investment portfolios

Investment PortfoliosJune 30, 2017

Teachers’ Retirement System of the City of New York

Contents

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1

Statement of Total Investments for the Pension Fund . . . . . . . . . . . . . . . . . . . . . . . .3

Statement of Total Investments for the Diversified Equity Fund . . . . . . . . . . . . . . . . .7

Statement of Total Investments for the Bond Fund . . . . . . . . . . . . . . . . . . . . . . . . .101

Statement of Total Investments for the International Equity Fund . . . . . . . . . . . . .109

Statement of Total Investments for the Inflation Protection Fund . . . . . . . . . . . . . .133

Statement of Total Investments for the Socially Responsive Equity Fund . . . . . . .137

Summary of Investment Managers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .141

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The Teachers’ Retirement System of the City of New York (TRS) is pleased to present you with our InvestmentPortfolios publication for the fiscal year ended June 30, 2017. This publication lists the name and value of eachinvestment that TRS held in its six investment programs at the closing of the fiscal year. Cash, receivables, andcollateral from securities-lending transactions are assets of TRS but not of the investment programs; therefore,they are not included in this report.

TRS’ investments are described briefly below:

The Pension Fund consists of U.S. and international equities and fixed-income instruments, with smallerallocations made to private equity and real estate investments. It contains the City’s contributions toward TRS members’ retirement allowances (pension reserves) and members’ contributions to the Qualified PensionPlan (QPP). It also includes the assets of the Fixed Return Fund, an investment option for members thatprovides a fixed rate of return, determined by the New York State Legislature in accordance with applicable laws.

The Diversified Equity Fund invests primarily in the stocks of U.S. companies, and also invests a portion of itsassets in stocks of non-U.S. companies and other types of investments. The objective is to achieve a rate ofreturn comparable to the return of the broad equity market.

The Bond Fund invests primarily in a portfolio or portfolios of high-quality bonds that provide for participanttransactions at market value. The objective is primarily to seek current income from a diversified portfolio of high-quality bonds. (As of January 1, 2018, the Bond Fund became the Balanced Fund. For information on theBalanced Fund’s objectives and portfolio, please see our Fund Profiles booklet.)

The International Equity Fund invests primarily in the stocks of non-U.S. companies located in developedmarkets, traded on a variety of stock exchanges, and denominated in a variety of currencies around the world.The objectives are to provide long-term capital growth and to achieve a rate of return comparable to the return of the non-U.S. equity markets over a full market cycle.

The Inflation Protection Fund seeks exposure to multiple asset classes and markets, which may include thefollowing: floating rate debt, commodities, inflation-protected debt (including U.S. Treasury Inflation-ProtectedSecurities) and real estate debt and equity securities. The objective is to provide, over a full market cycle, a realrate of return that exceeds inflation.

The Socially Responsive Equity Fund invests in stocks of large and mid-cap U.S. and non-U.S. companies that meet certain financial and social criteria. It seeks companies that show leadership in areas such asenvironmental concerns, diversity in the workforce, progressive employment, and workplace practices. The fund

Introduction

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attempts to avoid companies that derive substantial revenue from alcohol, tobacco, nuclear power, or weapons.The objectives are to achieve, over a full market cycle, positive long-term capital growth and to earn a rate ofreturn comparable to the return of the broader equity market while reflecting social priorities.

Together, the Fixed Return Fund, Diversified Equity Fund, Bond Fund (now the Balanced Fund), InternationalEquity Fund, Inflation Protection Fund, and Socially Responsive Equity Fund are known as the PassportFunds. The six Passport Funds contain member investments only (no City contributions). They are available toall Tax-Deferred Annuity (TDA) Program participants for investing their TDA funds and to Tiers I/II members forinvesting the Annuity Savings Fund (ASF) and Increased-Take-Home-Pay (ITHP) portions of their QPP funds.

Further information about TRS investments is available from other TRS resources. Our Fund Profiles bookletcontains comprehensive information about each Passport Fund, including strategy, performance, and fees and expenses. Updates on our investment programs’ performance and asset allocation are published on ourwebsite and in our semiannual newsletters, In-Service News (for in-service members) and Benefits Report(for retirees). Our website includes current and historical data about unit values and investment performance;current unit values are also available by phone at 1 (888) 8-NYC-TRS. TRS’ Comprehensive Annual FinancialReport, part of the City’s overall financial reporting, presents TRS’ financial position and the results of TRSoperations. All publications mentioned are available on our website. In addition, each year TRS files a fullfinancial disclosure with the Insurance Department of the State of New York.

Statement of Total Investments for the

Pension Fund

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PENSION FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017

MARKET VALUE BOOK VALUEBONDSU.S. GOVERNMENT OBLIGATIONSU.S. TREASURY BONDS $5,234,155,989.94 $5,262,476,524.14GOVERNMENT AGENCIES 2,713,513,013.73 2,715,032,031.81

TOTAL GOVERNMENT OBLIGATIONS $7,947,669,003.67 $7,977,508,555.95

CORPORATEINDUSTRIAL & MISCELLANEOUS $7,616,022,987.87 $7,367,632,120.97FINANCIAL 87,347,740.57 87,713,922.11

TOTAL CORPORATE $7,703,370,728.44 $7,455,346,043.08

FOREIGN BONDS $49,853,112.65 $48,138,033.39SUBTOTAL $15,700,892,844.76 $15,480,992,632.42

SHORT-TERM INVESTMENT FUND $1,070,286,288.96 $1,070,027,981.22TOTAL BONDS $16,771,179,133.72 $16,551,020,613.64

MUTUAL FUNDSEAFE INDEX (INTERNATIONAL) $15,734,149,385.75 $14,161,438,439.91TIPS MTA 2,682,432,110.27 2,728,009,550.89FIXED INCOME 1,791,032,785.45 1,795,346,297.87MORTGAGE 495,540,176.12 487,741,367.55

TOTAL MUTUAL FUNDS $20,703,154,457.59 $19,172,535,656.22

EQUITYCORP. STOCKS & WARRANTS $21,086,001,943.76 $12,274,746,312.32ALTERNATIVE INVESTMENTS (P.E.) 7,523,884,891.49 6,498,038,281.47

TOTAL EQUITY $28,609,886,835.25 $18,772,784,593.79

TOTAL INVESTMENTS $66,084,220,426.56 $54,496,340,863.65

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SUMMARY OF TOTAL INVESTMENTS

MARKET VALUE BOOK VALUE

QUALIFIED PENSION PLAN 67% $44,080,037,284.48 $36,350,595,068.41TDA PROGRAM 33% 22,004,183,142.08 18,145,745,795.24 TOTAL INVESTMENTS $66,084,220,426.56 $54,496,340,863.65


Diversified Equity Fund

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DIVERSIFIED EQUITY FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017

MARKET VALUE CUSIP # COMMON STOCKS - DOMESTIC QPP TDA

68243Q106 1-800-FLOWERS.COM INC $49,696 $66,206 336901103 1ST SOURCE CORP 135,001 179,851 90214J101 2U INC 250,851 334,187 88554D205 3D SYSTEMS CORP 302,889 403,512 88579Y101 3M CO 18,390,974 24,500,689 282914100 8X8 INC 184,749 246,124 808194104 A SCHULMAN INC 102,411 136,434 002121101 A10 NETWORKS INC 16,078 21,419 000360206 AAON INC 977,848 1,302,701 000361105 AAR CORP 186,717 248,747 002535300 AARON’S INC 569,309 758,440 002567105 ABAXIS INC 172,120 229,301 002824100 ABBOTT LABORATORIES 15,943,261 21,239,815 00287Y109 ABBVIE INC 15,897,001 21,178,185 002896207 ABERCROMBIE & FITCH CO 123,162 164,078 003654100 ABIOMED INC 1,715,224 2,285,043 000957100 ABM INDUSTRIES INC 334,484 445,604 003830106 ABRAXAS PETROLEUM CORP 25,811 34,386 00401C108 ACACIA COMMUNICATIONS INC 79,755 106,251 003881307 ACACIA RESEARCH CORP 29,586 39,415 00404A109 ACADIA HEALTHCARE CO INC 491,545 654,842 004225108 ACADIA PHARMACEUTICALS INC 313,246 417,311 004239109 ACADIA REALTY 267,566 356,455 00430H102 ACCELERATE DIAGNOSTICS INC 91,981 122,538 00434H108 ACCELERON PHARMA 101,714 135,505 G1151C101 ACCENTURE PLC 10,459,073 13,933,710 004337101 ACCESS NATIONAL CORP 40,987 54,603 00081T108 ACCO BRANDS CORP 191,771 255,480 004397105 ACCURAY INC 38,966 51,911 004446100 ACETO CORP 84,431 112,480 004449104 ACHAOGEN INC 65,566 87,348 00448Q201 ACHILLION PHARMACEUTICALS INC 63,381 84,438 004498101 ACI WORLDWIDE INC 1,329,955 1,771,784 00461U105 ACLARIS THERAPEUTICS INC 56,863 75,754 00484M106 ACORDA THERAPEUTICS INC 124,226 165,495 00507V109 ACTIVISION BLIZZARD INC 5,788,020 7,710,873 005094107 ACTUA CORP 68,687 91,506 00508X203 ACTUANT CORP 212,154 282,635 00508Y102 ACUITY BRANDS INC 1,236,569 1,647,373 005098108 ACUSHNET HOLDINGS CORP 58,524 77,967

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005125109 ACXIOM CORP $326,277 $434,670 00548A106 ADAMAS PHARMACEUTICALS INC 13,037 17,369 G0084W101 ADIENT PLC 1,237,417 1,648,503 00724F101 ADOBE SYSTEMS INC 10,741,333 14,309,740 00737L103 ADTALEM GLOBAL EDUCATION INC 330,571 440,391 00738A106 ADTRAN INC 150,629 200,670 00739L101 ADURO BIOTECH INC 35,644 47,485 00751Y106 ADVANCE AUTO PARTS INC 1,125,956 1,500,013 00790X101 ADVANCED DISPOSAL SERVICES INC 66,757 88,935 00790R104 ADVANCED DRAINAGE SYSTEMS INC 90,905 121,105 007973100 ADVANCED ENERGY INDUSTRIES INC 342,695 456,542 007903107 ADVANCED MICRO DEVICES INC 1,638,061 2,182,246 00773T101 ADVANSIX INC 42,719 56,911 BYMMZL7 ADVANSIX INC 89,182 118,810 007624208 ADVAXIS INC 33,499 44,628 00762W107 ADVISORY BOARD CO 1,154,796 1,538,434 00766T100 AECOM 640,741 853,604 00770F104 AEGION CORP 116,543 155,261 00771V108 AERIE PHARMACEUTICALS INC 213,183 284,005 007800105 AEROJET ROCKETDYNE HOLDINGS INC 199,608 265,920 008073108 AEROVIRONMENT INC 111,164 148,094 00130H105 AES CORP/VA 1,501,491 2,000,305 00817Y108 AETNA INC 9,505,436 12,663,263 008252108 AFFILIATED MANAGERS GROUP INC 3,211,314 4,278,153 001055102 AFLAC INC 4,447,462 5,924,965 001228105 AG MORTGAGE 72,124 96,085 001084102 AGCO CORP 620,923 827,201 00847G705 AGENUS INC 48,742 64,935 00846U101 AGILENT TECHNOLOGIES INC 2,622,975 3,494,361 00847J105 AGILYSYS INC 74,029 98,622 00847X104 AGIOS PHARMACEUTICALS INC 810,274 1,079,457 00123Q104 AGNC INVESTMENT CORP 979,591 1,305,024 008492100 AGREE REALTY CORP 126,133 168,036 00900T107 AIMMUNE THERAPEUTICS INC 96,536 128,607 00912X302 AIR LEASE CORP 452,625 602,993 009158106 AIR PRODUCTS & CHEMICALS INC 4,166,920 5,551,223 00922R105 AIR TRANSPORT SERVICES GROUP INC 118,762 158,216 G0129K104 AIRCASTLE LTD 154,600 205,960 001547108 AK STEEL HOLDING CORP 270,959 360,975 00971T101 AKAMAI TECHNOLOGIES INC 1,161,539 1,547,417

00972D105 AKEBIA THERAPEUTICS INC $79,987 $106,560 009728106 AKORN INC 393,719 524,518 011311107 ALAMO GROUP INC 127,900 170,391 011642105 ALARM.COM HOLDINGS INC 82,967 110,529 011659109 ALASKA AIR GROUP INC 1,556,981 2,074,230 012348108 ALBANY INTERNATIONAL CORP 234,986 313,052 012423109 ALBANY MOLECULAR RESEARCH INC 109,006 145,220 012653101 ALBEMARLE CORP 2,017,723 2,688,036 013872106 ALCOA CORP 761,796 1,014,875 014339105 ALDER BIOPHARMACEUTICALS INC 77,689 103,498 01449J105 ALERE INC 584,057 778,088 014491104 ALEXANDER & BALDWIN INC 269,454 358,970 014752109 ALEXANDER’S INC 171,396 228,335 015271109 ALEXANDRIA REAL ESTATE 1,758,810 2,343,109 015351109 ALEXION PHARMACEUTICALS INC 3,600,829 4,797,069 016255101 ALIGN TECHNOLOGY INC 1,631,425 2,173,405 G01767105 ALKERMES PLC 2,078,200 2,768,604 017175100 ALLEGHANY CORP 1,215,351 1,619,106 01741R102 ALLEGHENY TECHNOLOGIES INC 269,943 359,622 01748H107 ALLEGIANCE BANCSHARES INC 32,769 43,655 01748X102 ALLEGIANT TRAVEL CO 959,920 1,278,817 G0176J109 ALLEGION PLC 1,028,005 1,369,521 G0177J108 ALLERGAN PLC 29,672,692 39,530,335 018522300 ALLETE INC 492,406 655,990 018581108 ALLIANCE DATA SYSTEMS CORP 1,768,330 2,355,792 018802108 ALLIANT ENERGY CORP 1,536,380 2,046,784 H01531104 ALLIED WORLD ASSURANCE CO 579,052 771,420 01973R101 ALLISON TRANSMISSION HOLDINGS INC 666,169 887,478 01988P108 ALLSCRIPTS HEALTHCARE SOLUTIONS INC 343,116 457,104 020002101 ALLSTATE CORP 5,845,313 7,787,200 02005N100 ALLY FINANCIAL INC 1,250,480 1,665,905 020409108 ALMOST FAMILY INC 81,571 108,670 02043Q107 ALNYLAM PHARMACEUTICALS INC 822,958 1,096,355 020520102 ALON USA ENERGY INC 26,113 34,789 G6331P104 ALPHA & OMEGA SEMICONDUCTOR LTD 60,385 80,445 02079K305 ALPHABET INC 48,138,960 64,131,332 02079K107 ALPHABET INC 41,625,259 55,453,697 L0175J104 ALTISOURCE PORTFOLIO SOLUTIONS SA 46,527 61,984 02153W100 ALTISOURCE RESIDENTIAL CORP 108,488 144,530 02208R106 ALTRA INDUSTRIAL MOTION CORP 163,767 218,172

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02209S103 ALTRIA GROUP INC $24,469,364 $32,598,397 00163U106 AMAG PHARMACEUTICALS INC 96,521 128,587 023135106 AMAZON.COM INC 53,769,918 71,632,965 023139884 AMBAC FINANCIAL GROUP INC 121,169 161,423 G037AX101 AMBARELLA INC 200,294 266,834 00165C104 AMC ENTERTAINMENT HOLDINGS INC 185,836 247,573 00164V103 AMC NETWORKS INC 5,617,328 7,483,475 G02602103 AMDOCS LTD 8,251,539 10,992,805 023436108 AMEDISYS INC 294,135 391,850 023586100 AMERCO 264,381 352,212 023608102 AMEREN CORP 2,113,080 2,815,072 02376R102 AMERICAN AIRLINES GROUP INC 3,338,685 4,447,838 024013104 AMERICAN ASSETS TRUST INC 180,301 240,199 024061103 AMERICAN AXLE & MANUFACTURING HOLDINGS INC 157,710 210,103 024835100 AMERICAN CAMPUS COMMUNITIES INC 807,422 1,075,658 02553E106 AMERICAN EAGLE OUTFITTERS INC 273,987 365,009 025537101 AMERICAN ELECTRIC POWER CO INC 6,352,975 8,463,514 025676206 AMERICAN EQUITY INVESTMENT LIFE 273,941 364,948 025816109 AMERICAN EXPRESS CO 8,573,281 11,421,433 025932104 AMERICAN FINANCIAL GROUP INC 960,026 1,278,959 02665T306 AMERICAN HOMES 4 RENT 635,919 847,180 026874784 AMERICAN INTERNATIONAL GROUP INC 7,857,588 10,467,978 028591105 AMERICAN NATIONAL INSURANCE CO 227,844 303,537 02913V103 AMERICAN PUBLIC EDUCATION INC 81,242 108,231 02916P103 AMERICAN RAILCAR INDUSTRIES INC 59,066 78,689 029683109 AMERICAN SOFTWARE INC 48,699 64,877 029899101 AMERICAN STATES WATER CO 277,365 369,509 03027X100 AMERICAN TOWER 7,605,665 10,132,363 030371108 AMERICAN VANGUARD CORP 94,025 125,261 030420103 AMERICAN WATER WORKS CO INC 2,368,687 3,155,595 030506109 AMERICAN WOODMARK CORP 218,504 291,093 03062T105 AMERICA’S CAR-MART INC 86,460 115,182 03076C106 AMERIPRISE FINANCIAL INC 2,615,879 3,484,907 03076K108 AMERIS BANCORP 276,018 367,715 03071H100 AMERISAFE INC 139,360 185,658 03073E105 AMERISOURCEBERGEN CORP 3,113,616 4,147,998 031001100 AMES NATIONAL CORP 33,062 44,045 031100100 AMETEK INC 1,886,234 2,512,864 031162100 AMGEN INC 31,911,062 42,512,320 03152W109 AMICUS THERAPEUTICS INC 176,614 235,287

031652100 AMKOR TECHNOLOGY INC $361,636 $481,776 001744101 AMN HEALTHCARE SERVICES INC 286,059 381,092 03209R103 AMPHASTAR PHARMACEUTICALS INC 79,236 105,560 032095101 AMPHENOL CORP 3,644,855 4,855,722 03211L102 AMPLIFY SNACK BRANDS INC 12,376 16,487 032359309 AMTRUST FINANCIAL SERVICES INC 154,953 206,431 032511107 ANADARKO PETROLEUM CORP 9,461,952 12,605,333 032654105 ANALOG DEVICES INC 7,106,660 9,467,582 032657207 ANALOGIC CORP 139,088 185,295 034164103 ANDERSONS INC 131,015 174,540 034754101 ANGIE’S LIST INC 287,010 382,359 03475V101 ANGIODYNAMICS INC 92,075 122,664 00182C103 ANI PHARMACEUTICALS INC 17,017 22,670 035255108 ANIKA THERAPEUTICS INC 101,143 134,744 035290105 ANIXTER INTERNATIONAL INC 334,177 445,194 035710409 ANNALY CAPITAL MANAGEMENT INC 1,631,763 2,173,856 03662Q105 ANSYS INC 1,477,507 1,968,354 036642106 ANTARES PHARMA INC 48,147 64,142 03674X106 ANTERO RESOURCES CORP 3,986,665 5,311,085 036752103 ANTHEM INC 6,750,769 8,993,459 037347101 ANWORTH MORTGAGE ASSET CORP 82,594 110,033 831865209 AO SMITH CORP 1,081,937 1,441,371 G0408V102 AON PLC 7,345,665 9,785,988 037411105 APACHE CORP 2,477,832 3,301,000 03748R101 APARTMENT INVESTMENT & MANAGEMENT CO 931,299 1,240,688 037598109 APOGEE ENTERPRISES INC 241,768 322,086 03762U105 APOLLO COMMERCIAL REAL ESTATE FINANCE INC 239,618 319,222 03784Y200 APPLE HOSPITALITY 1,132,117 1,508,221 037833100 APPLE INC 108,580,368 144,652,141 03820C105 APPLIED INDUSTRIAL TECHNOLOGIES INC 260,412 346,924 038222105 APPLIED MATERIALS INC 10,599,112 14,120,271 03823U102 APPLIED OPTOELECTRONICS INC 177,714 236,753 038336103 APTARGROUP INC 727,008 968,529 03836W103 AQUA AMERICA INC 819,120 1,091,242 03842K200 AQUABOUNTY TECHNOLOGIES INC 2 2 03852U106 ARAMARK 3,043,637 4,054,772 03874P101 ARATANA THERAPEUTICS INC 12,875 17,152 00191G103 ARC DOCUMENT SOLUTIONS INC 18,899 25,177 03937C105 ARCBEST CORP 96,554 128,630 G0450A105 ARCH CAPITAL GROUP LTD 2,187,713 2,914,498

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039380407 ARCH COAL INC $204,895 $272,963 039483102 ARCHER-DANIELS-MIDLAND CO 3,158,634 4,207,972 03957W106 ARCHROCK INC 119,725 159,499 03965L100 ARCONIC INC 1,240,965 1,653,230 L0223L101 ARDAGH GROUP SA 43,811 58,366 039697107 ARDELYX INC 13,502 17,988 040047607 ARENA PHARMACEUTICALS INC 69,576 92,691 04013V108 ARES COMMERCIAL REAL ESTATE 15,179 20,221 04010E109 ARGAN INC 78,394 104,437 G0464B107 ARGO GROUP INTERNATIONAL 274,249 365,358 040413106 ARISTA NETWORKS INC 1,037,792 1,382,560 041356205 ARLINGTON ASSET INVESTMENT CORP 10,756 14,329 04208T108 ARMADA HOFFLER PROPERTIES INC 83,431 111,148 042315507 ARMOUR RESIDENTIAL REIT INC 162,906 217,026 04238R106 ARMSTRONG FLOORING INC 51,356 68,417 04247X102 ARMSTRONG WORLD INDUSTRIES INC C 261,020 347,734 04269X105 ARRAY BIOPHARMA INC 210,043 279,822 G0551A103 ARRIS INTERNATIONAL 1,317,587 1,755,306 042735100 ARROW ELECTRONICS INC 942,022 1,254,974 042744102 ARROW FINANCIAL CORP 68,192 90,847 043113208 ARTESIAN RESOURCES CORP 12,470 16,613 363576109 ARTHUR J GALLAGHER & CO 1,704,938 2,271,339 04316A108 ARTISAN PARTNERS ASSET 204,626 272,605 043436104 ASBURY AUTOMOTIVE GROUP INC 172,737 230,122 04351G101 ASCENA RETAIL GROUP INC 53,274 70,973 043632108 ASCENT CAPITAL GROUP INC 51,587 68,725 044102101 ASHFORD HOSPITALITY PRIME INC 19,017 25,335 044103109 ASHFORD HOSPITALITY TRUST INC 47,097 62,743 044186104 ASHLAND GLOBAL HOLDINGS INC 541,560 721,473 N07059210 ASML 422,219 562,486 G05384105 ASPEN INSURANCE 1,045,605 1,392,968 045327103 ASPEN TECHNOLOGY INC 1,543,655 2,056,477 045487105 ASSOCIATED BANC-CORP 547,428 729,291 045528106 ASSOCIATED CAPITAL GROUP INC 40,312 53,704 04621X108 ASSURANT INC 1,113,880 1,483,925 G0585R106 ASSURED GUARANTY 1,640,782 2,185,871 046224101 ASTEC INDUSTRIES INC 186,778 248,828 046265104 ASTORIA FINANCIAL CORP 1,462,871 1,948,855 046433108 ASTRONICS CORP 84,278 112,277 00206R102 AT&T INC 36,058,023 48,036,955

046513107 ATARA BIOTHERAPEUTICS INC $33,523 $44,659 04685W103 ATHENAHEALTH INC 2,340,784 3,118,422 G0684D107 ATHENE HOLDING LTD 438,384 584,021 047649108 ATKORE INTERNATIONAL GROUP INC 77,005 102,588 048269203 ATLANTIC CAPITAL BANCSHARES INC 41,278 54,990 04878Q863 ATLANTIC POWER 50,625 67,444 049164205 ATLAS AIR WORLDWIDE HOLDINGS INC 203,894 271,630 G06242104 ATLASSIAN CORP PLC 501,768 668,462 049560105 ATMOS ENERGY CORP 1,110,384 1,479,267 00215F107 ATN INTERNATIONAL INC 129,696 172,783 04963C209 ATRICURE INC 74,094 98,709 049904105 ATRION CORP 132,937 177,100 050095108 ATWOOD OCEANICS INC 78,333 104,356 052769106 AUTODESK INC 6,992,683 9,315,741 053015103 AUTOMATIC DATA PROCESSING INC 6,402,114 8,528,977 05329W102 AUTONATION INC 369,758 492,596 053332102 AUTOZONE INC 6,440,661 8,580,330 00234P102 AV HOMES INC 56,337 75,053 053484101 AVALONBAY COMMUNITIES INC 3,583,279 4,773,689 05351W103 AVANGRID INC 341,940 455,537 053611109 AVERY DENNISON CORP 1,094,447 1,458,036 05366U100 AVEXIS INC 185,672 247,354 053774105 AVIS BUDGET GROUP INC 270,709 360,642 05379B107 AVISTA CORP 375,536 500,294 053807103 AVNET INC 651,599 868,068 054303102 AVON PRODUCTS INC 6,737 8,975 002444107 AVX CORP 114,508 152,549 G0750C108 AXALTA COATING SYSTEMS 2,250,907 2,998,686 054540208 AXCELIS TECHNOLOGIES INC 71,117 94,742 G0692U109 AXIS CAPITAL 3,076,930 4,099,125 05463X106 AXOGEN INC 81,415 108,462 05464C101 AXON ENTERPRISE INC 180,581 240,572 G0750W104 AXOVANT SCIENCES LTD 105,092 140,005 002474104 AZZ INC 222,093 295,875 05508R106 B&G FOODS INC 314,288 418,699 05614L100 BABCOCK & WILCOX ENTERPRISES INC 92,143 122,753 056525108 BADGER METER INC 156,167 208,047 057224107 BAKER HUGHES A GE CO LLC 3,232,117 4,305,868 057665200 BALCHEM CORP 1,183,030 1,576,048 057755209 BALDWIN & LYONS INC 32,143 42,821

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058498106 BALL CORP $1,963,291 $2,615,521 05990K106 BANC OF CALIFORNIA INC 122,737 163,512 05945F103 BANCFIRST CORP 115,373 153,701 P16994132 BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA118,853 158,337 05969A105 BANCORP INC/THE 32,056 42,706 059692103 BANCORPSOUTH INC 324,549 432,368 063750103 BANK MUTUAL CORP 76,747 102,244 060505104 BANK OF AMERICA CORP 37,920,497 50,518,166 062540109 BANK OF HAWAII CORP 1,634,847 2,177,964 063425102 BANK OF MARIN BANCORP 5,098 6,791 064058100 BANK OF NEW YORK MELLON CORP 7,067,158 9,414,958 G0772R208 BANK OF NT BUTTERFIELD & SON LTD 205,287 273,486 063904106 BANK OF THE OZARKS 692,667 922,780 06643P104 BANKFINANCIAL CORP 30,696 40,894 06647F102 BANKRATE INC 94,893 126,418 06652K103 BANKUNITED INC 622,944 829,894 06652V208 BANNER CORP 281,482 374,994 066849100 BAR HARBOR BANKSHARES 48,220 64,239 06777U101 BARNES & NOBLE EDUCATION INC 52,975 70,575 067774109 BARNES & NOBLE INC 59,951 79,867 067806109 BARNES GROUP INC 357,885 476,779 068323104 BARRACUDA NETWORKS INC 64,776 86,295 068463108 BARRETT BUSINESS SERVICES INC 18,980 25,286 06985P209 BASIC ENERGY SERVICES INC 45,114 60,101 071813109 BAXTER INTERNATIONAL INC 8,586,864 11,439,530 073271108 BAZAARVOICE INC 11,685 15,566 054937107 BB&T CORP 5,126,810 6,830,001 073685109 BEACON ROOFING SUPPLY INC 398,882 531,396 07556Q881 BEAZER HOMES USA INC 21,597 28,771 075887109 BECTON DICKINSON AND CO 6,162,613 8,209,911 075896100 BED BATH & BEYOND INC 942,644 1,255,803 077347300 BEL FUSE INC 90,014 119,918 077454106 BELDEN INC 452,412 602,709 079481107 BELLICUM PHARMACEUTICALS INC 10,641 14,177 G1154H107 BELMOND LTD 178,928 238,371 081437105 BEMIS CO INC 569,523 758,726 08160H101 BENCHMARK ELECTRONICS INC 213,217 284,051 08171T102 BENEFICIAL BANCORP INC 158,446 211,084 08180D106 BENEFITFOCUS INC 64,007 85,271 084670702 BERKSHIRE HATHAWAY INC 50,630,131 67,450,101

084680107 BERKSHIRE HILLS BANCORP INC $149,233 $198,810 08579W103 BERRY GLOBAL GROUP INC 939,366 1,251,435 086516101 BEST BUY CO INC 2,094,430 2,790,226 05541T101 BGC PARTNERS INC 1,371,178 1,826,700 08915P101 BIG 5 SPORTING GOODS CORP 81,816 108,997 089302103 BIG LOTS INC 1,100,964 1,466,718 08986R101 BIGLARI HOLDINGS INC 73,666 98,139 06846N104 BILL BARRETT CORP 28,327 37,738 09058V103 BIOCRYST PHARMACEUTICALS INC 57,428 76,506 09062X103 BIOGEN INC 27,572,035 36,731,814 09061G101 BIOMARIN PHARMACEUTICAL INC 2,049,603 2,730,507 090572207 BIO-RAD LABORATORIES INC 1,448,921 1,930,272 09069N108 BIOSCRIP INC 14,398 19,182 09073M104 BIO-TECHNE CORP 623,525 830,669 090672106 BIOTELEMETRY INC 131,308 174,930 09075E100 BIOVERATIV INC 4,627,430 6,164,721 09180C106 BJ’S RESTAURANTS INC 131,786 175,567 091826107 BLACK BOX CORP 517 689 092113109 BLACK HILLS CORP 465,386 619,993 09214X100 BLACK KNIGHT FINANCIAL SERVICES INC 140,551 187,244 09227Q100 BLACKBAUD INC 588,705 784,281 09238E104 BLACKHAWK NETWORK HOLDINGS INC 305,686 407,238 09239B109 BLACKLINE INC 40,821 54,382 09258N778 BLACKROCK GLOBAL ALLOCATION FUND INC 15,242,493 20,306,242 09247X101 BLACKROCK INC 7,172,505 9,555,302 094235108 BLOOMIN’ BRANDS INC 330,390 440,150 095229100 BLUCORA INC 129,383 172,365 09531U102 BLUE BUFFALO PET PRODUCTS INC 329,559 439,042 095573101 BLUE HILLS BANCORP INC 19,273 25,676 09609G100 BLUEBIRD BIO INC 589,695 785,599 09627Y109 BLUEPRINT MEDICINES CORP 240,536 320,446 05591B109 BMC STOCK HOLDINGS INC 173,336 230,920 096761101 BOB EVANS FARMS INC 209,386 278,947 097023105 BOEING CO 16,321,161 21,743,257 05566U108 BOFI HOLDING INC 204,653 272,642 09739C102 BOINGO WIRELESS INC 360,177 479,832 09739D100 BOISE CASCADE CO 158,110 210,637 05561Q201 BOK FINANCIAL CORP 307,396 409,517 097793400 BONANZA CREEK ENERGY INC 67,052 89,327 099502106 BOOZ ALLEN HAMILTON 1,427,892 1,902,255

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099724106 BORGWARNER INC $2,986,075 $3,978,087 100557107 BOSTON BEER CO INC 156,737 208,807 101119105 BOSTON PRIVATE FINANCIAL 172,086 229,254 101121101 BOSTON PROPERTIES INC 2,550,850 3,398,275 101137107 BOSTON SCIENTIFIC CORP 5,142,413 6,850,788 101388106 BOTTOMLINE TECHNOLOGIES DE INC 171,467 228,430 10316T104 BOX INC 155,348 206,957 103304101 BOYD GAMING CORP 282,804 376,755 055622104 BP PLC ADR 2,381,289 3,172,383 104674106 BRADY CORP 264,169 351,929 105368203 BRANDYWINE REALTY TRUST 407,751 543,211 108035106 BRIDGE BANCORP INC 53,741 71,595 10807M105 BRIDGEPOINT EDUCATION INC 36,229 48,264 109043109 BRIGGS & STRATTON CORP 203,760 271,452 109194100 BRIGHT HORIZONS FAMILY SOLUTIONS INC 497,173 662,340 10921T101 BRIGHTCOVE INC 7,959 10,604 109641100 BRINKER INTERNATIONAL INC 733,401 977,046 109696104 BRINK’S CO/THE 373,688 497,832 110122108 BRISTOL-MYERS SQUIBB CO 13,532,135 18,027,681 110394103 BRISTOW GROUP INC 41,730 55,593 11120U105 BRIXMOR PROPERTY GROUP INC 660,946 880,520 Y09827109 BROADCOM LTD 22,841,850 30,430,202 11133T103 BROADRIDGE FINANCIAL SOLUTIONS INC 1,217,638 1,622,153 11133B409 BROADSOFT INC 159,936 213,068 111621306 BROCADE COMMUNICATIONS SYSTEMS INC 654,901 872,467 112463104 BROOKDALE SENIOR LIVING INC 346,592 461,734 112585104 BROOKFIELD ASSET MANAGEMENT INC 3,320,640 4,423,798 11373M107 BROOKLINE BANCORP INC 172,287 229,523 114340102 BROOKS AUTOMATION INC 193,714 258,068 115236101 BROWN & BROWN INC 663,531 883,964 115637100 BROWN-FORMAN CORP 330,602 440,433 115637209 BROWN-FORMAN CORP 1,217,632 1,622,145 116794108 BRUKER CORP 435,419 580,071 117043109 BRUNSWICK CORP/DE 1,173,300 1,563,085 117665109 BRYN MAWR BANK CORP 56,075 74,703 118440106 BUCKLE INC/THE 75,203 100,187 119848109 BUFFALO WILD WINGS INC 313,506 417,657 12008R107 BUILDERS FIRSTSOURCE INC 151,371 201,658 G16962105 BUNGE LTD 1,883,498 2,509,220 122017106 BURLINGTON STORES INC 819,546 1,091,809

05605H100 BWX TECHNOLOGIES INC $3,923,433 $5,226,847 12674R100 C&J ENERGY SERVICES INC 165,508 220,492 12673P105 CA INC 1,655,831 2,205,919 126804301 CABELA’S INC 404,224 538,513 12685J105 CABLE ONE INC 1 681,245 907,564 127055101 CABOT CORP 545,246 726,384 12709P103 CABOT MICROELECTRONICS CORP 321,617 428,462 127097103 CABOT OIL & GAS CORP 1,547,563 2,061,683 127190304 CACI INTERNATIONAL INC 414,343 551,992 127387108 CADENCE DESIGN SYSTEMS INC 2,076,100 2,765,807 12768T103 CAESARS ACQUISITION CO 94,069 125,321 127686103 CAESARS ENTERTAINMENT CORP 555,501 740,045 M20598104 CAESARSTONE LTD 97,222 129,520 12477X106 CAI INTERNATIONAL INC 29,125 38,800 128126109 CALAMP CORP 107,555 143,286 128195104 CALATLANTIC GROUP INC 399,219 531,844 128246105 CALAVO GROWERS INC 370,024 492,950 129500104 CALERES INC 190,835 254,233 129603106 CALGON CARBON CORP 1,486,513 1,980,352 13057Q206 CALIFORNIA RESOURCES CORP 46,477 61,917 130788102 CALIFORNIA WATER SERVICE GROUP 254,154 338,587 13089P101 CALITHERA BIOSCIENCES INC 47,310 63,027 13100M509 CALIX INC 42,540 56,672 131193104 CALLAWAY GOLF CO 135,245 180,175 13123E500 CALLIDUS SOFTWARE INC 1,469,932 1,958,262 13123X102 CALLON PETROLEUM CO 1,092,939 1,456,028 128030202 CAL-MAINE FOODS INC 169,356 225,618 131347304 CALPINE CORP 2,000,810 2,665,505 132011107 CAMBREX CORP 293,761 391,351 133034108 CAMDEN NATIONAL CORP 93,773 124,925 133131102 CAMDEN PROPERTY TRUST REIT 1,024,819 1,365,276 134429109 CAMPBELL SOUP CO 1,332,641 1,775,362 13462K109 CAMPING WORLD HOLDINGS INC 48,573 64,710 138098108 CANTEL MEDICAL CORP 388,142 517,087 139594105 CAPELLA EDUCATION CO 157,571 209,918 139794101 CAPITAL BANK FINANCIAL 143,376 191,008 139674105 CAPITAL CITY BANK GROUP INC 37,005 49,299 14040H105 CAPITAL ONE FINANCIAL CORP 11,282,300 15,030,423 140475104 CAPITAL SENIOR LIVING CORP 73,696 98,179 14057J101 CAPITOL FEDERAL FINANCIAL INC 261,311 348,122

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14067E506 CAPSTEAD MORTGAGE CORP $158,446 $211,084 140755109 CARA THERAPEUTICS INC 37,654 50,163 140781105 CARBO CERAMICS INC 19,823 26,409 141337105 CARBONITE INC 84,384 112,417 14149Y108 CARDINAL HEALTH INC 3,837,192 5,111,956 141619106 CARDIOVASCULAR SYSTEMS INC 115,200 153,471 G1991C105 CARDTRONICS PLC 209,593 279,222 141624106 CARE CAPITAL PROPERTIES INC 310,626 413,819 141665109 CAREER EDUCATION CORP 101,573 135,316 14174T107 CARETRUST REIT INC 161,033 214,530 142339100 CARLISLE COS INC 798,250 1,063,439 143130102 CARMAX INC 1,640,057 2,184,905 143658300 CARNIVAL CORP 3,626,469 4,831,228 143873107 CAROLINA FINANCIAL CORP 33,180 44,203 144285103 CARPENTER TECHNOLOGY CORP 258,939 344,962 143905107 CARRIAGE SERVICES INC 16,747 22,311 144577103 CARRIZO OIL & GAS INC 114,631 152,713 14574X104 CARROLS RESTAURANT GROUP INC 18,263 24,330 14575E105 CARS.COM INC 2,117,416 2,820,849 146229109 CARTER’S INC 574,354 765,161 147448104 CASELLA WASTE SYSTEMS INC 75,556 100,656 147528103 CASEY’S GENERAL STORES INC 598,553 797,399 14808P109 CASS INFORMATION SYSTEMS INC 103,215 137,504 148806102 CATALENT INC 2,516,524 3,352,545 14912Y202 CATCHMARK TIMBER TRUST INC 69,358 92,399 149123101 CATERPILLAR INC 8,417,666 11,214,121 149150104 CATHAY GENERAL BANCORP 349,305 465,348 149205106 CATO CORP/THE 72,976 97,219 149568107 CAVCO INDUSTRIES INC 166,604 221,952 14964U108 CAVIUM INC 1,946,984 2,593,797 124805102 CBIZ INC 1,212,012 1,614,657 124830100 CBL & ASSOCIATES PROPERTIES INC 207,708 276,712 12503M108 CBOE HOLDINGS INC 3,058,894 4,075,097 12504L109 CBRE GROUP INC 1,459,917 1,944,920 124857202 CBS CORP 6,263,952 8,344,916 125071100 CDI CORP 327 436 12508E101 CDK GLOBAL INC 1,255,295 1,672,320 12514G108 CDW CORP/DE 1,365,663 1,819,354 125141101 CECO ENVIRONMENTAL CORP 19,271 25,673 150602209 CEDAR REALTY TRUST INC 49,745 66,271

150870103 CELANESE CORP $1,754,326 $2,337,136 151020104 CELGENE CORP 20,371,173 27,138,734 15117B103 CELLDEX THERAPEUTICS INC 37,014 49,311 15130J109 CEMPRA INC 24,172 32,203 15135B101 CENTENE CORP 2,058,621 2,742,521 15136A102 CENTENNIAL RESOURCE DEVELOPMENT INC 183,388 244,312 15189T107 CENTERPOINT ENERGY INC 3,007,444 4,006,555 15201P109 CENTERSTATE BANKS INC 177,015 235,821 G20045202 CENTRAL EUROPEAN MEDIA ENTERPRISES LTD 33,692 44,884 153527106 CENTRAL GARDEN & PET CO 1,303 1,736 153527205 CENTRAL GARDEN & PET CO 184,305 245,533 154760409 CENTRAL PACIFIC FINANCIAL CORP 107,258 142,890 156431108 CENTURY ALUMINUM CO 86,967 115,859 156504300 CENTURY COMMUNITIES INC 65,463 87,211 156700106 CENTURYLINK INC 1,717,684 2,288,320 156782104 CERNER CORP 2,643,050 3,521,105 157085101 CERUS CORP 22,494 29,967 157210105 CEVA INC 115,134 153,383 125269100 CF INDUSTRIES HOLDINGS INC 881,678 1,174,583 39945C109 CGI GROUP INC 4,794,563 6,387,377 12541W209 CH ROBINSON WORLDWIDE INC 1,313,030 1,749,236 159179100 CHANNELADVISOR CORP 819,683 1,091,992 159864107 CHARLES RIVER LABORATORIES INTERNATIONAL INC 661,088 880,710 808513105 CHARLES SCHWAB CORP/THE 10,735,762 14,302,318 16115Q308 CHART INDUSTRIES INC 177,006 235,810 16119P108 CHARTER COMMUNICATIONS INC 11,499,383 15,319,624 16150R104 CHASE CORP 88,816 118,322 16208T102 CHATHAM LODGING TRUST 73,098 97,381 163072101 CHEESECAKE FACTORY INC 286,232 381,322 163086101 CHEFS’ WAREHOUSE INC/ THE 473,129 630,309 163092109 CHEGG INC 133,424 177,749 16359R103 CHEMED CORP 1,255,100 1,672,060 163731102 CHEMICAL FINANCIAL CORP 448,108 596,976 16383L106 CHEMOCENTRYX INC 288,076 383,779 163851108 CHEMOURS CO 900,791 1,200,046 16411R208 CHENIERE ENERGY INC 1,290,627 1,719,390 165167107 CHESAPEAKE ENERGY CORP 572,771 763,053 165240102 CHESAPEAKE LODGING TRUST 172,454 229,746 165303108 CHESAPEAKE UTILITIES CORP 168,788 224,862 166764100 CHEVRON CORP 27,723,658 36,933,808

