# EDGAR Filing Document

**Accession Number:** 0000320351
**File Stem:** 0001752724-23-014715
**Filing Date:** 2023-1
**Character Count:** 59238
**Document Hash:** 8b21804e2af2678fc03496008641c398
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014715.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014715

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SELECT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000320351
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03114
- **FILM NUMBER:** 23556570

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Health Care Portfolio (Series ID: S000007466)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000020440 | Health Care Portfolio | FSPHX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Select Portfolios**<sup>®</sup>

**Health Care Portfolio**

**November 30, 2022**

HEA-NPRT3-0123

1.810696.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.6%** | &nbsp;&nbsp;**Common Stocks - 97.6%** | &nbsp;&nbsp;**Common Stocks - 97.6%** |
|  | Shares | Value ($)<br>|
| Biotechnology - 19.0%  |  |  |
| Biotechnology - 19.0% |  |  |
| ADC Therapeutics SA (a)(b) | 1080000 | 3952800 |
| Agios Pharmaceuticals, Inc. (a)(b) | 360000 | 10850400 |
| Alnylam Pharmaceuticals, Inc. (a) | 375000 | 82721250 |
| Ambrx Biopharma, Inc. ADR (a) | 354700 | 173785 |
| Arcutis Biotherapeutics, Inc. (a) | 865485 | 14912307 |
| Argenx SE ADR (a) | 485000 | 193015450 |
| Ascendis Pharma A/S sponsored ADR (a)(b) | 950000 | 116907000 |
| Beam Therapeutics, Inc. (a)(b) | 400000 | 18476000 |
| Biogen, Inc. (a) | 70000 | 21361900 |
| Blueprint Medicines Corp. (a) | 1000000 | 47790000 |
| Caris Life Sciences, Inc. (c)(d) | 1420479 | 7954682 |
| Celldex Therapeutics, Inc. (a) | 670000 | 24850300 |
| Century Therapeutics, Inc. (a) | 815000 | 8557500 |
| Cerevel Therapeutics Holdings (a) | 1359900 | 39382704 |
| Cytokinetics, Inc. (a) | 1500000 | 63750000 |
| Denali Therapeutics, Inc. (a) | 500000 | 15955000 |
| Erasca, Inc. (a) | 2078693 | 15694132 |
| Fate Therapeutics, Inc. (a)(b) | 350000 | 7287000 |
| Generation Bio Co. (a)(b) | 509353 | 2714851 |
| Instil Bio, Inc. (a) | 1569316 | 2087190 |
| Janux Therapeutics, Inc. (a)(b) | 500000 | 6820000 |
| Karuna Therapeutics, Inc. (a) | 240000 | 56474400 |
| Keros Therapeutics, Inc. (a) | 400000 | 19936000 |
| Legend Biotech Corp. ADR (a) | 1520000 | 78295200 |
| Mirati Therapeutics, Inc. (a) | 159044 | 14533441 |
| Morphic Holding, Inc. (a) | 320000 | 8806400 |
| Nuvalent, Inc. Class A (a) | 382530 | 12577586 |
| Poseida Therapeutics, Inc. (a) | 1922313 | 8765747 |
| PTC Therapeutics, Inc. (a) | 1150000 | 47713500 |
| Regeneron Pharmaceuticals, Inc. (a) | 340000 | 255578000 |
| Relay Therapeutics, Inc. (a)(b) | 1200000 | 22296000 |
| Repligen Corp. (a) | 80000 | 14307200 |
| Sarepta Therapeutics, Inc. (a) | 670608 | 82357368 |
| Scholar Rock Holding Corp. (a) | 155315 | 1206798 |
| Seagen, Inc. (a) | 380000 | 46128200 |
| Shattuck Labs, Inc. (a) | 1162800 | 2639556 |
| Stoke Therapeutics, Inc. (a) | 500000 | 3770000 |
| uniQure B.V. (a)(b) | 670000 | 17728200 |
| Vaxcyte, Inc. (a) | 750000 | 34545000 |
