92,760
UNIVERSAL LOGISTICS HOLDINGS INC	4,150	85,449
UNIVERSAL STAINLESS & ALLOY	3,380	25,282
UNIVERSAL TECH INST INC	5,805	37,500
UNIVEST FINANCIAL CORP	13,971	287,523
UNUM GROUP	76,248	1,749,129
URBAN ONE INC CL A	1,287	5,418
URBAN OUTFITTERS	35,693	913,741
US CONCRETE INC C NEW	8,992	359,410
US FOODS HOLDING CORP	67,407	2,245,327
US SILICA HOLDINGS INC	40,497	284,289
US XPRESS ENTERPRISES INC	4,000	27,360
USA TRUCK INC	4,072	36,363
VALLEY NATL BANCORP	236,044	2,301,429
VALMONT INDUSTRIES INC	6,119	1,070,397
VANDA PHARMACEUTICALS INC	17,868	234,786
VAREX IMAGING CORP	6,090	101,581
VECTRUS INC-WI	4,208	209,222
VEECO INSTRUMENT	18,639	323,573
VENATOR MATERIALS PLC	26,113	86,434
VERA BRADLEY INC	16,309	129,820
VERINT SYSTEMS INC	2,633	176,885
VERITEX HOLDINGS INC	4,517	115,906
VERITIV CORP	6,302	131,019
VERSO CORPA	12,873	154,733
VIAD CORP	8,470	306,360
VIASAT INC	4,612	150,582
VIDLER WATER RESOUCES INC	11,406	106,646
VILLAGE SUPER MKT INC CL A NEW	5,175	114,161
VIRTUS INVESTMENT PARTNERS	2,212	480,004
VIRTUSA CORP	4,900	250,537
VISHAY INTERTECHNOLOGY INC	84,426	1,748,462
VISHAY PRECISION GROUP INC	2,804	88,270
VISTA OUTDOOR INC	22,718	539,780
VISTRA CORP	7,540	148,236
VOXX INTERNATIONAL CORP	12,828	163,685
VOYA FINANCIAL INC	46,551	2,737,664
VSE CORP	4,410	169,741
WABASH NATIONAL CORP	21,510	370,617
WADDELL & REED FINL INC CL A	22,510	573,330
WALKER & DUNLOP INC	7,700	708,554
WARRIOR MET COAL INC	19,550	416,806
WASHINGTON FEDERAL INC	41,443	1,066,743
WASHINGTON TR BANCORP INC	6,890	308,672
WATERSTONE FINANCIAL INC	13,669	257,251
WAYSIDE TECHNOLOGY GROUP INC	800	15,280

Table of Contents

Identity of Issue, borrower, lessor, or similar party — WEBSTER FINANCIAL	5,023	211,719
WEIS MARKETS INC	13,586	649,547
WERNER ENTERPRISES INC	35,792	1,403,762
WESBANCO INC	29,937	896,913
WESCO INTERNATIONAL INC	21,024	1,650,384
WESCO INTERNATIONAL INC SER A 10.625%/VAR PFD PERP	10,713	331,460
WEST BANCORPORATION INC	2,296	44,313
WESTERN NEW ENGLAND BANCORP INC	17,057	117,523
WESTLAKE CHEMICAL CORP	49,256	4,019,290
WESTROCK CO	68,931	3,000,566
WESTWOOD HOLDINGS GROUP INC	1,206	17,487
WEYCO GROUP INC	5,177	82,004
WHITE MOUNTAINS INS GROUP LTD	820	820,541
WILEY (JOHN) & SONS INC CL A	13,000	593,580
WILEY (JOHN) & SONS INC CL B	876	39,586
WILLDAN GROUP	1,039	43,326
WILLSCOT MOBILE MINI HOLDINGS CORP	36,906	855,112
WINNEBAGO INDUSTRIES INC	12,833	769,210
WINTRUST FINANCIAL CORP	13,145	803,028
WOLVERINE WORLD WIDE INC	5,254	164,188
WORLD ACCEPTANCE CORP	1,489	152,206
WORLD FUEL SERVICES CORP	30,334	945,207
WORTHINGTON INDUSTRIES INC	18,843	967,400
WPX ENERGY INC	163,377	1,331,523
WSFS FINANCIAL CORP	26,145	1,173,388
XEROX HOLDINGS CORP	72,033	1,670,445
XPERI HOLDING CORP	31,815	664,934
XPO LOGISTICS INC	15,348	1,829,482
YELP INC	12,080	394,654
ZAGG INC	12,558	52,367
ZIONS BANCORP	88,538	3,846,091
ZIX CORP	3,600	31,068
ZOVIO INC	24,045	113,973
ZUMIEZ INC	15,897	584,692
STIFS and Money Markets
FID BANK TRST ST INV FUND	1,046,887	1,046,887
DFA Small Mid Value Account		624,373,569
PIMCO Total Return Account
Commingled Pools
HIGH YIELD PORTFOLIO INSTL CL	4,768,460	36,669,461
PIMCO ASSET BACK SECS PORT-UNL	10,846,561	134,822,754
PIMCO EMMERG MKTS FD INST CL	5,593,751	57,839,381
PIMCO INTL PORT FUND(UNLISTED)	12,687,801	67,752,860
PIMCO INV GRD CORP PORT(UNLST)	49,775,975	496,764,231
PIMCO MTG PORT INSTL CL(UNLST)	16,293,051	181,341,654
PIMCO MUNI SECTR PORT INSTL CL	2,233,515	15,813,285
PIMCO REAL RETRN BD FD INST CL	808,370	6,717,551
PIMCO SHORT TM FLT NAV PORT II	8,166,809	81,782,425

Table of Contents

Identity of Issue, borrower, lessor, or similar party — PIMCO US GOVT SECTOR PORT INST	29,167,246	296,339,218
STIFS and Money Markets
SSBK GOVT STIF FUND	393,227	393,227
PIMCO Total Return Account		1,376,236,047
International Growth Account
Currency
AUSTRALIAN DOLLAR CURRENCY	-786,092	-606,037
BRAZILIAN REAL	21,855	4,208
BRITISH POUND STERLING CURRENCY	67	91
CANADIAN DOLLAR	58,054	45,608
DANISH KRONE	2,879	473
EURO MONETARY UNIT.	180,213	220,157
HONG KONG DOLLAR	4,727	610
HUF	767,977	2,587
INDIAN RUPEE	389,921	345,621
JAPANESE YEN	93,444,556	904,988
MEXICAN PESO CURRENCY	399,553	20,079
NEW ZEALAND DOLLAR CURRENCY	839,958	604,350
SINGAPORE DOLLAR CURRENCY	-2,122	-1,606
SOUTH KOREAN WON	421	0
SWEDISH KRONA CURRENCY	430	52
SWISS FRANC	431	487
TAIWAN DOLLAR	23	1
Forward Currency Contract
CURRENCY CONTRACTUSD	-92,525,564	96
Futures
BP CURRENCY FUT MAR21 BPH1	-333	-85,331
FTSE 100 IDX FUT MAR21 Z H1	-436	514,867
JPN YEN CURR FUT MAR21 JYH1	786	-29,475
MSCI EAFE FUT MAR21 MFSH1	284	-244,240
MSCI EMGMKT FUT MAR21 MESH1	483	-50,715
TOPIX INDX FUTR MAR21 TPH1	276	0
Publicly-traded Common Stock
ACCENTURE PLC CL A	62,504	16,326,670
ACCOR SA	126,009	4,556,591
ADIDAS AG	46,176	16,804,810
ADIDAS AG	14,390	5,236,946
ADYEN BV	2,201	5,122,262
AIA GROUP LTD	1,434,200	17,574,960
AIA GROUP LTD	201,200	2,465,543
AIER EYE HOSPITAL GROUP CO LTD	61,529	706,009
AIER EYE HOSPITAL GROUP CO LTD WT 11/18/19	31,600	362,591
AIRBUS SE	56,097	6,152,704
AIRPORTS OF THAILAND PCL-NVDR	567,500	1,179,528
AIRTAC INTERNATIONAL GROUP	139,700	4,473,263
AKZO NOBEL NV	33,251	3,568,968
ALCON INC	54,106	3,596,066

