Appendix D - Securities Held by Funds September 30, 2016 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016
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Report of Activities Pursuant to Act 44 of 2010 Appendix D - Securities Held by Funds September 30, 2016 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016 Appendix D: Securities Held by Funds The Four Funds hold thousands of publicly and privately traded securities. Act 44 directs the Four Funds to publish “a list of all publicly traded securities held by the public fund.” For consistency in presenting the data, a list of all holdings of the Four Funds is obtained from Pennsylvania Treasury Department. The list includes privately held securities. Some privately held securities lacked certain data fields to facilitate removal from the list. To avoid incomplete removal of privately held securities or erroneous removal of publicly traded securities from the list, the Four Funds have chosen to report all publicly and privately traded securities. The list below presents the securities held by the Four Funds as of June 30, 2016. 1MDB GLOBAL INVESTMENTS L REGS ABB LTD ABRY PARTNERS VIII LP 200 INVERNESS DRIVE WEST ABBOTT LABORATORIES ABRY SENIOR EQUITY II LP 21ST CENTURY FOX AMERICA INC ABBOTT LABORATORIES PAKISTAN L ABS CAPITAL PARTNERS II LP 21ST CENTURY ONCOLOGY 4/15 TL ABBVIE INC ABS CAPITAL PARTNERS IV LP 21VIANET GROUP INC ABC ARBITRAGE ABS CAPITAL PARTNERS V LP 225 LIBERTY STREET 225L D 144A ABC HOLDINGS LLC ABS CAPITAL PARTNERS VI LP 2U INC ABCAM PLC ABSA BANK LTD 32 CAPITAL FUND LTD (THE) ABC-MART INC ABSOLUTE SOFTWARE CORP 361 DEGREES INTERNATIONAL LTD ABERCROMBIE & FITCH CO ABU DHABI NATIONAL ENERGY 144A 3D SYSTEMS CORP ABERDEEN ASSET MANAGEMENT PLC ACACIA MINING PLC 3I GROUP PLC ABERTIS INFRAESTRUCTURAS SA ACADEMY SPORTS 6/15 TLB 3M CO ABG SUNDAL COLLIER HOLDING ASA ACADIA HEALTHCARE CO INC 4L TECHNOLOGIES 5/14 COV-LITE ABILITY ENTERPRISE CO LTD ACADIA PHARMACEUTICALS INC 5 NORTH FIFTH STREET ABILITY NETWORK 5/14 COV-LITE ACBEL POLYTECH INC 58.COM INC ABINGWORTH BIOVENTURE V LP ACC CLAIMS HLDGS LLC 888 HOLDINGS PLC ABINGWORTH BIOVENTURES IV LP ACCEL EUROPE LP 8POINT3 ENERGY PARTNERS LP ABIOMED INC ACCELERON PHARMA INC 8X8 INC ABLE C&C CO LTD ACCELL GROUP A SCHULMAN INC ABLYNX NV ACCELYA KALE SOLUTIONS LTD A&D CO LTD NPV CFD ABM INDUSTRIES INC ACCENTURE PLC A2A SPA ABN AMRO BANK NV 144A ACCESS CIG 10/14 TL A2A