| Vertex Pharmaceuticals, Inc. (a) | 340000 | 107576000 |
| Verve Therapeutics, Inc. (a)(b) | 280000 | 6504400 |
| Xencor, Inc. (a) | 1400000 | 41608000 |
| Xenon Pharmaceuticals, Inc. (a) | 500000 | 18440000 |
| Zai Lab Ltd. (a)(e) | 5000000 | 18110705 |
| Zentalis Pharmaceuticals, Inc. (a) | 902900 | 19972148 |
|  |  | 1645084100 |
| Health Care Equipment & Supplies - 19.8%  |  |  |
| Health Care Equipment - 19.8% |  |  |
| Boston Scientific Corp. (a) | 10500000 | 475335000 |
| Inspire Medical Systems, Inc. (a) | 230000 | 55561100 |
| Insulet Corp. (a) | 950000 | 284401500 |
| Intuitive Surgical, Inc. (a) | 164000 | 44343960 |
| Masimo Corp. (a) | 949905 | 137679231 |
| Nevro Corp. (a) | 900000 | 42039000 |
| Novocure Ltd. (a) | 483601 | 37159901 |
| Outset Medical, Inc. (a) | 1080000 | 22766400 |
| Penumbra, Inc. (a) | 1425000 | 298551750 |
| PROCEPT BioRobotics Corp. (a) | 600000 | 25740000 |
| ResMed, Inc.  | 600000 | 138120000 |
| Stryker Corp.  | 340000 | 79522600 |
| Tandem Diabetes Care, Inc. (a) | 1650000 | 69382500 |
|  |  | 1710602942 |
| Health Care Providers & Services - 28.8%  |  |  |
| Health Care Facilities - 2.3% |  |  |
| HCA Holdings, Inc. (b) | 400000 | 96088000 |
| Surgery Partners, Inc. (a) | 3647681 | 103265849 |
| The Oncology Institute, Inc. (a)(c) | 2232581 | 3147939 |
|  |  | 202501788 |
| Health Care Services - 7.8% |  |  |
| agilon health, Inc. (a)(b) | 7091000 | 124517960 |
| Cigna Corp.  | 1080000 | 355201200 |
| Guardant Health, Inc. (a) | 648385 | 33936471 |
| LifeStance Health Group, Inc. (a) | 4151389 | 21130570 |
| Oak Street Health, Inc. (a)(b) | 6416439 | 138723411 |
|  |  | 673509612 |
| Managed Health Care - 18.7% |  |  |
| Alignment Healthcare, Inc. (a) | 3599800 | 47877340 |
| Centene Corp. (a) | 2540000 | 221107000 |
| Humana, Inc.  | 550000 | 302445000 |
| Molina Healthcare, Inc. (a) | 330000 | 111134100 |
| UnitedHealth Group, Inc.  | 1700000 | 931191999 |
|  |  | 1613755439 |
| TOTAL HEALTH CARE PROVIDERS & SERVICES |  | 2489766839 |
| Health Care Technology - 0.9%  |  |  |
| Health Care Technology - 0.9% |  |  |
| Doximity, Inc. (a)(b) | 1236300 | 42021837 |
| Medlive Technology Co. Ltd. (f) | 3000000 | 3779171 |
| Phreesia, Inc. (a) | 1150000 | 31993000 |
|  |  | 77794008 |
| Life Sciences Tools & Services - 15.7%  |  |  |
| Life Sciences Tools & Services - 15.7% |  |  |
| 10X Genomics, Inc. Class B (a)(f) | 500000 | 19330000 |
| Agilent Technologies, Inc.  | 200000 | 30996000 |
| Bruker Corp.  | 1280000 | 86284800 |
| Danaher Corp.  | 1800000 | 492138000 |
| IQVIA Holdings, Inc. (a) | 315000 | 68676300 |
| Lonza Group AG  | 95000 | 49978786 |
| Olink Holding AB ADR (a)(b) | 1200000 | 28596000 |
| Sartorius Stedim Biotech  | 132000 | 45052024 |
| Seer, Inc. (a) | 800000 | 5168000 |
| Stevanato Group SpA  | 188434 | 2884925 |
| Thermo Fisher Scientific, Inc.  | 825000 | 462181500 |
| West Pharmaceutical Services, Inc.  | 260000 | 61011600 |
|  |  | 1352297935 |
| Personal Products - 0.3%  |  |  |
| Personal Products - 0.3% |  |  |
| The Beauty Health Co. (a)(b) | 801005 | 8610804 |
| The Beauty Health Co. (a)(c) | 1800000 | 19350000 |
