Post on 12-May-2020
Security Name Coupon Rate Maturity Date Market Value
1011778 BC / NEW RED FIN 3.88 1/15/2028 257,643
1011778 BC / NEW RED FIN 4.25 5/15/2024 975,800
1011778 BC / NEW RED FIN 4.38 1/15/2028 75,188
1011778 BC / NEW RED FIN 5.00 10/15/2025 575,103
1211 AVENUE OF THE AMERICAS TR 3.90 8/10/2035 4,217,543
1211 AVENUE OF THE AMERICAS TR 4.14 8/10/2035 32,397,616
280 PARK AVENUE MORTGAGE TRUST 3.28 9/15/2034 2,503,025
3M COMPANY 1.63 9/19/2021 9,977,756
3M COMPANY 2.38 8/26/2029 6,906,967
3M COMPANY 2.88 10/15/2027 10,430,396
3M COMPANY 3.00 8/7/2025 11,040,817
3M COMPANY 3.63 9/14/2028 10,893,887
8TH AVE FOOD PROVISIONS INC ‐ 10/1/2025 71,517
ABB FINANCE USA INC 3.38 4/3/2023 10,395,961
ABBOTT LABORATORIES 2.55 3/15/2022 10,164,027
ABBVIE INC 2.50 5/14/2020 10,015,024
ABBVIE INC 2.95 11/21/2026 7,127,146
ABBVIE INC 3.20 11/6/2022 10,261,220
ABBVIE INC 3.20 5/14/2026 10,362,914
ABBVIE INC 3.20 11/21/2029 5,086,772
ABC SUPPLY CO INC 4.00 1/15/2028 472,990
ABC SUPPLY CO INC 5.88 5/15/2026 209,313
ACADIA HEALTHCARE CO INC 5.13 7/1/2022 75,563
ACADIA HEALTHCARE CO INC 5.63 2/15/2023 80,284
ACADIA HEALTHCARE CO INC 6.50 3/1/2024 118,133
ACCO BRANDS CORP 5.25 12/15/2024 463,356
ACI WORLDWIDE INC 5.75 8/15/2026 219,810
ACRISURE LLC / FIN INC 7.00 11/15/2025 120,625
ACRISURE LLC / FIN INC 8.13 2/15/2024 244,688
ACRISURE LLC / FIN INC 10.13 8/1/2026 26,938
ADIENT GLOBAL HOLDINGS 4.88 8/15/2026 535,500
ADIENT US LLC 7.00 5/15/2026 179,850
ADT SEC CORP 6.25 10/15/2021 152,975
ADVANCED DRAINAGE SYSTEM 5.00 9/30/2027 36,094
AES CORP/THE 4.50 3/15/2023 52,275
AES CORP/THE 5.13 9/1/2027 53,375
AES CORP/THE 5.50 4/15/2025 489,405
AETNA INC 2.80 6/15/2023 5,081,264
AHERN RENTALS INC 7.38 5/15/2023 59,438
AID ISRAEL 5.50 9/18/2023 28,260,851
AID ISRAEL 5.50 4/26/2024 115,229,209
AIG GLOBAL FUNDING 2.70 12/15/2021 10,153,803
AIR CANADA 7.75 4/15/2021 345,670
AIR MEDICAL GROUP HOLDIN 6.38 5/15/2023 89,500
AIR PRODUCTS + CHEMICALS 3.35 7/31/2024 12,634,693
ALBERTSONS COS/SAFEWAY 4.63 1/15/2027 306,632
ALBERTSONS COS/SAFEWAY 5.75 3/15/2025 305,325
ALBERTSONS COS/SAFEWAY 5.88 2/15/2028 306,000
ALBERTSONS COS/SAFEWAY 7.50 3/15/2026 202,050
ALCOA NEDERLAND HOLDING 6.13 5/15/2028 42,218
ALCOA NEDERLAND HOLDING 6.75 9/30/2024 641,775
ALCOA NEDERLAND HOLDING 7.00 9/30/2026 436,520
ALEXANDRIA REAL ESTATE E 3.95 1/15/2027 807,742
ALEXANDRIA REAL ESTATE E 4.00 1/15/2024 266,379
ALEXANDRIA REAL ESTATE E 4.00 2/1/2050 597,245
ALEXANDRIA REAL ESTATE E 4.50 7/30/2029 586,471
ALGECO GLOBAL FINANCE 8.00 2/15/2023 194,750
ALLEGHENY TECHNOLOGIES 5.88 12/1/2027 161,700
ALLERGAN FUNDING SCS 3.00 3/12/2020 10,007,322
ALLIANCE DATA SYSTEMS CO 4.75 12/15/2024 308,228
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
ALLIED UNIVERSAL 6.63 7/15/2026 134,338
ALLIED UNIVERSAL 9.75 7/15/2027 267,068
ALLISON TRANSMISSION INC 4.75 10/1/2027 103,750
ALLISON TRANSMISSION INC 5.00 10/1/2024 348,075
ALLISON TRANSMISSION INC 5.88 6/1/2029 71,175
ALLY FINANCIAL INC 3.88 5/21/2024 298,538
ALLY FINANCIAL INC 4.13 3/30/2020 25,094
ALLY FINANCIAL INC 4.13 2/13/2022 671,125
ALLY FINANCIAL INC 4.63 5/19/2022 392,813
ALLY FINANCIAL INC 5.75 11/20/2025 335,625
ALLY FINANCIAL INC 8.00 11/1/2031 583,002
ALPHABET INC 3.38 2/25/2024 12,764,990
ALPINE FIN MERGER SUB LLC ‐ 7/12/2024 349,856
ALTICE FINANCING SA 6.63 2/15/2023 203,500
ALTICE FINANCING SA 7.50 5/15/2026 860,000
ALTICE FRANCE SA ‐ 8/14/2026 123,853
ALTICE FRANCE SA 5.50 1/15/2028 436,709
ALTICE FRANCE SA 7.38 5/1/2026 1,538,526
ALTICE FRANCE SA 8.13 2/1/2027 573,261
ALTICE LUXEMBOURG SA 10.50 5/15/2027 256,511
ALTRA INDL MOTION CORP ‐ 10/1/2025 22,248
ALTRIA GROUP INC 2.63 1/14/2020 10,001,388
ALTRIA GROUP INC 3.49 2/14/2022 5,146,134
ALTRIA GROUP INC 4.40 2/14/2026 5,435,730
AMAZON.COM INC 2.80 8/22/2024 7,244,781
AMC ENTERTAINMENT HLDGS 6.13 5/15/2027 228,125
AMC NETWORKS INC 5.00 4/1/2024 239,700
AMEREN ILLINOIS CO 3.25 3/1/2025 10,481,764
AMEREN ILLINOIS CO 3.80 5/15/2028 10,903,940
AMERICAN AIRLINES GROUP 4.63 3/1/2020 250,393
AMERICAN AIRLINES GROUP 5.00 6/1/2022 130,781
AMERICAN AXLE + MFG INC 6.25 4/1/2025 41,650
AMERICAN AXLE + MFG INC 6.25 3/15/2026 609,131
AMERICAN AXLE + MFG INC 6.50 4/1/2027 108,938
AMERICAN CAMPUS CMNTYS 4.13 7/1/2024 454,368
AMERICAN EXPRESS CO 3.00 10/30/2024 14,991,864
AMERICAN EXPRESS CO 3.40 2/27/2023 11,941,138
AMERICAN EXPRESS CREDIT 2.38 5/26/2020 11,013,288
AMERICAN EXPRESS CREDIT 2.70 3/3/2022 10,167,874
AMERICAN EXPRESS CREDIT 3.30 5/3/2027 13,597,727
AMERICAN EXPRESS CREDIT ACCOUN 2.87 10/15/2024 10,217,224
AMERICAN HOMES 4 RENT 4.25 2/15/2028 639,158
AMERICAN HONDA FINANCE 2.45 9/24/2020 10,035,279
AMERICAN HONDA FINANCE 2.90 2/16/2024 10,310,484
AMERICAN INTL GROUP 3.75 7/10/2025 11,174,417
AMERICAN WATER CAPITAL C 3.75 9/1/2028 14,051,977
AMERICAN WOODMARK CORP 4.88 3/15/2026 486,875
AMERIGAS PART/FIN CORP 5.75 5/20/2027 356,688
AMERIGAS PART/FIN CORP 5.88 8/20/2026 198,450
AMGEN INC 2.13 5/1/2020 10,003,754
AMGEN INC 2.25 8/19/2023 10,093,964
AMGH HLDG CORP ‐ 3/14/2025 200,024
ANHEUSER BUSCH CO/INBEV 3.65 2/1/2026 10,665,625
ANHEUSER BUSCH INBEV FIN 3.30 2/1/2023 9,312,025
ANHEUSER BUSCH INBEV FIN 3.70 2/1/2024 10,603,970
ANHEUSER BUSCH INBEV WOR 4.00 4/13/2028 11,005,535
ANHEUSER BUSCH INBEV WOR 4.15 1/23/2025 10,898,689
ANHEUSER BUSCH INBEV WOR 4.75 1/23/2029 11,591,696
ANIXTER INC 6.00 12/1/2025 182,000
ANTERO MIDSTREAM PART/FI 5.38 9/15/2024 301,438
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
ANTERO MIDSTREAM PART/FI 5.75 3/1/2027 131,027
ANTERO MIDSTREAM PART/FI 5.75 1/15/2028 204,450
ANTERO RESOURCES CORP 5.13 12/1/2022 348,075
ANTERO RESOURCES CORP 5.38 11/1/2021 71,414
ANTERO RESOURCES CORP 5.63 6/1/2023 100,313
ANTHEM INC 2.88 9/15/2029 10,411,515
ANTHEM INC 2.95 12/1/2022 10,230,747
ANTHEM INC 3.35 12/1/2024 10,438,331
APERGY CORP 6.38 5/1/2026 244,760
APPLE INC 1.55 2/7/2020 9,996,118
APPLE INC 2.05 9/11/2026 14,893,778
APPLE INC 2.15 2/9/2022 10,084,882
APPLE INC 2.20 9/11/2029 9,812,263
APPLE INC 2.85 5/6/2021 5,077,131
APPLE INC 2.85 2/23/2023 12,857,470
APPLE INC 3.20 5/13/2025 10,566,891
APPLIED MATERIALS INC 2.63 10/1/2020 10,054,706
APPLIED MATERIALS INC 3.30 4/1/2027 3,181,625
APPLIED SYS INC ‐ 9/19/2024 191,678
APTIM CORP 7.75 6/15/2025 45,000
APX GROUP INC 7.88 12/1/2022 283,459
APX GROUP INC 8.50 11/1/2024 187,460
ARAMARK SERVICES INC 5.00 2/1/2028 463,650
ARAMARK SERVICES INC 5.13 1/15/2024 357,118
ARCHROCK PARTNERS LP/FIN 6.00 10/1/2022 347,588
ARCHROCK PARTNERS LP/FIN 6.25 4/1/2028 214,240
ARCHROCK PARTNERS LP/FIN 6.88 4/1/2027 105,750
ARCONIC INC 5.13 10/1/2024 98,100
ARCONIC INC 5.90 2/1/2027 355,038
ARD FINANCE SA 6.50 6/30/2027 206,790
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 337,859
ARDAGH PKG FIN/HLDGS USA 6.00 2/15/2025 1,813,289
ARDONAGH MIDCO THREE PLC 8.63 7/15/2023 198,000
ARIZONA PUBLIC SERVICE 3.15 5/15/2025 10,370,320
ASCEND LEARNING LLC 6.88 8/1/2025 78,750
ASCENT RESOURCES/ARU FIN 7.00 11/1/2026 143,550
ASCENT RESOURCES/ARU FIN 10.00 4/1/2022 179,033
ASGN INCORPORATED 4.63 5/15/2028 255,942
ASHFORD HOSPITALITY TRUST 0.28 10/15/2019 2,416
ASHLAND LLC 4.75 8/15/2022 182,875
ASHTEAD CAPITAL INC 4.13 8/15/2025 411,000
ASHTON WOODS USA/FINANCE 6.75 8/1/2025 127,813
ASIAN DEVELOPMENT BANK 2.00 2/16/2022 25,169,792
ASTRAZENECA PLC 2.38 11/16/2020 10,031,619
ASTRAZENECA PLC 3.13 6/12/2027 10,430,918
ASTRAZENECA PLC 3.38 11/16/2025 10,628,523
ASTRAZENECA PLC 3.50 8/17/2023 10,465,380
AT+T INC 3.00 6/30/2022 13,280,140
AT+T INC 3.90 3/11/2024 15,956,426
AT+T INC 4.10 2/15/2028 14,347,239
AT+T INC 4.13 2/17/2026 12,465,277
AT+T INC 4.25 3/1/2027 16,201,136
ATLANTIC CITY ELECTRIC 4.00 10/15/2028 11,158,215
ATOTECH ALPHA 3 BV 6.25 2/1/2025 130,175
AUTOMATIC DATA PROCESSNG 2.25 9/15/2020 5,013,218
AUTOMATIC DATA PROCESSNG 3.38 9/15/2025 5,331,276
AVALONBAY COMMUNITIES 4.20 12/15/2023 386,525
AVANTOR INC ‐ 11/21/2024 11,635
AVANTOR INC 6.00 10/1/2024 688,785
AVANTOR INC 9.00 10/1/2025 315,143
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
AVENTURA MALL TRUST 4.11 7/5/2040 15,633,198
AVIS BUDGET CAR/FINANCE 5.25 3/15/2025 581,244
AVIS BUDGET CAR/FINANCE 6.38 4/1/2024 337,188
AVOLON HOLDINGS FNDG LTD 5.25 5/15/2024 27,290
AXALTA COATING SYSTEMS 4.88 8/15/2024 524,745
B+G FOODS INC 5.25 4/1/2025 120,315
B+G FOODS INC 5.25 9/15/2027 103,020
BANC OF AMERICA COMMERCIAL MOR 4.36 9/15/2048 1,068,052
BANC OF AMERICA MERRILL LYNCH 0.53 12/10/2030 603,396
BANC OF AMERICA MERRILL LYNCH 0.56 12/15/2035 607,155
BANC OF AMERICA MERRILL LYNCH 2.89 9/15/2034 1,268,540
BANC OF AMERICA MERRILL LYNCH 3.44 9/15/2034 2,459,338
BANC OF AMERICA MERRILL LYNCH 4.23 12/15/2035 8,244,830
BANK 0.15 11/15/2062 977,568
BANK 2.96 11/15/2062 1,393,516
BANK 2.98 11/15/2062 4,107,978
BANK 3.18 8/15/2061 5,220,746
BANK 3.46 11/15/2062 1,054,049
BANK 3.54 11/15/2054 4,232,101
BANK 3.63 11/15/2062 995,964
BANK 4.22 8/15/2061 4,307,740
BANK OF AMERICA CORP 2.46 10/22/2025 5,033,451
BANK OF AMERICA CORP 2.88 10/22/2030 10,087,853
BANK OF AMERICA CORP 3.00 12/20/2023 9,050,462
BANK OF AMERICA CORP 3.19 7/23/2030 10,345,839
BANK OF AMERICA CORP 3.42 12/20/2028 11,842,471
BANK OF AMERICA CORP 3.56 4/23/2027 10,570,534
BANK OF AMERICA CORP 3.71 4/24/2028 10,692,551
BANK OF AMERICA CORP 3.88 8/1/2025 16,118,433
BANK OF AMERICA CORP 3.97 3/5/2029 16,346,587
BANK OF AMERICA CORP 4.13 1/22/2024 10,749,369
BANK OF AMERICA CORP 5.13 79,335
BANK OF AMERICA CORP 6.25 9/29/2049 444,500
BANK OF AMERICA CORP 6.30 12/29/2049 86,625
BANK OF AMERICA CREDIT CARD TR 1.74 1/15/2025 14,954,022
BANK OF AMERICA CREDIT CARD TR 1.84 1/17/2023 2,249,789
BANK OF AMERICA CREDIT CARD TR 3.10 12/15/2023 13,600,646
BANK OF MONTREAL 2.90 3/26/2022 10,195,845
BANK OF NOVA SCOTIA 1.88 4/26/2021 15,006,991
BANK OF NOVA SCOTIA 2.80 7/21/2021 10,150,433
BANK OF NOVA SCOTIA 3.40 2/11/2024 15,717,730
BANK OF NY MELLON CORP 2.20 8/16/2023 14,648,375
BANK OF NY MELLON CORP 2.60 8/17/2020 10,542,434
BANK OF NY MELLON CORP 2.60 2/7/2022 10,152,070
BANK OF NY MELLON CORP 3.25 5/16/2027 15,770,055
BANK OF NY MELLON CORP 3.65 2/4/2024 10,634,698
BARCLAYS BANK PLC 2.65 1/11/2021 15,098,122
BARCLAYS COMMERCIAL MORTGAGE 3.90 11/25/2034 1,890,486
BARCLAYS COMMERCIAL MORTGAGE S 0.34 9/5/2032 167,831
BARCLAYS COMMERCIAL MORTGAGE S 2.94 8/15/2036 345,260
BARCLAYS COMMERCIAL MORTGAGE S 3.00 5/15/2052 2,295,387
BARCLAYS COMMERCIAL MORTGAGE S 3.31 8/10/2035 1,752,983
BARCLAYS COMMERCIAL MORTGAGE S 3.44 8/15/2036 379,116
BARCLAYS COMMERCIAL MORTGAGE S 4.18 5/15/2052 854,072
BARCLAYS PLC 3.93 5/7/2025 12,614,996
BAUSCH HEALTH AMERICAS 8.50 1/31/2027 408,829
BAUSCH HEALTH AMERICAS 9.25 4/1/2026 877,530
BAUSCH HEALTH COMPANIES INC. ‐ 6/2/2025 32,232
BAUSCH HEALTH COS INC 5.00 1/30/2028 313,049
BAUSCH HEALTH COS INC 5.25 1/30/2030 321,470
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
BAUSCH HEALTH COS INC 5.50 3/1/2023 79,395
BAUSCH HEALTH COS INC 5.50 11/1/2025 451,440
BAUSCH HEALTH COS INC 5.75 8/15/2027 27,125
BAUSCH HEALTH COS INC 5.88 5/15/2023 20,175
BAUSCH HEALTH COS INC 6.13 4/15/2025 1,164,450
BAUSCH HEALTH COS INC 7.00 3/15/2024 1,295,840
BAUSCH HEALTH COS INC 7.00 1/15/2028 272,639
BAUSCH HEALTH COS INC 7.25 5/30/2029 114,250
BAUSCH HEALTH COS INC 9.00 12/15/2025 1,609,138
BAYER US FINANCE LLC 3.00 10/8/2021 10,129,366
BB UBS TRUST 0.60 11/5/2036 458,355
BEACON ROOFING SUPPLY IN 4.50 11/15/2026 233,810
BEACON ROOFING SUPPLY IN 4.88 11/1/2025 821,085
BEAR STEARNS COMMERCIAL MORTGA 5.07 9/11/2042 6,452,164
BEAZER HOMES USA 6.75 3/15/2025 330,750
BEAZER HOMES USA 7.25 10/15/2029 80,063
BELLRING BRANDS LLC ‐ 10/21/2024 142,323
BENCHMARK MORTGAGE TRUST 3.35 12/15/2062 2,067,744
BERKSHIRE HATHAWAY INC 2.75 3/15/2023 5,127,119
BERKSHIRE HATHAWAY INC 3.13 3/15/2026 5,270,050
BERRY GLOBAL INC 4.50 2/15/2026 228,038
BERRY GLOBAL INC 4.88 7/15/2026 586,413
BERRY GLOBAL INC 5.13 7/15/2023 387,923
BERRY GLOBAL INC 5.50 5/15/2022 202,250
BERRY GLOBAL INC 5.63 7/15/2027 26,813
BERRY PLASTICS GROUP ‐ 7/1/2026 174,416
BIG RIVER STEEL LLC ‐ 8/23/2023 146,726
BIG RIVER STEEL/BRS FIN 7.25 9/1/2025 484,245
BLACKROCK INC 3.20 3/15/2027 5,286,627
BLACKROCK INC 3.25 4/30/2029 10,736,508
BLUE RACER MID LLC/FINAN 6.13 11/15/2022 411,600
BLUE RACER MID LLC/FINAN 6.63 7/15/2026 36,200
BMC EAST LLC 5.50 10/1/2024 338,000
BNSF RAILWAY CO 2015 1 P 3.44 6/16/2028 13,180,697
BOARDWALK PIPELINES LP 5.95 6/1/2026 225,069
BOEING CO 2.20 10/30/2022 10,045,679
BOEING CO 2.70 2/1/2027 13,180,812
BOEING CO 3.20 3/1/2029 14,079,432
BOEING CO 3.25 3/1/2028 6,249,200
BOMBARDIER INC 6.00 10/15/2022 99,970
BOMBARDIER INC 6.13 1/15/2023 139,468
BOMBARDIER INC 7.50 12/1/2024 105,063
BOMBARDIER INC 7.50 3/15/2025 318,653
BOMBARDIER INC 7.88 4/15/2027 613,135
BOSTON PROPERTIES LP 2.90 3/15/2030 1,732,212
BOSTON PROPERTIES LP 3.13 9/1/2023 516,054
BOSTON PROPERTIES LP 3.80 2/1/2024 380,828
BOYD GAMING CORP 4.75 12/1/2027 281,501
BOYD GAMING CORP 6.00 8/15/2026 268,125
BOYD GAMING CORP 6.38 4/1/2026 483,096
BOYNE USA INC 7.25 5/1/2025 163,125
BP CAP MARKETS AMERICA 3.22 11/28/2023 10,419,530
BP CAP MARKETS AMERICA 3.80 9/21/2025 10,822,844
BP CAPITAL MARKETS PLC 3.99 9/26/2023 5,344,976
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 1,088,265
BRISTOL MYERS SQUIBB CO 3.20 6/15/2026 7,354,333
BRISTOL MYERS SQUIBB CO 3.25 11/1/2023 10,470,335
BRISTOL MYERS SQUIBB CO 3.55 8/15/2022 10,393,044
BRISTOL MYERS SQUIBB CO 3.90 2/20/2028 16,535,715
BRIXMOR OPERATING PART 4.13 6/15/2026 1,065,463
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
BRIXMOR OPERATING PART 4.13 5/15/2029 585,538
BROOKFIELD PPTY REIT INC 5.75 5/15/2026 2,901,250
BROOKFIELD RESIDENTIAL 6.38 5/15/2025 124,800
BROOKLYN UNION GAS CO 3.41 3/10/2026 10,400,041
BUCKEYE PARTNERS LP 3.95 12/1/2026 164,224
BUCKEYE PARTNERS, LP ‐ 11/1/2026 105,832
BUILDERS FIRSTSOURCE INC 5.63 9/1/2024 148,720
BUILDERS FIRSTSOURCE INC 6.75 6/1/2027 109,625
BURLINGTN NORTH SANTA FE 3.40 9/1/2024 10,577,694
BURLINGTN NORTH SANTA FE 3.85 9/1/2023 10,617,300
BWAY HLDG CO ‐ 4/3/2024 543,171
BWAY MORTGAGE TRUST 2.81 3/10/2033 1,220,160
BWAY MORTGAGE TRUST 3.07 12/10/2039 13,025,152
BWAY MORTGAGE TRUST 3.45 3/10/2033 2,043,016
BWAY MORTGAGE TRUST 3.72 3/10/2033 2,538,295
BWX TECHNOLOGIES INC 5.38 7/15/2026 127,200
BX COMMERCIAL MORTGAGE TRUST 2 3.19 10/15/2036 7,008,753
BX COMMERCIAL MORTGAGE TRUST 2 3.74 10/15/2036 22,063,759
BX TRUST 3.54 11/15/2035 6,313,783
BX TRUST 3.63 10/15/2036 1,996,133
BX TRUST 2019 OC11 3.20 12/9/2041 3,054,742
