Report of Activities Pursuant to Act 44 of 2010 Appendix D - Securities Held by Funds October 18, 2017 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017 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, 2017. 1345 AVENUE OF THE A 1 A3 144A AAREAL BANK AG ABRY MEZZANINE PARTNERS LP 1721 N FRONT STREET HOLDINGS AARON'S INC ABRY PARTNERS V LP 1-800-FLOWERS.COM INC AASET 2017-1 TRUST 1A C 144A ABRY PARTNERS VI L P 198 INVERNESS DRIVE WEST ABACUS PROPERTY GROUP ABRY PARTNERS VII L P 1MDB GLOBAL INVESTMENTS L ABAXIS INC ABRY PARTNERS VIII LP REGS ABB CONCISE 6/16 TL ABRY SENIOR EQUITY II LP 1ST SOURCE CORP ABB LTD ABS CAPITAL PARTNERS II LP 200 INVERNESS DRIVE WEST ABBOTT LABORATORIES ABS CAPITAL PARTNERS IV LP 21ST CENTURY FOX AMERICA INC ABBOTT LABORATORIES ABS CAPITAL PARTNERS V LP 21ST CENTURY ONCOLOGY 4/15 TL PAKISTAN L ABS CAPITAL PARTNERS VI LP 225 LIBERTY STREET 225L D 144A ABBVIE INC ABSA BANK LTD 2U INC ABC ARBITRAGE ABSOLUTE SOFTWARE CORP 32 CAPITAL FUND LTD (THE) ABC HOLDINGS LLC ACACIA COMMUNICATIONS INC 361 DEGREES INTERNATIONAL ABC SUPPLY 4/17 COV-LITE TLB ACACIA RESEARCH CORP LTD ABCAM CFD ACADIA HEALTHCARE CO INC 3D SYSTEMS CORP ABCAM PLC ACADIA PHARMACEUTICALS INC 3I GROUP PLC ABC-MART INC ACADIA REALTY TRUST 3M CO ABEONA THERAPEUTICS INC ACANDO AB 3SBIO INC ABERCROMBIE & FITCH CO ACC CLAIMS HLDGS LLC 4L TECHNOLOGIES 5/14 COV-LITE ABERDEEN ASSET MANAGEMENT ACCEL EUROPE LP 5 NORTH FIFTH STREET PLC ACCELERATE DIAGNOSTICS INC 51JOB INC ABERTIS INFRAESTRUCTURAS SA ACCELERON PHARMA INC 58.COM INC ABILITY ENTERPRISE CO LTD ACCELL GROUP 84 LUMBER 10/16 COV-LITE TL ABILITY NETWORK 5/14 COV-LITE ACCELYA KALE SOLUTIONS LTD 888 HOLDINGS PLC ABINGWORTH BIOVENTURE V LP ACCENTURE PLC 8X8 INC ABINGWORTH BIOVENTURES IV ACCESS CIG 10/14 TL A SCHULMAN INC LP ACCESS NATIONAL CORP A WIRELESS 4/17 TL ABIOMED INC ACCESSLEX INSTITUTE A A2 A.G. BARR PLC ABLYNX NV ACCESSLEX INSTITUTE A A3 A10 NETWORKS INC ABM INDUSTRIES INC ACCIONA SA A2A SPA ABN AMRO BANK NV 144A ACCO BRANDS CORP A2A SPA CFD ABN AMRO BANK NV REGS ACCOR SA AAC HOLDINGS INC ABN AMRO GROUP NV ACCOR SA CFD AAC TECHNOLOGIES HOLDINGS ABOITIZ EQUITY VENTURES INC ACCURAY INC INC ABOITIZ POWER CORP ACCURIDE 11/16 TLB AACP KOREA BUYOUT ABPCI DIRECT LENDING 1A B 144A ACER INC INVESTORS ABRAXAS PETROLEUM CORP ACERINOX SA AALBERTS INDUSTRIES NV ABRY ADVANCED SECURITIES FD ACETO CORP AAON INC LP ACHAOGEN INC AAR CORP ABRY BROADCAST PARTNERS IV ACHILLES CORP Page 2 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017 ACHILLES CORP CFD ADVANCED DISPOSAL SERVICES AERCAP GLOBAL AVIATION TR ACHILLION PHARMACEUTICALS INC 144A INC ADVANCED DRAINAGE SYSTEMS AERCAP HOLDINGS NV ACI WORLDWIDE INC INC AERCAP IRELAND CAPITAL DAC / ACLARA 8/16 TLB ADVANCED EMISSIONS A ACLARIS THERAPEUTICS INC SOLUTIONS I AERIE PHARMACEUTICALS INC ACNB CORP ADVANCED ENERGY INDUSTRIES AEROFLOT PJSC ACOM CO LTD INC AEROHIVE NETWORKS INC ACOM CO LTD CFD ADVANCED INFO SERVICE PCL AEROJET ROCKETDYNE ACORDA THERAPEUTICS INC ADVANCED MEDICAL SOLUTIONS HOLDINGS IN ACRISURE 11/16 TL GRO AEROPORTS DE PARIS ACS ACTIVIDADES DE ADVANCED MICRO DEVICES INC AEROPORTS DE PARIS CFD CONSTRUCCIO ADVANCED SEMICONDUCTOR AEROQUIP-VICKERS INC ACTAVIS INC ENGINEE AEROVIRONMENT INC ACTELION LTD ADVANCED TECHNOLOGY AES CORP/VA ACTER CO LTD VENTURES AETNA INC ACTIS EMERGING MKT 3 ADVANCED TECHNOLOGY VI LP AFFILIATED MANAGERS GROUP ACTIS GLOBAL 4 ADVANCETEK ENTERPRISE CO INC ACTIVE NETWORK 11/16 TLB LTD AFFIN HOLDINGS BHD ACTIVISION BLIZZARD INC ADVANSIX INC AFLAC INC ACTUA CORP ADVANTECH CO LTD AFREECATV CO LTD ACTUANT CORP ADVANTEST CORP AFRICAN BARRICK GOLD LTD- ACUITY BRANDS INC ADVANTEX INCJPY50 CFD CFD ACUITY BRANDS LIGHTING INC ADVAXIS INC AFRICAN DEVELOPMENT BANK ACUSHNET HOLDINGS CORP ADVENT INTERNATIONAL GPE VI- AFRICAN PHOENIX INVESTMENTS ACXIOM CORP A LT AD WORKS CO LTD CFD ADVENT INTERNATIONAL GPE AFRICAN RAINBOW MINERALS ADAMAS PHARMACEUTICALS INC VII-B LTD ADAMS CAPITAL MANAGEMENTS ADVENT INTL GPE VIII-B LP AG ASIA REALTY FUND LP LP ADVENT LATIN AMERICA AG CAPITAL RECOVERY ADAMS CAPITAL MGMT III LP PRIVATE PARTNERS V ADAMS RESOURCES & ENERGY ADVENT LATIN AMERICAN PE FD AG CORE PLUS REALTY FD III LP INC VI AG CORE PLUS REALTY FUND IV ADANI PORTS & SPECIAL ECO ADVISORY BOARD CO/THE LP 144A AECI LTD AG MORTGAGE INVESTMENT ADARO ENERGY TBK PT AECOM TRUST I ADCORP HOLDINGS LTD AEGEAN MARINE PETROLEUM AGCO CORP ADDUS HOMECARE CORP NETWOR AGEAS ADECCO GROUP AG AEGION CORP AGELLAN COMMERCIAL REIT ADECOAGRO SA AEGON NV AGENUS INC ADELPHIA COMMS CORP SR NT AEKYUNG PETROCHEMICAL CO AGF MANAGEMENT LTD ADELPHIA COMMS CORP SR SER B LTD AGFA-GEVAERT NV ADELPHIA COMMS SR NTS SER B AENA SA AGGREKO ORD CFD ADELPHIA RECOVERY TRUST AEOLUS PROP CATASTROPHE AGILE GROUP HOLDINGS LTD ADIDAS AG FUND AGILE THERAPEUTICS INC ADIENT PLC AEON CO LTD AGILENT TECHNOLOGIES INC ADMIRAL GROUP PLC AEON CREDIT SERVICE ASIA CO AGILYSYS INC ADMIRAL GROUP PLC CFD LT AGIOS PHARMACEUTICALS INC ADOBE SYSTEMS INC AEON CREDIT SERVICE CO CFD AGL ENERGY LTD ADT CORP/THE AEON DELIGHT CO LTD AGNC INVESTMENT CORP ADTALEM GLOBAL EDUCATION AEON FINANCIAL SERVICE CO AGNICO EAGLE MINES LIMITED INC LTD AGNICO EAGLE MINES LTD ADTRAN INC AEON MALL CO LTD AGREE REALTY CORP ADURO BIOTECH INC AEP TEXAS CENTRAL TRANSIT 1 AGRICULTURAL BANK OF CHINA ADV OPPORTUNITIES FUND I LP A1 LTD ADVAN CO LTD CFD AEP TEXAS CENTRAL TRANSITION AGRIUM INC ADVANCE AUTO PARTS INC F AGROFRESH SOLUTIONS INC ADVANCE CREATE CO LTD CFD AEP TRANSMISSION CO LLC AGRO-KANESHO CO LTD CFD ADVANCED CERAMIC X CORP AGS CORP Page 3 of 96 Annual Report of Activities Pursuant to Act 44 of 2010 October 18, 2017 AGUNG PODOMORO LAND TBK PT AKOUSTIS TECHNOLOGIES INC ALLEGIANT TRAVEL CO AHLSTROM-MUNKSJO OYJ AKSA AKRILIK KIMYA SANAYII ALLEGION PLC AHRESTY CORP AS ALLEGION US HOLDING CO INC AHRESTY CORP JPY50 CFD AKSIGORTA AS ALLERGAN FUNDING SCS AI HOLDINGS CORP AKZO NOBEL NV ALLERGAN PLC AIA GROUP LTD ALABAMA ECON SETTLEMENT ALLETE INC AIA GROUP LTD REGS AUTH B ALLIANCE DATA SYSTEMS COR AICHI BANK LTD/THE ALABAMA POWER CO 144A AICHI STEEL CORP ALAMO GROUP INC ALLIANCE DATA SYSTEMS CORP AIMIA INC ALAMOS GOLD INC ALLIANCE FINANCIAL GROUP AIMMUNE THERAPEUTICS INC ALAMOS GOLD INC NEW BHD AIN HOLDINGS INC ALARM.COM HOLDINGS INC ALLIANCE GLOBAL GROUP INC AIPHONE CO LTD CFD ALASKA AIR GROUP INC ALLIANCE HOLDINGS GP LP AIR CANADA 2013-1 CLASS A 144A ALBANY INTERNATIONAL CORP ALLIANCE RESOURCE OPERATI AIR CANADA 2013-1 CLASS C 144A ALBANY MOLECULAR 7/15 TLB 144A AIR CANADA 2015-1 CLASS C 144A ALBANY MOLECULAR RESEARCH ALLIANCE RESOURCE PARTNERS AIR CHINA LTD INC LP AIR FRANCE-KLM ALBARAKA TURK KATILIM ALLIANT ENERGY CORP AIR FRANCE-KLM CFD BANKASI ALLIANT INSURANCE 7/15 AIR LEASE CORP ALBEA 4/17 COV-LITE (USD) TL ALLIANT INSURANCE 7/16 AIR LIQUIDE SA ALBEMARLE CORP ALLIANZ MALAYSIA BHD AIR LIQUIDE(L') CFD ALBERTSONS COS LLC / SAFE 144A ALLIANZ SE AIR MEDICAL 4/15 COV-LITE TLB ALBIS CO LTD ALLIANZ SE REGS AIR PRODUCTS & CHEMICALS INC ALCO HOLDINGS LTD ALLIED ELECTRONICS CORP LTD AIR TRANSPORT SERVICES GROUP ALCOA CORP ALLIED MOTION TECHNOLOGIES I ALCOA NEDERLAND HOLDING B INC AIR WATER INC 144A ALLIED PROPERTIES HK LTD AIRASIA BHD ALDER BIOPHARMACEUTICALS ALLIED PROPERTIES REIT AIRASIA X BHD INC ALLIED WORLD ASSURANCE CO AIRBUS SE ALDERMORE GROUP PLC HOLD AIRCASTLE LTD ALERE INC ALLISON TRANSMISSION AIRGAS INC ALEXANDER & BALDWIN INC HOLDINGS AIRPORT FACILITIES CO LTD ALEXANDER FORBES GROUP ALLISON TRANSMISSION INC 144A AIRPORT FACILITIES CO Y50 CFD HOLDING ALLOY ANNEX I LP AIRPORTS OF THAILAND PCL ALEXANDER'S INC ALLOY VENTURES 2000 LP AIRTAC INTERNATIONAL GROUP ALEXANDRIA REAL ESTATE ALLOY VENTURES 2002 LP AIRXCEL INC 144A EQUITIE ALLOY VENTURES 2005 LP AISIN SEIKI CO LTD ALEXION PHARMACEUTICALS INC ALLREAL HOLDING AG AISING CAPITAL II LP ALFA BANK AO VIA ALFA BON ALLSCRIPTS HEALTHCARE AISLING CAPITAL III LP 144A SOLUTION AISLING CAPITAL IV LP ALFA LAVAL AB ALLSTATE CORP/THE AIT 4/17 COV-LITE TLB1 ALFA SAB DE CV ALLY AUTO RECEIVABLES TRU 2 AIT 7/16 COV-LITE TL ALFRESA HOLDINGS CORP A2 AIT CORPORATION NPV CFD ALIBABA GROUP HOLDING LTD ALLY FINANCIAL INC AIZAWA SECURITIES CO LTD ALIBABA HEALTH INFORMATION ALLY MASTER OWNER TRUST 4 A AJINOMOTO CO INC TEC ALLY MASTER OWNER TRUST 5 A AJISEN CHINA HOLDINGS LTD ALIBABA PICTURES GROUP LTD ALM XI LTD 11A C 144A AK STEEL HOLDING CORP ALICO INC ALM XI LTD 11A CR 144A AKAMAI TECHNOLOGIES INC ALIGN TECHNOLOGY INC ALMACENES EXITO SA AKATSUKI INC CFD ALIMENTATION COUCHE-TARD ALMANAC REALTY AKBANK TURK AS INC ALMANAC REALTY SECURITIES V AKEBIA THERAPEUTICS INC ALIXPARTNERS 4/17 COV-LITE ALMANAC REALTY SECURITIES AKEBONO BRAKE INDUSTRY CO TLB VII LTD ALKERMES PLC ALMOST FAMILY INC AKER ASA ALL NIPPON AIRWAYS Y50 CFD ALNYLAM PHARMACEUTICALS AKER SOLUTIONS ASA ALLEGHANY CORP INC AKITA BANK LTD/THE ALLEGHENY NEW MOUNTAIN ALON USA ENERGY INC AKITA