|  |  | 27960804 |
| Pharmaceuticals - 12.8%  |  |  |
| Pharmaceuticals - 12.8% |  |  |
| Arvinas Holding Co. LLC (a) | 500000 | 20520000 |
| AstraZeneca PLC (United Kingdom)  | 1420000 | 192183730 |
| Bristol-Myers Squibb Co.  | 200000 | 16056000 |
| Eli Lilly & Co.  | 1380000 | 512090400 |
| Pharvaris BV (a) | 620000 | 1277200 |
| Roche Holding AG (participation certificate)  | 328000 | 107132637 |
| Royalty Pharma PLC  | 5250000 | 230842500 |
| Theseus Pharmaceuticals, Inc. (a) | 600000 | 3954000 |
| UCB SA  | 280000 | 22600632 |
|  |  | 1106657099 |
| Specialty Retail - 0.3%  |  |  |
| Specialty Stores - 0.3% |  |  |
| Warby Parker, Inc. (a)(b) | 1280000 | 21798400 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $5,492,213,385) |  | <br> **8431962127** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Stocks - 1.2%** | &nbsp;&nbsp;**Preferred Stocks - 1.2%** | &nbsp;&nbsp;**Preferred Stocks - 1.2%** |
|  | Shares | Value ($)<br>|
| Convertible Preferred Stocks - 1.1%  |  |  |
| Biotechnology - 0.6% |  |  |
| Biotechnology - 0.6% |  |  |
| Asimov, Inc. Series B (a)(c)(d) | 101438 | 5944267 |
| Caris Life Sciences, Inc. Series D (a)(c)(d) | 3206021 | 17953718 |
| Cleerly, Inc. Series C (c)(d) | 1285367 | 14948818 |
| Element Biosciences, Inc. Series C (a)(c)(d) | 572265 | 7817140 |
| ElevateBio LLC Series C (a)(c)(d) | 254900 | 1165658 |
| Inscripta, Inc. Series E (a)(c)(d) | 1282228 | 8001103 |
|  |  | 55830704 |
| Health Care Providers & Services - 0.0% |  |  |
| Health Care Services - 0.0% |  |  |
| dMed Biopharmaceutical Co. Ltd. Series C (a)(c)(d) | 380451 | 3412645 |
| Health Care Technology - 0.3% |  |  |
| Health Care Technology - 0.3% |  |  |
| Aledade, Inc.: |  |  |
|  Series B1(a)(c)(d) | 201220 | 9664597 |
|  Series E1(c)(d) | 56664 | 2721572 |
| Omada Health, Inc. Series E (c)(d) | 2153073 | 6588403 |
| Wugen, Inc. Series B (a)(c)(d) | 454342 | 2371665 |
|  |  | 21346237 |
| Pharmaceuticals - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Aristea Therapeutics, Inc. Series B (a)(c)(d) | 1037400 | 7977606 |
| Galvanize Therapeutics Series B (c)(d) | 3696429 | 6246965 |
|  |  | 14224571 |
| TOTAL CONVERTIBLE PREFERRED STOCKS |  | 94814157 |
| Nonconvertible Preferred Stocks - 0.1%  |  |  |
| Diversified Financial Services - 0.1% |  |  |
| Other Diversified Financial Services - 0.1% |  |  |
| Thriveworks TopCo LLC Series B (a)(c)(d)(g) | 473270 | 8225433 |
| <br> **TOTAL PREFERRED STOCKS**<br> (Cost $132,756,423) |  | <br> **103039590** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.6%** | &nbsp;&nbsp;**Money Market Funds - 3.6%** | &nbsp;&nbsp;**Money Market Funds - 3.6%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (h) | 74252458 | 74267309 |
| Fidelity Securities Lending Cash Central Fund 3.86% (h)(i) | 236798149 | 236821829 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $311,087,388) |  | **311089138** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.4%**<br> (Cost $5,936,057,196)<br>| <br>**8846090855** |
| **NET OTHER ASSETS (LIABILITIES) - (2.4)%**  | **(208276754)** |
| **NET ASSETS - 100.0%** | **8637814101** |