BXP TRUST 3.42 6/13/2039 39,103,133
BXP TRUST 3.55 8/13/2037 1,730,428
CAESARS RESORT / FINCO 5.25 10/15/2025 472,995
CALFRAC HOLDINGS LP 8.50 6/15/2026 26,650
CALLON PETROLEUM CO 6.13 10/1/2024 206,845
CALLON PETROLEUM CO 6.38 7/1/2026 431,207
CALPINE CORP 4.50 2/15/2028 378,326
CALPINE CORP 5.13 3/15/2028 476,667
CALPINE CORP 5.25 6/1/2026 576,853
CALPINE CORP 5.38 1/15/2023 199,709
CAMB COMMERCIAL MORTGAGE TRUST 3.49 12/15/2037 1,975,026
CAMDEN PROPERTY TRUST 3.35 11/1/2049 716,931
CAMDEN PROPERTY TRUST 4.25 1/15/2024 461,761
CAMELOT FINANCE SA 4.50 11/1/2026 248,655
CAMELOT U.S. ACQUISITION 1 CO ‐ 10/31/2026 75,413
CAMPBELL SOUP CO 3.65 3/15/2023 10,418,400
CAMPBELL SOUP CO 3.95 3/15/2025 10,654,890
CANADA GOVERNMENT 2.00 11/15/2022 24,222,240
CANADIAN NATL RAILWAY 2.75 3/1/2026 7,171,652
CANADIAN NATL RAILWAY 2.95 11/21/2024 10,328,203
CAPITAL ONE FINANCIAL CO 3.30 10/30/2024 10,414,943
CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 3,200,126
CAPITAL ONE NA 2.15 9/6/2022 7,011,884
CAPITAL ONE NA 2.95 7/23/2021 10,143,840
CAPITOL INV MERGER SUB 2 10.00 8/1/2024 77,813
CARDINAL HEALTH INC 2.62 6/15/2022 10,102,400
CARDINAL HEALTH INC 3.08 6/15/2024 10,290,115
CARDINAL HEALTH INC 3.75 9/15/2025 10,628,338
CARGILL INC 3.25 3/1/2023 10,332,023
CARGILL INC 3.25 5/23/2029 15,808,286
CARLSON TRAVEL INC 6.75 12/15/2023 408,000
CARRIZO OIL + GAS INC 6.25 4/15/2023 479,009
CARRIZO OIL + GAS INC 8.25 7/15/2025 127,813
CASCADES INC/USA INC 5.13 1/15/2026 25,688
CASCADES INC/USA INC 5.38 1/15/2028 25,688
CATALENT PHARMA SOLUTION 4.88 1/15/2026 302,220
CATALENT PHARMA SOLUTION 5.00 7/15/2027 61,803
CATERPILLAR FINANCIAL SE 3.75 11/24/2023 10,674,465
CATERPILLAR FINL SERVICE 2.75 8/20/2021 9,602,408
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
CATERPILLAR INC 2.60 9/19/2029 10,100,429
CCO HLDGS LLC/CAP CORP 4.75 3/1/2030 781,847
CCO HLDGS LLC/CAP CORP 5.13 2/15/2023 733,156
CCO HLDGS LLC/CAP CORP 5.13 5/1/2027 1,091,925
CCO HLDGS LLC/CAP CORP 5.25 9/30/2022 124,384
CCO HLDGS LLC/CAP CORP 5.38 5/1/2025 228,183
CCO HLDGS LLC/CAP CORP 5.38 6/1/2029 488,990
CCO HLDGS LLC/CAP CORP 5.50 5/1/2026 975,773
CCO HLDGS LLC/CAP CORP 5.75 2/15/2026 1,809,359
CCO HLDGS LLC/CAP CORP 5.88 4/1/2024 749,469
CCO HLDGS LLC/CAP CORP 5.88 5/1/2027 377,528
CD COMMERCIAL MORTGAGE TRUST 2.46 8/10/2049 4,993,543
CD COMMERCIAL MORTGAGE TRUST 3.15 2/10/2050 243,446
CDK GLOBAL INC 4.88 6/1/2027 202,800
CDK GLOBAL INC 5.25 5/15/2029 85,800
CDK GLOBAL INC 5.88 6/15/2026 170,925
CDW LLC/CDW FINANCE 4.25 4/1/2028 251,700
CDW LLC/CDW FINANCE 5.00 9/1/2025 679,250
CEDAR FAIR LP 5.25 7/15/2029 26,938
CEDAR FAIR LP/CANADA S W 5.38 6/1/2024 345,240
CENTENE CORP 4.25 12/15/2027 825,058
CENTENE CORP 4.63 12/15/2029 1,095,507
CENTENE CORP 4.75 1/15/2025 207,746
CENTENE CORP 5.38 6/1/2026 738,630
CENTENE CORP 6.13 2/15/2024 274,938
CENTENNIAL RESOURCE PROD 5.38 1/15/2026 274,118
CENTENNIAL RESOURCE PROD 6.88 4/1/2027 115,440
CENTRAL GARDEN + PET CO 5.13 2/1/2028 600,300
CENTURY COMMUNITIES 6.75 6/1/2027 321,660
CENTURYLINK INC 5.13 12/15/2026 662,477
CENTURYLINK INC 5.63 4/1/2020 352,188
CENTURYLINK INC 5.63 4/1/2025 212,510
CENTURYLINK INC 5.80 3/15/2022 653,890
CENTURYLINK INC 6.45 6/15/2021 183,181
CENTURYLINK INC 6.75 12/1/2023 379,525
CENTURYLINK INC 7.50 4/1/2024 1,293,243
CF INDUSTRIES INC 5.15 3/15/2034 67,050
CF INDUSTRIES INC 5.38 3/15/2044 196,200
CFCRE COMMERCIAL MORTGAGE TRUS 3.28 5/10/2058 1,237,146
CFCRE COMMERCIAL MORTGAGE TRUS 3.87 1/10/2048 1,343,977
CFCRE COMMERCIAL MORTGAGE TRUS 4.87 5/10/2058 1,065,740
CGRBS COMMERCIAL MORTGAGE TRUS 3.37 3/13/2035 4,444,272
CGRBS COMMERCIAL MORTGAGE TRUS 3.58 3/13/2035 1,040,741
CHANGE HEALTH / FIN INC 5.75 3/1/2025 265,095
CHARLES RIVER LABORATORI 4.25 5/1/2028 59,088
CHARLES RIVER LABORATORI 5.50 4/1/2026 376,250
CHARLES SCHWAB CORP 3.20 3/2/2027 10,467,420
CHARLES SCHWAB CORP 3.85 5/21/2025 10,836,760
CHASE ISSUANCE TRUST 1.84 4/15/2022 14,996,537
CHEMOURS CO 6.63 5/15/2023 160,613
CHEMOURS CO 7.00 5/15/2025 474,533
CHENIERE CORP CHRISTI HD 5.88 3/31/2025 281,115
CHENIERE CORP CHRISTI HD 7.00 6/30/2024 259,288
CHENIERE ENERGY PARTNERS 4.50 10/1/2029 481,944
CHENIERE ENERGY PARTNERS 5.25 10/1/2025 719,042
CHENIERE ENERGY PARTNERS 5.63 10/1/2026 232,650
CHESAPEAKE ENERGY CORP 8.00 1/15/2025 36,891
CHESAPEAKE ENERGY CORP 11.50 1/1/2025 182,385
CHEVRON CORP 2.43 6/24/2020 10,021,596
CHEVRON CORP 3.19 6/24/2023 15,615,940
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
CHEVRON CORP 3.33 11/17/2025 7,481,911
CHEVRON PHILLIPS CHEM CO 3.30 5/1/2023 10,299,309
CHEVRON PHILLIPS CHEM CO 3.70 6/1/2028 10,589,532
CHOBANI LLC/FINANCE CORP 7.50 4/15/2025 65,325
CHS/COMMUNITY HEALTH SYS 6.25 3/31/2023 423,255
CHS/COMMUNITY HEALTH SYS 8.00 3/15/2026 128,750
CHS/COMMUNITY HEALTH SYS 8.63 1/15/2024 344,500
CHUBB INA HOLDINGS INC 2.30 11/3/2020 10,035,417
CHUBB INA HOLDINGS INC 2.88 11/3/2022 12,312,856
CHUBB INA HOLDINGS INC 3.35 5/15/2024 10,537,074
CHURCHILL DOWNS INC 5.50 4/1/2027 79,500
CIGNA CORP 3.75 7/15/2023 5,243,978
CIGNA CORP 4.13 11/15/2025 5,426,218
CINCINNATI BELL INC 7.00 7/15/2024 230,725
CINCINNATI BELL INC 8.00 10/15/2025 37,100
CINEMARK USA INC 4.88 6/1/2023 496,946
CISCO SYSTEMS INC 2.60 2/28/2023 10,224,831
CISCO SYSTEMS INC 2.90 3/4/2021 10,133,338
CISCO SYSTEMS INC 3.00 6/15/2022 5,151,262
CISCO SYSTEMS INC 3.63 3/4/2024 16,037,750
CITGO HOLDING INC 9.25 8/1/2024 187,688
CITGO PETROLEUM CORP 6.25 8/15/2022 506,875
CITIBANK CREDIT CARD ISSUANCE 1.92 4/7/2022 9,999,463
CITIBANK CREDIT CARD ISSUANCE 3.29 5/23/2025 15,593,106
CITIBANK NA 3.65 1/23/2024 12,703,664
CITIGROUP COMMERCIAL MORTGAGE 1.65 9/15/2048 72,950
CITIGROUP COMMERCIAL MORTGAGE 2.90 7/10/2049 1,989,102
CITIGROUP COMMERCIAL MORTGAGE 3.51 5/10/2049 416,761
CITIGROUP COMMERCIAL MORTGAGE 3.55 3/10/2047 1,771,408
CITIGROUP COMMERCIAL MORTGAGE 3.62 7/10/2047 2,902,847
CITIGROUP COMMERCIAL MORTGAGE 3.71 4/14/2050 4,303,457
CITIGROUP COMMERCIAL MORTGAGE 3.73 4/10/2046 1,184,728
CITIGROUP COMMERCIAL MORTGAGE 3.75 3/10/2047 1,167,884
CITIGROUP COMMERCIAL MORTGAGE 3.86 5/10/2047 1,057,797
CITIGROUP COMMERCIAL MORTGAGE 4.03 5/10/2047 3,156,899
CITIGROUP COMMERCIAL MORTGAGE 4.13 11/15/2049 921,259
CITIGROUP COMMERCIAL MORTGAGE 4.13 11/10/2046 4,344,783
CITIGROUP COMMERCIAL MORTGAGE 4.13 4/10/2046 821,930
CITIGROUP COMMERCIAL MORTGAGE 4.15 1/10/2036 3,186,343
CITIGROUP COMMERCIAL MORTGAGE 4.27 4/15/2049 619,993
CITIGROUP COMMERCIAL MORTGAGE 4.33 5/10/2047 1,047,633
CITIGROUP COMMERCIAL MORTGAGE 4.83 4/15/2049 2,800,174
CITIGROUP COMMERCIAL MORTGAGE 4.95 5/10/2049 1,648,936
CITIGROUP INC 2.65 10/26/2020 15,081,874
CITIGROUP INC 2.88 7/24/2023 10,169,203
CITIGROUP INC 2.90 12/8/2021 15,246,510
CITIGROUP INC 2.98 11/5/2030 7,108,891
CITIGROUP INC 3.70 1/12/2026 15,999,473
CITIGROUP INC 4.08 4/23/2029 16,420,178
CITIGROUP INC 5.90 12/29/2049 345,313
CITIGROUP INC 6.25 12/29/2049 113,630
CITYCENTER HLDGS LLC ‐ 4/18/2024 103,502
CLEAN HARBORS INC 4.88 7/15/2027 131,563
CLEAN HARBORS INC 5.13 7/15/2029 71,864
CLEAR CHANNEL WORLDWIDE 5.13 8/15/2027 835,123
CLEAR CHANNEL WORLDWIDE 9.25 2/15/2024 611,340
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 245,328
CLEARWAY ENERGY OP LLC 5.00 9/15/2026 363,440
CLEARWAY ENERGY OP LLC 5.75 10/15/2025 283,123
CLEAVER BROOKS INC 7.88 3/1/2023 134,663
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
CLEVELAND CLIFFS INC 5.75 3/1/2025 82,898
CLEVELAND CLIFFS INC 5.88 6/1/2027 96,000
CLOROX COMPANY 3.50 12/15/2024 10,585,162
CLOROX COMPANY 3.90 5/15/2028 10,992,524
CLOUD CRANE LLC 10.13 8/1/2024 52,500
CNX MIDSTREAM PTR/CNX 6.50 3/15/2026 184,500
CNX RESOURCES CORP 5.88 4/15/2022 125,088
CNX RESOURCES CORP 7.25 3/14/2027 87,470
COCA COLA CO/THE 2.45 11/1/2020 15,076,658
COEUR MINING INC 5.88 6/1/2024 100,000
COGENT COMMUNICATIONS GR 5.38 3/1/2022 313,500
COLFAX CORP 6.00 2/15/2024 223,125
COLFAX CORP 6.38 2/15/2026 68,670
COLGATE PALMOLIVE CO 3.25 3/15/2024 10,562,390
COMCAST CORP 3.38 8/15/2025 14,859,979
COMCAST CORP 3.55 5/1/2028 15,067,922
COMCAST CORP 3.60 3/1/2024 10,601,529
COMM MORTGAGE TRUST 0.50 12/10/2047 726,163
COMM MORTGAGE TRUST 0.84 8/10/2048 263,407
COMM MORTGAGE TRUST 2.44 10/15/2045 401,651
COMM MORTGAGE TRUST 2.77 12/10/2045 1,929,695
COMM MORTGAGE TRUST 2.99 4/12/2035 127,450
COMM MORTGAGE TRUST 3.15 2/10/2047 1,748,490
COMM MORTGAGE TRUST 3.18 2/10/2035 2,578,148
COMM MORTGAGE TRUST 3.18 10/10/2036 2,975,624
COMM MORTGAGE TRUST 3.18 2/10/2048 4,551,762
COMM MORTGAGE TRUST 3.24 2/10/2035 20,053,237
COMM MORTGAGE TRUST 3.29 12/10/2044 9,692
COMM MORTGAGE TRUST 3.37 2/10/2028 1,335,706
COMM MORTGAGE TRUST 3.42 2/10/2028 12,518,855
COMM MORTGAGE TRUST 3.50 5/10/2048 4,052,833
COMM MORTGAGE TRUST 3.53 2/10/2048 1,038,479
COMM MORTGAGE TRUST 3.55 7/15/2047 1,037,129
COMM MORTGAGE TRUST 3.61 8/10/2049 8,599,541
COMM MORTGAGE TRUST 3.63 10/10/2048 5,296,243
COMM MORTGAGE TRUST 3.74 1/10/2046 190,461
COMM MORTGAGE TRUST 3.76 8/10/2048 3,497,882
COMM MORTGAGE TRUST 3.76 2/10/2049 2,302,827
COMM MORTGAGE TRUST 3.77 10/10/2046 3,131,069
COMM MORTGAGE TRUST 3.83 2/10/2048 3,013,980
COMM MORTGAGE TRUST 3.90 3/10/2031 2,102,567
COMM MORTGAGE TRUST 3.90 7/10/2050 756,940
COMM MORTGAGE TRUST 3.93 11/10/2046 4,708,391
COMM MORTGAGE TRUST 3.96 2/10/2047 4,234,328
COMM MORTGAGE TRUST 3.98 5/10/2047 4,527,174
COMM MORTGAGE TRUST 3.99 12/10/2047 1,061,411
COMM MORTGAGE TRUST 4.01 4/10/2047 1,313,576
COMM MORTGAGE TRUST 4.05 10/10/2046 4,221,441
COMM MORTGAGE TRUST 4.05 4/10/2047 7,444,075
COMM MORTGAGE TRUST 4.10 7/15/2047 1,851,659
COMM MORTGAGE TRUST 4.21 8/10/2046 47,898
COMM MORTGAGE TRUST 4.25 2/10/2048 4,492,399
COMM MORTGAGE TRUST 4.26 8/10/2050 8,504,001
COMM MORTGAGE TRUST 4.35 8/10/2030 1,968,856
COMM MORTGAGE TRUST 4.39 8/10/2030 1,038,051
COMM MORTGAGE TRUST 4.43 12/10/2047 2,097,450
COMM MORTGAGE TRUST 4.54 8/10/2048 4,710,908
COMM MORTGAGE TRUST 4.56 9/10/2050 1,272,366
COMM MORTGAGE TRUST 4.75 2/10/2047 2,143,393
COMM MORTGAGE TRUST 4.76 10/10/2046 1,853,850
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
COMM MORTGAGE TRUST 5.11 8/10/2050 2,213,822
COMMERCIAL METALS CO 5.75 4/15/2026 78,375
COMMONWEALTH EDISON CO 3.70 8/15/2028 10,940,808
COMMSCOPE INC 5.00 6/15/2021 79,040
COMMSCOPE INC 5.50 3/1/2024 182,438
COMMSCOPE INC 6.00 3/1/2026 745,689
COMMSCOPE INC 8.25 3/1/2027 474,678
COMMSCOPE TECH LLC 6.00 6/15/2025 848,958
COMPASS MINERALS INTERNA 6.75 12/1/2027 79,688
COMSTOCK RESOURCES INC 7.50 5/15/2025 172,000
CON EDISON CO OF NY INC 3.80 5/15/2028 10,890,967
CONNECT FINCO SARL/CONNE 6.75 10/1/2026 213,000
CONNECTICUT LIGHT + PWR 3.20 3/15/2027 10,564,860
CONSOLIDATED ENERGY FIN 6.50 5/15/2026 281,250
CONSTELLIUM SE 5.75 5/15/2024 51,375
CONSTELLIUM SE 5.88 2/15/2026 461,070
CONSTELLIUM SE 6.63 3/1/2025 322,694
CONSUMERS ENERGY CO 3.13 8/31/2024 10,403,831
CONSUMERS ENERGY CO 3.80 11/15/2028 11,058,796
COOPER STANDARD AUTOMOTI 5.63 11/15/2026 428,838
COOPERATIEVE RABOBANK UA 4.50 1/11/2021 10,263,114
CORECIVIC INC 4.13 4/1/2020 75,000
CORECIVIC INC 4.63 5/1/2023 197,750
CORNING INC 2.90 5/15/2022 10,232,169
CORPORATE OFFICE PROP LP 3.60 5/15/2023 962,212
CORPORATE OFFICE PROP LP 5.25 2/15/2024 1,345,409
CORTES NP ACQUISITION CORP ‐ 11/30/2023 173,410
COSTCO WHOLESALE CORP 1.75 2/15/2020 9,999,169
COSTCO WHOLESALE CORP 2.25 2/15/2022 10,107,211
COTT HOLDINGS INC 5.50 4/1/2025 600,875
COTY INC 6.50 4/15/2026 126,300
CREDIT ACCEPTANC 5.13 12/31/2024 77,885
CREDIT ACCEPTANC 6.63 3/15/2026 81,094
CREDIT SUISSE MORTGAGE TRUST 0.01 11/13/2039 346,368
CREDIT SUISSE MORTGAGE TRUST 0.02 11/10/2032 36,948
CREDIT SUISSE MORTGAGE TRUST 0.35 11/10/2032 1,215,188
CREDIT SUISSE MORTGAGE TRUST 3.79 12/15/2049 4,263,991
CRESTWOOD MID PARTNER LP 5.63 5/1/2027 187,544
CRESTWOOD MID PARTNER LP 5.75 4/1/2025 102,250
CRESTWOOD MIDSTREAM PART 6.25 4/1/2023 453,900
CRH AMERICA FINANCE INC 3.40 5/9/2027 10,398,598
CRH AMERICA INC 3.88 5/18/2025 10,685,656
CRH AMERICA INC 5.75 1/15/2021 10,349,442
CROWNROCK LP/CROWNROCK F 5.63 10/15/2025 676,260
CSAIL COMMERCIAL MORTGAGE TRUS 3.02 9/15/2052 2,016,780
CSAIL COMMERCIAL MORTGAGE TRUS 3.50 6/15/2057 4,181,894
CSAIL COMMERCIAL MORTGAGE TRUS 3.93 9/15/2052 1,048,279
CSAIL COMMERCIAL MORTGAGE TRUS 4.04 4/15/2050 787,116
CSAIL COMMERCIAL MORTGAGE TRUS 4.22 8/15/2051 2,768,516
CSAIL COMMERCIAL MORTGAGE TRUS 4.24 6/15/2052 1,038,174
CSAIL COMMERCIAL MORTGAGE TRUS 4.46 8/15/2051 1,770,782
CSAIL COMMERCIAL MORTGAGE TRUS 4.58 11/15/2048 2,494,385
CSC HOLDINGS LLC 5.38 7/15/2023 227,550
CSC HOLDINGS LLC 5.38 2/1/2028 438,229
CSC HOLDINGS LLC 5.50 5/15/2026 974,041
CSC HOLDINGS LLC 5.75 1/15/2030 777,140
CSC HOLDINGS LLC 6.50 2/1/2029 867,470
CSC HOLDINGS LLC 6.63 10/15/2025 788,239
CSC HOLDINGS LLC 7.50 4/1/2028 56,500
CSC HOLDINGS LLC 10.88 10/15/2025 881,708
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
CSX CORP 3.35 11/1/2025 10,596,405
CUBESMART LP 4.00 11/15/2025 703,435
CUBESMART LP 4.38 12/15/2023 420,613
CUBESMART LP 4.38 2/15/2029 658,933
CUMMINS INC 3.65 10/1/2023 13,218,090
CVS HEALTH CORP 3.25 8/15/2029 11,179,755
CVS HEALTH CORP 3.50 7/20/2022 9,291,885
CVS HEALTH CORP 3.70 3/9/2023 9,902,192
CVS HEALTH CORP 3.88 7/20/2025 12,781,268
CVS HEALTH CORP 4.00 12/5/2023 10,583,036
CVS HEALTH CORP 4.10 3/25/2025 7,515,649
CVS HEALTH CORP 4.30 3/25/2028 12,016,854
CVS PASS THROUGH TRUST 6.04 12/10/2028 4,740,853
CYRUSONE LP/CYRUSONE FIN 2.90 11/15/2024 677,592
CYRUSONE LP/CYRUSONE FIN 3.45 11/15/2029 401,096
DAE FUNDING LLC 5.00 8/1/2024 551,219
DAE FUNDING LLC 5.25 11/15/2021 103,750
DAIMLER FINANCE NA LLC 2.25 3/2/2020 10,002,477
DAIMLER FINANCE NA LLC 3.50 8/3/2025 15,662,277
DAIMLER FINANCE NA LLC 3.70 5/4/2023 15,622,209
DAIMLER FINANCE NA LLC 4.30 2/22/2029 11,267,288
DANA FINANCING LUX SARL 6.50 6/1/2026 571,781
DANA INC 5.38 11/15/2027 108,150
DANAHER CORP 3.35 9/15/2025 7,446,376
DARLING INGREDIENTS INC 5.25 4/15/2027 57,443
DAVITA INC 5.00 5/1/2025 706,751
DAVITA INC 5.13 7/15/2024 258,300
DBGS MORTGAGE TRUST 0.29 4/10/2037 1,245,235
DBGS MORTGAGE TRUST 3.09 6/15/2033 1,000,084
DBGS MORTGAGE TRUST 3.44 5/15/2035 1,863,443
DBUBS MORTGAGE TRUST 3.45 10/10/2034 2,781,683
DBUBS MORTGAGE TRUST 3.53 10/10/2034 2,018,753
DBUBS MORTGAGE TRUST 4.54 7/10/2044 2,805,530
DBUBS MORTGAGE TRUST 5.00 11/10/2046 878,022
DBUBS MORTGAGE TRUST 5.70 11/10/2046 4,383,833
DCP MIDSTREAM OPERATING 3.88 3/15/2023 67,485
DCP MIDSTREAM OPERATING 5.13 5/15/2029 472,063