Table of Contents

Identity of Issue, borrower, lessor, or similar party — ALCON INC	99,122	6,587,980
ALIBABA GROUP HOLDING LTD SPON ADR	77,601	18,060,081
ALIBABA GROUP HOLDING LTD SPON ADR	48,297	11,240,161
ALIBABA GROUP HOLDING LTD SPON ADR	50,843	11,832,691
ALIBABA HEALTH INFORMATION TECHNOLOGY LTD	448,000	1,323,349
ALLEGION PLC	129,609	15,083,895
ANGLOGOLD ASHANTI LTD	56,444	1,315,631
AON PLC	64,312	13,587,196
ASIAN PAINTS LTD (DEMAT)	76,030	2,877,100
ASML HOLDING NV	17,559	8,527,826
ASSA ABLOY AB SER B	219,404	5,400,033
ASTRAZENECA PLC	71,603	7,171,449
ATLAS COPCO AB SER A	82,120	4,203,016
B3 SA BRASIL BOLSA BALCAO	100,300	1,196,834
BANK FOR FOREIGN TRADE JSC WT 10/18/21	122,110	517,906
BANK RAKYAT INDONESIA TBK PT	13,327,900	3,955,683
BUNZL PLC	240,500	8,034,630
BYD COMPANY LTD H	86,000	2,254,152
CAE INC	547,636	15,174,108
CANADIAN NATL RAILWAY CO	143,630	15,790,386
CANADIAN NATL RAILWAY CO	42,980	4,725,133
CANADIAN NATL RAILWAY CO	100,618	11,052,887
CAPGEMINI SA (FF40)	26,752	4,144,024
CELLNEX TELECOM SAU	209,779	12,588,302
CENTRE TESTING INTL GRP CO LTD WT 11/23/21	491,500	2,061,125
CHINA CONSTRUCTION BANK CORP H	1,428,600	1,085,393
CHINA INTERNATIONAL CAPITAL CORP LTD H	972,400	2,634,058
CHINA MERCHANTS BANK CO LTD H	487,500	3,081,284
CHRISTIAN HANSEN HOLDING SA	66,326	6,819,415
CIE FINANCIERE RICHEMONT SA A	68,422	6,189,127
CLICKS GROUP LTD	80,482	1,383,830
COMMONWEALTH BK OF AUSTRALIA	211,335	13,378,077
COMPASS GROUP PLC	547,052	10,196,516
CONTEMPORARY AMPEREX TECHNOLOGY CO LTD WT 07/08/22	89,400	4,809,358
COPA HOLDINGS SA CL A	16,225	1,253,057
COUNTRY GARDEN SERVICES HOLDINGS CO LTD	196,000	1,326,058
DAVIDE CAMPARI MILANO NV	439,854	5,018,827
DIAGEO PLC	118,480	4,662,976
DIAGEO PLC	379,548	14,937,738
DOLLARAMA INC	107,931	4,398,979
DR REDDYS LABS LTD (DEMAT)	20,855	1,485,910
DSV PANALPINA A/S	36,524	6,114,910
EISAI CO LTD	37,600	2,684,492
ESCORTS LTD (DEMAT)	110,264	1,902,372
ESSILORLUXOTTICA	70,203	10,939,134
EUROFINS SCIENTIFIC SE	135,670	11,374,822
FANUC CORPORATION	35,100	8,620,754
FERRARI NV	24,220	5,581,845

Table of Contents

Identity of Issue, borrower, lessor, or similar party — FISHER & PAYKEL HEALTHCARE CORP	256,730	6,090,127
FLUTTER ENTERTAINMENT PLC	23,746	4,906,618
FUCHS PETROLU SE (GERW) PFD	76,995	4,368,190
GEBERIT AG (REG)	19,207	12,023,630
GLOBALWAFERS CO LTD	26,000	654,926
GLOBANT SA	7,218	1,570,709
GLODON CO LTD A (HSBC) WT 12/07/21	102,900	1,241,415
GMO PAYMENT GATEWAY INC	23,200	3,109,661
GRUPO AERO CENTRO NORTE CL B	111,800	721,325
GRUPO FINANCIERO BANORTE SAB	416,900	2,303,064
GRUPO MEXICO SAB DE CV SER B	573,700	2,425,169
GRUPO TELEVISA (CPO) SPON ADR	878,800	7,241,312
HDFC BANK LTD (DEMAT)	198,391	3,900,502
HDFC BANK LTD SPON ADR	161,488	11,669,123
HEINEKEN NV	178,426	19,883,599
HEINEKEN NV	53,097	5,917,072
HINDUSTAN UNILEVER LTD	30,760	1,008,597
HONG KONG EXCHS & CLEARING LTD	40,700	2,231,230
HOUSING DEV FN CORP LTD(DEMAT)	644,880	22,586,197
HOUSING DEV FN CORP LTD(DEMAT)	88,318	3,093,239
HOWDEN JOINERY GROUP PLC	994,540	9,378,791
HYUNDAI MOTOR CO	24,324	4,290,873
IHS MARKIT LTD	188,806	16,960,443
INDITEX SA	144,961	4,611,465
INFINEON TECHNOLOGIES AG	164,112	6,293,300
INFOSYS LTD SPON ADR	207,900	3,523,905
INTERCONTINENTAL HOTELS GP PLC	197,920	12,693,748
INTERMEDIATE CAPITAL GROUP PLC	249,512	5,889,244
INTERTEK GROUP PLC	162,950	12,585,671
ITAU UNIBANCO HLDG SA SPON ADR	608,700	3,706,983
JAMES HARDIE INDUSTRES PLC CDI	111,380	3,281,891
JD.COM INC SPON ADR	43,270	3,803,433
JIANGSU HENGLI HYDRAULIC C-A (HSBC) (CWT) 04/23/20	199,116	3,447,395
JULIUS BAER GRUPPE AG	95,446	5,498,414
KASIKORNBANK PCL NVDR	299,500	1,130,000
KERRY GROUP PLC CL A	111,698	16,170,020
KEYENCE CORP	23,800	13,368,844
KEYENCE CORP	9,300	5,223,960
KEYENCE CORP	48,400	27,187,061
KWEICHOW A MMA(HSBC)(ELN)12/24	4,950	1,515,329
LG CHEMICAL LTD	5,478	4,147,236
LG HOUSEHOLD & HEALTHCARE LTD	8,841	13,159,091
LG HOUSEHOLD & HEALTHCARE LTD	866	1,288,969
LI NING CO LTD	484,500	3,331,057
LINDE PLC	73,110	19,024,059
LOJAS RENNER SA	0	0
LONDON STOCK EXCHANGE GRP PLC	33,880	4,173,487
LONDON STOCK EXCHANGE GRP PLC	122,926	15,142,565
LONGI GREEN ENERGY TECHNOLOGY WT 12/21/22	129,400	1,827,981

Table of Contents

Identity of Issue, borrower, lessor, or similar party — LONZA GROUP AG	7,637	4,906,727
LOREAL SA (TEMP)	33,904	12,872,970
LOREAL SA ORD	20,677	7,850,826
LOREAL SA ORD	17,366	6,593,676
LUKOIL PJSC SPONS ADR	39,455	2,690,831
LULULEMON ATHLETICA INC	11,495	4,000,605
LVMH MOET HENNESSY LOUIS VUITTON SE	20,171	12,589,548
LVMH MOET HENNESSY LOUIS VUITTON SE	26,355	16,449,236
MAGAZINE LUIZA SA	470,000	2,257,614
MARUTI SUZUKI INDIA LTD (LOC)	30,047	3,146,250
MEDIA TEK INC	88,300	2,346,750
MEDIA TEK INC	254,828	6,772,566
MEITUAN CL B	184,300	7,003,564
MEITUAN CL B	68,300	2,595,461
MERCADOLIBRE INC	1,832	3,069,003
METROPOLITAN BANK & TRUST CO	1,084,500	1,107,762
MIDEA GROUP CO LTD A MMA(HSBC) (ELN) 05/17/2021	110,100	1,660,601
MONCLER SPA	71,410	4,374,115
MURATA MFG CO LTD	61,296	5,532,698
NASPERS LTD N SHS	18,647	3,831,359
NAVER CORP	10,720	2,880,913
NCSOFT CORPORATION	833	712,532
NESTLE SA (REG)	158,946	18,718,751
NESTLE SA (REG)	61,377	7,228,246
NESTLE SA (REG)	195,079	22,974,061
NETEASE INC ADR	10,821	1,036,327
NIO INC ADR	28,715	1,399,569
NOTRE DAME INTERMEDICA PARTICIPACOES SA	107,100	1,615,304
NOVARTIS AG (REG)	49,604	4,686,970
NOVO-NORDISK AS CL B	142,513	9,980,167
NOVO-NORDISK AS CL B	215,922	15,120,990
OTP BANK (REG)	25,186	1,133,524
PAGSEGURO DIGITAL LTD CL A	95,147	5,411,961
PARTNERS GROUP HOLDING AG	4,432	5,206,461
PETROLEO BRASILEIRO SPONS ADR	100,600	1,129,738
PINDUODUO INC ADR	3,780	671,593
PING AN HEALTHCARE AND TECHNOLOGY CO LTD	52,400	635,360
PING AN INSURANCE CO LTD H	284,500	3,486,317
PING AN INSURANCE CO LTD H	448,480	5,495,759
POSCO	8,837	2,208,428
RAIA DROGASIL SA	0	0
RATIONAL AG	6,696	6,229,198
REALTEK SEMICONDUCTOR CORP	185,000	2,570,267
RELIANCE INDS GDR	66,951	3,662,220
RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS	101,127	2,748,189
ROCHE HOLDINGS AG (GENUSSCHEINE)	52,774	18,419,932
ROTORK PLC	2,055,859	8,940,211
RYANAIR HOLDINGS PLC SPON ADR	37,820	4,159,444
SAMSUNG BIOLOGICS CO LTD	1,271	964,573