---

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $133,492,211 or 1.5% of net assets.

(d) Level 3 security

(e) Affiliated company

(f) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $23,109,171 or 0.3% of net assets.

(g) Investment is owned by a wholly-owned subsidiary (Subsidiary) that is treated as a corporation for U.S. tax purposes.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(i) Investment made with cash collateral received from securities on loan.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Aledade, Inc. Series B1 | 5/07/21 | 7704855 |
| Aledade, Inc. Series E1 | 5/20/22 | 2822683 |
| Aristea Therapeutics, Inc. Series B | 10/06/20 | 5719912 |
| Asimov, Inc. Series B | 10/29/21 | 9401345 |
| Caris Life Sciences, Inc. | 10/06/22 | 7954682 |
| Caris Life Sciences, Inc. Series D | 5/11/21 | 25968770 |
| Cleerly, Inc. Series C | 7/08/22 | 15142394 |
| dMed Biopharmaceutical Co. Ltd. Series C | 12/01/20 | 5403602 |
| Element Biosciences, Inc. Series C | 6/21/21 | 11763880 |
| ElevateBio LLC Series C | 3/09/21 | 1069306 |
| Galvanize Therapeutics Series B | 3/29/22 | 6399572 |
| Inscripta, Inc. Series E | 3/30/21 | 11322073 |
| Omada Health, Inc. Series E | 12/22/21 | 12908103 |
| The Beauty Health Co. | 12/08/20 | 18000000 |
| The Oncology Institute, Inc. | 6/28/21 | 22325810 |
| Thriveworks TopCo LLC Series B | 7/23/21 - 2/25/22 | 13606551 |
| Wugen, Inc. Series B | 7/09/21 | 3523377 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 36264694 | 739029870 | 701027255 | 545297 | - | - | 74267309 | 0.2% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 202861851 | 1049983297 | 1016023319 | 1586607 | - | - | 236821829 | 0.7% |
| Total | 239126545 | 1789013167 | 1717050574 | 2131904 | - | - | 311089138 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Other Affiliated Issuers**

An affiliated company is a company in which the Fund has ownership of at least 5% of the voting securities. Fiscal year to date transactions with companies which are or were affiliates are as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) |
| Zai Lab Ltd. | 26625199 | 7708620 | 4441986 | - | (22717266) | 10936138 | 18110705 |
| Total | 26625199 | 7708620 | 4441986 | - | (22717266) | 10936138 | 18110705 |

---

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Securities, including private placements or other restricted securities, for which observable inputs are not available are valued using alternate valuation approaches, including the market approach, the income approach and cost approach, and are categorized as Level 3 in the hierarchy. The market approach considers factors including the price of recent investments in the same or a similar security or financial metrics of comparable securities. The income approach considers factors including expected future cash flows, security specific risks and corresponding discount rates. The cost approach considers factors including the value of the security's underlying assets and liabilities.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Select Portfolios

- **b. Investment Company Act file number:** 811-03114

- **c. CIK number of Registrant:** 0000320351

- **d. LEI of Registrant:** Z57125JG1LHEQKDYS630

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Select Health Care Portfolio

- **b. EDGAR series identifier (if any):** S000007466

- **c. LEI of Series:** I3SBCDEPIC5NBQILUV22

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $8913239125.76

**Total Liabilities:** $272359350.12

**Net Assets:** $8640879775.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020440 | -2.48%               | 5.04%                | 3.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20337898.00             | $-225327375.33                             |
| Month 2  | $-540999.62              | $405633799.41                              |
| Month 3  | $-7717534.38             | $324574998.88                              |

### Schedule of Portfolio Investments

| Name                              | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC              | SURGERY PARTNERS INC                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |   3647681 | NS      | $103265849.11 | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC      | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    825000 | NS      | $462181500.00 | 5.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                      | PENUMBRA INC                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |   1425000 | NS      | $298551750.00 | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MORPHIC HOLDING INC               | MORPHIC HOLDING INC                           | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |    320000 | NS      | $8806400.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                | IQVIA HOLDINGS INC                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    305000 | NS      | $66496100.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC             | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |   6416439 | NS      | $138723411.18 | 1.61%             |  |  |  | No            |                  1 | On Loan: —       |
| LONZA GROUP AG                    | LONZA GROUP AG                                | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |     95000 | NS      | $49978785.87  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEPRINT MEDICINES CORP          | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |   1000000 | NS      | $47790000.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAI LAB LTD                       | ZAI LAB LTD                                   | CUSIP: N/A<br>LEI: 549300P2UYQ9U5LY1T58       | Long             | EC               | CORP              | KY        |   5000000 | NS      | $18110705.41  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ADC THERAPEUTICS SA               | ADC THERAPEUTICS SA                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |   1080000 | NS      | $3952800.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| STRYKER CORP                      | STRYKER CORP                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    320000 | NS      | $74844800.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                        | XENCOR INC                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |   1400000 | NS      | $41608000.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                        | RESMED INC                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |    600000 | NS      | $138120000.00 | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC          | SAREPTA THERAPEUTICS INC                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    700000 | NS      | $85967000.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| THESEUS PHARMACEUTICALS INC       | THESEUS PHARMACEUTICALS INC                   | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    600000 | NS      | $3954000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                      | PHREESIA INC                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |   1150000 | NS      | $31993000.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO           | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    200000 | NS      | $16056000.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC           | CARIS LIFE SCIENCES INC PP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1420479 | NS      | $7954682.40   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC     | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    340000 | NS      | $255578000.00 | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    460000 | NS      | $110501200.00 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                       | BRUKER CORP                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |   1280000 | NS      | $86284800.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC      | ZENTALIS PHARMACEUTICALS LLC                  | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    900000 | NS      | $19908000.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC          | ALIGNMENT HEALTHCARE INC                      | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3599800 | NS      | $47877340.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIMOV INC                        | ASIMOV INC SER B PC PP                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    101438 | NS      | $5944266.80   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERVE THERAPEUTICS INC            | VERVE THERAPEUTICS INC                        | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280000 | NS      | $6504400.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ROCHE HOLDING AG                  | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    328000 | NS      | $107132636.99 | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                        | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     70000 | NS      | $21361900.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                       | ARVINAS INC                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $20520000.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WUGEN INC                         | WUGEN INC SER B PC PP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    454342 | NS      | $2371665.24   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OLINK HOLDING AB                  | OLINK HOLDING AB ADR                          | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |   1200000 | NS      | $28596000.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| CIGNA CORP                        | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |   1080000 | NS      | $355201200.00 | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLAR ROCK HOLDING CORP         | SCHOLAR ROCK HOLDING CORP                     | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |    155315 | NS      | $1206797.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC           | CARIS LIFE SCIENCES INC SER D PC PP           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   3206021 | NS      | $17953717.60  | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC       | LIFESTANCE HEALTH GROUP INC                   | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4156289 | NS      | $21155511.01  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DMED BIOPHARMACEUTICAL CO LTD     | DMED BIOPHARMACEUTICAL CO LTD SER C PC PP     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | CN        |    380451 | NS      | $3412645.47   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KEROS THERAPEUTICS INC            | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400000 | NS      | $19936000.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                         | ARGENX SE SPONSORED ADR                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |    485000 | NS      | $193015450.00 | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |   5250000 | NS      | $230842500.00 | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEDADE INC                       | ALEDADE INC SER B1 PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    201220 | NS      | $9664596.60   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GENERATION BIO CO                 | GENERATION BIO                                | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    509353 | NS      | $2714851.