Fixed Income Securities ReportSTATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 1 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 00115AAM1 3.650%AEP TRANSMISSION CO LLC 4/1/2050 0.00 5,000,000.00
FI 001192AK9 4.400%SOUTHERN CO GAS CAPITAL 6/1/2043 0.00 6,556,000.00
FI 001192AM5 3.250%SOUTHERN CO GAS CAPITAL 6/15/2026 0.00 2,000,000.00
FI 00206RBH4 4.300%AT&T INC 12/15/2042 0.00 532,000.00
FI 00206RBN1 2.625%AT&T INC 12/1/2022 0.00 10,000,000.00
FI 00206RCG5 4.800%AT&T INC 6/15/2044 0.00 5,000,000.00
FI 00206RCM2 3.000%AT&T INC 6/30/2022 0.00 7,000,000.00
FI 00206RCT7 4.125%AT&T INC 2/17/2026 0.00 3,077,000.00
FI 00206RDG4 6.375%AT&T INC 3/1/2041 0.00 5,000,000.00
FI 00206RDK5 4.550%AT&T INC 3/9/2049 0.00 11,878,000.00
FI 00206RFW7 4.900%AT&T INC 8/15/2037 0.00 7,599,000.00
FI 00206RGX4 6.550%AT&T INC 6/15/2034 0.00 13,500,000.00
FI 00206RJX1 2.300%AT&T INC 6/1/2027 0.00 5,000,000.00
FI 00206RKA9 3.650%AT&T INC 6/1/2051 0.00 8,000,000.00
FI 002824BE9 3.400%ABBOTT LABORATORIES 11/30/2023 0.00 9,069,000.00
FI 002824BG4 4.750%ABBOTT LABORATORIES 11/30/2036 0.00 7,565,000.00
FI 002824BP4 1.150%ABBOTT LABORATORIES 1/30/2028 0.00 3,000,000.00
FI 00287YAP4 3.200%ABBVIE INC 11/6/2022 0.00 3,000,000.00
FI 00287YCS6 3.450%ABBVIE INC SR GLBL 3/15/2022 0.00 5,000,000.00
FI 00287YCU1 2.800%ABBVIE INC SR GLBL 3/15/2023 0.00 3,000,000.00
FI 00287YCX5 3.800%ABBVIE INC SR GLBL 3/15/2025 0.00 5,000,000.00
FI 00287YCY3 4.550%ABBVIE INC SR GLBL 3/15/2035 0.00 8,000,000.00
FI 00287YDB2 4.750%ABBVIE INC SR GLBL 3/15/2045 0.00 4,346,000.00
FI 00440EAR8 3.350%ACE INA HOLDINGS 5/15/2024 0.00 7,000,000.00
FI 008252AM0 4.250%AFFILIATED MANAGERS GROUP 2/15/2024 0.00 15,437,000.00
FI 01609WAQ5 3.600%ALIBABA GROUP HLDG LTD SR 11/28/2024 0.00 4,000,000.00
FI 020002BH3 0.750%ALLSTATE CORP 12/15/2025 0.00 5,000,000.00
FI 020002BJ9 1.450%ALLSTATE CORP 12/15/2030 0.00 10,000,000.00
FI 023135AJ5 2.500%AMAZON.COM INC 11/29/2022 0.00 10,000,000.00
FI 023135AN6 3.800%AMAZON.COM INC 12/5/2024 0.00 5,000,000.00
FI 023135AP1 4.800%AMAZON.COM INC 12/5/2034 0.00 7,000,000.00
FI 023135AQ9 4.950%AMAZON.COM INC 12/5/2044 0.00 7,000,000.00
FI 023135BR6 1.200%AMAZON.COM INC 6/3/2027 0.00 5,000,000.00
FI 023135BS4 1.500%AMAZON.COM INC 6/3/2030 0.00 10,000,000.00
FI 023135BT2 2.500%AMAZON.COM INC 6/3/2050 0.00 5,000,000.00
FI 023135BX3 1.000%AMAZON.COM INC 5/12/2026 0.00 7,000,000.00
FI 023135BY1 1.650%AMAZON.COM INC 5/12/2028 0.00 10,000,000.00
FI 023135BZ8 2.100%AMAZON.COM INC 5/12/2031 0.00 15,000,000.00
FI 023135CA2 2.875%AMAZON.COM INC 5/12/2041 0.00 15,000,000.00
FI 025816BD0 2.650%AMERICAN EXPRESS CO 12/2/2022 0.00 20,010,000.00
FI 025816CF4 3.125%AMERICAN EXPRESS CO 5/20/2026 0.00 15,000,000.00
FI 02582JJB7 0.450%AMXCA 2018-5 A (5/15/23) 12/15/2025 0.00 16,000,000.00
FI 02582JJR2 0.900%AMXCA 2021-1 A 11/16/2026 0.00 17,500,000.00
FI 0258M0EG0 2.700%AMERICAN EXPRESS CREDIT 3/3/2022 0.00 7,000,000.00
FI 02665UAA3 3.786%AH4R 2014-SFR2 A 10/17/2036 7,000,000.00 6,119,258.88
FI 02665WCA7 2.600%AMERICAN HONDA FINANCE 11/16/2022 0.00 6,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 2 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 026874AZ0 6.250%AMERICAN INTL GROUP 5/1/2036 0.00 10,000,000.00
FI 026874DC8 3.875%AMERICAN INTL GROUP 1/15/2035 0.00 7,000,000.00
FI 031162CT5 2.200%AMGEN INC 2/21/2027 0.00 5,000,000.00
FI 031162CW8 2.300%AMGEN INC 2/25/2031 0.00 23,563,000.00
FI 03522AAH3 4.700%ANHEUSER-BUSCH INBEV FIN 2/1/2036 0.00 12,000,000.00
FI 03522AAJ9 4.900%ANHEUSER-BUSCH INBEV FIN 2/1/2046 0.00 15,000,000.00
FI 03523TBF4 8.200%ANHEUSER-BUSCH INBEV WOR 1/15/2039 0.00 3,671,000.00
FI 036752AG8 4.101%ANTHEM INC 3/1/2028 0.00 9,900,000.00
FI 036752AJ2 2.375%ANTHEM INC 1/15/2025 0.00 2,000,000.00
FI 036752AN3 2.250%ANTHEM INC 5/15/2030 0.00 5,000,000.00
FI 036752AP8 2.550%ANTHEM INC 3/15/2031 0.00 5,000,000.00
FI 036752AR4 1.500%ANTHEM INC 3/15/2026 0.00 5,000,000.00
FI 036752AS2 3.600%ANTHEM INC 3/15/2051 0.00 10,000,000.00
FI 037833AK6 2.400%APPLE INC 5/3/2023 0.00 11,000,000.00
FI 037833BG4 3.200%APPLE INC 5/13/2025 0.00 5,000,000.00
FI 037833BH2 4.375%APPLE INC 5/13/2045 0.00 5,000,000.00
FI 037833BX7 4.650%APPLE INC 2/23/2046 0.00 5,000,000.00
FI 037833CG3 3.000%APPLE INC 2/9/2024 0.00 7,000,000.00
FI 037833CQ1 2.300%APPLE INC 5/11/2022 0.00 10,000,000.00
FI 037833CU2 2.850%APPLE INC 5/11/2024 0.00 9,500,000.00
FI 037833DF4 2.750%APPLE INC 1/13/2025 0.00 20,000,000.00
FI 037833DK3 3.000%APPLE INC 11/13/2027 0.00 5,000,000.00
FI 037833EE6 2.375%APPLE INC 2/8/2041 0.00 3,000,000.00
FI 037833EF3 2.650%APPLE INC 2/8/2051 0.00 5,000,000.00
FI 046353AV0 0.700%ASTRAZENECA PLC 4/8/2026 0.00 20,000,000.00
FI 046353AW8 1.375%ASTRAZENECA PLC 8/6/2030 0.00 7,000,000.00
FI 046353AX6 2.125%ASTRAZENECA PLC 8/6/2050 0.00 5,000,000.00
FI 04650NAB0 5.350%AT&T INC 9/1/2040 0.00 1,142,000.00
FI 05348EAU3 3.500%AVALONBAY COMMUNITIES IN 11/15/2024 0.00 9,000,000.00
FI 05531FAX1 2.750%BB&T CORPORATION 4/1/2022 0.00 12,000,000.00
FI 05565EBF1 2.950%BMW US CAPITAL LLC 4/14/2022 0.00 20,000,000.00
FI 05565EBH7 3.150%BMW US CAPITAL LLC 4/18/2024 0.00 20,000,000.00
FI 059165EE6 2.800%BALTIMORE GAS & ELECTRIC 8/15/2022 0.00 10,000,000.00
FI 06050TJZ6 6.000%BANK OF AMERICA NA 10/15/2036 0.00 7,000,000.00
FI 06051GFB0 4.125%BANK OF AMERICA CORP 1/22/2024 0.00 10,000,000.00
FI 06051GFM6 4.000%BANK OF AMERICA CORP (SUB HC) 1/22/2025 0.00 5,000,000.00
FI 06051GFX2 3.500%BANK OF AMERICA CORP 4/19/2026 0.00 10,000,000.00
FI 06051GGA1 3.248%BANK OF AMERICA CORP (10/21/26 CALL) 10/21/2027 0.00 7,000,000.00
FI 06051GGF0 3.824%BANK OF AMERICA CORP 1/20/2028 0.00 5,784,000.00
FI 06051GGZ6 3.366%BANK OF AMERICA CORP 1/23/2026 0.00 10,000,000.00
FI 06051GHD4 3.419%BANK OF AMERICA CORP 12/20/2028 0.00 5,000,000.00
FI 06051GHQ5 3.974%BANK OF AMERICA CORP 2/7/2030 0.00 7,000,000.00
FI 06051GJA8 4.083%BANK OF AMERICA CORP 3/20/2051 0.00 10,000,000.00
FI 06368EDC3 0.949%BANK OF MONTREAL 1/22/2027 0.00 40,000,000.00
FI 06406RAC1 2.661%BANK OF NY MELLON CORP 5/16/2023 0.00 9,750,000.00
FI 06406RAM9 1.850%BANK OF NY MELLON CORP 1/27/2023 0.00 10,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 3 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 06406RAQ0 0.750%BANK OF NY MELLON CORP 1/28/2026 0.00 20,000,000.00
FI 06406RAR8 1.650%BANK OF NY MELLON CORP 1/28/2031 0.00 14,000,000.00
FI 064159JG2 2.700%BANK OF NOVA SCOTIA 3/7/2022 0.00 20,000,000.00
FI 064159TE6 1.950%BANK OF NOVA SCOTIA 2/1/2023 0.00 6,000,000.00
FI 064159TF3 2.200%BANK OF NOVA SCOTIA 2/3/2025 0.00 8,000,000.00
FI 06427DAS2 3.574%BACM 2017-BNK3 A4 1/25/2027 3,500,000.00 3,500,000.00
FI 07177MAB9 4.000%BAXALTA INC (3/23/25 CALL) 6/23/2025 0.00 2,977,000.00
FI 07177MAN3 5.250%BAXALTA INC (12/23/44 CALL) 6/23/2045 0.00 1,489,000.00
FI 07330MAA5 3.800%BB&T(SUB BANK) 10/30/2026 0.00 5,000,000.00
FI 075887BF5 3.734%BECTON DICKINSON AND CO 12/15/2024 0.00 379,000.00
FI 075887BG3 4.685%BECTON DICKINSON AND CO 12/15/2044 0.00 2,345,000.00
FI 084659AK7 2.800%BERKSHIRE HATHAWAY ENERG 1/15/2023 0.00 5,000,000.00
FI 084659AM3 3.250%BERKSHIRE HATHAWAY ENERG 4/15/2028 0.00 7,000,000.00
FI 084659AP6 3.800%BERKSHIRE HATHAWAY ENERG 7/15/2048 0.00 5,000,000.00
FI 084670BK3 4.500%BERKSHIRE HATHAWAY INC 2/11/2043 0.00 10,000,000.00
FI 09247XAL5 3.500%BLACKROCK INC 3/18/2024 0.00 10,000,000.00
FI 097023AS4 6.625%BOEING CO. 2/15/2038 0.00 5,000,000.00
FI 097023BY0 3.550%BOEING CO 3/1/2038 0.00 8,977,000.00
FI 097023CE3 3.500%BOEING CO 3/1/2039 0.00 8,000,000.00
FI 097023CW3 5.805%BOEING CO 5/1/2050 0.00 5,000,000.00
FI 110122CM8 2.900%BRISTOL-MYERS SQUIBB CO 7/26/2024 0.00 9,566,000.00
FI 110122DP0 1.125%BRISTOL-MYERS SQUIBB CO 11/13/2027 0.00 20,000,000.00
FI 110122DQ8 1.450%BRISTOL-MYERS SQUIBB CO 11/13/2030 0.00 5,000,000.00
FI 110122DR6 2.350%BRISTOL-MYERS SQUIBB CO 11/13/2040 0.00 3,000,000.00
FI 110122DS4 2.550%BRISTOL-MYERS SQUIBB CO 11/13/2050 0.00 5,000,000.00
FI 111021AE1 9.625%BRITISH TELECOM PLC 12/15/2030 0.00 8,825,000.00
FI 115637AS9 3.500%BROWN-FORMAN CORP 4/15/2025 0.00 3,000,000.00
FI 115637AT7 4.000%BROWN-FORMAN CORP 4/15/2038 0.00 6,137,000.00
FI 12189LBD2 4.150%BURLINGTN NORTH SANTA FE 12/15/2048 0.00 5,000,000.00
FI 125523AF7 3.750%CIGNA CORP 7/15/2023 0.00 1,805,000.00
FI 125523AH3 4.375%CIGNA CORP 10/15/2028 0.00 5,000,000.00
FI 125523BV1 3.000%CIGNA CORP 7/15/2023 0.00 5,000,000.00
FI 125523CB4 3.400%CIGNA CORP 3/1/2027 0.00 5,000,000.00
FI 125523CF5 4.800%CIGNA CORP 7/15/2046 0.00 3,000,000.00
FI 125896BM1 3.875%CMS ENERGY CORP 3/1/2024 0.00 3,000,000.00
FI 125896BN9 4.875%CMS ENERGY CORP 3/1/2044 0.00 14,291,000.00
FI 126149AD5 7.250%UNILEVER (CPC INTL) 12/15/2026 0.00 5,380,000.00
FI 12624KAD8 3.147%COMM 2012-CR2 A4 8/15/2045 2,000,000.00 2,000,000.00
FI 12624KAJ5 2.841%COMM 2012-CR2 A3 8/15/2045 5,000,000.00 4,341,970.60
FI 12624KAJ5 2.841%COMM 2012-CR2 A3 8/15/2045 7,000,000.00 6,078,758.83
FI 12625KAE5 3.612%COMM 2013-CR8 A5 6/10/2046 5,000,000.00 5,000,000.00
FI 126408GH0 6.000%CSX CORP 10/1/2036 0.00 6,135,000.00
FI 126408GK3 6.150%CSX CORP 5/1/2037 0.00 2,069,000.00
FI 126408GW7 4.750%CSX CORP (CALL 11/30/41) 5/30/2042 0.00 5,000,000.00
FI 12646UAA6 2.500%CSMC 2013-IVR1 A1 3/25/2043 15,000,000.00 2,146,417.19
FI 12646XAH5 2.500%CSMC 2013-IVR3 A1 5/25/2043 15,000,000.00 2,166,924.27
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 4 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 12647GBF4 3.000%CSMC 2013-IVR4 A2 7/25/2043 10,000,000.00 1,623,811.25
FI 126650CF5 3.375%CVS CAREMARK CORP 8/12/2024 0.00 3,000,000.00
FI 126650CN8 5.125%CVS HEALTH CORP 7/20/2045 0.00 5,000,000.00
FI 126650CW8 4.100%CVS HEALTH CORP 3/25/2025 0.00 1,681,000.00
FI 126650CX6 4.300%CVS HEALTH CORP 3/25/2028 0.00 2,190,000.00
FI 126650CZ1 5.050%CVS HEALTH CORP 3/25/2048 0.00 10,000,000.00
FI 13607GLZ5 2.250%CANADIAN IMPERIAL BANK 1/28/2025 0.00 20,000,000.00
FI 136375BN1 6.200%CANADIAN NATIONAL RAILWAY 6/1/2036 0.00 10,240,000.00
FI 13645RBE3 1.750%CANADIAN PACIFIC RAILWAY 12/2/2026 0.00 15,000,000.00
FI 13645RBH6 3.100%CANADIAN PACIFIC RAILWAY 12/2/2051 0.00 3,000,000.00
FI 14041NFW6 0.550%COMET 2021-A1 A1 7/15/2026 0.00 18,700,000.00
FI 14041NFX4 1.390%COMET 2021-A2 A2 7/15/2030 0.00 18,000,000.00