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SAMSUNG ELECTRONICS CO LTD	215,671	16,050,414
SAMSUNG ELECTRONICS CO LTD	102,930	7,660,136
SAMSUNG ELECTRONICS CO LTD PFD	405,993	27,454,013
SANDS CHINA LTD	1,083,890	4,760,618
SANDVIK AB	200,098	4,895,684
SAP SE	97,346	12,750,896
SARTORIUS STEDIM BIOTECH	31,715	11,282,436
SBERBANK OF RUSSIA	174,000	637,915
SBERBANK SPONSORED ADR	181,301	2,632,491
SCHINDLER HOLDING AG PART CERT	52,791	14,227,869
SCHNEIDER ELECTRIC SE	40,564	5,862,358
SEA LTD ADR	13,795	2,745,895
SHANGHAI INTL AIRPORT CO LTD WT 11/21/22	95,600	1,108,232
SHENZHEN INOVANCE TECHNOLOGY CO LTD A MMA (HSBC)	238,621	3,411,118
SHIMANO INC	52,700	12,292,669
SHIN-ETSU CHEMICAL CO LTD	119,400	20,860,743
SHIN-ETSU CHEMICAL CO LTD	26,883	4,696,812
SHINHAN FINANCIAL GROUP CO LTD	96,423	2,839,345
SHOPIFY INC CL A	4,177	4,728,155
SILERGY CORP	17,100	1,466,218
SK HYNIX INC	40,236	4,380,691
SM INVESTMENTS CORP	52,270	1,141,842
SMC CORP	6,000	3,657,934
SMITH & NEPHEW PLC	266,037	5,493,464
SOFTBANK GROUP CORP	66,880	5,219,302
SONY CORP	47,700	4,751,290
SPIRAX-SARCO ENGINEERING PLC	81,148	12,534,049
SPOTIFY TECHNOLOGY SA	9,766	3,072,970
STONECO LTD CL A	30,600	2,567,952
SVENSKA HANDELSBANKEN SER A	585,249	5,875,537
TAIWAN SEMIC MFG CO LTD SP ADR	209,012	22,790,668
TAIWAN SEMIC MFG CO LTD SP ADR	168,200	18,340,528
TAIWAN SEMIC MFG CO LTD SP ADR	260,215	28,373,844
TAIWAN SEMICONDUCTOR MFG CO LTD	83,000	1,565,091
TAIWAN SEMICONDUCTOR MFG CO LTD	730,090	13,766,951
TAL ED GROUP ADR	19,800	1,415,898
TECHTRONIC INDUSTRIES CO LTD	645,500	9,208,998
TECHTRONIC INDUSTRIES CO LTD	365,719	5,217,515
TEMENOS AG	47,467	6,629,724
TENCENT HOLDINGS LTD	192,200	13,982,780
TENCENT HOLDINGS LTD	158,730	11,547,797
TREND MICRO INC	196,000	11,275,386
TURKIYE GARANTI BANKASI AS	1,192,606	1,663,840
UBISOFT ENTERTAINMENT SA	49,680	4,784,924
UNICHARM CORP	190,300	9,016,005
UNILEVER PLC ORD	225,790	13,671,829
UNITED MICROELECTRONICS CORP	743,000	1,246,396
VANGUARD INTL SEMICONDUCT CORP	92,000	379,692
VOLKSWAG PFD PERP	28,667	5,337,907

Table of Contents

Identity of Issue, borrower, lessor, or similar party — WAL MART DE MEXICO SAB DE CV V	518,900	1,459,736
WEG SA	134,700	1,964,148
WIN SEMICONDUCTORS CORP	184,000	2,265,059
WIWYNN CORP	44,100	1,104,579
WORLDLINE SA	58,379	5,641,310
WULIANGYE YIBIN CO LTD (JPM)(CWT) 11/16/22	35,700	1,596,373
WUXI BIOLOGICS (CAYMAN) INC	220,500	2,923,901
X5 RETAIL GROUP NV GDR REGS	29,972	1,082,589
YANDEX NV CL A	20,760	1,444,481
YANDEX NV CL A	61,377	4,270,612
YATSEN HOLDING LTD ADR	158,045	2,686,765
ZALANDO SE	65,691	7,307,693
ZHONGSHENG GROUP HLDGS LTD	235,500	1,678,357
STIFS and Money Markets
SSBK GOVT STIF FUND	100,069,677	100,069,677
International Growth Account		1,545,808,480
International Value Account
Currency
AUSTRALIAN DOLLAR CURRENCY	24,681	19,028
BRAZILIAN REAL	451,564	24,128
BRITISH POUND STERLING CURRENCY	45,207	-8,538
CANADIAN DOLLAR	43,853	34,451
CHILEAN PESO	6,172,339	8,687
DANISH KRONE	154,190	-72,273
EURO MONETARY UNIT.	26,079	-73,829
HONG KONG DOLLAR	16,568	2,137
INDIAN RUPEE	0	153,812
INDONESIAN RUPIAH CURRENCY	0	0
ISRAELI SHEKEL	6	2
JAPANESE YEN	9,579,476	143,113
MALAYSIAN RINGGIT	1,300	323
MEXICAN PESO CURRENCY	0	0
NEW ZEALAND DOLLAR CURRENCY	79,343	57,087
NORWEGIAN KRONA	2,043,129	-389,131
PHILIPPINE PESO	3,724	78
POLAND ZLOTY NEW	1	0
SINGAPORE DOLLAR CURRENCY	3,677	125,442
SOUTH AFRICAN RAND CURRENCY	6	0
SOUTH KOREAN WON	388,286,797	304,555
SWEDISH KRONA CURRENCY	0	393,313
SWISS FRANC	3,908	-40,812
TAIWAN DOLLAR	12,985,436	437,013
TURKISH LIRA (NEW)	130	17
UNITED ARAB EMIRATES DIRHAM	120	33
Forward Currency Contract
BRAZILIAN REAL	12,768	-2
BRITISH POUND STERLING CURRENCY	-18,821	87
CANADIAN DOLLAR	1,529	-3