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CEREVEL THERAPEUTICS HOLDINGS INC | CEREVEL THERAPEUTICS HOLDINGS INC             | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |   1359900 | NS      | $39382704.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                    | INSTIL BIO INC                                | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1569316 | NS      | $2087190.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY THERAPEUTICS INC          | CENTURY THERAPEUTICS INC                      | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    815000 | NS      | $8557500.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                        | SEAGEN INC                                    | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380000 | NS      | $46128200.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOLOGY INSTITUTE INC/THE        | ONCOLOGY INSTITUTE CA A PROF PIPE             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   2232581 | NS      | $3147939.21   | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GUARDANT HEALTH INC               | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    647785 | NS      | $33905066.90  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GALVANIZE THERAPEUTICS            | GALVANIZE THERAPEUTICS SER B PC PERP PP       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   3696429 | NS      | $6246965.01   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| POSEIDA THERAPEUTICS INC          | POSEIDA THERAPEUTICS INC                      | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |   1922313 | NS      | $8765747.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                      | NOVOCURE LTD                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |    483601 | NS      | $37159900.84  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE N.V.                      | UNIQURE N.V.                                  | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |    670000 | NS      | $17728200.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SHATTUCK LABS INC                 | SHATTUCK LABS INC                             | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1162800 | NS      | $2639556.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP          | PROCEPT BIOROBOTICS CORP                      | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    600000 | NS      | $25740000.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC       | ARCUTIS BIOTHERAPEUTICS INC                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    865485 | NS      | $14912306.55  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUX THERAPEUTICS INC            | JANUX THERAPEUTICS INC                        | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $6820000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| FATE THERAPEUTICS INC             | FATE THERAPEUTICS INC                         | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    350000 | NS      | $7287000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| RELAY THERAPEUTICS INC            | RELAY THERAPEUTICS INC                        | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1200000 | NS      | $22296000.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEMENT BIOSCIENCES INC           | ELEMENT BIOSCIENCES INC SER C PC PP           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    572265 | NS      | $7817139.90   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VAXCYTE INC                       | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    750000 | NS      | $34545000.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                   | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   1420000 | NS      | $192183729.52 | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTSET MEDICAL INC                | OUTSET MEDICAL INC                            | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1080000 | NS      | $22766400.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP            | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |  10500000 | NS      | $475335000.00 | 5.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   1380000 | NS      | $512090400.00 | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEDADE INC                       | ALEDADE INC SER E1 PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     56664 | NS      | $2721571.92   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INSCRIPTA INC                     | INSCRIPTA INC SER E PC PP                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1282228 | NS      | $8001102.72   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 10X GENOMICS INC                  | 10X GENOMICS INC CL B 144A                    | CUSIP: N/A<br>LEI: 5493003Z6741WNLG7H43       | Long             | EC               | CORP              | US        |    500000 | NS      | $19330000.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KARUNA THERAPEUTICS INC           | KARUNA THERAPEUTICS INC                       | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240000 | NS      | $56474400.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAUTY HEALTH CO/THE              | BEAUTY HEALTH CO/THE PIPE                     | CUSIP: N/A<br>LEI: 5493001Z2JZQT4C63C50       | Long             | EC               | CORP              | US        |   1800000 | NS      | $19350000.00  | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC            | INTUITIVE SURGICAL INC                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    164000 | NS      | $44343960.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                 | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7039600 | NS      | $123615376.00 | 1.43%             |  |  |  | No            |                  1 | On Loan: —       |
| CYTOKINETICS INC                  | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |   1500000 | NS      | $63750000.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTEA THERAPEUTICS INC          | ARISTEA THERAPEUTICS INC SER B PC PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1037400 | NS      | $7977606.00   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMBRX BIOPHARMA INC               | AMBRX BIOPHARMA INC ADR                       | CUSIP: 02290A102<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    354700 | NS      | $173785.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC          | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    200000 | NS      | $30996000.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC      | WEST PHARMACEUTICAL SVCS INC                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |    260000 | NS      | $61011600.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  74252458 | NS      | $74267308.51  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S               | ASCENDIS PHARMA AS SPON ADR                   | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |    950000 | NS      | $116907000.00 | 1.35%             |  |  |  | No            |                  1 | On Loan: —       |
| LEGEND BIOTECH CORP               | LEGEND BIOTECH CORP SPON ADR                  | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |   1520000 | NS      | $78295200.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEERLY INC                       | CLEERLY INC SER C PC PP                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1285367 | NS      | $14948818.21  | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BEAUTY HEALTH CO/THE              | BEAUTY HEALTH CO/THE                          | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |    801005 | NS      | $8610803.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| HEAL THRIVE HOLDINGS LLC          | HEAL THRIVE HOLDINGS LLC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    473270 | NS      | $8225432.60   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC             | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    330000 | NS      | $111134100.00 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH          | SARTORIUS STEDIM BIOTECH                      | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |    132000 | NS      | $45052024.23  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC        | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    340000 | NS      | $107576000.00 | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLIVE TECHNOLOGY CO LTD         | MEDLIVE TECHNOLOGY CO LTD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   3000000 | NS      | $3779170.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                      | DANAHER CORP                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |   1840000 | NS      | $503074400.00 | 5.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP                        | NEVRO CORPORATION                             | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    900000 | NS      | $42039000.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                  | WARBY PARKER INC                              | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1280000 | NS      | $21798400.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| PHARVARIS BV                      | PHARVARIS BV                                  | CUSIP: N/A<br>LEI: 9845003BE146D3B75D32       | Long             | EC               | CORP              | NL        |    620000 | NS      | $1277200.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC              | PTC THERAPEUTICS INC                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |   1150000 | NS      | $47713500.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                      | DOXIMITY INC                                  | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1224500 | NS      | $41620755.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| STEVANATO GROUP SPA               | STEVANATO GROUP S.P.A.                        | CUSIP: N/A<br>LEI: 81560033F7E1CD477507       | Long             | EC               | CORP              | IT        |    222134 | NS      | $3400871.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STOKE THERAPEUTICS INC            | STOKE THERAPEUTICS INC                        | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |    500000 | NS      | $3770000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                            | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |    280000 | NS      | $22600631.86  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC         | AGIOS PHARMACEUTICALS INC                     | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |    360000 | NS      | $10850400.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| TANDEM DIABETES CARE INC          | TANDEM DIABETES CARE INC                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |   1650000 | NS      | $69382500.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC       | ALNYLAM PHARMACEUTICALS INC                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    375000 | NS      | $82721250.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust      | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 248662483 | NS      | $248687348.76 | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC           | Mirati Therapeutics Inc                       | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |    159044 | NS      | $14533440.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM THERAPEUTICS INC             | BEAM THERAPEUTICS INC                         | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400000 | NS      | $18476000.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| XENON PHARMACEUTICALS INC         | XENON PHARMACEUTICALS INC                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |    500000 | NS      | $18440000.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                  | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   2540000 | NS      | $221107000.00 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DENALI THERAPEUTICS INC           | DENALI THERAPEUTICS INC                       | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    500000 | NS      | $15955000.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                        | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    565000 | NS      | $310693500.00 | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRE MEDICAL SYSTEMS INC       | INSPIRE MEDICAL SYSTEMS INC                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |    230000 | NS      | $55561100.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC            | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   1715000 | NS      | $939408400.00 | 10.87%            |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                     | REPLIGEN                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     60000 | NS      | $10730400.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                      | INSULET CORP                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |    950000 | NS      | $284401500.00 | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OMADA HEALTH INC                  | OMADA HEALTH INC SER E PC PP                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   2153073 | NS      | $6588403.38   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ERASCA INC                        | ERASCA INC                                    | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2087493 | NS      | $15760572.15  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC          | CELLDEX THERAPEUTICS INC                      | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    670000 | NS      | $24850300.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVATEBIO, LLC                   | ELEVATEBIO LLC SER C PC PP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    254900 | NS      | $1165657.70   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MASIMO CORP                       | MASIMO CORP                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    949905 | NS      | $137679230.70 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVALENT INC                      | NUVALENT INC-A                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382530 | NS      | $12577586.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEER INC                          | SEER INC                                      | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    800000 | NS      | $5168000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer