Maryland State Retirement and Pension System Assets by ... _cust_06102016... · Valley Forge Asset...

Maryland State Retirement and Pension System Attachment A

Assets by Manager as of 3/31/2016

** FIXED INCOME Program * Market Value (usd)Domestic Fixed Income

Separately Managed Advent Capital Management Attucks 57,408,431.99Separately Managed Chicago Equity Partners Attucks 20,519,648.23Separately Managed Dolan McEniry Capital Management Northern 56,933,904.01Separately Managed Garcia Hamilton Progress 78,908,165.67Separately Managed LM Capital Group, LLC Attucks 42,868,579.21Separately Managed Longfellow Investment Management Northern 75,330,733.03Separately Managed New Century Advisors Progress 104,809,223.67Separately Managed New Century Advisors Northern 36,935,855.47Separately Managed Penn Capital Management Co Leading Edge 41,050,587.37Separately Managed Piedmont Investment Advisors, LLC Capital Pros 34,949,458.94Separately Managed Pugh Capital Management Inc Progress 137,488,810.69Separately Managed SW Asset Management LLC Bivium 36,200,261.95Separately Managed Valley Forge Asset Management Capital Pros 67,000.00Separately Managed Aberdeen Asset Management (core plus) 648,033,024.28Separately Managed Dodge & Cox FI Core 454,135,779.09Separately Managed Goldman Sachs FI Core Plus 452,119,506.09Separately Managed PIMCO 443,982,156.05Separately Managed Principal Core Bond 1,282,690,295.39Separately Managed Pyramis Global Advisors (core plus) 447,369,851.26Separately Managed SSGA Bond Index Account 734,694,436.68Separately Managed PIMCO Opportunistic Global Bond 9,842.29Separately Managed Western Opportunistic Global Bond 22,531.78Separately Managed Western Asset-Israel 21,766,103.74Separately Managed Western Asset Management 2,594,857,742.02

Fixed Income - Credit/Debt RelatedLine Item Anchorage Capital 157,612,185.00Line Item King Street Capital 147,953,533.87Separately Managed KKR Flexible Credit 441,130,782.07Separately Managed Mackay Shields 274,598,903.39Separately Managed Neuberger Berman Flexible Credit 353,643,364.49Line Item Perella Weinberg Partners 128,113,487.25Line Item SSgA Emerging Market Debt (Rexiter) 183,704,397.97Line Item SSgA Emerging Market Hard Currency 208,158,738.84Separately Managed Stone Harbor Blended EMD 551,153,128.62

Line Item Distressed Debt LP Funds (5) 795,039,839.98

Line Item Mezzanine Debt LP Funds (6) 548,587,214.81

CASH COMPOSITEOther Equity Cash Benefits Reserves 214,969,474.45Other Self Liquidating Account 306,569.64Other MTA Cash Account 0.05

DOMESTIC EQUITYSeparately Managed DE Shaw All Cap Core Enhanced 519,486,314.00Separately Managed Relational Investors LLC 939,860.62Separately Managed Rhumbline Russell 1000 1,568,213,281.44Separately Managed SSGA Russell 3000 1,204,816.33Separately Managed T. Rowe Price Enhanced 728,962,173.80Other Domestic Equity Transition Account 1,877,053.32Separately Managed Zevenbergen Capital Investments 88,782,255.29

INTERNATIONAL MKTSSeparately Managed AQR Enhanced ACWI ex US 385,525,555.23Separately Managed Artisan Partners 488,138,647.33Separately Managed Brown Capital International 163,366,891.17

Separately Managed DFA GDP International Equity 318,753,810.75Line Item DFA Small Cap Int'l 181,585,071.18Line Item Genesis Asset Managers 198,462,522.68Separately Managed Record Currency Management -19,612,674.25Line Item SSGA Emerging Market Index Fund 592,654,439.51Separately Managed SSGA MSCI World Index 1,481,393,792.09Separately Managed Earnest Partners Int'l 238,163.36Separately Managed UBS International Equity 290,540.35Separately Managed DFA International Core 24,998.42Other SRPS Temporary EAFE Account 43,643.82

GLOBAL & EMERGINGSeparately Managed Acadian Asset Mgmt. 478,626,129.72Line Item Acadian Emerging Mkts. 202,993,200.00Line Item Amici Qualified Associates 127,737,150.00Separately Managed AQR Capital 738,879,205.65Separately Managed Baillie Gifford 484,685,380.24Separately Managed Ballie Gifford 480,989,399.47Separately Managed Brown Capital Global 299,724,751.20Line Item Criterion Capital 108,295,400.00Separately Managed DE Shaw Capital Management 641,537,436.36Line Item DFA Emerging Mkts 585,394,000.97Separately Managed GMO Global All Country 417,506,689.66Separately Managed GSAM Global Responsibility Equity 128,411.37Line Item Hoplite Onshore 278,998,750.03Line Item Indus-Pacific Opportunities Fund 123,487,900.00Separately Managed Longview Partners Global Equity 500,545,542.35Line Item Marshall Wace Eureka Fund 354,154,435.35Line Item Neon Liberty Capital Mgmt. 96,609,500.00Line Item Polunin Capital Management 35,000,000.00Separately Managed Record Currency - Global -12,161,860.40Separately Managed Schoder QEB Global Blend 435,895,648.75Line Item Scopia Capital Management 241,229,400.00Line Item SSgA MSCI ACWI Minimim Volitility 529,428,463.11Line Item Stelliam Fund 255,800,500.00Other Templeton Global Equity 564,857,635.98Other Transition 695,524,382.23

EQUITY - DEVELOPING MANAGERS Separately Managed Thomas White International Ltd. Emerging Attucks 8,175,668.67Separately Managed Ativo Capital Management -Emerging Emerging Attucks 25,958,756.53Separately Managed Aristotle Capital Management - Russell 3000 Global Bivium 22,102,827.38Separately Managed Globe Flex Capital LP International Attucks 20,473,375.08Separately Managed Lombardia Capital Partners LLC International Attucks 19,953,923.64Separately Managed Paradigm Asset Management Company, LLC International Attucks 9,185,252.56Separately Managed ARGA Investment Management, LP International Bivium 24,145,315.17Separately Managed Bailard, Inc. International Bivium 23,537,117.39Separately Managed Chautauqua Capital Management, LLC International Bivium 25,140,825.74Separately Managed Cheswold Lane Asset Management International Bivium 55,343,960.59Separately Managed WCM Investment Management International Bivium 26,028,117.19Separately Managed Arbor Capital Management LLC International FIS Group 36,502,815.77Separately Managed Ativo Capital Management International FIS Group 56,779,252.17Separately Managed BlackCreek Investment Management, Inc. International FIS Group 36,417,191.78Separately Managed Greenfield Seitz Capital Management LLC International FIS Group 34,592,861.60Separately Managed Martin Investment Management International FIS Group 52,135,464.28Separately Managed Reed, Conner & Birdwell, LLC (Aristotole) International Leading Edge 21,769,037.75Separately Managed Driehaus Capital Management International Leading Edge 31,387,059.98Separately Managed Gratry & Co International Leading Edge 32,218,614.74Separately Managed Herndon Capital Management International Leading Edge 27,194,994.17Separately Managed SIT Investment Associates Inc. International Leading Edge 16,715,427.38Separately Managed Clari Vest Asset Management LLC International Northern 44,282,102.79Separately Managed Strategic Global Advisors International Northern 47,566,958.50Separately Managed Apex Capital Management Domestic Attucks 19,379,062.56Separately Managed Brown Advisory-Equity Domestic Attucks 20,831,182.74Separately Managed Campbell Newman Asset Management Domestic Attucks 17,404,783.69

Separately Managed Chicago Equity Partners Domestic Attucks 32,955,006.05Separately Managed GW Capital Inc Domestic Attucks 121.52Separately Managed Hanseatic Management Services Domestic Attucks 22,108,483.89Separately Managed Mar Vista Investment Partners Domestic Attucks 22,142,679.31Separately Managed Nicholas Investment Partners Domestic Attucks 21,327,148.25Separately Managed Opus Capital Group LLC Domestic Attucks 20,231,946.84Separately Managed Seizert Capital Partners LLC Domestic Attucks 21,785,417.89Separately Managed Fourpoints Asset Management (Philippe) Domestic Attucks 2,456.40Separately Managed The Edgar Lomax Company Domestic Attucks 38,410,162.09Separately Managed Cornerstone Capital Management Domestic Bivium 19,979,880.41Separately Managed Cupps Capital Management LLC Domestic Bivium 23,394,243.16Separately Managed Phocas Financial Corporation Domestic Bivium 32,829.97Separately Managed Vulcan Value Partners Domestic Bivium 57,917,107.32Separately Managed AH Lisanti Capital Growth, LLC Domestic Capital Pros 29,854,748.54Separately Managed Bernzott Capital Advisors Domestic Capital Pros 30,031,536.10Separately Managed Herderdon Geneva Capital Management Domestic Capital Pros 31,632,775.57Separately Managed InView Investment Management, LLC Domestic Capital Pros 27,697,025.77Separately Managed Lesa Sroufe & Co. Domestic Capital Pros 9,295.73Separately Managed Matrix Asset Advisors, Inc. Domestic Capital Pros 29,783,586.13Separately Managed Next Century Growth Investors LLC Domestic Capital Pros 37,279,292.92Separately Managed Paradigm Asset Management Company, LLC Domestic Capital Pros 37,469,777.48Separately Managed Profit Investment Management Domestic Capital Pros 25,451,742.29Separately Managed Redwood Investments LLC Domestic Capital Pros 35,592,819.39Separately Managed Twin Capital Management, Inc Domestic Capital Pros 51,561,205.90Separately Managed Walthausen & co. LLC Domestic Capital Pros 29,729,210.41Separately Managed Channing Capital Management Domestic FIS Group 16,178,227.60Separately Managed Hanoverian Capital Management Domestic FIS Group 54,120.55Separately Managed Seizert Capital Partners Domestic FIS Group 88,949,183.53Separately Managed Apex Capital Management Domestic Leading Edge 12,297,578.96Separately Managed Kirr, Marbach & Company, LLC Domestic Leading Edge 30,507,137.85Separately Managed Markston International Domestic Leading Edge 36,556,119.61Separately Managed New Century Investment Management, Inc. Domestic Leading Edge 31,299,028.07Separately Managed Westwood Global Investments Domestic Leading Edge 68,919,220.66Separately Managed Herndon Capital Management Domestic Northern 93,906,820.64Separately Managed Magee Thompson Domestic Northern 54,342,327.45Separately Managed Profit Investment Management Domestic Northern 941,955.19Separately Managed Riverbridge Partners Domestic Northern 13,668,720.88Separately Managed Summit Creek Advisors Domestic Northern 16,503,655.94Separately Managed Terminated Cornerstone Investment Partners Domestic Northern 38,644.96Separately Managed Terminated Hexavest Global Domestic Northern 57,804.68

ALTERNATIVE INVESTMENTLine Item Private Equity (1) 4,210,249,069.04

Absolute ReturnLine Item Aristeia Capital 229,683,500.00Line Item Aristeia C0-Invest 15,427,500.00Line Item Bridgewater All Weather 696,912,675.69Line Item Bridgewater Pure Alpha 570,584,746.05Line Item Carlson Double Black Diamond 358,404,200.00Line Item DGAM Diversified Strategies Fund 128,660,720.00Line Item Garda Firvo 200,000,000.00Line Item Graham Tactical Trend 239,167,939.67Line Item Hudson Bay Fund 289,273,200.00Line Item Hutchin Hill Diversified Alpha 344,266,300.00Line Item Mellon Global Alpha II 208,045,374.32Line Item Nephila Palmetto Fund 216,139,740.23Line Item Pine River Fund 330,839,600.00Line Item RockCreek Potomac Fund 105,030,986.03

Real ReturnSeparately Managed PIMCO Global Inflation Linked Bonds 1,587,387.50Separately Managed SSgA US Tips 1,792,778,942.67

Energy Funds (2) 345,796,438.98Infrastructure (3) 56,917,995.58

Master Limited Partnership (MLP)Separately Managed Harvest Fund Advisors 60,340,078.15Separately Managed Tortoise Capital Advisors 65,335,721.70

CommoditiesLine Item Astenbeck Commodities Fund 82,674,032.00Line Item CCM Diversified I 384,271,940.00Line Item Edesia Commodities Dynamic Agriculture Fund 23,407,090.00Line Item Gresham Investment Management LLC (Neuberger) 317,251,856.74Line Item Koppenberg Macro Commodity Fund 104,572,468.00Line Item Taylor Woods Partners 132,658,000.00Line Item Vermillion-Celadon Commodities Fund 162,461,133.39

TimberLine Item Global Timber Investors 9 40,344,477.61Line Item Hancock Timber X LP 69,431,375.69Line Item RMS Forest Growth III 53,522,005.62Line Item Timbervest Partners III 58,094,684.91

Private Real Estate (4)Line Item Private Estate Commingled Funds 3,064,848,393.14Separately Managed Morgan Stanley Global REITs 439,834,133.52Separately Managed Record Currency -1,954,661.35Separately Managed SSGA Global Liquid RE Securities 263,213,455.68Separately Managed Morgan Stanley Inv. Mgmt. REIT's 91,741.96

$ 44,700,309,396.00

Notes: (1) Each partnership or fund of funds is treated as a single security holding. At 3/31/2016, therewere 156 partnerships or funds.(2) Each partnership is treated as a single security holding. At 3/31/2016, there were 12 partnerships.(3) This is currently one partnership which is treated as a single security holding.(4) Each partnership or fund of funds is treated as a single security holding. At 3/31/2016, there

