Report of Activities Pursuant to Act 44 of 2010 Appendix D - Securities Held by Funds October 24, 2018 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018 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, 2018. 1345 AVENUE OF THE A 1 A3 144A A WIRELESS 4/17 TL ABBVIE INC 1MDB GLOBAL INVESTMENTS L A WIRELESS 4/17 TL ABBVIE INC REGS AALBERTS INDUSTRIES NV ABBVIE INC 1ST CONSTITUTION BANCORP AAON INC ABBVIE INC 1ST CONSTITUTION BANCORP AAON INC ABBVIE INC 1ST SOURCE CORP AAON INC ABBVIE INC 1ST SOURCE CORP AAR CORP ABBVIE INC 1ST SOURCE CORP AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAR CORP ABBVIE INC 21ST CENTURY FOX AMERICA INC AAREAL BANK AG ABBVIE INC 21ST CENTURY FOX AMERICA INC AASET 2017-1 TRUST 1A C 144A ABBVIE INC 21ST CENTURY FOX AMERICA INC AASET 2018-1 US LTD 1A C 144A ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABAXIS INC ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABB CONCISE 6/16 TL ABBVIE INC 21ST CENTURY FOX AMERICA INC ABBOTT INDIA LTD ABBVIE INC 21ST CENTURY ONCOLOGY 1/18 TL ABBOTT LABORATORIES ABBVIE INC 21ST CENTURY ONCOLOGY 1/18 TL ABBOTT LABORATORIES ABBVIE INC 225 LIBERTY STREET 225L D 144A ABBOTT LABORATORIES ABBVIE INC 280 PARK AVENUE 20 280P F 144A ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABBVIE INC 3M CO ABBOTT LABORATORIES ABC SUPPLY 3/18 COV-LITE TLB 4L TECHNOLOGIES 5/14 COV-LITE ABBOTT LABORATORIES ABG SUNDAL COLLIER HOLDING 4L TECHNOLOGIES 5/14 COV-LITE ABBOTT LABORATORIES ASA 77 BANK LTD/THE ABBOTT LABORATORIES ABIOMED INC 84 LUMBER 11/17 TLB1 ABBOTT LABORATORIES ABIOMED INC 84 LUMBER 11/17 TLB1 ABBOTT LABORATORIES ABIOMED INC 888 HOLDINGS PLC ABBOTT LABORATORIES ABIOMED INC A SCHULMAN INC ABBOTT LABORATORIES ABIOMED INC A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO BANK NV REGS A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO BANK NV REGS A SCHULMAN INC ABBOTT LABORATORIES ABN AMRO GROUP NV Page 2 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018 ABN AMRO GROUP NV ADAMAS PHARMACEUTICALS INC AEP TEXAS INC ABN AMRO GROUP NV ADANI PORTS & SPECIAL ECO AEP TEXAS INC ABN AMRO GROUP NV 144A AEP TRANSMISSION CO LLC ABPCI DIRECT LENDING 1A B 144A ADARO ENERGY TBK PT AERIE PHARMACEUTICALS INC ACADIA HEALTHCARE CO INC ADARO ENERGY TBK PT AERIE PHARMACEUTICALS INC ACADIA HEALTHCARE CO INC ADARO ENERGY TBK PT AEROJET ROCKETDYNE ACCELERATE DIAGNOSTICS INC ADCOCK INGRAM HOLDINGS LTD HOLDINGS IN ACCELERATE DIAGNOSTICS INC ADECOAGRO SA 144A AEROJET ROCKETDYNE ACCESS CIG 2/18 DELAYED TL ADELPHIA COMMS CORP SR NT HOLDINGS IN ACCESS CIG 2/18 TL ADELPHIA COMMS CORP SR NT AEROJET ROCKETDYNE ACCESS CIG 2/18 TL ADELPHIA