Supporting Lives of Service SO YOU CAN Embrace Every Day

INVESTMENT PORTFOLIO 2019 About Our Plans

The Board of Pensions of The Evangelical Lutheran Church in America, doing business as Portico Benefit Services (Portico), maintains the following plans: ELCA Retirement Plan, ELCA Retirement Savings Plan, ELCA Disability Benefits Plan, ELCA Survivor Benefits Plan, ELCA Medical and Dental Benefits Plan (which includes the ELCA post-retirement medical benefits), and ELCA Flexible Benefits Plan. Portico also maintains two group retirement plans for ELCA-affiliated social ministry organizations: ELCA Master Institutional Retirement Plan and ELCA 457(b) Deferred Compensation Plan. The plans are church plans, as defined in section 414(e) of the Internal Revenue Code and are not subject to the Employee Retirement Income Security Act of 1974 (ERISA). The disability and health plans, with the exception of the life insurance benefit, the Medicare Advantage benefit, and the ELCA Part D drug benefit, are self-insured and are not provided through an insurance company. Portico has contracted with an insurance company to manage and administer the Medicare Advantage benefit and the ELCA Part D drug benefit. Portico’s ability to pay claims is dependent on continued contributions, claims experience, and market performance. The assets of each plan are held in various trusts and therefore do not allow one plan to fund a shortfall of another plan. The life insurance benefits that are part of the ELCA Survivor Benefits Plan are offered by Securian Financial and underwritten by Securian Life Insurance Company (Securian). Product guarantees are backed by the financial strength and claim paying ability of Securian. Premiums are not guaranteed to remain unchanged. Portico is not affiliated with Securian and does not assume any responsibility or liability for the obligations of Securian under the insurance policies. About Our Funds

You should carefully consider the target asset allocations, investment objectives, risks, charges, and expenses of any fund before investing in it. All funds, including ELCA funds, are subject to risk and uncertainty. Past performance cannot be used to predict future performance. ELCA funds are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Fund assets are invested in multiple sectors of the market. Some sectors, as well as the funds, may perform below expectations and lose money over short or extended periods. See the ELCA Investment Fund Descriptions for more information about our funds. Neither Portico Benefit Services nor the funds it manages are subject to registration, regulation, or reporting under the Investment Company Act of 1940, the Securities Act of 1933, the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, or state securities laws. Members, therefore, will not be afforded the protections of those provisions of those laws and related regulations. Contents

1 Social Purpose Bond Pool

25 Investment Grade Bond Pool

66 High Yield Bond Pool

75 Social Purpose High Yield Bond Pool

84 Social Impact First Fixed Income Pool

85 Inflation Indexed Bond Pool

85 U.S. Public Equity Pool

109 S&P 500 Stock Index Pool

110 Small and Mid-Cap Stock Index Pool

110 Social Purpose U. S. Equity Pool

133 Social Purpose Stock Index Pool

158 Social Purpose Non- U. S. Public Equity Pool

191 Non-U. S. Public Equity Pool

227 Alternative Equity Pool

228 Social Purpose Alternative Equity Pool

229 Illiquid Real Asset Pool

229 Global Real Estate Securities Pool

232 Public Natural Resources Pool

234 Social Impact First Equity Pool

235 Social Purpose Public Natural Resources

236 Money Market Pool

236 Long Strips Manager

236 Bank Loans Manager

239 Federal Money Market Pool

240 Short Term Cash Pool 2019 | Investment Portfolio AS OF DEC. 31, 2019

Description Shares Par Interest Rate Maturity Date Total Cost ($) Market Value ($)

Social Purpose Bond Pool

Cash and Cash Equivalents - Total 8,085,460 8,085,460

Bonds - U.S. ABB FINANCE USA INC 20,000.000 2.88% 5/8/2022 20,520.64 20,424.22 ABB FINANCE USA INC 100,000.000 2.80% 4/3/2020 99,936.00 100,206.77 AFLAC INC 20,000.000 3.63% 6/15/2023 21,201.70 21,045.84 AFLAC INC 150,000.000 4.00% 10/15/2046 148,852.50 166,377.74 AIG GLOBAL FUNDING 144A 200,000.000 2.30% 7/1/2022 199,942.00 201,113.06 AT&T INC 56,000.000 4.30% 12/15/2042 57,149.68 59,993.61 AT&T INC 100,000.000 3.90% 3/11/2024 103,684.00 106,376.17 AT&T INC 80,000.000 4.50% 5/15/2035 77,960.16 89,146.22 AT&T INC 35,000.000 4.75% 5/15/2046 34,875.40 39,610.99 AT&T INC 50,000.000 4.13% 2/17/2026 49,967.00 54,196.86 AT&T INC 90,000.000 5.65% 2/15/2047 95,394.80 114,676.36 AT&T INC 578,000.000 4.50% 3/9/2048 569,948.85 638,573.34 AT&T INC 100,000.000 3.20% 3/1/2022 101,631.00 102,374.48 AT&T INC 100,000.000 3.80% 3/1/2024 102,664.00 106,135.78 AT&T INC 250,000.000 5.25% 3/1/2037 254,746.50 298,695.97 AT&T INC 100,000.000 5.45% 3/1/2047 107,038.00 124,227.28 AT&T INC 72,000.000 4.10% 2/15/2028 72,092.88 78,346.70 AT&T INC 130,000.000 4.30% 2/15/2030 130,785.63 144,454.83 AT&T INC 100,000.000 5.15% 11/15/2046 102,048.00 119,734.35 AT&T INC 257,000.000 4.35% 3/1/2029 263,532.94 285,915.77 AT&T INC 50,000.000 3.55% 6/1/2024 50,909.00 52,585.85 AT&T INC 50,000.000 3.88% 1/15/2026 49,304.50 53,585.08 AT&T INC 75,000.000 6.25% 3/29/2041 84,261.75 97,668.05 ABBOTT LABORATORIES 170,000.000 3.75% 11/30/2026 171,358.30 185,750.76 ABBOTT LABORATORIES 150,000.000 4.75% 11/30/2036 158,082.00 188,122.20 ABBVIE INC 55,000.000 2.90% 11/6/2022 55,643.17 56,134.01 ABBVIE INC 30,000.000 4.40% 11/6/2042 30,031.68 32,245.33 ABBVIE INC 250,000.000 3.20% 11/6/2022 249,507.50 256,530.49 ABBVIE INC 200,000.000 3.60% 5/14/2025 198,504.00 211,294.99 ABBVIE INC 300,000.000 2.85% 5/14/2023 292,164.00 305,988.59 ABBVIE INC 144A 400,000.000 2.60% 11/21/2024 401,292.00 403,236.79 CHUBB INA HOLDINGS INC 150,000.000 3.35% 5/3/2026 153,853.50 159,529.08 ADOBE INC 100,000.000 3.25% 2/1/2025 100,868.00 105,645.69 ADVANCE AUTO PARTS INC 50,000.000 4.50% 1/15/2022 49,984.00 51,931.49 AETNA INC 10,000.000 6.75% 12/15/2037 13,778.96 13,499.79 AIR LEASE CORP 105,000.000 3.88% 4/1/2021 104,792.10 107,153.52 AIR LEASE CORP 150,000.000 4.25% 9/15/2024 151,591.50 160,706.64 AIR LEASE CORP 300,000.000 3.63% 4/1/2027 294,723.00 311,144.28 AIR LEASE CORP 100,000.000 3.50% 1/15/2022 99,189.00 102,770.16 AIR PRODUCTS & CHEMICALS INC 100,000.000 3.00% 11/3/2021 102,974.00 102,037.46 COMMIT TO PUR FNMA SF MTG 150,000.000 3.50% 1/1/2035 155,326.17 155,478.52 ALASKA ST 120,000.000 5.74% 8/1/2033 120,000.00 154,893.60 ALPHABET INC 20,000.000 3.63% 5/19/2021 21,378.98 20,526.02 ALPHABET INC 50,000.000 3.38% 2/25/2024 55,120.00 53,187.46 ALPHABET INC 50,000.000 2.00% 8/15/2026 49,273.50 49,751.54 AMEREN ILLINOIS CO 50,000.000 3.25% 3/1/2025 49,971.50 52,408.82 AMERICAN AIRLINES 2014-1 CLASS 72,652.941 3.70% 4/1/2028 72,834.57 76,412.29 AMERICAN EXPRESS CREDIT CORP 100,000.000 2.70% 3/3/2022 100,485.00 101,678.74 AMERICAN EXPRESS CREDIT CORP 390,000.000 3.30% 5/3/2027 388,147.35 414,305.76 AMERICAN EXPRESS CO 101,000.000 4.05% 12/3/2042 101,651.45 119,002.43 AMERICAN HONDA FINANCE CORP 310,000.000 2.65% 2/12/2021 309,566.00 312,841.89 AMERICAN INTERNATIONAL GROUP I 220,000.000 4.13% 2/15/2024 220,288.20 236,259.85 AMERICAN INTERNATIONAL GROUP I 100,000.000 3.30% 3/1/2021 101,699.00 101,455.42 AMERICAN TOWER CORP 180,000.000 4.70% 3/15/2022 179,658.00 189,683.01 AMERICAN TOWER CORP 100,000.000 3.50% 1/31/2023 98,197.00 103,633.02 AMERICAN TOWER CORP 100,000.000 3.38% 5/15/2024 100,568.00 103,669.73 AMERICAN WATER CAPITAL CORP 50,000.000 3.85% 3/1/2024 49,800.50 53,037.56 AMERICAN WATER CAPITAL CORP 250,000.000 2.95% 9/1/2027 249,177.50 255,555.80 AMGEN INC 170,000.000 4.95% 10/1/2041 171,134.31 202,509.36 AMGEN INC 160,000.000 4.10% 6/15/2021 170,139.89 164,382.86 AMGEN INC 100,000.000 5.15% 11/15/2041 106,828.00 121,061.82 AMGEN INC 80,000.000 4.40% 5/1/2045 84,590.88 89,643.90 AMPHENOL CORP 55,000.000 3.20% 4/1/2024 56,215.89 57,069.60 ANALOG DEVICES INC 125,000.000 3.90% 12/15/2025 124,712.50 134,387.23 ANALOG DEVICES INC 10,000.000 5.30% 12/15/2045 11,367.55 12,266.44 ANHEUSER-BUSCH COS LLC / ANHEU 145,000.000 4.70% 2/1/2036 139,765.50 168,019.37 ANHEUSER-BUSCH COS LLC / ANHEU 335,000.000 4.90% 2/1/2046 318,926.70 397,351.05

1 2019 | Investment Portfolio AS OF DEC. 31, 2019

ANHEUSER-BUSCH INBEV 348,000.000 4.44% 10/6/2048 321,872.84 390,321.64 WORLDWIDE ANHEUSER-BUSCH INBEV 200,000.000 5.80% 1/23/2059 240,794.00 273,147.56 WORLDWIDE ANHEUSER-BUSCH INBEV FINANCE I 100,000.000 4.00% 1/17/2043 91,797.00 106,948.50 AON CORP 200,000.000 2.20% 11/15/2022 199,960.00 200,941.39 APACHE CORP 100,000.000 5.10% 9/1/2040 113,955.00 101,813.67 APACHE CORP 20,000.000 5.25% 2/1/2042 21,578.34 20,846.52 APACHE CORP 80,000.000 4.75% 4/15/2043 84,529.60 77,298.26 APPALACHIAN POWER CO 100,000.000 4.45% 6/1/2045 99,277.00 114,230.47 APPLE INC 50,000.000 2.40% 5/3/2023 47,959.00 50,853.18 APPLE INC 20,000.000 4.45% 5/6/2044 19,891.80 24,402.51 APPLE INC 275,000.000 3.45% 2/9/2045 262,798.50 289,881.30 APPLE INC 50,000.000 4.38% 5/13/2045 53,973.00 60,715.95 APPLE INC 100,000.000 2.25% 2/23/2021 101,734.00 100,595.15 APPLE INC 50,000.000 4.50% 2/23/2036 52,300.50 60,763.53 APPLE INC 300,000.000 3.85% 8/4/2046 301,444.50 338,340.46 APPLE INC 100,000.000 4.25% 2/9/2047 99,326.00 119,736.86 APPLE INC 220,000.000 2.30% 5/11/2022 221,264.12 222,641.40 APPLE INC 100,000.000 2.90% 9/12/2027 99,426.00 104,114.09 APPLE INC 100,000.000 2.10% 9/12/2022 99,510.00 101,007.88 APPLE INC 100,000.000 2.05% 9/11/2026 99,142.00 99,291.85 APPLIED MATERIALS INC 220,000.000 4.30% 6/15/2021 220,640.73 227,661.25 VEREIT OPERATING PARTNERSHIP L 5,000.000 4.60% 2/6/2024 5,093.75 5,402.44 ARES CAPITAL CORP 250,000.000 3.50% 2/10/2023 249,802.50 253,762.84 ARIZONA PUBLIC SERVICE CO 60,000.000 4.50% 4/1/2042 60,855.98 68,896.01 ARROW ELECTRONICS INC 125,000.000 3.50% 4/1/2022 124,051.25 128,000.80 AUTODESK INC 20,000.000 4.38% 6/15/2025 21,213.46 21,844.19 AUTOMATIC DATA PROCESSING INC 20,000.000 3.38% 9/15/2025 20,975.46 21,325.10 AUTONATION INC 100,000.000 3.50% 11/15/2024 99,171.00 103,092.49 AUTOZONE INC 250,000.000 2.88% 1/15/2023 249,180.00 254,548.07 AUTOZONE INC 45,000.000 3.75% 6/1/2027 45,724.01 48,035.02 AVALONBAY COMMUNITIES INC 80,000.000 3.95% 1/15/2021 79,867.20 81,221.66 AVALONBAY COMMUNITIES INC 55,000.000 2.90% 10/15/2026 53,837.41 56,567.09 BA CREDIT CARD TRUST A2 A2 700,000.000 1.84% 1/17/2023 683,593.75 699,934.41 TRUIST FINANCIAL CORP 100,000.000 3.05% 6/20/2022 100,576.00 102,499.11 TRUIST FINANCIAL CORP 100,000.000 2.20% 3/16/2023 100,584.00 100,664.27 TRUIST FINANCIAL CORP 100,000.000 3.88% 3/19/2029 101,219.00 108,517.25 BANK OF AMERICA CORP 170,000.000 5.00% 5/13/2021 169,065.54 177,243.51 BANK OF AMERICA CORP 300,000.000 3.30% 1/11/2023 310,959.00 310,164.62 BANK OF AMERICA CORP 100,000.000 4.20% 8/26/2024 99,927.00 107,381.42 BANK OF AMERICA CORP 350,000.000 4.00% 1/22/2025 349,623.50 373,343.86 BANK OF AMERICA CORP 30,000.000 4.75% 4/21/2045 31,658.61 37,179.72 BANK OF AMERICA CORP 50,000.000 3.88% 8/1/2025 50,900.00 53,728.11 BANK OF AMERICA CORP 640,000.000 4.18% 11/25/2027 689,852.76 694,045.98 BANK OF AMERICA CORP 300,000.000 3.12% 1/20/2023 299,655.00 305,861.86 BANK OF AMERICA CORP 264,000.000 3.42% 12/20/2028 263,155.38 277,237.96 BANK OF AMERICA CORP 200,000.000 3.56% 4/23/2027 207,942.00 211,410.68 BANK OF AMERICA CORP 100,000.000 4.08% 4/23/2040 106,630.00 113,430.84 BANK OF AMERICA CORP 200,000.000 2.88% 10/22/2030 200,220.00 201,757.06 BANK OF NEW YORK MELLON CORP/T 50,000.000 2.20% 8/16/2023 50,057.00 50,511.64 BANK OF NEW YORK MELLON CORP/T 50,000.000 2.45% 8/17/2026 50,043.50 50,592.82 BANK OF NEW YORK MELLON CORP/T 300,000.000 2.60% 2/7/2022 299,358.00 304,562.11 BANK OF NEW YORK MELLON CORP/T 100,000.000 1.95% 8/23/2022 100,606.00 100,220.95 BANK OF NEW YORK MELLON CORP/T 100,000.000 3.30% 8/23/2029 99,656.00 104,696.47 BAXALTA INC 3,000.000 5.25% 6/23/2045 3,465.50 3,874.67 BAXTER INTERNATIONAL INC 10,000.000 3.50% 8/15/2046 8,996.46 9,781.82 BAY AREA CA TOLL AUTH TOLL BRI 160,000.000 6.26% 4/1/2049 160,000.00 244,393.60 BECTON DICKINSON AND CO 59,000.000 4.69% 12/15/2044 63,849.80 69,048.25 BECTON DICKINSON AND CO 63,000.000 4.88% 5/15/2044 71,674.47 72,989.97 WR BERKLEY CORP 100,000.000 6.25% 2/15/2037 97,636.81 123,100.86 WR BERKLEY CORP 50,000.000 4.75% 8/1/2044 50,965.00 55,833.71 BIOGEN INC 100,000.000 4.05% 9/15/2025 101,235.00 108,784.05 BLOCK FINANCIAL LLC 50,000.000 5.50% 11/1/2022 49,718.50 53,648.93 BLOCK FINANCIAL LLC 250,000.000 4.13% 10/1/2020 249,185.00 253,182.79 BOARDWALK PIPELINES LP 200,000.000 4.80% 5/3/2029 199,826.00 214,393.75 BOSTON PROPERTIES LP 80,000.000 3.13% 9/1/2023 79,503.20 82,568.64 BOSTON SCIENTIFIC CORP 50,000.000 7.00% 11/15/2035 56,659.50 70,498.10 BRIGHTHOUSE FINANCIAL INC 150,000.000 4.70% 6/22/2047 148,974.00 138,991.50 BRISTOL-MYERS SQUIBB CO 10,000.000 3.25% 8/1/2042 9,094.07 9,992.60 BRISTOL-MYERS SQUIBB CO 144A 100,000.000 3.25% 8/15/2022 103,792.00 103,332.93 BRISTOL-MYERS SQUIBB CO 144A 100,000.000 3.45% 11/15/2027 108,151.00 107,027.15 BRISTOL-MYERS SQUIBB CO 144A 145,000.000 5.00% 8/15/2045 191,063.60 186,004.74 BRISTOL-MYERS SQUIBB CO 144A 100,000.000 4.13% 6/15/2039 99,658.00 115,424.59 BRISTOL-MYERS SQUIBB CO 144A 200,000.000 4.25% 10/26/2049 217,186.00 237,455.07 BROADRIDGE FINANCIAL SOLUTIONS 200,000.000 2.90% 12/1/2029 199,434.00 199,816.93 BROADCOM CORP / BROADCOM CAYMA 100,000.000 2.65% 1/15/2023 99,352.00 100,569.76 BROADCOM CORP / BROADCOM CAYMA 100,000.000 3.13% 1/15/2025 94,859.00 101,218.73

2 2019 | Investment Portfolio AS OF DEC. 31, 2019

BROADCOM CORP / BROADCOM CAYMA 250,000.000 3.50% 1/15/2028 245,643.50 251,571.74 BROWN & BROWN INC 100,000.000 4.50% 3/15/2029 101,056.00 110,069.74 BURLINGTON NORTHERN SANTA FE L 130,000.000 4.95% 9/15/2041 134,844.88 159,248.15 BURLINGTON NORTHERN SANTA FE L 35,000.000 3.05% 3/15/2022 36,365.11 35,777.05 BURLINGTON NORTHERN SANTA FE L 100,000.000 3.75% 4/1/2024 99,673.00 106,664.76 BURLINGTON NORTHERN SANTA FE L 100,000.000 3.65% 9/1/2025 105,330.00 107,789.14 VIACOMCBS INC 100,000.000 3.38% 3/1/2022 102,494.00 102,309.93 VIACOMCBS INC 100,000.000 4.90% 8/15/2044 103,708.00 113,198.13 VIACOMCBS INC 50,000.000 4.60% 1/15/2045 52,131.00 55,439.04 CIGNA CORP 100,000.000 4.13% 11/15/2025 99,770.00 108,524.35 CIGNA CORP 144A 100,000.000 3.05% 10/15/2027 100,162.00 101,424.91 CIGNA CORP 144A 100,000.000 3.88% 10/15/2047 96,065.00 101,660.91 CIGNA CORP 144A 121,000.000 6.13% 11/15/2041 156,628.45 154,572.96 CNH INDUSTRIAL CAPITAL LLC 5,000.000 4.88% 4/1/2021 5,337.50 5,162.50 CNH INDUSTRIAL CAPITAL LLC 5,000.000 3.88% 10/15/2021 5,181.25 5,130.70 CNH INDUSTRIAL CAPITAL LLC 5,000.000 4.38% 4/5/2022 5,312.50 5,219.70 CNA FINANCIAL CORP 75,000.000 4.50% 3/1/2026 76,077.75 82,726.66 CNOOC FINANCE 2015 USA LLC 200,000.000 3.75% 5/2/2023 198,784.00 207,964.04 CRH AMERICA FINANCE INC 144A 150,000.000 3.40% 5/9/2027 148,906.50 155,978.97 CSX CORP 300,000.000 6.15% 5/1/2037 328,426.72 398,779.77 CSX CORP 40,000.000 4.75% 5/30/2042 44,093.80 47,157.37 CSX CORP 35,000.000 2.60% 11/1/2026 33,968.27 35,602.82 CVS HEALTH CORP 262,000.000 3.88% 7/20/2025 260,840.58 279,057.69 CVS HEALTH CORP 100,000.000 4.88% 7/20/2035 105,179.00 115,020.90 CVS HEALTH CORP 40,000.000 5.13% 7/20/2045 42,853.32 47,452.62 CVS HEALTH CORP 50,000.000 2.13% 6/1/2021 49,860.50 50,086.42 CVS HEALTH CORP 50,000.000 2.88% 6/1/2026 49,569.50 50,733.29 CVS HEALTH CORP 320,000.000 4.78% 3/25/2038 324,366.00 363,798.11 CVS HEALTH CORP 125,000.000 5.05% 3/25/2048 124,287.50 148,128.30 CA INC 165,000.000 4.70% 3/15/2027 175,447.77 179,839.02 CABELA’S CREDIT CARD MAST 2 A1 450,000.003 2.25% 7/17/2023 445,236.33 450,482.85 CABOT CORP 125,000.000 3.40% 9/15/2026 124,811.25 126,746.22 CAPITAL ONE FINANCIAL CORP 100,000.000 4.75% 7/15/2021 98,006.60 104,144.71 CAPITAL ONE FINANCIAL CORP 50,000.000 3.75% 7/28/2026 50,210.00 52,683.40 CAPITAL ONE FINANCIAL CORP 300,000.000 3.75% 3/9/2027 299,082.00 320,012.56 CAPITAL ONE MULTI-ASSET A2 A2 140,000.000 2.08% 3/15/2023 138,878.91 140,095.40 CAPITAL ONE MULTI-ASSET A8 A8 230,000.000 2.05% 8/15/2023 226,657.81 230,351.69 CAPITAL ONE NA 125,000.000 2.25% 9/13/2021 124,806.25 125,564.67 CAPITAL ONE NA 100,000.000 2.15% 9/6/2022 100,501.00 100,169.77 CARLISLE COS INC 100,000.000 3.75% 12/1/2027 101,212.00 104,736.54 CATERPILLAR INC 75,000.000 5.20% 5/27/2041 84,821.55 97,275.95 CATERPILLAR INC 40,000.000 3.80% 8/15/2042 40,126.28 44,886.10 CATERPILLAR FINANCIAL SERVICES 200,000.000 2.40% 6/6/2022 199,702.00 202,586.01 CENTERPOINT ENERGY HOUSTON ELE 145,000.000 3.00% 2/1/2027 140,291.47 149,491.44 CHARTER COMMUNICATIONS OPERATI 100,000.000 6.38% 10/23/2035 114,963.00 125,864.63 CHARTER COMMUNICATIONS OPERATI 20,000.000 6.48% 10/23/2045 24,107.88 24,794.52 CHARTER COMMUNICATIONS OPERATI 125,000.000 4.46% 7/23/2022 125,117.50 131,396.14 CHARTER COMMUNICATIONS OPERATI 100,000.000 3.75% 2/15/2028 95,491.00 103,731.21 CHARTER COMMUNICATIONS OPERATI 100,000.000 4.20% 3/15/2028 101,363.00 106,605.52 CIMAREX ENERGY CO 20,000.000 3.90% 5/15/2027 20,372.14 20,748.60 CISCO SYSTEMS INC 100,000.000 5.90% 2/15/2039 120,030.90 140,147.21 CISCO SYSTEMS INC 100,000.000 3.63% 3/4/2024 102,913.00 106,918.33 CISCO SYSTEMS INC 100,000.000 2.60% 2/28/2023 101,511.00 102,248.31 CITIGROUP INC 100,000.000 6.13% 8/25/2036 98,495.00 130,250.65 CITIGROUP INC 50,000.000 8.13% 7/15/2039 60,791.50 83,472.83 CITIGROUP INC 50,000.000 5.88% 1/30/2042 49,271.50 70,387.93 CITIGROUP INC 50,000.000 3.88% 10/25/2023 49,885.00 53,095.06 CITIGROUP INC 50,000.000 5.30% 5/6/2044 56,160.60 63,791.06 CITIGROUP INC 100,000.000 4.40% 6/10/2025 99,798.00 108,709.12 CITIGROUP INC 230,000.000 4.13% 7/25/2028 230,681.11 250,991.87 CITIGROUP INC 50,000.000 2.35% 8/2/2021 50,265.85 50,308.58 CITIGROUP INC 100,000.000 2.75% 4/25/2022 99,481.00 101,602.27 CITIGROUP INC 250,000.000 3.52% 10/27/2028 250,000.00 263,224.25 CITIGROUP INC 125,000.000 3.88% 1/24/2039 125,000.00 136,944.48 CITIGROUP INC 200,000.000 4.65% 7/23/2048 202,028.00 250,166.06 CITIZENS BANK NA/PROVIDENCE RI 150,000.000 2.55% 5/13/2021 149,860.50 151,153.49 CITIZENS BANK NA/PROVIDENCE RI 300,000.000 2.25% 3/2/2020 299,715.00 300,022.94 CLOROX CO/THE 200,000.000 3.05% 9/15/2022 203,038.00 204,815.33 TAPESTRY INC 200,000.000 4.13% 7/15/2027 199,032.00 204,437.26 COLGATE-PALMOLIVE CO 50,000.000 1.95% 2/1/2023 49,268.50 50,223.38 COLGATE-PALMOLIVE CO 10,000.000 4.00% 8/15/2045 10,449.48 11,783.59 COLGATE-PALMOLIVE CO 150,000.000 3.70% 8/1/2047 148,977.00 172,447.46 COLGATE-PALMOLIVE CO 75,000.000 2.25% 11/15/2022 74,253.75 76,043.33 COLONIAL PIPELINE CO 144A 120,000.000 6.38% 8/1/2037 119,545.20 162,562.32 COMCAST CORP 20,000.000 4.25% 1/15/2033 21,297.78 23,181.64 COMCAST CORP 45,000.000 3.60% 3/1/2024 44,741.70 47,706.88

3 2019 | Investment Portfolio AS OF DEC. 31, 2019

COMCAST CORP 100,000.000 3.38% 8/15/2025 102,547.00 106,142.71 COMCAST CORP 88,000.000 4.60% 8/15/2045 92,360.45 105,804.21 COMCAST CORP 100,000.000 3.20% 7/15/2036 99,009.00 102,381.19 COMCAST CORP 250,000.000 3.00% 2/1/2024 249,522.50 259,127.95 COMCAST CORP 200,000.000 3.30% 2/1/2027 205,758.00 211,886.33 COMCAST CORP 344,000.000 3.97% 11/1/2047 333,110.32 378,994.75 COMCAST CORP 100,000.000 4.00% 11/1/2049 99,621.00 110,893.98 COMMONWEALTH EDISON CO 125,000.000 4.00% 3/1/2048 124,976.25 140,671.48 CONAGRA BRANDS INC 200,000.000 4.60% 11/1/2025 199,428.00 220,964.43 CONCHO RESOURCES INC 100,000.000 3.75% 10/1/2027 100,620.00 105,184.20 CONCHO RESOURCES INC 100,000.000 4.30% 8/15/2028 99,660.00 109,040.37 CONNECTICUT LIGHT & POWER CO/T 155,000.000 3.20% 3/15/2027 159,552.61 163,755.33 CONSOLIDATED EDISON CO OF NEW 40,000.000 5.30% 3/1/2035 47,030.36 49,277.47 CONSOLIDATED EDISON CO OF NEW 10,000.000 4.45% 3/15/2044 10,976.30 11,620.00 CONSOLIDATED EDISON CO OF NEW 100,000.000 3.80% 5/15/2028 99,983.00 108,909.67 CONSOLIDATED EDISON CO OF NEW 100,000.000 4.13% 5/15/2049 108,279.00 113,641.39 CONSOLIDATED EDISON INC 135,000.000 2.00% 5/15/2021 131,668.60 135,087.01 CONSUMERS ENERGY CO 100,000.000 4.35% 8/31/2064 99,137.00 117,255.03 CONTINENTAL AIRLINES 2012-2 CL 20,982.267 4.00% 4/29/2026 20,982.27 22,141.89 CONTINENTAL AIRLINES 2005-ERJ1 12,431.888 9.80% 10/1/2022 12,658.81 12,713.47 CORNING INC 10,000.000 4.75% 3/15/2042 10,423.49 11,361.68 CROWN CASTLE INTERNATIONAL COR 75,000.000 4.45% 2/15/2026 76,793.25 82,168.28 CUBESMART LP 20,000.000 4.38% 12/15/2023 21,217.90 21,296.88 CULLEN/FROST BANKERS INC 110,000.000 4.50% 3/17/2027 109,754.70 115,630.68 CUMMINS INC 50,000.000 7.12% 3/1/2028 63,471.50 66,064.78 DTE ENERGY CO 36,000.000 3.85% 12/1/2023 35,922.60 37,787.62 DXC TECHNOLOGY CO 100,000.000 4.75% 4/15/2027 103,347.00 107,708.49 DANAHER CORP 355,000.000 3.35% 9/15/2025 356,879.35 377,637.64 DANAHER CORP 5,000.000 4.38% 9/15/2045 4,989.20 5,923.47 DARDEN RESTAURANTS INC 110,000.000 3.85% 5/1/2027 112,402.18 115,001.05 JOHN DEERE CAPITAL CORP 100,000.000 3.90% 7/12/2021 110,027.00 103,341.67 JOHN DEERE CAPITAL CORP 65,000.000 3.15% 10/15/2021 67,735.66 66,605.43 JOHN DEERE CAPITAL CORP 100,000.000 2.75% 3/15/2022 99,825.00 101,929.42 JOHN DEERE CAPITAL CORP 50,000.000 3.40% 9/11/2025 50,415.50 53,136.20 JOHN DEERE CAPITAL CORP 100,000.000 2.15% 9/8/2022 99,368.00 100,847.30 JOHN DEERE CAPITAL CORP 100,000.000 2.95% 4/1/2022 101,104.00 102,393.99 DELL INTERNATIONAL LLC / 144A 100,000.000 4.00% 7/15/2024 100,339.00 104,772.43 DELL INTERNATIONAL LLC / 144A 100,000.000 4.90% 10/1/2026 101,577.00 110,119.94 DELMARVA POWER & LIGHT CO 50,000.000 3.50% 11/15/2023 49,979.00 52,345.20 DELTA AIR LINES INC 300,000.000 2.88% 3/13/2020 299,181.00 300,046.60 DELTA AIR LINES INC 100,000.000 3.75% 10/28/2029 99,033.00 99,841.00 DTE ELECTRIC CO 100,000.000 4.50% 9/1/2041 98,866.00 112,888.66 DIAGEO INVESTMENT CORP 10,000.000 4.25% 5/11/2042 10,697.88 11,526.61 DELL INTERNATIONAL LLC / 144A 660,000.000 4.42% 6/15/2021 675,282.59 679,213.67 DELL INTERNATIONAL LLC / 144A 20,000.000 6.02% 6/15/2026 19,990.40 23,024.00 DELL INTERNATIONAL LLC / 144A 55,000.000 8.35% 7/15/2046 61,112.38 75,786.54 DISCOVER BANK 100,000.000 3.45% 7/27/2026 99,891.00 103,866.86 TWDC ENTERPRISES 18 CORP 10,000.000 4.13% 12/1/2041 10,489.94 11,493.89 TWDC ENTERPRISES 18 CORP 300,000.000 2.95% 6/15/2027 298,887.00 316,535.93 DISCOVER CARD EXECUTION A4 A4 350,000.001 2.19% 4/17/2023 346,130.86 350,973.25 DISCOVER CARD EXECUTION N A3 A 175,000.000 1.89% 10/15/2024 174,962.41 174,781.92 WALT DISNEY CO/THE 180,000.000 4.50% 2/15/2021 185,891.60 185,498.80 WALT DISNEY CO/THE 180,000.000 3.70% 9/15/2024 187,331.60 192,661.39 WALT DISNEY CO/THE 92,000.000 6.40% 12/15/2035 124,133.76 130,763.03 DISCOVERY COMMUNICATIONS LLC 110,000.000 4.38% 6/15/2021 109,736.64 113,615.47 DISCOVERY COMMUNICATIONS LLC 140,000.000 4.88% 4/1/2043 143,873.20 153,188.22 DISCOVERY COMMUNICATIONS LLC 55,000.000 4.90% 3/11/2026 58,333.50 61,389.14 DISCOVERY COMMUNICATIONS LLC 100,000.000 2.95% 3/20/2023 100,119.00 101,920.23 DISCOVERY COMMUNICATIONS LLC 100,000.000 3.95% 3/20/2028 99,727.00 106,752.18 DISCOVERY COMMUNICATIONS LLC 100,000.000 5.00% 9/20/2037 101,496.00 113,018.59 DISCOVERY COMMUNICATIONS LLC 100,000.000 5.20% 9/20/2047 102,426.00 116,569.75 DISCOVERY COMMUNICATIONS LLC 50,000.000 3.95% 6/15/2025 49,985.00 53,384.08 DISCOVER FINANCIAL SERVICES 50,000.000 5.20% 4/27/2022 49,781.50 53,309.82 DOLLAR GENERAL CORP 155,000.000 3.88% 4/15/2027 158,525.32 165,976.48 DOMINION ENERGY GAS HOLDINGS L 100,000.000 4.60% 12/15/2044 95,282.00 111,618.09 DOMINION ENERGY INC 125,000.000 4.90% 8/1/2041 127,282.25 146,682.79 DOMINION ENERGY INC 200,000.000 2.75% 1/15/2022 202,466.00 202,894.57 KEURIG DR PEPPER INC 44,000.000 2.00% 1/15/2020 43,659.00 43,997.66 KEURIG DR PEPPER INC 35,000.000 3.13% 12/15/2023 35,788.52 35,989.88 DUKE REALTY LP 20,000.000 3.88% 10/15/2022 20,987.06 20,850.35 EOG RESOURCES INC 310,000.000 2.63% 3/15/2023 305,536.50 315,773.24 EOG RESOURCES INC 10,000.000 3.90% 4/1/2035 9,916.81 11,093.54 ERP OPERATING LP 25,000.000 4.50% 6/1/2045 24,905.50 29,777.95 EQT CORP 50,000.000 4.88% 11/15/2021 49,542.50 51,622.38 EQT CORP 100,000.000 3.00% 10/1/2022 99,285.00 98,280.86 EQT CORP 100,000.000 3.90% 10/1/2027 99,851.00 93,040.21 ERAC USA FINANCE LLC 144A 125,000.000 4.50% 2/15/2045 123,560.00 137,879.73 EPR PROPERTIES 35,000.000 4.50% 6/1/2027 35,308.91 37,471.98 EATON CORP 100,000.000 4.15% 11/2/2042 94,524.00 111,901.56 EBAY INC 50,000.000 2.60% 7/15/2022 49,934.50 50,291.60 EBAY INC 200,000.000 2.75% 1/30/2023 199,334.00 202,770.80

4 2019 | Investment Portfolio AS OF DEC. 31, 2019

ECOLAB INC 27,000.000 4.35% 12/8/2021 29,449.06 28,274.10 ECOLAB INC 100,000.000 3.25% 1/14/2023 105,730.00 103,196.87 ELANCO ANIMAL HEALTH INC 200,000.000 3.91% 8/27/2021 200,000.00 205,187.09 ELECTRONIC ARTS INC 35,000.000 3.70% 3/1/2021 36,635.87 35,654.69 ELECTRONIC ARTS INC 125,000.000 4.80% 3/1/2026 126,428.75 140,491.39 EMERSON ELECTRIC CO 50,000.000 6.00% 8/15/2032 65,027.00 66,136.16 ENABLE MIDSTREAM PARTNERS LP 75,000.000 3.90% 5/15/2024 50,791.50 76,839.97 ENABLE MIDSTREAM PARTNERS LP 125,000.000 5.00% 5/15/2044 124,982.50 114,741.74 ENABLE MIDSTREAM PARTNERS LP 45,000.000 4.40% 3/15/2027 45,779.22 44,944.95 ENERGY TRANSFER OPERATING LP 100,000.000 6.05% 6/1/2041 89,618.20 112,909.85 ENERGY TRANSFER OPERATING LP 20,000.000 5.15% 2/1/2043 19,759.58 20,559.54 ENERGY TRANSFER OPERATING LP 350,000.000 4.05% 3/15/2025 348,876.50 367,982.73 ENERGY TRANSFER OPERATING LP 165,000.000 4.75% 1/15/2026 174,864.03 178,688.49 ENTERPRISE PRODUCTS OPERATING 40,000.000 6.13% 10/15/2039 48,489.52 52,334.30 ENTERPRISE PRODUCTS OPERATING 125,000.000 4.05% 2/15/2022 123,024.88 130,198.30 ENTERPRISE PRODUCTS OPERATING 75,000.000 3.75% 2/15/2025 75,591.75 79,932.67 ENTERPRISE PRODUCTS OPERATING 168,000.000 6.65% 10/15/2034 168,194.32 228,424.79 EQUINIX INC 15,000.000 5.88% 1/15/2026 16,012.50 15,918.90 EQUINIX INC 15,000.000 5.38% 5/15/2027 16,162.50 16,290.45 ESSEX PORTFOLIO LP 90,000.000 3.63% 5/1/2027 90,786.33 94,965.11 EXELON GENERATION CO LLC 105,000.000 6.25% 10/1/2039 116,709.45 126,408.31 FHA INSD 5TH PROJ MTG SER GMAC 85.810 7.40% 2/1/2021 85.75 85.89 EXPEDIA GROUP INC 100,000.000 4.50% 8/15/2024 99,444.00 106,759.40 EXPEDIA GROUP INC 100,000.000 3.80% 2/15/2028 99,274.00 102,287.64 FHLMC POOL #A6-2994 40,090.772 5.00% 7/1/2037 43,060.01 44,160.40 FHLMC POOL #A7-6483 76,289.250 5.50% 4/1/2038 84,875.91 85,588.44 FHLMC POOL #G0-1837 104,993.037 5.00% 7/1/2035 113,269.72 115,835.38 FHLMC POOL #G0-1909 12,091.483 5.50% 1/1/2035 11,959.23 13,614.69 FHLMC POOL #G1-3013 7,563.770 6.00% 11/1/2022 8,050.67 7,698.00 FHLMC POOL #G1-3833 68,607.390 4.50% 5/1/2025 73,692.53 72,229.80 FHLMC POOL #G1-4795 16,538.767 2.00% 7/1/2023 16,807.53 16,379.41 FHLMC POOL #G1-5187 58,897.070 3.00% 9/1/2029 60,778.05 60,674.98 FHLMC POOL #G1-5557 589,795.220 3.00% 11/1/2030 590,532.46 608,711.75 FHLMC POOL #G1-5729 60,879.040 2.50% 5/1/2028 61,868.99 61,727.40 FHLMC POOL #G1-5742 55,007.300 3.00% 10/1/2028 56,802.58 56,481.37 FHLMC POOL #G0-8067 95,215.226 5.00% 7/1/2035 101,374.46 105,042.16 FHLMC POOL #G0-8368 510,047.385 4.50% 10/1/2039 542,403.51 553,920.25 FHLMC POOL #G0-8524 381,396.972 3.00% 3/1/2043 381,069.23 393,087.16 FHLMC POOL #G0-8553 151,025.240 3.00% 10/1/2043 152,743.57 155,577.59 FHLMC POOL #G0-8591 52,820.830 3.50% 6/1/2044 54,009.31 55,401.39 FHLMC POOL #G0-8595 62,635.440 4.00% 7/1/2044 66,139.52 66,411.86 FHLMC POOL #G0-8596 113,780.490 4.50% 7/1/2044 122,272.51 122,417.35 FHLMC POOL #G0-8609 119,757.490 3.50% 10/1/2044 123,439.11 125,402.82 FHLMC POOL #G0-8615 87,970.270 3.50% 11/1/2044 91,159.17 92,063.21 FHLMC POOL #G0-8624 146,259.146 4.00% 1/1/2045 153,480.69 155,082.18 FHLMC POOL #G0-8627 87,312.740 3.50% 2/1/2045 91,282.74 91,700.87 FHLMC POOL #G0-8637 87,012.220 4.00% 4/1/2045 92,355.32 92,262.50 FHLMC POOL #G0-8648 156,188.410 3.00% 6/1/2045 156,688.73 160,062.04 FHLMC POOL #G0-8653 74,772.690 3.00% 7/1/2045 75,398.98 76,695.56 FHLMC POOL #G0-8654 165,556.950 3.50% 7/1/2045 171,610.14 172,959.64 FHLMC POOL #G0-8658 318,186.130 3.00% 8/1/2045 318,638.56 326,070.13 FHLMC POOL #G0-8671 241,415.175 3.50% 10/1/2045 249,479.76 252,202.01 FHLMC POOL #G0-8672 127,614.220 4.00% 10/1/2045 135,450.50 135,317.03 FHLMC POOL #G0-8681 149,282.218 3.50% 12/1/2045 154,248.78 156,046.36 FHLMC POOL #G0-8682 59,022.970 4.00% 12/1/2045 62,292.34 62,582.86 FHLMC POOL #G0-8687 135,737.420 3.50% 1/1/2046 140,382.16 141,884.51 FHLMC POOL #G0-8688 127,237.990 4.00% 1/1/2046 135,257.49 134,912.65 FHLMC POOL #G0-8693 190,095.790 3.50% 2/1/2046 199,481.76 198,587.30 FHLMC POOL #G0-8697 323,922.290 3.00% 3/1/2046 313,900.94 331,946.87 FHLMC POOL #G0-8698 410,523.520 3.50% 3/1/2046 410,817.69 429,311.79 FHLMC POOL #G0-8701 148,768.990 3.00% 4/1/2046 152,720.64 152,457.35 FHLMC POOL #G0-8702 521,296.830 3.50% 4/1/2046 521,428.04 543,898.96 FHLMC POOL #G0-8706 276,054.500 3.50% 5/1/2046 287,816.52 287,891.05 FHLMC POOL #G0-8721 197,924.590 3.00% 8/1/2046 205,253.96 203,108.47 FHLMC POOL #G0-8722 131,002.373 3.50% 8/1/2046 135,354.30 136,860.14 FHLMC POOL #G0-8732 152,943.556 3.00% 11/1/2046 153,958.47 156,740.23 FHLMC POOL #G0-8737 231,150.271 3.00% 12/1/2046 232,684.16 236,888.34 FHLMC POOL #G0-8747 159,330.205 3.00% 2/1/2047 160,387.52 163,283.42 FHLMC POOL #G0-8748 312,593.220 3.50% 1/1/2047 312,690.92 325,390.46 FHLMC POOL #G0-8757 143,876.320 3.50% 3/1/2047 148,655.36 149,456.24 FHLMC POOL #G0-8767 133,846.280 4.00% 5/1/2047 141,387.69 140,881.92 FHLMC POOL #G0-8775 1,367,193.320 4.00% 7/1/2047 1,428,289.76 1,438,281.44 FHLMC POOL #G0-8779 381,873.430 3.50% 9/1/2047 397,073.77 396,971.95 FHLMC POOL #G0-8784 314,303.200 3.50% 9/1/2047 324,076.06 327,036.19 FHLMC POOL #G0-8795 846,822.770 3.00% 12/1/2047 844,474.18 864,866.70 FHLMC POOL #G0-8842 395,979.382 4.00% 9/1/2048 411,571.07 412,483.38 FHLMC POOL #G1-8475 363,795.440 2.50% 8/1/2028 357,770.07 368,869.56 FHLMC POOL #G1-8512 59,975.570 3.00% 5/1/2029 61,891.00 61,785.39 FHLMC POOL #G1-8522 58,935.550 3.00% 8/1/2029 60,817.76 60,714.63 FHLMC POOL #G1-8524 83,454.750 3.00% 9/1/2029 86,688.62 85,974.10 FHLMC POOL #G1-8569 395,837.888 3.00% 9/1/2030 407,094.53 407,796.28

5 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #G1-8578 126,288.690 3.00% 12/1/2030 130,925.87 130,105.16 FHLMC POOL #G1-8600 218,359.210 2.50% 5/1/2031 225,046.47 221,403.89 FHLMC POOL #G1-8601 118,977.730 3.00% 5/1/2031 125,056.76 122,572.67 FHLMC POOL #G1-8604 478,278.730 2.50% 6/1/2031 484,833.28 484,948.70 FHLMC POOL #G1-8614 294,331.430 2.50% 9/1/2031 300,888.77 298,437.33 FHLMC POOL #G1-8623 170,787.400 3.00% 12/1/2031 175,884.35 175,952.51 FHLMC POOL #G0-5342 60,958.711 5.00% 1/1/2039 66,780.85 67,205.73 FHLMC POOL #G0-5505 59,621.550 5.50% 8/1/2038 66,314.00 67,096.10 FHLMC POOL #G0-5634 68,985.280 4.00% 10/1/2039 72,402.19 74,036.19 FHLMC POOL #G0-5852 41,433.040 5.50% 3/1/2039 44,773.60 46,501.86 FHLMC POOL #G0-5904 47,948.920 5.00% 9/1/2039 52,035.79 52,866.72 FHLMC POOL #G0-6087 118,336.460 5.00% 9/1/2040 128,422.81 130,449.68 FHLMC POOL #G0-6493 193,783.316 4.50% 5/1/2041 212,556.07 210,541.90 FHLMC POOL #G0-6913 180,167.937 4.50% 6/1/2037 196,865.51 195,739.29 FHLMC POOL #G0-7053 71,083.560 5.00% 10/1/2039 76,237.10 79,339.18 FHLMC POOL #G0-7237 59,146.430 3.50% 12/1/2042 60,033.63 63,012.21 FHLMC POOL #G0-7387 71,065.670 4.00% 4/1/2042 75,496.16 76,279.96 FHLMC POOL #G0-7410 122,088.748 3.50% 7/1/2043 126,266.45 130,066.63 FHLMC POOL #G0-7412 207,032.127 3.50% 6/1/2043 219,001.15 218,322.38 FHLMC POOL #G0-7459 284,434.340 3.50% 8/1/2043 294,913.44 300,003.74 FHLMC POOL #G0-7698 58,379.570 5.00% 12/1/2041 63,886.96 64,379.23 FHLMC POOL #J1-2636 17,556.380 4.00% 7/1/2025 18,565.91 18,314.02 FHLMC POOL #J1-3209 61,889.820 4.00% 10/1/2025 65,448.47 64,537.84 FHLMC POOL #J1-4734 58,160.960 3.50% 3/1/2026 61,087.19 60,290.96 FHLMC POOL #J1-4793 15,120.530 3.50% 3/1/2021 15,794.60 15,667.96 FHLMC POOL #J1-7232 140,375.961 3.00% 11/1/2026 144,609.18 144,675.54 FHLMC POOL #J1-7530 104,188.943 3.00% 12/1/2026 107,566.27 106,820.73 FHLMC POOL #J1-8414 58,194.710 3.00% 3/1/2027 60,995.34 59,691.74 FHLMC POOL #J1-8913 103,559.412 2.50% 4/1/2027 105,964.14 105,199.28 FHLMC POOL #C9-1385 151,270.600 4.00% 8/1/2031 157,699.61 161,218.30 FHLMC POOL #C9-1395 130,981.152 4.00% 9/1/2031 136,547.86 139,596.79 FHLMC POOL #C9-1557 81,387.119 3.00% 9/1/2032 83,701.56 83,898.05 FHLMC POOL #C9-1709 101,686.832 3.00% 6/1/2033 104,546.78 104,830.02 FHLMC POOL #C9-1818 220,664.121 4.00% 2/1/2035 237,903.50 235,161.74 FHLMC POOL #C9-1855 123,828.581 3.00% 11/1/2035 120,055.69 127,187.58 FHLMC POOL #C9-1883 258,842.370 4.00% 6/1/2036 271,403.46 275,841.33 FHLMC POOL #C9-1891 382,794.629 3.00% 9/1/2036 392,783.17 393,215.26 FHLMC POOL #C9-1974 236,434.380 4.00% 11/1/2037 243,453.53 249,328.48 FHLMC POOL #G0-1563 4,783.640 5.50% 6/1/2033 5,166.32 5,352.12 FHLMC POOL #C0-1436 4,777.110 5.50% 12/1/2032 5,159.27 5,286.17 FHLMC POOL #C0-1567 351,772.120 5.00% 5/1/2033 373,098.31 388,159.58 FHLMC POOL #C0-3534 106,055.150 5.50% 7/1/2040 115,102.98 116,812.29 FHLMC POOL #C0-3805 254,758.180 3.50% 4/1/2042 251,142.10 269,709.84 FHLMC POOL #C0-3815 548,451.510 3.50% 3/1/2042 569,802.81 578,473.15 FHLMC POOL #C0-3843 259,385.800 3.50% 5/1/2042 260,966.43 273,566.59 FHLMC POOL #C0-4061 142,097.240 4.00% 6/1/2042 152,066.23 152,429.69 FHLMC POOL #C0-4619 151,583.460 3.00% 3/1/2043 153,308.13 156,222.56 FHLMC POOL #C0-9064 58,198.300 4.00% 10/1/2044 61,454.15 61,710.73 FHLMC POOL #C0-9070 84,495.450 4.00% 12/1/2044 90,466.23 89,595.06 FHLMC POOL #C2-2347 5,639.900 6.00% 2/1/2029 6,236.28 6,308.29 FHLMC POOL #A8-4218 8,288.770 4.50% 5/1/2038 8,262.87 9,002.91 FHLMC POOL #A8-9148 337,601.450 4.00% 10/1/2039 361,653.23 362,103.90 FHLMC POOL #E0-3098 21,737.580 2.50% 3/1/2027 22,603.68 22,038.07 FHLMC POOL #A9-4605 66,374.256 4.00% 10/1/2040 70,336.04 71,226.15 FHLMC POOL #A9-4672 508,006.100 4.50% 10/1/2040 538,645.19 551,944.90 FHLMC POOL #A9-4833 282,055.510 4.00% 11/1/2040 301,829.32 302,786.53 FHLMC POOL #A9-5575 175,732.393 4.00% 12/1/2040 182,301.75 188,578.10 FHLMC POOL #A9-5637 79,223.514 4.50% 12/1/2040 85,481.91 86,098.51 FHLMC POOL #A9-5656 71,611.304 4.00% 12/1/2040 74,288.30 76,854.10 FHLMC POOL #A9-5825 43,612.650 4.00% 12/1/2040 45,766.01 46,804.60 FHLMC POOL #A9-5856 84,768.735 4.00% 12/1/2040 87,937.62 90,969.53 FHLMC POOL #A9-6312 315,126.160 4.00% 1/1/2041 334,792.55 338,184.26 FHLMC POOL #A9-6380 98,647.180 4.00% 1/1/2041 105,324.96 105,876.61 FHLMC POOL #A9-6956 25,686.800 4.50% 2/1/2041 27,733.72 27,916.17 FHLMC POOL #A9-7040 118,792.231 4.00% 2/1/2041 126,412.04 127,480.21 FEDERAL HOME LN BK CONS BD 220,000.000 2.50% 2/13/2024 219,221.20 226,840.88 FEDERAL HOME LN BK CONS BD 170,000.000 1.63% 12/20/2021 169,816.40 170,068.87 FHLMC POOL #J2-3424 67,481.210 2.50% 4/1/2028 66,700.98 68,643.83 FHLMC POOL #J2-3790 11,651.321 2.00% 5/1/2023 11,840.65 11,539.16 FHLMC POOL #J2-3905 94,161.519 2.00% 5/1/2023 95,618.09 94,262.11 FHLMC POOL #J2-4983 19,114.214 2.00% 8/1/2023 19,424.82 18,929.66 FHLMC POOL #J2-7459 87,443.230 3.00% 2/1/2029 86,213.56 90,249.13 FHLMC POOL #J3-1635 352,433.853 2.50% 5/1/2030 341,860.84 357,344.98 FEDERAL AGRIC MTG CORP NT 68,000.000 4.16% 3/9/2021 78,673.96 70,039.86 FHLMC POOL #ZT-1799 384,692.412 3.50% 3/1/2034 398,697.62 398,722.12 FHLMC POOL #SB-0106 624,500.711 3.00% 8/1/2032 640,601.12 643,124.93 FHLMC POOL #SD-0105 2,116,425.763 3.50% 6/1/2047 2,201,744.18 2,209,402.99 FHLMC POOL #SD-8005 617,138.817 3.50% 8/1/2049 633,338.71 634,250.61 FHLMC POOL #SD-8016 1,085,887.901 3.00% 10/1/2049 1,100,309.85 1,102,941.77 FHLMC POOL #SD-8031 68,708.955 3.50% 12/1/2049 70,738.02 70,800.31 FHLMC POOL #U5-9012 109,810.848 4.50% 6/1/2034 116,605.41 117,734.07

6 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #U6-9020 48,719.530 5.00% 7/1/2044 51,262.09 53,327.85 FHLMC POOL #Q0-2663 79,984.750 4.50% 8/1/2041 84,383.92 86,927.43 FHLMC POOL #Q0-2776 17,853.140 4.50% 8/1/2041 18,835.06 19,402.88 FHLMC POOL #Q0-7480 139,053.235 4.00% 4/1/2042 149,590.87 148,992.61 FHLMC POOL #Q0-7960 41,256.250 3.50% 4/1/2042 41,875.11 44,021.60 FHLMC POOL #Q0-8641 303,145.450 3.50% 6/1/2042 322,992.00 319,740.34 FHLMC POOL #Q0-9258 344,447.820 3.00% 7/1/2042 346,170.07 354,797.56 FHLMC POOL #Q0-9896 256,526.130 3.50% 8/1/2042 269,031.78 270,570.29 FHLMC POOL #Q1-0598 36,593.580 4.00% 5/1/2041 39,049.35 38,089.56 FHLMC POOL #Q1-3743 267,206.390 3.00% 11/1/2042 279,481.18 275,450.87 FHLMC POOL #U9-9051 342,745.782 3.50% 6/1/2043 349,528.64 360,261.86 FHLMC POOL #Q2-0570 440,019.440 3.50% 8/1/2043 442,150.77 463,201.37 FHLMC POOL #G3-0954 106,069.580 4.00% 10/1/2036 112,616.07 113,044.00 FHLMC POOL #Q1-7674 181,420.445 3.00% 4/1/2043 187,911.89 187,012.60 FHLMC POOL #V6-0188 22,724.607 3.50% 1/1/2027 24,066.75 23,564.34 FHLMC POOL #V8-2781 518,365.820 3.00% 12/1/2046 520,309.70 531,233.51 FHLMC POOL #V8-2942 172,745.458 3.00% 2/1/2047 174,002.74 177,244.72 FHLMC POOL #Q2-6319 81,287.190 4.00% 5/1/2044 86,113.62 86,156.17 FHLMC POOL #Q4-1084 641,396.050 3.50% 6/1/2046 637,587.76 668,573.84 FHLMC POOL #Q4-3409 252,510.550 3.50% 10/1/2046 254,941.00 265,411.47 FHLMC POOL #Q4-5094 311,780.170 3.00% 12/1/2046 311,439.14 319,426.41 FHLMC POOL #Q4-8094 525,299.830 4.00% 5/1/2047 551,072.36 550,596.47 FHLMC POOL #Q5-0152 711,978.170 4.00% 8/1/2047 752,694.43 749,419.12 FHLMC POOL #Q5-2093 675,770.710 3.50% 11/1/2047 696,888.54 702,261.62 FEDERAL FARM CR BK CONS BD 140,000.000 5.75% 12/7/2028 153,330.72 181,419.33 FHLMC POOL #QA-0778 626,249.558 3.50% 7/1/2049 642,590.75 645,647.40 FHLMC POOL #QA-0808 427,433.390 3.50% 7/1/2049 437,918.86 441,163.02 FHLMC POOL #QA-2142 628,848.590 3.50% 8/1/2049 648,107.08 648,101.51 FHLMC POOL #G6-0174 64,818.180 4.00% 10/1/2043 68,682.53 69,570.19 FHLMC POOL #G6-0176 90,113.740 3.50% 7/1/2045 93,422.58 94,999.25 FHLMC POOL #G6-0594 58,263.870 6.00% 7/1/2040 65,342.05 66,828.04 FHLMC POOL #G6-0650 426,857.186 4.00% 4/1/2046 441,797.19 451,925.87 FHLMC POOL #G6-0887 126,472.070 4.50% 7/1/2045 136,491.20 137,275.65 FHLMC POOL #G6-1021 337,607.360 3.00% 1/1/2047 338,873.39 348,172.75 FHLMC POOL #QA-2741 851,340.954 3.50% 9/1/2049 878,876.51 877,253.67 FHLMC POOL #QA-3157 623,344.689 3.00% 10/1/2049 631,526.09 632,711.00 FHLMC POOL #QA-3329 835,952.323 3.00% 10/1/2049 853,455.07 849,080.91 FHLMC POOL #QA-4396 345,693.002 2.50% 11/1/2049 343,046.29 341,884.48 FEDERAL HOME LN MTG CORP 100,000.000 6.75% 3/15/2031 147,853.00 144,910.81 FHLMC POOL #QA-4699 846,909.140 3.00% 11/1/2049 858,686.47 859,163.86 FEDERAL NATL MTG ASSN 300,000.000 2.13% 4/24/2026 293,267.70 304,540.33 FEDERAL NATL MTG ASSN 100,000.000 1.25% 5/6/2021 100,273.40 99,528.52 FEDERAL NATL MTG ASSN 425,000.000 2.25% 4/12/2022 423,606.00 431,357.55 FEDERAL NATL MTG ASSN 250,000.000 1.75% 7/2/2024 249,052.50 250,285.01 FEDERAL NATL MTG ASSN 100,000.000 6.25% 5/15/2029 142,221.00 135,239.62 FEDERAL HOME LN MTG CORP 300,000.000 2.38% 1/13/2022 304,258.60 304,624.40 FNMA POOL #0254905 8,523.923 6.00% 10/1/2033 8,575.62 9,758.93 FNMA POOL #0255555 26,922.290 6.00% 1/1/2035 28,365.13 30,827.82 FEDERAL REALTY INVESTMENT TRUS 100,000.000 3.00% 8/1/2022 98,743.00 102,149.01 FEDERAL REALTY INVESTMENT TRUS 20,000.000 2.55% 1/15/2021 20,208.80 20,104.73 FNMA POOL #0374870 1,669.900 9.00% 9/1/2021 1,765.39 1,672.11 FNMA POOL #0432271 126,184.260 7.00% 10/1/2028 133,597.53 137,547.88 FNMA POOL #0AI1191 6,062.486 4.50% 4/1/2041 6,581.59 6,583.12 FNMA POOL #0AI1935 550,202.660 5.00% 5/1/2041 605,050.98 605,736.85 FNMA POOL #0AI4890 213,963.660 4.50% 6/1/2041 225,731.68 232,389.29 FNMA POOL #0AI8191 117,426.660 4.50% 8/1/2041 124,366.77 127,539.51 FNMA POOL #0AI9850 305,625.220 4.00% 9/1/2041 316,704.14 327,838.20 FNMA POOL #0AJ5332 28,242.500 3.00% 11/1/2026 29,213.33 28,803.63 FNMA POOL #0AJ5643 39,082.980 4.00% 11/1/2041 41,189.79 41,863.27 FNMA POOL #0AH0965 5,866.270 3.00% 12/1/2025 6,171.51 6,018.50 FNMA POOL #0AH3520 148,810.310 4.00% 2/1/2041 156,832.12 159,646.56 FNMA POOL #0AH4907 60,263.760 3.50% 10/1/2026 62,787.30 62,441.89 FNMA POOL #0AH5818 636,950.990 4.50% 2/1/2041 668,450.21 691,791.51 FNMA POOL #0AL0060 269.880 5.00% 4/1/2021 290.08 278.81 FNMA POOL #0AL0081 73,657.879 5.00% 8/1/2040 81,412.09 81,202.69 FNMA POOL #0AL0194 107,110.920 4.00% 1/1/2041 115,746.77 115,437.64 FNMA POOL #0AL1831 115,123.347 3.50% 5/1/2027 121,288.76 119,526.55 FNMA POOL #0AL2459 108,732.871 4.00% 8/1/2042 116,395.14 116,255.07 FNMA POOL #0AL2753 119,918.149 4.00% 12/1/2041 127,032.65 128,522.42 FNMA POOL #0AL2908 55,212.670 3.00% 8/1/2027 56,984.25 56,576.33 FNMA POOL #0AL3605 168,846.610 3.50% 5/1/2043 172,329.09 180,055.22 FNMA POOL #0AL3681 69,991.710 6.00% 10/1/2040 78,740.67 80,225.68 FNMA POOL #0AL3788 218,763.160 4.00% 7/1/2043 223,172.60 234,002.23 FNMA POOL #0AL3942 69,745.490 5.50% 12/1/2038 78,332.90 78,489.61 FNMA POOL #0AL4048 72,336.060 3.00% 3/1/2028 73,245.61 74,798.11 FNMA POOL #0AL4435 53,713.770 3.00% 9/1/2028 55,693.53 55,040.71 FNMA POOL #0AL5250 76,859.820 2.50% 10/1/2028 78,409.03 77,886.17 FNMA POOL #0AL5423 201,194.310 4.00% 6/1/2044 213,203.08 217,387.52 FNMA POOL #0AL5559 95,637.830 4.50% 5/1/2042 103,871.64 103,817.66 FNMA POOL #0AL5749 335,932.597 4.50% 7/1/2042 360,602.81 364,565.04 FNMA POOL #0AL5863 301,072.690 4.50% 6/1/2041 322,618.19 326,673.36

7 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AL6167 686,244.077 3.50% 1/1/2044 704,150.75 721,414.48 FNMA POOL #0AL6535 348,901.212 3.50% 2/1/2045 366,618.87 366,721.88 FNMA POOL #0AL6657 49,319.750 5.00% 1/1/2045 54,354.70 53,285.84 FNMA POOL #0AL6927 47,367.000 4.50% 9/1/2034 49,468.91 50,709.54 FNMA POOL #0AL7590 235,750.540 3.50% 10/1/2045 243,780.81 248,133.44 FNMA POOL #0AL7620 147,120.120 3.00% 11/1/2045 148,436.66 150,668.96 FNMA POOL #0AL7910 139,156.070 3.50% 2/1/2045 144,343.90 146,678.66 FNMA POOL #0AL7963 63,699.930 3.50% 12/1/2030 66,588.18 66,280.99 FNMA POOL #0AL9023 388,681.520 3.00% 11/1/2028 390,321.28 400,496.95 FNMA POOL #0AL9072 29,348.660 5.00% 7/1/2044 31,283.85 32,304.99 FNMA POOL #0AL9245 84,744.918 5.50% 5/1/2044 94,557.44 94,122.52 FNMA POOL #0AL9282 77,990.820 4.00% 6/1/2046 83,913.25 82,467.96 FNMA POOL #0AL9318 66,709.210 4.00% 10/1/2043 70,645.81 71,534.02 FNMA POOL #0AL9678 77,694.450 4.00% 2/1/2036 79,661.10 81,597.72 FNMA POOL #0AL8706 120,109.990 2.50% 3/1/2029 121,997.35 121,717.18 FNMA POOL #0AL8826 205,239.180 3.50% 9/1/2045 212,894.23 216,193.20 FNMA POOL #0AL8922 213,264.360 3.00% 5/1/2030 221,793.67 218,848.02 FNMA POOL #0AK0080 13,037.290 4.00% 8/1/2042 13,880.68 13,964.02 FNMA POOL #0AN0141 800,000.000 3.32% 10/1/2030 827,218.75 851,950.47 FNMA POOL #0AO4133 299,955.230 3.50% 6/1/2042 305,571.54 317,370.43 FNMA POOL #0AM0414 1,000,000.004 2.87% 9/1/2027 992,742.07 1,035,663.26 FNMA POOL #0AM8326 918,587.340 3.44% 3/1/2045 939,686.17 952,844.02 FNMA POOL #0AP8904 130,917.762 3.50% 10/1/2042 139,181.95 138,002.68 FNMA POOL #0AQ5175 116,660.385 3.00% 12/1/2042 122,639.22 120,176.83 FNMA POOL #0AO9180 591,520.891 3.50% 7/1/2042 608,157.41 621,840.44 FNMA POOL #0AP4089 111,819.490 3.50% 9/1/2042 118,511.19 117,870.54 FNMA POOL #0AR0025 69,972.478 2.00% 2/1/2028 69,611.70 69,163.45 FNMA POOL #0AR2462 124,694.402 3.00% 1/1/2043 125,249.65 128,452.98 FNMA POOL #0AS1058 272,264.010 2.00% 11/1/2028 260,512.01 271,126.93 FNMA POOL #0AS1332 170,792.740 4.50% 12/1/2043 184,513.54 184,383.82 FNMA POOL #0AS1421 76,590.820 3.50% 1/1/2029 80,839.24 79,463.13 FNMA POOL #0AS2516 54,514.100 4.50% 5/1/2044 58,676.42 58,200.39 FNMA POOL #0AS2730 59,211.664 4.50% 6/1/2044 63,732.67 63,659.02 FNMA POOL #0AS2959 159,436.690 4.00% 7/1/2044 168,355.17 168,926.73 FNMA POOL #0AS3152 31,354.170 4.00% 8/1/2044 32,275.20 33,221.68 FNMA POOL #0AS3292 88,583.470 4.00% 9/1/2044 93,870.79 93,861.33 FNMA POOL #0AS3464 78,353.497 3.00% 10/1/2029 82,075.26 81,156.95 FNMA POOL #0AS3637 43,507.680 4.00% 10/1/2044 46,434.23 46,098.72 FNMA POOL #0AS4012 205,697.440 3.50% 12/1/2044 214,053.90 217,033.80 FNMA POOL #0AS4170 113,672.250 4.00% 12/1/2044 119,969.38 120,441.44 FNMA POOL #0AS4484 254,676.270 2.50% 2/1/2030 245,523.85 258,406.51 FNMA POOL #0AS4488 104,895.100 2.50% 2/1/2030 107,599.41 106,302.81 FNMA POOL #0AS4771 235,909.700 3.50% 4/1/2045 247,207.58 246,298.75 FNMA POOL #0AS4877 60,101.370 3.00% 4/1/2030 61,957.30 61,881.41 FNMA POOL #0AS4899 98,079.790 4.00% 5/1/2045 105,022.01 103,923.92 FNMA POOL #0AS4928 123,375.190 3.50% 5/1/2045 128,406.59 128,812.12 FNMA POOL #0AS4972 345,369.452 3.00% 5/1/2045 349,632.64 354,467.82 FNMA POOL #0AS5244 666,222.340 3.50% 6/1/2045 681,096.75 701,922.06 FNMA POOL #0AS5355 102,611.210 2.50% 7/1/2030 104,198.48 103,987.21 FNMA POOL #0AS5475 107,794.220 4.00% 7/1/2045 114,598.74 114,222.52 FNMA POOL #0AS5629 141,290.100 3.50% 8/1/2045 146,135.86 148,158.48 FNMA POOL #0AS5696 165,558.800 3.50% 8/1/2045 171,909.54 172,838.33 FNMA POOL #0AS5776 98,446.140 4.00% 9/1/2045 104,583.65 104,311.27 FNMA POOL #0AS5782 11,766.720 4.00% 9/1/2045 12,597.74 12,470.12 FNMA POOL #0AS5887 134,560.190 4.00% 9/1/2045 143,096.35 142,576.36 FNMA POOL #0AS6040 384,662.130 3.50% 10/1/2045 375,646.59 401,578.06 FNMA POOL #0AS6102 102,182.170 3.50% 11/1/2045 105,854.36 106,675.90 FNMA POOL #0AS6180 158,539.390 3.00% 11/1/2045 159,307.31 162,365.68 FNMA POOL #0AS6190 238,209.740 3.50% 11/1/2045 242,192.30 251,038.12 FNMA POOL #0AS6202 70,810.560 3.50% 11/1/2045 73,140.67 73,928.84 FNMA POOL #0AS6302 314,751.890 3.50% 12/1/2045 325,583.70 328,615.49 FNMA POOL #0AS6314 66,943.310 4.00% 12/1/2045 71,231.87 70,510.86 FNMA POOL #0AS6730 341,707.500 3.50% 2/1/2046 357,603.94 357,383.33 FNMA POOL #0AS6833 208,102.400 3.50% 3/1/2046 220,263.38 217,403.24 FNMA POOL #0AS7060 254,981.820 3.00% 4/1/2031 259,643.21 262,536.05 FNMA POOL #0AS7106 274,458.490 3.50% 5/1/2046 288,953.33 286,032.15 FNMA POOL #0AS7343 153,444.430 3.00% 6/1/2046 148,697.24 157,151.21 FNMA POOL #0AS7388 130,411.880 3.50% 6/1/2046 137,115.90 135,849.18 FNMA POOL #0AS7800 264,952.730 3.00% 8/1/2046 274,743.56 271,358.31 FNMA POOL #0AS7863 273,164.370 3.00% 9/1/2046 282,981.21 279,774.64 FNMA POOL #0AS8056 167,093.930 3.00% 10/1/2046 172,955.25 171,138.87 FNMA POOL #0AS8178 69,551.160 3.00% 10/1/2036 71,143.29 71,403.21 FNMA POOL #0AS8291 71,358.082 2.00% 11/1/2031 70,308.83 70,927.35 FNMA POOL #0AS8327 70,041.536 4.00% 11/1/2046 73,968.49 73,832.12 FNMA POOL #0AS8342 59,532.130 2.50% 11/1/2026 58,090.33 60,072.30 FNMA POOL #0AS8483 556,873.636 3.00% 12/1/2046 558,783.36 570,354.14 FNMA POOL #0AS8649 322,627.398 3.00% 1/1/2047 324,976.79 330,495.72 FNMA POOL #0AS8749 644,572.380 3.00% 1/1/2047 635,810.24 652,752.62 FNMA POOL #0AS9830 366,994.600 4.00% 6/1/2047 373,883.92 384,989.57 FNMA POOL #0AT2012 180,516.790 3.00% 4/1/2043 174,255.12 185,914.23 FNMA POOL #0AT2014 68,390.796 3.00% 4/1/2043 69,886.85 70,445.34

8 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AT2723 376,301.960 3.00% 5/1/2043 369,318.18 387,568.03 FNMA POOL #0AT4253 388,390.790 3.00% 6/1/2043 376,192.91 399,998.90 FNMA POOL #0AT4941 227,031.130 3.00% 5/1/2043 237,460.38 233,805.18 FNMA POOL #0AT5895 147,835.345 3.00% 6/1/2043 149,610.19 152,246.16 FNMA POOL #0AT6025 250,996.695 2.50% 5/1/2028 257,114.74 254,570.09 FNMA POOL #0AT6353 134,704.919 2.50% 10/1/2043 130,074.44 133,472.69 FNMA POOL #0AT7281 30,350.637 2.00% 9/1/2028 30,725.30 30,223.86 FNMA POOL #0AT9663 448,375.963 2.50% 7/1/2043 429,611.17 442,732.09 FNMA POOL #0AR9198 144,406.720 3.00% 3/1/2043 138,404.82 148,743.70 FNMA POOL #0AS0005 162,875.070 2.50% 7/1/2028 166,825.11 165,057.15 FNMA POOL #0AS0015 264,669.530 3.00% 7/1/2043 266,624.29 272,484.40 FNMA POOL #0AS0209 86,205.970 3.50% 8/1/2043 89,761.97 91,735.03 FNMA POOL #0AS0336 225,869.240 2.00% 9/1/2028 216,269.80 224,925.60 FNMA POOL #0AS0427 43,101.650 4.50% 9/1/2043 46,839.36 46,697.70 FNMA POOL #0AS0488 296,724.406 2.50% 9/1/2028 304,606.15 301,672.30 FNMA POOL #0AV0631 59,439.730 3.00% 11/1/2028 61,346.93 61,507.94 FNMA POOL #0AV0662 124,317.350 4.00% 12/1/2043 131,290.75 132,056.36 FNMA POOL #0AV0926 162,502.110 4.00% 12/1/2043 174,385.05 172,889.78 FNMA POOL #0AV5062 374,624.000 3.00% 2/1/2029 371,814.31 386,167.75 FNMA POOL #0AV5665 80,476.960 2.50% 12/1/2028 80,854.20 81,485.82 FNMA POOL #0AW6663 66,986.510 5.00% 7/1/2044 74,323.63 71,562.99 FNMA POOL #0AW8597 81,313.980 3.00% 8/1/2029 84,909.58 83,720.16 FNMA POOL #0AU3353 139,099.140 3.00% 8/1/2043 140,769.09 143,199.01 FNMA POOL #0AU3735 54,612.556 3.00% 8/1/2043 52,368.28 56,238.39 FNMA POOL #0AU3781 61,018.870 2.50% 8/1/2028 61,977.69 61,835.51 FNMA POOL #0AY4230 122,683.960 2.50% 5/1/2030 123,546.59 124,328.11 FNMA POOL #0AY4300 181,456.320 3.50% 1/1/2045 187,686.03 189,646.94 FNMA POOL #0AY5036 82,256.360 4.00% 3/1/2045 87,988.61 86,410.32 FNMA POOL #0AY8282 38,465.440 3.00% 6/1/2030 39,703.55 39,509.77 FNMA POOL #0AZ2936 128,473.980 3.00% 9/1/2045 130,561.68 131,604.62 FNMA POOL #0AX3162 58,099.860 4.00% 10/1/2044 61,676.63 61,015.91 FNMA POOL #0AX4883 72,008.158 3.00% 12/1/2044 72,697.38 73,862.99 FNMA POOL #0AX5316 184,015.840 4.50% 1/1/2042 199,812.13 199,804.38 FNMA POOL #0AX7340 100,160.430 3.50% 10/1/2044 103,446.95 104,908.39 FNMA POOL #0AX7677 123,302.560 3.50% 1/1/2045 129,544.74 129,410.93 FNMA POOL #0446376 5,346.826 6.00% 11/1/2028 5,514.22 5,881.19 FNMA POOL #0447761 22,219.857 6.00% 12/1/2028 22,915.61 24,462.68 FNMA POOL #0447763 20,904.799 6.00% 2/1/2029 21,557.15 23,000.34 FNMA POOL #0456974 6,930.843 6.00% 4/1/2029 7,147.88 7,625.97 FNMA POOL #0465662 436,404.490 5.12% 8/1/2028 499,955.93 494,568.01 FNMA POOL #0650368 483.060 5.50% 3/1/2033 526.43 522.57 FNMA POOL #0BC0326 293,867.110 3.50% 12/1/2045 303,992.59 306,779.15 FNMA POOL #0BC0767 133,594.276 3.50% 12/1/2045 137,990.39 139,467.73 FNMA POOL #0BC0769 377,763.640 4.00% 12/1/2045 402,274.15 400,298.56 FNMA POOL #0BC0830 207,204.280 3.00% 4/1/2046 201,150.02 212,206.94 FNMA POOL #0BC1158 216,011.730 3.50% 2/1/2046 226,744.83 225,830.20 FNMA POOL #0BC2651 305,940.890 3.50% 2/1/2046 319,277.98 322,307.12 FNMA POOL #0BC4439 232,862.020 4.00% 4/1/2046 249,056.32 246,759.00 FNMA POOL #0AZ7347 156,620.050 3.00% 11/1/2045 157,366.46 160,398.68 FNMA POOL #0BA3989 217,557.710 3.50% 2/1/2046 228,775.54 227,125.15 FNMA POOL #0BA4721 85,437.850 4.00% 12/1/2045 91,445.22 89,787.68 FNMA POOL #0BE3759 523,431.870 3.50% 7/1/2047 538,971.23 540,168.99 FNMA POOL #0BE8368 295,127.944 4.50% 8/1/2048 308,500.92 313,123.56 FNMA POOL #0BC5979 208,317.640 3.50% 4/1/2046 219,840.22 215,830.23 FNMA POOL #0BC6815 413,030.558 3.00% 6/1/2046 427,357.54 423,012.84 FNMA POOL #0BC9468 205,146.592 3.00% 6/1/2046 202,037.32 210,112.45 FNMA POOL #0BD2379 389,573.900 4.00% 12/1/2046 409,843.95 410,739.94 FNMA POOL #0BD2386 154,710.400 4.00% 12/1/2046 161,551.50 162,919.84 FNMA POOL #0BH7626 443,316.410 4.00% 8/1/2047 455,230.54 466,082.15 FNMA POOL #0BK4849 333,802.516 4.00% 5/1/2048 348,041.28 346,604.91 FNMA POOL #0BM5743 514,183.952 4.00% 2/1/2047 533,144.49 543,520.22 FNMA POOL #0BM5969 70,471.749 3.00% 11/1/2046 72,013.32 72,570.37 FNMA POOL #0BN1931 208,684.328 4.00% 11/1/2048 218,042.52 217,488.93 FNMA POOL #0BO2188 989,669.357 4.00% 9/1/2049 1,028,637.59 1,031,650.86 FNMA POOL #0BM1046 77,061.130 3.50% 2/1/2031 80,470.93 79,836.25 FNMA POOL #0BM1066 590,042.560 4.00% 2/1/2047 619,544.70 626,243.16 FNMA POOL #0BM1517 579,682.902 3.50% 7/1/2032 601,099.22 605,299.70 FNMA POOL #0BM4422 403,005.450 5.50% 8/1/2048 439,527.82 442,244.92 FNMA POOL #0BM4445 578,030.976 5.00% 7/1/2048 622,707.94 628,607.32 FNMA POOL #0BM4703 805,585.735 3.50% 2/1/2048 835,039.97 834,090.07 FNMA POOL #0BM5024 566,475.380 3.00% 11/1/2048 575,946.14 577,427.80 FNMA POOL #0CA4144 644,628.975 3.00% 9/1/2044 656,312.87 656,971.55 FNMA POOL #0CA4790 648,840.924 3.00% 12/1/2044 659,283.21 659,918.35 FNMA POOL #0CA2123 307,123.300 4.00% 7/1/2033 315,665.16 321,064.69 FNMA POOL #0CA2169 298,533.080 4.50% 8/1/2048 312,620.12 315,098.28 FNMA POOL #0FM1472 493,709.798 3.50% 3/1/2034 512,378.21 511,786.54 FNMA POOL #0FM1571 1,360,193.473 4.00% 12/1/2048 1,416,088.93 1,412,862.71 FNMA POOL #0FM1935 170,758.060 4.00% 10/1/2048 180,630.01 180,686.50 FNMA POOL #0735141 62,112.460 5.50% 1/1/2035 69,246.03 69,913.25 FNMA POOL #0735330 91,656.830 5.50% 1/1/2035 91,734.82 103,120.04 FNMA POOL #0743052 3,775.310 4.09% 10/1/2033 3,708.77 3,831.53

9 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0776708 8,637.290 5.00% 5/1/2034 8,842.40 9,537.86 FNMA POOL #0833163 145,716.750 5.00% 9/1/2035 156,599.96 160,466.23 FNMA POOL #0874521 397,007.450 5.61% 4/1/2024 409,227.80 442,937.33 FNMA POOL #0888343 218,842.000 5.00% 11/1/2035 235,768.07 241,309.22 FNMA POOL #0890277 112,402.740 6.00% 9/1/2039 123,379.56 128,899.66 FNMA POOL #0890599 115,228.880 3.50% 11/1/2033 115,264.90 119,351.74 FNMA POOL #0890775 496,517.410 2.50% 11/1/2026 502,335.97 501,010.47 FNMA POOL #0890871 351,641.550 4.50% 2/1/2034 366,476.43 371,995.78 FNMA POOL #0932862 143,735.838 3.50% 12/1/2040 149,202.87 151,496.29 FNMA POOL #0958348 250,032.070 5.44% 4/1/2027 261,205.36 282,167.36 FNMA POOL #0995048 190,680.270 5.50% 5/1/2038 207,305.18 214,256.15 FNMA POOL #0995472 29,280.450 5.00% 11/1/2023 31,604.57 30,429.87 FNMA POOL #0995628 520,561.017 5.50% 2/1/2029 556,512.27 561,161.26 FNMA POOL #0AB0513 45,558.700 6.50% 11/1/2038 50,349.48 52,888.61 FNMA POOL #0AB1611 274,117.647 3.50% 10/1/2040 288,090.90 288,943.98 FNMA POOL #0AB2071 114,485.371 3.50% 1/1/2041 117,508.49 120,665.30 FNMA POOL #0AB2085 133,373.392 4.00% 1/1/2041 141,293.46 142,989.55 FNMA POOL #0AB2092 235,160.910 4.00% 1/1/2041 251,769.15 253,704.41 FNMA POOL #0AB2374 91,613.490 4.00% 3/1/2041 96,208.48 98,855.32 FNMA POOL #0AB2528 102,186.700 4.00% 3/1/2041 107,695.20 109,575.18 FNMA POOL #0AB2639 90,035.307 4.50% 5/1/2041 95,862.97 98,884.71 FNMA POOL #0AB2640 121,433.422 4.50% 5/1/2041 129,027.77 132,166.39 FNMA POOL #0AB2768 330,936.846 4.50% 4/1/2041 351,633.34 360,327.83 FNMA POOL #0AB3391 154,360.798 4.50% 8/1/2041 164,014.38 168,050.81 FNMA POOL #0AB3740 72,024.550 3.50% 6/1/2041 75,948.32 75,921.46 FNMA POOL #0AB3867 327,361.900 3.50% 11/1/2041 325,213.57 344,859.16 FNMA POOL #0AB3876 156,570.170 4.00% 11/1/2041 166,684.24 167,772.46 FNMA POOL #0AB3902 159,045.200 3.00% 11/1/2026 167,320.53 163,215.75 FNMA POOL #0AB4438 148,746.114 3.50% 2/1/2042 158,588.54 156,922.51 FNMA POOL #0AB4696 23,953.440 4.00% 3/1/2042 24,454.96 25,680.61 FNMA POOL #0AB6015 218,849.765 3.50% 8/1/2042 231,228.45 230,692.53 FNMA POOL #0AB6291 195,374.730 3.00% 9/1/2027 206,211.91 200,207.64 FNMA POOL #0AB6317 273,943.250 3.50% 9/1/2042 290,636.64 288,752.23 FNMA POOL #0AB6619 165,803.760 3.50% 10/1/2042 175,285.66 174,776.05 FNMA POOL #0AB6670 1,215,071.830 3.00% 10/1/2042 1,201,809.51 1,253,869.49 FNMA POOL #0AB6786 78,556.095 3.50% 11/1/2042 83,883.17 82,797.77 FNMA POOL #0AB7076 238,194.055 3.00% 11/1/2042 246,047.00 245,392.37 FNMA POOL #0AB7273 244,743.660 3.00% 12/1/2042 253,462.64 252,143.58 FNMA POOL #0AB7989 301,398.514 4.00% 2/1/2043 319,801.01 322,003.98 FNMA POOL #0AB8840 24,106.640 3.50% 3/1/2043 25,085.97 25,706.93 FNMA POOL #0AB8898 67,555.509 3.00% 4/1/2043 69,033.29 69,571.04 FNMA POOL #0AB9363 294,846.260 3.50% 5/1/2043 294,569.84 310,798.01 FNMA POOL #0AB9824 112,507.081 2.50% 7/1/2028 115,970.21 114,015.47 FNMA POOL #0AB9931 232,102.497 2.50% 7/1/2028 240,334.87 235,417.12 FNMA POOL #0AB9979 135,144.570 4.00% 7/1/2043 144,330.17 143,845.30 FNMA POOL #0MA0583 104,415.760 4.00% 12/1/2040 111,724.87 111,980.89 FNMA POOL #0MA1003 78,350.980 3.50% 3/1/2042 80,015.92 82,583.92 FNMA POOL #0MA1015 313,169.610 3.00% 3/1/2042 314,441.85 322,687.91 FNMA POOL #0MA1018 108,029.600 3.00% 3/1/2027 111,514.03 110,863.43 FNMA POOL #0MA1145 114,811.705 3.00% 8/1/2027 121,359.56 117,824.89 FNMA POOL #0MA1160 54,555.500 3.00% 8/1/2042 54,470.25 54,897.37 FNMA POOL #0MA1283 142,326.553 3.50% 12/1/2042 146,285.01 149,608.61 FNMA POOL #0MA1293 35,771.699 2.00% 12/1/2027 36,308.26 35,622.39 FNMA POOL #0MA1334 376,942.340 2.50% 1/1/2028 370,993.74 380,717.11 FNMA POOL #0MA1363 128,539.550 3.00% 2/1/2043 129,563.86 132,287.56 FNMA POOL #0MA1379 215,683.738 3.00% 3/1/2043 213,931.29 220,242.31 FNMA POOL #0MA1417 345,882.187 3.00% 4/1/2043 349,352.12 355,979.02 FNMA POOL #0MA1451 60,351.300 3.00% 5/1/2028 59,936.38 61,845.05 FNMA POOL #0MA1466 187,122.965 3.50% 6/1/2043 194,754.06 197,055.47 FNMA POOL #0MA1520 39,624.450 2.50% 7/1/2028 39,104.39 40,080.59 FNMA POOL #0MA1731 194,172.130 3.50% 1/1/2044 193,269.54 204,144.85 FNMA POOL #0MA1764 64,358.525 4.00% 1/1/2034 68,523.49 68,554.63 FNMA POOL #0MA1771 128,304.080 4.00% 2/1/2044 135,447.10 136,182.65 FNMA POOL #0MA1817 50,174.720 3.00% 1/1/2029 51,766.25 51,411.92 FNMA POOL #0MA1828 41,254.560 4.50% 3/1/2044 42,543.76 44,509.61 FNMA POOL #0MA2136 173,897.870 3.50% 1/1/2045 182,490.87 182,506.24 FNMA POOL #0MA2158 155,967.007 4.50% 1/1/2045 169,809.09 167,624.00 FNMA POOL #0MA2448 60,812.800 3.00% 11/1/2030 62,690.70 62,611.95 FNMA POOL #0MA2522 155,081.230 3.50% 2/1/2046 162,665.67 161,894.11 FNMA POOL #0MA2541 197,040.970 2.50% 2/1/2031 202,151.74 199,679.97 FNMA POOL #0MA2578 371,096.591 3.50% 4/1/2046 387,192.33 387,052.96 FNMA POOL #0MA2596 231,572.770 3.00% 4/1/2031 241,826.62 238,420.87 FNMA POOL #0MA2608 248,658.870 3.00% 5/1/2046 255,458.11 254,663.63 FNMA POOL #0MA2670 266,534.310 3.00% 7/1/2046 277,362.27 272,965.36 FNMA POOL #0MA2771 307,490.710 3.00% 10/1/2046 309,729.90 314,934.27 FNMA POOL #0MA2775 135,899.920 2.50% 10/1/2031 137,244.92 137,724.61 FNMA POOL #0MA2803 206,875.310 2.50% 10/1/2031 208,922.73 209,653.35 FNMA POOL #0MA2804 218,077.294 3.00% 11/1/2036 223,069.42 223,884.23 FNMA POOL #0MA2833 169,742.560 3.00% 12/1/2046 174,808.29 173,850.95 FNMA POOL #0MA2864 205,677.030 3.50% 1/1/2047 211,815.21 213,598.67 FNMA POOL #0MA2896 142,378.700 3.50% 2/1/2047 147,075.11 147,830.97

10 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0MA2909 206,631.160 3.50% 2/1/2037 215,417.66 214,880.83 FNMA POOL #0MA2941 110,776.360 3.50% 3/1/2032 115,605.52 115,204.62 FNMA POOL #0MA2960 154,857.480 4.00% 4/1/2047 162,939.08 162,937.41 FNMA POOL #0MA2974 253,050.940 4.50% 4/1/2047 272,483.65 267,410.20 FNMA POOL #0MA3101 190,369.460 4.50% 8/1/2047 205,152.86 202,291.55 FNMA POOL #0MA3121 316,420.210 4.00% 8/1/2047 334,317.73 332,457.94 FNMA POOL #0MA3149 413,081.930 4.00% 10/1/2047 435,236.67 434,190.94 FNMA POOL #0MA3211 440,217.950 4.00% 12/1/2047 464,172.02 461,958.07 FNMA POOL #0MA3239 808,329.240 4.00% 12/1/2047 841,602.23 848,399.99 FNMA POOL #0MA3313 157,816.854 3.50% 3/1/2033 163,734.99 164,022.25 FNMA POOL #0MA3692 973,422.780 3.50% 7/1/2049 994,754.44 1,000,583.49 FNMA POOL #0MA3745 1,788,721.314 3.50% 8/1/2049 1,835,098.58 1,839,328.53 FNMA POOL #0MA3797 389,463.685 2.50% 9/1/2034 394,879.67 393,033.50 FNMA POOL #0AD4951 403,475.601 5.00% 7/1/2040 434,307.37 444,430.99 FNMA POOL #0AD6388 61,700.860 4.00% 5/1/2025 64,988.36 64,344.86 FNMA POOL #0AD6929 61,327.730 5.00% 6/1/2040 67,332.04 67,520.14 FNMA POOL #0AE0311 24,324.170 3.50% 8/1/2040 24,225.35 25,596.82 FNMA POOL #0AE0408 52,144.290 4.50% 3/1/2025 55,476.65 54,333.60 FNMA POOL #0AE0995 19,074.890 4.00% 2/1/2041 20,115.05 20,553.32 FNMA POOL #0AE2559 50,603.810 4.00% 9/1/2040 53,703.27 53,546.88 FNMA POOL #0AE4680 559,516.570 4.00% 11/1/2040 599,294.72 600,093.24 FNMA POOL #0AE7731 1,649,706.650 4.50% 11/1/2040 1,720,592.48 1,791,731.73 FEDEX CORP 75,000.000 2.63% 8/1/2022 75,071.12 76,084.62 FEDEX CORP 20,000.000 3.90% 2/1/2035 19,766.92 20,388.79 FEDEX CORP 50,000.000 4.10% 2/1/2045 51,937.50 48,528.73 FEDEX CORP 10,000.000 4.75% 11/15/2045 10,687.19 10,531.37 FEDEX CORP 160,000.000 4.40% 1/15/2047 162,706.80 160,737.60 FIDELITY NATIONAL INFORMATION 74,000.000 3.50% 4/15/2023 73,413.92 77,043.64 FIDELITY NATIONAL FINANCIAL IN 20,000.000 5.50% 9/1/2022 21,585.44 21,534.55 FIRST REPUBLIC BANK/CA 50,000.000 4.38% 8/1/2046 50,213.00 55,242.35 FISERV INC 100,000.000 4.20% 10/1/2028 100,304.00 110,924.65 FLORIDA POWER & LIGHT CO 25,000.000 4.95% 6/1/2035 27,223.05 31,232.39 FLORIDA POWER & LIGHT CO 50,000.000 5.95% 2/1/2038 62,056.25 69,281.26 FORD CREDIT FLOORPLAN MAS 1 A1 849,999.995 2.07% 5/15/2022 839,076.17 850,138.37 FORD FOUNDATION/THE 450,000.000 3.86% 6/1/2047 450,000.00 507,143.98 FORD MOTOR CO 100,000.000 7.45% 7/16/2031 119,939.00 118,845.71 FORD MOTOR CO 20,000.000 4.75% 1/15/2043 19,146.48 17,775.47 FORD MOTOR CO 190,000.000 4.35% 12/8/2026 190,000.00 196,330.57 FORD MOTOR CREDIT CO LLC 260,000.000 8.13% 1/15/2020 322,400.00 260,486.04 GATX CORP 320,000.000 3.85% 3/30/2027 319,587.74 334,862.87 GEICO CORP 80,000.000 7.35% 7/15/2023 92,836.41 93,760.69 GNMA II POOL #0BB5190 387,658.660 4.00% 10/20/2047 398,864.42 409,430.74 GNMA II POOL #0766706 65,110.450 3.50% 5/20/2042 65,700.50 68,664.01 GNMA POOL #0778869 267,483.490 4.00% 2/15/2042 284,034.05 284,965.15 GNMA POOL #0778882 63,910.960 3.50% 2/15/2042 66,803.00 67,242.64 GNMA POOL #0779396 85,621.860 3.50% 6/15/2042 91,742.50 90,055.16 GNMA POOL #0796269 105,035.200 3.50% 7/15/2042 113,290.28 110,478.68 GNMA POOL #0AA5819 392,887.150 3.00% 11/15/2042 397,023.40 407,001.85 GNMA II POOL #0AA5878 197,275.380 3.00% 12/20/2042 201,837.37 203,262.29 GNMA II POOL #0AA5970 91,722.430 3.00% 1/20/2043 92,840.28 94,664.28 GNMA II POOL #0AA6054 929,724.267 3.00% 2/20/2043 951,945.43 960,154.32 GNMA II POOL #0AA6144 132,513.600 3.00% 3/20/2043 135,681.48 137,046.69 GNMA II POOL #0AA6149 90,718.730 3.00% 3/20/2043 91,654.26 93,471.44 GNMA POOL #0AA6294 299,881.600 3.00% 4/15/2043 290,744.57 309,344.70 GNMA POOL #0AB9203 88,309.670 3.00% 11/15/2042 94,136.11 91,096.11 GNMA II POOL #0MA0089 62,621.570 4.00% 5/20/2042 65,928.77 66,468.48 GNMA II POOL #0MA0221 35,005.660 4.00% 7/20/2042 37,549.03 37,158.28 GNMA II POOL #0MA0319 54,877.008 4.00% 8/20/2042 59,288.63 58,251.54 GNMA II POOL #0MA0443 68,600.570 2.50% 10/20/2027 66,550.58 69,491.24 GNMA II POOL #0MA0462 342,247.760 3.50% 10/20/2042 363,767.75 360,279.99 GNMA II POOL #0MA0533 176,055.700 3.00% 11/20/2042 184,033.24 182,426.05 GNMA II POOL #0MA0536 183,346.840 4.50% 11/20/2042 199,618.88 198,078.33 GNMA II POOL #0MA0624 132,033.203 3.00% 12/20/2042 127,535.80 136,810.66 GNMA II POOL #0MA0625 369,091.671 3.50% 12/20/2042 398,196.14 389,810.55 GNMA II POOL #0MA0698 91,578.525 3.00% 1/20/2043 95,527.84 94,892.21 GNMA II POOL #0MA0699 738,295.882 3.50% 1/20/2043 788,980.24 777,469.17 GNMA II POOL #0MA0927 128,112.930 3.50% 4/20/2043 128,953.67 131,436.89 GNMA II POOL #0MA0933 198,553.920 3.00% 4/20/2043 202,972.60 205,738.76 GNMA II POOL #0MA0934 75,286.097 3.50% 4/20/2043 79,203.29 79,481.55 GNMA II POOL #0MA0937 61,719.700 5.00% 4/20/2043 67,211.79 68,244.82 GNMA II POOL #0MA1012 99,277.190 3.50% 5/20/2043 104,892.57 104,494.10 GNMA II POOL #0MA1223 104,710.350 3.00% 8/20/2043 101,470.86 108,454.54 GNMA II POOL #0MA1285 108,873.190 3.50% 9/20/2043 114,691.11 114,613.86 GNMA II POOL #0MA1375 83,283.530 3.50% 10/20/2043 86,562.83 87,617.17 GNMA II POOL #0MA1523 60,363.180 4.50% 12/20/2043 64,565.28 64,771.61 GNMA II POOL #0MA1600 74,558.730 3.50% 1/20/2044 76,425.62 78,232.82 GNMA II POOL #0MA1602 64,337.620 4.50% 1/20/2044 70,188.32 69,053.69 GNMA II POOL #0MA1761 63,795.050 4.00% 3/20/2044 67,827.09 67,705.34 GNMA II POOL #0MA1920 76,907.400 4.00% 5/20/2044 81,936.43 81,621.85 GNMA II POOL #0MA1996 34,172.640 4.00% 6/20/2044 36,401.87 36,257.24 GNMA II POOL #0MA2148 121,630.715 3.50% 8/20/2044 126,771.91 127,092.01

11 2019 | Investment Portfolio AS OF DEC. 31, 2019

GNMA II POOL #0MA2149 71,236.460 4.00% 8/20/2044 76,167.36 75,521.31 GNMA II POOL #0MA2303 93,660.130 3.50% 10/20/2044 98,350.45 98,147.31 GNMA II POOL #0MA2304 691,095.936 4.00% 10/20/2044 735,031.39 732,317.23 GNMA II POOL #0MA2444 79,116.270 3.00% 12/20/2044 81,916.22 81,889.24 GNMA II POOL #0MA2445 64,124.690 3.50% 12/20/2044 67,694.12 66,902.68 GNMA II POOL #0MA2446 73,075.320 4.00% 12/20/2044 77,345.69 77,394.57 GNMA II POOL #0MA2447 41,775.290 4.50% 12/20/2044 45,365.36 44,755.57 GNMA II POOL #0MA2522 131,743.350 4.00% 1/20/2045 139,387.71 139,529.42 GNMA II POOL #0MA2602 72,467.350 4.00% 2/20/2045 76,792.77 76,728.15 GNMA II POOL #0MA2677 65,191.060 3.00% 3/20/2045 65,965.19 67,337.80 GNMA II POOL #0MA2678 46,439.400 3.50% 3/20/2045 48,808.54 48,414.79 GNMA II POOL #0MA2753 353,477.590 3.00% 4/20/2045 360,855.48 365,135.91 GNMA II POOL #0MA2891 97,520.990 3.00% 6/20/2045 98,210.48 100,918.05 GNMA II POOL #0MA2892 119,483.630 3.50% 6/20/2045 123,609.54 124,572.28 GNMA II POOL #0MA2960 167,365.220 3.00% 7/20/2045 169,941.05 172,891.27 GNMA II POOL #0MA3033 135,844.100 3.00% 8/20/2045 139,420.65 140,422.67 GNMA II POOL #0MA3105 123,330.169 3.50% 9/20/2045 128,427.93 128,584.03 GNMA II POOL #0MA3106 15,980.800 4.00% 9/20/2045 17,094.45 16,815.04 GNMA II POOL #0MA3173 355,573.250 3.50% 10/20/2045 371,306.00 371,997.32 GNMA II POOL #0MA3174 65,798.090 4.00% 10/20/2045 70,198.35 69,011.45 GNMA II POOL #0MA3245 447,200.155 4.00% 11/20/2045 476,067.39 471,158.67 GNMA II POOL #0MA3313 55,958.640 5.00% 12/20/2045 60,896.41 61,703.77 GNMA II POOL #0MA3455 110,362.590 4.00% 2/20/2046 116,492.63 116,124.00 GNMA II POOL #0MA3521 200,563.750 3.50% 3/20/2046 212,805.90 209,023.54 GNMA II POOL #0MA3596 138,905.990 3.00% 4/20/2046 144,321.15 143,454.54 GNMA II POOL #0MA3597 176,173.230 3.50% 4/20/2046 186,619.74 183,461.69 GNMA II POOL #0MA3662 526,964.750 3.00% 5/20/2046 538,736.41 543,879.86 GNMA II POOL #0MA3663 195,521.800 3.50% 5/20/2046 207,176.72 203,710.37 GNMA II POOL #0MA3736 307,521.000 3.50% 6/20/2046 325,434.38 319,885.52 GNMA II POOL #0MA3738 102,439.846 4.50% 6/20/2046 109,438.08 109,648.50 GNMA II POOL #0MA3802 139,908.860 3.00% 7/20/2046 146,565.47 144,451.00 GNMA II POOL #0MA3803 208,294.150 3.50% 7/20/2046 221,426.45 216,374.84 GNMA II POOL #0MA3874 311,772.819 3.50% 4/20/2046 324,560.30 324,080.53 GNMA II POOL #0MA3936 147,968.910 3.00% 8/20/2046 154,725.77 152,852.38 GNMA II POOL #0MA4003 423,935.460 3.00% 10/20/2046 435,891.28 437,636.86 GNMA II POOL #0MA4004 195,593.810 3.50% 10/20/2046 202,653.54 203,302.05 GNMA II POOL #0MA4068 252,088.420 3.00% 11/20/2046 258,725.42 260,218.30 GNMA II POOL #0MA4069 203,557.710 3.50% 9/20/2046 212,495.16 211,498.20 GNMA II POOL #0MA4126 826,610.030 3.00% 11/20/2046 835,794.41 853,673.71 GNMA II POOL #0MA4195 242,249.560 3.00% 1/20/2047 243,903.66 250,000.95 GNMA II POOL #0MA4261 209,461.770 3.00% 2/20/2047 208,357.21 215,894.26 GNMA II POOL #0MA4381 173,851.910 3.00% 4/20/2047 177,179.55 179,095.56 GNMA II POOL #0MA4383 270,276.520 4.00% 4/20/2047 284,751.09 282,267.84 GNMA II POOL #0MA4450 172,612.750 3.00% 5/20/2047 174,986.04 178,104.69 GNMA II POOL #0MA4451 320,299.000 3.50% 5/20/2047 331,959.90 333,201.33 GNMA II POOL #0MA4509 218,517.920 3.00% 6/20/2047 222,470.04 225,405.90 GNMA II POOL #0MA4511 408,119.000 4.00% 6/20/2047 431,282.94 426,884.54 GNMA II POOL #0MA4586 361,730.260 3.50% 7/20/2047 375,323.40 375,782.22 GNMA II POOL #0MA4652 404,192.290 3.50% 8/20/2047 420,549.46 419,892.69 GNMA II POOL #0MA4718 787,676.380 3.00% 9/20/2047 799,245.36 812,190.56 GNMA II POOL #0MA4720 320,847.830 4.00% 9/20/2047 339,547.25 336,438.50 GNMA II POOL #0MA4828 90,079.480 3.50% 11/20/2047 89,572.79 91,711.29 GNMA II POOL #0MA4900 759,096.530 3.50% 12/20/2047 783,618.92 788,555.81 GNMA II POOL #0MA5986 2,436,765.226 4.00% 6/20/2049 2,527,953.55 2,524,383.60 GNMA II POOL #0MA6040 637,483.820 4.00% 7/20/2049 664,975.31 660,620.24 GNMA II POOL #0AD1744 243,155.452 3.00% 2/20/2043 251,946.45 251,119.52 GNMA II POOL #0AD2190 193,616.830 3.50% 2/20/2043 202,286.79 203,380.18 GNMA II POOL #0AD7621 69,980.970 4.00% 2/20/2043 75,448.21 73,985.48 GNMA II POOL #0AD8811 413,007.938 3.00% 3/20/2043 416,405.30 426,527.80 GNMA II POOL #0AD8821 278,590.394 3.50% 3/20/2043 294,664.86 294,977.62 GNMA POOL #0AE7498 323,659.945 3.50% 6/15/2043 333,268.60 343,823.81 GNMA POOL #0AE8419 86,999.570 4.00% 6/15/2044 92,437.04 91,547.95 GNMA POOL #0AL9314 96,493.627 3.00% 3/15/2045 98,513.27 99,358.33 GNMA II POOL #0AL9364 431,675.760 3.50% 3/20/2045 450,966.26 451,226.73 GNMA II POOL #0AM4379 200,985.646 3.50% 5/20/2045 209,182.08 211,823.97 GNMA II POOL #0AM4971 134,893.090 3.50% 4/20/2045 140,457.44 140,961.27 GNMA POOL #0AN1007 53,404.220 4.00% 5/15/2045 56,313.84 56,561.90 GNMA II POOL #0AP5698 294,760.980 4.00% 9/20/2045 304,524.95 310,505.00 GNMA II POOL #0AS7206 193,718.600 3.50% 4/20/2046 194,566.11 202,434.68 GNMA II POOL #0AU0807 725,132.695 3.50% 7/20/2046 776,798.39 757,597.68 GNMA II POOL #0AU9544 238,775.270 3.00% 10/20/2046 238,700.65 246,580.29 GNMA II POOL #0AU9589 220,182.170 3.00% 11/20/2046 220,457.41 227,697.16 GNMA II POOL #0AX0409 409,224.465 3.50% 10/20/2046 427,128.06 427,797.72 GNMA POOL #0AY0511 349,243.950 4.00% 6/15/2047 361,194.64 371,540.64 GNMA POOL #0726139 51,130.390 4.50% 1/15/2040 56,315.32 55,648.13 GNMA POOL #0726454 51,703.540 5.00% 10/15/2039 56,647.71 57,552.21 GNMA II POOL #0726623 300,339.068 5.00% 9/20/2039 310,193.92 318,289.46 GNMA POOL #0734151 88,046.620 4.00% 1/15/2041 92,242.60 93,791.82 GNMA POOL #0744371 388,952.780 4.00% 9/15/2041 409,252.19 414,155.66 GNMA POOL #0723600 60,810.178 4.50% 1/15/2040 66,853.19 66,535.98 GNMA POOL #0745138 55,252.780 4.50% 6/15/2040 59,593.20 60,109.86

12 2019 | Investment Portfolio AS OF DEC. 31, 2019

GNMA POOL #0604382 32,228.079 5.50% 6/15/2033 31,704.42 36,141.24 GNMA POOL #0604801 73,629.100 5.00% 11/15/2033 82,234.50 81,523.89 GNMA II POOL #0003334 62,628.460 6.00% 1/20/2033 66,464.44 71,579.68 GNMA II POOL #0003473 56,566.290 5.50% 11/20/2033 61,277.22 63,664.96 GNMA II POOL #0003486 272,758.630 4.50% 12/20/2033 293,343.39 290,666.14 GNMA II POOL #0003500 22,257.508 5.50% 1/20/2034 21,772.56 25,047.42 GNMA II POOL #0003556 36,711.130 5.50% 5/20/2034 39,877.47 41,319.33 GNMA II POOL #0003625 18,856.080 6.00% 10/20/2034 19,857.81 21,538.72 GNMA II POOL #0004396 189,852.368 4.00% 3/20/2039 203,124.23 201,244.07 GNMA II POOL #0004800 15,408.259 4.00% 9/20/2040 16,425.41 16,338.94 GNMA II POOL #0004922 32,504.601 4.00% 1/20/2041 34,848.78 34,481.21 GNMA II POOL #0005082 52,933.006 4.50% 6/20/2041 58,060.89 57,181.16 GNMA II POOL #0005114 10,612.836 4.00% 7/20/2041 11,375.65 11,263.98 GNMA II POOL #0005204 50,991.715 4.50% 10/20/2041 55,883.73 55,083.36 GNMA II POOL #0005233 297,203.542 4.00% 11/20/2041 320,350.80 315,438.50 GNMA II POOL #0005280 87,612.790 4.00% 1/20/2042 93,918.66 92,995.88 GNMA II POOL #0005305 62,524.410 4.00% 2/20/2042 66,459.79 66,369.32 GNMA II POOL #0005331 120,704.400 3.50% 3/20/2042 129,172.57 127,553.55 GNMA POOL #0470009 394,290.906 4.00% 9/15/2041 416,518.17 419,775.73 GNMA POOL #0487847 40,382.563 5.00% 4/15/2039 43,688.88 44,505.87 GNMA POOL #0780914 912.960 6.00% 11/15/2028 1,024.26 1,028.55 GNMA POOL #0781636 4,324.579 5.50% 7/15/2033 4,247.97 4,851.09 GNMA POOL #0781760 11,952.220 5.50% 6/15/2034 13,468.67 13,414.48 GNMA II POOL #0752631 256,396.181 4.50% 10/20/2040 276,321.26 276,267.54 GNMA POOL #0754145 224,072.270 4.00% 8/15/2041 239,512.25 238,634.04 GNMA POOL #0782604 63,429.740 5.50% 3/15/2039 70,476.18 71,145.78 GNMA POOL #0782619 58,070.876 5.00% 4/15/2039 63,627.29 64,659.99 GNMA POOL #0782774 17,566.770 5.50% 9/15/2039 19,724.19 19,700.74 GNMA POOL #0782989 469,853.880 4.50% 6/15/2040 510,672.45 511,209.97 GNMA POOL #0783292 37,474.300 6.00% 12/15/2040 42,603.58 42,866.02 GNMA POOL #0647471 125,611.810 5.00% 11/15/2035 139,586.17 139,015.37 GNMA POOL #0675000 65,878.991 6.50% 12/15/2037 73,733.65 74,032.19 GNMA POOL #0675652 31,605.041 5.50% 11/15/2038 34,587.76 35,102.71 GNMA POOL #0684764 33,857.779 5.00% 4/15/2038 37,275.31 36,454.34 GNMA POOL #0687717 10,571.830 5.50% 7/15/2038 11,870.15 11,657.46 GNMA POOL #0697704 27,867.300 5.50% 12/15/2038 31,289.76 31,271.74 GNMA POOL #0698214 11,097.380 5.00% 6/15/2039 12,356.23 12,347.33 GNMA POOL #0698343 42,695.300 5.00% 5/15/2039 47,098.24 47,551.33 GNMA POOL #0701501 27,494.080 5.00% 12/15/2038 30,174.73 30,625.89 GNMA POOL #0710983 8,921.870 4.50% 11/15/2039 9,781.99 9,704.64 GNMA POOL #0710994 95,200.110 5.00% 11/15/2039 101,271.16 106,014.20 GENERAL MILLS INC 100,000.000 3.15% 12/15/2021 99,602.00 102,242.49 GENERAL MILLS INC 100,000.000 2.60% 10/12/2022 99,429.00 101,533.01 GENERAL MILLS INC 93,000.000 4.20% 4/17/2028 92,606.61 103,668.98 GENERAL MOTORS CO 125,000.000 6.75% 4/1/2046 127,715.75 146,640.89 GENERAL MOTORS CO 100,000.000 5.15% 4/1/2038 103,059.00 102,298.49 GENERAL MOTORS CO 100,000.000 5.95% 4/1/2049 99,432.00 110,861.23 GENERAL MOTORS FINANCIAL CO IN 100,000.000 3.20% 7/6/2021 101,309.00 101,380.75 GENERAL MOTORS FINANCIAL CO IN 250,000.000 3.45% 1/14/2022 249,670.00 255,595.77 GENERAL MOTORS FINANCIAL CO IN 100,000.000 3.50% 11/7/2024 99,786.00 103,042.26 GENERAL MOTORS FINANCIAL CO IN 200,000.000 4.20% 11/6/2021 199,956.00 207,358.12 GENWORTH HOLDINGS INC 80,000.000 7.70% 6/15/2020 80,000.00 81,818.80 GEORGE WASHINGTON UNIVERSITY/T 25,000.000 4.87% 9/15/2045 25,989.50 31,362.14 GILEAD SCIENCES INC 140,000.000 4.80% 4/1/2044 142,703.12 168,249.38 GLAXOSMITHKLINE CAPITAL INC 30,000.000 6.38% 5/15/2038 40,749.78 43,078.60 GLAXOSMITHKLINE CAPITAL INC 50,000.000 4.20% 3/18/2043 50,494.50 58,109.83 GLAXOSMITHKLINE CAPITAL INC 100,000.000 3.38% 5/15/2023 99,531.00 104,298.46 GOLDMAN SACHS GROUP INC/THE 106,000.000 5.95% 1/15/2027 116,650.88 126,680.82 GOLDMAN SACHS GROUP INC/THE 100,000.000 6.75% 10/1/2037 89,968.10 138,912.88 GOLDMAN SACHS GROUP INC/THE 150,000.000 6.25% 2/1/2041 187,681.50 209,753.69 GOLDMAN SACHS GROUP INC/THE 100,000.000 3.63% 1/22/2023 100,139.00 104,152.88 GOLDMAN SACHS GROUP INC/THE 125,000.000 4.25% 10/21/2025 124,125.00 135,779.42 GOLDMAN SACHS GROUP INC/THE 500,000.000 3.85% 1/26/2027 502,411.00 532,273.95 GOLDMAN SACHS GROUP INC/THE 100,000.000 3.00% 4/26/2022 101,037.00 101,263.02 WW GRAINGER INC 10,000.000 4.60% 6/15/2045 10,863.33 11,956.95 HCA INC 120,000.000 5.00% 3/15/2024 128,050.00 131,180.03 HCA INC 15,000.000 5.25% 4/15/2025 15,807.00 16,783.65 HCA INC 15,000.000 5.25% 6/15/2026 15,731.25 16,804.98 HCA INC 15,000.000 4.50% 2/15/2027 15,131.25 16,177.36 HCA INC 15,000.000 5.50% 6/15/2047 15,325.00 17,242.47 HCA INC 100,000.000 4.13% 6/15/2029 99,497.00 106,107.92 HCA INC 15,000.000 4.75% 5/1/2023 15,393.75 16,069.72 HSBC BANK USA NA/NEW YORK NY 50,000.000 5.88% 11/1/2034 51,028.00 66,701.20 HARLEY-DAVIDSON FINANCIAL 144A 250,000.000 3.35% 2/15/2023 249,780.00 255,746.96 L3HARRIS TECHNOLOGIES INC 110,000.000 5.05% 4/27/2045 106,049.61 135,714.62 HARTFORD FINANCIAL SERVICES GR 43,000.000 4.30% 4/15/2043 42,656.00 47,872.94 HASBRO INC 50,000.000 3.15% 5/15/2021 49,953.00 50,626.98 HASBRO INC 125,000.000 3.50% 9/15/2027 124,842.50 124,497.82 WELLTOWER INC 160,000.000 3.75% 3/15/2023 156,604.80 166,972.95 WELLTOWER INC 50,000.000 4.00% 6/1/2025 49,963.00 53,833.21 HERSHEY CO/THE 200,000.000 3.38% 5/15/2023 199,916.00 209,427.84

13 2019 | Investment Portfolio AS OF DEC. 31, 2019

HESS CORP 10,000.000 5.60% 2/15/2041 10,259.95 11,711.23 HP INC 10,000.000 6.00% 9/15/2041 10,645.76 11,088.03 HEWLETT PACKARD ENTERPRISE CO 320,000.000 4.90% 10/15/2025 329,497.00 355,705.45 HEWLETT PACKARD ENTERPRISE CO 30,000.000 6.20% 10/15/2035 31,686.18 35,989.95 HEWLETT PACKARD ENTERPRISE CO 10,000.000 6.35% 10/15/2045 9,993.20 12,041.33 HOME DEPOT INC/THE 5,000.000 5.40% 9/15/2040 5,324.59 6,634.62 HOME DEPOT INC/THE 12,000.000 5.95% 4/1/2041 14,113.07 16,956.44 HOME DEPOT INC/THE 150,000.000 4.88% 2/15/2044 172,105.50 190,929.98 HOME DEPOT INC/THE 120,000.000 4.40% 3/15/2045 129,629.68 143,434.51 HOME DEPOT INC/THE 100,000.000 3.35% 9/15/2025 103,400.00 106,860.36 HOME DEPOT INC/THE 100,000.000 3.90% 6/15/2047 102,477.00 113,172.71 HOME DEPOT INC/THE 100,000.000 2.80% 9/14/2027 98,535.00 104,024.20 SERVICE PROPERTIES TRUST 100,000.000 4.65% 3/15/2024 99,683.00 104,192.92 SERVICE PROPERTIES TRUST 55,000.000 4.95% 2/15/2027 57,698.52 57,046.22 HOST HOTELS & RESORTS LP 100,000.000 3.75% 10/15/2023 100,247.00 104,627.27 HUBBELL INC 200,000.000 3.35% 3/1/2026 200,452.00 204,398.87 HUDSON PACIFIC PROPERTIES LP 50,000.000 4.65% 4/1/2029 49,331.50 55,044.63 HUMANA INC 10,000.000 4.63% 12/1/2042 10,566.26 11,257.28 HUMANA INC 100,000.000 3.95% 8/15/2049 101,023.00 104,798.14 JB HUNT TRANSPORT SERVICES INC 100,000.000 3.88% 3/1/2026 99,994.00 107,465.73 HUNTSMAN INTERNATIONAL LLC 100,000.000 4.50% 5/1/2029 98,870.00 106,273.16 IBM CREDIT LLC 100,000.000 1.80% 1/20/2021 98,480.00 99,939.22 IDEX CORP 100,000.000 4.20% 12/15/2021 99,749.00 102,879.79 ILLINOIS TOOL WORKS INC 100,000.000 4.88% 9/15/2041 100,409.64 127,071.98 INGERSOLL-RAND GLOBAL HOLDING 75,000.000 2.90% 2/21/2021 74,878.50 75,689.13 INGRAM MICRO INC 100,000.000 5.45% 12/15/2024 99,649.00 105,076.56 INTEL CORP 10,000.000 3.70% 7/29/2025 9,985.10 10,817.17 INTEL CORP 100,000.000 4.10% 5/19/2046 100,545.01 115,451.67 INTEL CORP 30,000.000 4.10% 5/11/2047 30,966.48 34,862.34 INTEL CORP 103,000.000 3.73% 12/8/2047 98,740.33 113,400.46 INTEGRYS HOLDING INC 80,000.000 4.17% 11/1/2020 79,949.60 81,237.20 INTERCONTINENTAL EXCHANGE INC 50,000.000 4.00% 10/15/2023 51,465.50 53,350.10 INTERCONTINENTAL EXCHANGE INC 200,000.000 4.25% 9/21/2048 197,606.00 236,719.80 INTERNATIONAL BUSINESS MACHINE 100,000.000 5.60% 11/30/2039 121,202.50 132,157.25 INTERNATIONAL BUSINESS MACHINE 30,000.000 4.00% 6/20/2042 30,197.46 33,147.79 INTERNATIONAL BUSINESS MACHINE 110,000.000 2.50% 1/27/2022 111,663.64 111,289.80 INTERNATIONAL BUSINESS MACHINE 150,000.000 4.15% 5/15/2039 170,601.00 169,203.99 INTERNATIONAL PAPER CO 40,000.000 4.80% 6/15/2044 42,337.64 43,961.60 INTERNATIONAL PAPER CO 99,000.000 3.80% 1/15/2026 98,503.02 105,671.25 INTERNATIONAL PAPER CO 50,000.000 3.00% 2/15/2027 49,906.00 51,561.08 INTERPUBLIC GROUP OF COS INC/T 20,000.000 4.20% 4/15/2024 21,280.58 21,534.31 INTERPUBLIC GROUP OF COS INC/T 100,000.000 5.40% 10/1/2048 99,363.00 122,736.48 INTERSTATE POWER & LIGHT CO 200,000.000 4.10% 9/26/2028 199,496.00 219,417.31 JPMORGAN CHASE & CO 20,000.000 5.50% 10/15/2040 24,333.32 26,910.44 JPMORGAN CHASE & CO 75,000.000 5.60% 7/15/2041 77,724.53 102,715.39 JPMORGAN CHASE & CO 380,000.000 3.25% 9/23/2022 365,964.40 393,165.48 JPMORGAN CHASE & CO 150,000.000 3.20% 1/25/2023 147,595.50 154,806.57 JPMORGAN CHASE & CO 200,000.000 3.88% 2/1/2024 198,884.00 213,476.72 JPMORGAN CHASE & CO 40,000.000 4.85% 2/1/2044 46,076.84 51,146.12 JPMORGAN CHASE & CO 150,000.000 3.88% 9/10/2024 150,424.50 160,586.21 JPMORGAN CHASE & CO 100,000.000 3.90% 7/15/2025 101,316.00 108,007.68 JPMORGAN CHASE & CO 75,000.000 4.25% 10/1/2027 74,796.00 83,038.62 JPMORGAN CHASE & CO 200,000.000 2.70% 5/18/2023 199,468.00 203,639.05 JPMORGAN CHASE & CO 200,000.000 2.40% 6/7/2021 199,682.00 201,319.18 JPMORGAN CHASE & CO 50,000.000 2.95% 10/1/2026 50,396.00 51,529.87 JPMORGAN CHASE & CO 400,000.000 3.63% 12/1/2027 421,162.00 422,613.01 JPMORGAN CHASE & CO 150,000.000 3.54% 5/1/2028 150,000.00 159,378.64 JPMORGAN CHASE & CO 200,000.000 3.96% 1/29/2027 213,320.00 217,066.00 JPMORGAN CHASE & CO 200,000.000 3.21% 4/1/2023 203,768.00 204,769.44 JACKSON NATIONAL LIFE GLO 144A 500,000.000 2.10% 10/25/2021 499,695.00 501,263.23 JOHNSON & JOHNSON 105,000.000 4.50% 9/1/2040 123,444.30 128,263.62 JOHNSON & JOHNSON 50,000.000 3.55% 5/15/2021 54,227.70 51,175.28 JOHNSON & JOHNSON 40,000.000 3.63% 3/3/2037 41,529.40 44,186.39 SC JOHNSON & SON INC 144A 136,000.000 4.80% 9/1/2040 134,569.28 158,583.75 KLA CORP 100,000.000 4.65% 11/1/2024 102,523.00 109,765.33 KAISER FOUNDATION HOSPITALS 20,000.000 3.15% 5/1/2027 20,325.44 20,892.67 EVERGY METRO INC 300,000.000 3.65% 8/15/2025 298,932.00 320,035.94 KANSAS CITY SOUTHERN 50,000.000 4.95% 8/15/2045 49,733.00 59,389.74 KELLOGG CO 100,000.000 3.40% 11/15/2027 99,350.00 104,510.90 KENNAMETAL INC 198,000.000 3.88% 2/15/2022 198,292.14 203,616.49 KENTUCKY UTILITIES CO 10,000.000 5.13% 11/1/2040 12,009.93 12,418.15 KEURIG DR PEPPER INC 100,000.000 4.99% 5/25/2038 109,203.00 118,085.60 KEURIG DR PEPPER INC 200,000.000 5.09% 5/25/2048 200,000.00 240,969.68 KEYBANK NA/CLEVELAND OH 100,000.000 2.30% 9/14/2022 98,775.00 101,110.41 KEYBANK NA/CLEVELAND OH 100,000.000 3.90% 4/13/2029 101,844.00 107,428.74 KEYSIGHT TECHNOLOGIES INC 110,000.000 4.60% 4/6/2027 116,584.38 122,006.04 KEYSIGHT TECHNOLOGIES INC 100,000.000 3.00% 10/30/2029 100,476.00 100,332.30 KILROY REALTY LP 100,000.000 4.25% 8/15/2029 102,165.00 109,172.09 KIMBERLY-CLARK CORP 50,000.000 3.88% 3/1/2021 53,231.00 51,152.70 KIMBERLY-CLARK CORP 100,000.000 2.75% 2/15/2026 101,281.00 103,006.18 KIMCO REALTY CORP 50,000.000 3.20% 5/1/2021 49,900.00 50,705.76

14 2019 | Investment Portfolio AS OF DEC. 31, 2019

KIMCO REALTY CORP 80,000.000 3.80% 4/1/2027 80,294.88 84,634.32 KINDER MORGAN ENERGY PARTNERS 180,000.000 6.95% 1/15/2038 201,989.81 238,478.02 KINDER MORGAN INC/DE 30,000.000 5.55% 6/1/2045 31,922.64 35,702.54 KIRBY CORP 250,000.000 4.20% 3/1/2028 249,647.50 264,421.89 KOHL’S CORP 100,000.000 3.25% 2/1/2023 100,241.80 101,515.63 KRAFT HEINZ FOODS CO 70,000.000 5.00% 6/4/2042 71,344.96 74,796.38 KRAFT HEINZ FOODS CO 160,000.000 6.88% 1/26/2039 159,185.60 199,910.45 KROGER CO/THE 75,000.000 3.50% 2/1/2026 76,254.00 79,083.69 KROGER CO/THE 300,000.000 2.80% 8/1/2022 299,943.00 305,845.59 L3HARRIS TECHNOLOGIES INC 144A 21,000.000 3.95% 5/28/2024 22,273.23 22,302.65 LAM RESEARCH CORP 100,000.000 4.88% 3/15/2049 106,878.00 125,230.47 LEAR CORP 15,000.000 5.25% 1/15/2025 16,337.50 15,420.39 LEGGETT & PLATT INC 95,000.000 3.40% 8/15/2022 94,720.70 96,840.74 LEGGETT & PLATT INC 100,000.000 3.50% 11/15/2027 99,189.00 102,748.98 LEGGETT & PLATT INC 100,000.000 4.40% 3/15/2029 101,203.00 109,363.42 JEFFERIES FINANCIAL GROUP INC 100,000.000 5.50% 10/18/2023 102,973.00 108,755.24 LEXINGTON REALTY TRUST 125,000.000 4.40% 6/15/2024 124,853.75 130,036.35 LIBERTY MUTUAL GROUP INC 144A 280,000.000 5.00% 6/1/2021 274,061.20 289,319.93 LIFE STORAGE LP 125,000.000 3.88% 12/15/2027 124,403.75 131,859.80 ELI LILLY & CO 155,000.000 2.35% 5/15/2022 155,830.81 156,998.94 ELI LILLY & CO 100,000.000 3.95% 3/15/2049 107,386.00 115,837.71 LINCOLN NATIONAL CORP 20,000.000 3.63% 12/12/2026 20,299.04 21,119.81 LOWE’S COS INC 25,000.000 4.65% 4/15/2042 25,542.50 28,666.37 LOWE’S COS INC 250,000.000 3.88% 9/15/2023 248,502.50 265,271.08 LOWE’S COS INC 100,000.000 5.00% 9/15/2043 116,700.00 115,620.94 LOWE’S COS INC 220,000.000 3.10% 5/3/2027 222,002.22 227,499.86 MANUFACTURERS & TRADERS TRUST 110,000.000 2.50% 5/18/2022 110,548.02 111,294.61 MPT OPERATING PARTNERSHIP LP / 100,000.000 5.00% 10/15/2027 102,800.00 106,000.00 MACY’S RETAIL HOLDINGS INC 20,000.000 3.88% 1/15/2022 19,938.24 20,383.39 MACY’S RETAIL HOLDINGS INC 50,000.000 5.13% 1/15/2042 50,900.70 46,001.54 MAGELLAN MIDSTREAM PARTNERS LP 125,000.000 5.15% 10/15/2043 124,450.00 146,382.08 MAGELLAN MIDSTREAM PARTNERS LP 35,000.000 4.25% 9/15/2046 34,566.70 37,360.87 MARATHON OIL CORP 100,000.000 2.80% 11/1/2022 99,757.00 101,683.10 MARATHON PETROLEUM CORP 100,000.000 5.85% 12/15/2045 94,184.00 114,838.89 MARKEL CORP 50,000.000 3.63% 3/30/2023 50,257.01 52,296.65 MASSACHUSETTS INSTITUTE OF TEC 60,000.000 3.96% 7/1/2038 60,000.00 67,866.24 MASSACHUSETTS MUTUAL LIFE 144A 331,512.500 3.73% 10/15/2070 312,142.22 320,592.23 MASTERCARD INC 35,000.000 2.00% 11/21/2021 34,950.37 35,188.22 MCDONALD’S CORP 50,000.000 6.30% 3/1/2038 70,040.00 67,731.27 MCDONALD’S CORP 160,000.000 3.70% 2/15/2042 157,712.00 162,507.51 MCDONALD’S CORP 100,000.000 3.50% 3/1/2027 102,008.00 106,836.73 MCDONALD’S CORP 30,000.000 4.45% 3/1/2047 31,613.85 34,112.23 MCKESSON CORP 125,000.000 3.95% 2/16/2028 124,968.75 133,363.60 MEAD JOHNSON NUTRITION CO 100,000.000 5.90% 11/1/2039 102,795.68 133,427.48 MEAD JOHNSON NUTRITION CO 50,000.000 4.60% 6/1/2044 50,653.50 59,886.24 MEDTRONIC INC 157,000.000 3.50% 3/15/2025 158,006.26 168,302.11 MEDTRONIC INC 22,000.000 4.38% 3/15/2035 23,886.08 26,049.76 MEDTRONIC INC 25,000.000 4.63% 3/15/2045 27,864.50 31,488.87 MERCK & CO INC 100,000.000 3.70% 2/10/2045 96,817.01 110,627.53 MERCK & CO INC 100,000.000 3.60% 9/15/2042 93,145.00 107,537.86 MERCURY GENERAL CORP 20,000.000 4.40% 3/15/2027 20,474.48 21,028.30 BANK OF AMERICA CORP 50,000.000 6.11% 1/29/2037 37,260.85 67,586.47 METLIFE INC 75,000.000 6.38% 6/15/2034 82,465.80 107,290.32 METLIFE INC 100,000.000 4.13% 8/13/2042 99,817.00 114,056.33 METLIFE INC 40,000.000 4.05% 3/1/2045 40,796.60 46,438.89 METROPOLITAN LIFE GLOBAL 144A 190,000.000 3.45% 12/18/2026 189,872.70 203,966.76 MICROSOFT CORP 170,000.000 4.50% 10/1/2040 170,548.93 210,805.40 MICROSOFT CORP 100,000.000 2.13% 11/15/2022 96,697.00 101,122.98 MICROSOFT CORP 50,000.000 4.45% 11/3/2045 51,441.50 62,609.75 MICROSOFT CORP 50,000.000 2.40% 8/8/2026 50,302.00 50,592.24 MICROSOFT CORP 280,000.000 3.45% 8/8/2036 278,663.38 306,883.76 MICROSOFT CORP 50,000.000 3.70% 8/8/2046 51,864.50 56,537.68 MICROSOFT CORP 60,000.000 3.95% 8/8/2056 59,604.60 71,109.70 MICROSOFT CORP 100,000.000 4.10% 2/6/2037 108,710.00 118,300.51 MICROSOFT CORP 100,000.000 4.25% 2/6/2047 100,645.00 122,705.97 MICROSOFT CORP 200,000.000 4.50% 2/6/2057 221,086.00 259,421.64 MICROCHIP TECHNOLOGY INC 200,000.000 3.92% 6/1/2021 200,000.00 204,536.13 MICRON TECHNOLOGY INC 200,000.000 4.19% 2/15/2027 199,990.00 213,475.78 MID-AMERICA APARTMENTS LP 45,000.000 3.60% 6/1/2027 45,358.43 47,761.79 MOLSON COORS BEVERAGE CO 20,000.000 4.20% 7/15/2046 19,525.68 19,963.00 MONDELEZ INTERNATIONAL INC 100,000.000 3.00% 5/7/2020 99,846.00 100,286.98 MORGAN STANLEY 220,000.000 2.75% 5/19/2022 220,690.58 224,062.79 MORGAN STANLEY 200,000.000 3.77% 1/24/2029 192,900.00 215,290.56 MORGAN STANLEY 25,000.000 5.00% 11/24/2025 24,886.25 28,160.14 MORGAN STANLEY 125,000.000 4.35% 9/8/2026 125,388.75 136,735.47 MORGAN STANLEY 250,000.000 3.88% 1/27/2026 251,800.50 268,523.29 MORGAN STANLEY 100,000.000 2.50% 4/21/2021 100,396.00 100,758.26 MORGAN STANLEY 100,000.000 4.38% 1/22/2047 100,196.00 119,928.07 MORGAN STANLEY 155,000.000 5.50% 7/28/2021 143,252.09 163,281.47

15 2019 | Investment Portfolio AS OF DEC. 31, 2019

MORGAN STANLEY 100,000.000 3.95% 4/23/2027 98,166.07 107,290.64 MORGAN STANLEY 50,000.000 3.13% 7/27/2026 50,375.50 51,627.05 MOSAIC CO/THE 33,000.000 5.63% 11/15/2043 32,971.29 38,807.61 MOTOROLA SOLUTIONS INC 125,000.000 4.60% 2/23/2028 124,791.25 135,573.66 MYLAN INC 100,000.000 5.20% 4/15/2048 90,603.00 111,963.87 NATIONAL FUEL GAS CO 200,000.000 4.75% 9/1/2028 198,546.00 214,219.13 NATIONAL OILWELL VARCO INC 40,000.000 3.95% 12/1/2042 34,320.28 36,861.42 NATIONAL RETAIL PROPERTIES INC 50,000.000 3.80% 10/15/2022 49,232.50 52,047.51 NATIONAL RETAIL PROPERTIES INC 100,000.000 3.50% 10/15/2027 97,807.00 104,519.52 NATIONAL RURAL UTILITIES COOPE 28,000.000 8.00% 3/1/2032 37,804.42 42,115.31 NATIONAL RURAL UTILITIES COOPE 250,000.000 3.40% 11/15/2023 249,807.50 263,180.69 NATIONAL RURAL UTILITIES COOPE 110,000.000 2.40% 4/25/2022 110,859.21 111,205.37 NBCUNIVERSAL MEDIA LLC 50,000.000 5.95% 4/1/2041 55,669.95 68,800.88 NEW YORK LIFE GLOBAL FUND 144A 500,000.000 2.00% 4/9/2020 499,670.00 500,099.72 NEWELL BRANDS INC 100,000.000 4.20% 4/1/2026 104,945.00 104,275.45 NEXTERA ENERGY CAPITAL HOLDING 100,000.000 3.63% 6/15/2023 102,751.00 104,565.75 NEXTERA ENERGY CAPITAL HOLDING 100,000.000 3.34% 9/1/2020 100,285.00 100,875.37 NEXTERA ENERGY CAPITAL HOLDING 180,000.000 3.55% 5/1/2027 184,088.92 191,249.48 NEXTERA ENERGY CAPITAL HOLDING 200,000.000 2.90% 4/1/2022 202,930.00 204,122.89 NEXTERA ENERGY CAPITAL HOLDING 200,000.000 2.75% 11/1/2029 199,544.00 201,066.86 NIKE INC 90,000.000 3.63% 5/1/2043 89,454.08 97,583.01 NISOURCE INC 100,000.000 6.25% 12/15/2040 122,535.00 132,337.95 NISOURCE INC 50,000.000 4.80% 2/15/2044 49,787.50 58,156.82 NISOURCE INC 155,000.000 3.49% 5/15/2027 158,254.79 163,063.64 NISOURCE INC 100,000.000 3.95% 3/30/2048 98,667.00 105,460.54 NOBLE ENERGY INC 120,000.000 6.00% 3/1/2041 119,203.20 144,418.84 NOBLE ENERGY INC 10,000.000 5.25% 11/15/2043 10,400.92 11,267.74 NOBLE ENERGY INC 250,000.000 3.85% 1/15/2028 249,220.00 264,173.95 NOBLE ENERGY INC 100,000.000 3.25% 10/15/2029 100,055.00 101,357.86 NORDSTROM INC 100,000.000 4.00% 3/15/2027 100,721.00 103,939.63 NORTHERN STATES POWER CO/MN 100,000.000 3.60% 9/15/2047 99,587.00 107,075.18 NORTHERN STATES POWER CO/WI 150,000.000 3.70% 10/1/2042 148,765.50 155,428.73 NORTHERN TRUST CORP 100,000.000 3.38% 8/23/2021 103,686.00 102,419.55 NSTAR ELECTRIC CO 100,000.000 2.38% 10/15/2022 99,726.00 100,941.34 NUCOR CORP 100,000.000 5.20% 8/1/2043 105,390.00 123,521.84 O’REILLY AUTOMOTIVE INC 50,000.000 3.80% 9/1/2022 49,813.50 52,018.42 OCCIDENTAL PETROLEUM CORP 100,000.000 5.55% 3/15/2026 114,168.00 113,411.11 OMNICOM GROUP INC / OMNICOM CA 50,000.000 3.65% 11/1/2024 49,892.00 52,849.17 ONCOR ELECTRIC DELIVERY CO LLC 100,000.000 5.25% 9/30/2040 112,741.00 128,266.35 ONCOR ELECTRIC DELIVERY CO LLC 100,000.000 3.80% 9/30/2047 101,524.00 110,390.41 ONEOK PARTNERS LP 90,000.000 6.13% 2/1/2041 91,704.11 108,372.42 ONEOK INC 100,000.000 4.35% 3/15/2029 102,576.00 108,318.71 ORACLE CORP 50,000.000 5.38% 7/15/2040 57,332.90 64,992.11 ORACLE CORP 380,000.000 4.30% 7/8/2034 382,076.05 444,590.11 ORACLE CORP 100,000.000 2.95% 5/15/2025 99,543.00 104,104.97 ORACLE CORP 20,000.000 3.90% 5/15/2035 19,865.00 22,307.42 ORACLE CORP 50,000.000 4.13% 5/15/2045 46,144.50 56,500.37 ORACLE CORP 50,000.000 4.38% 5/15/2055 49,774.50 59,371.24 ORACLE CORP 20,000.000 4.00% 7/15/2046 20,064.38 22,263.33 ORACLE CORP 120,000.000 1.90% 9/15/2021 119,817.97 120,251.42 ORACLE CORP 100,000.000 2.65% 7/15/2026 101,013.00 102,298.50 ORACLE CORP 100,000.000 2.63% 2/15/2023 100,053.00 102,125.14 ORACLE CORP 100,000.000 2.95% 11/15/2024 100,471.00 103,950.76 OWENS CORNING 100,000.000 4.20% 12/1/2024 101,393.00 105,527.80 PECO ENERGY CO 100,000.000 3.70% 9/15/2047 100,572.00 109,512.55 PNC FINANCIAL SERVICES GROUP I 80,000.000 4.38% 8/11/2020 79,564.80 81,195.00 PPL ELECTRIC UTILITIES CORP 100,000.000 2.50% 9/1/2022 99,665.00 101,008.38 PPL ELECTRIC UTILITIES CORP 50,000.000 4.75% 7/15/2043 51,707.00 60,416.66 PPL CAPITAL FUNDING INC 80,000.000 4.70% 6/1/2043 79,718.40 89,290.97 PNC BANK NA 100,000.000 3.25% 6/1/2025 102,741.00 104,954.80 PNC BANK NA 165,000.000 2.63% 2/17/2022 167,056.23 167,322.18 PACCAR FINANCIAL CORP 250,000.000 2.80% 3/1/2021 249,877.50 252,944.18 PAYPAL HOLDINGS INC 100,000.000 2.65% 10/1/2026 100,635.00 101,404.53 PENSKE TRUCK LEASING CO L 144A 400,000.000 3.40% 11/15/2026 398,780.00 408,387.43 PEPSICO INC 50,000.000 3.10% 7/17/2022 50,702.00 51,593.22 PEPSICO INC 75,000.000 3.50% 7/17/2025 75,957.75 80,555.21 PEPSICO INC 20,000.000 4.45% 4/14/2046 21,887.36 24,570.76 PEPSICO INC 125,000.000 2.85% 2/24/2026 127,293.75 129,841.89 PEPSICO INC 100,000.000 2.00% 4/15/2021 99,873.00 100,285.30 PEPSICO INC 100,000.000 3.00% 10/15/2027 99,700.00 106,009.08 PERKINELMER INC 100,000.000 3.30% 9/15/2029 100,174.00 102,151.35 PFIZER INC 100,000.000 3.40% 5/15/2024 99,597.00 105,806.98 PFIZER INC 100,000.000 2.80% 3/11/2022 100,829.00 102,109.69 PFIZER INC 100,000.000 4.00% 3/15/2049 102,482.00 115,117.91 PHARMACIA LLC 23,000.000 6.60% 12/1/2028 29,449.84 30,227.55 PHILLIPS 66 50,000.000 4.30% 4/1/2022 55,145.00 52,487.27 PHYSICIANS REALTY LP 55,000.000 4.30% 3/15/2027 56,447.33 58,811.44 PIEDMONT OPERATING PARTNERSHIP 200,000.000 3.40% 6/1/2023 199,202.00 204,896.07 PIEDMONT OPERATING PARTNERSHIP 20,000.000 4.45% 3/15/2024 20,665.46 21,328.20 PIONEER NATURAL RESOURCES CO 20,000.000 3.95% 7/15/2022 21,171.38 20,757.92

16 2019 | Investment Portfolio AS OF DEC. 31, 2019

PLAINS ALL AMERICAN PIPELINE L 55,000.000 2.85% 1/31/2023 53,980.03 55,548.95 PLAINS ALL AMERICAN PIPELINE L 15,000.000 4.70% 6/15/2044 13,849.76 14,587.33 PLAINS ALL AMERICAN PIPELINE L 100,000.000 4.90% 2/15/2045 102,371.00 99,654.43 PRESIDENT & FELLOWS OF HARVARD 320,000.000 4.88% 10/15/2040 317,865.60 413,531.93 BOOKING HOLDINGS INC 20,000.000 3.60% 6/1/2026 20,513.00 21,351.27 PRINCIPAL FINANCIAL GROUP INC 10,000.000 4.30% 11/15/2046 10,500.30 11,316.98 PROCTER & GAMBLE CO/THE 100,000.000 3.10% 8/15/2023 102,320.99 104,468.20 PROCTER & GAMBLE CO/THE 20,000.000 2.70% 2/2/2026 20,164.52 20,835.47 PRIVATE EXPORT FUNDING CO 144A 250,000.000 2.65% 2/16/2021 249,757.50 252,578.06 PROGRESSIVE CORP/THE 50,000.000 2.45% 1/15/2027 49,932.00 50,211.35 PROTECTIVE LIFE GLOBAL FU 144A 250,000.000 2.16% 9/25/2020 250,000.00 250,369.28 PROVIDENCE ST JOSEPH HEALTH OB 100,000.000 2.53% 10/1/2029 99,403.00 98,196.12 PRUDENTIAL FINANCIAL INC 210,000.000 5.70% 12/14/2036 201,899.91 284,943.45 PRUDENTIAL FINANCIAL INC 100,000.000 3.70% 3/13/2051 104,049.00 105,263.40 PRUDENTIAL FINANCIAL INC 14,000.000 3.91% 12/7/2047 14,384.58 15,075.91 PUBLIC SERVICE CO OF COLORADO 170,000.000 3.55% 6/15/2046 177,247.00 175,064.24 PUBLIC SERVICE ELECTRIC & GAS 125,000.000 4.15% 11/1/2045 124,872.50 141,554.87 PUBLIC SERVICE ELECTRIC & GAS 55,000.000 3.00% 5/15/2027 55,646.75 56,910.16 PUBLIC STORAGE 100,000.000 2.37% 9/15/2022 99,333.00 101,114.60 PUBLIC STORAGE 100,000.000 3.09% 9/15/2027 99,297.00 104,294.53 PUGET SOUND ENERGY INC 60,000.000 5.76% 10/1/2039 70,922.94 79,554.80 QVC INC 100,000.000 5.45% 8/15/2034 99,899.00 96,008.32 QUALCOMM INC 110,000.000 3.00% 5/20/2022 113,477.98 112,779.78 QUALCOMM INC 100,000.000 3.45% 5/20/2025 99,640.00 105,768.90 QUALCOMM INC 150,000.000 3.25% 5/20/2027 145,933.50 157,882.58 QUEST DIAGNOSTICS INC 100,000.000 3.50% 3/30/2025 99,250.00 105,368.73 RPM INTERNATIONAL INC 50,000.000 3.45% 11/15/2022 49,876.50 51,266.09 RAZA DEVELOPMENT FUND INC 300,000.000 3.53% 7/1/2034 300,000.00 299,397.00 REALTY INCOME CORP 30,000.000 3.88% 7/15/2024 29,986.80 32,012.05 ENERGY TRANSFER PARTNERS LP / 100,000.000 5.00% 10/1/2022 98,500.00 106,081.89 REINSURANCE GROUP OF AMERICA I 200,000.000 3.95% 9/15/2026 199,992.00 212,248.32 REPUBLIC SERVICES INC 10,000.000 6.20% 3/1/2040 13,058.03 13,579.19 ROCKWELL COLLINS INC 150,000.000 3.20% 3/15/2024 149,568.00 156,121.65 SABINE PASS LIQUEFACTION LLC 40,000.000 5.63% 2/1/2021 43,350.00 41,115.72 SABINE PASS LIQUEFACTION LLC 145,000.000 5.75% 5/15/2024 161,456.82 161,776.21 SABINE PASS LIQUEFACTION LLC 35,000.000 5.63% 3/1/2025 38,150.00 39,420.80 SANTANDER HOLDINGS USA INC 80,000.000 4.50% 7/17/2025 82,594.40 86,363.64 SASOL FINANCING USA LLC 200,000.000 6.50% 9/27/2028 203,700.00 222,480.25 SCANA CORP 67,000.000 6.25% 4/1/2020 66,766.84 67,508.63 MERCK & CO INC 198,000.000 6.55% 9/15/2037 282,215.34 285,387.13 DIVERSIFIED HEALTHCARE TRUST 250,000.000 4.75% 2/15/2028 245,780.00 252,381.70 SHERWIN-WILLIAMS CO/THE 50,000.000 4.20% 1/15/2022 53,628.50 51,951.21 SHERWIN-WILLIAMS CO/THE 100,000.000 3.30% 2/1/2025 10,516.00 101,578.57 SIMON PROPERTY GROUP LP 10,000.000 6.75% 2/1/2040 13,467.78 14,670.68 SIMON PROPERTY GROUP LP 100,000.000 2.00% 9/13/2024 100,045.00 99,520.77 SOUTHERN CALIFORNIA EDISON CO 176,000.000 5.95% 2/1/2038 202,287.40 223,275.35 SOUTHERN CALIFORNIA EDISON CO 45,000.000 3.88% 6/1/2021 47,880.18 45,977.09 SOUTHERN CALIFORNIA EDISON CO 70,000.000 4.00% 4/1/2047 73,937.34 73,699.67 SOUTHERN CALIFORNIA EDISON CO 100,000.000 4.20% 3/1/2029 101,757.00 110,713.42 SOUTHERN COPPER CORP 30,000.000 6.75% 4/16/2040 34,161.45 40,063.04 SOUTHERN COPPER CORP 100,000.000 5.25% 11/8/2042 98,879.00 115,099.38 SOUTHERN NATURAL GAS CO LLC 75,000.000 8.00% 3/1/2032 99,372.00 108,858.65 SOUTHWEST AIRLINES CO 20,000.000 3.00% 11/15/2026 19,531.84 20,484.04 SPECTRA ENERGY PARTNERS LP 20,000.000 5.95% 9/25/2043 23,431.04 25,137.51 STARBUCKS CORP 100,000.000 4.30% 6/15/2045 99,813.00 110,739.01 STATE STREET CORP 150,000.000 3.30% 12/16/2024 149,847.00 158,243.75 STEELCASE INC 220,000.000 5.13% 1/18/2029 218,268.60 248,898.68 STRYKER CORP 30,000.000 4.38% 5/15/2044 30,425.73 34,084.09 SUNOCO LOGISTICS PARTNERS OPER 65,000.000 4.25% 4/1/2024 64,853.10 68,359.88 SUNOCO LOGISTICS PARTNERS OPER 100,000.000 5.40% 10/1/2047 101,315.00 108,727.86 TRUIST BANK 150,000.000 2.75% 5/1/2023 145,624.50 152,710.99 TRUIST BANK 100,000.000 3.20% 4/1/2024 100,739.00 104,050.00 SYNCHRONY FINANCIAL 100,000.000 3.75% 8/15/2021 99,822.00 102,275.68 SYNCHRONY FINANCIAL 80,000.000 3.95% 12/1/2027 79,771.20 84,085.69 SYNCHRONY FINANCIAL 50,000.000 4.38% 3/19/2024 49,878.00 53,350.40 SYNCHRONY FINANCIAL 100,000.000 5.15% 3/19/2029 102,113.00 113,788.92 SYNCHRONY CREDIT CARD MAST 1 A 150,000.000 2.37% 3/15/2023 150,568.36 150,116.82 SYNCHRONY CREDIT CARD MAST 4 A 400,000.000 2.38% 9/15/2023 400,281.25 401,264.28 SYSCO CORP 10,000.000 4.85% 10/1/2045 9,992.10 12,019.14 SYSCO CORP 110,000.000 3.75% 10/1/2025 111,299.00 118,332.50 SYSCO CORP 10,000.000 4.50% 4/1/2046 10,476.28 11,429.72 SYSCO CORP 200,000.000 3.55% 3/15/2025 198,960.00 212,970.38 TCI COMMUNICATIONS INC 328,000.000 7.88% 2/15/2026 367,498.42 427,163.93 TTX CO 144A 306,000.000 4.40% 5/1/2021 315,686.55 315,421.62 TAMPA ELECTRIC CO 25,000.000 5.40% 5/15/2021 28,273.55 26,118.57 TAMPA ELECTRIC CO 10,000.000 4.35% 5/15/2044 10,314.66 11,370.90 TECH DATA CORP 45,000.000 3.70% 2/15/2022 46,273.37 46,000.03 TECO FINANCE INC 80,000.000 5.15% 3/15/2020 79,641.60 80,488.93 TENNESSEE GAS PIPELINE CO LLC 20,000.000 7.00% 10/15/2028 24,276.04 25,641.10

17 2019 | Investment Portfolio AS OF DEC. 31, 2019

TENNESSEE VALLEY AUTH BD 50,000.000 5.25% 9/15/2039 62,622.30 68,913.31 TENNESSEE VALLEY AUTH BD 100,000.000 3.88% 2/15/2021 112,006.70 102,222.48 TENNESSEE VALLEY AUTH BD 125,000.000 4.25% 9/15/2065 124,768.75 162,713.27 TEXAS INSTRUMENTS INC 110,000.000 2.75% 3/12/2021 112,990.02 111,133.34 THERMO FISHER SCIENTIFIC INC 100,000.000 2.60% 10/1/2029 99,577.00 98,923.75 ABB INSTALLATION PRODUCTS INC 40,000.000 5.63% 11/15/2021 46,063.92 42,613.31 3M CO 100,000.000 3.88% 6/15/2044 106,778.00 106,778.78 3M CO 300,000.000 1.63% 9/19/2021 299,841.00 299,332.69 3M CO 100,000.000 2.88% 10/15/2027 99,963.00 104,303.96 3M CO 100,000.000 4.00% 9/14/2048 100,239.00 110,412.59 TIME WARNER CABLE LLC 350,000.000 6.75% 6/15/2039 418,881.42 442,224.87 TIMKEN CO/THE 125,000.000 3.88% 9/1/2024 123,626.25 130,173.45 TIMKEN CO/THE 100,000.000 4.50% 12/15/2028 98,461.00 107,783.78 TOLL BROTHERS FINANCE CORP 200,000.000 4.38% 4/15/2023 200,000.00 209,000.00 TOYOTA MOTOR CREDIT CORP 136,000.000 4.50% 6/17/2020 135,469.60 137,595.23 TOYOTA MOTOR CREDIT CORP 100,000.000 2.60% 1/11/2022 100,996.00 101,512.47 TOYOTA MOTOR CREDIT CORP 100,000.000 2.15% 9/8/2022 99,207.00 100,778.63 TOYOTA MOTOR CREDIT CORP 200,000.000 2.95% 4/13/2021 199,920.00 203,016.36 TRANSCONTINENTAL GAS PIPE LINE 22,000.000 4.45% 8/1/2042 21,934.22 23,177.78 TRAVELERS PROPERTY CASUALTY CO 170,000.000 7.75% 4/15/2026 228,082.54 220,888.38 TRAVELERS COS INC/THE 75,000.000 6.25% 6/15/2037 85,339.95 104,739.24 TUOLUMNE CA WIND PROJ AUTH REV 200,000.000 6.92% 1/1/2034 200,000.00 261,926.00 US AIRWAYS 2013-1 CLASS A PASS 32,617.997 3.95% 5/15/2027 32,617.99 34,309.06 UNILEVER CAPITAL CORP 100,000.000 5.90% 11/15/2032 125,145.00 136,275.78 UNILEVER CAPITAL CORP 110,000.000 2.90% 5/5/2027 109,958.75 114,887.59 UNILEVER CAPITAL CORP 200,000.000 2.75% 3/22/2021 198,978.00 202,399.16 UNION PACIFIC CORP 163,000.000 3.80% 10/1/2051 157,228.25 173,168.34 UNION PACIFIC CORP 110,000.000 3.00% 4/15/2027 111,440.12 115,464.68 MUFG AMERICAS HOLDINGS CORP 50,000.000 3.50% 6/18/2022 49,600.00 51,726.83 UNITED AIRLINES 2014-1 CLASS A 20,276.846 4.00% 10/11/2027 20,276.85 21,556.85 UNITED PARCEL SERVICE INC 50,000.000 3.13% 1/15/2021 53,212.00 50,596.90 UNITED PARCEL SERVICE INC 45,000.000 2.45% 10/1/2022 45,745.70 45,721.45 UNITED PARCEL SERVICE INC 100,000.000 2.50% 4/1/2023 99,290.00 101,840.28 UNITED PARCEL SERVICE INC 100,000.000 4.25% 3/15/2049 103,313.00 117,136.60 US BANCORP 50,000.000 2.38% 7/22/2026 49,969.00 50,156.13 US BANCORP 180,000.000 2.95% 7/15/2022 179,429.40 184,202.77 U S TREASURY BOND 5,600.000 8.00% 11/15/2021 7,113.53 6,253.63 U S TREASURY BOND 107,800.000 6.25% 8/15/2023 151,467.23 125,229.07 U S TREASURY BOND 19,000.000 6.00% 2/15/2026 24,921.92 23,657.97 U S TREASURY BOND 10,600.000 6.50% 11/15/2026 14,562.16 13,822.23 U S TREASURY BOND 300,000.000 6.13% 11/15/2027 432,808.74 394,300.78 U S TREASURY BOND 50,000.000 5.25% 11/15/2028 69,064.65 63,697.27 U S TREASURY BOND 100,000.000 4.50% 2/15/2036 126,839.84 132,757.81 U S TREASURY BOND 50,000.000 5.00% 5/15/2037 63,006.06 70,865.23 U S TREASURY BOND 150,000.000 3.50% 2/15/2039 170,285.51 180,052.73 U S TREASURY BOND 100,000.000 4.25% 5/15/2039 125,726.56 131,804.69 U S TREASURY BOND 100,000.000 4.63% 2/15/2040 131,058.59 138,476.56 U S TREASURY BOND 100,000.000 4.25% 11/15/2040 125,859.38 132,566.41 U S TREASURY BOND 50,000.000 3.75% 8/15/2041 56,164.00 62,187.50 U S TREASURY BOND 280,000.000 3.13% 2/15/2042 287,920.07 318,237.50 U S TREASURY BOND 100,000.000 3.00% 5/15/2042 95,521.89 111,472.66 U S TREASURY BOND 150,000.000 2.75% 8/15/2042 154,682.23 160,529.30 U S TREASURY BOND 150,000.000 2.75% 11/15/2042 143,683.59 160,417.97 U S TREASURY BOND 100,000.000 2.88% 5/15/2043 88,303.07 109,175.78 U S TREASURY BOND 240,000.000 3.63% 8/15/2043 294,445.03 294,918.75 U S TREASURY BOND 260,000.000 3.75% 11/15/2043 274,096.87 325,802.34 U S TREASURY BOND 485,000.000 3.63% 2/15/2044 511,324.01 597,250.98 U S TREASURY BOND 900,000.000 3.38% 5/15/2044 946,946.61 1,067,343.75 U S TREASURY BOND 465,000.000 3.13% 8/15/2044 494,626.39 530,118.16 U S TREASURY BOND 485,000.000 3.00% 11/15/2044 518,004.65 541,835.94 U S TREASURY BOND 200,000.000 2.50% 2/15/2045 187,771.87 204,546.88 U S TREASURY BOND 995,000.000 3.00% 5/15/2045 1,011,731.65 1,113,350.58 U S TREASURY BOND 755,000.000 2.88% 8/15/2045 761,588.95 827,255.86 U S TREASURY BOND 300,000.000 3.00% 11/15/2045 308,601.56 336,398.44 U S TREASURY BOND 568,000.000 2.50% 2/15/2046 572,297.45 581,334.69 U S TREASURY BOND 200,000.000 2.50% 5/15/2046 187,750.00 204,695.31 U S TREASURY BOND 250,000.000 2.25% 8/15/2046 209,104.36 243,574.22 U S TREASURY BOND 1,030,000.000 2.88% 11/15/2046 995,308.42 1,132,597.66 U S TREASURY BOND 170,000.000 3.00% 2/15/2047 175,465.59 191,475.78 U S TREASURY BOND 200,000.000 3.00% 5/15/2047 205,422.99 225,257.81 U S TREASURY BOND 150,000.000 2.75% 8/15/2047 143,439.30 161,267.58 U S TREASURY BOND 100,000.000 2.75% 11/15/2047 99,914.06 107,511.72 U S TREASURY BOND 300,000.000 3.00% 2/15/2048 293,569.33 338,109.38 U S TREASURY BOND 2,575,000.000 3.13% 5/15/2048 2,727,752.47 2,972,515.63 U S TREASURY BOND 400,000.000 3.00% 8/15/2048 397,645.09 451,640.62 U S TREASURY BOND 100,000.000 3.38% 11/15/2048 101,050.78 120,968.75 U S TREASURY BOND 300,000.000 3.00% 2/15/2049 305,548.00 339,328.13 U S TREASURY BOND 400,000.000 2.88% 5/15/2049 462,984.38 442,078.12 U S TREASURY BOND 750,000.000 2.25% 8/15/2049 759,619.14 729,609.38 U S TREASURY BOND 300,000.000 2.38% 11/15/2049 311,132.82 299,847.66

18 2019 | Investment Portfolio AS OF DEC. 31, 2019

U S TREASURY NOTE 46,600.000 2.13% 1/31/2021 47,519.28 46,843.92 U S TREASURY NOTE 335,600.000 2.75% 2/15/2024 341,511.50 350,059.64 U S TREASURY NOTE 113,400.000 2.00% 2/28/2021 115,171.88 113,865.12 U S TREASURY NOTE 330,600.000 2.25% 3/31/2021 332,588.32 333,118.24 U S TREASURY NOTE 2,183,800.000 2.38% 8/15/2024 2,212,822.17 2,250,678.88 U S TREASURY NOTE 348,800.000 2.00% 8/31/2021 358,898.04 351,102.62 U S TREASURY NOTE 100,400.000 2.13% 9/30/2021 102,349.17 101,298.11 U S TREASURY NOTE 234,600.000 2.00% 10/31/2021 236,570.32 236,350.34 U S TREASURY NOTE 165,800.000 2.25% 11/15/2024 170,301.92 170,145.77 U S TREASURY NOTE 64,400.000 1.88% 11/30/2021 64,963.50 64,774.83 U S TREASURY NOTE 72,800.000 2.13% 12/31/2021 74,219.02 73,564.97 U S TREASURY NOTE 322,400.000 1.50% 1/31/2022 314,969.63 321,921.44 U S TREASURY NOTE 367,000.000 2.00% 2/15/2025 364,230.92 372,304.30 U S TREASURY NOTE 419,600.000 1.75% 2/28/2022 420,635.01 421,173.50 U S TREASURY NOTE 65,800.000 1.75% 3/31/2022 65,913.11 66,046.75 U S TREASURY NOTE 434,800.000 2.00% 8/15/2025 427,627.19 440,761.52 U S TREASURY NOTE 35,200.000 1.88% 8/31/2022 35,399.37 35,458.50 U S TREASURY NOTE 2,976,600.000 1.75% 9/30/2022 2,972,902.46 2,988,576.17 U S TREASURY NOTE 175,600.000 1.88% 10/31/2022 177,638.82 176,910.14 U S TREASURY NOTE 375,600.000 2.25% 11/15/2025 385,973.60 385,826.30 U S TREASURY NOTE 36,800.000 2.00% 11/30/2022 37,185.26 37,215.44 U S TREASURY NOTE 57,400.000 2.13% 12/31/2022 58,359.67 58,274.45 U S TREASURY NOTE 547,800.000 1.38% 1/31/2021 543,645.12 546,280.71 U S TREASURY NOTE 75,600.000 3.63% 2/15/2021 81,199.09 77,253.75 U S TREASURY NOTE 236,000.000 1.75% 1/31/2023 242,521.55 236,977.19 U S TREASURY NOTE 1,718,000.000 1.63% 2/15/2026 1,717,442.66 1,702,900.39 U S TREASURY NOTE 53,200.000 1.50% 2/28/2023 52,239.90 53,015.05 U S TREASURY NOTE 269,800.000 1.13% 2/28/2021 266,852.78 268,219.14 U S TREASURY NOTE 348,400.000 3.13% 5/15/2021 375,615.86 355,517.70 U S TREASURY NOTE 34,000.000 1.50% 3/31/2023 33,355.87 33,876.48 U S TREASURY NOTE 55,200.000 1.25% 3/31/2021 54,512.15 54,947.72 U S TREASURY NOTE 63,200.000 1.38% 4/30/2021 62,669.25 63,007.44 U S TREASURY NOTE 328,600.000 2.13% 8/15/2021 331,928.08 331,346.89 U S TREASURY NOTE 251,400.000 2.00% 11/15/2021 247,655.17 253,383.70 U S TREASURY NOTE 63,400.000 1.63% 4/30/2023 62,605.03 63,395.05 U S TREASURY NOTE 311,600.000 1.63% 5/15/2026 297,033.26 308,447.48 U S TREASURY NOTE 59,600.000 1.63% 5/31/2023 58,815.43 59,602.33 U S TREASURY NOTE 71,400.000 1.38% 5/31/2021 70,744.55 71,182.45 U S TREASURY NOTE 43,600.000 2.00% 2/15/2022 44,225.05 43,971.28 U S TREASURY NOTE 533,200.000 1.75% 5/15/2022 521,302.65 535,157.85 U S TREASURY NOTE 1,803,200.000 1.13% 6/30/2021 1,781,593.38 1,790,591.68 U S TREASURY NOTE 141,600.000 1.38% 6/30/2023 141,022.13 140,366.53 U S TREASURY NOTE 118,800.000 1.13% 7/31/2021 116,377.55 117,913.64 U S TREASURY NOTE 4,093,800.000 1.25% 7/31/2023 3,937,477.19 4,038,949.47 U S TREASURY NOTE 308,600.000 1.63% 8/15/2022 296,179.66 308,889.31 U S TREASURY NOTE 309,800.000 1.63% 11/15/2022 304,489.24 310,029.93 U S TREASURY NOTE 46,400.000 1.38% 9/30/2023 44,962.67 45,937.81 U S TREASURY NOTE 42,200.000 1.13% 9/30/2021 41,268.65 41,860.42 U S TREASURY NOTE 355,000.000 1.25% 10/31/2021 345,998.44 352,864.45 U S TREASURY NOTE 28,400.000 1.63% 10/31/2023 27,935.18 28,374.48 U S TREASURY NOTE 346,600.000 2.00% 2/15/2023 345,312.66 350,661.72 U S TREASURY NOTE 115,600.000 2.00% 11/15/2026 112,779.20 116,941.14 U S TREASURY NOTE 453,200.000 2.13% 11/30/2023 450,294.05 461,272.63 U S TREASURY NOTE 2,518,800.000 1.75% 11/30/2021 2,530,301.02 2,526,572.87 U S TREASURY NOTE 243,800.000 1.75% 5/15/2023 236,809.21 244,742.82 U S TREASURY NOTE 142,600.000 2.50% 8/15/2023 141,957.25 146,872.43 U S TREASURY NOTE 443,200.000 2.25% 12/31/2023 444,464.36 453,293.19 U S TREASURY NOTE 456,800.000 1.88% 1/31/2022 454,048.58 459,476.56 U S TREASURY NOTE 440,600.000 2.25% 1/31/2024 448,238.55 450,806.08 U S TREASURY NOTE 321,200.000 2.25% 2/15/2027 322,898.29 330,221.20 U S TREASURY NOTE 375,600.000 2.75% 11/15/2023 383,365.22 390,932.11 U S TREASURY NOTE 603,800.000 2.25% 4/30/2021 624,302.42 608,894.56 U S TREASURY NOTE 541,800.000 2.50% 5/15/2024 544,541.93 560,614.85 U S TREASURY NOTE 28,400.000 2.00% 5/31/2021 28,831.54 28,556.42 U S TREASURY NOTE 202,400.000 2.13% 6/30/2021 202,802.34 203,997.06 U S TREASURY NOTE 32,400.000 2.25% 7/31/2021 33,194.80 32,726.53 U S TREASURY NOTE 81,600.000 1.75% 4/30/2022 81,711.55 81,906.00 U S TREASURY NOTE 43,000.000 2.13% 2/29/2024 43,503.92 43,797.85 U S TREASURY NOTE 73,200.000 1.88% 2/28/2022 73,800.46 73,648.92 U S TREASURY NOTE 246,400.000 2.13% 3/31/2024 246,874.83 250,981.50 U S TREASURY NOTE 340,600.000 1.88% 3/31/2022 342,531.93 342,768.66 U S TREASURY NOTE 205,200.000 2.13% 5/15/2025 204,068.91 209,432.25 U S TREASURY NOTE 115,800.000 1.88% 5/31/2022 116,623.22 116,596.13 U S TREASURY NOTE 32,000.000 2.13% 6/30/2022 32,588.74 32,422.50 U S TREASURY NOTE 190,000.000 1.63% 7/31/2020 186,578.52 189,992.58 U S TREASURY NOTE 40,600.000 2.00% 7/31/2022 41,085.29 41,018.69 U S TREASURY NOTE 500,000.000 1.75% 5/31/2022 496,360.68 501,953.13 U S TREASURY NOTE 500,000.000 2.00% 5/31/2024 493,757.51 506,933.60 U S TREASURY NOTE 541,200.000 1.88% 4/30/2022 543,548.45 544,709.35 U S TREASURY NOTE 47,000.000 2.00% 4/30/2024 47,134.04 47,644.41 U S TREASURY NOTE 100,000.000 2.38% 5/15/2027 100,564.72 103,730.47

19 2019 | Investment Portfolio AS OF DEC. 31, 2019

U S TREASURY NOTE 400,000.000 1.63% 8/15/2029 397,812.50 389,984.38 U S TREASURY NOTE 500,000.000 1.38% 8/31/2026 491,914.06 486,406.25 U S TREASURY NOTE 1,000,000.000 1.63% 9/30/2026 993,515.63 988,085.94 U S TREASURY NOTE 300,000.000 1.38% 10/15/2022 298,839.84 298,171.88 U S TREASURY NOTE 300,000.000 1.50% 10/31/2024 299,765.63 297,503.91 U S TREASURY NOTE 300,000.000 1.63% 10/31/2026 300,222.66 296,261.72 U S TREASURY NOTE 645,000.000 1.75% 11/15/2029 640,160.15 635,778.51 U S TREASURY NOTE 2,000,000.000 1.50% 11/30/2021 1,997,187.50 1,997,343.76 U S TREASURY NOTE 4,000,000.000 1.63% 12/15/2022 4,002,968.75 4,003,906.24 U S TREASURY NOTE 500,000.000 2.75% 7/31/2023 495,664.06 519,218.75 U S TREASURY NOTE 500,000.000 1.75% 7/31/2024 504,355.47 501,601.56 U S TREASURY NOTE 500,000.000 1.88% 7/31/2026 498,730.46 502,207.03 U S TREASURY NOTE 272,600.000 1.50% 8/15/2026 253,251.38 267,329.02 U S TREASURY NOTE 39,800.000 1.38% 8/31/2023 38,606.00 39,433.09 U S TREASURY NOTE 65,000.000 1.13% 8/31/2021 63,626.36 64,499.80 U S TREASURY NOTE 100,000.000 2.13% 7/31/2024 100,335.94 101,945.31 U S TREASURY NOTE 500,000.000 1.88% 7/31/2022 498,143.38 503,535.16 U S TREASURY NOTE 500,000.000 2.25% 8/15/2027 495,234.38 514,277.35 U S TREASURY NOTE 500,000.000 2.00% 1/15/2021 500,644.53 501,855.47 U S TREASURY NOTE 300,000.000 2.38% 1/31/2023 297,269.53 306,808.59 U S TREASURY NOTE 400,000.000 2.50% 1/31/2025 392,265.63 415,687.50 U S TREASURY NOTE 200,000.000 2.25% 2/15/2021 199,023.44 201,343.75 U S TREASURY NOTE 400,000.000 2.63% 2/28/2023 400,187.50 412,375.00 U S TREASURY NOTE 500,000.000 2.75% 4/30/2023 499,628.90 518,105.47 U S TREASURY NOTE 500,000.000 2.75% 5/31/2023 501,210.94 518,437.50 U S TREASURY NOTE 500,000.000 2.63% 6/15/2021 499,570.31 507,265.63 U S TREASURY NOTE 700,000.000 2.63% 6/30/2023 692,945.32 723,679.68 U S TREASURY NOTE 500,000.000 2.75% 8/15/2021 500,683.59 509,121.10 U S TREASURY NOTE 200,000.000 2.88% 10/15/2021 199,703.13 204,484.38 U S TREASURY NOTE 200,000.000 3.00% 10/31/2025 199,148.43 213,757.81 U S TREASURY NOTE 600,000.000 2.88% 10/31/2023 598,078.13 627,117.19 U S TREASURY NOTE 200,000.000 2.88% 11/15/2021 200,187.50 204,718.75 U S TREASURY NOTE 1,000,000.000 2.88% 11/30/2023 1,015,351.56 1,045,976.56 U S TREASURY NOTE 500,000.000 2.63% 12/31/2023 503,593.75 518,652.35 U S TREASURY NOTE 1,000,000.000 2.63% 1/31/2026 1,000,468.75 1,048,945.31 U S TREASURY NOTE 1,110,000.000 2.63% 2/15/2029 1,103,176.23 1,177,207.04 U S TREASURY NOTE 1,000,000.000 2.38% 2/29/2024 1,006,992.19 1,028,515.62 U S TREASURY NOTE 1,000,000.000 2.38% 5/15/2029 1,039,661.46 1,040,117.19 U S TREASURY NOTE 1,000,000.000 1.75% 6/30/2024 996,718.75 1,003,164.06 QWEST CORP 68,000.000 6.88% 9/15/2033 66,980.00 68,306.00 UNITED TECHNOLOGIES CORP 100,000.000 4.50% 6/1/2042 114,583.00 119,892.20 UNITED TECHNOLOGIES CORP 210,000.000 3.10% 6/1/2022 219,854.97 215,468.25 UNITEDHEALTH GROUP INC 120,000.000 6.88% 2/15/2038 154,073.14 177,892.91 UNITEDHEALTH GROUP INC 910,000.000 2.88% 3/15/2023 903,332.80 934,863.80 UNITEDHEALTH GROUP INC 25,000.000 3.75% 7/15/2025 24,932.25 27,006.50 UNITEDHEALTH GROUP INC 40,000.000 4.75% 7/15/2045 44,098.45 49,257.66 UNITEDHEALTH GROUP INC 220,000.000 3.85% 6/15/2028 240,704.20 242,768.42 UNUM GROUP 100,000.000 3.88% 11/5/2025 99,289.00 105,525.13 VALERO ENERGY CORP 200,000.000 4.00% 4/1/2029 198,466.00 215,773.20 VENTAS REALTY LP 80,000.000 3.85% 4/1/2027 81,009.92 84,495.34 VEREIT OPERATING PARTNERSHIP L 5,000.000 4.88% 6/1/2026 5,131.25 5,539.94 VERIZON COMMUNICATIONS INC 50,000.000 3.85% 11/1/2042 42,211.50 54,031.59 VERIZON COMMUNICATIONS INC 28,000.000 4.27% 1/15/2036 25,902.61 31,711.48 VERIZON COMMUNICATIONS INC 104,000.000 4.52% 9/15/2048 90,825.14 124,794.31 VERIZON COMMUNICATIONS INC 100,000.000 4.81% 3/15/2039 101,898.00 120,716.48 VERIZON COMMUNICATIONS INC 100,000.000 5.25% 3/16/2037 107,207.00 125,592.92 VERIZON COMMUNICATIONS INC 100,000.000 4.13% 3/16/2027 103,822.00 111,023.88 VERIZON COMMUNICATIONS INC 600,000.000 4.50% 8/10/2033 696,018.00 700,386.08 VERIZON COMMUNICATIONS INC 80,000.000 4.33% 9/21/2028 79,343.19 90,797.52 VERIZON COMMUNICATIONS INC 100,000.000 4.02% 12/3/2029 111,247.00 111,474.54 VIACOMCBS INC 40,000.000 4.38% 3/15/2043 35,942.12 42,410.45 VIACOMCBS INC 170,000.000 4.25% 9/1/2023 176,626.60 181,062.65 VIACOMCBS INC 50,000.000 3.88% 4/1/2024 49,596.00 52,949.61 VIRGINIA ELECTRIC & POWER CO 125,000.000 4.45% 2/15/2044 124,015.00 145,229.38 VIRGINIA ELECTRIC & POWER CO 100,000.000 3.80% 9/15/2047 100,978.00 108,251.29 VISA INC 50,000.000 3.15% 12/14/2025 49,817.00 52,863.22 VISA INC 330,000.000 4.30% 12/14/2045 332,396.04 405,670.64 VISA INC 100,000.000 2.15% 9/15/2022 99,073.00 101,138.27 VISA INC 100,000.000 3.65% 9/15/2047 99,402.00 112,041.34 WP CAREY INC 200,000.000 3.85% 7/15/2029 197,752.00 211,235.29 WEC ENERGY GROUP INC 100,000.000 3.10% 3/8/2022 100,652.00 102,141.94 WALMART INC 200,000.000 2.35% 12/15/2022 199,884.00 203,500.61 WALMART INC 100,000.000 2.65% 12/15/2024 100,061.00 103,268.51 WALMART INC 100,000.000 3.63% 12/15/2047 101,693.00 111,304.98 WALMART INC 200,000.000 4.05% 6/29/2048 202,720.00 237,068.82 WALMART INC 200,000.000 3.70% 6/26/2028 201,968.00 220,358.55 WALGREEN CO 75,000.000 3.10% 9/15/2022 74,916.75 76,567.10 WALGREENS BOOTS ALLIANCE INC 20,000.000 4.50% 11/18/2034 20,676.08 20,865.70 WALGREENS BOOTS ALLIANCE INC 100,000.000 4.80% 11/18/2044 99,984.00 101,338.45 WALGREENS BOOTS ALLIANCE INC 100,000.000 3.80% 11/18/2024 102,131.00 104,240.09 WASHINGTON MUTUAL BANK / DEBT 200,000.000 5.65% 8/15/2014 193,917.92 0.00

20 2019 | Investment Portfolio AS OF DEC. 31, 2019

WEINGARTEN REALTY INVESTORS 125,000.000 3.25% 8/15/2026 123,943.75 125,647.81 ANTHEM INC 100,000.000 3.70% 8/15/2021 98,696.90 102,333.18 ANTHEM INC 200,000.000 3.30% 1/15/2023 190,944.00 206,952.93 ANTHEM INC 100,000.000 4.65% 1/15/2043 102,300.00 112,830.08 ANTHEM INC 250,000.000 3.50% 8/15/2024 259,170.00 262,118.44 ANTHEM INC 20,000.000 4.65% 8/15/2044 21,546.84 22,671.03 WELLS FARGO & CO 75,000.000 4.60% 4/1/2021 79,669.80 77,434.00 WELLS FARGO & CO 200,000.000 3.45% 2/13/2023 202,191.00 207,127.57 WELLS FARGO & CO 75,000.000 5.38% 11/2/2043 82,446.35 96,324.06 WELLS FARGO & CO 600,000.000 4.10% 6/3/2026 632,268.00 647,044.81 WELLS FARGO & CO 100,000.000 3.00% 2/19/2025 99,666.00 103,192.29 WELLS FARGO & CO 100,000.000 4.30% 7/22/2027 101,600.00 109,588.86 WELLS FARGO & CO 50,000.000 3.55% 9/29/2025 50,104.00 52,945.58 WELLS FARGO & CO 150,000.000 4.90% 11/17/2045 160,672.50 183,492.19 WELLS FARGO & CO 250,000.000 4.48% 1/16/2024 273,247.50 270,005.80 WELLS FARGO BANK NA 100,000.000 2.08% 9/9/2022 100,124.00 100,154.96 WELLS FARGO & CO 400,000.000 2.88% 10/30/2030 399,482.00 402,780.31 WESTINGHOUSE AIR BRAKE 100,000.000 4.95% 9/15/2028 98,631.00 110,005.93 TECHNOL WESTLAKE CHEMICAL CORP 29,000.000 3.60% 7/15/2022 28,862.83 29,676.51 WESTLAKE CHEMICAL CORP 125,000.000 3.60% 8/15/2026 124,375.00 129,588.52 WEYERHAEUSER CO 50,000.000 4.63% 9/15/2023 49,949.00 53,817.43 WHIRLPOOL CORP 125,000.000 4.00% 3/1/2024 124,866.25 132,448.99 WILLIAMS COS INC/THE 350,000.000 4.00% 9/15/2025 349,147.50 371,365.50 WILLIAMS COS INC/THE 30,000.000 5.40% 3/4/2044 32,128.77 33,818.74 WILLIS NORTH AMERICA INC 45,000.000 3.60% 5/15/2024 45,796.82 47,018.19 WISCONSIN ELECTRIC POWER CO 50,000.000 3.10% 6/1/2025 49,948.50 52,179.96 WEC ENERGY GROUP INC 125,000.000 3.55% 6/15/2025 124,978.75 132,729.89 WYETH LLC 235,000.000 5.95% 4/1/2037 306,522.51 321,005.85 XCEL ENERGY INC 120,000.000 3.35% 12/1/2026 116,918.88 125,956.40 XILINX INC 50,000.000 3.00% 3/15/2021 49,640.50 50,634.86 ZOETIS INC 100,000.000 3.25% 2/1/2023 95,236.00 102,950.41 ZOETIS INC 200,000.000 3.25% 8/20/2021 199,774.00 203,727.63 OPPORTUNITIES CREDIT UNION CD 200,000.000 1.75% 5/31/2022 200,000.00 200,724.14 SIMA OFF-GRID SOLAR AND FINL 749,999.000 3.35% 10/9/2022 749,999.00 756,321.30 PECO ENERGY CAPITAL TRUST III 328,000.000 4/6/2028 329,888.02 375,995.80 317,685,031.65 327,359,682.25

Bonds - Non-U.S. COLOMBIA GOVERNMENT 2.63% 3/15/2023 236,537.50 250,315.00 INTERNATIO 250,000.000 AON PLC 100,000.000 2.80% 3/15/2021 100,354.00 101,070.44 SVENSK EXPORTKREDIT AB 100,000.000 2.38% 3/9/2022 100,631.00 101,333.12 SVENSK EXPORTKREDIT AB 100,000.000 2.00% 8/30/2022 99,443.00 100,663.09 SVENSK EXPORTKREDIT AB 300,000.000 1.75% 12/12/2023 299,613.00 299,825.99 ALLERGAN FUNDING SCS 350,000.000 3.85% 6/15/2024 348,680.50 367,653.34 ALLERGAN FUNDING SCS 100,000.000 4.85% 6/15/2044 101,756.00 108,988.13 ALLERGAN FUNDING SCS 175,000.000 3.80% 3/15/2025 176,498.75 183,908.82 ALLERGAN FUNDING SCS 20,000.000 4.75% 3/15/2045 21,385.10 21,782.26 AERCAP IRELAND CAPITAL DAC / A 150,000.000 3.95% 2/1/2022 152,223.00 154,986.55 AERCAP IRELAND CAPITAL DAC / A 200,000.000 4.45% 10/1/2025 199,770.00 215,063.15 AFRICAN DEVELOPMENT BANK 100,000.000 1.25% 7/26/2021 99,330.00 99,339.27 AIRCASTLE LTD 5,000.000 5.13% 3/15/2021 5,143.75 5,165.48 AIRCASTLE LTD 5,000.000 5.50% 2/15/2022 5,212.50 5,319.24 AIRCASTLE LTD 5,000.000 5.00% 4/1/2023 5,112.50 5,347.91 AIRCASTLE LTD 5,000.000 4.13% 5/1/2024 4,881.25 5,253.56 AIRCASTLE LTD 100,000.000 4.40% 9/25/2023 99,937.00 105,735.26 PROVINCE OF ALBERTA CANADA 100,000.000 2.20% 7/26/2022 99,925.00 100,946.64 PROVINCE OF ALBERTA CANADA 300,000.000 1.88% 11/13/2024 299,235.00 299,022.43 ALIBABA GROUP HOLDING LTD 269,000.000 3.60% 11/28/2024 271,695.38 283,355.29 ALPEK SAB DE CV 144A 500,000.000 4.25% 9/18/2029 498,590.00 510,000.00 AMERICA MOVIL SAB DE CV 110,000.000 6.13% 3/30/2040 137,911.51 147,386.80 ARCELORMITTAL SA 10,000.000 7.00% 10/15/2039 11,550.00 12,189.27 ARCELORMITTAL SA 10,000.000 6.25% 2/25/2022 10,712.50 10,778.97 ARCELORMITTAL SA 5,000.000 6.13% 6/1/2025 5,400.00 5,744.94 ASIAN DEVELOPMENT BANK 200,000.000 1.75% 9/13/2022 197,450.00 200,460.03 ASIAN DEVELOPMENT BANK 300,000.000 1.88% 7/19/2022 301,518.00 301,431.00 ASTRAZENECA PLC 100,000.000 6.45% 9/15/2037 134,685.00 141,047.25 ASTRAZENECA PLC 300,000.000 3.38% 11/16/2025 291,249.00 318,855.70 ASTRAZENECA PLC 20,000.000 4.38% 11/16/2045 21,531.76 23,324.27 AUSTRALIA & NEW ZEALAND BANKIN 165,000.000 2.63% 5/19/2022 166,146.42 167,594.98 AVOLON HOLDINGS FUNDING L 144A 200,000.000 3.63% 5/1/2022 199,854.00 204,920.00 BNP PARIBAS SA 100,000.000 5.00% 1/15/2021 97,534.60 103,172.23 BNP PARIBAS SA 60,000.000 3.25% 3/3/2023 59,317.80 62,203.26 BPCE SA 100,000.000 2.65% 2/3/2021 100,568.00 100,702.07 BNG BANK NV 144A 200,000.000 1.50% 9/6/2022 200,272.00 198,778.40 BANCO SANTANDER SA 180,000.000 3.50% 4/11/2022 184,298.58 184,918.96 BANCO SANTANDER SA 200,000.000 4.38% 4/12/2028 193,360.00 218,968.61 BANK OF MONTREAL 100,000.000 2.35% 9/11/2022 99,288.00 101,359.76 BANK OF MONTREAL 100,000.000 2.90% 3/26/2022 100,064.00 101,958.45

21 2019 | Investment Portfolio AS OF DEC. 31, 2019

BANK OF NOVA SCOTIA/THE 100,000.000 2.70% 3/7/2022 100,575.00 101,765.44 BANK OF NOVA SCOTIA/THE 200,000.000 2.45% 9/19/2022 199,209.99 203,018.12 BARCLAYS PLC 55,000.000 3.65% 3/16/2025 55,055.72 57,248.11 BARCLAYS PLC 50,000.000 3.20% 8/10/2021 50,357.00 50,678.40 BARCLAYS PLC 250,000.000 3.68% 1/10/2023 251,772.50 256,373.26 BARCLAYS PLC 100,000.000 4.34% 1/10/2028 100,355.00 107,329.67 PROVINCE OF BRITISH COLUMBIA C 100,000.000 6.50% 1/15/2026 131,894.40 123,514.41 BRITISH TELECOMMUNICATIONS PLC 175,000.000 9.63% 12/15/2030 251,991.78 269,139.73 BROOKFIELD ASSET MANAGEMENT IN 45,000.000 4.00% 1/15/2025 45,869.99 48,406.85 BROOKFIELD FINANCE INC 100,000.000 4.70% 9/20/2047 101,757.00 115,020.99 CK HUTCHISON INTERNATIONA 144A 200,000.000 3.63% 4/11/2029 198,474.00 210,509.12 CANADIAN IMPERIAL BANK OF COMM 300,000.000 2.55% 6/16/2022 299,721.00 304,478.80 CANADIAN IMPERIAL BANK OF COMM 100,000.000 3.50% 9/13/2023 99,348.00 104,947.10 CANADIAN NATIONAL RAILWAY CO 100,000.000 6.20% 6/1/2036 104,935.49 140,475.68 CANADIAN NATIONAL RAILWAY CO 45,000.000 2.95% 11/21/2024 46,238.36 46,476.91 CANADIAN NATIONAL RAILWAY CO 100,000.000 2.75% 3/1/2026 101,890.00 102,452.18 CANADIAN NATIONAL RAILWAY CO 10,000.000 3.20% 8/2/2046 9,178.97 10,210.69 CANADIAN PACIFIC RR CO 40,000.000 5.95% 5/15/2037 45,804.24 53,846.99 CHILE GOVERNMENT INTERNATIONAL 200,000.000 3.88% 8/5/2020 199,754.00 201,800.00 CHILE GOVERNMENT INTERNATIONAL 50,000.000 2.25% 10/30/2022 49,429.00 50,177.00 CHILE GOVERNMENT INTERNATIONAL 25,000.000 3.13% 1/21/2026 24,406.75 26,062.50 CHILE GOVERNMENT INTERNATIONAL 100,000.000 3.86% 6/21/2047 101,500.00 110,857.00 COLOMBIA GOVERNMENT 125,000.000 5.63% 2/26/2044 139,988.75 155,312.50 INTERNATIO CONOCO FUNDING CO 10,000.000 7.25% 10/15/2031 13,564.88 14,282.13 COOPERATIEVE RABOBANK UA 50,000.000 3.75% 7/21/2026 50,160.00 52,099.25 COOPERATIEVE RABOBANK UA 90,000.000 5.25% 5/24/2041 98,090.48 123,029.60 COOPERATIEVE RABOBANK UA 100,000.000 3.88% 2/8/2022 106,240.00 104,148.94 COOPERATIEVE RABOBANK UA/NY 250,000.000 3.38% 5/21/2025 249,662.50 265,058.66 CORP ANDINA DE FOMENTO 150,000.000 2.13% 9/27/2021 149,716.50 149,614.50 CREDIT SUISSE GROUP FUNDING GU 250,000.000 3.75% 3/26/2025 248,012.50 264,638.01 CREDIT SUISSE AG/NEW YORK NY 125,000.000 3.63% 9/9/2024 124,295.00 132,988.27 DEUTSCHE BANK AG/NEW YORK NY 250,000.000 2.95% 8/20/2020 245,150.00 250,584.53 DEUTSCHE BANK AG/NEW YORK NY 100,000.000 3.13% 1/13/2021 97,860.00 100,380.51 DEUTSCHE BANK AG/NEW YORK NY 100,000.000 3.70% 5/30/2024 93,896.00 101,497.19 DEUTSCHE TELEKOM 100,000.000 9.25% 6/1/2032 159,860.00 159,086.92 INTERNATIONAL ABU DHABI GOVERNMENT INTE 144A 125,000.000 4.13% 10/11/2047 124,218.75 145,312.50 ABU DHABI GOVERNMENT INTE 144A 200,000.000 2.50% 9/30/2029 199,400.00 199,250.00 ENBRIDGE INC 200,000.000 2.50% 1/15/2025 200,346.00 201,076.42 ENCANA CORP 20,000.000 6.50% 8/15/2034 23,100.80 23,518.14 ENCANA CORP 50,000.000 3.90% 11/15/2021 45,750.00 51,207.28 ENSTAR GROUP LTD 20,000.000 4.50% 3/10/2022 20,582.92 20,737.97 EUROPEAN INVESTMENT BANK 100,000.000 2.13% 4/13/2026 103,357.00 101,287.75 EUROPEAN INVESTMENT BANK 100,000.000 2.25% 3/15/2022 101,194.00 101,235.33 EUROPEAN INVESTMENT BANK 200,000.000 1.38% 9/6/2022 198,050.00 198,443.40 EXPORT-IMPORT BANK OF KOREA 100,000.000 4.00% 1/29/2021 109,259.00 102,088.79 EXPORT-IMPORT BANK OF KOREA 100,000.000 2.38% 4/21/2027 98,086.00 99,246.69 EXPORT-IMPORT BANK OF KOREA 200,000.000 2.38% 6/25/2024 199,736.00 201,505.14 ORANGE SA 10,000.000 9.00% 3/1/2031 15,340.39 15,490.32 GE CAPITAL INTERNATIONAL FUNDI 100,000.000 4.42% 11/15/2035 108,386.20 106,973.40 GENPACT LUXEMBOURG SARL 45,000.000 3.70% 4/1/2022 45,644.58 45,654.96 GLAXOSMITHKLINE CAPITAL PLC 100,000.000 2.88% 6/1/2022 100,354.00 102,182.62 GRUPO TELEVISA SAB 20,000.000 5.00% 5/13/2045 19,452.65 20,885.42 HSBC HOLDINGS PLC 280,000.000 6.50% 5/2/2036 289,481.46 382,665.26 HSBC HOLDINGS PLC 50,000.000 5.10% 4/5/2021 54,302.00 51,857.87 HSBC HOLDINGS PLC 110,000.000 3.40% 3/8/2021 113,515.49 111,747.74 HSBC HOLDINGS PLC 100,000.000 3.90% 5/25/2026 101,000.00 106,672.27 HSBC HOLDINGS PLC 200,000.000 3.80% 3/11/2025 207,784.00 209,961.18 HUNGARY GOVERNMENT 100,000.000 7.63% 3/29/2041 156,150.00 164,502.80 INTERNATION HYDRO-QUEBEC 50,000.000 8.05% 7/7/2024 73,140.05 62,922.66 INDONESIA GOVERNMENT INTE 144A 100,000.000 6.63% 2/17/2037 132,220.00 135,712.32 INDONESIA GOVERNMENT INTE 144A 180,000.000 3.75% 4/25/2022 188,775.00 185,844.58 INDONESIA GOVERNMENT INTE 144A 250,000.000 4.75% 1/8/2026 248,997.50 277,676.86 INDONESIA GOVERNMENT INTE 144A 200,000.000 5.95% 1/8/2046 198,750.00 265,656.87 INDONESIA GOVERNMENT INTE 144A 100,000.000 3.85% 7/18/2027 101,950.00 106,428.08 INDONESIA GOVERNMENT INTERNATI 100,000.000 3.40% 9/18/2029 99,561.00 104,070.68 INDONESIA GOVERNMENT INTERNATI 100,000.000 3.70% 10/30/2049 99,104.00 102,628.91 ING GROEP NV 100,000.000 3.95% 3/29/2027 102,727.00 107,835.07 INTER-AMERICAN DEVELOPMENT 170,000.000 3.20% 8/7/2042 168,798.10 189,679.07 BAN INTER-AMERICAN DEVELOPMENT 75,000.000 3.00% 2/21/2024 78,408.00 78,729.06 BAN INTER-AMERICAN DEVELOPMENT 200,000.000 2.13% 1/18/2022 202,206.00 201,729.89 BAN INTER-AMERICAN DEVELOPMENT 200,000.000 1.75% 9/14/2022 197,386.00 200,468.08 BAN INTERNATIONAL BANK FOR RECONST 100,000.000 1.38% 5/24/2021 100,585.00 99,619.40 INTERNATIONAL BANK FOR RECONST 200,000.000 1.75% 10/23/2029 197,152.00 195,563.51 INTERNATIONAL FINANCE CORP 100,000.000 1.13% 7/20/2021 99,231.00 99,153.87 REPUBLIC OF ITALY GOVERNMENT I 113,000.000 6.88% 9/27/2023 110,124.04 129,547.04 REPUBLIC OF ITALY GOVERNMENT I 200,000.000 2.88% 10/17/2029 192,974.00 189,785.64

22 2019 | Investment Portfolio AS OF DEC. 31, 2019

JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.50% 5/28/2025 200,310.00 204,179.59 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.00% 11/4/2021 199,990.00 200,494.25 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.50% 5/23/2024 202,926.00 204,099.60 JAPAN INTERNATIONAL COOPERATIO 200,000.000 2.75% 4/27/2027 200,254.00 206,100.87 JD.COM INC 20,000.000 3.13% 4/29/2021 20,079.52 20,155.89 JOHNSON CONTROLS INTERNATIONAL 64,000.000 5.00% 3/30/2020 68,723.84 64,410.49 JOHNSON CONTROL INTERNATIONAL 40,000.000 3.63% 7/2/2024 38,629.20 41,760.07 JOHNSON CONTROLS INTERNATIONAL 100,000.000 4.50% 2/15/2047 102,805.00 108,168.31 KSA SUKUK LTD 144A 200,000.000 4.30% 1/19/2029 200,600.00 221,785.20 KSA SUKUK LTD 144A 200,000.000 2.97% 10/29/2029 199,300.00 200,750.00 KOMMUNALBANKEN AS 144A 200,000.000 2.00% 6/19/2024 200,270.00 201,596.00 KOMMUNINVEST I SVERIGE AB 144A 100,000.000 1.88% 6/1/2021 100,221.00 100,155.01 KOREA INTERNATIONAL BOND 200,000.000 3.50% 9/20/2028 197,920.00 217,201.21 KREDITANSTALT FUER WIEDERAUFBA 100,000.000 0.00% 4/18/2036 41,057.90 67,890.64 KREDITANSTALT FUER WIEDERAUFBA 100,000.000 2.13% 1/17/2023 98,555.00 101,283.05 KREDITANSTALT FUER WIEDERAUFBA 100,000.000 1.63% 3/15/2021 100,383.90 99,960.03 KREDITANSTALT FUER WIEDERAUFBA 200,000.000 2.00% 11/30/2021 201,294.00 201,324.67 KREDITANSTALT FUER WIEDERAUFBA 200,000.000 2.13% 3/7/2022 199,150.00 201,983.93 KREDITANSTALT FUER WIEDERAUFBA 100,000.000 2.13% 6/15/2022 100,045.00 101,100.98 KREDITANSTALT FUER WIEDERAUFBA 200,000.000 1.38% 8/5/2024 199,526.00 196,533.38 KREDITANSTALT FUER WIEDERAUFBA 300,000.000 1.75% 9/14/2029 293,700.00 293,729.91 LYB INTERNATIONAL FINANCE BV 60,000.000 4.00% 7/15/2023 59,206.80 63,468.68 LLOYDS BANK PLC 100,000.000 2.25% 8/14/2022 100,586.00 100,496.04 LLOYDS BANKING GROUP PLC 100,000.000 4.65% 3/24/2026 105,236.00 108,779.95 LLOYDS BANKING GROUP PLC 100,000.000 3.75% 1/11/2027 98,599.00 105,183.86 LLOYDS BANKING GROUP PLC 200,000.000 4.45% 5/8/2025 199,880.00 218,503.58 LLOYDS BANKING GROUP PLC 100,000.000 3.90% 3/12/2024 101,420.00 105,602.39 LYONDELLBASELL INDUSTRIES NV 110,000.000 4.63% 2/26/2055 109,267.90 115,748.93 MACQUARIE GROUP LTD 144A 200,000.000 4.15% 3/27/2024 200,000.00 210,195.59 MAGNA INTERNATIONAL INC 200,000.000 4.15% 10/1/2025 200,274.50 216,779.00 PROVINCE OF MANITOBA CANADA 63,000.000 2.10% 9/6/2022 62,982.99 63,472.84 PROVINCE OF MANITOBA CANADA 100,000.000 2.13% 5/4/2022 99,705.00 100,820.00 METHANEX CORP 100,000.000 5.25% 3/1/2022 108,072.00 105,123.93 MITSUBISHI UFJ FINANCIAL GROUP 200,000.000 3.54% 7/26/2021 200,000.00 204,706.38 MITSUBISHI UFJ FINANCIAL GROUP 200,000.000 4.29% 7/26/2038 201,810.00 231,005.97 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 4.15% 3/7/2039 102,930.00 114,878.44 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 3.22% 3/7/2022 100,723.00 102,465.57 MIZUHO FINANCIAL GROUP INC 45,000.000 2.95% 2/28/2022 45,585.41 45,824.61 MIZUHO FINANCIAL GROUP INC 100,000.000 3.17% 9/11/2027 98,288.00 103,025.43 MIZUHO FINANCIAL GROUP INC 200,000.000 4.02% 3/5/2028 200,628.00 218,648.46 MYLAN NV 13,000.000 3.75% 12/15/2020 13,260.00 13,259.38 MYLAN NV 10,000.000 5.25% 6/15/2046 10,782.49 11,247.61 NATIONAL AUSTRALIA BANK LTD/NE 50,000.000 2.50% 7/12/2026 49,625.00 50,031.09 NATIONAL AUSTRALIA BANK LTD/NE 165,000.000 2.50% 5/22/2022 165,181.67 166,954.18 NATIONAL GAS CO OF TRINID 144A 80,000.000 6.05% 1/15/2036 79,002.28 83,600.80 NEDERLANDSE WATERSCHAPSBA 200,000.000 1.88% 4/14/2022 197,440.00 200,552.00 144A NEDERLANDSE WATERSCHAPSBA 100,000.000 2.25% 3/2/2022 99,764.00 101,069.40 144A NEDERLANDSE WATERSCHAPSBA 200,000.000 1.50% 8/27/2021 200,010.00 199,258.80 144A NEXEN INC 84,000.000 7.88% 3/15/2032 98,621.04 121,380.60 NEXEN INC 66,000.000 5.88% 3/10/2035 65,668.02 84,297.11 NEXEN INC 75,000.000 7.50% 7/30/2039 83,907.23 116,907.99 NUTRIEN LTD 125,000.000 4.13% 3/15/2035 119,813.75 130,790.68 NUTRIEN LTD 50,000.000 4.90% 6/1/2043 51,841.00 56,344.55 OESTERREICHISCHE KONTROLLBANK 75,000.000 2.38% 10/1/2021 75,816.75 75,849.66 PROVINCE OF ONTARIO CANADA 100,000.000 2.50% 9/10/2021 99,104.00 101,246.28 PROVINCE OF ONTARIO CANADA 100,000.000 2.25% 5/18/2022 100,308.00 101,020.64 PROVINCE OF ONTARIO CANADA 200,000.000 4.40% 4/14/2020 231,762.00 201,449.58 PANAMA GOVERNMENT 75,000.000 6.70% 1/26/2036 92,625.00 105,094.50 INTERNATIONA PANAMA GOVERNMENT 125,000.000 4.00% 9/22/2024 124,093.75 133,875.00 INTERNATIONA PANAMA GOVERNMENT 100,000.000 4.50% 5/15/2047 103,700.00 118,850.00 INTERNATIONA PANAMA GOVERNMENT 200,000.000 3.16% 1/23/2030 199,964.00 206,000.00 INTERNATIONA PETROLEOS MEXICANOS 100,000.000 6.63% 6/15/2035 108,000.00 102,450.00 PERUVIAN GOVERNMENT 75,000.000 8.75% 11/21/2033 108,450.00 123,375.00 INTERNATIO PERUVIAN GOVERNMENT 60,000.000 5.63% 11/18/2050 62,458.80 87,675.60 INTERNATIO PERUSAHAAN PENERBIT SBSN 144A 200,000.000 4.33% 5/28/2025 197,700.00 216,044.00 PETROLEOS MEXICANOS 32,000.000 5.50% 6/27/2044 32,896.00 28,704.00 PETROLEOS MEXICANOS 200,000.000 5.63% 1/23/2046 184,000.00 178,684.00 PETROLEOS MEXICANOS 325,000.000 6.88% 8/4/2026 346,468.75 357,067.75 PETROLEOS MEXICANOS 63,000.000 6.75% 9/21/2047 69,081.60 63,118.44 PETROLEOS MEXICANOS 115,000.000 6.35% 2/12/2048 126,509.31 110,975.00

23 2019 | Investment Portfolio AS OF DEC. 31, 2019

PETROLEOS MEXICANOS 144A 200,000.000 6.84% 1/23/2030 214,400.00 213,268.00 PETROLEOS MEXICANOS 144A 200,000.000 7.69% 1/23/2050 207,098.00 218,268.00 PETROLEOS DEL PERU SA 144A 100,000.000 4.75% 6/19/2032 99,800.00 109,500.00 PHILIPPINE GOVERNMENT INTERNAT 100,000.000 6.38% 10/23/2034 128,000.00 141,740.77 PHILIPPINE GOVERNMENT INTERNAT 100,000.000 4.00% 1/15/2021 108,750.00 102,124.64 PHILIPPINE GOVERNMENT INTERNAT 325,000.000 3.70% 2/2/2042 331,412.50 367,280.53 QATAR GOVERNMENT INTERNAT 144A 200,000.000 4.50% 1/20/2022 227,100.00 209,532.00 QATAR GOVERNMENT INTERNAT 144A 225,000.000 3.25% 6/2/2026 222,300.00 236,778.30 QATAR GOVERNMENT INTERNAT 144A 100,000.000 3.38% 3/14/2024 101,190.00 104,625.00 QATAR GOVERNMENT INTERNAT 144A 100,000.000 4.82% 3/14/2049 106,500.00 123,750.00 PROVINCE OF QUEBEC CANADA 50,000.000 7.12% 2/9/2024 68,615.20 59,907.22 PROVINCE OF QUEBEC CANADA 168,000.000 3.50% 7/29/2020 167,339.76 169,609.49 PROVINCE OF QUEBEC CANADA 100,000.000 2.88% 10/16/2024 99,777.00 104,489.00 PROVINCE OF QUEBEC CANADA 100,000.000 2.38% 1/31/2022 101,456.00 101,214.22 PROVINCE OF QUEBEC CANADA 100,000.000 2.75% 4/12/2027 99,114.00 104,310.25 PROVINCE OF QUEBEC CANADA 140,000.000 7.30% 7/22/2026 203,079.80 180,634.07 URUGUAY GOVERNMENT 50,000.000 7.63% 3/21/2036 81,109.09 73,875.50 INTERNATION URUGUAY GOVERNMENT 60,000.000 4.98% 4/20/2055 59,280.00 70,698.00 INTERNATION RIO TINTO FINANCE USA LTD 20,000.000 5.20% 11/2/2040 23,543.08 26,140.12 ROGERS COMMUNICATIONS INC 125,000.000 4.30% 2/15/2048 125,395.00 139,279.10 ROMANIAN GOVERNMENT INTER 144A 100,000.000 4.88% 1/22/2024 99,000.00 109,779.20 ROYAL BANK OF SCOTLAND GROUP P 15,000.000 6.10% 6/10/2023 15,907.20 16,515.92 ROYAL BANK OF SCOTLAND GROUP P 25,000.000 6.00% 12/19/2023 26,499.75 27,805.00 ROYAL BANK OF SCOTLAND GROUP P 30,000.000 6.13% 12/15/2022 31,752.60 32,838.35 ROYAL BANK OF SCOTLAND GROUP P 25,000.000 5.13% 5/28/2024 25,475.25 27,087.58 ROYAL BANK OF CANADA 200,000.000 2.25% 11/1/2024 199,820.00 200,848.90 RUSSIAN FOREIGN BOND - EU 144A 120,000.000 5.63% 4/4/2042 124,500.00 156,918.00 SANOFI 50,000.000 4.00% 3/29/2021 54,012.50 51,353.07 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 4.50% 10/26/2046 196,680.00 221,421.60 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 2.88% 3/4/2023 197,976.00 203,516.00 SAUDI GOVERNMENT INTERNAT 144A 350,000.000 4.63% 10/4/2047 357,596.00 393,750.00 SAUDI ARABIAN OIL CO 144A 200,000.000 3.50% 4/16/2029 195,700.00 207,356.26 SCENTRE GROUP TRUST 1 / S 144A 250,000.000 3.25% 10/28/2025 249,250.00 255,821.10 SEAGATE HDD CAYMAN 25,000.000 4.75% 1/1/2025 24,893.50 26,727.88 SHELL INTERNATIONAL FINANCE BV 100,000.000 4.55% 8/12/2043 108,939.00 121,952.47 SHELL INTERNATIONAL FINANCE BV 100,000.000 3.25% 5/11/2025 98,403.00 105,997.47 SHELL INTERNATIONAL FINANCE BV 60,000.000 4.13% 5/11/2035 62,554.20 70,206.30 SHIRE ACQUISITIONS INVESTMENTS 55,000.000 2.88% 9/23/2023 54,692.28 56,045.93 SKANDINAVISKA ENSKILDA BANKEN 110,000.000 2.80% 3/11/2022 111,867.03 111,698.51 SLOVENIA GOVERNMENT INTER 144A 200,000.000 5.25% 2/18/2024 203,260.00 225,729.20 REPUBLIC OF SOUTH AFRICA GOVER 325,000.000 4.85% 9/27/2027 323,437.50 336,139.70 REPUBLIC OF SOUTH AFRICA GOVER 200,000.000 5.65% 9/27/2047 198,680.00 194,500.00 REPUBLIC OF POLAND GOVERNMENT 195,000.000 5.13% 4/21/2021 193,468.86 203,084.70 SUMITOMO MITSUI FINANCIAL GROU 50,000.000 2.63% 7/14/2026 49,545.50 50,047.15 SUMITOMO MITSUI FINANCIAL GROU 100,000.000 2.85% 1/11/2022 100,003.00 101,562.73 SUMITOMO MITSUI FINANCIAL GROU 300,000.000 3.36% 7/12/2027 300,000.00 313,282.69 SUZANO AUSTRIA GMBH 200,000.000 6.00% 1/15/2029 201,480.00 225,500.00 SWEDEN GOVERNMENT INTERNA 200,000.000 1.63% 4/6/2020 199,976.00 199,924.00 144A TELEFONICA EMISIONES SA 30,000.000 7.05% 6/20/2036 38,936.40 41,992.21 TELEFONICA EMISIONES SA 100,000.000 5.46% 2/16/2021 94,411.70 103,789.82 TELEFONICA EMISIONES SA 54,000.000 5.21% 3/8/2047 60,753.24 64,092.92 TELEFONICA EMISIONES SA 100,000.000 5.52% 3/1/2049 106,450.00 125,457.25 TORONTO-DOMINION BANK/THE 100,000.000 3.25% 3/11/2024 101,312.00 104,715.67 TRANSCANADA PIPELINES LTD 100,000.000 5.60% 3/31/2034 89,193.38 123,908.41 UBS GROUP AG 144A 125,000.000 4.13% 9/24/2025 125,047.25 136,005.91 MEXICO GOVERNMENT 100,000.000 6.05% 1/11/2040 115,410.00 130,000.00 INTERNATIONA MEXICO GOVERNMENT 362,000.000 4.75% 3/8/2044 392,841.16 400,010.00 INTERNATIONA MEXICO GOVERNMENT 50,000.000 5.55% 1/21/2045 49,736.00 61,550.00 INTERNATIONA MEXICO GOVERNMENT 200,000.000 3.60% 1/30/2025 193,450.00 209,154.00 INTERNATIONA MEXICO GOVERNMENT 100,000.000 4.15% 3/28/2027 104,506.67 107,150.00 INTERNATIONA VODAFONE GROUP PLC 50,000.000 6.15% 2/27/2037 60,981.05 64,573.05 VODAFONE GROUP PLC 400,000.000 4.13% 5/30/2025 415,778.00 434,509.20 WESTPAC BANKING CORP 100,000.000 2.85% 5/13/2026 99,587.00 102,448.59 33,199,071.98 34,745,292.04 Equity - U.S. PUBLIC STORAGE 8,000.000 200,000.00 221,520.00 CNO FINANCIAL GROUP INC 1.000 546.04 18.13 200,546.04 221,538.13

Equity - Non-U.S. GUANGDONG ALLIANCE LTD A12667 9,299.000 0.00 0.00 0.00 0.00

24 2019 | Investment Portfolio AS OF DEC. 31, 2019

Total Investments, Social Purpose 359,170,110 370,411,973 Bond Pool

Investment Grade Bond Pool

Cash and Cash Equivalents - Total 23,930,392 23,930,392

Bonds - U.S. ABB FINANCE USA INC 80,000.000 2.88% 5/8/2022 82,082.56 81,696.87 ABB FINANCE USA INC 400,000.000 2.80% 4/3/2020 399,744.00 400,827.08 AFLAC INC 80,000.000 3.63% 6/15/2023 84,806.80 84,183.34 AFLAC INC 100,000.000 3.63% 11/15/2024 99,899.00 106,926.13 AFLAC INC 350,000.000 4.00% 10/15/2046 347,322.50 388,214.72 AEP TEXAS INC 100,000.000 3.80% 10/1/2047 96,796.00 104,917.67 AEP TRANSMISSION CO LLC 100,000.000 3.75% 12/1/2047 99,759.00 107,642.82 SOUTHERN CO GAS CAPITAL CORP 100,000.000 5.88% 3/15/2041 132,636.00 126,322.38 AHS HOSPITAL CORP 25,000.000 5.02% 7/1/2045 29,802.75 31,161.37 AIG GLOBAL FUNDING 144A 800,000.000 2.30% 7/1/2022 799,768.00 804,452.26 AT&T INC 169,000.000 4.30% 12/15/2042 172,469.57 181,052.14 AT&T INC 500,000.000 3.90% 3/11/2024 508,450.00 531,880.87 AT&T INC 800,000.000 3.40% 5/15/2025 766,392.00 837,817.97 AT&T INC 385,000.000 4.50% 5/15/2035 376,652.79 429,016.20 AT&T INC 35,000.000 4.75% 5/15/2046 34,875.40 39,610.99 AT&T INC 50,000.000 4.13% 2/17/2026 49,967.00 54,196.86 AT&T INC 210,000.000 5.65% 2/15/2047 223,858.20 267,578.18 AT&T INC 150,000.000 5.15% 3/15/2042 154,599.00 175,273.39 AT&T INC 834,000.000 4.50% 3/9/2048 817,310.86 921,401.67 AT&T INC 200,000.000 4.25% 3/1/2027 207,090.00 219,676.42 AT&T INC 550,000.000 5.25% 3/1/2037 559,463.50 657,131.13 AT&T INC 200,000.000 5.70% 3/1/2057 219,474.00 258,254.74 AT&T INC 200,000.000 4.90% 8/15/2037 193,442.00 230,284.74 AT&T INC 70,000.000 4.10% 2/15/2028 70,090.30 76,170.40 AT&T INC 390,000.000 4.30% 2/15/2030 392,356.88 433,364.49 AT&T INC 1,330,000.000 4.35% 3/1/2029 1,354,858.30 1,479,641.94 AT&T INC 190,000.000 4.85% 3/1/2039 181,052.90 219,149.79 AT&T INC 175,000.000 6.25% 3/29/2041 196,610.75 227,892.12 ABBOTT LABORATORIES 100,000.000 2.95% 3/15/2025 99,793.00 104,092.95 ABBOTT LABORATORIES 34,000.000 3.40% 11/30/2023 33,839.86 35,747.08 ABBOTT LABORATORIES 424,000.000 3.75% 11/30/2026 426,955.72 463,284.25 ABBOTT LABORATORIES 500,000.000 4.75% 11/30/2036 530,502.00 627,073.99 ABBOTT LABORATORIES 150,000.000 4.90% 11/30/2046 150,403.50 197,138.82 ABBVIE INC 195,000.000 2.90% 11/6/2022 197,280.33 199,020.60 ABBVIE INC 220,000.000 4.40% 11/6/2042 218,533.72 236,465.77 ABBVIE INC 750,000.000 3.20% 11/6/2022 748,522.50 769,591.48 ABBVIE INC 100,000.000 3.60% 5/14/2025 99,825.00 105,647.50 ABBVIE INC 80,000.000 4.50% 5/14/2035 79,447.20 90,228.04 ABBVIE INC 100,000.000 4.70% 5/14/2045 101,045.30 111,746.94 ABBVIE INC 50,000.000 2.30% 5/14/2021 49,913.00 50,184.20 ABBVIE INC 50,000.000 4.30% 5/14/2036 49,727.50 55,041.30 ABBVIE INC 50,000.000 4.45% 5/14/2046 49,664.00 53,554.36 ABBVIE INC 950,000.000 2.85% 5/14/2023 926,485.50 968,963.86 ABBVIE INC 50,000.000 3.20% 5/14/2026 49,809.00 51,814.57 ABBVIE INC 144A 75,000.000 2.15% 11/19/2021 74,988.75 75,108.65 ABBVIE INC 144A 50,000.000 2.30% 11/21/2022 49,951.00 50,252.73 ABBVIE INC 144A 1,650,000.000 2.60% 11/21/2024 1,655,123.50 1,663,351.77 ABBVIE INC 144A 70,000.000 4.05% 11/21/2039 69,752.90 73,574.00 ABBVIE INC 144A 70,000.000 4.25% 11/21/2049 69,694.10 74,327.29 ABBVIE INC 144A 105,000.000 2.95% 11/21/2026 104,875.05 106,907.19 ABBVIE INC 144A 140,000.000 3.20% 11/21/2029 139,965.00 142,429.62 CHUBB INA HOLDINGS INC 150,000.000 3.35% 5/15/2024 149,775.00 158,056.12 CHUBB INA HOLDINGS INC 450,000.000 3.35% 5/3/2026 461,560.50 478,587.25 ADVANCE AUTO PARTS INC 100,000.000 4.50% 1/15/2022 99,968.00 103,862.97 ADVOCATE HEALTH & HOSPITALS CO 50,000.000 3.39% 10/15/2049 50,000.00 50,101.54 AETNA INC 40,000.000 6.75% 12/15/2037 55,115.84 53,999.14 AGILENT TECHNOLOGIES INC 65,000.000 3.05% 9/22/2026 64,755.60 66,485.21 AIR LEASE CORP 395,000.000 3.88% 4/1/2021 394,217.90 403,101.34 AIR LEASE CORP 700,000.000 3.63% 4/1/2027 687,687.00 726,003.33 AIR LEASE CORP 100,000.000 2.63% 7/1/2022 99,553.00 101,162.82 AIR LEASE CORP 200,000.000 3.88% 7/3/2023 198,360.00 210,757.41 AIR LEASE CORP 100,000.000 3.75% 6/1/2026 98,850.00 104,561.87 AIR PRODUCTS & CHEMICALS INC 50,000.000 3.35% 7/31/2024 49,836.00 52,644.55 ALABAMA POWER CO 500,000.000 5.20% 6/1/2041 512,729.10 611,574.75 ALABAMA POWER CO 60,000.000 4.15% 8/15/2044 59,522.40 66,900.73 ALABAMA POWER CO 100,000.000 3.75% 3/1/2045 99,306.00 106,013.22 ARCONIC INC 126,000.000 5.87% 2/23/2022 126,504.98 134,545.67 ALEXANDRIA REAL ESTATE EQUITIE 20,000.000 4.50% 7/30/2029 19,982.40 22,556.56 ALEXANDRIA REAL ESTATE EQUITIE 100,000.000 3.45% 4/30/2025 99,813.00 105,080.31 ALEXANDRIA REAL ESTATE EQUITIE 15,000.000 4.70% 7/1/2030 14,987.40 17,291.43 ALEXANDRIA REAL ESTATE EQUITIE 50,000.000 3.80% 4/15/2026 49,946.50 53,458.23 ALLEGION US HOLDING CO INC 50,000.000 3.20% 10/1/2024 49,972.00 51,424.39