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167250109 CHICAGO BRIDGE & IRON CO NV $254,190 $338,635 168615102 CHICO’S FAS INC 211,484 281,742 168905107 CHILDREN’S PLACE INC 224,392 298,937 16934Q208 CHIMERA INVESTMENT CORP 592,099 788,802 16934W106 CHIMERIX INC 30,968 41,256 169656105 CHIPOTLE MEXICAN GRILL INC 1,475,210 1,965,293 169905106 CHOICE HOTELS INTERNATIONAL INC 304,949 406,257 H1467J104 CHUBB LTD 9,198,259 12,254,037 171340102 CHURCH & DWIGHT CO INC 1,786,634 2,380,177 171484108 CHURCHILL DOWNS INC 352,674 469,837 171604101 CHUY’S HOLDINGS INC 697,175 928,786 171779309 CIENA CORP 463,652 617,684 125509109 CIGNA CORP 6,027,756 8,030,253 171798101 CIMAREX ENERGY CO 2,773,626 3,695,059 N20146101 CIMPRESS NV 765,172 1,019,372 171871502 CINCINNATI BELL INC 139,720 186,137 172062101 CINCINNATI FINANCIAL CORP 1,804,853 2,404,447 17243V102 CINEMARK HOLDINGS INC 542,690 722,979 172908105 CINTAS CORP 1,774,989 2,364,662 17273K109 CIRCOR INTERNATIONAL INC 181,357 241,606 172755100 CIRRUS LOGIC INC 496,855 661,917 17275R102 CISCO SYSTEMS INC 22,961,419 30,589,493 125581801 CIT GROUP INC 1,280,661 1,706,113 17306X102 CITI TRENDS INC 67,639 90,110 172967424 CITIGROUP INC 33,643,586 44,820,411 172922106 CITIZENS & NORTHERN CORP 45,600 60,750 174610105 CITIZENS FINANCIAL GROUP INC 3,234,404 4,308,914 174740100 CITIZENS INC 50,673 67,507 177376100 CITRIX SYSTEMS INC 5,934,401 7,905,885 177835105 CITY HOLDING CO 189,776 252,822 178587101 CITY OFFICE REIT INC 60,851 81,067 184499101 CLEAN ENERGY FUELS CORP 14,313 19,068 184496107 CLEAN HARBORS INC 428,564 570,938 18451C109 CLEAR CHANNEL OUTDOOR HOLDINGS INC 31,371 41,793 18538R103 CLEARWATER PAPER CORP 154,670 206,053 18683K101 CLIFFS NATURAL RESOURCES INC 236,599 315,200 186873105 CLIFTON BANCORP INC 43,811 58,366 189054109 CLOROX CO 2,938,341 3,914,495 189464100 CLOVIS ONCOLOGY INC 436,407 581,388 18948M108 CLUBCORP HOLDINGS INC 90,327 120,335

12572Q105 CME GROUP INC $7,553,468 $10,062,826 125896100 CMS ENERGY CORP 2,746,811 3,659,337 126117100 CNA FINANCIAL CORP 205,419 273,662 12621E103 CNO FINANCIAL GROUP INC 470,739 627,125 189754104 COACH INC 1,769,186 2,356,931 19075F304 COBALT INTERNATIONAL ENERGY 1 1 190897108 COBIZ FINANCIAL INC 133,653 178,054 191098102 COCA-COLA BOTTLING CO CONSOLIDATED 178,188 237,384 191216100 COCA-COLA CO 24,451,770 32,574,958 192108504 COEUR MINING INC 223,659 297,962 19239V302 COGENT COMMUNICATIONS 258,927 344,946 192422103 COGNEX CORP 942,232 1,255,254 192446102 COGNIZANT TECHNOLOGY SOLUTIONS CORP 5,322,771 7,091,062 19247A100 COHEN & STEERS INC 989,438 1,318,142 192479103 COHERENT INC 698,526 930,585 19249H103 COHERUS BIOSCIENCES INC 54,916 73,160 192576106 COHU INC 94,353 125,698 194014106 COLFAX CORP 499,949 666,039 194162103 COLGATE-PALMOLIVE 10,242,263 13,644,872 19625W104 COLONY NORTHSTAR INC 1,032,910 1,376,056 19625X102 COLONY STARWOOD HOMES 1,045,883 1,393,339 197236102 COLUMBIA BANKING SYSTEM INC 1,800,366 2,398,470 198287203 COLUMBIA PROPERTY TRUST INC 397,565 529,642 198516106 COLUMBIA SPORTSWEAR CO 203,702 271,374 199333105 COLUMBUS MCKINNON CORP/NY 101,439 135,138 20030N101 COMCAST CORP 48,178,021 64,183,370 200340107 COMERICA INC 2,179,794 2,903,950 199908104 COMFORT SYSTEMS USA INC 257,455 342,985 200525103 COMMERCE BANCSHARES INC 643,678 857,517 20084V108 COMMERCEHUB INC 262,424 349,605 20084V306 COMMERCEHUB INC 511,303 681,164 201723103 COMMERCIAL METALS CO 275,752 367,360 20337X109 COMMSCOPE HOLDING CO INC 951,203 1,267,205 203607106 COMMUNITY BANK SYSTEM INC 342,325 456,050 203668108 COMMUNITY HEALTH SYSTEMS INC 164,534 219,194 20369C106 COMMUNITY HEALTHCARE TRUST INC 13,777 18,353 204149108 COMMUNITY TRUST BANCORP INC 83,397 111,103 204166102 COMMVAULT SYSTEMS INC 321,696 428,567 20451N101 COMPASS MINERALS INTERNATIONAL INC 1,749,939 2,331,291 205306103 COMPUTER PROGRAMS & SYSTEMS INC 64,127 85,431

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205826209 COMTECH TELECOMMUNICATIONS CORP $31,424 $41,863 205887102 CONAGRA BRANDS INC 2,318,426 3,088,637 20605P101 CONCHO RESOURCES INC 2,412,201 3,213,565 206787103 CONDUENT INC 413,040 550,257 207410101 CONMED CORP 248,822 331,484 207797101 CONNECTICUT WATER SERVICE INC 94,435 125,808 20786W107 CONNECTONE BANCORP INC 75,390 100,435 208242107 CONN’S INC 69,187 92,172 20825C104 CONOCOPHILLIPS 7,481,303 9,966,686 209034107 CONSOLIDATED COMMUNICATIONS 128,177 170,758 209115104 CONSOLIDATED EDISON INC 3,341,203 4,451,193 210226106 CONSOLIDATED-TOMOKA LAND CO 51,390 68,463 21036P108 CONSTELLATION BRANDS INC 4,633,595 6,172,934 210751103 CONTAINER STORE GROUP INC/THE 4,903 6,532 21075N204 CONTANGO OIL & GAS CO 18,600 24,779 211171103 CONTINENTAL BUILDING PRODUCTS INC 93,896 125,089 212015101 CONTINENTAL RESOURCES INC/OK 369,996 492,913 21240D107 CONTROL4 CORP 84,198 112,170 212485106 CONVERGYS CORP 555,756 740,385 216648402 COOPER COS INC 1,918,153 2,555,388 216831107 COOPER TIRE & RUBBER CO 374,137 498,430 21676P103 COOPER-STANDARD HOLDINGS INC C 208,948 278,363 P31076105 COPA HOLDINGS SA 489,856 652,593 217204106 COPART INC 2,877,022 3,832,805 218352102 CORCEPT THERAPEUTICS INC 154,991 206,481 N22717107 CORE LABORATORIES NV 3,639,084 4,848,033 21871D103 CORELOGIC INC/UNITED STATES 558,165 743,594 218681104 CORE-MARK HOLDING CO INC 182,898 243,659 21870U502 CORENERGY INFRASTRUCTURE TRUST INC 16,693 22,238 21870Q105 CORESITE REALTY CORP 496,785 661,824 21925Y103 CORNERSTONE ONDEMAND INC 1,401,572 1,867,192 219350105 CORNING INC 4,195,563 5,589,382 22002T108 CORPORATE OFFICE PROPERTIES 425,963 567,474 221006109 CORVEL CORP 46,316 61,702 22160N109 COSTAR GROUP INC 1,067,836 1,422,585 22160K105 COSTCO WHOLESALE CORP 11,591,094 15,441,802 22164K101 COTIVITI HOLDINGS INC 106,834 142,325 222070203 COTY INC 2,104,347 2,803,438 22266L106 COUPA SOFTWARE INC 89,902 119,769 222795106 COUSINS PROPERTIES INC 472,464 629,422

22282E102 COVANTA HOLDING CORP $204,035 $271,818 223622606 COWEN INC 67,093 89,383 067383109 CR BARD INC 3,155,433 4,203,708 12618T105 CRA INTERNATIONAL INC 95,586 127,341 22410J106 CRACKER BARREL OLD COUNTRY STORE INC 440,093 586,298 224399105 CRANE CO 521,962 695,364 224633107 CRAWFORD & CO 58,999 78,599 225223304 CRAY INC 123,930 165,101 225310101 CREDIT ACCEPTANCE 364,935 486,171 225447101 CREE INC 2,769,613 3,689,714 227046109 CROCS INC 99,526 132,590 227483104 CROSS COUNTRY HEALTHCARE INC 59,409 79,145 22822V101 CROWN CASTLE INTERNATIONAL CORP 8,090,848 10,778,730 228368106 CROWN HOLDINGS INC 1,026,984 1,368,161 228903100 CRYOLIFE INC 109,601 146,012 126349109 CSG SYSTEMS INTERNATIONAL INC 175,950 234,403 12650T104 CSRA INC 743,730 990,807 125906107 CSS INDUSTRIES INC 61,177 81,501 126402106 CSW INDUSTRIALS INC 85,200 113,504 126408103 CSX CORP 7,467,335 9,948,078 126501105 CTS CORP 719,025 957,895 126534106 CU BANCORP 108,777 144,914 229663109 CUBESMART 561,753 748,374 229669106 CUBIC CORP 164,609 219,294 229899109 CULLEN/FROST BANKERS INC 711,424 947,768 230215105 CULP INC 14,805 19,723 231021106 CUMMINS INC 4,352,888 5,798,973 231561101 CURTISS-WRIGHT CORP 583,201 776,948 23204G100 CUSTOMERS BANCORP INC 99,501 132,556 232109108 CUTERA INC 56,815 75,689 126600105 CVB FINANCIAL CORP 315,569 420,405 12662P108 CVR ENERGY INC 75,759 100,926 126650100 CVS HEALTH CORP 11,176,332 14,889,251 M2682V108 CYBERARK SOFTWARE LTD 703,516 937,232 232806109 CYPRESS SEMICONDUCTOR CORP 576,168 767,578 23283R100 CYRUSONE INC 633,012 843,307 12673A108 CYS INVESTMENTS INC 171,064 227,894 23282W605 CYTOKINETICS INC 146,705 195,442 23284F105 CYTOMX THERAPEUTICS INC 46,833 62,391 234264109 DAKTRONICS INC 70,209 93,534

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235825205 DANA INC $416,652 $555,068 235851102 DANAHER CORP 7,016,969 9,348,095 237194105 DARDEN RESTAURANTS INC 3,204,033 4,268,453 237266101 DARLING INGREDIENTS INC 359,075 478,365 238337109 DAVE & BUSTER’S ENTERTAINMENT INC 354,044 471,661 23918K108 DAVITA INC 1,818,633 2,422,806 233153204 DCT INDUSTRIAL TRUST INC 688,867 917,717 23317H102 DDR CORP R 370,969 494,210 242370203 DEAN FOODS CO 909,690 1,211,901 243537107 DECKERS OUTDOOR CORP 318,130 423,817 244199105 DEERE & CO 5,320,852 7,088,507 245077102 DEL FRISCO’S RESTAURANT GROUP INC 532,506 709,412 245496104 DEL TACO RESTAURANTS INC NEW 47,182 62,857 246647101 DELEK US ENERGY INC 292,099 389,138 24703L103 DELL TECHNOLOGIES INC 2,812,818 3,747,272 G27823106 DELPHI AUTOMOTIVE PLC 3,213,759 4,281,410 247361702 DELTA AIR LINES INC 8,866,026 11,811,432 247850100 DELTIC TIMBER CORP 112,575 149,973 248019101 DELUXE CORP 491,961 655,397 247916208 DENBURY RESOURCES INC 76,807 102,323 24869P104 DENNY’S CORP 132,565 176,605 24906P109 DENTSPLY SIRONA INC 4,395,437 5,855,657 249908104 DEPOMED INC 88,741 118,221 24983L104 DERMIRA INC 129,787 172,904 25179M103 DEVON ENERGY CORP 2,272,389 3,027,305 252131107 DEXCOM INC 788,655 1,050,656 23331S100 DHI GROUP INC 23,423 31,205 Y2065G121 DHT HOLDINGS INC 73,636 98,099 25264R207 DIAMOND HILL INVESTMENT GROUP INC 93,559 124,641 25271C102 DIAMOND OFFSHORE DRILLING INC 99,957 133,164 25278X109 DIAMONDBACK ENERGY INC 1,126,708 1,501,015 252784301 DIAMONDROCK HOSPITALITY CO 305,963 407,608 253393102 DICK’S SPORTING GOODS INC 496,273 661,141 253651103 DIEBOLD NIXDORF INC 291,708 388,617 253798102 DIGI INTERNATIONAL INC 69,137 92,105 25381B101 DIGIMARC CORP 14,964 19,936 253868103 DIGITAL REALTY TRUST INC 3,077,917 4,100,440 25389M877 DIGITALGLOBE INC 2,745,607 3,657,732 254067101 DILLARD’S INC 182,765 243,482 253922108 DIME COMMUNITY BANCSHARES INC 98,417 131,112

254423106 DINEEQUITY INC $117,717 $156,824 254543101 DIODES INC 148,963 198,450 25456K101 DIPLOMAT PHARMACY INC 75,914 101,134 254709108 DISCOVER FINANCIAL SERVICES 4,753,498 6,332,670 25470F302 DISCOVERY COMMUNICATIONS INC 1,660,226 2,211,774 25470F104 DISCOVERY COMMUNICATIONS INC 5,036,292 6,709,412 25470M109 DISH NETWORK CORP 5,364,230 7,146,295 25659T107 DOLBY LABORATORIES INC 1,551,142 2,066,451 256677105 DOLLAR GENERAL CORP 4,228,352 5,633,064 256746108 DOLLAR TREE INC 2,189,190 2,916,467 25746U109 DOMINION ENERGY INC 6,705,830 8,933,592 25754A201 DOMINO’S PIZZA INC 1,489,461 1,984,279 257559203 DOMTAR CORP 344,562 459,030 257651109 DONALDSON CO INC 801,009 1,067,115 257701201 DONEGAL GROUP INC 21,071 28,071 25787G100 DONNELLEY FINANCIAL SOLUTIONS INC 82,817 110,330 258278100 DORMAN PRODUCTS INC 332,968 443,584 25960R105 DOUGLAS DYNAMICS INC 114,911 153,086 25960P109 DOUGLAS EMMETT INC 737,892 983,029 260003108 DOVER CORP 1,690,257 2,251,782 260543103 DOW CHEMICAL CO 10,463,926 13,940,175 23331A109 DR HORTON INC 1,599,575 2,130,974 26138E109 DR PEPPER SNAPPLE GROUP INC 5,414,504 7,213,270 262037104 DRIL-QUIP INC 351,581 468,381 23332B106 DSP GROUP INC 34,247 45,624 233326107 DST SYSTEMS INC 579,381 771,858 23334L102 DSW INC 175,766 234,158 233331107 DTE ENERGY CO 3,001,268 3,998,328 26441C204 DUKE ENERGY CORP 7,956,861 10,600,231 264411505 DUKE REALTY CORP 1,341,438 1,787,081 26483E100 DUN & BRADSTREET CORP 5,775,903 7,694,731 265504100 DUNKIN’ BRANDS GROUP INC 2,355,383 3,137,872 26613Q106 DUPONT FABROS TECHNOLOGY INC 631,374 841,124 23355L106 DXC TECHNOLOGY CO 3,593,441 4,787,227 233377407 DXP ENTERPRISES INC 57,964 77,220 267475101 DYCOM INDUSTRIES INC 388,223 517,196 268158201 DYNAVAX TECHNOLOGIES CORP 31,253 41,636 26817R108 DYNEGY INC 141,102 187,978 26817Q506 DYNEX CAPITAL INC 47,442 63,202 268948106 EAGLE BANCORP INC 1,425,078 1,898,507

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26969P108 EAGLE MATERIALS INC $621,102 $827,439 269796108 EAGLE PHARMACEUTICALS INC 111,700 148,808 27579R104 EAST WEST BANCORP INC 1,104,509 1,471,440 27616P103 EASTERLY GOVERNMENT PROPERTIES INC 103,374 137,716 277276101 EASTGROUP PROPERTIES INC 374,349 498,712 277432100 EASTMAN CHEMICAL CO 2,790,590 3,717,659 277461406 EASTMAN KODAK CO 6,783 9,037 G29183103 EATON CORP PLC 4,754,674 6,334,237 278265103 EATON VANCE CORP 680,289 906,290 278642103 EBAY INC 10,992,488 14,644,332 278715206 EBIX INC 168,370 224,305 27875T101 ECHO GLOBAL LOGISTICS INC 448,975 598,130 278768106 ECHOSTAR CORP 380,555 506,980 278865100 ECOLAB INC 4,689,597 6,247,541 28035Q102 EDGEWELL PERSONAL CARE CO 631,871 841,787 281020107 EDISON INTERNATIONAL 4,805,679 6,402,187 28106W103 EDITAS MEDICINE INC 59,004 78,606 28140H203 EDUCATION REALTY TRUST INC 348,837 464,725 28176E108 EDWARDS LIFESCIENCES CORP 3,446,826 4,591,905 28238P109 EHEALTH INC 51,852 69,078 263534109 EI DU PONT DE NEMOURS & CO 9,555,633 12,730,135 283677854 EL PASO ELECTRIC CO 335,970 447,583 268603107 EL POLLO LOCO HOLDINGS INC 1,204 1,605 28470R102 ELDORADO RESORTS INC 114,191 152,127 285229100 ELECTRO SCIENTIFIC INDUSTRIES INC 1,106 1,473 285512109 ELECTRONIC ARTS INC 6,917,097 9,215,044 286082102 ELECTRONICS FOR IMAGING INC 322,142 429,161 26856L103 ELF BEAUTY INC 58,629 78,107 532457108 ELI LILLY & CO 12,465,845 16,607,157 28849P100 ELLIE MAE INC 517,477 689,389 268664109 EMC INSURANCE GROUP INC 10,055 13,395 29084Q100 EMCOR GROUP INC 506,177 674,335 29089Q105 EMERGENT BIOSOLUTIONS INC 168,769 224,836 291011104 EMERSON ELECTRIC CO 5,210,361 6,941,308 292104106 EMPIRE STATE REALTY TRUST INC 346,782 461,987 292218104 EMPLOYERS HOLDINGS INC 226,519 301,771 29251M106 ENANTA PHARMACEUTICALS INC 99,250 132,223 292554102 ENCORE CAPITAL GROUP INC 183,863 244,944 292562105 ENCORE WIRE CORP 158,441 211,077 G30401106 ENDO INTERNATIONAL 318,055 423,716

29266S106 ENDOLOGIX INC $47,478 $63,251 29272B105 ENDURANCE INTERNATIONAL GROUP 58,484 77,913 29265N108 ENERGEN CORP 674,636 898,758 29272W109 ENERGIZER 394,226 525,193 29270J100 ENERGY RECOVERY INC 12,359 16,465 29276K101 ENERGY XXI GULF COAST 57,139 76,121 292764107 ENERNOC INC 38,780 51,663 29275Y102 ENERSYS 422,987 563,509 29286C107 ENGILITY HOLDINGS INC 187,449 249,722 293389102 ENNIS INC 85,869 114,395 29357K103 ENOVA INTERNATIONAL INC 74,055 98,658 29355X107 ENPRO INDUSTRIES INC 224,863 299,565 G3157S106 ENSCO PLC 225,232 300,057 29358P101 ENSIGN GROUP INC 1,072,412 1,428,681 G3075P101 ENSTAR GROUP LTD 256,505 341,720 29362U104 ENTEGRIS INC 2,266,176 3,019,028 293639100 ENTERCOM COMMUNICATIONS CORP 48,893 65,135 29364G103 ENTERGY CORP 2,968,614 3,954,826 293712105 ENTERPRISE FINANCIAL SERVICES CORP 76,828 102,351 29382R107 ENTRAVISION COMMUNICATIONS CORP 20,226 26,945 29404K106 ENVESTNET INC 863,443 1,150,289 29414D100 ENVISION HEALTHCARE CORP 993,210 1,323,166 294100102 ENZO BIOCHEM INC 48,709 64,891 26875P101 EOG RESOURCES INC 7,161,817 9,541,063 268785102 EP ENERGY CORP 72,002 95,922 29414B104 EPAM SYSTEMS INC 545,375 726,556 29428V104 EPIZYME INC 71,782 95,628 294268107 EPLUS INC 136,740 182,167 26884U109 EPR PROPERTIES 684,434 911,812 26884L109 EQT CORP 1,355,389 1,805,666 294429105 EQUIFAX INC 2,321,777 3,093,100 29444U700 EQUINIX INC 6,090,013 8,113,192 294628102 EQUITY COMMONWEAL 2,477,312 3,300,307 29472R108 EQUITY LIFESTYLE PROPERTIES INC 903,329 1,203,426 29476L107 EQUITY RESIDENTIAL 3,238,518 4,314,395 26885G109 ERA GROUP INC 30,409 40,511 29530P102 ERIE INDEMNITY CO 482,881 643,301 G3788M114 EROS INTERNATIONAL PLC 52,188 69,525 296315104 ESCO TECHNOLOGIES INC 229,116 305,232 29664W105 ESPERION THERAPEUTICS INC 563,395 750,562

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296689102 ESSENDANT INC $70,566 $94,008 G3198U102 ESSENT GROUP LTD 391,959 522,173 297178105 ESSEX PROPERTY TRUST 2,287,243 3,047,094 518439104 ESTEE LAUDER COS INC/THE 2,874,198 3,829,043 297425100 ESTERLINE TECHNOLOGIES CORP 371,901 495,451 297602104 ETHAN ALLEN INTERIORS INC 135,849 180,980 269246401 ETRADE FINANCIAL CORP 1,518,473 2,022,929 29786A106 ETSY INC 183,219 244,087 298736109 EURONET WORLDWIDE INC 597,765 796,350 29978A104 EVERBRIDGE INC 42,965 57,239 29977A105 EVERCORE PARTNERS INC 370,962 494,200 G3223R108 EVEREST RE GROUP LTD 5,007,499 6,671,053 30034T103 EVERI HOLDINGS INC 48,231 64,254 30040W108 EVERSOURCE ENERGY 2,603,054 3,467,822 30040P103 EVERTEC INC 165,590 220,601 30050B101 EVOLENT HEALTH INC 105,128 140,052 811054402 EW SCRIPPS CO/THE 150,019 199,857 30063P105 EXACT SCIENCES CORP 1,222,987 1,629,279 30064E109 EXACTECH INC 48,784 64,990 269279501 EXCO RESOURCES INC 1 1 30161Q104 EXELIXIS INC 884,944 1,178,933 30161N101 EXELON CORP 9,709,581 12,935,226 302081104 EXLSERVICE HOLDINGS INC 249,413 332,271 30212P303 EXPEDIA INC 2,449,223 3,262,885 302130109 EXPEDITORS INTERNATIONAL OF WASHINGTON INC 2,965,077 3,950,113 30214U102 EXPONENT INC 250,899 334,251 30219E103 EXPRESS INC 76,126 101,416 30219G108 EXPRESS SCRIPTS HOLDING CO 5,879,386 7,832,592 30224P200 EXTENDED STAY AMERICA INC 368,843 491,378 30227H106 EXTERRAN CORP 104,800 139,615 30225T102 EXTRA SPACE STORAGE INC 1,257,314 1,675,009 30227M105 EXTRACTION OIL & GAS INC 187,179 249,363 30226D106 EXTREME NETWORKS INC 144,795 192,898 30231G102 EXXON MOBIL CORP 47,772,317 63,642,886 302301106 EZCORP INC 68,600 91,390 315616102 F5 NETWORKS INC 1,318,257 1,756,199 G3323L100 FABRINET COMMON 253,021 337,077 30303M102 FACEBOOK INC 53,702,018 71,542,508 303075105 FACTSET RESEARCH SYSTEMS INC 931,125 1,240,457 303250104 FAIR ISAAC CORP 551,698 734,980

30555Q108 FAIRMOUNT SANTROL HOLDINGS INC $52,372 $69,771 305560302 FAIRPOINT COMMUNICATIONS INC 11,018 14,678 307675108 FARMER BROTHERS CO 26,320 35,064 311642102 FARO TECHNOLOGIES INC 114,775 152,904 311900104 FASTENAL CO 1,701,033 2,266,138 30239F106 FBL FINANCIAL GROUP INC 108,395 144,405 30255G103 FCB FINANCIAL HOLDINGS INC 180,679 240,703 313148306 FEDERAL AGRICULTURAL MORTGAGE CORP 108,381 144,387 313747206 FEDERAL REALTY INVESTMENT TRUST 1,227,769 1,635,650 313855108 FEDERAL SIGNAL CORP 200,212 266,725 314211103 FEDERATED INVESTORS INC 345,344 460,071 31428X106 FEDEX CORP 16,024,824 21,348,474 31430F101 FELCOR LODGING TRUST INC 153,233 204,140 315405100 FERRO CORP 195,161 259,996 31572Q808 FIBROGEN INC 207,853 276,905 315785105 FIDELITY & GUARANTY LIFE 15,430 20,556 31620M106 FIDELITY NATIONAL INFORMATION SERVICES 3,806,155 5,070,608 316394105 FIDELITY SOUTHERN CORP 22,796 30,370 31660B101 FIESTA RESTAURANT GROUP INC 789,346 1,051,577 316773100 FIFTH THIRD BANCORP 3,364,439 4,482,148 317485100 FINANCIAL ENGINES INC 275,008 366,369 317585404 FINANCIAL INSTITUTIONS INC 70,886 94,436 31787A507 FINISAR CORP 385,806 513,976 317923100 FINISH LINE INC 85,024 113,270 31816Q101 FIREEYE INC 3,240,062 4,316,452 31847R102 FIRST AMERICAN FINANCIAL CORP 656,045 873,992 31866P102 FIRST BANCORP INC/ME 39,334 52,401 318672706 FIRST BANCORP/PUERTO RICO 108,157 144,088 318910106 FIRST BANCORP/SOUTHERN PINES NC 83,033 110,617 319383204 FIRST BUSEY CORP 136,466 181,801 31946M103 FIRST CITIZENS BANCSHARES INC/NC 381,694 508,497 319829107 FIRST COMMONWEALTH FINANCIAL CORP 178,055 237,207 31983A103 FIRST COMMUNITY BANCSHARES INC/VA 59,044 78,659 319850103 FIRST CONNECTICUT BANCORP INC 59,251 78,935 32008D106 FIRST DATA CORP 4,531,450 6,036,854 32006W106 FIRST DEFIANCE FINANCIAL CORP 80,152 106,780 320209109 FIRST FINANCIAL BANCORP 247,607 329,866 32020R109 FIRST FINANCIAL BANKSHARES INC 360,302 480,000 320218100 FIRST FINANCIAL CORP/IN 101,662 135,436 32026V104 FIRST FOUNDATION INC 19,051 25,381

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32051X108 FIRST HAWAIIAN INC $190,334 $253,566 320517105 FIRST HORIZON NATIONAL CORP 536,243 714,389 32054K103 FIRST INDUSTRIAL REALTY TRUST INC 440,110 586,320 32055Y201 FIRST INTERSTATE BANCSYSTEM INC 98,734 131,534 320817109 FIRST MERCHANTS CORP 212,342 282,885 320866106 FIRST MID-ILLINOIS BANCSHARES INC 56,917 75,826 320867104 FIRST MIDWEST BANCORP INC 311,231 414,625 320734106 FIRST OF LONG ISLAND CORP 64,254 85,599 33610F109 FIRST POTOMAC REALTY TRUST 99,826 132,990 33616C100 FIRST REPUBLIC BANK/CA 3,112,361 4,146,327 336433107 FIRST SOLAR INC 405,253 539,883 33767D105 FIRSTCASH INC 965,109 1,285,731 337932107 FIRSTENERGY CORP 1,743,698 2,322,977 337738108 FISERV INC 7,100,266 9,459,064 33812L102 FITBIT INC 96,970 129,184 33829M101 FIVE BELOW INC 1,238,314 1,649,698 33830X104 FIVE PRIME THERAPEUTICS INC 110,865 147,695 338307101 FIVE9 INC 125,980 167,832 337930705 FLAGSTAR BANCORP INC 135,355 180,322 339041105 FLEETCOR TECHNOLOGIES INC 1,743,614 2,322,865 Y2573F102 FLEX LTD 2,936,130 3,911,549 33938J106 FLEXION THERAPEUTICS INC 414,871 552,696 339382103 FLEXSTEEL INDUSTRIES INC 70,833 94,364 302445101 FLIR SYSTEMS INC 2,302,773 3,067,784 339750101 FLOOR & DECOR HOLDINGS INC 41,882 55,796 343389102 FLOTEK INDUSTRIES INC 66,985 89,239 343498101 FLOWERS FOODS INC 1,103,821 1,470,524 34354P105 FLOWSERVE CORP 3,597,719 4,792,927 34385P108 FLUIDIGM CORP 95,529 127,265 343412102 FLUOR CORP 2,018,793 2,689,461 343873105 FLUSHING FINANCIAL CORP 144,620 192,664 302491303 FMC CORP 1,430,549 1,905,796 302520101 FNB COR 573,418 763,915 31620R303 FNF GROUP TRACKING 1,506,457 2,006,921 31620R402 FNFV GROUP TRACKING 128,907 171,732 344849104 FOOT LOCKER INC 902,650 1,202,521 345370860 FORD MOTOR CO 7,605,990 10,132,796 345605109 FOREST CITY REALTY TRUST INC 701,709 934,826 346233109 FORESTAR GROUP INC 2,287 3,047 346375108 FORMFACTOR INC 146,609 195,314

346563109 FORRESTER RESEARCH INC $85,345 $113,698 34959E109 FORTINET INC 1,449,579 1,931,148 34959J108 FORTIVE CORP 2,627,405 3,500,262 34964C106 FORTUNE BRANDS HOME & SECURITY INC 1,360,522 1,812,504 34984V100 FORUM ENERGY TECHNOLOGIES INC 133,322 177,614 349853101 FORWARD AIR CORP 249,330 332,160 34988V106 FOSSIL GROUP INC 63,256 84,270 350465100 FOUNDATION MEDICINE INC 69,665 92,809 35086T109 FOUR CORNERS PROPERTY TRUST INC 201,641 268,629 35138V102 FOX FACTORY HOLDING CORP 175,322 233,566 30254T759 FPA CRESCENT FUND 59,809,327 79,678,743 351793104 FRANCESCA’S HOLDINGS CORP 63,758 84,939 353514102 FRANKLIN ELECTRIC CO INC 274,094 365,151 35352P104 FRANKLIN FINANCIAL NETWORK INC 75,557 100,657 354613101 FRANKLIN RESOURCES INC 3,349,444 4,462,172 35471R106 FRANKLIN STREET PROPERTIES CORP 159,574 212,587 N33462107 FRANK’S INTERNATIONAL NV 84,595 112,698 356108100 FRED’S INC 61,796 82,326 35671D857 FREEPORT-MCMORAN INC 2,866,883 3,819,297 357023100 FREIGHTCAR AMERICA INC 55,978 74,575 35802M115 FRESENIUS KABI PHARMACEUTICALS HLDG CONTINGENT 81 108 G36738105 FRESH DEL MONTE PRODUCE INC 233,833 311,515 358039105 FRESHPET INC 65,809 87,672 35906A108 FRONTIER COMMUNICATIONS CORP 189,072 251,884 G3682E192 FRONTLINE LTD 68,995 91,916 30281V108 FTD COS INC 67,022 89,288 302941109 FTI CONSULTING INC 187,922 250,352 360271100 FULTON FINANCIAL 438,591 584,297 36116M106 FUTUREFUEL CORP 13,261 17,666 361438104 GAMCO INVESTORS INC 35,095 46,754 36467W109 GAMESTOP CORP 331,892 442,150 36467J108 GAMING AND LEISURE PROPERTIES INC 1,656,398 2,206,674 36473H104 GANNETT CO INC 143,540 191,226 364760108 GAP INC/THE 900,908 1,200,201 36555P107 GARDNER DENVER HOLDINGS INC 93,824 124,993 H2906T109 GARMIN LTD 819,805 1,092,155 366651107 GARTNER INC 1,447,659 1,928,589 G37585109 GASLOG LTD 58,310 77,682 361448103 GATX CORP 399,690 532,472 36164Y101 GCP APPLIED TECHNOLOGIES INC 298,012 397,015

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368736104 GENERAC HOLDINGS INC $1,721,507 $2,293,414 369300108 GENERAL CABLE CORP 146,957 195,777 369385109 GENERAL COMMUNICATION INC 171,613 228,625 369550108 GENERAL DYNAMICS CORP 7,667,700 10,215,007 369604103 GENERAL ELECTRIC CO 35,480,292 47,267,294 370334104 GENERAL MILLS INC 4,840,393 6,448,433 37045V100 GENERAL MOTORS 6,622,242 8,822,235 371532102 GENESCO INC 126,630 168,699 371559105 GENESEE & WYOMING INC 1,910,547 2,545,255 37185X106 GENESIS HEALTHCARE INC 6,644 8,851 372309104 GENMARK DIAGNOSTICS INC 66,295 88,319 37244C101 GENOMIC HEALTH INC 86,958 115,847 G3922B107 GENPACT LTD 515,771 687,117 371901109 GENTEX CORP 701,537 934,596 37253A103 GENTHERM INC 216,228 288,061 372460105 GENUINE PARTS CO 1,810,348 2,411,769 37247D106 GENWORTH FINANCIAL INC 285,600 380,480 37364X109 GEOSPACE TECHNOLOGIES CORP 25,538 34,022 373865104 GERMAN AMERICAN BANCORP INC 75,388 100,432 374163103 GERON CORP 46,726 62,249 374297109 GETTY REALTY CORP 80,069 106,669 36174X101 GGP INC 1,936,615 2,579,983 374689107 GIBRALTAR INDUSTRIES INC 212,049 282,494 37518B102 GIGAMON INC 187,467 249,746 36237H101 G-III APPAREL GROUP LTD 148,787 198,216 375558103 GILEAD SCIENCES INC 13,769,296 18,343,630 37637Q105 GLACIER BANCORP INC 1,530,879 2,039,457 376536108 GLADSTONE COMMERCIAL 100,308 133,632 377322102 GLAUKOS CORP 124,235 165,508 37890U108 GLOBAL BLOOD THERAPEUTICS INC 91,166 121,452 37953G103 GLOBAL BRASS & COPPER HOLDINGS INC 74,897 99,779 37951D102 GLOBAL EAGLE ENTERTAINMENT INC 22,076 29,410 G3933F105 GLOBAL INDEMNITY LTD 58,796 78,328 379378201 GLOBAL NET LEASE INC 227,067 302,501 37940X102 GLOBAL PAYMENTS INC 1,846,363 2,459,748 378973408 GLOBALSTAR INC 86,247 114,899 L44385109 GLOBANT SA 610,243 812,974 379577208 GLOBUS MEDICAL INC 289,913 386,226 379890106 GLU MOBILE INC 30,690 40,885 AAG9928G5 GMO - QUALITY FUND-V 35,019,984 46,654,066

380995613 GMO- ASSET ALLOCATION BOND FUND III $41,539,023 $55,338,812 362008120 GMO CORE PLUS BOND FUND OPEN-END 11,547,346 15,383,521 362007346 GMO CURRENCY HEDGED INTERNATIONAL 20,586,471 27,425,558 362008831 GMO INTERNATIONAL EQUITY FUND OPEN-END 56,011,949 74,619,828 AAH9949A2 GMO US EQUITY ALLOCATION FUND 35,409,000 47,172,318 362997595 GMO-DEBT OPPORTUNITIES FUND VI MUTUAL 6,982,749 9,302,506 AAI9929B3 GMO-SYSTEMATIC GLOBAL MACRO OPP FUND IV 6,867,830 9,149,410 362997579 GMO-US TREASURY FUND MUTUAL 17,439,360 23,232,936 36251C103 GMS INC 68,879 91,761 36191G107 GNC HOLDINGS INC 85,835 114,351 380237107 GODADDY INC 396,351 528,024 38046C109 GOGO INC 94,972 126,523 G9456A100 GOLAR LNG LTD 273,618 364,518 38141G104 GOLDMAN SACHS GROUP INC 11,713,132 15,604,383 38173M102 GOLUB CAPITAL BDC INC 433,514 577,534 382550101 GOODYEAR TIRE & RUBBER CO 4,213,623 5,613,442 38268T103 GOPRO INC 98,184 130,802 383082104 GORMAN-RUPP CO/THE 77,442 103,169 38376A103 GOVERNMENT PROPERTIES INCOME TRUST 142,114 189,326 36225V104 GP STRATEGIES CORP 10,933 14,565 384109104 GRACO INC 863,522 1,150,395 384556106 GRAHAM CORP 55,526 73,973 384637104 GRAHAM HOLDINGS CO 628,772 837,658 385002308 GRAMERCY PROPERTY TRUST 547,008 728,731 38526M106 GRAND CANYON EDUCATION INC 517,532 689,462 387328107 GRANITE CONSTRUCTION INC 294,507 392,346 388689101 GRAPHIC PACKAGING HOLDING CO 622,081 828,745 389375106 GRAY TELEVISION INC 107,967 143,835 390607109 GREAT LAKES DREDGE & DOCK C 35,681 47,534 391164100 GREAT PLAINS ENERGY INC 823,048 1,096,475 390905107 GREAT SOUTHERN BANCORP INC 112,617 150,030 391416104 GREAT WESTERN BANCORP INC 321,278 428,010 39260X100 GREEN BANCORP INC 67,542 89,980 39304D102 GREEN DOT CORP 298,573 397,763 393222104 GREEN PLAINS INC 109,221 145,505 393657101 GREENBRIER COS INC 188,526 251,156 395259104 GREENHILL & CO INC 98,322 130,986 G4095J109 GREENLIGHT CAPITAL RE LTD 100,279 133,593 397624206 GREIF INC 15,008 19,994 397624107 GREIF INC 220,211 293,368

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398433102 GRIFFON CORP $154,285 $205,541 398905109 GROUP 1 AUTOMOTIVE INC 191,083 254,563 399473107 GROUPON INC 238,278 317,438 400110102 GRUBHUB INC 441,123 587,669 362393100 GTT COMMUNICATIONS INC 93,637 124,744 40075T607 GUARANTY BANCORP 73,668 98,141 401617105 GUESS? INC 125,210 166,807 40171V100 GUIDEWIRE SOFTWARE INC 690,933 920,470 402307102 GULF ISLAND FABRICATION INC 639 851 402635304 GULFPORT ENERGY CORP 295,479 393,641 404030108 H&E EQUIPMENT SERVICES INC 81,387 108,425 093671105 H&R BLOCK INC 935,110 1,245,765 404609109 HACKETT GROUP INC/THE 95,572 127,322 405024100 HAEMONETICS CORP 287,958 383,621 405217100 HAIN CELESTIAL GROUP INC 521,709 695,028 406216101 HALLIBURTON CO 5,542,594 7,383,914 40637H109 HALOZYME THERAPEUTICS INC 181,948 242,393 40650V100 HALYARD HEALTH INC 270,892 360,885 410120109 HANCOCK HOLDING CO 541,252 721,063 410345102 HANESBRANDS INC 2,291,313 3,052,517 410495204 HANMI FINANCIAL CORP 156,711 208,772 41068X100 HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE165,270 220,174 410867105 HANOVER INSURANCE GROUP INC 509,340 678,549 412822108 HARLEY-DAVIDSON INC 1,300,742 1,732,865 413160102 HARMONIC INC 112,119 149,366 413875105 HARRIS CORP 2,297,532 3,060,802 415864107 HARSCO CORP 214,404 285,632 416515104 HARTFORD FINANCIAL SERVICES GROUP 5,408,787 7,205,654 418056107 HASBRO INC 1,672,838 2,228,576 419596101 HAVERTY FURNITURE COS INC 123,653 164,733 419870100 HAWAIIAN ELECTRIC INDUSTRIES INC 1,146,314 1,527,134 419879101 HAWAIIAN HOLDINGS INC 604,799 805,721 420261109 HAWKINS INC 83,555 111,312 420877201 HAYNES INTERNATIONAL INC 92,326 122,998 359694106 HB FULLER CO 372,669 496,474 40412C101 HCA HEALTHCARE INC 3,995,075 5,322,290 40416E103 HCI GROUP INC 28,794 38,360 40414L109 HCP INC 1,996,526 2,659,798 40416M105 HD SUPPLY HOLDINGS INC 817,704 1,089,355 421946104 HEALTHCARE REALTY TRUST INC 557,238 742,359

421906108 HEALTHCARE SERVICES GROUP INC $469,574 $625,573 42225P501 HEALTHCARE TRUST OF AMERICA INC 748,102 996,631 42226A107 HEALTHEQUITY INC 1,634,917 2,178,057 421924309 HEALTHSOUTH CORP 625,202 832,902 42222N103 HEALTHSTREAM INC 92,626 123,398 422347104 HEARTLAND EXPRESS INC 180,124 239,963 42234Q102 HEARTLAND FINANCIAL USA INC 200,358 266,920 422704106 HECLA MINING CO 248,726 331,356 422806109 HEICO CORP 230,092 306,532 422806208 HEICO CORP C 1,779,326 2,370,441 422819102 HEIDRICK & STRUGGLES INTERNATIONAL INC 95,459 127,171 G4388N106 HELEN OF TROY LTD 372,662 496,465 42330P107 HELIX ENERGY SOLUTIONS GROUP INC 86,936 115,817 423452101 HELMERICH & PAYNE INC 746,466 994,451 806407102 HENRY SCHEIN INC 2,445,240 3,257,579 G4412G101 HERBALIFE LTD 662,749 882,923 42704L104 HERC HOLDINGS INC 134,533 179,227 427096508 HERCULES CAPITAL INC 192,673 256,682 426927109 HERITAGE COMMERCE CORP 54,310 72,353 42722X106 HERITAGE FINANCIAL CORP 100,931 134,461 42727J102 HERITAGE INSURANCE HOLDINGS INC 23,185 30,888 600544100 HERMAN MILLER INC 285,351 380,149 427746102 HERON THERAPEUTICS INC 69,195 92,182 427825500 HERSHA HOSPITALITY TRUST 438,495 584,168 427866108 HERSHEY CO/THE 3,369,173 4,488,455 42806J106 HERTZ GLOBAL HOLDINGS INC 117,567 156,625 42805E306 HESKA CORP 142,238 189,491 42809H107 HESS CORP 1,647,953 2,195,424 42824C109 HEWLETT PACKARD ENTERPRISE CO 6,556,438 8,734,569 428291108 HEXCEL CORP 615,034 819,356 40418F108 HFF INC 958,032 1,276,302 428567101 HIBBETT SPORTS INC 69,535 92,636 431284108 HIGHWOODS PROPERTIES INC 648,384 863,785 431571108 HILLENBRAND INC 306,877 408,825 431475102 HILL-ROM HOLDINGS INC 822,234 1,095,391 432748101 HILLTOP HOLDINGS INC 229,968 306,367 43283X105 HILTON GRAND VACATIONS INC 249,417 332,276 43300A203 HILTON WORLDWIDE HOLDINGS INC 1,652,003 2,200,819 40425J101 HMS HOLDINGS CORP 215,773 287,456 404251100 HNI CORP 270,684 360,609