ATTACHMENT B -1

ACCOUNT CONSOLIDATIONS TOTAL PLAN

TOTAL FIXED INCOME COMPOSITE DEVELOPING MANAGERSCORE FIXED INCOMECREDIT/DEBT SEPARATE FUNDSDESTRESSED DEBTMESSANINE DEBT

TOTAL CASH COMPOSITE SYSTEM CASHMTA CASH

TOTAL EQUITY COMPOSITE DEVELOPING MANAGERSDOMESTICINTERNATIONSLGLOBAL

PRIVATE EQUITYTOTAL ALTERNATIVE INVESTMENTS PRIVATE REAL ESTATETOTAL ABSOLUTE RETURN * ABSOLUTE RETURN

REAL RETURNENERGY INFRASTRUCTUREMASTER LIMITED PARTNERSHIPCOMMODITIESTIMBERREAL ESTATE

ABSOLUTE RETURN ROLLS UP INTO ALTERNATIVE INVESTMENTS;HOWEVER, IT ALSO HAS A STAND ALONE COMPOSITE

Market Value

% of Plan 1 MO 3 MO YTD FYTD 1 YR 3 YRS 5 YRS 10 YRS ITD

Inception

Date

GROWTH EQUITYU.S. EQUITY

RHUMBLINE RUSSELL 1000 1,568,213,281 3.5 11/01/12

Russell 1000 11/01/12

Excess

SSGA RUSSELL 3000 INDEX 1,204,816 0.0 07/01/11

TOTAL US EQUITY PASSIVE 1,569,438,642 3.5 11/01/15

D.E. SHAW ALL CAP CORE ENHANCED 519,486,314 1.2 04/01/13

Russell 3000 04/01/13

Excess

T. ROWE PRICE ENHANCED 728,962,174 1.6 05/01/06

S&P 500 05/01/06

Excess

ZEVENBERGEN CAPITAL INV. 88,782,255 0.2 12/01/08

Custom Zevenbergen Index 12/01/08

Excess

TOTAL U.S. EQUITY ACTIVE 1,338,170,604 3.0 06/01/94

ACTIVE US EQ BM 06/01/94

Excess

US EQUITY TERRA MARIA 1,136,011,905 2.5 04/01/07

TERRA MARIA US EQUITY BENCHMARK 04/01/07

Excess

TOTAL US EQUITY TM + U.S. EQUITY ACTIVE 2,474,182,509 5.5 07/01/08

TM US EQ + ACTIVE US EQ BM 07/01/08

Excess

U.S. EQUITY 4,043,621,151 9.0 04/01/94

MSRA CUSTOM US EQUITY INDEX 04/01/94

Excess

INTERNATIONAL DEVELOPED MARKETS

SSGA INTERNATIONAL FUND 1,481,393,792 3.3 05/01/03

SSGA INTERNATIONAL CUSTOM INDEX 05/01/03

Excess

SUMMARY OF PERFORMANCE

Attachment B2

State Retirement Agency of MarylandRates of Return - Total

Periods Ending March 31, 2016

INTERNATIONAL DEVELOPED EQUITY PASSIVE 1,481,393,792 3.3 11/01/15

MSCI WORLD EX US NET (DAILY) 11/01/15

Excess

ARTISAN PARTNERS, L.P. 488,138,647 1.1 11/01/03

ARTISAN CUSTOM BENCHMARK 11/01/03

Excess

AQR ENHANCED ACWI EX-US 385,525,555 0.9 12/01/13

AQR Enhanced Custom Benchmark 12/01/13

Excess

BROWN CAPITAL MANAGEMENT INT'L 163,366,891 0.4 12/01/08

MSCI All Country World ex US IMI net 12/01/08

Excess

DFA INTERNATIONAL CORE EQUITY 318,753,811 0.7 05/01/13

MSCI WORLD EX US (NET) 05/01/13

Excess

DFA SMALL CAP INTERNATIONAL 181,585,071 0.4 03/01/06

DFA Custom Benchmark 03/01/06

Excess

INTERNATIONAL DEVELOPED EQUITY ACTIVE 1,537,923,678 3.4 01/01/95

CUSTOM INTL DEV EQ ACTIVE BENCHMARK 01/01/95

Excess

INTL DEVELOPED EQUITY TERRA MARIA 582,023,384 1.3 11/01/07

TERRA MARIA INTL DEVELOPED EQ BM 11/01/07

Excess

INTL DEVELOPED EQUITY ACTIVE AND TM 2,119,947,062 4.7 07/01/08

TM INTL DEV EQ + ACTIVE INTL DEV EQ BM 07/01/08

Excess

INTL EQUITY TRANSITION ACCOUNT 43,644 0.0 11/01/04

TOTAL INTL DEVELOPED EQUITY EX OVERLAY 3,601,384,498 8.1 01/01/95

MSRA CUSTOM INTERNATIONAL INDEX 01/01/95

Excess

RECORD CURRENCY MANAGEMENT -19,612,674 0.0 05/01/09

TOTAL INTERNATIONAL DEVELOPED EQUITY 3,581,771,823 8.0 01/01/95

MSRA CUSTOM INTERNATIONAL INDEX 01/01/95

Excess

EMERGING MARKETS

SSGA EMERGING MARKETS INDEX FUND 592,654,440 1.3 06/01/12

MSCI EMERGING MARKETS 06/01/12

Excess

EMERGING MARKETS EQUITY PASSIVE 592,654,440 1.3 11/01/15


Excess

GENESIS ASSET MANAGERS LTD 198,462,523 0.4 07/01/09


Excess

BAILLIE GIFFORD EMERGING MARKETS 480,989,399 1.1 11/01/15


Excess

DFA EMERGING MARKETS 585,394,001 1.3 02/01/16


Excess

ACADIAN EMRG MKTS MANAGED VOLATILITY EQ 202,993,200 0.5 03/01/16

POLUNIN CAPITAL PARTNERS 35,000,000 0.1 03/01/16

TOTAL EMERGING MARKET ACTIVE 1,502,839,123 3.4 07/01/10


Excess

EMERGING MARKETS EQUITY TERRA MARIA 126,590,763 0.3 11/01/15


Excess

EMERGING MARKETS ACTIVE AND TM 1,629,429,886 3.6 11/01/15


Excess

TOTAL EMERGING MARKETS EQUITY 2,222,084,326 5.0 11/01/15


Excess

GLOBAL EQUITY

SSGA GLOBAL INDEX FUND 0 0.0 05/01/12

TOTAL GLOBAL EQUITY PASSIVE 0 0.0 05/01/12

MSCI AC WORLD INDEX 05/01/12

Excess

ACADIAN ASSET MGT 478,626,130 1.1 10/01/05


Excess

TEMPLETON INVESTMENT MGT 564,857,636 1.3 01/01/06


Excess

BAILLIE GIFFORD 484,685,380 1.1 02/01/08


Excess

LONGVIEW PRTNRS GLOBAL EQUITY 500,545,542 1.1 10/01/09


Excess

BROWN CAPITAL GLOBAL EQUITY 299,724,751 0.7 01/01/10


Excess

AQR CAPITAL - GLOBAL EQUITY 738,879,206 1.7 08/01/10


Excess

D.E. SHAW INV - GLOBAL EQUITY 641,537,436 1.4 08/01/10

MSCI WORLD INDEX 08/01/10

Excess

SSGA MSCI ACWI MINIMUM VOLATILITY 529,428,463 1.2 01/01/13

SSgA Minimum Volatility Benchmark 01/01/13

Excess

GMO GLOBAL ALL COUNTRY EQUITY ALLOCATION 417,506,690 0.9 09/01/13


Excess

SCHRODER QEP GLOBAL BLEND 435,895,649 1.0 09/01/13


Excess

TOTAL GLOBAL EQUITY ACTIVE 5,091,821,766 11.4 10/01/05


Excess

GLOBAL EQUITY TERRA MARIA 22,105,025 0.0 12/01/08

TERRA MARIA GLOBAL EQ BM 12/01/08

Excess

MARSHALL WACE EUREKA FUND 354,154,435 0.8 10/01/12

HFRI Equity Hedge (Total) Index 10/01/12

Excess

STELLIAM FUND 255,800,500 0.6 07/01/13


Excess

CRITERION CAPITAL PARTNERS FD 108,295,400 0.2 09/01/13


Excess

SCOPIA PX LLC 241,229,400 0.5 07/01/12


Excess

AMICI QUALIFIED ASSOCIATES LP 127,737,150 0.3 09/01/12


Excess

HOPLITE ONSHORE 278,998,750 0.6 02/01/13


Excess

NEON LIBERTY CAPITAL MANAGEMENT 96,609,500 0.2 04/01/13


Excess

INDUS PACIFIC OPPORTUNITIES FUND 123,487,900 0.3 06/01/13


Excess

TOTAL EQUITY HEDGE FUND 1,586,313,035 3.5 07/01/12


Excess

TOTAL GLB EQ TM + GLB EQ ACTIVE + HF 6,700,239,827 15.0 07/01/08

TM GLOBAL + ACTIVE GLOBAL BM + EQ HF 07/01/08

Excess

GLOBAL EQUITY TRANSITION ACCOUNT 695,524,382 1.6 06/01/11

TOTAL GLOBAL EQUITY EX OVERLAY 7,395,764,209 16.5 10/01/05

MSRA CUSTOM GLOBAL INDEX 10/01/05

Excess

RECORD CURRENCY - GLOBAL -12,161,860 0.0 05/01/09

TOTAL GLOBAL EQUITY 7,383,602,349 16.5 10/01/05

MSRA CUSTOM GLOBAL INDEX 10/01/05

Excess

PUBLIC EQUITY

TOTAL PUBLIC EQUITY 17,231,079,650 38.5 04/01/94

PUBLIC EQ BM 2 04/01/94

Excess

PRIVATE EQUITY

TOTAL PRIVATE EQUITY 4,210,249,069 9.4 03/01/94

Custom MD/SS PEI Index 03/01/94

Excess

TOTAL GROWTH EQUITY 21,441,328,718 48.0 01/01/98

GROWTH EQUITY CUSTOM BENCHMARK 01/01/98

Excess

RATE SENSITIVENOMINAL FIXED INCOME

SSGA PASSIVE FIXED INCOME 734,694,437 1.6 05/01/03

SSgA Aggregate Bond Custom Benchmark 05/01/03

Excess

US NOMINAL FIXED INCOME PASSIVE 734,694,437 1.6 11/01/15

CUSTOM RATE SENSITIVE BENCHMARK 11/01/15

Excess

PIMCO 1,282,690,295 2.9 06/01/84

PIMCO Custom Blended Index 06/01/84

Excess

WESTERN ASSET MANAGEMENT 2,594,857,742 5.8 09/01/03

WESTERN ASSET MANAGEMENT CUSTOM BM 09/01/03

Excess

FIDELITY INSTITUTIONAL ASSET 452,119,506 1.0 02/01/08

Custom BC Agg Int/BC Agg/US Universal BM 02/01/08

Excess

ABERDEEN ASSET MGMT, INC 648,033,024 1.4 04/01/08


Excess

GOLDMAN SACHS FI CORE PLUS 443,982,156 1.0 03/01/09


Excess

DODGE & COX - FI CORE 454,135,779 1.0 03/01/09

CORE BOND CUSTOM BENCHMARK 03/01/09

Excess

PRINCIPAL CORE BOND 447,369,851 1.0 07/01/09

CORE BOND CUSTOM BENCHMARK 07/01/09

Excess

US NOMINAL FIXED INCOME ACTIVE 6,323,188,354 14.1 07/01/08

CUSTOM NOMINAL FIXED INCOME BENCHMARK 07/01/08

Excess

US NOMINAL FIXED INCOME TERRA MARIA 588,008,785 1.3 11/01/08

TERRA MARIA FI BENCHMARK 11/01/08

Excess

TOTAL US NOMINAL FI ACTIVE + TM 6,911,197,140 15.5 07/01/08


Excess

US NOMINAL FIXED INCOME 7,645,891,576 17.1 07/01/08

US NOMINAL FIXED INCOME BENCHMARK 07/01/08

Excess

WESTERN ASSET - ISRAEL BD 21,766,104 0.0 06/01/05

WESTERN ASSET ISRAEL BOND INDEX 06/01/05

Excess

TOTAL GLOBAL FIXED INCOME 21,798,478 0.0 07/01/08

CUSTOM GLOBAL FIXED INCOME BM 07/01/08

Excess

NOMINAL FIXED INCOME 7,667,690,054 17.2 07/01/86


Excess

INFLATION SENSITIVE

SSGA PASSIVE US TIPS 1,792,778,943 4.0 12/01/12

Barclays US TIPS Index 12/01/12

Excess

TOTAL U.S. TIPS 1,792,778,943 4.0 02/01/06

CUSTOM US TIPS MD BM 02/01/06

Excess

NEW CENTURY ADVISORS (NT) 36,935,855 0.1 12/01/08

BC World Inflat-Linked Bond Index-Hedged 12/01/08

Excess

TOTAL GILB 38,523,243 0.1 12/01/08

BC World Inflat-Linked Bond Index-Hedged 12/01/08

Excess

INFLATION SENSITIVE FIXED INCOME 1,831,302,186 4.1 07/01/08

CUSTOM INFLATION SENSITIVE BENCHMARK 07/01/08

Excess

CASH

MARYLAND CASH ACCOUNT 214,969,474 0.5 09/01/94

CITIGROUP 3 MONTH T-BILL 09/01/94

Excess

SELF LIQUIDATING ACCOUNT 306,570 0.0 06/01/84


Excess

TOTAL CASH AGGREGATE 215,276,044 0.5 07/01/08


Excess

TOTAL RATE SENSITIVE 9,714,268,284 21.7 07/01/86

CUSTOM RATE SENSITIVE BENCHMARK 07/01/86

Excess

CREDIT/DEBTUS CREDIT

KKR BANK LOANS 441,130,782 1.0 09/01/10

KKR S&P LSTA Leveraged Loan 09/01/10

Excess

NEUBERGER BERMAN HIGH YIELD 353,643,364 0.8 10/01/10

NB 80% BC US Corp HY; 20% S&P LSTA Leveraged 10/01/10

Excess

MACKAY SHIELDS HIGH YIELD 274,598,903 0.6 09/01/13

MacKay 80% BC US Corp HY; 20% S&P LSTA Leveraged 09/01/13

Excess

CREDIT/DEBT TRANSITION ACCOUNT 85,487 0.0 02/01/09

CREDIT/DEBT TERRA MARIA 98,526,019 0.2 01/01/10

TERRA MARIA CREDIT/DEBT BENCHMARK 01/01/10

Excess

HIGH YIELD/BANK LOAN 1,167,984,556 2.6 11/01/15

HIGH YIELD CUSTOM BENCHMARK 11/01/15

Excess

TOTAL DISTRESSED DEBT 795,039,840 1.8 01/01/10

TOTAL MEZZANINE DEBT 548,501,728 1.2 01/01/10

PERELLA WEINBERG 128,113,487 0.3 07/01/10

HFRI ED: Distressed/Restructuring Index 07/01/10

Excess

ANCHORAGE CAPITAL GROUP 157,612,185 0.4 11/01/11


Excess

KING STREET CAPITAL 147,953,534 0.3 12/01/11


Excess

TOTAL CREDIT HEDGE FUND 433,679,206 1.0 07/01/10


Excess

US CREDIT 2,945,205,330 6.6 03/01/09

U.S. CREDIT CUSTOM BENCHMARK 03/01/09

Excess

NON US CREDIT

SSGA EMERGING MARKET DEBT 183,704,398 0.4 10/01/10

JP Morgan GBI EM Global Diversified 10/01/10

Excess

SSGA EMERGING MARKET HARD CURRENCY BOND 208,158,739 0.5 01/01/16

SSgA Emerging Market Blended Benchmark 01/01/16

Excess

STONE HARBOR BLENDED EMD 551,153,129 1.2 10/01/13

NON-U.S. CREDIT CUSTOM BENCHMARK 10/01/13

Excess

NON US CREDIT 943,016,265 2.1 10/01/10

NON-U.S. CREDIT CUSTOM BENCHMARK 10/01/10

Excess

TOTAL CREDIT/DEBT STRATEGIES 3,888,221,596 8.7 03/01/09

MSRA CUSTOM CREDIT BENCHMARK 03/01/09

Excess

REAL ASSETSREAL ESTATE

SSGA GLOBAL REAL ESTATE 263,213,456 0.6 05/01/14

FTSE EPRA/NAREIT Developed Net Index 05/01/14

Excess

MORGAN STANLEY GLOBAL REIT 439,834,134 1.0 05/01/14

FTSE EPRA/NAREIT Developed Net Index 05/01/14

Excess

TOTAL REITS EX OVERLAY 703,139,331 1.6 04/01/94

CUSTOM MD REIT BM 04/01/94

Excess

RECORD CURRENCY MANAGEMENT-REITS -1,954,661 0.0 07/01/11

TOTAL REITS 701,184,670 1.6 04/01/94

CUSTOM MD REIT BM 04/01/94

Excess

TOTAL PRIVATE REAL ESTATE 3,064,848,393 6.9 03/01/94

CUSTOM MD PRIVATE REAL ESTATE BM 03/01/94

Excess

MSIM Cus FTSE EPRA NAREIT Dev ex US(Net) 11/01/06

WILSHIRE RESI 01/01/78

TOTAL REAL ESTATE 3,766,033,063 8.4 07/01/87

REAL ESTATE CUSTOM INDEX 07/01/87

Excess

COMMODITIES

GRESHAM INVESTMENT MGMT, LLC 317,251,857 0.7 09/01/09

Bloomberg Commodity Index TR 09/01/09

Excess

CCM DIVERSIFIED I 384,271,940 0.9 07/01/13


Excess

VERMILLION/CELADON COMMODITIES 162,461,133 0.4 04/01/10


Excess

EDESIA DYNAMIC AGRICULTURE FUND 23,407,090 0.1 01/01/13

Bloomberg Agriculture Sub-Index TR 01/01/13

Excess

COMMODITY ACTIVE INDEX MANAGER 887,392,020 2.0 09/01/09


Excess

ASTENBECK COMMODITIES FUND III 82,674,032 0.2 09/01/12

HFRX Macro: Commodity-Index 09/01/12

Excess

KOPPENBERG MACRO COMMODITY FUND LP 104,572,468 0.2 10/01/12


Excess

TAYLOR WOODS PARTNERS L.P. 132,658,000 0.3 06/01/13


Excess

COMMODITY HEDGE FUND 319,904,500 0.7 12/01/09


Excess

TOTAL COMMODITIES 1,207,296,520 2.7 09/01/09


Excess

NATURAL RESOURCE AND INFRASTRUCTURE

TORTOISE CAPITAL DOMESTIC EQ 65,335,722 0.1 08/01/09

S&P MLP Total Return Index 08/01/09

Excess

HARVEST FUND ADVISORS 60,340,078 0.1 11/01/09

S&P MLP Total Return Index 11/01/09

Excess

TOTAL ENERGY FUNDS 345,796,439 0.8 01/01/10

TOTAL INFRASTRUCTURE 56,917,996 0.1 10/01/09

TIMBER LP FUNDS 221,392,544 0.5 05/01/10

NATURAL RESOURCE AND INFRASTRUCTURE 749,782,778 1.7 08/01/09

CPI + 5%; 10% Max 08/01/09

Excess

TOTAL REAL ASSETS 5,723,112,361 12.8 02/01/06

CUSTOM REAL ASSETS BENCHMARK 02/01/06

Excess

ABSOLUTE RETURN

BRIDGEWATER PURE ALPHA 570,584,746 1.3 05/01/08

CUSTOM ABSOLUTE RETURN BENCHMARK 05/01/08

Excess

MELLON GLOBAL ALPHA II 208,045,374 0.5 07/01/08


Excess

GRAHAM TACTICAL TREND 239,167,940 0.5 07/01/15


Excess

GLOBAL MACRO/GTAA STRATEGIES 1,017,798,060 2.3 04/01/08


Excess

NEPHILA PALMETTO FUND 216,139,740 0.5 01/01/14


Excess

OPPORTUNISTIC 216,139,740 0.5 01/01/14


Excess

CARLSON DOUBLE BLACK DIAMOND 358,404,200 0.8 01/01/14


Excess

PINE RIVER FUND 330,839,600 0.7 04/01/14


Excess

HUTCHIN HILL DIVERSIFIED ALPHA 344,266,300 0.8 05/01/14


Excess

HUDSON BAY FUND 289,273,200 0.6 10/01/14


Excess

ARISTEIA CAPITAL 229,683,500 0.5 12/01/14


Excess

ARISTEIA CO-INVEST 15,427,500 0.0 03/01/16


Excess

GARDA FIRVO 200,000,000 0.4 03/01/16

RELATIVE VALUE STRATEGIES 1,767,894,300 4.0 01/01/14


Excess

BRIDGEWATER ALL WEATHER 696,912,676 1.6 07/01/09

CUSTOM BRIDGEWATER BENCHMARK 07/01/09

Excess

DGAM DIVERSIFIED STRATEGIES FUND 128,660,720 0.3 01/01/11


Excess

ROCK CREEK POTOMAC FUND LTD 105,030,986 0.2 02/01/10


Excess

MULTI ASSET 930,604,382 2.1 02/01/10


Excess

TOTAL ABSOLUTE RETURN 3,932,436,482 8.8 04/01/08


Excess

TOTAL PLAN 44,699,367,442 100.0 07/01/86

TOTAL PLAN POLICY INDEX 07/01/86

Excess

TOTAL PLAN CUSTOM STATIC INDEX 07/01/08

Provided by GS Performance Services

1 of 2

Attachment CTransactions by Country for calendar year 2015 - (does not include FX and Derivative transactions)

CASH TRANSFERS:DIVIDEND DRAW DOWNS, SHORT

COST BASIS CASH ADJ - TAX RECLAIM DIVIDENDS INTEREST SECURITIES SECURITIES DISTRIBUTIONS, INVOICES, POSITIONPRIVATE FUNDS RECEIVABLE RECEIVED RECEIVED MATURITIES PURCHASED SOLD OTHER -CLIENT DIRECTED INT/DIV

AUSTRALIA 8 91 2,902 269 7,584 7,464 103 2AUSTRIA 181 1,240 883BELGIUM 4 2 246 872 1,043BRAZIL 715 83 672 820 2CANADA 3 0 6,208 407 5,723 5,389 18 2CAYMAN ISLANDS (THE) 6 4 3CZECH REPUBLIC (THE) 11 11 29DENMARK 27 253 4 1,026 322 65EGYPT 4 4 13 21FINLAND 225 1,230 1,161FRANCE 4 24 2,099 261 4,029 4,457GERMANY 19 772 955 151 6,889 62GREECE 9 2 8 7,062GUERNSEY 17GUADELOUPE 8 8HONG KONG 4 2,547 6,308 4,890 18 11HUNGARY 12 27 8ICELAND 4INDONESIA 103 171 249INTERNATIONAL 270 71 168 1,064 369IRELAND 2 122 4 183 169ISRAEL 238 196 167ITALY 431 355 3,082 3,952JAPAN 9,393 171 25,579 28,032 32KOREA (THE REPUBLIC OF) 563 106 1,369 957 21 2LUXEMBOURG 9 22 20 61MALAYSIA 151 127 189MARSHALL ISLANDS (THE) 4MEXICO 152 201 601 247NETHERLANDS (THE) 2 466 629 2 2,427 2,873NEW ZEALAND 2 281 161 49 115 2NORWAY 438 20 2,265 1,866 4 4PHILIPPINES (THE) 43 47 97 4 4POLAND 4 75 4 139 143 4PORTUGAL 37 93 807 923QATAR 4 4 6RUSSIAN FEDERATION (THE) 6 18 25SINGAPORE 2 1,377 1 1,736 1,736 8 4SOUTH AFRICA 4 428 17 1,029 401 4SPAIN 2 449 1,007 31 3,316 3,565SWEDEN 2 583 41 2,688 3,298 8 55SWITZERLAND 2 25 808 2 4,981 4,842 12 163TAIWAN (PROVINCE OF CH 2 215 305 265 4THAILAND 189 209 261TURKEY 295 161 2UNITED ARAB EMIRATES (THE) 4 1UNITED KINGDOM 256 50 5,325 1,030 11,015 9,290 333 43UNITED STATES OF AMER 742 69 23,179 22,211 213 100,349 93,137 4,429 549

Market Values for the period ending 3/31/16 Attachment E

M41C FUND TYPE 03/31/16FI - CREDIT DEBT RELATEDDistressed Debt LP Funds

#REF! Alchemy Special Opps Fund II Commingled 26,022,398.65#REF! Alchemy Special Opps Fund III Commingled 10,147,022.76#REF! Apollo Credit Opps Fund III Commingled 63,182,975.58#REF! Blackrock Credit Investors II Commingled 79,239.94#REF! Carval Credit Value fund A LP Commingled 83,163,855.00#REF! Carval Credit Value Fund II Commingled 112,619,935.00#REF! Carval Credit Value Fund III Commingled 36,363,530.00#REF! Castle Lake III Commingled 46,510,389.82#REF! Castle Lake IV Commingled 32,332,066.30#REF! Clearlake Capital Group Commingled 34,346,917.89#REF! Clearlake Capital Group IV Commingled 5,724,169.19#REF! Oaktree European Principal Fund III Commingled 45,121,884.09#REF! Oaktree Opportunities Fund VIII Commingled 27,976,493.89#REF! Oaktree Principal Fund V Commingled 62,863,352.32#REF! Oaktree Opportunities Fund VIIIB Commingled 24,644,360.72#REF! Soreline China Val FD III Commingled 41,548,754.53#REF! Varde Partners Commingled 113,999,347.17#REF! Wayzata Investment Partners III Commingled 28,393,147.13

Cash adj - pound sterling CommingledMezzanine Debt LP Funds

#REF! Crescent Capital Mezz Parners VI Commingled 79,172,687.01#REF! EIG Energy Fund XV Commingled 60,316,679.86#REF! EIG Energy Fund XVI Commingled 27,508,706.85#REF! Falcon Strategic Partners III Commingled 63,203,441.27#REF! Falcon Strategic Partners IV Commingled 26,232,661.80#REF! KKR Mezzanine Partners I Commingled 50,928,265.72#REF! LBC Credit Partnters II Commingled 1,806,414.91#REF! Peninsula Fund V Commingled 20,452,623.32#REF! Prudential Capital Partners III Commingled 26,223,250.27#REF! Prudential Capital Partners IV Commingled 65,149,495.14#REF! TA Subordinated Debt Fund III Commingled 13,903,457.76

M43C ALTERNATIVE INVESTMENTPrivate Equity

#REF! .406 Ventures II Commingled 22,470,357.78#REF! .406 Ventures III Commingled 2,960,000.00#REF! 1315 Capital LP Commingled 3,637,564.00#REF! Abbott Capital Management, LLC Commingled 4,705,582.17#REF! ABS Capital Partners VI, LP Commingled 13,706,624.11#REF! ABS Capital Partners VII, LP Commingled 31,783,260.74#REF! Advent Central & Eastern Europe IV Commingled 4,957,384.44#REF! Advent International GPE V D Commingled 1,962,608.29#REF! Advent International GPE VI AD Commingled 35,427,836.09#REF! AIF Capital Asia IV Commingled 41,104,856.41#REF! Apollo Investment Fund VII (AIF) Commingled 31,304,476.61#REF! Apollo Investment Fund VIII Commingled 2,811,683.29#REF! Alchemy Partners Commingled 3,113,701.62#REF! Apax Europe VI Commingled 18,196,261.92#REF! Apax Europe VII - A, L.P. Commingled 28,622,995.97#REF! Apax France VIII Commingled 66,590,052.50#REF! Arcadia II Commingled 1,497,502.09#REF! Audax Private Equity Fund V,L.P. Commingled 2,709,406.38#REF! Audax Private Equity Fund IV,L.P. Commingled 28,309,033.57#REF! Audax Private Equity II Commingled 5,194,460.19#REF! Audax Private Equity Fund III,L.P. Commingled 34,732,736.92#REF! Azure II Commingled 8,848,685.25#REF! Azure III Commingled 18,949,662.01#REF! Bain Capital European Fund IV Commingled 28,722,082.72#REF! Bain Capital Fund IX Commingled 3,703,403.45#REF! Bain Capital Fund X L.P. Commingled 28,495,457.47#REF! Bain Capital Fund XI L.P. Commingled 72,032,498.24#REF! Bain Capital IX Coinvestment Fund L.P. Commingled 708,577.51#REF! Bain Capital X Coinvestment Fund, L.P. Commingled 6,132,299.14#REF! Baring Asia VI Commingled 16,528,722.33#REF! BC European Capital VIII Commingled 2,836,755.34#REF! BC European Capital IX Commingled 34,695,943.55#REF! BlackRiver Agriculture Commingled 56,022,107.03#REF! BlackStone Cap Part VI Commingled 91,693,936.98#REF! Blue Wolf III Commingled 14,898,168.87#REF! Brazos Equity Advisors III, L.P. Commingled 590,030.47#REF! Bridgepoint European fund V Commingled 4,159,326.65#REF! Brinson (AdamsStreet) Commingled 26,262,462.61#REF! Brinson (AdamsStreet) Commingled 13,268,356.16#REF! Brinson (AdamsStreet) Commingled 2,606,544.41#REF! Brinson (AdamsStreet) Commingled 3,158,377.52#REF! Brinson (AdamsStreet) Commingled 3,227,179.25#REF! Bunker Hill Capital II Commingled 17,325,555.72#REF! Calvert Street Partners III Commingled 7,777,453.29#REF! Camden Partners Strategic Fund IV Commingled 11,194,984.88#REF! Carlyle Partners V L.P. Commingled 78,942,928.21#REF! Carlyle Partners VI L.P. Commingled 67,444,862.33#REF! CDH Fund V Commingled 25,384,695.98#REF! Charter House Capital Partners VIII LP Commingled 3,090,692.54#REF! Charter House Capital Partners IX Commingled 25,291,325.16#REF! Clayton, Dubilier & Rice Fund VIII Commingled 24,403,528.61