SPA CFD ABN AMRO BANK NV REGS ACCESS GROUP INC A B AAC TECHNOLOGIES HOLDINGS INC ABN AMRO GROUP NV ACCIONA SA AACP KOREA BUYOUT INVESTORS ABOITIZ EQUITY VENTURES INC ACCO BRANDS CORP AAK AB ABRY ADVANCED SECURITIES FD LP ACCOR SA AALBERTS INDUSTRIES NV ABRY BROADCAST PARTNERS IV ACCORDIA GOLF CO LTD AAR CORP ABRY MEZZANINE PARTNERS LP ACCRETIVE CO LTD AAREAL BANK AG ABRY PARTNERS V LP ACCRUED INTEREST FOR PRIVATE AARON'S INC ABRY PARTNERS VI L P ACCTON TECHNOLOGY CORP ABB CONCISE 6/16 COV-LITE TLB ABRY PARTNERS VII L P ACCUVANT 1/15 COV-LITE 2ND Page 2 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016 ACCUVANT 1/15 COV-LITE TL ADVANCED INFO SERVICE PCL AFRICAN RAINBOW MINERALS LTD ACERINOX SA ADVANCED INFORMATION TECHNOLOG AG ASIA REALTY FUND LP ACETO CORP 144A ADVANCED MEDICAL SOLUTIONS GRO AG CAPITAL RECOVERY PARTNERS V ACI WORLDWIDE INC ADVANCED MICRO DEVICES INC AG CORE PLUS REALTY FD III LP ACOM CO LTD ADVANCED SEMICONDUCTOR ENGINEE AG CORE PLUS REALTY FUND IV LP ACRISURE 5/15 TL ADVANCED TECHNOLOGY VENTURES AGCO CORP ACS ACTIVIDADES DE CONSTRUCCIO ADVANCED TECHNOLOGY VI LP AGEAS ACTAVIS FUNDING SCS ADVANTAGE SALES 7/14 TL AGFA-GEVAERT NV ACTAVIS INC ADVANTECH CO LTD AGGREKO ORD CFD ACTELION LTD ADVENT INTERNATIONAL GPE VI-A AGGREKO PLC ACTIS EMERGING MKT 3 ADVENT INTERNATIONAL GPE VII-B AGILE GROUP HOLDINGS LTD ACTIS GLOBAL 4 ADVENT LATIN AMERICA PRIVATE AGILE THERAPEUTICS INC ACTIVE NETWORK 11/13 TL ADVENT LATIN AMERICAN PE FD VI AGILENT TECHNOLOGIES INC ACTIVISION BLIZZARD INC ADVISORY BOARD CO/THE AGIOS PHARMACEUTICALS INC ACTIVISION BLIZZARD INC 144A AECOM AGL ENERGY LTD ACTUA CORP AECON GROUP INC AGL RESOURCES INC ACUITY BRANDS INC AEGEAN AIRLINES SA AGNICO EAGLE MINES LIMITED ACUITY BRANDS LIGHTING INC AEGEAN MARINE PETROLEUM NETWOR AGNICO EAGLE MINES LTD ACXIOM CORP AEGON NV AGRICULTURAL BANK OF CHINA LTD ADAMAS PHARMACEUTICALS INC AEKYUNG PETROCHEMICAL CO LTD AGRIUM INC ADAMS CAPITAL MANAGEMENTS LP AENA SA AGRO-KANESHO CO LTD CFD ADAMS CAPITAL MGMT III LP AEOLUS PROP CATASTROPHE FUND AGTHIA GROUP PJSC ADANA CIMENTO SANAYII TAS AEON CO LTD AGUNG PODOMORO LAND TBK PT ADASTRIA CO LTD AEON FANTASY CO NPV CFD AHRESTY CORP ADCORP HOLDINGS LTD AEON FINANCIAL SERVICE CO LTD AHRESTY CORP JPY50 CFD ADECCO GROUP AG AEON MALL CO LTD AI HOLDINGS CORP ADECOAGRO SA AEON MALL CO NPV CFD AIA GROUP LTD ADELPHIA COMMS CORP SR NT AEP TEXAS CENTRAL TRANSIT 1 A1 AIA GROUP LTD REGS