DCP MIDSTREAM OPERATING 5.38 7/15/2025 467,625
DCP MIDSTREAM OPERATING 5.60 4/1/2044 118,035
DELEK LOG PART/FINANCE 6.75 5/15/2025 155,220
DELL INT LLC / EMC CORP 5.88 6/15/2021 200,079
DELL INT LLC / EMC CORP 6.02 6/15/2026 115,120
DELMARVA PWR + LIGHT CO 3.50 11/15/2023 10,469,040
DELPHI TECHNOLOGIES PLC 5.00 10/1/2025 554,075
DENBURY RESOURCES INC 9.00 5/15/2021 169,313
DENBURY RESOURCES INC 9.25 3/31/2022 136,663
DEUTSCHE BANK COMMERCIAL MORTG 2.76 8/10/2049 1,015,979
DEUTSCHE BANK COMMERCIAL MORTG 3.26 8/10/2049 1,009,377
DEUTSCHE BANK COMMERCIAL MORTG 3.38 8/10/2036 4,896,289
DEUTSCHE BANK NY 2.95 8/20/2020 15,035,072
DH EUROPE FINANCE II 2.60 11/15/2029 9,963,729
DIAGEO CAPITAL PLC 2.13 10/24/2024 10,002,338
DIAGEO CAPITAL PLC 2.38 10/24/2029 4,933,367
DIAGEO CAPITAL PLC 3.50 9/18/2023 10,535,113
DIAMOND OFFSHORE DRILL 7.88 8/15/2025 87,000
DIAMOND SPORTS GR/DIAMON 5.38 8/15/2026 690,890
DIAMOND SPORTS GR/DIAMON 6.63 8/15/2027 312,173
DIAMOND SPORTS GROUP LLC ‐ 8/24/2026 49,771
DIGICEL LTD 6.00 4/15/2021 156,002
DIGITAL REALTY TRUST LP 3.70 8/15/2027 264,934
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
DISH DBS CORP 5.00 3/15/2023 369,306
DISH DBS CORP 5.13 5/1/2020 112,700
DISH DBS CORP 5.88 11/15/2024 1,349,897
DISH DBS CORP 7.75 7/1/2026 2,411,172
DIVERSIFIED HEALTHCARE T 6.75 4/15/2020 501,783
DIVERSIFIED HEALTHCARE T 6.75 12/15/2021 266,443
DONNELLEY FINANCIAL SOL 8.25 10/15/2024 248,468
DOWNSTREAM DEVELOPMENT 10.50 2/15/2023 26,250
DUKE ENERGY CAROLINAS 2.50 3/15/2023 10,153,689
DUKE ENERGY CAROLINAS 2.95 12/1/2026 12,396,980
DUKE ENERGY FLORIDA LLC 3.80 7/15/2028 12,050,354
DUKE ENERGY OHIO INC 3.65 2/1/2029 10,868,427
DUKE ENERGY OHIO INC 3.80 9/1/2023 10,572,998
DUKE ENERGY PROGRESS LLC 3.25 8/15/2025 10,505,247
DUKE REALTY LP 2.88 11/15/2029 1,002,850
DUKE REALTY LP 3.75 12/1/2024 1,068,375
DUN + BRADSTREET CORP ‐ 2/6/2026 81,642
DUN + BRADSTREET CORP 6.88 8/15/2026 82,781
DUN + BRADSTREET CORP 10.25 2/15/2027 230,000
DUPONT DE NEMOURS INC 4.21 11/15/2023 9,629,535
DUPONT DE NEMOURS INC 4.49 11/15/2025 13,216,671
EAGLE INT GLO/RUYI US FI 7.50 5/1/2025 118,500
EBAY INC 2.88 8/1/2021 15,180,193
ELDORADO RESORTS INC 6.00 4/1/2025 725,550
ELDORADO RESORTS INC 6.00 9/15/2026 82,594
ELDORADO RESORTS INC 7.00 8/1/2023 122,720
ELEMENT SOLUTIONS INC 5.88 12/1/2025 494,876
ELLIE MAE INC ‐ 4/17/2026 219,409
EMBARQ CORP 8.00 6/1/2036 132,188
EMERSON ELECTRIC CO 3.15 6/1/2025 10,475,322
ENCOMPASS HEALTH CORP 4.50 2/1/2028 181,344
ENCOMPASS HEALTH CORP 4.75 2/1/2030 73,663
ENCOMPASS HEALTH CORP 5.75 11/1/2024 356,971
ENCOMPASS HEALTH CORP 5.75 9/15/2025 41,900
ENDEAVOR ENERGY RESOURCE 5.75 1/30/2028 196,584
ENERGIZER HOLDINGS INC 5.50 6/15/2025 233,438
ENERGIZER HOLDINGS INC 6.38 7/15/2026 55,380
ENERGIZER HOLDINGS INC 7.75 1/15/2027 630,298
ENERGY TRANSFER OPERATNG 7.50 10/15/2020 285,788
ENERSYS 4.38 12/15/2027 74,070
ENLINK MIDSTREAM LLC 5.38 6/1/2029 106,220
ENLINK MIDSTREAM PARTNER 4.40 4/1/2024 281,329
ENLINK MIDSTREAM PARTNER 4.85 7/15/2026 318,750
ENLINK MIDSTREAM PARTNER 5.45 6/1/2047 60,563
ENLINK MIDSTREAM PARTNER 5.60 4/1/2044 141,750
ENPRO INDUSTRIES INC 5.75 10/15/2026 203,415
ENSIGN DRILLING INC 9.25 4/15/2024 165,156
ENTEGRIS INC 4.63 2/10/2026 315,675
ENTERCOM MEDIA CORP 6.50 5/1/2027 74,900
ENTERCOM MEDIA CORP 7.25 11/1/2024 131,563
ENTERGY ARKANSAS LLC 3.50 4/1/2026 13,819,996
ENTERGY ARKANSAS LLC 4.00 6/1/2028 8,668,517
ENTERGY LOUISIANA LLC 3.12 9/1/2027 10,378,474
ENTERPRISE DEVELOP AUTH 12.00 7/15/2024 200,375
ENTERPRISE MERGER SUB INC ‐ 10/10/2025 298,908
ENVISION HEALTHCARE CORP 8.75 10/15/2026 145,700
EP ENER/EVEREST ACQ FIN 7.75 5/15/2026 318,175
EP ENER/EVEREST ACQ FIN 8.00 11/29/2024 22,500
EP ENER/EVEREST ACQ FIN 9.38 5/1/2024 2,000
EPIC CRUDE SVCS LP ‐ 3/2/2026 526,625
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
EPR PROPERTIES 4.95 4/15/2028 311,432
EQUINIX INC 2.63 11/18/2024 901,674
EQUINIX INC 2.90 11/18/2026 651,138
EQUINIX INC 5.88 1/15/2026 610,225
EQUINOR ASA 2.75 11/10/2021 10,175,971
EQUINOR ASA 2.90 11/8/2020 10,083,356
EQUINOR ASA 3.63 9/10/2028 10,980,723
ERAC USA FINANCE LLC 2.70 11/1/2023 12,146,575
ERAC USA FINANCE LLC 3.80 11/1/2025 10,570,734
ERAC USA FINANCE LLC 4.50 8/16/2021 10,385,352
ERP OPERATING LP 3.00 7/1/2029 517,958
ESH HOSPITALITY INC 4.63 10/1/2027 288,563
ESH HOSPITALITY INC 5.25 5/1/2025 434,175
ESSEX PORTFOLIO LP 3.00 1/15/2030 1,047,518
ESSEX PORTFOLIO LP 3.25 5/1/2023 308,249
ESSEX PORTFOLIO LP 3.88 5/1/2024 1,057,250
ESTEE LAUDER CO INC 2.00 12/1/2024 10,026,820
EUROPEAN INVESTMENT BANK 2.00 3/15/2021 25,100,317
EUROPEAN INVESTMENT BANK 2.25 3/15/2022 25,308,832
EVERGY KANSAS CENTRAL 3.25 12/1/2025 12,862,333
EVERSOURCE ENERGY 3.80 12/1/2023 5,793,144
EXELA INTERMED/EXELA FIN 10.00 7/15/2023 90,000
EXELON CORP 2.85 6/15/2020 5,512,649
EXPORT DEVELOPMNT CANADA 1.38 10/21/2021 24,855,500
EXPORT DEVELOPMNT CANADA 2.00 11/30/2020 30,063,900
EXPORT DEVELOPMNT CANADA 2.50 1/24/2023 25,602,920
EXPRESS SCRIPTS HOLDING 3.30 2/25/2021 10,126,010
EXTERRAN NRG SOLUTIONS/F 8.13 5/1/2025 98,500
EXXON MOBIL CORPORATION 1.91 3/6/2020 12,000,784
EXXON MOBIL CORPORATION 2.02 8/16/2024 12,043,447
EXXON MOBIL CORPORATION 2.40 3/6/2022 10,614,436
EXXON MOBIL CORPORATION 2.44 8/16/2029 10,097,374
EXXON MOBIL CORPORATION 2.73 3/1/2023 10,242,785
EXXON MOBIL CORPORATION 3.04 3/1/2026 10,491,547
FAGE INTL / FAGE USA 5.63 8/15/2026 97,520
FAIR ISAAC CORP 4.00 6/15/2028 125,938
FAIR ISAAC CORP 5.25 5/15/2026 41,800
FAIRSTONE FINANCIAL INC 7.88 7/15/2024 134,375
FANNIE MAE 1.38 10/7/2021 19,924,029
FANNIE MAE 1.88 12/28/2020 22,053,620
FANNIE MAE 1.88 9/24/2026 29,946,301
FED HM LN PC POOL A26657 6.00 9/1/2034 491,694
FED HM LN PC POOL A36744 5.50 8/1/2030 570,374
FED HM LN PC POOL A36810 5.50 8/1/2030 40,980
FED HM LN PC POOL A39348 5.50 11/1/2035 298,872
FED HM LN PC POOL A39581 5.50 11/1/2035 521,112
FED HM LN PC POOL A39598 5.50 11/1/2035 223,696
FED HM LN PC POOL A40001 5.50 11/1/2035 1,171,279
FED HM LN PC POOL A40537 5.50 12/1/2035 407,382
FED HM LN PC POOL A41046 5.50 12/1/2035 188,000
FED HM LN PC POOL A42553 6.00 2/1/2036 464,330
FED HM LN PC POOL A42717 5.50 2/1/2036 515,547
FED HM LN PC POOL A44071 5.50 4/1/2036 502,755
FED HM LN PC POOL A44503 6.00 4/1/2036 677,093
FED HM LN PC POOL A47208 5.00 10/1/2035 675,117
FED HM LN PC POOL A48405 5.50 3/1/2036 409,680
FED HM LN PC POOL A48581 6.00 4/1/2036 433,890
FED HM LN PC POOL A50115 6.00 4/1/2036 741,978
FED HM LN PC POOL A54173 6.00 11/1/2036 303,330
FED HM LN PC POOL A54678 6.00 6/1/2036 539,398
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FED HM LN PC POOL A54855 5.00 4/1/2035 2,142,883
FED HM LN PC POOL A56336 5.50 1/1/2037 1,030,309
FED HM LN PC POOL A59246 5.50 4/1/2037 645,192
FED HM LN PC POOL A61176 5.50 6/1/2036 986,657
FED HM LN PC POOL A61622 5.00 2/1/2034 3,561,086
FED HM LN PC POOL A66969 6.00 10/1/2037 267,726
FED HM LN PC POOL A87429 4.50 7/1/2039 7,249,002
FED HM LN PC POOL A90659 4.50 1/1/2040 8,866,779
FED HM LN PC POOL A95822 4.00 12/1/2040 9,106,707
FED HM LN PC POOL B19271 5.50 5/1/2020 23,796
FED HM LN PC POOL C00122 8.50 5/1/2022 651
FED HM LN PC POOL C00210 8.00 1/1/2023 3,970
FED HM LN PC POOL C00875 7.50 10/1/2029 58,682
FED HM LN PC POOL C00971 7.50 4/1/2030 9,691
FED HM LN PC POOL C01079 7.50 10/1/2030 27,748
FED HM LN PC POOL C01095 7.00 11/1/2030 75,437
FED HM LN PC POOL C01527 5.50 4/1/2033 513,314
FED HM LN PC POOL C01785 5.00 2/1/2034 2,504,400
FED HM LN PC POOL C02549 6.00 6/1/2036 1,186,824
FED HM LN PC POOL C03811 3.50 4/1/2042 13,072,284
FED HM LN PC POOL C39498 7.50 6/1/2030 9,941
FED HM LN PC POOL C60539 6.50 11/1/2031 30,814
FED HM LN PC POOL C78238 5.50 4/1/2033 172,004
FED HM LN PC POOL C90588 5.50 11/1/2022 95,328
FED HM LN PC POOL C90893 5.50 4/1/2025 475,246
FED HM LN PC POOL C91007 5.50 12/1/2026 402,361
FED HM LN PC POOL E02746 3.50 11/1/2025 8,604,886
FED HM LN PC POOL E02920 3.50 6/1/2026 3,216,222
FED HM LN PC POOL E04114 2.50 11/1/2027 15,978,849
FED HM LN PC POOL E04359 2.50 4/1/2028 9,662,834
FED HM LN PC POOL G00045 9.00 1/1/2022 180
FED HM LN PC POOL G00124 9.50 12/1/2022 396
FED HM LN PC POOL G00128 9.50 12/1/2022 56
FED HM LN PC POOL G00134 8.00 4/1/2023 1,821
FED HM LN PC POOL G00139 8.50 5/1/2023 2,923
FED HM LN PC POOL G01771 5.50 2/1/2035 1,241,680
FED HM LN PC POOL G01774 6.00 10/1/2034 3,632,211
FED HM LN PC POOL G01839 5.00 6/1/2035 2,425,037
FED HM LN PC POOL G01883 5.00 8/1/2035 886,443
FED HM LN PC POOL G01918 5.50 10/1/2035 382,255
FED HM LN PC POOL G01956 6.00 11/1/2035 1,240,918
FED HM LN PC POOL G01974 5.00 12/1/2035 1,396,880
FED HM LN PC POOL G02206 6.00 3/1/2036 211,337
FED HM LN PC POOL G02354 5.50 4/1/2034 2,684,699
FED HM LN PC POOL G02391 6.00 11/1/2036 454,797
FED HM LN PC POOL G02540 5.00 11/1/2034 1,174,517
FED HM LN PC POOL G02726 5.50 3/1/2037 436,884
FED HM LN PC POOL G02914 5.50 4/1/2037 614,470
FED HM LN PC POOL G02995 6.00 3/1/2037 424,915
FED HM LN PC POOL G03185 6.00 1/1/2036 1,194,051
FED HM LN PC POOL G03697 6.00 1/1/2038 861,983
FED HM LN PC POOL G03758 5.50 1/1/2038 1,534,366
FED HM LN PC POOL G04219 5.50 4/1/2038 652,526
FED HM LN PC POOL G04239 5.50 8/1/2037 2,363,881
FED HM LN PC POOL G04297 6.00 12/1/2037 936,202
FED HM LN PC POOL G04452 6.00 7/1/2038 1,601,685
FED HM LN PC POOL G06828 4.00 9/1/2041 9,113,858
FED HM LN PC POOL G07930 3.00 6/1/2043 21,147,033
FED HM LN PC POOL G08067 5.00 7/1/2035 1,192,908
FED HM LN PC POOL G08086 5.50 10/1/2035 958,614
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FED HM LN PC POOL G08105 5.50 1/1/2036 558,302
FED HM LN PC POOL G08123 6.00 4/1/2036 835,873
FED HM LN PC POOL G08174 6.00 1/1/2037 887,351
FED HM LN PC POOL G08364 4.50 9/1/2039 8,879,232
FED HM LN PC POOL G11681 5.00 4/1/2020 6,862
FED HM LN PC POOL G11742 5.00 7/1/2020 17,314
FED HM LN PC POOL G11820 5.50 12/1/2020 129,248
FED HM LN PC POOL G11851 5.50 1/1/2021 128,901
FED HM LN PC POOL G11941 5.50 4/1/2021 129,589
FED HM LN PC POOL G11953 5.50 6/1/2020 6,033
FED HM LN PC POOL G11967 5.50 1/1/2021 89,816
FED HM LN PC POOL G11994 5.50 5/1/2021 102,804
FED HM LN PC POOL G12189 5.50 3/1/2021 88,914
FED HM LN PC POOL G12220 5.50 3/1/2021 38,448
FED HM LN PC POOL G12335 5.00 5/1/2021 113,998
FED HM LN PC POOL G12336 5.00 5/1/2021 98,564
FED HM LN PC POOL G12358 5.00 5/1/2021 81,826
FED HM LN PC POOL G12501 5.00 9/1/2021 110,828
FED HM LN PC POOL G14543 3.50 4/1/2027 3,852,647
FED HM LN PC POOL G14669 2.50 1/1/2028 7,671,432
FED HM LN PC POOL G18069 5.00 8/1/2020 46,314
FED HM LN PC POOL G18082 5.00 11/1/2020 42,718
FED HM LN PC POOL G18245 4.50 3/1/2023 260,822
FED HM LN PC POOL G60099 3.50 4/1/2045 15,907,114
FED HM LN PC POOL G60344 4.00 12/1/2045 38,564,683
FED HM LN PC POOL G60505 4.00 4/1/2046 29,175,413
FED HM LN PC POOL G60985 3.00 5/1/2047 21,622,224
FED HM LN PC POOL G60990 3.00 4/1/2047 22,551,582
FED HM LN PC POOL G61132 4.50 7/1/2047 26,276,812
FED HM LN PC POOL G61202 3.50 10/1/2047 27,778,630
FED HM LN PC POOL G61206 4.50 11/1/2047 46,855,686
FED HM LN PC POOL G61212 3.50 12/1/2047 27,982,109
FED HM LN PC POOL G61266 4.00 1/1/2048 21,780,828
FED HM LN PC POOL G61293 3.00 12/1/2047 26,702,217
FED HM LN PC POOL G61607 4.50 9/1/2048 28,223,268
FED HM LN PC POOL G67700 3.50 8/1/2046 19,237,211
FED HM LN PC POOL G67704 4.00 8/1/2047 44,982,179
FED HM LN PC POOL G67705 4.00 10/1/2047 25,980,274
FED HM LN PC POOL G67711 4.00 3/1/2048 54,525,508
FED HM LN PC POOL G67715 4.50 8/1/2048 27,399,855
FED HM LN PC POOL J00974 5.00 1/1/2021 92,467
FED HM LN PC POOL J02648 5.00 10/1/2020 16,832
FED HM LN PC POOL J02726 5.50 9/1/2020 176,274
FED HM LN PC POOL J06831 4.50 1/1/2023 95,401
FED HM LN PC POOL J14965 3.50 4/1/2026 6,646,536
FED HM LN PC POOL J22423 2.50 2/1/2028 8,126,336
FED HM LN PC POOL J23115 2.50 4/1/2028 7,365,934
FED HM LN PC POOL J23340 2.50 4/1/2028 14,584,410
FED HM LN PC POOL Q05266 4.00 12/1/2041 12,150,748
FED HM LN PC POOL Q12171 4.00 10/1/2042 9,620,842
FED HM LN PC POOL Q15805 3.50 2/1/2043 12,831,051
FED HM LN PC POOL Q19334 3.50 6/1/2043 16,824,970
FED HM LN PC POOL Q20860 3.50 8/1/2043 14,850,575
FED HM LN PC POOL Q45099 3.50 12/1/2046 22,221,716
FED HM LN PC POOL Q57863 4.50 8/1/2048 24,401,809
FED HM LN PC POOL Q59050 4.50 10/1/2048 28,531,535
FED HM LN PC POOL RA1377 3.00 9/1/2049 30,412,682
FED HM LN PC POOL V80284 3.50 8/1/2043 18,162,564
FED HM LN PC POOL V82647 3.00 10/1/2046 21,998,231
FED HM LN PC POOL V82851 3.00 1/1/2047 28,761,586
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FED HM LN PC POOL V82942 3.00 2/1/2047 33,340,861
FEDERAL FARM CREDIT BANK 3.50 12/20/2023 10,711,411
FEDERAL HOME LOAN BANK 1.38 2/18/2021 24,938,390
FEDERAL HOME LOAN BANK 1.88 3/13/2020 30,012,546
FEDERAL REALTY INVESTMEN 3.20 6/15/2029 492,293
FEDEX CORP 3.40 2/15/2028 10,291,663
FEDEX CORP 4.00 1/15/2024 10,969,082
FELCOR LODGING LP 6.00 6/1/2025 339,625
FERRELLGAS LP/FERRELLGAS 6.50 5/1/2021 86,500
FHLMC MULTIFAMILY STRUCTURED P 3.95 12/25/2029 2,182,051
FIDELITY + GUARANTY LIFE 5.50 5/1/2025 106,500
FIFTH THIRD BANK 2.88 10/1/2021 10,151,429
FIFTH THIRD BANK 3.95 7/28/2025 10,869,624
FINANCIAL RISK US HLDGS INC ‐ 10/1/2025 749,275
FIRST QUANTUM MINERALS L 7.25 4/1/2023 207,056
FIRST QUANTUM MINERALS L 7.50 4/1/2025 204,500
FISERV INC 2.70 6/1/2020 5,012,390
FISERV INC 2.75 7/1/2024 10,176,649
FISERV INC 3.20 7/1/2026 10,356,456
FLORIDA POWER + LIGHT CO 2.75 6/1/2023 10,251,247
FLORIDA POWER + LIGHT CO 3.13 12/1/2025 10,507,780
FLORIDA POWER + LIGHT CO 3.25 6/1/2024 10,475,336
FLY LEASING LTD 5.25 10/15/2024 469,125
FNMA POOL 190312 6.50 4/1/2031 60,686
FNMA POOL 251236 7.50 10/1/2027 47,990
FNMA POOL 252656 7.00 6/1/2029 59,052
FNMA POOL 252754 7.00 7/1/2029 167,704
FNMA POOL 252945 8.00 10/1/2029 36,749
FNMA POOL 252981 7.50 1/1/2030 83,107
FNMA POOL 253134 8.00 1/1/2030 25,009
FNMA POOL 253346 7.50 6/1/2030 21,626
FNMA POOL 253397 7.50 8/1/2030 14,883
FNMA POOL 253545 7.00 12/1/2030 64,539
FNMA POOL 254147 6.50 1/1/2032 174,500
FNMA POOL 254868 5.00 9/1/2033 1,566,818
FNMA POOL 255028 5.50 1/1/2034 1,378,215
FNMA POOL 255225 5.50 6/1/2034 1,073,299
FNMA POOL 255230 5.00 6/1/2034 1,386,287
FNMA POOL 255745 5.50 5/1/2025 565,839
FNMA POOL 255934 6.00 11/1/2035 1,350,008
FNMA POOL 256041 5.50 12/1/2025 668,583
FNMA POOL 256064 5.50 1/1/2026 316,235
FNMA POOL 256103 5.50 2/1/2026 768,356
FNMA POOL 256153 5.50 3/1/2026 437,120
FNMA POOL 256198 5.50 4/1/2026 1,312,309
FNMA POOL 256800 6.00 7/1/2037 933,436
FNMA POOL 357832 6.00 6/1/2035 296,035
FNMA POOL 357959 5.50 9/1/2035 3,607,152
FNMA POOL 357960 5.50 9/1/2035 820,973
FNMA POOL 519266 7.00 1/1/2030 30,707
FNMA POOL 529011 7.50 1/1/2030 21,206
FNMA POOL 535083 7.50 12/1/2029 29,143
FNMA POOL 535143 7.50 2/1/2030 35,546
FNMA POOL 535161 7.50 2/1/2030 71,513
FNMA POOL 555880 5.50 11/1/2033 388,327
FNMA POOL 558126 7.50 10/1/2030 252
FNMA POOL 604565 6.50 12/1/2031 15,049
FNMA POOL 607397 6.50 10/1/2031 179,990
FNMA POOL 621283 6.00 12/1/2031 297,818
FNMA POOL 624876 6.50 3/1/2032 298,531
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FNMA POOL 628668 6.50 3/1/2032 265,284
FNMA POOL 628882 6.50 4/1/2032 99,977
FNMA POOL 709688 5.50 6/1/2033 403,422
FNMA POOL 711167 5.00 8/1/2033 2,569,823
FNMA POOL 725027 5.00 11/1/2033 2,711,573
FNMA POOL 725206 5.50 2/1/2034 645,674
FNMA POOL 725424 5.50 4/1/2034 682,904
FNMA POOL 725598 5.50 7/1/2034 1,558,118
FNMA POOL 725704 6.00 8/1/2034 1,397,809
FNMA POOL 727205 5.50 8/1/2033 1,727,634
FNMA POOL 728790 5.50 8/1/2033 778,353
FNMA POOL 731726 5.00 8/1/2033 1,166,810
FNMA POOL 734831 5.00 8/1/2033 1,215,528
FNMA POOL 735224 5.50 2/1/2035 2,375,021
FNMA POOL 735502 6.00 4/1/2035 2,885,293
FNMA POOL 735871 5.50 7/1/2035 327,716
FNMA POOL 735897 5.50 10/1/2035 3,237,313
FNMA POOL 735989 5.50 2/1/2035 582,946
FNMA POOL 739729 6.00 11/1/2033 549,331
FNMA POOL 743272 6.00 10/1/2033 286,666
FNMA POOL 745079 5.00 12/1/2020 130,499
FNMA POOL 745096 5.50 11/1/2034 1,581,969
FNMA POOL 745257 6.00 1/1/2036 1,329,156
FNMA POOL 745931 5.00 1/1/2034 2,561,854
FNMA POOL 745944 5.00 12/1/2033 1,532,858
FNMA POOL 747691 5.50 11/1/2033 1,733,310
FNMA POOL 753091 5.50 12/1/2033 1,333,810
FNMA POOL 758322 5.50 12/1/2033 1,377,708
FNMA POOL 759230 5.50 1/1/2034 641,607
FNMA POOL 762204 5.50 12/1/2033 738,057
FNMA POOL 763703 5.50 4/1/2034 2,137,480
FNMA POOL 796244 5.50 11/1/2034 735,915
FNMA POOL 802084 5.50 11/1/2034 3,229,050
FNMA POOL 808094 5.50 2/1/2035 232,828
FNMA POOL 811751 5.00 3/1/2035 9,297,826
FNMA POOL 814915 5.50 3/1/2035 1,187,743
FNMA POOL 815975 5.50 3/1/2035 3,739,801
FNMA POOL 831546 6.00 5/1/2036 1,556,123
FNMA POOL 836866 5.50 10/1/2035 328,404
FNMA POOL 842060 5.50 7/1/2025 551,063
FNMA POOL 842164 5.50 10/1/2035 691,842
FNMA POOL 844786 5.50 12/1/2035 546,921
FNMA POOL 848060 5.50 9/1/2035 216,613
FNMA POOL 848216 5.50 11/1/2035 2,231,377
FNMA POOL 849897 5.50 9/1/2035 1,429,087
FNMA POOL 852841 6.00 11/1/2035 250,332
FNMA POOL 867435 6.00 5/1/2036 457,069
FNMA POOL 867481 6.00 7/1/2036 1,141,709
FNMA POOL 870608 6.00 6/1/2036 749,942
FNMA POOL 870699 6.00 8/1/2036 135,676
FNMA POOL 878095 6.00 4/1/2036 437,848
FNMA POOL 878200 6.00 9/1/2036 1,433,550
FNMA POOL 880009 6.00 4/1/2036 547,381
FNMA POOL 891781 6.00 6/1/2036 808,419
FNMA POOL 893368 5.00 12/1/2033 1,149,621
FNMA POOL 893372 5.50 4/1/2035 2,886,170
FNMA POOL 898808 6.00 11/1/2036 731,193
FNMA POOL 908735 5.50 1/1/2037 416,611
FNMA POOL 908906 5.50 3/1/2037 1,638,378
FNMA POOL 911606 6.00 5/1/2037 999,712
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FNMA POOL 916939 6.00 5/1/2037 1,276,953
FNMA POOL 928554 5.50 8/1/2037 1,564,246
FNMA POOL 938506 6.00 5/1/2037 184,396
FNMA POOL 960660 5.50 9/1/2037 2,452,997
FNMA POOL 968603 5.50 1/1/2038 522,484
FNMA POOL 969809 4.50 2/1/2023 136,166
FNMA POOL 985125 6.00 7/1/2038 1,558,360
FNMA POOL 985527 6.00 6/1/2038 803,498
FNMA POOL 986783 5.50 7/1/2038 914,179
FNMA POOL AA4091 4.50 7/1/2039 8,367,377
FNMA POOL AB1801 4.00 11/1/2040 19,030,188
FNMA POOL AB2080 4.00 1/1/2041 12,114,821
FNMA POOL AB2300 3.50 2/1/2026 5,116,608
FNMA POOL AB3854 4.00 11/1/2041 12,434,158
FNMA POOL AB4085 3.00 12/1/2026 4,860,676
FNMA POOL AB4236 4.00 1/1/2042 12,567,605
FNMA POOL AB4605 4.00 3/1/2042 7,487,169
FNMA POOL AB4696 4.00 3/1/2042 13,037,850
FNMA POOL AB5671 3.50 7/1/2042 20,131,444
FNMA POOL AB6292 3.00 9/1/2027 6,577,262
FNMA POOL AB6647 2.50 10/1/2027 5,527,336
FNMA POOL AB6780 2.50 11/1/2027 6,403,296
FNMA POOL AB7143 2.50 12/1/2027 8,074,249
FNMA POOL AB7904 2.50 2/1/2028 8,554,021
FNMA POOL AB8451 2.50 2/1/2028 11,154,396
FNMA POOL AB8548 2.50 3/1/2028 10,398,410
FNMA POOL AB8550 2.50 3/1/2028 10,248,398
FNMA POOL AB8798 2.50 3/1/2028 7,646,947
FNMA POOL AB8993 2.50 4/1/2028 8,513,275
FNMA POOL AB9673 3.50 6/1/2043 13,550,019
FNMA POOL AI8492 4.50 8/1/2041 12,399,353
FNMA POOL AJ8539 3.00 1/1/2027 4,439,011
FNMA POOL AK6784 3.00 3/1/2027 5,234,989
FNMA POOL AK7800 3.00 3/1/2027 7,567,918
FNMA POOL AL0146 4.00 3/1/2041 13,709,880
FNMA POOL AL1368 4.00 1/1/2042 6,365,041
FNMA POOL AL1406 4.00 2/1/2042 17,443,412
FNMA POOL AL1998 4.00 3/1/2042 11,451,796
FNMA POOL AL2720 3.00 11/1/2027 6,291,650
FNMA POOL AL3305 2.50 3/1/2028 7,792,933
FNMA POOL AL3314 3.50 12/1/2042 13,652,537
FNMA POOL AL3481 2.50 4/1/2028 8,839,637
FNMA POOL AL3484 4.50 10/1/2042 7,893,213
FNMA POOL AL3687 4.00 5/1/2043 24,020,228
FNMA POOL AL3821 4.50 3/1/2042 10,557,171
FNMA POOL AL4224 4.00 9/1/2043 14,636,347
FNMA POOL AL9319 3.50 10/1/2046 27,577,576
FNMA POOL AL9773 3.00 1/1/2047 17,327,044
FNMA POOL AO4669 2.50 2/1/2028 4,560,152
FNMA POOL AP3080 3.50 9/1/2042 11,831,535
FNMA POOL AP5066 2.50 9/1/2027 4,117,881
FNMA POOL AP7539 3.00 9/1/2027 13,715,467
FNMA POOL AQ0437 2.50 10/1/2027 7,759,696
FNMA POOL AR4635 2.50 2/1/2028 5,573,512
FNMA POOL AR6882 2.50 2/1/2028 7,788,701
FNMA POOL AR8581 3.50 6/1/2043 16,296,245
FNMA POOL AS0021 3.00 7/1/2043 35,215,537
FNMA POOL AS0075 3.50 8/1/2043 14,397,168
FNMA POOL AS0357 4.00 9/1/2043 11,624,802
FNMA POOL AS0359 4.00 9/1/2043 18,952,355
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FNMA POOL AS2274 4.50 4/1/2044 9,807,349
FNMA POOL AS2948 4.00 7/1/2044 17,291,345
FNMA POOL AS3104 4.00 8/1/2044 12,524,404
FNMA POOL AS4083 4.00 1/1/2045 19,457,156
FNMA POOL AS4570 3.50 3/1/2045 17,795,878
FNMA POOL AS4792 3.50 4/1/2045 25,722,023
FNMA POOL AS5014 4.00 5/1/2045 19,047,170
FNMA POOL AS5130 3.50 6/1/2045 15,111,180
FNMA POOL AS5168 3.00 6/1/2045 16,570,549
FNMA POOL AS5173 3.50 6/1/2045 16,336,424
FNMA POOL AS5175 3.50 6/1/2045 29,242,293
FNMA POOL AS5190 3.50 6/1/2045 43,304,666
FNMA POOL AS5951 4.00 10/1/2045 18,179,329
FNMA POOL AS6008 4.00 10/1/2045 19,400,909
FNMA POOL AS6220 4.00 11/1/2045 38,123,315
FNMA POOL AS6590 3.50 2/1/2046 25,468,185
FNMA POOL AS6656 3.50 2/1/2046 22,280,422
FNMA POOL AS6663 4.00 2/1/2046 34,884,321
FNMA POOL AS6935 3.50 4/1/2046 21,975,023
FNMA POOL AS6991 4.00 4/1/2046 18,151,864
FNMA POOL AS6997 3.50 4/1/2046 20,493,869
FNMA POOL AS7103 3.50 5/1/2046 19,893,738
FNMA POOL AS7392 3.50 6/1/2046 28,594,657
FNMA POOL AS7587 3.50 7/1/2046 36,973,494
FNMA POOL AS7589 3.50 7/1/2046 20,126,326
FNMA POOL AS7591 3.50 7/1/2046 37,286,958
FNMA POOL AS7689 3.50 8/1/2046 39,574,101
FNMA POOL AS7837 3.00 9/1/2046 23,405,675
FNMA POOL AS8057 3.50 10/1/2046 23,517,892
FNMA POOL AS8104 3.00 10/1/2046 38,404,641
FNMA POOL AS8118 3.00 10/1/2046 87,534,959
FNMA POOL AS8299 3.00 11/1/2046 38,332,036
FNMA POOL AS8361 3.50 11/1/2046 39,509,995
FNMA POOL AS8456 3.50 12/1/2046 20,226,350
FNMA POOL AS8486 3.00 12/1/2046 19,226,219
FNMA POOL AS8488 3.00 12/1/2046 19,636,958
FNMA POOL AS8491 3.00 1/1/2047 23,373,020
FNMA POOL AS8493 3.50 12/1/2046 43,504,123
FNMA POOL AS8522 3.00 12/1/2046 21,397,777
FNMA POOL AS8646 3.00 1/1/2047 21,454,106
FNMA POOL AS8682 3.50 1/1/2047 20,072,707
FNMA POOL AS8689 3.50 1/1/2047 19,832,275
FNMA POOL AS8792 3.00 2/1/2047 21,597,972
FNMA POOL AS8803 3.50 2/1/2047 19,542,680
FNMA POOL AS8942 3.00 3/1/2047 31,054,418
FNMA POOL AS8960 4.00 3/1/2047 20,213,055
FNMA POOL AS9467 4.00 4/1/2047 24,839,272
FNMA POOL AS9786 4.00 6/1/2047 21,159,746
FNMA POOL AT0358 3.50 5/1/2043 16,191,156
FNMA POOL BC1513 3.00 8/1/2046 26,811,706
FNMA POOL BD2429 3.00 1/1/2047 23,344,255
FNMA POOL BD6047 3.00 9/1/2046 23,625,747
FNMA POOL BE1498 3.00 12/1/2046 27,012,057
FNMA POOL BH5750 3.50 11/1/2047 23,807,500
FNMA POOL BJ7214 4.00 10/1/2048 30,036,211
FNMA POOL BM1319 3.00 2/1/2031 24,417,375
FNMA POOL BM1939 3.50 11/1/2046 23,046,065
FNMA POOL BM5040 4.50 12/1/2048 27,874,167
FNMA POOL BM5082 4.50 11/1/2048 29,228,770
FNMA POOL BM5381 3.00 6/1/2028 24,712,751
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
FNMA POOL BN7716 3.00 8/1/2034 12,497,648
FNMA POOL CA0123 4.00 8/1/2047 25,587,489
FNMA POOL CA0127 4.00 8/1/2047 21,631,979
FNMA POOL CA0684 3.50 11/1/2047 26,684,233
FNMA POOL CA2044 4.50 7/1/2048 23,499,537
FNMA POOL CA4469 3.50 11/1/2034 25,849,480
FNMA POOL FM1455 2.50 7/1/2030 23,953,402
FNMA POOL FM1721 2.50 10/1/2034 24,705,491
FNMA POOL FM1851 3.00 10/1/2034 25,414,602
FNMA POOL FM1900 2.50 11/1/2034 30,161,191
FNMA POOL MA3768 3.00 9/1/2034 21,392,764
FNMA POOL MA3800 3.00 10/1/2039 46,693,103
FNMA POOL MA3831 3.00 11/1/2039 23,807,244
FORD CREDIT AUTO OWNER TRUST/F 2.31 8/15/2027 5,971,678
FORD CREDIT AUTO OWNER TRUST/F 2.62 8/15/2028 10,115,473
FORD MOTOR COMPANY 4.35 12/8/2026 10,333,188
FORD MOTOR CREDIT CO LLC 3.10 5/4/2023 11,991,028
FORD MOTOR CREDIT CO LLC 3.16 8/4/2020 12,047,636
FORD MOTOR CREDIT CO LLC 3.47 4/5/2021 7,064,937
FORD MOTOR CREDIT CO LLC 4.69 6/9/2025 628,984
FORESTAR GROUP INC 8.00 4/15/2024 135,938
FORTRESS TRANS + INFRAST 6.50 10/1/2025 79,163
FORTRESS TRANS + INFRAST 6.75 3/15/2022 26,063
FOXTROT ESCROW ISSUER 12.25 11/15/2026 104,125
FREDDIE MAC 5.25 3/15/2035 207,329
FREEPORT MCMORAN INC 3.88 3/15/2023 432,748
FREEPORT MCMORAN INC 4.55 11/14/2024 599,364
FREEPORT MCMORAN INC 5.25 9/1/2029 213,189
FREEPORT MCMORAN INC 5.45 3/15/2043 579,600
FRONTDOOR INC 6.75 8/15/2026 111,180
FRONTIER COMMUNICATIONS 8.00 4/1/2027 266,475
FRONTIER COMMUNICATIONS 8.50 4/1/2026 449,550
FRONTIER COMMUNICATIONS 10.50 9/15/2022 158,438
FTS INTERNATIONAL INC 6.25 5/1/2022 113,750
GARTNER INC 5.13 4/1/2025 374,850
GATES GLOBAL LLC ‐ 4/1/2024 184,059
GATES GLOBAL/GATES CORP 6.25 1/15/2026 428,245
GCI LLC 6.63 6/15/2024 146,138
GCI LLC 6.88 4/15/2025 198,550
GCP APPLIED TECHNOLOGIES 5.50 4/15/2026 306,600
GEMSCO MTG PASS THRU 8.05 11/1/2022 86,411
GENERAL DYNAMICS CORP 1.88 8/15/2023 10,004,632
GENERAL DYNAMICS CORP 2.38 11/15/2024 10,183,120
GENERAL DYNAMICS CORP 3.75 5/15/2028 11,011,004
GENERAL ELECTRIC CO 3.10 1/9/2023 10,217,526
GENERAL ELECTRIC CO 3.38 3/11/2024 15,535,647
GENERAL MILLS INC 3.20 2/10/2027 15,806,989
GENERAL MILLS INC 3.65 2/15/2024 11,565,048
GENERAL MILLS INC 4.00 4/17/2025 10,816,177
GENERAL MOTORS CO 4.88 10/2/2023 214,652
GENWORTH HOLDINGS INC 7.63 9/24/2021 105,340
GENWORTH HOLDINGS INC 7.70 6/15/2020 127,842
GEO GROUP INC/THE 5.88 10/15/2024 113,750
GEORGIA POWER CO 2.40 4/1/2021 12,054,240
GEORGIA POWER CO 3.25 4/1/2026 10,384,650
GFL ENVIRONMENTAL INC 5.13 12/15/2026 126,166
GILEAD SCIENCES INC 2.35 2/1/2020 3,000,691
GILEAD SCIENCES INC 2.50 9/1/2023 10,152,314
GILEAD SCIENCES INC 2.55 9/1/2020 10,042,612
GILEAD SCIENCES INC 3.25 9/1/2022 5,168,373
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
GILEAD SCIENCES INC 3.50 2/1/2025 10,614,749
GLAXOSMITHKLINE CAP INC 3.38 5/15/2023 10,429,846
GLAXOSMITHKLINE CAP INC 3.63 5/15/2025 5,368,438
GLOBAL AIR LEASE CO LTD 6.50 9/15/2024 829,543
GLP CAPITAL LP / FIN II 5.25 6/1/2025 362,208
GLP CAPITAL LP / FIN II 5.75 6/1/2028 90,832
GM FINANCIAL SECURITIZED TERM 1.75 7/16/2024 5,966,213
GNMA II POOL 002576 6.00 4/20/2028 153,006
GNMA II POOL 002754 6.50 5/20/2029 142,817
GNMA II POOL 002838 7.00 11/20/2029 79,224
GNMA II POOL 002839 7.50 11/20/2029 81,359
GNMA II POOL 002852 7.00 12/20/2029 78,568
GNMA II POOL 002867 7.50 1/20/2030 65,746
GNMA II POOL 002883 7.50 2/20/2030 49,295
GNMA II POOL 002896 7.50 3/20/2030 102,220
GNMA II POOL 002908 7.50 4/20/2030 61,433
GNMA II POOL 002909 8.00 4/20/2030 72,770
GNMA II POOL 002921 7.50 5/20/2030 169,608
GNMA II POOL 002934 7.50 6/20/2030 66,573
GNMA II POOL 002945 7.50 7/20/2030 53,633
GNMA II POOL 002957 7.50 8/20/2030 40,586
GNMA II POOL 002972 7.50 9/20/2030 108,433
GNMA II POOL 002986 7.00 10/20/2030 123,085
GNMA II POOL 002987 7.50 10/20/2030 81,281
GNMA II POOL 003010 7.00 12/20/2030 89,477
GNMA II POOL 003053 6.50 3/20/2031 216,894
GNMA II POOL 003841 5.50 4/20/2036 1,757,728
GNMA II POOL 003851 5.50 5/20/2036 1,051,251
GNMA II POOL 003865 6.00 6/20/2036 868,857
GNMA II POOL 003985 5.50 5/20/2037 873,421
GNMA II POOL 004168 5.00 6/20/2038 1,369,431
GNMA II POOL 004195 6.00 7/20/2038 1,057,564
GNMA II POOL 784295 3.50 3/20/2047 23,930,572
GNMA II POOL 784519 3.50 11/20/2047 41,101,880
GNMA II POOL BC4800 3.50 9/20/2047 41,213,157
GNMA II POOL BD2903 4.00 1/20/2048 19,829,854
GNMA II POOL BD3828 3.50 11/20/2047 26,683,725
GNMA II POOL BD3853 4.00 12/20/2047 29,111,423
GNMA II POOL BD3893 3.50 1/20/2048 22,050,707
GNMA II POOL BD3983 4.00 4/20/2048 22,360,970
GNMA II POOL MA0783 3.50 2/20/2043 19,817,224
GNMA II POOL MA4197 4.00 1/20/2047 28,272,990
GNMA II POOL MA5875 3.50 4/20/2049 25,775,953
GNMA II POOL MA5931 4.00 5/20/2049 26,888,205
GNMA POOL 186963 7.00 9/15/2029 22,917
GNMA POOL 186981 7.50 10/15/2029 28,067
GNMA POOL 187002 7.50 12/15/2029 49,710
GNMA POOL 306512 8.50 7/15/2021 605
GNMA POOL 332701 8.50 9/15/2022 2,346
GNMA POOL 354823 8.00 5/15/2024 122,164
GNMA POOL 385724 7.50 6/15/2024 60,878
GNMA POOL 434550 7.50 10/15/2029 64,613
GNMA POOL 434654 7.50 1/15/2030 159,687
GNMA POOL 434716 7.50 2/15/2030 27,468
GNMA POOL 462680 7.00 4/15/2028 68,991
GNMA POOL 472597 7.00 5/15/2028 17,411
GNMA POOL 479066 7.50 1/15/2030 112,497
GNMA POOL 486794 6.50 12/15/2028 114,238
GNMA POOL 487111 7.00 4/15/2029 137,851
GNMA POOL 489030 7.00 8/15/2029 45,253
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
GNMA POOL 499934 7.00 7/15/2029 21,094
GNMA POOL 510083 7.00 7/15/2029 130,015
GNMA POOL 516439 8.00 2/15/2030 26,931
GNMA POOL 520085 7.50 1/15/2030 27,132
GNMA POOL 523039 8.00 2/15/2030 24,569
GNMA POOL 587032 6.50 4/15/2032 231,244
GNMA POOL 605619 6.00 7/15/2034 2,516,366
GNMA POOL 617404 5.50 2/15/2037 953,946
GNMA POOL 658243 5.50 1/15/2037 573,322
GNMA POOL 686735 6.00 5/15/2038 878,757
GNMA POOL 780410 7.50 8/15/2026 165,062
GNMA POOL 781035 6.50 5/15/2029 218,686
GO DADDY OPCO/FINCO 5.25 12/1/2027 78,938
GOLDEN ENTERTAINMENT INC 7.63 4/15/2026 79,500
GOLDEN NUGGET INC 6.75 10/15/2024 207,000
GOLDEN NUGGET INC 8.75 10/1/2025 26,734
GOLDMAN SACHS GROUP INC 3.50 1/23/2025 11,547,937
GOLDMAN SACHS GROUP INC 3.63 2/20/2024 5,248,743
GOLDMAN SACHS GROUP INC 3.75 2/25/2026 5,292,580
GOLDMAN SACHS GROUP INC 3.81 4/23/2029 16,093,175
GOLDMAN SACHS GROUP INC 3.85 1/26/2027 10,645,479
