New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value 1011778 BC / NEW RED FIN 4.250 5/15/2024 815,877 1011778 BC / NEW RED FIN 5.750 4/15/2025 709,369 1011778 BC / NEW RED FIN 4.375 1/15/2028 1,382,755 1011778 BC / NEW RED FIN 3.875 1/15/2028 1,329,413 1011778 BC / NEW RED FIN 3.500 2/15/2029 91,838 1011778 BC / NEW RED FIN 4.000 10/15/2030 982,013 1211 AVENUE OF THE AMERICAS TR 4.142 8/10/2035 323,559 1211 AVENUE OF THE AMERICAS TR 4.142 8/10/2035 6,350,845 280 PARK AVENUE MORTGAGE TRUST 1.609 9/15/2034 749,100 3M COMPANY 3.000 8/7/2025 11,388,120 3M COMPANY 2.875 10/15/2027 10,872,522 3M COMPANY 3.625 9/14/2028 11,361,458 3M COMPANY 2.375 8/26/2029 7,348,017 8TH AVE FOOD PROVISIONS INC ‐ 10/1/2025 69,893 ABBOTT LABORATORIES 2.550 3/15/2022 10,163,335 ABBVIE INC 3.200 11/6/2022 10,330,296 ABBVIE INC 3.200 5/14/2026 10,842,692 ABBVIE INC 2.950 11/21/2026 7,524,625 ABBVIE INC 3.200 11/21/2029 5,430,222 ABC SUPPLY CO INC 4.000 1/15/2028 1,476,607 ABC SUPPLY CO INC 3.875 11/15/2029 422,344 ACADIA HEALTHCARE CO INC 5.000 4/15/2029 628,881 ACCO BRANDS CORP 4.250 3/15/2029 440,550 ACI WORLDWIDE INC 5.750 8/15/2026 318,820 ACPRODUCTS INC ‐ 5/5/2028 422,573 ACURIS FIN US/ACURIS FIN 5.000 5/1/2028 199,372 ADAMS HOMES INC 7.500 2/15/2025 209,000 ADAPTHEALTH LLC 4.625 8/1/2029 131,625 ADIENT GLOBAL HOLDINGS 4.875 8/15/2026 1,440,922 ADIENT US LLC 9.000 4/15/2025 333,679 ADIENT US LLC ‐ 4/8/2028 365,601 ADT SEC CORP 4.875 7/15/2032 1,769,229 ADTALEM GLOBAL EDUCATION 5.500 3/1/2028 533,164 ADVANCED DRAINAGE SYSTEM 5.000 9/30/2027 167,121 AETHON UN/AETHIN UN FIN 8.250 2/15/2026 351,878 AFFINITY GAMING 6.875 12/15/2027 882,960 AFRICAN DEVELOPMENT BANK 0.750 4/3/2023 25,198,338 AG ISSUER LLC 6.250 3/1/2028 79,026 AGREE LP 2.000 6/15/2028 495,887 AGREE LP 2.900 10/1/2030 1,512,906 AGREE LP 2.600 6/15/2033 498,155 AHEAD DB HOLDINGS LLC 6.625 5/1/2028 181,045 AHERN RENTALS INC 7.375 5/15/2023 676,875 AID ISRAEL 5.500 9/18/2023 27,821,751 AID ISRAEL 5.500 4/26/2024 113,890,073 AIG GLOBAL FUNDING 2.700 12/15/2021 10,113,609 AIR PRODUCTS + CHEMICALS 3.350 7/31/2024 12,912,070 AIR PRODUCTS + CHEMICALS 1.850 5/15/2027 5,136,000 ALBERTSONS COS/SAFEWAY 3.500 2/15/2023 138,579 ALBERTSONS COS/SAFEWAY 5.750 3/15/2025 400,820 ALBERTSONS COS/SAFEWAY 7.500 3/15/2026 252,425 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value ALBERTSONS COS/SAFEWAY 3.250 3/15/2026 956,438 ALBERTSONS COS/SAFEWAY 4.625 1/15/2027 1,303,254 ALBERTSONS COS/SAFEWAY 5.875 2/15/2028 3,117,981 ALBERTSONS COS/SAFEWAY 3.500 3/15/2029 571,498 ALBERTSONS COS/SAFEWAY 4.875 2/15/2030 323,153 ALCOA NEDERLAND HOLDING 7.000 9/30/2026 1,515,250 ALCOA NEDERLAND HOLDING 5.500 12/15/2027 433,920 ALCOA NEDERLAND HOLDING 6.125 5/15/2028 218,860 ALCOA NEDERLAND HOLDING 4.125 3/31/2029 762,228 ALEXANDRIA REAL ESTATE E 3.950 1/15/2027 557,070 ALEXANDRIA REAL ESTATE E 2.000 5/18/2032 443,230 ALEXANDRIA REAL ESTATE E 1.875 2/1/2033 1,323,428 ALEXANDRIA REAL ESTATE E 4.850 4/15/2049 450,901 ALLEGHENY TECHNOLOGIES 5.875 12/1/2027 606,503 ALLEN MEDIA LLC ‐ 2/10/2027 123,259 ALLEN MEDIA LLC/CO ISSR 10.500 2/15/2028 159,375 ALLIANT HOLD / CO ISSUER 4.250 10/15/2027 1,277,872 ALLIED UNIVERSAL 6.625 7/15/2026 729,438 ALLIED UNIVERSAL 9.750 7/15/2027 203,731 ALLIED UNIVERSAL 6.000 6/1/2029 202,758 ALLISON TRANSMISSION INC 4.750 10/1/2027 862,179 ALLISON TRANSMISSION INC 5.875 6/1/2029 1,010,685 ALLISON TRANSMISSION INC 3.750 1/30/2031 191,660 ALLSTATE CORP 1.450 12/15/2030 11,945,498 ALLY FINANCIAL INC 5.750 11/20/2025 1,065,490 ALPHABET INC 3.375 2/25/2024 12,900,247 ALPINE FIN MERGER SUB LLC ‐ 7/12/2024 271,381 ALTICE FINANCING SA 7.500 5/15/2026 634,152 ALTICE FRANCE HOLDING SA 10.500 5/15/2027 488,950 ALTICE FRANCE SA 7.375 5/1/2026 1,862,515 ALTICE FRANCE SA ‐ 8/14/2026 47,509 ALTICE FRANCE SA 8.125 2/1/2027 1,480,631 ALTICE FRANCE SA 5.500 1/15/2028 1,189,204 ALTICE FRANCE SA 5.125 1/15/2029 703,500 ALTICE FRANCE SA 5.125 7/15/2029 2,088,182 ALTRIA GROUP INC 4.400 2/14/2026 2,934,961 ALTRIA GROUP INC 3.400 5/6/2030 5,273,284 ALTRIA GROUP INC 2.450 2/4/2032 12,088,522 AMAZON.COM INC 1.000 5/12/2026 18,003,563 AMAZON.COM INC 1.650 5/12/2028 18,153,672 AMAZON.COM INC 2.100 5/12/2031 18,302,649 AMC NETWORKS INC 5.000 4/1/2024 44,560 AMC NETWORKS INC 4.250 2/15/2029 201,750 AMEREN ILLINOIS CO 3.250 3/1/2025 10,751,710 AMEREN ILLINOIS CO 3.800 5/15/2028 11,325,568 AMERICAN AIRLINES INC 11.750 7/15/2025 2,398,305 AMERICAN AIRLINES/AADVAN 5.500 4/20/2026 2,203,259 AMERICAN AIRLINES/AADVAN 5.750 4/20/2029 1,485,929 AMERICAN ASSETS TRUST LP 3.375 2/1/2031 720,457 AMERICAN AXLE + MFG INC 6.250 4/1/2025 343,976 AMERICAN AXLE + MFG INC 6.250 3/15/2026 1,936,875 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value AMERICAN AXLE + MFG INC 6.500 4/1/2027 660,380 AMERICAN AXLE + MFG INC 6.875 7/1/2028 145,260 AMERICAN CAMPUS CMNTYS 4.125 7/1/2024 463,714 AMERICAN EXPRESS CO 3.400 2/27/2023 12,039,876 AMERICAN EXPRESS CO 3.000 10/30/2024 15,552,771 AMERICAN EXPRESS CREDIT 2.700 3/3/2022 10,145,761 AMERICAN EXPRESS CREDIT 3.300 5/3/2027 14,159,718 AMERICAN EXPRESS CREDIT ACCOUN 2.870 10/15/2024 10,189,361 AMERICAN HOMES 4 RENT 4.250 2/15/2028 673,492 AMERICAN HOMES 4 RENT 4.900 2/15/2029 522,961 AMERICAN HOMES 4 RENT 2.375 7/15/2031 985,130 AMERICAN HOMES 4 RENT 3.375 7/15/2051 979,620 AMERICAN HONDA FINANCE 2.900 2/16/2024 10,574,637 AMERICAN HONDA FINANCE 1.200 7/8/2025 15,104,756 AMERICAN INTL GROUP 3.750 7/10/2025 11,504,376 AMERICAN INTL GROUP 3.400 6/30/2030 14,804,125 AMERICAN TOWER CORP 3.100 6/15/2050 561,765 AMERICAN WATER CAPITAL C 3.750 9/1/2028 14,692,260 AMERIGAS PART/FIN CORP 5.500 5/20/2025 192,063 AMERIGAS PART/FIN CORP 5.875 8/20/2026 201,537 AMERIGAS PART/FIN CORP 5.750 5/20/2027 1,031,375 AMGEN INC 2.250 8/19/2023 10,339,501 AMGH HLDG CORP ‐ 3/14/2025 203,459 AMS AG 7.000 7/31/2025 646,500 ANHEUSER BUSCH CO/INBEV 3.650 2/1/2026 11,041,846 ANHEUSER BUSCH INBEV WOR 4.000 4/13/2028 11,386,145 ANHEUSER BUSCH INBEV WOR 4.750 1/23/2029 11,912,647 ANHEUSER BUSCH INBEV WOR 3.500 6/1/2030 11,123,856 ANTERO MIDSTREAM PART/FI 7.875 5/15/2026 854,972 ANTERO MIDSTREAM PART/FI 5.750 3/1/2027 166,400 ANTERO MIDSTREAM PART/FI 5.750 1/15/2028 368,295 ANTERO MIDSTREAM PART/FI 5.375 6/15/2029 448,275 ANTERO RESOURCES CORP 8.375 7/15/2026 169,488 ANTERO RESOURCES CORP 7.625 2/1/2029 327,450 ANTERO RESOURCES CORP 5.375 3/1/2030 320,478 ANTHEM INC 2.950 12/1/2022 10,340,100 ANTHEM INC 3.350 12/1/2024 10,787,841 ANTHEM INC 2.875 9/15/2029 11,078,844 ANTHEM INC 2.550 3/15/2031 10,305,329 APACHE CORP 4.625 11/15/2025 710,640 APACHE CORP 4.875 11/15/2027 682,284 APACHE CORP 4.250 1/15/2030 237,375 APACHE CORP 5.100 9/1/2040 1,595,343 APACHE CORP 5.250 2/1/2042 484,335 APACHE CORP 4.750 4/15/2043 577,034 APACHE CORP 4.250 1/15/2044 184,676 API GROUP DE INC 4.125 7/15/2029 397,752 APPLE INC 2.150 2/9/2022 10,119,304 APPLE INC 2.850 2/23/2023 12,981,798 APPLE INC 3.200 5/13/2025 10,906,422 APPLE INC 2.050 9/11/2026 15,699,134 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value APPLE INC 2.200 9/11/2029 10,396,370 APPLE INC 1.650 2/8/2031 19,686,105 APPLIED MATERIALS INC 3.300 4/1/2027 3,315,651 APPLIED SYS INC ‐ 9/19/2024 188,649 APX GROUP INC 7.875 12/1/2022 564,108 APX GROUP INC 8.500 11/1/2024 224,675 ARAMARK SERVICES INC 6.375 5/1/2025 1,071,000 ARAMARK SERVICES INC 5.000 2/1/2028 932,008 ARBOR MULTIFAMILY MORTGAGE SEC 0.967 5/15/2053 966,792 ARBOR MULTIFAMILY MORTGAGE SEC 3.599 5/15/2053 1,353,977 ARBOR MULTIFAMILY MORTGAGE SEC 1.750 5/15/2053 3,027,640 ARBOR MULTIFAMILY MORTGAGE SEC 2.000 6/15/2054 1,499,025 ARBOR MULTIFAMILY MORTGAGE SEC 2.513 6/15/2054 2,705,943 ARCHER DANIELS MIDLAND C 3.250 3/27/2030 5,535,801 ARCHES BUYER INC 4.250 6/1/2028 968,975 ARCHROCK PARTNERS LP/FIN 6.875 4/1/2027 689,813 ARCHROCK PARTNERS LP/FIN 6.250 4/1/2028 958,309 ARCONIC CORP 6.000 5/15/2025 557,398 ARCONIC CORP 6.125 2/15/2028 802,395 ARD FINANCE SA 6.500 6/30/2027 210,000 ARDAGH METAL PACKAGING 4.000 9/1/2029 1,151,219 ARDAGH PKG FIN/HLDGS USA 6.000 2/15/2025 287,789 ARDAGH PKG FIN/HLDGS USA 5.250 4/30/2025 1,686,205 ARDAGH PKG FIN/HLDGS USA 4.125 8/15/2026 1,283,398 ARDAGH PKG FIN/HLDGS USA 5.250 8/15/2027 103,020 ARDAGH PKG FIN/HLDGS USA 5.250 8/15/2027 1,560,600 ARIZONA PUBLIC SERVICE 3.150 5/15/2025 10,737,509 ASBURY AUTOMOTIVE GROUP 4.500 3/1/2028 486,008 ASCEND LEARNING LLC ‐ 7/12/2024 92,898 ASCENT RESOURCES UTICA ‐ 11/1/2025 133,453 ASCENT RESOURCES/ARU FIN 7.000 11/1/2026 444,639 ASCENT RESOURCES/ARU FIN 9.000 11/1/2027 88,457 ASCENT RESOURCES/ARU FIN 8.250 12/31/2028 220,000 ASCENT RESOURCES/ARU FIN 5.875 6/30/2029 300,000 ASGN INCORPORATED 4.625 5/15/2028 680,856 ASHFORD HOSPITALITY TRUST 2.173 4/15/2035 2,560,179 ASHLAND LLC 4.750 8/15/2022 20,685 ASHTEAD CAPITAL INC 4.125 8/15/2025 665,438 ASIAN DEVELOPMENT BANK 2.000 2/16/2022 25,290,112 ASIAN DEVELOPMENT BANK 1.000 4/14/2026 12,534,023 ASIAN DEVELOPMENT BANK 1.250 6/9/2028 12,492,307 ASIAN DEVELOPMENT BANK 1.500 3/4/2031 24,971,006 ASTRAZENECA FINANCE LLC 2.250 5/28/2031 10,143,534 ASTRAZENECA PLC 3.500 8/17/2023 10,621,412 ASTRAZENECA PLC 3.375 11/16/2025 10,941,918 ASTRAZENECA PLC 3.125 6/12/2027 10,862,360 AT+T INC 3.000 6/30/2022 13,292,888 AT+T INC 4.125 2/17/2026 12,925,925 AT+T INC 1.700 3/25/2026 15,158,501 AT+T INC 4.250 3/1/2027 16,732,825 AT+T INC 4.100 2/15/2028 15,049,803 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value ATKORE INC 4.250 6/1/2031 607,680 ATLANTIC CITY ELECTRIC 4.000 10/15/2028 11,379,936 ATLANTICA SUSTAIN INFRA 4.125 6/15/2028 713,160 ATLAS LUXCO 4 / ALL UNI 4.625 6/1/2028 600,470 ATLAS LUXCO 4 / ALL UNI 4.625 6/1/2028 401,444 ATMOS ENERGY CORP 1.500 1/15/2031 9,485,612 AUTOMATIC DATA PROCESSNG 3.375 9/15/2025 5,480,823 AUTOMATIC DATA PROCESSNG 1.700 5/15/2028 5,042,555 AUTOMATION TOOLING SYSTE 4.125 12/15/2028 324,529 AVANTOR FUNDING INC 4.625 7/15/2028 1,543,536 AVAYA INC 6.125 9/15/2028 214,060 AVENTURA MALL TRUST 4.112 7/5/2040 9,935,229 AVENUE OF AMERICAS 3.010 12/13/2029 1,992,472 AVIENT CORP 5.750 5/15/2025 263,939 AVIS BUDGET CAR/FINANCE 5.250 3/15/2025 383,738 AVIS BUDGET CAR/FINANCE 5.750 7/15/2027 229,478 AVIS BUDGET CAR/FINANCE 5.750 7/15/2027 1,030,617 AVIS BUDGET CAR/FINANCE 4.750 4/1/2028 789,019 AVIS BUDGET CAR/FINANCE 5.375 3/1/2029 636,204 AXALTA COAT/DUTCH HLD BV 4.750 6/15/2027 1,095,685 AXALTA COATING SYSTEMS 3.375 2/15/2029 1,028,330 BALTIMORE GAS + ELECTRIC 2.250 6/15/2031 12,114,104 BANC OF AMERICA COMMERCIAL MOR 4.359 9/15/2048 1,052,188 BANC OF AMERICA COMMERCIAL MOR 0.627 2/15/2050 865,389 BANC OF AMERICA MERRILL LYNCH 0.529 12/10/2030 270,644 BANC OF AMERICA MERRILL LYNCH 3.490 4/14/2033 107,046 BANC OF AMERICA MERRILL LYNCH 1.223 9/15/2034 1,269,620 BANC OF AMERICA MERRILL LYNCH 1.773 9/15/2034 6,605,182 BANC OF AMERICA MERRILL LYNCH 0.561 12/15/2035 457,465 BANC OF AMERICA MERRILL LYNCH 4.226 12/15/2035 7,045,331 BANK BANK 2017 BNK5 C 4.254 6/15/2060 772,945 BANK BANK 2017 BNK8 A4 3.488 11/15/2050 2,325,802 BANK BANK 2017 BNK8 B 3.926 11/15/2050 3,924,636 BANK BANK 2017 BNK9 A4 3.538 11/15/2054 8,722,805 BANK BANK 2018 BN13 A5 4.217 8/15/2061 4,437,545 BANK BANK 2018 BN13 B 4.560 8/15/2061 624,469 BANK BANK 2019 BN16 B 4.438 2/15/2052 2,565,339 BANK BANK 2019 BN19 A3 3.183 8/15/2061 5,457,855 BANK BANK 2019 BN22 A4 2.978 11/15/2062 4,315,967 BANK BANK 2019 BN22 XB 0.147 11/15/2062 864,975 BANK BANK 2019 BN24 A3 2.960 11/15/2062 1,462,855 BANK BANK 2019 BN24 B 3.455 11/15/2062 1,117,524 BANK BANK 2020 BN27 XA 1.161 4/15/2063 2,076,159 BANK BANK 2020 BN28 A4 1.844 3/15/2063 3,257,443 BANK BANK 2020 BN29 A4 1.997 11/15/2053 5,917,179 BANK BANK 2020 BN29 AS 2.212 11/15/2053 1,896,577 BANK BANK 2020 BN29 C 3.027 11/15/2053 1,074,228 BANK BANK 2021 BN32 A5 2.643 4/15/2054 5,132,196 BANK BANK 2021 BN33 A5 2.556 5/15/2064 6,482,642 BANK BANK 2021 BN33 AS 2.792 5/15/2064 4,304,043 BANK BANK 2021 BN33 C 3.297 5/15/2064 3,130,710 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value BANK BANK 2021 BN33 XB 0.595 5/15/2064 3,094,358 BANK OF AMERICA CORP 3.004 12/20/2023 9,165,463 BANK OF AMERICA CORP 4.125 1/22/2024 10,887,831 BANK OF AMERICA CORP 3.875 8/1/2025 16,665,830 BANK OF AMERICA CORP 2.456 10/22/2025 5,230,475 BANK OF AMERICA CORP 3.559 4/23/2027 10,952,237 BANK OF AMERICA CORP 3.705 4/24/2028 11,057,819 BANK OF AMERICA CORP 3.419 12/20/2028 12,281,887 BANK OF AMERICA CORP 3.970 3/5/2029 16,908,710 BANK OF AMERICA CORP 2.087 6/14/2029 10,080,917 BANK OF AMERICA CORP 3.194 7/23/2030 10,765,621 BANK OF AMERICA CORP 2.884 10/22/2030 10,533,907 BANK OF AMERICA CORP 1.922 10/24/2031 11,694,664 BANK OF AMERICA CORP 2.651 3/11/2032 15,404,238 BANK OF AMERICA CORP 6.250 9/29/2049 553,125 BANK OF AMERICA CORP 6.300 12/29/2049 86,543 BANK OF AMERICA CORP 5.125 12/31/2099 79,875 BANK OF AMERICA CREDIT CARD TR 3.100 12/15/2023 13,365,359 BANK OF AMERICA CREDIT CARD TR 1.740 1/15/2025 15,261,156 BANK OF MONTREAL 2.900 3/26/2022 10,200,851 BANK OF MONTREAL 1.850 5/1/2025 7,220,469 BANK OF NOVA SCOTIA 2.800 7/21/2021 10,013,888 BANK OF NOVA SCOTIA 3.400 2/11/2024 16,082,156 BANK OF NOVA SCOTIA 1.050 3/2/2026 14,840,473 BANK OF NOVA SCOTIA 2.150 8/1/2031 14,934,237 BANK OF NY MELLON CORP 2.600 2/7/2022 10,124,520 BANK OF NY MELLON CORP 2.200 8/16/2023 15,015,979 BANK OF NY MELLON CORP 3.650 2/4/2024 10,779,454 BANK OF NY MELLON CORP 3.250 5/16/2027 16,477,770 BANK OF NY MELLON CORP 1.650 7/14/2028 15,063,996 BARCLAYS COMMERCIAL MORTGAGE S 0.289 9/5/2032 810 BARCLAYS COMMERCIAL MORTGAGE S 3.312 8/10/2035 1,622,500 BARCLAYS COMMERCIAL MORTGAGE S 1.273 8/15/2036 347,212 BARCLAYS COMMERCIAL MORTGAGE S 1.773 8/15/2036 379,113 BARCLAYS COMMERCIAL MORTGAGE S 1.103 8/15/2036 2,811,719 BARCLAYS COMMERCIAL MORTGAGE S 1.194 3/15/2037 4,887,032 BARCLAYS COMMERCIAL MORTGAGE S 4.178 5/15/2052 896,407 BARCLAYS COMMERCIAL MORTGAGE S 4.096 5/15/2052 5,643,829 BARCLAYS COMMERCIAL MORTGAGE S 3.000 5/15/2052 6,581,831 BARCLAYS COMMERCIAL MORTGAGE S 0.988 4/15/2053 483,916 BARCLAYS COMMERCIAL MORTGAGE S 1.630 4/15/2053 944,613 BARCLAYS COMMERCIAL MORTGAGE S 3.605 4/15/2053 2,753,090 BARCLAYS COMMERCIAL MORTGAGE S 3.152 4/15/2053 2,899,394 BARCLAYS COMMERCIAL MORTGAGE S 1.646 2/15/2054 2,064,772 BARCLAYS COMMERCIAL MORTGAGE S 2.492 7/15/2054 6,226,119 BARCLAYS PLC 3.932 5/7/2025 12,954,041 BARCLAYS PLC 2.852 5/7/2026 12,677,673 BARCLAYS PLC 2.667 3/10/2032 15,081,648 BARCLAYS PLC 7.750 12/31/2099 769,125 BAUSCH HEALTH AMERICAS 9.250 4/1/2026 2,303,749 BAUSCH HEALTH AMERICAS 8.500 1/31/2027 3,319,393 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value BAUSCH HEALTH COMPANIES INC. ‐ 6/2/2025 27,209 BAUSCH HEALTH COS INC 6.125 4/15/2025 2,374,925 BAUSCH HEALTH COS INC 5.500 11/1/2025 912,114 BAUSCH HEALTH COS INC 9.000 12/15/2025 3,890,304 BAUSCH HEALTH COS INC 5.750 8/15/2027 544,488 BAUSCH HEALTH COS INC 7.000 1/15/2028 870,350 BAUSCH HEALTH COS INC 5.000 1/30/2028 583,481 BAUSCH HEALTH COS INC 4.875 6/1/2028 639,688 BAUSCH HEALTH COS INC 5.000 2/15/2029 706,835 BAUSCH HEALTH COS INC 6.250 2/15/2029 1,254,115 BAUSCH HEALTH COS INC 7.250 5/30/2029 357,669 BAUSCH HEALTH COS INC 5.250 1/30/2030 488,250 BAUSCH HEALTH COS INC 5.250 2/15/2031 1,248,956 BAYER US FINANCE LLC 3.000 10/8/2021 10,071,214 BAYTEX ENERGY CORP 8.750 4/1/2027 186,388 BB UBS TRUST 0.596 11/5/2036 327,165 BCPE EMPIRE HOLDINGS INC 7.625 5/1/2027 409,640 BCPE ULYSSES INTERMEDIAT 7.750 4/1/2027 153,750 BEACON ROOFING SUPPLY IN 4.500 11/15/2026 1,138,572 BEACON ROOFING SUPPLY IN 4.125 5/15/2029 636,370 BEAZER HOMES USA 6.750 3/15/2025 480,113 BEAZER HOMES USA 5.875 10/15/2027 418,020 BEAZER HOMES USA 7.250 10/15/2029 111,032 BENCHMARK MORTGAGE TRUST 3.509 9/15/2048 9,598,070 BENCHMARK MORTGAGE TRUST 3.126 9/15/2048 13,202,605 BENCHMARK MORTGAGE TRUST 4.199 2/15/2051 1,602,446 BENCHMARK MORTGAGE TRUST 4.430 7/15/2051 1,708,265 BENCHMARK MORTGAGE TRUST 4.610 7/15/2051 5,641,833 BENCHMARK MORTGAGE TRUST 3.440 8/15/2052 2,760,202 BENCHMARK MORTGAGE TRUST 4.859 5/15/2053 1,109,968 BENCHMARK MORTGAGE TRUST 4.859 5/15/2053 1,754,528 BENCHMARK MORTGAGE TRUST 1.850 9/15/2053 2,666,958 BENCHMARK MORTGAGE TRUST 1.626 10/15/2053 1,891,027 BENCHMARK MORTGAGE TRUST 2.000 12/17/2053 873,271 BENCHMARK MORTGAGE TRUST 3.347 12/17/2053 1,038,938 BENCHMARK MORTGAGE TRUST 1.458 12/17/2053 1,726,514 BENCHMARK MORTGAGE TRUST 1.978 12/17/2053 5,551,225 BENCHMARK MORTGAGE TRUST 1.279 2/15/2054 4,381,059 BENCHMARK MORTGAGE TRUST 2.070 2/15/2054 5,024,392 BENCHMARK MORTGAGE TRUST 2.847 4/15/2054 3,159,958 BENCHMARK MORTGAGE TRUST 3.201 4/15/2054 5,173,161 BENCHMARK MORTGAGE TRUST 2.577 4/15/2054 10,595,248 BENCHMARK MORTGAGE TRUST 2.000 6/15/2054 1,984,494 BENCHMARK MORTGAGE TRUST 2.688 6/15/2054 4,211,846 BENCHMARK MORTGAGE TRUST 2.613 6/15/2054 5,874,440 BENCHMARK MORTGAGE TRUST 3.899 3/15/2062 2,686,459 BENCHMARK MORTGAGE TRUST 3.493 12/15/2062 3,541,944 BERKSHIRE HATHAWAY ENERG 4.050 4/15/2025 7,772,376 BERKSHIRE HATHAWAY ENERG 3.700 7/15/2030 5,667,536 BERKSHIRE HATHAWAY FIN 1.850 3/12/2030 4,044,785 BERKSHIRE HATHAWAY FIN 1.450 10/15/2030 9,762,140 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value BERKSHIRE HATHAWAY INC 3.125 3/15/2026 5,465,685 BERRY GLOBAL INC 5.125 7/15/2023 160,160 BERRY GLOBAL INC 4.500 2/15/2026 548,221 BERRY GLOBAL INC 4.875 7/15/2026 872,982 BERRY GLOBAL INC 5.625 7/15/2027 26,440 BFLD TRUST 0.083 10/15/2021 25,138 BFLD TRUST 1.163 10/15/2034 1,600,003 BFLD TRUST 3.023 10/15/2035 2,118,539 BIDFAIR HOLDINGS INC 5.875 6/1/2029 203,000 BIG RIVER STEEL/BRS FIN 6.625 1/31/2029 244,478 BLACK KNIGHT INFOSERV LL 3.625 9/1/2028 470,616 BLACKROCK INC 3.200 3/15/2027 5,543,470 BLACKROCK INC 3.250 4/30/2029 11,180,253 BLUE RACER MID LLC/FINAN 7.625 12/15/2025 708,727 BLUE RACER MID LLC/FINAN 6.625 7/15/2026 41,800 BNSF RAILWAY CO 2015 1 P 3.442 6/16/2028 12,755,441 BOEING CO 2.200 10/30/2022 10,173,868 BOEING CO 2.700 2/1/2027 13,437,283 BOEING CO 3.250 3/1/2028 6,295,379 BOEING CO 3.200 3/1/2029 14,168,226 BOISE CASCADE COMPANY 4.875 7/1/2030 53,128 BOOZ ALLEN HAMILTON INC 3.875 9/1/2028 753,780 BOOZ ALLEN HAMILTON INC 4.000 7/1/2029 474,440 BOSTON PROPERTIES LP 3.800 2/1/2024 385,261 BOSTON PROPERTIES LP 2.900 3/15/2030 467,271 BOSTON PROPERTIES LP 2.550 4/1/2032 503,099 BOXER PARENT CO INC 7.125 10/2/2025 175,480 BOYD GAMING CORP 8.625 6/1/2025 55,119 BOYD GAMING CORP 4.750 12/1/2027 360,180 BOYD GAMING CORP 4.750 6/15/2031 906,775 BOYNE USA INC 4.750 5/15/2029 577,769 BP CAP