FI 14912L5F4 2.850%CATERPILLAR FINANCIAL SERV 6/1/2022 0.00 3,000,000.00
FI 14913Q2L2 3.450%CATERPILLAR FINANCIAL SERV 5/15/2023 0.00 12,000,000.00
FI 14913Q3B3 2.150%CATERPILLAR FINL SERVICE 11/8/2024 0.00 20,000,000.00
FI 14913Q3C1 1.950%CATERPILLAR FINL SERVICE 11/18/2022 0.00 15,000,000.00
FI 14913R2K2 0.900%CATERPILLAR FINL SERVICE 3/2/2026 0.00 30,000,000.00
FI 166764AH3 3.191%CHEVRON CORP 6/24/2023 0.00 5,000,000.00
FI 171340AK8 2.450%CHURCH & DWIGHT CO INC 8/1/2022 0.00 8,000,000.00
FI 171340AL6 3.950%CHURCH & DWIGHT CO INC 8/1/2047 0.00 3,000,000.00
FI 171340AN2 3.150%CHURCH & DWIGHT CO INC 8/1/2027 0.00 8,000,000.00
FI 17252MAM2 2.900%CINTAS CORPORATION NO. 2 4/1/2022 0.00 10,000,000.00
FI 17252MAN0 3.700%CINTAS CORPORATION NO. 2 4/1/2027 0.00 14,754,000.00
FI 17275RAD4 5.900%CISCO SYSTEMS INC 2/15/2039 0.00 3,000,000.00
FI 17275RAF9 5.500%CISCO SYSTEMS INC 1/15/2040 0.00 2,543,000.00
FI 17275RBL5 2.500%CISCO SYSTEMS INC 9/20/2026 0.00 3,279,000.00
FI 172967BL4 6.625%CITIGROUP INC (SUB HOLDING) 6/15/2032 0.00 4,000,000.00
FI 172967EW7 8.125%CITIGROUP INC 7/15/2039 0.00 14,000,000.00
FI 172967JP7 3.300%CITIGROUP INC 4/27/2025 0.00 10,000,000.00
FI 172967KY6 3.200%CITIGROUP INC 10/21/2026 0.00 7,000,000.00
FI 172967LM1 2.876%CITIGROUP INC 7/24/2023 0.00 15,000,000.00
FI 172967ME8 3.980%CITIGROUP INC 3/20/2030 0.00 15,000,000.00
FI 172967MS7 2.572%CITIGROUP INC 6/3/2031 0.00 15,000,000.00
FI 17305EGL3 0.434%CCCIT 2018-A2 A2 (1/20/23) 1/21/2025 0.00 21,800,000.00
FI 17305EGR0 3.210%CCCIT 2018-A6 12/7/2024 0.00 26,755,000.00
FI 17313QAA6 5.478%CMLTI 2007-10 1A1A 9/25/2037 60,071,000.00 1,396,101.88
FI 17401QAL5 2.650%CITIZENS BANK NA/RI (4/26/20 CALL) 5/26/2022 0.00 5,000,000.00
FI 189054AV1 3.100%CLOROX COMPANY 10/1/2027 0.00 3,954,000.00
FI 189054AX7 1.800%CLOROX COMPANY 5/15/2030 0.00 5,000,000.00
FI 191216DL1 3.000%COCA-COLA CO/THE 3/5/2051 0.00 10,000,000.00
FI 191216DP2 2.250%COCA-COLA CO/THE 1/5/2032 0.00 15,000,000.00
FI 191216DQ0 2.875%COCA-COLA CO/THE 5/5/2041 0.00 15,000,000.00
FI 20030NAC5 7.050%COMCAST CORP 3/15/2033 0.00 15,000,000.00
FI 20030NBS9 3.150%COMCAST CORP 3/1/2026 0.00 5,570,000.00
FI 20030NCH2 3.550%COMCAST CORP 5/1/2028 0.00 10,000,000.00
FI 20030NDH1 3.750%COMCAST CORP 4/1/2040 0.00 7,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 5 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 20030NDL2 2.800%COMCAST CORP 1/15/2051 0.00 7,000,000.00
FI 20030NDR9 2.887%COMCAST CORP 11/1/2051 0.00 13,190,000.00
FI 20030NDT5 2.937%COMCAST CORP 11/1/2056 0.00 5,595,000.00
FI 209111ES8 6.300%CONSOLIDATED EDISON CO OF NY 8/15/2037 0.00 15,000,000.00
FI 22160KAN5 1.375%COSTCO WHOLESALE CORP 6/20/2027 0.00 3,000,000.00
FI 22160KAP0 1.600%COSTCO WHOLESALE CORP 4/20/2030 0.00 17,745,000.00
FI 22160KAQ8 1.750%COSTCO WHOLESALE CORP 4/20/2032 0.00 3,000,000.00
FI 233331AY3 2.850%DTE ENERGY COMPANY 10/1/2026 0.00 20,000,000.00
FI 233331BC0 3.400%DTE ENERGY CO 6/15/2029 0.00 13,119,000.00
FI 23338VAE6 3.700%DTE ELECTRIC CO 3/15/2045 0.00 3,000,000.00
FI 244199BE4 2.600%JOHN DEERE & COMPANY 6/8/2022 0.00 7,000,000.00
FI 244199BF1 3.900%JOHN DEERE & COMPANY 6/9/2042 0.00 5,000,000.00
FI 24422ETT6 2.650%JOHN DEERE CAPITAL CORP 6/24/2024 0.00 10,000,000.00
FI 24422EUA5 2.700%JOHN DEERE CAPITAL CORP 1/6/2023 0.00 5,000,000.00
FI 24422EUB3 3.050%JOHN DEERE CAPITAL CORP 1/6/2028 0.00 10,000,000.00
FI 25243YAY5 3.500%DIAGEO CAPITAL PLC 9/18/2023 0.00 7,000,000.00
FI 25243YAZ2 3.875%DIAGEO CAPITAL PLC 5/18/2028 0.00 10,000,000.00
FI 25466AAD3 4.200%DISCOVER BANK 8/8/2023 0.00 13,000,000.00
FI 25746UBD0 7.000%DOMINION RESOURCES 6/15/2038 0.00 12,354,000.00
FI 263901AD2 4.200%DUKE ENERGY INDIANA INC 3/15/2042 0.00 6,750,000.00
FI 26441CBH7 2.450%DUKE ENERGY CORP 6/1/2030 0.00 10,000,000.00
FI 26442CAB0 6.000%DUKE ENERGY CAROLINAS 1/15/2038 0.00 5,000,000.00
FI 26442CAH7 5.300%DUKE ENERGY CAROLINAS 2/15/2040 0.00 5,000,000.00
FI 26443TAC0 2.750%DUKE ENERGY INDIANA LLC 4/1/2050 0.00 7,083,000.00
FI 278062AC8 2.750%EATON CORP (TURLOCK CORP) 11/2/2022 0.00 3,000,000.00
FI 278865BD1 3.250%ECOLAB INC GLBL NT 12/1/2027 0.00 8,341,000.00
FI 29379VAZ6 3.350%ENTERPRISE PRODUCTS OPER 3/15/2023 0.00 10,000,000.00
FI 29379VBA0 4.850%ENTERPRISE PRODUCTS OPER 3/15/2044 0.00 5,771,000.00
FI 29379VBC6 5.100%ENTERPRISE PRODUCTS OPER 2/15/2045 0.00 4,000,000.00
FI 29736RAC4 6.000%ESTEE LAUDER CO INC 5/15/2037 0.00 4,490,000.00
FI 29736RAP5 2.375%ESTEE LAUDER CO INC 12/1/2029 0.00 4,285,000.00
FI 29736RAQ3 2.600%ESTEE LAUDER CO INC 4/15/2030 0.00 5,000,000.00
FI 29736RAR1 1.950%ESTEE LAUDER CO INC 3/15/2031 0.00 5,000,000.00
FI 31281AD74 6.000%FHLMC GOLD #N30126(RELO) 8/1/2032 56,481,059.00 141,827.33
FI 31283G5N3 7.000%FHLMC GOLD #G00853 1/1/2028 18,801,000.00 26,663.77
FI 31283G5N3 7.000%FHLMC GOLD #G00853 1/1/2028 50,000,000.00 70,910.50
FI 31283GGF8 8.000%FHLMC GOLD # G00198 1/1/2024 75,292,004.00 3,375.34
FI 31283GQ34 9.000%FHLMC GOLD #G00474 4/1/2025 59,690,552.00 39,792.11
FI 31283GRG4 7.000%FHLMC GOLD #G00487 6/1/2026 31,000,000.00 26,652.56
FI 31283HAV7 7.000%FHLMC GOLD #G00920 5/1/2028 25,594,811.00 30,041.40
FI 31283HAW5 7.500%FHLMC GOLD #G00921 4/1/2028 47,000,000.00 38,678.18
FI 31283HCU7 6.500%FHLMC GOLD #G00983 11/1/2028 19,895,703.00 31,561.95
FI 31283HEN1 6.000%FHLMC GOLD #GO1O41 6/1/2029 27,421,403.00 52,303.58
FI 31283HN27 7.000%FHLMC GOLD #G01309 8/1/2031 25,233,915.00 20,067.27
FI 31283HUA1 6.000%FHLMC GOLD #G01477 12/1/2032 39,984,860.00 144,615.24
FI 31283HV36 6.000%FHLMC GOLD #G01534 4/1/2033 33,698,946.00 216,682.20
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 31287PST1 6.500%FHLMC GOLD #C64130 2/1/2032 40,000,000.00 41,512.80
FI 3128F4LC3 7.000%FHLMC GOLD #D64823 10/1/2025 49,500,005.00 44,174.30
FI 3128F7ND2 7.000%FHLMC GOLD #D67588 1/1/2026 29,700,000.00 1,097.12
FI 3128LXAY6 6.000%FHLMC GOLD #G01823 5/1/2035 22,398,837.00 356,117.77
FI 3128LXC32 4.500%FHLMC GOLD #G01890 10/1/2035 20,152,124.00 289,641.64
FI 3128LXCX6 4.500%FHLMC GOLD #G01886 8/1/2035 20,456,413.00 301,857.49
FI 3128LXJ76 5.000%FHLMC GOLD #G02086 2/1/2036 158,000,000.00 2,107,408.74
FI 3128LXM31 4.500%FHLMC GOLD #G02178 3/1/2036 11,036,561.00 204,800.83
FI 3128LXM31 4.500%FHLMC GOLD #G02178 3/1/2036 13,301,649.00 246,833.11
FI 3128LXPQ7 4.500%FHLMC GOLD #G02231 6/1/2036 22,000,000.00 496,680.58
FI 3128M9NQ1 3.000%FHLMC GOLD #G07299 2/1/2043 27,763,963.00 8,820,257.05
FI 3128M9PF3 3.500%FHLMC GOLD #G07322 4/1/2043 51,049,469.00 11,941,079.82
FI 3128MBUJ4 4.500%FHLMC GOLD 15YR #G13085 4/1/2023 10,418,407.00 21,212.61
FI 3128MC3X1 4.500%FHLMC GOLD 15YR #G14214 12/1/2022 6,287,001.00 913.69
FI 3128MCN84 4.500%FHLMC GOLD 15YR #G13815 5/1/2025 107,000,000.00 1,771,570.11
FI 3128ME6B2 2.500%FHLMC GOLD 15YR #G16066 2/1/2032 36,000,000.00 15,295,898.52
FI 3128MELG4 3.500%FHLMC GOLD 15YR #G15527 5/1/2030 22,000,000.00 2,864,525.84
FI 3128MELJ8 3.500%FHLMC GOLD 15YR #G15529 6/1/2030 11,548,140.00 1,776,101.04
FI 3128MJ2J8 4.500%FHLMC GOLD #G08776 8/1/2047 3,000,000.00 628,986.81
FI 3128MJ2P4 4.500%FHLMC GOLD #G08781 9/1/2047 4,189,711.00 955,287.21
FI 3128MJAD2 6.000%FHLMC GOLD #G08003 7/1/2034 50,000,000.00 752,510.50
FI 3128MJAG5 6.000%FHLMC GOLD #G08006 8/1/2034 19,000,000.00 309,980.82
FI 3128MJAG5 6.000%FHLMC GOLD #G08006 8/1/2034 26,586,219.00 433,748.31
FI 3128MJD49 5.500%FHLMC GOLD #G08122 4/1/2036 32,000,000.00 419,014.40
FI 3128MJD49 5.500%FHLMC GOLD #G08122 4/1/2036 63,632,781.00 833,220.36
FI 3128MJWC0 4.000%FHLMC GOLD #G08642 5/1/2045 12,073,536.00 1,755,877.76
FI 3128MJY61 3.000%FHLMC GOLD #G08732 11/1/2046 4,500,000.00 1,272,257.82
FI 3128MMRN5 3.000%FHLMC GOLD 15YR #G18492 1/1/2029 15,000,000.00 2,334,141.15
FI 3128MMRN5 3.000%FHLMC GOLD 15YR #G18492 1/1/2029 30,000,000.00 4,668,282.30
FI 3128MMSK0 3.500%FHLMC GOLD 15YR #G18521 8/1/2029 6,431,807.00 1,039,500.93
FI 3128MMSY0 3.000%FHLMC GOLD 15YR #G18534 12/1/2029 26,665,149.00 4,955,767.27
FI 3128MMSZ7 3.500%FHLMC GOLD 15YR #G18535 12/1/2029 2,833,440.00 493,377.64
FI 3128PRFA2 4.500%FHLMC GOLD 15YR #J11961 4/1/2025 2,346,495.00 54,697.13
FI 3128PRG52 4.000%FHLMC GOLD 15YR #J12020 4/1/2025 89,016,261.00 2,012,105.76
FI 3128PTE92 3.500%FHLMC GOLD 15YR #J13760 12/1/2025 22,659,563.00 460,225.24
FI 3128UNDR0 5.500%FHLMC 10/20 #H09112 11/1/2037 124,423,843.00 812,324.70
FI 31292G2S4 6.500%FHLMC GOLD #C00785 6/1/2029 26,734,344.00 49,933.34
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 31,025,631.00 58,028.17
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 35,104,111.00 65,656.27
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 37,651,042.00 70,419.87
FI 31292G7H3 7.500%FHLMC GOLD #C00896 12/1/2029 50,000,000.00 60,993.50
FI 31292GGT7 8.000%FHLMC GOLD # C00210 1/1/2023 97,107,000.00 11,341.13
FI 31292GPJ9 7.500%FHLMC GOLD #C00425 10/1/2025 60,000,000.00 65,855.40
FI 31292GPM2 7.500%FHLMC GOLD #C00428 11/1/2025 44,550,000.00 49,376.55
FI 31292GPX8 7.000%FHLMC GOLD #C00438 12/1/2025 39,600,000.00 41,089.36
FI 31292GZF6 6.500%FHLMC GOLD #C00742 4/1/2029 21,592,449.00 44,220.90
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 31292GZZ2 6.500%FHLMC GOLD #C00760 5/1/2029 24,585,071.00 52,617.95
FI 31292GZZ2 6.500%FHLMC GOLD #C00760 5/1/2029 26,633,826.00 57,002.78
FI 31292H2F0 5.500%FHLMC GOLD #C01674 11/1/2033 25,069,950.00 403,143.60
FI 31292H2F0 5.500%FHLMC GOLD #C01674 11/1/2033 35,097,930.00 564,401.04
FI 31292HAK0 7.500%FHLMC GOLD #C00910 1/1/2030 25,000,000.00 33,762.50
FI 31292HM27 7.000%FHLMC GOLD #C01277 11/1/2031 31,168,120.00 60,586.15
FI 31292HMU5 6.500%FHLMC GOLD #C01271 12/1/2031 25,000,000.00 62,932.50
FI 31292HX33 5.000%FHLMC GOLD #C01598 8/1/2033 35,053,494.00 601,521.11
FI 31292HYT5 5.000%FHLMC GOLD #C01622 9/1/2033 40,000,000.00 744,600.00
FI 31292HYU2 5.500%FHLMC GOLD #C01623 9/1/2033 30,000,000.00 456,507.90
FI 31292LAA3 3.500%FHLMC GOLD #C03601 1/1/2041 28,500,000.00 1,406,791.92
FI 31293KTC0 6.000%FHLMC GOLD #C22347 2/1/2029 36,360,000.00 48,072.28
FI 31293SCZ0 6.500%FHLMC GOLD #C28188 6/1/2029 18,530,125.00 38,463.54
FI 31293TF36 6.500%FHLMC GOLD #C29186 7/1/2029 26,044,980.00 60,267.56
FI 31293THW0 6.500%FHLMC GOLD #C29245 7/1/2029 26,584,256.00 30,157.45
FI 31293UCX0 6.500%FHLMC GOLD #C29986 8/1/2029 25,000,000.00 98,822.25
FI 3129422W4 4.000%FHLMC GOLD #A94389 10/1/2040 11,307,681.00 1,124,918.64
FI 312942US2 4.000%FHLMC GOLD #A94193 10/1/2040 20,917,279.00 3,894,956.95
FI 312943GB3 4.000%FHLMC GOLD #A94694 11/1/2040 19,941,360.00 2,306,764.68
FI 312943GB3 4.000%FHLMC GOLD #A94694 11/1/2040 40,000,000.00 4,627,096.00
FI 312943GD9 4.000%FHLMC GOLD #A94696 11/1/2040 9,127,949.00 1,101,947.82
FI 312943KU6 4.000%FHLMC GOLD #A94807 11/1/2040 12,464,606.00 2,081,210.28
FI 312943VW0 4.000%FHLMC GOLD #A95129 11/1/2040 16,229,890.00 2,545,536.68
FI 312944HW4 4.000%FHLMC GOLD #A95645 12/1/2040 58,503,309.00 10,931,512.36
FI 312945LU0 4.500%FHLMC GOLD #A96639 12/1/2040 10,097,850.00 1,540,751.76
FI 312945T32 3.500%FHLMC GOLD #A96870 2/1/2041 53,874,823.00 5,951,275.32
FI 312945XK9 4.500%FHLMC GOLD #A96982 2/1/2041 11,162,247.00 597,195.06
FI 312945ZL5 4.500%FHLMC GOLD #A97047 2/1/2041 65,000,000.00 3,874,013.65
FI 312945ZL5 4.500%FHLMC GOLD #A97047 2/1/2041 73,200,000.00 4,362,735.37
FI 31294B6B6 7.500%FHLMC GOLD #C35366 1/1/2030 25,000,000.00 5,585.50
FI 31296K4R1 5.000%FHLMC GOLD #A11732 8/1/2033 35,088,944.00 1,088,421.85
FI 31296K5R0 5.000%FHLMC GOLD #A11756 8/1/2033 25,000,000.00 364,380.25
FI 31296LEZ0 5.000%FHLMC GOLD #A11952 8/1/2033 35,000,000.00 1,136,364.60
FI 31296M5X3 5.000%FHLMC GOLD #A13562 9/1/2033 25,156,260.00 804,214.69
FI 31296MSQ3 5.000%FHLMC GOLD #A13227 9/1/2033 52,853,134.00 1,822,123.42
FI 31296MVG1 5.000%FHLMC GOLD #A13315 9/1/2033 36,709,377.00 777,765.61
FI 31296NGK7 5.000%FHLMC GOLD #A13802 9/1/2033 65,000,000.00 581,291.75
FI 31296NXD4 5.500%FHLMC GOLD #A14276 10/1/2033 25,299,526.00 132,017.73
FI 31296NXD4 5.500%FHLMC GOLD #A14276 10/1/2033 60,000,000.00 313,091.40
FI 31296PYZ9 5.000%FHLMC GOLD #A15228 10/1/2033 46,000,000.00 305,590.42
FI 31296PYZ9 5.000%FHLMC GOLD #A15228 10/1/2033 54,113,809.00 359,492.64
FI 31296RLW6 5.500%FHLMC GOLD #A16641 12/1/2033 35,638,000.00 242,309.89
FI 31296RTL2 5.500%FHLMC GOLD #A16855 12/1/2033 25,194,525.00 125,298.17
FI 31296SQT6 5.500%FHLMC GOLD #A17666 1/1/2034 40,089,586.00 335,226.71
FI 31297CNQ9 6.000%FHLMC GOLD #A24899 7/1/2034 24,281,413.00 156,021.92
FI 31297END4 6.000%FHLMC GOLD #A26688 9/1/2034 18,565,864.00 417,088.26
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 31297LRX0 5.500%FHLMC GOLD #A31402 2/1/2035 25,026,140.00 75,484.59
FI 31307SQ30 2.500%FHLMC GOLD 15YR #J35874 12/1/2031 18,659,629.00 7,943,159.06
FI 31307SQZ9 2.500%FHLMC GOLD 15YR #J35872 12/1/2031 18,033,803.00 8,030,014.43
FI 31307SY56 2.500%FHLMC GOLD 15YR #J36132 2/1/2032 21,564,178.00 9,907,276.45
FI 3130ADRG9 2.750%FEDERAL HOME LOAN BANK 3/10/2023 0.00 4,000,000.00
FI 3131XVM93 3.500%FN ZM2184 11/1/2046 25,000.00 15,297.63
FI 3131Y9BS1 4.500%FN ZN2749 1/1/2049 1,060,886.00 140,818.71
FI 3131Y9RR6 4.000%FN ZN3196 2/1/2049 12,063,471.00 3,581,274.55
FI 3131Y9SV6 4.000%FR ZN3232 2/1/2049 860,299.00 164,881.22
FI 3131Y9SV6 4.000%FR ZN3232 2/1/2049 1,167,382.00 894,941.76
FI 3131Y9VT7 4.000%FN ZN3326 2/1/2049 1,123,203.00 318,000.47
FI 31329P6B4 4.500%FR ZA6266 1/1/2049 11,839,937.00 1,512,923.61
FI 31329P6L2 4.500%FN ZA6275 1/1/2049 2,328,952.00 273,794.86
FI 31329PBT9 3.500%FN ZA5450 5/1/2048 200,323.00 38,308.72
FI 31329Q5A5 3.000%FR ZA7141 6/1/2049 452,177.00 95,441.67
FI 31329QCZ2 4.500%FN ZA6388 2/1/2049 3,245,674.00 505,168.55
FI 31329QHZ7 4.000%FR ZA6548 3/1/2049 4,516,353.00 580,945.08
FI 3132A5KB0 4.000%FR ZS4790 9/1/2048 26,818,166.00 3,619,119.55
FI 3132AD3T3 4.000%FN ZT1710 2/1/2049 5,957,302.00 701,452.29
FI 3132AD3T3 4.000%FN ZT1710 2/1/2049 21,805,988.00 2,567,581.82
FI 3132ADPE2 4.500%FN ZT1321 11/1/2048 1,172,692.00 206,177.14
FI 3132ADWF1 4.500%FR ZT1546 12/1/2048 27,349,752.00 3,899,193.97
FI 3132ADWF1 4.500%FR ZT1546 12/1/2048 32,819,702.00 4,679,032.71
FI 3132ADXX1 4.000%FN ZT1594 1/1/2049 564,571.00 67,893.74
FI 3132ADXX1 4.000%FN ZT1594 1/1/2049 1,129,143.00 1,765,238.80
FI 3132ADXX1 4.000%FN ZT1594 1/1/2049 3,387,431.00 407,363.04
FI 3132ADXY9 4.500%FN ZT1595 1/1/2049 16,795,235.00 2,093,030.08
FI 3132AECA2 4.500%FN ZT1865 4/1/2049 1,068,896.00 183,005.45
FI 3132AECA2 4.500%FN ZT1865 4/1/2049 3,194,305.00 546,896.26
FI 3132AEE28 4.500%FN ZT1953 5/1/2049 1,052,376.00 195,237.66
FI 3132AEEZ5 4.000%FR ZT1952 5/1/2049 26,985,540.48 4,306,617.82
FI 3132AEEZ5 4.000%FR ZT1952 5/1/2049 27,285,389.52 4,354,470.67
FI 3132DMA47 3.000%FR SD0027 1/1/2047 10,000,000.00 6,789,038.10
FI 3132DMLY9 3.000%FR SD0343 3/1/2048 20,000,000.00 14,198,314.40
FI 3132DMLY9 3.000%FR SD0343 3/1/2048 25,000,000.00 17,747,893.00
FI 3132DMNH4 3.000%FR SD0392 6/1/2050 13,000,000.00 8,350,711.33
FI 3132DMRD9 3.500%FR SD0484 8/1/2050 11,715,102.00 9,833,207.58
FI 3132DMX34 2.000%FR SD0698 8/1/2051 30,243,888.00 29,533,231.64
FI 3132DMYL3 2.000%FR SD0715 9/1/2051 50,000,000.00 48,999,292.00
FI 3132DVL37 2.000%FR SD7546 11/1/2051 22,000,000.00 21,691,966.12
FI 3132DVLE3 2.500%FR SD7525 10/1/2050 60,000,000.00 51,201,960.60
FI 3132DVLH6 2.000%FR SD7528 11/1/2050 9,810,000.00 8,794,957.34
FI 3132DVLS2 2.000%FR SD7537 3/1/2051 25,000,000.00 23,495,265.75
FI 3132GDBY7 3.500%FHLMC GOLD #Q00055 4/1/2041 32,000,000.00 5,852,357.12
FI 3132GFVU8 4.500%FHLMC GOLD #Q02427 8/1/2041 47,450,000.00 1,735,400.24
FI 3132HLG23 3.000%FHLMC GOLD #Q10217 8/1/2042 1,057,305.00 218,641.14
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3132HLS38 3.000%FHLMC GOLD #Q10538 8/1/2042 866,506.00 221,524.73
FI 3132HM6X4 3.000%FHLMC GOLD #Q11786 10/1/2042 27,349,583.00 8,084,924.83
FI 3132HNW70 3.000%FHLMC GOLD #Q12470 11/1/2042 1,807,109.00 646,707.31
FI 3132HP2L7 3.000%FHLMC GOLD #Q13479 11/1/2042 422,481.00 104,013.78
FI 3132HPNJ9 3.000%FHLMC GOLD #Q13093 11/1/2042 9,342,315.00 2,502,231.82
FI 3132HPQB3 3.000%FHLMC GOLD #Q13150 11/1/2042 5,250,880.00 1,428,629.45
FI 3132HQMA7 3.000%FHLMC GOLD #Q13953 12/1/2042 12,339,064.00 4,024,103.16
FI 3132HQUR1 3.000%FHLMC GOLD #Q14192 1/1/2043 2,877,503.00 666,444.31
FI 3132HRGD6 3.000%FHLMC GOLD #Q14696 1/1/2043 6,104,946.00 2,082,970.52
FI 3132HRGE4 3.000%FHLMC GOLD #Q14697 1/1/2043 16,537,079.00 5,204,440.36
FI 3132J62W3 3.000%FHLMC GOLD #Q15788 2/1/2043 1,061,420.00 401,680.90
FI 3132J62X1 3.000%FHLMC GOLD #Q15789 2/1/2043 2,108,036.00 606,505.08
FI 3132J65K6 3.500%FHLMC GOLD #Q15849 2/1/2043 114,000,000.00 18,662,804.34
FI 3132J6PR9 3.000%FHLMC GOLD #Q15431 2/1/2043 700,000.00 254,454.63
FI 3132J6V50 3.000%FHLMC GOLD #Q15635 2/1/2043 358,031.00 111,006.25
FI 3132J82N9 3.000%FHLMC GOLD #Q17580 4/1/2043 15,078,963.00 5,333,050.73
FI 3132J84Z0 3.000%FHLMC GOLD #Q17639 4/1/2043 48,662,623.00 16,442,968.92
FI 3132J8HL7 3.000%FHLMC GOLD #Q17034 3/1/2043 2,036,631.00 621,896.74
FI 3132J8RZ5 3.000%FHLMC GOLD #Q17303 4/1/2043 7,673,886.00 2,792,718.35
FI 3132J9JQ2 3.000%FHLMC GOLD #Q17970 5/1/2043 16,928,717.00 4,586,545.37
FI 3132J9N79 3.500%FHLMC GOLD #Q18113 5/1/2043 28,311,878.00 8,291,133.47
FI 3132J9NE4 3.500%FHLMC GOLD #Q18088 4/1/2043 8,029,803.00 2,516,084.97
FI 3132J9SU3 3.500%FHLMC GOLD #Q18230 5/1/2043 18,115,064.00 5,536,162.10
FI 3132JA4V4 3.500%FHLMC GOLD #Q19435 7/1/2043 12,360,905.00 3,777,619.39
FI 3132JAQY4 3.500%FHLMC GOLD #Q19070 6/1/2043 10,852,340.00 2,515,763.96
FI 3132JAZD0 3.500%FHLMC GOLD #Q19339 6/1/2043 44,986,753.00 15,204,651.57
FI 3132JBPZ0 3.000%FHLMC GOLD #Q19939 7/1/2043 685,000.00 143,390.28
FI 3132JMAQ2 3.500%FHLMC GOLD #Q20015 7/1/2043 17,359,627.00 6,152,992.72
FI 3132JMM22 3.500%FHLMC GOLD #Q20377 8/1/2043 12,796,351.00 3,168,686.56
FI 3132L5AF0 3.000%FHLMC GOLD #V80006 4/1/2043 14,587,000.00 4,463,944.66
FI 3132L5AF0 3.000%FHLMC GOLD #V80006 4/1/2043 22,904,611.00 7,009,317.62
FI 3132L8WD5 4.000%FHLMC GOLD #V83344 8/1/2047 10,000,000.00 2,241,126.70
FI 3132L8YS0 4.000%FHLMC GOLD #V83421 9/1/2047 4,000,000.00 928,822.88
FI 3132L9J48 3.000%FHLMC GOLD # V83883 1/1/2048 10,316,566.00 3,643,124.03
FI 3132L9KU8 4.000%FHLMC GOLD #V83907 1/1/2048 2,853,878.00 702,999.28
FI 3132LBFD7 4.500%FG V85564 5/1/2049 5,000,000.00 1,588,094.15
FI 3132QQFQ0 4.000%FHLMC GOLD #Q33774 6/1/2045 11,188,505.00 2,014,464.48
FI 3132WFNS4 3.500%FHLMC GOLD #Q42200 8/1/2046 5,000,000.00 1,041,476.90
FI 3132WH5N1 3.000%FHLMC GOLD #Q44452 11/1/2046 10,000,000.00 3,143,535.10
FI 3132WHKD6 4.500%FHLMC GOLD #Q43891 10/1/2046 20,079,995.00 4,319,353.31
FI 3132WJUU3 3.000%FHLMC GOLD #Q45094 12/1/2046 18,500,000.00 6,205,674.41
FI 3132WJXP1 3.000%FHLMC GOLD #Q45185 12/1/2046 3,663,211.00 1,214,706.63
FI 3132WLLG9 4.000%FHLMC GOLD #Q46626 3/1/2047 10,684,635.00 1,733,418.02
FI 3132XT6L7 3.500%FHLMC GOLD #Q51774 10/1/2047 10,000,000.00 2,237,028.90
FI 3132XTHJ0 4.000%FG Q51132 10/1/2047 7,800,000.00 3,309,247.34
FI 3132XVN66 3.000%FHLMC GOLD #Q53112 8/1/2047 3,484,782.00 2,358,053.19
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3132XVV59 3.500%FG Q53335 1/1/2048 10,000,000.00 2,108,874.00
FI 3132XVXC2 3.500%FHLMC GOLD #Q53374 12/1/2047 5,000,000.00 1,203,935.25
FI 3132XWBJ9 3.500%FHLMC GOLD #Q53640 1/1/2048 5,000,000.00 2,058,199.25
FI 3132XWJM4 3.500%FHLMC GOLD #Q53867 1/1/2048 10,000,000.00 2,843,710.20
FI 3132XWXN6 3.500%FHLMC GOLD #Q54284 2/1/2048 8,535,408.00 2,618,936.39
FI 3132XXMB2 3.500%FHLMC GOLD #Q54853 3/1/2048 2,153,139.00 812,146.27
FI 3132Y0HR4 4.500%FG Q56539 6/1/2048 5,576,058.00 1,901,117.61
FI 3132Y3EC4 4.000%FG Q59130 10/1/2048 20,000,000.00 3,448,149.60
FI 3132Y3HL1 4.000%FG Q59234 10/1/2048 10,000,000.00 3,075,042.40
FI 31335BM60 3.500%FHLMC GOLD #G61281 1/1/2048 5,000,000.00 1,516,589.15
FI 31335BTC0 3.500%FG G61447 3/1/2048 5,200,000.00 1,529,717.75
FI 31335BX92 3.000%FG G61604 4/1/2047 5,200,000.00 1,878,258.56
FI 31335BYN0 4.500%FG G61617 1/1/2045 8,471,293.00 4,328,136.33
FI 31335GL60 7.500%FHLMC GOLD #C80349 10/1/2025 24,750,000.00 14,365.89
FI 31335GL60 7.500%FHLMC GOLD #C80349 10/1/2025 34,155,000.00 19,824.93
FI 31335GLY9 7.000%FHLMC GOLD #C80343 9/1/2025 49,536,092.00 28,704.68
FI 313378WG2 2.500%FEDERAL HOME LOAN BANK 3/11/2022 0.00 2,000,000.00
FI 3133A8B71 2.500%FR QB1862 8/1/2050 8,301,986.00 5,727,453.72
FI 3133A9TN5 2.500%FR QB3257 8/1/2050 10,932,087.00 9,227,540.14
FI 3133ACTC2 2.000%FR QB5947 12/1/2050 3,889,091.00 3,718,212.12
FI 3133ACZ68 2.000%FR QB6165 12/1/2050 1,928,361.00 1,682,547.08
FI 3133AF6G1 2.000%FR QB8971 2/1/2051 22,829,654.00 19,919,990.63
FI 3133AG4Q9 2.500%FR QB9831 3/1/2051 14,713,207.00 12,869,039.36
FI 3133AG4S5 2.500%FR QB9833 3/1/2051 12,721,724.00 11,383,570.89
FI 3133AGNT2 2.500%FR QB9402 3/1/2051 14,476,792.00 12,730,201.79
FI 3133AGQQ5 2.500%FR QB9463 3/1/2051 14,207,669.00 12,963,922.98
FI 3133AJRJ4 2.500%FR QC0489 4/1/2051 15,630,341.00 14,484,537.75
FI 3133AKMZ0 2.500%FR QC1276 4/1/2051 11,657,938.00 10,271,062.71
FI 3133AMRV0 2.000%FR QC3200 6/1/2051 18,120,823.00 17,214,949.47
FI 3133ANKQ6 2.500%FR QC3903 7/1/2051 11,827,652.00 11,565,240.40
FI 3133APFA2 2.500%FR QC4661 7/1/2051 16,310,009.00 16,157,438.65
FI 3133KNAH6 2.000%FR RA6308 11/1/2051 50,000,000.00 49,810,529.50
FI 3135G0Q22 1.875%FANNIE MAE 9/24/2026 0.00 11,700,000.00
FI 3135G0S38 2.000%FANNIE MAE 1/5/2022 0.00 0.00
FI 3135G0ZR7 2.625%FANNIE MAE 9/6/2024 0.00 12,300,000.00
FI 313615ST4 7.000%FNMA POOL #50930 11/1/2023 73,710,719.00 33,850.17
FI 313615TC0 7.000%FNMA POOL #50947 12/1/2023 63,870,235.00 43,599.74
FI 31365EBR3 7.000%FNMA POOL # 125248 10/1/2023 61,910,000.00 12,027.87
FI 31368HDE0 8.000%FNMA POOL #190101 1/1/2023 50,210,571.00 109.46
FI 31371H6S2 7.500%FNMA POOL #252981 1/1/2030 25,000,000.00 49,167.00
FI 31371HTA6 6.500%FNMA POOL #252645 8/1/2029 30,236,127.00 56,959.12
FI 31371JRA4 8.000%FNMA POOL #253481 10/1/2030 10,000,000.00 11,737.80
FI 31371JRA4 8.000%FNMA POOL #253481 10/1/2030 50,000,000.00 58,689.00
FI 31371KUC3 6.500%FNMA POOL #254479 10/1/2032 29,607,729.00 145,807.41
FI 31371KVF5 5.500%FNMA POOL #254514 11/1/2032 38,582,390.00 255,502.62
FI 31371KWH0 5.500%FNMA POOL #254548 12/1/2032 30,500,000.00 408,703.06
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 31371KWH0 5.500%FNMA POOL #254548 12/1/2032 31,000,000.00 207,701.55
FI 31371LFW4 6.000%FNMA POOL #254981 11/1/2033 25,810,439.00 334,311.52
FI 31371LHD4 5.500%FNMA POOL #255028 1/1/2034 35,000,000.00 501,344.20
FI 31371LPP8 5.000%FNMA POOL #255230 6/1/2034 27,000,000.00 540,649.89
FI 31371NMW2 6.500%FNMA 10/20 POOL #256973 11/1/2037 9,506,188.00 46,742.31
FI 31371NMW2 6.500%FNMA 10/20 POOL #256973 11/1/2037 25,000,000.00 122,926.00
FI 31374GWE3 6.500%FNMA POOL #313945 1/1/2028 148,500,000.00 203,645.48
FI 31374TKM0 7.000%FNMA POOL #323500 1/1/2029 35,647,176.00 44,006.80
FI 31376KKS4 5.500%FNMA POOL #357705 2/1/2035 50,000,000.00 1,071,729.50
FI 3137BTUM1 3.347%FHMS K061 A2 11/25/2026 4,000,000.00 4,000,000.00
FI 31382GDS3 6.000%FNMA POOL #481713 2/1/2029 38,380,000.00 154,729.35
FI 31382NK68 6.500%FNMA POOL #487317 4/1/2029 23,816,154.00 88,101.19
FI 31384VLW0 7.000%FNMA POOL #535041 12/1/2029 19,925,000.00 30,805.64
FI 31384VN99 7.500%FNMA POOL #535116 1/1/2030 43,447,407.00 71,548.32
FI 31384WDH0 5.500%FNMA POOL #535704 12/1/2030 45,512,569.00 187,883.62
FI 31385JRT7 6.000%FNMA POOL #545998 11/1/2032 47,552,791.00 199,863.91
FI 31385JRT7 6.000%FNMA POOL #545998 11/1/2032 66,573,907.00 279,809.47
FI 31385XM87 4.500%FNMA POOL #555783 10/1/2033 28,000,000.00 552,944.00
FI 31386BUH5 7.500%FNMA POOL #558684 1/1/2031 20,001,360.00 122,706.54
FI 31386HMR9 7.500%FNMA POOL #563868 1/1/2031 20,000,000.00 5,113.00
FI 31387TVT8 6.500%FNMA POOL #593826 8/1/2029 20,590,640.00 41,912.66
FI 31389VKJ5 6.000%FNMA POOL #636697 5/1/2032 32,800,000.00 148,060.18
FI 3138A52G6 4.000%FNMA POOL #AH4374 2/1/2041 51,513,174.00 3,263,354.94
FI 3138A6SW1 4.500%FNMA POOL #AH5032 3/1/2041 40,000,000.00 1,793,634.00
FI 3138A7FZ6 4.500%FNMA POOL #AH5583 2/1/2041 36,000,000.00 2,130,253.92
FI 3138A7FZ6 4.500%FNMA POOL #AH5583 2/1/2041 59,500,000.00 3,520,836.34
FI 3138A7S58 4.500%FNMA POOL #AH5939 2/1/2041 34,000,000.00 2,711,069.22
FI 3138A82D7 4.500%FNMA POOL #AH7071 4/1/2041 11,485,838.00 2,042,465.81
FI 3138AEGG2 4.500%FNMA POOL #FN AI1098 7/1/2041 11,500,000.00 669,812.33
FI 3138AEGG2 4.500%FNMA POOL #FN AI1098 7/1/2041 12,400,000.00 722,232.42
FI 3138AKGQ6 4.000%FNMA POOL#AI5606 7/1/2041 40,051,465.00 2,857,105.30
FI 3138AMAQ8 4.500%FNMA POOL #AI7214 7/1/2041 12,000,000.00 661,732.68
FI 3138AMAQ8 4.500%FNMA POOL #AI7214 7/1/2041 32,500,000.00 1,792,192.68
FI 3138AMU45 4.500%FNMA POOL #AI7802 7/1/2041 48,000,000.00 4,147,619.52
FI 3138AMU45 4.500%FNMA POOL #AI7802 7/1/2041 68,000,000.00 5,875,794.32
FI 3138EGAR5 5.500%FNMA POOL #AL0015 5/1/2040 28,631,695.00 549,591.68
FI 3138EMNU1 2.500%FNMA DWARF POOL #AL4902 2/1/2029 30,000,000.00 5,385,572.70
FI 3138ER6B1 3.000%FNMA POOL #AL9865 2/1/2047 10,874,645.00 3,840,258.76
FI 3138ERA83 3.000%FNMA DWARF POOL #AL9030 8/1/2031 6,949,053.00 2,494,465.42
FI 3138ERCX6 3.000%FNMA POOL #AL9085 9/1/2046 2,808,000.00 1,457,389.51
FI 3138ERMB3 3.000%FNMA POOL #AL9353 10/1/2046 8,955,624.00 3,501,051.91
FI 3138ERYP9 4.000%FNMA POOL #AL9717 1/1/2047 18,475,000.00 4,537,062.23
FI 3138ESBT4 3.500%FNMA POOL #AL9949 2/1/2047 6,009,000.00 2,419,330.30
FI 3138W3QH9 3.000%FNMA POOL #AR5855 2/1/2043 4,349,000.00 1,310,122.99
FI 3138W6GA8 3.000%FNMA POOL #AR8292 5/1/2043 12,728,930.00 4,941,896.84
FI 3138WD6L0 3.000%FN AS4474 2/1/2045 150,000.00 28,140.71
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3138WDHJ3 3.000%FNMA DWARF POOL # AS3832 11/1/2029 21,335,808.00 3,592,847.02
FI 3138WDQV6 4.000%FN AS4067 12/1/2044 57,699,917.00 20,877,851.20
FI 3138WGHJ6 4.500%FN AS6532 1/1/2046 34,560,345.00 4,150,655.96
FI 3138WH5S7 3.000%FN AS8056 10/1/2046 100,000.00 27,881.69
FI 3138WH5S7 3.000%FN AS8056 10/1/2046 1,113,667.00 310,509.12
FI 3138WHBX9 4.500%FN AS7253 5/1/2046 19,210,161.00 3,337,117.13
FI 3138WHLW0 3.000%FNMA POOL #AS7540 7/1/2046 13,378,890.00 5,310,019.36
FI 3138WJDC9 3.000%FNMA DWARF POOL #AS8198 10/1/2031 40,638,124.00 12,935,980.46
FI 3138WJMB1 3.000%FNMA POOL #AS8453 12/1/2046 2,136,016.00 699,682.88
FI 3138WJNH7 3.000%FN AS8491 1/1/2047 18,437,191.00 9,838,289.03
FI 3138WJQ27 3.500%FNMA POOL #AS8572 12/1/2046 5,625,000.00 1,664,663.23
FI 3138WJUZ9 4.000%FNMA POOL #AS8699 1/1/2047 4,500,000.00 820,155.38
FI 3138WKR72 3.000%FNMA DWARF POOL #AS9509 4/1/2032 39,000,000.00 10,983,835.20
FI 3138WKRK3 4.000%FNMA POOL #AS9489 4/1/2047 4,000,000.00 853,399.80
FI 3138WQB84 2.500%FNMA DWARF POOL #AT2762 5/1/2028 8,001,512.00 1,419,071.91
FI 3138WRKW9 3.000%FNMA POOL #AT3908 7/1/2043 1,204,427.00 314,298.61
FI 3138WTYK6 2.500%FNMA DWARF POOL #AT6113 7/1/2028 11,327,178.00 2,840,393.87
FI 3138WVB83 3.000%FNMA POOL #AT7262 9/1/2043 1,869,732.00 614,586.61
FI 3138WVTB7 2.500%FNMA DWARF POOL #AT7745 6/1/2028 20,222,388.00 4,883,271.31
FI 3138WZJY9 2.500%FNMA DWARF POOL #AU0278 7/1/2028 17,999,763.00 3,713,453.35
FI 3138WZUR1 3.000%FNMA POOL #AU0591 8/1/2043 9,962,878.00 3,468,654.18
FI 3138X7A29 2.500%FNMA DWARF POOL #AU7224 9/1/2028 10,463,997.00 2,723,696.07
FI 3138X9CG2 2.500%FNMA DWARF POOL #AU9070 9/1/2028 14,329,590.00 3,111,032.52
FI 3138XDSK7 3.000%FNMA DWARF POOL #AV2321 12/1/2028 10,000,000.00 1,538,838.70
FI 3138Y9NP9 3.000%FNMA DWARF POOL #AX7597 1/1/2030 8,607,870.00 1,761,622.37
FI 3138Y9SL3 4.000%FNMA POOL# AX7722 2/1/2045 22,403,734.00 4,421,773.23
FI 3138YJMB9 3.000%FNMA DWARF POOL #AY4853 6/1/2030 22,775,842.00 4,672,999.45
FI 3138YLGW5 3.500%FNMA DWARF POOL #AY6512 3/1/2030 30,176,381.00 3,947,847.07
FI 3138YNDW4 4.000%FNMA POOL # AY8216 5/1/2045 24,015,573.00 2,673,934.24
FI 3138YTKK9 4.000%FNMA POOL #AZ2097 10/1/2045 4,168,320.00 1,579,501.16
FI 31390TK81 6.500%FNMA POOL #655619 8/1/2032 34,661,190.00 58,436.69
FI 31391TWW4 5.500%FNMA POOL #676661 1/1/2033 170,000,000.00 1,101,783.60
FI 31400BZD1 6.000%FNMA POOL #683040 2/1/2033 19,500,000.00 72,825.29
FI 31400ESK7 6.000%FNMA POOL #685522 10/1/2033 40,155,968.00 708,242.45
FI 31400RKT7 6.000%FNMA POOL #695206 3/1/2033 58,025,623.00 465,917.90
FI 31401HSY9 5.500%FNMA POOL #708935 6/1/2033 41,788,134.00 301,432.44
FI 31401HSY9 5.500%FNMA POOL #708935 6/1/2033 41,788,135.00 301,432.44
FI 31401JKD9 5.500%FNMA POOL #709592 5/1/2033 50,000,000.00 463,223.00
FI 31401PFQ2 5.500%FNMA POOL #713975 7/1/2033 40,457,126.00 434,421.34
FI 31402C4H2 5.500%FNMA POOL #725424 4/1/2034 24,312,671.00 302,398.81
FI 31402C4H2 5.500%FNMA POOL #725424 4/1/2034 47,944,700.00 1,192,663.72
FI 31402QPA3 5.000%FNMA POOL #734917 8/1/2033 25,029,231.00 1,060,064.52
FI 31402QY39 5.500%FNMA POOL #735230 2/1/2035 37,198,503.00 668,093.67
FI 31402RDG1 6.000%FNMA POOL #735503 4/1/2035 39,000,000.00 682,299.93
FI 31402RFT1 5.000%FNMA POOL #735578 6/1/2035 241,898,705.00 3,663,236.58
FI 31402VYJ3 6.000%FNMA POOL #739713 10/1/2033 16,535,302.00 154,330.42
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 31402WLX4 5.500%FNMA POOL #740242 9/1/2033 50,000,000.00 805,143.00
FI 31402YGQ1 4.500%FNMA POOL #741907 10/1/2033 22,581,037.00 1,152,559.39
FI 31403DDX4 5.500%FNMA POOL #745418 4/1/2036 31,672,598.00 460,771.37
FI 31403DQF9 5.000%FNMA POOL #745754 9/1/2034 21,916,714.00 847,564.70
FI 31403K5T6 6.000%FNMA POOL #751558 11/1/2033 11,629,323.00 67,024.21
FI 31404NE77 4.500%FNMA POOL #773358 5/1/2034 17,228,471.00 189,445.82
FI 31404NMV5 4.500%FNMA POOL #773572 5/1/2034 15,000,000.00 75,871.35
FI 31405AUQ4 4.500%FNMA POOL #783691 6/1/2034 15,800,000.00 208,578.01
FI 31405KCS8 5.500%FNMA POOL #791281 9/1/2034 29,793,659.00 281,340.33
FI 31405KGL9 5.500%FNMA POOL #791403 10/1/2034 10,223,761.00 282,019.48
FI 31405PH94 5.500%FNMA POOL #795056 10/1/2034 20,044,725.00 559,604.62
FI 31406HAA5 5.500%FNMA POOL #810101 3/1/2035 25,036,300.00 54,631.21
FI 31407DZH1 5.500%FNMA POOL #827944 5/1/2035 48,050,016.00 623,441.75
FI 31407JZG0 5.000%FNMA POOL #832443 9/1/2035 55,022,087.00 785,903.03
FI 31407MHZ1 5.000%FNMA POOL #834648 8/1/2035 29,198,292.00 889,144.93
FI 31407TGD6 5.000%FN 839996 9/1/2035 1,287,792.00 20,253.81
FI 31407WH89 5.000%FNMA POOL #842755 10/1/2035 54,114,643.00 762,129.53
FI 31407XZT1 5.500%FNMA POOL #844154 11/1/2035 21,655,768.00 649,486.37
FI 31407YPX1 5.500%FNMA POOL #844738 12/1/2035 37,769,270.00 399,754.11
FI 3140EVQE0 4.000%FNMA POOL #BC1352 3/1/2046 8,165,000.00 1,762,762.43
FI 3140EVVB0 3.000%FNMA POOL #BC1509 8/1/2046 4,922,000.00 2,000,385.31
FI 3140F25G1 3.000%FNMA POOL #BC7146 7/1/2046 21,758,545.00 5,651,113.64
FI 3140F4CQ7 3.000%FN BC8178 8/1/2046 87,161.00 19,142.41
FI 3140F4TC0 4.000%FNMA POOL #BC8646 6/1/2046 16,048,355.00 3,537,058.57
FI 3140F4VS2 4.000%FNMA POOL #BC8724 6/1/2046 13,772,250.00 3,603,314.75
FI 3140F5CV3 3.000%FN BC9083 12/1/2046 6,000,000.00 2,099,242.92
FI 3140F8JK4 3.000%FN BD1165 10/1/2046 283,854.00 109,265.65
FI 3140F8YE1 3.000%FN BD1608 7/1/2046 208,253.00 46,852.32
FI 3140F8YF8 3.000%FNMA POOL #BD1609 7/1/2046 2,445,741.00 541,106.87
FI 3140F9JE6 3.000%FNMA POOL #BD2060 6/1/2046 7,552,063.00 1,769,201.79
FI 3140FCS74 4.500%FNMA POOL #BD5041 2/1/2047 4,700,000.00 874,916.99
FI 3140FCS74 4.500%FNMA POOL #BD5041 2/1/2047 12,000,000.00 2,233,830.60
FI 3140FEDR2 3.000%FNMA DWARF POOL #BD6411 9/1/2031 5,318,229.00 1,217,728.88
FI 3140FEFX7 3.000%FNMA POOL #BD6481 9/1/2046 4,772,305.00 1,510,278.29
FI 3140FG4H9 3.000%FNMA DWARF POOL #BD8923 10/1/2031 18,488,379.00 5,393,818.18
FI 3140FKNP1 3.000%FN BE0397 9/1/2046 84,516.00 34,001.82
FI 3140FLWN4 4.000%FNMA POOL #BE1552 3/1/2047 14,587,988.00 3,941,962.91
FI 3140FNGH1 3.000%FNMA DWARF POOL #BE2899 11/1/2031 14,585,556.00 4,232,776.48
FI 3140FQEB9 3.000%FNMA POOL #BE4629 12/1/2046 2,489,156.00 616,091.05
FI 3140FTJF9 3.000%FNMA POOL #BE7461 1/1/2047 10,944,792.00 4,142,822.56
FI 3140FUZA9 3.000%FNMA POOL #BE8836 3/1/2047 5,500,000.00 2,177,890.61
FI 3140FXGY2 3.500%Fannie Mae 2/1/2052 50,000,000.00 27,156,891.00
FI 3140FXRW4 3.000%Fannie Mae 12/1/2054 42,000,000.00 35,694,346.80
FI 3140GPSV1 4.500%FNMA POOL #BH1431 4/1/2047 2,679,923.00 979,529.92
FI 3140GQRK4 3.500%FNMA POOL #BH2289 9/1/2047 10,804,688.00 3,622,942.62
FI 3140GQYF7 5.000%FN BH2509 6/1/2047 154,386.00 38,872.67
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3140GTEU0 5.000%FN BH4646 5/1/2047 180,951.00 3,913.88
FI 3140GTYY0 5.000%FN BH5226 8/1/2047 114,371.00 43,926.14
FI 3140GXAV3 3.500%FNMA POOL #BH8119 10/1/2047 3,226,662.00 1,148,306.54
FI 3140GXXD8 3.000%FN BH8775 9/1/2047 180,500.00 4,060.45
FI 3140GXZH7 3.000%FNMA POOL #BH8843 10/1/2047 2,260,688.00 651,942.59
FI 3140GY2W8 3.000%FN BH9788 2/1/2048 857,020.00 436,885.77
FI 3140GY3Q0 3.000%FNMA POOL #BH9806 10/1/2047 2,259,952.00 1,025,380.86
FI 3140GYKB4 4.000%FN BH9289 2/1/2048 10,627,000.00 6,244,200.23
FI 3140H1BC3 5.000%FN BJ0034 11/1/2047 143,190.00 41,203.73
FI 3140H1DJ6 3.500%FNMA POOL #BJ0104 10/1/2047 5,000,000.00 1,292,021.60
FI 3140H3P59 3.000%FN BJ2243 11/1/2047 66,500.00 19,364.91
FI 3140H3QL3 3.000%FNMA POOL #BJ2258 12/1/2047 6,703,277.00 1,942,778.60
FI 3140H5HD6 3.000%FNMA POOL #BJ3827 1/1/2048 18,273,364.00 5,960,712.68
FI 3140H5KV2 3.000%FNMA POOL #BJ3907 1/1/2048 2,121,442.00 1,126,712.04
FI 3140H6G60 3.000%FNMA POOL #BJ4720 1/1/2048 3,491,717.00 2,192,995.87
FI 3140H7G92 4.500%FN BJ5623 1/1/2048 61,003.00 24,310.34
FI 3140H7T98 4.500%FN BJ5975 5/1/2048 1,278,543.00 302,508.50
FI 3140HAPZ7 4.000%FNMA POOL #BJ8539 2/1/2048 4,569,595.00 476,458.42
FI 3140HAQA1 4.000%FNMA POOL #BJ8548 2/1/2048 4,731,075.00 434,960.27
FI 3140HBKS6 4.000%FN BJ9304 3/1/2048 9,446,205.00 456,984.44
FI 3140HDHJ6 3.500%FN BK0232 3/1/2048 12,703,193.00 5,257,050.52
FI 3140HECV2 5.000%FN BK0983 2/1/2048 212,325.00 45,616.38
FI 3140HEH21 4.000%FN BK1148 4/1/2048 6,120,254.00 1,437,120.71
FI 3140HEJH6 5.000%FN BK1163 6/1/2048 114,283.00 31,275.02
FI 3140HFG94 5.000%FN BK2023 4/1/2048 362,179.00 63,272.63
FI 3140HGUH8 4.500%FN BK3283 4/1/2048 7,798,410.00 1,699,604.58
FI 3140HJJP7 5.000%FN BK4769 8/1/2048 8,000,000.00 2,010,645.92
FI 3140HJL90 5.000%FN BK4851 5/1/2048 1,112,282.00 147,344.89
FI 3140HJV73 4.500%FN BK5137 5/1/2048 43,212.00 13,758.19
FI 3140HJYH8 5.000%FN BK5211 8/1/2048 207,392.00 22,353.04
FI 3140HKLH9 5.000%FN BK5727 5/1/2048 1,010,170.00 294,947.82
FI 3140HL3C8 5.000%FN BK7094 6/1/2048 417,800.00 99,057.69
FI 3140HL3Y0 5.000%FN BK7114 7/1/2048 441,050.00 108,804.66
FI 3140HL6K7 5.000%FN BK7173 6/1/2048 626,524.00 328,231.54
FI 3140HMN26 4.000%FN BK7608 9/1/2048 10,188,850.00 1,731,412.17
FI 3140HMPA6 5.000%FN BK7616 9/1/2048 4,900,000.00 1,169,413.81
FI 3140HN4D1 5.000%FN BK8919 7/1/2048 138,021.00 5,678.14
FI 3140HN4H2 4.500%FN BK8923 8/1/2048 6,130,276.00 805,681.45
FI 3140HNVV1 5.000%FN BK8727 10/1/2048 483,356.00 52,280.27
FI 3140HNYG1 4.000%FN BK8810 8/1/2048 12,657,036.00 1,929,100.75
FI 3140HNYN6 5.000%FN BK8816 8/1/2048 87,044.00 17,671.81
FI 3140HP4C8 5.000%FN BK9818 9/1/2048 133,085.00 21,770.89
FI 3140J6DM6 4.000%FN BM1907 11/1/2046 48,243,738.00 23,705,794.74
FI 3140J6FA0 3.500%FN BM1960 10/1/2047 29,585,000.00 15,112,616.50
FI 3140J6FA0 3.500%FN BM1960 10/1/2047 39,465,000.00 20,159,520.38
FI 3140J6GN1 4.500%FNMA POOL #BM2004 1/1/2048 6,629,527.00 1,505,735.89
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3140J8ZE6 3.000%FN BM4340 3/1/2047 5,400,000.00 1,910,487.87
FI 3140J9ES6 5.000%FN BM4644 9/1/2048 352,041.00 71,454.34
FI 3140J9SN2 3.000%FN BM5024 11/1/2048 4,022,982.00 1,215,780.76
FI 3140J9SN2 3.000%FN BM5024 11/1/2048 4,822,369.00 1,457,362.59
FI 3140JAE20 3.000%FN BM5552 2/1/2047 1,006,736.00 357,197.25
FI 3140JG6L4 4.000%FN BN0874 11/1/2048 21,254,317.00 3,017,218.21
FI 3140JG6P5 4.500%FN BN0877 11/1/2048 3,153,017.00 416,537.79
FI 3140JGVW2 5.000%FN BN0628 9/1/2048 45,932.00 9,391.98
FI 3140JHBF9 4.500%FN BN0937 12/1/2048 668,554.00 96,840.38
FI 3140JHFH1 4.500%FN BN1067 11/1/2048 560,353.00 70,998.14
FI 3140JJGJ2 4.500%FN BN2000 12/1/2048 2,064,424.00 493,863.65
FI 3140JKVB9 4.500%FN BN3309 12/1/2048 1,124,763.00 191,580.29
FI 3140JKZ25 4.000%FN BN3460 2/1/2049 10,008,182.00 579,031.38
FI 3140JL2P8 3.500%FN BN4381 3/1/2049 101,786.00 7,630.65
FI 3140JL2X1 4.000%FN BN4389 3/1/2049 264,680.00 74,315.69
FI 3140JL2X1 4.000%FN BN4389 3/1/2049 636,079.00 178,595.46
FI 3140JL2X1 4.000%FN BN4389 3/1/2049 1,006,188.00 282,513.04
FI 3140JLME1 4.000%FN BN3956 1/1/2049 1,174,143.00 1,308,534.48
FI 3140JLME1 4.000%FN BN3956 1/1/2049 21,176,545.00 2,950,049.42
FI 3140JLYF5 4.500%FN BN4309 1/1/2049 6,478,491.01 881,987.21
FI 3140JWQR4 3.500%FN BO2263 10/1/2049 30,000,000.00 9,648,531.60
FI 3140KXQS8 2.500%FN BR0464 4/1/2051 8,579,188.00 8,005,669.37
FI 3140L0A23 2.000%FN BR1824 1/1/2051 4,995,632.00 4,649,584.07
FI 3140L5FJ0 2.500%FN BR6468 3/1/2051 23,070,564.00 20,279,910.28
FI 3140L6RW6 2.500%FN BR7700 4/1/2051 4,304,361.00 3,889,498.08
FI 3140L8K82 2.000%FN BR9318 5/1/2051 19,732,457.00 19,066,678.57
FI 3140L8U65 2.500%FN BR9604 5/1/2051 13,167,573.00 11,861,795.09
FI 3140L9CX4 2.500%FN BR9985 5/1/2051 20,216,637.00 18,947,497.38
FI 3140LWDZ7 2.500%FN BT7319 9/1/2051 38,401,190.00 37,957,375.54
FI 3140Q75V5 3.500%FNMA POOL #CA0859 12/1/2047 9,000,000.00 2,522,908.26
FI 3140Q7E37 5.000%FN CA0153 8/1/2047 117,505.00 21,925.02
FI 3140Q7E37 5.000%FN CA0153 8/1/2047 367,203.00 68,515.66
FI 3140Q7VN4 4.000%FNMA POOL #CA0620 10/1/2047 4,500,000.00 1,140,346.89
FI 3140Q7VN4 4.000%FNMA POOL #CA0620 10/1/2047 8,000,000.00 2,027,283.36
FI 3140Q8AT2 3.500%FNMA POOL #CA0917 12/1/2047 6,300,000.00 2,354,926.77
FI 3140Q8E43 3.500%FNMA POOL #CA1054 1/1/2048 25,000,000.00 6,602,015.00
FI 3140Q8EY7 3.000%FN CA1050 1/1/2048 344,981.00 94,249.25
FI 3140Q8EY7 3.000%FN CA1050 1/1/2048 5,019,821.00 1,371,421.47
FI 3140Q8QC2 3.000%FNMA POOL #CA1350 2/1/2048 2,764,704.00 1,954,172.60
FI 3140Q92P7 4.000%FN CA2581 11/1/2048 10,927,374.00 5,724,094.85
FI 3140Q95P4 5.000%FN CA2653 8/1/2048 127,156.00 23,569.72
FI 3140Q9SE4 4.000%FN CA2316 7/1/2048 4,947,287.00 748,210.72
FI 3140Q9SF1 5.000%FN CA2317 6/1/2048 399,655.00 75,845.66
FI 3140Q9TJ2 5.000%FN CA2352 9/1/2048 100,000.00 24,403.32
FI 3140Q9WN9 3.500%FN CA2452 9/1/2048 4,966,796.00 640,484.49
FI 3140QA2T6 4.000%FN CA3485 5/1/2049 50,000,000.00 25,019,183.50
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3140QADH0 4.500%FN CA2803 12/1/2048 35,000,000.00 4,754,452.50
FI 3140QAHW3 4.000%FN CA2944 1/1/2049 14,000,000.00 1,942,355.66
FI 3140QASA9 4.000%FN CA3212 3/1/2049 2,102,619.00 243,651.78
FI 3140QB2E7 4.500%FN CA4372 10/1/2049 50,000,000.00 17,587,496.50
FI 3140QBCY2 4.500%FN CA3686 6/1/2049 3,601,709.00 587,807.05
FI 3140QBVQ8 3.500%FN CA4222 8/1/2048 10,000,000.00 5,637,765.70
FI 3140QCBG0 3.500%FN CA4538 11/1/2049 30,000,000.00 10,825,851.90
FI 3140QDRM8 2.000%FN CA5891 5/1/2050 4,189,683.00 3,897,292.52
FI 3140QHK79 3.500%FN CA9317 2/1/2051 19,270,122.00 17,501,084.53
FI 3140QKF78 3.000%FN CB0189 4/1/2051 50,000,000.00 45,423,532.00
FI 3140QKGC6 3.000%FN CB0194 4/1/2051 50,000,000.00 46,152,497.00
FI 3140QKNP9 3.000%FN CB0397 5/1/2051 50,000,000.00 44,418,387.00
FI 3140QLHH2 2.500%FN CB1131 7/1/2051 31,391,769.00 30,503,071.79
FI 3140QLM60 2.500%FN CB1280 8/1/2051 30,000,000.00 29,090,387.70
FI 3140X3A32 3.000%FN FM0025 11/1/2049 19,619,906.00 14,717,384.34
FI 3140X3A99 3.500%FN FM0031 1/1/2048 105,197,365.00 69,218,224.04
FI 3140X3AP3 4.000%FN FM0013 3/1/2046 17,920,638.00 11,942,291.12
FI 3140X3AR9 4.000%FN FM0015 2/1/2045 20,756,938.00 12,169,265.32
FI 3140X45E2 3.500%FN FM1744 5/1/2044 31,789,493.00 21,432,073.41
FI 3140X45G7 3.500%FN FM1746 1/1/2045 21,928,369.00 13,470,525.15
FI 3140X47C4 3.000%FN FM1790 11/1/2049 10,000,000.00 6,855,275.20
FI 3140X4NX0 4.000%FN FM1305 7/1/2043 14,775,958.00 8,804,107.11
FI 3140X4PE0 4.000%FN FM1320 8/1/2047 38,877,582.00 21,512,029.81
FI 3140X4UJ3 3.500%FN FM1484 9/1/2049 24,715,541.00 8,760,890.14
FI 3140X4WJ1 4.000%FN FM1548 6/1/2049 5,000,000.00 2,332,741.30
FI 3140X5CZ4 3.500%FN FM1887 6/1/2047 13,094,680.00 8,006,455.31
FI 3140X5E66 4.000%FN FM1956 9/1/2049 21,522,096.00 13,450,528.53
FI 3140X5QH9 4.500%FN FM2255 2/1/2046 14,055,428.00 8,422,622.88
FI 3140X6BM2 3.000%FANNIE MAE 2/1/2034 28,500,000.00 12,311,089.71
FI 3140X73F4 2.000%FN FM4397 9/1/2050 19,014,583.00 16,995,712.88
FI 3140X7EZ8 3.000%FN FM3751 8/1/2043 20,000,000.00 14,881,489.40
FI 3140X7EZ8 3.000%FN FM3751 8/1/2043 25,000,000.00 18,601,861.75
FI 3140X83D7 3.500%FN FM5295 4/1/2048 14,211,426.00 10,551,218.52
FI 3140X93S2 2.500%FN FM6208 11/1/2050 17,812,485.00 15,762,639.54
FI 3140X93T0 2.500%FN FM6209 11/1/2050 28,083,032.00 22,451,152.08
FI 3140X94E2 2.000%FN FM6220 3/1/2051 23,297,687.00 21,246,974.50
FI 3140X9Q24 2.500%FN FM5872 2/1/2051 21,129,802.00 18,500,689.20
FI 3140X9Q24 2.500%FN FM5872 2/1/2051 40,000,000.00 35,022,929.60
FI 3140X9VS1 2.500%FN FM6024 2/1/2051 10,000,000.00 7,944,637.90
FI 3140X9VS1 2.500%FN FM6024 2/1/2051 30,000,000.00 23,833,913.70
FI 3140X9VS1 2.500%FN FM6024 2/1/2051 35,975,001.00 28,580,835.64
FI 3140XA2B7 2.500%FN FM7069 5/1/2051 35,000,000.00 31,200,740.55
FI 3140XA2M3 2.000%FN FM7079 4/1/2051 5,923,684.00 5,613,230.71
FI 3140XABJ0 3.500%FN FM6340 5/1/2047 12,485,090.00 9,562,261.76
FI 3140XAGJ5 2.500%FN FM6500 3/1/2051 33,395,367.00 28,470,269.70
FI 3140XAGK2 2.500%FN FM6501 3/1/2051 15,363,951.00 12,528,962.96
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
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CouponCusip Maturity Original Face ParInvestment Description FI 3140XAHK1 2.500%FN FM6533 4/1/2051 25,878,113.00 22,939,989.43
FI 3140XAJK9 2.500%FN FM6565 3/1/2051 75,481,456.00 69,315,538.14
FI 3140XALG5 2.500%FN FM6626 4/1/2051 23,750,078.00 21,824,460.15
FI 3140XAQ54 2.000%FN FM6775 4/1/2051 16,375,392.00 14,722,009.77
FI 3140XASK9 2.000%FN FM6821 4/1/2051 25,989,631.00 23,906,684.23
FI 3140XAY89 2.000%FN FM7034 5/1/2051 30,548,149.00 29,098,874.25
FI 3140XBEU0 3.000%FN FM7346 5/1/2051 19,400,046.00 17,031,055.36
FI 3140XBK33 2.000%FN FM7513 6/1/2051 15,121,746.00 14,592,552.79
FI 3140XBLB4 2.000%FN FM7521 5/1/2051 26,250,209.00 25,267,588.34
FI 3140XBTE0 2.000%FN FM7748 6/1/2051 72,272,087.00 69,121,996.79
FI 3140XCBS6 2.000%FN FM8148 7/1/2051 46,217,019.00 45,059,933.87
FI 3140XCBT4 2.000%FN FM8149 6/1/2051 20,290,408.00 19,500,636.54
FI 3140XCBU1 2.000%FN FM8150 7/1/2051 25,000,000.00 24,344,194.00
FI 3140XCBV9 2.000%FN FM8151 7/1/2051 31,687,024.00 30,755,797.50
FI 3140XCLP1 2.000%FN FM8433 8/1/2051 35,012,836.00 33,689,708.63
FI 3140XCMC9 2.000%FN FM8454 6/1/2051 25,540,134.00 24,858,345.49
FI 3140XDRT5 2.000%FN FM9497 11/1/2051 15,000,000.00 14,953,055.55
FI 3140XDS49 2.000%FN FM9538 11/1/2051 20,000,000.00 19,921,510.60
FI 3140XDT22 2.000%FN FM9568 11/1/2051 15,000,000.00 14,942,583.45
FI 31410FVW2 5.500%FNMA POOL #888129 2/1/2037 24,839,056.00 294,446.39
FI 31410G3A9 5.500%FNMA POOL #889193 2/1/2035 112,105,433.00 3,616,221.95
FI 31410KJ39 5.000%FNMA POOL #889582 12/1/2036 55,000,000.00 1,262,037.70
FI 31410LFE7 5.500%FNMA POOL #890365 7/1/2041 58,049,253.00 1,513,504.82
FI 31414AU67 5.000%FNMA POOL #960605 8/1/2037 159,000,000.00 4,264,025.43
FI 31414LW38 5.500%FNMA POOL #969666 2/1/2038 38,825,672.00 362,278.07
FI 31416XHZ6 3.000%FNMA DWARF POOL #AB2047 1/1/2026 25,800,000.00 1,547,848.55
FI 31416XQ52 4.500%FNMA POOL #AB2275 2/1/2041 60,000,000.00 7,957,368.00
FI 31416XVU1 4.500%FNMA POOL #AB2426 3/1/2041 12,694,705.00 771,828.04
FI 31417A7G8 3.500%FNMA DWARF POOL #AB4494 2/1/2027 16,288,799.00 1,523,874.16
FI 31417AXP9 3.500%FNMA DWARF POOL #AB4285 1/1/2027 25,535,529.00 1,629,807.95
FI 31417DU68 3.000%FNMA POOL #AB6904 11/1/2042 3,061,382.00 983,084.89
FI 31417FU30 3.000%FNMA POOL #AB8701 3/1/2043 2,785,081.00 897,285.78
FI 31417G2L9 2.500%FNMA DWARF POOL #AB9778 7/1/2028 16,612,332.00 3,180,905.08
FI 31417GAS5 3.000%FNMA POOL #AB9016 4/1/2043 2,555,000.00 846,961.93
FI 31417YUH8 4.000%FNMA POOL #MA0583 12/1/2040 72,000,000.00 4,244,731.20
FI 31418C3D4 4.000%FN MA3495 10/1/2048 5,019,403.00 724,522.81
FI 31418C3D4 4.000%FN MA3495 10/1/2048 10,187,062.00 1,470,445.56
FI 31418C3K8 5.000%FN MA3501 10/1/2048 62,865.00 11,503.55
FI 31418C5Z3 4.000%FN MA3563 1/1/2049 20,748,199.00 2,624,005.22
FI 31418C6A7 4.500%FN MA3564 1/1/2049 2,287,236.00 302,853.97
FI 31418C7F5 4.500%FN MA3593 2/1/2049 1,120,380.00 158,514.06
FI 31418C7F5 4.500%FN MA3593 2/1/2049 2,252,667.00 318,712.76
FI 31418C7F5 4.500%FN MA3593 2/1/2049 12,655,282.00 1,790,499.80
FI 31418C7F5 4.500%FN MA3593 2/1/2049 18,279,851.00 2,586,277.37
FI 31418CEF7 3.000%FNMA POOL #MA2833 12/1/2046 2,675,000.00 836,971.90
FI 31418CFD1 3.000%FNMA POOL #MA2863 1/1/2047 2,696,000.00 883,700.76
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 18 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 31418CGD0 3.000%FNMA POOL #MA2895 2/1/2047 6,305,000.00 2,204,130.34
FI 31418CJA3 3.000%FNMA POOL #MA2956 4/1/2047 11,454,399.00 4,429,406.70
FI 31418CKV5 3.000%FNMA POOL #MA3007 4/1/2047 3,397,792.00 1,321,151.27
FI 31418CL77 3.000%FN MA3049 6/1/2047 11,337,638.00 4,410,968.27
FI 31418CL77 3.000%FN MA3049 6/1/2047 17,006,457.00 6,616,452.40
FI 31418CNY6 3.000%FNMA POOL #MA3106 8/1/2047 6,934,951.00 2,078,635.06
FI 31418CP57 3.000%FN MA3143 9/1/2047 405,378.00 117,402.91
FI 31418CP99 3.000%FN MA3147 10/1/2047 6,077,478.00 1,596,077.79
FI 31418CPG3 4.500%FNMA POOL #MA3122 9/1/2047 4,000,000.00 858,999.52
FI 31418CRC0 3.500%FNMA POOL #MA3182 11/1/2047 5,000,000.00 1,141,373.40
FI 31418CRC0 3.500%FNMA POOL #MA3182 11/1/2047 10,175,784.00 2,322,873.84
FI 31418CS39 3.000%FN MA3237 1/1/2048 160,635.00 43,554.50
FI 31418CS54 4.000%FNMA POOL #MA3239 1/1/2048 3,000,000.00 708,337.59
FI 31418CSA3 4.500%FN MA3212 12/1/2047 4,166,980.00 998,652.51
FI 31418CT95 3.000%FN MA3275 2/1/2048 2,209,977.00 611,933.92
FI 31418CU36 5.000%FN MA3301 2/1/2048 205,137.00 38,052.60
FI 31418CU77 3.500%FNMA POOL #MA3305 3/1/2048 17,650,955.00 4,107,480.49
FI 31418CU93 4.500%FN MA3307 3/1/2048 3,813,595.00 890,736.12
FI 31418CUA0 3.500%FNMA POOL #MA3276 2/1/2048 5,000,000.00 1,123,885.30
FI 31418CUC6 4.500%FN MA3278 2/1/2048 10,500,000.00 2,485,785.33
FI 31418CV27 3.500%FN MA3332 4/1/2048 5,261,538.00 1,196,006.67
FI 31418CV27 3.500%FN MA3332 4/1/2048 10,458,105.00 2,377,244.71
FI 31418CV43 4.500%FN MA3334 4/1/2048 5,176,821.00 1,065,937.21
FI 31418CXC3 5.000%FN MA3374 5/1/2048 230,391.00 36,466.23
FI 31418CXF6 3.000%FN MA3377 5/1/2048 100,000.00 29,229.88
FI 31418CYU2 5.000%FN MA3422 7/1/2048 207,481.00 40,022.93
FI 31418CYU2 5.000%FN MA3422 7/1/2048 292,962.00 56,512.15
FI 31418CYU2 5.000%FN MA3422 7/1/2048 398,372.00 76,845.66
FI 31418CYU2 5.000%FN MA3422 7/1/2048 528,007.00 101,852.15
FI 31418CYU2 5.000%FN MA3422 7/1/2048 726,501.00 140,141.50
FI 31418CYU2 5.000%FN MA3422 7/1/2048 786,708.00 151,755.38
FI 31418CYU2 5.000%FN MA3422 7/1/2048 841,290.00 162,284.21
FI 31418CYU2 5.000%FN MA3422 7/1/2048 858,311.00 165,567.55
FI 31418CYU2 5.000%FN MA3422 7/1/2048 874,043.00 168,602.24
FI 31418CYU2 5.000%FN MA3422 7/1/2048 905,126.00 174,598.13
FI 31418CYU2 5.000%FN MA3422 7/1/2048 953,079.00 183,848.22
FI 31418CYU2 5.000%FN MA3422 7/1/2048 1,024,097.00 197,547.54
FI 31418CYU2 5.000%FN MA3422 7/1/2048 4,189,496.00 808,150.64
FI 31418CZH0 4.000%FN MA3443 8/1/2048 5,311,217.00 756,211.02
FI 31418CZH0 4.000%FN MA3443 8/1/2048 6,373,461.00 907,453.31
FI 31418CZJ6 4.500%FN MA3444 8/1/2048 1,354,394.00 231,654.30
FI 31418CZN7 5.000%FN MA3448 8/1/2048 2,092,491.00 418,356.33
FI 31418DAR3 4.000%FN MA3615 3/1/2049 408,866.00 55,266.40
FI 31418DAR3 4.000%FN MA3615 3/1/2049 555,778.00 75,124.50
FI 31418DAR3 4.000%FN MA3615 3/1/2049 1,111,555.00 150,248.86
FI 31418DAS1 4.500%FN MA3616 3/1/2049 321,402.00 53,226.22
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 19 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 31418DAS1 4.500%FN MA3616 3/1/2049 642,805.00 106,452.60
FI 31418DAS1 4.500%FN MA3616 3/1/2049 857,073.00 141,936.74
FI 31418DAS1 4.500%FN MA3616 3/1/2049 3,214,023.00 532,262.65
FI 31418DAS1 4.500%FN MA3616 3/1/2049 8,570,728.00 1,419,367.07
FI 31418DAS1 4.500%FN MA3616 3/1/2049 10,713,410.00 1,774,208.83
FI 31418PSV8 4.000%FNMA DWARF POOL #AD2331 3/1/2025 19,000,000.00 345,347.99
FI 31419ANJ2 5.500%FNMA POOL #AE0392 12/1/2039 63,384,919.00 1,372,644.79
FI 31419ATE7 4.500%FNMA POOL #AE0548 11/1/2040 62,500,000.00 4,119,198.75
FI 31419BBT1 4.000%FNMA POOL #AE0949 2/1/2041 50,958,872.00 4,420,461.49
FI 31419BBT1 4.000%FNMA POOL #AE0949 2/1/2041 58,427,181.00 5,068,304.96
FI 31419KWK7 4.000%FNMA POOL #AE8749 12/1/2040 36,000,000.00 5,248,370.52
FI 31419LC76 4.000%FNMA POOL #AE9093 12/1/2040 53,116,775.00 3,479,264.03
FI 31419LXK4 4.000%FNMA POOL #AE9681 12/1/2040 74,807,795.00 10,814,956.94
FI 31419LZY2 4.000%FNMA POOL #AE9758 12/1/2040 45,000,000.00 4,017,402.00
FI 31428XAW6 5.100%FEDEX CORP 1/15/2044 0.00 6,500,000.00
FI 31428XBB1 4.100%FEDEX CORP 2/1/2045 0.00 6,040,000.00
FI 31620MBR6 1.150%FIDELITY NATL INFO SERV 3/1/2026 0.00 5,000,000.00
FI 31620MBS4 1.650%FIDELITY NATL INFO SERV 3/1/2028 0.00 5,000,000.00
FI 31620MBT2 2.250%FIDELITY NATL INFO SERV 3/1/2031 0.00 5,000,000.00
FI 31620MBU9 3.100%FIDELITY NATL INFO SERV 3/1/2041 0.00 5,000,000.00
FI 31677AAB0 3.850%FIFTH THIRD BANK 3/15/2026 0.00 21,431,000.00
FI 337738AT5 3.200%FISERV INC 7/1/2026 0.00 6,000,000.00
FI 337738AU2 3.500%FISERV INC 7/1/2029 0.00 10,000,000.00
FI 337738AV0 4.400%FISERV INC 7/1/2049 0.00 5,000,000.00
FI 337738BB3 2.250%FISERV INC 6/1/2027 0.00 5,000,000.00
FI 337738BC1 2.650%FISERV INC 6/1/2030 0.00 5,000,000.00
FI 341081FF9 4.125%FLORIDA POWER & LIGHT 2/1/2042 0.00 7,000,000.00
FI 343498AC5 2.400%FLOWERS FOODS INC 3/15/2031 0.00 11,525,000.00
FI 34964CAC0 4.000%FORTUNE BRANDS HOME & SE 9/21/2023 0.00 5,000,000.00
FI 36178WDR7 3.500%GNMA POOL #AB9112 10/15/2042 52,827,868.00 7,461,879.30
FI 36179NF78 3.500%GN2 POOL #MA1090 6/20/2043 55,143,760.00 9,659,018.50
FI 36179NJA7 3.500%GN2 POOL #MA1157 7/20/2043 25,000,000.00 4,284,256.50
FI 36179NJA7 3.500%GN2 POOL #MA1157 7/20/2043 55,000,000.00 9,425,364.30
FI 36179NLE6 4.000%GN2 POOL #MA1225 8/20/2043 3,776,711.00 389,174.89
FI 36179QBG5 4.000%GN2 POOL #MA1839 4/20/2044 4,339,510.00 460,093.60
FI 36179QBG5 4.000%GN2 POOL #MA1839 4/20/2044 7,085,768.00 751,263.73
FI 36179QBH3 4.500%GN2 POOL #MA1840 4/20/2044 26,500,000.00 3,247,344.72
FI 36179QD24 4.500%GN2 POOL #MA1921 5/20/2044 49,004,030.00 5,622,186.79
FI 36179QDZ1 4.000%GN2 POOL #MA1920 5/20/2044 51,557,374.00 5,233,323.00
FI 36179QJT9 4.000%GN2 POOL #MA2074 7/20/2044 6,674,059.00 730,115.09
FI 36179QJU6 4.500%GN2 POOL #MA2075 7/20/2044 10,345,082.00 1,181,750.06
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 6,477,708.00 733,240.01
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 10,040,447.00 2,273,043.94
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 49,449,891.00 5,597,448.76
FI 36179QR29 4.500%G2N POOL #MA2305 10/20/2044 46,124,181.00 5,008,544.56
FI 36192PAJ5 2.773%GSMS 2012-GCJ9 A3 11/10/2045 950,000.00 922,342.65
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 20 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 36202C7L1 6.000%GN2 POOL #2699 1/20/2029 2,180,000.00 9,791.14
FI 36202C7L1 6.000%GN2 POOL #2699 1/20/2029 50,000,000.00 224,567.50
FI 36202D5D9 5.500%GN2 POOL #3544 4/20/2034 25,000,000.00 642,967.75
FI 36202DYL9 5.500%GN2 POOL #3415 7/20/2033 35,720,309.00 722,962.62
FI 36202DZX2 5.000%GN2 POOL #3458 10/20/2033 45,000,000.00 1,203,008.40
FI 36203C3N0 6.500%GNMA POOL #345605 3/15/2024 15,300,000.00 32,873.89
FI 36203CLU4 6.500%GNMA POOL #345139 12/15/2023 10,200,000.00 16,147.01
FI 36203DG61 6.500%GNMA POOL #345921 1/15/2024 32,058,291.00 26,567.67
FI 36203DK25 6.500%GNMA POOL #346013 1/1/2024 33,003,368.00 31,203.36
FI 36203DKB5 6.500%GNMA POOL #345990 12/15/2023 18,431,530.00 13,106.11
FI 36203EC48 7.500%GNMA POOL #346691 8/15/2023 10,412,739.00 6,038.66
FI 36203ELG1 6.500%GNMA POOL #346927 12/15/2023 16,382,960.00 19,184.12
FI 36203EP28 6.500%GNMA POOL #347041 1/15/2024 8,089,848.00 24,696.77
FI 36203KKX1 6.500%GNMA POOL #351410 1/15/2024 59,530,000.00 35,034.60
FI 36203LDS8 7.500%GNMA POOL #352113 8/15/2023 10,781,706.00 2,778.01
FI 36203LDS8 7.500%GNMA POOL #352113 8/15/2023 16,172,559.00 4,167.02
FI 36203N2U1 7.500%GNMA POOL #354587 5/15/2023 10,865,836.00 4,972.10
FI 36203N3T3 7.500%GNMA POOL #354610 7/15/2023 10,949,192.00 3,477.13
FI 36203N6Y9 6.500%GNMA POOL #354687 11/15/2023 10,284,758.00 6,886.67
FI 36203N7E2 7.000%GNMA POOL #354693 11/15/2023 25,825,977.00 21,232.57
FI 36203PBA0 6.500%GNMA POOL #354733 1/15/2024 16,572,177.00 20,870.67
FI 36203PBG7 6.500%GNMA POOL #354739 1/15/2024 59,300,000.00 38,667.75
FI 36203PDB6 7.000%GNMA POOL #354798 4/15/2024 61,200,000.00 96,747.41
FI 36203PDN0 6.500%GNMA POOL #354809 4/15/2024 28,500,676.00 22,947.32
FI 36204DJ67 6.500%GNMA POOL #366685 1/15/2024 8,143,054.00 7,126.39
FI 36204DJA8 6.500%GNMA POOL #366657 12/15/2023 28,306,879.00 7,748.16
FI 36204DLS6 6.500%GNMA POOL #366737 4/15/2024 45,210,000.00 82,888.92
FI 36204J3W4 6.500%GNMA POOL #371713 4/15/2024 14,292,572.00 48,419.37
FI 36204QCG3 7.000%GNMA POOL #376371 1/15/2024 81,819,520.00 48,608.98
FI 36204QGP9 6.500%GNMA POOL #376506 5/15/2024 22,601,150.00 26,251.34
FI 36204QGQ7 6.500%GNMA POOL #376507 5/15/2024 13,946,265.00 13,281.03
FI 36204RPF9 7.000%GNMA POOL # 377622 10/15/2025 28,710,000.00 37,917.30
FI 36204TGB4 6.500%GNMA POOL #379194 1/15/2024 14,198,877.00 15,877.75
FI 36206FX23 7.500%GNMA POOL # 410297 11/15/2025 29,400,000.00 17,135.20
FI 36206KH46 7.500%GNMA POOL #413451 10/15/2025 29,898,765.00 49,618.79
FI 36206KHT1 7.500%GNMA POOL #413442 10/15/2025 30,042,648.00 35,234.02
FI 36206LS26 7.000%GNMA POOL # 414637 10/15/2025 20,834,355.00 6,301.98
FI 36206LSZ3 7.500%GNMA POOL #414636 10/15/2025 18,957,690.00 9,999.80
FI 36206LT82 7.500%GNMA POOL #414675 10/15/2025 19,101,235.00 21,355.18
FI 36206N6T7 7.500%GNMA POOL #416782 11/15/2025 29,999,746.00 26,634.67
FI 36206W3U7 8.000%GNMA POOL# 423911 8/15/2026 42,602,217.00 38,023.33
FI 36207UEK0 8.000%GNMA POOL# 442138 11/15/2026 20,225,888.00 11,998.00
FI 36208MXA8 7.500%GNMA POOL# 455273 8/15/2027 11,736,165.00 27,639.14
FI 36208MYT6 7.500%GNMA POOL# 455322 10/15/2027 12,908,769.00 26,986.94
FI 36208V3G8 6.500%GNMA POOL #462599 3/15/2028 30,000,000.00 55,038.00
FI 36208VTU9 7.000%GNMA POOL #462363 11/15/2027 10,100,000.00 19,252.12
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 21 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 36208VXJ9 7.000%GNMA POOL# 462481 1/15/2028 50,400,425.00 48,385.92
FI 36208VXY6 7.000%GNMA POOL #462495 1/15/2028 70,000,000.00 75,054.70
FI 36208WBF9 7.000%GNMA POOL# 462738 5/15/2028 24,985,059.00 59,098.91
FI 36208YK81 6.500%GNMA POOL# 464819 9/15/2028 20,790,000.00 72,300.34
FI 36208YLS6 7.000%GNMA POOL# 464837 9/15/2028 19,800,000.00 41,170.54
FI 36209MJF2 6.500%GNMA POOL# 475562 9/15/2028 28,215,000.00 126,569.67
FI 36209PM79 6.500%GNMA POOL #477482 10/15/2028 18,430,765.00 31,184.30
FI 36224S4C3 6.500%GNMA POOL #337519 9/15/2023 15,394,236.00 5,904.31
FI 36225A3F5 7.500%GNMA POOL# 780798 12/15/2027 83,905,343.00 132,339.70
FI 36225AEJ5 9.500%GNMA POOL# 780137 8/15/2023 88,082,791.77 53.73
FI 36225AG53 7.500%GNMA POOL# 780220 8/15/2025 26,352,242.00 26,554.36
FI 36225APE4 7.500%GNMA POOL #780421 8/15/2026 14,240,369.00 21,254.32
FI 36225AQS2 7.000%GNMA POOL #780465 11/15/2026 46,823,610.00 70,293.01
FI 36225ART9 7.500%GNMA POOL #780498 1/15/2027 13,004,376.00 15,842.58
FI 36225ATA8 7.500%GNMA POOL# 780545 4/15/2027 14,594,470.00 29,077.58
FI 36225ATA8 7.500%GNMA POOL# 780545 4/15/2027 36,348,490.00 72,419.64
FI 36225AU24 7.000%GNMA POOL# 780601 7/15/2027 23,001,191.00 47,184.41
FI 36225AUL2 7.000%GNMA POOL #780587 6/15/2027 11,288,745.00 22,113.18
FI 36248GAC4 4.244%GSMS 2013-GC16 A3 11/10/2046 6,300,000.00 5,480,202.56
FI 36248GAD2 4.271%GSMS 2013-GC16 A4 11/10/2046 1,045,000.00 1,045,000.00
FI 36252HAD3 3.674%GSMS 2017-GS5 A4 3/10/2050 5,000,000.00 5,000,000.00
FI 362554AB3 0.280%GMCAR 2021-4 A2 11/18/2024 2,750,000.00 2,750,000.00
FI 362554AC1 0.680%GMCAR 2021-4 A3 9/16/2026 3,000,000.00 3,000,000.00
FI 369550BC1 3.750%GENERAL DYNAMICS CORP 5/15/2028 0.00 5,000,000.00
FI 369550BD9 3.375%GENERAL DYNAMICS CORP 5/15/2023 0.00 5,000,000.00
FI 369550BG2 3.500%GENERAL DYNAMICS CORP 5/15/2025 0.00 5,000,000.00
FI 369550BM9 3.625%GENERAL DYNAMICS CORP 4/1/2030 0.00 5,000,000.00
FI 369550BQ0 2.850%GENERAL DYNAMICS CORP 6/1/2041 0.00 15,000,000.00
FI 37331NAH4 3.600%GEORGIA-PACIFIC LLC (12/24 CALL) 3/1/2025 0.00 10,504,000.00
FI 37940XAE2 1.200%GLOBAL PAYMENTS INC 3/1/2026 0.00 10,000,000.00
FI 380149AC8 0.510%GMCAR 2021-2 A3 4/16/2026 5,000,000.00 5,000,000.00
FI 380149AD6 0.820%GMCAR 2021-2 A4 10/16/2026 7,750,000.00 7,750,000.00
FI 38141EC31 4.800%GOLDMAN SACHS GROUP INC 7/8/2044 0.00 10,000,000.00
FI 38141GWB6 3.850%GOLDMAN SACHS GROUP INC 1/26/2027 0.00 14,500,000.00
FI 38141GWM2 2.905%GOLDMAN SACHS GROUP INC 7/24/2023 0.00 15,000,000.00
FI 38141GWV2 3.814%GOLDMAN SACHS GROUP INC 4/23/2029 0.00 10,000,000.00
FI 38141GXR0 1.992%GOLDMAN SACHS GROUP INC 1/27/2032 0.00 3,000,000.00
FI 38148LAE6 3.750%GOLDMAN SACHS GROUP INC 5/22/2025 0.00 15,000,000.00
FI 41020VAA9 7.375%MANULIFE (JOHN HANCOCK SURPLUS 2/15/2024 0.00 8,000,000.00
FI 42307TAH1 7.125%KRAFT HEINZ FOODS CO 8/1/2039 0.00 4,025,000.00
FI 427866BE7 1.700%HERSHEY COMPANY 6/1/2030 0.00 3,000,000.00
FI 427866BF4 0.900%HERSHEY COMPANY 6/1/2025 0.00 3,000,000.00
FI 427866BG2 2.650%HERSHEY COMPANY 6/1/2050 0.00 3,000,000.00
FI 437076AS1 5.875%HOME DEPOT INC 12/16/2036 0.00 5,000,000.00
FI 437076BG6 2.625%HOME DEPOT INC 6/1/2022 0.00 7,000,000.00
FI 437076BH4 4.250%HOME DEPOT INC 4/1/2046 0.00 7,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 22 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 43813GAC5 0.270%HAROT 2021-1 A3 4/21/2025 8,000,000.00 8,000,000.00
FI 43813GAD3 0.420%HAROT 2021-1 A4 1/21/2028 9,600,000.00 9,600,000.00
FI 438516BZ8 1.950%HONEYWELL INTERNATIONAL 6/1/2030 0.00 10,000,000.00
FI 438516CA2 2.800%HONEYWELL INTERNATIONAL 6/1/2050 0.00 3,000,000.00
FI 438516CB0 1.350%HONEYWELL INTERNATIONAL 6/1/2025 0.00 3,000,000.00
FI 44644AAE7 3.550%HUNTINGTON NATIONAL BANK 10/6/2023 0.00 10,000,000.00
FI 44891VAC5 0.330%HALST 2021-B A3 6/17/2024 10,000,000.00 10,000,000.00
FI 44891VAD3 0.380%HALST 2021-B A4 8/15/2025 6,500,000.00 6,500,000.00
FI 44933LAB9 0.230%HART 2021-A A2 2/15/2024 7,000,000.00 5,769,589.92
FI 44933LAC7 0.380%HART 2021-A A3 9/15/2025 6,000,000.00 6,000,000.00
FI 44933LAD5 0.620%HART 2021-A A4 5/17/2027 7,000,000.00 7,000,000.00
FI 452308AT6 3.500%ILLINOIS TOOL WORKS INC 3/1/2024 0.00 5,000,000.00
FI 454889AS5 3.850%INDIANA MICHIGAN POWER 5/15/2028 0.00 10,000,000.00
FI 456873AD0 3.800%INGERSOLL-RAND LUX FINAN 3/21/2029 0.00 10,000,000.00
FI 456873AE8 3.500%INGERSOLL-RAND LUX FINAN 3/21/2026 0.00 7,000,000.00
FI 456873AF5 4.500%INGERSOLL-RAND LUX FINAN 3/21/2049 0.00 5,000,000.00
FI 458140AR1 3.100%INTEL CORP 7/29/2022 0.00 5,000,000.00
FI 458140BM1 4.750%INTEL CORP 3/25/2050 0.00 10,000,000.00
FI 459200AM3 7.000%IBM CORPORATION 10/30/2025 0.00 6,000,000.00
FI 459200BB6 5.875%IBM CORP 11/29/2032 0.00 15,000,000.00
FI 459506AK7 4.450%INTL FLAVOR & FRAGRANCES 9/26/2028 0.00 2,000,000.00
FI 460146CC5 8.700%INTERNATIONAL PAPER CO 6/15/2038 0.00 5,396,000.00
FI 46132FAB6 4.000%INVESCO FINANCE PLC 1/30/2024 0.00 7,000,000.00
FI 46625HHF0 6.400%JPMORGAN CHASE & CO 5/15/2038 0.00 10,000,000.00
FI 46625HJE1 3.250%JPMORGAN CHASE & CO 9/23/2022 0.00 10,000,000.00
FI 46625HJU5 4.850%JPMORGAN CHASE & CO 2/1/2044 0.00 5,000,000.00
FI 46625HQW3 3.300%JPMORGAN CHASE & CO 4/1/2026 0.00 10,000,000.00
FI 46628YAZ3 5.000%JPMMT 2006-S2 1A24 7/25/2036 27,548,149.00 716,446.66
FI 46640JAR8 3.994%JPMCC 2013-C13 A4 1/15/2046 17,000,000.00 13,958,506.67
FI 46641BAC7 3.881%JPMCC 2013-C16 A3 12/15/2046 1,000,000.00 647,630.26
FI 46647PAH9 3.220%JPMORGAN CHASE & CO (3/1/24 CALL) 3/1/2025 0.00 5,000,000.00
FI 46647PAN6 3.897%JPMORGAN CHASE & CO 1/23/2049 0.00 5,000,000.00
FI 46647PBD7 3.702%JPMORGAN CHASE & CO 5/6/2030 0.00 5,000,000.00
FI 46647PBL9 2.522%JPMORGAN CHASE & CO 4/22/2031 0.00 5,000,000.00
FI 46647PBN5 3.109%JPMORGAN CHASE & CO 4/22/2051 0.00 4,000,000.00
FI 46849LSW2 2.500%JACKSON NATL LIFE GLOBAL 6/27/2022 0.00 8,000,000.00
FI 47789QAB6 0.250%JOHN DEERE OWNER TRUST 6/17/2024 4,250,000.00 4,250,000.00
FI 47789QAC4 0.520%JOHN DEERE OWNER TRUST 3/16/2026 7,000,000.00 7,000,000.00
FI 47789QAD2 0.740%JOHN DEERE OWNER TRUST 5/15/2028 6,000,000.00 6,000,000.00
FI 478160CJ1 2.625%JOHNSON & JOHNSON 1/15/2025 0.00 5,000,000.00
FI 478160CK8 2.900%JOHNSON & JOHNSON 1/15/2028 0.00 5,000,000.00
FI 478160CL6 3.400%JOHNSON & JOHNSON 1/15/2038 0.00 5,000,000.00
FI 478160CM4 3.500%JOHNSON & JOHNSON 1/15/2048 0.00 5,000,000.00
FI 48126BAA1 5.400%JPMORGAN CHASE & CO 1/6/2042 0.00 5,200,000.00
FI 487836AT5 7.450%KELLOGG CO 4/1/2031 0.00 5,000,000.00
FI 491674BM8 3.300%KENTUCKY UTILITIES CO 6/1/2050 0.00 15,641,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 23 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 49327M2K9 3.300%KEY BANK NA 6/1/2025 0.00 10,000,000.00
FI 49327V2A1 3.400%KEY BANK NA (SUB BANK) 5/20/2026 0.00 12,805,000.00
FI 494368CB7 3.100%KIMBERLY-CLARK CORP 3/26/2030 0.00 18,870,000.00
FI 494550BQ8 3.500%KINDER MORGAN ENER PART 9/1/2023 0.00 12,000,000.00
FI 50076QAE6 5.000%KRAFT HEINZ CO 6/4/2042 0.00 5,000,000.00
FI 50077LAB2 4.375%KRAFT HEINZ FOODS CO 6/1/2046 0.00 8,100,000.00
FI 50077LAL0 5.000%KRAFT HEINZ CO (1/15/35 CALL) 7/15/2035 0.00 3,601,000.00
FI 50077LAM8 5.200%KRAFT HEINZ CO (1/15/45 CALL) 7/15/2045 0.00 10,000,000.00
FI 501044CQ2 3.400%KROGER CO 4/15/2022 0.00 2,150,000.00
FI 501044CS8 3.850%KROGER CO 8/1/2023 0.00 14,620,000.00
FI 501044CT6 5.150%KROGER CO 8/1/2043 0.00 2,000,000.00
FI 539830BH1 3.550%LOCKHEED MARTIN CORP 1/15/2026 0.00 5,000,000.00
FI 539830BN8 4.090%LOCKHEED MARTIN CORP 9/15/2052 0.00 5,643,000.00
FI 539830BP3 1.850%LOCKHEED MARTIN CORP 6/15/2030 0.00 4,000,000.00
FI 539830BQ1 2.800%LOCKHEED MARTIN CORP 6/15/2050 0.00 2,000,000.00
FI 548661DY0 1.700%LOWE'S COS INC 10/15/2030 0.00 10,000,000.00
FI 548661DZ7 3.000%LOWE'S COS INC 10/15/2050 0.00 10,000,000.00
FI 571676AB1 3.200%MARS INC 4/1/2030 0.00 3,414,000.00
FI 571676AJ4 0.875%MARS INC 7/16/2026 0.00 5,000,000.00
FI 571676AL9 1.625%MARS INC 7/16/2032 0.00 10,000,000.00
FI 571676AN5 2.375%MARS INC 7/16/2040 0.00 5,000,000.00
FI 571676AQ8 2.450%MARS INC 7/16/2050 0.00 5,000,000.00
FI 57629WCE8 2.750%MASSMUTUAL GLOBAL FUNDIN 6/22/2024 0.00 20,000,000.00
FI 57629WCZ1 2.150%MASSMUTUAL GLOBAL FUNDIN 3/9/2031 0.00 15,000,000.00
FI 57636QAL8 3.650%MASTERCARD INC 6/1/2049 0.00 10,000,000.00
FI 57636QAM6 2.950%MASTERCARD INC 6/1/2029 0.00 15,000,000.00
FI 579780AR8 0.900%MCCORMICK & CO 2/15/2026 0.00 12,000,000.00
FI 579780AS6 1.850%MCCORMICK & CO 2/15/2031 0.00 7,000,000.00
FI 58013MEZ3 4.700%MCDONALD'S CORP 12/9/2035 0.00 5,927,000.00
FI 58013MFA7 4.875%MCDONALD'S CORP 12/9/2045 0.00 10,146,000.00
FI 58013MFE9 3.350%MCDONALD'S CORP 4/1/2023 0.00 3,000,000.00
FI 58769KAC8 0.220%MBALT 2021-B A2 1/16/2024 11,000,000.00 11,000,000.00
FI 58769KAD6 0.400%MBALT 2021-B A3 11/15/2024 6,500,000.00 6,500,000.00
FI 58769KAE4 0.510%MBALT 2021-B A4 3/15/2027 5,500,000.00 5,500,000.00
FI 59156RAE8 6.500%METLIFE INC 12/15/2032 0.00 3,000,000.00
FI 59217GAQ2 3.875%MET LIFE GLOB FUNDING I 4/11/2022 0.00 7,839,000.00
FI 59217GCK3 3.000%MET LIFE GLOB FUNDING I 9/19/2027 0.00 20,000,000.00
FI 59217GEE5 1.950%MET LIFE GLOB FUNDING I 1/13/2023 0.00 15,000,000.00
FI 594918BQ6 2.000%MICROSOFT CORP 8/8/2023 0.00 10,000,000.00
FI 594918BR4 2.400%MICROSOFT CORP 8/8/2026 0.00 10,000,000.00
FI 594918BX1 2.875%MICROSOFT CORP 2/6/2024 0.00 5,000,000.00
FI 594918BZ6 4.100%MICROSOFT CORP 2/6/2037 0.00 6,278,000.00
FI 594918CC6 2.525%MICROSOFT CORP 6/1/2050 0.00 13,722,000.00
FI 59562VAM9 6.125%BERKSHIRE HATHAWAY ENERGY 4/1/2036 0.00 12,317,000.00
FI 609207AT2 2.750%MONDELEZ INTERNATIONAL 4/13/2030 0.00 7,000,000.00
FI 609207AU9 1.500%MONDELEZ INTERNATIONAL 5/4/2025 0.00 7,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 24 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 609207AX3 1.500%MONDELEZ INTERNATIONAL 2/4/2031 0.00 16,839,000.00
FI 6174468G7 4.431%MORGAN STANLEY 1/23/2030 0.00 5,000,000.00
FI 6174468X0 1.928%MORGAN STANLEY 4/28/2032 0.00 4,000,000.00
FI 6174468Y8 2.802%MORGAN STANLEY 1/25/2052 0.00 2,000,000.00
FI 61744YAK4 3.591%MORGAN STANLEY 7/22/2028 0.00 10,000,000.00
FI 61744YAL2 3.971%MORGAN STANLEY 7/22/2038 0.00 3,000,000.00
FI 61744YAP3 3.772%MORGAN STANLEY 1/24/2029 0.00 12,000,000.00
FI 61746BDJ2 3.750%MORGAN STANLEY 2/25/2023 0.00 10,000,000.00
FI 61746BDQ6 3.875%MORGAN STANLEY 4/29/2024 0.00 15,000,000.00
FI 617482V92 6.375%MORGAN STANLEY 7/24/2042 0.00 3,000,000.00
FI 61761J3R8 3.125%MORGAN STANLEY 7/27/2026 0.00 5,000,000.00
FI 61762DAW1 3.102%MSBAM 2013-C9 A4 5/15/2046 15,400,000.00 15,400,000.00
FI 61762MCC3 4.085%MSBAM 2013-C10 A5 7/15/2046 10,000,000.00 10,000,000.00
FI 631103AF5 4.250%NASDAQ OMX GROUP 6/1/2024 0.00 10,000,000.00
FI 637432MV4 3.400%NATIONAL RURAL UTILITIES 11/15/2023 0.00 8,648,000.00
FI 637432NP6 3.400%NATIONAL RURAL UTIL COOP 2/7/2028 0.00 15,000,000.00
FI 641062AD6 3.350%NESTLE HOLDINGS INC 9/24/2023 0.00 15,000,000.00
FI 641062AE4 3.500%NESTLE HOLDINGS INC 9/24/2025 0.00 10,000,000.00
FI 641062AF1 3.625%NESTLE HOLDINGS INC 9/24/2028 0.00 15,000,000.00
FI 641062AL8 3.900%NESTLE HOLDINGS INC 9/24/2038 0.00 15,000,000.00
FI 641062AN4 4.000%NESTLE HOLDINGS INC 9/24/2048 0.00 10,000,000.00
FI 64952WCN1 2.900%NEW YORK LIFE GLOBAL FDG 1/17/2024 0.00 21,379,000.00
FI 65339KBJ8 3.500%NEXTERA ENERGY CAPITAL 4/1/2029 0.00 7,000,000.00
FI 65473QBB8 5.250%NISOURCE FINANCE CORP 2/15/2043 0.00 10,000,000.00
FI 65473QBD4 5.650%NISOURCE FINANCE CORP 2/1/2045 0.00 5,550,000.00
FI 65480BAC1 0.330%NAROT 2021-A A3 10/15/2025 13,000,000.00 13,000,000.00
FI 65480BAD9 0.570%NAROT 2021-A A4 9/15/2027 15,500,000.00 15,500,000.00
FI 655844BZ0 3.800%NORFOLK SOUTHERN CORP 8/1/2028 0.00 5,000,000.00
FI 655844CC0 4.100%NORFOLK SOUTHERN CORP 5/15/2048 0.00 9,495,000.00
FI 655844CF3 3.050%NORFOLK SOUTHERN CORP 5/11/2050 0.00 5,000,000.00
FI 666807BM3 2.930%NORTHROP GRUMMAN CORP 1/15/2025 0.00 6,000,000.00
FI 666807BN1 3.250%NORTHROP GRUMMAN CORP 1/15/2028 0.00 5,000,000.00
FI 666807BP6 4.030%NORTHROP GRUMMAN CORP 10/15/2047 0.00 5,000,000.00
FI 666807BT8 5.150%NORTHROP GRUMMAN CORP 5/1/2040 0.00 3,110,000.00
FI 66815L2D0 1.700%NORTHWESTERN MUTUAL GLBL 6/1/2028 0.00 7,000,000.00
FI 66989HAG3 3.400%NOVARTIS CAPITAL CORP 5/6/2024 0.00 10,000,000.00
FI 68268NAJ2 3.375%ONEOK PARTNERS LP 10/1/2022 0.00 10,000,000.00
FI 68268NAL7 5.000%ONEOK PARTNERS LP 9/15/2023 0.00 2,000,000.00
FI 68389XAS4 3.625%ORACLE CORP 7/15/2023 0.00 3,000,000.00
FI 68389XBB0 2.500%ORACLE CORP 5/15/2022 0.00 15,000,000.00
FI 68389XBC8 2.950%ORACLE CORP 5/15/2025 0.00 15,000,000.00
FI 68389XBR5 2.625%ORACLE CORP 2/15/2023 0.00 10,000,000.00
FI 68389XBS3 2.950%ORACLE CORP 11/15/2024 0.00 10,000,000.00
FI 68902VAH0 2.056%OTIS WORLDWIDE CORP GLBL 4/5/2025 0.00 5,000,000.00
FI 68902VAJ6 2.293%OTIS WORLDWIDE CORP GLBL 4/5/2027 0.00 5,000,000.00
FI 68902VAK3 2.565%OTIS WORLDWIDE CORP GLBL 2/15/2030 0.00 4,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 25 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 68902VAL1 3.112%OTIS WORLDWIDE CORP GLBL 2/15/2040 0.00 5,000,000.00
FI 68902VAM9 3.362%OTIS WORLDWIDE CORP GLBL 2/15/2050 0.00 2,000,000.00
FI 693475BA2 2.307%PNC FINANCIAL SERVICES 4/23/2032 0.00 5,000,000.00
FI 693476BN2 3.300%PNC FUNDING CORP 3/8/2022 0.00 1,500,000.00
FI 69349LAM0 3.800%PNC BANK NA (sub bank) 7/25/2023 0.00 20,630,000.00
FI 69349LAS7 2.700%PNC BANK NA 10/22/2029 0.00 2,000,000.00
FI 69351UAQ6 2.500%PPL ELECTRIC UTILITIES 9/1/2022 0.00 2,000,000.00
FI 69352PAL7 3.100%PPL CAPITAL FUNDING INC 5/15/2026 0.00 6,502,000.00
FI 69353RFE3 2.450%PNC BANK NA (6/28/22 CALL) 7/28/2022 0.00 20,000,000.00
FI 6944PL2B4 1.200%PACIFIC LIFE GF II 6/24/2025 0.00 5,000,000.00
FI 6944PL2D0 1.450%PACIFIC LIFE GF II 1/20/2028 0.00 20,000,000.00
FI 695114CG1 6.250%PACIFICORP 10/15/2037 0.00 10,000,000.00
FI 701094AM6 2.700%PARKER-HANNIFIN CORP 6/14/2024 0.00 5,000,000.00
FI 701094AN4 3.250%PARKER-HANNIFIN CORP 6/14/2029 0.00 5,000,000.00
FI 70109HAL9 3.300%PARKER-HANNIFIN CORP 11/21/2024 0.00 5,000,000.00
FI 70109HAN5 4.450%PARKER-HANNIFIN CORP 11/21/2044 0.00 5,000,000.00
FI 713448CY2 3.500%PEPSICO INC 7/17/2025 0.00 5,000,000.00
FI 713448DT2 2.250%PEPSICO INC 5/2/2022 0.00 15,000,000.00
FI 713448FE3 1.950%PEPSICO INC 10/21/2031 0.00 5,000,000.00
FI 713448FF0 2.625%PEPSICO INC 10/21/2041 0.00 10,000,000.00
FI 713448FG8 2.750%PEPSICO INC 10/21/2051 0.00 4,000,000.00
FI 74256LEE5 1.250%PRINCIPAL LFE GLB FND II 6/23/2025 0.00 5,760,000.00
FI 74256LES4 1.500%PRINCIPAL LFE GLB FND II 11/17/2026 0.00 15,000,000.00
FI 74368CAY0 1.737%PROTECTIVE LIFE GLOBAL 9/21/2030 0.00 15,000,000.00
FI 74368CBA1 0.473%PROTECTIVE LIFE GLOBAL 1/12/2024 0.00 10,000,000.00
FI 744320BA9 3.935%PRUDENTIAL FINL INC SR GLBL 12/7/2049 0.00 12,110,000.00
FI 744448CV1 1.875%PUBLIC SERVICE COLORADO 6/15/2031 0.00 7,000,000.00
FI 74456QBS4 3.000%PUBLIC SERVICE ELECTRIC 5/15/2027 0.00 7,449,000.00
FI 74456QBW5 3.250%PUBLIC SERVICE ELECTRIC 9/1/2023 0.00 7,000,000.00
FI 74456QBX3 3.650%PUBLIC SERVICE ELECTRIC 9/1/2028 0.00 13,103,000.00
FI 74456QCH7 1.900%PUBLIC SERVICE ELECTRIC 8/15/2031 0.00 6,587,000.00
FI 74834LBC3 2.800%QUEST DIAGNOSTICS INC 6/30/2031 0.00 20,916,000.00
FI 756109AQ7 3.875%REALTY INCOME CORP 7/15/2024 0.00 10,000,000.00
FI 75625QAC3 2.375%RECKITT BENCKISER TSY 6/24/2022 0.00 15,000,000.00
FI 75625QAD1 2.750%RECKITT BENCKISER TSY 6/26/2024 0.00 5,000,000.00
FI 75625QAE9 3.000%RECKITT BENCKISER TSY 6/26/2027 0.00 5,000,000.00
FI 760759AY6 0.875%REPUBLIC SERVICES INC 11/15/2025 0.00 7,000,000.00
FI 760759AZ3 1.750%REPUBLIC SERVICES INC 2/15/2032 0.00 7,000,000.00
FI 775109BB6 5.000%ROGERS COMMUNICATIONS 3/15/2044 0.00 5,000,000.00
FI 776743AD8 3.800%ROPER TECHNOLOGIES INC 12/15/2026 0.00 10,000,000.00
FI 78015K7D0 1.950%ROYAL BANK OF CANADA 1/17/2023 0.00 20,000,000.00
FI 78015K7H1 1.150%ROYAL BANK OF CANADA 6/10/2025 0.00 20,000,000.00
FI 78387GAQ6 6.150%AT&T INC 9/15/2034 0.00 4,060,000.00
FI 806854AH8 3.650%SCHLUMBERGER 12/1/2023 0.00 7,000,000.00
FI 808513AY1 3.550%CHARLES SCHWAB CORP 2/1/2024 0.00 20,000,000.00
FI 808513AZ8 4.000%CHARLES SCHWAB CORP 2/1/2029 0.00 15,000,000.00
Portfolio
STATE TEACHERS RETIREMENT SYSTEM OF OHIO
1/7/2022 8:00:12AM IRFISEC001 Page 26 of 32
CouponCusip Maturity Original Face ParInvestment Description FI 81744YAA4 2.325%SEMT 2013-4 A1 4/25/2043 15,000,000.00 2,431,776.08
FI 81745BAA3 2.500%SEMT 2013-6 A1 5/25/2043 15,000,000.00 2,478,329.51
FI 81745CAA1 2.500%SEMT 2013-7 A1 6/25/2043 10,000,000.00 1,494,725.74
FI 81745RAB6 2.500%SEMT 2013-3 A2 3/25/2043 15,000,000.00 2,156,576.40
FI 822582BD3 3.250%SHELL INTERNATIONAL FINANCE 5/11/2025 0.00 5,000,000.00
FI 822582BE1 4.125%SHELL INTERNATIONAL FINANCE 5/11/2035 0.00 5,000,000.00
FI 822582BF8 4.375%SHELL INTERNATIONAL FINANCE 5/11/2045 0.00 5,000,000.00
FI 824348BJ4 2.950%SHERWIN-WILLIAMS CO 8/15/2029 0.00 1,900,000.00
FI 824348BL9 2.300%SHERWIN-WILLIAMS CO 5/15/2030 0.00 11,752,000.00
FI 842587CV7 3.250%SOUTHERN CO 7/1/2026 0.00 17,000,000.00
FI 8426EPAC2 4.400%SOUTHERN CO GAS CAPITAL 5/30/2047 0.00 4,015,000.00
FI 855244AG4 2.700%STARBUCKS CORP (4/15/22 CALL) 6/15/2022 0.00 11,000,000.00
FI 855244AH2 4.300%STARBUCKS CORP 6/15/2045 0.00 11,350,000.00
FI 855244AK5 2.450%STARBUCKS CORP 6/15/2026 0.00 1,162,000.00
FI 855244AP4 3.500%STARBUCKS CORP 3/1/2028 0.00 5,000,000.00
FI 857477AZ6 2.653%STATE STREET CORP (Call 5/15/22) 5/15/2023 0.00 20,000,000.00
FI 85771PAN2 3.700%STATOIL ASA 3/1/2024 0.00 10,000,000.00
FI 85771PAQ5 4.800%STATOIL ASA 11/8/2043 0.