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CURRENCY CONTRACTUSD	-31,159,196	1,255
JAPANESE YEN	20,529,801	89
SOUTH KOREAN WON	36,414,662	-90
Futures
EURO STOXX 50 FUT MAR21 VGH1	-1,083	0
FTSE 100 IDX FUT MAR21 Z H1	-18	21,256
JPN YEN CURR FUT MAR21 JYH1	-112	4,200
MSCI EAFE FUT MAR21 MFSH1	108	-92,880
MSCI EMGMKT FUT MAR21 MESH1	744	-78,120
S&P/TSX 60 IX FUT MAR21 PTH1	8	-8,289
Publicly-traded Common Stock
3I GROUP PLC	7,350	116,392
3I GROUP PLC	148,359	2,349,361
A P MOLLERMAERSK A/S B	3,119	6,959,951
A P MOLLERMAERSK A/S B	300	669,441
A2A SPA	384,833	613,286
ABB LTD	53,018	1,479,809
ABB LTD	197,991	5,526,214
ABB LTD	6,410	178,912
ABN AMRO BANK NV-GDR	3,180	31,156
ACE HARDWARE INDONESIA TBK PT	11,338,500	1,384,023
ADECCO GROUP AG	9,098	607,972
ADMIRAL GROUP PLC	1,703	67,676
ADVANTECH CO LTD	259,964	3,237,179
AEGON NV	13,536	53,495
AEM HOLDINGS LTD	320,100	835,612
AEON FINANCIAL SERVICE CO LTD	1,100	13,167
AGC INC	4,000	139,461
AGEAS	1,009	53,719
AGRICULTURAL BANK OF CHINA H	197,082	72,198
AJANTA PHARMA LTD	52,205	1,167,091
AJINOMOTO CO INC	44,100	998,341
AKZO NOBEL NV	21,109	2,265,717
ALLIANZ SE (REGD)	3,195	783,367
ALLIANZ SE (REGD)	24,909	6,107,317
ALLIANZ SE (REGD)	1,026	251,560
ALPHA BANK SA	996,094	1,161,145
ALPS ALPINE CO LTD	67,400	886,438
ALSO HOLDING AG-REG	681	194,615
AMADA CO LTD	6,600	72,421
AMBEV SA	1,071,800	3,229,308
AMCOR PLC	111,000	1,306,470
AMP LTD (POST RECON)	22,278	26,793
AMUNDI SA	46,379	3,784,815
ANDRITZ AG	20,439	935,850
ANDRITZ AG	25,600	1,172,159
ANIMA HOLDING SPA	87,300	414,015
ANSELL LTD	42,500	1,139,580
ANTOFAGASTA PLC	74,800	1,473,473

Table of Contents

Identity of Issue, borrower, lessor, or similar party — AOZORA BANK LTD	900	16,587
ARCELORMITTAL SA	152,013	3,506,142
AREZZO INDUSTRIA E COMERCIO SA	194,578	2,554,066
ARISTOCRAT LEISURE LTD	5,032	120,262
ASAHI GROUP HOLDINGS LTD	38,400	1,578,322
ASKUL CORP	26,000	969,445
ASM INTERNATIONAL NV (NETH)	386	84,857
ASOS PLC	2,220	145,205
ASPEED TECH INC	40,000	2,440,673
ASR NEDERLAND NV	33,324	1,337,332
ASSICURAZIONI GENERALI SPA	9,053	157,710
ASSOCIATED BRITISH FOODS PLC	9,773	302,574
ASTELLAS PHARMA INC	30,500	470,844
ASTRAZENECA PLC	5,770	577,898
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC	2,100	79,758
ATOS SE	690	63,035
AURIZON HOLDINGS LTD	422,630	1,270,724
AUSTAL LTD	259,290	533,732
AUSTRALIA & NZ BANKING GRP	20,639	361,194
AUTOHOME INC ADR CL A	24,100	2,400,842
AVAST PLC	53,470	393,021
AVI LTD	369,463	1,840,904
AVIVA PLC	29,273	130,180
AVIVA PLC	440,262	1,957,894
AVIVA PLC	250,284	1,113,040
AXA SA	13,683	326,159
B2GOLD CORPORATION	247,300	1,385,222
B2W CIA DIGITAL	201,314	2,930,452
BABCOCK INTL GROUP PLC	281,054	1,075,771
BAJAJ AUTO LTD	57,998	2,734,235
BALOISE HOLDINGS AG	393	69,917
BANCA MEDIOLANUM SPA	35,536	308,229
BANCO BILBAO VIZ ARGENTARIA SA	47,003	231,695
BANCO DE SABADELL SA	41,389	17,899
BANCO DO BRASIL SA	4,528	33,824
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MUL	16,428	16,767
BANCO SANTANDER SA	113,460	351,788
BANCO SANTANDER SA	1,860,050	5,767,174
BANCOLOMBIA SA	185,700	1,901,855
BANGKOK LIFE ASSURAN LTD NVDR	2,465,100	1,728,451
BANK HAPOALIM LTD (REG)	8,467	57,941
BANK LEUMI LE-ISRAEL BM	4,877	28,684
BANK OF CHINA HONG KONG LTD	26,874	81,463
BANK OF CHINA LTD H	564,039	192,804
BANK OF COMMUNICATIONS H	70,339	37,200
BANK OF IRELAND GROUP PLC	5,075	20,460
BANK OF KYOTO	500	26,004
BANK OF MONTREAL	4,610	350,503

Table of Contents

Identity of Issue, borrower, lessor, or similar party — BANK OF MONTREAL	1,800	136,856
BANK OF NOVA SCOTIA	8,434	455,856
BANK OF QUEENSLAND LTD	3,453	20,605
BANK POLSKA KASA OPIEKI	1,313	21,475
BANKIA SA	8,601	15,225
BANKIA SA	953,336	1,687,568
BANKINTER SA	5,483	29,633
BARCLAYS PLC ORD	61,902	124,166
BARCLAYS PLC ORD	863,553	1,732,157
BARCLAYS PLC ORD	94,300	189,152
BARRICK GOLD CORP	2,200	50,116
BASF SE	69,346	5,482,855
BASF SE	20,200	1,597,117
BAYCURRENT CONSULTING INC	700	122,638
BAYER AG	10,310	606,522
BB SEGURIDADE PARTICIPACOES SA	5,688	32,447
BDO UNIBANK INC	16,550	36,808
BEENOS INC	12,300	363,919
BEIJING NEW BLDG MATL PLC A	190,600	1,169,585
BEIJING NEW BLDG MATL PLC A	198,324	1,216,982
BELLWAY PLC	56,119	2,267,748
BENDIGO AND ADELAIDE BANK LTD	4,131	29,682
BETSSON AB	57,276	513,059
BHP GROUP LIMITED	2,200	71,965
BIM BIRLESIK MAGAZALAR AS	125,070	1,270,387
BK BRASIL OPERACAO E ASSESSORIA A RESTAURANTES SA	764,222	1,603,716
BLUESCOPE STEEL LTD	36,300	489,186
BNK FINANCIAL GROUP INC	2,681	13,991
BNP PARIBAS	7,858	413,796
BNP PARIBAS	25,580	1,347,023
BOARDWALK REIT UNIT	6,700	177,593
BOLIDEN AB	38,834	1,375,398
BOLSA MEXICANA DE VALORES SA	984,000	2,331,990
BOOHOO GROUP PLC	111,459	522,801
BOUYGUES ORD	45,860	1,885,237
BP PLC	1,314,822	4,581,353
BP PLC	193,300	673,533
BRADESCO SA	10,190	47,476
BRADESCO SA PREF (BANCO BRAESCO)	31,629	165,263
BRAMBLES LTD	123,000	1,005,165
BRITISH AMERICAN TOBACCO PLC	6,500	240,707
BUNZL PLC	38,152	1,274,583
BURSA MALAYSIA BHD	1,173,300	2,420,979
CAIXABANK SA	10,273	26,368
CANADIAN IMP BK OF COMMERCE	3,063	261,615
CANADIAN IMP BK OF COMMERCE	5,100	435,597
CANADIAN NATL RESOURCES LTD	8,300	199,463
CAPCOM CO LTD	8,200	532,081
CARLSBERG AS CL B	10,168	1,627,574

