# EDGAR Filing Document

**Accession Number:** 0000320351
**File Stem:** 0001752724-23-014733
**Filing Date:** 2023-1
**Character Count:** 28033
**Document Hash:** 1da3d26b8ee1d9501b55f47c9e67253e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014733.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014733

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03114
- **FILM NUMBER:** 23556593

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

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

## Series and Classes Contracts Data

### Insurance Portfolio (Series ID: S000007470)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000020444 | Insurance Portfolio | FSPCX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**Insurance Portfolio**

**November 30, 2022**

PRC-NPRT3-0123

1.810674.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.7%** | &nbsp;&nbsp;**Common Stocks - 98.7%** | &nbsp;&nbsp;**Common Stocks - 98.7%** |
|  | Shares | Value ($)<br>|
| Capital Markets - 2.3%  |  |  |
| Asset Management & Custody Banks - 2.2% |  |  |
| Ares Management Corp.  | 92914 | 7283528 |
| BlackRock, Inc. Class A  | 1500 | 1074000 |
|  |  | 8357528 |
| Financial Exchanges & Data - 0.1% |  |  |
| Moody's Corp.  | 1300 | 387751 |
| TOTAL CAPITAL MARKETS |  | 8745279 |
| Consumer Finance - 0.2%  |  |  |
| Consumer Finance - 0.2% |  |  |
| OneMain Holdings, Inc.  | 23100 | 909216 |
| Diversified Financial Services - 5.0%  |  |  |
| Multi-Sector Holdings - 2.8% |  |  |
| Berkshire Hathaway, Inc. Class B (a) | 33400 | 10641240 |
| Other Diversified Financial Services - 2.2% |  |  |
| Apollo Global Management, Inc.  | 119137 | 8266916 |
| Jackson Financial, Inc.  | 895 | 33428 |
|  |  | 8300344 |
| TOTAL DIVERSIFIED FINANCIAL SERVICES |  | 18941584 |
| Insurance - 91.2%  |  |  |
| Insurance Brokers - 26.0% |  |  |
| Aon PLC  | 55400 | 17078712 |
| Arthur J. Gallagher & Co.  | 115900 | 23076849 |
| Brown & Brown, Inc.  | 168200 | 10023038 |
| Marsh & McLennan Companies, Inc.  | 238500 | 41303431 |
| Willis Towers Watson PLC  | 30928 | 7613236 |
|  |  | 99095266 |
| Life & Health Insurance - 15.2% |  |  |
| AFLAC, Inc.  | 66400 | 4776152 |
| CNO Financial Group, Inc.  | 219600 | 5156208 |
| Globe Life, Inc.  | 52000 | 6237920 |
| MetLife, Inc.  | 237018 | 18179281 |
| Primerica, Inc.  | 24400 | 3636332 |
| Principal Financial Group, Inc.  | 111100 | 9963448 |
| Prudential Financial, Inc.  | 87889 | 9494649 |
| Prudential PLC  | 39900 | 474610 |
|  |  | 57918600 |
| Multi-Line Insurance - 14.2% |  |  |
| American International Group, Inc.  | 479050 | 30232846 |
| Assurant, Inc.  | 32100 | 4115862 |
| China Pacific Insurance (Group) Co. Ltd. (H Shares)  | 210600 | 479645 |
| Hartford Financial Services Group, Inc.  | 232100 | 17725477 |
| Zurich Insurance Group Ltd.  | 3646 | 1751673 |
|  |  | 54305503 |
| Property & Casualty Insurance - 32.5% |  |  |
| Allstate Corp.  | 115100 | 15411890 |
| American Financial Group, Inc.  | 200 | 28444 |
| Arch Capital Group Ltd. (a) | 184100 | 11029431 |
| Assured Guaranty Ltd.  | 45800 | 3048906 |
| Chubb Ltd.  | 113505 | 24924563 |
| Cincinnati Financial Corp.  | 19300 | 2141528 |
| Fidelity National Financial, Inc.  | 67700 | 2732372 |
| First American Financial Corp.  | 69400 | 3792710 |
| Loews Corp.  | 106700 | 6204605 |
| Markel Corp. (a) | 2720 | 3603565 |
| Mercury General Corp.  | 200 | 7256 |
| Progressive Corp.  | 162700 | 21500805 |
| The Travelers Companies, Inc.  | 154305 | 29288632 |
|  |  | 123714707 |
| Reinsurance - 3.3% |  |  |
| Everest Re Group Ltd.  | 3700 | 1250378 |
| Maiden Holdings Ltd. (a)(b) | 400 | 836 |
| Reinsurance Group of America, Inc.  | 78000 | 11263200 |
|  |  | 12514414 |
| TOTAL INSURANCE |  | 347548490 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $228,646,152) |  | <br> **376144569** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (c) | 4934814 | 4935801 |
| Fidelity Securities Lending Cash Central Fund 3.86% (c)(d) | 675 | 675 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $4,936,476) |  | **4936476** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.0%**<br> (Cost $233,582,628)<br>| <br>**381081045** |
| **NET OTHER ASSETS (LIABILITIES) - 0.0%**  | **86393** |
| **NET ASSETS - 100.0%** | **381167438** |