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436106108 HOLLYFRONTIER CORP $614,999 $819,309 436440101 HOLOGIC INC 1,750,587 2,332,154 436893200 HOME BANCSHARES INC/AR 420,574 560,294 437076102 HOME DEPOT INC/TH 25,689,348 34,223,675 43785V102 HOMESTREET INC 75,963 101,199 437872104 HOMETRUST BANCSHARES INC 25,262 33,654 438516106 HONEYWELL INTERNATIONAL INC 16,333,474 21,759,660 439038100 HOOKER FURNITURE CORP 57,855 77,075 43940T109 HOPE BANCORP INC 318,951 424,911 440327104 HORACE MANN EDUCATORS CORP 234,668 312,628 440407104 HORIZON BANCORP/IN 45,340 60,403 44052W104 HORIZON GLOBAL CORP 44,619 59,442 G4617B105 HORIZON PHARMA PLC 222,277 296,120 440452100 HORMEL FOODS CORP 1,286,339 1,713,677 440894103 HORTONWORKS INC 103,382 137,727 44106M102 HOSPITALITY PROPERTIES TRUST 1,085,045 1,445,511 44107P104 HOST HOTELS & RESORTS INC 2,546,019 3,391,839 44109J106 HOSTESS BRANDS INC 338,898 451,484 44157R109 HOUGHTON MIFFLIN HARCOURT CO 199,226 265,412 441593100 HOULIHAN LOKEY INC 86,501 115,238 442487203 HOVNANIAN ENTERPRISES INC 25,523 34,002 44267D107 HOWARD HUGHES CORP 4,762,810 6,345,076 40434L105 HP INC 4,455,128 5,935,178 40434J100 HRG GROUP INC 246,699 328,656 404303109 HSN INC 141,023 187,873 443320106 HUB GROUP INC 226,838 302,197 443510607 HUBBELL INC 816,837 1,088,201 443573100 HUBSPOT INC 920,658 1,226,512 444097109 HUDSON PACIFIC PROPERTIES INC REIT 666,178 887,491 444859102 HUMANA INC 5,424,871 7,227,082 446150104 HUNTINGTON BANCSHARES INC/OH 1,944,290 2,590,208 446413106 HUNTINGTON INGALLS INDUSTRIES INC 1,143,606 1,523,526 447011107 HUNTSMAN CORP 708,053 943,277 447462102 HURON CONSULTING GROUP INC 152,156 202,704 448579102 HYATT HOTELS CORP 242,137 322,579 449172105 HYSTER-YALE MATERIALS HANDLING INC 557,757 743,052 44919P508 IAC/INTERACTIVECORP 2,638,196 3,514,638 450828108 IBERIABANK CORP 527,363 702,559 44925C103 ICF INTERNATIONAL INC 84,243 112,230 G4705A100 ICON PLC COMMON 2,272,911 3,028,001

451055107 ICONIX BRAND GROUP INC $58,208 $77,545 44930G107 ICU MEDICAL INC 372,756 496,590 451107106 IDACORP INC 595,149 792,865 45167R104 IDEX CORP 1,130,040 1,505,453 45168D104 IDEXX LABORATORIES INC 2,400,715 3,198,263 448947507 IDT CORP 38,717 51,579 451731103 IGNYTA INC 53,813 71,691 G47567105 IHS MARKIT LTD 3,476,888 4,631,954 902104108 II-VI INC 243,266 324,082 44967H101 ILG INC 454,894 606,015 452308109 ILLINOIS TOOL WORKS INC 8,015,663 10,678,568 452327109 ILLUMINA INC 5,201,226 6,929,139 45245E109 IMAX CORP 179,318 238,890 452521107 IMMERSION CORP 55,426 73,839 45253H101 IMMUNOGEN INC 305,991 407,645 452907108 IMMUNOMEDICS INC 111,164 148,095 45256B101 IMPAX LABORATORIES INC 168,292 224,201 45321L100 IMPERVA INC 197,188 262,696 453204109 IMPINJ INC 91,186 121,479 45329R109 INC RESEARCH HOLDINGS INC 408,238 543,859 45337C102 INCYTE CORP 2,948,815 3,928,448 45378A106 INDEPENDENCE REALTY TRUST INC 109,535 145,923 453838609 INDEPENDENT BANK CORP/MI 70,346 93,716 453836108 INDEPENDENT BANK CORP/ROCKLAND MA 289,622 385,838 45384B106 INDEPENDENT BANK GROUP INC 132,171 176,080 45667G103 INFINERA CORP 186,165 248,011 45665Q103 INFINITY PROPERTY & CASUALTY CORP 158,397 211,019 45685L100 INFRAREIT INC 93,738 124,880 G47791101 INGERSOLL-RAND PLC 3,590,838 4,783,760 45688C107 INGEVITY CORP 339,462 452,236 457030104 INGLES MARKETS INC 75,695 100,842 457187102 INGREDION INC 1,981,527 2,639,816 45773Y105 INNERWORKINGS INC 163,379 217,656 45774N108 INNOPHOS HOLDINGS INC 119,589 159,317 45768S105 INNOSPEC INC 1 253,027 337,086 45781M101 INNOVIVA INC 129,785 172,901 45780L104 INOGEN INC 249,819 332,812 45781D101 INOVALON HOLDINGS INC 84,758 112,915 45773H201 INOVIO PHARMACEUTICALS INC 368,843 491,377 45772F107 INPHI CORP 183,678 244,699

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45765U103 INSIGHT ENTERPRISES INC $220,409 $293,631 457669307 INSMED INC 150,478 200,468 45778Q107 INSPERITY INC 164,950 219,749 45780R101 INSTALLED BUILDING PRODUCTS INC 156,522 208,520 45774W108 INSTEEL INDUSTRIES INC 97,638 130,074 45781U103 INSTRUCTURE INC 65,237 86,910 45784P101 INSULET CORP 410,080 546,314 45824V209 INSYS THERAPEUTICS INC 36,975 49,258 45826H109 INTEGER HOLDINGS CORP 169,975 226,442 457985208 INTEGRA LIFESCIENCES HOLDINGS CORP 439,854 585,979 458118106 INTEGRATED DEVICE TECHNOLOGY INC 438,810 584,589 458140100 INTEL CORP 24,639,574 32,825,152 L5140P101 INTELSAT SA 3,422 4,558 458334109 INTER PARFUMS INC 74,113 98,734 45841N107 INTERACTIVE BROKERS GROUP INC 341,575 455,051 45845P108 INTERCEPT PHARMACEUTICALS INC 253,649 337,914 45866F104 INTERCONTINENTALEXCHANGE INC 8,186,818 10,906,583 45867G101 INTERDIGITAL INC 379,533 505,618 458665304 INTERFACE INC 185,211 246,740 459044103 INTERNATIONAL BANCSHARES CORP 286,934 382,257 459200101 INTERNATIONAL BUSINESS MACHINES CORP 19,157,329 25,521,637 459506101 INTERNATIONAL FLAVORS & FRAGRANCES INC 1,441,559 1,920,464 G4863A108 INTERNATIONAL GAME TECHNOLOGY PLC 232,099 309,205 460146103 INTERNATIONAL PAPER CO 6,793,119 9,049,879 Y41053102 INTERNATIONAL SEAWAYS INC 68,616 91,411 460335201 INTERNATIONAL SPEEDWAY 180,354 240,269 460690100 INTERPUBLIC GROUP OF COS INC/THE 1,318,504 1,756,528 46071F103 INTERSECT ENT INC 52,087 69,390 46116V105 INTL. FCSTONE INC 78,187 104,161 46116X101 INTRA-CELLULAR THERAPIES INC 360,827 480,699 46090K109 INTRAWEST RESORTS HOLDINGS INC 83,389 111,092 46122T102 INTREXON CORP 166,295 221,540 461202103 INTUIT INC 6,736,835 8,974,897 46120E602 INTUITIVE SURGICAL INC 4,775,765 6,362,334 461203101 INVACARE CORP 79,679 106,149 G491BT108 INVESCO LTD 4,636,610 6,176,950 46131B100 INVESCO MORTGAGE CAPITAL INC 299,630 399,171 46145F105 INVESTMENT TECHNOLOGY GROUP INC 138,467 184,467 46146L101 INVESTORS BANCORP INC 491,321 654,545 461730103 INVESTORS REAL ESTATE TRUST 94,043 125,285

46185L103 INVITAE CORP $60,779 $80,971 46187W107 INVITATION HOMES INC 225,846 300,875 462222100 IONIS PHARMACEUTIC 2,829,132 3,769,005 462260100 IOVANCE BIOTHERAPEUTICS INC 14,610 19,464 44980X109 IPG PHOTONICS CORP 690,970 920,519 450056106 IRHYTHM TECHNOLOGIES INC 60,988 81,249 46269C102 IRIDIUM COMMUNICATIONS INC 179,506 239,140 462726100 IROBOT CORP 337,643 449,812 46284V101 IRON MOUNTAIN INC 1,193,230 1,589,636 46333X108 IRONWOOD PHARMACEUTICALS INC 311,449 414,917 464287200 ISHARES CORE S&P 2,276,114 3,032,268 45031U101 ISTAR INC 152,673 203,393 465741106 ITRON INC 272,882 363,537 45073V108 ITT INC 512,049 682,158 46600W106 IXYS CORP 122,861 163,677 46609J106 J ALEXANDER’S HOLDINGS INC 25,430 33,878 466032109 J&J SNACK FOODS CORP 271,608 361,840 48123V102 J2 GLOBAL INC 3,909,752 5,208,621 466313103 JABIL INC 1,585,769 2,112,582 426281101 JACK HENRY & ASSOCIATES INC 1,075,207 1,432,405 466367109 JACK IN THE BOX INC 405,466 540,167 469814107 JACOBS ENGINEERING GROUP INC 887,749 1,182,670 47009K107 JAGGED PEAK ENERGY INC 72,286 96,300 G5005R107 JAMES RIVER GROUP 123,053 163,933 G4474Y214 JANUS HENDERSON GROUP PLC 24,078 32,077 445658107 JB HUNT TRANSPORT SERVICES INC 1,162,567 1,548,787 708160106 JC PENNEY CO INC 191,713 255,403 47580P103 JELD-WEN HOLDING INC 95,670 127,453 477143101 JETBLUE AIRWAYS CORP 1,209,048 1,610,709 832696405 JM SMUCKER CO 1,865,022 2,484,605 800422107 JOHN B SANFILIPPO & SON INC 117,165 156,089 477839104 JOHN BEAN TECHNOLOGIES CORP 419,033 558,240 968223206 JOHN WILEY & SONS INC 361,711 481,876 478160104 JOHNSON & JOHNSON 53,616,500 71,428,580 G51502105 JOHNSON CONTROLS INTERNATIONAL 8,350,870 11,125,135 48020Q107 JONES LANG LASALLE INC 787,097 1,048,580 46625H100 JPMORGAN CHASE & CO 49,176,298 65,513,286 48203R104 JUNIPER NETWORKS INC 3,568,694 4,754,260 48205A109 JUNO THERAPEUTICS INC 548,478 730,689 48273U102 K12 INC 79,183 105,489

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48273J107 K2M GROUP HOLDINGS INC $117,264 $156,221 48282T104 KADANT INC 112,704 150,145 483007704 KAISER ALUMINUM CORP 241,872 322,225 483548103 KAMAN CORP 1,130,307 1,505,809 485170302 KANSAS CITY SOUTHERN 1,516,447 2,020,230 48562P103 KAPSTONE PAPER AND PACKAGING CORP 258,002 343,714 48238T109 KAR AUCTION SERVICES INC 1,845,705 2,458,872 48576U106 KARYOPHARM THERAPEUTICS INC 19,605 26,118 485865109 KATE SPADE & CO 330,790 440,683 48666K109 KB HOME 256,543 341,769 48242W106 KBR INC 313,447 417,579 48669A108 KEANE GROUP INC 58,057 77,344 48716P108 KEARNY FINANCIAL CORP/MD 189,542 252,510 487836108 KELLOGG CO 2,754,031 3,668,956 488152208 KELLY SERVICES INC 127,482 169,833 488360207 KEMET CORP 60,880 81,105 488401100 KEMPER CORP 220,308 293,498 489170100 KENNAMETAL INC 429,177 571,755 489398107 KENNEDY-WILSON HOLDINGS INC 194,269 258,807 492515101 KERYX BIOPHARMACEUTICALS INC 87,419 116,461 493267108 KEYCORP 3,312,111 4,412,436 49338L103 KEYSIGHT TECHNOLOGIES INC 3,828,933 5,100,953 493723100 KEYW HOLDING CORP/ 14,714 19,602 493732101 KFORCE INC 83,003 110,578 49427F108 KILROY REALTY CORP 943,915 1,257,496 49428J109 KIMBALL ELECTRONICS INC 67,058 89,335 494274103 KIMBALL INTERNATIONAL INC 99,495 132,548 494368103 KIMBERLY-CLARK CORP 10,687,658 14,238,234 49446R109 KIMCO REALTY CORP 1,026,021 1,366,878 49456B101 KINDER MORGAN INC/DE 6,785,353 9,039,534 494580103 KINDRED HEALTHCARE INC 133,959 178,461 49714P108 KINSALE CAPITAL GROUP INC 56,164 74,823 497266106 KIRBY CORP 451,226 601,129 497498105 KIRKLAND’S INC 23,896 31,834 49803L109 KITE PHARMA INC 641,624 854,780 49803T300 KITE REALTY GROUP TRUST 222,019 295,777 482480100 KLA-TENCOR CORP 2,747,844 3,660,713 498696103 KLONDEX MINES LTD 61,700 82,197 482539103 KLX INC 372,961 496,864 482564101 KMG CHEMICALS INC 85,217 113,528

499064103 KNIGHT TRANSPORTATION INC $2,701,762 $3,599,322 498904200 KNOLL INC 104,695 139,476 49926D109 KNOWLES CORP 2,472,216 3,293,517 500255104 KOHL’S CORP 954,496 1,271,591 500600101 KOPIN CORP 50,612 67,426 50060P106 KOPPERS HOLDINGS INC 105,723 140,845 500643200 KORN/FERRY INTERNATIONAL 280,404 373,557 G5315B107 KOSMOS ENERGY LTD 108,571 144,639 500754106 KRAFT HEINZ 7,198,682 9,590,175 50077C106 KRATON CORP 178,338 237,584 50077B207 KRATOS DEFENSE & SECURITY SOLUTIONS INC 133,814 178,269 501044101 KROGER CO/THE 3,761,750 5,011,451 50105F105 KRONOS WORLDWIDE INC 65,373 87,091 501242101 KULICKE & SOFFA INDUSTRIES INC 5,443 7,251 501797104 L BRANDS INC 1,792,563 2,388,074 502413107 L3 TECHNOLOGIES INC 6,777,290 9,028,792 503459604 LA JOLLA PHARMACEUTICAL 48,278 64,317 50420D108 LA QUINTA HOLDINGS INC 206,999 275,767 50540R409 LABORATORY CORP OF AMERICA 3,903,467 5,200,248 505743104 LADDER CAPITAL CORP 100,989 134,539 511637100 LAKELAND BANCORP INC 917,837 1,222,753 511656100 LAKELAND FINANCIAL CORP 134,254 178,855 512807108 LAM RESEARCH CORP 3,949,766 5,261,929 512816109 LAMAR ADVERTISING CO 813,322 1,083,517 513272104 LAMB WESTON HOLDINGS INC 1,378,324 1,836,221 513847103 LANCASTER COLONY CORP 450,622 600,324 51476K103 LANDAUER INC 113,752 151,541 514766104 LANDEC CORP 91,047 121,294 51509F105 LANDS’ END INC 26,237 34,953 515098101 LANDSTAR SYSTEM INC 1,115,761 1,486,431 516012101 LANNETT CO INC C 67,813 90,342 516544103 LANTHEUS HOLDINGS INC 49,959 66,556 516806106 LAREDO PETROLEUM INC 530,250 706,406 517834107 LAS VEGAS SANDS CORP 3,030,896 4,037,797 517942108 LASALLE HOTEL PROPERTIES 1,284,222 1,710,857 518415104 LATTICE SEMICONDUCTOR CORP 93,350 124,362 518613203 LAUREATE EDUCATION INC 114,107 152,014 G54050102 LAZARD LTD MLP 744,587 991,948 505336107 LA-Z-BOY INC 247,916 330,277 50189K103 LCI INDUSTRIES INC 299,304 398,737

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521865204 LEAR CORP $2,192,749 $2,921,208 52471Y106 LEGACYTEXAS FINANCIAL GROUP INC 226,453 301,683 524901105 LEGG MASON INC 519,335 691,864 524660107 LEGGETT & PLATT INC 976,428 1,300,810 525327102 LEIDOS HOLDINGS INC 973,936 1,297,490 525558201 LEMAITRE VASCULAR INC 59,706 79,541 52603A109 LENDINGCLUB CORP 879,111 1,171,163 52603B107 LENDINGTREE INC 1,824,099 2,430,087 526057104 LENNAR CORP 1,412,686 1,881,998 526057302 LENNAR CORP 18,623 24,810 526107107 LENNOX INTERNATIONAL INC 952,754 1,269,271 527288104 LEUCADIA NATIONAL CORP 1,521,080 2,026,401 52729N308 LEVEL 3 COMMUNICATIONS INC 2,398,764 3,195,664 528872302 LEXICON PHARMACEUTICALS INC 105,564 140,634 529043101 LEXINGTON REALTY TRUS 320,595 427,100 50187T106 LGI HOMES INC 66,026 87,960 50187A107 LHC GROUP INC 123,228 164,166 529898108 LIBBEY INC 18,158 24,190 530307107 LIBERTY BROADBAND CORP 632,857 843,100 530307305 LIBERTY BROADBAND CORP 2,173,448 2,895,495 53046P109 LIBERTY EXPEDIA HOLDINGS INC 407,779 543,249 G5480U138 LIBERTY GLOBA 63,291 84,317 G5480U153 LIBERTY GLOBAL 153,123 203,992 G5480U104 LIBERTY GLOBAL 534,263 711,752 G5480U120 LIBERTY GLOBAL 3,607,137 4,805,473 53071M104 LIBERTY INTERACTIVE CORP 10,740,550 14,308,696 531229870 LIBERTY MEDIA CORP-LIBERTY 258,207 343,986 531229854 LIBERTY MEDIA CORP-LIBERTY 790,141 1,052,635 531229706 LIBERTY MEDIA CORP-LIBERTY BRAVES TRACKING STK 69,808 92,999 531229888 LIBERTY MEDIA CORP-LIBERTY BRAVES TRACKING STK 196,248 261,445 531229409 LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK 1,149,616 1,531,533 531229607 LIBERTY MEDIA CORP-LIBERTY SIRIUSXM TRACKING STK 2,561,185 3,412,044 531172104 LIBERTY PROPERTY TRUS 805,491 1,073,085 531465102 LIBERTY TRIPADVISOR HOLDINGS INC C 3,045,964 4,057,872 53071M856 LIBERTY VENTURES TRACKING STK USD 1,043,037 1,389,548 53223X107 LIFE STORAGE INC 436,886 582,025 53219L109 LIFEPOINT HEALTH INC 313,263 417,333 53220K504 LIGAND PHARMACEUTICALS INC 1,881,584 2,506,671 533900106 LINCOLN ELECTRIC HOLDINGS INC 797,974 1,063,071 534187109 LINCOLN NATIONAL CORP 2,186,899 2,913,415

535555106 LINDSAY CORP $1,394,304 $1,857,510 535919500 LIONS GATE ENTERTAINMENT CORP 2,105,901 2,805,508 535919203 LIONS GATE ENTERTAINMENT CORP 6 8 535919401 LIONS GATE ENTERTAINMENT-A CORP 1,659,797 2,211,202 53635B107 LIQUIDITY SERVICES INC 23,849 31,772 536797103 LITHIA MOTORS INC 1,025,447 1,366,113 537008104 LITTELFUSE INC 463,828 617,918 G5509L101 LIVANOVA PLC 396,477 528,192 538034109 LIVE NATION ENTERTAINMENT INC 2,730,180 3,637,180 53803X105 LIVE OAK BANCSHARES INC 20,044 26,702 538146101 LIVEPERSON INC 94,907 126,436 501889208 LKQ CORP 3,136,783 4,178,862 539830109 LOCKHEED MARTIN 9,917,825 13,212,652 540424108 LOEWS CORP 3,075,597 4,097,350 54142L109 LOGMEIN INC 1,450,699 1,932,640 543881106 LORAL SPACE & COMMUNICATIONS INC 65,851 87,727 546347105 LOUISIANA-PACIFIC CORP 497,690 663,029 548661107 LOWE’S COS INC 9,145,714 12,184,036 548862101 LOXO ONCOLOGY INC 235,018 313,094 50212V100 LPL FINANCIAL 468,924 624,706 502160104 LSB INDUSTRIES INC 29,984 39,945 50218P107 LSC COMMUNICATIONS INC 77,288 102,964 50216C108 LSI INDUSTRIES INC 39,974 53,254 502175102 LTC PROPERTIES INC 287,327 382,780 550021109 LULULEMON ATHLETICA INC 740,139 986,023 55003T107 LUMBER LIQUIDATORS HOLDINGS INC 110,141 146,732 55024U109 LUMENTUM HOLDINGS INC 450,025 599,529 55027E102 LUMINEX CORP 122,728 163,500 550283105 LUMOS NETWORKS CORP 57,050 76,002 G57279104 LUXOFT HOLDING INC 1,075,087 1,432,244 550819106 LYDALL INC 106,923 142,444 N53745100 LYONDELLBASELL INDUSTRIES NV 4,550,617 6,062,389 55261F104 M&T BANK CORP 3,476,917 4,631,993 55305B101 M/I HOMES INC 107,757 143,556 554382101 MACERICH CO/THE 1,152,410 1,535,255 554489104 MACK-CALI REALTY CORP 533,015 710,090 55405Y100 MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 262,329 349,478 55608B105 MACQUARIE INFRASTRUCTURE CORP 790,809 1,053,525 556099109 MACROGENICS INC 354,481 472,245 55616P104 MACY’S INC 963,486 1,283,568

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55825T103 MADISON SQUARE GARDEN CO $3,872,801 $5,159,395 559079207 MAGELLAN HEALTH INC 254,650 339,248 559222401 MAGNA INTERNATIONAL INC C 96,795 128,952 G5753U112 MAIDEN HOLDINGS LTD 103,455 137,825 56062Y102 MAINSOURCE FINANCIAL GROUP INC 73,147 97,448 V5633W109 MAKEMYTRIP LTD 700,433 933,126 56117J100 MALIBU BOATS INC 64,013 85,278 G5785G107 MALLINCKRODT PLC 1,042,993 1,389,489 562750109 MANHATTAN ASSOCIATES INC 500,796 667,166 563571108 MANITOWOC CO INC/THE 107,814 143,631 56418H100 MANPOWERGROUP INC 1,618,529 2,156,225 564563104 MANTECH INTERNATIONAL CORP/VA 187,131 249,298 565849106 MARATHON OIL CORP 1,355,086 1,805,262 56585A102 MARATHON PETROLEUM CORP 4,851,633 6,463,407 566324109 MARCUS & MILLICHAP INC 58,708 78,212 566330106 MARCUS CORP 90,710 120,845 568427108 MARINE PRODUCTS CORP 37,953 50,562 567908108 MARINEMAX INC 70,833 94,365 570535104 MARKEL CORP 1,713,503 2,282,751 57060D108 MARKETAXESS HOLDINGS INC 964,972 1,285,548 571903202 MARRIOTT INTERNATIONAL INC/MD 4,510,535 6,008,992 57164Y107 MARRIOTT VACATIONS WORLDWIDE CORP 315,059 419,726 571748102 MARSH & MCLENNAN COS INC 10,804,403 14,393,762 573075108 MARTEN TRANSPORT LTD 111,995 149,201 573284106 MARTIN MARIETTA MATERIALS INC 2,077,278 2,767,376 G5876H105 MARVELL TECHNOLOGY GROUP LTD 876,295 1,167,411 574599106 MASCO CORP 1,688,360 2,249,254 574795100 MASIMO CORP 535,323 713,163 575385109 MASONITE INTERNATIONAL CORP 307,380 409,496 576323109 MASTEC INC 406,975 542,178 57636Q104 MASTERCARD INC 19,554,036 26,050,134 576485205 MATADOR RESOURCES CO 286,372 381,509 57665R106 MATCH GROUP INC 441,221 587,800 576690101 MATERION CORP 160,366 213,641 576853105 MATRIX SERVICE 41,733 55,597 57686G105 MATSON INC 194,305 258,856 577081102 MATTEL INC 1,027,814 1,369,267 577128101 MATTHEWS INTERNATIONAL CORP 261,134 347,887 57772K101 MAXIM INTEGRATED PRODUCTS INC 1,675,804 2,232,527 577933104 MAXIMUS INC 552,269 735,740

57776J100 MAXLINEAR INC $239,211 $318,680 55264U108 MB FINANCIAL INC 1,896,778 2,526,911 55262C100 MBIA INC 123,412 164,411 55276F107 MCBC HOLDINGS INC 59,272 78,963 579780206 MCCORMICK & CO INC/MD 3,285,547 4,377,048 580037109 MCDERMOTT INTERNATIONAL INC 284,032 378,391 580135101 MCDONALD’S CORP 19,930,605 26,551,804 580589109 MCGRATH RENTCORP 123,592 164,651 58155Q103 MCKESSON CORP 5,779,580 7,699,629 552676108 MDC HOLDINGS INC 195,747 260,776 552697104 MDC PARTNERS INC 61,469 81,890 552690109 MDU RESOURCES GROUP INC 716,724 954,828 58409L306 MEDEQUITIES REALTY TRUST INC 59,119 78,760 58463J304 MEDICAL PROPERTIES TRUST INC 1,785,784 2,379,044 584688105 MEDICINES CO/THE 325,789 434,021 58471A105 MEDIDATA SOLUTIONS INC 594,581 792,108 58470H101 MEDIFAST INC 74,551 99,318 58502B106 MEDNAX INC 2,841,084 3,784,928 G5960L103 MEDTRONIC PLC 22,568,149 30,065,573 587376104 MERCANTILE BANK 78,155 104,119 58933Y105 MERCK & CO INC 31,534,227 42,010,297 589400100 MERCURY GENERAL CORP 213,095 283,887 589378108 MERCURY SYSTEMS INC 258,251 344,045 589433101 MEREDITH CORP 281,428 374,922 58958U103 MERIDIAN BANCORP INC 154,980 206,466 589584101 MERIDIAN BIOSCIENCE INC 95,835 127,672 589889104 MERIT MEDICAL SYSTEMS INC 314,382 418,823 59001A102 MERITAGE HOMES 289,456 385,617 59001K100 MERITOR INC 213,182 284,004 590328100 MERRIMACK PHARMACEUTICALS INC 16,500 21,982 59064R109 MESA LABORATORIES INC 17,804 23,719 59100U108 META FINANCIAL GROUP INC 125,277 166,896 591520200 METHODE ELECTRONICS INC 228,903 304,948 59156R108 METLIFE INC 9,288,496 12,374,252 592688105 METTLER-TOLEDO INTERNATIONAL INC 2,216,961 2,953,464 55272X102 MFA FINANCIAL INC 1,198,737 1,596,973 55277P104 MGE ENERGY INC 283,705 377,955 552885105 MGI PPTYS INC 5,016 6,682 552848103 MGIC INVESTMENT CORP 519,952 692,686 552953101 MGM RESORTS INTERNATIONAL 2,078,369 2,768,829

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55303J106 MGP INGREDIENTS INC $1,025,867 $1,366,673 G60754101 MICHAEL KORS HOLDINGS LTD 818,546 1,090,478 59408Q106 MICHAELS COS INC 250,988 334,369 595017104 MICROCHIP TECHNOLOGY INC 2,785,408 3,710,756 595112103 MICRON TECHNOLOGY INC 5,080,826 6,768,740 595137100 MICROSEMI CORP 690,431 919,801 594918104 MICROSOFT CORP 88,819,639 118,326,647 594972408 MICROSTRATEGY INC 266,939 355,620 59522J103 MID-AMERICA APARTMENT COMMUNITIES INC 1,648,695 2,196,412 596278101 MIDDLEBY CORP 880,858 1,173,490 596680108 MIDDLESEX WATER CO 88,147 117,430 597742105 MIDLAND STATES BANCORP INC 53,458 71,217 598511103 MIDWESTONE FINANCIAL GROUP INC 39,339 52,408 59870L106 MILACRON HOLDINGS CORP 82,147 109,437 602496101 MIMEDX GROUP INC 214,011 285,109 60255W105 MINDBODY INC 142,605 189,980 603158106 MINERALS TECHNOLOGIES INC 351,278 467,977 60649T107 MISTRAS GROUP INC 79,774 106,276 55306N104 MKS INSTRUMENTS INC 511,482 681,402 60740F105 MOBILE MINI INC 192,125 255,951 607525102 MODEL N INC 12,668 16,877 607828100 MODINE MANUFACTURING CO 165,532 220,524 60786M105 MOELIS & CO 98,254 130,895 608190104 MOHAWK INDUSTRIES INC 1,989,387 2,650,287 60855R100 MOLINA HEALTHCARE INC 362,040 482,314 60871R209 MOLSON COORS BREWING CO 3,292,337 4,386,093 60877T100 MOMENTA PHARMACEUTICALS INC 166,723 222,111 609027107 MONARCH CASINO & RESORT INC 67,272 89,620 609207105 MONDELEZ INTERNATIONAL INC 8,674,187 11,555,862 60935Y208 MONEYGRAM INTERNATIONAL INC 32,068 42,721 609720107 MONMOUTH REAL ESTATE INVESTMENT CORP 148,136 197,349 60979P105 MONOGRAM RESIDENTIAL TRUST INC 218,023 290,453 609839105 MONOLITHIC POWER SYSTEMS INC 1,500,496 1,998,979 61022P100 MONOTYPE IMAGING HOLDINGS INC 117,414 156,420 610236101 MONRO INC 1,214,863 1,618,455 61166W101 MONSANTO CO 7,074,409 9,424,617 61174X109 MONSTER BEVERAGE 2,806,505 3,738,861 615369105 MOODY’S CORP 2,779,957 3,703,494 615394202 MOOG INC 342,720 456,577 617446448 MORGAN STANLEY 11,948,680 15,918,183

617700109 MORNINGSTAR INC $248,867 $331,544 61945C103 MOSAIC CO/THE 1,111,809 1,481,166 620071100 MOTORCAR PARTS OF AMERICA INC 72,929 97,157 620076307 MOTOROLA SOLUTIONS INC 2,204,449 2,936,795 624580106 MOVADO GROUP INC 78,080 104,019 55345K103 MRC GLOBAL INC 216,378 288,262 553498106 MSA SAFETY INC 352,617 469,760 553530106 MSC INDUSTRIAL DIRECT CO INC 4,607,510 6,138,184 55354G100 MSCI INC 1,222,669 1,628,855 553573106 MSG NETWORKS INC 1,331,792 1,774,231 55378A105 MTGE INVESTMENT CORP 102,014 135,904 553777103 MTS SYSTEMS CORP 110,648 147,406 624756102 MUELLER INDUSTRIES INC 207,815 276,853 624758108 MUELLER WATER PRODUCTS 266,793 355,426 625207105 MULESOFT INC 39,185 52,203 625383104 MULTI-COLOR CORP 177,445 236,394 626717102 MURPHY OIL CORP 561,227 747,674 626755102 MURPHY USA INC 320,075 426,407 628464109 MYERS INDUSTRIES INC 74,900 99,783 N59465109 MYLAN NV 2,804,131 3,735,699 55405W104 MYR GROUP INC 104,208 138,827 62855J104 MYRIAD GENETICS INC 257,123 342,543 G6359F103 NABORS INDUSTRIES LTD 359,299 478,663 629579103 NACCO INDUSTRIES INC 65,694 87,518 630077105 NANOMETRICS INC 86,268 114,927 631103108 NASDAQ INC 1,122,859 1,495,888 632307104 NATERA INC 56,253 74,942 633707104 NATIONAL BANK HOLDINGS CORP 107,582 143,322 635017106 NATIONAL BEVERAGE CORP 126,388 168,376 635309107 NATIONAL CINEMEDIA INC 60,528 80,636 63546L102 NATIONAL COMMERCE CORP 43,305 57,692 636180101 NATIONAL FUEL GAS CO 596,249 794,330 636220303 NATIONAL GENERAL HOLDINGS CORP 92,912 123,778 63633D104 NATIONAL HEALTH INVESTORS INC 371,872 495,412 635906100 NATIONAL HEALTHCARE 97,248 129,556 636518102 NATIONAL INSTRUMENTS CORP 614,944 819,236 637071101 NATIONAL OILWELL VARCO INC 2,618,308 3,488,143 637215104 NATIONAL PRESTO INDUSTRIES INC 66,079 88,031 637417106 NATIONAL RETAIL PROPERTIES INC 772,712 1,029,417 637870106 NATIONAL STORAGE AFFILIATES TRUST 133,335 177,631

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638517102 NATIONAL WESTERN LIFE GROUP INC $153,541 $204,549 63861C109 NATIONSTAR MORTGAGE HOLDINGS INC 48,949 65,211 63886Q109 NATURAL GAS SERVICES GROUP INC 68,929 91,828 63888U108 NATURAL GROCERS BY VITAMIN COTTAGE INC 4,452 5,931 639050103 NATUS MEDICAL INC 196,700 262,047 63910B102 NAUTILUS INC 64,126 85,429 63938C108 NAVIENT CORP 717,802 956,265 63935N107 NAVIGANT CONSULTING INC 158,810 211,568 638904102 NAVIGATORS GROUP INC/THE 188,113 250,607 63934E108 NAVISTAR INTERNATIONAL CORP 144,330 192,278 628778102 NBT BANCORP INC 251,502 335,055 628852204 NCI BUILDING SYSTEMS INC 63,087 84,045 62886E108 NCR CORP 654,274 871,633 640079109 NEENAH PAPER INC 216,184 288,003 640268108 NEKTAR THERAPEUTICS 344,272 458,644 64031N108 NELNET INC 182,201 242,731 640491106 NEOGEN CORP 374,524 498,945 64049M209 NEOGENOMICS INC 20,408 27,188 64051T100 NEOPHOTONICS 10,231 13,629 64110D104 NETAPP INC 1,792,517 2,388,014 64110L106 NETFLIX INC 8,471,353 11,285,644 64111Q104 NETGEAR INC 216,649 288,622 64115T104 NETSCOUT SYSTEMS INC 444,401 592,037 64125C109 NEUROCRINE BIOSCIENCES INC 549,414 731,936 64126X201 NEUSTAR INC 291,068 387,765 64157F103 NEVRO CORP 250,224 333,351 646025106 NEW JERSEY RESOURCES CORP 439,741 585,829 64704V106 NEW MEDIA INVESTMENT GROUP INC 90,496 120,560 64829B100 NEW RELIC INC 153,161 204,043 64828T201 NEW RESIDENTIAL INVESTMENT CORP 625,892 833,821 648691103 NEW SENIOR INVESTMENT GROUP INC 90,086 120,013 649445103 NEW YORK COMMUNITY BANCORP INC 1,622,093 2,160,973 649604501 NEW YORK MORTGAGE TRUST INC 77,018 102,605 64976L109 NEW YORK REIT INC 1,294,285 1,724,263 650111107 NEW YORK TIMES CO 364,522 485,620 651229106 NEWELL BRANDS INC 3,482,138 4,638,949 651290108 NEWFIELD EXPLORATION CO 2,069,457 2,756,957 651511107 NEWLINK GENETICS CORP 22,046 29,370 651587107 NEWMARKET CORP 434,597 578,976 651639106 NEWMONT MINING CORP 2,946,547 3,925,427

651718504 NEWPARK RESOURCES INC $106,394 $141,739 65249B109 NEWS CORP - CLASS A 677,974 903,205 65249B208 NEWS CORP - CLASS B 245,447 326,987 65251F105 NEWSTAR FINANCIAL INC 8,262 11,006 65341D102 NEXPOINT RESIDENTIAL TRUST INC 91,500 121,898 65336K103 NEXSTAR MEDIA GROUP INC 317,161 422,526 65339F101 NEXTERA ENERGY INC 9,394,116 12,514,961 62914B100 NIC INC 364,854 486,063 65406E102 NICOLET BANKSHARES INC 75,991 101,236 G6518L108 NIELSEN HOLDINGS 2,975,537 3,964,048 654106103 NIKE INC 10,692,513 14,244,702 65473P105 NISOURCE INC 1,129,240 1,504,388 629156407 NL INDUSTRIES INC 18,291 24,368 629209305 NMI HOLDINGS INC 77,722 103,542 629337106 NN INC 102,946 137,146 G65431101 NOBLE CORP PLC 121,719 162,156 655044105 NOBLE ENERGY INC 1,822,122 2,427,454 G65773106 NORDIC AMERICAN TANKERS LTD 52,850 70,407 655663102 NORDSON CORP 905,154 1,205,857 655664100 NORDSTROM INC 778,518 1,037,152 655844108 NORFOLK SOUTHERN CORP 4,996,762 6,656,749 665531109 NORTHERN OIL AND GAS INC 246 328 665859104 NORTHERN TRUST CORP 2,724,239 3,629,265 66611T108 NORTHFIELD BANCORP INC 128,785 171,569 666807102 NORTHROP GRUMMAN CORP 7,791,146 10,379,463 66706L101 NORTHSTAR REALTY EUROPE CORP 101,005 134,560 667340103 NORTHWEST BANCSHARES INC 242,742 323,384 667655104 NORTHWEST NATURAL GAS CO 244,210 325,340 668074305 NORTHWESTERN CORP 405,052 539,615 G66721104 NORWEGIAN CRUISE LINE HOLDINGS LTD 1,141,207 1,520,331 67000B104 NOVANTA INC 120,371 160,360 670002104 NOVAVAX INC 39,889 53,141 G6674U108 NOVOCURE LTD 135,256 180,190 67011P100 NOW INC 1,035,175 1,379,074 629377508 NRG ENERGY INC 760,561 1,013,228 62942X306 NRG YIELD INC 52,895 70,468 62942X405 NRG YIELD INC 148,899 198,365 67018T105 NU SKIN ENTERPRISES INC 576,423 767,918 67020Y100 NUANCE COMMUNICATIONS INC 3,196,402 4,258,288 670346105 NUCOR CORP 3,616,023 4,817,311

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67059N108 NUTANIX INC $73,658 $98,128 67069D108 NUTRISYSTEM INC 250,062 333,136 670704105 NUVASIVE INC 529,326 705,175 62945V109 NV5 GLOBAL INC 55,758 74,281 629445206 NVE CORP 72,704 96,857 67066G104 NVIDIA CORP 14,277,905 19,021,206 62944T105 NVR INC 2,283,099 3,041,573 N6596X109 NXP SEMICONDUCTORS NV 4,840,454 6,448,514 67072V103 NXSTAGE MEDICAL INC 214,827 286,195 674215108 OASIS PETROLEUM INC 244,207 325,336 674599105 OCCIDENTAL PETROLEUM CORP 9,589,895 12,775,780 675232102 OCEANEERING INTERNATIONAL INC 359,276 478,632 675234108 OCEANFIRST FINANCIAL CORP 118,207 157,477 67555N206 OCLARO INC 169,377 225,646 675746309 OCWEN FINANCIAL CORP 43,772 58,314 676220106 OFFICE DEPOT INC 695,316 926,309 67103X102 OFG BANCORP 97,576 129,992 670837103 OGE ENERGY CORP 1,142,249 1,521,718 678026105 OIL STATES INTERNATIONAL INC 199,842 266,232 679580100 OLD DOMINION FREIGHT LINE INC 814,541 1,085,142 680033107 OLD NATIONAL BANCORP 336,073 447,721 680223104 OLD REPUBLIC INTERNATIONAL CORP 609,065 811,404 681116109 OLLIE’S BARGAIN OUTLET HOLDINGS INC 1,628,138 2,169,026 68162K106 OLYMPIC STEEL INC 26,718 35,595 G67506108 OM ASSET MANAGEMENT PLC 69,330 92,362 681936100 OMEGA HEALTHCARE INVESTORS INC 836,245 1,114,056 68210P107 OMEGA PROTEIN CORP 70,429 93,827 682143102 OMEROS CORP 113,822 151,635 68213N109 OMNICELL INC 197,854 263,583 681919106 OMNICOM GROUP INC 2,651,999 3,533,027 682129101 OMNOVA SOLUTIONS INC 83,690 111,493 682159108 ON ASSIGNMENT INC 354,986 472,917 682189105 ON SEMICONDUCTOR CORP 727,493 969,176 68235P108 ONE GAS INC 523,330 697,187 682406103 ONE LIBERTY PROPERTIES INC 13,584 18,097 G67742109 ONEBEACON INSURANCE GROUP LTD 118,376 157,702 68268W103 ONEMAIN HOLDINGS INC 175,734 234,115 682680103 ONEOK INC 1,919,012 2,556,532 683715106 OPEN TEXT CORP 6,345,280 8,453,263 68375N103 OPKO HEALTH INC 291,081 387,782

683797104 OPPENHEIMER HOLDINGS INC $38,509 $51,302 684000102 OPUS BANK 50,089 66,729 68389X105 ORACLE CORP 23,581,610 31,415,719 68554V108 ORASURE TECHNOLOGIES INC 155,265 206,845 68555P100 ORBCOMM INC 81,814 108,993 68557N103 ORBITAL ATK INC 747,824 996,260 68571X103 ORCHID ISLAND CAPITAL INC 54,532 72,648 68572N104 ORCHIDS PAPER PRODUCTS CO 5,363 7,145 67103H107 O’REILLY AUTOMOTIVE INC 2,693,386 3,588,163 68620A104 ORGANOVO HOLDINGS INC 52,443 69,865 68628V308 ORION GROUP HOLDINGS INC 34,057 45,371 68633D103 ORITANI FINANCIAL CORP 113,651 151,408 686688102 ORMAT TECHNOLOGIES INC 258,440 344,297 N6748L102 ORTHOFIX INTERNATIONAL NV 114,856 153,013 688239201 OSHKOSH CORP 691,502 921,227 671044105 OSI SYSTEMS INC 234,314 312,156 68906L105 OTONOMY INC 81,458 108,520 689648103 OTTER TAIL CORP 215,242 286,748 69007J106 OUTFRONT MEDIA INC 2,995,067 3,990,067 69036R863 OVERSEAS SHIPHOLDING GROUP INC 4,186 5,577 690370101 OVERSTOCK.COM INC 37,761 50,305 690732102 OWENS & MINOR INC 1,044,193 1,391,087 690742101 OWENS CORNING 2,108,480 2,808,944 690768403 OWENS-ILLINOIS INC 531,074 707,503 G6855A103 OXFORD IMMUNOTEC GLOBAL 62,286 82,979 691497309 OXFORD INDUSTRIES INC 811,607 1,081,233 693718108 PACCAR INC 3,082,623 4,106,709 69404D108 PACIFIC BIOSCIENCES OF CALIFORNIA INC 20,022 26,674 69412V108 PACIFIC CONTINENTAL CORP 66,882 89,101 69478X105 PACIFIC PREMIER BANCORP INC 1,186,953 1,581,274 695127100 PACIRA PHARMACEUTICALS INC 221,143 294,610 695156109 PACKAGING CORP OF AMERICA 1,376,409 1,833,670 695263103 PACWEST BANCORP 1,806,478 2,406,612 697435105 PALO ALTO NETWORKS INC 1,538,960 2,050,222 697900108 PAN AMERICAN SILVER 288,375 384,177 698354107 PANDORA MEDIA INC 578,875 771,185 69840W108 PANERA BREAD CO 908,063 1,209,733 698477106 PANHANDLE OIL AND GAS INC 40,465 53,909 698813102 PAPA JOHN’S INTERNATIONAL INC 280,921 374,246 69888T207 PAR PACIFIC HOLDINGS INC 87,132 116,079

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69924R108 PARAMOUNT GROUP INC $399,376 $532,053 699374302 PARATEK PHARMACEUTICALS INC 95,672 127,456 699462107 PAREXEL INTERNATIONAL CORP 577,701 769,621 700416209 PARK ELECTROCHEMICAL CORP 87,076 116,003 700517105 PARK HOTELS & RESORTS INC 444,326 591,937 700658107 PARK NATIONAL CORP 193,160 257,330 70086Y105 PARK STERLING CORP 333,145 443,820 701081101 PARKER DRILLING CO 35,168 46,852 701094104 PARKER-HANNIFIN COR 5,681,296 7,568,694 700666100 PARK-OHIO HOLDINGS CORP 41,733 55,598 70156Q107 PARKWAY INC 125,772 167,555 701877102 PARSLEY ENERGY INC 795,084 1,059,221 702149105 PARTY CITY HOLDCO INC 18,147 24,176 N6865W105 PATHEON NV 193,891 258,304 703343103 PATRICK INDUSTRIES INC 121,008 161,208 70338P100 PATTERN ENERGY GROUP INC 268,637 357,882 703395103 PATTERSON COS INC 2,059,343 2,743,483 703481101 PATTERSON-UTI ENERGY INC 533,661 710,950 704326107 PAYCHEX INC 2,540,281 3,384,194 70432V102 PAYCOM SOFTWARE INC 625,363 833,117 70438V106 PAYLOCITY HOLDING CORP 713,700 950,800 70450Y103 PAYPAL HOLDINGS INC 17,646,943 23,509,481 69318G106 PBF ENERGY INC 375,402 500,115 69327R101 PDC ENERGY INC 371,055 494,325 693282105 PDF SOLUTIONS INC 1,085,665 1,446,337 69329Y104 PDL BIOPHARMA INC 61,097 81,394 69290R104 PDVWIRELESS INC 7,719 10,284 704699107 PEAPACK GLADSTONE FINANCIAL COR 41,945 55,880 70509V100 PEBBLEBROOK HOTEL 286,414 381,565 705573103 PEGASYSTEMS INC 241,956 322,337 707569109 PENN NATIONAL GAMING INC 257,671 343,272 70788V102 PENN VIRGINIA CORP 54,576 72,706 709102107 PENNSYLVANIA REAL ESTATE INVESTMENT TRUST 115,107 153,346 70931T103 PENNYMAC MORTGAGE INVESTMENT TRUST 174,574 232,569 70959W103 PENSKE AUTOMOTIVE GROUP INC 231,922 308,969 G7S00T104 PENTAIR PLC 5,051,297 6,729,402 70975L107 PENUMBRA INC 348,714 464,561 709789101 PEOPLES BANCORP INC 65,784 87,638 712704105 PEOPLE’S UNITED FINANCIAL INC 1,077,637 1,435,641 713448108 PEPSICO INC 29,188,293 38,885,013

71375U101 PERFICIENT INC $98,382 $131,066 71377A103 PERFORMANCE FOOD GROUP CO 221,596 295,213 714046109 PERKINELMER INC 1,874,187 2,496,816 G97822103 PERRIGO CO PLC 1,383,751 1,843,450 288853104 PERRY ELLIS INTERNATIONAL INC 34,315 45,714 716382106 PETMED EXPRESS INC 170,690 227,396 717081103 PFIZER INC 35,877,702 47,796,729 69331C108 PG&E CORP 6,606,109 8,800,742 69336V101 PGT INNOVATIONS INC 82,390 109,761 377316104 PH GLATFELTER CO 125,766 167,547 71714F104 PHARMERICA CORP 123,383 164,373 693320202 PHH CORP 89,541 119,287 69336T205 PHI INC 11,459 15,265 71742Q106 PHIBRO ANIMAL HEALTH CORP 109,521 145,905 718172109 PHILIP MORRIS INTERNATIONAL INC 30,367,079 40,455,407 718546104 PHILLIPS 66 4,953,362 6,598,931 719405102 PHOTRONICS INC 97,062 129,308 71943U104 PHYSICIANS REALTY TRUST 397,174 529,120 693366205 PICO HOLDINGS INC 74,842 99,705 720190206 PIEDMONT OFFICE REALTY TRUST INC 593,039 790,054 720279108 PIER 1 IMPORTS INC 61,528 81,969 72147K108 PILGRIM’S PRIDE CORP 197,856 263,586 72348Y105 PINNACLE ENTERTAINMENT INC 178,596 237,928 72346Q104 PINNACLE FINANCIAL PARTNERS INC 1,649,446 2,197,413 72348P104 PINNACLE FOODS INC 1,085,801 1,446,518 723484101 PINNACLE WEST CAPITAL CORP 2,600,193 3,464,010 723664108 PIONEER ENERGY SERVICES CORP 15,340 20,436 723787107 PIONEER NATURAL RESOURCES CO 3,831,407 5,104,249 724078100 PIPER JAFFRAY COS 176,742 235,458 724479100 PITNEY BOWES INC 409,540 545,595 69343T107 PJT PARTNERS INC 126,220 168,152 72703H101 PLANET FITNESS INC 220,716 294,040 727493108 PLANTRONICS INC 272,108 362,505 72766Q105 PLATFORM SPECIALTY PRODUCTS 352,402 469,474 729132100 PLEXUS CORP 214,309 285,506 72919P202 PLUG POWER INC 50,214 66,896 72941W100 PLY GEM HOLDINGS INC 14,124 18,816 693475105 PNC FINANCIAL SERVICES GROUP INC 10,884,612 14,500,618 69349H107 PNM RESOURCES INC 402,961 536,830 731068102 POLARIS INDUSTRIES INC 766,836 1,021,589

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73179P106 POLYONE CORP $406,968 $542,168 73278L105 POOL CORP 611,092 814,104 733174700 POPULAR INC 962,098 1,281,719 736508847 PORTLAND GENERAL ELECTRIC CO 1,241,659 1,654,153 737010108 PORTOLA PHARMACEUTICALS INC 362,552 482,997 737446104 POST HOLDINGS INC 664,456 885,197 737630103 POTLATCH CORP 291,794 388,731 739128106 POWELL INDUSTRIES INC 33,173 44,193 739276103 POWER INTEGRATIONS INC 703,421 937,106 693506107 PPG INDUSTRIES INC 3,860,052 5,142,410 69351T106 PPL CORP 5,408,669 7,205,497 69354N106 PRA GROUP INC 242,148 322,592 69354M108 PRA HEALTH SCIENCES INC 349,589 465,727 74005P104 PRAXAIR INC 6,734,680 8,972,026 74039L103 PREFERRED APARTMENT COMMUNITIES 74,447 99,180 740367404 PREFERRED BANK/LOS ANGELES CA 109,853 146,347 74051N102 PREMIER INC 202,636 269,955 74112D101 PRESTIGE BRANDS HOLDINGS INC 566,541 754,753 741503403 PRICELINE GROUP INC 12,762,019 17,001,724 741511109 PRICESMART INC 227,459 303,024 74164M108 PRIMERICA INC 515,032 686,133 74164F103 PRIMORIS SERVICES CORP 158,508 211,167 74251V102 PRINCIPAL FINANCIAL GROUP INC 2,819,264 3,755,859 74267C106 PROASSURANCE CORP 765,486 1,019,790 742718109 PROCTER & GAMBLE CO 36,479,852 48,598,921 743187106 PROGENICS PHARMACEUTICALS INC 69,550 92,655 743312100 PROGRESS SOFTWARE CORP 196,158 261,324 743315103 PROGRESSIVE CORP/THE 4,178,211 5,566,266 74340W103 PROLOGIS INC 4,649,691 6,194,377 743424103 PROOFPOINT INC 1,081,487 1,440,771 74347M108 PROPETRO HOLDING CORP 58,448 77,865 N71542109 PROQR THERAPEUTICS NV 22,338 29,759 74346Y103 PROS HOLDINGS INC 96,222 128,188 743606105 PROSPERITY BANCSHARES INC 610,043 812,706 G72800108 PROTHENA CORP 296,875 395,501 743713109 PROTO LABS INC 200,102 266,578 743815102 PROVIDENCE SERVICE CORP 95,258 126,904 74386T105 PROVIDENT FINANCIAL SERVICES INC 248,983 331,699 744320102 PRUDENTIAL FINANCIAL INC 6,870,594 9,153,093 69360J107 PS BUSINESS PARKS INC 366,073 487,688

69370C100 PTC INC $821,118 $1,093,903 69366J200 PTC THERAPEUTICS INC 56,939 75,855 744573106 PUBLIC SERVICE ENTERPRISE GROUP INC 3,913,583 5,213,725 74460D109 PUBLIC STORAGE REIT 245,774 327,423 002852533 PUBLIC STORAGE REIT 3,993,776 5,320,559 745867101 PULTEGROUP INC 1,021,446 1,360,784 74587V107 PUMA BIOTECHNOLOGY INC 298,714 397,950 74624M102 PURE STORAGE INC 142,289 189,559 693656100 PVH CORP 1,230,954 1,639,892 74736L109 Q2 HOLDINGS INC 140,395 187,036 74727D306 QAD INC 49,109 65,424 74727A104 QCR HOLDINGS INC 74,553 99,320 74733V100 QEP RESOURCES INC 322,069 429,065 N72482123 QIAGEN NV 992,141 1,321,743 74736K101 QORVO INC 1,073,257 1,429,806 74736A103 QTS REALTY TRUST INC 308,511 411,002 747301109 QUAD/GRAPHICS INC 106,630 142,054 747316107 QUAKER CHEMICAL CORP 215,434 287,003 747525103 QUALCOMM INC COM 13,182,528 17,561,931 747545101 QUALITY CARE PROPERTIES INC 237,465 316,354 747582104 QUALITY SYSTEMS INC 127,518 169,881 74758T303 QUALYS INC 159,788 212,872 747619104 QUANEX BUILDING PRODUCTS CORP 133,273 177,548 74762E102 QUANTA SERVICES INC 816,208 1,087,362 74766D100 QUANTENNA COMMUNICATIONS INC 41,765 55,640 74834L100 QUEST DIAGNOSTICS INC 3,860,608 5,143,151 74838J101 QUIDEL CORP 163,184 217,396 74874Q100 QUINSTREET INC 603 803 74876Y101 QUINTILES IMS HOLDINGS INC 4,471,547 5,957,051 74909E106 QUORUM HEALTH CORP 506 674 749119103 QUOTIENT TECHNOLOGY INC 1,000,636 1,333,060 749397105 R1 RCM INC 39,118 52,113 750236101 RADIAN GROUP INC 435,480 580,152 750469207 RADIUS HEALTH INC 178,449 237,732 749227609 RAIT FINANCIAL TRUST 35,819 47,719 751212101 RALPH LAUREN CORP 593,614 790,820 750917106 RAMBUS INC 214,473 285,723 751452202 RAMCO-GERSHENSON PROPERTIES TRUST 175,150 233,337 75281A109 RANGE RESOURCES CORP 677,244 902,234 753422104 RAPID7 INC 646,658 861,486

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754212108 RAVEN INDUSTRIES INC $189,880 $252,960 754730109 RAYMOND JAMES FINANCIAL INC 1,541,759 2,053,951 75508B104 RAYONIER ADVANCED MATERIALS INC 108,633 144,722 754907103 RAYONIER INC 512,652 682,961 755111507 RAYTHEON CO 7,029,950 9,365,388 75524B104 RBC BEARINGS INC 1,079,704 1,438,396 75524W108 RE/MAX HOLDINGS INC 104,406 139,091 75605L708 REALNETWORKS INC 26,758 35,647 75605Y106 REALOGY HOLDINGS CORP 626,134 834,143 75606N109 REALPAGE INC 263,112 350,521 756109104 REALTY INCOME CORP 2,014,262 2,683,425 756577102 RED HAT INC 2,317,212 3,087,019 75689M101 RED ROBIN GOURMET BURGERS INC 162,184 216,064 75700L108 RED ROCK RESORTS INC 182,921 243,689 758075402 REDWOOD TRUST INC 221,841 295,540 758750103 REGAL BELOIT CORP 525,018 699,436 758766109 REGAL ENTERTAINMENT GROUP 423,675 564,426 758849103 REGENCY CENTERS CORP 1,265,496 1,685,910 75886F107 REGENERON PHARMACEUTICALS INC 5,226,398 6,962,673 75901B107 REGENXBIO INC 93,739 124,881 7591EP100 REGIONS FINANCIAL CORP 3,019,653 4,022,819 758932107 REGIS CORP 78,865 105,064 759351604 REINSURANCE GROUP OF AMERICA INC 2,223,550 2,962,241 759509102 RELIANCE STEEL & ALUMINUM CO 714,643 952,057 G7496G103 RENAISSANCERE 2,259,783 3,010,512 75970E107 RENASANT CORP 278,862 371,504 75972A301 RENEWABLE ENERGY GROUP INC 24,133 32,150 76009N100 RENT-A-CENTER INC/TX 90,028 119,937 759916109 REPLIGEN CORP 207,309 276,180 760281204 REPUBLIC BANCORP INC/KY 17,726 23,615 760416107 REPUBLIC FIRST BANCORP INC 60,953 81,203 760759100 REPUBLIC SERVICES INC 2,627,739 3,500,707 761152107 RESMED INC 1,497,142 1,994,512 76116A306 RESOLUTE ENERGY CORP 456,463 608,106 76120W708 RESOURCE CAPITAL CORP 75,957 101,191 76122Q105 RESOURCES CONNECTION INC 115,053 153,275 76131N101 RETAIL OPPORTUNITY INVESTMENTS CORP 268,674 357,931 76131V202 RETAIL PROPERTIES OF AMERICA INC 401,362 534,700 761299106 RETROPHIN INC 108,693 144,802 749527107 REV GROUP INC 36,384 48,471

761330109 REVANCE THERAPEUTICS INC $39,719 $52,914 761525609 REVLON INC 37,434 49,869 761624105 REX AMERICAN RESOURCES 120,724 160,829 76169C100 REXFORD INDUSTRIAL REALTY INC 215,601 287,227 76169B102 REXNORD CORP 300,339 400,115 761713106 REYNOLDS AMERICAN INC 7,354,035 9,797,139 74967X103 RH 293,619 391,163 762760106 RICE ENERGY INC 590,348 786,469 766559603 RIGEL PHARMACEUTICALS INC 44,860 59,762 766582100 RIGNET INC 20,392 27,167 76680V108 RING ENERGY INC 102,897 137,081 76680R206 RINGCENTRAL INC 263,916 351,592 767744105 RITCHIE BROS AUCTIONEERS INC 271,258 361,373 767754104 RITE AID CORP 410,735 547,186 749607107 RLI CORP 289,258 385,354 74965L101 RLJ LODGING TRUST 483,903 644,662 74967R106 RMR GROUP INC 47,870 63,773 76973Q105 ROADRUNNER TRANSPORTATION SYSTEMS INC 27,617 36,792 770323103 ROBERT HALF INTERNATIONAL INC 843,960 1,124,335 773903109 ROCKWELL AUTOMATION INC 2,889,785 3,849,808 774341101 ROCKWELL COLLINS INC 2,294,395 3,056,623 774374102 ROCKWELL MEDICAL INC 63,490 84,582 775109200 ROGERS COMMUNICATIONS INC 159,300 212,222 775133101 ROGERS CORP 308,174 410,553 775711104 ROLLINS INC 556,652 741,578 776696106 ROPER TECHNOLOGIES INC 3,127,684 4,166,740 778296103 ROSS STORES INC 3,260,736 4,343,994 G7665A101 ROWAN COS PLC 181,228 241,434 V7780T103 ROYAL CARIBBEAN CRUISES LTD 2,531,390 3,372,349 780287108 ROYAL GOLD INC 709,889 945,723 749660106 RPC INC 158,417 211,046 749685103 RPM INTERNATIONAL INC 938,546 1,250,343 74972G103 RPX CORP 68,510 91,270 257867200 RR DONNELLEY & SONS CO 119,561 159,281 74978Q105 RSP PERMIAN INC 522,084 695,527 74975N105 RTI SURGICAL INC 55,522 73,967 78112V102 RUBICON PROJECT INC 8,302 11,059 781182100 RUBY TUESDAY INC 28,841 38,422 781270103 RUDOLPH TECHNOLOGIES 120,423 160,429 781846209 RUSH ENTERPRISES INC 203,843 271,562

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783332109 RUTH’S HOSPITALITY GROUP INC1 $92,207 $122,839 783549108 RYDER SYSTEM INC 526,422 701,306 78377T107 RYMAN HOSPITALITY PROPERTIES INC 589,806 785,748 78409V104 S&P GLOBAL INC 5,860,993 7,808,089 783859101 S&T BANCORP INC 207,432 276,344 78573L106 SABRA HEALTH CARE 247,654 329,928 78573M104 SABRE CORP 591,237 787,653 786449207 SAFEGUARD SCIENTIFICS INC 58,812 78,350 78648T100 SAFETY INSURANCE GROUP INC 132,995 177,177 786CVR209 SAFEWAY CASA LEY CVR 9,121 12,152 786CVR308 SAFEWAY PDC, LLC CVR 440 587 78667J108 SAGE THERAPEUTICS INC 343,233 457,259 78709Y105 SAIA INC 169,936 226,391 79466L302 SALESFORCE.COM INC 7,973,797 10,622,793 79546E104 SALLY BEAUTY HOLDINGS INC 412,610 549,684 79970Y105 SANCHEZ ENERGY CORP 56,870 75,762 800013104 SANDERSON FARMS INC 931,913 1,241,507 80007P869 SANDRIDGE ENERGY INC 62,526 83,298 800363103 SANDY SPRING BANCORP INC 164,847 219,612 800677106 SANGAMO THERAPEUTICS INC 574,138 764,874 801056102 SANMINA CORP 525,445 700,004 80283M101 SANTANDER CONSUMER USA HOLDINGS INC 231,243 308,066 803607100 SAREPTA THERAPEUTICS INC 223,670 297,976 804395101 SAUL CENTERS INC 92,010 122,577 78410G104 SBA COMMUNICATIONS CORP 2,147,860 2,861,407 80589M102 SCANA CORP 1,478,576 1,969,777 806037107 SCANSOURCE INC 175,588 233,920 806857108 SCHLUMBERGER LTD 12,671,465 16,881,086 80689H102 SCHNEIDER NATIONAL INC 75,844 101,041 806882106 SCHNITZER STEEL INDUSTRIES INC 112,103 149,345 807066105 SCHOLASTIC CORP 198,966 265,065 807864103 SCHOOL SPECIALTY INC 407,286 542,592 808541106 SCHWEITZER-MAUDUIT INTERNATIONAL INC 184,429 245,698 80862K104 SCICLONE PHARMACEUTICALS INC 73,843 98,374 808625107 SCIENCE APPLICATIONS INTERNATIONAL 372,323 496,013 80874P109 SCIENTIFIC GAMES CORP 248,524 331,086 Y7546A122 SCORPIO BULKERS INC 46,947 62,544 Y7542C106 SCORPIO TANKERS INC 110,309 146,955 810186106 SCOTTS MIRACLE-GRO CO/THE 519,371 691,912 811065101 SCRIPPS NETWORKS INTERACTIVE INC 3,948,309 5,259,987

811543107 SEABOARD CORP $153,862 $204,977 811707801 SEACOAST BANKING CORP OF FLORIDA 148,439 197,752 811904101 SEACOR HOLDINGS INC 102,812 136,968 78413P101 SEACOR MARINE HOLDINGS INC 60,008 79,943 G7945M107 SEAGATE TECHNOLOGY PLC 3,676,833 4,898,323 81211K100 SEALED AIR CORP 1,226,191 1,633,547 812350106 SEARS HOLDINGS CORP 35,040 46,681 812578102 SEATTLE GENETICS INC 1,053,879 1,403,991 81282V100 SEAWORLD ENTERTAINMENT INC 715,799 953,596 784117103 SEI INVESTMENTS CO 959,864 1,278,742 81616X103 SELECT COMFORT CORP 277,294 369,415 81618T100 SELECT INCOME 239,023 318,430 81619Q105 SELECT MEDICAL HOLDINGS CORP 232,316 309,495 816300107 SELECTIVE INSURANCE GROUP IN 411,472 548,168 81663A105 SEMGROUP CORP 219,647 292,617 816851109 SEMPRA ENERGY 3,991,565 5,317,613 816850101 SEMTECH CORP 319,343 425,433 817070501 SENECA FOODS CORP 784 1,045 81721M109 SENIOR HOUSING PROPERTIES TRUST 652,681 869,509 N7902X106 SENSATA TECHNOLOGIES 944,563 1,258,359 81725T100 SENSIENT TECHNOLOGIES CORP 453,653 604,363 81734P107 SEQUENTIAL BRANDS GROUP INC 12,018 16,010 81750R102 SERES THERAPEUTICS INC 8,891 11,845 81752R100 SERITAGE GROWTH PROPERTIES 121,573 161,961 817565104 SERVICE CORP INTERNATIONAL/US 885,257 1,179,351 81761R109 SERVICEMASTER GLOBAL HOLDINGS INC 695,372 926,383 81762P102 SERVICENOW INC 2,287,399 3,047,302 81763U100 SERVICESOURCE INTERNATIONAL INC 53,584 71,385 81768T108 SERVISFIRST BANCSHARES INC 228,056 303,819 819047101 SHAKE SHACK INC 65,680 87,500 82312B106 SHENANDOAH TELECOMMUNICATIONS CO 238,660 317,947 824348106 SHERWIN-WILLIAMS 1 3,896,893 5,191,490 G81075106 SHIP FINANCE INTERNATIONAL 113,768 151,564 82481R106 SHIRE PLC ADR USD 4,106,548 5,470,795 824889109 SHOE CARNIVAL INC 60,840 81,052 825211105 SHORETEL INC 54,495 72,599 82568P304 SHUTTERFLY INC 225,173 299,979 825690100 SHUTTERSTOCK INC 2,089,499 2,783,657 82669G104 SIGNATURE BANK/NEW YORK NY 1,007,735 1,342,518 G81276100 SIGNET JEWELERS LTD 575,981 767,329

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827048109 SILGAN HOLDINGS INC $1,584,204 $2,110,496 826919102 SILICON LABORATORIES INC 404,060 538,294 82706C108 SILICON MOTION TECHNOLOGY CORP 784,749 1,045,453 82817Q103 SILVER SPRING NETWORKS INC 17,284 23,026 828730200 SIMMONS FIRST NATIONAL CORP C 253,072 337,146 828806109 SIMON PROPERTY GROUP INC 6,821,612 9,087,838 829073105 SIMPSON MANUFACTURING CO INC 285,170 379,907 829226109 SINCLAIR BROADCAST GROUP INC 275,696 367,286 82968B103 SIRIUS XM HOLDINGS INC 5,179,682 6,900,437 82982L103 SITEONE LANDSCAPE SUPPLY INC 206,668 275,326 83001A102 SIX FLAGS ENTERTAINMENT CORP 1,354,817 1,804,904 784305104 SJW GROUP 129,593 172,646 830566105 SKECHERS U.S.A. INC 528,506 704,083 830879102 SKYWEST INC 204,548 272,501 83088M102 SKYWORKS SOLUTIONS INC 2,430,688 3,238,194 78440X101 SL GREEN REALTY 1,419,281 1,890,784 78442P106 SLM CORP 1,311,690 1,747,450 78454L100 SM ENERGY CO 234,978 313,041 83190B101 SMART & FINAL STORES INC 9,421 12,551 833034101 SNAP-ON INC 1,212,778 1,615,678 833551104 SNYDER’S-LANCE INC 388,848 518,029 83545G102 SONIC AUTOMOTIVE INC 114,530 152,579 835451105 SONIC CORP 155,184 206,738 835495102 SONOCO PRODUCTS CO 728,266 970,205 835916503 SONUS NETWORKS INC 69,193 92,180 835898107 SOTHEBY’S 305,320 406,751 838518108 SOUTH JERSEY INDUSTRIES INC 360,927 480,831 840441109 SOUTH STATE CORP 910,971 1,213,607 842587107 SOUTHERN CO 6,508,207 8,670,316 84265V105 SOUTHERN COPPER CORP 391,298 521,293 84470P109 SOUTHSIDE BANCSHARES INC 125,986 167,840 844741108 SOUTHWEST AIRLINES CO 5,383,832 7,172,410 844767103 SOUTHWEST BANCORP INC 99,333 132,333 844895102 SOUTHWEST GAS HOLDINGS INC 495,139 659,631 845467109 SOUTHWESTERN ENERGY CO 417,150 555,732 78469C103 SP PLUS CORP 50,530 67,317 84652J103 SPARK THERAPEUTICS INC 269,615 359,184 847215100 SPARTANNASH CO 135,512 180,531 84760C107 SPECTRANETICS CORP/ 246,710 328,670 84763R101 SPECTRUM BRANDS HOLDINGS INC 401,053 534,288

84763A108 SPECTRUM PHARMACEUTICALS INC $75,428 $100,486 847788106 SPEEDWAY MOTORSPORTS INC 37,755 50,297 84857L101 SPIRE INC 432,354 575,988 848574109 SPIRIT AEROSYSTEMS HOLDINGS INC 1,934,933 2,577,743 848577102 SPIRIT AIRLINES INC 1,793,579 2,389,429 84860W102 SPIRIT REALTY CAPITAL INC 450,299 599,894 848637104 SPLUNK INC 1,007,313 1,341,956 84863T106 SPOK HOLDINGS INC 96,617 128,714 85207U105 SPRINT CORP 707,251 942,209 85208M102 SPROUTS FARMERS MARKET INC 474,189 631,721 78463M107 SPS COMMERCE INC 185,017 246,482 784635104 SPX CORP 151,540 201,883 78469X107 SPX FLOW INC 222,114 295,903 852234103 SQUARE INC 1,108,534 1,476,803 78467J100 SS&C TECHNOLOGIES HOLDINGS INC 852,718 1,136,002 790148100 ST JOE CO/THE 166,129 221,319 852312305 STAAR SURGICAL CO 62,267 82,953 85254J102 STAG INDUSTRIAL INC 308,549 411,053 852857200 STAMPS.COM INC 385,082 513,012 853666105 STANDARD MOTOR PRODUCTS INC 106,528 141,918 854231107 STANDEX INTERNATIONAL CORP 160,987 214,469 854502101 STANLEY BLACK & DECKER INC 6,581,483 8,767,935 855030102 STAPLES INC 877,168 1,168,575 855244109 STARBUCKS CORP 11,270,331 15,014,477 85571B105 STARWOOD PROPERTY TRUST INC 735,847 980,304 855707105 STATE AUTO FINANCIAL CORP 90,220 120,192 856190103 STATE BANK FINANCIAL CORP 142,062 189,257 85711T305 STATE NATIONAL COS INC 41,864 55,772 857477103 STATE STREET CORP 4,614,386 6,147,344 858119100 STEEL DYNAMICS INC 1,113,349 1,483,217 858155203 STEELCASE INC 152,214 202,782 858375108 STEIN MART INC 212 283 858586100 STEPAN CO 272,528 363,065 858912108 STERICYCLE INC 830,986 1,107,050 G84720104 STERIS PLC 919,146 1,224,499 85917A100 STERLING BANCORP/DE 376,500 501,578 556269108 STEVEN MADDEN LTD 304,729 405,964 860372101 STEWART INFORMATION SERVICES CORP 122,267 162,886 860630102 STIFEL FINANCIAL CORP 409,335 545,321 861025104 STOCK YARDS BANCORP INC 135,255 180,189

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861642403 STONE ENERGY CORP $37,312 $49,708 861811107 STONEGATE BANK 106,561 141,961 86183P102 STONERIDGE INC 46,191 61,536 862121100 STORE CAPITAL CORP 464,763 619,163 862578101 STRAIGHT PATH COMMUNICATIONS INC 258,680 344,617 M85548101 STRATASYS 163,227 217,453 863236105 STRAYER EDUCATION INC 102,843 137,009 863667101 STRYKER CORP 7,913,532 10,542,507 864909106 SUCAMPO PHARMACEUTICALS INC 55,054 73,344 866082100 SUMMIT HOTEL PROPERTIES 268,374 357,531 86614U100 SUMMIT MATERIALS INC 424,419 565,416 866674104 SUN COMMUNITIES INC 880,739 1,173,331 866942105 SUN HYDRAULICS CORP 156,209 208,104 86722A103 SUNCOKE ENERGY INC 114,474 152,504 867652406 SUNPOWER CORP 53,261 70,955 86771W105 SUNRUN INC 66,868 89,082 867892101 SUNSTONE HOTEL INVESTORS INC 427,725 569,821 867914103 SUNTRUST BANKS INC 4,078,802 5,433,832 86800U104 SUPER MICRO COMPUTER INC 114,403 152,409 868157108 SUPERIOR ENERGY SERVICES INC 219,430 292,328 868168105 SUPERIOR INDUSTRIES INTERNATIONAL INC 103,596 138,011 868459108 SUPERNUS PHARMACEUTICALS INC 301,805 402,069 868536103 SUPERVALU INC 130,361 173,669 86881A100 SURGERY PARTNERS INC 67,758 90,269 868873100 SURMODICS INC 60,095 80,059 78486Q101 SVB FINANCIAL GROUP 1,258,769 1,676,947 87074U101 SWIFT TRANSPORTATION CO 328,582 437,741 871237103 SYKES ENTERPRISES INC 231,140 307,928 871503108 SYMANTEC CORP 9,215,330 12,276,780 87157D109 SYNAPTICS INC 265,731 354,011 87157B103 SYNCHRONOSS TECHNOLOGIES INC 111,430 148,448 87165B103 SYNCHRONY FINANCIAL 3,309,848 4,409,422 871639308 SYNERGY PHARMACEUTICALS INC 144,683 192,748 78470V108 SYNERGY RESOURCES CORP 181,240 241,450 87162W100 SYNNEX CORP 494,152 658,315 871607107 SYNOPSYS INC 3,022,691 4,026,868 87161C501 SYNOVUS FINANCIAL CORP 778,143 1,036,653 87162H103 SYNTEL INC 70,137 93,438 871829107 SYSCO CORP 5,604,223 7,466,017 871851101 SYSTEMAX INC 34,046 45,357

74144T108 T ROWE PRICE GROUP INC $2,400,709 $3,198,256 87336U105 TABLEAU SOFTWARE INC 471,337 627,921 873868103 TAHOE RESOURCES INC 338,806 451,361 87403A107 TAILORED BRANDS INC 75,120 100,076 874054109 TAKE-TWO INTERACTIVE SOFTWARE 1,448,134 1,929,222 875372104 TANDEM DIABETES CARE INC 23,168 30,865 875465106 TANGER FACTORY 360,673 480,493 87612G101 TARGA RESOURCES CORP 1,138,157 1,516,267 87612E106 TARGET CORP 3,992,156 5,318,401 876664103 TAUBMAN CENTERS INC 492,015 655,468 87724P106 TAYLOR MORRISON HOME CORP 343,436 457,530 872275102 TCF FINANCIAL 316,169 421,204 87236Y108 TD AMERITRADE HOLDING CORP 1,416,088 1,886,530 H84989104 TE CONNECTIVITY 4,669,001 6,220,102 878155100 TEAM INC 111,310 148,289 878237106 TECH DATA CORP 446,918 595,389 G87110105 TECHNIPFMC PLC 61,300 81,664 Y8564W103 TEEKAY CORP 40,536 54,002 Y8565N102 TEEKAY TANKERS LTD 10,822 14,417 87901J105 TEGNA INC 3,946,826 5,258,011 879080109 TEJON RANCH CO 58,346 77,729 87918A105 TELADOC INC 230,598 307,205 879360105 TELEDYNE TECHNOLOGIES INC 1,510,668 2,012,531 879369106 TELEFLEX INC 1,226,997 1,634,621 879433829 TELEPHONE & DATA SYSTEMS INC 367,306 489,330 879939106 TELETECH HOLDINGS INC 137,468 183,137 87960W104 TELIGENT INC NEW 60,851 81,067 87968A104 TELLURIAN INC 57,886 77,116 87971M103 TELUS CORP 580,316 773,104 88023U101 TEMPUR SEALY INTERNATIONAL INC 415,140 553,055 88033G407 TENET HEALTHCARE CORP 229,311 305,491 880345103 TENNANT CO 233,253 310,742 880349105 TENNECO INC 463,147 617,010 88076W103 TERADATA CORP 552,154 735,586 880770102 TERADYNE INC 1,780,139 2,371,524 880779103 TEREX CORP 480,489 640,113 88104M101 TERRAFORM GLOBAL INC 53,754 71,611 88104R100 TERRAFORM POWER INC 183,732 244,771 88146M101 TERRENO REALTY 204,199 272,037 88145X108 TERRITORIAL BANCORP INC 10,333 13,766

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881569107 TESARO INC $649,510 $865,285 88157K101 TESCO CORP 22,046 29,370 88160R101 TESLA INC 6,173,368 8,224,239 881609101 TESORO CORP 1,940,703 2,585,429 88162G103 TETRA TECH INC 559,539 745,425 88162F105 TETRA TECHNOLOGIES INC 39,346 52,418 88165N105 TETRAPHASE PHARMACEUTICALS INC 28,302 37,704 881624209 TEVA PHARMACEUTICAL INDUSTRIES 166,985 222,460 88224Q107 TEXAS CAPITAL BANCSHARES INC 1,335,500 1,779,170 882508104 TEXAS INSTRUMENTS INC 11,160,244 14,867,818 882681109 TEXAS ROADHOUSE INC 484,512 645,473 G8766E109 TEXTAINER GROUP 22,218 29,599 883203101 TEXTRON INC 1,714,340 2,283,865 87240R107 TFS FINANCIAL CORP 136,299 181,579 88322Q108 TG THERAPEUTICS INC 25,388 33,822 88338N107 THERAPEUTICSMD INC 87,710 116,848 G8807B106 THERAVANCE BIOPHARMA INC 253,635 337,896 883556102 THERMO FISHER SCIENTIFIC INC 19,733,508 26,289,229 88362T103 THERMON GROUP HOLDINGS INC 77,840 103,699 G8827U100 THIRD POINT REINSURANCE LTD 116,324 154,968 885160101 THOR INDUSTRIES INC 661,645 881,452 88650V208 TIER REIT INC 102,642 136,742 886547108 TIFFANY & CO 1,363,114 1,815,958 88677Q109 TILE SHOP HOLDINGS INC 70,637 94,103 887228104 TIME INC 233,673 311,302 887317303 TIME WARNER INC 10,650,975 14,189,364 887389104 TIMKEN CO/THE 412,581 549,646 887399103 TIMKENSTEEL 99,989 133,207 88830M102 TITAN INTERNATIONAL INC 86,740 115,557 88830R101 TITAN MACHINERY INC 31,392 41,821 88870R102 TIVITY HEALTH INC 259,706 345,984 88870P106 TIVO CORP 268,096 357,161 872540109 TJX COS INC/THE 8,759,672 11,669,746 872590104 T-MOBILE US INC 2,310,697 3,078,340 889478103 TOLL BROTHERS INC 848,718 1,130,672 890110109 TOMPKINS FINANCIAL CORP 194,556 259,190 890516107 TOOTSIE ROLL INDUSTRIES INC 118,186 157,449 89055F103 TOPBUILD CORP 293,797 391,400 891027104 TORCHMARK CORP 1,511,385 2,013,486 891092108 TORO CO/THE 968,332 1,290,025

89151E109 TOTAL SA ADR USD $3,396,732 $4,525,169 891906109 TOTAL SYSTEM SERVICES INC 1,414,898 1,884,945 891826109 TOWER INTERNATIONAL INC 67,971 90,552 89214P109 TOWNE BANK/PORTSMOUTH VA 192,129 255,957 892356106 TRACTOR SUPPLY CO 967,740 1,289,236 88339J105 TRADE DESK INC 74,748 99,580 893641100 TRANSDIGM GROUP INC 1,805,361 2,405,125 H8817H100 TRANSOCEAN LTD 388,820 517,991 89400J107 TRANSUNION 722,470 962,484 89417E109 TRAVELERS COS INC 5,955,857 7,934,468 G9019D104 TRAVELPORT WORLDWIDE LTD 196,086 261,229 894650100 TREDEGAR CORP 64,973 86,558 89469A104 TREEHOUSE FOODS INC 580,149 772,881 89531P105 TREX CO INC 265,711 353,983 87265H109 TRI POINTE GROUP INC 283,936 378,264 896047503 TRIBUNE MEDIA CO 3,090,865 4,117,689 896095106 TRICO BANCSHARES 73,263 97,602 896215209 TRIMAS CORP 162,406 216,360 896239100 TRIMBLE INC 1,182,915 1,575,894 896288107 TRINET GROUP INC 182,009 242,474 896522109 TRINITY INDUSTRIES INC 596,891 795,186 L9340P101 TRINSEO SA 1,351,650 1,800,685 896945201 TRIPADVISOR INC 3,098,154 4,127,400 896749108 TRIPLE-S MANAGEMENT 69,321 92,351 89678F100 TRISTATE CAPITAL HOLDINGS INC 81,119 108,067 89679A100 TRISURA GROUP LTD 8,043 10,715 G9078F107 TRITON INTERNATIONAL LTD/BERMUDA 183,504 244,467 89679E300 TRIUMPH BANCORP INC 61,092 81,388 896818101 TRIUMPH GROUP INC 243,773 324,757 89703P107 TRONC INC 14,947 19,912 Q9235V101 TRONOX LTD 136,803 182,250 89785X101 TRUEBLUE INC 205,999 274,434 89785L107 TRUECAR INC 453,836 604,606 898202106 TRUPANION INC 52,272 69,638 898349105 TRUSTCO BANK CORP NY 140,552 187,246 898402102 TRUSTMARK CORP 265,326 353,471 87305R109 TTM TECHNOLOGIES INC 197,991 263,766 898697206 TUCOWS INC 50,116 66,765 899896104 TUPPERWARE BRANDS CORP 487,070 648,881 901109108 TUTOR PERINI CORP 147,100 195,968

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90130A200 TWENTY-FIRST CENTURY FOX INC $2,684,615 $3,576,478 90130A101 TWENTY-FIRST CENTURY FOX INC 4,069,764 5,421,791 90138F102 TWILIO INC 208,591 277,887 90184L102 TWITTER INC 5,388,784 7,179,006 90187B101 TWO HARBORS INVESTMENT CORP 1,184,261 1,577,687 902252105 TYLER TECHNOLOGIES INC 803,953 1,071,037 902494103 TYSON FOODS INC 2,985,698 3,977,585 90347A100 UBIQUITI NETWORKS INC 1,014,874 1,352,028 902653104 UDR INC 1,426,091 1,899,856 902681105 UGI CORP 1,715,510 2,285,424 90384S303 ULTA BEAUTY INC 3,853,406 5,133,556 90385D107 ULTIMATE SOFTWARE GROUP INC 3,062,697 4,080,163 90385V107 ULTRA CLEAN HOLDINGS INC 70,117 93,410 903914208 ULTRA PETROLEUM CORP 288,413 384,228 90400D108 ULTRAGENYX PHARMACEUTICAL INC 303,692 404,582 902788108 UMB FINANCIAL CORP 436,190 581,098 903002103 UMH PROPERTIES INC REIT 43,777 58,321 904214103 UMPQUA HOLDINGS CORP 554,489 738,697 904311206 UNDER ARMOUR INC 508,173 676,994 904311107 UNDER ARMOUR INC 544,917 725,946 904677200 UNIFI INC 61,097 81,394 904708104 UNIFIRST CORP/MA 331,542 441,684 90539J109 UNION BANKSHARES CORP 216,788 288,808 907818108 UNION PACIFIC CORP 13,071,028 17,413,389 909214306 UNISYS CORP 98,664 131,441 909218109 UNIT CORP 142,139 189,359 909907107 UNITED BANKSHARES INC/WV 1,140,694 1,519,647 90984P303 UNITED COMMUNITY BANKS INC 236,217 314,691 909839102 UNITED COMMUNITY FINANCIAL CORP 42,350 56,419 910047109 UNITED CONTINENTAL HOLDINGS INC 4,066,667 5,417,666 910304104 UNITED FINANCIAL BANCORP INC/NEW 91,214 121,517 910340108 UNITED FIRE GROUP INC 158,433 211,067 910710102 UNITED INSURANCE HOLDINGS CORP 12,866 17,140 911163103 UNITED NATURAL FOODS INC 1 244,375 325,559 911312106 UNITED PARCEL SERVICE INC 13,126,927 17,487,858 911363109 UNITED RENTALS INC 1,658,960 2,210,088 911684108 UNITED STATES CELLULAR CORP 62,239 82,916 912909108 UNITED STATES STEEL CORP 507,388 675,949 913017109 UNITED TECHNOLOGIES CORP 16,377,169 21,817,871 91307C102 UNITED THERAPEUTICS CORP 1,293,631 1,723,392

91324P102 UNITEDHEALTH GROUP INC $46,127,309 $61,451,384 91325V108 UNITI GROUP INC 534,277 711,771 913259107 UNITIL CORP 99,192 132,144 91336L107 UNIVAR INC 345,663 460,496 913456109 UNIVERSAL CORP/VA 217,218 289,381 91347P105 UNIVERSAL DISPLAY CORP 595,083 792,778 913483103 UNIVERSAL ELECTRONICS INC 144,041 191,894 913543104 UNIVERSAL FOREST PRODUCTS INC 268,576 357,801 91359E105 UNIVERSAL HEALTH REALTY INCOME TRUST 122,700 163,462 913903100 UNIVERSAL HEALTH SERVICES INC 1,399,047 1,863,828 91359V107 UNIVERSAL INSURANCE 143,411 191,054 91388P105 UNIVERSAL LOGISTICS 33,544 44,688 915271100 UNIVEST CORP OF PENNSYLVANIA 74,207 98,860 91529Y106 UNUM GROUP 2,083,774 2,776,030 91704F104 URBAN EDGE PROPERTIES 293,627 391,173 917047102 URBAN OUTFITTERS INC 2,746,739 3,659,240 917286205 URSTADT BIDDLE PROPERTIES 107,637 143,396 902973304 US BANCORP 12,840,000 17,105,610 90333L201 US CONCRETE INC 196,023 261,144 91732J102 US ECOLOGY INC 114,019 151,898 912008109 US FOODS HOLDING CORP 476,556 634,873 90337L108 US PHYSICAL THERAPY INC 95,675 127,460 90346E103 US SILICA HOLDINGS INC 353,705 471,211 90328M107 USANA HEALTH SCIENCES INC 89,086 118,682 903293405 USG CORP 2,097,979 2,794,954 91879Q109 VAIL RESORTS INC 1,030,811 1,373,260 91911K102 VALEANT PHARMACEUTICALS INTERNATIONAL INC 583,724 777,644 91913Y100 VALERO ENERGY CORP 4,451,714 5,930,630 G9319H102 VALIDUS HOLDINGS LTD 1,699,900 2,264,629 919794107 VALLEY NATIONAL BANCORP 392,821 523,321 920253101 VALMONT INDUSTRIES INC 421,467 561,484 92047W101 VALVOLINE INC 2,729,590 3,636,394 921659108 VANDA PHARMACEUTICALS INC 97,433 129,801 92210H105 VANTIV INC 2,963,018 3,947,371 92214X106 VAREX IMAGING CORP 172,994 230,465 92220P105 VARIAN MEDICAL SYSTEMS INC 2,471,368 3,292,388 922280102 VARONIS SYSTEMS INC 86,086 114,684 92230Y104 VASCO DATA SECURITY INTERNATIONAL INC 57,597 76,731 918194101 VCA INC 931,958 1,241,566 92240M108 VECTOR GROUP LTD 257,200 342,645

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92240G101 VECTREN CORP $779,312 $1,038,209 92242T101 VECTRUS INC 49,790 66,331 922417100 VEECO INSTRUMENTS INC 223,390 297,603 922475108 VEEVA SYSTEMS INC 837,972 1,116,357 92276F100 VENTAS INC 3,317,287 4,419,332 92335C106 VERA BRADLEY INC 22,328 29,746 92339V100 VEREIT INC 1,017,830 1,355,966 92342Y109 VERIFONE SYSTEMS INC 2,001,328 2,666,194 92343X100 VERINT SYSTEMS INC 332,682 443,203 92343E102 VERISIGN INC 2,363,027 3,148,055 92345Y106 VERISK ANALYTICS INC 2,257,981 3,008,110 923451108 VERITEX HOLDINGS INC 61,302 81,667 923454102 VERITIV CORP 59,038 78,651 92343V104 VERIZON COMMUNICATIONS INC 28,226,365 37,603,521 92529L102 VERSARTIS INC 100,275 133,587 92532W103 VERSUM MATERIALS INC 2,357,712 3,140,974 92532F100 VERTEX PHARMACEUTICALS INC 9,810,109 13,069,152 918204108 VF CORP 4,211,879 5,611,119 92553P102 VIACOM INC 11,030 14,695 92553P201 VIACOM INC 1,994,838 2,657,548 92552R406 VIAD CORP 143,351 190,974 92552V100 VIASAT INC 4,706,786 6,270,440 925550105 VIAVI SOLUTIONS INC 357,236 475,914 925815102 VICOR CORP 117,664 156,753 92823T108 VIRNETX HOLDING CORP 27,915 37,189 928254101 VIRTU FINANCIAL INC 13,888 18,501 48244B100 VIRTU KCG HOLDINGS LLC 90,382 120,407 92828Q109 VIRTUS INVESTMENT PARTNERS INC 101,451 135,155 92827P102 VIRTUSA CORP 121,838 162,314 92826C839 VISA INC 28,107,176 37,444,736 928298108 VISHAY INTERTECHNOLOGY INC 329,342 438,754 92835K103 VISHAY PRECISION GROUP INC 56,355 75,077 92839U206 VISTEON CORP 563,696 750,964 92840M102 VISTRA ENERGY CORP 529,469 705,366 92849E101 VITAMIN SHOPPE INC 56,057 74,679 928563402 VMWARE INC 841,993 1,121,714 92857F107 VOCERA COMMUNICATIONS INC 101,326 134,988 92857W308 VODAFONE GROUP PLC ADR USD 2,610,381 3,477,582 92886T201 VONAGE HOLDINGS CORP 155,415 207,046 929042109 VORNADO REALTY TRUS 2,161,537 2,879,627 929089100 VOYA FINANCIAL INC 1,598,181 2,129,117

918284100 VSE CORP $16,765 $22,334 929160109 VULCAN MATERIALS CO 2,267,695 3,021,053 91843L103 VWR CORP 358,257 477,274 92922P106 W&T OFFSHORE INC 10,224 13,621 929566107 WABASH NATIONAL CORP 215,483 287,069 92927K102 WABCO HOLDINGS INC 852,750 1,136,044 929740108 WABTEC CORP/DE 1,077,699 1,435,725 930059100 WADDELL & REED FINANCIAL INC 222,277 296,121 930427109 WAGEWORKS INC 322,624 429,804 931427108 WALGREENS BOOTS ALLIANCE INC 12,861,599 17,134,386 93148P102 WALKER & DUNLOP INC 171,258 228,152 931142103 WAL-MART STORES INC 21,371,830 28,471,822 254687106 WALT DISNEY CO 26,814,306 35,722,358 938824109 WASHINGTON FEDERAL INC 448,532 597,540 93964W108 WASHINGTON PRIME GROUP INC 231,520 308,434 939653101 WASHINGTON REAL ESTATE INVESTMENT 347,042 462,334 940610108 WASHINGTON TRUST BANCORP INC 146,235 194,816 94106B101 WASTE CONNECTIONS INC 790,414 1,053,000 94106L109 WASTE MANAGEMENT INC 7,141,143 9,513,521 941848103 WATERS CORP 2,393,462 3,188,600 94188P101 WATERSTONE FINANCIAL INC 21,077 28,079 942622200 WATSCO INC 615,784 820,355 942749102 WATTS WATER TECHNOLOGIES INC 261,282 348,083 94419L101 WAYFAIR INC 1,179,564 1,571,430 929236107 WD-40 CO 245,036 326,441 G48833100 WEATHERFORD INTERNATIONAL PLC 1,705,528 2,272,126 94733A104 WEB.COM GROUP INC 168,361 224,292 94770V102 WEBMD HEALTH CORP 277,058 369,100 947890109 WEBSTER FINANCIAL CORP 673,119 896,738 92939U106 WEC ENERGY GROUP INC 2,723,646 3,628,476 948626106 WEIGHT WATCHERS INTERNATIONAL INC 172,060 229,220 948741103 WEINGARTEN REALTY INVESTORS 449,282 598,539 948849104 WEIS MARKETS INC 87,625 116,735 949090104 WELBILT INC 338,152 450,490 94946T106 WELLCARE HEALTH PLANS INC 1,256,020 1,673,286 949746101 WELLS FARGO & CO 34,683,876 46,206,299 95040Q104 WELLTOWER INC 3,708,296 4,940,239 95058W100 WENDY’S CO 406,453 541,481 950755108 WERNER ENTERPRISES INC 192,237 256,100 950810101 WESBANCO INC 216,209 288,036 950814103 WESCO AIRCRAFT HOLDINGS INC 69,147 92,118

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95082P105 WESCO INTERNATIONAL INC $1,565,616 $2,085,734 95123P106 WEST BANCORPORATION INC 72,985 97,232 952355204 WEST CORP 140,448 187,106 954235107 WEST MARINE INC 7,450 9,925 955306105 WEST PHARMACEUTICAL SERVICES INC 923,582 1,230,407 957090103 WESTAMERICA BANCORPORATION 161,502 215,154 95709T100 WESTAR ENERGY INC 991,025 1,320,257 957638109 WESTERN ALLIANCE BANCORP 593,013 790,020 95790D105 WESTERN ASSET MORTGAGE CAPITAL 50,525 67,310 958102105 WESTERN DIGITAL CORP 9,133,381 12,167,606 959802109 WESTERN UNION CO 1,243,083 1,656,051 960413102 WESTLAKE CHEMICAL CORP 363,497 484,255 960878106 WESTMORELAND COAL CO 2,017 2,687 96145D105 WESTROCK CO 2,167,611 2,887,719 961765104 WESTWOOD HOLDINGS GROUP INC 51,038 67,994 96208T104 WEX INC 561,480 748,011 962166104 WEYERHAEUSER CO 3,374,349 4,495,350 92924F106 WGL HOLDINGS INC 543,686 724,305 963320106 WHIRLPOOL CORP 4,092,875 5,452,580 G9618E107 WHITE MOUNTAINS INSURANCE GROUP LTD 725,918 967,077 966084204 WHITESTONE REIT 70,561 94,002 966387102 WHITING PETROLEUM CORP 237,856 316,874 966837106 WHOLE FOODS MARKET INC 1,879,189 2,503,479 552074700 WILLIAM LYON HOMES 133,020 177,211 969457100 WILLIAMS COS INC 3,429,209 4,568,436 969904101 WILLIAMS-SONOMA INC 591,726 788,305 G96629103 WILLIS TOWERS WATSON PLC 5,622,193 7,489,957 97382A200 WINDSTREAM HOLDINGS INC 118,798 158,264 974155103 WINGSTOP INC 101,130 134,727 974637100 WINNEBAGO INDUSTRIES INC 166,381 221,655 97650W108 WINTRUST FINANCIAL CORP 523,649 697,612 97717P104 WISDOMTREE INVESTMENTS INC 979,774 1,305,267 M98068105 WIX.COM LTD 1,040,572 1,386,263 92936P100 WMIH CORP 10,974 14,620 978097103 WOLVERINE WORLD WIDE INC 366,305 487,996 980745103 WOODWARD INC 453,439 604,077 98138H101 WORKDAY INC 1,628,377 2,169,344 98139A105 WORKIVA INC 73,526 97,953 981419104 WORLD ACCEPTANCE CORP 102,466 136,507 981475106 WORLD FUEL SERVICES CORP 390,546 520,291 98156Q108 WORLD WRESTLING ENTERTAINMENT INC 386,475 514,866

981811102 WORTHINGTON INDUSTRIES INC $340,890 $454,137 92936U109 WP CAREY INC 865,470 1,152,991 98212B103 WPX ENERGY INC 1,994,380 2,656,938 084423102 WR BERKLEY CORP 874,017 1,164,377 38388F108 WR GRACE & CO 684,485 911,879 N96617118 WRIGHT MEDICAL GROUP NV 494,921 659,341 929328102 WSFS FINANCIAL CORP 138,056 183,920 384802104 WW GRAINGER INC 1,368,070 1,822,560 98310W108 WYNDHAM WORLDWIDE 1,469,477 1,957,656 983134107 WYNN RESORTS LTD 1,485,150 1,978,536 98386L101 XACTLY CORP 15,555 20,722 98389B100 XCEL ENERGY INC 4,468,929 5,953,563 98400J108 XCERRA CORP 50,571 67,371 98401F105 XENCOR INC 77,307 102,990 984017103 XENIA HOTELS & RESORTS INC 291,954 388,945 984121608 XEROX CORP 960,344 1,279,383 983919101 XILINX INC 2,258,085 3,008,250 G98294104 XL GROUP LTD 1,532,283 2,041,327 983772104 XO GROUP INC 96,414 128,444 98421B100 XPERI CORP 214,683 286,003 983793100 XPO LOGISTICS INC 914,423 1,218,206 98419M100 XYLEM INC/NY 1,531,004 2,039,623 985817105 YELP INC 1,636,143 2,179,691 987184108 YORK WATER CO 46,544 62,007 984249607 YRC WORLDWIDE INC 53,405 71,147 988498101 YUM BRANDS INC 3,478,167 4,633,658 98850P109 YUM CHINA HOLDINGS INC 2,515,182 3,350,757 98919V105 ZAYO GROUP HOLDINGS INC 735,234 979,488 989207105 ZEBRA TECHNOLOGIES CORP 8,081,135 10,765,790 98936J101 ZENDESK INC 1,412,993 1,882,407 98954M101 ZILLOW GROUP INC 307,636 409,836 98954M200 ZILLOW GROUP INC 695,878 927,058 98956P102 ZIMMER BIOMET HOLDINGS INC 3,474,049 4,628,172 989701107 ZIONS BANCORPORATION 1,519,984 2,024,942 98973P101 ZIOPHARM ONCOLOGY INC 80,408 107,121 98979J109 ZOE’S KITCHEN INC 178,216 237,422 98978V103 ZOETIS INC 5,324,621 7,093,527 98978L204 ZOGENIX INC 58,997 78,597 989817101 ZUMIEZ INC 272,339 362,814 98986T108 ZYNGA INC 312,106 415,791

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MARKET VALUE CUSIP # COMMON STOCKS - INTERNATIONAL QPP TDA

B1W8P14 AALBERTS INDUSTRIES NV $195,339 $260,234 7380062 AAREAL BANK AG 277,710 369,969 7108899 ABB LTD 571,754 761,698 6005184 ABILITY ENTERPRISE CO LTD 16,376 21,816 B28W603 ABLYNX NV 136,732 182,156 7110720 ADECCO GROUP AG 297,901 396,868 4031976 ADIDAS AG 288,214 383,963 6056074 ADVANCED SEMICONDUCTOR ENGINEERING INC 512,848 683,223 B66PKS8 ADVANTAGE OIL & GAS LTD 178,996 238,461 B1ZBHG9 AEGEAN AIRLINES SA 24,387 32,489 B7ZGMJ4 AEKYUNG PETROCHEMICAL CO LTD 93,241 124,217 6476218 AEON DELIGHT CO LTD 434,529 578,885 6037734 AEON FINANCIAL SERVICE CO LTD 181,964 242,415 N00985106 AERCAP HOLDINGS NV 418,106 557,006 B86S2N0 AGEAS 254,816 339,469 BK1PTB7 AGGREKO PLC 947,012 1,261,622 008474108 AGNICO EAGLE MINES LTD 185,367 246,948 B4TX8S1 AIA GROUP LTD 3,644,001 4,854,584 B1YXBJ7 AIR LIQUIDE SA 3,046,771 4,058,947 BB36C61 AIRASIA X BHD 110,286 146,924 4012250 AIRBUS SE 561,876 748,539 B8FT7R3 AIRMATE CAYMAN INTERNATIONAL CO LTD 10,743 14,313 BDFLHY1 AIRPORTS OF THAILAND 644,350 858,411 B03MN70 AKBANK TURK AS 342,336 456,064 BQN1C50 AKER SOLUTIONS ASA 73,309 97,663 5458314 AKZO NOBEL NV 1,303,327 1,736,309 B4TPSL0 ALCHIP TECHNOLOGIES LTD 44,492 59,273 B0LX3Y2 ALDAR PROPERTIES PJSC 857,990 1,143,026 BDHXPG3 ALFA FINANCIAL SOFTWARE 129,106 171,996 2043423 ALFA SAB DE CV 542,037 722,108 6687214 ALFRESA HOLDINGS 214,724 286,058 BYSZ9G3 ALLIED IRISH BANKS PLC 231,743 308,730 2387701 ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST 117,551 156,603 B04C5Z1 ALPHA NETWORKS INC 25,708 34,249 6021500 ALPS ELECTRIC CO LTD 179,374 238,964 B1VP947 ALSTRIA OFFICE 236,926 315,636 5608915 ALTEN SA 414,880 552,709 BYYHLZ6 ALVIVA HOLDINGS LIMITED 25,194 33,564 B3MSM28 AMADEUS IT GROUP SA 1,251,639 1,667,449 6592965 AMATA CORP PCL 59,020 78,628 BG804F6 AMBEV 304,112 405,142

02319V103 AMBEV SA $268,628 $357,870 B09QQ11 AMBUJA CEMENTS LTD 431,764 575,202 4024006 AMER SPORTS OYJ 240,982 321,039 6047023 AMMB HOLDINGS BHD 102,156 136,094 BPF0548 AMS AG 244,027 325,096 B03MNX6 ANADOLU CAM SANAYII AS 71,603 95,390 B1XZS82 ANGLO AMERICAN PLC 1,458,000 1,942,366 BYYHL23 ANHEUSER-BUSCH INBEV SA/NV 733,994 977,836 BLLJ381 ANIMA HOLDING SPA 155,017 206,516 B118XB1 ANSALDO STS SPA 2 3 4253048 AP MOLLER - MAERSK A/S 120,932 161,107 5769209 ARCADIS NV 254,586 339,163 B0Z5YZ2 ARKEMA SA 703,822 937,641 B132NW2 ASHMORE GROUP PLC 83,072 110,670 B617TG0 ASIA TECH IMAGE INC 85,103 113,376 BCRWL65 ASIAN PAINTS LTD 804,041 1,071,154 6002453 ASM PACIFIC TECHNOLOGY LTD 150,464 200,450 B929F46 ASML HOLDING NV 562,372 749,200 BYPC1T4 ASSA ABLOY AB 473,123 630,300 4056719 ASSICURAZIONI GENERALI SPA 397,796 529,949 046353108 ASTRAZENECA 969,048 1,290,978 0989529 ASTRAZENECA PLC 680,593 906,694 5654781 ATOS SE 45,819 61,041 B07VZ99 ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA 172,604 229,945 6288190 AU OPTRONICS CORP 317,731 423,285 6065586 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 775,414 1,033,016 B5TZQH9 AUTOCANADA INC 137,957 183,788 05367G100 AVIANCA HOLDINGS SA ADR USD 1,947 2,594 0216238 AVIVA PLC 422,868 563,351 BPFJHC7 AXIS BANK LTD 823,969 1,097,702 6055112 AYALA LAND INC 329,439 438,883 6985543 AZBIL CORP 286,086 381,127 BMTRW10 B&M EUROPEAN VALUE RETAIL SA 466,652 621,679 B2RHNV9 B3 SA - BRASIL BOLSA BALCAO 0 412,131 549,046 0263494 BAE SYSTEMS PLC 533,183 710,313 0096162 BALFOUR BEATTY PLC 127,847 170,319 7124594 BALOISE HOLDING AG 373,409 497,461 B1HKSV6 BANCA GENERALI SPA 151,045 201,224 059460303 BANCO BRADESCO SA 2,219,087 2,956,295 2328595 BANCO DO BRASIL SA 385,223 513,198 5705946 BANCO SANTANDER SA 1,992,116 2,653,922

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BYYH5F4 BANGCHAK CORP PCL FOREIGN SH. $127,456 $169,798 6077008 BANGKOK BANK PCL 1,125,918 1,499,963 6712912 BANGKOK LAND PCL 74,060 98,664 6651048 BANK MANDIRI PERSERO TBK PT 616,816 821,730 3060625 BANK OF IRELAND 161,536 215,201 3070732 BANK OF IRELAND 554,485 738,691 2076281 BANK OF NOVA SCOTIA 1,228,531 1,636,664 064149107 BANK OF NOVA SCOTIA/THE 128,651 171,390 6709099 BANK RAKYAT INDONESIA 690,565 919,980 5474008 BANKINTER SA 142,867 190,329 BLD2CY7 BAPCOR LTD 191,636 255,299 3134865 BARCLAYS PLC 520,058 692,828 6079123 BARLOWORLD LTD 192,852 256,920 5069211 BAYER AG 2,528,639 3,368,684 5756029 BAYERISCHE MOTOREN WERKE AG 1,514,758 2,017,980 B1FP891 BBA AVIATION PLC 313,628 417,819 4082628 BEFIMMO SA 143,602 191,308 5107401 BEIERSDORF AG 3,049,330 4,062,356 6090180 BELLE CORP 10,135 13,501 B4XY9X2 BENEFIT SYSTEMS SA 8,658 11,534 6098032 BEZEQ THE ISRAELI TELECOMMUNICATION 536,465 714,685 0056650 BHP BILLITON PLC 1,226,443 1,633,882 BZBFKT7 BID CORP LTD C 39,296 52,351 6100379 BIMB HOLDINGS BHD 20,956 27,918 6098236 BINGGRAE CO LTD 154,149 205,360 B01MJR4 BIOMERIEUX 303,233 403,970 088990213 BLACKROCK MONEY MARKET FUND 1 2 092993658 BLACKROCK MSCI EAFE EQUITY INDEX FUND 724,279,108 964,893,796 7309681 BNP PARIBAS SA 1,043,407 1,390,041 B011205 BOARDWALK REAL ESTATE INVESTMENT TRUST 129,110 172,001 B04DNZ0 BODAL CHEMICALS LTD 38,262 50,974 2099084 BORALEX INC 182,230 242,769 B1XF882 BOSKALIS WESTMINSTER 1,367,263 1,821,485 BVYV180 BOUSTEAD PROJECTS LTD 35,028 46,664 6207076 BOUSTEAD SINGAPORE LTD 155,555 207,232 0798059 BP PLC 557,892 743,231 4116099 BPER BANCA 87,009 115,914 B1FJ0C0 BRAMBLES LTD 151,902 202,366 B4YVF56 BRENNTAG AG 673,669 897,470 6132101 BRIDGESTONE CORP 467,639 622,995 0287580 BRITISH AMERICAN TOBACCO PLC 2,059,081 2,743,134

B0N8QD5 BRITVIC PLC $326,366 $434,789 BN573R4 BRUNEL INTERNATIONAL NV 143,376 191,007 3091357 BT GROUP PLC 687,316 915,651 B7MBV73 BTG PACTUAL GROUP 17,220 22,941 5782206 BUZZI UNICEM SPA 651,646 868,131 6156617 BYUCKSAN CORP 90,757 120,908 2162760 CAE INC 774,940 1,032,384 124765108 CAE INC 53,962 71,889 6C5971S CAIRN HOMES PLC 63,182 84,172 BWY4ZF1 CAIRN HOMES PLC 209,449 279,030 B283W97 CAIXABANK SA 929,729 1,238,596 B0764Z3 CAL-COMP ELECTRONICS THAILAND PCL 25,183 33,549 6161503 CALTEX AUSTRALIA LTD 180,971 241,092 2210959 CANADIAN NATIONAL RAILWAY CO 1,482,846 1,975,466 136375102 CANADIAN NATIONAL RAILWAY CO 197,205 262,719 2171573 CANADIAN NATURAL RESOURCES LTD 406,405 541,418 B18P4F6 CANFOR CORP 165,551 220,549 6172323 CANON INC 1,064,387 1,417,990 2174312 CAP SA 274,722 365,989 6173694 CAPCOM CO LTD 232,883 310,250 4163437 CAPGEMINI SE 224,474 299,047 4169219 CARLSBERG A/S 472,013 628,821 3121522 CARNIVAL PLC C 1,252,328 1,668,368 B0XP0T0 CASTELLUM AB 386,998 515,564 6186669 CATCHER TECHNOLOGY CO LTD 340,882 454,128 7302215 CD PROJEKT SA 236,597 315,198 2488671 CEMEX SAB DE 1,323,611 1,763,331 151290889 CEMEX SAB DE CV 1,110,168 1,478,979 BNGN809 CERVED INFORMATION SOLUTIONS SPA 105,104 140,020 6726300 CHALLENGER LTD/AUSTRALIA 418,455 557,471 6225595 CHARTER HALL RETAIL 116,834 155,648 M22465104 CHECK POINT SOFTWARE TECHNOLOGIES LTD 854,996 1,139,036 B01LS18 CHIN WELL HOLDINGS BHD 43,568 58,041 6199816 CHINA LIFE INSURANCE CO LTD/TAIWAN 1,325,291 1,765,570 6191328 CHINA MOTOR CORP 69,165 92,143 B0YBZJ2 CIA DE SANEAMENTO DE MINAS 87,535 116,616 2176976 CIA MINERA AUTLAN SAB DE CV 10,986 14,636 BCRWZ18 CIE FINANCIERE RICHEMONT SA 1,671,439 2,226,713 6075745 CIMB GROUP HOLDINGS BHD 398,350 530,687 6197928 CITY DEVELOPMENTS LTD 195,453 260,386 6189516 CJ CORP 76,910 102,460

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B670SY4 CJ E&M CORP $607,979 $809,958 BYVS6J1 CK INFRASTRUCTURE HOLDINGS 446,151 594,368 B3K5QQ3 CLOETTA AB 352,234 469,250 6097017 CLP HOLDINGS LTD 605,788 807,039 BDSV2V0 CNH INDUSTRIAL NV 83,787 111,622 B07KD36 COBHAM PLC 739,402 985,040 6163286 COCA-COLA BOTTLERS JAPAN INC 287,082 382,454 2141899 COCA-COLA FEMSA 12,498 16,650 191241108 COCA-COLA FEMSA SAB DE CV 152,942 203,751 BNFWV75 COFACE SA 466,765 621,830 BN7PJ67 COM HEM HOLDING AB 196,209 261,392 6215035 COMMONWEALTH BANK OF AUSTRALIA 1,218,943 1,623,891 BD6K457 COMPASS GROUP PLC 2,126,496 2,832,944 5094536 COMPUGROUP MEDICAL SE 321,926 428,874 B15C4L6 CONSTELLATION SOFTWARE INC 331,154 441,168 4598589 CONTINENTAL AG 452,889 603,344 P31076105 COPA HOLDINGS SA 412,575 549,637 B8F6ZF8 CORP INMOBILIARIA VESTA SAB DE CV 69,041 91,977 B99J4M0 COSCO CAPITAL INC 21,829 29,080 2228952 COTT CORP 259,425 345,609 4722667 CRAMO OYJ 189,436 252,369 4182249 CRH PLC 2,037,778 2,714,754 BYZWX76 CRODA INTERNATIONAL PLC 335,947 447,553 B05DZD1 CSC STEEL HOLDINGS BHD 21,050 28,043 6527666 CTBC FINANCIAL HOLDING CO LTD 428,647 571,049 B05DWZ2 D&O GREEN TECHNOLOGIES BHD 10,372 13,818 B0NCP41 DAEHAN STEEL CO LTD 19,967 26,601 6249799 DAH SING FINANCIAL HOLDINGS LTD 147,716 196,790 6253132 DAIICHIKOSHO CO LTD 276,893 368,880 6250724 DAIKIN INDUSTRIES LTD 817,014 1,088,437 5529027 DAIMLER AG 404,094 538,339 0250281 DAIRY CREST GROUP PLC 286,559 381,757 6251200 DAISHIN SECURITIES CO LTD 47,767 63,636 6250508 DAITO TRUST CONSTRUCTION CO LTD 525,184 699,657 6251363 DAIWA HOUSE INDUSTRY CO 336,992 448,945 B0LNTF5 DAIWA OFFICE INVESTMENT 115,965 154,490 B3SQ798 DANAWA CO LTD 79,078 105,349 B1Y9TB3 DANONE SA 1,016,821 1,354,622 B0VCF21 DARFON ELECTRONICS CORP 33,305 44,370 5330047 DASSAULT SYSTEMES SE 512,286 682,474 B08BR25 DAVIDE CAMPARI-MILANO SPA 65,688 87,510

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BZ4CMZ5 DAVIDE CAMPARI-MILANO SPA $130,756 $174,195 6175203 DBS GROUP HOLDINGS LTD 1,912,677 2,548,092 B59DTF2 DBV TECHNOLOGIES SA 162,110 215,964 0242493 DCC PLC 212,250 282,762 B0LR6C3 DCM SHRIRAM LTD 58,461 77,883 7169517 DE’ LONGHI SPA 176,081 234,578 BZCNB42 DELIVERY HERO AG 45,226 60,251 6640381 DENSO CORP 2,369,443 3,156,602 5750355 DEUTSCHE BANK AG 407,221 542,505 4617859 DEUTSCHE POST AG 26,296 35,032 B0YZ0Z5 DEUTSCHE WOHNEN SE 108,965 145,165 4557847 DEUTZ AG 181,165 241,350 0267043 DEVRO PLC 97,137 129,407 6100078 DHAMPUR SUGAR MILLS LTD 26,140 34,825 6697150 DHIPAYA INSURANCE PCL 20,717 27,600 0237400 DIAGEO PLC 2,126,477 2,832,920 4263304 DNB ASA 456,354 607,961 B15GGN4 DNO ASA 240,189 319,983 B95LX89 DOMINION DIAMOND 113,022 150,570 BYN5913 DOMINO’S PIZZA GROUP PLC 254,921 339,609 6269861 DON QUIJOTE HOLDINGS CO LTD 100,647 134,083 6407757 DONGBU HITEK CO LTD 108,856 145,020 6155937 DONGBU INSURANCE CO LTD 353,996 471,598 B17GVR1 DONGWOO FARM TO TABLE CO LT 33,338 44,414 BYX9GP8 DOOSAN BOBCAT INC 430,803 573,921 2262369 DOREL INDUSTRIES INC 109,369 145,702 6278306 DOWA HOLDINGS CO LTD 165,047 219,877 B1WT5G2 DSV A/S 881,963 1,174,962 B0R80X9 DUFRY AG 304,448 405,589 4942904 E.ON SE 811,845 1,081,551 6298542 EAST JAPAN RAILWAY CO 204,604 272,577 6345783 ECLAT TEXTILE CO LTD 338,251 450,623 B5720R0 ECORODOVIAS INFRAESTRUTURA E LOGISTICA SA 98,397 131,085 977588S ECOSYNTHETIX INC 34,948 46,558 B62G1B5 EDENRED 286,447 381,609 B0D7494 EDP - ENERGIAS DO BRASIL SA 151,533 201,874 6307200 EISAI CO LTD 969,305 1,291,320 B7FNMQ2 ELEMENT FLEET MANAGEMENT CORP 3,849,207 5,127,962 0241854 ELEMENTIS PLC 237,183 315,978 B682TF7 E-MART INC 63,665 84,816 29082A107 EMBRAER SA ADR USD 114,194 152,131



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2611916 EMBRAER SA ADR USD $365,791 $487,311 2196026 EMPRESAS COPEC SA 90,896 121,093 29274F104 ENEL AMERICAS SA ADR 145,289 193,555 29278D105 ENEL CHILE SA ADR USD 391,451 521,496 B0C2CQ3 ENGIE SA 806,276 1,074,131 7145056 ENI SPA C 1,034,210 1,377,788 B635TG2 ENQUEST PLC 194,281 258,824 6285919 EO TECHNICS CO LTD 501,387 667,954 6354154 EPISTAR CORP 171,711 228,756 B3V1F29 ESSENTIAL ENERGY SERVICES LTD 15,741 20,971 B2R3W54 ESSO THAILAND PCL NVDR 63,660 84,809 5950661 EULER HERMES GROUP 333,682 444,535 4798271 EUROCOMMERCIAL PROPERTIES NV DUTCH 166,871 222,308 B04M8J6 EURONAV NV 172,142 229,329 6250412 EXEDY CORP 65,848 87,723 B19NLV4 EXPERIAN PLC 1,158,265 1,543,055 6356934 FANUC CORP 1,052,487 1,402,137 6203687 FARGLORY LAND DEVELOPMENT CO LTD 45,717 60,904 BFT7KB7 FEDERAL BANK LTD 129,876 173,022 0759023 FIDESSA GROUP PLC 189,602 252,590 B66CTX7 FILA KOREA LTD 170,809 227,554 BNGN9Z1 FINECOBANK BANCA FINECO SPA 296,522 395,030 2347608 FIRST QUANTUM MINERALS LTD 182,743 243,453 6606996 FIRSTRAND LTD 1,105,276 1,472,463 6718716 FORMOSA PETROCHEMICAL CORP 384,293 511,961 6086253 FORTESCUE METALS GROUP LTD 91,681 122,139 B5T50H7 FORTUNE REAL ESTATE INVESTMENT 218,855 291,562 6329947 FP CORP 400,922 534,114 6353418 FRUTAROM INDUSTRIES LTD 376,917 502,133 6411673 FUBON FINANCIAL HOLDING CO LTD 61,211 81,547 B096LW7 FUGRO NV DUTCH CERT 454,959 606,102 6133405 GAIL INDIA LTD 893,290 1,190,052 BYQCQ32 GALENICA AG 117,293 156,259 B1WHVV3 GAM HOLDING AG 175,507 233,813 6139889 GARWARE WALL ROPES LTD 36,898 49,156 6366795 GENTING SINGAPORE PLC 192,534 256,496 BMNQCT1 GENWORTH MORTGAGE INSURANCE AUSTRALIA LTD 402,532 536,258 6361109 GFPT PCL 60,438 80,516 5249080 GIMV NV 187,044 249,183 B4T3BW6 GLENCORE PLC 398,343 530,678 BNN6B80 GLOBAL BRANDS GROUP HOLDING LTD 100,217 133,511

6170167 GMO INTERNET INC $251,582 $335,160 B06CMQ9 GMO PAYMENT GATEWAY INC 188,627 251,291 6123343 GOLDCREST CO LTD 92,235 122,876 B03FYZ4 GOODMAN GROUP 355,132 473,112 BZ0XJR3 GREAT PORTLAND ESTATES PLC 148,279 197,540 6293989 GREATEK ELECTRONICS INC 37,318 49,716 B03L0B0 GRENDENE SA 11,034 14,699 2421041 GRUPO FINANCIERO BANORTE 642,070 855,374 2822398 GRUPO FINANCIERO INBURSA SAB DE CV 68,810 91,670 B8RKX54 GRUPO SANBORNS SAB DE CV 16,707 22,257 6204828 GS HOME SHOPPING INC 41,028 54,658 B05LZ02 HAKUHODO DY HOLDINGS INC 169,034 225,189 B0RNRF5 HANA FINANCIAL GROUP INC 841,873 1,121,554 6407791 HANSHIN CONSTRUCTION 13,893 18,509 6407768 HANWHA CHEMICAL CORP 239,406 318,939 6496755 HANWHA CORP 49,719 66,236 B68P8M6 HARIM CO LTD 114,229 152,178 6108179 HARMONIC DRIVE SYSTEMS INC 108,091 144,001 5968846 HAULOTTE GROUP SA 115,658 154,081 5120679 HEIDELBERGCEMENT AG 221,716 295,372 6397803 HEINEKEN MALAYSIA BHD 88,280 117,608 7792559 HEINEKEN NV 449,254 598,502 5475658 HELLENIC PETROLEUM SA 150,387 200,347 6420538 HENDERSON LAND DEVELOPMENT CO LTD 207,187 276,017 6803504 HENGYUAN REFINING CO BHD 11,741 15,641 5687431 HENNES & MAURITZ AB 678,092 903,363 5253973 HERMES INTERNATIONAL 162,081 215,926 6416322 HIKARI TSUSHIN INC 212,570 283,189 6643476 HI-LEX CORP 112,637 150,057 B0GWF48 HINDALCO INDUSTRIES LTD 855,213 1,139,325 6428725 HIROSE ELECTRIC CO LTD 412,665 549,757 6429234 HITACHI TRANSPORT SYSTEM LTD C 459,124 611,651 6439040 HOGY MEDICAL CO LTD 206,011 274,451 BYW5KK0 HOLDING CO ADMIE IPTO SA 115,851 154,339 6438564 HON HAI PRECISION INDUSTRY CO 4,289,899 5,715,058 6435145 HONDA MOTOR CO LTD 1,595,821 2,125,973 6436892 HONG LEONG BANK BHD 180,966 241,085 6447678 HONG PU REAL ESTATE DEVELOPMENT CO LTD 13,715 18,271 6434915 HONGKONG LAND HOLDINGS LTD 965,234 1,285,896 6439738 HOSKEN CONSOLIDATED INVESTMENTS 13,274 17,683 B1RPZ09 HOUSING DEVELOPMENT & INFRASTRUCTURE LTD 464,761 619,161

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6171900 HOUSING DEVELOPMENT FINANCE CORP $2,936,407 $3,911,918 6441506 HOYA CORP 2,791,173 3,718,435 0540528 HSBC HOLDINGS PLC 389,376 518,732 6158163 HSBC HOLDINGS PLC 1,926,099 2,565,973 B691DP1 HYUNDAI HOME SHOPPING NETWORK CORP 50,717 67,566 B01LXY6 HYUNDAI MARINE & FIRE INSURANCE CO 658,221 876,890 B288C92 IBERDROLA SA 1,064,914 1,418,692 BYXJC27 IBSTOCK PLC 131,330 174,959 BSZ2BY7 ICICI BANK LTD 1,178,237 1,569,663 BYXL8H0 ICICI PRUDENTIAL LIFE INSURANCE CO LTD/INDIA 296,479 394,973 B3MDMR8 IMARKETKOREA INC 188,986 251,770 BNCBD46 IMCD GROUP NV 311,722 415,280 BGLP8L2 IMI PLC COMMON STOCK 452,339 602,612 0454492 IMPERIAL BRANDS PLC 299,497 398,994 6459219 INABA DENKI SANGYO CO LTD 201,530 268,480 B61TVQ0 INCHCAPE PLC 306,765 408,676 6673042 INCITEC PIVOT LTD 268,205 357,306 6439567 INDEPENDENCE GROUP NL 214,082 285,203 B1SFSX2 INDIAN BANK 259,852 346,178 6253767 INDIAN OIL CORP LTD 1,143,551 1,523,452 BP9DL90 INDUSTRIA DE DISENO TEXTIL SA 395,458 526,834 B1FJ6T9 INDUSTRIAS BACHOCO 57,544 76,661 B1685L0 INFO EDGE INDIA LTD 380,661 507,122 BMJ6DW5 INFORMA PLC 302,546 403,055 456788108 INFOSYS LTD ADR USD 1,212,142 1,614,831 BZ0P4R4 INFRASTRUTTURE WIRELESS ITALIANE SPA 108,341 144,334 BZ57390 ING GROEP NV 2,611,772 3,479,436 4196897 INGENICO GROUP SA 83,374 111,071 BDCFZS6 INNOGY SE 388,106 517,039 6456221 INSAS BHD 18,024 24,012 B04YJV1 INTACT FINANCIAL CORP 87,506 116,577 1D4145W INTACT FINANCIAL CORP 147,065 195,922 BYT1DJ1 INTERMEDIATE CAPITAL GROUP PLC 143,947 191,769 B05H328 INTERNET INITIATIVE JAPAN INC 109,396 145,739 6172817 INTERPARK HOLDINGS CORP 203,802 271,508 6443580 INTOPS CO LTD 31,707 42,240 6205694 INVESTA OFFICE FUND 153,923 205,058 BH7JFJ2 IOI PROPERTIES GROUP 43,231 57,593 B188NJ2 IPSOS 222,673 296,648 6297497 IRESS LTD 199,633 265,953 BLP5857 IRISH CONTINENTAL GROUP 505,212 673,049

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46432F842 ISHARES CORE MSCI EAFE ETF $2,906,157 $3,871,619 6467803 ITOCHU CORP 193,392 257,639 BYVQYS0 IWG PLC 448,224 597,130 B60QWJ2 JAMES HARDIE INDUSTRIES PLC 158,721 211,451 BDGN575 JAMNA AUTO INDUSTRIES LTD 100,852 134,356 6474535 JAPAN TOBACCO INC 860,143 1,145,893 6472119 JARDINE MATHESON 1,943,368 2,588,979 B1V74X7 JBS SA 262,220 349,333 7136663 JCDECAUX SA 131,187 174,769 B05NYN4 JET AIRWAYS INDIA LTD 284,965 379,635 6345868 JINDAL POLY FILMS LTD 33,275 44,330 B5N0P84 JOHN WOOD GROUP PLC 210,969 281,055 6470986 JSR CORP 84,150 112,106 B4R2R50 JULIUS BAER GROUP LTD 714,226 951,501 BKX5CN8 JUST EAT PLC 290,342 386,797 B627LW9 JXTG HOLDINGS INC 152,841 203,616 B0386J1 JYSKE BANK A/S 258,928 344,947 B067ML9 KABU.COM SECURITIES CO LTD 153,020 203,855 6482390 KALYANI STEELS LTD 45,744 60,941 6483809 KAO CORP 730,756 973,522 6130064 KARNATAKA BANK LTD 46,010 61,295 6364766 KASIKORNBANK PCL 408,173 543,773 4497749 KBC GROUP NV 761,488 1,014,465 B29ZGV2 KEPCO PLANT SERVICE & ENGINEERING CO LTD 138,807 184,921 5505072 KERING 513,690 684,345 B06DQK4 KHON KAEN SUGAR INDUSTRY 22,010 29,322 6490928 KIA MOTORS CORP 448,191 597,086 6491095 KIATNAKIN BANK PCL 119,421 159,094 6361411 KIATNAKIN BANK PCL 132,180 176,092 B60JFL4 KIMLUN CORP BHD 20,743 27,633 1D7888S KINDER MORGAN CANADA LTD 21,733 28,952 6575159 KING’S TOWN BANK CO LTD 36,808 49,036 B3CTCD2 KISCO CORP 14,274 19,015 B00YY32 KISCO HOLDINGS CO LTD 15,268 20,340 B03MVJ8 KOC HOLDING AS 354,462 472,219 6496584 KOMATSU LTD 709,633 945,383 6496250 KOMERI CO LTD 277,050 369,089 5956078 KONINKLIJKE KPN NV 293,685 391,250 6496766 KOREAN AIR LINES CO LTD 179,460 239,079 6135661 KOTAK MAHINDRA BANK LTD 565,954 753,972 2836946 KROTON EDUCACIONAL SA 501,278 667,809



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6492838 KRUNG THAI BANK PCL $49,644 $66,136 6361466 KRUNG THAI BANK PCL 990,355 1,319,364 6505316 KT CORP 809,680 1,078,666 6497509 KUBOTA CORP 664,917 885,811 7121250 KUDELSKI SA 261,578 348,477 B142S60 KUEHNE + NAGEL INTERNATIONAL AG 344,954 459,552 B1G4262 KUMBA IRON ORE LTD 195,737 260,764 6497963 KURITA WATER INDUSTRIES LTD 574,048 764,754 6491783 KYERYONG CONSTRUCTION INDUSTRIAL CO LTD 19,896 26,505 6499260 KYOCERA CORP 837,378 1,115,566 7110753 LAFARGEHOLCIM LTD 1,495,871 1,992,818 B011M16 LAM SOON THAILAND PCL 21,988 29,293 B0PYHC7 LANCASHIRE HOLDINGS LTD 117,933 157,112 6451668 LARGAN PRECISION CO LTD 1,200,225 1,598,955 B9G6L89 LEG IMMOBILIEN AG 284,362 378,830 B11ZRK9 LEGRAND SA 665,730 886,894 B1GKF27 LF CORP 10,804 14,394 6346913 LG CHEM LTD 565,327 753,135 B01VZN9 LG DISPLAY CO LTD 1,159,368 1,544,525 6520739 LG ELECTRONICS INC 1,123,378 1,496,578 6290902 LG UPLUS CORP 702,876 936,381 6515058 LIBERTY HOLDINGS LTD 64,538 85,978 B04H5S9 LIFESTYLE GLOBAL ENTERPRISE INC 23,249 30,973 5740817 LINDE AG 590,182 786,249 B0PB4M7 LINK REIT 588,837 784,456 6290764 LITE-ON SEMICONDUCTOR 32,412 43,180 0870612 LLOYDS BANKING GROUP PLC 1,612,314 2,147,945 2521800 LOBLAW COS LTD 418,473 557,495 B18ZRK2 LOGITECH INTERNATIONAL 2,073,112 2,761,826 7333378 LONZA GROUP AG 334,576 445,727 4057808 L’OREAL SA 694,524 925,254 6440020 LOTTE CHEMICAL CORP 735,119 979,335 6496432 LOTTE FINE CHEMICAL CO 62,696 83,525 B66Z237 LOTTE HIMART CO LTD 64,102 85,398 2866857 LUNDIN MINING CORP 346,713 461,895 4800659 LUXOTTICA GROUP SPA 143,443 191,097 4061412 LVMH MOET HENNESSY LOUIS VUITTON SE 2,050,922 2,732,264 B1FRH89 M DIAS BRANCO SA 429,781 572,559 B80RZK1 MACQUARIE MEXICO REAL ESTATE MANAGEMENT SA DE CV 71,061 94,669 6574101 MACRONIX INTERNATIONAL 296,469 394,960

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BYQJ9K1 MAEIL DAIRIES CO LTD $24,176 $32,208 6326669 MAEIL HOLDINGS CO LTD 7,946 10,586 B4975P9 MAGAZINE LUIZA SA 140,822 187,605 2554475 MAGNA INTERNATIONAL INC 278,982 371,663 6100186 MAHINDRA & MAHINDRA LTD 1,355,949 1,806,412 6555708 MAKINO MILLING MACHINE CO LTD 78,452 104,515 6556325 MALAYAN BANKING BHD 1,262,519 1,681,944 6556693 MALAYSIAN PACIFIC INDUSTRIES 82,491 109,895 6121530 MANGALORE REFINERY & PETROCHEMICALS LTD 250,609 333,864 2492519 MANULIFE FINANCIAL 201,753 268,778 6633712 MARUTI SUZUKI INDIA LTD 453,038 603,543 B1TJG95 MAX FINANCIAL SERVICES LTD 158,035 210,536 B0DJ8V0 MCS STEEL PCL 27,751 36,970 6782090 MEDIPAL HOLDINGS CORP 215,431 287,000 B3L2NF1 MEDY-TOX INC 524,565 698,832 B4XF9J1 MEG ENERGY CORP 248,588 331,172 B292SM8 MEGACABLE HOLDINGS 59,777 79,636 0575809 MEGGITT PLC 1 1 6576356 MEITEC CORP 403,269 537,240 585464100 MELCO RESORTS & ENTERTAINMENT LTD 247,973 330,353 5738298 MELIA HOTELS INTERNATIONAL SA 392,779 523,266 BWXSFZ4 MEP INFRASTRUCTURE DEVELOPERS LTD 77,697 103,509 58733R102 MERCADOLIBRE INC 1,175,422 1,565,912 4741844 MERCK KGAA 835,960 1,113,677 BNGNB77 MERLIN PROPERTIES SOCIMI SA 173,930 231,712 2654416 METHANEX CORP 373,336 497,362 BQY7BX8 MICRO FOCUS INTERNATIONAL PLC 197,525 263,146 6642406 MINEBEA MITSUMI INC 267,963 356,983 B01KDF4 MIRABELA NICKEL LTD 31,164 41,518 BYW7G64 MIRAE ASSET LIFE INSURANCE CO 81,326 108,344 6161978 MIRVAC GROUP 216,907 288,966 6595179 MISUMI GROUP INC 359,221 478,559 BDRZRW9 MITAC HOLDINGS CORP 339,532 452,329 6596785 MITSUBISHI CORP 343,946 458,209 6597045 MITSUBISHI ELECTRIC CORP 211,803 282,166 6597067 MITSUBISHI HEAVY INDUSTRIES LTD 159,430 212,395 6335171 MITSUBISHI UFJ FINANCIAL GROUP INC 952,862 1,269,414 6597302 MITSUI & CO LTD 155,576 207,260 6597777 MIURA CO LTD 206,775 275,468 6916703 MIZRAHI TEFAHOT BANK LTD 59,256 78,941 5720273 MLP AG 101,008 134,564



86



B4PXV75 MMI HOLDINGS LTD/SOUTH AFRICA $10,852 $14,457 B41LJ57 MONDI LTD 249,163 331,938 5996234 MOTOR OIL HELLAS CORINTH REFINERIES SA 459,608 612,296 BYXW419 MR PRICE GROUP LTD 274,068 365,117 B09DHL9 MTU AERO ENGINES AG 425,380 566,696 6610403 MURATA MANUFACTURING CO LTD 240,773 320,761 B0N3K50 MURRAY & ROBERTS HOLDINGS LTD 75,466 100,536 6619905 NACHI-FUJIKOSHI CORP 172,960 230,419 6621201 NAMYANG DAIRY PRODUCTS CO LTD 45,830 61,055 6622691 NASPERS LTD 4,147,251 5,525,021 6139447 NATIONAL ALUMINIUM CO LTD 66,358 88,403 6624608 NATIONAL AUSTRALIA BANK LTD 439,910 586,054 6388379 NATIONAL CENTRAL COOLING CO PJSC 17,274 23,013 BGP6479 NATIONAL STORAGE 169,526 225,845 6560393 NAVER CORP 2,203,729 2,935,836 B01QGK8 NCC GROUP PLC 143,792 191,562 6264189 NCSOFT CORP 965,135 1,285,765 7123870 NESTLE SA 4,488,310 5,979,383 BF2S426 NETMARBLE GAMES CORP 514,693 685,681 BD2BMF0 NETS A/S COMMON 210,816 280,852 6634522 NEW ZEALAND REFINING CO LTD/THE 162,722 216,780 B63QM77 NEXON CO LTD 241,895 322,255 6619648 NHK SPRING CO LTD 189,486 252,435 6640682 NIDEC CORP 190,760 254,133 6639970 NIHON KOHDEN CORP 461,015 614,170 6640529 NIHON PARKERIZING CO LTD 285,533 380,391 6639550 NINTENDO CO LTD 391,567 521,650 6641373 NIPPON TELEGRAPH & TELEPHONE CORP 282,739 376,669 6644060 NIPPON TELEVISION HOLDINGS 214,374 285,592 6643562 NIPPON THOMPSON CO LTD 64,614 86,080 6641986 NISSHA PRINTING CO LTD 148,288 197,551 B07G378 NOKIAN RENKAAT OYJ 820,478 1,093,051 BZ3FZR8 NORTH WEST CO INC 202,182 269,349 7103065 NOVARTIS AG 4,728,928 6,299,938 BHC8X90 NOVO NORDISK A/S 1,075,778 1,433,166 6129277 NTT DOCOMO INC 734,105 977,984 6335331 NUFARM LTD/AUSTRALIA 116,295 154,930 N6596X109 NXP SEMICONDUCTORS NV 269,429 358,936 6136749 OBIC CO LTD 610,714 813,601 4612757 OC OERLIKON CORP AG 129,909 173,066 B3NWLD3 OHL MEXICO SAB DE CV 81,766 108,929

87

6658050 OKINAWA ELECTRIC POWER CO INC/THE $196,653 $261,984 B607KN5 OLDTOWN BHD C 50,241 66,931 6658801 OLYMPUS CORP 185,058 246,537 6659428 OMRON CORP 931,727 1,241,259 B2NWJQ5 ONMOBILE GLOBAL LTD 13,998 18,648 6660107 ONO PHARMACEUTICAL CO LTD 576,480 767,994 6660914 OPTEX GROUP CO LTD 147,150 196,036 B1S9HM6 ORGANIZACION SORIANA SAB DE 53,262 70,957 6458001 ORICA LTD 373,237 497,231 6527774 ORIX JREIT INC 165,557 220,557 BH4TCW7 ORORA LTD 164,597 219,279 B923935 OSRAM LICHT AG 286,926 382,246 0665045 OXFORD INSTRUMENTS PLC 95,467 127,182 6362351 PADAENG INDUSTRY PCL 9,471 12,618 6093167 PADINI HOLDINGS BHD 182,916 243,683 B61BG94 PALTAC CORPORATION 160,163 213,371 6202996 PAN JIT INTERNATIONAL INC 27,354 36,441 B0KJTG5 PANALPINA WELTTRANSPORT HOLDING AG 189,763 252,804 B119QG0 PARTNERS GROUP HOLDING AG 207,594 276,559 B4PLX17 PEGATRON CORP 742,269 988,861 B18V863 PENNON GROUP PLC 83,696 111,500 4682329 PERNOD RICARD SA 1,665,375 2,218,633 0682538 PERSIMMON PLC 196,238 261,430 2616580 PETROLEO BRASILEIRO SA 1,103,933 1,470,674 71654V408 PETROLEO BRASILEIRO SA ADR USD 225,909 300,959 6321590 PETRON MALAYSIA REFINING & MARKETING BHD 119,740 159,519 5499238 PFEIFFER VACUUM TECHNOLOGY AG 220,061 293,168 B7S9G98 PLAYTECH PLC 185,659 247,338 B5N4QN8 POLA ORBIS HOLDINGS INC 261,120 347,867 B0L9113 POLSKIE GORNICTWO NAFTOWE 626,338 834,415 6695110 POLYPLEX CORP LTD 22,654 30,180 B04QXP9 POLYPLEX THAILAND PCL 39,937 53,205 2185433 PORTOBELLO SA 13,203 17,589 6693233 POSCO 1,175,042 1,565,405 693483109 POSCO ADR USD 922,517 1,228,989 6704986 PRESIDENT CHAIN STORE CORP 413,221 550,499 BN56JP1 PROLOGIS PROPERTY MEXICO SA DE C 344,522 458,977 B8CLHY9 PROSEGUR CIA DE SEGURIDAD SA 261,759 348,718 BCZM1B2 PROSIEBENSAT.1 MEDIA SE 451,210 601,108 0709954 PRUDENTIAL PLC 680,886 907,085 B1W4V69 PRYSMIAN SPA 186,182 248,034



88



6169853 PSK INC $38,710 $51,570 B012877 PSP SWISS PROPERTY AG 117,958 157,145 B1359L2 PTT EXPLORATION & PRODUCTION 202,102 269,243 6420408 PTT PCL NVDR THB 10 242,532 323,104 B012W42 PUBLIC BANK BHD 876,249 1,167,350 7268298 PUBLIC POWER CORP SA 113,265 150,894 B19Z143 PZ CUSSONS PLC 86,473 115,200 BYXS699 QIAGEN NV 194,080 258,556 6054465 QISDA CORP 60,565 80,685 B4LHBQ0 QUALICORP SA 531,625 708,238 2715777 QUEBECOR INC 227,838 303,529 BD3CFT7 RAFFLES MEDICAL GROUP LTD 344,908 459,491 B7FQV64 RAIA DROGASIL SA 420,039 559,582 B0JJVB5 RAJESH EXPORTS LTD 175,774 234,168 6229597 RAKUTEN INC 164,093 218,606 B3CR162 RAMI LEVY CHAIN STORES HASHIKMA 140,114 186,662 5457173 RAMIRENT OYJ 365,508 486,935 B01C3S3 RANDGOLD RESOURCES LTD 131,229 174,825 5228658 RANDSTAD HOLDING NV 922,286 1,228,682 6157869 RANE HOLDINGS LTD 16,844 22,440 BSHYZ49 RASSINI SAB DE CV 24,754 32,978 6051422 REALTEK SEMICONDUCTOR CORP 78,441 104,500 B24CGK7 RECKITT BENCKISER GROUP PLC 1,668,100 2,222,264 0728238 REDROW PLC 177,075 235,901 6099626 RELIANCE INDUSTRIES LTD 2,797,862 3,727,347 4148810 RELX NV 783,695 1,044,049 4741714 REMY COINTREAU SA 195,685 260,694 0799524 RENEWI PLC 363,456 484,201 6728726 REUNERT LTD 60,546 80,660 B1VP0K0 REXEL SA 638,884 851,129 6738220 RICOH CO LTD 295,586 393,783 6729116 RICOH LEASING CO LTD 45,732 60,925 B2987V8 RIGHTMOVE PLC 120,301 160,267 0718875 RIO TINTO PLC 1,016,430 1,354,102 7110388 ROCHE HOLDING AG 1,943,683 2,589,399 BYXYLJ2 ROLLS-ROYCE 4,829 6,433 B63H849 ROLLS-ROYCE HOLDINGS PLC 545,210 726,336 B03MM40 ROYAL DUTCH SHELL PLC 2,141,404 2,852,805 B03MLX2 ROYAL DUTCH SHELL PLC 75,942 101,171 BKKMKR2 RSA INSURANCE 136,418 181,738 B2Q7WL3 RURAL ELECTRIFICATION CORP LTD 588,184 783,587

89



6223328 S&T HOLDINGS CO LTD $11,120 $14,815 6893691 SAC’S BAR HOLDINGS INC 112,944 150,466 B2352K9 SAF-HOLLAND SA 323,333 430,749 B058TZ6 SAFRAN SA 482,444 642,718 6145938 SAM YUNG TRADING CO LTD 123,394 164,387 6220772 SAMCHULY BICYCLE CO LTD 92,940 123,816 6771720 SAMSUNG ELECTRONICS CO LTD 9,531,119 12,697,477 796050888 SAMSUNG ELECTRONICS CO LTD GDR USD 1,164,213 1,550,979 6155250 SAMSUNG FIRE & MARINE INSURANCE 907,942 1,209,572 6771645 SAMSUNG SDI CO LTD 833,528 1,110,437 B56DTZ5 SAN MIGUEL CORP 47,314 63,033 6280680 SAN-A CO LTD 155,820 207,586 B1VQ252 SANDVIK AB 213,364 284,246 BVRZ8S8 SANNE GROUP PLC 116,864 155,687 4846288 SAP SE 2,763,891 3,682,090 6777007 SAPPI LTD 883,020 1,176,370 BYZ2QP5 SARTORIUS STEDIM BIOTECH C 582,994 776,672 6777450 SASOL LTD 557,527 742,745 6777579 SATO HOLDINGS CORP 164,720 219,442 B156T57 SBM OFFSHORE NV 1,157,785 1,542,416 4834108 SCHNEIDER ELECTRIC SE 2,172,814 2,894,651 7571305 SCHOELLER-BLECKMANN OILFIELD EQUIPMENT AG 41,430 55,194 B1LB9P6 SCOR SE 131,757 175,529 BYT9340 SCOUT24 AG 2,903,595 3,868,206 6858474 SCSK CORP 163,506 217,825 0937636 SDL PLC 67,333 89,702 B679Q36 SEEGENE INC 487,410 649,334 B5ZN1N8 SEGRO PLC REIT 188,617 251,278 6178633 SEJONG INDUSTRIAL CO LTD 9,622 12,818 B13C2G9 SELCUK ECZA DEPOSU TICARET 37,360 49,771 B08X163 SEMBCORP INDUSTRIES LTD 969,634 1,291,759 0795823 SENIOR PLC 164,084 218,595 6795203 SENKO GROUP HOLDINGS 91,126 121,399 B0MRY40 SEOBU T&D 177,220 236,095 BNGMV52 SEOYON E-HWA CO LTD 17,884 23,826 B00ZQQ2 SES SA RECEIPT 857,522 1,142,401 B0FS5D6 SEVEN & I HOLDINGS CO LTD 491,104 654,255 6804347 SHIKOKU ELECTRIC POWER CO INC 204,492 272,427 6804585 SHIN-ETSU CHEMICAL CO LTD 1,698,780 2,263,136 B05MTR0 SHIP HEALTHCARE HOLDINGS INC 211,978 282,400 6609906 SIAM CEMENT 135,204 180,120

90



6609928 SIAM CEMENT $179,880 $239,638 5727973 SIEMENS AG 653,284 870,314 4808084 SIKA AG 216,630 288,598 BYXZWS1 SIMMTECH CO LTD 31,384 41,810 6807658 SINGAMAS CONTAINER HOLDINGS LTD 133,388 177,702 6811734 SINGAPORE AIRLINES LTD 198,029 263,817 B02PY22 SINGAPORE TELECOMMUNICATIONS LTD 762,655 1,016,018 B3Y50F6 SJVN LTD 29,347 39,097 6450267 SK HYNIX INC 3,684,779 4,908,909 B232R05 SK INNOVATION CO LTD 684,446 911,828 6818843 SM PRIME HOLDINGS INC 409,014 544,893 6856995 SMARTONE TELECOMMUNICATIONS HOLDINGS LTD 150,698 200,762 6763965 SMC CORP/JAPAN 171,601 228,609 0922320 SMITH & NEPHEW PLC 264,327 352,139 B1WY233 SMITHS GROUP PLC 491,979 655,420 B1RR828 SMURFIT KAPPA GROUP PLC 43,169 57,511 B1RR840 SMURFIT KAPPA GROUP PLC 411,076 547,641 7251470 SNAM SPA 425,586 566,971 6343691 SOFT-WORLD INTERNATIONAL CORP 50,267 66,967 B05PW14 SOMBOON ADVANCE TECHNOLOGY 10,284 13,701 6821506 SONY CORP 327,964 436,918 B249SN5 SONY FINANCIAL HOLDINGS INC 237,912 316,949 6349967 SOUTH INDIAN BANK LTD 65,401 87,129 B40JTQ3 SPAREBANK 1 SR-BANK ASA 207,142 275,957 B0T9JZ5 SPARK INFRASTRUCTURE GROUP STAPLED 358,860 478,077 BF5DCG8 SPARTAN ENERGY CORP 104,132 138,726 0330860 SPECTRIS PLC 582,370 775,840 0790873 SSE PLC 416,771 555,227 0766937 ST JAMES’S PLACE PLC 126,532 168,567 B030GJ7 STANDARD BANK GROUP LTD 1,184,718 1,578,296 BD4DCB0 STAR PETROLEUM REFINING PCL 376,013 500,929 B292RC1 START TODAY CO LTD 709,291 944,926 856552203 STATE BANK OF INDIA 129,828 172,959 BSQCB24 STATE BANK OF INDIA 534,035 711,448 6356406 SUBARU CORP 212,272 282,791 B0M0C89 SUMCO CORP 317,986 423,625 B3NB1P2 SUNCOR ENERGY INC 1,443,712 1,923,331 6817895 SUNDRUG CO LTD 390,061 519,645 2817510 SUNOPTA INC 225,115 299,900 6141925 SUNREX TECHNOLOGY CORP 49,397 65,808 B01C7R0 SUPER RETAIL GROUP LTD 61,582 82,040

91



6864329 SURUGA BANK LTD $263,959 $351,649 6165099 SURYA ROSHNI LTD 53,206 70,882 6865560 SUZUKEN CO LTD/AICHI JAPAN 183,484 244,440 7184725 SWATCH GROUP AG/THE 1,840,367 2,451,761 B70DWB2 SYDNEY AIRPORT STAPLED 126,961 169,140 B5B9KV1 TAHOE RESOURCES INC 135,751 180,849 6660204 TAIHEIYO CEMENT CORP 215,501 287,094 2113382 TAIWAN SEMICONDUCTOR MANUFACTURING 29,933 39,877 874039100 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 1,322,296 1,761,579 6889106 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 7,582,089 10,100,955 6740140 TAIWAN SURFACE MOUNTING TECHNOLOGY CORP 14,170 18,877 B3DG931 TARSUS GROUP PLC 113,633 151,383 B01NPJ1 TATA CONSULTANCY SERVICES LTD 1,640,289 2,185,214 B611LV1 TATA MOTORS LTD 816,558 1,087,828 7110902 TECAN GROUP AG 434,223 578,478 B4MMD80 TECHNICOLOR SA 67,584 90,036 B0190C7 TECHTRONIC INDUSTRIES CO LTD 613,130 816,819 B16FTB9 TECNICAS REUNIDAS SA 18,364 24,465 0104861 TED BAKER PLC 140,224 186,808 B29D241 TEKFEN HOLDING AS 25,896 34,499 B0S6009 TELECOM EGYPT CO 32,558 43,375 715684106 TELEKOMUNIKASI INDONESIA PERSERO TBK PT 1,574,704 2,097,841 B0LKSK4 TELENET GROUP HOLDING NV 524,338 698,530 5999330 TELEPERFORMANCE 62,742 83,586 B87ZDH1 TELEVISION BROADCASTS LTD 272,770 363,388 5997118 TELEVISION FRANCAISE 1 190,214 253,406 6904612 TENAGA NASIONAL BHD 1,127,624 1,502,235 880890108 TERNIUM SA 678,303 903,643 6885074 TERUMO CORP 1,340,360 1,785,644 0884709 TESCO PLC 1,187,371 1,581,830 881624209 TEVA PHARMACEUTICAL INDUSTRIES LTD 542,425 722,625 B15SLC4 TGS NOPEC GEOPHYSICAL CO 772,957 1,029,743 6364971 THAI AIRWAYS INTERNATIONAL PCL 116,463 155,153 B030K62 THAI OIL PCL 68,554 91,328 B0305J0 THAI OIL PCL 286,378 381,516 6397698 THAI VEGETABLE OIL PCL 98,649 131,422 BYMFLV8 THAI WAH PCL 62,638 83,448 6869131 THK CO LTD 1,121 1,494 B0J4PP2 TIGER BRANDS LTD 578,692 770,941 6312754 TINPLATE CO OF INDIA LTD 19,175 25,546 B3KFW76 TISCO FINANCIAL GROUP PCL 93,962 125,177

92



6513126 TOKIO MARINE HOLDINGS INC $531,234 $707,716 6895675 TOKYO ELECTRON LTD 347,478 462,915 6894898 TOKYO OHKA KOGYO CO LTD 335,165 446,511 6895426 TOKYO TATEMONO CO LTD 266,800 355,434 891160509 TORONTO-DOMINION BANK 31,938 42,548 2897222 TORONTO-DOMINION BANK/THE 237,994 317,058 B4WW142 TORUNLAR GAYRIMENKUL YATIRIM ORTAKLIGI AS REIT TRY 59,708 79,544 6897295 TOSHIBA PLANT SYSTEMS & SERVICES CORP 146,216 194,791 B15C557 TOTAL SA 2,714,342 3,616,081 6900643 TOYOTA MOTOR CORP 1,011,999 1,348,198 B2QKZ46 TRAKCJA PRKIL S.A. 21,444 28,568 B03MY66 TRAKYA CAM SANAYII AS 48,620 64,773 2665184 TRANSCANADA 580,329 773,122 89353D107 TRANSCANADA CORP 11,332 15,097 B1G8KX7 TRANSMISSORA ALIANCA DE ENERGIA ELETRICA 70,898 94,452 6200882 TRANSURBAN GROUP STAPLED 206,860 275,581 0773960 TRAVIS PERKINS PLC 1,382,995 1,842,444 B61JC67 TREASURY WINE ESTATES LTD 205,191 273,357 6906072 TSANN KUEN ENTERPRISE CO LTD 12,285 16,366 B00CSV2 TSUKUI CORP 177,307 236,210 6397870 TTY BIOPHARM CO LTD 419,642 559,053 6907310 TUNG HO STEEL ENTERPRISE CORP 44,443 59,207 B03MYP5 TURKIYE GARANTI BANKASI AS 1,317,033 1,754,568 B1WTMP0 TURKIYE HALK BANKASI AS 666,417 887,809 B03MYS8 TURKIYE IS BANKASI 1,049,305 1,397,898 B03MXR0 TURKIYE SISE VE CAM FABRIKALARI AS 69,627 92,758 B0N6YC4 TURKIYE VAKIFLAR BANKASI TAO 865,827 1,153,465 6312679 TVS SRICHAKRA LTD 26,469 35,262 B3L8YJ0 UBIQUOSS HOLDINGS INC 4,979 6,633 BD9WR06 UBM PLC 195,142 259,971 BRJL176 UBS GROUP AG 2,085,348 2,778,127 5596991 UCB SA 1,256,594 1,674,050 6382564 UIL CO LTD 18,169 24,204 6718073 UJU ELECTRONICS CO LTD 28,947 38,564 B01GZF6 ULTRATECH CEMENT LTD 537,226 715,700 7076242 UNIBAIL-RODAMCO 192,144 255,977 B1YY4B3 UNIBAIL-RODAMCO SE 137,901 183,713 BH4H4H0 UNICAJA BANCO SA 130,118 173,345 BYMXPS7 UNICREDIT SPA 854,706 1,138,651 B10RZP7 UNILEVER PLC 2,222,423 2,960,741

93



5297294 UNIPETROL AS $46,407 $61,823 B05MGY6 UNISEM M BHD 386,706 515,175 4354134 UNITED INTERNET AG 275,178 366,596 910873405 UNITED MICROELECTRONICS CORP 75,960 101,195 6916781 UNITED OVERSEAS BANK LTD 1,936,022 2,579,193 6715450 UNIVENTURES PCL 81,019 107,935 6918981 USHIO INC 506,871 675,260 91912E105 VALE SA 372,814 496,668 5716302 VAN LANSCHOT KEMPEN NV 173,502 231,141 BGSHPP4 VIA VAREJO SA 155,218 206,783 6701686 VIJAYA BANK 64,008 85,273 BQ8P064 VIRGIN MONEY HOLDINGS UK PLC 62,248 82,928 2931324 VITRO SAB DE CV 43,183 57,529 4943402 VOESTALPINE AG 69,435 92,503 7123104 VONTOBEL HOLDING AG 241,130 321,237 BW1YVH8 WAL-MART DE MEXICO SAB DE CV 1,046,793 1,394,551 B9T999050 WALTER SCOTT MILBURN FUND 68,418,658 91,148,203 0946580 WEIR GROUP PLC 913,065 1,216,397 2030425 WESTERN ENERGY SERVICES CORP 59,529 79,306 BMMVVX4 WESTFIELD CORP 120,264 160,218 6291790 WHIRLPOOL OF INDIA LTD 68,299 90,988 5699373 WIENERBERGER AG 276,838 368,808 6662404 WILSON BAYLY HOLMES-OVCON LTD 187,857 250,265 6966515 WINBOND ELECTRONICS CORP 173,046 230,534 6972385 WING TAI HOLDINGS 105,855 141,022 6672481 WISTRON CORP 1,070,458 1,426,078 BF13KV3 WIZ SOLUCOES E CORRETAGEM DE SEGUROS SA 59,409 79,146 5671519 WOLTERS KLUWER NV 245,047 326,455 6981239 WOOLWORTHS LTD 626,832 835,074 BYYK2V8 WORLDPAY GROUP PLC 270,183 359,942 B8KF9B4 WPP PLC 1,713,092 2,282,203 B03MZJ6 YAPI VE KREDI BANKASI AS 46,723 62,245 7751259 YARA INTERNATIONAL ASA 1,325,784 1,766,226 6214162 YEARIMDANG PUBLISHING CO LTD 73,979 98,556 B4YC9W4 YOOX NET-A-PORTER GROUP SPA 158,702 211,425 BCZVPY0 Z ENERGY LTD 210,347 280,227 BQV0SV7 ZALANDO SE 50,892 67,799 B89W5H4 ZESPOL ELEKTROWNI PATNOW ADAMOW KONIN SA 11,533 15,365 6989976 ZUKEN INC 173,281 230,847 B13WZ26 ZUMTOBEL GROUP 140,172 186,739 5983816 ZURICH INSURANCE GROUP AG 1,674,124 2,230,290

94


MARKET VALUE CUSIP # CONVERTIBLE PREFERRED STOCKS QPP TDA

CUSIP # PREFERRED STOCKS - INTERNATIONAL QPP TDA

B23DMP8 BANCO ABC BRASIL SA $39,353 $52,427 B00FM53 BANCO BRADESCO SA 850,468 1,133,004 B23F8S9 BANCO DO ESTADO DO RIO GRANDE DO SUL SA 537,081 715,506 2308445 CENTRAIS ELETRICAS BRASILEIRAS SA 174,258 232,149 2039110 CIA DE GAS DE SAO PAULO - COMGAS 48,058 64,024 2762085 CIA DE SANEAMENTO DO PARANA 34,281 45,670 B07C6Z5 CIA FERRO LIGAS DA BAHIA - FERBASA 41,454 55,225 2200154 CIA PARANAENSE DE ENERGIA 75,095 100,042 4354350 FUCHS PETROLUB SE 295,156 393,211 5545670 JUNGHEINRICH AG 478,726 637,764 2648862 METALURGICA GERDAU SA 138,776 184,880 6773812 SAMSUNG ELECTRONICS CO LTD 1,648,102 2,195,623 B3ZCNF7 TELEFONICA BRASIL SA 105,775 140,915 2257127 VALE SA 441,831 588,613 5497168 VOLKSWAGEN AG 430,141 573,039

808194302 A SCHULMAN INC $370,476 $493,553 00170F209 AMG CAPITAL TRUST II 2,823,422 3,761,399 060505682 BANK OF AMERICA CORP 1,192,623 1,588,827 G16962204 BUNGE LTD 2,132,724 2,841,242 165167776 CHESAPEAKE ENERGY CORP 136,718 182,138 223622507 COWEN INC 862,835 1,149,480 46269C508 IRIDIUM COMMUNICATIONS INC 177,753 236,805 64944P307 NEW YORK COMMUNITY CAPITAL TRUST V 1,123,317 1,496,497 949746804 WELLS FARGO & CO 908,921 1,210,876

95


MARKET VALUE CUSIP # CONVERTIBLE BONDS QPP TDA

00912XAK0 AIR LEASE CORP $796,089 $1,060,560 01988PAD0 ALLSCRIPTS HEALTHCARE SOLUTIONS INC 893,795 1,190,726 020520AB8 ALON USA ENERGY INC 733,386 977,026 984332AF3 ALTABA INC 1,831,453 2,439,885 02261WAB5 ALZA CORP 1,244,391 1,657,794 03236MAC5 AMYRIS INC 228,369 304,236 038923AA6 ARBOR REALTY TRUST INC 48,116 64,101 04010LAM5 ARES CAPITAL CORP 951,058 1,267,011 04010LAS2 ARES CAPITAL CORP 307,985 410,301 049164BH8 ATLAS AIR WORLDWIDE HOLDINGS INC 450,151 599,697 049164BJ4 ATLAS AIR WORLDWIDE HOLDINGS INC 564,246 751,695 11777QAB6 B2GOLD CORP 922,138 1,228,484 BF08202 BASF SE 210,251 280,100 09061GAE1 BIOMARIN PHARMACEUTICAL INC 1,135,330 1,512,501 09257WAB6 BLACKSTONE MORTGAGE TRUST INC 305,684 407,236 11133BAB8 BROADSOFT INC 487,320 649,214 112463AA2 BROOKDALE SENIOR LIVING INC 586,569 781,434 128126AB5 CALAMP CORP 335,403 446,828 783764AS2 CALATLANTIC GROUP INC 638,741 850,939 14161HAG3 CARDTRONICS INC 330,919 440,855 143905AM9 CARRIAGE SERVICES INC 991,969 1,321,514 151290BC6 CEMEX SAB DE CV 148,309 197,579 151290BR3 CEMEX SAB DE CV 715,619 953,357 151290BT9 CEMEX SAB DE CV 258,290 344,097 165167CR6 CHESAPEAKE ENERGY CORP 178,115 237,287 169483AE4 CHINA MEDICAL TECHNOLOGIES INC 725 965 BDRKDQ0 CIE GENERALE DES ETABLISSEMENTS MICHELIN 856,709 1,141,319 171779AG6 CIENA CORP 646,719 861,567 172406AA8 CINEDIGM CORP 110,571 147,305 177376AD2 CITRIX SYSTEMS INC 1,799,904 2,397,855 189464AB6 CLOVIS ONCOLOGY INC 343,444 457,541 19624RAA4 COLONY NORTHSTAR INC 78,083 104,024 19624RAB2 COLONY NORTHSTAR INC 672,539 895,965 66705PAC7 COLONY NORTHSTAR INC 834,201 1,111,333 21870UAA4 CORENERGY INFRASTRUCTURE TRUST INC 799,278 1,064,808 21925YAB9 CORNERSTONE ONDEMAND INC 778,149 1,036,661 223622AB7 COWEN INC 721,613 961,342 126349AF6 CSG SYSTEMS INTERNATIONAL INC 999,661 1,331,761 22943FAL4 CTRIP.COM INTERNATIONAL LTD 630,877 840,463 249908AA2 DEPOMED INC 290,352 386,811

96



25470MAC3 DISH NETWORK CORP $784,036 $1,044,503 267475AB7 DYCOM INDUSTRIES INC 1,128,905 1,503,942 286082AC6 ELECTRONICS FOR IMAGING INC 615,780 820,350 29359WAA3 ENSCO JERSEY FINANCE LTD 589,601 785,474 298736AH2 EURONET WORLDWIDE INC 1,269,708 1,691,521 30225VAD9 EXTRA SPACE STORAGE LP 740,034 985,883 31787AAM3 FINISAR CORP 1,025,899 1,366,716 31787AAN1 FINISAR CORP 906,417 1,207,541 31816QAB7 FIREEYE INC 436,370 581,337 31816QAD3 FIREEYE INC 870,004 1,159,030 345550AP2 FOREST CITY REALTY TRUST INC 740,933 987,080 BJ4XCR8 GOLDEN OCEAN GROUP LTD 356,148 474,464 393222AE4 GREEN PLAINS INC 432,305 575,923 393657AH4 GREENBRIER COS INC/THE 857,752 1,142,707 393657AJ0 GREENBRIER COS INC/THE 759,056 1,011,224 413160AB8 HARMONIC INC 238,511 317,748 42703MAB9 HERBALIFE LTD 762,752 1,016,148 436440AG6 HOLOGIC INC CALL/PUT 749,154 998,033 44052WAA2 HORIZON GLOBAL CORP 579,962 772,632 44052TAB7 HORIZON PHARMA INVESTMENT LTD 842,703 1,122,659 452327AH2 ILLUMINA INC 980,170 1,305,794 45256BAE1 IMPAX LABORATORIES INC 470,277 626,509 45772FAD9 INPHI CORP 519,586 692,199 45784PAE1 INSULET CORP 325,424 433,534 45784PAD3 INSULET CORP 488,068 650,210 458118AC0 INTEGRATED DEVICE TECHNOLOGY INC 574,376 765,191 458140AD2 INTEL CORP 503,327 670,539 458140AF7 INTEL CORP 1,026,513 1,367,533 458660AD9 INTERDIGITAL INC/PA 409,446 545,469 464337AJ3 IONIS PHARMACEUTICALS INC 431,327 574,620 47102XAH8 JANUS CAPITAL GROUP INC 961,765 1,281,275 472145AB7 JAZZ INVESTMENTS I LTD 1,119,691 1,491,666 472319AG7 JEFFERIES GROUP LLC 662,591 882,712 48666KAS8 KB HOME 511,500 681,427 53046PAA7 LIBERTY EXPEDIA HOLDINGS INC 200,322 266,872 530610AD6 LIBERTY INTERACTIVE LLC 601,690 801,579 530715AN1 LIBERTY INTERACTIVE LLC 589,424 785,239 531229AB8 LIBERTY MEDIA CORP 3,336,374 4,444,760 531229AC6 LIBERTY MEDIA CORP 867,782 1,156,070 538034AJ8 LIVE NATION ENTERTAINMENT INC 682,660 909,449

97



BZ6S2R3 LVMH MOET HENNESSY LOUIS VUITTON SE $76,081 $101,356 55608BAA3 MACQUARIE INFRASTRUCTURE CORP 1,058,906 1,410,687 55608BAB1 MACQUARIE INFRASTRUCTURE CORP 652,695 869,529 584688AG0 MEDICINES CO/THE 801,565 1,067,855 043353AH4 MERITOR INC 455,200 606,423 595017AE4 MICROCHIP TECHNOLOGY INC 1,299,517 1,731,233 595112AY9 MICRON TECHNOLOGY INC 823,695 1,097,337 60855RAD2 MOLINA HEALTHCARE INC 996,846 1,328,011 62957HAA3 NABORS INDUSTRIES INC 910,382 1,212,822 630104AA5 NANTHEALTH INC 309,196 411,915 63633DAE4 NATIONAL HEALTH INVESTORS INC 591,328 787,775 64125CAC3 NEUROCRINE BIOSCIENCES INC 563,454 750,640 62942XAD0 NRG YIELD INC 887,340 1,182,126 67020YAK6 NUANCE COMMUNICATIONS INC 1,049,268 1,397,849 62952QAB6 NXP SEMICONDUCTOR 644,467 858,567 674215AJ7 OASIS PETROLEUM INC 134,014 178,535 682189AK1 ON SEMICONDUCTOR CORP 998,088 1,329,666 697435AB1 PALO ALTO NETWORKS LLC 903,703 1,203,925 69327RAD3 PDC ENERGY INC 715,934 953,777 69329YAG9 PDL BIOPHARMA INC 134,177 178,752 69354NAA4 PRA GROUP INC 523,974 698,045 73640QAB1 PRA GROUP INC 833,151 1,109,934 741503AX4 PRICELINE GROUP INC/THE 3,139,976 4,183,115 BKRTYD0 QIAGEN NV 848,957 1,130,991 74838JAA9 QUIDEL CORP 411,868 548,695 756577AD4 RED HAT INC 754,715 1,005,441 761283AA8 RH 540,408 719,939 761283AB6 RH 204,164 271,989 780287AA6 ROYAL GOLD INC 972,435 1,295,490 749685AT0 RPM INTERNATIONAL INC 855,168 1,139,266 74973WAB3 RTI INTERNATIONAL METALS INC 2,838,705 3,781,759 79466LAD6 SALESFORCE.COM INC 1,911,405 2,546,398 81762PAD4 SERVICENOW INC 352,278 469,309 0C4587B SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 511,859 681,905 B4Y3JZ0 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 2,762,358 3,680,048 78454LAM2 SM ENERGY CO 253,465 337,669 84860WAA0 SPIRIT REALTY CAPITAL INC 467,269 622,501 852234AA1 SQUARE INC 472,035 628,851 82823LAC0 SSR MINING INC 330,458 440,240 85571BAH8 STARWOOD PROPERTY TRUST INC 630,603 840,097

98



19625XAA0 STARWOOD WAYPOINT HOMES $523,591 $697,535 BF1XNR0 STMICROELECTRONICS NV 166,892 222,336 BF1XNS1 STMICROELECTRONICS NV 411,537 548,255 87157DAC3 SYNAPTICS INC 293,205 390,611 87238QAC7 TCP CAPITAL CORP 634,779 845,661 449575AB5 TELIGENT INC/NJ 588,949 784,605 83415TAB7 TERRAVIA HOLDINGS INC 83,446 111,168 83415TACA TERRAVIA HOLDINGS INC 199,029 265,148 88160RAB7 TESLA INC 631,166 840,847 88163VAE9 TEVA PHARMACEUTICAL FINANCE CO LLC 2,081,727 2,773,304 88947EAM2 TOLL BROTHERS FINANCE CORP CALL/PUT 748,519 997,186 896522AF6 TRINITY INDUSTRIES INC 1,305,166 1,738,759 90184LAB8 TWITTER INC 1,026,224 1,367,149 90184LAD4 TWITTER INC 573,692 764,279 02917TAB0 VEREIT INC 317,819 423,403 02917TAA2 VEREIT INC CONVER 427,585 569,635 92343XAA8 VERINT SYSTEMS INC 790,893 1,053,637 46612JAF8 VIAVI SOLUTIONS INC 612,394 815,839 928298AJ7 VISHAY INTERTECHNOLOGY INC 421,562 561,610 947075AH0 WEATHERFORD INTERNATIONAL LTD 838,090 1,116,514 94770VAF9 WEBMD HEALTH CORP 439,187 585,091 94770VAM4 WEBMD HEALTH CORP 596,233 794,309 94986RXR7 WELLS FARGO & CO 1,245,283 1,658,981 966387AL6 WHITING PETROLEUM CORP 840,546 1,119,786 98138HAD3 WORKDAY INC 1,136,224 1,513,692 98235TAE7 WRIGHT MEDICAL GROUP INC 947,085 1,261,718

CUSIP # REAL ESTATE QPP TDA

346233109 FORESTAR GROUP INC $106,001 $141,216

99


QPP TDA

Market Value % of Total Market Value % of Total TOTAL COMMON STOCKS - DOMESTIC $4,751,909,072 77.63% $6,330,553,422 77.63%TOTAL COMMON STOCKS - INTERNATIONAL 1,179,560,348 19.27% 1,571,425,228 19.27%TOTAL CONVERTIBLE PREFERRED STOCKS 9,728,789 0.16% 12,960,817 0.16%TOTAL PREFERRED STOCKS - INTERNATIONAL 5,338,557 0.09% 7,112,093 0.09%TOTAL CONVERTIBLE BONDS 106,306,797 1.73% 141,623,260 1.73%TOTAL REAL ESTATE 106,001 0.00% 141,216 0.00%OTHER INVESTMENTS Cash, Short-Term Investments, and Accrued Income 68,425,007 1.12% 91,156,661 1.12% TOTAL INVESTMENTS* $6,121,374,571 100.00% $8,154,972,697 100.00%


*For comparison to the Statement of Fiduciary Net Position in the FY 2016/2017 Comprehensive Annual Financial Report, please note thefollowing: The Investment Portfolios listing includes $2,599,672 QPP and $3,463,316 TDA net receivables as of 6/30/17. It also excludes QPP$84,615,282 and TDA $56,556,432 local securities on reserve for administrative and investment expenses.


Bond Fund

101

103

BOND FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017

MARKET VALUE CUSIP # FIXED-INCOME SECURITIES QPP TDA

002824BD1 ABBOTT LABORATORIES $455,973 $1,611,870 00287YAT6 ABBVIE INC 235,331 831,897 00817YAS7 AETNA INC 337,507 1,193,090 018490AN2 ALLERGAN INC 38,610 136,487 0258M0EK1 AMERICAN EXPRESS CREDIT CORP 276,782 978,426 02665WAQ4 AMERICAN HONDA FINANCE CORP 71,702 253,467 02665WBA8 AMERICAN HONDA FINANCE CORP 38,632 136,564 035242AJ5 ANHEUSER-BUSCH INBEV FINANCE INC 421,229 1,489,049 03523TBN7 ANHEUSER-BUSCH INBEV WORLDWIDE INC 116,858 413,094 037833CE8 APPLE INC 526,858 1,862,449 037833CS7 APPLE INC 72,743 257,146 037833CM0 APPLE INC 311,397 1,100,792 00206RAE2 AT&T INC 556,874 1,968,556 06051GGB9 BANK OF AMERICA CORP 463,161 1,637,280 06051GGE3 BANK OF AMERICA CORP 245,221 866,857 06051GGK9 BANK OF AMERICA CORP 343,522 1,214,355 06051GDX4 BANK OF AMERICA CORP 199,002 703,473 064255BL5 BANK OF TOKYO-MITSUBISHI UFJ LTD 71,695 253,444 07177MAD5 BAXALTA INC 133,297 471,205 084670BX5 BERKSHIRE HATHAWAY INC 207,631 733,977 09062XAB9 BIOGEN INC 55,850 197,431 09062XAC7 BIOGEN INC 141,705 500,927 07330NAN5 BRANCH BANKING & TRUST CO 289,815 1,024,499 110122AV0 BRISTOL-MYERS SQUIBB CO 176,885 625,291 136385AW1 CANADIAN NATURAL RESOURCES LTD 125,673 444,254 14040HBL8 CAPITAL ONE FINANCIAL CORP 201,127 710,986 14040HBP9 CAPITAL ONE FINANCIAL CORP 45,400 160,488 14041NEU1 CAPITAL ONE MULTI-ASSET EXECUTION TRUST 169,715 599,944 14041NFE6 CAPITAL ONE MULTI-ASSET EXECUTION TRUST 205,702 727,159 14042E3Y4 CAPITAL ONE NA/MCLEAN VA 62,198 219,871 14042RBS9 CAPITAL ONE NA/MCLEAN VA 334,521 1,182,535 12527GAG8 CF INDUSTRIES INC 85,832 303,418 161571GT5 CHASE ISSUANCE TRUST 368,577 1,302,922 166764AY6 CHEVRON CORP 152,920 540,574 171232AR2 CHUBB CORP/THE 106,220 375,488 00440EAT4 CHUBB INA HOLDINGS INC 149,690 529,157 17305EFU4 CITIBANK CREDIT CARD ISSUANCE TRUST 97,230 343,710 172967LG4 CITIGROUP INC 931,269 3,292,047 189754AB0 COACH INC 189,149 668,645 20453KAB1 COMPASS BANK 72,327 255,677 209115AD6 CONSOLIDATED EDISON INC 246,879 872,718

104



21036PAR9 CONSTELLATION BRANDS INC $158,571 $560,550 126650CT5 CVS HEALTH CORP 53,366 188,648 233851CM4 DAIMLER FINANCE NORTH AMERICA LLC 226,743 801,540 233851CN2 DAIMLER FINANCE NORTH AMERICA LLC 128,303 453,553 23636TAB6 DANONE SA 174,996 618,612 257375AG0 DOMINION ENERGY GAS HOLDINGS LLC 158,717 561,066 26441CAR6 DUKE ENERGY CORP 190,500 673,419 26444HAB7 DUKE ENERGY FLORIDA LLC 395,537 1,398,227 26444GAA1 DUKE ENERGY FLORIDA PROJECT FINANCE LLC 101,390 358,415 292480AG5 ENABLE MIDSTREAM PARTNERS LP 236,115 834,671 29250NAQ8 ENBRIDGE INC 185,955 657,355 29273RBH1 ENERGY TRANSFER LP 149,573 528,741 30161NAT8 EXELON CORP 282,572 998,894 3137EAEF2 FEDERAL HOME LOAN MORTGAGE CORP 869,142 3,072,425 3135G0T45 FEDERAL NATIONAL MORTGAGE ASSOCIATION 464,907 1,643,452 31428XAZ9 FEDEX CORP 362,193 1,280,358 31677QBF5 FIFTH THIRD BANK/CINCINNATI OH 299,553 1,058,925 337653AD1 FISCAL YR 2005 SECURITIZATION CORP N Y RFDG-SPL 37,728 133,369 34530QAD2 FORD CREDIT AUTO OWNER TRUST 2015-A 2015-A A3 79,607 281,413 34530VAD1 FORD CREDIT AUTO OWNER TRUST 2015-B 2015-B A3 153,138 541,344 345397YL1 FORD MOTOR CREDIT CO LLC 467,647 1,653,138 345397XN8 FORD MOTOR CREDIT CO LLC 188,664 666,929 345838AA4 FOREST LABORATORIES LLC 75,836 268,081 34959JAE8 FORTIVE CORP 247,386 874,512 36164QMS4 GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 147,810 522,510 37045XAW6 GENERAL MOTORS FINANCIAL CO INC 164,730 582,324 37045XBS4 GENERAL MOTORS FINANCIAL CO INC 338,252 1,195,726 375558BB8 GILEAD SCIENCES INC 147,184 520,298 38141GWJ9 GOLDMAN SACHS GROUP INC/THE 708,583 2,504,847 38141GWG5 GOLDMAN SACHS GROUP INC/THE 195,080 689,610 38376G4V9 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 98,385 347,791 391164AG5 GREAT PLAINS ENERGY INC 143,528 507,374 43813NAC0 HONDA AUTO RECEIVABLES 2015-2 OWNER TRUST 171,375 605,812 43814MAC1 HONDA AUTO RECEIVABLES 2015-3 OWNER TRUST 137,163 484,871 404280BJ7 HSBC HOLDINGS PLC 290,967 1,028,573 404280BF5 HSBC HOLDINGS PLC 106,699 377,181 446438RG0 HUNTINGTON NATIONAL BANK/THE 78,370 277,038 446438RL9 HUNTINGTON NATIONAL BANK/THE 131,224 463,877 446438RR6 HUNTINGTON NATIONAL BANK/THE 152,570 539,338 446438RU9 HUNTINGTON NATIONAL BANK/THE 133,880 473,268 459058FZ1 INTERNATIONAL BANK FOR RECONSTRUCTION & 548,831 1,940,125

105



462652AD0 IRAQ GOVERNMENT AID $237,945 $841,137 24422ETQ2 JOHN DEERE CAPITAL CORP MEDIUM TERM 145,642 514,847 24422ETS8 JOHN DEERE CAPITAL CORP MEDIUM TERM 78,484 277,442 46625HNX4 JPMORGAN CHASE & CO 331,756 1,172,762 46647PAE6 JPMORGAN CHASE & CO 332,460 1,175,249 49327M2Q6 KEYBANK NA/CLEVELAND OH 145,999 516,107 49327M2N3 KEYBANK NA/CLEVELAND OH 155,356 549,187 50066AAF0 KOREA GAS CORP MEDIUM TERM 115,595 408,628 50077LAH9 KRAFT HEINZ FOODS CO 45,880 162,187 50076QAX4 KRAFT HEINZ FOODS CO 95,862 338,875 500769HK3 KREDITANSTALT FUER WIEDERAUFBAU 650,618 2,299,940 501044DD0 KROGER CO/THE CALLABLE MEDIUM TERM 101,014 357,085 55279HAG5 MANUFACTURERS & TRADERS TRUST CO 35,520 125,563 571748BB7 MARSH & MCLENNAN COS INC 244,726 865,109 58013MEL4 MCDONALD’S CORP CALLABLE MEDIUM TERM 344,825 1,218,960 59156RBK3 METLIFE INC 335,737 1,186,832 594918AY0 MICROSOFT CORP 273,909 968,273 594918BV5 MICROSOFT CORP 278,547 984,666 606822AG9 MITSUBISHI UFJ FINANCIAL GROUP INC 155,376 549,256 60688QAP0 MIZUHO BANK LTD 354,387 1,252,763 60687YAE9 MIZUHO FINANCIAL GROUP INC 348,268 1,231,132 60871RAN0 MOLSON COORS BREWING CO 312,023 1,103,005 60920LAC8 MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 143,946 508,849 61747YCM5 MORGAN STANLEY CALLABLE MEDIUM TERM 744,497 2,631,803 61746BEH5 MORGAN STANLEY 125,097 442,219 61744YAH1 MORGAN STANLEY MEDIUM TERM 563,271 1,991,167 61980AAC7 MOTIVA ENTERPRISES LLC 219,465 775,812 90521APJ1 MUFG UNION BANK NA 185,937 657,288 637432NH4 NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 26,401 93,327 6500354S4 NEW YORK ST URBAN DEV CORP REV RFDG-TAXABLE-ST 378,452 1,337,833 651229AU0 NEWELL BRANDS INC 266,242 941,169 65477UAC4 NISSAN AUTO RECEIVABLES 2015-A OWNER TRUST 183,403 648,330 665772CM9 NORTHERN STATES POWER CO/MN 123,800 437,634 68233DAR8 ONCOR ELECTRIC DELIVERY CO LLC 71,671 253,358 69371RN69 PACCAR FINANCIAL CORP MEDIUM TERM 74,967 265,009 693304AU1 PECO ENERGY CO 151,234 534,612 71429MAA3 PERRIGO FINANCE UNLIMITED CO 133,491 471,893 71656LBP5 PETROLEOS MEXICANOS 415,824 1,469,941 717081DW0 PFIZER INC 491,911 1,738,910 718172BX6 PHILIP MORRIS INTERNATIONAL INC 216,557 765,531 72650RBG6 PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 169,151 597,952

106



69353REX2 PNC BANK NA $159,439 $563,619 69353RFC7 PNC BANK NA 374,307 1,323,180 69353RFB9 PNC BANK NA 55,527 196,290 742651DU3 PRIVATE EXPORT FUNDING CORP 451,428 1,595,802 742741AA9 PROCTER & GAMBLE - ESOP 31,193 110,268 74432QBG9 PRUDENTIAL FINANCIAL INC MEDIUM TERM 121,529 429,606 747525AM5 QUALCOMM INC 124,870 441,418 75886AAK4 REGENCY ENERGY PARTNERS LP / REGENCY ENERGY 164,585 581,809 759187BL0 REGIONS BANK/BIRMINGHAM AL 197,048 696,566 797440BT0 SAN DIEGO GAS & ELECTRIC CO 127,744 451,576 80281LAD7 SANTANDER UK GROUP HOLDINGS PLC 85,065 300,704 824348AT3 SHERWIN-WILLIAMS CO/THE 246,416 871,082 82481LAB5 SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 210,633 744,589 82620KAH6 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 204,721 723,689 82620KAP8 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 220,988 781,196 842400GF4 SOUTHERN CALIFORNIA EDISON CO 154,744 547,022 842587CS4 SOUTHERN CO/THE 179,497 634,525 865622CE2 SUMITOMO MITSUI BANKING CORP 224,926 795,114 86765BAR0 SUNOCO LOGISTICS PARTNERS OPERATIONS LP 171,453 606,087 86787EAR8 SUNTRUST BANK/ATLANTA GA 282,358 998,138 87166FAA1 SYNCHRONY BANK 200,558 708,973 87165BAJ2 SYNCHRONY FINANCIAL 86,457 305,626 871829BB2 SYSCO CORP 270,077 954,727 88732JAL2 TIME WARNER CABLE LLC 101,506 358,826 89114QAM0 TORONTO-DOMINION BANK/THE MEDIUM TERM 127,073 449,203 89237CAD3 TOYOTA AUTO RECEIVABLES 2015-B OWNER TRUST 348,748 1,232,828 89236TBB0 TOYOTA MOTOR CREDIT CORP 78,761 278,422 89236TDP7 TOYOTA MOTOR CREDIT CORP 260,438 920,651 89236TCX1 TOYOTA MOTOR CREDIT CORP MEDIUM TERM 322,412 1,139,731 89641UAD3 TRINITY ACQUISITION PLC 137,741 486,917 066716AJ0 TUNISIAN REPUBLIC 290,190 1,025,825 90352JAA1 UBS GROUP FUNDING SWITZERLAND AG 181,608 641,987 903724BL5 UKRAINE GOVERNMENT AID BONDS 527,138 1,863,437 904764AW7 UNILEVER CAPITAL CORP 121,468 429,389 9128282B5 US TREASURY NOTES 1,239,807 4,382,730 912828S43 US TREASURY NOTES 2,188,526 7,736,463 912828T83 US TREASURY NOTES 1,099,481 3,886,676 912828J68 US TREASURY NOTES 485,400 1,715,895 912828K82 US TREASURY NOTES 2,172,297 7,679,094 912828T59 US TREASURY NOTES 1,762,673 6,231,066

107



912828U40 US TREASURY NOTES $1,231,055 $4,351,793 912828N63 US TREASURY NOTES 1,006,295 3,557,263 912828P87 US TREASURY NOTES 1,465,751 5,181,446 912828S27 US TREASURY NOTES 4,010,440 14,176,947 912828V56 US TREASURY NOTES 2,449,724 8,659,801 912828XF2 US TREASURY NOTES 614,229 2,171,307 912828ST8 US TREASURY NOTES 81,387 287,703 912828U99 US TREASURY NOTES 1,503,651 5,315,421 912828W97 US TREASURY NOTES 495,073 1,750,089 912828XS4 US TREASURY NOTES 402,551 1,423,021 912828L65 US TREASURY NOTES 1,295,713 4,580,360 912828L99 US TREASURY NOTES 2,148,713 7,595,722 912828Q78 US TREASURY NOTES 2,673,243 9,449,941 912828R77 US TREASURY NOTES 2,506,091 8,859,057 912828T26 US TREASURY NOTES 143,906 508,709 912828B33 US TREASURY NOTES 123,734 437,402 912828Q29 US TREASURY NOTES 1,448,680 5,121,098 912828WL0 US TREASURY NOTES 2,235,399 7,902,158 912828X96 US TREASURY NOTES 682,798 2,413,699 912828XU9 US TREASURY NOTES 309,375 1,093,644 912828C65 US TREASURY NOTES 300,128 1,060,956 912828D23 US TREASURY NOTES 295,654 1,045,140 912828M98 US TREASURY NOTES 2,015,505 7,124,831 912828R69 US TREASURY NOTES 434,533 1,536,077 912828WW6 US TREASURY NOTES 1,933,821 6,836,076 912828XM7 US TREASURY NOTES 1,524,380 5,388,699 912828XR6 US TREASURY NOTES 1,053,326 3,723,517 912828M80 US TREASURY NOTES 283,949 1,003,762 912828U81 US TREASURY NOTES 1,485,855 5,252,514 912828X88 US TREASURY NOTES 93,199 329,460 90331HNB5 US BANK NA/CINCINNATI OH 373,155 1,319,107 92343VDM3 VERIZON COMMUNICATIONS INC 592,179 2,093,357 92347XAA4 VERIZON OWNER TRUST 2016-1 2016-1A A 1 330,221 1,167,334 92348PAA0 VERIZON OWNER TRUST 2017-2 2017-2A A 475,119 1,679,551 92826CAB8 VISA INC 37,800 133,622 976657AK2 WEC ENERGY GROUP INC 161,295 570,179 949746RS2 WELLS FARGO & CO 259,992 919,074 94988J5G8 WELLS FARGO BANK NA 543,850 1,922,516

108


QPP TDA

Market Value % of Total Market Value % of Total TOTAL FIXED-INCOME SECURITIES $83,333,322 97.22% $294,584,158 97.22%OTHER INVESTMENTS Cash, Short-Term Investments, and Accrued Income 2,385,823 2.78% 8,433,908 2.78% TOTAL INVESTMENTS* $85,719,145 100.00% $303,018,066 100.00%

*For comparison to the Statement of Fiduciary Net Position in the FY 2016/2017 Comprehensive Annual Financial Report, please note thefollowing: The Investment Portfolios listing includes $1,190,546 QPP and $4,208,592 TDA net payables as of 6/30/17.


International Equity Fund

109

111

INTERNATIONAL EQUITY FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017


B1W8P14 AALBERTS INDUSTRIES NV $2,069 $19,258 7380062 AAREAL BANK AG 2,941 27,379 7108899 ABB LTD 6,055 56,368 6005184 ABILITY ENTERPRISE CO LTD 173 1,614 B28W603 ABLYNX NV 1,448 13,480 7110720 ADECCO GROUP AG 3,155 29,370 4031976 ADIDAS AG 3,052 28,415 6056074 ADVANCED SEMICONDUCTOR ENGINEERING INC 5,431 50,561 B66PKS8 ADVANTAGE OIL & GAS LTD 1,896 17,647 B1ZBHG9 AEGEAN AIRLINES SA 258 2,404 B7ZGMJ4 AEKYUNG PETROCHEMICAL CO LTD 987 9,192 6476218 AEON DELIGHT CO LTD 4,602 42,839 6037734 AEON FINANCIAL SERVICE CO LTD 1,927 17,940 N00985106 AERCAP HOLDINGS NV 4,428 41,220 B86S2N0 AGEAS 2,699 25,122 BK1PTB7 AGGREKO PLC 10,029 93,364 008474108 AGNICO EAGLE MINES LTD 1,963 18,275 B4TX8S1 AIA GROUP LTD 38,590 359,256 B1YXBJ7 AIR LIQUIDE SA 32,266 300,376 BB36C61 AIRASIA X BHD 1,168 10,873 4012250 AIRBUS SE 5,950 55,394 B8FT7R3 AIRMATE CAYMAN INTERNATIONAL CO LTD 114 1,059 BDFLHY1 AIRPORTS OF THAILAND 6,824 63,525 B03MN70 AKBANK TURK AS 3,625 33,750 BQN1C50 AKER SOLUTIONS ASA 776 7,227 5458314 AKZO NOBEL NV 13,802 128,493 B4TPSL0 ALCHIP TECHNOLOGIES LTD 471 4,386 B0LX3Y2 ALDAR PROPERTIES PJSC 9,086 84,588 BDHXPG3 ALFA FINANCIAL SOFTWARE 1,367 12,728 2043423 ALFA SAB DE CV 5,740 53,438 6687214 ALFRESA HOLDINGS 2,274 21,169 BYSZ9G3 ALLIED IRISH BANKS PLC 2,454 22,847 2387701 ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST 1,245 11,589 B04C5Z1 ALPHA NETWORKS INC 272 2,535 6021500 ALPS ELECTRIC CO LTD 1,900 17,684 B1VP947 ALSTRIA OFFICE 2,509 23,358 5608915 ALTEN SA 4,394 40,902 BYYHLZ6 ALVIVA HOLDINGS LIMITED 267 2,484 B3MSM28 AMADEUS IT GROUP SA 13,255 123,397 6592965 AMATA CORP PCL 625 5,819 BG804F6 AMBEV 3,221 29,982

112



02319V103 AMBEV SA $2,845 $26,484 B09QQ11 AMBUJA CEMENTS LTD 4,572 42,567 4024006 AMER SPORTS OYJ 2,552 23,758 6047023 AMMB HOLDINGS BHD 1,082 10,071 BPF0548 AMS AG 2,584 24,058 B03MNX6 ANADOLU CAM SANAYII AS 758 7,059 B1XZS82 ANGLO AMERICAN PLC 15,440 143,742 BYYHL23 ANHEUSER-BUSCH INBEV SA/NV 7,773 72,363 BLLJ381 ANIMA HOLDING SPA 1,642 15,283 4253048 AP MOLLER - MAERSK A/S 1,281 11,923 5769209 ARCADIS NV 2,696 25,099 B0Z5YZ2 ARKEMA SA 7,454 69,389 B132NW2 ASHMORE GROUP PLC 880 8,190 B617TG0 ASIA TECH IMAGE INC 901 8,390 BCRWL65 ASIAN PAINTS LTD 8,515 79,269 6002453 ASM PACIFIC TECHNOLOGY LTD 1,593 14,834 BYPC1T4 ASSA ABLOY AB 5,010 46,644 4056719 ASSICURAZIONI GENERALI SPA 4,213 39,218 046353108 ASTRAZENECA 10,262 95,537 0989529 ASTRAZENECA PLC 7,208 67,098 5654781 ATOS SE 485 4,517 B07VZ99 ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA 1,828 17,017 6288190 AU OPTRONICS CORP 3,365 31,325 6065586 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 8,212 76,447 B5TZQH9 AUTOCANADA INC 1,461 13,601 05367G100 AVIANCA HOLDINGS SA ADR USD 21 192 0216238 AVIVA PLC 4,478 41,690 BPFJHC7 AXIS BANK LTD 8,726 81,234 6055112 AYALA LAND INC 3,489 32,479 6985543 AZBIL CORP 3,030 28,205 BMTRW10 B&M EUROPEAN VALUE RETAIL SA 2,452 22,828 B2RHNV9 B3 SA - BRASIL BOLSA BALCAO 0 4,365 40,631 0263494 BAE SYSTEMS PLC 5,646 52,566 0096162 BALFOUR BEATTY PLC 1,354 12,604 7124594 BALOISE HOLDING AG 3,954 36,814 B1HKSV6 BANCA GENERALI SPA 1,600 14,891 059460303 BANCO BRADESCO SA 23,500 218,776 2328595 BANCO DO BRASIL SA 4,080 37,978 5705946 BANCO SANTANDER SA 21,097 196,399 BYYH5F4 BANGCHAK CORP PCL FOREIGN SH. 1,350 12,566 6077008 BANGKOK BANK PCL 11,924 111,002

113



6712912 BANGKOK LAND PCL $784 $7,301 6651048 BANK MANDIRI PERSERO TBK PT 6,532 60,811 3060625 BANK OF IRELAND 1,711 15,926 3070732 BANK OF IRELAND 5,872 54,666 2076281 BANK OF NOVA SCOTIA 13,010 121,119 064149107 BANK OF NOVA SCOTIA/THE 1,362 12,683 6709099 BANK RAKYAT INDONESIA 7,313 68,082 5474008 BANKINTER SA 1,513 14,085 BLD2CY7 BAPCOR LTD 2,029 18,893 3134865 BARCLAYS PLC 5,507 51,272 6079123 BARLOWORLD LTD 2,042 19,013 5069211 BAYER AG 26,779 249,294 5756029 BAYERISCHE MOTOREN WERKE AG 16,041 149,337 B1FP891 BBA AVIATION PLC 3,321 30,920 4082628 BEFIMMO SA 1,521 14,157 5107401 BEIERSDORF AG 32,293 300,628 6090180 BELLE CORP 107 999 B4XY9X2 BENEFIT SYSTEMS SA 92 854 6098032 BEZEQ THE ISRAELI TELECOMMUNICATION 5,681 52,889 0056650 BHP BILLITON PLC 12,988 120,913 BZBFKT7 BID CORP LTD C 416 3,874 6100379 BIMB HOLDINGS BHD 222 2,066 6098236 BINGGRAE CO LTD 1,632 15,197 B01MJR4 BIOMERIEUX 3,211 29,895 092993658 BLACKROCK MSCI EAFE EQUITY INDEX FUND 7,670,184 71,405,427 7309681 BNP PARIBAS SA 11,050 102,868 B011205 BOARDWALK REAL ESTATE INVESTMENT TRUST 1,367 12,729 B04DNZ0 BODAL CHEMICALS LTD 405 3,772 2099084 BORALEX INC 1,930 17,966 B1XF882 BOSKALIS WESTMINSTER 14,479 134,796 BVYV180 BOUSTEAD PROJECTS LTD 371 3,453 6207076 BOUSTEAD SINGAPORE LTD 1,647 15,336 0798059 BP PLC 5,908 55,002 4116099 BPER BANCA 921 8,578 B1FJ0C0 BRAMBLES LTD 1,609 14,976 B4YVF56 BRENNTAG AG 7,134 66,416 6132101 BRIDGESTONE CORP 4,952 46,104 0287580 BRITISH AMERICAN TOBACCO PLC 21,806 203,001 B0N8QD5 BRITVIC PLC 3,456 32,176 BN573R4 BRUNEL INTERNATIONAL NV 1,518 14,135 3091357 BT GROUP PLC 7,279 67,761

114



B7MBV73 BTG PACTUAL GROUP $182 $1,698 5782206 BUZZI UNICEM SPA 6,901 64,245 6156617 BYUCKSAN CORP 961 8,948 2162760 CAE INC 8,207 76,400 124765108 CAE INC 571 5,320 6C5971S CAIRN HOMES PLC 669 6,229 BWY4ZF1 CAIRN HOMES PLC 2,218 20,649 B283W97 CAIXABANK SA 9,846 91,660 B0764Z3 CAL-COMP ELECTRONICS THAILAND PCL 267 2,483 6161503 CALTEX AUSTRALIA LTD 1,917 17,842 2210959 CANADIAN NATIONAL RAILWAY CO 15,703 146,191 136375102 CANADIAN NATIONAL RAILWAY CO 2,088 19,442 2171573 CANADIAN NATURAL RESOURCES LTD 4,304 40,067 B18P4F6 CANFOR CORP 1,753 16,321 6172323 CANON INC 11,272 104,936 2174312 CAP SA 2,909 27,084 6173694 CAPCOM CO LTD 2,466 22,960 4163437 CAPGEMINI SE 2,377 22,130 4169219 CARLSBERG A/S 4,999 46,535 3121522 CARNIVAL PLC C 13,262 123,465 B0XP0T0 CASTELLUM AB 4,098 38,153 6186669 CATCHER TECHNOLOGY CO LTD 3,610 33,607 7302215 CD PROJEKT SA 2,506 23,326 2488671 CEMEX SAB DE 14,017 130,493 151290889 CEMEX SAB DE CV 11,757 109,450 BNGN809 CERVED INFORMATION SOLUTIONS SPA 1,113 10,362 6726300 CHALLENGER LTD/AUSTRALIA 4,431 41,255 6225595 CHARTER HALL RETAIL 1,237 11,518 M22465104 CHECK POINT SOFTWARE TECHNOLOGIES LTD C 9,054 84,293 B01LS18 CHIN WELL HOLDINGS BHD 461 4,295 6199816 CHINA LIFE INSURANCE CO LTD/TAIWAN 14,035 130,658 6191328 CHINA MOTOR CORP 732 6,819 B0YBZJ2 CIA DE SANEAMENTO DE MINAS 927 8,630 2176976 CIA MINERA AUTLAN SAB DE CV 116 1,083 BCRWZ18 CIE FINANCIERE RICHEMONT SA 17,701 164,784 6075745 CIMB GROUP HOLDINGS BHD 4,219 39,273 6197928 CITY DEVELOPMENTS LTD 2,070 19,269 6189516 CJ CORP 814 7,582 B670SY4 CJ E&M CORP 6,439 59,940 BYVS6J1 CK INFRASTRUCTURE HOLDINGS 4,725 43,985 B3K5QQ3 CLOETTA AB 3,730 34,726

115



6097017 CLP HOLDINGS LTD $6,415 $59,724 BDSV2V0 CNH INDUSTRIAL NV 887 8,260 B07KD36 COBHAM PLC 7,830 72,896 6163286 COCA-COLA BOTTLERS JAPAN INC 3,040 28,303 2141899 COCA-COLA FEMSA 132 1,232 191241108 COCA-COLA FEMSA SAB DE CV 1,620 15,078 BNFWV75 COFACE SA 4,943 46,018 BN7PJ67 COM HEM HOLDING AB 2,078 19,344 6215035 COMMONWEALTH BANK OF AUSTRALIA 12,909 120,173 BD6K457 COMPASS GROUP PLC 22,520 209,648 5094536 COMPUGROUP MEDICAL SE 3,409 31,738 B15C4L6 CONSTELLATION SOFTWARE INC 3,507 32,648 4598589 CONTINENTAL AG 4,796 44,650 P31076105 COPA HOLDINGS SA 4,369 40,675 B8F6ZF8 CORP INMOBILIARIA VESTA SAB DE CV 731 6,807 B99J4M0 COSCO CAPITAL INC 231 2,152 2228952 COTT CORP 2,747 25,576 4722667 CRAMO OYJ 2,006 18,676 4182249 CRH PLC 21,580 200,901 BYZWX76 CRODA INTERNATIONAL PLC 3,558 33,120 B05DZD1 CSC STEEL HOLDINGS BHD 223 2,075 6527666 CTBC FINANCIAL HOLDING CO LTD 4,539 42,260 B05DWZ2 D&O GREEN TECHNOLOGIES BHD 110 1,023 B0NCP41 DAEHAN STEEL CO LTD 211 1,969 6249799 DAH SING FINANCIAL HOLDINGS LTD 1,564 14,563 6253132 DAIICHIKOSHO CO LTD 2,932 27,298 6250724 DAIKIN INDUSTRIES LTD 8,652 80,548 5529027 DAIMLER AG 4,279 39,839 0250281 DAIRY CREST GROUP PLC 3,035 28,251 6251200 DAISHIN SECURITIES CO LTD 506 4,709 6250508 DAITO TRUST CONSTRUCTION CO LTD 5,562 51,777 6251363 DAIWA HOUSE INDUSTRY CO 3,569 33,223 B0LNTF5 DAIWA OFFICE INVESTMENT 1,228 11,433 B3SQ798 DANAWA CO LTD 837 7,796 B1Y9TB3 DANONE SA 10,768 100,247 B0VCF21 DARFON ELECTRONICS CORP 353 3,284 5330047 DASSAULT SYSTEMES SE 5,425 50,505 B08BR25 DAVIDE CAMPARI-MILANO SPA 696 6,476 BZ4CMZ5 DAVIDE CAMPARI-MILANO SPA 1,385 12,891 6175203 DBS GROUP HOLDINGS LTD 20,255 188,567 B59DTF2 DBV TECHNOLOGIES SA 1,717 15,982

116



0242493 DCC PLC $2,248 $20,925 B0LR6C3 DCM SHRIRAM LTD 619 5,764 7169517 DE’ LONGHI SPA 1,865 17,360 BZCNB42 DELIVERY HERO AG 479 4,459 6640381 DENSO CORP 25,093 233,599 5750355 DEUTSCHE BANK AG 4,313 40,147 4617859 DEUTSCHE POST AG 278 2,592 B0YZ0Z5 DEUTSCHE WOHNEN SE 1,154 10,743 4557847 DEUTZ AG 1,919 17,861 0267043 DEVRO PLC 1,029 9,577 6100078 DHAMPUR SUGAR MILLS LTD 277 2,577 6697150 DHIPAYA INSURANCE PCL 219 2,042 0237400 DIAGEO PLC 22,520 209,646 4263304 DNB ASA 4,833 44,991 B15GGN4 DNO ASA 2,544 23,680 B95LX89 DOMINION DIAMOND 1,197 11,143 BYN5913 DOMINO’S PIZZA GROUP PLC 2,700 25,132 6269861 DON QUIJOTE HOLDINGS CO LTD 1,066 9,923 6407757 DONGBU HITEK CO LTD 1,153 10,732 6155937 DONGBU INSURANCE CO LTD 3,749 34,900 B17GVR1 DONGWOO FARM TO TABLE CO LT 353 3,287 BYX9GP8 DOOSAN BOBCAT INC 4,562 42,472 2262369 DOREL INDUSTRIES INC 1,158 10,782 6278306 DOWA HOLDINGS CO LTD 1,748 16,272 B1WT5G2 DSV A/S 9,340 86,951 B0R80X9 DUFRY AG 3,224 30,015 4942904 E.ON SE 8,598 80,038 6298542 EAST JAPAN RAILWAY CO 2,167 20,172 6345783 ECLAT TEXTILE CO LTD 3,582 33,348 B5720R0 ECORODOVIAS INFRAESTRUTURA E LOGISTICA SA 1,042 9,701 977588S ECOSYNTHETIX INC 370 3,445 B62G1B5 EDENRED 3,034 28,240 B0D7494 EDP - ENERGIAS DO BRASIL SA 1,605 14,939 6307200 EISAI CO LTD 10,265 95,562 B7FNMQ2 ELEMENT FLEET MANAGEMENT CORP 563 5,244 0241854 ELEMENTIS PLC 2,512 23,383 B682TF7 E-MART INC 674 6,277 29082A107 EMBRAER SA ADR USD 1,209 11,258 2611916 EMBRAER SA ADR USD 3,874 36,063 2196026 EMPRESAS COPEC SA 963 8,961 29274F104 ENEL AMERICAS SA ADR 1,539 14,324

117



29278D105 ENEL CHILE SA ADR USD $4,146 $38,593 B0C2CQ3 ENGIE SA 8,539 79,489 7145056 ENI SPA C 10,952 101,961 B635TG2 ENQUEST PLC 2,057 19,154 6285919 EO TECHNICS CO LTD 5,310 49,431 6354154 EPISTAR CORP 1,818 16,929 B3V1F29 ESSENTIAL ENERGY SERVICES LTD 167 1,552 B2R3W54 ESSO THAILAND PCL NVDR 674 6,276 5950661 EULER HERMES GROUP 3,534 32,897 4798271 EUROCOMMERCIAL PROPERTIES NV DUTCH 1,767 16,452 B04M8J6 EURONAV NV 1,823 16,971 6250412 EXEDY CORP 697 6,492 B19NLV4 EXPERIAN PLC 9,156 85,241 6356934 FANUC CORP 11,146 103,763 6203687 FARGLORY LAND DEVELOPMENT CO LTD 484 4,507 BFT7KB7 FEDERAL BANK LTD 1,375 12,804 0759023 FIDESSA GROUP PLC 2,008 18,693 B66CTX7 FILA KOREA LTD 1,809 16,840 BNGN9Z1 FINECOBANK BANCA FINECO SPA 3,140 29,234 2347608 FIRST QUANTUM MINERALS LTD 1,935 18,016 6606996 FIRSTRAND LTD 11,705 108,967 6718716 FORMOSA PETROCHEMICAL CORP 4,070 37,887 6086253 FORTESCUE METALS GROUP LTD 971 9,039 B5T50H7 FORTUNE REAL ESTATE INVESTMENT 2,318 21,577 6329947 FP CORP 4,246 39,526 6353418 FRUTAROM INDUSTRIES LTD 3,992 37,160 6411673 FUBON FINANCIAL HOLDING CO LTD 648 6,035 B096LW7 FUGRO NV DUTCH CERT 4,818 44,854 6133405 GAIL INDIA LTD 9,460 88,068 BYQCQ32 GALENICA AG 1,242 11,564 B1WHVV3 GAM HOLDING AG 1,859 17,303 6139889 GARWARE WALL ROPES LTD 391 3,638 6366795 GENTING SINGAPORE PLC 2,039 18,982 BMNQCT1 GENWORTH MORTGAGE INSURANCE AUSTRALIA LTD 4,263 39,685 6361109 GFPT PCL 640 5,958 5249080 GIMV NV 1,981 18,440 B4T3BW6 GLENCORE PLC 4,218 39,272 BNN6B80 GLOBAL BRANDS GROUP HOLDING LTD 1,061 9,880 6170167 GMO INTERNET INC 2,664 24,803 B06CMQ9 GMO PAYMENT GATEWAY INC 1,998 18,596 6123343 GOLDCREST CO LTD 977 9,093

118



B03FYZ4 GOODMAN GROUP $3,761 $35,012 BZ0XJR3 GREAT PORTLAND ESTATES PLC 1,570 14,619 6293989 GREATEK ELECTRONICS INC 395 3,679 B03L0B0 GRENDENE SA 117 1,088 2421041 GRUPO FINANCIERO BANORTE 6,800 63,301 2822398 GRUPO FINANCIERO INBURSA SAB DE CV 729 6,784 B8RKX54 GRUPO SANBORNS SAB DE CV 177 1,647 6204828 GS HOME SHOPPING INC 434 4,045 B05LZ02 HAKUHODO DY HOLDINGS INC 1,790 16,665 B0RNRF5 HANA FINANCIAL GROUP INC 8,916 82,999 6407791 HANSHIN CONSTRUCTION 147 1,370 6407768 HANWHA CHEMICAL CORP 2,535 23,603 6496755 HANWHA CORP 527 4,902 B68P8M6 HARIM CO LTD 1,210 11,262 6108179 HARMONIC DRIVE SYSTEMS INC 1,145 10,657 5968846 HAULOTTE GROUP SA 1,225 11,402 5120679 HEIDELBERGCEMENT AG 2,348 21,859 6397803 HEINEKEN MALAYSIA BHD 935 8,703 7792559 HEINEKEN NV 4,758 44,291 5475658 HELLENIC PETROLEUM SA 1,593 14,826 6420538 HENDERSON LAND DEVELOPMENT CO LTD 2,194 20,426 6803504 HENGYUAN REFINING CO BHD 124 1,157 5687431 HENNES & MAURITZ AB 7,181 66,852 5253973 HERMES INTERNATIONAL 1,716 15,979 6416322 HIKARI TSUSHIN INC 2,251 20,957 6643476 HI-LEX CORP 1,193 11,105 B0GWF48 HINDALCO INDUSTRIES LTD 9,057 84,314 6428725 HIROSE ELECTRIC CO LTD 4,370 40,684 6429234 HITACHI TRANSPORT SYSTEM LTD C 4,862 45,264 6439040 HOGY MEDICAL CO LTD 2,182 20,310 BYW5KK0 HOLDING CO ADMIE IPTO SA 1,227 11,422 6438564 HON HAI PRECISION INDUSTRY CO 45,430 422,934 6435145 HONDA MOTOR CO LTD 16,900 157,329 6436892 HONG LEONG BANK BHD 1,916 17,841 6447678 HONG PU REAL ESTATE DEVELOPMENT CO LTD 145 1,352 6434915 HONGKONG LAND HOLDINGS LTD 10,222 95,161 6439738 HOSKEN CONSOLIDATED INVESTMENTS 141 1,309 B1RPZ09 HOUSING DEVELOPMENT & INFRASTRUCTURE LTD 4,922 45,820 6171900 HOUSING DEVELOPMENT FINANCE CORP 31,097 289,495 6441506 HOYA CORP 29,559 275,177

119



0540528 HSBC HOLDINGS PLC $4,124 $38,388 6158163 HSBC HOLDINGS PLC 20,398 189,891 B691DP1 HYUNDAI HOME SHOPPING NETWORK CORP 537 5,000 B01LXY6 HYUNDAI MARINE & FIRE INSURANCE CO 6,971 64,893 B288C92 IBERDROLA SA 11,278 104,988 BYXJC27 IBSTOCK PLC 1,391 12,948 BSZ2BY7 ICICI BANK LTD 12,478 116,160 BYXL8H0 ICICI PRUDENTIAL LIFE INSURANCE CO LTD/INDIA 3,140 29,229 B3MDMR8 IMARKETKOREA INC 2,001 18,632 BNCBD46 IMCD GROUP NV 3,301 30,732 BGLP8L2 IMI PLC COMMON STOCK 4,790 44,595 0454492 IMPERIAL BRANDS PLC 3,172 29,527 6459219 INABA DENKI SANGYO CO LTD 2,134 19,868 B61TVQ0 INCHCAPE PLC 3,249 30,243 6673042 INCITEC PIVOT LTD 2,840 26,442 6439567 INDEPENDENCE GROUP NL 2,267 21,106 B1SFSX2 INDIAN BANK 2,752 25,618 6253767 INDIAN OIL CORP LTD 12,110 112,741 BP9DL90 INDUSTRIA DE DISENO TEXTIL SA 4,188 38,988 B1FJ6T9 INDUSTRIAS BACHOCO 609 5,673 B1685L0 INFO EDGE INDIA LTD 4,031 37,529 BMJ6DW5 INFORMA PLC 3,204 29,827 456788108 INFOSYS LTD ADR USD 12,837 119,503 BZ0P4R4 INFRASTRUTTURE WIRELESS ITALIANE SPA 1,147 10,681 BZ57390 ING GROEP NV 27,659 257,490 4196897 INGENICO GROUP SA 883 8,220 BDCFZS6 INNOGY SE 4,110 38,263 6456221 INSAS BHD 191 1,777 B04YJV1 INTACT FINANCIAL CORP 927 8,627 1D4145W INTACT FINANCIAL CORP 1,557 14,499 BYT1DJ1 INTERMEDIATE CAPITAL GROUP PLC 1,524 14,192 B05H328 INTERNET INITIATIVE JAPAN INC 1,159 10,785 6172817 INTERPARK HOLDINGS CORP 2,158 20,093 6443580 INTOPS CO LTD 336 3,126 6205694 INVESTA OFFICE FUND 1,630 15,175 BH7JFJ2 IOI PROPERTIES GROUP 458 4,262 B188NJ2 IPSOS 2,358 21,953 6297497 IRESS LTD 2,114 19,681 BLP5857 IRISH CONTINENTAL GROUP 5,350 49,808 46432F842 ISHARES CORE MSCI EAFE ETF 30,776 286,513

120



6467803 ITOCHU CORP $2,048 $19,066 BYVQYS0 IWG PLC 4,747 44,190 B60QWJ2 JAMES HARDIE INDUSTRIES PLC 1,681 15,648 BDGN575 JAMNA AUTO INDUSTRIES LTD 1,068 9,943 6474535 JAPAN TOBACCO INC 9,109 84,800 6472119 JARDINE MATHESON 20,580 191,593 B1V74X7 JBS SA 2,777 25,852 7136663 JCDECAUX SA 1,389 12,933 B05NYN4 JET AIRWAYS INDIA LTD 3,018 28,094 6345868 JINDAL POLY FILMS LTD 352 3,281 B5N0P84 JOHN WOOD GROUP PLC 2,234 20,799 6470986 JSR CORP 891 8,296 B4R2R50 JULIUS BAER GROUP LTD 7,564 70,414 BKX5CN8 JUST EAT PLC 3,075 28,624 B627LW9 JXTG HOLDINGS INC 1,619 15,068 B0386J1 JYSKE BANK A/S 2,742 25,527 B067ML9 KABU.COM SECURITIES CO LTD 1,620 15,086 6482390 KALYANI STEELS LTD 484 4,510 6483809 KAO CORP 7,739 72,044 6130064 KARNATAKA BANK LTD 487 4,536 6364766 KASIKORNBANK PCL 4,323 40,241 4497749 KBC GROUP NV 8,064 75,074 B29ZGV2 KEPCO PLANT SERVICE & ENGINEERING CO LTD 1,470 13,685 5505072 KERING 5,440 50,644 B06DQK4 KHON KAEN SUGAR INDUSTRY 233 2,170 6490928 KIA MOTORS CORP 4,746 44,186 6491095 KIATNAKIN BANK PCL 1,265 11,773 6361411 KIATNAKIN BANK PCL 1,400 13,031 B60JFL4 KIMLUN CORP BHD 220 2,045 1D7888S KINDER MORGAN CANADA LTD 230 2,143 6575159 KING’S TOWN BANK CO LTD 390 3,629 B3CTCD2 KISCO CORP 151 1,407 B00YY32 KISCO HOLDINGS CO LTD 162 1,505 B03MVJ8 KOC HOLDING AS 3,754 34,946 6496584 KOMATSU LTD 7,515 69,962 6496250 KOMERI CO LTD 2,934 27,314 5956078 KONINKLIJKE KPN NV 3,110 28,954 6496766 KOREAN AIR LINES CO LTD 1,900 17,693 6135661 KOTAK MAHINDRA BANK LTD 5,994 55,796 2836946 KROTON EDUCACIONAL SA 5,309 49,420

121



6492838 KRUNG THAI BANK PCL $526 $4,894 6361466 KRUNG THAI BANK PCL 10,488 97,637 6505316 KT CORP 8,575 79,825 6497509 KUBOTA CORP 7,042 65,553 7121250 KUDELSKI SA 2,770 25,788 B142S60 KUEHNE + NAGEL INTERNATIONAL AG 3,653 34,008 B1G4262 KUMBA IRON ORE LTD 2,073 19,297 6497963 KURITA WATER INDUSTRIES LTD 6,079 56,594 6491783 KYERYONG CONSTRUCTION INDUSTRIAL CO LTD 211 1,961 6499260 KYOCERA CORP 8,868 82,556 7110753 LAFARGEHOLCIM LTD 15,841 147,475 B011M16 LAM SOON THAILAND PCL 233 2,168 B0PYHC7 LANCASHIRE HOLDINGS LTD 1,249 11,627 6451668 LARGAN PRECISION CO LTD 12,710 118,328 B9G6L89 LEG IMMOBILIEN AG 3,011 28,035 B11ZRK9 LEGRAND SA 7,050 65,633 B1GKF27 LF CORP 114 1,065 6346913 LG CHEM LTD 5,987 55,735 B01VZN9 LG DISPLAY CO LTD 12,278 114,300 6520739 LG ELECTRONICS INC 11,897 110,752 6290902 LG UPLUS CORP 7,444 69,295 6515058 LIBERTY HOLDINGS LTD 683 6,363 B04H5S9 LIFESTYLE GLOBAL ENTERPRISE INC 246 2,292 5740817 LINDE AG 6,250 58,185 B0PB4M7 LINK REIT 6,236 58,052 6290764 LITE-ON SEMICONDUCTOR 343 3,195 0870612 LLOYDS BANKING GROUP PLC 17,075 158,955 2521800 LOBLAW COS LTD 4,432 41,257 7333378 LONZA GROUP AG 3,543 32,985 4057808 L’OREAL SA 7,355 68,472 6440020 LOTTE CHEMICAL CORP 7,785 72,474 6496432 LOTTE FINE CHEMICAL CO 664 6,181 B66Z237 LOTTE HIMART CO LTD 679 6,320 2866857 LUNDIN MINING CORP 3,672 34,182 4800659 LUXOTTICA GROUP SPA 1,519 14,142 4061412 LVMH MOET HENNESSY LOUIS VUITTON SE 21,719 202,197 B1FRH89 M DIAS BRANCO SA 4,551 42,371 B80RZK1 MACQUARIE MEXICO REAL ESTATE

MANAGEMENT SA DE CV 753 7,006 6574101 MACRONIX INTERNATIONAL 3,140 29,228

122



BYQJ9K1 MAEIL DAIRIES CO LTD $256 $2,383 6326669 MAEIL HOLDINGS CO LTD 84 783 B4975P9 MAGAZINE LUIZA SA 1,491 13,883 2554475 MAGNA INTERNATIONAL INC 2,954 27,504 6100186 MAHINDRA & MAHINDRA LTD 14,360 133,681 6555708 MAKINO MILLING MACHINE CO LTD 831 7,734 6556325 MALAYAN BANKING BHD 13,370 124,470 6556693 MALAYSIAN PACIFIC INDUSTRIES 874 8,133 6121530 MANGALORE REFINERY & PETROCHEMICALS LTD 2,654 24,707 2492519 MANULIFE FINANCIAL 2,137 19,890 6633712 MARUTI SUZUKI INDIA LTD 4,798 44,664 B1TJG95 MAX FINANCIAL SERVICES LTD 1,674 15,580 B0DJ8V0 MCS STEEL PCL 294 2,736 6782090 MEDIPAL HOLDINGS CORP 2,281 21,239 B3L2NF1 MEDY-TOX INC 5,555 51,716 B4XF9J1 MEG ENERGY CORP 2,633 24,508 B292SM8 MEGACABLE HOLDINGS 633 5,893 6576356 MEITEC CORP 4,271 39,758 585464100 MELCO RESORTS & ENTERTAINMENT LTD 2,626 24,447 5738298 MELIA HOTELS INTERNATIONAL SA 4,160 38,723 BWXSFZ4 MEP INFRASTRUCTURE DEVELOPERS LTD 823 7,660 58733R102 MERCADOLIBRE INC 12,448 115,883 4741844 MERCK KGAA 8,853 82,416 BNGNB77 MERLIN PROPERTIES SOCIMI SA 1,842 17,147 2654416 METHANEX CORP 3,954 36,807 BQY7BX8 MICRO FOCUS INTERNATIONAL PLC 2,092 19,474 6642406 MINEBEA MITSUMI INC 2,838 26,418 B01KDF4 MIRABELA NICKEL LTD 330 3,072 BYW7G64 MIRAE ASSET LIFE INSURANCE CO 861 8,018 6161978 MIRVAC GROUP 2,297 21,384 6595179 MISUMI GROUP INC 3,804 35,415 BDRZRW9 MITAC HOLDINGS CORP 3,596 33,474 6596785 MITSUBISHI CORP 3,642 33,909 6597045 MITSUBISHI ELECTRIC CORP 2,243 20,881 6597067 MITSUBISHI HEAVY INDUSTRIES LTD 1,688 15,718 6335171 MITSUBISHI UFJ FINANCIAL GROUP INC 10,091 93,941 6597302 MITSUI & CO LTD 1,648 15,338 6597777 MIURA CO LTD 2,190 20,386 6916703 MIZRAHI TEFAHOT BANK LTD 628 5,842 5720273 MLP AG 1,070 9,958

123



B4PXV75 MMI HOLDINGS LTD/SOUTH AFRICA $115 $1,070 B41LJ57 MONDI LTD 2,639 24,565 5996234 MOTOR OIL HELLAS CORINTH REFINERIES SA 4,867 45,312 BYXW419 MR PRICE GROUP LTD 2,902 27,020 B09DHL9 MTU AERO ENGINES AG 4,505 41,937 6610403 MURATA MANUFACTURING CO LTD 2,550 23,737 B0N3K50 MURRAY & ROBERTS HOLDINGS LTD 799 7,440 6619905 NACHI-FUJIKOSHI CORP 1,832 17,052 6621201 NAMYANG DAIRY PRODUCTS CO LTD 485 4,518 6622691 NASPERS LTD 43,920 408,870 6139447 NATIONAL ALUMINIUM CO LTD 703 6,542 6624608 NATIONAL AUSTRALIA BANK LTD 4,659 43,370 6388379 NATIONAL CENTRAL COOLING CO PJSC 183 1,703 BGP6479 NATIONAL STORAGE 1,795 16,713 6560393 NAVER CORP 23,338 217,262 B01QGK8 NCC GROUP PLC 1,523 14,176 6264189 NCSOFT CORP 10,221 95,151 7123870 NESTLE SA 47,532 442,495 BF2S426 NETMARBLE GAMES CORP 5,451 50,743 BD2BMF0 NETS A/S COMMON 2,233 20,784 6634522 NEW ZEALAND REFINING CO LTD/THE 1,723 16,042 B63QM77 NEXON CO LTD 2,562 23,848 6619648 NHK SPRING CO LTD 2,007 18,681 6640682 NIDEC CORP 2,020 18,807 6639970 NIHON KOHDEN CORP 4,882 45,451 6640529 NIHON PARKERIZING CO LTD 3,024 28,150 6639550 NINTENDO CO LTD 4,147 38,604 6641373 NIPPON TELEGRAPH & TELEPHONE CORP 2,994 27,875 6644060 NIPPON TELEVISION HOLDINGS 2,270 21,135 6643562 NIPPON THOMPSON CO LTD 684 6,370 6641986 NISSHA PRINTING CO LTD 1,570 14,619 B07G378 NOKIAN RENKAAT OYJ 8,689 80,889 BZ3FZR8 NORTH WEST CO INC 2,141 19,933 7103065 NOVARTIS AG 50,080 466,217 BHC8X90 NOVO NORDISK A/S 11,393 106,059 6129277 NTT DOCOMO INC 7,774 72,374 6335331 NUFARM LTD/AUSTRALIA 1,232 11,465 N6596X109 NXP SEMICONDUCTORS NV 2,853 26,563 6136749 OBIC CO LTD 6,468 60,209 4612757 OC OERLIKON CORP AG 1,376 12,807

124



B3NWLD3 OHL MEXICO SAB DE CV $866 $8,061 6658050 OKINAWA ELECTRIC POWER CO INC/THE 2,083 19,388 B607KN5 OLDTOWN BHD C 532 4,953 6658801 OLYMPUS CORP 1,960 18,245 6659428 OMRON CORP 9,867 91,857 B2NWJQ5 ONMOBILE GLOBAL LTD 148 1,380 6660107 ONO PHARMACEUTICAL CO LTD 6,105 56,834 6660914 OPTEX GROUP CO LTD 1,558 14,507 B1S9HM6 ORGANIZACION SORIANA SAB DE 564 5,251 6458001 ORICA LTD 3,953 36,797 6527774 ORIX JREIT INC 1,753 16,322 BH4TCW7 ORORA LTD 1,743 16,227 B923935 OSRAM LICHT AG 3,039 28,288 0665045 OXFORD INSTRUMENTS PLC 1,011 9,412 6362351 PADAENG INDUSTRY PCL 100 934 6093167 PADINI HOLDINGS BHD 1,937 18,033 B61BG94 PALTAC CORPORATION 1,696 15,790 6202996 PAN JIT INTERNATIONAL INC 290 2,697 B0KJTG5 PANALPINA WELTTRANSPORT HOLDING AG 2,010 18,708 B119QG0 PARTNERS GROUP HOLDING AG 2,198 20,466 B4PLX17 PEGATRON CORP 7,861 73,179 B18V863 PENNON GROUP PLC 886 8,251 4682329 PERNOD RICARD SA 17,636 164,186 0682538 PERSIMMON PLC 2,078 19,347 2616580 PETROLEO BRASILEIRO SA 11,691 108,835 71654V408 PETROLEO BRASILEIRO SA ADR USD 2,392 22,272 6321590 PETRON MALAYSIA REFINING & MARKETING BHD 1,268 11,805 5499238 PFEIFFER VACUUM TECHNOLOGY AG 2,330 21,695 B7S9G98 PLAYTECH PLC 1,966 18,304 B5N4QN8 POLA ORBIS HOLDINGS INC 2,765 25,743 B0L9113 POLSKIE GORNICTWO NAFTOWE 6,633 61,750 6695110 POLYPLEX CORP LTD 240 2,233 B04QXP9 POLYPLEX THAILAND PCL 423 3,937 2185433 PORTOBELLO SA 140 1,302 6693233 POSCO 12,444 115,845 693483109 POSCO ADR USD 9,770 90,949 6704986 PRESIDENT CHAIN STORE CORP 4,376 40,739 BN56JP1 PROLOGIS PROPERTY MEXICO SA DE C 3,649 33,966 B8CLHY9 PROSEGUR CIA DE SEGURIDAD SA 2,772 25,806 BCZM1B2 PROSIEBENSAT.1 MEDIA SE 4,778 44,484

125

IINTERNATIONAL EQUITY FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017


0709954 PRUDENTIAL PLC $7,211 $67,127 B1W4V69 PRYSMIAN SPA 1,972 18,355 6169853 PSK INC 410 3,816 B012877 PSP SWISS PROPERTY AG 1,249 11,629 B1359L2 PTT EXPLORATION & PRODUCTION 2,140 19,925 6420408 PTT PCL NVDR THB 10 2,568 23,911 B012W42 PUBLIC BANK BHD 9,280 86,388 7268298 PUBLIC POWER CORP SA 1,199 11,167 B19Z143 PZ CUSSONS PLC 916 8,525 BYXS699 QIAGEN NV 2,055 19,134 6054465 QISDA CORP 641 5,971 B4LHBQ0 QUALICORP SA 5,630 52,412 2715777 QUEBECOR INC 2,413 22,462 BD3CFT7 RAFFLES MEDICAL GROUP LTD 3,653 34,004 B7FQV64 RAIA DROGASIL SA 4,448 41,411 B0JJVB5 RAJESH EXPORTS LTD 1,861 17,329 6229597 RAKUTEN INC 1,738 16,178 B3CR162 RAMI LEVY CHAIN STORES HASHIKMA 1,484 13,814 5457173 RAMIRENT OYJ 3,871 36,035 B01C3S3 RANDGOLD RESOURCES LTD 1,390 12,938 5228658 RANDSTAD HOLDING NV 9,767 90,927 6157869 RANE HOLDINGS LTD 178 1,661 BSHYZ49 RASSINI SAB DE CV 262 2,440 6051422 REALTEK SEMICONDUCTOR CORP 831 7,733 B24CGK7 RECKITT BENCKISER GROUP PLC 17,665 164,455 0728238 REDROW PLC 1,875 17,458 6099626 RELIANCE INDUSTRIES LTD 29,630 275,836 4148810 RELX NV 8,299 77,263 4741714 REMY COINTREAU SA 2,072 19,292 0799524 RENEWI PLC 3,849 35,833 6728726 REUNERT LTD 641 5,969 B1VP0K0 REXEL SA 6,766 62,986 6738220 RICOH CO LTD 3,130 29,141 6729116 RICOH LEASING CO LTD 484 4,509 B2987V8 RIGHTMOVE PLC 1,274 11,860 0718875 RIO TINTO PLC 10,764 100,208 7110388 ROCHE HOLDING AG 20,584 191,624 BYXYLJ2 ROLLS-ROYCE 51 476 B63H849 ROLLS-ROYCE HOLDINGS PLC 5,774 53,751 B03MM40 ROYAL DUTCH SHELL PLC 22,678 211,117

126



B03MLX2 ROYAL DUTCH SHELL PLC $804 $7,487 BKKMKR2 RSA INSURANCE 1,445 13,449 B2Q7WL3 RURAL ELECTRIFICATION CORP LTD 6,229 57,988 6223328 S&T HOLDINGS CO LTD 118 1,096 6893691 SAC'S BAR HOLDINGS INC 1,196 11,135 B2352K9 SAF-HOLLAND SA 3,424 31,877 B058TZ6 SAFRAN SA 5,109 47,563 6145938 SAM YUNG TRADING CO LTD 1,307 12,165 6220772 SAMCHULY BICYCLE CO LTD 984 9,163 6771720 SAMSUNG ELECTRONICS CO LTD 100,935 939,657 796050888 SAMSUNG ELECTRONICS CO LTD GDR USD 12,329 114,778 6155250 SAMSUNG FIRE & MARINE INSURANCE 9,615 89,512 6771645 SAMSUNG SDI CO LTD 8,827 82,176 B56DTZ5 SAN MIGUEL CORP 501 4,665 6280680 SAN-A CO LTD 1,650 15,362 B1VQ252 SANDVIK AB 2,260 21,035 BVRZ8S8 SANNE GROUP PLC 1,238 11,521 4846288 SAP SE 29,270 272,487 6777007 SAPPI LTD 9,351 87,055 BYZ2QP5 SARTORIUS STEDIM BIOTECH C 6,174 57,476 6777450 SASOL LTD 5,904 54,966 6777579 SATO HOLDINGS CORP 1,744 16,239 B156T57 SBM OFFSHORE NV 12,261 114,144 4834108 SCHNEIDER ELECTRIC SE 23,010 214,214 7571305 SCHOELLER-BLECKMANN OILFIELD EQUIPMENT AG 439 4,085 B1LB9P6 SCOR SE 1,395 12,990 6858474 SCSK CORP 1,732 16,120 0937636 SDL PLC 713 6,638 B679Q36 SEEGENE INC 5,162 48,053 B5ZN1N8 SEGRO PLC REIT 1,997 18,595 6178633 SEJONG INDUSTRIAL CO LTD 102 949 B13C2G9 SELCUK ECZA DEPOSU TICARET 396 3,683 B08X163 SEMBCORP INDUSTRIES LTD 10,269 95,595 0795823 SENIOR PLC 1,738 16,177 6795203 SENKO GROUP HOLDINGS 965 8,984 B0MRY40 SEOBU T&D 1,877 17,472 BNGMV52 SEOYON E-HWA CO LTD 189 1,763 B00ZQQ2 SES SA RECEIPT 9,081 84,542 B0FS5D6 SEVEN & I HOLDINGS CO LTD 5,201 48,417 6804347 SHIKOKU ELECTRIC POWER CO INC 2,166 20,161 6804585 SHIN-ETSU CHEMICAL CO LTD 17,990 167,480

127



B05MTR0 SHIP HEALTHCARE HOLDINGS INC $2,245 $20,899 6609906 SIAM CEMENT 1,432 13,330 6609928 SIAM CEMENT 1,905 17,734 5727973 SIEMENS AG 6,918 64,406 4808084 SIKA AG 2,294 21,357 BYXZWS1 SIMMTECH CO LTD 332 3,094 6807658 SINGAMAS CONTAINER HOLDINGS LTD 1,413 13,151 6811734 SINGAPORE AIRLINES LTD 2,097 19,523 B02PY22 SINGAPORE TELECOMMUNICATIONS LTD 8,077 75,189 B3Y50F6 SJVN LTD 311 2,893 6450267 SK HYNIX INC 39,022 363,276 B232R05 SK INNOVATION CO LTD 7,248 67,478 6818843 SM PRIME HOLDINGS INC 4,331 40,324 6856995 SMARTONE TELECOMMUNICATIONS HOLDINGS LTD 1,596 14,857 6763965 SMC CORP/JAPAN 1,817 16,918 0922320 SMITH & NEPHEW PLC 2,799 26,060 B1WY233 SMITHS GROUP PLC 5,210 48,503 B1RR828 SMURFIT KAPPA GROUP PLC 457 4,256 B1RR840 SMURFIT KAPPA GROUP PLC 4,353 40,527 7251470 SNAM SPA 4,507 41,958 6343691 SOFT-WORLD INTERNATIONAL CORP 532 4,956 B05PW14 SOMBOON ADVANCE TECHNOLOGY 109 1,014 6821506 SONY CORP 3,473 32,333 B249SN5 SONY FINANCIAL HOLDINGS INC 2,520 23,455 6349967 SOUTH INDIAN BANK LTD 693 6,448 B40JTQ3 SPAREBANK 1 SR-BANK ASA 2,194 20,422 B0T9JZ5 SPARK INFRASTRUCTURE GROUP STAPLED 3,800 35,379 BF5DCG8 SPARTAN ENERGY CORP 1,103 10,266 0330860 SPECTRIS PLC 6,167 57,415 0790873 SSE PLC 4,414 41,089 0766937 ST JAMES'S PLACE PLC 1,340 12,475 B030GJ7 STANDARD BANK GROUP LTD 12,546 116,799 BD4DCB0 STAR PETROLEUM REFINING PCL 3,982 37,070 856552203 STATE BANK OF INDIA 1,375 12,800 BSQCB24 STATE BANK OF INDIA 5,655 52,650 6356406 SUBARU CORP 2,248 20,928 B0M0C89 SUMCO CORP 3,368 31,350 B3NB1P2 SUNCOR ENERGY INC 15,289 142,333 6817895 SUNDRUG CO LTD 4,131 38,455 2817510 SUNOPTA INC 2,384 22,194 6141925 SUNREX TECHNOLOGY CORP 523 4,870

128



B01C7R0 SUPER RETAIL GROUP LTD $652 $6,071 6864329 SURUGA BANK LTD 2,795 26,023 6165099 SURYA ROSHNI LTD 563 5,246 6865560 SUZUKEN CO LTD/AICHI JAPAN 1,943 18,089 7184725 SWATCH GROUP AG/THE 19,490 181,439 B70DWB2 SYDNEY AIRPORT STAPLED 1,345 12,517 B5B9KV1 TAHOE RESOURCES INC 1,438 13,383 6660204 TAIHEIYO CEMENT CORP 2,282 21,246 2113382 TAIWAN SEMICONDUCTOR MANUFACTURING 317 2,951 874039100 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 14,003 130,363 6889106 TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 80,295 747,505 6740140 TAIWAN SURFACE MOUNTING TECHNOLOGY CORP 150 1,397 B3DG931 TARSUS GROUP PLC 1,203 11,203 B01NPJ1 TATA CONSULTANCY SERVICES LTD 17,371 161,713 B611LV1 TATA MOTORS LTD 8,647 80,503 7110902 TECAN GROUP AG 4,598 42,809 B4MMD80 TECHNICOLOR SA 716 6,663 B0190C7 TECHTRONIC INDUSTRIES CO LTD 6,493 60,447 B16FTB9 TECNICAS REUNIDAS SA 194 1,810 0104861 TED BAKER PLC 1,485 13,824 B29D241 TEKFEN HOLDING AS 274 2,553 B0S6009 TELECOM EGYPT CO 345 3,210 715684106 TELEKOMUNIKASI INDONESIA PERSERO TBK PT 16,676 155,247 B0LKSK4 TELENET GROUP HOLDING NV 5,553 51,694 5999330 TELEPERFORMANCE 664 6,186 B87ZDH1 TELEVISION BROADCASTS LTD 2,889 26,892 5997118 TELEVISION FRANCAISE 1 2,014 18,753 6904612 TENAGA NASIONAL BHD 11,942 111,170 880890108 TERNIUM SA 7,183 66,873 6885074 TERUMO CORP 14,195 132,144 0884709 TESCO PLC 12,574 117,061 881624209 TEVA PHARMACEUTICAL INDUSTRIES LTD 5,744 53,477 B15SLC4 TGS NOPEC GEOPHYSICAL CO 8,186 76,204 6364971 THAI AIRWAYS INTERNATIONAL PCL 1,233 11,482 B030K62 THAI OIL PCL 726 6,759 B0305J0 THAI OIL PCL 3,033 28,233 6397698 THAI VEGETABLE OIL PCL 1,045 9,726 BYMFLV8 THAI WAH PCL 663 6,175 6869131 THK CO LTD 12 111 B0J4PP2 TIGER BRANDS LTD 6,128 57,052 6312754 TINPLATE CO OF INDIA LTD 203 1,890

129



B3KFW76 TISCO FINANCIAL GROUP PCL $995 $9,264 6513126 TOKIO MARINE HOLDINGS INC 5,626 52,373 6895675 TOKYO ELECTRON LTD 3,680 34,257 6894898 TOKYO OHKA KOGYO CO LTD 3,549 33,043 6895426 TOKYO TATEMONO CO LTD 2,825 26,303 891160509 TORONTO-DOMINION BANK 338 3,149 2897222 TORONTO-DOMINION BANK/THE 2,520 23,463 B4WW142 TORUNLAR GAYRIMENKUL YATIRIM

ORTAKLIGI AS REIT TRY 632 5,887 6897295 TOSHIBA PLANT SYSTEMS & SERVICES CORP 1,548 14,415 B15C557 TOTAL SA 28,745 267,602 6900643 TOYOTA MOTOR CORP 10,717 99,771 B2QKZ46 TRAKCJA PRKIL S.A. 227 2,114 B03MY66 TRAKYA CAM SANAYII AS 515 4,793 2665184 TRANSCANADA 6,146 57,214 89353D107 TRANSCANADA CORP 120 1,117 B1G8KX7 TRANSMISSORA ALIANCA DE ENERGIA ELETRICA 751 6,990 6200882 TRANSURBAN GROUP STAPLED 2,191 20,394 0773960 TRAVIS PERKINS PLC 14,646 136,347 B61JC67 TREASURY WINE ESTATES LTD 2,173 20,229 6906072 TSANN KUEN ENTERPRISE CO LTD 130 1,211 B00CSV2 TSUKUI CORP 1,878 17,480 6397870 TTY BIOPHARM CO LTD 4,444 41,372 6907310 TUNG HO STEEL ENTERPRISE CORP 471 4,382 B03MYP5 TURKIYE GARANTI BANKASI AS 13,948 129,844 B1WTMP0 TURKIYE HALK BANKASI AS 7,057 65,701 B03MYS8 TURKIYE IS BANKASI 11,112 103,449 B03MXR0 TURKIYE SISE VE CAM FABRIKALARI AS 737 6,864 B0N6YC4 TURKIYE VAKIFLAR BANKASI TAO 9,169 85,360 6312679 TVS SRICHAKRA LTD 280 2,609 B3L8YJ0 UBIQUOSS HOLDINGS INC 53 491 BD9WR06 UBM PLC 2,067 19,239 BRJL176 UBS GROUP AG 22,084 205,591 5596991 UCB SA 13,307 123,885 6382564 UIL CO LTD 192 1,791 6718073 UJU ELECTRONICS CO LTD 307 2,854 B01GZF6 ULTRATECH CEMENT LTD 5,689 52,964 7076242 UNIBAIL-RODAMCO 2,035 18,943 B1YY4B3 UNIBAIL-RODAMCO SE 1,460 13,595 BH4H4H0 UNICAJA BANCO SA 1,378 12,828 BYMXPS7 UNICREDIT SPA 9,051 84,264

130



B10RZP7 UNILEVER PLC $23,536 $219,105 5297294 UNIPETROL AS 491 4,575 B05MGY6 UNISEM M BHD 4,095 38,125 4354134 UNITED INTERNET AG 2,914 27,129 910873405 UNITED MICROELECTRONICS CORP 804 7,489 6916781 UNITED OVERSEAS BANK LTD 20,503 190,869 6715450 UNIVENTURES PCL 858 7,988 6918981 USHIO INC 5,368 49,972 91912E105 VALE SA 3,948 36,755 5716302 VAN LANSCHOT KEMPEN NV 1,837 17,105 BGSHPP4 VIA VAREJO SA 1,644 15,303 6701686 VIJAYA BANK 678 6,310 BQ8P064 VIRGIN MONEY HOLDINGS UK PLC 659 6,137 2931324 VITRO SAB DE CV 457 4,257 4943402 VOESTALPINE AG 735 6,846 7123104 VONTOBEL HOLDING AG 2,554 23,773 BW1YVH8 WAL-MART DE MEXICO SAB DE CV C 11,086 103,202 B9T999050 WALTER SCOTT MILBURN FUND 724,560 6,745,277 0946580 WEIR GROUP PLC 9,669 90,018 2030425 WESTERN ENERGY SERVICES CORP 630 5,869 BMMVVX4 WESTFIELD CORP 1,274 11,857 6291790 WHIRLPOOL OF INDIA LTD 723 6,733 5699373 WIENERBERGER AG 2,932 27,293 6662404 WILSON BAYLY HOLMES-OVCON LTD 1,989 18,520 6966515 WINBOND ELECTRONICS CORP 1,833 17,060 6972385 WING TAI HOLDINGS 1,121 10,436 6672481 WISTRON CORP 11,336 105,535 BF13KV3 WIZ SOLUCOES E CORRETAGEM DE SEGUROS SA 629 5,857 5671519 WOLTERS KLUWER NV 2,595 24,159 6981239 WOOLWORTHS LTD 6,638 61,798 BYYK2V8 WORLDPAY GROUP PLC 2,861 26,637 B8KF9B4 WPP PLC 18,142 168,891 B03MZJ6 YAPI VE KREDI BANKASI AS 495 4,606 7751259 YARA INTERNATIONAL ASA 14,040 130,707 6214162 YEARIMDANG PUBLISHING CO LTD 783 7,293 B4YC9W4 YOOX NET-A-PORTER GROUP SPA 1,681 15,646 BCZVPY0 Z ENERGY LTD 2,228 20,738 B89W5H4 ZESPOL ELEKTROWNI PATNOW ADAMOW KONIN SA 122 1,137 6989976 ZUKEN INC 1,835 17,083 B13WZ26 ZUMTOBEL GROUP 1,484 13,819 5983816 ZURICH INSURANCE GROUP AG 17,729 165,049

131


MARKET VALUE CUSIP # PREFERRED STOCKS - INTERNATIONAL QPP TDA

B23DMP8 BANCO ABC BRASIL SA $417 $3,880 B00FM53 BANCO BRADESCO SA 9,007 83,846 B23F8S9 BANCO DO ESTADO DO RIO GRANDE DO SUL SA 5,688 52,950 2308445 CENTRAIS ELETRICAS BRASILEIRAS SA 1,845 17,180 2039110 CIA DE GAS DE SAO PAULO - COMGAS 509 4,738 2762085 CIA DE SANEAMENTO DO PARANA 363 3,380 B07C6Z5 CIA FERRO LIGAS DA BAHIA - FERBASA 439 4,087 2200154 CIA PARANAENSE DE ENERGIA 795 7,403 4354350 FUCHS PETROLUB SE 3,126 29,099 5545670 JUNGHEINRICH AG 5,070 47,197 2648862 METALURGICA GERDAU SA 1,470 13,682 6773812 SAMSUNG ELECTRONICS CO LTD 17,454 162,484 B3ZCNF7 TELEFONICA BRASIL SA 1,120 10,428 2257127 VALE SA 4,679 43,559 5497168 VOLKSWAGEN AG 4,555 42,407


QPP TDA

Market Value % of Total Market Value % of Total TOTAL COMMON STOCKS - INTERNATIONAL $12,379,146 98.78% $115,243,413 98.78%TOTAL PREFERRED STOCKS - INTERNATIONAL 56,536 0.45% 526,319 0.45%OTHER INVESTMENTS Cash, Short-Term Investments, and Accrued Income 96,087 0.77% 894,524 0.77% TOTAL INVESTMENTS* $12,531,769 100.00% $116,664,256 100.00%

*For comparison to the Statement of Fiduciary Net Position in the FY 2016/2017 Comprehensive Annual Financial Report, please note thefollowing: The Investment Portfolios listing includes $43,414 QPP and $404,162 TDA net receivables as of 6/30/17.


Inflation Protection Fund

133

135

INFLATION PROTECTION FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017

MARKET VALUE CUSIP # COMMON STOCKS QPP TDA

315912832 FIDELITY ADVISOR STRATEGIC REAL RETURN FD $4,760,758 $49,087,637


QPP TDA

Market Value % of Total Market Value % of Total TOTAL COMMON STOCKS - DOMESTIC $4,760,758 99.51% $49,087,637 99.51%OTHER INVESTMENTS Cash, Short-Term Investments, and Accrued Income 23,308 0.49% 240,325 0.49% TOTAL INVESTMENTS $4,784,066 100.00% $49,327,962 100.00%

*For comparison to the Statement of Fiduciary Net Position in the FY 2016/2017 Comprehensive Annual Financial Report, please note thefollowing: The Investment Portfolios listing includes $15 QPP and $150 TDA net receivables as of 6/30/17.

137


Socially ResponsiveEquity Fund

139

SOCIALLY RESPONSIVE EQUITY FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017

MARKET VALUE CUSIP # COMMON STOCKS QPP TDA

88579Y101 3M CO $266,949 $3,359,305 00751Y106 ADVANCE AUTO PARTS INC 219,068 2,756,775 02079K305 ALPHABET INC COMMON STOCK 333,845 4,201,134 025816109 AMERICAN EXPRESS CO 313,603 3,946,413 03073E105 AMERISOURCEBERGEN CORP 430,504 5,417,500 075887109 BECTON DICKINSON AND CO 369,132 4,645,195 171798101 CIMAREX ENERGY CO 88,570 1,114,570 192446102 COGNIZANT TECHNOLOGY SOLUTIONS CORP 339,310 4,269,912 20030N101 COMCAST CORP 431,816 5,434,012 235851102 DANAHER CORP 347,951 4,378,648 G27823106 DELPHI AUTOMOTIVE PLC 379,608 4,777,017 278642103 EBAY INC 373,871 4,704,824 26884L109 EQT CORP 300,699 3,784,020 30040W108 EVERSOURCE ENERGY 181,740 2,287,032 375916103 GILDAN ACTIVEWEAR INC 180,737 2,274,406 45866F104 INTERCONTINENTALEXCHANGE INC 391,761 4,929,960 461202103 INTUIT INC 362,468 4,561,330 445658107 JB HUNT TRANSPORT SERVICES INC 215,573 2,712,790 46625H100 JPMORGAN CHASE & CO 301,253 3,790,999 501044101 KROGER CO/THE 279,584 3,518,311 56418H100 MANPOWERGROUP INC 191,137 2,405,284 57636Q104 MASTERCARD INC 255,987 3,221,369 G5960L103 MEDTRONIC PLC 302,992 3,812,878 620076307 MOTOROLA SOLUTIONS INC 209,429 2,635,470 64115T104 NETSCOUT SYSTEMS INC 190,502 2,397,293 651229106 NEWELL BRANDS INC 484,992 6,103,190 655044105 NOBLE ENERGY INC 259,665 3,267,647 74051N102 PREMIER INC 205,014 2,579,910 743315103 PROGRESSIVE CORP/THE 574,640 7,231,318 783513203 RYANAIR HOLDINGS PLC ADR 330,940 4,164,575 806857108 SCHLUMBERGER LTD 247,645 3,116,384 882508104 TEXAS INSTRUMENTS INC 550,195 6,923,708 904784709 UNILEVER NV NY REG SHRS USD 420,222 5,288,118 902973304 US BANCORP 315,818 3,974,280 962166104 WEYERHAEUSER CO REIT 282,247 3,551,828 384802104 WW GRAINGER INC 347,063 4,367,478

140

SOCIALLY RESPONSIVE EQUITY FUNDTOTAL INVESTMENTS AS OF JUNE 30, 2017


B798FW0 NOVOZYMES A/S $298,422 $3,755,376 7110388 ROCHE HOLDING AG 260,986 3,284,268


QPP TDA

Market Value % of Total Market Value % of Total TOTAL COMMON STOCKS - DOMESTIC $11,276,530 92.81% $141,904,886 92.81%TOTAL COMMON STOCKS - INTERNATIONAL 559,408 4.60% 7,039,644 4.60%OTHER INVESTMENTS Cash, Short-Term Investments, and Accrued Income 315,181 2.59% 3,966,269 2.59% TOTAL INVESTMENTS* $12,151,119 100.00% $152,910,799 100.00%

*For comparison to the Statement of Fiduciary Net Position in the FY 2016/2017 Comprehensive Annual Financial Report, please note thefollowing: The Investment Portfolios listing includes $346,615 QPP and $4,361,841 TDA net payables as of 6/30/17.

Summary of

Investment Managers

141

143

SUMMARY OF INVESTMENT MANAGERS

PENSION FUND INVESTMENT MANAGERS

Domestic EquityAttucks Asset Management LLCBrown Capital Management, LLCCapital Prospects, LLCFIS Group, Inc.Legato Capital Management, LLCProgress Investment Management Company, LLCState Street Global Advisors Trust CompanyWalden Asset Management (ENVRN)BlackRock Institutional Trust Company, N.A.

Fixed Income - TIPSBlackRock Financial Management, Inc.State Street Global Advisors Trust Company

Fixed Income Bank LoansBabson Capital Management, LLCCredit Suisse Asset Management., LLCGuggenheim Partners Investment Management LLCVoya Investment Management (ING)Wells Capital Management Incorporated

Fixed Income Convertible BondsAdvent Capital Management LLCF&C Management LimitedVictory Capital Management

Fixed Income Emerging ManagersProgress Investment Management Company, LLC

Fixed Income ETI InvestmentsAccess Capital Strategies, LLCAFL-CIO Housing Investment Trust

Fixed Income Global GIA Partners, LLCLM Capital Group, LLC

Fixed Income High YieldFort Washington Investment Advisors, Inc.Loomis, Sayles & Company, L.P.Neuberger Berman Investment Advisers LLCOaktree Capital Management, L.P.Penn Capital Management Company, Inc.Shenkman Capital Management, Inc.Stone Harbor Investment Partners LPT. Rowe Price Associates, Inc.

Fixed Income Structured ProgramAmundi Smith Breeden LLC



144

Barrow, Hanley, Mewhinney & Strauss, LLCBlackRock Financial Management, Inc.Goldman Sachs Asset Management, LPNeuberger Berman Investment Advisers LLCPrudential Investment CorporationState Street Global Advisors Trust CompanyT. Rowe Price Associates, Inc.Taplin, Canida & Habacht, LLCWellington Management Company LLP

InfrastructureActis Energy IVBrookfield Infrastructure Fund IIBrookfield Infrastructure Fund IIIEQT Fund ManagementFirst Reserve Energy Infrastructure GP IIGlobal Infrastructure Management LLCIFM Global Infrastructure FundKKR & Co. L.P.

International EquitiesAcadian Asset Management, LLCBaillie Gifford Overseas Ltd.Bivium Capital Partners, LLCCauseway Capital Management LLCDimensional Fund AdvisorsFidelity Institutional Asset Management Trust Company (Formerly Pyramis Global Advisors Trust Company)FIS Group, Inc.Lazard Asset Management, LLCLeading Edge Investment Advisors, LLCParametrics Portfolio Associates, LLC Sprucegrove Investment Management, Ltd.State Street Global Advisors Trust CompanyWalter Scott & Partners LimitedBlackRock Institutional Trust Company, N.A.

Opportunistic Fixed IncomeAngelo Gordon Centre Street Partners Apollo Centre St Partnership LPAres Centre StreetAvenue Europe Special Situations Fund (Global)Avenue Special Situation Fund VAvenue Special Situation Fund VIBrightwood Capital Advisors III, LPBrightwood Capital Advisors IV, LPContrarian Partnership LP

145



Fortress Partners LPGolden Tree Asset Management, LPLone Star Fund VIIIMarathon Centre Street PartnersOak Hill Centre Street PartnersOaktree Capital Management, L.P.Torchlight Debt Opportunity Fund III (fka ING Clarion DB OPP FD III)

Private EquityAcon Equity Partners III, L.P.Aisling Capital III, L.P.Aisling Capital Partners II, L.P.Altaris Health Partners III, L.P.American Securities LLCAmerican Securities Partners VI, L.P.Ampersand 2006, L.P.Ampersand 2011, L.P.Apax Partners IX LLPApollo Investment Fund V, L.P.Apollo Investment Fund VI, L.P.Apollo Investment Fund VII, L.P.Apollo Investment Fund VIII, L.P.Ardian - ASF VIIArdian Secondary VIArdian VI Co-InvestAres Corporate Opportunities Fund I, L.P.Ares Corporate Opportunities Fund II, L.P.Ares Corporate Opportunities Fund III, L.P.Ares Corporate Opportunities Fund IV, L.P.Ares Management Fund V LLCArsenal Capital Partners II, L.P.Aurora Equity Partners III, L.P.Avista Capital Partners II, L.P.Avista Capital Partners, L.P.AXA Secondary Fund V B L.P.BC European Capital IX, L.P.BC Partners X - SCBDCM Opportunity Fund II, L.P.Blackstone Capital Partners IV L.P.Blackstone Capital Partners V, L.P.Blackstone Capital Partners VI, L.P.Blackstone Mezzanine Partners II, L.P.Blue Wolf Capital Fund II, L.P.Bridgepoint Advisers Limited - Europe IIIBridgepoint Advisers Limited - Europe IV



146

Bridgepoint Advisers Limited - Europe VBridgepoint Advisers Limited - Europe V SCCapital Partners Private Equity Income Fund II, L.P.Carlyle Partners V, L.P.Carlyle Partners VI, L.P.Carpenter Community BancFund-A, L.P.Catterton Partners VI, L.P.CCMP Capital Investors II, L.P.Centerbridge Cap IIICo-Investment Partners Europe, L.P.Coller International Partnership IV, L.P.Constellation Venture Capital III, L.P.Craton Equity Investors I, L.P.Crestview Partners IIICrestview Partners III SCCS TRSCNY Emerging Manager Co-Investment Fund, L.P.CS TRSCNY Emerging Manager Fund, L.P.CVC Capital Partners VI, L.P.EQT VI, L.P.Fairview Ventures Fund III, L.P.FdG Capital Partners, L.P.First Reserve Fund XI, L.P.First Reserve Fund XII, L.P.FS Equity Partners V, L.P.FTV Capital IVFTV Capital VFTVentures III, L.P.GF Capital Private Equity Fund, L.P.GI Partners Fund II, L.P.GI Partners Fund III L.P.Green Equity Investors VI, L.P.Green Equity Investors VII, L.P.Grey Mountain Partners Fund III, L.P.GSC Recovery III, L.P.GSO Capital Opportunities Fund, L.P.Halyard Capital Fund II, L.P.ICV Partners III, L.P.Incline Equity Partners III, L.P.InterMedia Partners VII, L.P.J.P. Morgan Tranche BJP Morgan Fleming (Tranche A), L.P.Landmark Equity Partners Fund XIII, L.P.Landmark Equity Partners XI, L.P.Landmark Equity Partners XIV, L.P.Landmark Equity Partners XV, L.P.

147



Landmark Partners Fund ILeeds Equity Partners V, L.P.Levine Leichtman Capital Partners IV, L.P.Lexington Capital VIII, L.PLincolnshire Equity Fund III, L.P.Lincolnshire Equity Fund IV, L.P.MidOcean Partners III, L.P.Mill City Capital IIMontreux Equity Partners IV, L.P.Nautic Partners VI, L.P.New Mainstream Capital IINew Mountain Partners I, L.P.New Mountain Partners II, L.P.New Mountain Partners III, L.P.New York/Fairview Emerging Managers (Tranche A), L.P.NGN BioMed Opportunity II, L.P.Olympus Growth Fund VI, L.P.Onex Partners III, L.P.Paladin Homeland Securities Fund, L.P.Paladin Homeland Securities III, L.PPalladium Equity Partners III, L.P.Patriot Financial Partners II LPPCG Clean Energy & Technology Fund East, L.P.Pegasus Partners IV, L.P.Pegasus Partners V, L.P.Pine Brook Capital Partners, L.P.Platinum Equity Capital Partners III, L.P.Platinum Equity Capital Partners IV, L.P.Psilos Group Partners III, L.P.Quadrangle Capital Partners II, L.P.Quaker BioVentures II, L.P.Riverstone/Carlyle Global Energy & Power Fund IVRLJ Equity Partners Fund I, L.P.RRE Ventures III, L.P.RRE Ventures IV, L.P.SCP Private Equity Partners II, L.P.SCP Vitalife Partners II, L.P.Siris Capital Group III, LLCSnow Phipps Group, L.P.Solera Partners, L.P.StarVest Partners II, L.P.Stellex Capital Management LPTerra Firma Capital Partners III, L.P.The Carlyle GroupThe Raine Group II, LLC



148

Thomas McNerney & Partners, L.P.Thomas, McNerney & Partners II, L.P.Trident V, L.P.Trilantic Capital Partners III (fka LBMB III), L.P.Trilantic Capital Partners IV L.P.Trilantic Capital Partners V (North America), L.P.U.S. Power Fund II, LPU.S. Power Fund III, LPValor Equity PartnersVista Equity Partners IV, L.P.Vista Equity Partners III Same AVSS Communications Partners IV, L.P.Warburg Pincus Private Equity XI, L.P.Webster Capital Management III, LLCWelsh Carson Anderson & Stowe XIIWelsh, Carson, Anderson & Stowe XI, L.P.Yucaipa American Alliance Fund I, L.P.Yucaipa American Alliance Fund II, L.P.Yucaipa Corporate Initiatives Fund II, L.P.The Fourth Cinven FundVista Equity Partners V, L.P.Vista Equity Partners VI, L.P.Vista Foundation Fd II, L.P.

Private Real EstateAlmanac Realty Securities VI, L.P.Almanac Realty Securities VIIAlmanac Realty Securities VII- SideCarAmerican Value Partners Fund I, L.P.Apollo Real Estate Investment Fund V, L.P.Artemis Real Estate PartnersBlackstone Real Estate Partners Europe III, L.P.Blackstone Real Estate Partners VI, L.P.Brookfield Property GroupBrookfield Strategic Real Estate Partners, L.P.Canyon-Johnson Urban Fund III, L.P.Carlyle Real Estate Fund V, L.P.Carlyle Realty Partners VI, L.P.Clarion Partners, LLCColony Realty Partners II, L.P.Divco Fund V Advisor, LLCDivcowest Fund IV REIT, LPDRA Advisors LLC - G&I Fund IXDRA Growth and Income Fund VIII, LLCEmmes Asset Mgmt Co (NYC Asset Investors #1 LLC)

149



Exeter Core Industrial Club Fund II, LPH/2 Special Opportunities Fund IIH/2 Special Opportunities Fund IIIH/2 Special Opportunities Fund IVHeitman America Real Estate Trust, L.P.Hudson Separate Account ( SANDY NYC Asset Investor #3 LLC )J.P. Morgan Special Situation Property FundJamestown Premier FundJPMCB Strategic Property FundKTR Industrial Fund III, L.P.LaSalle US Core Property Fund, L.P.Lone Star Fund VIIIMet Life Core PropertyMetropolitan Workforce Housing Fund, LLCPramerica VI LPPRISAPRISA IIPrologis Targeted U.S. Logistic Fund L.P.PW Real Estate Fund III LPRFM NYCRS Sandy LLC (NYC Asset Investors #2 LLC)RREEF America II, Inc.RREEF America III, Inc.Silverpeak Legacy Partners III, L.P.Stockbridge Real Estate Fund III, L.P.Taconic New York Investment Partners LPThe City Investment Fund, L.P.Thor Urban Property Fund IITristan European Property InvUBS Trumbull Property Fund, L.P.UrbanAmerica, L.P. IIUSAA Eagle Real Estate FundWestbrook RE Fund X CO-INVESTWestbrook Real Estate Co-Investment Partnership VIII, L.P.Avanth Aff Housing IICarlyle Realty Fund VII, L.P.

Real Estate Equity SecuritiesAdelante Capital Management LLCCenterSquare Investment Management, Inc.Cohen & Steers Capital Management, Inc.Morgan Stanley Investment Management, Inc.Security Capital Research & Management, Inc.

Structured ProgramBlackRock Financial Management, Inc.State Street Global Advisors Trust Company


DIVERSIFIED EQUITY FUND INVESTMENT MANAGERS

150

Acadian Asset Management LLCAdvent Capital Management, LLCAmalgamated Bank of New YorkAnalytic Investors, LLCAronson Johnson Ortiz, LPBaillie Gifford & CoBlackRock Institutional Trust CompanyCardinal Capital Management, L.L.C.Clearbridge Investments, LLCDiamond Hill Capital Management, Inc.First Pacific Advisors Crescent FundGMOINTECHJackson Square PartnersMellon Capital Management CorporationMFSNewSouth Capital Management, Inc.Pyramis Global AdvisorsShapiro Capital Management Company, Inc.Sound Shore Management, Inc.Sprucegrove Investment Management Ltd.Walter Scott & Partners Ltd.Wasatch Advisors, Inc.Wellington Management Company, L.L.P.Zazove Associates, L.L.C

BOND FUND INVESTMENT MANAGERS

NISA Investment Advisors, L.L.C.

INTERNATIONAL EQUITY FUND INVESTMENT MANAGERS

Acadian Asset Management LLCBaillie Gifford & CoBlackRock Institutional Trust CompanyMFSPyramis Global AdvisorsSprucegrove Investment Management Ltd.Walter Scott & Partners Ltd.Wellington Management Company, L.L.P.

151


INFLATION PROTECTION FUND INVESTMENT MANAGERS

Fidelity Investments Institutional Services Company, Inc.

SOCIALLY RESPONSIVE EQUITY FUND INVESTMENT MANAGERS

Neuberger Berman, LLC

Teachers’ Retirement System of the City of New York55 Water Street, New York, NY 10041www.trsnyc.org 1 (888) 8-NYC-TRS

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