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CARREFOUR SA (SUPERMARCHE)	3,920	67,188
CATCHER TECHNOLOGY CO LTD	221,000	1,619,739
CATCHER TECHNOLOGY CO LTD	191,000	1,399,865
CATHAY FINANCIAL HLDG CO LTD	61,049	91,768
CENTERRA GOLD INC	50,200	581,309
CENTURY PACIFIC FOOD INC	7,314,145	2,665,505
CERVECERIAS UNIDAS SA CIA	254,277	1,877,820
CHANG HWA COMMERCIAL BANK	51,244	32,726
CHARTER HALL GROUP STAPLED	125,840	1,427,110
CHARTER HALL LONG WALE REIT (STAPLED)	16,785	60,173
CHIBA BANK LTD	5,300	29,155
CHINA CINDA ASSET MANAGEMENT CO LTD CL H	80,956	15,351
CHINA CITIC BANK CORP LTD H	72,993	30,977
CHINA CONSTRUCTION BANK CORP H	590,582	448,700
CHINA DEV FIN HOLDINGS CORP	118,116	39,082
CHINA EVERBRIGHT LTD	9,290	12,439
CHINA GALAXY SEC CO LTD H	47,500	29,778
CHINA HONGXING SPORTS LTD	3,613,000	155,007
CHINA HUARONG ASSET MANAGEMENT CO LTD	90,000	9,984
CHINA LIFE INS CO LTD H	53,749	118,557
CHINA MENGNIU DAIRY CO LTD	718,977	4,340,321
CHINA MERCHANTS BANK CO LTD H	28,865	182,444
CHINA MINSHENG BANK CORP H	55,740	31,780
CHINA MOBILE LIMITED	735,500	4,193,397
CHINA OVERSEAS PROPERTY HOLDINGS LTD	3,375,000	1,758,799
CHINA PACIFIC INS(GRP) CO LTD H	19,907	77,934
CHINA RESOURCES POWER HLDS LTD	2,106,000	2,268,328
CHINA TAIPING INSU HLDS CO LTD	13,802	24,889
CHUGOKU BANK LTD	2,500	20,023
CI FINANCIAL CORP	2,181	27,038
CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA	13,168	255,135
CIMB GROUP HOLDINGS BERHAD	37,397	39,977
CINEWORLD GROUP PLC	963,998	845,009
CITIC SECURITIES CO LTD H	18,911	42,640
CK HUTCHISON HOLDINGS LTD	929,500	6,486,459
CLICKS GROUP LTD	182,449	3,137,080
CNP ASSURANCES	1,515	24,394
CNP ASSURANCES	56,023	902,046
COCA COLA HBC AG	4,360	141,724
COCA-COLA EUROPEAN PARTNERS PLC	29,700	1,479,951
COMMONWEALTH BK OF AUSTRALIA	6,113	386,969
CONCORDIA FINANCIAL GROUP LTD	9,900	34,804
CONSTELLATION SOFTWARE INC	300	389,564
CONTINENTAL AG	55,431	8,210,720
CONTINENTAL AG	511	75,692
COVESTRO AG	83,431	5,145,097
COVESTRO AG	13,325	821,738
CREDICORP LTD	269	44,121
CREDIT AGRICOLE SA	8,296	104,591

Table of Contents

Identity of Issue, borrower, lessor, or similar party — CREDIT AGRICOLE SA	8,180	103,129
CREDIT SAISON CO LTD	1,400	16,081
CREDIT SUISSE GROUP AG	17,280	222,514
CREDIT SUISSE GROUP AG	112,951	1,454,469
CREDIT SUISSE GROUP AG	161,200	2,075,771
CSL LIMITED	6,200	1,353,569
CTBC FINL HLDG CO LTD	90,909	63,717
D&L INDUSTRIES INC	8,658,788	1,388,435
DAICEL CORP	134,000	977,212
DAI-ICHI LIFE HOLDINGS INC	7,800	117,240
DAIMLER AG	30,590	2,159,628
DAIWA HOUSE INDUSTRY CO LTD	11,800	350,154
DAIWA SECURITIES GROUP INC	11,900	54,167
DANSKE BK AS	5,376	88,815
DANSKE BK AS	80,415	1,328,503
DB INSURANCE CO LTD	462	18,571
DBS GROUP HOLDINGS LTD	151,422	2,868,952
DENSO CORP	59,400	3,528,736
DEUTSCHE BANK AG	14,747	161,222
DEUTSCHE BOERSE AG	10,819	1,840,472
DEUTSCHE POST AG	29,638	1,466,394
DEUTSCHE TELEKOM AG (REGD)	85,900	1,569,374
DIAGEO PLC	9,660	380,185
DIETEREN SA	8,830	731,370
DIETEREN SA	7,800	646,057
DIRECT LINE INSURANCE GRP PLC	11,127	48,540
DNB ASA	7,140	139,898
DNB ASA	123,900	2,427,641
DRAX GROUP PLC	173,500	889,730
DUNDEE PRECIOUS METALS INC	20,900	150,236
DUNI AB	63,600	833,303
EBARA CORP	2,100	68,539
EIFFAGE SA (FORM FOUGEROLLE)	2,258	218,031
ELECTRIC POWER DEVELOP CO LTD	14,400	198,173
ELEMENT FLEET MANAGEMENT CORP	3,714	39,039
EMPIRE CO LTD NON-VTG CL A	2,900	79,261
ENDESA SA	65,855	1,798,097
ENEL (ENTE NAZ ENERG ELET) SPA	293,798	2,970,408
ENEL (ENTE NAZ ENERG ELET) SPA	682,949	6,904,871
ENEL (ENTE NAZ ENERG ELET) SPA	223,700	2,261,691
ENEOS HOLDINGS INC	561,500	2,014,233
ENI SPA	413,052	4,313,363
ENTAIN PLC	42,260	655,056
EPIROC AB CL A	7,780	141,509
ERG SPA	2,770	79,185
ERICSSON (LM) TELE CO CL B	159,666	1,894,816
ERSTE GROUP BANK AG	2,256	68,736
EURAZEO SE	260	17,628
EURONAV NV	23,300	187,865

Table of Contents

Identity of Issue, borrower, lessor, or similar party — EVONIK INDUSTRIES AG	13,176	429,454
EVRAZ PLC	124,900	805,496
EXOR NV	868	70,219
EZ TEC EMPREENDIMENTOS E PARTI	217,500	1,796,379
FEDERAL BANK LTD	2,134,363	1,948,711
FINNING LTD	3,800	80,693
FIRST FINANCIAL HOLDING CO	78,784	59,844
FLOW TRADERS	12,585	416,033
FRASERS LOGISTICS & COMMERCIAL TRUST	125,300	133,681
FRESENIUS SE & CO KGAA	26,300	1,215,776
FUBON FINANCIAL HOLDING CO LTD	50,431	83,881
FUJIFILM HOLDINGS CORP	123,400	6,498,951
FUJITSU LTD	9,900	1,429,078
FUKUOKA FINANCIAL GROUP INC	1,300	23,078
FUKUOKA FINANCIAL GROUP INC	48,200	855,654
FUYAO GLASS INDUSTRY GROUP CO LTD A	490,839	3,613,589
G5 ENTERTAINMENT AB	727	35,769
GALAXY ENT GROUP LTD	251,000	1,950,706
GBL (GROUPE BRUXELLES LAMB) SA	351	35,385
GENMAB AS	886	358,187
GETINGE AB SER B	10,090	235,584
GF SECURITIES CO LTD H	12,740	18,011
GJENSIDIGE FORSIKRING ASA	1,811	40,426
GLAXOSMITHKLINE PLC	315,748	5,794,560
GLAXOSMITHKLINE PLC	87,290	1,601,933
GN STORE NORDIC LTD	7,888	630,791
GOODMAN GROUP STAPLED UNIT	198,857	2,899,069
GREAT WEST LIFECO INC	2,323	55,388
GREENCORE GROUP PLC	613,600	977,549
GRUPO AERO CENTRO NORTE CL B	106,000	683,904
GRUPO AEROPORT DEL SURST SAB B	37,000	612,133
GRUPO AEROPORTUARIO SAB CV CLB	133,200	1,486,924
GRUPO AEROPORTUARIO SAB CV CLB	61,500	686,530
GRUPO FINANCIERO BANORTE SAB	18,376	101,514
GRUPO FINANCIERO BANORTE SAB	315,200	1,741,247
GUNGHO ONLINE ENTERTAINMNT INC	4,000	89,410
H.U. GROUP HOLDINGS INC	9,600	258,374
HACHIJUNI BANK LTD	4,000	13,287
HAITONG SECURITIES CO LTD H	27,073	24,201
HANA FINANCIAL GROUP INC	2,232	70,749
HANG SENG BANK LTD	5,574	96,130
HANNOVER RUECKVERSICHERUNGS SE(REGD)	480	76,407
HANNOVER RUECKVERSICHERUNGS SE(REGD)	8,800	1,400,793
HAPVIDA PARTICIPACOES E INVESTIMENTOS SA	1,026,000	3,014,277
HEADHUNTER GROUP INC ADR	57,984	1,754,016
HEIDELBERGCEMENT AG	280	20,941
HEIDELBERGCEMENT AG	15,400	1,151,757
HERO MOTOCORP LTD	56,852	2,420,246
HIROGIN HOLDINGS INC	2,600	14,605

Table of Contents

Identity of Issue, borrower, lessor, or similar party — HITACHI LTD	39,900	1,570,805
HITACHI METALS LTD	276,000	4,185,909
HITACHI TRANSPORT SYSTEM CO	21,200	630,323
HOCHTIEF AG	9,498	923,037
HON HAI PRECISION IND CO LTD	865,753	2,833,788
HONDA MOTOR CO LTD	178,500	4,974,420
HONDA MOTOR CO LTD	227,500	6,339,947
HONDA MOTOR CO LTD	105,500	2,940,063
HONDA MOTOR CO LTD	51,500	1,435,197
HONG LEONG BANK BHD	6,500	29,410
HOSIDEN CORP	10,900	104,825
HSBC HOLDINGS PLC	141,404	732,582
HSBC HOLDINGS PLC	709,843	3,677,536
HUA NAN FINANCIAL HLDGS CO LTD	74,130	48,133
HUATAI SECURITIES CO LTD H	10,617	16,708
HULIC REIT INC	86	128,182
HUYA INC ADR	74,900	1,492,757
HYUNDAI FIRE & MARINE INS CO	626	13,085
HYUNDAI MOBIS	7,200	1,690,180
IA FINANCIAL CORP INC	906	39,275
IA FINANCIAL CORP INC	3,600	156,059
IBERDROLA SA	64,060	915,629
IGM FINANCIAL INC	807	21,879
IGO LTD RT 12/10/20	7,721	10,595
IIDA GROUP HOLDINGS CO LTD	84,600	1,707,485
IIDA GROUP HOLDINGS CO LTD	16,200	326,965
ILUKA RESOURCES LIMITED	47,100	235,663
IMERYS	37,695	1,780,297
IMI PLC ORD	4,400	70,098
INCHCAPE PLC	144,869	1,274,827
INDUSTRIAL & COM BK OF CHINA H	519,580	337,118
INDUSTRIAL BANK OF KOREA	2,352	19,103
INDUSTRIVARDEN AB SER C	1,453	46,887
INFOSYS LTD SPON ADR	96,800	1,640,760
ING GROEP NV	27,289	254,733
ING GROEP NV	374,373	3,494,633
INGENIA COMMUNITIES GROUP (STPLD)	79,361	301,022
INPEX CORP	271,700	1,463,030
INTERFOR CORP	5,600	104,574
INTERNET INITIATIVE JP INC	2,600	51,167
INTESA SANPAOLO SPA	99,086	231,517
INTESA SANPAOLO SPA	696,900	1,628,326
INVESTEC PLC	4,021	10,299
INVESTOR AB SER B	3,301	240,405
IPSEN PROMESSES	1,440	119,448
IPSOS SA	23,800	802,477
ISRACARD LTD	418	1,411
ISUZU MOTORS LTD	166,600	1,581,212
ISUZU MOTORS LTD	54,700	519,161

Table of Contents

Identity of Issue, borrower, lessor, or similar party — ITAU UNIBANCO HOLDING SA	17,566	106,968
ITAUSA (INVEST ITAU) PFD	32,407	73,184
JAPAN LOGISTICS FUND INC	89	262,462
JAPAN POST BANK CO LTD	3,300	27,070
JAPAN POST HOLDINGS CO LTD	11,500	89,412
JAZZ PHARMA PLC	4,800	792,240
JD SPORTS FASHION PLC	13,600	159,943
JOHN WOOD GROUP PLC	1,286,923	5,459,108
JSE LIMITED	248,306	1,900,948
JULIUS BAER GRUPPE AG	1,676	96,550
JUMBO SA	59,794	1,038,003
JUMBO SA	23,800	413,160
KALBE FARMA PT (DEMAT)	17,519,314	1,845,451
KAMIGUMI CO LTD	28,600	521,561
KASIKORNBANK PCL (FOR)	3,900	14,715
KASIKORNBANK PCL (LOC)	5,100	19,242
KB FINANCIAL GROUP INC	2,903	115,757
KBC GROUPE SA	1,825	127,706
KBC GROUPE SA	18,947	1,325,837
KDDI CORP	11,400	338,506
KDDI CORP	45,100	1,339,176
KIA MOTORS CORP	36,300	2,081,137
KINDRED GROUP PLC	130,669	1,279,437
KINGFISHER PLC	1,553,408	5,744,068
KINNEVIK AB	1,853	93,578
KINROSS GOLD CORP	23,800	174,692
KINTETSU WORLD EXPRESS INC	8,900	211,004
KLAB INC	7,400	64,286
KOH YOUNG TECHNOLOGY INC	28,907	2,788,700
KOHNAN SHOJI CO	2,200	68,500
KOMATSU LTD	172,600	4,709,704
KONINKLIJKE AHOLD DELHAIZE NV	86,593	2,444,722
KOREA INVESTMENT HLDGS CO LTD	412	29,904
KPN (KON) NV	499,024	1,516,156
KRUNG THAI BANK (LOC)	37,600	13,935
KS HOLDINGS CORP	30,400	422,782
KT & G CORP	16,500	1,259,779
KURITA WATER INDUSTRIES LTD	2,000	76,413
KYOCERA CORP	107,200	6,567,694
LANXESS AG	27,700	2,123,780
LEENO INDUSTRIAL INC	25,677	3,184,839
LEG IMMOBILIEN GMBH	954	148,083
LEGAL & GENERAL GROUP PLC ORD	43,409	158,021
LEGRAND SA	8,420	750,899
LENOVO GROUP LTD	3,058,000	2,887,418
LEOVEGAS AB	40,944	173,677
LG UPLUS CORP	139,315	1,503,991
LIC HOUSING FINANCE (DEMAT) DEMATERIALIZED SHS	345,819	1,710,055
LINDE PLC	5,044	1,329,144

Table of Contents

Identity of Issue, borrower, lessor, or similar party — LLOYDS BANKING GROUP PLC	504,993	251,647
LLOYDS BANKING GROUP PLC	11,022,379	5,492,639
LOGITECH INTL SA REG	1,010	98,022
LOJAS RENNER SA	254,600	2,134,166
LONZA GROUP AG	2,001	1,285,631
LOOMIS AB	47,400	1,303,160
M&G PLC	304,695	824,799
MACQUARIE GROUP LTD	2,342	250,035
MAGNA INTL INC	8,782	621,688
MAGNA INTL INC	39,987	2,830,724
MAIL.RU GROUP LTD GDR REGS	63,112	1,659,846
MALAYAN BANKING	28,200	59,309
MANULIFE FINANCIAL CORP	14,054	250,077
MANULIFE FINANCIAL CORP	86,200	1,533,844
MAPFRE SA	9,879	19,225
MARUBENI CORP	36,600	243,197
MCJ CO LTD	96,800	1,038,733
MEBUKI FINANCIAL GROUP INC	8,800	17,301
MEBUKI FINANCIAL GROUP INC	43,000	84,538
MEDIOBANCA SPA	3,278	30,194
MEDIOBANCA SPA	63,800	587,677
MEGA FINANCIAL HOLDING CO LTD	84,937	90,053
MERCIALYS	14,302	126,148
METHANEX CORP	58,500	2,688,086
MICHELIN CL B (REG)	40,216	5,156,181
MICHELIN CL B (REG)	4,576	586,699
MICHELIN CL B (REG)	11,000	1,410,334
MICRO FOCUS INTERNATIONAL PLC	35,600	206,465
MILLICOM INTL CELL SA SDR	254	9,996
MITSUBISHI ELECTRIC CORP ORD	452,800	6,827,850
MITSUBISHI UFJ FINL GRP INC	84,400	372,813
MITSUBISHI UFJ LEA&FIN CO LTD	4,500	21,573
MITSUI & CO LTD	97,300	1,780,527
MITSUI CHEMICALS INC	8,600	251,949
MIZUHO FINANCIAL GROUP INC	17,120	216,788
MIZUHO FINANCIAL GROUP INC	65,830	833,594
MODERN TIMES GRP MTG AB SER B	133	2,371
MONDI PLC	123,966	2,914,957
MR PRICE GROUP LIMITED	128,332	1,490,293
MS&AD INSURANCE GRP HLDGS INC	3,500	106,469
MS&AD INSURANCE GRP HLDGS INC	28,700	873,049
MS&AD INSURANCE GRP HLDGS INC	3,500	106,469
MUNICH REINSURANCE (REG)	1,108	328,651
MUNICH REINSURANCE (REG)	5,700	1,690,715
MUTHOOT FINANCE LTD	119,326	1,977,294
NATIONAL AUSTRALIA BANK LTD	18,819	327,892
NATIONAL BANK OF CANADA DTC ELIGIBLE	2,519	141,772
NATIONAL BANK OF CANADA DTC ELIGIBLE	6,200	348,942
NATIXIS	7,448	25,377