ADELPHIA COMMS CORP SR SER B AEP TEXAS CENTRAL TRANSIT A A5 AIB MORTGAGE BANK ADELPHIA COMMS SR NTS SER B AEP TEXAS CENTRAL TRANSITION F AICA KOGYO CO LTD CFD ADELPHIA RECOVERY TRUST AERCAP HOLDINGS NV AICHI BANK LTD/THE ADEPTUS HEALTH INC AERCAP IRELAND CAPITAL LTD / A AICHI TOKEI DENKI JPY50 CFD ADIDAS AG AEROFLOT PJSC AIMIA INC ADITYA BIRLA MINERALS LTD AEROPORTS DE PARIS AIMMUNE THERAPEUTICS INC ADMIRAL GROUP PLC AEROQUIP-VICKERS INC AIN HOLDINGS INC ADMIRAL GROUP PLC CFD AES CORP/VA AIPHONE CO LTD CFD ADOBE SYSTEMS INC AETNA INC AIR CANADA 144A ADT CORP/THE AFFILIATED MANAGERS GROUP INC AIR CANADA 2013-1 CLASS A 144A ADV OPPORTUNITIES FUND I LP AFFINITY GAMING / AFFINITY GAM AIR CANADA 2013-1 CLASS C 144A ADVA OPTICAL NETWORKING SE AFLAC INC AIR CANADA 2015-1 CLASS C 144A ADVAN CO LTD CFD AFREECATV CO LTD AIR FRANCE-KLM ADVANCE AUTO PARTS INC AFRICAN BANK INVESTMENTS LTD AIR FRANCE-KLM CFD ADVANCE PIERRE FOODS 10/12 2ND AFRICAN BARRICK GOLD LTD-CFD AIR LEASE CORP ADVANCE PIERRE FOODS 5/16 AFRICAN DEVELOPMENT BANK AIR LIQUIDE SA Page 3 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016 AIR LIQUIDE US DISC ALBEMARLE CORP ALLIED PROPERTIES REIT AIR LIQUIDE(L') CFD ALBERTSON'S 5/16 B6 TLB ALLIED SPECIALTY VEHICLES 144A AIR METHODS CORP ALBERTSONS COS LLC / SAFE 144A ALLIED WORLD ASSURANCE CO HOLD AIR PRODUCTS & CHEMICALS INC ALCOA INC ALLISON TRANSMISSION HOLDINGS AIR WATER INC ALCOBRA LTD ALLOY ANNEX I LP AIRASIA BHD ALDER BIOPHARMACEUTICALS INC ALLOY VENTURES 2000 LP AIRBUS GROUP SE ALDERMORE GROUP PLC ALLOY VENTURES 2002 LP AIRCASTLE LTD ALERE INC ALLOY VENTURES 2005 LP AIRGAS INC ALERIAN MLP ETF ALLSCRIPTS HEALTHCARE SOLUTION AIRPORT FACILITIES CO LTD ALESCO PREFERRED F 12A A2 144A ALLSTATE CORP/THE AIRPORTS OF THAILAND PCL ALESCO PREFERRED F 7A A1B 144A ALLSTATE LIFE GLOBAL FUNDING T AISIN SEIKI CO LTD ALESCO PREFERRED FU 1A A1 144A ALLY AUTO RECEIVABLES A C 144A AISIN SEIKI CO Y50 CFD ALESCO PREFERRED FU 8A B1 144A ALLY AUTO RECEIVABLES T SN1 A4 AISING CAPITAL II LP ALEXANDER & BALDWIN INC ALLY AUTO RECEIVABLES TRU 1 A2 AISLING CAPITAL III LP ALEXANDRIA REAL ESTATE EQUITIE ALLY AUTO RECEIVABLES TRU 1 A3 AISLING CAPITAL IV LP ALEXION PHARMACEUTICALS INC ALLY AUTO RECEIVABLES TRU 2 A3 AIZAWA SECURITIES CO LTD CFD ALFA BANK AO VIA ALFA BON 144A ALLY FINANCIAL INC AJINOMOTO CO INC ALFA LAVAL AB ALLY MASTER OWNER TRUST 4 A AJINOMOTO CO INC CFD ALFA SAB DE CV ALLY MASTER OWNER