COMMS CORP SR NT HOLDINGS IN ACCESS NATIONAL CORP ADELPHIA COMMS CORP SR NT AEROVIRONMENT INC ACCESS NATIONAL CORP ADELPHIA COMMS CORP SR SER B AEROVIRONMENT INC ACCESS NATIONAL CORP ADELPHIA COMMS SR NTS SER B AEROVIRONMENT INC ACCESSLEX INSTITUTE A A2 ADELPHIA COMMS SR NTS SER B AES CORP/VA ACCESSLEX INSTITUTE A A3 ADELPHIA RECOVERY TRUST AES CORP/VA ACCO BRANDS CORP ADIENT PLC AETNA INC ACCO BRANDS CORP ADIENT PLC AETNA INC ACCO BRANDS CORP ADIENT PLC AFFILIATED MANAGERS GROUP ACCO BRANDS CORP 144A ADIENT PLC INC ACCOR SA ADOBE SYSTEMS INC AFFILIATED MANAGERS GROUP ACCOR SA ADT CORP/THE INC ACCOR SA ADT CORP/THE AFFILIATED MANAGERS GROUP ACCOR SA ADT INC INC ACCURAY INC ADT INC AFFILIATED MANAGERS GROUP ACCURAY INC ADVANCED COMPUTER 5/18 (USD) INC ACCURIDE 11/17 TLB ADVANCED AFFILIATED MANAGERS GROUP ACCURIDE 11/17 TLB DISCOVERY/CONSILIO INC ACETO CORP ADVANCED AFFIN BANK BHD ACHAOGEN INC DISCOVERY/CONSILIO AFLAC INC ACHAOGEN INC ADVANCED EMISSIONS AFLAC INC ACHAOGEN INC SOLUTIONS I AFLAC INC ACHILLES CORP ADVANCED EMISSIONS AFLAC INC ACIS CLO 2013-1 LTD 1A C 144A SOLUTIONS I AFLAC INC ACLARIS THERAPEUTICS INC ADVANCED INTERNATIONAL AFRICAN DEVELOPMENT BANK ACLARIS THERAPEUTICS INC MULTITE AFRICAN DEVELOPMENT BANK ACLARIS THERAPEUTICS INC ADVANCED MEDICAL SOLUTIONS AGC INC/JAPAN ACNB CORP GRO AGC INC/JAPAN ACNB CORP ADVANSIX INC AGC INC/JAPAN ACOM CO LTD ADVANSIX INC AGF MANAGEMENT LTD ACOM CO LTD ADVANSIX INC AGF MANAGEMENT LTD ACRISURE 11/17 COV-LITE TLB2 ADVANSIX INC AGFA-GEVAERT NV ACRISURE 6/18 TLB AECI LTD AGILENT TECHNOLOGIES INC ACTIVISION BLIZZARD INC AECI LTD AGILENT TECHNOLOGIES INC ACTUANT CORP AECOM AGILENT TECHNOLOGIES INC ACTUANT CORP AEGIS ASSET BACKED SECURI 1 AGILENT TECHNOLOGIES INC ACTUANT CORP M4 AGIOS PHARMACEUTICALS INC ACTUANT CORP AEGLEA BIOTHERAPEUTICS INC AGIOS PHARMACEUTICALS INC ACUITY BRANDS INC AEKYUNG PETROCHEMICAL CO AGIOS PHARMACEUTICALS INC ACUITY BRANDS INC LTD AGRICULTURAL BANK OF CHINA ACUITY BRANDS INC AEON CREDIT SERVICE ASIA CO LTD ACUITY BRANDS LIGHTING INC LT AGRICULTURAL BANK OF CHINA ACUSHNET HOLDINGS CORP AEON FANTASY CO LTD LTD ACUSHNET HOLDINGS CORP AEON FINANCIAL SERVICE CO AGRIUM INC ACUSHNET HOLDINGS CORP LTD AGRIUM INC ADAMAS PHARMACEUTICALS INC AEON FINANCIAL SERVICE CO AGROFRESH SOLUTIONS INC ADAMAS PHARMACEUTICALS INC LTD AGROFRESH SOLUTIONS INC ADAMAS PHARMACEUTICALS INC AEON FINANCIAL SERVICE CO AIA GROUP LTD REGS ADAMAS PHARMACEUTICALS INC LTD AIB GROUP PLC Page 3 of 109 Annual Report of Activities Pursuant to Act 44 of 2010 October 24, 2018 AIB GROUP PLC AKEBIA THERAPEUTICS INC ALEXANDRIA REAL ESTATE AIB GROUP PLC AKEBIA THERAPEUTICS INC EQUITIE AICHI BANK LTD/THE AKEBIA THERAPEUTICS INC ALEXANDRIA REAL ESTATE AIMMUNE THERAPEUTICS INC AKER ASA EQUITIE AIMMUNE THERAPEUTICS INC AKITA BANK LTD/THE ALFA LAVAL AB AIMMUNE THERAPEUTICS INC AKORN INC ALFA LAVAL AB AIMMUNE THERAPEUTICS INC AKORN INC ALFA LAVAL AB AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKORN INC ALFRESA HOLDINGS CORP AIR LEASE CORP AKWEL ALFRESA HOLDINGS CORP AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LEASE CORP AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR LIQUIDE SA AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR MEDICAL 2/18 COV-LITE TLB AKZO NOBEL NV ALIBABA GROUP HOLDING LTD AIR MEDICAL 9/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR MEDICAL 9/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR METHODS 4/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR METHODS 4/17 COV-LITE TLB ALABAMA POWER CO ALIBABA GROUP HOLDING LTD AIR PRODUCTS & CHEMICALS INC ALABAMA POWER CO ALIBABA PICTURES GROUP LTD AIR PRODUCTS & CHEMICALS INC ALABAMA POWER CO ALIBABA PICTURES GROUP LTD AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR PRODUCTS & CHEMICALS INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALARM.COM HOLDINGS INC ALIGN TECHNOLOGY INC AIR WATER INC ALBARAKA TURK KATILIM ALIGN TECHNOLOGY INC AIRBUS SE BANKASI ALIGN TECHNOLOGY INC AIRBUS SE ALBAUGH 12/17 COV-LITE TLB ALKERMES PLC AIRBUS SE ALBAUGH 12/17 COV-LITE TLB ALKERMES PLC AIRBUS SE ALBEMARLE CORP ALKERMES PLC AIRCASTLE LTD ALBEMARLE CORP ALLEGHENY TECHNOLOGIES INC AIRCASTLE LTD ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRCASTLE LTD ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRTAC INTERNATIONAL GROUP ALBEMARLE CORP ALLEGIANCE BANCSHARES INC AIRXCEL 4/18 2ND LIEN COV-LITE ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 2ND LIEN COV-LITE ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALBEMARLE CORP ALLEGION US HOLDING CO INC AIRXCEL 4/18 COV-LITE TL ALERIS 6/18 COV-LITE TL ALLEN SYSTEMS/ASG AISAN INDUSTRY CO LTD ALERIS 6/18 COV-LITE TL TECHNOLOGIES AISIN SEIKI CO LTD ALEXANDER FORBES GROUP ALLEN SYSTEMS/ASG AISIN SEIKI CO LTD HOLDING TECHNOLOGIES AISIN SEIKI CO LTD ALEXANDRIA REAL ESTATE ALLERGAN FINANCE LLC AIT 4/17 COV-LITE TLB1 EQUITIE ALLERGAN FUNDING SCS AIT 4/17 COV-LITE TLB1 ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AIZAWA SECURITIES CO LTD EQUITIE ALLERGAN FUNDING SCS AK HOLDINGS INC ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AK STEEL CORP EQUITIE ALLERGAN FUNDING SCS AKBANK TURK AS ALEXANDRIA REAL ESTATE ALLERGAN FUNDING SCS AKBANK TURK AS EQUITIE ALLERGAN FUNDING SCS AKBANK TURK AS ALEXANDRIA