MARKETS AMERICA 3.216 11/28/2023 10,588,643 BP CAP MARKETS AMERICA 3.796 9/21/2025 11,082,735 BP CAP MARKETS AMERICA 3.543 4/6/2027 11,034,399 BP CAPITAL MARKETS PLC 3.994 9/26/2023 5,376,372 BRANDYWINE OPER PARTNERS 4.550 10/1/2029 915,268 BRIGHTSTAR ESCROW CORP 9.750 10/15/2025 161,438 BRINK S CO/THE 5.500 7/15/2025 313,253 BRINK S CO/THE 4.625 10/15/2027 495,188 BRISTOL MYERS SQUIBB CO 3.250 11/1/2023 10,634,125 BRISTOL MYERS SQUIBB CO 3.200 6/15/2026 7,683,952 BRISTOL MYERS SQUIBB CO 3.900 2/20/2028 17,153,037 BRISTOL MYERS SQUIBB CO 1.450 11/13/2030 14,483,544 BRISTOW GROUP INC 6.875 3/1/2028 535,500 BROOKFIELD PPTY REIT INC 5.750 5/15/2026 2,890,938 BROOKFIELD RESID PROPERT 5.000 6/15/2029 654,875 BROOKFIELD RESID PROPERT 4.875 2/15/2030 74,273 BROOKLYN UNION GAS CO 3.407 3/10/2026 10,790,814 BUCKEYE PARTNERS LP 4.150 7/1/2023 62,025 BUCKEYE PARTNERS LP 4.125 3/1/2025 212,431 BUCKEYE PARTNERS LP 3.950 12/1/2026 371,388 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value BUCKEYE PARTNERS LP 4.125 12/1/2027 192,850 BUCKEYE PARTNERS LP 4.500 3/1/2028 271,707 BUCKEYE PARTNERS, LP ‐ 11/1/2026 103,172 BUILDERS FIRSTSOURCE INC 5.000 3/1/2030 105,145 BURFORD CAPITAL GLBL FIN 6.250 4/15/2028 210,054 BURLINGTN NORTH SANTA FE 3.850 9/1/2023 10,668,664 BURLINGTN NORTH SANTA FE 3.400 9/1/2024 10,810,086 BWAY HLDG CO ‐ 4/3/2024 716,344 BWAY MORTGAGE TRUST 2.809 3/10/2033 920,273 BWAY MORTGAGE TRUST 3.446 3/10/2033 2,098,728 BWAY MORTGAGE TRUST 3.717 3/10/2033 2,584,587 BWAY MORTGAGE TRUST 2.968 12/10/2039 12,852,465 BWX TECHNOLOGIES INC 5.375 7/15/2026 599,447 BWX TECHNOLOGIES INC 4.125 6/30/2028 1,212,313 BX COMMERCIAL MORTGAGE TRUST 2 1.323 10/15/2036 422,265 BX COMMERCIAL MORTGAGE TRUST 2 1.153 10/15/2036 2,194,311 BX COMMERCIAL MORTGAGE TRUST 2 0.993 10/15/2036 2,850,780 BX COMMERCIAL MORTGAGE TRUST 2 1.523 10/15/2036 3,624,577 BX COMMERCIAL MORTGAGE TRUST 2 2.073 10/15/2036 19,973,892 BX TRUST 0.275 1/15/2022 231,797 BX TRUST 3.050 6/15/2023 2,739,996 BX TRUST 1.173 11/15/2035 1,540,501 BX TRUST 0.973 11/15/2035 2,800,914 BX TRUST 1.873 11/15/2035 6,301,982 BX TRUST 1.673 2/15/2036 3,993,587 BX TRUST 1.673 2/15/2036 4,373,929 BX TRUST 1.960 10/15/2036 1,992,371 BX TRUST 1.323 12/15/2036 7,278,659 BX TRUST 1.673 12/15/2036 7,763,901 BX TRUST 1.394 3/15/2037 7,008,619 BX TRUST 1.175 5/15/2038 3,328,996 BX TRUST 1.425 5/15/2038 4,998,501 BX TRUST 0.152 6/15/2038 236,723 BX TRUST 1.500 6/15/2038 4,004,796 BX TRUST 1.900 6/15/2038 5,002,397 BX TRUST 2.843 3/9/2044 4,201,605 BX TRUST 3.542 3/9/2044 6,282,957 BX TRUST 3.549 3/11/2044 7,941,312 BX TRUST 2019 OC11 3.856 12/9/2041 448,835 BX TRUST 2019 OC11 3.202 12/9/2041 2,693,158 BXMT LTD 2.074 2/15/2038 8,189,771 BXMT LTD 1.524 2/15/2038 12,987,819 BXMT LTD 1.774 2/15/2038 14,486,414 BXP TRUST 3.552 8/13/2037 472,192 BXP TRUST 3.552 8/13/2037 1,822,333 BXP TRUST 3.379 6/13/2039 786,962 BXP TRUST 3.425 6/13/2039 20,752,463 BY CROWN PARENT/BY BOND 4.250 1/31/2026 369,768 CABLEVISION LIGHTPATH 3.875 9/15/2027 535,680 CABLEVISION LIGHTPATH 5.625 9/15/2028 286,199 CAESARS ENTERTAIN INC 6.250 7/1/2025 1,785,040 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value CAESARS RESORT / FINCO 5.750 7/1/2025 629,089 CAESARS RESORT / FINCO 5.250 10/15/2025 270,338 CALI MORTGAGE TRUST 2019 101C 4.158 3/10/2039 442,416 CALI MORTGAGE TRUST 2019 101C 4.324 3/10/2039 6,054,105 CALIFORNIA RESOURCES CRP 7.125 2/1/2026 478,806 CALLON PETROLEUM 8.000 8/1/2028 455,063 CALLON PETROLEUM CO 6.125 10/1/2024 197,158 CALLON PETROLEUM CO 6.375 7/1/2026 47,875 CALPINE CORP 5.250 6/1/2026 1,166,603 CALPINE CORP 4.500 2/15/2028 856,800 CALPINE CORP 5.125 3/15/2028 1,072,445 CALPINE CORP 4.625 2/1/2029 491,570 CALPINE CORP 5.000 2/1/2031 199,000 CALRIV SCI HLD CORP 3.875 6/30/2028 844,625 CALRIV SCI HLD CORP 4.875 6/30/2029 888,733 CAMB COMMERCIAL MORTGAGE TRUST 1.823 12/15/2037 3,504,925 CAMB COMMERCIAL MORTGAGE TRUST 2.223 12/15/2037 6,249,135 CAMDEN PROPERTY TRUST 4.250 1/15/2024 462,817 CAMELOT FINANCE SA 4.500 11/1/2026 1,161,338 CAMPBELL SOUP CO 3.650 3/15/2023 3,006,702 CAMPBELL SOUP CO 3.950 3/15/2025 11,029,766 CANADA GOVERNMENT 2.000 11/15/2022 24,584,335 CANADA GOVERNMENT 1.625 1/22/2025 25,895,500 CANADIAN IMPERIAL BANK 1.250 6/22/2026 14,927,159 CANADIAN NATL RAILWAY 2.950 11/21/2024 10,646,059 CANADIAN NATL RAILWAY 2.750 3/1/2026 7,505,836 CAPITAL ONE FINANCIAL CO 3.300 10/30/2024 10,770,319 CAPITAL ONE FINANCIAL CO 3.750 3/9/2027 3,333,213 CAPITAL ONE FINANCIAL CO 3.650 5/11/2027 16,649,632 CARDINAL HEALTH INC 2.616 6/15/2022 6,993,392 CARDINAL HEALTH INC 3.079 6/15/2024 10,606,700 CARDINAL HEALTH INC 3.750 9/15/2025 10,998,564 CARGILL INC 3.250 3/1/2023 10,482,378 CARGILL INC 3.250 5/23/2029 16,432,268 CARLSON TRAVEL INC 6.750 12/15/2025 367,752 CARNIVAL CORP 11.500 4/1/2023 1,042,120 CARNIVAL CORP 10.500 2/1/2026 612,396 CARNIVAL CORP 7.625 3/1/2026 1,063,439 CARNIVAL CORP 5.750 3/1/2027 3,064,985 CARNIVAL CORP 9.875 8/1/2027 628,115 CARPENTER TECHNOLOGY 6.375 7/15/2028 553,317 CASTLE US HOLDING CORP 9.500 2/15/2028 547,313 CATALENT PHARMA SOLUTION 5.000 7/15/2027 340,657 CATALENT PHARMA SOLUTION 3.125 2/15/2029 510,336 CATERPILLAR FINANCIAL SE 3.750 11/24/2023 10,797,220 CATERPILLAR FINL SERVICE 2.750 8/20/2021 9,505,176 CATERPILLAR INC 2.600 9/19/2029 10,675,030 CCI BUYER INC ‐ 12/17/2027 170,467 CCO HLDGS LLC/CAP CORP 5.750 2/15/2026 334,873 CCO HLDGS LLC/CAP CORP 5.500 5/1/2026 259,509 CCO HLDGS LLC/CAP CORP 5.125 5/1/2027 3,651,221 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value CCO HLDGS LLC/CAP CORP 5.000 2/1/2028 4,596,671 CCO HLDGS LLC/CAP CORP 5.375 6/1/2029 1,419,937 CCO HLDGS LLC/CAP CORP 4.750 3/1/2030 3,786,908 CCO HLDGS LLC/CAP CORP 4.500 8/15/2030 2,245,898 CCO HLDGS LLC/CAP CORP 4.250 2/1/2031 1,034,031 CCO HLDGS LLC/CAP CORP 4.500 5/1/2032 2,117,059 CCO HLDGS LLC/CAP CORP 4.500 6/1/2033 537,212 CD COMMERCIAL MORTGAGE TRUST 2.459 8/10/2049 5,179,036 CD COMMERCIAL MORTGAGE TRUST 3.153 2/10/2050 241,609 CD COMMERCIAL MORTGAGE TRUST 3.984 2/10/2050 4,856,976 CD COMMERCIAL MORTGAGE TRUST 3.956 8/15/2050 3,499,938 CD COMMERCIAL MORTGAGE TRUST 3.911 11/13/2050 2,157,875 CD COMMERCIAL MORTGAGE TRUST 4.266 11/13/2050 3,227,504 CD COMMERCIAL MORTGAGE TRUST 4.851 8/15/2051 1,115,958 CD+R SMOKEY BUYER INC 6.750 7/15/2025 1,132,977 CDK GLOBAL INC 4.875 6/1/2027 366,953 CDK GLOBAL INC 5.250 5/15/2029 311,052 CDW LLC/CDW FINANCE 4.125 5/1/2025 313,500 CDW LLC/CDW FINANCE 4.250 4/1/2028 745,500 CDW LLC/CDW FINANCE 3.250 2/15/2029 447,834 CEDAR FAIR/CAN/MAGNUM/MI 5.500 5/1/2025 1,357,919 CEDAR FAIR/CAN/MAGNUM/MI 6.500 10/1/2028 297,390 CEMEX SAB DE CV 7.375 6/5/2027 225,760 CEMEX SAB DE CV 5.200 9/17/2030 219,920 CEMEX SAB DE CV 3.875 7/11/2031 406,600 CEMEX SAB DE CV 5.125 12/31/2099 206,440 CENTENE CORP 5.375 6/1/2026 1,920,710 CENTENE CORP 4.250 12/15/2027 1,366,714 CENTENE CORP 4.625 12/15/2029 4,926,970 CENTENE CORP 3.375 2/15/2030 256,103 CENTENE CORP 3.000 10/15/2030 1,180,345 CENTENE CORP 2.500 3/1/2031 98,625 CENTRAL GARDEN + PET CO 5.125 2/1/2028 898,034 CENTRAL GARDEN + PET CO 4.125 10/15/2030 173,613 CENTRAL GARDEN + PET CO 4.125 4/30/2031 176,969 CENTURY COMMUNITIES 6.750 6/1/2027 928,594 CFCRE COMMERCIAL MORTGAGE TRUS 5.295 2/15/2033 2,438,564 CFCRE COMMERCIAL MORTGAGE TRUS 3.865 1/10/2048 1,381,992 CFCRE COMMERCIAL MORTGAGE TRUS 4.199 6/15/2050 1,287,437 CFCRE COMMERCIAL MORTGAGE TRUS 4.852 5/10/2058 1,105,548 CFCRE COMMERCIAL MORTGAGE TRUS 3.283 5/10/2058 1,282,028 CFK TRUST 2.792 3/15/2039 1,972,886 CHAMPIONX CORP 6.375 5/1/2026 336,215 CHARLES RIVER LABORATORI 4.250 5/1/2028 504,470 CHARLES RIVER LABORATORI 3.750 3/15/2029 349,744 CHARLES RIVER LABORATORI 4.000 3/15/2031 313,139 CHARLES SCHWAB CORP 3.850 5/21/2025 11,058,424 CHARLES SCHWAB CORP 3.200 3/2/2027 10,911,432 CHARLES SCHWAB CORP 2.300 5/13/2031 15,324,928 CHEMOURS CO 7.000 5/15/2025 975,563 CHEMOURS CO 5.750 11/15/2028 101,628 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value CHENIERE ENERGY INC 4.625 10/15/2028 1,079,265 CHENIERE ENERGY PARTNERS 5.625 10/1/2026 294,650 CHENIERE ENERGY PARTNERS 4.500 10/1/2029 2,502,600 CHENIERE ENERGY PARTNERS 4.000 3/1/2031 1,222,650 CHEPLAPHARM ARZNEIMITTEL 5.500 1/15/2028 205,000 CHESAPEAKE ENERGY CORP 5.500 2/1/2026 330,215 CHESAPEAKE ENERGY CORP 5.875 2/1/2029 124,482 CHEVRON CORP 3.191 6/24/2023 15,748,745 CHEVRON CORP 3.326 11/17/2025 7,661,582 CHEVRON CORP 2.236 5/11/2030 5,152,418 CHEVRON PHILLIPS CHEM CO 3.300 5/1/2023 10,499,982 CHEVRON PHILLIPS CHEM CO 3.700 6/1/2028 11,151,018 CHS/COMMUNITY HEALTH SYS 6.625 2/15/2025 755,048 CHS/COMMUNITY HEALTH SYS 8.000 3/15/2026 1,426,610 CHS/COMMUNITY HEALTH SYS 5.625 3/15/2027 1,031,205 CHS/COMMUNITY HEALTH SYS 8.000 12/15/2027 305,951 CHS/COMMUNITY HEALTH SYS 6.000 1/15/2029 128,400 CHS/COMMUNITY HEALTH SYS 6.125 4/1/2030 228,375 CHS/COMMUNITY HEALTH SYS 4.750 2/15/2031 889,323 CHUBB INA HOLDINGS INC 2.875 11/3/2022 12,355,560 CHUBB INA HOLDINGS INC 3.350 5/15/2024 10,788,676 CIGNA CORP 3.750 7/15/2023 1,921,115 CIGNA CORP 4.125 11/15/2025 5,603,197 CIGNA CORP 2.375 3/15/2031 15,210,202 CINCINNATI BELL INC 7.000 7/15/2024 472,075 CINCINNATI BELL INC 8.000 10/15/2025 36,794 CINEMARK USA INC 8.750 5/1/2025 801,540 CINEMARK USA INC 5.875 3/15/2026 601,709 CINEMARK USA INC 5.250 7/15/2028 1,265,875 CISCO SYSTEMS INC 3.000 6/15/2022 5,135,189 CISCO SYSTEMS INC 2.600 2/28/2023 10,384,407 CISCO SYSTEMS INC 3.625 3/4/2024 16,226,426 CITGO HOLDING INC 9.250 8/1/2024 229,500 CITGO PETROLEUM CORP 7.000 6/15/2025 390,776 CITGO PETROLEUM CORP 6.375 6/15/2026 364,875 CITIBANK CREDIT CARD ISSUANCE 3.290 5/23/2025 15,852,606 CITIBANK NA 3.650 1/23/2024 12,911,507 CITIGROUP COMMERCIAL MORTGAGE 4.149 1/10/2036 3,704,752 CITIGROUP COMMERCIAL MORTGAGE 3.896 5/10/2036 2,116,044 CITIGROUP COMMERCIAL MORTGAGE 4.350 5/10/2036 3,482,333 CITIGROUP COMMERCIAL MORTGAGE 4.134 4/10/2046 817,930 CITIGROUP COMMERCIAL MORTGAGE 3.732 4/10/2046 1,191,047 CITIGROUP COMMERCIAL MORTGAGE 3.753 3/10/2047 1,143,117 CITIGROUP COMMERCIAL MORTGAGE 5.092 3/10/2047 1,735,200 CITIGROUP COMMERCIAL MORTGAGE 4.328 5/10/2047 1,069,897 CITIGROUP COMMERCIAL MORTGAGE 3.855 5/10/2047 1,078,779 CITIGROUP COMMERCIAL MORTGAGE 4.026 5/10/2047 3,202,089 CITIGROUP COMMERCIAL MORTGAGE 4.175 7/10/2047 508,887 CITIGROUP COMMERCIAL MORTGAGE 3.622 7/10/2047 2,958,143 CITIGROUP COMMERCIAL MORTGAGE 4.508 10/10/2047 3,217,807 CITIGROUP COMMERCIAL MORTGAGE 4.345 10/10/2047 7,101,645 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value CITIGROUP COMMERCIAL MORTGAGE 4.233 4/10/2049 3,185,660 CITIGROUP COMMERCIAL MORTGAGE 3.576 4/10/2049 3,334,037 CITIGROUP COMMERCIAL MORTGAGE 4.271 4/15/2049 623,382 CITIGROUP COMMERCIAL MORTGAGE 3.514 5/10/2049 429,068 CITIGROUP COMMERCIAL MORTGAGE 4.949 5/10/2049 1,249,029 CITIGROUP COMMERCIAL MORTGAGE 2.902 7/10/2049 2,069,735 CITIGROUP COMMERCIAL MORTGAGE 3.176 8/10/2049 1,039,782 CITIGROUP COMMERCIAL MORTGAGE 3.712 4/14/2050 4,435,756 CITIGROUP COMMERCIAL MORTGAGE 4.280 3/10/2051 3,244,537 CITIGROUP INC 2.900 12/8/2021 15,142,249 CITIGROUP INC 2.876 7/24/2023 10,256,747 CITIGROUP INC 3.700 1/12/2026 16,587,950 CITIGROUP INC 1.462 6/9/2027 14,935,421 CITIGROUP INC 4.075 4/23/2029 17,012,189 CITIGROUP INC 2.976 11/5/2030 7,414,273 CITIGROUP INC 4.412 3/31/2031 11,676,674 CITIGROUP INC 2.561 5/1/2032 15,269,277 CITIGROUP INC 6.250 12/29/2049 233,694 CITIGROUP INC 4.000 12/31/2099 180,906 CITIGROUP INC 4.700 12/31/2099 464,333 CITYCENTER HLDGS LLC ‐ 4/18/2024 100,673 CLARIOS GLOBAL LP 6.750 5/15/2025 239,621 CLARIOS GLOBAL LP ‐ 4/30/2026 112,446 CLARIOS GLOBAL LP/US FIN 6.250 5/15/2026 1,691,712 CLARIOS GLOBAL LP/US FIN 8.500 5/15/2027 203,867 CLEAN HARBORS INC 4.875 7/15/2027 41,900 CLEAR CHANNEL INTL BV 6.625 8/1/2025 631,549 CLEAR CHANNEL OUTDOOR HO 7.750 4/15/2028 824,398 CLEAR CHANNEL WORLDWIDE 5.125 8/15/2027 4,633,994 CLEARWATER PAPER CORP 4.750 8/15/2028 184,306 CLEARWAY ENERGY OP LLC 5.000 9/15/2026 857,963 CLEARWAY ENERGY OP LLC 4.750 3/15/2028 1,497,615 CLEARWAY ENERGY OP LLC 3.750 2/15/2031 740,280 CLEVELAND CLIFFS INC 9.875 10/17/2025 174,629 CLEVELAND CLIFFS INC 6.750 3/15/2026 80,906 CLEVELAND CLIFFS INC 5.875 6/1/2027 131,406 CLEVELAND CLIFFS INC 4.625 3/1/2029 231,499 CLEVELAND CLIFFS INC 4.875 3/1/2031 351,750 CLOROX COMPANY 3.500 12/15/2024 10,871,575 CLOROX COMPANY 3.900 5/15/2028 11,378,731 CNX MIDSTREAM PTR/CNX 6.500 3/15/2026 445,825 CNX RESOURCES CORP 7.250 3/14/2027 1,293,379 CNX RESOURCES CORP 6.000 1/15/2029 769,829 COCA COLA CO/THE 3.375 3/25/2027 5,569,371 COCA COLA CO/THE 2.000 3/5/2031 12,116,807 COCA COLA FEMSA SAB CV 2.750 1/22/2030 10,410,800 COEUR MINING INC 5.125 2/15/2029 247,500 COLD STORAGE TRUST 5.929 11/15/2037 65,049,793 COLFAX CORP 6.375 2/15/2026 92,928 COLGATE ENERGY P 5.875 7/1/2029 313,325 COLGATE PALMOLIVE CO 3.250 3/15/2024 10,737,935 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value COMCAST CORP 3.600 3/1/2024 10,804,960 COMCAST CORP 3.375 8/15/2025 15,266,866 COMCAST CORP 3.550 5/1/2028 15,659,031 COMCAST CORP 3.400 4/1/2030 5,519,227 COMM MORTGAGE TRUST 3.367 2/10/2028 1,223,064 COMM MORTGAGE TRUST 3.935 10/10/2029 355,018 COMM MORTGAGE TRUST 3.538 10/10/2029 3,105,794 COMM MORTGAGE TRUST 4.394 8/10/2030 1,035,361 COMM MORTGAGE TRUST 4.353 8/10/2030 1,970,195 COMM MORTGAGE TRUST 3.178 2/10/2035 2,656,453 COMM MORTGAGE TRUST 2.987 4/12/2035 128,084 COMM MORTGAGE TRUST 1.523 3/15/2038 11,331,995 COMM MORTGAGE TRUST 3.288 12/10/2044 8,480 COMM MORTGAGE TRUST 3.739 1/10/2046 191,415 COMM MORTGAGE TRUST 3.932 6/10/2046 2,261,834 COMM MORTGAGE TRUST 4.210 8/10/2046 48,028 COMM MORTGAGE TRUST 3.765 10/10/2046 2,996,195 COMM MORTGAGE TRUST 3.928 11/10/2046 4,704,017 COMM MORTGAGE TRUST 4.668 2/10/2047 613,614 COMM MORTGAGE TRUST 3.147 2/10/2047 1,530,616 COMM MORTGAGE TRUST 4.718 2/10/2047 2,151,528 COMM MORTGAGE TRUST 3.955 2/10/2047 4,269,220 COMM MORTGAGE TRUST 4.717 2/10/2047 4,802,515 COMM MORTGAGE TRUST 4.006 4/10/2047 1,330,785 COMM MORTGAGE TRUST 4.051 4/10/2047 2,174,496 COMM MORTGAGE TRUST 3.977 5/10/2047 4,604,453 COMM MORTGAGE TRUST 4.784 5/10/2047 5,306,556 COMM MORTGAGE TRUST 3.550 7/15/2047 894,827 COMM MORTGAGE TRUST 4.103 7/15/2047 1,888,635 COMM MORTGAGE TRUST 4.514 9/10/2047 538,075 COMM MORTGAGE TRUST 0.500 12/10/2047 523,569 COMM MORTGAGE TRUST 3.987 12/10/2047 1,080,196 COMM MORTGAGE TRUST 3.829 2/10/2048 3,110,548 COMM MORTGAGE TRUST 3.527 2/10/2048 4,095,839 COMM MORTGAGE TRUST 3.183 2/10/2048 4,699,684 COMM MORTGAGE TRUST 3.926 3/10/2048 7,546,450 COMM MORTGAGE TRUST 3.497 5/10/2048 4,177,508 COMM MORTGAGE TRUST 0.824 8/10/2048 190,790 COMM MORTGAGE TRUST 4.531 8/10/2048 1,610,908 COMM MORTGAGE TRUST 4.531 8/10/2048 3,305,640 COMM MORTGAGE TRUST 3.759 8/10/2048 3,604,683 COMM MORTGAGE TRUST 4.525 8/10/2048 3,629,359 COMM MORTGAGE TRUST 4.450 10/10/2048 1,611,938 COMM MORTGAGE TRUST 4.339 10/10/2048 2,732,316 COMM MORTGAGE TRUST 3.630 10/10/2048 5,468,270 COMM MORTGAGE TRUST 3.762 2/10/2049 2,377,569 COMM MORTGAGE TRUST 3.611 8/10/2049 1,740,866 COMM MORTGAGE TRUST 3.902 7/10/2050 780,845 COMMONWEALTH EDISON CO 3.700 8/15/2028 11,360,013 COMMSCOPE INC 5.500 3/1/2024 375,494 COMMSCOPE INC 6.000 3/1/2026 1,525,487 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value COMMSCOPE INC 8.250 3/1/2027 1,030,323 COMMSCOPE INC 7.125 7/1/2028 195,075 COMMSCOPE TECH LLC 6.000 6/15/2025 1,113,163 COMPASS GROUP DIVERSIFIE 5.250 4/15/2029 234,000 COMPASS MINERALS INTERNA 6.750 12/1/2027 215,000 COMSTOCK RESOURCES INC 7.500 5/15/2025 182,600 COMSTOCK RESOURCES INC 6.750 3/1/2029 1,078,013 COMSTOCK RESOURCES INC 5.875 1/15/2030 813,960 CON EDISON CO OF NY INC 3.800 5/15/2028 11,231,612 CON EDISON CO OF NY INC 3.350 4/1/2030 3,296,941 CON EDISON CO OF NY INC 2.400 6/15/2031 12,211,843 CONNECT FINCO SARL/CONNE 6.750 10/1/2026 1,057,500 CONNECTICUT LIGH 2.050 7/1/2031 8,062,322 CONNECTICUT LIGHT + PWR 3.200 3/15/2027 10,988,889 CONSOLIDATED ENERGY FIN 6.500 5/15/2026 1,231,032 CONSTELLIUM SE 5.875 2/15/2026 1,553,817 CONSTELLIUM SE 5.625 6/15/2028 737,880 CONSTELLIUM SE 3.750 4/15/2029 1,474,110 CONSUMERS ENERGY CO 3.125 8/31/2024 10,644,000 CONSUMERS ENERGY CO 3.800 11/15/2028 11,519,278 CONTINENTAL RESOURCES 4.375 1/15/2028 387,188 CONTINENTAL RESOURCES 5.750 1/15/2031 538,875 COOPER STANDARD AUTOMOTI 13.000 6/1/2024 694,950 COOPER STANDARD AUTOMOTI 5.625 11/15/2026 428,019 CORE + MAIN LP 6.125 8/15/2025 64,260 CORECIVIC INC 8.250 4/15/2026 360,082 CORPORATE OFFICE PROP LP 5.000 7/1/2025 355,771 COTY INC 5.000 4/15/2026 106,468 COVANTA HOLDING CORP 5.000 9/1/2030 210,000 CQP HOLDCO LP + BIP V CHINOOK 5.500 6/15/2031 1,041,990 CREDIT SUISSE COMMERCIAL MORTG 2.323 8/15/2035 11,977,250 CREDIT SUISSE GROUP AG 6.250 12/29/2049 219,000 CREDIT SUISSE MORTGAGE TRUST 0.024 11/10/2032 25,106 CREDIT SUISSE MORTGAGE TRUST 0.347 11/10/2032 827,588 CREDIT SUISSE MORTGAGE TRUST 1.053 5/15/2036 2,276,067 CREDIT SUISSE MORTGAGE TRUST 3.704 8/15/2037 4,084,262 CREDIT SUISSE MORTGAGE TRUST 0.007 11/13/2039 278,819 CREDIT SUISSE MORTGAGE TRUST 3.795 12/15/2049 1,658,702 CRESTWOOD MID PARTNER LP 5.750 4/1/2025 257,050 CRESTWOOD MID PARTNER LP 5.625 5/1/2027 87,231 CRESTWOOD MID PARTNER LP 6.000 2/1/2029 471,375 CRH AMERICA FINANCE INC 3.400 5/9/2027 10,982,157 CRH AMERICA INC 3.875 5/18/2025 10,958,907 CROWNROCK LP/CROWNROCK F 5.625 10/15/2025 1,514,205 CROWNROCK LP/CROWNROCK F 5.000 5/1/2029 988,285 CSAIL COMMERCIAL MORTGAGE TRUS 4.562 11/15/2048 189,804 CSAIL COMMERCIAL MORTGAGE TRUS 4.463 11/15/2048 4,433,166 CSAIL COMMERCIAL MORTGAGE TRUS 3.562 11/15/2048 4,749,755 CSAIL COMMERCIAL MORTGAGE TRUS 4.629 11/15/2048 6,288,465 CSAIL COMMERCIAL MORTGAGE TRUS 4.763 8/15/2051 1,787,768 CSAIL COMMERCIAL MORTGAGE TRUS 4.463 8/15/2051 1,839,877 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value CSAIL COMMERCIAL MORTGAGE TRUS 4.224 8/15/2051 2,861,382 CSAIL COMMERCIAL MORTGAGE TRUS 4.890 11/15/2051 1,171,169 CSAIL COMMERCIAL MORTGAGE TRUS 4.237 6/15/2052 1,768,674 CSAIL COMMERCIAL MORTGAGE TRUS 3.934 9/15/2052 829,880 CSAIL COMMERCIAL MORTGAGE TRUS 3.016 9/15/2052 2,118,662 CSAIL COMMERCIAL MORTGAGE TRUS 3.594 12/15/2052 1,495,089 CSAIL COMMERCIAL MORTGAGE TRUS 2.500 12/15/2052 4,592,008 CSAIL COMMERCIAL MORTGAGE TRUS 3.949 12/15/2052 6,412,269 CSAIL COMMERCIAL MORTGAGE TRUS 3.476 3/15/2053 177,557 CSAIL COMMERCIAL MORTGAGE TRUS 2.561 3/15/2053 4,150,038 CSC HOLDINGS LLC 5.500 4/15/2027 148,057 CSC HOLDINGS LLC 5.375 2/1/2028 1,193,368 CSC HOLDINGS LLC 7.500 4/1/2028 389,613 CSC HOLDINGS LLC 6.500 2/1/2029 4,208,880 CSC HOLDINGS LLC 5.750 1/15/2030 2,183,453 CSC HOLDINGS LLC 4.625 12/1/2030 461,122 CSC HOLDINGS LLC 4.125 12/1/2030 1,669,500 CSC HOLDINGS LLC 3.375 2/15/2031 404,421 CSC HOLDINGS LLC 5.000 11/15/2031 200,960 CSC HOLDINGS LLC 4.500 11/15/2031 603,684 CSX CORP 3.350 11/1/2025 10,916,359 CTR PARTNERSHIP/CARETRST 3.875 6/30/2028 3,880,256 CUBESMART LP 4.375 12/15/2023 426,671 CUMMINS INC 3.650 10/1/2023 13,296,052 CUSHMAN + WAKEFIELD US 6.750 5/15/2028 512,269 CVR PARTNERS/CVR NITROGE 6.125 6/15/2028 266,500 CVS HEALTH CORP 3.700 3/9/2023 1,360,646 CVS HEALTH CORP 3.875 7/20/2025 13,249,125 CVS HEALTH CORP 4.300 3/25/2028 12,637,974 CVS HEALTH CORP 3.250 8/15/2029 11,935,452 CVS HEALTH CORP 3.750 4/1/2030 7,833,491 CVS HEALTH CORP 1.750 8/21/2030 10,602,438 CVS PASS THROUGH TRUST 6.036 12/10/2028 4,304,575 DAIMLER FINANCE NA LLC 3.700 5/4/2023 15,831,394 DAIMLER FINANCE NA LLC 3.500 8/3/2025 16,379,000 DAIMLER FINANCE NA LLC 4.300 2/22/2029 11,616,541 DANA INC 5.375 11/15/2027 197,025 DANA INC 5.625 6/15/2028 67,096 DANAHER CORP 3.350 9/15/2025 7,668,937 DAVITA INC 4.625 6/1/2030 1,857,994 DAVITA INC 3.750 2/15/2031 1,159,680 DBGS MORTGAGE TRUST 1.573 6/15/2033 2,490,589 DBGS MORTGAGE TRUST 1.773 5/15/2035 1,857,406 DBGS MORTGAGE TRUST 1.373 5/15/2035 6,506,275 DBGS MORTGAGE TRUST 0.291 4/10/2037 971,162 DBUBS MORTGAGE TRUST 3.530 10/10/2034 2,075,198 DBUBS MORTGAGE TRUST 3.452 10/10/2034 2,845,158 DBWF MORTGAGE TRUST 1.443 12/19/2030 3,999,976 DBWF MORTGAGE TRUST 1.123 12/19/2030 4,762,753 DC OFFICE TRUST 0.107 9/15/2045 917,495 DCP MIDSTREAM OPERATING 3.875 3/15/2023 68,475 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value DCP MIDSTREAM OPERATING 5.375 7/15/2025 1,408,831 DCP MIDSTREAM OPERATING 5.625 7/15/2027 973,700 DCP MIDSTREAM OPERATING 5.125 5/15/2029 972,400 DCP MIDSTREAM OPERATING 5.600 4/1/2044 491,702 DEERE + COMPANY 3.100 4/15/2030 5,515,121 DELEK LOG PART/FINANCE 6.750 5/15/2025 221,940 DELEK LOG PART/FINANCE 7.125 6/1/2028 237,375 DELL INT LLC / EMC CORP 6.020 6/15/2026 120,053 DELL INT LLC / EMC CORP 6.100 7/15/2027 220,531 DELL INT LLC / EMC CORP 6.200 7/15/2030 231,453 DELMARVA PWR + LIGHT CO 3.500 11/15/2023 10,644,627 DELTA AIR LINES INC 3.625 3/15/2022 76,056 DELTA AIR LINES INC 2.900 10/28/2024 203,483 DELTA AIR LINES INC 7.000 5/1/2025 1,024,616 DELTA AIR LINES INC 7.375 1/15/2026 890,561 DELTA AIR LINES/SKYMILES 4.500 10/20/2025 802,384 DELTA AIR LINES/SKYMILES 4.750 10/20/2028 1,521,255 DEUTSCHE BANK COMMERCIAL MORTG 3.264 8/10/2049 1,030,434 DEVON ENERGY CORPORATION 8.250 8/1/2023 180,017 DEVON ENERGY CORPORATION 5.875 6/15/2028 366,228 DEVON ENERGY CORPORATION 4.500 1/15/2030 411,174 DH EUROPE FINANCE II 2.600 11/15/2029 10,455,097 DIAGEO CAPITAL PLC 3.500 9/18/2023 10,646,099 DIAGEO CAPITAL PLC 2.125 10/24/2024 10,455,390 DIAGEO CAPITAL PLC 2.375 10/24/2029 5,175,755 DIAMOND SPORTS GR/DIAMON 5.375 8/15/2026 1,329,965 DIEBOLD NIXDORF INC 9.375 7/15/2025 88,700 DISH DBS CORP 5.875 7/15/2022 230,547 DISH DBS CORP 5.000 3/15/2023 2,681,466 DISH DBS CORP 5.875 11/15/2024 3,411,304 DISH DBS CORP 7.750 7/1/2026 2,090,595 DISH DBS CORP 7.375 7/1/2028 215,226 DISH DBS CORP 5.125 6/1/2029 1,758,613 DIVERSIFIED HEALTHCARE T 9.750 6/15/2025 581,438 DIVERSIFIED HEALTHCARE T 4.375 3/1/2031 263,313 DOLP TRUST 3.704 5/10/2041 5,810,085 DOLP TRUST 3.704 5/10/2041 19,916,692 DOMINION ENERGY INC 3.600 3/15/2027 16,596,945 DOW CHEMICAL CO/THE 2.100 11/15/2030 16,788,340 DT MIDSTREAM INC 4.125 6/15/2029 815,310 DT MIDSTREAM INC 4.375 6/15/2031 526,222 DUKE ENERGY CAROLINAS 2.500 3/15/2023 10,340,513 DUKE ENERGY CAROLINAS 2.950 12/1/2026 12,986,376 DUKE ENERGY FLORIDA LLC 3.800 7/15/2028 12,465,475 DUKE ENERGY OHIO INC 3.800 9/1/2023 10,640,759 DUKE ENERGY OHIO INC 3.650 2/1/2029 11,136,164 DUKE ENERGY PROGRESS LLC 3.250 8/15/2025 10,894,601 DUKE REALTY LP 3.750 12/1/2024 1,091,790 DUKE REALTY LP 4.000 9/15/2028 241,190 DUKE REALTY LP 2.875 11/15/2029 525,963 DUKE REALTY LP 3.050 3/1/2050 835,739 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value DUPONT DE NEMOURS INC 4.205 11/15/2023 9,749,810 DUPONT DE NEMOURS INC 4.493 11/15/2025 13,645,862 DYCOM INDUSTRIES INC 4.500 4/15/2029 813,989 EAST OHIO GAS CO/THE 2.000 6/15/2030 4,943,047 EDGEWELL PERSONAL CARE 5.500 6/1/2028 991,100 EDGEWELL PERSONAL CARE 4.125 4/1/2029 429,250 ELASTIC NV 4.125 7/15/2029 175,000 ELEMENT SOLUTIONS INC 3.875 9/1/2028 1,415,156 EMBARQ CORP 7.995 6/1/2036 680,190 EMERGENT BIOSOLUTIONS 3.875 8/15/2028 318,344 EMERSON ELECTRIC CO 3.150 6/1/2025 10,820,775 ENACT HOLDINGS INC 6.500 8/15/2025 220,440 ENCINO ACQUISITION PARTN 8.500 5/1/2028 576,300 ENCOMPASS HEALTH CORP 5.750 9/15/2025 41,150 ENCOMPASS HEALTH CORP 4.500 2/1/2028 1,874,708 ENCOMPASS HEALTH CORP 4.750 2/1/2030 131,750 ENDEAVOR ENERGY RESOURCE 6.625 7/15/2025 80,250 ENDEAVOR ENERGY RESOURCE 5.750 1/30/2028 1,025,733 ENDO DAC/FIN LLC/FINCO 6.000 6/30/2028 357,408 ENDO LUX FIN CO I SARL 6.125 4/1/2029 870,240 ENERGEAN ISRAEL FINANCE 5.375 3/30/2028 102,635 ENERGEAN ISRAEL FINANCE 5.875 3/30/2031 128,375 ENERGIZER HOLDINGS INC 4.750 6/15/2028 949,943 ENERGIZER HOLDINGS INC 4.375 3/31/2029 584,602 ENLINK MIDSTREAM LLC 5.625 1/15/2028 79,229 ENLINK MIDSTREAM LLC 5.375 6/1/2029 117,929 ENLINK MIDSTREAM PARTNER 4.400 4/1/2024 304,500 ENLINK MIDSTREAM PARTNER 4.850 7/15/2026 869,400 ENLINK MIDSTREAM PARTNER 5.600 4/1/2044 407,250 ENLINK MIDSTREAM PARTNER 5.450 6/1/2047 428,663 ENPRO INDUSTRIES INC 5.750 10/15/2026 175,064 ENTEGRIS INC 4.375 4/15/2028 1,041,663 ENTEGRIS INC 3.625 5/1/2029 192,375 ENTERCOM MEDIA CORP 6.500 5/1/2027 171,600 ENTERGY ARKANSAS LLC 3.500 4/1/2026 14,389,402 ENTERGY ARKANSAS LLC 4.000 6/1/2028 9,089,664 ENTERGY LOUISIANA LLC 3.120 9/1/2027 10,901,204 ENTERGY TEXAS INC 1.750 3/15/2031 9,581,579 ENTERPRISE MERGER SUB INC ‐ 10/10/2025 295,184 ENVISION HEALTHCARE CORP 8.750 10/15/2026 164,500 EPIC CRUDE SVCS LP ‐ 3/2/2026 431,241 EQM MIDSTREAM PARTNERS L 4.750 7/15/2023 165,956 EQM MIDSTREAM PARTNERS L 6.000 7/1/2025 1,399,613 EQM MIDSTREAM PARTNERS L 4.125 12/1/2026 217,035 EQM MIDSTREAM PARTNERS L 6.500 7/1/2027 779,385 EQM MIDSTREAM PARTNERS L 5.500 7/15/2028 197,746 EQM MIDSTREAM PARTNERS L 4.500 1/15/2029 1,347,008 EQM MIDSTREAM PARTNERS L 4.750 1/15/2031 1,277,746 EQT CORP 7.375 2/1/2025 367,444 EQT CORP 3.125 5/15/2026 153,707 EQT CORP 3.900 10/1/2027 1,061,609 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value EQT CORP 5.000 1/15/2029 781,594 EQT CORP 8.250 2/1/2030 1,547,857 EQT CORP 3.625 5/15/2031 562,950 EQUINIX INC 2.900 11/18/2026 534,844 EQUINIX INC 2.950 9/15/2051 547,732 EQUINOR ASA 2.750 11/10/2021 10,089,408 EQUINOR ASA 3.625 9/10/2028 11,234,109 EQUINOR ASA 3.125 4/6/2030 16,327,206 EQUITABLE FINANCIAL LIFE 1.800 3/8/2028 14,922,073 ERAC USA FINANCE LLC 4.500 8/16/2021 10,051,286 ERAC USA FINANCE LLC 2.700 11/1/2023 12,531,603 ERAC USA FINANCE LLC 3.800 11/1/2025 11,038,382 ESC CB GULFPORT ENERGY 6.375 1/15/2026 5,625 ESC GCB GULFPORT ENERG 6.000 10/15/2024 5,625 ESH HOSPITALITY INC 5.250 5/1/2025 315,766 ESSENTIAL PROPER 2.950 7/15/2031 1,248,915 ESSEX PORTFOLIO LP 3.250 5/1/2023 312,975 ESSEX PORTFOLIO LP 3.875 5/1/2024 699,462 ESSEX PORTFOLIO LP 2.550 6/15/2031 506,460 ESTEE LAUDER CO INC 2.000 12/1/2024 10,450,237 EUROPEAN INVESTMENT BANK 2.250 3/15/2022 25,372,528 EUROPEAN INVESTMENT BANK 1.250 2/14/2031 24,336,300 EVERGY KANSAS CENTRAL 3.250 12/1/2025 13,329,223 EVERGY METRO 3.650 8/15/2025 10,978,061 EVERI HOLDINGS INC 5.000 7/15/2029 208,000 EVERSOURCE ENERGY 3.800 12/1/2023 5,902,665 EXANTAS CAPITAL CORP 2.624 3/15/2035 8,202,576 EXELA INTERMED/EXELA FIN 10.000 7/15/2023 147,375 EXPORT DEVELOPMNT CANADA 1.375 10/21/2021 25,090,820 EXPORT DEVELOPMNT CANADA 2.500 1/24/2023 25,890,033 EXTENDED STAY AMERICA TRUST 1.455 7/15/2038 5,017,179 EXTENDED STAY AMERICA TRUST 2.325 7/15/2038 9,940,911 EXTERRAN NRG SOLUTIONS/F 8.125 5/1/2025 597,375 EXTRA SPACE STORAGE LP 2.550 6/1/2031 755,204 EXXON MOBIL CORPORATION 2.397 3/6/2022 10,618,893 EXXON MOBIL CORPORATION 2.726 3/1/2023 10,353,663 EXXON MOBIL CORPORATION 2.019 8/16/2024 12,482,059 EXXON MOBIL CORPORATION 3.043 3/1/2026 10,856,665 EXXON MOBIL CORPORATION 3.294 3/19/2027 7,738,284 EXXON MOBIL CORPORATION 2.440 8/16/2029 10,467,690 FAGE INTL / FAGE USA 5.625 8/15/2026 1,088,393 FAIR ISAAC CORP 4.000 6/15/2028 129,208 FAIRSTONE FINANCIAL INC 7.875 7/15/2024 182,438 FANNIE MAE 1.375 10/7/2021 20,070,110 FANNIE MAE 0.625 4/22/2025 24,969,144 FANNIE MAE 1.875 9/24/2026 31,452,409 FANNIE MAE 0.750 10/8/2027 24,381,266 FANNIE MAE 0.875 8/5/2030 23,670,381 FED HM LN PC POOL A26657 6.000 9/1/2034 356,003 FED HM LN PC POOL A36744 5.500 8/1/2030 514,137 FED HM LN PC POOL A36810 5.500 8/1/2030 37,773 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FED HM LN PC POOL A39348 5.500 11/1/2035 139,477 FED HM LN PC POOL A39581 5.500 11/1/2035 378,939 FED HM LN PC POOL A39598 5.500 11/1/2035 127,295 FED HM LN PC POOL A40001 5.500 11/1/2035 889,579 FED HM LN PC POOL A40537 5.500 12/1/2035 224,935 FED HM LN PC POOL A41046 5.500 12/1/2035 75,897 FED HM LN PC POOL A42553 6.000 2/1/2036 324,464 FED HM LN PC POOL A42717 5.500 2/1/2036 373,002 FED HM LN PC POOL A44071 5.500 4/1/2036 355,940 FED HM LN PC POOL A44503 6.000 4/1/2036 652,654 FED HM LN PC POOL A47208 5.000 10/1/2035 352,307 FED HM LN PC POOL A48405 5.500 3/1/2036 320,356 FED HM LN PC POOL A48581 6.000 4/1/2036 342,504 FED HM LN PC POOL A50115 6.000 4/1/2036 690,537 FED HM LN PC POOL A54173 6.000 11/1/2036 293,988 FED HM LN PC POOL A54678 6.000 6/1/2036 339,933 FED HM LN PC POOL A54855 5.000 4/1/2035 1,445,327 FED HM LN PC POOL A56336 5.500 1/1/2037 865,987 FED HM LN PC POOL A59246 5.500 4/1/2037 381,035 FED HM LN PC POOL A61176 5.500 6/1/2036 659,477 FED HM LN PC POOL A61622 5.000 2/1/2034 2,722,227 FED HM LN PC POOL A66969 6.000 10/1/2037 190,817 FED HM LN PC POOL A87429 4.500 7/1/2039 4,711,921 FED HM LN PC POOL A90659 4.500 1/1/2040 5,372,531 FED HM LN PC POOL A95822 4.000 12/1/2040 6,243,231 FED HM LN PC POOL C00122 8.500 5/1/2022 162 FED HM LN PC POOL C00210 8.000 1/1/2023 1,607 FED HM LN PC POOL C00875 7.500 10/1/2029 45,659 FED HM LN PC POOL C00971 7.500 4/1/2030 3,798 FED HM LN PC POOL C01079 7.500 10/1/2030 23,511 FED HM LN PC POOL C01095 7.000 11/1/2030 55,718 FED HM LN PC POOL C01527 5.500 4/1/2033 366,805 FED HM LN PC POOL C01785 5.000 2/1/2034 1,782,196 FED HM LN PC POOL C02549 6.000 6/1/2036 982,587 FED HM LN PC POOL C03811 3.500 4/1/2042 902,604 FED HM LN PC POOL C39498 7.500 6/1/2030 8,047 FED HM LN PC POOL C60539 6.500 11/1/2031 28,262 FED HM LN PC POOL C78238 5.500 4/1/2033 126,279 FED HM LN PC POOL C90588 5.500 11/1/2022 31,585 FED HM LN PC POOL C90893 5.500 4/1/2025 290,071 FED HM LN PC POOL C91007 5.500 12/1/2026 231,666 FED HM LN PC POOL E02746 3.500 11/1/2025 4,490,535 FED HM LN PC POOL E02920 3.500 6/1/2026 1,774,614 FED HM LN PC POOL E04359 2.500 4/1/2028 6,338,678 FED HM LN PC POOL G00045 9.000 1/1/2022 32 FED HM LN PC POOL G00134 8.000 4/1/2023 307 FED HM LN PC POOL G00139 8.500 5/1/2023 129 FED HM LN PC POOL G01771 5.500 2/1/2035 913,157 FED HM LN PC POOL G01774 6.000 10/1/2034 2,716,736 FED HM LN PC POOL G01839 5.000 6/1/2035 1,729,671 FED HM LN PC POOL G01883 5.000 8/1/2035 622,124 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FED HM LN PC POOL G01918 5.500 10/1/2035 280,787 FED HM LN PC POOL G01956 6.000 11/1/2035 829,567 FED HM LN PC POOL G01974 5.000 12/1/2035 980,456 FED HM LN PC POOL G02206 6.000 3/1/2036 99,020 FED HM LN PC POOL G02354 5.500 4/1/2034 2,163,867 FED HM LN PC POOL G02391 6.000 11/1/2036 327,103 FED HM LN PC POOL G02540 5.000 11/1/2034 869,149 FED HM LN PC POOL G02726 5.500 3/1/2037 328,857 FED HM LN PC POOL G02914 5.500 4/1/2037 494,739 FED HM LN PC POOL G02995 6.000 3/1/2037 228,173 FED HM LN PC POOL G03185 6.000 1/1/2036 842,138 FED HM LN PC POOL G03697 6.000 1/1/2038 664,802 FED HM LN PC POOL G03758 5.500 1/1/2038 1,156,760 FED HM LN PC POOL G04219 5.500 4/1/2038 468,527 FED HM LN PC POOL G04239 5.500 8/1/2037 1,852,607 FED HM LN PC POOL G04297 6.000 12/1/2037 645,292 FED HM LN PC POOL G04452 6.000 7/1/2038 1,210,844 FED HM LN PC POOL G06828 4.000 9/1/2041 6,607,436 FED HM LN PC POOL G08067 5.000 7/1/2035 807,020 FED HM LN PC POOL G08086 5.500 10/1/2035 693,781 FED HM LN PC POOL G08105 5.500 1/1/2036 398,704 FED HM LN PC POOL G08123 6.000 4/1/2036 604,383 FED HM LN PC POOL G08174 6.000 1/1/2037 621,007 FED HM LN PC POOL G08364 4.500 9/1/2039 5,307,285 FED HM LN PC POOL G12501 5.000 9/1/2021 1 FED HM LN PC POOL G14543 3.500 4/1/2027 2,418,197 FED HM LN PC POOL G14669 2.500 1/1/2028 5,416,580 FED HM LN PC POOL G18245 4.500 3/1/2023 101,168 FED HM LN PC POOL J06831 4.500 1/1/2023 42,277 FED HM LN PC POOL J14965 3.500 4/1/2026 4,000,111 FED HM LN PC POOL J22423 2.500 2/1/2028 5,221,375 FED HM LN PC POOL J23115 2.500 4/1/2028 4,864,467 FED HM LN PC POOL Q05266 4.000 12/1/2041 7,586,336 FED HM LN PC POOL Q12171 4.000 10/1/2042 6,582,468 FED HM LN PC POOL RA1377 3.000 9/1/2049 22,227,494 FED HM LN PC POOL RA4531 2.500 2/1/2051 29,930,392 FED HM LN PC POOL RA4784 2.500 3/1/2051 30,908,600 FED HM LN PC POOL SD7533 2.000 2/1/2051 22,063,380 FED HM LN PC POOL SD7535 2.500 2/1/2051 30,509,606 FED HM LN PC POOL SD7540 2.500 5/1/2051 31,118,858 FED HM LN PC POOL SD7542 2.500 6/1/2051 31,444,738 FED HM LN PC POOL ZA1158 3.500 4/1/2042 7,936,443 FED HM LN PC POOL ZA2785 2.500 11/1/2027 10,510,591 FED HM LN PC POOL ZA4261 3.500 8/1/2043 13,025,719 FED HM LN PC POOL ZA4719 3.000 10/1/2046 17,629,234 FED HM LN PC POOL ZA4787 3.000 1/1/2047 23,523,769 FED HM LN PC POOL ZA4810 3.000 2/1/2047 26,580,356 FED HM LN PC POOL ZK5314 2.500 4/1/2028 10,884,706 FED HM LN PC POOL ZL5060 3.500 2/1/2043 7,366,669 FED HM LN PC POOL ZL6270 3.500 6/1/2043 12,944,882 FED HM LN PC POOL ZL6785 3.500 8/1/2043 9,077,657 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FED HM LN PC POOL ZM2288 3.500 12/1/2046 15,810,730 FED HM LN PC POOL ZM7682 4.500 8/1/2048 14,866,918 FED HM LN PC POOL ZM8702 4.500 10/1/2048 16,241,216 FED HM LN PC POOL ZS4080 3.000 6/1/2043 17,570,465 FED HM LN PC POOL ZS9420 3.500 4/1/2045 12,459,418 FED HM LN PC POOL ZS9566 4.000 12/1/2045 24,787,579 FED HM LN PC POOL ZS9665 4.000 4/1/2046 20,848,220 FED HM LN PC POOL ZT0029 3.000 5/1/2047 15,885,823 FED HM LN PC POOL ZT0034 3.000 4/1/2047 18,554,682 FED HM LN PC POOL ZT0136 4.500 7/1/2047 16,349,912 FED HM LN PC POOL ZT0186 3.500 10/1/2047 18,449,272 FED HM LN PC POOL ZT0190 4.500 11/1/2047 32,620,664 FED HM LN PC POOL ZT0196 3.500 12/1/2047 16,523,881 FED HM LN PC POOL ZT0233 4.000 1/1/2048 14,593,780 FED HM LN PC POOL ZT0252 3.000 12/1/2047 19,472,992 FED HM LN PC POOL ZT0523 4.500 9/1/2048 17,396,165 FED HM LN PC POOL ZT0528 3.500 8/1/2046 12,833,866 FED HM LN PC POOL ZT0532 4.000 8/1/2047 31,182,239 FED HM LN PC POOL ZT0533 4.000 10/1/2047 16,208,782 FED HM LN PC POOL ZT0539 4.000 3/1/2048 34,152,773 FED HM LN PC POOL ZT0543 4.500 8/1/2048 15,884,865 FEDERAL FARM CREDIT BANK 3.500 12/20/2023 10,771,908 FEDERAL HOME LOAN BANK 0.500 4/14/2025 17,892,058 FEDERAL REALTY INVESTMEN 3.250 7/15/2027 753,952 FEDERAL REALTY INVESTMEN 3.500 6/1/2030 1,070,631 FEDERAL REALTY INVESTMEN 3.625 8/1/2046 206,280 FEDEX CORP 3.400 2/15/2028 11,090,676 FEDEX CORP 2.400 5/15/2031 15,265,842 FELCOR LODGING LP 6.000 6/1/2025 664,300 FERRELLGAS LP/FERRELLGAS 5.375 4/1/2026 371,719 FERRELLGAS LP/FERRELLGAS 5.875 4/1/2029 715,938 FHLMC MULTIFAMILY STRUCTURED P 0.886 9/25/2029 3,547,647 FHLMC MULTIFAMILY STRUCTURED P 0.824 10/25/2029 1,983,588 FHLMC MULTIFAMILY STRUCTURED P 1.698 4/25/2030 4,811,684 FHLMC MULTIFAMILY STRUCTURED P 1.572 5/25/2030 1,965,274 FHLMC MULTIFAMILY STRUCTURED P 1.118 6/25/2030 1,688,244 FHLMC MULTIFAMILY STRUCTURED P 1.328 6/25/2030 2,381,997 FHLMC MULTIFAMILY STRUCTURED P 1.427 7/25/2030 2,200,638 FHLMC MULTIFAMILY STRUCTURED P 0.961 9/25/2030 972,054 FHLMC MULTIFAMILY STRUCTURED P 0.933 9/25/2030 1,854,352 FHLMC MULTIFAMILY STRUCTURED P 1.028 10/25/2030 3,308,856 FHLMC MULTIFAMILY STRUCTURED P 1.039 10/25/2030 4,757,735 FHLMC MULTIFAMILY STRUCTURED P 1.645 3/25/2053 5,862,737 FIDELITY NATL INFO SERV 1.650 3/1/2028 9,943,321 FIDELITY NATL INFO SERV 2.250 3/1/2031 11,978,531 FIFTH THIRD BANK 2.875 10/1/2021 10,043,359 FIFTH THIRD BANK 3.950 7/28/2025 11,210,440 FIRSTCASH INC 4.625 9/1/2028 261,338 FIRSTENERGY CORP 4.400 7/15/2027 326,250 FIRSTENERGY CORP 7.375 11/15/2031 249,251 FIRSTENERGY CORP 5.350 7/15/2047 656,400 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FISERV INC 2.750 7/1/2024 10,549,842 FISERV INC 3.200 7/1/2026 10,821,777 FLORIDA POWER + LIGHT CO 2.750 6/1/2023 10,349,395 FLORIDA POWER + LIGHT CO 3.250 6/1/2024 10,681,710 FLORIDA POWER + LIGHT CO 3.125 12/1/2025 10,873,491 FLOWERS FOODS INC 2.400 3/15/2031 15,028,631 FLY LEASING LTD 5.250 10/15/2024 1,133,438 FMG RESOURCES AUG 2006 4.375 4/1/2031 630,130 FNMA POOL 190312 6.500 4/1/2031 45,519 FNMA POOL 251236 7.500 10/1/2027 32,008 FNMA POOL 252656 7.000 6/1/2029 44,940 FNMA POOL 252754 7.000 7/1/2029 149,607 FNMA POOL 252945 8.000 10/1/2029 32,807 FNMA POOL 252981 7.500 1/1/2030 63,468 FNMA POOL 253134 8.000 1/1/2030 15,272 FNMA POOL 253346 7.500 6/1/2030 18,479 FNMA POOL 253397 7.500 8/1/2030 13,460 FNMA POOL 253545 7.000 12/1/2030 55,723 FNMA POOL 254147 6.500 1/1/2032 136,419 FNMA POOL 254868 5.000 9/1/2033 1,084,195 FNMA POOL 255028 5.500 1/1/2034 991,525 FNMA POOL 255225 5.500 6/1/2034 768,294 FNMA POOL 255230 5.000 6/1/2034 992,124 FNMA POOL 255745 5.500 5/1/2025 351,466 FNMA POOL 255934 6.000 11/1/2035 1,038,764 FNMA POOL 256041 5.500 12/1/2025 413,047 FNMA POOL 256064 5.500 1/1/2026 192,887 FNMA POOL 256103 5.500 2/1/2026 463,986 FNMA POOL 256153 5.500 3/1/2026 275,779 FNMA POOL 256198 5.500 4/1/2026 833,428 FNMA POOL 256800 6.000 7/1/2037 721,514 FNMA POOL 357832 6.000 6/1/2035 198,491 FNMA POOL 357959 5.500 9/1/2035 3,099,233 FNMA POOL 357960 5.500 9/1/2035 543,603 FNMA POOL 519266 7.000 1/1/2030 26,957 FNMA POOL 529011 7.500 1/1/2030 19,058 FNMA POOL 535083 7.500 12/1/2029 22,422 FNMA POOL 535143 7.500 2/1/2030 24,492 FNMA POOL 535161 7.500 2/1/2030 55,539 FNMA POOL 555880 5.500 11/1/2033 280,229 FNMA POOL 604565 6.500 12/1/2031 13,139 FNMA POOL 607397 6.500 10/1/2031 91,239 FNMA POOL 621283 6.000 12/1/2031 248,327 FNMA POOL 624876 6.500 3/1/2032 160,460 FNMA POOL 628668 6.500 3/1/2032 147,997 FNMA POOL 628882 6.500 4/1/2032 92,866 FNMA POOL 709688 5.500 6/1/2033 331,814 FNMA POOL 711167 5.000 8/1/2033 2,112,995 FNMA POOL 725027 5.000 11/1/2033 1,974,552 FNMA POOL 725206 5.500 2/1/2034 454,722 FNMA POOL 725424 5.500 4/1/2034 490,318 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FNMA POOL 725598 5.500 7/1/2034 1,124,985 FNMA POOL 725704 6.000 8/1/2034 1,002,419 FNMA POOL 727205 5.500 8/1/2033 1,556,274 FNMA POOL 728790 5.500 8/1/2033 583,265 FNMA POOL 731726 5.000 8/1/2033 655,519 FNMA POOL 734831 5.000 8/1/2033 991,300 FNMA POOL 735224 5.500 2/1/2035 1,716,700 FNMA POOL 735502 6.000 4/1/2035 2,093,479 FNMA POOL 735871 5.500 7/1/2035 235,980 FNMA POOL 735897 5.500 10/1/2035 2,408,245 FNMA POOL 735989 5.500 2/1/2035 429,528 FNMA POOL 739729 6.000 11/1/2033 394,145 FNMA POOL 743272 6.000 10/1/2033 188,619 FNMA POOL 745096 5.500 11/1/2034 1,148,233 FNMA POOL 745257 6.000 1/1/2036 987,312 FNMA POOL 745931 5.000 1/1/2034 1,924,322 FNMA POOL 745944 5.000 12/1/2033 1,077,364 FNMA POOL 747691 5.500 11/1/2033 1,597,596 FNMA POOL 753091 5.500 12/1/2033 1,018,144 FNMA POOL 758322 5.500 12/1/2033 756,084 FNMA POOL 759230 5.500 1/1/2034 521,157 FNMA POOL 762204 5.500 12/1/2033 554,048 FNMA POOL 763703 5.500 4/1/2034 1,700,775 FNMA POOL 796244 5.500 11/1/2034 504,813 FNMA POOL 802084 5.500 11/1/2034 2,355,795 FNMA POOL 808094 5.500 2/1/2035 149,280 FNMA POOL 811751 5.000 3/1/2035 6,867,040 FNMA POOL 814915 5.500 3/1/2035 656,403 FNMA POOL 815975 5.500 3/1/2035 2,854,699 FNMA POOL 831546 6.000 5/1/2036 1,256,103 FNMA POOL 836866 5.500 10/1/2035 225,001 FNMA POOL 842060 5.500 7/1/2025 399,117 FNMA POOL 842164 5.500 10/1/2035 646,090 FNMA POOL 844786 5.500 12/1/2035 509,237 FNMA POOL 848060 5.500 9/1/2035 165,863 FNMA POOL 848216 5.500 11/1/2035 1,678,964 FNMA POOL 849897 5.500 9/1/2035 660,250 FNMA POOL 852841 6.000 11/1/2035 58,246 FNMA POOL 867435 6.000 5/1/2036 361,197 FNMA POOL 867481 6.000 7/1/2036 831,720 FNMA POOL 870608 6.000 6/1/2036 557,018 FNMA POOL 870699 6.000 8/1/2036 97,931 FNMA POOL 878095 6.000 4/1/2036 345,834 FNMA POOL 878200 6.000 9/1/2036 1,032,489 FNMA POOL 880009 6.000 4/1/2036 368,620 FNMA POOL 891781 6.000 6/1/2036 460,538 FNMA POOL 893368 5.000 12/1/2033 796,946 FNMA POOL 893372 5.500 4/1/2035 2,280,092 FNMA POOL 898808 6.000 11/1/2036 576,188 FNMA POOL 908735 5.500 1/1/2037 47,443 FNMA POOL 908906 5.500 3/1/2037 1,279,561 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FNMA POOL 911606 6.000 5/1/2037 325,537 FNMA POOL 916939 6.000 5/1/2037 829,340 FNMA POOL 928554 5.500 8/1/2037 1,336,006 FNMA POOL 938506 6.000 5/1/2037 178,703 FNMA POOL 960660 5.500 9/1/2037 2,096,838 FNMA POOL 968603 5.500 1/1/2038 515,291 FNMA POOL 969809 4.500 2/1/2023 47,878 FNMA POOL 985125 6.000 7/1/2038 1,092,974 FNMA POOL 985527 6.000 6/1/2038 565,137 FNMA POOL 986783 5.500 7/1/2038 688,395 FNMA POOL AA4091 4.500 7/1/2039 5,906,699 FNMA POOL AB1801 4.000 11/1/2040 11,934,504 FNMA POOL AB2080 4.000 1/1/2041 7,182,631 FNMA POOL AB2300 3.500 2/1/2026 2,962,162 FNMA POOL AB3854 4.000 11/1/2041 7,622,445 FNMA POOL AB4085 3.000 12/1/2026 2,774,691 FNMA POOL AB4236 4.000 1/1/2042 8,349,994 FNMA POOL AB4605 4.000 3/1/2042 4,951,308 FNMA POOL AB4696 4.000 3/1/2042 7,919,351 FNMA POOL AB5671 3.500 7/1/2042 13,899,997 FNMA POOL AB6292 3.000 9/1/2027 3,690,104 FNMA POOL AB6647 2.500 10/1/2027 3,433,143 FNMA POOL AB6780 2.500 11/1/2027 4,221,773 FNMA POOL AB7143 2.500 12/1/2027 4,993,770 FNMA POOL AB7904 2.500 2/1/2028 5,693,216 FNMA POOL AB8451 2.500 2/1/2028 8,647,226 FNMA POOL AB8548 2.500 3/1/2028 6,850,614 FNMA POOL AB8550 2.500 3/1/2028 6,860,833 FNMA POOL AB8798 2.500 3/1/2028 5,717,781 FNMA POOL AB8993 2.500 4/1/2028 5,671,363 FNMA POOL AB9673 3.500 6/1/2043 10,497,527 FNMA POOL AI8492 4.500 8/1/2041 8,637,550 FNMA POOL AJ8539 3.000 1/1/2027 2,747,390 FNMA POOL AK6784 3.000 3/1/2027 3,077,934 FNMA POOL AK7800 3.000 3/1/2027 4,036,829 FNMA POOL AL0146 4.000 3/1/2041 10,218,627 FNMA POOL AL1368 4.000 1/1/2042 4,749,105 FNMA POOL AL1406 4.000 2/1/2042 11,121,215 FNMA POOL AL1998 4.000 3/1/2042 7,237,328 FNMA POOL AL2720 3.000 11/1/2027 3,823,273 FNMA POOL AL3305 2.500 3/1/2028 5,046,566 FNMA POOL AL3314 3.500 12/1/2042 9,852,866 FNMA POOL AL3481 2.500 4/1/2028 6,020,318 FNMA POOL AL3484 4.500 10/1/2042 5,284,416 FNMA POOL AL3687 4.000 5/1/2043 18,665,828 FNMA POOL AL3821 4.500 3/1/2042 6,981,489 FNMA POOL AL4224 4.000 9/1/2043 10,596,281 FNMA POOL AL9319 3.500 10/1/2046 21,961,869 FNMA POOL AL9773 3.000 1/1/2047 12,993,102 FNMA POOL AO4669 2.500 2/1/2028 2,736,839 FNMA POOL AP3080 3.500 9/1/2042 7,493,926 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FNMA POOL AP5066 2.500 9/1/2027 2,801,315 FNMA POOL AP7539 3.000 9/1/2027 8,265,088 FNMA POOL AQ0437 2.500 10/1/2027 4,860,368 FNMA POOL AR4635 2.500 2/1/2028 3,584,472 FNMA POOL AR6882 2.500 2/1/2028 5,284,202 FNMA POOL AR8581 3.500 6/1/2043 12,262,007 FNMA POOL AS0021 3.000 7/1/2043 19,394,363 FNMA POOL AS0075 3.500 8/1/2043 10,587,739 FNMA POOL AS0357 4.000 9/1/2043 7,465,130 FNMA POOL AS0359 4.000 9/1/2043 11,582,469 FNMA POOL AS2274 4.500 4/1/2044 5,580,567 FNMA POOL AS2948 4.000 7/1/2044 9,922,029 FNMA POOL AS3104 4.000 8/1/2044 6,526,033 FNMA POOL AS4083 4.000 1/1/2045 13,390,949 FNMA POOL AS4570 3.500 3/1/2045 11,299,847 FNMA POOL AS4792 3.500 4/1/2045 16,316,356 FNMA POOL AS5014 4.000 5/1/2045 12,865,091 FNMA POOL AS5130 3.500 6/1/2045 9,321,107 FNMA POOL AS5168 3.000 6/1/2045 11,312,277 FNMA POOL AS5173 3.500 6/1/2045 11,810,953 FNMA POOL AS5175 3.500 6/1/2045 17,662,148 FNMA POOL AS5190 3.500 6/1/2045 29,706,971 FNMA POOL AS5951 4.000 10/1/2045 11,745,855 FNMA POOL AS6008 4.000 10/1/2045 13,493,909 FNMA POOL AS6220 4.000 11/1/2045 23,419,341 FNMA POOL AS6590 3.500 2/1/2046 19,334,570 FNMA POOL AS6656 3.500 2/1/2046 14,596,890 FNMA POOL AS6663 4.000 2/1/2046 21,256,286 FNMA POOL AS6935 3.500 4/1/2046 13,559,508 FNMA POOL AS6991 4.000 4/1/2046 11,033,283 FNMA POOL AS6997 3.500 4/1/2046 14,438,288 FNMA POOL AS7103 3.500 5/1/2046 12,982,945 FNMA POOL AS7392 3.500 6/1/2046 23,261,249 FNMA POOL AS7587 3.500 7/1/2046 25,133,344 FNMA POOL AS7589 3.500 7/1/2046 13,512,539 FNMA POOL AS7591 3.500 7/1/2046 22,878,651 FNMA POOL AS7689 3.500 8/1/2046 26,576,877 FNMA POOL AS7837 3.000 9/1/2046 18,211,416 FNMA POOL AS8057 3.500 10/1/2046 16,462,291 FNMA POOL AS8104 3.000 10/1/2046 30,182,592 FNMA POOL AS8118 3.000 10/1/2046 71,634,161 FNMA POOL AS8299 3.000 11/1/2046 25,785,733 FNMA POOL AS8361 3.500 11/1/2046 28,378,038 FNMA POOL AS8456 3.500 12/1/2046 14,005,588 FNMA POOL AS8486 3.000 12/1/2046 14,896,942 FNMA POOL AS8488 3.000 12/1/2046 14,755,051 FNMA POOL AS8491 3.000 1/1/2047 19,157,537 FNMA POOL AS8493 3.500 12/1/2046 31,703,432 FNMA POOL AS8522 3.000 12/1/2046 17,418,220 FNMA POOL AS8646 3.000 1/1/2047 16,403,581 FNMA POOL AS8682 3.500 1/1/2047 13,358,333 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FNMA POOL AS8689 3.500 1/1/2047 12,776,163 FNMA POOL AS8792 3.000 2/1/2047 16,668,055 FNMA POOL AS8803 3.500 2/1/2047 10,246,656 FNMA POOL AS8942 3.000 3/1/2047 26,421,217 FNMA POOL AS8960 4.000 3/1/2047 10,821,365 FNMA POOL AS9467 4.000 4/1/2047 12,098,666 FNMA POOL AS9786 4.000 6/1/2047 10,561,055 FNMA POOL AT0358 3.500 5/1/2043 12,674,684 FNMA POOL BC1513 3.000 8/1/2046 21,821,766 FNMA POOL BD2429 3.000 1/1/2047 19,034,458 FNMA POOL BD6047 3.000 9/1/2046 17,436,431 FNMA POOL BE1498 3.000 12/1/2046 21,795,881 FNMA POOL BH5750 3.500 11/1/2047 15,712,858 FNMA POOL BJ7214 4.000 10/1/2048 10,829,455 FNMA POOL BM1319 3.000 2/1/2031 17,190,408 FNMA POOL BM1939 3.500 11/1/2046 17,516,300 FNMA POOL BM5040 4.500 12/1/2048 14,726,624 FNMA POOL BM5082 4.500 11/1/2048 18,913,338 FNMA POOL BM5381 3.000 6/1/2028 15,296,598 FNMA POOL BN7716 3.000 8/1/2034 9,255,858 FNMA POOL BN9151 2.500 4/1/2051 25,855,809 FNMA POOL BQ9694 2.000 1/1/2051 29,926,030 FNMA POOL CA0123 4.000 8/1/2047 15,283,249 FNMA POOL CA0127 4.000 8/1/2047 12,100,155 FNMA POOL CA0684 3.500 11/1/2047 16,953,071 FNMA POOL CA2044 4.500 7/1/2048 12,795,593 FNMA POOL CA4469 3.500 11/1/2034 16,276,890 FNMA POOL CA4714 3.000 11/1/2034 19,812,672 FNMA POOL CA5062 2.500 1/1/2035 17,941,936 FNMA POOL CA5282 3.000 3/1/2035 20,923,732 FNMA POOL CA7027 2.500 9/1/2050 29,793,392 FNMA POOL CA7227 2.500 10/1/2050 30,043,833 FNMA POOL CA7353 2.500 10/1/2050 31,152,782 FNMA POOL CA8043 2.500 12/1/2050 30,045,756 FNMA POOL CA8479 2.500 1/1/2051 23,533,838 FNMA POOL CA8481 2.500 1/1/2051 30,665,844 FNMA POOL CA8482 2.500 1/1/2051 30,576,820 FNMA POOL CA8506 2.000 1/1/2051 29,705,754 FNMA POOL CA8592 2.500 1/1/2051 25,514,721 FNMA POOL CA9088 2.500 2/1/2051 25,697,129 FNMA POOL FM1455 2.500 7/1/2030 16,021,188 FNMA POOL FM1721 2.500 10/1/2034 20,030,792 FNMA POOL FM1851 3.000 10/1/2034 18,879,244 FNMA POOL FM1900 2.500 11/1/2034 23,521,611 FNMA POOL FM2074 3.000 12/1/2034 24,486,849 FNMA POOL FM2407 3.000 2/1/2035 17,727,291 FNMA POOL FM4878 2.500 11/1/2050 29,517,250 FNMA POOL FM5141 2.500 12/1/2050 30,338,498 FNMA POOL FM5151 2.000 12/1/2050 29,587,413 FNMA POOL FM5181 2.500 12/1/2050 30,919,434 FNMA POOL FM5444 2.000 12/1/2050 15,940,627 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FNMA POOL FM6103 2.500 2/1/2051 30,804,015 FNMA POOL FM6992 2.500 3/1/2051 27,970,660 FNMA POOL FM7088 2.500 5/1/2051 30,945,956 FNMA POOL MA3768 3.000 9/1/2034 7,919,465 FNMA POOL MA3800 3.000 10/1/2039 16,434,158 FNMA POOL MA3831 3.000 11/1/2039 9,467,102 FORD CREDIT AUTO OWNER TRUST/F 2.620 8/15/2028 10,150,003 FORD CREDIT AUTO OWNER TRUST/F 2.040 8/15/2031 10,898,038 FORD CREDIT AUTO OWNER TRUST/F 1.370 10/17/2033 9,062,516 FORD MOTOR COMPANY 8.500 4/21/2023 1,086,935 FORD MOTOR COMPANY 9.000 4/22/2025 1,583,005 FORD MOTOR COMPANY 4.346 12/8/2026 10,712,500 FORD MOTOR COMPANY 9.625 4/22/2030 401,800 FORD MOTOR COMPANY 7.450 7/16/2031 403,705 FORD MOTOR COMPANY 4.750 1/15/2043 360,188 FORD MOTOR COMPANY 5.291 12/8/2046 251,298 FORD MOTOR CREDI 3.625 6/17/2031 407,752 FORD MOTOR CREDIT CO LLC 3.813 10/12/2021 352,625 FORD MOTOR CREDIT CO LLC 3.087 1/9/2023 969,000 FORD MOTOR CREDIT CO LLC 4.140 2/15/2023 1,091,171 FORD MOTOR CREDIT CO LLC 3.096 5/4/2023 12,495,000 FORD MOTOR CREDIT CO LLC 3.810 1/9/2024 335,647 FORD MOTOR CREDIT CO LLC 3.664 9/8/2024 608,969 FORD MOTOR CREDIT CO LLC 4.687 6/9/2025 1,206,988 FORD MOTOR CREDIT CO LLC 5.125 6/16/2025 1,486,688 FORD MOTOR CREDIT CO LLC 4.134 8/4/2025 1,250,426 FORD MOTOR CREDIT CO LLC 3.375 11/13/2025 1,332,481 FORD MOTOR CREDIT CO LLC 4.389 1/8/2026 1,296,000 FORD MOTOR CREDIT CO LLC 4.542 8/1/2026 217,500 FORD MOTOR CREDIT CO LLC 4.271 1/9/2027 1,267,466 FORD MOTOR CREDIT CO LLC 4.125 8/17/2027 1,445,840 FORD MOTOR CREDIT CO LLC 2.900 2/16/2028 361,279 FORD MOTOR CREDIT CO LLC 5.113 5/3/2029 1,343,376 FORD MOTOR CREDIT CO LLC 4.000 11/13/2030 964,748 FORESTAR GROUP INC 3.850 5/15/2026 227,036 FORESTAR GROUP INC 5.000 3/1/2028 77,625 FORTERRA FIN LLC/FRTA FI 6.500 7/15/2025 167,013 FORTRESS TRANS + INFRAST 6.500 10/1/2025 129,844 FORTRESS TRANS + INFRAST 9.750 8/1/2027 231,250 FORTRESS TRANS + INFRAST 5.500 5/1/2028 104,125 FREDDIE MAC 5.250 3/15/2035 64,422 FREEDOM MORTGAGE 6.625 1/15/2027 352,188 FREEDOM MORTGAGE CORP 8.125 11/15/2024 516,875 FREEDOM MORTGAGE CORP 7.625 5/1/2026 520,500 FREEPORT MCMORAN INC 4.125 3/1/2028 1,066,713 FREEPORT MCMORAN INC 4.375 8/1/2028 1,073,150 FREEPORT MCMORAN INC 5.250 9/1/2029 219,646 FREEPORT MCMORAN INC 4.250 3/1/2030 562,406 FREEPORT MCMORAN INC 4.625 8/1/2030 219,000 FREEPORT MCMORAN INC 5.450 3/15/2043 2,307,740 FREMF MORTGAGE TRUST 3.852 2/25/2051 2,203,576 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value FREMF MORTGAGE TRUST 3.764 9/25/2051 3,318,317 FREMF MORTGAGE TRUST 3.539 2/25/2052 3,806,887 FREMF MORTGAGE TRUST 3.919 8/25/2052 2,516,550 FRONTIER COMMUNICATIONS 5.875 10/15/2027 842,003 FRONTIER COMMUNICATIONS 5.000 5/1/2028 785,711 FRONTIER COMMUNICATIONS 5.875 11/1/2029 10,487 FXI HOLDINGS INC 7.875 11/1/2024 154,688 FXI HOLDINGS INC 12.250 11/15/2026 256,729 GAP INC/THE 8.625 5/15/2025 575,925 GAP INC/THE 8.875 5/15/2027 173,580 GARDA WORLD SECURITY 4.625 2/15/2027 412,050 GARTNER INC 4.500 7/1/2028 845,952 GARTNER INC 3.625 6/15/2029 295,365 GARTNER INC 3.750 10/1/2030 586,242 GATES GLOBAL LLC ‐ 3/31/2027 148,459 GATES GLOBAL/GATES CORP 6.250 1/15/2026 1,205,690 GCI LLC 4.750 10/15/2028 873,046 GCP APPLIED TECHNOLOGIES 5.500 4/15/2026 300,337 GCT COMMERCIAL MORTGAGE TRUST 2.423 2/15/2038 1,210,762 GEMSCO MTG PASS THRU 8.050 11/1/2022 29,559 GENERAL DYNAMICS CORP 1.875 8/15/2023 10,297,744 GENERAL DYNAMICS CORP 2.375 11/15/2024 10,532,773 GENERAL DYNAMICS CORP 3.750 5/15/2028 11,339,290 GENERAL DYNAMICS CORP 3.625 4/1/2030 11,296,483 GENERAL DYNAMICS CORP 2.250 6/1/2031 3,077,057 GENERAL MILLS INC 3.650 2/15/2024 11,793,616 GENERAL MILLS INC 4.000 4/17/2025 11,080,272 GENERAL MILLS INC 3.200 2/10/2027 16,445,316 GENERAL MILLS INC 2.875 4/15/2030 5,296,573 GENERAL MOTORS CO 5.400 10/2/2023 11,013,313 GENESIS ENERGY LP/FIN 6.500 10/1/2025 105,040 GENESIS ENERGY LP/FIN 6.250 5/15/2026 265,663 GENESIS ENERGY LP/FIN 8.000 1/15/2027 991,790 GENESIS ENERGY LP/FIN 7.750 2/1/2028 524,988 GEO GROUP INC/THE 5.875 10/15/2024 111,875 GEORGIA POWER CO 3.250 4/1/2026 10,806,229 GFL ENVIRONMENTAL INC 4.250 6/1/2025 665,544 GFL ENVIRONMENTAL INC 3.750 8/1/2025 673,013 GFL ENVIRONMENTAL INC 5.125 12/15/2026 746,892 GFL ENVIRONMENTAL INC 4.000 8/1/2028 1,046,133 GFL ENVIRONMENTAL INC 3.500 9/1/2028 482,790 GFL ENVIRONMENTAL INC 4.750 6/15/2029 797,414 GILEAD SCIENCES INC 3.500 2/1/2025 10,841,809 GILEAD SCIENCES INC 1.650 10/1/2030 12,082,732 GLAXOSMITHKLINE CAP INC 3.375 5/15/2023 10,565,237 GLAXOSMITHKLINE CAP INC 3.625 5/15/2025 5,521,022 GLOBAL AIR LEASE CO LTD 6.500 9/15/2024 1,903,477 GLOBAL INFRASTRUCTURE SO 5.625 6/1/2029 272,941 GLOBAL MEDICAL RESPONSE 6.500 10/1/2025 252,044 GLOBAL NET LEASE/GLOBAL 3.750 12/15/2027 1,534,106 GLP CAPITAL LP / FIN II 5.250 6/1/2025 343,323 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value GLP CAPITAL LP / FIN II 5.750 6/1/2028 95,189 GM FINANCIAL SECURITIZED TERM 1.750 7/16/2024 5,303,680 GNMA II POOL 002576 6.000 4/20/2028 118,963 GNMA II POOL 002754 6.500 5/20/2029 97,807 GNMA II POOL 002838 7.000 11/20/2029 62,102 GNMA II POOL 002839 7.500 11/20/2029 58,960 GNMA II POOL 002852 7.000 12/20/2029 55,144 GNMA II POOL 002867 7.500 1/20/2030 45,777 GNMA II POOL 002883 7.500 2/20/2030 33,259 GNMA II POOL 002896 7.500 3/20/2030 72,840 GNMA II POOL 002908 7.500 4/20/2030 48,538 GNMA II POOL 002909 8.000 4/20/2030 48,108 GNMA II POOL 002921 7.500 5/20/2030 124,207 GNMA II POOL 002934 7.500 6/20/2030 51,374 GNMA II POOL 002945 7.500 7/20/2030 27,488 GNMA II POOL 002957 7.500 8/20/2030 29,732 GNMA II POOL 002972 7.500 9/20/2030 81,664 GNMA II POOL 002986 7.000 10/20/2030 100,905 GNMA II POOL 002987 7.500 10/20/2030 60,116 GNMA II POOL 003010 7.000 12/20/2030 63,992 GNMA II POOL 003053 6.500 3/20/2031 157,153 GNMA II POOL 003841 5.500 4/20/2036 1,240,653 GNMA II POOL 003851 5.500 5/20/2036 718,515 GNMA II POOL 003865 6.000 6/20/2036 598,471 GNMA II POOL 003985 5.500 5/20/2037 591,107 GNMA II POOL 004168 5.000 6/20/2038 899,130 GNMA II POOL 004195 6.000 7/20/2038 736,183 GNMA II POOL 784295 3.500 3/20/2047 15,714,823 GNMA II POOL 784519 3.500 11/20/2047 30,631,847 GNMA II POOL 785312 2.500 2/20/2051 25,508,173 GNMA II POOL 785363 2.500 3/20/2051 25,692,778 GNMA II POOL BC4800 3.500 9/20/2047 27,068,050 GNMA II POOL BD2903 4.000 1/20/2048 12,457,129 GNMA II POOL BD3828 3.500 11/20/2047 15,876,049 GNMA II POOL BD3853 4.000 12/20/2047 16,218,194 GNMA II POOL BD3893 3.500 1/20/2048 14,431,811 GNMA II POOL BD3983 4.000 4/20/2048 11,757,493 GNMA II POOL BT4660 3.000 2/20/2050 3,935,025 GNMA II POOL MA0783 3.500 2/20/2043 12,708,565 GNMA II POOL MA4197 4.000 1/20/2047 14,630,060 GNMA II POOL MA5875 3.500 4/20/2049 7,884,593 GNMA II POOL MA5931 4.000 5/20/2049 7,319,656 GNMA II POOL MA6464 3.000 2/20/2050 6,475,821 GNMA POOL 186963 7.000 9/15/2029 19,838 GNMA POOL 186981 7.500 10/15/2029 4,244 GNMA POOL 187002 7.500 12/15/2029 44,000 GNMA POOL 332701 8.500 9/15/2022 903 GNMA POOL 354823 8.000 5/15/2024 57,693 GNMA POOL 385724 7.500 6/15/2024 32,834 GNMA POOL 434550 7.500 10/15/2029 56,349 GNMA POOL 434654 7.500 1/15/2030 121,956 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value GNMA POOL 434716 7.500 2/15/2030 24,687 GNMA POOL 462680 7.000 4/15/2028 57,176 GNMA POOL 472597 7.000 5/15/2028 12,122 GNMA POOL 479066 7.500 1/15/2030 102,071 GNMA POOL 486794 6.500 12/15/2028 79,548 GNMA POOL 487111 7.000 4/15/2029 54,107 GNMA POOL 489030 7.000 8/15/2029 32,791 GNMA POOL 510083 7.000 7/15/2029 111,718 GNMA POOL 516439 8.000 2/15/2030 23,235 GNMA POOL 520085 7.500 1/15/2030 1,167 GNMA POOL 587032 6.500 4/15/2032 148,589 GNMA POOL 605619 6.000 7/15/2034 1,805,322 GNMA POOL 617404 5.500 2/15/2037 666,144 GNMA POOL 658243 5.500 1/15/2037 372,768 GNMA POOL 686735 6.000 5/15/2038 576,585 GNMA POOL 780410 7.500 8/15/2026 109,497 GNMA POOL 781035 6.500 5/15/2029 151,154 GO DADDY OPCO/FINCO 3.500 3/1/2029 273,213 GOLDMAN SACHS GROUP INC 5.750 1/24/2022 10,309,289 GOLDMAN SACHS GROUP INC 3.625 2/20/2024 5,359,839 GOLDMAN SACHS GROUP INC 3.500 1/23/2025 11,893,153 GOLDMAN SACHS GROUP INC 3.500 4/1/2025 5,424,487 GOLDMAN SACHS GROUP INC 0.855 2/12/2026 9,926,618 GOLDMAN SACHS GROUP INC 3.750 2/25/2026 5,531,460 GOLDMAN SACHS GROUP INC 3.850 1/26/2027 11,019,128 GOLDMAN SACHS GROUP INC 3.814 4/23/2029 16,775,771 GOLDMAN SACHS GROUP INC 2.600 2/7/2030 7,263,766 GOLDMAN SACHS GROUP INC 1.992 1/27/2032 14,567,916 GOODYEAR TIRE + RUBBER 9.500 5/31/2025 725,563 GOODYEAR TIRE + RUBBER 5.000 5/31/2026 512,997 GOODYEAR TIRE + RUBBER 5.000 7/15/2029 1,415,544 GOODYEAR TIRE + RUBBER 5.250 4/30/2031 239,019 GOODYEAR TIRE + RUBBER 5.250 7/15/2031 865,260 GRACECHURCH MORTGAGE FINANCE P 2.680 12/10/2040 26,094,424 GRAHAM PACKAGING COMPANY, INC. ‐ 8/4/2027 391,282 GRAHAM PACKAGING/GPC CAP 7.125 8/15/2028 76,503 GRAY TELEVISION INC 7.000 5/15/2027 1,422,925 GRAY TELEVISION INC 4.750 10/15/2030 353,768 GREENEDEN US HOLDINGS II LLC ‐ 12/1/2027 260,585 GREIF INC 6.500 3/1/2027 210,940 GRIFFON CORPORATION 5.750 3/1/2028 1,306,875 GRINDING MED/MOLY COP 7.375 12/15/2023 388,565 GROUP 1 AUTOMOTIVE INC 4.000 8/15/2028 23,403 GS MORTGAGE SECURITIES TRUST 3.601 4/10/2031 11,860,324 GS MORTGAGE SECURITIES TRUST 2.856 5/10/2034 2,990,579 GS MORTGAGE SECURITIES TRUST 1.223 6/15/2036 994,682 GS MORTGAGE SECURITIES TRUST 3.483 9/10/2037 3,146,606 GS MORTGAGE SECURITIES TRUST 2.573 11/15/2037 5,033,270 GS MORTGAGE SECURITIES TRUST 3.377 5/10/2045 180,192 GS MORTGAGE SECURITIES TRUST 4.738 11/10/2045 863,375 GS MORTGAGE SECURITIES TRUST 4.448 11/10/2045 7,063,504 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value GS MORTGAGE SECURITIES TRUST 5.161 11/10/2046 342,372 GS MORTGAGE SECURITIES TRUST 3.980 2/10/2048 1,074,202 GS MORTGAGE SECURITIES TRUST 4.422 7/10/2048 2,106,104 GS MORTGAGE SECURITIES TRUST 4.466 10/10/2048 3,276,925 GS MORTGAGE SECURITIES TRUST 3.759 5/10/2049 654,867 GS MORTGAGE SECURITIES TRUST 2.850 10/10/2049 1,066,407 GS MORTGAGE SECURITIES TRUST 3.442 11/10/2049 1,183,353 GS MORTGAGE SECURITIES TRUST 3.777 5/10/2050 818,143 GS MORTGAGE SECURITIES TRUST 3.000 8/10/2050 895,720 GS MORTGAGE SECURITIES TRUST 3.000 8/10/2050 3,323,448 GS MORTGAGE SECURITIES TRUST 3.430 8/10/2050 7,151,385 GS MORTGAGE SECURITIES TRUST 3.992 3/10/2051 1,366,542 GS MORTGAGE SECURITIES TRUST 3.501 7/10/2052 5,235,029 GS MORTGAGE SECURITIES TRUST 3.805 11/10/2052 2,326,867 GS MORTGAGE SECURITIES TRUST 0.830 11/10/2052 2,720,240 GS MORTGAGE SECURITIES TRUST 3.048 11/10/2052 3,154,268 GS MORTGAGE SECURITIES TRUST 3.511 11/10/2052 7,443,467 GS MORTGAGE SECURITIES TRUST 3.455 5/12/2053 1,021,884 GS MORTGAGE SECURITIES TRUST 3.455 5/12/2053 1,116,774 GSCG TRUST 2019 600C A 2.936 9/6/2034 1,046,950 GULFPORT ENERGY OP CORP 8.000 5/17/2026 93,762 H.B. FULLER CO 4.250 10/15/2028 635,621 H+E EQUIPMENT SERVICES 3.875 12/15/2028 1,065,672 HALLIBURTON CO 2.920 3/1/2030 15,587,235 HANESBRANDS INC 5.375 5/15/2025 158,813 HANESBRANDS INC 4.875 5/15/2026 156,600 HARVEST MIDSTREAM I LP 7.500 9/1/2028 543,000 HAT HOLDINGS I LLC/HAT 3.375 6/15/2026 226,688 HAT HOLDINGS I LLC/HAT 3.750 9/15/2030 73,219 HAWAII HOTEL TRUST 2019 MAUI 1.223 5/15/2038 2,339,904 HAWAIIAN BRAND INTELLECT 5.750 1/20/2026 981,797 HCA INC 5.375 2/1/2025 1,685,232 HCA INC 5.875 2/15/2026 5,282,476 HCA INC 5.375 9/1/2026 901,037 HCA INC 5.625 9/1/2028 3,089,295 HCA INC 5.875 2/1/2029 443,153 HCA INC 3.500 9/1/2030 1,513,891 HEALTHCARE REALTY TRUST 3.875 5/1/2025 1,191,311 HEALTHCARE REALTY TRUST 2.400 3/15/2030 954,836 HEALTHPEAK PROPERTIES 1.350 2/1/2027 499,385 HELIOS SOFT/ION CORP SOL 4.625 5/1/2028 854,510 HERBALIFE/HLF FINANCING 7.875 9/1/2025 271,875 HERC HOLDINGS INC 5.500 7/15/2027 968,828 HERENS HOLDCO SARL 4.750 5/15/2028 1,087,535 HERSHEY COMPANY 3.375 5/15/2023 10,530,391 HERSHEY COMPANY 3.200 8/21/2025 10,843,036 HERSHEY COMPANY 2.450 11/15/2029 5,228,708 HERTZ CORP 7.625 6/1/2022 65,933 HERTZ CORP 5.500 10/15/2024 221,100 HERTZ CORP 7.125 8/1/2026 525,525 HERTZ CORP 6.000 1/15/2028 645,000 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value HESS MIDSTREAM OPERATION 5.625 2/15/2026 709,240 HESS MIDSTREAM OPERATION 5.125 6/15/2028 818,025 HEXION INC 7.875 7/15/2027 252,428 HIGHWOODS REALTY LP 3.625 1/15/2023 144,736 HIGHWOODS REALTY LP 3.050 2/15/2030 521,941 HILCORP ENERGY I/HILCORP 6.250 11/1/2028 589,688 HILCORP ENERGY I/HILCORP 5.750 2/1/2029 792,300 HILCORP ENERGY I/HILCORP 6.000 2/1/2031 436,720 HILL ROM HOLDINGS INC 4.375 9/15/2027 294,975 HILLENBRAND INC 3.750 3/1/2031 571,262 HILLMAN GROUP INC 6.375 7/15/2022 100,140 HILTON DOMESTIC OPERATIN 5.375 5/1/2025 1,043,028 HILTON DOMESTIC OPERATIN 5.750 5/1/2028 546,445 HILTON DOMESTIC OPERATIN 3.750 5/1/2029 505,000 HILTON DOMESTIC OPERATIN 4.875 1/15/2030 144,113 HILTON DOMESTIC OPERATIN 4.000 5/1/2031 161,419 HILTON DOMESTIC OPERATIN 3.625 2/15/2032 395,000 HILTON GRAND VAC BOR ESC 5.000 6/1/2029 587,938 HILTON GRAND VAC BOR ESC 4.875 7/1/2031 398,952 HILTON GRAND VACA LLC/IN 6.125 12/1/2024 125,700 HILTON USA TRUST 4.194 11/5/2038 3,806,887 HILTON WORLDWIDE FIN LLC 4.875 4/1/2027 516,038 HMH TRUST 3.062 7/5/2031 2,490,452 HOLLY NRG PRTNR/FIN CORP 5.000 2/1/2028 558,285 HOLOGIC INC 4.625 2/1/2028 288,750 HOLOGIC INC 3.250 2/15/2029 1,121,104 HOME DEPOT INC 3.350 9/15/2025 5,472,456 HOME DEPOT INC 3.000 4/1/2026 10,901,885 HOME DEPOT INC 3.900 12/6/2028 6,398,974 HONDA AUTO RECEIVABLES OWNER T 1.830 1/18/2024 18,211,633 HONDA AUTO RECEIVABLES OWNER T 0.820 7/15/2024 4,277,445 HONEYWELL INTERNATIONAL 3.350 12/1/2023 10,682,237 HONEYWELL INTERNATIONAL 2.300 8/15/2024 15,747,918 HONEYWELL INTERNATIONAL 2.700 8/15/2029 7,509,034 HONEYWELL INTERNATIONAL 1.950 6/1/2030 5,079,339 HORMEL FOODS CORP 1.800 6/11/2030 4,959,379 HOST HOTELS + RESORTS LP 3.500 9/15/2030 655,856 HOWARD HUGHES CORP 5.375 8/1/2028 212,326 HOWARD HUGHES CORP 4.125 2/1/2029 150,003 HOWARD HUGHES CORP 4.375 2/1/2031 149,457 HOWMET AEROSPACE INC 5.125 10/1/2024 82,781 HOWMET AEROSPACE INC 6.875 5/1/2025 1,321,117 HOWMET AEROSPACE INC 5.900 2/1/2027 478,675 HP ENTERPRISE CO 4.400 10/15/2022 13,043,436 HP INC 3.000 6/17/2027 16,063,393 HP INC 2.650 6/17/2031 14,973,400 HSBC HOLDINGS PLC 3.950 5/18/2024 10,622,834 HSBC HOLDINGS PLC 4.300 3/8/2026 7,895,558 HSBC HOLDINGS PLC 4.041 3/13/2028 11,090,592 HSBC HOLDINGS PLC 3.973 5/22/2030 11,192,765 HSBC HOLDINGS PLC 2.804 5/24/2032 7,183,744 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value HUDBAY MINERALS INC 4.500 4/1/2026 563,104 HUDBAY MINERALS INC 6.125 4/1/2029 690,120 HUDSON PACIFIC PROPERTIE 3.250 1/15/2030 263,824 HUDSON YARDS 2.977 8/10/2038 3,541,027 HUDSON YARDS 2.977 8/10/2038 5,735,445 HUDSON YARDS 3.443 7/10/2039 3,002,328 HUDSON YARDS 3.443 7/10/2039 5,132,047 HUDSON YARDS 3.228 7/10/2039 5,442,804 HUDSON YARDS 2.943 12/10/2041 7,046,890 HUGHES SATELLITE SYSTEMS 6.625 8/1/2026 476,531 HYUNDAI CAPITAL AMERICA 3.950 2/1/2022 12,237,153 HYUNDAI CAPITAL AMERICA 4.125 6/8/2023 15,941,359 HYUNDAI CAPITAL AMERICA 2.000 6/15/2028 9,915,282 IAA INC 5.500 6/15/2027 825,080 IAMGOLD CORP 5.750 10/15/2028 286,096 IBM CORP 3.375 8/1/2023 13,273,532 IBM CORP 3.625 2/12/2024 10,773,714 IBM CORP 3.450 2/19/2026 13,810,272 IBM CORP 3.500 5/15/2029 18,744,908 ICAHN ENTERPRISES/FIN 4.750 9/15/2024 470,250 ICAHN ENTERPRISES/FIN 6.250 5/15/2026 689,650 ICAHN ENTERPRISES/FIN 5.250 5/15/2027 360,343 ICAHN ENTERPRISES/FIN 5.250 5/15/2027 671,122 ICAHN ENTERPRISES/FIN 4.375 2/1/2029 199,000 IHEARTCOMMUNICATIONS INC ‐ 5/1/2026 209,791 IHEARTCOMMUNICATIONS INC 6.375 5/1/2026 647,243 IHEARTCOMMUNICATIONS INC 8.375 5/1/2027 112,481 IHEARTCOMMUNICATIONS INC 5.250 8/15/2027 1,617,234 IHEARTCOMMUNICATIONS INC 4.750 1/15/2028 1,857,923 IHO VERWALTUNGS GMBH 4.750 9/15/2026 325,088 IHO VERWALTUNGS GMBH 6.375 5/15/2029 725,940 ILLINOIS TOOL WORKS INC 3.500 3/1/2024 11,243,729 ILLINOIS TOOL WORKS INC 2.650 11/15/2026 11,798,819 ILLUMINATE BUYER/HLDG 9.000 7/1/2028 430,398 IMOLA MERGER CORP 4.750 5/15/2029 2,610,968 IMT TRUST 0.019 6/15/2034 194,764 INDEPENDENCE PLAZA TRUST 4.356 7/10/2035 33,854,230 INDIGO MERGER SUB INC 2.875 7/15/2026 492,668 INDIGO NATURAL RES LLC 5.375 2/1/2029 1,012,605 INEOS GROUP HOLDINGS SA 5.625 8/1/2024 1,519,299 INEOS QUATTRO FINANCE 2 3.375 1/15/2026 1,332,397 INFORMATICA LLC ‐ 2/25/2027 43,149 INGEVITY CORP 3.875 11/1/2028 473,423 INNOPHOS HOLDINGS INC 9.375 2/15/2028 306,720 INSTALLED BUILDING PRODU 5.750 2/1/2028 210,500 INTEL CORP 3.100 7/29/2022 10,314,765 INTEL CORP 3.700 7/29/2025 6,632,424 INTEL CORP 3.150 5/11/2027 10,995,836 INTEL CORP 2.450 11/15/2029 15,787,081 INTEL CORP 3.900 3/25/2030 5,796,485 INTELSAT JACKSON HLDG 8.000 2/15/2024 335,650 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value INTELSAT JACKSON HLDG 8.500 10/15/2024 47,200 INTER AMERICAN DEVEL BK 2.125 1/18/2022 25,265,549 INTER AMERICAN DEVEL BK 3.000 10/4/2023 5,295,279 INTER AMERICAN DEVEL BK 0.875 4/3/2025 25,145,096 INTER AMERICAN DEVEL BK 1.125 1/13/2031 24,129,832 INTERCONTINENTALEXCHANGE 2.100 6/15/2030 4,965,100 INTERFACE INC 5.500 12/1/2028 481,160 INTERNATIONAL GAME TECH 6.500 2/15/2025 533,715 INTERNATIONAL GAME TECH 4.125 4/15/2026 727,834 INTERNATIONAL GAME TECH 6.250 1/15/2027 456,000 INTERNATIONAL GAME TECH 5.250 1/15/2029 214,500 INTERNATIONAL PAPER CO 3.800 1/15/2026 4,135,047 INTERSTATE POWER + LIGHT 3.400 8/15/2025 13,519,701 INTERSTATE POWER + LIGHT 4.100 9/26/2028 13,751,941 INTL BK RECON + DEVELOP 1.375 9/20/2021 20,053,868 INTL BK RECON + DEVELOP 2.125 2/13/2023 10,301,969 INTL BK RECON + DEVELOP 1.375 4/20/2028 25,208,368 INTL BK RECON + DEVELOP 1.250 2/10/2031 24,418,029 ION TRADING TECHNOLOGIES 5.750 5/15/2028 612,559 IQVIA INC 5.000 10/15/2026 1,345,500 IQVIA INC 5.000 5/15/2027 1,152,250 IRB HOLDING CORP 7.000 6/15/2025 1,744,232 IRB HOLDING CORP ‐ 12/15/2027 163,723 IRON MOUNTAIN INC 4.875 9/15/2027 347,279 IRON MOUNTAIN INC 5.250 3/15/2028 1,830,416 IRON MOUNTAIN INC 5.000 7/15/2028 1,102,303 IRON MOUNTAIN INC 4.875 9/15/2029 646,157 IRON MOUNTAIN INC 5.250 7/15/2030 349,331 IRON MOUNTAIN INC 4.500 2/15/2031 430,313 IRON MOUNTAIN INC 5.625 7/15/2032 160,548 ITT HOLDINGS LLC 6.500 8/1/2029 797,681 J2 GLOBAL 4.625 10/15/2030 491,768 JACOBS ENTERTAINMENT INC 7.875 2/1/2024 1,045,000 JAGUAR HL / PPDI 4.625 6/15/2025 431,550 JAGUAR HL / PPDI 5.000 6/15/2028 425,981 JAGUAR LAND ROVER AUTOMO 7.750 10/15/2025 439,000 JAGUAR LAND ROVER AUTOMO 4.500 10/1/2027 491,750 JAGUAR LAND ROVER AUTOMO 5.875 1/15/2028 210,500 JAMES HARDIE INTL FIN 5.000 1/15/2028 417,279 JAPAN INT L COOP AGENCY 1.000 7/22/2030 18,852,383 JAZZ SECURITIES DAC 4.375 1/15/2029 959,040 JBS USA/FOOD/FINANCE 6.500 4/15/2029 646,162 JBS USA/FOOD/FINANCE 5.500 1/15/2030 587,150 JBS USA/FOOD/FINANCE 3.750 12/1/2031 654,880 JELD WEN INC 6.250 5/15/2025 37,328 JELD WEN INC 4.625 12/15/2025 429,917 JELD WEN INC 4.875 12/15/2027 41,569 JM SMUCKER CO 3.000 3/15/2022 12,526,913 JM SMUCKER CO 2.375 3/15/2030 10,186,868 JOHN DEERE CAPITAL CORP 2.800 3/6/2023 10,419,757 JOHN DEERE CAPITAL CORP 3.350 6/12/2024 10,809,176 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value JOHN DEERE CAPITAL CORP 2.000 6/17/2031 7,075,531 JOHNSON + JOHNSON 2.450 12/5/2021 10,095,710 JOHNSON + JOHNSON 3.375 12/5/2023 10,729,405 JOHNSON + JOHNSON 2.625 1/15/2025 10,622,091 JOHNSON + JOHNSON 2.450 3/1/2026 11,724,531 JOHNSON + JOHNSON 2.900 1/15/2028 10,926,970 JOHNSON + JOHNSON 1.300 9/1/2030 9,696,318 JOHNSON CONTROLS/TYCO FI 1.750 9/15/2030 2,889,031 JP MORGAN CHASE COMMERCIAL MOR 0.153 9/15/2029 85,314 JP MORGAN CHASE COMMERCIAL MOR 4.128 7/5/2031 4,242,784 JP MORGAN CHASE COMMERCIAL MOR 4.524 7/5/2032 2,049,447 JP MORGAN CHASE COMMERCIAL MOR 5.350 7/5/2033 1,051,995 JP MORGAN CHASE COMMERCIAL MOR 4.573 10/15/2033 13,212,312 JP MORGAN CHASE COMMERCIAL MOR 2.560 6/15/2035 1,943,440 JP MORGAN CHASE COMMERCIAL MOR 1.733 7/15/2036 1,989,991 JP MORGAN CHASE COMMERCIAL MOR 1.773 4/15/2038 3,046,631 JP MORGAN CHASE COMMERCIAL MOR 1.373 4/15/2038 5,009,339 JP MORGAN CHASE COMMERCIAL MOR 2.854 9/6/2038 5,373,469 JP MORGAN CHASE COMMERCIAL MOR 3.783 6/5/2039 22,019,549 JP MORGAN CHASE COMMERCIAL MOR 3.881 12/15/2046 2,089,646 JP MORGAN CHASE COMMERCIAL MOR 4.166 12/15/2046 3,749,417 JP MORGAN CHASE COMMERCIAL MOR 4.957 12/15/2046 9,428,262 JP MORGAN CHASE COMMERCIAL MOR 0.500 1/15/2049 448,165 JP MORGAN CHASE COMMERCIAL MOR 4.231 1/15/2049 929,050 JP MORGAN CHASE COMMERCIAL MOR 4.731 1/15/2049 4,992,196 JP MORGAN CHASE COMMERCIAL MOR 3.914 1/15/2049 5,311,837 JP MORGAN CHASE COMMERCIAL MOR 2.822 8/15/2049 3,045,466 JP MORGAN CHASE COMMERCIAL MOR 4.508 7/15/2050 3,292,381 JPMBB COMMERCIAL MORTGAGE SECU 4.889 1/15/2047 1,173,632 JPMBB COMMERCIAL MORTGAGE SECU 3.997 8/15/2047 1,075,873 JPMBB COMMERCIAL MORTGAGE SECU 4.341 8/15/2047 2,683,711 JPMBB COMMERCIAL MORTGAGE SECU 4.553 9/15/2047 2,602,852 JPMBB COMMERCIAL MORTGAGE SECU 3.639 11/15/2047 7,228,817 JPMBB COMMERCIAL MORTGAGE SECU 3.770 12/15/2048 1,103,565 JPMBB COMMERCIAL MORTGAGE SECU 4.111 12/15/2048 5,967,818 JPMBB COMMERCIAL MORTGAGE SECU 4.389 3/15/2049 1,381,967 JPMDB COMMERCIAL MORTGAGE SECU 3.073 12/15/2049 943,332 JPMDB COMMERCIAL MORTGAGE SECU 3.694 3/15/2050 1,269,658 JPMDB COMMERCIAL MORTGAGE SECU 4.743 6/15/2051 665,630 JPMDB COMMERCIAL MORTGAGE SECU 4.522 6/15/2051 4,101,627 JPMDB COMMERCIAL MORTGAGE SECU 3.057 11/13/2052 2,125,796 JPMORGAN CHASE + 0.969 6/23/2025 15,017,725 JPMORGAN CHASE + CO 3.875 2/1/2024 16,246,958 JPMORGAN CHASE + CO 3.900 7/15/2025 11,061,073 JPMORGAN CHASE + CO 3.960 1/29/2027 16,704,076 JPMORGAN CHASE + CO 3.540 5/1/2028 10,994,648 JPMORGAN CHASE + CO 4.005 4/23/2029 16,958,073 JPMORGAN CHASE + CO 4.452 12/5/2029 11,693,557 JPMORGAN CHASE + CO 4.493 3/24/2031 17,764,148 JPMORGAN CHASE + CO 1.953 2/4/2032 14,567,980 JPMORGAN CHASE + CO 6.125 12/31/2049 433,500 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value JPMORGAN CHASE + CO 4.600 12/31/2099 103,630 JPN BANK FOR INT L COOP 1.750 1/23/2023 5,109,814 JPN BANK FOR INT L COOP 0.625 5/22/2023 10,052,213 JPN BANK FOR INT L COOP 1.250 1/21/2031 16,855,427 KAISER ALUMINUM CORP 4.625 3/1/2028 206,625 KAISER ALUMINUM CORP 4.500 6/1/2031 1,377,300 KAR AUCTION SERVICES INC 5.125 6/1/2025 982,073 KB HOME 4.000 6/15/2031 226,969 KELLOGG CO 3.250 4/1/2026 10,943,461 KELLOGG CO 3.400 11/15/2027 10,987,398 KELLOGG CO 4.300 5/15/2028 15,291,744 KENNEDY WILSON INC 4.750 3/1/2029 135,960 KENNEDY WILSON INC 5.000 3/1/2031 110,076 KENTUCKY UTILITIES CO 3.300 10/1/2025 5,409,203 KEURIG DR PEPPER INC 3.130 12/15/2023 10,611,836 KEURIG DR PEPPER INC 3.200 5/1/2030 5,404,630 KEURIG DR PEPPER INC 2.250 3/15/2031 13,105,558 KFW 1.625 2/15/2023 10,736,031 KILROY REALTY LP 3.800 1/15/2023 468,313 KILROY REALTY LP 4.375 10/1/2025 498,714 KIMBERLY CLARK CORP 3.050 8/15/2025 10,853,314 KIMBERLY CLARK CORP 3.950 11/1/2028 11,565,005 KIMCO REALTY CORP 4.250 4/1/2045 497,622 KIMCO REALTY CORP 4.450 9/1/2047 299,593 KNDL MORTGAGE TRUST ‐ 5/15/2036 112 KRAFT HEINZ FOODS CO 3.750 4/1/2030 54,861 KRAFT HEINZ FOODS CO 4.250 3/1/2031 397,596 KRAFT HEINZ FOODS CO 5.000 7/15/2035 91,997 KRAFT HEINZ FOODS CO 6.875 1/26/2039 71,820 KRAFT HEINZ FOODS CO 4.625 10/1/2039 494,983 KRAFT HEINZ FOODS CO 6.500 2/9/2040 729,107 KRAFT HEINZ FOODS CO 5.200 7/15/2045 445,677 KRAFT HEINZ FOODS CO 4.375 6/1/2046 4,155,440 KRAFT HEINZ FOODS CO 4.875 10/1/2049 1,321,993 KRAFT HEINZ FOODS CO 5.500 6/1/2050 129,775 KROGER CO 4.000 2/1/2024 9,687,513 KROGER CO 3.700 8/1/2027 11,128,299 KROGER CO 4.500 1/15/2029 11,779,925 L BRANDS INC 9.375 7/1/2025 283,058 L BRANDS INC 5.250 2/1/2028 869,269 L BRANDS INC 7.500 6/15/2029 405,060 L BRANDS INC 6.625 10/1/2030 738,485 L BRANDS INC 6.875 11/1/2035 586,274 L BRANDS INC 6.750 7/1/2036 1,102,200 LABL INC 6.750 7/15/2026 1,002,726 LADDER CAP FIN LLLP/CORP 5.250 3/15/2022 230,145 LADDER CAP FIN LLLP/CORP 5.250 10/1/2025 567,765 LADDER CAP FIN LLLP/CORP 4.250 2/1/2027 870,766 LADDER CAP FIN LLLP/CORP 4.750 6/15/2029 4,045,000 LADDER CAPITAL COMMERCIAL MORT 1.171 2/15/2036 1,743,772 LAMAR MEDIA CORP 3.750 2/15/2028 646,113 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value LAMAR MEDIA CORP 4.875 1/15/2029 604,515 LAMAR MEDIA CORP 4.000 2/15/2030 151,817 LAMAR MEDIA CORP 3.625 1/15/2031 97,750 LAMB WESTON HLD 4.875 11/1/2026 806,325 LAMB WESTON HLD 4.875 5/15/2028 172,575 LAREDO PETROLEUM INC 9.500 1/15/2025 500,512 LBM ACQUISITION LLC 6.250 1/15/2029 125,963 LCM INVESTMENTS HOLDINGS 4.875 5/1/2029 537,100 LEEWARD RENEWABL 4.250 7/1/2029 195,413 LEGACY LIFEPOINT HEALTH 6.750 4/15/2025 372,978 LEGACY LIFEPOINT HEALTH 4.375 2/15/2027 75,900 LEVEL 3 FINANCING INC 5.375 5/1/2025 418,713 LEVEL 3 FINANCING INC 5.250 3/15/2026 834,713 LEVEL 3 FINANCING INC 4.625 9/15/2027 103,792 LEVEL 3 FINANCING INC 4.250 7/1/2028 405,904 LEVEL 3 FINANCING INC 3.625 1/15/2029 824,110 LEVEL 3 FINANCING INC 3.750 7/15/2029 145,875 LIFE STORAGE LP 2.200 10/15/2030 370,349 LIFE TIME INC 8.000 4/15/2026 1,278,888 LINDE INC/CT 2.450 2/15/2022 10,082,038 LITHIA MOTORS INC 5.250 8/1/2025 745,844 LITHIA MOTORS INC 4.625 12/15/2027 79,320 LITHIA MOTORS INC 3.875 6/1/2029 233,224 LIVE NATION ENTERTAINMEN 4.875 11/1/2024 1,362,456 LIVE NATION ENTERTAINMEN 5.625 3/15/2026 26,035 LIVE NATION ENTERTAINMEN 6.500 5/15/2027 1,466,046 LIVE NATION ENTERTAINMEN 4.750 10/15/2027 1,397,901 LIVE NATION ENTERTAINMEN 3.750 1/15/2028 332,463 LLOYDS BANKING GROUP PLC 1.627 5/11/2027 15,007,748 LOCKHEED MARTIN CORP 3.550 1/15/2026 11,050,342 LOGMEIN INC 5.500 9/1/2027 1,509,103 LOWE S COS INC 4.000 4/15/2025 5,808,905 LOWE S COS INC 1.700 10/15/2030 9,586,263 LPL HOLDINGS INC 4.625 11/15/2027 88,081 LPL HOLDINGS INC 4.000 3/15/2029 346,542 LSF9 ATL HLDG/VICTRA FIN 7.750 2/15/2026 751,869 LSTAR COMMERCIAL MORTGAGE TRUS 2.579 3/10/2049 1,027,298 LUMEN TECHNOLOGIES INC 5.800 3/15/2022 187,294 LUMEN TECHNOLOGIES INC 6.750 12/1/2023 609,939 LUMEN TECHNOLOGIES INC 7.500 4/1/2024 2,205,713 LUMEN TECHNOLOGIES INC 5.625 4/1/2025 582,645 LUMEN TECHNOLOGIES INC 5.125 12/15/2026 2,805,664 LUMEN TECHNOLOGIES INC 4.000 2/15/2027 1,703,400 LUMEN TECHNOLOGIES INC 4.500 1/15/2029 492,855 LUMEN TECHNOLOGIES INC 5.375 6/15/2029 959,608 MACY S INC 8.375 6/15/2025 720,185 MACY S RETAIL HLDGS LLC 5.875 4/1/2029 737,745 MADISON AVENUE TRUST 3.555 9/10/2035 532,427 MADISON IAQ LLC ‐ 6/21/2028 245,000 MADISON IAQ LLC 4.125 6/30/2028 759,520 MADISON IAQ LLC 5.875 6/30/2029 503,663 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value MAGNA INTERNATIONAL INC 4.150 10/1/2025 5,585,390 MAGNOLIA OIL GAS/MAG FIN 6.000 8/1/2026 206,250 MAJORDRIVE HOLDINGS IV L 6.375 6/1/2029 249,375 MALLINCKRODT FIN/SB 5.625 10/15/2023 210,000 MANHATTAN WEST 2.335 9/10/2039 3,766,265 MANHATTAN WEST 2.335 9/10/2039 76,599,998 MARRIOTT OWNERSHIP RESOR 6.125 9/15/2025 454,093 MARRIOTT OWNERSHIP RESOR 4.750 1/15/2028 51,235 MARRIOTT OWNERSHIP RESOR 4.500 6/15/2029 399,418 MARRIOTT OWNERSHIP/ILG 6.500 9/15/2026 893,325 MASCO CORP 1.500 2/15/2028 9,763,442 MASONITE INTERNATIONAL C 5.750 9/15/2026 703,800 MASONITE INTERNATIONAL C 5.375 2/1/2028 163,191 MASTEC INC 4.500 8/15/2028 558,000 MASTERCARD INC 3.500 2/26/2028 5,616,247 MASTERCARD INC 2.950 6/1/2029 8,732,426 MASTERCARD INC 3.350 3/26/2030 7,534,621 MASTERCARD INC 1.900 3/15/2031 7,580,623 MATADOR RESOURCES CO 5.875 9/15/2026 1,976,570 MATCH GROUP HLD II LLC 4.625 6/1/2028 414,908 MATCH GROUP HLD II LLC 5.625 2/15/2029 257,040 MATTAMY GROUP CORP 4.625 3/1/2030 255,375 MATTEL INC 6.750 12/31/2025 431,838 MATTEL INC 3.375 4/1/2026 259,375 MATTEL INC 5.875 12/15/2027 1,061,660 MATTEL INC 3.750 4/1/2029 286,000 MATTEL INC 5.450 11/1/2041 144,063 MATTHEWS INTERNATIONAL C 5.250 12/1/2025 1,080,188 MAUSER PACKAGING SOLUT 5.500 4/15/2024 1,898,800 MAUSER PACKAGING SOLUT 7.250 4/15/2025 499,800 MCDONALD S CORP 3.250 6/10/2024 21,473,280 MCDONALD S CORP 3.700 1/30/2026 11,112,431 MCDONALD S CORP 3.800 4/1/2028 16,971,855 MCDONALD S CORP 3.600 7/1/2030 5,622,371 MCKESSON CORP 3.950 2/16/2028 11,335,426 MEG ENERGY CORP 6.500 1/15/2025 611,980 MEG ENERGY CORP 7.125 2/1/2027 572,080 MEG ENERGY CORP 5.875 2/1/2029 906,975 MELCO RESORTS FINANCE 5.750 7/21/2028 211,000 MELCO RESORTS FINANCE 5.375 12/4/2029 422,000 MERCER INTL INC 5.125 2/1/2029 205,800 MERCK + CO INC 2.350 2/10/2022 10,130,401 MERCK + CO INC 3.400 3/7/2029 7,844,729 MERCK + CO INC 1.450 6/24/2030 9,731,497 MEREDITH CORP 6.500 7/1/2025 447,352 MEREDITH CORP 6.875 2/1/2026 465,920 MEREDITH CORPORATION ‐ 1/31/2025 267,925 MERITAGE HOMES CORP 6.000 6/1/2025 399,000 MERITAGE HOMES CORP 3.875 4/15/2029 816,615 MET LIFE GLOB FUNDING I 3.600 1/11/2024 12,894,427 MET LIFE GLOB FUNDING I 3.450 12/18/2026 11,090,722 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value METIS MERGER SUB LLC 6.500 5/15/2029 320,076 METLIFE INC 3.600 4/10/2024 5,408,511 METLIFE INC 3.600 11/13/2025 5,526,081 METLIFE INC 4.550 3/23/2030 9,586,932 MGIC INVESTMENT CORP 5.250 8/15/2028 1,365,280 MGM GROWTH/MGM FINANCE 5.625 5/1/2024 530,647 MGM GROWTH/MGM FINANCE 4.625 6/15/2025 896,362 MGM GROWTH/MGM FINANCE 4.500 9/1/2026 106,750 MGM GROWTH/MGM FINANCE 5.750 2/1/2027 1,273,950 MGM GROWTH/MGM FINANCE 3.875 2/15/2029 312,796 MGM RESORTS INTL 6.000 3/15/2023 382,953 MGM RESORTS INTL 6.750 5/1/2025 990,823 MGM RESORTS INTL 5.750 6/15/2025 359,497 MGM RESORTS INTL 4.625 9/1/2026 716,138 MGM RESORTS INTL 5.500 4/15/2027 375,345 MGM RESORTS INTL 4.750 10/15/2028 504,688 MHC COMMERCIAL MORTGAGE TRUST 1.674 4/15/2038 9,789,199 MICHAELS COS INC/THE 5.250 5/1/2028 205,186 MICHAELS COS INC/THE 7.875 5/1/2029 360,938 MICROCHIP TECHNOLOGY INC 4.250 9/1/2025 1,154,852 MICROSOFT CORP 2.375 2/12/2022 10,620,350 MICROSOFT CORP 3.625 12/15/2023 11,809,506 MICROSOFT CORP 3.125 11/3/2025 10,909,585 MICROSOFT CORP 2.400 8/8/2026 11,191,662 MID AMERICA APARTMENTS 4.300 10/15/2023 825,657 MIDAMERICAN ENERGY CO 3.700 9/15/2023 10,606,229 MIDAMERICAN ENERGY CO 3.500 10/15/2024 10,813,323 MIDAMERICAN ENERGY CO 3.650 4/15/2029 11,307,433 MIDCONTINENT COMM + FIN 5.375 8/15/2027 173,250 MIDWEST GMNG BOR/MWG FIN 4.875 5/1/2029 1,058,321 MILEAGE PLUS HLDINGS LLC 6.500 6/20/2027 2,210,518 MINERALS TECHNOLOGIES IN 5.000 7/1/2028 395,086 MIZUHO FINANCIAL GROUP 1.234 5/22/2027 19,706,379 MKT 2020 525M MORTGAGE TRUST 2.941 2/12/2040 3,033,875 MODULAIRE GLOBAL FINANCE 8.000 2/15/2023 205,500 MOHEGAN GAMING + ENT 8.000 2/1/2026 679,185 MOLINA HEALTHCARE INC 4.375 6/15/2028 156,375 MOLINA HEALTHCARE INC 3.875 11/15/2030 182,219 MOOG INC 4.250 12/15/2027 669,645 MORGAN STANLEY 3.700 10/23/2024 10,909,996 MORGAN STANLEY 3.625 1/20/2027 16,632,299 MORGAN STANLEY 1.593 5/4/2027 7,049,528 MORGAN STANLEY 3.772 1/24/2029 16,834,914 MORGAN STANLEY 3.622 4/1/2031 5,581,272 MORGAN STANLEY 1.928 4/28/2032 14,580,424 MORGAN STANLEY BAML TRUST 2.655 2/15/2046 537,222 MORGAN STANLEY BAML TRUST 4.860 2/15/2047 296,948 MORGAN STANLEY BAML TRUST 5.050 2/15/2047 1,809,580 MORGAN STANLEY BAML TRUST 4.000 12/15/2047 3,210,206 MORGAN STANLEY BAML TRUST 3.526 12/15/2047 5,381,527 MORGAN STANLEY BAML TRUST 3.249 2/15/2048 213,779 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value MORGAN STANLEY BAML TRUST 3.143 3/15/2048 11,035,103 MORGAN STANLEY BAML TRUST 3.732 5/15/2048 5,471,036 MORGAN STANLEY BAML TRUST 3.885 10/15/2048 271,804 MORGAN STANLEY BAML TRUST 3.068 10/15/2048 378,886 MORGAN STANLEY BAML TRUST 3.060 10/15/2048 550,974 MORGAN STANLEY BAML TRUST 4.396 10/15/2048 750,212 MORGAN STANLEY BAML TRUST 4.525 10/15/2048 1,760,015 MORGAN STANLEY BAML TRUST 4.525 10/15/2048 1,769,962 MORGAN STANLEY BAML TRUST 3.531 10/15/2048 5,242,190 MORGAN STANLEY BAML TRUST 3.376 12/15/2048 278,466 MORGAN STANLEY BAML TRUST 4.558 5/15/2050 708,427 MORGAN STANLEY BAML TRUST 3.852 5/15/2050 1,653,837 MORGAN STANLEY BAML TRUST 3.599 5/15/2050 5,529,616 MORGAN STANLEY BAML TRUST 4.144 7/15/2050 313,310 MORGAN STANLEY CAPITAL I TRUST 0.370 9/9/2032 1,081,224 MORGAN STANLEY CAPITAL I TRUST 4.295 9/9/2032 1,485,597 MORGAN STANLEY CAPITAL I TRUST 4.295 9/9/2032 3,553,948 MORGAN STANLEY CAPITAL I TRUST 1.842 8/5/2034 57,535 MORGAN STANLEY CAPITAL I TRUST 1.323 11/15/2034 4,496,877 MORGAN STANLEY CAPITAL I TRUST 3.705 2/5/2035 10,821,319 MORGAN STANLEY CAPITAL I TRUST 1.273 7/15/2035 1,762,520 MORGAN STANLEY CAPITAL I TRUST 1.723 7/15/2035 2,378,222 MORGAN STANLEY CAPITAL I TRUST 0.973 7/15/2035 6,094,683 MORGAN STANLEY CAPITAL I TRUST 4.031 5/15/2048 1,090,285 MORGAN STANLEY CAPITAL I TRUST 3.779 5/15/2048 4,403,657 MORGAN STANLEY CAPITAL I TRUST 3.594 3/15/2049 1,089,595 MORGAN STANLEY CAPITAL I TRUST 3.049 11/15/2049 2,296,932 MORGAN STANLEY CAPITAL I TRUST 3.259 6/15/2050 2,465,776 MORGAN STANLEY CAPITAL I TRUST 4.281 6/15/2050 6,383,359 MORGAN STANLEY CAPITAL I TRUST 4.177 7/15/2051 831,690 MORGAN STANLEY CAPITAL I TRUST 4.849 7/15/2051 4,247,415 MORGAN STANLEY CAPITAL I TRUST 1.190 3/15/2052 550,869 MORGAN STANLEY CAPITAL I TRUST 3.902 6/15/2052 3,854,087 MORGAN STANLEY CAPITAL I TRUST 4.128 7/15/2052 3,186,009 MORGAN STANLEY CAPITAL I TRUST 3.536 2/15/2053 1,627,574 MORGAN STANLEY CAPITAL I TRUST 2.698 2/15/2053 4,310,437 MOSAIC CO 4.250 11/15/2023 10,740,494 MOSS CREEK RESOURCES HLD 7.500 1/15/2026 209,250 MPH ACQUISITION HOLDINGS 5.750 11/1/2028 678,314 MPT OPER PARTNERSP/FINL 5.250 8/1/2026 489,250 MPT OPER PARTNERSP/FINL 4.625 8/1/2029 561,992 MPT OPER PARTNERSP/FINL 3.500 3/15/2031 100,999 MSCG TRUST 1.723 10/15/2037 892,049 MSCI INC 5.375 5/15/2027 170,400 MSCI INC 3.625 9/1/2030 20,453 MSCI INC 3.625 11/1/2031 230,783 MSDB TRUST 3.628 7/11/2039 2,242,673 MUELLER WATER PRODUCTS 4.000 6/15/2029 561,081 MURPHY OIL CORP 5.750 8/15/2025 1,051,906 MURPHY OIL CORP 5.875 12/1/2027 234,833 MURPHY OIL CORP 6.375 7/15/2028 448,099 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value NABORS INDUSTRIES INC 5.750 2/1/2025 188,600 NARRAGANSETT ELECTRIC 3.919 8/1/2028 11,180,128 NARRAGANSETT ELECTRIC 3.395 4/9/2030 6,565,046 NATIONAL CINEMEDIA LLC 5.875 4/15/2028 49,125 NATIONAL RETAIL PROP INC 3.900 6/15/2024 1,041,803 NATIONAL RETAIL PROP INC 4.000 11/15/2025 359,035 NATIONAL RETAIL PROP INC 4.300 10/15/2028 509,474 NATIONAL RETAIL PROP INC 3.100 4/15/2050 227,950 NATIONAL RETAIL PROP INC 3.500 4/15/2051 460,485 NATIONAL RURAL UTIL COOP 2.400 4/25/2022 10,159,362 NATIONAL RURAL UTIL COOP 2.950 2/7/2024 5,278,823 NATIONAL RURAL UTIL COOP 3.250 11/1/2025 10,854,092 NATIONAL SECS CLEARING 0.750 12/7/2025 9,862,842 NATIONSTAR MTG HLD INC 6.000 1/15/2027 108,809 NATIONSTAR MTG HLD INC 5.500 8/15/2028 801,463 NATIONSTAR MTG HLD INC 5.125 12/15/2030 290,540 NATIXIS COMMERCIAL MORTGAGE SE 0.639 8/15/2038 1,784,590 NATIXIS COMMERCIAL MORTGAGE SE 0.514 2/15/2039 2,387,590 NATIXIS COMMERCIAL MORTGAGE SE 4.409 2/15/2039 12,051,240 NATWEST GROUP PLC 4.269 3/22/2025 7,592,786 NATWEST GROUP PLC 1.642 6/14/2027 13,998,248 NAVIENT CORP 6.500 6/15/2022 190,814 NAVIENT CORP 5.500 1/25/2023 991,418 NAVIENT CORP 7.250 9/25/2023 1,710,813 NAVIENT CORP 6.125 3/25/2024 131,670 NAVIENT CORP 5.875 10/25/2024 377,563 NAVIENT CORP 6.750 6/25/2025 676,505 NAVIENT CORP 5.000 3/15/2027 181,081 NAVIENT CORP 4.875 3/15/2028 287,430 NAVIENT CORP 5.625 8/1/2033 72,509 NCL CORPORATION LTD 12.250 5/15/2024 120,770 NCL CORPORATION LTD 3.625 12/15/2024 434,250 NCL CORPORATION LTD 10.250 2/1/2026 232,500 NCL CORPORATION LTD 5.875 3/15/2026 775,150 NCL FINANCE LTD 6.125 3/15/2028 391,933 NCR CORP 8.125 4/15/2025 907,605 NCR CORP 5.750 9/1/2027 1,199,914 NCR CORP 5.000 10/1/2028 1,812,725 NCR CORP 5.125 4/15/2029 675,469 NCR CORP 6.125 9/1/2029 827,310 NCR CORP 5.250 10/1/2030 474,138 NESCO HOLDINGS II INC 5.500 4/15/2029 910,150 NESTLE HOLDINGS INC 3.350 9/24/2023 10,623,270 NESTLE HOLDINGS INC 3.500 9/24/2025 11,019,687 NETFLIX INC 4.875 4/15/2028 1,648,425 NETFLIX INC 5.875 11/15/2028 1,382,086 NETFLIX INC 6.375 5/15/2029 923,452 NETFLIX INC 5.375 11/15/2029 1,300,833 NETFLIX INC 4.875 6/15/2030 2,137,172 NEW ENTERPRISE STONE + L 6.250 3/15/2026 1,283,475 NEW YORK LIFE GLOBAL FDG 2.900 1/17/2024 10,592,661 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value NEW YORK LIFE GLOBAL FDG 0.950 6/24/2025 10,009,116 NEWELL BRANDS INC 4.875 6/1/2025 796,500 NEWELL BRANDS INC 4.700 4/1/2026 1,912,431 NEWELL BRANDS INC 5.875 4/1/2036 289,638 NEWELL BRANDS INC 6.000 4/1/2046 158,400 NEWMARK GROUP INC 6.125 11/15/2023 1,100,063 NEWS CORP 3.875 5/15/2029 846,380 NEXSTAR BROADCASTING INC 5.625 7/15/2027 1,633,460 NEXSTAR BROADCASTING INC 4.750 11/1/2028 1,023,390 NEXTERA ENERGY OPERATING 4.250 7/15/2024 719,510 NEXTERA ENERGY OPERATING 4.250 9/15/2024 77,015 NEXTERA ENERGY OPERATING 3.875 10/15/2026 554,531 NEXTERA ENERGY OPERATING 4.500 9/15/2027 1,099,464 NFP CORP 4.875 8/15/2028 602,571 NGL ENRGY OP/FIN CORP 7.500 2/1/2026 637,350 NGPL PIPECO LLC 4.875 8/15/2027 143,167 NIAGARA MOHAWK POWER 4.278 12/15/2028 6,841,134 NIELSEN FINANCE LLC/CO 5.625 10/1/2028 889,228 NIELSEN FINANCE LLC/CO 4.500 7/15/2029 386,078 NIELSEN FINANCE LLC/CO 5.875 10/1/2030 378,771 NIELSEN FINANCE LLC/CO 4.750 7/15/2031 482,203 NISSAN AUTO RECEIVABLES OWNER 1.380 12/16/2024 5,062,304 NMI HOLDINGS 7.375 6/1/2025 429,735 NOMURA HOLDINGS INC 2.648 1/16/2025 10,505,650 NORDSTROM INC 4.000 3/15/2027 46,694 NORTHERN OIL AND GAS INC 8.125 3/1/2028 323,250 NORTHERN STATES PWR MINN 2.600 5/15/2023 10,308,927 NORTHROP GRUMMAN CORP 2.930 1/15/2025 10,660,848 NORTHROP GRUMMAN CORP 3.200 2/1/2027 10,884,365 NORTHROP GRUMMAN CORP 4.400 5/1/2030 12,417,862 NORTONLIFELOCK INC 5.000 4/15/2025 619,536 NOURYON HOLDING BV 8.000 10/1/2026 1,285,780 NOVA CHEMICALS CORP 4.875 6/1/2024 859,825 NOVA CHEMICALS CORP 5.000 5/1/2025 554,260 NOVA CHEMICALS CORP 5.250 6/1/2027 1,433,474 NOVA CHEMICALS CORP 4.250 5/15/2029 683,770 NOVARTIS CAPITAL CORP 3.400 5/6/2024 10,780,744 NOVARTIS CAPITAL CORP 3.000 11/20/2025 10,845,443 NOVELIS CORP 5.875 9/30/2026 2,922,075 NOVELIS CORP 4.750 1/30/2030 1,955,100 NRG ENERGY INC 7.250 5/15/2026 544,218 NRG ENERGY INC 6.625 1/15/2027 1,133,566 NRG ENERGY INC 5.750 1/15/2028 207,675 NRG ENERGY INC 3.375 2/15/2029 736,035 NRG ENERGY INC 5.250 6/15/2029 2,086,014 NRG ENERGY INC 3.625 2/15/2031 1,387,572 NSTAR ELECTRIC CO 3.250 5/15/2029 10,969,788 NSTAR ELECTRIC CO 3.950 4/1/2030 4,601,677 NUANCE COMMUNICATIONS 5.625 12/15/2026 438,594 NUSTAR LOGISTICS LP 4.750 2/1/2022 781,740 NUSTAR LOGISTICS LP 5.750 10/1/2025 591,600 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value NUSTAR LOGISTICS LP 6.000 6/1/2026 542,500 NUSTAR LOGISTICS LP 5.625 4/28/2027 663,946 NUSTAR LOGISTICS LP 6.375 10/1/2030 700,507 NUTRIEN LTD 1.900 5/13/2023 5,121,839 NVIDIA CORP 2.850 4/1/2030 5,412,370 NVIDIA CORP 2.000 6/15/2031 14,014,929 NY STATE ELECTRIC + GAS 3.250 12/1/2026 10,882,734 O REILLY AUTOMOTIVE INC 3.900 6/1/2029 11,291,393 OASIS MIDSTREAM PARTNERS 8.000 4/1/2029 334,861 OASIS PETROLEUM INC 6.375 6/1/2026 137,640 OCCIDENTAL PETROLEUM COR 2.700 8/15/2022 37,740 OCCIDENTAL PETROLEUM COR 2.900 8/15/2024 2,281,198 OCCIDENTAL PETROLEUM COR 3.500 6/15/2025 10,582,875 OCCIDENTAL PETROLEUM COR 8.000 7/15/2025 865,793 OCCIDENTAL PETROLEUM COR 5.875 9/1/2025 651,925 OCCIDENTAL PETROLEUM COR 5.500 12/1/2025 656,382 OCCIDENTAL PETROLEUM COR 5.550 3/15/2026 82,875 OCCIDENTAL PETROLEUM COR 3.400 4/15/2026 644,175 OCCIDENTAL PETROLEUM COR 3.200 8/15/2026 730,438 OCCIDENTAL PETROLEUM COR 8.500 7/15/2027 1,197,499 OCCIDENTAL PETROLEUM COR 6.375 9/1/2028 468,168 OCCIDENTAL PETROLEUM COR 3.500 8/15/2029 1,457,227 OCCIDENTAL PETROLEUM COR 8.875 7/15/2030 1,713,197 OCCIDENTAL PETROLEUM COR 6.625 9/1/2030 1,021,200 OCCIDENTAL PETROLEUM COR 6.125 1/1/2031 1,668,320 OCCIDENTAL PETROLEUM COR 7.500 5/1/2031 655,200 OCCIDENTAL PETROLEUM COR 7.875 9/15/2031 585,960 OCCIDENTAL PETROLEUM COR 6.450 9/15/2036 664,754 OCCIDENTAL PETROLEUM COR 6.200 3/15/2040 169,608 OCCIDENTAL PETROLEUM COR 6.600 3/15/2046 1,351,552 OCCIDENTAL PETROLEUM COR 4.100 2/15/2047 372,448 OCCIDENTAL PETROLEUM COR 4.400 8/15/2049 364,800 OFFICE PPTY INCOME TRST 4.500 2/1/2025 760,109 OFFICE PPTY INCOME TRST 2.650 6/15/2026 963,885 OLIN CORP 9.500 6/1/2025 622,500 OLIN CORP 5.625 8/1/2029 274,450 OLIN CORP 5.000 2/1/2030 453,156 OLYMPIC TOWER MORTGAGE TRUST 0.248 5/10/2039 553,094 OLYMPIC TOWER MORTGAGE TRUST 3.945 5/10/2039 992,729 OLYMPIC TOWER MORTGAGE TRUST 3.566 5/10/2039 4,328,947 OMEGA HLTHCARE INVESTORS 4.950 4/1/2024 391,631 OMEGA HLTHCARE INVESTORS 3.375 2/1/2031 513,641 ON SEMICONDUCTOR CORP 3.875 9/1/2028 1,165,088 ONCOR ELECTRIC DELIVERY 3.700 11/15/2028 11,307,919 ONCOR ELECTRIC DELIVERY 2.750 5/15/2030 5,313,380 ONE BRYANT PARK TRUST 3.954 9/15/2054 48,804,407 ONE MARKET PLAZA TRUST ‐ 2/10/2032 60 ONE MARKET PLAZA TRUST 4.146 2/10/2032 3,037,743 ONEMAIN FINANCE CORP 6.125 5/15/2022 502,755 ONEMAIN FINANCE CORP 5.625 3/15/2023 239,906 ONEMAIN FINANCE CORP 6.125 3/15/2024 726,469 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value ONEMAIN FINANCE CORP 6.875 3/15/2025 2,138,697 ONEMAIN FINANCE CORP 8.875 6/1/2025 393,585 ONEMAIN FINANCE CORP 7.125 3/15/2026 559,061 ONEMAIN FINANCE CORP 3.500 1/15/2027 110,825 ONEMAIN FINANCE CORP 6.625 1/15/2028 419,568 ONEMAIN FINANCE CORP 5.375 11/15/2029 174,038 ONEMAIN FINANCE CORP 4.000 9/15/2030 168,513 ONTARIO (PROVINCE OF) 2.500 9/10/2021 20,087,589 ONTARIO (PROVINCE OF) 2.200 10/3/2022 25,601,874 ONTARIO (PROVINCE OF) 3.050 1/29/2024 21,297,181 ONTARIO (PROVINCE OF) 1.050 5/21/2027 24,752,753 ONTARIO (PROVINCE OF) 1.125 10/7/2030 23,772,651 OPEN TEXT CORP 3.875 2/15/2028 202,760 OPEN TEXT HOLDINGS INC 4.125 2/15/2030 357,950 ORACLE CORP 3.625 7/15/2023 10,624,639 ORACLE CORP 2.950 11/15/2024 10,650,841 ORACLE CORP 3.250 11/15/2027 10,881,989 ORACLE CORP 2.950 4/1/2030 10,534,160 ORACLE CORP 2.875 3/25/2031 7,280,548 ORANGE + ROCKLAND UTILIT 6.500 12/1/2027 7,583,465 ORGANON + CO/ORG 4.125 4/30/2028 2,385,312 ORGANON + CO/ORG 5.125 4/30/2031 2,272,621 ORTHO CLINICAL INC/SA 7.375 6/1/2025 434,869 ORTHO CLINICAL INC/SA 7.250 2/1/2028 462,022 OTIS WORLDWIDE CORP 2.056 4/5/2025 5,194,640 OUTFRONT MEDIA CAP LLC/C 5.000 8/15/2027 547,721 OUTFRONT MEDIA CAP LLC/C 4.250 1/15/2029 409,544 OUTFRONT MEDIA CAP LLC/C 4.625 3/15/2030 297,395 OVINTIV EXPLORATION INC 5.625 7/1/2024 46,764 OVINTIV EXPLORATION INC 5.375 1/1/2026 400,066 OVINTIV INC 8.125 9/15/2030 293,000 OVINTIV INC 7.200 11/1/2031 72,373 OVINTIV INC 6.500 8/15/2034 30,363 OWENS + MINOR INC 4.500 3/31/2029 380,175 OWENS BROCKWAY 5.875 8/15/2023 1,864,502 OWENS BROCKWAY 6.375 8/15/2025 221,750 OWENS BROCKWAY 6.625 5/13/2027 413,250 P+L DEV LLC/PLD FIN CORP 7.750 11/15/2025 262,500 PACIFICORP 3.600 4/1/2024 10,719,814 PAR PHARMACEUTICAL INC 7.500 4/1/2027 2,491,418 PARK AVENUE TRUST 3.657 6/5/2037 8,223,589 PARK AVENUE TRUST 3.657 6/5/2037 4,029,368 PARK AVENUE TRUST 3.508 6/5/2037 5,483,698 PARK INTERMED HOLDINGS 7.500 6/1/2025 514,805 PARK INTERMED HOLDINGS 5.875 10/1/2028 1,004,182 PARK INTERMED HOLDINGS 4.875 5/15/2029 688,944 PARK OHIO INDUSTRIES INC 6.625 4/15/2027 178,115 PARK RIVER HOLDINGS, INC. ‐ 12/28/2027 144,448 PARKER HANNIFIN CORP 3.300 11/21/2024 10,742,250 PARKER HANNIFIN CORP 3.250 3/1/2027 10,933,264 PARKER HANNIFIN CORP 3.250 6/14/2029 7,660,748 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value PARKLAND CORP 5.875 7/15/2027 266,468 PARTY CITY HOLDINGS INC 8.750 2/15/2026 106,750 PATRICK INDUSTRIES INC 4.750 5/1/2029 223,594 PAYPAL HOLDINGS INC 2.400 10/1/2024 7,372,312 PAYPAL HOLDINGS INC 2.650 10/1/2026 10,739,053 PAYPAL HOLDINGS INC 2.300 6/1/2030 5,174,520 PAYSAFE FIN PLC/PAYSAFE 4.000 6/15/2029 172,375 PBF HOLDING CO LLC 9.250 5/15/2025 538,954 PBF HOLDING CO LLC 6.000 2/15/2028 270,575 PBF LOGISTICS LP/FINANCE 6.875 5/15/2023 466,688 PDC ENERGY INC 6.125 9/15/2024 230,108 PECO ENERGY CO 1.700 9/15/2021 15,027,587 PECO ENERGY CO 3.150 10/15/2025 10,821,862 PENNYMAC FIN SVCS INC 4.250 2/15/2029 289,023 PENSKE AUTOMOTIVE GROUP 3.500 9/1/2025 911,504 PEPSICO INC 3.100 7/17/2022 10,250,985 PEPSICO INC 3.500 7/17/2025 13,186,818 PEPSICO INC 3.000 10/15/2027 10,993,569 PEPSICO INC 2.625 7/29/2029 10,717,617 PEPSICO INC 2.750 3/19/2030 8,615,219 PERFORMANCE FOOD GROUP I 5.500 6/1/2024 10,022 PERFORMANCE FOOD GROUP I 6.875 5/1/2025 170,419 PERFORMANCE FOOD GROUP I 5.500 10/15/2027 678,914 PETCO HEALTH AND WELLNESS CO. ‐ 3/3/2028 437,882 PETSMART INC/PETSMART FI 4.750 2/15/2028 1,826,123 PFIZER INC 2.200 12/15/2021 10,089,406 PFIZER INC 3.000 6/15/2023 10,509,033 PFIZER INC 3.400 5/15/2024 7,579,696 PFIZER INC 3.600 9/15/2028 17,019,618 PFIZER INC 2.625 4/1/2030 5,324,845 PG+E CORP 5.000 7/1/2028 998,987 PG+E CORP 5.250 7/1/2030 614,786 PGT INNOVATIONS INC 6.750 8/1/2026 261,783 PHILIP MORRIS INTL INC 2.875 5/1/2024 15,933,553 PHILIP MORRIS INTL INC 1.750 11/1/2030 9,663,285 PHOTO HOLDINGS MERGER SU 8.500 10/1/2026 635,825 PHYSICIANS REALTY LP 3.950 1/15/2028 1,152,592 PICASSO FINANCE SUB INC 6.125 6/15/2025 815,140 PIKE CORP 5.500 9/1/2028 170,560 PILGRIM S PRIDE CORP 5.875 9/30/2027 505,875 PILGRIM S PRIDE CORP 4.250 4/15/2031 1,667,326 PLANTRONICS INC ‐ 7/2/2025 71,189 PLANTRONICS INC 4.750 3/1/2029 2,248,533 PLAYTIKA HOLDING CORP 4.250 3/15/2029 516,643 PM GENERAL PURCHASER LLC 9.500 10/1/2028 207,524 PNC BANK NA 2.550 12/9/2021 10,084,642 PNC BANK NA 3.500 6/8/2023 10,584,424 PNC FINANCIAL SERVICES 2.307 4/23/2032 10,218,322 POLAR US BORROWER LLC 6.750 5/15/2026 200,250 POST HOLDINGS INC ‐ 10/21/2024 125,388 POST HOLDINGS INC 5.750 3/1/2027 3,940,178 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value POST HOLDINGS INC 5.625 1/15/2028 1,738,400 POST HOLDINGS INC 5.500 12/15/2029 176,756 POST HOLDINGS INC 4.625 4/15/2030 338,604 POST HOLDINGS INC 4.500 9/15/2031 1,047,269 PPG INDUSTRIES INC 3.200 3/15/2023 10,442,800 PPG INDUSTRIES INC 3.750 3/15/2028 11,411,090 PQ CORP 5.750 12/15/2025 313,006 PRECISION DRILLING CORP 7.125 1/15/2026 77,250 PRECISION DRILLING CORP 6.875 1/15/2029 350,200 PRESIDIO HOLDING INC 4.875 2/1/2027 334,347 PRESTIGE BRANDS INC 5.125 1/15/2028 1,233,835 PRESTIGE BRANDS INC 3.750 4/1/2031 414,574 PRICOA GLOBAL FUNDING 1 2.450 9/21/2022 7,183,337 PRICOA GLOBAL FUNDING 1 2.400 9/23/2024 15,807,569 PRIMA CAPITAL LTD 4.000 8/24/2049 1,961,306 PRIMA CAPITAL LTD 3.250 12/25/2050 1,933,160 PRIME SECSRVC BRW/FINANC 5.250 4/15/2024 563,625 PRIME SECSRVC BRW/FINANC 5.750 4/15/2026 410,937 PRIME SECSRVC BRW/FINANC 3.375 8/31/2027 715,860 PRIME SECSRVC BRW/FINANC 6.250 1/15/2028 398,906 PRIMO WATER HOLDINGS INC 4.375 4/30/2029 688,000 PRINCIPAL FINANCIAL GRP 3.700 5/15/2029 5,602,392 PRINCIPAL LFE GLB FND II 1.250 6/23/2025 5,030,186 PRINCIPAL LFE GLB FND II 1.625 11/19/2030 9,516,717 PRIVATE EXPORT FUNDING 3.550 1/15/2024 10,767,768 PRIVATE EXPORT FUNDING 1.400 7/15/2028 10,011,611 PROCTER + GAMBLE CO/THE 3.100 8/15/2023 10,598,016 PROCTER + GAMBLE CO/THE 2.700 2/2/2026 10,791,800 PROCTER + GAMBLE CO/THE 3.000 3/25/2030 5,516,635 PROCTER + GAMBLE CO/THE 1.950 4/23/2031 11,199,090 PROGRESSIVE CORP 4.000 3/1/2029 17,222,195 PROJECT ALPHA INTERMEDIATE HDG ‐ 4/26/2024 127,696 PROLOGIS LP 2.125 10/15/2050 512,118 PROVIDENT FDG/PFG FIN 6.375 6/15/2025 618,638 PROVINCE OF QUEBEC 2.375 1/31/2022 25,312,818 PROVINCE OF QUEBEC 2.750 4/12/2027 16,276,844 PROVINCE OF QUEBEC 1.350 5/28/2030 24,453,500 PRUDENTIAL FINANCIAL INC 3.500 5/15/2024 15,702,044 PRUDENTIAL FINANCIAL INC 3.878 3/27/2028 12,288,729 PRUDENTIAL FINANCIAL INC 2.100 3/10/2030 10,158,068 PTC INC 3.625 2/15/2025 55,620 PUB SVC NEW HAMP 2.200 6/15/2031 7,134,179 PUBLIC SERVICE COLORADO 3.700 6/15/2028 11,277,422 PUBLIC SERVICE COLORADO 1.875 6/15/2031 8,949,787 PUBLIC SERVICE ELECTRIC 3.750 3/15/2024 8,592,419 PUBLIC SERVICE ELECTRIC 3.000 5/15/2027 10,807,042 PUBLIC SERVICE ELECTRIC 3.700 5/1/2028 11,893,595 PUBLIC SERVICE ELECTRIC 3.200 5/15/2029 6,582,146 QORVO INC 4.375 10/15/2029 81,729 QORVO INC 3.375 4/1/2031 260,555 QTS LP/FINANCE 3.875 10/1/2028 4,781,287 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value QUALCOMM INC 3.000 5/20/2022 5,124,598 QUALCOMM INC 3.450 5/20/2025 14,276,262 QUEBECOR MEDIA INC 5.750 1/15/2023 481,574 QUICKEN LOANS INC 5.250 1/15/2028 909,300 QUICKEN LOANS LLC/QUICKN 3.625 3/1/2029 1,548,400 QUICKEN LOANS LLC/QUICKN 3.875 3/1/2031 441,281 RACKSPACE TECHNOLOGY 3.500 2/15/2028 241,875 RADIAN GROUP INC 6.625 3/15/2025 378,044 RADIAN GROUP INC 4.875 3/15/2027 558,975 RADIATE HOLDCO / FINANCE 4.500 9/15/2026 704,835 RADIOLOGY PARTNERS INC ‐ 7/9/2025 114,905 RAIN CII CARBON LLC/CII 7.250 4/1/2025 154,875 RANGE RESOURCES CORP 5.000 8/15/2022 118,207 RANGE RESOURCES CORP 5.000 3/15/2023 155,250 RANGE RESOURCES CORP 4.875 5/15/2025 232,875 RANGE RESOURCES CORP 9.250 2/1/2026 799,313 RANGE RESOURCES CORP 8.250 1/15/2029 558,113 RAYTHEON TECH CORP 3.650 8/16/2023 360,805 RAYTHEON TECH CORP 3.150 12/15/2024 11,804,545 RAYTHEON TECH CORP 2.250 7/1/2030 10,162,102 RBS GLOBAL + REXNORD LLC 4.875 12/15/2025 408,000 REGENCY CENTERS LP 4.125 3/15/2028 449,465 REGENCY CENTERS LP 3.700 6/15/2030 829,651 REGENCY CENTERS LP 4.400 2/1/2047 153,367 REGIONS FINANCIAL CORP 3.800 8/14/2023 11,195,569 REGIONS FINANCIAL CORP 2.250 5/18/2025 10,413,009 RENEWABLE ENERGY GROUP I 5.875 6/1/2028 157,313 RENT A CENTER INC 6.375 2/15/2029 402,656 REPUBLIC SERVICES INC 2.500 8/15/2024 10,494,698 REPUBLIC SERVICES INC 3.950 5/15/2028 11,375,886 RESIDEO FUNDING INC 6.125 11/1/2026 551,250 RETAIL OPPORTUNITY IN 5.000 12/15/2023 864,635 RETAIL PPTYS OF AMERICA 4.750 9/15/2030 7,311,380 REXFORD INDUSTRIAL REALT 2.125 12/1/2030 720,831 REYNOLDS GRP ISS/REYNOLD 4.000 10/15/2027 546,189 RHP HOTEL PPTY/RHP FINAN 4.750 10/15/2027 685,042 RHP HOTEL PPTY/RHP FINAN 4.500 2/15/2029 816,669 RIO TINTO FIN USA LTD 3.750 6/15/2025 16,632,964 RITCHIE BROS AUCTIONEERS 5.375 1/15/2025 378,810 RITE AID CORP 7.500 7/1/2025 125,550 RITE AID CORP 8.000 11/15/2026 1,122,590 RLJ LODGING TRUST LP 3.750 7/1/2026 1,521,060 ROCHE HOLDINGS INC 0.991 3/5/2026 14,952,089 ROCHE HOLDINGS INC 3.625 9/17/2028 16,639,745 ROCHESTER GAS + ELECTRIC 3.100 6/1/2027 7,560,380 ROCKPOINT GAS STORAGE CA 7.000 3/31/2023 789,370 ROLLS ROYCE PLC 5.750 10/15/2027 220,298 ROSS STORES INC 4.600 4/15/2025 16,931,295 ROYAL BANK OF CANADA 3.700 10/5/2023 10,728,200 ROYAL BANK OF CANADA 1.150 6/10/2025 10,053,410 ROYAL BANK OF CANADA 1.200 4/27/2026 9,993,115 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value ROYAL CARIBBEAN CRUISES 5.250 11/15/2022 474,980 ROYAL CARIBBEAN CRUISES 10.875 6/1/2023 233,444 ROYAL CARIBBEAN CRUISES 9.125 6/15/2023 424,733 ROYAL CARIBBEAN CRUISES 11.500 6/1/2025 1,119,078 ROYAL CARIBBEAN CRUISES 4.250 7/1/2026 440,449 ROYAL CARIBBEAN CRUISES 7.500 10/15/2027 609,000 ROYAL CARIBBEAN CRUISES 3.700 3/15/2028 1,079,252 ROYAL CARIBBEAN CRUISES 5.500 4/1/2028 1,642,166 RP ESCROW ISSUER LLC 5.250 12/15/2025 716,013 SABRA HEALTH CARE LP 4.800 6/1/2024 551,931 SABRA HEALTH CARE LP 5.125 8/15/2026 787,324 SABRE GLBL INC 9.250 4/15/2025 559,939 SABRE GLBL INC 7.375 9/1/2025 704,700 SABRE GLBL INC ‐ 12/17/2027 146,150 SALESFORCE.COM INC 1.950 7/15/2031 7,501,024 SAN DIEGO G + E 3.600 9/1/2023 12,392,200 SANOFI 3.375 6/19/2023 15,862,276 SANOFI 3.625 6/19/2028 17,097,957 SANTANDER UK GROUP HLDGS 1.089 3/15/2025 15,047,960 SBA COMMUNICATIONS CORP 4.875 9/1/2024 2,850,018 SBA COMMUNICATIONS CORP 3.875 2/15/2027 2,331,074 SBA COMMUNICATIONS CORP 3.125 2/1/2029 1,076,862 SCHLUMBERGER INVESTMENT 3.650 12/1/2023 5,339,794 SCHLUMBERGER INVESTMENT 2.650 6/26/2030 15,758,811 SCIENCE APPLICATIONS INT 4.875 4/1/2028 178,288 SCIENTIFIC GAMES INTERNA 5.000 10/15/2025 1,692,268 SCIH SALT HOLDINGS INC 4.875 5/1/2028 274,967 SCIH SALT HOLDINGS INC 6.625 5/1/2029 325,813 SCOTTS MIRACLE GRO CO 5.250 12/15/2026 442,000 SCOTTS MIRACLE GRO CO 4.500 10/15/2029 134,904 SCOTTS MIRACLE GRO CO 4.000 4/1/2031 543,300 SCRIPPS ESCROW II INC 3.875 1/15/2029 293,641 SCRIPPS ESCROW II INC 5.375 1/15/2031 101,678 SCRIPPS ESCROW INC 5.875 7/15/2027 305,428 SEAGATE HDD CAYMAN 3.125 7/15/2029 169,560 SEAGATE HDD CAYMAN 3.375 7/15/2031 169,103 SEALED AIR CORP 5.125 12/1/2024 626,031 SEALED AIR CORP 4.000 12/1/2027 1,076,515 SEG HLD LLC/SEG FIN CORP 5.625 10/15/2028 141,710 SELECT MEDICAL CORP 6.250 8/15/2026 1,213,058 SENSATA TECHNOLOGIES BV 4.875 10/15/2023 356,980 SENSATA TECHNOLOGIES BV 5.625 11/1/2024 222,250 SENSATA TECHNOLOGIES BV 5.000 10/1/2025 663,795 SENSATA TECHNOLOGIES BV 4.000 4/15/2029 892,258 SENSATA TECHNOLOGIES INC 3.750 2/15/2031 239,297 SERVICE CORP INTL 7.500 4/1/2027 267,300 SERVICE CORP INTL 4.625 12/15/2027 269,663 SERVICE CORP INTL 5.125 6/1/2029 654,255 SERVICE CORP INTL 3.375 8/15/2030 487,940 SERVICE CORP INTL 4.000 5/15/2031 1,030,882 SERVICE PROPERTIES TRUST 5.000 8/15/2022 275,867 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value SERVICE PROPERTIES TRUST 4.650 3/15/2024 242,332 SERVICE PROPERTIES TRUST 4.350 10/1/2024 628,368 SERVICE PROPERTIES TRUST 4.500 3/15/2025 124,375 SERVICE PROPERTIES TRUST 7.500 9/15/2025 226,440 SERVICE PROPERTIES TRUST 5.250 2/15/2026 226,688 SERVICE PROPERTIES TRUST 4.750 10/1/2026 172,813 SERVICE PROPERTIES TRUST 4.950 2/15/2027 597,000 SERVICE PROPERTIES TRUST 5.500 12/15/2027 286,018 SERVICE PROPERTIES TRUST 4.950 10/1/2029 715,031 SERVICE PROPERTIES TRUST 4.375 2/15/2030 23,813 SFO COMMERICAL MORTGAGE TRUST 3.723 5/15/2038 10,049,946 SG COMMERCIAL MORTGAGE SECURIT 3.477 9/15/2039 1,485,629 SG COMMERCIAL MORTGAGE SECURIT 3.933 10/10/2048 3,945,216 SG COMMERCIAL MORTGAGE SECURIT 3.055 10/10/2048 4,484,673 SHEA HOMES LP/FNDG CP 4.750 2/15/2028 1,016,206 SHEA HOMES LP/FNDG CP 4.750 4/1/2029 154,032 SHELF DRILL HOLD LTD 8.875 11/15/2024 206,500 SHELL INTERNATIONAL FIN 3.400 8/12/2023 13,273,490 SHELL INTERNATIONAL FIN 3.250 5/11/2025 10,852,438 SHELL INTERNATIONAL FIN 3.875 11/13/2028 17,199,425 SHELL INTERNATIONAL FIN 2.750 4/6/2030 15,989,047 SHIFT4 PAYMENTS LLC/FIN 4.625 11/1/2026 940,419 SHUTTERFLY INC ‐ 9/25/2026 72,151 SIERRA PACIFIC POWER CO 3.375 8/15/2023 12,650,768 SIMMONS FOOD INC/SIMMONS 4.625 3/1/2029 562,849 SIMON PROPERTY GROUP LP 1.750 2/1/2028 1,417,380 SIMON PROPERTY GROUP LP 2.450 9/13/2029 591,616 SIMON PROPERTY GROUP LP 3.250 9/13/2049 252,260 SIMON PROPERTY GROUP LP 3.800 7/15/2050 276,225 SINCLAIR TELEVISION GROU 5.125 2/15/2027 787,944 SINCLAIR TELEVISION GROU 5.500 3/1/2030 586,264 SINCLAIR TELEVISION GROU 4.125 12/1/2030 417,563 SIRIUS XM RADIO INC 3.875 8/1/2022 220,396 SIRIUS XM RADIO INC 4.625 7/15/2024 1,334,320 SIRIUS XM RADIO INC 5.375 7/15/2026 598,850 SIRIUS XM RADIO INC 5.000 8/1/2027 2,064,068 SIRIUS XM RADIO INC 5.500 7/1/2029 1,108,225 SIRIUS XM RADIO INC 4.125 7/1/2030 949,356 SITE CENTERS CORP 4.700 6/1/2027 775,165 SIX FLAGS ENTERTAINMENT 4.875 7/31/2024 1,078,680 SIX FLAGS ENTERTAINMENT 5.500 4/15/2027 123,760 SIX FLAGS THEME PARKS 7.000 7/1/2025 834,140 SIZZLING PLATT/FIN CO 8.500 11/28/2025 413,000 SL GREEN OPERATING PARTN 3.250 10/15/2022 650,505 SLG OFFICE TRUST 2.585 7/15/2041 4,437,382 SM ENERGY CO 5.625 6/1/2025 458,370 SM ENERGY CO 6.750 9/15/2026 1,180,300 SM ENERGY CO 6.625 1/15/2027 369,900 SM ENERGY CO 6.500 7/15/2028 534,300 SONIC AUTOMOTIVE INC 6.125 3/15/2027 182,747 SOTHEBY S 7.375 10/15/2027 215,750 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value SOUTHERN CAL EDISON 2.400 2/1/2022 10,084,704 SOUTHERN CAL EDISON 3.500 10/1/2023 11,859,088 SOUTHERN CAL EDISON 3.650 3/1/2028 13,015,620 SOUTHERN CALIF GAS CO 3.150 9/15/2024 10,719,779 SOUTHERN CALIF GAS CO 3.200 6/15/2025 7,026,118 SOUTHWEST AIRLINES CO 4.750 5/4/2023 10,727,375 SOUTHWESTERN ELEC POWER 4.100 9/15/2028 17,055,434 SOUTHWESTERN ENERGY CO 6.450 1/23/2025 541,323 SOUTHWESTERN ENERGY CO 8.375 9/15/2028 56,500 SOUTHWESTERN PUBLIC SERV 3.300 6/15/2024 15,924,265 SP PF BUYER LLC ‐ 12/22/2025 598,080 SPCM SA 4.875 9/15/2025 1,044,204 SPECTRUM BRANDS INC 5.750 7/15/2025 40,990 SPECTRUM BRANDS INC 5.000 10/1/2029 782,280 SPECTRUM BRANDS INC 5.500 7/15/2030 80,813 SPECTRUM BRANDS INC 3.875 3/15/2031 278,084 SPIRIT AEROSYSTEMS INC 5.500 1/15/2025 236,938 SPIRIT AEROSYSTEMS INC ‐ 1/15/2025 114,045 SPIRIT AEROSYSTEMS INC 7.500 4/15/2025 637,298 SPIRIT REALTY LP 4.450 9/15/2026 507,423 SPIRIT REALTY LP 4.000 7/15/2029 1,109,971 SPRINT CAPITAL CORP 6.875 11/15/2028 83,363 SPRINT CAPITAL CORP 8.750 3/15/2032 5,415,760 SPRINT CORP 7.875 9/15/2023 3,383,234 SPRINT CORP 7.125 6/15/2024 805,318 SPRINT CORP 7.625 2/15/2025 2,271,705 SPRINT CORP 7.625 3/1/2026 3,397,700 SPX FLOW INC 5.875 8/15/2026 383,058 SQUARE INC 2.750 6/1/2026 541,310 SQUARE INC 3.500 6/1/2031 399,465 SRM ESCROW ISSUER LLC 6.000 11/1/2028 530,000 SRS DISTRIBUTION INC 4.625 7/1/2028 1,003,073 SRS DISTRIBUTION INC 6.125 7/1/2029 97,765 SS+C TECHNOLOGIES INC 5.500 9/30/2027 2,007,072 STANDARD INDUSTRIES INC 5.000 2/15/2027 626,553 STANDARD INDUSTRIES INC 4.750 1/15/2028 350,645 STANDARD INDUSTRIES INC 4.375 7/15/2030 773,438 STANDARD INDUSTRIES INC 3.375 1/15/2031 522,637 STANLEY BLACK + DECKER I 4.250 11/15/2028 11,697,644 STAPLES INC 7.500 4/15/2026 2,589,338 STAPLES INC ‐ 4/16/2026 71,525 STAPLES INC 10.750 4/15/2027 696,405 STARBUCKS CORP 3.800 8/15/2025 11,064,612 STARFRUIT FINCO B V ‐ 10/1/2025 105,192 STARS GRP HLDS/STARS GRP 7.000 7/15/2026 884,959 STATE STREET CORP 3.300 12/16/2024 10,884,087 STATE STREET CORP 4.141 12/3/2029 6,428,283 STATION CASINOS LLC 4.500 2/15/2028 320,369 STEINWAY MUSICAL INSTRS INC ‐ 2/14/2025 113,043 STERICYCLE INC 3.875 1/15/2029 546,920 STEVENS HOLDING CO INC 6.125 10/1/2026 449,378 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value STL HOLDING CO LLC 7.500 2/15/2026 367,500 STORE CAPITAL CORP 2.750 11/18/2030 503,308 STRIPS ‐ 2/15/2026 47,975,302 STRIPS ‐ 2/15/2027 46,995,615 STRIPS ‐ 2/15/2028 45,947,758 STRIPS ‐ 2/15/2029 44,835,902 STUDIO CITY FINANCE LTD 6.000 7/15/2025 209,850 STUDIO CITY FINANCE LTD 6.500 1/15/2028 214,000 STUDIO CITY FINANCE LTD 5.000 1/15/2029 403,608 SUBURBAN PROPANE PARTNRS 5.000 6/1/2031 153,563 SUMMER BC HOLDCO B SARL ‐ 12/4/2026 124,183 SUMMIT MATERIALS LLC/FIN 5.125 6/1/2025 579,614 SUMMIT MATERIALS LLC/FIN 6.500 3/15/2027 26,462 SUMMIT MATERIALS LLC/FIN 5.250 1/15/2029 318,729 SUN COMMUNITIES 2.700 7/15/2031 924,906 SUNOCO LP/FINANCE CORP 5.500 2/15/2026 1,579,757 SUNOCO LP/FINANCE CORP 6.000 4/15/2027 444,444 SUNOCO LP/FINANCE CORP 4.500 5/15/2029 606,430 SUNSHINE LUXEMBOURG VII SARL ‐ 10/1/2026 596,876 SUPERIOR PLUS/GEN PRTNR 4.500 3/15/2029 911,568 SWEDISH EXPORT CREDIT 0.750 4/6/2023 17,630,221 SWEDISH EXPORT CREDIT 0.250 9/29/2023 9,960,774 SWITCH LTD 3.750 9/15/2028 677,363 SWITCH LTD 4.125 6/15/2029 394,080 SYNAPTICS INC 4.000 6/15/2029 348,735 SYNEOS HEALTH INC 3.625 1/15/2029 330,660 SYSCO CORPORATION 3.550 3/15/2025 10,872,244 SYSCO CORPORATION 3.750 10/1/2025 4,401,135 T MOBILE USA INC 4.500 2/1/2026 1,375,812 T MOBILE USA INC 2.250 2/15/2026 372,775 T MOBILE USA INC 2.625 4/15/2026 811,865 T MOBILE USA INC 5.375 4/15/2027 189,515 T MOBILE USA INC 4.750 2/1/2028 1,993,596 T MOBILE USA INC 2.625 2/15/2029 775,188 T MOBILE USA INC 3.375 4/15/2029 232,199 T MOBILE USA INC 3.375 4/15/2029 232,199 T MOBILE USA INC 2.875 2/15/2031 432,730 T MOBILE USA INC 3.500 4/15/2031 1,271,462 T MOBILE USA INC 3.500 4/15/2031 933,164 TALEN ENERGY SUPPLY LLC 10.500 1/15/2026 72,313 TALEN ENERGY SUPPLY LLC 7.250 5/15/2027 396,551 TALEN ENERGY SUPPLY LLC 6.625 1/15/2028 251,859 TALEN ENERGY SUPPLY LLC 7.625 6/1/2028 46,786 TALLGRASS NRG PRTNR/FIN 5.500 9/15/2024 389,230 TALLGRASS NRG PRTNR/FIN 7.500 10/1/2025 707,370 TALLGRASS NRG PRTNR/FIN 6.000 3/1/2027 412,000 TALLGRASS NRG PRTNR/FIN 5.500 1/15/2028 66,138 TALLGRASS NRG PRTNR/FIN 6.000 12/31/2030 483,423 TALOS PRODUCTION INC 12.000 1/15/2026 346,125 TANGER PROPERTIES LP 3.875 12/1/2023 334,115 TARGA RESOURCES PARTNERS 5.875 4/15/2026 1,939,923 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value TARGA RESOURCES PARTNERS 5.375 2/1/2027 535,203 TARGA RESOURCES PARTNERS 6.500 7/15/2027 853,971 TARGA RESOURCES PARTNERS 5.000 1/15/2028 1,711,210 TARGA RESOURCES PARTNERS 6.875 1/15/2029 1,141,276 TARGA RESOURCES PARTNERS 5.500 3/1/2030 818,147 TARGA RESOURCES PARTNERS 4.875 2/1/2031 933,115 TARGA RESOURCES PARTNERS 4.000 1/15/2032 1,655,098 TASEKO MINES LTD 7.000 2/15/2026 312,750 TAYLOR MORR COMM/HLDGS 5.875 4/15/2023 134,518 TAYLOR MORR COMM/HLDGS 5.625 3/1/2024 81,281 TAYLOR MORRISON COMM 6.625 7/15/2027 26,750 TAYLOR MORRISON COMM 5.750 1/15/2028 1,038,680 TAYLOR MORRISON COMM 5.125 8/1/2030 162,582 TECHNIPFMC PLC 6.500 2/1/2026 323,930 TEGNA INC 4.750 3/15/2026 106,500 TEGNA INC 4.625 3/15/2028 129,688 TEGNA INC 5.000 9/15/2029 52,324 TEINE ENERGY LTD 6.875 4/15/2029 307,875 TELECOM ITALIA CAPITAL 6.375 11/15/2033 113,288 TELECOM ITALIA CAPITAL 6.000 9/30/2034 726,863 TELECOM ITALIA CAPITAL 7.200 7/18/2036 451,500 TELEFLEX INC 4.250 6/1/2028 550,440 TELESAT CANADA/TELESAT L 5.625 12/6/2026 175,656 TELESAT CANADA/TELESAT L 4.875 6/1/2027 193,000 TELESAT CANADA/TELESAT L 6.500 10/15/2027 404,813 TEMPO ACQUISITION LLC/FI 5.750 6/1/2025 410,475 TEMPUR SEALY INTL INC 4.000 4/15/2029 1,032,699 TENET HEALTHCARE CORP 6.750 6/15/2023 141,863 TENET HEALTHCARE CORP 4.625 7/15/2024 2,409,913 TENET HEALTHCARE CORP 4.625 9/1/2024 66,713 TENET HEALTHCARE CORP 7.500 4/1/2025 1,023,963 TENET HEALTHCARE CORP 4.875 1/1/2026 5,242,009 TENET HEALTHCARE CORP 6.250 2/1/2027 2,473,688 TENET HEALTHCARE CORP 5.125 11/1/2027 1,077,066 TENET HEALTHCARE CORP 4.625 6/15/2028 1,333,843 TENET HEALTHCARE CORP 6.125 10/1/2028 943,091 TENET HEALTHCARE CORP 4.250 6/1/2029 621,675 TENN VALLEY AUTHORITY 2.875 9/15/2024 16,113,657 TENN VALLEY AUTHORITY 0.750 5/15/2025 7,041,832 TENN VALLEY AUTHORITY 2.875 2/1/2027 27,462,921 TENNECO INC 5.000 7/15/2026 1,216,518 TENNECO INC 7.875 1/15/2029 1,639,860 TENNECO INC 5.125 4/15/2029 865,231 TEREX CORP 5.000 5/15/2029 575,460 TERRAFORM POWER OPERATIN 4.250 1/31/2023 53,365 TERRAFORM POWER OPERATIN 5.000 1/31/2028 581,254 TERRAFORM POWER OPERATIN 4.750 1/15/2030 791,683 TEXAS INSTRUMENTS INC 2.625 5/15/2024 10,542,738 TEXAS INSTRUMENTS INC 2.250 9/4/2029 10,415,571 TITAN ACQUISITION LIMITED ‐ 3/28/2025 237,470 TITAN INTERNATIONAL INC 7.000 4/30/2028 156,938 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value TKC HOLDINGS INC 10.500 5/15/2029 189,438 TMSQ MORTGAGE TRUST 0.155 10/10/2036 835,484 TORONTO DOMINION BANK 3.500 7/19/2023 15,944,343 TORONTO DOMINION BANK 1.200 6/3/2026 11,013,844 TOTALENERGIES CA 3.883 10/11/2028 11,463,381 TOTALENERGIES CAPITAL 3.700 1/15/2024 10,766,352 TOWNSQUARE MEDIA INC 6.875 2/1/2026 160,500 TOYOTA AUTO LOAN EXTENDED NOTE 1.350 5/25/2033 4,066,455 TOYOTA AUTO RECEIVABLES OWNER 1.920 1/16/2024 7,086,981 TOYOTA AUTO RECEIVABLES OWNER 1.360 8/15/2024 3,035,973 TOYOTA MOTOR CORP 3.419 7/20/2023 12,745,431 TOYOTA MOTOR CREDIT CORP 3.400 4/14/2025 14,183,182 TOYOTA MOTOR CREDIT CORP 3.200 1/11/2027 12,065,680 TOYOTA MOTOR CREDIT CORP 3.650 1/8/2029 17,080,890 TPGI TRUST 0.208 6/15/2026 99,685 TPGI TRUST 1.600 6/15/2026 6,048,373 TRANSDIGM INC 8.000 12/15/2025 836,307 TRANSDIGM INC 6.250 3/15/2026 3,555,350 TRANSDIGM INC 6.375 6/15/2026 2,305,033 TRANSDIGM INC 7.500 3/15/2027 372,313 TRANSDIGM INC 5.500 11/15/2027 1,787,888 TRANSDIGM INC 4.625 1/15/2029 364,127 TRANSDIGM INC 4.875 5/1/2029 1,489,013 TRANSMONTAIGE PARTNERS 6.125 2/15/2026 783,235 TRANSOCEAN GUARDIAN LTD 5.875 1/15/2024 480,148 TRANSOCEAN PONTUS LTD 6.125 8/1/2025 79,951 TRANSOCEAN POSEIDON LTD 6.875 2/1/2027 226,125 TRANSOCEAN SENTRY LTD 5.375 5/15/2023 177,862 TRAVEL + LEISURE CO 6.625 7/31/2026 396,550 TREEHOUSE FOODS INC 4.000 9/1/2028 33,745 TRI POINTE GROUP / HOMES 5.875 6/15/2024 586,340 TRI POINTE HOMES INC 5.250 6/1/2027 488,250 TRI POINTE HOMES INC 5.700 6/15/2028 266,805 TRICON AMERICAN HOMES 2.716 9/17/2034 491,157 TRIMAS CORP 4.125 4/15/2029 610,417 TRINSEO OP / TRINSEO FIN 5.375 9/1/2025 1,346,060 TRINSEO OP / TRINSEO FIN 5.125 4/1/2029 690,188 TRITON WATER HOLDINGS IN 6.250 4/1/2029 157,393 TRITON WATER HOLDINGS, INC. ‐ 3/31/2028 265,420 TRIVIUM PACKAGING FIN 5.500 8/15/2026 1,608,622 TRONOX INC 4.625 3/15/2029 429,242 TRUIST BANK 3.000 2/2/2023 13,520,446 TRUIST FINANCIAL CORP 3.750 12/6/2023 10,755,802 TRUIST FINANCIAL CORP 4.000 5/1/2025 11,118,571 TRUIST FINANCIAL CORP 3.700 6/5/2025 16,508,241 TRUIST FINANCIAL CORP 1.887 6/7/2029 7,021,207 TTM TECHNOLOGIES INC 4.000 3/1/2029 176,061 TWDC ENTERPRISES 18 CORP 2.450 3/4/2022 10,150,614 TWDC ENTERPRISES 18 CORP 3.150 9/17/2025 10,878,669 TWILIO INC 3.625 3/15/2029 122,400 TWILIO INC 3.875 3/15/2031 123,150 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value TYSON FOODS INC 2.250 8/23/2021 5,005,933 TYSON FOODS INC 4.000 3/1/2026 5,578,110 TYSON FOODS INC 3.550 6/2/2027 11,074,382 U.S. RENAL CARE, INC. ‐ 6/26/2026 217,175 UBER TECHNOLOGIES INC 7.500 5/15/2025 432,759 UBER TECHNOLOGIES INC 7.500 9/15/2027 716,535 UBER TECHNOLOGIES INC 6.250 1/15/2028 287,348 UBS COMMERCIAL MORTGAGE TRUST 3.400 5/10/2045 2,067,022 UBS COMMERCIAL MORTGAGE TRUST 4.159 11/15/2050 1,377,281 UBS COMMERCIAL MORTGAGE TRUST 4.885 6/15/2051 2,117,594 UBS COMMERCIAL MORTGAGE TRUST 4.788 8/15/2051 1,911,660 UBS COMMERCIAL MORTGAGE TRUST 4.334 10/15/2051 1,569,040 UBS COMMERCIAL MORTGAGE TRUST 1.039 12/15/2052 968,171 UDR INC 2.100 8/1/2032 408,033 UNICREDIT SPA 5.459 6/30/2035 218,068 UNILEVER CAPITAL CORP 3.125 3/22/2023 15,699,873 UNILEVER CAPITAL CORP 3.100 7/30/2025 5,438,838 UNILEVER CAPITAL CORP 3.500 3/22/2028 11,239,156 UNION ELECTRIC CO 2.950 6/15/2027 10,810,105 UNION ELECTRIC CO 2.950 3/15/2030 10,712,352 UNION PACIFIC CORP 3.750 3/15/2024 10,731,638 UNION PACIFIC CORP 3.950 9/10/2028 11,466,707 UNION PACIFIC RR 2014 1 3.227 5/14/2026 8,227,227 UNITED AIRLINES HOLDINGS 4.250 10/1/2022 563,063 UNITED AIRLINES HOLDINGS 5.000 2/1/2024 25,938 UNITED AIRLINES INC 4.375 4/15/2026 712,204 UNITED AIRLINES INC 4.625 4/15/2029 810,405 UNITED PARCEL SERVICE 2.500 4/1/2023 20,206,221 UNITED PARCEL SERVICE 4.450 4/1/2030 8,472,149 UNITED RENTALS NORTH AM 5.875 9/15/2026 2,672,863 UNITED RENTALS NORTH AM 5.500 5/15/2027 588,300 UNITED RENTALS NORTH AM 3.875 11/15/2027 478,082 UNITED RENTALS NORTH AM 4.875 1/15/2028 1,923,747 UNITED RENTALS NORTH AM 3.875 2/15/2031 679,690 UNITED STATES STEEL CORP 6.875 3/1/2029 202,230 UNITED WHOLESALE MTGE LL 5.500 4/15/2029 324,925 UNITEDHEALTH GROUP INC 3.750 7/15/2025 11,095,787 UNITEDHEALTH GROUP INC 3.850 6/15/2028 14,938,942 UNITEDHEALTH GROUP INC 2.300 5/15/2031 9,216,769 UNITI GROUP/CSL CAPITAL 4.750 4/15/2028 224,438 UNIVAR SOLUTIONS USA INC 5.125 12/1/2027 210,250 UNIVISION COMMUNICATIONS 5.125 2/15/2025 586,615 UNIVISION COMMUNICATIONS 9.500 5/1/2025 82,688 UNIVISION COMMUNICATIONS 6.625 6/1/2027 379,243 UNIVISION COMMUNICATIONS 4.500 5/1/2029 681,070 UPC BROADBAND FINCO BV 4.875 7/15/2031 865,987 UPC HOLDING BV 5.500 1/15/2028 419,000 US ACUTE CARE SOLUTIONS 6.375 3/1/2026 296,557 US BANCORP 3.700 1/30/2024 16,152,200 US BANCORP 3.900 4/26/2028 17,273,195 US CELLULAR CORP 6.700 12/15/2033 906,500 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value US CONCRETE INC 5.125 3/1/2029 163,875 US FOODS INC 4.750 2/15/2029 724,200 US TREASURY N/B 1.750 7/31/2021 25,035,317 US TREASURY N/B 1.125 7/31/2021 50,044,741 US TREASURY N/B 2.250 7/31/2021 50,091,347 US TREASURY N/B 2.125 8/15/2021 64,666,735 US TREASURY N/B 1.125 8/31/2021 50,089,490 US TREASURY N/B 2.000 8/31/2021 50,161,994 US TREASURY N/B 1.500 9/30/2021 40,143,670 US TREASURY N/B 2.125 9/30/2021 50,257,265 US TREASURY N/B 1.125 9/30/2021 75,199,472 US TREASURY N/B 2.875 10/15/2021 25,204,124 US TREASURY N/B 1.250 10/31/2021 25,099,015 US TREASURY N/B 2.000 10/31/2021 25,161,158 US TREASURY N/B 1.875 11/30/2021 5,541,680 US TREASURY N/B 2.125 12/31/2021 50,511,719 US TREASURY N/B 1.875 2/28/2022 7,792,641 US TREASURY N/B 1.750 2/28/2022 50,558,594 US TREASURY N/B 1.750 3/31/2022 50,625,000 US TREASURY N/B 1.750 4/30/2022 50,691,406 US TREASURY N/B 1.750 5/31/2022 25,378,906 US TREASURY N/B 1.875 5/31/2022 25,408,203 US TREASURY N/B 1.750 6/30/2022 25,410,156 US TREASURY N/B 2.125 6/30/2022 51,009,766 US TREASURY N/B 1.875 7/31/2022 25,476,563 US TREASURY N/B 2.000 7/31/2022 43,165,828 US TREASURY N/B 1.875 8/31/2022 35,708,203 US TREASURY N/B 1.625 8/31/2022 51,882,539 US TREASURY N/B 1.750 9/30/2022 51,005,860 US TREASURY N/B 1.875 9/30/2022 51,082,031 US TREASURY N/B 1.875 10/31/2022 40,918,750 US TREASURY N/B 2.000 10/31/2022 51,232,422 US TREASURY N/B 2.000 11/30/2022 76,939,454 US TREASURY N/B 2.125 12/31/2022 102,906,250 US TREASURY N/B 2.375 1/31/2023 25,864,258 US TREASURY N/B 1.750 1/31/2023 51,224,610 US TREASURY N/B 2.000 2/15/2023 51,460,938 US TREASURY N/B 2.625 2/28/2023 26,008,789 US TREASURY N/B 2.500 3/31/2023 25,997,070 US TREASURY N/B 1.500 3/31/2023 35,780,664 US TREASURY N/B 1.625 4/30/2023 51,265,625 US TREASURY N/B 1.750 5/15/2023 26,936,875 US TREASURY N/B 1.625 5/31/2023 15,396,094 US TREASURY N/B 2.750 5/31/2023 52,398,438 US TREASURY N/B 1.375 6/30/2023 78,218,262 US TREASURY N/B 1.250 7/31/2023 78,576,094 US TREASURY N/B 2.500 8/15/2023 26,174,805 US TREASURY N/B 1.375 8/31/2023 53,228,906 US TREASURY N/B 2.875 9/30/2023 31,733,203 US TREASURY N/B 1.375 9/30/2023 51,205,078 US TREASURY N/B 1.625 10/31/2023 51,519,531 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value US TREASURY N/B 2.750 11/15/2023 34,364,941 US TREASURY N/B 2.625 12/31/2023 52,830,078 US TREASURY N/B 2.250 12/31/2023 68,064,649 US TREASURY N/B 2.250 1/31/2024 52,423,828 US TREASURY N/B 2.750 2/15/2024 26,549,805 US TREASURY N/B 2.125 2/29/2024 52,314,453 US TREASURY N/B 2.125 3/31/2024 52,347,656 US TREASURY N/B 2.000 4/30/2024 52,218,750 US TREASURY N/B 2.500 5/15/2024 26,481,445 US TREASURY N/B 2.000 5/31/2024 52,251,953 US TREASURY N/B 2.000 6/30/2024 78,433,594 US TREASURY N/B 2.125 7/31/2024 78,773,438 US TREASURY N/B 2.375 8/15/2024 52,935,547 US TREASURY N/B 1.875 8/31/2024 78,240,234 US TREASURY N/B 2.125 9/30/2024 78,884,766 US TREASURY N/B 2.250 10/31/2024 105,667,969 US TREASURY N/B 2.250 11/15/2024 63,426,563 US TREASURY N/B 2.125 11/30/2024 52,664,063 US TREASURY N/B 2.250 12/31/2024 79,365,234 US TREASURY N/B 2.500 1/31/2025 80,094,727 US TREASURY N/B 2.000 2/15/2025 63,000,000 US TREASURY N/B 2.750 2/28/2025 29,634,473 US TREASURY N/B 2.625 3/31/2025 63,210,877 US TREASURY N/B 2.875 4/30/2025 30,097,910 US TREASURY N/B 2.125 5/15/2025 63,353,906 US TREASURY N/B 2.875 5/31/2025 54,281,250 US TREASURY N/B 2.750 6/30/2025 81,114,258 US TREASURY N/B 2.875 7/31/2025 81,539,063 US TREASURY N/B 2.000 8/15/2025 63,140,625 US TREASURY N/B 2.750 8/31/2025 27,079,102 US TREASURY N/B 3.000 9/30/2025 82,104,492 US TREASURY N/B 3.000 10/31/2025 82,166,016 US TREASURY N/B 2.250 11/15/2025 63,834,375 US TREASURY N/B 2.875 11/30/2025 27,277,344 US TREASURY N/B 0.375 1/31/2026 24,499,024 US TREASURY N/B 1.625 5/15/2026 62,191,406 US TREASURY N/B 0.875 6/30/2026 49,976,563 US TREASURY N/B 1.875 7/31/2026 26,227,539 US TREASURY N/B 1.500 8/15/2026 77,226,563 US TREASURY N/B 1.625 9/30/2026 51,802,735 US TREASURY N/B 1.625 10/31/2026 61,108,789 US TREASURY N/B 2.000 11/15/2026 79,148,438 US TREASURY N/B 1.625 11/30/2026 25,889,649 US TREASURY N/B 1.750 12/31/2026 52,113,281 US TREASURY N/B 2.250 2/15/2027 69,471,289 US TREASURY N/B 1.125 2/28/2027 50,357,422 US TREASURY N/B 0.625 3/31/2027 48,917,969 US TREASURY N/B 0.500 4/30/2027 72,741,211 US TREASURY N/B 2.375 5/15/2027 64,591,406 US TREASURY N/B 0.500 6/30/2027 48,359,375 US TREASURY N/B 0.375 7/31/2027 64,694,531 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value US TREASURY N/B 2.250 8/15/2027 107,672,540 US TREASURY N/B 0.375 9/30/2027 71,648,438 US TREASURY N/B 0.500 10/31/2027 96,144,531 US TREASURY N/B 2.250 11/15/2027 85,953,669 US TREASURY N/B 0.625 11/30/2027 83,729,297 US TREASURY N/B 0.625 12/31/2027 72,506,836 US TREASURY N/B 0.750 1/31/2028 73,016,602 US TREASURY N/B 2.750 2/15/2028 82,637,696 US TREASURY N/B 1.125 2/29/2028 49,851,563 US TREASURY N/B 1.250 3/31/2028 50,197,266 US TREASURY N/B 1.250 4/30/2028 50,156,250 US TREASURY N/B 2.875 5/15/2028 83,314,454 US TREASURY N/B 1.250 5/31/2028 75,187,500 US TREASURY N/B 1.250 6/30/2028 75,117,188 US TREASURY N/B 2.875 8/15/2028 55,607,422 US TREASURY N/B 3.125 11/15/2028 28,282,227 US TREASURY N/B 2.625 2/15/2029 27,414,063 US TREASURY N/B 2.375 5/15/2029 26,977,539 US TREASURY N/B 1.625 8/15/2029 122,732,813 US TREASURY N/B 1.750 11/15/2029 263,207,813 US TREASURY N/B 1.500 2/15/2030 100,988,281 US TREASURY N/B 0.625 5/15/2030 140,208,984 US TREASURY N/B 0.625 8/15/2030 139,746,093 US TREASURY N/B 0.875 11/15/2030 142,640,625 US TREASURY N/B 1.125 2/15/2031 194,156,250 US TREASURY N/B 1.625 5/15/2031 126,914,063 US TREASURY N/B 1.875 2/15/2041 97,890,625 US TREASURY N/B 2.250 5/15/2041 104,046,875 USA COM PART/USA COM FIN 6.875 4/1/2026 580,315 USA COM PART/USA COM FIN 6.875 9/1/2027 213,656 VAIL RESORTS INC 6.250 5/15/2025 723,577 VALERO ENERGY CORP 2.150 9/15/2027 7,110,797 VARSITY BRANDS INC ‐ 12/15/2024 250,808 VECTOR GROUP LTD 5.750 2/1/2029 611,226 VENATOR FIN SARL/VENATOR 5.750 7/15/2025 196,500 VEREIT OPERATING PARTNER 3.400 1/15/2028 1,631,283 VEREIT OPERATING PARTNER 2.850 12/15/2032 522,309 VERICAL MIDCO GMBH ‐ 7/30/2027 231,436 VERITAS US INC/BERMUDA L 7.500 9/1/2025 1,171,406 VERIZON COMMUNICATIONS 3.376 2/15/2025 10,863,542 VERIZON COMMUNICATIONS 4.125 3/16/2027 17,082,584 VERIZON COMMUNICATIONS 2.100 3/22/2028 9,188,238 VERIZON COMMUNICATIONS 4.016 12/3/2029 17,320,812 VERIZON COMMUNICATIONS 2.550 3/21/2031 9,199,126 VERTICAL US NEWCO INC 5.250 7/15/2027 1,461,551 VERTIV GROUP CORPORATION ‐ 3/2/2027 69,409 VIACOMCBS INC 4.000 1/15/2026 11,120,180 VIASAT INC 5.625 4/15/2027 208,766 VICI PROPERTIES / NOTE 3.500 2/15/2025 50,987 VICI PROPERTIES / NOTE 4.250 12/1/2026 1,413,659 VICI PROPERTIES / NOTE 3.750 2/15/2027 1,285,640 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value VICI PROPERTIES / NOTE 4.625 12/1/2029 1,148,563 VICI PROPERTIES / NOTE 4.125 8/15/2030 227,954 VICTORIA S SECRET + CO 4.625 7/15/2029 150,000 VICTORS MERGER CORP 6.375 5/15/2029 201,500 VIDEOTRON LTD 5.375 6/15/2024 27,375 VIDEOTRON LTD 3.625 6/15/2029 850,438 VIDEOTRON LTD / LTEE 5.125 4/15/2027 785,840 VIKING CRUISES LTD 13.000 5/15/2025 87,057 VIKING CRUISES LTD 6.250 5/15/2025 453,720 VIKING CRUISES LTD 7.000 2/15/2029 156,065 VIKING OCEAN CRUISES SHI 5.625 2/15/2029 611,050 VINE ENERGY HOLDINGS LLC 6.750 4/15/2029 463,100 VIPER ENERGY PARTNERS LP 5.375 11/1/2027 546,898 VIRGIN MEDIA FINANCE PLC 5.000 7/15/2030 930,477 VIRGIN MEDIA SECURED FIN 5.500 8/15/2026 528,000 VIRGIN MEDIA SECURED FIN 5.500 5/15/2029 2,048,950 VIRGIN MEDIA SECURED FIN 4.500 8/15/2030 755,625 VIRGIN MEDIA VEND FIN IV 5.000 7/15/2028 204,000 VIRGINIA ELEC + POWER CO 3.450 2/15/2024 15,970,947 VIRGINIA ELEC + POWER CO 3.150 1/15/2026 10,900,277 VISA INC 2.800 12/14/2022 10,332,147 VISA INC 3.150 12/14/2025 10,939,894 VISA INC 1.900 4/15/2027 10,325,588 VISA INC 2.050 4/15/2030 3,082,504 VISTA OUTDOOR INC 4.500 3/15/2029 703,093 VISTAJET MALTA/XO MGMT 10.500 6/1/2024 190,785 VISTRA CORP 5.500 9/1/2026 77,344 VISTRA CORP 5.625 2/15/2027 1,948,425 VISTRA CORP 5.000 7/31/2027 1,789,416 VISTRA OPERATIONS CO LLC 4.375 5/1/2029 873,345 VLS COMMERCIAL MORTGAGE TRUST 2.689 10/10/2042 1,914,380 VLS COMMERCIAL MORTGAGE TRUST 2.603 10/10/2042 21,737,492 VMED O2 UK FINAN 4.250 1/31/2031 1,472,712 VMED O2 UK FINAN 4.750 7/15/2031 1,008,910 VNO MORTGAGE TRUST 0.342 11/15/2030 764,687 VNO MORTGAGE TRUST 3.337 11/15/2030 4,868,383 VOC ESCROW LTD 5.000 2/15/2028 101,100 VODAFONE GROUP PLC 7.000 4/4/2079 666,452 VOLKSWAGEN GROUP AMERICA 3.125 5/12/2023 7,309,531 VOLKSWAGEN GROUP AMERICA 4.625 11/13/2025 17,086,581 VORNADO REALTY LP 2.150 6/1/2026 1,722,836 VORNADO REALTY LP 3.400 6/1/2031 620,360 WABASH NATIONAL CORP 5.500 10/1/2025 204,000 WALMART INC 2.550 4/11/2023 12,443,169 WALMART INC 3.300 4/22/2024 10,724,648 WALMART INC 3.550 6/26/2025 12,677,938 WALMART INC 3.050 7/8/2026 10,948,708 WALMART INC 3.700 6/26/2028 11,668,024 WALMART INC 3.250 7/8/2029 11,183,626 WALT DISNEY COMPANY/THE 3.800 3/22/2030 5,709,816 WASTE MANAGEMENT INC 2.000 6/1/2029 10,106,394 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value WASTE PRO USA INC 5.500 2/15/2026 1,060,121 WEEKLEY HOMES LLC/ FINAN 4.875 9/15/2028 507,150 WEINGARTEN REALTY INVEST 4.450 1/15/2024 311,755 WEINGARTEN REALTY INVEST 3.850 6/1/2025 433,774 WEINGARTEN REALTY INVEST 3.250 8/15/2026 697,270 WELBILT INC 9.500 2/15/2024 78,540 WELLS FARGO + COMPANY 3.300 9/9/2024 15,093,771 WELLS FARGO + COMPANY 3.550 9/29/2025 13,189,234 WELLS FARGO + COMPANY 3.584 5/22/2028 11,016,899 WELLS FARGO + COMPANY 2.393 6/2/2028 7,259,668 WELLS FARGO + COMPANY 2.879 10/30/2030 10,589,677 WELLS FARGO + COMPANY 4.478 4/4/2031 5,909,928 WELLS FARGO BANK NA 3.550 8/14/2023 10,646,053 WELLS FARGO COMMERCIAL MORTGAG 2.500 5/15/2031 4,010,020 WELLS FARGO COMMERCIAL MORTGAG 3.600 5/15/2031 5,012,524 WELLS FARGO COMMERCIAL MORTGAG 3.749 6/15/2036 4,427,723 WELLS FARGO COMMERCIAL MORTGAG 4.058 8/17/2036 1,301,222 WELLS FARGO COMMERCIAL MORTGAG 4.058 8/17/2036 2,148,273 WELLS FARGO COMMERCIAL MORTGAG 2.163 2/15/2037 1,939,783 WELLS FARGO COMMERCIAL MORTGAG 3.166 2/15/2048 160,424 WELLS FARGO COMMERCIAL MORTGAG 3.451 2/15/2048 167,497 WELLS FARGO COMMERCIAL MORTGAG 3.540 5/15/2048 3,375,798 WELLS FARGO COMMERCIAL MORTGAG 3.438 7/15/2048 3,843,463 WELLS FARGO COMMERCIAL MORTGAG 4.699 12/15/2048 1,215,564 WELLS FARGO COMMERCIAL MORTGAG 4.224 12/15/2048 2,166,009 WELLS FARGO COMMERCIAL MORTGAG 3.718 12/15/2048 5,500,063 WELLS FARGO COMMERCIAL MORTGAG 3.809 12/15/2048 7,179,175 WELLS FARGO COMMERCIAL MORTGAG 4.315 11/15/2049 1,254,812 WELLS FARGO COMMERCIAL MORTGAG 3.811 11/15/2049 2,693,245 WELLS FARGO COMMERCIAL MORTGAG 2.918 11/15/2049 4,273,932 WELLS FARGO COMMERCIAL MORTGAG 4.484 12/15/2049 465,852 WELLS FARGO COMMERCIAL MORTGAG 4.309 12/15/2049 1,987,427 WELLS FARGO COMMERCIAL MORTGAG 3.794 12/15/2049 5,577,453 WELLS FARGO COMMERCIAL MORTGAG 4.311 3/15/2050 3,256,663 WELLS FARGO COMMERCIAL MORTGAG 3.719 4/15/2050 4,579,790 WELLS FARGO COMMERCIAL MORTGAG 4.025 9/15/2050 4,133,525 WELLS FARGO COMMERCIAL MORTGAG 4.188 11/15/2050 3,233,857 WELLS FARGO COMMERCIAL MORTGAG 4.002 12/15/2050 3,799,435 WELLS FARGO COMMERCIAL MORTGAG 4.012 3/15/2051 2,384,311 WELLS FARGO COMMERCIAL MORTGAG 3.000 5/15/2051 3,500,066 WELLS FARGO COMMERCIAL MORTGAG 4.727 6/15/2051 1,139,846 WELLS FARGO COMMERCIAL MORTGAG 4.556 6/16/2051 389,997 WELLS FARGO COMMERCIAL MORTGAG 4.633 8/15/2051 861,476 WELLS FARGO COMMERCIAL MORTGAG 5.120 1/15/2052 2,270,311 WELLS FARGO COMMERCIAL MORTGAG 4.904 1/15/2052 2,339,689 WELLS FARGO COMMERCIAL MORTGAG 4.546 3/15/2052 2,557,668 WELLS FARGO COMMERCIAL MORTGAG 4.866 3/15/2052 3,711,238 WELLS FARGO COMMERCIAL MORTGAG 1.415 5/15/2052 1,392,143 WELLS FARGO COMMERCIAL MORTGAG 4.345 5/15/2052 5,487,966 WELLS FARGO COMMERCIAL MORTGAG 4.192 5/15/2052 5,610,268 WELLS FARGO COMMERCIAL MORTGAG 3.561 8/15/2052 1,565,330 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value WELLS FARGO COMMERCIAL MORTGAG 3.146 12/15/2052 2,796,147 WELLS FARGO COMMERCIAL MORTGAG 2.398 7/15/2053 902,385 WELLS FARGO COMMERCIAL MORTGAG 2.704 7/15/2053 968,371 WELLS FARGO COMMERCIAL MORTGAG 3.162 7/15/2053 1,023,712 WELLS FARGO COMMERCIAL MORTGAG 1.886 7/15/2053 1,696,308 WELLS FARGO COMMERCIAL MORTGAG 2.092 7/15/2053 3,360,214 WELLS FARGO COMMERCIAL MORTGAG 1.689 4/15/2054 2,842,668 WELLS FARGO COMMERCIAL MORTGAG 3.284 4/15/2054 3,946,708 WELLS FARGO COMMERCIAL MORTGAG 3.034 4/15/2054 4,844,590 WELLS FARGO COMMERCIAL MORTGAG 2.626 4/15/2054 7,336,307 WELLS FARGO COMMERCIAL MORTGAG 3.664 9/15/2058 1,155,584 WELLS FARGO COMMERCIAL MORTGAG 4.985 1/15/2059 1,124,350 WELLS FARGO COMMERCIAL MORTGAG 3.635 1/15/2059 1,946,294 WELLS FARGO COMMERCIAL MORTGAG 4.985 1/15/2059 3,358,067 WELLS FARGO COMMERCIAL MORTGAG 4.952 1/15/2059 4,502,626 WELLS FARGO COMMERCIAL MORTGAG 3.896 3/15/2059 1,052,906 WELLS FARGO COMMERCIAL MORTGAG 4.506 3/15/2059 1,104,960 WELLS FARGO COMMERCIAL MORTGAG 3.426 3/15/2059 2,351,925 WELLS FARGO COMMERCIAL MORTGAG 4.416 12/15/2059 855,438 WELLS FARGO COMMERCIAL MORTGAG 4.416 12/15/2059 1,676,406 WELLS FARGO COMMERCIAL MORTGAG 3.640 12/15/2059 4,979,533 WELLTOWER INC 6.500 3/15/2041 813,695 WELLTOWER INC 4.950 9/1/2048 230,517 WESCO DISTRIBUTION INC 7.125 6/15/2025 1,430,847 WESCO DISTRIBUTION INC 7.250 6/15/2028 2,956,158 WESTERN DIGITAL CORP 4.750 2/15/2026 138,906 WESTERN GLOBAL AIRLINES 10.375 8/15/2025 285,848 WESTERN MIDSTREAM OPERAT 4.000 7/1/2022 203,250 WESTERN MIDSTREAM OPERAT 4.350 2/1/2025 1,621,866 WESTERN MIDSTREAM OPERAT 4.650 7/1/2026 212,369 WESTERN MIDSTREAM OPERAT 4.500 3/1/2028 290,360 WESTERN MIDSTREAM OPERAT 4.750 8/15/2028 329,400 WESTERN MIDSTREAM OPERAT 5.300 2/1/2030 185,921 WESTERN MIDSTREAM OPERAT 5.300 3/1/2048 53,250 WESTERN MIDSTREAM OPERAT 6.500 2/1/2050 839,430 WESTERN UNION CO/THE 1.350 3/15/2026 14,897,396 WESTERN UNION CO/THE 2.750 3/15/2031 14,952,448 WF RBS COMMERCIAL MORTGAGE TRU 3.754 12/15/2046 799,136 WF RBS COMMERCIAL MORTGAGE TRU 4.351 3/15/2047 4,291,476 WF RBS COMMERCIAL MORTGAGE TRU 3.759 9/15/2057 1,050,813 WF RBS COMMERCIAL MORTGAGE TRU 4.371 9/15/2057 1,078,104 WHEEL PROS INC 6.500 5/15/2029 202,250 WHITE CAP BUYER LLC ‐ 10/19/2027 406,467 WILLIAM CARTER 5.625 3/15/2027 447,185 WILLIAM LYON INC 6.625 7/15/2027 26,750 WILLIAMS SCOTSMAN INTL 4.625 8/15/2028 206,540 WINDSTREAM ESCROW LLC 7.750 8/15/2028 206,000 WISCONSIN ELECTRIC POWER 3.100 6/1/2025 10,747,563 WMG ACQUISITION CORP 3.875 7/15/2030 630,178 WMG ACQUISITION CORP 3.000 2/15/2031 407,408 WOLVERINE ESCROW LLC 9.000 11/15/2026 400,725 New York State Teachers' Retirement System Domestic Fixed Income Holdings As of June 30, 2021

Security Name Coupon Rate Maturity Date Market Value WP CAREY INC 4.000 2/1/2025 1,090,572 WP CAREY INC 3.850 7/15/2029 276,696 WR GRACE + CO CONN 5.625 10/1/2024 138,171 WR GRACE + CO CONN 4.875 6/15/2027 1,375,209 WW INTERNATIONAL INC 4.500 4/15/2029 201,500 WYNDHAM HOTELS + RESORTS 4.375 8/15/2028 378,947 WYNN LAS VEGAS LLC/CORP 4.250 5/30/2023 107,900 WYNN LAS VEGAS LLC/CORP 5.500 3/1/2025 1,269,618 WYNN LAS VEGAS LLC/CORP 5.250 5/15/2027 268,525 WYNN MACAU LTD 5.500 1/15/2026 419,256 WYNN MACAU LTD 5.625 8/26/2028 521,250 WYNN RESORTS FINANCE LLC 7.750 4/15/2025 400,830 WYNN RESORTS FINANCE LLC 5.125 10/1/2029 733,038 XEROX HOLDINGS CORP 5.000 8/15/2025 263,905 XEROX HOLDINGS CORP 5.500 8/15/2028 259,748 XHR LP 6.375 8/15/2025 212,750 XHR LP 4.875 6/1/2029 154,875 XPO LOGISTICS INC 6.125 9/1/2023 30,225 XPO LOGISTICS INC 6.750 8/15/2024 550,538 XPO LOGISTICS INC 6.250 5/1/2025 505,281 YUM BRANDS INC 3.875 11/1/2023 427,350 YUM BRANDS INC 7.750 4/1/2025 141,375 YUM BRANDS INC 3.625 3/15/2031 564,165 YUM BRANDS INC 4.625 1/31/2032 341,250 ZAYO GROUP HOLDINGS INC 4.000 3/1/2027 2,392,426 ZAYO GROUP HOLDINGS INC ‐ 3/9/2027 312,698 ZAYO GROUP HOLDINGS INC 6.125 3/1/2028 132,763 ZAYO GROUP LLC/ZAYO CAP 5.750 1/15/2027 24,875 ZF NA CAPITAL 4.750 4/29/2025 912,600 ZI TECH LLC/ZI FIN CORP 3.875 2/1/2029 754,256 ZIGGO BOND CO BV 6.000 1/15/2027 1,031,415 ZIGGO BV 5.500 1/15/2027 1,318,491 ZIGGO BV 4.875 1/15/2030 1,654,350 ZOETIS INC 2.000 5/15/2030 6,967,663