---

**Legend**

(a) Non-income producing

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 1824492 | 123619779 | 120508470 | 42934 | - | - | 4935801 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 550 | 11923184 | 11923059 | 456 | - | - | 675 | 0.0% |
| Total | 1825042 | 135542963 | 132431529 | 43390 | - | - | 4936476 |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Select Insurance Portfolio

- **b. EDGAR series identifier (if any):** S000007470

- **c. LEI of Series:** 961ZGQ4OWGNNG7UDAN41

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $380013336.96

**Total Liabilities:** $230106.30

**Net Assets:** $379783230.66

**Cash Not Reported:** $2.92

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020444 | -5.45%               | 13.87%               | 5.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25475.10               | $-15943642.37                              |
| Month 2  | $-537282.50              | $37046998.81                               |
| Month 3  | $147367.15               | $19431247.81                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ONEMAIN HLDGS INC                         | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     23100 | NS      | $909216.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                    | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    181900 | NS      | $10897629.00  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                               | MARKEL CORP                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      2720 | NS      | $3603564.80   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                       | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |    166200 | NS      | $9903858.00   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                     | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    160700 | NS      | $21236505.00  | 5.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                 | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      3646 | NS      | $1751673.44   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                       | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     86789 | NS      | $9375815.67   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                      | ASSURED GUARANTY LTD                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     45800 | NS      | $3048906.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                 | AFLAC INC                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     65300 | NS      | $4697029.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC              | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117737 | NS      | $8169770.43   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                 | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    113505 | NS      | $24924562.95  | 6.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                             | BLACKROCK INC                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1500 | NS      | $1074000.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIDEN HLDGS LTD                          | MAIDEN HLDGS LTD                              | CUSIP: N/A<br>LEI: 5493000GQUKNWGNXRZ91       | Long             | EC               | CORP              | BM        |       400 | NS      | $836.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHINA PACIFIC INSURANCELTD (GROUP) CO LTD | CHINA PACIFIC INS(GRP) CO LTD H               | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    210600 | NS      | $479645.13    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                 | CINCINNATI FINANCIAL CORP                     | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     19300 | NS      | $2141528.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    105300 | NS      | $6123195.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC              | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    229300 | NS      | $17511641.00  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    235600 | NS      | $40801208.00  | 10.74%            |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                               | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    262075 | NS      | $20101152.50  | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC          | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     78000 | NS      | $11263200.00  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                  | WILLIS TOWERS WATSON PLC                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     30928 | NS      | $7613236.48   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC          | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    473250 | NS      | $29866807.50  | 7.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC             | PRINCIPAL FINL GROUP INC                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    109700 | NS      | $9837896.00   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                            | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     51300 | NS      | $6153948.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO              | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    114500 | NS      | $22798095.00  | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                             | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     24000 | NS      | $3576720.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL PLC                            | PRUDENTIAL PLC                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     39900 | NS      | $474610.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                     | JACKSON FINANCIAL INC                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       895 | NS      | $33428.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD             | EVEREST REINSURANCE GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      3700 | NS      | $1250378.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                      | ARES MANAGEMENT CORP CL A                     | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     91814 | NS      | $7197299.46   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC           | FIDELITY NATIONAL FINL INC                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     67700 | NS      | $2732372.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     33000 | NS      | $10513800.00  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO FINANCIAL GROUP INC                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    216200 | NS      | $5076376.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4934814 | NS      | $4935800.76   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                             | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    113700 | NS      | $15224430.00  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORP                      | MERCURY GENERAL CORP                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       200 | NS      | $7256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                     | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     67900 | NS      | $3710735.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                         | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    153100 | NS      | $29059911.00  | 7.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |       675 | NS      | $675.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                              | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     31500 | NS      | $4038930.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO              | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       200 | NS      | $28444.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                               | MOODYS CORP                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1300 | NS      | $387751.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                   | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     54700 | NS      | $16862916.00  | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer