# EDGAR Filing Document

**Accession Number:** 0001314966
**File Stem:** 0001752724-23-040591
**Filing Date:** 2023-2
**Character Count:** 119212
**Document Hash:** bd72e2376610a8bbe5d852ba93e5fb6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040591.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040591

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Health Sciences Trust
- **CENTRAL INDEX KEY:** 0001314966
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21702
- **FILM NUMBER:** 23668256

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** (888) 825-2257

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Health Sciences Trust

- **b. Investment Company Act file number:** 811-21702

- **c. CIK number of Registrant:** 0001314966

- **d. LEI of Registrant:** 4UL0KI4EPYFKMUU31I34

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Health Sciences Trust

- **c. LEI of Series:** 4UL0KI4EPYFKMUU31I34

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $613295235.07

**Total Liabilities:** $13256171.25

**Net Assets:** $600039063.82

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 7.69%                | 4.32%                | -1.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1427672.95             | $49170018.55                               |
| Month 2  | $180096.55               | $27548358.41                               |
| Month 3  | $2141688.05              | $-13692530.78                              |

**Designated Index Information**

- **Index Name:** MSCI USA IMI Health Care Call Overwrite Index

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Ionis Pharmaceuticals Inc                                | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     18640 | NS      | $704032.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-2170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TScan Therapeutics Inc                                   | TScan Therapeutics Inc                                  | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29940 | NS      | $48802.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -217 | NC      | $-22351.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALKERMES PLC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -22 | NC      | $-5500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -69 | NC      | $-11385.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -40 | NC      | $-11500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                         | 10X Genomics Inc                                        | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     10520 | NS      | $383348.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -107 | NC      | $-1070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |       -17 | NC      | $-1955.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | RVMD US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -35 | NC      | $-3885.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -138 | NC      | $-50853.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-22750.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                             | Amedisys Inc                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     22677 | NS      | $1894436.58   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -170 | NC      | $-32640.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                               | Rhythm Pharmaceuticals Inc                              | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     48130 | NS      | $1401545.60   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | LEGEND BIOTECH CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       -26 | NC      | $-2860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                              | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     15553 | NS      | $3696170.45   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -165 | NC      | $-44962.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -65 | NC      | $-13487.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 BLCO US C @ 15.365                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     -7300 | NC      | $-4579.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BioNTech SE                                              | BioNTech SE                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     10000 | NS      | $1502200.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                               | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     45850 | NS      | $13240563.00  | 2.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                        | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    179664 | NS      | $31737645.60  | 5.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-12555.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | DXCM.FLEX                                               | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -100 | NC      | $-65351.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     97235 | NS      | $51552052.30  | 8.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     26711 | NS      | $1322461.61   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                             | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      6425 | NS      | $323948.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -61 | NC      | $-26230.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -149 | NC      | $-4097.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LARONDE INC SERIES B                                     | LARONDE INC SERIES B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $531720.00    | 0.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | AMGEN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -66 | NC      | $-1221.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-27750.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-1170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-780.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAGE THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-1400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                                | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     31011 | NS      | $1546518.57   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaya Therapeutics Inc                                  | Tenaya Therapeutics Inc                                 | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25502 | NS      | $51259.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALKERMES PLC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -22 | NC      | $-4400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                               | Genmab A/S                                              | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     16911 | NS      | $716688.18    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -187 | NC      | $-18793.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                               | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    107973 | NS      | $17449516.53  | 2.91%             |  |  |  | No            | 1                  | On Loan: No      |
| Prometheus Biosciences Inc                               | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6920 | NS      | $761200.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CEREVEL THERAPEUTICS HOLDINGS                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-2247.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-95890.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Agiliti Inc                                              | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40496 | NS      | $660489.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -201 | NC      | $-80902.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -34 | NC      | $-73270.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -427 | NC      | $-8326.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | IRTC US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |        -4 | NC      | $-94.26       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                   | JAN23 ROG SW C @ 314.0985                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     -2000 | NC      | $-113.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -155 | NC      | $-61225.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAGE THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -62 | NC      | $-2325.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-6640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                             | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     42868 | NS      | $23606978.92  | 3.93%             |  |  |  | No            | 1                  | On Loan: No      |