25 2019 | Investment Portfolio AS OF DEC. 31, 2019

ALLEGION US HOLDING CO INC 150,000.000 3.55% 10/1/2027 149,306.00 153,880.08 ALLERGAN INC/UNITED STATES 25,000.000 2.80% 3/15/2023 24,928.50 25,198.06 ALLSTATE CORP/THE 119,000.000 5.35% 6/1/2033 115,374.67 148,154.70 ALLSTATE CORP/THE 50,000.000 3.85% 8/10/2049 49,651.50 55,379.44 ALPHABET INC 80,000.000 3.63% 5/19/2021 85,515.92 82,104.08 ALPHABET INC 150,000.000 3.38% 2/25/2024 165,360.00 159,562.37 ALPHABET INC 100,000.000 2.00% 8/15/2026 98,547.00 99,503.08 ALTRIA GROUP INC 150,000.000 4.75% 5/5/2021 153,000.00 155,453.54 ALTRIA GROUP INC 500,000.000 4.25% 8/9/2042 493,730.00 500,246.76 ALTRIA GROUP INC 42,000.000 5.38% 1/31/2044 41,821.08 47,456.56 ALTRIA GROUP INC 80,000.000 3.88% 9/16/2046 77,300.08 73,855.24 ALTRIA GROUP INC 40,000.000 3.80% 2/14/2024 39,918.80 42,122.66 ALTRIA GROUP INC 75,000.000 4.80% 2/14/2029 74,787.75 83,599.87 ALTRIA GROUP INC 35,000.000 5.80% 2/14/2039 34,917.75 41,178.03 ALTRIA GROUP INC 75,000.000 5.95% 2/14/2049 74,791.50 90,935.18 ALTRIA GROUP INC 15,000.000 6.20% 2/14/2059 14,955.90 17,873.76 AMAZON.COM INC 80,000.000 4.95% 12/5/2044 94,918.08 104,833.28 AMAZON.COM INC 325,000.000 2.40% 2/22/2023 317,639.00 330,779.87 AMAZON.COM INC 100,000.000 3.15% 8/22/2027 99,821.00 105,978.22 AMAZON.COM INC 25,000.000 3.88% 8/22/2037 24,937.75 28,414.61 AMAZON.COM INC 545,000.000 4.05% 8/22/2047 549,516.45 641,381.44 AMAZON.COM INC 70,000.000 4.25% 8/22/2057 69,427.40 85,394.51 HESS CORP 75,000.000 7.88% 10/1/2029 97,466.55 98,013.65 AMEREN ILLINOIS CO 125,000.000 3.25% 3/1/2025 124,928.75 131,022.05 AMEREN ILLINOIS CO 100,000.000 3.70% 12/1/2047 99,282.00 107,381.13 AMEREN ILLINOIS CO 50,000.000 4.50% 3/15/2049 49,953.50 60,925.14 AMERICAN AIRLINES 2017-2 CLASS 91,881.670 3.35% 4/15/2031 91,881.67 93,765.67 AMERICAN AIRLINES 2015-2 CLASS 125,135.206 3.60% 3/22/2029 125,135.21 132,018.93 AMERICAN CAMPUS COMMUNITIES OP 185,000.000 3.63% 11/15/2027 184,669.20 195,149.61 AMERICAN ELECTRIC POWER CO INC 100,000.000 3.20% 11/13/2027 99,830.00 103,195.21 AMERICAN EXPRESS CREDIT CORP 100,000.000 2.70% 3/3/2022 99,777.00 101,678.74 AMERICAN EXPRESS CREDIT CORP 910,000.000 3.30% 5/3/2027 905,677.15 966,713.43 AMERICAN EXPRESS CO 100,000.000 3.63% 12/5/2024 101,032.00 105,727.96 AMERICAN EXPRESS CO 200,000.000 3.40% 2/27/2023 199,818.00 207,671.97 AMERICAN EXPRESS CO 100,000.000 3.00% 2/22/2021 99,900.00 101,197.43 AMERICAN EXPRESS CO 100,000.000 2.75% 5/20/2022 99,880.00 101,832.98 AMERICAN EXPRESS CO 100,000.000 3.13% 5/20/2026 99,732.00 104,012.62 AMERICAN FINANCIAL GROUP INC/O 35,000.000 3.50% 8/15/2026 34,894.31 36,059.00 AMERICAN HONDA FINANCE CORP 100,000.000 1.65% 7/12/2021 99,967.00 99,769.25 AMERICAN HONDA FINANCE CORP 940,000.000 2.65% 2/12/2021 938,684.00 948,617.35 AMERICAN HONDA FINANCE CORP 100,000.000 3.45% 7/14/2023 99,827.00 104,692.70 AMERICAN HONDA FINANCE CORP 75,000.000 3.38% 12/10/2021 74,964.00 77,206.60 AMERICAN HONDA FINANCE CORP 150,000.000 3.63% 10/10/2023 149,877.00 158,405.69 AMERICAN INTERNATIONAL GROUP I 665,000.000 4.13% 2/15/2024 665,871.15 714,149.10 AMERICAN INTERNATIONAL GROUP I 75,000.000 4.38% 1/15/2055 74,662.50 82,357.85 AMERICAN INTERNATIONAL GROUP I 75,000.000 3.88% 1/15/2035 74,751.75 79,637.28 AMERICAN INTERNATIONAL GROUP I 140,000.000 3.30% 3/1/2021 139,871.20 142,037.59 AMERICAN INTERNATIONAL GROUP I 100,000.000 3.90% 4/1/2026 99,950.00 107,414.75 AMERICAN INTERNATIONAL GROUP I 75,000.000 4.20% 4/1/2028 74,720.25 82,560.47 AMERICAN INTERNATIONAL GROUP I 150,000.000 4.75% 4/1/2048 149,119.50 180,872.66 AMERICAN INTERNATIONAL GROUP I 50,000.000 4.25% 3/15/2029 49,859.00 55,661.39 AMERICAN TOWER CORP 720,000.000 4.70% 3/15/2022 718,632.00 758,732.03 AMERICAN TOWER CORP 90,000.000 5.00% 2/15/2024 89,899.20 98,988.13 AMERICAN TOWER CORP 200,000.000 3.45% 9/15/2021 198,832.00 204,555.92 AMERICAN TOWER CORP 100,000.000 3.55% 7/15/2027 99,773.00 104,843.66 AMERICAN TOWER CORP 200,000.000 3.00% 6/15/2023 197,870.00 204,423.59 AMERICAN WATER CAPITAL CORP 750,000.000 2.95% 9/1/2027 747,532.50 766,667.39 AMERISOURCEBERGEN CORP 100,000.000 3.40% 5/15/2024 99,715.00 104,042.84 AMGEN INC 100,000.000 6.40% 2/1/2039 128,855.90 135,069.89 AMGEN INC 630,000.000 4.95% 10/1/2041 634,203.61 750,475.85 AMGEN INC 390,000.000 4.10% 6/15/2021 415,952.16 400,683.21 AMGEN INC 120,000.000 4.40% 5/1/2045 122,579.52 134,465.85 AMGEN INC 200,000.000 4.56% 6/15/2048 215,674.00 232,491.74 AMGEN INC 200,000.000 2.65% 5/11/2022 201,382.00 202,996.04 AMPHENOL CORP 195,000.000 3.20% 4/1/2024 199,310.87 202,337.67 ANALOG DEVICES INC 375,000.000 3.90% 12/15/2025 374,137.50 403,161.69 ANALOG DEVICES INC 40,000.000 5.30% 12/15/2045 45,470.20 49,065.75 ANALOG DEVICES INC 50,000.000 2.95% 1/12/2021 49,786.00 50,418.20 ANHEUSER-BUSCH COS LLC / ANHEU 430,000.000 4.70% 2/1/2036 414,477.00 498,264.33 ANHEUSER-BUSCH COS LLC / ANHEU 1,005,000.000 4.90% 2/1/2046 956,780.10 1,192,053.15 ANHEUSER-BUSCH INBEV 1,001,000.000 4.44% 10/6/2048 926,857.87 1,122,735.53 WORLDWIDE ANHEUSER-BUSCH INBEV 300,000.000 5.45% 1/23/2039 324,639.00 377,529.57 WORLDWIDE ANHEUSER-BUSCH INBEV 200,000.000 5.55% 1/23/2049 212,624.00 259,863.26 WORLDWIDE ANHEUSER-BUSCH INBEV 200,000.000 4.15% 1/23/2025 207,478.00 217,973.78 WORLDWIDE ANHEUSER-BUSCH INBEV 80,000.000 4.00% 4/13/2028 79,372.80 88,044.28 WORLDWIDE

26 2019 | Investment Portfolio AS OF DEC. 31, 2019

ANHEUSER-BUSCH INBEV 35,000.000 4.38% 4/15/2038 34,494.25 39,318.37 WORLDWIDE ANHEUSER-BUSCH INBEV 50,000.000 4.60% 4/15/2048 49,717.00 57,220.18 WORLDWIDE ANHEUSER-BUSCH INBEV 100,000.000 4.75% 4/15/2058 99,377.00 116,959.23 WORLDWIDE ANHEUSER-BUSCH INBEV 55,000.000 4.75% 1/23/2029 54,826.75 63,754.33 WORLDWIDE ANTHEM INC 65,000.000 3.65% 12/1/2027 64,869.35 68,834.40 ANTHEM INC 100,000.000 3.35% 12/1/2024 99,968.00 104,383.31 ANTHEM INC 65,000.000 4.38% 12/1/2047 64,999.35 71,767.90 ANTHEM INC 100,000.000 2.95% 12/1/2022 99,953.00 102,307.47 AON CORP 910,000.000 2.20% 11/15/2022 909,818.00 914,283.32 APACHE CORP 150,000.000 5.10% 9/1/2040 164,615.25 152,720.51 APACHE CORP 80,000.000 5.25% 2/1/2042 86,313.36 83,386.07 APACHE CORP 320,000.000 4.75% 4/15/2043 338,118.40 309,193.06 APACHE CORP 100,000.000 4.38% 10/15/2028 99,845.00 104,598.84 APPALACHIAN POWER CO 150,000.000 3.30% 6/1/2027 151,450.00 155,771.15 APPLE INC 250,000.000 2.40% 5/3/2023 239,795.01 254,265.88 APPLE INC 40,000.000 4.45% 5/6/2044 39,783.60 48,805.02 APPLE INC 525,000.000 3.45% 2/9/2045 504,157.50 553,409.75 APPLE INC 150,000.000 4.38% 5/13/2045 158,607.00 182,147.86 APPLE INC 150,000.000 2.25% 2/23/2021 151,554.50 150,892.73 APPLE INC 50,000.000 4.50% 2/23/2036 49,765.00 60,763.53 APPLE INC 35,000.000 4.65% 2/23/2046 34,798.05 43,916.34 APPLE INC 120,000.000 3.25% 2/23/2026 126,806.22 127,089.06 APPLE INC 850,000.000 3.85% 8/4/2046 852,226.51 958,631.29 APPLE INC 200,000.000 3.00% 2/9/2024 195,584.00 207,711.58 APPLE INC 380,000.000 2.30% 5/11/2022 381,599.83 384,562.42 APPLE INC 200,000.000 2.90% 9/12/2027 198,852.00 208,228.18 APPLE INC 200,000.000 2.75% 1/13/2025 198,520.00 206,669.34 APPLE INC 100,000.000 3.00% 11/13/2027 99,709.00 104,914.77 APPLIED MATERIALS INC 780,000.000 4.30% 6/15/2021 782,271.67 807,162.60 VEREIT OPERATING PARTNERSHIP L 10,000.000 4.60% 2/6/2024 10,187.50 10,804.88 ARCHER-DANIELS-MIDLAND CO 100,000.000 4.02% 4/16/2043 103,206.00 110,518.97 ARCHER-DANIELS-MIDLAND CO 155,000.000 2.50% 8/11/2026 150,277.93 157,284.56 ARES CAPITAL CORP 50,000.000 3.63% 1/19/2022 49,819.50 50,886.71 ARES CAPITAL CORP 750,000.000 3.50% 2/10/2023 749,407.50 761,288.51 ARES CAPITAL CORP 50,000.000 4.25% 3/1/2025 49,810.50 52,247.03 ARIZONA PUBLIC SERVICE CO 140,000.000 4.50% 4/1/2042 143,558.42 160,757.37 ARIZONA PUBLIC SERVICE CO 25,000.000 3.50% 12/1/2049 24,986.00 25,211.50 ARROW ELECTRONICS INC 375,000.000 3.50% 4/1/2022 372,153.75 384,002.39 ARROW ELECTRONICS INC 50,000.000 3.25% 9/8/2024 49,693.50 51,415.44 ASCENSION HEALTH 45,000.000 3.11% 11/15/2039 45,000.00 44,206.76 ASSURANT INC 50,000.000 4.90% 3/27/2028 49,808.50 54,818.02 AT&T INC 100,000.000 5.35% 9/1/2040 103,843.80 120,696.72 ATMOS ENERGY CORP 75,000.000 4.13% 10/15/2044 74,859.00 84,514.10 ATMOS ENERGY CORP 40,000.000 4.13% 3/15/2049 39,842.40 45,970.73 AUTODESK INC 80,000.000 4.38% 6/15/2025 84,853.84 87,376.76 AUTOMATIC DATA PROCESSING INC 105,000.000 3.38% 9/15/2025 108,874.59 111,956.79 AUTONATION INC 50,000.000 4.50% 10/1/2025 51,085.00 53,913.93 AUTOZONE INC 750,000.000 2.88% 1/15/2023 747,540.00 763,644.21 AUTOZONE INC 155,000.000 3.75% 6/1/2027 157,493.80 165,453.95 AVALONBAY COMMUNITIES INC 300,000.000 3.95% 1/15/2021 298,143.54 304,581.23 AVALONBAY COMMUNITIES INC 195,000.000 2.90% 10/15/2026 190,878.09 200,556.04 AVALONBAY COMMUNITIES INC 25,000.000 3.35% 5/15/2027 24,913.50 26,344.93 AVANGRID INC 100,000.000 3.80% 6/1/2029 99,858.00 106,119.31 BA CREDIT CARD TRUST A2 A2 2,550,000.005 1.84% 1/17/2023 2,490,234.38 2,549,761.07 BAT CAPITAL CORP 50,000.000 2.76% 8/15/2022 50,000.00 50,737.05 BAT CAPITAL CORP 100,000.000 3.22% 8/15/2024 100,000.00 102,287.80 BAT CAPITAL CORP 100,000.000 3.56% 8/15/2027 100,000.00 102,102.61 BAT CAPITAL CORP 70,000.000 4.39% 8/15/2037 70,000.00 70,886.26 BAT CAPITAL CORP 60,000.000 4.54% 8/15/2047 60,000.00 60,343.36 TRUIST FINANCIAL CORP 50,000.000 3.75% 12/6/2023 49,923.00 53,041.42 TRUIST FINANCIAL CORP 200,000.000 2.20% 3/16/2023 200,370.00 201,328.54 BAKER HUGHES A GE CO LLC / BAK 250,000.000 2.77% 12/15/2022 248,204.00 255,019.51 BAKER HUGHES A GE CO LLC / BAK 100,000.000 3.34% 12/15/2027 100,000.00 104,393.93 BAKER HUGHES A GE CO LLC / BAK 250,000.000 4.08% 12/15/2047 248,726.00 256,376.70 BALTIMORE GAS & ELECTRIC CO 225,000.000 4.25% 9/15/2048 223,269.00 257,402.81 JPMORGAN CHASE & CO 200,000.000 8.00% 4/29/2027 242,800.00 267,020.20 BANK OF AMERICA NA 250,000.000 3.34% 1/25/2023 250,000.00 256,869.78 BANK OF AMERICA CORP 635,000.000 5.00% 5/13/2021 632,165.85 662,056.63 BANK OF AMERICA CORP 100,000.000 5.88% 2/7/2042 99,961.00 142,084.14 BANK OF AMERICA CORP 1,200,000.000 3.30% 1/11/2023 1,243,836.00 1,240,658.47 BANK OF AMERICA CORP 505,000.000 4.20% 8/26/2024 504,631.35 542,276.18 BANK OF AMERICA CORP 280,000.000 4.25% 10/22/2026 277,447.60 305,426.71 BANK OF AMERICA CORP 750,000.000 4.00% 1/22/2025 745,477.50 800,022.56 BANK OF AMERICA CORP 120,000.000 4.75% 4/21/2045 126,634.44 148,718.88 BANK OF AMERICA CORP 100,000.000 3.88% 8/1/2025 101,800.00 107,456.22 BANK OF AMERICA CORP 100,000.000 3.50% 4/19/2026 102,007.00 106,355.12

27 2019 | Investment Portfolio AS OF DEC. 31, 2019

BANK OF AMERICA CORP 2,560,000.000 4.18% 11/25/2027 2,759,411.04 2,776,183.94 BANK OF AMERICA CORP 700,000.000 3.12% 1/20/2023 699,195.00 713,677.68 BANK OF AMERICA CORP 265,000.000 2.88% 4/24/2023 265,607.38 269,458.68 BANK OF AMERICA CORP 150,000.000 4.24% 4/24/2038 155,859.00 172,937.89 BANK OF AMERICA CORP 75,000.000 3.97% 2/7/2030 75,000.00 82,340.10 BANK OF AMERICA CORP 100,000.000 3.46% 3/15/2025 100,000.00 104,428.62 BANK OF AMERICA CORP 400,000.000 3.56% 4/23/2027 411,913.00 422,821.36 BANK OF AMERICA CORP 300,000.000 4.08% 4/23/2040 319,889.99 340,292.51 BANK OF AMERICA CORP 1,500,000.000 3.19% 7/23/2030 1,500,000.00 1,551,875.90 BANK OF AMERICA CORP 50,000.000 2.46% 10/22/2025 50,000.00 50,334.51 BANK OF AMERICA CORP 50,000.000 2.88% 10/22/2030 50,000.00 50,439.26 BANK OF NEW YORK MELLON CORP/T 150,000.000 2.50% 4/15/2021 149,851.50 151,037.30 BANK OF NEW YORK MELLON CORP/T 50,000.000 2.80% 5/4/2026 49,822.50 51,422.76 BANK OF NEW YORK MELLON CORP/T 50,000.000 2.20% 8/16/2023 49,913.00 50,511.64 BANK OF NEW YORK MELLON CORP/T 100,000.000 2.45% 8/17/2026 100,087.00 101,185.65 BANK OF NEW YORK MELLON CORP/T 100,000.000 3.65% 2/4/2024 99,635.00 106,346.98 BANK OF NEW YORK MELLON CORP/T 700,000.000 2.60% 2/7/2022 698,502.00 710,644.92 BANK OF NEW YORK MELLON CORP/T 100,000.000 3.85% 4/28/2028 101,324.00 111,858.12 BANK OF NEW YORK MELLON CORP/T 200,000.000 2.10% 10/24/2024 199,650.00 200,261.10 BARRICK NORTH AMERICA FINANCE 125,000.000 5.70% 5/30/2041 140,388.00 154,189.90 BAXALTA INC 12,000.000 5.25% 6/23/2045 13,862.02 15,498.70 BAXTER INTERNATIONAL INC 40,000.000 3.50% 8/15/2046 35,985.84 39,127.26 BAY AREA CA TOLL AUTH TOLL BRI 160,000.000 6.26% 4/1/2049 160,000.00 244,393.60 BAYER US FINANCE II LLC 144A 2,000,000.000 4.25% 12/15/2025 1,996,220.00 2,158,500.16 TRUIST BANK 750,000.000 3.63% 9/16/2025 749,910.00 798,476.97 BECTON DICKINSON AND CO 150,000.000 3.73% 12/15/2024 154,611.00 159,026.38 BECTON DICKINSON AND CO 50,000.000 3.30% 3/1/2023 51,849.00 51,070.53 BECTON DICKINSON AND CO 188,000.000 4.88% 5/15/2044 213,885.72 217,811.33 BECTON DICKINSON AND CO 33,000.000 3.70% 6/6/2027 33,000.00 35,118.60 WR BERKLEY CORP 400,000.000 6.25% 2/15/2037 396,696.80 492,403.42 BERKSHIRE HATHAWAY ENERGY CO 100,000.000 3.80% 7/15/2048 95,427.00 107,631.62 BERKSHIRE HATHAWAY FINANCE COR 720,000.000 5.75% 1/15/2040 722,216.02 988,242.31 BERKSHIRE HATHAWAY FINANCE COR 250,000.000 4.20% 8/15/2048 248,732.50 295,994.13 BERKSHIRE HATHAWAY FINANCE COR 175,000.000 4.25% 1/15/2049 174,746.50 207,633.16 BERKSHIRE HATHAWAY INC 20,000.000 2.20% 3/15/2021 19,957.60 20,077.37 BERKSHIRE HATHAWAY INC 35,000.000 3.13% 3/15/2026 34,967.10 36,890.35 BEST BUY CO INC 50,000.000 4.45% 10/1/2028 49,804.00 54,876.26 BIOGEN INC 75,000.000 4.05% 9/15/2025 75,926.25 81,588.04 BLACK HILLS CORP 55,000.000 4.35% 5/1/2033 54,748.65 61,056.21 BLACK HILLS CORP 50,000.000 3.05% 10/15/2029 49,828.00 49,821.21 BLACKROCK INC 120,000.000 3.25% 4/30/2029 119,028.00 128,838.09 BLOCK FINANCIAL LLC 100,000.000 5.50% 11/1/2022 99,437.00 107,297.86 BLOCK FINANCIAL LLC 750,000.000 4.13% 10/1/2020 747,555.00 759,548.37 BOARDWALK PIPELINES LP 840,000.000 4.80% 5/3/2029 839,269.20 900,453.74 BOEING CO/THE 600,000.000 3.38% 6/15/2046 580,350.00 586,389.66 BOEING CO/THE 155,000.000 2.13% 3/1/2022 155,529.79 155,415.34 BOEING CO/THE 40,000.000 3.65% 3/1/2047 39,966.56 41,234.21 BOEING CO/THE 25,000.000 3.45% 11/1/2028 24,385.25 26,488.84 BOEING CO/THE 100,000.000 3.20% 3/1/2029 98,690.00 104,292.09 BOEING CO/THE 100,000.000 3.60% 5/1/2034 99,690.00 107,160.60 BOEING CO/THE 100,000.000 3.90% 5/1/2049 98,296.00 108,564.39 BOSTON PROPERTIES LP 320,000.000 3.13% 9/1/2023 318,012.80 330,274.55 BOSTON PROPERTIES LP 100,000.000 2.75% 10/1/2026 99,271.00 101,432.36 BOSTON PROPERTIES LP 150,000.000 3.20% 1/15/2025 149,635.50 155,713.61 BOSTON PROPERTIES LP 35,000.000 4.50% 12/1/2028 34,874.35 39,689.70 BOSTON PROPERTIES LP 50,000.000 3.40% 6/21/2029 49,907.50 52,246.92 BOSTON SCIENTIFIC CORP 50,000.000 4.55% 3/1/2039 49,720.00 58,820.93 BOSTON SCIENTIFIC CORP 35,000.000 4.70% 3/1/2049 34,759.90 42,592.64 BOSTON SCIENTIFIC CORP 35,000.000 4.00% 3/1/2029 34,882.40 38,735.72 BP CAPITAL MARKETS AMERICA INC 100,000.000 3.80% 9/21/2025 100,000.00 108,228.44 BP CAPITAL MARKETS AMERICA INC 200,000.000 3.94% 9/21/2028 200,766.00 221,064.01 BP CAPITAL MARKETS AMERICA INC 150,000.000 2.75% 5/10/2023 144,930.00 153,466.93 BP CAPITAL MARKETS AMERICA INC 25,000.000 3.12% 5/4/2026 23,848.50 26,124.70 BP CAPITAL MARKETS AMERICA INC 100,000.000 2.52% 9/19/2022 96,457.00 101,321.35 BP CAPITAL MARKETS AMERICA INC 150,000.000 3.41% 2/11/2026 150,000.00 159,825.02 BRANDYWINE OPERATING PARTNERSH 100,000.000 3.95% 2/15/2023 99,273.00 103,738.38 BRIGHTHOUSE FINANCIAL INC 50,000.000 3.70% 6/22/2027 49,958.50 49,883.39 BRIGHTHOUSE FINANCIAL INC 400,000.000 4.70% 6/22/2047 397,264.00 370,644.00 BRISTOL-MYERS SQUIBB CO 40,000.000 3.25% 8/1/2042 36,376.28 39,970.42 BRISTOL-MYERS SQUIBB CO 200,000.000 3.25% 2/27/2027 204,182.00 213,777.88 BRISTOL-MYERS SQUIBB CO 144A 25,000.000 2.88% 2/19/2021 25,321.00 25,289.19 BRISTOL-MYERS SQUIBB CO 144A 100,000.000 3.25% 8/15/2022 103,792.00 103,332.93 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 2.75% 2/15/2023 51,363.00 50,959.26 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 3.25% 2/20/2023 52,125.00 51,785.99 BRISTOL-MYERS SQUIBB CO 144A 200,000.000 3.45% 11/15/2027 216,302.00 214,054.30 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 3.90% 2/20/2028 55,737.50 55,119.05 BRISTOL-MYERS SQUIBB CO 144A 56,000.000 4.63% 5/15/2044 70,061.04 67,890.56 BRISTOL-MYERS SQUIBB CO 144A 455,000.000 5.00% 8/15/2045 599,544.40 583,670.04 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 4.35% 11/15/2047 60,123.50 59,665.65 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 4.55% 2/20/2048 61,915.50 61,265.81

28 2019 | Investment Portfolio AS OF DEC. 31, 2019

BRISTOL-MYERS SQUIBB CO 144A 50,000.000 2.55% 5/14/2021 49,921.00 50,497.27 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 2.60% 5/16/2022 49,865.50 50,832.97 BRISTOL-MYERS SQUIBB CO 144A 55,000.000 2.90% 7/26/2024 54,786.60 56,792.89 BRISTOL-MYERS SQUIBB CO 144A 50,000.000 3.20% 6/15/2026 49,864.00 52,530.95 BRISTOL-MYERS SQUIBB CO 144A 80,000.000 3.40% 7/26/2029 79,340.00 85,617.89 BRISTOL-MYERS SQUIBB CO 144A 435,000.000 4.13% 6/15/2039 433,512.30 502,096.94 BRISTOL-MYERS SQUIBB CO 144A 65,000.000 4.25% 10/26/2049 64,452.70 77,172.90 BRIXMOR OPERATING PARTNERSHIP 100,000.000 3.25% 9/15/2023 99,736.00 102,941.06 BRIXMOR OPERATING PARTNERSHIP 50,000.000 4.13% 5/15/2029 49,902.00 53,719.11 BROADRIDGE FINANCIAL SOLUTIONS 800,000.000 2.90% 12/1/2029 797,736.00 799,267.70 BROADCOM CORP / BROADCOM 100,000.000 3.00% 1/15/2022 99,592.00 101,479.42 CAYMA BROADCOM CORP / BROADCOM 100,000.000 3.88% 1/15/2027 99,558.00 103,875.79 CAYMA BROADCOM CORP / BROADCOM 150,000.000 2.20% 1/15/2021 149,594.50 150,115.12 CAYMA BROADCOM CORP / BROADCOM 300,000.000 2.65% 1/15/2023 290,563.00 301,709.28 CAYMA BROADCOM CORP / BROADCOM 135,000.000 3.13% 1/15/2025 134,399.20 136,645.29 CAYMA BROADCOM CORP / BROADCOM 450,000.000 3.50% 1/15/2028 439,517.00 452,829.12 CAYMA BROADCOM INC 144A 150,000.000 4.75% 4/15/2029 149,287.50 164,022.45 BROADCOM INC 144A 25,000.000 3.13% 10/15/2022 24,885.75 25,469.93 BROADCOM INC 144A 100,000.000 3.63% 10/15/2024 99,218.00 103,988.90 BROADCOM INC 144A 100,000.000 4.25% 4/15/2026 99,261.00 106,217.15 BROWN & BROWN INC 50,000.000 4.50% 3/15/2029 49,920.00 55,034.87 BROWN-FORMAN CORP 500,000.000 3.50% 4/15/2025 497,765.00 533,324.39 BUNGE LTD FINANCE CORP 30,000.000 3.00% 9/25/2022 29,962.80 30,429.61 BUNGE LTD FINANCE CORP 30,000.000 3.75% 9/25/2027 29,920.80 30,668.89 BUNGE LTD FINANCE CORP 250,000.000 4.35% 3/15/2024 249,695.00 262,637.41 BURLINGTON NORTHERN SANTA FE L 520,000.000 4.95% 9/15/2041 539,379.52 636,992.58 BURLINGTON NORTHERN SANTA FE L 115,000.000 3.05% 3/15/2022 119,485.35 117,553.18 BURLINGTON NORTHERN SANTA FE L 150,000.000 5.15% 9/1/2043 152,143.50 191,493.09 BURLINGTON NORTHERN SANTA FE L 150,000.000 3.85% 9/1/2023 149,491.50 159,259.49 BURLINGTON NORTHERN SANTA FE L 500,000.000 4.55% 9/1/2044 516,560.00 596,277.38 BURLINGTON NORTHERN SANTA FE L 35,000.000 3.90% 8/1/2046 34,719.65 38,445.28 BURLINGTON NORTHERN SANTA FE L 50,000.000 3.25% 6/15/2027 49,873.50 53,377.14 BURLINGTON NORTHERN SANTA FE L 40,000.000 4.05% 6/15/2048 39,898.00 45,365.86 BURLINGTON NORTHERN SANTA FE L 15,000.000 4.15% 12/15/2048 14,887.80 17,285.19 BURLINGTON NORTHERN SANTA FE L 300,000.000 3.55% 2/15/2050 299,106.00 316,129.37 VIACOMCBS INC 400,000.000 3.38% 3/1/2022 405,671.00 409,239.73 VIACOMCBS INC 50,000.000 2.50% 2/15/2023 49,713.00 50,317.23 VIACOMCBS INC 30,000.000 3.38% 2/15/2028 29,708.10 30,748.57 VIACOMCBS INC 100,000.000 3.70% 6/1/2028 97,918.00 104,868.76 VIACOMCBS INC 50,000.000 2.90% 6/1/2023 49,564.50 51,043.78 CIGNA CORP 20,000.000 3.40% 9/17/2021 20,000.00 20,473.21 CIGNA CORP 55,000.000 3.75% 7/15/2023 54,970.85 57,683.76 CIGNA CORP 60,000.000 4.38% 10/15/2028 59,920.20 66,473.28 CIGNA CORP 230,000.000 4.80% 8/15/2038 235,475.70 268,276.64 CIGNA CORP 45,000.000 4.90% 12/15/2048 44,898.75 53,752.32 CIGNA CORP 144A 150,000.000 3.25% 4/15/2025 154,383.00 155,566.90 CIGNA CORP 144A 100,000.000 3.05% 11/30/2022 102,030.00 102,221.04 CIGNA CORP 144A 83,000.000 6.13% 11/15/2041 107,439.35 106,029.39 CME GROUP INC 50,000.000 4.15% 6/15/2048 49,770.50 59,470.76 CNH INDUSTRIAL CAPITAL LLC 20,000.000 4.88% 4/1/2021 21,350.00 20,650.00 CNH INDUSTRIAL CAPITAL LLC 15,000.000 3.88% 10/15/2021 15,543.75 15,392.11 CNH INDUSTRIAL CAPITAL LLC 20,000.000 4.38% 4/5/2022 21,250.00 20,878.80 CNOOC FINANCE 2015 USA LLC 800,000.000 3.75% 5/2/2023 795,136.00 831,856.16 CRH AMERICA FINANCE INC 144A 350,000.000 3.40% 5/9/2027 347,448.50 363,950.94 CSX CORP 740,000.000 6.15% 5/1/2037 758,399.40 983,656.77 CSX CORP 160,000.000 4.75% 5/30/2042 176,375.20 188,629.47 CSX CORP 100,000.000 3.35% 11/1/2025 99,763.00 105,964.05 CSX CORP 115,000.000 2.60% 11/1/2026 111,610.03 116,980.68 CSX CORP 50,000.000 3.25% 6/1/2027 49,939.00 52,600.69 CVS HEALTH CORP 744,000.000 3.88% 7/20/2025 740,930.96 792,438.62 CVS HEALTH CORP 125,000.000 5.13% 7/20/2045 136,541.03 148,289.44 CVS HEALTH CORP 50,000.000 2.13% 6/1/2021 49,860.50 50,086.42 CVS HEALTH CORP 50,000.000 2.88% 6/1/2026 49,569.50 50,733.29 CVS HEALTH CORP 640,000.000 3.70% 3/9/2023 641,819.22 667,095.05 CVS HEALTH CORP 200,000.000 4.10% 3/25/2025 199,258.00 214,732.83 CVS HEALTH CORP 130,000.000 4.30% 3/25/2028 128,172.20 142,017.36 CVS HEALTH CORP 775,000.000 4.78% 3/25/2038 778,331.30 881,073.55 CVS HEALTH CORP 890,000.000 5.05% 3/25/2048 888,733.00 1,054,673.49 CVS HEALTH CORP 173,000.000 3.35% 3/9/2021 173,680.42 175,876.28 CA INC 235,000.000 4.70% 3/15/2027 251,633.54 256,134.37 CABELA’S CREDIT CARD MAST 2 A1 1,550,000.007 2.25% 7/17/2023 1,533,591.80 1,551,663.16 CABOT CORP 375,000.000 3.40% 9/15/2026 374,433.75 380,238.65 CALIFORNIA INSTITUTE OF TECHNO 50,000.000 4.32% 8/1/2045 52,082.00 59,731.63 CAMPBELL SOUP CO 100,000.000 3.30% 3/19/2025 99,865.00 103,057.89 CAMPBELL SOUP CO 250,000.000 3.65% 3/15/2023 250,341.50 260,460.00 CAMPBELL SOUP CO 50,000.000 4.15% 3/15/2028 49,943.50 54,285.37

29 2019 | Investment Portfolio AS OF DEC. 31, 2019

CAMPBELL SOUP CO 20,000.000 4.80% 3/15/2048 19,905.40 23,166.90 CAPITAL ONE FINANCIAL CORP 250,000.000 4.75% 7/15/2021 245,016.50 260,361.76 CAPITAL ONE FINANCIAL CORP 250,000.000 3.75% 7/28/2026 249,500.00 263,417.00 CAPITAL ONE FINANCIAL CORP 700,000.000 3.75% 3/9/2027 697,858.00 746,695.97 CAPITAL ONE FINANCIAL CORP 100,000.000 3.30% 10/30/2024 99,709.00 104,149.43 CAPITAL ONE FINANCIAL CORP 200,000.000 3.20% 1/30/2023 199,762.00 205,637.74 CAPITAL ONE FINANCIAL CORP 200,000.000 3.80% 1/31/2028 199,604.00 215,084.74 CAPITAL ONE MULTI-ASSET A2 A2 500,000.000 2.08% 3/15/2023 495,878.91 500,340.70 CAPITAL ONE MULTI-ASSET A8 A8 770,000.000 2.05% 8/15/2023 758,810.94 771,177.41 CAPITAL ONE NA 375,000.000 2.25% 9/13/2021 374,418.75 376,694.00 CAPITAL ONE NA 250,000.000 2.15% 9/6/2022 249,812.50 250,424.43 CARDINAL HEALTH INC 100,000.000 4.90% 9/15/2045 99,898.00 104,351.89 CARDINAL HEALTH INC 200,000.000 2.62% 6/15/2022 200,000.00 202,048.00 CARDINAL HEALTH INC 100,000.000 3.08% 6/15/2024 100,000.00 102,901.15 CARDINAL HEALTH INC 250,000.000 3.41% 6/15/2027 250,000.00 255,722.98 CARDINAL HEALTH INC 100,000.000 4.37% 6/15/2047 100,000.00 99,359.08 CARGILL INC 144A 400.000 4.31% 5/14/2021 361.30 412.92 CARLISLE COS INC 200,000.000 3.50% 12/1/2024 200,538.00 207,759.01 DUKE ENERGY PROGRESS LLC 50,000.000 4.10% 3/15/2043 49,632.50 56,023.14 CATERPILLAR FINANCIAL SERVICES 100,000.000 2.75% 8/20/2021 99,798.00 101,366.07 CATERPILLAR FINANCIAL SERVICES 200,000.000 1.93% 10/1/2021 199,004.00 200,113.84 CATERPILLAR INC 150,000.000 5.20% 5/27/2041 169,643.10 194,551.89 CATERPILLAR INC 200,000.000 3.90% 5/27/2021 210,659.80 205,470.05 CATERPILLAR INC 660,000.000 3.80% 8/15/2042 662,990.12 740,620.58 CATERPILLAR FINANCIAL SERVICES 200,000.000 3.45% 5/15/2023 200,204.00 209,517.69 CATERPILLAR FINANCIAL SERVICES 235,000.000 3.15% 9/7/2021 234,795.05 240,213.80 CC HOLDINGS GS V LLC / CROWN C 60,000.000 3.85% 4/15/2023 60,000.00 62,894.14 CELANESE US HOLDINGS LLC 30,000.000 3.50% 5/8/2024 29,968.50 31,023.92 CENTERPOINT ENERGY INC 10,000.000 3.60% 11/1/2021 9,997.10 10,262.00 CENTERPOINT ENERGY INC 25,000.000 3.85% 2/1/2024 24,982.00 26,373.19 CENTERPOINT ENERGY INC 25,000.000 4.25% 11/1/2028 24,899.75 27,148.44 CENTERPOINT ENERGY HOUSTON 255,000.000 3.00% 2/1/2027 255,518.73 262,898.74 ELE CENTERPOINT ENERGY HOUSTON 25,000.000 4.25% 2/1/2049 24,848.25 29,422.75 ELE CHARTER COMMUNICATIONS 250,000.000 4.91% 7/23/2025 264,655.00 275,294.35 OPERATI CHARTER COMMUNICATIONS 230,000.000 6.48% 10/23/2045 250,912.02 285,137.03 OPERATI CHARTER COMMUNICATIONS 150,000.000 3.75% 2/15/2028 148,749.00 155,596.82 OPERATI CHARTER COMMUNICATIONS 125,000.000 5.38% 5/1/2047 126,241.25 140,238.38 OPERATI CHARTER COMMUNICATIONS 100,000.000 5.38% 4/1/2038 98,846.00 114,103.94 OPERATI CHARTER COMMUNICATIONS 25,000.000 5.75% 4/1/2048 24,926.50 29,198.11 OPERATI CHARTER COMMUNICATIONS 100,000.000 4.50% 2/1/2024 99,893.00 107,622.95 OPERATI CHENIERE CORPUS CHRISTI H 144A 60,000.000 3.70% 11/15/2029 59,955.00 61,273.02 CHEVRON CORP 250,000.000 3.19% 6/24/2023 250,275.00 260,265.67 CHEVRON CORP 50,000.000 2.10% 5/16/2021 50,000.00 50,315.75 CHEVRON CORP 50,000.000 2.57% 5/16/2023 50,000.00 51,008.93 CHEVRON CORP 50,000.000 2.95% 5/16/2026 50,000.00 52,263.30 CIMAREX ENERGY CO 280,000.000 3.90% 5/15/2027 284,828.56 290,480.45 CISCO SYSTEMS INC 150,000.000 5.50% 1/15/2040 172,679.10 204,941.49 CISCO SYSTEMS INC 30,000.000 3.00% 6/15/2022 29,838.90 30,907.57 CISCO SYSTEMS INC 20,000.000 3.50% 6/15/2025 19,946.60 21,542.73 CISCO SYSTEMS INC 100,000.000 2.20% 2/28/2021 101,078.00 100,585.33 CISCO SYSTEMS INC 300,000.000 1.85% 9/20/2021 297,552.00 300,205.43 CITIGROUP INC 150,000.000 6.13% 8/25/2036 148,545.00 195,375.98 CITIGROUP INC 200,000.000 5.88% 1/30/2042 197,086.00 281,551.70 CITIGROUP INC 250,000.000 3.50% 5/15/2023 228,212.50 260,208.73 CITIGROUP INC 200,000.000 5.30% 5/6/2044 224,642.40 255,164.26 CITIGROUP INC 200,000.000 3.75% 6/16/2024 203,878.00 212,440.97 CITIGROUP INC 50,000.000 4.30% 11/20/2026 49,768.00 54,447.51 CITIGROUP INC 200,000.000 4.65% 7/30/2045 199,710.00 247,809.83 CITIGROUP INC 100,000.000 4.75% 5/18/2046 99,080.00 119,613.04 CITIGROUP INC 570,000.000 4.13% 7/25/2028 572,325.94 622,023.33 CITIGROUP INC 100,000.000 2.35% 8/2/2021 100,529.65 100,617.15 CITIGROUP INC 750,000.000 3.52% 10/27/2028 750,000.00 789,672.74 CITIGROUP INC 375,000.000 3.88% 1/24/2039 375,000.00 410,833.44 CITIGROUP INC 350,000.000 3.98% 3/20/2030 362,404.00 383,183.54 CITIGROUP INC 100,000.000 3.35% 4/24/2025 100,000.00 104,080.50 CITIGROUP INC 50,000.000 2.31% 11/4/2022 50,000.00 50,155.66 CITIGROUP INC 100,000.000 2.98% 11/5/2030 100,000.00 101,555.58 CITIBANK NA 250,000.000 2.85% 2/12/2021 249,985.00 252,442.73 CITIBANK NA 400,000.000 3.65% 1/23/2024 399,456.00 423,455.45 CITIBANK NA 250,000.000 3.17% 2/19/2022 252,855.00 253,167.18 CITIBANK NA 250,000.000 2.84% 5/20/2022 251,290.00 253,036.20 CITIZENS BANK NA/PROVIDENCE RI 600,000.000 2.55% 5/13/2021 599,442.00 604,613.95

30 2019 | Investment Portfolio AS OF DEC. 31, 2019

CITIZENS BANK NA/PROVIDENCE RI 700,000.000 2.25% 3/2/2020 699,335.00 700,053.52 CLOROX CO/THE 200,000.000 3.05% 9/15/2022 203,038.00 204,815.33 CLOROX CO/THE 100,000.000 3.10% 10/1/2027 99,966.00 103,108.34 COCA-COLA CO/THE 800,000.000 3.15% 11/15/2020 809,074.64 809,482.38 COCA-COLA CO/THE 50,000.000 1.55% 9/1/2021 49,945.00 49,873.41 COCA-COLA CO/THE 50,000.000 2.25% 9/1/2026 49,942.00 50,336.64 COLGATE-PALMOLIVE CO 100,000.000 1.95% 2/1/2023 98,537.00 100,446.76 COLGATE-PALMOLIVE CO 40,000.000 4.00% 8/15/2045 41,797.92 47,134.35 COLGATE-PALMOLIVE CO 350,000.000 3.70% 8/1/2047 347,613.00 402,377.41 COLGATE-PALMOLIVE CO 30,000.000 2.25% 11/15/2022 29,904.90 30,417.33 COLONIAL PIPELINE CO 144A 520,000.000 6.38% 8/1/2037 518,029.20 704,436.70 COMCAST CORP 170,000.000 7.05% 3/15/2033 204,267.92 243,908.55 COMCAST CORP 50,000.000 3.13% 7/15/2022 49,957.00 51,570.25 COMCAST CORP 80,000.000 4.25% 1/15/2033 85,191.12 92,726.57 COMCAST CORP 200,000.000 4.60% 8/15/2045 217,555.80 240,464.12 COMCAST CORP 1,050,000.000 3.00% 2/1/2024 1,046,857.50 1,088,337.40 COMCAST CORP 1,000,000.000 3.97% 11/1/2047 946,902.00 1,101,728.91 COMCAST CORP 55,000.000 4.60% 10/15/2038 54,963.70 65,574.69 COMCAST CORP 75,000.000 4.70% 10/15/2048 74,938.50 92,607.44 COMCAST CORP 25,000.000 4.95% 10/15/2058 24,978.00 32,580.52 COMCAST CORP 65,000.000 3.45% 10/1/2021 64,934.35 66,909.50 COMCAST CORP 385,000.000 3.70% 4/15/2024 383,743.90 410,638.70 COMCAST CORP 300,000.000 3.95% 10/15/2025 311,373.00 327,423.78 COMCAST CORP 95,000.000 4.15% 10/15/2028 94,952.50 107,002.68 COMCAST CORP 50,000.000 4.25% 10/15/2030 49,971.50 57,193.08 COMERICA INC 50,000.000 3.70% 7/31/2023 49,995.50 52,563.02 COMERICA INC 50,000.000 4.00% 2/1/2029 49,812.50 54,628.17 COMMONWEALTH EDISON CO 375,000.000 4.00% 3/1/2048 374,928.75 422,014.44 COMMONWEALTH EDISON CO 10,000.000 3.70% 8/15/2028 9,976.00 10,940.81 COMMONWEALTH EDISON CO 100,000.000 4.00% 3/1/2049 99,186.00 113,244.38 CONAGRA BRANDS INC 79,000.000 3.20% 1/25/2023 78,805.66 81,427.11 CONAGRA BRANDS INC 20,000.000 3.80% 10/22/2021 19,977.00 20,639.26 CONAGRA BRANDS INC 15,000.000 4.30% 5/1/2024 14,992.50 16,155.08 CONAGRA BRANDS INC 820,000.000 4.60% 11/1/2025 817,654.80 905,954.15 CONAGRA BRANDS INC 25,000.000 4.85% 11/1/2028 24,991.75 28,683.92 CONAGRA BRANDS INC 25,000.000 5.30% 11/1/2038 24,895.75 29,690.63 CONAGRA BRANDS INC 20,000.000 5.40% 11/1/2048 19,899.60 24,428.17 CONCHO RESOURCES INC 200,000.000 3.75% 10/1/2027 201,240.00 210,368.40 CONCHO RESOURCES INC 400,000.000 4.30% 8/15/2028 398,640.00 436,161.48 CONNECTICUT LIGHT & POWER CO/T 195,000.000 3.20% 3/15/2027 199,877.15 206,014.77 CONOCOPHILLIPS 437,000.000 5.90% 10/15/2032 512,405.34 575,653.42 CONOCOPHILLIPS 80,000.000 6.50% 2/1/2039 105,098.64 116,589.17 CONOCOPHILLIPS HOLDING CO 100,000.000 6.95% 4/15/2029 129,544.80 135,993.04 CONOCOPHILLIPS CO 100,000.000 4.30% 11/15/2044 102,637.00 117,398.86 CONSOLIDATED EDISON CO OF NEW 160,000.000 5.30% 3/1/2035 188,121.44 197,109.88 CONSOLIDATED EDISON CO OF NEW 150,000.000 5.85% 3/15/2036 178,714.20 194,303.53 CONSOLIDATED EDISON CO OF NEW 40,000.000 4.45% 3/15/2044 43,905.20 46,479.99 CONSOLIDATED EDISON CO OF NEW 100,000.000 4.50% 12/1/2045 99,900.00 117,682.85 CONSOLIDATED EDISON CO OF NEW 400,000.000 3.80% 5/15/2028 399,932.00 435,638.67 CONSOLIDATED EDISON INC 115,000.000 2.00% 5/15/2021 114,006.40 115,074.12 CONSTELLATION BRANDS INC 10,000.000 3.75% 5/1/2021 10,400.00 10,228.65 CONSTELLATION BRANDS INC 45,000.000 4.25% 5/1/2023 46,981.25 47,832.79 CONSTELLATION BRANDS INC 285,000.000 2.70% 5/9/2022 285,284.43 288,592.89 CONSTELLATION BRANDS INC 390,000.000 3.50% 5/9/2027 394,105.14 407,477.57 CONSTELLATION BRANDS INC 200,000.000 2.65% 11/7/2022 198,238.00 202,815.00 CONSUMERS ENERGY CO 100,000.000 4.35% 8/31/2064 99,137.00 117,255.03 CONSUMERS ENERGY CO 200,000.000 3.80% 11/15/2028 199,504.00 221,175.92 CONTINENTAL AIRLINES 2012-2 CL 27,976.362 4.00% 4/29/2026 27,976.36 29,522.53 CONTINENTAL AIRLINES 2005-ERJ1 49,742.214 9.80% 10/1/2022 49,700.14 50,868.88 CORNING INC 40,000.000 4.75% 3/15/2042 41,693.96 45,446.72 CORNING INC 50,000.000 4.38% 11/15/2057 49,981.00 51,309.62 CORNING INC 50,000.000 5.35% 11/15/2048 49,932.50 62,756.20 COSTCO WHOLESALE CORP 150,000.000 2.30% 5/18/2022 149,437.50 151,918.27 CROWN CASTLE INTERNATIONAL 15,000.000 3.70% 6/15/2026 14,954.25 15,857.23 COR CROWN CASTLE INTERNATIONAL 55,000.000 2.25% 9/1/2021 54,984.60 55,159.86 COR CROWN CASTLE INTERNATIONAL 20,000.000 4.00% 3/1/2027 19,915.60 21,596.55 COR CROWN CASTLE INTERNATIONAL 70,000.000 3.20% 9/1/2024 69,804.70 72,412.17 COR CROWN CASTLE INTERNATIONAL 70,000.000 3.65% 9/1/2027 69,951.00 74,082.13 COR CROWN CASTLE INTERNATIONAL 55,000.000 3.15% 7/15/2023 54,796.50 56,754.18 COR CROWN CASTLE INTERNATIONAL 100,000.000 3.80% 2/15/2028 99,615.00 106,599.02 COR CUBESMART LP 80,000.000 4.38% 12/15/2023 84,871.60 85,187.50 CULLEN/FROST BANKERS INC 265,000.000 4.50% 3/17/2027 264,409.05 278,564.82 CUMMINS INC 100,000.000 7.12% 3/1/2028 126,943.00 132,129.55 CYRUSONE LP / CYRUSONE FINANCE 60,000.000 3.45% 11/15/2029 59,825.40 60,164.40

31 2019 | Investment Portfolio AS OF DEC. 31, 2019

DR HORTON INC 50,000.000 2.50% 10/15/2024 49,969.50 50,058.57 DTE ELECTRIC CO 150,000.000 3.70% 6/1/2046 149,889.00 162,260.60 DANAHER CORP 765,000.000 3.35% 9/15/2025 763,906.05 813,782.52 DANAHER CORP 10,000.000 4.38% 9/15/2045 9,978.40 11,846.93 DARDEN RESTAURANTS INC 390,000.000 3.85% 5/1/2027 398,516.82 407,730.99 JOHN DEERE CAPITAL CORP 235,000.000 3.15% 10/15/2021 244,890.45 240,804.25 JOHN DEERE CAPITAL CORP 400,000.000 2.75% 3/15/2022 399,300.00 407,717.67 JOHN DEERE CAPITAL CORP 50,000.000 2.80% 9/8/2027 49,805.50 51,463.44 JOHN DEERE CAPITAL CORP 200,000.000 2.35% 1/8/2021 198,872.00 201,079.66 JOHN DEERE CAPITAL CORP 100,000.000 2.70% 1/6/2023 99,926.00 102,255.55 JOHN DEERE CAPITAL CORP 100,000.000 3.13% 9/10/2021 99,726.00 102,305.75 JOHN DEERE CAPITAL CORP 60,000.000 3.45% 3/7/2029 59,814.00 65,254.59 JOHN DEERE CAPITAL CORP 300,000.000 2.80% 7/18/2029 299,766.00 307,984.59 DELL INTERNATIONAL LLC / 144A 100,000.000 4.90% 10/1/2026 99,743.00 110,119.94 DELL INTERNATIONAL LLC / 144A 100,000.000 5.30% 10/1/2029 99,313.00 112,758.89 DELMARVA POWER & LIGHT CO 100,000.000 3.50% 11/15/2023 99,958.00 104,690.40 DELMARVA POWER & LIGHT CO 100,000.000 4.15% 5/15/2045 100,443.00 112,482.80 DELTA AIR LINES INC 700,000.000 2.88% 3/13/2020 698,089.00 700,108.74 DELTA AIR LINES INC 100,000.000 4.38% 4/19/2028 99,960.00 105,492.51 DELTA AIR LINES 2019-1 CLASS A 50,000.000 3.20% 10/25/2025 50,000.00 52,012.63 DTE ELECTRIC CO 400,000.000 4.50% 9/1/2041 395,464.00 451,554.63 DIAGEO INVESTMENT CORP 40,000.000 4.25% 5/11/2042 42,791.52 46,106.44 DELL INTERNATIONAL LLC / 144A 1,940,000.000 4.42% 6/15/2021 1,980,241.83 1,996,476.54 DELL INTERNATIONAL LLC / 144A 260,000.000 6.02% 6/15/2026 270,873.20 299,311.99 DELL INTERNATIONAL LLC / 144A 115,000.000 8.35% 7/15/2046 138,152.32 158,462.76 DIGITAL REALTY TRUST LP 100,000.000 3.63% 10/1/2022 98,684.00 103,396.16 DIGITAL REALTY TRUST LP 100,000.000 4.45% 7/15/2028 99,852.00 110,744.42 DISCOVER BANK 150,000.000 3.45% 7/27/2026 149,836.50 155,800.29 DISCOVER BANK 250,000.000 4.65% 9/13/2028 249,625.00 281,821.70 TWDC ENTERPRISES 18 CORP 40,000.000 4.13% 12/1/2041 41,959.76 45,975.56 TWDC ENTERPRISES 18 CORP 130,000.000 1.85% 7/30/2026 127,463.10 127,762.60 TWDC ENTERPRISES 18 CORP 175,000.000 3.00% 7/30/2046 169,637.50 173,101.83 TWDC ENTERPRISES 18 CORP 700,000.000 2.95% 6/15/2027 697,403.00 738,583.85 DISCOVER CARD EXECUTION A4 A4 1,300,000.007 2.19% 4/17/2023 1,285,628.91 1,303,614.92 DISCOVER CARD EXECUTION N A3 A 175,000.000 1.89% 10/15/2024 174,962.41 174,781.92 WALT DISNEY CO/THE 115,000.000 4.50% 2/15/2021 118,751.30 118,513.12 WALT DISNEY CO/THE 170,000.000 3.70% 9/15/2024 176,760.90 181,957.98 WALT DISNEY CO/THE 367,000.000 6.40% 12/15/2035 495,185.76 521,630.80 DISCOVERY COMMUNICATIONS LLC 390,000.000 4.38% 6/15/2021 389,066.26 402,818.50 DISCOVERY COMMUNICATIONS LLC 362,000.000 4.88% 4/1/2043 376,237.46 396,100.97 DISCOVERY COMMUNICATIONS LLC 100,000.000 3.45% 3/15/2025 99,915.00 103,884.52 DISCOVERY COMMUNICATIONS LLC 195,000.000 4.90% 3/11/2026 206,818.76 217,652.41 DISCOVERY COMMUNICATIONS LLC 25,000.000 2.95% 3/20/2023 24,968.50 25,480.06 DISCOVERY COMMUNICATIONS LLC 230,000.000 3.95% 3/20/2028 229,346.90 245,530.01 DISCOVERY COMMUNICATIONS LLC 320,000.000 5.00% 9/20/2037 324,468.00 361,659.48 DISCOVERY COMMUNICATIONS LLC 130,000.000 5.20% 9/20/2047 131,001.40 151,540.68 DISCOVERY COMMUNICATIONS LLC 100,000.000 3.95% 6/15/2025 99,970.00 106,768.15 DISCOVER FINANCIAL SERVICES 100,000.000 3.75% 3/4/2025 101,454.00 105,931.49 DISCOVER FINANCIAL SERVICES 115,000.000 4.10% 2/9/2027 114,897.65 123,924.46 DOLLAR GENERAL CORP 245,000.000 3.88% 4/15/2027 251,087.17 262,349.92 DOMINION ENERGY GAS HOLDINGS L 40,000.000 2.50% 11/15/2024 39,974.00 40,187.42 DOMINION ENERGY GAS HOLDINGS L 35,000.000 3.00% 11/15/2029 34,859.30 34,882.16 DOMINION ENERGY GAS HOLDINGS L 30,000.000 3.90% 11/15/2049 29,984.40 29,963.73 DOMINION ENERGY INC 125,000.000 5.95% 6/15/2035 143,373.75 159,067.09 DOMINION ENERGY INC 100,000.000 4.90% 8/1/2041 101,825.80 117,346.23 DOW CHEMICAL CO/THE 100,000.000 7.38% 11/1/2029 128,495.00 132,644.47 DOW CHEMICAL CO/THE 75,000.000 4.55% 11/30/2025 74,924.25 82,876.39 DOW CHEMICAL CO/THE 60,000.000 4.80% 5/15/2049 59,641.80 69,409.56 DOW CHEMICAL CO/THE 100,000.000 3.63% 5/15/2026 99,958.00 105,238.35 DUPONT DE NEMOURS INC 250,000.000 3.77% 11/15/2020 250,000.00 253,464.72 DUPONT DE NEMOURS INC 100,000.000 4.21% 11/15/2023 100,000.00 106,994.83 DUPONT DE NEMOURS INC 100,000.000 4.73% 11/15/2028 100,000.00 113,543.93 DUPONT DE NEMOURS INC 35,000.000 5.32% 11/15/2038 35,000.00 41,778.49 DUPONT DE NEMOURS INC 75,000.000 5.42% 11/15/2048 75,000.00 92,541.00 KEURIG DR PEPPER INC 44,000.000 2.00% 1/15/2020 43,659.00 43,997.66 KEURIG DR PEPPER INC 60,000.000 4.50% 11/15/2045 62,981.40 66,493.55 KEURIG DR PEPPER INC 115,000.000 3.13% 12/15/2023 117,590.84 118,252.47 DUKE ENERGY INDIANA LLC 200,000.000 4.90% 7/15/2043 208,758.00 246,743.73 DUKE REALTY LP 80,000.000 3.88% 10/15/2022 83,948.24 83,401.38 DUKE REALTY LP 30,000.000 3.25% 6/30/2026 29,721.00 31,083.16 DUKE REALTY LP 150,000.000 4.00% 9/15/2028 148,389.00 163,583.53 DUKE ENERGY CAROLINAS LLC 150,000.000 3.75% 6/1/2045 148,749.00 161,860.22 DUKE ENERGY CAROLINAS LLC 50,000.000 2.95% 12/1/2026 49,879.00 51,654.08 DUKE ENERGY CAROLINAS LLC 200,000.000 3.70% 12/1/2047 199,708.00 215,239.45 DUKE ENERGY CAROLINAS LLC 50,000.000 3.95% 3/15/2048 49,763.50 56,141.53 DUKE ENERGY CAROLINAS LLC 50,000.000 3.05% 3/15/2023 49,941.50 51,538.34 DUKE ENERGY OHIO INC 1,014,000.000 3.70% 6/15/2046 1,006,094.68 1,076,797.98 DUKE ENERGY OHIO INC 100,000.000 3.65% 2/1/2029 99,956.00 108,684.27 DUKE ENERGY OHIO INC 45,000.000 4.30% 2/1/2049 44,915.40 52,472.02 DUKE ENERGY PROGRESS LLC 240,000.000 4.20% 8/15/2045 254,022.96 273,372.85 DUKE ENERGY PROGRESS LLC 200,000.000 3.60% 9/15/2047 199,706.00 209,799.47

32 2019 | Investment Portfolio AS OF DEC. 31, 2019

DUKE ENERGY PROGRESS LLC 50,000.000 3.70% 9/1/2028 49,990.50 54,558.78 DUKE ENERGY PROGRESS LLC 70,000.000 3.45% 3/15/2029 69,711.60 75,036.32 DUKE UNIVERSITY HEALTH SYSTEM 75,000.000 3.92% 6/1/2047 75,000.00 83,758.79 DUKE ENERGY FLORIDA LLC 100,000.000 3.80% 7/15/2028 99,815.00 109,548.67 EOG RESOURCES INC 640,000.000 2.63% 3/15/2023 638,016.00 651,918.94 EOG RESOURCES INC 40,000.000 3.90% 4/1/2035 39,667.24 44,374.16 ERP OPERATING LP 75,000.000 4.50% 6/1/2045 74,716.50 89,333.86 ERP OPERATING LP 100,000.000 4.15% 12/1/2028 99,821.00 112,312.66 ERP OPERATING LP 50,000.000 3.00% 7/1/2029 49,790.00 51,795.84 EQT CORP 100,000.000 4.88% 11/15/2021 99,085.00 103,244.75 EQT CORP 200,000.000 3.90% 10/1/2027 198,322.00 186,080.41 ERAC USA FINANCE LLC 144A 375,000.000 4.50% 2/15/2045 370,680.00 413,639.18 EPR PROPERTIES 165,000.000 4.50% 6/1/2027 165,711.49 176,653.63 EQM MIDSTREAM PARTNERS LP 100,000.000 4.75% 7/15/2023 100,106.00 100,319.14 E*TRADE FINANCIAL CORP 50,000.000 4.50% 6/20/2028 49,956.00 54,393.00 EASTMAN CHEMICAL CO 150,000.000 4.80% 9/1/2042 163,047.00 163,033.84 EASTMAN CHEMICAL CO 50,000.000 4.50% 12/1/2028 49,563.00 55,378.93 EATON CORP 100,000.000 4.00% 11/2/2032 98,076.00 113,455.98 EATON CORP 100,000.000 3.10% 9/15/2027 100,000.00 103,929.04 EBAY INC 50,000.000 2.60% 7/15/2022 49,934.50 50,291.60 EBAY INC 50,000.000 3.80% 3/9/2022 49,886.00 51,689.51 ECOLAB INC 217,000.000 4.35% 12/8/2021 238,239.95 227,239.97 KINDER MORGAN ENERGY PARTNERS 150,000.000 4.30% 5/1/2024 151,470.00 160,320.73 ELANCO ANIMAL HEALTH INC 800,000.000 3.91% 8/27/2021 800,000.00 820,748.34 ELECTRONIC ARTS INC 115,000.000 3.70% 3/1/2021 120,374.99 117,151.12 ELECTRONIC ARTS INC 100,000.000 4.80% 3/1/2026 100,971.00 112,393.11 EMERSON ELECTRIC CO 100,000.000 6.00% 8/15/2032 123,327.00 132,272.31 EMERA US FINANCE LP 35,000.000 4.75% 6/15/2046 34,750.80 40,524.77 ENABLE MIDSTREAM PARTNERS LP 50,000.000 3.90% 5/15/2024 49,943.50 51,226.65 ENABLE MIDSTREAM PARTNERS LP 375,000.000 5.00% 5/15/2044 374,947.50 344,225.22 ENABLE MIDSTREAM PARTNERS LP 155,000.000 4.40% 3/15/2027 157,683.98 154,810.38 ENERGY TRANSFER OPERATING LP 250,000.000 4.65% 6/1/2021 229,685.00 257,611.71 ENERGY TRANSFER OPERATING LP 80,000.000 5.15% 2/1/2043 79,038.32 82,238.17 ENERGY TRANSFER OPERATING LP 1,250,000.000 4.05% 3/15/2025 1,242,049.50 1,314,224.05 ENERGY TRANSFER OPERATING LP 585,000.000 4.75% 1/15/2026 619,972.47 633,531.92 ENERGY TRANSFER OPERATING LP 100,000.000 4.95% 6/15/2028 100,182.00 109,581.52 ENTERGY ARKANSAS LLC 115,000.000 3.70% 6/1/2024 121,629.98 122,117.95 ENTERGY ARKANSAS LLC 1,000,000.000 4.95% 12/15/2044 992,880.00 1,071,572.09 ENTERGY ARKANSAS LLC 50,000.000 3.50% 4/1/2026 51,104.00 52,748.08 ENTERGY MISSISSIPPI LLC 100,000.000 2.85% 6/1/2028 99,968.00 102,299.30 ENTERGY LOUISIANA LLC 130,000.000 4.95% 1/15/2045 130,365.44 139,448.99 ENTERGY ARKANSAS LLC 50,000.000 4.20% 4/1/2049 49,703.50 58,200.08 ENTERPRISE PRODUCTS OPERATING 160,000.000 6.13% 10/15/2039 193,958.08 209,337.21 ENTERPRISE PRODUCTS OPERATING 50,000.000 5.95% 2/1/2041 52,545.05 64,529.01 ENTERPRISE PRODUCTS OPERATING 75,000.000 4.05% 2/15/2022 73,814.93 78,118.98 ENTERPRISE PRODUCTS OPERATING 50,000.000 4.88% 8/16/2077 50,000.00 49,375.00 ENTERPRISE PRODUCTS OPERATING 50,000.000 3.50% 2/1/2022 49,992.50 51,521.92 ENTERPRISE PRODUCTS OPERATING 100,000.000 4.15% 10/16/2028 99,764.00 110,693.96 ENTERPRISE PRODUCTS OPERATING 100,000.000 4.80% 2/1/2049 99,390.00 117,475.16 ENTERPRISE PRODUCTS OPERATING 100,000.000 3.13% 7/31/2029 99,955.00 102,900.39 ENTERPRISE PRODUCTS OPERATING 65,000.000 4.20% 1/31/2050 64,864.80 69,772.96 ENTERPRISE PRODUCTS OPERATING 790,000.000 6.65% 10/15/2034 805,654.01 1,074,140.38 EQUIFAX INC 50,000.000 2.60% 12/1/2024 49,889.50 50,314.28 EQUINIX INC 60,000.000 5.88% 1/15/2026 64,050.00 63,675.60 EQUINIX INC 45,000.000 5.38% 5/15/2027 48,487.50 48,871.35 ESSEX PORTFOLIO LP 50,000.000 3.88% 5/1/2024 49,617.00 52,862.51 ESSEX PORTFOLIO LP 310,000.000 3.63% 5/1/2027 312,708.47 327,102.06 ESTEE LAUDER COS INC/THE 30,000.000 3.13% 12/1/2049 29,630.70 30,021.67 ESTEE LAUDER COS INC/THE 20,000.000 2.00% 12/1/2024 19,884.20 20,053.64 ESTEE LAUDER COS INC/THE 20,000.000 2.38% 12/1/2029 19,809.20 19,994.45 EVERSOURCE ENERGY 150,000.000 2.75% 3/15/2022 151,534.50 152,243.44 EVERSOURCE ENERGY 150,000.000 2.90% 10/1/2024 149,661.00 153,340.80 EVERSOURCE ENERGY 200,000.000 3.30% 1/15/2028 194,084.00 206,121.60 EXELON GENERATION CO LLC 370,000.000 6.25% 10/1/2039 410,695.60 445,438.81 EXELON GENERATION CO LLC 150,000.000 3.40% 3/15/2022 149,677.50 153,964.10 EXPEDIA GROUP INC 150,000.000 4.50% 8/15/2024 149,166.00 160,139.09 EXPEDIA GROUP INC 200,000.000 3.80% 2/15/2028 198,548.00 204,575.28 EXXON MOBIL CORP 100,000.000 2.71% 3/6/2025 100,000.00 103,388.90 EXXON MOBIL CORP 100,000.000 3.57% 3/6/2045 97,839.05 107,388.13 EXXON MOBIL CORP 35,000.000 2.73% 3/1/2023 35,000.00 35,849.75 EXXON MOBIL CORP 50,000.000 3.04% 3/1/2026 50,000.00 52,457.74 EXXON MOBIL CORP 330,000.000 2.22% 3/1/2021 333,877.48 331,947.97 EXXON MOBIL CORP 175,000.000 4.11% 3/1/2046 194,022.08 205,459.49 EXXON MOBIL CORP 150,000.000 3.10% 8/16/2049 150,000.00 149,763.17 EXXON MOBIL CORP 60,000.000 1.90% 8/16/2022 60,000.00 60,331.19 EXXON MOBIL CORP 150,000.000 2.02% 8/16/2024 150,000.00 150,543.08 EXXON MOBIL CORP 150,000.000 2.44% 8/16/2029 150,000.00 151,460.61 FLIR SYSTEMS INC 50,000.000 3.13% 6/15/2021 49,965.50 50,406.21 FS KKR CAPITAL CORP 50,000.000 4.13% 2/1/2025 49,576.50 50,706.08 FHLMC POOL #D9-7540 5,980.001 5.50% 1/1/2028 6,615.20 6,450.68 FHLMC POOL #D9-8784 17,967.400 4.00% 9/1/2031 19,163.37 18,696.11

33 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #A4-9727 2,557.397 5.50% 6/1/2036 2,840.40 2,750.52 FHLMC POOL #A5-5723 5,714.410 5.50% 12/1/2036 6,346.74 6,420.42 FHLMC POOL #A7-6483 77,922.820 5.50% 4/1/2038 86,580.96 87,421.14 FHLMC POOL #A7-7110 169,418.360 6.00% 5/1/2038 186,009.44 194,195.69 FHLMC POOL #A7-7205 1,044.349 5.50% 5/1/2038 1,160.36 1,123.09 FHLMC POOL #G0-1837 115,123.940 5.00% 7/1/2035 123,956.08 127,012.48 FHLMC POOL #G0-1909 50,233.853 5.50% 1/1/2035 49,684.42 56,561.97 FHLMC POOL #A7-5713 7,460.710 6.00% 4/1/2038 8,152.00 8,313.68 FHLMC POOL #G0-7828 96,948.550 4.50% 9/1/2044 104,216.55 104,312.87 FHLMC POOL #G1-2593 5,723.810 5.00% 9/1/2021 6,124.47 5,915.51 FHLMC POOL #G1-3013 26,052.830 6.00% 11/1/2022 27,729.98 26,515.17 FHLMC POOL #G1-3833 239,966.100 4.50% 5/1/2025 257,778.64 252,636.12 FHLMC POOL #G1-3884 17,824.130 4.50% 6/1/2025 18,862.92 18,595.51 FHLMC POOL #G1-4035 4,471.370 5.50% 12/1/2021 4,831.88 4,506.73 FHLMC POOL #G1-4795 124,040.648 2.00% 7/1/2023 124,790.05 122,845.48 FHLMC POOL #G1-4953 14,689.149 3.50% 1/1/2029 15,378.11 15,281.98 FHLMC POOL #G1-5117 2,214.820 4.00% 5/1/2021 2,318.39 2,309.40 FHLMC POOL #G1-5167 12,728.602 3.50% 8/1/2029 13,313.92 13,252.44 FHLMC POOL #G1-5187 80,155.760 3.00% 9/1/2029 82,683.31 82,575.40 FHLMC POOL #G1-5310 144,893.210 3.50% 8/1/2027 152,839.70 150,203.15 FHLMC POOL #G1-5557 2,212,583.890 3.00% 11/1/2030 2,215,349.61 2,283,548.18 FHLMC POOL #G1-5729 116,887.840 2.50% 5/1/2028 118,735.05 118,516.70 FHLMC POOL #G1-5742 144,756.055 3.00% 10/1/2028 149,394.96 148,635.19 FHLMC POOL #G0-8368 2,400,228.224 4.50% 10/1/2039 2,552,492.70 2,606,689.23 FHLMC POOL #G0-8372 618,840.240 4.50% 11/1/2039 650,555.85 672,250.14 FHLMC POOL #G0-8465 213,826.850 4.00% 11/1/2041 228,059.70 229,429.57 FHLMC POOL #G0-8506 354,561.850 3.50% 9/1/2042 377,442.16 373,973.27 FHLMC POOL #G0-8534 31,484.690 3.00% 6/1/2043 31,791.47 32,418.13 FHLMC POOL #G0-8537 1,074,772.200 3.00% 7/1/2043 1,037,155.18 1,107,401.50 FHLMC POOL #G0-8544 574,235.000 3.00% 9/1/2043 550,596.90 591,396.43 FHLMC POOL #G0-8553 825,305.300 3.00% 10/1/2043 791,558.89 850,182.44 FHLMC POOL #G0-8557 27,524.303 3.50% 11/1/2043 28,510.31 28,950.27 FHLMC POOL #G0-8578 34,441.622 4.50% 3/1/2044 37,023.63 37,066.63 FHLMC POOL #G0-8588 158,311.497 4.00% 5/1/2044 166,682.72 167,848.51 FHLMC POOL #G0-8591 151,419.750 3.50% 6/1/2044 155,537.54 158,817.37 FHLMC POOL #G0-8595 89,040.543 4.00% 7/1/2044 94,013.27 94,408.98 FHLMC POOL #G0-8596 235,107.618 4.50% 7/1/2044 252,733.06 252,954.19 FHLMC POOL #G0-8599 27,544.269 3.50% 8/1/2044 28,472.92 28,859.41 FHLMC POOL #G0-8609 323,345.339 3.50% 10/1/2044 333,356.91 338,587.73 FHLMC POOL #G0-8615 297,143.977 3.50% 11/1/2044 307,806.39 310,969.00 FHLMC POOL #G0-8622 57,639.564 3.00% 1/1/2045 58,024.04 59,125.52 FHLMC POOL #G0-8623 240,956.879 3.50% 1/1/2045 252,542.96 253,064.45 FHLMC POOL #G0-8624 542,019.227 4.00% 1/1/2045 568,781.43 574,716.34 FHLMC POOL #G0-8627 318,691.312 3.50% 2/1/2045 331,840.92 334,707.99 FHLMC POOL #G0-8637 285,400.313 4.00% 4/1/2045 302,781.12 302,621.24 FHLMC POOL #G0-8648 43,732.764 3.00% 6/1/2045 44,024.51 44,817.38 FHLMC POOL #G0-8653 69,117.597 3.00% 7/1/2045 69,578.64 70,895.04 FHLMC POOL #G0-8654 654,283.424 3.50% 7/1/2045 677,957.77 683,538.97 FHLMC POOL #G0-8658 57,273.552 3.00% 8/1/2045 57,655.62 58,692.67 FHLMC POOL #G0-8665 19,320.267 4.50% 8/1/2045 20,799.31 20,780.75 FHLMC POOL #G0-8671 141,086.803 3.50% 10/1/2045 145,617.74 147,390.80 FHLMC POOL #G0-8672 448,776.902 4.00% 10/1/2045 475,880.36 475,865.14 FHLMC POOL #G0-8676 74,995.420 3.50% 11/1/2045 77,403.86 78,393.36 FHLMC POOL #G0-8681 153,109.965 3.50% 12/1/2045 158,027.00 160,047.54 FHLMC POOL #G0-8682 133,555.646 4.00% 12/1/2045 140,964.47 141,610.88 FHLMC POOL #G0-8687 146,596.488 3.50% 1/1/2046 151,316.65 153,235.35 FHLMC POOL #G0-8688 330,372.351 4.00% 1/1/2046 348,803.35 350,299.54 FHLMC POOL #G0-8693 168,370.573 3.50% 2/1/2046 173,791.85 175,891.63 FHLMC POOL #G0-8697 857,720.380 3.00% 3/1/2046 830,648.58 878,968.82 FHLMC POOL #G0-8698 1,461,463.810 3.50% 3/1/2046 1,463,871.12 1,528,350.04 FHLMC POOL #G0-8701 558,710.192 3.00% 4/1/2046 569,694.62 572,562.02 FHLMC POOL #G0-8702 1,694,214.730 3.50% 4/1/2046 1,684,302.40 1,767,671.65 FHLMC POOL #G0-8706 304,471.860 3.50% 5/1/2046 316,193.10 317,526.88 FHLMC POOL #G0-8710 77,382.380 3.00% 6/1/2046 77,766.29 79,301.56 FHLMC POOL #G0-8715 78,910.190 3.00% 8/1/2046 79,301.70 80,867.22 FHLMC POOL #G0-8721 723,324.450 3.00% 8/1/2046 741,339.08 742,269.16 FHLMC POOL #G0-8722 287,715.420 3.50% 8/1/2046 296,979.41 300,580.60 FHLMC POOL #G0-8726 254,014.290 3.00% 10/1/2046 255,274.54 260,319.91 FHLMC POOL #G0-8732 295,543.090 3.00% 11/1/2046 297,009.42 302,879.65 FHLMC POOL #G0-8737 570,370.760 3.00% 12/1/2046 573,200.58 584,529.63 FHLMC POOL #G0-8738 163,665.199 3.50% 11/1/2046 168,934.98 170,160.66 FHLMC POOL #G0-8741 353,359.643 3.00% 1/1/2047 354,009.98 362,131.39 FHLMC POOL #G0-8743 142,784.343 4.00% 12/1/2046 150,750.08 150,500.73 FHLMC POOL #G0-8747 2,710,175.590 3.00% 2/1/2047 2,657,553.51 2,777,418.92 FHLMC POOL #G0-8748 1,236,479.869 3.50% 1/1/2047 1,241,960.31 1,287,100.08 FHLMC POOL #G0-8751 566,347.550 3.50% 3/1/2047 576,391.36 588,359.80 FHLMC POOL #G0-8757 398,865.000 3.50% 3/1/2047 411,706.88 414,334.08 FHLMC POOL #G0-8762 1,908,692.850 4.00% 5/1/2047 2,004,127.52 2,007,031.66 FHLMC POOL #G0-8766 204,581.964 3.50% 5/1/2047 211,168.70 212,512.89 FHLMC POOL #G0-8767 153,157.410 4.00% 5/1/2047 161,756.81 161,208.14 FHLMC POOL #G0-8774 379,949.620 3.50% 7/1/2047 392,119.85 394,731.18

34 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #G0-8775 2,050,789.980 4.00% 7/1/2047 2,142,434.66 2,157,422.16 FHLMC POOL #G0-8795 2,540,468.310 3.00% 12/1/2047 2,533,422.52 2,594,600.10 FHLMC POOL #G0-8800 3,988,167.100 3.50% 1/1/2048 3,982,870.31 4,151,234.28 FHLMC POOL #G0-8823 3,676,024.000 3.50% 6/1/2048 3,576,656.49 3,790,270.97 FHLMC POOL #G1-8378 55,336.020 3.50% 2/1/2026 57,843.42 57,363.92 FHLMC POOL #G1-8420 340,632.000 3.00% 1/1/2027 356,665.67 349,755.46 FHLMC POOL #G1-8470 31,686.350 2.50% 6/1/2028 32,178.09 32,128.30 FHLMC POOL #G1-8475 363,795.440 2.50% 8/1/2028 357,770.07 368,869.56 FHLMC POOL #G1-8512 97,167.171 3.00% 5/1/2029 100,231.13 100,099.28 FHLMC POOL #G1-8516 23,011.034 3.50% 6/1/2029 24,069.24 23,957.72 FHLMC POOL #G1-8518 27,211.900 3.00% 7/1/2029 28,069.97 28,033.22 FHLMC POOL #G1-8522 94,157.355 3.00% 8/1/2029 97,126.39 96,999.67 FHLMC POOL #G1-8524 273,731.847 3.00% 9/1/2029 284,194.41 281,995.32 FHLMC POOL #G1-8529 315,859.313 2.50% 10/1/2029 320,534.20 320,255.62 FHLMC POOL #G1-8531 89,906.100 3.00% 11/1/2029 93,333.76 92,620.32 FHLMC POOL #G1-8542 7,533.898 3.50% 2/1/2030 7,886.70 7,844.56 FHLMC POOL #G1-8569 1,413,706.753 3.00% 9/1/2030 1,453,909.04 1,456,415.29 FHLMC POOL #G1-8578 252,577.340 3.00% 12/1/2030 261,851.65 260,210.28 FHLMC POOL #G1-8581 58,581.756 2.50% 1/1/2031 59,145.36 59,398.18 FHLMC POOL #G1-8604 358,709.040 2.50% 6/1/2031 362,160.18 363,711.51 FHLMC POOL #G1-8614 367,123.070 2.50% 9/1/2031 370,655.17 372,244.40 FHLMC POOL #G1-8632 68,182.460 3.00% 1/1/2032 70,257.16 70,117.92 FHLMC POOL #G1-8642 30,241.160 3.50% 3/1/2032 31,583.12 31,470.29 FHLMC POOL #G0-3363 73,935.700 5.50% 7/1/2037 82,117.24 83,275.56 FHLMC POOL #G0-3444 10,220.290 6.00% 9/1/2037 11,167.25 11,727.26 FHLMC POOL #G0-3551 7,640.250 6.00% 11/1/2037 8,348.17 8,754.51 FHLMC POOL #G0-4817 11,275.422 5.00% 9/1/2038 12,360.50 12,431.35 FHLMC POOL #G0-4877 41,306.670 6.00% 10/1/2038 45,958.53 47,488.99 FHLMC POOL #G0-5175 24,290.390 4.50% 2/1/2039 26,120.94 26,337.54 FHLMC POOL #G0-5342 44,872.079 5.00% 1/1/2039 49,190.32 49,470.55 FHLMC POOL #G0-5352 20,748.700 6.00% 2/1/2039 22,671.17 23,766.28 FHLMC POOL #G0-5505 100,448.067 5.50% 8/1/2038 111,563.39 113,040.90 FHLMC POOL #G0-5634 248,635.270 4.00% 10/1/2039 260,950.49 266,839.67 FHLMC POOL #G0-5666 6,877.830 6.00% 4/1/2038 7,515.12 7,895.26 FHLMC POOL #G0-5852 154,864.380 5.50% 3/1/2039 167,350.35 173,810.12 FHLMC POOL #G0-6493 333,738.005 4.50% 5/1/2041 363,255.87 362,600.01 FHLMC POOL #G0-6571 12,538.110 6.00% 11/1/2037 13,699.82 14,379.07 FHLMC POOL #G0-6913 782,277.747 4.50% 6/1/2037 845,017.66 849,887.56 FHLMC POOL #G0-7021 24,925.410 5.00% 9/1/2039 27,324.10 27,483.58 FHLMC POOL #G0-7053 881,293.830 5.00% 10/1/2039 945,187.64 983,646.95 FHLMC POOL #G0-7149 345,709.250 3.50% 9/1/2042 367,410.60 364,635.59 FHLMC POOL #G0-7237 194,338.280 3.50% 12/1/2042 197,253.37 207,040.11 FHLMC POOL #G0-7387 17,055.772 4.00% 4/1/2042 18,068.78 18,307.20 FHLMC POOL #G0-7410 220,337.031 3.50% 7/1/2043 227,876.73 234,734.93 FHLMC POOL #G0-7412 398,809.156 3.50% 6/1/2043 421,865.31 420,557.73 FHLMC POOL #G0-7459 388,668.054 3.50% 8/1/2043 402,591.56 409,943.01 FHLMC POOL #G0-7508 34,136.640 4.50% 10/1/2043 36,737.59 37,008.31 FHLMC POOL #G0-7527 33,788.600 3.00% 10/1/2043 34,117.83 34,817.14 FHLMC POOL #G0-7568 15,056.505 4.50% 9/1/2041 16,249.00 16,356.76 FHLMC POOL #G0-7698 53,770.650 5.00% 12/1/2041 58,887.81 59,296.66 FHLMC POOL #J0-0764 1,747.360 5.00% 12/1/2020 1,879.74 1,805.88 FHLMC POOL #J1-2162 115,222.890 4.50% 5/1/2025 122,028.25 121,221.80 FHLMC POOL #J1-2649 97,943.640 4.00% 8/1/2025 103,024.46 102,147.86 FHLMC POOL #J1-4734 231,640.930 3.50% 3/1/2026 243,295.33 240,124.20 FHLMC POOL #J1-4793 42,302.693 3.50% 3/1/2021 44,219.52 43,834.24 FHLMC POOL #J1-6933 69,430.830 3.00% 10/1/2026 71,643.14 71,289.26 FHLMC POOL #J1-6937 42,078.975 3.50% 10/1/2026 43,985.66 43,770.44 FHLMC POOL #J1-7232 375,712.133 3.00% 11/1/2026 387,042.22 387,219.83 FHLMC POOL #J1-7530 169,423.820 3.00% 12/1/2026 174,822.23 173,703.43 FHLMC POOL #J1-8913 313,267.377 2.50% 4/1/2027 320,518.24 318,227.99 FHLMC POOL #C9-1385 850,245.083 4.00% 8/1/2031 891,614.66 906,158.02 FHLMC POOL #C9-1388 7,203.400 3.50% 2/1/2032 7,655.60 7,538.61 FHLMC POOL #C9-1395 508,116.528 4.00% 9/1/2031 529,711.47 541,539.25 FHLMC POOL #C9-1557 674,218.281 3.00% 9/1/2032 685,147.32 695,019.03 FHLMC POOL #C9-1709 1,120,362.987 3.00% 6/1/2033 1,123,256.58 1,154,993.91 FHLMC POOL #C9-1818 482,369.867 4.00% 2/1/2035 520,055.02 514,061.54 FHLMC POOL #C9-1826 59,758.263 3.00% 5/1/2035 61,117.88 61,223.73 FHLMC POOL #C9-1840 129,576.075 3.00% 7/1/2035 132,524.18 133,097.02 FHLMC POOL #C9-1855 439,028.647 3.00% 11/1/2035 425,651.99 450,937.83 FHLMC POOL #C9-1883 1,593,924.153 4.00% 6/1/2036 1,665,582.65 1,698,601.95 FHLMC POOL #C9-1891 1,426,779.989 3.00% 9/1/2036 1,464,010.03 1,465,620.54 FHLMC POOL #C9-1974 810,481.450 4.00% 11/1/2037 834,542.62 854,681.56 FHLMC POOL #J1-9783 548,831.790 2.50% 7/1/2027 539,913.25 556,477.84 FHLMC POOL #G0-1563 17,767.750 5.50% 6/1/2033 19,189.19 19,879.23 FHLMC POOL #G0-1589 60,499.790 5.00% 9/1/2033 65,112.91 66,728.29 FHLMC POOL #C0-1436 16,405.010 5.50% 12/1/2032 17,717.41 18,153.16 FHLMC POOL #C0-1567 1,281,455.580 5.00% 5/1/2033 1,359,143.82 1,414,009.88 FHLMC POOL #C0-1674 51,237.290 5.50% 11/1/2033 55,592.47 57,679.38 FHLMC POOL #C0-3491 388,618.133 5.00% 8/1/2040 417,764.50 428,886.97 FHLMC POOL #C0-3534 349,589.270 5.50% 7/1/2040 379,413.62 385,048.00 FHLMC POOL #C0-3759 360,445.640 3.50% 2/1/2042 384,043.57 380,175.56

35 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #C0-3805 820,061.030 3.50% 4/1/2042 808,248.28 868,190.08 FHLMC POOL #C0-3815 1,537,435.900 3.50% 3/1/2042 1,591,547.28 1,621,593.47 FHLMC POOL #C0-3843 1,087,258.780 3.50% 5/1/2042 1,093,884.26 1,146,699.94 FHLMC POOL #C0-4061 238,407.530 4.00% 6/1/2042 254,500.74 255,743.09 FHLMC POOL #C0-4619 156,636.260 3.00% 3/1/2043 158,162.52 161,430.00 FHLMC POOL #C0-9036 55,603.160 3.50% 3/1/2043 57,595.05 58,646.87 FHLMC POOL #C0-9064 73,855.620 4.00% 10/1/2044 77,980.31 78,313.01 FHLMC POOL #C0-9070 16,899.093 4.00% 12/1/2044 17,842.87 17,919.01 FHLMC POOL #A8-1660 11,024.410 6.00% 9/1/2038 12,045.87 12,193.88 FHLMC POOL #A8-4218 257,302.680 4.50% 5/1/2038 256,498.60 279,471.35 FHLMC POOL #A8-9148 452,348.080 4.00% 10/1/2039 482,500.16 485,178.62 FHLMC POOL #A9-0797 432,901.010 4.00% 1/1/2040 451,299.32 463,832.02 FHLMC POOL #E0-3098 74,873.760 2.50% 3/1/2027 77,857.02 75,908.79 FHLMC POOL #A9-4605 46,162.536 4.00% 10/1/2040 48,907.02 49,536.97 FHLMC POOL #A9-4672 845,353.950 4.50% 10/1/2040 896,339.35 918,470.87 FHLMC POOL #A9-4833 275,176.080 4.00% 11/1/2040 288,246.94 295,401.46 FHLMC POOL #A9-5440 380,119.290 4.00% 12/1/2040 404,233.11 407,942.62 FHLMC POOL #A9-5575 541,005.013 4.00% 12/1/2040 561,229.27 580,551.45 FHLMC POOL #A9-5637 241,582.901 4.50% 12/1/2040 260,658.93 262,547.40 FHLMC POOL #A9-5656 220,935.342 4.00% 12/1/2040 229,194.54 237,110.43 FHLMC POOL #A9-5825 163,547.390 4.00% 12/1/2040 171,622.55 175,517.22 FHLMC POOL #A9-5856 261,129.772 4.00% 12/1/2040 270,891.54 280,231.29 FHLMC POOL #A9-6174 577,163.292 4.00% 1/1/2041 616,482.52 619,396.25 FHLMC POOL #A9-6312 611,467.411 4.00% 1/1/2041 649,890.46 656,209.09 FHLMC POOL #A9-6380 278,273.432 4.00% 1/1/2041 298,596.74 298,666.91 FHLMC POOL #A9-6956 81,341.430 4.50% 2/1/2041 87,823.33 88,401.09 FHLMC POOL #A9-7040 124,537.339 4.00% 2/1/2041 128,994.24 133,645.50 FHLMC POOL #A3-7702 1,156.271 5.50% 9/1/2035 1,284.93 1,245.03 FEDERAL HOME LN BK CONS BD 655,000.000 2.50% 2/13/2024 652,681.30 675,367.15 FEDERAL HOME LN BK CONS BD 395,000.000 1.63% 12/20/2021 394,573.40 395,160.03 FEDERAL HOME LN BK CONS BD 400,000.000 1.38% 2/18/2021 395,679.20 399,014.24 FHLMC POOL #J2-3424 134,962.450 2.50% 4/1/2028 133,401.94 137,287.70 FHLMC POOL #J2-3790 29,960.587 2.00% 5/1/2023 30,447.45 29,672.17 FHLMC POOL #J2-3905 248,244.002 2.00% 5/1/2023 252,084.02 248,509.21 FHLMC POOL #J2-4339 443,903.861 2.50% 6/1/2028 443,903.86 450,484.80 FHLMC POOL #J2-4460 17,493.647 2.50% 6/1/2028 17,765.14 17,737.55 FHLMC POOL #J2-4983 51,720.792 2.00% 8/1/2023 52,561.26 51,221.40 FHLMC POOL #J2-7459 310,026.040 3.00% 2/1/2029 305,666.29 319,974.23 FHLMC POOL #J3-1635 1,252,311.426 2.50% 5/1/2030 1,214,742.09 1,269,762.24 FEDERAL AGRIC MTG CORP NT 250,000.000 4.16% 3/9/2021 289,242.50 257,499.47 FHLMC POOL #ZT-1827 3,056,485.449 3.00% 7/1/2047 3,143,404.26 3,130,415.05 FHLMC POOL #SB-0106 2,257,810.229 3.00% 8/1/2032 2,316,019.40 2,325,143.93 FHLMC POOL #SD-0105 5,184,054.114 3.50% 6/1/2047 5,393,036.30 5,411,796.09 FHLMC POOL #SD-0126 1,577,452.238 3.00% 9/1/2049 1,604,441.46 1,603,221.75 FHLMC POOL #SD-8005 2,231,194.175 3.50% 8/1/2049 2,289,763.02 2,293,059.90 FHLMC POOL #SD-8010 2,450,772.340 3.00% 8/1/2049 2,488,299.79 2,487,040.88 FHLMC POOL #SD-8016 5,330,722.419 3.00% 10/1/2049 5,412,279.70 5,414,441.41 FHLMC POOL #SD-8031 597,469.178 3.50% 12/1/2049 615,113.19 615,654.85 FHLMC POOL #U5-9012 670,322.861 4.50% 6/1/2034 711,799.08 718,688.93 FHLMC POOL #U6-9020 165,646.400 5.00% 7/1/2044 174,291.09 181,314.68 FHLMC POOL #Q0-0108 2,012,479.470 5.00% 4/1/2041 2,169,704.44 2,235,021.36 FHLMC POOL #Q0-1798 58,420.670 4.50% 7/1/2041 63,047.61 63,491.81 FHLMC POOL #Q0-2663 144,816.470 4.50% 8/1/2041 152,781.36 157,386.55 FHLMC POOL #Q0-2675 54,007.340 4.00% 8/1/2041 57,602.19 57,958.24 FHLMC POOL #Q0-2776 32,323.930 4.50% 8/1/2041 34,101.74 35,129.80 FHLMC POOL #Q0-4674 33,248.770 4.00% 12/1/2041 35,223.58 35,649.35 FHLMC POOL #Q0-7960 132,936.920 3.50% 4/1/2042 134,930.99 141,847.50 FHLMC POOL #Q0-9258 915,825.972 3.00% 7/1/2042 920,405.10 943,344.11 FHLMC POOL #Q0-9568 29,669.450 3.50% 7/1/2042 30,445.47 30,657.10 FHLMC POOL #Q0-9896 842,871.550 3.50% 8/1/2042 883,961.52 889,016.63 FHLMC POOL #Q1-1962 16,702.280 3.50% 10/1/2042 17,750.73 17,591.07 FHLMC POOL #Q1-2052 490,719.126 3.50% 10/1/2042 489,875.69 517,529.99 FHLMC POOL #Q1-3743 668,016.485 3.00% 11/1/2042 698,703.48 688,627.71 FHLMC POOL #U9-9051 977,460.260 3.50% 6/1/2043 997,160.70 1,027,413.51 FHLMC POOL #Q1-9740 60,642.782 3.00% 7/1/2043 61,233.68 62,455.15 FHLMC POOL #Q2-0550 31,680.057 3.00% 8/1/2043 31,988.75 32,634.60 FHLMC POOL #Q2-0570 660,028.965 3.50% 8/1/2043 663,225.95 694,801.85 FHLMC POOL #G3-0775 48,151.698 4.00% 6/1/2035 51,275.21 51,316.70 FHLMC POOL #G3-0776 63,910.285 3.50% 7/1/2035 66,720.47 66,882.96 FHLMC POOL #G3-0838 32,554.040 5.00% 9/1/2031 35,550.96 34,762.19 FHLMC POOL #G3-0918 122,805.928 3.00% 4/1/2036 125,350.71 126,132.71 FHLMC POOL #G3-0954 392,850.270 4.00% 10/1/2036 417,096.49 418,681.45 FHLMC POOL #Q1-5774 65,450.028 3.00% 2/1/2043 66,087.78 67,440.23 FHLMC POOL #Q1-7514 281,479.690 3.50% 4/1/2043 290,891.69 296,888.03 FHLMC POOL #Q1-7674 604,734.930 3.00% 4/1/2043 626,373.10 623,375.46 FHLMC POOL #Q1-8305 146,044.446 3.50% 5/1/2043 151,276.29 153,931.37 FHLMC POOL #V6-0494 16,523.158 3.00% 2/1/2029 17,044.17 17,053.34 FHLMC POOL #V6-1427 70,753.710 2.50% 12/1/2031 71,434.43 71,803.89 FHLMC POOL #V8-2514 847,453.957 3.50% 7/1/2046 884,000.41 889,289.42 FHLMC POOL #V8-2781 1,703,202.020 3.00% 12/1/2046 1,709,589.03 1,745,481.57 FHLMC POOL #V8-2942 399,952.546 3.00% 2/1/2047 402,138.10 410,369.55

36 2019 | Investment Portfolio AS OF DEC. 31, 2019

FHLMC POOL #Q2-5398 48,017.213 4.50% 3/1/2044 51,616.94 51,677.03 FHLMC POOL #Q2-6319 16,256.555 4.00% 5/1/2044 17,165.06 17,230.30 FHLMC POOL #Q2-7185 957,283.972 4.00% 7/1/2044 1,021,601.49 1,015,079.72 FHLMC POOL #Q3-0391 102,471.959 3.50% 12/1/2044 105,926.79 107,109.56 FHLMC POOL #Q3-2916 443,558.700 3.00% 4/1/2045 431,291.55 455,517.11 FHLMC POOL #Q4-1084 2,244,886.150 3.50% 6/1/2046 2,231,557.13 2,340,008.42 FHLMC POOL #Q4-3409 811,641.130 3.50% 10/1/2046 806,159.57 853,108.38 FHLMC POOL #Q4-4452 134,192.885 3.00% 11/1/2046 134,858.69 137,524.11 FHLMC POOL #Q4-5094 1,558,900.820 3.00% 12/1/2046 1,557,195.79 1,597,132.01 FHLMC POOL #Q4-8094 1,575,899.590 4.00% 5/1/2047 1,653,217.17 1,651,789.51 FHLMC POOL #Q5-0152 1,423,956.340 4.00% 8/1/2047 1,505,388.85 1,498,838.25 FHLMC POOL #Q5-0962 823,879.480 3.50% 9/1/2047 855,933.56 855,986.81 FHLMC POOL #Q5-2093 3,378,853.480 3.50% 11/1/2047 3,484,442.64 3,511,308.02 FHLMC POOL #Q5-5997 1,533,938.060 4.00% 5/1/2048 1,564,496.99 1,603,141.38 FEDERAL HOME LN BK CONS BD 250,000.000 5.50% 7/15/2036 306,169.50 351,416.30 FEDERAL FARM CR BK CONS BD 565,000.000 5.75% 12/7/2028 626,641.50 732,156.59 FHLMC POOL #QA-0778 2,264,133.038 3.50% 7/1/2049 2,323,212.76 2,334,263.70 FHLMC POOL #QA-0808 1,472,270.530 3.50% 7/1/2049 1,508,387.17 1,519,561.49 FHLMC POOL #QA-2142 2,273,529.460 3.50% 8/1/2049 2,343,156.29 2,343,136.16 FHLMC POOL #G6-0174 97,439.124 4.00% 10/1/2043 103,226.54 104,582.68 FHLMC POOL #G6-0176 330,417.095 3.50% 7/1/2045 342,411.29 348,330.64 FHLMC POOL #G6-0358 28,741.953 3.50% 12/1/2045 29,664.97 30,299.64 FHLMC POOL #G6-0451 1,237,186.410 3.00% 1/1/2046 1,203,550.41 1,277,447.24 FHLMC POOL #G6-0556 127,339.904 4.50% 10/1/2041 137,470.75 138,331.78 FHLMC POOL #G6-0594 168,880.838 6.00% 7/1/2040 189,141.54 193,704.53 FHLMC POOL #G6-0650 1,552,207.983 4.00% 4/1/2046 1,606,535.26 1,643,366.85 FHLMC POOL #G6-0713 1,163,690.923 3.50% 9/1/2046 1,179,143.13 1,226,711.51 FHLMC POOL #G6-0887 183,207.211 4.50% 7/1/2045 197,782.74 198,857.26 FHLMC POOL #G6-1021 1,162,869.830 3.00% 1/1/2047 1,167,230.61 1,199,261.74 FHLMC POOL #G6-1255 2,377,763.430 3.00% 10/1/2046 2,310,517.31 2,437,112.17 FHLMC POOL #QA-2741 3,040,503.441 3.50% 9/1/2049 3,138,844.73 3,133,048.86 FHLMC POOL #QA-3157 2,300,438.773 3.00% 10/1/2049 2,330,632.04 2,335,004.91 FHLMC POOL #QA-3329 3,097,940.950 3.00% 10/1/2049 3,162,804.09 3,146,593.96 FHLMC POOL #QA-4396 2,123,542.704 2.50% 11/1/2049 2,107,284.33 2,100,147.49 FHLMC POOL #QA-4699 3,138,545.620 3.00% 11/1/2049 3,182,191.02 3,183,960.16 FEDERAL NATL MTG ASSN 200,000.000 2.13% 4/24/2026 199,712.60 203,026.89 FEDERAL NATL MTG ASSN 400,000.000 1.88% 9/24/2026 381,320.40 399,284.01 FEDERAL NATL MTG ASSN 250,000.000 2.00% 1/5/2022 249,552.50 251,926.77 FEDERAL NATL MTG ASSN 200,000.000 1.88% 4/5/2022 200,003.80 201,288.66 FEDERAL NATL MTG ASSN 845,000.000 2.25% 4/12/2022 842,228.40 857,640.31 FEDERAL NATL MTG ASSN 750,000.000 1.75% 7/2/2024 747,157.50 750,855.04 FEDERAL NATL MTG ASSN 250,000.000 6.63% 11/15/2030 360,719.00 356,390.60 FEDERAL HOME LN MTG CORP 200,000.000 2.38% 1/13/2022 198,836.00 203,082.93 FEDERAL HOME LN MTG CORP 200,000.000 1.13% 8/12/2021 198,984.00 198,524.61 FNMA POOL #0254548 65,083.140 5.50% 12/1/2032 70,927.92 71,654.54 FNMA POOL #0254905 32,780.790 6.00% 10/1/2033 32,888.35 37,530.32 FNMA POOL #0254983 230,014.221 5.50% 12/1/2033 250,742.43 258,769.57 FNMA POOL #0255555 95,170.110 6.00% 1/1/2035 100,270.64 108,976.12 FEDERAL REALTY INVESTMENT TRUS 400,000.000 3.00% 8/1/2022 394,972.00 408,596.03 FEDERAL REALTY INVESTMENT TRUS 50,000.000 4.50% 12/1/2044 49,430.00 57,725.85 FEDERAL REALTY INVESTMENT TRUS 50,000.000 3.25% 7/15/2027 49,541.50 51,843.08 FNMA POOL #0432271 77,338.680 7.00% 10/1/2028 81,882.36 84,303.47 FNMA POOL #0AH8703 33,988.770 4.00% 5/1/2026 35,596.62 35,524.94 FNMA POOL #0AH9700 18,280.148 4.50% 4/1/2031 19,704.76 19,646.81 FNMA POOL #0AI0815 1,191,124.390 4.50% 9/1/2041 1,264,266.87 1,277,867.36 FNMA POOL #0AI1191 33,127.165 4.50% 4/1/2041 35,685.70 35,972.08 FNMA POOL #0AI1935 1,392,240.320 5.00% 5/1/2041 1,531,029.27 1,532,764.80 FNMA POOL #0AI4890 1,180,875.690 4.50% 6/1/2041 1,247,218.95 1,282,567.60 FNMA POOL #0AI8828 699,810.940 4.50% 8/1/2041 743,576.43 762,145.86 FNMA POOL #0AI9850 1,018,751.500 4.00% 9/1/2041 1,055,681.23 1,092,794.84 FNMA POOL #0AI9904 504,520.540 4.00% 9/1/2041 531,717.34 540,622.09 FNMA POOL #0AJ4053 29,768.660 4.00% 10/1/2041 31,591.98 31,935.18 FNMA POOL #0AJ5332 82,159.994 3.00% 11/1/2026 84,984.24 83,792.38 FNMA POOL #0AJ5727 16,663.545 3.00% 12/1/2026 17,188.42 17,099.83 FNMA POOL #0AJ5728 130,105.350 3.50% 12/1/2026 136,813.90 134,824.45 FNMA POOL #0AJ6086 49,683.954 3.00% 12/1/2026 52,051.70 50,911.41 FNMA POOL #0AH0020 133,737.460 4.00% 12/1/2040 141,928.86 143,458.75 FNMA POOL #0AH1263 31,449.330 4.00% 1/1/2041 33,375.60 33,731.12 FNMA POOL #0AH2680 74,045.250 3.50% 1/1/2041 76,788.73 78,041.39 FNMA POOL #0AH4907 172,182.260 3.50% 10/1/2026 179,392.38 178,405.50 FNMA POOL #0AH5818 2,092,838.990 4.50% 2/1/2041 2,196,336.41 2,273,029.27 FNMA POOL #0AK5556 569,756.540 4.00% 4/1/2042 614,980.95 610,110.50 FNMA POOL #0AK9490 119,311.304 4.00% 4/1/2042 126,305.79 127,761.68 FNMA POOL #0AL0060 1,079.640 5.00% 4/1/2021 1,160.44 1,115.35 FNMA POOL #0AL0160 50,912.500 4.50% 5/1/2041 55,030.60 55,283.70 FNMA POOL #0AL0194 252,025.800 4.00% 1/1/2041 272,345.35 271,618.10 FNMA POOL #0AL0208 99,063.640 4.50% 5/1/2041 105,765.92 107,574.82 FNMA POOL #0AL0583 66,919.140 6.50% 10/1/2039 74,234.50 77,047.34 FNMA POOL #0AL1858 141,152.578 3.00% 7/1/2027 147,879.38 144,855.96 FNMA POOL #0AL1998 363,181.710 4.00% 3/1/2042 373,850.17 389,516.87 FNMA POOL #0AL2090 14,762.300 4.00% 8/1/2026 15,470.66 15,398.07

37 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AL2581 24,982.510 6.00% 6/1/2040 27,938.67 28,628.28 FNMA POOL #0AL2753 63,736.036 4.00% 12/1/2041 67,497.42 68,309.17 FNMA POOL #0AL2908 155,582.188 3.00% 8/1/2027 160,482.93 159,424.82 FNMA POOL #0AL3169 42,530.804 3.00% 1/1/2028 44,790.25 43,648.08 FNMA POOL #0AL3605 530,660.830 3.50% 5/1/2043 541,605.71 565,887.88 FNMA POOL #0AL3650 26,317.020 5.00% 2/1/2041 28,910.43 28,979.86 FNMA POOL #0AL3681 32,196.266 6.00% 10/1/2040 36,082.39 36,903.90 FNMA POOL #0AL3788 718,793.340 4.00% 7/1/2043 733,281.52 768,864.56 FNMA POOL #0AL4012 141,890.610 2.50% 8/1/2028 138,675.91 143,533.32 FNMA POOL #0AL4048 219,546.381 3.00% 3/1/2028 221,968.09 227,018.94 FNMA POOL #0AL4296 41,029.848 5.50% 7/1/2041 45,715.33 46,126.54 FNMA POOL #0AL4338 67,504.480 4.00% 10/1/2043 71,319.01 71,797.73 FNMA POOL #0AL4435 140,252.609 3.00% 9/1/2028 145,406.71 143,717.39 FNMA POOL #0AL4503 127,455.220 4.00% 11/1/2028 130,621.68 134,661.30 FNMA POOL #0AL5097 108,346.120 4.50% 9/1/2043 117,109.78 117,628.20 FNMA POOL #0AL5157 25,208.820 4.00% 10/1/2041 26,696.51 27,034.24 FNMA POOL #0AL5250 30,743.920 2.50% 10/1/2028 31,204.64 31,154.46 FNMA POOL #0AL5259 138,198.883 3.50% 5/1/2029 145,757.79 143,775.54 FNMA POOL #0AL5423 603,583.230 4.00% 6/1/2044 639,609.58 652,162.89 FNMA POOL #0AL5449 35,043.405 4.50% 6/1/2044 37,727.00 37,161.40 FNMA POOL #0AL5721 195,309.193 3.50% 10/1/2029 206,640.31 203,207.34 FNMA POOL #0AL5749 680,168.355 4.50% 7/1/2042 719,669.12 738,140.93 FNMA POOL #0AL5780 55,535.677 4.50% 5/1/2044 59,851.50 59,900.65 FNMA POOL #0AL5863 808,142.580 4.50% 6/1/2041 865,975.31 876,860.16 FNMA POOL #0AL5990 70,543.130 4.50% 10/1/2044 75,945.30 75,828.97 FNMA POOL #0AL6078 62,119.880 5.00% 3/1/2042 68,241.49 68,433.54 FNMA POOL #0AL6167 1,843,440.050 3.50% 1/1/2044 1,891,542.32 1,937,917.40 FNMA POOL #0AL6535 925,129.627 3.50% 2/1/2045 972,108.88 972,382.06 FNMA POOL #0AL6657 36,032.687 5.00% 1/1/2045 39,735.17 38,930.29 FNMA POOL #0AL6927 170,521.200 4.50% 9/1/2034 178,088.09 182,554.35 FNMA POOL #0AL7521 123,777.956 5.00% 6/1/2039 136,104.95 135,877.70 FNMA POOL #0AL7590 919,427.156 3.50% 10/1/2045 946,554.62 967,720.46 FNMA POOL #0AL7620 194,978.462 3.00% 11/1/2045 196,431.80 199,681.74 FNMA POOL #0AL7910 223,074.600 3.50% 2/1/2045 231,154.28 235,133.72 FNMA POOL #0AL7963 135,424.993 3.50% 12/1/2030 141,607.29 140,912.29 FNMA POOL #0AL9023 1,440,407.980 3.00% 11/1/2028 1,446,484.69 1,484,194.57 FNMA POOL #0AL9072 108,590.050 5.00% 7/1/2044 115,750.19 119,528.48 FNMA POOL #0AL9125 310,911.381 4.00% 10/1/2043 329,138.27 332,188.27 FNMA POOL #0AL9245 274,592.540 5.50% 5/1/2044 306,384.37 304,978.07 FNMA POOL #0AL9282 922,248.290 4.00% 6/1/2046 992,281.53 975,190.87 FNMA POOL #0AL9318 275,029.240 4.00% 10/1/2043 291,152.57 294,921.00 FNMA POOL #0AL9468 891,623.500 3.00% 12/1/2031 917,814.95 917,462.39 FNMA POOL #0AL9678 282,525.310 4.00% 2/1/2036 289,676.73 296,719.01 FNMA POOL #0AL9867 600,557.870 3.00% 2/1/2032 618,386.95 619,093.76 FNMA POOL #0AL8219 676,339.790 4.00% 2/1/2046 691,663.12 717,389.88 FNMA POOL #0AL8706 529,464.458 2.50% 3/1/2029 545,248.39 536,549.20 FNMA POOL #0AL8826 375,790.080 3.50% 9/1/2045 389,427.12 395,846.74 FNMA POOL #0AL8867 122,953.010 5.00% 9/1/2041 135,208.16 135,907.66 FNMA POOL #0AL8922 644,282.850 3.00% 5/1/2030 672,467.61 661,151.39 FNMA POOL #0AJ7717 46,946.115 3.00% 12/1/2026 49,183.40 48,176.92 FNMA POOL #0AK0080 37,614.890 4.00% 8/1/2042 40,048.10 40,288.68 FNMA POOL #0AM9564 2,321,928.880 3.00% 8/1/2025 2,292,360.56 2,420,990.59 FNMA POOL #0AN0141 964,000.000 3.32% 10/1/2030 953,484.69 1,026,600.32 FNMA POOL #0AO0323 129,201.348 3.00% 4/1/2027 136,065.18 132,476.46 FNMA POOL #0AO2979 150,945.667 3.50% 5/1/2042 156,412.86 159,100.71 FNMA POOL #0AO4133 783,271.780 3.50% 6/1/2042 792,135.94 828,748.01 FNMA POOL #0AO4135 116,643.880 3.50% 6/1/2042 120,868.68 122,918.36 FNMA POOL #0AO7454 9,282.858 3.00% 9/1/2027 9,725.25 9,527.40 FNMA POOL #0AP8888 242,772.740 3.00% 10/1/2042 256,390.78 250,226.50 FNMA POOL #0AP8904 549,854.982 3.50% 10/1/2042 584,564.55 579,611.65 FNMA POOL #0AQ5175 466,641.940 3.00% 12/1/2042 490,557.33 480,707.73 FNMA POOL #0AQ9345 33,866.650 3.50% 1/1/2043 35,093.29 35,694.82 FNMA POOL #0AO9158 39,991.875 3.00% 7/1/2027 42,116.45 41,041.86 FNMA POOL #0AO9180 1,583,188.205 3.50% 7/1/2042 1,627,715.37 1,664,337.59 FNMA POOL #0AP3967 136,235.735 3.50% 9/1/2042 136,139.94 143,774.34 FNMA POOL #0AP4089 774,135.110 3.50% 9/1/2042 820,462.28 816,026.97 FNMA POOL #0AR0025 139,944.886 2.00% 2/1/2028 139,223.29 138,326.83 FNMA POOL #0AR2462 374,083.267 3.00% 1/1/2043 375,749.12 385,359.01 FNMA POOL #0AS1058 175,902.740 2.00% 11/1/2028 168,310.06 175,168.10 FNMA POOL #0AS1332 98,256.376 4.50% 12/1/2043 105,892.14 106,075.27 FNMA POOL #0AS1421 31,436.520 3.50% 1/1/2029 32,877.56 32,615.45 FNMA POOL #0AS1932 19,174.087 4.50% 3/1/2044 20,642.44 20,624.76 FNMA POOL #0AS2516 103,475.794 4.50% 5/1/2044 111,399.93 110,472.91 FNMA POOL #0AS2705 27,582.710 4.00% 6/1/2044 29,113.12 29,248.82 FNMA POOL #0AS2730 67,603.890 4.50% 6/1/2044 72,780.96 72,681.58 FNMA POOL #0AS2954 31,691.630 4.00% 7/1/2044 33,449.99 33,577.50 FNMA POOL #0AS2959 193,981.200 4.00% 7/1/2044 204,804.27 205,527.41 FNMA POOL #0AS3117 25,980.310 3.00% 8/1/2029 26,787.34 26,749.56 FNMA POOL #0AS3152 118,513.290 4.00% 8/1/2044 121,994.61 125,572.14 FNMA POOL #0AS3292 315,947.898 4.00% 9/1/2044 334,719.14 334,772.26 FNMA POOL #0AS3464 187,226.597 3.00% 10/1/2029 196,119.84 193,925.49

38 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AS3637 135,744.037 4.00% 10/1/2044 144,710.88 143,828.09 FNMA POOL #0AS4012 617,092.310 3.50% 12/1/2044 642,161.70 651,101.38 FNMA POOL #0AS4170 69,349.100 4.00% 12/1/2044 73,196.81 73,478.85 FNMA POOL #0AS4484 887,621.150 2.50% 2/1/2030 855,722.25 900,622.13 FNMA POOL #0AS4488 25,174.840 2.50% 2/1/2030 25,454.84 25,512.69 FNMA POOL #0AS4771 523,719.782 3.50% 4/1/2045 547,968.73 546,783.49 FNMA POOL #0AS4774 141,317.144 3.00% 4/1/2045 142,370.51 144,732.46 FNMA POOL #0AS4877 77,157.190 3.00% 4/1/2030 79,502.04 79,442.37 FNMA POOL #0AS4899 328,121.486 4.00% 5/1/2045 349,868.59 347,672.76 FNMA POOL #0AS4928 404,670.750 3.50% 5/1/2045 420,865.31 422,503.88 FNMA POOL #0AS4972 460,492.586 3.00% 5/1/2045 466,176.78 472,623.74 FNMA POOL #0AS5244 2,204,327.034 3.50% 6/1/2045 2,252,586.91 2,322,446.56 FNMA POOL #0AS5355 320,347.127 2.50% 7/1/2030 325,171.97 324,642.94 FNMA POOL #0AS5475 362,188.724 4.00% 7/1/2045 384,753.48 383,787.81 FNMA POOL #0AS5593 814,735.375 3.50% 8/1/2045 835,569.31 862,013.09 FNMA POOL #0AS5629 525,599.412 3.50% 8/1/2045 543,377.26 551,149.80 FNMA POOL #0AS5696 483,941.040 3.50% 8/1/2045 502,504.73 505,219.68 FNMA POOL #0AS5729 21,254.406 3.00% 9/1/2030 21,900.34 21,884.91 FNMA POOL #0AS5776 307,152.197 4.00% 9/1/2045 326,083.60 325,451.43 FNMA POOL #0AS5782 310,641.524 4.00% 9/1/2045 332,151.61 329,211.22 FNMA POOL #0AS5887 515,374.309 4.00% 9/1/2045 547,083.09 546,076.75 FNMA POOL #0AS6040 1,133,741.035 3.50% 10/1/2045 1,107,168.96 1,183,598.51 FNMA POOL #0AS6102 398,510.431 3.50% 11/1/2045 412,456.31 416,035.97 FNMA POOL #0AS6180 602,449.924 3.00% 11/1/2045 605,699.06 616,989.82 FNMA POOL #0AS6190 627,087.150 3.50% 11/1/2045 637,571.28 660,857.87 FNMA POOL #0AS6202 128,239.572 3.50% 11/1/2045 132,324.47 133,886.85 FNMA POOL #0AS6266 2,567,639.925 3.00% 12/1/2035 2,636,244.06 2,635,796.87 FNMA POOL #0AS6276 29,383.310 3.00% 12/1/2030 30,276.28 30,254.49 FNMA POOL #0AS6302 686,519.885 3.50% 12/1/2045 710,362.78 716,758.42 FNMA POOL #0AS6314 242,908.594 4.00% 12/1/2045 258,106.92 255,853.69 FNMA POOL #0AS6389 69,009.918 3.00% 12/1/2045 69,524.31 70,676.96 FNMA POOL #0AS6730 730,660.768 3.50% 2/1/2046 766,264.50 764,179.83 FNMA POOL #0AS6833 732,520.480 3.50% 3/1/2046 769,873.45 765,259.43 FNMA POOL #0AS6847 41,928.867 4.00% 3/1/2046 44,261.64 44,363.40 FNMA POOL #0AS7060 682,841.600 3.00% 4/1/2031 695,324.79 703,071.83 FNMA POOL #0AS7106 404,465.100 3.50% 5/1/2046 425,825.92 421,521.03 FNMA POOL #0AS7343 544,030.360 3.00% 6/1/2046 527,199.42 557,172.58 FNMA POOL #0AS7376 1,149,619.030 3.00% 6/1/2046 1,120,878.54 1,177,385.67 FNMA POOL #0AS7388 570,914.230 3.50% 6/1/2046 595,621.74 594,717.51 FNMA POOL #0AS7602 187,262.020 4.00% 7/1/2046 197,680.54 197,365.42 FNMA POOL #0AS7800 964,428.050 3.00% 8/1/2046 991,486.31 987,744.38 FNMA POOL #0AS7863 692,016.430 3.00% 9/1/2046 708,108.63 708,762.44 FNMA POOL #0AS8056 627,530.546 3.00% 10/1/2046 643,675.35 642,721.54 FNMA POOL #0AS8178 150,912.911 3.00% 10/1/2036 154,169.88 154,931.51 FNMA POOL #0AS8228 573,905.007 2.50% 10/1/2031 588,076.56 581,620.06 FNMA POOL #0AS8291 74,756.110 2.00% 11/1/2031 73,543.54 74,304.87 FNMA POOL #0AS8327 231,269.260 4.00% 11/1/2046 244,136.15 243,785.35 FNMA POOL #0AS8342 205,656.410 2.50% 11/1/2026 200,675.68 207,522.45 FNMA POOL #0AS8483 596,090.090 3.00% 12/1/2046 599,555.91 610,519.92 FNMA POOL #0AS8649 299,751.570 3.00% 1/1/2047 301,494.42 307,061.99 FNMA POOL #0AS8650 180,514.318 3.00% 1/1/2047 181,563.89 184,884.17 FNMA POOL #0AS8749 1,772,574.060 3.00% 1/1/2047 1,748,478.10 1,795,069.73 FNMA POOL #0AS8949 1,697,083.840 3.50% 3/1/2047 1,761,785.16 1,764,199.47 FNMA POOL #0AS9562 121,942.420 3.00% 5/1/2047 121,361.31 124,786.20 FNMA POOL #0AS9619 228,321.890 4.50% 5/1/2047 245,303.34 241,510.13 FNMA POOL #0AS9830 1,415,550.520 4.00% 6/1/2047 1,442,100.26 1,484,959.70 FNMA POOL #0AT2012 585,459.770 3.00% 4/1/2043 565,151.63 602,964.97 FNMA POOL #0AT2014 244,252.837 3.00% 4/1/2043 249,595.87 251,590.49 FNMA POOL #0AT2723 55,189.093 3.00% 5/1/2043 55,773.00 56,841.39 FNMA POOL #0AT2746 61,836.148 3.50% 5/1/2043 64,031.77 65,226.36 FNMA POOL #0AT4941 908,125.360 3.00% 5/1/2043 949,842.38 935,221.59 FNMA POOL #0AT5860 224,756.352 3.50% 6/1/2043 232,736.77 236,917.33 FNMA POOL #0AT5895 143,231.470 3.00% 6/1/2043 144,746.89 147,504.92 FNMA POOL #0AT5994 29,512.914 3.00% 5/1/2043 29,825.14 30,396.47 FNMA POOL #0AT6025 836,655.710 2.50% 5/1/2028 857,049.21 848,567.02 FNMA POOL #0AT7281 197,278.948 2.00% 9/1/2028 199,714.08 196,454.87 FNMA POOL #0AT9663 1,404,095.947 2.50% 7/1/2043 1,339,097.35 1,386,422.09 FNMA POOL #0AR6357 144,933.310 3.00% 4/1/2028 151,840.27 148,579.52 FNMA POOL #0AR8293 57,299.064 3.00% 5/1/2043 57,905.31 59,008.54 FNMA POOL #0AR9198 120,338.845 3.00% 3/1/2043 115,337.25 123,952.99 FNMA POOL #0AS0005 115,528.528 2.50% 7/1/2028 117,259.81 117,076.29 FNMA POOL #0AS0015 517,716.824 3.00% 7/1/2043 520,151.46 533,003.39 FNMA POOL #0AS0209 146,783.180 3.50% 8/1/2043 152,837.97 156,197.53 FNMA POOL #0AS0336 168,033.160 2.00% 9/1/2028 160,891.75 167,331.15 FNMA POOL #0AS0427 18,804.064 4.50% 9/1/2043 20,265.36 20,372.92 FNMA POOL #0AS0488 786,241.493 2.50% 9/1/2028 807,126.03 799,352.11 FNMA POOL #0AS0761 25,437.530 3.00% 10/1/2028 26,239.63 26,169.63 FNMA POOL #0AV0631 58,073.315 3.00% 11/1/2028 59,904.52 60,093.98 FNMA POOL #0AV0662 358,966.305 4.00% 12/1/2043 379,118.79 381,312.69 FNMA POOL #0AV0926 234,003.000 4.00% 12/1/2043 251,114.45 248,961.24 FNMA POOL #0AV5062 1,359,403.120 3.00% 2/1/2029 1,349,207.61 1,401,292.09

39 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AV5665 243,462.491 2.50% 12/1/2028 244,603.73 246,514.55 FNMA POOL #0AV7896 30,340.086 3.00% 1/1/2044 30,661.10 30,774.01 FNMA POOL #0AW3640 21,573.203 3.00% 6/1/2029 22,243.34 22,251.28 FNMA POOL #0AW3673 16,272.730 4.50% 4/1/2044 17,518.89 17,494.68 FNMA POOL #0AW5093 36,894.298 3.00% 7/1/2029 38,040.34 37,985.69 FNMA POOL #0AW6663 18,756.240 5.00% 7/1/2044 20,683.52 20,037.66 FNMA POOL #0AW7396 145,896.379 3.50% 1/1/2027 154,125.62 151,126.60 FNMA POOL #0AW8351 21,352.758 3.00% 9/1/2029 22,016.02 21,923.38 FNMA POOL #0AW8597 256,590.862 3.00% 8/1/2029 267,651.73 264,183.69 FNMA POOL #0AU1628 31,409.540 3.00% 7/1/2043 31,741.85 32,348.26 FNMA POOL #0AU1661 593,751.133 2.50% 7/1/2028 595,159.20 601,698.46 FNMA POOL #0AU3195 126,044.266 3.00% 8/1/2043 127,377.83 129,758.78 FNMA POOL #0AU3353 130,859.808 3.00% 8/1/2043 132,244.31 134,716.82 FNMA POOL #0AU3735 21,765.162 3.00% 8/1/2043 21,995.44 22,413.12 FNMA POOL #0AU3736 544,246.461 3.00% 8/1/2043 529,704.88 560,456.44 FNMA POOL #0AU3779 355,227.790 2.50% 8/1/2028 349,677.36 359,982.77 FNMA POOL #0AU3781 83,537.707 2.50% 8/1/2028 84,789.61 84,655.72 FNMA POOL #0AU5918 56,582.746 3.00% 9/1/2043 57,181.41 58,192.42 FNMA POOL #0AX9528 1,781,623.120 3.50% 2/1/2045 1,784,963.68 1,862,690.61 FNMA POOL #0AX9530 98,156.029 3.50% 2/1/2045 101,282.67 102,536.47 FNMA POOL #0AY0012 9,822.024 4.00% 1/1/2045 10,366.51 10,293.95 FNMA POOL #0AY4230 34,351.540 2.50% 5/1/2030 34,733.62 34,811.90 FNMA POOL #0AY4300 130,743.619 3.50% 1/1/2045 135,099.23 136,645.16 FNMA POOL #0AY5036 352,057.570 4.00% 3/1/2045 376,263.33 369,836.55 FNMA POOL #0AY8282 315,416.830 3.00% 6/1/2030 325,520.89 323,980.33 FNMA POOL #0AZ2936 427,175.911 3.00% 9/1/2045 433,608.97 437,585.27 FNMA POOL #0AX0833 109,667.311 3.50% 9/1/2044 113,320.77 115,519.55 FNMA POOL #0AX3162 188,243.722 4.00% 10/1/2044 199,747.68 197,691.73 FNMA POOL #0AX4883 86,626.410 3.00% 12/1/2044 87,329.15 88,857.79 FNMA POOL #0AX5316 78,232.280 4.50% 1/1/2042 84,527.79 84,944.60 FNMA POOL #0AX7340 324,519.993 3.50% 10/1/2044 335,180.37 339,903.39 FNMA POOL #0AX7677 230,164.764 3.50% 1/1/2045 241,353.94 241,567.05 FNMA POOL #0446376 9,103.909 6.00% 11/1/2028 9,431.07 10,013.75 FNMA POOL #0447761 37,833.796 6.00% 12/1/2028 39,193.45 41,652.66 FNMA POOL #0447763 35,594.774 6.00% 2/1/2029 36,873.95 39,162.86 FNMA POOL #0456974 11,801.280 6.00% 4/1/2029 12,225.36 12,984.89 FNMA POOL #0676654 179,181.860 5.50% 1/1/2033 195,273.24 197,605.26 FNMA POOL #0BC0326 1,730,751.431 3.50% 12/1/2045 1,792,263.12 1,806,797.85 FNMA POOL #0BC0767 153,935.805 3.50% 12/1/2045 158,839.25 160,703.57 FNMA POOL #0BC0769 673,899.960 4.00% 12/1/2045 720,023.71 714,100.44 FNMA POOL #0BC0830 672,042.230 3.00% 4/1/2046 652,406.01 688,267.76 FNMA POOL #0BC1158 547,229.720 3.50% 2/1/2046 574,420.19 572,103.17 FNMA POOL #0BC2651 917,822.930 3.50% 2/1/2046 957,834.26 966,921.64 FNMA POOL #0BC4439 612,919.220 4.00% 4/1/2046 654,949.90 649,497.65 FNMA POOL #0AZ7347 519,978.797 3.00% 11/1/2045 522,591.54 532,523.86 FNMA POOL #0BA3989 754,200.097 3.50% 2/1/2046 789,091.20 787,367.22 FNMA POOL #0BA4721 256,313.626 4.00% 12/1/2045 273,318.81 269,363.12 FNMA POOL #0BA4907 594,493.400 3.50% 11/1/2045 623,010.53 620,705.07 FNMA POOL #0BD7081 2,013,605.340 4.00% 3/1/2047 2,120,263.50 2,119,291.29 FNMA POOL #0BD7122 853,772.451 4.00% 4/1/2047 888,323.55 898,767.68 FNMA POOL #0BE3759 1,590,513.810 3.50% 7/1/2047 1,637,732.19 1,641,371.67 FNMA POOL #0BE8368 1,391,317.444 4.50% 8/1/2048 1,454,361.53 1,476,153.93 FNMA POOL #0BC5979 227,760.706 3.50% 4/1/2046 236,973.79 235,974.47 FNMA POOL #0BC6815 1,088,898.783 3.00% 6/1/2046 1,126,669.98 1,115,215.70 FNMA POOL #0BC9083 142,233.329 3.00% 12/1/2046 143,060.29 145,676.33 FNMA POOL #0BC9468 1,162,497.417 3.00% 6/1/2046 1,144,878.33 1,190,637.28 FNMA POOL #0BD2379 1,027,058.470 4.00% 12/1/2046 1,080,497.63 1,082,859.84 FNMA POOL #0BD2386 340,362.870 4.00% 12/1/2046 355,413.30 358,423.63 FNMA POOL #0BH7626 1,571,758.150 4.00% 8/1/2047 1,613,999.15 1,652,473.04 FNMA POOL #0BK4849 649,060.435 4.00% 5/1/2048 676,746.93 673,953.97 FNMA POOL #0BK7478 667,013.060 4.00% 7/1/2048 678,998.45 695,038.87 FNMA POOL #0BM5525 3,351,098.110 4.00% 3/1/2031 3,455,819.94 3,504,056.34 FNMA POOL #0BM5743 2,056,735.737 4.00% 2/1/2047 2,132,577.87 2,174,080.80 FNMA POOL #0BM5969 263,094.544 3.00% 11/1/2046 268,849.73 270,929.39 FNMA POOL #0BN1931 773,723.673 4.00% 11/1/2048 808,420.34 806,367.86 FNMA POOL #0BM1046 169,631.478 3.50% 2/1/2031 177,174.22 175,740.24 FNMA POOL #0BM1066 2,065,148.890 4.00% 2/1/2047 2,168,406.35 2,191,850.98 FNMA POOL #0BM1105 105,470.744 5.00% 7/1/2041 116,354.51 116,147.62 FNMA POOL #0BM1517 2,141,855.755 3.50% 7/1/2032 2,220,588.99 2,236,506.63 FNMA POOL #0BM2000 589,712.118 3.50% 5/1/2047 609,284.68 612,207.51 FNMA POOL #0BM3075 1,107,331.490 3.50% 7/1/2032 1,128,872.55 1,150,928.76 FNMA POOL #0BM3532 1,562,472.380 4.00% 2/1/2048 1,603,487.29 1,639,501.89 FNMA POOL #0BM3866 1,989,905.470 4.00% 4/1/2046 2,034,367.41 2,112,698.44 FNMA POOL #0BM4422 1,388,129.870 5.50% 8/1/2048 1,513,929.13 1,523,288.05 FNMA POOL #0BM4445 1,990,995.556 5.00% 7/1/2048 2,144,882.92 2,165,202.95 FNMA POOL #0BM4703 2,384,533.783 3.50% 2/1/2048 2,471,718.29 2,468,906.62 FNMA POOL #0BM5024 2,267,699.891 3.00% 11/1/2048 2,305,613.00 2,311,544.33 FNMA POOL #0CA4144 2,330,581.689 3.00% 9/1/2044 2,372,823.48 2,375,204.85 FNMA POOL #0CA4790 2,345,809.511 3.00% 12/1/2044 2,383,562.38 2,385,858.67 FNMA POOL #0CA1555 3,279,746.230 4.00% 2/1/2048 3,338,807.28 3,440,649.53 FNMA POOL #0CA2056 1,426,036.660 4.50% 7/1/2048 1,459,682.20 1,506,552.26

40 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0CA2123 1,138,162.820 4.00% 7/1/2033 1,169,817.97 1,189,827.96 FNMA POOL #0CA2169 1,194,132.285 4.50% 8/1/2048 1,250,480.40 1,260,393.07 FNMA POOL #0FM1553 1,645,387.143 3.00% 9/1/2046 1,693,463.29 1,694,386.00 FNMA POOL #0725485 52,010.500 6.50% 10/1/2029 58,931.34 57,728.58 FNMA POOL #0735141 112,814.917 5.50% 1/1/2035 125,749.29 126,983.50 FNMA POOL #0735330 477,987.360 5.50% 1/1/2035 483,812.86 537,767.64 FNMA POOL #0735590 77,872.323 6.00% 5/1/2035 86,240.55 89,220.89 FNMA POOL #0743052 14,577.730 4.09% 10/1/2033 14,249.70 14,794.81 FNMA POOL #0745418 47,369.093 5.50% 4/1/2036 52,787.95 53,304.84 FNMA POOL #0776708 30,230.670 5.00% 5/1/2034 30,948.69 33,382.69 FNMA POOL #0780377 7,116.840 5.50% 6/1/2034 7,753.75 8,000.81 FNMA POOL #0783204 14,653.410 5.50% 7/1/2034 15,964.79 16,442.33 FNMA POOL #0833163 292,545.830 5.00% 9/1/2035 314,395.36 322,157.37 FNMA POOL #0839064 1,509.740 6.00% 1/1/2036 1,665.83 1,729.03 FNMA POOL #0867260 869.430 5.00% 2/1/2036 951.07 928.74 FNMA POOL #0878201 48,438.090 6.00% 9/1/2036 53,870.33 55,450.31 FNMA POOL #0888343 437,684.040 5.00% 11/1/2035 471,536.15 482,618.48 FNMA POOL #0890277 168,833.580 6.00% 9/1/2039 185,321.23 193,612.63 FNMA POOL #0890599 406,690.150 3.50% 11/1/2033 406,817.27 421,241.41 FNMA POOL #0890775 1,489,552.230 2.50% 11/1/2026 1,507,007.92 1,503,031.40 FNMA POOL #0890871 1,211,209.710 4.50% 2/1/2034 1,262,307.62 1,281,318.71 FNMA POOL #0906234 7,161.225 6.00% 1/1/2037 8,008.60 8,038.48 FNMA POOL #0931892 163,452.450 4.50% 9/1/2024 173,898.09 170,521.68 FNMA POOL #0932862 120,807.163 3.50% 12/1/2040 125,283.22 127,329.67 FNMA POOL #0994637 19,732.207 5.50% 11/1/2038 21,990.87 22,141.24 FNMA POOL #0995048 254,240.410 5.50% 5/1/2038 276,407.02 285,674.92 FNMA POOL #0995050 13,679.473 6.00% 9/1/2037 15,298.17 15,677.89 FNMA POOL #0995213 102,682.700 6.00% 7/1/2036 113,299.92 117,742.01 FNMA POOL #0995472 59,537.290 5.00% 11/1/2023 64,263.08 61,874.46 FNMA POOL #0995628 1,826,178.995 5.50% 2/1/2029 1,952,299.47 1,968,608.63 FNMA POOL #0995738 8,995.503 5.50% 12/1/2038 10,022.42 10,126.70 FNMA POOL #0AA0472 42,946.420 4.00% 3/1/2039 45,576.87 46,019.33 FNMA POOL #0AA5840 19,660.640 4.00% 6/1/2039 20,864.88 21,076.93 FNMA POOL #0AB1048 118,419.810 4.50% 5/1/2040 127,523.34 128,606.30 FNMA POOL #0AB1611 1,352,682.790 3.50% 10/1/2040 1,414,910.15 1,425,845.98 FNMA POOL #0AB1767 40,566.001 3.50% 11/1/2025 42,364.01 42,028.09 FNMA POOL #0AB2071 363,194.868 3.50% 1/1/2041 372,785.48 382,800.16 FNMA POOL #0AB2085 339,772.499 4.00% 1/1/2041 359,838.17 364,269.93 FNMA POOL #0AB2092 643,893.017 4.00% 1/1/2041 689,367.96 694,666.89 FNMA POOL #0AB2273 1,166,823.969 4.50% 2/1/2041 1,242,348.39 1,280,504.35 FNMA POOL #0AB2374 291,367.160 4.00% 3/1/2041 305,981.06 314,399.05 FNMA POOL #0AB3740 78,671.560 3.50% 6/1/2041 83,072.29 82,928.11 FNMA POOL #0AB3867 1,099,281.270 3.50% 11/1/2041 1,092,067.22 1,158,037.06 FNMA POOL #0AB3876 539,156.940 4.00% 11/1/2041 574,449.98 577,732.56 FNMA POOL #0AB4438 184,161.821 3.50% 2/1/2042 195,182.75 194,284.98 FNMA POOL #0AB4696 86,600.930 4.00% 3/1/2042 88,414.14 92,845.33 FNMA POOL #0AB5079 90,954.680 3.00% 5/1/2022 96,483.01 93,197.23 FNMA POOL #0AB6015 437,699.980 3.50% 8/1/2042 462,457.39 461,385.54 FNMA POOL #0AB6291 390,749.600 3.00% 9/1/2027 412,423.99 400,415.42 FNMA POOL #0AB6317 913,144.300 3.50% 9/1/2042 968,789.06 962,507.57 FNMA POOL #0AB6373 226,758.910 3.00% 10/1/2027 240,045.58 232,714.54 FNMA POOL #0AB6619 368,452.810 3.50% 10/1/2042 389,523.70 388,391.22 FNMA POOL #0AB6670 1,997,740.510 3.00% 10/1/2042 1,907,302.46 2,061,529.04 FNMA POOL #0AB7076 857,499.234 3.00% 11/1/2042 885,769.89 883,413.20 FNMA POOL #0AB7989 438,877.117 4.00% 2/1/2043 466,569.85 468,881.47 FNMA POOL #0AB8840 72,943.130 3.50% 3/1/2043 75,906.46 77,785.36 FNMA POOL #0AB8896 122,775.692 3.00% 4/1/2043 124,074.68 126,446.63 FNMA POOL #0AB8898 368,957.038 3.00% 4/1/2043 375,677.98 379,964.93 FNMA POOL #0AB8925 70,007.300 3.00% 4/1/2043 71,866.86 72,103.11 FNMA POOL #0AB9185 983,161.080 3.00% 4/1/2043 992,992.68 1,012,413.24 FNMA POOL #0AB9187 131,151.082 3.00% 4/1/2043 127,646.91 135,057.43 FNMA POOL #0AB9363 996,159.140 3.50% 5/1/2043 995,225.25 1,050,053.26 FNMA POOL #0AB9512 21,818.692 3.50% 5/1/2043 22,593.42 22,987.94 FNMA POOL #0AB9824 301,982.370 2.50% 7/1/2028 311,277.76 306,031.06 FNMA POOL #0AB9931 621,849.985 2.50% 7/1/2028 643,906.23 630,730.54 FNMA POOL #0AB9979 385,162.065 4.00% 7/1/2043 411,341.04 409,959.14 FNMA POOL #0AC5354 7,430.700 4.50% 11/1/2024 7,834.45 7,814.36 FNMA POOL #0MA0583 334,130.690 4.00% 12/1/2040 356,834.23 358,339.13 FNMA POOL #0MA0805 2,423.445 4.00% 7/1/2021 2,533.10 2,538.27 FNMA POOL #0MA0843 29,696.400 4.50% 9/1/2041 32,086.12 32,232.82 FNMA POOL #0MA0909 8,368.240 3.00% 11/1/2021 8,812.82 8,574.57 FNMA POOL #0MA0957 50,321.308 3.00% 1/1/2022 52,994.63 51,562.02 FNMA POOL #0MA1003 208,935.870 3.50% 3/1/2042 213,375.75 220,223.70 FNMA POOL #0MA1015 840,613.120 3.00% 3/1/2042 844,028.11 866,162.23 FNMA POOL #0MA1018 186,396.120 3.00% 3/1/2027 192,291.18 191,285.66 FNMA POOL #0MA1160 180,647.306 3.00% 8/1/2042 180,365.04 181,779.34 FNMA POOL #0MA1208 442,917.030 3.00% 10/1/2042 467,761.91 456,378.72 FNMA POOL #0MA1283 434,341.377 3.50% 12/1/2042 446,421.50 456,564.20 FNMA POOL #0MA1293 192,190.738 2.00% 12/1/2027 193,085.32 191,388.53 FNMA POOL #0MA1334 1,339,695.500 2.50% 1/1/2028 1,318,553.44 1,353,111.45 FNMA POOL #0MA1363 385,618.840 3.00% 2/1/2043 388,691.71 396,862.87

41 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0MA1379 577,635.758 3.00% 3/1/2043 572,942.46 589,844.36 FNMA POOL #0MA1417 1,103,010.406 3.00% 4/1/2043 1,115,127.00 1,135,208.98 FNMA POOL #0MA1451 206,465.050 3.00% 5/1/2028 205,045.63 211,575.26 FNMA POOL #0MA1458 344,214.260 3.00% 6/1/2043 358,735.81 354,458.08 FNMA POOL #0MA1466 280,684.722 3.50% 6/1/2043 292,131.40 295,583.50 FNMA POOL #0MA1520 123,376.140 2.50% 7/1/2028 121,756.84 124,796.39 FNMA POOL #0MA1614 50,801.447 4.50% 10/1/2043 54,749.35 55,084.31 FNMA POOL #0MA1731 236,890.120 3.50% 1/1/2044 237,504.30 249,056.85 FNMA POOL #0MA1764 83,159.880 4.00% 1/1/2034 88,519.62 88,581.81 FNMA POOL #0MA1771 76,649.170 4.00% 2/1/2044 80,901.91 81,355.84 FNMA POOL #0MA1817 158,244.290 3.00% 1/1/2029 163,263.59 162,146.26 FNMA POOL #0MA1828 178,769.820 4.50% 3/1/2044 184,046.96 192,875.06 FNMA POOL #0MA1921 81,079.295 3.50% 6/1/2034 84,767.13 84,884.76 FNMA POOL #0MA1959 88,544.315 3.50% 7/1/2034 92,571.73 92,700.78 FNMA POOL #0MA2136 469,524.230 3.50% 1/1/2045 492,165.39 492,766.82 FNMA POOL #0MA2137 46,220.303 3.00% 1/1/2035 47,329.79 47,615.98 FNMA POOL #0MA2158 653,437.250 4.50% 1/1/2045 708,656.42 702,275.22 FNMA POOL #0MA2176 67,750.010 3.00% 2/1/2035 69,329.51 69,545.54 FNMA POOL #0MA2448 101,354.643 3.00% 11/1/2030 104,434.81 104,353.23 FNMA POOL #0MA2522 597,767.655 3.50% 2/1/2046 624,025.13 624,028.21 FNMA POOL #0MA2523 62,671.858 3.00% 2/1/2036 64,024.42 64,333.45 FNMA POOL #0MA2541 173,343.290 2.50% 2/1/2031 174,887.19 175,664.90 FNMA POOL #0MA2578 1,074,668.824 3.50% 4/1/2046 1,119,117.74 1,120,877.31 FNMA POOL #0MA2596 60,940.200 3.00% 4/1/2031 62,761.64 62,742.33 FNMA POOL #0MA2608 570,257.650 3.00% 5/1/2046 584,280.26 584,028.56 FNMA POOL #0MA2670 1,048,368.427 3.00% 7/1/2046 1,078,587.38 1,073,663.89 FNMA POOL #0MA2771 598,719.850 3.00% 10/1/2046 602,200.94 613,213.32 FNMA POOL #0MA2775 221,232.460 2.50% 10/1/2031 223,202.88 224,202.88 FNMA POOL #0MA2803 357,803.240 2.50% 10/1/2031 360,990.07 362,608.03 FNMA POOL #0MA2804 327,464.258 3.00% 11/1/2036 334,531.55 336,183.94 FNMA POOL #0MA2806 134,155.882 3.00% 11/1/2046 134,935.90 137,399.47 FNMA POOL #0MA2830 170,173.998 2.50% 11/1/2031 171,887.82 172,459.70 FNMA POOL #0MA2833 675,198.177 3.00% 12/1/2046 686,828.40 691,540.44 FNMA POOL #0MA2863 234,039.140 3.00% 1/1/2047 235,399.89 239,489.32 FNMA POOL #0MA2864 822,708.330 3.50% 1/1/2047 847,261.05 854,394.90 FNMA POOL #0MA2896 258,235.830 3.50% 2/1/2047 266,482.09 268,124.75 FNMA POOL #0MA2903 437,039.090 3.00% 2/1/2032 445,575.02 449,179.99 FNMA POOL #0MA2909 316,340.890 3.50% 2/1/2037 329,500.58 328,970.69 FNMA POOL #0MA2923 203,218.220 3.50% 3/1/2037 211,569.21 211,237.89 FNMA POOL #0MA2930 1,471,441.000 4.00% 3/1/2047 1,553,634.76 1,548,696.23 FNMA POOL #0MA2959 165,039.713 3.50% 4/1/2047 170,309.94 171,548.07 FNMA POOL #0MA2960 588,458.610 4.00% 4/1/2047 619,168.78 619,162.37 FNMA POOL #0MA2974 506,101.990 4.50% 4/1/2047 544,967.78 534,820.52 FNMA POOL #0MA2997 532,969.670 3.00% 4/1/2032 546,710.27 547,742.89 FNMA POOL #0MA3026 889,993.571 3.50% 6/1/2047 914,640.88 923,822.90 FNMA POOL #0MA3029 545,973.860 3.00% 6/1/2032 540,450.13 560,518.19 FNMA POOL #0MA3058 100,762.100 4.00% 6/1/2047 106,391.94 105,499.71 FNMA POOL #0MA3090 136,223.870 3.00% 8/1/2032 140,097.73 139,837.33 FNMA POOL #0MA3120 311,161.160 3.50% 9/1/2047 321,249.58 323,292.68 FNMA POOL #0MA3149 688,469.930 4.00% 10/1/2047 725,394.52 723,651.62 FNMA POOL #0MA3211 733,696.570 4.00% 12/1/2047 773,619.99 769,930.11 FNMA POOL #0MA3239 1,947,338.670 4.00% 12/1/2047 2,020,998.00 2,043,872.75 FNMA POOL #0MA3284 945,580.580 3.50% 2/1/2033 967,890.37 983,395.04 FNMA POOL #0MA3313 576,215.027 3.50% 3/1/2033 597,823.09 598,871.93 FNMA POOL #0MA3357 1,455,764.940 4.00% 4/1/2048 1,487,723.53 1,521,599.41 FNMA POOL #0MA3383 1,588,038.540 3.50% 4/1/2048 1,571,413.76 1,647,140.95 FNMA POOL #0MA3392 2,260,738.180 3.50% 6/1/2033 2,285,818.26 2,346,497.18 FNMA POOL #0MA3444 1,099,118.820 4.50% 8/1/2048 1,138,618.40 1,160,007.68 FNMA POOL #0MA3496 900,951.710 4.50% 6/1/2048 923,053.18 951,341.58 FNMA POOL #0MA3615 2,579,993.570 4.00% 2/1/2049 2,652,152.76 2,680,546.52 FNMA POOL #0MA3639 1,581,527.621 4.50% 4/1/2049 1,649,236.79 1,662,919.07 FNMA POOL #0MA3664 1,713,172.047 4.00% 4/1/2049 1,777,415.99 1,780,169.68 FNMA POOL #0MA3693 3,237,417.884 4.00% 6/1/2049 3,357,809.36 3,365,732.33 FNMA POOL #0MA3694 898,248.490 4.50% 6/1/2049 942,459.17 945,656.98 FNMA POOL #0MA3797 1,557,854.722 2.50% 9/1/2034 1,579,518.64 1,572,133.99 FNMA POOL #0MA3905 3,500,000.000 3.00% 1/1/2050 3,546,347.66 3,550,125.53 FNMA POOL #0AD2331 35,221.640 4.00% 3/1/2025 36,887.78 36,734.48 FNMA POOL #0AD4951 1,405,835.602 5.00% 7/1/2040 1,513,320.81 1,548,537.04 FNMA POOL #0AD6388 154,252.230 4.00% 5/1/2025 162,470.99 160,862.24 FNMA POOL #0AD6929 94,676.475 5.00% 6/1/2040 104,006.39 104,236.19 FNMA POOL #0AD7784 37,554.101 5.00% 7/1/2040 41,254.87 41,318.16 FNMA POOL #0AD8136 80,165.390 4.50% 6/1/2025 85,288.46 83,877.50 FNMA POOL #0AD8231 31,525.523 3.50% 10/1/2025 32,922.80 32,657.92 FNMA POOL #0AD8394 13,106.080 4.00% 8/1/2025 13,726.06 13,665.53 FNMA POOL #0AE0028 52,841.660 6.00% 10/1/2039 58,173.28 60,547.68 FNMA POOL #0AE0311 86,148.150 3.50% 8/1/2040 85,798.16 90,655.44 FNMA POOL #0AE0392 19,100.644 5.50% 12/1/2039 21,287.01 21,429.35 FNMA POOL #0AE0481 37,883.148 5.00% 9/1/2040 41,616.36 41,783.81 FNMA POOL #0AE0811 10,506.886 6.00% 9/1/2039 11,775.07 12,048.69 FNMA POOL #0AE0828 519,235.520 3.50% 2/1/2041 537,895.53 547,249.43 FNMA POOL #0AE0949 89,488.027 4.00% 2/1/2041 94,772.85 95,980.79

42 2019 | Investment Portfolio AS OF DEC. 31, 2019

FNMA POOL #0AE0972 348,663.670 5.00% 2/1/2041 388,324.15 384,161.94 FNMA POOL #0AE0995 60,403.850 4.00% 2/1/2041 63,697.77 65,085.54 FNMA POOL #0AE3382 117,400.020 4.00% 11/1/2040 124,590.78 125,913.40 FNMA POOL #0AE4680 1,708,278.170 4.00% 11/1/2040 1,829,726.07 1,832,164.11 FNMA POOL #0AE5463 75,538.040 4.00% 10/1/2040 79,999.00 81,004.84 FNMA POOL #0AE7731 3,404,156.600 4.50% 11/1/2040 3,550,428.95 3,697,224.22 FEDEX CORP 135,000.000 2.63% 8/1/2022 135,703.58 136,952.31 FEDEX CORP 80,000.000 3.90% 2/1/2035 79,067.68 81,555.17 FEDEX CORP 150,000.000 4.10% 2/1/2045 149,148.00 145,586.19 FEDEX CORP 40,000.000 4.75% 11/15/2045 42,748.76 42,125.46 FEDEX CORP 100,000.000 3.30% 3/15/2027 99,598.00 103,411.42 FEDEX CORP 490,000.000 4.40% 1/15/2047 498,747.20 492,258.90 FIDELITY NATIONAL INFORMATION 211,000.000 3.50% 4/15/2023 209,328.88 219,678.50 FIDELITY NATIONAL INFORMATION 50,000.000 3.00% 8/15/2026 49,445.50 51,740.00 FIDELITY NATIONAL INFORMATION 80,000.000 4.25% 5/15/2028 79,723.20 89,674.40 FIDELITY NATIONAL INFORMATION 10,000.000 3.75% 5/21/2029 9,982.60 10,962.52 FIDELITY NATIONAL FINANCIAL IN 80,000.000 5.50% 9/1/2022 86,341.76 86,138.22 FIFTH THIRD BANK/CINCINNATI OH 250,000.000 2.88% 10/1/2021 246,570.00 253,785.72 FIFTH THIRD BANCORP 750,000.000 2.88% 7/27/2020 749,032.50 753,119.44 FIFTH THIRD BANCORP 250,000.000 2.60% 6/15/2022 249,930.00 253,188.95 FIRST REPUBLIC BANK/CA 100,000.000 4.38% 8/1/2046 100,425.99 110,484.70 FISERV INC 200,000.000 3.80% 10/1/2023 200,338.00 211,269.39 FISERV INC 100,000.000 2.75% 7/1/2024 99,832.00 101,766.49 FISERV INC 45,000.000 3.50% 7/1/2029 44,924.40 47,298.53 FISERV INC 40,000.000 4.40% 7/1/2049 39,755.20 45,411.34 FLORIDA POWER & LIGHT CO 75,000.000 4.95% 6/1/2035 81,669.15 93,697.18 FLORIDA POWER & LIGHT CO 125,000.000 5.95% 2/1/2038 155,140.63 173,203.15 FLORIDA POWER & LIGHT CO 110,000.000 3.15% 10/1/2049 109,299.30 111,267.28 FLUOR CORP 50,000.000 4.25% 9/15/2028 49,893.50 50,352.74 FLOWSERVE CORP 21,000.000 4.00% 11/15/2023 20,901.72 21,686.16 FORD CREDIT FLOORPLAN MAS 1 A1 2,829,999.994 2.07% 5/15/2022 2,793,630.08 2,830,460.72 FORD FOUNDATION/THE 550,000.000 3.86% 6/1/2047 550,000.00 619,842.64 FORD MOTOR CO 150,000.000 7.45% 7/16/2031 195,859.50 178,268.56 FORD MOTOR CO 80,000.000 4.75% 1/15/2043 76,585.92 71,101.88 FORD MOTOR CO 560,000.000 4.35% 12/8/2026 560,000.00 578,658.53 FORD MOTOR CREDIT CO LLC 1,040,000.000 8.13% 1/15/2020 1,289,600.00 1,041,944.18 FORD MOTOR CREDIT CO LLC 200,000.000 4.13% 8/4/2025 198,788.00 202,813.04 FORD MOTOR CREDIT CO LLC 300,000.000 4.14% 2/15/2023 300,000.00 308,661.44 FORD MOTOR CREDIT CO LLC 200,000.000 3.81% 10/12/2021 200,000.00 203,707.37 FORD MOTOR CREDIT CO LLC 200,000.000 4.69% 6/9/2025 200,000.00 207,928.46 FORTUNE BRANDS HOME & SECURITY 50,000.000 4.00% 9/21/2023 49,984.50 52,840.34 FOX CORP 144A 300,000.000 5.48% 1/25/2039 331,146.00 367,077.98 FOX CORP 144A 150,000.000 5.58% 1/25/2049 168,819.00 191,098.72 GATX CORP 50,000.000 3.25% 9/15/2026 49,657.50 50,904.13 GATX CORP 780,000.000 3.85% 3/30/2027 779,630.96 816,228.24 GATX CORP 150,000.000 4.35% 2/15/2024 149,904.00 160,411.19 GEICO CORP 320,000.000 7.35% 7/15/2023 372,147.20 375,042.75 GNMA II POOL #0BB5190 1,436,617.380 4.00% 10/20/2047 1,478,144.59 1,517,302.17 GNMA II POOL #0766706 336,404.034 3.50% 5/20/2042 339,452.69 354,764.09 GNMA POOL #0770402 8,647.324 4.50% 6/15/2041 9,358.27 9,403.75 GNMA POOL #0778869 718,861.870 4.00% 2/15/2042 763,341.47 765,843.84 GNMA POOL #0778882 79,888.677 3.50% 2/15/2042 83,419.88 84,053.27 GNMA POOL #0779104 27,120.530 3.50% 4/15/2042 28,319.29 28,533.47 GNMA POOL #0779220 351,110.590 3.00% 5/15/2042 357,440.82 361,648.60 GNMA POOL #0779396 428,109.140 3.50% 6/15/2042 458,712.24 450,275.64 GNMA POOL #0796269 450,150.730 3.50% 7/15/2042 485,529.78 473,479.92 GNMA POOL #0AA5819 1,080,439.700 3.00% 11/15/2042 1,054,103.99 1,119,255.12 GNMA II POOL #0AA5878 607,930.258 3.00% 12/20/2042 621,988.62 626,379.72 GNMA II POOL #0AA5970 189,248.520 3.00% 1/20/2043 191,555.00 195,318.37 GNMA II POOL #0AA6054 2,751,087.730 3.00% 2/20/2043 2,818,343.91 2,841,131.35 GNMA II POOL #0AA6144 354,947.060 3.00% 3/20/2043 363,432.52 367,089.27 GNMA II POOL #0AA6149 248,396.450 3.00% 3/20/2043 250,958.03 255,933.62 GNMA POOL #0AA6294 1,063,605.970 3.00% 4/15/2043 1,031,199.23 1,097,169.25 GNMA POOL #0AB2869 152,596.790 3.00% 9/15/2042 149,544.86 156,986.61 GNMA II POOL #0AB7500 18,050.736 3.50% 11/20/2042 18,858.92 18,729.20 GNMA POOL #0AB9203 264,930.260 3.00% 11/15/2042 282,409.26 273,289.62 GNMA II POOL #0AB9822 386,750.505 3.50% 3/20/2043 420,832.87 406,258.30 GNMA II POOL #0MA0023 160,173.730 4.00% 4/20/2042 174,883.43 169,624.19 GNMA II POOL #0MA0089 160,132.330 4.00% 5/20/2042 168,890.94 169,969.43 GNMA II POOL #0MA0154 152,832.850 3.50% 6/20/2042 159,675.69 161,489.98 GNMA II POOL #0MA0221 105,016.960 4.00% 7/20/2042 112,647.09 111,474.81 GNMA II POOL #0MA0317 355,177.296 3.00% 8/20/2042 354,055.76 368,028.94 GNMA II POOL #0MA0319 13,968.705 4.00% 8/20/2042 14,844.95 14,827.68 GNMA II POOL #0MA0443 205,801.710 2.50% 10/20/2027 199,651.77 208,473.72 GNMA II POOL #0MA0462 614,745.660 3.50% 10/20/2042 660,449.76 647,135.16 GNMA II POOL #0MA0533 352,111.810 3.00% 11/20/2042 368,066.90 364,852.53 GNMA II POOL #0MA0536 141,523.005 4.50% 11/20/2042 154,083.15 152,894.05 GNMA II POOL #0MA0537 50,665.053 5.00% 11/20/2042 55,320.67 55,982.24 GNMA II POOL #0MA0624 942,319.083 3.00% 12/20/2042 924,343.69 976,415.76 GNMA II POOL #0MA0625 861,214.269 3.50% 12/20/2042 932,072.25 909,558.33 GNMA II POOL #0MA0697 20,514.802 2.50% 1/20/2043 20,326.59 20,732.01

43 2019 | Investment Portfolio AS OF DEC. 31, 2019

GNMA II POOL #0MA0698 644,713.470 3.00% 1/20/2043 666,562.67 668,041.85 GNMA II POOL #0MA0699 2,611,617.046 3.50% 1/20/2043 2,789,820.94 2,750,187.02 GNMA II POOL #0MA0783 113,386.718 3.50% 2/20/2043 115,920.21 119,240.06 GNMA II POOL #0MA0851 102,414.300 3.00% 3/20/2043 104,596.61 106,120.17 GNMA II POOL #0MA0855 9,146.018 5.00% 3/20/2043 9,953.54 10,111.92 GNMA II POOL #0MA0927 1,194,010.470 3.50% 4/20/2043 1,191,306.92 1,224,989.74 GNMA II POOL #0MA0933 124,568.098 3.00% 4/20/2043 127,222.46 129,075.70 GNMA II POOL #0MA0934 150,572.145 3.50% 4/20/2043 158,406.61 158,963.05 GNMA II POOL #0MA0937 42,295.238 5.00% 4/20/2043 46,029.54 46,766.77 GNMA II POOL #0MA1012 311,068.531 3.50% 5/20/2043 327,878.38 327,414.86 GNMA II POOL #0MA1015 7,457.507 5.00% 5/20/2043 8,128.23 8,236.68 GNMA II POOL #0MA1157 154,851.095 3.50% 7/20/2043 161,676.54 163,448.95 GNMA II POOL #0MA1223 75,391.520 3.00% 8/20/2043 76,998.00 78,087.34 GNMA II POOL #0MA1225 37,558.357 4.00% 8/20/2043 39,850.18 39,865.52 GNMA II POOL #0MA1227 39,289.211 5.00% 8/20/2043 42,694.90 43,351.04 GNMA II POOL #0MA1285 303,169.898 3.50% 9/20/2043 318,649.36 319,155.46 GNMA II POOL #0MA1375 166,567.010 3.50% 10/20/2043 173,125.58 175,234.29 GNMA II POOL #0MA1377 12,491.794 4.50% 10/20/2043 13,372.78 13,404.05 GNMA II POOL #0MA1523 52,789.127 4.50% 12/20/2043 56,512.09 56,644.41 GNMA II POOL #0MA1600 217,711.660 3.50% 1/20/2044 224,468.89 228,440.00 GNMA II POOL #0MA1602 25,735.070 4.50% 1/20/2044 27,550.05 27,621.50 GNMA II POOL #0MA1760 45,382.786 3.50% 3/20/2044 47,269.26 47,586.97 GNMA II POOL #0MA1761 250,927.331 4.00% 3/20/2044 266,620.82 266,307.82 GNMA II POOL #0MA1838 64,340.950 3.50% 4/20/2044 67,015.47 67,352.26 GNMA II POOL #0MA1840 100,115.747 4.50% 4/20/2044 108,225.25 107,391.47 GNMA II POOL #0MA1919 68,343.790 3.50% 5/20/2044 71,184.70 71,542.30 GNMA II POOL #0MA1920 219,735.500 4.00% 5/20/2044 234,104.12 233,205.35 GNMA II POOL #0MA1922 19,241.252 5.00% 5/20/2044 20,909.13 21,219.71 GNMA II POOL #0MA1996 143,525.155 4.00% 6/20/2044 152,554.34 152,280.46 GNMA II POOL #0MA1998 13,726.464 5.00% 6/20/2044 14,916.31 15,152.47 GNMA II POOL #0MA2073 32,618.150 3.50% 7/20/2044 33,974.01 34,093.70 GNMA II POOL #0MA2074 41,900.681 4.00% 7/20/2044 44,367.33 44,431.82 GNMA II POOL #0MA2076 32,395.223 5.00% 7/20/2044 35,231.10 35,560.98 GNMA II POOL #0MA2148 83,990.515 3.50% 8/20/2044 87,481.85 87,761.74 GNMA II POOL #0MA2149 230,331.378 4.00% 8/20/2044 246,102.59 244,185.72 GNMA II POOL #0MA2303 318,444.438 3.50% 10/20/2044 334,205.61 333,700.84 GNMA II POOL #0MA2304 2,352,151.130 4.00% 10/20/2044 2,501,512.73 2,492,448.17 GNMA II POOL #0MA2371 758,976.070 3.50% 11/20/2044 765,024.16 791,645.57 GNMA II POOL #0MA2444 233,392.960 3.00% 12/20/2044 241,055.37 241,573.21 GNMA II POOL #0MA2445 176,342.848 3.50% 12/20/2044 185,932.83 183,982.33 GNMA II POOL #0MA2446 233,841.085 4.00% 12/20/2044 247,515.31 247,662.69 GNMA II POOL #0MA2447 156,657.180 4.50% 12/20/2044 170,119.95 167,833.23 GNMA II POOL #0MA2521 70,162.330 3.50% 1/20/2045 70,381.60 73,173.29 GNMA II POOL #0MA2522 52,476.370 4.00% 1/20/2045 55,565.59 55,577.74 GNMA II POOL #0MA2601 15,990.592 3.50% 2/20/2045 16,640.30 16,674.89 GNMA II POOL #0MA2602 98,555.640 4.00% 2/20/2045 104,416.79 104,350.33 GNMA II POOL #0MA2677 239,033.853 3.00% 3/20/2045 242,007.03 246,905.24 GNMA II POOL #0MA2678 149,637.977 3.50% 3/20/2045 157,093.24 156,003.12 GNMA II POOL #0MA2753 113,585.316 3.00% 4/20/2045 115,637.93 117,331.56 GNMA II POOL #0MA2754 28,258.340 3.50% 4/20/2045 29,406.50 29,393.49 GNMA II POOL #0MA2826 60,471.250 3.50% 5/20/2045 62,928.24 63,150.85 GNMA II POOL #0MA2828 20,901.228 4.50% 5/20/2045 22,348.16 22,365.21 GNMA II POOL #0MA2891 268,182.620 3.00% 6/20/2045 270,346.95 277,524.53 GNMA II POOL #0MA2892 430,141.230 3.50% 6/20/2045 445,188.89 448,460.37 GNMA II POOL #0MA2960 525,269.435 3.00% 7/20/2045 533,726.32 542,612.73 GNMA II POOL #0MA2961 274,321.730 3.50% 7/20/2045 285,467.55 286,007.49 GNMA II POOL #0MA3033 168,446.773 3.00% 8/20/2045 172,612.47 174,124.21 GNMA II POOL #0MA3035 24,805.470 4.00% 8/20/2045 26,178.03 26,240.70 GNMA II POOL #0MA3105 124,186.636 3.50% 9/20/2045 129,232.42 129,476.99 GNMA II POOL #0MA3106 105,473.392 4.00% 9/20/2045 111,309.55 110,979.37 GNMA II POOL #0MA3173 461,704.738 3.50% 10/20/2045 483,359.12 483,031.06 GNMA II POOL #0MA3174 52,638.440 4.00% 10/20/2045 55,551.11 55,209.13 GNMA II POOL #0MA3175 32,180.560 4.50% 10/20/2045 34,408.29 34,381.69 GNMA II POOL #0MA3245 521,676.330 4.00% 11/20/2045 554,878.97 549,624.87 GNMA II POOL #0MA3309 26,307.071 3.00% 12/20/2045 26,782.46 27,176.34 GNMA II POOL #0MA3310 23,335.942 3.50% 12/20/2045 24,284.09 24,378.41 GNMA II POOL #0MA3313 175,786.247 5.00% 12/20/2045 191,174.56 193,833.76 GNMA II POOL #0MA3377 32,544.330 4.00% 1/20/2046 34,345.10 34,243.28 GNMA II POOL #0MA3381 51,094.751 6.00% 1/20/2046 57,829.63 58,233.81 GNMA II POOL #0MA3455 348,888.140 4.00% 2/20/2046 368,193.23 367,101.62 GNMA II POOL #0MA3521 530,904.010 3.50% 3/20/2046 563,276.28 553,297.57 GNMA II POOL #0MA3596 380,602.550 3.00% 4/20/2046 394,142.93 393,065.59 GNMA II POOL #0MA3597 556,204.037 3.50% 4/20/2046 587,464.75 579,214.76 GNMA II POOL #0MA3598 115,498.765 4.00% 4/20/2046 121,868.04 121,435.73 GNMA II POOL #0MA3662 1,642,373.532 3.00% 5/20/2046 1,668,527.47 1,695,092.29 GNMA II POOL #0MA3663 656,953.280 3.50% 5/20/2046 692,994.13 684,466.87 GNMA II POOL #0MA3664 324,303.580 4.00% 5/20/2046 342,187.56 339,450.87 GNMA II POOL #0MA3736 921,472.485 3.50% 6/20/2046 972,603.90 958,522.20 GNMA II POOL #0MA3737 178,241.820 4.00% 6/20/2046 191,387.16 187,792.63 GNMA II POOL #0MA3738 100,007.218 4.50% 6/20/2046 106,930.42 107,044.68 GNMA II POOL #0MA3802 438,381.000 3.00% 7/20/2046 456,828.00 452,613.03

44 2019 | Investment Portfolio AS OF DEC. 31, 2019

GNMA II POOL #0MA3803 944,266.960 3.50% 7/20/2046 994,327.30 980,899.41 GNMA II POOL #0MA3805 36,004.216 4.50% 7/20/2046 38,496.67 38,486.77 GNMA II POOL #0MA3873 159,276.832 3.00% 8/20/2046 162,105.67 164,450.28 GNMA II POOL #0MA3874 392,560.650 3.50% 4/20/2046 408,384.02 408,057.59 GNMA II POOL #0MA3936 983,171.330 3.00% 8/20/2046 1,011,184.46 1,015,619.31 GNMA II POOL #0MA3937 337,020.080 3.50% 9/20/2046 350,604.70 350,517.14 GNMA II POOL #0MA4003 2,205,789.130 3.00% 10/20/2046 2,216,729.28 2,277,079.24 GNMA II POOL #0MA4004 630,571.074 3.50% 10/20/2046 653,773.67 655,421.53 GNMA II POOL #0MA4068 396,619.190 3.00% 11/20/2046 403,663.35 409,410.21 GNMA II POOL #0MA4069 763,341.350 3.50% 9/20/2046 796,856.80 793,118.19 GNMA II POOL #0MA4126 348,694.045 3.00% 11/20/2046 354,887.03 360,110.49 GNMA II POOL #0MA4129 73,456.227 4.50% 12/20/2046 78,541.36 78,651.51 GNMA II POOL #0MA4195 373,756.441 3.00% 1/20/2047 380,410.87 385,715.73 GNMA II POOL #0MA4196 550,824.000 3.50% 1/20/2047 572,390.79 570,908.43 GNMA II POOL #0MA4261 858,793.186 3.00% 2/20/2047 857,970.39 885,166.40 GNMA II POOL #0MA4262 1,608,844.120 3.50% 2/20/2047 1,679,168.21 1,671,441.35 GNMA II POOL #0MA4321 148,815.270 3.50% 2/20/2047 154,846.90 154,831.09 GNMA II POOL #0MA4381 591,096.580 3.00% 4/20/2047 602,410.55 608,924.99 GNMA II POOL #0MA4383 540,553.140 4.00% 4/20/2047 569,502.32 564,535.79 GNMA II POOL #0MA4425 136,589.830 3.00% 5/20/2032 141,604.85 140,637.82 GNMA II POOL #0MA4450 676,642.130 3.00% 5/20/2047 686,821.40 698,170.55 GNMA II POOL #0MA4451 296,697.990 3.50% 5/20/2047 308,723.48 308,649.62 GNMA II POOL #0MA4509 560,862.770 3.00% 6/20/2047 570,992.14 578,541.93 GNMA II POOL #0MA4510 370,885.950 3.50% 6/20/2047 385,594.00 383,514.62 GNMA II POOL #0MA4511 2,740,227.760 4.00% 6/20/2047 2,871,060.39 2,866,224.97 GNMA II POOL #0MA4586 1,446,921.400 3.50% 7/20/2047 1,497,902.78 1,503,129.25 GNMA II POOL #0MA4588 229,480.870 4.50% 7/20/2047 244,899.11 244,365.08 GNMA II POOL #0MA4652 293,958.040 3.50% 8/20/2047 305,854.17 305,376.52 GNMA II POOL #0MA4718 1,575,352.760 3.00% 9/20/2047 1,598,490.75 1,624,381.12 GNMA II POOL #0MA4719 734,463.820 3.50% 9/20/2047 765,965.44 762,910.49 GNMA II POOL #0MA4720 1,283,391.500 4.00% 9/20/2047 1,358,189.18 1,345,754.18 GNMA II POOL #0MA4777 1,170,608.050 3.00% 10/20/2047 1,147,012.97 1,204,721.09 GNMA II POOL #0MA4778 578,977.360 3.50% 10/20/2047 602,000.77 598,601.62 GNMA II POOL #0MA4828 315,756.770 3.50% 11/20/2047 313,980.63 321,476.76 GNMA II POOL #0MA4837 926,376.410 3.50% 11/20/2047 961,983.99 961,455.82 GNMA II POOL #0MA4900 2,277,289.600 3.50% 12/20/2047 2,350,856.72 2,365,667.43 GNMA II POOL #0MA5019 3,850,193.200 3.50% 2/20/2048 3,877,866.46 3,998,902.48 GNMA II POOL #0MA5263 775,553.070 3.50% 6/20/2048 776,098.36 799,857.48 GNMA II POOL #0MA5331 3,487,504.589 4.50% 7/20/2048 3,672,778.27 3,672,107.52 GNMA II POOL #0MA5986 3,898,824.362 4.00% 6/20/2049 4,044,725.68 4,039,013.77 GNMA II POOL #0MA6040 2,304,749.200 4.00% 7/20/2049 2,404,141.51 2,388,396.27 GNMA II POOL #0AD1744 805,218.840 3.00% 2/20/2043 838,656.51 831,592.16 GNMA II POOL #0AD2190 120,396.230 3.50% 2/20/2043 125,703.01 126,467.35 GNMA II POOL #0AD7621 279,923.930 4.00% 2/20/2043 301,793.00 295,941.98 GNMA II POOL #0AD8811 1,409,479.743 3.00% 3/20/2043 1,421,714.96 1,455,619.22 GNMA II POOL #0AD8821 803,777.597 3.50% 3/20/2043 850,117.72 851,057.35 GNMA POOL #0AE7498 1,321,611.414 3.50% 6/15/2043 1,360,846.76 1,403,947.18 GNMA POOL #0AE8419 234,520.630 4.00% 6/15/2044 249,178.16 246,781.49 GNMA POOL #0AH3713 43,198.346 4.00% 7/15/2044 45,696.02 45,764.11 GNMA POOL #0AK6889 109,768.029 3.00% 2/15/2045 112,498.39 113,218.82 GNMA POOL #0AL9314 60,308.509 3.00% 3/15/2045 61,546.94 62,098.95 GNMA II POOL #0AL9364 1,284,749.125 3.50% 3/20/2045 1,342,161.35 1,342,936.52 GNMA II POOL #0AM4379 142,634.987 3.50% 5/20/2045 148,451.78 150,326.70 GNMA II POOL #0AM4971 481,118.630 3.50% 4/20/2045 500,945.28 502,761.80 GLP CAPITAL LP / GLP FINANCING 20,000.000 5.38% 11/1/2023 21,075.00 21,761.60 GLP CAPITAL LP / GLP FINANCING 40,000.000 5.38% 4/15/2026 41,800.00 44,216.00 GLP CAPITAL LP / GLP FINANCING 20,000.000 5.25% 6/1/2025 20,850.00 21,952.00 GLP CAPITAL LP / GLP FINANCING 20,000.000 5.75% 6/1/2028 21,300.00 22,708.00 GNMA POOL #0AM8608 24,130.520 4.00% 6/15/2045 25,450.42 25,562.03 GNMA POOL #0AN1007 283,010.386 4.00% 5/15/2045 301,198.61 299,744.18 GNMA II POOL #0AP5698 1,313,026.170 4.00% 9/20/2045 1,356,520.16 1,383,158.64 GNMA II POOL #0AS7206 1,743,467.630 3.50% 4/20/2046 1,751,095.29 1,821,912.34 GNMA II POOL #0AU0807 1,252,501.915 3.50% 7/20/2046 1,341,742.66 1,308,577.80 GNMA II POOL #0AU9544 635,755.540 3.00% 10/20/2046 635,556.86 656,536.95 GNMA II POOL #0AU9589 604,177.460 3.00% 11/20/2046 604,932.69 624,798.51 GNMA II POOL #0AX0409 1,078,864.485 3.50% 10/20/2046 1,126,064.81 1,127,830.34 GNMA POOL #0AY0511 1,202,951.440 4.00% 6/15/2047 1,244,114.92 1,279,751.16 GNMA POOL #0726139 181,172.000 4.50% 1/15/2040 199,543.94 197,179.86 GNMA POOL #0726454 140,660.480 5.00% 10/15/2039 154,111.15 156,571.89 GNMA POOL #0729351 12,228.634 4.50% 7/15/2041 13,234.00 13,299.89 GNMA POOL #0729589 2,000.970 4.00% 2/15/2040 2,114.59 2,116.82 GNMA POOL #0734151 281,749.290 4.00% 1/15/2041 295,176.42 300,133.94 GNMA POOL #0736661 33,278.390 4.00% 4/15/2040 35,167.78 35,421.88 GNMA POOL #0736666 33,224.300 4.50% 4/15/2040 35,858.93 36,139.43 GNMA POOL #0744371 1,699,939.552 4.00% 9/15/2041 1,790,004.35 1,810,090.11 GNMA POOL #0717173 7,348.380 4.50% 6/15/2039 7,929.76 7,996.38 GNMA POOL #0723600 160,317.662 4.50% 1/15/2040 176,249.23 175,412.96 GNMA POOL #0745138 43,189.529 4.50% 6/15/2040 46,614.39 46,986.17 GNMA POOL #0748616 21,835.432 6.50% 11/15/2038 24,435.45 24,087.18 GNMA POOL #0604801 73,629.100 5.00% 11/15/2033 82,234.50 81,523.89 GNMA II POOL #0003334 224,334.690 6.00% 1/20/2033 238,075.16 256,397.91

45 2019 | Investment Portfolio AS OF DEC. 31, 2019

GNMA II POOL #0003473 47,529.000 5.50% 11/20/2033 46,214.53 53,493.55 GNMA II POOL #0003486 935,173.320 4.50% 12/20/2033 1,005,749.66 996,570.54 GNMA II POOL #0003500 28,920.741 5.50% 1/20/2034 31,193.29 32,545.87 GNMA II POOL #0003556 210,345.392 5.50% 5/20/2034 224,324.06 236,749.21 GNMA II POOL #0003625 64,948.780 6.00% 10/20/2034 68,399.19 74,189.01 GNMA II POOL #0004223 42,809.094 6.50% 8/20/2038 47,728.82 48,504.98 GNMA II POOL #0004292 25,106.489 6.50% 11/20/2038 27,991.78 29,402.97 GNMA II POOL #0004396 225,578.653 4.00% 3/20/2039 238,821.76 239,114.04 GNMA II POOL #0004800 171,015.306 4.00% 9/20/2040 179,572.60 181,344.91 GNMA II POOL #0004801 30,502.380 4.50% 9/20/2040 32,869.86 32,953.33 GNMA II POOL #0004833 161,775.620 4.00% 10/20/2040 169,653.78 171,564.27 GNMA II POOL #0004922 652,167.530 4.00% 1/20/2041 678,761.15 691,825.99 GNMA II POOL #0005114 31,838.577 4.00% 7/20/2041 34,126.99 33,792.01 GNMA II POOL #0005115 56,073.360 4.50% 7/20/2041 60,174.80 60,575.80 GNMA II POOL #0005233 585,748.813 4.00% 11/20/2041 632,740.60 621,687.50 GNMA II POOL #0005280 263,723.280 4.00% 1/20/2042 282,704.12 279,926.92 GNMA II POOL #0005305 86,107.747 4.00% 2/20/2042 92,422.55 91,402.90 GNMA II POOL #0005331 241,409.180 3.50% 3/20/2042 258,345.52 255,107.51 GNMA POOL #0470009 1,207,515.955 4.00% 9/15/2041 1,273,132.30 1,285,563.23 GNMA II POOL #0783726 44,908.351 3.50% 3/20/2043 46,919.03 47,162.86 GNMA POOL #0783798 15,646.337 6.00% 9/15/2040 17,655.84 17,899.89 GNMA II POOL #0783976 51,564.340 3.50% 4/20/2043 53,857.57 54,458.88 GNMA POOL #0781636 45,477.217 5.50% 7/15/2033 44,417.62 51,014.00 GNMA POOL #0781760 40,637.990 5.50% 6/15/2034 45,793.93 45,609.74 GNMA II POOL #0752631 1,025,584.673 4.50% 10/20/2040 1,103,280.10 1,105,070.09 GNMA POOL #0754145 884,984.130 4.00% 8/15/2041 945,965.06 942,496.53 GNMA POOL #0782483 130,967.936 5.00% 12/15/2038 142,459.91 145,862.47 GNMA POOL #0782561 29,682.030 6.50% 10/15/2038 33,219.42 34,635.96 GNMA POOL #0782604 44,640.250 5.50% 3/15/2039 49,409.03 50,070.60 GNMA POOL #0782655 18,523.576 5.50% 5/15/2039 20,126.29 20,761.12 GNMA POOL #0782934 51,750.030 5.50% 2/15/2040 58,105.60 58,026.69 GNMA POOL #0782989 1,720,494.450 4.50% 6/15/2040 1,869,962.42 1,871,930.74 GNMA POOL #0783276 18,644.538 4.50% 3/15/2041 20,123.00 20,282.18 GNMA POOL #0783287 9,211.450 6.00% 8/15/2040 10,483.52 10,504.35 GNMA POOL #0783292 164,592.960 6.00% 12/15/2040 187,121.63 188,274.23 GNMA POOL #0647471 669,528.800 5.00% 11/15/2035 744,013.90 740,971.67 GNMA POOL #0649454 9,230.830 5.50% 9/15/2035 10,270.32 9,903.40 GNMA POOL #0676842 30,947.630 5.50% 5/15/2038 34,748.40 34,739.97 GNMA POOL #0685412 341,479.575 4.50% 2/15/2039 362,448.54 366,101.31 GNMA POOL #0688021 86,731.527 6.00% 10/15/2038 96,716.65 98,802.42 GNMA POOL #0690085 3,614.562 5.50% 7/15/2038 4,011.34 3,889.22 GNMA POOL #0691238 16,243.482 5.50% 6/15/2038 17,648.93 17,428.73 GNMA POOL #0697532 64,720.660 5.50% 11/15/2038 72,669.18 69,443.39 GNMA POOL #0697581 15,929.000 5.50% 11/15/2038 17,885.29 17,853.58 GNMA POOL #0697646 62,811.950 5.50% 10/15/2038 70,526.06 69,629.95 GNMA POOL #0697704 1,992.190 5.50% 12/15/2038 2,236.84 2,235.57 GNMA POOL #0698214 37,915.950 5.00% 6/15/2039 42,217.05 42,186.61 GNMA POOL #0702547 4,369.820 5.50% 11/15/2038 4,906.49 4,903.65 GNMA POOL #0704544 12,670.714 5.00% 5/15/2039 13,936.93 14,048.92 GNMA POOL #0709493 19,822.715 5.50% 9/15/2039 21,537.83 22,218.32 GNMA POOL #0710983 35,687.580 4.50% 11/15/2039 39,128.08 38,818.66 GNMA POOL #0710994 603,840.650 5.00% 11/15/2039 638,104.16 672,432.88 GNMA POOL #0711044 368,980.983 4.50% 12/15/2039 390,658.61 400,453.04 GENERAL DYNAMICS CORP 500,000.000 1.88% 8/15/2023 496,580.00 500,231.61 GENERAL DYNAMICS CORP 100,000.000 2.38% 11/15/2024 99,200.00 101,831.20 GENERAL DYNAMICS CORP 55,000.000 3.75% 5/15/2028 54,690.90 60,560.52 GENERAL DYNAMICS CORP 50,000.000 3.38% 5/15/2023 49,808.00 52,244.82 GENERAL DYNAMICS CORP 250,000.000 3.00% 5/11/2021 248,824.50 254,207.30 GENERAL ELECTRIC CO 573,000.000 6.75% 3/15/2032 635,466.36 736,140.70 GENERAL MILLS INC 250,000.000 3.15% 12/15/2021 248,717.50 255,606.23 GENERAL MILLS INC 410,000.000 4.20% 4/17/2028 408,376.20 457,035.29 GENERAL MILLS INC 50,000.000 4.55% 4/17/2038 49,922.00 57,946.78 GENERAL MILLS INC 10,000.000 4.70% 4/17/2048 9,980.80 11,930.73 GENERAL MOTORS CO 100,000.000 4.00% 4/1/2025 100,319.00 105,424.56 GENERAL MOTORS CO 100,000.000 5.20% 4/1/2045 102,523.00 101,000.22 GENERAL MOTORS CO 100,000.000 6.60% 4/1/2036 114,972.00 118,030.04 GENERAL MOTORS CO 175,000.000 6.75% 4/1/2046 174,840.75 205,297.25 GENERAL MOTORS CO 200,000.000 5.95% 4/1/2049 198,864.00 221,722.45 GENERAL MOTORS FINANCIAL CO IN 250,000.000 3.45% 4/10/2022 247,910.00 255,684.03 GENERAL MOTORS FINANCIAL CO IN 35,000.000 3.70% 5/9/2023 34,910.05 36,084.66 GENERAL MOTORS FINANCIAL CO IN 750,000.000 3.45% 1/14/2022 749,010.00 766,787.32 GENERAL MOTORS FINANCIAL CO IN 200,000.000 3.25% 1/5/2023 197,586.00 204,421.29 GENERAL MOTORS FINANCIAL CO IN 200,000.000 4.15% 6/19/2023 199,704.00 210,097.80 GENERAL MOTORS FINANCIAL CO IN 800,000.000 4.20% 11/6/2021 799,824.00 829,432.50 GENWORTH HOLDINGS INC 320,000.000 7.70% 6/15/2020 320,000.00 327,275.20 GEORGE WASHINGTON UNIVERSITY/T 100,000.000 4.87% 9/15/2045 103,958.00 125,448.56 GEORGIA-PACIFIC LLC 100,000.000 7.38% 12/1/2025 121,349.00 126,566.32 GEORGIA POWER CO 100,000.000 4.30% 3/15/2043 99,349.00 109,303.81 GILEAD SCIENCES INC 100,000.000 5.65% 12/1/2041 109,650.00 131,426.99 GILEAD SCIENCES INC 560,000.000 4.80% 4/1/2044 570,812.48 672,997.53 GILEAD SCIENCES INC 100,000.000 4.50% 2/1/2045 105,218.00 116,250.10

46 2019 | Investment Portfolio AS OF DEC. 31, 2019

GILEAD SCIENCES INC 120,000.000 3.25% 9/1/2022 120,988.80 124,040.95 GILEAD SCIENCES INC 75,000.000 4.75% 3/1/2046 75,295.75 90,190.12 GILEAD SCIENCES INC 50,000.000 3.65% 3/1/2026 49,798.00 53,849.73 GILEAD SCIENCES INC 25,000.000 4.60% 9/1/2035 24,916.25 29,853.09 GILEAD SCIENCES INC 15,000.000 1.95% 3/1/2022 14,965.35 15,021.30 GILEAD SCIENCES INC 40,000.000 4.15% 3/1/2047 39,713.20 44,562.22 GILEAD SCIENCES INC 50,000.000 2.95% 3/1/2027 49,987.00 51,946.62 GLAXOSMITHKLINE CAPITAL INC 270,000.000 6.38% 5/15/2038 358,474.32 387,707.38 GLAXOSMITHKLINE CAPITAL INC 50,000.000 2.80% 3/18/2023 49,496.00 51,241.52 GLAXOSMITHKLINE CAPITAL INC 500,000.000 3.38% 5/15/2023 497,655.00 521,492.29 GLENCORE FUNDING LLC 144A 1,000,000.000 4.13% 3/12/2024 995,270.00 1,047,396.14 GOLDMAN SACHS GROUP INC/THE 824,000.000 5.95% 1/15/2027 848,803.52 984,764.08 GOLDMAN SACHS GROUP INC/THE 100,000.000 6.75% 10/1/2037 124,114.00 138,912.88 GOLDMAN SACHS GROUP INC/THE 250,000.000 6.25% 2/1/2041 251,846.55 349,589.49 GOLDMAN SACHS GROUP INC/THE 375,000.000 4.25% 10/21/2025 372,375.00 407,338.27 GOLDMAN SACHS GROUP INC/THE 675,000.000 3.85% 1/26/2027 675,666.00 718,569.83 GOLDMAN SACHS GROUP INC/THE 80,000.000 3.00% 4/26/2022 79,744.00 81,010.41 GOLDMAN SACHS GROUP INC/THE 100,000.000 4.41% 4/23/2039 100,000.00 113,954.24 GOLDMAN SACHS GROUP INC/THE 200,000.000 3.63% 2/20/2024 207,834.00 209,949.70 GOLDMAN SACHS GROUP INC/THE 1,100,000.000 2.35% 11/15/2021 1,099,273.00 1,104,370.99 GOLDMAN SACHS GROUP INC/THE 235,000.000 3.50% 11/16/2026 232,979.35 247,324.91 GOLDMAN SACHS GROUP INC/THE 100,000.000 3.50% 1/23/2025 99,958.00 104,981.25 GOLDMAN SACHS GROUP INC/THE 50,000.000 3.75% 5/22/2025 49,839.00 53,077.66 GOLDMAN SACHS GROUP INC/THE 25,000.000 5.15% 5/22/2045 24,837.50 30,730.86 WW GRAINGER INC 40,000.000 4.60% 6/15/2045 43,453.32 47,827.78 WW GRAINGER INC 50,000.000 3.75% 5/15/2046 49,661.00 51,566.80 GULF POWER CO 400,000.000 3.30% 5/30/2027 399,320.00 416,813.13 HCA INC 80,000.000 5.00% 3/15/2024 83,200.00 87,453.35 HCA INC 255,000.000 5.25% 4/15/2025 275,459.00 285,321.99 HCA INC 60,000.000 5.25% 6/15/2026 62,925.00 67,219.93 HCA INC 50,000.000 4.50% 2/15/2027 50,437.50 53,924.54 HCA INC 60,000.000 5.50% 6/15/2047 61,300.00 68,969.88 HCA INC 400,000.000 4.13% 6/15/2029 397,988.00 424,431.67 HCA INC 50,000.000 4.75% 5/1/2023 51,312.50 53,565.73 HEALTHPEAK PROPERTIES INC 100,000.000 4.00% 6/1/2025 99,126.00 107,522.02 HALLIBURTON CO 200,000.000 6.70% 9/15/2038 276,592.00 264,963.79 HALLIBURTON CO 400,000.000 4.50% 11/15/2041 397,523.12 425,064.12 HALLIBURTON CO 150,000.000 5.00% 11/15/2045 152,886.00 171,469.64 HARLEY-DAVIDSON FINANCIAL 144A 750,000.000 3.35% 2/15/2023 749,340.00 767,240.87 L3HARRIS TECHNOLOGIES INC 40,000.000 5.05% 4/27/2045 45,066.44 49,350.77 L3HARRIS TECHNOLOGIES INC 100,000.000 4.40% 6/15/2028 99,990.00 111,490.82 HARTFORD FINANCIAL SERVICES GR 43,000.000 4.30% 4/15/2043 42,656.00 47,872.94 HARTFORD FINANCIAL SERVICES GR 100,000.000 4.40% 3/15/2048 98,997.00 115,267.59 HASBRO INC 50,000.000 3.15% 5/15/2021 49,953.00 50,626.98 HASBRO INC 375,000.000 3.50% 9/15/2027 374,527.50 373,493.46 HEALTHCARE REALTY TRUST INC 50,000.000 3.63% 1/15/2028 49,576.50 51,840.55 WELLTOWER INC 640,000.000 3.75% 3/15/2023 626,419.20 667,891.81 WELLTOWER INC 50,000.000 4.00% 6/1/2025 49,963.00 53,833.21 HEALTHPEAK PROPERTIES INC 150,000.000 3.00% 1/15/2030 149,460.00 150,592.56 HERSHEY CO/THE 900,000.000 3.38% 5/15/2023 899,622.00 942,425.29 HESS CORP 140,000.000 5.60% 2/15/2041 153,492.80 163,957.27 HP INC 40,000.000 6.00% 9/15/2041 42,583.04 44,352.11 HP INC 100,000.000 4.05% 9/15/2022 102,880.00 104,483.04 HEWLETT PACKARD ENTERPRISE CO 800,000.000 4.90% 10/15/2025 822,013.00 889,263.62 HEWLETT PACKARD ENTERPRISE CO 130,000.000 6.20% 10/15/2035 136,738.92 155,956.47 HEWLETT PACKARD ENTERPRISE CO 50,000.000 6.35% 10/15/2045 49,966.00 60,206.64 HEWLETT PACKARD ENTERPRISE CO 250,000.000 3.50% 10/5/2021 249,908.50 256,293.00 HIGHWOODS REALTY LP 100,000.000 4.20% 4/15/2029 99,717.00 107,574.88 HOME DEPOT INC/THE 157,000.000 5.88% 12/16/2036 177,905.02 216,735.62 HOME DEPOT INC/THE 23,000.000 5.40% 9/15/2040 24,493.09 30,519.27 HOME DEPOT INC/THE 53,000.000 5.95% 4/1/2041 62,332.72 74,890.94 HOME DEPOT INC/THE 350,000.000 4.88% 2/15/2044 401,579.50 445,503.29 HOME DEPOT INC/THE 280,000.000 4.40% 3/15/2045 302,469.25 334,680.52 HOME DEPOT INC/THE 200,000.000 2.80% 9/14/2027 197,070.00 208,048.40 HONEYWELL INTERNATIONAL INC 100,000.000 3.81% 11/21/2047 106,482.00 113,777.82 SERVICE PROPERTIES TRUST 265,000.000 4.95% 2/15/2027 273,835.28 274,859.04 HOST HOTELS & RESORTS LP 50,000.000 4.75% 3/1/2023 53,665.00 53,376.24 HUDSON PACIFIC PROPERTIES LP 200,000.000 4.65% 4/1/2029 197,326.00 220,178.54 HUDSON PACIFIC PROPERTIES LP 50,000.000 3.25% 1/15/2030 49,634.00 49,747.49 HUMANA INC 40,000.000 4.63% 12/1/2042 42,265.04 45,029.11 HUMANA INC 150,000.000 3.85% 10/1/2024 149,800.50 159,470.01 JB HUNT TRANSPORT SERVICES INC 450,000.000 3.88% 3/1/2026 449,973.00 483,595.76 HUNTINGTON NATIONAL BANK/THE 250,000.000 2.50% 8/7/2022 249,405.00 252,775.55 HUNTSMAN INTERNATIONAL LLC 400,000.000 4.50% 5/1/2029 395,480.00 425,092.65 HYATT HOTELS CORP 50,000.000 4.38% 9/15/2028 49,933.00 54,288.99 IBM CREDIT LLC 50,000.000 1.80% 1/20/2021 49,896.50 49,969.61 IDEX CORP 250,000.000 4.20% 12/15/2021 249,372.50 257,199.48 ILLINOIS TOOL WORKS INC 400,000.000 4.88% 9/15/2041 401,638.56 508,287.91 ILLINOIS TOOL WORKS INC 100,000.000 2.65% 11/15/2026 96,393.99 102,697.59 INDIANA MICHIGAN POWER CO 100,000.000 3.75% 7/1/2047 99,304.00 104,692.10 INGERSOLL-RAND GLOBAL HOLDING 225,000.000 2.90% 2/21/2021 224,635.50 227,067.39

47 2019 | Investment Portfolio AS OF DEC. 31, 2019

INGRAM MICRO INC 400,000.000 5.45% 12/15/2024 398,596.00 420,306.23 INTEL CORP 100,000.000 3.30% 10/1/2021 104,089.00 102,768.88 INTEL CORP 200,000.000 3.10% 7/29/2022 199,950.00 206,394.51 INTEL CORP 25,000.000 3.70% 7/29/2025 24,962.75 27,042.92 INTEL CORP 200,000.000 2.60% 5/19/2026 199,024.00 205,075.75 INTEL CORP 100,000.000 4.10% 5/19/2046 100,545.01 115,451.67 INTEL CORP 120,000.000 4.10% 5/11/2047 123,865.92 139,449.35 INTEL CORP 614,000.000 3.73% 12/8/2047 595,836.62 675,998.88 INTEGRYS HOLDING INC 240,000.000 4.17% 11/1/2020 239,848.80 243,711.59 INTERCONTINENTAL EXCHANGE INC 30,000.000 3.75% 12/1/2025 29,994.90 32,307.51 INTERCONTINENTAL EXCHANGE INC 50,000.000 4.25% 9/21/2048 49,644.00 59,179.95 INTERCONTINENTAL EXCHANGE INC 35,000.000 3.75% 9/21/2028 34,733.65 38,033.45 INTERNATIONAL BUSINESS MACHINE 150,000.000 5.60% 11/30/2039 181,803.75 198,235.87 INTERNATIONAL BUSINESS MACHINE 120,000.000 4.00% 6/20/2042 120,789.84 132,591.15 INTERNATIONAL BUSINESS MACHINE 100,000.000 1.88% 8/1/2022 98,398.00 99,990.09 INTERNATIONAL BUSINESS MACHINE 250,000.000 3.63% 2/12/2024 249,480.00 265,061.60 INTERNATIONAL BUSINESS MACHINE 100,000.000 3.45% 2/19/2026 99,665.00 106,674.68 INTERNATIONAL BUSINESS MACHINE 390,000.000 2.50% 1/27/2022 395,898.36 394,572.94 INTERNATIONAL BUSINESS MACHINE 100,000.000 2.85% 5/13/2022 99,946.00 102,262.24 INTERNATIONAL BUSINESS MACHINE 150,000.000 3.00% 5/15/2024 149,427.00 155,657.77 INTERNATIONAL BUSINESS MACHINE 100,000.000 3.30% 5/15/2026 99,814.00 105,565.87 INTERNATIONAL BUSINESS MACHINE 130,000.000 3.50% 5/15/2029 129,673.70 139,868.02 INTERNATIONAL BUSINESS MACHINE 600,000.000 4.15% 5/15/2039 682,404.00 676,815.96 INTERNATIONAL BUSINESS MACHINE 150,000.000 4.25% 5/15/2049 147,871.50 171,669.46 INTERNATIONAL PAPER CO 160,000.000 4.80% 6/15/2044 169,350.56 175,846.40 INTERNATIONAL PAPER CO 315,000.000 3.80% 1/15/2026 313,418.70 336,226.69 INTERNATIONAL PAPER CO 100,000.000 3.00% 2/15/2027 99,812.00 103,122.15 INTERNATIONAL PAPER CO 150,000.000 4.35% 8/15/2048 149,847.00 159,711.73 INTERPUBLIC GROUP OF COS INC/T 100,000.000 3.75% 2/15/2023 99,699.00 104,526.91 INTERPUBLIC GROUP OF COS INC/T 80,000.000 4.20% 4/15/2024 85,122.32 86,137.22 INTERPUBLIC GROUP OF COS INC/T 200,000.000 5.40% 10/1/2048 198,726.00 245,472.95 INTERSTATE POWER & LIGHT CO 100,000.000 3.25% 12/1/2024 100,956.99 104,146.58 INTERSTATE POWER & LIGHT CO 500,000.000 4.10% 9/26/2028 500,430.00 548,543.28 IPALCO ENTERPRISES INC 200,000.000 3.70% 9/1/2024 197,968.00 206,907.46 ITC HOLDINGS CORP 50,000.000 3.35% 11/15/2027 49,966.00 52,183.73 JPMORGAN CHASE & CO 155,000.000 2.30% 8/15/2021 155,000.00 155,381.90 JPMORGAN CHASE & CO 80,000.000 5.50% 10/15/2040 97,333.28 107,641.76 JPMORGAN CHASE & CO 150,000.000 5.60% 7/15/2041 156,721.50 205,430.78 JPMORGAN CHASE & CO 920,000.000 3.25% 9/23/2022 906,589.60 951,874.33 JPMORGAN CHASE & CO 200,000.000 3.20% 1/25/2023 199,320.00 206,408.76 JPMORGAN CHASE & CO 200,000.000 3.38% 5/1/2023 191,290.00 207,837.23 JPMORGAN CHASE & CO 800,000.000 3.88% 2/1/2024 795,536.00 853,906.90 JPMORGAN CHASE & CO 160,000.000 4.85% 2/1/2044 184,307.36 204,584.49 JPMORGAN CHASE & CO 300,000.000 3.88% 9/10/2024 300,849.00 321,172.42 JPMORGAN CHASE & CO 200,000.000 2.55% 3/1/2021 199,850.00 201,546.99 JPMORGAN CHASE & CO 100,000.000 3.30% 4/1/2026 101,933.00 105,265.04 JPMORGAN CHASE & CO 850,000.000 2.70% 5/18/2023 830,222.23 865,465.95 JPMORGAN CHASE & CO 300,000.000 2.40% 6/7/2021 299,523.00 301,978.78 JPMORGAN CHASE & CO 200,000.000 2.95% 10/1/2026 200,576.00 206,119.49 JPMORGAN CHASE & CO 1,790,000.000 3.63% 12/1/2027 1,874,319.30 1,891,193.23 JABIL INC 25,000.000 3.95% 1/12/2028 24,928.50 25,666.74 JPMORGAN CHASE & CO 265,000.000 2.78% 4/25/2023 266,156.73 269,184.50 JPMORGAN CHASE & CO 350,000.000 3.54% 5/1/2028 350,000.00 371,883.49 JPMORGAN CHASE & CO 75,000.000 3.56% 4/23/2024 75,000.00 78,156.69 JPMORGAN CHASE & CO 100,000.000 4.01% 4/23/2029 100,000.00 109,843.36 JPMORGAN CHASE & CO 400,000.000 3.96% 1/29/2027 419,980.00 434,132.00 JPMORGAN CHASE & CO 300,000.000 3.21% 4/1/2023 305,652.00 307,154.16 JPMORGAN CHASE & CO 200,000.000 3.70% 5/6/2030 206,482.00 215,476.31 JPMORGAN CHASE & CO 370,000.000 2.74% 10/15/2030 364,031.90 370,054.06 JACKSON NATIONAL LIFE GLO 144A 500,000.000 2.10% 10/25/2021 499,695.00 501,263.23 JEFFERIES GROUP LLC / JEFFERIE 135,000.000 4.85% 1/15/2027 134,198.10 149,111.06 JEFFERIES GROUP LLC / JEFFERIE 50,000.000 4.15% 1/23/2030 49,483.00 53,024.00 JERSEY CENTRAL POWER & LIGHT C 325,000.000 6.15% 6/1/2037 386,905.35 420,402.27 JOHNSON & JOHNSON 150,000.000 5.95% 8/15/2037 194,125.20 213,515.88 JOHNSON & JOHNSON 320,000.000 4.50% 9/1/2040 376,211.20 390,898.66 JOHNSON & JOHNSON 50,000.000 2.45% 12/5/2021 49,913.00 50,567.59 JOHNSON & JOHNSON 250,000.000 2.25% 3/3/2022 247,362.00 252,762.86 JOHNSON & JOHNSON 150,000.000 2.95% 3/3/2027 152,471.50 157,336.27 JOHNSON & JOHNSON 192,000.000 3.63% 3/3/2037 198,036.32 212,094.69 JOHNSON & JOHNSON 50,000.000 3.75% 3/3/2047 49,883.50 57,184.28 JOHNSON & JOHNSON 50,000.000 2.90% 1/15/2028 49,940.50 52,199.34 JOHNSON & JOHNSON 250,000.000 3.40% 1/15/2038 252,039.50 268,258.20 JOHNSON & JOHNSON 30,000.000 3.50% 1/15/2048 29,886.90 32,878.24 SC JOHNSON & SON INC 144A 504,000.000 4.80% 9/1/2040 498,697.92 587,692.71 KLA CORP 100,000.000 4.65% 11/1/2024 102,523.00 109,765.33 KAISER FOUNDATION HOSPITALS 80,000.000 3.15% 5/1/2027 81,301.76 83,570.69 KAISER FOUNDATION HOSPITALS 200,000.000 4.15% 5/1/2047 213,148.00 228,425.65 EVERGY METRO INC 850,000.000 3.65% 8/15/2025 846,974.00 906,768.50 EVERGY METRO INC 50,000.000 4.20% 6/15/2047 49,864.50 57,866.83 KANSAS CITY SOUTHERN 50,000.000 4.95% 8/15/2045 49,733.00 59,389.74 KANSAS CITY SOUTHERN 50,000.000 4.70% 5/1/2048 49,944.00 58,655.17

48 2019 | Investment Portfolio AS OF DEC. 31, 2019

KELLOGG CO 126,000.000 2.65% 12/1/2023 123,650.52 128,419.21 KELLOGG CO 200,000.000 3.40% 11/15/2027 199,210.00 209,021.80 KENNAMETAL INC 498,000.000 3.88% 2/15/2022 497,923.14 512,126.33 KENTUCKY UTILITIES CO 40,000.000 5.13% 11/1/2040 48,039.72 49,672.60 KEURIG DR PEPPER INC 850,000.000 5.09% 5/25/2048 850,000.00 1,024,121.13 KEURIG DR PEPPER INC 200,000.000 3.55% 5/25/2021 200,126.00 204,271.85 KEYCORP 200,000.000 5.10% 3/24/2021 199,105.40 207,562.66 KEYCORP 200,000.000 4.10% 4/30/2028 199,658.00 219,344.55 KEYBANK NA/CLEVELAND OH 1,000,000.000 3.38% 3/7/2023 999,820.00 1,039,350.02 KEYSIGHT TECHNOLOGIES INC 100,000.000 4.55% 10/30/2024 100,115.00 108,989.85 KEYSIGHT TECHNOLOGIES INC 240,000.000 4.60% 4/6/2027 254,365.92 266,195.01 KILROY REALTY LP 50,000.000 4.25% 8/15/2029 49,441.00 54,586.04 KIMBERLY-CLARK CORP 100,000.000 3.88% 3/1/2021 107,792.00 102,305.40 KIMBERLY-CLARK CORP 150,000.000 3.20% 4/25/2029 149,745.00 159,599.39 KIMCO REALTY CORP 50,000.000 3.20% 5/1/2021 49,900.00 50,705.76 KIMCO REALTY CORP 270,000.000 3.80% 4/1/2027 270,995.22 285,640.84 KIMCO REALTY CORP 200,000.000 4.45% 9/1/2047 198,518.00 219,422.82 KIMCO REALTY CORP 205,000.000 3.30% 2/1/2025 204,678.15 213,399.56 KINDER MORGAN ENERGY PARTNERS 1,020,000.000 6.95% 1/15/2038 1,133,500.75 1,351,375.45 KINDER MORGAN INC/DE 120,000.000 5.55% 6/1/2045 127,690.56 142,810.14 KINDER MORGAN INC/DE 220,000.000 5.05% 2/15/2046 219,524.80 246,882.36 KINDER MORGAN INC/DE 100,000.000 5.20% 3/1/2048 99,759.00 116,124.80 KIRBY CORP 750,000.000 4.20% 3/1/2028 748,942.50 793,265.68 KOHL’S CORP 100,000.000 3.25% 2/1/2023 100,241.80 101,515.63 KRAFT HEINZ FOODS CO 180,000.000 5.00% 6/4/2042 197,140.84 192,333.56 KRAFT HEINZ FOODS CO 560,000.000 6.88% 1/26/2039 557,149.60 699,686.57 KRAFT HEINZ FOODS CO 30,000.000 4.38% 6/1/2046 29,905.20 29,573.09 KRAFT HEINZ FOODS CO 25,000.000 3.00% 6/1/2026 24,890.50 25,007.28 KRAFT HEINZ FOODS CO 50,000.000 3.95% 7/15/2025 49,933.50 52,945.21 KRAFT HEINZ FOODS CO 20,000.000 5.00% 7/15/2035 19,809.80 22,221.09 KRAFT HEINZ FOODS CO 20,000.000 5.20% 7/15/2045 19,921.20 21,718.99 KRAFT HEINZ FOODS CO 25,000.000 3.38% 6/15/2021 24,981.00 25,445.08 KRAFT HEINZ FOODS CO 100,000.000 4.63% 1/30/2029 99,411.00 110,019.76 KROGER CO/THE 100,000.000 3.50% 2/1/2026 101,672.00 105,444.92 KROGER CO/THE 200,000.000 2.65% 10/15/2026 193,934.00 201,365.45 KROGER CO/THE 700,000.000 2.80% 8/1/2022 699,867.00 713,639.72 KROGER CO/THE 50,000.000 4.65% 1/15/2048 49,638.00 54,728.05 KROGER CO/THE 100,000.000 4.50% 1/15/2029 99,403.00 112,514.46 L3HARRIS TECHNOLOGIES INC 144A 21,000.000 3.95% 5/28/2024 22,273.23 22,302.65 L3HARRIS TECHNOLOGIES INC 144A 25,000.000 3.85% 12/15/2026 26,525.75 26,828.33 L3HARRIS TECHNOLOGIES INC 144A 100,000.000 4.40% 6/15/2028 110,009.00 111,490.82 LABORATORY CORP OF AMERICA HOL 100,000.000 3.60% 9/1/2027 99,849.00 105,664.20 LAM RESEARCH CORP 25,000.000 4.88% 3/15/2049 24,987.75 31,307.62 LAM RESEARCH CORP 30,000.000 4.00% 3/15/2029 29,945.70 33,039.73 LAS VEGAS SANDS CORP 95,000.000 2.90% 6/25/2025 94,881.25 96,009.93 LEAR CORP 35,000.000 5.25% 1/15/2025 38,112.50 35,980.91 LEAR CORP 25,000.000 4.25% 5/15/2029 24,922.75 25,842.55 LEGGETT & PLATT INC 455,000.000 3.40% 8/15/2022 453,662.30 463,816.18 JEFFERIES FINANCIAL GROUP INC 230,000.000 5.50% 10/18/2023 240,592.30 250,137.05 LEXINGTON REALTY TRUST 375,000.000 4.40% 6/15/2024 374,561.25 390,109.06 LIBERTY MUTUAL GROUP INC 144A 520,000.000 5.00% 6/1/2021 508,970.80 537,308.44 LIBERTY PROPERTY LP 200,000.000 4.40% 2/15/2024 200,222.00 216,243.79 LIFE STORAGE LP 375,000.000 3.88% 12/15/2027 373,211.25 395,579.39 LIFE STORAGE LP 100,000.000 4.00% 6/15/2029 99,476.00 107,096.24 ELI LILLY & CO 195,000.000 2.35% 5/15/2022 196,626.69 197,514.79 LINCOLN NATIONAL CORP 100,000.000 7.00% 6/15/2040 99,937.30 142,296.98 LINCOLN NATIONAL CORP 80,000.000 3.63% 12/12/2026 81,196.16 84,479.24 LOCKHEED MARTIN CORP 40,000.000 6.15% 9/1/2036 51,935.12 54,747.47 LOCKHEED MARTIN CORP 125,000.000 5.72% 6/1/2040 148,027.50 168,376.65 LOCKHEED MARTIN CORP 720,000.000 4.07% 12/15/2042 714,801.60 822,230.09 LOCKHEED MARTIN CORP 40,000.000 3.80% 3/1/2045 39,404.52 44,429.57 LOCKHEED MARTIN CORP 200,000.000 3.10% 1/15/2023 200,828.00 206,328.61 LOCKHEED MARTIN CORP 200,000.000 4.09% 9/15/2052 199,254.00 234,678.40 LOEWS CORP 100,000.000 2.63% 5/15/2023 99,554.00 101,905.22 LOWE’S COS INC 150,000.000 3.75% 4/15/2021 152,523.00 152,777.89 LOWE’S COS INC 750,000.000 3.88% 9/15/2023 745,507.50 795,813.24 LOWE’S COS INC 530,000.000 3.10% 5/3/2027 534,483.79 548,067.85 LOWE’S COS INC 29,000.000 4.05% 5/3/2047 28,815.56 31,329.83 LOWE’S COS INC 35,000.000 3.65% 4/5/2029 34,950.65 37,433.24 LOWE’S COS INC 15,000.000 4.55% 4/5/2049 14,936.70 17,710.18 MANUFACTURERS & TRADERS TRUST 390,000.000 2.50% 5/18/2022 391,942.98 394,589.98 MPLX LP 35,000.000 4.13% 3/1/2027 34,941.90 36,765.37 MPLX LP 35,000.000 5.20% 3/1/2047 34,756.40 37,842.39 MPLX LP 30,000.000 4.50% 4/15/2038 29,643.30 30,527.22 MPLX LP 25,000.000 4.70% 4/15/2048 24,837.00 25,473.46 MPLX LP 15,000.000 4.90% 4/15/2058 14,893.35 15,296.89 MPLX LP 35,000.000 4.00% 3/15/2028 34,842.85 36,252.05 MPLX LP 70,000.000 4.80% 2/15/2029 69,602.40 76,832.09 MPLX LP 70,000.000 5.50% 2/15/2049 68,621.70 79,525.94 MACY’S RETAIL HOLDINGS INC 65,000.000 3.88% 1/15/2022 64,799.28 66,246.00 MACY’S RETAIL HOLDINGS INC 100,000.000 5.13% 1/15/2042 101,661.80 92,003.08

49 2019 | Investment Portfolio AS OF DEC. 31, 2019

MAGELLAN MIDSTREAM PARTNERS LP 375,000.000 5.15% 10/15/2043 373,350.00 439,146.25 MAGELLAN MIDSTREAM PARTNERS LP 50,000.000 5.00% 3/1/2026 49,937.50 56,460.50 MAGELLAN MIDSTREAM PARTNERS LP 35,000.000 4.25% 9/15/2046 34,566.70 37,360.87 MAGELLAN MIDSTREAM PARTNERS LP 150,000.000 4.20% 10/3/2047 148,375.50 160,119.57 MARATHON OIL CORP 100,000.000 2.80% 11/1/2022 99,757.00 101,683.10 MARATHON OIL CORP 200,000.000 4.40% 7/15/2027 208,670.00 217,521.70 MARATHON PETROLEUM CORP 500,000.000 4.75% 9/15/2044 499,775.00 549,687.70 MARATHON PETROLEUM CORP 250,000.000 4.75% 12/15/2023 267,423.50 271,698.47 MARATHON PETROLEUM CORP 50,000.000 5.13% 12/15/2026 54,437.50 56,641.98 MARATHON PETROLEUM CORP 30,000.000 3.80% 4/1/2028 29,955.90 31,580.72 MARKEL CORP 100,000.000 3.63% 3/30/2023 100,514.01 104,593.29 MARKEL CORP 200,000.000 4.30% 11/1/2047 199,888.00 209,025.12 MARSH & MCLENNAN COS INC 150,000.000 4.20% 3/1/2048 149,391.00 170,735.92 MARSH & MCLENNAN COS INC 170,000.000 4.38% 3/15/2029 172,965.20 193,823.91 MARSH & MCLENNAN COS INC 30,000.000 4.90% 3/15/2049 29,967.90 38,100.76 MARRIOTT INTERNATIONAL INC/MD 100,000.000 4.00% 4/15/2028 99,281.00 108,075.35 MARRIOTT INTERNATIONAL INC/MD 25,000.000 4.15% 12/1/2023 24,959.00 26,830.63 MASCO CORP 5,000.000 7.75% 8/1/2029 6,366.10 6,489.22 MASCO CORP 35,000.000 3.50% 4/1/2021 35,562.50 35,521.35 MASCO CORP 30,000.000 4.38% 4/1/2026 30,595.90 32,421.14 MASCO CORP 50,000.000 4.50% 5/15/2047 49,822.50 50,473.62 MASCO CORP 30,000.000 3.50% 11/15/2027 29,972.10 31,029.37 MASSACHUSETTS INSTITUTE OF TEC 60,000.000 3.96% 7/1/2038 60,000.00 67,866.24 MASTERCARD INC 35,000.000 3.38% 4/1/2024 34,849.85 37,142.23 MASTERCARD INC 115,000.000 2.00% 11/21/2021 114,836.93 115,618.42 MASTERCARD INC 50,000.000 3.65% 6/1/2049 49,927.50 55,544.00 MASTERCARD INC 50,000.000 2.95% 6/1/2029 49,931.00 52,180.20 MCDONALD’S CORP 200,000.000 2.63% 1/15/2022 199,870.00 202,879.85 MCDONALD’S CORP 640,000.000 3.70% 2/15/2042 630,848.00 650,030.04 MCDONALD’S CORP 100,000.000 3.63% 5/1/2043 98,346.00 99,643.31 MCDONALD’S CORP 60,000.000 3.70% 1/30/2026 59,805.60 64,742.62 MCDONALD’S CORP 25,000.000 4.70% 12/9/2035 24,919.75 29,650.98 MCDONALD’S CORP 120,000.000 4.45% 3/1/2047 126,455.40 136,448.93 MCDONALD’S CORP 25,000.000 3.35% 4/1/2023 24,914.25 26,040.11 MCDONALD’S CORP 125,000.000 3.80% 4/1/2028 124,766.25 136,706.40 MCDONALD’S CORP 10,000.000 4.45% 9/1/2048 9,952.10 11,461.50 MCKESSON CORP 100,000.000 3.80% 3/15/2024 100,000.00 105,260.04 MCKESSON CORP 375,000.000 3.95% 2/16/2028 374,906.25 400,090.80 MEAD JOHNSON NUTRITION CO 400,000.000 5.90% 11/1/2039 411,182.72 533,709.93 MEDTRONIC INC 401,000.000 3.50% 3/15/2025 402,666.41 429,867.16 MEDTRONIC INC 86,000.000 4.38% 3/15/2035 93,372.87 101,830.89 MEDTRONIC INC 219,000.000 4.63% 3/15/2045 239,797.38 275,842.50 MERCK & CO INC 150,000.000 4.15% 5/18/2043 137,205.00 178,977.96 MERCK & CO INC 100,000.000 3.70% 2/10/2045 96,817.01 110,627.53 MERCK & CO INC 45,000.000 2.90% 3/7/2024 44,873.10 46,813.61 MERCK & CO INC 100,000.000 3.90% 3/7/2039 98,958.00 114,402.03 MERCK & CO INC 65,000.000 4.00% 3/7/2049 64,149.15 76,238.26 MERCK & CO INC 100,000.000 3.40% 3/7/2029 99,438.00 108,338.55 MERCURY GENERAL CORP 80,000.000 4.40% 3/15/2027 81,897.92 84,113.19 METLIFE INC 100,000.000 4.88% 11/13/2043 99,376.00 124,006.89 METLIFE INC 100,000.000 4.72% 12/15/2044 106,231.99 122,107.30 METLIFE INC 160,000.000 4.05% 3/1/2045 163,186.40 185,755.55 METROPOLITAN LIFE GLOBAL 144A 560,000.000 3.45% 12/18/2026 559,624.80 601,165.19 MICROSOFT CORP 504,000.000 4.50% 10/1/2040 498,511.44 624,976.02 MICROSOFT CORP 275,000.000 3.75% 2/12/2045 274,965.75 312,740.69 MICROSOFT CORP 200,000.000 3.13% 11/3/2025 208,195.00 211,421.52 MICROSOFT CORP 50,000.000 4.20% 11/3/2035 49,859.00 59,488.00 MICROSOFT CORP 50,000.000 4.45% 11/3/2045 49,827.50 62,609.75 MICROSOFT CORP 100,000.000 1.55% 8/8/2021 99,858.00 99,867.69 MICROSOFT CORP 100,000.000 2.40% 8/8/2026 100,604.00 101,184.48 MICROSOFT CORP 870,000.000 3.45% 8/8/2036 865,621.02 953,531.69 MICROSOFT CORP 100,000.000 3.70% 8/8/2046 103,729.00 113,075.35 MICROSOFT CORP 90,000.000 3.95% 8/8/2056 89,406.90 106,664.55 MICROSOFT CORP 380,000.000 2.40% 2/6/2022 385,348.62 385,371.79 MICROSOFT CORP 1,050,000.000 4.25% 2/6/2047 1,081,813.50 1,288,412.71 MICROSOFT CORP 200,000.000 4.50% 2/6/2057 209,652.00 259,421.64 MICROCHIP TECHNOLOGY INC 800,000.000 3.92% 6/1/2021 800,000.00 818,144.50 MICRON TECHNOLOGY INC 800,000.000 4.19% 2/15/2027 799,960.00 853,903.12 MID-AMERICA APARTMENTS LP 155,000.000 3.60% 6/1/2027 156,234.58 164,512.82 BERKSHIRE HATHAWAY ENERGY CO 158,000.000 6.13% 4/1/2036 203,100.31 217,045.02 BERKSHIRE HATHAWAY ENERGY CO 50,000.000 5.95% 5/15/2037 56,859.50 67,579.22 MIDAMERICAN ENERGY CO 500,000.000 4.25% 5/1/2046 499,310.00 580,635.20 MIDAMERICAN ENERGY CO 20,000.000 3.10% 5/1/2027 20,382.40 20,857.09 MIDAMERICAN ENERGY CO 150,000.000 3.65% 8/1/2048 148,690.50 162,228.66 MIDAMERICAN ENERGY CO 150,000.000 3.65% 4/15/2029 160,254.50 164,034.12 MIDWEST CONNECTOR CAPITAL 144A 1,000,000.000 3.63% 4/1/2022 999,350.00 1,023,903.38 MOLSON COORS BEVERAGE CO 100,000.000 5.00% 5/1/2042 112,233.00 109,345.45 MOLSON COORS BEVERAGE CO 280,000.000 4.20% 7/15/2046 288,290.72 279,482.02 MONDELEZ INTERNATIONAL INC 400,000.000 3.00% 5/7/2020 399,384.00 401,147.90 MONDELEZ INTERNATIONAL INC 25,000.000 4.63% 5/7/2048 24,593.25 28,861.72

50 2019 | Investment Portfolio AS OF DEC. 31, 2019

MONDELEZ INTERNATIONAL INC 50,000.000 3.63% 5/7/2023 49,871.00 52,427.90 MONDELEZ INTERNATIONAL INC 100,000.000 3.63% 2/13/2026 99,462.00 106,478.90 MONONGAHELA POWER CO 144A 500,000.000 3.55% 5/15/2027 499,790.00 520,842.24 MOODY’S CORP 50,000.000 2.75% 12/15/2021 49,845.50 50,774.09 MOODY’S CORP 75,000.000 3.25% 6/7/2021 74,887.50 76,389.13 MOODY’S CORP 150,000.000 4.25% 2/1/2029 148,873.50 169,895.29 MOODY’S CORP 200,000.000 4.88% 12/17/2048 196,656.00 246,740.85 MORGAN STANLEY 480,000.000 2.75% 5/19/2022 481,506.72 488,864.26 MORGAN STANLEY 800,000.000 3.77% 1/24/2029 771,600.00 861,162.25 MORGAN STANLEY 120,000.000 3.74% 4/24/2024 120,000.00 125,387.64 MORGAN STANLEY 200,000.000 4.46% 4/22/2039 200,000.00 235,747.68 MORGAN STANLEY 50,000.000 5.00% 11/24/2025 49,772.50 56,320.27 MORGAN STANLEY 375,000.000 4.35% 9/8/2026 376,166.25 410,206.40 MORGAN STANLEY 190,000.000 4.43% 1/23/2030 190,000.00 214,904.35 MORGAN STANLEY 155,000.000 2.72% 7/22/2025 155,000.00 156,959.57 MORGAN STANLEY 900,000.000 3.88% 1/27/2026 914,517.00 966,683.84 MORGAN STANLEY 210,000.000 2.50% 4/21/2021 209,294.40 211,592.35 MORGAN STANLEY 140,000.000 2.63% 11/17/2021 138,957.60 141,678.26 MORGAN STANLEY 250,000.000 5.75% 1/25/2021 231,260.00 259,642.53 MORGAN STANLEY 195,000.000 5.50% 7/28/2021 180,220.37 205,418.63 MORGAN STANLEY 100,000.000 3.95% 4/23/2027 99,458.93 107,290.64 MORGAN STANLEY 100,000.000 3.13% 7/27/2026 100,751.00 103,254.10 MOSAIC CO/THE 200,000.000 3.25% 11/15/2022 198,858.00 205,220.91 MOSAIC CO/THE 100,000.000 4.05% 11/15/2027 99,804.00 103,848.97 MOTOROLA SOLUTIONS INC 100,000.000 3.50% 3/1/2023 98,827.00 103,290.39 MOTOROLA SOLUTIONS INC 500,000.000 4.60% 2/23/2028 497,082.00 542,294.66 NATIONAL FUEL GAS CO 100,000.000 3.95% 9/15/2027 99,317.00 103,625.10 NATIONAL FUEL GAS CO 800,000.000 4.75% 9/1/2028 794,184.00 856,876.50 NATIONAL OILWELL VARCO INC 160,000.000 3.95% 12/1/2042 137,281.12 147,445.67 NATIONAL RETAIL PROPERTIES INC 50,000.000 3.80% 10/15/2022 49,232.50 52,047.51 NATIONAL RURAL UTILITIES COOPE 750,000.000 3.40% 11/15/2023 749,422.50 789,542.06 NATIONAL RURAL UTILITIES COOPE 390,000.000 2.40% 4/25/2022 393,046.29 394,273.57 NBCUNIVERSAL MEDIA LLC 150,000.000 5.95% 4/1/2041 167,009.85 206,402.64 NEW YORK LIFE GLOBAL FUND 144A 500,000.000 2.00% 4/9/2020 499,670.00 500,099.72 NEWELL BRANDS INC 14,000.000 3.85% 4/1/2023 13,995.66 14,548.95 NEWELL BRANDS INC 25,000.000 4.20% 4/1/2026 24,949.50 26,068.86 NEWELL BRANDS INC 12,000.000 5.38% 4/1/2036 12,000.00 12,992.17 NEWMONT GOLDCORP CORP 150,000.000 6.25% 10/1/2039 173,763.00 198,662.90 NEWMONT GOLDCORP CORP 150,000.000 3.50% 3/15/2022 149,758.50 153,970.34 NEWMONT GOLDCORP CORP 65,000.000 3.63% 6/9/2021 65,819.00 66,251.66 NEXTERA ENERGY CAPITAL HOLDING 400,000.000 3.34% 9/1/2020 401,140.00 403,501.49 NEXTERA ENERGY CAPITAL HOLDING 270,000.000 3.55% 5/1/2027 276,020.73 286,874.22 NEXTERA ENERGY CAPITAL HOLDING 100,000.000 3.15% 4/1/2024 100,000.00 103,708.13 NEXTERA ENERGY CAPITAL HOLDING 65,000.000 2.75% 11/1/2029 64,738.05 65,346.73 NIKE INC 360,000.000 3.63% 5/1/2043 357,816.32 390,332.06 NIKE INC 50,000.000 3.88% 11/1/2045 49,535.00 56,835.32 NISOURCE INC 200,000.000 4.80% 2/15/2044 199,150.00 232,627.28 NISOURCE INC 71,000.000 5.65% 2/1/2045 70,532.11 90,719.59 NISOURCE INC 195,000.000 3.49% 5/15/2027 198,466.71 205,144.58 NOBLE ENERGY INC 40,000.000 5.25% 11/15/2043 41,603.68 45,070.96 NOBLE ENERGY INC 750,000.000 3.85% 1/15/2028 747,660.00 792,521.84 NORDSTROM INC 150,000.000 4.00% 10/15/2021 153,774.00 153,957.54 NORDSTROM INC 200,000.000 5.00% 1/15/2044 223,142.00 196,055.75 NORFOLK SOUTHERN CORP 13,000.000 5.59% 5/17/2025 14,484.64 15,131.31 NORFOLK SOUTHERN CORP 160,000.000 4.84% 10/1/2041 180,474.40 189,616.66 NORFOLK SOUTHERN CORP 690,000.000 2.90% 2/15/2023 647,414.68 707,288.09 NORFOLK SOUTHERN CORP 100,000.000 4.45% 6/15/2045 99,768.00 115,429.99 NORFOLK SOUTHERN CORP 150,000.000 4.65% 1/15/2046 148,990.50 177,970.22 NORTHERN STATES POWER CO/MN 200,000.000 2.90% 3/1/2050 190,660.00 191,072.29 NORTHERN STATES POWER CO/WI 400,000.000 3.70% 10/1/2042 390,204.00 414,476.62 NORTHERN TRUST CORP 100,000.000 3.95% 10/30/2025 99,886.00 108,866.87 NORTHROP GRUMMAN CORP 80,000.000 4.75% 6/1/2043 90,557.60 96,696.13 NORTHROP GRUMMAN CORP 100,000.000 2.93% 1/15/2025 99,985.00 103,119.97 NORTHROP GRUMMAN CORP 160,000.000 3.25% 1/15/2028 160,315.20 166,987.06 NORTHROP GRUMMAN CORP 400,000.000 4.03% 10/15/2047 402,156.00 446,837.24 NORTHROP GRUMMAN CORP 150,000.000 2.55% 10/15/2022 150,066.00 152,274.02 NORTHWELL HEALTHCARE INC 250,000.000 4.26% 11/1/2047 251,674.00 268,941.90 NORTHWESTERN UNIVERSITY 125,000.000 3.66% 12/1/2057 126,014.00 138,179.39 NOVARTIS CAPITAL CORP 200,000.000 2.40% 5/17/2022 201,824.00 202,857.22 NOVARTIS CAPITAL CORP 65,000.000 3.10% 5/17/2027 64,420.85 68,829.98 NSTAR ELECTRIC CO 100,000.000 2.38% 10/15/2022 99,726.00 100,941.34 NSTAR ELECTRIC CO 150,000.000 3.20% 5/15/2027 151,759.50 157,314.24 NUCOR CORP 100,000.000 4.13% 9/15/2022 104,520.00 104,963.72 NUCOR CORP 400,000.000 5.20% 8/1/2043 421,560.00 494,087.35 NVIDIA CORP 50,000.000 3.20% 9/16/2026 49,898.00 52,507.86 O’REILLY AUTOMOTIVE INC 100,000.000 3.80% 9/1/2022 99,627.00 104,036.84 O’REILLY AUTOMOTIVE INC 150,000.000 3.55% 3/15/2026 149,748.00 158,738.31 OCCIDENTAL PETROLEUM CORP 100,000.000 4.40% 4/15/2046 99,224.00 101,303.01 OCCIDENTAL PETROLEUM CORP 100,000.000 2.60% 4/15/2022 99,950.00 100,755.46 OCCIDENTAL PETROLEUM CORP 200,000.000 4.20% 3/15/2048 198,544.00 198,683.85 OCCIDENTAL PETROLEUM CORP 95,000.000 2.70% 8/15/2022 94,898.35 95,987.50

51 2019 | Investment Portfolio AS OF DEC. 31, 2019

OCCIDENTAL PETROLEUM CORP 85,000.000 3.50% 8/15/2029 84,580.10 86,774.06 OCCIDENTAL PETROLEUM CORP 120,000.000 2.90% 8/15/2024 119,844.00 121,960.73 OCCIDENTAL PETROLEUM CORP 75,000.000 4.30% 8/15/2039 74,610.75 76,477.81 OCCIDENTAL PETROLEUM CORP 65,000.000 4.40% 8/15/2049 64,050.35 67,116.66 OCCIDENTAL PETROLEUM CORP 1,400,000.000 5.55% 3/15/2026 1,583,702.00 1,587,755.50 OCCIDENTAL PETROLEUM CORP 161,000.000 6.45% 9/15/2036 210,530.04 197,774.90 OCCIDENTAL PETROLEUM CORP 120,000.000 6.60% 3/15/2046 161,362.80 154,711.25 OGLETHORPE POWER CORP 25,000.000 4.25% 4/1/2046 24,592.50 25,148.97 OGLETHORPE POWER CORP 100,000.000 5.05% 10/1/2048 99,302.00 117,811.38 OHIO POWER CO 10,000.000 4.00% 6/1/2049 9,975.60 11,232.29 OKLAHOMA GAS & ELECTRIC CO 50,000.000 4.00% 12/15/2044 49,107.00 52,551.05 OKLAHOMA GAS & ELECTRIC CO 50,000.000 3.85% 8/15/2047 49,841.00 51,888.51 OMNICOM GROUP INC / OMNICOM CA 250,000.000 3.63% 5/1/2022 256,885.00 258,979.85 OMEGA HEALTHCARE INVESTORS INC 50,000.000 4.38% 8/1/2023 49,869.50 53,050.14 ONCOR ELECTRIC DELIVERY CO LLC 50,000.000 3.80% 9/30/2047 49,928.50 55,195.20 ONCOR ELECTRIC DELIVERY CO LLC 50,000.000 3.80% 6/1/2049 49,698.00 54,374.32 ONEOK PARTNERS LP 410,000.000 6.13% 2/1/2041 415,896.43 493,696.58 ONEOK INC 30,000.000 4.00% 7/13/2027 29,953.50 31,952.14 ONEOK INC 50,000.000 4.95% 7/13/2047 49,376.50 55,142.09 ONEOK INC 50,000.000 4.55% 7/15/2028 49,863.50 55,006.43 ORACLE CORP 150,000.000 5.38% 7/15/2040 171,998.70 194,976.33 ORACLE CORP 1,185,000.000 4.30% 7/8/2034 1,195,113.20 1,386,419.17 ORACLE CORP 150,000.000 4.50% 7/8/2044 153,588.00 178,325.41 ORACLE CORP 150,000.000 2.95% 5/15/2025 149,314.50 156,157.45 ORACLE CORP 70,000.000 3.90% 5/15/2035 69,527.50 78,075.98 ORACLE CORP 100,000.000 4.38% 5/15/2055 99,549.00 118,742.49 ORACLE CORP 50,000.000 3.85% 7/15/2036 49,992.50 54,823.26 ORACLE CORP 205,000.000 4.00% 7/15/2046 213,386.28 228,199.11 ORACLE CORP 325,000.000 1.90% 9/15/2021 323,764.65 325,680.94 ORACLE CORP 90,000.000 2.65% 7/15/2026 89,661.60 92,068.65 ORACLE CORP 200,000.000 2.63% 2/15/2023 200,282.00 204,250.29 OWENS CORNING 400,000.000 4.20% 12/1/2024 405,572.00 422,111.20 OWL ROCK CAPITAL CORP 25,000.000 4.00% 3/30/2025 24,869.00 25,099.23 PNC FINANCIAL SERVICES GROUP I 300,000.000 3.90% 4/29/2024 299,211.00 319,230.49 PNC FINANCIAL SERVICES GROUP I 320,000.000 4.38% 8/11/2020 318,259.20 324,780.00 PPL ELECTRIC UTILITIES CORP 150,000.000 4.15% 6/15/2048 149,158.50 171,487.65 PPL ELECTRIC UTILITIES CORP 200,000.000 3.00% 10/1/2049 191,478.00 191,229.23 PPL CAPITAL FUNDING INC 320,000.000 4.70% 6/1/2043 318,873.60 357,163.86 PNC BANK NA 585,000.000 2.63% 2/17/2022 592,290.27 593,233.18 PACCAR FINANCIAL CORP 750,000.000 2.80% 3/1/2021 749,632.50 758,832.54 PACCAR FINANCIAL CORP 50,000.000 3.40% 8/9/2023 49,979.50 52,261.11 PACCAR FINANCIAL CORP 100,000.000 2.65% 5/10/2022 99,946.00 101,865.16 PACIFICORP 35,000.000 4.13% 1/15/2049 34,921.60 40,027.03 PACIFICORP 35,000.000 3.50% 6/15/2029 34,935.25 37,782.68 PACIFICORP 50,000.000 4.15% 2/15/2050 49,767.50 57,465.03 PACKAGING CORP OF AMERICA 35,000.000 3.40% 12/15/2027 34,885.20 36,650.56 PARKER-HANNIFIN CORP 15,000.000 2.70% 6/14/2024 14,993.10 15,324.75 PARKER-HANNIFIN CORP 35,000.000 3.25% 6/14/2029 34,890.45 36,566.46 PARKER-HANNIFIN CORP 40,000.000 4.00% 6/14/2049 39,401.60 43,263.72 PENSKE TRUCK LEASING CO L 144A 600,000.000 3.40% 11/15/2026 598,170.00 612,581.15 PEPSICO INC 107,000.000 3.60% 3/1/2024 106,812.75 113,934.43 PEPSICO INC 100,000.000 4.25% 10/22/2044 99,730.00 117,398.41 PEPSICO INC 80,000.000 4.45% 4/14/2046 87,549.44 98,283.05 PEPSICO INC 950,000.000 2.38% 10/6/2026 946,659.00 964,427.82 PEPSICO INC 350,000.000 2.88% 10/15/2049 343,903.00 338,530.36 PFIZER INC 100,000.000 7.20% 3/15/2039 141,798.00 157,312.58 PFIZER INC 100,000.000 3.40% 5/15/2024 99,597.00 105,806.98 PFIZER INC 100,000.000 2.20% 12/15/2021 99,422.00 100,980.02 PFIZER INC 100,000.000 4.13% 12/15/2046 100,167.00 116,280.76 PFIZER INC 100,000.000 4.20% 9/15/2048 99,979.00 117,341.51 PFIZER INC 185,000.000 3.00% 9/15/2021 184,750.25 188,920.74 PFIZER INC 250,000.000 3.20% 9/15/2023 249,492.50 260,837.76 PFIZER INC 200,000.000 3.60% 9/15/2028 199,682.00 219,336.58 PFIZER INC 50,000.000 3.90% 3/15/2039 49,349.50 56,410.46 PHARMACIA LLC 97,000.000 6.60% 12/1/2028 124,201.52 127,481.43 PHILIP MORRIS INTERNATIONAL IN 150,000.000 6.38% 5/16/2038 198,522.00 207,275.46 PHILIP MORRIS INTERNATIONAL IN 500,000.000 2.50% 8/22/2022 494,360.00 506,425.06 PHILIP MORRIS INTERNATIONAL IN 220,000.000 4.13% 3/4/2043 230,586.92 236,313.25 PHILIP MORRIS INTERNATIONAL IN 100,000.000 3.38% 8/11/2025 99,028.00 105,192.15 PHILIP MORRIS INTERNATIONAL IN 50,000.000 2.13% 5/10/2023 49,501.00 50,152.39 PHILIP MORRIS INTERNATIONAL IN 270,000.000 2.63% 2/18/2022 273,335.31 273,368.42 PHILIP MORRIS INTERNATIONAL IN 200,000.000 2.50% 11/2/2022 197,706.50 202,961.22 PHILLIPS 66 250,000.000 4.30% 4/1/2022 275,725.00 262,436.34 PHILLIPS 66 500,000.000 5.88% 5/1/2042 499,860.00 675,594.50 PHILLIPS 66 PARTNERS LP 35,000.000 3.55% 10/1/2026 34,965.35 36,692.13 PHYSICIANS REALTY LP 195,000.000 4.30% 3/15/2027 200,131.43 208,513.28 PIEDMONT NATURAL GAS CO INC 100,000.000 3.50% 6/1/2029 99,748.00 106,945.88 PIEDMONT OPERATING PARTNERSHIP 700,000.000 3.40% 6/1/2023 697,207.00 717,136.25 PIEDMONT OPERATING PARTNERSHIP 80,000.000 4.45% 3/15/2024 82,661.84 85,312.82

52 2019 | Investment Portfolio AS OF DEC. 31, 2019

PIONEER NATURAL RESOURCES CO 80,000.000 3.95% 7/15/2022 84,685.52 83,031.67 PLAINS ALL AMERICAN PIPELINE L 195,000.000 2.85% 1/31/2023 191,383.73 196,946.29 PLAINS ALL AMERICAN PIPELINE L 100,000.000 4.30% 1/31/2043 99,925.00 92,128.15 PLAINS ALL AMERICAN PIPELINE L 60,000.000 4.70% 6/15/2044 55,399.02 58,349.32 PRAXAIR INC 100,000.000 2.70% 2/21/2023 99,652.00 102,137.61 PRECISION CASTPARTS CORP 1,000,000.000 2.25% 6/15/2020 999,900.00 1,000,437.17 BOOKING HOLDINGS INC 180,000.000 3.60% 6/1/2026 184,312.00 192,161.40 PRINCIPAL FINANCIAL GROUP INC 40,000.000 4.30% 11/15/2046 42,001.20 45,267.94 PRINCIPAL FINANCIAL GROUP INC 50,000.000 3.70% 5/15/2029 49,801.00 54,529.36 PROCTER & GAMBLE CO/THE 250,000.000 3.10% 8/15/2023 255,802.50 261,170.51 PROCTER & GAMBLE CO/THE 80,000.000 2.70% 2/2/2026 80,658.08 83,341.90 PROCTER & GAMBLE CO/THE 155,000.000 3.50% 10/25/2047 152,766.46 174,908.15 PRIVATE EXPORT FUNDING CO 144A 750,000.000 2.65% 2/16/2021 749,272.50 757,734.17 PROGRESSIVE CORP/THE 50,000.000 3.70% 1/26/2045 49,739.50 53,524.60 PROGRESSIVE CORP/THE 100,000.000 2.45% 1/15/2027 99,864.00 100,422.71 PROGRESSIVE CORP/THE 50,000.000 4.00% 3/1/2029 49,914.00 55,917.43 PROLOGIS LP 20,000.000 3.75% 11/1/2025 19,876.20 21,654.31 PROLOGIS LP 25,000.000 4.38% 9/15/2048 24,695.50 30,111.64 PROTECTIVE LIFE GLOBAL FU 144A 750,000.000 2.16% 9/25/2020 750,000.00 751,107.83 PROVIDENCE ST JOSEPH HEALTH OB 80,000.000 2.53% 10/1/2029 80,000.00 78,556.89 PRUDENTIAL FINANCIAL INC 790,000.000 5.70% 12/14/2036 775,628.95 1,071,930.12 PRUDENTIAL FINANCIAL INC 200,000.000 3.70% 3/13/2051 198,636.00 210,526.80 PRUDENTIAL FINANCIAL INC 56,000.000 3.91% 12/7/2047 57,538.32 60,303.63 PRUDENTIAL FINANCIAL INC 137,000.000 3.94% 12/7/2049 140,860.66 149,574.94 PUBLIC SERVICE CO OF COLORADO 175,000.000 6.25% 9/1/2037 228,158.35 246,037.26 PUBLIC SERVICE CO OF COLORADO 200,000.000 3.80% 6/15/2047 199,184.00 217,625.15 PUBLIC SERVICE ELECTRIC & GAS 120,000.000 3.75% 3/15/2024 119,989.20 126,984.15 PUBLIC SERVICE ELECTRIC & GAS 125,000.000 3.05% 11/15/2024 124,400.00 129,679.48 PUBLIC SERVICE ELECTRIC & GAS 375,000.000 4.15% 11/1/2045 374,617.50 424,664.61 PUBLIC SERVICE ELECTRIC & GAS 195,000.000 3.00% 5/15/2027 197,293.01 201,772.40 PUBLIC SERVICE ELECTRIC & GAS 50,000.000 4.05% 5/1/2048 49,690.50 57,522.69 PUBLIC SERVICE ELECTRIC & GAS 200,000.000 3.25% 9/1/2023 198,500.00 208,323.97 PUBLIC SERVICE ENTERPRISE GROU 175,000.000 2.88% 6/15/2024 174,917.75 178,905.79 PUBLIC STORAGE 30,000.000 3.39% 5/1/2029 29,999.40 31,874.94 PUGET ENERGY INC 100,000.000 3.65% 5/15/2025 99,867.00 103,585.93 PUGET SOUND ENERGY INC 200,000.000 5.76% 10/1/2039 207,281.96 265,182.68 PUGET SOUND ENERGY INC 65,000.000 4.22% 6/15/2048 65,000.00 74,913.61 QVC INC 65,000.000 4.45% 2/15/2025 64,909.00 67,229.05 QUALCOMM INC 290,000.000 3.00% 5/20/2022 297,275.46 297,328.50 QUALCOMM INC 100,000.000 4.65% 5/20/2035 99,562.00 118,887.38 QUALCOMM INC 50,000.000 2.60% 1/30/2023 49,919.50 50,897.47 QUALCOMM INC 400,000.000 3.25% 5/20/2027 390,380.50 421,020.22 QUEST DIAGNOSTICS INC 55,000.000 3.45% 6/1/2026 54,847.65 57,787.58 QUEST DIAGNOSTICS INC 100,000.000 4.20% 6/30/2029 99,707.00 110,476.42 RELX CAPITAL INC 30,000.000 3.50% 3/16/2023 29,873.40 31,151.85 RELX CAPITAL INC 50,000.000 4.00% 3/18/2029 49,419.50 54,308.56 RPM INTERNATIONAL INC 50,000.000 3.45% 11/15/2022 49,876.50 51,266.09 RAYTHEON CO 100,000.000 4.88% 10/15/2040 106,067.00 125,379.41 REALTY INCOME CORP 65,000.000 3.88% 7/15/2024 64,971.40 69,359.44 REALTY INCOME CORP 150,000.000 3.88% 4/15/2025 149,250.00 161,778.38 REGENCY CENTERS LP 100,000.000 3.60% 2/1/2027 100,379.00 104,944.28 REGIONS FINANCIAL CORP 150,000.000 2.75% 8/14/2022 149,923.50 152,712.31 REGIONS FINANCIAL CORP 25,000.000 3.80% 8/14/2023 24,988.25 26,466.54 REINSURANCE GROUP OF AMERICA I 300,000.000 3.95% 9/15/2026 299,988.00 318,372.49 REINSURANCE GROUP OF AMERICA I 50,000.000 3.90% 5/15/2029 49,877.00 53,351.48 RENAISSANCERE FINANCE INC 30,000.000 3.45% 7/1/2027 29,781.60 31,392.55 REPUBLIC SERVICES INC 40,000.000 6.20% 3/1/2040 52,232.12 54,316.75 REPUBLIC SERVICES INC 30,000.000 2.90% 7/1/2026 29,935.50 30,736.70 REPUBLIC SERVICES INC 200,000.000 3.38% 11/15/2027 201,834.00 211,552.38 REYNOLDS AMERICAN INC 720,000.000 5.85% 8/15/2045 852,775.84 826,338.94 ROCKWELL COLLINS INC 100,000.000 4.80% 12/15/2043 99,590.00 120,207.63 ROCKWELL COLLINS INC 350,000.000 3.20% 3/15/2024 348,992.00 364,283.86 RYDER SYSTEM INC 150,000.000 3.40% 3/1/2023 149,595.00 154,709.72 RYDER SYSTEM INC 220,000.000 2.90% 12/1/2026 219,885.60 221,507.51 S&P GLOBAL INC 100,000.000 4.50% 5/15/2048 98,751.00 121,897.28 SSM HEALTH CARE CORP 50,000.000 3.69% 6/1/2023 50,000.00 52,169.08 SABINE PASS LIQUEFACTION LLC 110,000.000 5.63% 2/1/2021 119,212.50 113,068.22 SABINE PASS LIQUEFACTION LLC 475,000.000 5.75% 5/15/2024 529,486.68 529,956.54 SABINE PASS LIQUEFACTION LLC 85,000.000 5.63% 3/1/2025 92,650.00 95,736.22 SALESFORCE.COM INC 200,000.000 3.25% 4/11/2023 198,728.00 208,044.99 SANTANDER HOLDINGS USA INC 270,000.000 4.50% 7/17/2025 278,756.10 291,477.30 SASOL FINANCING USA LLC 200,000.000 5.88% 3/27/2024 203,510.00 216,572.00 SCANA CORP 285,000.000 6.25% 4/1/2020 284,008.20 287,163.59 MERCK & CO INC 600,000.000 6.55% 9/15/2037 855,198.00 864,809.49 CHARLES SCHWAB CORP/THE 100,000.000 3.85% 5/21/2025 99,933.00 108,367.60 CHARLES SCHWAB CORP/THE 50,000.000 4.00% 2/1/2029 49,798.50 55,818.08 OFFICE PROPERTIES INCOME TRUST 50,000.000 4.25% 5/15/2024 49,342.00 51,971.77 SEMPRA ENERGY 100,000.000 3.75% 11/15/2025 101,565.00 105,846.11 SEMPRA ENERGY 1,000,000.000 2.40% 2/1/2020 998,640.00 1,000,068.28 SEMPRA ENERGY 15,000.000 2.90% 2/1/2023 14,943.15 15,298.33 SEMPRA ENERGY 230,000.000 3.40% 2/1/2028 222,779.70 238,436.95

53 2019 | Investment Portfolio AS OF DEC. 31, 2019

SEMPRA ENERGY 100,000.000 3.80% 2/1/2038 98,918.00 104,568.58 SEMPRA ENERGY 230,000.000 4.00% 2/1/2048 217,926.20 241,755.62 DIVERSIFIED HEALTHCARE TRUST 800,000.000 4.75% 2/15/2028 786,496.00 807,621.45 SHERWIN-WILLIAMS CO/THE 100,000.000 4.20% 1/15/2022 107,257.00 103,902.41 SHERWIN-WILLIAMS CO/THE 150,000.000 3.30% 2/1/2025 153,774.00 152,367.86 SIERRA PACIFIC POWER CO 200,000.000 3.38% 8/15/2023 198,510.00 206,131.68 SIMON PROPERTY GROUP LP 40,000.000 6.75% 2/1/2040 53,871.12 58,682.71 SIMON PROPERTY GROUP LP 250,000.000 3.38% 10/1/2024 249,510.00 263,309.36 SIMON PROPERTY GROUP LP 200,000.000 2.00% 9/13/2024 198,890.00 199,041.55 JM SMUCKER CO/THE 100,000.000 3.38% 12/15/2027 99,966.00 104,295.58 SNAP-ON INC 40,000.000 4.10% 3/1/2048 39,890.00 44,881.52 SOUTHERN CALIFORNIA EDISON CO 655,000.000 5.95% 2/1/2038 742,443.01 830,939.50 SOUTHERN CALIFORNIA EDISON CO 155,000.000 3.88% 6/1/2021 164,920.62 158,365.52 SOUTHERN CALIFORNIA EDISON CO 80,000.000 4.00% 4/1/2047 83,022.00 84,228.19 SOUTHERN CALIFORNIA GAS CO 100,000.000 3.20% 6/15/2025 99,763.00 104,382.19 SOUTHERN CO/THE 50,000.000 2.35% 7/1/2021 49,932.00 50,252.88 SOUTHERN CO/THE 50,000.000 3.25% 7/1/2026 49,819.00 52,094.64 SOUTHERN CO/THE 200,000.000 4.25% 7/1/2036 202,543.00 215,623.57 SOUTHERN CO/THE 245,000.000 5.50% 3/15/2057 255,420.41 256,779.98 SOUTHERN CO GAS CAPITAL CORP 50,000.000 3.95% 10/1/2046 49,911.50 51,728.90 SOUTHERN CO GAS CAPITAL CORP 150,000.000 4.40% 5/30/2047 151,321.50 166,040.77 SOUTHERN COPPER CORP 220,000.000 6.75% 4/16/2040 240,156.79 293,795.62 SOUTHERN COPPER CORP 500,000.000 3.88% 4/23/2025 505,260.00 524,753.36 SOUTHWEST AIRLINES CO 80,000.000 3.00% 11/15/2026 78,127.36 81,936.16 SOUTHWEST GAS CORP 50,000.000 3.70% 4/1/2028 49,907.50 53,678.62 SOUTHWESTERN ELECTRIC POWER 100,000.000 3.85% 2/1/2048 99,787.00 103,977.02 CO SOUTHWESTERN PUBLIC SERVICE 100,000.000 3.30% 6/15/2024 100,298.00 104,083.99 CO SPECTRA ENERGY PARTNERS LP 80,000.000 5.95% 9/25/2043 93,724.16 100,550.05 SPIRIT AEROSYSTEMS INC 200,000.000 3.95% 6/15/2023 200,684.00 206,201.63 STANLEY BLACK & DECKER INC 100,000.000 4.25% 11/15/2028 99,926.00 112,824.26 STARBUCKS CORP 150,000.000 2.10% 2/4/2021 151,921.50 150,373.61 STARBUCKS CORP 50,000.000 3.50% 3/1/2028 49,878.50 53,734.04 STARBUCKS CORP 200,000.000 4.50% 11/15/2048 197,048.00 233,027.37 STATE STREET CORP 600,000.000 3.30% 12/16/2024 599,388.00 632,974.98 STEELCASE INC 780,000.000 5.13% 1/18/2029 773,861.40 882,458.97 STORE CAPITAL CORP 25,000.000 4.63% 3/15/2029 24,815.00 27,751.65 STRYKER CORP 120,000.000 4.38% 5/15/2044 121,702.92 136,336.35 STRYKER CORP 100,000.000 3.38% 11/1/2025 99,991.00 106,008.20 STRYKER CORP 50,000.000 3.65% 3/7/2028 49,979.00 53,815.11 SUNOCO LOGISTICS PARTNERS 235,000.000 4.25% 4/1/2024 235,467.90 247,147.27 OPER SUNOCO LOGISTICS PARTNERS 100,000.000 5.35% 5/15/2045 99,331.00 107,544.48 OPER SUNOCO LOGISTICS PARTNERS 200,000.000 5.40% 10/1/2047 202,630.00 217,455.72 OPER TRUIST BANK 350,000.000 2.75% 5/1/2023 339,790.50 356,325.64 TRUIST BANK 100,000.000 2.45% 8/1/2022 99,822.00 101,087.49 TRUIST BANK 50,000.000 3.20% 4/1/2024 49,983.50 52,025.00 TRUIST BANK 300,000.000 2.80% 5/17/2022 301,681.00 305,707.16 TRUIST FINANCIAL CORP 100,000.000 4.00% 5/1/2025 99,872.00 108,429.58 SYNCHRONY FINANCIAL 150,000.000 3.75% 8/15/2021 149,733.00 153,413.52 SYNCHRONY FINANCIAL 320,000.000 3.95% 12/1/2027 319,084.80 336,342.77 SYNCHRONY FINANCIAL 200,000.000 4.38% 3/19/2024 199,512.00 213,401.59 SYNCHRONY CREDIT CARD MAST 1 A 400,000.000 2.37% 3/15/2023 401,515.63 400,311.52 SYNCHRONY CREDIT CARD MAST 4 A 1,240,000.000 2.38% 9/15/2023 1,238,673.44 1,243,919.27 SYSCO CORP 15,000.000 4.85% 10/1/2045 14,988.15 18,028.71 SYSCO CORP 100,000.000 3.75% 10/1/2025 100,974.25 107,575.00 SYSCO CORP 40,000.000 4.50% 4/1/2046 41,905.12 45,718.89 SYSCO CORP 100,000.000 3.25% 7/15/2027 99,463.00 104,811.60 SYSCO CORP 850,000.000 3.55% 3/15/2025 845,580.00 905,124.10 TCI COMMUNICATIONS INC 1,760,000.000 7.88% 2/15/2026 2,032,539.72 2,292,099.13 TCI COMMUNICATIONS INC 25,000.000 7.12% 2/15/2028 29,717.85 33,169.61 TD AMERITRADE HOLDING CORP 100,000.000 3.63% 4/1/2025 100,009.00 106,420.31 TTX CO 144A 524,000.000 4.40% 5/1/2021 524,000.00 540,133.76 TAMPA ELECTRIC CO 100,000.000 5.40% 5/15/2021 113,094.20 104,474.28 TAMPA ELECTRIC CO 40,000.000 4.35% 5/15/2044 41,258.64 45,483.61 TANGER PROPERTIES LP 50,000.000 3.88% 7/15/2027 49,789.50 51,069.67 TARGET CORP 100,000.000 2.50% 4/15/2026 100,649.00 102,515.18 TARGET CORP 100,000.000 3.90% 11/15/2047 99,593.00 114,987.67 TECH DATA CORP 155,000.000 3.70% 2/15/2022 159,386.04 158,444.55 TECO FINANCE INC 320,000.000 5.15% 3/15/2020 318,566.40 321,955.71 TENNESSEE GAS PIPELINE CO LLC 80,000.000 7.00% 10/15/2028 97,104.16 102,564.42 TENNESSEE VALLEY AUTH BD 500,000.000 3.88% 2/15/2021 584,745.00 511,112.42 TENNESSEE VALLEY AUTH BD 100,000.000 3.50% 12/15/2042 97,494.00 112,210.69 TENNESSEE VALLEY AUTH BD 375,000.000 4.25% 9/15/2065 374,306.25 488,139.81 TEXAS INSTRUMENTS INC 390,000.000 2.75% 3/12/2021 400,600.98 394,018.22 TEXAS INSTRUMENTS INC 100,000.000 2.90% 11/3/2027 99,113.00 104,727.09 TEXTRON INC 500,000.000 4.00% 3/15/2026 496,210.00 533,120.42 TEXTRON INC 50,000.000 3.65% 3/15/2027 49,937.00 51,994.49

54 2019 | Investment Portfolio AS OF DEC. 31, 2019

TEXTRON INC 50,000.000 3.90% 9/17/2029 49,955.50 53,427.38 THERMO FISHER SCIENTIFIC INC 200,000.000 4.10% 8/15/2047 202,106.00 226,774.41 ABB INSTALLATION PRODUCTS INC 160,000.000 5.63% 11/15/2021 184,255.68 170,453.23 3M CO 800,000.000 1.63% 9/19/2021 799,576.00 798,220.50 3M CO 100,000.000 3.63% 10/15/2047 99,058.00 103,915.84 3M CO 200,000.000 3.00% 9/14/2021 199,758.00 203,488.50 3M CO 75,000.000 3.63% 9/14/2028 74,866.67 81,704.15 3M CO 225,000.000 4.00% 9/14/2048 225,180.75 248,428.32 TIME WARNER CABLE LLC 150,000.000 7.30% 7/1/2038 177,496.95 195,672.98 TIME WARNER CABLE LLC 910,000.000 6.75% 6/15/2039 1,085,078.58 1,149,784.67 TIMKEN CO/THE 375,000.000 3.88% 9/1/2024 370,878.75 390,520.34 TOLEDO EDISON CO/THE 40,000.000 6.15% 5/15/2037 49,554.68 54,929.76 TOLEDO HOSPITAL/THE 100,000.000 5.75% 11/15/2038 110,483.00 114,318.07 TOLL BROTHERS FINANCE CORP 800,000.000 4.38% 4/15/2023 800,000.00 836,000.00 GLOBAL PAYMENTS INC 200,000.000 4.00% 6/1/2023 200,646.00 210,435.60 GLOBAL PAYMENTS INC 100,000.000 4.45% 6/1/2028 99,756.00 109,588.60 TOYOTA MOTOR CREDIT CORP 504,000.000 4.50% 6/17/2020 502,034.40 509,911.72 TOYOTA MOTOR CREDIT CORP 200,000.000 2.25% 10/18/2023 199,640.00 201,966.47 TOYOTA MOTOR CREDIT CORP 800,000.000 2.95% 4/13/2021 799,680.00 812,065.43 TOYOTA MOTOR CREDIT CORP 200,000.000 3.45% 9/20/2023 199,410.00 210,478.98 TOYOTA MOTOR CREDIT CORP 250,000.000 2.00% 10/7/2024 249,775.00 250,033.85 TRANSCONTINENTAL GAS PIPE LINE 22,000.000 4.45% 8/1/2042 21,934.22 23,177.78 TRAVELERS COS INC/THE 150,000.000 6.25% 6/15/2037 170,679.90 209,478.48 TRAVELERS COS INC/THE 100,000.000 4.10% 3/4/2049 99,623.00 115,192.88 TUCSON ELECTRIC POWER CO 100,000.000 4.85% 12/1/2048 99,623.00 122,067.03 TUOLUMNE CA WIND PROJ AUTH REV 400,000.000 6.92% 1/1/2034 400,000.00 523,852.00 TYSON FOODS INC 72,000.000 3.95% 8/15/2024 71,781.12 77,208.75 TYSON FOODS INC 40,000.000 3.55% 6/2/2027 39,933.20 42,531.68 TYSON FOODS INC 65,000.000 2.25% 8/23/2021 64,879.10 65,224.62 TYSON FOODS INC 65,000.000 5.10% 9/28/2048 64,723.10 81,845.31 TYSON FOODS INC 45,000.000 4.35% 3/1/2029 44,991.90 51,012.19 UDR INC 25,000.000 3.20% 1/15/2030 25,829.75 25,571.84 US AIRWAYS 2013-1 CLASS A PASS 130,471.968 3.95% 5/15/2027 130,471.97 137,236.23 UNILEVER CAPITAL CORP 150,000.000 5.90% 11/15/2032 194,241.00 204,413.67 UNILEVER CAPITAL CORP 390,000.000 2.90% 5/5/2027 389,853.75 407,328.72 UNILEVER CAPITAL CORP 800,000.000 2.75% 3/22/2021 795,912.00 809,596.64 UNION PACIFIC CORP 75,000.000 3.25% 1/15/2025 74,751.75 78,594.66 UNION PACIFIC CORP 762,000.000 3.80% 10/1/2051 735,276.49 809,535.44 UNION PACIFIC CORP 390,000.000 3.00% 4/15/2027 395,105.88 409,374.77 UNION PACIFIC CORP 200,000.000 3.60% 9/15/2037 202,606.00 208,664.58 UNION PACIFIC CORP 130,000.000 3.95% 9/10/2028 130,500.30 143,651.38 UNION PACIFIC CORP 144A 30,000.000 3.84% 3/20/2060 29,969.70 30,438.76 MUFG AMERICAS HOLDINGS CORP 200,000.000 3.50% 6/18/2022 198,400.00 206,907.31 UNITED AIRLINES 2019-1 CLASS A 72,626.660 4.15% 2/25/2033 72,626.66 78,417.41 UNITED AIRLINES 2018-1 CLASS A 86,202.840 3.50% 9/1/2031 86,202.84 88,807.63 UNITED AIRLINES 2014-1 CLASS A 60,830.528 4.00% 10/11/2027 60,830.53 64,670.54 UNITED PARCEL SERVICE INC 100,000.000 6.20% 1/15/2038 131,351.00 139,311.35 UNITED PARCEL SERVICE INC 155,000.000 2.45% 10/1/2022 157,568.51 157,485.00 UNITED PARCEL SERVICE INC 200,000.000 3.05% 11/15/2027 199,862.00 210,392.47 UNITED PARCEL SERVICE INC 50,000.000 4.25% 3/15/2049 49,966.50 58,568.30 US BANCORP 250,000.000 4.13% 5/24/2021 263,697.00 257,360.89 US BANCORP 100,000.000 3.60% 9/11/2024 98,951.00 106,321.58 US BANCORP 150,000.000 2.38% 7/22/2026 149,572.00 150,468.39 US BANCORP 100,000.000 3.90% 4/26/2028 99,729.00 112,221.63 US BANCORP 720,000.000 2.95% 7/15/2022 717,717.60 736,811.06 U S TREASURY BOND 16,800.000 8.00% 11/15/2021 21,340.59 18,760.88 U S TREASURY BOND 523,400.000 6.25% 8/15/2023 699,832.18 608,023.15 U S TREASURY BOND 57,000.000 6.00% 2/15/2026 74,765.76 70,973.91 U S TREASURY BOND 31,800.000 6.50% 11/15/2026 43,686.49 41,466.70 U S TREASURY BOND 299,800.000 6.13% 11/15/2027 411,057.49 394,037.91 U S TREASURY BOND 36,700.000 5.50% 8/15/2028 48,590.21 47,259.85 U S TREASURY BOND 52,000.000 5.25% 11/15/2028 67,770.61 66,245.16 U S TREASURY BOND 32,400.000 5.25% 2/15/2029 42,376.93 41,458.08 U S TREASURY BOND 46,500.000 6.25% 5/15/2030 67,219.75 65,436.04 U S TREASURY BOND 88,600.000 5.38% 2/15/2031 120,876.71 118,997.41 U S TREASURY BOND 154,000.000 4.50% 2/15/2036 193,723.73 204,447.03 U S TREASURY BOND 17,600.000 5.00% 5/15/2037 24,434.43 24,944.56 U S TREASURY BOND 34,100.000 4.38% 2/15/2038 43,969.02 45,422.27 U S TREASURY BOND 107,900.000 4.50% 5/15/2038 141,454.42 146,006.40 U S TREASURY BOND 567,600.000 3.50% 2/15/2039 633,234.62 681,319.55 U S TREASURY BOND 270,700.000 4.25% 5/15/2039 335,644.14 356,795.29 U S TREASURY BOND 74,800.000 4.50% 8/15/2039 97,812.67 101,672.48 U S TREASURY BOND 77,100.000 4.38% 11/15/2039 99,154.84 103,347.13 U S TREASURY BOND 1,241,300.000 4.63% 2/15/2040 1,616,802.16 1,718,909.56 U S TREASURY BOND 513,900.000 4.38% 5/15/2040 625,382.29 691,135.28 U S TREASURY BOND 1,213,500.000 3.88% 8/15/2040 1,405,243.07 1,532,091.15 U S TREASURY BOND 2,148,500.000 4.25% 11/15/2040 2,352,652.38 2,848,189.23 U S TREASURY BOND 123,400.000 4.75% 2/15/2041 167,655.31 174,365.16 U S TREASURY BOND 279,300.000 4.38% 5/15/2041 330,021.68 377,153.19 U S TREASURY BOND 375,400.000 3.75% 8/15/2041 428,489.10 466,903.75 U S TREASURY BOND 834,700.000 3.13% 11/15/2041 845,920.02 948,623.51

55 2019 | Investment Portfolio AS OF DEC. 31, 2019

U S TREASURY BOND 715,500.000 3.13% 2/15/2042 818,388.03 813,210.47 U S TREASURY BOND 623,100.000 3.00% 5/15/2042 604,766.26 694,586.12 U S TREASURY BOND 136,000.000 2.75% 8/15/2042 135,250.91 145,546.56 U S TREASURY BOND 540,400.000 2.75% 11/15/2042 532,761.94 577,932.47 U S TREASURY BOND 372,400.000 3.13% 2/15/2043 384,328.60 423,212.23 U S TREASURY BOND 485,500.000 2.88% 5/15/2043 478,995.34 530,048.42 U S TREASURY BOND 623,800.000 3.63% 8/15/2043 640,009.77 766,542.98 U S TREASURY BOND 473,100.000 3.75% 11/15/2043 523,815.04 592,834.96 U S TREASURY BOND 2,128,900.000 3.63% 2/15/2044 2,278,635.71 2,621,623.92 U S TREASURY BOND 1,510,100.000 3.38% 5/15/2044 1,575,730.03 1,790,884.22 U S TREASURY BOND 1,808,800.000 3.13% 8/15/2044 1,909,218.26 2,062,102.65 U S TREASURY BOND 323,000.000 3.00% 11/15/2044 339,930.36 360,851.56 U S TREASURY BOND 519,000.000 2.50% 2/15/2045 486,610.55 530,799.14 U S TREASURY BOND 2,015,100.000 3.00% 5/15/2045 2,025,387.72 2,254,786.69 U S TREASURY BOND 948,700.000 2.88% 8/15/2045 939,032.11 1,039,493.55 U S TREASURY BOND 803,100.000 3.00% 11/15/2045 807,610.20 900,538.61 U S TREASURY BOND 554,000.000 2.50% 2/15/2046 537,133.32 567,006.01 U S TREASURY BOND 931,600.000 2.50% 5/15/2046 872,594.82 953,470.76 U S TREASURY BOND 883,700.000 2.25% 8/15/2046 781,611.81 860,986.15 U S TREASURY BOND 5,259,500.000 2.88% 11/15/2046 5,163,978.64 5,783,395.53 U S TREASURY BOND 1,137,500.000 3.00% 2/15/2047 1,173,415.05 1,281,198.24 U S TREASURY BOND 200,000.000 3.00% 5/15/2047 205,015.63 225,257.81 U S TREASURY BOND 1,000,000.000 2.75% 8/15/2047 980,911.45 1,075,117.19 U S TREASURY BOND 1,300,000.000 2.75% 11/15/2047 1,244,922.09 1,397,652.35 U S TREASURY BOND 500,000.000 3.00% 2/15/2048 488,613.28 563,515.63 U S TREASURY BOND 11,540,000.000 3.13% 5/15/2048 12,512,401.97 13,321,487.50 U S TREASURY BOND 1,800,000.000 3.00% 8/15/2048 1,779,222.93 2,032,382.81 U S TREASURY BOND 500,000.000 3.38% 11/15/2048 505,253.91 604,843.75 U S TREASURY BOND 1,000,000.000 3.00% 2/15/2049 1,008,606.77 1,131,093.75 U S TREASURY BOND 1,000,000.000 2.88% 5/15/2049 1,123,203.13 1,105,195.31 U S TREASURY BOND 3,700,000.000 2.25% 8/15/2049 3,692,289.06 3,599,406.25 U S TREASURY BOND 1,000,000.000 2.38% 11/15/2049 1,037,109.38 999,492.19 U S TREASURY NOTE 639,800.000 2.13% 1/31/2021 642,989.52 643,148.96 U S TREASURY NOTE 1,331,800.000 2.75% 2/15/2024 1,354,219.15 1,389,181.85 U S TREASURY NOTE 640,200.000 2.00% 2/28/2021 638,274.64 642,825.82 U S TREASURY NOTE 1,091,800.000 2.25% 3/31/2021 1,097,316.13 1,100,116.45 U S TREASURY NOTE 13,241,400.000 2.38% 8/15/2024 13,442,544.66 13,646,917.88 U S TREASURY NOTE 146,400.000 2.00% 8/31/2021 148,498.79 147,366.47 U S TREASURY NOTE 301,200.000 2.13% 9/30/2021 307,047.50 303,894.33 U S TREASURY NOTE 603,800.000 2.00% 10/31/2021 609,100.00 608,304.92 U S TREASURY NOTE 1,347,400.000 2.25% 11/15/2024 1,346,226.03 1,382,716.62 U S TREASURY NOTE 693,200.000 1.88% 11/30/2021 707,624.87 697,234.64 U S TREASURY NOTE 218,400.000 2.13% 12/31/2021 222,657.05 220,694.91 U S TREASURY NOTE 217,200.000 1.50% 1/31/2022 215,299.50 216,877.59 U S TREASURY NOTE 1,101,000.000 2.00% 2/15/2025 1,088,383.69 1,116,912.89 U S TREASURY NOTE 858,800.000 1.75% 2/28/2022 860,905.02 862,020.50 U S TREASURY NOTE 197,400.000 1.75% 3/31/2022 197,739.33 198,140.25 U S TREASURY NOTE 1,454,400.000 2.00% 8/15/2025 1,458,572.71 1,474,341.19 U S TREASURY NOTE 105,600.000 1.88% 8/31/2022 106,198.12 106,375.50 U S TREASURY NOTE 15,769,800.000 1.75% 9/30/2022 15,709,037.46 15,833,248.84 U S TREASURY NOTE 226,800.000 1.88% 10/31/2022 227,818.79 228,492.14 U S TREASURY NOTE 876,800.000 2.25% 11/15/2025 871,055.57 900,672.25 U S TREASURY NOTE 610,400.000 2.00% 11/30/2022 608,115.00 617,290.84 U S TREASURY NOTE 172,200.000 2.13% 12/31/2022 175,079.01 174,823.36 U S TREASURY NOTE 143,400.000 1.38% 1/31/2021 142,419.72 143,002.29 U S TREASURY NOTE 1,226,800.000 3.63% 2/15/2021 1,416,960.64 1,253,636.25 U S TREASURY NOTE 108,000.000 1.75% 1/31/2023 107,582.36 108,447.19 U S TREASURY NOTE 9,554,000.000 1.63% 2/15/2026 9,418,997.06 9,470,029.32 U S TREASURY NOTE 159,600.000 1.50% 2/28/2023 156,719.70 159,045.14 U S TREASURY NOTE 1,209,400.000 1.13% 2/28/2021 1,202,527.08 1,202,313.67 U S TREASURY NOTE 895,200.000 3.13% 5/15/2021 1,012,633.77 913,488.66 U S TREASURY NOTE 102,000.000 1.50% 3/31/2023 100,067.61 101,629.45 U S TREASURY NOTE 1,165,600.000 1.25% 3/31/2021 1,161,544.27 1,160,272.85 U S TREASURY NOTE 589,600.000 1.38% 4/30/2021 587,804.62 587,803.56 U S TREASURY NOTE 1,635,800.000 2.13% 8/15/2021 1,640,725.89 1,649,474.27 U S TREASURY NOTE 654,200.000 2.00% 11/15/2021 641,041.72 659,362.04 U S TREASURY NOTE 690,200.000 1.63% 4/30/2023 669,318.99 690,146.08 U S TREASURY NOTE 1,034,800.000 1.63% 5/15/2026 984,010.61 1,024,330.73 U S TREASURY NOTE 1,178,800.000 1.63% 5/31/2023 1,140,352.53 1,178,846.04 U S TREASURY NOTE 1,714,200.000 1.38% 5/31/2021 1,745,339.11 1,708,977.04 U S TREASURY NOTE 630,800.000 2.00% 2/15/2022 638,224.03 636,171.65 U S TREASURY NOTE 99,600.000 1.75% 5/15/2022 99,767.33 99,965.72 U S TREASURY NOTE 10,589,600.000 1.13% 6/30/2021 10,318,281.29 10,515,555.50 U S TREASURY NOTE 124,800.000 1.38% 6/30/2023 121,285.13 123,712.87 U S TREASURY NOTE 1,356,400.000 1.13% 7/31/2021 1,317,648.28 1,346,279.98 U S TREASURY NOTE 12,086,400.000 1.25% 7/31/2023 11,743,415.02 11,924,461.09 U S TREASURY NOTE 575,800.000 1.63% 8/15/2022 573,281.72 576,339.81 U S TREASURY NOTE 929,400.000 1.63% 11/15/2022 913,467.73 930,089.79 U S TREASURY NOTE 139,200.000 1.38% 9/30/2023 134,888.00 137,813.44 U S TREASURY NOTE 126,600.000 1.13% 9/30/2021 123,805.94 125,581.26 U S TREASURY NOTE 165,000.000 1.25% 10/31/2021 162,112.50 164,007.42

56 2019 | Investment Portfolio AS OF DEC. 31, 2019

U S TREASURY NOTE 85,200.000 1.63% 10/31/2023 83,805.53 85,123.45 U S TREASURY NOTE 989,800.000 2.00% 2/15/2023 977,083.04 1,001,399.22 U S TREASURY NOTE 1,146,800.000 2.00% 11/15/2026 1,114,864.66 1,160,104.67 U S TREASURY NOTE 1,159,600.000 2.13% 11/30/2023 1,163,358.71 1,180,255.38 U S TREASURY NOTE 6,466,400.000 1.75% 11/30/2021 6,471,624.58 6,486,354.92 U S TREASURY NOTE 945,800.000 2.00% 12/31/2021 952,634.31 953,373.79 U S TREASURY NOTE 1,181,400.000 1.75% 5/15/2023 1,149,759.80 1,185,968.70 U S TREASURY NOTE 1,727,800.000 2.50% 8/15/2023 1,776,954.76 1,779,566.51 U S TREASURY NOTE 629,600.000 2.25% 12/31/2023 632,925.46 643,938.16 U S TREASURY NOTE 170,400.000 1.88% 1/31/2022 171,764.56 171,398.44 U S TREASURY NOTE 621,800.000 2.25% 1/31/2024 627,473.44 636,203.41 U S TREASURY NOTE 563,600.000 2.25% 2/15/2027 561,094.36 579,429.24 U S TREASURY NOTE 1,126,800.000 2.75% 11/15/2023 1,151,724.59 1,172,796.33 U S TREASURY NOTE 1,206,400.000 2.25% 4/30/2021 1,258,909.23 1,216,579.00 U S TREASURY NOTE 1,925,400.000 2.50% 5/15/2024 1,932,097.67 1,992,262.52 U S TREASURY NOTE 85,200.000 2.00% 5/31/2021 86,494.61 85,669.27 U S TREASURY NOTE 82,200.000 2.13% 6/30/2021 83,815.07 82,848.61 U S TREASURY NOTE 97,200.000 2.25% 7/31/2021 99,584.41 98,179.59 U S TREASURY NOTE 244,800.000 1.75% 4/30/2022 245,134.64 245,718.00 U S TREASURY NOTE 1,129,000.000 2.13% 2/29/2024 1,125,003.94 1,149,948.25 U S TREASURY NOTE 969,600.000 1.88% 2/28/2022 972,426.77 975,546.37 U S TREASURY NOTE 139,200.000 2.13% 3/31/2024 140,776.86 141,788.25 U S TREASURY NOTE 121,800.000 1.88% 3/31/2022 122,732.50 122,575.52 U S TREASURY NOTE 365,600.000 2.13% 5/15/2025 363,496.26 373,140.50 U S TREASURY NOTE 347,400.000 1.88% 5/31/2022 349,869.67 349,788.38 U S TREASURY NOTE 96,000.000 2.13% 6/30/2022 97,766.21 97,267.50 U S TREASURY NOTE 750,000.000 1.63% 7/31/2020 753,671.26 749,970.71 U S TREASURY NOTE 121,800.000 2.00% 7/31/2022 123,255.88 123,056.06 U S TREASURY NOTE 700,000.000 1.75% 5/31/2022 699,686.35 702,734.38 U S TREASURY NOTE 2,000,000.000 2.00% 5/31/2024 1,987,578.13 2,027,734.38 U S TREASURY NOTE 1,000,000.000 1.75% 6/30/2022 995,976.56 1,004,140.62 U S TREASURY NOTE 1,500,000.000 2.00% 6/30/2024 1,493,554.69 1,520,800.79 U S TREASURY NOTE 623,600.000 1.88% 4/30/2022 628,065.83 627,643.66 U S TREASURY NOTE 1,141,000.000 2.00% 4/30/2024 1,141,558.38 1,156,644.18 U S TREASURY NOTE 200,000.000 2.38% 5/15/2027 201,560.06 207,460.94 U S TREASURY NOTE 1,500,000.000 1.63% 8/15/2029 1,492,148.43 1,462,441.41 U S TREASURY NOTE 2,000,000.000 1.38% 10/15/2022 1,992,265.63 1,987,812.50 U S TREASURY NOTE 2,000,000.000 1.50% 10/31/2024 1,998,437.50 1,983,359.38 U S TREASURY NOTE 2,000,000.000 1.63% 10/31/2026 2,001,484.37 1,975,078.12 U S TREASURY NOTE 2,805,000.000 1.75% 11/15/2029 2,787,035.15 2,764,897.25 U S TREASURY NOTE 10,000,000.000 1.50% 11/30/2021 9,985,937.50 9,986,718.80 U S TREASURY NOTE 5,000,000.000 1.63% 11/30/2026 4,938,281.25 4,936,718.75 U S TREASURY NOTE 4,000,000.000 1.50% 11/30/2024 3,967,656.25 3,967,656.24 U S TREASURY NOTE 1,000,000.000 2.75% 7/31/2023 1,000,351.56 1,038,437.50 U S TREASURY NOTE 1,000,000.000 1.88% 7/31/2026 997,460.94 1,004,414.06 U S TREASURY NOTE 1,517,800.000 1.50% 8/15/2026 1,409,317.38 1,488,451.91 U S TREASURY NOTE 119,400.000 1.38% 8/31/2023 115,818.00 118,299.28 U S TREASURY NOTE 695,000.000 1.13% 8/31/2021 687,378.09 689,651.76 U S TREASURY NOTE 2,000,000.000 1.88% 7/31/2022 1,992,484.38 2,014,140.62 U S TREASURY NOTE 700,000.000 2.25% 8/15/2027 694,600.85 719,988.28 U S TREASURY NOTE 1,500,000.000 1.63% 8/31/2022 1,436,484.38 1,501,230.47 U S TREASURY NOTE 3,000,000.000 1.88% 9/30/2022 2,955,000.00 3,022,851.57 U S TREASURY NOTE 3,500,000.000 2.00% 10/31/2022 3,488,242.18 3,538,417.96 U S TREASURY NOTE 1,500,000.000 2.25% 12/31/2024 1,462,265.62 1,539,960.93 U S TREASURY NOTE 500,000.000 2.38% 1/31/2023 495,761.72 511,347.66 U S TREASURY NOTE 800,000.000 2.50% 1/31/2025 789,718.75 831,375.00 U S TREASURY NOTE 3,000,000.000 2.25% 2/15/2021 2,985,703.12 3,020,156.25 U S TREASURY NOTE 1,000,000.000 2.50% 3/31/2023 985,859.38 1,027,734.38 U S TREASURY NOTE 6,290,000.000 2.88% 5/15/2028 6,267,258.13 6,774,772.25 U S TREASURY NOTE 1,500,000.000 2.63% 6/30/2023 1,484,882.81 1,550,742.18 U S TREASURY NOTE 1,000,000.000 2.75% 8/15/2021 996,406.25 1,018,242.19 U S TREASURY NOTE 4,000,000.000 2.75% 8/31/2023 4,168,437.50 4,156,562.48 U S TREASURY NOTE 1,500,000.000 2.88% 9/30/2023 1,496,132.81 1,566,621.09 U S TREASURY NOTE 300,000.000 3.00% 10/31/2025 298,722.66 320,636.72 U S TREASURY NOTE 800,000.000 2.88% 10/31/2023 800,779.89 836,156.25 U S TREASURY NOTE 3,000,000.000 2.88% 11/30/2025 3,056,249.99 3,187,382.82 U S TREASURY NOTE 1,000,000.000 2.88% 11/30/2023 1,015,351.56 1,045,976.56 U S TREASURY NOTE 2,000,000.000 2.63% 12/15/2021 2,006,562.50 2,039,687.50 U S TREASURY NOTE 1,000,000.000 2.63% 12/31/2023 1,007,187.50 1,037,304.69 U S TREASURY NOTE 5,000,000.000 2.50% 1/31/2021 5,022,851.56 5,045,898.45 U S TREASURY NOTE 8,000,000.000 2.50% 1/31/2024 8,087,304.68 8,263,437.52 U S TREASURY NOTE 4,795,000.000 2.63% 2/15/2029 4,759,732.03 5,085,322.29 U S TREASURY NOTE 4,000,000.000 2.50% 2/28/2026 4,049,453.12 4,168,593.76 U S TREASURY NOTE 2,500,000.000 2.38% 5/15/2029 2,601,503.90 2,600,292.98 U S TREASURY NOTE 2,000,000.000 2.13% 5/15/2022 2,010,390.63 2,024,687.50 U S TREASURY NOTE 1,000,000.000 1.75% 6/30/2024 996,718.75 1,003,164.06 U S TREASURY NOTE 1,000,000.000 1.88% 6/30/2026 1,016,367.19 1,004,960.94 QWEST CORP 272,000.000 6.88% 9/15/2033 267,920.00 273,224.00 UNITED TECHNOLOGIES CORP 1,000,000.000 5.70% 4/15/2040 1,201,983.60 1,346,494.06 UNITED TECHNOLOGIES CORP 449,000.000 3.10% 6/1/2022 464,253.10 460,691.64 UNITED TECHNOLOGIES CORP 100,000.000 2.65% 11/1/2026 96,598.00 102,385.45

57 2019 | Investment Portfolio AS OF DEC. 31, 2019

UNITED TECHNOLOGIES CORP 100,000.000 3.75% 11/1/2046 94,226.00 108,976.51 UNITED TECHNOLOGIES CORP 20,000.000 4.45% 11/16/2038 19,882.40 23,667.33 UNITED TECHNOLOGIES CORP 25,000.000 4.63% 11/16/2048 24,920.75 31,329.46 UNITED TECHNOLOGIES CORP 45,000.000 4.13% 11/16/2028 44,983.80 50,629.23 UNITED TECHNOLOGIES CORP 15,000.000 3.35% 8/16/2021 14,981.70 15,359.97 UNITED TECHNOLOGIES CORP 235,000.000 3.65% 8/16/2023 235,642.85 247,785.63 UNITED TECHNOLOGIES CORP 25,000.000 3.95% 8/16/2025 24,957.50 27,264.45 UNITEDHEALTH GROUP INC 230,000.000 6.88% 2/15/2038 312,366.06 340,961.40 UNITEDHEALTH GROUP INC 2,055,000.000 2.88% 3/15/2023 2,035,775.35 2,111,148.48 UNITEDHEALTH GROUP INC 50,000.000 3.75% 7/15/2025 49,864.50 54,013.00 UNITEDHEALTH GROUP INC 135,000.000 4.75% 7/15/2045 151,496.55 166,244.59 UNITEDHEALTH GROUP INC 31,000.000 4.25% 4/15/2047 30,941.10 35,891.59 UNITEDHEALTH GROUP INC 150,000.000 2.38% 10/15/2022 149,498.51 151,876.37 UNITEDHEALTH GROUP INC 150,000.000 2.95% 10/15/2027 148,330.50 156,043.78 UNITEDHEALTH GROUP INC 150,000.000 3.75% 10/15/2047 148,278.00 161,457.48 UNITEDHEALTH GROUP INC 780,000.000 3.85% 6/15/2028 853,405.80 860,724.40 UNITEDHEALTH GROUP INC 10,000.000 3.50% 2/15/2024 9,975.10 10,557.30 UNITEDHEALTH GROUP INC 10,000.000 3.70% 12/15/2025 9,979.90 10,823.75 UNITEDHEALTH GROUP INC 10,000.000 3.88% 12/15/2028 9,965.60 11,072.78 UNITEDHEALTH GROUP INC 10,000.000 4.45% 12/15/2048 9,959.00 11,960.89 UNUM GROUP 50,000.000 4.00% 3/15/2024 49,926.50 52,835.05 UNUM GROUP 35,000.000 4.00% 6/15/2029 34,871.55 36,761.94 VALERO ENERGY CORP 100,000.000 6.63% 6/15/2037 121,884.00 132,317.30 VALERO ENERGY CORP 35,000.000 4.35% 6/1/2028 34,969.20 38,566.02 VALERO ENERGY CORP 900,000.000 4.00% 4/1/2029 893,097.00 970,979.41 VENTAS REALTY LP 270,000.000 3.85% 4/1/2027 273,408.48 285,171.76 VEREIT OPERATING PARTNERSHIP L 15,000.000 4.88% 6/1/2026 15,393.75 16,619.82 VEREIT OPERATING PARTNERSHIP L 40,000.000 3.95% 8/15/2027 39,732.00 42,063.65 VEREIT OPERATING PARTNERSHIP L 50,000.000 3.10% 12/15/2029 49,421.00 49,135.35 VERIZON COMMUNICATIONS INC 100,000.000 3.85% 11/1/2042 100,631.00 108,063.18 VERIZON COMMUNICATIONS INC 86,000.000 4.27% 1/15/2036 79,552.96 97,399.56 VERIZON COMMUNICATIONS INC 187,000.000 4.52% 9/15/2048 155,275.03 224,389.77 VERIZON COMMUNICATIONS INC 100,000.000 2.63% 8/15/2026 99,261.00 101,559.63 VERIZON COMMUNICATIONS INC 500,000.000 2.95% 3/15/2022 489,915.00 511,445.57 VERIZON COMMUNICATIONS INC 200,000.000 4.81% 3/15/2039 202,648.00 241,432.96 VERIZON COMMUNICATIONS INC 100,000.000 5.01% 4/15/2049 109,235.00 128,211.56 VERIZON COMMUNICATIONS INC 200,000.000 5.50% 3/16/2047 233,122.00 271,575.94 VERIZON COMMUNICATIONS INC 200,000.000 4.13% 3/16/2027 207,910.00 222,047.77 VERIZON COMMUNICATIONS INC 2,400,000.000 4.50% 8/10/2033 2,784,072.00 2,801,544.31 VERIZON COMMUNICATIONS INC 400,000.000 3.38% 2/15/2025 395,996.00 423,723.47 VERIZON COMMUNICATIONS INC 338,000.000 4.33% 9/21/2028 339,379.54 383,619.54 VERIZON COMMUNICATIONS INC 185,000.000 3.88% 2/8/2029 184,650.35 204,076.03 VERISK ANALYTICS INC 50,000.000 4.00% 6/15/2025 49,731.50 53,842.77 VERISK ANALYTICS INC 25,000.000 4.13% 3/15/2029 24,865.75 27,455.77 VIACOMCBS INC 100,000.000 3.88% 12/15/2021 101,607.00 103,461.01 VIACOMCBS INC 121,000.000 4.38% 3/15/2043 106,566.75 128,291.60 VIACOMCBS INC 680,000.000 4.25% 9/1/2023 706,506.40 724,250.60 VIRGINIA ELECTRIC & POWER CO 425,000.000 4.45% 2/15/2044 421,651.00 493,779.88 VIRGINIA ELECTRIC & POWER CO 105,000.000 3.15% 1/15/2026 104,990.55 109,775.88 VIRGINIA ELECTRIC & POWER CO 300,000.000 3.80% 4/1/2028 299,304.00 326,456.05 VIRGINIA ELECTRIC & POWER CO 50,000.000 3.30% 12/1/2049 49,905.50 50,486.11 VISA INC 150,000.000 3.15% 12/14/2025 149,451.00 158,589.65 VISA INC 895,000.000 4.30% 12/14/2045 901,110.71 1,100,227.95 VISA INC 85,000.000 2.15% 9/15/2022 84,796.85 85,967.53 VORNADO REALTY LP 50,000.000 3.50% 1/15/2025 49,798.00 52,022.97 VOYA FINANCIAL INC 100,000.000 3.13% 7/15/2024 99,699.00 103,160.53 WP CAREY INC 50,000.000 4.25% 10/1/2026 49,841.00 53,542.30 WP CAREY INC 800,000.000 3.85% 7/15/2029 791,008.00 844,941.17 WEC ENERGY GROUP INC 15,000.000 3.38% 6/15/2021 14,993.85 15,304.57 WRKCO INC 200,000.000 4.65% 3/15/2026 199,708.00 220,138.31 WRKCO INC 25,000.000 4.20% 6/1/2032 24,992.25 27,428.34 WELLS FARGO BANK NA 350,000.000 6.60% 1/15/2038 383,754.35 506,602.43 WALMART INC 250,000.000 2.35% 12/15/2022 247,246.07 254,375.76 WALMART INC 150,000.000 2.65% 12/15/2024 149,801.51 154,902.77 WALMART INC 125,000.000 3.63% 12/15/2047 125,735.00 139,131.23 WALMART INC 155,000.000 3.95% 6/28/2038 154,997.65 179,558.11 WALMART INC 1,035,000.000 4.05% 6/29/2048 1,051,348.65 1,226,831.13 WALMART INC 100,000.000 3.70% 6/26/2028 99,694.00 110,179.28 WALMART INC 50,000.000 3.13% 6/23/2021 49,997.50 51,069.08 WALMART INC 200,000.000 3.40% 6/26/2023 205,128.00 210,299.75 WALGREEN CO 125,000.000 3.10% 9/15/2022 124,861.25 127,611.83 WALGREENS BOOTS ALLIANCE INC 80,000.000 4.50% 11/18/2034 82,704.32 83,462.79 WALGREENS BOOTS ALLIANCE INC 150,000.000 4.80% 11/18/2044 149,976.00 152,007.68 WALGREENS BOOTS ALLIANCE INC 100,000.000 3.80% 11/18/2024 102,131.00 104,240.09 WALGREENS BOOTS ALLIANCE INC 20,000.000 4.65% 6/1/2046 19,843.20 20,114.90 WASHINGTON MUTUAL BANK / DEBT 800,000.000 5.65% 8/15/2014 790,784.00 0.00 WASTE MANAGEMENT INC 200,000.000 3.90% 3/1/2035 187,256.00 220,478.18 WASTE MANAGEMENT INC 15,000.000 2.95% 6/15/2024 14,999.10 15,485.98 WASTE MANAGEMENT INC 25,000.000 3.45% 6/15/2029 24,951.00 26,773.90 WASTE MANAGEMENT INC 30,000.000 4.15% 7/15/2049 29,961.60 34,327.17 WEINGARTEN REALTY INVESTORS 425,000.000 3.25% 8/15/2026 421,408.75 427,202.55

58 2019 | Investment Portfolio AS OF DEC. 31, 2019

ANTHEM INC 250,000.000 4.65% 1/15/2043 255,750.00 282,075.19 ANTHEM INC 750,000.000 3.50% 8/15/2024 777,510.00 786,355.33 ANTHEM INC 80,000.000 4.65% 8/15/2044 86,187.36 90,684.13 WELLS FARGO & CO 500,000.000 3.45% 2/13/2023 499,902.50 517,818.93 WELLS FARGO & CO 200,000.000 5.38% 11/2/2043 230,081.40 256,864.17 WELLS FARGO & CO 1,400,000.000 4.10% 6/3/2026 1,475,292.00 1,509,771.21 WELLS FARGO & CO 115,000.000 4.65% 11/4/2044 114,208.80 135,261.46 WELLS FARGO & CO 75,000.000 3.90% 5/1/2045 74,749.50 85,069.29 WELLS FARGO & CO 250,000.000 4.30% 7/22/2027 253,317.50 273,972.16 WELLS FARGO & CO 300,000.000 4.40% 6/14/2046 292,110.00 342,185.21 WELLS FARGO & CO 200,000.000 4.75% 12/7/2046 210,780.00 240,179.13 WELLS FARGO & CO 750,000.000 4.48% 1/16/2024 819,742.50 810,017.40 WELLS FARGO & CO 50,000.000 2.50% 3/4/2021 49,988.50 50,359.28 WELLS FARGO & CO 150,000.000 3.00% 4/22/2026 150,207.50 154,302.83 WELLS FARGO BANK NA 250,000.000 2.60% 1/15/2021 249,865.00 251,753.08 WELLS FARGO BANK NA 250,000.000 2.90% 5/27/2022 250,000.00 253,296.09 WELLS FARGO & CO 500,000.000 3.75% 1/24/2024 499,095.00 528,662.98 WELLS FARGO & CO 900,000.000 2.88% 10/30/2030 900,000.00 906,255.69 WELLS FARGO & CO 90,000.000 2.41% 10/30/2025 90,000.00 90,084.81 WELLTOWER INC 55,000.000 4.25% 4/15/2028 54,977.45 60,332.24 WELLTOWER INC 50,000.000 3.63% 3/15/2024 49,828.50 52,536.23 EVERGY KANSAS CENTRAL INC 100,000.000 4.10% 4/1/2043 96,675.00 111,264.31 WESTERN MIDSTREAM OPERATING 25,000.000 4.65% 7/1/2026 24,949.00 25,600.24 LP WESTERN MIDSTREAM OPERATING 60,000.000 4.75% 8/15/2028 59,890.80 60,541.25 LP WESTERN MIDSTREAM OPERATING 30,000.000 5.50% 8/15/2048 29,673.60 26,388.60 LP WESTERN UNION CO/THE 100,000.000 4.25% 6/9/2023 99,920.00 105,665.23 WESTLAKE CHEMICAL CORP 29,000.000 3.60% 7/15/2022 28,862.83 29,676.51 WESTLAKE CHEMICAL CORP 375,000.000 3.60% 8/15/2026 373,125.00 388,765.55 WEYERHAEUSER CO 100,000.000 7.38% 3/15/2032 120,341.00 138,288.00 WEYERHAEUSER CO 50,000.000 4.00% 11/15/2029 49,731.00 54,129.20 WHIRLPOOL CORP 375,000.000 4.00% 3/1/2024 374,598.75 397,346.97 WILLIAMS COS INC/THE 20,000.000 3.70% 1/15/2023 19,825.00 20,715.18 WILLIAMS COS INC/THE 25,000.000 5.75% 6/24/2044 26,937.50 29,628.62 WILLIAMS COS INC/THE 65,000.000 4.55% 6/24/2024 66,462.50 70,178.04 WILLIAMS COS INC/THE 750,000.000 4.00% 9/15/2025 748,822.50 795,783.22 WILLIAMS COS INC/THE 150,000.000 3.75% 6/15/2027 149,923.50 156,458.97 WILLIAMS COS INC/THE 45,000.000 4.85% 3/1/2048 44,781.75 49,265.16 WILLIAMS COS INC/THE 100,000.000 4.50% 11/15/2023 99,396.00 107,096.23 WILLIAMS COS INC/THE 120,000.000 5.40% 3/4/2044 128,515.08 135,274.97 WILLIAMS COS INC/THE 100,000.000 4.90% 1/15/2045 99,229.00 107,973.07 WILLIS NORTH AMERICA INC 205,000.000 3.60% 5/15/2024 207,701.59 214,193.98 WISCONSIN ELECTRIC POWER CO 100,000.000 3.10% 6/1/2025 99,897.00 104,359.92 WEC ENERGY GROUP INC 375,000.000 3.55% 6/15/2025 374,936.25 398,189.68 WISCONSIN POWER & LIGHT CO 65,000.000 4.10% 10/15/2044 64,944.10 70,893.33 WISCONSIN PUBLIC SERVICE CORP 35,000.000 3.35% 11/21/2021 34,977.25 35,974.22 WYETH LLC 653,000.000 5.95% 4/1/2037 854,965.54 891,986.46 XCEL ENERGY INC 80,000.000 3.35% 12/1/2026 81,635.52 83,970.93 ZIMMER BIOMET HOLDINGS INC 35,000.000 3.55% 4/1/2025 34,917.75 36,911.31 ZIMMER BIOMET HOLDINGS INC 55,000.000 3.70% 3/19/2023 54,913.10 57,326.41 ZOETIS INC 42,000.000 3.25% 2/1/2023 41,953.80 43,239.17 ZOETIS INC 50,000.000 4.50% 11/13/2025 49,884.50 55,383.93 ZOETIS INC 200,000.000 3.95% 9/12/2047 198,852.00 217,897.47 ZOETIS INC 800,000.000 3.25% 8/20/2021 799,096.00 814,910.52 PECO ENERGY CAPITAL TRUST III 712,000.000 4/6/2028 712,000.00 816,186.01 1,146,185,873.42 1,183,797,332.81

Bonds - Non-U.S. RUSSIAN FOREIGN BOND - EU 144A 400,000.000 4.38% 3/21/2029 395,480.00 444,600.00 RUSSIAN FOREIGN BOND - EU 144A 200,000.000 5.25% 6/23/2047 189,000.00 250,300.00 SVENSK EXPORTKREDIT AB 300,000.000 2.38% 3/9/2022 301,893.00 303,999.35 SVENSK EXPORTKREDIT AB 200,000.000 2.00% 8/30/2022 198,886.00 201,326.17 SVENSK EXPORTKREDIT AB 200,000.000 2.88% 3/14/2023 200,108.00 207,108.00 SVENSK EXPORTKREDIT AB 200,000.000 2.38% 4/9/2021 199,678.00 201,493.71 ALLERGAN FUNDING SCS 850,000.000 3.85% 6/15/2024 846,795.50 892,872.39 ALLERGAN FUNDING SCS 275,000.000 3.80% 3/15/2025 279,357.75 288,999.58 ALLERGAN FUNDING SCS 230,000.000 4.75% 3/15/2045 245,512.40 250,496.02 AERCAP IRELAND CAPITAL DAC / A 150,000.000 3.50% 5/26/2022 149,514.00 154,202.08 AERCAP IRELAND CAPITAL DAC / A 310,000.000 3.65% 7/21/2027 308,431.40 319,439.29 AERCAP IRELAND CAPITAL DAC / A 800,000.000 4.45% 10/1/2025 799,080.00 860,252.61 AERCAP IRELAND CAPITAL DAC / A 150,000.000 4.45% 12/16/2021 149,814.00 156,346.97 AFRICAN DEVELOPMENT BANK 100,000.000 2.38% 9/23/2021 99,987.00 101,146.83 AIRCASTLE LTD 25,000.000 5.13% 3/15/2021 25,706.75 25,827.38 AIRCASTLE LTD 25,000.000 5.50% 2/15/2022 26,062.50 26,596.21 AIRCASTLE LTD 25,000.000 5.00% 4/1/2023 25,562.50 26,739.53 AIRCASTLE LTD 25,000.000 4.13% 5/1/2024 24,406.25 26,267.82 PROVINCE OF ALBERTA CANADA 200,000.000 2.20% 7/26/2022 199,708.00 201,893.28 PROVINCE OF ALBERTA CANADA 100,000.000 3.30% 3/15/2028 99,823.00 108,252.23

59 2019 | Investment Portfolio AS OF DEC. 31, 2019

RIO TINTO ALCAN INC 80,000.000 6.13% 12/15/2033 93,226.88 108,671.10 ALIBABA GROUP HOLDING LTD 1,005,000.000 3.60% 11/28/2024 1,012,700.10 1,058,632.22 ALIBABA GROUP HOLDING LTD 200,000.000 2.80% 6/6/2023 197,156.00 202,873.39 ALIBABA GROUP HOLDING LTD 200,000.000 4.00% 12/6/2037 201,250.00 214,085.13 ALIBABA GROUP HOLDING LTD 200,000.000 4.40% 12/6/2057 200,964.00 229,956.34 ALPEK SAB DE CV 144A 500,000.000 4.25% 9/18/2029 498,590.00 510,000.00 AMERICA MOVIL SAB DE CV 229,000.000 5.00% 3/30/2020 227,340.97 230,406.06 AMERICA MOVIL SAB DE CV 140,000.000 6.13% 3/30/2040 159,211.94 187,583.20 AMERICA MOVIL SAB DE CV 200,000.000 3.63% 4/22/2029 198,656.00 210,544.00 APTIV PLC 100,000.000 4.40% 10/1/2046 99,454.00 96,392.42 ARCELORMITTAL SA 31,000.000 7.00% 10/15/2039 35,805.00 37,786.74 ARCELORMITTAL SA 30,000.000 6.25% 2/25/2022 32,137.50 32,336.90 ARCELORMITTAL SA 20,000.000 6.13% 6/1/2025 21,600.00 22,979.76 ASIAN DEVELOPMENT BANK 200,000.000 2.00% 4/24/2026 203,388.00 200,965.94 ASIAN DEVELOPMENT BANK 350,000.000 1.75% 6/8/2021 348,991.50 350,270.06 ASIAN DEVELOPMENT BANK 200,000.000 1.75% 9/13/2022 197,450.00 200,460.03 ASIAN DEVELOPMENT BANK 250,000.000 2.63% 1/30/2024 248,745.00 258,767.48 ASTRAZENECA PLC 100,000.000 6.45% 9/15/2037 130,873.10 141,047.25 ASTRAZENECA PLC 1,200,000.000 3.38% 11/16/2025 1,164,996.00 1,275,422.81 ASTRAZENECA PLC 80,000.000 4.38% 11/16/2045 86,127.04 93,297.07 ASTRAZENECA PLC 200,000.000 2.38% 6/12/2022 195,588.00 202,319.65 ASTRAZENECA PLC 25,000.000 3.50% 8/17/2023 24,918.25 26,163.45 ASTRAZENECA PLC 35,000.000 4.00% 1/17/2029 34,856.50 38,880.55 ASTRAZENECA PLC 40,000.000 4.38% 8/17/2048 39,577.60 46,746.65 AUSTRALIA & NEW ZEALAND BANKIN 250,000.000 2.30% 6/1/2021 253,582.50 251,352.70 AUSTRALIA & NEW ZEALAND BANKIN 335,000.000 2.63% 5/19/2022 337,327.58 340,268.60 AVOLON HOLDINGS FUNDING L 144A 800,000.000 3.63% 5/1/2022 799,416.00 819,680.00 AXIS SPECIALTY FINANCE PLC 200,000.000 4.00% 12/6/2027 199,026.00 212,078.89 BP CAPITAL MARKETS PLC 500,000.000 3.54% 11/4/2024 499,335.00 532,542.07 BP CAPITAL MARKETS PLC 100,000.000 3.06% 3/17/2022 101,137.00 102,549.48 BP CAPITAL MARKETS PLC 100,000.000 3.51% 3/17/2025 100,000.00 106,475.10 BP CAPITAL MARKETS PLC 30,000.000 3.72% 11/28/2028 30,000.00 32,718.36 BP CAPITAL MARKETS PLC 100,000.000 3.28% 9/19/2027 100,000.00 105,229.51 BNP PARIBAS SA 150,000.000 5.00% 1/15/2021 146,301.90 154,758.34 BNP PARIBAS SA 240,000.000 3.25% 3/3/2023 237,271.20 248,813.03 BPCE SA 250,000.000 4.00% 4/15/2024 263,400.00 267,489.30 BNP PARIBAS SA 200,000.000 4.25% 10/15/2024 201,206.00 214,593.94 BNG BANK NV 144A 400,000.000 1.50% 9/6/2022 397,508.00 397,556.80 BAIDU INC 200,000.000 3.63% 7/6/2027 199,152.00 206,724.55 BANCO SANTANDER SA 620,000.000 3.50% 4/11/2022 634,806.22 636,943.08 BANCO SANTANDER SA 800,000.000 4.38% 4/12/2028 773,440.00 875,874.45 BANK OF MONTREAL 200,000.000 2.35% 9/11/2022 198,576.00 202,719.51 BANK OF MONTREAL 100,000.000 1.90% 8/27/2021 99,811.00 100,188.48 BANK OF MONTREAL 800,000.000 3.10% 7/13/2020 799,048.00 805,540.37 BANK OF MONTREAL 40,000.000 2.05% 11/1/2022 39,953.20 40,163.90 BANK OF NOVA SCOTIA/THE 100,000.000 2.80% 7/21/2021 100,535.00 101,504.33 BANK OF NOVA SCOTIA/THE 200,000.000 2.45% 9/19/2022 199,210.00 203,018.12 BANK OF NOVA SCOTIA/THE 500,000.000 2.38% 1/18/2023 499,765.00 507,544.73 BANK OF ENGLAND EURO NOTE 144A 300,000.000 2.50% 3/5/2021 299,052.00 302,594.82 BARCLAYS PLC 195,000.000 3.65% 3/16/2025 195,197.54 202,970.58 BARCLAYS PLC 200,000.000 5.25% 8/17/2045 199,520.00 243,040.00 BARCLAYS PLC 200,000.000 3.25% 1/12/2021 201,016.00 201,688.00 BARCLAYS PLC 100,000.000 3.20% 8/10/2021 100,714.00 101,356.80 BARCLAYS PLC 750,000.000 3.68% 1/10/2023 755,317.50 769,119.78 BARCLAYS PLC 200,000.000 3.93% 5/7/2025 201,674.00 210,249.93 BARCLAYS BANK PLC 200,000.000 2.65% 1/11/2021 199,806.00 201,308.29 BARRICK GOLD CORP 80,000.000 5.25% 4/1/2042 90,291.92 95,475.58 BELL CANADA INC 30,000.000 4.46% 4/1/2048 29,630.40 34,792.70 BELL CANADA INC 15,000.000 4.30% 7/29/2049 14,970.30 16,991.73 PROVINCE OF BRITISH COLUMBIA C 200,000.000 2.65% 9/22/2021 197,814.00 203,113.20 BROOKFIELD ASSET MANAGEMENT IN 155,000.000 4.00% 1/15/2025 157,996.62 166,734.71 CK HUTCHISON INTERNATIONA 144A 800,000.000 3.63% 4/11/2029 793,896.00 842,036.47 CNOOC FINANCE 2015 AUSTRALIA P 200,000.000 4.20% 5/5/2045 200,000.00 222,513.44 CAISSE D’AMORTISSEMENT DE 144A 200,000.000 3.38% 3/20/2024 199,746.00 212,486.86 CAISSE D’AMORTISSEMENT DE 144A 300,000.000 1.88% 1/13/2020 300,326.00 300,002.29 CAISSE D’AMORTISSEMENT DE 144A 300,000.000 2.38% 1/29/2021 298,419.00 302,061.25 CANADA GOVERNMENT 365,000.000 2.00% 11/15/2022 362,755.20 368,379.90 INTERNATIONA CANADA GOVERNMENT 200,000.000 2.63% 1/25/2022 202,492.00 203,811.49 INTERNATIONA CANADIAN IMPERIAL BANK OF COMM 750,000.000 2.55% 6/16/2022 749,302.50 761,196.99 CANADIAN IMPERIAL BANK OF COMM 500,000.000 2.61% 7/22/2023 500,000.00 505,455.80 CANADIAN NATIONAL RAILWAY CO 320,000.000 6.20% 6/1/2036 318,918.40 449,522.18 CANADIAN NATIONAL RAILWAY CO 100,000.000 2.25% 11/15/2022 99,867.00 100,800.46 CANADIAN NATIONAL RAILWAY CO 155,000.000 2.95% 11/21/2024 159,265.45 160,087.14 CANADIAN NATIONAL RAILWAY CO 90,000.000 3.20% 8/2/2046 86,172.88 91,896.17 CANADIAN NATURAL RESOURCES 136,000.000 5.85% 2/1/2035 147,962.97 167,514.54 LTD CANADIAN NATURAL RESOURCES 80,000.000 3.45% 11/15/2021 82,640.80 81,996.71 LTD

60 2019 | Investment Portfolio AS OF DEC. 31, 2019

CANADIAN NATURAL RESOURCES 100,000.000 3.90% 2/1/2025 102,657.00 106,572.68 LTD CANADIAN NATURAL RESOURCES 200,000.000 2.95% 1/15/2023 198,130.00 204,030.94 LTD CANADIAN PACIFIC RR CO 160,000.000 5.95% 5/15/2037 183,216.96 215,387.94 CANADIAN PACIFIC RR CO 35,000.000 4.00% 6/1/2028 34,967.80 38,504.45 CENOVUS ENERGY INC 25,000.000 3.00% 8/15/2022 24,691.75 25,353.85 CENOVUS ENERGY INC 115,000.000 4.25% 4/15/2027 114,683.75 121,838.86 CENOVUS ENERGY INC 200,000.000 5.25% 6/15/2037 207,874.00 221,677.05 CHILE GOVERNMENT INTERNATIONAL 100,000.000 2.25% 10/30/2022 98,858.00 100,354.00 CHILE GOVERNMENT INTERNATIONAL 50,000.000 3.13% 1/21/2026 48,813.50 52,125.00 CHILE GOVERNMENT INTERNATIONAL 200,000.000 3.86% 6/21/2047 203,000.00 221,714.00 CHILE GOVERNMENT INTERNATIONAL 100,000.000 3.24% 2/6/2028 98,700.00 105,200.00 COLOMBIA GOVERNMENT 150,000.000 7.38% 9/18/2037 197,250.00 213,000.00 INTERNATIO COLOMBIA GOVERNMENT 150,000.000 4.38% 7/12/2021 154,500.00 154,689.00 INTERNATIO COLOMBIA GOVERNMENT 375,000.000 5.63% 2/26/2044 419,966.25 465,937.50 INTERNATIO COLOMBIA GOVERNMENT 200,000.000 5.00% 6/15/2045 208,200.00 232,300.00 INTERNATIO COLOMBIA GOVERNMENT 200,000.000 3.88% 4/25/2027 196,080.00 211,500.00 INTERNATIO CONOCO FUNDING CO 40,000.000 7.25% 10/15/2031 54,259.52 57,128.51 COOPERATIEVE RABOBANK UA 100,000.000 3.75% 7/21/2026 100,320.00 104,198.50 COOPERATIEVE RABOBANK UA 250,000.000 4.50% 1/11/2021 265,521.50 256,577.85 COOPERATIEVE RABOBANK UA 160,000.000 5.25% 5/24/2041 181,200.10 218,719.28 COOPERATIEVE RABOBANK UA/NY 750,000.000 3.38% 5/21/2025 748,987.50 795,175.97 COOPERATIEVE RABOBANK UA/NY 250,000.000 2.50% 1/19/2021 249,440.00 251,494.46 CORP ANDINA DE FOMENTO 250,000.000 2.13% 9/27/2021 249,527.50 249,357.50 COUNCIL OF EUROPE DEVELOPMENT 60,000.000 2.63% 2/13/2023 59,776.80 61,608.25 COUNCIL OF EUROPE DEVELOPMENT 30,000.000 2.50% 2/27/2024 29,826.60 30,823.39 CREDIT SUISSE GROUP FUNDING GU 500,000.000 3.80% 9/15/2022 500,654.92 520,573.45 CREDIT SUISSE GROUP FUNDING GU 300,000.000 3.80% 6/9/2023 306,294.00 314,106.64 CREDIT SUISSE AG/NEW YORK NY 375,000.000 3.63% 9/9/2024 372,885.00 398,964.80 DH EUROPE FINANCE II SARL 50,000.000 2.20% 11/15/2024 49,976.00 50,067.35 DH EUROPE FINANCE II SARL 50,000.000 3.25% 11/15/2039 49,904.50 50,431.53 DH EUROPE FINANCE II SARL 50,000.000 3.40% 11/15/2049 49,878.00 50,944.52 DEUTSCHE BANK AG/NEW YORK NY 300,000.000 3.30% 11/16/2022 299,766.00 303,109.25 DEUTSCHE BANK AG/NEW YORK NY 150,000.000 3.95% 2/27/2023 149,710.50 153,834.28 DEUTSCHE BANK AG/NEW YORK NY 750,000.000 2.95% 8/20/2020 735,450.00 751,753.59 DEUTSCHE BANK AG/NEW YORK NY 100,000.000 3.13% 1/13/2021 97,860.00 100,380.51 DEUTSCHE TELEKOM INTERNATIONAL 100,000.000 8.75% 6/15/2030 131,377.10 147,320.29 DEVELOPMENT BANK OF JAPAN 144A 200,000.000 2.75% 9/16/2025 202,464.00 206,597.58 DIAGEO CAPITAL PLC 100,000.000 5.88% 9/30/2036 118,907.90 134,483.29 DIAGEO CAPITAL PLC 200,000.000 3.50% 9/18/2023 199,554.00 210,702.26 ECOPETROL SA 200,000.000 5.88% 9/18/2023 209,756.00 221,294.00 ECOPETROL SA 450,000.000 5.88% 5/28/2045 447,012.00 530,437.50 EMBRAER NETHERLANDS FINANCE BV 65,000.000 5.40% 2/1/2027 65,000.00 73,158.15 ABU DHABI GOVERNMENT INTE 144A 200,000.000 2.13% 5/3/2021 199,000.00 200,077.20 ABU DHABI GOVERNMENT INTE 144A 300,000.000 3.13% 10/11/2027 294,450.00 314,203.80 ABU DHABI GOVERNMENT INTE 144A 375,000.000 4.13% 10/11/2047 372,656.25 435,937.50 ENBRIDGE INC 100,000.000 2.90% 7/15/2022 99,916.00 101,876.53 ENBRIDGE INC 100,000.000 3.70% 7/15/2027 99,974.00 105,924.47 ENBRIDGE INC 950,000.000 2.50% 1/15/2025 951,105.00 955,113.01 ENBRIDGE INC 150,000.000 3.13% 11/15/2029 149,884.50 151,864.82 ENBRIDGE INC 50,000.000 4.00% 11/15/2049 49,422.50 52,533.63 ENCANA CORP 80,000.000 6.50% 8/15/2034 92,403.20 94,072.56 ENCANA CORP 150,000.000 3.90% 11/15/2021 137,250.00 153,621.85 ENEL CHILE SA 50,000.000 4.88% 6/12/2028 49,412.00 55,250.00 ENSTAR GROUP LTD 80,000.000 4.50% 3/10/2022 82,331.68 82,951.90 EQUINOR ASA 300,000.000 3.63% 9/10/2028 299,502.00 329,421.69 EUROPEAN BANK FOR 100,000.000 2.13% 3/7/2022 100,664.00 100,999.43 RECONSTRUCTI EUROPEAN BANK FOR 100,000.000 2.75% 3/7/2023 99,579.00 103,260.00 RECONSTRUCTI EUROPEAN BANK FOR 50,000.000 2.75% 4/26/2021 49,961.50 50,682.34 RECONSTRUCTI EUROPEAN INVESTMENT BANK 100,000.000 2.50% 4/15/2021 99,502.00 101,019.25 EUROPEAN INVESTMENT BANK 300,000.000 2.13% 10/15/2021 295,434.00 302,505.22 EUROPEAN INVESTMENT BANK 100,000.000 2.50% 10/15/2024 99,772.00 103,389.00 EUROPEAN INVESTMENT BANK 250,000.000 1.88% 2/10/2025 238,065.00 250,890.24 EUROPEAN INVESTMENT BANK 300,000.000 2.25% 3/15/2022 303,570.00 303,705.98 EUROPEAN INVESTMENT BANK 100,000.000 2.38% 6/15/2022 101,750.00 101,745.01 EUROPEAN INVESTMENT BANK 200,000.000 2.38% 5/24/2027 199,070.00 206,415.15 EUROPEAN INVESTMENT BANK 200,000.000 2.38% 5/13/2021 199,334.00 201,923.46 EXPORT-IMPORT BANK OF KOREA 400,000.000 2.63% 5/26/2026 400,244.00 403,147.29 EXPORT-IMPORT BANK OF KOREA 100,000.000 2.75% 1/25/2022 99,736.00 101,395.04 EXPORT DEVELOPMENT CANADA 300,000.000 2.50% 1/24/2023 297,075.00 307,235.03 EXPORT DEVELOPMENT CANADA 200,000.000 2.75% 3/15/2023 199,742.00 206,572.58 EXPORT-IMPORT BANK OF IND 144A 200,000.000 3.88% 2/1/2028 194,400.00 208,967.38

61 2019 | Investment Portfolio AS OF DEC. 31, 2019

FMS WERTMANAGEMENT 300,000.000 2.00% 8/1/2022 299,136.00 302,351.56 FIBRIA OVERSEAS FINANCE LTD 25,000.000 5.50% 1/17/2027 24,622.75 27,344.00 FIBRIA OVERSEAS FINANCE LTD 50,000.000 4.00% 1/14/2025 49,237.00 51,663.00 FLEX LTD 50,000.000 4.88% 6/15/2029 49,803.50 54,319.77 ORANGE SA 140,000.000 9.00% 3/1/2031 198,349.56 216,864.48 GE CAPITAL INTERNATIONAL FUNDI 2,083,000.000 4.42% 11/15/2035 1,778,720.32 2,228,255.84 GE CAPITAL INTERNATIONAL FUNDI 250,000.000 3.37% 11/15/2025 252,828.00 260,497.26 GENPACT LUXEMBOURG SARL 155,000.000 3.70% 4/1/2022 157,220.22 157,255.98 GLAXOSMITHKLINE CAPITAL PLC 200,000.000 3.13% 5/14/2021 200,202.00 203,458.56 GRUPO TELEVISA SAB 80,000.000 5.00% 5/13/2045 77,810.60 83,541.68 HSBC HOLDINGS PLC 920,000.000 6.50% 5/2/2036 947,264.56 1,257,328.71 HSBC HOLDINGS PLC 200,000.000 6.50% 9/15/2037 194,046.20 276,507.35 HSBC HOLDINGS PLC 390,000.000 3.40% 3/8/2021 402,464.01 396,196.54 HSBC HOLDINGS PLC 250,000.000 4.30% 3/8/2026 263,072.50 272,264.35 HSBC HOLDINGS PLC 200,000.000 2.95% 5/25/2021 201,498.00 202,540.52 HSBC HOLDINGS PLC 100,000.000 4.38% 11/23/2026 100,031.00 108,153.97 HSBC HOLDINGS PLC 200,000.000 3.03% 11/22/2023 200,000.00 204,666.89 HSBC HOLDINGS PLC 100,000.000 4.58% 6/19/2029 100,000.00 111,824.21 HSBC HOLDINGS PLC 300,000.000 3.80% 3/11/2025 311,676.00 314,941.78 HSBC HOLDINGS PLC 200,000.000 3.97% 5/22/2030 205,360.00 215,672.98 HUNGARY GOVERNMENT INTERNATION 200,000.000 5.38% 3/25/2024 232,360.00 225,388.40 HUSKY ENERGY INC 1,100,000.000 4.40% 4/15/2029 1,099,329.00 1,183,494.11 HYDRO-QUEBEC 100,000.000 8.40% 1/15/2022 143,136.00 112,715.65 HYDRO-QUEBEC 100,000.000 8.05% 7/7/2024 145,537.00 125,845.31 INDONESIA GOVERNMENT INTE 144A 970,000.000 3.75% 4/25/2022 1,016,975.00 1,001,495.78 INDONESIA GOVERNMENT INTE 144A 300,000.000 5.13% 1/15/2045 318,600.00 357,036.23 INDONESIA GOVERNMENT INTE 144A 750,000.000 4.75% 1/8/2026 746,992.50 833,030.57 INDONESIA GOVERNMENT INTE 144A 200,000.000 5.95% 1/8/2046 198,750.00 265,656.87 INDONESIA GOVERNMENT INTE 144A 500,000.000 3.70% 1/8/2022 513,150.00 513,219.98 INDONESIA GOVERNMENT INTE 144A 200,000.000 3.85% 7/18/2027 203,900.00 212,856.16 INDONESIA GOVERNMENT INTE 144A 200,000.000 4.75% 7/18/2047 207,980.00 230,328.19 INDONESIA GOVERNMENT INTERNATI 200,000.000 2.95% 1/11/2023 198,640.00 203,387.65 INDONESIA GOVERNMENT INTERNATI 400,000.000 3.40% 9/18/2029 398,244.00 416,282.70 INDONESIA GOVERNMENT INTERNATI 600,000.000 3.70% 10/30/2049 599,566.00 615,773.48 ING GROEP NV 200,000.000 4.10% 10/2/2023 199,956.00 212,660.37 INGERSOLL-RAND LUXEMBOURG 100,000.000 4.65% 11/1/2044 99,534.00 113,081.78 FINA INGERSOLL-RAND LUXEMBOURG 100,000.000 3.80% 3/21/2029 99,901.00 107,395.83 FINA INTER-AMERICAN DEVELOPMENT 680,000.000 3.20% 8/7/2042 675,192.40 758,716.26 BAN INTER-AMERICAN DEVELOPMENT 200,000.000 1.88% 3/15/2021 204,110.00 200,413.09 BAN INTER-AMERICAN DEVELOPMENT 200,000.000 2.13% 1/18/2022 201,870.00 201,729.89 BAN INTER-AMERICAN DEVELOPMENT 200,000.000 1.75% 9/14/2022 197,386.00 200,468.08 BAN INTER-AMERICAN DEVELOPMENT 500,000.000 1.88% 7/23/2021 499,520.00 501,782.04 BAN INTERNATIONAL BANK FOR RECONST 200,000.000 2.00% 1/26/2022 200,824.00 201,432.70 INTERNATIONAL BANK FOR RECONST 200,000.000 2.13% 12/13/2021 199,550.00 201,797.96 INTERNATIONAL BANK FOR RECONST 200,000.000 2.75% 7/23/2021 199,532.00 203,325.09 INTERNATIONAL BANK FOR RECONST 150,000.000 3.00% 9/27/2023 149,386.50 157,034.33 INTERNATIONAL BANK FOR RECONST 250,000.000 2.13% 7/1/2022 249,082.50 252,815.86 INTERNATIONAL BANK FOR RECONST 300,000.000 1.75% 10/23/2029 297,111.00 293,345.26 INTERNATIONAL FINANCE CORP 250,000.000 2.00% 10/24/2022 248,475.50 252,120.00 INVESCO FINANCE PLC 50,000.000 3.75% 1/15/2026 49,871.00 53,307.72 ISRAEL GOVERNMENT INTERNATIONA 200,000.000 4.13% 1/17/2048 194,000.00 231,032.00 REPUBLIC OF ITALY GOVERNMENT I 378,000.000 6.88% 9/27/2023 368,379.52 433,352.05 REPUBLIC OF ITALY GOVERNMENT I 300,000.000 2.88% 10/17/2029 289,461.00 284,678.46 JAPAN BANK FOR INTERNATIONAL C 300,000.000 1.50% 7/21/2021 298,578.00 298,443.98 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.00% 11/4/2021 199,990.00 200,494.25 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.50% 6/1/2022 200,694.00 202,811.00 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.75% 11/16/2027 199,844.00 208,087.99 JAPAN BANK FOR INTERNATIONAL C 200,000.000 2.50% 5/23/2024 199,412.00 204,099.60 JAPAN BANK FOR INTERNATIONAL C 200,000.000 1.75% 10/17/2024 199,866.00 197,335.89 JAPAN FINANCE ORGANIZATIO 144A 200,000.000 2.00% 4/21/2022 196,312.00 200,024.00 JD.COM INC 80,000.000 3.13% 4/29/2021 80,318.08 80,623.55 JOHNSON CONTROLS INTERNATIONAL 256,000.000 5.00% 3/30/2020 274,895.36 257,641.94 KSA SUKUK LTD 144A 200,000.000 4.30% 1/19/2029 200,600.00 221,785.20 KSA SUKUK LTD 144A 300,000.000 2.97% 10/29/2029 298,950.00 301,125.00 KAZAKHSTAN GOVERNMENT INT 144A 200,000.000 4.88% 10/14/2044 190,978.00 246,848.00 KOMMUNINVEST I SVERIGE AB 144A 200,000.000 1.75% 3/19/2020 200,352.00 199,928.00 KONINKLIJKE PHILIPS NV 81,000.000 6.88% 3/11/2038 94,608.00 114,708.92 KOMMUNALBANKEN AS 144A 400,000.000 2.25% 1/25/2022 402,688.00 404,020.97 KOMMUNALBANKEN AS 144A 300,000.000 2.50% 1/11/2023 296,427.00 306,760.55 KOREA DEVELOPMENT BANK/THE 200,000.000 3.00% 1/13/2026 201,022.00 206,160.99 KOREA DEVELOPMENT BANK/THE 200,000.000 2.75% 3/19/2023 199,950.00 203,332.00 KOREA INTERNATIONAL BOND 200,000.000 2.75% 1/19/2027 195,838.00 204,376.00 KOREA INTERNATIONAL BOND 200,000.000 3.88% 9/20/2048 198,610.00 239,309.17

62 2019 | Investment Portfolio AS OF DEC. 31, 2019

KREDITANSTALT FUER WIEDERAUFBA 400,000.000 0.00% 4/18/2036 164,231.60 271,562.57 KREDITANSTALT FUER WIEDERAUFBA 250,000.000 2.00% 10/4/2022 252,722.50 252,208.05 KREDITANSTALT FUER WIEDERAUFBA 150,000.000 2.50% 11/20/2024 150,976.50 155,201.08 KREDITANSTALT FUER WIEDERAUFBA 650,000.000 1.63% 3/15/2021 653,965.00 649,740.20 KREDITANSTALT FUER WIEDERAUFBA 200,000.000 2.00% 11/30/2021 199,498.00 201,324.67 KREDITANSTALT FUER WIEDERAUFBA 300,000.000 2.13% 3/7/2022 300,954.00 302,975.89 KREDITANSTALT FUER WIEDERAUFBA 300,000.000 2.13% 6/15/2022 301,964.99 303,302.95 KREDITANSTALT FUER WIEDERAUFBA 100,000.000 2.38% 12/29/2022 98,305.00 102,030.94 KREDITANSTALT FUER WIEDERAUFBA 90,000.000 2.88% 4/3/2028 89,995.50 96,271.48 KREDITANSTALT FUER WIEDERAUFBA 150,000.000 2.63% 4/12/2021 149,805.00 151,810.29 KREDITANSTALT FUER WIEDERAUFBA 500,000.000 3.13% 12/15/2021 499,490.00 514,175.65 KREDITANSTALT FUER WIEDERAUFBA 420,000.000 2.38% 3/24/2021 419,042.40 423,628.73 KREDITANSTALT FUER WIEDERAUFBA 600,000.000 1.38% 8/5/2024 591,027.00 589,600.15 KREDITANSTALT FUER WIEDERAUFBA 300,000.000 1.75% 9/14/2029 293,700.00 293,729.91 KUWAIT INTERNATIONAL GOVE 144A 200,000.000 3.50% 3/20/2027 204,800.00 214,928.00 KUWAIT INTERNATIONAL GOVE 144A 200,000.000 2.75% 3/20/2022 201,298.00 203,018.00 LANDWIRTSCHAFTLICHE 100,000.000 2.25% 10/1/2021 100,734.00 101,013.92 RENTENBANK LANDWIRTSCHAFTLICHE RENTENBANK 250,000.000 1.75% 7/27/2026 248,725.00 247,026.55 LANDWIRTSCHAFTLICHE RENTENBANK 100,000.000 2.50% 11/15/2027 99,815.00 103,778.52 LANDWIRTSCHAFTLICHE RENTENBANK 100,000.000 3.13% 11/14/2023 99,551.00 105,281.00 LEGRAND FRANCE SA 115,000.000 8.50% 2/15/2025 151,638.43 146,844.47 LLOYDS BANKING GROUP PLC 100,000.000 4.58% 12/10/2025 99,037.00 108,310.31 LLOYDS BANKING GROUP PLC 200,000.000 5.30% 12/1/2045 199,732.00 246,207.71 LLOYDS BANK PLC 400,000.000 3.30% 5/7/2021 399,512.00 406,524.15 LLOYDS BANKING GROUP PLC 200,000.000 4.34% 1/9/2048 200,000.00 216,564.59 LLOYDS BANKING GROUP PLC 1,090,000.000 4.45% 5/8/2025 1,089,346.00 1,190,844.49 LLOYDS BANKING GROUP PLC 200,000.000 2.86% 3/17/2023 200,974.00 202,763.87 LYONDELLBASELL INDUSTRIES NV 200,000.000 6.00% 11/15/2021 240,106.00 212,455.49 LYONDELLBASELL INDUSTRIES NV 40,000.000 4.63% 2/26/2055 39,447.60 42,090.52 MACQUARIE GROUP LTD 144A 800,000.000 4.15% 3/27/2024 800,000.00 840,782.38 MAGNA INTERNATIONAL INC 375,000.000 4.15% 10/1/2025 373,537.50 406,460.63 PROVINCE OF MANITOBA CANADA 63,000.000 2.10% 9/6/2022 62,982.99 63,472.84 PROVINCE OF MANITOBA CANADA 200,000.000 2.13% 5/4/2022 199,410.00 201,640.00 MARVELL TECHNOLOGY GROUP LTD 25,000.000 4.20% 6/22/2023 24,948.75 26,401.64 METHANEX CORP 400,000.000 5.25% 3/1/2022 432,288.00 420,495.70 MITSUBISHI UFJ FINANCIAL GROUP 200,000.000 2.53% 9/13/2023 200,000.00 202,189.14 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 2.67% 7/25/2022 100,000.00 101,481.60 MITSUBISHI UFJ FINANCIAL GROUP 150,000.000 3.29% 7/25/2027 150,000.00 156,367.81 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 3.46% 3/2/2023 100,000.00 103,497.31 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 3.78% 3/2/2025 100,000.00 106,838.36 MITSUBISHI UFJ FINANCIAL GROUP 100,000.000 3.96% 3/2/2028 100,000.00 109,078.61 MITSUBISHI UFJ FINANCIAL GROUP 800,000.000 3.54% 7/26/2021 800,000.00 818,825.53 MITSUBISHI UFJ FINANCIAL GROUP 500,000.000 3.76% 7/26/2023 500,780.01 526,739.15 MIZUHO FINANCIAL GROUP INC 155,000.000 2.95% 2/28/2022 157,016.40 157,840.32 MIZUHO FINANCIAL GROUP INC 200,000.000 3.17% 9/11/2027 196,576.00 206,050.86 MUNICIPALITY FINANCE PLC 144A 200,000.000 2.38% 3/15/2022 203,034.00 202,754.64 MYLAN NV 40,000.000 3.75% 12/15/2020 40,800.00 40,798.08 MYLAN NV 150,000.000 3.15% 6/15/2021 152,123.00 151,971.47 MYLAN NV 250,000.000 3.95% 6/15/2026 248,509.50 260,630.90 MYLAN NV 70,000.000 5.25% 6/15/2046 73,125.16 78,733.25 BNG BANK NV 144A 200,000.000 2.38% 2/1/2022 202,986.00 202,585.20 NXP BV / NXP FUNDING LLC 144A 100,000.000 4.30% 6/18/2029 99,654.00 108,138.44 NATIONAL AUSTRALIA BANK LTD/NE 100,000.000 2.50% 7/12/2026 99,250.00 100,062.17 NATIONAL AUSTRALIA BANK LTD/NE 385,000.000 2.50% 5/22/2022 385,423.89 389,559.76 NATIONAL GAS CO OF TRINID 144A 320,000.000 6.05% 1/15/2036 318,774.40 334,403.20 NEDERLANDSE WATERSCHAPSBA 200,000.000 1.88% 4/14/2022 197,578.00 200,552.00 144A NEDERLANDSE WATERSCHAPSBA 300,000.000 2.25% 3/2/2022 299,292.00 303,208.20 144A NEXEN INC 405,000.000 5.88% 3/10/2035 395,698.77 517,277.75 NORDIC INVESTMENT BANK 200,000.000 2.25% 5/21/2024 199,812.00 204,038.58 NUTRIEN LTD 150,000.000 3.00% 4/1/2025 140,874.00 153,084.88 NUTRIEN LTD 375,000.000 4.13% 3/15/2035 359,441.25 392,372.04 NUTRIEN LTD 100,000.000 6.13% 1/15/2041 117,581.00 123,343.61 OESTERREICHISCHE KONTROLLBANK 100,000.000 2.88% 3/13/2023 99,912.00 103,584.92 OESTERREICHISCHE KONTROLLBANK 50,000.000 2.88% 9/7/2021 49,917.50 50,969.52 OESTERREICHISCHE KONTROLLBANK 100,000.000 3.13% 11/7/2023 99,793.00 105,030.89 OESTERREICHISCHE KONTROLLBANK 50,000.000 2.63% 1/31/2022 49,885.50 50,914.45 PROVINCE OF ONTARIO CANADA 250,000.000 3.20% 5/16/2024 257,705.00 263,286.35 PROVINCE OF ONTARIO CANADA 200,000.000 2.40% 2/8/2022 202,410.00 202,443.60 PROVINCE OF ONTARIO CANADA 250,000.000 3.05% 1/29/2024 249,747.50 261,300.00 PROVINCE OF ONTARIO CANADA 85,000.000 2.55% 4/25/2022 84,898.00 86,494.30 PROVINCE OF ONTARIO CANADA 200,000.000 2.25% 5/18/2022 200,402.00 202,041.29 PROVINCE OF ONTARIO CANADA 800,000.000 4.40% 4/14/2020 927,048.00 805,798.33

63 2019 | Investment Portfolio AS OF DEC. 31, 2019

ORIX CORP 30,000.000 2.90% 7/18/2022 29,955.60 30,585.22 ORIX CORP 50,000.000 3.70% 7/18/2027 49,896.50 53,086.97 PANAMA GOVERNMENT 150,000.000 8.88% 9/30/2027 217,500.00 214,314.00 INTERNATIONA PANAMA GOVERNMENT 100,000.000 6.70% 1/26/2036 123,500.00 140,126.00 INTERNATIONA PANAMA GOVERNMENT 375,000.000 4.00% 9/22/2024 372,281.25 401,625.00 INTERNATIONA PANAMA GOVERNMENT INTERNATIONA 200,000.000 4.50% 5/15/2047 205,900.00 237,700.00 PANAMA GOVERNMENT INTERNATIONA 100,000.000 4.50% 4/16/2050 95,720.00 118,350.00 PANAMA GOVERNMENT INTERNATIONA 800,000.000 3.16% 1/23/2030 799,856.00 824,000.00 PETROLEOS MEXICANOS 200,000.000 6.63% 6/15/2035 216,000.00 204,900.00 PERUVIAN GOVERNMENT INTERNATIO 150,000.000 8.75% 11/21/2033 225,675.00 246,750.00 PERUVIAN GOVERNMENT INTERNATIO 340,000.000 5.63% 11/18/2050 358,285.20 496,828.40 PERUSAHAAN PENERBIT SBSN 144A 200,000.000 3.40% 3/29/2022 201,880.00 204,474.00 PERUSAHAAN PENERBIT SBSN 144A 400,000.000 4.15% 3/29/2027 410,880.00 429,288.00 PERUSAHAAN PENERBIT SBSN 144A 200,000.000 3.75% 3/1/2023 197,150.00 207,920.00 PERUSAHAAN PENERBIT SBSN 144A 300,000.000 4.40% 3/1/2028 303,600.00 327,612.00 PERUSAHAAN PENERBIT SBSN 144A 200,000.000 4.45% 2/20/2029 206,900.00 220,482.00 SUNCOR ENERGY INC 150,000.000 9.25% 10/15/2021 212,095.50 168,482.54 PETROLEOS MEXICANOS 64,000.000 5.50% 6/27/2044 65,927.68 57,408.00 PETROLEOS MEXICANOS 50,000.000 4.88% 1/18/2024 49,726.50 52,483.50 PETROLEOS MEXICANOS 31,000.000 6.38% 1/23/2045 30,768.12 29,867.26 PETROLEOS MEXICANOS 1,425,000.000 6.88% 8/4/2026 1,538,913.75 1,565,604.75 PETROLEOS MEXICANOS 227,000.000 6.75% 9/21/2047 245,421.92 227,426.76 PETROLEOS MEXICANOS 300,000.000 6.50% 3/13/2027 327,900.00 318,516.00 PETROLEOS MEXICANOS 200,000.000 5.35% 2/12/2028 197,800.00 199,000.00 PETROLEOS MEXICANOS 347,000.000 6.35% 2/12/2048 381,728.10 334,855.00 PETROLEOS MEXICANOS 144A 400,000.000 6.84% 1/23/2030 428,800.00 426,536.00 PETROLEOS MEXICANOS 144A 200,000.000 7.69% 1/23/2050 209,600.00 218,268.00 PETROLEOS DEL PERU SA 144A 200,000.000 4.75% 6/19/2032 199,600.00 219,000.00 PHILIPPINE GOVERNMENT INTERNAT 250,000.000 5.50% 3/30/2026 299,720.00 295,614.78 PHILIPPINE GOVERNMENT INTERNAT 200,000.000 3.70% 3/1/2041 197,180.00 226,088.92 PHILIPPINE GOVERNMENT INTERNAT 575,000.000 3.70% 2/2/2042 579,337.50 649,804.02 PHILIPPINE GOVERNMENT INTERNAT 200,000.000 3.00% 2/1/2028 200,000.00 207,742.44 PHILIPPINE GOVERNMENT INTERNAT 200,000.000 3.75% 1/14/2029 199,472.00 220,585.46 REPUBLIC OF POLAND GOVERNMENT 200,000.000 3.25% 4/6/2026 205,400.00 212,000.00 QATAR GOVERNMENT INTERNAT 144A 400,000.000 4.50% 1/20/2022 454,200.00 419,064.00 QATAR GOVERNMENT INTERNAT 144A 725,000.000 3.25% 6/2/2026 710,700.00 762,952.30 QATAR GOVERNMENT INTERNAT 144A 200,000.000 3.88% 4/23/2023 198,920.00 211,132.40 QATAR GOVERNMENT INTERNAT 144A 200,000.000 5.10% 4/23/2048 196,400.00 256,818.80 PROVINCE OF QUEBEC CANADA 140,000.000 7.12% 2/9/2024 192,094.86 167,740.21 PROVINCE OF QUEBEC CANADA 632,000.000 3.50% 7/29/2020 629,516.24 638,054.74 PROVINCE OF QUEBEC CANADA 100,000.000 2.88% 10/16/2024 99,777.00 104,489.00 PROVINCE OF QUEBEC CANADA 200,000.000 2.38% 1/31/2022 202,334.00 202,428.44 PROVINCE OF QUEBEC CANADA 200,000.000 2.75% 4/12/2027 201,128.00 208,620.50 PROVINCE OF QUEBEC CANADA 235,000.000 2.50% 4/9/2024 234,407.80 240,754.33 PROVINCE OF QUEBEC CANADA 560,000.000 7.30% 7/22/2026 812,319.20 722,536.28 URUGUAY GOVERNMENT 100,000.000 7.63% 3/21/2036 162,218.18 147,751.00 INTERNATION URUGUAY GOVERNMENT 150,000.000 4.50% 8/14/2024 147,187.50 162,300.00 INTERNATION URUGUAY GOVERNMENT 445,000.000 4.98% 4/20/2055 434,968.65 524,343.50 INTERNATION RIO TINTO FINANCE USA LTD 680,000.000 5.20% 11/2/2040 754,525.22 888,763.99 RIO TINTO FINANCE USA LTD 100,000.000 3.75% 6/15/2025 99,333.00 107,527.86 ROGERS COMMUNICATIONS INC 480,000.000 4.30% 2/15/2048 480,552.90 534,831.75 ROGERS COMMUNICATIONS INC 155,000.000 4.35% 5/1/2049 154,483.85 173,536.80 ROMANIAN GOVERNMENT INTER 144A 200,000.000 4.88% 1/22/2024 198,000.00 219,558.40 ROMANIAN GOVERNMENT INTER 144A 100,000.000 5.13% 6/15/2048 98,625.00 114,950.00 ROYAL BANK OF SCOTLAND GROUP P 45,000.000 6.10% 6/10/2023 47,721.60 49,547.76 ROYAL BANK OF SCOTLAND GROUP P 90,000.000 6.00% 12/19/2023 95,399.10 100,097.99 ROYAL BANK OF SCOTLAND GROUP P 200,000.000 3.50% 5/15/2023 200,000.00 204,892.11 ROYAL BANK OF SCOTLAND GROUP P 200,000.000 4.45% 5/8/2030 205,024.00 221,000.81 ROYAL BANK OF SCOTLAND GROUP P 100,000.000 6.13% 12/15/2022 105,842.00 109,461.17 ROYAL BANK OF SCOTLAND GROUP P 100,000.000 5.13% 5/28/2024 101,901.00 108,350.32 ROYAL BANK OF CANADA 150,000.000 2.75% 2/1/2022 149,965.50 152,714.45 ROYAL BANK OF CANADA 75,000.000 3.20% 4/30/2021 74,946.75 76,339.63 RUSSIAN FOREIGN BOND - EU 144A 480,000.000 5.63% 4/4/2042 498,000.00 627,672.00 SANDS CHINA LTD 200,000.000 4.60% 8/8/2023 201,560.00 211,072.00 SANOFI 200,000.000 4.00% 3/29/2021 216,784.00 205,412.26 SANOFI 100,000.000 3.38% 6/19/2023 100,161.00 104,822.43 SANTANDER UK GROUP HOLDINGS PL 100,000.000 2.88% 8/5/2021 99,917.00 100,931.80

64 2019 | Investment Portfolio AS OF DEC. 31, 2019

SANTANDER UK GROUP HOLDINGS PL 200,000.000 3.37% 1/5/2024 200,000.00 204,920.11 SANTANDER UK PLC 200,000.000 2.50% 1/5/2021 199,776.00 201,213.94 SAUDI GOVERNMENT INTERNAT 144A 300,000.000 2.38% 10/26/2021 294,750.00 300,960.00 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 4.50% 10/26/2046 196,680.00 221,421.60 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 2.88% 3/4/2023 197,976.00 203,516.00 SAUDI GOVERNMENT INTERNAT 144A 300,000.000 3.63% 3/4/2028 297,255.00 316,633.80 SAUDI GOVERNMENT INTERNAT 144A 950,000.000 4.63% 10/4/2047 970,192.00 1,068,750.00 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 4.00% 4/17/2025 196,640.00 215,600.00 SAUDI GOVERNMENT INTERNAT 144A 200,000.000 4.38% 4/16/2029 208,840.00 224,238.00 SAUDI ARABIAN OIL CO 144A 800,000.000 3.50% 4/16/2029 782,800.00 829,425.05 SCENTRE GROUP TRUST 1 / S 144A 750,000.000 3.25% 10/28/2025 747,750.00 767,463.31 SEAGATE HDD CAYMAN 74,000.000 4.75% 1/1/2025 73,684.76 79,114.54 SHELL INTERNATIONAL FINANCE BV 200,000.000 6.38% 12/15/2038 268,324.00 291,917.44 SHELL INTERNATIONAL FINANCE BV 200,000.000 2.25% 1/6/2023 190,862.00 201,660.86 SHELL INTERNATIONAL FINANCE BV 240,000.000 4.13% 5/11/2035 250,216.80 280,825.20 SHELL INTERNATIONAL FINANCE BV 100,000.000 4.38% 5/11/2045 102,360.00 119,381.84 SHELL INTERNATIONAL FINANCE BV 1,000,000.000 2.25% 11/10/2020 994,510.00 1,003,464.58 SHELL INTERNATIONAL FINANCE BV 100,000.000 4.00% 5/10/2046 106,459.00 113,960.65 SHELL INTERNATIONAL FINANCE BV 50,000.000 1.88% 5/10/2021 49,727.50 50,058.53 SHELL INTERNATIONAL FINANCE BV 50,000.000 2.88% 5/10/2026 49,836.00 51,884.96 SHELL INTERNATIONAL FINANCE BV 210,000.000 3.50% 11/13/2023 209,122.20 221,300.11 SHELL INTERNATIONAL FINANCE BV 1,000,000.000 3.88% 11/13/2028 993,200.00 1,109,323.32 SHIRE ACQUISITIONS INVESTMENTS 100,000.000 2.40% 9/23/2021 99,892.00 100,568.79 SHIRE ACQUISITIONS INVESTMENTS 245,000.000 2.88% 9/23/2023 243,902.48 249,659.16 SHIRE ACQUISITIONS INVESTMENTS 60,000.000 3.20% 9/23/2026 59,928.60 61,835.67 SKANDINAVISKA ENSKILDA BANKEN 390,000.000 2.80% 3/11/2022 396,619.47 396,022.01 SLOVENIA GOVERNMENT INTER 144A 250,000.000 5.25% 2/18/2024 254,075.00 282,161.50 REPUBLIC OF SOUTH AFRICA GOVER 200,000.000 4.30% 10/12/2028 189,686.00 196,000.00 REPUBLIC OF SOUTH AFRICA GOVER 200,000.000 5.00% 10/12/2046 191,880.00 183,313.60 REPUBLIC OF SOUTH AFRICA GOVER 375,000.000 4.85% 9/27/2027 375,562.50 387,853.50 REPUBLIC OF SOUTH AFRICA GOVER 300,000.000 5.65% 9/27/2047 298,020.00 291,750.00 REPUBLIC OF POLAND GOVERNMENT 655,000.000 5.13% 4/21/2021 649,856.94 682,156.30 REPUBLIC OF POLAND GOVERNMENT 100,000.000 4.00% 1/22/2024 99,194.00 107,575.40 EQUINOR ASA 100,000.000 4.25% 11/23/2041 103,516.00 115,900.82 EQUINOR ASA 1,000,000.000 2.65% 1/15/2024 910,480.00 1,025,541.18 EQUINOR ASA 100,000.000 3.25% 11/10/2024 101,248.00 105,382.22 SUMITOMO MITSUI FINANCIAL GROU 100,000.000 2.63% 7/14/2026 99,091.00 100,094.29 SUMITOMO MITSUI FINANCIAL GROU 200,000.000 2.44% 10/19/2021 200,000.00 201,580.50 SUMITOMO MITSUI FINANCIAL GROU 50,000.000 2.85% 1/11/2022 50,000.00 50,781.37 SUMITOMO MITSUI FINANCIAL GROU 50,000.000 3.45% 1/11/2027 50,000.00 52,363.28 SUMITOMO MITSUI FINANCIAL GROU 200,000.000 2.78% 7/12/2022 200,000.00 203,461.24 SUMITOMO MITSUI FINANCIAL GROU 900,000.000 3.36% 7/12/2027 900,000.00 939,848.06 SUMITOMO MITSUI FINANCIAL GROU 100,000.000 3.10% 1/17/2023 100,000.00 102,570.92 SUMITOMO MITSUI FINANCIAL GROU 100,000.000 3.54% 1/17/2028 100,000.00 105,848.57 SUMITOMO MITSUI FINANCIAL GROU 250,000.000 3.20% 9/17/2029 250,000.00 253,662.56 SUNCOR ENERGY INC 650,000.000 6.85% 6/1/2039 669,784.18 937,919.91 SUNCOR ENERGY INC 120,000.000 6.50% 6/15/2038 154,064.64 167,048.46 SWEDEN GOVERNMENT INTERNA 400,000.000 1.25% 9/8/2021 399,144.00 397,193.60 144A SWEDEN GOVERNMENT INTERNA 200,000.000 2.38% 2/15/2023 196,982.00 204,123.60 144A SWEDEN GOVERNMENT INTERNA 300,000.000 2.38% 2/15/2021 298,653.00 302,086.80 144A SVENSK EXPORTKREDIT AB 300,000.000 1.63% 9/12/2021 299,418.00 299,510.58 TECHNIPFMC PLC 100,000.000 3.45% 10/1/2022 101,415.00 102,155.48 TELEFONICA EMISIONES SA 220,000.000 7.05% 6/20/2036 254,021.80 307,942.89 TELEFONICA EMISIONES SA 320,000.000 5.21% 3/8/2047 341,260.20 379,809.87 TELEFONICA EMISIONES SA 150,000.000 4.67% 3/6/2038 150,000.00 167,819.16 TELEFONICA EMISIONES SA 300,000.000 5.52% 3/1/2049 319,350.00 376,371.74 TELUS CORP 50,000.000 4.60% 11/16/2048 49,380.00 59,097.90 TELUS CORP 50,000.000 4.30% 6/15/2049 49,524.00 55,128.47 TORONTO-DOMINION BANK/THE 400,000.000 1.80% 7/13/2021 391,732.00 400,279.93 TORONTO-DOMINION BANK/THE 100,000.000 1.90% 12/1/2022 99,889.00 100,095.82 TOTAL CAPITAL INTERNATIONAL SA 530,000.000 2.88% 2/17/2022 528,615.72 541,569.68 TOTAL CAPITAL INTERNATIONAL SA 250,000.000 2.70% 1/25/2023 254,640.00 255,472.39 TOTAL CAPITAL INTERNATIONAL SA 50,000.000 3.46% 2/19/2029 50,000.00 54,211.04 TOYOTA MOTOR CORP 55,000.000 2.16% 7/2/2022 55,000.00 55,407.73 TOYOTA MOTOR CORP 70,000.000 2.76% 7/2/2029 70,000.00 71,828.73 TRANSCANADA PIPELINES LTD 250,000.000 4.25% 5/15/2028 246,871.50 277,698.86 TRANSCANADA PIPELINES LTD 50,000.000 4.75% 5/15/2038 49,814.00 57,123.97 TRANSCANADA PIPELINES LTD 50,000.000 4.88% 5/15/2048 49,578.50 59,144.70 TRANSCANADA PIPELINES LTD 400,000.000 5.60% 3/31/2034 356,773.52 495,633.62 TRANSCANADA PIPELINES LTD 150,000.000 7.63% 1/15/2039 205,589.10 225,086.44 TRINITY ACQUISITION PLC 100,000.000 4.63% 8/15/2023 99,439.00 107,400.82 TYCO ELECTRONICS GROUP SA 60,000.000 3.45% 8/1/2024 59,768.40 62,878.08 UBS GROUP AG 144A 375,000.000 4.13% 9/24/2025 375,141.75 408,017.74 MEXICO GOVERNMENT 350,000.000 6.75% 9/27/2034 479,050.00 479,500.00 INTERNATIONA MEXICO GOVERNMENT 1,670,000.000 4.75% 3/8/2044 1,825,949.25 1,845,350.00 INTERNATIONA

65 2019 | Investment Portfolio AS OF DEC. 31, 2019

MEXICO GOVERNMENT 200,000.000 4.13% 1/21/2026 200,240.00 213,600.00 INTERNATIONA MEXICO GOVERNMENT 300,000.000 3.60% 1/30/2025 308,790.00 313,731.00 INTERNATIONA MEXICO GOVERNMENT 300,000.000 4.35% 1/15/2047 290,400.00 316,500.00 INTERNATIONA MEXICO GOVERNMENT 200,000.000 4.15% 3/28/2027 199,352.00 214,300.00 INTERNATIONA MEXICO GOVERNMENT 200,000.000 3.75% 1/11/2028 191,390.00 207,800.00 INTERNATIONA URUGUAY GOVERNMENT 230,000.000 4.38% 1/23/2031 239,807.50 257,140.00 INTERNATION VALE OVERSEAS LTD 290,000.000 6.88% 11/21/2036 314,200.75 377,000.00 VALE OVERSEAS LTD 390,000.000 6.25% 8/10/2026 422,175.00 457,782.00 VODAFONE GROUP PLC 250,000.000 6.15% 2/27/2037 304,905.25 322,865.24 VODAFONE GROUP PLC 45,000.000 3.75% 1/16/2024 44,618.85 47,601.30 VODAFONE GROUP PLC 1,625,000.000 4.13% 5/30/2025 1,687,869.25 1,765,193.63 VODAFONE GROUP PLC 55,000.000 4.38% 5/30/2028 54,285.55 60,981.68 VODAFONE GROUP PLC 20,000.000 5.00% 5/30/2038 19,620.80 23,161.35 VODAFONE GROUP PLC 50,000.000 5.25% 5/30/2048 49,604.00 60,061.12 VODAFONE GROUP PLC 200,000.000 4.88% 6/19/2049 196,502.00 231,939.79 VODAFONE GROUP PLC 150,000.000 5.13% 6/19/2059 147,790.50 176,354.08 WASTE CONNECTIONS INC 50,000.000 3.50% 5/1/2029 49,869.00 52,977.82 WESTPAC BANKING CORP 50,000.000 2.00% 8/19/2021 49,964.50 50,065.04 WESTPAC BANKING CORP 50,000.000 2.70% 8/19/2026 49,930.50 50,593.62 WESTPAC BANKING CORP 150,000.000 3.35% 3/8/2027 149,872.50 158,569.36 WESTPAC BANKING CORP 350,000.000 3.30% 2/26/2024 349,870.50 365,015.47 WESTPAC BANKING CORP 250,000.000 4.11% 7/24/2034 250,000.00 262,086.07 WESTPAC BANKING CORP 180,000.000 4.42% 7/24/2039 180,000.00 198,015.72 123,707,375.04 130,806,723.69

Equity - U.S. PUBLIC STORAGE 32,000.000 800,000.00 886,080.00 800,000.00 886,080.00

Equity - Non-U.S. GUANGDONG ALLIANCE LTD A12667 48,821.000 0.00 0.00 0.00 0.00

Total Investments, Investment Grade 1,294,623,640 1,339,420,528 Bond Pool

High Yield Bond Pool

Cash and Cash Equivalents - Total 3,943,560 3,943,567

Bonds - U.S. TSOST101 TSO ACQSTN 2,000,000.000 4.75% 2/1/2028 0.00 0.00 T-MOBILE USA INC 430,000.000 5.38% 4/15/2027 0.00 0.00 TSOST101 TSO ACQSTN 470,000.000 4.50% 2/1/2026 0.00 0.00 T-MOBILE USA INC 1,880,000.000 0.00% 1/15/2026 0.00 0.00 T-MOBILE USA INC 220,000.000 0.00% 4/15/2024 0.00 0.00 ADT SECURITY CORP/THE 600,000.000 6.25% 10/15/2021 626,232.14 633,000.00 AES CORP/VA 1,245,000.000 6.00% 5/15/2026 1,277,543.01 1,325,925.00 AES CORP/VA 320,000.000 5.13% 9/1/2027 320,000.00 341,600.00 AMC NETWORKS INC 380,000.000 4.75% 8/1/2025 379,050.00 381,425.00 AMC ENTERTAINMENT HOLDINGS INC 550,000.000 5.88% 11/15/2026 536,756.25 495,687.50 ACRISURE LLC / ACRISURE F 144A 635,000.000 8.13% 2/15/2024 653,631.25 690,562.50 ACRISURE LLC / ACRISURE F 144A 235,000.000 10.13% 8/1/2026 235,000.00 253,212.50 AECOM 4,000.000 5.88% 10/15/2024 4,043.14 4,426.76 ADVANCED DRAINAGE SYSTEMS 144A 265,000.000 5.00% 9/30/2027 265,000.00 273,281.25 ADVANCED MICRO DEVICES INC 430,000.000 7.50% 8/15/2022 419,117.54 484,287.50 ALBERTSONS COS INC / SAFE 144A 1,155,000.000 7.50% 3/15/2026 1,159,656.38 1,296,487.50 ALBERTSONS COS INC / SAFE 144A 570,000.000 5.88% 2/15/2028 570,000.00 605,625.00 ALBERTSONS COS INC / SAFEWAY I 1,540,000.000 6.63% 6/15/2024 1,535,865.63 1,611,856.40 NEW ALBERTSONS LP 12,000.000 7.45% 8/1/2029 11,310.00 12,240.00 ALDEVRON 9/19 TLB 280,000.000 0.00% 9/18/2026 277,200.00 282,800.00 ALERIS INTERNATIONAL INC 144A 175,000.000 10.75% 7/15/2023 184,531.25 182,437.50 ALLEGHENY TECHNOLOGIES INC 620,000.000 5.88% 12/1/2027 620,000.00 651,000.00 ALLIANT HOLDINGS INTERMED 144A 195,000.000 6.75% 10/15/2027 195,000.00 208,835.25 ALLIED UNIVERSAL HOLDCO L 144A 355,000.000 6.63% 7/15/2026 364,961.94 381,518.50 ALLIED UNIVERSAL HOLDCO L 144A 275,000.000 9.75% 7/15/2027 290,787.50 293,774.25 ALLISON TRANSMISSION INC 144A 140,000.000 5.00% 10/1/2024 140,000.00 143,325.00 ALLISON TRANSMISSION INC 144A 345,000.000 5.88% 6/1/2029 345,000.00 377,775.00 ALLY FINANCIAL INC 508,000.000 8.00% 3/15/2020 589,280.00 512,445.00 ALLY FINANCIAL INC 539,000.000 7.50% 9/15/2020 538,118.60 557,865.00 ALLY FINANCIAL INC 990,000.000 5.13% 9/30/2024 1,035,533.33 1,091,762.10 ALLY FINANCIAL INC 560,000.000 4.63% 3/30/2025 559,712.50 606,200.00 ALLY FINANCIAL INC 874,000.000 5.75% 11/20/2025 894,938.01 977,787.50 ASCEND LEARNING 6/17 TLB 500,000.000 0.00% 7/12/2024 498,750.00 502,815.00 AMERICAN AXLE & MANUFACTURING 1,815,000.000 6.63% 10/15/2022 1,879,030.00 1,839,956.25

66 2019 | Investment Portfolio AS OF DEC. 31, 2019

AMERICAN BUILDERS & CONTR 144A 185,000.000 4.00% 1/15/2028 185,000.00 187,775.00 AMERIGAS PARTNERS LP / AMERIGA 3,313,000.000 5.88% 8/20/2026 3,580,040.75 3,652,582.50 AMKOR TECHNOLOGY INC 144A 1,370,000.000 6.63% 9/15/2027 1,363,150.00 1,508,712.50 AMWINS GROUP INC 144A 640,000.000 7.75% 7/1/2026 659,884.74 707,283.20 ANTERO RESOURCES CORP 335,000.000 5.13% 12/1/2022 306,587.50 298,987.50 APEX TOOL GROUP LLC / BC 144A 497,000.000 9.00% 2/15/2023 496,480.63 446,057.50 ARAMARK SERVICES INC 144A 1,460,000.000 5.00% 2/1/2028 1,487,586.10 1,538,475.00 ARCHROCK PARTNERS LP / AR 144A 450,000.000 6.88% 4/1/2027 450,000.00 475,875.00 ARCHROCK PARTNERS LP / AR 144A 190,000.000 6.25% 4/1/2028 190,000.00 195,700.00 PETSMART INC 144A 260,000.000 7.12% 3/15/2023 253,306.25 254,800.00 ASBURY AUTOMOTIVE GROUP INC 255,000.000 6.00% 12/15/2024 256,275.00 263,287.50 ASCEND LEARNING LLC 144A 875,000.000 6.88% 8/1/2025 845,018.75 918,750.00 ASHTEAD CAPITAL INC 144A 570,000.000 5.25% 8/1/2026 572,868.34 609,900.00 ASURION 7/17 TLB4 420,551.030 0.00% 8/4/2022 419,570.50 422,742.10 ASURION 7/17 2ND LIEN TLB2 2,397,187.210 0.00% 8/4/2025 2,411,028.63 2,424,754.86 ASURION 2/18 COV-LITE TLB 506,323.980 0.00% 11/3/2023 506,326.81 508,946.74 ATKINS NUTRITIONALS 6/17 205,000.000 0.00% 7/7/2024 203,975.00 206,281.25 AVADO BRANDS INC 225,000.000 11.75% 6/15/2009 221,762.25 0.00 AVANTOR INC 144A 475,000.000 6.00% 10/1/2024 485,065.13 506,459.25 AVANTOR INC 144A 3,006,000.000 9.00% 10/1/2025 3,170,974.34 3,359,295.18 AVIS BUDGET CAR RENTAL LL 144A 300,000.000 6.38% 4/1/2024 300,087.50 311,250.00 AVIS BUDGET CAR RENTAL LL 144A 190,000.000 5.75% 7/15/2027 196,175.00 197,600.00 AVON INTERNATIONAL OPERAT 144A 250,000.000 7.88% 8/15/2022 250,000.00 260,625.00 B&G FOODS INC 580,000.000 5.25% 4/1/2025 579,641.03 596,431.40 SIGNATURE AVIATION US HOL 144A 550,000.000 4.00% 3/1/2028 550,000.00 542,465.00 EAGLECLAW 6/17 TLB 733,974.480 0.00% 6/24/2024 731,916.79 675,256.52 CAPROCK MIDSTREAM 10/18 TLB 399,000.000 0.00% 10/22/2025 397,005.00 367,080.00 BIG RIVER STEEL 8/17 TL 100,261.380 0.00% 8/15/2023 99,546.62 100,010.73 BIG RIVER STEEL LLC / BRS 144A 850,000.000 7.25% 9/1/2025 882,259.80 896,750.00 BLUE CUBE SPINCO LLC 215,000.000 10.00% 10/15/2025 262,031.25 237,740.55 BOYD GAMING CORP 130,000.000 6.38% 4/1/2026 130,000.00 139,871.88 BOYD GAMING CORP 144A 550,000.000 4.75% 12/1/2027 550,000.00 571,312.50 BROOKFIELD PROPERTY REIT 144A 445,000.000 5.75% 5/15/2026 445,000.00 469,475.00 WESTINGHOUSE/BROOKFIELD WEC 302,712.500 0.00% 8/1/2025 302,973.02 304,556.02 BRUIN E&P PARTNERS LLC 144A 770,000.000 8.88% 8/1/2023 720,100.00 500,500.00 BUILDERS FIRSTSOURCE INC 144A 257,000.000 5.63% 9/1/2024 260,682.64 267,280.00 MAUSER PACKAGING SOLUTION 144A 235,000.000 7.25% 4/15/2025 233,732.72 232,062.50 CCO HOLDINGS LLC / CCO HOLDING 396,000.000 5.75% 1/15/2024 402,042.03 402,930.00 CCO HOLDINGS LLC / CCO HO 144A 905,000.000 5.38% 5/1/2025 921,712.50 934,412.50 CCO HOLDINGS LLC / CCO HO 144A 65,000.000 5.75% 2/15/2026 65,563.33 68,576.30 CCO HOLDINGS LLC / CCO HO 144A 2,597,000.000 5.50% 5/1/2026 2,659,052.99 2,736,588.75 CCO HOLDINGS LLC / CCO HO 144A 500,000.000 5.13% 5/1/2027 495,238.75 527,500.00 CCO HOLDINGS LLC / CCO HO 144A 1,194,000.000 5.00% 2/1/2028 1,162,511.72 1,252,888.08 CCO HOLDINGS LLC / CCO HO 144A 330,000.000 5.38% 6/1/2029 330,000.00 353,100.00 CCO HOLDINGS LLC / CCO HO 144A 1,915,000.000 4.75% 3/1/2030 1,931,087.50 1,949,527.45 CCC INFORMATION 3/17 COV-LITE 668,404.530 0.00% 4/29/2024 665,371.56 669,240.04 CDK GLOBAL INC 144A 75,000.000 5.25% 5/15/2029 75,000.00 80,437.50 CCF HOLDINGS LLC 144A 1,648,343.000 10.75% 12/15/2023 341,965.30 4,120.86 CDW LLC / CDW FINANCE CORP 380,000.000 4.25% 4/1/2028 380,000.00 398,525.00 CF INDUSTRIES INC 379,000.000 4.95% 6/1/2043 354,163.06 395,107.50 CF INDUSTRIES INC 328,000.000 5.38% 3/15/2044 316,334.88 357,520.00 CF INDUSTRIES INC 412,000.000 5.15% 3/15/2034 426,120.38 460,410.00 CHS/COMMUNITY HEALTH SYSTEMS I 1,377,000.000 6.25% 3/31/2023 1,306,918.23 1,397,655.00 CHS/COMMUNITY HEALTH SYST 144A 104,000.000 8.63% 1/15/2024 105,243.28 110,240.00 CHS/COMMUNITY HEALTH SYST 144A 100,000.000 8.00% 3/15/2026 99,043.75 103,000.00 CIT GROUP INC 1,303,000.000 5.25% 3/7/2025 1,391,186.36 1,433,300.00 CIT GROUP INC 225,000.000 6.13% 3/9/2028 225,000.00 265,500.00 CNO FINANCIAL GROUP INC 711,000.000 5.25% 5/30/2025 712,088.48 787,432.50 CSC HOLDINGS LLC 960,000.000 6.75% 11/15/2021 984,867.25 1,033,200.00 CSC HOLDINGS LLC 144A 825,000.000 5.50% 4/15/2027 855,356.25 885,926.25 CSC HOLDINGS LLC 144A 1,526,000.000 7.75% 7/15/2025 1,592,996.30 1,627,036.46 CSC HOLDINGS LLC 144A 335,000.000 7.50% 4/1/2028 348,818.75 378,550.00 CSC HOLDINGS LLC 144A 1,240,000.000 6.50% 2/1/2029 1,342,243.75 1,382,600.00 CSC HOLDINGS LLC 144A 705,000.000 5.75% 1/15/2030 733,200.00 752,587.50 CSMC 2014-USA OA LL USA E 144A 720,000.000 4.37% 9/15/2037 616,487.51 677,021.54 CSI COMPRESSCO LP / CSI C 144A 240,000.000 7.50% 4/1/2025 240,000.00 235,800.00 CVR REFINING LLC / COFFEYVILLE 1,380,000.000 6.50% 11/1/2022 1,365,850.00 1,397,250.00 CALIFORNIA RESOURCES CORP 58,000.000 5.50% 9/15/2021 57,680.73 27,260.00 CALIFORNIA RESOURCES CORP 26,000.000 6.00% 11/15/2024 23,480.57 7,800.00 CALIFORNIA RESOURCES CORP 144A 635,000.000 8.00% 12/15/2022 523,971.20 273,050.00 CALLON PETROLEUM CO 1,315,000.000 6.13% 10/1/2024 1,333,755.96 1,339,906.10 CALPINE CORP 144A 1,220,000.000 5.13% 3/15/2028 1,220,050.00 1,245,254.00 CARRIZO OIL & GAS INC 1,976,000.000 6.25% 4/15/2023 1,954,491.69 2,005,343.60 CARRIZO OIL & GAS INC 820,000.000 8.25% 7/15/2025 861,216.05 838,450.00 CATALENT PHARMA SOLUTIONS 144A 205,000.000 4.88% 1/15/2026 205,000.00 212,175.00 CATALENT PHARMA SOLUTIONS 144A 220,000.000 5.00% 7/15/2027 220,000.00 230,450.00 CEDAR FAIR LP 144A 270,000.000 5.25% 7/15/2029 285,655.97 290,925.00 CEDAR FAIR LP / CANADA’S WONDE 1,275,000.000 5.38% 6/1/2024 1,294,737.76 1,310,062.50 CENTENE CORP 144A 135,000.000 4.75% 1/15/2025 138,881.25 140,228.55 CENTENE CORP 144A 1,030,000.000 4.25% 12/15/2027 1,021,348.00 1,059,612.50 CENTENE CORP 144A 1,226,000.000 4.63% 12/15/2029 1,235,373.55 1,288,955.10

67 2019 | Investment Portfolio AS OF DEC. 31, 2019

CENTENE CORP 144A 1,105,000.000 5.38% 6/1/2026 1,108,777.00 1,172,681.25 CENTENNIAL RESOURCE PRODU 144A 285,000.000 6.88% 4/1/2027 282,819.75 296,400.00 GCB144A CENVEO ESCROW 1,318,000.000 6.00% 5/15/2024 617,812.50 72,490.00 CENTURYLINK INC 245,000.000 5.80% 3/15/2022 241,719.45 257,561.15 CENTURYLINK INC 2,355,000.000 7.50% 4/1/2024 2,393,839.58 2,655,262.50 COLFAX CORP 144A 720,000.000 6.00% 2/15/2024 720,000.00 765,000.00 COLFAX CORP 144A 1,420,000.000 6.38% 2/15/2026 1,440,398.13 1,547,800.00 CHARLES RIVER LABORATORIE 144A 1,405,000.000 5.50% 4/1/2026 1,419,150.00 1,510,375.00 CHARTER COMMUNICATIONS OPERATI 225,000.000 6.38% 10/23/2035 228,320.67 283,195.42 CHEMOURS CO/THE 955,000.000 7.00% 5/15/2025 954,430.62 962,162.50 CHENIERE ENERGY PARTNERS LP 1,255,000.000 5.63% 10/1/2026 1,257,013.05 1,327,162.50 CHENIERE ENERGY PARTNERS 144A 350,000.000 4.50% 10/1/2029 350,000.00 359,660.00 CHENIERE CORPUS CHRISTI HOLDIN 245,000.000 5.88% 3/31/2025 245,000.00 275,492.70 CHENIERE CORPUS CHRISTI HOLDIN 1,600,000.000 7.00% 6/30/2024 1,625,093.75 1,843,824.00 CHENIERE CORPUS CHRISTI HOLDIN 363,000.000 5.13% 6/30/2027 369,251.19 401,180.34 CHESAPEAKE ENERGY CORP 975,000.000 8.00% 1/15/2025 975,975.45 580,144.50 CHESAPEAKE ENERGY CORP 98,000.000 8.00% 6/15/2027 97,529.40 60,760.00 CHESAPEAKE ENERGY CORP 144A 206,500.000 11.50% 1/1/2025 236,000.00 195,142.50 CHOBANI LLC / CHOBANI FIN 144A 685,000.000 7.50% 4/15/2025 662,061.17 688,425.00 CHURCHILL DOWNS INC 144A 365,000.000 5.50% 4/1/2027 372,652.56 386,900.00 CINCINNATI BELL INC 144A 1,815,000.000 7.00% 7/15/2024 1,820,937.50 1,903,481.25 CITGO HOLDING INC 144A 375,000.000 9.25% 8/1/2024 380,792.90 402,187.50 CLEAR CHANNEL WORLDWIDE H 144A 2,433,000.000 9.25% 2/15/2024 2,471,874.40 2,694,547.50 CLEARWAY ENERGY OPERATING LLC 385,000.000 5.75% 10/15/2025 385,000.00 405,212.50 COHO ENERGY INC SR SUB NT 1,298,151.000 15.00% 3/31/2007 726,885.00 0.00 HCA INC 1,565,000.000 7.58% 9/15/2025 1,627,955.68 1,870,175.00 HCA INC 235,000.000 7.05% 12/1/2027 228,537.50 278,475.00 COMMSCOPE TECHNOLOGIES LL 1,195,000.000 6.00% 6/15/2025 1,196,723.90 1,196,350.35 144A COMMSCOPE TECHNOLOGIES LL 530,000.000 5.00% 3/15/2027 455,500.00 498,200.00 144A COMMSCOPE INC 144A 60,000.000 5.50% 3/1/2024 60,000.00 62,550.00 COMPASS MINERALS INTERNAT 144A 325,000.000 6.75% 12/1/2027 325,000.00 345,312.50 CSI COMPRESSCO LP / CSI COMPRE 115,000.000 7.25% 8/15/2022 108,574.62 105,800.00 CONN’S INC 1,715,000.000 7.25% 7/15/2022 1,647,246.56 1,706,425.00 CONSOLIDATED COMMUNICATIONS IN 1,655,000.000 6.50% 10/1/2022 1,642,070.15 1,497,775.00 COVEY PARK ENERGY LLC / C 144A 85,000.000 7.50% 5/15/2025 87,023.63 73,100.00 CRESTWOOD MIDSTREAM PARTNERS L 500,000.000 6.25% 4/1/2023 485,959.82 510,000.00 CRESTWOOD MIDSTREAM PARTNERS L 1,420,000.000 5.75% 4/1/2025 1,434,092.72 1,451,950.00 CROWN CORK & SEAL CO INC 100,000.000 7.38% 12/15/2026 106,906.25 118,750.00 CROWNROCK LP / CROWNROCK 144A 776,000.000 5.63% 10/15/2025 767,861.53 791,520.00 CCC INFORMATION 4/17 2ND LIEN 370,000.000 0.00% 4/28/2025 377,862.50 370,555.00 DCP MIDSTREAM LP 630,000.000 7.38% 12/31/2049 630,000.00 592,200.00 DCP MIDSTREAM OPERATING L 144A 485,000.000 6.75% 9/15/2037 543,450.00 509,250.00 DCP MIDSTREAM OPERATING LP 1,082,000.000 5.13% 5/15/2029 1,102,760.89 1,122,575.00 DSLA MORTGAGE LOAN TR AR5 2A1A 117,458.959 2.09% 9/19/2045 83,957.88 95,947.95 DAE FUNDING LLC 144A 190,000.000 5.75% 11/15/2023 190,891.10 199,262.50 DARLING INGREDIENTS INC 144A 335,000.000 5.25% 4/15/2027 339,798.87 356,356.25 DAVITA INC 1,490,000.000 5.13% 7/15/2024 1,491,646.97 1,527,250.00 DENBURY RESOURCES INC 144A 125,000.000 7.75% 2/15/2024 122,648.23 110,625.00 DIAMOND OFFSHORE DRILLING INC 157,000.000 5.70% 10/15/2039 109,991.08 91,845.00 DIAMOND OFFSHORE DRILLING INC 238,000.000 4.88% 11/1/2043 152,309.50 129,710.00 DELL INTERNATIONAL LLC / 144A 985,000.000 7.12% 6/15/2024 1,023,713.85 1,039,175.00 DIAMOND SPORTS GROUP LLC 144A 1,105,000.000 5.38% 8/15/2026 1,116,749.50 1,117,764.96 DIAMOND SPORTS GROUP LLC 144A 415,000.000 6.63% 8/15/2027 415,000.00 403,587.50 DISH DBS CORP 930,000.000 6.75% 6/1/2021 950,942.94 978,778.50 DISH DBS CORP 625,000.000 5.88% 7/15/2022 639,055.59 662,500.00 DISH DBS CORP 848,000.000 5.88% 11/15/2024 775,400.51 866,550.00 DISH DBS CORP 2,463,000.000 7.75% 7/1/2026 2,456,701.54 2,609,277.57 RR DONNELLEY & SONS CO 780,000.000 7.00% 2/15/2022 802,964.26 807,300.00 DCP MIDSTREAM OPERATING LP 465,000.000 8.13% 8/16/2030 543,925.00 569,625.00 DCP MIDSTREAM OPERATING L 144A 50,000.000 6.45% 11/3/2036 42,187.50 52,500.00 DUN & BRADSTREET CORP/THE 144A 916,000.000 6.88% 8/15/2026 943,123.14 1,011,035.00 DAE AVIATION (STANDARD AERO) 308,916.080 0.00% 1/23/2026 308,046.24 310,797.38 DAE AVIATION (STANDARD AERO) 166,083.920 0.00% 1/23/2026 165,616.26 167,095.37 VISTRA ENERGY CORP 144A 125,000.000 8.00% 1/15/2025 135,981.25 130,312.50 VISTRA ENERGY CORP 144A 1,190,000.000 8.13% 1/30/2026 1,310,014.11 1,273,300.00 EAGLE HOLDING CO II LLC 144A 550,000.000 7.63% 5/15/2022 555,800.00 558,657.00 EAGLE HOLDING CO II LLC 144A 1,090,000.000 7.75% 5/15/2022 1,079,100.00 1,106,764.20 MONTAGE RESOURCES CORP 445,000.000 8.88% 7/15/2023 428,524.30 410,512.50 EDISON INTERNATIONAL 125,000.000 2.40% 9/15/2022 112,519.12 124,700.07 ELDORADO RESORTS INC 1,698,000.000 6.00% 9/15/2026 1,721,601.25 1,869,922.50 EMBARQ CORP 420,000.000 8.00% 6/1/2036 412,241.63 444,150.00 ENDEAVOR ENERGY RESOURCES 144A 280,000.000 5.50% 1/30/2026 282,210.53 289,100.00 ENDEAVOR ENERGY RESOURCES 144A 530,000.000 5.75% 1/30/2028 543,858.22 557,162.50 ENCOMPASS HEALTH CORP 225,000.000 4.50% 2/1/2028 224,925.00 233,156.25 ENCOMPASS HEALTH CORP 235,000.000 4.75% 2/1/2030 234,925.00 243,812.50 ENDO FINANCE LLC / ENDO F 144A 689,000.000 5.38% 1/15/2023 637,536.55 464,503.13

68 2019 | Investment Portfolio AS OF DEC. 31, 2019

ENERGIZER HOLDINGS INC 144A 520,000.000 6.38% 7/15/2026 520,000.00 553,800.00 ENERGIZER HOLDINGS INC 144A 2,345,000.000 7.75% 1/15/2027 2,405,231.25 2,620,654.75 ENERGY TRANSFER OPERATING LP 630,000.000 6.25% 12/31/2049 619,593.75 592,200.00 ENLINK MIDSTREAM PARTNERS LP 340,000.000 4.40% 4/1/2024 312,037.50 329,834.00 ENLINK MIDSTREAM PARTNERS LP 225,000.000 5.60% 4/1/2044 183,700.00 182,250.00 ENLINK MIDSTREAM PARTNERS LP 310,000.000 5.05% 4/1/2045 246,450.00 244,900.00 ENLINK MIDSTREAM PARTNERS LP 80,000.000 5.45% 6/1/2047 64,600.00 64,600.00 ENVISION HEALTHCARE CORP 144A 450,000.000 8.75% 10/15/2026 282,937.50 279,000.00 EQUINIX INC 712,000.000 5.38% 5/15/2027 760,760.78 773,253.36 EXTERRAN ENERGY SOLUTIONS LP / 965,000.000 8.13% 5/1/2025 992,935.65 950,525.00 FAIR ISAAC CORP 144A 485,000.000 5.25% 5/15/2026 489,025.00 533,500.00 FIDELITY & GUARANTY LIFE 144A 1,334,000.000 5.50% 5/1/2025 1,425,014.98 1,420,710.00 REFINITIV US HOLDINGS INC 144A 295,000.000 6.25% 5/15/2026 295,000.00 321,918.75 REFINITIV US HOLDINGS INC 144A 1,217,000.000 8.25% 11/15/2026 1,255,373.13 1,370,646.25 REFINITIV/THOMSON REUTERS 275,000.000 0.00% 10/1/2025 277,062.50 277,337.50 FORD MOTOR CREDIT CO LLC 286,000.000 5.75% 2/1/2021 292,377.80 295,234.21 FORD MOTOR CREDIT CO LLC 284,000.000 5.09% 1/7/2021 287,720.40 290,792.62 FREEPORT-MCMORAN INC 1,420,000.000 3.55% 3/1/2022 1,120,259.26 1,437,750.00 FREEPORT-MCMORAN INC 651,000.000 5.45% 3/15/2043 576,244.20 673,785.00 FREEPORT-MCMORAN INC 823,000.000 5.40% 11/14/2034 698,141.43 862,092.50 FREEPORT-MCMORAN INC 390,000.000 5.25% 9/1/2029 390,000.00 417,807.00 FRONTIER COMMUNICATIONS CORP 830,000.000 10.50% 9/15/2022 855,368.55 404,625.00 FRONTIER COMMUNICATIONS CORP 453,000.000 11.00% 9/15/2025 302,407.81 219,705.00 FRONTIER COMMUNICATIONS C 144A 523,000.000 8.50% 4/1/2026 514,189.15 529,537.50 FRONTIER COMMUNICATIONS C 144A 375,000.000 8.00% 4/1/2027 375,000.00 391,875.00 GCI LLC 144A 330,000.000 6.63% 6/15/2024 330,400.00 357,225.00 GTT COMMUNICATIONS INC 144A 794,000.000 7.88% 12/31/2024 816,859.08 599,239.74 GARTNER INC 144A 1,393,000.000 5.13% 4/1/2025 1,413,927.81 1,450,461.25 GO DADDY OPERATING CO LLC 144A 255,000.000 5.25% 12/1/2027 263,415.00 268,387.50 GOODYEAR TIRE & RUBBER CO/THE 160,000.000 5.13% 11/15/2023 160,000.00 162,737.60 GOODYEAR TIRE & RUBBER CO/THE 889,000.000 5.00% 5/31/2026 827,239.12 924,560.00 GRAY TELEVISION INC 144A 1,520,000.000 5.88% 7/15/2026 1,539,512.70 1,616,900.00 GRAY TELEVISION INC 144A 130,000.000 5.13% 10/15/2024 132,987.50 134,875.00 GROUP 1 AUTOMOTIVE INC 225,000.000 5.00% 6/1/2022 223,875.00 228,093.75 GTCR AP FINANCE INC 144A 415,000.000 8.00% 5/15/2027 415,050.00 431,600.00 GULFPORT ENERGY CORP 145,000.000 6.00% 10/15/2024 135,937.50 102,950.00 GULFPORT ENERGY CORP 850,000.000 6.38% 5/15/2025 857,349.90 539,750.00 GULFPORT ENERGY CORP 420,000.000 6.38% 1/15/2026 418,950.00 260,400.00 H&E EQUIPMENT SERVICES INC 510,000.000 5.63% 9/1/2025 521,467.58 534,225.00 HCA INC 1,070,000.000 5.88% 2/1/2029 1,178,012.50 1,237,187.50 HCA INC 2,805,000.000 7.50% 2/15/2022 3,076,699.13 3,099,525.00 HCA INC 825,000.000 5.38% 9/1/2026 823,857.03 918,843.75 HCA INC 1,524,000.000 5.63% 9/1/2028 1,566,848.26 1,736,750.40 HANESBRANDS INC 144A 1,109,000.000 4.88% 5/15/2026 1,176,315.16 1,174,153.75 HARLAND CLARKE HOLDINGS C 144A 667,000.000 9.25% 3/1/2021 590,295.00 657,828.75 HARLAND CLARKE HOLDINGS C 144A 188,000.000 8.38% 8/15/2022 193,500.93 153,220.00 HAT HOLDINGS I LLC / HAT 144A 580,000.000 5.25% 7/15/2024 584,959.25 609,725.00 ENCOMPASS HEALTH CORP 723,000.000 5.75% 11/1/2024 734,890.94 731,133.75 HECLA MINING CO 2,051,000.000 6.88% 5/1/2021 2,061,085.71 2,044,334.25 HERTZ CORP/THE 144A 1,588,000.000 5.50% 10/15/2024 1,581,676.98 1,627,700.00 HERTZ CORP/THE 144A 399,000.000 7.63% 6/1/2022 395,822.00 414,960.00 HERTZ CORP/THE 144A 605,000.000 7.12% 8/1/2026 609,493.75 655,215.00 HERTZ CORP/THE 144A 300,000.000 6.00% 1/15/2028 300,000.00 300,000.00 HESS MIDSTREAM OPERATIONS 144A 760,000.000 5.63% 2/15/2026 790,878.80 791,072.60 HILL-ROM HOLDINGS INC 144A 1,395,000.000 5.00% 2/15/2025 1,385,787.50 1,450,800.00 HILL-ROM HOLDINGS INC 144A 265,000.000 4.38% 9/15/2027 265,000.00 272,618.75 HILTON DOMESTIC OPERATING CO I 105,000.000 4.25% 9/1/2024 105,000.00 106,968.75 HILTON DOMESTIC OPERATING CO I 745,000.000 5.13% 5/1/2026 745,000.00 784,112.50 HILTON WORLDWIDE FINANCE LLC / 645,000.000 4.63% 4/1/2025 645,271.26 662,737.50 HOLOGIC INC 144A 195,000.000 4.38% 10/15/2025 195,000.00 201,337.50 HOLOGIC INC 144A 225,000.000 4.63% 2/1/2028 225,000.00 238,500.00 SERVICE PROPERTIES TRUST 460,000.000 4.35% 10/1/2024 459,457.20 472,734.41 SERVICE PROPERTIES TRUST 225,000.000 4.75% 10/1/2026 224,649.00 230,821.98 HOWARD HUGHES CORP/THE 144A 295,000.000 5.38% 3/15/2025 290,545.77 307,537.50 VIVID SEATS 6/17 COV-LITE TLB 60,000.000 0.00% 6/23/2024 59,475.00 59,625.00 HUB INTERNATIONAL LTD 144A 300,000.000 7.00% 5/1/2026 300,000.00 317,250.00 HUGHES SATELLITE SYSTEMS CORP 550,000.000 7.63% 6/15/2021 579,665.78 587,647.50 HUGHES SATELLITE SYSTEMS CORP 2,775,000.000 6.63% 8/1/2026 2,864,623.17 3,080,250.00 IAA INC 144A 155,000.000 5.50% 6/15/2027 155,000.00 164,687.50 ISTAR INC 295,000.000 5.25% 9/15/2022 295,000.00 302,743.75 ICAHN ENTERPRISES LP / ICAHN E 205,000.000 5.88% 2/1/2022 204,037.50 205,256.25 ICAHN ENTERPRISES LP / ICAHN E 300,000.000 6.25% 2/1/2022 308,531.25 305,700.00 ICAHN ENTERPRISES LP / ICAHN E 65,000.000 6.75% 2/1/2024 67,721.88 67,437.50 ICAHN ENTERPRISES LP / ICAHN E 716,000.000 6.25% 5/15/2026 728,497.50 762,540.00 ICAHN ENTERPRISES LP / IC 144A 480,000.000 4.75% 9/15/2024 480,000.00 493,200.00 ICAHN ENTERPRISES LP / IC 144A 900,000.000 5.25% 5/15/2027 900,000.00 920,367.00 IHEARTCOMMUNICATIONS INC 390,000.000 6.38% 5/1/2026 402,781.25 423,150.00 IHEARTCOMMUNICATIONS INC 1,947,200.000 8.38% 5/1/2027 2,058,155.16 2,151,656.00 IHEARTCOMMUNICATIONS INC 144A 180,000.000 4.75% 1/15/2028 180,000.00 184,500.00 RACKSPACE HOSTING INC 144A 525,000.000 8.63% 11/15/2024 558,592.57 513,187.50 INSTALLED BUILDING PRODUC 144A 85,000.000 5.75% 2/1/2028 85,000.00 90,843.75

69 2019 | Investment Portfolio AS OF DEC. 31, 2019

IRIDIUM COMMUNICATIONS IN 144A 935,000.000 10.25% 4/15/2023 1,012,277.35 1,000,450.00 IRIDIUM COMMUNICATIONS 11/19 C 575,000.000 0.00% 11/4/2026 572,125.00 581,831.00 IRON MOUNTAIN INC 144A 1,435,000.000 4.88% 9/15/2027 1,430,356.25 1,481,637.50 IRON MOUNTAIN INC 144A 445,000.000 4.88% 9/15/2029 445,000.00 452,031.00 JBS USA LUX SA / JBS USA 144A 1,644,000.000 6.50% 4/15/2029 1,765,934.66 1,826,944.32 JBS USA LUX SA / JBS USA 144A 180,000.000 5.50% 1/15/2030 180,000.00 193,338.00 JBS USA LUX SA / JBS USA 144A 245,000.000 5.75% 6/15/2025 234,068.75 253,575.00 J2 CLOUD SERVICES LLC / J 144A 1,305,000.000 6.00% 7/15/2025 1,329,414.53 1,383,300.00 JAGGED PEAK ENERGY LLC 1,110,000.000 5.88% 5/1/2026 1,102,737.50 1,146,052.80 JAGUAR HOLDING CO II / PH 144A 210,000.000 6.38% 8/1/2023 210,525.00 216,759.38 JELD-WEN INC 144A 95,000.000 4.63% 12/15/2025 95,000.00 97,802.50 JELD-WEN INC 144A 115,000.000 4.88% 12/15/2027 115,000.00 117,587.50 JOSEPH T RYERSON & SON IN 144A 930,000.000 11.00% 5/15/2022 934,791.69 981,150.00 KAR AUCTION SERVICES INC 144A 735,000.000 5.13% 6/1/2025 744,195.40 764,400.00 KB HOME 150,000.000 4.80% 11/15/2029 150,000.00 153,375.00 KENNEDY-WILSON INC 1,469,000.000 5.88% 4/1/2024 1,456,446.70 1,505,725.00 KOPPERS INC 144A 895,000.000 6.00% 2/15/2025 931,400.31 937,512.50 KORN FERRY 144A 655,000.000 4.63% 12/15/2027 660,721.13 658,275.00 KRATOS DEFENSE & SECURITY 144A 1,340,000.000 6.50% 11/30/2025 1,364,106.25 1,433,800.00 KRATON POLYMERS LLC / KRA 144A 1,515,000.000 7.00% 4/15/2025 1,549,625.77 1,560,450.00 KRONOS 11/16 2ND LIEN COV-LITE 1,050,000.000 0.00% 11/1/2024 1,091,262.50 1,069,246.50 KRONOS 4/17 TLB 1,381,378.360 0.00% 11/1/2023 1,386,809.45 1,387,511.68 L BRANDS INC 341,000.000 6.88% 11/1/2035 296,790.36 305,195.00 L BRANDS INC 287,000.000 6.75% 7/1/2036 243,627.36 251,842.50 LADDER CAPITAL FINANCE HO 144A 600,000.000 5.88% 8/1/2021 600,000.00 608,250.00 LADDER CAPITAL FINANCE HO 144A 100,000.000 5.25% 10/1/2025 100,000.00 103,750.00 LAUREATE EDUCATION INC 144A 2,140,000.000 8.25% 5/1/2025 2,279,278.74 2,303,175.00 LENNAR CORP 730,000.000 5.88% 11/15/2024 758,579.39 813,950.00 LEVEL 3 FINANCING INC 1,345,000.000 5.38% 5/1/2025 1,352,671.96 1,392,075.00 LEVEL 3 FINANCING INC 144A 1,285,000.000 4.63% 9/15/2027 1,285,000.00 1,315,583.00 LIBERTY INTERACTIVE LLC 383,000.000 8.25% 2/1/2030 398,917.69 378,212.50 REGIONALCARE HOSPITAL PAR 144A 460,000.000 9.75% 12/1/2026 483,468.75 519,800.00 LIONS GATE CAPITAL HOLDIN 144A 1,725,000.000 6.38% 2/1/2024 1,733,887.50 1,802,659.50 LIVE NATION ENTERTAINMENT 144A 1,195,000.000 5.63% 3/15/2026 1,207,700.00 1,272,675.00 LIVE NATION ENTERTAINMENT 144A 480,000.000 4.75% 10/15/2027 480,000.00 496,800.00 MGM RESORTS INTERNATIONAL 690,000.000 6.00% 3/15/2023 700,985.07 757,275.00 MGM RESORTS INTERNATIONAL 200,000.000 5.75% 6/15/2025 209,391.73 224,000.00 MGM RESORTS INTERNATIONAL 931,000.000 5.50% 4/15/2027 942,345.73 1,033,410.00 MGM GROWTH PROPERTIES 426,000.000 4.50% 9/1/2026 444,943.21 448,365.00 OPERATIN MGM GROWTH PROPERTIES 150,000.000 4.50% 1/15/2028 150,000.00 156,375.00 OPERATIN MGM GROWTH PROPERTIES OPE 589,000.000 5.75% 2/1/2027 622,650.39 656,735.00 144A MPH ACQUISITION HOLDINGS 144A 455,000.000 7.12% 6/1/2024 430,462.50 440,212.50 MSCI INC 144A 1,040,000.000 5.38% 5/15/2027 1,040,750.00 1,120,600.00 MSCI INC 144A 290,000.000 4.00% 11/15/2029 290,000.00 293,987.50 MAGNOLIA OIL & GAS OPERAT 144A 925,000.000 6.00% 8/1/2026 923,585.00 948,125.00 MARRIOTT OWNERSHIP RESORT 144A 365,000.000 4.75% 1/15/2028 367,137.50 373,668.75 MARRIOTT OWNERSHIP RESORTS INC 645,000.000 6.50% 9/15/2026 648,875.00 702,243.75 MATADOR RESOURCES CO 1,380,000.000 5.88% 9/15/2026 1,374,975.00 1,383,450.00 MATCH GROUP INC 144A 375,000.000 5.63% 2/15/2029 407,292.73 399,375.00 MATTEL INC 144A 280,000.000 6.75% 12/31/2025 294,350.00 300,944.00 MATTEL INC 144A 275,000.000 5.88% 12/15/2027 272,808.25 289,781.25 MCDERMOTT TECHNOLOGY AMER 144A 600,000.000 10.63% 5/1/2024 499,825.00 51,000.00 LEONARDO US HOLDINGS INC 144A 793,000.000 6.25% 1/15/2040 650,925.88 884,195.00 MEDNAX INC 144A 550,000.000 5.25% 12/1/2023 567,952.92 562,375.00 MEN’S WEARHOUSE INC/THE 618,000.000 7.00% 7/1/2022 634,286.63 590,190.00 MERCER INTERNATIONAL INC 325,000.000 6.50% 2/1/2024 325,000.00 337,187.50 MERCER INTERNATIONAL INC 1,245,000.000 5.50% 1/15/2026 1,258,500.00 1,266,787.50 MERCER INTERNATIONAL INC 645,000.000 7.38% 1/15/2025 650,625.00 694,310.25 MEREDITH CORP 2,080,000.000 6.88% 2/1/2026 2,108,458.52 2,162,576.00 MIDAS INTERMEDIATE HOLDCO 144A 305,000.000 7.88% 10/1/2022 301,464.01 278,312.50 MIDCONTINENT COMMUNICATIO 144A 655,000.000 5.38% 8/15/2027 655,000.00 692,662.50 MOBILE MINI INC 675,000.000 5.88% 7/1/2024 676,500.00 702,000.00 MOLINA HEALTHCARE INC 370,000.000 5.38% 11/15/2022 389,351.00 393,302.60 MOOG INC 144A 145,000.000 4.25% 12/15/2027 145,000.00 147,552.00 MUELLER WATER PRODUCTS IN 144A 565,000.000 5.50% 6/15/2026 566,169.33 595,368.75 MURPHY OIL USA INC 65,000.000 4.75% 9/15/2029 65,000.00 68,644.55 MYLAN INC 100,000.000 5.40% 11/29/2043 92,856.45 110,825.66 MYLAN INC 45,000.000 5.20% 4/15/2048 40,542.69 50,383.74 NBM US HOLDINGS INC 144A 200,000.000 7.00% 5/14/2026 197,292.00 216,602.00 NGPL PIPECO LLC 144A 495,000.000 4.88% 8/15/2027 504,000.00 526,154.12 NGL ENERGY PARTNERS LP / NGL E 1,240,000.000 7.50% 11/1/2023 1,246,533.98 1,240,000.00 NGL ENERGY PARTNERS LP / 144A 535,000.000 7.50% 4/15/2026 535,000.00 517,612.50 NRG ENERGY INC 910,000.000 7.25% 5/15/2026 932,794.44 994,175.00 NRG ENERGY INC 665,000.000 6.63% 1/15/2027 663,432.58 721,525.00 NRG ENERGY INC 2,429,000.000 5.75% 1/15/2028 2,472,097.15 2,635,465.00 NRG ENERGY INC 144A 355,000.000 5.25% 6/15/2029 355,000.00 383,843.75 NVA HOLDINGS INC 144A 15,000.000 6.88% 4/1/2026 15,487.50 16,218.75 NAVISTAR INTERNATIONAL CO 144A 1,310,000.000 6.63% 11/1/2025 1,320,805.87 1,334,562.50

70 2019 | Investment Portfolio AS OF DEC. 31, 2019

NAVIENT CORP 1,195,000.000 6.63% 7/26/2021 1,204,356.25 1,263,712.50 NAVIENT CORP 1,452,000.000 7.25% 9/25/2023 1,528,412.19 1,640,803.56 NAVIENT CORP 485,000.000 6.50% 6/15/2022 480,206.25 525,618.75 NAVIENT CORP 495,000.000 6.75% 6/25/2025 506,408.88 546,480.00 NEON HOLDINGS INC 144A 285,000.000 10.13% 4/1/2026 279,787.35 283,575.00 CSC HOLDINGS LLC 144A 1,740,000.000 10.88% 10/15/2025 2,039,534.93 1,944,450.00 NETFLIX INC 364,000.000 5.88% 2/15/2025 375,930.29 405,860.00 NETFLIX INC 1,152,000.000 4.88% 4/15/2028 1,156,552.88 1,196,582.40 NETFLIX INC 2,333,000.000 5.88% 11/15/2028 2,422,559.62 2,586,270.48 NETFLIX INC 144A 1,133,000.000 5.38% 11/15/2029 1,188,511.66 1,206,622.34 NETFLIX INC 1,291,000.000 6.38% 5/15/2029 1,344,913.10 1,470,126.25 NEW ENTERPRISE STONE & LI 144A 470,000.000 6.25% 3/15/2026 471,360.25 492,325.00 NEXSTAR BROADCASTING INC 144A 1,545,000.000 5.63% 8/1/2024 1,533,090.53 1,610,662.50 NEXTERA ENERGY OPERATING 144A 570,000.000 4.50% 9/15/2027 570,000.00 594,225.00 NEXTERA ENERGY OPERATING 144A 305,000.000 4.25% 9/15/2024 298,893.75 317,200.00 NEXSTAR BROADCASTING INC 144A 70,000.000 5.63% 7/15/2027 70,000.00 73,766.00 NIELSEN FINANCE LLC / NIE 144A 575,000.000 5.00% 4/15/2022 575,000.00 577,156.25 NOVELIS CORP 144A 420,000.000 6.25% 8/15/2024 426,800.00 440,475.00 NUSTAR LOGISTICS LP 365,000.000 5.63% 4/28/2027 369,383.86 375,037.50 NUSTAR LOGISTICS LP 375,000.000 6.00% 6/1/2026 377,168.75 396,562.50 OASIS PETROLEUM INC 1,548,000.000 6.88% 3/15/2022 1,474,196.77 1,489,950.00 OUTFRONT MEDIA CAPITAL LL 144A 375,000.000 5.00% 8/15/2027 375,000.00 392,812.50 OUTFRONT MEDIA CAPITAL LL 144A 80,000.000 4.63% 3/15/2030 80,000.00 81,400.00 PGT ESCROW ISSUER INC 144A 695,000.000 6.75% 8/1/2026 717,889.87 744,518.75 PERFORMANCE FOOD GROUP IN 144A 525,000.000 5.50% 10/15/2027 525,000.00 561,093.75 PQ CORP 144A 1,025,000.000 5.75% 12/15/2025 1,035,311.01 1,071,125.00 PANTHER BF AGGREGATOR 2 L 144A 930,000.000 6.25% 5/15/2026 943,853.53 1,002,075.00 PANTHER BF AGGREGATOR 2 L 144A 3,115,000.000 8.50% 5/15/2027 3,145,375.00 3,309,687.50 PARK-OHIO INDUSTRIES INC 1,620,000.000 6.63% 4/15/2027 1,686,662.50 1,649,249.10 PARSLEY ENERGY LLC / PARS 144A 250,000.000 6.25% 6/1/2024 261,062.50 260,000.00 PARSLEY ENERGY LLC / PARS 144A 805,000.000 5.63% 10/15/2027 819,866.09 851,287.50 PARTY CITY HOLDINGS INC 144A 1,410,000.000 6.63% 8/1/2026 1,413,050.00 994,050.00 JC PENNEY CORP INC 144A 855,000.000 5.88% 7/1/2023 729,112.50 733,162.50 PILGRIM’S PRIDE CORP 144A 215,000.000 5.75% 3/15/2025 213,387.50 222,230.45 PILGRIM’S PRIDE CORP 144A 400,000.000 5.88% 9/30/2027 394,087.50 432,500.00 ELEMENT SOLUTIONS INC 144A 1,030,000.000 5.88% 12/1/2025 1,013,479.30 1,077,637.50 POLARIS INTERMEDIATE CORP 144A 555,000.000 8.50% 12/1/2022 547,230.00 516,843.75 POST HOLDINGS INC 144A 830,000.000 8.00% 7/15/2025 918,925.00 888,930.00 POST HOLDINGS INC 144A 2,215,000.000 5.75% 3/1/2027 2,233,061.11 2,375,587.50 PRESTIGE BRANDS INC 144A 440,000.000 5.13% 1/15/2028 440,000.00 460,900.00 PRIME SECURITY SERVICES B 144A 742,000.000 9.25% 5/15/2023 802,280.58 778,172.50 PRIME SECURITY SERVICES B 144A 255,000.000 5.75% 4/15/2026 260,100.00 277,154.40 ADT SECURITY CORP/THE 144A 713,000.000 4.88% 7/15/2032 615,689.50 654,177.50 PROVIDENT FUNDING ASSOCIA 144A 220,000.000 6.38% 6/15/2025 220,000.00 215,600.00 PULTEGROUP INC 130,000.000 5.50% 3/1/2026 139,462.50 145,275.00 PULTEGROUP INC 966,000.000 5.00% 1/15/2027 1,014,059.86 1,051,974.00 QEP RESOURCES INC 481,000.000 5.63% 3/1/2026 410,136.25 469,095.25 QORVO INC 280,000.000 5.50% 7/15/2026 272,905.08 298,200.00 QUICKEN LOANS INC 144A 995,000.000 5.75% 5/1/2025 998,848.22 1,028,581.25 QUICKEN LOANS INC 144A 625,000.000 5.25% 1/15/2028 619,393.75 646,875.00 RYMAN HOSPITALITY PROPERT 144A 340,000.000 4.75% 10/15/2027 341,062.50 351,050.00 RADIATE HOLDCO LLC / RADI 144A 317,000.000 6.88% 2/15/2023 314,540.20 322,547.50 RANGE RESOURCES CORP 1,220,000.000 4.88% 5/15/2025 1,181,793.36 1,043,100.00 REGIONALCARE HOSPITAL PAR 144A 385,000.000 8.25% 5/1/2023 412,256.25 407,137.50 ESC REUTERS GROUP PLC ADR 650,000.000 8.00% 10/1/2020 43,360.88 3,250.00 REYNOLDS GROUP ISSUER INC 144A 455,000.000 7.00% 7/15/2024 462,778.12 470,356.25 LIVESTYLE INC 144A 1,666,000.000 9.63% 2/1/2019 1,682,225.00 21,741.30 NAVIENT CORP 35,000.000 7.25% 1/25/2022 36,925.00 38,025.40 NAVIENT CORP 230,000.000 5.50% 1/25/2023 222,812.50 245,525.00 NAVIENT CORP 903,000.000 6.13% 3/25/2024 865,997.35 979,755.00 SLM CORP 345,000.000 5.13% 4/5/2022 345,000.00 357,075.00 SM ENERGY CO 240,000.000 5.00% 1/15/2024 222,566.67 228,600.00 SM ENERGY CO 1,365,000.000 6.63% 1/15/2027 1,385,243.75 1,341,597.08 SS&C TECHNOLOGIES INC 144A 2,080,000.000 5.50% 9/30/2027 2,082,276.32 2,220,400.00 SABRE GLBL INC 144A 200,000.000 5.38% 4/15/2023 200,000.00 204,900.00 SABRE GLBL INC 144A 665,000.000 5.25% 11/15/2023 664,587.50 682,456.25 SCIENTIFIC GAMES INTERNAT 144A 1,375,000.000 5.00% 10/15/2025 1,352,898.62 1,438,593.75 SCIENTIFIC GAMES INTERNAT 144A 770,000.000 8.25% 3/15/2026 781,848.75 848,925.00 SCIENTIFIC GAMES INTERNAT 144A 405,000.000 7.00% 5/15/2028 405,000.00 434,362.50 SCIENTIFIC GAMES INTERNAT 144A 450,000.000 7.25% 11/15/2029 450,000.00 488,250.00 SELECT MEDICAL CORP 144A 395,000.000 6.25% 8/15/2026 412,700.00 427,595.40 SIRIUS XM RADIO INC 144A 2,040,000.000 5.00% 8/1/2027 1,987,837.99 2,152,200.00 SIRIUS XM RADIO INC 144A 1,430,000.000 5.50% 7/1/2029 1,513,537.34 1,546,173.20 SIRIUS XM RADIO INC 144A 720,000.000 4.63% 7/15/2024 720,000.00 756,000.00 SOLERA 3/16 (USD) COV-LITE TL 55,000.000 0.00% 3/3/2023 54,587.50 55,051.70 SOLERA LLC / SOLERA FINAN 144A 980,000.000 10.50% 3/1/2024 1,094,065.59 1,039,838.80 SOUTHWESTERN ENERGY CO 179,000.000 6.20% 1/23/2025 177,660.52 164,178.80 SPECTRUM BRANDS INC 144A 265,000.000 5.00% 10/1/2029 265,000.00 273,612.50 SPEEDWAY MOTORSPORTS LLC 144A 195,000.000 4.88% 11/1/2027 195,000.00 197,681.25 SPRINGLEAF FINANCE CORP 1,595,000.000 8.25% 10/1/2023 1,690,618.75 1,858,175.00 SPRINGLEAF FINANCE CORP 210,000.000 5.63% 3/15/2023 210,000.00 226,275.00

71 2019 | Investment Portfolio AS OF DEC. 31, 2019

SPRINGLEAF FINANCE CORP 285,000.000 6.88% 3/15/2025 278,842.56 324,187.50 SPRINGLEAF FINANCE CORP 410,000.000 7.12% 3/15/2026 377,062.50 474,042.00 SPRINGLEAF FINANCE CORP 1,670,000.000 6.13% 3/15/2024 1,673,018.75 1,828,650.00 SPRINGLEAF FINANCE CORP 185,000.000 6.63% 1/15/2028 185,000.00 208,828.00 SPRINGLEAF FINANCE CORP 200,000.000 5.38% 11/15/2029 200,000.00 208,760.00 SPRINT CAPITAL CORP 1,802,000.000 6.88% 11/15/2028 1,859,707.34 1,941,655.00 SPRINT COMMUNICATIONS INC 2,870,000.000 11.50% 11/15/2021 3,773,670.01 3,278,975.00 SPRINT CORP 1,060,000.000 7.25% 9/15/2021 943,278.98 1,120,950.00 SPRINT CORP 1,709,000.000 7.88% 9/15/2023 1,774,175.99 1,885,590.97 SPRINT CORP 892,000.000 7.12% 6/15/2024 911,219.43 962,245.00 STAPLES INC 144A 125,000.000 7.50% 4/15/2026 130,268.75 129,687.50 STARWOOD PROPERTY TRUST INC 300,000.000 5.00% 12/15/2021 300,000.00 311,250.00 STARWOOD RETAIL PR STAR E 144A 255,000.000 6.14% 11/15/2027 233,723.44 114,554.26 STEARNS HLDGS LLC 144A 154,000.000 9.38% 8/15/2020 0.00 0.00 STEARNS HOLDINGS LLC / ST 144A 3,999.000 5.00% 11/5/2024 0.00 2,027.49 SUMMIT MATERIALS LLC / SUMMIT 65,000.000 6.13% 7/15/2023 64,277.95 66,056.25 SUMMIT MATERIALS LLC / SU 144A 725,000.000 6.50% 3/15/2027 747,424.10 779,375.00 SUMMIT MIDSTREAM HOLDINGS LLC 185,000.000 5.50% 8/15/2022 184,881.91 164,650.00 SUMMIT MIDSTREAM HOLDINGS LLC 250,000.000 5.75% 4/15/2025 241,421.47 190,937.50 SUNOCO LP / SUNOCO FINANCE COR 1,075,000.000 5.50% 2/15/2026 1,081,600.00 1,115,312.50 SUNOCO LP / SUNOCO FINANCE COR 755,000.000 5.88% 3/15/2028 760,093.75 801,662.78 NORTONLIFELOCK INC 144A 1,525,000.000 5.00% 4/15/2025 1,550,440.80 1,558,138.63 T-MOBILE USA INC 1,550,000.000 6.00% 3/1/2023 1,598,689.22 1,577,900.00 T-MOBILE USA INC 3,355,000.000 6.50% 1/15/2026 3,572,163.47 3,597,264.55 T-MOBILE USA INC 220,000.000 6.00% 4/15/2024 220,000.00 227,150.00 T-MOBILE USA INC 470,000.000 4.50% 2/1/2026 470,000.00 481,750.00 TALLGRASS ENERGY PARTNERS 144A 610,000.000 5.50% 9/15/2024 605,750.00 613,050.00 TARGA RESOURCES PARTNERS LP / 565,000.000 5.25% 5/1/2023 534,850.00 570,650.00 TARGA RESOURCES PARTNERS LP / 30,000.000 4.25% 11/15/2023 25,912.50 30,300.00 TARGA RESOURCES PARTNERS LP / 75,000.000 6.75% 3/15/2024 75,236.61 77,718.75 TARGA RESOURCES PARTNERS LP / 425,000.000 5.13% 2/1/2025 425,354.17 440,937.50 TARGA RESOURCES PARTNERS LP / 460,000.000 5.00% 1/15/2028 458,903.91 469,200.00 TARGA RESOURCES PARTNERS 144A 2,790,000.000 6.50% 7/15/2027 2,885,403.50 3,055,050.00 TARGA RESOURCES PARTNERS 144A 805,000.000 6.88% 1/15/2029 828,056.25 893,550.00 TARGA RESOURCES PARTNERS 144A 90,000.000 5.50% 3/1/2030 90,000.00 92,475.00 TAYLOR MORRISON COMMUNITI 144A 225,000.000 5.88% 4/15/2023 225,000.00 242,437.50 TAYLOR MORRISON COMMUNITI 144A 120,000.000 5.75% 1/15/2028 120,000.00 130,800.00 TEMPUR SEALY INTERNATIONAL INC 330,000.000 5.63% 10/15/2023 332,325.00 339,487.50 TEMPUR SEALY INTERNATIONAL INC 300,000.000 5.50% 6/15/2026 303,000.00 316,125.00 TENET HEALTHCARE CORP 2,230,000.000 8.13% 4/1/2022 2,392,499.91 2,466,937.50 TENET HEALTHCARE CORP 726,000.000 6.75% 6/15/2023 795,266.20 797,663.46 TENET HEALTHCARE CORP 144A 1,645,000.000 6.25% 2/1/2027 1,645,078.14 1,770,431.25 PACTIV LLC 250,000.000 7.95% 12/15/2025 231,625.00 285,625.00 TEREX CORP 144A 1,450,000.000 5.63% 2/1/2025 1,494,464.97 1,497,125.00 TERRAFORM GLOBAL OPERATIN 144A 575,000.000 6.13% 3/1/2026 572,275.00 598,000.00 TERRIER MEDIA BUYER INC 144A 720,000.000 8.88% 12/15/2027 720,000.00 761,400.00 TESLA INC 144A 2,213,000.000 5.30% 8/15/2025 2,013,655.83 2,146,610.00 TOWNSQUARE MEDIA INC 144A 440,000.000 6.50% 4/1/2023 422,228.40 446,600.00 TRANSDIGM 5/18 COV-LITE TLF 300,000.000 0.00% 6/9/2023 299,250.00 300,813.00 TRANSDIGM INC 1,505,000.000 6.50% 5/15/2025 1,515,945.46 1,565,200.00 TRANSDIGM INC 144A 2,170,000.000 6.25% 3/15/2026 2,170,000.00 2,349,263.70 TRANSMONTAIGNE PARTNERS LP / T 355,000.000 6.13% 2/15/2026 351,003.13 347,900.00 TUTOR PERINI CORP 144A 1,335,000.000 6.88% 5/1/2025 1,363,955.10 1,288,275.00 ZUFFA 4/19 TL 609,270.580 0.00% 4/30/2026 610,902.21 612,822.63 US CONCRETE INC 510,000.000 6.38% 6/1/2024 509,450.00 532,312.50 UBER 6/18 COV-LITE TLB 189,046.110 0.00% 7/13/2023 185,698.41 188,471.41 UBER TECHNOLOGIES INC 144A 460,000.000 8.00% 11/1/2026 484,150.00 479,550.00 UBER TECHNOLOGIES INC 144A 1,450,000.000 7.50% 9/15/2027 1,451,137.50 1,487,613.00 UNITED RENTALS NORTH AMERICA I 1,965,000.000 5.50% 7/15/2025 1,964,787.50 2,041,757.81 UNITED RENTALS NORTH AMERICA I 90,000.000 5.88% 9/15/2026 96,262.50 96,547.50 UNITED RENTALS NORTH AMERICA I 150,000.000 5.50% 5/15/2027 150,000.00 160,690.50 UNITED RENTALS NORTH AMERICA I 1,350,000.000 4.63% 10/15/2025 1,354,812.50 1,387,935.00 UNITED RENTALS NORTH AMERICA I 940,000.000 6.50% 12/15/2026 967,587.50 1,033,118.75 UNITED STATES CELLULAR CORP 322,000.000 6.70% 12/15/2033 340,190.22 352,590.00 U S TREASURY NOTE 1,400,000.000 2.13% 5/31/2021 1,413,595.71 1,410,117.18 UNITED STATES STEEL CORP 1,435,000.000 6.88% 8/15/2025 1,441,287.50 1,339,759.05 UNIVAR SOLUTIONS USA INC 144A 645,000.000 5.13% 12/1/2027 659,181.25 673,238.10 UNIVISION COMMUNICATIONS 144A 450,000.000 5.13% 2/15/2025 447,623.26 444,937.50 USA COMPRESSION PARTNERS LP / 1,710,000.000 6.88% 9/1/2027 1,724,833.10 1,781,136.00 BAUSCH HEALTH AMERICAS IN 144A 1,155,000.000 9.25% 4/1/2026 1,207,890.63 1,326,633.00 BAUSCH HEALTH AMERICAS IN 144A 2,120,000.000 8.50% 1/31/2027 2,201,456.25 2,414,256.00 VERISIGN INC 265,000.000 5.25% 4/1/2025 271,625.00 292,112.15 VICI PROPERTIES LP / VICI 144A 180,000.000 4.63% 12/1/2029 180,000.00 187,650.00 VINE OIL & GAS LP / VINE 144A 290,000.000 9.75% 4/15/2023 244,325.00 145,000.00 VIPER ENERGY PARTNERS LP 144A 30,000.000 5.38% 11/1/2027 30,000.00 31,200.00 VISTRA OPERATIONS CO LLC 144A 285,000.000 5.50% 9/1/2026 285,000.00 302,100.00 VISTRA OPERATIONS CO LLC 144A 1,045,000.000 5.63% 2/15/2027 1,045,000.00 1,101,168.75 VISTRA OPERATIONS CO LLC 144A 185,000.000 5.00% 7/31/2027 185,000.00 193,321.30 VISTRA OPERATIONS CO LLC 144A 695,000.000 3.70% 1/30/2027 693,533.55 690,598.84 VIZIENT INC 144A 285,000.000 6.25% 5/15/2027 285,000.00 304,950.00 NATIONSTAR MORTGAGE HOLDI 144A 280,000.000 8.13% 7/15/2023 281,368.75 296,385.60

72 2019 | Investment Portfolio AS OF DEC. 31, 2019

NATIONSTAR MORTGAGE HOLDI 144A 200,000.000 9.13% 7/15/2026 202,000.00 221,500.00 WEIGHT WATCHERS 11/17 COV-LITE 210,000.000 0.00% 11/29/2024 210,787.50 210,262.50 WELLCARE HEALTH PLANS INC 620,000.000 5.25% 4/1/2025 611,991.91 644,800.00 WELLCARE HEALTH PLANS INC 144A 1,600,000.000 5.38% 8/15/2026 1,619,263.34 1,704,000.00 WESTERN DIGITAL CORP 520,000.000 4.75% 2/15/2026 520,000.00 542,100.00 WHITING PETROLEUM CORP 555,000.000 5.75% 3/15/2021 539,303.45 525,030.00 WHITING PETROLEUM CORP 135,000.000 6.25% 4/1/2023 136,631.25 113,062.50 WHITING PETROLEUM CORP 455,000.000 6.63% 1/15/2026 446,352.65 310,073.40 WILLIAM CARTER CO/THE 144A 430,000.000 5.63% 3/15/2027 430,656.25 462,250.00 WINDSTREAM SERVICES LLC / 144A 1,005,000.000 8.63% 10/31/2025 942,493.75 964,800.00 WINDSTREAM SERVICES LLC / 144A 360,000.000 10.50% 6/30/2024 313,531.20 140,400.00 SUPERIOR VISION/DAVIS VISION 619,590.580 0.00% 11/1/2024 620,057.25 619,980.92 WPX ENERGY INC 830,000.000 8.25% 8/1/2023 932,287.50 954,500.00 WYNDHAM DESTINATIONS INC 144A 170,000.000 4.63% 3/1/2030 170,000.00 170,425.00 WYNDHAM HOTELS & RESORTS 144A 1,525,000.000 5.38% 4/15/2026 1,535,934.69 1,608,875.00 WYNN LAS VEGAS LLC / WYNN 144A 1,465,000.000 5.50% 3/1/2025 1,432,051.68 1,567,550.00 WYNN LAS VEGAS LLC / WYNN 144A 1,759,000.000 5.25% 5/15/2027 1,850,407.81 1,868,937.50 WYNN RESORTS FINANCE LLC 144A 729,000.000 5.13% 10/1/2029 759,860.15 781,852.50 XPO LOGISTICS INC 144A 478,000.000 6.50% 6/15/2022 487,020.82 487,082.00 XPO LOGISTICS INC 144A 485,000.000 6.13% 9/1/2023 492,937.50 500,665.50 YUM! BRANDS INC 144A 260,000.000 4.75% 1/15/2030 260,000.00 272,350.00 ZAYO GROUP LLC / ZAYO CAPITAL 1,020,000.000 6.38% 5/15/2025 1,049,053.88 1,051,446.60 ZAYO GROUP LLC / ZAYO CAP 144A 2,265,000.000 5.75% 1/15/2027 2,305,907.42 2,301,806.25 GENERAL ELECTRIC CO 1,010,000.000 12/31/2049 958,241.75 989,254.60 HERCULES LLC 705,000.000 6/30/2029 630,637.50 743,775.00 SUMMIT MIDSTREAM PARTNERS LP 105,000.000 12/31/2049 108,717.86 53,550.00 AVAYA HOLDINGS CORP 385,000.000 6/15/2023 366,454.81 341,722.94 BIOMARIN PHARMACEUTICAL INC 1,051,000.000 8/1/2024 1,049,795.84 1,110,380.19 CALAMP CORP 420,000.000 8/1/2025 340,837.56 347,788.79 CHENIERE ENERGY INC 43,000.000 3/15/2045 33,325.00 33,864.76 CHESAPEAKE ENERGY CORP 345,000.000 9/15/2026 341,118.89 164,352.49 DERMIRA INC 155,000.000 5/15/2022 121,631.22 142,731.29 DISH NETWORK CORP 485,000.000 8/15/2026 513,321.92 466,521.50 DISH NETWORK CORP 920,000.000 3/15/2024 902,524.08 840,052.00 FLEXION THERAPEUTICS INC 150,000.000 5/1/2024 125,094.00 160,037.10 GREENBRIER COS INC/THE 470,000.000 2/1/2024 485,630.76 453,701.04 INTERCEPT PHARMACEUTICALS INC 185,000.000 7/1/2023 164,671.35 186,541.50 NABORS INDUSTRIES INC 330,000.000 1/15/2024 311,283.59 246,002.61 OIL STATES INTERNATIONAL INC 240,000.000 2/15/2023 209,440.71 215,424.00 PDC ENERGY INC 160,000.000 9/15/2021 149,389.60 150,230.59 PTC THERAPEUTICS INC 125,000.000 8/15/2022 134,485.19 144,197.65 PALO ALTO NETWORKS INC 150,000.000 7/1/2023 141,042.43 165,448.64 PURE STORAGE INC 215,000.000 4/15/2023 207,353.42 213,205.18 TESLA INC 162,000.000 3/1/2021 115,539.53 206,491.50 WHITING PETROLEUM CORP 23,000.000 4/1/2020 20,148.61 22,450.03 395,102,066.43 401,520,805.52

Bonds - Non-U.S. NESTLE SKIN HEALTH/SUNSHINE 515,000.000 0.00% 7/17/2026 512,425.00 519,320.85 CONSOLIDATED ENERGY FINAN 144A 320,000.000 6.50% 5/15/2026 320,976.92 300,000.00 SIGMA HOLDCO BV 144A 325,000.000 7.88% 5/15/2026 322,304.88 325,016.25 DRAX FINCO PLC 144A 5,000.000 6.63% 11/1/2025 5,106.25 5,312.50 FIRST QUANTUM MINERALS LT 144A 200,000.000 6.50% 3/1/2024 190,250.00 200,500.00 TELENET FINANCE LUXEMBOUR 144A 1,000,000.000 5.50% 3/1/2028 988,500.00 1,067,500.00 AIR CANADA 144A 300,000.000 7.75% 4/15/2021 313,843.75 319,080.00 VIRGIN MEDIA FINANCE PLC 144A 205,000.000 6.00% 10/15/2024 198,337.50 211,150.00 ALTICE FINCO SA 144A 425,000.000 7.63% 2/15/2025 383,562.50 439,875.00 ZIGGO BOND CO BV 144A 560,000.000 6.00% 1/15/2027 588,000.00 590,800.00 PROVINCIA DE BUENOS AIRES 144A 230,000.000 6.50% 2/15/2023 229,036.30 95,450.00 ALTICE FRANCE SA/FRANCE 144A 200,000.000 7.38% 5/1/2026 196,083.33 214,728.00 ARD FINANCE SA 144A 240,000.000 6.50% 6/30/2027 240,000.00 248,148.00 AKER BP ASA 144A 240,000.000 6.00% 7/1/2022 240,000.00 246,600.00 AKER BP ASA 144A 340,000.000 5.88% 3/31/2025 340,000.00 361,250.00 ALCOA NEDERLAND HOLDING B 144A 1,610,000.000 6.75% 9/30/2024 1,655,272.42 1,693,864.90 ALCOA NEDERLAND HOLDING B 144A 600,000.000 7.00% 9/30/2026 651,000.00 654,780.00 ALCOA NEDERLAND HOLDING B 144A 520,000.000 6.13% 5/15/2028 520,000.00 562,900.00 ALTICE LUXEMBOURG SA 144A 1,200,000.000 10.50% 5/15/2027 1,222,275.00 1,368,060.00 ALTICE FRANCE SA/FRANCE 144A 655,000.000 8.13% 2/1/2027 675,250.00 737,693.75 BAUSCH HEALTH COS INC 144A 180,000.000 7.25% 5/30/2029 179,972.88 205,650.00 BAUSCH HEALTH COS INC 144A 265,000.000 5.00% 1/30/2028 265,000.00 271,993.35 BAUSCH HEALTH COS INC 144A 265,000.000 5.25% 1/30/2030 265,000.00 274,805.00 BAYTEX ENERGY CORP 144A 510,000.000 5.63% 6/1/2024 482,832.69 464,100.00 BOMBARDIER INC 144A 139,000.000 6.13% 1/15/2023 141,356.97 142,544.50 BOMBARDIER INC 144A 511,000.000 6.00% 10/15/2022 504,171.53 510,846.70 BOMBARDIER INC 144A 221,000.000 7.50% 3/15/2025 228,317.99 227,904.04 BOMBARDIER INC 144A 1,771,000.000 8.75% 12/1/2021 1,947,703.87 1,940,351.88 BOMBARDIER INC 144A 160,000.000 7.50% 12/1/2024 162,737.50 168,100.80 BRF SA 144A 200,000.000 4.88% 1/24/2030 198,014.00 206,252.00 CAMELOT FINANCE SA 144A 210,000.000 4.50% 11/1/2026 210,000.00 215,775.00 CASCADES INC 144A 620,000.000 5.75% 7/15/2023 620,000.00 635,500.00 CASCADES INC/CASCADES USA 144A 390,000.000 5.13% 1/15/2026 390,000.00 400,725.00

73 2019 | Investment Portfolio AS OF DEC. 31, 2019

CASCADES INC/CASCADES USA 144A 195,000.000 5.38% 1/15/2028 195,000.00 200,362.50 CEMEX SAB DE CV 144A 315,000.000 5.70% 1/11/2025 314,212.50 323,665.65 COMMERZBANK AG 144A 440,000.000 8.13% 9/19/2023 511,973.60 509,913.72 CONNECT FINCO SARL / CONN 144A 495,000.000 6.75% 10/1/2026 495,000.00 527,175.00 CONSOLIDATED ENERGY FINAN 144A 240,000.000 6.50% 5/15/2026 240,000.00 225,000.00 CONSTELLIUM SE 144A 1,420,000.000 6.63% 3/1/2025 1,495,138.10 1,473,392.00 DANA FINANCING LUXEMBOURG 144A 210,000.000 5.75% 4/15/2025 210,000.00 219,450.00 DELPHI TECHNOLOGIES PLC 144A 195,000.000 5.00% 10/1/2025 181,291.32 180,375.00 DEUTSCHE BANK AG/NEW YORK NY 200,000.000 4.88% 12/1/2032 186,629.00 188,500.00 DRAX FINCO PLC 144A 240,000.000 6.63% 11/1/2025 240,000.00 255,000.00 EG GLOBAL FINANCE PLC 144A 420,000.000 6.75% 2/7/2025 416,874.00 426,300.00 EG GLOBAL FINANCE PLC 144A 200,000.000 8.50% 10/30/2025 200,000.00 212,250.00 ENEL SPA 144A 844,000.000 8.75% 9/24/2073 890,622.52 990,645.00 ENDO DAC / ENDO FINANCE L 144A 400,000.000 6.00% 2/1/2025 268,250.00 269,752.00 FMG RESOURCES AUGUST 2006 144A 250,000.000 5.13% 5/15/2024 236,125.00 265,625.00 FAGE INTERNATIONAL SA / F 144A 315,000.000 5.63% 8/15/2026 315,264.34 289,800.00 FIRST QUANTUM MINERALS LT 144A 305,000.000 7.25% 4/1/2023 305,000.00 315,760.40 FIRST QUANTUM MINERALS LT 144A 200,000.000 7.50% 4/1/2025 192,750.00 204,500.00 FIRST QUANTUM MINERALS LT 144A 245,000.000 6.50% 3/1/2024 230,300.00 245,612.50 FIRST QUANTUM MINERALS LT 144A 200,000.000 6.88% 3/1/2026 173,250.00 202,500.00 GFL ENVIRONMENTAL INC 144A 465,000.000 8.50% 5/1/2027 473,309.72 511,500.00 HUB INTERNATIONAL 4/18 (USD) 400,000.000 0.00% 4/25/2025 387,000.00 399,472.00 HUDBAY MINERALS INC 144A 321,000.000 7.25% 1/15/2023 327,384.74 332,836.88 HUDBAY MINERALS INC 144A 340,000.000 7.63% 1/15/2025 350,375.00 358,870.00 GFL ENVIRONMENTAL INC 144A 370,000.000 7.00% 6/1/2026 390,793.75 390,868.00 INTELSAT JACKSON HOLDINGS SA 895,000.000 5.50% 8/1/2023 803,685.10 768,840.80 INTELSAT JACKSON HOLDINGS 144A 415,000.000 9.50% 9/30/2022 485,288.29 469,728.54 INTELSAT JACKSON HOLDINGS 144A 285,000.000 9.75% 7/15/2025 299,056.25 263,625.00 INTELSAT JACKSON HOLDINGS 144A 120,000.000 8.50% 10/15/2024 121,500.00 109,299.60 INTERNATIONAL GAME TECHNO 144A 580,000.000 6.50% 2/15/2025 612,390.77 651,050.00 INTESA SANPAOLO SPA 144A 305,000.000 5.02% 6/26/2024 299,296.50 320,486.29 INTESA SANPAOLO SPA 144A 210,000.000 5.71% 1/15/2026 210,000.00 227,313.65 JAMES HARDIE INTERNATIONA 144A 310,000.000 4.75% 1/15/2025 313,100.00 321,625.00 JAMES HARDIE INTERNATIONA 144A 400,000.000 5.00% 1/15/2028 402,000.00 420,000.00 ARDONAGH MIDCO 3 PLC 144A 505,000.000 8.63% 7/15/2023 489,096.53 501,212.50 KENBOURNE INVEST SA 144A 230,000.000 6.88% 11/26/2024 230,000.00 239,637.00 KISSNER HOLDINGS LP / KIS 144A 1,037,000.000 8.38% 12/1/2022 1,066,857.50 1,084,961.25 LCPR SENIOR SECURED FINAN 144A 200,000.000 6.75% 10/15/2027 200,000.00 212,000.00 LATAM FINANCE LTD 144A 375,000.000 6.88% 4/11/2024 375,000.00 396,191.25 MDC PARTNERS INC 144A 820,000.000 6.50% 5/1/2024 814,809.68 742,100.00 MGM CHINA HOLDINGS LTD 144A 260,000.000 5.88% 5/15/2026 260,000.00 275,600.00 MARB BONDCO PLC 144A 320,000.000 6.88% 1/19/2025 315,651.20 339,721.60 MASONITE INTERNATIONAL CO 144A 130,000.000 5.38% 2/1/2028 130,037.50 137,312.50 MELCO RESORTS FINANCE LTD 144A 385,000.000 5.38% 12/4/2029 385,000.00 394,984.62 MILLICOM INTERNATIONAL CE 144A 205,000.000 5.13% 1/15/2028 195,467.50 214,944.55 MINERAL RESOURCES LTD 144A 280,000.000 8.13% 5/1/2027 280,000.00 307,300.00 MOTION BONDCO DAC 144A 385,000.000 6.63% 11/15/2027 385,000.00 407,137.50 MYLAN NV 290,000.000 5.25% 6/15/2046 262,807.22 326,180.60 NEW GOLD INC 144A 450,000.000 6.38% 5/15/2025 456,243.75 416,164.50 NOKIA OYJ 635,000.000 4.38% 6/12/2027 628,646.45 661,987.50 NOBLE HOLDING INTERNATIONAL LT 148,000.000 7.75% 1/15/2024 137,259.16 76,886.00 OCI NV 144A 1,310,000.000 6.63% 4/15/2023 1,325,688.50 1,365,675.00 1011778 BC ULC / NEW RED 144A 2,455,000.000 5.00% 10/15/2025 2,452,844.02 2,534,787.50 1011778 BC ULC / NEW RED 144A 225,000.000 4.38% 1/15/2028 225,000.00 225,562.50 OPEN TEXT CORP 144A 165,000.000 5.88% 6/1/2026 165,000.00 176,550.00 SEVEN GENERATIONS ENERGY 144A 235,000.000 6.88% 6/30/2023 239,506.25 241,756.25 PARKLAND FUEL CORP 144A 355,000.000 6.00% 4/1/2026 355,000.00 374,986.50 PARKLAND FUEL CORP 144A 285,000.000 5.88% 7/15/2027 285,000.00 306,477.60 PETROBRAS GLOBAL FINANCE BV 320,000.000 5.75% 2/1/2029 301,731.20 360,960.00 PETROBRAS GLOBAL FINANCE BV 260,000.000 6.90% 3/19/2049 263,985.00 304,980.00 ROYAL BANK OF SCOTLAND GROUP P 1,630,000.000 5.13% 5/28/2024 1,664,991.30 1,766,110.23 SABLE INTERNATIONAL FINAN 144A 380,000.000 5.75% 9/7/2027 376,941.00 402,800.00 SENSATA TECHNOLOGIES UK F 144A 1,175,000.000 6.25% 2/15/2026 1,192,500.00 1,266,062.50 SEVEN GENERATIONS ENERGY 144A 167,000.000 6.75% 5/1/2023 170,337.95 171,175.00 SEVEN GENERATIONS ENERGY 144A 1,485,000.000 5.38% 9/30/2025 1,469,580.40 1,492,425.00 SHELF DRILLING HOLDINGS L 144A 735,000.000 8.25% 2/15/2025 720,793.75 700,087.50 SILVERSEA CRUISE FINANCE 144A 660,000.000 7.25% 2/1/2025 699,612.50 697,950.00 STARS GROUP HOLDINGS BV / 144A 2,200,000.000 7.00% 7/15/2026 2,247,634.15 2,381,500.00 TELECOM ITALIA CAPITAL SA 205,000.000 7.20% 7/18/2036 236,941.86 242,884.00 TELESAT CANADA / TELESAT 144A 574,000.000 6.50% 10/15/2027 580,863.99 598,395.00 TEVA PHARMACEUTICAL FINANCE NE 545,000.000 2.80% 7/21/2023 489,262.50 505,487.50 TEVA PHARMACEUTICAL FINANCE NE 130,000.000 3.15% 10/1/2026 104,256.25 108,225.00 TEVA PHARMACEUTICAL FINANCE NE 1,405,000.000 4.10% 10/1/2046 952,277.05 1,011,600.00 TEVA PHARMACEUTICAL FINAN 144A 970,000.000 7.12% 1/31/2025 970,000.00 996,384.00 TRANSOCEAN GUARDIAN LTD 144A 218,049.996 5.88% 1/15/2024 220,074.74 222,956.12 TRANSOCEAN PONTUS LTD 144A 13,349.999 6.13% 8/1/2025 13,867.31 13,683.75 TRANSOCEAN PROTEUS LTD 144A 140,000.000 6.25% 12/1/2024 137,900.00 144,200.00 TRANSOCEAN INC 5,000.000 6.80% 3/15/2038 3,618.75 3,550.00 TRANSOCEAN INC 144A 2,000.000 9.00% 7/15/2023 2,105.54 2,112.50 TRANSOCEAN INC 144A 2,080,000.000 7.50% 1/15/2026 2,103,993.75 2,054,000.00 TRANSOCEAN SENTRY LTD 144A 430,000.000 5.38% 5/15/2023 431,012.50 437,525.00

74 2019 | Investment Portfolio AS OF DEC. 31, 2019

TRINSEO MATERIALS OPERATI 144A 1,055,000.000 5.38% 9/1/2025 1,084,204.81 1,055,000.00 TRIVIUM PACKAGING FINANCE 144A 330,000.000 5.50% 8/15/2026 330,000.00 347,737.50 TRIVIUM PACKAGING FINANCE 144A 750,000.000 8.50% 8/15/2027 794,000.00 834,375.00 UPCB FINANCE IV LTD 144A 295,000.000 5.38% 1/15/2025 294,457.68 303,260.00 UNIFIN FINANCIERA SAB DE 144A 290,000.000 7.25% 9/27/2023 290,000.00 301,965.40 BAUSCH HEALTH COS INC 144A 40,000.000 5.88% 5/15/2023 33,132.38 40,350.00 BAUSCH HEALTH COS INC 144A 2,105,000.000 6.13% 4/15/2025 1,982,300.66 2,174,949.15 VALARIS PLC 305,000.000 5.20% 3/15/2025 254,587.50 169,275.00 VALARIS PLC 1,120,000.000 7.75% 2/1/2026 1,132,687.50 632,744.00 VALARIS PLC 141,000.000 5.75% 10/1/2044 92,338.34 63,450.00 BAUSCH HEALTH COS INC 144A 5,000.000 5.50% 3/1/2023 4,293.75 5,025.00 BAUSCH HEALTH COS INC 144A 1,075,000.000 7.00% 3/15/2024 1,137,180.78 1,118,000.00 BAUSCH HEALTH COS INC 144A 1,155,000.000 9.00% 12/15/2025 1,204,992.15 1,313,466.00 VIDEOTRON LTD 395,000.000 5.00% 7/15/2022 400,043.75 416,725.00 VIRGIN AUSTRALIA HOLDINGS 144A 190,000.000 7.88% 10/15/2021 196,175.00 196,072.40 VIRGIN AUSTRALIA HOLDINGS 144A 250,000.000 8.13% 11/15/2024 250,000.00 248,462.50 VIRGIN MEDIA SECURED FINA 144A 300,000.000 5.50% 5/15/2029 305,250.00 317,625.00 WYNN MACAU LTD 144A 500,000.000 5.50% 10/1/2027 487,000.00 521,250.00 WYNN MACAU LTD 144A 200,000.000 5.13% 12/15/2029 200,000.00 204,102.00 YPF SA 144A 580,000.000 6.95% 7/21/2027 584,687.50 516,200.00 ZIGGO BV 144A 2,100,000.000 5.50% 1/15/2027 2,059,712.50 2,231,250.00 ZIGGO BV 144A 200,000.000 4.88% 1/15/2030 200,000.00 206,462.00 68,491,432.83 69,960,587.82

Mutual Funds LOOMIS SAYLES FULL DISCRETION 295,290.673 3,350,367.06 3,224,574.15 3,350,367.06 3,224,574.15

Equity - U.S. GLASSTECH INC PFD SER C 5.500 0.00 0.00 CHESAPEAKE ENERGY CORP 90.000 48,987.89 16,284.96 CHESAPEAKE ENERGY CORP 648.000 434,806.25 120,804.42 CHESAPEAKE ENERGY CORP 144A 13.000 9,563.77 2,423.55 CROWN CASTLE INTERNATIONAL COR 295.000 295,000.00 378,085.62 BECTON DICKINSON AND CO 10,100.000 511,428.73 660,874.41 AMERICAN ELECTRIC POWER CO INC 11,800.000 593,627.30 634,250.00 AVANTOR INC 15,185.000 759,250.00 955,371.24 DANAHER CORP 691.000 691,000.00 812,539.99 NEXTERA ENERGY INC 7,900.000 385,125.00 405,112.00 SEMPRA ENERGY 4,252.000 444,035.01 510,434.13 SOUTHERN CO/THE 5,720.000 286,984.12 308,308.00 ANVIL HLDGS INC WT EXP CL A 3,388.000 48,169.42 0.00 CCF HLDGS LLC 5,059.000 246,605.46 0.51 CENVEO INC 139,490.000 0.00 13.95 ERICKSON INC 1,842.000 47,523.60 46,897.32 GLASSTECH INC CL C 5.000 0.00 0.00 HERCULES OFFSHORE INC ESCROW 3,976.000 246,885.89 0.00 HEXION HOLDINGS CORP 7,891.000 116,392.25 100,610.25 SENTRY HOLDINGS LTD 87.000 0.00 0.00 WHITING PETROLEUM CORP 5,638.000 233,188.33 41,382.92 PARAGON OFFSHORE CLASS B 3,296.000 32,960.00 48,889.57 PARAGON OFFSHORE LITIGATION A 2,198.000 1,648.50 21.98 XO HOLDINGS INC 2,484.000 0.00 0.00 5,433,181.52 5,042,304.82

Equity - Non-U.S. BUNGE LTD 13,880.000 1,392,841.02 1,429,281.77 1,392,841.02 1,429,281.77

Total Investments, High Yield Bond 477,713,449 485,121,121 Pool

Social Purpose High Yield Bond Pool

Cash and Cash Equivalents - Total 1,853,717 1,853,724

Bonds - U.S. DAE FUNDING LLC 144A 65,000.000 5.00% 8/1/2024 63,431.25 68,246.12 TSOST101 TSO ACQSTN 530,000.000 4.75% 2/1/2028 0.00 0.00 T-MOBILE USA INC 130,000.000 5.38% 4/15/2027 0.00 0.00 TSOST101 TSO ACQSTN 110,000.000 4.50% 2/1/2026 0.00 0.00 T-MOBILE USA INC 555,000.000 0.00% 1/15/2026 0.00 0.00 T-MOBILE USA INC 60,000.000 0.00% 4/15/2024 0.00 0.00 ADT SECURITY CORP/THE 155,000.000 6.25% 10/15/2021 161,625.30 163,525.00 AES CORP/VA 95,000.000 4.88% 5/15/2023 96,425.00 96,425.00 AES CORP/VA 255,000.000 6.00% 5/15/2026 261,433.09 271,575.00 AMC NETWORKS INC 115,000.000 4.75% 8/1/2025 114,712.50 115,431.25 AMC ENTERTAINMENT HOLDINGS INC 180,000.000 5.88% 11/15/2026 176,943.75 162,225.00 ACRISURE LLC / ACRISURE F 144A 160,000.000 8.13% 2/15/2024 164,576.88 174,000.00 ACRISURE LLC / ACRISURE F 144A 65,000.000 10.13% 8/1/2026 65,000.00 70,037.50

75 2019 | Investment Portfolio AS OF DEC. 31, 2019

ADVANCED DRAINAGE SYSTEMS 144A 70,000.000 5.00% 9/30/2027 70,000.00 72,187.50 ADVANCED MICRO DEVICES INC 275,000.000 7.50% 8/15/2022 262,975.00 309,718.75 ALBERTSONS COS INC / SAFE 144A 302,000.000 7.50% 3/15/2026 303,280.00 338,995.00 ALBERTSONS COS INC / SAFE 144A 155,000.000 5.88% 2/15/2028 155,000.00 164,687.50 ALBERTSONS COS INC / SAFEWAY I 410,000.000 6.63% 6/15/2024 409,446.32 429,130.60 NEW ALBERTSONS LP 5,000.000 7.45% 8/1/2029 4,712.50 5,100.00 ALDEVRON 9/19 TLB 75,000.000 0.00% 9/18/2026 74,250.00 75,750.00 ALERIS INTERNATIONAL INC 144A 42,000.000 10.75% 7/15/2023 44,283.75 43,785.00 ALLEGHENY TECHNOLOGIES INC 160,000.000 5.88% 12/1/2027 160,000.00 168,000.00 ALLIANT HOLDINGS INTERMED 144A 50,000.000 6.75% 10/15/2027 50,000.00 53,547.50 ALLIED UNIVERSAL HOLDCO L 144A 90,000.000 6.63% 7/15/2026 92,377.17 96,723.00 ALLIED UNIVERSAL HOLDCO L 144A 70,000.000 9.75% 7/15/2027 74,012.50 74,778.90 ALLISON TRANSMISSION INC 144A 70,000.000 5.00% 10/1/2024 70,000.00 71,662.50 ALLISON TRANSMISSION INC 144A 55,000.000 5.88% 6/1/2029 55,000.00 60,225.00 ALLY FINANCIAL INC 402,000.000 8.00% 3/15/2020 466,320.00 405,517.50 ALLY FINANCIAL INC 100,000.000 7.50% 9/15/2020 99,789.26 103,500.00 ALLY FINANCIAL INC 215,000.000 5.13% 9/30/2024 225,481.25 237,099.85 ALLY FINANCIAL INC 320,000.000 4.63% 3/30/2025 310,080.00 346,400.00 ALLY FINANCIAL INC 300,000.000 5.75% 11/20/2025 303,490.42 335,625.00 ASCEND LEARNING 6/17 TLB 125,000.000 0.00% 7/12/2024 124,687.50 125,703.75 AMERICAN AXLE & MANUFACTURING 49,000.000 6.63% 10/15/2022 51,143.75 49,673.75 AMERICAN BUILDERS & CONTR 144A 50,000.000 4.00% 1/15/2028 50,000.00 50,750.00 AMERICAN WOODMARK CORP 144A 30,000.000 4.88% 3/15/2026 30,000.00 30,750.00 AMERIGAS PARTNERS LP / AMERIGA 430,000.000 5.88% 8/20/2026 440,112.50 474,075.00 AMKOR TECHNOLOGY INC 144A 717,000.000 6.63% 9/15/2027 732,908.40 789,596.25 AMWINS GROUP INC 144A 150,000.000 7.75% 7/1/2026 154,666.67 165,769.50 ANTERO RESOURCES CORP 85,000.000 5.13% 12/1/2022 77,787.50 75,862.50 APEX TOOL GROUP LLC / BC 144A 120,000.000 9.00% 2/15/2023 119,080.00 107,700.00 ARAMARK SERVICES INC 144A 430,000.000 5.00% 2/1/2028 438,161.25 453,112.50 ARCHROCK PARTNERS LP / AR 144A 115,000.000 6.88% 4/1/2027 115,000.00 121,612.50 ARCHROCK PARTNERS LP / AR 144A 45,000.000 6.25% 4/1/2028 45,000.00 46,350.00 PETSMART INC 144A 65,000.000 7.12% 3/15/2023 63,365.63 63,700.00 ASBURY AUTOMOTIVE GROUP INC 70,000.000 6.00% 12/15/2024 70,350.00 72,275.00 ASCEND LEARNING LLC 144A 229,000.000 6.88% 8/1/2025 221,095.00 240,450.00 ASHTEAD CAPITAL INC 144A 165,000.000 5.25% 8/1/2026 165,402.83 176,550.00 ASURION 7/17 TLB4 95,046.640 0.00% 8/4/2022 94,669.83 95,541.83 ASURION 7/17 2ND LIEN TLB2 620,000.000 0.00% 8/4/2025 622,683.58 627,130.00 ASURION 2/18 COV-LITE TLB 130,913.730 0.00% 11/3/2023 131,059.75 131,591.86 ATKINS NUTRITIONALS 6/17 255,000.000 0.00% 7/7/2024 253,725.00 256,593.75 AVADO BRANDS INC 25,000.000 11.75% 6/15/2009 24,640.25 0.00 AVANTOR INC 144A 141,000.000 6.00% 10/1/2024 141,852.36 150,338.43 AVANTOR INC 144A 860,000.000 9.00% 10/1/2025 909,590.09 961,075.80 AVIS BUDGET CAR RENTAL LL 144A 80,000.000 6.38% 4/1/2024 80,037.50 83,000.00 AVIS BUDGET CAR RENTAL LL 144A 45,000.000 5.75% 7/15/2027 46,462.50 46,800.00 AVON INTERNATIONAL OPERAT 144A 100,000.000 7.88% 8/15/2022 100,000.00 104,250.00 B&G FOODS INC 77,000.000 5.25% 4/1/2025 75,984.85 79,181.41 SIGNATURE AVIATION US HOL 144A 130,000.000 4.00% 3/1/2028 130,000.00 128,219.00 EAGLECLAW 6/17 TLB 156,473.860 0.00% 6/24/2024 155,900.34 143,955.95 CAPROCK MIDSTREAM 10/18 TLB 99,750.000 0.00% 10/22/2025 99,251.25 91,770.00 BALL CORP 597,000.000 4.88% 3/15/2026 633,944.38 647,745.00 BIG RIVER STEEL LLC / BRS 144A 228,000.000 7.25% 9/1/2025 236,572.98 240,540.00 BLUE CUBE SPINCO LLC 70,000.000 10.00% 10/15/2025 85,312.50 77,403.90 BROOKFIELD PROPERTY REIT 144A 135,000.000 5.75% 5/15/2026 135,000.00 142,425.00 WESTINGHOUSE/BROOKFIELD WEC 79,400.000 0.00% 8/1/2025 79,480.65 79,883.55 BRUIN E&P PARTNERS LLC 144A 225,000.000 8.88% 8/1/2023 217,093.75 146,250.00 BUILDERS FIRSTSOURCE INC 144A 75,000.000 5.63% 9/1/2024 75,503.09 78,000.00 MAUSER PACKAGING SOLUTION 144A 60,000.000 7.25% 4/15/2025 59,785.72 59,250.00 CCO HOLDINGS LLC / CCO HOLDING 63,000.000 5.75% 1/15/2024 63,961.68 64,102.50 CCO HOLDINGS LLC / CCO HO 144A 110,000.000 5.38% 5/1/2025 112,028.12 113,575.00 CCO HOLDINGS LLC / CCO HO 144A 25,000.000 5.75% 2/15/2026 26,968.75 26,375.50 CCO HOLDINGS LLC / CCO HO 144A 645,000.000 5.50% 5/1/2026 658,508.83 679,668.75 CCO HOLDINGS LLC / CCO HO 144A 160,000.000 5.13% 5/1/2027 157,638.75 168,800.00 CCO HOLDINGS LLC / CCO HO 144A 410,000.000 5.00% 2/1/2028 404,267.29 430,221.20 CCO HOLDINGS LLC / CCO HO 144A 125,000.000 5.38% 6/1/2029 125,000.00 133,750.00 CCO HOLDINGS LLC / CCO HO 144A 485,000.000 4.75% 3/1/2030 488,937.50 493,744.55 CCC INFORMATION 3/17 COV-LITE 153,592.990 0.00% 4/29/2024 152,767.20 153,784.98 CDK GLOBAL INC 144A 25,000.000 5.25% 5/15/2029 25,000.00 26,812.50 CCF HOLDINGS LLC 144A 410,752.000 10.75% 12/15/2023 85,214.65 1,026.88 CDW LLC / CDW FINANCE CORP 60,000.000 4.25% 4/1/2028 60,000.00 62,925.00 CF INDUSTRIES INC 113,000.000 4.95% 6/1/2043 104,859.65 117,802.50 CF INDUSTRIES INC 118,000.000 5.38% 3/15/2044 118,600.32 128,620.00 CF INDUSTRIES INC 18,000.000 5.15% 3/15/2034 17,382.35 20,115.00 CHS/COMMUNITY HEALTH SYSTEMS I 273,000.000 6.25% 3/31/2023 257,891.89 277,095.00 CHS/COMMUNITY HEALTH SYST 144A 63,000.000 8.63% 1/15/2024 63,753.14 66,780.00 CHS/COMMUNITY HEALTH SYST 144A 20,000.000 8.00% 3/15/2026 19,800.00 20,600.00 CIT GROUP INC 115,000.000 5.00% 8/1/2023 117,712.50 123,912.50 CIT GROUP INC 10,000.000 4.13% 3/9/2021 10,000.00 10,188.60 CIT GROUP INC 130,000.000 5.25% 3/7/2025 131,593.75 143,000.00 CIT GROUP INC 50,000.000 6.13% 3/9/2028 50,000.00 59,000.00 CNO FINANCIAL GROUP INC 235,000.000 5.25% 5/30/2025 234,164.28 260,262.50 CSC HOLDINGS LLC 86,000.000 6.75% 11/15/2021 89,137.92 92,557.50

76 2019 | Investment Portfolio AS OF DEC. 31, 2019

CSC HOLDINGS LLC 144A 280,000.000 5.50% 4/15/2027 286,300.00 300,678.00 CSC HOLDINGS LLC 144A 160,000.000 7.75% 7/15/2025 167,412.00 170,593.60 CSC HOLDINGS LLC 144A 400,000.000 6.50% 2/1/2029 439,500.00 446,000.00 CSC HOLDINGS LLC 144A 200,000.000 5.75% 1/15/2030 208,000.00 213,500.00 CSMC 2014-USA OA LL USA E 144A 200,000.000 4.37% 9/15/2037 171,105.47 188,061.54 CSI COMPRESSCO LP / CSI C 144A 70,000.000 7.50% 4/1/2025 70,000.00 68,775.00 CALIFORNIA RESOURCES CORP 14,000.000 5.50% 9/15/2021 13,932.80 6,580.00 CALIFORNIA RESOURCES CORP 7,000.000 6.00% 11/15/2024 6,337.92 2,100.00 CALIFORNIA RESOURCES CORP 144A 190,000.000 8.00% 12/15/2022 156,157.66 81,700.00 CALPINE CORP 144A 300,000.000 5.13% 3/15/2028 300,012.50 306,210.00 CARRIZO OIL & GAS INC 481,000.000 6.25% 4/15/2023 478,208.75 488,142.85 CARRIZO OIL & GAS INC 169,000.000 8.25% 7/15/2025 177,281.53 172,802.50 CATALENT PHARMA SOLUTIONS 144A 50,000.000 4.88% 1/15/2026 50,000.00 51,750.00 CATALENT PHARMA SOLUTIONS 144A 60,000.000 5.00% 7/15/2027 60,000.00 62,850.00 CEDAR FAIR LP 144A 175,000.000 5.25% 7/15/2029 184,856.25 188,562.50 CEDAR FAIR LP / CANADA’S WONDE 370,000.000 5.38% 6/1/2024 375,798.93 380,175.00 CENTENE CORP 144A 35,000.000 4.75% 1/15/2025 36,006.25 36,355.55 CENTENE CORP 144A 250,000.000 4.25% 12/15/2027 247,900.00 257,187.50 CENTENE CORP 144A 305,000.000 4.63% 12/15/2029 307,267.75 320,661.75 CENTENE CORP 144A 593,000.000 5.38% 6/1/2026 609,164.07 629,321.25 CENTENNIAL RESOURCE PRODU 144A 70,000.000 5.38% 1/15/2026 68,950.00 68,775.00 GCB144A CENVEO ESCROW 325,000.000 6.00% 5/15/2024 152,343.75 17,875.00 CENTURYLINK INC 635,000.000 7.50% 4/1/2024 642,699.99 715,962.50 COLFAX CORP 144A 195,000.000 6.00% 2/15/2024 195,000.00 207,187.50 COLFAX CORP 144A 402,000.000 6.38% 2/15/2026 407,863.88 438,180.00 CHARLES RIVER LABORATORIE 144A 654,000.000 5.50% 4/1/2026 675,519.05 703,050.00 CHARTER COMMUNICATIONS OPERATI 40,000.000 6.38% 10/23/2035 40,603.95 50,345.85 CHEMOURS CO/THE 260,000.000 7.00% 5/15/2025 281,450.00 261,950.00 CHENIERE ENERGY PARTNERS LP 550,000.000 5.63% 10/1/2026 547,312.50 581,625.00 CHENIERE ENERGY PARTNERS 144A 110,000.000 4.50% 10/1/2029 110,000.00 113,036.00 CHENIERE CORPUS CHRISTI HOLDIN 25,000.000 5.88% 3/31/2025 25,000.00 28,111.50 CHENIERE CORPUS CHRISTI HOLDIN 450,000.000 7.00% 6/30/2024 453,875.00 518,575.50 CHENIERE CORPUS CHRISTI HOLDIN 95,000.000 5.13% 6/30/2027 95,338.79 104,992.10 CHESAPEAKE ENERGY CORP 280,000.000 8.00% 1/15/2025 280,228.05 166,605.60 CHESAPEAKE ENERGY CORP 50,000.000 8.00% 6/15/2027 49,759.90 31,000.00 CHESAPEAKE ENERGY CORP 144A 56,000.000 11.50% 1/1/2025 64,000.00 52,920.00 CHOBANI LLC / CHOBANI FIN 144A 180,000.000 7.50% 4/15/2025 173,548.32 180,900.00 CINCINNATI BELL INC 144A 153,000.000 7.00% 7/15/2024 152,243.61 160,458.75 CITGO HOLDING INC 144A 95,000.000 9.25% 8/1/2024 96,159.70 101,887.50 CLEAR CHANNEL WORLDWIDE H 144A 550,000.000 9.25% 2/15/2024 560,674.34 609,125.00 CLEARWAY ENERGY OPERATING LLC 98,000.000 5.75% 10/15/2025 98,000.00 103,145.00 HCA INC 205,000.000 7.58% 9/15/2025 213,243.93 244,975.00 HCA INC 75,000.000 7.75% 7/15/2036 75,937.50 89,250.00 HCA INC 160,000.000 7.05% 12/1/2027 155,600.00 189,600.00 COMMERCIAL METALS CO 85,000.000 5.75% 4/15/2026 85,000.00 88,825.00 COMMSCOPE TECHNOLOGIES LL 144A 320,000.000 6.00% 6/15/2025 322,928.85 320,361.60 COMMSCOPE TECHNOLOGIES LL 144A 160,000.000 5.00% 3/15/2027 137,550.00 150,400.00 COMMSCOPE INC 144A 15,000.000 8.25% 3/1/2027 16,125.00 15,787.50 COMMSCOPE INC 144A 75,000.000 5.50% 3/1/2024 75,806.92 78,187.50 COMPASS MINERALS INTERNAT 144A 80,000.000 6.75% 12/1/2027 80,000.00 85,000.00 CSI COMPRESSCO LP / CSI COMPRE 30,000.000 7.25% 8/15/2022 28,326.30 27,600.00 CONN’S INC 420,000.000 7.25% 7/15/2022 404,194.29 417,900.00 CONSOLIDATED COMMUNICATIONS IN 9,000.000 6.50% 10/1/2022 8,443.10 8,145.00 COVEY PARK ENERGY LLC / C 144A 26,000.000 7.50% 5/15/2025 26,545.16 22,360.00 CRESTWOOD MIDSTREAM PARTNERS L 175,000.000 6.25% 4/1/2023 169,000.00 178,500.00 CRESTWOOD MIDSTREAM PARTNERS L 445,000.000 5.75% 4/1/2025 449,075.00 455,012.50 CROWN AMERICAS LLC / CROWN AME 60,000.000 4.75% 2/1/2026 60,000.00 63,375.00 CROWN CORK & SEAL CO INC 100,000.000 7.38% 12/15/2026 106,906.25 118,750.00 CROWNROCK LP / CROWNROCK 144A 243,000.000 5.63% 10/15/2025 239,996.55 247,860.00 CCC INFORMATION 4/17 2ND LIEN 80,000.000 0.00% 4/28/2025 81,700.00 80,120.00 DCP MIDSTREAM LP 140,000.000 7.38% 12/31/2049 140,000.00 131,600.00 DCP MIDSTREAM OPERATING L 144A 95,000.000 6.75% 9/15/2037 106,481.25 99,750.00 DCP MIDSTREAM OPERATING LP 260,000.000 5.13% 5/15/2029 264,049.78 269,750.00 DSLA MORTGAGE LOAN TR AR5 2A1A 27,785.988 2.09% 9/19/2045 19,866.99 22,697.36 DAE FUNDING LLC 144A 75,000.000 5.75% 11/15/2023 75,351.75 78,656.25 DAVITA INC 405,000.000 5.13% 7/15/2024 405,870.25 415,125.00 DAVITA INC 70,000.000 5.00% 5/1/2025 68,889.10 72,012.50 DENBURY RESOURCES INC 144A 35,000.000 7.75% 2/15/2024 34,341.67 30,975.00 DIAMOND OFFSHORE DRILLING INC 9,000.000 5.70% 10/15/2039 6,305.22 5,265.00 DIAMOND OFFSHORE DRILLING INC 77,000.000 4.88% 11/1/2043 49,276.60 41,965.00 DELL INTERNATIONAL LLC / 144A 390,000.000 7.12% 6/15/2024 407,480.23 411,450.00 DIAMOND SPORTS GROUP LLC 144A 235,000.000 5.38% 8/15/2026 235,000.00 237,714.72 DIAMOND SPORTS GROUP LLC 144A 216,000.000 6.63% 8/15/2027 213,240.09 210,060.00 DISH DBS CORP 225,000.000 6.75% 6/1/2021 230,235.85 236,801.25 DISH DBS CORP 185,000.000 5.88% 7/15/2022 187,636.94 196,100.00 DISH DBS CORP 238,000.000 5.88% 11/15/2024 217,276.70 243,206.25 DISH DBS CORP 394,000.000 7.75% 7/1/2026 379,902.01 417,399.66

77 2019 | Investment Portfolio AS OF DEC. 31, 2019

RR DONNELLEY & SONS CO 211,000.000 7.00% 2/15/2022 217,187.51 218,385.00 DCP MIDSTREAM OPERATING LP 85,000.000 8.13% 8/16/2030 90,460.00 104,125.00 DCP MIDSTREAM OPERATING L 144A 25,000.000 6.45% 11/3/2036 21,125.00 26,250.00 DUN & BRADSTREET CORP/THE 144A 110,000.000 6.88% 8/15/2026 113,243.98 121,412.50 DAE AVIATION (STANDARD AERO) 81,293.700 0.00% 1/23/2026 81,001.03 81,788.78 DAE AVIATION (STANDARD AERO) 43,706.300 0.00% 1/23/2026 43,548.97 43,972.47 EP ENERGY LLC / EVEREST A 144A 42,000.000 7.75% 5/15/2026 35,320.16 30,030.00 EAGLE HOLDING CO II LLC 144A 115,000.000 7.63% 5/15/2022 116,168.75 116,810.10 EAGLE HOLDING CO II LLC 144A 300,000.000 7.75% 5/15/2022 297,000.00 304,614.00 MONTAGE RESOURCES CORP 130,000.000 8.88% 7/15/2023 125,060.00 119,925.00 EDISON INTERNATIONAL 32,000.000 2.40% 9/15/2022 28,804.00 31,923.22 EMBARQ CORP 336,000.000 8.00% 6/1/2036 336,673.33 355,320.00 ENDEAVOR ENERGY RESOURCES 144A 80,000.000 5.50% 1/30/2026 80,600.00 82,600.00 ENDEAVOR ENERGY RESOURCES 144A 145,000.000 5.75% 1/30/2028 148,637.50 152,431.25 ENCOMPASS HEALTH CORP 60,000.000 4.50% 2/1/2028 59,981.25 62,175.00 ENCOMPASS HEALTH CORP 65,000.000 4.75% 2/1/2030 64,975.00 67,437.50 ENDO FINANCE LLC / ENDO F 144A 8,000.000 5.38% 1/15/2023 7,271.65 5,393.36 ENERGIZER HOLDINGS INC 144A 135,000.000 6.38% 7/15/2026 135,000.00 143,775.00 ENERGIZER HOLDINGS INC 144A 345,000.000 7.75% 1/15/2027 358,546.42 385,554.75 ENERGY TRANSFER OPERATING LP 165,000.000 6.25% 12/31/2049 160,962.50 155,100.00 ENLINK MIDSTREAM PARTNERS LP 80,000.000 4.40% 4/1/2024 73,387.50 77,608.00 ENLINK MIDSTREAM PARTNERS LP 40,000.000 5.60% 4/1/2044 32,700.00 32,400.00 ENLINK MIDSTREAM PARTNERS LP 5,000.000 5.05% 4/1/2045 3,975.00 3,950.00 ENLINK MIDSTREAM PARTNERS LP 105,000.000 5.45% 6/1/2047 86,437.50 84,787.50 ENVISION HEALTHCARE CORP 144A 110,000.000 8.75% 10/15/2026 69,162.50 68,200.00 EQUINIX INC 108,000.000 5.38% 5/15/2027 114,145.18 117,291.24 EXTERRAN ENERGY SOLUTIONS LP / 290,000.000 8.13% 5/1/2025 297,762.50 285,650.00 FAIR ISAAC CORP 144A 80,000.000 5.25% 5/15/2026 80,806.25 88,000.00 REFINITIV US HOLDINGS INC 144A 75,000.000 6.25% 5/15/2026 75,000.00 81,843.75 REFINITIV US HOLDINGS INC 144A 332,000.000 8.25% 11/15/2026 343,361.67 373,915.00 REFINITIV/THOMSON REUTERS 70,000.000 0.00% 10/1/2025 70,525.00 70,595.00 FRONTIER COMMUNICATIONS CORP 151,000.000 10.50% 9/15/2022 155,761.06 73,612.50 FRONTIER COMMUNICATIONS CORP 190,000.000 11.00% 9/15/2025 126,837.71 92,150.00 FRONTIER COMMUNICATIONS C 144A 115,000.000 8.50% 4/1/2026 113,630.95 116,437.50 FRONTIER COMMUNICATIONS C 144A 110,000.000 8.00% 4/1/2027 110,000.00 114,950.00 GCI LLC 144A 90,000.000 6.63% 6/15/2024 90,100.00 97,425.00 ALLY FINANCIAL INC 27,000.000 8.00% 11/1/2031 33,763.50 37,478.70 GTT COMMUNICATIONS INC 144A 5,000.000 7.88% 12/31/2024 5,018.31 3,773.55 GARTNER INC 144A 360,000.000 5.13% 4/1/2025 362,299.06 374,850.00 GO DADDY OPERATING CO LLC 144A 120,000.000 5.25% 12/1/2027 123,882.35 126,300.00 GOODYEAR TIRE & RUBBER CO/THE 40,000.000 5.13% 11/15/2023 40,000.00 40,684.40 GOODYEAR TIRE & RUBBER CO/THE 606,000.000 5.00% 5/31/2026 568,676.64 630,240.00 GRAY TELEVISION INC 144A 716,000.000 5.88% 7/15/2026 723,719.39 761,645.00 GRAY TELEVISION INC 144A 35,000.000 5.13% 10/15/2024 35,806.25 36,312.50 GROUP 1 AUTOMOTIVE INC 135,000.000 5.00% 6/1/2022 134,525.00 136,856.25 GTCR AP FINANCE INC 144A 115,000.000 8.00% 5/15/2027 115,012.50 119,600.00 GULFPORT ENERGY CORP 105,000.000 6.00% 10/15/2024 97,137.50 74,550.00 GULFPORT ENERGY CORP 201,000.000 6.38% 5/15/2025 203,032.50 127,635.00 GULFPORT ENERGY CORP 125,000.000 6.38% 1/15/2026 124,437.50 77,500.00 H&E EQUIPMENT SERVICES INC 46,000.000 5.63% 9/1/2025 46,778.69 48,185.00 HCA INC 195,000.000 5.88% 2/1/2029 209,762.50 225,468.75 HCA INC 825,000.000 7.50% 2/15/2022 890,890.00 911,625.00 HCA INC 275,000.000 5.38% 9/1/2026 274,503.47 306,281.25 HCA INC 163,000.000 5.63% 9/1/2028 161,370.00 185,754.80 HANESBRANDS INC 144A 20,000.000 4.63% 5/15/2024 20,000.00 21,091.60 HANESBRANDS INC 144A 453,000.000 4.88% 5/15/2026 475,666.13 479,613.75 HARLAND CLARKE HOLDINGS C 144A 320,000.000 9.25% 3/1/2021 315,350.00 315,600.00 HARLAND CLARKE HOLDINGS C 144A 64,000.000 8.38% 8/15/2022 65,772.48 52,160.00 HAT HOLDINGS I LLC / HAT 144A 160,000.000 5.25% 7/15/2024 161,357.25 168,200.00 ENCOMPASS HEALTH CORP 217,000.000 5.75% 11/1/2024 220,551.57 219,441.25 HECLA MINING CO 115,000.000 6.88% 5/1/2021 115,586.72 114,626.25 HERTZ CORP/THE 144A 116,000.000 7.63% 6/1/2022 115,193.66 120,640.00 HERTZ CORP/THE 144A 162,000.000 7.12% 8/1/2026 163,176.25 175,446.00 HERTZ CORP/THE 144A 70,000.000 6.00% 1/15/2028 70,000.00 70,000.00 HESS MIDSTREAM OPERATIONS 144A 235,000.000 5.63% 2/15/2026 244,548.05 244,607.98 HILCORP ENERGY I LP / HIL 144A 154,000.000 6.25% 11/1/2028 138,178.97 146,300.00 HILL-ROM HOLDINGS INC 144A 385,000.000 5.00% 2/15/2025 382,275.00 400,400.00 HILL-ROM HOLDINGS INC 144A 75,000.000 4.38% 9/15/2027 75,000.00 77,156.25 HILTON DOMESTIC OPERATING CO I 25,000.000 4.25% 9/1/2024 25,000.00 25,468.75 HILTON DOMESTIC OPERATING CO I 270,000.000 5.13% 5/1/2026 269,587.50 284,175.00 HILTON WORLDWIDE FINANCE LLC / 230,000.000 4.63% 4/1/2025 230,380.27 236,325.00 HOLOGIC INC 144A 45,000.000 4.38% 10/15/2025 45,000.00 46,462.50 HOLOGIC INC 144A 55,000.000 4.63% 2/1/2028 55,000.00 58,300.00 SERVICE PROPERTIES TRUST 130,000.000 4.35% 10/1/2024 129,846.60 133,598.86 SERVICE PROPERTIES TRUST 65,000.000 4.75% 10/1/2026 64,898.60 66,681.90 HUB INTERNATIONAL LTD 144A 80,000.000 7.00% 5/1/2026 80,000.00 84,600.00 HUGHES SATELLITE SYSTEMS CORP 163,000.000 7.63% 6/15/2021 171,298.18 174,157.35 HUGHES SATELLITE SYSTEMS CORP 900,000.000 6.63% 8/1/2026 924,291.63 999,000.00 IAA INC 144A 45,000.000 5.50% 6/15/2027 45,000.00 47,812.50

78 2019 | Investment Portfolio AS OF DEC. 31, 2019

ICAHN ENTERPRISES LP / ICAHN E 50,000.000 5.88% 2/1/2022 49,781.25 50,062.50 ICAHN ENTERPRISES LP / ICAHN E 85,000.000 6.25% 2/1/2022 87,425.00 86,615.00 ICAHN ENTERPRISES LP / ICAHN E 15,000.000 6.75% 2/1/2024 15,628.13 15,562.50 ICAHN ENTERPRISES LP / ICAHN E 195,000.000 6.25% 5/15/2026 198,293.75 207,675.00 ICAHN ENTERPRISES LP / IC 144A 145,000.000 4.75% 9/15/2024 145,000.00 148,987.50 ICAHN ENTERPRISES LP / IC 144A 190,000.000 5.25% 5/15/2027 190,000.00 194,299.70 IHEARTCOMMUNICATIONS INC 110,000.000 6.38% 5/1/2026 113,593.75 119,350.00 IHEARTCOMMUNICATIONS INC 540,000.000 8.38% 5/1/2027 568,475.00 596,700.00 IHEARTCOMMUNICATIONS INC 144A 45,000.000 4.75% 1/15/2028 45,000.00 46,125.00 RACKSPACE HOSTING INC 144A 105,000.000 8.63% 11/15/2024 111,720.59 102,637.50 INSTALLED BUILDING PRODUC 144A 25,000.000 5.75% 2/1/2028 25,000.00 26,718.75 IRIDIUM COMMUNICATIONS IN 144A 162,000.000 10.25% 4/15/2023 175,348.77 173,340.00 IRIDIUM COMMUNICATIONS 11/19 C 140,000.000 0.00% 11/4/2026 139,300.00 141,663.20 IRON MOUNTAIN INC 144A 595,000.000 4.88% 9/15/2027 576,876.75 614,337.50 IRON MOUNTAIN INC 144A 125,000.000 4.88% 9/15/2029 125,000.00 126,975.00 J2 CLOUD SERVICES LLC / J 144A 410,000.000 6.00% 7/15/2025 416,795.98 434,600.00 JAGGED PEAK ENERGY LLC 185,000.000 5.88% 5/1/2026 183,831.99 191,008.80 JAGUAR HOLDING CO II / PH 144A 55,000.000 6.38% 8/1/2023 55,137.50 56,770.31 JELD-WEN INC 144A 25,000.000 4.63% 12/15/2025 25,000.00 25,737.50 JELD-WEN INC 144A 30,000.000 4.88% 12/15/2027 30,000.00 30,675.00 JOSEPH T RYERSON & SON IN 144A 37,000.000 11.00% 5/15/2022 37,193.04 39,035.00 KAR AUCTION SERVICES INC 144A 404,000.000 5.13% 6/1/2025 417,900.92 420,160.00 KB HOME 45,000.000 4.80% 11/15/2029 45,000.00 46,012.50 KENNEDY-WILSON INC 315,000.000 5.88% 4/1/2024 311,654.22 322,875.00 KINETIC CONCEPTS INC / KC 144A 115,000.000 12.50% 11/1/2021 128,400.00 118,306.25 KOPPERS INC 144A 94,000.000 6.00% 2/15/2025 97,523.53 98,465.00 KRATOS DEFENSE & SECURITY 144A 370,000.000 6.50% 11/30/2025 377,075.00 395,900.00 KRATON POLYMERS LLC / KRA 144A 415,000.000 7.00% 4/15/2025 422,490.33 427,450.00 KRONOS 11/16 2ND LIEN COV-LITE 285,000.000 0.00% 11/1/2024 294,787.50 290,224.05 KRONOS 4/17 TLB 313,403.350 0.00% 11/1/2023 314,116.15 314,794.86 L BRANDS INC 115,000.000 6.88% 11/1/2035 100,247.90 102,925.00 L BRANDS INC 94,000.000 6.75% 7/1/2036 80,788.02 82,485.00 LADDER CAPITAL FINANCE HO 144A 160,000.000 5.88% 8/1/2021 160,000.00 162,200.00 LADDER CAPITAL FINANCE HO 144A 30,000.000 5.25% 10/1/2025 30,000.00 31,125.00 LAUREATE EDUCATION INC 144A 486,000.000 8.25% 5/1/2025 519,879.07 523,057.50 LENNAR CORP 85,000.000 4.13% 1/15/2022 85,000.00 86,912.50 LENNAR CORP 65,000.000 6.25% 12/15/2021 67,600.00 68,250.00 LENNAR CORP 210,000.000 5.88% 11/15/2024 218,653.34 234,150.00 LEVEL 3 FINANCING INC 395,000.000 5.38% 5/1/2025 397,979.10 408,825.00 LEVEL 3 FINANCING INC 144A 325,000.000 4.63% 9/15/2027 325,000.00 332,735.00 LIBERTY INTERACTIVE LLC 122,000.000 8.25% 2/1/2030 122,795.74 120,475.00 REGIONALCARE HOSPITAL PAR 144A 125,000.000 9.75% 12/1/2026 131,375.00 141,250.00 LIONS GATE CAPITAL HOLDIN 144A 650,000.000 6.38% 2/1/2024 654,756.25 679,263.00 LIVE NATION ENTERTAINMENT 144A 382,000.000 5.63% 3/15/2026 387,058.75 406,830.00 LIVE NATION ENTERTAINMENT 144A 130,000.000 4.75% 10/15/2027 130,000.00 134,550.00 MPH ACQUISITION HOLDINGS 144A 131,000.000 7.12% 6/1/2024 124,777.33 126,742.50 MSCI INC 144A 451,000.000 5.38% 5/15/2027 454,657.56 485,952.50 MSCI INC 144A 75,000.000 4.00% 11/15/2029 75,000.00 76,031.25 MAGNOLIA OIL & GAS OPERAT 144A 235,000.000 6.00% 8/1/2026 234,683.75 240,875.00 MARRIOTT OWNERSHIP RESORT 144A 105,000.000 4.75% 1/15/2028 105,587.50 107,493.75 MARRIOTT OWNERSHIP RESORTS INC 90,000.000 6.50% 9/15/2026 90,516.13 97,987.50 MATADOR RESOURCES CO 376,000.000 5.88% 9/15/2026 374,967.98 376,940.00 MATCH GROUP INC 119,000.000 6.38% 6/1/2024 120,540.86 124,801.25 MATCH GROUP INC 144A 105,000.000 5.63% 2/15/2029 114,042.79 111,825.00 MATTEL INC 144A 70,000.000 6.75% 12/31/2025 73,587.50 75,236.00 MATTEL INC 144A 70,000.000 5.88% 12/15/2027 69,442.10 73,762.50 MCDERMOTT TECHNOLOGY AMER 144A 180,000.000 10.63% 5/1/2024 150,025.00 15,300.00 MEDNAX INC 144A 175,000.000 5.25% 12/1/2023 180,706.25 178,937.50 MEN’S WEARHOUSE INC/THE 179,000.000 7.00% 7/1/2022 184,618.27 170,945.00 MERCER INTERNATIONAL INC 110,000.000 6.50% 2/1/2024 110,000.00 114,125.00 MERCER INTERNATIONAL INC 310,000.000 5.50% 1/15/2026 313,406.25 315,425.00 MERCER INTERNATIONAL INC 185,000.000 7.38% 1/15/2025 186,875.00 199,143.25 MEREDITH CORP 635,000.000 6.88% 2/1/2026 643,042.50 660,209.50 MIDAS INTERMEDIATE HOLDCO 144A 50,000.000 7.88% 10/1/2022 49,396.75 45,625.00 MIDCONTINENT COMMUNICATIO 144A 180,000.000 5.38% 8/15/2027 180,000.00 190,350.00 MOBILE MINI INC 175,000.000 5.88% 7/1/2024 174,272.50 182,000.00 MOLINA HEALTHCARE INC 50,000.000 5.38% 11/15/2022 52,615.00 53,149.00 MOOG INC 144A 35,000.000 4.25% 12/15/2027 35,000.00 35,616.00 MOSS CREEK RESOURCES HOLD 144A 20,000.000 7.50% 1/15/2026 18,543.81 15,200.00 MUELLER WATER PRODUCTS IN 144A 160,000.000 5.50% 6/15/2026 160,062.34 168,600.00 MURPHY OIL USA INC 20,000.000 4.75% 9/15/2029 20,000.00 21,121.40 MYLAN INC 30,000.000 5.40% 11/29/2043 27,868.00 33,247.70 MYLAN INC 15,000.000 5.20% 4/15/2048 13,538.01 16,794.58 NGPL PIPECO LLC 144A 105,000.000 4.88% 8/15/2027 106,866.67 111,608.45 NGL ENERGY PARTNERS LP / NGL E 335,000.000 7.50% 11/1/2023 334,803.39 335,000.00 NGL ENERGY PARTNERS LP / NGL E 25,000.000 6.13% 3/1/2025 23,166.67 23,562.50 NGL ENERGY PARTNERS LP / 144A 215,000.000 7.50% 4/15/2026 218,143.00 208,012.50 NRG ENERGY INC 245,000.000 7.25% 5/15/2026 245,678.12 267,662.50

79 2019 | Investment Portfolio AS OF DEC. 31, 2019

NRG ENERGY INC 205,000.000 6.63% 1/15/2027 203,604.86 222,425.00 NRG ENERGY INC 384,000.000 5.75% 1/15/2028 389,738.78 416,640.00 NRG ENERGY INC 144A 100,000.000 5.25% 6/15/2029 100,000.00 108,125.00 NVA HOLDINGS INC 144A 5,000.000 6.88% 4/1/2026 5,162.50 5,406.25 NAVISTAR INTERNATIONAL CO 144A 420,000.000 6.63% 11/1/2025 422,884.68 427,875.00 NAVIENT CORP 320,000.000 6.63% 7/26/2021 322,493.75 338,400.00 NAVIENT CORP 515,000.000 7.25% 9/25/2023 542,250.00 581,965.45 NAVIENT CORP 45,000.000 6.50% 6/15/2022 44,556.25 48,768.75 NAVIENT CORP 108,000.000 6.75% 6/25/2025 110,542.06 119,232.00 NEON HOLDINGS INC 144A 80,000.000 10.13% 4/1/2026 78,536.80 79,600.00 CSC HOLDINGS LLC 144A 775,000.000 10.88% 10/15/2025 909,593.75 866,062.50 NETFLIX INC 38,000.000 5.88% 2/15/2025 38,890.68 42,370.00 NETFLIX INC 219,000.000 4.88% 4/15/2028 218,367.03 227,475.30 NETFLIX INC 600,000.000 5.88% 11/15/2028 617,731.74 665,136.00 NETFLIX INC 144A 263,000.000 5.38% 11/15/2029 268,773.88 280,089.74 NETFLIX INC 144A 15,000.000 4.88% 6/15/2030 15,000.00 15,234.38 NETFLIX INC 322,000.000 6.38% 5/15/2029 336,675.99 366,677.50 NEW ENTERPRISE STONE & LI 144A 145,000.000 6.25% 3/15/2026 145,768.25 151,887.50 NEXSTAR BROADCASTING INC 144A 575,000.000 5.63% 8/1/2024 572,669.27 599,437.50 NEXTERA ENERGY OPERATING 144A 180,000.000 4.50% 9/15/2027 180,000.00 187,650.00 NEXTERA ENERGY OPERATING 144A 80,000.000 4.25% 9/15/2024 78,393.75 83,200.00 NEXSTAR BROADCASTING INC 144A 20,000.000 5.63% 7/15/2027 20,000.00 21,076.00 NIELSEN FINANCE LLC / NIE 144A 175,000.000 5.00% 4/15/2022 175,000.00 175,656.25 NUSTAR LOGISTICS LP 187,000.000 5.63% 4/28/2027 188,773.26 192,142.50 NUSTAR LOGISTICS LP 100,000.000 6.00% 6/1/2026 100,518.75 105,750.00 OASIS PETROLEUM INC 530,000.000 6.88% 3/15/2022 502,706.25 510,125.00 OUTFRONT MEDIA CAPITAL LL 144A 110,000.000 5.00% 8/15/2027 110,193.75 115,225.00 OUTFRONT MEDIA CAPITAL LL 144A 20,000.000 4.63% 3/15/2030 20,000.00 20,350.00 PGT ESCROW ISSUER INC 144A 191,000.000 6.75% 8/1/2026 197,275.22 204,608.75 PERFORMANCE FOOD GROUP IN 144A 140,000.000 5.50% 10/15/2027 140,000.00 149,625.00 PQ CORP 144A 285,000.000 5.75% 12/15/2025 287,884.64 297,825.00 PANTHER BF AGGREGATOR 2 L 144A 260,000.000 6.25% 5/15/2026 264,165.91 280,150.00 PANTHER BF AGGREGATOR 2 L 144A 845,000.000 8.50% 5/15/2027 853,184.38 897,812.50 PARK-OHIO INDUSTRIES INC 78,000.000 6.63% 4/15/2027 80,988.38 79,408.29 PARSLEY ENERGY LLC / PARS 144A 75,000.000 6.25% 6/1/2024 78,318.75 78,000.00 PARSLEY ENERGY LLC / PARS 144A 266,000.000 5.63% 10/15/2027 270,692.20 281,295.00 PARTY CITY HOLDINGS INC 144A 480,000.000 6.63% 8/1/2026 481,206.25 338,400.00 JC PENNEY CORP INC 144A 245,000.000 5.88% 7/1/2023 208,675.00 210,087.50 PETSMART 9/16 TLB 752.200 0.00% 3/11/2022 739.09 743.19 ELEMENT SOLUTIONS INC 144A 260,000.000 5.88% 12/1/2025 255,358.20 272,025.00 POLARIS INTERMEDIATE CORP 144A 160,000.000 8.50% 12/1/2022 156,522.45 149,000.00 POST HOLDINGS INC 144A 165,000.000 8.00% 7/15/2025 183,000.00 176,715.00 POST HOLDINGS INC 144A 810,000.000 5.75% 3/1/2027 817,245.70 868,725.00 PRESTIGE BRANDS INC 144A 105,000.000 5.13% 1/15/2028 105,000.00 109,987.50 PRIME SECURITY SERVICES B 144A 84,000.000 9.25% 5/15/2023 90,727.53 88,095.00 PRIME SECURITY SERVICES B 144A 70,000.000 5.75% 4/15/2026 71,400.00 76,081.60 ADT SECURITY CORP/THE 144A 154,000.000 4.88% 7/15/2032 134,473.20 141,295.00 PROVIDENT FUNDING ASSOCIA 144A 60,000.000 6.38% 6/15/2025 60,000.00 58,800.00 PULTEGROUP INC 50,000.000 6.38% 5/15/2033 45,136.36 58,375.00 PULTEGROUP INC 170,000.000 6.00% 2/15/2035 151,900.00 189,550.00 PULTEGROUP INC 533,000.000 5.00% 1/15/2027 564,136.02 580,437.00 QEP RESOURCES INC 206,000.000 5.63% 3/1/2026 175,615.00 200,901.50 QORVO INC 160,000.000 5.50% 7/15/2026 155,962.50 170,400.00 QUICKEN LOANS INC 144A 265,000.000 5.75% 5/1/2025 266,874.61 273,943.75 QUICKEN LOANS INC 144A 170,000.000 5.25% 1/15/2028 166,793.75 175,950.00 RYMAN HOSPITALITY PROPERT 144A 85,000.000 4.75% 10/15/2027 85,250.00 87,762.50 RANGE RESOURCES CORP 440,000.000 4.88% 5/15/2025 425,652.17 376,200.00 REGIONALCARE HOSPITAL PAR 144A 102,000.000 8.25% 5/1/2023 109,206.25 107,865.00 REYNOLDS GROUP ISSUER INC 144A 125,000.000 7.00% 7/15/2024 127,151.49 129,218.75 LIVESTYLE INC 144A 370,000.000 9.63% 2/1/2019 373,362.50 4,828.50 NAVIENT CORP 5,000.000 7.25% 1/25/2022 5,275.00 5,432.20 NAVIENT CORP 135,000.000 5.50% 1/25/2023 130,781.25 144,112.50 NAVIENT CORP 270,000.000 6.13% 3/25/2024 258,987.50 292,950.00 SLM CORP 110,000.000 5.13% 4/5/2022 110,000.00 113,850.00 SM ENERGY CO 50,000.000 5.00% 1/15/2024 46,367.85 47,625.00 SM ENERGY CO 185,000.000 6.63% 1/15/2027 187,697.92 181,828.18 SS&C TECHNOLOGIES INC 144A 1,015,000.000 5.50% 9/30/2027 1,045,168.92 1,083,512.50 SABRE GLBL INC 144A 100,000.000 5.38% 4/15/2023 100,085.71 102,450.00 SABRE GLBL INC 144A 165,000.000 5.25% 11/15/2023 164,975.00 169,331.25 SELECT MEDICAL CORP 144A 75,000.000 6.25% 8/15/2026 79,500.00 81,189.00 SILGAN HOLDINGS INC 55,000.000 4.75% 3/15/2025 55,000.00 56,237.50 SIRIUS XM RADIO INC 144A 150,000.000 5.38% 7/15/2026 148,875.82 159,328.13 SIRIUS XM RADIO INC 144A 824,000.000 5.00% 8/1/2027 819,549.90 869,320.00 SIRIUS XM RADIO INC 144A 360,000.000 5.50% 7/1/2029 381,563.33 389,246.40 SIRIUS XM RADIO INC 144A 175,000.000 4.63% 7/15/2024 175,000.00 183,750.00 SOLERA 3/16 (USD) COV-LITE TL 25,000.000 0.00% 3/3/2023 24,812.50 25,023.50 SOLERA LLC / SOLERA FINAN 144A 335,000.000 10.50% 3/1/2024 379,616.25 355,455.10 SOUTHWESTERN ENERGY CO 68,000.000 6.20% 1/23/2025 67,491.15 62,369.60 SOUTHWESTERN ENERGY CO 28,000.000 7.75% 10/1/2027 26,255.88 25,933.60 SPECTRUM BRANDS INC 144A 70,000.000 5.00% 10/1/2029 70,000.00 72,275.00

80 2019 | Investment Portfolio AS OF DEC. 31, 2019

SPEEDWAY MOTORSPORTS LLC 144A 55,000.000 4.88% 11/1/2027 55,000.00 55,756.25 SPRINGLEAF FINANCE CORP 488,000.000 8.25% 10/1/2023 515,296.05 568,520.00 SPRINGLEAF FINANCE CORP 60,000.000 5.63% 3/15/2023 60,000.00 64,650.00 SPRINGLEAF FINANCE CORP 90,000.000 6.88% 3/15/2025 87,973.61 102,375.00 SPRINGLEAF FINANCE CORP 120,000.000 7.12% 3/15/2026 112,350.00 138,744.00 SPRINGLEAF FINANCE CORP 303,000.000 6.13% 3/15/2024 303,660.81 331,785.00 SPRINGLEAF FINANCE CORP 50,000.000 6.63% 1/15/2028 50,000.00 56,440.00 SPRINGLEAF FINANCE CORP 50,000.000 5.38% 11/15/2029 50,000.00 52,190.00 SPRINT CAPITAL CORP 270,000.000 6.88% 11/15/2028 271,920.92 290,925.00 SPRINT CAPITAL CORP 5,000.000 8.75% 3/15/2032 5,625.00 6,068.75 SPRINT COMMUNICATIONS INC 755,000.000 11.50% 11/15/2021 965,054.78 862,587.50 SPRINT CORP 265,000.000 7.25% 9/15/2021 239,180.12 280,237.50 SPRINT CORP 477,000.000 7.88% 9/15/2023 496,383.54 526,288.41 SPRINT CORP 256,000.000 7.12% 6/15/2024 261,112.29 276,160.00 STAPLES INC 144A 30,000.000 7.50% 4/15/2026 31,250.00 31,125.00 STARWOOD PROPERTY TRUST INC 100,000.000 5.00% 12/15/2021 100,000.00 103,750.00 STARWOOD PROPERTY TRUST INC 145,000.000 3.63% 2/1/2021 145,000.00 145,906.25 STARWOOD RETAIL PR STAR E 144A 100,000.000 6.14% 11/15/2027 91,656.25 44,923.24 STEARNS HLDGS LLC 144A 34,000.000 9.38% 8/15/2020 0.00 0.00 STEARNS HOLDINGS LLC / ST 144A 882.000 5.00% 11/5/2024 0.00 447.17 SUMMIT MATERIALS LLC / SU 144A 195,000.000 6.50% 3/15/2027 201,231.00 209,625.00 SUMMIT MIDSTREAM HOLDINGS LLC 50,000.000 5.50% 8/15/2022 49,962.50 44,500.00 SUMMIT MIDSTREAM HOLDINGS LLC 75,000.000 5.75% 4/15/2025 72,566.25 57,281.25 SUNOCO LP / SUNOCO FINANCE COR 265,000.000 5.50% 2/15/2026 266,650.00 274,937.50 SUNOCO LP / SUNOCO FINANCE COR 185,000.000 5.88% 3/15/2028 186,225.00 196,433.93 NORTONLIFELOCK INC 144A 48,000.000 5.00% 4/15/2025 48,426.29 49,043.05 T-MOBILE USA INC 1,069,000.000 6.50% 1/15/2026 1,134,352.32 1,146,192.49 T-MOBILE USA INC 60,000.000 6.00% 4/15/2024 60,000.00 61,950.00 T-MOBILE USA INC 110,000.000 4.50% 2/1/2026 110,000.00 112,750.00 TRI POINTE GROUP INC 45,000.000 4.88% 7/1/2021 44,746.65 46,125.00 TALLGRASS ENERGY PARTNERS 144A 160,000.000 5.50% 9/15/2024 160,000.00 160,800.00 TARGA RESOURCES PARTNERS LP / 10,000.000 4.25% 11/15/2023 8,637.50 10,100.00 TARGA RESOURCES PARTNERS LP / 50,000.000 6.75% 3/15/2024 50,531.25 51,812.50 TARGA RESOURCES PARTNERS LP / 125,000.000 5.13% 2/1/2025 125,125.00 129,687.50 TARGA RESOURCES PARTNERS LP / 140,000.000 5.00% 1/15/2028 139,675.00 142,800.00 TARGA RESOURCES PARTNERS 144A 700,000.000 6.50% 7/15/2027 719,525.63 766,500.00 TARGA RESOURCES PARTNERS 144A 210,000.000 6.88% 1/15/2029 215,343.75 233,100.00 TARGA RESOURCES PARTNERS 144A 125,000.000 5.50% 3/1/2030 125,000.00 128,437.50 TAYLOR MORRISON COMMUNITI 144A 50,000.000 5.88% 4/15/2023 50,281.25 53,875.00 TAYLOR MORRISON COMMUNITI 144A 35,000.000 5.75% 1/15/2028 35,000.00 38,150.00 TEMPUR SEALY INTERNATIONAL INC 72,000.000 5.63% 10/15/2023 72,430.00 74,070.00 TEMPUR SEALY INTERNATIONAL INC 52,000.000 5.50% 6/15/2026 50,278.75 54,795.00 TENET HEALTHCARE CORP 660,000.000 8.13% 4/1/2022 706,297.17 730,125.00 TENET HEALTHCARE CORP 144A 156,000.000 6.25% 2/1/2027 156,043.60 167,895.00 PACTIV LLC 75,000.000 7.95% 12/15/2025 69,500.00 85,687.50 TEREX CORP 144A 400,000.000 5.63% 2/1/2025 411,056.18 413,000.00 TERRAFORM GLOBAL OPERATIN 144A 122,000.000 6.13% 3/1/2026 121,270.00 126,880.00 TERRIER MEDIA BUYER INC 144A 180,000.000 8.88% 12/15/2027 180,000.00 190,350.00 TESLA INC 144A 491,000.000 5.30% 8/15/2025 448,425.68 476,270.00 TOWNSQUARE MEDIA INC 144A 175,000.000 6.50% 4/1/2023 164,818.18 177,625.00 TRANSDIGM 5/18 COV-LITE TLF 75,000.000 0.00% 6/9/2023 74,812.50 75,203.25 TRANSDIGM INC 36,000.000 6.50% 5/15/2025 36,377.77 37,440.00 TRANSDIGM INC 144A 645,000.000 6.25% 3/15/2026 648,306.25 698,283.45 TRANSMONTAIGNE PARTNERS LP / T 83,000.000 6.13% 2/15/2026 81,529.38 81,340.00 TUTOR PERINI CORP 144A 251,000.000 6.88% 5/1/2025 257,603.23 242,215.00 ZUFFA 4/19 TL 158,623.984 0.00% 4/30/2026 158,962.51 159,548.76 US CONCRETE INC 90,000.000 6.38% 6/1/2024 89,903.57 93,937.50 UBER 6/18 COV-LITE TLB 17,268.500 0.00% 7/13/2023 16,964.50 17,216.00 UBER TECHNOLOGIES INC 144A 125,000.000 8.00% 11/1/2026 131,562.50 130,312.50 UBER TECHNOLOGIES INC 144A 360,000.000 7.50% 9/15/2027 360,274.39 369,338.40 UNITED RENTALS NORTH AMERICA I 605,000.000 5.50% 7/15/2025 605,791.36 628,632.82 UNITED RENTALS NORTH AMERICA I 335,000.000 4.63% 10/15/2025 336,312.50 344,413.50 UNITED RENTALS NORTH AMERICA I 228,000.000 6.50% 12/15/2026 233,800.00 250,586.25 UNITED RENTALS NORTH AMERICA I 5,000.000 3.88% 11/15/2027 5,000.00 5,104.75 UNITED STATES CELLULAR CORP 37,000.000 6.70% 12/15/2033 40,466.80 40,515.00 UNITED STATES STEEL CORP 131,000.000 6.88% 8/15/2025 131,546.54 122,305.53 UNIVAR SOLUTIONS USA INC 144A 90,000.000 5.13% 12/1/2027 90,731.25 93,940.20 UNIVISION COMMUNICATIONS 144A 150,000.000 5.13% 2/15/2025 149,611.11 148,312.50 USA COMPRESSION PARTNERS LP / 485,000.000 6.88% 9/1/2027 489,394.00 505,176.00 BAUSCH HEALTH AMERICAS IN 144A 305,000.000 9.25% 4/1/2026 319,812.50 350,323.00 BAUSCH HEALTH AMERICAS IN 144A 530,000.000 8.50% 1/31/2027 550,604.67 603,564.00 VERISIGN INC 75,000.000 5.25% 4/1/2025 76,959.82 82,673.25 VIASAT INC 144A 70,000.000 5.63% 4/15/2027 70,000.00 74,900.00 VINE OIL & GAS LP / VINE 144A 130,000.000 9.75% 4/15/2023 108,290.00 65,000.00 VIPER ENERGY PARTNERS LP 144A 10,000.000 5.38% 11/1/2027 10,000.00 10,400.00 VIZIENT INC 144A 80,000.000 6.25% 5/15/2027 80,000.00 85,600.00 NATIONSTAR MORTGAGE HOLDI 144A 80,000.000 8.13% 7/15/2023 80,437.50 84,681.60 NATIONSTAR MORTGAGE HOLDI 144A 55,000.000 9.13% 7/15/2026 55,550.00 60,912.50 WEIGHT WATCHERS 11/17 COV-LITE 70,000.000 0.00% 11/29/2024 70,262.50 70,087.50 WELLCARE HEALTH PLANS INC 215,000.000 5.25% 4/1/2025 213,074.30 223,600.00 WELLCARE HEALTH PLANS INC 144A 786,000.000 5.38% 8/15/2026 803,556.23 837,090.00

81 2019 | Investment Portfolio AS OF DEC. 31, 2019

WESTERN DIGITAL CORP 115,000.000 4.75% 2/15/2026 115,000.00 119,887.50 WHITING PETROLEUM CORP 75,000.000 5.75% 3/15/2021 70,765.63 70,950.00 WHITING PETROLEUM CORP 65,000.000 6.25% 4/1/2023 66,263.44 54,437.50 WHITING PETROLEUM CORP 234,000.000 6.63% 1/15/2026 228,327.18 159,466.32 WILLIAM CARTER CO/THE 144A 25,000.000 5.63% 3/15/2027 25,000.00 26,875.00 WINDSTREAM SERVICES LLC / 144A 285,000.000 8.63% 10/31/2025 267,231.25 273,600.00 WINDSTREAM SERVICES LLC / 144A 95,000.000 10.50% 6/30/2024 82,737.40 37,050.00 SUPERIOR VISION/DAVIS VISION 132,772.960 0.00% 11/1/2024 132,871.21 132,856.61 WPX ENERGY INC 177,000.000 8.25% 8/1/2023 198,560.00 203,550.00 WPX ENERGY INC 90,000.000 5.25% 10/15/2027 88,875.00 94,950.00 WYNDHAM DESTINATIONS INC 135,000.000 5.63% 3/1/2021 138,375.00 139,387.50 WYNDHAM DESTINATIONS INC 144A 40,000.000 4.63% 3/1/2030 40,000.00 40,100.00 WYNDHAM HOTELS & RESORTS 144A 465,000.000 5.38% 4/15/2026 468,031.25 490,575.00 XPO LOGISTICS INC 144A 138,000.000 6.50% 6/15/2022 140,055.25 140,622.00 XPO LOGISTICS INC 144A 275,000.000 6.13% 9/1/2023 274,337.50 283,882.50 YUM! BRANDS INC 144A 50,000.000 4.75% 1/15/2030 50,000.00 52,375.00 ZAYO GROUP LLC / ZAYO CAPITAL 220,000.000 6.38% 5/15/2025 225,308.00 226,782.60 ZAYO GROUP LLC / ZAYO CAP 144A 896,000.000 5.75% 1/15/2027 904,079.34 910,560.00 HERCULES LLC 155,000.000 6/30/2029 138,612.50 163,525.00 SUMMIT MIDSTREAM PARTNERS LP 35,000.000 12/31/2049 36,240.91 17,850.00 AVAYA HOLDINGS CORP 75,000.000 6/15/2023 70,771.36 66,569.40 BIOMARIN PHARMACEUTICAL INC 273,000.000 8/1/2024 274,082.79 288,424.16 CALAMP CORP 95,000.000 8/1/2025 77,183.44 78,666.51 CHENIERE ENERGY INC 12,000.000 3/15/2045 9,300.00 9,450.63 CHESAPEAKE ENERGY CORP 185,000.000 9/15/2026 182,223.96 88,131.05 DERMIRA INC 45,000.000 5/15/2022 35,347.75 41,438.12 DISH NETWORK CORP 130,000.000 8/15/2026 137,182.08 125,047.00 DISH NETWORK CORP 205,000.000 3/15/2024 201,154.98 187,185.50 FLEXION THERAPEUTICS INC 40,000.000 5/1/2024 37,885.08 42,676.56 GREENBRIER COS INC/THE 100,000.000 2/1/2024 103,654.40 96,532.14 INTERCEPT PHARMACEUTICALS INC 50,000.000 7/1/2023 44,102.35 50,416.62 NABORS INDUSTRIES INC 80,000.000 1/15/2024 66,047.24 59,637.00 OIL STATES INTERNATIONAL INC 65,000.000 2/15/2023 56,654.49 58,344.00 PDC ENERGY INC 50,000.000 9/15/2021 46,393.65 46,947.06 PTC THERAPEUTICS INC 60,000.000 8/15/2022 64,581.71 69,214.87 PALO ALTO NETWORKS INC 40,000.000 7/1/2023 37,633.80 44,119.64 PURE STORAGE INC 45,000.000 4/15/2023 43,425.69 44,624.34 TESLA INC 45,000.000 3/1/2021 32,087.58 57,358.75 WHITING PETROLEUM CORP 8,000.000 4/1/2020 7,013.00 7,808.71 98,009,672.91 99,759,087.75

Bonds - Non-U.S. NESTLE SKIN HEALTH/SUNSHINE 140,000.000 0.00% 7/17/2026 139,300.00 141,174.60 TELENET FINANCE LUXEMBOUR 144A 200,000.000 5.50% 3/1/2028 192,500.00 213,500.00 AIR CANADA 144A 75,000.000 7.75% 4/15/2021 78,968.75 79,770.00 ALTICE FINCO SA 144A 200,000.000 7.63% 2/15/2025 180,500.00 207,000.00 ZIGGO BOND CO BV 144A 150,000.000 6.00% 1/15/2027 157,500.00 158,250.00 PROVINCIA DE BUENOS AIRES 144A 60,000.000 6.50% 2/15/2023 59,748.60 24,900.00 ALCOA NEDERLAND HOLDING B 144A 250,000.000 6.75% 9/30/2024 263,531.94 263,022.50 ALCOA NEDERLAND HOLDING B 144A 400,000.000 7.00% 9/30/2026 422,730.00 436,520.00 ALTICE LUXEMBOURG SA 144A 410,000.000 10.50% 5/15/2027 410,000.00 467,420.50 ALTICE FRANCE SA/FRANCE 144A 200,000.000 8.13% 2/1/2027 200,000.00 225,250.00 AVOLON HOLDINGS FUNDING L 144A 60,000.000 5.13% 10/1/2023 60,000.00 64,672.80 BAUSCH HEALTH COS INC 144A 72,000.000 7.25% 5/30/2029 71,993.00 82,260.00 BAUSCH HEALTH COS INC 144A 65,000.000 5.00% 1/30/2028 65,000.00 66,715.35 BAUSCH HEALTH COS INC 144A 65,000.000 5.25% 1/30/2030 65,000.00 67,405.00 BOMBARDIER INC 144A 62,000.000 6.13% 1/15/2023 63,051.31 63,581.00 BOMBARDIER INC 144A 177,000.000 6.00% 10/15/2022 175,122.11 176,946.90 BOMBARDIER INC 144A 79,000.000 7.50% 3/15/2025 81,615.93 81,467.96 BOMBARDIER INC 144A 369,000.000 8.75% 12/1/2021 406,453.41 404,285.63 BOMBARDIER INC 144A 40,000.000 7.50% 12/1/2024 40,681.25 42,025.20 CAMELOT FINANCE SA 144A 60,000.000 4.50% 11/1/2026 60,000.00 61,650.00 CASCADES INC 144A 125,000.000 5.75% 7/15/2023 125,000.00 128,125.00 CASCADES INC/CASCADES USA 144A 95,000.000 5.13% 1/15/2026 95,000.00 97,612.50 CASCADES INC/CASCADES USA 144A 50,000.000 5.38% 1/15/2028 50,000.00 51,375.00 CONNECT FINCO SARL / CONN 144A 200,000.000 6.75% 10/1/2026 200,000.00 213,000.00 CONSTELLIUM SE 144A 405,000.000 6.63% 3/1/2025 426,419.00 420,228.00 DANA FINANCING LUXEMBOURG 144A 55,000.000 5.75% 4/15/2025 55,000.00 57,475.00 DELPHI TECHNOLOGIES PLC 144A 60,000.000 5.00% 10/1/2025 58,938.29 55,500.00 EG GLOBAL FINANCE PLC 144A 200,000.000 6.75% 2/7/2025 200,000.00 203,000.00 ENEL SPA 144A 200,000.000 8.75% 9/24/2073 198,366.00 234,750.00 ENDO DAC / ENDO FINANCE L 144A 200,000.000 6.00% 2/1/2025 133,500.00 134,876.00 FMG RESOURCES AUGUST 2006 144A 70,000.000 5.13% 5/15/2024 66,100.00 74,375.00 FIRST QUANTUM MINERALS LT 144A 210,000.000 7.50% 4/1/2025 202,650.00 214,725.00 FIRST QUANTUM MINERALS LT 144A 200,000.000 6.50% 3/1/2024 188,000.00 200,500.00 GFL ENVIRONMENTAL INC 144A 129,000.000 8.50% 5/1/2027 131,317.85 141,900.00 HUB INTERNATIONAL 4/18 (USD) 100,000.000 0.00% 4/25/2025 96,750.00 99,868.00 HUDBAY MINERALS INC 144A 90,000.000 7.25% 1/15/2023 91,706.25 93,318.75 HUDBAY MINERALS INC 144A 80,000.000 7.63% 1/15/2025 82,437.50 84,440.00 GFL ENVIRONMENTAL INC 144A 102,000.000 7.00% 6/1/2026 107,737.50 107,752.80 INTELSAT JACKSON HOLDINGS SA 347,000.000 5.50% 8/1/2023 312,192.84 298,086.88

82 2019 | Investment Portfolio AS OF DEC. 31, 2019

INTELSAT JACKSON HOLDINGS 144A 105,000.000 9.50% 9/30/2022 123,030.15 118,846.98 INTELSAT JACKSON HOLDINGS 144A 80,000.000 9.75% 7/15/2025 83,925.00 74,000.00 INTELSAT JACKSON HOLDINGS 144A 35,000.000 8.50% 10/15/2024 35,437.50 31,879.05 INTESA SANPAOLO SPA 144A 200,000.000 5.02% 6/26/2024 187,650.00 210,154.94 JAMES HARDIE INTERNATIONA 144A 200,000.000 4.75% 1/15/2025 184,500.00 207,500.00 KISSNER HOLDINGS LP / KIS 144A 272,000.000 8.38% 12/1/2022 278,398.75 284,580.00 LCPR SENIOR SECURED FINAN 144A 200,000.000 6.75% 10/15/2027 200,000.00 212,000.00 LATAM FINANCE LTD 144A 200,000.000 7.00% 3/1/2026 211,000.00 216,502.00 MDC PARTNERS INC 144A 215,000.000 6.50% 5/1/2024 214,193.75 194,575.00 MASONITE INTERNATIONAL CO 144A 40,000.000 5.38% 2/1/2028 40,012.50 42,250.00 MINERAL RESOURCES LTD 144A 85,000.000 8.13% 5/1/2027 85,000.00 93,287.50 MOTION BONDCO DAC 144A 200,000.000 6.63% 11/15/2027 200,000.00 211,500.00 MYLAN NV 90,000.000 5.25% 6/15/2046 81,476.14 101,228.46 NEW GOLD INC 144A 130,000.000 6.38% 5/15/2025 130,918.13 120,225.30 NOKIA OYJ 140,000.000 4.38% 6/12/2027 138,640.12 145,950.00 NOBLE HOLDING INTERNATIONAL LT 5,000.000 5.25% 3/15/2042 2,437.50 1,800.00 NOBLE HOLDING INTERNATIONAL LT 8,000.000 7.75% 1/15/2024 7,423.65 4,156.00 OCI NV 144A 400,000.000 6.63% 4/15/2023 406,496.00 417,000.00 1011778 BC ULC / NEW RED 144A 209,000.000 5.00% 10/15/2025 208,939.49 215,792.50 1011778 BC ULC / NEW RED 144A 50,000.000 4.38% 1/15/2028 50,000.00 50,125.00 OPEN TEXT CORP 144A 50,000.000 5.88% 6/1/2026 50,000.00 53,500.00 SEVEN GENERATIONS ENERGY 144A 70,000.000 6.88% 6/30/2023 71,112.50 72,012.50 PARKLAND FUEL CORP 144A 85,000.000 6.00% 4/1/2026 86,085.26 89,785.50 PARKLAND FUEL CORP 144A 70,000.000 5.88% 7/15/2027 70,000.00 75,275.20 PETROBRAS GLOBAL FINANCE BV 60,000.000 5.75% 2/1/2029 59,106.10 67,680.00 PETROBRAS GLOBAL FINANCE BV 25,000.000 6.90% 3/19/2049 25,542.50 29,325.00 ROYAL BANK OF SCOTLAND GROUP P 200,000.000 5.13% 5/28/2024 203,878.64 216,700.64 SABLE INTERNATIONAL FINAN 144A 200,000.000 5.75% 9/7/2027 198,390.00 212,000.00 SENSATA TECHNOLOGIES UK F 144A 200,000.000 6.25% 2/15/2026 204,375.00 215,500.00 SEVEN GENERATIONS ENERGY 144A 420,000.000 5.38% 9/30/2025 416,340.89 422,100.00 SHELF DRILLING HOLDINGS L 144A 185,000.000 8.25% 2/15/2025 181,137.07 176,212.50 SILVERSEA CRUISE FINANCE 144A 140,000.000 7.25% 2/1/2025 148,350.00 148,050.00 TELECOM ITALIA CAPITAL SA 55,000.000 7.20% 7/18/2036 63,566.85 65,164.00 TELESAT CANADA / TELESAT 144A 152,000.000 6.50% 10/15/2027 153,739.42 158,460.00 TEVA PHARMACEUTICAL FINANCE NE 160,000.000 2.80% 7/21/2023 143,637.50 148,400.00 TEVA PHARMACEUTICAL FINANCE NE 40,000.000 3.15% 10/1/2026 32,081.25 33,300.00 TEVA PHARMACEUTICAL FINANCE NE 405,000.000 4.10% 10/1/2046 274,061.35 291,600.00 TEVA PHARMACEUTICAL FINAN 144A 200,000.000 7.12% 1/31/2025 200,000.00 205,440.00 TRANSOCEAN GUARDIAN LTD 144A 71,200.005 5.88% 1/15/2024 71,978.76 72,802.01 TRANSOCEAN PONTUS LTD 144A 4,449.986 6.13% 8/1/2025 4,622.43 4,561.24 TRANSOCEAN INC 144A 411,000.000 7.50% 1/15/2026 420,314.27 405,862.50 TRANSOCEAN SENTRY LTD 144A 115,000.000 5.38% 5/15/2023 115,176.61 117,012.50 TRINSEO MATERIALS OPERATI 144A 114,000.000 5.38% 9/1/2025 116,819.46 114,000.00 TRIVIUM PACKAGING FINANCE 144A 200,000.000 5.50% 8/15/2026 200,000.00 210,750.00 TRIVIUM PACKAGING FINANCE 144A 235,000.000 8.50% 8/15/2027 235,000.00 261,437.50 BAUSCH HEALTH COS INC 144A 500,000.000 6.13% 4/15/2025 471,307.77 516,615.00 VOC ESCROW LTD 144A 37,000.000 5.00% 2/15/2028 36,287.46 38,757.50 VALARIS PLC 75,000.000 5.20% 3/15/2025 62,637.50 41,625.00 VALARIS PLC 290,000.000 7.75% 2/1/2026 292,543.75 163,835.50 VALARIS PLC 62,000.000 5.75% 10/1/2044 40,602.67 27,900.00 BAUSCH HEALTH COS INC 144A 260,000.000 7.00% 3/15/2024 275,368.75 270,400.00 BAUSCH HEALTH COS INC 144A 320,000.000 9.00% 12/15/2025 333,197.15 363,904.00 VIDEOTRON LTD 105,000.000 5.00% 7/15/2022 106,341.25 110,775.00 VIRGIN AUSTRALIA HOLDINGS 144A 50,000.000 7.88% 10/15/2021 51,625.00 51,598.00 VIRGIN AUSTRALIA HOLDINGS 144A 70,000.000 8.13% 11/15/2024 70,000.00 69,569.50 YPF SA 144A 140,000.000 6.95% 7/21/2027 140,000.00 124,600.00 ZIGGO BV 144A 450,000.000 5.50% 1/15/2027 439,875.00 478,125.00 14,949,392.37 15,316,713.69

Mutual Funds LOOMIS SAYLES FULL DISCRETION 71,718.831 813,720.10 783,169.63 813,720.10 783,169.63

Equity - U.S. CHESAPEAKE ENERGY CORP 22.000 12,006.95 3,980.77 CHESAPEAKE ENERGY CORP 46.000 30,858.12 8,575.62 CHESAPEAKE ENERGY CORP 144A 3.000 2,207.02 559.28 CROWN CASTLE INTERNATIONAL COR 70.000 70,000.00 89,715.23 BECTON DICKINSON AND CO 2,400.000 121,527.92 157,039.46 AVANTOR INC 4,180.000 209,000.00 262,986.62 DANAHER CORP 173.000 173,000.00 203,428.97 NEXTERA ENERGY INC 2,100.000 102,375.00 107,688.00 ANVIL HLDGS INC WT EXP CL A 390.000 5,552.68 0.00 CCF HLDGS LLC 1,260.000 61,451.85 0.13 CENVEO INC 34,410.000 0.00 3.44 ERICKSON INC 513.000 13,235.40 13,060.98 HERCULES OFFSHORE INC ESCROW 892.000 55,426.13 0.00 HEXION HOLDINGS CORP 2,312.000 34,101.99 29,478.00 SENTRY HOLDINGS LTD 25.000 0.00 0.00 WHITING PETROLEUM CORP 1,527.000 63,157.19 11,208.18

83 2019 | Investment Portfolio AS OF DEC. 31, 2019

PARAGON OFFSHORE CLASS B 781.000 7,800.00 11,584.57 PARAGON OFFSHORE LITIGATION A 520.000 390.00 5.20 XO HOLDINGS INC 238.000 0.00 0.00 962,090.25 899,314.45

Total Investments, Social Purpose 116,588,593 118,612,010 High Yield Bond Pool

Social Impact First Fixed Income Pool

Cash and Cash Equivalents - Total 178,631 178,631

Bonds - U.S. ALEXANDRIA REAL ESTATE EQUITIE 200,000.000 4.00% 1/15/2024 199,866.00 213,103.29 APPLE INC 250,000.000 2.85% 2/23/2023 256,865.00 257,149.40 APPLE INC 500,000.000 3.00% 6/20/2027 500,370.00 524,160.17 AUSTIN TX ELEC UTILITY SYS REV 365,000.000 2.68% 11/15/2025 365,000.00 374,008.20 AVANGRID INC 525,000.000 3.15% 12/1/2024 523,750.50 542,031.80 BBCMS TRUST 2015-MS MSQ A 144A 500,000.000 3.59% 9/15/2032 525,770.00 513,799.35 BBCMS TRUST 2015- SRCH A2 144A 500,000.000 4.20% 8/10/2035 548,281.25 548,669.30 COMM 2013-300P MO 300P A1 144A 500,000.000 4.35% 8/10/2030 547,187.50 529,262.40 CALIFORNIA ST 250,000.000 2.54% 4/1/2047 251,562.50 250,937.50 CONSERVATION FUND A NONPROFIT 125,000.000 3.47% 12/15/2029 125,000.00 124,624.83 CONTINENTAL WIND LLC 144A 364,949.100 6.00% 2/28/2033 375,441.39 406,642.69 DTE ELECTRIC CO 250,000.000 4.05% 5/15/2048 273,480.00 290,260.49 EXGEN RENEWABLES/EXELON 11/17 351,244.450 0.00% 12/31/2020 350,366.33 345,975.78 HERO FUNDING TRUST 4A A1 144A 177,391.210 3.57% 9/20/2047 179,386.86 181,683.94 HANWHA ENERGY USA HOLDING 144A 250,000.000 2.38% 7/30/2022 249,230.00 251,192.77 HERO FUNDING TRUST 2 2A A 144A 86,987.543 3.75% 9/20/2041 89,515.63 88,657.24 HERO FUNDING TRUST 3A A1 144A 226,131.155 3.08% 9/20/2042 220,591.19 227,096.58 HUDSON YARDS 2016- 10HY A 144A 545,000.000 2.84% 8/10/2038 535,874.22 548,478.95 HUDSON YARDS 2019- 55HY E 144A 250,000.000 3.04% 12/10/2041 235,595.75 233,155.10 MAINE ST FIN AUTH SOL WST DISP 245,000.000 5.38% 12/15/2033 245,000.00 244,519.80 NATIXIS COMMERCIAL 850T A 144A 500,000.000 2.52% 7/15/2033 496,800.00 498,742.75 NATIXIS COMMERCIAL MILE A 144A 250,000.000 3.24% 7/15/2036 250,000.00 250,263.67 NATURE CONSERVANCY/THE 260,000.000 2.99% 2/1/2024 260,000.00 259,998.15 NEW YORK ST ENERGY RESEARCH & 125,000.000 4.58% 4/1/2035 125,000.00 134,537.50 NEXTERA ENERGY OPERATING 144A 250,000.000 4.50% 9/15/2027 250,000.00 260,625.00 NEXTERA ENERGY OPERATING 144A 150,000.000 4.25% 9/15/2024 150,000.00 156,000.00 NORTHWESTERN CORP 500,000.000 4.18% 11/15/2044 535,100.00 558,517.10 OHIO ST AIR QUALITY DEV AUTH E 250,000.000 4.50% 1/15/2048 250,000.00 269,917.50 ONE BRYANT PARK TRU OBP A 144A 250,000.000 2.52% 9/15/2054 250,000.00 243,387.25 OVERSEAS PRIVATE INVT CORP 256,089.030 2.74% 9/15/2029 245,128.42 261,969.36 OVERSEAS PRIVATE INVT CORP 774,477.420 2.29% 9/15/2026 781,432.22 780,241.52 OVERSEAS PRIVATE INVT CORP 227,678.550 3.52% 9/20/2032 227,678.55 244,386.36 OVERSEAS PRIVATE INVT CORP 243,400.000 3.59% 6/15/2035 243,400.00 264,186.92 OVERSEAS PRIVATE INVT CORP 243,400.000 3.05% 6/15/2035 243,400.00 254,449.30 PUBLIC SERVICE CO OF COLORADO 525,000.000 3.20% 3/1/2050 518,028.00 524,235.43 REGENCY CENTERS LP 500,000.000 3.75% 6/15/2024 494,745.00 525,362.61 REINVESTMENT FUND INC/THE 515,000.000 3.17% 11/1/2023 520,500.20 518,256.35 SACRAMENTO CA SUBURBAN WTR DIS 250,000.000 3.87% 11/1/2027 250,000.00 258,747.50 SAN FRANCISCO CITY & CNTY CA C 500,000.000 3.75% 9/1/2037 486,055.00 522,315.00 SANTA CRUZ CNTY CA CAPITAL FIN 500,000.000 3.63% 6/1/2035 496,215.00 519,620.00 SOLARCITY LMC SERIES 1 A 144A 69,958.290 4.59% 4/20/2044 68,121.88 71,184.29 SOUTHWESTERN PUBLIC SERVICE CO 500,000.000 3.75% 6/15/2049 552,157.50 538,004.55 SUNRUN ATHENA ISSUER 1 A 144A 242,069.500 5.31% 4/30/2049 238,499.17 260,172.84 SUNRUN ATLAS ISSUER 2 2 A 144A 100,000.000 3.61% 2/1/2055 99,951.67 99,125.00 TES 2017-2 LLC 2A A 144A 482,005.510 4.12% 2/20/2048 481,973.50 487,714.62 TESLA AUTO LEASE TRUS B A 144A 173,170.010 3.71% 8/20/2021 173,157.19 175,422.24 TESLA AUTO LEASE TRU A A4 144A 250,000.000 2.20% 11/21/2022 249,994.38 249,704.20 U S TREASURY NOTE 320,000.000 1.75% 11/15/2029 317,900.00 315,425.00 VIVINT SOLAR FINANCI 1A A 144A 245,210.930 4.73% 4/30/2048 245,131.89 255,754.17 EVERGY KANSAS CENTRAL INC 500,000.000 2.55% 7/1/2026 487,985.00 501,544.03 IFF 2.75 11/1/2020 C/D 1,000,000.000 2.75% 11/1/2020 1,000,000.00 999,697.41 BANK OF PALESTINE 5.0 04/03/20 1,000,000.000 5.00% 4/3/2022 1,000,000.00 1,007,625.87 18,586,488.69 18,962,543.07 Bonds - Non-U.S. FIRST ABU DHABI BANK PJSC REGS 250,000.000 3.00% 3/30/2022 244,375.00 253,600.00 SEYCHELLES INTERNATIONAL REGS 250,000.000 6.50% 10/11/2028 250,000.00 251,350.00 ASIAN DEVELOPMENT BANK 500,000.000 1.75% 8/14/2026 479,925.00 494,147.75 ASIAN DEVELOPMENT BANK 250,000.000 3.13% 9/26/2028 247,455.00 272,968.51 CONSORCIO TRANSMANTARO SA 144A 215,000.000 4.70% 4/16/2034 215,000.00 236,233.40 EUROPEAN BANK FOR RECONSTRUCTI 250,000.000 1.63% 9/27/2024 248,665.00 248,269.40 EUROPEAN INVESTMENT BANK 516,000.000 2.38% 5/24/2027 541,335.60 532,551.08 EUROPEAN INVESTMENT BANK 275,000.000 1.63% 10/9/2029 273,262.00 265,485.21 HSBC HOLDINGS PLC 350,000.000 3.03% 11/22/2023 350,000.00 358,167.05

84 2019 | Investment Portfolio AS OF DEC. 31, 2019

HERO FUNDING 2017-3 3A A1 144A 169,954.540 3.19% 9/20/2048 167,166.22 169,474.13 HERO FUNDING 2017-3 3A A2 144A 339,909.050 3.95% 9/20/2048 348,340.08 347,180.15 HERO FUNDING 2018-1 1A A2 144A 182,392.310 4.67% 9/20/2048 186,950.40 189,756.07 ING GROEP NV 144A 400,000.000 4.63% 1/6/2026 398,976.00 444,964.00 INVERSIONES CMPC SA 144A 500,000.000 4.38% 4/4/2027 510,625.00 525,543.89 KLABIN FINANCE SA 144A 300,000.000 4.88% 9/19/2027 298,242.00 312,003.00 KREDITANSTALT FUER WIEDERAUFBA 500,000.000 2.00% 11/30/2021 503,395.00 503,311.67 KREDITANSTALT FUER WIEDERAUFBA 750,000.000 1.75% 9/14/2029 745,332.50 734,324.77 LG CHEM LTD 144A 500,000.000 3.63% 4/15/2029 497,247.50 516,581.94 MITSUBISHI UFJ FINANCIAL GROUP 500,000.000 2.53% 9/13/2023 495,850.00 505,472.85 NACIONAL FINANCIERA SNC 144A 500,000.000 3.38% 11/5/2020 518,500.00 502,225.00 NEDERLANDSE WATERSCHAPSBA 144A 500,000.000 2.38% 3/24/2026 498,490.00 511,920.00 NORTH AMERICAN DEVELOPMENT BAN 500,000.000 4.38% 2/11/2020 528,940.00 501,399.73 PERUSAHAAN PENERBIT SBSN 144A 300,000.000 3.75% 3/1/2023 300,000.00 311,880.00 PERUSAHAAN PENERBIT SBSN 144A 250,000.000 3.90% 8/20/2024 250,000.00 265,110.00 RENEW 2018-1 1 A 144A 180,218.010 3.95% 9/20/2053 180,149.69 184,001.81 SHINHAN FINANCIAL GROUP C 144A 250,000.000 3.34% 2/5/2030 250,000.00 253,422.69 STAR ENERGY GEOTHERMAL WA 144A 460,000.000 6.75% 4/24/2033 460,000.00 486,680.00 9,988,221.99 10,178,024.10

Total Investments, Social Impact First 28,753,342 29,319,199 Fixed Income Pool

Inflation Indexed Bond Pool

Cash and Cash Equivalents - Total 968,178 968,178

Bonds - U.S. US TREAS-CPI INFLAT 7,219,912.619 3.63% 4/15/2028 9,127,099.45 9,235,584.79 US TREAS-CPI INFLAT 8,139,611.999 3.88% 4/15/2029 10,685,388.59 10,860,446.45 US TREAS-CPI INFLAT 9,752,631.597 2.38% 1/15/2025 11,597,746.61 10,869,173.43 US TREAS-CPI INFLAT 6,958,369.170 2.00% 1/15/2026 7,943,949.10 7,734,550.69 US TREAS-CPI INFLAT 5,749,746.120 2.38% 1/15/2027 6,768,616.52 6,636,600.76 US TREAS-CPI INFLAT 5,249,796.940 1.75% 1/15/2028 5,778,000.29 5,897,488.07 US TREAS-CPI INFLAT 4,036,654.722 2.50% 1/15/2029 4,680,053.61 4,864,806.69 US TREAS-CPI INFLAT 11,548,940.479 0.63% 1/15/2024 11,856,691.20 11,793,416.19 US TREAS-CPI INFLAT 11,452,164.032 0.25% 1/15/2025 11,517,496.35 11,553,900.02 US TREAS-CPI INFLAT 11,957,071.772 0.63% 1/15/2026 12,290,734.60 12,323,476.15 US TREAS-CPI INFLAT 11,470,491.344 1.13% 1/15/2021 12,171,473.29 11,576,717.38 US TREAS-CPI INFLAT 10,988,009.520 0.63% 7/15/2021 11,434,380.00 11,111,239.50 US TREAS-CPI INFLAT 12,835,618.276 0.13% 4/15/2021 12,948,238.64 12,809,110.93 US TREAS-CPI INFLAT 11,751,308.477 0.13% 1/15/2022 11,933,521.63 11,745,017.65 US TREAS-CPI INFLAT 10,054,681.976 0.13% 7/15/2026 9,980,380.94 10,086,396.76 US TREAS-CPI INFLAT 10,526,338.931 0.13% 7/15/2022 10,780,066.02 10,570,298.82 US TREAS-CPI INFLAT 12,273,163.474 0.13% 1/15/2023 12,420,741.03 12,271,940.70 US TREAS-CPI INFLAT 12,174,307.501 0.38% 7/15/2023 12,347,684.32 12,342,491.66 US TREAS-CPI INFLAT 10,289,539.517 0.38% 1/15/2027 10,212,128.52 10,445,659.30 US TREAS-CPI INFLAT 12,197,381.147 0.13% 7/15/2024 12,123,135.86 12,270,001.91 US TREAS-CPI INFLAT 11,737,634.866 0.38% 7/15/2025 11,750,561.66 11,976,727.32 US TREAS-CPI INFLAT 10,640,481.990 0.13% 4/15/2022 10,586,231.94 10,624,774.08 US TREAS-CPI INFLAT 4,162,325.500 0.13% 10/15/2024 4,176,439.91 4,186,283.43 US TREAS-CPI INFLAT 9,133,997.408 0.75% 7/15/2028 9,019,103.80 9,609,145.67 US TREAS-CPI INFLAT 10,079,784.906 0.38% 7/15/2027 9,982,041.75 10,281,703.46 US TREAS-CPI INFLAT 9,777,003.850 0.50% 1/15/2028 9,652,239.44 10,029,649.84 US TREAS-CPI INFLAT 13,083,265.130 0.63% 4/15/2023 13,034,025.98 13,285,743.05 US TREAS-CPI INFLAT 9,437,977.705 0.88% 1/15/2029 9,696,137.54 10,022,160.97 US TREAS-CPI INFLAT 8,866,320.100 0.50% 4/15/2024 8,942,454.49 9,009,659.68 US TREAS-CPI INFLAT 10,437,146.248 0.25% 7/15/2029 10,499,140.09 10,538,426.75 305,935,903.17 306,562,592.10

Total Investments, Inflation Indexed 306,904,081 307,530,770 Bond Pool

U.S. Public Equity Pool

Cash and Cash Equivalents - Total 10,091,723 10,091,723

Equity - U.S. MCDERMOTT INTERNATIONAL INC 17,025.000 145,087.96 11,519.12 KOSMOS ENERGY LTD 32,300.000 134,112.83 184,110.00 AAON INC 1,632.000 54,453.14 80,637.12 ACCO BRANDS CORP 25,200.000 185,211.12 235,872.00 ADMA BIOLOGICS INC 2,044.000 10,463.47 8,176.00 AGCO CORP 3,700.000 171,386.69 285,825.00 AGNC INVESTMENT CORP 41,100.000 758,706.00 726,648.00 AK STEEL HOLDING CORP 6,008.000 14,246.47 19,766.32 AMC NETWORKS INC 10,413.000 576,239.53 411,313.50

85 2019 | Investment Portfolio AS OF DEC. 31, 2019

AMN HEALTHCARE SERVICES INC 1,865.000 84,790.57 116,208.15 ANI PHARMACEUTICALS INC 393.000 24,379.24 24,236.31 ASGN INC 3,104.000 172,894.25 220,290.88 AT&T INC 72,680.000 2,458,667.47 2,840,334.40 A10 NETWORKS INC 1,866.000 14,000.42 12,819.42 AZZ INC 4,361.000 236,985.64 200,387.95 AARON’S INC 2,428.000 149,117.46 138,663.08 ABBOTT LABORATORIES 12,970.000 956,954.52 1,126,574.20 ABBVIE INC 42,780.000 3,324,050.19 3,787,741.20 ACACIA COMMUNICATIONS INC 6,775.000 320,522.53 459,412.75 ACADIA PHARMACEUTICALS INC 4,539.000 159,737.72 194,178.42 ACCELERATE DIAGNOSTICS INC 1,120.000 24,948.25 18,928.00 ACCELERON PHARMA INC 1,492.000 59,817.50 79,105.84 ACCURAY INC 3,580.000 18,282.65 10,095.60 ACER THERAPEUTICS INC 251.000 979.21 1,006.51 ACELRX PHARMACEUTICALS INC 1,418.000 3,589.31 2,991.98 ACI WORLDWIDE INC 4,602.000 105,353.00 174,346.77 ACTUANT CORP 1,097.000 26,423.25 28,554.91 ACUITY BRANDS INC 416.000 57,371.08 57,408.00 ADAPTIVE BIOTECHNOLOGIES CORP 463.000 18,613.76 13,852.96 ADDUS HOMECARE CORP 495.000 28,473.07 48,123.90 ADESTO TECHNOLOGIES CORP 1,097.000 5,564.97 9,324.50 ADOBE INC 5,350.000 1,160,514.07 1,764,483.50 ADURO BIOTECH INC 2,673.000 26,066.95 3,154.14 ADVANCED EMISSIONS SOLUTIONS I 600.000 6,328.32 6,300.00 AERIE PHARMACEUTICALS INC 1,760.000 57,334.06 42,539.20 AEGLEA BIOTHERAPEUTICS INC 124.000 916.67 947.36 ADVERUM BIOTECHNOLOGIES INC 2,253.000 26,790.99 25,954.56 AEROJET ROCKETDYNE HOLDINGS IN 12,151.000 440,163.49 554,814.66 ADVANCED DRAINAGE SYSTEMS INC 6,756.000 210,208.80 262,403.04 ADVANCED DISPOSAL SERVICES INC 2,737.000 66,769.44 89,965.19 ADVANCED ENERGY INDUSTRIES INC 6,799.000 376,334.80 484,088.80 AEROVIRONMENT INC 3,851.000 252,243.08 237,760.74 AGENUS INC 4,295.000 19,010.96 17,480.65 AGILYSYS INC 890.000 19,092.95 22,614.90 AGIOS PHARMACEUTICALS INC 191.000 11,712.52 9,120.25 AGEX THERAPEUTICS INC 1,090.000 4,001.66 1,983.80 AIMMUNE THERAPEUTICS INC 1,782.000 35,553.80 59,643.54 AIR LEASE CORP 289.000 9,776.18 13,733.28 AIR TRANSPORT SERVICES GROUP I 2,312.000 52,246.41 54,239.52 AIRGAIN INC 436.000 6,171.78 4,660.84 AKAMAI TECHNOLOGIES INC 6,200.000 432,443.80 535,556.00 AKCEA THERAPEUTICS INC 515.000 12,106.31 8,724.10 AKORN INC 700.000 23,668.78 1,050.00 AKOUSTIS TECHNOLOGIES INC 1,158.000 7,412.65 9,264.00 AKERO THERAPEUTICS INC 113.000 2,133.72 2,508.04 ALAMO GROUP INC 337.000 29,506.21 42,310.35 ALARM.COM HOLDINGS INC 1,455.000 59,570.52 62,521.35 ALASKA AIR GROUP INC 6,657.000 197,565.77 451,011.75 ALBANY INTERNATIONAL CORP 5,729.000 422,812.02 434,945.68 ALBIREO PHARMA INC 450.000 14,909.08 11,439.00 ALDER BIOPHARMACEUTICALS INC 1,566.000 24,924.20 28,188.00 ALDEYRA THERAPEUTICS INC 554.000 4,444.47 3,218.74 ALECTOR INC 1,206.000 23,722.69 20,779.38 ALEXANDER’S INC 374.000 130,187.37 123,550.90 ALLAKOS INC 788.000 35,986.55 75,143.68 ALLEGHANY CORP 558.000 352,088.51 446,160.06 ALLEGIANT TRAVEL CO 2,316.000 371,521.43 403,076.64 ALLIANCE DATA SYSTEMS CORP 172.000 24,102.57 19,298.40 ALLIED MOTION TECHNOLOGIES INC 280.000 7,862.35 13,580.00 ALLISON TRANSMISSION HOLDINGS 22,134.000 964,675.61 1,069,514.88 ALLOGENE THERAPEUTICS INC 1,525.000 39,167.82 39,619.50 ALLSTATE CORP/THE 12,500.000 847,508.73 1,405,625.00 ALLY FINANCIAL INC 24,000.000 629,710.78 733,440.00 ALNYLAM PHARMACEUTICALS INC 3,574.000 299,313.64 411,617.58 ALPHABET INC-CL C 3,065.000 2,682,612.19 4,097,966.30 ALPHABET INC-CL A 11,937.000 10,529,787.56 15,988,298.43 ALPHATEC HOLDINGS INC 1,298.000 5,894.54 9,209.31 ALTAIR ENGINEERING INC 1,603.000 59,429.49 57,563.73 ALTERYX INC 1,827.000 121,853.92 182,827.89 ALTRIA GROUP INC 4,600.000 285,611.27 229,586.00 ALTUS MIDSTREAM CO 2,275.000 8,465.84 6,506.50 AMAZON.COM INC 2,954.000 4,070,079.97 5,458,519.36 AMEDISYS INC 4,414.000 605,106.18 736,784.88 AMEREN CORP 15,900.000 807,975.96 1,221,120.00 AMERICAN ASSETS TRUST INC 1,954.000 91,985.76 89,688.60 AMERICAN EAGLE OUTFITTERS INC 46,887.000 846,582.80 689,238.90 AMERICAN ELECTRIC POWER CO INC 14,800.000 977,799.31 1,398,748.00 AMERICAN EXPRESS CO 6,500.000 639,062.77 809,185.00 AMERICAN FINANCIAL GROUP INC/O 13,700.000 857,943.43 1,502,205.00 AMERICAN FINANCE TRUST INC 363.000 3,956.97 4,813.38

86 2019 | Investment Portfolio AS OF DEC. 31, 2019

AMERICAN HOMES 4 RENT 4,492.000 109,329.09 117,735.32 AMERICAN INTERNATIONAL GROUP I 132,100.000 5,799,142.05 6,780,693.00 AMERICAN NATIONAL INSURANCE CO 2,074.000 215,699.39 244,068.32 AMERICAN RENAL ASSOCIATES HOLD 220.000 5,247.00 2,281.40 AMERICAN SOFTWARE INC/GA 740.000 8,162.20 11,011.20 AMERICAN STATES WATER CO 1,486.000 84,775.84 128,747.04 AMERICAN SUPERCONDUCTOR CORP 330.000 3,063.04 2,590.50 AMERICAN TOWER CORP 7,350.000 1,242,528.01 1,689,177.00 AMERICAN WOODMARK CORP 669.000 55,451.67 69,917.19 AMERICA’S CAR-MART INC/TX 1,116.000 107,879.96 122,380.56 AMERICOLD REALTY TRUST 7,708.000 216,512.15 270,242.48 AMERISAFE INC 2,700.000 175,180.76 178,281.00 AMERISOURCEBERGEN CORP 1,300.000 107,088.99 110,526.00 AMERIS BANCORP 372.000 16,489.74 15,824.88 AMGEN INC 4,258.000 918,023.63 1,026,476.06 AMICUS THERAPEUTICS INC 10,353.000 113,653.50 100,838.22 AMKOR TECHNOLOGY INC 13,570.000 175,640.89 176,410.00 AMNEAL PHARMACEUTICALS INC 4,799.000 64,084.49 23,131.18 AMPHASTAR PHARMACEUTICALS INC 1,513.000 29,923.71 29,185.77 ANALOG DEVICES INC 5,200.000 472,216.21 617,968.00 ANAPLAN INC 3,422.000 157,850.43 179,312.80 ANAPTYSBIO INC 864.000 51,077.93 14,040.00 ANAVEX LIFE SCIENCES CORP 2,006.000 6,762.73 5,195.54 ANIKA THERAPEUTICS INC 1,830.000 99,569.86 94,885.50 ANIXTER INTERNATIONAL INC 4,300.000 297,428.61 396,030.00 ANSYS INC 4,980.000 464,478.66 1,281,901.80 ANTARES PHARMA INC 6,426.000 21,912.64 30,202.20 ANTHEM INC 8,500.000 1,701,881.66 2,567,255.00 ANTERIX INC 469.000 21,932.08 20,199.83 APACHE CORP 93,900.000 4,284,411.75 2,402,901.00 APELLIS PHARMACEUTICALS INC 2,018.000 46,098.81 61,791.16 APOGEE ENTERPRISES INC 9,582.000 356,494.16 311,415.00 APOLLO COMMERCIAL REAL ESTATE 18,600.000 302,239.34 340,194.00 APOLLO MEDICAL HOLDINGS INC 208.000 4,589.59 3,829.28 APPIAN CORP 1,301.000 46,928.70 49,711.21 APPFOLIO INC 633.000 35,148.97 69,598.35 APPLE INC 37,645.000 4,461,466.88 11,054,454.25 APPLE HOSPITALITY REIT INC 62,600.000 1,058,696.23 1,017,250.00 APPLIED INDUSTRIAL TECHNOLOGIE 1,552.000 91,463.96 103,502.88 APPLIED MATERIALS INC 73,426.000 3,417,777.12 4,481,923.04 APPLIED THERAPEUTICS INC 166.000 4,101.82 4,528.48 APTARGROUP INC 1,046.000 129,807.54 120,938.52 APREA THERAPEUTICS INC 180.000 6,448.05 8,260.20 ARCH COAL INC 5,420.000 442,246.51 388,830.80 ARCONIC INC 11,900.000 339,361.50 366,163.00 ARES MANAGEMENT CORP 2,870.000 76,442.28 102,430.30 ARENA PHARMACEUTICALS INC 1,655.000 43,039.46 75,170.10 ARGAN INC 534.000 21,659.71 21,434.76 ARISTA NETWORKS INC 15,900.000 3,807,987.07 3,234,060.00 ARMADA HOFFLER PROPERTIES INC 661.000 9,855.90 12,129.35 ARMSTRONG WORLD INDUSTRIES INC 1,967.000 116,968.57 184,838.99 ARQULE INC 4,044.000 20,810.49 80,718.24 ARROW ELECTRONICS INC 7,100.000 546,890.62 601,654.00 ARROWHEAD PHARMACEUTICALS INC 13,876.000 706,176.84 880,154.68 ARTESIAN RESOURCES CORP 1,070.000 23,715.36 39,814.70 ARTISAN PARTNERS ASSET MANAGEM 8,120.000 219,145.00 262,438.40 ARVINAS INC 861.000 20,647.06 35,378.49 ASBURY AUTOMOTIVE GROUP INC 780.000 51,967.86 87,196.20 ASHFORD HOSPITALITY TRUST INC 25,100.000 283,728.33 70,029.00 ASHFORD INC 58.965 1,247.11 1,391.57 ASPEN TECHNOLOGY INC 2,747.000 169,017.56 332,194.71 ASSEMBLY BIOSCIENCES INC 79.000 1,933.60 1,616.34 ASSETMARK FINANCIAL HOLDINGS I 219.000 6,091.31 6,355.38 ASSOCIATED BANC-CORP 9,000.000 198,703.52 198,360.00 ASSURANT INC 2,600.000 333,019.62 340,808.00 ASTRONOVA INC 312.000 8,062.53 4,280.64 ASTRONICS CORP 896.000 27,470.90 25,043.20 AT HOME GROUP INC 110.000 3,610.28 605.00 ATARA BIOTHERAPEUTICS INC 2,015.000 69,632.59 33,187.05 ATHENEX INC 2,733.000 50,475.53 41,732.91 ATHERSYS INC 4,750.000 11,172.75 5,842.50 ATKORE INTERNATIONAL GROUP INC 8,458.000 214,050.39 342,210.68 ATLANTIC CAPITAL BANCSHARES IN 49.000 998.42 899.15 ATLAS AIR WORLDWIDE HOLDINGS I 9,600.000 553,716.00 264,672.00 ATMOS ENERGY CORP 3,100.000 227,577.79 346,766.00 ATRICURE INC 1,551.000 38,113.25 50,423.01 ATRECA INC 141.000 1,644.41 2,181.27 ATRION CORP 56.000 32,337.55 42,084.00

87 2019 | Investment Portfolio AS OF DEC. 31, 2019

AUDENTES THERAPEUTICS INC 1,821.000 63,986.91 108,968.64 AUTODESK INC 28,518.000 3,824,385.92 5,231,912.28 AUTOMATIC DATA PROCESSING INC 8,200.000 1,185,879.80 1,398,100.00 AUTOZONE INC 980.000 1,004,398.71 1,167,483.80 AVALARA INC 1,876.000 117,036.66 137,417.00 AVALON GLOBOCARE CORP 1,158.000 3,012.25 2,234.94 AVALONBAY COMMUNITIES INC 4,600.000 834,348.00 964,620.00 AVANTOR INC 9,059.000 145,320.53 164,420.85 AVERY DENNISON CORP 3,141.000 277,233.14 410,905.62 AVID TECHNOLOGY INC 1,149.000 8,861.34 9,858.42 AVID BIOSERVICES INC 1,978.000 12,692.55 15,171.26 AVIS BUDGET GROUP INC 2,304.000 84,233.67 74,280.96 AVNET INC 11,327.000 440,280.68 480,717.88 AVROBIO INC 898.000 14,628.67 18,076.74 AXA EQUITABLE HOLDINGS INC 95,100.000 1,868,733.49 2,356,578.00 AXOGEN INC 1,332.000 26,264.64 23,829.48 AXON ENTERPRISE INC 2,331.000 95,340.95 170,815.68 AXSOME THERAPEUTICS INC 1,002.000 25,803.65 103,566.72 AXOS FINANCIAL INC 1,446.000 49,136.20 43,784.88 AXONICS MODULATION TECHNOLOGIE 656.000 23,626.56 18,177.76 B&G FOODS INC 200.000 9,344.57 3,586.00 BG STAFFING INC 1,471.000 30,607.34 32,111.93 BJ’S WHOLESALE CLUB HOLDINGS I 9,230.000 235,772.46 209,890.20 BRP GROUP INC 193.000 3,092.88 3,097.65 BMC STOCK HOLDINGS INC 9,400.000 203,358.36 269,686.00 BWX TECHNOLOGIES INC 2,841.000 130,438.02 176,369.28 BADGER METER INC 5,175.000 289,821.07 336,012.75 BALCHEM CORP 1,305.000 98,810.16 132,627.15 BALL CORP 118,783.000 7,232,578.54 7,681,696.61 BANCFIRST CORP 2,630.000 150,402.64 164,217.20 BANCORP INC/THE 6,860.000 79,367.21 88,974.20 BANDWIDTH INC 563.000 42,234.15 36,060.15 BANK OF AMERICA CORP 121,773.000 2,113,996.97 4,288,845.06 BANK FIRST CORP 236.000 16,279.34 16,522.36 BANK OF HAWAII CORP 1,941.000 90,570.14 184,705.56 BANK OF NEW YORK MELLON CORP/T 30,900.000 1,565,087.30 1,555,197.00 BANKUNITED INC 19,800.000 724,425.45 723,888.00 BARNES GROUP INC 7,730.000 511,447.22 478,950.80 BARRETT BUSINESS SERVICES INC 300.000 14,138.25 27,138.00 BAUDAX BIO INC 291.000 1,198.92 2,013.72 BAXTER INTERNATIONAL INC 6,000.000 327,007.13 501,720.00 BAYCOM CORP 188.000 4,117.44 4,241.28 BEACON ROOFING SUPPLY INC 563.000 25,505.45 18,004.74 BECTON DICKINSON AND CO 3,765.000 670,714.71 1,023,967.05 BELLRING BRANDS INC 914.000 20,234.23 19,459.06 BENEFITFOCUS INC 1,216.000 44,631.93 26,679.04 BERKSHIRE HATHAWAY INC 5,075.000 949,882.78 1,149,487.50 BERKSHIRE HILLS BANCORP INC 17,100.000 480,331.31 562,248.00 BERRY GLOBAL GROUP INC 2,039.000 95,292.36 96,832.11 BIG LOTS INC 13,510.000 425,588.30 388,007.20 BIGLARI HOLDINGS INC 40.000 4,154.45 4,576.80 BIOCRYST PHARMACEUTICALS INC 4,812.000 20,019.34 16,601.40 BIODELIVERY SCIENCES INTERNATI 3,536.000 16,446.82 22,347.52 BIOLIFE SOLUTIONS INC 324.000 5,491.43 5,232.60 BIOGEN INC 8,040.000 2,062,667.82 2,385,709.20 BIOTELEMETRY INC 1,314.000 45,451.03 60,838.20 BIO-TECHNE CORP 1,510.000 202,427.95 331,460.10 BIOSIG TECHNOLOGIES INC 733.000 6,881.37 4,317.37 BIOXCEL THERAPEUTICS INC 323.000 3,541.58 4,719.03 BIOSPECIFICS TECHNOLOGIES CORP 260.000 11,261.10 14,804.40 BJ’S RESTAURANTS INC 812.000 34,597.27 30,823.52 BLACK HILLS CORP 620.000 48,445.56 48,694.80 BLACK KNIGHT INC 5,789.000 273,701.01 373,274.72 BLACKBAUD INC 1,984.000 157,846.25 157,926.40 BLACKLINE INC 1,720.000 71,889.96 88,683.20 BLACKROCK INC 350.000 154,199.62 175,945.00 H&R BLOCK INC 44,428.000 1,186,695.66 1,043,169.44 BLOOMIN’ BRANDS INC 3,515.000 64,940.51 77,576.05 BLUCORA INC 1,377.000 44,620.15 35,994.78 BLUE BIRD CORP 268.000 6,209.10 6,142.56 BLUEROCK RESIDENTIAL GROWTH RE 943.000 11,081.43 11,363.15 BLUEPRINT MEDICINES CORP 1,981.000 115,953.28 158,697.91 BOINGO WIRELESS INC 1,826.000 27,185.96 19,994.70 BOISE CASCADE CO 406.000 16,307.34 14,831.18 BOOKING HOLDINGS INC 500.000 987,442.89 1,026,865.00 BOOT BARN HOLDINGS INC 1,104.000 27,500.17 49,161.12 BOOZ ALLEN HAMILTON HOLDING CO 5,495.000 222,221.58 390,859.35 BORGWARNER INC 14,200.000 651,978.69 615,996.00 BOSTON BEER CO INC/THE 339.000 73,233.81 128,091.15 BOSTON OMAHA CORP 329.000 7,617.39 6,922.16

88 2019 | Investment Portfolio AS OF DEC. 31, 2019

BOSTON PROPERTIES INC 2,600.000 351,739.60 358,436.00 BOSTON SCIENTIFIC CORP 15,660.000 431,296.91 708,145.20 BOTTOMLINE TECHNOLOGIES DE INC 1,723.000 57,194.15 92,352.80 BOX INC 5,754.000 117,720.23 96,552.12 BOYD GAMING CORP 2,961.000 71,091.81 88,652.34 BRADY CORP 8,149.000 285,431.44 466,611.74 BRAEMAR HOTELS & RESORTS INC 3,467.000 68,010.98 30,960.31 BRIDGEBIO PHARMA INC 701.000 18,413.09 24,570.05 BRIDGFORD FOODS CORP 99.000 2,946.36 2,454.21 BRIGGS & STRATTON CORP 14,300.000 276,133.00 95,238.00 BRIGHAM MINERALS INC 507.000 10,877.81 10,870.08 BRIGHT HORIZONS FAMILY SOLUTIO 3,015.000 292,783.99 453,124.35 BRIGHTCOVE INC 1,560.000 14,133.45 13,556.40 BRIGHTHOUSE FINANCIAL INC 2,370.000 99,543.08 92,975.10 BRIGHTSPHERE INVESTMENT GROUP 2,450.000 38,138.72 25,039.00 BRINKER INTERNATIONAL INC 4,935.000 164,675.58 207,270.00 BRINK’S CO/THE 1,995.000 117,001.81 180,906.60 BRISTOL-MYERS SQUIBB CO 12,530.000 665,320.20 804,300.70 BRIXMOR PROPERTY GROUP INC 38,800.000 708,392.16 838,468.00 BROADRIDGE FINANCIAL SOLUTIONS 7,300.000 565,151.81 901,842.00 BROADCOM INC 3,245.000 999,662.36 1,025,484.90 BROOKLINE BANCORP INC 10,830.000 159,532.91 178,261.80 BROOKS AUTOMATION INC 2,489.000 67,799.62 104,438.44 BROWN & BROWN INC 8,139.000 151,909.88 321,327.72 BRUKER CORP 5,913.000 240,252.14 301,385.61 BUILDERS FIRSTSOURCE INC 44,291.000 807,973.93 1,125,434.31 BURLINGTON STORES INC 2,636.000 327,226.23 601,087.08 CBL & ASSOCIATES PROPERTIES IN 18,700.000 248,897.00 19,635.00 CBOE GLOBAL MARKETS INC 1,800.000 212,049.17 216,000.00 CDK GLOBAL INC 6,797.000 349,979.58 371,659.96 CDW CORP/DE 700.000 51,670.68 99,988.00 CF INDUSTRIES HOLDINGS INC 904.000 42,226.97 43,156.96 CIT GROUP INC 35,742.000 1,450,070.24 1,630,907.46 CME GROUP INC 22,358.000 3,294,175.08 4,487,697.76 CMS ENERGY CORP 14,600.000 660,959.67 917,464.00 CRA INTERNATIONAL INC 1,540.000 59,212.90 83,883.80 CNO FINANCIAL GROUP INC 45,100.000 409,567.18 817,663.00 CSG SYSTEMS INTERNATIONAL INC 2,054.000 97,839.23 106,356.12 CSW INDUSTRIALS INC 2,681.000 174,966.90 206,437.00 CVB FINANCIAL CORP 15,558.000 378,043.92 335,741.64 CVR ENERGY INC 4,651.000 209,459.89 188,039.93 CABALETTA BIO INC 114.000 1,155.11 1,592.58 CABLE ONE INC 576.000 470,935.38 857,358.72 CABOT CORP 9,200.000 292,192.00 437,184.00 CABOT MICROELECTRONICS CORP 1,159.000 98,990.72 167,266.88 CACTUS INC 1,866.000 61,921.70 64,041.12 CADENCE DESIGN SYSTEMS INC 19,190.000 724,059.27 1,331,018.40 CALAVO GROWERS INC 642.000 48,224.79 58,158.78 CALIFORNIA WATER SERVICE GROUP 1,819.000 90,035.84 93,787.64 CALIX INC 872.000 8,924.05 6,976.00 CALLON PETROLEUM CO 39,025.000 384,786.50 188,490.75 CALYXT INC 300.000 7,941.75 2,103.00 CAMBRIDGE BANCORP 37.000 3,065.54 2,957.41 CAMDEN PROPERTY TRUST 7,600.000 735,092.99 806,360.00 CAMPING WORLD HOLDINGS INC 1,300.000 47,779.52 19,162.00 CANTEL MEDICAL CORP 878.000 67,584.91 62,250.20 CAPITAL ONE FINANCIAL CORP 33,900.000 2,238,720.46 3,488,649.00 CARA THERAPEUTICS INC 1,369.000 29,195.56 22,054.59 CARDLYTICS INC 547.000 12,304.73 34,384.42 CARDIOVASCULAR SYSTEMS INC 1,421.000 37,009.91 69,046.39 CARE.COM INC 900.000 13,398.90 13,527.00 CAREER EDUCATION CORP 12,452.000 233,597.57 228,992.28 CAREDX INC 1,612.000 33,214.90 34,770.84 CARETRUST REIT INC 2,928.000 69,650.24 60,404.64 CARGURUS INC 3,008.000 105,824.85 105,821.44 CARLISLE COS INC 1,959.000 275,031.93 317,044.56 CARRIAGE SERVICES INC 2,240.000 59,852.58 57,344.00 CARROLS RESTAURANT GROUP INC 67.000 1,001.14 472.35 CARS.COM INC 6,310.000 79,353.73 77,108.20 CARTER’S INC 1,714.000 164,652.99 187,408.76 CARVANA CO 1,822.000 92,201.79 167,715.10 CASA SYSTEMS INC 990.000 16,050.38 4,049.10 CASELLA WASTE SYSTEMS INC 1,850.000 66,916.53 85,155.50 CASEY’S GENERAL STORES INC 3,967.000 628,756.79 630,713.33 CASI PHARMACEUTICALS INC 1,900.000 15,213.30 5,871.00 CASS INFORMATION SYSTEMS INC 578.000 26,725.28 33,373.72 CASTLE BIOSCIENCES INC 82.000 1,886.21 2,818.34 CASTLIGHT HEALTH INC 4,399.000 16,467.01 5,850.67 CATALYST PHARMACEUTICALS INC 3,694.000 12,046.39 13,852.50 CATASYS INC 333.000 6,400.11 5,431.23 CATHAY GENERAL BANCORP 10,830.000 430,943.80 412,081.50

89 2019 | Investment Portfolio AS OF DEC. 31, 2019

CAVCO INDUSTRIES INC 347.000 46,459.35 67,796.86 CEDAR REALTY TRUST INC 59,900.000 299,938.20 176,705.00 CEL-SCI CORP 1,072.000 8,982.56 9,808.80 CELANESE CORP 6,400.000 651,326.06 787,968.00 CELCUITY INC 340.000 7,899.05 3,617.60 CELLULAR BIOMEDICINE GROUP INC 326.000 5,956.84 5,274.68 CELSIUS HOLDINGS INC 840.000 3,580.50 4,048.80 CENTENE CORP 16,200.000 718,588.07 1,018,494.00 CENTRAL PACIFIC FINANCIAL CORP 60.000 1,934.70 1,774.80 CENTRAL VALLEY COMMUNITY BANCO 572.000 12,458.88 12,395.24 CENTRIC BRANDS INC 873.000 3,589.12 1,894.41 CENTURY COMMUNITIES INC 489.000 12,641.84 13,374.15 CENTURYLINK INC 45,300.000 533,160.16 598,413.00 CERECOR INC 1,047.000 5,696.47 5,643.33 CERIDIAN HCM HOLDING INC 3,036.000 138,958.39 206,083.68 CERNER CORP 600.000 41,001.00 44,034.00 CERUS CORP 4,943.000 28,344.96 20,859.46 CEVA INC 862.000 30,478.46 23,239.52 CHANGE HEALTHCARE INC 970.000 12,845.23 15,898.30 CHANNELADVISOR CORP 1,020.000 14,612.20 9,220.80 CHARLES RIVER LABORATORIES INT 2,040.000 234,254.67 311,630.40 CHART INDUSTRIES INC 1,454.000 105,577.97 98,130.46 CHARTER COMMUNICATIONS INC 16,173.000 5,280,058.73 7,845,198.84 CHASE CORP 287.000 25,630.36 34,003.76 CHECKPOINT THERAPEUTICS INC 1,160.000 3,516.25 1,983.60 CHEESECAKE FACTORY INC/THE 2,178.000 102,469.62 84,637.08 CHEFS’ WAREHOUSE INC/THE 1,017.000 21,602.81 38,757.87 CHEGG INC 4,712.000 93,631.04 178,631.92 CHEMED CORP 3,256.000 1,006,500.71 1,430,230.56 CHEMOCENTRYX INC 1,624.000 13,307.16 64,229.20 CHEMOURS CO/THE 16,700.000 567,089.32 302,103.00 CHESAPEAKE UTILITIES CORP 633.000 58,668.98 60,660.39 CHEVRON CORP 12,990.000 1,555,344.37 1,565,424.90 CHIASMA INC 1,179.000 8,813.08 5,847.84 CHILDREN’S PLACE INC/THE 595.000 54,379.67 37,199.40 CHIMERA INVESTMENT CORP 23,300.000 460,239.20 479,048.00 CHOICE HOTELS INTERNATIONAL IN 578.000 35,668.57 59,782.54 CHROMADEX CORP 1,215.000 4,036.84 5,236.65 CHURCH & DWIGHT CO INC 2,600.000 186,834.28 182,884.00 CHURCHILL DOWNS INC 1,405.000 92,819.54 192,766.00 CHUY’S HOLDINGS INC 142.000 4,145.51 3,680.64 CIENA CORP 16,510.000 430,849.44 704,811.90 CINEMARK HOLDINGS INC 1,200.000 47,463.04 40,620.00 CISCO SYSTEMS INC 34,780.000 1,199,382.44 1,668,048.80 CIRRUS LOGIC INC 12,570.000 691,570.67 1,035,893.70 CINTAS CORP 200.000 43,016.62 53,816.00 CITIGROUP INC 71,701.000 3,324,831.70 5,728,192.89 CITIZENS FINANCIAL GROUP INC 64,700.000 1,664,024.77 2,627,467.00 CITRIX SYSTEMS INC 9,300.000 1,008,631.75 1,031,370.00 CITY HOLDING CO 51.000 3,928.72 4,179.45 CITY OFFICE REIT INC 31,200.000 397,023.48 421,824.00 CLARUS CORP 636.000 9,184.26 8,624.16 CLEAN HARBORS INC 2,000.000 155,110.00 171,500.00 CLEAR CHANNEL OUTDOOR HOLDINGS 557.000 2,629.74 1,593.02 CLEARFIELD INC 330.000 6,603.30 4,600.20 CLEARWAY ENERGY INC 4,910.000 83,427.16 93,879.20 CLEVELAND-CLIFFS INC 43,208.000 439,369.00 362,947.20 CLIPPER REALTY INC 484.000 6,859.01 5,130.40 CLOROX CO/THE 6,100.000 872,852.36 936,594.00 CLOUDERA INC 519.000 7,413.36 6,035.97 CLOVIS ONCOLOGY INC 2,022.000 90,989.80 21,079.35 COASTAL FINANCIAL CORP/WA 248.000 3,836.87 4,084.56 COCA-COLA CONSOLIDATED INC 186.000 33,870.06 52,833.30 COCA-COLA CO/THE 42,960.000 2,028,084.05 2,377,836.00 CODA OCTOPUS GROUP INC 247.000 3,224.23 2,062.45 CODEXIS INC 2,102.000 19,345.12 33,610.98 COGENT COMMUNICATIONS HOLDINGS 1,700.000 78,050.42 111,877.00 COGNEX CORP 6,606.000 237,944.05 370,200.24 COGNIZANT TECHNOLOGY SOLUTIONS 1,500.000 119,899.95 93,030.00 COHEN & STEERS INC 4,047.000 240,804.65 253,989.72 COHERUS BIOSCIENCES INC 9,523.000 180,169.60 171,461.62 COLGATE-PALMOLIVE CO 25,980.000 1,733,869.37 1,788,463.20 COLLECTORS UNIVERSE INC 350.000 7,472.42 8,067.50 COLLEGIUM PHARMACEUTICAL INC 1,268.000 28,402.07 26,095.44 COLONY CAPITAL INC 1,000.000 6,012.10 4,750.00 COLUMBIA SPORTSWEAR CO 783.000 72,925.20 78,448.77 COLUMBUS MCKINNON CORP/NY 544.000 23,212.25 21,776.32 COMFORT SYSTEMS USA INC 6,464.000 315,956.40 322,230.40

90 2019 | Investment Portfolio AS OF DEC. 31, 2019

COMCAST CORP 119,190.000 4,609,874.00 5,359,974.30 COMMERCIAL METALS CO 16,110.000 284,062.80 358,769.70 COMMUNITY BANK SYSTEM INC 2,380.000 163,933.48 168,837.20 COMMUNITY HEALTHCARE TRUST INC 462.000 18,207.35 19,801.32 COMMVAULT SYSTEMS INC 7,151.000 361,348.95 319,220.64 COMPASS MINERALS INTERNATIONAL 1,364.000 86,822.18 83,149.44 COMTECH TELECOMMUNICATIONS COR 2,560.000 71,754.12 90,854.40 CONFORMIS INC 2,824.000 12,316.17 4,236.00 CONMED CORP 4,234.000 365,166.87 473,488.22 CONOCOPHILLIPS 20.000 1,305.26 1,300.60 CONSOLIDATED EDISON INC 5,500.000 430,133.20 497,585.00 CONSTELLATION BRANDS INC 40,071.000 7,137,991.95 7,603,472.25 CONSTELLATION PHARMACEUTICALS 542.000 9,259.59 25,533.62 CONSTRUCTION PARTNERS INC 249.000 3,740.12 4,200.63 CONTINENTAL BUILDING PRODUCTS 5,463.000 164,640.38 199,017.09 COOPER COS INC/THE 2,400.000 430,699.79 771,096.00 COOPER-STANDARD HOLDINGS INC 3,000.000 303,472.86 99,480.00 COOPER TIRE & RUBBER CO 7,000.000 192,685.49 201,250.00 COPART INC 1,200.000 98,034.00 109,128.00 CORIUM INTL INC & 900.000 0.00 162.00 CORBUS PHARMACEUTICALS 2,670.000 17,178.97 14,524.80 HOLDING CORCEPT THERAPEUTICS INC 3,842.000 43,094.89 46,488.20 CORE-MARK HOLDING CO INC 1,883.000 75,371.34 51,198.77 CORESITE REALTY CORP 1,166.000 107,813.37 130,731.92 CORENERGY INFRASTRUCTURE 11,100.000 354,011.18 496,281.00 TRUST CORELOGIC INC/UNITED STATES 156.000 6,824.96 6,818.76 CORECIVIC INC 34,220.000 743,065.44 594,743.60 CORMEDIX INC 1,072.000 9,617.18 7,804.16 CORNERSTONE ONDEMAND INC 2,311.000 103,827.89 135,309.05 CORNING INC 129,400.000 2,829,127.57 3,766,834.00 CORTEXYME INC 418.000 24,413.51 23,466.52 CORVEL CORP 361.000 20,361.91 31,536.96 COSTCO WHOLESALE CORP 5,860.000 1,252,331.13 1,722,371.20 COUPA SOFTWARE INC 2,525.000 163,024.90 369,281.25 COVANTA HOLDING CORP 4,681.000 74,921.38 69,466.04 COWEN INC 542.000 7,549.75 8,536.50 CRACKER BARREL OLD COUNTRY STO 968.000 154,269.92 148,820.32 CRAFT BREW ALLIANCE INC 32.000 500.36 528.00 CRAWFORD & CO 666.000 7,013.21 7,639.02 CREDIT ACCEPTANCE CORP 371.000 98,727.16 164,104.43 CREE INC 344.000 19,326.35 15,875.60 CRINETICS PHARMACEUTICALS INC 489.000 13,838.62 12,269.01 CROCS INC 11,813.000 232,498.00 494,846.57 CROSS COUNTRY HEALTHCARE INC 313.000 2,936.33 3,637.06 CROWN CASTLE INTERNATIONAL COR 20,917.000 1,187,140.95 2,973,351.55 CROWN HOLDINGS INC 3,021.000 156,003.90 219,143.34 CRYOLIFE INC 1,524.000 34,460.00 41,285.16 CRYOPORT INC 1,184.000 18,884.27 19,453.12 CUBESMART 9,730.000 276,079.99 306,300.40 CUBIC CORP 217.000 14,015.02 13,794.69 CUE BIOPHARMA INC 750.000 6,155.21 11,906.25 CUMMINS INC 20,400.000 2,322,246.79 3,650,784.00 CURO GROUP HOLDINGS CORP 2,957.000 49,955.39 36,016.26 CURTISS-WRIGHT CORP 7,349.000 694,956.90 1,035,400.61 CUTERA INC 540.000 9,009.10 19,337.40 CYCLERION THERAPEUTICS INC 936.000 16,572.74 2,545.92 CYMABAY THERAPEUTICS INC 2,945.000 31,838.14 5,772.20 CYTOKINETICS INC 2,124.000 26,045.65 22,535.64 CYTOSORBENTS CORP 1,460.000 16,055.84 5,606.40 CYTOMX THERAPEUTICS INC 1,760.000 29,773.17 14,625.60 DMC GLOBAL INC 558.000 27,158.12 25,076.52 DASAN ZHONE SOLUTIONS INC 300.000 3,896.45 2,658.00 DSP GROUP INC 379.000 5,444.43 5,965.46 DTE ENERGY CO 7,800.000 749,347.08 1,012,986.00 DXP ENTERPRISES INC/TX 2,240.000 86,125.22 89,174.40 DANAHER CORP 2,700.000 199,893.62 414,396.00 DARDEN RESTAURANTS INC 10,500.000 679,840.24 1,144,605.00 DAVE & BUSTER’S ENTERTAINMENT 1,228.000 60,578.21 49,328.76 DECIPHERA PHARMACEUTICALS INC 756.000 20,409.36 47,053.44 DECKERS OUTDOOR CORP 5,263.000 825,994.95 888,710.18 DELTA AIR LINES INC 4,800.000 231,187.20 280,704.00 DELUXE CORP 16,560.000 725,607.16 826,675.20 DENALI THERAPEUTICS INC 2,009.000 41,086.16 34,996.78 DENNY’S CORP 1,723.000 21,549.05 34,253.24 DERMIRA INC 1,998.000 48,718.33 30,289.68 DESIGNER BRANDS INC 987.000 18,922.02 15,535.38 DEXCOM INC 3,844.000 392,161.75 840,836.56

91 2019 | Investment Portfolio AS OF DEC. 31, 2019

DIAMOND HILL INVESTMENT GROUP 108.000 19,804.33 15,169.68 DIAMONDROCK HOSPITALITY CO 38,200.000 438,728.45 423,256.00 DICERNA PHARMACEUTICALS INC 2,075.000 26,490.00 45,712.25 DIEBOLD NIXDORF INC 1,721.000 15,766.51 18,173.76 DIGIMARC CORP 463.000 17,997.84 15,538.28 DIME COMMUNITY BANCSHARES INC 6,500.000 116,625.11 135,785.00 DIGITAL TURBINE INC 3,352.000 16,764.19 23,899.76 DILLARD’S INC 7,500.000 176,175.00 551,100.00 DINE BRANDS GLOBAL INC 2,695.000 192,888.93 225,086.40 DIODES INC 13,860.000 463,991.11 781,288.20 DISCOVERY INC 102,700.000 2,281,922.93 3,131,323.00 DISCOVER FINANCIAL SERVICES 16,400.000 1,005,275.31 1,391,048.00 DOCUSIGN INC 6,253.000 303,825.81 463,409.83 DOLBY LABORATORIES INC 358.000 23,127.25 24,630.40 DOLLAR GENERAL CORP 800.000 126,383.12 124,784.00 DOLLAR TREE INC 65,764.000 5,945,702.09 6,185,104.20 DOMINO’S PIZZA INC 20,550.000 4,984,880.65 6,037,179.00 DOMO INC 736.000 22,155.24 15,985.92 DOMTAR CORP 24,700.000 819,788.36 944,528.00 DONALDSON CO INC 5,126.000 218,061.07 295,360.12 DONEGAL GROUP INC 1,580.000 25,171.47 23,415.60 DONNELLEY FINANCIAL SOLUTIONS 4,575.000 120,443.67 47,900.25 DORMAN PRODUCTS INC 1,071.000 75,185.68 81,096.12 DOUGLAS DYNAMICS INC 3,988.000 193,492.27 219,340.00 DOVER CORP 3,250.000 310,072.08 374,595.00 DRIVE SHACK INC 2,461.000 15,735.86 9,007.26 DUCOMMUN INC 1,574.000 70,813.27 79,534.22 DUKE ENERGY CORP 300.000 26,571.00 27,363.00 DULUTH HOLDINGS INC 280.000 6,944.00 2,948.40 DUNKIN’ BRANDS GROUP INC 13,903.000 968,629.54 1,050,232.62 DUPONT DE NEMOURS INC 2,650.000 171,387.77 170,130.00 DYCOM INDUSTRIES INC 956.000 88,555.05 45,075.40 DYNATRACE INC 2,074.000 47,330.25 52,472.20 DYNAVAX TECHNOLOGIES CORP 2,845.000 32,564.59 16,273.40 ELF BEAUTY INC 137.000 3,449.08 2,209.81 EOG RESOURCES INC 4,410.000 442,820.74 369,381.60 EAGLE BANCORP INC 64.000 3,587.55 3,112.32 EVO PAYMENTS INC 1,391.000 39,148.75 36,736.31 EVI INDUSTRIES INC 200.000 5,969.96 5,408.00 EAGLE MATERIALS INC 1,408.000 125,097.00 127,649.28 EAGLE PHARMACEUTICALS INC/DE 356.000 17,949.45 21,388.48 EASTERLY GOVERNMENT PROPERTIES 710.000 13,122.50 16,848.30 EASTERN CO/THE 890.000 25,553.50 27,171.70 EASTGROUP PROPERTIES INC 6,337.000 696,091.66 840,729.79 EATON VANCE CORP 13,320.000 555,876.04 621,910.80 EBAY INC 13,500.000 524,356.50 487,485.00 EBIX INC 972.000 54,300.32 32,474.52 EDITAS MEDICINE INC 3,574.000 106,342.04 105,826.14 EDWARDS LIFESCIENCES CORP 3,090.000 536,728.56 720,866.10 EGAIN CORP 957.000 9,858.11 7,579.44 EHEALTH INC 918.000 79,040.95 88,201.44 EIDOS THERAPEUTICS INC 468.000 9,238.69 26,858.52 EIGER BIOPHARMACEUTICALS INC 1,037.000 10,996.61 15,451.30 89BIO INC 64.000 1,646.69 1,682.56 8X8 INC 3,717.000 55,804.09 68,021.10 EL PASO ELECTRIC CO 2,544.000 151,858.87 172,712.16 ELDORADO RESORTS INC 2,672.000 82,216.08 159,358.08 ELEMENT SOLUTIONS INC 3,359.000 41,522.09 39,233.12 ELEVATE CREDIT INC 757.000 3,287.27 3,368.65 ELOXX PHARMACEUTICALS INC 1,070.000 20,620.03 7,875.20 EMCOR GROUP INC 9,579.000 763,642.29 826,667.70 EMERGENT BIOSOLUTIONS INC 1,845.000 86,655.93 99,537.75 EMPLOYERS HOLDINGS INC 4,460.000 187,903.20 186,205.00 ENANTA PHARMACEUTICALS INC 714.000 81,101.47 44,110.92 ENCOMPASS HEALTH CORP 15,621.000 1,003,014.43 1,082,066.67 ENERGY RECOVERY INC 1,590.000 15,346.50 15,566.10 ENDURANCE INTERNATIONAL GROUP 3,246.000 25,470.32 15,256.20 ENERGOUS CORP 720.000 9,783.15 1,274.40 ENERSYS 1,125.000 78,868.81 84,183.75 ENNIS INC 18,460.000 360,537.72 399,659.00 ENPHASE ENERGY INC 16,596.000 443,519.48 433,653.48 ENPRO INDUSTRIES INC 62.000 3,479.89 4,146.56 ENOVA INTERNATIONAL INC 5,481.000 145,536.02 131,872.86 ENSIGN GROUP INC/THE 2,012.000 57,031.03 91,284.44 ENTEGRIS INC 6,948.000 191,053.39 348,025.32 ENTERCOM COMMUNICATIONS CORP 38,400.000 268,223.32 178,176.00 ENTERGY CORP 3,300.000 262,013.08 395,340.00 ENTERPRISE FINANCIAL SERVICES 3,200.000 140,732.80 154,272.00 ENVESTNET INC 1,937.000 92,512.98 134,873.31 EPAM SYSTEMS INC 2,091.000 204,297.14 443,626.56

92 2019 | Investment Portfolio AS OF DEC. 31, 2019

ENVISTA HOLDINGS CORP 3,755.000 106,876.49 111,298.20 EPLUS INC 462.000 32,544.96 38,941.98 EPIZYME INC 2,239.000 26,215.57 55,079.40 EQUITRANS MIDSTREAM CORP 898.000 17,700.70 11,997.28 EQUITY COMMONWEALTH 11,900.000 401,236.50 390,677.00 EQUITY LIFESTYLE PROPERTIES IN 23,588.000 926,192.09 1,660,359.32 EQUITY RESIDENTIAL 2,700.000 177,124.40 218,484.00 ERIE INDEMNITY CO 654.000 69,846.53 108,564.00 ESCO TECHNOLOGIES INC 956.000 78,981.71 88,430.00 ESPERION THERAPEUTICS INC 1,040.000 47,768.71 62,015.20 ESQUIRE FINANCIAL HOLDINGS INC 136.000 3,420.57 3,545.52 ESSENTIAL PROPERTIES REALTY TR 391.000 8,053.74 9,700.71 ESSEX PROPERTY TRUST INC 2,500.000 668,900.40 752,150.00 ETHAN ALLEN INTERIORS INC 5,000.000 161,118.69 95,300.00 ETSY INC 4,773.000 111,405.65 211,443.90 EURONET WORLDWIDE INC 2,013.000 265,958.44 317,168.28 EVELO BIOSCIENCES INC 92.000 1,113.43 373.52 EVENTBRITE INC 1,551.000 25,126.43 31,283.67 EVERCORE INC 6,193.000 331,141.29 462,988.68 EVERBRIDGE INC 1,347.000 68,359.62 105,173.76 EVERI HOLDINGS INC 2,848.000 23,183.88 38,248.64 EVERGY INC 14,600.000 940,781.17 950,314.00 EVERQUOTE INC 333.000 4,329.19 11,438.55 EVOFEM BIOSCIENCES INC 672.000 4,462.38 4,146.24 EVOLUTION PETROLEUM CORP 700.000 3,815.00 3,829.00 EVOLENT HEALTH INC 600.000 13,574.69 5,430.00 EVOLUS INC 671.000 11,118.48 8,166.07 EVOQUA WATER TECHNOLOGIES CORP 3,009.000 60,886.92 57,020.55 EXACT SCIENCES CORP 5,641.000 295,302.28 521,679.68 EXAGEN INC 65.000 1,420.38 1,651.00 EXELON CORP 28,600.000 1,074,605.89 1,303,874.00 EXELIXIS INC 4,884.000 95,311.59 86,056.08 EXELA TECHNOLOGIES INC 2,040.000 13,172.69 831.71 EXLSERVICE HOLDINGS INC 1,356.000 74,354.64 94,187.76 EXP WORLD HOLDINGS INC 729.000 8,114.97 8,259.57 EXPONENT INC 9,398.000 566,906.06 648,555.98 EXTREME NETWORKS INC 4,973.000 32,217.41 36,651.01 EXXON MOBIL CORP 22,980.000 1,908,393.76 1,603,544.40 EYEPOINT PHARMACEUTICALS INC 2,165.000 3,553.31 3,355.75 FBL FINANCIAL GROUP INC 2,810.000 77,035.80 165,593.30 FLIR SYSTEMS INC 445.000 16,140.32 23,171.15 FNB CORP/PA 15,820.000 178,254.69 200,914.00 FB FINANCIAL CORP 325.000 11,348.31 12,866.75 FS KKR CAPITAL CORP 19,071.000 117,304.14 116,905.23 FTS INTERNATIONAL INC 776.000 4,329.89 807.04 FTI CONSULTING INC 5,471.000 467,801.32 605,420.86 FACEBOOK INC 35,060.000 5,245,385.28 7,196,065.00 FACTSET RESEARCH SYSTEMS INC 1,511.000 292,846.63 405,401.30 FAIR ISAAC CORP 1,643.000 282,805.92 615,599.24 FALCON MINERALS CORP 365.000 3,066.64 2,576.90 FARO TECHNOLOGIES INC 647.000 33,344.51 32,576.45 FATE THERAPEUTICS INC 2,415.000 32,520.09 47,261.55 FEDERAL AGRICULTURAL MORTGAGE 10,391.000 368,717.69 867,648.50 FEDERAL SIGNAL CORP 10,711.000 276,030.57 345,429.75 FEDERATED INVESTORS INC 17,529.000 479,799.18 571,270.11 FEDEX CORP 10,800.000 1,659,325.85 1,633,068.00 FEDNAT HOLDING CO 193.000 3,866.27 3,209.59 FERRO CORP 2,781.000 45,491.75 41,242.23 FIBROGEN INC 2,814.000 105,909.81 120,692.46 FIDELITY D&D BANCORP INC 59.000 3,964.87 3,670.39 FIDELITY NATIONAL INFORMATION 1,980.000 210,999.37 275,398.20 FIDELITY NATIONAL FINANCIAL IN 3,720.000 145,828.24 168,702.00 FIFTH THIRD BANCORP 27,100.000 624,711.37 833,054.00 FIREEYE INC 8,128.000 127,832.86 134,355.84 FIRST AMERICAN FINANCIAL CORP 18,150.000 951,535.47 1,058,508.00 FIRST BANCORP/SOUTHERN PINES N 2,813.000 101,042.91 112,266.83 FIRST CITIZENS BANCSHARES INC/ 1,000.000 413,868.90 532,210.00 FIRST COMMUNITY BANKSHARES INC 2,170.000 70,611.88 67,313.40 FIRST DEFIANCE FINANCIAL CORP 2,740.000 77,204.26 86,282.60 FIRST FINANCIAL BANKSHARES INC 23,560.000 700,709.37 826,956.00 FIRST FINANCIAL CORP/IN 717.000 29,083.54 32,781.24 FIRST FOUNDATION INC 544.000 7,069.97 9,465.60 FIRST HAWAIIAN INC 15,110.000 412,705.73 435,923.50 FIRST HORIZON NATIONAL CORP 29,124.000 462,658.17 482,293.44 FIRST INDUSTRIAL REALTY TRUST 18,835.000 678,638.76 781,840.85 FIRST MERCHANTS CORP 6,000.000 220,381.77 249,540.00 FIRST MID BANCSHARES INC 250.000 9,268.70 8,812.50 1ST SOURCE CORP 400.000 20,336.52 20,752.00 FIRSTCASH INC 1,673.000 144,730.85 134,893.99 FIRSTENERGY CORP 21,400.000 754,781.21 1,040,040.00

93 2019 | Investment Portfolio AS OF DEC. 31, 2019

FITBIT INC 1,803.000 12,640.21 11,845.71 FIVE BELOW INC 2,203.000 150,497.28 281,675.58 FIVE9 INC 10,688.000 472,882.98 700,919.04 FLEXION THERAPEUTICS INC 1,328.000 23,370.99 27,489.60 FLOOR & DECOR HOLDINGS INC 2,751.000 109,962.16 139,778.31 FLUOR CORP 34,300.000 1,080,487.48 647,584.00 FLOWERS FOODS INC 27,700.000 593,847.90 602,198.00 FLOWSERVE CORP 1,170.000 61,648.76 58,230.90 FLUENT INC 1,778.000 9,565.90 4,445.00 FLUIDIGM CORP 2,907.000 31,537.12 10,116.36 FOCUS FINANCIAL PARTNERS INC 1,274.000 44,964.61 37,544.78 FOOT LOCKER INC 10,300.000 315,526.88 401,597.00 FORESCOUT TECHNOLOGIES INC 1,691.000 57,423.74 55,464.80 FORMFACTOR INC 172.000 2,103.67 4,466.84 FORRESTER RESEARCH INC 410.000 16,740.28 17,097.00 FORTINET INC 2,580.000 182,616.96 275,440.80 FORTERRA INC 851.000 14,369.46 9,837.56 FORTUNE BRANDS HOME & SECURITY 1,812.000 113,787.52 118,396.08 FORTY SEVEN INC 822.000 10,924.94 32,362.14 FORWARD AIR CORP 1,138.000 57,284.04 79,603.10 LB FOSTER CO 1,380.000 36,473.26 26,744.40 FOUNDATION BUILDING MATERIALS 2,319.000 38,504.34 44,872.65 FOUR CORNERS PROPERTY TRUST IN 2,719.000 66,794.07 76,648.61 FOX FACTORY HOLDING CORP 1,509.000 61,239.88 104,981.13 FRANKLIN COVEY CO 403.000 8,598.56 12,988.69 FRANKLIN ELECTRIC CO INC 1,771.000 73,547.57 101,513.72 FRANKLIN STREET PROPERTIES COR 48,100.000 524,029.46 411,736.00 FREQUENCY THERAPEUTICS INC 134.000 2,322.31 2,349.02 FRESHPET INC 1,389.000 33,673.81 82,076.01 FULCRUM THERAPEUTICS INC 79.000 1,128.32 1,314.56 HB FULLER CO 1,517.000 74,209.17 78,231.69 FULTON FINANCIAL CORP 660.000 10,389.65 11,503.80 FUNKO INC 732.000 13,644.20 12,561.12 GAMCO INVESTORS INC 770.000 20,418.32 15,007.30 GEO GROUP INC/THE 21,528.000 369,054.56 357,580.08 GCP APPLIED TECHNOLOGIES INC 2,134.000 61,571.34 48,463.14 G1 THERAPEUTICS INC 769.000 30,063.77 20,324.67 GTT COMMUNICATIONS INC 1,402.000 41,386.27 15,912.70 GMS INC 720.000 20,409.64 19,497.60 GALECTIN THERAPEUTICS INC 1,528.000 6,343.11 4,370.08 ARTHUR J GALLAGHER & CO 16,000.000 771,868.86 1,523,680.00 GAMING AND LEISURE PROPERTIES 12,800.000 451,371.51 551,040.00 GAMESTOP CORP 3,867.000 82,996.98 23,511.36 GENERAC HOLDINGS INC 6,948.000 428,430.24 698,899.32 GENERAL DYNAMICS CORP 3,500.000 630,835.50 617,225.00 GENERAL ELECTRIC CO 725,340.000 7,671,338.19 8,094,794.40 GENERAL FINANCE CORP 315.000 2,636.94 3,487.05 GENERAL MILLS INC 9,700.000 550,720.64 519,532.00 GENERAL MOTORS CO 141,000.000 4,843,130.48 5,160,600.00 GENESCO INC 8,650.000 400,391.50 414,508.00 GENESIS HEALTHCARE INC 2,882.000 3,848.50 4,726.48 GENIE ENERGY LTD 312.000 3,323.22 2,411.76 GENMARK DIAGNOSTICS INC 2,180.000 23,758.35 10,485.80 GENWORTH FINANCIAL INC 20,740.000 78,265.06 91,256.00 GENTHERM INC 4,148.000 167,773.24 184,129.72 GIBRALTAR INDUSTRIES INC 4,460.000 239,617.07 224,962.40 GILEAD SCIENCES INC 750.000 48,796.50 48,735.00 GLACIER BANCORP INC 3,466.000 112,555.43 159,401.34 GLADSTONE COMMERCIAL CORP 400.000 8,488.50 8,744.00 GLAUKOS CORP 1,574.000 72,603.12 85,735.78 GLOBAL BLOOD THERAPEUTICS INC 2,335.000 82,360.26 185,609.15 GLOBAL WATER RESOURCES INC 591.000 6,490.73 7,771.65 GLOBUS MEDICAL INC 3,039.000 98,476.10 178,936.32 GLU MOBILE INC 4,755.000 33,084.73 28,767.75 GLYCOMIMETICS INC 1,187.000 17,520.42 6,279.23 GOGO INC 2,134.000 20,633.54 13,657.60 GOLDEN ENTERTAINMENT INC 288.000 7,963.48 5,535.36 GOLDMAN SACHS GROUP INC/THE 20,100.000 3,987,436.19 4,621,593.00 GOODRICH PETROLEUM CORP 299.000 4,442.39 3,001.96 GOODYEAR TIRE & RUBBER CO/THE 111,300.000 3,083,601.55 1,731,271.50 GOOSEHEAD INSURANCE INC 478.000 22,848.71 20,267.20 GOPRO INC 4,500.000 36,649.13 19,530.00 GORMAN-RUPP CO/THE 111.000 3,513.43 4,162.50 GOSSAMER BIO INC 912.000 19,192.86 14,254.56 WR GRACE & CO 2,332.000 170,440.65 162,890.20 GRACO INC 6,645.000 227,324.40 345,540.00 GRAHAM HOLDINGS CO 300.000 201,393.30 191,697.00 GRAND CANYON EDUCATION INC 414.000 40,228.72 39,657.06 GRANITE CONSTRUCTION INC 240.000 12,660.05 6,640.80

94 2019 | Investment Portfolio AS OF DEC. 31, 2019

GRAY TELEVISION INC 1,444.000 23,667.23 30,959.36 GREAT LAKES DREDGE & DOCK CORP 10,893.000 116,237.11 123,417.69 GREAT SOUTHERN BANCORP INC 960.000 54,121.49 60,787.20 GREAT WESTERN BANCORP INC 100.000 3,774.50 3,474.00 GREEN DOT CORP 1,601.000 74,581.22 37,303.30 GREENE COUNTY BANCORP INC 160.000 4,358.15 4,606.40 GREENHILL & CO INC 616.000 15,559.02 10,521.28 GREENLANE HOLDINGS INC 316.000 3,031.31 1,028.58 GREIF INC 11,105.000 368,644.34 490,841.00 GRITSTONE ONCOLOGY INC 297.000 4,289.96 2,664.09 GROCERY OUTLET HOLDING CORP 237.000 8,049.70 7,690.65 GROUP 1 AUTOMOTIVE INC 4,400.000 354,514.10 440,000.00 GROUPON INC 18,786.000 85,050.85 44,898.54 GRUBHUB INC 3,665.000 210,857.21 178,265.60 GUARDANT HEALTH INC 1,490.000 105,403.78 116,428.60 GUIDEWIRE SOFTWARE INC 3,341.000 285,965.23 366,741.57 GULFPORT ENERGY CORP 29,100.000 337,028.48 88,464.00 H&E EQUIPMENT SERVICES INC 5,490.000 150,360.21 183,530.70 HCA HEALTHCARE INC 13,560.000 1,672,004.45 2,004,303.60 HF FOODS GROUP INC 348.000 12,108.23 6,786.00 HMS HOLDINGS CORP 15,771.000 459,256.73 466,821.60 HNI CORP 1,694.000 77,581.20 63,457.24 HABIT RESTAURANTS INC/THE 3,187.000 35,459.84 33,240.41 HACKETT GROUP INC/THE 940.000 13,499.35 15,171.60 HAEMONETICS CORP 2,149.000 143,891.43 246,920.10 HALLIBURTON CO 89,000.000 2,563,656.75 2,177,830.00 HALLMARK FINANCIAL SERVICES IN 2,100.000 26,253.57 36,897.00 HALOZYME THERAPEUTICS INC 5,797.000 81,723.33 102,780.81 HAMILTON BEACH BRANDS HOLDING 225.000 4,905.56 4,297.50 HAMILTON LANE INC 909.000 38,307.44 54,176.40 HANCOCK WHITNEY CORP 12,730.000 478,272.48 558,592.40 HANESBRANDS INC 11,206.000 241,819.55 166,409.10 HANGER INC 7,433.000 139,844.92 205,225.13 HANMI FINANCIAL CORP 14,290.000 309,445.09 285,728.55 HANNON ARMSTRONG SUSTAINABLE I 210.000 5,917.81 6,757.80 HANOVER INSURANCE GROUP INC/ TH 11,000.000 961,401.80 1,503,370.00 HARBORONE BANCORP INC 4,058.000 41,784.49 44,597.42 HARLEY-DAVIDSON INC 37,200.000 1,753,072.51 1,383,468.00 HARPOON THERAPEUTICS INC 67.000 1,172.67 990.93 HARSCO CORP 3,121.000 53,332.30 71,814.21 HARTFORD FINANCIAL SERVICES GR 10,300.000 637,010.30 625,931.00 HASBRO INC 65,884.000 6,319,696.94 6,958,009.24 HAWAIIAN ELECTRIC INDUSTRIES I 12,600.000 551,920.00 590,436.00 HAWAIIAN HOLDINGS INC 19,800.000 257,657.95 579,942.00 HEALTHCARE SERVICES GROUP INC 2,951.000 122,059.45 71,768.32 HEALTHSTREAM INC 1,500.000 39,546.94 40,800.00 HEALTH INSURANCE INNOVATIONS I 400.000 10,178.46 7,716.00 HEALTHCARE TRUST OF AMERICA IN 5,800.000 165,239.68 175,624.00 HEALTH CATALYST INC 266.000 10,095.10 9,230.20 HEALTHEQUITY INC 12,330.000 784,144.93 913,283.10 HEARTLAND EXPRESS INC 79.000 1,570.90 1,662.95 HEICO CORP 4,240.000 546,915.16 483,996.00 HEIDRICK & STRUGGLES INTERNATI 2,729.000 89,203.75 88,692.50 HELIOS TECHNOLOGIES INC 1,157.000 49,768.44 53,488.11 HEMISPHERE MEDIA GROUP INC 568.000 7,575.70 8,389.36 JACK HENRY & ASSOCIATES INC 2,733.000 279,733.08 398,116.11 HERITAGE COMMERCE CORP 152.000 2,634.35 1,950.16 HERC HOLDINGS INC 61.000 2,498.44 2,985.34 HERITAGE-CRYSTAL CLEAN INC 469.000 12,339.42 14,712.53 HERITAGE INSURANCE HOLDINGS IN 174.000 2,681.61 2,305.50 HERON THERAPEUTICS INC 3,370.000 87,217.88 79,161.30 HERSHA HOSPITALITY TRUST 16,600.000 424,532.20 241,530.00 HERSHEY CO/THE 8,400.000 777,996.18 1,234,632.00 HESKA CORP 274.000 21,700.03 26,287.56 HESS CORP 41,400.000 2,139,140.56 2,765,934.00 HEWLETT PACKARD ENTERPRISE CO 211,400.000 2,689,586.44 3,352,804.00 HEXCEL CORP 15,461.000 1,070,341.40 1,133,445.91 HIBBETT SPORTS INC 13,911.000 360,777.08 390,064.44 HIGHWOODS PROPERTIES INC 21,530.000 1,014,231.56 1,053,032.30 HILL-ROM HOLDINGS INC 12,210.000 715,350.73 1,386,201.30 HILLENBRAND INC 11,585.000 493,704.75 385,896.35 HILLTOP HOLDINGS INC 9,854.000 238,843.93 245,660.22 HILTON GRAND VACATIONS INC 461.000 17,016.15 15,853.79 HILTON WORLDWIDE HOLDINGS INC 2,730.000 245,449.64 302,784.30 HINGHAM INSTITUTION FOR SAVING 20.000 2,620.00 4,204.00 HOLLYFRONTIER CORP 13,500.000 730,102.74 684,585.00 HOLOGIC INC 2,700.000 133,588.50 140,967.00 HOME BANCSHARES INC/AR 21,860.000 407,511.13 429,767.60 HOME DEPOT INC/THE 17,545.000 3,062,226.55 3,831,477.10 HOMESTREET INC 3,090.000 95,658.29 105,060.00

95 2019 | Investment Portfolio AS OF DEC. 31, 2019

HOMETRUST BANCSHARES INC 160.000 4,094.80 4,292.80 HOMOLOGY MEDICINES INC 1,040.000 20,714.67 21,528.00 HONEYWELL INTERNATIONAL INC 19,550.000 2,549,332.20 3,460,350.00 HOOKIPA PHARMA INC 296.000 3,111.70 3,620.08 HOPE BANCORP INC 17,020.000 244,827.65 252,917.20 HORACE MANN EDUCATORS CORP 5,710.000 234,791.87 249,298.60 HORMEL FOODS CORP 8,400.000 356,987.24 378,924.00 HOSTESS BRANDS INC 3,570.000 48,191.79 51,907.80 HOULIHAN LOKEY INC 5,005.000 221,990.35 244,594.35 HOWARD HUGHES CORP/THE 498.000 66,255.29 63,146.40 HUBBELL INC 1,201.000 132,714.76 177,531.82 HUBSPOT INC 1,629.000 160,745.63 258,196.50 HUDSON PACIFIC PROPERTIES INC 11,900.000 410,269.76 448,035.00 HUMANA INC 800.000 295,566.64 293,216.00 HUNTINGTON INGALLS INDUSTRIES 8,280.000 1,235,043.33 2,077,286.40 HUNTSMAN CORP 34,300.000 509,307.64 828,688.00 HURON CONSULTING GROUP INC 129.000 6,499.58 8,864.88 IDT CORP 605.000 5,730.11 4,362.05 IAC/INTERACTIVECORP 400.000 82,491.88 99,644.00 ICF INTERNATIONAL INC 444.000 31,219.03 40,679.28 IAA INC 4,869.000 140,814.13 229,135.14 ICU MEDICAL INC 245.000 49,423.64 45,844.40 IES HOLDINGS INC 203.000 3,826.80 5,208.98 IGM BIOSCIENCES INC 133.000 5,611.60 5,075.28 IRHYTHM TECHNOLOGIES INC 1,026.000 61,531.12 69,860.34 ISTAR INC 1,651.000 20,507.49 23,956.01 ITT INC 2,770.000 163,102.72 204,730.70 IBERIABANK CORP 7,350.000 547,856.54 550,000.50 IDACORP INC 6,999.000 668,121.69 747,493.20 IDEANOMICS INC 2,421.000 5,958.69 2,071.65 IDEX CORP 2,991.000 389,506.65 514,452.00 ILLINOIS TOOL WORKS INC 3,440.000 489,902.27 617,927.20 ILLUMINA INC 15,871.000 4,171,656.26 5,265,045.54 IMMUNOGEN INC 3,049.000 18,722.28 15,565.15 IMMUNOMEDICS INC 6,425.000 112,539.72 135,953.00 IMPINJ INC 644.000 29,920.42 16,653.84 INCYTE CORP 7,050.000 604,921.55 615,606.00 INDEPENDENT BANK CORP 139.000 11,527.23 11,571.75 INDEPENDENT BANK CORP/MI 179.000 3,784.51 4,054.35 INDEPENDENT BANK GROUP INC 340.000 22,624.82 18,849.60 INDUSTRIAL LOGISTICS PROPERTIE 12,562.000 245,084.62 281,640.04 INGEVITY CORP 1,706.000 103,363.59 149,070.28 INGLES MARKETS INC 11,660.000 437,959.53 553,966.60 INGREDION INC 15,800.000 1,817,973.05 1,468,610.00 INSIGHT ENTERPRISES INC 5,517.000 282,730.70 387,789.93 INSMED INC 3,627.000 75,318.70 86,612.76 INNOSPEC INC 4,264.000 290,113.14 441,068.16 INPHI CORP 6,292.000 353,409.20 465,733.84 INOVIO PHARMACEUTICALS INC 3,500.000 28,759.00 11,550.00 INSPIRE MEDICAL SYSTEMS INC 561.000 24,896.22 41,631.81 INSPERITY INC 1,512.000 89,586.33 130,092.48 INOGEN INC 721.000 59,584.01 49,265.93 INSTALLED BUILDING PRODUCTS IN 4,112.000 219,350.13 283,193.44 INOVALON HOLDINGS INC 12,696.000 214,359.34 238,938.72 INNOVIVA INC 29,745.000 418,100.98 421,189.20 INSTRUCTURE INC 1,401.000 49,704.75 67,542.21 INNOVATIVE INDUSTRIAL PROPERTI 456.000 54,176.03 34,596.72 INSPIRED ENTERTAINMENT INC 418.000 3,527.48 2,821.50 INSULET CORP 2,392.000 147,046.00 409,510.40 INTEL CORP 43,120.000 2,403,413.61 2,580,732.00 INTELLIGENT SYSTEMS CORP 310.000 8,925.29 12,381.40 INTEGER HOLDINGS CORP 945.000 64,122.42 76,006.35 INTELLIA THERAPEUTICS INC 1,143.000 30,445.46 16,767.81 INTER PARFUMS INC 765.000 40,125.68 55,623.15 INTERCEPT PHARMACEUTICALS INC 1,017.000 117,311.24 126,026.64 INTERCONTINENTAL EXCHANGE INC 16,280.000 1,422,735.09 1,506,714.00 INTERFACE INC 2,075.000 37,389.23 34,424.25 INTERDIGITAL INC 1,258.000 81,042.26 68,548.42 INTERNATIONAL BANCSHARES CORP 7,840.000 304,215.39 337,668.80 INTERNATIONAL BUSINESS MACHINE 11,400.000 1,696,323.05 1,528,056.00 INTERNATIONAL MONEY EXPRESS IN 587.000 8,277.72 7,067.48 INTERNATIONAL PAPER CO 63,200.000 3,075,462.64 2,910,360.00 INTERPUBLIC GROUP OF COS INC/T 34,933.000 754,153.40 806,952.30 INTERSECT ENT INC 1,213.000 24,978.96 30,203.70 INTRA-CELLULAR THERAPIES INC 751.000 14,008.29 25,766.81 INTUITIVE SURGICAL INC 1,350.000 607,261.24 798,052.50 INTUIT INC 8,027.000 895,903.72 2,102,512.11 INTRICON CORP 320.000 13,340.78 5,760.00 INTREXON CORP 632.000 12,905.15 3,463.36 INVESTAR HOLDING CORP 151.000 3,601.54 3,624.00 INVESTORS BANCORP INC 31,890.000 378,052.61 379,969.35

96 2019 | Investment Portfolio AS OF DEC. 31, 2019

INVESTORS TITLE CO 1.000 173.83 158.35 INVITAE CORP 3,428.000 49,253.25 55,293.64 IONIS PHARMACEUTICALS INC 5,155.000 223,480.53 311,413.55 IOVANCE BIOTHERAPEUTICS INC 4,640.000 72,673.14 128,435.20 IRADIMED CORP 132.000 3,708.21 3,086.16 IQVIA HOLDINGS INC 56,930.000 4,875,824.17 8,796,254.30 IROBOT CORP 1,085.000 70,734.63 54,933.55 IRON MOUNTAIN INC 1,262.000 39,502.18 40,219.94 IRONWOOD PHARMACEUTICALS INC 6,232.000 82,709.80 82,947.92 ITERIS INC 1,809.000 10,724.13 9,026.91 I3 VERTICALS INC 639.000 13,552.21 18,051.75 ITRON INC 1,389.000 76,355.88 116,606.55 J&J SNACK FOODS CORP 2,742.000 470,634.04 505,268.34 JPMORGAN CHASE & CO 14,371.000 1,103,973.97 2,003,317.40 JABIL INC 45,012.000 1,261,509.54 1,860,345.96 JACK IN THE BOX INC 3,817.000 336,198.93 297,840.51 JAGGED PEAK ENERGY INC 1,839.000 21,205.66 15,613.11 JELD-WEN HOLDING INC 2,380.000 80,527.62 55,715.80 JETBLUE AIRWAYS CORP 40,866.000 832,276.33 765,011.52 JOHN BEAN TECHNOLOGIES CORP 2,415.000 209,757.28 272,073.90 JOHNSON & JOHNSON 41,728.000 4,665,756.73 6,086,863.36 JOHNSON OUTDOORS INC 99.000 8,402.51 7,593.30 JOINT CORP/THE 584.000 10,630.11 9,425.76 JONES LANG LASALLE INC 239.000 33,682.27 41,607.51 J2 GLOBAL INC 8,304.000 681,624.34 778,167.84 JUNIPER NETWORKS INC 20,200.000 569,314.70 497,526.00 KAR AUCTION SERVICES INC 4,723.000 81,154.00 102,914.17 KBR INC 19,990.000 529,017.52 609,695.00 KKR & CO INC 218,772.000 5,660,537.74 6,381,579.24 K12 INC 153.000 4,652.83 3,113.55 KADANT INC 433.000 34,299.32 45,612.22 KADMON HOLDINGS INC 6,146.000 20,963.73 27,841.38 KAISER ALUMINUM CORP 2,399.000 215,787.87 266,025.11 KALA PHARMACEUTICALS INC 300.000 7,035.75 1,107.00 KALEIDO BIOSCIENCES INC 271.000 3,142.37 1,360.42 KALVISTA PHARMACEUTICALS INC 518.000 11,474.09 9,225.58 KAMAN CORP 1,404.000 89,922.31 92,551.68 KARUNA THERAPEUTICS INC 137.000 2,433.46 10,321.58 KARYOPHARM THERAPEUTICS INC 2,345.000 37,735.76 44,953.65 KB HOME 12,777.000 422,645.67 437,867.79 KEARNY FINANCIAL CORP/MD 946.000 13,339.79 13,083.18 KELLOGG CO 9,500.000 727,317.21 657,020.00 KEMPER CORP 5,970.000 514,284.84 462,675.00 KENNEDY-WILSON HOLDINGS INC 2,564.000 50,653.06 57,177.20 KEYCORP 44,600.000 368,092.02 902,704.00 KEZAR LIFE SCIENCES INC 349.000 6,349.18 1,399.49 KFORCE INC 791.000 16,252.86 31,402.70 KIMBALL INTERNATIONAL INC 6,076.000 119,591.74 125,590.92 KIMBERLY-CLARK CORP 3,040.000 422,594.61 418,152.00 KINDRED BIOSCIENCES INC 1,398.000 13,377.36 11,855.04 KINSALE CAPITAL GROUP INC 825.000 44,141.10 83,869.50 KNOLL INC 8,577.000 226,747.71 216,655.02 KODIAK SCIENCES INC 929.000 10,868.79 66,841.55 KOHL’S CORP 12,900.000 637,065.32 657,255.00 KONTOOR BRANDS INC 462.000 12,946.24 19,399.38 KOPPERS HOLDINGS INC 510.000 17,496.75 19,492.20 KORN FERRY 5,234.000 278,756.61 221,921.60 KOSMOS ENERGY LTD 64,600.000 535,093.95 368,220.00 KRATOS DEFENSE & SECURITY SOLU 3,571.000 67,046.08 64,313.71 KRATON CORP 305.000 13,466.06 7,722.60 KROGER CO/THE 200.000 5,817.66 5,798.00 KRYSTAL BIOTECH INC 413.000 16,731.15 22,871.94 KURA ONCOLOGY INC 1,489.000 20,013.00 20,473.75 KURA SUSHI USA INC 41.000 1,110.38 1,043.45 L BRANDS INC 1,511.000 39,438.99 27,379.32 LHC GROUP INC 1,202.000 99,377.90 165,587.52 LGI HOMES INC 792.000 41,469.83 55,954.80 LCI INDUSTRIES 988.000 95,407.50 105,844.44 LPL FINANCIAL HOLDINGS INC 3,861.000 209,771.83 356,177.25 LTC PROPERTIES INC 813.000 37,119.75 36,398.01 L3HARRIS TECHNOLOGIES INC 3,460.000 657,135.45 684,630.20 LA JOLLA PHARMACEUTICAL CO 760.000 18,346.48 2,986.80 LA-Z-BOY INC 747.000 22,936.85 23,515.56 LADENBURG THALMANN FINANCIAL S 4,467.000 16,002.46 15,545.16 LAKELAND FINANCIAL CORP 760.000 36,865.69 37,186.80 LAMAR ADVERTISING CO 3,425.000 244,123.51 305,715.50 LAMB WESTON HOLDINGS INC 2,044.000 137,159.04 175,845.32 LANCASTER COLONY CORP 895.000 117,996.80 143,289.50 LANDSTAR SYSTEM INC 6,602.000 688,447.94 751,769.74 LANNETT CO INC 16,600.000 498,023.32 146,412.00 LANTHEUS HOLDINGS INC 1,596.000 30,659.08 32,733.96

97 2019 | Investment Portfolio AS OF DEC. 31, 2019

LAREDO PETROLEUM INC 84,700.000 664,850.98 243,089.00 LATTICE SEMICONDUCTOR CORP 22,653.000 357,823.57 433,578.42 ESTEE LAUDER COS INC/THE 3,440.000 580,842.23 710,497.60 LAUREATE EDUCATION INC 7,820.000 127,679.26 137,710.20 LAWSON PRODUCTS INC/DE 140.000 2,296.00 7,294.00 LEAF GROUP LTD 462.000 3,706.40 1,848.00 LEAR CORP 5,700.000 419,588.83 782,040.00 LEGG MASON INC 21,360.000 763,557.58 767,037.60 LEIDOS HOLDINGS INC 1,600.000 129,848.00 156,624.00 LEMAITRE VASCULAR INC 590.000 12,488.50 21,210.50 LENDINGTREE INC 308.000 60,440.85 93,459.52 LENNOX INTERNATIONAL INC 1,289.000 232,429.52 314,477.33 LEXICON PHARMACEUTICALS INC 1,610.000 26,496.20 6,681.50 LEXINGTON REALTY TRUST 65,140.000 618,765.02 691,786.80 LIBERTY OILFIELD SERVICES INC 747.000 11,797.14 8,306.64 LIBERTY MEDIA CORP-LIBERTY BRA 412.000 9,980.75 12,215.80 LIBERTY MEDIA CORP-LIBERTY BRA 1,418.000 34,191.48 41,887.72 LIBERTY TRIPADVISOR HOLDINGS I 3,047.000 48,362.46 22,395.45 LIGAND PHARMACEUTICALS INC 113.000 14,889.64 11,784.77 LIFEVANTAGE CORP 2,606.000 32,385.88 40,679.66 LIFE STORAGE INC 3,800.000 384,752.65 411,464.00 ELI LILLY & CO 25,880.000 1,846,283.25 3,401,408.40 LIMELIGHT NETWORKS INC 1,544.000 7,048.87 6,299.52 LIMONEIRA CO 219.000 5,102.03 4,211.37 LINCOLN ELECTRIC HOLDINGS INC 2,244.000 180,206.16 217,062.12 LINCOLN NATIONAL CORP 15,800.000 525,092.33 932,358.00 LINDBLAD EXPEDITIONS HOLDINGS 920.000 9,588.10 15,042.00 LINDSAY CORP 156.000 12,674.32 14,974.44 LIQUIDIA TECHNOLOGIES INC 648.000 5,184.81 2,770.20 LITHIA MOTORS INC 3,609.000 536,803.12 530,523.00 LIVEPERSON INC 2,527.000 35,996.47 93,499.00 LIVEXLIVE MEDIA INC 940.000 3,903.35 1,452.30 LIVONGO HEALTH INC 477.000 11,377.54 11,953.62 LOCKHEED MARTIN CORP 5,250.000 1,495,014.60 2,044,245.00 LOGICBIO THERAPEUTICS INC 300.000 3,706.11 2,160.00 LOGMEIN INC 3,390.000 262,559.10 290,658.60 LORAL SPACE & COMMUNICATIONS I 566.000 22,111.61 18,293.12 LOUISIANA-PACIFIC CORP 676.000 15,074.42 20,056.92 LOVESAC CO/THE 284.000 7,204.53 4,558.20 LOWE’S COS INC 6,010.000 509,353.76 719,757.60 LUMBER LIQUIDATORS HOLDINGS IN 185.000 5,172.83 1,807.45 MBIA INC 325.000 3,094.81 3,022.50 MDC HOLDINGS INC 22,395.000 649,766.91 854,593.20 MDU RESOURCES GROUP INC 32,750.000 915,106.21 973,002.50 MFA FINANCIAL INC 89,580.000 669,212.34 685,287.00 MGE ENERGY INC 519.000 37,929.17 40,907.58 MEI PHARMA INC 3,133.000 7,836.42 7,769.84 MGIC INVESTMENT CORP 63,530.000 679,745.88 900,220.10 MGP INGREDIENTS INC 533.000 26,086.97 25,823.85 M/I HOMES INC 3,750.000 141,369.43 147,562.50 MRC GLOBAL INC 11,204.000 169,937.43 152,822.56 MSA SAFETY INC 1,411.000 112,993.18 178,293.96 MSC INDUSTRIAL DIRECT CO INC 6,060.000 492,540.42 475,528.20 MSCI INC 2,476.000 516,223.61 639,253.68 MTS SYSTEMS CORP 262.000 15,335.19 12,583.86 MYR GROUP INC 632.000 21,943.32 20,596.88 MACQUARIE INFRASTRUCTURE CORP 13,800.000 557,544.20 591,192.00 MACROGENICS INC 987.000 21,707.99 10,738.56 STEVEN MADDEN LTD 7,038.000 241,154.32 302,704.38 MADISON SQUARE GARDEN CO/THE 66.000 13,498.51 19,416.54 MADRIGAL PHARMACEUTICALS INC 329.000 39,111.60 29,975.19 MAGELLAN HEALTH INC 506.000 37,561.01 39,594.50 MAGENTA THERAPEUTICS INC 851.000 13,563.43 12,901.16 MAJESCO 198.000 1,166.10 1,633.50 MALIBU BOATS INC 4,214.000 111,380.45 172,563.30 MANHATTAN ASSOCIATES INC 8,342.000 373,738.51 665,274.50 MANNKIND CORP 7,420.000 14,920.51 9,571.80 MANPOWERGROUP INC 5,700.000 596,117.34 553,470.00 MARATHON OIL CORP 226,000.000 3,630,843.70 3,069,080.00 MARATHON PETROLEUM CORP 21,740.000 1,163,763.38 1,309,835.00 MARCUS & MILLICHAP INC 797.000 23,458.10 29,688.25 MARINEMAX INC 41.000 778.30 684.29 MARINE PRODUCTS CORP 273.000 2,862.64 3,931.20 MARINUS PHARMACEUTICALS INC 1,500.000 11,631.30 3,240.00 MARKER THERAPEUTICS INC 1,218.000 9,641.75 3,507.84 MARKETAXESS HOLDINGS INC 1,485.000 294,296.77 562,978.35 MARLIN BUSINESS SERVICES CORP 70.000 2,084.77 1,538.60 MARRIOTT VACATIONS WORLDWIDE C 308.000 36,524.51 39,658.08 MARRONE BIO INNOVATIONS INC 1,897.000 2,907.15 1,915.97 MARSH & MCLENNAN COS INC 13,600.000 824,284.83 1,515,176.00 MASIMO CORP 1,897.000 162,565.13 299,839.82

98 2019 | Investment Portfolio AS OF DEC. 31, 2019

MASTEC INC 10,906.000 557,258.50 699,728.96 MASTERCARD INC 31,719.000 2,018,826.77 9,470,976.21 MASTERCRAFT BOAT HOLDINGS INC 720.000 12,011.85 11,340.00 MATADOR RESOURCES CO 382.000 8,656.71 6,864.54 MATERION CORP 3,222.000 217,321.27 191,547.90 MATSON INC 3,912.000 143,397.45 159,609.60 MATTEL INC 9,633.000 124,497.43 130,527.15 MAUI LAND & PINEAPPLE CO INC 79.000 1,651.30 888.75 MAXLINEAR INC 2,712.000 62,263.38 57,548.64 MAXIMUS INC 11,303.000 793,266.22 840,830.17 MAYVILLE ENGINEERING CO INC 317.000 4,378.93 2,973.46 MCCORMICK & CO INC/MD 1,200.000 176,579.00 203,676.00 MCDONALD’S CORP 9,600.000 1,194,298.06 1,897,056.00 MCGRATH RENTCORP 4,071.000 261,115.99 311,594.34 MCKESSON CORP 3,200.000 410,153.26 442,624.00 MEDALLIA INC 499.000 15,030.83 15,523.89 MEDICAL PROPERTIES TRUST INC 15,300.000 220,614.33 322,983.00 MEDICINOVA INC 1,630.000 15,412.81 10,986.20 MEDICINES CO/THE 1,008.000 39,680.88 85,619.52 MEDIFAST INC 440.000 26,175.81 48,215.20 MEDNAX INC 11,600.000 252,825.20 322,364.00 MEDPACE HOLDINGS INC 5,015.000 274,031.16 421,560.90 MEET GROUP INC/THE 1,543.000 5,371.57 7,730.43 MERCK & CO INC 41,727.000 2,330,892.68 3,795,070.65 MERCURY SYSTEMS INC 9,692.000 666,712.31 669,814.12 MERCURY GENERAL CORP 4,800.000 296,184.32 233,904.00 MEREDITH CORP 1,636.000 90,078.41 53,120.92 MERIDIAN BANCORP INC 220.000 3,234.00 4,419.80 MERIDIAN BIOSCIENCE INC 122.000 2,143.21 1,191.94 MERIT MEDICAL SYSTEMS INC 2,124.000 91,923.25 66,311.28 MERITAGE HOMES CORP 5,120.000 326,886.33 312,883.20 MERITOR INC 21,897.000 258,264.09 573,482.43 MESA AIR GROUP INC 455.000 4,159.09 4,067.70 MESA LABORATORIES INC 162.000 23,916.10 40,402.80 META FINANCIAL GROUP INC 1,530.000 52,212.22 55,860.30 MICHAELS COS INC/THE 7,310.000 70,669.83 59,137.90 MICROSOFT CORP 224,053.000 12,224,279.68 35,333,158.10 MICROSTRATEGY INC 340.000 48,725.83 48,494.20 MID-AMERICA APARTMENT 8,090.000 714,240.60 1,066,747.40 COMMUNIT MIDDLEBY CORP/THE 2,229.000 286,476.09 244,120.08 MIDDLESEX WATER CO 566.000 24,921.39 35,980.62 MIDLAND STATES BANCORP INC 68.000 2,410.54 1,969.28 MILLENDO THERAPEUTICS INC 453.000 5,238.16 3,053.22 HERMAN MILLER INC 17,857.000 680,911.08 743,744.05 MILLER INDUSTRIES INC/TN 20.000 429.20 742.60 MINERVA NEUROSCIENCES INC 1,150.000 10,553.64 8,176.50 MIRATI THERAPEUTICS INC 1,102.000 86,287.16 142,003.72 MIRUM PHARMACEUTICALS INC 49.000 1,155.05 1,201.48 MISONIX INC 335.000 8,515.82 6,234.35 MISTRAS GROUP INC 88.000 1,913.24 1,255.76 MITEK SYSTEMS INC 1,627.000 14,006.57 12,446.55 MOBILEIRON INC 4,068.000 20,294.48 19,770.48 MOBILE MINI INC 580.000 25,785.10 21,987.80 MODEL N INC 1,296.000 19,433.97 45,450.72 MODERNA INC 7,515.000 138,701.88 146,993.40 MODINE MANUFACTURING CO 20,200.000 173,740.35 155,540.00 MOELIS & CO 1,528.000 65,617.60 48,773.76 MOLINA HEALTHCARE INC 1,952.000 152,580.33 264,866.88 MOLECULAR TEMPLATES INC 545.000 4,553.12 7,621.83 MOMENTA PHARMACEUTICALS INC 3,944.000 71,182.39 77,815.12 MONARCH CASINO & RESORT INC 394.000 18,096.66 19,128.70 MONDELEZ INTERNATIONAL INC 46,400.000 2,025,823.66 2,555,712.00 MONGODB INC 1,682.000 241,345.47 221,368.02 MONMOUTH REAL ESTATE INVESTMEN 3,572.000 50,673.02 51,722.56 MONOLITHIC POWER SYSTEMS INC 1,783.000 182,571.68 317,409.66 MONRO INC 1,312.000 82,380.00 102,598.40 MONSTER BEVERAGE CORP 24,170.000 1,420,219.34 1,536,003.50 MOODY’S CORP 4,260.000 787,430.07 1,011,366.60 MOOG INC 1,118.000 101,292.26 95,398.94 MORGAN STANLEY 33,800.000 1,192,951.51 1,727,856.00 MORNINGSTAR INC 3,400.000 309,000.53 514,454.00 MORPHIC HOLDING INC 115.000 2,049.59 1,973.40 MOTOROLA SOLUTIONS INC 6,700.000 498,854.83 1,079,638.00 MUELLER INDUSTRIES INC 9,026.000 280,302.22 286,575.50 MUELLER WATER PRODUCTS INC 3,740.000 43,837.23 44,805.20 MR COOPER GROUP INC 1,429.000 11,447.79 17,876.79 MURPHY OIL CORP 134,300.000 5,235,880.12 3,599,240.00 MURPHY USA INC 4,410.000 506,081.30 515,970.00 MUSTANG BIO INC 1,349.000 4,966.01 5,503.92

99 2019 | Investment Portfolio AS OF DEC. 31, 2019

MYERS INDUSTRIES INC 1,395.000 22,474.85 23,268.60 MYRIAD GENETICS INC 364.000 14,772.97 9,911.72 MYOKARDIA INC 1,799.000 69,632.49 131,120.12 NCR CORP 13,963.000 443,678.62 490,939.08 NIC INC 11,882.000 248,792.60 265,562.70 NMI HOLDINGS INC 11,832.000 298,582.20 392,585.76 NGM BIOPHARMACEUTICALS INC 894.000 15,675.24 16,530.06 NRG ENERGY INC 37,760.000 1,496,788.81 1,500,960.00 NVR INC 132.000 343,847.88 502,710.12 NVE CORP 513.000 33,254.81 36,628.20 NV5 GLOBAL INC 429.000 25,470.96 21,643.05 NANOSTRING TECHNOLOGIES INC 1,258.000 25,216.74 34,997.56 NAPCO SECURITY TECHNOLOGIES IN 500.000 4,626.25 14,695.00 NASDAQ INC 1,300.000 128,355.50 139,230.00 NATERA INC 2,499.000 51,786.13 84,191.31 NATHAN’S FAMOUS INC 36.000 1,748.52 2,551.68 NATIONAL BANK HOLDINGS CORP 382.000 9,879.95 13,454.04 NATIONAL BEVERAGE CORP 486.000 33,789.51 24,795.72 NATIONAL CINEMEDIA INC 11,153.000 87,959.62 81,305.37 NATIONAL FUEL GAS CO 16,100.000 954,454.44 749,294.00 NATIONAL GENERAL HOLDINGS CORP 11,175.000 247,430.57 246,967.50 NATIONAL HEALTH INVESTORS INC 3,966.000 330,872.43 323,149.68 NATIONAL INSTRUMENTS CORP 320.000 11,753.86 13,548.80 NATIONAL OILWELL VARCO INC 119,500.000 3,112,846.51 2,993,475.00 NATIONAL PRESTO INDUSTRIES INC 10.000 895.40 883.90 NATIONAL RESEARCH CORP 508.000 16,028.48 33,497.52 NATIONAL STORAGE AFFILIATES TR 2,396.000 68,317.96 80,553.52 NATIONAL VISION HOLDINGS INC 4,598.000 153,511.77 149,113.14 NATIONAL WESTERN LIFE GROUP IN 150.000 30,957.31 43,632.00 NATURAL GROCERS BY VITAMIN COT 1,280.000 11,970.56 12,633.60 NATUS MEDICAL INC 1,329.000 48,351.35 43,843.71 NAVISTAR INTERNATIONAL CORP 6,830.000 220,316.79 197,660.20 NAVIENT CORP 30,300.000 293,616.22 414,504.00 NEENAH INC 2,853.000 208,288.89 200,936.79 NEKTAR THERAPEUTICS 1,084.000 38,570.08 23,398.14 NEOGENOMICS INC 3,856.000 54,984.68 112,672.32 NEOGEN CORP 2,079.000 107,343.31 135,675.54 NEOPHOTONICS CORP 5,455.000 33,632.80 48,113.10 NETFLIX INC 14,321.000 4,721,713.66 4,633,845.97 NEUROCRINE BIOSCIENCES INC 3,642.000 228,001.51 391,478.58 NEURONETICS INC 383.000 6,163.43 1,719.67 NEVRO CORP 1,213.000 98,538.91 142,576.02 NEW AGE BEVERAGES CORP 3,150.000 14,682.94 5,733.00 NEW JERSEY RESOURCES CORP 265.000 11,070.78 11,811.05 NEW RESIDENTIAL INVESTMENT COR 29,200.000 474,903.00 470,412.00 NEW RELIC INC 2,023.000 143,079.31 132,931.33 NEW SENIOR INVESTMENT GROUP IN 1,619.000 10,883.16 12,385.35 NEW YORK TIMES CO/THE 1,281.000 25,742.11 41,209.77 NEWMARK GROUP INC 5,837.000 57,758.16 78,536.84 NEWMARKET CORP 1,057.000 442,183.75 514,251.64 NEWMONT GOLDCORP CORP 26,700.000 1,031,947.87 1,160,115.00 NEWS CORP 149,800.000 1,916,169.51 2,118,172.00 NEXTIER OILFIELD SOLUTIONS INC 1,100.000 6,047.91 7,370.00 NEXSTAR MEDIA GROUP INC 1,391.000 85,126.32 163,094.75 NEXTERA ENERGY INC 5,100.000 606,318.33 1,235,016.00 NEXPOINT RESIDENTIAL TRUST INC 789.000 32,665.59 35,505.00 NEXTDECADE CORP 607.000 3,834.75 3,726.98 NEXTGEN HEALTHCARE INC 2,264.000 36,973.24 36,382.48 NEXTCURE INC 524.000 26,637.66 29,516.92 NIKE INC 14,140.000 1,111,330.59 1,432,523.40 NLIGHT INC 1,375.000 32,029.67 27,885.00 NOODLES & CO 1,290.000 10,055.95 7,146.60 NORDSON CORP 2,099.000 221,763.63 341,801.16 NORDSTROM INC 4,345.000 204,675.46 177,840.85 NORTHROP GRUMMAN CORP 3,200.000 990,814.00 1,100,704.00 NORTHWEST NATURAL HOLDING CO 186.000 12,927.40 13,713.78 NORTHWESTERN CORP 4,780.000 351,676.47 342,582.60 NOVAVAX INC 299.000 17,018.76 1,190.02 NOW INC 14,920.000 186,210.55 167,700.80 NUTANIX INC 6,858.000 219,359.93 214,381.08 NVIDIA CORP 3,748.000 707,840.53 881,904.40 NUVASIVE INC 2,107.000 130,167.49 162,955.38 O-I GLASS INC 27,600.000 585,917.16 329,268.00 O’REILLY AUTOMOTIVE INC 200.000 87,571.66 87,652.00 OSI SYSTEMS INC 3,041.000 332,443.83 306,350.34 OCULAR THERAPEUTIX INC 1,825.000 9,802.44 7,208.75 ODONATE THERAPEUTICS INC 518.000 12,175.70 16,809.10 OFFICE DEPOT INC 94,100.000 464,312.50 257,834.00 OFFICE PROPERTIES INCOME TRUST 13,010.000 798,495.30 418,141.40 OKTA INC 4,225.000 290,085.78 487,438.25 OLLIE’S BARGAIN OUTLET HOLDING 2,146.000 114,063.16 140,155.26

100 2019 | Investment Portfolio AS OF DEC. 31, 2019

OMNICOM GROUP INC 21,800.000 1,705,650.03 1,766,236.00 OMEGA HEALTHCARE INVESTORS INC 2,900.000 120,624.05 122,815.00 OMEGA FLEX INC 109.000 5,754.11 11,694.61 OMNOVA SOLUTIONS INC 1,770.000 16,479.85 17,894.70 OMNICELL INC 7,400.000 559,748.23 604,728.00 OMEROS CORP 1,995.000 34,508.93 28,109.55 ON DECK CAPITAL INC 9,180.000 42,470.14 38,005.20 ON SEMICONDUCTOR CORP 52,600.000 840,050.90 1,282,388.00 ONCOCYTE CORP 1,075.000 2,678.09 2,418.75 ONE GAS INC 1,570.000 137,973.03 146,904.90 1-800-FLOWERS.COM INC 1,061.000 17,887.73 15,384.50 ONEMAIN HOLDINGS INC 4,390.000 149,001.05 185,038.50 ONEOK INC 3,830.000 232,889.00 289,816.10 ONESPAN INC 1,034.000 19,297.70 17,702.08 ONTO INNOVATION INC 494.000 13,749.64 18,050.76 OOMA INC 800.000 6,642.00 10,584.00 OPORTUN FINANCIAL CORP 91.000 1,913.07 2,165.80 ORACLE CORP 181,660.000 7,560,224.67 9,624,346.80 OPTIMIZERX CORP 547.000 8,861.92 5,617.69 OPTION CARE HEALTH INC 250.000 640.00 932.50 OPTINOSE INC 1,130.000 24,679.77 10,418.60 ORBCOMM INC 2,648.000 26,523.06 11,148.08 ORGANOGENESIS HOLDINGS INC 549.000 4,171.88 2,640.69 ORMAT TECHNOLOGIES INC 556.000 35,244.36 41,433.12 ORTHOPEDIATRICS CORP 381.000 12,047.03 17,903.19 ORTHOFIX MEDICAL INC 577.000 32,847.50 26,645.86 OSHKOSH CORP 9,370.000 335,171.64 886,870.50 OTTER TAIL CORP 730.000 38,549.44 37,441.70 OUTFRONT MEDIA INC 21,964.000 558,651.22 589,074.48 OWENS & MINOR INC 21,100.000 651,794.82 109,087.00 OWENS CORNING 11,700.000 738,333.06 761,904.00 OXFORD INDUSTRIES INC 250.000 18,722.31 18,855.00 OYSTER POINT PHARMA INC 130.000 2,501.53 3,177.20 PAM TRANSPORTATION SERVICES IN 50.000 2,436.37 2,885.50 PBF ENERGY INC 19,500.000 506,115.04 611,715.00 PC CONNECTION INC 1,590.000 56,266.60 78,959.40 PGT INNOVATIONS INC 1,226.000 17,344.49 18,279.66 PJT PARTNERS INC 527.000 27,973.07 23,783.51 PPL CORP 98,600.000 3,014,070.80 3,537,768.00 PRA HEALTH SCIENCES INC 2,541.000 206,538.83 282,432.15 PRGX GLOBAL INC 668.000 6,210.86 3,286.56 PS BUSINESS PARKS INC 3,642.000 454,922.94 600,456.54 PVH CORP 3,200.000 300,037.89 336,480.00 PTC THERAPEUTICS INC 2,428.000 74,421.96 116,616.84 PTC INC 4,187.000 257,640.11 313,564.43 PACCAR INC 10,500.000 467,584.56 830,550.00 PACIFIC BIOSCIENCES OF CALIFOR 5,450.000 41,143.90 28,013.00 PACIRA BIOSCIENCES INC 1,627.000 62,753.43 73,703.10 PACWEST BANCORP 7,200.000 287,875.44 275,544.00 PAGERDUTY INC 1,678.000 50,998.61 39,248.42 PALATIN TECHNOLOGIES INC 6,814.000 4,667.59 5,329.91 PALOMAR HOLDINGS INC 491.000 18,826.40 24,790.59 PAPA JOHN’S INTERNATIONAL INC 791.000 45,384.91 49,951.65 PAR TECHNOLOGY CORP 514.000 10,662.68 15,800.36 PARATEK PHARMACEUTICALS INC 1,160.000 20,039.63 4,674.80 PARETEUM CORP 2,293.000 5,987.60 1,002.73 PARK AEROSPACE CORP 2,680.000 62,845.41 43,603.60 PARSLEY ENERGY INC 6,217.000 170,726.79 117,563.47 PARSONS CORP 789.000 29,083.85 32,569.92 PATRICK INDUSTRIES INC 617.000 28,223.77 32,349.31 PAYCOM SOFTWARE INC 2,165.000 219,442.32 573,205.40 PAYLOCITY HOLDING CORP 1,397.000 87,037.66 168,785.54 PAYPAL HOLDINGS INC 61,101.000 2,860,069.19 6,609,295.17 PAYSIGN INC 1,288.000 17,219.98 13,073.20 PEGASYSTEMS INC 1,553.000 69,022.07 123,696.45 PENN NATIONAL GAMING INC 553.000 13,484.98 14,134.68 PENNANT GROUP INC/THE 1,046.000 8,552.04 34,591.22 PENNSYLVANIA REAL ESTATE INVES 1,206.000 14,039.35 6,427.98 PENNYMAC FINANCIAL SERVICES IN 210.000 4,659.30 7,148.40 PENUMBRA INC 1,264.000 130,012.06 207,637.28 PEOPLE’S UTAH BANCORP 1,538.000 45,241.03 46,324.56 PEPSICO INC 26,290.000 2,807,112.67 3,593,054.30 PERFICIENT INC 5,834.000 193,338.20 268,772.38 PERFORMANCE FOOD GROUP CO 4,217.000 132,613.93 217,091.16 PERKINELMER INC 971.000 93,547.35 94,284.10 PERSPECTA INC 20,417.000 484,868.81 539,825.48 PERSONALIS INC 238.000 3,906.18 2,594.20 PETMED EXPRESS INC 202.000 5,751.65 4,751.04 PETIQ INC 801.000 21,803.02 20,065.05 PFENEX INC 1,109.000 6,142.81 12,176.82 PFIZER INC 53,213.000 1,989,757.08 2,084,885.34

101 2019 | Investment Portfolio AS OF DEC. 31, 2019

PHATHOM PHARMACEUTICALS INC 297.000 6,953.51 9,248.58 PHASEBIO PHARMACEUTICALS INC 629.000 8,251.63 3,843.19 PHIBRO ANIMAL HEALTH CORP 840.000 22,379.35 20,857.20 PHILIP MORRIS INTERNATIONAL IN 10,500.000 920,604.40 893,445.00 PHILLIPS 66 7,800.000 887,173.53 868,998.00 PHREESIA INC 332.000 9,055.50 8,844.48 PHUNWARE INC 1,897.000 2,812.30 2,257.43 PIEDMONT OFFICE REALTY TRUST I 34,000.000 642,015.73 756,160.00 PIERIS PHARMACEUTICALS INC 2,085.000 10,377.84 7,547.70 PILGRIM’S PRIDE CORP 15,810.000 451,516.91 517,224.15 PING IDENTITY HOLDING CORP 426.000 10,586.87 10,351.80 PINNACLE FINANCIAL PARTNERS IN 2,300.000 43,165.77 147,200.00 PINNACLE WEST CAPITAL CORP 10,200.000 902,719.67 917,286.00 PIPER SANDLER COS 1,900.000 151,134.64 151,886.00 PITNEY BOWES INC 31,209.000 445,878.39 125,772.27 PLANET FITNESS INC 3,328.000 105,783.34 248,535.04 PLANTRONICS INC 1,394.000 71,280.41 38,111.96 PLAYAGS INC 1,135.000 26,361.24 13,767.55 PLEXUS CORP 147.000 8,580.57 11,310.18 PLUG POWER INC 9,387.000 21,326.26 29,662.92 PLURALSIGHT INC 2,596.000 80,057.30 44,677.16 POLARIS INC 2,072.000 209,501.63 210,722.40 POLYONE CORP 2,933.000 106,856.19 107,905.07 POOL CORP 6,741.000 808,860.76 1,431,653.58 PORTLAND GENERAL ELECTRIC CO 11,200.000 569,187.81 624,848.00 PORTOLA PHARMACEUTICALS INC 3,019.000 106,046.87 72,093.72 POST HOLDINGS INC 5,888.000 523,610.68 642,380.80 POWELL INDUSTRIES INC 970.000 47,792.29 47,520.30 POWER INTEGRATIONS INC 5,146.000 418,231.22 508,990.86 PRECISION BIOSCIENCES INC 1,384.000 19,358.19 19,223.76 PREFERRED BANK/LOS ANGELES CA 146.000 7,426.65 8,773.14 PREVAIL THERAPEUTICS INC 170.000 2,305.63 2,691.10 PRICESMART INC 65.000 5,297.33 4,616.30 PRIMEENERGY RESOURCES CORP 21.000 2,795.97 3,176.46 PRIMORIS SERVICES CORP 7,528.000 149,031.59 167,422.72 PRIMERICA INC 1,203.000 81,661.78 157,063.68 PRIMO WATER CORP 1,539.000 20,192.03 17,275.28 PRINCIPAL FINANCIAL GROUP INC 10,400.000 287,423.61 572,000.00 PRINCIPIA BIOPHARMA INC 682.000 25,980.12 37,359.96 PROCTER & GAMBLE CO/THE 41,740.000 3,850,398.71 5,213,326.00 PRIORITY TECHNOLOGY HOLDINGS I 386.000 3,032.20 945.70 PROGENICS PHARMACEUTICALS INC 3,490.000 21,041.29 17,764.10 PROGRESS SOFTWARE CORP 8,045.000 313,235.87 334,269.75 PROGRESSIVE CORP/THE 17,300.000 589,453.74 1,252,347.00 PROGYNY INC 175.000 4,121.06 4,803.75 PROLOGIS INC 12,726.000 818,237.83 1,134,395.64 PROOFPOINT INC 2,246.000 216,524.54 257,795.88 PROS HOLDINGS INC 1,307.000 37,757.87 78,315.44 PROPETRO HOLDING CORP 1,906.000 31,610.63 21,442.50 PROSPECT CAPITAL CORP 43,300.000 292,973.81 278,852.00 PROSIGHT GLOBAL INC 197.000 3,832.14 3,177.61 PROSPERITY BANCSHARES INC 4,686.000 324,880.37 336,876.54 PROTAGONIST THERAPEUTICS INC 458.000 5,545.94 3,228.90 PROTO LABS INC 1,084.000 89,857.44 110,080.20 PROVIDENCE SERVICE CORP/THE 492.000 26,037.29 29,116.56 PROVIDENT BANCORP INC 20.000 157.63 249.00 PROVIDENT FINANCIAL SERVICES I 3,520.000 96,701.44 86,768.00 PUBLIC SERVICE ENTERPRISE GROU 12,400.000 620,334.13 732,220.00 PUBLIC STORAGE 3,160.000 752,503.82 672,953.60 PULTEGROUP INC 20,000.000 466,110.80 776,000.00 PULSE BIOSCIENCES INC 535.000 12,933.15 7,174.35 PUMA BIOTECHNOLOGY INC 1,110.000 74,771.94 9,712.50 PURE CYCLE CORP 703.000 6,687.45 8,850.77 PURE STORAGE INC 9,329.000 162,418.42 159,619.19 QAD INC 255.000 9,768.37 12,987.15 PZENA INVESTMENT MANAGEMENT IN 3,869.000 39,869.74 33,350.78 QUAKER CHEMICAL CORP 522.000 71,586.59 85,879.44 QTS REALTY TRUST INC 2,314.000 114,419.59 125,580.78 Q2 HOLDINGS INC 1,752.000 87,573.18 142,052.16 QUALCOMM INC 6,860.000 392,522.97 605,257.80 QUALYS INC 6,142.000 457,816.90 512,058.54 QUANTA SERVICES INC 7,647.000 254,767.27 311,309.37 QUANTERIX CORP 587.000 13,849.99 13,870.81 QUIDEL CORP 1,432.000 55,727.52 107,442.96 QUINSTREET INC 1,911.000 27,813.15 29,257.41 QUOTIENT TECHNOLOGY INC 270.000 3,481.35 2,662.20 RA PHARMACEUTICALS INC 1,402.000 41,067.08 65,795.86 R1 RCM INC 4,270.000 27,433.42 55,424.60 REV GROUP INC 245.000 3,530.76 2,996.35 RLI CORP 6,071.000 506,385.05 546,511.42

102 2019 | Investment Portfolio AS OF DEC. 31, 2019

RLJ LODGING TRUST 21,200.000 394,509.12 375,664.00 RMR GROUP INC/THE 2,740.000 133,386.24 125,053.60 RH 1,999.000 351,171.27 426,786.50 RPM INTERNATIONAL INC 863.000 46,230.28 66,243.88 RADIAN GROUP INC 29,560.000 575,106.39 743,729.60 RADIANT LOGISTICS INC 1,750.000 10,746.49 9,712.50 RADIUS HEALTH INC 1,884.000 78,756.30 37,981.44 RADNET INC 1,669.000 14,752.13 33,880.70 RAPID7 INC 1,973.000 72,681.70 110,527.46 RAVEN INDUSTRIES INC 1,416.000 41,315.42 48,795.36 RAYTHEON CO 6,600.000 873,925.69 1,450,284.00 RBC BEARINGS INC 969.000 103,044.20 153,431.46 REALPAGE INC 3,189.000 136,913.76 171,408.75 REATA PHARMACEUTICALS INC 378.000 16,155.83 77,274.54 RECRO PHARMA INC 728.000 5,119.66 13,344.24 RED ROCK RESORTS INC 2,767.000 64,438.47 66,269.65 REDFIN CORP 3,669.000 77,357.97 77,562.66 REGAL BELOIT CORP 8,900.000 673,518.63 761,929.00 REGENXBIO INC 1,320.000 76,498.11 54,080.40 REGIONAL MANAGEMENT CORP 220.000 5,292.54 6,606.60 REGIONS FINANCIAL CORP 49,600.000 303,838.82 851,136.00 REINSURANCE GROUP OF AMERICA I 14,000.000 1,879,732.46 2,282,840.00 RELIANCE STEEL & ALUMINUM CO 2,600.000 314,142.40 311,376.00 REPLIGEN CORP 2,541.000 152,256.91 235,042.50 RENT-A-CENTER INC/TX 8,898.000 218,618.03 256,618.32 REPUBLIC BANCORP INC/KY 9,400.000 185,650.00 439,920.00 REPLIMUNE GROUP INC 534.000 7,030.44 7,662.90 REPUBLIC SERVICES INC 15,050.000 772,008.27 1,348,931.50 RESOURCES CONNECTION INC 343.000 4,792.57 5,601.19 RETROPHIN INC 1,740.000 44,880.22 24,708.00 RETAIL PROPERTIES OF AMERICA I 13,160.000 168,616.59 176,344.00 RETAIL VALUE INC 2,900.000 88,401.60 106,720.00 REVANCE THERAPEUTICS INC 1,489.000 31,722.91 24,166.47 REVLON INC 206.000 5,375.95 4,412.52 REXNORD CORP 9,011.000 253,194.04 293,938.82 RHYTHM PHARMACEUTICALS INC 1,150.000 29,079.39 26,404.00 RIGEL PHARMACEUTICALS INC 6,754.000 19,021.99 14,453.56 RIGNET INC 540.000 5,778.18 3,564.00 RIMINI STREET INC 3,218.000 14,204.10 12,485.84 RINGCENTRAL INC 3,001.000 168,690.50 506,178.67 RING ENERGY INC 594.000 7,291.72 1,568.16 ROBERT HALF INTERNATIONAL INC 4,607.000 208,684.48 290,932.05 ROCKET PHARMACEUTICALS INC 1,162.000 21,604.01 26,447.12 ROCKWELL AUTOMATION INC 3,910.000 777,174.60 792,439.70 ROCKWELL MEDICAL INC 1,950.000 15,342.25 4,758.00 ROGERS CORP 1,836.000 281,448.45 229,004.28 ROKU INC 3,441.000 245,765.01 460,749.90 ROLLINS INC 16,028.000 504,280.70 531,488.48 ROPER TECHNOLOGIES INC 1,360.000 426,039.08 481,752.80 ROSETTA STONE INC 89.000 685.30 1,614.46 ROYAL GOLD INC 8,342.000 729,233.42 1,019,809.50 RUBICON PROJECT INC/THE 1,455.000 9,255.62 11,872.80 RUBIUS THERAPEUTICS INC 1,495.000 25,272.92 14,202.50 RUSH ENTERPRISES INC 5,010.000 230,425.98 232,965.00 RUTH’S HOSPITALITY GROUP INC 1,180.000 19,943.23 25,682.70 RYDER SYSTEM INC 4,700.000 305,432.49 255,257.00 RYERSON HOLDING CORP 507.000 4,447.66 5,997.81 RYMAN HOSPITALITY PROPERTIES I 8,043.000 663,446.62 697,006.38 S&P GLOBAL INC 7,980.000 1,674,160.84 2,178,939.00 SEI INVESTMENTS CO 6,933.000 384,416.29 453,972.84 SJW GROUP 675.000 44,121.20 47,965.50 SPS COMMERCE INC 6,462.000 305,891.35 358,124.04 SPX CORP 1,435.000 38,396.36 73,012.80 SRC ENERGY INC 48,500.000 263,178.85 199,820.00 SVMK INC 3,495.000 55,205.74 62,455.65 SABRA HEALTH CARE REIT INC 29,500.000 664,302.54 629,530.00 SABRE CORP 22,804.000 561,096.51 511,721.76 SAFEGUARD SCIENTIFICS INC 882.000 10,704.14 9,684.36 SAGE THERAPEUTICS INC 2,064.000 217,717.74 149,000.16 SAIA INC 624.000 44,649.99 58,106.88 SAILPOINT TECHNOLOGIES HOLDING 3,465.000 80,328.90 81,774.00 SALESFORCE.COM INC 5,542.000 551,096.68 901,350.88 SALLY BEAUTY HOLDINGS INC 37,380.000 716,394.86 682,185.00 SANDERSON FARMS INC 666.000 90,949.79 117,362.52 SANDY SPRING BANCORP INC 4,950.000 168,753.83 187,506.00 JOHN B SANFILIPPO & SON INC 1,564.000 135,520.85 142,761.92 SANGAMO THERAPEUTICS INC 3,417.000 40,074.23 28,600.29 SANMINA CORP 10,221.000 297,732.79 349,967.04 SAREPTA THERAPEUTICS INC 2,844.000 243,538.51 366,989.76 SATSUMA PHARMACEUTICALS INC 93.000 1,702.68 1,830.24 SAUL CENTERS INC 440.000 28,230.30 23,223.20

103 2019 | Investment Portfolio AS OF DEC. 31, 2019

SAVARA INC 1,280.000 15,598.91 5,734.40 SCHOLAR ROCK HOLDING CORP 746.000 11,700.57 9,832.28 SCHULMAN A INC CVR 1,060.000 0.00 554.38 CHARLES SCHWAB CORP/THE 125,369.000 5,032,177.59 5,962,549.64 SCHWEITZER-MAUDUIT INTERNATION 3,600.000 117,136.44 151,164.00 SCIENCE APPLICATIONS INTERNATI 2,535.000 189,207.17 220,595.70 SCIENTIFIC GAMES CORP 2,246.000 55,333.49 60,147.88 SCOTTS MIRACLE-GRO CO/THE 7,077.000 701,328.01 751,435.86 SCULPTOR CAPITAL MANAGEMENT IN 399.000 9,159.58 8,817.90 SEABOARD CORP 30.000 129,676.77 127,516.50 SEACOAST BANKING CORP OF FLORI 385.000 11,857.58 11,769.45 SEALED AIR CORP 436.000 19,659.96 17,365.88 SEATTLE GENETICS INC 4,634.000 261,717.79 529,480.84 SEAWORLD ENTERTAINMENT INC 8,415.000 229,257.91 266,839.65 SELECT INTERIOR CONCEPTS INC 332.000 3,868.32 2,984.68 SELECT MEDICAL HOLDINGS CORP 47,700.000 775,023.51 1,113,318.00 SELECTIVE INSURANCE GROUP INC 9,350.000 737,733.64 609,526.50 SEMTECH CORP 11,552.000 488,861.22 611,100.80 SENIOR HOUSING PROPERTIES TRUS 79,654.000 1,180,361.34 672,279.76 SENSIENT TECHNOLOGIES CORP 885.000 66,171.17 58,489.65 SENSEONICS HOLDINGS INC 5,786.000 19,590.56 5,299.98 SERES THERAPEUTICS INC 1,715.000 13,617.82 5,916.75 SERITAGE GROWTH PROPERTIES 146.000 6,272.34 5,851.68 SERVICE CORP INTERNATIONAL/US 2,600.000 78,728.31 119,678.00 SERVICE PROPERTIES TRUST 58,600.000 1,446,133.91 1,425,738.00 SERVICEMASTER GLOBAL HOLDINGS 905.000 25,879.74 34,987.30 SERVICENOW INC 13,066.000 3,148,160.54 3,688,793.12 SERVISFIRST BANCSHARES INC 1,536.000 45,775.76 57,876.48 SHAKE SHACK INC 1,170.000 62,208.03 69,696.90 SHARPSPRING INC 416.000 5,404.86 4,771.52 SHENANDOAH TELECOMMUNICATIONS 1,904.000 72,105.78 79,225.44 SHERWIN-WILLIAMS CO/THE 340.000 145,250.25 198,403.60 SHOCKWAVE MEDICAL INC 1,013.000 49,028.59 44,490.96 SHOTSPOTTER INC 366.000 14,388.62 9,333.00 SHUTTERSTOCK INC 784.000 37,172.20 33,617.92 SI-BONE INC 630.000 12,351.08 13,545.00 SIEBERT FINANCIAL CORP 254.000 3,000.38 2,197.10 SIENTRA INC 1,130.000 21,807.70 10,102.20 SIGNATURE BANK/NEW YORK NY 1,057.000 133,009.61 144,396.77 SIGA TECHNOLOGIES INC 2,281.000 15,273.29 10,880.37 SILICON LABORATORIES INC 7,649.000 745,378.48 887,131.02 SILK ROAD MEDICAL INC 629.000 26,906.13 25,399.02 SILVERCREST ASSET MANAGEMENT G 779.000 11,090.37 9,799.82 SIMMONS FIRST NATIONAL CORP 12,360.000 309,384.47 331,124.40 SIMON PROPERTY GROUP INC 4,800.000 851,258.37 715,008.00 SIMPSON MANUFACTURING CO INC 7,987.000 626,037.76 640,797.01 SIMULATIONS PLUS INC 500.000 6,176.25 14,535.00 SINCLAIR BROADCAST GROUP INC 2,336.000 97,908.33 77,882.24 SITE CENTERS CORP 28,250.000 534,792.14 396,065.00 SITEONE LANDSCAPE SUPPLY INC 1,658.000 101,018.43 150,297.70 SIX FLAGS ENTERTAINMENT CORP 332.000 19,349.49 14,976.52 SKECHERS U.S.A. INC 5,261.000 136,162.48 227,222.59 SKYLINE CHAMPION CORP 1,994.000 56,129.52 63,209.80 SKYWEST INC 6,920.000 414,240.37 447,239.60 SLEEP NUMBER CORP 1,230.000 34,207.71 60,565.20 AO SMITH CORP 896.000 46,173.86 42,685.44 SMARTSHEET INC 3,563.000 171,851.40 160,049.96 JM SMUCKER CO/THE 11,200.000 1,257,868.31 1,166,256.00 SNAP-ON INC 2,400.000 357,779.06 406,560.00 SOLARWINDS CORP 585.000 8,563.11 10,851.75 SOLARIS OILFIELD INFRASTRUCTUR 1,261.000 18,142.35 17,654.00 SOLID BIOSCIENCES INC 50.000 1,877.16 222.50 SOLITON INC 157.000 2,093.20 1,723.86 SONIC AUTOMOTIVE INC 3,350.000 109,905.80 103,850.00 SONIM TECHNOLOGIES INC 205.000 2,610.71 744.15 SONOCO PRODUCTS CO 100.000 5,855.00 6,172.00 SONOS INC 2,936.000 33,347.33 45,860.32 SORRENTO THERAPEUTICS INC 4,110.000 26,907.14 13,891.80 SOUTH JERSEY INDUSTRIES INC 490.000 16,351.10 16,160.20 SOUTHERN CO/THE 24,300.000 1,065,865.21 1,547,910.00 SOUTHWEST GAS HOLDINGS INC 255.000 22,852.88 19,372.35 SOUTHWESTERN ENERGY CO 75,000.000 416,854.66 181,500.00 SPARK ENERGY INC 563.000 6,586.71 5,196.49 SPARTAN MOTORS INC 976.000 9,536.47 17,646.08 SPECTRUM PHARMACEUTICALS INC 4,307.000 74,713.05 15,677.48 SPIRIT AEROSYSTEMS HOLDINGS IN 22,329.000 1,420,318.07 1,627,337.52 SPIRIT AIRLINES INC 2,141.000 102,199.25 86,303.71 SPIRIT REALTY CAPITAL INC 5,500.000 277,706.99 270,490.00 SPRINGWORKS THERAPEUTICS INC 307.000 11,157.89 11,816.43 SPROUTS FARMERS MARKET INC 3,286.000 71,917.40 63,584.10

104 2019 | Investment Portfolio AS OF DEC. 31, 2019

STAAR SURGICAL CO 1,791.000 18,689.69 62,989.47 STANDARD MOTOR PRODUCTS INC 3,169.000 155,651.37 168,654.18 STARBUCKS CORP 31,080.000 2,001,856.09 2,732,553.60 STARTEK INC 2,267.000 17,940.86 18,090.66 STATE STREET CORP 19,600.000 1,422,206.99 1,550,360.00 STEEL DYNAMICS INC 9,100.000 315,834.61 309,764.00 STEELCASE INC 918.000 15,698.95 18,782.28 STEMLINE THERAPEUTICS INC 1,956.000 29,268.78 20,792.28 STEPAN CO 101.000 9,282.51 10,346.44 STERLING BANCORP/DE 30,070.000 652,971.27 633,875.60 STERLING CONSTRUCTION CO INC 173.000 2,526.23 2,435.84 STITCH FIX INC 1,441.000 46,095.78 36,976.06 STOCK YARDS BANCORP INC 2,945.000 116,079.32 120,921.70 STOKE THERAPEUTICS INC 263.000 6,079.04 7,448.16 STONERIDGE INC 103.000 3,826.58 3,019.96 STORE CAPITAL CORP 13,800.000 380,493.60 513,912.00 STRATEGIC EDUCATION INC 3,768.000 489,780.98 598,735.20 STRYKER CORP 13,560.000 1,828,352.92 2,846,786.40 STURM RUGER & CO INC 642.000 41,287.99 30,193.26 SUMMIT MATERIALS INC 805.000 18,538.64 19,239.50 SUN COMMUNITIES INC 8,267.000 791,729.63 1,240,876.70 SUNNOVA ENERGY INTERNATIONAL I 158.000 1,815.82 1,763.28 SUNRUN INC 4,548.000 84,887.34 62,807.88 SUNSTONE HOTEL INVESTORS INC 710.000 9,423.97 9,883.20 SUPERIOR GROUP OF COS INC 38.000 610.66 514.52 SUPERNUS PHARMACEUTICALS INC 2,051.000 70,981.93 48,649.72 SURMODICS INC 514.000 15,908.59 21,295.02 SWITCH INC 2,483.000 35,896.89 36,798.06 SYKES ENTERPRISES INC 8,700.000 121,365.00 321,813.00 SYNOPSYS INC 5,000.000 241,576.30 696,000.00 SYNOVUS FINANCIAL CORP 431.000 22,923.48 16,895.20 SYNNEX CORP 3,244.000 263,783.69 417,827.20 SYNDAX PHARMACEUTICALS INC 970.000 10,552.51 8,516.60 SYNCHRONY FINANCIAL 20,590.000 701,806.25 741,445.90 SYNEOS HEALTH INC 156.000 7,862.45 9,278.10 SYNTHORX INC 334.000 5,462.11 23,343.26 SYSCO CORP 17,100.000 794,432.43 1,462,734.00 SYROS PHARMACEUTICALS INC 1,430.000 16,023.92 9,881.30 SYSTEMAX INC 400.000 7,241.00 10,064.00 TCF FINANCIAL CORP 12,854.000 376,173.65 601,567.20 TFS FINANCIAL CORP 10,400.000 177,752.64 204,672.00 THL CREDIT INC 33,800.000 326,489.48 213,278.00 TJX COS INC/THE 5,560.000 229,851.16 339,493.60 TRI POINTE GROUP INC 19,950.000 288,851.10 310,821.00 TPI COMPOSITES INC 1,219.000 26,868.78 22,563.69 TTM TECHNOLOGIES INC 33,400.000 546,107.32 502,670.00 TABULA RASA HEALTHCARE INC 816.000 32,819.44 39,722.88 TACTILE SYSTEMS TECHNOLOGY INC 3,271.000 171,156.20 220,825.21 TAILORED BRANDS INC 1,737.000 40,545.73 7,191.18 TAKE-TWO INTERACTIVE SOFTWARE 39,480.000 3,609,723.29 4,833,536.40 TANDEM DIABETES CARE INC 2,275.000 76,629.38 135,612.75 TANGER FACTORY OUTLET CENTERS 3,596.000 85,254.39 52,969.08 TARGET CORP 10,720.000 1,081,061.42 1,374,411.20 TARGET HOSPITALITY CORP 1,443.000 13,134.54 7,215.00 TAUBMAN CENTERS INC 950.000 51,564.36 29,535.50 TAYLOR MORRISON HOME CORP 7,141.000 168,106.49 156,102.26 TECH DATA CORP 9,580.000 683,025.07 1,375,688.00 TECHTARGET INC 3,820.000 81,087.59 99,702.00 TEGNA INC 21,200.000 222,144.32 353,828.00 TELADOC HEALTH INC 2,904.000 124,934.97 243,122.88 TELARIA INC 1,884.000 13,534.52 16,598.04 TELEDYNE TECHNOLOGIES INC 500.000 164,222.50 173,270.00 TELENAV INC 800.000 6,562.00 3,888.00 TELLURIAN INC 3,982.000 34,931.03 28,988.96 TEMPUR SEALY INTERNATIONAL INC 1,837.000 113,022.82 159,929.22 TENABLE HOLDINGS INC 1,549.000 48,620.77 37,114.04 TENET HEALTHCARE CORP 3,898.000 104,719.49 148,240.94 TENNANT CO 3,183.000 242,197.35 248,019.36 TENNECO INC 9,400.000 539,669.04 123,140.00 TERADATA CORP 19,989.000 761,263.86 535,105.53 TERADYNE INC 10,973.000 483,421.94 748,248.87 TEREX CORP 1,966.000 61,740.17 58,547.48 TERRAFORM POWER INC 2,711.000 37,445.50 41,722.29 TERRENO REALTY CORP 272.000 13,338.84 14,726.08 TESLA INC 170.000 62,495.50 71,116.10 TETRA TECH INC 9,912.000 596,503.60 854,017.92 TEXAS INSTRUMENTS INC 15,100.000 1,260,918.54 1,937,179.00 TEXAS ROADHOUSE INC 11,510.000 649,921.12 648,243.20 TEXTRON INC 10,500.000 476,332.06 468,300.00 TG THERAPEUTICS INC 3,003.000 25,369.13 33,273.24 THERAPEUTICSMD INC 7,532.000 48,501.72 18,076.80

105 2019 | Investment Portfolio AS OF DEC. 31, 2019

TRADE DESK INC/THE 1,580.000 177,857.18 410,452.40 REALREAL INC/THE 140.000 2,369.96 2,639.00 THERMO FISHER SCIENTIFIC INC 5,172.000 985,514.20 1,680,227.64 THERMON GROUP HOLDINGS INC 319.000 8,254.22 8,549.20 THOR INDUSTRIES INC 2,000.000 149,578.52 148,580.00 3M CO 729.000 152,278.93 128,610.18 TILLY’S INC 2,960.000 35,240.31 36,260.00 TIMBERLAND BANCORP INC/WA 910.000 29,133.84 27,063.40 TIMKEN CO/THE 6,200.000 218,574.25 349,122.00 TOBIRA THERAPEUTICS IN 250.000 0.00 2,942.50 TIVITY HEALTH INC 6,480.000 137,417.91 131,835.60 TOCAGEN INC 1,047.000 8,711.13 558.26 TOOTSIE ROLL INDUSTRIES INC 619.000 22,889.39 21,132.66 TOPBUILD CORP 6,037.000 578,783.92 622,293.96 TORO CO/THE 4,259.000 236,871.31 339,314.53 TRANSCAT INC 312.000 7,989.15 9,940.32 TRANSENTERIX INC 445.308 27,238.98 654.60 TRANSLATE BIO INC 1,206.000 11,686.88 9,816.84 TRANSMEDICS GROUP INC 495.000 11,947.32 9,409.95 TRAVELERS COS INC/THE 23,400.000 2,791,014.22 3,204,630.00 TRAVELZOO 220.000 3,929.53 2,354.00 TREEHOUSE FOODS INC 402.000 21,748.70 19,497.00 TREX CO INC 2,350.000 93,374.05 211,218.00 TRICIDA INC 920.000 34,997.99 34,720.80 TRIMBLE INC 1,777.000 80,162.69 74,083.13 TRINET GROUP INC 8,101.000 505,740.11 458,597.61 TRINITY INDUSTRIES INC 13,800.000 316,066.38 305,670.00 TRISTATE CAPITAL HOLDINGS INC 300.000 7,170.75 7,836.00 TRIUMPH BANCORP INC 487.000 18,973.92 18,515.74 TRIUMPH GROUP INC 7,259.000 204,561.34 183,434.93 TRIPADVISOR INC 3,871.000 186,777.31 117,600.98 TRUECAR INC 3,863.000 43,736.60 18,349.25 TRUPANION INC 1,191.000 35,558.28 44,614.86 TRUSTCO BANK CORP NY 12,870.000 97,142.69 111,582.90 TRUSTMARK CORP 9,080.000 322,072.12 313,350.80 TTEC HOLDINGS INC 570.000 17,579.05 22,583.40 TUCOWS INC 391.000 22,283.88 24,155.98 TURNING POINT BRANDS INC 368.000 13,069.85 10,524.80 TURNING POINT THERAPEUTICS INC 1,051.000 60,188.56 65,466.79 22ND CENTURY GROUP INC 4,800.000 12,758.88 5,280.00 TWIN RIVER WORLDWIDE HOLDINGS 673.000 20,024.07 17,262.45 TWIST BIOSCIENCE CORP 900.000 25,166.24 18,900.00 II-VI INC 2,282.000 95,006.49 76,834.94 2U INC 871.000 47,586.49 20,895.29 TYLER TECHNOLOGIES INC 1,546.000 287,691.25 463,830.92 TYME TECHNOLOGIES INC 1,660.000 5,448.95 2,324.00 TYSON FOODS INC 10,700.000 692,415.46 974,128.00 UDR INC 13,200.000 508,382.16 616,440.00 UFP TECHNOLOGIES INC 1,170.000 30,698.55 58,043.70 UGI CORP 5,800.000 240,143.24 261,928.00 US BANCORP 12,010.000 526,321.66 712,072.90 UMH PROPERTIES INC 1,316.000 20,661.24 20,700.68 USANA HEALTH SCIENCES INC 514.000 40,544.87 40,374.70 US CONCRETE INC 670.000 44,439.50 27,912.20 US PHYSICAL THERAPY INC 2,267.000 261,875.38 259,231.45 UBIQUITI INC 344.000 19,975.63 65,009.12 ULTRAGENYX PHARMACEUTICAL INC 2,175.000 143,956.67 92,894.25 UMPQUA HOLDINGS CORP 13,800.000 275,448.00 244,260.00 UNIFIRST CORP/MA 340.000 68,456.21 68,673.20 UNION BANKSHARES INC/MORRISVIL 12.000 418.32 435.12 UNION PACIFIC CORP 2,270.000 342,323.89 410,393.30 UNISYS CORP 8,490.000 92,717.44 100,691.40 UNITED COMMUNITY FINANCIAL COR 367.000 3,512.65 4,279.22 UNITED COMMUNITY BANKS INC/GA 11,150.000 222,428.34 344,312.00 UNITED BANKSHARES INC/WV 850.000 29,997.22 32,861.00 UNITED AIRLINES HOLDINGS INC 2,200.000 185,791.03 193,798.00 UNITED FIRE GROUP INC 76.000 3,322.15 3,323.48 UNITED RENTALS INC 700.000 117,786.50 116,739.00 US FOODS HOLDING CORP 11,100.000 414,704.76 464,979.00 US WELL SERVICES INC 801.000 3,861.82 1,513.89 UNITED TECHNOLOGIES CORP 2,730.000 365,863.22 408,844.80 UNITEDHEALTH GROUP INC 38,128.000 8,341,147.18 11,208,869.44 UNITI GROUP INC 7,606.000 72,258.14 62,445.26 UNIVERSAL DISPLAY CORP 1,868.000 207,505.08 384,938.76 UNIVERSAL ELECTRONICS INC 520.000 21,331.05 27,175.20 UNIVERSAL FOREST PRODUCTS INC 10,378.000 431,752.17 495,030.60 UNIVERSAL HEALTH REALTY INCOME 467.000 32,047.43 54,807.12 UNIVERSAL INSURANCE HOLDINGS I 16,761.000 157,800.54 469,140.39 UNITY BIOTECHNOLOGY INC 900.000 13,907.25 6,489.00 UNIVERSAL LOGISTICS HOLDINGS I 365.000 6,643.66 6,920.40 UNIVERSAL HEALTH SERVICES INC 6,460.000 856,089.12 926,751.60

106 2019 | Investment Portfolio AS OF DEC. 31, 2019

UNIVEST FINANCIAL CORP 4,050.000 93,399.23 108,459.00 UNUM GROUP 19,700.000 1,008,004.67 574,452.00 UPLAND SOFTWARE INC 940.000 33,243.08 33,567.40 UPWORK INC 2,308.000 37,953.63 24,626.36 URANIUM ENERGY CORP 5,600.000 8,582.00 5,147.52 US ECOLOGY INC 968.000 48,581.72 56,056.88 UTAH MEDICAL PRODUCTS INC 132.000 9,658.76 14,242.80 VAIL RESORTS INC 1,446.000 268,729.92 346,794.18 VALHI INC 50.000 93.00 93.50 VALLEY NATIONAL BANCORP 33,100.000 394,303.75 378,995.00 VALUE LINE INC 30.000 542.10 867.30 VALVOLINE INC 15,560.000 293,921.64 333,139.60 VANDA PHARMACEUTICALS INC 9,423.000 140,250.39 154,631.43 VAPOTHERM INC 695.000 8,714.01 8,451.20 VAREX IMAGING CORP 632.000 21,417.71 18,839.92 VARIAN MEDICAL SYSTEMS INC 2,160.000 284,964.36 306,741.60 VARONIS SYSTEMS INC 1,199.000 64,759.53 93,174.29 VECTOR GROUP LTD 22,059.000 374,188.28 295,370.01 VECTRUS INC 982.000 30,880.02 50,337.32 VEEVA SYSTEMS INC 2,170.000 244,249.22 305,232.20 VERACYTE INC 1,942.000 35,255.02 54,220.64 VEREIT INC 93,200.000 777,218.55 861,168.00 VERISIGN INC 650.000 121,435.74 125,242.00 VERIZON COMMUNICATIONS INC 56,100.000 3,211,395.06 3,444,540.00 VERINT SYSTEMS INC 11,738.000 657,067.75 649,815.68 VERITEX HOLDINGS INC 562.000 14,671.74 16,371.06 VERITIV CORP 1,830.000 25,207.34 35,996.10 VERICEL CORP 1,805.000 21,854.67 31,407.00 VERRA MOBILITY CORP 5,107.000 68,526.62 71,446.93 VERRICA PHARMACEUTICALS INC 162.000 1,751.63 2,574.18 VERSO CORP 4,935.000 93,807.10 88,978.05 VERTEX PHARMACEUTICALS INC 2,080.000 318,546.04 455,416.00 VIAD CORP 793.000 42,627.17 53,527.50 VIAVI SOLUTIONS INC 9,325.000 117,000.23 139,875.00 VIACOMCBS INC 34,100.000 1,661,059.66 1,431,177.00 VICOR CORP 705.000 12,652.32 32,937.60 VIELA BIO INC 144.000 4,246.14 3,909.60 VIEWRAY INC 2,945.000 23,806.88 12,427.90 VIKING THERAPEUTICS INC 221.000 2,448.43 1,772.42 VIR BIOTECHNOLOGY INC 160.000 1,965.60 2,012.00 VIRNETX HOLDING CORP 2,280.000 12,517.14 8,664.00 VIRTU FINANCIAL INC 903.000 19,423.60 14,438.97 VISA INC 46,835.000 2,371,257.08 8,800,296.50 VIRTUSA CORP 1,133.000 41,420.52 51,358.89 VIRTUS INVESTMENT PARTNERS INC 27.000 3,182.59 3,286.44 VISHAY PRECISION GROUP INC 323.000 12,450.22 10,982.00 VISTRA ENERGY CORP 32,540.000 817,488.89 748,094.60 VIVINT SOLAR INC 1,904.000 13,901.39 13,823.04 VOCERA COMMUNICATIONS INC 1,292.000 35,066.01 26,821.92 VONAGE HOLDINGS CORP 6,365.000 51,381.87 47,164.65 VOYA FINANCIAL INC 6,650.000 369,736.77 405,517.00 VOYAGER THERAPEUTICS INC 3,471.000 59,825.28 48,420.45 VULCAN MATERIALS CO 460.000 69,266.57 66,235.40 W&T OFFSHORE INC 43,600.000 299,578.10 242,416.00 WD-40 CO 556.000 66,153.17 107,941.84 WABCO HOLDINGS INC 1,723.000 200,884.21 233,466.50 WABASH NATIONAL CORP 26,470.000 360,600.68 388,844.30 WADDELL & REED FINANCIAL INC 6,840.000 108,883.68 114,364.80 WAITR HOLDINGS INC 570.000 3,584.19 183.54 WALMART INC 30,790.000 2,570,014.73 3,659,083.60 WALKER & DUNLOP INC 115.000 5,543.14 7,438.20 WARRIOR MET COAL INC 7,140.000 192,939.98 150,868.20 WASHINGTON FEDERAL INC 13,700.000 284,407.95 502,105.00 WASHINGTON PRIME GROUP INC 34,500.000 290,145.00 125,580.00 WASTE MANAGEMENT INC 12,500.000 775,762.97 1,424,500.00 WATERSTONE FINANCIAL INC 3,290.000 61,885.57 62,608.70 WATSCO INC 3,710.000 546,952.68 668,356.50 WATTS WATER TECHNOLOGIES INC 619.000 41,113.46 61,751.44 WEINGARTEN REALTY INVESTORS 700.000 19,667.12 21,868.00 WELBILT INC 5,161.000 99,600.30 80,563.21 WELLS FARGO & CO 129,800.000 6,246,464.05 6,983,240.00 WENDY’S CO/THE 7,455.000 105,791.68 165,575.55 WESCO AIRCRAFT HOLDINGS INC 658.000 5,551.16 7,251.16 WEST BANCORPORATION INC 100.000 2,475.25 2,563.00 WEST PHARMACEUTICAL SERVICES I 2,231.000 255,271.92 335,386.23 WESTAMERICA BANCORPORATION 211.000 12,999.44 14,299.47 WESTERN ALLIANCE BANCORP 14,224.000 668,140.79 810,768.00 WESTERN UNION CO/THE 22,000.000 427,275.00 589,160.00 WESTROCK CO 16,100.000 736,963.88 690,851.00 WEX INC 1,733.000 250,463.55 362,994.18 WHIRLPOOL CORP 4,900.000 494,127.00 722,897.00

107 2019 | Investment Portfolio AS OF DEC. 31, 2019

WILLDAN GROUP INC 448.000 14,150.80 14,237.44 WILLIAMS-SONOMA INC 8,069.000 402,438.29 592,587.36 WILLSCOT CORP 1,486.000 22,094.22 27,476.14 WINGSTOP INC 5,079.000 357,029.34 437,962.17 WINMARK CORP 32.000 3,637.25 6,345.60 WINNEBAGO INDUSTRIES INC 5,143.000 241,279.67 272,476.14 WISDOMTREE INVESTMENTS INC 2,235.000 20,368.89 10,817.40 WOLVERINE WORLD WIDE INC 1,538.000 43,452.86 51,892.12 WOODWARD INC 2,013.000 144,266.90 238,419.72 WORKIVA INC 6,549.000 300,785.03 275,385.45 WORLD ACCEPTANCE CORP 140.000 22,977.06 12,096.00 WORLD FUEL SERVICES CORP 1,200.000 51,644.40 52,104.00 WORLD WRESTLING ENTERTAINMENT 1,794.000 51,025.15 116,376.78 WORTHINGTON INDUSTRIES INC 364.000 16,287.78 15,353.52 WRAP TECHNOLOGIES INC 441.000 2,742.51 2,817.99 WW INTERNATIONAL INC 4,132.000 120,892.56 157,883.72 WYNDHAM DESTINATIONS INC 8,600.000 328,897.46 444,534.00 WYNDHAM HOTELS & RESORTS INC 1,119.000 70,413.54 70,284.39 XPO LOGISTICS INC 2,139.000 125,345.02 170,478.30 XCEL ENERGY INC 300.000 14,005.50 19,047.00 XENCOR INC 8,338.000 319,171.86 286,743.82 X4 PHARMACEUTICALS INC 561.000 8,077.14 6,002.70 XPERI CORP 7,158.000 143,152.96 132,423.00 XEROX HOLDINGS CORP 18,500.000 504,910.11 682,095.00 XERIS PHARMACEUTICALS INC 1,111.000 11,765.01 7,832.55 Y-MABS THERAPEUTICS INC 872.000 20,248.20 27,250.00 YELP INC 2,727.000 93,708.43 94,981.41 YEXT INC 3,857.000 71,037.64 55,617.94 YETI HOLDINGS INC 1,697.000 45,170.18 59,021.66 YORK WATER CO/THE 454.000 15,379.79 20,933.94 YOUNGEVITY INTERNATIONAL INC 478.000 2,725.73 1,558.28 YUM! BRANDS INC 19,410.000 1,421,208.33 1,955,169.30 YUM CHINA HOLDINGS INC 47,070.000 1,825,625.60 2,259,830.70 ZAGG INC 57.000 479.81 462.27 ZAYO GROUP HOLDINGS INC 9,097.000 275,081.58 315,211.05 ZEBRA TECHNOLOGIES CORP 2,156.000 228,013.27 550,728.64 ZENDESK INC 4,477.000 193,288.31 343,072.51 ZIMMER BIOMET HOLDINGS INC 32,700.000 3,186,259.73 4,894,536.00 ZIONS BANCORP NA 22,300.000 961,624.60 1,157,816.00 ZIOPHARM ONCOLOGY INC 6,729.000 36,644.23 31,760.88 ZIX CORP 2,359.000 12,905.84 15,994.02 ZOGENIX INC 1,722.000 65,159.78 89,767.86 ZOETIS INC 4,700.000 572,509.82 622,045.00 ZSCALER INC 2,534.000 102,818.56 117,831.00 ZUMIEZ INC 2,820.000 85,812.07 97,402.80 ZUORA INC 3,491.000 53,306.48 50,026.03 ZYNEX INC 715.000 6,425.17 5,619.90 ZYNGA INC 7,767.000 47,621.42 47,534.04 ZYNERBA PHARMACEUTICALS INC 916.000 12,411.76 5,532.64 639,578,329.31 813,637,199.48

Equity - Non-U.S. ADIENT PLC 44,486.000 2,082,751.20 945,327.50 AIRCASTLE LTD 20,400.000 292,559.97 653,004.00 ALLEGION PLC 2,821.000 217,773.56 351,327.34 AMDOCS LTD 23,800.000 1,445,498.29 1,718,122.00 AMBARELLA INC 4,954.000 229,124.62 300,014.24 AON PLC 3,300.000 426,690.29 687,357.00 AQUAVENTURE HOLDINGS LTD 45.000 979.31 1,220.40 ASSURED GUARANTY LTD 10,800.000 453,384.00 529,416.00 AXIS CAPITAL HOLDINGS LTD 323.000 18,065.80 19,199.12 AXALTA COATING SYSTEMS LTD 2,538.000 75,459.50 77,155.20 BANK OF NT BUTTERFIELD & SON L 705.000 26,372.62 26,099.10 BEYONDSPRING INC 457.000 10,831.65 7,083.50 BIOHAVEN PHARMACEUTICAL HOLDIN 1,595.000 53,499.68 86,831.80 ACCENTURE PLC 10,900.000 1,346,552.22 2,295,213.00 BUNGE LTD 8,200.000 438,823.00 471,910.00 CAPRI HOLDINGS LTD 9,284.000 476,443.69 354,184.60 CARDTRONICS PLC 6,147.000 180,319.11 274,463.55 CISION LTD 3,830.000 49,798.72 38,185.10 CENTRAL EUROPEAN MEDIA ENTERPR 9,860.000 44,846.66 44,665.80 CIMPRESS PLC 800.000 75,603.57 100,616.00 CUSHMAN & WAKEFIELD PLC 4,250.000 76,805.34 86,870.00 EATON CORP PLC 13,500.000 724,478.79 1,278,720.00 ENDO INTERNATIONAL PLC 770.000 13,324.16 3,611.30 ENSTAR GROUP LTD 86.000 14,988.19 17,789.96 ESSENT GROUP LTD 17,081.000 682,229.04 888,041.19 EVEREST RE GROUP LTD 7,998.000 1,292,853.70 2,214,166.32 FABRINET 1,332.000 66,162.10 86,366.88

108 2019 | Investment Portfolio AS OF DEC. 31, 2019

GASLOG LTD 1,162.000 16,734.25 11,375.98 EROS INTERNATIONAL PLC 600.000 6,991.50 2,034.00 GENPACT LTD 37,229.000 1,114,648.59 1,569,946.93 GLOBAL INDEMNITY LTD 91.000 2,817.47 2,696.33 HELEN OF TROY LTD 1,004.000 130,098.25 180,509.16 HERBALIFE NUTRITION LTD 634.000 22,885.28 30,222.78 HORIZON THERAPEUTICS PLC 839.000 16,402.89 30,371.80 HUDSON LTD 83.000 1,440.71 1,273.22 ICHOR HOLDINGS LTD 169.000 4,148.48 5,622.63 JAMES RIVER GROUP HOLDINGS LTD 599.000 24,834.10 24,684.79 JAZZ PHARMACEUTICALS PLC 14,210.000 2,162,221.74 2,121,268.80 JOHNSON CONTROLS INTERNATIONAL 24,664.000 1,059,137.79 1,004,071.44 KINIKSA PHARMACEUTICALS LTD 649.000 10,462.78 7,177.94 LAZARD LTD 15,164.000 673,697.78 605,953.44 LINDE PLC 2,630.000 289,933.55 559,927.00 LIVANOVA PLC 1,553.000 154,908.50 117,142.79 LUXFER HOLDINGS PLC 936.000 22,951.05 17,325.36 MALLINCKRODT PLC 15,700.000 503,735.46 54,793.00 MEDTRONIC PLC 44,580.000 3,754,740.64 5,057,601.00 MEIRAGTX HOLDINGS PLC 680.000 16,372.00 13,613.60 NOVOCURE LTD 3,479.000 106,130.02 293,175.33 RENAISSANCERE HOLDINGS LTD 6,879.000 866,583.79 1,348,421.58 SEAGATE TECHNOLOGY PLC 8,500.000 229,990.35 505,750.00 SENSATA TECHNOLOGIES HOLDING P 2,664.000 117,547.93 143,509.68 SIGNET JEWELERS LTD 6,770.000 354,928.15 147,179.80 STERIS PLC 201.000 29,925.13 30,636.42 THERAVANCE BIOPHARMA INC 1,758.000 49,217.02 45,514.62 TRITON INTERNATIONAL LTD/BERMU 12,200.000 389,675.68 490,440.00 TRONOX HOLDINGS PLC 1,637.000 30,069.12 18,694.54 GOLAR LNG LTD 361.000 6,671.73 5,133.42 WHITE MOUNTAINS INSURANCE GROU 400.000 431,194.00 446,204.00 WILLIS TOWERS WATSON PLC 4,500.000 835,893.90 908,730.00 GARMIN LTD 3,610.000 316,666.86 352,191.60 ORION ENGINEERED CARBONS SA 1,688.000 36,138.98 32,578.40 TRINSEO SA 12,600.000 846,486.60 468,846.00 UROGEN PHARMA LTD 793.000 28,500.78 26,462.41 AFFIMED NV 2,295.000 6,589.52 6,288.30 ELASTIC NV 1,808.000 138,284.56 116,254.40 QIAGEN NV 5,400.000 203,431.32 182,520.00 WRIGHT MEDICAL GROUP NV 5,120.000 142,184.11 156,057.60 BANCO LATINOAMERICANO DE COMER 16,000.000 314,073.35 342,080.00 ROYAL CARIBBEAN CRUISES LTD 3,000.000 366,477.00 400,530.00 ARDMORE SHIPPING CORP 388.000 3,157.61 3,511.40 DORIAN LPG LTD 324.000 2,922.89 5,015.52 SCORPIO TANKERS INC 8.000 248.31 314.72 SCORPIO BULKERS INC 597.000 2,746.95 3,802.89 WAVE LIFE SCIENCES LTD 761.000 24,237.59 6,099.42 ATLANTIC POWER CORP 3,096.000 7,496.19 7,213.68 CARNIVAL CORP 5,900.000 344,374.94 299,897.00 TELEFONAKTIEBOLAGET LM ERICSSO 58,700.000 517,025.64 515,386.00 EVERTEC INC 10,969.000 350,396.17 373,384.76 FIRST BANCORP/PUERTO RICO 30,240.000 304,238.35 320,241.60 GLAXOSMITHKLINE PLC 25,100.000 1,035,123.82 1,179,449.00 IMAX CORP 2,140.000 60,701.37 43,720.20 MDC PARTNERS INC 2,857.000 16,547.65 7,942.46 MAGNA INTERNATIONAL INC 24,500.000 1,085,008.82 1,343,580.00 MASONITE INTERNATIONAL CORP 950.000 66,392.82 68,599.50 MCDERMOTT INTERNATIONAL INC 8,075.000 337,665.98 5,463.55 NOVAGOLD RESOURCES INC 6,402.000 37,837.42 57,361.92 NOVANTA INC 1,364.000 63,701.68 120,632.16 OFG BANCORP 15,200.000 280,681.90 358,872.00 POPULAR INC 30,520.000 1,563,573.66 1,793,050.00 ROYAL DUTCH SHELL PLC 16,062.000 1,078,035.97 947,336.76 SANOFI 24,000.000 1,101,616.35 1,204,800.00 SCHLUMBERGER LTD 4,410.000 268,083.06 177,282.00 TRIPLE-S MANAGEMENT CORP 3,230.000 66,004.08 59,722.70 VBI VACCINES INC 3,805.000 4,456.61 5,250.90 VODAFONE GROUP PLC 118,336.000 4,055,962.50 2,287,434.88 XBIOTECH INC 796.000 6,033.65 14,857.34 39,336,313.47 42,651,993.35

Total Investments, U.S. Public Equity 689,006,365 866,380,915 Pool

S&P 500 Stock Index Pool

Cash and Cash Equivalents - Total 683 683

Mutual Funds

109 2019 | Investment Portfolio AS OF DEC. 31, 2019

EQUITY INDEX FD BF 1,296,621.252 288,684,902.22 666,630,662.87 288,684,902.22 666,630,662.87

Total Investments, S&P 500 Stock 288,685,585 666,631,346 Index Pool

Small and Mid-Cap Stock Index Pool

Cash and Cash Equivalents - Total 1,842 1,842

Mutual Funds EXTENDED EQ MKT FD BF 187,616.338 68,184,718.29 123,113,095.41 68,184,718.29 123,113,095.41

Total Investments, Small and Mid- 68,186,560 123,114,937 CapStock Index Pool

Social Purpose U.S. Equity Pool

Cash and Cash Equivalents - Total 6,479,741 6,479,741

Equity - U.S. APYX MEDICAL CORP 57.000 383.11 482.22 VIVINT SOLAR INC 100.000 535.13 726.00 GENERAL FINANCE CORP 8.000 98.80 88.56 AAON INC 318.000 9,795.31 15,712.38 ADMA BIOLOGICS INC 421.000 1,768.48 1,684.00 AGCO CORP 1,500.000 67,233.41 115,875.00 AGNC INVESTMENT CORP 17,900.000 330,434.00 316,472.00 AK STEEL HOLDING CORP 1,064.000 2,523.01 3,500.56 AMC NETWORKS INC 336.000 18,466.59 13,272.00 AMN HEALTHCARE SERVICES INC 353.000 16,193.99 21,995.43 ANI PHARMACEUTICALS INC 71.000 5,577.64 4,378.57 ASGN INC 677.000 37,504.89 48,046.69 AT&T INC 23,530.000 834,671.15 919,552.40 A10 NETWORKS INC 478.000 3,742.06 3,283.86 AZZ INC 857.000 41,146.79 39,379.15 AARON’S INC 464.000 28,494.82 26,499.04 ABBOTT LABORATORIES 5,460.000 372,397.08 474,255.60 ABBVIE INC 9,230.000 729,468.14 817,224.20 ACACIA COMMUNICATIONS INC 1,459.000 68,920.31 98,934.79 ACADIA PHARMACEUTICALS INC 862.000 28,867.70 36,876.36 ACCELERATE DIAGNOSTICS INC 196.000 3,851.40 3,312.40 ACCELERON PHARMA INC 286.000 9,956.71 15,163.72 ACCURAY INC 600.000 3,288.00 1,692.00 ACER THERAPEUTICS INC 47.000 183.36 188.47 ACELRX PHARMACEUTICALS INC 267.000 675.84 563.37 ACI WORLDWIDE INC 886.000 20,120.45 33,566.11 ACTUANT CORP 203.000 5,123.53 5,284.09 ACUITY BRANDS INC 83.000 11,446.63 11,454.00 ADAPTIVE BIOTECHNOLOGIES CORP 90.000 3,604.90 2,692.80 ADDUS HOMECARE CORP 82.000 4,533.38 7,972.04 ADESTO TECHNOLOGIES CORP 200.000 1,517.01 1,700.00 ADOBE INC 2,090.000 348,127.72 689,302.90 ADURO BIOTECH INC 394.000 4,797.14 464.92 ADVANCED EMISSIONS SOLUTIONS I 100.000 1,118.12 1,050.00 AERIE PHARMACEUTICALS INC 327.000 10,576.08 7,903.59 AEGLEA BIOTHERAPEUTICS INC 28.000 236.00 213.92 ADVERUM BIOTECHNOLOGIES INC 412.000 4,899.20 4,746.24 ADVANCED DRAINAGE SYSTEMS INC 1,458.000 46,164.38 56,628.72 ADVANCED DISPOSAL SERVICES INC 533.000 12,527.91 17,519.71 ADVANCED ENERGY INDUSTRIES INC 1,475.000 78,425.91 105,020.00 AEROVIRONMENT INC 825.000 55,753.70 50,935.50 AGENUS INC 732.000 2,912.97 2,979.24 AGILYSYS INC 172.000 3,868.19 4,370.52 AGIOS PHARMACEUTICALS INC 43.000 2,657.75 2,053.25 AGEX THERAPEUTICS INC 280.000 799.35 509.60 AIMMUNE THERAPEUTICS INC 344.000 6,371.56 11,513.68 AIR LEASE CORP 53.000 1,822.18 2,518.56 AIR TRANSPORT SERVICES GROUP I 453.000 9,861.48 10,627.38 AIRGAIN INC 82.000 1,160.74 876.58 AKAMAI TECHNOLOGIES INC 3,100.000 214,548.46 267,778.00 AKCEA THERAPEUTICS INC 100.000 2,921.22 1,694.00 AKORN INC 84.000 2,875.32 126.00 AKOUSTIS TECHNOLOGIES INC 218.000 1,395.47 1,744.00 AKERO THERAPEUTICS INC 29.000 549.90 643.66 ALAMO GROUP INC 65.000 5,373.74 8,160.75 ALARM.COM HOLDINGS INC 285.000 11,916.83 12,246.45 ALASKA AIR GROUP INC 1,631.000 42,047.75 110,500.25 ALBANY INTERNATIONAL CORP 1,186.000 88,031.86 90,041.12 ALBIREO PHARMA INC 80.000 2,579.23 2,033.60

110 2019 | Investment Portfolio AS OF DEC. 31, 2019

ALDER BIOPHARMACEUTICALS INC 365.000 6,199.73 6,570.00 ALDEYRA THERAPEUTICS INC 100.000 855.02 581.00 ALECTOR INC 233.000 4,570.16 4,014.59 ALEXANDER’S INC 87.000 29,320.57 28,740.45 ALLAKOS INC 150.000 7,449.15 14,304.00 ALLEGHANY CORP 311.000 193,447.14 248,666.27 ALLEGIANT TRAVEL CO 501.000 81,071.57 87,194.04 ALLIANCE DATA SYSTEMS CORP 32.000 4,484.20 3,590.40 ALLIED MOTION TECHNOLOGIES INC 49.000 1,108.38 2,376.50 ALLISON TRANSMISSION HOLDINGS 5,359.000 238,204.89 258,946.88 ALLOGENE THERAPEUTICS INC 301.000 8,547.65 7,819.98 ALLSTATE CORP/THE 4,200.000 285,685.59 472,290.00 ALLY FINANCIAL INC 4,800.000 131,273.67 146,688.00 ALNYLAM PHARMACEUTICALS INC 694.000 57,287.86 79,927.98 ALPHABET INC-CL C 601.000 550,090.22 803,549.02 ALPHABET INC-CL A 4,278.000 3,690,455.07 5,729,910.42 ALPHATEC HOLDINGS INC 244.000 1,108.07 1,731.18 ALTAIR ENGINEERING INC 299.000 10,945.24 10,737.09 ALTERYX INC 353.000 25,822.22 35,324.71 ALTUS MIDSTREAM CO 390.000 1,451.29 1,115.40 AMAZON.COM INC 810.000 1,386,263.13 1,496,750.40 AMEDISYS INC 1,032.000 140,771.03 172,261.44 AMEREN CORP 5,400.000 273,651.20 414,720.00 AMERICAN ASSETS TRUST INC 380.000 17,892.60 17,442.00 AMERICAN EAGLE OUTFITTERS INC 10,460.000 192,140.04 153,762.00 AMERICAN EXPRESS CO 3,600.000 352,139.68 448,164.00 AMERICAN FINANCIAL GROUP INC/O 3,900.000 258,917.18 427,635.00 AMERICAN FINANCE TRUST INC 68.000 741.26 901.68 AMERICAN HOMES 4 RENT 859.000 20,883.36 22,514.39 AMERICAN INTERNATIONAL GROUP I 52,200.000 2,384,306.40 2,679,426.00 AMERICAN NATIONAL INSURANCE CO 653.000 72,220.00 76,845.04 AMERICAN RENAL ASSOCIATES HOLD 27.000 643.95 279.99 AMERICAN SOFTWARE INC/GA 135.000 1,471.82 2,008.80 AMERICAN STATES WATER CO 284.000 14,207.63 24,605.76 AMERICAN SUPERCONDUCTOR CORP 62.000 575.48 486.70 AMERICAN TOWER CORP 2,090.000 330,041.83 480,323.80 AMERICAN WOODMARK CORP 130.000 10,993.43 13,586.30 AMERICA’S CAR-MART INC/TX 238.000 24,109.15 26,099.08 AMERICOLD REALTY TRUST 1,497.000 42,655.10 52,484.82 AMERISAFE INC 600.000 38,902.92 39,618.00 AMERISOURCEBERGEN CORP 900.000 76,956.50 76,518.00 AMERIS BANCORP 68.000 2,607.75 2,892.72 AMGEN INC 1,140.000 255,145.39 274,819.80 AMICUS THERAPEUTICS INC 1,965.000 19,380.46 19,139.10 AMKOR TECHNOLOGY INC 3,040.000 37,206.91 39,520.00 AMNEAL PHARMACEUTICALS INC 730.000 11,285.28 3,518.60 AMPHASTAR PHARMACEUTICALS INC 278.000 5,424.82 5,362.62 AMYRIS INC 79.000 281.34 244.11 ANALOG DEVICES INC 1,700.000 148,708.69 202,028.00 ANAPLAN INC 658.000 31,807.78 34,479.20 ANAPTYSBIO INC 154.000 13,010.95 2,502.50 ANAVEX LIFE SCIENCES CORP 378.000 1,274.33 979.02 ANIKA THERAPEUTICS INC 410.000 22,973.88 21,258.50 ANIXTER INTERNATIONAL INC 950.000 65,360.15 87,495.00 ANSYS INC 1,580.000 161,043.30 406,707.80 ANTARES PHARMA INC 1,260.000 4,061.47 5,922.00 ANTHEM INC 4,810.000 1,082,621.83 1,452,764.30 ANTERIX INC 91.000 4,123.23 3,919.37 APACHE CORP 37,000.000 1,705,704.61 946,830.00 APELLIS PHARMACEUTICALS INC 375.000 8,965.39 11,482.50 APOGEE ENTERPRISES INC 2,565.000 93,920.15 83,362.50 APOLLO COMMERCIAL REAL ESTATE 4,100.000 67,649.25 74,989.00 APOLLO MEDICAL HOLDINGS INC 34.000 682.41 625.94 APPIAN CORP 242.000 8,729.24 9,246.82 APPFOLIO INC 119.000 5,086.84 13,084.05 APPLE INC 9,056.000 986,090.13 2,659,294.40 APPLE HOSPITALITY REIT INC 15,000.000 281,506.73 243,750.00 APPLIED INDUSTRIAL TECHNOLOGIE 297.000 16,100.48 19,806.93 APPLIED MATERIALS INC 29,120.000 1,360,276.61 1,777,484.80 APPLIED THERAPEUTICS INC 3.000 30.14 81.84 APTARGROUP INC 199.000 24,743.91 23,008.38 ARCONIC INC 4,394.000 126,198.43 135,203.38 ARES MANAGEMENT CORP 530.000 13,863.82 18,915.70 ARENA PHARMACEUTICALS INC 310.000 9,507.40 14,080.20 ARGAN INC 97.000 3,934.44 3,893.58 ARISTA NETWORKS INC 6,632.000 1,603,152.64 1,348,948.80 ARMADA HOFFLER PROPERTIES INC 112.000 1,649.44 2,055.20 ARMSTRONG WORLD INDUSTRIES 385.000 23,841.96 36,178.45 INC ARQULE INC 823.000 4,392.78 16,427.08 ARROW ELECTRONICS INC 1,100.000 80,336.21 93,214.00

111 2019 | Investment Portfolio AS OF DEC. 31, 2019

ARROWHEAD PHARMACEUTICALS 2,964.000 152,390.59 188,006.52 INC ARTESIAN RESOURCES CORP 360.000 8,020.21 13,395.60 ARTISAN PARTNERS ASSET 1,828.000 49,096.99 59,080.96 MANAGEM ARVINAS INC 136.000 2,990.81 5,588.24 ASBURY AUTOMOTIVE GROUP INC 150.000 11,067.78 16,768.50 ASHFORD HOSPITALITY TRUST INC 22,900.000 231,208.26 63,891.00 ASHFORD INC 49.942 1,056.28 1,178.63 ASPEN TECHNOLOGY INC 527.000 35,350.66 63,730.11 ASSEMBLY BIOSCIENCES INC 18.000 606.34 368.28 ASSETMARK FINANCIAL HOLDINGS I 50.000 1,389.88 1,451.00 ASSOCIATED BANC-CORP 3,200.000 70,650.18 70,528.00 ASSURANT INC 1,100.000 140,418.15 144,188.00 ASTRONOVA INC 53.000 1,369.60 727.16 ASTRONICS CORP 181.000 5,153.78 5,058.95 AT HOME GROUP INC 25.000 677.59 137.50 ATARA BIOTHERAPEUTICS INC 420.000 14,609.27 6,917.40 ATHENEX INC 525.000 9,733.98 8,016.75 ATHERSYS INC 1,192.000 2,221.22 1,466.16 ATKORE INTERNATIONAL GROUP INC 1,818.000 45,726.22 73,556.28 ATLANTIC CAPITAL BANCSHARES IN 11.000 208.68 201.85 ATLAS AIR WORLDWIDE HOLDINGS I 2,800.000 154,759.79 77,196.00 ATMOS ENERGY CORP 1,500.000 111,495.00 167,790.00 ATRICURE INC 288.000 5,856.35 9,362.88 ATRECA INC 39.000 455.93 603.33 ATRION CORP 11.000 9,380.15 8,266.50 AUDENTES THERAPEUTICS INC 340.000 11,621.84 20,345.60 AUTODESK INC 11,863.000 1,609,100.80 2,176,385.98 AUTOMATIC DATA PROCESSING INC 2,900.000 365,055.34 494,450.00 AUTOZONE INC 410.000 401,272.13 488,437.10 AVALARA INC 363.000 21,458.67 26,589.75 AVALON GLOBOCARE CORP 217.000 564.47 418.81 AVALONBAY COMMUNITIES INC 1,000.000 181,422.71 209,700.00 AVANGRID INC 2,600.000 127,472.18 133,016.00 AVANTOR INC 1,720.000 27,497.72 31,218.00 AVERY DENNISON CORP 603.000 50,556.39 78,884.46 AVID TECHNOLOGY INC 192.000 1,565.00 1,647.36 AVID BIOSERVICES INC 451.000 2,089.26 3,459.17 AVIS BUDGET GROUP INC 468.000 17,021.37 15,088.32 AVNET INC 2,400.000 94,197.54 101,856.00 AXCELLA HEALTH INC 28.000 260.72 112.28 AVROBIO INC 176.000 4,519.78 3,542.88 AXA EQUITABLE HOLDINGS INC 37,400.000 747,645.33 926,772.00 AXOGEN INC 274.000 5,189.27 4,901.86 AXON ENTERPRISE INC 452.000 18,920.47 33,122.56 AXSOME THERAPEUTICS INC 189.000 4,867.16 19,535.04 AXOS FINANCIAL INC 285.000 9,120.31 8,629.80 AXONICS MODULATION TECHNOLOGIE 120.000 4,916.55 3,325.20 B&G FOODS INC 45.000 2,193.83 806.85 BG STAFFING INC 330.000 6,936.64 7,203.90 BJ’S WHOLESALE CLUB HOLDINGS I 2,392.000 61,293.50 54,394.08 BMC STOCK HOLDINGS INC 2,090.000 45,150.81 59,962.10 BADGER METER INC 1,112.000 61,212.82 72,202.16 BALCHEM CORP 253.000 16,819.99 25,712.39 BALL CORP 47,107.000 2,857,164.74 3,046,409.69 BANCFIRST CORP 590.000 33,855.85 36,839.60 BANCORP INC/THE 1,560.000 17,783.57 20,233.20 BANDWIDTH INC 104.000 7,801.69 6,661.20 BANK OF AMERICA CORP 40,590.000 634,928.43 1,429,579.80 BANK FIRST CORP 42.000 2,897.17 2,940.42 BANK OF HAWAII CORP 511.000 23,752.76 48,626.76 BANK OF NEW YORK MELLON CORP/T 12,100.000 609,990.62 608,993.00 BANKUNITED INC 5,210.000 203,170.06 190,477.60 BANK7 CORP 12.000 221.90 227.52 BARNES GROUP INC 1,567.000 103,996.11 97,091.32 BARRETT BUSINESS SERVICES INC 56.000 2,406.88 5,065.76 BAUDAX BIO INC 52.000 214.24 359.84 BAXTER INTERNATIONAL INC 1,600.000 82,349.45 133,792.00 BAYCOM CORP 35.000 766.54 789.60 BEACON ROOFING SUPPLY INC 99.000 4,691.55 3,166.02 BECTON DICKINSON AND CO 1,283.000 223,758.44 348,937.51 BELLRING BRANDS INC 170.000 3,763.48 3,619.30 BENEFITFOCUS INC 230.000 8,047.26 5,046.20 BERKSHIRE HILLS BANCORP INC 2,500.000 62,960.63 82,200.00 BERRY GLOBAL GROUP INC 394.000 16,332.61 18,711.06 BIG LOTS INC 4,700.000 150,222.28 134,984.00 BIGLARI HOLDINGS INC 8.000 830.89 915.36 BIOCRYST PHARMACEUTICALS INC 644.000 2,574.48 2,221.80 BIODELIVERY SCIENCES INTERNATI 632.000 2,939.59 3,994.24 BIOLIFE SOLUTIONS INC 61.000 1,033.88 985.15

112 2019 | Investment Portfolio AS OF DEC. 31, 2019

BIOGEN INC 2,860.000 699,081.35 848,647.80 BIOTELEMETRY INC 257.000 6,927.33 11,899.10 BIO-TECHNE CORP 293.000 37,539.62 64,316.43 BIOSIG TECHNOLOGIES INC 138.000 1,295.53 812.82 BIOXCEL THERAPEUTICS INC 61.000 668.85 891.21 BIOSPECIFICS TECHNOLOGIES CORP 48.000 2,866.14 2,733.12 BJ’S RESTAURANTS INC 154.000 5,981.36 5,845.84 BLACK KNIGHT INC 1,122.000 54,438.92 72,346.56 BLACKBAUD INC 379.000 28,412.29 30,168.40 BLACKLINE INC 331.000 13,102.20 17,066.36 BLACKROCK INC 30.000 15,347.13 15,081.00 H&R BLOCK INC 10,322.000 268,273.13 242,360.56 BLOOMIN’ BRANDS INC 689.000 13,058.85 15,206.23 BLUCORA INC 269.000 8,315.08 7,031.66 BLUE BIRD CORP 74.000 1,525.58 1,696.08 BLUEROCK RESIDENTIAL GROWTH RE 165.000 1,938.96 1,988.25 BLUEPRINT MEDICINES CORP 376.000 25,886.84 30,121.36 BOINGO WIRELESS INC 359.000 5,297.79 3,931.05 BOISE CASCADE CO 71.000 2,764.64 2,593.63 BOOKING HOLDINGS INC 200.000 424,390.31 410,746.00 BOOT BARN HOLDINGS INC 209.000 5,177.57 9,306.77 BOOZ ALLEN HAMILTON HOLDING CO 1,065.000 42,773.40 75,753.45 BORGWARNER INC 4,200.000 163,630.08 182,196.00 BOSTON BEER CO INC/THE 65.000 20,687.80 24,560.25 BOSTON OMAHA CORP 56.000 1,296.58 1,178.24 BOSTON PROPERTIES INC 2,300.000 304,953.03 317,078.00 BOSTON SCIENTIFIC CORP 3,020.000 80,585.91 136,564.40 BOTTOMLINE TECHNOLOGIES DE INC 332.000 9,937.70 17,795.20 BOX INC 1,110.000 21,543.24 18,625.80 BRADY CORP 2,334.000 79,232.83 133,644.84 BRAEMAR HOTELS & RESORTS INC 2,343.000 47,078.43 20,922.99 BRIDGEBIO PHARMA INC 137.000 3,590.75 4,801.85 BRIDGFORD FOODS CORP 19.000 565.46 471.01 BRIGGS & STRATTON CORP 6,600.000 127,446.00 43,956.00 BRIGHAM MINERALS INC 89.000 1,909.52 1,908.16 BRIGHT HORIZONS FAMILY SOLUTIO 449.000 40,956.25 67,480.21 BRIGHTCOVE INC 320.000 3,579.88 2,780.80 BRIGHTHOUSE FINANCIAL INC 410.000 17,415.12 16,084.30 BRIGHTSPHERE INVESTMENT GROUP 2,510.000 38,987.55 25,652.20 BRINKER INTERNATIONAL INC 2,920.000 113,104.56 122,640.00 BRINK’S CO/THE 391.000 18,608.01 35,455.88 BRISTOL-MYERS SQUIBB CO 6,770.000 366,952.88 434,566.30 BRIXMOR PROPERTY GROUP INC 9,500.000 164,418.99 205,295.00 BROADRIDGE FINANCIAL SOLUTIONS 1,700.000 124,103.01 210,018.00 BROADCOM INC 1,250.000 383,409.55 395,025.00 BROOKLINE BANCORP INC 2,430.000 35,601.40 39,997.80 BROOKS AUTOMATION INC 476.000 13,037.18 19,972.96 BROWN & BROWN INC 707.000 13,717.67 27,912.36 BRUKER CORP 953.000 38,624.92 48,574.41 BUILDERS FIRSTSOURCE INC 4,407.000 82,861.40 111,981.87 BURLINGTON STORES INC 510.000 62,383.26 116,295.30 CBL & ASSOCIATES PROPERTIES IN 10,800.000 157,269.71 11,340.00 CBOE GLOBAL MARKETS INC 600.000 70,629.96 72,000.00 CDK GLOBAL INC 1,256.000 64,440.30 68,678.08 CECO ENVIRONMENTAL CORP 32.000 306.92 245.12 CF INDUSTRIES HOLDINGS INC 170.000 7,940.91 8,115.80 CIT GROUP INC 9,261.000 360,467.67 422,579.43 CME GROUP INC 8,873.000 1,310,898.89 1,780,988.56 CMS ENERGY CORP 3,400.000 151,827.27 213,656.00 CNA FINANCIAL CORP 1,700.000 80,957.57 76,177.00 CNB FINANCIAL CORP/PA 12.000 338.90 392.16 CRA INTERNATIONAL INC 341.000 12,519.22 18,574.27 CNO FINANCIAL GROUP INC 8,900.000 48,861.00 161,357.00 CSG SYSTEMS INTERNATIONAL INC 485.000 24,032.11 25,113.30 CSW INDUSTRIALS INC 581.000 37,317.73 44,737.00 CVB FINANCIAL CORP 3,808.000 91,332.99 82,176.64 CVR ENERGY INC 1,020.000 46,390.34 41,238.60 CVS HEALTH CORP 60.000 3,777.54 4,457.40 CABLE ONE INC 124.000 163,807.86 184,570.28 CABOT CORP 3,700.000 123,589.65 175,824.00 CABOT MICROELECTRONICS CORP 225.000 16,736.98 32,472.00 CACTUS INC 365.000 12,432.42 12,526.80 CADENCE DESIGN SYSTEMS INC 3,780.000 135,743.42 262,180.80 CALAVO GROWERS INC 123.000 8,293.84 11,142.57 CALIFORNIA WATER SERVICE GROUP 351.000 17,771.08 18,097.56 CALITHERA BIOSCIENCES INC 77.000 300.40 439.67 CALIX INC 200.000 1,600.01 1,600.00 CALYXT INC 84.000 1,048.43 588.84 CAMBRIDGE BANCORP 11.000 896.51 879.23 CAMDEN PROPERTY TRUST 2,600.000 262,604.15 275,860.00 CAMPING WORLD HOLDINGS INC 283.000 7,626.59 4,171.42

113 2019 | Investment Portfolio AS OF DEC. 31, 2019

CANTEL MEDICAL CORP 164.000 10,979.80 11,627.60 CAPITAL ONE FINANCIAL CORP 13,850.000 945,603.19 1,425,303.50 CARA THERAPEUTICS INC 265.000 5,357.03 4,269.15 CARDLYTICS INC 105.000 2,727.95 6,600.30 CARDIOVASCULAR SYSTEMS INC 266.000 5,799.65 12,924.94 CARE.COM INC 135.000 2,055.55 2,029.05 CAREER EDUCATION CORP 2,685.000 50,199.91 49,377.15 CAREDX INC 300.000 6,241.28 6,471.00 CARETRUST REIT INC 552.000 13,130.78 11,387.76 CARGURUS INC 575.000 20,313.22 20,228.50 CARLISLE COS INC 382.000 53,727.17 61,822.88 CARRIAGE SERVICES INC 510.000 13,467.72 13,056.00 CARROLS RESTAURANT GROUP INC 15.000 224.21 105.75 CARS.COM INC 70.000 1,380.49 855.40 CARTER’S INC 155.000 15,904.20 16,947.70 CARVANA CO 352.000 19,157.53 32,401.60 CASA SYSTEMS INC 200.000 2,993.60 818.00 CASELLA WASTE SYSTEMS INC 345.000 11,863.26 15,880.35 CASEY’S GENERAL STORES INC 372.000 61,065.87 59,144.28 CASI PHARMACEUTICALS INC 300.000 1,859.23 927.00 CASS INFORMATION SYSTEMS INC 112.000 4,409.57 6,466.88 CASTLE BIOSCIENCES INC 22.000 518.79 756.14 CASTLIGHT HEALTH INC 888.000 2,730.16 1,181.04 CATALYST PHARMACEUTICALS INC 711.000 2,441.36 2,666.25 CATASYS INC 63.000 1,210.83 1,027.53 CATHAY GENERAL BANCORP 2,790.000 112,708.15 106,159.50 CAVCO INDUSTRIES INC 67.000 9,392.04 13,090.46 CEL-SCI CORP 183.000 1,533.40 1,674.45 CELCUITY INC 53.000 1,325.07 563.92 CELLULAR BIOMEDICINE GROUP INC 52.000 1,053.64 841.36 CELSIUS HOLDINGS INC 200.000 987.71 964.00 CENTENE CORP 6,300.000 279,402.07 396,081.00 CENTRAL PACIFIC FINANCIAL CORP 22.000 659.15 650.76 CENTRAL VALLEY COMMUNITY BANCO 200.000 4,343.62 4,334.00 CENTURY BANCORP INC/MA 5.000 439.51 449.80 CENTRIC BRANDS INC 164.000 674.25 355.88 CENTURY COMMUNITIES INC 86.000 2,179.41 2,352.10 CERECOR INC 197.000 1,071.83 1,061.83 CERIDIAN HCM HOLDING INC 578.000 27,367.55 39,234.64 CERNER CORP 1,510.000 85,790.59 110,818.90 CERUS CORP 989.000 7,019.86 4,173.58 CEVA INC 146.000 4,454.43 3,936.16 CHANGE HEALTHCARE INC 192.000 2,547.44 3,146.88 CHANNELADVISOR CORP 208.000 3,278.08 1,880.32 CHARLES RIVER LABORATORIES INT 427.000 49,346.39 65,228.52 CHART INDUSTRIES INC 275.000 21,597.52 18,559.75 CHARTER COMMUNICATIONS INC 6,494.000 2,115,433.95 3,150,109.52 CHASE CORP 57.000 6,041.45 6,753.36 CHECKPOINT THERAPEUTICS INC 218.000 660.81 372.78 CHEESECAKE FACTORY INC/THE 687.000 31,194.59 26,696.82 CHEFS’ WAREHOUSE INC/THE 195.000 4,221.16 7,431.45 CHEGG INC 895.000 16,681.81 33,929.45 CHEMED CORP 872.000 262,800.99 383,034.72 CHEMOCENTRYX INC 307.000 2,075.20 12,141.85 CHEMOURS CO/THE 4,200.000 163,380.85 75,978.00 CHESAPEAKE UTILITIES CORP 124.000 11,162.48 11,882.92 CHIASMA INC 311.000 2,083.62 1,542.56 CHILDREN’S PLACE INC/THE 119.000 11,349.90 7,439.88 CHIMERA INVESTMENT CORP 9,000.000 163,831.94 185,040.00 CHOICE HOTELS INTERNATIONAL IN 113.000 6,583.42 11,687.59 CHROMADEX CORP 300.000 1,128.60 1,293.00 CHURCH & DWIGHT CO INC 614.000 37,328.01 43,188.76 CHUY’S HOLDINGS INC 32.000 1,079.04 829.44 CIENA CORP 3,000.000 93,774.69 128,070.00 CISCO SYSTEMS INC 7,230.000 282,768.10 346,750.80 CIRRUS LOGIC INC 2,960.000 155,988.51 243,933.60 CITIGROUP INC 27,270.000 1,281,942.76 2,178,600.30 CITIZENS FINANCIAL GROUP INC 25,000.000 669,054.20 1,015,250.00 CITRIX SYSTEMS INC 3,300.000 359,104.38 365,970.00 CITY HOLDING CO 14.000 1,067.66 1,147.30 CITY OFFICE REIT INC 6,300.000 80,608.95 85,176.00 CLARUS CORP 109.000 1,574.03 1,478.04 CLEAN HARBORS INC 1,400.000 108,178.00 120,050.00 CLEAR CHANNEL OUTDOOR HOLDINGS 105.000 495.73 300.30 CLEARFIELD INC 64.000 1,280.64 892.16 CLEARWAY ENERGY INC 1,090.000 18,931.56 20,840.80 CLEVELAND-CLIFFS INC 300.000 2,700.10 2,520.00 CLIPPER REALTY INC 100.000 865.12 1,060.00 CLOROX CO/THE 2,000.000 254,898.15 307,080.00 CLOUDERA INC 117.000 1,670.55 1,360.71

114 2019 | Investment Portfolio AS OF DEC. 31, 2019

CLOVIS ONCOLOGY INC 408.000 9,701.33 4,253.40 COASTAL FINANCIAL CORP/WA 47.000 727.15 774.09 COCA-COLA CONSOLIDATED INC 37.000 11,072.30 10,509.85 COCA-COLA CO/THE 12,680.000 597,428.26 701,838.00 CODA OCTOPUS GROUP INC 46.000 600.47 384.10 CODEXIS INC 410.000 4,360.53 6,555.90 COGENT COMMUNICATIONS 326.000 15,138.05 21,454.06 HOLDINGS COGNEX CORP 1,281.000 37,112.13 71,787.24 COHEN & STEERS INC 878.000 52,843.59 55,103.28 COHERUS BIOSCIENCES INC 2,109.000 40,746.78 37,972.55 COLGATE-PALMOLIVE CO 8,730.000 593,131.46 600,973.20 COLLECTORS UNIVERSE INC 66.000 1,409.08 1,521.30 COLLEGIUM PHARMACEUTICAL INC 230.000 5,110.75 4,733.40 COLONY CAPITAL INC 160.000 1,005.50 760.00 COLUMBIA SPORTSWEAR CO 152.000 15,224.51 15,228.88 COLUMBUS MCKINNON CORP/NY 116.000 4,954.14 4,643.48 COMFORT SYSTEMS USA INC 1,412.000 68,623.93 70,388.20 COMCAST CORP 41,470.000 1,423,491.17 1,864,905.90 COMMERCIAL METALS CO 3,650.000 67,968.40 81,285.50 COMMERCIAL VEHICLE GROUP INC 940.000 7,273.44 5,969.00 COMMUNITY BANK SYSTEM INC 400.000 27,531.33 28,376.00 COMMUNITY HEALTHCARE TRUST INC 83.000 3,271.01 3,557.38 COMMVAULT SYSTEMS INC 1,560.000 77,678.37 69,638.40 COMPASS MINERALS INTERNATIONAL 264.000 16,484.43 16,093.44 COMTECH TELECOMMUNICATIONS COR 580.000 16,210.08 20,584.20 CONFORMIS INC 495.000 2,158.82 742.50 CONMED CORP 701.000 62,796.42 78,392.83 CONNECTONE BANCORP INC 54.000 1,201.57 1,388.88 CONSOLIDATED EDISON INC 3,900.000 299,932.80 352,833.00 CONSTELLATION PHARMACEUTICALS 100.000 995.98 4,711.00 CONSTRUCTION PARTNERS INC 47.000 705.97 792.89 CONTINENTAL BUILDING PRODUCTS 1,208.000 36,646.49 44,007.44 COOPER COS INC/THE 800.000 161,770.36 257,032.00 COOPER-STANDARD HOLDINGS INC 1,600.000 162,719.80 53,056.00 COOPER TIRE & RUBBER CO 2,500.000 68,796.53 71,875.00 COPART INC 1,400.000 85,600.88 127,316.00 CORIUM INTL INC & 343.000 0.00 61.74 CORBUS PHARMACEUTICALS HOLDING 514.000 3,245.83 2,796.16 CORCEPT THERAPEUTICS INC 753.000 5,943.22 9,111.30 CORESITE REALTY CORP 223.000 19,719.01 25,002.76 CORENERGY INFRASTRUCTURE TRUST 2,000.000 60,294.44 89,420.00 CORELOGIC INC/UNITED STATES 35.000 1,409.80 1,529.85 CORMEDIX INC 183.000 1,641.74 1,332.24 CORNERSTONE ONDEMAND INC 447.000 20,212.96 26,171.85 CORNING INC 46,500.000 926,981.44 1,353,615.00 CORTEXYME INC 78.000 4,540.95 4,378.92 CORVEL CORP 70.000 4,292.90 6,115.20 COSTCO WHOLESALE CORP 2,010.000 439,515.58 590,779.20 COSTAR GROUP INC 200.000 97,221.00 119,660.00 COUPA SOFTWARE INC 478.000 29,615.80 69,907.50 COVANTA HOLDING CORP 902.000 14,696.47 13,385.68 COWEN INC 100.000 1,459.98 1,575.00 CRACKER BARREL OLD COUNTRY STO 184.000 28,945.98 28,288.16 CRAFT BREW ALLIANCE INC 7.000 58.06 115.50 CRAWFORD & CO 126.000 1,326.83 1,445.22 CREDIT ACCEPTANCE CORP 72.000 23,853.01 31,847.76 CREE INC 62.000 3,483.24 2,861.30 CRINETICS PHARMACEUTICALS INC 86.000 2,150.63 2,157.74 CROCS INC 2,506.000 47,194.23 104,976.34 CROSS COUNTRY HEALTHCARE INC 59.000 553.49 685.58 CROSSFIRST BANKSHARES INC 3.000 43.12 43.26 CROWN CASTLE INTERNATIONAL COR 8,613.000 544,320.23 1,224,337.95 CROWN HOLDINGS INC 591.000 29,959.72 42,871.14 CRYOLIFE INC 283.000 5,769.30 7,666.47 CRYOPORT INC 243.000 3,684.46 3,992.49 CUBESMART 40.000 1,167.92 1,259.20 CUBIC CORP 38.000 2,555.39 2,415.66 CUE BIOPHARMA INC 170.000 1,825.83 2,698.75 CUMMINS INC 10,100.000 1,166,692.22 1,807,496.00 CURO GROUP HOLDINGS CORP 649.000 10,391.00 7,904.82 CURTISS-WRIGHT CORP 3,020.000 259,699.63 425,487.80 CUSTOMERS BANCORP INC 760.000 18,233.24 18,095.60 CUTERA INC 115.000 1,595.05 4,118.15 CYCLERION THERAPEUTICS INC 154.000 2,217.50 418.88 CYMABAY THERAPEUTICS INC 534.000 5,797.46 1,046.64 CYTOKINETICS INC 389.000 4,301.16 4,127.29

115 2019 | Investment Portfolio AS OF DEC. 31, 2019

CYTOSORBENTS CORP 200.000 2,199.43 768.00 CYTOMX THERAPEUTICS INC 380.000 5,587.51 3,157.80 DMC GLOBAL INC 104.000 4,886.12 4,673.76 DASAN ZHONE SOLUTIONS INC 57.000 740.32 505.02 DSP GROUP INC 71.000 1,019.93 1,117.54 DTE ENERGY CO 2,900.000 266,160.54 376,623.00 DXP ENTERPRISES INC/TX 500.000 17,620.29 19,905.00 DANAHER CORP 800.000 59,372.30 122,784.00 DARDEN RESTAURANTS INC 3,400.000 220,858.72 370,634.00 DAVE & BUSTER’S ENTERTAINMENT 232.000 10,387.79 9,319.44 DECIPHERA PHARMACEUTICALS INC 146.000 3,795.83 9,087.04 DECKERS OUTDOOR CORP 1,125.000 173,685.69 189,967.50 DELTA AIR LINES INC 1,600.000 77,400.42 93,568.00 DELUXE CORP 4,160.000 128,425.14 207,667.20 DENALI THERAPEUTICS INC 372.000 7,512.59 6,480.24 DENNY’S CORP 323.000 3,867.01 6,421.24 DERMIRA INC 361.000 8,152.97 5,472.76 DESIGNER BRANDS INC 1,128.000 19,094.44 17,754.72 DEXCOM INC 731.000 79,035.79 159,898.94 DIAMOND HILL INVESTMENT GROUP 22.000 3,117.87 3,090.12 DICERNA PHARMACEUTICALS INC 400.000 5,294.05 8,812.00 DIEBOLD NIXDORF INC 307.000 2,812.50 3,241.92 DIGIMARC CORP 92.000 3,387.92 3,087.52 DIME COMMUNITY BANCSHARES INC 2,800.000 41,754.10 58,492.00 DIGITAL TURBINE INC 600.000 3,000.75 4,278.00 DILLARD’S INC 1,300.000 54,371.23 95,524.00 DINE BRANDS GLOBAL INC 581.000 42,576.61 48,525.12 DIODES INC 4,620.000 162,680.35 260,429.40 DISCOVERY INC 40,300.000 900,021.52 1,228,747.00 DISCOVER FINANCIAL SERVICES 6,600.000 407,643.89 559,812.00 DOCUSIGN INC 1,193.000 58,367.56 88,413.23 DOLBY LABORATORIES INC 65.000 4,199.08 4,472.00 DOLLAR GENERAL CORP 100.000 15,797.89 15,598.00 DOLLAR TREE INC 26,764.000 2,431,140.27 2,517,154.20 DOMINION ENERGY INC 400.000 32,771.32 33,128.00 DOMINO’S PIZZA INC 7,467.000 1,848,949.09 2,193,655.26 DOMO INC 135.000 2,816.68 2,932.20 DOMTAR CORP 3,900.000 138,826.53 149,136.00 DONALDSON CO INC 975.000 40,703.62 56,179.50 DONEGAL GROUP INC 350.000 5,221.58 5,187.00 DONNELLEY FINANCIAL SOLUTIONS 2,184.000 52,695.70 22,866.48 DORMAN PRODUCTS INC 209.000 14,252.06 15,825.48 DOUGLAS DYNAMICS INC 866.000 41,330.15 47,630.00 DOVER CORP 810.000 77,446.77 93,360.60 DRIVE SHACK INC 379.000 2,266.60 1,387.14 DUCOMMUN INC 348.000 15,531.82 17,584.44 DULUTH HOLDINGS INC 110.000 1,886.98 1,158.30 DUNKIN’ BRANDS GROUP INC 4,099.000 285,843.25 309,638.46 DYCOM INDUSTRIES INC 188.000 17,681.40 8,864.20 DYNATRACE INC 395.000 9,167.23 9,993.50 DYNAVAX TECHNOLOGIES CORP 570.000 7,033.95 3,260.40 ELF BEAUTY INC 31.000 757.60 500.03 EOG RESOURCES INC 2,140.000 211,871.19 179,246.40 EAGLE BANCORP INC 14.000 767.80 680.82 EVO PAYMENTS INC 273.000 8,001.82 7,209.93 EVI INDUSTRIES INC 40.000 1,530.85 1,081.60 EAGLE MATERIALS INC 273.000 22,994.65 24,750.18 EAGLE PHARMACEUTICALS INC/DE 72.000 3,720.60 4,325.76 EASTERLY GOVERNMENT PROPERTIES 152.000 3,038.30 3,606.96 EASTERN CO/THE 120.000 3,585.75 3,663.60 EASTGROUP PROPERTIES INC 1,349.000 145,799.23 178,971.83 EATON VANCE CORP 3,450.000 143,277.00 161,080.50 EBAY INC 5,100.000 195,805.50 184,161.00 EBIX INC 183.000 9,757.56 6,114.03 ECOLAB INC 800.000 96,109.24 154,392.00 EDISON INTERNATIONAL 1,000.000 72,154.69 75,410.00 EDITAS MEDICINE INC 1,385.000 41,144.02 41,009.85 EDWARDS LIFESCIENCES CORP 770.000 133,258.83 179,633.30 EGAIN CORP 199.000 2,050.76 1,576.08 EHEALTH INC 173.000 14,895.52 16,621.84 EIDOS THERAPEUTICS INC 91.000 1,467.74 5,222.49 EIGER BIOPHARMACEUTICALS INC 182.000 1,929.98 2,711.80 8X8 INC 726.000 11,242.67 13,285.80 EL PASO ELECTRIC CO 483.000 28,780.09 32,790.87 ELEMENT SOLUTIONS INC 648.000 8,053.20 7,568.64 ELEVATE CREDIT INC 63.000 541.83 280.35 ELOXX PHARMACEUTICALS INC 125.000 2,275.93 920.00 EMCOR GROUP INC 2,074.000 161,105.25 178,986.20 EMERGENT BIOSOLUTIONS INC 359.000 16,682.88 19,368.05 EMPLOYERS HOLDINGS INC 1,000.000 42,600.11 41,750.00

116 2019 | Investment Portfolio AS OF DEC. 31, 2019

ENANTA PHARMACEUTICALS INC 133.000 14,745.21 8,216.74 ENCOMPASS HEALTH CORP 4,986.000 323,550.61 345,380.22 ENDOLOGIX INC 1.000 45.58 1.58 ENERGY RECOVERY INC 302.000 3,219.27 2,956.58 ENDURANCE INTERNATIONAL GROUP 509.000 4,015.98 2,392.30 ENERGOUS CORP 214.000 2,597.32 378.78 ENERSYS 219.000 15,243.18 16,387.77 ENNIS INC 790.000 15,926.79 17,103.50 ENOCHIAN BIOSCIENCES INC 40.000 180.05 200.80 ENPHASE ENERGY INC 3,572.000 93,836.82 93,336.36 ENPRO INDUSTRIES INC 19.000 1,254.92 1,270.72 ENOVA INTERNATIONAL INC 1,198.000 32,113.76 28,823.88 ENSIGN GROUP INC/THE 392.000 11,839.29 17,785.04 ENTEGRIS INC 1,058.000 23,766.81 52,995.22 ENTEGRA FINANCIAL CORP 11.000 331.33 331.76 ENTERCOM COMMUNICATIONS CORP 15,800.000 110,362.16 73,312.00 ENTERPRISE FINANCIAL SERVICES 910.000 11,120.20 43,871.10 ENTRAVISION COMMUNICATIONS COR 116.000 842.16 303.92 ENVESTNET INC 370.000 16,750.19 25,763.10 EPAM SYSTEMS INC 405.000 35,892.20 85,924.80 ENVISTA HOLDINGS CORP 712.000 20,271.47 21,103.68 EPLUS INC 91.000 3,827.00 7,670.39 EPIZYME INC 440.000 5,142.38 10,824.00 EQUITRANS MIDSTREAM CORP 162.000 3,193.22 2,164.32 EQUITY COMMONWEALTH 4,400.000 148,378.00 144,452.00 EQUITY LIFESTYLE PROPERTIES IN 6,956.000 262,394.94 489,632.84 EQUITY RESIDENTIAL 3,300.000 216,752.14 267,036.00 ERIE INDEMNITY CO 127.000 21,829.01 21,082.00 ESCO TECHNOLOGIES INC 186.000 15,366.73 17,205.00 ESPERION THERAPEUTICS INC 187.000 7,957.46 11,150.81 ESQUIRE FINANCIAL HOLDINGS INC 26.000 653.93 677.82 ESSENTIAL PROPERTIES REALTY TR 77.000 1,670.41 1,910.37 ESSEX PROPERTY TRUST INC 900.000 240,383.42 270,774.00 ETHAN ALLEN INTERIORS INC 2,500.000 90,912.42 47,650.00 ETSY INC 938.000 24,616.75 41,553.40 EURONET WORLDWIDE INC 391.000 51,050.63 61,605.96 EVELO BIOSCIENCES INC 21.000 169.34 85.26 EVENTBRITE INC 283.000 4,584.64 5,708.11 EVERCORE INC 1,864.000 96,173.74 139,352.64 EVERBRIDGE INC 262.000 11,174.61 20,456.96 EVERGY INC 4,900.000 307,405.83 318,941.00 EVERQUOTE INC 78.000 1,014.05 2,679.30 EVOFEM BIOSCIENCES INC 126.000 836.70 777.42 EVOLUTION PETROLEUM CORP 214.000 1,166.30 1,170.58 EVOLENT HEALTH INC 89.000 2,225.65 805.45 EVOLUS INC 100.000 2,045.67 1,217.00 EVOQUA WATER TECHNOLOGIES CORP 583.000 11,505.24 11,047.85 EXACT SCIENCES CORP 1,091.000 52,846.24 100,895.68 EXELON CORP 9,200.000 334,213.05 419,428.00 EXELIXIS INC 951.000 16,321.37 16,756.62 EXELA TECHNOLOGIES INC 300.000 1,526.93 122.31 EXLSERVICE HOLDINGS INC 264.000 13,233.22 18,337.44 EXP WORLD HOLDINGS INC 124.000 1,380.33 1,404.92 EXPONENT INC 2,021.000 124,566.17 139,469.21 EXTREME NETWORKS INC 869.000 4,277.18 6,404.53 EYEPOINT PHARMACEUTICALS INC 407.000 667.99 630.85 FBL FINANCIAL GROUP INC 520.000 16,839.93 30,643.60 FLIR SYSTEMS INC 83.000 3,126.66 4,321.81 FNB CORP/PA 2,420.000 27,515.00 30,734.00 FB FINANCIAL CORP 57.000 2,080.06 2,256.63 FS BANCORP INC 7.000 363.10 446.53 FTS INTERNATIONAL INC 146.000 814.64 151.84 FTI CONSULTING INC 1,207.000 103,117.07 133,566.62 FACEBOOK INC 9,469.000 1,442,832.96 1,943,512.25 FACTSET RESEARCH SYSTEMS INC 293.000 60,388.00 78,611.90 FAIR ISAAC CORP 422.000 69,658.04 158,114.96 FALCON MINERALS CORP 69.000 579.72 487.14 FARO TECHNOLOGIES INC 121.000 5,755.03 6,092.35 FATE THERAPEUTICS INC 400.000 5,324.81 7,828.00 FEDERAL AGRICULTURAL MORTGAGE 1,621.000 53,983.98 135,353.50 FEDERAL SIGNAL CORP 2,295.000 61,501.22 74,013.75 FEDERATED INVESTORS INC 3,767.000 97,443.67 122,766.53 FEDEX CORP 4,200.000 645,412.10 635,082.00 FEDNAT HOLDING CO 28.000 632.28 465.64 FERRO CORP 496.000 6,428.16 7,355.68 FIBROGEN INC 536.000 17,391.44 22,989.04 FIDELITY D&D BANCORP INC 11.000 739.21 684.31 FIDELITY NATIONAL INFORMATION 500.000 51,751.46 69,545.00 FIDELITY NATIONAL FINANCIAL IN 1,310.000 52,917.71 59,408.50 FIFTH THIRD BANCORP 10,600.000 244,353.03 325,844.00

117 2019 | Investment Portfolio AS OF DEC. 31, 2019

FIREEYE INC 1,553.000 24,405.79 25,671.09 FIRST AMERICAN FINANCIAL CORP 5,080.000 266,131.88 296,265.60 FIRST BANCORP/SOUTHERN PINES N 910.000 32,453.79 36,318.10 FIRST CAPITAL INC 5.000 252.83 365.00 FIRST CITIZENS BANCSHARES INC/ 400.000 168,458.19 212,884.00 FIRST COMMUNITY BANKSHARES INC 480.000 15,646.55 14,889.60 FIRST DEFIANCE FINANCIAL CORP 600.000 16,854.06 18,894.00 FIRST FINANCIAL BANKSHARES INC 4,999.000 148,953.90 175,464.90 FIRST FINANCIAL CORP/IN 16.000 696.76 731.52 FIRST FOUNDATION INC 80.000 952.40 1,392.00 FIRST HAWAIIAN INC 3,860.000 107,370.42 111,361.00 FIRST HORIZON NATIONAL CORP 10,872.000 172,928.92 180,040.32 FIRST INDUSTRIAL REALTY TRUST 4,157.000 148,660.91 172,557.07 FIRST MERCHANTS CORP 1,480.000 57,268.94 61,553.20 1ST SOURCE CORP 440.000 22,344.04 22,827.20 FIRSTCASH INC 326.000 29,233.91 26,285.38 FITBIT INC 405.000 2,650.98 2,660.85 FIVE BELOW INC 428.000 34,011.04 54,724.08 FIVE9 INC 2,289.000 101,429.87 150,112.62 FLEXION THERAPEUTICS INC 257.000 4,299.16 5,319.90 FLOOR & DECOR HOLDINGS INC 533.000 22,192.40 27,081.73 FLUOR CORP 13,600.000 417,284.47 256,768.00 FLOWERS FOODS INC 9,800.000 201,198.44 213,052.00 FLOWSERVE CORP 221.000 11,644.77 10,999.17 FLUENT INC 305.000 1,640.94 762.50 FLUIDIGM CORP 536.000 6,248.07 1,865.28 FOCUS FINANCIAL PARTNERS INC 235.000 6,991.55 6,925.45 FOOT LOCKER INC 3,100.000 83,746.21 120,869.00 FORESCOUT TECHNOLOGIES INC 315.000 10,197.64 10,332.00 FORMFACTOR INC 39.000 423.35 1,012.83 FORRESTER RESEARCH INC 82.000 3,667.42 3,419.40 FORTINET INC 380.000 29,194.52 40,568.80 FORTERRA INC 110.000 1,637.54 1,271.60 FORTUNE BRANDS HOME & SECURITY 347.000 21,835.54 22,672.98 FORTY SEVEN INC 165.000 1,870.93 6,496.05 FORWARD AIR CORP 223.000 10,706.41 15,598.85 LB FOSTER CO 331.000 8,762.62 6,414.78 FOUNDATION BUILDING MATERIALS 480.000 7,861.17 9,288.00 FOUR CORNERS PROPERTY TRUST IN 531.000 12,580.06 14,968.89 FOX FACTORY HOLDING CORP 292.000 9,704.47 20,314.44 FRANKLIN COVEY CO 69.000 1,132.98 2,223.87 FRANKLIN ELECTRIC CO INC 339.000 13,380.74 19,431.48 FRANKLIN STREET PROPERTIES COR 14,900.000 170,022.20 127,544.00 FRESHPET INC 265.000 4,451.63 15,658.85 FULCRUM THERAPEUTICS INC 28.000 254.70 465.92 HB FULLER CO 294.000 13,677.53 15,161.58 FULTON FINANCIAL CORP 660.000 10,382.33 11,503.80 FUNKO INC 145.000 2,314.07 2,488.20 GAMCO INVESTORS INC 46.000 881.88 896.54 GCP APPLIED TECHNOLOGIES INC 419.000 12,089.21 9,515.49 GWG HOLDINGS INC 28.000 199.96 274.96 G1 THERAPEUTICS INC 162.000 6,068.57 4,281.66 GTT COMMUNICATIONS INC 276.000 7,592.55 3,132.60 GMS INC 119.000 3,504.01 3,222.52 GALECTIN THERAPEUTICS INC 288.000 1,195.56 823.68 ARTHUR J GALLAGHER & CO 4,670.000 219,720.96 444,724.10 GAMESTOP CORP 2,161.000 47,451.65 13,138.88 GENCOR INDUSTRIES INC 22.000 286.03 256.74 GENERAC HOLDINGS INC 1,488.000 93,146.49 149,677.92 GENERAL MILLS INC 5,100.000 277,638.27 273,156.00 GENERAL MOTORS CO 58,100.000 2,045,140.90 2,126,460.00 GENESCO INC 2,200.000 102,611.57 105,424.00 GENESIS HEALTHCARE INC 492.000 1,209.96 806.88 GENIE ENERGY LTD 59.000 628.43 456.07 GENMARK DIAGNOSTICS INC 473.000 4,586.93 2,275.13 GENWORTH FINANCIAL INC 4,940.000 18,809.13 21,736.00 GENTHERM INC 1,302.000 52,461.51 57,795.78 GIBRALTAR INDUSTRIES INC 1,000.000 54,039.20 50,440.00 GILEAD SCIENCES INC 150.000 10,358.49 9,747.00 GLACIER BANCORP INC 1,102.000 30,555.71 50,680.98 GLADSTONE COMMERCIAL CORP 68.000 1,443.05 1,486.48 GLAUKOS CORP 306.000 12,800.65 16,667.82 GLOBAL BLOOD THERAPEUTICS INC 446.000 14,613.78 35,452.54 GLOBAL WATER RESOURCES INC 100.000 963.56 1,315.00 GLOBUS MEDICAL INC 589.000 17,577.38 34,680.32 GLU MOBILE INC 941.000 6,364.37 5,693.05 GLYCOMIMETICS INC 297.000 3,844.21 1,571.13 GOGO INC 387.000 3,068.28 2,476.80 GOLDMAN SACHS GROUP INC/THE 9,200.000 1,848,914.87 2,115,356.00

118 2019 | Investment Portfolio AS OF DEC. 31, 2019

GOODRICH PETROLEUM CORP 59.000 766.14 592.36 GOODYEAR TIRE & RUBBER CO/THE 40,600.000 1,108,783.03 631,533.00 GOOSEHEAD INSURANCE INC 87.000 4,158.66 3,688.80 GOPRO INC 928.000 6,787.26 4,027.52 GORMAN-RUPP CO/THE 33.000 1,083.43 1,237.50 GOSSAMER BIO INC 177.000 3,908.55 2,766.51 WR GRACE & CO 451.000 33,191.54 31,502.35 GRACO INC 1,290.000 39,936.17 67,080.00 GRAHAM CORP 84.000 1,470.26 1,837.92 GRAHAM HOLDINGS CO 200.000 124,698.87 127,798.00 GRAND CANYON EDUCATION INC 124.000 11,978.94 11,877.96 GRANITE CONSTRUCTION INC 54.000 2,782.54 1,494.18 GRAY TELEVISION INC 286.000 4,687.56 6,131.84 GREAT LAKES DREDGE & DOCK CORP 2,318.000 25,526.33 26,262.94 GREAT WESTERN BANCORP INC 100.000 3,681.50 3,474.00 GREEN BRICK PARTNERS INC 767.000 8,651.82 8,805.16 GREEN DOT CORP 300.000 12,953.12 6,990.00 GREENE COUNTY BANCORP INC 26.000 764.95 748.54 GREENHILL & CO INC 110.000 2,763.57 1,878.80 GREENLANE HOLDINGS INC 59.000 565.97 192.05 GRIFFIN INDUSTRIAL REALTY INC 1.000 37.25 39.55 GRITSTONE ONCOLOGY INC 57.000 635.05 511.29 GROCERY OUTLET HOLDING CORP 48.000 1,713.38 1,557.60 GROUP 1 AUTOMOTIVE INC 1,500.000 130,525.85 150,000.00 GROUPON INC 3,501.000 16,077.12 8,367.39 GTX INC 57.000 0.00 94.05 GRUBHUB INC 708.000 37,746.34 34,437.12 GUARDANT HEALTH INC 283.000 19,532.01 22,113.62 GUESS? INC 50.000 870.50 1,119.00 GUIDEWIRE SOFTWARE INC 637.000 53,732.49 69,923.49 GULFPORT ENERGY CORP 11,400.000 131,897.25 34,656.00 H&E EQUIPMENT SERVICES INC 1,184.000 31,867.36 39,581.12 HCA HEALTHCARE INC 4,800.000 585,375.44 709,488.00 HF FOODS GROUP INC 66.000 2,296.39 1,287.00 HMS HOLDINGS CORP 3,643.000 108,544.92 107,832.80 HNI CORP 264.000 13,052.00 9,889.44 HABIT RESTAURANTS INC/THE 707.000 7,820.84 7,374.01 HACKETT GROUP INC/THE 191.000 2,850.00 3,082.74 HAEMONETICS CORP 396.000 22,179.84 45,500.40 HALLMARK FINANCIAL SERVICES IN 560.000 7,074.14 9,839.20 HALOZYME THERAPEUTICS INC 1,109.000 13,387.99 19,662.57 HAMILTON BEACH BRANDS HOLDING 60.000 1,143.08 1,146.00 HAMILTON LANE INC 170.000 6,829.62 10,132.00 HANCOCK WHITNEY CORP 4,410.000 146,054.22 193,510.80 HANESBRANDS INC 2,197.000 47,778.68 32,625.45 HANGER INC 3,035.000 56,996.79 83,796.35 HANMI FINANCIAL CORP 3,633.000 78,094.71 72,641.84 HANNON ARMSTRONG SUSTAINABLE I 39.000 1,099.02 1,255.02 HANOVER INSURANCE GROUP INC/ TH 2,810.000 247,457.10 384,042.70 HARBORONE BANCORP INC 919.000 9,350.03 10,099.81 HARLEY-DAVIDSON INC 12,400.000 609,620.48 461,156.00 HARPOON THERAPEUTICS INC 30.000 389.93 443.70 HARSCO CORP 617.000 11,019.67 14,197.17 HARTFORD FINANCIAL SERVICES GR 3,500.000 209,300.36 212,695.00 HASBRO INC 26,652.000 2,562,995.60 2,814,717.72 HAWAIIAN ELECTRIC INDUSTRIES I 4,300.000 171,869.54 201,498.00 HAWAIIAN HOLDINGS INC 5,050.000 61,199.01 147,914.50 HEALTHCARE SERVICES GROUP INC 576.000 21,895.05 14,008.32 HEALTHSTREAM INC 76.000 1,922.06 2,067.20 HEALTH INSURANCE INNOVATIONS I 64.000 2,072.29 1,234.56 HEALTH CATALYST INC 54.000 2,055.29 1,873.80 HEALTHEQUITY INC 2,673.000 168,231.60 197,989.11 HEARTLAND EXPRESS INC 18.000 334.99 378.90 HEICO CORP 670.000 87,092.73 76,480.50 HEIDRICK & STRUGGLES INTERNATI 606.000 19,016.10 19,695.00 HELIOS TECHNOLOGIES INC 227.000 8,650.75 10,494.21 HEMISPHERE MEDIA GROUP INC 121.000 1,554.66 1,787.17 JACK HENRY & ASSOCIATES INC 930.000 93,103.13 135,473.10 HERITAGE COMMERCE CORP 34.000 587.82 436.22 HERC HOLDINGS INC 14.000 519.61 685.16 HERITAGE-CRYSTAL CLEAN INC 83.000 2,183.73 2,603.71 HERITAGE INSURANCE HOLDINGS IN 33.000 508.58 437.25 HERON THERAPEUTICS INC 638.000 15,547.87 14,986.62 HERSHA HOSPITALITY TRUST 4,400.000 112,389.69 64,020.00 HERSHEY CO/THE 2,800.000 260,587.38 411,544.00 HESKA CORP 54.000 2,297.70 5,180.76 HESS CORP 16,500.000 845,346.45 1,102,365.00 HEWLETT PACKARD ENTERPRISE CO 83,300.000 1,076,997.27 1,321,138.00 HEXCEL CORP 3,539.000 239,580.70 259,444.09 HIBBETT SPORTS INC 587.000 9,524.21 16,459.48

119 2019 | Investment Portfolio AS OF DEC. 31, 2019

HIGHWOODS PROPERTIES INC 4,720.000 219,732.38 230,855.20 HILL-ROM HOLDINGS INC 3,373.000 199,411.81 382,936.69 HILLENBRAND INC 2,579.000 110,243.05 85,906.49 HILLTOP HOLDINGS INC 2,212.000 53,574.27 55,145.16 HILTON GRAND VACATIONS INC 97.000 3,652.19 3,335.83 HILTON WORLDWIDE HOLDINGS INC 270.000 24,151.09 29,945.70 HINGHAM INSTITUTION FOR SAVING 4.000 524.00 840.80 HOLLYFRONTIER CORP 3,560.000 204,876.04 180,527.60 HOLOGIC INC 1,900.000 94,316.50 99,199.00 HOME BANCORP INC 240.000 9,589.25 9,405.60 HOME BANCSHARES INC/AR 4,810.000 89,825.71 94,564.60 HOME DEPOT INC/THE 4,907.000 842,578.05 1,071,590.66 HOMESTREET INC 619.000 19,254.60 21,046.00 HOMETRUST BANCSHARES INC 43.000 1,081.07 1,153.69 HOMOLOGY MEDICINES INC 188.000 3,973.52 3,891.60 HONEYWELL INTERNATIONAL INC 6,170.000 797,526.02 1,092,090.00 HOOKER FURNITURE CORP 7.000 144.25 179.83 HOOKIPA PHARMA INC 36.000 242.47 440.28 HOPE BANCORP INC 3,750.000 54,615.00 55,725.00 HORACE MANN EDUCATORS CORP 1,380.000 57,168.57 60,250.80 HORMEL FOODS CORP 3,600.000 156,087.75 162,396.00 HOSTESS BRANDS INC 1,420.000 19,223.94 20,646.80 HOULIHAN LOKEY INC 837.000 36,077.77 40,904.19 HOWARD HUGHES CORP/THE 95.000 12,634.10 12,046.00 HUBBELL INC 233.000 25,377.09 34,442.06 HUBSPOT INC 311.000 32,370.71 49,293.50 HUDSON PACIFIC PROPERTIES INC 1,600.000 53,894.80 60,240.00 HUMANA INC 300.000 110,837.49 109,956.00 HUNTSMAN CORP 8,900.000 130,328.12 215,024.00 HURON CONSULTING GROUP INC 24.000 1,209.22 1,649.28 IDT CORP 114.000 1,079.72 821.94 ICF INTERNATIONAL INC 87.000 6,333.71 7,970.94 IAA INC 940.000 26,714.85 44,236.40 ICU MEDICAL INC 46.000 5,370.96 8,607.52 IES HOLDINGS INC 38.000 716.35 975.08 IRHYTHM TECHNOLOGIES INC 196.000 12,330.97 13,345.64 ISTAR INC 340.000 4,223.23 4,933.40 ITT INC 340.000 20,020.83 25,129.40 IBERIABANK CORP 1,620.000 120,413.26 121,224.60 IDEANOMICS INC 456.000 1,122.33 390.20 IDEX CORP 834.000 112,018.18 143,448.00 ILLINOIS TOOL WORKS INC 830.000 121,609.68 149,092.90 ILLUMINA INC 6,298.000 1,670,265.01 2,089,298.52 IMMUNOGEN INC 511.000 3,146.69 2,608.66 IMMUNOMEDICS INC 1,229.000 20,631.40 26,005.64 IMPINJ INC 107.000 4,035.09 2,767.02 INCYTE CORP 1,810.000 154,363.38 158,049.20 INDEPENDENT BANK CORP 26.000 1,823.91 2,164.50 INDEPENDENT BANK CORP/MI 54.000 1,176.73 1,223.10 INDEPENDENT BANK GROUP INC 69.000 4,697.08 3,825.36 INDUSTRIAL LOGISTICS PROPERTIE 2,700.000 52,677.01 60,534.00 INGEVITY CORP 326.000 17,189.50 28,485.88 INGLES MARKETS INC 4,040.000 151,024.75 191,940.40 INGREDION INC 3,600.000 407,823.16 334,620.00 INSIGHT ENTERPRISES INC 1,201.000 61,051.75 84,418.29 INSMED INC 685.000 11,072.86 16,357.80 INNOSPEC INC 913.000 76,930.71 94,440.72 INPHI CORP 1,278.000 72,067.63 94,597.56 INOVIO PHARMACEUTICALS INC 825.000 6,093.39 2,722.50 INSPIRE MEDICAL SYSTEMS INC 100.000 4,573.31 7,421.00 INSPERITY INC 287.000 18,942.17 24,693.48 INOGEN INC 142.000 19,160.57 9,702.86 INSTALLED BUILDING PRODUCTS IN 872.000 46,929.73 60,054.64 INOVALON HOLDINGS INC 2,745.000 46,448.78 51,660.90 INNOVIVA INC 498.000 6,518.85 7,051.68 INSTRUCTURE INC 262.000 8,409.43 12,631.02 INNOVATIVE INDUSTRIAL PROPERTI 83.000 9,966.80 6,297.21 INSULET CORP 464.000 25,424.59 79,436.80 INTEL CORP 13,060.000 709,406.76 781,641.00 INTELLIGENT SYSTEMS CORP 53.000 1,525.94 2,116.82 INTEGER HOLDINGS CORP 188.000 12,518.29 15,120.84 INTELLIA THERAPEUTICS INC 200.000 5,782.25 2,934.00 INTER PARFUMS INC 176.000 9,421.41 12,796.96 INTERCEPT PHARMACEUTICALS INC 192.000 27,613.80 23,792.64 INTERCONTINENTAL EXCHANGE INC 3,200.000 296,177.31 296,160.00 INTERFACE INC 419.000 7,224.79 6,951.21 INTERDIGITAL INC 247.000 15,032.15 13,459.03 INTERNATIONAL BANCSHARES CORP 1,730.000 68,366.06 74,511.10 INTERNATIONAL BUSINESS MACHINE 4,100.000 603,899.29 549,564.00 INTERNATIONAL MONEY EXPRESS IN 100.000 1,410.18 1,204.00 INTERNATIONAL PAPER CO 26,900.000 1,244,872.77 1,238,745.00

120 2019 | Investment Portfolio AS OF DEC. 31, 2019

INTERPUBLIC GROUP OF COS INC/T 13,468.000 290,617.57 311,110.80 INTERSECT ENT INC 251.000 3,975.84 6,249.90 INTRA-CELLULAR THERAPIES INC 200.000 3,730.57 6,862.00 INTUITIVE SURGICAL INC 320.000 147,158.63 189,168.00 INTUIT INC 2,201.000 258,562.57 576,507.93 INTRICON CORP 50.000 2,084.50 900.00 INTREXON CORP 142.000 2,947.52 778.16 INVESTAR HOLDING CORP 28.000 667.84 672.00 INVESTORS BANCORP INC 7,150.000 88,337.47 85,192.25 INVESTORS TITLE CO 3.000 501.00 475.05 INVITAE CORP 671.000 8,291.46 10,823.23 IONIS PHARMACEUTICALS INC 1,000.000 35,277.23 60,410.00 IOVANCE BIOTHERAPEUTICS INC 889.000 13,619.41 24,607.52 IRADIMED CORP 41.000 838.50 958.58 IQVIA HOLDINGS INC 23,158.000 2,033,322.44 3,578,142.58 IROBOT CORP 213.000 15,205.44 10,784.19 IRON MOUNTAIN INC 249.000 7,794.01 7,935.63 IRONWOOD PHARMACEUTICALS INC 1,191.000 14,818.51 15,852.21 ITERIS INC 309.000 1,882.05 1,541.91 I3 VERTICALS INC 111.000 2,502.81 3,135.75 ITRON INC 263.000 11,410.17 22,078.85 J&J SNACK FOODS CORP 589.000 102,554.31 108,535.03 JPMORGAN CHASE & CO 2,351.000 187,887.58 327,729.40 JABIL INC 11,109.000 308,589.61 459,134.97 JACK IN THE BOX INC 831.000 73,226.42 64,842.93 JAGGED PEAK ENERGY INC 286.000 3,557.55 2,428.14 JELD-WEN HOLDING INC 450.000 14,478.75 10,534.50 JETBLUE AIRWAYS CORP 8,506.000 172,260.70 159,232.32 JOHN BEAN TECHNOLOGIES CORP 572.000 46,849.17 64,441.52 JOHNSON & JOHNSON 11,014.000 1,193,465.04 1,606,612.18 JOHNSON OUTDOORS INC 24.000 1,789.71 1,840.80 JOINT CORP/THE 101.000 1,838.43 1,630.14 JONES LANG LASALLE INC 46.000 6,482.78 8,008.14 J2 GLOBAL INC 1,925.000 157,872.56 180,391.75 JUNIPER NETWORKS INC 5,600.000 161,748.06 137,928.00 KAR AUCTION SERVICES INC 943.000 15,947.76 20,547.97 KBR INC 4,400.000 116,178.30 134,200.00 KKR & CO INC 83,655.000 2,166,704.25 2,440,216.35 K12 INC 29.000 881.91 590.15 KVH INDUSTRIES INC 22.000 239.17 244.86 KADANT INC 85.000 6,064.10 8,953.90 KADMON HOLDINGS INC 915.000 3,129.96 4,144.95 KAISER ALUMINUM CORP 894.000 73,248.60 99,135.66 KALA PHARMACEUTICALS INC 100.000 1,536.54 369.00 KALEIDO BIOSCIENCES INC 51.000 591.36 256.02 KALVISTA PHARMACEUTICALS INC 90.000 1,993.57 1,602.90 KAMAN CORP 890.000 56,467.96 58,668.80 KARUNA THERAPEUTICS INC 28.000 471.55 2,109.52 KARYOPHARM THERAPEUTICS INC 432.000 6,597.24 8,281.44 KB HOME 2,813.000 92,578.51 96,401.51 KEARNY FINANCIAL CORP/MD 200.000 2,820.25 2,766.00 KELLOGG CO 2,000.000 142,246.65 138,320.00 KEMPER CORP 1,139.000 98,331.60 88,272.50 KENNEDY-WILSON HOLDINGS INC 476.000 9,515.88 10,614.80 KEYCORP 11,700.000 96,560.47 236,808.00 KEZAR LIFE SCIENCES INC 6.000 22.07 24.06 KFORCE INC 175.000 4,636.73 6,947.50 KIMBALL INTERNATIONAL INC 1,325.000 26,117.02 27,387.75 KIMBALL ELECTRONICS INC 22.000 357.31 386.10 KIMBERLY-CLARK CORP 2,800.000 381,997.64 385,140.00 KINDRED BIOSCIENCES INC 257.000 2,421.20 2,179.36 KINSALE CAPITAL GROUP INC 157.000 7,477.03 15,960.62 KNOLL INC 1,138.000 29,973.84 28,745.88 KODIAK SCIENCES INC 184.000 1,762.64 13,238.80 KOHL’S CORP 3,200.000 156,848.74 163,040.00 KONTOOR BRANDS INC 82.000 2,297.81 3,443.18 KOPPERS HOLDINGS INC 95.000 3,003.90 3,630.90 KORN FERRY 1,087.000 58,145.35 46,088.80 KOSMOS ENERGY LTD 106,300.000 868,680.50 605,910.00 KRATOS DEFENSE & SECURITY SOLU 698.000 12,599.17 12,570.98 KRATON CORP 69.000 3,171.16 1,747.08 KROGER CO/THE 100.000 2,908.83 2,899.00 KRYSTAL BIOTECH INC 89.000 3,515.40 4,928.82 KURA ONCOLOGY INC 287.000 4,211.91 3,946.25 KURA SUSHI USA INC 14.000 273.65 356.30 L BRANDS INC 279.000 7,282.25 5,055.48 LHC GROUP INC 232.000 20,470.54 31,960.32 LGI HOMES INC 155.000 8,237.46 10,950.75 LCI INDUSTRIES 187.000 17,112.24 20,033.31 LPL FINANCIAL HOLDINGS INC 682.000 33,007.30 62,914.50 LTC PROPERTIES INC 150.000 6,848.67 6,715.50

121 2019 | Investment Portfolio AS OF DEC. 31, 2019

L3HARRIS TECHNOLOGIES INC 2,080.000 408,899.35 411,569.60 LA JOLLA PHARMACEUTICAL CO 139.000 3,004.88 546.27 LA-Z-BOY INC 139.000 4,200.58 4,375.72 LADENBURG THALMANN FINANCIAL S 949.000 3,340.79 3,302.52 LAKELAND FINANCIAL CORP 140.000 6,662.03 6,850.20 LAMAR ADVERTISING CO 668.000 47,601.55 59,625.68 LAMB WESTON HOLDINGS INC 295.000 18,691.57 25,378.85 LANCASTER COLONY CORP 816.000 98,799.79 130,641.60 LANDSTAR SYSTEM INC 1,377.000 144,168.37 156,798.99 LANNETT CO INC 5,800.000 209,754.25 51,156.00 LANTHEUS HOLDINGS INC 3,796.000 56,367.33 77,855.96 LAREDO PETROLEUM INC 6,620.000 39,583.16 18,999.40 LATTICE SEMICONDUCTOR CORP 4,876.000 80,861.56 93,326.64 ESTEE LAUDER COS INC/THE 530.000 91,452.25 109,466.20 LAUREATE EDUCATION INC 3,000.000 48,800.37 52,830.00 LAWSON PRODUCTS INC/DE 37.000 1,359.06 1,927.70 LEAF GROUP LTD 100.000 1,139.63 400.00 LEAR CORP 1,500.000 88,986.67 205,800.00 LEGACY HOUSING CORP 24.000 298.79 399.36 LEGG MASON INC 5,180.000 174,910.88 186,013.80 LEIDOS HOLDINGS INC 100.000 8,115.50 9,789.00 LEMAITRE VASCULAR INC 100.000 2,135.65 3,595.00 LENDINGTREE INC 60.000 6,058.80 18,206.40 LENNOX INTERNATIONAL INC 250.000 48,016.05 60,992.50 LEXICON PHARMACEUTICALS INC 306.000 4,993.92 1,269.90 LEXINGTON REALTY TRUST 14,470.000 137,409.78 153,671.40 LIBERTY OILFIELD SERVICES INC 102.000 1,884.25 1,134.24 LIBERTY MEDIA CORP-LIBERTY BRA 77.000 1,964.37 2,283.05 LIBERTY MEDIA CORP-LIBERTY BRA 279.000 7,666.17 8,241.66 LIBERTY TRIPADVISOR HOLDINGS I 2,832.000 34,204.87 20,815.20 LIGAND PHARMACEUTICALS INC 24.000 3,799.67 2,502.96 LIFEVANTAGE CORP 552.000 7,577.07 8,616.72 LIFE STORAGE INC 1,500.000 158,662.46 162,420.00 ELI LILLY & CO 9,430.000 678,987.41 1,239,384.90 LIMELIGHT NETWORKS INC 433.000 1,776.89 1,766.64 LIMONEIRA CO 23.000 406.87 442.29 LINCOLN ELECTRIC HOLDINGS INC 435.000 32,923.01 42,077.55 LINCOLN NATIONAL CORP 3,200.000 74,764.72 188,832.00 LINDBLAD EXPEDITIONS HOLDINGS 178.000 1,968.19 2,910.30 LINDSAY CORP 26.000 1,824.16 2,495.74 LIQUIDIA TECHNOLOGIES INC 122.000 976.15 521.55 LITHIA MOTORS INC 795.000 119,641.22 116,865.00 LIVEPERSON INC 471.000 5,057.48 17,427.00 LIVEXLIVE MEDIA INC 200.000 1,341.42 309.00 LIVONGO HEALTH INC 96.000 2,285.52 2,405.76 LOGICBIO THERAPEUTICS INC 75.000 974.98 540.00 LOGMEIN INC 1,000.000 69,596.67 85,740.00 LORAL SPACE & COMMUNICATIONS I 100.000 3,509.93 3,232.00 LOUISIANA-PACIFIC CORP 129.000 2,603.29 3,827.43 LOVESAC CO/THE 84.000 2,152.12 1,348.20 LOWE’S COS INC 1,120.000 98,903.02 134,131.20 LUMBER LIQUIDATORS HOLDINGS IN 18.000 463.88 175.86 MBIA INC 35.000 317.15 325.50 MDC HOLDINGS INC 3,180.000 95,019.52 121,348.80 MDU RESOURCES GROUP INC 9,910.000 265,864.73 294,426.10 MFA FINANCIAL INC 11,060.000 82,819.97 84,609.00 MGE ENERGY INC 98.000 7,161.96 7,724.36 MEI PHARMA INC 528.000 1,320.66 1,309.44 MGIC INVESTMENT CORP 15,520.000 161,154.01 219,918.40 M/I HOMES INC 830.000 29,251.89 32,660.50 MRC GLOBAL INC 2,517.000 38,042.57 34,331.88 MSA SAFETY INC 274.000 21,535.89 34,622.64 MSC INDUSTRIAL DIRECT CO INC 1,261.000 100,895.18 98,950.67 MSCI INC 629.000 132,202.02 162,395.22 MTS SYSTEMS CORP 47.000 2,750.97 2,257.41 MYR GROUP INC 125.000 4,480.05 4,073.75 MACQUARIE INFRASTRUCTURE CORP 4,300.000 173,946.96 184,212.00 MACROGENICS INC 173.000 4,441.88 1,882.24 STEVEN MADDEN LTD 1,519.000 53,139.10 65,332.19 MADISON SQUARE GARDEN CO/THE 13.000 2,376.27 3,824.47 MADRIGAL PHARMACEUTICALS INC 61.000 6,771.43 5,557.71 MAGELLAN HEALTH INC 93.000 6,903.51 7,277.25 MAGENTA THERAPEUTICS INC 174.000 2,784.86 2,637.84 MAJESCO 80.000 470.71 660.00 MALIBU BOATS INC 804.000 19,573.98 32,923.80 MALVERN BANCORP INC 18.000 396.20 415.62 MANHATTAN ASSOCIATES INC 506.000 30,245.45 40,353.50 MANNKIND CORP 1,276.000 2,161.75 1,646.04 MANPOWERGROUP INC 1,700.000 173,076.67 165,070.00 MARATHON OIL CORP 94,400.000 1,536,857.85 1,281,952.00 MARATHON PETROLEUM CORP 8,608.000 456,739.18 518,632.00

122 2019 | Investment Portfolio AS OF DEC. 31, 2019

MARCUS & MILLICHAP INC 148.000 4,649.75 5,513.00 MARINEMAX INC 9.000 181.80 150.21 MARINE PRODUCTS CORP 40.000 404.11 576.00 MARINUS PHARMACEUTICALS INC 300.000 1,802.84 648.00 MARKER THERAPEUTICS INC 210.000 1,662.37 604.80 MARKETAXESS HOLDINGS INC 285.000 53,087.81 108,046.35 MARLIN BUSINESS SERVICES CORP 27.000 673.14 593.46 MARRIOTT VACATIONS WORLDWIDE C 62.000 6,505.49 7,983.12 MARRONE BIO INNOVATIONS INC 300.000 573.38 303.00 MARSH & MCLENNAN COS INC 4,600.000 278,806.83 512,486.00 MASIMO CORP 368.000 28,070.83 58,166.08 MASTEC INC 2,345.000 120,212.45 150,455.20 MASTERCARD INC 10,854.000 668,505.39 3,240,895.86 MASTERCRAFT BOAT HOLDINGS INC 162.000 2,569.84 2,551.50 MATADOR RESOURCES CO 86.000 1,840.50 1,545.42 MATERION CORP 694.000 45,780.75 41,258.30 MATSON INC 1,320.000 48,330.22 53,856.00 MATTEL INC 1,843.000 23,817.34 24,972.65 MAUI LAND & PINEAPPLE CO INC 57.000 1,165.60 641.25 MAXLINEAR INC 505.000 10,894.86 10,716.10 MAXIMUS INC 2,451.000 178,209.37 182,329.89 MAYVILLE ENGINEERING CO INC 60.000 828.82 562.80 MCCORMICK & CO INC/MD 600.000 87,448.80 101,838.00 MCDONALD’S CORP 3,100.000 383,563.60 612,591.00 MCGRATH RENTCORP 171.000 10,692.92 13,088.34 MCKESSON CORP 1,400.000 195,284.60 193,648.00 MEDALLIA INC 98.000 2,952.34 3,048.78 MEDICAL PROPERTIES TRUST INC 2,700.000 40,698.78 56,997.00 MEDICINOVA INC 321.000 2,448.21 2,163.54 MEDICINES CO/THE 200.000 7,988.76 16,988.00 MEDIFAST INC 88.000 7,660.34 9,643.04 MEDPACE HOLDINGS INC 1,104.000 61,347.65 92,802.24 MEET GROUP INC/THE 404.000 1,406.43 2,024.04 MERCK & CO INC 11,858.000 644,956.43 1,078,485.10 MERCURY SYSTEMS INC 2,095.000 141,338.74 144,785.45 MERCURY GENERAL CORP 1,600.000 99,264.32 77,968.00 MEREDITH CORP 308.000 16,958.53 10,000.76 MERIDIAN BANCORP INC 39.000 573.30 783.51 MERIDIAN BIOSCIENCE INC 27.000 522.72 263.79 MERIT MEDICAL SYSTEMS INC 413.000 14,663.08 12,893.86 MERITAGE HOMES CORP 1,140.000 72,817.62 69,665.40 MERITOR INC 5,518.000 63,405.80 144,516.42 MESA AIR GROUP INC 86.000 786.12 768.84 MESA LABORATORIES INC 30.000 3,925.53 7,482.00 META FINANCIAL GROUP INC 267.000 9,074.69 9,748.17 MICHAELS COS INC/THE 2,460.000 23,610.96 19,901.40 MICROSOFT CORP 78,080.000 4,257,629.26 12,313,216.00 MICROSTRATEGY INC 64.000 9,171.92 9,128.32 MID-AMERICA APARTMENT 2,524.000 232,019.50 332,814.64 COMMUNIT MIDDLEBY CORP/THE 434.000 54,560.75 47,531.68 MIDDLESEX WATER CO 107.000 4,749.58 6,801.99 MIDLAND STATES BANCORP INC 15.000 526.04 434.40 MILLENDO THERAPEUTICS INC 85.000 982.88 572.90 HERMAN MILLER INC 4,807.000 184,711.87 200,211.55 MILLER INDUSTRIES INC/TN 10.000 307.51 371.30 MINERVA NEUROSCIENCES INC 231.000 2,389.02 1,642.41 MIRATI THERAPEUTICS INC 210.000 16,217.44 27,060.60 MIRUM PHARMACEUTICALS INC 16.000 154.78 392.32 MISONIX INC 57.000 1,448.96 1,060.77 MISTRAS GROUP INC 4.000 79.03 57.08 MITEK SYSTEMS INC 318.000 2,660.11 2,432.70 MOBILEIRON INC 704.000 3,242.65 3,421.44 MOBILE MINI INC 764.000 27,180.63 28,963.24 MODEL N INC 253.000 3,651.22 8,872.71 MODERNA INC 1,422.000 26,088.75 27,814.32 MODINE MANUFACTURING CO 5,700.000 48,188.36 43,890.00 MOELIS & CO 300.000 10,484.37 9,576.00 MOLINA HEALTHCARE INC 377.000 26,252.68 51,155.13 MOLECULAR TEMPLATES INC 103.000 860.50 1,440.46 MOMENTA PHARMACEUTICALS INC 746.000 13,047.73 14,718.58 MONDELEZ INTERNATIONAL INC 20,620.000 906,135.33 1,135,749.60 MONGODB INC 329.000 47,130.91 43,299.69 MONMOUTH REAL ESTATE INVESTMEN 930.000 13,312.98 13,466.40 MONOLITHIC POWER SYSTEMS INC 325.000 28,692.24 57,856.50 MONRO INC 250.000 15,877.46 19,550.00 MONSTER BEVERAGE CORP 6,230.000 368,337.96 395,916.50 MOODY’S CORP 1,020.000 193,753.40 242,158.20 MOOG INC 1,216.000 81,583.82 103,761.28 MORGAN STANLEY 13,400.000 471,871.32 685,008.00

123 2019 | Investment Portfolio AS OF DEC. 31, 2019

MORNINGSTAR INC 753.000 66,162.75 113,936.43 MORPHIC HOLDING INC 30.000 522.63 514.80 MOTOROLA SOLUTIONS INC 2,000.000 146,296.03 322,280.00 MUELLER INDUSTRIES INC 1,976.000 61,493.44 62,738.00 MUELLER WATER PRODUCTS INC 719.000 8,527.42 8,613.62 MR COOPER GROUP INC 284.000 2,275.14 3,552.84 MURPHY OIL CORP 58,400.000 2,554,907.13 1,565,120.00 MURPHY USA INC 990.000 111,640.82 115,830.00 MUSTANG BIO INC 162.000 647.16 660.96 MYERS INDUSTRIES INC 275.000 4,644.07 4,587.00 MYRIAD GENETICS INC 64.000 2,487.77 1,742.72 MYOKARDIA INC 344.000 14,509.18 25,072.44 NBT BANCORP INC 427.000 8,877.33 17,319.12 NCR CORP 3,481.000 116,005.17 122,391.96 NIC INC 2,570.000 45,647.81 57,439.50 NMI HOLDINGS INC 2,545.000 63,735.08 84,443.10 NGM BIOPHARMACEUTICALS INC 166.000 2,905.15 3,069.34 NRG ENERGY INC 9,960.000 396,858.79 395,910.00 NVR INC 25.000 43,472.62 95,210.25 NVE CORP 129.000 7,920.37 9,210.60 NV5 GLOBAL INC 84.000 3,031.09 4,237.80 NANOSTRING TECHNOLOGIES INC 232.000 5,311.69 6,454.24 NAPCO SECURITY TECHNOLOGIES IN 90.000 1,983.38 2,645.10 NASDAQ INC 1,400.000 138,229.00 149,940.00 NATERA INC 474.000 9,643.20 15,969.06 NATHAN’S FAMOUS INC 9.000 437.13 637.92 NATIONAL BANK HOLDINGS CORP 67.000 1,342.01 2,359.74 NATIONAL BEVERAGE CORP 86.000 7,431.70 4,387.72 NATIONAL CINEMEDIA INC 2,648.000 21,156.08 19,303.92 NATIONAL FUEL GAS CO 3,200.000 189,328.36 148,928.00 NATIONAL GENERAL HOLDINGS CORP 2,616.000 60,646.19 57,813.60 NATIONAL HEALTH INVESTORS INC 1,001.000 83,719.18 81,561.48 NATIONAL INSTRUMENTS CORP 156.000 6,294.19 6,605.04 NATIONAL OILWELL VARCO INC 81,300.000 2,210,414.24 2,036,565.00 NATIONAL RESEARCH CORP 98.000 1,929.95 6,462.12 NATIONAL STORAGE AFFILIATES TR 468.000 13,075.53 15,734.16 NATIONAL VISION HOLDINGS INC 1,133.000 35,408.90 36,743.19 NATIONAL WESTERN LIFE GROUP IN 40.000 8,993.89 11,635.20 NATURAL GROCERS BY VITAMIN COT 290.000 2,805.92 2,862.30 NATUS MEDICAL INC 269.000 10,305.99 8,874.31 NAVISTAR INTERNATIONAL CORP 1,537.000 50,723.41 44,480.78 NAVIENT CORP 10,800.000 82,374.22 147,744.00 NEENAH INC 620.000 40,578.41 43,666.60 NEKTAR THERAPEUTICS 200.000 7,116.25 4,317.00 NEOGENOMICS INC 734.000 10,473.78 21,447.48 NEOGEN CORP 397.000 19,812.86 25,908.22 NEOPHOTONICS CORP 1,200.000 7,365.35 10,584.00 NETFLIX INC 5,674.000 1,871,866.40 1,835,936.18 NEUROCRINE BIOSCIENCES INC 706.000 46,818.71 75,887.94 NEURONETICS INC 100.000 1,759.25 449.00 NEVRO CORP 235.000 19,331.77 27,621.90 NEW AGE BEVERAGES CORP 561.000 2,614.96 1,021.02 NEW JERSEY RESOURCES CORP 46.000 2,289.71 2,050.22 NEW RELIC INC 384.000 24,791.47 25,232.64 NEW SENIOR INVESTMENT GROUP IN 283.000 1,902.36 2,164.95 NEW YORK TIMES CO/THE 237.000 4,500.15 7,624.29 NEWMARK GROUP INC 1,026.000 11,409.25 13,804.83 NEWMARKET CORP 249.000 109,277.72 121,143.48 NEWMONT GOLDCORP CORP 9,300.000 356,277.99 404,085.00 NEWSSTAR FINANCIAL INCCVR 100.000 0.00 25.96 NEWS CORP 75,600.000 967,981.65 1,068,984.00 NEXTIER OILFIELD SOLUTIONS INC 1,700.000 9,337.93 11,390.00 NEXSTAR MEDIA GROUP INC 270.000 14,226.99 31,657.50 NEXTERA ENERGY INC 1,900.000 329,031.93 460,104.00 NEXPOINT RESIDENTIAL TRUST INC 145.000 6,003.18 6,525.00 NEXTDECADE CORP 100.000 603.12 614.00 NEXTGEN HEALTHCARE INC 419.000 6,364.72 6,733.33 NEXTCURE INC 98.000 5,042.56 5,520.34 NIKE INC 3,310.000 249,697.44 335,336.10 NLIGHT INC 253.000 6,569.52 5,130.84 NOODLES & CO 263.000 2,257.53 1,457.02 NORDSON CORP 409.000 40,241.77 66,601.56 NORDSTROM INC 843.000 39,869.56 34,503.99 NORTHEAST BANK 13.000 358.56 285.87 NORTHWEST NATURAL HOLDING CO 33.000 2,293.57 2,433.09 NORTHWESTERN CORP 1,000.000 73,035.64 71,670.00 NOVAVAX INC 86.000 3,810.06 342.28 NOW INC 3,340.000 41,636.11 37,541.60 NUTANIX INC 1,303.000 41,977.33 40,731.78 NVIDIA CORP 750.000 140,987.49 176,475.00 NUVASIVE INC 402.000 24,362.28 31,090.68

124 2019 | Investment Portfolio AS OF DEC. 31, 2019

O-I GLASS INC 9,500.000 175,399.51 113,335.00 OSI SYSTEMS INC 649.000 71,041.13 65,380.26 OAK VALLEY BANCORP 11.000 215.06 214.06 OCULAR THERAPEUTIX INC 241.000 1,425.44 951.95 ODONATE THERAPEUTICS INC 90.000 2,986.51 2,920.50 OFFICE DEPOT INC 25,900.000 150,696.96 70,966.00 OFFICE PROPERTIES INCOME TRUST 3,768.000 272,448.39 121,103.52 OKTA INC 811.000 56,914.83 93,565.07 OLLIE’S BARGAIN OUTLET HOLDING 408.000 20,859.93 26,646.48 OMNICOM GROUP INC 7,900.000 616,975.74 640,058.00 OMEGA HEALTHCARE INVESTORS INC 600.000 24,956.70 25,410.00 OMEGA FLEX INC 25.000 1,208.63 2,682.25 OMNOVA SOLUTIONS INC 318.000 3,074.75 3,214.98 OMNICELL INC 1,608.000 118,935.91 131,405.76 OMEROS CORP 370.000 6,494.10 5,213.30 ON DECK CAPITAL INC 2,060.000 9,518.44 8,528.40 ON SEMICONDUCTOR CORP 10,300.000 158,539.45 251,114.00 ONCOCYTE CORP 202.000 503.23 454.50 ONE GAS INC 1,590.000 139,783.55 148,776.30 1-800-FLOWERS.COM INC 192.000 3,605.70 2,784.00 ONEMAIN HOLDINGS INC 680.000 23,058.98 28,662.00 ONEOK INC 2,040.000 124,706.65 154,366.80 ONESPAN INC 176.000 3,466.10 3,013.12 ONTO INNOVATION INC 85.000 2,434.63 3,105.90 OOMA INC 170.000 1,899.32 2,249.10 ORACLE CORP 66,268.000 2,813,145.60 3,510,878.64 OPTIMIZERX CORP 93.000 1,506.69 955.11 OPTION CARE HEALTH INC 127.000 339.64 473.71 OPTINOSE INC 162.000 2,295.46 1,493.64 ORBCOMM INC 433.000 4,565.10 1,822.93 ORGANOGENESIS HOLDINGS INC 103.000 782.70 495.43 ORMAT TECHNOLOGIES INC 109.000 6,909.42 8,122.68 ORTHOPEDIATRICS CORP 75.000 2,181.17 3,524.25 ORTHOFIX MEDICAL INC 106.000 5,744.07 4,895.08 OSHKOSH CORP 1,700.000 54,815.68 160,905.00 OTTER TAIL CORP 135.000 7,129.01 6,924.15 OUTFRONT MEDIA INC 8,270.000 196,976.90 221,801.40 OVERSTOCK.COM INC 60.000 706.33 423.00 OWENS CORNING 1,600.000 93,173.74 104,192.00 OXFORD INDUSTRIES INC 50.000 3,570.80 3,771.00 PAM TRANSPORTATION SERVICES IN 13.000 806.02 750.23 PBF ENERGY INC 5,500.000 144,745.92 172,535.00 PC CONNECTION INC 350.000 12,395.22 17,381.00 PCSB FINANCIAL CORP 21.000 425.28 425.25 PDC ENERGY INC 860.000 21,866.92 22,506.20 PDF SOLUTIONS INC 29.000 380.52 489.81 PGT INNOVATIONS INC 215.000 2,580.00 3,205.65 PJT PARTNERS INC 100.000 5,606.97 4,513.00 PPL CORP 47,000.000 1,432,753.50 1,686,360.00 PRA HEALTH SCIENCES INC 487.000 35,002.65 54,130.05 PRGX GLOBAL INC 200.000 1,859.83 984.00 PS BUSINESS PARKS INC 1,115.000 136,526.58 183,830.05 PTC THERAPEUTICS INC 444.000 12,542.63 21,325.32 PTC INC 817.000 46,637.13 61,185.13 PACCAR INC 7,700.000 359,824.24 609,070.00 PACIFIC BIOSCIENCES OF CALIFOR 972.000 7,152.51 4,996.08 PACIRA BIOSCIENCES INC 322.000 11,663.79 14,586.60 PAGERDUTY INC 316.000 9,537.35 7,391.24 PALATIN TECHNOLOGIES INC 1,400.000 1,525.79 1,095.08 PALOMAR HOLDINGS INC 92.000 3,502.87 4,645.08 PAPA JOHN’S INTERNATIONAL INC 153.000 9,678.54 9,661.95 PAR TECHNOLOGY CORP 100.000 1,645.79 3,074.00 PARATEK PHARMACEUTICALS INC 295.000 3,616.37 1,188.85 PARETEUM CORP 432.000 1,128.06 188.91 PARSLEY ENERGY INC 1,199.000 33,207.99 22,673.09 PARSONS CORP 145.000 5,344.94 5,985.60 PATRICK INDUSTRIES INC 116.000 5,619.99 6,081.88 PAYCOM SOFTWARE INC 384.000 33,459.92 101,667.84 PAYCHEX INC 2,100.000 150,948.59 178,626.00 PAYLOCITY HOLDING CORP 265.000 15,261.73 32,017.30 PAYPAL HOLDINGS INC 22,421.000 1,098,184.55 2,425,279.57 PAYSIGN INC 231.000 3,088.37 2,344.65 PEGASYSTEMS INC 297.000 12,011.07 23,656.05 PENNANT GROUP INC/THE 196.000 1,707.46 6,481.72 PENNSYLVANIA REAL ESTATE INVES 300.000 3,229.65 1,599.00 PENNYMAC FINANCIAL SERVICES IN 40.000 887.49 1,361.60 PENUMBRA INC 244.000 28,065.90 40,081.88 PEOPLE’S UNITED FINANCIAL INC 6,500.000 105,813.50 109,850.00 PEOPLE’S UTAH BANCORP 499.000 14,620.32 15,029.88 PEPSICO INC 8,574.000 916,170.84 1,171,808.58 PERFICIENT INC 1,260.000 43,263.53 58,048.20

125 2019 | Investment Portfolio AS OF DEC. 31, 2019

PERFORMANCE FOOD GROUP CO 794.000 24,802.23 40,875.12 PERKINELMER INC 189.000 18,208.50 18,351.90 PERSPECTA INC 4,458.000 105,948.00 117,869.52 PERSONALIS INC 54.000 888.54 588.60 PETMED EXPRESS INC 54.000 1,212.65 1,270.08 PETIQ INC 146.000 4,173.26 3,657.30 PFENEX INC 200.000 1,069.25 2,196.00 PFIZER INC 18,870.000 721,401.62 739,326.60 PHASEBIO PHARMACEUTICALS INC 106.000 1,390.57 647.66 PHIBRO ANIMAL HEALTH CORP 160.000 3,541.32 3,972.80 PHILLIPS 66 3,790.000 367,803.34 422,243.90 PHREESIA INC 68.000 1,852.43 1,811.52 PHUNWARE INC 76.000 236.46 90.44 PIEDMONT OFFICE REALTY TRUST I 12,080.000 214,550.97 268,659.20 PIERIS PHARMACEUTICALS INC 358.000 1,791.03 1,295.96 PILGRIM’S PRIDE CORP 147.000 3,732.51 4,809.11 PING IDENTITY HOLDING CORP 78.000 1,938.45 1,895.40 PINNACLE WEST CAPITAL CORP 3,400.000 285,469.28 305,762.00 PIONEER BANCORP INC/NY 6.000 78.20 91.86 PIPER SANDLER COS 430.000 34,314.54 34,374.20 PITNEY BOWES INC 9,300.000 141,119.34 37,479.00 PLANET FITNESS INC 633.000 18,246.33 47,272.44 PLANTRONICS INC 266.000 12,499.91 7,272.44 PLEXUS CORP 31.000 1,809.51 2,385.14 PLUG POWER INC 1,927.000 4,037.24 6,089.32 PLURALSIGHT INC 485.000 15,146.81 8,346.85 POLARIS INC 405.000 41,316.57 41,188.50 POLYONE CORP 732.000 24,574.25 26,930.28 POOL CORP 1,551.000 186,762.91 329,401.38 PORTLAND GENERAL ELECTRIC CO 2,660.000 141,704.08 148,401.40 PORTOLA PHARMACEUTICALS INC 574.000 17,344.97 13,707.12 POST HOLDINGS INC 1,627.000 147,379.43 177,505.70 POWELL INDUSTRIES INC 280.000 12,427.42 13,717.20 POWER INTEGRATIONS INC 1,109.000 88,852.52 109,691.19 PRECISION BIOSCIENCES INC 257.000 3,592.98 3,569.73 PREFERRED BANK/LOS ANGELES CA 33.000 1,868.10 1,982.97 PREVAIL THERAPEUTICS INC 45.000 613.84 712.35 PRICESMART INC 15.000 1,168.20 1,065.30 PRIMEENERGY RESOURCES CORP 4.000 532.57 605.04 PRIMORIS SERVICES CORP 1,600.000 31,123.00 35,584.00 PRIMERICA INC 234.000 12,323.54 30,551.04 PRIMO WATER CORP 290.000 3,564.78 3,255.25 PRINCIPAL FINANCIAL GROUP INC 1,400.000 40,479.62 77,000.00 PRINCIPIA BIOPHARMA INC 128.000 5,060.85 7,011.84 PROCTER & GAMBLE CO/THE 11,200.000 994,148.71 1,398,880.00 PRIORITY TECHNOLOGY HOLDINGS I 73.000 573.45 178.85 PROGENICS PHARMACEUTICALS INC 719.000 4,159.94 3,659.71 PROGRESS SOFTWARE CORP 1,790.000 69,510.24 74,374.50 PROGRESSIVE CORP/THE 5,700.000 202,171.73 412,623.00 PROLOGIS INC 3,640.000 233,837.72 324,469.60 PROOFPOINT INC 429.000 38,480.47 49,240.62 PROS HOLDINGS INC 252.000 6,376.82 15,099.84 PROPETRO HOLDING CORP 352.000 5,399.71 3,960.00 PROSPECT CAPITAL CORP 9,800.000 66,283.32 63,112.00 PROSIGHT GLOBAL INC 29.000 504.82 467.77 PROSPERITY BANCSHARES INC 1,072.000 74,321.76 77,066.08 PROTAGONIST THERAPEUTICS INC 86.000 1,041.38 606.30 PROTO LABS INC 209.000 18,426.46 21,223.95 PROVIDENCE SERVICE CORP/THE 86.000 4,159.82 5,089.48 PROVIDENT BANCORP INC 16.000 221.58 199.20 PROVIDENT FINANCIAL SERVICES I 820.000 22,520.81 20,213.00 PUBLIC SERVICE ENTERPRISE GROU 5,900.000 308,529.24 348,395.00 PUBLIC STORAGE 1,090.000 252,978.55 232,126.40 PULTEGROUP INC 6,100.000 139,889.64 236,680.00 PULSE BIOSCIENCES INC 72.000 1,192.22 965.52 PUMA BIOTECHNOLOGY INC 218.000 10,095.96 1,907.50 PURE CYCLE CORP 144.000 1,051.15 1,812.96 PURE STORAGE INC 1,781.000 30,565.39 30,472.91 PURPLE INNOVATION INC 7.000 57.48 60.97 QAD INC 38.000 1,706.91 1,935.34 PZENA INVESTMENT MANAGEMENT IN 719.000 7,346.40 6,197.78 QUAKER CHEMICAL CORP 102.000 9,757.32 16,781.04 QTS REALTY TRUST INC 424.000 21,927.11 23,010.48 Q2 HOLDINGS INC 332.000 15,061.60 26,918.56 QUALCOMM INC 1,241.000 71,462.62 109,493.43 QUALYS INC 1,311.000 91,803.77 109,298.07 QUANTA SERVICES INC 2,313.000 78,402.82 94,162.23 QUANTERIX CORP 100.000 1,834.75 2,363.00 QUIDEL CORP 274.000 9,847.79 20,558.22 QUINSTREET INC 372.000 5,340.97 5,695.32 QUOTIENT TECHNOLOGY INC 61.000 776.59 601.46

126 2019 | Investment Portfolio AS OF DEC. 31, 2019

RA PHARMACEUTICALS INC 282.000 8,187.79 13,234.26 R1 RCM INC 793.000 4,480.38 10,293.14 REV GROUP INC 18.000 463.05 220.14 RLI CORP 1,540.000 130,851.89 138,630.80 RLJ LODGING TRUST 4,000.000 74,058.59 70,880.00 RMR GROUP INC/THE 592.000 28,619.46 27,018.88 RH 485.000 88,347.62 103,547.50 RPM INTERNATIONAL INC 168.000 9,116.33 12,895.68 RADIAN GROUP INC 7,140.000 149,483.39 179,642.40 RADIANT LOGISTICS INC 303.000 1,860.68 1,681.65 RADIUS HEALTH INC 349.000 13,986.28 7,035.84 RADNET INC 319.000 1,917.19 6,475.70 RAPID7 INC 373.000 11,618.57 20,895.46 RAVEN INDUSTRIES INC 286.000 8,086.39 9,855.56 RBC BEARINGS INC 188.000 25,303.88 29,767.92 REALPAGE INC 616.000 24,116.07 33,110.00 REATA PHARMACEUTICALS INC 72.000 3,079.13 14,718.96 RECRO PHARMA INC 130.000 949.45 2,382.90 RED RIVER BANCSHARES INC 7.000 306.30 392.42 REDFIN CORP 684.000 14,080.52 14,459.76 REGAL BELOIT CORP 1,800.000 142,037.08 154,098.00 REGIS CORP 23.000 381.83 411.01 REGENXBIO INC 259.000 15,321.49 10,611.23 REGIONAL MANAGEMENT CORP 42.000 1,107.59 1,261.26 REGIONS FINANCIAL CORP 13,500.000 82,683.92 231,660.00 REINSURANCE GROUP OF AMERICA I 3,200.000 423,643.71 521,792.00 RELIANT BANCORP INC 12.000 283.40 266.88 REPLIGEN CORP 405.000 20,466.37 37,462.50 RENT-A-CENTER INC/TX 1,897.000 46,634.16 54,709.48 REPUBLIC BANCORP INC/KY 1,700.000 33,575.00 79,560.00 REPLIMUNE GROUP INC 100.000 1,527.25 1,435.00 REPUBLIC SERVICES INC 4,700.000 237,541.75 421,261.00 RESOURCES CONNECTION INC 59.000 1,041.43 963.47 RETROPHIN INC 338.000 8,909.58 4,799.60 RETAIL PROPERTIES OF AMERICA I 4,310.000 56,083.01 57,754.00 RESTORBIO INC 23.000 234.66 34.27 RETAIL VALUE INC 816.000 24,874.45 30,028.80 REVANCE THERAPEUTICS INC 274.000 4,960.51 4,447.02 REVLON INC 57.000 2,022.93 1,220.94 REXNORD CORP 2,277.000 63,916.21 74,275.74 RHYTHM PHARMACEUTICALS INC 178.000 4,787.35 4,086.88 RICHMOND MUTUAL 10.000 139.88 159.60 BANCORPORATION RIGEL PHARMACEUTICALS INC 1,079.000 2,920.08 2,309.06 RIGNET INC 117.000 1,179.04 772.20 RIMINI STREET INC 720.000 3,145.98 2,793.60 RINGCENTRAL INC 576.000 35,624.08 97,153.92 RING ENERGY INC 100.000 1,189.39 264.00 ROBERT HALF INTERNATIONAL INC 876.000 37,305.08 55,319.40 ROCKET PHARMACEUTICALS INC 212.000 3,967.80 4,825.12 ROCKWELL AUTOMATION INC 1,190.000 234,400.79 241,177.30 ROCKWELL MEDICAL INC 538.000 2,981.78 1,312.72 ROGERS CORP 303.000 47,301.59 37,793.19 ROKU INC 667.000 47,650.34 89,311.30 ROLLINS INC 4,459.000 142,286.28 147,860.44 ROPER TECHNOLOGIES INC 245.000 74,044.80 86,786.35 ROSEHILL RESOURCES INC 124.000 458.96 158.72 ROSETTA STONE INC 32.000 732.20 580.48 ROYAL GOLD INC 2,461.000 207,661.91 300,857.25 RUBICON PROJECT INC/THE 250.000 1,590.31 2,040.00 RUBIUS THERAPEUTICS INC 272.000 4,395.55 2,584.00 RUSH ENTERPRISES INC 730.000 32,115.18 33,945.00 RUTH’S HOSPITALITY GROUP INC 221.000 4,047.34 4,810.07 RYDER SYSTEM INC 1,300.000 84,442.92 70,603.00 RYERSON HOLDING CORP 100.000 1,185.12 1,183.00 RYMAN HOSPITALITY PROPERTIES I 1,676.000 138,198.58 145,242.16 S&P GLOBAL INC 1,750.000 373,121.13 477,837.50 SEI INVESTMENTS CO 2,629.000 148,336.21 172,146.92 SJW GROUP 133.000 8,820.56 9,450.98 SPS COMMERCE INC 1,417.000 68,544.11 78,530.14 SPX CORP 276.000 7,243.83 14,042.88 SVMK INC 680.000 10,902.85 12,151.60 SABRA HEALTH CARE REIT INC 860.000 18,815.68 18,352.40 SABRE CORP 3,575.000 87,423.34 80,223.00 SAFEGUARD SCIENTIFICS INC 131.000 1,636.46 1,438.38 SAFEHOLD INC 9.000 271.81 362.70 SAFETY INSURANCE GROUP INC 170.000 12,527.21 15,730.10 SAGE THERAPEUTICS INC 394.000 47,609.51 28,442.86 SAIA INC 120.000 8,409.43 11,174.40 SAILPOINT TECHNOLOGIES HOLDING 664.000 16,434.54 15,670.40 SALESFORCE.COM INC 1,370.000 127,461.77 222,816.80

127 2019 | Investment Portfolio AS OF DEC. 31, 2019

SALLY BEAUTY HOLDINGS INC 3,740.000 72,058.16 68,255.00 SANDERSON FARMS INC 130.000 17,752.96 22,908.60 SANDY SPRING BANCORP INC 1,090.000 37,177.07 41,289.20 JOHN B SANFILIPPO & SON INC 337.000 30,131.97 30,761.36 SANGAMO THERAPEUTICS INC 603.000 5,356.65 5,047.11 SANMINA CORP 2,430.000 71,179.59 83,203.20 SAREPTA THERAPEUTICS INC 549.000 42,268.93 70,842.96 SAUL CENTERS INC 83.000 5,210.83 4,380.74 SAVARA INC 200.000 2,437.33 896.00 SCHOLAR ROCK HOLDING CORP 100.000 2,107.01 1,318.00 SCHULMAN A INC CVR 342.000 0.00 178.87 CHARLES SCHWAB CORP/THE 49,751.000 2,012,228.26 2,366,157.56 SCIENCE APPLICATIONS INTERNATI 1,118.000 90,291.36 97,288.36 SCOTTS MIRACLE-GRO CO/THE 1,538.000 152,773.60 163,304.84 SCULPTOR CAPITAL MANAGEMENT IN 68.000 1,561.04 1,502.80 SEABOARD CORP 10.000 44,972.55 42,505.50 SEACOAST BANKING CORP OF FLORI 56.000 1,847.45 1,711.92 SEALED AIR CORP 88.000 4,089.56 3,505.04 SEATTLE GENETICS INC 897.000 48,334.39 102,491.22 SEAWORLD ENTERTAINMENT INC 1,815.000 50,359.50 57,553.65 SECUREWORKS CORP 17.000 225.95 283.22 SELECT INTERIOR CONCEPTS INC 62.000 722.40 557.38 SELECT MEDICAL HOLDINGS CORP 12,663.000 197,818.73 295,554.42 SELECTIVE INSURANCE GROUP INC 2,038.000 160,736.48 132,857.22 SEMTECH CORP 2,509.000 108,604.87 132,726.10 SEMPRA ENERGY 800.000 120,638.64 121,184.00 SENIOR HOUSING PROPERTIES TRUS 21,549.000 262,723.88 181,873.56 SENSIENT TECHNOLOGIES CORP 173.000 12,756.92 11,433.57 SENSEONICS HOLDINGS INC 1,158.000 3,367.57 1,060.73 SERES THERAPEUTICS INC 370.000 2,401.36 1,276.50 SERITAGE GROWTH PROPERTIES 27.000 1,159.95 1,082.16 SERVICE CORP INTERNATIONAL/US 497.000 13,937.16 22,876.91 SERVICE PROPERTIES TRUST 13,100.000 327,257.38 318,723.00 SERVICEMASTER GLOBAL HOLDINGS 168.000 4,631.83 6,494.88 SERVICENOW INC 5,844.000 1,407,714.72 1,649,878.08 SERVISFIRST BANCSHARES INC 301.000 7,619.81 11,341.68 SHAKE SHACK INC 223.000 11,480.83 13,284.11 SHARPSPRING INC 78.000 1,013.41 894.66 SHENANDOAH 372.000 14,420.67 15,478.92 TELECOMMUNICATIONS SHERWIN-WILLIAMS CO/THE 70.000 31,249.80 40,847.80 SHOCKWAVE MEDICAL INC 191.000 9,208.88 8,388.72 SHOTSPOTTER INC 62.000 2,456.23 1,581.00 SHUTTERSTOCK INC 141.000 7,349.53 6,046.08 SI-BONE INC 112.000 2,208.85 2,408.00 SIEBERT FINANCIAL CORP 77.000 692.25 666.05 SIERRA BANCORP 70.000 1,902.76 2,038.40 SIENTRA INC 302.000 4,520.00 2,699.88 SIGNATURE BANK/NEW YORK NY 207.000 25,665.71 28,278.27 SIGA TECHNOLOGIES INC 400.000 2,760.18 1,908.00 SILICON LABORATORIES INC 1,695.000 160,575.33 196,586.10 SILK ROAD MEDICAL INC 90.000 3,821.10 3,634.20 SILVERCREST ASSET MANAGEMENT G 172.000 2,399.32 2,163.76 SILVERBOW RESOURCES INC 3.000 31.61 29.70 SIMMONS FIRST NATIONAL CORP 2,840.000 70,168.00 76,083.60 SIMON PROPERTY GROUP INC 990.000 174,685.42 147,470.40 SIMPSON MANUFACTURING CO INC 1,737.000 136,537.33 139,359.51 SIMULATIONS PLUS INC 94.000 1,179.58 2,732.58 SINCLAIR BROADCAST GROUP INC 455.000 18,570.65 15,169.70 SITE CENTERS CORP 7,950.000 154,039.40 111,459.00 SITEONE LANDSCAPE SUPPLY INC 317.000 18,832.31 28,736.05 SIX FLAGS ENTERTAINMENT CORP 58.000 3,376.44 2,616.38 SKECHERS U.S.A. INC 379.000 10,094.21 16,369.01 SKYLINE CHAMPION CORP 390.000 10,135.10 12,363.00 SKYWEST INC 1,550.000 93,317.81 100,176.50 SLEEP NUMBER CORP 389.000 12,705.51 19,154.36 AO SMITH CORP 177.000 8,367.66 8,432.28 SMARTSHEET INC 687.000 33,047.96 30,860.04 JM SMUCKER CO/THE 3,800.000 452,946.76 395,694.00 SNAP-ON INC 500.000 80,633.57 84,700.00 SOLARWINDS CORP 100.000 1,864.58 1,855.00 SOLARIS OILFIELD INFRASTRUCTUR 262.000 3,675.99 3,668.00 SOLID BIOSCIENCES INC 24.000 283.62 106.80 SOLITON INC 27.000 396.91 296.46 SONIC AUTOMOTIVE INC 4,050.000 99,238.86 125,550.00 SONIM TECHNOLOGIES INC 38.000 483.94 137.94 SONOS INC 540.000 6,112.80 8,434.80 SORRENTO THERAPEUTICS INC 800.000 4,016.60 2,704.00 SOUTH JERSEY INDUSTRIES INC 100.000 3,313.05 3,298.00 SOUTHERN MISSOURI BANCORP INC 8.000 278.65 306.88 SOUTHWEST GAS HOLDINGS INC 46.000 4,122.48 3,494.62

128 2019 | Investment Portfolio AS OF DEC. 31, 2019

SOUTHWESTERN ENERGY CO 30,000.000 166,830.34 72,600.00 SPARK ENERGY INC 68.000 842.86 627.64 SPARTAN MOTORS INC 210.000 2,691.67 3,796.80 SPECTRUM PHARMACEUTICALS INC 794.000 13,268.85 2,890.16 SPERO THERAPEUTICS INC 15.000 172.56 144.23 SPIRIT AEROSYSTEMS HOLDINGS IN 5,424.000 358,997.76 395,301.12 SPIRIT AIRLINES INC 417.000 19,905.22 16,809.27 SPIRIT REALTY CAPITAL INC 3,000.000 149,309.50 147,540.00 SPRINGWORKS THERAPEUTICS INC 56.000 2,035.31 2,155.44 SPROUTS FARMERS MARKET INC 1,522.000 32,224.85 29,450.70 STAAR SURGICAL CO 354.000 6,285.04 12,450.18 STANDARD MOTOR PRODUCTS INC 692.000 34,016.34 36,828.24 STARBUCKS CORP 9,660.000 613,284.03 849,307.20 STARTEK INC 510.000 3,915.02 4,069.80 STATE AUTO FINANCIAL CORP 13.000 455.02 403.26 STATE STREET CORP 7,700.000 578,812.05 609,070.00 STEELCASE INC 163.000 2,787.50 3,334.98 STEMLINE THERAPEUTICS INC 372.000 5,255.90 3,954.36 STEPAN CO 17.000 1,562.40 1,741.48 STERLING BANCORP/DE 7,350.000 159,693.19 154,938.00 STERLING CONSTRUCTION CO INC 56.000 751.59 788.48 STITCH FIX INC 289.000 9,244.75 7,415.74 STOCK YARDS BANCORP INC 666.000 23,923.93 27,345.96 STOKE THERAPEUTICS INC 55.000 1,282.21 1,557.60 STONERIDGE INC 23.000 854.48 674.36 STRATEGIC EDUCATION INC 824.000 105,688.18 130,933.60 STRYKER CORP 4,310.000 571,678.93 904,841.40 STURM RUGER & CO INC 116.000 7,332.24 5,455.48 SUMMIT MATERIALS INC 160.000 3,609.21 3,824.00 SUN COMMUNITIES INC 2,668.000 253,719.81 400,466.80 SUNNOVA ENERGY INTERNATIONAL I 30.000 312.73 334.80 SUNRUN INC 893.000 16,648.51 12,332.33 SUNSTONE HOTEL INVESTORS INC 1,270.000 16,808.83 17,678.40 SUPERIOR GROUP OF COS INC 19.000 305.33 257.26 SUPERNUS PHARMACEUTICALS INC 384.000 8,812.18 9,108.48 SURGERY PARTNERS INC 36.000 293.15 563.58 SURMODICS INC 102.000 3,317.32 4,225.86 SUTRO BIOPHARMA INC 29.000 330.12 319.00 SWITCH INC 457.000 6,393.05 6,772.74 SYKES ENTERPRISES INC 4,100.000 62,233.15 151,659.00 SYNOPSYS INC 2,800.000 135,242.59 389,760.00 SYNOVUS FINANCIAL CORP 88.000 5,028.59 3,449.60 SYNNEX CORP 820.000 66,677.75 105,616.00 SYNDAX PHARMACEUTICALS INC 132.000 1,171.80 1,158.96 SYNCHRONY FINANCIAL 5,590.000 189,817.99 201,295.90 SYNEOS HEALTH INC 36.000 1,717.05 2,141.10 SYNTHORX INC 62.000 837.70 4,333.18 SYSCO CORP 5,800.000 269,452.63 496,132.00 SYROS PHARMACEUTICALS INC 248.000 2,595.65 1,713.68 SYSTEMAX INC 85.000 2,228.34 2,138.60 TCF FINANCIAL CORP 2,692.000 93,222.54 125,985.60 TFS FINANCIAL CORP 1,400.000 22,783.60 27,552.00 TJX COS INC/THE 690.000 25,847.48 42,131.40 T-MOBILE US INC 1,100.000 69,742.20 86,262.00 TRI POINTE GROUP INC 4,400.000 63,721.79 68,552.00 TPI COMPOSITES INC 224.000 5,529.34 4,146.24 TTM TECHNOLOGIES INC 8,200.000 136,133.21 123,410.00 TABULA RASA HEALTHCARE INC 151.000 6,335.33 7,350.68 TACTILE SYSTEMS TECHNOLOGY INC 701.000 35,942.38 47,324.51 TAILORED BRANDS INC 317.000 7,106.61 1,312.38 TAKE-TWO INTERACTIVE SOFTWARE 15,873.000 1,454,408.33 1,943,331.39 TANDEM DIABETES CARE INC 440.000 16,930.77 26,228.40 TANGER FACTORY OUTLET CENTERS 724.000 17,661.41 10,664.52 TARGET CORP 2,850.000 283,582.59 365,398.50 TARGET HOSPITALITY CORP 256.000 2,330.18 1,280.00 TAYLOR MORRISON HOME CORP 2,125.000 50,221.03 46,452.50 TCR2 THERAPEUTICS INC 8.000 148.38 114.24 TECH DATA CORP 1,840.000 135,041.04 264,224.00 TECHTARGET INC 797.000 16,581.47 20,801.70 TEGNA INC 9,400.000 84,594.71 156,886.00 TELADOC HEALTH INC 559.000 22,345.17 46,799.48 TELARIA INC 335.000 2,184.34 2,951.35 TELEDYNE TECHNOLOGIES INC 900.000 200,102.16 311,886.00 TELENAV INC 131.000 1,126.76 636.66 TELLURIAN INC 698.000 6,365.70 5,081.44 TEMPUR SEALY INTERNATIONAL INC 361.000 20,940.45 31,428.66 TENABLE HOLDINGS INC 287.000 8,639.26 6,876.52 TENET HEALTHCARE CORP 745.000 21,323.64 28,332.35 TENNANT CO 700.000 53,824.30 54,544.00 TERADATA CORP 9,196.000 348,243.95 246,176.92 TERADYNE INC 2,792.000 121,898.68 190,386.48

129 2019 | Investment Portfolio AS OF DEC. 31, 2019

TEREX CORP 371.000 11,650.86 11,048.38 TERRAFORM POWER INC 2,663.000 38,362.84 40,983.57 TERRENO REALTY CORP 48.000 2,353.91 2,598.72 TESLA INC 60.000 21,753.60 25,099.80 TETRA TECH INC 2,317.000 141,766.58 199,632.72 TEXAS INSTRUMENTS INC 5,450.000 518,808.64 699,180.50 TEXAS ROADHOUSE INC 2,568.000 144,582.55 144,629.76 TG THERAPEUTICS INC 548.000 4,810.00 6,071.84 THERAPEUTICSMD INC 1,273.000 9,676.51 3,055.20 TRADE DESK INC/THE 301.000 34,026.97 78,193.78 REALREAL INC/THE 35.000 591.12 659.75 THERMO FISHER SCIENTIFIC INC 1,710.000 302,115.14 555,527.70 THERMON GROUP HOLDINGS INC 61.000 1,436.63 1,634.80 TILLY’S INC 670.000 8,192.16 8,207.50 TIMKEN CO/THE 1,600.000 46,449.99 90,096.00 TOBIRA THERAPEUTICS IN 127.000 0.00 1,494.79 TIVITY HEALTH INC 1,470.000 31,802.23 29,907.15 TOCAGEN INC 211.000 1,535.60 112.51 TOOTSIE ROLL INDUSTRIES INC 113.000 4,173.23 3,857.82 TOPBUILD CORP 1,253.000 123,603.87 129,159.24 TORO CO/THE 826.000 43,264.64 65,807.42 TRANSCAT INC 53.000 1,357.14 1,688.58 TRANSENTERIX INC 92.307 5,498.18 135.69 TRANSLATE BIO INC 200.000 1,662.10 1,628.00 TRANSMEDICS GROUP INC 50.000 1,450.01 950.50 TRAVELERS COS INC/THE 9,300.000 1,112,442.34 1,273,635.00 TRAVELZOO 51.000 787.50 545.70 TREEHOUSE FOODS INC 73.000 3,949.39 3,540.50 TREX CO INC 460.000 15,560.46 41,344.80 TRICIDA INC 169.000 6,290.43 6,378.06 TRIMBLE INC 335.000 15,112.27 13,966.15 TRINET GROUP INC 1,746.000 107,915.12 98,841.06 TRINITY INDUSTRIES INC 2,783.000 62,845.87 61,643.45 TRISTATE CAPITAL HOLDINGS INC 48.000 1,029.06 1,253.76 TRIUMPH BANCORP INC 91.000 3,785.29 3,459.82 TRIUMPH GROUP INC 1,625.000 46,074.15 41,063.75 TRIPADVISOR INC 736.000 35,179.64 22,359.68 TRUECAR INC 658.000 6,376.49 3,125.50 TRUPANION INC 230.000 5,813.38 8,615.80 TRUSTCO BANK CORP NY 2,940.000 22,334.84 25,489.80 TRUSTMARK CORP 2,020.000 71,221.22 69,710.20 TTEC HOLDINGS INC 117.000 3,548.55 4,635.54 TUCOWS INC 73.000 4,402.42 4,509.94 TURNING POINT THERAPEUTICS INC 199.000 11,482.59 12,395.71 TWIST BIOSCIENCE CORP 165.000 4,786.94 3,465.00 TWO HARBORS INVESTMENT CORP 400.000 5,486.00 5,848.00 II-VI INC 447.000 17,391.85 15,050.49 2U INC 160.000 7,262.28 3,838.40 TYLER TECHNOLOGIES INC 594.000 113,136.84 178,211.88 TYME TECHNOLOGIES INC 309.000 991.42 432.60 TYSON FOODS INC 2,800.000 215,134.81 254,912.00 UDR INC 5,200.000 200,271.76 242,840.00 UFP TECHNOLOGIES INC 9.000 374.50 446.49 UGI CORP 1,900.000 79,186.76 85,804.00 US BANCORP 1,070.000 65,049.15 63,440.30 UMH PROPERTIES INC 238.000 3,418.10 3,743.74 USANA HEALTH SCIENCES INC 103.000 7,722.80 8,090.65 US CONCRETE INC 124.000 7,668.07 5,165.84 US PHYSICAL THERAPY INC 497.000 57,925.68 56,831.95 UBIQUITI INC 65.000 4,334.58 12,283.70 ULTRAGENYX PHARMACEUTICAL INC 426.000 27,677.35 18,194.46 UNIFIRST CORP/MA 460.000 85,502.96 92,910.80 UNION BANKSHARES INC/MORRISVIL 11.000 407.12 398.86 UNION PACIFIC CORP 1,040.000 147,061.66 188,021.60 UNISYS CORP 1,842.000 19,792.12 21,846.12 UNITED COMMUNITY FINANCIAL COR 69.000 660.42 804.54 UNITED COMMUNITY BANKS INC/GA 2,484.000 31,656.99 76,705.92 UNITED BANKSHARES INC/WV 150.000 5,275.07 5,799.00 UNITED AIRLINES HOLDINGS INC 1,200.000 103,993.48 105,708.00 UNITED FIRE GROUP INC 18.000 872.30 787.14 UNITED RENTALS INC 220.000 36,979.23 36,689.40 UNITED STATES LIME & MINERALS 3.000 240.00 270.90 US FOODS HOLDING CORP 4,800.000 184,549.69 201,072.00 US WELL SERVICES INC 151.000 728.01 285.39 UNITED TECHNOLOGIES CORP 1,130.000 151,397.51 169,228.80 UNITEDHEALTH GROUP INC 13,807.000 3,089,270.01 4,058,981.86 UNITI GROUP INC 1,434.000 13,623.21 11,773.14 UNITY BANCORP INC 12.000 272.42 270.84 UNIVERSAL DISPLAY CORP 333.000 37,221.91 68,621.31 UNIVERSAL ELECTRONICS INC 94.000 3,856.00 4,912.44 UNIVERSAL FOREST PRODUCTS INC 2,259.000 89,696.66 107,754.30

130 2019 | Investment Portfolio AS OF DEC. 31, 2019

UNIVERSAL HEALTH REALTY INCOME 92.000 5,976.76 10,797.12 UNIVERSAL INSURANCE HOLDINGS I 2,881.000 24,540.71 80,639.19 UNITY BIOTECHNOLOGY INC 112.000 1,499.53 807.52 UNIVERSAL LOGISTICS HOLDINGS I 73.000 1,091.35 1,384.08 UNIVERSAL HEALTH SERVICES INC 1,600.000 224,914.21 229,536.00 UNIVEST FINANCIAL CORP 890.000 22,232.85 23,834.20 UNUM GROUP 5,000.000 261,948.50 145,800.00 UPLAND SOFTWARE INC 181.000 5,245.70 6,463.51 UPWORK INC 426.000 7,484.82 4,545.42 URANIUM ENERGY CORP 1,256.000 2,039.59 1,154.52 US ECOLOGY INC 188.000 10,199.93 10,887.08 UTAH MEDICAL PRODUCTS INC 23.000 2,201.13 2,481.70 VSE CORP 10.000 286.91 380.40 VAIL RESORTS INC 280.000 49,962.04 67,152.40 VALHI INC 12.000 25.53 22.44 VALERO ENERGY CORP 600.000 50,355.90 56,190.00 VALUE LINE INC 13.000 357.65 375.83 VANDA PHARMACEUTICALS INC 2,014.000 29,721.32 33,049.74 VAPOTHERM INC 144.000 2,000.20 1,751.04 VAREX IMAGING CORP 125.000 4,329.14 3,726.25 VARIAN MEDICAL SYSTEMS INC 420.000 56,191.67 59,644.20 VARONIS SYSTEMS INC 230.000 13,091.47 17,873.30 VECTRUS INC 148.000 4,654.01 7,586.48 VEEVA SYSTEMS INC 590.000 67,168.01 82,989.40 VERACYTE INC 361.000 6,361.78 10,079.12 VEREIT INC 16,000.000 132,212.54 147,840.00 VERISIGN INC 500.000 95,645.78 96,340.00 VERIZON COMMUNICATIONS INC 16,250.000 887,304.91 997,750.00 VERINT SYSTEMS INC 2,670.000 150,739.93 147,811.20 VERITEX HOLDINGS INC 121.000 2,854.00 3,524.73 VERITIV CORP 400.000 5,510.64 7,868.00 VERICEL CORP 358.000 4,620.74 6,229.20 VERRA MOBILITY CORP 890.000 11,835.22 12,451.10 VERRICA PHARMACEUTICALS INC 58.000 760.28 921.62 VERSO CORP 1,105.000 21,405.17 19,923.15 VERTEX PHARMACEUTICALS INC 410.000 62,447.09 89,769.50 VIAD CORP 155.000 8,319.28 10,462.50 VIAVI SOLUTIONS INC 1,782.000 22,395.67 26,730.00 VIACOMCBS INC 12,800.000 637,773.91 537,216.00 VICOR CORP 139.000 2,047.50 6,494.08 VIEWRAY INC 541.000 3,898.78 2,283.02 VIKING THERAPEUTICS INC 50.000 613.38 401.00 VIRNETX HOLDING CORP 514.000 2,601.07 1,953.20 VIRTU FINANCIAL INC 158.000 3,468.92 2,526.42 VISA INC 17,348.000 877,274.57 3,259,689.20 VIRTUSA CORP 230.000 7,798.99 10,425.90 VIRTUS INVESTMENT PARTNERS INC 4.000 437.80 486.88 VISHAY PRECISION GROUP INC 60.000 2,268.08 2,040.00 VIVINT SOLAR INC 238.000 1,737.68 1,727.88 VOCERA COMMUNICATIONS INC 252.000 5,355.85 5,231.52 VONAGE HOLDINGS CORP 1,188.000 8,813.07 8,803.08 VOYA FINANCIAL INC 1,227.000 68,099.25 74,822.46 VOYAGER THERAPEUTICS INC 617.000 10,829.92 8,607.15 VULCAN MATERIALS CO 50.000 7,547.00 7,199.50 WD-40 CO 108.000 14,479.02 20,967.12 WABCO HOLDINGS INC 333.000 35,465.13 45,121.50 WEC ENERGY GROUP INC 2,200.000 141,513.20 202,906.00 WABASH NATIONAL CORP 6,770.000 96,721.24 99,451.30 WADDELL & REED FINANCIAL INC 2,300.000 38,680.84 38,456.00 WAITR HOLDINGS INC 107.000 672.82 34.45 WALMART INC 8,350.000 653,849.39 992,314.00 WALKER & DUNLOP INC 26.000 1,383.49 1,681.68 WASHINGTON FEDERAL INC 3,330.000 79,736.13 122,044.50 WASTE MANAGEMENT INC 4,100.000 360,676.98 467,236.00 WATERSTONE FINANCIAL INC 763.000 14,294.79 14,519.89 WATSCO INC 1,190.000 175,439.90 214,378.50 WATTS WATER TECHNOLOGIES INC 121.000 8,392.46 12,070.96 WEINGARTEN REALTY INVESTORS 865.000 24,187.69 27,022.60 WELBILT INC 1,006.000 18,860.17 15,703.66 WELLS FARGO & CO 50,900.000 2,473,361.63 2,738,420.00 WENDY’S CO/THE 1,437.000 18,688.69 31,915.77 WESCO AIRCRAFT HOLDINGS INC 109.000 1,264.54 1,201.18 WEST BANCORPORATION INC 33.000 700.30 845.79 WEST PHARMACEUTICAL SERVICES I 433.000 50,987.61 65,092.89 WESTAMERICA BANCORPORATION 37.000 2,279.53 2,507.49 WESTERN ALLIANCE BANCORP 3,460.000 167,142.85 197,220.00 WESTERN UNION CO/THE 3,100.000 83,633.00 83,018.00 WESTROCK CO 3,800.000 192,424.06 163,058.00 WEX INC 336.000 45,601.03 70,378.56 WHIRLPOOL CORP 1,100.000 84,238.00 162,283.00 WILLDAN GROUP INC 84.000 2,531.07 2,669.52

131 2019 | Investment Portfolio AS OF DEC. 31, 2019

WILLIAMS-SONOMA INC 1,812.000 105,314.70 133,073.28 WILLIS LEASE FINANCE CORP 4.000 233.29 235.64 WILLSCOT CORP 271.000 4,094.44 5,010.79 WINGSTOP INC 1,120.000 62,616.06 96,577.60 WINMARK CORP 8.000 1,385.21 1,586.40 WINNEBAGO INDUSTRIES INC 1,130.000 52,485.59 59,867.40 WISDOMTREE INVESTMENTS INC 389.000 3,900.69 1,882.76 WOLVERINE WORLD WIDE INC 324.000 8,771.66 10,931.76 WOODWARD INC 1,350.000 132,296.41 159,894.00 WORKIVA INC 1,431.000 64,326.08 60,173.55 WORLD ACCEPTANCE CORP 30.000 4,923.66 2,592.00 WORLD FUEL SERVICES CORP 510.000 21,211.17 22,144.20 WORLD WRESTLING ENTERTAINMENT 348.000 11,986.05 22,574.76 WORTHINGTON INDUSTRIES INC 68.000 3,098.45 2,868.24 WRAP TECHNOLOGIES INC 83.000 516.16 530.37 WW INTERNATIONAL INC 1,110.000 32,133.93 42,413.10 WYNDHAM DESTINATIONS INC 1,300.000 40,850.05 67,197.00 WYNDHAM HOTELS & RESORTS INC 222.000 14,070.66 13,943.82 XPO LOGISTICS INC 415.000 23,991.67 33,075.50 XCEL ENERGY INC 3,300.000 152,618.35 209,517.00 XENCOR INC 1,845.000 70,926.33 63,449.55 X4 PHARMACEUTICALS INC 111.000 1,529.43 1,187.70 XPERI CORP 1,607.000 31,681.65 29,729.50 XEROX HOLDINGS CORP 3,700.000 99,763.86 136,419.00 XERIS PHARMACEUTICALS INC 197.000 2,102.90 1,388.85 Y-MABS THERAPEUTICS INC 158.000 3,612.93 4,937.50 YELP INC 546.000 17,990.76 19,017.18 YEXT INC 720.000 13,235.67 10,382.40 YETI HOLDINGS INC 311.000 8,950.17 10,816.58 YORK WATER CO/THE 83.000 3,006.37 3,827.13 YOUNGEVITY INTERNATIONAL INC 90.000 513.21 293.40 YUM! BRANDS INC 5,703.000 389,041.29 574,463.19 YUM CHINA HOLDINGS INC 11,390.000 438,520.14 546,833.90 ZAGG INC 13.000 197.60 105.43 ZAYO GROUP HOLDINGS INC 1,766.000 52,882.79 61,191.90 ZEBRA TECHNOLOGIES CORP 414.000 45,055.94 105,752.16 ZENDESK INC 855.000 35,269.69 65,518.65 ZIMMER BIOMET HOLDINGS INC 6,300.000 718,817.70 942,984.00 ZIONS BANCORP NA 4,500.000 200,142.82 233,640.00 ZIOPHARM ONCOLOGY INC 1,244.000 6,372.78 5,871.68 ZIX CORP 452.000 2,448.11 3,064.56 ZOGENIX INC 331.000 9,984.24 17,255.03 ZOETIS INC 1,300.000 159,442.05 172,055.00 ZSCALER INC 491.000 23,295.28 22,831.50 ZUMIEZ INC 620.000 18,994.82 21,414.80 ZUORA INC 661.000 10,125.63 9,472.13 ZYNEX INC 121.000 1,087.34 951.06 ZYNGA INC 1,440.000 8,829.00 8,812.80 ZYNERBA PHARMACEUTICALS INC 161.000 2,181.54 972.44 188,983,866.82 242,212,277.71

Equity - Non-U.S. ADIENT PLC 13,559.000 630,051.31 288,128.75 AIRCASTLE LTD 4,500.000 46,959.35 144,045.00 ALLEGION PLC 541.000 39,799.52 67,376.14 AMDOCS LTD 5,600.000 336,544.70 404,264.00 AMBARELLA INC 1,079.000 49,931.85 65,344.24 AON PLC 1,700.000 175,001.83 354,093.00 AQUAVENTURE HOLDINGS LTD 22.000 439.33 596.64 ASSURED GUARANTY LTD 2,720.000 122,827.05 133,334.40 AXIS CAPITAL HOLDINGS LTD 64.000 3,579.60 3,804.16 AXALTA COATING SYSTEMS LTD 495.000 14,359.69 15,048.00 BANK OF NT BUTTERFIELD & SON L 139.000 5,513.01 5,145.78 BEYONDSPRING INC 79.000 1,872.43 1,224.50 BIOHAVEN PHARMACEUTICAL HOLDIN 300.000 11,509.53 16,332.00 ACCENTURE PLC 3,300.000 394,766.74 694,881.00 CAMBIUM NETWORKS CORP 21.000 218.91 183.54 CAPRI HOLDINGS LTD 460.000 28,441.87 17,549.00 CARDTRONICS PLC 1,340.000 43,345.63 59,831.00 CISION LTD 710.000 9,766.61 7,078.70 CENTRAL EUROPEAN MEDIA ENTERPR 3,440.000 15,176.28 15,583.20 CIMPRESS PLC 152.000 14,748.25 19,117.04 CUSHMAN & WAKEFIELD PLC 747.000 13,579.08 15,268.68 EATON CORP PLC 5,400.000 289,444.30 511,488.00 ENDO INTERNATIONAL PLC 100.000 948.06 469.00 ENSTAR GROUP LTD 16.000 2,788.50 3,309.76 ESSENT GROUP LTD 3,399.000 142,032.69 176,714.01 EVEREST RE GROUP LTD 1,596.000 285,328.18 441,836.64 FABRINET 260.000 12,914.53 16,858.40 GASLOG LTD 208.000 2,995.46 2,036.32

132 2019 | Investment Portfolio AS OF DEC. 31, 2019

EROS INTERNATIONAL PLC 130.000 1,417.71 440.70 GENPACT LTD 10,944.000 318,697.29 461,508.48 GLOBAL INDEMNITY LTD 17.000 526.34 503.71 HELEN OF TROY LTD 195.000 25,465.29 35,059.05 HERBALIFE NUTRITION LTD 122.000 4,322.35 5,815.74 HORIZON THERAPEUTICS PLC 164.000 2,897.86 5,936.80 HUDSON LTD 19.000 326.16 291.46 ICHOR HOLDINGS LTD 38.000 885.73 1,264.26 JAMES RIVER GROUP HOLDINGS LTD 105.000 4,296.33 4,327.05 JAZZ PHARMACEUTICALS PLC 3,586.000 557,809.51 535,318.08 JOHNSON CONTROLS 9,794.000 432,792.46 398,713.74 INTERNATIONAL KINIKSA PHARMACEUTICALS LTD 100.000 1,765.75 1,106.00 LAZARD LTD 2,608.000 115,718.91 104,215.68 LINDE PLC 1,210.000 132,490.94 257,609.00 LIVANOVA PLC 301.000 30,963.98 22,704.43 LUXFER HOLDINGS PLC 194.000 4,756.95 3,590.94 MEDTRONIC PLC 16,060.000 1,337,898.57 1,822,007.00 MEIRAGTX HOLDINGS PLC 133.000 3,035.58 2,662.66 NOVOCURE LTD 679.000 19,483.30 57,219.33 RENAISSANCERE HOLDINGS LTD 2,030.000 252,877.04 397,920.60 SENSATA TECHNOLOGIES HOLDING P 522.000 22,354.68 28,120.14 SIGNET JEWELERS LTD 960.000 19,445.38 20,870.40 STERIS PLC 238.000 35,020.49 36,275.96 THERAVANCE BIOPHARMA INC 332.000 8,598.98 8,595.48 TRITON INTERNATIONAL LTD/BERMU 4,300.000 138,758.91 172,860.00 TRONOX HOLDINGS PLC 299.000 5,495.30 3,414.58 GOLAR LNG LTD 68.000 1,256.73 966.96 WHITE MOUNTAINS INSURANCE GROU 150.000 161,611.25 167,326.50 WILLIS TOWERS WATSON PLC 1,800.000 331,558.60 363,492.00 GARMIN LTD 980.000 86,424.87 95,608.80 ALTISOURCE PORTFOLIO SOLUTIONS 10.000 196.61 193.30 ORION ENGINEERED CARBONS SA 311.000 6,658.31 6,002.30 TRINSEO SA 2,900.000 196,298.38 107,909.00 UROGEN PHARMA LTD 145.000 5,211.36 4,838.65 AFFIMED NV 387.000 1,111.17 1,060.38 ELASTIC NV 350.000 27,128.56 22,505.00 QIAGEN NV 1,500.000 57,497.81 50,700.00 WRIGHT MEDICAL GROUP NV 978.000 26,851.88 29,809.44 BANCO LATINOAMERICANO DE COMER 3,700.000 62,107.69 79,106.00 ROYAL CARIBBEAN CRUISES LTD 1,400.000 172,300.36 186,914.00 ARDMORE SHIPPING CORP 73.000 594.08 660.65 DORIAN LPG LTD 61.000 550.30 944.28 SCORPIO TANKERS INC 1.000 31.03 39.34 SCORPIO BULKERS INC 112.000 515.34 713.44 WAVE LIFE SCIENCES LTD 147.000 5,508.19 1,178.21 ATLANTIC POWER CORP 584.000 1,414.01 1,360.72 TELEFONAKTIEBOLAGET LM ERICSSO 23,500.000 197,266.59 206,330.00 EVERTEC INC 2,370.000 77,191.80 80,674.80 FIRST BANCORP/PUERTO RICO 6,650.000 66,089.37 70,423.50 GLAXOSMITHKLINE PLC 10,000.000 413,448.05 469,900.00 IMAX CORP 405.000 11,837.30 8,274.15 MDC PARTNERS INC 432.000 3,445.54 1,200.96 MAGNA INTERNATIONAL INC 12,100.000 534,690.68 663,564.00 MASONITE INTERNATIONAL CORP 187.000 12,731.34 13,503.27 NOVAGOLD RESOURCES INC 1,256.000 7,423.27 11,253.76 NOVANTA INC 261.000 11,751.48 23,082.84 OFG BANCORP 3,600.000 66,507.58 84,996.00 POPULAR INC 8,260.000 424,570.85 485,275.00 SANOFI 9,800.000 442,667.76 491,960.00 TRIPLE-S MANAGEMENT CORP 710.000 14,532.85 13,127.90 VBI VACCINES INC 716.000 838.62 988.08 VODAFONE GROUP PLC 59,200.000 1,903,964.27 1,144,336.00 XBIOTECH INC 150.000 1,137.00 2,799.75 11,507,906.96 12,762,311.15

Total Investments, Social Purpose U.S. 206,971,515 261,454,330 Equity Pool

Social Purpose Stock Index Pool

Cash and Cash Equivalents - Total 12,484,572 12,484,572

Equity - U.S. MCDERMOTT INTERNATIONAL INC 3,800.000 30,663.30 2,571.08 AAON INC 600.000 30,108.00 29,646.00 AAR CORP 4,165.000 141,152.72 187,841.50 ACCO BRANDS CORP 389.000 3,526.49 3,641.04

133 2019 | Investment Portfolio AS OF DEC. 31, 2019

ADMA BIOLOGICS INC 300.000 1,161.38 1,200.00 ADT INC 1,400.000 8,568.00 11,102.00 ABM INDUSTRIES INC 300.000 12,000.00 11,313.00 AFLAC INC 13,576.000 495,279.00 718,170.40 AGCO CORP 750.000 56,873.50 57,937.50 AGNC INVESTMENT CORP 12,600.000 268,887.32 222,768.00 AES CORP/VA 9,900.000 138,726.79 197,010.00 AK STEEL HOLDING CORP 1,449.000 16,872.83 4,767.21 AMC NETWORKS INC 150.000 5,744.26 5,925.00 AMN HEALTHCARE SERVICES INC 300.000 16,275.00 18,693.00 ASGN INC 1,200.000 11,097.48 85,164.00 AT&T INC 104,440.000 3,258,439.97 4,081,515.20 AVX CORP 700.000 11,620.00 14,329.00 AARON’S INC 600.000 16,855.68 34,266.00 ABBOTT LABORATORIES 24,676.000 1,073,848.36 2,143,357.36 ABBVIE INC 20,386.000 868,337.67 1,804,976.44 ABEONA THERAPEUTICS INC 900.000 4,303.13 2,943.00 ABERCROMBIE & FITCH CO 418.000 31,914.30 7,227.22 ABIOMED INC 600.000 26,746.35 102,354.00 ABRAXAS PETROLEUM CORP 25,958.000 30,429.07 9,113.85 ACACIA RESEARCH CORP 300.000 10,152.66 798.00 ACACIA COMMUNICATIONS INC 200.000 9,432.00 13,562.00 ACADIA HEALTHCARE CO INC 800.000 24,345.00 26,576.00 ACADIA PHARMACEUTICALS INC 1,200.000 31,525.06 51,336.00 ACCELERATE DIAGNOSTICS INC 200.000 4,576.00 3,380.00 ACCELERON PHARMA INC 700.000 28,756.00 37,114.00 ACHILLION PHARMACEUTICALS INC 200.000 536.00 1,206.00 ACI WORLDWIDE INC 500.000 17,170.00 18,942.50 ACTIVISION BLIZZARD INC 10,572.000 332,977.46 628,188.24 ACTUANT CORP 500.000 12,405.00 13,015.00 ACUITY BRANDS INC 400.000 58,496.69 55,200.00 ADAMAS PHARMACEUTICALS INC 700.000 4,340.88 2,653.00 ADOBE INC 6,913.000 700,395.99 2,279,976.53 ADTALEM GLOBAL EDUCATION INC 1,076.000 57,287.08 37,627.72 ADTRAN INC 184.000 7,768.48 1,819.76 ADURO BIOTECH INC 1,200.000 1,849.50 1,416.00 ADVANCE AUTO PARTS INC 896.000 80,369.80 143,503.36 AECOM 2,452.000 71,884.50 105,754.76 AEGION CORP 100.000 1,840.00 2,237.00 AERIE PHARMACEUTICALS INC 700.000 20,685.00 16,919.00 ADVANSIX INC 36.000 372.97 718.56 ADVERUM BIOTECHNOLOGIES INC 300.000 3,567.00 3,456.00 ADVANCED DRAINAGE SYSTEMS INC 200.000 6,558.00 7,768.00 ADVANCED DISPOSAL SERVICES INC 3,900.000 127,957.02 128,193.00 ADVANCED MICRO DEVICES INC 13,176.000 238,386.60 604,251.36 ADVANCED ENERGY INDUSTRIES INC 200.000 11,254.00 14,240.00 AEROVIRONMENT INC 1,254.000 39,591.82 77,421.96 AFFILIATED MANAGERS GROUP INC 905.000 93,460.85 76,689.70 AGILENT TECHNOLOGIES INC 4,578.000 210,762.18 390,549.18 AGENUS INC 650.000 3,801.06 2,645.50 AGIOS PHARMACEUTICALS INC 800.000 47,324.15 38,200.00 AGEX THERAPEUTICS INC 700.000 2,569.88 1,274.00 AGREE REALTY CORP 100.000 7,764.45 7,017.00 AIMMUNE THERAPEUTICS INC 700.000 14,574.00 23,429.00 AIR LEASE CORP 1,100.000 45,474.00 52,272.00 AIR PRODUCTS & CHEMICALS INC 3,574.000 364,518.85 839,854.26 AKAMAI TECHNOLOGIES INC 2,167.000 77,589.22 187,185.46 AKEBIA THERAPEUTICS INC 400.000 1,936.00 2,528.00 AKCEA THERAPEUTICS INC 200.000 4,690.00 3,388.00 AKORN INC 1,100.000 6,854.42 1,650.00 ALARM.COM HOLDINGS INC 100.000 5,350.00 4,297.00 ALASKA AIR GROUP INC 1,320.000 26,764.65 89,430.00 ALBANY INTERNATIONAL CORP 200.000 16,582.00 15,184.00 ALBEMARLE CORP 1,714.000 119,588.15 125,190.56 ALCOA CORP 2,748.000 71,621.20 59,109.48 ALDER BIOPHARMACEUTICALS INC 600.000 7,062.00 10,800.00 ALEXANDER & BALDWIN INC 1,046.000 25,060.79 21,924.16 ALEXANDRIA REAL ESTATE EQUITIE 1,882.000 152,987.78 304,093.56 ALEXION PHARMACEUTICALS INC 3,028.000 261,300.76 327,478.20 ALICO INC 400.000 11,034.76 14,332.00 ALIGN TECHNOLOGY INC 1,100.000 90,628.34 306,944.00 ALLAKOS INC 200.000 8,666.00 19,072.00 ALLEGHANY CORP 91.000 28,664.87 72,760.87 ALLEGHENY TECHNOLOGIES INC 1,766.000 74,571.63 36,485.56 ALLEGIANT TRAVEL CO 115.000 8,542.15 20,014.60 ALLIANCE DATA SYSTEMS CORP 484.000 56,183.90 54,304.80 ALLIANT ENERGY CORP 4,390.000 149,440.50 240,220.80 ALLISON TRANSMISSION HOLDINGS 1,100.000 49,578.00 53,152.00 ALLOGENE THERAPEUTICS INC 500.000 13,425.00 12,990.00 ALLSCRIPTS HEALTHCARE SOLUTION 2,520.000 50,652.00 24,733.80 ALLSTATE CORP/THE 5,871.000 331,355.04 660,193.95

134 2019 | Investment Portfolio AS OF DEC. 31, 2019

ALLY FINANCIAL INC 6,300.000 187,001.71 192,528.00 ALNYLAM PHARMACEUTICALS INC 1,500.000 130,486.68 172,755.00 ALPHABET INC-CL C 1,798.000 558,361.10 2,403,961.96 ALPHABET INC-CL A 6,289.000 4,685,336.81 8,423,423.71 ALTAIR ENGINEERING INC 300.000 12,117.00 10,773.00 ALTERYX INC 450.000 41,358.38 45,031.50 ALTICE USA INC 4,300.000 104,705.00 117,562.00 ALTRA INDUSTRIAL MOTION CORP 701.000 25,128.11 25,383.21 ALTUS MIDSTREAM CO 7,800.000 29,025.75 22,308.00 AMAZON.COM INC 5,550.000 9,606,636.46 10,255,512.00 AMBAC FINANCIAL GROUP INC 100.000 2,011.48 2,157.00 AMEDISYS INC 300.000 34,053.75 50,076.00 AMERANT BANCORP INC 100.000 1,971.00 2,179.00 AMERCO 200.000 47,425.80 75,164.00 AMEREN CORP 4,871.000 286,230.23 374,092.80 AMERICAN AIRLINES GROUP INC 5,130.000 197,449.49 147,128.40 AMERICAN CAMPUS COMMUNITIES IN 1,100.000 50,776.00 51,733.00 AMERICAN EAGLE OUTFITTERS INC 1,600.000 21,678.00 23,520.00 AMERICAN EQUITY INVESTMENT LIF 1,000.000 27,139.25 29,930.00 AMERICAN EXPRESS CO 11,444.000 852,099.01 1,424,663.56 AMERICAN FINANCIAL GROUP INC/O 1,051.000 81,571.64 115,242.15 AMERICAN FINANCE TRUST INC 1,100.000 11,990.00 14,586.00 AMERICAN HOMES 4 RENT 1,100.000 27,329.63 28,831.00 AMERICAN INTERNATIONAL GROUP I 13,100.000 563,824.38 672,423.00 AMERICAN NATIONAL INSURANCE CO 200.000 14,371.00 23,536.00 AMERICAN STATES WATER CO 500.000 42,400.56 43,320.00 AMERICAN TOWER CORP 6,324.000 557,699.97 1,453,381.68 AMERICAN WATER WORKS CO INC 4,450.000 334,654.54 546,682.50 AMERICAN WOODMARK CORP 300.000 5,218.80 31,353.00 AMERICOLD REALTY TRUST 700.000 24,457.32 24,542.00 AMERISOURCEBERGEN CORP 2,098.000 131,556.94 178,371.96 AMERIPRISE FINANCIAL INC 2,616.000 262,831.79 435,773.28 AMES NATIONAL CORP 250.000 5,408.61 7,015.00 AMETEK INC 4,181.000 118,879.76 417,012.94 AMGEN INC 8,409.000 829,410.10 2,027,157.63 AMICUS THERAPEUTICS INC 3,200.000 43,740.00 31,168.00 AMKOR TECHNOLOGY INC 979.000 6,226.44 12,727.00 AMNEAL PHARMACEUTICALS INC 1,100.000 18,384.79 5,302.00 AMPHENOL CORP 4,588.000 206,417.66 496,559.24 AMPLIFY ENERGY CORP 2,800.000 16,494.63 18,508.00 AMYRIS INC 1,400.000 4,985.75 4,326.00 ANALOG DEVICES INC 5,615.000 361,983.02 667,286.60 ANAPLAN INC 1,000.000 50,470.00 52,400.00 ANAPTYSBIO INC 400.000 35,908.50 6,500.00 ANDERSONS INC/THE 161.000 4,716.23 4,070.08 ANGIODYNAMICS INC 172.000 2,737.13 2,753.72 ANIXTER INTERNATIONAL INC 10.000 672.50 921.00 ANNALY CAPITAL MANAGEMENT INC 36,200.000 414,573.12 341,004.00 ANSYS INC 1,295.000 129,888.25 333,345.95 ANTERO RESOURCES CORP 12,400.000 161,074.73 35,340.00 ANTHEM INC 3,647.000 467,101.26 1,101,503.41 ANTERO MIDSTREAM CORP 8,600.000 98,558.63 65,274.00 ANWORTH MORTGAGE ASSET CORP 4,500.000 26,882.55 15,840.00 APACHE CORP 10,310.000 676,902.11 263,832.90 APARTMENT INVESTMENT & MANAGEM 2,662.000 75,246.57 137,492.30 APELLIS PHARMACEUTICALS INC 700.000 17,738.00 21,434.00 APERGY CORP 1,265.000 31,453.83 42,731.70 APOGEE ENTERPRISES INC 200.000 8,688.00 6,500.00 APOLLO COMMERCIAL REAL ESTATE 1,800.000 33,102.00 32,922.00 APPIAN CORP 200.000 7,214.00 7,642.00 APPLE INC 62,113.000 6,469,416.84 18,239,482.45 APPLE HOSPITALITY REIT INC 2,200.000 34,892.00 35,750.00 APPLIED INDUSTRIAL TECHNOLOGIE 400.000 24,612.00 26,676.00 APPLIED MATERIALS INC 13,612.000 328,621.92 830,876.48 APPLIED OPTOELECTRONICS INC 53.000 3,491.18 629.64 APTARGROUP INC 1,006.000 117,442.38 116,313.72 AQUA AMERICA INC 3,811.000 85,312.78 178,888.34 ARAMARK 3,500.000 131,955.77 151,900.00 ARCHROCK INC 2,700.000 29,042.87 27,108.00 ARCONIC INC 11,300.000 246,130.25 347,701.00 ARCOSA INC 594.000 10,962.55 26,462.70 ARCUS BIOSCIENCES INC 100.000 795.00 1,010.00 ARDELYX INC 2,500.000 6,728.13 18,762.50 ARES MANAGEMENT CORP 1,100.000 28,787.00 39,259.00 ARENA PHARMACEUTICALS INC 365.000 14,588.79 16,578.30 ARGAN INC 200.000 3,224.45 8,028.00 ARISTA NETWORKS INC 800.000 146,688.34 162,720.00 ARLO TECHNOLOGIES INC 200.000 802.00 842.00 ARMSTRONG FLOORING INC 33.000 400.66 140.91 ARMSTRONG WORLD INDUSTRIES INC 435.000 34,732.72 40,876.95

135 2019 | Investment Portfolio AS OF DEC. 31, 2019

ARQULE INC 1,100.000 12,111.00 21,956.00 ARROW ELECTRONICS INC 846.000 50,782.88 71,690.04 ARROWHEAD PHARMACEUTICALS INC 850.000 15,983.12 53,915.50 ARTISAN PARTNERS ASSET MANAGEM 300.000 8,256.00 9,696.00 ARVINAS INC 100.000 2,199.00 4,109.00 ASCENA RETAIL GROUP INC 11.000 3,351.07 84.32 ASHFORD HOSPITALITY TRUST INC 550.000 7,060.35 1,534.50 ASHLAND GLOBAL HOLDINGS INC 1,028.000 31,475.42 78,672.84 ASPEN TECHNOLOGY INC 1,400.000 22,974.00 169,302.00 ASSEMBLY BIOSCIENCES INC 891.000 12,700.52 18,229.86 ASSERTIO THERAPEUTICS INC 100.000 1,199.37 125.00 ASSOCIATED BANC-CORP 3,460.000 48,267.00 76,258.40 ASSURANT INC 709.000 40,149.72 92,935.72 ASTEC INDUSTRIES INC 100.000 3,256.00 4,200.00 ASTRONICS CORP 2,014.000 46,843.49 56,291.30 ATARA BIOTHERAPEUTICS INC 650.000 13,866.41 10,705.50 ATHENEX INC 700.000 13,860.00 10,689.00 ATLANTIC UNION BANKSHARES CORP 300.000 10,599.00 11,265.00 ATMOS ENERGY CORP 2,539.000 204,127.01 284,012.54 AUDENTES THERAPEUTICS INC 500.000 18,930.00 29,920.00 AUTODESK INC 3,121.000 231,514.00 572,578.66 AUTOMATIC DATA PROCESSING INC 7,124.000 585,718.29 1,214,642.00 AUTONATION INC 489.000 20,189.68 23,780.07 AUTOZONE INC 300.000 180,910.14 357,393.00 AVALARA INC 500.000 36,100.00 36,625.00 AVALON GLOBOCARE CORP 100.000 260.00 193.00 AVALONBAY COMMUNITIES INC 3,265.000 546,464.16 684,670.50 AVANOS MEDICAL INC 400.000 17,444.00 13,480.00 AVANGRID INC 3,300.000 158,733.33 168,828.00 AVAYA HOLDINGS CORP 900.000 10,719.00 12,150.00 AVERY DENNISON CORP 1,372.000 61,679.43 179,485.04 AVIS BUDGET GROUP INC 306.000 8,879.58 9,865.44 AVISTA CORP 400.000 17,840.00 19,236.00 AVNET INC 1,159.000 51,893.86 49,187.96 AVROBIO INC 200.000 3,252.00 4,026.00 AXA EQUITABLE HOLDINGS INC 12,800.000 197,280.00 317,184.00 AXOGEN INC 300.000 5,940.00 5,367.00 AXON ENTERPRISE INC 1,613.000 48,374.64 118,200.64 AXSOME THERAPEUTICS INC 200.000 5,150.00 20,672.00 AXOS FINANCIAL INC 500.000 11,269.91 15,140.00 B&G FOODS INC 1,450.000 33,567.84 25,998.50 BCB BANCORP INC 300.000 4,202.23 4,137.00 BGC PARTNERS INC 6,800.000 35,564.00 40,392.00 BJ’S WHOLESALE CLUB HOLDINGS I 500.000 13,200.00 11,370.00 BOK FINANCIAL CORP 900.000 51,809.58 78,660.00 BAKER HUGHES CO 9,444.000 459,583.52 242,049.72 BALCHEM CORP 500.000 49,985.00 50,815.00 BALL CORP 4,216.000 145,522.30 272,648.72 BANCFIRST CORP 200.000 5,711.09 12,488.00 BANK OF AMERICA CORP 124,766.000 2,117,188.57 4,394,258.52 BANK OF HAWAII CORP 483.000 22,691.34 45,962.28 BANK OF NEW YORK MELLON CORP/T 14,896.000 477,533.87 749,715.68 BANK OZK 1,300.000 39,117.00 39,656.50 BANKUNITED INC 100.000 2,631.35 3,656.00 BARNES GROUP INC 964.000 26,007.10 59,729.44 BARRETT BUSINESS SERVICES INC 100.000 1,406.68 9,046.00 BAXTER INTERNATIONAL INC 7,272.000 375,413.16 608,084.64 BEACON ROOFING SUPPLY INC 500.000 19,728.25 15,990.00 BEAZER HOMES USA INC 240.000 3,883.65 3,391.20 BECTON DICKINSON AND CO 3,908.000 521,287.37 1,062,858.76 BED BATH & BEYOND INC 1,183.000 21,403.18 20,465.90 BELDEN INC 300.000 17,627.60 16,500.00 BENCHMARK ELECTRONICS INC 299.000 5,065.06 10,273.64 WR BERKLEY CORP 1,791.500 94,634.04 123,792.65 BERKSHIRE HILLS BANCORP INC 500.000 10,428.80 16,440.00 BERRY GLOBAL GROUP INC 1,500.000 78,885.00 71,235.00 BERRY PETROLEUM CORP 4,100.000 42,910.72 38,663.00 BEST BUY CO INC 3,307.000 119,126.84 290,354.60 BEYOND MEAT INC 100.000 16,068.00 7,560.00 BIG LOTS INC 100.000 5,371.11 2,872.00 BIO-RAD LABORATORIES INC 200.000 62,518.00 74,006.00 BIOCRYST PHARMACEUTICALS INC 600.000 2,274.00 2,070.00 BIOMARIN PHARMACEUTICAL INC 2,600.000 142,946.31 219,830.00 BIOGEN INC 2,726.000 353,495.35 808,885.98 BIOTELEMETRY INC 200.000 11,512.50 9,260.00 BIO-TECHNE CORP 576.000 46,909.44 126,437.76 BLACK KNIGHT INC 1,440.000 37,678.01 92,851.20 BLACKBAUD INC 600.000 50,100.00 47,760.00 BLACKLINE INC 400.000 21,404.00 20,624.00

136 2019 | Investment Portfolio AS OF DEC. 31, 2019

BLACKROCK INC 2,226.000 709,336.12 1,119,010.20 BLACKSTONE MORTGAGE TRUST INC 1,800.000 64,829.63 66,996.00 H&R BLOCK INC 2,728.000 43,566.16 64,053.44 BLOOM ENERGY CORP 600.000 7,362.00 4,482.00 BLOOMIN’ BRANDS INC 400.000 7,564.00 8,828.00 BLUCORA INC 300.000 9,111.00 7,842.00 BLUEBIRD BIO INC 857.000 118,314.44 75,201.75 BLUEPRINT MEDICINES CORP 611.000 50,255.67 48,947.21 BLUEGREEN VACATIONS CORP 400.000 4,676.00 4,136.00 BONANZA CREEK ENERGY INC 3,193.000 67,430.23 74,524.62 BOOKING HOLDINGS INC 587.000 835,732.70 1,205,539.51 BOOZ ALLEN HAMILTON HOLDING CO 1,100.000 64,172.11 78,243.00 BORGWARNER INC 2,052.000 74,858.43 89,015.76 BOSTON BEER CO INC/THE 200.000 16,672.00 75,570.00 BOSTON PROPERTIES INC 2,867.000 322,117.32 395,244.62 BOSTON SCIENTIFIC CORP 19,490.000 253,668.37 881,337.80 BOTTOMLINE TECHNOLOGIES DE INC 300.000 13,272.00 16,080.00 BOX INC 1,300.000 22,893.00 21,814.00 BRADY CORP 232.000 7,860.16 13,284.32 BRAEMAR HOTELS & RESORTS INC 165.000 3,358.76 1,473.45 BRIGGS & STRATTON CORP 26.000 540.54 173.16 BRIGHAM MINERALS INC 2,700.000 57,856.13 57,888.00 BRIGHT HORIZONS FAMILY SOLUTIO 900.000 122,822.62 135,261.00 BRIGHTHOUSE FINANCIAL INC 1,203.000 39,397.90 47,193.69 BRINKER INTERNATIONAL INC 664.000 17,795.55 27,888.00 BRINK’S CO/THE 803.000 23,206.70 72,816.04 BRISTOL-MYERS SQUIBB CO 32,733.000 1,374,297.98 2,101,131.27 BRIXMOR PROPERTY GROUP INC 2,700.000 48,276.00 58,347.00 BROADRIDGE FINANCIAL SOLUTIONS 1,862.000 42,490.84 230,031.48 BROADCOM INC 5,261.000 626,474.48 1,662,581.22 BROOKDALE SENIOR LIVING INC 775.000 21,289.90 5,634.25 BROOKFIELD PROPERTY REIT INC 2,696.000 54,459.20 49,727.72 BROOKS AUTOMATION INC 700.000 27,125.00 29,372.00 BROWN & BROWN INC 2,400.000 74,763.05 94,752.00 BRUKER CORP 800.000 39,960.00 40,776.00 BRUNSWICK CORP/DE 795.000 16,861.95 47,684.10 BUILDERS FIRSTSOURCE INC 950.000 5,578.08 24,139.50 BURLINGTON STORES INC 700.000 85,208.07 159,621.00 CAI INTERNATIONAL INC 100.000 2,034.53 2,898.00 CBL & ASSOCIATES PROPERTIES IN 1,500.000 16,653.68 1,575.00 CBOE GLOBAL MARKETS INC 1,600.000 185,214.32 192,000.00 CBRE GROUP INC 6,000.000 197,779.48 367,740.00 CDK GLOBAL INC 1,374.000 62,800.77 75,130.32 CDW CORP/DE 1,900.000 176,439.75 271,396.00 CF INDUSTRIES HOLDINGS INC 3,260.000 109,441.10 155,632.40 CH ROBINSON WORLDWIDE INC 1,323.000 106,620.16 103,458.60 CIGNA CORP 5,389.000 625,133.18 1,101,996.61 CIT GROUP INC 783.000 34,829.23 35,728.29 CME GROUP INC 5,385.000 563,766.69 1,080,877.20 CMS ENERGY CORP 6,856.000 261,038.01 430,831.04 CNA FINANCIAL CORP 2,500.000 116,703.75 112,025.00 CNB FINANCIAL CORP/PA 100.000 1,760.88 3,268.00 CNO FINANCIAL GROUP INC 1,400.000 23,352.00 25,382.00 CSG SYSTEMS INTERNATIONAL INC 146.000 2,752.83 7,559.88 CSX CORP 12,470.000 537,811.00 902,329.20 CNX RESOURCES CORP 8,700.000 63,598.61 76,995.00 CVR ENERGY INC 2,100.000 82,897.28 84,903.00 CVS HEALTH CORP 18,363.000 989,806.88 1,364,187.27 CABOT CORP 1,230.000 51,733.80 58,449.60 CABOT MICROELECTRONICS CORP 164.000 8,121.28 23,668.48 CABOT OIL & GAS CORP 10,736.000 217,458.88 186,913.76 CACI INTERNATIONAL INC 200.000 40,918.00 49,998.00 CACTUS INC 600.000 18,634.50 20,592.00 CADENCE DESIGN SYSTEMS INC 3,604.000 158,686.56 249,973.44 CADENCE BANCORP 508.000 5,621.57 9,210.04 CADIZ INC 316.000 4,217.76 3,482.32 CAL-MAINE FOODS INC 800.000 33,376.00 34,200.00 CALAVO GROWERS INC 500.000 10,357.60 45,295.00 CALIFORNIA RESOURCES CORP 1,402.000 34,340.40 12,660.06 CALIFORNIA WATER SERVICE GROUP 600.000 24,495.86 30,936.00 CALITHERA BIOSCIENCES INC 34.000 518.05 194.14 CALIX INC 350.000 2,761.01 2,800.00 CALLAWAY GOLF CO 1,100.000 7,480.00 23,320.00 CALLON PETROLEUM CO 18,066.000 138,964.62 87,258.78 CAMDEN PROPERTY TRUST 1,358.000 86,559.01 144,083.80 CAMPBELL SOUP CO 2,938.000 111,848.13 145,195.96 CANNAE HOLDINGS INC 2,386.000 53,477.54 88,735.34 CANTEL MEDICAL CORP 300.000 24,192.00 21,270.00 CAPITAL CITY BANK GROUP INC 150.000 1,606.03 4,575.00 CAPITAL ONE FINANCIAL CORP 8,847.000 588,973.55 910,444.77 CAPITOL FEDERAL FINANCIAL INC 1,400.000 19,278.00 19,222.00

137 2019 | Investment Portfolio AS OF DEC. 31, 2019

CAPSTEAD MORTGAGE CORP 1,000.000 10,506.50 7,920.00 CARA THERAPEUTICS INC 100.000 2,150.00 1,611.00 CARDINAL HEALTH INC 4,258.000 195,706.05 215,369.64 CAREER EDUCATION CORP 1,409.000 30,786.65 25,911.51 CAREDX INC 250.000 8,331.62 5,392.50 CARETRUST REIT INC 1,300.000 16,721.61 26,819.00 CARGURUS INC 200.000 6,919.25 7,036.00 CARLISLE COS INC 1,242.000 59,988.60 201,005.28 CARMAX INC 2,352.000 88,762.90 206,199.84 CARPENTER TECHNOLOGY CORP 900.000 43,968.00 44,802.00 CARROLS RESTAURANT GROUP INC 200.000 833.16 1,410.00 CARS.COM INC 779.000 9,788.40 9,519.38 CARTER’S INC 400.000 39,016.00 43,736.00 CARVANA CO 400.000 13,497.00 36,820.00 CASELLA WASTE SYSTEMS INC 1,200.000 6,562.44 55,236.00 CASEY’S GENERAL STORES INC 300.000 14,360.44 47,697.00 CATALENT INC 1,600.000 79,237.25 90,080.00 CATALYST PHARMACEUTICALS INC 1,079.000 3,063.66 4,046.25 CATERPILLAR INC 8,433.000 949,252.07 1,245,385.44 CATO CORP/THE 199.000 5,239.67 3,462.60 CEDAR REALTY TRUST INC 200.000 1,009.76 590.00 CENTENE CORP 5,664.000 225,212.50 356,095.68 CENTENNIAL RESOURCE DEVELOPMEN 8,982.000 101,211.88 41,496.84 CENTERPOINT ENERGY INC 7,368.000 168,276.44 200,925.36 CENTERSTATE BANK CORP 2,400.000 34,083.75 59,952.00 CENTRAL GARDEN & PET CO 800.000 7,678.24 23,488.00 CENTURY ALUMINUM CO 400.000 5,923.00 3,006.00 CENTURYLINK INC 16,649.000 401,857.85 219,933.29 CERENCE INC 350.000 7,109.91 7,920.50 CERIDIAN HCM HOLDING INC 600.000 30,120.00 40,728.00 CERNER CORP 3,880.000 174,820.31 284,753.20 CHAPARRAL ENERGY INC 6,000.000 28,267.50 10,560.00 CHARLES RIVER LABORATORIES INT 409.000 15,746.50 62,478.84 CHART INDUSTRIES INC 300.000 22,418.65 20,247.00 CHARTER COMMUNICATIONS INC 2,228.000 279,685.73 1,080,758.24 CHATHAM LODGING TRUST 300.000 4,580.29 5,502.00 CHECKPOINT THERAPEUTICS INC 200.000 606.25 342.00 CHEESECAKE FACTORY INC/THE 472.000 14,896.32 18,341.92 CHEGG INC 1,400.000 38,419.50 53,074.00 CHEMED CORP 100.000 36,084.00 43,926.00 CHEMOURS CO/THE 2,411.000 37,395.77 43,614.99 CHENIERE ENERGY INC 6,299.000 260,717.71 384,679.93 CHESAPEAKE ENERGY CORP 34,560.000 148,076.89 28,532.74 CHICO’S FAS INC 623.000 4,739.83 2,373.63 CHILDREN’S PLACE INC/THE 154.000 7,815.50 9,628.08 CHIMERA INVESTMENT CORP 3,780.000 60,330.42 77,716.80 CHIMERIX INC 900.000 3,889.13 1,827.00 CHIPOTLE MEXICAN GRILL INC 291.000 85,245.54 243,599.01 CHOICE HOTELS INTERNATIONAL IN 1,500.000 53,715.00 155,145.00 CHURCH & DWIGHT CO INC 4,208.000 108,439.12 295,990.72 CIENA CORP 1,654.000 65,779.08 70,609.26 CIMAREX ENERGY CO 4,139.000 298,225.07 217,256.11 CINCINNATI BELL INC 100.000 1,780.16 1,047.00 CINCINNATI FINANCIAL CORP 2,265.000 83,805.27 238,164.75 CINEMARK HOLDINGS INC 900.000 32,490.00 30,465.00 CIRCOR INTERNATIONAL INC 100.000 4,600.00 4,624.00 CISCO SYSTEMS INC 62,293.000 1,680,087.32 2,987,572.28 CIRRUS LOGIC INC 287.000 10,151.14 23,651.67 CINTAS CORP 1,401.000 45,406.41 376,981.08 CITIZENS & NORTHERN CORP 750.000 14,768.93 21,187.50 CITIGROUP INC 33,643.000 1,665,270.14 2,687,739.27 CITIZENS FINANCIAL GROUP INC 8,300.000 205,734.67 337,063.00 CITIZENS INC/TX 200.000 1,788.85 1,350.00 CITRIX SYSTEMS INC 2,754.000 266,094.12 305,418.60 CLEAN ENERGY FUELS CORP 11,200.000 53,027.81 26,208.00 CLEARWATER PAPER CORP 132.000 4,551.36 2,819.52 CLEARWAY ENERGY INC 1,200.000 20,232.00 23,940.00 CLEVELAND-CLIFFS INC 2,680.000 78,055.00 22,512.00 CLOROX CO/THE 1,853.000 150,274.25 284,509.62 CLOUDERA INC 1,891.000 13,954.77 21,992.33 CLOVIS ONCOLOGY INC 601.000 35,561.81 6,265.43 COCA-COLA CONSOLIDATED INC 116.000 9,032.75 32,949.80 COCA-COLA CO/THE 57,100.000 2,886,480.63 3,160,485.00 CODEXIS INC 100.000 1,843.00 1,599.00 COEUR MINING INC 1,973.000 42,296.55 15,941.84 COGENT COMMUNICATIONS HOLDINGS 400.000 8,679.70 26,324.00 COGNEX CORP 2,056.000 31,749.03 115,218.24 COGNIZANT TECHNOLOGY SOLUTIONS 8,288.000 367,057.88 514,021.76 COHERENT INC 228.000 12,626.64 37,927.80

138 2019 | Investment Portfolio AS OF DEC. 31, 2019

COHERUS BIOSCIENCES INC 541.000 12,104.73 9,740.71 COHU INC 260.000 5,338.36 5,941.00 COLFAX CORP 900.000 26,808.06 32,742.00 COLGATE-PALMOLIVE CO 13,370.000 763,507.69 920,390.80 COLONY CREDIT REAL ESTATE INC 2,900.000 44,950.00 38,164.00 COLONY CAPITAL INC 8,800.000 75,259.41 41,800.00 COLUMBIA BANKING SYSTEM INC 100.000 3,618.00 4,068.50 COLUMBIA FINANCIAL INC 100.000 1,510.00 1,694.00 COLUMBIA PROPERTY TRUST INC 1,100.000 22,814.00 23,001.00 COLUMBIA SPORTSWEAR CO 200.000 20,032.00 20,038.00 COMFORT SYSTEMS USA INC 300.000 11,233.76 14,955.00 COMCAST CORP 63,850.000 1,422,889.58 2,871,334.50 COMERICA INC 2,349.000 106,390.59 168,540.75 COMMERCE BANCSHARES INC/MO 970.000 26,356.22 65,901.80 COMMERCIAL METALS CO 2,400.000 35,688.00 53,448.00 COMMSCOPE HOLDING CO INC 1,700.000 26,741.00 24,123.00 COMMUNITY BANK SYSTEM INC 108.000 4,645.89 7,661.52 COMMUNITY HEALTH SYSTEMS INC 56.000 1,461.70 162.40 COMMVAULT SYSTEMS INC 300.000 16,035.15 13,392.00 COMPASS MINERALS INTERNATIONAL 600.000 45,557.06 36,576.00 COMSTOCK RESOURCES INC 5,400.000 30,083.13 44,442.00 COMTECH TELECOMMUNICATIONS COR 60.000 1,671.60 2,129.40 CONAGRA BRANDS INC 7,662.000 165,153.49 262,346.88 CONCHO RESOURCES INC 3,864.000 380,611.56 338,370.48 CONCRETE PUMPING HOLDINGS INC 100.000 512.00 547.00 CONDUENT INC 2,836.000 42,115.62 17,583.20 CONSOLIDATED COMMUNICATIONS HO 62.000 1,039.99 240.56 CONSOLIDATED EDISON INC 7,533.000 544,386.42 681,510.51 CONSTELLATION PHARMACEUTICALS 400.000 4,912.50 18,844.00 CONTINENTAL RESOURCES INC/OK 4,200.000 176,041.63 144,060.00 COOPER COS INC/THE 646.000 100,542.56 207,553.34 COOPER TIRE & RUBBER CO 8.000 190.80 230.00 COPART INC 2,520.000 110,295.54 229,168.80 CORIUM INTL INC & 60.000 0.00 10.80 CORCEPT THERAPEUTICS INC 900.000 5,273.51 10,890.00 CORESITE REALTY CORP 100.000 11,517.00 11,212.00 CORELOGIC INC/UNITED STATES 1,025.000 18,521.75 44,802.75 CORNERSTONE BUILDING BRANDS IN 100.000 583.00 851.00 CORNERSTONE ONDEMAND INC 200.000 6,986.25 11,710.00 CORNING INC 11,665.000 257,825.80 339,568.15 CORPORATE OFFICE PROPERTIES TR 600.000 15,822.00 17,628.00 COSTCO WHOLESALE CORP 6,232.000 854,002.90 1,831,709.44 COSTAR GROUP INC 500.000 31,580.00 299,150.00 COTY INC 3,952.000 64,649.91 44,460.00 COUPA SOFTWARE INC 650.000 72,440.38 95,062.50 COUSINS PROPERTIES INC 820.000 30,761.09 33,784.00 COVANTA HOLDING CORP 300.000 5,373.00 4,452.00 COVETRUS INC 1,093.600 34,281.90 14,435.52 COVIA HOLDINGS CORP 5,500.000 11,311.38 11,220.00 CRACKER BARREL OLD COUNTRY STO 280.000 13,328.00 43,047.20 CRAFT BREW ALLIANCE INC 800.000 5,896.37 13,200.00 CRANE CO 1,045.000 52,652.48 90,267.10 CREDIT ACCEPTANCE CORP 144.000 53,284.07 63,695.52 CREE INC 1,194.000 55,841.34 55,103.10 CRINETICS PHARMACEUTICALS INC 100.000 2,500.00 2,509.00 CROCS INC 265.000 6,060.55 11,100.85 CROSS COUNTRY HEALTHCARE INC 300.000 3,926.50 3,486.00 CROWN CASTLE INTERNATIONAL COR 6,342.000 456,212.98 901,515.30 CROWN HOLDINGS INC 1,299.000 68,263.71 94,229.46 CUBESMART 2,700.000 88,953.93 84,996.00 CUBIC CORP 2,100.000 127,043.85 133,497.00 CUE BIOPHARMA INC 1,000.000 8,991.25 15,875.00 CULLEN/FROST BANKERS INC 873.000 50,458.11 85,361.94 CUMMINS INC 2,795.000 406,257.14 500,193.20 CURTISS-WRIGHT CORP 3,812.000 231,562.84 537,072.68 CYCLERION THERAPEUTICS INC 10.000 218.79 27.20 CYMABAY THERAPEUTICS INC 300.000 2,148.00 588.00 CYPRESS SEMICONDUCTOR CORP 3,694.000 82,684.88 86,181.02 CYTOKINETICS INC 400.000 4,500.00 4,244.00 CYRUSONE INC 1,300.000 73,124.25 85,059.00 CYTOMX THERAPEUTICS INC 200.000 2,244.00 1,662.00 DR HORTON INC 4,465.000 96,320.27 235,528.75 DTE ENERGY CO 4,223.000 372,057.95 548,441.01 DXC TECHNOLOGY CO 3,957.000 136,995.52 148,743.63 DANAHER CORP 9,148.000 691,299.74 1,404,035.04 DARDEN RESTAURANTS INC 1,892.000 108,510.39 206,246.92 DARLING INGREDIENTS INC 2,700.000 49,338.25 75,816.00 DAVE & BUSTER’S ENTERTAINMENT 100.000 4,047.00 4,017.00 DAVITA INC 1,794.000 99,553.34 134,603.82