Table of Contents

Identity of Issue, borrower, lessor, or similar party — NATURGY ENERGY GROUP SA	128,764	2,982,494
NATWEST GROUP PLC	26,778	61,392
NATWEST GROUP PLC	832,936	1,909,601
NESTLE SA (REG)	22,646	2,666,974
NEW CHINA LIFE INSURANCE CO H	6,635	25,890
NEWCREST MINING LTD	29,900	594,265
NEXANS SA	7,284	527,236
NEXT PLC	18,400	1,782,979
NH FOODS LTD	5,200	228,638
NIEN MADE ENTERPRISE CO LTD	219,000	2,540,079
NIHON UNISYS LTD	10,400	406,915
NINE ENTERTAINMENT CO HOLDINGS LTD	222,072	397,199
NINETY ONE PLC	2,010	6,300
NINTENDO CO LTD	5,500	3,506,513
NIPPON ELECTRIC GLASS CO LTD	13,300	290,589
NIPPON TELEGRAPH & TELEPHONE	242,300	6,207,977
NIPPON TELEGRAPH & TELEPHONE	31,100	796,814
NIPPON YUSEN KABUSHIKI KAISHA	8,900	207,039
NISHIMATSUYA CHAIN CO LTD	5,100	73,150
NN GROUP NV	2,353	102,132
NN GROUP NV	24,889	1,080,313
NOMURA HOLDINGS INC	13,800	72,839
NOMURA HOLDINGS INC	281,100	1,483,701
NOMURA REAL ESTATE MASTER FUND INC	502	717,594
NORDEA BANK ABP	323	2,633
NORDEA BANK ABP	21,579	176,302
NORDIC ENTMT GROUP AB CL B	133	7,413
NORSK HYDRO AS ORD	81,300	377,948
NOVARTIS AG (REG)	37,277	3,522,220
NOVARTIS AG (REG)	53,492	5,054,338
NOVARTIS AG (REG)	44,720	4,225,492
NOVARTIS AG (REG)	16,600	1,568,497
NOVO-NORDISK AS CL B	10,350	724,809
NTT DATA CORP	47,600	650,463
OLD MUTUAL LTD	55,910	45,614
OPEN HOUSE CO LTD	6,800	249,596
OPEN TEXT CORPORATION	5,500	249,918
ORIX CORP	9,600	147,317
ORKLA ASA	177,396	1,799,977
OTP BANK (REG)	1,023	46,041
OVERSEA-CHINESE BKG CORP LTD	23,663	180,122
PANASONIC CORP	487,600	5,621,886
PANDORA A/S	670	74,892
PEOPLES INSURANCE CO GRP OF CHINA LTD H	65,030	20,635
PEUGEOT SA	60,173	1,644,426
PICC PROPERTY & CASUALTY CO H	53,749	40,698
PLUS500 LTD	33,459	663,450
POPULAR INC	40,600	2,286,592
POSCO	18,694	4,671,761

Table of Contents

Identity of Issue, borrower, lessor, or similar party — POSTE ITALIANE SPA	4,656	47,324
POWER CORP OF CANADA SUB VTG	4,839	111,119
POWSZECHNY ZALKAD UBEZPIEC SA	2,069	17,922
POYA CO LTD	78,000	1,598,463
PRESSANCE CORP	8,100	139,321
PUBLIC BANK BHD (LOC) (MLAY)	8,600	44,042
PUBLICIS GROUPE SA	68,579	3,414,854
PUBLICIS GROUPE SA	1,490	74,194
PUBLICIS GROUPE SA	46,178	2,299,408
QANTAS AIRWAYS LTD	282,400	1,055,924
QBE INSURANCE GROUP LTD	10,489	68,978
QBE INSURANCE GROUP LTD	370,078	2,433,708
QUALITAS CONTROLADO SAB DE CV	643,500	3,464,639
QUILTER PLC	12,366	25,975
RAIFFEISEN BANK INTERNTNL AG	1,249	25,451
RAKUS CO LTD	13,400	310,424
RANDSTAD NV	3,380	219,837
RECKITT BENCKISER GROUP PLC	12,140	1,086,067
REDROW PLC	26,631	208,128
RENTOKIL INITIAL PLC	30,900	215,335
REPSOL SA	94,932	956,783
RESONA HOLDINGS INC	16,700	58,289
RESONA HOLDINGS INC	401,400	1,401,042
REXEL SA	357,601	5,633,352
REXEL SA	4,690	73,882
RHEINMETALL AG ORD	5,500	581,738
RHI MAGNESITA NV	26,486	1,269,859
RIDE ON EXPRESS HOLDINGS CO LTD	5,100	91,573
RIO TINTO LTD	12,400	1,088,190
RIO TINTO PLC	27,793	2,078,979
RIVERSTONE HOLDINGS LTD	84,000	70,551
ROCHE HOLDINGS AG (GENUSSCHEINE)	13,997	4,885,432
ROCHE HOLDINGS AG (GENUSSCHEINE)	11,049	3,856,479
ROYAL BANK OF CANADA	10,176	836,128
ROYAL BANK OF CANADA	12,500	1,027,084
ROYAL DUTCH SHELL PLC CL A	200,404	3,577,851
ROYAL DUTCH SHELL PLC CL A	195,572	3,491,585
ROYAL DUTCH SHELL PLC CL A	19,850	352,286
ROYAL DUTCH SHELL PLC CL B	155,009	2,669,611
ROYAL MAIL PLC	43,100	199,038
ROYAL UNIBREW AS	1,590	184,409
SAINSBURY (J) PLC	1,458,184	4,496,620
SAMPO OYJ SER A	3,238	136,749
SAMSUNG ELECTRONICS CO LTD	41,332	3,075,962
SAMSUNG LIFE INSURANCE CO LTD	561	40,771
SAMSUNG SECURITIES CO LTD	717	26,647
SANKYO CO LTD GUNMA (6417)	25,184	680,484
SANKYU INC	7,600	286,688
SANLAM LTD	344,573	1,377,589

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SANOFI	20,671	1,987,390
SANOFI	59,978	5,766,516
SANOFI	19,880	1,911,340
SANWA HOLDINGS CORP	38,500	448,182
SAP SE	1,698	222,413
SARTORIUS STEDIM BIOTECH	1,229	437,210
SASOL LTD	54,900	500,358
SBI HOLDINGS INC	1,800	42,658
SCHNEIDER ELECTRIC SE	11,250	1,625,863
SCHNEIDER ELECTRIC SE	14,047	2,030,089
SCHRODERS PLC (NEW) ORD	1,028	46,911
SCOR SE	1,376	44,412
SCOR SE	27,956	902,308
SCOUT24 AG	1,220	99,932
SERIA CO LTD	13,400	491,850
SEVEN & I HOLDINGS CO LTD	24,200	857,564
SHENG SIONG GROUP LTD	619,800	726,914
SHIMAMURA CORP	1,400	146,976
SHIN KONG FINCL HLDNGS CO LTD	82,795	25,952
SHINHAN FINANCIAL GROUP CO LTD	3,126	92,051
SHINHAN FINANCIAL GROUP CO LTD	37,400	1,101,309
SHINHAN FINANCIAL GROUP CO LTD	28,700	845,122
SHINSEI BANK LTD	1,500	18,464
SHIZUOKA BANK LTD	3,900	28,555
SHOPIFY INC CL A	1,208	1,367,396
SIAM COMMERCIAL BANK PCL (FOR)	348,400	1,017,863
SIAM COMMERCIAL BANK PCL (LOC)	13,800	40,317
SICHUAN SWELLFUN CO LTD A	196,460	2,498,983
SIEMENS AG (REGD)	14,763	2,119,499
SIGNATURE AVIATION PLC	365,294	1,933,218
SIGNIFY NV	25,403	1,071,589
SINGAPORE TELECOM LTD (SING)	1,395,800	2,439,693
SINOPAC HOLDINGS	100,173	40,808
SITC INTL HOLDINGS CO LTD	66,000	142,515
SK HYNIX INC	20,350	2,215,604
SKANDINAVISKA ENSKI BK SER A	11,091	113,908
SKF AB SER B	63,100	1,636,630
SOCIETE GENERALE SA CL A	5,439	113,104
SOJITZ CORPORATION	95,300	212,280
SOLVAY CL A	16,000	1,893,655
SOMPO HOLDINGS INC	2,500	101,036
SOMPO HOLDINGS INC	24,000	969,948
SONOVA HLDG AG	3,560	924,884
SONY CORP	50,900	5,070,035
SONY CORP	13,100	1,304,862
SONY CORP	16,700	1,663,450
SOUTH32	1,009,901	1,923,100
SPAREBANK 1 SR BK CAP CERTS	187,000	1,984,663
SPAREBANKEN VEST AS	66,085	558,014

Table of Contents

Identity of Issue, borrower, lessor, or similar party — SSE PLC	357,410	7,331,373
ST GOBAIN CIE DE	152,819	7,000,925
ST GOBAIN CIE DE	15,510	710,542
STANDARD CHARTERED PLC	411,418	2,621,219
STANDARD LIFE ABERDEEN PLC	17,396	66,919
STMICROELECTRONICS NV	23,109	854,838
SUBARU CORP	39,500	789,005
SUMITOMO CORP	14,400	190,433
SUMITOMO FORESTRY CO LTD	24,200	504,836
SUMITOMO MITSUI FINL GROUP INC	9,400	290,225
SUMITOMO MITSUI FINL GROUP INC	79,500	2,454,564
SUMITOMO MITSUI FINL GROUP INC	37,500	1,157,813
SUMITOMO MITSUI TR HLDGS INC	2,400	73,844
SUMITOMO MITSUI TR HLDGS INC	42,100	1,295,353
SUMITOMO MITSUI TR HLDGS INC	42,000	1,292,276
SUN LIFE FINANCIAL INC	4,437	197,293
SUN LIFE FINANCIAL INC	1,500	66,698
SUNCORP GROUP LTD	9,411	70,668
SUNDRUG CO LTD	7,500	299,259
SUNNY FRIEND ENVIRONMENTAL TECHNOLOGY CO LTD	243,000	2,014,409
SUNTORY BEVERAGE & FOOD LTD	1,800	63,629
SUZUKI MOTOR CORP	17,100	791,944
SUZUKI MOTOR CORP	1,500	69,469
SVENSKA HANDELSBANKEN SER A	11,068	111,116
SVENSKA HANDELSBANKEN SER A	19,800	198,780
SVENSKA HANDELSBANKEN SER A	136,684	1,372,223
SWEDBANK AB A	6,542	114,594
SWEDISH MATCH AB	1,890	146,512
SWISS LIFE HLDGS AG (NEW)	246	114,594
SWISS LIFE HLDGS AG (NEW)	1,760	819,862
SWISS RE LTD	2,325	218,870
T&D HOLDINGS INC	4,200	49,503
T&D HOLDINGS INC	86,600	1,020,698
T&D HOLDINGS INC	93,500	1,102,024
TAISHIN FINANCIAL HLDGS CO LTD	90,470	42,649
TAIWAN SEMICONDUCTOR MFG CO LTD	432,000	8,146,013
TAKEDA PHARMACEUTICAL CO LTD	188,500	6,855,043
TAMA HOME CO LTD	19,200	273,715
TATE & LYLE PLC	5,900	54,412
TAYLOR WIMPEY PLC	1,025,575	2,325,302
TDK CORP	2,300	346,153
TECAN GROUP AG	1,436	703,645
TECHNIPFMC PLC	464,078	4,362,333
TELENET GROUP HOLDING NV	5,517	236,434
TELENOR AS	3,840	65,342
TELEPERFORMANCE	1,337	443,127
TELIA CO AB	1,383,975	5,712,455
TESCO PLC	798,197	2,525,811
TESCO PLC	2,000,742	6,331,138

Table of Contents

Identity of Issue, borrower, lessor, or similar party — TFI INTERNATIONAL INC	7,800	401,551
THAI BEVERAGE PUBLIC CO LTD	5,136,000	2,856,356
THALES	740	67,711
TOKIO MARINE HOLDINGS INC	4,800	246,752
TOKIO MARINE HOLDINGS INC	113,800	5,850,084
TOKUYAMA CORP	31,600	709,091
TOKYO ELECTRON LTD	2,000	743,790
TOKYO GAS CO LTD	4,200	96,972
TOKYOTOKEIBA CO LTD	12,300	557,494
TOMY COMPANY LTD	5,400	47,591
TOPICUS.COM INC	557	2,106
TOREX GOLD RESOURCES INC	21,000	314,942
TORONTO-DOMINION BANK	12,885	728,014
TORONTO-DOMINION BANK	22,500	1,271,270
TORONTO-DOMINION BANK	31,332	1,770,286
TOURMALINE OIL CORP	10,900	146,943
TOYOTA MOTOR CORP	23,000	1,772,418
TRAVELSKY TECHNOLOGY LTD H	1,276,000	3,077,892
TRAVIS PERKINS PLC	275,037	5,066,243
TRELLEBORG AB SER B	40,263	893,091
TREND MICRO INC	5,400	310,648
TRYG AS	1,118	35,252
TURKIYE GARANTI BANKASI AS	18,794	26,220
TURKIYE HALK BANKASI	9,912	7,414
TURKIYE IS BANKASI AS C	22,512	21,201
UBS GROUP AG	25,758	362,817
UBS GROUP AG	269,945	3,802,343
UBS GROUP AG	68,750	968,386
UCB SA	3,296	340,164
UNICREDIT SPA	14,222	132,879
UNICREDIT SPA	115,733	1,081,314
UNIPOL GRUPPO SPA	184,351	880,580
UNIPOLSAI SPA	10,132	26,860
UNITED LAB INT HLDGS	594,000	421,415
UNITED OVERSEAS BANK (LOC)	9,400	160,673
UNITED OVERSEAS BANK (LOC)	364,527	6,230,830
UNITED OVERSEAS BANK (LOC)	74,276	1,269,594
V TECHNOLOGY CO LTD	1,800	102,504
VALMET CORP	24,671	704,055
VARUN BEVERAGES LTD	173,702	2,178,098
VIATRIS INC	140,652	2,635,818
VINCI SA	16,317	1,621,803
VIVENDI	2,080	67,032
VODAFONE GROUP PLC	2,198,602	3,636,168
VODAFONE GROUP PLC	76,200	126,024
VOLKSWAG PFD PERP	23,062	4,294,234
VOLKSWAG PFD PERP	373	69,454
VOLVO AB SER B	48,010	1,130,869
VONOVIA SE	3,140	229,238

Table of Contents

Identity of Issue, borrower, lessor, or similar party — WAREHOUSES DE PAUW SCA	2,010	69,393
WEICHAI POWER CO LTD H	664,000	1,332,719
WEST FRASER TIMBER LTD	4,300	276,262
WESTPAC BANKING CORP	23,525	351,306
WESTPORTS HOLDINGS BHD	2,802,044	2,995,348
WH GROUP LTD	6,834,000	5,729,931
WH GROUP LTD	712,500	597,392
WILMAR INTERNATIONAL LTD	936,000	3,293,281
WOORI FINANCIAL GROUP INC	3,063	27,382
WPP PLC NEW (UK)	401,136	4,388,428
WPP PLC NEW (UK)	39,826	435,696
X5 RETAIL GROUP NV GDR REGS	57,730	2,085,208
YAMADA HOLDINGS CO LTD	55,300	293,491
YAMAGUCHI FINANCIAL GROUP INC	1,900	10,691
YANDEX NV CL A	23,754	1,652,803
YARA INTERNATIONAL ASA	38,500	1,598,507
YUANTA FINL HLDG CO LTD	91,785	67,107
ZHEJIANG SUPOR COOKWARE CO LTD A	175,986	2,102,923
ZURICH INSURANCE GROUP AG	1,071	451,845
ZURICH INSURANCE GROUP AG	3,187	1,344,566
STIFS and Money Markets
FID BANK TRST ST INV FUND	2,334,914	2,334,914
SSBK GOVT STIF FUND	31,040,206	31,040,201
International Value Account		833,069,868
Investments held by trustee		38,161,818,818
Participant Loans* Interest 3.25%-9.00%, maturing
through August 2044		172,830,176
Total Investments	$	38,334,648,994

Party-in-interest

** Information not presented because investments are participant directed

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MICROSOFT CORP Regulatory Filings 2021

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MICROSOFT CORP — Regulatory Filings 2021

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