| PMV Pharmaceuticals Inc                                  | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17490 | NS      | $152163.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-1520.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-675.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                        | JAN23 ROG SW C @ 308.6396                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     -1200 | NC      | $-302.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -374 | NC      | $-23375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-16920.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -148 | NC      | $-444.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -103 | NC      | $-9682.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-3960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     62776 | NS      | $9394428.40   | 1.57%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | LKS US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -20 | NC      | $-4454.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cellarity, Inc. series B                                 | Cellarity, Inc. series B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44167 | NS      | $174901.32    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                              | BioMarin Pharmaceutical Inc                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     30495 | NS      | $3155927.55   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | IQV US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -63 | NC      | $-41756.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | FEB23 ALC US C @ 67.45                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -11600 | NC      | $-37855.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sigilon Therapeutics Inc                                 | Sigilon Therapeutics Inc                                | CUSIP: 82657L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19555 | NS      | $6844.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucleix Limited, SERIES AA                               | Nucleix Limited, SERIES AA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    367395 | NS      | $1039727.85   | 0.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-880.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sage Therapeutics Inc                                    | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     21680 | NS      | $826875.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Swift Health Systems Inc., SERIES D                      | Swift Health Systems Inc., SERIES D                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92580 | NS      | $163866.60    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-4680.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INSULET CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-6965.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -90 | NC      | $-31500.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| iRhythm Technologies Inc                                 | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2280 | NS      | $213567.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALCON INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |      -118 | NC      | $-12980.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CENTENE CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -79 | NC      | $-790.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-6640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alcon Inc                                                | Alcon Inc                                               | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     79014 | NS      | $5416409.70   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                                 | Horizon Therapeutics Plc                                | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      7410 | NS      | $843258.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen Inc                                               | Seagen Inc                                              | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20872 | NS      | $2682260.72   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CIGNA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -111 | NC      | $-49950.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                                             | Novocure Ltd                                            | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     10555 | NS      | $774209.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                            | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    128480 | NS      | $9985465.60   | 1.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARGENX SE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |       -27 | NC      | $-15525.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                             | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     36831 | NS      | $3020510.31   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -295 | NC      | $-12832.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                              | Monte Rosa Therapeutics Inc                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28575 | NS      | $217455.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-9262.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | PODD US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |        -6 | NC      | $-6262.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -53 | NC      | $-7049.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -83 | NC      | $-26560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                               | Genmab A/S                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      2498 | NS      | $1056141.38   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-6480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -165 | NC      | $-57750.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -246 | NC      | $-79950.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                         | Roche Holding AG                                        | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      6561 | NS      | $2061711.16   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                               | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     77984 | NS      | $11428555.20  | 1.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMEDISYS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -41 | NC      | $-4510.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                   | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    422762 | NS      | $19561197.74  | 3.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                               | Zimmer Biomet Holdings Inc                              | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     14617 | NS      | $1863667.50   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed Inc                                               | ResMed Inc                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     17159 | NS      | $3571302.67   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -72 | NC      | $-41040.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                      | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     35882 | NS      | $18406389.54  | 3.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -53 | NC      | $-11395.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -306 | NC      | $-35955.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                              | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     11780 | NS      | $609143.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                               | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     26702 | NS      | $7394317.84   | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CONTRA ABIOMED INC                                       | CONTRA ABIOMED INC                                      | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |     14359 | NS      | $14646.18     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-10000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                    | Daiichi Sankyo Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    114400 | NS      | $3682157.38   | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | INSULET CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-1820.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-700.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -140 | NC      | $-11200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ENCOMPASS HEALTH CORP                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-22470.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                         | Nuvation Bio Inc                                        | CUSIP: 67080N119<br>LEI: N/A                  | N/A              | DE               |  | US        |      4050 | NS      | $585.23       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-36200.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IRHYTHM TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-1380.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -306 | NC      | $-11475.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                             | Insulet Corp                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      8685 | NS      | $2556777.15   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                                     | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3960 | NS      | $835164.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARVINAS INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-4500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 WST US C @ 251.58                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -400 | NC      | $-2331.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ARCUTIS BIOTHERAPEUTICS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-825.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                             | Penumbra Inc                                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     21510 | NS      | $4785114.60   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| REVOLUTION Medicines Inc                                 | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     18874 | NS      | $449578.68    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                       | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     24543 | NS      | $5028615.27   | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 IONS US C @ 48.298                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -2900 | NC      | $-427.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Moderna Inc                                              | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     41978 | NS      | $7540088.36   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                             | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     60410 | NS      | $14769640.90  | 2.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-77700.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | WEST PHARMACEUTICAL SERVICES I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-5850.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -102 | NC      | $-20910.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nevro Corp                                               | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     36067 | NS      | $1428253.20   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DESIGN THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-1320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PTC THERAPEUTICS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-4480.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                          | AstraZeneca PLC                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     24607 | NS      | $1668354.60   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                               | Cigna Corp                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     44169 | NS      | $14634956.46  | 2.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CEREVEL THERAPEUTICS HOLDINGS                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-12160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BAUSCH + LOMB CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -80 | NC      | $-9800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-2334.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                               | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      3150 | NS      | $146538.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                                  | Mirati Therapeutics Inc                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      4450 | NS      | $201629.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-6975.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-5320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -52 | NC      | $-13000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -166 | NC      | $-18260.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MoonLake Immunotherapeutics                              | MoonLake Immunotherapeutics                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11715 | NS      | $123007.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                        | Cerevel Therapeutics Holdings Inc                       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     16785 | NS      | $529398.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Affinivax Inc.,                                          | Affinivax Inc.,                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6331 | NS      | $81796.52     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Guardant Health Inc                                      | Guardant Health Inc                                     | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11675 | NS      | $317560.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | ZBH FLEX                                                | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -55 | NC      | $-24296.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-10230.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROTHENA CORP PLC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -33 | NC      | $-2392.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CIGNA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-4080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -215 | NC      | $-201025.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-6555.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                              | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     26918 | NS      | $2162053.76   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Krystal Biotech Inc                                      | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      3135 | NS      | $248354.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | JAN23 4568 JP C @ 4717.44                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -10500 | NC      | $-1419.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nautilus Biotechnology Inc                               | Nautilus Biotechnology Inc                              | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16560 | NS      | $29808.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carbon Health Technologies Inc.                          | Carbon Health Technologies Inc.                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       907 | NS      | $909838.91    | 0.15%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | HORIZON THERAPEUTICS PLC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -10 | NC      | $-34350.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                          | AstraZeneca PLC                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     63946 | NS      | $8653131.24   | 1.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-273.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                   | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     47294 | NS      | $12549462.90  | 2.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -209 | NC      | $-209000.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -95 | NC      | $-20567.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -65 | NC      | $-53137.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BLUEPRINT MEDICINES CORP                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-7800.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                                 | ICON PLC                                                | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      8210 | NS      | $1594792.50   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     69758 | NS      | $18321241.12  | 3.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | COOPER COS INC/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-11920.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | METTLER-TOLEDO INTERNATIONAL I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-3500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                  | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3635 | NS      | $714277.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BAXTER INTERNATIONAL INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -164 | NC      | $-2050.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Immuneering Corp                                         | Immuneering Corp                                        | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14456 | NS      | $70111.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -103 | NC      | $-2060.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | SYK US FLEX                                             | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |       -14 | NC      | $-11284.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Immunocore Holdings PLC                                  | Immunocore Holdings PLC                                 | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      9668 | NS      | $551752.76    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-9750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | FEB23 AZN LN C @ 118.56                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -20700 | NC      | $-26633.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldfinch Bio, Inc. SERIES B                             | Goldfinch Bio, Inc. SERIES B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190000 | NS      | $60800.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Quanta Dialysis Technologies Ltd SERIES D                | Quanta Dialysis Technologies Ltd SERIES D               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   4243029 | NS      | $338554.28    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Abbott Laboratories                                      | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    165757 | NS      | $18198461.03  | 3.