139 2019 | Investment Portfolio AS OF DEC. 31, 2019

DECIPHERA PHARMACEUTICALS INC 300.000 6,765.00 18,672.00 DECKERS OUTDOOR CORP 207.000 27,422.81 34,954.02 DEERE & CO 4,755.000 525,404.95 823,851.30 DELEK US HOLDINGS INC 2,367.000 70,942.70 79,365.51 DELL TECHNOLOGIES INC 2,229.000 103,218.26 114,548.31 DELTA AIR LINES INC 7,813.000 156,547.02 456,904.24 DENBURY RESOURCES INC 20,700.000 59,620.91 29,187.00 DELUXE CORP 270.000 9,917.00 13,478.40 DENALI THERAPEUTICS INC 400.000 8,304.00 6,968.00 DENTSPLY SIRONA INC 2,905.000 149,120.18 164,393.95 DERMIRA INC 200.000 1,912.00 3,032.00 DESIGNER BRANDS INC 300.000 5,751.00 4,722.00 DEXCOM INC 1,200.000 101,454.47 262,488.00 DIAMOND OFFSHORE DRILLING INC 2,312.000 31,714.04 16,623.28 DIAMONDBACK ENERGY INC 3,741.000 296,090.28 347,389.26 DIAMONDROCK HOSPITALITY CO 200.000 2,068.00 2,216.00 DICERNA PHARMACEUTICALS INC 400.000 6,300.00 8,812.00 DICK’S SPORTING GOODS INC 400.000 14,190.35 19,796.00 DIEBOLD NIXDORF INC 741.000 10,040.43 7,824.96 DIGITAL REALTY TRUST INC 3,159.000 255,644.31 378,258.66 DINE BRANDS GLOBAL INC 608.000 32,832.00 50,780.16 DIPLOMAT PHARMACY INC 250.000 11,507.88 1,000.00 WALT DISNEY CO/THE 24,356.000 1,758,311.47 3,522,608.28 DISCOVERY INC 1,974.000 50,940.75 64,628.76 DISCOVERY INC 4,730.000 115,382.33 144,217.70 DISH NETWORK CORP 3,678.000 129,687.57 130,458.66 DISCOVER FINANCIAL SERVICES 6,829.000 281,600.24 579,235.78 DOCUSIGN INC 2,000.000 98,414.25 148,220.00 DOLBY LABORATORIES INC 600.000 38,760.00 41,280.00 DOLLAR GENERAL CORP 3,500.000 266,724.55 545,930.00 DOLLAR TREE INC 3,048.000 176,470.83 286,664.40 DOMINION ENERGY INC 14,338.000 1,004,502.98 1,187,473.16 DOMINO’S PIZZA INC 650.000 42,152.94 190,957.00 DOMTAR CORP 1,174.000 59,510.06 44,893.76 DONALDSON CO INC 2,100.000 82,411.37 121,002.00 DONEGAL GROUP INC 400.000 5,562.91 5,928.00 RR DONNELLEY & SONS CO 43.000 1,420.39 169.85 DONNELLEY FINANCIAL SOLUTIONS 53.000 1,822.86 554.91 DOUGLAS EMMETT INC 700.000 27,888.00 30,730.00 DOVER CORP 2,430.000 134,820.72 280,081.80 DOW INC 11,700.000 576,927.00 640,341.00 DRIL-QUIP INC 900.000 66,702.00 42,219.00 DRIVE SHACK INC 400.000 1,876.00 1,464.00 DROPBOX INC 2,900.000 72,645.00 51,939.00 DUCOMMUN INC 1,200.000 48,946.98 60,636.00 DUKE REALTY CORP 5,904.000 147,826.08 204,691.68 DULUTH HOLDINGS INC 1,300.000 23,208.25 13,689.00 DUNKIN’ BRANDS GROUP INC 1,000.000 76,582.50 75,540.00 DYCOM INDUSTRIES INC 450.000 18,715.64 21,217.50 DYNAVAX TECHNOLOGIES CORP 1,300.000 14,015.38 7,436.00 EOG RESOURCES INC 11,186.000 757,566.47 936,939.36 EQT CORP 6,334.000 150,149.58 69,040.60 EPR PROPERTIES 300.000 22,377.00 21,192.00 ERA GROUP INC 171.000 3,818.51 1,739.07 E*TRADE FINANCIAL CORP 4,496.000 154,364.41 203,983.52 EVI INDUSTRIES INC 13.000 396.39 351.52 EAGLE MATERIALS INC 790.000 28,748.70 71,621.40 EARTHSTONE ENERGY INC 4,716.000 38,890.47 29,852.28 EAST WEST BANCORP INC 2,200.000 81,729.06 107,140.00 EATON VANCE CORP 2,100.000 76,379.19 98,049.00 EBAY INC 9,694.000 187,030.29 350,050.34 EBIX INC 100.000 5,022.00 3,341.00 ECHOSTAR CORP 500.000 18,019.13 21,655.00 ECOLAB INC 4,122.000 331,615.06 795,504.78 EDGEWELL PERSONAL CARE CO 101.000 2,751.57 3,126.96 EDISON INTERNATIONAL 4,683.000 244,841.31 353,145.03 EDITAS MEDICINE INC 600.000 14,844.00 17,766.00 EDWARDS LIFESCIENCES CORP 2,858.000 230,397.70 666,742.82 EHEALTH INC 100.000 8,610.00 9,608.00 EIDOS THERAPEUTICS INC 100.000 3,108.00 5,739.00 8X8 INC 500.000 12,050.00 9,150.00 EL PASO ELECTRIC CO 1,800.000 120,772.17 122,202.00 ELANCO ANIMAL HEALTH INC 4,631.000 107,942.64 136,382.95 ELECTROCORE INC 2,300.000 4,602.88 3,657.00 ELECTRONIC ARTS INC 4,219.000 172,348.84 453,584.69 ELEMENT SOLUTIONS INC 3,100.000 32,054.00 36,208.00 ELOXX PHARMACEUTICALS INC 500.000 4,965.00 3,680.00 EMCOR GROUP INC 900.000 66,709.52 77,670.00 EMERGENT BIOSOLUTIONS INC 400.000 19,324.00 21,580.00 EMERSON ELECTRIC CO 11,098.000 643,463.76 846,333.48 ENANTA PHARMACEUTICALS INC 200.000 15,494.50 12,356.00

140 2019 | Investment Portfolio AS OF DEC. 31, 2019

ENCORE CAPITAL GROUP INC 100.000 3,387.00 3,536.00 ENCOMPASS HEALTH CORP 1,000.000 60,840.41 69,270.00 ENERGOUS CORP 900.000 3,934.13 1,593.00 ENERGIZER HOLDINGS INC 601.000 11,636.41 30,182.22 ENERGY TRANSFER LP 10,317.272 147,315.35 132,370.60 ENERSYS 500.000 35,072.25 37,415.00 ENPHASE ENERGY INC 500.000 9,115.00 13,065.00 ENPRO INDUSTRIES INC 200.000 12,768.00 13,376.00 ENSIGN GROUP INC/THE 300.000 13,342.06 13,611.00 ENTEGRIS INC 1,176.000 10,844.15 58,905.84 ENTEGRA FINANCIAL CORP 1,600.000 48,156.00 48,256.00 ENTERCOM COMMUNICATIONS CORP 1,366.000 6,729.47 6,338.24 EPAM SYSTEMS INC 500.000 80,512.25 106,080.00 EPIZYME INC 1,000.000 12,550.00 24,600.00 EQUIFAX INC 1,600.000 91,933.82 224,192.00 EQUINIX INC 1,159.000 257,136.32 676,508.30 EQUITRANS MIDSTREAM CORP 6,847.000 167,599.23 91,475.92 EQUITY COMMONWEALTH 75.000 1,891.92 2,462.25 EQUITY LIFESTYLE PROPERTIES IN 1,100.000 56,806.51 77,429.00 EQUITY RESIDENTIAL 8,917.000 600,030.67 721,563.64 ERIE INDEMNITY CO 200.000 37,462.31 33,200.00 ESCO TECHNOLOGIES INC 100.000 8,262.00 9,250.00 ESPERION THERAPEUTICS INC 203.000 11,143.65 12,104.89 ESSEX PROPERTY TRUST INC 1,227.000 212,686.92 369,155.22 ETSY INC 1,400.000 51,836.86 62,020.00 EURONET WORLDWIDE INC 300.000 50,472.00 47,268.00 EVELO BIOSCIENCES INC 200.000 1,796.35 812.00 EVENTBRITE INC 100.000 1,620.00 2,017.00 EVERCORE INC 400.000 35,428.00 29,904.00 EVERBRIDGE INC 200.000 17,884.00 15,616.00 EVERGY INC 7,022.000 390,932.40 457,061.98 EVERSOURCE ENERGY 8,429.000 498,318.15 717,055.03 EVOLUTION PETROLEUM CORP 8,900.000 60,883.44 48,683.00 EVOQUA WATER TECHNOLOGIES CORP 200.000 2,848.00 3,790.00 EXACT SCIENCES CORP 1,775.000 96,387.79 164,152.00 EXELON CORP 21,800.000 874,833.67 993,862.00 EXELIXIS INC 3,334.000 39,369.69 58,745.08 EXPEDIA GROUP INC 2,399.680 237,235.63 259,501.40 EXPEDITORS INTERNATIONAL OF WA 2,273.000 161,125.08 177,339.46 EXTENDED STAY AMERICA INC 2,800.000 47,292.00 41,608.00 EXTRA SPACE STORAGE INC 2,400.000 223,327.08 253,488.00 EXTREME NETWORKS INC 1,699.000 5,555.73 12,521.63 EXTERRAN CORP 550.000 13,795.76 4,306.50 EXTRACTION OIL & GAS INC 5,756.000 73,599.45 12,202.72 FBL FINANCIAL GROUP INC 100.000 6,380.00 5,893.00 FLIR SYSTEMS INC 1,671.000 68,685.67 87,008.97 FMC CORP 2,000.000 156,313.62 199,640.00 FNB CORP/PA 700.000 8,239.00 8,890.00 FTS INTERNATIONAL INC 900.000 6,095.25 936.00 FTI CONSULTING INC 432.000 16,355.52 47,805.12 FACEBOOK INC 31,950.000 3,106,998.06 6,557,737.50 FACTSET RESEARCH SYSTEMS INC 370.000 72,694.36 99,271.00 FAIR ISAAC CORP 410.000 17,318.72 153,618.80 FALCON MINERALS CORP 8,800.000 73,928.40 62,128.00 FARMER BROTHERS CO 100.000 1,013.77 1,506.00 FATE THERAPEUTICS INC 448.000 7,491.80 8,767.36 FASTENAL CO 9,268.000 152,226.90 342,452.60 FEDERAL REALTY INVESTMENT TRUS 942.000 99,970.82 121,263.66 FEDERAL SIGNAL CORP 1,079.000 6,840.86 34,797.75 FEDERATED INVESTORS INC 900.000 27,816.00 29,331.00 FEDEX CORP 3,862.000 480,652.70 583,973.02 FERRO CORP 582.000 7,304.10 8,631.06 F5 NETWORKS INC 776.000 91,959.22 108,368.40 FIBROGEN INC 1,050.000 43,439.79 45,034.50 FIDELITY NATIONAL INFORMATION 8,847.000 610,947.13 1,230,529.23 FIDELITY NATIONAL FINANCIAL IN 3,893.000 56,619.23 176,547.55 FIESTA RESTAURANT GROUP INC 100.000 2,106.42 989.00 FIFTH THIRD BANCORP 12,474.000 202,746.37 383,450.76 FIREEYE INC 1,400.000 30,949.37 23,142.00 FIRST AMERICAN FINANCIAL CORP 1,525.000 24,461.00 88,938.00 FIRST BANCSHARES INC/THE 100.000 3,030.76 3,552.00 FIRST BUSEY CORP 133.000 2,213.42 3,657.50 FIRST COMMONWEALTH FINANCIAL C 1,100.000 6,325.00 15,961.00 FIRST DEFIANCE FINANCIAL CORP 600.000 4,502.04 18,894.00 FIRST FINANCIAL BANKSHARES INC 400.000 12,316.00 14,040.00 FIRST FINANCIAL BANCORP 600.000 14,532.00 15,264.00 FIRST HORIZON NATIONAL CORP 2,359.000 28,251.14 39,065.04 FIRST INDUSTRIAL REALTY TRUST 1,300.000 15,925.00 53,963.00 FIRST INTERSTATE BANCSYSTEM IN 381.000 13,051.77 15,971.52 FIRST REPUBLIC BANK/CA 2,400.000 137,102.42 281,880.00

141 2019 | Investment Portfolio AS OF DEC. 31, 2019

FIRST SOLAR INC 984.000 94,558.34 55,064.64 1ST SOURCE CORP 10.000 316.83 518.80 FIRSTCASH INC 400.000 32,635.40 32,252.00 FISERV INC 8,100.000 328,909.96 936,603.00 FLAGSTAR BANCORP INC 800.000 26,512.00 30,600.00 FITBIT INC 100.000 440.00 657.00 FIVE BELOW INC 600.000 56,512.03 76,716.00 FIVE PRIME THERAPEUTICS INC 100.000 603.13 459.00 FIVE9 INC 200.000 8,504.50 13,116.00 FLEETCOR TECHNOLOGIES INC 1,200.000 198,405.26 345,264.00 FLEXION THERAPEUTICS INC 200.000 2,460.25 4,140.00 FLOOR & DECOR HOLDINGS INC 700.000 29,330.00 35,567.00 FLOTEK INDUSTRIES INC 100.000 1,263.85 200.00 FLUOR CORP 2,653.000 111,095.25 50,088.64 FLOWERS FOODS INC 5,323.000 89,946.99 115,722.02 FLOWSERVE CORP 1,869.000 91,846.52 93,020.13 FOCUS FINANCIAL PARTNERS INC 200.000 5,462.00 5,894.00 FOOT LOCKER INC 1,367.000 44,997.17 53,299.33 FORD MOTOR CO 53,893.000 728,347.36 501,204.90 FORESCOUT TECHNOLOGIES INC 200.000 6,772.00 6,560.00 FORESTAR GROUP INC 200.000 3,910.00 4,170.00 FORTINET INC 1,800.000 118,064.66 192,168.00 FORTIVE CORP 5,533.000 241,260.45 422,665.87 FORTUNE BRANDS HOME & SECURITY 2,400.000 71,016.11 156,816.00 FORUM ENERGY TECHNOLOGIES INC 6,400.000 21,896.00 10,752.00 FOUR CORNERS PROPERTY TRUST IN 1,257.000 21,200.57 35,434.83 FOX CORP 4,391.000 182,446.05 162,774.37 FOX CORP 2,766.000 102,824.40 100,682.40 FOX FACTORY HOLDING CORP 100.000 5,629.25 6,957.00 FRANKLIN COVEY CO 138.000 1,214.12 4,447.74 FRANKLIN ELECTRIC CO INC 600.000 28,500.00 34,392.00 FRANKLIN RESOURCES INC 6,388.000 239,622.21 165,960.24 FRESHPET INC 200.000 7,650.25 11,818.00 FRONTDOOR INC 1,050.000 33,411.72 49,791.00 FRONTIER COMMUNICATIONS CORP 86.000 11,199.94 76.51 HB FULLER CO 968.000 21,024.96 49,919.76 FULTON FINANCIAL CORP 993.000 10,992.51 17,307.99 FUNKO INC 100.000 1,271.25 1,716.00 GATX CORP 900.000 35,208.00 74,565.00 GCI LIBERTY INC 1,532.000 73,235.35 108,542.20 GCP APPLIED TECHNOLOGIES INC 500.000 9,738.35 11,355.00 GNC HOLDINGS INC 50.000 1,978.18 135.00 G1 THERAPEUTICS INC 500.000 15,330.00 13,215.00 G-III APPAREL GROUP LTD 200.000 5,884.00 6,700.00 GTT COMMUNICATIONS INC 400.000 9,355.17 4,540.00 GAIN CAPITAL HOLDINGS INC 100.000 413.00 395.00 GAIA INC 2,200.000 26,458.50 17,578.00 ARTHUR J GALLAGHER & CO 2,717.000 107,245.54 258,739.91 GAMESTOP CORP 943.000 8,648.87 5,733.44 GANNETT CO INC 715.000 4,468.75 4,561.70 GAP INC/THE 3,472.000 64,448.40 61,384.96 GARDNER DENVER HOLDINGS INC 1,700.000 57,382.25 62,356.00 GARTNER INC 1,116.000 69,991.73 171,975.60 GENERAC HOLDINGS INC 400.000 16,911.80 40,236.00 GENERAL MILLS INC 10,120.000 439,914.30 542,027.20 GENERAL MOTORS CO 17,650.000 554,845.25 645,990.00 GENESIS HEALTHCARE INC 500.000 4,628.95 820.00 GENTEX CORP 3,690.000 55,030.57 106,936.20 GENUINE PARTS CO 1,914.000 157,003.26 203,324.22 GENWORTH FINANCIAL INC 5,750.000 30,238.71 25,300.00 GEOSPACE TECHNOLOGIES CORP 200.000 3,022.25 3,354.00 GERMAN AMERICAN BANCORP INC 150.000 2,445.16 5,343.00 GERON CORP 1,500.000 2,116.38 2,040.00 GIBRALTAR INDUSTRIES INC 200.000 8,072.00 10,088.00 GILEAD SCIENCES INC 18,352.000 737,263.48 1,192,512.96 GLACIER BANCORP INC 100.000 4,055.00 4,599.00 GLAUKOS CORP 300.000 16,392.75 16,341.00 GLOBAL BLOOD THERAPEUTICS INC 700.000 38,870.50 55,643.00 GLOBAL WATER RESOURCES INC 200.000 1,828.82 2,630.00 GLOBUS MEDICAL INC 500.000 21,150.00 29,440.00 GLOBE LIFE INC 1,475.000 61,273.33 155,243.75 GLU MOBILE INC 500.000 3,190.62 3,025.00 GLYCOMIMETICS INC 200.000 2,384.00 1,058.00 GODADDY INC 2,200.000 132,936.25 149,424.00 GOLDMAN SACHS GROUP INC/THE 5,120.000 808,207.69 1,177,241.60 GOODRICH PETROLEUM CORP 2,400.000 31,166.66 24,096.00 GOODYEAR TIRE & RUBBER CO/THE 1,199.000 20,552.49 18,650.45 GOPRO INC 250.000 13,532.81 1,085.00 GOSSAMER BIO INC 200.000 4,436.00 3,126.00

142 2019 | Investment Portfolio AS OF DEC. 31, 2019

WR GRACE & CO 500.000 37,503.52 34,925.00 GRACO INC 3,138.000 54,556.35 163,176.00 GRAFTECH INTERNATIONAL LTD 750.000 8,716.87 8,715.00 GRAHAM HOLDINGS CO 100.000 69,003.00 63,899.00 WW GRAINGER INC 700.000 146,037.51 236,964.00 GRAND CANYON EDUCATION INC 800.000 85,434.75 76,632.00 GRANITE CONSTRUCTION INC 900.000 42,614.25 24,903.00 GRANITE POINT MORTGAGE TRUST I 2,493.000 46,326.27 45,821.34 GRAPHIC PACKAGING HOLDING CO 4,100.000 57,318.00 68,265.00 GRAY TELEVISION INC 100.000 1,639.00 2,144.00 GREAT SOUTHERN BANCORP INC 100.000 2,321.76 6,332.00 GREEN DOT CORP 727.000 21,842.11 16,939.10 GREEN PLAINS INC 4,000.000 56,923.85 61,720.00 GREENBRIER COS INC/THE 400.000 12,160.00 12,972.00 GREIF INC 100.000 6,483.00 4,420.00 GREIF INC 400.000 17,460.00 20,708.00 GRIFFON CORP 300.000 5,076.00 6,099.00 GRITSTONE ONCOLOGY INC 300.000 3,342.25 2,691.00 GROUPON INC 12,100.000 62,265.26 28,919.00 GRUBHUB INC 1,400.000 88,440.61 68,096.00 GUARDANT HEALTH INC 400.000 34,532.00 31,256.00 GUESS? INC 300.000 12,939.51 6,714.00 GUIDEWIRE SOFTWARE INC 800.000 75,078.50 87,816.00 GULFPORT ENERGY CORP 9,700.000 100,885.07 29,488.00 H&E EQUIPMENT SERVICES INC 450.000 6,562.29 15,043.50 HCA HEALTHCARE INC 3,800.000 255,369.86 561,678.00 HD SUPPLY HOLDINGS INC 2,000.000 78,790.77 80,440.00 HMS HOLDINGS CORP 700.000 20,344.66 20,720.00 HNI CORP 239.000 6,210.16 8,952.94 HP INC 25,857.000 487,972.15 531,361.35 HAEMONETICS CORP 666.000 22,357.62 76,523.40 HAIN CELESTIAL GROUP INC/THE 1,746.000 39,025.87 45,317.43 HALLADOR ENERGY CO 5,683.000 32,485.04 16,878.51 HALOZYME THERAPEUTICS INC 1,350.000 16,102.28 23,935.50 HANCOCK WHITNEY CORP 396.000 14,260.25 17,376.48 HANESBRANDS INC 4,448.000 53,604.05 66,052.80 HANNON ARMSTRONG SUSTAINABLE I 900.000 18,386.96 28,962.00 HANOVER INSURANCE GROUP INC/ TH 813.000 33,471.21 111,112.71 HARLEY-DAVIDSON INC 2,020.000 74,457.20 75,123.80 HARMONIC INC 2.000 15.52 15.60 HARSCO CORP 741.000 24,356.67 17,050.41 HARTFORD FINANCIAL SERVICES GR 6,610.000 268,771.30 401,689.70 HASBRO INC 1,429.000 77,055.50 150,916.69 HAWAIIAN ELECTRIC INDUSTRIES I 2,000.000 86,334.70 93,720.00 HEALTHCARE SERVICES GROUP INC 400.000 12,128.00 9,728.00 HEALTHCARE REALTY TRUST INC 2,977.000 65,196.30 99,342.49 HEALTHCARE TRUST OF AMERICA IN 1,400.000 38,402.00 42,392.00 HEALTHEQUITY INC 700.000 41,581.50 51,849.00 HEARTLAND FINANCIAL USA INC 600.000 20,160.03 29,844.00 HEALTHPEAK PROPERTIES INC 7,896.000 303,192.54 272,175.12 HECLA MINING CO 6,700.000 19,322.22 22,713.00 HEICO CORP 4,188.000 74,056.17 478,060.20 HEIDRICK & STRUGGLES INTERNATI 150.000 3,202.72 4,875.00 HELIOS TECHNOLOGIES INC 300.000 13,923.00 13,869.00 HELIX ENERGY SOLUTIONS GROUP I 2,000.000 17,260.00 19,260.00 HELMERICH & PAYNE INC 2,206.000 131,632.24 100,218.58 JACK HENRY & ASSOCIATES INC 1,000.000 41,004.00 145,670.00 HERC HOLDINGS INC 100.000 6,182.87 4,894.00 HERITAGE FINANCIAL CORP/WA 800.000 13,686.03 22,640.00 HERON THERAPEUTICS INC 850.000 16,901.69 19,966.50 HERSHEY CO/THE 3,001.000 182,807.42 441,086.98 HERTZ GLOBAL HOLDINGS INC 468.000 14,099.30 7,371.00 HESS CORP 6,841.000 508,831.72 457,047.21 HEWLETT PACKARD ENTERPRISE CO 24,257.000 298,087.77 384,716.02 HEXCEL CORP 5,200.000 199,263.30 381,212.00 HIGHPOINT RESOURCES CORP 19,099.000 40,040.21 32,277.31 HIGHWOODS PROPERTIES INC 2,900.000 102,950.00 141,839.00 HILL-ROM HOLDINGS INC 1,057.000 47,987.80 120,001.21 HILLENBRAND INC 1,407.000 31,727.85 46,867.17 HILTON GRAND VACATIONS INC 1,000.000 31,820.00 34,390.00 HILTON WORLDWIDE HOLDINGS INC 4,100.000 351,626.17 454,731.00 HOLLYFRONTIER CORP 4,836.000 180,197.35 245,233.56 HOLOGIC INC 3,294.000 80,068.82 171,979.74 HOME BANCSHARES INC/AR 1,000.000 19,260.00 19,660.00 HOME DEPOT INC/THE 15,501.000 1,508,455.71 3,385,108.38 HOMOLOGY MEDICINES INC 400.000 7,828.00 8,280.00 HONEYWELL INTERNATIONAL INC 13,200.000 1,399,844.09 2,336,400.00 HORACE MANN EDUCATORS CORP 200.000 8,058.00 8,732.00 HORMEL FOODS CORP 7,252.000 190,493.16 327,137.72 HOST HOTELS & RESORTS INC 11,623.000 193,172.39 215,606.65 HOSTESS BRANDS INC 3,800.000 51,802.78 55,252.00

143 2019 | Investment Portfolio AS OF DEC. 31, 2019

HOUGHTON MIFFLIN HARCOURT CO 1,100.000 6,336.00 6,875.00 HOULIHAN LOKEY INC 600.000 26,718.00 29,322.00 HOWARD HUGHES CORP/THE 584.000 62,892.59 74,051.20 HUBBELL INC 870.000 56,567.40 128,603.40 HUBSPOT INC 400.000 58,914.50 63,400.00 HUDSON PACIFIC PROPERTIES INC 1,000.000 33,270.00 37,650.00 HUMANA INC 2,027.000 253,893.80 742,936.04 JB HUNT TRANSPORT SERVICES INC 1,404.000 81,894.60 163,959.12 HUNTINGTON BANCSHARES INC/OH 19,414.000 194,875.58 292,763.12 HUNTSMAN CORP 3,800.000 69,830.60 91,808.00 HURON CONSULTING GROUP INC 334.000 9,963.22 22,952.48 HYATT HOTELS CORP 1,339.000 75,073.20 120,121.69 IAC/INTERACTIVECORP 847.000 48,062.34 210,996.17 ICF INTERNATIONAL INC 100.000 2,405.50 9,162.00 IAA INC 1,400.000 54,292.00 65,884.00 ICU MEDICAL INC 200.000 50,382.00 37,424.00 IPG PHOTONICS CORP 514.000 61,248.96 74,488.88 IRHYTHM TECHNOLOGIES INC 200.000 15,816.00 13,618.00 ISTAR INC 334.000 2,825.64 4,846.34 ITT INC 1,265.000 53,900.75 93,496.15 IBERIABANK CORP 1,026.000 59,487.48 76,775.58 IDEANOMICS INC 500.000 1,230.63 427.85 IDEX CORP 1,779.000 79,503.51 305,988.00 IDEXX LABORATORIES INC 1,112.000 90,775.36 290,376.56 ILLINOIS TOOL WORKS INC 5,745.000 551,965.41 1,031,974.35 ILLUMINA INC 1,994.000 310,607.67 661,489.56 IMMUNOGEN INC 4,073.000 13,265.72 20,792.67 IMMUNOMEDICS INC 2,663.000 29,680.76 56,349.08 IMPINJ INC 102.000 5,995.50 2,637.72 INCYTE CORP 2,350.000 126,719.40 205,202.00 INDEPENDENCE CONTRACT DRILLING 7,900.000 18,410.28 7,874.72 INDEPENDENCE REALTY TRUST INC 1,561.000 12,064.23 21,978.88 INDUSTRIAL LOGISTICS PROPERTIE 100.000 2,082.00 2,242.00 INFINERA CORP 1,000.000 2,910.00 7,940.00 INGEVITY CORP 557.000 10,757.78 48,670.66 INGREDION INC 1,268.000 76,946.80 117,860.60 INSMED INC 1,000.000 25,851.25 23,880.00 INNOSPEC INC 200.000 7,678.93 20,688.00 INPHI CORP 200.000 10,020.00 14,804.00 INNOPHOS HOLDINGS INC 200.000 5,822.00 6,396.00 INSPERITY INC 400.000 36,641.00 34,416.00 INOGEN INC 100.000 6,676.00 6,833.00 INNOVIVA INC 400.000 12,243.36 5,664.00 INSTRUCTURE INC 100.000 4,250.00 4,821.00 INSULET CORP 600.000 71,628.00 102,720.00 INTEGRA LIFESCIENCES HOLDINGS 500.000 27,925.00 29,140.00 INTEL CORP 61,245.000 1,910,253.08 3,665,513.25 INTELLIA THERAPEUTICS INC 400.000 6,548.00 5,868.00 INTERACTIVE BROKERS GROUP INC 900.000 62,309.25 41,958.00 INTERCEPT PHARMACEUTICALS INC 300.000 43,018.38 37,176.00 INTERCONTINENTAL EXCHANGE INC 9,645.000 462,447.97 892,644.75 INTERDIGITAL INC 295.000 16,900.40 16,074.55 INTERNATIONAL BANCSHARES CORP 100.000 3,771.00 4,307.00 INTERNATIONAL BUSINESS MACHINE 12,857.000 2,011,018.33 1,723,352.28 INTERNATIONAL FLAVORS & FRAGRA 1,664.000 147,029.36 214,689.28 INTERNATIONAL PAPER CO 7,069.000 332,064.63 325,527.45 INTERPUBLIC GROUP OF COS INC/T 5,319.000 69,521.34 122,868.90 INTERSECT ENT INC 250.000 7,386.12 6,225.00 INTRA-CELLULAR THERAPIES INC 200.000 2,596.00 6,862.00 INTUITIVE SURGICAL INC 1,585.000 304,823.03 936,972.75 INTUIT INC 3,504.000 397,268.90 917,802.72 INVACARE CORP 400.000 13,116.00 3,608.00 INTREPID POTASH INC 487.000 1,125.04 1,319.77 INTREXON CORP 1,000.000 11,757.09 5,480.00 INVESTORS BANCORP INC 4,393.000 18,204.82 52,342.60 INVITAE CORP 600.000 14,100.00 9,678.00 INVITATION HOMES INC 7,881.000 193,376.33 236,193.57 IONIS PHARMACEUTICALS INC 1,400.000 29,522.00 84,574.00 IOVANCE BIOTHERAPEUTICS INC 1,500.000 36,779.66 41,520.00 IQVIA HOLDINGS INC 2,500.000 310,169.00 386,275.00 IRIDIUM COMMUNICATIONS INC 800.000 17,644.50 19,712.00 IROBOT CORP 200.000 18,328.00 10,126.00 IRON MOUNTAIN INC 3,777.000 128,738.49 120,372.99 IRONWOOD PHARMACEUTICALS INC 1,800.000 19,961.46 23,958.00 ITRON INC 245.000 12,431.30 20,567.75 JBG SMITH PROPERTIES 897.000 34,652.89 35,781.33 J&J SNACK FOODS CORP 600.000 94,061.02 110,562.00 J ALEXANDER’S HOLDINGS INC 109.000 832.69 1,042.04 JPMORGAN CHASE & CO 46,551.000 3,128,693.30 6,489,209.40 JABIL INC 1,429.000 30,323.38 59,060.57 JACK IN THE BOX INC 400.000 13,141.91 31,212.00

144 2019 | Investment Portfolio AS OF DEC. 31, 2019

JACOBS ENGINEERING GROUP INC 2,345.000 133,410.60 210,651.35 JAGGED PEAK ENERGY INC 10,500.000 101,078.81 89,145.00 JEFFERIES FINANCIAL GROUP INC 12,723.000 287,752.49 271,890.51 JELD-WEN HOLDING INC 1,100.000 23,353.00 25,751.00 JETBLUE AIRWAYS CORP 2,900.000 71,098.87 54,288.00 JOHN BEAN TECHNOLOGIES CORP 445.000 8,708.65 50,133.70 JOHNSON & JOHNSON 36,671.000 3,507,110.82 5,349,198.77 JONES LANG LASALLE INC 615.000 63,570.80 107,065.35 J2 GLOBAL INC 819.000 46,810.53 76,748.49 JUNIPER NETWORKS INC 5,017.000 178,585.85 123,568.71 KAR AUCTION SERVICES INC 1,400.000 35,000.00 30,506.00 KBR INC 650.000 23,607.40 19,825.00 KLA CORP 2,176.000 135,489.49 387,697.92 KKR REAL ESTATE FINANCE TRUST 100.000 2,026.03 2,042.00 KLX ENERGY SERVICES HOLDINGS I 450.000 12,798.00 2,898.00 KADANT INC 391.000 11,061.39 41,187.94 KAISER ALUMINUM CORP 200.000 19,522.00 22,178.00 KALA PHARMACEUTICALS INC 200.000 1,276.41 738.00 KAMAN CORP 800.000 28,288.00 52,736.00 KANSAS CITY SOUTHERN 1,500.000 120,595.08 229,740.00 KARYOPHARM THERAPEUTICS INC 1,000.000 5,990.15 19,170.00 KB HOME 438.000 5,321.70 15,010.26 KEARNY FINANCIAL CORP/MD 4,202.000 32,550.58 58,113.66 KELLOGG CO 5,493.000 311,899.46 379,895.88 KELLY SERVICES INC 928.000 16,230.72 20,954.24 KEMET CORP 100.000 1,881.00 2,705.00 KEMPER CORP 600.000 45,435.75 46,500.00 KENNAMETAL INC 900.000 37,011.00 33,201.00 KENNEDY-WILSON HOLDINGS INC 1,600.000 32,912.00 35,680.00 KEURIG DR PEPPER INC 8,900.000 117,500.64 257,655.00 KEYCORP 17,209.000 206,381.21 348,310.16 KEYSIGHT TECHNOLOGIES INC 2,489.000 106,180.16 255,446.07 KILROY REALTY CORP 1,279.000 63,213.65 107,308.10 KIMBALL INTERNATIONAL INC 200.000 880.76 4,134.00 KIMBALL ELECTRONICS INC 125.000 888.88 2,193.75 KIMBERLY-CLARK CORP 5,200.000 676,687.46 715,260.00 KIMCO REALTY CORP 5,998.000 113,793.09 124,218.58 KINDER MORGAN INC/DE 44,700.000 875,715.86 946,299.00 KIRBY CORP 600.000 43,271.20 53,718.00 KITE REALTY GROUP TRUST 625.000 11,422.25 12,206.25 KNOLL INC 100.000 1,959.75 2,526.00 KNIGHT-SWIFT TRANSPORTATION HO 1,800.000 63,840.75 64,512.00 KODIAK SCIENCES INC 200.000 2,340.00 14,390.00 KOHL’S CORP 2,109.000 113,084.58 107,453.55 KONTOOR BRANDS INC 542.000 5,167.50 22,758.58 KORN FERRY 1,500.000 31,530.00 63,600.00 KOSMOS ENERGY LTD 12,100.000 99,114.19 68,970.00 KRAFT HEINZ CO/THE 14,571.000 548,854.87 468,166.23 KRATOS DEFENSE & SECURITY SOLU 3,200.000 56,578.95 57,632.00 KROGER CO/THE 11,108.000 164,345.98 322,020.92 KRONOS WORLDWIDE INC 1,278.000 21,965.94 17,125.20 KURA ONCOLOGY INC 487.000 3,824.58 6,696.25 L BRANDS INC 3,315.000 110,933.25 60,067.80 LHC GROUP INC 100.000 11,958.00 13,776.00 LKQ CORP 3,200.000 53,948.77 114,240.00 LPL FINANCIAL HOLDINGS INC 1,000.000 69,735.75 92,250.00 L3HARRIS TECHNOLOGIES INC 5,014.000 552,211.34 992,120.18 LA JOLLA PHARMACEUTICAL CO 776.000 10,904.89 3,049.68 LABORATORY CORP OF AMERICA HOL 1,455.000 205,319.91 246,142.35 LADDER CAPITAL CORP 900.000 14,949.00 16,236.00 LADENBURG THALMANN FINANCIAL S 2,900.000 7,293.02 10,092.00 LAM RESEARCH CORP 2,041.000 173,664.77 596,788.40 LAMAR ADVERTISING CO 1,237.000 57,973.68 110,414.62 LAMB WESTON HOLDINGS INC 2,281.000 52,507.73 196,234.43 LANCASTER COLONY CORP 800.000 89,139.35 128,080.00 LANDS’ END INC 1,340.000 25,437.54 22,512.00 LANDSTAR SYSTEM INC 200.000 15,493.76 22,774.00 LAREDO PETROLEUM INC 11,933.000 35,916.30 34,247.71 LATTICE SEMICONDUCTOR CORP 492.000 5,607.72 9,416.88 ESTEE LAUDER COS INC/THE 3,056.000 306,752.95 631,186.24 LAUREATE EDUCATION INC 1,500.000 23,565.00 26,415.00 LEAF GROUP LTD 1,200.000 8,499.00 4,800.00 LEAR CORP 710.000 35,713.00 97,412.00 LEGGETT & PLATT INC 946.000 25,486.14 48,085.18 LEGG MASON INC 925.000 37,069.43 33,216.75 LEIDOS HOLDINGS INC 1,564.000 102,790.48 153,099.96 LENDINGCLUB CORP 600.000 9,840.00 7,572.00 LENDINGTREE INC 100.000 35,079.75 30,344.00 LENNAR CORP 3,761.000 132,851.32 209,826.19 LENNAR CORP 38.000 753.94 1,698.60 LENNOX INTERNATIONAL INC 400.000 92,021.75 97,588.00

145 2019 | Investment Portfolio AS OF DEC. 31, 2019

LEXICON PHARMACEUTICALS INC 414.000 3,573.49 1,718.10 LEXINGTON REALTY TRUST 100.000 941.00 1,062.00 LIBERTY BROADBAND CORP 1,843.000 163,534.73 229,564.08 LIBERTY BROADBAND CORP 314.000 9,342.63 39,485.50 LIBERTY OILFIELD SERVICES INC 800.000 10,818.00 8,896.00 LIBERTY PROPERTY TRUST 1,900.000 72,132.00 114,095.00 LIBERTY MEDIA CORP-LIBERTY SIR 1,974.000 43,099.16 95,423.16 LIBERTY MEDIA CORP-LIBERTY SIR 1,948.000 32,553.90 93,776.72 LIBERTY MEDIA CORP-LIBERTY BRA 37.000 706.76 1,097.05 LIBERTY MEDIA CORP-LIBERTY FOR 1,237.000 34,404.20 56,858.71 LIBERTY MEDIA CORP-LIBERTY FOR 1,943.000 68,759.83 85,064.54 LIBERTY MEDIA CORP-LIBERTY BRA 186.000 2,756.05 5,494.44 LIBERTY TRIPADVISOR HOLDINGS I 2,772.000 34,723.59 20,374.20 LIGAND PHARMACEUTICALS INC 200.000 26,970.50 20,858.00 LIFE STORAGE INC 100.000 10,431.23 10,828.00 ELI LILLY & CO 12,110.000 687,543.74 1,591,617.30 LIMELIGHT NETWORKS INC 1,071.000 3,053.05 4,369.68 LIMONEIRA CO 300.000 6,583.50 5,769.00 LINCOLN ELECTRIC HOLDINGS INC 946.000 57,612.94 91,506.58 LINCOLN NATIONAL CORP 3,616.000 159,293.44 213,380.16 LINDSAY CORP 72.000 4,752.00 6,911.28 LIQUIDITY SERVICES INC 2,550.000 21,765.69 15,198.00 LITHIA MOTORS INC 200.000 3,835.12 29,400.00 LITTELFUSE INC 300.000 20,128.72 57,390.00 LIVE NATION ENTERTAINMENT INC 1,591.000 34,127.64 113,708.77 LIVENT CORP 1,654.000 14,239.18 14,141.70 LIVERAMP HOLDINGS INC 826.000 25,151.52 39,705.82 LIVEXLIVE MEDIA INC 200.000 830.00 309.00 LOEWS CORP 4,900.000 236,808.08 257,201.00 LOGICBIO THERAPEUTICS INC 100.000 1,300.00 720.00 LOGMEIN INC 470.000 45,147.48 40,297.80 LOUISIANA-PACIFIC CORP 1,683.000 27,100.64 49,934.61 LOWE’S COS INC 11,268.000 519,243.15 1,349,455.68 LULULEMON ATHLETICA INC 1,500.000 184,419.22 347,505.00 LUMENTUM HOLDINGS INC 924.000 45,925.45 73,273.20 LYFT INC 800.000 52,568.13 34,416.00 M&T BANK CORP 2,556.000 297,257.94 433,881.00 MBIA INC 1,361.000 12,194.56 12,657.30 MDC HOLDINGS INC 308.000 6,803.97 11,753.28 MDU RESOURCES GROUP INC 1,700.000 44,470.52 50,507.00 MFA FINANCIAL INC 15,100.000 120,848.88 115,515.00 MGE ENERGY INC 400.000 29,569.47 31,528.00 MGIC INVESTMENT CORP 2,865.000 12,259.48 40,597.05 MKS INSTRUMENTS INC 500.000 38,945.00 55,005.00 MRC GLOBAL INC 200.000 4,784.81 2,728.00 MSA SAFETY INC 100.000 10,539.00 12,636.00 MSC INDUSTRIAL DIRECT CO INC 505.000 35,395.30 39,627.35 MSCI INC 1,100.000 42,550.86 283,998.00 MSG NETWORKS INC 150.000 1,066.93 2,610.00 MACOM TECHNOLOGY SOLUTIONS HOL 244.000 5,851.93 6,490.40 MACERICH CO/THE 2,494.000 144,427.76 67,138.48 MACK-CALI REALTY CORP 721.000 25,054.75 16,676.73 MACQUARIE INFRASTRUCTURE CORP 1,800.000 79,496.50 77,112.00 MACROGENICS INC 500.000 8,485.00 5,440.00 MACY’S INC 4,351.000 115,479.66 73,967.00 STEVEN MADDEN LTD 600.000 20,370.00 25,806.00 MADISON SQUARE GARDEN CO/THE 250.000 14,825.37 73,547.50 MADRIGAL PHARMACEUTICALS INC 100.000 10,481.00 9,111.00 MAGENTA THERAPEUTICS INC 200.000 2,950.00 3,032.00 MAGNOLIA OIL & GAS CORP 8,900.000 102,924.86 111,962.00 MAMMOTH ENERGY SERVICES INC 630.000 11,528.11 1,386.00 MANHATTAN ASSOCIATES INC 100.000 6,554.59 7,975.00 MANITOWOC CO INC/THE 75.000 899.23 1,312.50 MANNKIND CORP 2,600.000 2,993.25 3,354.00 MANPOWERGROUP INC 274.000 20,133.06 26,605.40 MANTECH INTERNATIONAL CORP/VA 100.000 6,585.00 7,988.00 MARATHON OIL CORP 23,092.000 570,560.83 313,589.36 MARATHON PETROLEUM CORP 11,957.000 395,376.87 720,409.25 MARINUS PHARMACEUTICALS INC 300.000 1,245.00 648.00 MARKEL CORP 207.000 197,734.69 236,636.19 MARKER THERAPEUTICS INC 100.000 792.00 288.00 MARKETAXESS HOLDINGS INC 500.000 73,912.00 189,555.00 MARLIN BUSINESS SERVICES CORP 1,200.000 29,916.00 26,376.00 MARRIOTT VACATIONS WORLDWIDE C 861.000 31,519.97 110,862.36 MARRONE BIO INNOVATIONS INC 4,500.000 6,755.63 4,545.00 MARSH & MCLENNAN COS INC 7,735.000 378,293.56 861,756.35 MARRIOTT INTERNATIONAL INC/MD 4,331.000 256,854.34 655,843.33 MARTEN TRANSPORT LTD 100.000 733.10 2,149.00 MARTIN MARIETTA MATERIALS INC 1,112.000 117,958.49 310,959.68 MASCO CORP 4,641.000 59,509.84 222,721.59

146 2019 | Investment Portfolio AS OF DEC. 31, 2019

MASIMO CORP 300.000 44,646.00 47,418.00 MASTEC INC 900.000 35,283.70 57,744.00 MASTERCARD INC 12,600.000 1,265,653.95 3,762,234.00 MATADOR RESOURCES CO 4,900.000 95,715.94 88,053.00 MATCH GROUP INC 600.000 25,141.50 49,266.00 MATERION CORP 200.000 13,562.00 11,890.00 MATSON INC 100.000 2,633.17 4,080.00 MATTEL INC 3,656.000 86,518.16 49,538.80 MATTHEWS INTERNATIONAL CORP 100.000 3,485.00 3,817.00 MAXIM INTEGRATED PRODUCTS INC 4,339.000 164,129.65 266,891.89 MAXAR TECHNOLOGIES INC 2,100.000 19,455.00 32,907.00 MAXIMUS INC 300.000 21,762.00 22,317.00 MCCORMICK & CO INC/MD 2,384.000 118,723.20 404,636.32 MCDONALD’S CORP 10,926.000 1,415,164.86 2,159,086.86 MCKESSON CORP 2,608.000 271,347.82 360,738.56 MEDICAL PROPERTIES TRUST INC 5,300.000 85,555.25 111,883.00 MEDICINOVA INC 100.000 963.00 674.00 MEDICINES CO/THE 900.000 30,290.25 76,446.00 MEDNAX INC 714.000 32,141.78 19,842.06 MEDPACE HOLDINGS INC 100.000 5,336.25 8,406.00 MERCK & CO INC 36,370.000 1,919,827.30 3,307,851.50 MERCURY SYSTEMS INC 1,900.000 66,162.25 131,309.00 MERCURY GENERAL CORP 58.000 2,395.40 2,826.34 MEREDITH CORP 415.000 13,114.00 13,475.05 MERIDIAN BANCORP INC 1,138.000 5,962.93 22,862.42 MERIT MEDICAL SYSTEMS INC 200.000 11,912.00 6,244.00 MERITOR INC 500.000 8,090.00 13,095.00 MERSANA THERAPEUTICS INC 1,100.000 4,456.38 6,303.00 METLIFE INC 13,438.000 557,166.24 684,934.86 METTLER-TOLEDO INTERNATIONAL I 314.000 190,375.93 249,089.92 MICHAELS COS INC/THE 200.000 3,022.07 1,618.00 MICROSOFT CORP 102,132.000 6,759,765.91 16,106,216.40 MICROSTRATEGY INC 116.000 16,902.36 16,545.08 MICROCHIP TECHNOLOGY INC 3,231.000 198,816.91 338,350.32 MICRON TECHNOLOGY INC 15,171.000 313,978.96 815,896.38 MID-AMERICA APARTMENT COMMUNIT 2,100.000 238,192.50 276,906.00 MIDDLEBY CORP/THE 700.000 94,990.00 76,664.00 HERMAN MILLER INC 424.000 10,413.44 17,659.60 MINERALS TECHNOLOGIES INC 688.000 31,968.46 39,649.44 MIRATI THERAPEUTICS INC 300.000 30,897.57 38,658.00 MITEK SYSTEMS INC 2,700.000 25,900.57 20,655.00 MOBILE MINI INC 100.000 3,043.00 3,791.00 MODEL N INC 200.000 5,665.62 7,014.00 MODERNA INC 1,200.000 18,648.00 23,472.00 MODINE MANUFACTURING CO 522.000 8,033.58 4,019.40 MOELIS & CO 500.000 17,475.00 15,960.00 MOHAWK INDUSTRIES INC 711.000 59,552.03 96,966.18 MOLINA HEALTHCARE INC 800.000 84,204.50 108,552.00 MOLSON COORS BEVERAGE CO 3,626.000 218,948.09 195,441.40 MOMENTA PHARMACEUTICALS INC 1,500.000 19,201.81 29,595.00 MONDELEZ INTERNATIONAL INC 25,113.000 843,754.68 1,383,224.04 MONGODB INC 300.000 45,627.00 39,483.00 MONOLITHIC POWER SYSTEMS INC 400.000 54,312.00 71,208.00 MONRO INC 300.000 25,590.00 23,460.00 MONSTER BEVERAGE CORP 7,446.000 243,349.35 473,193.30 MONTAGE RESOURCES CORP 2,333.000 33,191.88 18,524.02 MOODY’S CORP 2,454.000 178,560.14 582,604.14 MOOG INC 2,300.000 197,654.60 196,259.00 MORGAN STANLEY 21,698.000 679,111.95 1,109,201.76 MORNINGSTAR INC 400.000 57,856.00 60,524.00 MOSAIC CO/THE 5,309.000 307,859.70 114,886.76 MOTOROLA SOLUTIONS INC 2,318.000 110,290.44 373,522.52 MOVADO GROUP INC 50.000 828.00 1,087.00 MUELLER INDUSTRIES INC 592.000 15,204.32 18,796.00 MUELLER WATER PRODUCTS INC 1,700.000 16,694.00 20,366.00 MR COOPER GROUP INC 1,900.000 21,740.75 23,769.00 MURPHY OIL CORP 6,626.000 282,850.42 177,576.80 MURPHY USA INC 131.000 6,626.71 15,327.00 MUSTANG BIO INC 900.000 3,313.13 3,672.00 MYERS INDUSTRIES INC 130.000 1,340.30 2,168.40 MYRIAD GENETICS INC 700.000 22,797.25 19,061.00 MYOKARDIA INC 600.000 30,084.00 43,731.00 NCR CORP 1,042.000 31,963.79 36,636.72 NCS MULTISTAGE HOLDINGS INC 9,000.000 31,961.25 18,900.00 NL INDUSTRIES INC 250.000 4,492.50 977.50 NN INC 400.000 4,475.42 3,700.00 NRG ENERGY INC 3,997.000 115,585.78 158,880.75 NVR INC 30.000 95,865.63 114,252.30 NV5 GLOBAL INC 100.000 2,517.65 5,045.00 NACCO INDUSTRIES INC 600.000 31,164.00 28,098.00

147 2019 | Investment Portfolio AS OF DEC. 31, 2019

NASDAQ INC 2,509.000 175,010.51 268,713.90 NATERA INC 700.000 19,306.00 23,583.00 NATIONAL BANKSHARES INC 49.000 1,569.26 2,201.57 NATIONAL BEVERAGE CORP 600.000 16,757.92 30,612.00 NATIONAL FUEL GAS CO 1,000.000 54,550.00 46,540.00 NATIONAL GENERAL HOLDINGS CORP 300.000 6,882.00 6,630.00 NATIONAL INSTRUMENTS CORP 1,561.000 45,034.85 66,092.74 NATIONAL OILWELL VARCO INC 7,947.000 405,877.87 199,072.35 NATIONAL RETAIL PROPERTIES INC 1,800.000 95,418.00 96,516.00 NATIONAL VISION HOLDINGS INC 700.000 21,511.00 22,701.00 NATURAL GAS SERVICES GROUP INC 200.000 2,897.52 2,452.00 NAVISTAR INTERNATIONAL CORP 627.000 31,694.64 18,145.38 NAVIENT CORP 2,138.000 27,367.34 29,247.84 NEKTAR THERAPEUTICS 2,082.000 43,182.52 44,939.97 NEOGEN CORP 500.000 31,055.00 32,630.00 NEON THERAPEUTICS INC 800.000 3,793.00 944.00 NETAPP INC 3,957.000 222,762.81 246,323.25 NETFLIX INC 5,546.000 851,996.26 1,794,519.22 NETSCOUT SYSTEMS INC 100.000 2,539.00 2,407.00 NEUROCRINE BIOSCIENCES INC 1,100.000 50,008.38 118,239.00 NEVRO CORP 200.000 12,966.00 23,508.00 NEW AGE BEVERAGES CORP 100.000 466.00 182.00 NEW JERSEY RESOURCES CORP 1,388.000 66,705.20 61,863.16 NEW RESIDENTIAL INVESTMENT COR 10,600.000 166,203.12 170,766.00 NEW RELIC INC 500.000 41,824.25 32,855.00 NEW YORK COMMUNITY BANCORP INC 7,298.000 91,331.70 87,721.96 NEW YORK TIMES CO/THE 1,600.000 52,192.00 51,472.00 NEWELL BRANDS INC 5,489.000 102,288.63 105,498.58 NEWMARK GROUP INC 1,700.000 15,266.00 22,873.50 NEWMARKET CORP 100.000 40,094.00 48,652.00 NEWMONT GOLDCORP CORP 11,613.000 374,239.23 504,584.85 NEWPARK RESOURCES INC 2,700.000 25,164.00 16,929.00 NEWS CORP 6,781.000 52,980.72 95,883.34 NEWS CORP 300.000 4,188.00 4,353.00 NEXTIER OILFIELD SOLUTIONS INC 1,416.000 12,587.88 9,487.20 NEXSTAR MEDIA GROUP INC 600.000 5,344.80 70,350.00 NEXTERA ENERGY INC 8,895.000 1,084,544.40 2,154,013.20 NEXTDECADE CORP 3,900.000 24,638.69 23,946.00 NEXTGEN HEALTHCARE INC 158.000 6,725.27 2,539.06 NIKE INC 18,032.000 718,003.36 1,826,821.92 NINE ENERGY SERVICE INC 200.000 3,466.00 1,564.00 NISOURCE INC 4,163.000 31,560.98 115,897.92 NOBLE ENERGY INC 12,366.000 511,077.98 307,171.44 NORDSON CORP 1,000.000 133,042.35 162,840.00 NORDSTROM INC 1,288.000 59,763.20 52,717.84 NORTHERN OIL AND GAS INC 15,900.000 31,692.50 37,206.00 NORTHERN TRUST CORP 4,092.000 262,095.15 434,734.08 NORTHWEST BANCSHARES INC 800.000 14,088.00 13,304.00 NORTHWESTERN CORP 34.000 1,103.64 2,436.78 NORTONLIFELOCK INC 8,455.000 172,411.10 215,771.60 NOVAVAX INC 1,622.000 14,512.88 6,455.56 NOW INC 611.000 14,878.76 6,867.64 NU SKIN ENTERPRISES INC 600.000 28,230.18 24,588.00 NUANCE COMMUNICATIONS INC 2,800.000 51,592.29 49,924.00 NUCOR CORP 6,047.000 281,839.12 340,325.16 NUTANIX INC 2,000.000 62,206.50 62,520.00 NVIDIA CORP 7,979.000 550,661.01 1,877,458.70 NUVASIVE INC 377.000 12,370.66 29,157.18 OGE ENERGY CORP 2,506.000 98,656.18 111,441.82 O-I GLASS INC 1,150.000 20,578.50 13,719.50 O’REILLY AUTOMOTIVE INC 959.000 144,740.61 420,291.34 OSI SYSTEMS INC 100.000 3,911.00 10,074.00 OASIS PETROLEUM INC 11,700.000 137,442.45 38,142.00 OCEANEERING INTERNATIONAL INC 1,834.000 49,900.20 27,344.94 OCEANFIRST FINANCIAL CORP 1,400.000 18,195.80 35,756.00 OCWEN FINANCIAL CORP 50.000 1,194.33 68.50 ODONATE THERAPEUTICS INC 100.000 3,669.00 3,245.00 OFFICE DEPOT INC 5,248.000 13,073.68 14,379.52 OFFICE PROPERTIES INCOME TRUST 800.000 21,016.00 25,712.00 OIL-DRI CORP OF AMERICA 50.000 1,002.27 1,812.50 OIL STATES INTERNATIONAL INC 1,500.000 46,262.68 24,465.00 OKTA INC 1,250.000 125,728.12 144,212.50 OLD DOMINION FREIGHT LINE INC 1,100.000 161,261.75 208,758.00 OLD NATIONAL BANCORP/IN 400.000 6,636.00 7,316.00 OLD REPUBLIC INTERNATIONAL COR 3,358.000 44,786.10 75,118.46 OLIN CORP 2,300.000 54,155.00 39,675.00 OLLIE’S BARGAIN OUTLET HOLDING 400.000 21,905.00 26,124.00 OMNICOM GROUP INC 3,244.000 176,017.16 262,828.88 OMEGA HEALTHCARE INVESTORS INC 2,800.000 96,217.25 118,580.00 OMEGA FLEX INC 100.000 1,861.30 10,729.00

148 2019 | Investment Portfolio AS OF DEC. 31, 2019

OMEROS CORP 224.000 3,755.07 3,156.16 ON DECK CAPITAL INC 1,900.000 11,803.75 7,866.00 ON SEMICONDUCTOR CORP 4,800.000 94,174.75 117,024.00 ONE GAS INC 727.000 49,113.12 68,025.39 1-800-FLOWERS.COM INC 2,038.000 25,150.62 29,551.00 ONEMAIN HOLDINGS INC 400.000 13,524.00 16,860.00 ONEOK INC 11,110.000 581,353.43 840,693.70 ONESPAN INC 100.000 2,985.80 1,712.00 OPKO HEALTH INC 3,700.000 37,133.52 5,439.00 ORACLE CORP 32,520.000 1,360,645.58 1,722,909.60 OPTION CARE HEALTH INC 500.000 3,309.25 1,865.00 OPTINOSE INC 300.000 2,124.00 2,766.00 ORGANOGENESIS HOLDINGS INC 300.000 2,280.00 1,443.00 ORMAT TECHNOLOGIES INC 700.000 33,556.28 52,164.00 OSHKOSH CORP 981.000 43,971.99 92,851.65 OTTER TAIL CORP 500.000 17,469.72 25,645.00 OUTFRONT MEDIA INC 1,034.000 19,123.08 27,731.88 OVERSEAS SHIPHOLDING GROUP INC 11,600.000 22,040.35 26,680.00 OWENS & MINOR INC 350.000 12,012.00 1,809.50 OWENS CORNING 1,700.000 62,473.50 110,704.00 PBF ENERGY INC 3,700.000 111,196.05 116,069.00 PDC ENERGY INC 2,525.000 110,584.86 66,079.25 PDL BIOPHARMA INC 350.000 2,379.07 1,135.75 PG&E CORP 7,185.000 257,399.17 78,100.95 PGT INNOVATIONS INC 200.000 3,344.00 2,982.00 PJT PARTNERS INC 100.000 4,052.00 4,513.00 PNC FINANCIAL SERVICES GROUP I 8,024.000 688,157.19 1,280,871.12 PPG INDUSTRIES INC 4,200.000 469,434.50 560,658.00 PPL CORP 12,758.000 383,440.20 457,757.04 PRA HEALTH SCIENCES INC 500.000 46,839.75 55,575.00 PRA GROUP INC 300.000 8,442.00 10,890.00 PVH CORP 900.000 72,052.48 94,635.00 PTC THERAPEUTICS INC 565.000 19,873.03 27,136.95 PTC INC 1,605.000 36,537.83 120,198.45 PACCAR INC 6,067.000 370,213.68 479,899.70 PACIFIC BIOSCIENCES OF CALIFOR 2,100.000 10,749.27 10,794.00 PACIRA BIOSCIENCES INC 200.000 13,014.65 9,060.00 PACKAGING CORP OF AMERICA 1,600.000 146,546.12 179,184.00 PACWEST BANCORP 1,700.000 66,011.00 65,059.00 PALO ALTO NETWORKS INC 1,300.000 240,625.02 300,625.00 PANHANDLE OIL AND GAS INC 6,900.000 90,778.42 77,349.00 PAPA JOHN’S INTERNATIONAL INC 100.000 4,472.00 6,315.00 PAR PACIFIC HOLDINGS INC 5,466.000 115,601.53 126,920.52 PARATEK PHARMACEUTICALS INC 100.000 2,614.13 403.00 PARK AEROSPACE CORP 2,800.000 51,007.88 45,556.00 PARK HOTELS & RESORTS INC 3,600.000 98,705.25 93,132.00 PARKER-HANNIFIN CORP 2,540.000 344,042.70 522,782.80 PARSLEY ENERGY INC 8,457.000 170,722.98 159,921.87 PARSONS CORP 3,000.000 110,580.00 123,840.00 PATRICK INDUSTRIES INC 200.000 1,066.48 10,486.00 PATTERN ENERGY GROUP INC 1,400.000 31,687.25 37,457.00 PATTERSON COS INC 575.000 14,082.50 11,776.00 PATTERSON-UTI ENERGY INC 4,090.000 94,887.10 42,945.00 PAYCOM SOFTWARE INC 500.000 36,856.30 132,380.00 PAYCHEX INC 5,410.000 263,425.40 460,174.60 PAYLOCITY HOLDING CORP 100.000 9,382.00 12,082.00 PAYPAL HOLDINGS INC 16,398.000 705,677.19 1,773,771.66 PEBBLEBROOK HOTEL TRUST 1,369.000 45,995.18 36,702.89 PEGASYSTEMS INC 200.000 14,242.00 15,930.00 PENN VIRGINIA CORP 1,216.000 39,207.11 36,905.60 PENNANT GROUP INC/THE 150.000 1,924.19 4,960.50 JC PENNEY CO INC 2,093.000 49,798.11 2,344.16 PENNSYLVANIA REAL ESTATE INVES 200.000 1,300.00 1,066.00 PENNYMAC MORTGAGE INVESTMENT T 1,100.000 19,052.75 24,519.00 PENSKE AUTOMOTIVE GROUP INC 300.000 14,190.00 15,066.00 PENUMBRA INC 300.000 44,452.25 49,281.00 PEOPLES BANCORP INC/OH 100.000 1,804.88 3,466.00 PEOPLE’S UNITED FINANCIAL INC 5,230.000 60,862.93 88,387.00 PEPSICO INC 20,665.000 1,949,384.02 2,824,285.55 PERFORMANCE FOOD GROUP CO 300.000 12,009.00 15,444.00 PERKINELMER INC 1,100.000 99,782.75 106,810.00 PERSPECTA INC 1,728.000 16,481.58 45,688.32 PETMED EXPRESS INC 800.000 36,590.66 18,816.00 PFENEX INC 200.000 1,348.25 2,196.00 PFIZER INC 78,481.000 2,259,688.90 3,074,885.58 PHILLIPS 66 9,571.000 635,263.45 1,066,305.11 PHUNWARE INC 600.000 1,866.75 714.00 PIERIS PHARMACEUTICALS INC 533.000 2,582.74 1,929.46 PILGRIM’S PRIDE CORP 1,231.000 31,039.08 40,272.17 PINNACLE WEST CAPITAL CORP 1,500.000 139,784.24 134,895.00

149 2019 | Investment Portfolio AS OF DEC. 31, 2019

PIONEER NATURAL RESOURCES CO 3,455.000 403,401.33 522,983.35 PIPER SANDLER COS 282.000 9,382.14 22,543.08 PITNEY BOWES INC 730.000 5,658.10 2,941.90 PLANET FITNESS INC 1,200.000 62,043.00 89,616.00 PLANTRONICS INC 400.000 14,558.00 10,936.00 PLEXUS CORP 46.000 1,720.40 3,539.24 PLURALSIGHT INC 500.000 15,160.00 8,605.00 POLARIS INC 580.000 38,224.75 58,986.00 POLARITYTE INC 600.000 3,422.31 1,560.00 POLYONE CORP 2,339.000 34,547.03 86,051.81 POOL CORP 620.000 18,246.60 131,675.60 PORTLAND GENERAL ELECTRIC CO 900.000 50,982.21 50,211.00 PORTOLA PHARMACEUTICALS INC 800.000 34,155.25 19,104.00 POST HOLDINGS INC 1,076.000 56,221.62 117,391.60 POTLATCHDELTIC CORP 810.000 29,144.16 35,048.70 POWER INTEGRATIONS INC 115.000 8,592.15 11,374.65 PQ GROUP HOLDINGS INC 900.000 14,265.00 15,462.00 PREMIER INC 600.000 19,333.25 22,728.00 T ROWE PRICE GROUP INC 4,486.000 376,201.34 546,574.24 PRIMEENERGY RESOURCES CORP 300.000 36,315.00 45,378.00 PRIMORIS SERVICES CORP 650.000 13,303.38 14,456.00 PRIMERICA INC 400.000 45,723.25 52,224.00 PRIMO WATER CORP 1,586.000 20,538.46 17,802.85 PRINCIPAL FINANCIAL GROUP INC 4,653.000 205,873.91 255,915.00 PROASSURANCE CORP 100.000 3,611.00 3,614.00 PROCTER & GAMBLE CO/THE 35,937.000 3,093,510.99 4,488,531.30 PROGENICS PHARMACEUTICALS INC 400.000 2,468.00 2,036.00 PROGRESSIVE CORP/THE 8,440.000 252,155.20 610,971.60 PROLOGIS INC 10,665.000 542,458.91 950,678.10 PROOFPOINT INC 600.000 72,150.00 68,868.00 PROS HOLDINGS INC 100.000 6,326.00 5,992.00 PROPETRO HOLDING CORP 900.000 11,180.25 10,125.00 PROSPERITY BANCSHARES INC 300.000 19,815.00 21,567.00 PROTO LABS INC 400.000 46,408.00 40,620.00 PROVIDENT FINANCIAL SERVICES I 800.000 19,400.00 19,720.00 PRUDENTIAL FINANCIAL INC 7,121.000 521,880.72 667,522.54 PUBLIC SERVICE ENTERPRISE GROU 10,180.000 448,965.20 601,129.00 PUBLIC STORAGE 2,410.000 418,574.20 513,233.60 PULTEGROUP INC 4,817.000 51,344.43 186,899.60 PULSE BIOSCIENCES INC 63.000 2,092.70 844.83 PUMA BIOTECHNOLOGY INC 161.000 13,764.16 1,408.75 PURE CYCLE CORP 252.000 1,839.51 3,172.68 PURE STORAGE INC 2,800.000 44,334.50 47,908.00 QUAKER CHEMICAL CORP 100.000 20,288.00 16,452.00 QEP RESOURCES INC 13,654.000 184,010.68 61,443.00 QTS REALTY TRUST INC 200.000 9,236.00 10,854.00 QORVO INC 1,292.000 40,556.04 150,169.16 Q2 HOLDINGS INC 200.000 15,272.00 16,216.00 QUALCOMM INC 16,561.000 1,055,543.31 1,461,177.03 QUALYS INC 300.000 26,124.00 25,011.00 QUANEX BUILDING PRODUCTS CORP 74.000 1,410.44 1,263.92 QUANTA SERVICES INC 2,200.000 68,613.64 89,562.00 QUEST DIAGNOSTICS INC 1,948.000 148,768.84 208,026.92 QUIDEL CORP 100.000 5,932.00 7,503.00 QUINSTREET INC 100.000 1,318.25 1,531.00 QUOTIENT TECHNOLOGY INC 5,800.000 62,238.49 57,188.00 QURATE RETAIL INC 6,773.000 161,461.31 57,096.39 RA PHARMACEUTICALS INC 200.000 6,014.00 9,386.00 R1 RCM INC 200.000 1,624.50 2,596.00 REV GROUP INC 300.000 4,323.00 3,669.00 RLI CORP 200.000 5,979.00 18,004.00 RLJ LODGING TRUST 2,119.000 41,154.03 37,548.68 RPC INC 3,200.000 23,981.75 16,768.00 RMR GROUP INC/THE 332.000 7,811.05 15,152.48 RH 200.000 18,497.25 42,700.00 RPM INTERNATIONAL INC 2,100.000 127,986.25 161,196.00 RADIAN GROUP INC 1,714.000 10,778.29 43,124.24 RADIUS HEALTH INC 300.000 7,308.00 6,048.00 RAMBUS INC 91.000 1,284.51 1,253.53 RALPH LAUREN CORP 742.000 91,949.90 86,977.24 RANGE RESOURCES CORP 11,832.000 281,613.02 57,385.20 RAPID7 INC 200.000 11,568.00 11,204.00 RAVEN INDUSTRIES INC 700.000 24,190.39 24,122.00 RAYMOND JAMES FINANCIAL INC 2,437.000 130,212.77 218,014.02 RAYONIER INC 1,425.000 54,042.20 46,683.00 RAYONIER ADVANCED MATERIALS IN 475.000 19,350.14 1,824.00 RBC BEARINGS INC 300.000 50,043.00 47,502.00 READY CAPITAL CORP 200.000 3,147.80 3,084.00 REALOGY HOLDINGS CORP 1,300.000 56,335.17 12,584.00 REALPAGE INC 200.000 11,770.00 10,750.00 REALTY INCOME CORP 5,200.000 283,575.06 382,876.00

150 2019 | Investment Portfolio AS OF DEC. 31, 2019

REATA PHARMACEUTICALS INC 200.000 18,870.00 40,886.00 REDFIN CORP 1,100.000 19,778.00 23,254.00 REDWOOD TRUST INC 1,100.000 18,183.00 18,194.00 REGAL BELOIT CORP 700.000 47,957.00 59,927.00 REGENCY CENTERS CORP 2,358.000 120,912.00 148,766.22 REGENERON PHARMACEUTICALS INC 1,170.000 206,955.04 439,311.60 REGENXBIO INC 353.000 14,875.98 14,462.41 REGIONS FINANCIAL CORP 17,832.000 192,127.36 305,997.12 REINSURANCE GROUP OF AMERICA I 895.000 112,028.95 145,938.70 RELIANCE STEEL & ALUMINUM CO 1,300.000 100,716.20 155,688.00 RENEWABLE ENERGY GROUP INC 2,200.000 20,803.75 59,290.00 REPLIGEN CORP 500.000 15,863.20 46,250.00 RENT-A-CENTER INC/TX 61.000 1,980.85 1,759.24 REPUBLIC SERVICES INC 3,875.000 232,929.78 347,316.25 RESMED INC 2,000.000 84,649.10 309,940.00 RESIDEO TECHNOLOGIES INC 1,866.000 28,472.01 22,261.38 RESOURCES CONNECTION INC 600.000 8,262.00 9,798.00 RETROPHIN INC 500.000 15,188.61 7,100.00 RETAIL PROPERTIES OF AMERICA I 1,600.000 18,816.00 21,440.00 RETAIL VALUE INC 150.000 4,573.06 5,520.00 REVANCE THERAPEUTICS INC 1,200.000 16,749.36 19,476.00 REVLON INC 300.000 4,699.92 6,426.00 REX AMERICAN RESOURCES CORP 1,000.000 70,940.85 81,960.00 REXNORD CORP 1,200.000 36,264.00 39,144.00 REXFORD INDUSTRIAL REALTY INC 400.000 18,917.00 18,268.00 RHYTHM PHARMACEUTICALS INC 400.000 8,800.00 9,184.00 RIGNET INC 1,900.000 20,318.85 12,540.00 RIMINI STREET INC 4,200.000 18,430.02 16,296.00 RINGCENTRAL INC 600.000 46,021.25 101,202.00 RING ENERGY INC 7,500.000 36,931.71 19,800.00 RITE AID CORP 212.000 4,643.44 3,279.64 ROADRUNNER TRANSPORTATION SYST 600.000 5,730.75 5,526.00 ROBERT HALF INTERNATIONAL INC 1,918.000 81,743.48 121,121.70 ROCKET PHARMACEUTICALS INC 300.000 4,500.00 6,828.00 ROCKWELL AUTOMATION INC 1,818.000 199,672.14 368,454.06 ROCKWELL MEDICAL INC 300.000 1,772.11 732.00 ROGERS CORP 200.000 34,516.00 24,946.00 ROKU INC 1,000.000 90,580.63 133,900.00 ROLLINS INC 1,750.000 57,176.91 58,030.00 ROPER TECHNOLOGIES INC 2,046.000 311,432.54 724,754.58 ROSEHILL RESOURCES INC 2,846.000 10,750.03 3,642.88 ROSS STORES INC 5,284.000 193,201.12 615,163.28 ROYAL GOLD INC 994.000 63,210.55 121,516.50 RUBIUS THERAPEUTICS INC 600.000 9,438.00 5,700.00 RYDER SYSTEM INC 771.000 44,675.95 41,873.01 RYMAN HOSPITALITY PROPERTIES I 1,180.000 37,914.76 102,258.80 S&P GLOBAL INC 3,801.000 421,118.14 1,037,863.05 SBA COMMUNICATIONS CORP 1,507.000 89,308.78 363,171.93 SEI INVESTMENTS CO 2,446.000 77,917.47 160,164.08 SEACOR MARINE HOLDINGS INC 847.000 25,005.43 11,680.13 SJW GROUP 600.000 39,734.29 42,636.00 SL GREEN REALTY CORP 1,624.000 143,399.20 149,213.12 SLM CORP 5,738.000 45,690.43 51,125.58 SM ENERGY CO 5,886.000 137,607.92 66,158.64 SPX CORP 356.000 11,103.07 18,113.28 SS&C TECHNOLOGIES HOLDINGS INC 3,000.000 163,356.50 184,200.00 SPX FLOW INC 428.000 22,068.82 20,916.36 SRC ENERGY INC 11,593.000 81,499.51 47,763.16 SVB FINANCIAL GROUP 700.000 144,650.00 175,728.00 SVMK INC 900.000 14,859.00 16,083.00 SABRA HEALTH CARE REIT INC 2,717.000 56,887.45 57,980.78 SABRE CORP 3,200.000 70,488.75 71,808.00 SAGE THERAPEUTICS INC 700.000 100,944.58 50,533.00 SAIA INC 100.000 1,031.09 9,312.00 SAILPOINT TECHNOLOGIES HOLDING 200.000 4,008.00 4,720.00 SALESFORCE.COM INC 11,383.000 944,813.92 1,851,331.12 SALLY BEAUTY HOLDINGS INC 404.000 8,965.30 7,373.00 SANDERSON FARMS INC 216.000 18,761.16 38,063.52 SANDRIDGE ENERGY INC 7,200.000 52,432.59 30,528.00 JOHN B SANFILIPPO & SON INC 200.000 18,932.19 18,256.00 SANGAMO THERAPEUTICS INC 1,200.000 14,982.00 10,044.00 SANMINA CORP 470.000 5,052.50 16,092.80 SANTANDER CONSUMER USA HOLDING 1,500.000 30,065.25 35,055.00 SAREPTA THERAPEUTICS INC 1,000.000 88,162.23 129,040.00 SCANSOURCE INC 92.000 3,301.48 3,399.40 HENRY SCHEIN INC 1,834.000 111,154.77 122,364.48 SCHNITZER STEEL INDUSTRIES INC 559.000 32,483.49 12,119.12 SCHNEIDER NATIONAL INC 600.000 10,944.00 13,092.00 SCHOLAR ROCK HOLDING CORP 100.000 1,586.00 1,318.00

151 2019 | Investment Portfolio AS OF DEC. 31, 2019

SCHULMAN A INC CVR 513.000 0.00 268.30 CHARLES SCHWAB CORP/THE 19,625.000 534,115.50 933,365.00 SCIENCE APPLICATIONS INTERNATI 650.000 47,627.65 56,563.00 SCOTTS MIRACLE-GRO CO/THE 400.000 39,400.00 42,472.00 EW SCRIPPS CO/THE 799.000 6,530.00 12,552.29 SCULPTOR CAPITAL MANAGEMENT IN 300.000 6,888.00 6,630.00 SEABOARD CORP 11.000 44,264.89 46,756.05 SEACOR HOLDINGS INC 742.000 33,225.55 32,017.30 SEALED AIR CORP 2,192.000 82,510.10 87,307.36 SEATTLE GENETICS INC 1,500.000 65,547.63 171,390.00 SEAWORLD ENTERTAINMENT INC 400.000 9,913.75 12,684.00 SELECT ENERGY SERVICES INC 300.000 3,483.00 2,784.00 SELECT MEDICAL HOLDINGS CORP 300.000 4,761.00 7,002.00 SELECTIVE INSURANCE GROUP INC 200.000 14,978.00 13,038.00 SEMTECH CORP 400.000 19,220.00 21,160.00 SEMPRA ENERGY 4,500.000 618,480.00 681,660.00 SENECA FOODS CORP 100.000 2,356.46 4,079.00 SENIOR HOUSING PROPERTIES TRUS 4,500.000 55,316.44 37,980.00 SENSIENT TECHNOLOGIES CORP 606.000 33,494.52 40,050.54 SERES THERAPEUTICS INC 2,200.000 7,086.75 7,590.00 SERITAGE GROWTH PROPERTIES 100.000 4,296.00 4,008.00 SERVICE CORP INTERNATIONAL/US 4,428.000 50,346.36 203,820.84 SERVICE PROPERTIES TRUST 2,352.000 57,784.96 57,224.16 SERVICEMASTER GLOBAL HOLDINGS 2,200.000 77,351.58 85,052.00 SERVICENOW INC 2,500.000 317,311.77 705,800.00 SHAKE SHACK INC 200.000 14,440.00 11,914.00 SHENANDOAH 900.000 7,562.75 37,449.00 TELECOMMUNICATIONS SHERWIN-WILLIAMS CO/THE 1,292.000 200,275.68 753,933.68 SHOE CARNIVAL INC 25.000 453.00 932.00 SHUTTERSTOCK INC 1,400.000 49,213.50 60,032.00 SIGNATURE BANK/NEW YORK NY 600.000 72,504.00 81,966.00 SILICON LABORATORIES INC 395.000 16,870.45 45,812.10 SILVERBOW RESOURCES INC 2,300.000 34,002.30 22,770.00 SIMMONS FIRST NATIONAL CORP 800.000 19,687.32 21,432.00 SIMON PROPERTY GROUP INC 4,959.000 632,890.60 738,692.64 SIMPLY GOOD FOODS CO/THE 1,000.000 24,080.00 28,540.00 SIMPSON MANUFACTURING CO INC 794.000 37,462.34 63,702.62 SINCLAIR BROADCAST GROUP INC 300.000 16,089.00 10,002.00 SIRIUS XM HOLDINGS INC 27,637.000 113,534.34 197,604.55 SITE CENTERS CORP 1,479.000 42,565.62 20,735.58 SITEONE LANDSCAPE SUPPLY INC 500.000 34,650.00 45,325.00 SIX FLAGS ENTERTAINMENT CORP 1,100.000 31,002.16 49,621.00 SKECHERS U.S.A. INC 1,300.000 48,415.58 56,147.00 SKYLINE CHAMPION CORP 400.000 10,952.00 12,680.00 SKYWORKS SOLUTIONS INC 2,547.000 129,931.94 307,881.36 SLEEP NUMBER CORP 200.000 6,803.70 9,848.00 AO SMITH CORP 2,400.000 113,184.00 114,336.00 SMARTSHEET INC 900.000 43,560.00 40,428.00 JM SMUCKER CO/THE 2,041.000 170,807.66 212,529.33 SNAP-ON INC 864.000 80,699.93 146,361.60 SOLARWINDS CORP 400.000 7,336.00 7,420.00 SOLID BIOSCIENCES INC 1,200.000 6,901.50 5,340.00 SONOCO PRODUCTS CO 1,613.000 82,478.18 99,554.36 SORRENTO THERAPEUTICS INC 2,400.000 6,411.00 8,112.00 SOUTH JERSEY INDUSTRIES INC 700.000 23,611.00 23,086.00 SOUTH STATE CORP 100.000 7,367.00 8,675.00 SOUTHERN COPPER CORP 3,039.000 112,082.01 129,096.72 SOUTHWEST AIRLINES CO 6,680.000 129,659.40 360,586.40 SOUTHWEST GAS HOLDINGS INC 700.000 62,734.00 53,179.00 SOUTHWESTERN ENERGY CO 20,926.000 128,322.40 50,640.92 SPARTANNASH CO 10.000 292.00 142.40 SPECTRUM PHARMACEUTICALS INC 1,500.000 10,901.92 5,460.00 SPECTRUM BRANDS HOLDINGS INC 879.000 51,376.82 56,510.91 SPIRE INC 656.000 24,562.90 54,651.36 SPIRIT AEROSYSTEMS HOLDINGS IN 4,200.000 174,469.71 306,096.00 SPIRIT AIRLINES INC 300.000 17,328.75 12,093.00 SPIRIT REALTY CAPITAL INC 500.000 21,330.00 24,590.00 SPOK HOLDINGS INC 300.000 4,071.90 3,669.00 SPLUNK INC 2,000.000 180,694.15 299,540.00 SPRINT CORP 7,570.000 44,615.66 39,439.70 SQUARE INC 4,529.000 215,502.74 283,334.24 STAAR SURGICAL CO 400.000 7,461.93 14,068.00 STAMPS.COM INC 400.000 63,964.33 33,408.00 STANDARD MOTOR PRODUCTS INC 100.000 2,129.18 5,322.00 STANDEX INTERNATIONAL CORP 100.000 2,885.34 7,935.00 STANLEY BLACK & DECKER INC 2,550.000 244,085.50 422,637.00 STARBUCKS CORP 17,158.000 818,166.50 1,508,531.36 STARWOOD PROPERTY TRUST INC 8,400.000 190,719.29 208,824.00 STATE STREET CORP 6,629.000 335,751.93 524,353.90 STEEL DYNAMICS INC 3,652.000 108,045.42 124,314.08

152 2019 | Investment Portfolio AS OF DEC. 31, 2019

STEMLINE THERAPEUTICS INC 150.000 2,790.55 1,594.50 STEPAN CO 100.000 9,191.00 10,244.00 STERICYCLE INC 963.000 69,989.57 61,449.03 STERLING BANCORP/DE 4,123.000 65,656.06 86,912.84 STIFEL FINANCIAL CORP 846.000 45,123.48 51,309.90 STORE CAPITAL CORP 700.000 23,233.00 26,068.00 STRATEGIC EDUCATION INC 258.000 29,997.69 40,996.20 STRYKER CORP 5,102.000 532,270.32 1,071,113.88 STURM RUGER & CO INC 100.000 2,111.00 4,703.00 SUMMIT MATERIALS INC 1,600.000 30,800.00 38,240.00 SUN COMMUNITIES INC 1,200.000 166,563.46 180,120.00 SUNNOVA ENERGY INTERNATIONAL I 500.000 6,005.00 5,580.00 SUNPOWER CORP 250.000 4,939.17 1,950.00 SUNRUN INC 1,400.000 15,627.50 19,334.00 SUNSTONE HOTEL INVESTORS INC 1,700.000 23,307.00 23,664.00 SUPERNUS PHARMACEUTICALS INC 300.000 10,388.25 7,116.00 SWITCH INC 800.000 10,472.00 11,856.00 SYNOPSYS INC 2,067.000 55,746.99 287,726.40 SYNOVUS FINANCIAL CORP 1,516.000 36,196.44 59,427.20 SYNNEX CORP 412.000 40,568.91 53,065.60 SYNDAX PHARMACEUTICALS INC 100.000 931.05 878.00 SYNCHRONY FINANCIAL 10,985.000 272,446.79 395,569.85 SYNEOS HEALTH INC 700.000 28,510.50 41,632.50 SYNLOGIC INC 200.000 1,819.23 516.00 SYSCO CORP 6,796.000 256,134.04 581,329.84 SYROS PHARMACEUTICALS INC 1,100.000 10,187.38 7,601.00 SYSTEMAX INC 100.000 2,216.00 2,516.00 TCF FINANCIAL CORP 403.000 16,528.16 18,860.40 TD AMERITRADE HOLDING CORP 5,681.000 224,886.17 282,345.70 TFS FINANCIAL CORP 7,500.000 125,738.94 147,600.00 TJX COS INC/THE 18,240.000 494,569.64 1,113,734.40 T-MOBILE US INC 4,000.000 133,000.41 313,680.00 TRI POINTE GROUP INC 1,464.000 14,144.93 22,809.12 TAILORED BRANDS INC 62.000 2,129.70 256.68 TAKE-TWO INTERACTIVE SOFTWARE 1,600.000 171,663.36 195,888.00 TALOS ENERGY INC 2,456.000 58,031.20 74,048.40 TANDEM DIABETES CARE INC 550.000 28,474.12 32,785.50 TANGER FACTORY OUTLET CENTERS 300.000 8,730.31 4,419.00 TAPESTRY INC 4,118.000 240,655.38 111,062.46 TARGET CORP 6,954.000 427,261.34 891,572.34 TARGA RESOURCES CORP 6,900.000 313,218.39 281,727.00 TAUBMAN CENTERS INC 551.000 32,833.74 17,130.59 TECH DATA CORP 103.000 5,411.55 14,790.80 TEGNA INC 1,337.000 19,170.21 22,314.53 TELADOC HEALTH INC 600.000 34,422.75 50,232.00 TELEDYNE TECHNOLOGIES INC 2,136.000 111,346.74 740,209.44 TELEFLEX INC 590.000 63,289.20 222,099.60 TELEPHONE & DATA SYSTEMS INC 1,001.000 28,621.82 25,455.43 TELLURIAN INC 7,314.000 59,324.16 53,245.92 TEMPUR SEALY INTERNATIONAL INC 300.000 20,127.78 26,118.00 TENABLE HOLDINGS INC 400.000 11,416.00 9,584.00 TENET HEALTHCARE CORP 1,145.000 25,360.00 43,544.35 TENNANT CO 100.000 6,120.00 7,792.00 TENNECO INC 100.000 4,113.00 1,310.00 TERADATA CORP 1,042.000 51,839.54 27,894.34 TERADYNE INC 2,520.000 39,387.60 171,838.80 TEREX CORP 804.000 24,074.19 23,943.12 TERRAFORM POWER INC 1,600.000 22,880.00 24,624.00 TERRENO REALTY CORP 600.000 11,394.88 32,484.00 TESLA INC 1,855.000 299,495.33 776,002.15 TETRA TECHNOLOGIES INC 7,900.000 13,044.00 15,484.00 TETRA TECH INC 400.000 31,420.00 34,464.00 TEXAS CAPITAL BANCSHARES INC 200.000 12,274.00 11,354.00 TEXAS INSTRUMENTS INC 13,742.000 825,037.87 1,762,961.18 TEXAS ROADHOUSE INC 900.000 48,303.00 50,688.00 TG THERAPEUTICS INC 750.000 8,475.45 8,310.00 THERAPEUTICSMD INC 1,500.000 3,915.00 3,600.00 TRADE DESK INC/THE 400.000 67,718.50 103,912.00 THERMO FISHER SCIENTIFIC INC 5,586.000 708,655.08 1,814,723.82 THOR INDUSTRIES INC 300.000 24,190.25 22,287.00 3D SYSTEMS CORP 900.000 11,581.65 7,875.00 3M CO 9,022.000 1,191,670.53 1,591,661.24 TIDEWATER INC 800.000 18,784.42 15,424.00 TIFFANY & CO 1,756.000 142,904.00 234,689.40 TIMKEN CO/THE 600.000 23,221.08 33,786.00 TIMKENSTEEL CORP 325.000 9,786.28 2,554.50 TIVO CORP 1,256.000 39,239.76 10,650.88 TIVITY HEALTH INC 231.000 4,490.64 4,699.70 TOCAGEN INC 500.000 3,340.63 266.60 TOLL BROTHERS INC 2,342.000 49,814.34 92,532.42

153 2019 | Investment Portfolio AS OF DEC. 31, 2019

TOOTSIE ROLL INDUSTRIES INC 912.000 27,588.12 31,135.68 TOPBUILD CORP 626.000 9,359.47 64,528.08 TORO CO/THE 1,400.000 93,660.00 111,538.00 TRACTOR SUPPLY CO 1,500.000 69,583.10 140,160.00 TRANSCONTINENTAL REALTY INVEST 48.000 1,256.63 1,832.16 TRANSDIGM GROUP INC 1,419.000 220,144.70 794,640.00 TRANSLATE BIO INC 400.000 5,051.30 3,256.00 TRANSUNION 2,200.000 126,833.75 188,342.00 TRAVELERS COS INC/THE 4,511.000 435,916.72 617,781.45 TREDEGAR CORP 933.000 17,028.36 20,852.55 TREEHOUSE FOODS INC 856.000 52,369.67 41,516.00 TREX CO INC 700.000 50,190.00 62,916.00 TRICIDA INC 300.000 11,838.00 11,322.00 TRIMBLE INC 3,048.000 72,821.10 127,071.12 TRINITY INDUSTRIES INC 1,982.000 28,102.69 43,901.30 TRIUMPH GROUP INC 2,300.000 68,962.50 58,121.00 TRIPADVISOR INC 1,609.000 64,909.89 48,881.42 TRUECAR INC 100.000 1,251.12 475.00 TRUEBLUE INC 79.000 1,151.03 1,900.74 TRUPANION INC 100.000 3,613.00 3,746.00 TRUIST FINANCIAL CORP 23,003.000 690,270.47 1,295,528.96 TRUSTCO BANK CORP NY 1,700.000 9,022.92 14,739.00 TUPPERWARE BRANDS CORP 296.000 19,245.92 2,539.68 TUTOR PERINI CORP 400.000 5,548.00 5,144.00 TWILIO INC 1,424.000 172,544.28 139,950.72 TWIST BIOSCIENCE CORP 100.000 2,901.00 2,100.00 TWITTER INC 9,800.000 341,264.22 314,090.00 TWO HARBORS INVESTMENT CORP 8,827.000 162,668.08 129,050.74 II-VI INC 622.000 22,734.19 20,942.74 2U INC 600.000 35,022.75 14,394.00 TYLER TECHNOLOGIES INC 600.000 134,252.77 180,012.00 TYME TECHNOLOGIES INC 3,300.000 4,030.13 4,620.00 TYSON FOODS INC 4,900.000 373,462.99 446,096.00 UDR INC 5,048.000 128,738.30 235,741.60 UGI CORP 2,956.000 132,403.91 133,492.96 US BANCORP 24,905.000 917,692.41 1,476,617.45 UMH PROPERTIES INC 100.000 1,040.76 1,573.00 US SILICA HOLDINGS INC 2,600.000 34,821.26 15,990.00 UBER TECHNOLOGIES INC 7,600.000 352,488.00 226,024.00 UBIQUITI INC 100.000 13,150.00 18,898.00 ULTA BEAUTY INC 800.000 114,398.98 202,512.00 ULTRAGENYX PHARMACEUTICAL INC 750.000 49,868.07 32,032.50 UMPQUA HOLDINGS CORP 2,400.000 39,816.00 42,480.00 UNDER ARMOUR INC 3,500.000 78,147.99 75,600.00 UNDER ARMOUR INC 1,113.000 19,584.21 21,347.34 UNIFIRST CORP/MA 100.000 18,857.00 20,198.00 UNION PACIFIC CORP 10,736.000 872,580.54 1,940,961.44 UNIT CORP 5,600.000 68,119.63 3,895.36 UNITED BANKSHARES INC/WV 463.000 13,212.02 17,899.58 UNITED AIRLINES HOLDINGS INC 2,910.000 123,370.28 256,341.90 UNITED PARCEL SERVICE INC 10,025.000 872,792.92 1,173,526.50 UNITED RENTALS INC 1,150.000 34,611.75 191,785.50 UNITED STATES CELLULAR CORP 300.000 13,224.26 10,869.00 UNITED STATES LIME & MINERALS 100.000 8,000.00 9,030.00 US FOODS HOLDING CORP 2,200.000 78,188.25 92,158.00 US WELL SERVICES INC 1,700.000 8,195.38 3,213.00 UNITED STATES STEEL CORP 2,501.000 86,896.67 28,536.41 UNITED TECHNOLOGIES CORP 16,104.000 1,723,400.38 2,411,735.04 UNITED THERAPEUTICS CORP 338.000 21,871.98 29,771.04 UNITEDHEALTH GROUP INC 13,228.000 1,559,703.67 3,888,767.44 UNITI GROUP INC 2,327.000 49,233.45 19,104.67 UNIVAR SOLUTIONS INC 1,300.000 28,652.00 31,512.00 UNIVERSAL DISPLAY CORP 500.000 31,966.96 103,035.00 UNIVERSAL FOREST PRODUCTS INC 900.000 34,254.00 42,930.00 UNITY BIOTECHNOLOGY INC 300.000 2,850.13 2,163.00 UNIVERSAL HEALTH SERVICES INC 972.000 85,121.75 139,443.12 UNUM GROUP 2,852.000 90,348.45 83,164.32 UPLAND SOFTWARE INC 636.000 14,319.13 22,711.56 UPWORK INC 200.000 3,216.00 2,134.00 URANIUM ENERGY CORP 35,530.000 49,620.78 32,659.18 URBAN EDGE PROPERTIES 447.000 8,131.07 8,573.46 URBAN OUTFITTERS INC 409.000 10,287.10 11,357.93 URSTADT BIDDLE PROPERTIES INC 100.000 1,874.00 2,484.00 VF CORP 4,996.000 193,429.95 497,901.36 VAIL RESORTS INC 885.000 50,419.11 212,249.55 VALHI INC 2,000.000 5,940.00 3,740.00 VALERO ENERGY CORP 7,752.000 262,326.64 725,974.80 VALLEY NATIONAL BANCORP 1,100.000 11,858.00 12,595.00 VALMONT INDUSTRIES INC 500.000 63,329.21 74,890.00 VALVOLINE INC 2,820.000 31,436.88 60,376.20

154 2019 | Investment Portfolio AS OF DEC. 31, 2019

VAREX IMAGING CORP 98.000 1,993.92 2,921.38 VARIAN MEDICAL SYSTEMS INC 1,047.000 108,562.88 148,684.47 VARONIS SYSTEMS INC 200.000 12,388.00 15,542.00 VEECO INSTRUMENTS INC 102.000 5,617.14 1,497.87 VECTRUS INC 1,825.000 66,197.40 93,549.50 VEEVA SYSTEMS INC 1,400.000 134,203.00 196,924.00 VENTAS INC 5,948.000 304,547.34 343,437.52 VERACYTE INC 100.000 2,851.00 2,792.00 VEREIT INC 11,800.000 115,217.98 109,032.00 VERISIGN INC 1,627.000 57,546.99 313,490.36 VERIZON COMMUNICATIONS INC 57,960.000 2,675,460.77 3,558,744.00 VERINT SYSTEMS INC 488.000 27,441.27 27,015.68 VERISK ANALYTICS INC 1,900.000 97,924.38 283,746.00 VERICEL CORP 50.000 823.12 870.00 VERRICA PHARMACEUTICALS INC 200.000 2,324.00 3,178.00 VERTEX PHARMACEUTICALS INC 3,573.000 300,945.09 782,308.35 VIASAT INC 600.000 48,492.00 43,917.00 VIAVI SOLUTIONS INC 1,222.000 15,782.66 18,330.00 VIACOMCBS INC 894.000 51,128.55 40,113.78 VIACOMCBS INC 7,074.000 345,387.57 296,895.78 VICI PROPERTIES INC 5,500.000 115,359.25 140,525.00 VICOR CORP 520.000 8,173.40 24,294.40 VIEWRAY INC 200.000 1,762.00 844.00 VILLAGE SUPER MARKET INC 300.000 8,422.50 6,960.00 VIRNETX HOLDING CORP 300.000 1,863.00 1,140.00 VIRTU FINANCIAL INC 700.000 15,876.50 11,193.00 VISA INC 25,208.000 1,675,037.64 4,736,583.20 VISHAY INTERTECHNOLOGY INC 937.000 15,236.60 19,948.73 VISHAY PRECISION GROUP INC 366.000 6,631.92 12,444.00 VMWARE INC 1,240.000 155,607.00 188,219.60 VONAGE HOLDINGS CORP 2,100.000 9,279.90 15,561.00 VORNADO REALTY TRUST 3,594.000 245,113.98 239,001.00 VOYA FINANCIAL INC 5,000.000 237,090.50 304,900.00 VOYAGER THERAPEUTICS INC 200.000 5,444.00 2,790.00 VULCAN MATERIALS CO 2,347.000 244,379.32 337,944.53 W&T OFFSHORE INC 6,106.000 31,064.00 33,949.36 WABCO HOLDINGS INC 629.000 81,552.30 85,229.50 WSFS FINANCIAL CORP 910.000 15,120.61 40,030.90 WP CAREY INC 2,900.000 224,201.25 232,116.00 WEC ENERGY GROUP INC 7,414.000 345,415.62 683,793.22 WESTINGHOUSE AIR BRAKE TECHNOL 2,500.000 153,151.48 194,500.00 WADDELL & REED FINANCIAL INC 700.000 11,669.00 11,704.00 WALMART INC 20,790.000 1,569,741.68 2,470,683.60 WALGREENS BOOTS ALLIANCE INC 11,536.000 563,846.20 680,162.56 WALKER & DUNLOP INC 650.000 8,663.52 42,042.00 WASHINGTON FEDERAL INC 2,339.000 36,745.69 85,724.35 WASHINGTON PRIME GROUP INC 1,329.000 9,551.45 4,837.56 WASTE MANAGEMENT INC 6,700.000 660,951.75 763,532.00 WATERS CORP 931.000 138,027.80 217,528.15 WATSCO INC 400.000 64,715.55 72,060.00 WATTS WATER TECHNOLOGIES INC 300.000 27,954.00 29,928.00 WAYFAIR INC 700.000 53,344.63 63,259.00 WEBSTER FINANCIAL CORP 1,100.000 52,547.00 58,696.00 WEINGARTEN REALTY INVESTORS 889.000 23,300.69 27,772.36 WEIS MARKETS INC 100.000 4,062.00 4,049.00 WELBILT INC 1,700.000 27,666.00 26,537.00 WELLCARE HEALTH PLANS INC 714.000 110,793.07 235,769.94 WELLS FARGO & CO 58,681.000 2,126,886.90 3,157,037.80 WELLTOWER INC 6,960.000 464,448.61 569,188.80 WENDY’S CO/THE 2,895.000 14,330.25 64,297.95 WERNER ENTERPRISES INC 200.000 6,216.00 7,278.00 WESBANCO INC 903.000 18,343.61 34,124.37 WESCO AIRCRAFT HOLDINGS INC 5,900.000 64,596.31 65,018.00 WEST PHARMACEUTICAL SERVICES I 800.000 97,243.26 120,264.00 WESTAMERICA BANCORPORATION 48.000 2,393.76 3,252.96 WESTERN ALLIANCE BANCORP 600.000 26,832.00 34,200.00 WESTERN DIGITAL CORP 4,455.000 181,047.53 282,758.85 WESTERN UNION CO/THE 4,876.000 97,412.88 130,579.28 WESTLAKE CHEMICAL CORP 800.000 55,568.00 56,120.00 WESTROCK CO 4,245.000 135,235.80 182,152.95 WEX INC 500.000 104,050.00 104,730.00 WHIRLPOOL CORP 678.000 68,919.14 100,025.34 WHITING PETROLEUM CORP 3,452.000 223,596.17 25,337.68 JOHN WILEY & SONS INC 600.000 27,516.00 29,112.00 WILLIAMS COS INC/THE 27,407.000 781,822.68 650,094.04 WILLIAMS-SONOMA INC 900.000 45,870.00 66,096.00 WILLSCOT CORP 500.000 7,520.00 9,245.00 WINGSTOP INC 100.000 6,080.25 8,623.00 WINMARK CORP 99.000 13,059.80 19,631.70 WINTRUST FINANCIAL CORP 100.000 7,316.00 7,090.00

155 2019 | Investment Portfolio AS OF DEC. 31, 2019

WISDOMTREE INVESTMENTS INC 1,800.000 11,106.00 8,712.00 WOLVERINE WORLD WIDE INC 400.000 11,016.00 13,496.00 WOODWARD INC 700.000 79,212.00 82,908.00 WORKDAY INC 2,200.000 299,053.54 361,790.00 WORLD FUEL SERVICES CORP 2,300.000 84,027.64 99,866.00 WORLD WRESTLING ENTERTAINMENT 500.000 36,601.25 32,435.00 WORTHINGTON INDUSTRIES INC 1,000.000 40,260.00 42,180.00 WPX ENERGY INC 16,851.000 211,817.92 231,532.74 WW INTERNATIONAL INC 600.000 27,031.00 22,926.00 WYNDHAM DESTINATIONS INC 1,468.000 24,942.90 75,880.92 WYNDHAM HOTELS & RESORTS INC 2,168.000 44,807.87 136,172.08 XPO LOGISTICS INC 1,000.000 85,761.00 79,700.00 XCEL ENERGY INC 12,129.000 596,398.87 770,070.21 XILINX INC 3,386.000 184,639.12 331,049.22 XENCOR INC 500.000 19,776.25 17,195.00 XENIA HOTELS & RESORTS INC 800.000 16,680.00 17,288.00 XYLEM INC/NY 3,130.000 174,761.03 246,612.70 X4 PHARMACEUTICALS INC 200.000 3,007.63 2,140.00 XEROX HOLDINGS CORP 2,545.000 83,965.31 93,834.15 XERIS PHARMACEUTICALS INC 200.000 2,288.00 1,410.00 Y-MABS THERAPEUTICS INC 300.000 6,861.00 9,375.00 YELP INC 600.000 50,752.07 20,898.00 YEXT INC 1,000.000 20,090.00 14,420.00 YUM! BRANDS INC 4,558.000 243,733.14 459,127.34 YUM CHINA HOLDINGS INC 5,058.000 114,340.56 242,834.58 ZAYO GROUP HOLDINGS INC 5,200.000 167,331.69 180,180.00 ZEBRA TECHNOLOGIES CORP 570.000 24,646.80 145,600.80 ZENDESK INC 1,200.000 87,037.50 91,956.00 ZILLOW GROUP INC 500.000 15,758.97 22,870.00 ZILLOW GROUP INC 1,700.000 65,121.87 78,098.00 ZIMMER BIOMET HOLDINGS INC 2,939.000 249,941.02 439,909.52 ZIONS BANCORP NA 2,829.000 67,075.59 146,881.68 ZIOPHARM ONCOLOGY INC 1,650.000 12,740.94 7,788.00 ZOGENIX INC 500.000 23,457.25 26,065.00 ZOETIS INC 6,757.000 286,969.44 894,288.95 ZSCALER INC 700.000 46,146.50 32,550.00 ZUORA INC 900.000 13,788.00 12,897.00 ZYNGA INC 6,900.000 44,121.68 42,228.00 ZYNERBA PHARMACEUTICALS INC 100.000 1,355.00 604.00 250,557,140.35 407,464,171.64

Equity - Non-U.S. ADIENT PLC 949.000 28,697.41 20,166.25 AIRCASTLE LTD 200.000 4,252.00 6,402.00 ALLEGION PLC 1,197.000 41,141.94 149,074.38 ALKERMES PLC 1,800.000 45,742.32 36,720.00 ALLERGAN PLC 4,550.000 849,396.12 869,823.50 AMDOCS LTD 2,000.000 124,630.27 144,380.00 AMBARELLA INC 100.000 10,157.12 6,056.00 AON PLC 3,708.000 332,089.96 772,339.32 ARCH CAPITAL GROUP LTD 5,815.000 129,101.41 249,405.35 ARGO GROUP INTERNATIONAL HOLDI 34.000 648.61 2,235.50 ASSURED GUARANTY LTD 545.000 19,130.52 26,715.90 ATLASSIAN CORP PLC 1,400.000 111,431.14 168,476.00 ATHENE HOLDING LTD 1,900.000 79,302.75 89,357.00 AXIS CAPITAL HOLDINGS LTD 700.000 41,755.00 41,608.00 AXALTA COATING SYSTEMS LTD 2,500.000 74,425.00 76,000.00 BANK OF NT BUTTERFIELD & SON L 600.000 21,137.06 22,212.00 BEYONDSPRING INC 200.000 4,740.00 3,100.00 BIOHAVEN PHARMACEUTICAL HOLDIN 400.000 17,516.00 21,776.00 ACCENTURE PLC 9,442.000 931,804.84 1,988,201.94 CAPRI HOLDINGS LTD 1,700.000 99,627.58 64,855.00 CARDTRONICS PLC 200.000 5,464.00 8,930.00 CIMPRESS PLC 467.000 27,526.57 58,734.59 CUSHMAN & WAKEFIELD PLC 700.000 12,516.00 14,308.00 EATON CORP PLC 7,695.000 478,818.58 728,870.40 ENDO INTERNATIONAL PLC 1,694.000 70,827.45 7,944.86 ENSTAR GROUP LTD 100.000 17,428.00 20,686.00 ESSENT GROUP LTD 400.000 18,796.00 20,796.00 EVEREST RE GROUP LTD 540.000 63,988.00 149,493.60 FABRINET 100.000 1,727.33 6,484.00 FGL HOLDINGS 6,300.000 52,920.00 67,095.00 FRESH DEL MONTE PRODUCE INC 800.000 21,560.00 27,984.00 GASLOG LTD 5,900.000 79,858.79 57,761.00 GATES INDUSTRIAL CORP PLC 1,300.000 14,833.00 17,888.00 GENPACT LTD 700.000 26,663.00 29,519.00 HELEN OF TROY LTD 200.000 26,118.00 35,958.00 HERBALIFE NUTRITION LTD 1,436.000 40,541.64 68,454.12 JANUS HENDERSON GROUP PLC 3,000.000 64,200.00 73,350.00

156 2019 | Investment Portfolio AS OF DEC. 31, 2019

HORIZON THERAPEUTICS PLC 1,800.000 39,200.00 65,160.00 IHS MARKIT LTD 5,000.000 254,845.80 376,750.00 INGERSOLL-RAND PLC 3,793.000 191,489.20 504,165.56 INVESCO LTD 7,900.000 178,200.78 142,042.00 JAZZ PHARMACEUTICALS PLC 700.000 97,753.25 104,496.00 JOHNSON CONTROLS INTERNATIONAL 14,193.000 600,176.78 577,797.03 KINIKSA PHARMACEUTICALS LTD 300.000 4,062.00 3,318.00 LAZARD LTD 1,855.000 69,210.39 74,125.80 LINDE PLC 7,735.000 1,118,290.11 1,646,781.50 LIVANOVA PLC 400.000 30,470.25 30,172.00 MALLINCKRODT PLC 624.000 25,251.31 2,177.76 MARVELL TECHNOLOGY GROUP LTD 8,715.000 168,302.05 231,470.40 MEDTRONIC PLC 19,331.000 1,579,460.53 2,193,101.95 APTIV PLC 3,500.000 245,766.43 332,395.00 NABORS INDUSTRIES LTD 11,500.000 96,366.25 33,120.00 NATIONAL ENERGY SERVICES REUNI 500.000 4,350.00 4,560.00 NIELSEN HOLDINGS PLC 4,700.000 171,904.51 95,410.00 NOBLE CORP PLC 13,500.000 50,102.42 16,470.00 NORDIC AMERICAN TANKERS LTD 12,600.000 62,013.34 61,992.00 NORWEGIAN CRUISE LINE HOLDINGS 3,100.000 156,177.50 181,071.00 NOVOCURE LTD 900.000 35,930.50 75,843.00 NVENT ELECTRIC PLC 2,153.000 30,544.33 55,073.74 PENTAIR PLC 3,153.000 116,849.90 144,628.11 RENAISSANCERE HOLDINGS LTD 384.000 27,717.12 75,271.68 SFL CORP LTD 14,300.000 192,943.19 207,922.00 SEADRILL LTD 4,900.000 20,390.13 12,446.00 SENSATA TECHNOLOGIES HOLDING P 2,100.000 105,426.25 113,127.00 SIGNET JEWELERS LTD 700.000 38,072.06 15,218.00 STERIS PLC 900.000 133,992.00 137,178.00 THERAVANCE BIOPHARMA INC 371.000 6,619.31 9,605.19 LIBERTY LATIN AMERICA LTD 800.000 13,752.00 15,568.00 TRITON INTERNATIONAL LTD/BERMU 700.000 19,064.75 28,140.00 TRONOX HOLDINGS PLC 1,125.000 14,607.28 12,847.50 GOLAR LNG LTD 5,725.000 131,211.61 81,409.50 WILLIS TOWERS WATSON PLC 1,900.000 319,747.44 383,686.00 PERRIGO CO PLC 1,648.000 185,115.36 85,135.68 CHUBB LTD 7,562.000 813,067.49 1,177,100.92 GARMIN LTD 1,833.000 101,472.38 178,827.48 TRANSOCEAN LTD 10,000.000 71,413.02 68,800.00 ARDAGH GROUP SA 1,300.000 22,750.00 25,454.00 INTELSAT SA 600.000 12,258.75 4,218.00 PACIFIC DRILLING SA 500.000 6,315.10 2,030.00 ORION ENGINEERED CARBONS SA 400.000 8,564.00 7,720.00 SPOTIFY TECHNOLOGY SA 1,600.000 233,952.13 239,280.00 TRINSEO SA 700.000 29,638.00 26,047.00 CAESARSTONE LTD 100.000 1,503.00 1,507.00 STRATASYS LTD 200.000 15,659.80 4,045.00 UROGEN PHARMA LTD 300.000 10,782.00 10,011.00 ELASTIC NV 400.000 29,864.00 25,720.00 FRANK’S INTERNATIONAL NV 4,500.000 24,773.25 23,265.00 LYONDELLBASELL INDUSTRIES NV 4,680.000 292,748.83 442,166.40 MYLAN NV 7,002.000 319,197.75 140,740.20 QIAGEN NV 2,770.000 44,477.32 93,626.00 WRIGHT MEDICAL GROUP NV 600.000 17,892.00 18,288.00 BANCO LATINOAMERICANO DE COMER 2,600.000 53,454.68 55,588.00 COPA HOLDINGS SA 250.000 15,482.50 27,020.00 ONESPAWORLD HOLDINGS LTD 1,200.000 19,507.01 20,208.00 ROYAL CARIBBEAN CRUISES LTD 2,731.000 168,231.98 364,615.81 ARDMORE SHIPPING CORP 5,080.000 50,577.60 45,974.00 DHT HOLDINGS INC 9,100.000 58,256.30 75,348.00 DIAMOND S SHIPPING INC 3,100.000 39,588.88 51,894.00 DORIAN LPG LTD 3,638.000 33,129.78 56,316.24 INTERNATIONAL SEAWAYS INC 2,300.000 45,756.21 68,448.00 SCORPIO TANKERS INC 1,500.000 98,062.53 59,010.00 TEEKAY CORP 12,384.000 69,968.84 65,882.88 TEEKAY TANKERS LTD 2,762.000 55,261.21 66,205.14 WAVE LIFE SCIENCES LTD 200.000 5,218.00 1,603.00 ATLANTIC POWER CORP 2,862.000 23,830.14 6,668.46 ENERGY FUELS INC/CANADA 7,200.000 21,824.46 13,752.00 LIONS GATE ENTERTAINMENT CORP 850.000 10,718.01 9,061.00 LIONS GATE ENTERTAINMENT CORP 1,114.000 25,813.49 11,062.02 MASONITE INTERNATIONAL CORP 300.000 15,804.00 21,663.00 MCDERMOTT INTERNATIONAL INC 563.000 18,977.59 380.93 NOVAGOLD RESOURCES INC 3,700.000 21,867.00 33,152.00 NOVANTA INC 200.000 18,860.00 17,688.00 POPULAR INC 781.000 22,198.40 45,883.75 SCHLUMBERGER LTD 24,270.000 1,573,023.13 975,654.00 15,047,630.10 18,864,760.34

157 2019 | Investment Portfolio AS OF DEC. 31, 2019

Futures S&P MID 400 EMINI FUTURE (CME) 3.000 0.00 7,245.01 S&P500 EMINI FUTURE (CME) 66.000 0.00 174,045.00 E-MINI RUSS 2000 FUTURE (CME) 10.000 0.00 13,585.00 0.00 194,875.01

Total Investments, Social Purpose 278,089,342 439,008,379 Stock Index Pool

Social Purpose Non-U.S Public Equity Pool

Cash and Cash Equivalents - Total 20,202,494 20,226,242

Equity - U.S. BAUSCH HEALTH COS INC 6,226.000 266,516.09 186,623.96 NEXTEER AUTOMOTIVE GROUP LTD 43,000.000 37,203.93 39,033.36 MERCADOLIBRE INC 7,055.000 712,217.86 4,035,036.70 SOUTHERN COPPER CORP 3,185.000 118,216.49 135,298.80 YUM CHINA HOLDINGS INC 4,338.000 126,439.50 208,267.38 1,260,593.87 4,604,260.20

Equity - Non-U.S. STEADFAST GROUP LTD 87,153.000 186,718.90 213,714.28 IDP EDUCATION LTD 149.000 1,604.71 1,802.67 UNIBAIL-RODAMCO-WESTFIELD 6,540.000 98,198.46 51,574.42 PENDAL GROUP LTD 19,860.000 63,465.51 120,276.28 PEOPLE INFRASTRUCTURE LTD 9,645.000 16,584.70 22,027.63 RHIPE LTD 6,757.000 6,464.13 9,841.12 SCENTRE GROUP 80,183.000 243,102.12 216,239.22 AURELIA METALS LTD 29,714.000 9,046.59 9,089.38 AUSNET SERVICES 37,646.000 44,421.42 44,967.58 MEDIBANK PVT LTD 22,735.000 49,406.77 50,532.95 OOH!MEDIA LTD 56,231.000 189,258.89 144,187.73 FIDUCIAN GROUP LTD 9,207.000 32,957.61 35,661.05 AUSWIDE BANK LTD 10,100.000 36,720.02 41,543.68 CIMIC GROUP LTD 15,948.000 379,628.51 372,724.92 JOHNS LYNG GROUP LTD 17,104.000 18,195.21 26,326.21 MIDWAY LTD 5,359.000 10,903.20 7,195.18 COLES GROUP LTD 9,104.000 83,390.48 95,247.17 KINA SECURITIES LTD 15,985.000 10,486.09 16,751.87 VICINITY CENTRES 42,482.000 92,050.03 74,496.08 REGIONAL EXPRESS HOLDINGS LTD 12,520.000 13,219.85 10,376.31 MAGELLAN FINANCIAL GROUP LTD 7,151.000 232,984.47 287,440.00 GOODMAN GROUP 21,555.000 98,638.80 202,967.50 DEXUS 13,999.000 88,470.68 115,389.65 DECMIL GROUP LTD 4,891.000 3,127.74 1,685.22 SEEK LTD 2,693.000 42,611.35 42,804.52 MAYNE PHARMA GROUP LTD 21,655.000 18,412.08 6,640.00 BRAMBLES LTD 19,671.000 153,613.56 162,416.55 MACQUARIE GROUP LTD 3,025.000 117,077.82 293,021.19 BASE RESOURCES LTD 79,543.000 15,718.13 12,301.25 MASTERMYNE GROUP LTD 16,526.000 17,313.61 10,803.77 EVOLUTION MINING LTD 134,989.000 338,615.33 359,390.43 MACA LTD 77,394.000 48,771.25 57,124.64 MYSTATE LTD 1,724.000 5,291.88 6,008.02 NEXTDC LTD 33,357.000 179,847.08 154,813.48 JAMES HARDIE INDUSTRIES PLC 4,279.000 44,878.80 84,034.61 TREASURY WINE ESTATES LTD 6,980.000 35,422.89 79,901.76 SYDNEY AIRPORT 12,857.000 53,491.04 78,469.04 XERO LTD 2,598.000 123,876.97 146,516.64 AURIZON HOLDINGS LTD 102,394.000 389,236.17 377,333.72 SHINE CORPORATE LTD 23,443.000 18,891.23 14,501.75 RAMSAY HEALTH CARE LTD 1,305.000 48,445.17 66,697.59 AUSTRALIA & NEW ZEALAND BANKIN 27,880.000 607,452.52 483,834.80 WESTPAC BANKING CORP 29,288.000 661,449.29 499,954.17 FORTESCUE METALS GROUP LTD 124,504.000 660,768.07 940,001.01 TELSTRA CORP LTD 69,331.000 213,484.34 173,019.80 BEACH ENERGY LTD 136,024.000 194,580.17 241,076.01 BENDIGO & ADELAIDE BANK LTD 4,242.000 31,480.97 29,221.50 DATA#3 LTD 20,208.000 34,938.40 52,751.09 OM HOLDINGS LTD 10,984.000 11,398.36 3,879.78 COCA-COLA AMATIL LTD 9,076.000 87,274.27 70,691.43 ASX LTD 2,267.000 83,611.43 125,237.73 GRANGE RESOURCES LTD 67,362.000 6,961.37 11,840.63 CALTEX AUSTRALIA LTD 8,444.000 193,888.36 202,047.14 MIRVAC GROUP 49,125.000 73,364.55 110,059.62 ALTIUM LTD 922.000 14,827.06 22,573.88 SARACEN MINERAL HOLDINGS LTD 154,887.000 367,532.37 360,385.57

158 2019 | Investment Portfolio AS OF DEC. 31, 2019

HARVEY NORMAN HOLDINGS LTD 5,519.000 15,448.28 15,819.56 MACQUARIE TELECOM GROUP LTD 2,916.000 48,038.23 47,760.39 COMPUTERSHARE LTD 4,122.000 47,015.22 48,670.70 CSL LTD 13,016.000 1,642,649.48 2,530,349.33 CLOVER CORP LTD 21,043.000 26,122.30 39,971.26 REA GROUP LTD 568.000 22,805.35 41,480.78 TRANSURBAN GROUP 24,916.000 180,608.00 261,702.00 COCHLEAR LTD 10,485.000 663,892.00 1,660,265.90 ORIGIN ENERGY LTD 54,558.000 410,973.49 324,857.73 COMMONWEALTH BANK OF AUSTRALIA 14,723.000 836,994.08 829,124.82 BORAL LTD 13,719.000 59,358.18 43,340.92 SUNLAND GROUP LTD 14,527.000 19,874.23 16,696.22 APA GROUP 13,905.000 84,618.31 108,781.86 WESTERN AREAS LTD 7,601.000 16,342.40 16,236.37 INFOMEDIA LTD 154,395.000 147,101.93 226,775.92 INSURANCE AUSTRALIA GROUP LTD 18,892.000 94,675.21 101,951.64 PRO MEDICUS LTD 11,284.000 200,475.47 177,389.24 BRICKWORKS LTD 2,487.000 29,353.66 32,716.50 ST BARBARA LTD 20,092.000 56,490.17 38,395.67 CLINUVEL PHARMACEUTICALS LTD 8,660.000 160,208.68 173,671.83 FLEETWOOD CORP LTD 8,718.000 11,031.31 12,501.77 TPG TELECOM LTD 3,111.000 17,837.87 14,702.54 FLIGHT CENTRE TRAVEL GROUP LTD 741.000 24,170.72 22,960.29 GPT GROUP/THE 24,517.000 86,867.36 96,675.82 INDEPENDENCE GROUP NL 30,881.000 130,380.98 135,736.24 ORICA LTD 3,170.000 44,634.20 49,076.93 REGIS RESOURCES LTD 2,294.000 7,937.20 6,973.57 LENDLEASE GROUP 7,232.000 69,048.09 89,657.85 JUMBO INTERACTIVE LTD 3,427.000 28,656.83 36,021.63 BLUESCOPE STEEL LTD 66,628.000 651,843.35 707,182.11 MCPHERSON’S LTD 15,598.000 22,804.57 27,195.96 MACMAHON HOLDINGS LTD 115,937.000 21,956.28 22,819.42 WORLEY LTD 11,071.000 105,384.08 119,642.50 SUNCORP GROUP LTD 11,685.000 122,650.08 106,647.23 NATIONAL AUSTRALIA BANK LTD 23,555.000 547,315.52 408,843.59 NEWCREST MINING LTD 22,425.000 514,973.53 475,515.82 OIL SEARCH LTD 26,337.000 141,818.84 134,583.95 INCITEC PIVOT LTD 23,263.000 67,554.47 52,137.12 AMP LTD 33,302.000 143,712.96 44,854.02 CODAN LTD/AUSTRALIA 93,962.000 139,734.48 492,256.47 QBE INSURANCE GROUP LTD 189,604.000 2,011,211.86 1,721,370.59 CHALLENGER LTD 4,435.000 23,496.65 25,302.89 SANTOS LTD 75,685.000 365,975.83 436,347.15 SONIC HEALTHCARE LTD 3,657.000 54,233.35 74,062.85 STOCKLAND 29,675.000 105,354.83 96,556.69 TRIBUNE RESOURCES LTD 3,223.000 16,158.01 12,800.68 ALUMINA LTD 61,675.000 74,292.92 99,779.90 WOODSIDE PETROLEUM LTD 14,324.000 352,407.93 346,995.60 WOOLWORTHS GROUP LTD 10,639.000 261,335.36 271,168.07 BANCO BRADESCO SA 30,179.000 265,254.12 271,353.68 GRAZZIOTIN SA 2,100.000 14,323.29 15,452.31 ITAU UNIBANCO HOLDING SA 43,924.000 418,631.40 405,096.18 BRASKEM SA 2,737.000 24,410.67 20,309.61 SCHULZ SA 280.000 905.29 705.10 CIA ENERGETICA DE MINAS GERAIS 70,837.000 294,005.84 242,832.48 TELEFONICA BRASIL SA 3,667.000 68,354.05 52,853.22 CIA BRASILEIRA DE DISTRIBUICAO 3,735.000 84,912.83 81,381.35 CENTRAIS ELETRICAS SANTA CATAR 1,500.000 8,620.17 18,677.75 ITAUSA - INVESTIMENTOS ITAU SA 77,539.000 262,458.56 271,589.86 LOJAS AMERICANAS SA 8,201.000 36,773.60 52,822.21 MARCOPOLO SA 211,353.000 161,191.10 236,430.38 GERDAU SA 33,013.000 151,802.09 164,133.54 ENGIE BRASIL ENERGIA SA 3,533.000 40,986.79 44,615.90 WIZ SOLUCOES E CORRETAGEM DE S 3,655.000 10,514.25 12,829.34 NOTRE DAME INTERMEDICA PARTICI 4,513.000 68,667.00 76,568.54 HAPVIDA PARTICIPACOES E INVEST 1,700.000 22,117.06 27,004.25 ATACADAO SA 5,900.000 31,183.12 34,246.90 B3 SA - BRASIL BOLSA BALCAO 16,161.000 91,886.75 172,629.87 AMBEV SA 43,877.000 278,595.85 203,640.24 COGNA EDUCACAO 256,448.000 1,183,102.45 728,664.99 LOJAS AMERICANAS SA 79.000 0.00 192.26 EQUATORIAL PARA DISTRIBUIDORA 6,600.000 3,961.05 5,545.53 NATURA & CO HOLDING SA 3,600.000 26,859.20 34,606.61 KLABIN SA 8,415.000 41,729.24 38,511.48 GRUPO SBF SA 16,700.000 108,432.39 146,047.68 RUMO SA 10,258.000 32,912.62 66,555.75 IRB BRASIL RESSEGUROS S/A 5,400.000 41,472.62 52,285.78 BANCO BTG PACTUAL SA 1,700.000 27,469.36 32,172.67 LOJAS RENNER SA 6,428.000 35,217.12 89,787.78 ULTRAPAR PARTICIPACOES SA 19,694.000 155,964.16 124,742.86

159 2019 | Investment Portfolio AS OF DEC. 31, 2019

COSAN SA 6,775.000 81,746.87 117,169.25 BANCO BRADESCO SA 18,227.000 123,542.54 154,372.41 CIA SIDERURGICA NACIONAL SA 18,133.000 91,353.93 63,603.21 SUZANO SA 175,860.010 1,887,642.55 1,734,686.95 PORTO SEGURO SA 1,800.000 26,142.84 28,073.68 LOCALIZA RENT A CAR SA 6,195.000 36,129.49 73,011.90 TRANSMISSORA ALIANCA DE ENERGI 27,435.000 174,773.77 212,649.04 B2W CIA DIGITAL 2,070.000 24,354.18 32,346.48 IGUATEMI EMPRESA DE SHOPPING C 16,800.000 149,113.38 220,926.24 BR MALLS PARTICIPACOES SA 4,950.000 27,097.19 22,223.13 CIA DE SANEAMENTO BASICO DO ES 2,418.000 26,562.82 36,401.94 EQUATORIAL ENERGIA SA 7,500.000 27,705.93 42,490.12 EMBRAER SA 7,656.000 47,862.60 37,550.12 HYPERA SA 236,728.000 1,792,322.11 2,100,286.45 MULTIPLAN EMPREENDIMENTOS IMOB 2,618.000 17,675.22 21,541.70 SUL AMERICA SA 2,200.000 19,882.96 32,770.03 TRISUL SA 33,400.000 31,235.20 127,034.08 BANCO SANTANDER BRASIL SA 4,900.000 48,903.00 60,319.69 MAGAZINE LUIZA SA 5,117.000 24,560.29 60,675.89 ENERGISA SA 1,400.000 16,261.13 18,629.78 CIELO SA 69,699.000 183,638.95 145,022.16 RAIA DROGASIL SA 1,800.000 35,740.03 49,954.51 BB SEGURIDADE PARTICIPACOES SA 9,400.000 73,458.63 88,095.06 BRF SA 11,918.000 178,845.03 104,286.57 TIM PARTICIPACOES SA 8,409.000 33,420.97 32,756.37 BANCO DO BRASIL SA 31,656.000 364,165.03 415,658.62 PETROBRAS DISTRIBUIDORA SA 29,600.000 194,144.84 221,262.34 CCR SA 57,435.000 237,462.59 270,991.20 WEG SA 8,060.000 34,177.23 69,445.80 BLACKBERRY LIMITED 12,565.000 121,857.91 80,908.23 INFORMATION SERVICES CORP 4,779.000 68,108.13 56,607.24 GRAN COLOMBIA GOLD CORP 10,200.000 21,324.15 43,812.61 INTER PIPELINE LTD 8,100.000 169,920.67 140,793.52 NUTRIEN LTD 5,191.000 270,799.70 248,871.77 VIEMED HEALTHCARE INC 7,081.000 40,410.19 44,394.47 TERANGA GOLD CORP 12,900.000 42,422.74 69,834.59 KIRKLAND LAKE GOLD LTD 1,800.000 80,221.58 79,454.02 TRANSAT A T INC 35,800.000 207,821.92 440,063.24 VERSABANK NEW 2,700.000 14,967.93 15,615.96 HLS THERAPEUTICS INC NEW 224.000 1,417.41 4,387.58 TRISURA GROUP LTD 500.000 10,247.04 15,527.28 THOMSON REUTERS CORP 7,329.000 380,400.33 524,997.73 CRONOS GROUP INC 3,745.000 55,488.20 28,793.25 WHEATON PRECIOUS METALS CORP 13,377.000 338,265.65 398,602.10 H&R REIT 2,984.000 59,719.85 48,554.00 WSP GLOBAL INC 800.000 40,337.79 54,702.91 DIRTT ENVIRONMENTAL SOLUTIONS 43,214.000 213,297.99 141,630.62 TC ENERGY CORP 8,866.000 417,866.92 472,853.33 STRAD INC 3,216.000 13,730.21 4,439.28 CGI INC 2,852.000 105,863.22 239,002.77 IA FINANCIAL CORP INC 10,293.000 396,629.97 566,184.45 FIRST CAPITAL REIT 1,100.000 18,979.45 17,533.83 PRO REIT 11,949.000 66,085.04 68,003.56 DREAM HARD ASSET ALTERNATIVES 3,832.000 20,981.82 22,901.87 SEVEN GENERATIONS ENERGY LTD 10,560.000 142,911.34 68,974.90 AIR CANADA 14,411.000 512,516.78 539,099.76 RESTAURANT BRANDS INTL INC 1,887.000 83,663.94 120,459.50 AURORA CANNABIS INC 5,000.000 49,335.88 10,757.66 YELLOW PAGES LIMITED 6,400.000 34,853.49 44,912.28 GDI INTEGRATED FACILITY SVCS 1,900.000 31,054.94 49,230.77 BMTC GROUP INC 2,300.000 28,850.70 18,268.75 SHOPIFY INC 3,923.000 367,182.36 1,561,939.38 CANOPY GROWTH CORP 1,600.000 46,988.20 33,696.55 ECN CAPITAL CORP 9,700.000 34,690.14 35,830.35 HYDRO ONE LIMITED 2,000.000 35,908.86 38,681.32 KILLAM APT REAL ESTATE INVT TR 11,300.000 165,358.82 165,044.92 COGECO COMMUNICATIONS INC 1,046.000 78,609.62 91,310.74 SPIN MASTER CORP 10,526.000 374,129.98 320,954.73 SMARTCENTRES REIT 500.000 10,945.31 12,033.93 EQUITABLE GROUP INC 259.000 18,006.35 21,840.49 CANACCORD GENUITY GROUP INC 5,223.000 24,642.79 19,494.37 KINROSS GOLD CORP 74,412.000 376,007.71 353,482.10 INTACT FINANCIAL CORP 1,088.000 64,451.02 117,815.28 GUYANA GOLDFIELDS INC NEW 126,100.000 194,774.96 68,070.18 CONSTELLATION SOFTWARE INC 3,113.000 1,299,590.28 3,027,562.04 EVERTZ TECHNOLOGIES LTD 600.000 8,702.94 8,263.74 BCE INC 1,131.000 45,941.48 52,470.38 HIGH ARCTIC ENERGY SERVICES 15,298.000 41,532.01 27,251.50 CI FINANCIAL INC 6,358.000 121,165.71 106,444.71 KEYERA CORP 5,200.000 132,463.59 136,421.05

160 2019 | Investment Portfolio AS OF DEC. 31, 2019

PARKLAND FUEL CORP 3,500.000 124,776.14 128,771.93 PEMBINA PIPELINE CORP 6,329.000 213,808.76 234,906.32 HARDWOODS DISTRIBUTION INC 3,500.000 32,526.20 43,994.60 DOLLARAMA INC 2,700.000 32,084.24 92,925.39 ALTAGAS LTD 1,400.000 41,546.81 21,354.93 MORGUARD NORTH AMERICAN REIT 4,000.000 49,630.30 57,034.89 ALGONQUIN POWER & UTIL CORP 4,000.000 55,654.63 56,664.74 CERVUS EQUIPMENT CORPORATION 4,600.000 49,719.39 29,265.47 IBI GROUP INC 7,408.000 31,887.94 32,676.89 PHX ENERGY SERVICES CORP 10,100.000 21,656.05 21,964.14 ALTUS GROUP LTD 8,500.000 195,986.58 248,822.06 SUPREMEX INC 16,500.000 61,087.25 30,792.37 BRP INC 2,400.000 109,954.04 109,492.19 MORGUARD CORP 800.000 104,743.66 123,385.39 AGNICO EAGLE MINES LIMITED 5,276.000 280,411.46 325,409.27 ALIMENTATION COUCHE-TARD INC 15,450.000 345,774.41 490,992.48 ALGOMA CENTRAL CORP 217.000 2,200.41 2,182.13 ATCO LTD 700.000 29,578.30 26,866.40 BANK OF MONTREAL 5,134.000 304,599.86 398,446.70 BANK OF NOVA SCOTIA 10,244.000 539,471.40 579,446.62 NATIONAL BANK OF CANADA 2,692.000 92,406.88 149,635.13 BROOKFIELD ASSET MGMT INC 6,835.000 161,244.47 395,473.34 BOMBARDIER INC 19,368.000 49,844.95 28,826.10 SAPUTO INC 2,148.000 43,369.45 66,589.24 DESCARTES SYS GROUP INC 5,900.000 84,827.12 252,515.91 SYLOGIST LTD 1,390.000 13,943.24 10,558.32 CCL INDUSTRIES INC 1,000.000 27,609.45 42,660.50 CAE INC 11,042.000 181,145.86 292,750.31 CAMECO CORP 4,700.000 92,540.16 41,826.10 ROGERS COMMUNICATIONS INC 2,923.000 106,576.76 145,344.16 CANADIAN IMPERIAL BK OF COMM 3,496.000 257,867.32 291,326.59 CANADIAN TIRE CORP LTD 624.000 42,257.40 67,248.12 CANADIAN UTILITIES LTD 1,210.000 35,746.00 36,549.60 CANADIAN NATIONAL RAILWAY CO 6,190.000 307,852.91 560,739.77 COGECO INC 900.000 34,065.50 72,242.91 COMPUTER MODELLING GROUP LTD 5,400.000 55,180.72 34,230.19 RIOCAN REIT 2,714.000 66,882.80 56,006.67 MAINSTREET EQUITY CORP 600.000 20,082.58 36,423.37 GILDAN ACTIVEWEAR INC 1,988.000 30,405.19 58,854.31 OPEN TEXT CORPORATION 5,808.000 182,967.75 256,282.06 ENGHOUSE SYSTEMS LTD 5,800.000 170,233.61 215,495.66 EMPIRE CO LTD 5,857.000 112,699.19 137,577.97 RITCHIE BROS AUCTIONEERS INC 22,340.000 461,924.12 959,926.59 FORTIS INC 3,338.000 105,801.17 138,694.00 FIRST QUANTUM MINERALS LTD 5,550.000 82,107.11 56,366.69 TELUS CORP 1,588.000 41,864.55 61,572.89 GREAT WEST LIFECO INC 3,509.000 84,931.77 90,001.42 GUARDIAN CAPITAL GROUP LTD 1,400.000 27,335.04 28,987.85 CIPHER PHARMACEUTICALS INC 11,403.000 98,839.69 12,926.48 BIOSYENT INC 800.000 6,322.32 3,701.56 BOYD GROUP INCOME FUND 398.000 51,404.42 61,998.07 ENBRIDGE INC 18,000.000 650,068.78 716,668.59 IGM FINANCIAL INC 890.000 40,750.71 25,586.43 MANULIFE FINANCIAL CORP 55,390.000 920,763.54 1,125,953.65 LEON’S FURNITURE LTD 4,213.000 57,303.16 54,159.02 LOBLAW COMPANIES LTD 1,783.000 71,448.51 92,123.39 MAGNA INTL INC 13,617.000 613,346.14 747,661.77 POINTS INTERNATIONAL LTD 2,300.000 33,239.10 35,065.36 MAGELLAN AEROSPACE CORP 3,400.000 45,211.71 36,864.47 SUN LIFE FINANCIAL INC 5,005.000 104,205.87 228,529.82 FAIRFAX FINANCIAL HOLDINGS LTD 4,553.000 1,832,702.23 2,140,849.22 ABSOLUTE SOFTWARE CORP 15,658.000 95,060.45 105,050.78 MELCOR DEVELOPMENTS LTD 1,000.000 11,238.86 10,256.41 BEAR CREEK MINING CORP 4,500.000 7,794.61 9,508.39 METRO INC 2,235.000 41,016.24 92,364.49 EMERA INC 1,900.000 76,226.77 81,743.59 METHANEX CORP 4,949.000 240,737.56 191,395.69 ONEX CORP 802.000 38,018.12 50,819.62 POWER CORP CANADA 3,843.000 96,649.37 99,131.17 POWER FINANCIAL CORP 2,871.000 74,709.49 77,357.04 QUEBECOR INC 7,600.000 162,564.99 194,227.11 REITMANS (CANADA) LTD 15,700.000 55,046.97 14,044.34 ROYAL BANK OF CANADA 12,254.000 777,337.79 970,964.72 CAPSTONE MINING CORP 25,900.000 20,133.50 15,179.49 CANADIAN PACIFIC RAILWAY LTD 1,605.000 216,195.07 409,719.03 ENCANA CORP 10,267.000 119,928.54 48,138.32 SHAW COMMUNICATIONS INC 3,288.000 69,818.17 66,812.26 STANTEC INC 15,500.000 413,182.25 438,673.61 LUNDIN MINING CORP 23,139.000 124,370.07 138,468.21 TORONTO DOMINION BANK 14,658.000 621,516.56 823,244.37 TORSTAR CORP 15,000.000 19,961.03 4,973.97

161 2019 | Investment Portfolio AS OF DEC. 31, 2019

CRH MEDICAL CORP 5,760.000 17,822.61 19,988.43 WALL FINANCIAL CORP 400.000 9,269.61 9,963.37 WEST FRASER TIMBER CO LTD 700.000 24,893.44 30,920.38 WESTON (GEORGE) LTD 647.000 46,245.70 51,400.76 EMBOTELLADORA ANDINA SA 12,046.000 47,335.92 34,906.90 CENCOSUD SA 96,288.000 184,953.28 126,770.59 BANCO DE CREDITO E INVERSIONES 425.000 27,358.06 19,273.23 BANCO DE CHILE 594,599.000 73,378.89 63,022.21 EMPRESAS CMPC SA 32,833.000 95,766.75 80,341.43 EMPRESA NACIONAL DE TELECOMUNI 3,236.000 42,200.15 23,015.00 AGUAS ANDINAS SA 121,775.000 64,896.44 51,660.66 SACI FALABELLA 13,290.000 91,986.28 57,281.60 BANCOLOMBIA SA 2,841.000 41,725.77 39,651.97 GRUPO AVAL ACCIONES Y VALORES 94,994.000 38,244.76 42,264.63 BANCOLOMBIA SA 3,737.000 41,544.97 50,151.87 GRUPO DE INVERSIONES SURAMERIC 5,434.000 63,377.03 56,302.36 INTERCONEXION ELECTRICA SA ESP 5,440.000 23,836.57 32,492.49 KOMERCNI BANKA AS 230.000 7,543.58 8,431.70 BRODRENE A&O JOHANSEN A/S 91.000 4,711.21 4,716.09 AMBU A/S 19,951.000 112,597.90 334,562.55 NETCOMPANY GROUP A/S 4,742.000 139,009.27 226,355.53 NOVO NORDISK A/S 29,264.000 1,194,265.14 1,698,539.11 ISS A/S 853.000 26,527.07 20,498.34 TRYG A/S 381.000 10,563.13 11,302.36 ORSTED A/S 1,371.000 66,563.86 142,146.50 DEMANT A/S 845.000 25,916.05 26,647.04 DSV PANALPINA A/S 18,835.000 372,080.04 2,181,900.59 PANDORA A/S 6,744.000 319,884.99 293,576.52 CHR HANSEN HOLDING A/S 851.000 51,359.08 67,652.83 NOVOZYMES A/S 33,227.000 1,078,309.69 1,627,979.77 COLOPLAST A/S 910.000 95,284.69 113,216.27 CARLSBERG A/S 1,382.000 135,367.35 206,311.21 AP MOLLER - MAERSK A/S 44.000 96,238.71 63,536.06 AP MOLLER - MAERSK A/S 52.000 66,332.61 70,555.18 GN STORE NORD A/S 9,501.000 419,358.81 447,610.66 DANSKE BANK A/S 5,638.000 133,069.09 91,246.44 GENMAB A/S 497.000 90,061.18 110,704.20 ATHENA INVESTMENTS A/S 1,123.000 1,255.82 623.76 VESTAS WIND SYSTEMS A/S 2,341.000 166,455.56 236,838.77 NORTH MEDIA AS 1,232.000 6,836.80 8,217.03 H LUNDBECK A/S 5,097.000 238,775.77 195,522.18 FAISAL ISLAMIC BANK OF EGYPT 84,362.000 66,943.86 65,691.78 CREDIT AGRICOLE EGYPT SAE 693.000 1,554.28 1,852.32 HOUSING & DEVELOPMENT BANK 6,584.000 18,630.92 17,282.49 FUCHS PETROLUB SE 598.000 24,036.08 29,772.61 HENKEL AG & CO KGAA 1,324.000 168,056.29 137,015.90 EINHELL GERMANY AG 478.000 20,612.89 32,204.29 STO SE & CO KGAA 155.000 14,290.93 19,888.33 BAYERISCHE MOTOREN WERKE AG 4,079.000 368,754.94 252,047.37 WESTAG & GETALIT AG 2,693.000 82,472.88 69,499.49 SARTORIUS AG 285.000 48,543.29 61,058.66 GRIFOLS SA 16,496.000 405,965.07 384,712.22 ADDIKO BANK AG 439.000 7,486.07 7,094.31 BAWAG GROUP AG 3,565.000 140,490.57 162,696.50 RAIFFEISEN BANK INTERNATIONAL 735.000 24,325.14 18,450.51 ANDRITZ AG 120.000 6,946.62 5,170.04 KAPSCH TRAFFICCOM AG 6,839.000 222,756.82 220,326.15 OMV AG 2,682.000 114,528.20 150,775.03 VERBUND AG 464.000 24,967.55 23,316.59 VOESTALPINE AG 4,122.000 122,020.25 114,942.11 ERSTE GROUP BANK AG 2,140.000 52,601.07 80,547.14 S IMMO AG 6,659.000 147,704.22 166,777.60 UMICORE SA 26,821.000 985,667.84 1,308,520.02 ANHEUSER-BUSCH INBEV SA/NV 6,103.000 562,672.75 500,812.12 TELENET GROUP HOLDING NV 1,011.000 53,213.74 45,572.01 PROXIMUS SADP 744.000 23,118.78 21,321.02 EVS BROADCAST EQUIPMENT SA 2,012.000 49,422.02 49,216.28 AGEAS 7,853.000 360,106.87 464,907.36 KBC GROUP NV 2,766.000 148,894.97 208,720.36 BARCO NV 115.000 27,449.86 28,322.92 SOLVAY SA 753.000 75,023.54 87,627.36 JENSEN-GROUP NV 302.000 6,435.55 11,764.60 VAN DE VELDE NV 1,235.000 38,164.62 41,458.00 UCB SA 3,218.000 223,932.71 256,243.37 COLRUYT SA 188.000 7,005.68 9,820.18 GROUPE BRUXELLES LAMBERT SA 585.000 48,759.96 61,761.77 VONOVIA SE 6,589.000 210,208.92 354,979.11 KION GROUP AG 2,131.000 146,920.51 147,246.34 KNORR-BREMSE AG 367.000 37,769.66 37,382.49

162 2019 | Investment Portfolio AS OF DEC. 31, 2019

SIEMENS HEALTHINEERS AG 1,637.000 74,193.62 78,663.40 METRO AG 1,582.000 36,082.26 25,518.74 INSTONE REAL ESTATE GROUP AG 9,581.000 247,799.02 237,197.68 AROUNDTOWN SA 6,123.000 54,522.09 54,871.71 EXPEDEON AG 12,225.000 23,610.03 23,401.33 ZALANDO SE 887.000 30,563.91 44,976.52 COVESTRO AG 9,972.000 709,238.63 463,888.56 SCOUT24 AG 50,266.000 2,358,096.91 3,327,577.26 AUMANN AG 2,070.000 109,700.24 36,116.56 QIAGEN NV 1,946.000 46,134.19 66,572.37 SHOP APOTHEKE EUROPE NV 2,916.000 105,634.00 142,390.62 DELIVERY HERO SE 461.000 23,322.61 36,513.56 UNIPER SE 3,516.000 107,257.64 116,454.96 DEUTSCHE WOHNEN SE 4,550.000 141,585.84 186,075.14 LANXESS AG 1,196.000 67,064.15 80,425.63 MTU AERO ENGINES AG 6,358.000 651,863.91 1,816,863.39 CROPENERGIES AG 8,963.000 50,718.46 110,729.46 VERBIO VEREINIGTE BIOENERGIE A 6,609.000 20,394.37 87,050.27 BLUE CAP AG 2.000 59.22 37.77 SYMRISE AG 1,159.000 73,253.74 122,018.14 HYPOPORT AG 460.000 120,320.68 162,758.74 DRAEGERWERK AG & CO KGAA 481.000 17,527.95 21,389.80 NORMA GROUP SE 3,906.000 122,695.61 166,597.26 BRENNTAG AG 5,014.000 223,380.08 272,826.11 EVONIK INDUSTRIES AG 2,312.000 68,543.57 70,917.74 TELEFONICA DEUTSCHLAND HOLDING 5,269.000 30,500.96 15,282.51 HUGO BOSS AG 148.000 6,662.55 7,186.31 COMMERZBANK AG 8,136.000 81,945.48 50,417.02 ADIDAS AG 2,590.000 472,317.57 842,368.21 IVU TRAFFIC TECHNOLOGIES AG 6,682.000 39,982.06 92,733.44 FRESENIUS SE & CO KGAA 4,713.000 211,782.54 266,220.41 UNITED INTERNET AG 1,092.000 42,454.59 35,912.43 HANNOVER RUECK SE 463.000 48,297.41 89,579.92 GEA GROUP AG 1,623.000 50,670.70 53,700.47 CONTINENTAL AG 29,654.000 3,813,966.57 3,853,569.22 DEUTSCHE POST AG 8,618.000 201,333.10 329,266.24 MERCK KGAA 1,147.000 59,028.55 135,828.81 SGL CARBON SE 15,492.000 144,172.65 82,394.70 SAP SE 32,854.000 2,882,181.99 4,430,885.27 E.ON SE 39,889.000 547,935.02 426,912.55 HENKEL AG & CO KGAA 1,114.000 109,956.62 104,970.99 PUMA SE 660.000 32,588.73 50,641.05 BAYER AG 17,771.000 1,712,351.76 1,453,637.34 BEIERSDORF AG 836.000 61,800.29 100,105.65 HOCHTIEF AG 726.000 93,989.44 92,987.23 HEIDELBERGCEMENT AG 2,005.000 125,186.50 146,249.06 FRESENIUS MEDICAL CARE AG & CO 5,847.000 407,767.84 433,969.20 ALLIANZ SE 17,562.000 3,036,188.19 4,309,463.14 DEUTSCHE LUFTHANSA AG 23,624.000 445,255.47 435,058.42 MENSCH UND MASCHINE SOFTWARE S 2,246.000 26,890.04 107,638.47 MUENCHENER RUECKVERSICHERUNGS- 1,205.000 173,497.01 355,745.98 AIXTRON SE 35,727.000 370,698.94 342,422.74 THYSSENKRUPP AG 7,185.000 166,584.28 97,088.53 ECKERT & ZIEGLER STRAHLEN- UND 2,640.000 89,282.52 566,147.98 ELMOS SEMICONDUCTOR AG 8,104.000 162,679.86 259,059.27 SIEMENS AG 11,508.000 1,329,644.88 1,505,397.61 CEWE STIFTUNG & CO KGAA 306.000 17,648.32 36,346.09 DEUTSCHE BANK AG 19,509.000 476,490.33 151,456.03 BAYERISCHE MOTOREN WERKE AG 39,101.000 3,942,151.53 3,221,147.58 SURTECO GROUP SE 411.000 10,349.59 10,446.01 DEUTSCHE TELEKOM AG 114,858.000 1,572,679.19 1,878,298.38 INFINEON TECHNOLOGIES AG 19,461.000 283,451.94 446,595.63 CARL ZEISS MEDITEC AG 306.000 32,540.92 39,054.99 DIALOG SEMICONDUCTOR PLC 4,140.000 107,236.36 209,913.43 DEUTSCHE BOERSE AG 21,390.000 1,758,978.21 3,366,365.86 FRAPORT AG FRANKFURT AIRPORT S 373.000 23,346.75 31,725.76 WIRECARD AG 918.000 95,828.39 110,995.35 HIGHLIGHT COMMUNICATIONS AG 6,018.000 31,481.80 28,162.60 INMOBILIARIA COLONIAL SOCIMI S 36,242.000 412,455.04 462,782.59 RED ELECTRICA CORP SA 10,136.000 187,963.81 204,033.26 REPSOL SA 18,262.000 8,636.26 8,671.12 INDUSTRIA DE DISENO TEXTIL SA 57,716.000 1,103,078.12 2,045,929.01 AENA SME SA 775.000 103,743.14 148,813.07 CELLNEX TELECOM SA 1,233.000 52,530.38 53,179.43 AEDAS HOMES SAU 8,794.000 314,679.50 212,055.61 GRIFOLS SA 29,750.000 922,548.28 1,051,167.96 BANKIA SA 17,479.000 40,852.32 37,441.85 SIEMENS GAMESA RENEWABLE ENERG 1,325.000 20,687.62 23,299.99

163 2019 | Investment Portfolio AS OF DEC. 31, 2019

ACS ACTIVIDADES DE CONSTRUCCIO 4,816.000 194,101.94 193,193.67 FERROVIAL SA 5,317.000 74,207.50 161,416.48 MAPFRE SA 1,369.000 5,173.55 3,644.29 BANCO DE SABADELL SA 32,877.000 73,770.68 38,537.86 ALMIRALL SA 16,614.000 315,868.19 274,159.46 CIE AUTOMOTIVE SA 5,201.000 94,355.08 123,290.99 CAIXABANK SA 20,200.000 93,179.29 63,748.40 IBERDROLA SA 117,500.000 919,071.04 1,211,000.14 LABORATORIOS FARMACEUTICOS ROV 10,577.000 102,390.77 289,895.66 RENTA 4 BANCO SA 1,804.000 15,827.01 14,169.60 AMADEUS IT GROUP SA 7,459.000 229,306.38 611,602.72 ENDESA SA 9,714.000 228,455.02 259,530.08 BANKINTER SA 152,283.000 1,114,732.33 1,120,431.46 BANCO BILBAO VIZCAYA ARGENTARI 155,791.000 1,086,817.45 878,580.12 REPSOL SA 23,605.000 404,604.53 370,564.21 BANCO SANTANDER SA 899,410.000 4,673,029.20 3,800,395.11 TELEFONICA SA 35,923.000 552,753.94 251,254.01 ENAGAS SA 14,910.000 352,065.93 381,165.92 VALEO SA 2,020.000 91,111.49 71,573.79 TIKEHAU CAPITAL SCA 5,855.000 147,610.17 145,018.51 SMCP SA 15,417.000 382,561.29 164,209.40 LDC SA 110.000 10,080.16 12,905.57 BIOMERIEUX 650.000 21,227.27 57,943.91 BOLLORE SA 50.000 188.26 213.06 WORLDLINE SA/FRANCE 619.000 37,942.00 43,963.40 FOCUS HOME INTERACTIVE SA 968.000 27,177.88 25,941.41 SOLOCAL GROUP 117,712.000 111,656.02 73,136.36 SPIE SA 8,782.000 191,820.00 179,143.58 AMUNDI SA 463.000 38,635.22 36,422.09 SARTORIUS STEDIM BIOTECH 131.000 18,555.16 21,736.31 ENGIE SA 63,159.000 1,128,979.32 1,021,376.80 HEXAOM 344.000 13,445.26 14,235.93 ALSTOM SA 2,662.000 102,930.49 126,197.09 EUTELSAT COMMUNICATIONS SA 2,761.000 74,058.16 44,942.44 ELECTRICITE DE FRANCE SA 40,992.000 577,344.88 457,606.12 IPSEN SA 592.000 71,526.07 52,491.73 ENVEA SA 100.000 8,365.11 10,504.05 ARKEMA SA 857.000 84,198.76 91,477.62 SES SA 4,726.000 105,147.72 66,495.65 GROUPE OPEN 3,523.000 84,217.68 43,180.68 VOYAGEURS DU MONDE 124.000 9,100.08 16,699.81 SAFRAN SA 2,616.000 327,635.93 405,806.78 CBO TERRITORIA 2,930.000 11,972.82 12,596.25 LES NOUVEAUX CONSTRUCTEURS SA 5,105.000 134,294.02 270,543.97 VETOQUINOL SA 333.000 17,330.16 24,061.84 NATIXIS SA 24,720.000 116,657.56 110,253.06 SOCIETE MARSEILLAISE DU TUNNEL 842.000 23,969.82 19,186.44 SCOR SE 1,390.000 60,400.52 58,439.20 UBISOFT ENTERTAINMENT SA 771.000 68,364.18 53,373.24 VINCI SA 5,136.000 298,941.85 570,992.84 CIE DES ALPES 4,110.000 81,644.97 137,698.19 CAISSE REGIONALE DE CREDIT AGR 361.000 11,815.83 12,380.13 ARGAN SA 1,691.000 45,949.24 147,481.25 AIR LIQUIDE SA 4,358.000 404,238.94 619,829.54 FOUNTAINE PAJOT SA 104.000 15,563.14 11,172.20 DANONE SA 20,055.000 1,555,667.94 1,665,825.01 LEGRAND SA 22,427.000 1,218,946.01 1,831,198.03 EIFFAGE SA 1,396.000 128,825.52 160,080.05 AEROPORTS DE PARIS 535.000 37,634.55 105,970.40 BUREAU VERITAS SA 2,888.000 59,763.82 75,519.62 GETLINK SE 3,985.000 37,055.52 69,399.98 SUEZ 4,593.000 68,823.16 69,562.14 EDENRED 57,895.000 1,649,942.88 2,997,911.25 EKINOPS SAS 5,027.000 30,339.83 37,447.03 BOUYGUES SA 6,336.000 246,608.86 269,919.95 AIRBUS SE 5,270.000 399,780.41 773,753.76 VEOLIA ENVIRONNEMENT SA 6,255.000 117,984.80 166,733.57 L’OREAL SA 2,241.000 415,868.42 665,993.27 IDI SCA 223.000 12,715.88 11,113.27 ABC ARBITRAGE 2,244.000 15,694.82 16,883.48 BURELLE SA 72.000 17,413.38 66,158.10 CAPGEMINI SE 2,258.000 179,479.68 276,796.31 CASINO GUICHARD PERRACHON SA 426.000 33,409.58 19,984.34 INGENICO GROUP SA 674.000 66,433.09 73,327.18 CAISSE REGIONALE DE CREDIT AGR 70.000 6,667.05 10,565.52 SAVENCIA SA 440.000 28,528.86 30,334.89 PUBLICIS GROUPE SA 5,803.000 275,270.92 262,939.38 FAURECIA SE 621.000 45,883.07 33,694.70 ICADE 265.000 24,330.73 28,910.45 MANUTAN INTERNATIONAL 339.000 33,568.27 23,413.64

164 2019 | Investment Portfolio AS OF DEC. 31, 2019

BOLLORE SA 8,725.000 44,331.92 38,110.49 CIE GENERALE DES ETABLISSEMENT 1,658.000 130,364.50 203,522.09 SEB SA 207.000 29,192.01 30,809.39 SCHNEIDER ELECTRIC SE 10,940.000 816,024.26 1,126,179.88 VIVENDI SA 8,873.000 199,646.85 257,368.10 ORANGE SA 35,883.000 566,963.05 527,652.32 HERMES INTERNATIONAL 738.000 383,018.26 552,671.51 DASSAULT SYSTEMES SE 1,609.000 124,042.20 265,586.36 CEGEDIM SA 237.000 8,920.01 7,712.07 MERSEN SA 911.000 18,474.40 34,987.33 KERING SA 1,238.000 421,357.18 816,140.71 CNP ASSURANCES 9,788.000 188,690.09 195,153.99 CARREFOUR SA 9,403.000 218,918.67 158,065.41 ATOS SE 3,933.000 341,532.81 329,079.57 SANOFI 41,770.000 3,515,755.15 4,198,253.25 BIGBEN INTERACTIVE 9,512.000 62,443.89 171,295.49 ACCOR SA 2,429.000 84,171.04 114,107.00 NOKIA OYJ 11,770.000 75,784.73 43,791.73 STMICROELECTRONICS NV 12,839.000 219,264.86 346,763.35 SOCIETE GENERALE SA 9,112.000 336,297.81 318,606.91 EUROFINS SCIENTIFIC SE 706.000 205,311.59 392,349.09 TELEPERFORMANCE 480.000 69,585.40 117,364.12 EURAZEO SE 471.000 20,371.63 32,309.50 SODEXO SA 1,037.000 84,558.86 123,080.76 AXA SA 32,190.000 734,501.23 908,809.03 PEUGEOT SA 30,563.000 617,364.36 732,485.59 JCDECAUX SA 674.000 17,056.84 20,815.51 ESSILORLUXOTTICA SA 2,824.000 272,791.03 431,695.24 CREDIT AGRICOLE SA 15,661.000 187,833.10 228,327.80 BNP PARIBAS SA 13,742.000 741,158.64 818,606.25 CIE DE SAINT-GOBAIN 91,142.000 3,631,490.14 3,747,659.73 WENDEL SA 156.000 13,413.03 20,777.43 KLEPIERRE SA 2,894.000 115,970.82 110,087.15 BOIRON SA 1,929.000 126,555.34 78,656.77 GECINA SA 452.000 54,482.98 81,077.39 COVIVIO 311.000 25,738.09 35,350.81 ILIAD SA 181.000 22,070.65 23,502.78 EUROBANK ERGASIAS SA 8,105.000 8,022.02 8,397.29 ALPHA BANK AE 15,109.000 48,344.20 32,684.23 AEGEAN AIRLINES SA 1,072.000 11,826.61 10,121.48 FF GROUP 443.000 10,824.80 2,386.88 HELLENIC TELECOMMUNICATIONS OR 4,487.000 59,758.72 71,822.74 EUROPEAN RELIANCE GENERAL INSU 1,747.000 9,203.17 9,963.61 MOTOR OIL HELLAS CORINTH REFIN 15,745.000 230,521.91 365,347.34 JUMBO SA 888.000 16,223.17 18,496.58 CNH INDUSTRIAL NV 8,871.000 78,460.07 97,449.78 FERRARI NV 1,062.000 82,979.81 176,276.12 PHARMANUTRA SPA 2,000.000 34,291.95 52,448.79 DIGITAL VALUE SPA 295.000 5,466.35 5,894.85 MONCLER SPA 1,993.000 85,854.38 89,705.23 PIOVAN SPA 10,344.000 96,167.39 68,045.76 CAREL INDUSTRIES SPA 19,269.000 174,943.18 299,971.87 FINECOBANK BANCA FINECO SPA 28,464.000 179,091.93 341,902.84 UNICREDIT SPA 15,578.000 294,111.70 227,917.34 EXOR NV 840.000 31,753.20 65,190.50 EL.EN. SPA 354.000 9,232.49 13,139.45 BANCA MEDIOLANUM SPA 27,337.000 272,441.51 271,972.57 POSTE ITALIANE SPA 7,200.000 70,717.54 81,775.68 PIRELLI & C SPA 4,362.000 28,213.51 25,160.89 TERNA RETE ELETTRICA NAZIONALE 7,828.000 26,815.63 52,414.26 RECORDATI SPA 415.000 17,094.45 17,510.16 ELICA SPA 14,275.000 32,706.65 49,065.58 BANCA GENERALI SPA 14,976.000 442,318.60 486,744.23 SERVIZI ITALIA SPA 3,052.000 17,710.99 10,242.53 PRYSMIAN SPA 1,296.000 22,000.40 31,252.53 AMPLIFON SPA 28,551.000 407,432.84 822,068.58 TOSCANA AEROPORTI SPA 444.000 8,270.63 8,672.04 BRUNELLO CUCINELLI SPA 4,006.000 77,173.52 141,991.18 UNIPOL GRUPPO SPA 29,965.000 174,104.18 171,905.67 ASSICURAZIONI GENERALI SPA 19,859.000 364,749.79 410,244.94 INTESA SANPAOLO SPA 309,978.000 701,088.18 817,725.67 ARNOLDO MONDADORI EDITORE SPA 28,859.000 30,225.06 66,770.33 COFIDE SPA 37,181.000 22,893.41 22,863.18 MEDIOBANCA BANCA DI CREDITO FI 1,015.000 7,554.30 11,188.16 BANCA FINNAT EURAMERICA SPA 30,200.000 17,092.29 9,592.64 RATTI SPA 6,234.000 30,055.97 36,110.54 DEA CAPITAL SPA 32,483.000 52,062.53 53,268.56 ENEL SPA 499,749.000 2,282,627.09 3,978,541.11 ENI SPA 304,316.000 5,852,293.28 4,732,085.21

165 2019 | Investment Portfolio AS OF DEC. 31, 2019

SNAM SPA 32,063.000 136,171.71 169,062.48 TENARIS SA 11,531.000 178,033.56 130,498.92 HERA SPA 29,573.000 109,377.44 129,740.35 TELECOM ITALIA SPA/MILANO 121,445.000 131,031.78 75,833.89 TELECOM ITALIA SPA/MILANO 7,483.000 6,438.13 4,583.82 ATLANTIA SPA 3,994.000 59,147.10 93,234.85 KONINKLIJKE AHOLD DELHAIZE NV 55,259.000 1,167,313.98 1,385,881.49 COCA-COLA EUROPEAN PARTNERS PL 2,909.000 117,976.46 146,123.41 BASIC-FIT NV 5,174.000 168,944.95 196,940.93 B&S GROUP SARL 8,278.000 130,015.48 89,498.72 UNIBAIL-RODAMCO-WESTFIELD 1,495.000 332,989.92 236,368.98 PROSUS NV 2,982.000 209,718.77 223,294.15 AKZO NOBEL NV 1,936.000 112,029.98 197,531.87 IMCD NV 17,289.000 1,143,604.43 1,514,312.58 NN GROUP NV 3,270.000 116,865.55 124,430.68 ARCELORMITTAL SA 9,845.000 247,813.67 174,029.50 ABN AMRO BANK NV 1,935.000 52,373.75 35,368.24 TAKEAWAY.COM NV 12,439.000 985,134.27 1,149,821.15 RELX PLC 6,206.000 80,201.35 156,797.72 ADYEN NV 64.000 44,677.10 52,700.15 INTERTRUST NV 10,539.000 196,581.65 204,922.14 ING GROEP NV 44,486.000 454,379.16 535,015.91 HEINEKEN HOLDING NV 17,947.000 811,321.48 1,743,840.64 KONINKLIJKE DSM NV 1,455.000 77,732.38 190,066.00 GALAPAGOS NV 1,752.000 187,732.47 364,925.71 KENDRION NV 3,267.000 95,361.81 76,894.83 AALBERTS NV 4,285.000 107,788.16 192,910.50 UNILEVER NV 40,394.000 1,655,493.69 2,325,771.53 ASML HOLDING NV 11,478.000 1,774,581.84 3,420,703.21 ASM INTERNATIONAL NV 4,015.000 337,649.87 454,109.00 RANDSTAD NV 467.000 14,114.20 28,618.42 HUNTER DOUGLAS NV 222.000 14,256.81 14,480.28 AFC AJAX NV 634.000 12,172.88 15,249.69 WOLTERS KLUWER NV 3,969.000 198,883.96 290,313.68 VAN LANSCHOT KEMPEN NV 8,489.000 178,690.23 191,640.28 KONINKLIJKE VOPAK NV 2,064.000 105,495.71 112,132.44 AEGON NV 13,344.000 67,569.87 61,123.96 KONINKLIJKE KPN NV 17,231.000 85,833.88 50,948.21 KONINKLIJKE PHILIPS NV 19,896.000 717,473.02 973,392.64 HEINEKEN NV 2,509.000 229,262.63 267,829.69 GALP ENERGIA SGPS SA 9,759.000 161,532.62 163,339.23 JERONIMO MARTINS SGPS SA 1,854.000 30,893.40 30,557.21 BANCO ESPIRITO SANTO SA 24,042.000 32,538.07 0.00 EDP - ENERGIAS DE PORTUGAL SA 30,850.000 122,827.94 133,833.15 CAIRN HOMES PLC 144,403.000 197,445.96 205,097.42 TAKEAWAY.COM NV 9,819.000 928,241.78 906,545.31 BANK OF IRELAND GROUP PLC 5,436.000 36,437.53 29,997.57 AIB GROUP PLC 3,649.000 18,580.97 12,789.02 SMURFIT KAPPA GROUP PLC 1,463.000 58,192.99 56,394.65 CRH PLC 7,410.000 178,041.60 297,442.10 KINGSPAN GROUP PLC 35,000.000 1,201,031.21 2,157,139.43 KERRY GROUP PLC 1,541.000 82,221.00 191,993.04 ADMICOM OYJ 136.000 3,853.60 9,836.82 NORDEA BANK ABP 272.000 1,723.20 2,209.01 KOJAMO OYJ 7,449.000 123,244.91 135,969.45 TERVEYSTALO OYJ 16,125.000 195,210.13 202,554.14 VALMET OYJ 299.000 7,874.36 7,169.65 VERKKOKAUPPA.COM OYJ 2,981.000 10,533.86 11,812.49 TALENOM OYJ 627.000 10,081.35 31,764.67 EVLI BANK PLC 1,890.000 20,752.98 22,063.75 REMEDY ENTERTAINMENT OYJ 620.000 8,651.21 7,971.39 ILKKA-YHTYMA OYJ 2,034.000 9,192.27 7,959.60 EQ OYJ 1,262.000 13,717.14 17,656.09 NESTE OYJ 8,335.000 163,074.58 290,231.82 NOKIAN RENKAAT OYJ 490.000 15,836.64 14,133.60 ALMA MEDIA OYJ 4,600.000 38,462.87 41,070.14 KONE OYJ 39,048.000 1,305,515.60 2,554,635.85 KONECRANES OYJ 4,204.000 183,956.55 129,230.11 ORION OYJ 10,244.000 352,910.52 474,461.44 ORIOLA OYJ 2,620.000 5,893.91 5,941.67 SCANFIL OYJ 2,827.000 15,720.14 15,474.79 FINNAIR OYJ 12,812.000 199,142.91 84,582.82 HUHTAMAKI OYJ 3,918.000 113,311.12 182,095.67 WARTSILA OYJ ABP 4,167.000 59,414.92 46,046.79 UPM-KYMMENE OYJ 13,144.000 323,720.18 455,862.58 STORA ENSO OYJ 6,495.000 44,797.74 94,452.31 SAMPO OYJ 5,269.000 229,108.37 230,053.56 ATRIA OYJ 9,117.000 89,868.39 102,728.36 FORTUM OYJ 18,556.000 411,450.52 458,095.15 MARIMEKKO OYJ 5,564.000 97,947.87 223,620.29

166 2019 | Investment Portfolio AS OF DEC. 31, 2019

ELISA OYJ 480.000 10,097.02 26,542.56 METSO OYJ 1,006.000 30,811.03 39,744.96 DIGIA OYJ 3,162.000 13,542.01 14,162.37 NOKIA OYJ 54,645.000 285,727.51 202,869.02 VAISALA OYJ 1,491.000 33,714.30 53,093.88 LUTHAI TEXTILE CO LTD 112,500.000 166,120.26 102,863.69 CHINA LESSO GROUP HOLDINGS LTD 40,000.000 44,111.52 51,355.56 CHINA HUISHAN DAIRY HOLDINGS C 131,000.000 49,497.64 7,061.27 MODERN LAND CHINA CO LTD 54,000.000 8,132.47 8,191.96 SEMICONDUCTOR MANUFACTURING IN 25,500.000 33,277.75 39,100.43 COUNTRY GARDEN SERVICES HOLDIN 445,000.000 668,271.56 1,501,425.42 ZHENRO PROPERTIES GROUP LTD 12,000.000 7,948.03 8,630.51 PING AN HEALTHCARE AND TECHNOL 132,600.000 746,773.05 968,514.84 CHINA FIRST CAPITAL GROUP LTD 24,000.000 22,960.48 832.11 CHINA DING YI FENG HOLDINGS LT 8,000.000 27,360.01 23,717.24 SHANDONG INTERNATIONAL TRUST C 86,400.000 10,106.22 9,777.69 GREENTOWN SERVICE GROUP CO LTD 172,000.000 169,128.56 187,906.30 CHINA EVERGRANDE GROUP 75,388.000 31,763.85 209,753.03 GUOTAI JUNAN SECURITIES CO LTD 5,600.000 12,486.06 9,934.71 LANDSEA GREEN PROPERTIES CO LT 116,000.000 13,830.52 12,359.20 HOLLY FUTURES CO LTD 101,000.000 14,878.20 14,767.44 POSTAL SAVINGS BANK OF CHINA C 67,000.000 43,821.87 45,589.05 YIHAI INTERNATIONAL HOLDING LT 4,000.000 12,628.17 23,432.60 GENSCRIPT BIOTECH CORP 8,000.000 27,178.90 18,192.80 WISE TALENT INFORMATION TECHNO 71,000.000 284,133.33 139,471.28 IGG INC 127,000.000 170,414.23 93,927.63 JINGRUI HOLDINGS LTD 219,000.000 70,544.65 72,579.09 A-LIVING SERVICES CO LTD 3,000.000 10,567.86 10,385.06 IMPRO PRECISION INDUSTRIES LTD 326,000.000 127,349.43 134,180.48 CHINA TOWER CORP LTD 340,000.000 65,744.08 75,207.34 WHARF REAL ESTATE INVESTMENT C 15,460.000 102,935.36 94,805.09 HOPE EDUCATION GROUP CO LTD 946,000.000 145,313.58 163,934.52 CHINA EDUCATION GROUP HOLDINGS 5,000.000 7,637.66 6,556.40 WUXI APPTEC CO LTD 1,200.000 13,096.44 14,892.14 MEITUAN DIANPING 8,100.000 74,614.78 106,082.50 MILLION HOPE INDUSTRIES HOLDIN 5,682.000 669.64 560.49 YUANSHENGTAI DAIRY FARM LTD 19,000.000 682.30 719.72 HAIDILAO INTERNATIONAL HOLDING 3,000.000 13,927.94 12,054.40 XINYI SOLAR HOLDINGS LTD 28,649.000 14,134.46 20,402.01 INNOVENT BIOLOGICS INC 6,000.000 22,324.82 20,468.24 XIAOMI CORP 74,800.000 96,830.92 103,644.76 TK GROUP HOLDINGS LTD 54,000.000 36,118.13 26,958.14 CHINA MEIDONG AUTO HOLDINGS LT 22,000.000 13,835.90 28,865.15 LOGAN PROPERTY HOLDINGS CO LTD 10,000.000 15,644.16 16,823.54 CHINA CONCH VENTURE HOLDINGS L 12,500.000 31,031.39 54,549.10 CHINA EAST EDUCATION HOLDINGS 3,500.000 7,097.70 7,333.75 TAI HING GROUP HOLDINGS LTD 2,181.000 461.30 459.32 CHINA AOYUAN GROUP LTD 236,000.000 282,166.01 385,735.15 RENRUI HUMAN RESOURCES TECHNOL 31,200.000 107,321.16 131,338.07 SHENZHEN INTERNATIONAL HOLDING 7,556.000 16,595.90 16,609.46 HANSOH PHARMACEUTICAL GROUP CO 4,000.000 13,016.41 13,313.61 HK ELECTRIC INVESTMENTS & HK E 36,085.000 35,368.66 35,565.81 LIVZON PHARMACEUTICAL GROUP IN 40,150.000 105,865.02 125,188.73 BUDWEISER BREWING CO APAC LTD 14,700.000 57,377.09 49,635.81 JS GLOBAL LIFESTYLE CO LTD 270,000.000 184,391.99 198,208.37 CHINA FEIHE LTD 129,359.000 150,614.49 151,907.76 WH GROUP LTD 2,237,000.000 1,934,169.39 2,318,006.06 TENCENT HOLDINGS LTD 100,370.000 3,038,488.91 4,842,013.43 LUYE PHARMA GROUP LTD 13,000.000 10,061.78 9,764.22 CHINA VANKE CO LTD 26,500.000 41,715.97 113,132.02 ALIBABA PICTURES GROUP LTD 110,000.000 18,483.64 19,368.59 HUA HONG SEMICONDUCTOR LTD 26,000.000 52,517.53 59,333.11 ALIBABA HEALTH INFORMATION TEC 26,000.000 14,570.05 30,046.41 CGN POWER CO LTD 259,000.000 73,549.53 69,201.01 Q TECHNOLOGY GROUP CO LTD 71,000.000 108,821.70 117,948.31 BAIC MOTOR CORP LTD 89,000.000 56,116.98 50,538.71 BEIJING CHUNLIZHENGDA MEDICAL 15,200.000 15,288.35 89,463.76 FUYAO GLASS INDUSTRY GROUP CO 4,000.000 13,729.64 12,262.91 HUATAI SECURITIES CO LTD 14,700.000 26,022.80 26,046.93 GF SECURITIES CO LTD 14,200.000 26,755.16 17,302.09 CK HUTCHISON HOLDINGS LTD 402,732.000 4,675,104.07 3,848,489.89 LEGEND HOLDINGS CORP 19,100.000 40,384.82 43,356.10 CHINA RESOURCES PHARMACEUTICAL 26,500.000 30,262.07 24,609.01

167 2019 | Investment Portfolio AS OF DEC. 31, 2019

CHINA HUARONG ASSET MANAGEMENT 154,000.000 48,087.74 24,320.83 CHINA LITERATURE LTD 2,000.000 7,842.06 8,360.68 SSY GROUP LTD 254,000.000 220,975.20 205,976.27 DALI FOODS GROUP CO LTD 19,500.000 13,307.21 14,419.05 CHINA RAILWAY SIGNAL & COMMUNI 17,000.000 10,183.11 9,504.83 CK INFRASTRUCTURE HOLDINGS LTD 10,704.000 72,067.49 76,343.34 HENAN JINMA ENERGY CO LTD 21,262.000 12,999.75 9,255.22 RONSHINE CHINA HOLDINGS LTD 195,613.000 234,072.39 271,336.15 LION ROCK GROUP LTD 80,000.000 14,797.78 12,313.22 CHINA REINSURANCE GROUP CORP 64,000.000 10,544.59 10,516.63 BOC AVIATION LTD 3,000.000 23,696.48 30,478.61 CK ASSET HOLDINGS LTD 115,732.000 818,759.07 838,803.47 ZHONGAN ONLINE P&C INSURANCE C 3,400.000 12,267.58 12,323.36 3SBIO INC 38,000.000 63,401.17 49,295.43 LUZHENG FUTURES CO LTD 376,000.000 65,857.72 38,614.77 TANSH GLOBAL FOOD GROUP CO LTD 180,000.000 8,251.06 3,957.91 CRCC HIGH-TECH EQUIPMENT CORP 56,000.000 11,798.68 8,924.21 CHINA INTERNATIONAL CAPITAL CO 12,400.000 24,810.02 23,980.07 WUXI BIOLOGICS CAYMAN INC 4,500.000 47,492.80 57,079.33 FSE SERVICES GROUP LTD 99,000.000 32,332.38 48,518.65 CHINA STATE CONSTRUCTION INTER 27,000.000 44,923.29 24,592.85 COSCO SHIPPING HOLDINGS CO LTD 28,500.000 10,774.50 11,578.73 BANK OF COMMUNICATIONS CO LTD 131,886.000 96,274.71 94,010.37 CHINA CONSTRUCTION BANK CORP 935,491.000 733,092.26 809,943.02 SHENZHOU INTERNATIONAL GROUP H 8,000.000 50,992.06 117,033.15 JU TENG INTERNATIONAL HOLDINGS 104,000.000 29,504.63 26,563.75 LINK REIT 30,696.000 145,125.13 325,902.74 DONGFENG MOTOR GROUP CO LTD 23,638.000 28,860.24 22,271.82 AGILE GROUP HOLDINGS LTD 12,000.000 20,288.63 18,077.88 CHINA TING GROUP HOLDINGS LTD 398,000.000 24,167.16 16,089.99 GUANGNAN HOLDINGS LTD 194,000.000 28,764.10 19,420.22 NINE DRAGONS PAPER HOLDINGS LT 16,379.000 13,718.44 17,069.00 YORKEY OPTICAL INTERNATIONAL C 82,000.000 11,658.58 8,329.02 CHINA NATIONAL BUILDING MATERI 307,521.000 322,407.90 343,569.09 CHANGAN MINSHENG APLL LOGISTIC 9,000.000 7,294.07 2,483.38 SINO BIOPHARMACEUTICAL LTD 62,000.000 61,451.63 86,858.14 POLYTEC ASSET HOLDINGS LTD 115,000.000 13,253.65 14,767.43 CHINA MENGNIU DAIRY CO LTD 25,000.000 81,825.05 101,317.22 PING AN INSURANCE GROUP CO OF 279,022.000 2,576,190.13 3,305,579.53 LI NING CO LTD 116,000.000 361,996.50 347,723.70 HOPEFLUENT GROUP HOLDINGS LTD 118,823.000 36,769.37 24,995.93 BEIJING ENTERPRISES WATER GROU 44,000.000 25,237.35 22,271.81 GOME RETAIL HOLDINGS LTD 56,593.000 14,164.47 5,230.91 TECHTRONIC INDUSTRIES CO LTD 13,000.000 52,830.38 106,383.22 AIR CHINA LTD 18,000.000 21,189.17 18,337.08 ZTE CORP 6,536.000 18,512.40 20,026.25 SHANGHAI ELECTRIC GROUP CO LTD 32,000.000 10,258.53 10,527.09 CHINA MERCHANTS BANK CO LTD 420,047.000 1,900,945.25 2,165,192.04 INDUSTRIAL & COMMERCIAL BANK O 630,229.000 392,083.80 486,505.76 KINGBOARD LAMINATES HOLDINGS L 96,500.000 100,347.41 119,987.01 CHINA COMMUNICATIONS SERVICES 230,000.000 150,514.73 168,122.98 ZHAOJIN MINING INDUSTRY CO LTD 51,500.000 45,253.19 56,797.44 CHINA COMMUNICATIONS CONSTRUCT 73,120.000 54,271.71 59,608.12 KINGDOM HOLDINGS LTD 31,531.000 6,831.29 7,115.99 HAITIAN INTERNATIONAL HOLDINGS 5,000.000 14,114.19 12,123.51 SCUD GROUP LTD 132,000.000 18,199.70 5,343.00 ZHUZHOU CRRC TIMES ELECTRIC CO 4,000.000 19,904.96 14,497.98 HENGDELI HOLDINGS LTD 316,000.000 13,225.58 13,383.46 CHINA AGRI-INDUSTRIES HOLDINGS 28,000.000 9,548.35 14,844.55 HAIER ELECTRONICS GROUP CO LTD 136,000.000 286,286.88 425,658.20 COUNTRY GARDEN HOLDINGS CO LTD 89,533.000 61,191.73 143,878.37 CHINA MOLYBDENUM CO LTD 231,000.000 121,944.08 99,238.10 CHINA CITIC BANK CORP LTD 303,918.000 177,038.97 182,553.19 KWG GROUP HOLDINGS LTD 13,000.000 13,133.43 18,256.34 SUNNY OPTICAL TECHNOLOGY GROUP 6,000.000 37,589.38 104,122.65 ANTA SPORTS PRODUCTS LTD 25,265.000 106,699.20 226,276.21 TAO HEUNG HOLDINGS LTD 88,000.000 17,242.12 14,421.90 FOSUN INTERNATIONAL LTD 28,994.000 25,522.79 42,371.23 VINDA INTERNATIONAL HOLDINGS L 7,043.000 12,935.97 12,753.30 G-RESOURCES GROUP LTD 1,140,000.000 7,996.74 8,487.60 CHAMPION REIT 163,000.000 111,678.43 107,747.33 SING TAO NEWS CORP LTD 310,000.000 43,541.73 63,336.87 BANK OF CHINA LTD 1,067,940.000 438,519.09 457,315.38 SHUI ON LAND LTD 44,500.000 8,980.05 9,768.60 SHIMAO PROPERTY HOLDINGS LTD 9,500.000 8,120.73 36,894.11 GUANGZHOU R&F PROPERTIES CO LT 12,800.000 16,122.95 23,635.00

168 2019 | Investment Portfolio AS OF DEC. 31, 2019

CHINA RAILWAY CONSTRUCTION COR 26,000.000 23,194.96 28,508.03 XINGFA ALUMINIUM HOLDINGS LTD 32,000.000 13,935.46 33,758.57 WANT WANT CHINA HOLDINGS LTD 41,043.000 41,060.11 38,437.65 CHINA PACIFIC INSURANCE GROUP 20,669.000 63,840.16 81,623.98 HOP HING GROUP HOLDINGS LTD 1,260,000.000 19,291.61 16,653.71 CENTRAL CHINA REAL ESTATE LTD 87,977.000 18,631.92 51,403.72 CRRC CORP LTD 61,835.000 51,957.68 45,096.64 ASIA CEMENT CHINA HOLDINGS COR 62,817.000 40,520.68 93,995.97 CHINA JINMAO HOLDINGS GROUP LT 46,000.000 22,076.68 35,871.55 SINO-OCEAN GROUP HOLDING LTD 21,094.000 9,773.03 8,487.30 BOSIDENG INTERNATIONAL HOLDING 226,000.000 99,124.18 81,202.07 CHINA STARCH HOLDINGS LTD 1,370,000.000 31,598.68 25,137.30 SOHO CHINA LTD 14,369.000 9,703.84 5,424.76 KINGSOFT CORP LTD 6,000.000 17,749.15 15,562.28 NETDRAGON WEBSOFT HOLDINGS LTD 8,688.000 20,798.45 20,452.73 UNI-PRESIDENT CHINA HOLDINGS L 75,000.000 79,998.16 78,803.55 DONGYUE GROUP LTD 27,000.000 22,448.43 15,014.09 CHINA SUNSHINE PAPER HOLDINGS 71,000.000 15,028.04 11,854.43 BYD ELECTRONIC INTERNATIONAL C 7,500.000 11,035.05 14,414.38 SINOTRUK HONG KONG LTD 217,691.000 354,535.05 464,554.27 CHINA RAILWAY GROUP LTD 61,000.000 37,926.44 37,673.49 SUN ART RETAIL GROUP LTD 37,196.000 45,934.65 45,142.67 BBMG CORP 28,000.000 8,547.02 8,604.37 CHIHO ENVIRONMENTAL GROUP LTD 56,000.000 16,503.41 2,664.93 CHINA ZHONGWANG HOLDINGS LTD 223,600.000 100,929.16 89,292.56 SINOPHARM GROUP CO LTD 10,319.000 31,182.78 37,745.32 SINOMEDIA HOLDING LTD 42,000.000 9,804.91 7,434.85 CHINA SOUTH CITY HOLDINGS LTD 686,000.000 82,948.09 87,219.14 CHONGQING RURAL COMMERCIAL BAN 48,000.000 27,437.23 24,508.99 CHINA LONGYUAN POWER GROUP COR 54,832.000 35,518.71 34,716.66 SHANGHAI PHARMACEUTICALS HOLDI 6,400.000 19,447.47 12,454.84 HKT TRUST & HKT LTD 30,140.000 37,678.92 42,493.26 AIA GROUP LTD 396,791.000 2,727,700.25 4,175,166.00 HUANENG RENEWABLES CORP LTD 60,000.000 18,944.42 23,336.39 SUNAC CHINA HOLDINGS LTD 20,000.000 22,437.44 119,863.11 CHINA RESOURCES CEMENT HOLDING 92,000.000 101,398.53 117,201.23 METALLURGICAL CORP OF CHINA LT 123,000.000 26,319.13 27,640.05 GUANGZHOU AUTOMOBILE GROUP CO 25,600.000 18,284.38 31,917.04 CHINA HONGQIAO GROUP LTD 172,000.000 103,968.08 103,915.06 CHINA EVERBRIGHT BANK CO LTD 48,000.000 22,465.69 22,308.86 YUZHOU PROPERTIES CO LTD 21,000.000 8,958.37 11,579.03 ZOOMLION HEAVY INDUSTRY SCIENC 10,600.000 7,617.07 8,899.56 LONGFOR GROUP HOLDINGS LTD 14,729.000 33,361.17 69,179.61 CHINA MINSHENG BANKING CORP LT 105,835.000 75,175.20 80,158.13 NEW CHINA LIFE INSURANCE CO LT 30,400.000 150,494.95 131,026.82 KAISA GROUP HOLDINGS LTD 26,000.000 11,722.14 12,445.21 XINJIANG GOLDWIND SCIENCE & TE 8,800.000 10,845.96 10,226.08 CITIC SECURITIES CO LTD 30,500.000 60,298.65 69,831.09 SEAZEN GROUP LTD 16,000.000 13,796.41 19,523.23 CHINA MEDICAL SYSTEM HOLDINGS 144,000.000 171,905.31 207,574.58 AGRICULTURAL BANK OF CHINA LTD 365,221.000 166,908.91 161,065.85 SITC INTERNATIONAL HOLDINGS CO 229,000.000 129,522.21 279,266.58 HILONG HOLDING LTD 145,000.000 14,431.00 16,193.95 FAR EAST HORIZON LTD 45,315.000 42,241.62 42,528.32 ZHONGSHENG GROUP HOLDINGS LTD 52,000.000 165,584.43 211,495.19 SWIRE PROPERTIES LTD 18,200.000 55,618.83 60,482.49 XIWANG SPECIAL STEEL CO LTD 413,000.000 88,950.14 25,968.04 CHANGSHOUHUA FOOD CO LTD 38,000.000 18,043.55 14,970.81 HAITONG SECURITIES CO LTD 34,000.000 48,585.13 40,218.06 PEOPLE’S INSURANCE CO GROUP OF 152,000.000 68,046.89 63,292.24 SHANGHAI FOSUN PHARMACEUTICAL 5,000.000 18,710.76 15,096.62 CIFI HOLDINGS GROUP CO LTD 26,597.000 20,643.78 22,508.09 AAC TECHNOLOGIES HOLDINGS INC 18,000.000 120,642.61 157,240.13 TIME WATCH INVESTMENTS LTD 450,000.000 65,363.15 53,710.31 SINOPEC ENGINEERING GROUP CO L 68,000.000 55,185.32 40,732.12 CHINA GALAXY SECURITIES CO LTD 24,000.000 21,353.76 14,170.40 TSUI WAH HOLDINGS LTD 142,000.000 12,339.34 7,860.19 ASM PACIFIC TECHNOLOGY LTD 2,934.000 35,851.74 40,791.81 JIANGSU EXPRESSWAY CO LTD 10,000.000 14,526.12 13,722.37 AEON CREDIT SERVICE ASIA CO LT 38,000.000 28,117.38 30,161.59 CHINA SOUTHERN AIRLINES CO LTD 18,000.000 11,264.97 12,146.24 ALLAN INTERNATIONAL HOLDINGS 26,000.000 7,860.40 5,072.00 HANG LUNG PROPERTIES LTD 29,934.000 85,416.10 65,444.16 APT SATELLITE HOLDINGS LTD 30,000.000 12,494.88 11,242.72 CHINA MOBILE LTD 108,137.000 1,052,117.13 913,144.34 BANK OF EAST ASIA LTD/THE 11,759.000 44,162.97 26,276.60

169 2019 | Investment Portfolio AS OF DEC. 31, 2019

ANHUI CONCH CEMENT CO LTD 32,050.000 145,604.03 234,210.34 HUANENG POWER INTERNATIONAL IN 85,983.000 54,578.35 43,447.14 HENGAN INTERNATIONAL GROUP CO 6,461.000 61,617.87 46,132.49 CHINA EASTERN AIRLINES CORP LT 20,000.000 9,987.78 11,092.05 BRILLIANCE CHINA AUTOMOTIVE HO 26,990.000 37,399.70 28,066.02 CSPC PHARMACEUTICAL GROUP LTD 958,000.000 1,810,004.61 2,286,800.64 CHINA OVERSEAS LAND & INVESTME 73,416.000 186,664.72 286,747.99 CHINA RESOURCES LAND LTD 52,247.000 129,301.52 260,346.02 CHUANG’S CONSORTIUM INTERNATIO 260,000.000 30,787.07 48,694.96 BEIJING CAPITAL INTERNATIONAL 284,000.000 270,967.47 275,395.04 LENOVO GROUP LTD 73,573.000 52,213.61 49,498.67 PETROCHINA CO LTD 324,000.000 173,814.06 162,660.74 CHINA UNICOM HONG KONG LTD 75,006.000 122,514.57 70,809.67 CHINA TAIPING INSURANCE HOLDIN 13,879.000 25,097.06 34,515.08 DICKSON CONCEPTS INTERNATIONAL 113,500.000 47,615.57 54,983.20 HONG KONG EXCHANGES & CLEARING 69,731.000 932,229.91 2,260,234.98 MTR CORP LTD 15,803.000 68,876.29 93,682.18 TRAVELSKY TECHNOLOGY LTD 7,000.000 20,493.45 17,107.00 KINGDEE INTERNATIONAL SOFTWARE 18,000.000 20,989.65 18,011.93 ENN ENERGY HOLDINGS LTD 6,057.000 34,330.75 66,229.43 KUNLUN ENERGY CO LTD 192,476.000 210,518.58 169,868.75 TOWNGAS CHINA CO LTD 12,000.000 9,257.18 8,326.28 FOUNTAIN SET HOLDINGS LTD 110,000.000 15,471.00 17,658.57 COSCO SHIPPING PORTS LTD 16,882.000 20,568.93 13,843.17 YUEXIU PROPERTY CO LTD 324,000.000 73,502.78 74,973.33 HANG SENG BANK LTD 6,669.000 89,913.01 138,015.66 CHINA MERCHANTS PORT HOLDINGS 13,625.000 31,677.88 23,084.80 HENDERSON LAND DEVELOPMENT CO 84,594.000 402,487.50 415,448.18 HANISON CONSTRUCTION HOLDINGS 14,207.000 2,713.14 2,035.08 POWER ASSETS HOLDINGS LTD 14,493.000 118,592.41 105,975.83 WHARF HOLDINGS LTD/THE 20,460.000 87,653.88 52,055.60 HONG KONG FERRY HOLDINGS CO LT 7,269.000 7,635.24 6,534.40 HYSAN DEVELOPMENT CO LTD 8,000.000 36,076.38 31,478.82 CHINA EVERBRIGHT LTD 8,000.000 17,676.35 14,980.67 CHINA GAS HOLDINGS LTD 18,762.000 8,095.08 70,334.56 KERRY PROPERTIES LTD 81,916.000 275,198.12 261,064.73 KINGBOARD HOLDINGS LTD 7,500.000 28,049.99 23,811.68 MINMETALS LAND LTD 354,000.000 45,293.13 59,542.22 LE SAUNDA HOLDINGS LTD 146,000.000 23,768.80 11,428.52 LIU CHONG HING INVESTMENT LTD 8,000.000 9,928.47 10,934.87 GEELY AUTOMOBILE HOLDINGS LTD 40,000.000 61,489.45 78,458.28 LIPPO LTD 14,000.000 8,384.75 4,923.12 SHENZHEN INVESTMENT LTD 32,000.000 12,669.89 12,820.35 CHINA RESOURCES GAS GROUP LTD 10,000.000 35,180.23 54,969.37 BOC HONG KONG HOLDINGS LTD 35,519.000 90,914.81 123,697.60 BYD CO LTD 7,795.000 51,361.88 38,882.82 LUNG KEE BERMUDA HOLDINGS 56,000.000 19,451.28 18,629.05 CHINA TELECOM CORP LTD 398,360.000 208,099.68 163,504.75 ASIA ORIENT HOLDINGS LTD 26,000.000 5,019.39 4,104.31 CHINA OILFIELD SERVICES LTD 107,346.000 109,445.72 168,536.22 NWS HOLDINGS LTD 17,424.000 27,034.79 24,458.22 PCCW LTD 58,000.000 30,676.31 34,248.10 SINOTRANS LTD 26,000.000 7,936.61 8,857.17 YUE YUEN INDUSTRIAL HOLDINGS L 39,912.000 113,272.86 117,999.58 HON KWOK LAND INVESTMENT CO LT 52,000.000 30,933.42 21,375.37 MEDIA CHINESE INTERNATIONAL LT 252,000.000 18,974.09 13,947.19 MAANSHAN IRON & STEEL CO LTD 18,000.000 7,128.76 7,303.41 CHINA EVERBRIGHT INTERNATIONAL 32,555.000 33,905.04 26,144.47 LIANHUA SUPERMARKET HOLDINGS C 57,000.000 13,373.81 9,801.85 NEW WORLD DEVELOPMENT CO LTD 157,655.000 188,178.97 216,233.04 VEDAN INTERNATIONAL HOLDINGS L 32,000.000 4,193.48 3,203.37 ORIENTAL WATCH HOLDINGS 54,000.000 10,956.38 14,340.08 HOP FUNG GROUP HOLDINGS LTD 288,000.000 36,424.96 14,230.34 LEE & MAN PAPER MANUFACTURING 14,000.000 12,911.16 10,630.36 PICC PROPERTY & CASUALTY CO LT 270,314.000 286,806.03 325,955.36 AVICHINA INDUSTRY & TECHNOLOGY 19,000.000 13,499.11 8,569.06 ALLIED PROPERTIES HK LTD 136,000.000 28,319.73 27,046.32 GREAT WALL MOTOR CO LTD 21,318.000 9,697.55 15,800.16 CHINA LIFE INSURANCE CO LTD 59,145.000 165,953.90 164,781.77 SHANDONG WEIGAO GROUP MEDICAL 336,000.000 379,547.11 403,135.62 WEICHAI POWER CO LTD 96,556.000 146,077.75 204,306.34 ROAD KING INFRASTRUCTURE LTD 55,398.000 64,987.36 107,441.45 COSCO SHIPPING ENERGY TRANSPOR 124,000.000 55,452.94 58,723.13 SINOPEC SHANGHAI PETROCHEMICAL 69,347.000 22,736.56 20,932.77

170 2019 | Investment Portfolio AS OF DEC. 31, 2019

CHINA OVERSEAS GRAND OCEANS GR 644,590.000 294,729.67 446,476.15 SINO LAND CO LTD 37,343.000 55,274.12 54,412.08 SINO-I TECHNOLOGY LTD 100,000.000 945.65 732.55 SHENZHEN EXPRESSWAY CO LTD 6,000.000 8,208.86 8,614.04 SUN HUNG KAI PROPERTIES LTD 26,952.000 366,294.61 413,449.39 SWIRE PACIFIC LTD 7,000.000 82,883.43 65,242.74 TAI CHEUNG HOLDINGS LTD 15,000.000 15,441.65 12,264.33 TOMSON GROUP LTD 78,000.000 29,469.40 19,421.04 TINGYI CAYMAN ISLANDS HOLDING 1,151,481.000 1,512,679.83 1,967,755.09 TSINGTAO BREWERY CO LTD 40,326.000 225,371.37 271,001.51 GUANGDONG INVESTMENT LTD 54,000.000 77,828.32 113,130.51 VITASOY INTERNATIONAL HOLDINGS 7,000.000 28,213.24 25,390.39 CHINA TRADITIONAL CHINESE MEDI 18,000.000 16,962.81 8,688.69 CHINA RESOURCES BEER HOLDINGS 23,166.000 57,637.40 128,320.85 WHEELOCK & CO LTD 22,013.000 103,631.78 146,805.70 ZHEJIANG EXPRESSWAY CO LTD 30,000.000 30,179.84 27,383.04 RICHTER GEDEON NYRT 931.000 18,127.20 20,271.41 MOL HUNGARIAN OIL & GAS PLC 11,484.000 101,323.07 114,875.29 OTP BANK NYRT 1,986.000 41,595.88 104,095.06 ASIAN PAINTS LTD 2,125.000 40,493.05 53,153.86 BAJAJ FINANCE LTD 1,277.000 40,121.93 75,856.14 GARDEN REACH SHIPBUILDERS & EN 1,181.000 2,240.81 3,279.49 AXIS BANK LTD 13,948.000 110,572.66 147,483.16 TECH MAHINDRA LTD 4,739.000 47,459.80 50,640.14 GRASIM INDUSTRIES LTD 2,628.000 31,409.84 27,419.34 INTERGLOBE AVIATION LTD 2,989.000 62,195.78 55,933.51 UPL LTD 4,275.000 31,179.24 35,019.60 PETRONET LNG LTD 28,988.000 109,024.93 108,927.24 BAJAJ HINDUSTHAN SUGAR LTD 75,829.000 7,540.88 6,962.73 ULTRATECH CEMENT LTD 710.000 38,602.30 40,259.19 TATA CONSULTANCY SERVICES LTD 12,849.000 335,547.50 388,984.85 LARSEN & TOUBRO LTD 3,701.000 73,304.58 67,380.51 GODREJ CONSUMER PRODUCTS LTD 2,859.000 30,178.46 27,448.66 MARICO LTD 1,686.000 9,212.42 8,072.53 SANDUR MANGANESE & IRON ORES L 1,266.000 22,155.68 12,445.54 BAJAJ FINSERV LTD 305.000 24,743.25 40,234.79 BAJAJ AUTO LTD 386.000 14,837.94 17,226.07 POWER GRID CORP OF INDIA LTD 5,396.000 14,326.33 14,394.19 INDIABULLS HOUSING FINANCE LTD 247,193.000 2,844,459.64 1,088,512.43 BHARAT PETROLEUM CORP LTD 20,739.000 104,737.68 143,164.45 EICHER MOTORS LTD 99.000 43,866.38 31,259.03 HINDUSTAN PETROLEUM CORP LTD 4,541.000 18,046.51 16,834.69 LIC HOUSING FINANCE LTD 2,943.000 15,642.79 17,956.41 TATA STEEL LTD 17,579.000 110,432.91 116,616.22 NESTLE INDIA LTD 223.000 32,498.46 46,274.69 GAIL INDIA LTD 140,665.000 306,963.90 238,902.14 TITAN CO LTD 2,483.000 32,162.45 41,408.21 OIL & NATURAL GAS CORP LTD 190,658.000 380,913.29 344,770.17 COLGATE-PALMOLIVE INDIA LTD 658.000 13,631.50 13,506.31 GUJARAT INDUSTRIES POWER CO LT 31,585.000 31,980.20 31,891.55 HOUSING DEVELOPMENT FINANCE CO 93,218.000 2,566,098.06 3,156,748.44 ZEE ENTERTAINMENT ENTERPRISES 21,190.000 88,257.49 86,843.40 WIPRO LTD 3,825.000 14,351.44 13,178.91 INDIAN OIL CORP LTD 29,985.000 66,814.59 52,780.84 HINDUSTAN UNILEVER LTD 8,374.000 191,703.64 225,642.44 HCL TECHNOLOGIES LTD 261,556.000 1,867,090.04 2,082,547.16 DABUR INDIA LTD 4,235.000 25,086.66 27,213.27 ION EXCHANGE INDIA LTD 6,379.000 56,825.95 71,355.11 HERO MOTOCORP LTD 1,239.000 45,520.26 42,437.87 DR REDDY’S LABORATORIES LTD 1,053.000 42,965.17 42,413.17 WPIL LTD 3,282.000 40,314.76 29,907.15 BHARTI AIRTEL LTD 13,951.000 70,045.49 89,130.93 SUN PHARMACEUTICAL INDUSTRIES 6,202.000 42,372.21 37,589.88 MARUTI SUZUKI INDIA LTD 821.000 102,904.36 84,788.00 SUMBER ALFARIA TRIJAYA TBK PT 125,400.000 7,139.64 7,945.85 TELEKOMUNIKASI INDONESIA PERSE 613,565.000 155,085.01 174,796.28 MITRABARA ADIPERDANA TBK PT 166,797.000 39,570.29 23,816.77 HEXINDO ADIPERKASA TBK PT 50,100.000 12,103.29 12,517.92 BANK CENTRAL ASIA TBK PT 129,290.000 136,222.43 310,602.10 PAKUWON JATI TBK PT 129,200.000 6,558.86 5,292.00 INDOFOOD CBP SUKSES MAKMUR TBK 26,300.000 17,051.97 21,134.22 AGUNG PODOMORO LAND TBK PT 153,511.000 4,978.62 1,948.25 BANK TABUNGAN NEGARA PERSERO T 32,500.000 6,268.51 4,944.62 SAMINDO RESOURCES TBK PT 424,631.000 21,637.39 39,595.02 KALBE FARMA TBK PT 128,155.000 9,762.57 14,920.16 MITRA PINASTHIKA MUSTIKA TBK P 298,300.000 18,556.63 14,255.77 BARITO PACIFIC TBK PT 253,200.000 17,889.96 27,520.91 INDOFOOD SUKSES MAKMUR TBK PT 100,181.000 54,423.09 57,170.83 CHAROEN POKPHAND INDONESIA TBK 58,714.000 14,899.03 27,416.52

171 2019 | Investment Portfolio AS OF DEC. 31, 2019

DELTA DUNIA MAKMUR TBK PT 49,300.000 2,612.03 991.38 INDO-RAMA SYNTHETICS TBK PT 40,200.000 14,783.13 7,037.90 INDOCEMENT TUNGGAL PRAKARSA TB 20,146.000 38,558.65 27,643.56 INDAH KIAT PULP & PAPER CORP T 21,000.000 19,628.48 11,585.58 BANK MANDIRI PERSERO TBK PT 646,668.000 297,976.31 356,502.55 PABRIK KERTAS TJIWI KIMIA TBK 10,700.000 10,058.61 7,892.48 PANIN FINANCIAL TBK PT 626,200.000 11,272.36 13,593.43 UNILEVER INDONESIA TBK PT 20,200.000 49,066.81 61,076.86 BANK RAKYAT INDONESIA PERSERO 478,080.000 77,081.05 150,880.88 PERUSAHAAN GAS NEGARA TBK PT 288,298.000 71,989.27 44,850.99 BANK NEGARA INDONESIA PERSERO 365,210.000 177,734.38 205,961.57 MENDELSON INFRASTRUCTURES & IN 3,032.000 10,169.16 4,794.20 KAMADA LTD 6,228.000 37,754.80 42,848.55 PAZ OIL CO LTD 323.000 50,893.53 45,773.00 OIL REFINERIES LTD 35,130.000 17,036.44 17,649.01 AZRIELI GROUP LTD 324.000 17,289.64 23,696.83 ELECTRA CONSUMER PRODUCTS 1970 82.000 1,080.53 1,516.44 VICTORY SUPERMARKET CHAIN LTD 120.000 1,577.19 1,995.83 ALBAAD MASSUOT YITZHAK LTD 0.170 2.71 0.98 BANK HAPOALIM BM 8,269.000 41,777.18 68,676.03 BANK LEUMI LE-ISRAEL BM 10,422.000 39,344.28 75,938.03 CASTRO MODEL LTD 32.000 878.95 372.25 DELTA GALIL INDUSTRIES LTD 898.000 24,728.22 24,499.53 ISRAEL DISCOUNT BANK LTD 8,897.000 39,819.68 41,283.18 KERUR HOLDINGS LTD 5,480.000 125,842.86 151,376.33 NETO ME HOLDINGS LTD 119.000 9,999.25 7,345.45 NAPHTHA ISRAEL PETROLEUM CORP 5,448.000 37,296.62 32,542.71 NICE LTD 506.000 30,611.63 78,425.09 ILEX MEDICAL LTD 965.000 14,505.78 23,274.36 PALRAM INDUSTRIES 1990 LTD 2,111.000 15,337.16 10,893.85 TELSYS 25.000 463.25 593.87 TEVA PHARMACEUTICAL INDUSTRIES 7,294.000 296,721.66 71,576.10 MIZRAHI TEFAHOT BANK LTD 1,075.000 26,225.42 28,661.93 SUNTORY BEVERAGE & FOOD LTD 1,500.000 55,385.42 62,716.23 HOSHINO RESORTS REIT INC 43.000 213,983.99 221,658.34 NEXTAGE CO LTD 8,300.000 87,827.91 97,752.80 TOKYU FUDOSAN HOLDINGS CORP 5,583.000 53,466.30 38,542.18 KYUSHU RAILWAY CO 1,200.000 39,428.09 40,223.77 MONEY FORWARD INC 1,700.000 55,814.89 82,429.39 CONCORDIA FINANCIAL GROUP LTD 7,144.000 35,411.02 29,299.08 IIDA GROUP HOLDINGS CO LTD 1,400.000 20,165.24 24,501.17 SG HOLDINGS CO LTD 800.000 20,173.58 18,054.57 SAN JU SAN FINANCIAL GROUP INC 8,900.000 187,307.47 140,810.61 ARUHI CORP 4,700.000 63,564.51 96,626.21 SOFTBANK CORP 13,000.000 172,733.22 174,181.70 MERCARI INC 400.000 9,171.17 8,211.84 SOSILA LOGISTICS REIT INC 13.000 12,335.90 14,354.73 MEBUKI FINANCIAL GROUP INC 3,628.000 13,472.50 9,254.88 SANSAN INC 2,700.000 107,418.05 137,620.20 SEIBU HOLDINGS INC 1,300.000 24,828.35 21,441.79 JMDC INC 700.000 19,013.86 28,953.30 RECRUIT HOLDINGS CO LTD 10,700.000 170,534.21 402,570.45 METAWATER CO LTD 4,600.000 93,164.34 183,899.40 NOMURA REAL ESTATE MASTER FUND 31.000 42,115.32 52,967.53 JAPAN POST HOLDINGS CO LTD 40,700.000 475,101.20 382,182.33 JAPAN POST INSURANCE CO LTD 1,700.000 29,645.54 29,093.66 JAPAN POST BANK CO LTD 4,500.000 56,299.61 43,120.09 MARUHACHI HOLDINGS CO LTD 2,100.000 14,746.49 15,613.43 LINE CORP 400.000 17,172.77 19,670.10 ZERO CO LTD 1,900.000 16,768.41 19,004.37 SEVEN & I HOLDINGS CO LTD 7,700.000 305,203.60 281,681.57 BANDAI NAMCO HOLDINGS INC 1,556.000 53,926.43 94,401.15 MITSUBISHI CHEMICAL HOLDINGS C 16,054.000 102,787.80 119,584.60 DAIICHI SANKYO CO LTD 4,489.000 80,515.55 296,367.01 TSURUHA HOLDINGS INC 300.000 28,268.32 38,482.18 SUMCO CORP 17,100.000 229,562.32 286,360.67 FELISSIMO CORP 7,600.000 81,736.61 73,563.07 UNIRITA INC 3,300.000 50,510.79 56,457.79 DAIWA HOUSE REIT INVESTMENT CO 15.000 34,658.42 39,179.43 ASAHI INTECC CO LTD 1,500.000 42,224.70 44,157.17 M3 INC 3,400.000 64,632.65 102,653.39 HAKUHODO DY HOLDINGS INC 1,400.000 13,013.20 22,512.92 GMO PAYMENT GATEWAY INC 200.000 14,300.25 13,756.74 SOFTCREATE HOLDINGS CORP 2,200.000 18,313.80 36,609.68 GUNGHO ONLINE ENTERTAINMENT IN 3,860.000 105,293.68 82,109.32 MIXI INC 11,900.000 482,201.22 225,642.81 NOMURA REAL ESTATE HOLDINGS IN 1,150.000 22,838.97 27,668.75 MONOTARO CO LTD 800.000 23,414.20 21,439.99 AOZORA BANK LTD 2,300.000 59,152.62 60,738.96

172 2019 | Investment Portfolio AS OF DEC. 31, 2019

EIDAI CO LTD 20,900.000 81,743.75 68,637.12 TERASAKI ELECTRIC CO LTD 1,500.000 11,761.57 16,480.33 FUKUOKA FINANCIAL GROUP INC 14,825.000 323,226.09 282,931.45 DVX INC 1,900.000 18,656.90 15,443.67 UT GROUP CO LTD 3,300.000 65,816.77 98,355.48 EJ HOLDINGS INC 3,300.000 49,117.88 52,020.81 DEMAE-CAN CO LTD 2,400.000 60,605.28 24,896.23 ISETAN MITSUKOSHI HOLDINGS LTD 1,980.000 19,442.33 17,800.46 TIS INC 200.000 8,734.33 11,820.10 MS&AD INSURANCE GROUP HOLDINGS 4,937.000 139,319.34 162,526.49 J FRONT RETAILING CO LTD 2,114.000 24,054.14 29,481.03 INDUSTRIAL & INFRASTRUCTURE FU 91.000 138,206.91 138,821.85 SONY FINANCIAL HOLDINGS INC 798.000 17,229.62 19,097.84 ZOZO INC 4,500.000 76,880.70 86,076.00 WELCIA HOLDINGS CO LTD 400.000 22,570.13 25,474.52 PERSOL HOLDINGS CO LTD 11,000.000 155,419.43 206,719.79 HOSHIZAKI CORP 2,600.000 164,406.51 231,462.40 GAMECARD-JOYCO HOLDINGS INC 2,300.000 27,255.47 27,005.29 ESCRIT INC 7,200.000 63,869.76 51,457.91 TAISHO PHARMACEUTICAL HOLDINGS 290.000 30,457.59 21,423.79 CALBEE INC 400.000 11,110.10 13,006.80 OTSUKA HOLDINGS CO LTD 3,399.000 101,239.90 151,133.25 POLA ORBIS HOLDINGS INC 1,300.000 29,806.88 31,050.47 MEDIUS HOLDINGS CO LTD 300.000 1,859.01 2,308.09 MAXVALU KYUSHU CO LTD 700.000 13,308.92 15,143.32 MEIJI HOLDINGS CO LTD 1,116.000 28,359.94 75,359.66 DAI-ICHI LIFE HOLDINGS INC 16,200.000 255,425.36 266,747.94 PALTAC CORPORATION 2,800.000 56,485.47 133,767.19 SOMPO HOLDINGS INC 3,995.000 128,654.87 156,512.37 NEXON CO LTD 5,000.000 45,041.34 66,122.60 JAPAN AIRLINES CO LTD 25,800.000 875,136.48 804,952.19 PEPTIDREAM INC 700.000 35,061.77 35,835.85 NIPPON PROLOGIS REIT INC 26.000 58,281.30 66,224.25 KAKIYASU HONTEN CO LTD 5,293.000 109,035.10 148,807.78 AICHI TOKEI DENKI CO LTD 400.000 13,848.83 16,262.38 AICHI ELECTRIC CO LTD 600.000 9,332.91 15,348.52 AIDA ENGINEERING LTD 14,000.000 163,892.16 125,142.83 AISIN SEIKI CO LTD 1,826.000 66,536.97 67,522.23 AJINOMOTO CO INC 4,682.000 59,924.81 77,828.39 ANA HOLDINGS INC 1,500.000 51,458.87 50,176.85 AIPHONE CO LTD 900.000 13,638.86 15,199.66 ALPS ALPINE CO LTD 6,900.000 157,117.27 155,835.91 AMADA HOLDINGS CO LTD 4,400.000 40,312.32 49,960.80 AOKI SUPER CO LTD 1,500.000 30,171.98 37,142.86 AJIS CO LTD 100.000 3,162.73 2,948.68 G-7 HOLDINGS INC 27,872.000 116,999.81 623,997.89 NET ONE SYSTEMS CO LTD 10,800.000 254,732.57 277,423.75 AEON FINANCIAL SERVICE CO LTD 900.000 14,974.75 14,153.40 HURXLEY CORP 15,100.000 160,255.64 158,754.71 ACOM CO LTD 3,100.000 12,400.71 14,068.45 ALPS LOGISTICS CO LTD 13,800.000 77,170.80 107,190.53 ASAHI KASEI CORP 11,600.000 73,652.87 130,134.78 AGC INC/JAPAN 1,400.000 53,281.88 49,947.02 AINAVO HOLDINGS CO LTD 2,200.000 19,276.36 20,383.00 BANK OF KYOTO LTD/THE 200.000 7,217.94 8,524.82 Z HOLDINGS CORP 19,500.000 66,076.89 81,684.13 HASHIMOTO SOGYO HOLDINGS CO LT 2,860.000 41,068.38 51,261.54 OBARA GROUP INC 4,000.000 143,098.86 134,648.35 BENESSE HOLDINGS INC 531.000 21,252.08 13,959.71 TREND MICRO INC/JAPAN 987.000 44,937.95 50,498.64 NTT DATA CORP 5,200.000 46,467.26 69,501.30 VT HOLDINGS CO LTD 21,700.000 109,174.29 96,310.99 NTT DOCOMO INC 18,600.000 383,958.36 519,687.83 EBARA JITSUGYO CO LTD 1,100.000 16,799.40 22,525.72 FANCL CORP 12,200.000 292,882.66 326,032.80 BRIDGESTONE CORP 5,663.000 176,964.04 210,301.17 ARGO GRAPHICS INC 8,800.000 87,602.11 273,904.28 MUSASHI SEIMITSU INDUSTRY CO L 13,800.000 142,047.13 188,750.45 OBIC CO LTD 500.000 34,488.60 67,528.81 ORACLE CORP JAPAN 300.000 13,058.73 27,269.40 BROTHER INDUSTRIES LTD 9,327.000 173,041.59 192,012.94 KOBAYASHI PHARMACEUTICAL CO LT 300.000 25,665.65 25,399.47 COCA-COLA BOTTLERS JAPAN HOLDI 1,400.000 45,413.25 35,942.61 USS CO LTD 1,790.000 32,559.88 33,796.05 CANON INC 10,791.000 397,266.65 294,227.50 CAPCOM CO LTD 17,000.000 427,775.96 472,072.37 ESLEAD CORP 3,100.000 35,651.91 62,197.02 CASIO COMPUTER CO LTD 1,500.000 23,614.09 30,136.73 CENTRAL JAPAN RAILWAY CO 1,400.000 198,264.44 281,281.71

173 2019 | Investment Portfolio AS OF DEC. 31, 2019

CHARLE CO LTD 1,700.000 8,244.28 7,427.18 CHIBA BANK LTD/THE 4,334.000 28,645.30 24,915.09 KOSE CORP 200.000 18,051.09 29,225.72 CHUBU-NIPPON BROADCASTING CO L 4,000.000 24,332.69 23,080.00 CHUGOKU ELECTRIC POWER CO INC/ 2,835.000 43,599.60 37,378.73 CHUGAI PHARMACEUTICAL CO LTD 1,664.000 47,575.06 153,232.92 AICHI BANK LTD/THE 400.000 20,214.10 13,701.24 CHUO SPRING CO LTD 2,100.000 65,565.52 60,650.97 ITOCHU TECHNO-SOLUTIONS CORP 400.000 10,485.01 11,290.52 COMPUTER ENGINEERING & CONSULT 2,400.000 53,502.29 45,420.79 CYBERAGENT INC 5,400.000 181,849.35 187,965.10 RAKUTEN INC 7,100.000 71,259.83 60,885.69 BELL-PARK CO LTD 549.000 10,783.85 21,722.57 ROUND ONE CORP 12,500.000 112,520.96 121,713.07 KDDI CORP 14,300.000 259,674.46 425,343.74 DAIFUKU CO LTD 800.000 44,295.79 48,367.55 DAITO TRUST CONSTRUCTION CO LT 744.000 72,745.23 92,128.09 DAICEL CORP 6,300.000 55,298.37 60,086.04 DAIKIN INDUSTRIES LTD 2,087.000 138,493.13 293,442.08 DIC CORP 7,000.000 238,402.51 193,005.66 SUMITOMO DAINIPPON PHARMA CO L 3,100.000 57,977.14 60,469.32 DAI NIPPON PRINTING CO LTD 2,022.000 43,122.10 54,866.65 DAIWA HOUSE INDUSTRY CO LTD 6,482.000 99,661.52 200,785.26 DAIWA SECURITIES GROUP INC 15,066.000 71,984.85 76,415.72 DAINICHI CO LTD 3,600.000 25,239.38 22,799.49 NISSHIN GROUP HOLDINGS CO LTD 9,600.000 39,060.84 48,484.28 DENKYOSHA CO LTD 700.000 10,768.38 8,219.00 LAWSON INC 400.000 28,498.86 22,648.88 OTSUKA CORP 800.000 33,049.64 31,945.76 DAIOHS CORP 2,900.000 32,322.09 36,386.61 MITSUBISHI UFJ LEASE & FINANCE 21,140.000 107,782.48 136,032.82 PAN PACIFIC INTERNATIONAL HOLD 3,700.000 35,339.64 61,400.98 DISCO CORP 1,300.000 165,534.86 309,384.46 AOI ELECTRONICS CO LTD 1,200.000 35,992.55 31,364.14 ABC-MART INC 300.000 17,652.16 20,446.15 EAST JAPAN RAILWAY CO 3,206.000 257,490.82 289,332.84 EISAI CO LTD 1,974.000 85,195.46 147,000.00 SQUARE ENIX HOLDINGS CO LTD 700.000 35,170.51 34,967.97 SBI HOLDINGS INC/JAPAN 1,600.000 32,807.69 33,697.28 DENKA CO LTD 2,800.000 92,900.22 83,157.46 COMPUTER INSTITUTE OF JAPAN LT 3,500.000 17,253.20 31,259.22 JFE SYSTEMS INC 1,100.000 20,870.10 39,763.88 FAMILYMART CO LTD 2,400.000 29,513.10 57,472.64 FAST RETAILING CO LTD 517.000 143,274.62 306,389.15 MITSUBISHI UFJ FINANCIAL GROUP 113,278.000 572,524.16 612,109.94 FUKUVI CHEMICAL INDUSTRY CO LT 2,800.000 15,747.05 14,371.15 FULLCAST HOLDINGS CO LTD 600.000 13,103.50 13,675.98 FALCO HOLDINGS CO LTD 2,200.000 28,045.67 37,285.02 FUJI PHARMA CO LTD 880.000 15,002.86 10,769.39 FUKUI COMPUTER HOLDINGS INC 2,600.000 40,691.12 84,221.42 FUJIMAK CORP 7,400.000 57,142.20 60,568.29 FUJI FURUKAWA ENGINEERING & CO 1,400.000 24,336.69 26,886.50 FUJII SANGYO CORP 600.000 6,780.27 9,225.67 FUJI ELECTRIC CO LTD 5,000.000 152,227.58 152,767.00 SUBARU CORP 9,218.000 234,012.10 227,877.28 FUJIFILM HOLDINGS CORP 70,561.000 2,844,343.72 3,363,871.98 FUJIKURA KASEI CO LTD 2,100.000 11,078.74 11,293.17 FUJITEC CO LTD 15,300.000 155,105.42 248,010.87 FANUC CORP 7,931.000 1,281,701.21 1,464,492.45 FUJITSU LTD 6,396.000 451,219.99 603,434.15 FUKUDA DENSHI CO LTD 500.000 32,921.98 36,189.74 FURUSATO INDUSTRIES LTD 1,900.000 22,899.36 30,957.10 FUSO PHARMACEUTICAL INDUSTRIES 3,000.000 73,633.57 56,393.86 FUJITSU GENERAL LTD 11,300.000 153,947.24 253,706.94 MCDONALD’S HOLDINGS CO JAPAN L 525.000 23,088.41 25,295.76 FAITH INC 11,000.000 118,995.43 80,174.46 PROTO CORP 6,000.000 43,398.58 66,337.59 HIMACS LTD 100.000 1,691.41 1,937.84 NOMURA RESEARCH INSTITUTE LTD 2,766.000 37,591.94 59,501.62 NIPPON BUILDING FUND INC 16.000 89,143.27 117,220.75 JAPAN REAL ESTATE INVESTMENT C 17.000 87,531.25 112,761.17 HAKUYOSHA CO LTD 500.000 15,111.58 13,133.24 HAMAMATSU PHOTONICS KK 1,100.000 42,514.53 45,064.40 QUICK CO LTD 4,400.000 71,379.29 66,848.06 HANKYU HANSHIN HOLDINGS INC 1,900.000 51,331.02 81,234.63 HANWA CO LTD 9,200.000 303,834.86 240,596.10 SEIKO HOLDINGS CORP 3,200.000 81,364.23 85,344.33 DENTSU GROUP INC 1,901.000 70,143.03 65,445.71 HIKARI TSUSHIN INC 1,100.000 77,980.63 276,083.98

174 2019 | Investment Portfolio AS OF DEC. 31, 2019

HEIWA REAL ESTATE CO LTD 9,800.000 175,753.77 270,195.12 HARUYAMA HOLDINGS INC 3,000.000 19,138.46 24,054.19 RESONA HOLDINGS INC 138,058.000 609,256.86 601,874.40 HINO MOTORS LTD 2,652.000 20,165.78 28,016.39 HIROSE ELECTRIC CO LTD 225.000 30,791.72 28,759.15 HISAMITSU PHARMACEUTICAL CO IN 347.000 15,226.26 16,877.24 HITACHI LTD 25,785.000 802,031.83 1,085,916.85 HITACHI CHEMICAL CO LTD 1,442.000 31,687.53 60,342.48 HITACHI METALS LTD 8,046.000 96,406.84 118,184.18 HITACHI CONSTRUCTION MACHINERY 990.000 20,592.17 29,448.63 HOKKAIDO COCA-COLA BOTTLING CO 1,600.000 46,584.67 55,502.28 SUMITOMO MITSUI TRUST HOLDINGS 37,777.000 1,460,745.31 1,490,481.95 HOKURIKU GAS CO LTD 400.000 10,358.42 11,226.13 HONDA MOTOR CO LTD 128,621.000 3,875,453.72 3,627,369.04 HONSHU CHEMICAL INDUSTRY CO LT 2,700.000 24,210.86 30,459.63 HORIBA LTD 1,900.000 73,063.96 126,717.43 AIR WATER INC 1,929.000 25,027.34 28,435.97 HOYA CORP 5,917.000 259,363.22 564,851.97 IDEC CORP/JAPAN 4,900.000 114,929.91 101,130.76 IHI CORP 1,319.000 29,028.69 30,907.60 ISUZU MOTORS LTD 104,375.000 1,304,686.24 1,229,397.99 IYO BANK LTD/THE 3,300.000 18,295.36 18,614.73 JSR CORP 1,757.000 32,432.82 32,107.41 JAPAN AIRPORT TERMINAL CO LTD 300.000 11,733.06 16,599.72 JBCC HOLDINGS INC 2,100.000 13,850.97 35,970.21 JGC HOLDINGS CORP 2,536.000 53,902.75 40,801.36 AEON DELIGHT CO LTD 800.000 28,029.36 28,647.58 AEON CO LTD 5,484.000 75,434.36 112,956.54 KAJIMA CORP 10,090.000 129,004.65 134,818.80 KAMEI CORP 4,900.000 41,530.30 59,938.25 KAMIGUMI CO LTD 5,610.000 113,806.70 122,888.88 KANEKO SEEDS CO LTD 3,700.000 43,848.52 49,686.35 KANSAI ELECTRIC POWER CO INC/T 6,600.000 62,821.20 76,304.69 KANSAI PAINT CO LTD 2,810.000 26,399.56 68,665.27 KAO CORP 3,957.000 123,658.53 326,305.28 KANEMATSU ELECTRONICS LTD 3,800.000 72,986.54 126,964.43 KAWASAKI HEAVY INDUSTRIES LTD 1,200.000 38,702.24 26,230.71 KAWASUMI LABORATORIES INC 6,000.000 48,685.66 52,727.28 KEIHAN HOLDINGS CO LTD 800.000 29,492.39 38,933.56 KEIKYU CORP 2,046.000 39,135.88 39,427.32 KEIO CORP 828.000 29,775.11 50,016.32 KEISEI ELECTRIC RAILWAY CO LTD 1,200.000 21,428.61 46,528.50 KIKKOMAN CORP 1,632.000 18,075.64 79,824.45 KEYENCE CORP 1,420.000 186,755.10 502,521.02 KAWASAKI KINKAI KISEN KAISHA L 200.000 6,934.91 6,008.74 KANEFUSA CORP 2,900.000 25,319.48 20,040.49 KING CO LTD 4,700.000 20,162.39 24,132.59 KINTETSU GROUP HOLDINGS CO LTD 1,385.000 52,961.55 75,043.10 KSK CO LTD/INAGI 1,800.000 31,182.26 31,536.23 KOIKE SANSO KOGYO CO LTD 300.000 7,323.92 6,708.07 KOITO MANUFACTURING CO LTD 4,200.000 159,908.43 194,354.04 KOMATSU LTD 8,937.000 221,521.73 214,228.43 KONICA MINOLTA INC 16,009.000 113,075.17 104,759.82 JTEKT CORP 4,010.000 47,264.27 47,288.93 KUBOTA CORP 10,089.000 95,906.55 158,023.47 KURARAY CO LTD 4,011.000 56,059.96 49,178.28 KURITA WATER INDUSTRIES LTD 1,029.000 27,707.28 30,481.05 KOMATSU WALL INDUSTRY CO LTD 2,400.000 44,014.74 50,290.76 KYOCERA CORP 51,534.000 3,184,435.82 3,511,216.02 KYOWA ELECTRONIC INSTRUMENTS C 4,600.000 18,798.26 18,840.51 KYOWA LEATHER CLOTH CO LTD 9,700.000 67,746.01 74,224.34 KYOWA KIRIN CO LTD 2,339.000 33,420.37 54,947.16 KYUSHU ELECTRIC POWER CO INC 2,626.000 33,225.15 22,680.42 TOKIO MARINE HOLDINGS INC 62,730.000 1,794,553.13 3,501,936.63 JAPAN RETAIL FUND INVESTMENT C 36.000 68,418.01 77,383.34 ARATA CORP 6,100.000 123,282.73 252,171.11 LION CORP 1,600.000 28,599.61 31,223.53 LONSEAL CORP 2,000.000 43,737.61 37,927.28 ORIX JREIT INC 20.000 44,192.35 43,358.20 JAPAN PRIME REALTY INVESTMENT 16.000 57,607.09 70,259.08 AEON MALL CO LTD 424.000 8,349.88 7,515.12 JFE HOLDINGS INC 10,391.000 166,385.44 133,089.66 TOHOKUSHINSHA FILM CORP 8,700.000 53,347.97 54,636.81 SOHGO SECURITY SERVICES CO LTD 600.000 30,473.62 32,488.34 MABUCHI MOTOR CO LTD 4,000.000 173,727.87 151,130.18 MAEDA CORP 26,400.000 229,816.28 256,700.86 MAKITA CORP 2,188.000 48,165.53 75,732.54 SUMITOMO MITSUI FINANCIAL GROU 18,399.000 627,031.36 677,182.85 HEIAN CEREMONY SERVICE CO LTD 6,100.000 42,054.60 49,563.38 MARUICHI STEEL TUBE LTD 3,237.000 89,285.08 90,778.79

175 2019 | Investment Portfolio AS OF DEC. 31, 2019

MARUFUJI SHEET PILING CO LTD 600.000 15,688.61 12,422.36 MARUI GROUP CO LTD 1,900.000 17,131.48 46,240.85 JK HOLDINGS CO LTD 16,600.000 84,734.69 97,021.96 MATSUI CONSTRUCTION CO LTD 22,600.000 135,825.05 167,843.28 PANASONIC CORP 17,954.000 179,471.01 168,365.36 MARUZEN CO LTD/TAITO WARD 6,000.000 46,072.35 118,037.90 MEITEC CORP 900.000 38,200.15 50,515.41 NIPPON INFORMATION DEVELOPMENT 1,500.000 15,932.40 19,185.64 MIZUHO FINANCIAL GROUP INC 199,387.000 308,944.89 306,593.18 CREDIT SAISON CO LTD 1,435.000 27,002.86 24,867.87 MISUMI GROUP INC 2,700.000 50,188.72 66,755.14 MITSUBISHI ESTATE CO LTD 14,757.000 301,788.13 282,060.72 MITSUBISHI GAS CHEMICAL CO INC 10,750.000 168,316.38 163,330.41 MITSUBISHI ELECTRIC CORP 238,821.000 2,948,184.03 3,246,693.35 MITSUBISHI HEAVY INDUSTRIES LT 5,400.000 269,093.97 208,807.60 MITSUI MINING & SMELTING CO LT 7,200.000 248,850.07 191,128.42 MITSUI CHEMICALS INC 3,400.000 69,836.26 82,621.83 MITSUI OSK LINES LTD 1,346.000 46,579.23 36,956.19 MITSUI FUDOSAN CO LTD 11,776.000 265,425.16 287,563.27 MIURA CO LTD 4,600.000 65,005.51 158,883.74 MITO SECURITIES CO LTD 500.000 2,220.74 1,012.47 MITSUBISHI MOTORS CORP 5,982.000 62,994.27 24,896.22 MURATA MANUFACTURING CO LTD 4,609.000 161,386.78 284,898.86 MUTOH HOLDINGS CO LTD 1,000.000 23,536.79 15,874.54 SEIKO EPSON CORP 3,500.000 61,169.88 52,832.50 NGK INSULATORS LTD 2,098.000 35,948.72 36,387.52 NGK SPARK PLUG CO LTD 9,900.000 183,811.15 192,010.51 NAGOYA RAILROAD CO LTD 1,500.000 34,457.54 46,545.38 NAKANO CORP/TOKYO 11,600.000 39,502.16 50,161.65 MODEC INC 7,600.000 182,114.17 186,348.72 NATOCO CO LTD 1,100.000 15,052.10 12,662.53 NEW COSMOS ELECTRIC CO LTD 100.000 1,332.48 1,550.49 RENESAS ELECTRONICS CORP 4,700.000 46,806.81 32,357.73 NICHIREKI CO LTD 1,870.000 16,482.92 23,333.07 NIFCO INC/JAPAN 5,500.000 111,310.09 150,412.43 NINTENDO CO LTD 2,490.000 751,638.29 1,004,894.18 NIKKISO CO LTD 10,900.000 119,760.85 142,896.00 JMS CO LTD 6,000.000 36,219.87 45,341.18 DENSO CORP 28,545.000 1,385,319.26 1,287,407.07 NEC CORP 2,144.000 54,624.99 89,069.77 NOF CORP 5,200.000 105,080.36 172,463.97 NIPPON PAINT HOLDINGS CO LTD 1,800.000 33,064.65 93,108.34 TAIYO NIPPON SANSO CORP 2,400.000 20,791.46 53,158.33 NIPPON SHINYAKU CO LTD 300.000 26,350.36 26,083.50 NIPPON SODA CO LTD 4,800.000 114,612.12 129,276.19 NIDEC CORP 15,344.000 1,279,442.20 2,095,667.84 NH FOODS LTD 440.000 10,848.38 18,222.06 NISSHIN SEIFUN GROUP INC 2,117.000 20,649.24 36,890.55 NITTO BOSEKI CO LTD 5,300.000 120,318.96 224,529.72 NIPPON TELEGRAPH & TELEPHONE C 113,328.000 2,389,550.37 2,870,048.93 NSK LTD 4,700.000 55,501.79 44,319.10 NISSAN CHEMICAL CORP 1,000.000 35,651.39 41,797.56 NIPRO CORP 16,500.000 190,302.66 198,556.23 NISSIN FOODS HOLDINGS CO LTD 776.000 29,498.60 57,590.70 NITTO DENKO CORP 3,931.000 193,355.21 220,508.35 NITTO FUJI FLOUR MILLING CO LT 200.000 6,048.79 11,602.42 NIPPON EXPRESS CO LTD 3,171.000 164,620.62 185,499.40 NIPPON CHEMIPHAR CO LTD 1,000.000 42,283.96 26,708.21 NIKON CORP 25,980.000 383,427.25 317,498.86 YAMAHA CORP 1,086.000 34,853.22 59,853.41 MINEBEA MITSUMI INC 6,600.000 87,182.12 136,176.17 NIPPON SEIKI CO LTD 11,800.000 199,257.62 192,865.73 HITACHI HIGH-TECHNOLOGIES CORP 6,300.000 229,957.75 445,105.62 NISSAN MOTOR CO LTD 24,478.000 210,200.17 142,234.66 NOMURA HOLDINGS INC 31,959.000 139,865.51 164,134.61 TRINITY INDUSTRIAL CORP 2,000.000 15,977.27 16,980.14 NIPPON YUSEN KK 2,420.000 51,750.22 43,592.52 NITORI HOLDINGS CO LTD 692.000 50,379.49 109,324.18 NOMURA CO LTD 2,200.000 29,453.84 29,133.18 NIPPON CERAMIC CO LTD 4,400.000 62,364.68 108,858.04 ORIENTAL LAND CO LTD/JAPAN 1,580.000 59,094.23 215,601.01 NOZAWA CORP 2,000.000 16,785.85 13,775.16 ODAKYU ELECTRIC RAILWAY CO LTD 2,303.000 48,452.04 53,703.15 OBAYASHI CORP 15,015.000 129,396.44 166,453.84 OJI HOLDINGS CORP 9,461.000 47,156.36 51,052.30 OLYMPUS CORP 11,188.000 102,397.60 172,254.12 OMRON CORP 1,374.000 37,962.27 80,029.98 ONO PHARMACEUTICAL CO LTD 2,735.000 46,557.12 62,444.97 TAIHEIYO CEMENT CORP 8,700.000 240,753.97 254,502.33 ORIX CORP 15,500.000 195,421.42 257,955.68

176 2019 | Investment Portfolio AS OF DEC. 31, 2019

OSAKA GAS CO LTD 4,831.000 95,104.63 92,289.08 DSB CO LTD 9,700.000 67,020.63 60,084.46 PASCO CORP 800.000 5,555.16 14,670.94 PARK24 CO LTD 500.000 9,304.04 12,245.83 PARKER CORP 10,000.000 42,842.15 52,264.31 PCA CORP 1,300.000 17,629.18 60,985.21 TOKYO CENTURY CORP 300.000 16,999.26 16,105.09 TECHNO MEDICA CO LTD 3,100.000 56,896.71 59,017.90 SK-ELECTRONICS CO LTD 3,200.000 50,902.44 58,074.41 ALFRESA HOLDINGS CORP 3,460.000 68,048.43 70,628.74 NABTESCO CORP 956.000 24,284.88 28,204.22 PIGEON CORP 900.000 36,122.19 33,178.40 KAKAKU.COM INC 400.000 8,337.22 10,280.91 NAFCO CO LTD 5,300.000 90,668.78 71,489.02 UNITED URBAN INVESTMENT CORP 39.000 63,304.77 73,167.85 SHINSEI BANK LTD 16,509.000 237,168.95 251,968.32 RICOH CO LTD 6,268.000 56,212.34 67,907.92 RINNAI CORP 148.000 12,487.63 11,555.79 RION CO LTD 3,000.000 46,138.39 87,211.85 JAPAN EXCHANGE GROUP INC 112,600.000 1,375,356.52 1,981,724.12 T&D HOLDINGS INC 4,700.000 63,780.43 59,310.64 ROHM CO LTD 2,841.000 196,324.79 228,947.98 YELLOW HAT LTD 12,400.000 125,230.65 222,454.43 RYOHIN KEIKAKU CO LTD 2,000.000 55,869.52 46,639.83 SMC CORP/JAPAN 5,039.000 823,914.92 2,302,945.01 SAKATA SEED CORP 3,200.000 90,989.66 107,232.39 SAKATA INX CORP 14,500.000 210,272.43 156,589.13 SOFTBANK GROUP CORP 12,282.000 317,838.19 534,617.08 SANTEN PHARMACEUTICAL CO LTD 2,740.000 35,996.76 52,233.77 SANWA HOLDINGS CORP 20,900.000 147,091.33 234,102.41 SATO SHOJI CORP 4,700.000 33,529.86 44,381.74 MEDIPAL HOLDINGS CORP 3,400.000 65,845.01 74,986.73 SECOM CO LTD 1,708.000 98,481.76 152,395.66 SUMITOMO SEIKA CHEMICALS CO LT 3,200.000 101,609.76 103,990.79 SEKISUI CHEMICAL CO LTD 3,035.000 45,791.60 52,525.46 SEKISUI HOUSE LTD 9,713.000 165,771.20 207,393.56 SAISON INFORMATION SYSTEMS CO 3,000.000 54,672.46 63,483.05 SHARP CORP/JAPAN 1,900.000 37,216.44 29,028.26 SHIMAMURA CO LTD 619.000 51,756.53 47,226.81 SHIMADZU CORP 1,700.000 36,707.57 53,158.39 SHIMIZU CORP 11,724.000 93,048.42 119,258.51 SHIN-ETSU CHEMICAL CO LTD 2,939.000 178,642.87 322,160.09 SHIONOGI & CO LTD 9,453.000 531,178.64 583,929.08 SHIMANO INC 10,747.000 918,725.06 1,744,563.00 SHISEIDO CO LTD 3,096.000 60,062.03 221,336.79 HULIC CO LTD 2,700.000 38,146.77 32,494.64 SHIZUOKA BANK LTD/THE 3,509.000 32,826.51 26,118.17 SHOFU INC 4,000.000 49,221.06 65,867.02 SHOWA DENKO KK 7,300.000 225,202.06 192,253.11 SUNDRUG CO LTD 1,200.000 38,815.33 43,359.76 SODA NIKKA CO LTD 8,600.000 39,081.00 50,698.84 SONY CORP 46,042.000 2,006,492.63 3,133,354.29 STANLEY ELECTRIC CO LTD 8,200.000 230,823.44 237,031.61 SUMITOMO CHEMICAL CO LTD 15,946.000 66,976.31 72,255.79 SUMITOMO ELECTRIC INDUSTRIES L 8,965.000 108,083.73 134,486.11 SUMITOMO HEAVY INDUSTRIES LTD 6,523.000 210,375.58 184,873.38 SUMITOMO METAL MINING CO LTD 3,836.000 124,061.55 123,701.33 SUMITOMO REALTY & DEVELOPMENT 5,072.000 146,948.35 176,874.00 SUMITOMO RUBBER INDUSTRIES LTD 1,700.000 20,302.58 20,677.59 SANKYO FRONTIER CO LTD 413.000 8,185.54 15,823.15 SUZUKI MOTOR CORP 2,902.000 95,507.17 121,532.67 SUZUKEN CO LTD/AICHI JAPAN 567.000 27,127.45 23,068.87 THK CO LTD 1,034.000 23,282.02 27,747.96 TDK CORP 1,031.000 54,902.43 115,856.73 TAISEI CORP 9,274.000 398,653.02 383,894.76 TAKEDA PHARMACEUTICAL CO LTD 104,913.000 4,373,825.02 4,155,662.98 ADVANTEST CORP 5,600.000 136,385.97 316,780.09 TAIKO BANK LTD/THE 1,100.000 24,669.45 17,175.46 TECHNO RYOWA LTD 2,100.000 13,028.94 16,900.79 TEIJIN LTD 7,078.000 125,275.11 132,044.82 ASKA PHARMACEUTICAL CO LTD 700.000 11,015.16 8,088.22 SYSMEX CORP 1,082.000 59,474.19 73,531.50 TERUMO CORP 4,980.000 62,943.27 175,908.83 TIGERS POLYMER CORP 3,300.000 18,643.86 18,589.53 TOKYO SANGYO CO LTD 100.000 440.88 564.99 TOBU RAILWAY CO LTD 1,930.000 49,008.19 70,126.57 TOHO CO LTD/TOKYO 991.000 28,062.24 41,258.30 TOHO GAS CO LTD 387.000 12,235.09 15,754.44 TOHO ACETYLENE CO LTD 4,900.000 76,285.58 57,921.63 TOHOKU ELECTRIC POWER CO INC 3,364.000 39,589.19 33,265.92 TOKYO TATEMONO CO LTD 8,700.000 134,942.93 135,707.25

177 2019 | Investment Portfolio AS OF DEC. 31, 2019

TOKYO GAS CO LTD 4,400.000 116,396.91 106,730.36 TOKYO ELECTRON LTD 4,109.000 576,160.20 902,798.24 NISSAN TOKYO SALES HOLDINGS CO 6,900.000 28,885.56 18,064.40 TOKYU CORP 5,590.000 66,858.51 103,267.65 TOPPAN PRINTING CO LTD 2,389.000 36,335.15 49,241.02 TORAY INDUSTRIES INC 16,451.000 120,190.77 112,374.45 TOSHIBA CORP 6,900.000 214,321.87 233,717.74 TOTO LTD 1,068.000 22,077.53 45,000.32 TOYO SUISAN KAISHA LTD 685.000 21,497.87 29,129.26 TOYO TIRE CORP 12,800.000 154,478.00 183,534.18 LIXIL GROUP CORP 2,055.000 39,888.42 35,410.92 TOYO SEIKAN GROUP HOLDINGS LTD 2,884.000 52,841.24 49,984.33 TOSOH CORP 9,800.000 182,907.21 150,790.58 MAZDA MOTOR CORP 38,857.000 377,606.46 330,652.81 TOLI CORP 36,000.000 83,503.88 105,433.52 TOYOTA INDUSTRIES CORP 1,962.000 81,383.19 113,041.71 TOYODA GOSEI CO LTD 500.000 10,349.75 12,476.04 TOYOTA MOTOR CORP 19,166.000 1,008,986.21 1,349,225.49 TSUBAKIMOTO KOGYO CO LTD 1,200.000 20,900.76 47,359.56 UNICHARM CORP 4,062.000 92,373.35 137,179.18 WEST JAPAN RAILWAY CO 1,592.000 77,422.58 137,445.46 YACHIYO INDUSTRY CO LTD 8,100.000 59,304.78 52,519.74 YAMADA DENKI CO LTD 5,570.000 39,708.09 29,476.36 YAKULT HONSHA CO LTD 1,121.000 40,874.59 61,694.22 YAMAE HISANO CO LTD 1,300.000 14,313.65 15,503.11 YAMAHA MOTOR CO LTD 2,589.000 50,622.59 51,742.57 ASTELLAS PHARMA INC 59,230.000 790,400.21 1,011,575.25 YAMAZAKI BAKING CO LTD 565.000 8,858.71 10,093.47 YAMATO HOLDINGS CO LTD 2,215.000 42,355.36 37,871.97 YASKAWA ELECTRIC CORP 1,744.000 26,287.22 65,796.82 YOKOGAWA ELECTRIC CORP 1,765.000 26,370.46 31,255.24 YOKOHAMA RUBBER CO LTD/THE 1,000.000 17,233.30 19,347.36 ZUKEN INC 5,600.000 61,270.97 127,551.38 ZAOH CO LTD 1,700.000 28,388.70 23,323.91 KENANGA INVESTMENT BANK BHD 277,000.000 49,065.39 30,473.05 PRESS METAL ALUMINIUM HOLDINGS 9,700.000 11,195.30 11,051.64 SIME DARBY PLANTATION BHD 44,715.000 61,230.96 59,445.50 GREATECH TECHNOLOGY BHD 36,954.000 12,623.75 21,712.00 DIALOG GROUP BHD 103,700.000 86,898.19 87,477.52 UCHI TECHNOLOGIES BHD 37,290.000 13,278.87 25,349.83 PUBLIC BANK BHD 25,700.000 129,458.09 122,234.98 AIRASIA GROUP BHD 147,800.000 65,246.66 61,447.11 CSC STEEL HOLDINGS BHD 321,909.000 116,591.47 81,844.61 UNISEM M BHD 167,080.000 85,853.49 88,227.06 SUPERMAX CORP BHD 71,076.000 22,707.36 24,109.99 IOI CORP BHD 36,975.000 57,586.44 41,676.97 DELEUM BHD 31,900.000 8,793.82 7,447.62 FAVELLE FAVCO BHD 43,700.000 30,300.07 29,165.38 AXIATA GROUP BHD 22,122.000 33,466.21 22,391.34 SIME DARBY BHD 153,415.000 171,666.12 83,327.69 PETRONAS CHEMICALS GROUP BHD 82,060.000 158,403.68 147,461.28 MAXIS BHD 14,938.000 26,026.56 19,429.05 IHH HEALTHCARE BHD 27,800.000 40,478.13 37,171.65 TUNE PROTECT GROUP BHD 110,771.000 20,208.23 15,318.30 AFFIN BANK BHD 127,900.000 79,120.46 59,263.52 ASIA FILE CORP BHD 30,100.000 21,835.49 15,747.22 CIMB GROUP HOLDINGS BHD 32,191.000 55,488.33 40,533.89 DIGI.COM BHD 47,546.000 54,689.02 51,849.28 PADINI HOLDINGS BHD 26,151.000 13,433.08 20,714.59 MALAYSIA AIRPORTS HOLDINGS BHD 41,500.000 86,023.09 77,107.80 APM AUTOMOTIVE HOLDINGS BHD 29,500.000 24,961.27 15,577.56 RHB BANK BHD 37,600.000 51,255.33 53,132.43 PETRON MALAYSIA REFINING & MAR 81,376.000 105,310.20 99,884.25 GAMUDA BHD 13,700.000 15,510.53 13,064.24 KSL HOLDINGS BHD 66,000.000 24,007.22 12,180.19 YTL CORP BHD 30,946.000 13,026.96 7,417.77 HONG LEONG INDUSTRIES BHD 13,400.000 26,393.36 34,255.88 HONG LEONG BANK BHD 2,700.000 10,438.00 11,420.10 IJM CORP BHD 11,274.000 9,768.59 5,982.02 INSAS BHD 176,900.000 27,985.60 35,258.17 TROPICANA CORP BHD 47,595.000 10,449.97 10,878.10 KUALA LUMPUR KEPONG BHD 6,156.000 43,026.19 37,305.60 KUMPULAN FIMA BHD 115,300.000 50,175.63 46,790.86 ALLIANZ MALAYSIA BHD 33,200.000 81,958.60 132,134.46 MALAYAN BANKING BHD 92,174.000 208,002.72 194,791.21 MALAYSIAN PACIFIC INDUSTRIES B 32,985.000 60,649.31 92,249.94 MISC BHD 22,984.000 45,823.87 47,073.17 MKH BHD 77,500.000 23,118.55 32,990.47 NESTLE MALAYSIA BHD 200.000 6,960.80 7,187.34 PPB GROUP BHD 12,369.000 45,547.75 57,007.18 PETRONAS DAGANGAN BHD 7,842.000 41,085.55 44,281.38

178 2019 | Investment Portfolio AS OF DEC. 31, 2019

PETRONAS GAS BHD 12,638.000 58,226.71 51,278.45 PLENITUDE BHD 15,500.000 14,431.27 4,850.26 I-BHD 235,300.000 32,725.89 13,518.03 SELANGOR DREDGING BHD 57,200.000 15,241.90 8,390.17 TELEKOM MALAYSIA BHD 8,667.000 12,937.93 8,095.52 TAN CHONG MOTOR HOLDINGS BHD 49,500.000 21,745.94 16,094.61 TENAGA NASIONAL BHD 30,260.000 88,641.39 98,066.36 FIBRA SHOP PORTAFOLIOS INMOBIL 60,748.000 32,615.99 30,399.73 CFE CAPITAL S DE RL DE CV 25,862.000 32,517.95 37,661.78 CONCENTRADORA FIBRA DANHOS SA 15,665.000 20,460.28 23,807.75 COCA-COLA FEMSA SAB DE CV 11,253.000 86,410.35 68,409.47 ORBIA ADVANCE CORP SAB DE CV 8,018.000 26,105.89 17,119.56 PROLOGIS PROPERTY MEXICO SA DE 38,732.000 58,093.14 86,144.04 WAL-MART DE MEXICO SAB DE CV 83,030.000 220,271.16 238,660.68 GRUPO GICSA SAB DE CV 49,839.000 16,713.94 19,583.00 BANCO SANTANDER SA 7,973.000 34,623.61 31,923.24 BIO PAPPEL SAB DE CV 48,937.000 74,692.46 55,068.38 GRUPO AEROPORTUARIO DEL PACIFI 1,800.000 19,697.04 21,422.90 GRUPO INDUSTRIAL SALTILLO SAB 570.000 581.81 694.24 FIBRA UNO ADMINISTRACION SA DE 1,272,577.000 1,775,605.96 1,973,154.76 INFRAESTRUCTURA ENERGETICA NOV 4,900.000 26,652.84 23,036.54 ALFA SAB DE CV 102,160.000 130,224.15 84,718.58 CIA MINERA AUTLAN SAB DE CV 17,077.000 10,296.29 8,355.83 FOMENTO ECONOMICO MEXICANO SAB 17,001.000 142,491.56 160,547.99 EL PUERTO DE LIVERPOOL SAB DE 788.000 9,085.95 3,914.13 GRUPO SIMEC SAB DE CV 7,116.000 21,090.14 24,041.56 GRUPO TELEVISA SAB 17,886.000 83,535.35 41,987.20 GRUPO BIMBO SAB DE CV 21,811.000 52,548.24 39,789.71 GRUMA SAB DE CV 4,565.000 57,133.80 46,846.61 PROMOTORA Y OPERADORA DE INFRA 1,100.000 10,581.03 11,272.61 GRUPO CARSO SAB DE CV 1,900.000 8,027.82 7,031.93 CEMEX SAB DE CV 145,161.000 96,715.55 54,423.84 GRUPO FINANCIERO BANORTE SAB D 28,158.000 160,479.57 157,400.89 INDUSTRIAS PENOLES SAB DE CV 6,283.000 164,587.26 65,884.33 KIMBERLY-CLARK DE MEXICO SAB D 15,484.000 31,044.64 30,854.84 GRUPO AEROPORTUARIO DEL SUREST 1,605.000 30,248.33 30,107.77 AMERICA MOVIL SAB DE CV 286,877.000 318,616.48 229,392.22 GRUPO FINANCIERO INBURSA SAB D 1,278.000 2,745.99 1,570.09 ARCA CONTINENTAL SAB DE CV 9,508.000 54,430.24 50,354.53 VITRO SAB DE CV 8,451.000 27,710.92 18,692.98 ASE TECHNOLOGY HOLDING CO LTD 27,055.000 54,328.00 75,276.02 WIWYNN CORP 9,000.000 137,748.92 190,726.61 SILERGY CORP 14,000.000 277,617.55 443,929.48 NIEN MADE ENTERPRISE CO LTD 2,000.000 16,626.98 18,504.34 GLOBALWAFERS CO LTD 1,000.000 12,271.79 12,771.37 INNOLUX CORP 58,067.000 25,689.28 16,164.57 GLOBAL MIXED MODE TECHNOLOGY I 10,000.000 20,982.94 42,225.27 YUANTA FUTURES CO LTD 26,000.000 33,482.96 48,230.77 TAIWAN HIGH SPEED RAIL CORP 11,000.000 9,219.38 14,095.72 HIWIN TECHNOLOGIES CORP 1,859.000 11,378.78 17,456.80 MACHVISION INC 13,000.000 162,820.67 156,423.45 CAPITAL FUTURES CORP 14,000.000 21,265.53 20,184.83 RAYDIUM SEMICONDUCTOR CORP 7,259.000 13,929.47 24,644.19 AVALUE TECHNOLOGY INC 25,000.000 39,749.40 63,745.72 PEGATRON CORP 20,588.000 34,878.88 47,076.39 ALCHIP TECHNOLOGIES LTD 31,000.000 224,899.74 242,690.76 WIN SEMICONDUCTORS CORP 1,000.000 11,240.97 9,816.42 CHAILEASE HOLDING CO LTD 23,930.000 63,267.22 110,340.92 ON-BRIGHT ELECTRONICS INC 11,000.000 68,830.77 78,661.23 SHANGHAI COMMERCIAL & SAVINGS 7,000.000 11,888.92 12,151.82 TOPKEY CORP 22,000.000 65,945.03 102,483.63 TAIWAN COOPERATIVE FINANCIAL H 91,667.000 40,376.48 63,464.41 ZHEN DING TECHNOLOGY HOLDING L 31,000.000 105,420.48 148,242.34 AIRMATE CAYMAN INTERNATIONAL C 25,730.000 25,077.25 25,100.72 CHICONY POWER TECHNOLOGY CO LT 24,000.000 44,950.99 50,215.40 ACER INC 32,529.000 28,497.75 19,376.31 ASUSTEK COMPUTER INC 7,833.000 57,895.58 60,501.67 REALTEK SEMICONDUCTOR CORP 5,000.000 31,041.84 39,218.94 ASIA CEMENT CORP 41,025.000 43,735.59 65,670.63 WALSIN TECHNOLOGY CORP 1,000.000 6,054.08 7,974.60 TAIWAN BUSINESS BANK 24,000.000 9,833.16 10,089.46 UNITED INTEGRATED SERVICES CO 10,000.000 48,459.48 65,396.01 UNITECH COMPUTER CO LTD 6,000.000 4,189.24 4,626.46 VANGUARD INTERNATIONAL SEMICON 4,000.000 7,333.57 10,586.09 MICRO-STAR INTERNATIONAL CO LT 3,000.000 8,914.22 8,680.75 TE CHANG CONSTRUCTION CO LTD 45,000.000 44,220.03 46,256.11 CHICONY ELECTRONICS CO LTD 51,000.000 158,298.92 151,580.67

179 2019 | Investment Portfolio AS OF DEC. 31, 2019

QUANTA COMPUTER INC 29,996.000 62,798.30 64,425.17 EVA AIRWAYS CORP 24,477.000 11,277.86 11,235.35 CATCHER TECHNOLOGY CO LTD 6,064.000 40,066.47 45,954.32 CHANG HWA COMMERCIAL BANK LTD 26,934.000 9,736.90 20,398.14 CHINA AIRLINES LTD 51,000.000 18,911.87 15,416.39 CHENG SHIN RUBBER INDUSTRY CO 15,175.000 25,105.98 21,164.33 CHINA STEEL CORP 89,578.000 69,734.47 71,494.12 CHINA LIFE INSURANCE CO LTD/TA 90,105.000 57,533.14 76,972.83 ADVANTECH CO LTD 4,200.000 33,534.68 42,378.40 COMPAL ELECTRONICS INC 80,453.000 59,266.44 50,640.32 DA CIN CONSTRUCTION CO LTD 1,958.000 1,252.48 1,381.63 SWEETEN REAL ESTATE DEVELOPMEN 25,100.000 12,317.43 19,511.98 DELTA ELECTRONICS INC 15,861.000 62,845.86 80,194.85 NANYA TECHNOLOGY CORP 83,000.000 196,433.25 230,487.98 CHUNGHWA TELECOM CO LTD 35,213.000 116,782.97 129,240.01 AU OPTRONICS CORP 63,897.000 30,164.85 21,458.91 TAIWAN MOBILE CO LTD 4,931.000 16,472.97 18,428.33 LITE-ON SEMICONDUCTOR CORP 5,000.000 5,978.23 6,599.45 FIRST INSURANCE CO LTD/THE 33,000.000 14,839.48 16,020.98 EVERGREEN MARINE CORP TAIWAN L 32,548.000 16,408.97 13,468.58 FAR EASTERN NEW CENTURY CORP 44,210.000 42,769.97 44,067.38 FENG TAY ENTERPRISE CO LTD 5,800.000 33,792.29 37,743.86 ECLAT TEXTILE CO LTD 2,170.000 16,894.93 29,184.11 NOVATEK MICROELECTRONICS CORP 2,000.000 10,766.31 14,610.22 FORMOSA PLASTICS CORP 42,000.000 154,171.74 139,986.60 FORMOSA TAFFETA CO LTD 42,000.000 48,380.31 47,926.85 FORMOSA CHEMICALS & FIBRE CORP 47,231.000 118,263.43 137,999.12 SINBON ELECTRONICS CO LTD 19,589.000 46,309.04 80,987.69 GIANT MANUFACTURING CO LTD 651.000 2,779.70 4,624.47 MEDIATEK INC 18,336.000 207,178.63 271,388.02 SYSAGE TECHNOLOGY CO LTD 9,240.000 8,130.43 10,591.94 FOUNDING CONSTRUCTION & DEVELO 111,000.000 60,909.81 58,897.51 DIMERCO EXPRESS CORP 15,000.000 12,024.82 14,052.98 HUA NAN FINANCIAL HOLDINGS CO 40,362.000 15,184.97 29,627.37 HOTAI MOTOR CO LTD 2,063.000 10,111.37 47,029.71 FAR EASTONE TELECOMMUNICATIONS 13,274.000 28,387.69 31,935.17 SIMPLO TECHNOLOGY CO LTD 5,000.000 36,840.62 50,624.26 YUANTA FINANCIAL HOLDING CO LT 75,117.000 35,949.01 50,631.56 HSING TA CEMENT CO 114,950.000 58,395.24 77,090.39 CATHAY FINANCIAL HOLDING CO LT 67,664.000 65,040.03 96,125.86 CHINA DEVELOPMENT FINANCIAL HO 131,641.000 41,480.02 42,740.80 E.SUN FINANCIAL HOLDING CO LTD 72,112.000 32,428.46 67,178.70 HON HAI PRECISION INDUSTRY CO 156,634.000 383,709.13 474,686.03 MEGA FINANCIAL HOLDING CO LTD 82,452.000 56,266.50 84,222.71 HONG PU REAL ESTATE DEVELOPMEN 30,000.000 19,248.70 24,458.84 LARGAN PRECISION CO LTD 643.000 10,267.54 107,438.61 TAISHIN FINANCIAL HOLDING CO L 40,221.000 16,401.97 19,454.70 SHIN KONG FINANCIAL HOLDING CO 50,658.000 13,719.41 17,509.39 INVENTEC CORP 22,000.000 15,946.76 16,773.92 KINDOM DEVELOPMENT CO LTD 151,000.000 142,772.80 160,803.02 CHONG HONG CONSTRUCTION CO LTD 53,000.000 167,437.53 143,832.48 LITE-ON TECHNOLOGY CORP 36,633.000 49,983.87 60,352.09 SINOPAC FINANCIAL HOLDINGS CO 178,939.000 66,765.27 77,617.73 CTBC FINANCIAL HOLDING CO LTD 259,608.000 137,853.07 194,131.56 LUMAX INTERNATIONAL CORP LTD 19,000.000 38,596.64 50,825.09 FIRST FINANCIAL HOLDING CO LTD 158,696.000 88,430.90 125,488.24 POWERTECH TECHNOLOGY INC 5,000.000 14,372.34 16,675.58 YEA SHIN INTERNATIONAL DEVELOP 22,724.000 17,452.30 14,293.07 NAN YA PLASTICS CORP 64,165.000 134,404.64 155,965.22 WISTRON CORP 78,470.000 72,667.76 74,243.62 POU CHEN CORP 53,389.000 56,551.49 69,833.23 UNI-PRESIDENT ENTERPRISES CORP 100,411.000 190,847.26 248,540.42 PRESIDENT CHAIN STORE CORP 21,000.000 202,498.43 213,194.34 CHENBRO MICOM CO LTD 43,000.000 59,613.98 120,839.05 TAIWAN UNION TECHNOLOGY CORP 50,000.000 158,512.13 247,057.35 FORMOSA PETROCHEMICAL CORP 35,686.000 97,708.01 116,193.84 PHISON ELECTRONICS CORP 8,000.000 77,470.83 90,913.10 APACER TECHNOLOGY INC 26,000.000 26,911.23 36,296.63 RUENTEX DEVELOPMENT CO LTD 6,384.000 10,086.06 9,634.20 RUENTEX INDUSTRIES LTD 7,800.000 22,414.65 19,130.02 FOXCONN TECHNOLOGY CO LTD 5,383.000 12,205.96 11,902.25 STANDARD FOODS CORP 6,474.000 10,216.21 15,045.11 SYNNEX TECHNOLOGY INTERNATIONA 16,275.000 28,859.37 20,381.51 TAIWAN CEMENT CORP 68,487.000 68,039.23 99,937.51 TECO ELECTRIC AND MACHINERY CO 18,000.000 17,116.23 15,735.13 TAIWAN SEMICONDUCTOR MANUFACTU 833,950.000 3,479,093.04 9,235,555.28

180 2019 | Investment Portfolio AS OF DEC. 31, 2019

TSANN KUEN ENTERPRISE CO LTD 44,000.000 34,159.17 25,172.48 UNITED MICROELECTRONICS CORP 449,999.000 214,219.56 247,303.99 VE WONG CORP 6,000.000 5,567.47 5,416.16 KING’S TOWN CONSTRUCTION CO LT 8,000.000 8,185.96 8,295.82 YAGEO CORP 2,000.000 45,181.43 29,185.54 NEW ZEALAND KING SALMON INVEST 575.000 1,015.91 796.44 AUCKLAND INTERNATIONAL AIRPORT 10,152.000 41,013.79 59,939.83 MERIDIAN ENERGY LTD 9,634.000 16,590.69 32,512.65 HALLENSTEIN GLASSON HOLDINGS L 8,290.000 20,232.55 33,785.30 RYMAN HEALTHCARE LTD 3,427.000 29,338.98 37,819.75 A2 MILK CO LTD 6,549.000 49,489.08 66,431.82 FISHER & PAYKEL HEALTHCARE COR 42,295.000 143,496.63 636,048.35 FLETCHER BUILDING LTD 7,810.000 35,855.43 26,854.85 BRISCOE GROUP LTD 1,705.000 5,084.45 4,428.57 PGG WRIGHTSON LTD 6,381.000 23,553.75 10,245.76 SANFORD LTD/NZ 1,141.000 4,968.82 6,120.37 SPARK NEW ZEALAND LTD 13,068.000 22,146.26 38,200.22 PARETO BANK ASA 495.000 2,416.68 2,174.41 SCHIBSTED ASA 1,213.000 40,489.84 34,773.80 SPAREBANK 1 OESTLANDET 5,874.000 57,828.37 61,854.26 MEDISTIM ASA 2,110.000 31,192.94 46,103.54 MOWI ASA 4,842.000 97,224.31 125,819.41 AKER BP ASA 4,440.000 134,193.56 145,534.82 ORKLA ASA 12,251.000 108,991.99 124,049.90 BOUVET ASA 823.000 23,906.98 36,338.75 ATEA ASA 1,200.000 12,871.88 17,616.85 GJENSIDIGE FORSIKRING ASA 2,437.000 39,556.82 51,161.64 DNB ASA 10,051.000 139,790.12 188,183.96 TELENOR ASA 6,346.000 115,696.41 113,715.21 SPAREBANK 1 BV 8,801.000 38,266.32 39,687.20 SPAREBANKEN MORE 660.000 23,015.09 23,809.36 SANDNES SPAREBANK 3,327.000 23,193.76 25,372.50 SPAREBANKEN SOR 1,602.000 17,729.76 19,871.63 YARA INTERNATIONAL ASA 2,006.000 80,826.54 83,511.30 EMPRESA SIDERURGICA DEL PERU S 102,597.000 16,826.98 27,577.34 CORP ACEROS AREQUIPA SA 41,185.000 7,093.02 11,319.00 PLDT INC 90.000 5,772.71 1,748.51 SM INVESTMENTS CORP 3,601.000 22,961.55 74,122.89 AYALA CORP 3,795.000 63,354.11 58,776.63 ABOITIZ POWER CORP 32,354.000 21,850.61 21,920.89 CEBU AIR INC 4,620.000 7,437.06 8,150.83 BDO UNIBANK INC 13,691.000 30,652.19 42,680.66 AYALA LAND INC 66,256.000 30,175.58 59,418.54 ABOITIZ EQUITY VENTURES INC 21,079.000 19,584.77 21,397.05 BANK OF THE PHILIPPINE ISLANDS 4,890.000 9,654.68 8,486.05 LOPEZ HOLDINGS CORP 698,200.000 82,091.24 51,128.29 INTERNATIONAL CONTAINER TERMIN 33,431.000 67,821.69 84,790.39 JG SUMMIT HOLDINGS INC 29,200.000 39,457.90 46,627.09 JOLLIBEE FOODS CORP 4,847.000 10,246.81 20,638.59 MEGAWORLD CORP 79,000.000 6,152.94 6,218.00 SM PRIME HOLDINGS INC 104,937.000 37,476.18 87,037.05 UNIVERSAL ROBINA CORP 7,879.000 9,064.65 22,584.70 PKP CARGO SA 846.000 10,317.33 4,577.21 GRUPA LOTOS SA 3,221.000 55,241.04 71,058.59 POLSKIE GORNICTWO NAFTOWE I GA 96,182.000 143,858.90 109,856.42 POWSZECHNA KASA OSZCZEDNOSCI B 8,342.000 89,987.44 75,966.35 CYFROWY POLSAT SA 3,043.000 21,533.65 22,432.54 RAINBOW TOURS SA 814.000 6,944.19 7,586.58 POWSZECHNY ZAKLAD UBEZPIECZEN 7,334.000 77,551.79 77,555.49 COMARCH SA 38.000 1,871.81 1,875.38 ZAKLADY TLUSZCZOWE KRUSZWICA S 452.000 5,251.79 5,824.15 KGHM POLSKA MIEDZ SA 4,325.000 130,040.65 109,046.66 BANK POLSKA KASA OPIEKI SA 415.000 17,583.40 11,015.47 ORANGE POLSKA SA 1.000 5.26 1.88 POLSKI KONCERN NAFTOWY ORLEN S 11,271.000 236,849.22 255,328.95 ZESPOL ELEKTROCIEPLOWNI WROCLA 77.000 1,893.82 699.22 LPP SA 16.000 43,396.62 37,316.37 SANTANDER BANK POLSKA SA 185.000 16,139.56 15,026.28 CD PROJEKT SA 1,100.000 73,260.50 81,128.55 ROLLS ROYCE HLDGS NON CUM RED 598,598.000 769.11 793.00 AVEVA GROUP PLC 141.000 8,145.67 8,717.58 KEYWORDS STUDIOS PLC 14,082.000 244,312.54 279,906.27 PLUS500 LTD 3,594.000 40,851.16 42,199.08 NATIONAL GRID PLC 84,265.000 1,027,648.98 1,059,072.76 OLD MUTUAL LTD 37,805.000 105,533.59 52,948.32 ROYAL MAIL PLC 36,376.000 108,481.65 109,156.95 HOLLYWOOD BOWL GROUP PLC 63.000 195.67 239.00 MOTORPOINT GROUP PLC 3,577.000 11,676.18 13,960.64 COMPASS GROUP PLC 28,504.000 547,804.46 714,130.62

181 2019 | Investment Portfolio AS OF DEC. 31, 2019

AJ BELL PLC 26,373.000 133,795.79 150,223.85 K3 CAPITAL GROUP PLC 2,304.000 10,487.38 8,053.16 GEORGIA CAPITAL PLC 6,646.000 80,793.35 81,274.90 BAKKAVOR GROUP PLC 52,586.000 125,440.03 97,312.19 STANDARD LIFE ABERDEEN PLC 73,462.000 362,067.85 320,132.47 JQW PLC 43,007.000 28,270.12 0.00 FUNDING CIRCLE HOLDINGS PLC 56,573.000 75,875.26 66,125.02 BOOHOO GROUP PLC 389,102.000 1,000,903.92 1,538,501.01 INTERCONTINENTAL HOTELS GROUP 2,313.000 105,934.41 159,346.97 NETWORK INTERNATIONAL HOLDINGS 25,297.000 163,593.59 214,731.34 VODAFONE GROUP PLC 428,221.000 1,418,843.68 831,430.48 WATCHES OF SWITZERLAND GROUP P 36,147.000 123,467.22 180,176.56 CRODA INTERNATIONAL PLC 5,972.000 302,024.71 405,657.46 RM PLC 10,391.000 27,008.51 39,345.01 FERGUSON PLC 4,138.000 273,016.27 376,007.16 HELIOS TOWERS PLC 118,498.000 174,122.44 248,537.69 APTITUDE SOFTWARE GROUP PLC 965.000 7,848.18 7,946.42 MICRO FOCUS INTERNATIONAL PLC 15,471.000 314,791.17 218,466.68 TRAINLINE PLC 39,661.000 188,101.59 267,292.63 M&G PLC 26,560.000 63,274.86 83,577.41 RSA INSURANCE GROUP PLC 10,657.000 89,163.33 80,452.99 POLYPIPE GROUP PLC 16,833.000 101,877.14 120,496.73 INFORMA PLC 17,979.000 187,943.34 204,396.74 GAMMA COMMUNICATIONS PLC 1,812.000 25,155.20 31,942.77 INDIVIOR PLC 35,819.000 121,444.83 18,545.18 ROTORK PLC 40,129.000 164,800.86 178,491.11 MARSHALL MOTOR HOLDINGS PLC 9,147.000 18,028.66 18,805.52 AUTO TRADER GROUP PLC 11,538.000 59,994.57 91,195.76 HISCOX LTD 7,984.000 130,148.45 151,015.06 COMPUTACENTER PLC 24,160.000 258,302.97 564,969.36 SPIRAX-SARCO ENGINEERING PLC 2,691.000 175,676.57 318,689.81 GATELEY HOLDINGS PLC 11,833.000 28,240.55 31,168.24 ASCENTIAL PLC 111,301.000 419,007.59 578,903.67 INTERMEDIATE CAPITAL GROUP PLC 51,572.000 723,695.09 1,102,725.08 IWG PLC 10,619.000 53,247.33 61,342.64 LAND SECURITIES GROUP PLC 13,279.000 153,531.86 174,119.23 JD SPORTS FASHION PLC 1,266.000 12,869.38 14,141.79 NORCROS PLC 3,501.000 9,086.18 13,021.74 DRAPER ESPRIT PLC 32,057.000 217,592.07 204,288.60 DIRECT LINE INSURANCE GROUP PL 35,719.000 157,528.45 148,845.36 MELROSE INDUSTRIES PLC 93,279.000 279,636.24 298,187.45 JOHNSON MATTHEY PLC 2,670.000 98,223.08 106,247.36 HUNTSWORTH PLC 1,342.000 1,112.16 1,447.06 CHECKIT PLC 18,069.000 10,501.19 8,135.89 RAVEN PROPERTY GROUP LTD 27,231.000 13,312.06 17,482.02 MAX PETROLEUM PLC 180,378.000 11,630.69 406.22 STHREE PLC 8,472.000 33,559.56 42,591.49 LONDON STOCK EXCHANGE GROUP PL 4,925.000 154,627.84 508,771.44 CHESNARA PLC 3,331.000 13,763.46 14,068.17 G4S PLC 29,236.000 109,952.38 85,032.61 J SAINSBURY PLC 22,642.000 99,058.55 69,417.26 ADMIRAL GROUP PLC 1,978.000 38,881.22 60,582.06 BERKELEY GROUP HOLDINGS PLC 4,489.000 212,971.85 291,125.20 NAKED WINES PLC 24,681.000 141,072.74 74,029.19 CELLO HEALTH PLC 6,431.000 10,416.41 11,458.56 CENTRICA PLC 1,171,633.000 4,018,572.64 1,396,533.11 BLANCCO TECHNOLOGY GROUP PLC 4,410.000 8,600.32 10,003.70 IG GROUP HOLDINGS PLC 2,014.000 15,973.14 18,570.82 BUNZL PLC 6,720.000 165,142.34 183,883.46 RENTOKIL INITIAL PLC 15,362.000 74,922.66 92,489.50 MONDI PLC 98,687.000 2,220,769.51 2,329,924.70 LSL PROPERTY SERVICES PLC 3,112.000 8,807.54 11,306.26 WHITBREAD PLC 3,262.000 157,790.38 209,942.52 GEM DIAMONDS LTD 23,929.000 35,169.12 16,304.27 YOUGOV PLC 42,826.000 62,657.84 364,864.34 HARGREAVES LANSDOWN PLC 68,065.000 1,073,067.10 1,752,784.23 SMITHS GROUP PLC 7,509.000 114,979.64 167,900.05 FERREXPO PLC 70,420.000 137,465.53 148,901.30 INTERNATIONAL PERSONAL FINANCE 4,539.000 12,356.29 9,740.91 3I GROUP PLC 17,994.000 95,955.81 262,294.33 UNILEVER PLC 16,688.000 752,972.04 955,483.97 MISSION GROUP PLC/THE 11,785.000 13,814.41 12,334.92 TUI AG 10,722.000 143,370.72 135,574.20 H&T GROUP PLC 8,543.000 27,879.79 38,077.49 IP GROUP PLC 58,068.000 153,293.10 54,802.55 CINEWORLD GROUP PLC 102,341.000 343,525.07 297,215.25 INVESTEC PLC 45,616.000 327,582.69 268,663.26 CONNECT GROUP PLC 24,716.000 12,477.04 11,871.10 EXPERIAN PLC 77,161.000 1,004,734.81 2,610,082.70

182 2019 | Investment Portfolio AS OF DEC. 31, 2019

RELX PLC 24,561.000 415,849.77 619,674.88 RECKITT BENCKISER GROUP PLC 7,746.000 621,351.60 629,092.93 TYMAN PLC 42,130.000 158,460.11 151,905.49 OCADO GROUP PLC 30,801.000 320,467.37 523,035.88 UNITED UTILITIES GROUP PLC 11,774.000 142,981.09 147,906.07 SEGRO PLC 24,387.000 115,482.89 291,136.09 WANDISCO PLC 16,509.000 171,867.18 97,318.43 EMIS GROUP PLC 741.000 9,878.22 10,890.57 ROLLS-ROYCE HOLDINGS PLC 19,093.000 166,251.94 172,909.91 GREGGS PLC 3,405.000 54,786.54 103,742.06 ABCAM PLC 28,921.000 275,514.32 518,474.75 NMC HEALTH PLC 1,068.000 53,844.50 25,074.52 EASYJET PLC 458.000 7,107.86 8,713.03 ROYAL BANK OF SCOTLAND GROUP P 122,751.000 440,893.97 393,480.47 EVRAZ PLC 16,493.000 100,149.84 88,531.82 SAGE GROUP PLC/THE 27,237.000 187,450.94 270,668.47 WPP PLC 217,424.000 3,434,998.13 3,060,254.28 SYNCONA LTD 56,321.000 174,268.41 164,112.14 COCA-COLA HBC AG 13,757.000 342,307.40 469,258.47 SPEEDY HIRE PLC 61,907.000 40,959.31 63,416.71 ANTOFAGASTA PLC 24,441.000 329,828.90 297,828.68 ASHTEAD GROUP PLC 14,085.000 279,016.09 450,779.84 BARRATT DEVELOPMENTS PLC 32,684.000 256,981.98 324,003.76 BRITISH LAND CO PLC/THE 17,973.000 170,387.48 153,046.25 XAAR PLC 30,907.000 199,179.64 22,454.29 CML MICROSYSTEMS PLC 2,052.000 18,731.47 9,593.00 CRH PLC 43,652.000 1,139,846.26 1,762,481.96 GENUS PLC 6,004.000 142,975.68 253,643.31 RATHBONE BROTHERS PLC 3,348.000 100,294.30 94,813.66 AVIVA PLC 88,918.000 562,054.78 496,091.60 SCHRODERS PLC 2,799.000 79,983.60 124,485.43 DCC PLC 5,312.000 317,216.90 462,437.35 GAMES WORKSHOP GROUP PLC 8,482.000 130,956.57 686,473.75 HALMA PLC 3,103.000 71,694.89 87,122.34 STANDARD CHARTERED PLC 40,327.000 647,579.48 380,916.39 JOHNSON SERVICE GROUP PLC 106,422.000 81,333.99 277,058.76 HSBC HOLDINGS PLC 256,025.000 2,078,920.10 2,010,830.27 HOWDEN JOINERY GROUP PLC 119,351.000 737,332.19 1,069,852.44 LEGAL & GENERAL GROUP PLC 92,150.000 288,591.40 371,293.04 MCBRIDE PLC 17,787.000 13,205.85 20,913.80 MEGGITT PLC 30,527.000 240,241.53 266,040.96 WM MORRISON SUPERMARKETS PLC 33,799.000 164,627.44 89,988.62 NWF GROUP PLC 3,936.000 8,559.52 9,408.26 ASSOCIATED BRITISH FOODS PLC 10,984.000 371,669.47 380,561.27 PEARSON PLC 10,428.000 183,065.64 88,220.96 PERSIMMON PLC 9,191.000 218,073.38 331,135.06 PRUDENTIAL PLC 110,593.000 1,548,408.26 2,128,209.29 RENISHAW PLC 4,053.000 140,000.99 204,244.18 ST JAMES’S PLACE PLC 72,680.000 646,500.54 1,124,741.93 SSE PLC 220,803.000 3,724,092.95 4,231,049.33 MORGAN SINDALL GROUP PLC 283.000 4,043.58 6,107.69 ROBERT WALTERS PLC 2,286.000 11,516.88 16,902.84 LLOYDS BANKING GROUP PLC 4,989,260.000 4,477,819.50 4,164,640.11 TAYLOR WIMPEY PLC 113,646.000 253,469.43 294,147.45 TESCO PLC 1,146,228.000 4,356,822.80 3,883,307.08 CHARACTER GROUP PLC/THE 2,069.000 13,122.39 11,250.06 SMITH & NEPHEW PLC 19,203.000 307,111.78 463,931.04 GLAXOSMITHKLINE PLC 187,368.000 4,207,461.03 4,408,481.14 VICTREX PLC 13,122.000 332,372.35 434,555.72 VITEC GROUP PLC/THE 2,475.000 24,039.53 36,051.56 WEIR GROUP PLC/THE 3,491.000 116,430.38 69,862.80 IQE PLC 317,476.000 172,383.46 204,938.44 ASTRAZENECA PLC 15,956.000 963,868.59 1,596,556.59 NEXT FIFTEEN COMMUNICATIONS GR 3,669.000 9,444.93 26,149.92 BT GROUP PLC 172,185.000 613,458.44 441,327.80 ASOS PLC 35,792.000 1,958,248.69 1,605,830.83 MARKS & SPENCER GROUP PLC 89,380.000 272,707.26 253,500.83 BARCLAYS PLC 299,800.000 843,115.74 716,019.60 FIRST DERIVATIVES PLC 8,702.000 369,854.83 315,929.68 INTERTEK GROUP PLC 1,962.000 70,399.59 152,293.39 BURBERRY GROUP PLC 57,987.000 1,309,143.20 1,697,222.17 NEXT PLC 3,859.000 252,125.85 359,354.34 JUDGES SCIENTIFIC PLC 512.000 18,682.67 38,427.10 KINGFISHER PLC 926,237.000 3,664,865.55 2,686,450.15 ITV PLC 47,495.000 63,901.85 95,341.36 MESAIEED PETROCHEMICAL HOLDING 24,143.000 17,020.86 16,633.31 MASRAF AL RAYAN QSC 11,748.000 12,002.95 12,776.83 BARWA REAL ESTATE CO 8,517.000 7,810.54 8,283.67 AL KHALIJ COMMERCIAL BANK PQSC 47,840.000 14,624.66 17,212.41 QATAR INSURANCE CO SAQ 9,277.000 7,996.54 8,054.25

183 2019 | Investment Portfolio AS OF DEC. 31, 2019

QATAR NATIONAL BANK QPSC 57,300.000 260,846.55 323,994.89 QATAR FUEL QSC 16,347.000 93,092.55 102,752.86 QATAR ELECTRICITY & WATER CO Q 11,443.000 49,223.37 50,557.07 ZAD HOLDING CO 3,750.000 8,070.71 14,223.43 INDUSTRIES QATAR QSC 21,990.000 73,452.56 62,111.71 QATAR ISLAMIC BANK SAQ 5,110.000 19,279.32 21,560.45 BREADTALK GROUP LTD 18,000.000 10,043.88 8,635.59 CHINA SUNSINE CHEMICAL HOLDING 124,800.000 42,967.76 47,871.91 ACCORDIA GOLF TRUST 88,400.000 36,505.12 44,035.64 HOUR GLASS LTD/THE 24,000.000 13,718.64 14,278.81 HOTUNG INVESTMENT HOLDINGS LTD 19,664.000 22,546.87 26,761.70 TIONG WOON CORP HOLDING LTD 10,500.000 6,497.71 4,099.58 OVERSEA-CHINESE BANKING CORP L 26,835.000 176,461.27 219,471.07 CAPITALAND COMMERCIAL TRUST 23,320.000 29,926.48 34,534.85 SINGAPORE PRESS HOLDINGS LTD 14,515.000 46,578.23 23,540.06 SINGAPORE TELECOMMUNICATIONS L 803,469.000 2,150,257.65 2,015,319.43 SUNTEC REAL ESTATE INVESTMENT 20,000.000 21,204.72 27,378.47 SEMBCORP INDUSTRIES LTD 7,448.000 20,114.22 12,704.37 FRENCKEN GROUP LTD 124,400.000 58,091.51 85,113.60 KEPPEL CORP LTD 20,025.000 124,293.48 100,672.29 YANGZIJIANG SHIPBUILDING HOLDI 259,999.000 234,164.50 216,561.10 WILMAR INTERNATIONAL LTD 35,831.000 95,772.09 109,917.17 DUTECH HOLDINGS LTD 35,700.000 12,540.47 7,035.66 SINGAPORE MEDICAL GROUP LTD 22,556.000 7,380.53 5,032.39 PEC LTD 284,500.000 125,556.53 124,831.74 HOCK LIAN SENG HOLDINGS LTD 5,900.000 1,787.52 1,623.47 SINGAPORE TECHNOLOGIES ENGINEE 13,000.000 31,120.86 38,130.05 CSE GLOBAL LTD 10,100.000 3,479.62 4,132.52 DBS GROUP HOLDINGS LTD 14,873.000 168,683.69 286,744.83 CITY DEVELOPMENTS LTD 4,542.000 31,581.77 37,048.38 BOUSTEAD SINGAPORE LTD 100,400.000 59,162.42 56,353.47 HANWELL HOLDINGS LTD 27,501.000 5,380.49 4,294.95 STAMFORD LAND CORP LTD 68,500.000 24,759.78 25,455.11 UOB-KAY HIAN HOLDINGS LTD 3,765.000 3,820.91 3,387.98 SINGAPORE EXCHANGE LTD 10,297.000 57,008.95 67,940.04 CAPITALAND LTD 19,828.000 35,427.12 55,315.16 CAPITALAND MALL TRUST 39,300.000 62,988.88 71,912.70 LUM CHANG HOLDINGS LTD 94,400.000 27,587.57 25,273.49 ASCENDAS REAL ESTATE INVESTMEN 37,826.000 67,025.44 83,587.29 COMFORTDELGRO CORP LTD 70,200.000 130,256.16 124,367.58 MICRO-MECHANICS HOLDINGS LTD 37,000.000 46,890.96 50,355.11 KINGSMEN CREATIVES LTD 50,000.000 32,596.95 15,989.29 HONG LEONG FINANCE LTD 14,936.000 27,497.43 29,670.58 SING INVESTMENTS & FINANCE LTD 20,200.000 21,466.23 21,331.95 UNITED OVERSEAS BANK LTD 228,078.000 3,421,691.48 4,487,276.26 UOL GROUP LTD 5,217.000 28,210.12 32,317.99 K1 VENTURES LTD 83,300.000 54,878.73 6,194.92 ABSA BANK LTD 997.000 62,462.67 52,633.70 GROWTHPOINT PROPERTIES LTD 45,568.000 98,341.36 72,227.26 NEPI ROCKCASTLE PLC 2,105.000 28,339.65 18,634.88 FORTRESS REIT LTD 7,511.000 10,031.02 10,360.09 ABSA GROUP LTD 6,204.000 76,025.79 66,358.72 MULTICHOICE GROUP 16,723.000 142,546.02 139,282.90 PROSUS NV 12,522.000 1,052,315.32 941,449.15 MOMENTUM METROPOLITAN HOLDINGS 38,141.000 51,713.52 59,405.45 REDEFINE PROPERTIES LTD 69,653.000 65,721.02 37,720.52 ALEXANDER FORBES GROUP HOLDING 80,394.000 38,093.19 31,900.46 ALLIED ELECTRONICS CORP LTD 12,781.000 8,398.73 21,105.21 MR PRICE GROUP LTD 9,972.000 135,024.65 130,297.54 ALVIVA HOLDINGS LTD 64,673.000 87,656.17 67,013.46 BID CORP LTD 4,558.000 92,886.73 107,686.86 TIGER BRANDS LTD 1,291.000 33,961.33 19,443.01 SANLAM LTD 13,102.000 63,470.35 74,198.95 STANDARD BANK GROUP LTD 9,997.000 107,689.42 120,506.64 SPAR GROUP LTD/THE 2,029.000 26,769.77 28,695.33 WOOLWORTHS HOLDINGS LTD/ SOUTH 10,664.000 45,697.07 37,081.75 ASPEN PHARMACARE HOLDINGS LTD 3,670.000 67,004.80 31,364.11 IMPALA PLATINUM HOLDINGS LTD 14,054.000 115,695.43 144,416.52 KUMBA IRON ORE LTD 2,632.000 59,532.54 78,457.88 COMBINED MOTOR HOLDINGS LTD 4,244.000 9,246.61 6,388.69 METAIR INVESTMENTS LTD 31,729.000 62,011.66 52,385.11 MONDI PLC 1,359.000 31,596.61 31,699.17 INVESTEC LTD 12,489.000 76,189.06 74,238.86 SUPER GROUP LTD/SOUTH AFRICA 1,149.000 2,139.62 2,338.72 VODACOM GROUP LTD 6,004.000 69,351.94 49,579.04 SIBANYE GOLD LTD 16,237.000 31,443.79 41,063.76

184 2019 | Investment Portfolio AS OF DEC. 31, 2019

ADCORP HOLDINGS LTD 8,561.000 12,287.27 7,965.00 AECI LTD 1,552.000 14,860.29 11,870.72 BIDVEST GROUP LTD/THE 3,511.000 59,300.30 51,483.39 CLICKS GROUP LTD 2,231.000 37,776.87 40,976.79 TRUWORTHS INTERNATIONAL LTD 18,629.000 100,875.55 65,595.67 DISCOVERY LTD 125,356.000 1,666,002.77 1,082,722.38 ARCELORMITTAL SOUTH AFRICA LTD 36,888.000 8,550.61 3,139.18 GOLD FIELDS LTD 11,515.000 86,368.99 77,501.17 REMGRO LTD 7,120.000 122,993.27 99,453.16 FOSCHINI GROUP LTD/THE 3,893.000 49,974.91 41,597.09 NORTHAM PLATINUM LTD 3,938.000 29,478.79 34,805.87 CAPITEC BANK HOLDINGS LTD 287.000 26,686.65 29,706.43 LIBERTY HOLDINGS LTD 3,090.000 23,659.30 24,475.67 MTN GROUP LTD 13,216.000 232,891.85 77,948.10 ANGLOGOLD ASHANTI LTD 3,266.000 64,911.95 73,315.89 TELKOM SA SOC LTD 54,749.000 164,446.12 136,259.05 FIRSTRAND LTD 30,047.000 104,332.77 135,350.17 PSG GROUP LTD 671.000 12,775.33 11,240.28 NASPERS LTD 11,693.000 1,138,319.16 1,914,318.78 NEDBANK GROUP LTD 2,080.000 35,830.02 31,906.48 WILSON BAYLY HOLMES-OVCON LTD 10,979.000 103,430.03 108,204.99 PICK N PAY STORES LTD 9,992.000 50,455.94 45,613.79 RMB HOLDINGS LTD 17,407.000 92,097.33 100,296.18 ANGLO AMERICAN PLATINUM LTD 873.000 41,799.21 81,649.31 SHOPRITE HOLDINGS LTD 3,684.000 61,636.18 33,218.90 HANWHA CORP 751.000 13,440.90 8,930.32 AMOREPACIFIC CORP 43.000 8,008.55 3,318.48 HYUNDAI MOTOR CO 523.000 30,486.86 35,902.87 LG CHEM LTD 69.000 12,188.06 10,302.76 LG HOUSEHOLD & HEALTH CARE LTD 18.000 9,790.32 11,999.04 HYUNDAI MOTOR CO 67.000 5,927.30 4,152.84 SAMSUNG ELECTRONICS CO LTD 56,885.000 1,884,087.99 2,219,328.90 JB FINANCIAL GROUP CO LTD 3,061.000 15,951.01 14,517.21 ORION CORP/REPUBLIC OF KOREA 197.000 14,853.99 17,959.76 HDC HYUNDAI DEVELOPMENT CO- ENG 472.000 18,281.30 10,454.31 HYUNDAI HEAVY INDUSTRIES HOLDI 63.000 22,845.33 18,370.12 BGF RETAIL CO LTD 46.000 6,486.18 6,717.07 NETMARBLE CORP 145.000 19,653.22 11,561.81 WOORI FINANCIAL GROUP INC 7,660.000 100,642.37 76,798.01 LOTTE DATA COMMUNICATION CO 208.000 7,534.06 7,418.15 SAMSUNG SDS CO LTD 263.000 32,345.80 44,165.12 SAMSUNG C&T CORP 670.000 92,898.92 62,737.06 MEGASTUDYEDU CO LTD 3,240.000 33,188.68 116,197.38 SAMSUNG BIOLOGICS CO LTD 111.000 18,543.06 41,395.76 DOOSAN BOBCAT INC 311.000 9,581.58 9,208.70 CELLTRION HEALTHCARE CO LTD 404.000 20,800.02 18,343.90 CELLTRION INC 672.000 50,754.22 104,404.70 DAESANG HOLDINGS CO LTD 3,706.000 25,282.28 21,595.93 HELIXMITH CO LTD 143.000 20,599.15 11,368.50 HANA FINANCIAL GROUP INC 5,002.000 187,042.38 158,773.32 HYUNDAI GLOVIS CO LTD 516.000 69,614.70 63,668.15 LOTTE SHOPPING CO LTD 86.000 27,469.74 10,061.19 HANON SYSTEMS 859.000 7,736.86 8,273.16 KISCO HOLDINGS CO LTD 1,730.000 19,895.31 19,147.67 HYUNDAI MARINE & FIRE INSURANC 1,899.000 47,966.88 44,194.86 GS HOLDINGS CORP 2,309.000 104,532.78 102,660.62 TELCOWARE CO LTD 2,033.000 25,333.44 23,384.59 LG DISPLAY CO LTD 1,646.000 42,326.07 23,012.37 DAEWON SAN UP CO LTD 5,666.000 33,825.21 28,967.88 DONGIL INDUSTRIES CO LTD 261.000 14,321.64 13,030.92 SAM JUNG PULP CO LTD 1,068.000 44,127.11 30,332.00 KPX HOLDINGS CORP 471.000 28,968.03 22,152.64 INCHEON CITY GAS CO LTD 421.000 11,746.57 10,452.17 HUNEED TECHNOLOGIES 3,331.000 25,368.09 20,938.83 S&T DYNAMICS CO LTD 2,659.000 17,253.28 15,189.89 SAMSUNG LIFE INSURANCE CO LTD 382.000 31,254.42 24,547.62 AMOREPACIFIC CORP 216.000 28,385.98 37,250.57 HANSAE YES24 HOLDINGS CO LTD 5,176.000 42,049.41 33,029.43 SK INNOVATION CO LTD 1,037.000 134,837.17 133,767.31 PAN OCEAN CO LTD 1,779.000 8,213.79 6,978.79 CJ CHEILJEDANG CORP 65.000 16,665.75 14,134.43 LMS CO LTD/SOUTH KOREA 996.000 12,711.93 15,036.52 KB FINANCIAL GROUP INC 3,042.000 106,520.58 125,607.91 MEDY-TOX INC 8.000 3,917.53 2,076.88 BNK FINANCIAL GROUP INC 52,365.000 322,827.91 345,975.14 VISANG EDUCATION INC 1,464.000 12,183.21 9,832.34 LG INNOTEK CO LTD 618.000 59,303.19 74,577.38 HYUNDAI HY COMMUNICATIONS & NE 2,197.000 8,411.38 6,479.15 HANMI PHARM CO LTD 49.000 13,762.91 12,546.03 CKH FOOD & HEALTH LTD 3,345.000 7,260.11 975.23

185 2019 | Investment Portfolio AS OF DEC. 31, 2019

FILA KOREA LTD 369.000 25,175.08 16,873.37 DAEYANG ELECTRIC CO LTD 1,253.000 13,228.86 15,048.70 KTCS CORP 15,117.000 37,352.19 29,534.33 E-MART INC 150.000 37,283.91 16,507.11 HANKOOK TIRE & TECHNOLOGY CO L 845.000 32,133.97 24,447.56 MCNEX CO LTD 10,258.000 212,338.22 333,713.98 BUSAN CITY GAS CO LTD 390.000 7,474.55 12,062.18 CHEIL WORLDWIDE INC 29.000 644.19 602.89 SAM YOUNG ELECTRONICS CO LTD 6,699.000 49,123.23 52,205.76 YOUNGONE HOLDINGS CO LTD 272.000 15,953.49 11,332.24 SAMSUNG FIRE & MARINE INSURANC 233.000 55,990.65 49,030.75 DB INSURANCE CO LTD 146.000 7,762.00 6,593.10 WOONGJIN COWAY CO LTD 395.000 26,587.17 31,735.93 KOREA GAS CORP 1,230.000 35,670.02 40,169.84 CJ CORP 142.000 10,074.85 11,851.20 KAKAO CORP 384.000 39,028.17 50,850.19 CJ ENM CO LTD 382.000 58,756.45 52,610.60 REDCAPTOUR CO LTD 4,183.000 59,019.63 56,565.77 SK TELECOM CO LTD 437.000 93,873.68 89,891.48 DAELIM INDUSTRIAL CO LTD 866.000 68,137.94 67,548.77 MIRAE ASSET DAEWOO CO LTD 2,978.000 25,022.06 19,386.74 NCSOFT CORP 124.000 35,372.99 57,817.17 DONGWON DEVELOPMENT CO LTD 22,241.000 101,467.15 78,572.51 DI DONG IL CORP 397.000 18,387.30 25,403.10 LG UPLUS CORP 6,366.000 78,802.77 78,095.59 GEUMHWA PSC CO LTD 862.000 23,041.63 21,964.85 MAEIL HOLDINGS CO LTD 854.000 8,438.05 7,818.17 LG HOUSEHOLD & HEALTH CARE LTD 64.000 31,665.96 69,719.17 LG CHEM LTD 7,740.000 2,373,103.06 2,117,082.53 GIIR INC 5,147.000 42,331.04 29,144.95 SEAH HOLDINGS CORP 303.000 30,027.62 20,536.26 SHINHAN FINANCIAL GROUP CO LTD 3,397.000 126,042.97 127,046.79 S-OIL CORP 1,166.000 101,018.62 95,479.40 DB HITEK CO LTD 9,980.000 112,582.11 237,415.40 HANWHA CHEMICAL CORP 969.000 24,094.97 15,732.16 SAMSUNG SECURITIES CO LTD 479.000 14,016.43 15,957.24 LOTTE CHEMICAL CORP 148.000 41,067.09 28,548.09 HOTEL SHILLA CO LTD 170.000 19,056.92 13,329.21 INTOPS CO LTD 7,622.000 68,770.39 84,561.67 KOREA SHIPBUILDING & OFFSHORE 348.000 40,664.15 37,761.08 HYUNDAI MOBIS CO LTD 569.000 148,809.36 125,825.46 SK HYNIX INC 8,994.000 441,877.29 730,954.86 HYUNDAI ENGINEERING & CONSTRUC 870.000 51,159.54 31,625.05 HYUNDAI MOTOR CO 1,323.000 230,872.13 137,566.32 HYUNDAI STEEL CO 2,549.000 126,711.60 69,414.99 INDUSTRIAL BANK OF KOREA 3,149.000 36,715.16 32,123.54 KCC CORP 64.000 14,528.03 12,994.29 KIA MOTORS CORP 7,685.000 311,912.41 292,731.22 KOREA ZINC CO LTD 507.000 191,083.33 186,636.18 HANWHA CORP 368.000 11,647.35 7,932.27 OCI CO LTD 121.000 24,392.55 6,561.03 CJ LOGISTICS CORP 71.000 11,109.33 9,502.34 KUMHO PETROCHEMICAL CO LTD 1,428.000 112,894.17 95,431.01 HLB INC 171.000 19,519.77 16,866.69 LG ELECTRONICS INC 3,805.000 241,380.88 235,960.75 LOTTE CORP 214.000 15,279.48 7,197.96 LG CORP 837.000 45,782.26 53,279.79 NH INVESTMENT & SECURITIES CO 1,078.000 11,282.27 11,803.48 GS ENGINEERING & CONSTRUCTION 458.000 26,311.34 12,228.15 MI CHANG OIL INDUSTRIAL CO LTD 244.000 18,963.11 16,747.18 NAVER CORP 8,425.000 665,764.47 1,357,209.20 HYUNDAI DEPARTMENT STORE CO LT 123.000 9,817.94 8,824.67 PUREUN MUTUAL SAVINGS BANK 5,473.000 39,507.29 37,054.92 DONGBU CORP 3,214.000 24,022.76 23,712.74 KOREA INVESTMENT HOLDINGS CO L 1,744.000 112,229.66 108,949.77 AMOREPACIFIC GROUP 133.000 10,701.99 9,500.45 POSCO 945.000 287,694.87 192,535.69 SAMSUNG ENGINEERING CO LTD 1,182.000 16,650.94 19,574.62 SAMSUNG SDI CO LTD 421.000 62,160.49 85,592.01 SAMSUNG ELECTRO-MECHANICS CO L 345.000 27,362.71 37,141.82 SAMSUNG ELECTRONICS CO LTD 125,257.000 2,927,990.73 6,035,423.06 SAMHO INTERNATIONAL CO LTD 5,057.000 63,466.03 86,444.94 SAMSUNG HEAVY INDUSTRIES CO LT 3,393.000 48,781.25 21,273.15 SEOUL CITY GAS CO LTD 23.000 1,373.99 1,404.42 SHINSEGAE INC 27.000 6,032.78 6,735.35 SHINYOUNG SECURITIES CO LTD 462.000 24,147.81 21,733.82 TAEKWANG INDUSTRIAL CO LTD 32.000 34,908.38 29,291.21 YUHAN CORP 71.000 12,607.24 14,500.32 SWEDENCARE AB 1,156.000 10,878.08 11,435.90

186 2019 | Investment Portfolio AS OF DEC. 31, 2019

EPIROC AB 121,790.000 797,035.80 1,489,248.90 EPIROC AB 3,065.000 18,795.60 36,399.46 ATLAS COPCO AB 66,077.000 785,576.04 2,635,490.98 ATLAS COPCO AB 4,507.000 84,296.69 156,460.32 NYFOSA AB 1,408.000 7,583.69 12,184.55 SVOLDER AB 7,971.000 109,896.24 113,727.89 VITROLIFE AB 2,040.000 7,350.23 43,066.94 ESSITY AB 8,352.000 168,425.73 269,405.04 SECTRA AB 991.000 12,850.28 41,393.31 BOLIDEN AB 5,282.000 150,819.75 140,573.57 AVANZA BANK HOLDING AB 19,510.000 106,863.19 203,995.50 EQT AB 7,981.000 66,353.16 92,990.01 KINNEVIK AB 3,097.000 86,998.68 75,828.94 THULE GROUP AB 18,180.000 285,287.94 419,764.91 SVENSKA HANDELSBANKEN AB 12,143.000 128,421.79 130,821.56 ASSA ABLOY AB 6,767.000 55,323.71 158,219.76 AMBEA AB 26,201.000 194,321.57 219,850.23 NORDEA BANK ABP 29,645.000 282,505.75 239,940.95 EOLUS VIND AB 3,949.000 26,254.77 46,235.75 FASTIGHETS AB BALDER 8,581.000 297,213.46 397,285.19 OREXO AB 23,836.000 121,327.36 159,875.22 ELEKTA AB 37,152.000 389,325.48 489,736.70 ICA GRUPPEN AB 328.000 11,163.09 15,326.81 MILLICOM INTERNATIONAL CELLULA 595.000 55,759.84 28,534.25 GUNNEBO AB 7,801.000 21,581.36 22,159.46 SWEDISH ORPHAN BIOVITRUM AB 21,500.000 557,013.32 355,366.80 ELECTROLUX AB 961.000 15,805.32 23,598.64 VOLVO AB 47,936.000 747,468.01 804,893.02 SKF AB 2,930.000 59,403.01 59,395.31 SANDVIK AB 33,063.000 513,939.53 646,570.72 INDUSTRIVARDEN AB 1,978.000 34,106.86 47,794.11 HEXAGON AB 2,411.000 99,609.85 135,161.36 HUSQVARNA AB 922.000 4,410.56 7,387.03 GHP SPECIALTY CARE AB 9,203.000 13,454.78 18,585.47 TELE2 AB 2,770.000 36,939.90 40,203.87 L E LUNDBERGFORETAGEN AB 181.000 5,795.12 7,955.78 CATELLA AB 42,185.000 73,879.87 118,756.30 SKANDINAVISKA ENSKILDA BANKEN 11,200.000 102,733.01 105,419.09 SWEDBANK AB 5,448.000 90,092.83 81,295.10 PROACT IT GROUP AB 9,670.000 144,092.53 190,040.57 SECURITAS AB 1,109.000 11,786.62 19,145.42 INVESTOR AB 5,313.000 186,515.92 290,448.27 HENNES & MAURITZ AB 8,484.000 248,882.80 172,558.39 TELEFONAKTIEBOLAGET LM ERICSSO 54,786.000 534,269.29 480,323.87 TELIA CO AB 742,394.000 3,993,601.63 3,190,814.65 SKANSKA AB 8,236.000 144,645.71 186,338.60 LUNDIN PETROLEUM AB 3,984.000 124,841.48 135,473.39 ALFA LAVAL AB 2,090.000 41,591.78 52,683.14 GETINGE AB 32,701.000 466,917.04 607,567.57 CIE FINANCIERE RICHEMONT SA 20,908.000 1,587,413.71 1,640,293.28 SIKA AG 1,200.000 49,250.18 225,854.48 SENSIRION HOLDING AG 2,882.000 121,189.15 122,601.46 ALCON INC 2,633.000 106,629.13 149,073.97 AMS AG 3,555.000 242,114.54 144,470.08 UBS GROUP AG 72,969.000 904,798.98 920,407.99 VIFOR PHARMA AG 200.000 28,423.34 36,513.23 PARGESA HOLDING SA 645.000 52,262.24 53,553.67 DUFRY AG 232.000 23,182.46 22,985.76 SWISS PRIME SITE AG 173.000 14,911.68 20,043.53 GEBERIT AG 176.000 46,119.38 98,747.98 SCHINDLER HOLDING AG 447.000 56,054.05 113,667.47 SCHINDLER HOLDING AG 179.000 35,808.32 43,830.14 PARTNERS GROUP HOLDING AG 149.000 94,892.17 136,476.22 KUEHNE + NAGEL INTERNATIONAL A 10,331.000 1,492,210.91 1,740,478.13 JULIUS BAER GROUP LTD 1,573.000 62,797.07 81,190.39 SWISS RE AG 2,562.000 170,115.78 287,790.12 DKSH HOLDING AG 4,226.000 318,306.20 229,792.72 ZUR ROSE GROUP AG 2,280.000 275,763.51 251,859.13 CARLO GAVAZZI HOLDING AG 169.000 37,402.87 45,376.16 SGS SA 47.000 83,323.47 128,587.16 STARRAG GROUP HOLDING AG 136.000 9,428.71 6,320.03 CALIDA HOLDING AG 163.000 5,912.08 6,191.78 SWISSCOM AG 240.000 108,356.21 127,027.44 CHOCOLADEFABRIKEN LINDT & SPRU 11.000 33,991.87 85,343.65 CHOCOLADEFABRIKEN LINDT & SPRU 1.000 34,667.69 88,299.20 GIVAUDAN SA 85.000 145,171.33 265,875.54 ZURICH INSURANCE GROUP AG 4,810.000 1,197,555.25 1,971,653.51 NOVARTIS AG 51,820.000 3,411,621.60 4,906,760.90 ABB LTD 157,251.000 3,146,652.23 3,794,022.24 ROCHE HOLDING AG 10,793.000 2,533,765.78 3,497,729.34

187 2019 | Investment Portfolio AS OF DEC. 31, 2019

ADECCO GROUP AG 4,809.000 280,721.61 303,852.87 LAFARGEHOLCIM LTD 9,436.000 524,659.93 522,945.70 TECAN GROUP AG 1,665.000 217,425.43 467,778.47 NESTLE SA 66,044.000 4,388,710.41 7,150,914.83 BALOISE HOLDING AG 396.000 71,627.48 71,530.54 TEMENOS AG 477.000 78,488.64 75,371.74 SONOVA HOLDING AG 1,536.000 282,947.91 351,215.44 STRAUMANN HOLDING AG 18.000 10,026.40 17,657.81 CREDIT SUISSE GROUP AG 25,601.000 479,681.53 347,232.81 SWATCH GROUP AG/THE 289.000 156,820.18 80,511.63 SWATCH GROUP AG/THE 784.000 46,755.51 41,373.12 LONZA GROUP AG 551.000 141,534.24 200,843.80 CIE FINANCIERE TRADITION SA 352.000 26,358.22 38,349.77 SWISS LIFE HOLDING AG 208.000 77,668.10 104,294.57 EMS-CHEMIE HOLDING AG 83.000 41,064.49 54,590.35 AIRPORTS OF THAILAND PCL 50,700.000 58,775.78 125,676.25 GULF ENERGY DEVELOPMENT PCL 4,700.000 26,392.79 25,950.94 MINOR INTL WTS 31-DEC-21 610.000 0.00 65.57 TORAY TEXTILES THAILAND PCL 277.000 845.04 462.38 TRUE CORP PCL 122,303.000 36,658.37 18,782.08 DIAMOND BUILDING PRODUCTS PCL 51,400.000 9,278.78 10,705.85 THAI RAYON PCL 46,193.000 60,002.05 43,565.57 THAI STANLEY ELECTRIC PCL 5,200.000 31,770.37 31,226.83 CENTRAL PATTANA PCL 12,200.000 30,436.70 25,220.62 BANGKOK DUSIT MEDICAL SERVICES 63,300.000 49,136.45 54,770.70 BUMRUNGRAD HOSPITAL PCL 2,100.000 9,652.82 10,290.37 MINOR INTERNATIONAL PCL 12,200.000 15,243.78 14,662.61 THAI OIL PCL 62,881.000 124,923.28 146,424.06 CAL-COMP ELECTRONICS THAILAND 55,900.000 2,976.00 3,465.97 CP ALL PCL 39,898.000 42,115.48 96,236.05 CHAROEN POKPHAND FOODS PCL 39,478.000 29,585.26 36,244.04 INDORAMA VENTURES PCL 31,000.000 31,938.48 36,222.51 PTT GLOBAL CHEMICAL PCL 59,400.000 119,640.18 112,373.46 PTT GLOBAL CHEMICAL PCL 17,217.000 37,683.51 32,762.81 ENERGY ABSOLUTE PCL 37,849.000 22,815.74 55,281.68 BERLI JUCKER PCL 21,800.000 29,713.02 30,567.12 KRUNG THAI BANK PCL 146,400.000 84,760.40 79,864.13 KANG YONG ELECTRIC PCL 342.000 2,460.44 2,877.24 MURAMOTO ELECTRON THAILAND PCL 5,255.000 37,879.15 30,526.06 THANACHART CAPITAL PCL 206,900.000 247,665.66 368,468.23 PADAENG INDUSTRY PCL 25,727.000 12,399.23 5,626.90 RATCH GROUP PCL 26,900.000 58,940.84 61,595.25 ROBINSON PCL 4,200.000 8,962.80 9,241.73 KASIKORNBANK PCL 23,876.000 132,099.08 119,665.98 TMB BANK PCL 653,500.000 35,071.32 36,401.66 BANGKOK BANK PCL 26,652.000 161,828.45 142,337.29 ADVANCED INFO SERVICE PCL 11,152.000 53,346.54 79,301.46 ADVANCED INFO SERVICE PCL 37,900.000 273,420.72 268,263.88 HOME PRODUCT CENTER PCL 67,800.000 37,198.31 35,906.05 THAI UNION GROUP PCL 93,400.000 50,429.25 41,914.27 SUSCO PCL 398,772.000 36,755.68 37,244.01 SIAM CEMENT PCL/THE 4,573.000 58,081.53 59,615.60 LANNA RESOURCES PCL 10,571.000 4,186.99 2,718.78 SIAM COMMERCIAL BANK PCL/THE 13,243.000 50,458.78 53,938.02 IRPC PCL 837,052.000 112,376.85 102,836.92 PANORA GAYRIMENKUL YATIRIM ORT 11,372.000 17,486.79 11,865.43 YENI GIMAT GAYRIMENKUL ORTAKLI 9,900.000 15,800.82 21,647.97 AVIVASA EMEKLILIK VE HAYAT AS 856.000 1,378.40 2,005.41 BIM BIRLESIK MAGAZALAR AS 2,100.000 15,067.23 16,475.87 AKSIGORTA AS 43,710.000 33,753.77 44,752.87 ANADOLU EFES BIRACILIK VE MALT 3,965.000 50,831.27 15,384.21 AKBANK T.A.S. 15,236.000 42,278.25 20,779.09 ARCELIK AS 11,273.000 36,888.35 39,492.68 ASELSAN ELEKTRONIK SANAYI VE T 757.000 4,633.27 2,665.30 DOGAN SIRKETLER GRUBU HOLDING 469,582.000 119,624.16 145,282.48 EREGLI DEMIR VE CELIK FABRIKAL 40,891.000 78,020.13 62,143.78 TURKCELL ILETISIM HIZMETLERI A 7,189.000 30,769.98 16,677.15 TURKIYE GARANTI BANKASI AS 5,098.000 17,182.54 9,551.01 TURKIYE IS BANKASI AS 207,566.000 214,912.83 223,716.14 TUPRAS TURKIYE PETROL RAFINERI 3,325.000 72,946.69 70,879.29 YAPI VE KREDI BANKASI AS 826,398.000 340,443.58 344,579.78 HACI OMER SABANCI HOLDING AS 102,927.000 160,518.61 165,102.24 TAV HAVALIMANLARI HOLDING AS 11,230.000 54,341.10 55,073.74 IS YATIRIM MENKUL DEGERLER AS 77,472.000 45,830.64 58,615.35 TURKIYE HALK BANKASI AS 20,209.000 24,963.06 20,083.85 SELCUK ECZA DEPOSU TICARET VE 98,437.000 98,699.59 100,931.40 TORUNLAR GAYRIMENKUL YATIRIM O 89,237.000 69,915.96 41,262.70 EDITA FOOD INDUSTRIES SAE 8,384.000 51,477.76 45,273.60 EDITA FOOD INDUSTRIES SAE 2,234.000 16,029.48 12,063.60 INTEGRATED DIAGNOSTICS HOLDING 32,631.000 132,860.37 131,103.79

188 2019 | Investment Portfolio AS OF DEC. 31, 2019

MMC NORILSK NICKEL PJSC 4,880.000 98,208.71 149,254.25 LIVANOVA PLC 900.000 97,619.62 67,887.00 LUKOIL PJSC 1,302.000 79,382.94 129,343.62 NOVATEK PJSC 958.000 112,636.17 194,541.87 NOVOLIPETSK STEEL PJSC 4,367.000 105,627.11 100,880.40 SURGUTNEFTEGAS PJSC 6,434.000 51,305.11 52,015.73 VTB BANK PJSC 118.000 417.18 173.25 ROSNEFT OIL CO PJSC 4,666.000 31,050.94 33,674.13 MAGNIT PJSC 53,569.000 1,575,495.64 647,497.82 LSR GROUP PJSC 15,266.000 29,163.82 37,891.17 MAIL.RU GROUP LTD 12,526.000 340,561.62 279,751.86 GAZPROM PJSC 18,968.000 147,638.59 156,201.20 SHANGHAI LUJIAZUI FINANCE & TR 88,800.000 83,616.51 85,892.69 DAIRY FARM INTERNATIONAL HOLDI 2,700.000 24,935.95 15,400.78 ELEC & ELTEK INTERNATIONAL CO 16,700.000 18,219.40 27,889.00 HONGKONG LAND HOLDINGS LTD 11,200.000 77,488.72 64,453.51 DP WORLD PLC 2,654.000 45,098.73 34,732.94 CHINA YUCHAI INTERNATIONAL LTD 1,058.000 14,288.79 14,103.14 CREDICORP LTD 7,025.000 927,706.48 1,497,238.25 LIVANOVA PLC 1,876.000 168,437.49 141,506.68 SINA CORP/CHINA 500.000 35,395.25 19,965.00 STONECO LTD 6,674.000 164,211.88 266,225.86 TSAKOS ENERGY NAVIGATION LTD 8,760.000 28,957.59 38,193.60 FAISAL ISLAMIC BANK OF EGYPT 8,279.000 8,043.95 8,237.61 SPOTIFY TECHNOLOGY SA 10,762.000 1,631,349.14 1,609,457.10 AUDIOCODES LTD 1,649.000 12,045.32 42,362.81 CHECK POINT SOFTWARE TECHNOLOG 1,035.000 89,485.44 114,843.60 CYBERARK SOFTWARE LTD 5,021.000 343,189.99 585,348.18 TARO PHARMACEUTICAL INDUSTRIES 3,213.000 339,783.82 282,519.09 TOWER SEMICONDUCTOR LTD 1,926.000 41,589.66 46,339.56 WIX.COM LTD 2,600.000 185,341.62 318,188.00 MMC NORILSK NICKEL PJSC 35,374.000 814,783.12 1,078,553.26 LUKOIL PJSC 2,076.000 105,896.75 204,921.96 RELIANCE INDUSTRIES LTD 9,763.000 140,997.87 414,178.68 MAHINDRA & MAHINDRA LTD 8,236.000 72,349.47 63,417.20 ROSNEFT OIL CO PJSC 22,034.000 128,353.28 159,530.57 GAIL INDIA LTD 2,743.000 32,495.21 27,911.12 NOVATEK PJSC 630.000 69,224.68 129,150.00 GAZPROM PJSC 52,729.000 385,270.15 433,432.38 AERCAP HOLDINGS NV 1,725.000 76,980.05 106,035.75 AFFIMED NV 17,966.000 69,324.17 49,226.84 NXP SEMICONDUCTORS NV 1,992.000 189,158.51 253,501.92 COPA HOLDINGS SA 14,401.000 1,400,985.47 1,556,460.08 ALIBABA GROUP HOLDING LTD 31,790.000 3,825,222.15 6,742,659.00 ANGLOGOLD ASHANTI LTD 6,611.000 126,810.90 147,689.74 AUTOHOME INC 716.000 55,033.78 57,287.16 BAIDU INC 3,292.000 611,753.01 416,108.80 BANCO SANTANDER CHILE 2,183.000 58,195.65 50,361.81 BAOZUN INC 300.000 11,235.75 9,936.00 BEIGENE LTD 300.000 42,264.75 49,728.00 BEST INC 1,500.000 8,613.75 8,340.00 CHINA DISTANCE EDUCATION HOLDI 1,174.000 5,182.83 9,497.66 CIA DE SANEAMENTO BASICO DO ES 14,516.000 129,563.39 218,465.80 CIA DE MINAS BUENAVENTURA SAA 5,351.000 111,013.41 80,800.10 CORUS ENTERTAINMENT INC 1,038.000 4,305.76 4,245.93 DR REDDY’S LABORATORIES LTD 853.000 30,714.32 34,614.74 EMBRAER SA 904.000 21,727.70 17,618.96 58.COM INC 5,898.000 308,874.00 381,777.54 51JOB INC 200.000 21,463.22 16,980.00 FINVOLUTION GROUP 9,747.000 40,205.64 25,829.55 GDS HOLDINGS LTD 600.000 25,948.70 30,948.00 GAZPROM PJSC 234,846.000 1,088,284.46 1,930,434.12 GOLD FIELDS LTD 25,691.000 138,599.29 169,560.60 HUAZHU GROUP LTD 5,458.000 185,633.01 218,702.06 HUTCHISON CHINA MEDITECH LTD 500.000 9,826.25 12,535.00 HUYA INC 500.000 10,791.25 8,975.00 ICICI BANK LTD 19,365.000 189,270.66 292,217.85 INFOSYS LTD 59,275.000 496,425.01 611,718.00 IQIYI INC 1,100.000 29,878.75 23,221.00 ISRAEL DISCOUNT BANK LTD 619.000 22,201.81 29,091.45 ITAU UNIBANCO HOLDING SA 319,062.000 2,701,926.63 2,919,417.30 JOYY INC 679.000 71,568.10 35,844.41 JD.COM INC 8,300.000 209,586.18 292,409.00 LATAM AIRLINES GROUP SA 5,170.000 59,008.15 52,527.20 LEXINFINTECH HOLDINGS LTD 17,637.000 210,366.95 244,977.93 MOBILE TELESYSTEMS PJSC 7,441.000 57,559.45 75,526.15 MOMO INC 1,527.000 67,766.96 51,154.50 NIO INC 7,200.000 10,674.00 28,944.00 NETEASE INC 6,973.000 1,788,317.65 2,138,200.72

189 2019 | Investment Portfolio AS OF DEC. 31, 2019

NEW ORIENTAL EDUCATION & TECHN 1,706.000 79,819.41 206,852.50 NOAH HOLDINGS LTD 300.000 17,325.75 10,611.00 NORTH AMERICAN CONSTRUCTION GR 8,766.000 49,550.39 106,243.92 LUKOIL PJSC 1,875.000 150,487.17 185,081.25 PINDUODUO INC 2,205.000 67,772.44 83,393.10 QUDIAN INC 28,184.000 229,259.10 132,746.64 RELIANCE INDUSTRIES LTD 3,463.000 123,464.31 146,911.89 RITCHIE BROS AUCTIONEERS INC 4,852.000 206,596.65 208,393.40 RYANAIR HOLDINGS PLC 26,494.000 1,437,683.03 2,321,139.34 SBERBANK OF RUSSIA PJSC 17,035.000 171,258.47 279,374.00 SOCIEDAD QUIMICA Y MINERA DE C 1,718.000 73,582.46 45,853.42 STATE BANK OF INDIA 1,384.000 49,623.29 64,713.07 SURGUTNEFTEGAS PJSC 5,570.000 27,845.66 34,589.70 SURGUTNEFTEGAS PJSC 18,932.000 101,824.51 153,835.75 TAIWAN SEMICONDUCTOR MANUFACTU 17,066.000 744,395.00 991,534.60 TAL EDUCATION GROUP 4,150.000 89,458.89 200,030.00 TASEKO MINES LTD 57,035.000 96,554.43 27,376.80 TATA MOTORS LTD 2,366.000 63,746.25 30,592.38 TENCENT MUSIC ENTERTAINMENT GR 77,240.000 1,126,195.47 906,797.60 TEVA PHARMACEUTICAL INDUSTRIES 800.000 6,538.00 7,840.00 TIM PARTICIPACOES SA 14,465.000 218,772.78 276,426.15 TRANSGLOBE ENERGY CORP 8,025.000 11,636.53 11,074.50 TRANSPORTADORA DE GAS DEL SUR 1,434.000 12,072.50 10,281.78 TRIP.COM GROUP LTD 5,277.000 225,671.92 176,990.58 UBISOFT ENTERTAINMENT SA 1,433.000 17,982.14 19,746.74 VIPSHOP HOLDINGS LTD 5,126.000 57,360.44 72,635.42 WEIBO CORP 550.000 26,609.75 25,492.50 WIPRO LTD 12,098.000 48,654.11 45,367.50 YPF SA 4,900.000 67,902.22 56,742.00 YIREN DIGITAL LTD 11,913.000 61,825.12 66,117.15 ZTO EXPRESS CAYMAN INC 3,752.000 74,448.38 87,609.20 ZYMEWORKS INC 745.000 10,198.33 33,867.70 EMAAR MALLS PJSC 24,721.000 12,822.76 12,309.50 MANAZEL REAL ESTATE PJSC 7,119.000 801.64 775.26 ALDAR PROPERTIES PJSC 20,447.000 12,894.47 12,027.36 EMAAR PROPERTIES PJSC 36,703.000 47,503.37 40,179.37 ABU DHABI ISLAMIC BANK PJSC 161,177.000 212,024.32 236,548.85 DUBAI ISLAMIC BANK PJSC 24,824.000 35,839.34 37,217.37 EMIRATES TELECOMMUNICATIONS GR 22,097.000 97,559.61 98,314.64 ABU DHABI COMMERCIAL BANK PJSC 24,007.000 51,198.18 51,778.45 FIRST ABU DHABI BANK PJSC 29,749.000 120,430.90 122,621.01 483,982,994.33 584,170,419.13

Futures DAX INDEX FUTURE (EUX) 8.000 3/20/2020 0.00 -14,706.66 FTSE/MIB INDEX FUTURE (MIL) 36.000 3/20/2020 0.00 -14,135.57 IBEX 35 INDEX FUTURE (MFM) 11.000 1/17/2020 0.00 -8,975.31 SWISS MKT IX FUTURE (OTC) -9.000 3/20/2020 0.00 -6,621.68 MEX BOLSA INDEX FUTURE (MDX) 13.000 3/20/2020 0.00 -6,470.01 HSCEI FUTURE (HKG) -8.000 1/30/2020 0.00 -5,706.84 FTSE KLCI FUTURE (MDE) 11.000 1/31/2020 0.00 -2,859.04 SGX CNX NIFTY ETS (SGX) 9.000 1/30/2020 0.00 -1,442.12 TAIEX FUTURE (OTC) 5.000 1/15/2020 0.00 -898.21 TOPIX INDEX FUTURE (OSE) 19.000 3/12/2020 0.00 -893.00 WIG20 INDEX FUTURE (OTC) -9.000 3/20/2020 0.00 -826.37 KOSPI2 INDEX FUTURE (KFE) -1.000 3/20/2020 0.00 -701.12 SET50 FUTURE (TEF) -26.000 3/30/2020 0.00 -175.62 HANG SENG INDEX FUTURE (HKG) 1.000 1/30/2020 0.00 -83.42 TEL AVIV 35 IX FUTUREJ (OTC) 14.000 1/31/2020 0.00 -10.57 DTOP INDEX FUTURE (OTC) -7.000 3/19/2020 0.00 97.83 SGX CNX NIFTY ETS (OTC) -3.000 1/30/2020 0.00 423.43 CAC40 10 EURO FUTURE (EOP) 89.000 1/17/2020 0.00 620.37 MSCI SING IX ETS FUTURE (SGX) -25.000 1/30/2020 0.00 1,076.41 S&P /TSE 60 INDEX FUTURES(MSE) -7.000 3/19/2020 0.00 1,775.21 BIST 30 FUTURE (OTC) 86.000 2/28/2020 0.00 2,889.69 FTSE/JSE TOP 40 FUTURE (SAF) -12.000 3/19/2020 0.00 2,983.34 FTSE 100 INDEX FUTURE (ICF) -1.000 3/20/2020 0.00 3,942.41 OMXS30 IND FUTURE (SSE) -20.000 1/17/2020 0.00 4,341.98 AMSTERDAM INDEX FUTURE (EOE) -19.000 1/17/2020 0.00 10,300.06 BOVESPA INDEX FUTURE (OTC) 25.000 2/12/2020 0.00 14,767.45 HSCEI FUTURE (OTC) 38.000 1/30/2020 0.00 30,037.01 SPI 200 FUTURE (SFE) -12.000 3/19/2020 0.00 39,103.06 KOSPI2 INDEX FUTURE (OTC) 25.000 3/12/2020 0.00 106,722.48 MSCI TAIWAN INDEX FUTURE (SGX) 7.000 1/30/2020 0.00 -2,253.58 MSCI EAFE FUTURE (NYF) 16.000 3/20/2020 0.00 29,275.00 MSCI EMGMKT FUTURE (NYF) 25.000 3/20/2020 0.00 77,220.00 0.00 258,816.61

190 2019 | Investment Portfolio AS OF DEC. 31, 2019

Swaps EQS-AQR11582125-M7SE INDEX -439.000 0.00 -2,074,827.85 EQS-AQR11582129-M7CH INDEX -271.000 0.00 -911,565.81 EQS-AQR11582113-M7IT INDEX -765,399.690 3/18/2020 0.00 -859,161.15 EQS-AQR11582141-M7ZA INDEX -6,029.000 0.00 -428,969.37 EQS-AQR11582065-M7AU INDEX -85.000 0.00 -408,541.57 EQS-AQR11582149-M7BR INDEX -787,211.225 3/18/2020 0.00 -195,692.25 EQS-AQR11582137-M7PL INDEX -679.000 0.00 -34,239.54 EQS-AQR11582137-M7PL INDEX 123,822.440 3/18/2020 0.00 32,694.12 EQS-AQR11582149-M7BR INDEX 634.000 0.00 204,624.06 EQS-AQR11582065-M7AU INDEX 572,566.800 3/18/2020 0.00 402,485.83 EQS-AQR11582141-M7ZA INDEX 6,661,514.009 3/18/2020 0.00 476,383.88 EQS-AQR11582129-M7CH INDEX 854,565.980 3/18/2020 0.00 882,497.01 EQS-AQR11582113-M7IT INDEX 6,809.000 0.00 883,313.36 EQS-AQR11582125-M7SE INDEX 18,682,768.840 3/18/2020 0.00 1,995,798.42 EQS-AQR11582109-NDEUIS INDEX -342,254.232 3/18/2020 0.00 -342,254.23 EQS-AQR11582109-NDEUIS INDEX 2,504.000 0.00 346,245.61 0.00 -31,209.48

Total Investments, Social Purpose 505,446,082 609,228,529 Non-US Public Equity Pool

Non-U.S Public Equity Pool

Cash and Cash Equivalents - Total 35,407,351 35,458,034

Equity - U.S. BAUSCH HEALTH COS INC 14,641.000 708,594.87 438,863.06 NEXTEER AUTOMOTIVE GROUP LTD 75,000.000 64,072.03 68,081.43 CARNIVAL PLC 6,018.000 242,168.97 287,406.10 MERCADOLIBRE INC 13,616.000 1,093,065.81 7,787,535.04 SOUTHERN COPPER CORP 3,231.000 100,365.22 137,252.88 YUM CHINA HOLDINGS INC 9,891.000 354,418.84 474,866.91 2,562,685.74 9,194,005.42

Equity - Non-U.S. STEADFAST GROUP LTD 171,958.000 370,207.67 421,670.87 UNIBAIL-RODAMCO-WESTFIELD 7,058.000 112,036.85 55,659.37 ACCENT GROUP LTD 26,233.000 24,175.33 34,422.70 PENDAL GROUP LTD 39,150.000 123,697.81 237,100.52 PEOPLE INFRASTRUCTURE LTD 7,847.000 12,463.76 17,921.28 PERENTI GLOBAL LTD 117,283.000 138,828.07 133,876.41 SCENTRE GROUP 145,067.000 439,499.60 391,219.77 AURELIA METALS LTD 116,658.000 75,754.83 35,685.19 AUSNET SERVICES 31,313.000 31,397.93 37,402.91 MEDIBANK PVT LTD 47,932.000 86,297.52 106,538.17 AGL ENERGY LTD 10,641.000 139,642.69 153,859.88 OOH!MEDIA LTD 117,363.000 409,907.39 300,942.61 SOUTH32 LTD 386,495.000 807,225.10 737,079.39 CIMIC GROUP LTD 37,860.000 883,224.98 884,836.07 JOHNS LYNG GROUP LTD 20,964.000 20,761.15 32,267.46 COLES GROUP LTD 18,257.000 165,606.74 191,006.99 VICINITY CENTRES 86,311.000 195,070.76 151,354.26 MAGELLAN FINANCIAL GROUP LTD 34,442.000 1,057,327.15 1,384,422.92 GOODMAN GROUP 44,674.000 184,350.60 420,662.02 DEXUS 26,173.000 152,679.11 215,736.38 SEEK LTD 5,645.000 57,733.34 89,725.77 BRAMBLES LTD 47,998.000 389,155.64 396,302.63 CHARTER HALL GROUP 19,641.000 161,149.31 153,216.99 MACQUARIE GROUP LTD 4,815.000 173,439.01 466,412.25 CROWN RESORTS LTD 12,310.000 113,778.89 104,090.51 BASE RESOURCES LTD 103,320.000 22,032.74 15,978.33 VOCUS GROUP LTD 85,685.000 192,329.30 172,847.04 EVOLUTION MINING LTD 200,522.000 522,923.66 533,863.41 MACA LTD 40,976.000 27,268.59 30,244.46 MYSTATE LTD 12,876.000 40,704.22 44,872.00 NEXTDC LTD 69,005.000 372,907.81 320,259.75 KATHMANDU HOLDINGS LTD 24,881.000 41,877.84 55,625.79 JAMES HARDIE INDUSTRIES PLC 7,233.000 63,863.77 142,047.74 TREASURY WINE ESTATES LTD 10,743.000 55,174.93 122,977.74 SYDNEY AIRPORT 16,167.000 58,382.25 98,670.69 XERO LTD 5,422.000 258,529.14 305,778.76 AURIZON HOLDINGS LTD 238,204.000 863,417.10 877,809.27 RAMSAY HEALTH CARE LTD 1,997.000 53,977.17 102,065.20 AUSTRALIA & NEW ZEALAND BANKIN 63,101.000 1,361,377.31 1,095,066.68 WESTPAC BANKING CORP 53,110.000 1,245,457.81 906,602.21 FORTESCUE METALS GROUP LTD 194,950.000 1,133,194.18 1,471,865.93 TELSTRA CORP LTD 120,332.000 381,082.71 300,295.94 BENDIGO & ADELAIDE BANK LTD 7,849.000 77,603.87 54,068.73

191 2019 | Investment Portfolio AS OF DEC. 31, 2019

DATA#3 LTD 24,727.000 18,341.94 64,547.51 COCA-COLA AMATIL LTD 13,405.000 126,704.31 104,409.28 ASX LTD 4,655.000 154,226.94 257,159.95 BHP GROUP LTD 71,480.000 2,334,701.78 1,961,214.73 CALTEX AUSTRALIA LTD 4,522.000 93,736.90 108,201.94 MIRVAC GROUP 94,523.000 140,945.65 211,769.27 SARACEN MINERAL HOLDINGS LTD 314,214.000 718,208.88 731,101.98 HARVEY NORMAN HOLDINGS LTD 11,137.000 28,161.10 31,922.89 COMPUTERSHARE LTD 7,552.000 70,914.87 89,170.57 CSL LTD 24,744.000 2,871,222.44 4,810,307.61 REA GROUP LTD 1,000.000 38,278.50 73,029.53 TRANSURBAN GROUP 38,626.000 260,404.41 405,703.22 COCHLEAR LTD 20,077.000 1,209,585.78 3,179,128.14 ORIGIN ENERGY LTD 29,772.000 297,666.54 177,273.07 COMMONWEALTH BANK OF AUSTRALIA 26,361.000 1,502,696.57 1,484,518.05 BORAL LTD 17,664.000 67,896.86 55,803.92 RIO TINTO LTD 9,955.000 555,798.50 705,240.94 CSR LTD 23,885.000 78,679.74 76,435.64 APA GROUP 18,763.000 101,824.83 146,787.06 ARISTOCRAT LEISURE LTD 8,693.000 62,036.33 206,520.52 WESTERN AREAS LTD 30,059.000 65,384.13 64,208.52 INFOMEDIA LTD 35,698.000 35,014.16 52,433.35 INSURANCE AUSTRALIA GROUP LTD 37,213.000 156,674.11 200,821.84 PRO MEDICUS LTD 24,687.000 390,827.82 388,090.05 TECHNOLOGY ONE LTD 82,438.000 410,300.98 481,323.73 BRICKWORKS LTD 3,166.000 37,367.51 41,648.74 ST BARBARA LTD 168,394.000 583,049.41 321,799.72 TPG TELECOM LTD 5,024.000 27,636.90 23,743.36 FLIGHT CENTRE TRAVEL GROUP LTD 997.000 40,110.35 30,892.59 GPT GROUP/THE 44,253.000 153,135.46 174,499.12 INDEPENDENCE GROUP NL 30,766.000 130,454.11 135,230.77 ORICA LTD 6,617.000 153,088.88 102,442.28 REGIS RESOURCES LTD 50,753.000 181,089.07 154,284.77 LENDLEASE GROUP 14,574.000 153,731.69 180,679.43 JUMBO INTERACTIVE LTD 6,639.000 55,515.81 69,783.38 BLUESCOPE STEEL LTD 133,531.000 1,247,226.18 1,417,283.04 SUNCORP GROUP LTD 21,214.000 212,873.03 193,616.98 NATIONAL AUSTRALIA BANK LTD 46,146.000 1,128,691.65 800,955.06 NEWCREST MINING LTD 38,893.000 910,541.94 824,715.12 OIL SEARCH LTD 23,203.000 110,518.09 118,568.98 INCITEC PIVOT LTD 28,530.000 86,385.75 63,941.53 AMP LTD 48,065.000 214,916.79 64,738.11 CODAN LTD/AUSTRALIA 44,646.000 51,574.31 233,895.43 QBE INSURANCE GROUP LTD 384,277.000 4,127,111.80 3,488,761.45 NORTHERN STAR RESOURCES LTD 12,824.000 96,742.34 101,955.47 CHALLENGER LTD 7,392.000 39,795.03 42,173.38 MEDUSA MINING LTD 15,529.000 8,516.46 8,600.19 SANTOS LTD 27,264.000 241,846.63 157,185.29 SONIC HEALTHCARE LTD 6,699.000 85,088.08 135,670.52 STOCKLAND 66,788.000 232,713.82 217,315.19 TABCORP HOLDINGS LTD 33,283.000 126,727.88 106,145.30 WESFARMERS LTD 17,150.000 602,239.15 500,500.51 ALUMINA LTD 41,421.000 52,659.24 67,012.29 MOUNT GIBSON IRON LTD 166,710.000 105,015.97 111,951.04 WOODSIDE PETROLEUM LTD 14,263.000 446,525.96 345,517.89 WOOLWORTHS GROUP LTD 18,743.000 514,622.50 477,723.75 BANCO BRADESCO SA 64,956.000 491,743.46 584,050.15 ITAU UNIBANCO HOLDING SA 74,455.000 655,593.96 686,673.25 BRASKEM SA 2,700.000 20,605.38 20,035.05 CIA ENERGETICA DE MINAS GERAIS 95,969.000 438,387.90 328,986.13 TELEFONICA BRASIL SA 8,422.000 177,599.65 121,388.01 CIA BRASILEIRA DE DISTRIBUICAO 5,866.000 180,098.47 127,813.39 CENTRAIS ELETRICAS SANTA CATAR 3,300.000 22,291.49 41,091.06 CENTRAIS ELETRICAS BRASILEIRAS 3,900.000 53,501.14 37,073.61 ITAUSA - INVESTIMENTOS ITAU SA 148,934.000 513,117.94 521,659.60 LOJAS AMERICANAS SA 11,954.000 67,053.89 76,995.09 MARCOPOLO SA 421,684.000 314,969.79 471,717.50 GERDAU SA 16,400.000 44,413.35 81,537.28 PETROLEO BRASILEIRO SA 61,800.000 533,143.66 463,649.79 ENGIE BRASIL ENERGIA SA 3,125.000 39,154.19 39,463.54 WIZ SOLUCOES E CORRETAGEM DE S 7,368.000 21,195.34 25,862.27 NOTRE DAME INTERMEDICA PARTICI 3,300.000 54,511.54 55,988.52 B3 SA - BRASIL BOLSA BALCAO 33,103.000 178,976.99 353,602.28 AMBEV SA 75,142.000 527,616.95 348,746.15 COGNA EDUCACAO 501,056.000 2,325,514.85 1,423,688.09 LOJAS AMERICANAS SA 115.000 0.00 279.87 NATURA & CO HOLDING SA 4,800.000 47,774.58 46,142.14 KLABIN SA 12,833.000 65,855.91 58,730.59 GRUPO SBF SA 35,000.000 227,253.32 306,087.95

192 2019 | Investment Portfolio AS OF DEC. 31, 2019

RUMO SA 19,419.000 30,533.45 125,993.96 IRB BRASIL RESSEGUROS S/A 49,600.000 224,190.28 480,254.56 BANCO BTG PACTUAL SA 2,100.000 22,701.57 39,742.71 LOJAS RENNER SA 13,409.000 64,486.50 187,300.00 ULTRAPAR PARTICIPACOES SA 10,800.000 92,091.36 68,407.79 COSAN SA 2,900.000 25,669.16 50,153.63 BANCO BRADESCO SA 16,132.000 113,113.50 136,628.94 CIA SIDERURGICA NACIONAL SA 12,400.000 101,259.22 43,494.17 SUZANO SA 301,860.000 3,215,517.63 2,977,553.58 PORTO SEGURO SA 1,900.000 20,620.68 29,633.33 LOCALIZA RENT A CAR SA 7,145.000 33,883.16 84,208.23 TRANSMISSORA ALIANCA DE ENERGI 50,725.000 323,054.18 393,170.13 B2W CIA DIGITAL 3,084.000 25,336.07 48,191.57 IGUATEMI EMPRESA DE SHOPPING C 32,600.000 281,386.09 428,702.12 BR MALLS PARTICIPACOES SA 8,292.000 48,415.74 37,227.12 JHSF PARTICIPACOES SA 54,900.000 32,952.63 97,307.03 JBS SA 92,000.000 508,732.34 590,051.46 VULCABRAS AZALEIA SA 30,300.000 57,684.94 69,296.74 CIA DE SANEAMENTO BASICO DO ES 5,000.000 45,209.62 75,272.83 EQUATORIAL ENERGIA SA 14,500.000 27,963.46 82,147.56 CSU CARDSYSTEM SA 17,100.000 39,052.36 52,115.74 EMBRAER SA 7,800.000 52,164.95 38,256.39 HYPERA SA 395,900.000 2,988,919.53 3,512,484.40 MULTIPLAN EMPREENDIMENTOS IMOB 4,306.000 32,610.07 35,431.08 SUL AMERICA SA 2,523.000 13,493.79 37,581.27 CONSTRUTORA TENDA SA 3,400.000 9,222.29 25,516.69 BANCO SANTANDER BRASIL SA 6,900.000 25,316.00 84,939.97 MAGAZINE LUIZA SA 8,528.000 52,376.89 101,122.53 CIELO SA 147,386.000 368,607.28 306,664.88 RAIA DROGASIL SA 3,627.000 35,339.25 100,658.33 BB SEGURIDADE PARTICIPACOES SA 20,892.000 191,489.88 195,795.96 BRF SA 24,800.000 323,233.23 217,008.47 VALE SA 48,275.000 827,149.13 639,634.45 TIM PARTICIPACOES SA 9,770.000 47,161.66 38,058.00 CENTRAIS ELETRICAS BRASILEIRAS 2,600.000 21,604.16 24,431.35 BANCO DO BRASIL SA 63,800.000 735,970.99 837,724.91 PETROLEO BRASILEIRO SA 46,200.000 537,268.69 367,514.36 PETROBRAS DISTRIBUIDORA SA 48,900.000 323,339.21 365,531.36 CCR SA 94,500.000 410,082.78 445,872.17 WEG SA 11,830.000 40,027.90 101,928.51 BLACKBERRY LIMITED 20,120.000 240,852.85 129,556.20 INFORMATION SERVICES CORP 1,753.000 22,777.88 20,764.28 INTER PIPELINE LTD 7,000.000 190,421.76 121,673.41 NEXUS REIT 13,400.000 20,154.70 22,423.75 STARS GROUP INC (THE) 3,100.000 59,368.53 81,017.16 NUTRIEN LTD 8,601.000 448,655.12 412,357.18 VIEMED HEALTHCARE INC 8,488.000 46,567.44 53,215.69 TERANGA GOLD CORP 28,800.000 94,711.23 155,909.77 KIRKLAND LAKE GOLD LTD 2,700.000 86,414.43 119,181.03 TRANSAT A T INC 8,300.000 58,435.22 102,025.83 TRISURA GROUP LTD 900.000 19,303.72 27,949.10 THOMSON REUTERS CORP 9,586.000 501,615.24 686,673.26 CRONOS GROUP INC 9,227.000 143,426.89 70,941.35 WHEATON PRECIOUS METALS CORP 18,133.000 482,499.02 540,319.35 H&R REIT 5,800.000 122,695.90 94,374.39 WSP GLOBAL INC 1,800.000 87,610.11 123,081.55 DIRTT ENVIRONMENTAL SOLUTIONS 84,530.000 419,748.23 277,040.68 TC ENERGY CORP 14,442.000 639,637.26 770,240.00 CGI INC 9,936.000 492,987.27 832,654.80 IA FINANCIAL CORP INC 16,734.000 613,783.39 920,482.92 FIRST CAPITAL REIT 3,000.000 49,014.13 47,819.55 PRO REIT 2,957.000 16,238.88 16,828.73 BRIDGEMARQ REAL ESTATE SVC INC 5,900.000 74,987.32 66,973.59 PRAIRIESKY ROYALTY LTD 3,576.000 58,484.30 41,999.21 DREAM HARD ASSET ALTERNATIVES 6,300.000 30,653.39 37,651.82 SEVEN GENERATIONS ENERGY LTD 21,830.000 306,801.79 142,587.31 AIR CANADA 20,697.000 746,231.02 774,252.14 RESTAURANT BRANDS INTL INC 3,760.000 146,362.00 240,025.29 AURORA CANNABIS INC 11,600.000 63,731.23 24,957.78 SHOPIFY INC 7,488.000 584,711.03 2,981,341.35 CANOPY GROWTH CORP 2,700.000 115,705.73 56,862.93 HYDRO ONE LIMITED 5,800.000 105,092.61 112,175.82 NORTHVIEW APARTMENT REIT 11,900.000 262,807.00 272,000.00 COGECO COMMUNICATIONS INC 873.000 69,494.63 76,208.68 SPIN MASTER CORP 20,339.000 692,133.91 620,168.93 SMARTCENTRES REIT 1,600.000 37,792.77 38,508.58 REAL MATTERS INC 990.000 9,637.54 9,405.67 CENTERRA GOLD INC 8,500.000 69,174.84 67,711.59 KINROSS GOLD CORP 77,161.000 466,504.86 366,540.78 INTACT FINANCIAL CORP 2,300.000 136,001.22 249,058.03

193 2019 | Investment Portfolio AS OF DEC. 31, 2019

GUYANA GOLDFIELDS INC NEW 59,200.000 108,749.90 31,956.82 CONSTELLATION SOFTWARE INC 6,655.000 2,935,722.06 6,472,349.95 BCE INC 2,573.000 105,441.08 119,368.95 ROCKY MOUNTAIN DEALERSHIPS INC 1,000.000 5,636.54 4,966.26 TELUS CORP 3,200.000 86,810.80 124,076.34 HIGH ARCTIC ENERGY SERVICES 93,226.000 334,531.53 166,070.61 FRANCO-NEVADA CORP 6,476.000 472,624.95 669,648.62 CI FINANCIAL INC 13,333.000 261,677.99 223,219.14 SUNCOR ENERGY INC 23,196.000 811,754.00 761,304.62 TOURMALINE OIL CORP 269.000 9,179.25 3,157.26 KEYERA CORP 3,400.000 104,471.18 89,198.38 PARKLAND FUEL CORP 2,200.000 78,430.72 80,942.36 PEMBINA PIPELINE CORP 8,806.000 254,355.21 326,842.32 DOLLARAMA INC 5,100.000 56,926.00 175,525.74 ALTAGAS LTD 4,500.000 128,323.00 68,640.83 ALGONQUIN POWER & UTIL CORP 7,900.000 108,651.37 111,912.86 CENOVUS ENERGY INC 17,100.000 428,172.24 174,065.93 ALTUS GROUP LTD 16,400.000 367,913.22 480,080.20 SUPREMEX INC 31,700.000 121,248.80 59,158.67 LABRADOR IRON ORE ROYALTY CORP 2,743.000 55,434.03 52,078.40 BRP INC 17,100.000 713,731.72 780,131.87 ATS AUTOMATION TOOLING SYS INC 94.000 1,777.74 1,553.44 AGNICO EAGLE MINES LIMITED 6,655.000 315,930.34 410,462.23 ALIMENTATION COUCHE-TARD INC 30,091.000 572,114.78 956,275.39 BARRICK GOLD CORP 55,567.000 1,380,620.09 1,033,565.48 ATCO LTD 1,500.000 65,287.92 57,570.85 BANK OF MONTREAL 9,500.000 565,039.44 737,289.38 BANK OF NOVA SCOTIA 18,800.000 977,372.70 1,063,412.38 NATIONAL BANK OF CANADA 5,000.000 177,879.91 277,925.58 BROOKFIELD ASSET MGMT INC 13,000.000 297,289.04 752,180.45 BOMBARDIER INC 35,200.000 95,079.04 52,389.44 SAPUTO INC 3,900.000 82,452.91 120,902.26 MORGUARD REIT 4,000.000 37,221.15 36,367.84 DESCARTES SYS GROUP INC 11,100.000 166,591.40 475,072.30 CCL INDUSTRIES INC 3,000.000 91,462.04 127,981.49 CAE INC 20,600.000 335,844.38 546,156.16 CAMECO CORP 6,700.000 128,445.37 59,624.45 ROGERS COMMUNICATIONS INC 5,600.000 209,293.51 278,456.14 CANADIAN IMPERIAL BK OF COMM 6,600.000 497,656.41 549,987.28 CANADIAN NATURAL RESOURCES LTD 17,800.000 655,410.77 576,518.22 CANADIAN TIRE CORP LTD 1,000.000 72,803.76 107,769.42 CANADIAN UTILITIES LTD 2,500.000 80,325.52 75,515.71 CASCADES INC 44,320.000 274,010.61 383,132.60 CANADIAN NATIONAL RAILWAY CO 11,100.000 511,339.27 1,005,526.89 COGECO INC 2,141.000 94,301.05 171,857.87 CANADIAN WESTERN BANK 26,094.000 640,817.05 641,710.17 COMPUTER MODELLING GROUP LTD 10,200.000 109,979.03 64,657.03 RIOCAN REIT 6,400.000 159,751.50 132,071.72 MAINSTREET EQUITY CORP 300.000 16,095.58 18,211.68 GILDAN ACTIVEWEAR INC 3,500.000 50,419.78 103,616.73 OPEN TEXT CORPORATION 17,605.000 570,387.83 776,832.92 EMPIRE CO LTD 5,244.000 118,199.86 123,178.90 RITCHIE BROS AUCTIONEERS INC 40,768.000 884,551.26 1,751,758.60 FORTIS INC 7,260.000 223,803.77 301,653.21 FIRST QUANTUM MINERALS LTD 10,895.000 233,377.30 110,651.36 TELUS CORP 100.000 3,347.97 3,877.39 GREAT WEST LIFECO INC 7,004.000 173,738.31 179,643.76 GUARDIAN CAPITAL GROUP LTD 2,700.000 45,561.23 55,905.15 CIPHER PHARMACEUTICALS INC 1,813.000 17,605.93 2,055.22 BOYD GROUP INCOME FUND 502.000 64,837.87 78,198.57 IMPERIAL OIL LTD 4,700.000 181,391.89 124,499.71 ENBRIDGE INC 30,300.000 1,175,655.51 1,206,392.13 IGM FINANCIAL INC 1,400.000 63,064.42 40,248.31 MANULIFE FINANCIAL CORP 98,959.000 1,630,402.22 2,011,613.06 LASSONDE INDUSTRIES INC 836.000 83,591.85 98,734.07 LEON’S FURNITURE LTD 4,100.000 52,276.99 52,706.38 LOBLAW COMPANIES LTD 3,132.000 128,596.81 161,823.02 MAGNA INTL INC 24,560.000 1,040,364.66 1,348,503.57 MAGELLAN AEROSPACE CORP 4,589.000 41,956.08 49,756.19 SUN LIFE FINANCIAL INC 8,800.000 215,412.35 401,810.68 FAIRFAX FINANCIAL HOLDINGS LTD 8,642.000 3,320,140.35 4,063,522.71 ABSOLUTE SOFTWARE CORP 7,268.000 48,437.26 48,761.60 METRO INC 4,027.000 79,776.98 166,421.38 HUSKY ENERGY INC 5,652.000 145,430.39 45,416.50 EMERA INC 1,000.000 34,678.52 43,022.94 METHANEX CORP 2,291.000 127,145.34 88,601.24 ONEX CORP 1,400.000 54,779.87 88,712.55 POWER CORP CANADA 7,282.000 188,827.43 187,841.07 POWER FINANCIAL CORP 6,973.000 180,854.35 187,882.50

194 2019 | Investment Portfolio AS OF DEC. 31, 2019

AECON GROUP INC 1,700.000 22,653.89 22,968.19 QUEBECOR INC 51,200.000 1,218,625.58 1,308,477.35 ROYAL BANK OF CANADA 21,400.000 1,174,104.19 1,695,662.23 CAPSTONE MINING CORP 69,400.000 75,960.43 40,673.99 CANADIAN PACIFIC RAILWAY LTD 2,200.000 225,874.91 561,608.64 ENCANA CORP 19,000.000 312,025.14 89,084.25 SHAW COMMUNICATIONS INC 8,254.000 176,142.11 167,721.53 STANTEC INC 15,900.000 423,845.02 449,994.22 LUNDIN MINING CORP 21,277.000 132,349.14 127,325.63 TECK RESOURCES LTD 56,539.000 1,093,540.27 981,884.16 TORONTO DOMINION BANK 27,100.000 1,082,515.90 1,522,030.46 WEST FRASER TIMBER CO LTD 1,000.000 30,697.03 44,171.97 WESTON (GEORGE) LTD 1,400.000 97,897.54 111,222.67 SOCIEDAD QUIMICA Y MINERA DE C 1,507.000 85,590.35 40,302.92 ENEL CHILE SA 577,155.000 81,544.37 54,111.89 ITAU CORPBANCA 2,425,326.000 31,729.04 14,062.67 CENCOSUD SA 137,324.000 302,659.95 180,797.65 BANCO SANTANDER CHILE 1,101,468.000 84,387.29 62,987.08 BANCO DE CREDITO E INVERSIONES 1,061.000 62,369.60 48,115.05 BANCO DE CHILE 909,026.000 109,660.61 96,348.68 EMPRESAS CMPC SA 21,168.000 74,087.83 51,797.50 EMPRESAS COPEC SA 6,580.000 79,992.56 59,066.44 CIA CERVECERIAS UNIDAS SA 2,140.000 25,791.07 20,974.54 EMPRESA NACIONAL DE TELECOMUNI 2,098.000 35,195.36 14,921.35 ENEL AMERICAS SA 561,907.000 109,002.60 124,793.53 COLBUN SA 120,848.000 30,210.50 19,285.54 AGUAS ANDINAS SA 153,919.000 81,695.60 65,297.12 LATAM AIRLINES GROUP SA 5,752.000 32,977.41 57,715.08 SACI FALABELLA 11,830.000 90,554.57 50,988.82 BANCOLOMBIA SA 9,839.000 151,207.66 137,323.38 GRUPO DE INVERSIONES SURAMERIC 4,040.000 64,821.37 41,858.95 ECOPETROL SA 110,721.000 218,058.00 111,851.44 GRUPO ARGOS SA/COLOMBIA 5,004.000 43,582.88 27,143.47 INTERCONEXION ELECTRICA SA ESP 6,679.000 38,667.62 39,892.89 KOMERCNI BANKA AS 1,150.000 37,717.90 42,158.50 CEZ AS 2,702.000 104,310.65 60,814.21 AMBU A/S 40,224.000 262,825.67 674,524.78 NETCOMPANY GROUP A/S 9,441.000 273,361.07 450,658.49 NOVO NORDISK A/S 61,755.000 2,547,286.26 3,584,379.54 ISS A/S 3,262.000 113,117.62 78,388.73 TRYG A/S 2,535.000 32,401.06 75,200.76 PER AARSLEFF HOLDING A/S 13,982.000 205,732.96 450,538.98 ORSTED A/S 3,155.000 170,409.60 327,113.21 SPAREKASSEN SJAELLAND-FYN AS 58.000 870.11 780.68 DEMANT A/S 1,225.000 20,823.88 38,630.32 ALK-ABELLO A/S 417.000 95,914.08 102,646.56 DSV PANALPINA A/S 36,378.000 684,095.33 4,214,132.20 PANDORA A/S 11,045.000 547,682.97 480,805.55 CHR HANSEN HOLDING A/S 1,681.000 102,604.00 133,636.20 NOVOZYMES A/S 64,328.000 2,111,514.99 3,151,794.71 COLOPLAST A/S 1,713.000 73,499.34 213,120.30 CARLSBERG A/S 3,029.000 337,415.77 452,182.83 AP MOLLER - MAERSK A/S 102.000 177,050.92 147,288.15 AP MOLLER - MAERSK A/S 51.000 92,721.13 69,198.35 H+H INTERNATIONAL A/S 5,553.000 87,113.67 104,333.70 DANSKE BANK A/S 15,926.000 298,578.40 257,749.33 GENMAB A/S 1,012.000 125,254.71 225,417.81 COLUMBUS A/S 19,750.000 24,000.82 28,557.81 VESTAS WIND SYSTEMS A/S 3,802.000 237,502.83 384,648.02 H LUNDBECK A/S 8,933.000 398,265.49 342,672.10 FAISAL ISLAMIC BANK OF EGYPT 97,841.000 79,518.60 76,187.73 ELSEWEDY ELECTRIC CO 37,132.000 32,086.68 26,605.48 COMMERCIAL INTERNATIONAL BANK 28,708.000 60,894.93 148,494.59 EASTERN CO SAE 33,125.000 31,509.66 32,156.56 AL BARAKA BANK EGYPT 50,405.000 24,986.65 31,122.34 ABU DHABI ISLAMIC BANK/EGYPT 70,567.000 47,058.54 54,167.32 FUCHS PETROLUB SE 1,137.000 47,785.29 56,607.78 HENKEL AG & CO KGAA 2,688.000 200,302.58 278,171.24 VOLKSWAGEN AG 2,481.000 458,615.40 490,798.54 STO SE & CO KGAA 191.000 17,610.67 24,507.55 BAYERISCHE MOTOREN WERKE AG 774.000 50,290.27 47,826.59 SARTORIUS AG 581.000 93,242.21 124,473.96 VILLEROY & BOCH AG 4,078.000 59,309.70 73,259.56 PORSCHE AUTOMOBIL HOLDING SE 3,622.000 284,650.60 271,137.33 GRIFOLS SA 32,509.000 800,043.63 758,160.14 BAWAG GROUP AG 7,498.000 295,483.32 342,187.47 RAIFFEISEN BANK INTERNATIONAL 2,181.000 77,437.52 54,749.07 ANDRITZ AG 1,685.000 88,363.81 72,596.03 KAPSCH TRAFFICCOM AG 1,111.000 38,322.37 35,792.12

195 2019 | Investment Portfolio AS OF DEC. 31, 2019

OMV AG 2,319.000 72,269.96 130,368.12 VERBUND AG 421.000 21,549.22 21,155.79 VOESTALPINE AG 1,978.000 68,034.63 55,156.60 ERSTE GROUP BANK AG 5,131.000 122,571.71 193,124.96 UMICORE SA 50,931.000 1,885,906.16 2,484,778.11 ANHEUSER-BUSCH INBEV SA/NV 11,932.000 909,342.15 979,139.81 TELENET GROUP HOLDING NV 3,105.000 153,364.36 139,961.52 EVS BROADCAST EQUIPMENT SA 3,225.000 79,168.66 78,887.92 AGEAS 14,735.000 624,480.49 872,330.32 D’IETEREN SA/NV 16.000 627.75 1,125.37 KBC GROUP NV 6,341.000 321,116.03 478,487.25 BARCO NV 236.000 56,329.26 58,123.54 SOLVAY SA 1,584.000 164,724.23 184,331.65 UCB SA 7,174.000 522,403.93 571,252.31 COLRUYT SA 1,414.000 56,396.04 73,860.29 GROUPE BRUXELLES LAMBERT SA 2,224.000 188,894.35 234,800.30 VONOVIA SE 12,097.000 381,042.27 651,719.87 KION GROUP AG 6,227.000 373,911.49 430,268.88 SIEMENS HEALTHINEERS AG 1,618.000 72,779.69 77,750.38 METRO AG 3,522.000 80,329.78 56,812.26 INSTONE REAL ESTATE GROUP AG 19,137.000 493,997.72 473,776.43 AROUNDTOWN SA 11,875.000 100,663.71 106,418.68 ZALANDO SE 2,016.000 62,121.92 102,223.96 COVESTRO AG 6,917.000 447,905.13 321,772.69 SCOUT24 AG 94,162.000 4,426,869.58 6,233,464.56 AUMANN AG 4,217.000 222,569.09 73,576.59 QIAGEN NV 3,818.000 69,840.03 130,613.19 SHOP APOTHEKE EUROPE NV 5,843.000 197,847.54 285,318.37 DELIVERY HERO SE 1,440.000 63,623.31 114,055.35 UNIPER SE 5,159.000 151,072.69 170,873.46 DEUTSCHE WOHNEN SE 7,743.000 243,941.75 316,654.91 LANXESS AG 1,883.000 112,601.10 126,623.31 MTU AERO ENGINES AG 12,107.000 1,186,022.40 3,459,698.82 CROPENERGIES AG 8,507.000 47,664.56 105,096.00 VERBIO VEREINIGTE BIOENERGIE A 7,814.000 53,981.53 102,921.89 SYMRISE AG 2,097.000 133,035.54 220,769.67 HYPOPORT AG 904.000 236,366.31 319,856.30 DRAEGERWERK AG & CO KGAA 2,803.000 283,496.91 124,647.86 NORMA GROUP SE 8,287.000 259,730.03 353,454.06 BRENNTAG AG 7,995.000 347,042.83 435,030.88 EVONIK INDUSTRIES AG 3,118.000 93,981.79 95,640.81 TELEFONICA DEUTSCHLAND HOLDING 12,191.000 71,304.72 35,359.48 HUGO BOSS AG 174.000 7,832.99 8,448.77 COMMERZBANK AG 16,886.000 205,344.30 104,638.87 ADIDAS AG 6,569.000 1,314,112.56 2,136,492.98 IVU TRAFFIC TECHNOLOGIES AG 4,148.000 41,323.01 57,566.35 FRESENIUS SE & CO KGAA 9,644.000 376,919.35 544,754.83 UNITED INTERNET AG 2,235.000 60,298.70 73,502.11 HANNOVER RUECK SE 987.000 60,400.29 190,961.95 GEA GROUP AG 2,738.000 95,980.05 90,592.65 CONTINENTAL AG 53,890.000 7,057,468.47 7,003,063.50 DEUTSCHE POST AG 16,706.000 360,638.91 638,282.86 MERCK KGAA 2,208.000 128,901.05 261,473.42 RWE AG 8,479.000 269,362.94 260,696.85 SGL CARBON SE 32,320.000 300,900.39 171,894.95 SAP SE 64,415.000 5,389,561.76 8,687,388.89 E.ON SE 60,597.000 998,695.41 648,540.20 HENKEL AG & CO KGAA 1,915.000 118,613.23 180,448.34 PUMA SE 1,270.000 62,758.92 97,445.65 BAYER AG 30,517.000 2,502,690.37 2,496,238.29 BASF SE 14,175.000 1,139,116.78 1,075,751.46 BEIERSDORF AG 1,556.000 120,800.02 186,321.04 HOCHTIEF AG 1,237.000 143,795.80 158,436.92 HEIDELBERGCEMENT AG 2,435.000 123,790.04 177,614.19 FRESENIUS MEDICAL CARE AG & CO 12,873.000 932,213.31 955,444.76 ALLIANZ SE 34,271.000 5,571,708.87 8,409,612.32 DEUTSCHE LUFTHANSA AG 62,378.000 1,176,854.05 1,148,750.16 MENSCH UND MASCHINE SOFTWARE S 3,125.000 42,111.41 149,764.12 MUENCHENER RUECKVERSICHERUNGS- 2,956.000 539,192.85 872,684.75 AIXTRON SE 75,280.000 770,291.29 721,515.49 VOLKSWAGEN AG 544.000 97,367.01 105,795.29 PSI SOFTWARE AG 1,203.000 22,953.78 28,102.06 DAIMLER AG 110,484.000 7,018,553.59 6,129,952.72 CENTROTEC SUSTAINABLE AG 5,342.000 92,249.36 98,825.71 THYSSENKRUPP AG 6,184.000 134,949.24 83,562.35 ECKERT & ZIEGLER STRAHLEN- UND 2,791.000 109,346.95 598,529.93 ELMOS SEMICONDUCTOR AG 10,849.000 226,437.74 346,808.25 MLP SE 4,436.000 18,707.45 27,921.75 SIEMENS AG 17,905.000 1,953,724.28 2,342,209.28

196 2019 | Investment Portfolio AS OF DEC. 31, 2019

CEWE STIFTUNG & CO KGAA 2,659.000 187,131.79 315,830.90 DEUTSCHE BANK AG 32,127.000 946,266.70 249,414.53 BAYERISCHE MOTOREN WERKE AG 4,222.000 367,895.99 347,809.14 DEUTSCHE TELEKOM AG 202,695.000 2,689,200.35 3,314,716.34 CTS EVENTIM AG & CO KGAA 419.000 21,483.61 26,359.43 INFINEON TECHNOLOGIES AG 63,110.000 945,177.76 1,448,263.18 DIALOG SEMICONDUCTOR PLC 2,785.000 111,287.45 141,209.87 DEUTSCHE BOERSE AG 42,074.000 3,364,993.80 6,621,621.21 FRAPORT AG FRANKFURT AIRPORT S 967.000 57,363.52 82,248.81 WIRECARD AG 1,900.000 198,337.59 229,728.93 INMOBILIARIA COLONIAL SOCIMI S 72,673.000 828,758.63 927,978.57 RED ELECTRICA CORP SA 27,551.000 523,559.21 554,589.64 REPSOL SA 21,586.000 10,208.20 10,249.41 EDREAMS ODIGEO SA 4,767.000 21,541.15 22,864.37 CIA DE DISTRIBUCION INTEGRAL L 2,233.000 58,403.86 50,483.07 INDUSTRIA DE DISENO TEXTIL SA 109,452.000 2,068,330.18 3,879,877.72 AENA SME SA 1,031.000 101,874.46 197,969.39 CELLNEX TELECOM SA 1,989.000 65,856.82 85,785.78 AEDAS HOMES SAU 17,362.000 615,972.14 418,661.51 GRIFOLS SA 56,895.000 1,725,315.26 2,010,292.49 BANKIA SA 15,070.000 89,256.77 32,281.52 SIEMENS GAMESA RENEWABLE ENERG 1,896.000 30,737.46 33,340.97 ACS ACTIVIDADES DE CONSTRUCCIO 7,789.000 294,321.82 312,455.47 FERROVIAL SA 8,718.000 146,764.09 264,665.93 MAPFRE SA 24,623.000 88,861.32 65,546.56 BANCO DE SABADELL SA 145,762.000 277,402.28 170,859.73 ALMIRALL SA 1,090.000 19,505.65 17,986.87 CIE AUTOMOTIVE SA 10,905.000 203,341.59 258,505.72 GRUPO CATALANA OCCIDENTE SA 2,646.000 95,858.50 92,670.97 CAIXABANK SA 50,917.000 232,624.02 160,687.01 IBERDROLA SA 204,544.000 1,606,793.27 2,108,109.05 LABORATORIOS FARMACEUTICOS ROV 20,373.000 203,298.27 558,385.57 AMADEUS IT GROUP SA 14,876.000 452,893.77 1,219,761.62 ENDESA SA 32,417.000 715,655.81 866,088.83 BANKINTER SA 293,428.000 2,115,275.13 2,158,914.38 BANCO BILBAO VIZCAYA ARGENTARI 324,568.000 2,253,146.55 1,830,394.51 NATURGY ENERGY GROUP SA 20,165.000 505,735.75 507,997.68 REPSOL SA 21,586.000 449,206.74 338,868.84 BANCO SANTANDER SA 1,762,181.000 9,310,620.57 7,445,974.64 CORP FINANCIERA ALBA SA 501.000 26,980.76 27,293.79 TELEFONICA SA 66,603.000 1,060,801.54 465,837.23 ENAGAS SA 22,231.000 522,747.34 568,323.24 VALEO SA 3,931.000 145,399.32 139,285.42 TIKEHAU CAPITAL SCA 12,324.000 310,693.08 305,244.77 SMCP SA 30,607.000 733,415.56 326,000.98 BIOMERIEUX 1,118.000 36,273.87 99,663.53 BOLLORE SA 86.000 323.81 366.47 WORLDLINE SA/FRANCE 706.000 44,519.93 50,142.41 SOLOCAL GROUP 246,950.000 234,244.77 153,434.01 GROUPE GUILLIN 766.000 17,019.47 14,000.89 CGG SA 136,693.000 269,187.33 447,200.10 SPIE SA 16,851.000 356,082.57 343,742.70 AMUNDI SA 1,718.000 100,929.95 135,147.19 SARTORIUS STEDIM BIOTECH 463.000 46,825.07 76,823.77 ENGIE SA 121,020.000 2,240,592.43 1,957,076.90 ALSTOM SA 4,711.000 175,303.26 223,333.77 EUTELSAT COMMUNICATIONS SA 7,331.000 189,044.15 119,331.07 ELECTRICITE DE FRANCE SA 57,891.000 904,616.09 646,254.76 IPSEN SA 1,110.000 155,545.32 98,421.99 ARKEMA SA 1,272.000 92,900.97 135,775.42 SES SA 8,634.000 215,222.97 121,481.88 GROUPE OPEN 1,270.000 34,071.20 15,566.12 IMERYS SA 13.000 769.78 551.30 SAFRAN SA 4,728.000 222,661.41 733,430.62 CBO TERRITORIA 2,482.000 10,626.11 10,670.26 VETOQUINOL SA 716.000 33,047.17 51,736.56 NATIXIS SA 15,833.000 64,444.48 70,616.37 SCOR SE 2,417.000 61,202.21 101,616.95 UBISOFT ENTERTAINMENT SA 3,753.000 252,973.21 259,805.14 VINCI SA 10,504.000 679,025.08 1,167,778.20 CIE DES ALPES 8,051.000 158,511.94 269,734.31 ARGAN SA 1,288.000 48,615.97 112,333.44 AIR LIQUIDE SA 7,709.000 676,501.86 1,096,435.49 DANONE SA 36,085.000 2,771,135.18 2,997,322.14 LEGRAND SA 41,346.000 2,227,194.95 3,375,962.63 EIFFAGE SA 1,403.000 153,147.41 160,882.74 TOTAL SA 41,359.000 2,224,535.97 2,287,221.62 AEROPORTS DE PARIS 377.000 33,811.23 74,674.46 IPSOS 9,933.000 302,558.26 322,950.46 BUREAU VERITAS SA 7,075.000 157,367.69 185,007.39

197 2019 | Investment Portfolio AS OF DEC. 31, 2019

GETLINK SE 6,831.000 52,372.88 118,963.93 SUEZ 6,294.000 91,362.32 95,324.22 EDENRED 109,021.000 3,049,245.16 5,645,311.00 BOUYGUES SA 6,409.000 236,503.29 273,029.83 AIRBUS SE 10,374.000 637,648.72 1,523,134.99 VEOLIA ENVIRONNEMENT SA 8,809.000 127,314.02 234,813.11 L’OREAL SA 3,911.000 558,357.20 1,162,293.49 LVMH MOET HENNESSY LOUIS VUITT 4,604.000 841,856.07 2,145,755.24 DASSAULT AVIATION SA 140.000 217,755.50 184,527.79 THALES SA 7,761.000 520,095.12 808,029.23 CAPGEMINI SE 3,818.000 396,362.86 468,028.48 CASINO GUICHARD PERRACHON SA 982.000 96,222.53 46,067.20 INGENICO GROUP SA 2,446.000 240,163.88 266,110.22 SAVENCIA SA 848.000 58,942.05 58,463.61 PUBLICIS GROUPE SA 9,348.000 476,410.15 423,566.68 GUERBET 389.000 23,506.17 18,037.50 ICADE 549.000 49,076.78 59,893.73 MANUTAN INTERNATIONAL 235.000 10,163.81 16,230.70 BOLLORE SA 14,872.000 74,660.68 64,960.38 CIE GENERALE DES ETABLISSEMENT 2,489.000 194,969.94 305,528.64 PERNOD RICARD SA 3,184.000 318,691.34 570,359.99 RENAULT SA 2,248.000 122,037.90 106,720.68 REMY COINTREAU SA 363.000 37,686.03 44,677.30 SEB SA 378.000 48,310.24 56,260.62 SCHNEIDER ELECTRIC SE 14,473.000 1,027,746.61 1,489,872.15 VIVENDI SA 14,484.000 324,987.21 420,119.41 ORANGE SA 44,102.000 701,263.81 648,511.06 HERMES INTERNATIONAL 1,195.000 642,777.53 894,908.46 DASSAULT SYSTEMES SE 3,805.000 331,202.98 628,064.70 KERING SA 1,701.000 487,550.13 1,121,369.41 CNP ASSURANCES 24,850.000 478,945.01 495,461.44 INFOTEL SA 2,991.000 83,499.60 134,196.30 CARREFOUR SA 14,784.000 355,282.91 248,520.58 ATOS SE 7,338.000 729,709.90 613,980.63 SANOFI 77,762.000 6,505,274.25 7,815,766.56 BIGBEN INTERACTIVE 3,530.000 20,190.46 63,569.50 ACCOR SA 3,214.000 117,846.68 150,983.89 NOKIA OYJ 178.000 1,111.43 662.28 STMICROELECTRONICS NV 36,962.000 645,717.43 998,291.68 SOCIETE GENERALE SA 14,633.000 532,068.47 511,652.21 EUROFINS SCIENTIFIC SE 1,372.000 433,401.18 762,468.77 TELEPERFORMANCE 945.000 136,994.29 231,060.61 SYNERGIE SA 1,001.000 24,384.32 32,826.02 EURAZEO SE 823.000 34,605.97 56,455.88 SODEXO SA 1,360.000 107,682.48 161,417.39 GROUPE CRIT 1,054.000 68,869.41 87,053.40 AXA SA 53,747.000 1,157,104.88 1,517,420.28 PEUGEOT SA 38,173.000 824,785.24 914,870.03 JCDECAUX SA 1,326.000 39,982.90 40,951.56 ESSILORLUXOTTICA SA 4,572.000 426,916.30 698,906.04 CREDIT AGRICOLE SA 26,368.000 282,039.09 384,429.31 BNP PARIBAS SA 26,011.000 1,391,580.56 1,549,466.40 CIE DE SAINT-GOBAIN 178,752.000 7,345,324.96 7,350,087.46 WENDEL SA 470.000 39,873.34 62,598.66 KLEPIERRE SA 4,709.000 188,487.94 179,129.36 BOIRON SA 2,843.000 209,988.90 115,925.97 GECINA SA 841.000 93,870.20 150,854.17 COVIVIO 623.000 44,577.56 70,815.30 ILIAD SA 462.000 82,258.80 59,990.53 NATIONAL BANK OF GREECE SA 10,590.000 25,097.75 35,996.89 EUROBANK ERGASIAS SA 43,561.000 39,191.39 45,131.94 ALPHA BANK AE 19,403.000 74,888.05 41,973.14 HELLENIC TELECOMMUNICATIONS OR 5,135.000 66,694.58 82,195.17 ATHENS WATER SUPPLY & SEWAGE C 6,220.000 54,421.40 52,760.95 MOTOR OIL HELLAS CORINTH REFIN 1,488.000 34,322.13 34,527.58 OPAP SA 3,480.000 37,205.90 45,304.81 JUMBO SA 1,697.000 29,339.04 35,347.61 CNH INDUSTRIAL NV 16,320.000 147,301.37 179,278.59 FERRARI NV 1,823.000 53,540.59 302,590.73 MONCLER SPA 3,044.000 141,239.07 137,010.89 PIOVAN SPA 21,840.000 202,402.30 143,669.71 CAREL INDUSTRIES SPA 38,341.000 346,628.35 596,876.93 CERVED GROUP SPA 22,967.000 221,645.71 224,255.43 FINECOBANK BANCA FINECO SPA 48,720.000 273,571.27 585,213.12 FIAT CHRYSLER AUTOMOBILES NV 83,569.000 1,032,421.77 1,238,558.93 UNICREDIT SPA 30,415.000 626,097.83 444,993.31 EXOR NV 1,743.000 54,106.12 135,270.30 EL.EN. SPA 9,974.000 139,774.35 370,205.65 BANCA MEDIOLANUM SPA 13,133.000 121,100.70 130,658.66 POSTE ITALIANE SPA 17,122.000 144,824.18 194,467.13

198 2019 | Investment Portfolio AS OF DEC. 31, 2019

DAVIDE CAMPARI-MILANO SPA 9,482.000 89,197.22 86,657.43 LEONARDO SPA 50,615.000 542,905.57 593,588.47 TERNA RETE ELETTRICA NAZIONALE 23,547.000 96,904.46 157,664.63 SARAS SPA 53,566.000 76,245.67 86,255.36 RECORDATI SPA 2,035.000 81,929.25 85,863.08 ESPRINET SPA 18,565.000 83,623.93 108,005.61 ELICA SPA 16,306.000 40,397.26 56,046.46 BANCA GENERALI SPA 33,546.000 968,179.50 1,090,299.28 SERVIZI ITALIA SPA 1,218.000 6,842.10 4,087.62 PRYSMIAN SPA 4,037.000 66,390.32 97,350.69 AMPLIFON SPA 55,348.000 774,118.36 1,593,634.25 IVS GROUP SA 388.000 5,109.22 3,788.85 BRUNELLO CUCINELLI SPA 7,208.000 139,365.31 255,484.87 UNIPOL GRUPPO SPA 177,150.000 976,820.27 1,016,288.65 ASSICURAZIONI GENERALI SPA 34,595.000 641,816.11 714,659.53 INTESA SANPAOLO SPA 480,488.000 1,097,256.42 1,267,533.07 COFIDE SPA 157,663.000 92,942.86 96,949.44 MEDIOBANCA BANCA DI CREDITO FI 9,980.000 79,947.94 110,007.67 IREN SPA 15,504.000 38,033.02 48,134.12 RENO DE MEDICI SPA 116,000.000 39,686.23 107,150.72 EMAK SPA 23,515.000 26,407.17 24,069.16 IMMSI SPA 10,176.000 6,851.09 6,422.48 CREDITO EMILIANO SPA 11,773.000 69,057.06 68,652.00 ENEL SPA 911,212.000 4,186,054.77 7,254,230.44 ENI SPA 400,111.000 7,861,011.28 6,221,688.46 SNAM SPA 35,512.000 177,140.61 187,248.43 FALCK RENEWABLES SPA 9,474.000 21,096.33 50,650.24 TENARIS SA 5,184.000 77,232.42 58,668.50 TELECOM ITALIA SPA/MILANO 164,606.000 182,560.06 102,784.91 TELECOM ITALIA SPA/MILANO 75,799.000 74,269.36 46,431.74 ATLANTIA SPA 7,991.000 153,109.89 186,539.73 KONINKLIJKE AHOLD DELHAIZE NV 107,036.000 2,291,394.20 2,684,435.32 COCA-COLA EUROPEAN PARTNERS PL 3,726.000 127,871.46 187,162.54 BASIC-FIT NV 10,781.000 351,999.11 410,363.39 B&S GROUP SARL 17,277.000 271,332.99 186,792.63 UNIBAIL-RODAMCO-WESTFIELD 2,982.000 693,731.80 471,473.10 PROSUS NV 2,297.000 160,880.13 172,000.89 AKZO NOBEL NV 3,674.000 238,300.05 374,861.63 IMCD NV 33,486.000 2,210,060.89 2,932,978.85 NN GROUP NV 3,611.000 120,583.97 137,406.49 ARCELORMITTAL SA 9,231.000 269,851.78 163,175.86 ABN AMRO BANK NV 5,696.000 122,052.74 104,112.38 TAKEAWAY.COM NV 23,570.000 1,893,342.98 2,178,735.00 ALTICE EUROPE NV 7,527.000 43,949.04 48,676.35 RELX PLC 12,663.000 127,027.92 319,937.07 NSI NV 855.000 35,238.29 41,698.89 ADYEN NV 121.000 92,204.85 99,636.23 INTERTRUST NV 21,052.000 394,036.61 409,338.73 ING GROEP NV 95,058.000 967,954.98 1,143,225.79 HEINEKEN HOLDING NV 34,828.000 1,374,035.18 3,384,102.18 KONINKLIJKE DSM NV 3,093.000 182,440.34 404,037.20 GALAPAGOS NV 4,014.000 474,347.54 836,079.81 ROYAL DUTCH SHELL PLC 210,822.000 6,712,386.86 6,215,081.73 KENDRION NV 6,390.000 189,981.76 150,400.36 AALBERTS NV 8,448.000 215,961.52 380,328.58 SNS REAAL GROEP NV EUR1.63 88,359.000 111,366.21 0.00 UNILEVER NV 74,774.000 2,730,298.31 4,305,274.07 ASML HOLDING NV 21,758.000 3,241,676.61 6,484,375.37 RANDSTAD NV 2,956.000 127,231.41 181,147.85 ORDINA NV 74,568.000 194,310.02 170,528.52 WOLTERS KLUWER NV 10,394.000 418,453.71 760,272.23 VAN LANSCHOT KEMPEN NV 15,520.000 332,556.54 350,366.00 KONINKLIJKE VOPAK NV 1,012.000 54,422.05 54,979.67 AEGON NV 16,410.000 91,577.80 75,168.19 KONINKLIJKE KPN NV 57,399.000 231,209.12 169,715.99 KONINKLIJKE PHILIPS NV 43,099.000 1,540,666.14 2,108,577.06 HEINEKEN NV 4,086.000 223,128.30 436,170.62 GALP ENERGIA SGPS SA 10,185.000 136,349.71 170,469.32 JERONIMO MARTINS SGPS SA 5,702.000 86,418.15 93,979.08 EDP - ENERGIAS DE PORTUGAL SA 43,417.000 159,533.37 188,351.18 CAIRN HOMES PLC 317,501.000 436,662.35 450,950.71 TAKEAWAY.COM NV 19,024.000 1,798,281.28 1,756,402.69 BANK OF IRELAND GROUP PLC 13,802.000 111,598.79 76,163.80 FLUTTER ENTERTAINMENT PLC 1,354.000 203,311.72 165,468.48 SMURFIT KAPPA GROUP PLC 3,850.000 165,220.06 148,406.96 CRH PLC 13,008.000 276,592.46 522,149.37 KINGSPAN GROUP PLC 68,398.000 2,376,981.97 4,215,543.51 KERRY GROUP PLC 2,424.000 120,673.32 302,005.92 KOJAMO OYJ 6,834.000 113,069.63 124,743.62 TERVEYSTALO OYJ 31,684.000 379,723.53 397,998.46

199 2019 | Investment Portfolio AS OF DEC. 31, 2019

TALENOM OYJ 695.000 19,822.31 35,209.65 NESTE OYJ 6,330.000 27,885.26 220,416.01 NOKIAN RENKAAT OYJ 2,173.000 72,815.03 62,678.17 KONE OYJ 72,111.000 2,355,497.17 4,717,715.25 KONECRANES OYJ 8,496.000 370,810.49 261,165.33 ORION OYJ 12,049.000 393,182.11 558,061.87 ORIOLA OYJ 23,626.000 62,154.61 53,701.28 FINNAIR OYJ 7,487.000 113,787.59 49,428.00 HUHTAMAKI OYJ 7,723.000 221,277.12 358,939.46 WARTSILA OYJ ABP 6,917.000 82,053.87 76,435.23 UPM-KYMMENE OYJ 8,319.000 104,013.66 288,521.06 STORA ENSO OYJ 9,399.000 72,055.43 136,683.19 SAMPO OYJ 10,663.000 455,328.12 465,564.84 ATRIA OYJ 9,278.000 95,602.73 104,542.47 FORTUM OYJ 44,256.000 1,005,997.60 1,092,555.47 MARIMEKKO OYJ 830.000 18,724.26 33,358.16 ELISA OYJ 2,217.000 51,829.16 122,593.44 METSO OYJ 1,771.000 53,589.66 69,968.51 NOKIA OYJ 154,094.000 885,332.34 572,072.48 LUTHAI TEXTILE CO LTD 221,800.000 324,113.04 202,801.48 PARADISE ENTERTAINMENT LTD 144,000.000 23,690.44 13,667.51 CHINA LESSO GROUP HOLDINGS LTD 301,000.000 307,843.93 386,450.58 CHINA HUISHAN DAIRY HOLDINGS C 218,000.000 50,984.32 11,750.81 SEMICONDUCTOR MANUFACTURING IN 81,000.000 72,724.90 124,201.37 COUNTRY GARDEN SERVICES HOLDIN 866,000.000 1,338,020.50 2,921,875.08 PING AN HEALTHCARE AND TECHNOL 243,500.000 1,371,383.83 1,778,532.15 PRINX CHENGSHAN CAYMAN HOLDING 58,667.000 52,986.10 59,480.42 CHINA DING YI FENG HOLDINGS LT 16,000.000 44,383.21 47,434.48 GREENTOWN SERVICE GROUP CO LTD 336,000.000 327,434.43 367,072.78 CHINA EVERGRANDE GROUP 146,100.000 60,827.80 406,495.96 POSTAL SAVINGS BANK OF CHINA C 130,000.000 78,223.98 88,456.36 PLOVER BAY TECHNOLOGIES LTD 64,000.000 11,062.03 9,202.13 YIHAI INTERNATIONAL HOLDING LT 7,000.000 45,199.40 41,007.04 GENSCRIPT BIOTECH CORP 14,000.000 34,011.38 31,837.39 WISE TALENT INFORMATION TECHNO 134,000.000 536,491.65 263,227.49 IGG INC 389,000.000 522,449.42 287,699.59 JINGRUI HOLDINGS LTD 213,000.000 72,378.72 70,590.62 BANK OF CHONGQING CO LTD 107,000.000 66,637.66 63,985.94 IMPRO PRECISION INDUSTRIES LTD 680,000.000 265,500.16 279,885.65 CHINA TOWER CORP LTD 608,000.000 97,716.41 134,488.42 WHARF REAL ESTATE INVESTMENT C 20,000.000 69,864.33 122,645.65 HOPE EDUCATION GROUP CO LTD 1,974,000.000 303,184.11 342,079.02 MEITUAN DIANPING 15,500.000 148,335.98 202,997.37 MILLION HOPE INDUSTRIES HOLDIN 8,174.000 963.20 806.30 GOLDPAC GROUP LTD 153,000.000 43,707.94 35,356.47 INNOVENT BIOLOGICS INC 11,500.000 42,789.17 39,230.80 CHINA CINDA ASSET MANAGEMENT C 275,000.000 105,885.22 62,492.92 XIAOMI CORP 130,600.000 166,849.07 180,962.64 CHINA MEIDONG AUTO HOLDINGS LT 180,000.000 39,586.17 236,169.41 CHINA CONCH VENTURE HOLDINGS L 32,500.000 50,962.87 141,827.67 TAI HING GROUP HOLDINGS LTD 5,373.000 1,136.33 1,131.55 CHINA AOYUAN GROUP LTD 242,000.000 249,186.45 395,541.98 RENRUI HUMAN RESOURCES TECHNOL 64,800.000 222,870.49 272,779.08 HK ELECTRIC INVESTMENTS & HK E 42,500.000 35,513.80 41,888.51 LIVZON PHARMACEUTICAL GROUP IN 1,560.000 4,251.02 4,864.12 BUDWEISER BREWING CO APAC LTD 18,500.000 75,567.11 62,466.83 JS GLOBAL LIFESTYLE CO LTD 551,000.000 376,246.33 404,491.90 CHINA SCE GROUP HOLDINGS LTD 203,000.000 87,346.94 118,513.28 CHINA FEIHE LTD 268,954.000 313,145.57 315,835.76 EEKA FASHION HOLDINGS LTD 20,000.000 24,897.01 23,304.69 WH GROUP LTD 4,020,000.000 3,469,079.53 4,165,571.91 TENCENT HOLDINGS LTD 202,400.000 5,150,719.97 9,764,107.99 CHANJET INFORMATION TECHNOLOGY 12,400.000 20,753.69 11,893.80 CHINA VANKE CO LTD 56,100.000 108,898.43 239,498.36 ALIBABA PICTURES GROUP LTD 330,000.000 64,584.10 58,105.76 NWS HOLDINGS LTD 11,000.000 15,167.27 15,440.80 HUA HONG SEMICONDUCTOR LTD 57,000.000 113,153.92 130,076.45 ALIBABA HEALTH INFORMATION TEC 78,000.000 63,565.56 90,139.22 CGN POWER CO LTD 272,000.000 77,793.75 72,674.42 BAIC MOTOR CORP LTD 185,500.000 115,626.03 105,336.30 JOY CITY PROPERTY LTD 588,000.000 76,213.62 64,849.27 BEIJING CHUNLIZHENGDA MEDICAL 28,000.000 35,303.66 164,801.67 COWELL E HOLDINGS INC 212,000.000 35,833.97 51,268.48 NIRAKU GC HOLDINGS INC 189,865.000 27,758.74 10,258.67 HUATAI SECURITIES CO LTD 34,100.000 64,210.82 60,421.80 SOUNDWILL HOLDINGS LTD 26,500.000 53,263.58 33,684.76

200 2019 | Investment Portfolio AS OF DEC. 31, 2019

GF SECURITIES CO LTD 32,200.000 59,069.66 39,234.33 CK HUTCHISON HOLDINGS LTD 770,964.000 8,962,568.88 7,367,299.27 CHINA RESOURCES PHARMACEUTICAL 29,500.000 26,976.16 27,394.93 CHINA HUARONG ASSET MANAGEMENT 173,000.000 60,718.31 27,321.45 SSY GROUP LTD 492,000.000 431,209.43 398,977.66 DALI FOODS GROUP CO LTD 42,000.000 29,641.06 31,056.42 RICH GOLDMAN HOLDINGS LTD 24,000.000 6,179.07 404.13 TANG PALACE CHINA HOLDINGS LTD 275,000.000 34,889.93 41,677.12 CK INFRASTRUCTURE HOLDINGS LTD 17,000.000 114,650.24 121,247.83 HENAN JINMA ENERGY CO LTD 34,019.000 20,799.39 14,808.26 RONSHINE CHINA HOLDINGS LTD 341,045.000 476,699.30 473,065.89 LION ROCK GROUP LTD 94,520.000 12,313.09 14,548.07 CK ASSET HOLDINGS LTD 175,144.000 1,244,596.97 1,269,410.32 3SBIO INC 61,500.000 87,208.30 79,780.76 CRCC HIGH-TECH EQUIPMENT CORP 71,500.000 14,809.41 11,394.30 CHINA INTERNATIONAL CAPITAL CO 20,000.000 35,289.99 38,677.53 WUXI BIOLOGICS CAYMAN INC 8,500.000 90,165.58 107,816.51 FSE SERVICES GROUP LTD 81,000.000 26,057.34 39,697.08 CHINA STATE CONSTRUCTION INTER 57,037.000 59,794.90 51,951.95 BANK OF COMMUNICATIONS CO LTD 280,000.000 191,297.25 199,588.32 CHINA CONSTRUCTION BANK CORP 1,968,000.000 1,431,243.80 1,703,883.68 SHENZHOU INTERNATIONAL GROUP H 14,800.000 96,440.79 216,511.33 LONKING HOLDINGS LTD 95,000.000 42,429.34 28,549.90 JU TENG INTERNATIONAL HOLDINGS 84,000.000 20,702.83 21,455.34 LINK REIT 58,086.000 258,024.78 616,705.32 DONGFENG MOTOR GROUP CO LTD 60,000.000 74,807.11 56,532.23 AGILE GROUP HOLDINGS LTD 26,000.000 51,246.85 39,168.75 CHINA TING GROUP HOLDINGS LTD 358,000.000 21,273.77 14,472.91 GUANGNAN HOLDINGS LTD 180,000.000 26,456.57 18,018.76 NINE DRAGONS PAPER HOLDINGS LT 55,000.000 45,190.84 57,317.00 CHINA NATIONAL BUILDING MATERI 522,000.000 533,829.70 583,189.66 PICO FAR EAST HOLDINGS LTD 142,000.000 32,846.82 43,613.11 CNOOC LTD 321,000.000 606,520.75 535,037.93 SINO BIOPHARMACEUTICAL LTD 126,000.000 64,069.52 176,518.14 POLYTEC ASSET HOLDINGS LTD 165,000.000 20,307.71 21,188.05 CHINA MENGNIU DAIRY CO LTD 48,000.000 88,150.55 194,529.07 PING AN INSURANCE GROUP CO OF 528,500.000 4,842,724.43 6,261,150.66 LI NING CO LTD 241,000.000 767,612.71 722,425.98 BUILD KING HOLDINGS LTD 300,000.000 38,520.39 34,184.05 BEIJING ENTERPRISES WATER GROU 84,000.000 48,049.66 42,518.91 GOME RETAIL HOLDINGS LTD 601,343.000 80,205.69 55,582.28 TECHTRONIC INDUSTRIES CO LTD 21,000.000 65,736.68 171,849.82 AIR CHINA LTD 36,000.000 22,755.07 36,674.17 ZTE CORP 25,560.000 65,236.91 78,315.65 EMPEROR INTERNATIONAL HOLDINGS 94,000.000 24,106.86 20,877.39 EMPEROR ENTERTAINMENT HOTEL LT 355,000.000 91,235.37 70,266.84 IT LTD 78,000.000 28,121.22 18,722.97 SHANGHAI ELECTRIC GROUP CO LTD 180,000.000 66,630.45 59,214.89 CHINA SHENHUA ENERGY CO LTD 61,500.000 255,111.96 128,720.21 MELCO INTERNATIONAL DEVELOPMEN 207,000.000 521,184.19 582,658.62 CHINA BLUECHEMICAL LTD 96,000.000 39,096.88 23,673.70 CHINA MERCHANTS BANK CO LTD 735,092.000 3,269,505.87 3,789,136.33 INDUSTRIAL & COMMERCIAL BANK O 1,175,000.000 734,726.75 907,042.15 KINGBOARD LAMINATES HOLDINGS L 191,500.000 194,978.17 238,108.93 CHINA COMMUNICATIONS SERVICES 442,800.000 267,154.01 323,673.29 CHINA COMMUNICATIONS CONSTRUCT 104,000.000 80,077.46 84,781.78 HAITIAN INTERNATIONAL HOLDINGS 20,000.000 43,705.02 48,494.06 ZHUZHOU CRRC TIMES ELECTRIC CO 11,800.000 41,084.66 42,769.04 HAIER ELECTRONICS GROUP CO LTD 292,000.000 599,554.88 913,913.20 COUNTRY GARDEN HOLDINGS CO LTD 189,412.000 164,045.94 304,382.61 CHINA CITIC BANK CORP LTD 635,000.000 367,269.70 381,422.88 SUNNY OPTICAL TECHNOLOGY GROUP 11,000.000 201,260.99 190,891.53 ANTA SPORTS PRODUCTS LTD 51,000.000 229,689.28 456,761.80 STELLA INTERNATIONAL HOLDINGS 25,500.000 41,544.06 40,834.63 FOSUN INTERNATIONAL LTD 52,000.000 53,133.15 75,991.72 G-RESOURCES GROUP LTD 2,337,000.000 21,525.45 17,399.58 CHAMPION REIT 335,000.000 228,642.12 221,443.91 SING TAO NEWS CORP LTD 400,000.000 58,916.47 81,724.99 BANK OF CHINA LTD 2,031,000.000 811,212.42 869,718.84 SHUI ON LAND LTD 123,500.000 30,634.75 27,110.59 SHIMAO PROPERTY HOLDINGS LTD 22,500.000 19,213.01 87,380.78 GUANGZHOU R&F PROPERTIES CO LT 18,000.000 21,663.91 33,236.71 SJM HOLDINGS LTD 35,000.000 65,064.71 39,954.97

201 2019 | Investment Portfolio AS OF DEC. 31, 2019

CHINA RAILWAY CONSTRUCTION COR 45,000.000 33,230.25 49,340.82 XINGFA ALUMINIUM HOLDINGS LTD 87,930.000 38,284.10 92,762.21 WANT WANT CHINA HOLDINGS LTD 109,000.000 115,499.88 102,080.84 CHINA PACIFIC INSURANCE GROUP 47,800.000 150,328.42 188,767.06 HOP HING GROUP HOLDINGS LTD 788,000.000 16,978.67 10,415.18 CENTRAL CHINA REAL ESTATE LTD 53,819.000 12,915.52 31,445.68 CRRC CORP LTD 103,200.000 151,366.16 75,264.39 ASIA CEMENT CHINA HOLDINGS COR 303,514.000 99,471.76 454,161.97 CHINA JINMAO HOLDINGS GROUP LT 96,000.000 35,355.49 74,862.37 SINO-OCEAN GROUP HOLDING LTD 151,295.000 74,675.53 60,874.48 BOSIDENG INTERNATIONAL HOLDING 428,000.000 182,317.69 153,780.91 SOHO CHINA LTD 100,500.000 75,893.87 37,942.02 KINGSOFT CORP LTD 22,000.000 62,674.05 57,061.69 NETDRAGON WEBSOFT HOLDINGS LTD 39,500.000 103,788.70 92,988.36 UNI-PRESIDENT CHINA HOLDINGS L 144,000.000 156,582.22 151,302.81 DONGYUE GROUP LTD 80,000.000 66,513.79 44,486.18 CHINA SUNSHINE PAPER HOLDINGS 116,500.000 16,408.66 19,451.29 PACIFIC ONLINE LTD 51,000.000 9,663.97 11,387.95 SINOTRUK HONG KONG LTD 458,182.000 481,370.39 977,763.91 CHINA RAILWAY GROUP LTD 78,000.000 34,938.51 48,172.66 SUN ART RETAIL GROUP LTD 78,900.000 99,639.05 95,756.43 IRC LTD 2,182,000.000 57,486.28 33,077.25 CHINA SANJIANG FINE CHEMICALS 159,000.000 51,763.59 33,731.01 SPRINGLAND INTERNATIONAL HOLDI 151,000.000 29,220.33 42,638.62 SINOPHARM GROUP CO LTD 24,000.000 76,612.43 87,788.32 SINOMEDIA HOLDING LTD 84,000.000 20,903.52 14,869.71 WYNN MACAU LTD 124,400.000 300,511.75 307,740.48 POWERLONG REAL ESTATE HOLDINGS 299,000.000 66,314.38 199,746.22 CHINA SOUTH CITY HOLDINGS LTD 1,324,000.000 156,836.53 168,335.49 WEST CHINA CEMENT LTD 162,000.000 27,910.28 26,654.42 CHONGQING RURAL COMMERCIAL BAN 386,000.000 189,400.53 197,093.08 CHINA LONGYUAN POWER GROUP COR 98,000.000 77,146.66 62,048.31 SHANGHAI PHARMACEUTICALS HOLDI 16,300.000 30,827.93 31,720.92 HKT TRUST & HKT LTD 57,299.000 59,563.58 80,783.73 AIA GROUP LTD 762,400.000 5,004,450.09 8,022,224.71 CHINA FIRST CHEMICAL HOLDINGS 34,000.000 7,939.42 3,447.21 HUANENG RENEWABLES CORP LTD 94,000.000 28,438.26 36,560.35 SUNAC CHINA HOLDINGS LTD 44,000.000 28,898.38 263,698.85 CHINA RESOURCES CEMENT HOLDING 236,000.000 264,228.94 300,646.64 GUANGZHOU AUTOMOBILE GROUP CO 47,600.000 31,021.72 59,345.75 CHINA HONGQIAO GROUP LTD 28,000.000 18,873.33 16,916.40 SANDS CHINA LTD 711,200.000 3,181,491.03 3,814,114.27 LONGFOR GROUP HOLDINGS LTD 30,500.000 48,393.15 143,253.32 CHINA MINSHENG BANKING CORP LT 195,318.000 132,502.28 147,931.46 NEW CHINA LIFE INSURANCE CO LT 68,500.000 311,205.62 295,241.35 PC PARTNER GROUP LTD 35,667.000 17,445.87 10,314.51 JIANGNAN GROUP LTD 362,000.000 18,710.83 16,757.05 CITIC SECURITIES CO LTD 55,000.000 107,617.22 125,924.92 CHINA MEDICAL SYSTEM HOLDINGS 212,000.000 241,942.33 305,595.91 AGRICULTURAL BANK OF CHINA LTD 505,000.000 226,877.10 222,709.68 CHAOWEI POWER HOLDINGS LTD 79,000.000 29,988.43 29,025.36 SITC INTERNATIONAL HOLDINGS CO 449,000.000 246,253.90 547,557.63 FAR EAST HORIZON LTD 55,600.000 55,472.10 52,180.83 ZHONGSHENG GROUP HOLDINGS LTD 99,000.000 313,604.30 402,654.30 SWIRE PROPERTIES LTD 33,400.000 109,197.91 110,995.33 PERFECT SHAPE MEDICAL LTD 212,000.000 46,489.17 83,524.73 XIWANG SPECIAL STEEL CO LTD 920,000.000 184,663.24 57,846.48 HAITONG SECURITIES CO LTD 86,000.000 145,302.26 101,728.03 SPT ENERGY GROUP INC 172,000.000 17,915.11 14,784.06 DYNAM JAPAN HOLDINGS CO LTD 47,600.000 70,824.28 62,233.88 CHINA YONGDA AUTOMOBILES SERVI 194,000.000 162,934.63 177,113.57 PEOPLE’S INSURANCE CO GROUP OF 340,000.000 142,730.43 141,574.75 AAC TECHNOLOGIES HOLDINGS INC 40,000.000 239,478.39 349,422.50 TIME WATCH INVESTMENTS LTD 162,000.000 24,267.15 19,335.71 SINOPEC ENGINEERING GROUP CO L 77,000.000 66,550.37 46,123.14 CHINA GALAXY SECURITIES CO LTD 107,000.000 91,224.65 63,176.36 JIANGXI COPPER CO LTD 92,000.000 137,431.00 126,813.57 ASM PACIFIC TECHNOLOGY LTD 5,000.000 53,488.46 69,515.69 JIANGSU EXPRESSWAY CO LTD 30,000.000 32,234.82 41,167.11 AEON CREDIT SERVICE ASIA CO LT 70,000.000 56,430.07 55,560.82 CHINA SOUTHERN AIRLINES CO LTD 44,000.000 27,745.33 29,690.80 HANG LUNG PROPERTIES LTD 33,000.000 99,862.72 72,147.30 APT SATELLITE HOLDINGS LTD 38,000.000 14,520.08 14,240.78 ASIA STANDARD INTERNATIONAL GR 310,000.000 66,951.75 50,876.00 CHINA MOBILE LTD 214,500.000 2,093,055.26 1,811,308.44

202 2019 | Investment Portfolio AS OF DEC. 31, 2019

BANK OF EAST ASIA LTD/THE 21,424.000 80,625.09 47,873.97 ANHUI CONCH CEMENT CO LTD 37,500.000 162,001.21 274,037.05 BEIJING ENTERPRISES HOLDINGS L 38,500.000 220,285.87 176,883.21 TIANJIN DEVELOPMENT HOLDINGS L 64,000.000 20,863.40 18,728.54 CLP HOLDINGS LTD 47,500.000 455,884.88 500,191.05 HUANENG POWER INTERNATIONAL IN 112,000.000 94,997.50 56,593.51 YANZHOU COAL MINING CO LTD 44,000.000 80,496.11 39,543.16 HOPSON DEVELOPMENT HOLDINGS LT 102,000.000 113,415.29 103,583.74 HENGAN INTERNATIONAL GROUP CO 17,000.000 151,104.53 121,382.48 HKR INTERNATIONAL LTD 45,600.000 22,825.49 18,959.40 BRILLIANCE CHINA AUTOMOTIVE HO 60,000.000 67,860.87 62,392.04 CHINA MERCHANTS CHINA DIRECT I 61,310.000 102,620.98 80,201.66 CSPC PHARMACEUTICAL GROUP LTD 1,780,000.000 3,263,887.18 4,248,961.52 CHINA OVERSEAS LAND & INVESTME 154,000.000 406,229.24 601,492.74 CHOW SANG SANG HOLDINGS INTERN 11,000.000 21,733.88 13,689.74 CHINA RESOURCES LAND LTD 109,333.000 264,247.39 544,804.70 CITIC LTD 186,000.000 276,029.03 249,325.93 CHUANG’S CONSORTIUM INTERNATIO 40,000.000 5,194.92 7,491.53 BEIJING CAPITAL INTERNATIONAL 572,000.000 519,277.76 554,668.88 LENOVO GROUP LTD 166,000.000 123,458.81 111,681.99 POLY PROPERTY GROUP CO LTD 197,038.000 102,482.32 81,796.92 PETROCHINA CO LTD 418,000.000 512,759.95 209,852.44 DAH SING FINANCIAL HOLDINGS LT 25,627.000 120,141.86 101,075.09 CHINA UNICOM HONG KONG LTD 130,000.000 219,512.28 122,726.95 CHINA TAIPING INSURANCE HOLDIN 32,571.000 68,075.76 80,999.41 DICKSON CONCEPTS INTERNATIONAL 123,000.000 59,741.21 59,585.32 HONG KONG EXCHANGES & CLEARING 135,483.000 1,858,136.87 4,391,496.13 MTR CORP LTD 25,106.000 87,862.14 148,831.54 CHINA PETROLEUM & CHEMICAL COR 505,600.000 414,239.65 304,772.11 TRAVELSKY TECHNOLOGY LTD 22,000.000 38,599.26 53,764.85 KINGDEE INTERNATIONAL SOFTWARE 35,000.000 35,577.79 35,023.20 ENN ENERGY HOLDINGS LTD 13,700.000 58,981.01 149,800.77 KUNLUN ENERGY CO LTD 250,000.000 247,346.87 220,636.28 COSCO SHIPPING PORTS LTD 29,581.000 35,072.99 24,256.30 HISENSE HOME APPLIANCES GROUP 34,000.000 34,320.29 37,326.08 YUEXIU TRANSPORT INFRASTRUCTUR 108,000.000 84,638.23 96,102.18 HANG SENG BANK LTD 11,600.000 155,647.56 240,063.23 CHINA MERCHANTS PORT HOLDINGS 29,926.000 76,297.39 50,703.55 HENDERSON LAND DEVELOPMENT CO 77,685.000 363,882.30 381,517.50 CLEAR MEDIA LTD 24,000.000 23,347.97 19,857.38 ALUMINUM CORP OF CHINA LTD 146,000.000 57,563.48 50,059.54 HANISON CONSTRUCTION HOLDINGS 19,781.000 3,777.58 2,833.52 SHANGHAI INDUSTRIAL URBAN DEVE 742,000.000 185,384.65 93,336.32 POWER ASSETS HOLDINGS LTD 21,000.000 162,859.26 153,556.37 WHARF HOLDINGS LTD/THE 40,000.000 97,983.43 101,770.48 HONG KONG FERRY HOLDINGS CO LT 720.000 847.84 647.24 HONG KONG & CHINA GAS CO LTD 153,684.000 177,617.79 300,298.79 HUNG HING PRINTING GROUP LTD 92,000.000 18,314.70 12,872.63 CHINA EVERBRIGHT LTD 48,000.000 77,085.13 89,883.99 CHINA GAS HOLDINGS LTD 42,600.000 18,380.16 159,697.91 GALAXY ENTERTAINMENT GROUP LTD 35,000.000 188,686.08 257,994.76 K WAH INTERNATIONAL HOLDINGS L 322,374.000 179,094.51 180,155.38 KERRY PROPERTIES LTD 185,000.000 625,957.11 589,591.48 KINGBOARD HOLDINGS LTD 75,000.000 210,684.35 238,116.79 MINMETALS LAND LTD 448,000.000 56,157.82 75,352.87 WATER OASIS GROUP LTD 114,000.000 19,076.25 16,961.84 LIU CHONG HING INVESTMENT LTD 6,000.000 7,967.79 8,201.15 GET NICE HOLDINGS LTD 1,022,000.000 36,585.88 29,517.04 GEELY AUTOMOBILE HOLDINGS LTD 99,000.000 31,356.90 194,184.25 LIPPO LTD 27,000.000 15,658.85 9,494.60 CHINA RESOURCES GAS GROUP LTD 18,000.000 40,059.93 98,944.86 BOC HONG KONG HOLDINGS LTD 57,000.000 138,551.67 198,506.80 BYD CO LTD 16,000.000 68,518.60 79,810.80 CHINA TELECOM CORP LTD 506,000.000 258,666.37 207,685.01 CHINA OILFIELD SERVICES LTD 34,000.000 66,274.38 53,380.95 NWS HOLDINGS LTD 53,592.000 87,484.04 75,227.55 PCCW LTD 102,303.000 40,958.32 60,408.33 YUE YUEN INDUSTRIAL HOLDINGS L 53,000.000 149,426.83 156,694.17 CHINA EVERBRIGHT INTERNATIONAL 94,629.000 88,270.92 75,995.24 NEW WORLD DEVELOPMENT CO LTD 354,734.000 445,746.46 486,538.41 VEDAN INTERNATIONAL HOLDINGS L 96,000.000 12,265.64 9,610.10 DAWNRAYS PHARMACEUTICAL HOLDIN 72,000.000 20,495.06 13,206.10

203 2019 | Investment Portfolio AS OF DEC. 31, 2019

ORIENTAL WATCH HOLDINGS 170,000.000 51,651.03 45,144.69 HOP FUNG GROUP HOLDINGS LTD 885,815.000 112,252.94 43,768.93 PICC PROPERTY & CASUALTY CO LT 593,752.000 631,018.62 715,969.75 AVICHINA INDUSTRY & TECHNOLOGY 58,000.000 30,476.37 26,158.19 CHINA RESOURCES POWER HOLDINGS 154,278.000 275,756.20 216,675.10 GREAT WALL MOTOR CO LTD 51,000.000 23,743.17 37,799.42 CHINA LIFE INSURANCE CO LTD 150,000.000 402,437.11 417,909.63 ZIJIN MINING GROUP CO LTD 182,000.000 72,802.43 90,757.92 SHANDONG WEIGAO GROUP MEDICAL 672,000.000 755,526.54 806,271.24 WEICHAI POWER CO LTD 208,796.000 311,914.26 441,799.02 ROAD KING INFRASTRUCTURE LTD 9,463.000 13,759.99 18,352.98 SINOPEC SHANGHAI PETROCHEMICAL 126,000.000 45,082.89 38,033.78 SHUN TAK HOLDINGS LTD 26,226.000 11,632.55 12,524.57 SHANGHAI INDUSTRIAL HOLDINGS L 31,000.000 66,029.74 59,691.37 SINO LAND CO LTD 90,215.000 136,478.86 131,451.31 SUN HUNG KAI PROPERTIES LTD 46,035.000 614,600.29 706,186.66 SWIRE PACIFIC LTD 8,000.000 95,807.77 74,563.14 TINGYI CAYMAN ISLANDS HOLDING 2,080,000.000 2,804,565.80 3,554,492.51 TSINGTAO BREWERY CO LTD 68,000.000 401,414.78 456,978.21 GUANGDONG INVESTMENT LTD 104,000.000 154,046.98 217,880.99 CHINA RESOURCES BEER HOLDINGS 26,848.000 82,068.49 148,716.15 WHEELOCK & CO LTD 59,000.000 299,090.62 393,473.70 ZHEJIANG EXPRESSWAY CO LTD 62,000.000 54,155.87 56,591.61 HANERGY THIN FILM POWER GROUP 254,000.000 35,796.53 0.00 CHANGGANG DUNXIN ENTERPRISE CO 220,000.000 25,786.00 0.00 RICHTER GEDEON NYRT 2,202.000 44,947.35 47,945.92 MOL HUNGARIAN OIL & GAS PLC 5,088.000 50,164.09 50,895.63 OTP BANK NYRT 5,506.000 101,845.11 288,593.86 ASIAN PAINTS LTD 5,289.000 100,784.85 132,296.82 BAJAJ FINANCE LTD 3,179.000 99,880.70 188,838.42 GARDEN REACH SHIPBUILDERS & EN 2,149.000 4,077.48 5,967.51 YES BANK LTD 1,060.000 5,261.12 696.92 HDFC LIFE INSURANCE CO LTD 5,866.000 49,080.30 51,460.75 HDFC ASSET MANAGEMENT CO LTD 784.000 39,362.05 35,197.47 BANDHAN BANK LTD 4,828.000 36,899.39 34,400.56 AXIS BANK LTD 33,001.000 261,615.19 348,945.49 TECH MAHINDRA LTD 13,319.000 135,545.00 142,324.52 GRASIM INDUSTRIES LTD 6,041.000 91,397.00 63,029.02 UNITED SPIRITS LTD 7,376.000 64,478.22 62,066.94 AVENUE SUPERMARTS LTD 1,741.000 43,640.11 44,894.79 ICICI LOMBARD GENERAL INSURANC 1,956.000 36,940.76 37,995.36 INTERGLOBE AVIATION LTD 4,076.000 91,130.57 76,274.67 SATIN CREDITCARE NETWORK LTD 935.000 4,171.87 2,820.20 JSW STEEL LTD 15,550.000 73,878.87 58,860.36 SBI LIFE INSURANCE CO LTD 4,797.000 64,595.46 64,565.30 HINDALCO INDUSTRIES LTD 117,624.000 384,870.23 356,793.26 ITC LTD 62,771.000 252,294.64 209,300.70 UPL LTD 9,148.000 62,749.00 74,937.86 GUJARAT AMBUJA EXPORTS LTD 596.000 1,841.99 1,110.84 BAJAJ HINDUSTHAN SUGAR LTD 106,827.000 13,604.85 9,809.01 ULTRATECH CEMENT LTD 1,767.000 96,070.76 100,194.34 ASHOK LEYLAND LTD 9,661.000 20,706.40 11,051.34 TATA CONSULTANCY SERVICES LTD 32,076.000 856,583.73 971,054.38 NTPC LTD 56,178.000 114,057.45 93,732.22 AMBUJA CEMENTS LTD 7,019.000 21,196.02 19,319.65 GODREJ CONSUMER PRODUCTS LTD 6,574.000 71,954.83 63,115.59 BAJAJ FINSERV LTD 655.000 58,086.31 86,405.86 BAJAJ AUTO LTD 1,438.000 58,421.82 64,173.80 POWER GRID CORP OF INDIA LTD 28,846.000 90,377.90 76,948.64 COAL INDIA LTD 75,486.000 254,247.99 223,704.86 INDIABULLS HOUSING FINANCE LTD 489,782.000 5,174,803.66 2,156,751.18 BHARAT PETROLEUM CORP LTD 32,912.000 170,353.04 227,196.51 EICHER MOTORS LTD 245.000 108,558.23 77,358.22 LIC HOUSING FINANCE LTD 4,663.000 24,879.48 28,450.81 NESTLE INDIA LTD 146.000 19,812.89 30,296.44 GAIL INDIA LTD 267,194.000 581,832.74 453,796.03 TITAN CO LTD 5,711.000 78,297.32 95,240.54 OIL & NATURAL GAS CORP LTD 172,988.000 342,313.96 312,817.20 COLGATE-PALMOLIVE INDIA LTD 1,265.000 26,206.44 25,965.77 HOUSING DEVELOPMENT FINANCE CO 181,023.000 4,954,164.00 6,130,190.22 ZEE ENTERTAINMENT ENTERPRISES 36,689.000 179,232.03 150,363.26 WIPRO LTD 3,759.000 13,263.35 12,951.51 INDIAN OIL CORP LTD 24,966.000 59,202.28 43,946.19 HINDUSTAN UNILEVER LTD 19,112.000 440,716.40 514,984.28 HCL TECHNOLOGIES LTD 473,076.000 3,373,201.21 3,766,700.37 HERO MOTOCORP LTD 2,557.000 90,917.85 87,581.62 DR REDDY’S LABORATORIES LTD 1,667.000 67,853.68 67,144.11

204 2019 | Investment Portfolio AS OF DEC. 31, 2019

BHARTI AIRTEL LTD 33,007.000 165,721.75 210,876.97 SUN PHARMACEUTICAL INDUSTRIES 15,434.000 105,445.43 93,544.38 MARUTI SUZUKI INDIA LTD 1,943.000 243,536.15 200,661.48 SHRIRAM TRANSPORT FINANCE CO L 962.000 21,182.06 15,783.47 MULTIPOLAR TECHNOLOGY TBK PT 778,326.000 78,723.67 24,892.93 TELEKOMUNIKASI INDONESIA PERSE 1,106,000.000 227,895.13 315,084.27 LAUTAN LUAS TBK PT 287,100.000 21,942.52 12,603.42 BANK CENTRAL ASIA TBK PT 228,100.000 272,518.11 547,980.04 INDO TAMBANGRAYA MEGAH TBK PT 176.000 162.66 145.14 ADARO ENERGY TBK PT 1,570,600.000 210,129.59 174,850.24 GARUDA INDONESIA PERSERO TBK P 1,436,900.000 58,997.13 51,472.68 INDOFOOD CBP SUKSES MAKMUR TBK 88,000.000 57,745.92 70,715.25 SAMINDO RESOURCES TBK PT 271,991.000 17,713.42 25,361.99 BEKASI FAJAR INDUSTRIAL ESTATE 5,492,200.000 109,929.79 85,653.80 KALBE FARMA TBK PT 350,000.000 26,662.23 40,747.96 ASTRA INTERNATIONAL TBK PT 337,700.000 256,224.08 167,720.27 LIPPO CIKARANG TBK PT 671,825.000 82,023.11 49,023.64 UNITED TRACTORS TBK PT 135,700.000 279,062.41 209,516.13 INDOFOOD SUKSES MAKMUR TBK PT 163,800.000 88,361.66 93,476.63 CHAROEN POKPHAND INDONESIA TBK 127,500.000 32,353.89 59,536.17 GUDANG GARAM TBK PT 7,500.000 52,278.25 28,565.63 HANJAYA MANDALA SAMPOERNA TBK 212,500.000 70,261.18 31,995.96 INDOCEMENT TUNGGAL PRAKARSA TB 25,000.000 42,444.05 34,304.04 BUKIT ASAM TBK PT 92,700.000 18,398.29 17,668.17 BANK MANDIRI PERSERO TBK PT 906,100.000 413,621.23 499,525.19 UNILEVER INDONESIA TBK PT 27,400.000 64,510.92 82,846.83 BANK RAKYAT INDONESIA PERSERO 933,400.000 148,153.45 294,578.75 PERUSAHAAN GAS NEGARA TBK PT 529,500.000 149,246.46 82,375.17 BANK NEGARA INDONESIA PERSERO 520,300.000 254,688.40 293,425.16 SEMEN INDONESIA PERSERO TBK PT 49,000.000 51,506.29 42,277.09 KAMADA LTD 5,305.000 26,926.51 36,498.32 YH DIMRI CONSTRUCTION & DEVELO 1,237.000 22,592.76 36,313.70 AFI PROPERTIES LTD 696.000 23,794.30 28,920.69 PAZ OIL CO LTD 34.000 5,345.03 4,818.21 PRASHKOVSKY INVESTMENTS AND CO 1,886.000 29,335.99 37,633.79 AZRIELI GROUP LTD 962.000 34,443.72 70,359.11 ALBAAD MASSUOT YITZHAK LTD 0.230 3.68 1.33 BANK HAPOALIM BM 17,943.000 74,740.04 149,020.92 BANK LEUMI LE-ISRAEL BM 29,837.000 97,804.00 217,401.94 FIRST INTERNATIONAL BANK OF IS 642.000 13,758.30 18,588.03 DANEL ADIR YEOSHUA LTD 1,896.000 82,157.96 176,452.35 E&M COMPUTING LTD 2,282.000 8,538.83 9,058.09 NORSTAR HOLDINGS INC 893.000 15,151.28 19,143.36 ISRAEL DISCOUNT BANK LTD 21,339.000 72,039.10 99,015.59 ISRAEL CHEMICALS LTD 10,564.000 97,243.24 49,831.26 ISRAMCO NEGEV 2 LP 35,391.000 9,303.26 6,424.89 KERUR HOLDINGS LTD 3,028.000 55,950.84 83,643.71 FOX WIZEL LTD 3,350.000 68,962.53 152,671.71 NETO ME HOLDINGS LTD 195.000 18,267.30 12,036.66 NAPHTHA ISRAEL PETROLEUM CORP 5,176.000 33,260.02 30,917.96 NICE LTD 1,032.000 35,192.76 159,949.99 TELSYS 311.000 6,298.14 7,387.74 TEVA PHARMACEUTICAL INDUSTRIES 16,773.000 740,165.59 164,593.63 MIZRAHI TEFAHOT BANK LTD 2,129.000 17,467.42 56,763.95 SUNTORY BEVERAGE & FOOD LTD 2,400.000 87,201.80 100,345.97 HOSHINO RESORTS REIT INC 84.000 416,601.38 433,006.99 NEXTAGE CO LTD 17,500.000 185,169.47 206,105.30 TOKYU FUDOSAN HOLDINGS CORP 13,400.000 142,713.46 92,506.76 KYUSHU RAILWAY CO 2,800.000 89,990.17 93,855.47 MONEY FORWARD INC 3,700.000 121,229.12 179,405.15 NISHI-NIPPON FINANCIAL HOLDING 8,800.000 71,472.42 68,501.32 CONCORDIA FINANCIAL GROUP LTD 19,100.000 92,182.12 78,333.21 IIDA GROUP HOLDINGS CO LTD 2,500.000 41,956.17 43,752.09 SAN JU SAN FINANCIAL GROUP INC 1,900.000 41,926.11 30,060.69 ARUHI CORP 9,600.000 129,830.85 197,364.18 SOFTBANK CORP 24,000.000 318,893.25 321,566.21 SOSILA LOGISTICS REIT INC 27.000 25,620.72 29,813.66 MEBUKI FINANCIAL GROUP INC 15,210.000 56,330.54 38,800.09 SANSAN INC 5,500.000 219,001.84 280,337.45 SEIBU HOLDINGS INC 3,000.000 57,281.87 49,481.05 JMDC INC 1,600.000 43,460.24 66,178.97 RECRUIT HOLDINGS CO LTD 18,000.000 201,150.50 677,221.31 METAWATER CO LTD 9,200.000 200,466.48 367,798.79 YOSSIX CO LTD 800.000 23,783.21 20,193.46 MENICON CO LTD 1,800.000 49,219.13 75,396.77 NOMURA REAL ESTATE MASTER FUND 78.000 107,620.05 133,273.14 JAPAN POST HOLDINGS CO LTD 26,100.000 310,361.10 245,084.98

205 2019 | Investment Portfolio AS OF DEC. 31, 2019

MARUHACHI HOLDINGS CO LTD 2,234.000 16,714.20 16,609.72 BELL SYSTEM24 HOLDINGS INC 3,200.000 49,586.84 50,285.87 KYUSHU FINANCIAL GROUP INC 8,500.000 36,000.56 36,555.11 LINE CORP 200.000 9,498.60 9,835.05 SEVEN & I HOLDINGS CO LTD 12,200.000 390,904.60 446,300.67 BANDAI NAMCO HOLDINGS INC 2,700.000 47,110.73 163,806.62 MITSUBISHI CHEMICAL HOLDINGS C 21,400.000 116,917.07 159,406.40 DAIICHI SANKYO CO LTD 8,900.000 157,754.17 587,584.40 DAIWA OFFICE INVESTMENT CORP 5.000 30,320.75 38,401.79 TSURUHA HOLDINGS INC 800.000 98,672.50 102,619.15 SUMCO CORP 36,200.000 452,678.08 606,213.82 GRANDY HOUSE CORP 13,900.000 50,701.87 63,551.78 FELISSIMO CORP 1,700.000 17,258.16 16,454.90 BANK OF KOCHI LTD/THE 5,300.000 64,768.17 44,171.51 KYORIN HOLDINGS INC 12,100.000 272,728.98 210,707.02 MAXVALU TOKAI CO LTD 2,900.000 46,789.94 62,381.08 ANABUKI KOSAN INC 2,800.000 37,642.88 46,305.01 ASAHI INTECC CO LTD 1,600.000 44,893.97 47,100.98 M3 INC 6,100.000 45,565.35 184,172.26 CAREER DESIGN CENTER CO LTD 2,000.000 29,700.44 25,017.94 HUMAN HOLDINGS CO LTD 1,400.000 15,342.90 18,100.60 ELECTRIC POWER DEVELOPMENT CO 20,900.000 467,918.51 507,798.88 SEGA SAMMY HOLDINGS INC 19,200.000 283,817.11 279,600.14 SAWADA HOLDINGS CO LTD 4,700.000 42,649.01 39,922.23 KYORITSU PRINTING CO LTD 13,200.000 28,927.18 20,400.33 HAKUHODO DY HOLDINGS INC 4,200.000 32,179.37 67,538.76 SOFTCREATE HOLDINGS CORP 9,100.000 75,071.11 151,430.93 GUNGHO ONLINE ENTERTAINMENT IN 10,110.000 296,798.73 215,058.34 MIXI INC 13,800.000 376,114.08 261,669.81 NOMURA REAL ESTATE HOLDINGS IN 18,800.000 423,780.60 452,323.94 YAMAGUCHI FINANCIAL GROUP INC 9,300.000 66,895.59 62,903.63 IDEMITSU KOSAN CO LTD 2,912.000 90,637.34 80,999.13 AOZORA BANK LTD 4,800.000 134,083.00 126,759.57 ASAHI NET INC 5,000.000 32,736.27 28,986.66 EIDAI CO LTD 15,000.000 60,690.89 49,261.09 FUKUOKA FINANCIAL GROUP INC 31,100.000 646,638.23 593,535.77 UT GROUP CO LTD 6,800.000 135,950.77 202,671.89 INPEX CORP 15,300.000 230,657.91 159,571.80 DEMAE-CAN CO LTD 4,900.000 123,713.29 50,829.80 ISETAN MITSUKOSHI HOLDINGS LTD 5,300.000 56,065.60 47,647.71 TIS INC 300.000 15,125.53 17,730.15 MS&AD INSURANCE GROUP HOLDINGS 13,100.000 352,239.75 431,253.20 J FRONT RETAILING CO LTD 5,500.000 58,662.10 76,700.89 INDUSTRIAL & INFRASTRUCTURE FU 186.000 282,696.50 283,745.77 SONY FINANCIAL HOLDINGS INC 2,900.000 47,473.11 69,403.16 ZOZO INC 9,200.000 153,064.85 175,977.60 PERSOL HOLDINGS CO LTD 19,900.000 226,356.45 373,974.89 YAMABIKO CORP 9,800.000 152,805.88 106,812.37 HOSHIZAKI CORP 5,600.000 355,115.79 498,534.40 TAISHO PHARMACEUTICAL HOLDINGS 1,100.000 85,412.56 81,262.65 CALBEE INC 1,200.000 30,276.94 39,020.39 FIDEA HOLDINGS CO LTD 61,500.000 83,234.83 78,178.56 OTSUKA HOLDINGS CO LTD 6,100.000 175,418.07 271,230.60 POLA ORBIS HOLDINGS INC 8,300.000 220,573.28 198,245.27 MAXVALU KYUSHU CO LTD 1,000.000 14,426.95 21,633.31 MEIJI HOLDINGS CO LTD 1,500.000 44,681.06 101,289.86 DAI-ICHI LIFE HOLDINGS INC 22,000.000 297,725.25 362,250.29 PALTAC CORPORATION 5,800.000 117,012.37 277,089.17 SOMPO HOLDINGS INC 9,200.000 267,583.80 360,428.99 JXTG HOLDINGS INC 47,550.000 258,540.76 217,386.73 NEXON CO LTD 15,000.000 169,553.29 198,367.80 TOMONY HOLDINGS INC 4,200.000 18,147.27 15,901.38 JAPAN AIRLINES CO LTD 48,400.000 1,656,411.58 1,510,065.35 PEPTIDREAM INC 1,600.000 80,167.20 81,910.52 NIPPON PROLOGIS REIT INC 33.000 61,715.48 84,053.86 AIDA ENGINEERING LTD 29,500.000 354,963.44 263,693.82 AISIN SEIKI CO LTD 2,200.000 69,408.60 81,352.08 AJINOMOTO CO INC 7,000.000 88,360.64 116,360.26 AKITA BANK LTD/THE 900.000 16,838.68 18,227.18 ALPS ALPINE CO LTD 25,600.000 518,821.29 578,173.81 AMADA HOLDINGS CO LTD 7,000.000 48,949.60 79,483.09 AOKI SUPER CO LTD 1,000.000 17,267.98 24,761.90 G-7 HOLDINGS INC 12,276.000 49,246.75 274,834.89 NET ONE SYSTEMS CO LTD 23,400.000 517,982.09 601,084.80 NICHIRIN CO LTD 5,082.000 46,921.04 90,704.01 AEON FINANCIAL SERVICE CO LTD 12,300.000 201,229.35 193,429.86 TOMY CO LTD 4,700.000 55,285.83 60,783.70

206 2019 | Investment Portfolio AS OF DEC. 31, 2019

ARCLAND SAKAMOTO CO LTD 6,281.000 64,323.38 71,509.05 ACOM CO LTD 8,100.000 27,318.54 36,759.50 ALPS LOGISTICS CO LTD 7,200.000 35,900.50 55,925.49 ASAHI GROUP HOLDINGS LTD 5,700.000 138,524.90 260,326.33 ASAHI BROADCASTING GROUP HOLDI 4,900.000 30,290.27 34,825.60 ASAHI KASEI CORP 21,100.000 133,884.44 236,710.68 AGC INC/JAPAN 1,900.000 68,107.76 67,785.24 BANK OF KYOTO LTD/THE 3,400.000 140,498.38 144,921.94 TDC SOFT INC 5,300.000 36,600.98 52,209.36 YUTAKA GIKEN CO LTD 700.000 16,132.65 14,222.22 Z HOLDINGS CORP 27,800.000 103,336.82 116,452.25 BIOFERMIN PHARMACEUTICAL CO LT 800.000 21,936.59 17,617.81 TOPPAN FORMS CO LTD 2,100.000 20,203.37 23,550.57 SAIZERIYA CO LTD 2,800.000 62,397.79 68,313.04 OBARA GROUP INC 8,900.000 313,127.76 299,592.57 INABA SEISAKUSHO CO LTD 1,700.000 22,937.00 22,381.99 BENESSE HOLDINGS INC 1,200.000 53,807.09 31,547.37 TREND MICRO INC/JAPAN 1,800.000 55,793.02 92,094.79 NTT DATA CORP 6,000.000 56,813.19 80,193.81 VT HOLDINGS CO LTD 48,600.000 242,192.15 215,701.11 EXCEL CO LTD 1,626.000 20,849.40 23,682.13 RELIA INC 5,800.000 66,477.05 73,483.72 NTT DOCOMO INC 29,300.000 545,107.72 818,648.04 FANCL CORP 3,000.000 72,307.25 80,172.00 BRIDGESTONE CORP 8,900.000 235,475.70 330,510.41 ARGO GRAPHICS INC 5,000.000 44,658.13 155,627.43 MUSASHI SEIMITSU INDUSTRY CO L 28,800.000 294,616.32 393,913.99 OBIC CO LTD 500.000 25,226.51 67,528.81 ORACLE CORP JAPAN 700.000 23,745.05 63,628.60 WASEDA ACADEMY CO LTD 5,600.000 38,239.98 53,095.55 BROTHER INDUSTRIES LTD 20,100.000 355,864.56 413,794.36 ALPHA SYSTEMS INC 1,100.000 28,821.36 28,704.94 BUSINESS BRAIN SHOWA-OTA INC 3,600.000 51,629.84 77,295.98 CAC HOLDINGS CORP 900.000 8,068.24 12,965.86 DAITRON CO LTD 1,600.000 17,646.22 28,007.10 USS CO LTD 4,300.000 50,623.19 81,186.03 CANON INC 16,400.000 656,699.28 447,162.55 CAPCOM CO LTD 34,600.000 818,755.40 960,806.11 ESLEAD CORP 1,800.000 18,124.22 36,114.40 CASIO COMPUTER CO LTD 4,100.000 25,146.16 82,373.72 CENTRAL JAPAN RAILWAY CO 2,300.000 221,124.98 462,105.68 CENTRAL AUTOMOTIVE PRODUCTS LT 9,800.000 88,979.52 244,690.05 ARAKAWA CHEMICAL INDUSTRIES LT 2,000.000 21,688.78 29,957.24 CHIBA BANK LTD/THE 25,700.000 145,712.21 147,742.94 CHIBA KOGYO BANK LTD/THE 22,100.000 64,902.39 79,872.73 KOSE CORP 500.000 43,757.26 73,064.31 CHUBU ELECTRIC POWER CO INC 9,900.000 161,166.88 139,616.38 CHUBU SHIRYO CO LTD 3,400.000 21,980.89 50,149.88 CHUGOKU ELECTRIC POWER CO INC/ 5,100.000 78,608.53 67,242.16 CHUGAI PHARMACEUTICAL CO LTD 3,500.000 74,809.58 322,304.82 AICHI BANK LTD/THE 1,000.000 53,476.14 34,253.10 CHUO SPRING CO LTD 700.000 19,453.16 20,216.99 BML INC 900.000 24,677.37 25,830.59 MTI LTD 40,200.000 235,351.63 262,080.87 CLEANUP CORP 4,300.000 31,664.54 28,320.79 COMPUTER ENGINEERING & CONSULT 2,400.000 49,633.67 45,420.79 CYBERAGENT INC 10,400.000 326,802.13 362,006.84 FUTURE CORP 2,000.000 37,839.55 33,145.61 CTI ENGINEERING CO LTD 14,300.000 157,940.28 294,964.38 RAKUTEN INC 14,500.000 165,265.35 124,344.01 BELL-PARK CO LTD 303.000 5,973.97 11,988.96 ROUND ONE CORP 29,600.000 294,973.52 288,216.57 DMS INC 800.000 15,945.33 16,169.06 KDDI CORP 25,500.000 405,615.73 758,480.09 DAIFUKU CO LTD 1,800.000 89,074.41 108,826.99 ICHIKEN CO LTD 2,000.000 33,819.21 33,027.70 DAITO TRUST CONSTRUCTION CO LT 1,700.000 157,935.97 210,507.73 DAICEL CORP 4,400.000 30,678.49 41,964.86 DAIKIN INDUSTRIES LTD 3,700.000 140,868.11 520,237.51 DIC CORP 14,400.000 503,410.51 397,040.22 SUMITOMO DAINIPPON PHARMA CO L 10,700.000 223,839.74 208,716.69 DAI NIPPON PRINTING CO LTD 4,100.000 77,886.67 111,252.86 DAIWA HOUSE INDUSTRY CO LTD 12,400.000 209,369.35 384,100.14 DAIWA SECURITIES GROUP INC 26,400.000 128,503.45 133,902.50 DAINICHI CO LTD 939.000 5,881.68 5,946.87 NISSHIN GROUP HOLDINGS CO LTD 7,200.000 29,002.12 36,363.21 LAWSON INC 700.000 43,373.31 39,635.54 OTSUKA CORP 3,900.000 115,794.65 155,735.60 DAIOHS CORP 2,400.000 20,172.86 30,113.05

207 2019 | Investment Portfolio AS OF DEC. 31, 2019

MITSUBISHI UFJ LEASE & FINANCE 48,100.000 244,301.60 309,516.49 PAN PACIFIC INTERNATIONAL HOLD 7,600.000 53,333.36 126,120.93 DISCO CORP 2,400.000 293,475.85 571,171.30 CYBOZU INC 3,734.000 40,095.60 50,895.83 ROLAND DG CORP 3,200.000 67,842.39 64,146.40 ABC-MART INC 500.000 18,914.38 34,076.91 CENTRAL SPORTS CO LTD 1,900.000 34,807.55 55,629.74 INFORMATION SERVICES INTERNATI 18,000.000 306,488.46 715,072.13 GEO HOLDINGS CORP 1,300.000 25,612.94 16,033.67 EAST JAPAN RAILWAY CO 4,900.000 343,349.13 442,211.77 ADASTRIA CO LTD 2,500.000 57,630.23 56,882.72 GLOSEL CO LTD 5,300.000 22,954.88 21,972.42 EISAI CO LTD 3,800.000 147,271.48 282,978.72 SQUARE ENIX HOLDINGS CO LTD 700.000 35,170.51 34,967.97 SBI HOLDINGS INC/JAPAN 3,710.000 29,445.76 78,135.57 DENKA CO LTD 6,900.000 228,996.41 204,923.73 ITOCHU-SHOKUHIN CO LTD 900.000 37,276.60 43,144.88 FAMILYMART CO LTD 3,900.000 37,507.73 93,393.03 FAST RETAILING CO LTD 900.000 202,296.31 533,366.03 MITSUBISHI UFJ FINANCIAL GROUP 284,400.000 1,452,204.69 1,536,786.20 SOKEN CHEMICAL & ENGINEERING C 185.000 2,476.89 2,418.07 FULLCAST HOLDINGS CO LTD 6,800.000 148,625.28 154,994.50 FALCO HOLDINGS CO LTD 18,200.000 218,191.02 308,448.79 FUJI PHARMA CO LTD 1,721.000 29,340.71 21,061.50 FUKUI COMPUTER HOLDINGS INC 2,200.000 32,445.96 71,264.28 FUJIMAK CORP 4,400.000 37,941.24 36,013.58 FUJI FURUKAWA ENGINEERING & CO 1,200.000 20,508.25 23,045.57 FUJI ELECTRIC CO LTD 11,700.000 345,177.16 357,474.78 SUBARU CORP 12,100.000 178,717.51 299,122.91 FUJIFILM HOLDINGS CORP 132,700.000 5,380,771.01 6,326,239.86 FUJIKURA KASEI CO LTD 28,500.000 154,630.87 153,264.49 FUJITEC CO LTD 30,800.000 307,267.95 499,263.72 FANUC CORP 14,800.000 2,386,282.38 2,732,882.14 FUJITSU LTD 10,000.000 612,145.53 943,455.51 FUKUDA DENSHI CO LTD 1,100.000 67,408.02 79,617.42 FUJITSU FRONTECH LTD 6,766.000 75,267.88 84,286.75 FURUSATO INDUSTRIES LTD 2,700.000 29,878.74 43,991.67 FUSO PHARMACEUTICAL INDUSTRIES 1,100.000 33,432.44 20,677.75 FUJITSU GENERAL LTD 22,200.000 316,739.93 498,433.11 GENKI SUSHI CO LTD 40.000 1,887.64 1,097.16 MCDONALD’S HOLDINGS CO JAPAN L 1,500.000 40,217.98 72,273.59 OENON HOLDINGS INC 7,800.000 17,004.45 28,489.55 FAITH INC 2,200.000 16,432.60 16,034.89 NOMURA RESEARCH INSTITUTE LTD 6,000.000 71,014.97 129,070.76 NIPPON BUILDING FUND INC 38.000 195,877.92 278,399.28 JAPAN REAL ESTATE INVESTMENT C 37.000 175,234.49 245,421.37 HAMAMATSU PHOTONICS KK 2,300.000 42,572.29 94,225.57 HANKYU HANSHIN HOLDINGS INC 3,600.000 94,537.78 153,918.24 HANWA CO LTD 17,900.000 587,808.29 468,116.33 HARIMA CHEMICALS GROUP INC 6,400.000 37,799.62 70,236.91 HASEKO CORP 8,500.000 111,639.05 113,910.53 SEIKO HOLDINGS CORP 3,500.000 88,975.81 93,345.37 DENTSU GROUP INC 3,600.000 120,584.11 123,937.17 HIKARI TSUSHIN INC 2,200.000 152,674.95 552,167.96 INTAGE HOLDINGS INC 2,000.000 18,636.80 17,101.22 HEIWA REAL ESTATE CO LTD 19,300.000 346,801.35 532,118.96 HARUYAMA HOLDINGS INC 8,900.000 64,831.05 71,360.77 RESONA HOLDINGS INC 268,900.000 1,227,927.44 1,172,290.10 NIHON HOUSE HOLDINGS CO LTD 6,800.000 30,058.10 30,950.03 HINO MOTORS LTD 6,300.000 56,016.53 66,554.78 HIROSHIMA GAS CO LTD 14,700.000 46,886.88 48,415.48 HIROSE ELECTRIC CO LTD 471.000 48,435.29 60,202.48 HISAMITSU PHARMACEUTICAL CO IN 1,000.000 46,592.28 48,637.57 HITACHI LTD 46,100.000 1,440,979.46 1,941,468.55 HITACHI CHEMICAL CO LTD 1,500.000 27,536.63 62,769.57 HITACHI METALS LTD 2,500.000 30,878.74 36,721.41 HITACHI CONSTRUCTION MACHINERY 1,700.000 29,728.15 50,568.36 HOCHIKI CORP 2,200.000 22,554.66 35,325.57 HOKKAN HOLDINGS LTD 200.000 2,674.02 3,825.41 SUMITOMO MITSUI TRUST HOLDINGS 71,400.000 2,737,830.44 2,817,068.88 HONDA MOTOR CO LTD 255,200.000 7,825,086.06 7,197,149.60 HONSHU CHEMICAL INDUSTRY CO LT 1,356.000 14,493.96 15,297.50 HORIBA LTD 3,700.000 141,749.75 246,765.53 AIR WATER INC 2,500.000 36,182.67 36,853.26 HOYA CORP 10,100.000 408,727.66 964,171.87 IDEC CORP/JAPAN 10,400.000 234,094.63 214,644.88 INNOTECH CORP 39,000.000 387,652.13 400,953.90 IHI CORP 2,200.000 77,394.70 51,551.72 ISUZU MOTORS LTD 175,000.000 2,147,155.55 2,061,266.09

208 2019 | Investment Portfolio AS OF DEC. 31, 2019

ITOCHU CORP 35,300.000 479,037.18 817,340.55 ITOKI CORP 4,800.000 18,732.87 23,518.27 BANK OF IWATE LTD/THE 400.000 17,217.26 10,576.22 IYO BANK LTD/THE 4,200.000 23,280.53 23,691.48 JANOME SEWING MACHINE CO LTD 4,500.000 24,417.10 17,169.55 JEOL LTD 2,000.000 35,127.68 60,464.24 JSR CORP 3,100.000 56,197.85 56,649.38 JAPAN AIRPORT TERMINAL CO LTD 800.000 28,549.87 44,265.91 JBCC HOLDINGS INC 2,800.000 18,464.31 47,960.28 JGC HOLDINGS CORP 4,000.000 112,717.95 64,355.46 JAPAN TOBACCO INC 18,400.000 517,337.17 410,117.53 JOSHIN DENKI CO LTD 4,500.000 122,828.77 107,049.10 AEON CO LTD 10,600.000 140,169.55 218,333.21 KAJIMA CORP 19,800.000 240,619.79 264,560.18 KAMEI CORP 2,100.000 19,689.93 25,687.82 KAMIGUMI CO LTD 9,500.000 193,405.33 208,100.59 KANEKO SEEDS CO LTD 4,500.000 52,871.50 60,429.35 KANSAI ELECTRIC POWER CO INC/T 11,500.000 155,968.38 132,955.15 KANSAI PAINT CO LTD 4,000.000 42,355.16 97,744.16 KAO CORP 7,100.000 219,031.90 585,485.84 KANEMATSU ELECTRONICS LTD 2,100.000 40,745.40 70,164.56 KAWAI MUSICAL INSTRUMENTS MANU 1,000.000 17,385.68 35,897.45 KAWASAKI HEAVY INDUSTRIES LTD 2,600.000 79,359.14 56,833.20 KAWASUMI LABORATORIES INC 18,800.000 147,478.29 165,212.13 KEIHANSHIN BUILDING CO LTD 9,400.000 65,312.31 123,130.95 KEIHAN HOLDINGS CO LTD 1,600.000 56,279.11 77,867.11 KEIKYU CORP 2,801.000 47,358.33 53,976.50 KEIO CORP 1,700.000 57,403.33 102,690.51 KEISEI ELECTRIC RAILWAY CO LTD 2,300.000 37,689.30 89,179.63 KOHSOKU CORP 9,400.000 76,066.39 112,547.97 KIKKOMAN CORP 2,000.000 22,153.14 97,824.08 KEYENCE CORP 2,720.000 208,110.61 962,575.48 KIMOTO CO LTD 700.000 1,571.18 1,115.57 KING CO LTD 3,300.000 20,236.07 16,944.16 KINTETSU GROUP HOLDINGS CO LTD 2,800.000 101,589.25 151,711.69 KNT-CT HOLDINGS CO LTD 6,600.000 116,773.18 89,171.66 KIRIN HOLDINGS CO LTD 13,100.000 166,678.10 285,667.71 SAN HOLDINGS INC 2,600.000 33,696.61 33,075.07 KITANO CONSTRUCTION CORP 500.000 12,210.26 11,911.30 KITA-NIPPON BANK LTD/THE 1,900.000 46,200.33 39,305.55 KOITO MANUFACTURING CO LTD 9,400.000 303,441.70 434,982.86 KOMATSU LTD 14,600.000 351,248.03 349,975.95 KONAMI HOLDINGS CORP 1,600.000 46,544.71 65,961.75 KONICA MINOLTA INC 9,000.000 72,708.93 58,894.27 JTEKT CORP 8,800.000 108,827.02 103,776.22 KUBOTA CORP 17,600.000 187,689.49 275,667.87 KURARAY CO LTD 5,400.000 71,085.19 66,208.60 KURITA WATER INDUSTRIES LTD 1,700.000 42,245.00 50,357.42 KYOCERA CORP 105,800.000 6,547,759.75 7,208,574.05 KYOWA LEATHER CLOTH CO LTD 14,200.000 95,891.79 108,658.31 KYOWA KIRIN CO LTD 5,000.000 56,078.94 117,458.66 KYUSHU ELECTRIC POWER CO INC 7,500.000 98,168.72 64,776.52 INFOCOM CORP 35,200.000 111,742.33 863,386.11 EDION CORP 6,000.000 71,893.12 66,513.72 TOKIO MARINE HOLDINGS INC 128,300.000 3,566,129.14 7,162,417.81 JAPAN RETAIL FUND INVESTMENT C 91.000 165,772.80 195,607.88 ARATA CORP 2,800.000 56,222.73 115,750.67 LION CORP 3,900.000 71,999.84 76,107.35 LONSEAL CORP 1,000.000 23,995.37 18,963.64 ORIX JREIT INC 45.000 98,670.28 97,555.96 JAPAN PRIME REALTY INVESTMENT 37.000 119,121.69 162,474.11 AEON MALL CO LTD 3,120.000 78,727.49 55,299.97 JFE HOLDINGS INC 7,500.000 141,723.64 96,061.25 SOHGO SECURITY SERVICES CO LTD 1,400.000 73,314.47 75,806.12 MABUCHI MOTOR CO LTD 8,200.000 348,785.85 309,816.87 MAEDA CORP 51,200.000 445,832.02 497,844.09 MAKITA CORP 3,600.000 76,661.83 124,605.64 MAEZAWA KASEI INDUSTRIES CO LT 3,300.000 34,719.75 36,498.98 SUMITOMO MITSUI FINANCIAL GROU 45,200.000 1,583,896.47 1,663,604.83 MARUBENI CORP 110,600.000 736,964.03 817,120.49 MARUI GROUP CO LTD 3,800.000 27,268.75 92,481.70 MARUZEN SHOWA UNYU CO LTD 1,000.000 17,775.90 29,252.48 MATSUI CONSTRUCTION CO LTD 11,000.000 59,101.74 81,693.63 PANASONIC CORP 37,400.000 367,710.27 350,722.09 MEITEC CORP 700.000 37,579.43 39,289.76 MIZUHO FINANCIAL GROUP INC 360,300.000 562,785.55 554,025.70 CREDIT SAISON CO LTD 9,800.000 172,370.41 169,829.37 MISUMI GROUP INC 4,600.000 81,801.49 113,730.97 MITSUBISHI ESTATE CO LTD 32,300.000 707,977.12 617,372.18 MITSUBISHI CORP 36,800.000 788,411.58 976,117.50

209 2019 | Investment Portfolio AS OF DEC. 31, 2019

MITSUBISHI GAS CHEMICAL CO INC 6,200.000 84,776.24 94,199.87 MITSUBISHI ELECTRIC CORP 485,200.000 5,911,304.66 6,596,135.24 MITSUBISHI HEAVY INDUSTRIES LT 9,000.000 415,418.08 348,012.68 MITSUBISHI MATERIALS CORP 1,900.000 57,902.53 51,508.68 MITSUI & CO LTD 25,300.000 382,268.58 449,801.43 MITSUI MINING & SMELTING CO LT 15,100.000 519,881.18 400,838.77 MITSUI CHEMICALS INC 2,800.000 45,799.75 68,041.51 MITSUI OSK LINES LTD 1,100.000 39,504.44 30,201.94 MITSUI FUDOSAN CO LTD 23,000.000 578,542.39 561,647.03 MIURA CO LTD 9,200.000 143,226.65 317,767.49 MITO SECURITIES CO LTD 25,500.000 99,637.80 51,636.08 MOCHIDA PHARMACEUTICAL CO LTD 14,400.000 527,751.30 578,821.04 MITSUBISHI MOTORS CORP 6,900.000 79,315.07 28,716.80 MURATA MANUFACTURING CO LTD 9,500.000 240,040.42 587,229.15 SEIKO EPSON CORP 5,200.000 77,554.31 78,494.00 NOJIMA CORP 4,200.000 91,489.59 87,990.89 NGK INSULATORS LTD 5,000.000 62,582.10 86,719.55 NGK SPARK PLUG CO LTD 19,500.000 369,897.26 378,202.52 NAGOYA RAILROAD CO LTD 3,100.000 62,598.23 96,193.78 NAKABAYASHI CO LTD 6,400.000 40,895.72 36,419.21 NAKANO CORP/TOKYO 11,800.000 38,390.61 51,026.50 NAC CO LTD 4,300.000 41,265.00 39,983.88 MODEC INC 16,000.000 390,275.88 392,313.10 NATOCO CO LTD 1,500.000 19,325.49 17,267.08 RENESAS ELECTRONICS CORP 54,700.000 319,175.74 376,588.91 NAGANO BANK LTD/THE 3,199.000 56,409.73 48,565.33 NICHIREKI CO LTD 21,405.000 167,113.82 267,082.53 NIFCO INC/JAPAN 11,100.000 216,035.69 303,559.63 NINTENDO CO LTD 4,900.000 1,428,848.33 1,977,502.60 NIKKISO CO LTD 21,500.000 238,627.31 281,859.09 NIHON KOHDEN CORP 4,100.000 114,257.07 114,020.22 JMS CO LTD 14,500.000 73,938.43 109,574.53 DENSO CORP 51,400.000 2,498,006.97 2,318,189.65 NEC CORP 4,400.000 109,009.34 182,792.45 NOF CORP 10,800.000 231,051.32 358,194.39 NIPPON PAINT HOLDINGS CO LTD 2,400.000 39,197.36 124,144.45 TAIYO NIPPON SANSO CORP 2,000.000 18,645.94 44,298.60 NIPPON SODA CO LTD 10,400.000 254,095.30 280,098.41 NIDEC CORP 29,700.000 2,389,150.48 4,056,395.63 NH FOODS LTD 1,200.000 29,404.79 49,696.53 NISSHIN SEIFUN GROUP INC 2,635.000 25,666.67 45,917.15 NITTETSU MINING CO LTD 800.000 36,358.77 36,872.61 NITTO BOSEKI CO LTD 10,300.000 238,335.16 436,350.21 NIPPON TELEGRAPH & TELEPHONE C 157,600.000 3,202,675.51 3,991,244.10 NSK LTD 6,400.000 54,492.45 60,349.42 NISSAN CHEMICAL CORP 2,200.000 116,229.95 91,954.64 NIPRO CORP 34,100.000 393,158.93 410,349.53 NISSIN FOODS HOLDINGS CO LTD 1,100.000 45,870.18 81,636.30 NITTO DENKO CORP 2,800.000 124,892.27 157,065.22 NITTO FUJI FLOUR MILLING CO LT 600.000 19,283.18 34,807.26 NITTO SEIKO CO LTD 6,600.000 26,117.77 38,640.76 NIPPON EXPRESS CO LTD 8,200.000 414,408.66 479,689.40 NIPPON CHEMIPHAR CO LTD 1,100.000 52,745.38 29,379.03 NIKON CORP 43,200.000 682,015.95 527,942.68 YAMAHA CORP 1,600.000 19,172.14 88,181.82 MINEBEA MITSUMI INC 13,000.000 153,243.23 268,225.77 NIPPON SEIKI CO LTD 23,000.000 383,179.00 375,924.73 NIPPON SEISEN CO LTD 1,800.000 43,746.28 54,579.35 NIPPON STEEL CORP 13,722.000 325,464.93 206,410.73 NIPPON ELECTRIC GLASS CO LTD 104.000 5,157.80 2,303.27 NIHON UNISYS LTD 5,800.000 183,939.78 182,231.55 HITACHI HIGH-TECHNOLOGIES CORP 12,500.000 485,728.84 883,146.07 NISSAN MOTOR CO LTD 26,400.000 239,138.66 153,402.85 NISSIN CORP 300.000 5,030.32 5,192.02 NOMURA HOLDINGS INC 56,400.000 254,129.17 289,658.37 NIPPON YUSEN KK 1,400.000 35,614.40 25,218.81 NITORI HOLDINGS CO LTD 1,400.000 68,264.94 221,176.09 NOMURA CO LTD 5,600.000 75,150.12 74,157.18 NIPPON CERAMIC CO LTD 9,300.000 141,867.56 230,086.31 ORIENTAL LAND CO LTD/JAPAN 3,100.000 119,107.12 423,014.65 NOZAWA CORP 2,000.000 19,468.48 13,775.16 ODAKYU ELECTRIC RAILWAY CO LTD 5,400.000 99,186.55 125,921.41 OBAYASHI CORP 19,100.000 140,169.95 211,739.48 OITA BANK LTD/THE 500.000 17,433.51 12,719.31 OJI HOLDINGS CORP 15,000.000 70,037.40 80,941.19 BANK OF OKINAWA LTD/THE 600.000 19,209.94 20,138.93 OLYMPUS CORP 27,500.000 225,169.34 423,399.03 OMRON CORP 3,300.000 92,699.82 192,211.74 ONO PHARMACEUTICAL CO LTD 6,400.000 100,150.81 146,123.52 TAIHEIYO CEMENT CORP 2,000.000 54,492.00 58,506.28 OHSHO FOOD SERVICE CORP 500.000 31,764.58 29,782.96

210 2019 | Investment Portfolio AS OF DEC. 31, 2019

ORIX CORP 25,900.000 331,541.84 431,035.62 ORIGIN CO LTD 2,200.000 44,862.42 30,603.44 OSAKA GAS CO LTD 4,800.000 90,746.66 91,696.87 OYO CORP 2,000.000 19,579.00 27,887.55 PASCO CORP 1,500.000 12,275.27 27,508.02 PARK24 CO LTD 1,800.000 33,552.68 44,084.98 PCA CORP 3,300.000 48,068.35 154,808.62 TOKYO CENTURY CORP 1,100.000 43,184.17 59,052.01 TECHNO MEDICA CO LTD 900.000 16,428.33 17,134.23 SK-ELECTRONICS CO LTD 1,200.000 23,741.44 21,777.90 HOKUHOKU FINANCIAL GROUP INC 12,200.000 132,454.23 127,835.61 ALFRESA HOLDINGS CORP 8,600.000 184,506.32 175,551.18 NABTESCO CORP 1,900.000 41,296.68 56,054.41 PIGEON CORP 2,000.000 85,059.20 73,729.77 KAKAKU.COM INC 2,300.000 42,302.15 59,115.25 NAFCO CO LTD 3,200.000 50,145.47 43,163.18 DIP CORP 2,000.000 58,466.16 59,086.23 UNITED URBAN INVESTMENT CORP 97.000 140,254.58 181,981.58 SAXA HOLDINGS INC 2,200.000 47,298.40 39,459.79 SHINSEI BANK LTD 62,000.000 904,101.84 946,273.91 RICOH CO LTD 11,200.000 108,067.15 121,341.53 RINNAI CORP 600.000 42,792.58 46,847.81 JAPAN EXCHANGE GROUP INC 217,900.000 2,512,886.62 3,834,970.56 T&D HOLDINGS INC 7,600.000 82,711.73 95,906.56 T-GAIA CORP 3,100.000 35,457.42 75,387.81 ROHM CO LTD 7,100.000 473,357.95 572,168.46 YELLOW HAT LTD 24,000.000 239,107.99 430,556.97 RYOHIN KEIKAKU CO LTD 4,000.000 82,859.26 93,279.66 SMC CORP/JAPAN 9,800.000 1,654,731.97 4,478,837.28 SAKATA SEED CORP 6,700.000 190,290.63 224,517.81 SAKATA INX CORP 30,500.000 450,794.73 329,377.13 SOFTBANK GROUP CORP 27,600.000 701,145.74 1,201,386.69 SAN-AI OIL CO LTD 3,300.000 24,593.88 35,784.88 SANKO METAL INDUSTRIAL CO LTD 2,400.000 67,434.89 58,085.74 SANTEN PHARMACEUTICAL CO LTD 6,100.000 51,634.80 116,286.86 SANWA HOLDINGS CORP 41,000.000 295,905.68 459,243.96 SATO SHOJI CORP 6,800.000 42,411.05 64,211.89 MEDIPAL HOLDINGS CORP 2,900.000 36,110.91 63,959.27 SECOM CO LTD 3,500.000 173,780.77 312,286.19 SUMITOMO SEIKA CHEMICALS CO LT 6,000.000 190,882.24 194,982.72 SEKISUI CHEMICAL CO LTD 6,000.000 55,063.86 103,839.45 SEKISUI HOUSE LTD 21,500.000 374,483.09 459,071.51 SAISON INFORMATION SYSTEMS CO 1,300.000 27,096.12 27,509.32 SHARP CORP/JAPAN 2,900.000 105,312.27 44,306.29 SHIMAMURA CO LTD 400.000 38,037.57 30,518.13 SHIKOKU BANK LTD/THE 3,700.000 39,399.72 35,116.84 77 BANK LTD/THE 2,600.000 46,998.07 43,205.06 SHIBAURA MECHATRONICS CORP 1,200.000 43,212.03 43,722.46 SHIGA BANK LTD/THE 6,040.000 139,660.10 153,064.69 SHIMADZU CORP 4,300.000 36,056.20 134,459.45 SHIMIZU CORP 17,500.000 135,504.53 178,012.95 SHIMIZU BANK LTD/THE 800.000 11,966.98 15,928.92 SHIN-ETSU CHEMICAL CO LTD 5,700.000 293,252.24 624,808.62 SHIONOGI & CO LTD 17,700.000 823,365.88 1,093,361.32 SHIMANO INC 20,000.000 1,738,436.39 3,246,604.64 SHINSHO CORP 1,000.000 20,277.71 25,804.04 SHISEIDO CO LTD 6,000.000 106,195.65 428,947.26 HULIC CO LTD 7,100.000 78,429.78 85,448.86 SHIZUOKA BANK LTD/THE 32,500.000 268,039.38 241,903.80 SHOFU INC 1,700.000 20,299.24 27,993.48 SHOWA DENKO KK 1,900.000 73,863.25 50,038.48 SHIN-ETSU POLYMER CO LTD 10,200.000 82,092.04 103,418.15 SPK CORP 5,000.000 104,508.84 134,436.20 SUNDRUG CO LTD 1,600.000 73,886.34 57,813.03 SODA NIKKA CO LTD 7,000.000 30,093.94 41,266.50 SONY CORP 90,000.000 3,802,568.25 6,124,883.50 STANLEY ELECTRIC CO LTD 16,400.000 423,375.59 474,063.23 SUGIMOTO & CO LTD 2,600.000 30,107.70 49,952.66 SUMITOMO CHEMICAL CO LTD 28,000.000 105,659.96 126,875.83 SUMITOMO ELECTRIC INDUSTRIES L 10,800.000 125,736.88 162,013.38 SUMITOMO HEAVY INDUSTRIES LTD 13,300.000 425,175.00 376,945.55 SUMITOMO METAL MINING CO LTD 4,500.000 123,204.56 145,113.66 SUMITOMO REALTY & DEVELOPMENT 9,200.000 298,846.57 320,828.24 SUMITOMO CORP 55,000.000 781,218.76 819,843.74 SUMITOMO RUBBER INDUSTRIES LTD 2,800.000 33,187.33 34,057.20 SUZUKI MOTOR CORP 5,400.000 126,263.09 226,146.26 SUZUKEN CO LTD/AICHI JAPAN 9,480.000 397,119.73 385,701.71 THK CO LTD 1,900.000 38,809.23 50,987.55 TDK CORP 2,100.000 93,654.77 235,983.64 TACHIKAWA CORP 3,400.000 24,633.86 40,754.54 TAISEI CORP 16,300.000 670,850.07 674,734.16

211 2019 | Investment Portfolio AS OF DEC. 31, 2019

TAKEDA PHARMACEUTICAL CO LTD 211,883.000 8,922,498.46 8,392,804.89 ADVANTEST CORP 6,400.000 257,705.75 362,034.38 TAMRON CO LTD 2,200.000 50,521.97 50,871.04 TAIYO KAGAKU CO LTD 1,300.000 15,249.78 23,890.98 TAIKO BANK LTD/THE 2,400.000 48,427.96 37,473.73 TANSEISHA CO LTD 5,900.000 70,037.55 71,227.10 TEIJIN LTD 7,300.000 128,666.58 136,186.38 ASKA PHARMACEUTICAL CO LTD 25,200.000 232,576.59 291,175.84 SYSMEX CORP 3,700.000 141,565.17 251,447.81 TERUMO CORP 9,200.000 121,530.74 324,972.14 TIGERS POLYMER CORP 9,200.000 61,312.83 51,825.35 TOHOKU BANK LTD/THE 3,000.000 35,178.90 28,988.87 TOKYO SANGYO CO LTD 7,400.000 27,877.59 41,809.25 TOKAI CORP/GIFU 6,800.000 98,182.77 174,820.92 TOA ROAD CORP 2,000.000 55,025.19 65,397.17 TOGAMI ELECTRIC MANUFACTURING 4,200.000 93,971.21 79,766.20 TOKYO TEKKO CO LTD 1,100.000 16,422.16 15,944.60 TOBU RAILWAY CO LTD 3,400.000 82,923.46 123,539.04 TOHO CO LTD/TOKYO 2,200.000 44,418.08 91,592.58 TOHO GAS CO LTD 800.000 23,135.13 32,567.31 TOHO ACETYLENE CO LTD 3,400.000 50,476.35 40,190.52 TOHOKU ELECTRIC POWER CO INC 8,600.000 90,806.26 85,043.66 TOKYO ELECTRIC POWER CO HOLDIN 21,800.000 87,684.56 93,072.46 TOKYO TATEMONO CO LTD 17,700.000 274,552.61 276,094.06 TOKYO GAS CO LTD 5,300.000 126,143.81 128,561.57 TOHO HOLDINGS CO LTD 3,500.000 93,189.35 77,612.02 TOKYO ELECTRON LTD 9,900.000 1,373,040.36 2,175,152.73 NISSAN TOKYO SALES HOLDINGS CO 25,300.000 92,551.21 66,236.14 TONAMI HOLDINGS CO LTD 700.000 20,425.95 34,637.59 TOKYU CORP 8,400.000 91,304.55 155,178.58 TORII PHARMACEUTICAL CO LTD 2,700.000 63,785.84 75,675.58 TOPPAN PRINTING CO LTD 5,000.000 72,652.68 103,057.80 TORAY INDUSTRIES INC 23,200.000 162,518.57 158,475.92 TOSHIBA CORP 15,800.000 562,419.79 535,179.76 TOTO LTD 1,899.000 44,638.10 80,014.61 TOWA PHARMACEUTICAL CO LTD 10,200.000 214,937.96 265,011.01 TOYO MACHINERY & METAL CO LTD 4,000.000 20,986.30 20,095.49 TOYO SUISAN KAISHA LTD 1,600.000 43,416.08 68,039.15 TOYO TIRE CORP 26,700.000 322,206.07 382,840.84 LIXIL GROUP CORP 4,000.000 85,740.80 68,926.36 TOYO SEIKAN GROUP HOLDINGS LTD 2,600.000 34,932.37 45,062.16 MAZDA MOTOR CORP 31,000.000 312,524.97 263,793.84 TOLI CORP 31,600.000 78,250.58 92,547.20 TOYO WHARF & WAREHOUSE CO LTD 1,200.000 16,609.16 15,637.55 TOYOTA INDUSTRIES CORP 2,300.000 80,556.47 132,515.77 TOYOTA TSUSHO CORP 83,300.000 2,157,997.26 2,919,183.27 TOYOTA MOTOR CORP 34,422.000 1,485,634.85 2,423,199.41 TSUBAKIMOTO KOGYO CO LTD 3,700.000 86,811.40 146,025.32 TAKANO CO LTD 9,800.000 79,003.14 73,729.59 UCHIDA YOKO CO LTD 2,300.000 51,736.50 158,444.48 UNICHARM CORP 7,100.000 120,910.46 239,776.50 UTOC CORP 5,900.000 21,006.06 30,882.30 WEST JAPAN RAILWAY CO 2,400.000 99,648.20 207,204.21 YACHIYO INDUSTRY CO LTD 4,600.000 34,016.14 29,826.02 YAMADA DENKI CO LTD 13,100.000 78,017.19 69,325.01 YAKULT HONSHA CO LTD 1,500.000 55,799.89 82,552.49 YAMAHA MOTOR CO LTD 4,000.000 60,416.46 79,942.17 YAMANASHI CHUO BANK LTD/THE 1,700.000 21,125.72 18,121.01 ASTELLAS PHARMA INC 122,700.000 1,637,614.91 2,095,564.45 YAMAZAKI BAKING CO LTD 2,000.000 26,113.29 35,729.10 YAMATO HOLDINGS CO LTD 5,200.000 88,061.76 88,909.38 YASKAWA ELECTRIC CORP 4,000.000 41,099.45 150,910.14 YOKOGAWA ELECTRIC CORP 4,300.000 47,232.37 76,145.92 YOKOHAMA RUBBER CO LTD/THE 2,000.000 41,848.60 38,694.72 YAMAYA CORP 2,300.000 33,558.37 48,840.77 YAMAZAWA CO LTD 1,200.000 18,918.02 18,877.31 YUASA FUNASHOKU CO LTD 1,400.000 38,530.84 48,824.47 YUSHIRO CHEMICAL INDUSTRY CO L 3,800.000 50,446.14 50,814.65 ZUKEN INC 4,600.000 44,684.93 104,774.35 ZAOH CO LTD 2,100.000 36,570.95 28,811.88 WESTPORTS HOLDINGS BHD 24,600.000 26,274.46 25,419.51 KENANGA INVESTMENT BANK BHD 30,200.000 6,130.32 3,322.33 SIME DARBY PLANTATION BHD 46,062.000 63,075.49 61,236.24 GREATECH TECHNOLOGY BHD 125,931.000 43,018.56 73,989.67 YTL HOSPITALITY REIT 146,000.000 44,182.73 48,569.30 DIALOG GROUP BHD 57,858.000 27,433.28 48,806.89 UCHI TECHNOLOGIES BHD 162,230.000 61,166.78 110,284.31 CHIN WELL HOLDINGS BHD 16,300.000 6,738.51 5,459.23 PUBLIC BANK BHD 91,200.000 477,884.01 433,767.71 AIRASIA GROUP BHD 265,700.000 125,548.74 110,463.45

212 2019 | Investment Portfolio AS OF DEC. 31, 2019

UNISEM M BHD 97,070.000 51,147.32 51,258.09 GENTING BHD 153,100.000 318,018.12 226,646.80 GENTING MALAYSIA BHD 4,492,400.000 4,521,697.14 3,614,090.49 MAH SING GROUP BHD 118,400.000 26,197.48 20,435.83 IOI CORP BHD 52,100.000 83,513.13 58,725.35 DELEUM BHD 58,600.000 16,622.27 13,681.21 FAVELLE FAVCO BHD 68,243.000 48,117.92 45,545.38 AXIATA GROUP BHD 47,933.000 72,504.63 48,516.59 SIME DARBY BHD 123,062.000 175,577.78 66,841.39 PETRONAS CHEMICALS GROUP BHD 86,300.000 177,311.51 155,080.54 MAXIS BHD 30,200.000 52,614.42 39,279.51 IHH HEALTHCARE BHD 53,400.000 72,594.37 71,401.65 AFFIN BANK BHD 2,400.000 2,617.79 1,112.06 AMMB HOLDINGS BHD 48,000.000 96,263.60 45,901.37 CIMB GROUP HOLDINGS BHD 96,543.000 192,734.50 121,563.89 DIGI.COM BHD 110,500.000 127,941.68 120,501.11 PADINI HOLDINGS BHD 202,780.000 92,825.90 160,625.01 BIMB HOLDINGS BHD 29,700.000 26,384.44 32,006.07 MALAYSIA AIRPORTS HOLDINGS BHD 55,100.000 114,752.94 102,376.86 RHB BANK BHD 63,114.000 82,725.57 89,186.17 LII HEN INDUSTRIES BHD 61,400.000 43,050.86 46,038.76 HAP SENG CONSOLIDATED BHD 13,500.000 26,033.21 32,932.29 PETRON MALAYSIA REFINING & MAR 57,088.000 80,841.37 70,072.16 GAMUDA BHD 28,500.000 29,186.82 27,177.44 KSL HOLDINGS BHD 265,700.000 101,536.75 49,034.49 HONG LEONG INDUSTRIES BHD 34,200.000 60,946.49 87,429.19 HONG LEONG FINANCIAL GROUP BHD 3,924.000 13,530.00 16,214.16 HONG LEONG BANK BHD 23,144.000 83,817.72 97,891.42 IJM CORP BHD 67,000.000 59,040.29 35,550.44 INSAS BHD 340,900.000 58,733.39 67,945.23 TROPICANA CORP BHD 105,266.000 23,027.94 24,059.11 KUALA LUMPUR KEPONG BHD 7,900.000 57,225.97 47,874.31 MBM RESOURCES BHD 34,800.000 15,860.41 32,850.61 MALAYAN BANKING BHD 210,136.000 509,468.02 444,080.17 MALAYSIAN PACIFIC INDUSTRIES B 29,293.000 35,122.16 81,924.44 MISC BHD 23,100.000 43,995.31 47,310.75 NESTLE MALAYSIA BHD 400.000 13,945.57 14,374.69 ORIENTAL HOLDINGS BHD 38,200.000 61,229.53 61,194.19 MK LAND HOLDINGS BHD 210,900.000 20,837.63 8,507.15 PPB GROUP BHD 8,640.000 37,251.68 39,820.68 PETRONAS DAGANGAN BHD 4,000.000 21,461.63 22,586.78 PETRONAS GAS BHD 19,600.000 108,682.38 79,526.65 I-BHD 294,500.000 41,856.46 16,919.08 TENAGA NASIONAL BHD 53,600.000 134,796.78 173,706.44 CONCENTRADORA FIBRA DANHOS SA 13,384.000 17,481.03 20,341.07 COCA-COLA FEMSA SAB DE CV 11,400.000 126,023.60 69,303.11 ALEATICA SAB DE CV 20,203.000 17,719.82 30,062.71 ORBIA ADVANCE CORP SAB DE CV 17,907.000 68,048.39 38,233.97 PROLOGIS PROPERTY MEXICO SA DE 101,249.000 152,942.45 225,188.41 WAL-MART DE MEXICO SAB DE CV 150,400.000 380,192.03 432,308.41 GRUPO AEROPORTUARIO DEL PACIFI 5,300.000 18,603.65 63,078.53 INDUSTRIAS BACHOCO SAB DE CV 45,416.000 150,619.54 195,021.36 FIBRA UNO ADMINISTRACION SA DE 2,310,816.000 3,371,593.25 3,582,963.98 ALFA SAB DE CV 142,644.000 210,945.38 118,290.89 FOMENTO ECONOMICO MEXICANO SAB 32,900.000 260,552.92 310,689.31 EL PUERTO DE LIVERPOOL SAB DE 3,400.000 24,848.20 16,888.37 GRUPO TELEVISA SAB 35,700.000 159,671.72 83,805.39 GRUPO BIMBO SAB DE CV 31,800.000 78,189.31 58,012.60 GRUMA SAB DE CV 11,853.000 132,066.86 121,636.99 PROMOTORA Y OPERADORA DE INFRA 3,860.000 49,400.82 39,556.62 CEMEX SAB DE CV 246,471.000 149,626.49 92,407.05 GRUPO FINANCIERO BANORTE SAB D 62,900.000 350,728.19 351,605.81 INDUSTRIAS PENOLES SAB DE CV 2,285.000 103,123.53 23,960.80 KIMBERLY-CLARK DE MEXICO SAB D 38,700.000 71,866.94 77,117.19 GRUPO AEROPORTUARIO DEL SUREST 3,500.000 43,370.77 65,655.58 GRUPO MEXICO SAB DE CV 59,300.000 180,951.18 163,228.87 AMERICA MOVIL SAB DE CV 534,100.000 611,014.48 427,076.36 GRUPO FINANCIERO INBURSA SAB D 33,900.000 68,740.13 41,647.96 ARCA CONTINENTAL SAB DE CV 19,400.000 108,474.44 102,742.74 VITRO SAB DE CV 9,587.000 29,069.15 21,205.73 FITTECH CO LTD 9,000.000 19,175.07 35,433.18 ASE TECHNOLOGY HOLDING CO LTD 58,851.000 112,049.91 163,743.09 WIWYNN CORP 19,000.000 290,596.09 402,645.07 GOLDTEK TECHNOLOGY CO LTD 6,000.000 36,422.36 33,525.80 ESON PRECISION IND CO LTD 82,000.000 104,745.58 101,249.99 SILERGY CORP 25,000.000 497,208.37 792,731.21 TOPBI INTERNATIONAL HOLDINGS L 45,843.000 141,118.10 144,623.91

213 2019 | Investment Portfolio AS OF DEC. 31, 2019

GRAND FORTUNE SECURITIES CO LT 149,728.000 69,704.10 47,036.24 NIEN MADE ENTERPRISE CO LTD 2,000.000 16,818.13 18,504.34 INNOLUX CORP 154,666.000 58,974.78 43,055.60 WPG HOLDINGS LTD 18,400.000 20,209.89 24,003.36 DARFON ELECTRONICS CORP 42,000.000 59,073.20 61,806.74 ZENG HSING INDUSTRIAL CO LTD 11,000.000 51,084.62 48,627.03 GLOBAL MIXED MODE TECHNOLOGY I 40,000.000 81,763.91 168,901.07 YUANTA FUTURES CO LTD 22,000.000 27,630.12 40,810.65 AXIOMTEK CO LTD 14,000.000 23,678.03 26,771.73 JARLLYTEC CO LTD 86,000.000 179,472.20 273,252.57 USERJOY TECHNOLOGY CO LTD 35,000.000 104,850.18 119,630.32 SENAO NETWORKS INC 7,000.000 21,165.16 28,430.34 HIWIN TECHNOLOGIES CORP 3,925.000 23,991.85 36,857.42 MACHVISION INC 27,000.000 339,835.99 324,879.46 RAYDIUM SEMICONDUCTOR CORP 79,698.000 181,909.30 270,573.47 CHIA CHANG CO LTD 23,000.000 16,629.74 31,686.65 AN-SHIN FOOD SERVICES CO LTD 12,000.000 39,267.09 30,543.42 PEGATRON CORP 33,000.000 53,470.12 75,457.58 ALCHIP TECHNOLOGIES LTD 25,000.000 181,370.75 195,718.36 GENERALPLUS TECHNOLOGY INC 25,000.000 27,487.67 28,061.69 SINHER TECHNOLOGY INC 34,000.000 54,235.51 49,457.72 TPK HOLDING CO LTD 49,000.000 88,977.31 93,002.35 DYACO INTERNATIONAL INC 7,244.000 10,638.65 9,952.92 X-LEGEND ENTERTAINMENT CO LTD 10,000.000 30,175.90 29,226.17 CHAILEASE HOLDING CO LTD 46,799.000 128,157.76 215,789.58 ON-BRIGHT ELECTRONICS INC 10,000.000 55,590.47 71,510.21 ASIA TECH IMAGE INC 3,000.000 4,480.16 6,006.86 STAR COMGISTIC CAPITAL CO LTD 20,000.000 16,058.22 7,239.37 TAIWAN COOPERATIVE FINANCIAL H 254,400.000 111,492.23 176,130.40 ZHEN DING TECHNOLOGY HOLDING L 45,000.000 126,553.91 215,190.50 AIRMATE CAYMAN INTERNATIONAL C 43,955.000 42,784.92 42,880.00 EASTECH HOLDING LTD 35,000.000 60,188.87 65,309.51 ACER INC 40,182.000 43,866.45 23,934.91 ASUSTEK COMPUTER INC 13,000.000 94,931.98 100,411.30 REALTEK SEMICONDUCTOR CORP 20,140.000 97,865.07 157,973.90 ASIA CEMENT CORP 35,091.000 41,075.70 56,171.79 TAIWAN BUSINESS BANK 299,679.000 82,376.02 125,983.29 UNITED INTEGRATED SERVICES CO 52,000.000 263,609.61 340,059.27 UNITECH COMPUTER CO LTD 23,000.000 16,061.31 17,734.77 VANGUARD INTERNATIONAL SEMICON 20,000.000 24,920.56 52,930.45 YUEN JEN ENTERPRISES CO LTD 31,000.000 18,605.81 15,465.61 KEDGE CONSTRUCTION CO LTD 23,000.000 25,975.73 28,843.36 SUNONWEALTH ELECTRIC MACHINE I 72,000.000 101,341.20 113,952.48 CHICONY ELECTRONICS CO LTD 50,572.000 142,863.99 150,308.58 QUANTA COMPUTER INC 46,000.000 106,206.62 98,798.43 CORETRONIC CORP 97,000.000 141,985.32 125,331.37 HIGHWEALTH CONSTRUCTION CORP 15,470.000 17,365.33 23,903.82 CAPITAL SECURITIES CORP 129,960.000 46,788.94 48,786.53 EVA AIRWAYS CORP 162,036.000 74,395.86 74,377.22 CATCHER TECHNOLOGY CO LTD 13,000.000 65,855.14 98,516.86 CHANG HWA COMMERCIAL BANK LTD 85,566.000 30,931.13 64,802.39 CHINA AIRLINES LTD 222,000.000 82,368.62 67,106.64 CHENG SHIN RUBBER INDUSTRY CO 31,464.000 52,051.15 43,882.34 CHINA STEEL CORP 213,469.000 185,376.88 170,374.18 CHINA LIFE INSURANCE CO LTD/TA 227,477.000 148,264.78 194,323.83 ADVANTECH CO LTD 6,046.000 13,589.76 61,004.72 O-TA PRECISION INDUSTRY CO LTD 33,000.000 40,304.38 51,859.81 MEILOON INDUSTRIAL CO 37,000.000 33,463.25 32,590.94 TAIWAN SEMICONDUCTOR CO LTD 58,000.000 97,799.47 103,760.20 COMPAL ELECTRONICS INC 64,000.000 59,771.91 40,284.15 TOPCO SCIENTIFIC CO LTD 82,000.000 287,503.94 288,901.03 D-LINK CORP 155,000.000 62,924.28 68,804.18 DELTA ELECTRONICS INC 34,732.000 106,825.64 175,608.58 NANYA TECHNOLOGY CORP 165,000.000 392,132.55 458,199.01 CHUNGHWA TELECOM CO LTD 59,000.000 189,808.45 216,543.91 AU OPTRONICS CORP 179,000.000 69,034.86 60,114.64 WAH LEE INDUSTRIAL CORP 22,000.000 36,643.80 41,486.31 TAIWAN MOBILE CO LTD 28,000.000 87,404.06 104,642.72 LITE-ON SEMICONDUCTOR CORP 26,000.000 31,086.83 34,317.13 ELITEGROUP COMPUTER SYSTEMS CO 33,000.000 13,884.47 15,084.65 FIRST INSURANCE CO LTD/THE 38,000.000 19,150.09 18,448.40 RADIUM LIFE TECH CO LTD 185,640.000 104,094.21 72,159.00 FAR EASTERN NEW CENTURY CORP 62,715.000 65,261.86 62,512.69 FENG TAY ENTERPRISE CO LTD 6,556.000 29,038.69 42,663.58 EMERGING DISPLAY TECHNOLOGIES 274,000.000 180,611.42 161,078.32 ECLAT TEXTILE CO LTD 3,256.000 34,252.62 43,789.61 NOVATEK MICROELECTRONICS CORP 8,000.000 19,025.00 58,440.89 FORMOSA PLASTICS CORP 68,400.000 179,305.59 227,978.18

214 2019 | Investment Portfolio AS OF DEC. 31, 2019

FORMOSA TAFFETA CO LTD 13,000.000 11,862.49 14,834.50 FORMOSA CHEMICALS & FIBRE CORP 60,410.000 155,448.76 176,505.41 SINBON ELECTRONICS CO LTD 40,748.000 96,354.05 168,466.30 GIANT MANUFACTURING CO LTD 4,000.000 14,887.34 28,414.57 MEDIATEK INC 33,764.000 373,131.68 499,735.23 DIMERCO EXPRESS CORP 31,000.000 24,851.25 29,042.82 FUBON FINANCIAL HOLDING CO LTD 112,544.000 132,693.24 174,359.78 HUA NAN FINANCIAL HOLDINGS CO 160,590.000 63,519.86 117,879.69 HOTAI MOTOR CO LTD 4,000.000 19,605.21 91,187.03 FAR EASTONE TELECOMMUNICATIONS 27,000.000 54,285.19 64,957.77 SIMPLO TECHNOLOGY CO LTD 50,000.000 471,198.51 506,242.57 YUANTA FINANCIAL HOLDING CO LT 169,353.000 81,778.43 114,150.00 HSING TA CEMENT CO 40,850.000 20,781.20 27,395.76 CATHAY FINANCIAL HOLDING CO LT 120,380.000 130,539.54 171,016.06 CHINA DEVELOPMENT FINANCIAL HO 298,200.000 86,191.66 96,818.67 SAN FAR PROPERTY LTD 88,810.000 57,595.98 80,217.07 E.SUN FINANCIAL HOLDING CO LTD 209,744.000 71,630.69 195,395.08 HON HAI PRECISION INDUSTRY CO 282,617.000 674,715.05 856,482.89 JIH SUN FINANCIAL HOLDINGS CO 83,000.000 25,755.22 27,003.12 AMPOC FAR-EAST CO LTD 21,000.000 19,132.15 19,443.95 MEGA FINANCIAL HOLDING CO LTD 187,025.000 136,578.33 191,041.49 HONG PU REAL ESTATE DEVELOPMEN 86,000.000 57,513.32 70,115.34 LARGAN PRECISION CO LTD 1,000.000 15,968.18 167,089.60 TAISHIN FINANCIAL HOLDING CO L 241,486.000 70,391.09 116,805.56 SHIN KONG FINANCIAL HOLDING CO 106,114.000 25,156.92 36,677.17 INVENTEC CORP 56,260.000 26,613.49 42,895.47 KINDOM DEVELOPMENT CO LTD 269,000.000 253,453.28 286,463.66 CHONG HONG CONSTRUCTION CO LTD 58,000.000 182,370.69 157,401.58 LITE-ON TECHNOLOGY CORP 225,806.000 350,641.45 372,010.57 SINOPAC FINANCIAL HOLDINGS CO 355,308.000 101,788.02 154,120.68 CTBC FINANCIAL HOLDING CO LTD 602,262.000 325,035.16 450,363.85 ASIA VITAL COMPONENTS CO LTD 54,000.000 66,019.42 75,190.10 EDOM TECHNOLOGY CO LTD 243,000.000 159,195.08 155,120.24 ITE TECHNOLOGY INC 183,000.000 207,468.14 269,663.67 HOLTEK SEMICONDUCTOR INC 81,000.000 196,754.66 185,690.60 LUMAX INTERNATIONAL CORP LTD 37,000.000 82,053.69 98,975.17 FIRST FINANCIAL HOLDING CO LTD 507,426.000 262,089.65 401,245.10 POWERTECH TECHNOLOGY INC 25,000.000 55,710.22 83,377.88 YEA SHIN INTERNATIONAL DEVELOP 40,446.000 31,063.30 25,439.96 NAN YA PLASTICS CORP 88,710.000 171,773.12 215,626.50 WISTRON CORP 136,487.000 127,102.70 129,135.84 PIXART IMAGING INC 4,000.000 14,646.59 19,711.86 POU CHEN CORP 77,000.000 71,818.00 100,716.60 UNI-PRESIDENT ENTERPRISES CORP 165,243.000 305,415.61 409,014.59 PRINCE HOUSING & DEVELOPMENT C 91,000.000 36,936.33 34,153.64 PRESIDENT CHAIN STORE CORP 33,000.000 302,918.78 335,019.67 CHENBRO MICOM CO LTD 31,000.000 46,215.19 87,116.52 TAIWAN UNION TECHNOLOGY CORP 95,000.000 280,364.50 469,408.97 FORMOSA PETROCHEMICAL CORP 21,000.000 61,840.26 68,376.13 SITRONIX TECHNOLOGY CORP 3,000.000 16,990.90 16,795.81 PHISON ELECTRONICS CORP 18,000.000 165,685.31 204,554.48 SHENG YU STEEL CO LTD 80,180.000 48,495.67 52,428.76 FOXCONN TECHNOLOGY CO LTD 12,989.000 31,965.87 28,719.75 SHINKONG SYNTHETIC FIBERS CORP 200,000.000 80,961.47 80,410.08 SINON CORP 316,000.000 156,288.73 200,345.97 SYNNEX TECHNOLOGY INTERNATIONA 30,950.000 60,319.30 38,759.31 TAIWAN CEMENT CORP 83,147.000 88,670.27 121,329.66 TAICHUNG COMMERCIAL BANK CO LT 707,257.000 169,755.91 283,130.33 TECO ELECTRIC AND MACHINERY CO 34,000.000 32,328.23 29,721.91 TAIWAN SEMICONDUCTOR MANUFACTU 1,560,207.000 5,825,390.54 17,278,467.54 TSANN KUEN ENTERPRISE CO LTD 81,000.000 67,240.85 46,340.25 UNITED MICROELECTRONICS CORP 881,000.000 428,193.41 484,167.32 DYACO INTERNATIONA INC 1,195.000 0.00 87.70 AUCKLAND INTERNATIONAL AIRPORT 19,034.000 55,584.81 112,381.27 SCALES CORP LTD 55,865.000 90,524.54 188,849.17 MERIDIAN ENERGY LTD 31,056.000 50,849.58 104,807.21 HALLENSTEIN GLASSON HOLDINGS L 8,736.000 19,518.45 35,602.94 RYMAN HEALTHCARE LTD 5,879.000 37,961.02 64,879.57 ABANO HEALTHCARE GROUP LTD 3,694.000 21,273.96 13,083.82 A2 MILK CO LTD 9,553.000 76,478.53 96,903.83 FISHER & PAYKEL HEALTHCARE COR 84,149.000 266,714.89 1,265,464.78 FLETCHER BUILDING LTD 14,921.000 75,790.13 51,306.18 NZX LTD 21,800.000 18,054.62 20,015.61 SPARK NEW ZEALAND LTD 38,802.000 65,753.50 113,425.55 SCHIBSTED ASA 2,125.000 55,478.71 60,918.65 SPAREBANK 1 OESTLANDET 4,478.000 42,822.57 47,154.13 SPAREBANK 1 SMN 5,381.000 27,945.47 61,360.05

215 2019 | Investment Portfolio AS OF DEC. 31, 2019

MEDISTIM ASA 1,612.000 30,789.45 35,222.23 MOWI ASA 7,050.000 128,375.66 183,194.31 SPAREBANK 1 NORD NORGE 8,158.000 70,069.35 72,894.42 ORKLA ASA 12,283.000 97,175.58 124,373.92 BOUVET ASA 224.000 7,494.76 9,890.50 NORSK HYDRO ASA 18,078.000 79,662.80 67,428.59 ATEA ASA 9,047.000 87,004.65 132,816.38 GJENSIDIGE FORSIKRING ASA 3,795.000 57,468.16 79,671.08 SELVAAG BOLIG ASA 39,496.000 203,660.38 333,693.42 KVAERNER ASA 193,161.000 306,694.77 244,504.99 DNB ASA 15,844.000 197,865.12 296,645.77 TELENOR ASA 11,361.000 210,227.13 203,579.97 SPAREBANKEN VEST 14,651.000 87,997.90 105,788.27 SPAREBANK 1 BV 3,962.000 17,742.19 17,866.23 SPAREBANKEN SOR 260.000 2,909.48 3,225.11 ITERA ASA 13,919.000 19,911.44 18,215.89 EQUINOR ASA 14,453.000 355,558.61 288,775.18 YARA INTERNATIONAL ASA 3,320.000 139,292.80 138,214.11 PLDT INC 1,560.000 72,661.51 30,307.45 SM INVESTMENTS CORP 4,055.000 25,850.18 83,468.02 AYALA CORP 6,475.000 78,187.25 100,284.24 METRO PACIFIC INVESTMENTS CORP 333,000.000 40,679.51 22,689.19 ABOITIZ POWER CORP 31,700.000 21,408.92 21,477.79 CEBU AIR INC 64,280.000 103,314.68 113,405.88 BDO UNIBANK INC 44,451.000 81,036.00 138,572.65 GT CAPITAL HOLDINGS INC 2,123.000 52,091.29 35,536.95 AYALA LAND INC 124,000.000 62,264.20 111,203.49 ABOITIZ EQUITY VENTURES INC 31,800.000 29,545.79 32,279.81 BANK OF THE PHILIPPINE ISLANDS 12,605.000 16,748.45 21,874.57 LOPEZ HOLDINGS CORP 679,900.000 98,410.97 49,788.20 GLOBE TELECOM INC 530.000 11,643.26 21,111.61 INTERNATIONAL CONTAINER TERMIN 60,728.000 124,207.42 154,023.24 JG SUMMIT HOLDINGS INC 56,800.000 80,380.14 90,699.28 JOLLIBEE FOODS CORP 6,030.000 12,747.75 25,675.82 METROPOLITAN BANK & TRUST CO 14,441.000 16,520.73 18,846.74 MEGAWORLD CORP 273,000.000 24,416.02 21,487.51 ROBINSONS LAND CORP 50,240.000 27,598.44 27,337.07 SM PRIME HOLDINGS INC 187,950.000 57,783.07 155,889.85 UNIVERSAL ROBINA CORP 14,207.000 16,344.91 40,723.54 ALTUS SAN NICOLAS CORP 967.000 95.70 99.10 GRUPA LOTOS SA 1,379.000 9,179.72 30,422.16 POLSKIE GORNICTWO NAFTOWE I GA 5,480.000 6,512.55 6,259.10 POWSZECHNA KASA OSZCZEDNOSCI B 17,198.000 190,346.85 156,613.44 CCC SA 562.000 23,838.49 16,322.71 CYFROWY POLSAT SA 10,774.000 65,511.80 79,424.31 LUBELSKI WEGIEL BOGDANKA SA 2,000.000 18,973.74 18,400.21 PGE POLSKA GRUPA ENERGETYCZNA 55,461.000 181,130.76 116,438.83 POWSZECHNY ZAKLAD UBEZPIECZEN 19,252.000 202,700.99 203,585.82 ZESPOL ELEKTROWNI PATNOW ADAMO 14,249.000 47,742.77 28,957.86 MBANK SA 249.000 30,586.23 25,606.35 KGHM POLSKA MIEDZ SA 2,229.000 64,641.19 56,200.01 BANK POLSKA KASA OPIEKI SA 3,375.000 147,323.32 89,583.64 POLSKI KONCERN NAFTOWY ORLEN S 14,920.000 302,792.71 337,992.01 LPP SA 30.000 47,333.91 69,968.20 SANTANDER BANK POLSKA SA 409.000 48,798.38 33,220.27 CD PROJEKT SA 3,683.000 234,240.68 271,633.13 KEYWORDS STUDIOS PLC 27,591.000 478,069.47 548,423.08 PLUS500 LTD 12,748.000 133,996.05 149,681.06 NATIONAL GRID PLC 140,770.000 1,748,125.29 1,769,247.90 OLD MUTUAL LTD 83,625.000 199,903.25 117,122.18 ROYAL MAIL PLC 46,327.000 138,157.51 139,017.87 COMPASS GROUP PLC 34,970.000 562,280.00 876,127.83 AJ BELL PLC 55,500.000 281,404.12 316,134.83 GEORGIA CAPITAL PLC 14,320.000 174,075.75 175,121.35 BAKKAVOR GROUP PLC 104,935.000 249,712.77 194,185.79 STANDARD LIFE ABERDEEN PLC 74,593.000 407,313.45 325,061.16 PHOENIX GROUP HOLDINGS PLC 1,798.000 16,409.18 17,881.67 FUNDING CIRCLE HOLDINGS PLC 118,078.000 158,366.82 138,014.77 BOOHOO GROUP PLC 752,756.000 1,943,817.48 2,976,381.17 INTERCONTINENTAL HOTELS GROUP 3,041.000 97,352.94 209,500.28 BHP GROUP PLC 61,997.000 1,628,177.04 1,464,531.07 NETWORK INTERNATIONAL HOLDINGS 52,795.000 341,140.79 448,145.66 VODAFONE GROUP PLC 445,725.000 1,981,224.20 865,416.11 WATCHES OF SWITZERLAND GROUP P 71,026.000 242,360.64 354,032.69 CRODA INTERNATIONAL PLC 8,962.000 481,313.41 608,757.89 FERGUSON PLC 4,044.000 168,079.76 367,465.67 HELIOS TOWERS PLC 251,812.000 370,015.70 528,150.44 MICRO FOCUS INTERNATIONAL PLC 14,602.000 340,253.59 206,195.49

216 2019 | Investment Portfolio AS OF DEC. 31, 2019

TRAINLINE PLC 77,931.000 368,565.17 525,210.72 M&G PLC 45,052.000 94,277.95 141,766.92 RSA INSURANCE GROUP PLC 17,319.000 130,908.92 130,746.51 POLYPIPE GROUP PLC 34,433.000 207,408.19 246,483.93 INFORMA PLC 21,986.000 238,660.60 249,950.86 SCS GROUP PLC 8,784.000 26,244.61 28,592.77 MJ GLEESON PLC 90.000 944.17 1,139.38 INDIVIOR PLC 137,465.000 394,594.45 71,172.06 ROTORK PLC 78,849.000 323,162.17 350,715.06 AUTO TRADER GROUP PLC 16,044.000 83,423.94 126,810.95 HISCOX LTD 16,331.000 266,047.89 308,896.18 COMPUTACENTER PLC 31,233.000 324,203.36 730,367.89 SPIRAX-SARCO ENGINEERING PLC 4,309.000 252,941.27 510,306.34 SOUTH32 LTD 31,778.000 51,834.24 59,368.23 ASCENTIAL PLC 228,743.000 837,584.04 1,189,748.17 INTERMEDIATE CAPITAL GROUP PLC 78,973.000 1,007,883.44 1,688,619.95 GULF KEYSTONE PETROLEUM LTD 102,653.000 310,903.85 289,325.14 LAND SECURITIES GROUP PLC 12,213.000 148,259.67 160,141.44 JD SPORTS FASHION PLC 89,203.000 328,191.44 996,437.16 NORCROS PLC 7,559.000 24,096.11 28,115.20 SOFTCAT PLC 9,376.000 45,844.54 143,409.34 DRAPER ESPRIT PLC 61,115.000 422,147.52 389,465.57 DIRECT LINE INSURANCE GROUP PL 106,819.000 465,530.61 445,127.64 KAINOS GROUP PLC 23,016.000 62,386.86 226,612.62 MELROSE INDUSTRIES PLC 58,062.000 187,853.05 185,608.32 JOHNSON MATTHEY PLC 3,275.000 129,355.20 130,322.14 ANGLO ASIAN MINING PLC 15,399.000 22,082.62 30,992.84 STHREE PLC 10,418.000 45,693.05 52,374.67 HARGREAVES SERVICES PLC 3,856.000 26,935.03 14,792.68 LONDON STOCK EXCHANGE GROUP PL 8,929.000 275,425.64 922,400.04 QINETIQ GROUP PLC 8,656.000 25,785.36 41,025.27 G4S PLC 25,388.000 102,987.83 73,840.74 AMINO TECHNOLOGIES PLC 12,001.000 28,780.44 23,365.13 J SAINSBURY PLC 27,024.000 137,610.64 82,851.87 ADMIRAL GROUP PLC 3,374.000 58,653.60 103,338.66 BERKELEY GROUP HOLDINGS PLC 6,828.000 352,474.61 442,816.39 NAKED WINES PLC 48,282.000 277,772.99 144,818.99 ROYAL DUTCH SHELL PLC 89,849.000 2,848,815.32 2,671,019.24 ROYAL DUTCH SHELL PLC 98,837.000 3,109,721.10 2,945,436.95 CENTRICA PLC 300,008.000 811,974.26 357,595.86 BUNZL PLC 5,847.000 102,451.43 159,995.03 RENTOKIL INITIAL PLC 11,100.000 53,113.54 66,829.41 MONDI PLC 154,508.000 3,538,839.27 3,647,815.86 SEVERN TRENT PLC 1,741.000 43,539.31 58,110.00 VERTU MOTORS PLC 87,041.000 66,865.40 43,509.93 WHITBREAD PLC 2,082.000 77,790.73 133,997.64 GEM DIAMONDS LTD 2,648.000 4,109.65 1,804.24 YOUGOV PLC 66,493.000 85,110.79 566,499.91 HARGREAVES LANSDOWN PLC 126,642.000 2,114,154.63 3,261,237.06 SMITHS GROUP PLC 6,697.000 110,758.94 149,743.86 FERREXPO PLC 84,634.000 180,900.54 178,956.44 ANGLO AMERICAN PLC 36,539.000 1,043,479.25 1,054,702.51 3I GROUP PLC 27,613.000 130,555.73 402,508.24 MONEYSUPERMARKET.COM GROUP PLC 5,699.000 26,492.33 25,022.71 UNILEVER PLC 23,240.000 922,245.05 1,330,623.65 TUI AG 7,815.000 107,309.47 98,816.67 IP GROUP PLC 119,042.000 320,066.20 112,347.69 CINEWORLD GROUP PLC 197,843.000 673,981.67 574,568.90 INVESTEC PLC 78,060.000 561,593.08 459,747.76 CONNECT GROUP PLC 21,939.000 10,786.93 10,537.30 DART GROUP PLC 39,726.000 117,075.47 891,055.05 EXPERIAN PLC 145,291.000 1,868,719.78 4,914,678.74 RELX PLC 22,649.000 274,144.95 571,435.06 RECKITT BENCKISER GROUP PLC 13,026.000 837,499.10 1,057,909.19 TYMAN PLC 87,901.000 331,730.31 316,939.10 OCADO GROUP PLC 59,738.000 572,087.78 1,014,418.93 UNITED UTILITIES GROUP PLC 5,258.000 56,697.96 66,051.48 GLENCORE PLC 356,376.000 1,442,064.39 1,114,487.19 GVC HOLDINGS PLC 17,896.000 187,787.02 209,900.61 SEGRO PLC 17,536.000 80,111.49 209,347.70 WANDISCO PLC 30,518.000 321,192.32 179,899.69 INCHCAPE PLC 10,503.000 80,960.25 98,218.41 ROLLS-ROYCE HOLDINGS PLC 25,770.000 337,924.03 233,378.11 GREGGS PLC 3,494.000 72,043.58 106,453.68 COSTAIN GROUP PLC 195.000 1,117.35 412.65 ABCAM PLC 56,855.000 566,534.95 1,019,255.28 NMC HEALTH PLC 1,793.000 83,214.64 42,096.09 EASYJET PLC 316.000 7,163.15 6,011.61 PLAYTECH PLC 113,759.000 1,021,693.79 599,181.68

217 2019 | Investment Portfolio AS OF DEC. 31, 2019

ROYAL BANK OF SCOTLAND GROUP P 106,353.000 375,642.58 340,916.40 EVRAZ PLC 134,994.000 585,217.25 724,626.46 SAGE GROUP PLC/THE 19,030.000 119,607.04 189,111.17 WPP PLC 346,386.000 5,879,492.27 4,875,401.22 SYNCONA LTD 110,439.000 342,565.63 321,805.01 COCA-COLA HBC AG 14,686.000 337,257.63 500,947.13 BARRICK GOLD CORP 9,792.000 156,916.44 182,307.82 ANTOFAGASTA PLC 25,294.000 315,652.12 308,223.00 ASHTEAD GROUP PLC 9,657.000 145,441.67 309,065.02 BARRATT DEVELOPMENTS PLC 56,575.000 446,783.21 560,840.54 BRITISH LAND CO PLC/THE 15,748.000 137,607.02 134,099.61 XAAR PLC 72,310.000 482,345.57 52,534.05 CRH PLC 82,130.000 2,185,966.62 3,316,059.83 GENUS PLC 12,598.000 305,140.43 532,211.60 RATHBONE BROTHERS PLC 7,413.000 226,515.81 209,932.38 AVIVA PLC 140,627.000 850,822.63 784,586.61 DIAGEO PLC 47,752.000 1,376,138.51 2,012,481.48 SCHRODERS PLC 2,034.000 61,213.08 90,462.08 DCC PLC 8,491.000 492,050.29 739,185.91 BAE SYSTEMS PLC 110,969.000 716,161.56 831,539.58 BRITISH AMERICAN TOBACCO PLC 45,052.000 2,209,928.65 1,919,668.44 GAMES WORKSHOP GROUP PLC 13,541.000 128,036.80 1,095,913.81 GO-AHEAD GROUP PLC/THE 1,038.000 23,516.80 30,373.42 HALMA PLC 1,410.000 32,473.00 39,588.30 STANDARD CHARTERED PLC 53,776.000 818,295.36 507,951.50 IMPERIAL BRANDS PLC 13,494.000 523,790.36 334,398.40 JOHNSON SERVICE GROUP PLC 26,565.000 15,855.55 69,159.25 HSBC HOLDINGS PLC 437,730.000 3,589,061.47 3,437,948.36 HOWDEN JOINERY GROUP PLC 221,428.000 1,372,628.05 1,984,862.19 LEGAL & GENERAL GROUP PLC 114,569.000 299,775.09 461,624.22 MCBRIDE PLC 1,448.000 2,488.14 1,702.54 MEGGITT PLC 30,625.000 221,192.76 266,895.03 WM MORRISON SUPERMARKETS PLC 37,673.000 171,968.92 100,303.01 ASSOCIATED BRITISH FOODS PLC 9,461.000 279,180.23 327,794.09 PEARSON PLC 13,587.000 251,322.02 114,946.12 PERSIMMON PLC 16,304.000 368,295.39 587,403.54 PRUDENTIAL PLC 202,646.000 2,803,815.45 3,899,641.92 RIO TINTO PLC 101,500.000 5,421,005.95 6,031,506.22 RENISHAW PLC 8,460.000 296,552.76 426,327.59 ST JAMES’S PLACE PLC 126,965.000 1,199,409.23 1,964,816.45 KIN & CARTA PLC 25,535.000 31,592.02 33,763.80 SSE PLC 428,004.000 7,142,388.12 8,201,455.76 BP PLC 1,263,056.000 8,569,032.35 7,929,538.59 MORGAN SINDALL GROUP PLC 4,488.000 42,648.96 96,859.77 ROBERT WALTERS PLC 17,170.000 101,685.52 126,956.17 LLOYDS BANKING GROUP PLC 9,976,747.000 9,055,119.97 8,327,800.23 TAYLOR WIMPEY PLC 193,280.000 408,461.83 500,262.38 TESCO PLC 2,174,341.000 8,590,421.01 7,366,452.21 CHARACTER GROUP PLC/THE 6,631.000 47,092.70 36,055.65 REACH PLC 51,167.000 82,157.43 92,450.17 FINSBURY FOOD GROUP PLC 13,053.000 21,772.12 17,110.34 SMITH & NEPHEW PLC 14,472.000 187,449.28 349,633.38 GLAXOSMITHKLINE PLC 336,810.000 7,825,261.73 7,924,621.80 VICTREX PLC 26,832.000 697,722.88 888,583.97 SDL PLC 8,315.000 49,296.52 65,878.51 WEIR GROUP PLC/THE 4,734.000 157,089.45 94,738.04 IQE PLC 652,036.000 371,018.02 420,905.00 ASTRAZENECA PLC 27,206.000 1,703,513.08 2,722,231.06 PAGEGROUP PLC 9,317.000 58,654.75 64,632.34 BT GROUP PLC 305,599.000 1,002,069.54 783,281.54 ASOS PLC 67,144.000 3,690,233.44 3,012,458.23 MARKS & SPENCER GROUP PLC 101,470.000 336,642.52 287,790.66 BARCLAYS PLC 518,243.000 1,531,862.82 1,237,732.32 FIRST DERIVATIVES PLC 17,148.000 707,365.84 622,565.16 INTERTEK GROUP PLC 2,809.000 105,964.75 218,038.81 BURBERRY GROUP PLC 103,061.000 2,373,614.40 3,016,493.64 NEXT PLC 5,470.000 386,086.54 509,372.43 BLOOMSBURY PUBLISHING PLC 5,915.000 19,188.57 22,753.72 KINGFISHER PLC 1,701,302.000 6,817,902.45 4,934,442.31 ITV PLC 70,611.000 121,920.26 141,744.36 ARCHIPELAGO RESOURCES LIMITED 31,285.000 18,983.85 0.00 MESAIEED PETROCHEMICAL HOLDING 69,530.000 49,610.31 47,902.68 MASRAF AL RAYAN QSC 82,655.000 88,649.61 89,893.52 QATAR NATIONAL BANK QPSC 114,730.000 568,397.61 648,724.86 COMMERCIAL BANK PSQC/THE 42,762.000 51,238.74 55,223.02 QATAR FUEL QSC 8,662.000 49,933.80 54,447.01 QATAR ELECTRICITY & WATER CO Q 23,785.000 106,683.55 105,086.06 INDUSTRIES QATAR QSC 35,010.000 129,588.09 98,887.27 QATAR ISLAMIC BANK SAQ 24,382.000 102,125.24 102,874.13 GENTING SINGAPORE LTD 497,000.000 412,710.35 340,327.36

218 2019 | Investment Portfolio AS OF DEC. 31, 2019

BEST WORLD INTERNATIONAL LTD 489,600.000 137,935.67 495,189.08 BREADTALK GROUP LTD 36,800.000 17,033.93 17,654.97 HRNETGROUP LTD 53,005.000 32,073.58 24,639.16 CHINA SUNSINE CHEMICAL HOLDING 583,400.000 207,355.91 223,785.85 HOUR GLASS LTD/THE 21,800.000 12,457.71 12,969.92 AEM HOLDINGS LTD 222,800.000 278,023.68 335,758.18 TIONG WOON CORP HOLDING LTD 30,000.000 17,431.85 11,713.09 OVERSEA-CHINESE BANKING CORP L 49,788.000 323,987.34 407,193.05 CAPITALAND COMMERCIAL TRUST 45,312.000 53,188.58 67,103.04 SINGAPORE PRESS HOLDINGS LTD 26,300.000 78,372.71 42,652.67 SINGAPORE TELECOMMUNICATIONS L 1,596,600.000 4,234,634.77 4,004,708.34 SUNTEC REAL ESTATE INVESTMENT 36,100.000 42,450.92 49,418.14 SEMBCORP INDUSTRIES LTD 17,000.000 55,063.41 28,997.63 FRENCKEN GROUP LTD 11,400.000 3,260.17 7,799.80 RIVERSTONE HOLDINGS LTD/SINGAP 5.000 2.12 3.44 VALUETRONICS HOLDINGS LTD 62,810.000 20,088.24 38,196.93 KEPPEL CORP LTD 24,600.000 185,451.52 123,672.33 YANGZIJIANG SHIPBUILDING HOLDI 347,500.000 322,194.72 289,443.35 CHINA AVIATION OIL SINGAPORE C 95,000.000 103,360.65 89,771.24 WILMAR INTERNATIONAL LTD 31,600.000 102,382.73 96,937.92 YANLORD LAND GROUP LTD 266,200.000 230,401.49 239,647.51 DUTECH HOLDINGS LTD 49,600.000 18,466.79 9,775.03 PEC LTD 71,400.000 31,599.75 31,328.60 ASIAN PAY TELEVISION TRUST 546,700.000 75,187.79 68,765.52 SINGAPORE TECHNOLOGIES ENGINEE 24,300.000 55,410.03 71,273.86 HONG LEONG ASIA LTD 88,000.000 58,590.30 43,880.24 TAI SIN ELECTRIC LTD 36,954.000 8,719.80 8,794.32 CSE GLOBAL LTD 68,800.000 21,539.01 28,150.21 LIAN BENG GROUP LTD 36,000.000 13,523.57 13,923.01 DBS GROUP HOLDINGS LTD 28,021.000 299,310.65 540,232.42 CITY DEVELOPMENTS LTD 8,000.000 61,211.01 65,254.75 JARDINE CYCLE & CARRIAGE LTD 1,522.000 42,057.67 34,070.90 SINGAPORE EXCHANGE LTD 19,500.000 101,768.86 128,661.84 CAPITALAND LTD 43,400.000 93,833.24 121,075.14 CAPITALAND MALL TRUST 42,000.000 59,310.52 76,853.27 ASCENDAS REAL ESTATE INVESTMEN 49,342.000 77,967.45 109,035.16 COMFORTDELGRO CORP LTD 155,000.000 257,270.75 274,600.78 MICRO-MECHANICS HOLDINGS LTD 20,029.000 17,303.62 27,258.45 SINGAPORE AIRLINES LTD 8,700.000 68,357.73 58,546.01 HONG LEONG FINANCE LTD 7,257.000 12,433.75 14,416.13 SERIAL SYSTEM LTD 176,300.000 25,996.46 10,226.75 UNITED OVERSEAS BANK LTD 452,929.000 6,679,219.87 8,911,063.57 UOL GROUP LTD 7,226.000 33,086.31 44,763.25 VENTURE CORP LTD 10,200.000 173,277.47 123,101.79 K1 VENTURES LTD 132,160.000 77,446.08 9,828.58 ABSA BANK LTD 367.000 19,598.42 19,374.69 GROWTHPOINT PROPERTIES LTD 89,124.000 211,460.66 141,265.42 NEPI ROCKCASTLE PLC 10,400.000 137,567.29 92,067.81 FORTRESS REIT LTD 23,053.000 24,130.06 31,797.52 ABSA GROUP LTD 7,298.000 93,664.94 78,060.28 MULTICHOICE GROUP 26,138.000 226,578.71 217,698.78 PROSUS NV 24,921.000 2,094,294.06 1,873,650.72 MOMENTUM METROPOLITAN HOLDINGS 80,768.000 127,219.54 125,797.95 REDEFINE PROPERTIES LTD 200,847.000 165,560.88 108,768.53 ALEXANDER FORBES GROUP HOLDING 31,959.000 14,921.36 12,681.38 ALLIED ELECTRONICS CORP LTD 21,980.000 18,686.07 36,295.49 MR PRICE GROUP LTD 21,256.000 279,349.89 277,738.12 RAND MERCHANT INVESTMENT HOLDI 10,073.000 17,175.63 22,191.90 ALVIVA HOLDINGS LTD 68,688.000 72,435.99 71,173.76 BID CORP LTD 9,384.000 219,811.97 221,705.46 TIGER BRANDS LTD 2,730.000 80,303.72 41,114.97 SANLAM LTD 28,248.000 112,716.28 159,973.44 LEWIS GROUP LTD 6,766.000 14,296.80 16,629.25 STANDARD BANK GROUP LTD 21,625.000 266,036.11 260,673.82 SPAR GROUP LTD/THE 2,960.000 40,334.21 41,862.09 WOOLWORTHS HOLDINGS LTD/ SOUTH 16,977.000 87,866.50 59,033.84 ASPEN PHARMACARE HOLDINGS LTD 9,063.000 121,844.03 77,453.12 IMPALA PLATINUM HOLDINGS LTD 14,464.000 117,413.67 148,629.62 PEREGRINE HOLDINGS LTD 28,359.000 59,451.27 38,387.19 RAUBEX GROUP LTD 11,213.000 18,110.26 19,177.35 INVESTEC LTD 25,514.000 151,210.01 151,663.90 LIFE HEALTHCARE GROUP HOLDINGS 22,346.000 64,996.07 39,270.65 VODACOM GROUP LTD 5,088.000 56,421.40 42,015.02 SIBANYE GOLD LTD 25,206.000 48,812.73 63,746.58 BIDVEST GROUP LTD/THE 5,900.000 136,262.18 86,514.39

219 2019 | Investment Portfolio AS OF DEC. 31, 2019

TRUWORTHS INTERNATIONAL LTD 36,997.000 199,377.67 130,272.33 DISCOVERY LTD 243,054.000 3,220,352.96 2,099,301.25 GOLD FIELDS LTD 13,159.000 142,221.80 88,566.03 REMGRO LTD 14,679.000 269,080.11 205,038.34 FOSCHINI GROUP LTD/THE 10,653.000 124,602.88 113,828.38 EXXARO RESOURCES LTD 1,907.000 40,622.89 17,875.04 CAPITEC BANK HOLDINGS LTD 969.000 29,239.52 100,298.00 LIBERTY HOLDINGS LTD 8,938.000 71,735.40 70,797.26 MTN GROUP LTD 23,730.000 405,959.31 139,959.77 ANGLOGOLD ASHANTI LTD 6,497.000 258,725.47 145,846.09 TELKOM SA SOC LTD 61,778.000 179,142.72 153,752.79 FIRSTRAND LTD 56,951.000 175,203.10 256,542.33 PSG GROUP LTD 2,097.000 28,311.47 35,127.96 NASPERS LTD 22,475.000 1,814,698.08 3,679,493.24 NEDBANK GROUP LTD 6,263.000 108,038.13 96,072.27 WILSON BAYLY HOLMES-OVCON LTD 13,604.000 122,991.88 134,076.03 PICK N PAY STORES LTD 22,693.000 116,534.57 103,594.26 RMB HOLDINGS LTD 37,755.000 200,809.40 217,537.91 ANGLO AMERICAN PLATINUM LTD 1,281.000 31,404.39 119,808.43 SASOL LTD 9,490.000 436,241.34 206,816.23 SHOPRITE HOLDINGS LTD 9,346.000 151,289.63 84,273.57 CJ CORP 37.000 1,227.51 2,318.00 AMOREPACIFIC CORP 230.000 40,501.43 17,749.99 HYUNDAI MOTOR CO 580.000 33,809.61 39,815.80 HYUNDAI MOTOR CO 376.000 44,722.26 23,305.50 SAMSUNG ELECTRONICS CO LTD 103,089.000 3,241,398.65 4,021,945.97 JB FINANCIAL GROUP CO LTD 12,150.000 63,313.86 57,623.05 ORION CORP/REPUBLIC OF KOREA 355.000 26,737.18 32,364.04 HDC HYUNDAI DEVELOPMENT CO- ENG 5,109.000 162,555.35 113,159.01 KC TECH CO LTD/NEW 2,667.000 43,606.05 53,641.09 HYUNDAI HEAVY INDUSTRIES HOLDI 173.000 67,833.28 50,444.93 BGF RETAIL CO LTD 167.000 22,891.95 24,385.88 DAEWON CO LTD 1,683.000 17,207.57 16,251.02 KYUNGDONG CITY GAS CO LTD 1,707.000 41,493.36 31,329.54 NETMARBLE CORP 414.000 39,233.68 33,010.95 WOORI FINANCIAL GROUP INC 13,685.000 160,865.25 137,203.75 INTERPARK CORP 4,998.000 21,346.56 21,676.68 SAMSUNG SDS CO LTD 570.000 110,740.23 95,719.09 SAMSUNG C&T CORP 1,284.000 181,004.89 120,230.43 SAMSUNG BIOLOGICS CO LTD 240.000 53,519.59 89,504.34 KOMICO LTD 1,733.000 35,360.42 41,586.98 DOOSAN BOBCAT INC 743.000 20,474.09 22,000.20 HLSCIENCE CO LTD 805.000 77,261.35 38,024.45 SILLAJEN INC 250.000 16,204.89 3,113.43 CELLTRION HEALTHCARE CO LTD 698.000 46,082.51 31,693.17 EUGENE INVESTMENT & SECURITIES 19,458.000 42,705.46 38,452.62 CELLTRION INC 1,477.000 62,341.42 229,472.83 DAESANG HOLDINGS CO LTD 2,436.000 18,946.52 14,195.27 DAESUNG HOLDINGS CO LTD 2,726.000 20,669.98 19,609.23 LEADCORP INC/THE 4,635.000 23,009.97 28,406.79 DAEHAN STEEL CO LTD 6,643.000 47,661.97 34,568.38 HELIXMITH CO LTD 295.000 47,967.94 23,452.50 HANA FINANCIAL GROUP INC 15,051.000 584,066.62 477,748.33 ZEUS CO LTD 761.000 10,708.09 8,943.91 HYUNDAI GLOVIS CO LTD 860.000 149,171.17 106,113.58 LOTTE SHOPPING CO LTD 178.000 62,979.73 20,824.32 HANON SYSTEMS 2,950.000 20,803.17 28,411.89 KANGNAM JEVISCO CO LTD 1,970.000 34,787.87 34,647.34 KISCO HOLDINGS CO LTD 4,765.000 52,415.78 52,739.12 HYUNDAI MARINE & FIRE INSURANC 3,157.000 87,209.82 73,471.92 GS HOLDINGS CORP 778.000 39,718.72 34,590.72 TELCOWARE CO LTD 3,569.000 51,468.26 41,052.44 DAE HYUN CO LTD 19,492.000 45,905.48 42,044.29 LG DISPLAY CO LTD 4,090.000 86,570.44 57,181.41 TOVIS CO LTD 6,181.000 39,900.50 50,157.88 DAEWON SAN UP CO LTD 15,027.000 110,071.35 76,826.75 DONGIL INDUSTRIES CO LTD 1,654.000 117,414.49 82,579.11 YOOSUNG ENTERPRISE CO LTD 6,208.000 24,486.75 14,274.53 KEC HOLDINGS CO LTD 26,741.000 23,774.86 16,945.50 SAM JUNG PULP CO LTD 470.000 19,231.02 13,348.35 KPX HOLDINGS CORP 350.000 14,821.13 16,461.62 MULTICAMPUS CO LTD 2,448.000 89,850.21 73,311.73 NEOWIZ 3,786.000 43,034.96 55,155.32 HUNEED TECHNOLOGIES 2,605.000 18,851.97 16,375.16 S&T DYNAMICS CO LTD 4,005.000 22,444.85 22,879.10 SAMSUNG LIFE INSURANCE CO LTD 1,180.000 99,811.36 75,827.74 AMOREPACIFIC CORP 451.000 45,197.63 77,777.81 DONGWOO FARM TO TABLE CO LTD 5,863.000 25,236.66 18,121.86 AJU CAPITAL CO LTD 14,918.000 98,935.04 160,586.84 SK INNOVATION CO LTD 864.000 117,595.90 111,451.26

220 2019 | Investment Portfolio AS OF DEC. 31, 2019

CJ CHEILJEDANG CORP 115.000 34,014.05 25,007.07 LMS CO LTD/SOUTH KOREA 2,053.000 26,201.84 30,993.95 SEOWONINTECH CO LTD 5,988.000 36,281.00 37,984.98 KISCO CORP 11,930.000 81,099.76 48,742.07 KB FINANCIAL GROUP INC 6,334.000 212,885.95 261,538.64 E-CREDIBLE CO LTD 1,282.000 17,461.58 20,566.40 MEDY-TOX INC 113.000 42,559.34 29,335.98 KOREA AEROSPACE INDUSTRIES LTD 1,330.000 64,084.95 39,098.40 MOBASE CO LTD 11,344.000 66,960.72 41,569.25 BNK FINANCIAL GROUP INC 26,185.000 171,988.51 173,004.08 VISANG EDUCATION INC 4,914.000 50,774.48 33,002.82 LG INNOTEK CO LTD 1,729.000 162,014.57 208,647.72 SK HOLDINGS CO LTD 586.000 113,851.19 132,383.85 KTIS CORP 18,718.000 55,941.20 37,217.51 S&C ENGINE GROUP LTD 37,004.000 45,150.55 13,628.69 HYUNDAI HY COMMUNICATIONS & NE 42,745.000 131,344.95 126,058.77 VIATRON TECHNOLOGIES INC 3,728.000 31,429.53 34,807.64 HANMI PHARM CO LTD 136.000 64,443.92 34,821.63 FILA KOREA LTD 722.000 49,258.44 33,015.10 DAESUNG ENERGY CO LTD 8,230.000 41,504.35 37,286.76 KTCS CORP 40,764.000 100,722.71 79,641.30 DGB FINANCIAL GROUP INC 69,733.000 504,047.83 427,903.43 E-MART INC 275.000 64,946.37 30,263.04 SARAMINHR CO LTD 1,742.000 37,962.12 46,516.65 GS RETAIL CO LTD 750.000 30,600.59 25,420.71 HANKOOK TIRE & TECHNOLOGY CO L 2,026.000 82,433.06 58,616.27 CJ HELLO CO LTD 17,177.000 115,343.03 89,622.44 AVATEC CO LTD 3,654.000 25,814.92 24,270.57 BUSAN CITY GAS CO LTD 914.000 17,934.21 28,268.80 ASIA HOLDINGS CO LTD 154.000 20,684.22 13,776.12 JEJU BANK 4,865.000 21,896.86 17,031.96 CHEIL WORLDWIDE INC 1,450.000 36,163.60 30,144.52 SAM YOUNG ELECTRONICS CO LTD 25,890.000 215,023.78 201,762.54 AUK CORP 13,195.000 33,517.47 24,567.07 YOUNGONE HOLDINGS CO LTD 398.000 18,915.80 16,581.73 HANDSOME CO LTD 4,072.000 102,679.26 110,797.26 SAMSUNG FIRE & MARINE INSURANC 591.000 123,105.68 124,365.55 DB INSURANCE CO LTD 650.000 30,265.65 29,352.86 SHINSEGAE ENGINEERING & CONSTR 742.000 19,867.30 16,755.30 HAN KOOK CAPITAL CO LTD 27,204.000 14,284.64 12,818.09 ILJIN HOLDINGS CO LTD 10,259.000 43,350.54 44,690.53 WOONGJIN COWAY CO LTD 874.000 43,922.66 70,220.76 KT&G CORP 1,994.000 156,547.23 161,645.40 S-1 CORP 265.000 12,742.27 21,473.58 KYOBO SECURITIES CO LTD 4,065.000 36,599.27 32,361.01 CJ CORP 250.000 17,737.42 20,864.78 KAKAO CORP 717.000 54,982.86 94,946.83 CJ ENM CO LTD 876.000 141,126.76 120,646.30 KT HITEL CO LTD 1,397.000 6,325.17 6,486.60 SEBANG CO LTD 1,568.000 17,063.96 15,567.27 S&T HOLDINGS CO LTD 10,839.000 96,593.62 144,753.80 SK TELECOM CO LTD 786.000 161,557.21 161,681.25 DAELIM INDUSTRIAL CO LTD 1,671.000 133,016.74 130,339.48 MIRAE ASSET DAEWOO CO LTD 5,242.000 44,074.61 34,125.34 NCSOFT CORP 264.000 63,885.94 123,094.62 DONGWON DEVELOPMENT CO LTD 5,280.000 23,744.88 18,653.07 JLS CO LTD 3,649.000 23,790.72 23,908.51 DI DONG IL CORP 736.000 34,635.52 47,094.92 DB FINANCIAL INVESTMENT CO LTD 6,103.000 24,590.82 22,341.58 LG UPLUS CORP 11,319.000 138,670.90 138,857.05 SHINSEGAE INFORMATION & COMMUN 199.000 20,866.14 18,414.36 GEUMHWA PSC CO LTD 85.000 2,268.73 2,165.91 MAEIL HOLDINGS CO LTD 3,490.000 36,197.43 31,950.14 POSCO INTERNATIONAL CORP 2,090.000 49,946.30 33,625.14 LG HOUSEHOLD & HEALTH CARE LTD 144.000 75,505.87 156,868.14 LG CHEM LTD 13,885.000 4,205,326.96 3,797,892.88 KOREA REAL ESTATE INVESTMENT & 25,287.000 46,524.52 45,924.62 UIL CO LTD 8,512.000 55,954.66 38,146.74 SHINHAN FINANCIAL GROUP CO LTD 6,814.000 260,093.05 254,841.58 S-OIL CORP 702.000 68,308.04 57,484.17 DB HITEK CO LTD 9,703.000 109,457.17 230,825.81 HANWHA CHEMICAL CORP 1,735.000 39,953.79 28,168.52 SAMSUNG SECURITIES CO LTD 1,709.000 64,050.75 56,933.03 FURSYS INC 583.000 16,954.63 14,877.57 NHN KCP CORP 4,592.000 80,791.33 87,681.37 LOTTE CHEMICAL CORP 262.000 73,881.01 50,537.84 HOTEL SHILLA CO LTD 475.000 47,948.00 37,243.39 INTOPS CO LTD 21,134.000 188,120.60 234,469.48 KOREA SHIPBUILDING & OFFSHORE 535.000 55,421.04 58,052.23

221 2019 | Investment Portfolio AS OF DEC. 31, 2019

HYUNDAI MOBIS CO LTD 1,056.000 274,194.25 233,517.91 SK HYNIX INC 18,299.000 883,945.05 1,487,185.11 HYUNDAI ENGINEERING & CONSTRUC 1,179.000 69,815.78 42,857.39 HYUNDAI MOTOR CO 2,231.000 450,785.65 231,980.70 HYUNDAI STEEL CO 1,310.000 102,606.05 35,674.24 INDUSTRIAL BANK OF KOREA 7,324.000 87,380.01 74,713.50 YESCO HOLDINGS CO LTD 1,379.000 44,819.03 44,626.68 KCC CORP 68.000 15,443.28 13,806.43 KIA MOTORS CORP 14,398.000 618,061.96 548,437.74 KPX CHEMICAL CO LTD 442.000 19,721.98 21,229.61 KOREA ZINC CO LTD 586.000 224,561.97 215,717.56 HANSOL TECHNICS CO LTD 3,302.000 20,594.01 25,455.78 KOREA ELECTRIC POWER CORP 3,952.000 108,347.20 94,761.32 KOLON GLOBAL CORP 2,402.000 22,201.11 20,097.99 KOREA AIRPORT SERVICE CO LTD 1,867.000 70,800.57 72,921.42 OCI CO LTD 241.000 48,583.50 13,067.84 CJ LOGISTICS CORP 188.000 29,740.23 25,161.13 KUMHO PETROCHEMICAL CO LTD 3,232.000 257,564.70 215,989.52 HLB INC 458.000 54,088.63 45,175.12 LG ELECTRONICS INC 7,410.000 460,900.12 459,518.82 SAMMOK S-FORM CO LTD 2,820.000 29,912.61 20,363.32 LOTTE CORP 547.000 39,912.78 18,398.54 LG CORP 1,681.000 94,769.47 107,005.17 NH INVESTMENT & SECURITIES CO 2,010.000 18,856.64 22,008.35 GS ENGINEERING & CONSTRUCTION 747.000 50,527.23 19,944.17 LG INTERNATIONAL CORP 9,008.000 123,083.70 117,063.53 KUKBO DESIGN CO LTD 3,052.000 44,191.54 44,932.39 MI CHANG OIL INDUSTRIAL CO LTD 1,134.000 85,502.72 77,833.21 NAVER CORP 16,422.000 1,424,913.49 2,645,470.56 HYUNDAI DEPARTMENT STORE CO LT 291.000 23,402.43 20,877.88 PUREUN MUTUAL SAVINGS BANK 8,020.000 56,809.10 54,299.37 TOP ENGINEERING CO LTD 6,840.000 42,534.26 59,339.88 DONGBU CORP 1,401.000 10,402.44 10,336.51 NICE INFORMATION & TELECOMMUNI 1,218.000 23,409.24 30,125.83 KOREA INVESTMENT HOLDINGS CO L 4,269.000 262,687.02 266,689.57 OTTOGI CORP 33.000 30,616.03 15,800.25 AMOREPACIFIC GROUP 389.000 30,978.96 27,787.04 KANGWON LAND INC 1,991.000 56,616.46 50,885.14 POSCO 1,209.000 395,460.45 246,323.44 DIGITAL DAESUNG CO LTD 3,949.000 34,623.66 26,608.22 UJU ELECTRONICS CO LTD 1,202.000 14,561.26 8,721.86 SAMCHULLY CO LTD 773.000 74,386.74 56,465.79 SAMSUNG SDI CO LTD 832.000 120,622.50 169,150.96 SAMSUNG ELECTRO-MECHANICS CO L 909.000 66,402.87 97,860.62 SAMSUNG ELECTRONICS CO LTD 241,534.000 5,199,250.88 11,638,150.94 SAMSUNG HEAVY INDUSTRIES CO LT 6,016.000 87,854.61 37,718.63 SEOUL CITY GAS CO LTD 228.000 12,986.86 13,922.04 SHINSEGAE INC 99.000 22,122.89 24,696.30 SHINDAEYANG PAPER CO LTD 1,660.000 86,883.23 85,284.83 TAEKWANG INDUSTRIAL CO LTD 61.000 66,544.11 55,836.38 YUHAN CORP 135.000 12,954.38 27,571.03 SWEDENCARE AB 1,325.000 10,437.79 13,107.76 EPIROC AB 235,620.000 1,498,405.76 2,881,162.88 EPIROC AB 4,673.000 28,320.80 55,495.82 ATLAS COPCO AB 124,440.000 1,469,222.91 4,963,307.92 ATLAS COPCO AB 7,759.000 142,948.12 269,353.36 VITROLIFE AB 34,079.000 203,474.66 719,450.18 ESSITY AB 12,034.000 215,210.57 388,172.93 ARJO AB 10,556.000 34,867.40 50,872.58 MOMENTUM GROUP AB 1,916.000 23,418.80 23,878.04 VOSTOK NEW VENTURES LTD 7,327.000 47,720.92 49,247.51 BOLIDEN AB 4,475.000 96,160.90 119,096.31 AVANZA BANK HOLDING AB 38,455.000 219,267.26 402,083.39 EQT AB 16,661.000 137,739.28 194,124.36 BETSSON AB 2,514.000 22,436.47 11,738.25 KINNEVIK AB 4,827.000 132,962.38 118,187.38 THULE GROUP AB 36,882.000 574,760.40 851,582.48 SVENSKA HANDELSBANKEN AB 23,370.000 259,647.82 251,774.66 ENEA AB 1,479.000 18,257.00 28,623.31 ASSA ABLOY AB 14,712.000 187,440.70 343,982.43 AMBEA AB 54,765.000 406,313.63 459,528.18 NORDEA BANK ABP 50,617.000 504,746.71 409,684.30 BE GROUP AB 6,202.000 47,716.90 23,780.23 HUMANA AB 2,810.000 19,231.72 18,287.27 FASTIGHETS AB BALDER 10,976.000 376,894.75 508,169.48 ELEKTA AB 92,732.000 1,007,047.71 1,222,390.82 ICA GRUPPEN AB 1,559.000 47,033.84 72,849.07 MILLICOM INTERNATIONAL CELLULA 1,082.000 110,887.42 51,889.17 SWEDISH ORPHAN BIOVITRUM AB 18,814.000 417,852.29 310,970.74

222 2019 | Investment Portfolio AS OF DEC. 31, 2019

ELECTROLUX AB 4,565.000 81,868.36 112,099.68 VOLVO AB 60,373.000 868,447.61 1,013,722.59 SKF AB 6,554.000 144,647.68 132,859.00 SANDVIK AB 56,129.000 866,504.16 1,097,642.91 INDUSTRIVARDEN AB 1,007.000 14,338.41 24,331.99 HEXAGON AB 4,138.000 91,803.22 231,977.48 HUSQVARNA AB 7,065.000 41,317.49 56,604.54 RATOS AB 70,291.000 258,253.90 251,325.94 CREADES AB 740.000 34,936.99 37,851.45 TELE2 AB 4,940.000 64,030.54 71,699.31 CELLAVISION AB 19,008.000 149,288.79 649,358.74 ROTTNEROS AB 38,354.000 26,471.58 46,821.61 SKANDINAVISKA ENSKILDA BANKEN 33,503.000 294,263.24 315,344.26 SWEDBANK AB 14,814.000 250,351.27 221,054.64 SWEDISH MATCH AB 29,266.000 1,360,096.40 1,509,627.85 PROACT IT GROUP AB 3,213.000 48,842.79 63,143.78 KNOW IT AB 5,673.000 60,559.99 126,335.07 BIOGAIA AB 2,156.000 58,612.14 97,814.52 SECURITAS AB 5,234.000 51,624.38 90,358.07 INVESTOR AB 9,624.000 255,209.30 526,119.75 HENNES & MAURITZ AB 13,676.000 473,038.29 278,159.90 TELEFONAKTIEBOLAGET LM ERICSSO 135,041.000 1,302,896.18 1,183,941.45 TELIA CO AB 1,326,117.000 7,320,931.15 5,699,660.22 SKANSKA AB 15,789.000 284,778.37 357,224.38 LUNDIN PETROLEUM AB 2,616.000 62,798.02 88,955.42 ALFA LAVAL AB 2,696.000 55,533.00 67,958.73 SINTERCAST AB 1,072.000 15,966.22 22,329.64 GETINGE AB 67,052.000 869,393.61 1,245,791.28 CIE FINANCIERE RICHEMONT SA 38,852.000 2,966,477.40 3,048,052.17 SIKA AG 2,088.000 82,669.63 392,986.81 SENSIRION HOLDING AG 6,012.000 248,283.02 255,752.93 ALCON INC 6,349.000 234,518.01 359,464.74 AMS AG 5,979.000 405,416.66 242,977.94 UBS GROUP AG 103,904.000 1,335,438.91 1,310,612.34 VP BANK AG 29.000 4,573.30 4,640.49 VIFOR PHARMA AG 745.000 111,881.08 136,011.80 PARGESA HOLDING SA 632.000 49,986.31 52,474.30 DUFRY AG 547.000 57,086.91 54,194.88 KARDEX AG 4,966.000 118,425.38 836,840.89 BELLEVUE GROUP AG 1,741.000 44,204.82 42,967.97 SWISS PRIME SITE AG 1,321.000 106,611.14 153,049.12 GEBERIT AG 596.000 149,087.42 334,396.57 SWISSQUOTE GROUP HOLDING SA 1,651.000 61,950.42 82,821.97 SCHINDLER HOLDING AG 689.000 93,738.49 175,205.56 SCHINDLER HOLDING AG 329.000 54,131.42 80,559.31 PARTNERS GROUP HOLDING AG 293.000 64,118.09 268,372.72 KUEHNE + NAGEL INTERNATIONAL A 19,733.000 2,851,276.54 3,324,446.31 COLTENE HOLDING AG 543.000 25,445.40 49,785.08 METALL ZUG AG 35.000 89,354.82 78,765.78 JULIUS BAER GROUP LTD 3,787.000 147,577.74 195,465.97 SWISS RE AG 4,396.000 274,825.92 493,803.80 DKSH HOLDING AG 7,796.000 585,649.22 423,914.82 ZUR ROSE GROUP AG 4,455.000 553,393.65 492,119.48 CARLO GAVAZZI HOLDING AG 371.000 86,893.70 99,612.74 MIKRON HOLDING AG 2,643.000 23,375.44 18,450.64 SGS SA 87.000 165,544.13 238,023.05 BARRY CALLEBAUT AG 38.000 40,539.49 83,958.90 SWISSCOM AG 414.000 181,775.46 219,122.33 CHOCOLADEFABRIKEN LINDT & SPRU 16.000 58,637.93 124,136.20 CHOCOLADEFABRIKEN LINDT & SPRU 2.000 80,865.43 176,598.40 GIVAUDAN SA 138.000 157,777.58 431,656.77 ZURICH INSURANCE GROUP AG 9,855.000 2,540,740.74 4,039,635.23 NOVARTIS AG 96,658.000 6,021,270.17 9,152,406.33 ABB LTD 277,562.000 5,611,587.24 6,696,786.69 ROCHE HOLDING AG 20,311.000 4,740,496.01 6,582,264.50 ADECCO GROUP AG 13,928.000 811,743.80 880,029.69 LAFARGEHOLCIM LTD 14,102.000 805,792.48 781,536.69 TECAN GROUP AG 3,243.000 453,037.35 911,114.49 VONTOBEL HOLDING AG 2,934.000 127,460.02 209,653.50 NESTLE SA 129,369.000 8,445,234.06 14,007,429.91 BALOISE HOLDING AG 1,065.000 113,121.38 192,373.80 TEMENOS AG 1,034.000 181,460.22 163,384.44 SONOVA HOLDING AG 6,819.000 1,222,842.50 1,559,204.52 STRAUMANN HOLDING AG 169.000 124,384.78 165,787.18 CREDIT SUISSE GROUP AG 38,132.000 854,298.74 517,193.92 SWATCH GROUP AG/THE 505.000 225,046.04 140,686.42 SWATCH GROUP AG/THE 890.000 64,601.42 46,966.93 LONZA GROUP AG 1,156.000 100,216.51 421,371.01 SWISS LIFE HOLDING AG 854.000 198,976.92 428,209.46 EMS-CHEMIE HOLDING AG 132.000 48,964.70 86,818.40

223 2019 | Investment Portfolio AS OF DEC. 31, 2019

PTT PCL 178,800.000 188,049.43 262,644.91 MINOR INTL PCL -CW21 1,808.000 0.00 194.36 RATCH GROUP PCL 17,800.000 34,063.51 40,854.65 TRUE CORP PCL 234,048.000 82,339.78 35,942.77 BANGKOK EXPRESSWAY & METRO PCL 220,000.000 37,616.79 80,056.76 BTS GROUP HOLDINGS PCL 221,100.000 59,889.75 97,183.02 LAM SOON THAILAND PCL 160,200.000 21,161.52 27,543.46 CENTRAL PATTANA PCL 22,000.000 36,511.44 45,479.81 BANGKOK DUSIT MEDICAL SERVICES 136,195.000 86,547.19 117,843.52 BUMRUNGRAD HOSPITAL PCL 5,600.000 27,492.39 27,482.37 BUMRUNGRAD HOSPITAL PCL 4,300.000 19,299.87 21,070.75 MINOR INTERNATIONAL PCL 36,160.000 28,338.89 43,407.46 THAI OIL PCL 14,420.000 29,381.35 33,578.27 SNC FORMER PCL 173,500.000 85,389.15 57,869.17 CP ALL PCL 90,897.000 104,740.26 219,248.29 PTT EXPLORATION & PRODUCTION P 22,770.000 119,491.72 94,641.41 CHAROEN POKPHAND FOODS PCL 53,284.000 56,869.16 48,919.08 INDORAMA VENTURES PCL 39,662.000 48,321.06 46,343.78 PTT GLOBAL CHEMICAL PCL 85,900.000 156,602.25 162,506.41 PTT GLOBAL CHEMICAL PCL 28,138.000 59,834.95 53,544.75 ENERGY ABSOLUTE PCL 25,800.000 32,696.65 37,506.10 BERLI JUCKER PCL 24,900.000 33,127.44 34,913.83 ELECTRICITY GENERATING PCL 4,300.000 32,419.88 46,982.90 KRUNG THAI BANK PCL 308,500.000 179,224.09 168,292.92 MURAMOTO ELECTRON THAILAND PCL 2,846.000 18,700.18 16,532.29 THANACHART CAPITAL PCL 425,200.000 546,722.53 757,238.73 RATCH GROUP PCL 51,200.000 111,993.85 117,237.05 KGI SECURITIES THAILAND PCL 230,600.000 36,834.81 34,325.44 SIAM COMMERCIAL BANK PCL/THE 9,200.000 35,879.62 37,254.29 KASIKORNBANK PCL 36,662.000 199,172.51 183,749.12 TMB BANK PCL 1,136,300.000 61,134.04 63,294.87 BANPU PCL 46,180.000 46,300.24 18,286.73 BANGKOK BANK PCL 51,244.000 304,608.43 273,672.96 ELECTRICITY GENERATING PCL 1,600.000 16,667.17 17,482.01 ADVANCED INFO SERVICE PCL 14,480.000 66,734.32 102,966.74 ADVANCED INFO SERVICE PCL 78,100.000 559,219.55 552,807.62 HOME PRODUCT CENTER PCL 187,630.000 79,516.18 99,366.53 PTT PCL 121,100.000 190,961.81 177,230.28 THAI UNION GROUP PCL 164,100.000 98,550.82 73,641.66 KRUNG THAI BANK PCL 61,881.000 30,063.82 33,880.51 SIAM CEMENT PCL/THE 4,400.000 67,379.07 56,994.53 SIAM CEMENT PCL/THE 8,441.000 118,024.00 110,040.52 LANNA RESOURCES PCL 19,295.000 10,890.73 4,960.03 LALIN PROPERTY PCL 172,778.000 21,835.35 29,759.46 AIRPORTS OF THAILAND PCL 72,500.000 54,515.86 179,169.85 SIAM COMMERCIAL BANK PCL/THE 24,821.000 90,310.41 101,094.59 IRPC PCL 173,577.000 25,149.88 21,324.99 BTS GROUP HOLDINGS PCL 22,110.000 0.00 0.00 AVIVASA EMEKLILIK VE HAYAT AS 1,704.000 2,743.93 3,992.09 BIM BIRLESIK MAGAZALAR AS 5,590.000 54,034.61 43,857.21 ANADOLU EFES BIRACILIK VE MALT 7,383.000 94,232.04 28,646.07 ANADOLU HAYAT EMEKLILIK AS 14,513.000 12,825.72 16,689.00 AKBANK T.A.S. 54,961.000 157,028.19 74,956.66 ARCELIK AS 20,583.000 68,715.05 72,108.39 EREGLI DEMIR VE CELIK FABRIKAL 27,646.000 31,673.94 42,014.79 IS GAYRIMENKUL YATIRIM ORTAKLI 293,650.000 53,060.88 87,040.41 KOC HOLDING AS 14,396.000 60,972.69 49,185.34 TURKCELL ILETISIM HIZMETLERI A 19,145.000 88,082.86 44,412.85 TURKIYE GARANTI BANKASI AS 37,988.000 135,190.68 71,169.83 TURKIYE IS BANKASI AS 27,135.000 51,280.66 29,246.30 TUPRAS TURKIYE PETROL RAFINERI 1,812.000 39,247.90 38,626.55 YAPI VE KREDI BANKASI AS 1,240,366.000 546,325.79 517,190.31 HACI OMER SABANCI HOLDING AS 17,987.000 76,790.56 28,852.43 TAV HAVALIMANLARI HOLDING AS 25,122.000 122,455.89 123,202.36 IS YATIRIM MENKUL DEGERLER AS 92,983.000 50,140.82 70,350.97 VESTEL BEYAZ ESYA SANAYI VE TI 39,228.000 97,390.41 142,358.39 SELCUK ECZA DEPOSU TICARET VE 24,341.000 23,250.37 24,957.80 TORUNLAR GAYRIMENKUL YATIRIM O 369,883.000 228,915.33 171,031.89 EDITA FOOD INDUSTRIES SAE 9,840.000 60,417.60 53,136.00 EDITA FOOD INDUSTRIES SAE 10,440.000 60,726.36 56,376.00 INTEGRATED DIAGNOSTICS HOLDING 57,759.000 235,924.26 232,062.26 LIVANOVA PLC 1,500.000 162,579.05 113,145.00 LUKOIL PJSC 3,009.000 189,335.23 298,920.85 NOVATEK PJSC 698.000 72,027.71 141,743.45 NOVOLIPETSK STEEL PJSC 2,417.000 58,063.45 55,834.19 SURGUTNEFTEGAS PJSC 14,128.000 112,123.58 114,217.94 SEVERSTAL PJSC 7,765.000 104,540.57 117,902.79 VTB BANK PJSC 46,587.000 154,690.33 68,401.18 ROSNEFT OIL CO PJSC 11,794.000 78,509.16 85,116.31

224 2019 | Investment Portfolio AS OF DEC. 31, 2019

MAGNIT PJSC 108,348.000 3,389,164.06 1,309,621.13 MAIL.RU GROUP LTD 24,284.000 644,472.84 542,351.45 GAZPROM PJSC 120,709.000 1,066,132.41 994,036.81 HONGKONG LAND HOLDINGS LTD 13,000.000 76,462.89 74,812.11 JARDINE MATHESON HOLDINGS LTD 3,400.000 195,131.37 189,058.34 JARDINE STRATEGIC HOLDINGS LTD 2,500.000 104,960.65 76,651.59 DP WORLD PLC 2,851.000 48,432.05 37,311.09 ATLANTICA YIELD PLC 817.000 18,772.20 21,560.63 CHINA YUCHAI INTERNATIONAL LTD 3,028.000 33,586.05 40,363.24 CREDICORP LTD 13,552.000 1,706,259.25 2,888,337.76 LIVANOVA PLC 3,929.000 400,259.20 296,364.47 NOMAD FOODS LTD 792.000 16,411.22 17,717.04 SAPIENS INTERNATIONAL CORP NV 3,542.000 65,742.82 81,466.00 SINA CORP/CHINA 1,100.000 110,391.49 43,923.00 STONECO LTD 13,172.000 324,338.55 525,431.08 TSAKOS ENERGY NAVIGATION LTD 18,246.000 60,315.09 79,552.56 AC IMMUNE SA 3,112.000 16,933.29 26,514.24 GLOBANT SA 500.000 46,351.30 53,025.00 SPOTIFY TECHNOLOGY SA 19,544.000 2,967,420.44 2,922,805.20 CHECK POINT SOFTWARE TECHNOLOG 2,061.000 190,881.99 228,688.56 CYBERARK SOFTWARE LTD 10,175.000 756,525.22 1,186,201.50 NOVA MEASURING INSTRUMENTS LTD 500.000 5,921.78 18,915.00 PERION NETWORK LTD 5,882.000 39,414.75 36,586.04 TARO PHARMACEUTICAL INDUSTRIES 383.000 40,619.26 33,677.19 TOWER SEMICONDUCTOR LTD 5,020.000 81,415.13 120,781.20 WIX.COM LTD 4,900.000 351,405.69 599,662.00 MMC NORILSK NICKEL PJSC 71,691.000 1,580,077.95 2,185,858.59 TATNEFT PJSC 4,275.000 130,082.96 314,853.75 LUKOIL PJSC 6,140.000 313,201.38 606,079.40 RELIANCE INDUSTRIES LTD 25,167.000 366,727.23 1,067,667.19 LARSEN & TOUBRO LTD 9,233.000 117,688.92 167,926.11 MAHINDRA & MAHINDRA LTD 19,134.000 130,979.33 147,331.80 ROSNEFT OIL CO PJSC 20,712.000 138,004.27 149,959.02 GAIL INDIA LTD 8,282.000 106,779.48 84,272.66 SBERBANK OF RUSSIA PJSC 5,630.000 67,634.90 92,332.00 SEVERSTAL PJSC 4,575.000 51,349.54 69,061.91 NOVATEK PJSC 1,634.000 208,516.05 334,970.00 AERCAP HOLDINGS NV 2,045.000 72,387.48 125,706.15 AFFIMED NV 29,953.000 110,624.19 82,071.22 NXP SEMICONDUCTORS NV 4,099.000 303,451.10 521,638.74 COPA HOLDINGS SA 27,015.000 2,560,095.79 2,919,781.20 ALIBABA GROUP HOLDING LTD 61,951.000 6,929,772.63 13,139,807.10 ANGLOGOLD ASHANTI LTD 12,111.000 235,253.65 270,559.74 AUTOHOME INC 1,576.000 123,238.96 126,095.76 BAIDU INC 6,960.000 1,288,452.30 879,744.00 BANCO MACRO SA 700.000 34,385.47 25,375.00 BANCO SANTANDER CHILE 2,233.000 59,283.24 51,515.31 BEIGENE LTD 500.000 74,209.86 82,880.00 CHANGYOU.COM LTD 5,590.000 78,311.44 54,726.10 COLLIERS INTERNATIONAL GROUP I 1,006.000 71,817.43 78,437.82 CIA DE SANEAMENTO BASICO DO ES 22,361.000 188,406.11 336,533.05 CIA CERVECERIAS UNIDAS SA 3,773.000 83,464.25 71,573.81 CIA DE MINAS BUENAVENTURA SAA 3,900.000 122,726.16 58,890.00 CRITEO SA 7,670.000 140,465.69 132,921.10 DR REDDY’S LABORATORIES LTD 2,315.000 71,472.60 93,942.70 EMBRAER SA 1,283.000 33,214.86 25,005.67 ENDAVA PLC 910.000 21,773.64 42,406.00 ENEL AMERICAS SA 28,287.000 263,922.52 310,591.26 ENEL CHILE SA 9,012.000 42,647.75 42,807.00 58.COM INC 11,888.000 651,312.34 769,510.24 51JOB INC 400.000 32,497.00 33,960.00 FINVOLUTION GROUP 57,136.000 294,321.95 151,410.40 GDS HOLDINGS LTD 900.000 42,518.25 46,422.00 GAZPROM PJSC 422,898.000 1,970,076.15 3,476,221.56 GLOBALTRANS INVESTMENT PLC 563.000 4,185.22 4,982.55 GOLD FIELDS LTD 48,382.000 261,767.48 319,321.20 GRANITE REAL ESTATE INVESTMENT 1,561.000 55,572.88 78,455.86 GRAVITY CO LTD 1,066.000 84,027.98 39,868.40 GRUPO FINANCIERO GALICIA SA 1,500.000 38,783.70 24,345.00 HUAMI CORP 3,645.000 29,399.66 43,812.90 HUAZHU GROUP LTD 9,577.000 325,741.65 383,750.39 ICICI BANK LTD 39,935.000 314,582.71 602,619.15 INFOSYS LTD 120,043.000 966,509.83 1,238,843.76 IQIYI INC 2,100.000 58,455.18 44,331.00 ITAU UNIBANCO HOLDING SA 576,676.000 4,794,216.90 5,276,585.40 JOYY INC 1,201.000 130,498.21 63,400.79 JD.COM INC 18,140.000 407,984.87 639,072.20 LEXINFINTECH HOLDINGS LTD 17,890.000 213,977.80 248,492.10

225 2019 | Investment Portfolio AS OF DEC. 31, 2019

MMC NORILSK NICKEL PJSC 3,100.000 42,003.48 94,519.00 MELCO RESORTS & ENTERTAINMENT 3,740.000 67,434.35 90,395.80 MOBILE TELESYSTEMS PJSC 21,046.000 222,360.78 213,616.90 MOMO INC 3,016.000 128,988.77 101,036.00 NETEASE INC 12,665.000 3,204,748.88 3,883,595.60 NEW ORIENTAL EDUCATION & TECHN 3,702.000 145,584.06 448,867.50 NORTH AMERICAN CONSTRUCTION GR 8,912.000 49,588.43 108,013.44 LUKOIL PJSC 256.000 17,625.60 25,269.76 PINDUODUO INC 4,358.000 135,828.24 164,819.56 QUDIAN INC 67,124.000 524,240.89 316,154.04 RITCHIE BROS AUCTIONEERS INC 12,844.000 498,453.50 551,649.80 RYANAIR HOLDINGS PLC 51,134.000 2,528,672.40 4,479,849.74 SBERBANK OF RUSSIA PJSC 40,180.000 424,815.40 658,952.00 STATE BANK OF INDIA 3,344.000 113,229.66 156,358.75 SURGUTNEFTEGAS PJSC 10,759.000 62,393.28 66,813.39 SURGUTNEFTEGAS PJSC 11,607.000 72,538.66 94,315.00 TAIWAN SEMICONDUCTOR MANUFACTU 35,917.000 1,584,568.87 2,086,777.70 TAL EDUCATION GROUP 8,856.000 176,877.36 426,859.20 TASEKO MINES LTD 167,949.000 231,375.08 80,615.52 TATA MOTORS LTD 6,689.000 123,808.21 86,488.77 TENCENT MUSIC ENTERTAINMENT GR 147,162.000 2,122,192.98 1,727,681.88 TIM PARTICIPACOES SA 23,969.000 365,126.30 458,047.59 TRIP.COM GROUP LTD 11,272.000 456,195.69 378,062.88 VEDANTA LTD 13,359.000 177,403.88 115,288.17 VIPSHOP HOLDINGS LTD 12,466.000 146,095.93 176,643.22 WEIBO CORP 810.000 67,257.60 37,543.50 WIPRO LTD 20,422.000 71,801.21 76,582.50 X FINANCIAL 5,700.000 17,026.45 9,633.00 YPF SA 1,700.000 26,733.69 19,686.00 ZTO EXPRESS CAYMAN INC 9,509.000 186,965.06 222,035.15 ZYMEWORKS INC 2,398.000 36,938.99 109,013.08 EMAAR MALLS PJSC 44,855.000 23,490.66 22,334.96 ALDAR PROPERTIES PJSC 62,139.000 29,042.62 36,551.46 EMAAR PROPERTIES PJSC 60,440.000 78,205.11 66,164.65 DUBAI ISLAMIC BANK PJSC 70,718.000 97,327.95 106,023.94 EMIRATES TELECOMMUNICATIONS GR 40,797.000 187,746.90 181,515.26 ABU DHABI COMMERCIAL BANK PJSC 54,335.000 123,646.12 117,190.07 FIRST ABU DHABI BANK PJSC 54,944.000 215,680.30 226,471.10 956,819,984.99 1,166,375,608.99

Futures FTSE/MIB INDEX FUTURE (MIL) 82.000 3/20/2020 0.00 -31,470.40 IBEX 35 INDEX FUTURE (MFM) 31.000 1/17/2020 0.00 -25,256.17 HSCEI FUTURE (HKG) -22.000 1/30/2020 0.00 -16,676.52 SWISS MKT IX FUTURE (OTC) -22.000 3/20/2020 0.00 -16,639.74 MEX BOLSA INDEX FUTURE (MDX) 22.000 3/20/2020 0.00 -10,798.52 DAX INDEX FUTURE (EUX) 9.000 3/20/2020 0.00 -9,667.36 MSCI TAIWAN INDEX FUTURE (SGX) 20.000 1/30/2020 0.00 -6,594.53 FTSE KLCI FUTURE (MDE) 21.000 1/31/2020 0.00 -5,285.15 KOSPI2 INDEX FUTURE (KFE) -4.000 3/20/2020 0.00 -4,532.87 TOPIX INDEX FUTURE (OSE) 44.000 3/12/2020 0.00 -4,524.16 WIG20 INDEX FUTURE (OTC) -20.000 3/20/2020 0.00 -2,346.56 SET50 FUTURE (TEF) -49.000 3/30/2020 0.00 -381.54 TAIEX FUTURE (OTC) 1.000 1/15/2020 0.00 -190.81 TEL AVIV 35 IX FUTUREJ (OTC) 31.000 1/31/2020 0.00 -22.83 DTOP INDEX FUTURE (OTC) -14.000 3/19/2020 0.00 211.59 SGX CNX NIFTY ETS (OTC) -7.000 1/30/2020 0.00 954.55 FTSE 100 INDEX FUTURE (ICF) -33.000 3/20/2020 0.00 1,971.37 MSCI SING IX ETS FUTURE (SGX) -50.000 1/30/2020 0.00 2,058.75 S&P /TSE 60 INDEX FUTURES(MSE) -27.000 3/19/2020 0.00 2,086.76 HANG SENG INDEX FUTURE (HKG) 3.000 1/30/2020 0.00 3,805.28 CAC40 10 EURO FUTURE (EOP) 166.000 1/17/2020 0.00 4,475.41 FTSE/JSE TOP 40 FUTURE (SAF) -26.000 3/19/2020 0.00 4,622.76 SGX CNX NIFTY ETS (SGX) -34.000 1/30/2020 0.00 5,447.28 BIST 30 FUTURE (OTC) 177.000 2/28/2020 0.00 6,001.71 AMSTERDAM INDEX FUTURE (EOE) -36.000 1/17/2020 0.00 19,450.68 OMXS30 IND FUTURE (SSE) -93.000 1/17/2020 0.00 20,042.11 BOVESPA INDEX FUTURE (OTC) 55.000 2/12/2020 0.00 33,504.42 HSCEI FUTURE (OTC) 84.000 1/30/2020 0.00 67,032.79 SPI 200 FUTURE (SFE) -30.000 3/19/2020 0.00 96,221.44 MSCI EAFE FUTURE (NYF) 46.000 3/20/2020 0.00 117,530.00 MSCI EMGMKT FUTURE (NYF) 73.000 3/20/2020 0.00 223,680.00 KOSPI2 INDEX FUTURE (OTC) 59.000 3/12/2020 0.00 241,084.42 0.00 715,794.16

Swaps EQS-AQR11582065-M7AU INDEX 2,276,795 3/18/2020 0.00 1,600,473.07 EQS-AQR11582065-M7AU INDEX -338 0.00 -1,624,553.54

226 2019 | Investment Portfolio AS OF DEC. 31, 2019

EQS-AQR11582149-M7BR INDEX -2,011,871 3/18/2020 0.00 -500,129.44 EQS-AQR11582149-M7BR INDEX 1,617 0.00 521,888.19 EQS-AQR11582113-M7IT INDEX -2,091,163 3/18/2020 0.00 -2,347,330.73 EQS-AQR11582113-M7IT INDEX 18,603 0.00 2,413,317.43 EQS-AQR11582137-M7PL INDEX 256,398 3/18/2020 0.00 67,699.46 EQS-AQR11582137-M7PL INDEX -1,406 0.00 -70,899.55 EQS-AQR11582141-M7ZA INDEX 11,676,658 3/18/2020 0.00 835,031.10 EQS-AQR11582141-M7ZA INDEX -12,485 0.00 -888,320.22 EQS-AQR11582125-M7SE INDEX 42,089,427 3/18/2020 0.00 4,496,229.24 EQS-AQR11582125-M7SE INDEX -989 0.00 -4,674,270.48 EQS-AQR11582129-M7CH INDEX 1,677,598 3/18/2020 0.00 1,732,429.55 EQS-AQR11582129-M7CH INDEX -532 0.00 -1,789,494.50 EQS-AQR11582109-NDEUIS INDEX -554,660 3/18/2020 0.00 -554,659.61 EQS-AQR11582109-NDEUIS INDEX 4,058 0.00 561,128.07 0.00 -221,461.96

Total Investments, Non-US Public 994,790,022 1,211,521,980 Equity Pool

Alternative Equity Pool

Cash and Cash Equivalents - Total 7,984,928 7,984,928

Private Equity - U.S. ADAMS STREET 2012 US FUND 7,655,087 5,393,321.00 7,655,087.00 ADAMS STREET 2016 NON-US FUND 10,963,884 9,247,917.00 10,963,884.00 ADAMS STREET 2016 US FUND 3,112,417 2,662,012.00 3,112,417.00 ADAMS STREET 2017 US FUND LP 2,955,336 2,814,438.00 2,955,336.00 ADAMS STREET 2017 NON-US FUND 6,442,497 6,030,898.00 6,442,497.00 ADAMS STREET 2012 EMERGING 2,094,090 1,264,271.00 2,094,090.00 ADAMS STREET 2012 DEVELOPED 4,252,360 3,485,917.00 4,252,360.00 ADAM ST 2010 US FUND 5,935,588 3,676,371.00 5,935,588.00 ADAM ST 2010 NONUS DEV MARKETS 2,255,367 1,696,888.00 2,255,367.00 ADAM ST 2010 NONUS EMERG MKTS 1,443,246 852,325.00 1,443,246.00 TWIN HAVEN SPECIAL OPP FD IV 2,586,757 3,839,686.73 2,586,757.00 ADAM ST 2011 EMERGING MARKETS 1,927,495 1,081,121.00 1,927,495.00 ADAM ST 2011 US FUND 8,387,577 5,395,345.03 8,387,577.00 ADAM ST 2011 NONUS DEV MKTS 3,182,265 2,134,715.00 3,182,265.00 CAPITAL ROYALTY PTNRS II LP 2,262,445 3,065,840.29 2,262,445.00 ADAM ST 2013 DEV MKTS FD 7,848,174 6,006,779.00 7,848,174.00 ADAM ST 2013 US FUND 12,482,388 9,168,092.00 12,482,388.00 SIGULER GUFF SMALL BUYOUT OPP 5,720,992 5,219,395.57 5,720,991.97 ADAM ST 2013 EMERG MKT FD 3,951,720 2,103,933.00 3,951,720.00 ADAM ST 2014 US FUND 15,377,692 11,575,716.00 15,377,692.00 ADAM ST 2014 EMERG MKTS FD 5,002,901 2,904,004.00 5,002,901.00 ADAM ST 2014 DEV MKTS FD 11,870,888 8,788,731.00 11,870,888.00 ADAM ST CO-INVEST FD III A LP 9,000,830 5,984,761.00 9,000,830.00 WARBURG PINCUS PE XII LP 14,616,899 11,711,025.92 14,616,899.00 ADAMS STREET 2015 NON-US FUND 18,927,699 13,080,903.00 18,927,699.00 ADAMS STREET 2015 US FUND LP 13,488,706 9,514,878.00 13,488,706.00 SIGULER GUFF SMALL BUYOUT 8,874,866 7,657,671.55 8,874,865.77 ADAMS STREET VENTURES 8,625,282 7,266,000.00 8,625,282.00 HIG ADVANTAGE BUYOUT FD LP 1,055,489 1,070,810.96 1,055,489.00 ADAM STREET VENT INNO FD II 3,857,590 3,600,000.00 3,857,590.00 MC PARTNERS VIII LP 255,962 305,895.00 255,962.00 WARBURG PINCUS GLOBAL GROWTH 2,358,037 2,568,000.00 2,358,037.00 GENSTAR CAP PARTNERS IX LP 545,065 556,238.47 545,065.42 GREENSPRING GLOBAL PTNR IX-B 2,717,274 2,678,400.00 2,717,274.00 ADVENT INTL GPE IX LP 368,000 368,000.00 368,000.00 HIG MIDDLE MARKET LBO FD III 68,658 68,658.28 68,658.28 GENSTAR IX OPPORTUNITIES FD I 239,153 239,152.69 239,152.69 BRINSON PTNRSHP FD TRUST 2004 323,401 733,760.00 323,401.00 SYNDICATED COMM VP IV 107 115,180.26 107.24 BRINSON 2000 PRIMARY FUND 474,444 6,923,846.00 474,444.00 BRINSON PTNRSHP FD 2002 PRY 436,838 1,106,736.00 436,838.00 BRINSON PTNRSHP FD 2002 SEC FD 158,526 592,923.00 158,526.00 BRINSON PTNRSHP FD 2003 PRY FD 1,144,928 3,969,548.00 1,144,928.00 BRINSON PTNRSHP FD 2003 SEC FD 41,256 69,279.00 41,256.00 ADAM ST 2004 NON-US FUND 843,781 2,222,806.00 843,781.00 ADAM ST 2004 US FUND 2,652,824 5,104,572.00 2,652,824.00 WILSHIRE US PRIVATE MKTS FD VI 715,696 1,813,065.55 715,695.50 ADAM ST 2005 US FUND 3,852,184 6,074,369.00 3,852,184.00 BRINSON 1999 PRIMARY FUND 177,713 3,525,963.00 177,713.00 BRINSON 2001 PRIMARY FUND 1,031,999 4,215,565.00 1,031,999.00 ADAMS ST 2006 DIRECT FUND LP 1,802,900 389,189.00 1,802,900.00 ADAMS ST 2006 NON US FUND 2,551,354 3,603,814.00 2,551,354.00 ADAMS ST PTNRS 2005 NON US FD 1,546,151 2,747,770.00 1,546,151.00 ADAM ST DIRECT CO-INV. 258,388 1,723,478.00 258,388.00 ADAMS ST 2007 DIRECT FUND LP 2,203,289 404,664.00 2,203,289.00 ADAMS ST PF 2007 NON-US FD LP 5,499,861 5,576,404.00 5,499,861.00

227 2019 | Investment Portfolio AS OF DEC. 31, 2019

ADAMS ST 2007 US FUND LP 8,840,384 8,624,078.00 8,840,384.00 SIGULER GUFF SM BUYOUT OPP LP 854,499 2,608,892.26 854,499.43 ADAM ST 2008 DIRECT 2,852,781 434,662.00 2,852,781.00 ADAM ST 2008 NON-US FUND 11,922,618 9,017,793.00 11,922,618.00 ADAM ST 2008 US FUND 12,708,769 10,034,458.00 12,708,769.00 J W CHILDS EQ PARTNERS II 85,228 589,210.72 85,228.00 ADAMS ST PRTSHP FD-2002 US FD 1,132,909 2,644,825.00 1,132,909.00 ADAMS ST FD-2002 NONUS FUND 211,614 486,925.00 211,614.00 ADAMS ST PRTSHP FD-2003 US FD 1,769,800 3,825,405.00 1,769,800.00 ADAMS ST FD-2003 NONUS FUND 553,154 1,425,900.00 553,154.00 ADAMS ST PRTSHP FD-2006 US FD 5,718,047 8,230,897.00 5,718,047.00 ADAM ST 2009 DIRECT 1,996,368 833,913.00 1,996,368.00 ADAM ST 2009 NONUS DEV MKTS 6,272,273 5,055,342.00 6,272,273.00 ADAM ST 2009 US FUND 13,381,279 9,319,404.00 13,381,279.00 ADAM ST 2009 NONUS EMERG MKTS 3,956,685 2,392,913.00 3,956,685.00 281,515,661.28 310,682,724.30

Private Equity - Non-U.S. BLACKFIN FINANCIAL SERVICES 136,000.000 151,184.40 152,660.00 ASTORG VII 212,100.000 238,074.68 238,082.25 CRG PARTNERS III CAYMAN LP 5,581,312.540 4,869,953.30 5,581,312.54 WARBURG PINCUS FINANCIAL 5,401,371.000 5,432,400.00 5,401,371.00 AEA INVESTORS FUND VII LP 337,714.000 337,714.00 337,714.00 ABRY PARTNERS IX LP 339,597.600 358,297.72 339,597.60 OCM OPP FUND VII-B LP 153,652.830 0.00 153,652.83 11,387,624.10 12,204,390.22

Total Investments, Alternative Equity 300,888,214 330,872,043 Pool

Social Purpose Alternative Equity Pool

Cash and Cash Equivalents - Total 1,619,822 1,619,822

Private Equity - U.S. ADAMS STREET 2012 US FUND 1,913,771.000 1,348,330.00 1,913,771.00 ADAMS STREET 2016 NON-US FUND 2,740,970.000 2,311,980.00 2,740,970.00 ADAMS STREET 2016 US FUND 778,099.000 665,502.00 778,099.00 ADAMS STREET 2017 US FUND LP 738,835.000 703,610.00 738,835.00 ADAMS STREET 2017 NON-US FUND 1,610,625.000 1,507,725.00 1,610,625.00 ADAMS STREET 2012 EMERGING 523,522.000 316,068.00 523,522.00 ADAMS STREET 2012 DEVELOPED 1,063,089.000 871,479.00 1,063,089.00 ADAM ST 2010 US FUND 2,473,161.000 1,531,821.00 2,473,161.00 ADAM ST 2010 NONUS DEV MARKETS 939,735.000 707,037.00 939,735.00 ADAM ST 2010 NONUS EMERG MKTS 601,353.000 355,136.00 601,353.00 TWIN HAVEN SPECIAL OPP FD IV 646,694.000 959,921.68 646,694.00 ADAM ST 2011 EMERGING MARKETS 481,874.000 270,280.00 481,874.00 ADAM ST 2011 US FUND 2,096,896.000 1,352,864.99 2,096,896.00 ADAM ST 2011 NONUS DEV MKTS 795,565.000 533,679.00 795,565.00 CAPITAL ROYALTY PTNRS II LP 565,610.000 766,460.14 565,610.00 ADAM ST 2013 DEV MKTS FD 1,295,327.000 991,410.00 1,295,327.00 ADAM ST 2013 US FUND 2,145,410.000 1,575,766.00 2,145,410.00 SIGULER GUFF SMALL BUYOUT OPP 1,430,247.990 1,304,848.87 1,430,247.99 ADAM ST 2013 EMERG MKT FD 607,957.000 323,682.00 607,957.00 ADAM ST 2014 US FUND 2,713,707.000 2,042,773.00 2,713,707.00 ADAM ST 2014 EMERG MKTS FD 882,868.000 512,471.00 882,868.00 ADAM ST 2014 DEV MKTS FD 2,094,863.000 1,550,953.00 2,094,863.00 ADAM ST CO-INVEST FD III A LP 2,250,208.000 1,496,191.00 2,250,208.00 WARBURG PINCUS PE XII LP 3,654,224.000 2,927,756.48 3,654,224.00 ADAMS STREET 2015 NON-US FUND 4,731,923.000 3,270,225.00 4,731,923.00 ADAMS STREET 2015 US FUND LP 3,372,176.000 2,378,720.00 3,372,176.00 SIGULER GUFF SMALL BUYOUT 2,218,716.440 1,914,417.89 2,218,716.44 ADAMS STREET VENTURES 2,156,324.000 1,816,500.00 2,156,324.00 HIG ADVANTAGE BUYOUT FD LP 263,872.000 267,702.74 263,872.00 ADAM STREET VENT INNO FD II 964,398.000 900,000.00 964,398.00 MC PARTNERS VIII LP 63,991.000 76,474.00 63,991.00 WARBURG PINCUS GLOBAL GROWTH 589,510.000 642,000.00 589,510.00 GENSTAR CAP PARTNERS IX LP 136,266.480 139,059.63 136,266.48 GREENSPRING GLOBAL PTNR IX-B 679,319.000 669,600.00 679,319.00 ADVENT INTL GPE IX LP 92,000.000 92,000.00 92,000.00 HIG MIDDLE MARKET LBO FD III 17,164.570 17,164.57 17,164.57 GENSTAR IX OPPORTUNITIES FD I 59,788.170 59,788.17 59,788.17 BRINSON PTNRSHP FD TRUST 2004 64,680.000 146,755.00 64,680.00 SYNDICATED COMM VP IV 275.760 333,287.94 275.76 BRINSON 2000 PRIMARY FUND 118,614.000 1,730,990.00 118,614.00 BRINSON PTNRSHP FD 2002 PRY 105,721.000 267,844.00 105,721.00 BRINSON PTNRSHP FD 2002 SEC FD 37,405.000 139,905.00 37,405.00 BRINSON PTNRSHP FD 2003 PRY FD 273,707.000 948,755.00 273,707.00 BRINSON PTNRSHP FD 2003 SEC FD 8,253.000 13,859.00 8,253.00 ADAM ST 2004 NON-US FUND 120,541.000 317,546.00 120,541.00 ADAM ST 2004 US FUND 378,983.000 729,227.00 378,983.00

228 2019 | Investment Portfolio AS OF DEC. 31, 2019

WILSHIRE US PRIVATE MKTS FD VI 137,361.900 362,613.10 137,361.90 ADAM ST 2005 US FUND 713,421.000 1,124,883.00 713,421.00 BRINSON 1999 PRIMARY FUND 40,580.000 983,877.00 40,580.00 BRINSON 2001 PRIMARY FUND 250,134.000 1,021,760.00 250,134.00 ADAMS ST 2006 DIRECT FUND LP 257,558.000 55,599.00 257,558.00 ADAMS ST 2006 NON US FUND 364,494.000 514,831.00 364,494.00 ADAMS ST PTNRS 2005 NON US FD 286,324.000 508,846.00 286,324.00 ADAM ST DIRECT CO-INV. 36,891.000 246,209.00 36,891.00 ADAMS ST 2007 DIRECT FUND LP 352,531.000 64,746.00 352,531.00 ADAMS ST PF 2007 NON-US FD LP 880,002.000 892,224.00 880,002.00 ADAMS ST 2007 US FUND LP 1,414,499.000 1,379,852.00 1,414,499.00 SIGULER GUFF SM BUYOUT OPP LP 131,461.070 401,368.02 131,461.07 ADAM ST 2008 DIRECT 558,153.000 85,043.00 558,153.00 ADAM ST 2008 NON-US FUND 2,332,686.000 1,764,351.00 2,332,686.00 ADAM ST 2008 US FUND 2,486,504.000 1,963,264.00 2,486,504.00 J W CHILDS EQ PARTNERS II 21,307.000 147,172.27 21,307.00 ADAMS ST PRTSHP FD-2002 US FD 125,887.000 293,869.00 125,887.00 ADAMS ST FD-2002 NONUS FUND 23,513.000 54,103.00 23,513.00 ADAMS ST PRTSHP FD-2006 US FD 816,911.000 1,175,842.00 816,911.00 ADAM ST 2009 DIRECT 285,198.000 119,130.00 285,198.00 ADAM ST 2009 NONUS DEV MKTS 896,039.000 722,192.00 896,039.00 ADAM ST 2009 US FUND 1,911,618.000 1,331,343.00 1,911,618.00 ADAM ST 2009 NONUS EMERG MKTS 565,238.000 341,845.00 565,238.00 59,354,528.49 66,386,550.38

Private Equity - Non-U.S. BLACKFIN FINANCIAL SERVICES 34,000.000 37,796.10 38,165.00 ASTORG VII 44,976.320 58,929.38 50,485.92 CRG PARTNERS III CAYMAN LP 1,395,328.150 1,217,488.34 1,395,328.15 WARBURG PINCUS FINANCIAL 1,350,343.000 1,358,100.00 1,350,343.00 AEA INVESTORS FUND VII LP 84,429.000 84,429.00 84,429.00 ABRY PARTNERS IX LP 84,899.400 89,574.43 84,899.40 OCM OPP FUND VII-B LP 21,954.690 0.00 21,954.69 2,846,317.25 3,025,605.16

Total Investments, Social Purpose 63,820,668 71,031,977 Alternative Equity Pool

Illiquid Real Asset Pool

Cash and Cash Equivalents - Total 2,419,124 2,419,124

Private Equity GARRISON OPPORTUNITY FUND III 3,438,065.000 2,380,715.00 3,438,065.00 ENERGY RECAP AND REST FD LP 1,421,901.000 4,699,619.20 1,421,901.00 SIGULER GUFF DISTRESSED REAL 14,018,287.400 12,454,417.71 14,018,287.40 ENERVEST ENERGY INST FD XIV-C 8,290,822.000 5,585,326.63 8,290,822.00 SIGULER GUFF DREOF II COINVEST 5,897,348.050 4,380,771.10 5,897,348.05 29,500,849.64 33,066,423.45

Real Estate and Natural Resources - U.S. GARRISON REAL ESTATE FUND II 425,571.000 0.00 425,571.00 BLACKSTONE REAL ESTATE 2,448,320.970 1,671,513.60 2,448,320.97 WHEELOCK ST RE FD II LP 3,466,353.000 2,680,798.00 3,466,353.00 BLACKSTONE RE PARTNERS VIII LP 9,600,993.600 7,584,550.98 9,600,993.60 CONTRARIAN DISTRESSED RE III 8,365,397.000 6,468,530.79 8,365,397.00 RIALTO RE FD III PROPERTY 6,999,552.890 5,902,084.00 6,999,552.89 BLACKSTONE RE PTNRS EUR V LP 8,837,950.870 7,648,625.03 8,837,950.87 WHEELOCK STREET RE FUND V LP 7,664,445.000 7,647,964.00 7,664,445.00 SIGULER GUFF DREOF II-B LP 7,897,047.000 7,095,000.00 7,897,047.00 BLACKSTONE REAL ESTATE IX 2,196,316.860 2,213,178.57 2,196,316.86 CONTRARIAN DISTRSSD RE DEBT IV 2,432,574.000 2,560,178.00 2,432,574.00 BLACKSTONE REP EUR VI SCSP 308,415.610 308,415.61 308,415.61 BLACKSTONE RE PARTNERS V 325,614.040 811,165.84 325,614.04 COLONY INVESTORS VIII LP 150,264.000 5,452,829.26 150,264.00 FIA TIMBER PARTNERS LP 55,304.100 678,064.25 55,304.10 58,722,897.93 61,174,119.94

Real Estate and Natural Resources - Non-U.S. BROCKTON CAPITAL II 1,211,141.460 2,916,931.47 1,604,459.65 2,916,931.47 1,604,459.65

Total Investments, Illiquid Real Asset 93,559,803 98,264,127 Pool

Global Real Estate Securities Pool

Cash and Cash Equivalents - Total 2,284,291 2,284,715

229 2019 | Investment Portfolio AS OF DEC. 31, 2019

Equity - U.S. ALEXANDRIA REAL ESTATE EQUITIE 33,427.000 3,891,971.14 5,401,134.66 AMERICAN HOMES 4 RENT 268,900.000 5,606,974.46 7,047,869.00 AMERICOLD REALTY TRUST 128,033.000 3,953,164.03 4,488,836.98 APARTMENT INVESTMENT & MANAGEM 128,731.000 5,956,483.33 6,648,956.15 AVALONBAY COMMUNITIES INC 54,650.000 9,156,705.15 11,460,105.00 BRIXMOR PROPERTY GROUP INC 170,600.000 4,027,117.37 3,686,666.00 COUSINS PROPERTIES INC 169,987.000 6,469,381.85 7,003,464.40 CROWN CASTLE INTERNATIONAL COR 32,250.000 4,340,111.83 4,584,337.50 CUBESMART 128,400.000 3,385,048.95 4,042,032.00 CYRUSONE INC 19,549.000 1,107,222.71 1,279,091.07 DOUGLAS EMMETT INC 97,381.000 2,835,619.51 4,275,025.90 DUKE REALTY CORP 227,003.000 5,537,741.57 7,870,194.01 EQUINIX INC 7,100.000 3,904,059.94 4,144,270.00 EQUITY RESIDENTIAL 122,300.000 8,146,763.49 9,896,516.00 ESSEX PROPERTY TRUST INC 10,202.000 1,769,473.60 3,069,373.72 EXTRA SPACE STORAGE INC 39,671.000 1,878,086.14 4,190,051.02 HEALTHCARE TRUST OF AMERICA IN 165,300.000 4,721,183.92 5,005,284.00 HEALTHPEAK PROPERTIES INC 301,300.000 9,035,530.38 10,385,811.00 HOST HOTELS & RESORTS INC 87,720.000 1,761,714.76 1,627,206.00 INVITATION HOMES INC 74,510.000 2,220,723.98 2,233,064.70 MID-AMERICA APARTMENT COMMUNIT 27,900.000 2,728,175.90 3,678,894.00 PARAMOUNT GROUP INC 148,917.000 2,613,644.21 2,072,924.64 PROLOGIS INC 158,559.000 6,048,159.27 14,133,949.26 RLJ LODGING TRUST 98,480.000 2,414,717.52 1,745,065.60 REGENCY CENTERS CORP 87,300.000 5,812,798.27 5,507,757.00 RYMAN HOSPITALITY PROPERTIES I 45,105.000 3,202,620.84 3,908,799.30 SIMON PROPERTY GROUP INC 71,843.000 11,165,373.47 10,701,733.28 SPIRIT REALTY CAPITAL INC 44,500.000 1,735,786.18 2,188,510.00 STORE CAPITAL CORP 47,600.000 1,607,035.88 1,772,624.00 SUMMIT HOTEL PROPERTIES INC 32,839.000 472,113.58 405,233.26 SUN COMMUNITIES INC 56,603.000 4,702,748.98 8,496,110.30 TAUBMAN CENTERS INC 57,256.000 2,718,057.81 1,780,089.04 VICI PROPERTIES INC 155,800.000 3,284,253.47 3,980,690.00 WELLTOWER INC 53,100.000 4,515,227.55 4,342,518.00 142,725,791.04 173,054,186.79

Equity - Non-U.S. SCENTRE GROUP 1,156,311.000 3,480,255.89 3,118,364.11 VICINITY CENTRES 696,704.000 1,522,113.17 1,221,734.37 GOODMAN GROUP 348,419.000 1,833,914.03 3,280,804.09 DEXUS 235,508.000 1,524,711.19 1,941,223.52 SHOPPING CENTRES AUSTRALASIA P 201,844.000 372,443.15 379,520.72 BWP TRUST 106,994.000 243,419.43 295,340.93 CHARTER HALL RETAIL REIT 78,673.000 259,133.55 236,407.62 GPT GROUP/THE 418,591.000 1,525,390.06 1,650,594.56 BR MALLS PARTICIPACOES SA 189,503.000 679,358.36 850,777.88 MULTIPLAN EMPREENDIMENTOS IMOB 59,199.000 407,043.21 487,107.39 H&R REIT 30,962.000 567,417.06 503,796.57 FIRST CAPITAL REIT 23,383.000 366,509.90 372,721.50 DREAM OFFICE REIT 5,857.000 75,763.42 140,604.13 SMARTCENTRES REIT 15,317.000 383,656.15 368,647.44 ARTIS REIT 14,460.000 164,249.09 132,696.36 BOARDWALK REAL ESTATE INVT 4,983.000 215,954.76 176,494.46 GRANITE REIT 5,718.000 273,331.47 290,937.84 CANADIAN APARTMENT PPTYS REIT 17,965.000 466,951.45 734,393.41 RIOCAN REIT 32,893.000 729,374.71 678,786.72 ALLIED PROPERTIES REIT 12,976.000 429,954.08 521,041.31 CA IMMOBILIEN ANLAGEN AG 15,860.000 352,753.84 666,890.08 COFINIMMO SA 5,365.000 650,638.92 789,607.24 WAREHOUSES DE PAUW CVA 3,970.000 711,242.32 723,590.78 AROUNDTOWN SA 194,115.000 1,639,663.06 1,739,575.75 DEUTSCHE WOHNEN SE 78,177.000 3,741,395.09 3,197,098.06 ALSTRIA OFFICE REIT-AG 34,209.000 517,915.53 643,360.57 GRAND CITY PROPERTIES SA 22,227.000 516,011.25 533,464.74 LEG IMMOBILIEN AG 14,904.000 1,250,873.16 1,766,454.45 DEUTSCHE EUROSHOP AG 10,599.000 421,143.79 314,351.34 INMOBILIARIA COLONIAL SOCIMI S 52,960.000 487,696.85 676,258.66 MERLIN PROPERTIES SOCIMI SA 79,445.000 965,449.28 1,142,514.04 KLEPIERRE SA 45,445.000 2,033,368.50 1,728,718.19 GECINA SA 11,938.000 1,699,394.34 2,141,375.87 COVIVIO 9,680.000 947,087.55 1,100,308.42 UNIBAIL-RODAMCO-WESTFIELD 29,918.000 7,897,148.64 4,730,225.47 EUROCOMMERCIAL PROPERTIES NV 8,976.000 393,509.32 251,845.67 WERELDHAVE NV 8,914.000 539,588.53 201,548.92 WHARF REAL ESTATE INVESTMENT C 251,000.000 1,710,907.46 1,539,202.95 LINK REIT 456,000.000 3,258,754.38 4,841,401.13 HANG LUNG PROPERTIES LTD 411,000.000 1,111,549.32 898,561.85

230 2019 | Investment Portfolio AS OF DEC. 31, 2019

HYSAN DEVELOPMENT CO LTD 134,000.000 660,035.24 527,270.21 HOSHINO RESORTS REIT INC 48.000 266,966.12 247,432.57 TOKYU FUDOSAN HOLDINGS CORP 130,700.000 815,997.14 902,286.03 LASALLE LOGIPORT REIT 298.000 426,755.14 442,629.64 AEON REIT INVESTMENT CORP 330.000 398,419.56 452,051.47 HULIC REIT INC 253.000 394,310.72 459,062.84 NIPPON REIT INVESTMENT CORP 97.000 319,201.58 427,124.39 INVESCO OFFICE J-REIT INC 1,900.000 368,309.82 393,854.74 SEKISUI HOUSE REIT INC 885.000 647,525.29 744,335.82 KENEDIX RETAIL REIT CORP 117.000 286,118.66 297,646.92 NOMURA REAL ESTATE MASTER FUND 990.000 1,436,940.96 1,691,543.74 MITSUI FUDOSAN LOGISTICS PARK 71.000 297,798.34 315,216.90 MIRAI CORP 329.000 179,782.87 184,957.04 FUKUOKA REIT CORP 161.000 305,988.76 274,239.60 KENEDIX OFFICE INVESTMENT CORP 93.000 549,905.90 718,377.55 DAIWA OFFICE INVESTMENT CORP 67.000 380,008.44 514,584.04 DAIWA HOUSE REIT INVESTMENT CO 407.000 1,006,829.70 1,063,068.44 INVINCIBLE INVESTMENT CORP 1,319.000 556,072.43 751,247.02 FRONTIER REAL ESTATE INVESTMEN 107.000 476,738.35 449,823.55 JAPAN LOGISTICS FUND INC 195.000 399,688.15 497,318.26 MORI HILLS REIT INVESTMENT COR 346.000 470,411.42 574,619.30 JAPAN EXCELLENT INC 275.000 354,886.13 445,273.56 JAPAN RENTAL HOUSING INVESTMEN 363.000 250,492.87 355,056.28 JAPAN HOTEL REIT INVESTMENT CO 971.000 681,190.31 725,437.48 NIPPON ACCOMMODATIONS FUND INC 105.000 551,145.61 663,375.23 MCUBS MIDCITY INVESTMENT CORP 379.000 234,717.37 411,532.92 UNIZO HOLDINGS CO LTD 7,500.000 172,578.74 351,977.55 INDUSTRIAL & INFRASTRUCTURE FU 395.000 458,091.71 602,578.38 ADVANCE RESIDENCE INVESTMENT C 299.000 805,499.25 947,646.58 KENEDIX RESIDENTIAL NEXT INVES 201.000 292,349.65 379,472.48 ACTIVIA PROPERTIES INC 153.000 688,872.21 767,124.44 COMFORIA RESIDENTIAL REIT INC 126.000 331,402.10 398,752.42 GLP J-REIT 834.000 921,460.39 1,037,507.00 NIPPON PROLOGIS REIT INC 511.000 1,088,222.79 1,301,561.27 NIPPON BUILDING FUND INC 307.000 1,585,178.66 2,249,173.15 JAPAN REAL ESTATE INVESTMENT C 302.000 1,521,059.87 2,003,169.05 JAPAN RETAIL FUND INVESTMENT C 567.000 1,199,467.19 1,218,787.56 ORIX JREIT INC 600.000 912,319.44 1,300,746.15 JAPAN PRIME REALTY INVESTMENT 201.000 722,492.44 882,629.66 AEON MALL CO LTD 22,500.000 371,657.04 398,797.85 PREMIER INVESTMENT CORP 284.000 302,851.99 401,765.20 MITSUI FUDOSAN CO LTD 212,800.000 5,309,336.95 5,196,455.98 LEOPALACE21 CORP 54,100.000 351,168.79 177,368.68 TOKYU REIT INC 206.000 275,576.90 390,702.51 GLOBAL ONE REAL ESTATE INVESTM 201.000 251,265.82 260,430.75 UNITED URBAN INVESTMENT CORP 677.000 1,086,075.94 1,270,118.86 MORI TRUST SOGO REIT INC 213.000 419,942.86 382,369.20 HULIC CO LTD 108,500.000 1,026,903.91 1,305,803.05 FIBRA UNO ADMINISTRACION SA DE 650,964.000 1,030,239.08 1,009,332.01 SM PRIME HOLDINGS INC 2,453,400.000 1,170,877.20 2,034,903.80 GREAT PORTLAND ESTATES PLC 55,384.000 752,073.05 631,752.65 TRITAX BIG BOX REIT PLC 372,406.000 730,230.00 735,111.45 LAND SECURITIES GROUP PLC 163,349.000 2,877,861.26 2,141,893.42 GRAINGER PLC 135,480.000 374,933.50 562,528.71 SEGRO PLC 239,010.000 1,523,403.28 2,853,341.40 CAPITAL & COUNTIES PROPERTIES 183,733.000 933,384.74 640,090.68 BRITISH LAND CO PLC/THE 204,684.000 2,358,833.20 1,742,954.26 DERWENT LONDON PLC 22,925.000 1,087,155.96 1,224,607.54 HAMMERSON PLC 167,358.000 1,571,901.15 689,995.68 INTU PROPERTIES PLC 211,674.000 889,799.48 95,575.02 UNITE GROUP PLC/THE 79,049.000 858,265.82 1,322,095.82 SHAFTESBURY PLC 47,933.000 573,919.77 603,128.18 FRASERS LOGISTICS & INDUSTRIAL 335,700.000 302,843.79 307,076.93 MAPLETREE LOGISTICS TRUST 647,910.000 612,965.13 838,962.14 CAPITALAND COMMERCIAL TRUST 620,529.000 770,361.57 918,948.23 SUNTEC REAL ESTATE INVESTMENT 502,100.000 682,455.16 687,336.50 KEPPEL REIT 413,300.000 366,644.11 381,052.36 MAPLETREE INDUSTRIAL TRUST 334,000.000 514,992.25 646,044.65 MAPLETREE COMMERCIAL TRUST 465,373.000 562,353.26 827,254.71 MAPLETREE NORTH ASIA COMMERCIA 466,900.000 404,716.57 403,167.36 CAPITALAND LTD 546,600.000 1,369,282.07 1,524,877.21 CAPITALAND MALL TRUST 617,800.000 953,963.16 1,130,474.99 ASCENDAS REAL ESTATE INVESTMEN 652,762.000 1,207,934.02 1,442,463.00 GROWTHPOINT PROPERTIES LTD 645,396.000 1,415,349.73 1,022,980.74 NEPI ROCKCASTLE PLC 102,043.000 1,568,470.07 903,353.39 REDEFINE PROPERTIES LTD 1,182,147.000 1,024,945.47 640,190.74 HYPROP INVESTMENTS LTD 56,575.000 515,849.93 226,745.96 FABEGE AB 59,629.000 475,599.13 992,270.28

231 2019 | Investment Portfolio AS OF DEC. 31, 2019

HEMFOSA FASTIGHETER AB 36,955.000 294,295.82 478,348.11 CASTELLUM AB 55,763.000 797,709.96 1,311,025.03 KUNGSLEDEN AB 39,470.000 280,838.13 414,976.63 PSP SWISS PROPERTY AG 8,953.000 893,094.26 1,235,725.50 SWISS PRIME SITE AG 16,533.000 1,417,638.18 1,915,489.13 CENTRAL PATTANA PCL 297,700.000 432,310.64 618,681.31 HONGKONG LAND HOLDINGS LTD 253,000.000 1,818,817.32 1,455,958.83 114,593,354.00 121,373,366.77

Futures MSCI EAFE FUTURE (NYF) 7.000 3/20/2020 0.00 -1,475.53 0.00 -1,475.53

Total Investments, Global Real Estate 259,603,436 296,710,793 Securities Pool

Public Natural Resources Pool

Cash and Cash Equivalents - Total 476,110 481,506

Equity - U.S. NEWMONT GOLDCORP CORP 28,382.000 916,520.31 1,235,303.71 APACHE CORP 9,797.000 660,323.45 250,705.23 ARCHER-DANIELS-MIDLAND CO 187,737.000 8,422,640.21 8,701,609.95 CF INDUSTRIES HOLDINGS INC 75,074.000 3,166,547.80 3,584,032.76 CHEVRON CORP 57,007.000 6,694,311.64 6,869,913.57 CONCHO RESOURCES INC 5,481.000 687,497.51 479,971.17 CONOCOPHILLIPS 33,726.000 2,191,616.07 2,193,201.78 CORTEVA INC 251,599.000 6,299,072.90 7,437,266.44 DEVON ENERGY CORP 10,836.000 374,163.97 281,410.92 DIAMONDBACK ENERGY INC 4,655.000 450,727.94 432,263.30 EOG RESOURCES INC 16,552.000 1,640,830.86 1,386,395.52 EXXON MOBIL CORP 125,839.000 11,019,863.01 8,781,045.42 FMC CORP 44,390.000 2,722,313.82 4,431,009.80 FREEPORT-MCMORAN INC 126,849.000 2,372,899.53 1,664,258.88 HESS CORP 7,391.000 485,999.61 493,792.71 MARATHON OIL CORP 15,920.000 370,380.38 216,193.60 MOSAIC CO/THE 123,038.000 3,954,534.12 2,662,542.32 NEWMONT GOLDCORP CORP 44,117.000 1,316,062.88 1,916,883.65 NOBLE ENERGY INC 12,497.000 482,770.90 310,425.48 OCCIDENTAL PETROLEUM CORP 25,555.000 1,816,688.32 1,053,121.55 PIONEER NATURAL RESOURCES CO 4,778.000 813,374.65 723,245.86 SOUTHERN COPPER CORP 8,661.000 341,445.95 367,919.28 57,200,585.83 55,472,512.90

Equity - Non-U.S. SOUTH32 LTD 477,940.000 873,063.15 911,472.91 EVOLUTION MINING LTD 143,282.000 461,029.72 381,469.45 BHP GROUP LTD 264,324.000 6,854,788.30 7,252,324.00 ORIGIN ENERGY LTD 75,125.000 449,220.94 447,320.96 RIO TINTO LTD 33,299.000 1,774,299.47 2,358,997.30 NEWCREST MINING LTD 65,461.000 849,586.95 1,388,082.09 OIL SEARCH LTD 39,155.000 258,482.07 200,084.83 NORTHERN STAR RESOURCES LTD 60,726.000 462,516.90 482,793.83 SANTOS LTD 50,787.000 276,997.35 292,802.58 WASHINGTON H SOUL PATTINSON & 2,930.000 37,001.28 44,406.10 ALUMINA LTD 221,567.000 437,561.54 358,458.58 WOODSIDE PETROLEUM LTD 31,116.000 847,366.40 753,777.94 PETROLEO BRASILEIRO SA 128,131.000 794,247.05 961,293.06 PETROLEO BRASILEIRO SA 82,127.000 510,624.12 653,308.47 NUTRIEN LTD 190,944.000 10,209,503.63 9,154,415.64 KIRKLAND LAKE GOLD LTD 17,727.000 847,860.80 782,489.67 WHEATON PRECIOUS METALS CORP 41,749.000 872,428.54 1,244,018.79 KINROSS GOLD CORP 119,210.000 457,622.20 566,287.72 FRANCO-NEVADA CORP 17,689.000 1,123,042.01 1,829,125.13 SUNCOR ENERGY INC 44,731.000 1,583,126.70 1,468,094.36 CENOVUS ENERGY INC 29,324.000 415,559.13 298,497.63 AGNICO EAGLE MINES LIMITED 22,544.000 911,410.00 1,390,452.38 BARRICK GOLD CORP 162,069.000 2,364,475.47 3,014,539.64 CAMECO CORP 11,124.000 146,576.17 98,994.38 CANADIAN NATURAL RESOURCES LTD 34,175.000 1,163,887.70 1,106,882.59 FIRST QUANTUM MINERALS LTD 60,120.000 891,425.15 610,588.32 IMPERIAL OIL LTD 6,870.000 234,000.87 181,981.49 HUSKY ENERGY INC 2,013.000 29,715.03 16,175.41 ENCANA CORP 39,102.000 426,590.54 183,335.38 LUNDIN MINING CORP 57,577.000 303,782.73 344,551.78 TECK RESOURCES LTD 43,740.000 882,717.01 759,610.41 SOCIEDAD QUIMICA Y MINERA DE C 40,152.000 1,402,547.97 1,073,817.31 ECOPETROL SA 142,854.000 165,615.86 144,312.51 OMV AG 5,106.000 251,140.98 287,045.97

232 2019 | Investment Portfolio AS OF DEC. 31, 2019

REPSOL SA 43,726.000 20,678.39 20,761.87 REPSOL SA 43,726.000 722,697.18 686,434.69 TOTAL SA 78,157.000 4,568,895.14 4,322,212.35 ENI SPA 85,145.000 1,713,103.16 1,323,996.75 GALP ENERGIA SGPS SA 14,437.000 228,735.52 241,636.29 SHANDONG GOLD MINING CO LTD 80,600.000 168,885.13 191,007.09 GANFENG LITHIUM CO LTD 74,000.000 113,027.00 184,266.16 UNITED ENERGY GROUP LTD 932,000.000 197,580.02 188,909.12 CNOOC LTD 554,000.000 864,073.35 923,398.80 CHINA SHENHUA ENERGY CO LTD 171,000.000 392,478.98 357,904.97 ZHAOJIN MINING INDUSTRY CO LTD 163,500.000 203,165.25 180,318.08 CHINA COAL ENERGY CO LTD 293,000.000 127,565.21 116,305.37 CHINA MOLYBDENUM CO LTD 561,000.000 184,106.32 241,006.80 CHINA HONGQIAO GROUP LTD 338,500.000 236,557.78 204,507.25 JIANGXI COPPER CO LTD 195,000.000 284,600.47 268,789.62 YANZHOU COAL MINING CO LTD 164,000.000 171,040.56 147,388.15 PETROCHINA CO LTD 604,000.000 611,838.38 303,231.75 CHINA PETROLEUM & CHEMICAL COR 872,000.000 692,646.11 525,635.44 ALUMINUM CORP OF CHINA LTD 588,000.000 232,484.73 201,609.64 ZIJIN MINING GROUP CO LTD 870,000.000 295,910.75 433,842.80 MOL HUNGARIAN OIL & GAS PLC 14,285.000 117,503.41 142,893.89 HINDALCO INDUSTRIES LTD 78,198.000 233,663.05 237,200.91 UPL LTD 199,254.000 1,206,005.28 1,632,233.07 COAL INDIA LTD 37,886.000 137,358.26 112,276.21 VEDANTA LTD 156,846.000 439,875.79 335,421.69 OIL & NATURAL GAS CORP LTD 88,803.000 184,450.40 160,584.01 HINDUSTAN ZINC LTD 25,371.000 92,898.72 74,616.42 VALE INDONESIA TBK PT 201,700.000 44,683.95 52,843.19 ADARO ENERGY TBK PT 575,400.000 42,736.40 64,057.58 ASTRA AGRO LESTARI TBK PT 205,955.000 236,327.32 215,886.38 UNITED TRACTORS TBK PT 48,800.000 61,150.30 75,345.52 CHAROEN POKPHAND INDONESIA TBK 2,425,800.000 780,739.91 1,132,728.09 BUKIT ASAM TBK PT 89,900.000 14,197.82 17,134.50 DELEK GROUP LTD 13.000 2,030.45 1,976.18 ISRAEL CHEMICALS LTD 242,222.000 1,418,740.09 1,142,581.09 ISRAEL CORP LTD/THE 1,932.000 495,648.81 401,690.18 INPEX CORP 34,300.000 394,377.27 357,732.87 DOWA HOLDINGS CO LTD 6,700.000 255,740.72 248,591.29 MITSUBISHI MATERIALS CORP 14,800.000 472,535.10 401,225.54 SUMITOMO METAL MINING CO LTD 25,800.000 846,875.09 831,984.99 PRESS METAL ALUMINIUM HOLDINGS 115,880.000 97,178.40 132,027.28 SIME DARBY PLANTATION BHD 989,200.000 1,237,547.79 1,315,073.02 IOI CORP BHD 1,147,800.000 1,402,858.23 1,293,761.27 GENTING PLANTATIONS BHD 148,000.000 396,225.90 382,973.31 KUALA LUMPUR KEPONG BHD 191,800.000 1,183,277.37 1,162,315.60 INDUSTRIAS PENOLES SAB DE CV 14,029.000 247,960.90 147,109.86 GRUPO MEXICO SAB DE CV 314,466.000 905,369.54 865,597.47 TAIWAN FERTILIZER CO LTD 247,000.000 349,150.48 408,352.24 AKER BP ASA 2,670.000 18,252.62 87,517.56 NORSK HYDRO ASA 128,583.000 688,231.52 479,597.90 DNO ASA 19,118.000 35,010.09 25,185.24 EQUINOR ASA 32,295.000 674,805.58 645,263.58 YARA INTERNATIONAL ASA 61,812.000 2,619,870.60 2,573,280.25 POLSKIE GORNICTWO NAFTOWE I GA 1,919.000 2,768.77 2,191.83 KGHM POLSKA MIEDZ SA 12,883.000 372,573.07 324,820.39 BHP GROUP PLC 192,360.000 4,716,133.56 4,544,045.67 ROYAL DUTCH SHELL PLC 125,628.000 4,159,555.78 3,734,652.63 ROYAL DUTCH SHELL PLC 111,045.000 3,500,646.60 3,309,247.01 ANGLO AMERICAN PLC 124,446.000 2,564,938.97 3,592,148.33 FRESNILLO PLC 15,984.000 244,903.17 135,494.67 GLENCORE PLC 984,044.000 4,222,924.40 3,077,380.17 ANTOFAGASTA PLC 32,232.000 365,239.77 392,766.82 RIO TINTO PLC 91,383.000 4,443,993.01 5,430,316.59 BP PLC 610,674.000 4,284,407.49 3,833,846.68 SURGUTNEFTEGAS PJSC 179,720.000 127,647.82 109,156.64 TATNEFT PJSC 1,036.000 3,889.37 12,243.14 MMC NORILSK NICKEL PJSC 5,366.000 942,297.86 1,650,249.80 TATNEFT PJSC 38,106.000 225,386.54 466,309.76 NOVATEK PJSC 20,684.000 224,116.16 420,565.87 GAZPROM PJSC 237,448.000 738,529.80 980,273.14 LUKOIL PJSC 8,926.000 470,927.60 886,526.72 ALROSA PJSC 231,450.000 267,446.44 314,201.91 WILMAR INTERNATIONAL LTD 1,052,900.000 2,619,087.39 3,229,934.51 GOLDEN AGRI-RESOURCES LTD 2,423,800.000 697,388.35 424,264.59 IMPALA PLATINUM HOLDINGS LTD 71,425.000 448,970.65 733,951.21 SIBANYE GOLD LTD 191,069.000 244,162.09 483,218.07 ASSORE LTD 4,858.000 113,592.67 94,599.41 GOLD FIELDS LTD 75,674.000 277,346.73 509,320.31 EXXARO RESOURCES LTD 5,763.000 58,154.47 54,018.82 ANGLOGOLD ASHANTI LTD 38,102.000 534,850.21 855,322.12

233 2019 | Investment Portfolio AS OF DEC. 31, 2019

ANGLO AMERICAN PLATINUM LTD 5,021.000 179,443.40 469,600.41 KOREA ZINC CO LTD 1,206.000 496,769.45 443,951.16 YOUNG POONG CORP 83.000 76,448.67 46,148.08 BOLIDEN AB 25,539.000 582,907.34 679,687.30 SVENSKA CELLULOSA AB SCA 214,545.000 1,901,381.47 2,176,405.30 LUNDIN PETROLEUM AB 4,835.000 108,555.00 164,411.10 PTT EXPLORATION & PRODUCTION P 51,300.000 199,592.05 212,097.48 BANPU PCL 56,950.000 32,063.14 22,551.52 PTT PCL 281,200.000 312,806.02 411,537.21 KOZA ALTIN ISLETMELERI AS 4,194.000 46,851.93 52,194.92 SURGUTNEFTEGAS PJSC 87,374.000 54,148.46 53,173.37 TATNEFT PJSC 12,221.000 117,236.04 144,705.60 SURGUTNEFTEGAS PJSC 7,935.000 57,233.38 64,150.58 GAZPROM NEFT PJSC 2,394.000 69,692.82 80,325.31 ROSNEFT OIL CO PJSC 27,208.000 161,412.13 196,357.85 GAZPROM PJSC 7,476.000 52,648.11 61,564.75 BUNGE LTD 48,468.000 3,315,171.41 2,789,333.40 POLYUS PJSC 2,168.000 183,333.14 248,435.82 NOVATEK PJSC 13,372.000 274,766.64 272,231.43 GAZPROM PJSC 107,711.000 335,036.52 445,513.16 LUKOIL PJSC 3,637.000 307,960.23 361,943.37 SURGUTNEFTEGAS PJSC 197,506.000 96,103.87 160,803.66 TATNEFT PJSC 8,036.000 95,192.02 98,483.75 MMC NORILSK NICKEL PJSC 220.000 46,432.62 67,792.88 ROSNEFT OIL CO PJSC 494.000 2,992.89 3,576.66 LUKOIL PJSC 141.000 7,833.50 13,918.11 114,919,051.31 118,603,990.77

Futures MINI S&P/TSX 60 FUTURE (MSE) 9.000 3/19/2020 0.00 309.06 FTSE 100 INDEX FUTURE (ICF) 3.000 3/20/2020 0.00 76.17 0.00 385.23

Total Investments, Public Natural 172,595,747 174,558,394 Resources Pool

Social Impact First Equity Pool

Cash and Cash Equivalents - Total 815,719 815,719

Equity - U.S. ADVANCED DRAINAGE SYSTEMS INC 11,290.000 259,932.14 438,503.60 ALTAIR ENGINEERING INC 13,151.000 539,799.78 472,252.41 AMERICAN WATER WORKS CO INC 4,755.000 355,805.92 584,151.75 BADGER METER INC 5,433.000 184,958.60 352,764.69 CLEAN HARBORS INC 8,783.000 405,619.78 753,142.25 DARLING INGREDIENTS INC 24,711.000 473,602.17 693,884.88 DONALDSON CO INC 10,563.000 400,171.99 608,640.06 FRANKLIN ELECTRIC CO INC 12,785.000 426,470.85 732,836.20 GENERAC HOLDINGS INC 8,829.000 372,428.42 888,109.11 ITRON INC 6,268.000 285,145.08 526,198.60 LENNOX INTERNATIONAL INC 1,276.000 236,650.21 311,305.72 LITTELFUSE INC 2,735.000 512,962.71 523,205.50 ORMAT TECHNOLOGIES INC 9,170.000 399,947.19 683,348.40 PTC INC 10,188.000 698,428.34 762,979.32 RAYONIER INC 28,038.000 808,773.63 918,524.88 AO SMITH CORP 10,171.000 415,534.99 484,546.44 SOLAREDGE TECHNOLOGIES INC 1,919.000 166,280.62 182,477.71 TRIMBLE INC 16,648.000 499,592.63 694,055.12 WATTS WATER TECHNOLOGIES INC 3,385.000 187,111.21 337,687.60 WELBILT INC 44,877.000 916,631.07 700,529.97 XYLEM INC/NY 8,589.000 386,034.63 676,727.31 8,931,881.96 12,325,871.52

Equity - Non-U.S. BRAMBLES LTD 92,213.000 739,014.24 761,370.37 BLACKLINE SAFETY CORP 47,693.000 185,988.38 221,776.59 VESTAS WIND SYSTEMS A/S 4,942.000 345,421.58 499,981.72 LENZING AG 7,599.000 687,779.49 705,898.11 UMICORE SA 13,315.000 391,652.08 649,600.84 NORMA GROUP SE 12,410.000 566,321.15 529,306.74 EUROFINS SCIENTIFIC SE 811.000 352,450.87 450,701.29 CORBION NV 14,037.000 450,458.37 442,337.74 SIGNIFY NV 17,655.000 493,512.84 552,473.30 KONINKLIJKE DSM NV 4,846.000 438,197.28 633,030.80 AALBERTS NV 15,957.000 591,781.40 718,383.42 ARCADIS NV 29,702.000 418,622.22 693,386.34 EDP RENOVAVEIS SA 64,868.000 454,927.88 764,723.98 KINGSPAN GROUP PLC 5,702.000 151,155.82 351,428.83 XINYI SOLAR HOLDINGS LTD 750,249.000 226,376.96 534,280.07

234 2019 | Investment Portfolio AS OF DEC. 31, 2019

BEIJING ENTERPRISES WATER GROU 1,076,000.000 656,546.37 544,647.01 ZHUZHOU CRRC TIMES ELECTRIC CO 149,831.000 760,108.41 543,061.73 ENN ENERGY HOLDINGS LTD 46,600.000 238,395.84 509,541.29 INDRAPRASTHA GAS LTD 127,414.000 513,291.96 765,365.45 HORIBA LTD 8,800.000 359,031.31 586,901.80 ADVANTECH CO LTD 67,798.000 456,300.56 684,088.34 SALMAR ASA 11,120.000 495,935.34 569,446.84 BORREGAARD ASA 46,935.000 444,525.61 507,473.28 TOMRA SYSTEMS ASA 14,289.000 139,139.40 452,738.39 TEKMAR GROUP PLC 68,521.000 118,357.04 131,651.27 CRODA INTERNATIONAL PLC 6,468.000 375,663.72 439,349.03 SPIRAX-SARCO ENGINEERING PLC 7,420.000 462,481.07 878,735.91 PORVAIR PLC 56,486.000 249,794.23 500,141.17 RICARDO PLC 37,525.000 390,589.21 379,292.47 DS SMITH PLC 174,725.000 862,997.27 891,697.93 DIALIGHT PLC 38,036.000 267,954.65 118,935.83 WOONGJIN COWAY CO LTD 7,600.000 608,422.61 610,615.29 NIBE INDUSTRIER AB 31,711.000 253,677.12 550,225.16 LEM HOLDING SA 321.000 282,861.40 472,094.23 BUCHER INDUSTRIES AG 2,063.000 675,682.51 724,322.67 HOLLYSYS AUTOMATION TECHNOLOGI 10,866.000 199,846.63 178,311.06 PENTAIR PLC 17,255.000 702,678.64 791,486.85 SENSATA TECHNOLOGIES HOLDING P 13,060.000 508,507.47 703,542.20 CIA DE SANEAMENTO BASICO DO ES 31,116.000 276,486.28 468,295.80 16,792,935.21 21,510,641.14

Total Investments, Social Impact First 26,540,536 34,652,232 Equity Pool

Social Purpose Public Natural Recources

Cash and Cash Equivalents - Total 217,651 219,908

Equity - U.S. APACHE CORP 32,403.000 832,823.32 829,192.77 CF INDUSTRIES HOLDINGS INC 17,980.000 865,318.12 858,365.20 CONCHO RESOURCES INC 1,556.000 149,283.54 136,258.92 CONTINENTAL RESOURCES INC/OK 872.000 30,546.16 29,909.60 CORTEVA INC 61,893.000 1,782,046.83 1,829,557.08 DIAMONDBACK ENERGY INC 256.000 24,787.20 23,772.16 EOG RESOURCES INC 7,414.000 602,168.41 620,996.64 FMC CORP 12,778.000 1,074,113.46 1,275,499.96 HESS CORP 5,340.000 319,173.06 356,765.40 MARATHON OIL CORP 6,516.000 85,089.96 88,487.28 MOSAIC CO/THE 27,107.000 640,521.73 586,595.48 NEWMONT GOLDCORP CORP 29,383.000 1,123,530.03 1,276,691.35 NOBLE ENERGY INC 11,484.000 257,496.24 285,262.56 PIONEER NATURAL RESOURCES CO 2,143.000 285,932.42 324,385.91 SOUTHERN COPPER CORP 19,912.000 734,925.54 845,861.76 8,807,756.02 9,367,602.07

Equity - Non-U.S. ORIGIN ENERGY LTD 153,495.000 824,621.92 913,963.80 NEWCREST MINING LTD 20,622.000 491,985.13 437,283.71 OIL SEARCH LTD 6,784.000 33,090.76 34,666.72 SANTOS LTD 19,449.000 95,734.58 112,129.43 ALUMINA LTD 405,482.000 665,850.92 656,002.49 WOODSIDE PETROLEUM LTD 19,979.000 476,446.06 483,986.68 NUTRIEN LTD 38,901.000 2,027,770.35 1,865,028.09 KIRKLAND LAKE GOLD LTD 545.000 26,094.78 24,056.91 WHEATON PRECIOUS METALS CORP 7,820.000 214,595.71 233,017.00 KINROSS GOLD CORP 22,031.000 93,989.12 104,654.68 AGNICO EAGLE MINES LIMITED 8,266.000 449,285.36 509,824.31 CAMECO CORP 66,553.000 609,802.28 592,266.53 FIRST QUANTUM MINERALS LTD 26,006.000 234,644.11 264,121.09 ENCANA CORP 7,343.000 30,170.56 34,428.72 LUNDIN MINING CORP 57,366.000 283,490.87 343,289.12 SOCIEDAD QUIMICA Y MINERA DE C 2,575.000 76,306.27 68,865.30 OMV AG 11,935.000 579,368.93 670,954.50 REPSOL SA 52,758.000 24,949.70 25,050.42 REPSOL SA 52,758.000 859,249.75 828,223.97 ENI SPA 83,169.000 1,321,881.50 1,293,270.13 GALP ENERGIA SGPS SA 37,453.000 598,074.06 626,861.81 SHANDONG GOLD MINING CO LTD 15,750.000 30,640.48 37,324.59 MOL HUNGARIAN OIL & GAS PLC 42,258.000 435,323.52 422,709.84 UPL LTD 8,953.000 76,752.76 73,340.47 OIL & NATURAL GAS CORP LTD 157,017.000 317,902.38 283,936.57 HINDUSTAN ZINC LTD 75,711.000 240,229.33 222,666.98 DELEK GROUP LTD 1,968.310 309,704.89 299,209.52 ISRAEL CORP LTD/THE 133.000 30,962.67 27,652.59

235 2019 | Investment Portfolio AS OF DEC. 31, 2019

DOWA HOLDINGS CO LTD 20,500.000 661,664.65 760,615.16 SUMITOMO METAL MINING CO LTD 12,900.000 372,311.41 415,992.49 KUALA LUMPUR KEPONG BHD 135,200.000 757,809.10 819,317.35 INDUSTRIAS PENOLES SAB DE CV 2,860.000 30,674.92 29,990.32 TAIWAN FERTILIZER CO LTD 159,000.000 247,016.02 262,866.42 AKER BP ASA 1,053.000 30,429.87 34,515.35 DNO ASA 18,296.000 31,876.51 24,102.37 YARA INTERNATIONAL ASA 10,462.000 495,859.15 435,540.96 KGHM POLSKA MIEDZ SA 10,334.000 257,602.47 260,552.20 FRESNILLO PLC 82,745.000 764,942.40 701,420.58 ANTOFAGASTA PLC 138,776.000 1,594,248.49 1,691,071.25 MMC NORILSK NICKEL PJSC 2,379.000 541,269.01 731,633.30 POLYUS PJSC 305.000 31,207.10 34,882.43 NOVATEK PJSC 1,460.000 30,838.06 29,686.05 GAZPROM PJSC 114,900.000 429,049.17 474,349.68 LUKOIL PJSC 6,836.000 548,056.97 678,948.77 WILMAR INTERNATIONAL LTD 588,200.000 1,746,989.31 1,804,394.98 IMPALA PLATINUM HOLDINGS LTD 4,017.000 25,264.56 41,278.01 ASSORE LTD 3,901.000 97,397.62 75,963.83 GOLD FIELDS LTD 5,775.000 32,067.58 38,868.37 ANGLOGOLD ASHANTI LTD 5,321.000 101,691.09 119,446.98 ANGLO AMERICAN PLATINUM LTD 518.000 32,557.08 48,447.12 KOREA ZINC CO LTD 1,308.000 481,480.40 481,499.27 YOUNG POONG CORP 73.000 42,913.07 40,588.07 BOLIDEN AB 20,874.000 491,842.28 555,534.39 SVENSKA CELLULOSA AB SCA 39,779.000 333,256.47 403,529.45 LUNDIN PETROLEUM AB 967.000 30,573.31 32,882.22 HSBC BANK PLC 1,211.000 26,692.98 25,022.05 HSBC BANK PALMS1402 05-APR-21 2,138.000 26,204.82 25,279.93 GAZPROM NEFT PJSC 3,650.000 118,592.64 122,467.58 ROSNEFT OIL CO PJSC 59,087.000 394,543.81 427,801.70 22,265,841.07 23,117,274.60

Total Investments, Social Purpose 31,291,248 32,704,785 Public Natural Recources

Money Market Pool

Cash and Cash Equivalents - Total 4,053 4,053

Mutual Funds VANGUARD FED MONEY MARKET 33,725,910.830 33,725,910.83 33,725,910.83 VANGUARD PRIME MMKT-ADM 143,573,600.670 143,573,600.67 143,573,600.67 177,299,511.50 177,299,511.50

Total Investments, Money Market Pool 177,303,565 177,303,565

Long Strips Manager

Cash and Cash Equivalents - Total 17,872 17,872

Mutual Funds BR LONG TREASURY STRIPS FD 3,815,534.512 83,053,883.05 102,547,919.52 83,053,883.05 102,547,919.52

Total Investments, Long Strips 83,071,755 102,565,791 Manager

Bank Loans Manager

Cash and Cash Equivalents - Total 6,171,042 6,171,042

Bonds API HEAT TRANSFER 2/19 82.240 0.00% 12/31/2022 94,016.25 60.03 TELENET 5/18 (USD) AN TL 576,753.300 0.00% 8/17/2026 576,291.44 579,515.95 EURO GARAGES/EG GROUP 3/18 2ND 194,504.430 0.00% 3/23/2026 194,504.43 184,779.21 CABLE & WIRELESS 2/18 TLB4 754,026.670 0.00% 1/30/2026 749,006.40 758,151.20 CLARIVATE ANALYTICS 10/19 COV- 572,820.430 0.00% 10/30/2026 573,908.38 575,970.94 AMC ENTERTAINMENT 3/19 568,409.870 0.00% 3/20/2026 567,001.56 572,366.00 API HEAT TRANSFER THERMASYS 359,155.720 0.00% 12/31/2023 351,523.66 299,895.03 PODS 5/18 TLB 574,950.390 0.00% 11/21/2024 573,373.63 577,284.69 AMERICAN TRAFFIC/ATS 301,224.970 0.00% 2/21/2025 305,046.72 302,857.61 UNIFRAX 11/18 (USD) COV-LITE 319,669.950 0.00% 12/31/2021 311,818.86 291,618.91 AKORN 11/13 COV-LITE TLB 494,382.590 0.00% 4/16/2021 484,785.06 468,837.84 ALBERTON’S 8/19 BB COV-LITE TL 866,979.470 0.00% 8/7/2026 865,882.07 873,941.32 ALIXPARTNERS 4/17 COV-LITE TLB 564,301.340 0.00% 4/4/2024 565,942.91 566,947.91 ALLIANT INSURANCE 4/18 938,449.110 0.00% 5/9/2025 934,429.39 937,923.58 MISYS 4/17 2ND LIEN (USD) 215,000.000 0.00% 6/13/2025 206,400.00 209,702.40 ALVOGEN PHARMA 6/18 COV-LITE 558,653.840 0.00% 4/1/2022 560,651.43 473,811.08

236 2019 | Investment Portfolio AS OF DEC. 31, 2019

ABC SUPPLY 10/19 COV-LITE TL 343,259.530 0.00% 1/15/2027 342,603.23 345,513.03 AMNEAL PHARMACEUTICALS 3/18 1,009,903.530 0.00% 5/4/2025 906,667.27 904,368.61 AMWINS 1/17 COV-LITE TLB 682,453.220 0.00% 1/25/2024 679,707.08 687,230.39 APERGY 4/18 TLB 289,418.920 0.00% 4/18/2025 289,418.92 289,780.69 PROTECTION ONE/ADT 9/19 872,483.000 0.00% 9/23/2026 872,907.10 874,227.97 APPLIED SYSTEMS 9/17 COV-LITE 712,574.610 0.00% 9/19/2024 709,159.95 714,733.71 APPLIED SYSTEMS 9/17 2ND LIEN 205,000.000 0.00% 9/19/2025 207,277.78 208,417.35 ASURION 7/17 TLB4 161,591.530 0.00% 8/4/2022 160,177.60 162,433.42 ASURION 7/17 2ND LIEN TLB2 42,603.550 0.00% 8/4/2025 42,497.04 43,093.49 ASURION 7/18 B7 COV-LITE TLB 644,838.620 0.00% 11/3/2024 642,383.06 648,178.88 BWAY 3/17 TLB 809,418.790 0.00% 4/3/2024 794,750.08 805,881.63 BARRACUDA NETWORKS 1/18 TLB 571,625.910 0.00% 1/10/2025 565,638.67 574,055.32 BASS PRO SHOPS 11/16 COV-LITE 583,101.020 0.00% 9/25/2024 585,458.12 580,914.39 BERRY PLASTICS 5/19 COV-LITE 859,903.990 0.00% 5/15/2026 858,550.98 861,340.03 SOTHEBYS 9/19 TLB 546,997.050 0.00% 12/31/2022 538,262.67 540,843.33 OPTION CARE/BIOSCRIP 5/19 586,213.540 0.00% 12/31/2022 581,888.90 583,282.47 BLACKSTONE CQP 5/19 TLB 571,777.770 0.00% 12/31/2022 571,653.11 574,013.42 BLOCK COMMUNICATIONS INC 144A 270,000.000 6.88% 2/15/2025 282,150.00 280,125.00 BOYD GAMING 3/17 COV-LITE TLB 216,478.310 0.00% 9/15/2023 215,798.34 217,770.69 BRICKMAN GROUP/BRIGHTVIEW 339,422.100 0.00% 8/15/2025 338,997.81 341,543.49 BRINKER INTERNATIONAL INC 144A 270,000.000 5.00% 10/1/2024 275,400.00 285,525.00 WESTINGHOUSE/BROOKFIELD WEC 571,294.770 0.00% 8/1/2025 569,424.78 574,773.96 BUCKEYE PARTNERS 10/19 COV-LIT 571,714.290 0.00% 11/15/2026 569,595.72 576,242.27 CCC INFORMATION 3/17 COV-LITE 393,977.170 0.00% 4/29/2024 389,052.47 394,469.64 SUNSOURCE 11/17 COV-LITE TL 572,570.960 0.00% 12/11/2024 572,177.96 565,173.34 CAMPING WORLD 11/16 COV-LITE 379,601.420 0.00% 11/8/2023 382,448.43 358,043.86 CAESARS RESORT 12/17 COV-LITE 779,053.040 0.00% 12/23/2024 775,875.33 779,863.26 CAST & CREW ENTERTAINMENT 1/19 392,951.690 0.00% 1/16/2026 392,571.84 394,507.78 CATALENT PHARMA 5/19 395,721.640 0.00% 5/8/2026 396,324.34 396,833.62 CENTRAL GARDEN & PET CO 275,000.000 5.13% 2/1/2028 255,687.50 284,625.00 CENTURYLINK 5/17 COV-LITE TLB 1,277,807.930 0.00% 1/31/2025 1,254,796.21 1,282,280.26 EMDEON 3/17 COV-LITE TLB 562,274.020 0.00% 3/1/2024 561,354.40 563,769.67 CHARTER COMM OPERATING 10/19 T 401,931.810 0.00% 2/1/2027 398,414.91 404,194.69 CHARTER NEX 5/17 COV-LITE TLB 519,965.180 0.00% 5/16/2024 521,265.10 517,365.35 CHARTER NEX 5/19 INCREMENTAL C 87,244.900 0.00% 5/16/2024 86,808.67 87,681.12 DUPONT (E.I.) DE NEMOURS 3/18 610,217.180 0.00% 3/26/2025 591,263.16 594,961.75 CHI OVERHEAD 7/15 TL 570,028.740 0.00% 7/29/2022 573,505.19 572,166.35 CITYCENTER 4/17 COV-LITE TLB 872,476.760 0.00% 4/18/2024 876,310.57 875,469.36 NBTY 8/17 COV-LITE TL 600,106.590 0.00% 9/15/2024 564,855.30 577,602.59 ATLANTIC BROADBAND 8/17 492,500.000 0.00% 1/3/2025 495,578.14 493,854.38 COMMSCOPE 1/19 TLB 576,193.540 0.00% 2/6/2026 574,360.35 579,253.13 PARADIGM QUTCOMES 10/18 349,133.810 0.00% 10/23/2025 346,923.93 342,440.91 COTY 3/18 (USD) TLB 1,003,075.490 0.00% 3/28/2025 996,350.35 981,338.84 CREATIVE ARTISTS 11/19 COV-LIT 580,769.880 0.00% 11/27/2026 578,962.35 585,125.65 THE CROSBY GROUP 5/19 COV-LITE 587,462.180 0.00% 6/19/2026 581,387.92 572,775.63 DTZ/CUSHMAN 8/18 COV-LITE TLB 854,383.440 0.00% 8/21/2025 853,037.17 854,648.30 DAVITA INC 280,000.000 5.00% 5/1/2025 288,050.00 288,050.00 DAVITA 8/19 TLB 402,357.170 0.00% 8/7/2026 402,051.28 405,157.58 DIGICERT 8/19 COV-LITE TLB 574,546.750 0.00% 8/7/2026 574,385.38 575,839.48 DUFF & PHELPS 12/17 COV-LITE 788,000.000 0.00% 2/13/2025 791,940.00 784,619.48 DELL 9/19 COV-LITE TLB 498,989.900 0.00% 9/12/2025 490,736.64 502,048.71 DIEBOLD 5/17(USD) TLB 901,620.790 0.00% 11/6/2023 818,786.60 879,080.27 DYNACAST 5/15 TLB1 619,396.040 0.00% 1/28/2022 614,505.79 600,814.16 DAE AVIATION (STANDARD AERO) 361,202.870 0.00% 1/23/2026 360,778.85 363,402.60 DAE AVIATION (STANDARD AERO) 194,195.100 0.00% 1/23/2026 193,967.13 195,377.75 EXTENDED STAY 9/19 COV-LITE 210,226.950 0.00% 6/12/2026 209,175.81 211,879.33 EW SCRIPPS 3/19 INCREMENTAL 345,007.720 0.00% 4/3/2026 343,929.43 346,732.76 EXCELITAS 11/17 (USD) TL 344,582.800 0.00% 12/2/2024 342,468.69 343,507.70 EXCELITAS 11/17 2ND LIEN TL 344,000.000 0.00% 11/15/2025 345,290.00 330,240.00 ENERGIZER 12/18 TLB 273,701.790 0.00% 6/20/2025 271,937.54 274,837.65 EPICOR 6/15 COV-LITE TL 787,529.480 0.00% 6/1/2022 794,420.38 791,073.36 GLOBAL CASH ACCESS 4/17 TLB 485,890.830 0.00% 5/9/2024 487,105.55 487,465.12 FLEETPRIDE 12/18 COV-LITE TL 576,696.560 0.00% 12/19/2025 573,251.23 569,487.85 REFINITIV/THOMSON REUTERS 1,141,739.370 0.00% 10/1/2025 1,133,761.50 1,151,444.15 GARDNER DENVER 8/17 (USD) 352,499.690 0.00% 7/30/2024 353,380.94 354,547.71 GATES GLOBAL 11/17 (USD) 570,576.280 0.00% 4/1/2024 553,152.33 570,576.28 GENESIS ENERGY LP / GENESIS EN 300,000.000 5.63% 6/15/2024 285,571.43 289,500.00 GRAY TELEVISION 10/18 331,150.040 0.00% 11/2/2025 329,044.19 333,014.41 GREATBATCH/INTEGER 11/19 314,974.770 0.00% 10/27/2022 316,237.14 316,269.32 GENESYS 2/18 (USD) COV-LITE 583,133.400 0.00% 12/1/2023 588,235.83 584,468.78 GRUBHUB HOLDINGS INC 144A 305,000.000 5.50% 7/1/2027 282,125.00 285,571.50 WASTEQUIP 2/18 TL 492,500.000 0.00% 3/15/2025 496,193.75 489,421.88 SBP HOLDINGS 3/14 TL 699,574.680 0.00% 3/27/2021 689,193.70 668,093.82 VARSITY BRANDS 11/17 COV-LITE 588,357.350 0.00% 12/9/2024 581,829.18 576,590.20 HEXION 6/19 EXIT (USD) 571,182.180 0.00% 6/26/2026 570,021.45 573,324.11 HILCORP ENERGY I LP / HIL 144A 315,000.000 5.00% 12/1/2024 281,137.50 304,595.55 HORNBLOWER 3/18 COV-LITE TL 459,290.850 0.00% 3/28/2025 460,232.00 459,864.96 HUGHES SATELLITE SYSTEMS CORP 260,000.000 6.63% 8/1/2026 285,350.00 288,600.00 ARBY’S 1/18 COV-LITE TLB 700,275.440 0.00% 2/5/2025 691,315.70 703,972.89 IMMUCOR 6/17 TL 458,219.950 0.00% 6/25/2021 459,618.10 456,070.90 INFOR (LAWSON) 2/17 (USD) B6 507,897.460 0.00% 2/1/2022 510,436.95 509,893.50

237 2019 | Investment Portfolio AS OF DEC. 31, 2019

INFORMATICA 1/18 (USD) 787,936.400 0.00% 8/5/2022 795,815.74 790,607.50 INGRAM MICRO INC 270,000.000 5.45% 12/15/2024 281,150.00 283,706.70 ION MEDIA 7/19 TLB 1,142,880.600 0.00% 12/17/2024 1,146,496.85 1,146,217.81 IRIDIUM COMMUNICATIONS 11/19 C 573,677.130 0.00% 11/4/2026 576,096.24 580,492.41 SOUND PHYSICIANS 6/18 TL 541,024.360 0.00% 6/27/2025 536,989.38 543,729.48 JBS USA 4/19 TLB 424,605.140 0.00% 12/31/2022 423,543.63 427,080.59 JUICE PLUS+ 11/18 TL 263,511.050 0.00% 11/15/2025 252,758.86 197,633.29 PHARMACEUTICAL PRODUCT 3/18 915,876.530 0.00% 8/18/2022 918,902.54 920,144.51 KENNEDY-WILSON INC 275,000.000 5.88% 4/1/2024 271,795.36 281,875.00 KRONOS 11/16 2ND LIEN COV-LITE 223,000.000 0.00% 11/1/2024 228,575.00 227,087.59 KRONOS 4/17 TLB 576,000.000 0.00% 11/1/2023 570,421.51 578,557.44 GOLDEN NUGGET/LANDRYS 9/17 514,272.450 0.00% 10/4/2023 519,415.17 515,558.13 LEVEL 3 11/19 COV-LITE TLB 347,447.670 0.00% 3/1/2027 341,999.06 348,535.18 LIONS GATE 3/18 COV-LITE TLB 464,092.550 0.00% 3/24/2025 462,874.24 462,644.58 LUCID ENERGY GROUP 2/18 TL 809,062.220 0.00% 2/17/2025 806,871.04 748,382.55 MICRO FOCUS 4/17 (USD) 102,452.440 0.00% 6/21/2024 102,125.51 102,495.47 MICRO FOCUS 4/17 COV-LITE TLB2 61,000.000 0.00% 11/19/2021 60,618.75 61,305.00 MULTIPLAN 6/16 COV-LITE TL 605,316.730 0.00% 6/7/2023 591,150.74 595,910.11 MANITOWOC 10/18 TLB 579,798.210 0.00% 12/31/2021 576,029.96 581,247.71 MAXLINEAR 4/17 COV-LITE TLB 405,099.860 0.00% 5/13/2024 406,827.86 405,099.86 EXPRESS OIL 2/18 TL 879,569.650 0.00% 12/31/2021 875,991.37 854,651.44 EXPRESS OIL/MAVIS TIRE 3/18 111,878.590 0.00% 3/20/2025 111,878.59 108,709.07 MCAFEE 10/18 (USD) COV-LITE 845,149.620 0.00% 9/30/2024 850,086.51 848,318.93 MCGRAW-HILL 5/16 COV-LITE TLB 549,945.650 0.00% 5/4/2022 540,321.61 524,433.67 MEDALLION MIDLAND 10/17 TLB 346,421.490 0.00% 10/30/2024 342,524.25 342,091.22 MEREDITH 10/18 TLB 324,957.000 0.00% 1/31/2025 324,076.63 326,399.81 MICROCHIP TECHNOLOGY 5/18 TLB 253,382.660 0.00% 5/29/2025 253,307.16 254,649.57 MOHEGAN TRIBAL 9/16 TLB 923,653.420 0.00% 9/30/2023 908,332.93 888,683.90 MONEYGRAM PAYMENT 6/19 TLB 590,124.870 0.00% 6/30/2023 585,276.01 531,112.38 NCR CORP 144A 275,000.000 5.75% 9/1/2027 282,218.75 292,875.00 NCR 8/19 TL 526,674.600 0.00% 8/7/2026 527,252.44 531,941.35 NEP 10/18 (USD) TL 562,379.050 0.00% 10/5/2025 560,170.02 551,367.67 CLEARWAY ENERGY OPERATING LLC 285,000.000 5.00% 9/15/2026 294,143.00 294,262.50 NATGASOLINE 10/18 TLB 666,418.310 0.00% 10/31/2025 666,977.90 668,917.38 CABLEVISION SYSTEMS 3/17 TLB 1,026,046.730 0.00% 7/17/2025 1,023,550.78 1,026,621.32 CEQUEL/SUDDENLINK 10/18 TLB 260,802.930 0.00% 1/15/2026 260,150.92 260,802.93 CABLEVISION SYSTEMS/ALTICE USA 232,411.620 0.00% 12/31/2022 232,411.62 233,185.55 NETFLIX INC 280,000.000 4.38% 11/15/2026 273,633.39 287,000.00 NEXSTAR BROADCASTING 6/19 574,067.440 0.00% 6/19/2026 573,447.10 576,742.59 PROMONTORY INTERFINANCIAL 403,487.260 0.00% 11/9/2026 402,924.82 405,883.97 VNU 4/17 COV-LITE TLB4 859,270.320 0.00% 10/4/2023 847,652.59 861,513.02 WEST CORP 3/18 INCREMENTAL 644,044.260 0.00% 10/10/2024 644,812.49 538,382.36 PF CHANG’S 1/19 TLB 598,189.510 0.00% 2/7/2026 590,083.40 482,290.29 PQ CORP 2/18 (USD) COV-LITE 377,083.600 0.00% 2/8/2025 377,066.27 378,901.14 PAREXEL INTERNATIONAL 8/17 TLB 535,268.200 0.00% 9/27/2024 519,879.23 524,370.14 PCI GAMING 5/19 COV-LITE TL 367,586.420 0.00% 5/29/2026 368,120.10 369,729.45 AUTODATA 5/19 COV-LITE TLB 577,656.060 0.00% 6/1/2026 575,378.23 579,643.20 QUIKRETE 11/16 COV-LITE TLB 576,000.000 0.00% 11/15/2023 574,786.64 577,952.64 JDA SOFTWARE 10/16 TLB 741,550.020 0.00% 10/12/2023 735,467.97 745,724.95 RACKSPACE HOSTING 11/17 1,058,521.880 0.00% 11/3/2023 1,023,154.93 1,025,739.46 REGIONALCARE/LIFEPOINT HEALTH 577,545.240 0.00% 11/14/2025 578,861.71 581,732.44 REYNOLDS GROUP 1/17 (USD) TL 515,028.060 0.00% 2/5/2023 513,204.01 516,238.38 SS&C TECHNOLOGIES 10/18 ADD-ON 564,913.970 0.00% 4/16/2025 559,660.27 568,388.19 SEAWORLD 3/17 B5 TLB 978,944.600 0.00% 4/1/2024 975,240.53 983,026.80 SCIENTIFIC GAMES 1/18 B5 1,153,422.070 0.00% 8/14/2024 1,157,554.59 1,155,348.28 MICRO FOCUS 6/17 (SEATTLE 691,886.640 0.00% 6/21/2024 689,678.80 692,177.23 SEDGWICK CMS 12/18 COV-LITE TL 985,712.570 0.00% 11/6/2025 986,038.70 985,407.00 SHAPE TECHNOLOGIES 4/18 290,058.830 0.00% 4/19/2025 288,245.97 259,118.25 SOLERA 3/16 (USD) COV-LITE TL 401,958.660 0.00% 3/3/2023 401,247.59 402,336.50 DATATEL 1/17 COV-LITE TLB 858,894.180 0.00% 9/30/2022 863,312.17 860,431.60 SOUND PHYSICIANS 6/18 2ND LIEN 191,248.610 0.00% 6/19/2026 190,954.13 192,443.91 SPRINGLEAF FINANCE CORP 285,000.000 5.38% 11/15/2029 287,772.50 297,483.00 SPRINT CORP 255,000.000 7.88% 9/15/2023 270,673.71 281,349.15 SPRINT COMMUNICATIONS 2/17 TL 1,161,670.060 0.00% 2/2/2024 1,160,673.18 1,150,343.78 STATION CASINOS 5/16 TLB 411,620.740 0.00% 6/8/2023 413,678.82 413,180.78 SUNCOKE ENERGY PARTNERS L 144A 326,000.000 7.50% 6/15/2025 309,680.61 313,504.42 TI AUTOMOTIVE 6/15 (USD) TL 348,000.000 0.00% 6/30/2022 347,565.00 348,435.00 TALEN ENERGY 6/19 TLB 575,580.030 0.00% 6/26/2026 572,808.32 575,338.29 TEAM HEALTH 1/17 COV-LITE TL 429,045.870 0.00% 2/6/2024 420,464.94 346,051.24 TEMPO ACQUISITION 5/17 565,659.900 0.00% 5/1/2024 564,245.76 568,606.99 TERRA-GEN 12/14 TL 293,072.240 0.00% 12/9/2021 267,428.42 281,349.35 TRANSDIGM 5/18 COV-LITE TLF 571,998.950 0.00% 6/9/2023 571,283.95 573,549.07 TWIN RIVER 5/19 COV-LITE TLB 466,766.330 0.00% 5/1/2026 465,681.87 465,183.99 US INFRASTRUCTURE 6/17 TLB 578,004.020 0.00% 12/8/2023 574,596.39 575,478.14 US SILICA 4/18 COV-LITE TLB 1,064,598.110 0.00% 12/31/2021 1,022,183.65 937,985.46 ULTIMATE SOFTWARE 3/19 403,560.240 0.00% 4/8/2026 403,216.34 405,892.82 UNIVAR 11/17 (USD) COV-LITE 581,549.440 0.00% 7/1/2024 574,844.70 583,584.86 UNIVISION 3/17 C5 COV-LITE TL 554,059.970 0.00% 3/15/2024 547,134.21 546,314.21 UPSTREAM REHABILITATION 10/19 391,186.440 0.00% 12/31/2022 389,230.51 393,142.37 VERIFONE 8/18 COV-LITE TL 304,756.460 0.00% 8/8/2025 303,473.98 300,130.26 VERTAFORE 5/18 TLB 742,737.030 0.00% 6/4/2025 735,376.29 733,281.99

238 2019 | Investment Portfolio AS OF DEC. 31, 2019

VERTAFORE 5/18 2ND LIEN TL 261,377.410 0.00% 6/4/2026 258,451.14 257,893.25 CAESARS ENTERTAINMENT 650,470.610 0.00% 12/20/2024 647,399.18 653,157.05 CPP 4/18 COV-LITE TLB 402,982.360 0.00% 4/25/2025 404,493.54 399,456.26 ABRA AUTO BODY/CALIBER 515,755.590 0.00% 1/23/2026 516,079.96 519,463.87 IMG WORLDWIDE 5/18 TLB 1,217,093.300 0.00% 5/18/2025 1,199,817.67 1,209,742.06 WYNDHAM DESTINATIONS INC 270,000.000 5.40% 4/1/2024 272,539.55 285,862.50 API HEAT TRANSFER 2/19 EQUITY 386,074.000 0.00% 12/31/2022 127,801.95 61,771.84 BELRON 10/19 (USD) TLB 342,906.850 0.00% 10/25/2026 343,474.58 343,980.15 GENESEE & WYOMING 11/19 COV-LI 343,029.030 0.00% 11/6/2026 342,313.88 345,968.79 GRIFOLS 11/19 (USD) TLB 344,507.600 0.00% 12/31/2022 343,915.08 347,198.20 BW GAS/ALLSUP 11/19 TL 476,000.000 0.00% 12/31/2022 456,960.00 472,430.00 TERRIER MEDIA/COX MEDIA 12/19 762,544.510 0.00% 12/31/2022 762,019.29 769,697.18 98,400,691.51 97,916,493.19

Bonds - Non-U.S. GARDA WORLD 10/19 COV-LITE TLB 571,284.900 0.00% 10/30/2026 559,859.20 574,501.23 BURGER KING/RESTAURANT BRANDS 501,566.660 0.00% 11/14/2026 502,808.67 502,063.21 OSUM PRODUCTION 6/19 EXTENDED 562,427.679 0.00% 7/31/2022 483,687.79 511,809.19 GFL ENVIRONMENTAL 5/18 864,514.460 0.00% 5/30/2025 863,438.19 865,128.27 VALEANT 5/18 TLB 735,289.490 0.00% 6/2/2025 736,802.63 738,965.94 VALEANT 11/18 INCREMENTAL TL 56,894.240 0.00% 11/27/2025 56,325.30 57,157.66 NUMERICABLE / YPSO / ALTICE 1,599,119.360 0.00% 1/31/2026 1,578,762.36 1,599,119.36 NUMERICABLE / YPSO / ALTICE 50,743.720 0.00% 8/14/2026 49,855.70 50,785.84 HYPERION INSURANCE 12/17 (USD) 359,285.560 0.00% 12/20/2024 357,086.93 360,126.29 IGLO BIRDS EYE 12/17 (USD) 573,000.000 0.00% 5/15/2024 571,197.50 573,716.25 NUMERICABLE / YPSO / ALTICE 391,939.720 0.00% 7/15/2025 389,490.10 390,371.96 ENDO PHARMACEUTICALS 4/17 753,072.400 0.00% 4/29/2024 749,777.72 719,184.14 INTELSAT JACKSON 11/17 TLB3 1,562,000.000 0.00% 11/30/2023 1,564,695.00 1,563,390.18 ION TRADING TECHNOLOGIES 5/18 538,497.880 0.00% 11/21/2024 537,151.63 515,611.72 ORTHO-CLINICAL 5/18 TLB 880,018.940 0.00% 6/30/2025 871,664.56 868,833.90 NESTLE SKIN HEALTH/SUNSHINE 801,335.430 0.00% 7/17/2026 800,931.25 808,058.63 TRAVELPORT 3/19 COV-LITE TL 660,887.210 0.00% 5/29/2026 644,836.97 615,946.88 TRAVELPORT 3/19 2ND LIEN 228,274.970 0.00% 5/28/2027 221,426.72 190,609.60 LUMILEDS 1/18 COV-LITE TLB 674,376.590 0.00% 6/30/2024 538,919.07 393,545.95 DIVERSEY 9/17 (USD) COV-LT TL 1,012,825.640 0.00% 9/6/2024 1,005,378.50 989,530.65 EURO GARAGES/EG GROUP 3/18 662,943.820 0.00% 2/7/2025 662,355.10 659,218.08 AKZONOBEL SPECIALTY CHEMICALS 957,969.970 0.00% 10/1/2025 948,962.11 957,174.85 AMAYA 6/18 (USD) TL 860,828.760 0.00% 7/10/2025 859,622.74 867,612.09 MYOB 3/19 (USD) COV-LITE TLB 362,617.010 0.00% 3/8/2026 361,604.42 365,336.64 MISYS 6/17 (USD) COV-LITE TLB 563,541.060 0.00% 6/13/2024 564,949.91 558,846.76 COREL 6/19 COV-LITE TL 475,770.930 0.00% 6/26/2026 451,982.38 456,740.09 CINEWORLD 2/18 (USD) COV-LITE 858,576.820 0.00% 2/28/2025 857,787.01 857,400.57 FMG RESOURCES AUGUST 2006 144A 285,000.000 4.50% 9/15/2027 285,000.00 292,125.00 FAIRSTONE FINANCIAL INC 144A 265,000.000 7.88% 7/15/2024 285,537.50 284,875.00 HUB INTERNATIONAL 4/18 (USD) 933,877.530 0.00% 4/25/2025 933,695.72 932,644.81 INTERTAPE POLYMER GROUP I 144A 108,000.000 7.00% 10/15/2026 114,234.81 114,210.00 TELESAT CANADA 11/19 TL 62,000.000 0.00% 11/22/2026 62,155.00 62,181.04 PAYSAFE 12/17 (USD) TL 869,831.550 0.00% 1/3/2025 865,313.70 872,554.12 LAIRD 5/18 TL 614,931.450 0.00% 7/9/2025 595,432.03 613,394.12 MERLIN 10/19 (USD) DELAYED 46,804.770 0.00% 10/16/2026 46,900.32 47,287.33 MERLIN 10/19 (USD) TLB 356,123.340 0.00% 10/16/2026 356,850.38 359,794.97 21,336,479 21,189,852

Total Investments, Bank Loans 125,908,213 125,277,388 Manager

Federal Money Market Pool

Cash and Cash Equivalents - Total 2,335 2,335

Mutual Funds VANGUARD FED MONEY MARKET 102,483,114.470 102,483,114.47 102,483,114.47 102,483,114.47 102,483,114.47

Total Investments, Federal Money 102,485,450 102,485,450 Market Pool

239 2019 | Investment Portfolio AS OF DEC. 31, 2019

Short Term Cash Pool

Cash and Cash Equivalents - Total 128,484,326 128,484,326

Bonds - U.S. DRIVE AUTO RECEIVABLES T 1 A2A 10,382.190 3.08% 9/15/2021 10,381.92 10,386.34 DRIVE AUTO RECEIVABLES T 4 A2A 1,005,000.000 2.32% 6/15/2022 1,004,972.76 1,006,045.20 GM FINANCIAL AUTOMOBILE 3 A2A 37,603.660 2.89% 9/21/2020 37,601.40 37,617.95 GM FINANCIAL AUTOMOBILE 1 A2A 459,045.580 2.91% 4/20/2021 459,021.61 460,454.85 1,511,977.69 1,514,504.34

Bonds - Non-U.S. WESTPAC BANKING CORP/NY 1,200,000.000 2.10% 1/21/2020 1,200,000.00 1,200,096.00 1,200,000.00 1,200,096.00

Total Investments, Short Term Cash 131,196,303 131,198,926 Pool

240 Portico Benefit Services 800 Marquette Ave., Ste. 1050 Minneapolis, MN 55402-2892 800.352.2876 / 612.333.7651 / F 612.334.5399 [email protected] / PorticoBenefits.org 60-601 (9/2020)