#REF! Clayton, Dubilier & Rice Fund iX Commingled 64,141,946.31#REF! Collar Capital Partners VI Commingled 72,539,126.20#REF! Collar Capital Partners VII Commingled 4,216,121.89#REF! Commonwealth Capital Ventures IV LP Commingled 24,887,394.63#REF! Court Square Commingled 28,396,766.26#REF! Crescent Capital Partners IV Commingled 37,679,260.36#REF! Crescent Capital Partners V Commingled 16,997,199.93#REF! CVC European Equity Partners V (B) LP Commingled 31,985,947.13#REF! Dover Street VII L.P. Commingled 40,371,567.25#REF! ECI 8 LP Commingled 1,671,446.53#REF! ECI 9 LP Commingled 6,850,730.90#REF! Equistone Partners Europe IV Commingled 82,351,890.02#REF! Equistone Partners Europe V Commingled 36,290,758.69#REF! Everstone Capital Partners II Commingled 25,100,892.50#REF! Everstone Capital Partners III Commingled 2,172,307.20#REF! Fort Point Capital 1 Commingled 7,049,176.95#REF! Frazier Healthcare V, LP Commingled 7,121,530.34#REF! Frazier Healthcare VI, L.P. Commingled 37,271,103.69#REF! Frazier Healthcare VII, L.P. Commingled 43,002,154.18#REF! Frazier Life Science VIII Commingled 250,000.00#REF! Frontier Fund Commingled 70,710,208.80#REF! Frontier Fund IV Commingled 15,542,106.72#REF! Goldman Sachs Vintage Fund V, L.P. Commingled 37,475,583.03#REF! Graphite Capital Partners TOP UP FUND Commingled 1,688,828.07#REF! Graphite Capital Partners VII C Commingled 2,388,791.16#REF! Graphite Capital Partners VIII Commingled 21,635,667.70#REF! Great Hill Equity Partners III LP Commingled 2,228,743.65#REF! Great Hill Equity Partners IV LP Commingled 44,925,890.25#REF! Great Hill Equity Partners V LP Commingled 39,510,305.77#REF! Hancock Park Capital lll Commingled 18,271,780.00#REF! Harbour Vest Part-Partnership Commingled 5,162,833.83#REF! Harbour Vest Part-Buyout Commingled 6,117,227.63#REF! Hellman & Friedman Investors VI, LLC Commingled 8,427,784.06#REF! Hellman & Friedman Investors VII, LLC Commingled 97,482,824.95#REF! HG Capital 5, L.P. Commingled 1,912,151.39#REF! HG Mercury Commingled 29,347,135.83#REF! HG Capital 6A, L.P. Commingled 34,975,359.25#REF! HG Capital 7, L.P. Commingled 41,940,216.95#REF! ICV Partners III Commingled 17,108,889.58#REF! Institutional Venture Partners XV Commingled 7,934,985.93#REF! KKR European III LP Commingled 35,236,875.50#REF! Landmark Equity Partners XV Commingled 42,554,826.36#REF! Landmark Equity Partners XIV Commingled 36,782,239.41#REF! Lexington Capital Partners VII Commingled 53,747,753.68#REF! Lexington Middle Market Commingled 41,510,093.95#REF! Lion Capital Fund I Commingled 47,727.79#REF! Lion Capital Fund II LP Commingled 2,660,526.07#REF! Lion Capital Fund III LP Commingled 54,570,806.69#REF! Littlejohn Fund III, L.P. Commingled 1,347,338.95#REF! Littlejohn Fund IV, L.P. Commingled 26,322,974.80#REF! Littlejohn Fund V, L.P. Commingled 21,299,212.88#REF! LLR Equity Partners IV Commingled 42,299,195.03#REF! Lombard Asia Commingled 22,559,008.72#REF! Longitude Venture Partners, LP. Commingled 15,856,991.78#REF! Longitude Venture II Commingled 34,792,094.44#REF! Madison Dearborn Partners VI Commingled 109,495,786.04#REF! Madison Dearborn Partners VII Commingled 11,796,605.31#REF! Madison Dearborn Partners V Commingled 18,640,295.50#REF! MBK Partners Fund III Commingled 26,851,420.10#REF! MD Asia Commingled 171,978,743.33#REF! MD Asia II Commingled 42,546,597.86#REF! Navis Asia Fund VI Commingled 37,731,338.36#REF! New Mainstream Capital II. Commingled 16,710,953.89#REF! New Mountain Partners III, L.P. Commingled 43,310,058.24#REF! New Mountain Partners IV, L.P. Commingled 42,739,484.80#REF! North Sky Capital IV - Piper Jaff Commingled 22,712,637.95#REF! Northstart Equity Partners IV Commingled 17,964,974.69#REF! Orchid Asia V LP Commingled 10,629,700.39#REF! Orchid Asia VI LP Commingled 6,240,552.59#REF! Pacific Equity Partners V Commingled 7,106,806.55#REF! Partners Group Emerging 2011 Commingled 35,732,041.41#REF! Partners Group Secondary 2008 Commingled 34,542,009.97#REF! Partners Group Secondary 2011 Commingled 68,862,938.13#REF! Permira IV L.P. 2 Commingled 7,140,186.11#REF! Private Equity Partners Fund IV Commingled 3,543,613.30

Partners Group Secondary 2015 Commingled 6,996,224.75#REF! Quaker BioVentures II Commingled 11,689,989.49#REF! Riverside Asia Commingled 18,744,251.10#REF! Riverside Capital Appreciation Fund VI Commingled 59,977,669.30#REF! Riverside Capital Appreciation Fund V Commingled 27,564,351.80#REF! Riverside Europe Fund IV, L.P. Commingled 24,363,398.06#REF! RLH Investors II, LP Commingled 8,003,681.24#REF! RLH Investors III, LP Commingled 31,575,612.71#REF! Siris Partners II Commingled 13,782,781.77#REF! SSG Capital Partners III Commingled 6,195,978.25#REF! Summer Street Capital III, LP Commingled 21,415,418.04#REF! Summer Street Capital III, LP Commingled 33,537,198.64#REF! Symmetric Partners, LP Commingled 8,343,456.25#REF! TA X L.P. Commingled 541,378.57#REF! TA XI L.P. Commingled 48,343,912.84#REF! TA XII L.P. Commingled 4,725,000.00

#REF! TDR Capital III Commingled 32,265,613.27#REF! TPG Partners VI, L.P. Commingled 73,034,651.38#REF! TPG Partners VI, L.P. Commingled 11,944,927.47#REF! Triton Fund III Commingled 19,386,604.85#REF! Triton Fund IV Commingled 23,407,728.58#REF! Valhalla Partners II, L.P. Commingled 5,655,398.94#REF! Vector Capital IV, L.P. Commingled 16,196,258.91#REF! Vestar V L.P. Commingled 14,653,423.05#REF! Vista Equity Partners IV. Commingled 60,160,275.49#REF! Vista Equity Partners V. Commingled 147,516,580.54#REF! Vista Foundation Commingled 8,245,458.09#REF! Vistria I Commingled 25,705,225.75#REF! Wind Pt. Ptrs. VII Commingled 62,632,191.65#REF! Yucaipa American Alliance Fund II Commingled 56,450,393.41

Energy Funds#REF! EIF Power Fund IV Commingled 75,130,709.36#REF! First Reserve Fund XIII, LP Commingled 8,623,524.74#REF! First Reserve Fund XII, LP Commingled 66,830,610.52#REF! Natural Gas Partners IX, L.P. Commingled 13,587,632.78#REF! Natural Gas Partners VIII,L.P. Commingled 1,917,843.57#REF! NGP Midstream & Resources, L.P. Commingled 19,730,874.24#REF! Natural Gas Partners X L.P. Commingled 60,158,640.26#REF! Natural Gas Partners XI L.P. Commingled 20,515,822.65#REF! Quantum Energy Partners IV LP Commingled 11,753,186.94#REF! Quantum Energy Partners V, LP Commingled 32,565,792.98#REF! Quantum Energy Partners VI, LP Commingled 23,923,112.89#REF! White Deer Energy Commingled 11,058,688.05

Infrastructure Alinda Infrastructure Fund II Commingled 56,917,995.58Timber

#REF! Global Timber Investors 9 Commingled 40,344,477.61#REF! Hancock Timber X LP Commingled 69,431,375.69#REF! RMS Forest Growth III Commingled 53,522,005.62#REF! Timbervest Partners III Commingled 58,094,684.91

Private Real Estate#REF! AEW Senior Housing Fund II Commingled 42,041,292.01#REF! Blackrock Asia Property Fund III (MGP Asi Commingled 61,148,488.86#REF! CBRE Strategic Partners 6 US Commingled 65,330,453.93#REF! CBRE Spuk III Commingled 3,394,283.11#REF! CBRE SP U.S.Value 5 L.P. Commingled 32,700.85#REF! CBRE Core Commingled 1,349,453.18#REF! CBRE Spe III Commingled 202,165,200.00

Chesapeake Maryland Ltd Commingled 8,436,707.61#REF! Covenant Apartment Fund VII Commingled 29,574,317.86#REF! CBRE SP U.S.Value 7 L.P. Commingled 48,700,639.56#REF! Federal Capital Partners II Commingled 23,581,262.34#REF! Federal Capital Partners II Commingled 25,047,516.09#REF! Frogmore Real Estate Partners II Commingled 18,314,208.89#REF! G I Partners Fund III LP Commingled 48,828,286.34#REF! G I Partners Fund IV LP Commingled 48,930,011.98#REF! Europe Fund III, L.P. Commingled 2,211,507.67#REF! Lion Industrial Trust Commingled 85,371,939.57#REF! Lone Star Real Estate Fund IV Commingled 21,257,434.58#REF! Lone Star Real Estate Fund III Commingled 84,622,081.21

Lone Star Real Estate Fund II Commingled 31,108,423.93 Lubert-Adler Real Estate Fund III, L.P. Commingled 211,547.89

#REF! Lubert-Adler Real Estate Fund VI - A, L.P. Commingled 8,171,287.33#REF! Lubert-Adler Real Estate Fund VI, L.P. Commingled 22,276,377.84#REF! Morgan J.P. Commingled 775,184,856.30#REF! Morgan Stanley Prime Property Commingled 479,610,734.77#REF! Prisa II Commingled 117,291,214.36#REF! Realty Associates Fund IX Commingled 79,928,574.59#REF! Rockwood Capital Partners VIII, L.P. Commingled 21,393,592.95#REF! Rockwood Capital Partners IX, L.P. Commingled 75,771,511.06#REF! Secured Cap Jap Real Est PTNR Asia, L.P. Commingled 24,054,221.79#REF! Secured Cap Jap Real Est PTNR IV, L.P. Commingled 52,788.41#REF! Starwood Debt Fund II, LP Commingled 1,282,301.51#REF! Starwood Hospitality Fund II Commingled 83,159,198.73#REF! The Realty Associates Fund X Commingled 107,006,876.68#REF! Tristan Cap - European Special Opps 3 Commingled 46,834,271.05#REF! Tristan Cap Partners 4 Commingled 6,286,780.42#REF! UBS Trumbull Property Fund Commingled 368,068,500.00

Limited AccessDerivative Holdings as of June 30, 2015 Attachment F

Transactions for one year:

OTC 7,327 Forwards & Swaps

Exchange Traded 13,373 Futures & Options

Changes in Fair Value (4) Fair Value at June 30, 2015

Classification Amount (1) Classification Amount (2) Notional (3)

Investment

Derivatives

Commodity Futures Long

Investment

Revenue $(111,815,615.38) Futures $0.00 231,642,748

Commodity Futures Short

Investment

Revenue $7,292,006.25 Futures $0.00 (12,683)

Credit Default Swaps

Investment

Revenue $0.00 Swaps $0.00 $0.00

Credit Default Swaps Bought

Investment

Revenue $191,391.49 Swaps $(218,700.68) $18,941,398.66

Credit Default Swaps Written

Investment

Revenue $(1,319,418.59) Swaps $418,154.90 $34,212,586.74

Currency Swaps

Investment

Revenue $(6,465,345.09) Swaps $6,645,119.60 $88,379,744.16

Fixed Income Futures Long

Investment

Revenue $19,569,957.36 Futures $0.00 612,772,753

Fixed Income Futures Short

Investment

Revenue $(54,992,173.85) Futures $0.00 (1,945,475,291)

Fixed Income Options Bought

Investment

Revenue $(400,841.20) Options $57,539.20 19,400,000

Fixed Income Options Written

Investment

Revenue $1,587,705.37 Options $(708,262.36) (211,249,321)

Foreign Currency Options Bought

Investment

Revenue $(362,810.23) Options $0.00 0

Foreign Currency Options Written

Investment

Revenue $444,254.66 Options $(633,754.54) (40,573,780)

Futures Options Bought

Investment

Revenue $(2,694,408.79) Options $28,878.13 873,000

Futures Options Written

Investment

Revenue $13,729,707.85 Options $(1,149,006.30) (3,876,000)

FX Forwards

Investment

Revenue $603,166,109.72

Long Term

Instruments $101,115,383.34 $21,037,077,525.80

(1) Negative values (in brackets) refer to losses

(2) Negative values refer to liabilities

(3) Notional may be a dollar amount or size of underlying for futures and options, negative values refer to short positions

(4) Excl. futures margin payments

Limited AccessOTC 7,327 Forwards & Swaps

Exchange Traded 13,373 Futures & Options

Changes in Fair Value (4) Fair Value at June 30, 2015

Classification Amount (1) Classification Amount (2) Notional (3)

Investment

Derivatives

Index Futures Long

Investment

Revenue $1,623,835.61 Futures $0.00 457,895

Pay Fixed Interest Rate Swaps

Investment

Revenue $(19,402,763.86) Swaps $(260,111.00) $550,732,941.09

Receive Fixed Interest Rate Swaps

Investment

Revenue $4,206,360.85 Swaps $(365,631.40) $75,723,627.03

Rights

Investment

Revenue $1,083,188.71 Common Stock $334,795.78 $695,732.89

Total Return Swaps Bond

Investment

Revenue $(93,385.54) Swaps $(93,385.53) $3,617,211.00

Warrants

Investment

Revenue $(178,841.32) Common Stock $7,337,828.85 $3,469,483.00

Grand Totals $455,168,914.02 $112,508,847.99

(1) Negative values (in brackets) refer to losses

(2) Negative values refer to liabilities

(3) Notional may be a dollar amount or size of underlying for futures and options, negative values refer to short positions

(4) Excl. futures margin payments

Attachment GFed Wires incoming and outgoing for one year:

Incoming Outgoing YearlyYear Wires Wires Total

2015 1,698 1,560 3,258

Private Fund Operating Model Attachment H

Calls/Distributions – Notices are provided via email to the custodian, consultant and client (Maryland State Retirement and Pension System). The custodian records the calls/distributions in their on line cash management system and the client approves through the same on line system. After all approvals, the custodian processing the outgoing wire on the appropriate date. The client ensures the proper cash or currency is available when needed. The on line cash management system maintains historic data on all call and distributions including a copy of the notice.

Monthly valuations are updated based on the most recent quarterly value +/- any cash flows and performance is calculated based on this value. Custom benchmarks are used which are identified on attachment B2. Custodian provides a monthly report detailing all limited partnership cash movement.

Quarterly performance reports are provided for the entire system – see attachment B2. A separate report is provided on the Real Estate portfolio and the other Limited Partnerships based on the actual quarter end values provided by the funds – this report is on a quarter lag. These reports include TMR, leverage chart, variable internal rates of return and current investment information such as vintage year, FMV, commitment, contributions, distributions, uncalled capital, IRR, and investment multiple.

Bank Loans as of 3/31/2016 Attachment I

Bank Loan Transactions for one year - 2500 buy/sell transactions

Security Name CUSIP Number Interest Rate Maturity Date SUM(AVGCST_BTL)

SUM(MARKETVALB)

Investment Type Name

Local Currency Name

WHEELABRATOR ALLEVARD SA '923PDVII9 1.0000 1/30/2019 964,970 828,151 BANK LOAN EURO CURRENCYWINOA SA '923QUCII0 1.0000 1/30/2019 285,856 239,875 BANK LOAN EURO CURRENCYWINOA SA '923QUDII8 1.0000 1/30/2019 505,667 424,328 BANK LOAN EURO CURRENCYWINOA SA '923QUEII6 1.0000 1/30/2019 23,607 19,810 BANK LOAN EURO CURRENCYWINOA SA '923QUFII3 1.0000 1/30/2019 22,302 18,715 BANK LOAN EURO CURRENCYWINOA SA '923QUGII1 1.0000 1/30/2019 108,365 90,934 BANK LOAN EURO CURRENCYWINOA SA '923QUJII5 1.0000 1/30/2019 265,232 222,568 BANK LOAN EURO CURRENCYWINOA SA '923QULII0 1.0000 1/30/2019 21,923 18,397 BANK LOAN EURO CURRENCYWINOA SA '923QUMII8 1.0000 1/30/2019 20,661 17,338 BANK LOAN EURO CURRENCYWINOA SA '923QUNII6 1.0000 1/30/2019 1,030,371 864,631 BANK LOAN EURO CURRENCYWINOA SA '923QUPII1 1.0000 1/30/2019 137,631 115,492 BANK LOAN EURO CURRENCYWINOA SA '923QUQII9 1.0000 1/30/2019 121,432 101,899 BANK LOAN EURO CURRENCYWINOA SA '923QURII7 1.0000 1/30/2019 1,030,645 864,861 BANK LOAN EURO CURRENCYWINOA SA '923QUTII3 1.0000 1/30/2019 97,344 81,686 BANK LOAN EURO CURRENCYWINOA SA '923QUUII0 1.0000 1/30/2019 121,464 101,926 BANK LOAN EURO CURRENCYHILDING ANDERS MIDCO AB '979FMVII4 1.0000 6/30/2021 5,279,780 3,994,595 BANK LOAN EURO CURRENCYHILDING ANDERS INT AB '979SQAII8 1.0000 6/30/2020 290,121 0 BANK LOAN EURO CURRENCYHILDING ANDERS INT AB '979SQBII6 1.0000 6/30/2020 457,741 36,554 BANK LOAN EURO CURRENCYCUCINA ACQUISITION (UK) LIMITE '922GCKII5 1.0000 3/13/2017 193 0 BANK LOAN POUND STERLINGGENERAL HEALTHCARE GROUP '926SNKII3 1.0000 4/15/2019 1,871,205 1,614,041 BANK LOAN POUND STERLINGGENERAL HEALTHCARE GROUP '986RVCII1 1.0000 4/15/2017 3,190,756 3,774,434 BANK LOAN POUND STERLINGGENERAL HEALTHCARE GROUP '986RVDII9 1.0000 4/15/2017 2,279,982 811,476 BANK LOAN POUND STERLINGADS WASTE HLDGS INC '00100UAE2 1.0000 10/9/2019 1,869,568 1,907,002 BANK LOAN US DOLLARAMC ENTMT INC '00164DAM5 1.0000 12/15/2022 99,262 100,163 BANK LOAN US DOLLARAIR MEDICAL GROUP HOLDINGS INC '00169QAB5 1.0000 4/28/2022 2,860,642 2,832,000 BANK LOAN US DOLLARNEP SUPERSHOOTERS LP '00213WAB8 1.0000 7/22/2020 3,311,673 3,011,786 BANK LOAN US DOLLARABILITY NETWORK INC '00350FAE2 1.0000 5/16/2021 1,102,868 1,087,949 BANK LOAN US DOLLARACADEMY LTD '00400YAH4 1.0000 7/1/2022 2,483,788 2,377,162 BANK LOAN US DOLLARACADIA HEALTHCARE CO LLC '00404DAD5 1.0000 2/11/2022 3,878,022 3,886,024 BANK LOAN US DOLLARACADIA HEALTHCARE COMP INC. '00404DAE3 1.0000 2/16/2023 410,034 413,870 BANK LOAN US DOLLARACOSTA HOLDCO INC '00485GAE8 1.0000 9/26/2021 2,771,378 2,731,665 BANK LOAN US DOLLARACTIVISION BLIZZARD INC '00507XAC9 1.0000 10/12/2020 493,251 493,743 BANK LOAN US DOLLARADMI CORP '00709LAB3 1.0000 4/30/2022 3,092,819 3,071,703 BANK LOAN US DOLLARADVANTAGE SALES + MARKETING I '00769EAS9 1.0000 7/23/2021 663,898 666,103 BANK LOAN US DOLLARAFFORDABLE CARE HOLDING CORP. '00829RAC3 1.0000 10/22/2022 1,273,355 1,281,654 BANK LOAN US DOLLARALBERTSONS LLC '01310TAK5 1.0000 12/21/2022 197,513 200,035 BANK LOAN US DOLLARALERE INC. '01449HAK5 1.0000 6/18/2022 652 0 BANK LOAN US DOLLARALION SCIENCE AND TECH CORP. '01627GAL9 1.0000 8/19/2021 938,062 924,748 BANK LOAN US DOLLARALLIED SEC HLDGS LLC '01950EAT4 1.0000 8/14/2021 948,750 935,000 BANK LOAN US DOLLARALLISON TRANSMISSION HLDGS INC '01973JAH2 1.0000 8/23/2019 659,120 657,318 BANK LOAN US DOLLARALTICE US FINANCE I CORP '02154UAB9 1.0000 12/14/2022 656,648 666,708 BANK LOAN US DOLLARAMERICAN AIRLS INC '02376CAM7 1.0000 10/10/2021 660,018 659,505 BANK LOAN US DOLLARAMERICAN AIRLINES INC. '02376CAP0 1.0000 6/27/2020 2,424,175 2,433,473 BANK LOAN US DOLLARAMERICAN BLDRS + CONTRACTORS '02474RAB9 1.0000 4/16/2020 2,316,800 2,334,249 BANK LOAN US DOLLARAMERICAN CASINO ENTERTAINMEN '02504CAL4 1.0000 7/7/2022 1,684,300 1,695,308 BANK LOAN US DOLLARAMERICAN RENAL HLDGS INC '02922XAG3 1.0000 9/20/2019 1,250,000 1,250,781 BANK LOAN US DOLLARAMSURG CORP '03232NAG8 1.0000 7/16/2021 3,086,496 3,090,988 BANK LOAN US DOLLARAPPLIED SYS INC '03827FAR2 1.0000 1/25/2021 4,427,017 4,394,955 BANK LOAN US DOLLARAPPLIED SYS INC '03827FAU5 1.0000 1/24/2022 3,386,509 3,220,364 BANK LOAN US DOLLARARAMARK CORP '03852CAU0 1.0000 2/24/2021 657,487 655,964 BANK LOAN US DOLLARARCH COAL INC '03938DAD4 1.0000 5/16/2018 235,145 113,267 BANK LOAN US DOLLARARDAGH HLDGS USA INC '03968MAD7 1.0000 12/17/2019 1,217,848 1,219,151 BANK LOAN US DOLLARARISTOCRAT LEISURE LIMITED '04044PAB0 1.0000 10/20/2021 637,996 636,726 BANK LOAN US DOLLARASURION LLC '04649VAG5 1.0000 5/24/2019 159,426 157,820 BANK LOAN US DOLLARASURION LLC '04649VAN0 1.0000 8/4/2022 2,523,534 2,567,506 BANK LOAN US DOLLARATLAS DEL MERGER SUB INC '04929HAC6 1.0000 7/10/2020 242,008 189,741 BANK LOAN US DOLLARBMC SOFTWARE FIN INC '05578NAD2 1.0000 9/10/2020 500 0 BANK LOAN US DOLLARBRG SPORTS INC '05579YAB1 1.0000 4/15/2021 711,492 722,382 BANK LOAN US DOLLARBRG SPORTS INC '05579YAD7 1.0000 4/15/2022 3,193,769 3,398,170 BANK LOAN US DOLLAR

BWAY HLDG CO '05604XAK2 1.0000 8/14/2020 659,969 638,600 BANK LOAN US DOLLARBASS PRO GROUP LLC '07014QAG6 1.0000 6/5/2020 660,818 636,078 BANK LOAN US DOLLARBEACON ROOFING SUPPLY INC. '07368RAB7 1.0000 10/1/2022 1,678,923 1,683,021 BANK LOAN US DOLLARBERRY PLASTICS HOLDING CORP '08579JAL6 1.0000 10/1/2022 1,790,259 1,790,076 BANK LOAN US DOLLARBJS WHOLESALE CLUB INC '09179FAR3 1.0000 9/26/2019 4,002,554 3,907,064 BANK LOAN US DOLLARBLACK KNIGHT INFOSERV LLC '09214NAD4 1.0000 5/27/2022 616,919 620,626 BANK LOAN US DOLLARBLOCK COMMUNICATIONS INC '09364LAJ3 1.0000 11/7/2021 872,277 878,917 BANK LOAN US DOLLARBOMBARDIER RECREATIONAL PRODS '09776MAG9 1.0000 1/30/2019 500,643 495,833 BANK LOAN US DOLLARBOYD GAMING CORP '10330JAL2 1.0000 8/14/2020 644,359 642,684 BANK LOAN US DOLLARBRAND ENERGY + INFRASTRUCTURE '10524MAK3 1.0000 11/26/2020 1,937,331 2,003,841 BANK LOAN US DOLLARBRICKMAN GROUP LTD '10801XAF4 1.0000 12/18/2020 664,725 667,415 BANK LOAN US DOLLARBUILDERS FIRSTSOURCE INC. '12008TAF0 1.0000 7/31/2022 3,051,502 3,063,240 BANK LOAN US DOLLAROUTFRONT MEDIA CAPITAL LLC '12505MAC0 1.0000 2/1/2021 248,457 249,375 BANK LOAN US DOLLARCCO SAFARI III LLC '12506HAC0 1.0000 1/24/2023 3,275,118 3,278,175 BANK LOAN US DOLLARCHG HEALTHCARE SVCS INC '12541HAJ2 1.0000 11/19/2019 3,239,461 3,238,258 BANK LOAN US DOLLARCHS COMMUNITY HEALTH SYS INC '12543KAL8 1.0000 12/31/2018 2,076,955 2,071,775 BANK LOAN US DOLLARCHS / COMMUNITY HEALTH SYS INC '12543KAM6 1.0000 12/31/2019 954,272 940,893 BANK LOAN US DOLLARCHS / COMMUNITY HEALTH SYS INC '12543KAN4 1.0000 1/27/2021 2,019,532 1,993,506 BANK LOAN US DOLLARCPI INTL INC '12632BAB2 1.0000 11/17/2017 127,765 124,735 BANK LOAN US DOLLARCPI CARD GROUP COLORADO INC. '12635MAB5 1.0000 8/17/2022 251,320 250,101 BANK LOAN US DOLLARCTI FOODS HLDG CO LLC '12644HAJ8 1.0000 6/29/2020 2,183,568 2,132,969 BANK LOAN US DOLLARCTI FOODS HLDG CO LLC '12644HAL3 1.0000 6/28/2021 1,934,540 1,789,603 BANK LOAN US DOLLARCAMPING WORLD INC '12670NAB9 1.0000 2/20/2020 768,851 759,971 BANK LOAN US DOLLARCACTUS WELLHEAD LLC '12720VAB1 1.0000 7/31/2020 21,806 23,197 BANK LOAN US DOLLARCALIFORNIA PIZZA KITCHEN INC '13054PAD4 1.0000 3/29/2018 1,446,320 1,305,009 BANK LOAN US DOLLARCALPINE CORP '13134MBC6 1.0000 10/31/2020 498,717 494,660 BANK LOAN US DOLLARCALPINE CORPORATION '13134MBE2 1.0000 5/27/2022 1,210,744 1,231,138 BANK LOAN US DOLLARCALPINE CONSTR FIN CO LP '13134NAE1 1.0000 1/31/2022 99,234 102,702 BANK LOAN US DOLLARCAPITAL AUTOMOTIVE L P '13973UAJ8 1.0000 4/10/2019 536,119 534,106 BANK LOAN US DOLLARCATALENT PHARMA SOLUTIONS INC '14880BAE1 1.0000 5/20/2021 498,730 498,021 BANK LOAN US DOLLARCENGAGE LEARNING ACQUISITIONS '15134NAB2 1.0000 3/31/2020 3,410,297 3,462,982 BANK LOAN US DOLLARCHARLOTTE RUSSE INC '16104YAB2 1.0000 5/22/2019 968,055 518,570 BANK LOAN US DOLLARCHARLOTTE RUSSE INC '16104YAC0 1.0000 5/22/2019 1,212,638 654,699 BANK LOAN US DOLLARCHARTER COMMUNICATIONS OPERAT '16117LBC2 1.0000 7/1/2020 1,838,511 1,842,549 BANK LOAN US DOLLARCHEMOURS COMPANY THE '16384YAB3 1.0000 5/12/2022 1,288,072 1,238,897 BANK LOAN US DOLLARCITCO FDG LLC '17302JAB3 1.0000 6/29/2018 1,482,025 1,482,084 BANK LOAN US DOLLARCITGO PETROLEUM CORP '17302UAJ1 1.0000 7/29/2021 1,228,120 1,202,321 BANK LOAN US DOLLARCITYCENTER HLDGS LLC '17875LAH2 1.0000 10/16/2020 1,830,935 1,834,872 BANK LOAN US DOLLARCLUBCORP CLUB OPERATIONS INC. '18948LAF7 1.0000 12/15/2022 1,242,500 1,249,219 BANK LOAN US DOLLARAMERICAN COMMERCIAL LINES LLC '20162VAG8 1.0000 11/12/2020 1,800,699 1,753,372 BANK LOAN US DOLLARCOMMSCOPE INC '20337EAN1 1.0000 12/29/2022 2,273,194 2,277,555 BANK LOAN US DOLLARUSI INC '20451XAD1 1.0000 12/27/2019 2,063,144 2,040,855 BANK LOAN US DOLLARCOMPUCOM SYS INC '20478FAH0 1.0000 5/11/2020 1,833,818 1,316,656 BANK LOAN US DOLLARCONCENTRA ACQUISITION CORP '20589KAB8 1.0000 6/1/2022 499,388 495,006 BANK LOAN US DOLLARCONSOLIDATED COMMUNICATIONS I '20903EAU9 1.0000 12/23/2020 658,339 658,979 BANK LOAN US DOLLARCONTAINER STORE INC '21075BAG6 1.0000 4/6/2019 719,339 561,656 BANK LOAN US DOLLARUNITED AIRLINES INC '210797AK2 1.0000 9/15/2021 248,763 249,367 BANK LOAN US DOLLARCONTINENTAL BLDG PRODS LLC '21117GAC4 1.0000 8/28/2020 2,463,619 2,425,745 BANK LOAN US DOLLARCONVATEC INC '21244NAB7 1.0000 6/15/2020 1,713,298 1,713,443 BANK LOAN US DOLLARDTZ U.S. BORROWER LLC '23340DAH5 1.0000 11/4/2021 494,402 494,178 BANK LOAN US DOLLARDISTRIBUTION INTERNATIONAL INC '23340GAB1 1.0000 12/15/2021 1,043,859 759,170 BANK LOAN US DOLLARDJO FINANCE LLC '23340RAB7 1.0000 6/8/2020 733,569 720,697 BANK LOAN US DOLLARDAVIDS BRIDAL INC '23857KAD3 1.0000 10/11/2019 2,290,059 2,288,963 BANK LOAN US DOLLARDAVITA HEALTHCARE PARTNERS INC '23918YAC2 1.0000 6/24/2021 1,811,530 1,828,588 BANK LOAN US DOLLARDELTEK INC. '24784NAE1 1.0000 6/25/2022 1,736,697 1,739,208 BANK LOAN US DOLLARDELTEK INC. '24784NAH4 1.0000 6/25/2023 3,297,707 3,211,752 BANK LOAN US DOLLARDOLLAR TREE INC '25674DAE3 1.0000 7/6/2022 1,408,022 1,408,556 BANK LOAN US DOLLARDOOSAN INFRACORE INTL INC '25809PAD6 1.0000 5/28/2021 657,218 649,812 BANK LOAN US DOLLARDYNEGY INC '26817HAC4 1.0000 4/23/2020 1,908,518 1,888,547 BANK LOAN US DOLLARECO SERVICES '27888LAB9 1.0000 12/1/2021 994,962 970,088 BANK LOAN US DOLLARELDORADO RESORTS LLC '28471DAD4 1.0000 7/23/2022 1,218,008 1,221,692 BANK LOAN US DOLLAREMDEON INC '29084UAE1 1.0000 11/2/2018 494,345 495,944 BANK LOAN US DOLLAREMERALD EXPOSITIONS HLDG INC '29088UAC1 1.0000 6/17/2020 3,758,577 3,754,458 BANK LOAN US DOLLAREMERALD PERFORMANCE MATLS LLC '29089CAD8 1.0000 8/1/2021 244,652 241,947 BANK LOAN US DOLLAREMERALD PERFORMANCE MATLS LLC '29089CAG1 1.0000 8/1/2022 260,043 239,135 BANK LOAN US DOLLAREMERGENCY MED SVCS CORP '29101QAE9 1.0000 10/28/2022 3,142,742 3,169,113 BANK LOAN US DOLLAR

ENERGY TRANSFER EQUITY L.P. '29273XAS5 1.0000 12/2/2019 3,651,313 3,331,146 BANK LOAN US DOLLAREPICOR SOFTWARE COMPANY '29426NAE4 1.0000 6/1/2022 4,877,219 4,651,458 BANK LOAN US DOLLARGCA SERVICES GROUP INC. '29486HAC8 1.0000 3/1/2023 367,500 376,875 BANK LOAN US DOLLAREVERGREEN ACQCO 1 LP '30015FAD8 1.0000 7/9/2019 4,329,777 3,959,958 BANK LOAN US DOLLARFILTRATION GROUP CORP '31732FAG1 1.0000 11/21/2020 1,713,931 1,739,637 BANK LOAN US DOLLARFIRST DATA CORP '32007UBE8 1.0000 3/24/2021 1,282,006 1,278,400 BANK LOAN US DOLLARFOUR SEASONS HLDGS INC '35100DAR7 1.0000 6/27/2020 371,367 372,232 BANK LOAN US DOLLARGCI HLDGS INC '36155JAD7 1.0000 2/2/2022 884,788 887,803 BANK LOAN US DOLLARGOBP HLDGS INC '3621LEAB2 1.0000 10/21/2021 4,075,924 4,039,899 BANK LOAN US DOLLARGOBP HLDGS INC '3621LEAC0 1.0000 10/21/2022 1,458,910 1,381,312 BANK LOAN US DOLLARGYP HLDGS III CORP '36249VAB2 1.0000 4/1/2021 4,054,387 3,859,748 BANK LOAN US DOLLARGYP HLDGS III CORP '36249VAD8 1.0000 4/1/2022 3,276,097 2,986,076 BANK LOAN US DOLLARGATES GLOBAL LLC '36740UAB8 1.0000 7/6/2021 901,482 928,806 BANK LOAN US DOLLARGENERAL NUTRITION CTRS INC '37047QAH2 1.0000 3/4/2019 245,388 248,291 BANK LOAN US DOLLARGENOA A QOL HEALTHCARE COMP. '37241DAE2 1.0000 4/30/2023 529,778 503,851 BANK LOAN US DOLLARGLOBAL PAYMENTS INC '37943VBD4 1.0000 4/22/2023 2,348,200 2,375,741 BANK LOAN US DOLLARGRAY TELEVISION INC '389376AT1 1.0000 6/13/2021 660,843 659,277 BANK LOAN US DOLLARGREATBATCH INC. '39154EAD3 1.0000 10/27/2022 1,252,500 1,250,588 BANK LOAN US DOLLARGENESYS TELECOM LABS '39479RAE0 1.0000 2/8/2020 664,916 656,566 BANK LOAN US DOLLARGROSVENOR CAP MGMT HLDGS LLLP '39926LAF9 1.0000 1/4/2021 471,255 466,508 BANK LOAN US DOLLARGYMBOREE CORP '40377UAC8 1.0000 2/23/2018 2,541,174 1,664,548 BANK LOAN US DOLLARHALYARD HEALTH INC. '40650KAB0 1.0000 11/1/2021 658,043 661,775 BANK LOAN US DOLLARHARBOR FREIGHT TOOLS USA INC '41151PAK1 1.0000 7/26/2019 1,314,449 1,316,871 BANK LOAN US DOLLARCAESARS ENT OPERATING COMP INC '413626AU6 1.0000 3/1/2017 2,827,405 2,775,887 BANK LOAN US DOLLARCAESARS ENT. OPERATING COMPANY '413626AV4 1.0000 3/1/2017 1,654,629 1,539,597 BANK LOAN US DOLLARHD SUPPLY INC. '42206JAN2 1.0000 8/13/2021 1,731,930 1,734,470 BANK LOAN US DOLLARHEADWATERS INC. '42210FAF1 1.0000 3/24/2022 4,148,517 4,160,325 BANK LOAN US DOLLARHEARTLAND DENTAL CARE LLC '42236VAF6 1.0000 12/21/2018 2,314,209 2,273,355 BANK LOAN US DOLLARHERTZ CORP '42804VAM3 1.0000 3/11/2018 659,087 657,427 BANK LOAN US DOLLARHILLMAN GROUP INC '43162TAG5 1.0000 6/30/2021 1,599,560 1,559,425 BANK LOAN US DOLLARHILTON WORLDWIDE FIN LLC '43289DAC7 1.0000 10/26/2020 3,365,443 3,364,553 BANK LOAN US DOLLARHUB INTL LTD '44332EAK2 1.0000 10/2/2020 4,957,126 4,871,634 BANK LOAN US DOLLARHUNTSMAN INTERNATIONAL LLC '44701PAY0 1.0000 4/1/2023 228,850 229,354 BANK LOAN US DOLLARHYLAND SOFTWARE INC. '44908XAK4 1.0000 7/1/2022 1,789,416 1,792,804 BANK LOAN US DOLLARIASIS HEALTHCARE LLC '45073CAJ9 1.0000 5/3/2018 337,590 343,607 BANK LOAN US DOLLARIMMUCOR INC '45252HAF9 1.0000 8/17/2018 422,479 407,012 BANK LOAN US DOLLARINEOS US FINANCE LLC '45672JAE0 1.0000 3/31/2022 492,529 491,581 BANK LOAN US DOLLARINFORMATICA CORPORATION '45673DAE2 1.0000 8/5/2022 5,016,853 4,936,608 BANK LOAN US DOLLARINFORMATION RES INC '45676FAF1 1.0000 9/30/2020 661,575 658,274 BANK LOAN US DOLLARINTEGRA TELECOM INC. '45811SAK8 1.0000 8/14/2020 2,982,485 2,821,463 BANK LOAN US DOLLARIPARADIGMS HLDGS LLC '46261UAB6 1.0000 7/31/2021 1,968,865 1,873,147 BANK LOAN US DOLLARIPARADIGMS HLDGS LLC '46261UAE0 1.0000 7/29/2022 2,247,849 2,219,337 BANK LOAN US DOLLARIPAYMENT INC '46262FAH5 1.0000 5/8/2017 2,125,359 2,038,429 BANK LOAN US DOLLARJ C PENNEY CORP INC '46611NAD5 1.0000 5/22/2018 6,074,828 6,130,532 BANK LOAN US DOLLARCCC INFORMATION SERVICES INC '47009VAB9 1.0000 12/20/2019 3,716,790 3,663,570 BANK LOAN US DOLLARJAGUAR HOLDING COMPANY II '47009YAF4 1.0000 8/18/2022 2,200,050 2,197,589 BANK LOAN US DOLLARJARDEN CORP '47110CBD2 1.0000 7/30/2022 408,929 407,950 BANK LOAN US DOLLARKAR AUCTION SVCS INC '48562RAH2 1.0000 3/9/2023 3,256,425 3,304,325 BANK LOAN US DOLLARKENAN ADVANTAGE GROUP INC. '48853UAY6 1.0000 7/31/2022 1,237,534 1,231,790 BANK LOAN US DOLLARKENAN ADVANTAGE GROUP INC. '48853UAZ3 1.0000 7/31/2022 394,731 392,898 BANK LOAN US DOLLARKENAN ADVANTAGE GROUP INC '48853UBA7 1.0000 1/31/2017 173,817 6,683 BANK LOAN US DOLLARKIK CUSTOM PRODUCTS INC. '49387TAR7 1.0000 8/26/2022 1,229,405 1,203,409 BANK LOAN US DOLLARKLOCKNER PENTAPLAST OF AMERICA '49865NAB6 1.0000 4/28/2020 872,071 873,379 BANK LOAN US DOLLARKP GERMANY ERSTE GMBH '49865NAE0 1.0000 4/28/2020 373,532 374,091 BANK LOAN US DOLLARKRONOS INC '50105JAF4 1.0000 10/30/2019 2,203,270 2,201,691 BANK LOAN US DOLLARLTS BUYER LLC '50217KAB5 1.0000 4/12/2021 2,912,662 2,854,724 BANK LOAN US DOLLARLTS BUYER LLC '50217KAE9 1.0000 4/13/2020 3,964,540 3,952,177 BANK LOAN US DOLLARLTF MERGER SUB INC. '50218KAB4 1.0000 6/10/2022 2,864,927 2,848,226 BANK LOAN US DOLLARINFOR (US) INC. '52078DAG4 1.0000 6/3/2020 495,325 493,245 BANK LOAN US DOLLARLEARFIELD COMMUNICATIONS INC '52189WAE3 1.0000 10/9/2021 384,639 382,344 BANK LOAN US DOLLARLEARFIELD COMMUNICATIONS INC '52189WAF0 1.0000 10/9/2020 3,149,430 3,140,170 BANK LOAN US DOLLARLEVEL 3 FINANCING INC. '52729KAM8 1.0000 5/31/2022 1,816,043 1,818,863 BANK LOAN US DOLLARMCS AMS SUB HLDGS LLC '55279UAC5 1.0000 10/15/2019 3,880,456 3,356,989 BANK LOAN US DOLLARMPG HOLDCO I INC. '55323CAD9 1.0000 10/20/2021 992,280 984,407 BANK LOAN US DOLLARMPH ACQUISITION HLDGS LLC '55328HAB7 1.0000 3/31/2021 5,531,295 5,533,447 BANK LOAN US DOLLARMSX INTL INC '55375HAG8 1.0000 8/21/2020 883,685 916,468 BANK LOAN US DOLLAR

EMI MUSIC PUBLISHING LIMITED '55377GAE3 1.0000 8/19/2022 498,760 497,438 BANK LOAN US DOLLARMACDERMID INC '554276AL9 1.0000 6/7/2020 397,431 394,147 BANK LOAN US DOLLARMACDERMID INC '554276AM7 1.0000 6/7/2020 5,971,045 5,894,588 BANK LOAN US DOLLARMAGIC NEWCO LLC '55915EAB3 1.0000 6/12/2019 3,821,734 3,776,872 BANK LOAN US DOLLARMAGIC NEWCO LLC '55915EAF4 1.0000 12/12/2018 7,767,338 7,739,481 BANK LOAN US DOLLARMANITOWOC FOODSERVICE '56356XAC3 1.0000 3/3/2023 4,201,040 4,281,044 BANK LOAN US DOLLARMATCH GROUP INC '57665VAC1 1.0000 11/16/2022 1,485,301 1,489,021 BANK LOAN US DOLLARMAXIM CRANE WORKS L P '57775BAM0 1.0000 11/26/2018 514,458 477,801 BANK LOAN US DOLLARMCJUNKIN RED MAN CORP '58123YAC9 1.0000 11/8/2019 3,983,554 3,911,696 BANK LOAN US DOLLARMEDPACE HLDGS INC '58504FAC9 1.0000 4/1/2021 1,535,119 1,536,622 BANK LOAN US DOLLARMEG ENERGY CORP '58515UAN9 1.0000 3/31/2020 418,525 352,601 BANK LOAN US DOLLARMENS WEARHOUSE INC. (THE) '58711PAP7 1.0000 6/18/2021 775,110 736,355 BANK LOAN US DOLLARMICHAELS STORES INC '594088AK2 1.0000 1/28/2020 673,063 671,124 BANK LOAN US DOLLARMILACRON LLC '59870UAF3 1.0000 9/28/2020 1,243,750 1,240,625 BANK LOAN US DOLLARCSM BAKERY SUPPLIES 5/13 '60001PAD9 1.0000 7/3/2021 2,944,652 2,691,875 BANK LOAN US DOLLARMITCHELL INTL INC '60662WAJ1 1.0000 10/13/2020 660,751 635,945 BANK LOAN US DOLLARMITEL US HOLDINGS INC. '60671PAP1 1.0000 4/29/2022 4,390,283 4,440,038 BANK LOAN US DOLLARMOHEGAN TRIBAL GAMING AUTH '608330AL0 1.0000 6/15/2018 641,315 628,410 BANK LOAN US DOLLARMUELLER WATER PRODUCTS INC. '62475PAB6 1.0000 11/25/2021 749,907 746,927 BANK LOAN US DOLLARNEP / NCP HOLDCO INC '62908UAF3 1.0000 1/22/2020 2,594,115 2,444,285 BANK LOAN US DOLLARNRG ENERGY INC '62937NAT4 1.0000 7/2/2018 96,228 98,673 BANK LOAN US DOLLARNAVISTAR INC '63937YAB7 1.0000 8/7/2020 701,367 686,872 BANK LOAN US DOLLARNEFF RENTAL LLC '64009GAB7 1.0000 6/9/2021 891,226 881,296 BANK LOAN US DOLLARNEIMAN MARCUS GROUP LTD INC '64021SAC3 1.0000 10/25/2020 8,434,712 7,806,656 BANK LOAN US DOLLARNEPTUNE FINCO CORP. '64072UAB8 1.0000 10/9/2022 8,183,277 8,214,552 BANK LOAN US DOLLARNEW MILLENNIUM HOLDCO INC '64753UAB4 1.0000 12/21/2020 0 3,370 BANK LOAN US DOLLARNINE WEST GROUP INC '65441CAB9 1.0000 10/8/2019 42,657 25,710 BANK LOAN US DOLLARNUMERICABLE U.S. '67053NAB0 1.0000 5/21/2020 1,912,617 1,911,491 BANK LOAN US DOLLARNUMERICABLE U S LLC '67053NAC8 1.0000 5/21/2020 2,209,468 2,208,182 BANK LOAN US DOLLARNUMERICABLE U.S. LLC '67053NAE4 1.0000 2/10/2023 664,154 666,074 BANK LOAN US DOLLARBERLIN PACKAGING LLC '67107VAB8 1.0000 10/1/2021 658,588 652,279 BANK LOAN US DOLLAROAK TEA INC '67180FAB3 1.0000 7/2/2022 142,903 143,926 BANK LOAN US DOLLAROCWEN LN SERVICING LLC '67574UAB4 1.0000 2/15/2018 392,960 383,283 BANK LOAN US DOLLARON ASSIGNMENT INC. '68216FAS2 1.0000 6/3/2022 637,280 636,841 BANK LOAN US DOLLARON SEMICONDUCTOR CORP '68218EAB0 1.0000 3/31/2023 1,231,250 1,253,713 BANK LOAN US DOLLAROWENS ILLINOIS INC '69073KAP7 1.0000 9/1/2022 488,137 486,604 BANK LOAN US DOLLARP2 UPSTREAM ACQUISITION CO '69312TAC8 1.0000 10/30/2020 2,250,222 1,759,065 BANK LOAN US DOLLARP2 UPSTREAM ACQUISITION CO '69312TAD6 1.0000 4/30/2021 1,655,494 1,084,901 BANK LOAN US DOLLARPQ CORP '69353FAK0 1.0000 8/7/2017 1,278,968 1,277,373 BANK LOAN US DOLLARPARADIGM ACQUISITION CORP. '69900FAB8 1.0000 6/2/2022 1,559,238 1,548,067 BANK LOAN US DOLLARPARTY CITY HOLDINGS INC. '70215EAL7 1.0000 8/19/2022 2,988,167 2,967,926 BANK LOAN US DOLLARPENINSULA GAMING LLC '70713HAC7 1.0000 11/20/2017 632,842 630,660 BANK LOAN US DOLLARPENTON MEDIA INC '70966VAF3 1.0000 10/3/2019 0 0 BANK LOAN US DOLLARPETSMART INC. '71677HAF2 1.0000 3/11/2022 3,196,495 3,195,871 BANK LOAN US DOLLARPINNACLE FOODS FIN LLC '72347NAP5 1.0000 1/13/2023 250,641 250,664 BANK LOAN US DOLLARPLASKOLITE INC. '72753JAC0 1.0000 11/3/2022 659,616 663,443 BANK LOAN US DOLLARPLY GEM INDS INC '729417AH8 1.0000 2/1/2021 919,474 910,233 BANK LOAN US DOLLARPOST HLDGS INC '73744GAF9 1.0000 6/2/2021 491,856 491,619 BANK LOAN US DOLLARPRESIDIO INC '74101VAH7 1.0000 2/2/2022 666,637 657,430 BANK LOAN US DOLLARPRESTIGE BRANDS INC DEL '74112CAS2 1.0000 9/3/2021 1,888,146 1,892,343 BANK LOAN US DOLLARPROSERV US LLC '74347HAF6 1.0000 12/12/2021 878,082 671,992 BANK LOAN US DOLLARPROSERV GROUP INC. '74347HAG4 1.0000 2/24/2022 513,322 394,430 BANK LOAN US DOLLARRP CROWN PARENT LLC '74966FAE3 1.0000 12/21/2019 3,269,322 2,692,142 BANK LOAN US DOLLARRP CROWN PARENT LLC '74966FAF0 1.0000 12/21/2018 5,036,334 4,803,253 BANK LOAN US DOLLARRPI FIN TR LNS '74966UAL4 1.0000 11/9/2020 164,762 165,242 BANK LOAN US DOLLARRANPAK CORPORATION '75007PAG4 1.0000 10/1/2021 961,761 920,383 BANK LOAN US DOLLARREALOGY CORP '75605NAL4 1.0000 3/5/2020 2,979,286 3,049,728 BANK LOAN US DOLLARREXNORD LLC '76168JAK2 1.0000 8/21/2020 661,600 657,989 BANK LOAN US DOLLARREYNOLDS GROUP HLDGS INC '76173FAQ0 1.0000 12/1/2018 823,093 821,497 BANK LOAN US DOLLARRIVERBED TECHNOLOGY INC. '76857MAG0 1.0000 4/24/2022 1,134,333 1,143,473 BANK LOAN US DOLLARROCKET SOFTWARE INC '77313DAC5 1.0000 2/8/2018 923,841 923,045 BANK LOAN US DOLLARSRS DISTRIBUTION INC '78466YAB4 1.0000 9/1/2019 1 0 BANK LOAN US DOLLARSRS DISTRIBUTION INC. '78466YAF5 1.0000 8/25/2022 4,891,432 4,909,021 BANK LOAN US DOLLARSAGE PRODS HLDGS III LLC '78667AAE7 1.0000 12/13/2019 995,775 994,532 BANK LOAN US DOLLARSCIENCE APPLICATIONS INT. CORP '78709WAE9 1.0000 5/4/2022 319,397 321,435 BANK LOAN US DOLLARSCIENTIFIC GAMES INTL INC '80875AAJ0 1.0000 10/18/2020 1,145,943 1,209,085 BANK LOAN US DOLLAR

SCIENTIFIC GAMES INTL INC '80875AAK7 1.0000 10/1/2021 2,601,228 2,673,642 BANK LOAN US DOLLARSEDGWICK INC '81567GAB5 1.0000 3/1/2021 658,283 650,767 BANK LOAN US DOLLARSEQUA CORP '81732LAL2 1.0000 6/19/2017 2,371,074 1,976,607 BANK LOAN US DOLLARSERTA SIMMONS HLDGS LLC '81753DAB6 1.0000 10/1/2019 195,737 195,153 BANK LOAN US DOLLARSERVICEMASTER CO LLC '81760HAB8 1.0000 7/1/2021 1,758,817 1,753,519 BANK LOAN US DOLLARSIGNODE INDL GROUP US INC '82670MAB4 1.0000 5/1/2021 1,106,127 1,114,812 BANK LOAN US DOLLARSIX FLAGS THEME PARKS INC '83002DAQ8 1.0000 6/30/2022 249,372 249,997 BANK LOAN US DOLLARSOLENIS INTL L P '83420LAB7 1.0000 7/31/2021 493,762 480,506 BANK LOAN US DOLLARSOPHIA L.P. '83578BAH6 1.0000 9/30/2022 3,204,284 3,177,206 BANK LOAN US DOLLARSPIN HOLDCO INC '84850XAB8 1.0000 11/14/2019 495,012 485,790 BANK LOAN US DOLLARSTARDUST FIN HLDGS INC. '85527PAB5 1.0000 3/13/2022 6,135,546 6,171,393 BANK LOAN US DOLLARSTATION CASINOS LLC '85769EAG6 1.0000 3/2/2020 803,597 799,577 BANK LOAN US DOLLARSTERIGENICS NORDION HOLD LLC '85915JAB9 1.0000 5/15/2022 1,221,961 1,236,596 BANK LOAN US DOLLARSUMMIT MATERIALS COMP I LLC '86614DAG3 1.0000 7/17/2022 1,527,997 1,535,040 BANK LOAN US DOLLARSUPERVALU INC '86853TAP8 1.0000 3/21/2019 5,203,797 5,112,065 BANK LOAN US DOLLARSURGERY CENTER HOLDINGS INC. '86880NAP8 1.0000 11/3/2020 1,356,369 1,338,763 BANK LOAN US DOLLARSUTHERLAND GLOBAL SVCS INC '86933BAG1 1.0000 4/23/2021 1,179,981 1,199,837 BANK LOAN US DOLLARSUTHERLAND GLOBAL SVCS INC '86933BAL0 1.0000 4/23/2021 274,600 279,295 BANK LOAN US DOLLARTI GROUP AUTOMOTIVE SYSTEMS LL '87247EAQ2 1.0000 6/30/2022 992,513 991,891 BANK LOAN US DOLLARTPF II PWR LLC SYNDICATED LN '87264NAB3 1.0000 10/2/2021 659,976 643,952 BANK LOAN US DOLLART MOBILE USA INC. '87265VAB4 1.0000 11/9/2022 2,206,402 2,210,661 BANK LOAN US DOLLARTTM TECHNOLOGIES INC '87305VAE0 1.0000 5/31/2021 3,146,014 3,068,343 BANK LOAN US DOLLARTALBOTS INC '87416DAB2 1.0000 3/19/2020 3,392,384 3,197,860 BANK LOAN US DOLLARTALBOTS INC '87416DAD8 1.0000 3/19/2021 464,567 439,148 BANK LOAN US DOLLARTEAM HEALTH INC. '87817JAB4 1.0000 11/23/2022 2,636,776 2,667,589 BANK LOAN US DOLLARTEKNI PLEX INC. '87910MAT4 1.0000 6/1/2022 1,238,125 1,225,694 BANK LOAN US DOLLARTELECOMMUNICATIONS MGMT LLC '87929MAC0 1.0000 4/30/2020 3,207,491 3,103,063 BANK LOAN US DOLLARTELECOMMUNICATIONS MGMT LLC '87929MAE6 1.0000 10/30/2020 1,810,099 1,753,002 BANK LOAN US DOLLARTIBCO SOFTWARE INC '88632NAE0 1.0000 12/4/2020 5,147,373 4,707,439 BANK LOAN US DOLLARTRANSUNION LLC '89334GAP9 1.0000 4/9/2021 660,784 661,266 BANK LOAN US DOLLARTRANSDIGM INC '89364MAX2 1.0000 2/28/2020 493,717 491,609 BANK LOAN US DOLLARTRIBUNE MEDIA COMPANY '89604BAT5 1.0000 12/27/2020 657,531 655,326 BANK LOAN US DOLLARTWIN RIV MGMT GROUP INC '90170WAE4 1.0000 7/10/2020 607,485 605,209 BANK LOAN US DOLLAR24 HOUR FITNESS WORLDWIDE INC '90187DAL1 1.0000 5/30/2021 856,497 836,207 BANK LOAN US DOLLARU.S. RENAL CARE INC. '90290PAH7 1.0000 12/31/2022 889,084 896,255 BANK LOAN US DOLLARU S RENAL CARE INC '90290PAL8 1.0000 12/31/2023 343,000 345,625 BANK LOAN US DOLLARUS FOODSERVICE INC '90343NAC0 1.0000 3/31/2019 1,238,067 1,242,674 BANK LOAN US DOLLARU S COATINGS ACQUISITION INC '90347BAG3 1.0000 2/1/2020 657,131 653,243 BANK LOAN US DOLLARUSAGM HOLDCO LLC '90350VAF5 1.0000 7/28/2023 729,375 697,500 BANK LOAN US DOLLARUNIVAR INC. '91335PAB5 1.0000 7/1/2022 5,890,669 5,872,955 BANK LOAN US DOLLARUNIVISION COMMUNICATIONS INC '914908AV0 1.0000 3/1/2020 3,290,089 3,283,677 BANK LOAN US DOLLARVANTIV LLC '92210MAH7 1.0000 6/13/2021 814,951 810,894 BANK LOAN US DOLLARALGECO SCOTSMAN '922GCDII1 1.0000 4/17/2018 5,276,002 563,112 BANK LOAN US DOLLARMAST INDUSTRIES INC '923CWBII1 1.0000 9/12/2019 1,267,699 1,282,143 BANK LOAN US DOLLARREDTOP ACQUISITION LIMITED '923GMDII9 1.0000 12/3/2020 196,019 198,244 BANK LOAN US DOLLARALLEN SYSTEMS GROUP INC. '926QPCII3 1.0000 4/30/2020 12,649 1,140,418 BANK LOAN US DOLLARPHYSIO CONTROL INT.INC. '926RPMII9 1.0000 6/6/2022 1,168,454 1,183,415 BANK LOAN US DOLLAREQUINIX INC. '927NCVII1 1.0000 1/8/2023 1,622,661 1,628,100 BANK LOAN US DOLLARVITERA HEALTHCARE SOLUTIONS L '92849JAC4 1.0000 11/4/2020 5,284,053 4,702,028 BANK LOAN US DOLLARGREENWAY MEDICAL TECHNOLOGIES '92849JAD2 1.0000 11/4/2021 2,776,316 2,187,047 BANK LOAN US DOLLARWALTER ENERGY '928BDKII9 1.0000 4/1/2016 40,839 10,159 BANK LOAN US DOLLARHCA INC '928EHTII0 1.0000 3/17/2023 399,006 401,960 BANK LOAN US DOLLARWMG ACQUISITION CORP '92929LAL2 1.0000 7/1/2020 497,268 501,373 BANK LOAN US DOLLARWALTER ENERGY INC '93316UAD9 1.0000 4/2/2018 966,390 227,342 BANK LOAN US DOLLARWASH MULTIFAMILY LAUNDRY LLC '93710HAE8 1.0000 5/14/2023 625,454 606,308 BANK LOAN US DOLLARWASH MULTIFAMILY LAUNDRY LLC '93710HAF5 1.0000 5/12/2023 109,546 106,192 BANK LOAN US DOLLARWASTE INDUSTRIES USA INC. '94105UAM2 1.0000 2/27/2020 1,248,708 1,249,251 BANK LOAN US DOLLARWEIGHT WATCHERS INTL INC '948627AU8 1.0000 4/2/2020 1,691,539 2,162,530 BANK LOAN US DOLLARWIDEOPENWEST FINANCE LLC '96758DAT0 1.0000 4/1/2019 657,485 661,160 BANK LOAN US DOLLARWILTON BRANDS LLC '97249EAD8 1.0000 8/30/2018 -255 0 BANK LOAN US DOLLAREDUCATION MANAGEMENT LLC '976AFYII0 1.0000 7/2/2020 636,850 377,366 BANK LOAN US DOLLAREDUCATION MANAGEMENT LLC '976AFZII7 1.0000 7/2/2020 1,070,748 664,197 BANK LOAN US DOLLARONEX WIZARD US ACQUISITION INC '976BZCII4 1.0000 3/13/2022 659,162 655,606 BANK LOAN US DOLLARTEREX CORPORATION '976WSRII3 1.0000 12/7/2022 3,922,905 3,941,309 BANK LOAN US DOLLARGOLDEN NUGGET INC '979HWWII7 1.0000 11/21/2019 -1,907 0 BANK LOAN US DOLLARPLANET FITNESS HOLDINGS LLC '979QEDII9 1.0000 3/31/2021 2,484,312 2,487,168 BANK LOAN US DOLLAR

XPO LOGISTICS INC. '98379EAB2 1.0000 11/1/2021 7,983,936 8,081,437 BANK LOAN US DOLLAREXPRO HOLDINGS UK 4 LIMITED '986RVBII3 1.0000 7/13/2018 4,169,338 2,630,151 BANK LOAN US DOLLARZAYO GROUP LLC '98919MAD7 1.0000 5/6/2021 498,749 496,142 BANK LOAN US DOLLARZAYO GROUP LLC '98919MAG0 1.0000 5/6/2021 875,864 888,453 BANK LOAN US DOLLARZEBRA TECHNOLOGIES CORP. '98920UAF1 1.0000 10/27/2021 4,208,727 4,248,322 BANK LOAN US DOLLARGARDA WORLD SEC CORP 'C3602DAH7 1.0000 11/6/2020 422,557 415,738 BANK LOAN US DOLLARGARDA WORLD SEC CORP 'C3602DAJ3 1.0000 11/6/2020 73,420 72,218 BANK LOAN US DOLLARHUSKY INJECTION MOLDING SYS 'C4438BAC0 1.0000 6/30/2021 294,163 292,409 BANK LOAN US DOLLAR1011778 BC ULTD LIABILITY COMP 'C6901LAD9 1.0000 12/10/2021 3,084,369 3,086,926 BANK LOAN US DOLLARVALEANT PHARMACEUTICALS INTL I 'C9413PAP8 1.0000 8/5/2020 465,000 473,125 BANK LOAN US DOLLARVALEANT PHARMACEUTICALS INT. 'C9413PAU7 1.0000 4/1/2022 2,272,975 2,295,351 BANK LOAN US DOLLARAVAGO TECHNOLOGIES CAYMAN LTD. 'G2967LAD5 1.0000 2/1/2023 5,575,843 5,614,827 BANK LOAN US DOLLARAVAGO TECHNOLOGIES CAYMAN LTD 'G2967PAB0 1.0000 5/6/2021 -1 0 BANK LOAN US DOLLARVIRGIN MEDIA INVESTMENT HOLDIN 'G9368PAV6 1.0000 6/30/2023 2,178,872 2,184,886 BANK LOAN US DOLLARAI CHEM + CY SCA 'L0001UAB5 1.0000 10/3/2019 449,691 448,863 BANK LOAN US DOLLARAI CHEM + CY SCA 'L0001UAC3 1.0000 10/3/2019 233,323 232,894 BANK LOAN US DOLLARSIEMENS AUDIOLOGY SOLUTIONS 'L0421UAC5 1.0000 1/15/2022 1,327,887 1,341,307 BANK LOAN US DOLLARDELTA 2 ( LUX ) SARL 'L2465BAJ5 1.0000 7/30/2021 660,807 653,133 BANK LOAN US DOLLARENDO LUX FINANCE COMPANY 'L29678AF3 1.0000 9/26/2022 659,989 659,450 BANK LOAN US DOLLAREXPRO FINSERVICES S A R L 'L3462MAB9 1.0000 9/2/2021 3,546,721 2,483,045 BANK LOAN US DOLLARINTELSAT JACKSON HLDGS S A 'L5137LAE5 1.0000 6/30/2019 4,900,436 4,754,951 BANK LOAN US DOLLARMALLINCKRODT INTL FIN S A 'L6232UAB3 1.0000 3/19/2021 105,606 106,177 BANK LOAN US DOLLARMALLINCKRODT INTL FIN S A 'L6232UAD9 1.0000 3/19/2021 285,790 283,498 BANK LOAN US DOLLARORTHO CLINICAL DIAGNOSTICS SA 'L7300KAB0 1.0000 6/30/2021 983,753 927,646 BANK LOAN US DOLLARPOLYUSUS LUX 2 S A R L 'L7646CAG0 1.0000 2/11/2021 1,770,761 1,731,706 BANK LOAN US DOLLARTRAVELPORT FIN (LUXEMBOURG) S 'L9308UAC4 1.0000 9/2/2021 4,944,236 4,972,173 BANK LOAN US DOLLARZIGGO NV 'N0501WAC2 1.0000 1/15/2022 1,298,626 1,311,569 BANK LOAN US DOLLARZIGGO NV 'N0501WAE8 1.0000 1/15/2022 836,848 845,200 BANK LOAN US DOLLARZIGGO NV 'N0501WAG3 1.0000 1/15/2022 1,376,316 1,390,052 BANK LOAN US DOLLARNXP B V 'N5945LAN5 1.0000 12/7/2020 326,710 330,332 BANK LOAN US DOLLAROSG INTERNATIONAL, INC. 'Y6434NAC9 1.0000 8/5/2019 1,394,098 1,377,739 BANK LOAN US DOLLAR

Security Lending Volume Attachment J

Month Avg Lendable Amount Wtd Avg Market Value on Loan

Jun-15 20,817,644,273 1,415,870,179

Jul-15 20,473,151,176 1,248,120,939

Aug-15 20,328,109,543 1,201,801,786

Sep-15 19,475,882,827 1,351,412,367

Oct-15 19,968,367,591 1,368,674,817

Nov-15 20,320,120,414 1,272,649,303

Dec-15 20,226,303,596 1,303,305,812

Jan-16 19,525,804,050 1,061,959,528

Feb-16 19,462,588,071 1,023,193,214

Mar-16 19,802,404,335 1,008,779,244

Apr-16 19,830,437,629 959,848,386

May-16 19,847,082,098 1,246,172,163

Attachment KFX SPOT Activity from 1-1-2015 thru 12-31-2015 (USD Equivalent)

3rd Party 3rd Party Custodian CustodianCurrency Buy Sell Buy SellAED 53,794 168,196 48,517AUD 295,358,493 110,962,610 75,732,347 22,525,718BRL 17,426,403 37,442,332 11,462,007 15,251,597CAD 104,135,430 115,008,205 56,087,126 17,425,520CHF 206,925,560 86,119,745 27,034,584 24,112,247CNY 11,245,488CZK 647,553 3,409,285 24,592DKK 16,029,862 30,593,452 15,403,617 14,032,036EGP 191,684 225,603EUR 1,283,583,016 1,405,767,949 316,305,412 297,096,540GBP 475,406,160 669,921,385 105,979,841 121,604,051HKD 67,756,172 128,131,308 38,529,933 39,562,957HUF 1,549,159 1,173,019 1,171,954 61,428IDR 2,511,870 307,945 4,310,256 7,848,412ILS 17,426,040 3,803,969 1,041,687 933,119JPY 600,988,093 437,778,165 94,860,071 74,594,318KRW 13,281,488 16,372,369 45,241,995 65,077,783MXN 23,800,438 54,082,852 9,976,312 2,326,750MYR 2,313,371 1,164,645 4,192,686 6,626,219NOK 20,387,693 23,311,151 4,085,381 5,323,548NZD 35,353,278 17,869,570 61,730 183,229PHP 4,435 2,768,388 3,659,530PLN 13,056,482 35,304,636 4,137,058 921,831QAR 611,003 243,239RUB 469,424SEK 58,870,268 20,372,675 26,859,784 15,953,847SGD 15,127,465 1,361,236 5,399,981 8,400,624THB 165,383 10,360,288 12,343,328TRY 4,543,039 4,777,701 2,893,651TWD 22,783,087 19,101,561ZAR 10,504,081 473,630 7,216,641 6,264,799

3,298,392,284 3,200,790,362 896,775,341 785,111,426

Maryland State Retirement and Pension System Assets by ... _cust_06102016... · Valley Forge Asset...

Documents

Transcript of Maryland State Retirement and Pension System Assets by ... _cust_06102016... · Valley Forge Asset...