GOLDMAN SACHS GROUP INC 4.95 77,700
GOLDMAN SACHS GROUP INC 5.75 1/24/2022 10,735,153
GOLDMAN SACHS GROUP INC 6.00 6/15/2020 5,088,251
GRACE MORTGAGE TRUST 3.59 6/10/2028 2,508,758
GRAHAM HOLDINGS CO 5.75 6/1/2026 80,063
GRAPHIC PACKAGING INTERN 4.75 7/15/2027 114,490
GRAY TELEVISION INC 5.13 10/15/2024 233,438
GRAY TELEVISION INC 7.00 5/15/2027 412,274
GREENEDEN US HLDGS II LLC ‐ 12/1/2023 114,784
GREIF INC 6.50 3/1/2027 297,000
GREYSTAR REAL ESTATE PAR 5.75 12/1/2025 25,938
GRIFFON CORPORATION 5.25 3/1/2022 301,125
GRINDING MED/MOLY COP 7.38 12/15/2023 142,625
GROUP 1 AUTOMOTIVE INC 5.00 6/1/2022 126,719
GROUP 1 AUTOMOTIVE INC 5.25 12/15/2023 333,938
GS MORTGAGE SECURITIES TRUST 0.84 11/10/2052 983,874
GS MORTGAGE SECURITIES TRUST 1.00 7/15/2032 2,160
GS MORTGAGE SECURITIES TRUST 2.85 10/10/2049 1,021,247
GS MORTGAGE SECURITIES TRUST 2.86 5/10/2034 2,991,218
GS MORTGAGE SECURITIES TRUST 3.00 8/10/2050 4,293,036
GS MORTGAGE SECURITIES TRUST 3.04 7/15/2032 2,292,128
GS MORTGAGE SECURITIES TRUST 3.05 11/10/2052 2,998,881
GS MORTGAGE SECURITIES TRUST 3.38 5/10/2045 689,140
GS MORTGAGE SECURITIES TRUST 3.43 8/10/2050 6,878,771
GS MORTGAGE SECURITIES TRUST 3.44 11/10/2049 1,139,904
GS MORTGAGE SECURITIES TRUST 3.48 9/10/2037 3,055,297
GS MORTGAGE SECURITIES TRUST 3.55 3/5/2033 11,823,304
GS MORTGAGE SECURITIES TRUST 3.60 4/10/2031 12,219,433
GS MORTGAGE SECURITIES TRUST 3.73 11/10/2048 4,273,696
GS MORTGAGE SECURITIES TRUST 3.78 5/10/2050 796,271
GS MORTGAGE SECURITIES TRUST 3.81 10/10/2035 25,258,114
GS MORTGAGE SECURITIES TRUST 3.98 2/10/2048 1,040,185
GS MORTGAGE SECURITIES TRUST 3.99 3/10/2051 1,315,760
GS MORTGAGE SECURITIES TRUST 4.07 1/10/2047 2,220,741
GS MORTGAGE SECURITIES TRUST 4.41 7/10/2048 3,130,218
GS MORTGAGE SECURITIES TRUST 4.74 11/10/2045 873,427
GS MORTGAGE SECURITIES TRUST 5.16 11/10/2046 348,603
GSCG TRUST 2019 600C A 2.94 9/6/2034 1,006,688
GULFPORT ENERGY CORP 6.00 10/15/2024 269,800
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
GULFPORT ENERGY CORP 6.38 5/15/2025 79,375
GULFPORT ENERGY CORP 6.38 1/15/2026 136,400
H+E EQUIPMENT SERVICES 5.63 9/1/2025 448,330
HANESBRANDS INC 4.63 5/15/2024 81,203
HANESBRANDS INC 4.88 5/15/2026 153,519
HARLAND CLARKE HOLDINGS 8.38 8/15/2022 101,875
HARLEY DAVIDSON FINL SER 2.85 1/15/2021 10,045,123
HASBRO INC 3.15 5/15/2021 10,125,397
HAT HOLDINGS I LLC/HAT 5.25 7/15/2024 131,406
HCA INC 5.38 2/1/2025 989,718
HCA INC 5.38 9/1/2026 194,906
HCA INC 5.63 9/1/2028 655,270
HCA INC 5.88 2/15/2026 3,577,411
HCA INC 5.88 2/1/2029 262,469
HEALTHCARE REALTY TRUST 3.75 4/15/2023 258,146
HEALTHCARE REALTY TRUST 3.88 5/1/2025 1,157,771
HEALTHPEAK PROPERTIES 3.00 1/15/2030 652,568
HECLA MINING CO 6.88 5/1/2021 74,756
HERC HOLDINGS INC 5.50 7/15/2027 372,585
HERSHEY COMPANY 2.45 11/15/2029 5,029,199
HERSHEY COMPANY 3.20 8/21/2025 10,584,918
HERSHEY COMPANY 3.38 5/15/2023 10,471,392
HERTZ CORP 5.50 10/15/2024 462,275
HERTZ CORP 6.00 1/15/2028 915,000
HERTZ CORP 7.13 8/1/2026 608,646
HERTZ CORP 7.63 6/1/2022 119,600
HESS MIDSTREAM OPERATION 5.13 6/15/2028 126,563
HESS MIDSTREAM OPERATION 5.63 2/15/2026 208,177
HEXION INC 7.88 7/15/2027 399,341
HIGHWOODS REALTY LP 3.05 2/15/2030 986,297
HILCORP ENERGY I/HILCORP 5.75 10/1/2025 42,902
HILCORP ENERGY I/HILCORP 6.25 11/1/2028 50,350
HILL ROM HOLDINGS INC 4.38 9/15/2027 128,594
HILL ROM HOLDINGS INC 5.00 2/15/2025 166,400
HILLMAN GROUP INC 6.38 7/15/2022 93,000
HILTON DOMESTIC OPERATIN 4.88 1/15/2030 52,970
HILTON DOMESTIC OPERATIN 5.13 5/1/2026 998,823
HILTON GRAND VACA LLC/IN 6.13 12/1/2024 129,600
HILTON USA TRUST 4.19 11/5/2038 2,582,958
HILTON WORLDWIDE FIN LLC 4.63 4/1/2025 174,675
HILTON WORLDWIDE FIN LLC 4.88 4/1/2027 31,875
HMH TRUST 3.06 7/5/2031 2,516,803
HOLLY ENERGY PARTNERS LP 6.00 8/1/2024 462,870
HOLOGIC INC 4.38 10/15/2025 397,513
HOME DEPOT INC 2.63 6/1/2022 10,203,138
HOME DEPOT INC 3.00 4/1/2026 10,467,012
HOME DEPOT INC 3.35 9/15/2025 5,343,018
HOME DEPOT INC 3.90 12/6/2028 6,176,968
HONDA AUTO RECEIVABLES OWNER T 1.68 8/16/2021 4,480,330
HONDA AUTO RECEIVABLES OWNER T 1.83 1/18/2024 17,960,342
HONDA AUTO RECEIVABLES OWNER T 2.64 2/15/2022 10,407,325
HONEYWELL INTERNATIONAL 2.30 8/15/2024 15,184,363
HONEYWELL INTERNATIONAL 2.70 8/15/2029 7,164,751
HONEYWELL INTERNATIONAL 3.35 12/1/2023 10,527,378
HOUSTON GALLERIA MALL TRUST 3.98 3/5/2037 17,847,345
HP ENTERPRISE CO 4.40 10/15/2022 13,207,870
HSBC HOLDINGS PLC 3.95 5/18/2024 10,521,592
HSBC HOLDINGS PLC 3.97 5/22/2030 10,783,649
HSBC HOLDINGS PLC 4.04 3/13/2028 10,699,684
HSBC HOLDINGS PLC 4.30 3/8/2026 7,623,402
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
HSBC HOLDINGS PLC 4.88 1/14/2022 12,670,580
HSBC USA INC 2.75 8/7/2020 15,064,661
HUB INTERNATIONAL LTD 7.00 5/1/2026 123,728
HUB INTL LTD ‐ 4/25/2025 191,797
HUDBAY MINERALS INC 7.25 1/15/2023 156,568
HUDBAY MINERALS INC 7.63 1/15/2025 595,302
HUDSON PACIFIC PROPERTIE 3.25 1/15/2030 994,950
HUDSON YARDS 2.84 8/10/2038 6,370,407
HUDSON YARDS 2.98 8/10/2038 8,738,524
HUDSON YARDS 3.04 12/10/2041 3,560,046
HUDSON YARDS 3.44 7/10/2039 2,837,821
HUGHES SATELLITE SYSTEMS 5.25 8/1/2026 109,750
HUGHES SATELLITE SYSTEMS 6.63 8/1/2026 138,750
HUGHES SATELLITE SYSTEMS 7.63 6/15/2021 213,690
HUNT COS INC 6.25 2/15/2026 74,063
HUNTSMAN INTERNATIONAL L 5.13 11/15/2022 176,247
HYUNDAI CAPITAL AMERICA 3.00 10/30/2020 10,062,175
HYUNDAI CAPITAL AMERICA 3.95 2/1/2022 12,339,928
HYUNDAI CAPITAL AMERICA 4.13 6/8/2023 15,670,953
IAA INC 5.50 6/15/2027 70,125
IAA SPINCO INC ‐ 6/28/2026 24,432
IAMGOLD CORP 7.00 4/15/2025 208,372
IBM CORP 2.25 2/19/2021 12,545,525
IBM CORP 3.38 8/1/2023 13,091,583
IBM CORP 3.45 2/19/2026 13,334,335
IBM CORP 3.50 5/15/2029 18,021,456
IBM CORP 3.63 2/12/2024 10,602,464
ICAHN ENTERPRISES/FIN 4.75 9/15/2024 256,875
ICAHN ENTERPRISES/FIN 5.25 5/15/2027 153,395
ICAHN ENTERPRISES/FIN 6.25 2/1/2022 455,493
ICAHN ENTERPRISES/FIN 6.25 5/15/2026 239,625
ICAHN ENTERPRISES/FIN 6.38 12/15/2025 26,219
IHEARTCOMMUNICATIONS INC 4.75 1/15/2028 497,125
IHEARTCOMMUNICATIONS INC 5.25 8/15/2027 260,529
IHEARTCOMMUNICATIONS INC 6.38 5/1/2026 422,290
IHO VERWALTUNGS GMBH 4.75 9/15/2026 126,480
IHS MARKIT LTD 4.75 2/15/2025 79,747
II VI INCORPORATED ‐ 9/24/2026 360,447
ILLINOIS TOOL WORKS INC 2.65 11/15/2026 11,296,735
ILLINOIS TOOL WORKS INC 3.50 3/1/2024 11,136,682
IMT TRUST 0.02 6/15/2034 292,557
INDEPENDENCE PLAZA TRUST 4.36 7/10/2035 33,575,129
INDIGO NATURAL RES LLC 6.88 2/15/2026 188,000
INEOS GROUP HOLDINGS SA 5.63 8/1/2024 1,058,837
INSTALLED BUILDING PRODU 5.75 2/1/2028 80,156
INTEL CORP 2.45 7/29/2020 6,022,914
INTEL CORP 2.45 11/15/2029 14,959,114
INTEL CORP 3.10 7/29/2022 10,319,726
INTEL CORP 3.15 5/11/2027 10,586,390
INTEL CORP 3.70 7/29/2025 6,490,300
INTELSAT CONNECT FINANCE 9.50 2/15/2023 69,970
INTELSAT JACKSON HLDG 8.00 2/15/2024 333,531
INTELSAT JACKSON HLDG 8.50 10/15/2024 163,949
INTELSAT JACKSON HLDG 9.75 7/15/2025 208,125
INTER AMERICAN DEVEL BK 2.13 1/18/2022 25,216,237
INTER AMERICAN DEVEL BK 3.00 10/4/2023 5,233,146
INTERNATIONAL GAME TECH 6.25 2/15/2022 192,010
INTERNATIONAL GAME TECH 6.25 1/15/2027 225,000
INTERNATIONAL GAME TECH 6.50 2/15/2025 199,805
INTERNATIONAL PAPER CO 3.80 1/15/2026 10,673,863
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
INTERSTATE POWER + LIGHT 3.40 8/15/2025 12,977,109
INTERSTATE POWER + LIGHT 4.10 9/26/2028 13,165,039
INTL BK RECON + DEVELOP 1.38 9/20/2021 19,904,024
INTL BK RECON + DEVELOP 2.13 11/1/2020 15,052,227
INTL BK RECON + DEVELOP 2.13 2/13/2023 10,136,800
IQVIA INC 5.00 10/15/2026 844,000
IQVIA INC 5.00 5/15/2027 264,464
IRB HLDG CORP ‐ 2/5/2025 191,069
IRB HOLDING CORP 6.75 2/15/2026 190,645
IRON MOUNTAIN INC 4.38 6/1/2021 145,447
IRON MOUNTAIN INC 4.88 9/15/2029 338,261
IRON MOUNTAIN INC 5.25 3/15/2028 416,000
IRON MOUNTAIN INC 5.75 8/15/2024 291,240
IRON MOUNTAIN INC 6.00 8/15/2023 127,656
ISTAR INC 4.75 10/1/2024 725,375
ISTAR INC 5.25 9/15/2022 77,995
J2 CLOUD LLC/CLOUD INC 6.00 7/15/2025 371,000
JACK OHIO FIN LLC/FIN 1 6.75 11/15/2021 37,740
JACOBS ENTERTAINMENT INC 7.88 2/1/2024 451,563
JAGGED PEAK ENERGY LLC 5.88 5/1/2026 461,519
JAGUAR HL / PPDI 6.38 8/1/2023 273,530
JAMES HARDIE INTL FIN 4.75 1/15/2025 576,850
JAMES HARDIE INTL FIN 5.00 1/15/2028 504,000
JBS USA LLC/JBS USA FINA 5.75 6/15/2025 25,875
JBS USA LLC/JBS USA FINA 5.88 7/15/2024 25,725
JBS USA/FOOD/FINANCE 5.50 1/15/2030 187,968
JBS USA/FOOD/FINANCE 6.50 4/15/2029 222,256
JELD WEN INC 4.63 12/15/2025 205,900
JELD WEN INC 4.88 12/15/2027 5,113
JM SMUCKER CO 2.50 3/15/2020 10,007,996
JM SMUCKER CO 3.00 3/15/2022 12,518,885
JOHN DEERE CAPITAL CORP 2.45 9/11/2020 5,019,351
JOHN DEERE CAPITAL CORP 2.80 3/6/2023 10,262,216
JOHN DEERE CAPITAL CORP 3.35 6/12/2024 10,549,932
JOHNSON + JOHNSON 2.45 12/5/2021 10,113,518
JOHNSON + JOHNSON 2.45 3/1/2026 11,171,344
JOHNSON + JOHNSON 2.63 1/15/2025 10,293,005
JOHNSON + JOHNSON 2.90 1/15/2028 10,439,869
JOHNSON + JOHNSON 3.38 12/5/2023 10,626,349
JP MORGAN CHASE COMMERCIAL MOR 0.12 2/15/2035 174
JP MORGAN CHASE COMMERCIAL MOR 0.15 9/15/2029 686,565
JP MORGAN CHASE COMMERCIAL MOR 0.50 1/15/2049 575,103
JP MORGAN CHASE COMMERCIAL MOR 2.84 12/15/2047 763,643
JP MORGAN CHASE COMMERCIAL MOR 2.85 9/6/2038 6,131,770
JP MORGAN CHASE COMMERCIAL MOR 3.48 6/15/2045 1,966,317
JP MORGAN CHASE COMMERCIAL MOR 3.62 9/5/2032 2,004,883
JP MORGAN CHASE COMMERCIAL MOR 3.78 6/5/2039 21,131,220
JP MORGAN CHASE COMMERCIAL MOR 3.88 12/15/2046 2,112,704
JP MORGAN CHASE COMMERCIAL MOR 3.91 5/5/2030 1,793,337
JP MORGAN CHASE COMMERCIAL MOR 3.91 1/15/2049 5,170,062
JP MORGAN CHASE COMMERCIAL MOR 4.11 12/15/2047 3,101,202
JP MORGAN CHASE COMMERCIAL MOR 4.17 12/15/2046 4,805,113
JP MORGAN CHASE COMMERCIAL MOR 4.24 1/15/2049 1,000,440
JP MORGAN CHASE COMMERCIAL MOR 4.51 7/15/2050 3,258,350
JP MORGAN CHASE COMMERCIAL MOR 4.52 7/5/2032 2,054,197
JPMBB COMMERCIAL MORTGAGE SECU 3.64 11/15/2047 7,080,288
JPMBB COMMERCIAL MORTGAGE SECU 3.77 12/15/2048 1,070,537
JPMBB COMMERCIAL MORTGAGE SECU 4.00 8/15/2047 1,052,383
JPMBB COMMERCIAL MORTGAGE SECU 4.11 9/15/2047 1,054,424
JPMBB COMMERCIAL MORTGAGE SECU 4.12 12/15/2048 5,982,632
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
JPMBB COMMERCIAL MORTGAGE SECU 4.34 8/15/2047 2,615,484
JPMBB COMMERCIAL MORTGAGE SECU 4.56 9/15/2047 1,037,486
JPMBB COMMERCIAL MORTGAGE SECU 4.89 1/15/2047 1,193,000
JPMDB COMMERCIAL MORTGAGE SECU 3.06 11/13/2052 2,027,868
JPMDB COMMERCIAL MORTGAGE SECU 3.09 12/15/2049 902,486
JPMDB COMMERCIAL MORTGAGE SECU 4.74 6/15/2051 648,293
JPMORGAN CHASE + CO 3.54 5/1/2028 10,625,243
JPMORGAN CHASE + CO 3.88 2/1/2024 16,010,754
JPMORGAN CHASE + CO 3.90 7/15/2025 10,800,768
JPMORGAN CHASE + CO 3.96 1/29/2027 16,279,950
JPMORGAN CHASE + CO 4.01 4/23/2029 16,476,503
JPMORGAN CHASE + CO 4.45 12/5/2029 11,380,913
JPMORGAN CHASE + CO 4.50 1/24/2022 5,250,114
JPMORGAN CHASE + CO 4.63 5/10/2021 10,349,533
JPMORGAN CHASE + CO 6.13 12/31/2049 355,063
KAISER ALUMINUM CORP 4.63 3/1/2028 76,950
KANSAS CITY POWER + LT 3.65 8/15/2025 10,667,865
KAR AUCTION SERVICES INC ‐ 9/19/2026 25,093
KAR AUCTION SERVICES INC 5.13 6/1/2025 357,760
KB HOME 4.80 11/15/2029 51,125
KB HOME 6.88 6/15/2027 86,813
KB HOME 7.00 12/15/2021 150,150
KB HOME 7.63 5/15/2023 28,000
KEHE DISTRIBUTORS LLC/FI 8.63 10/15/2026 78,563
KELLOGG CO 3.25 4/1/2026 10,400,559
KELLOGG CO 3.40 11/15/2027 10,451,090
KELLOGG CO 4.30 5/15/2028 14,619,026
KENNEDY WILSON INC 5.88 4/1/2024 251,125
KENTUCKY UTILITIES CO 3.30 10/1/2025 5,254,456
KEURIG DR PEPPER INC 3.13 12/15/2023 10,282,824
KFC HLD/PIZZA HUT/TACO 5.00 6/1/2024 430,044
KFC HLD/PIZZA HUT/TACO 5.25 6/1/2026 132,930
KFW 1.63 3/15/2021 19,992,006
KFW 1.75 3/31/2020 17,501,557
KILROY REALTY LP 3.05 2/15/2030 690,408
KILROY REALTY LP 3.80 1/15/2023 466,397
KILROY REALTY LP 4.38 10/1/2025 489,631
KIMBERLY CLARK CORP 3.05 8/15/2025 10,559,427
KIMBERLY CLARK CORP 3.95 11/1/2028 11,113,262
KIMCO REALTY CORP 3.80 4/1/2027 1,057,929
KIMCO REALTY CORP 4.25 4/1/2045 456,109
KISSNER HLD / MILL / BSC 8.38 12/1/2022 100,440
KNDL MORTGAGE TRUST 0.82 5/15/2036 341,158
KORN/FERRY INTERNATIONAL 4.63 12/15/2027 75,375
KRATON POLYMERS LLC/CAP 7.00 4/15/2025 103,000
KROGER CO 3.30 1/15/2021 15,194,300
KROGER CO 3.70 8/1/2027 10,709,685
KROGER CO 4.00 2/1/2024 9,593,781
KROGER CO 4.50 1/15/2029 11,251,446
KRONOS ACQUISITION HLDGS INC ‐ 5/15/2023 161,700
L BRANDS INC 5.25 2/1/2028 139,283
L BRANDS INC 6.75 7/1/2036 87,750
L BRANDS INC 6.88 11/1/2035 32,220
L BRANDS INC 7.50 6/15/2029 246,170
LABL ESCROW ISSUER LLC 6.75 7/15/2026 377,188
LADDER CAP FIN LLLP/CORP 5.25 3/15/2022 77,906
LAMAR MEDIA CORP 5.00 5/1/2023 200,448
LAMAR MEDIA CORP 5.38 1/15/2024 226,440
LAMAR MEDIA CORP 5.75 2/1/2026 264,975
LAMB WESTON HLD 4.88 11/1/2026 100,700
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
LAREDO PETROLEUM INC 5.63 1/15/2022 253,170
LAREDO PETROLEUM INC 6.25 3/15/2023 112,500
LENNAR CORP 4.13 1/15/2022 204,500
LENNAR CORP 4.50 4/30/2024 119,498
LENNAR CORP 4.88 12/15/2023 531,790
LENNAR CORP 5.00 6/15/2027 225,680
LENNAR CORP 5.88 11/15/2024 223,000
LEVEL 3 FINANCING INC 5.38 1/15/2024 254,063
LEVEL 3 FINANCING INC 5.38 5/1/2025 388,125
LEVEL 3 FINANCING INC 5.63 2/1/2023 515,542
LIBERTY PROPERTY LP 4.38 2/1/2029 711,506
LIFE STORAGE LP 4.00 6/15/2029 364,127
LIONS GATE CAPITAL HOLD 5.88 11/1/2024 301,500
LIONS GATE CAPITAL HOLD 6.38 2/1/2024 78,377
LITHIA MOTORS INC 4.63 12/15/2027 51,393
LIVE NATION ENTERTAINMEN 4.75 10/15/2027 425,385
LIVE NATION ENTERTAINMEN 4.88 11/1/2024 429,525
LIVE NATION ENTERTAINMEN 5.63 3/15/2026 26,625
LOCKHEED MARTIN CORP 2.50 11/23/2020 10,052,650
LOCKHEED MARTIN CORP 3.55 1/15/2026 10,728,583
LPL HOLDINGS INC 4.63 11/15/2027 241,740
LPL HOLDINGS INC 5.75 9/15/2025 10,463
LSTAR COMMERCIAL MORTGAGE TRUS 2.58 3/10/2049 1,153,711
MACYS RETAIL HLDGS INC 3.45 1/15/2021 12,615,641
MADISON AVENUE TRUST 3.58 12/12/2034 11,375,727
MAGNA INTERNATIONAL INC 4.15 10/1/2025 5,419,475
MAGNOLIA OIL GAS/MAG FIN 6.00 8/1/2026 76,875
MALLINCKRODT FIN/SB 5.63 10/15/2023 114,000
MARRIOTT OWNERSHIP RESOR 4.75 1/15/2028 25,594
MARRIOTT OWNERSHIP RESORTS INC ‐ 8/31/2025 24,937
MARRIOTT OWNERSHIP/ILG 6.50 9/15/2026 577,038
MARSH + MCLENNAN COS INC 3.30 3/14/2023 10,346,650
MASONITE INTERNATIONAL C 5.38 2/1/2028 116,188
MASONITE INTERNATIONAL C 5.75 9/15/2026 403,750
MASTERCARD INC 2.95 6/1/2029 8,348,832
MASTERCARD INC 3.50 2/26/2028 5,393,651
MATADOR RESOURCES CO 5.88 9/15/2026 383,958
MATCH GROUP INC 5.00 12/15/2027 11,468
MATCH GROUP INC 5.63 2/15/2029 79,875
MATCH GROUP INC 6.38 6/1/2024 302,040
MATTEL INC 5.45 11/1/2041 75,205
MATTEL INC 5.88 12/15/2027 171,761
MATTEL INC 6.75 12/31/2025 879,186
MATTHEWS INTERNATIONAL C 5.25 12/1/2025 350,000
MAUSER PACKAGING SOLUT 5.50 4/15/2024 659,264
MCDONALD S CORP 2.20 5/26/2020 10,007,268
MCDONALD S CORP 3.25 6/10/2024 21,053,850
MCDONALD S CORP 3.70 1/30/2026 10,790,437
MCDONALD S CORP 3.80 4/1/2028 16,404,768
MCKESSON CORP 3.95 2/16/2028 10,669,088
MEDNAX INC 6.25 1/15/2027 76,875
MEG ENERGY CORP 6.38 1/30/2023 250,625
MEG ENERGY CORP 6.50 1/15/2025 296,429
MEG ENERGY CORP 7.00 3/31/2024 286,781
MELCO RESORTS FINANCE 5.38 12/4/2029 205,187
MERCER INTL INC 7.38 1/15/2025 80,734
MERCK + CO INC 1.85 2/10/2020 4,998,770
MERCK + CO INC 2.35 2/10/2022 10,099,924
MERCK + CO INC 3.40 3/7/2029 7,583,699
MEREDITH CORP 6.88 2/1/2026 285,918
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
MERITAGE HOMES CORP 5.13 6/6/2027 114,223
MERITAGE HOMES CORP 6.00 6/1/2025 163,155
MERITAGE HOMES CORP 7.00 4/1/2022 506,850
MERLIN ENTERTAINMENTS PL 5.75 6/15/2026 438,000
MET LIFE GLOB FUNDING I 2.50 12/3/2020 15,073,567
MET LIFE GLOB FUNDING I 3.45 12/18/2026 10,735,093
MET LIFE GLOB FUNDING I 3.60 1/11/2024 12,696,537
METLIFE INC 3.60 4/10/2024 5,327,904
METLIFE INC 3.60 11/13/2025 5,373,345
MGIC INVESTMENT CORP 5.75 8/15/2023 27,625
MGM CHINA HOLDINGS LTD 5.38 5/15/2024 208,000
MGM GROWTH/MGM FINANCE 5.63 5/1/2024 535,933
MGM GROWTH/MGM FINANCE 5.75 2/1/2027 274,290
MGM RESORTS INTL 4.63 9/1/2026 927,500
MGM RESORTS INTL 5.50 4/15/2027 338,550
MGM RESORTS INTL 5.75 6/15/2025 537,600
MGM RESORTS INTL 6.00 3/15/2023 629,965
MICHAELS STORES INC 8.00 7/15/2027 23,875
MICROSOFT CORP 1.85 2/12/2020 14,000,102
MICROSOFT CORP 2.38 2/12/2022 10,642,884
MICROSOFT CORP 2.40 8/8/2026 10,624,370
MICROSOFT CORP 3.13 11/3/2025 10,571,076
MICROSOFT CORP 3.63 12/15/2023 11,710,484
MID AMERICA APARTMENTS 4.30 10/15/2023 823,012
MIDAMERICAN ENERGY CO 3.50 10/15/2024 10,603,492
MIDAMERICAN ENERGY CO 3.65 4/15/2029 10,935,608
MIDAMERICAN ENERGY CO 3.70 9/15/2023 10,516,655
MIDCONTINENT COMM + FIN 5.38 8/15/2027 142,763
MINERAL RESOURCES LTD 8.13 5/1/2027 109,750
MONDELEZ INTERNATIONAL 3.63 5/7/2023 12,320,556
MONDELEZ INTERNATIONAL 3.63 2/13/2026 10,647,890
MONDELEZ INTERNATIONAL 4.13 5/7/2028 11,061,051
MOOG INC 4.25 12/15/2027 156,710
MOOG INC 5.25 12/1/2022 188,548
MORGAN STANLEY 2.65 1/27/2020 10,003,281
MORGAN STANLEY 3.63 1/20/2027 15,972,213
MORGAN STANLEY 3.70 10/23/2024 10,623,041
MORGAN STANLEY 3.77 1/24/2029 16,146,792
MORGAN STANLEY 5.75 1/25/2021 10,385,701
MORGAN STANLEY BAML TRUST 2.66 2/15/2046 574,325
MORGAN STANLEY BAML TRUST 3.06 10/15/2048 953,334
MORGAN STANLEY BAML TRUST 3.07 10/15/2048 370,393
MORGAN STANLEY BAML TRUST 3.14 3/15/2048 11,035,103
MORGAN STANLEY BAML TRUST 3.18 8/15/2045 4,846,066
MORGAN STANLEY BAML TRUST 3.25 2/15/2048 207,555
MORGAN STANLEY BAML TRUST 3.38 12/15/2048 276,546
MORGAN STANLEY BAML TRUST 3.53 12/15/2047 5,249,936
MORGAN STANLEY BAML TRUST 3.53 10/15/2048 5,091,339
MORGAN STANLEY BAML TRUST 3.73 5/15/2048 5,322,950
MORGAN STANLEY BAML TRUST 3.85 5/15/2050 1,593,730
MORGAN STANLEY BAML TRUST 3.89 10/15/2048 264,870
MORGAN STANLEY BAML TRUST 3.89 6/15/2047 4,459,623
MORGAN STANLEY BAML TRUST 4.00 12/15/2047 3,168,684
MORGAN STANLEY BAML TRUST 4.04 11/15/2046 4,243,250
MORGAN STANLEY BAML TRUST 4.13 7/15/2050 998,419
MORGAN STANLEY BAML TRUST 4.40 10/15/2048 731,426
MORGAN STANLEY BAML TRUST 4.44 12/15/2049 17,002,007
MORGAN STANLEY BAML TRUST 4.53 10/15/2048 3,485,501
MORGAN STANLEY BAML TRUST 4.56 5/15/2050 712,412
MORGAN STANLEY BAML TRUST 4.74 2/15/2047 295,355
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
MORGAN STANLEY CAPITAL BARCLAY 2.20 9/13/2031 2,269,444
MORGAN STANLEY CAPITAL I TRUST 0.08 2/5/2035 206,173
MORGAN STANLEY CAPITAL I TRUST 0.22 8/11/2033 537,740
MORGAN STANLEY CAPITAL I TRUST 0.37 9/9/2032 1,661,365
MORGAN STANLEY CAPITAL I TRUST 0.40 3/15/2034 67,034
MORGAN STANLEY CAPITAL I TRUST 1.84 8/5/2034 370,358
MORGAN STANLEY CAPITAL I TRUST 3.05 11/15/2049 2,205,041
MORGAN STANLEY CAPITAL I TRUST 3.39 7/15/2035 1,999,988
MORGAN STANLEY CAPITAL I TRUST 3.45 7/13/2029 3,932,624
MORGAN STANLEY CAPITAL I TRUST 3.59 3/15/2049 1,059,367
MORGAN STANLEY CAPITAL I TRUST 3.70 2/5/2035 11,791,449
MORGAN STANLEY CAPITAL I TRUST 3.78 5/15/2048 4,316,805
MORGAN STANLEY CAPITAL I TRUST 4.03 5/15/2048 1,063,511
MORGAN STANLEY CAPITAL I TRUST 4.18 7/15/2051 800,297
MORGAN STANLEY CAPITAL I TRUST 4.28 6/15/2050 2,047,134
MORGAN STANLEY CAPITAL I TRUST 4.30 9/9/2032 1,503,126
MOSAIC CO 4.25 11/15/2023 10,668,248
MOSS CREEK RESOURCES HLD 7.50 1/15/2026 171,000
MOSS CREEK RESOURCES HLD 10.50 5/15/2027 125,250
MOTION FINCO SARL ‐ 11/4/2026 2,934
MOTION FINCO SARL ‐ 11/13/2026 22,324
MPLX LP 6.38 5/1/2024 209,280
MPT OPER PARTNERSP/FINL 4.63 8/1/2029 128,750
MRO HOLDINGS INC ‐ 6/4/2026 49,418
MSCI INC 5.38 5/15/2027 172,400
MSCI INC 5.75 8/15/2025 125,850
MTS SYSTEMS CORP 5.75 8/15/2027 70,015
MUELLER WATER PRODUCTS 5.50 6/15/2026 173,869
MURPHY OIL CORP 5.75 8/15/2025 339,934
MURPHY OIL CORP 5.88 12/1/2027 366,450
MURPHY OIL USA INC 4.75 9/15/2029 26,402
NABORS INDUSTRIES INC 5.50 1/15/2023 144,000
NABORS INDUSTRIES INC 5.75 2/1/2025 483,300
NARRAGANSETT ELECTRIC 3.92 8/1/2028 10,849,349
NATIONAL CINEMEDIA LLC 5.88 4/15/2028 53,125
NATIONAL INTERGOVERNMENTAL PUR ‐ 5/23/2025 49,540
NATIONAL RETAIL PROP INC 3.90 6/15/2024 757,179
NATIONAL RETAIL PROP INC 4.00 11/15/2025 885,181
NATIONAL RETAIL PROP INC 4.80 10/15/2048 628,201
NATIONAL RURAL UTIL COOP 2.30 11/1/2020 10,035,603
NATIONAL RURAL UTIL COOP 2.40 4/25/2022 10,109,579
NATIONAL RURAL UTIL COOP 2.95 2/7/2024 5,155,833
NATIONAL RURAL UTIL COOP 3.25 11/1/2025 10,551,299
NATIONSTAR MTG HLD INC 8.13 7/15/2023 79,389
NATIONSTAR MTG HLD INC 9.13 7/15/2026 83,063
NATIXIS COMMERCIAL MORTGAGE SE 0.51 2/15/2039 2,923,490
NATIXIS COMMERCIAL MORTGAGE SE 0.64 8/15/2038 2,212,815
NATIXIS COMMERCIAL MORTGAGE SE 3.86 4/10/2037 2,907,902
NATIXIS COMMERCIAL MORTGAGE SE 4.13 5/15/2039 1,045,057
NATIXIS COMMERCIAL MORTGAGE SE 4.41 2/15/2039 13,266,652
NAVIENT CORP 5.50 1/25/2023 278,618
NAVIENT CORP 5.63 8/1/2033 43,000
NAVIENT CORP 5.88 3/25/2021 202,468
NAVIENT CORP 6.13 3/25/2024 132,370
NAVIENT CORP 6.50 6/15/2022 198,326
NAVIENT CORP 6.75 6/25/2025 27,600
NAVIENT CORP 6.75 6/15/2026 631,983
NAVIENT CORP 7.25 9/25/2023 621,517
NAVIENT CORP 8.00 3/25/2020 33,341
NCL CORPORATION LTD 3.63 12/15/2024 50,688
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
NCR CORP 5.75 9/1/2027 709,290
NCR CORP 6.13 9/1/2029 294,068
NCR CORP 6.38 12/15/2023 523,775
NEIMAN MARCUS GROUP LTD INC ‐ 10/25/2023 438,805
NESTLE HOLDINGS INC 3.35 9/24/2023 10,461,042
NESTLE HOLDINGS INC 3.50 9/24/2025 10,730,123
NETFLIX INC 4.88 4/15/2028 1,088,558
NETFLIX INC 4.88 6/15/2030 412,344
NETFLIX INC 5.38 2/1/2021 103,125
NETFLIX INC 5.38 11/15/2029 405,757
NETFLIX INC 5.88 11/15/2028 605,274
NETFLIX INC 6.38 5/15/2029 489,663
NEW ENTERPRISE STONE + L 6.25 3/15/2026 340,438
NEW YORK LIFE GLOBAL FDG 1.95 2/11/2020 9,999,951
NEW YORK LIFE GLOBAL FDG 2.90 1/17/2024 10,317,867
NEW YORK LIFE GLOBAL FDG 3.25 8/6/2021 10,230,883
NEWELL BRANDS INC 4.20 4/1/2026 464,026
NEWELL BRANDS INC 5.38 4/1/2036 92,028
NEWELL BRANDS INC 5.50 4/1/2046 80,392
NEWMARK GROUP INC 6.13 11/15/2023 689,255
NEXSTAR BROADCASTING INC ‐ 9/18/2026 100,466
NEXSTAR BROADCASTING INC 5.63 8/1/2024 344,025
NEXSTAR BROADCASTING INC 5.63 7/15/2027 532,169
NEXTERA ENERGY OPERATING 3.88 10/15/2026 175,656
NEXTERA ENERGY OPERATING 4.25 7/15/2024 221,786
NEXTERA ENERGY OPERATING 4.25 9/15/2024 260,000
NEXTERA ENERGY OPERATING 4.50 9/15/2027 287,730
NFP CORP 6.88 7/15/2025 125,313
NFP CORP 8.00 7/15/2025 76,500
NGPL PIPECO LLC 4.88 8/15/2027 132,867
NIAGARA MOHAWK POWER 4.28 12/15/2028 6,693,784
NIELSEN CO LUX SARL/THE 5.50 10/1/2021 124,465
NIELSEN FINANCE LLC/CO 5.00 4/15/2022 878,281
NISSAN AUTO RECEIVABLES OWNER 1.75 10/15/2021 8,924,671
NOBLE HOLDING INTL LTD 7.75 1/15/2024 5,715
NOBLE HOLDING INTL LTD 7.88 2/1/2026 90,625
NORTHERN STATES PWR MINN 2.20 8/15/2020 10,011,113
NORTHERN STATES PWR MINN 2.60 5/15/2023 10,157,403
NORTHROP GRUMMAN CORP 2.55 10/15/2022 10,151,602
NORTHROP GRUMMAN CORP 2.93 1/15/2025 10,311,997
NORTHROP GRUMMAN CORP 3.20 2/1/2027 10,407,692
NOVA CHEMICALS CORP 4.88 6/1/2024 206,500
NOVA CHEMICALS CORP 5.25 6/1/2027 519,915
NOVARTIS CAPITAL CORP 3.00 11/20/2025 10,512,750
NOVARTIS CAPITAL CORP 3.40 5/6/2024 10,590,505
NOVELIS CORP 5.88 9/30/2026 633,142
NOVELIS CORP 6.25 8/15/2024 317,771
NRG ENERGY INC 5.25 6/15/2029 287,613
NRG ENERGY INC 5.75 1/15/2028 52,080
NRG ENERGY INC 6.63 1/15/2027 271,250
NRG ENERGY INC 7.25 5/15/2026 515,660
NSTAR ELECTRIC CO 3.25 5/15/2029 10,559,919
NUANCE COMMUNICATIONS 5.63 12/15/2026 249,382
NUSTAR LOGISTICS LP 4.75 2/1/2022 195,700
NUSTAR LOGISTICS LP 5.63 4/28/2027 192,143
NUSTAR LOGISTICS LP 6.00 6/1/2026 174,488
NXP BV/NXP FUNDING LLC 4.13 6/1/2021 205,058
NXP BV/NXP FUNDING LLC 4.63 6/1/2023 213,820
NY STATE ELECTRIC + GAS 3.25 12/1/2026 10,372,923
NYT MORTGAGE TRUST 1.33 11/15/2035 390,626
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
O REILLY AUTOMOTIVE INC 3.90 6/1/2029 10,928,370
OASIS PETROLEUM INC 6.25 5/1/2026 170,150
OASIS PETROLEUM INC 6.88 3/15/2022 288,750
OASIS PETROLEUM INC 6.88 1/15/2023 342,125
OCCIDENTAL PETROLEUM COR 3.50 6/15/2025 10,327,220
OFFICE PPTY INCOME TRST 3.60 2/1/2020 1,075,000
OLIN CORP 5.63 8/1/2029 105,620
OLYMPIC TOWER MORTGAGE TRUST 0.25 5/10/2039 660,129
OLYMPIC TOWER MORTGAGE TRUST 3.95 5/10/2039 1,028,698
OMEGA HLTHCARE INVESTORS 3.63 10/1/2029 400,484
OMEGA HLTHCARE INVESTORS 4.95 4/1/2024 394,033
ONCOR ELECTRIC DELIVERY 3.70 11/15/2028 10,946,771
ONE BRYANT PARK TRUST 3.95 9/15/2054 46,288,584
ONTARIO (PROVINCE OF) 2.20 10/3/2022 25,270,157
ONTARIO (PROVINCE OF) 2.50 9/10/2021 20,249,256
ONTARIO (PROVINCE OF) 3.05 1/29/2024 20,904,000
ORACLE CORP 2.80 7/8/2021 10,152,884
ORACLE CORP 2.95 11/15/2024 10,395,076
ORACLE CORP 3.25 11/15/2027 10,598,745
ORACLE CORP 3.63 7/15/2023 10,574,908
ORANGE + ROCKLAND UTILIT 6.50 12/1/2027 7,352,659
OUTFRONT MEDIA CAP LLC/C 4.63 3/15/2030 209,605
OUTFRONT MEDIA CAP LLC/C 5.00 8/15/2027 161,315
OUTFRONT MEDIA CAP LLC/C 5.63 2/15/2024 227,550
OWENS BROCKWAY 5.00 1/15/2022 259,498
OWENS BROCKWAY 5.88 8/15/2023 662,918
OWENS BROCKWAY 6.38 8/15/2025 109,250
OXFORD FIN LLC/CO ISS II 6.38 12/15/2022 25,719
PACIFICORP 3.60 4/1/2024 10,556,141
PANTHER BF AGGREGATOR 2 6.25 5/15/2026 478,410
PANTHER BF AGGREGATOR 2 8.50 5/15/2027 283,688
PANTHER BF AGGREGATOR 2 LP ‐ 4/30/2026 124,922
PAR PHARMACEUTICAL INC 7.50 4/1/2027 561,180
PARK AEROSPACE HOLDINGS 5.25 8/15/2022 26,635
PARK AEROSPACE HOLDINGS 5.50 2/15/2024 27,448
PARK AVENUE TRUST 3.51 6/5/2037 5,264,727
PARK AVENUE TRUST 3.66 6/5/2037 34,978,716
PARK OHIO INDUSTRIES INC 6.63 4/15/2027 305,417
PARKER HANNIFIN CORP 3.25 3/1/2027 10,433,368
PARKER HANNIFIN CORP 3.25 6/14/2029 7,313,293
PARKER HANNIFIN CORP 3.30 11/21/2024 10,476,685
PARKLAND FUEL CORP 5.88 7/15/2027 107,536
PARSLEY ENERGY LLC/FINAN 5.25 8/15/2025 517,860
PARSLEY ENERGY LLC/FINAN 5.38 1/15/2025 180,250
PARSLEY ENERGY LLC/FINAN 5.63 10/15/2027 666,225
PATRICK INDUSTRIES INC 7.50 10/15/2027 133,125
PATTERN ENERGY GROUP INC 5.88 2/1/2024 50,409
PAYPAL HOLDINGS INC 2.40 10/1/2024 7,069,037
PAYPAL HOLDINGS INC 2.65 10/1/2026 10,140,453
PBF LOGISTICS LP/FINANCE 6.88 5/15/2023 206,000
PDC ENERGY INC 6.13 9/15/2024 340,200
PECO ENERGY CO 1.70 9/15/2021 14,981,694
PECO ENERGY CO 3.15 10/15/2025 10,452,985
PENSKE AUTO GROUP INC 5.75 10/1/2022 124,691
PEPSICO INC 1.85 4/30/2020 11,998,724
PEPSICO INC 2.63 7/29/2029 10,206,745
PEPSICO INC 3.00 10/15/2027 10,600,908
PEPSICO INC 3.10 7/17/2022 10,318,645
PEPSICO INC 3.50 7/17/2025 12,888,833
PERFORMANCE FOOD GROUP I 5.50 10/15/2027 312,075
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
PETSMART INC 5.88 6/1/2025 939,288
PETSMART INC 7.13 3/15/2023 98,000
PFIZER INC 2.20 12/15/2021 10,098,002
PFIZER INC 3.00 6/15/2023 10,397,446
PFIZER INC 3.40 5/15/2024 7,406,489
PFIZER INC 3.60 9/15/2028 16,450,244
PGT ESCROW ISSUER INC 6.75 8/1/2026 187,469
PHILIP MORRIS INTL INC 1.88 2/25/2021 10,000,601
PHILIP MORRIS INTL INC 2.63 2/18/2022 10,124,756
PHILIP MORRIS INTL INC 2.88 5/1/2024 15,440,742
PHOTO HOLDINGS MERGER SU 8.50 10/1/2026 269,700
PILGRIM S PRIDE CORP 5.75 3/15/2025 180,885
PILGRIM S PRIDE CORP 5.88 9/30/2027 27,031
PLANTRONICS INC ‐ 7/2/2025 210,122
PLANTRONICS INC 5.50 5/31/2023 263,925
PNC BANK NA 2.30 6/1/2020 15,019,483
PNC BANK NA 2.55 12/9/2021 10,120,977
PNC BANK NA 3.50 6/8/2023 10,490,678
POST HOLDINGS INC 5.00 8/15/2026 412,994
POST HOLDINGS INC 5.50 3/1/2025 434,713
POST HOLDINGS INC 5.63 1/15/2028 70,038
POST HOLDINGS INC 5.75 3/1/2027 1,021,020
PPG INDUSTRIES INC 3.20 3/15/2023 10,323,309
PPG INDUSTRIES INC 3.75 3/15/2028 10,881,433
PQ CORP 5.75 12/15/2025 205,865
PQ CORP 6.75 11/15/2022 560,293
PRAIRIE ECI ACQUIROR LP ‐ 3/11/2026 48,285
PRAXAIR INC 2.45 2/15/2022 10,121,167
PRECISION CASTPARTS CORP 2.25 6/15/2020 15,006,558
PRECISION DRILLING CORP 7.13 1/15/2026 71,250
PRECISION DRILLING CORP 7.75 12/15/2023 74,813
PRESTIGE BRANDS INC 5.13 1/15/2028 165,505
PRESTIGE BRANDS INC 6.38 3/1/2024 234,000
PRICOA GLOBAL FUNDING 1 2.40 9/23/2024 15,096,586
PRICOA GLOBAL FUNDING 1 2.45 9/21/2022 7,085,056
PRICOA GLOBAL FUNDING 1 2.55 11/24/2020 7,039,114
PRIME SECSRVC BRW/FINANC 5.25 4/15/2024 79,350
PRIME SECSRVC BRW/FINANC 9.25 5/15/2023 97,534
PRINCIPAL FINANCIAL GRP 3.70 5/15/2029 5,452,936
PRINCIPAL LFE GLB FND II 2.38 11/21/2021 10,057,967
PRIVATE EXPORT FUNDING 3.55 1/15/2024 10,681,213
PROCTER + GAMBLE CO/THE 1.85 2/2/2021 6,008,147
PROCTER + GAMBLE CO/THE 2.70 2/2/2026 10,417,737
PROCTER + GAMBLE CO/THE 3.10 8/15/2023 10,446,820
PROGRESSIVE CORP 4.00 3/1/2029 16,775,230
PROJECT ALPHA INTERMEDIATE HL ‐ 4/26/2024 174,215
PROVIDENT FDG/PFG FIN 6.38 6/15/2025 245,980
PROVINCE OF QUEBEC 2.38 1/31/2022 25,303,555
PROVINCE OF QUEBEC 2.75 4/12/2027 15,646,537
PRUDENTIAL FINANCIAL INC 3.50 5/15/2024 15,431,256
PRUDENTIAL FINANCIAL INC 3.88 3/27/2028 11,789,000
PTC INC 6.00 5/15/2024 173,263
PUBLIC SERVICE COLORADO 3.70 6/15/2028 10,910,856
PUBLIC SERVICE ELECTRIC 1.90 3/15/2021 10,537,706
PUBLIC SERVICE ELECTRIC 3.00 5/15/2027 10,347,303
PUBLIC SERVICE ELECTRIC 3.20 5/15/2029 6,330,441
PUBLIC SERVICE ELECTRIC 3.70 5/1/2028 11,403,951
PUBLIC SERVICE ELECTRIC 3.75 3/15/2024 8,465,610
QEP RESOURCES INC 5.63 3/1/2026 148,238
QORVO INC 4.38 10/15/2029 78,563
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
QORVO INC 5.50 7/15/2026 346,125
QTS LP/FINANCE 4.75 11/15/2025 547,140
QUALCOMM INC 3.00 5/20/2022 14,866,425
QUALCOMM INC 3.45 5/20/2025 13,749,957
QUEBECOR MEDIA INC 5.75 1/15/2023 190,094
QUEENS CENTER MORTGAGE TRUST 3.47 1/11/2037 5,388,583
QUICKEN LOANS INC 5.75 5/1/2025 432,108
RACKSPACE HOSTIN 8.63 11/15/2024 122,188
RADIAN GROUP INC 4.88 3/15/2027 184,188
RADIATE HOLDCO / FINANCE 6.63 2/15/2025 134,330
RAIN CII CARBON LLC/CII 7.25 4/1/2025 145,788
RANGE RESOURCES CORP 4.88 5/15/2025 192,375
RANGE RESOURCES CORP 5.00 8/15/2022 113,680
RANGE RESOURCES CORP 5.00 3/15/2023 229,955
RAYTHEON COMPANY 3.15 12/15/2024 11,552,161
RBS GLOBAL + REXNORD LLC 4.88 12/15/2025 129,063
REALOGY GROUP/CO ISSUER 4.88 6/1/2023 320,125
REALOGY GROUP/CO ISSUER 9.38 4/1/2027 104,346
REALTY INCOME CORP 3.88 4/15/2025 539,261
REFINITIV US HOLDINGS 6.25 5/15/2026 218,250
REFINITIV US HOLDINGS 8.25 11/15/2026 380,673
REGENCY CENTERS LP 2.95 9/15/2029 899,489
REGENCY CENTERS LP 3.60 2/1/2027 419,777
REGIONS FINANCIAL CORP 3.80 8/14/2023 11,115,948
REPUBLIC SERVICES INC 2.50 8/15/2024 10,114,523
REPUBLIC SERVICES INC 3.95 5/15/2028 11,019,948
RESIDEO FUNDING INC 6.13 11/1/2026 212,583
RETAIL OPPORTUNITY IN 5.00 12/15/2023 18,802,607
RETAIL PROPERTIES OF AME 4.00 3/15/2025 8,026,723
REYNOLDS GRP ISS/REYNOLD 5.13 7/15/2023 1,024,774
REYNOLDS GRP ISS/REYNOLD 5.75 10/15/2020 557,933
RHP HOTEL PPTY/RHP FINAN 5.00 4/15/2023 422,280
RIO TINTO FIN USA LTD 3.75 6/15/2025 16,129,178
RITCHIE BROS AUCTIONEERS 5.38 1/15/2025 131,355
RITE AID CORP 6.13 4/1/2023 312,800
ROCHE HOLDINGS INC 3.63 9/17/2028 16,537,900
ROCHESTER GAS + ELECTRIC 3.10 6/1/2027 7,232,224
ROCKPOINT GAS STORAGE CA 7.00 3/31/2023 258,398
ROYAL BANK OF CANADA 2.10 10/14/2020 15,017,336
ROYAL BANK OF CANADA 3.70 10/5/2023 10,572,298
ROYAL BK SCOTLND GRP PLC 4.27 3/22/2025 7,437,174
ROYAL BK SCOTLND GRP PLC 8.63 12/29/2049 643,500
RPAI SR NT 4.12 SERIES A 4.12 6/30/2021 9,957,484
RYMAN HOSPITALITY PROP 4.75 10/15/2027 301,490
SABRA HEALTH CARE LP 4.80 6/1/2024 1,688,393
SABRA HEALTH CARE LP 5.13 8/15/2026 150,783
SABRE GLBL INC 5.25 11/15/2023 415,631
SAN DIEGO G + E 3.60 9/1/2023 12,287,164
SANOFI 3.38 6/19/2023 15,723,364
SANOFI 3.63 6/19/2028 16,525,222
SBA COMMUNICATIONS CORP 4.88 9/1/2024 1,104,938
SCHLUMBERGER INVESTMENT 3.65 12/1/2023 10,582,121
SCHWEITZER MAUDUIT INTL 6.88 10/1/2026 26,938
SCIENTIFIC GAMES INTERNA 5.00 10/15/2025 365,141
SCIENTIFIC GAMES INTERNA 7.00 5/15/2028 107,250
SCIENTIFIC GAMES INTERNA 7.25 11/15/2029 108,500
SCOTTS MIRACLE GRO CO 4.50 10/15/2029 317,904
SCOTTS MIRACLE GRO CO 5.25 12/15/2026 453,688
SCRIPPS ESCROW INC 5.88 7/15/2027 223,118
SEALED AIR CORP 4.00 12/1/2027 101,250
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
SEALED AIR CORP 5.13 12/1/2024 215,500
SELECT MEDICAL CORP 6.25 8/15/2026 382,130
SENSATA TECH INC 4.38 2/15/2030 57,088
SENSATA TECH UK FIN CO 6.25 2/15/2026 915,875
SENSATA TECHNOLOGIES BV 5.63 11/1/2024 222,500
SERVICE CORP INTL 4.63 12/15/2027 265,838
SERVICE CORP INTL 5.13 6/1/2029 178,500
SERVICE CORP INTL 5.38 5/15/2024 231,750
SERVICE CORP INTL 7.50 4/1/2027 268,400
SERVICE PROPERTIES TRUST 4.35 10/1/2024 1,233,220
SERVICE PROPERTIES TRUST 4.95 10/1/2029 1,067,366
SESI LLC 7.13 12/15/2021 21,323
SESI LLC 7.75 9/15/2024 66,500
SEVEN GENERATIONS ENERGY 5.38 9/30/2025 125,625
SG COMMERCIAL MORTGAGE SECURIT 3.06 10/10/2048 4,357,037
SG COMMERCIAL MORTGAGE SECURIT 3.59 9/15/2039 1,489,508
SHEA HOMES LP/FNDG CP 6.13 4/1/2025 336,375
SHELF DRILL HOLD LTD 8.25 2/15/2025 47,625
SHELL INTERNATIONAL FIN 2.13 5/11/2020 10,005,858
SHELL INTERNATIONAL FIN 3.25 5/11/2025 10,599,747
SHELL INTERNATIONAL FIN 3.40 8/12/2023 13,108,937
SHELL INTERNATIONAL FIN 3.88 11/13/2028 16,639,850
SHUTTERFLY INC ‐ 9/25/2026 84,225
SIERRA PACIFIC POWER CO 3.38 8/15/2023 12,367,901
SILVERSEA CRUISE FINANCE 7.25 2/1/2025 105,750
SIMON PROPERTY GROUP LP 2.00 9/13/2024 298,562
SIMON PROPERTY GROUP LP 2.45 9/13/2029 984,481
SIMON PROPERTY GROUP LP 3.25 9/13/2049 627,610
SINCLAIR TELEVISION GROU 5.13 2/15/2027 303,113
SINCLAIR TELEVISION GROU 5.50 3/1/2030 51,125
SINCLAIR TELEVISION GROUP INC ‐ 9/30/2026 50,000
SIRIUS XM RADIO INC 3.88 8/1/2022 105,189
SIRIUS XM RADIO INC 4.63 7/15/2024 404,250
SIRIUS XM RADIO INC 5.00 8/1/2027 205,725
SIRIUS XM RADIO INC 5.38 4/15/2025 686,098
SIRIUS XM RADIO INC 5.38 7/15/2026 212,438
SIRIUS XM RADIO INC 5.50 7/1/2029 135,155
SIX FLAGS ENTERTAINMENT 4.88 7/31/2024 129,531
SL GREEN OPERATING PARTN 3.25 10/15/2022 647,602
SM ENERGY CO 5.00 1/15/2024 190,500
SM ENERGY CO 6.13 11/15/2022 113,120
SM ENERGY CO 6.63 1/15/2027 219,177
SM ENERGY CO 6.75 9/15/2026 622,300
SONIC AUTOMOTIVE INC 6.13 3/15/2027 130,313
SOTHEBY S 7.38 10/15/2027 202,500
SOUTHERN CAL EDISON 2.40 2/1/2022 10,052,156
SOUTHERN CAL EDISON 3.50 10/1/2023 11,707,465
SOUTHERN CAL EDISON 3.65 3/1/2028 12,661,312
SOUTHERN CALIF GAS CO 3.15 9/15/2024 10,446,552
SOUTHERN CALIF GAS CO 3.20 6/15/2025 6,784,842
SOUTHERN CO 2.75 6/15/2020 15,536,914
SOUTHWEST AIRLINES CO 2.65 11/5/2020 10,053,164
SOUTHWESTERN ELEC POWER 4.10 9/15/2028 16,415,501
SOUTHWESTERN ENERGY CO 6.20 1/23/2025 427,415
SOUTHWESTERN PUBLIC SERV 3.30 6/15/2024 15,612,598
SP PF BUYER LLC ‐ 12/22/2025 480,194
SPCM SA 4.88 9/15/2025 535,600
SPECTRUM BRANDS INC 5.00 10/1/2029 170,363
SPECTRUM BRANDS INC 5.75 7/15/2025 422,727
SPECTRUM BRANDS INC 6.13 12/15/2024 264,320
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
SPIRIT REALTY LP 3.20 1/15/2027 500,814
SPIRIT REALTY LP 3.40 1/15/2030 502,631
SPIRIT REALTY LP 4.00 7/15/2029 1,053,181
SPIRIT REALTY LP 4.45 9/15/2026 1,026,399
SPRINGLEAF FINANCE CORP 5.38 11/15/2029 140,913
SPRINGLEAF FINANCE CORP 5.63 3/15/2023 242,438
SPRINGLEAF FINANCE CORP 6.13 3/15/2024 246,375
SPRINGLEAF FINANCE CORP 6.63 1/15/2028 272,041
SPRINGLEAF FINANCE CORP 6.88 3/15/2025 501,638
SPRINGLEAF FINANCE CORP 7.13 3/15/2026 369,984
SPRINT CAPITAL CORP 8.75 3/15/2032 2,548,875
SPRINT COMMUNICATIONS 7.00 3/1/2020 255,351
SPRINT COMMUNICATIONS 7.00 8/15/2020 536,156
SPRINT CORP 7.25 9/15/2021 528,750
SPRINT CORP 7.63 2/15/2025 1,955,478
SPRINT CORP 7.63 3/1/2026 512,802
SPRINT CORP 7.88 9/15/2023 330,999
SPX FLOW INC 5.63 8/15/2024 915,259
SRC ENERGY INC 6.25 12/1/2025 75,563
SS+C TECHNOLOGIES INC 5.50 9/30/2027 480,375
STANDARD INDUSTRIES INC 4.75 1/15/2028 281,875
STANDARD INDUSTRIES INC 5.00 2/15/2027 26,063
STANLEY BLACK + DECKER I 4.25 11/15/2028 11,282,426
STAPLES INC ‐ 4/16/2026 73,254
STAPLES INC 7.50 4/15/2026 779,163
STAPLES INC 10.75 4/15/2027 483,140
STARBUCKS CORP 2.10 2/4/2021 6,766,812
STARBUCKS CORP 2.70 6/15/2022 10,178,022
STARBUCKS CORP 3.80 8/15/2025 10,775,948
STARFRUIT FINCO B V ‐ 10/1/2025 111,418
STARFRUIT FINCO/STAR US 8.00 10/1/2026 507,740
STARS GRP HLDS/STARS GRP 7.00 7/15/2026 147,220
STARWOOD PROPERTY TRUST 3.63 2/1/2021 128,800
STATE STREET CORP 3.30 12/16/2024 10,549,583
STATE STREET CORP 4.14 12/3/2029 6,138,638
STEEL DYNAMICS INC 5.13 10/1/2021 75,045
STEEL DYNAMICS INC 5.50 10/1/2024 103,011
STEINWAY MUSICAL INSTRS INC ‐ 2/14/2025 523,006
STEVENS HOLDING CO INC 6.13 10/1/2026 266,570
STRIPS ‐ 2/15/2026 44,627,531
STRIPS ‐ 2/15/2027 43,613,668
STRIPS ‐ 2/15/2028 42,519,713
STRIPS ‐ 2/15/2029 41,555,026
SUMMIT MATERIALS LLC/FIN 5.13 6/1/2025 205,500
SUMMIT MATERIALS LLC/FIN 6.13 7/15/2023 101,625
SUMMIT MATERIALS LLC/FIN 6.50 3/15/2027 26,875
SUMMIT MID HLDS LLC / FI 5.75 4/15/2025 229,125
SUMMIT MIDSTREAM PARTNER 9.50 51,000
SUNOCO LP/FINANCE CORP 4.88 1/15/2023 207,572
SUNOCO LP/FINANCE CORP 5.50 2/15/2026 456,500
SUNOCO LP/FINANCE CORP 6.00 4/15/2027 133,438
SUNSHINE LUXEMBOURG VII SARL ‐ 10/1/2026 297,475
SUPERIOR PLUS/GEN PRTNR 7.00 7/15/2026 241,594
SWEDISH EXPORT CREDIT 1.75 5/18/2020 10,997,288
SYSCO CORPORATION 2.60 10/1/2020 5,020,757
SYSCO CORPORATION 3.55 3/15/2025 10,648,519
SYSCO CORPORATION 3.75 10/1/2025 4,303,000
T MOBILE USA INC 4.50 2/1/2026 850,750
T MOBILE USA INC 4.75 2/1/2028 535,431
T MOBILE USA INC 5.38 4/15/2027 189,570
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
T MOBILE USA INC 6.38 3/1/2025 129,166
T MOBILE USA INC 6.50 1/15/2026 1,319,891
TALEN ENERGY SUPPLY LLC 6.63 1/15/2028 229,500
TALEN ENERGY SUPPLY LLC 7.25 5/15/2027 131,525
TALEN ENERGY SUPPLY LLC 10.50 1/15/2026 71,344
TALLGRASS NRG PRTNR/FIN 5.50 9/15/2024 183,915
TALLGRASS NRG PRTNR/FIN 5.50 1/15/2028 109,760
TANGER PROPERTIES LP 3.88 12/1/2023 813,388
TARGA RESOURCES PARTNERS 4.25 11/15/2023 257,550
TARGA RESOURCES PARTNERS 5.00 1/15/2028 705,840
TARGA RESOURCES PARTNERS 5.13 2/1/2025 259,375
TARGA RESOURCES PARTNERS 5.25 5/1/2023 125,240
TARGA RESOURCES PARTNERS 5.38 2/1/2027 308,138
TARGA RESOURCES PARTNERS 5.50 3/1/2030 435,660
TARGA RESOURCES PARTNERS 5.88 4/15/2026 132,813
TARGA RESOURCES PARTNERS 6.50 7/15/2027 366,825
TARGA RESOURCES PARTNERS 6.75 3/15/2024 414,500
TARGA RESOURCES PARTNERS 6.88 1/15/2029 461,760
TASEKO MINES LTD 8.75 6/15/2022 41,500
TAYLOR MORR COMM/HLDGS 5.63 3/1/2024 80,813
TAYLOR MORR COMM/HLDGS 5.88 4/15/2023 135,765
TAYLOR MORRISON COMM 5.75 1/15/2028 212,550
TEGNA INC 5.00 9/15/2029 229,955
TELECOM ITALIA CAPITAL 6.00 9/30/2034 413,985
TELECOM ITALIA CAPITAL 6.38 11/15/2033 105,450
TELECOM ITALIA CAPITAL 7.20 7/18/2036 59,240
TELECOM ITALIA SPA 5.30 5/30/2024 82,775
TELEFLEX INC 4.88 6/1/2026 78,375
TELESAT CANADA/TELESAT L 4.88 6/1/2027 76,313
TELESAT CANADA/TELESAT L 6.50 10/15/2027 52,125
TEMPUR SEALY INTL INC 5.63 10/15/2023 272,619
TENET HEALTHCARE CORP 4.63 7/15/2024 675,675
TENET HEALTHCARE CORP 4.63 9/1/2024 67,769
TENET HEALTHCARE CORP 4.88 1/1/2026 1,372,094
TENET HEALTHCARE CORP 5.13 5/1/2025 52,530
TENET HEALTHCARE CORP 5.13 11/1/2027 789,019
TENET HEALTHCARE CORP 6.25 2/1/2027 1,416,345
TENET HEALTHCARE CORP 6.75 6/15/2023 621,870
TENET HEALTHCARE CORP 7.00 8/1/2025 190,125
TENET HEALTHCARE CORP 8.13 4/1/2022 131,644
TENN VALLEY AUTHORITY 2.88 9/15/2024 15,709,155
TENN VALLEY AUTHORITY 2.88 2/1/2027 26,243,529
TENNANT CO 5.63 5/1/2025 261,250
TENNECO INC 5.00 7/15/2026 435,160
TEREX CORP 5.63 2/1/2025 361,375
TERRAFORM POWER OPERATIN 4.25 1/31/2023 53,532
TERRAFORM POWER OPERATIN 4.75 1/15/2030 251,323
TERRAFORM POWER OPERATIN 5.00 1/31/2028 230,494
TESLA INC 5.30 8/15/2025 169,750
TEXAS INSTRUMENTS INC 2.25 9/4/2029 9,874,093
TEXAS INSTRUMENTS INC 2.63 5/15/2024 10,267,041
TITAN ACQUISITION LIMITED ‐ 3/28/2025 241,238
TJX COS INC 2.75 6/15/2021 10,123,107
TMSQ MORTGAGE TRUST 0.15 10/10/2036 1,246,360
TOPBUILD CORP 5.63 5/1/2026 130,625
TORONTO DOMINION BANK 2.50 12/14/2020 15,086,183
TORONTO DOMINION BANK 3.50 7/19/2023 15,789,212
TOTAL CAPITAL INTL SA 2.75 6/19/2021 15,202,471
TOTAL CAPITAL INTL SA 3.70 1/15/2024 10,633,655
TOTAL CAPITAL SA 3.88 10/11/2028 11,200,402
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
TOYOTA AUTO RECEIVABLES OWNER 1.78 11/15/2021 6,329,567
TOYOTA AUTO RECEIVABLES OWNER 1.92 1/16/2024 6,996,912
TOYOTA MOTOR CORP 3.42 7/20/2023 12,559,549
TOYOTA MOTOR CREDIT CORP 2.75 5/17/2021 8,350,945
TOYOTA MOTOR CREDIT CORP 3.20 1/11/2027 11,638,865
TOYOTA MOTOR CREDIT CORP 3.40 4/14/2025 13,854,775
TOYOTA MOTOR CREDIT CORP 3.65 1/8/2029 16,421,898
TPC GROUP INC 10.50 8/1/2024 226,688
TRANSDIGM INC 5.50 11/15/2027 964,713
TRANSDIGM INC 6.25 3/15/2026 1,348,932
TRANSDIGM INC 6.50 7/15/2024 125,825
TRANSDIGM INC 6.50 5/15/2025 507,520
TRANSDIGM INC 7.50 3/15/2027 184,852
TRANSMONTAIGE PARTNERS 6.13 2/15/2026 241,080
TRANSOCEAN GUARDIAN LTD 5.88 1/15/2024 164,715
TRANSOCEAN INC 9.00 7/15/2023 158,438
TRANSOCEAN PONTUS LTD 6.13 8/1/2025 151,434
TRANSOCEAN POSEIDON LTD 6.88 2/1/2027 157,940
TRANSOCEAN SENTRY LTD 5.38 5/15/2023 176,028
TREEHOUSE FOODS INC 6.00 2/15/2024 290,150
TRI POINTE GROUP / HOMES 5.88 6/15/2024 84,825
TRI POINTE GROUP INC 4.88 7/1/2021 194,750
TRI POINTE GROUP INC 5.25 6/1/2027 313,500
TRICON AMERICAN HOMES 2.72 9/17/2034 496,608
TRIDENT TPI HOLDINGS INC 9.25 8/1/2024 50,500
TRINSEO OP / TRINSEO FIN 5.38 9/1/2025 510,000
TRIUMPH GROUP INC 7.75 8/15/2025 198,113
TRIVIUM PACKAGING FIN 5.50 8/15/2026 415,178
TRONOX FINANCE PLC 5.75 10/1/2025 254,680
TRONOX INC 6.50 4/15/2026 77,265
TRUIST BANK 2.85 4/1/2021 10,107,355
TRUIST BANK 3.00 2/2/2023 13,336,974
TRUIST FIN CORP 3.70 6/5/2025 16,101,176
TRUIST FIN CORP 3.75 12/6/2023 10,608,284
TRUIST FIN CORP 4.00 5/1/2025 10,842,958
TWDC ENTERPRISES 18 CORP 2.15 9/17/2020 13,534,845
TWDC ENTERPRISES 18 CORP 2.45 3/4/2022 10,142,527
TWDC ENTERPRISES 18 CORP 3.15 9/17/2025 10,628,650
TWIN RIVER WORLDWIDE HLD 6.75 6/1/2027 104,250
TWITTER INC 3.88 12/15/2027 141,926
TYSON FOODS INC 2.25 8/23/2021 5,017,278
TYSON FOODS INC 3.55 6/2/2027 10,632,921
TYSON FOODS INC 4.00 3/1/2026 5,412,434
U.S. RENAL CARE, INC. ‐ 6/26/2026 113,565
UBS COMMERCIAL MORTGAGE TRUST 1.18 12/15/2052 1,128,093
UBS COMMERCIAL MORTGAGE TRUST 3.40 5/10/2045 2,440,098
UDR INC 3.00 8/15/2031 751,469
UDR INC 3.75 7/1/2024 264,167
UFC HOLDINGS, LLC ‐ 4/29/2026 25,016
ULTIMATE SOFTWARE GROUP INC ‐ 5/4/2026 97,317
UNILEVER CAPITAL CORP 2.10 7/30/2020 7,006,867
UNILEVER CAPITAL CORP 3.10 7/30/2025 5,238,378
UNILEVER CAPITAL CORP 3.13 3/22/2023 15,508,773
UNILEVER CAPITAL CORP 3.50 3/22/2028 10,845,428
UNION ELECTRIC CO 2.95 6/15/2027 10,306,557
UNION PACIFIC CORP 2.25 6/19/2020 8,008,611
UNION PACIFIC CORP 3.75 3/15/2024 10,610,030
UNION PACIFIC CORP 3.95 9/10/2028 11,050,106
UNION PACIFIC RR 2014 1 3.23 5/14/2026 8,585,950
UNITED AIRLINES HOLDINGS 4.25 10/1/2022 261,250
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
UNITED PARCEL SERVICE 2.50 4/1/2023 19,858,854
UNITED RENTALS NORTH AM 3.88 11/15/2027 59,215
UNITED RENTALS NORTH AM 4.63 10/15/2025 514,050
UNITED RENTALS NORTH AM 4.88 1/15/2028 78,092
UNITED RENTALS NORTH AM 5.50 5/15/2027 294,599
UNITED RENTALS NORTH AM 5.88 9/15/2026 916,129
UNITED RENTALS NORTH AM 6.50 12/15/2026 457,210
UNITED TECHNOLOGIES CORP 3.65 8/16/2023 10,544,070
UNITEDHEALTH GROUP INC 2.70 7/15/2020 7,029,117
UNITEDHEALTH GROUP INC 2.88 12/15/2021 10,200,692
UNITEDHEALTH GROUP INC 3.75 7/15/2025 10,802,600
UNITEDHEALTH GROUP INC 3.85 6/15/2028 14,345,407
UNITI GROUP/CSL CAPITAL 6.00 4/15/2023 168,000
UNITI GROUP/CSL CAPITAL 8.25 10/15/2023 65,438
UNIVAR SOLUTIONS USA INC 5.13 12/1/2027 78,284
UNIVISION COMMUNICATIONS 5.13 5/15/2023 174,563
UNIVISION COMMUNICATIONS 5.13 2/15/2025 197,750
UPCB FINANCE IV LTD 5.38 1/15/2025 616,800