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-17825.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -123 | NC      | $-32841.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |       -20 | NC      | $-16200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -150 | NC      | $-10500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALCON INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |       -66 | NC      | $-9570.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exo Imaging, Inc. SERIES C                               | Exo Imaging, Inc. SERIES C                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101741 | NS      | $300135.95    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Blueprint Medicines Corp                                 | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     14055 | NS      | $615749.55    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Imago Biosciences Inc                                    | Imago Biosciences Inc                                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47824 | NS      | $1719272.80   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -866 | NC      | $-298770.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       -93 | NC      | $-32317.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Prothena Corp PLC                                        | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      8734 | NS      | $526223.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | A US FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -110 | NC      | $-34532.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nuvalent Inc                                             | Nuvalent Inc                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11178 | NS      | $332880.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -125 | NC      | $-86250.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CATALENT INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-4930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -128 | NC      | $-35648.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-59535.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-20480.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -151 | NC      | $-37372.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                               | Dexcom Inc                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     52400 | NS      | $5933776.00   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Health Sciences Acquisitions Corp 2                      | Health Sciences Acquisitions Corp 2                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13696 | NS      | $136823.04    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IMMUNOCORE HOLDINGS PLC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       -37 | NC      | $-20165.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                               | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    337176 | NS      | $17276898.24  | 2.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMGEN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -129 | NC      | $-36507.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-18810.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                 | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     18688 | NS      | $2421591.04   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                                | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     39026 | NS      | $2911729.86   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -40 | NC      | $-55800.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-5142.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CareMax Inc                                              | CareMax Inc                                             | CUSIP: 14171W111<br>LEI: N/A                  | N/A              | DE               |  | US        |      4201 | NS      | $1785.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROMETHEUS BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-1267.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | EHC US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -83 | NC      | $-31427.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -427 | NC      | $-85186.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Argenx SE                                                | Argenx SE                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      7121 | NS      | $2697648.43   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-31165.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                   | JAN23 4568 JP C @ 4912.95                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -22500 | NC      | $-272.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-13650.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Legend Biotech Corp                                      | Legend Biotech Corp                                     | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     14146 | NS      | $706168.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -130 | NC      | $-24700.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Money Market Series a series of SL Liquidity Series, LLC | SL Liquidity Series, LLC, Money Market Series           | CUSIP: 590204509<br>LEI: 549300I0RQO84VDWQP47 | Long             | STIV             |  | US        |    676298 | NS      | $676230.03    | 0.11%             |  |  |  | No            | N/A                | On Loan: No      |
| Options Clearing Corp.                                   | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -243 | NC      | $-45562.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                                   | AmerisourceBergen Corp                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     55773 | NS      | $9242143.83   | 1.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                               | Rapid Micro Biosystems Inc                              | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20561 | NS      | $23233.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | CENTENE CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -133 | NC      | $-16292.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROMETHEUS BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-5460.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -182 | NC      | $-4641.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sanofi                                                   | Sanofi                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     24587 | NS      | $2370839.10   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-25370.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CIGNA CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-38880.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-13970.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prime Medicine Inc                                       | Prime Medicine Inc                                      | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22929 | NS      | $426020.82    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| LHC Group Inc                                            | LHC Group Inc                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     20224 | NS      | $3270018.56   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | ALKS.FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -19 | NC      | $-2173.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                            | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      6140 | NS      | $284466.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 GMAB US C @ 43.15                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     -6400 | NC      | $-13064.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-952.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS, INC                             | ARCUTIS BIOTHERAPEUTICS, INC                            | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42854 | NS      | $634239.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | WST US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |        -5 | NC      | $-493.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Design Therapeutics Inc                                  | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13967 | NS      | $143301.42    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-47515.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                              | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11035 | NS      | $377507.35    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -85 | NC      | $-38887.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -30 | NC      | $-19200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                               | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     23254 | NS      | $2777457.76   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 SAN FP C @ 89.9538                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -4700 | NC      | $-6321.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -207 | NC      | $-44298.