TRUST 4 A2 AJISEN CHINA HOLDINGS LTD ALFRESA HOLDINGS CORP ALLY MASTER OWNER TRUST 5 A AK STEEL CORP ALIBABA GROUP HOLDING LTD ALM VII LTD 7X D REGS AKAMAI TECHNOLOGIES INC ALIBABA HEALTH INFORMATION TEC ALMACENES EXITO SA AKBANK TAS ALIGN TECHNOLOGY INC ALMANAC REALTY AKER BP ASA ALIMENTATION COUCHE-TARD INC ALMANAC REALTY SECURITIES V AKER SOLUTIONS ASA ALK-ABELLO A/S ALMANAC REALTY SECURITIES VII AKFEN GAYRIMENKUL YATIRIM ORTA ALKERMES PLC ALMIRALL SA AKIS GAYRIMENKUL YATIRIMI AS ALL NIPPON AIRWAYS Y50 CFD ALMOST FAMILY INC AKITA BANK LTD/THE ALLEGHANY CORP ALNYLAM PHARMACEUTICALS INC AKITA BANK Y50 CFD ALLEGHENY NEW MOUNTAIN ALON USA ENERGY INC AKORN 11/13 COV-LITE TLB ALLEGHENY TECHNOLOGIES INC ALON USA PARTNERS LP AKORN INC ALLEGIANT TRAVEL CO ALPARGATAS SA AKR CORPORINDO TBK PT ALLEGION PLC ALPEK SAB DE CV AKSA AKRILIK KIMYA SANAYII AS ALLEGION US HOLDING CO INC ALPEK SAB DE CV 144A AKZO NOBEL NV ALLERGAN PLC ALPEN CO LTD NPV CFD AL MEERA CONSUMER GOODS CO QSC ALLETE INC ALPHA BANK AE ALABAMA POWER CO ALLIANCE DATA SYSTEMS COR 144A ALPHA PRIVATE EQUITY FUND IV ALACER GOLD CORP ALLIANCE DATA SYSTEMS CORP ALPHA PRIVATE EQUITY FUND V ALAMOS GOLD INC NEW ALLIANCE HOLDINGS GP LP ALPHA SYSTEMS INC ALARKO CARRIER SANAYII VE TICA ALLIANCE RESOURCE PARTNERS LP ALPHABET INC ALARM.COM HOLDINGS INC ALLIANT ENERGY CORP ALPHABET INC-CL A ALASKA AIR GROUP INC ALLIANT INSURANCE 7/15 ALPHABET INC-CL C ALBANY MOLECULAR 7/15 TLB ALLIANZ FINANCE II BV ALPS ELECTRIC CO LTD ALBANY MOLECULAR RESEARCH INC ALLIANZ MALAYSIA BHD ALPS ELECTRIC CO LTD CFD ALBEA BEAUTY HOLDINGS SA 144A ALLIANZ SE ALS LTD Page 4 of 89 Annual Report of Activities Pursuant to Act 44 of 2010 September 30, 2016 ALSEA SAB DE CV AMERCO AMERICAN SCIENCE & ENGINEERING ALSTOM CFD AMEREN CORP AMERICAN TOWER CORP ALSTOM SA AMEREN ILLINOIS CO AMERICAN WATER CAPITAL CORP ALSTRIA OFFICE REIT-AG AMERICA MOVIL SAB DE CV AMERICAN WATER WORKS CO INC ALTAGAS LTD AMERICAN AIRLINES 2011-1 CLASS AMERICOLD 2010 LLC ARTA C 144A ALTEK CORP AMERICAN AIRLINES 2013-1 144A AMERICOLD 2010 LLC ARTA D 144A ALTEN SA AMERICAN AIRLINES 2013-1 CLASS AMERICREDIT AUTOMOBILE R 4 A2B ALTEN SA CFD AMERICAN AIRLINES 2013-2 144A AMERICREDIT AUTOMOBILE RE 1 A3 ALTERA CORP AMERICAN AIRLINES 2014-1 CLASS AMERICREDIT AUTOMOBILE RE 4 A3 ALTERNATIVE LOAN TRUST J10 1A3 AMERICAN AIRLINES 2015-1 CLASS AMERICREDIT AUTOMOBILE REC 1 B ALTERRA FINANCE LLC AMERICAN AIRLINES 2015-2