US BANCORP 2.35 1/29/2021 10,055,155
US BANCORP 3.70 1/30/2024 15,925,310
US BANCORP 3.90 4/26/2028 16,833,244
US CELLULAR CORP 6.70 12/15/2033 427,050
US CONCRETE INC 6.38 6/1/2024 339,219
US FOODS INC 5.88 6/15/2024 257,500
US TREASURY N/B 1.13 3/31/2020 24,966,797
US TREASURY N/B 1.13 4/30/2020 24,957,031
US TREASURY N/B 1.13 2/28/2021 20,876,953
US TREASURY N/B 1.13 6/30/2021 24,825,195
US TREASURY N/B 1.13 7/31/2021 49,626,953
US TREASURY N/B 1.13 8/31/2021 49,615,235
US TREASURY N/B 1.13 9/30/2021 74,396,484
US TREASURY N/B 1.25 1/31/2020 24,991,959
US TREASURY N/B 1.25 2/29/2020 29,980,116
US TREASURY N/B 1.25 3/31/2021 20,904,023
US TREASURY N/B 1.25 10/31/2021 24,849,610
US TREASURY N/B 1.25 7/31/2023 75,968,320
US TREASURY N/B 1.38 1/31/2020 29,993,282
US TREASURY N/B 1.38 2/29/2020 49,976,736
US TREASURY N/B 1.38 3/31/2020 54,963,477
US TREASURY N/B 1.38 4/30/2020 49,953,023
US TREASURY N/B 1.38 5/31/2020 49,941,406
US TREASURY N/B 1.38 8/31/2020 24,958,008
US TREASURY N/B 1.38 9/15/2020 36,932,070
US TREASURY N/B 1.38 9/30/2020 24,949,219
US TREASURY N/B 1.38 10/31/2020 49,884,766
US TREASURY N/B 1.38 1/31/2021 24,930,664
US TREASURY N/B 1.38 6/30/2023 75,833,613
US TREASURY N/B 1.38 8/31/2023 51,520,625
US TREASURY N/B 1.38 9/30/2023 49,501,953
US TREASURY N/B 1.50 4/15/2020 24,993,164
US TREASURY N/B 1.50 5/31/2020 49,972,417
US TREASURY N/B 1.50 8/15/2020 24,980,469
US TREASURY N/B 1.50 9/30/2021 39,939,062
US TREASURY N/B 1.50 1/31/2022 74,888,672
US TREASURY N/B 1.50 3/31/2023 49,818,360
US TREASURY N/B 1.50 8/15/2026 73,549,805
US TREASURY N/B 1.63 6/30/2020 30,000,000
US TREASURY N/B 1.63 7/31/2020 29,998,828
US TREASURY N/B 1.63 8/15/2022 25,023,438
US TREASURY N/B 1.63 8/31/2022 51,041,836
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
US TREASURY N/B 1.63 11/15/2022 25,018,555
US TREASURY N/B 1.63 4/30/2023 49,996,094
US TREASURY N/B 1.63 5/31/2023 15,000,586
US TREASURY N/B 1.63 10/31/2023 49,955,078
US TREASURY N/B 1.63 5/15/2026 59,392,969
US TREASURY N/B 1.63 9/30/2026 49,404,297
US TREASURY N/B 1.63 10/31/2026 58,264,805
US TREASURY N/B 1.63 11/30/2026 24,683,594
US TREASURY N/B 1.63 8/15/2029 116,995,313
US TREASURY N/B 1.75 10/31/2020 50,041,016
US TREASURY N/B 1.75 11/15/2020 38,032,656
US TREASURY N/B 1.75 12/31/2020 50,046,875
US TREASURY N/B 1.75 7/31/2021 25,060,547
US TREASURY N/B 1.75 11/30/2021 50,154,297
US TREASURY N/B 1.75 2/28/2022 50,187,500
US TREASURY N/B 1.75 3/31/2022 50,187,500
US TREASURY N/B 1.75 4/30/2022 50,187,500
US TREASURY N/B 1.75 5/15/2022 75,275,391
US TREASURY N/B 1.75 5/31/2022 25,097,656
US TREASURY N/B 1.75 6/30/2022 25,103,516
US TREASURY N/B 1.75 9/30/2022 50,201,172
US TREASURY N/B 1.75 1/31/2023 50,207,031
US TREASURY N/B 1.75 5/15/2023 50,193,360
US TREASURY N/B 1.75 12/31/2026 49,763,672
US TREASURY N/B 1.75 11/15/2029 162,542,444
US TREASURY N/B 1.88 6/30/2020 25,030,274
US TREASURY N/B 1.88 12/15/2020 71,155,313
US TREASURY N/B 1.88 11/30/2021 25,145,508
US TREASURY N/B 1.88 2/28/2022 36,925,074
US TREASURY N/B 1.88 5/31/2022 25,171,875
US TREASURY N/B 1.88 7/31/2022 25,176,758
US TREASURY N/B 1.88 8/31/2022 35,257,031
US TREASURY N/B 1.88 9/30/2022 50,380,860
US TREASURY N/B 1.88 10/31/2022 40,298,438
US TREASURY N/B 1.88 8/31/2024 75,647,461
US TREASURY N/B 1.88 7/31/2026 25,110,352
US TREASURY N/B 2.00 1/31/2020 25,006,613
US TREASURY N/B 2.00 7/31/2020 25,051,758
US TREASURY N/B 2.00 9/30/2020 25,064,453
US TREASURY N/B 2.00 11/30/2020 50,162,110
US TREASURY N/B 2.00 1/15/2021 25,092,774
US TREASURY N/B 2.00 2/28/2021 25,102,539
US TREASURY N/B 2.00 5/31/2021 50,275,391
US TREASURY N/B 2.00 8/31/2021 50,330,078
US TREASURY N/B 2.00 10/31/2021 25,186,524
US TREASURY N/B 2.00 7/31/2022 50,515,625
US TREASURY N/B 2.00 10/31/2022 75,823,242
US TREASURY N/B 2.00 11/30/2022 75,846,680
US TREASURY N/B 2.00 2/15/2023 50,585,938
US TREASURY N/B 2.00 4/30/2024 50,685,547
US TREASURY N/B 2.00 5/31/2024 50,693,360
US TREASURY N/B 2.00 6/30/2024 76,040,039
US TREASURY N/B 2.00 2/15/2025 60,867,187
US TREASURY N/B 2.00 8/15/2025 60,822,656
US TREASURY N/B 2.00 11/15/2026 75,870,117
US TREASURY N/B 2.13 8/31/2020 25,076,172
US TREASURY N/B 2.13 1/31/2021 25,130,860
US TREASURY N/B 2.13 6/30/2021 50,394,531
US TREASURY N/B 2.13 8/15/2021 65,039,180
US TREASURY N/B 2.13 9/30/2021 50,447,266
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
US TREASURY N/B 2.13 12/31/2021 50,525,391
US TREASURY N/B 2.13 6/30/2022 50,660,156
US TREASURY N/B 2.13 12/31/2022 101,523,438
US TREASURY N/B 2.13 2/29/2024 50,927,735
US TREASURY N/B 2.13 3/31/2024 50,929,688
US TREASURY N/B 2.13 7/31/2024 76,458,984
US TREASURY N/B 2.13 9/30/2024 76,500,000
US TREASURY N/B 2.13 11/30/2024 51,021,485
US TREASURY N/B 2.13 5/15/2025 61,237,500
US TREASURY N/B 2.25 3/31/2021 50,380,860
US TREASURY N/B 2.25 4/30/2021 50,421,875
US TREASURY N/B 2.25 7/31/2021 50,503,906
US TREASURY N/B 2.25 12/31/2023 66,480,274
US TREASURY N/B 2.25 1/31/2024 51,158,203
US TREASURY N/B 2.25 10/31/2024 102,617,188
US TREASURY N/B 2.25 11/15/2024 61,572,656
US TREASURY N/B 2.25 12/31/2024 76,998,047
US TREASURY N/B 2.25 11/15/2025 61,633,594
US TREASURY N/B 2.25 2/15/2027 66,825,586
US TREASURY N/B 2.25 8/15/2027 103,554,886
US TREASURY N/B 2.25 11/15/2027 82,639,067
US TREASURY N/B 2.38 12/31/2020 25,176,758
US TREASURY N/B 2.38 1/31/2023 25,567,383
US TREASURY N/B 2.38 8/15/2024 51,531,250
US TREASURY N/B 2.38 5/15/2027 62,238,281
US TREASURY N/B 2.38 5/15/2029 26,002,930
US TREASURY N/B 2.50 3/31/2023 25,693,360
US TREASURY N/B 2.50 8/15/2023 51,498,047
US TREASURY N/B 2.50 5/15/2024 25,868,164
US TREASURY N/B 2.50 1/31/2025 77,941,406
US TREASURY N/B 2.63 7/31/2020 25,141,602
US TREASURY N/B 2.63 8/15/2020 50,300,781
US TREASURY N/B 2.63 8/31/2020 35,224,219
US TREASURY N/B 2.63 11/15/2020 25,209,961
US TREASURY N/B 2.63 5/15/2021 25,343,750
US TREASURY N/B 2.63 6/15/2021 25,363,281
US TREASURY N/B 2.63 2/28/2023 25,773,438
US TREASURY N/B 2.63 12/31/2023 51,865,235
US TREASURY N/B 2.63 3/31/2025 78,442,383
US TREASURY N/B 2.63 2/15/2029 26,513,672
US TREASURY N/B 2.75 4/30/2023 25,905,274
US TREASURY N/B 2.75 5/31/2023 51,843,750
US TREASURY N/B 2.75 11/15/2023 78,061,523
US TREASURY N/B 2.75 2/15/2024 26,077,149
US TREASURY N/B 2.75 2/28/2025 52,585,938
US TREASURY N/B 2.75 6/30/2025 79,001,954
US TREASURY N/B 2.75 8/31/2025 26,355,469
US TREASURY N/B 2.75 2/15/2028 79,959,961
US TREASURY N/B 2.88 10/15/2021 25,560,547
US TREASURY N/B 2.88 11/15/2021 26,101,641
US TREASURY N/B 2.88 9/30/2023 31,332,422
US TREASURY N/B 2.88 4/30/2025 52,947,266
US TREASURY N/B 2.88 5/31/2025 52,962,891
US TREASURY N/B 2.88 7/31/2025 79,532,227
US TREASURY N/B 2.88 11/30/2025 26,561,524
US TREASURY N/B 2.88 5/15/2028 80,780,273
US TREASURY N/B 2.88 8/15/2028 53,925,781
US TREASURY N/B 3.00 9/30/2025 80,115,234
US TREASURY N/B 3.00 10/31/2025 80,159,180
US TREASURY N/B 3.13 5/15/2021 51,021,485
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
US TREASURY N/B 3.13 11/15/2028 27,506,836
US TREASURY N/B 3.63 2/15/2020 75,173,812
US TREASURY N/B 3.63 2/15/2021 25,546,875
USA COM PART/USA COM FIN 6.88 4/1/2026 233,100
USA COM PART/USA COM FIN 6.88 9/1/2027 132,283
USAA CAPITAL CORP 2.45 8/1/2020 10,035,760
VALVOLINE INC 5.50 7/15/2024 313,325
VENATOR FIN SARL/VENATOR 5.75 7/15/2025 184,500
VENTAS REALTY LP 3.85 4/1/2027 443,601
VEREIT INC 3.75 12/15/2020 329,032
VEREIT OPERATING PARTNER 3.10 12/15/2029 854,955
VEREIT OPERATING PARTNER 4.88 6/1/2026 659,253
VERIZON COMMUNICATIONS 2.95 3/15/2022 10,645,228
VERIZON COMMUNICATIONS 3.38 2/15/2025 10,593,087
VERIZON COMMUNICATIONS 4.02 12/3/2029 16,839,344
VERIZON COMMUNICATIONS 4.13 3/16/2027 16,653,582
VERIZON COMMUNICATIONS 4.15 3/15/2024 7,550,479
VERTIV INT HOLD CORP 12.00 2/15/2022 103,750
VIACOMCBS INC 4.00 1/15/2026 10,715,004
VIASAT INC 5.63 4/15/2027 155,150
VICI PROP 1 / VICI FC 8.00 10/15/2023 622,438
VICI PROPERTIES / NOTE 4.25 12/1/2026 3,448,440
VICI PROPERTIES / NOTE 4.63 12/1/2029 5,251,073
VIDEOTRON LTD 5.00 7/15/2022 182,515
VIDEOTRON LTD 5.38 6/15/2024 27,500
VIDEOTRON LTD / LTEE 5.13 4/15/2027 654,840
VIKING CRUISES LTD 5.88 9/15/2027 245,813
VIKING CRUISES LTD 6.25 5/15/2025 318,623
VINE OIL + GAS LP / FIN 8.75 4/15/2023 36,750
VINE OIL + GAS LP / FIN 9.75 4/15/2023 25,000
VIPER ENERGY PARTNERS LP 5.38 11/1/2027 182,000
VIRGIN MEDIA FINANCE PLC 5.75 1/15/2025 182,089
VIRGIN MEDIA FINANCE PLC 6.00 10/15/2024 206,000
VIRGIN MEDIA SECURED FIN 5.50 8/15/2026 26,250
VIRGIN MEDIA SECURED FIN 5.50 5/15/2029 693,481
VIRGINIA ELEC + POWER CO 3.15 1/15/2026 10,454,845
VIRGINIA ELEC + POWER CO 3.45 2/15/2024 15,721,588
VISA INC 2.20 12/14/2020 10,039,827
VISA INC 2.80 12/14/2022 10,290,691
VISA INC 3.15 12/14/2025 10,572,644
VISTA OUTDOOR INC 5.88 10/1/2023 387,670
VISTAJET MALTA/XO MGMT 10.50 6/1/2024 95,000
VISTRA OPERATIONS CO LLC 3.55 7/15/2024 126,627
VISTRA OPERATIONS CO LLC 5.00 7/31/2027 403,362
VISTRA OPERATIONS CO LLC 5.50 9/1/2026 212,000
VISTRA OPERATIONS CO LLC 5.63 2/15/2027 390,941
VNO MORTGAGE TRUST 0.34 11/15/2030 1,774,631
VNO MORTGAGE TRUST 3.34 11/15/2030 3,082,949
VNO MORTGAGE TRUST 3.81 12/13/2029 706,930
VNO MORTGAGE TRUST 3.95 12/13/2029 3,420,388
VOC ESCROW LTD 5.00 2/15/2028 26,188
VODAFONE GROUP PLC 7.00 4/4/2079 264,344
VOLKSWAGEN GROUP AMERICA 4.63 11/13/2025 16,607,370
WABASH NATIONAL CORP 5.50 10/1/2025 200,000
WALGREENS BOOTS ALLIANCE 3.30 11/18/2021 10,189,650
WALMART INC 2.55 4/11/2023 12,260,818
WALMART INC 3.05 7/8/2026 10,548,913
WALMART INC 3.25 7/8/2029 10,733,209
WALMART INC 3.30 4/22/2024 10,517,438
WALMART INC 3.55 6/26/2025 12,353,855
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
WALMART INC 3.70 6/26/2028 11,293,376
WASTE MANAGEMENT INC 2.95 6/15/2024 4,129,594
WASTE MANAGEMENT INC 3.20 6/15/2026 7,333,774
WASTE PRO USA INC 5.50 2/15/2026 26,063
WEEKLEY HOMES LLC/ FINAN 6.63 8/15/2025 207,500
WEINGARTEN REALTY INVEST 3.25 8/15/2026 658,395
WEINGARTEN REALTY INVEST 4.45 1/15/2024 307,298
WELBILT INC 9.50 2/15/2024 79,500
WELLCARE HEALTH PLANS 5.25 4/1/2025 177,840
WELLCARE HEALTH PLANS 5.38 8/15/2026 208,740
WELLS FARGO + COMPANY 2.15 1/30/2020 11,001,650
WELLS FARGO + COMPANY 2.88 10/30/2030 10,069,508
WELLS FARGO + COMPANY 3.00 1/22/2021 10,116,734
WELLS FARGO + COMPANY 3.07 1/24/2023 10,206,361
WELLS FARGO + COMPANY 3.30 9/9/2024 14,672,353
WELLS FARGO + COMPANY 3.55 9/29/2025 12,706,938
WELLS FARGO + COMPANY 3.58 5/22/2028 10,630,666
WELLS FARGO BANK NA 3.55 8/14/2023 10,480,730
WELLS FARGO COMMERCIAL MORTGAG 0.97 12/15/2052 531,647
WELLS FARGO COMMERCIAL MORTGAG 2.92 11/15/2049 4,101,399
WELLS FARGO COMMERCIAL MORTGAG 2.94 11/15/2059 6,961,628
WELLS FARGO COMMERCIAL MORTGAG 3.00 5/15/2051 3,566,499
WELLS FARGO COMMERCIAL MORTGAG 3.15 12/15/2052 2,665,279
WELLS FARGO COMMERCIAL MORTGAG 3.17 2/15/2048 155,393
WELLS FARGO COMMERCIAL MORTGAG 3.43 3/15/2059 2,269,561
WELLS FARGO COMMERCIAL MORTGAG 3.45 2/15/2048 162,731
WELLS FARGO COMMERCIAL MORTGAG 3.54 5/15/2048 3,277,980
WELLS FARGO COMMERCIAL MORTGAG 3.64 1/15/2059 1,883,791
WELLS FARGO COMMERCIAL MORTGAG 3.64 12/15/2059 4,813,543
WELLS FARGO COMMERCIAL MORTGAG 3.72 12/15/2048 5,338,802
WELLS FARGO COMMERCIAL MORTGAG 3.79 12/15/2049 5,398,101
WELLS FARGO COMMERCIAL MORTGAG 3.81 12/15/2048 6,974,424
WELLS FARGO COMMERCIAL MORTGAG 3.81 11/15/2049 2,634,461
WELLS FARGO COMMERCIAL MORTGAG 3.90 3/15/2059 1,014,709
WELLS FARGO COMMERCIAL MORTGAG 4.01 3/15/2051 2,305,265
WELLS FARGO COMMERCIAL MORTGAG 4.06 8/17/2036 326,031
WELLS FARGO COMMERCIAL MORTGAG 4.22 12/15/2048 1,053,164
WELLS FARGO COMMERCIAL MORTGAG 4.31 11/15/2049 1,232,685
WELLS FARGO COMMERCIAL MORTGAG 4.35 5/15/2052 1,254,721
WELLS FARGO COMMERCIAL MORTGAG 4.42 12/15/2059 833,444
WELLS FARGO COMMERCIAL MORTGAG 4.49 12/15/2049 655,337
WELLS FARGO COMMERCIAL MORTGAG 4.51 3/15/2059 1,071,330
WELLS FARGO COMMERCIAL MORTGAG 4.51 11/15/2050 497,121
WELLS FARGO COMMERCIAL MORTGAG 4.60 12/15/2048 1,188,833
WELLS FARGO COMMERCIAL MORTGAG 4.73 6/15/2051 423,872
WELLS FARGO COMMERCIAL MORTGAG 4.84 1/15/2059 2,235,098
WELLS FARGO COMMERCIAL MORTGAG 4.87 1/15/2059 6,542,139
WELLTOWER INC 3.10 1/15/2030 911,441
WELLTOWER INC 3.63 3/15/2024 604,167
WELLTOWER INC 4.00 6/1/2025 231,483
WELLTOWER INC 4.95 9/1/2048 216,177
WELLTOWER INC 6.50 3/15/2041 779,293
WESCO DISTRIBUTION INC 5.38 12/15/2021 171,428
WESCO DISTRIBUTION INC 5.38 6/15/2024 19,713
WESTERN DIGITAL CORP 4.75 2/15/2026 234,563
WESTERN MIDSTREAM OPERAT 4.50 3/1/2028 151,055
WESTERN MIDSTREAM OPERAT 4.75 8/15/2028 46,415
WEX INC 4.75 2/1/2023 193,440
WF RBS COMMERCIAL MORTGAGE TRU 3.07 3/15/2045 4,092,318
WF RBS COMMERCIAL MORTGAGE TRU 3.31 3/15/2045 2,050,611
Security Name Coupon Rate Maturity Date Market Value
New York State Teachers' Retirement System
Domestic Fixed Income Holdings
As of December 31, 2019
WF RBS COMMERCIAL MORTGAGE TRU 3.75 12/15/2046 794,086
WF RBS COMMERCIAL MORTGAGE TRU 3.76 9/15/2057 968,977
WF RBS COMMERCIAL MORTGAGE TRU 3.91 5/15/2045 2,581,828
WF RBS COMMERCIAL MORTGAGE TRU 4.37 9/15/2057 1,055,946
WHITING PETROLEUM CORP 6.25 4/1/2023 92,125
WHITING PETROLEUM CORP 6.63 1/15/2026 275,999
WILLIAM CARTER 5.63 3/15/2027 268,750
WILLIAM LYON HOMES INC 6.00 9/1/2023 234,563
WILLIAM LYON HOMES INC 6.63 7/15/2027 27,125
WILLIAMS SCOTSMAN INTL 6.88 8/15/2023 210,500
WILLIAMS SCOTSMAN INTL 7.88 12/15/2022 70,890
WINDSTREAM SRVC / FIN 8.63 10/31/2025 288,000
WISCONSIN ELECTRIC POWER 3.10 6/1/2025 10,435,992
WMG ACQUISITION CORP 4.88 11/1/2024 103,500
WOLVERINE ESCROW LLC 9.00 11/15/2026 282,825
WP CAREY INC 3.85 7/15/2029 554,493
WP CAREY INC 4.00 2/1/2025 1,049,750
WP CAREY INC 4.60 4/1/2024 954,363
WPX ENERGY INC 5.25 10/15/2027 335,490
WPX ENERGY INC 5.75 6/1/2026 462,228
WPX ENERGY INC 8.25 8/1/2023 555,450
WR GRACE + CO CONN 5.63 10/1/2024 138,125
WYNDHAM DESTINATIONS INC 4.63 3/1/2030 75,188
WYNN LAS VEGAS LLC/CORP 4.25 5/30/2023 108,920
WYNN LAS VEGAS LLC/CORP 5.25 5/15/2027 132,813
WYNN LAS VEGAS LLC/CORP 5.50 3/1/2025 646,280
WYNN RESORTS FINANCE LLC 5.13 10/1/2029 570,570
XPO LOGISTICS INC 6.13 9/1/2023 392,274
XPO LOGISTICS INC 6.50 6/15/2022 246,598
YUM BRANDS INC 4.75 1/15/2030 95,323
ZAYO GROUP LLC/ZAYO CAP 5.75 1/15/2027 404,468
ZAYO GROUP LLC/ZAYO CAP 6.00 4/1/2023 558,285
ZAYO GROUP LLC/ZAYO CAP 6.38 5/15/2025 950,425
ZEKELMAN INDUSTRIES INC 9.88 6/15/2023 47,306
ZIGGO BOND CO BV 6.00 1/15/2027 422,000
ZIGGO BV 5.50 1/15/2027 788,375