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                       | HCA Healthcare Inc                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      8085 | NS      | $1940076.60   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                                              | Masimo Corp                                             | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      8435 | NS      | $1247958.25   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-6545.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                              | Avantor Inc                                             | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78897 | NS      | $1663937.73   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -118 | NC      | $-63720.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-84420.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | LEGEND BIOTECH CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       -27 | NC      | $-1147.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                            | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     24550 | NS      | $9209196.00   | 1.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-3045.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -42 | NC      | $-9765.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-24375.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bausch + Lomb Corp                                       | Bausch + Lomb Corp                                      | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |     75830 | NS      | $1176123.30   | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| MORGAN STANLEY & CO. INTERNATIONAL                       | JAN23 BLCO US C @ 15.798                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -5500 | NC      | $-3666.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-13942.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                             | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     67989 | NS      | $18045640.38  | 3.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-5280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARVINAS INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-2210.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                            | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     10697 | NS      | $7717778.53   | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-15600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 4568 JP C @ 4544.3909                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -10400 | NC      | $-3108.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  23195315 | NS      | $23195314.75  | 3.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-1520.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMGEN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-12145.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corp                                             | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      4880 | NS      | $213158.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ICON PLC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -31 | NC      | $-14105.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Decibel Therapeutics Inc                                 | Decibel Therapeutics Inc                                | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46884 | NS      | $96112.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-83200.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-30140.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-2902.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -161 | NC      | $-1610.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-28927.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                               | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     17213 | NS      | $336858.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                         | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1055 | NS      | $1524949.75   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ULTRAGENYX PHARMACEUTICAL INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-12190.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Afferent Pharmaceuticals, Inc.                           | Afferent Pharmaceuticals, Inc.                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    190160 | NS      | $144521.60    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Encompass Health Corp                                    | Encompass Health Corp                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     43989 | NS      | $2630982.09   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-480.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                             | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     22001 | NS      | $574886.13    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-1760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IQVIA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -30 | NC      | $-1275.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                           | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    226786 | NS      | $25161906.70  | 4.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-2070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                       | Cooper Cos Inc/The                                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     10901 | NS      | $3604633.67   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -40 | NC      | $-7300.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -104 | NC      | $-41600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |       -20 | NC      | $-21700.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                    | Quest Diagnostics Inc                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     41129 | NS      | $6434220.76   | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                               | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4935 | NS      | $911445.15    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurogene, Inc. Series B                                 | Neurogene, Inc. Series B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106790 | NS      | $259499.70    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| West Pharmaceutical Services Inc                         | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      7775 | NS      | $1829846.25   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                     | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      8450 | NS      | $322536.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                              | Waters Corp                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     10760 | NS      | $3686160.80   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                           | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     91436 | NS      | $33450946.24  | 5.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -67 | NC      | $-11892.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | FEB23 AZN LN C @ 114.6888                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -3600 | NC      | $-7420.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-11715.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -104 | NC      | $-89960.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 SAN FP C @ 89.6595                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -4700 | NC      | $-11005.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-2341.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -41 | NC      | $-2050.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Catalent Inc                                             | Catalent Inc                                            | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20045 | NS      | $902225.45    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -127 | NC      | $-24130.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-15600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-2580.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -165 | NC      | $-6022.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                 | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     71467 | NS      | $3642672.99   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                  | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     39106 | NS      | $2813676.70   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Insitro, Series C                                        | Insitro, Series C                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30616 | NS      | $364024.24    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | KARUNA THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-2860.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    168017 | NS      | $14424259.45  | 2.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | COOPER COS INC/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-43250.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -53 | NC      | $-8745.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |       -94 | NC      | $-19035.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 GMAB DC C @ 3275.4                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -900 | NC      | $-146.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Health Sciences Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer